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For Individual Investors in the US

Mortgage-Backed Securities ETF Holdings

Full Portfolio Holdings

(As of May 21, 2026)

Ticker Cusip Underlying Security Strike Price Quantity (Shares/ Par/ Units/ Contracts) Notional Value Market Value Weight % Current Market Value
UMBS TBA 30yr 2.5% June Delivery, 2.50%, 06/11/26 FNCL 01F022667 - 1,382,917,386 $1,145,203,568 $1,145,203,568 17.13 $1,145,203,568
GNMA II TBA 30yr 2.5% June Delivery, 2.50%, 06/22/26 G2SF 21H022663 - 710,603,414 $601,417,778 $601,417,778 9.00 $601,417,778
UMBS TBA 30yr 6% June Delivery, 6.00%, 06/11/26 FNCL 01F060667 - 474,821,852 $482,267,059 $482,267,059 7.22 $482,267,059
UMBS TBA 30yr 3% June Delivery, 3.00%, 06/11/26 FNCL 01F030660 - 551,803,862 $477,619,903 $477,619,903 7.15 $477,619,903
UMBS TBA 30yr 5% June Delivery, 5.00%, 06/11/26 FNCL 01F050668 - 375,901,621 $366,676,619 $366,676,619 5.49 $366,676,619
Fannie Mae Pool|4.5|09/01/2053, 4.50%, 09/01/53 FN 3140W6HK1 - 326,561,984 $317,732,165 $317,732,165 4.76 $316,874,939
UMBS TBA 30yr 2% June Delivery, 2.00%, 06/11/26 FNCL 01F020661 - 360,986,255 $285,487,424 $285,487,424 4.28 $285,487,424
UMBS TBA 30yr 4.5% June Delivery, 4.50%, 06/11/26 FNCL 01F042665 - 250,000,000 $237,842,500 $237,842,500 3.56 $237,842,500
GNMA II TBA 30yr 5% June Delivery, 5.00%, 06/22/26 G2SF 21H050664 - 198,508,194 $194,470,339 $194,470,339 2.92 $194,470,339
GNMA II TBA 30yr 5.5% June Delivery, 5.50%, 06/22/26 G2SF 21H052660 - 164,697,000 $164,779,348 $164,779,348 2.47 $164,779,348
GNMA II TBA 30yr 3% June Delivery, 3.00%, 06/22/26 G2SF 21H030666 - 182,289,962 $160,456,000 $160,456,000 2.41 $160,456,000
UMBS TBA 30yr 3.5% June Delivery, 3.50%, 06/11/26 FNCL 01F032666 - 155,843,000 $140,350,959 $140,350,959 2.10 $140,350,959
FNMA 30yr Pool#FA5419 4.500% 01-Aug-2053, 4.50%, 08/01/53 FN 3140W6AV4 - 142,269,939 $138,279,415 $138,279,415 2.07 $136,388,471
FNMA 30yr Pool#CB9787 5.000% 01-Jan-2055, 5.00%, 01/01/55 FN 3140QV2V5 - 129,543,577 $128,603,457 $128,603,457 1.92 $127,494,214
GNMA II TBA 30yr 3.5% June Delivery, 3.50%, 06/22/26 G2SF 21H032662 - 132,283,377 $118,255,254 $118,255,254 1.77 $118,255,254
FNMA 30yr Pool#FA2754 4.500% 01-Jan-2049, 4.50%, 01/01/49 FN 3140W3BY4 - 113,522,360 $111,344,913 $111,344,913 1.66 $109,693,797
FHLMC 30yr Pool#SL3899 5.000% 01-Jan-2056, 5.00%, 01/01/56 FR 31427RKM1 - 109,587,780 $109,373,484 $109,373,484 1.63 $107,852,548
UMBS TBA 30yr 6.5% June Delivery, 6.50%, 06/11/26 FNCL 01F062663 - 105,146,615 $108,832,004 $108,832,004 1.63 $108,832,004
GNMA II TBA 30yr 4.5% June Delivery, 4.50%, 06/22/26 G2SF 21H042661 - 113,901,488 $108,602,449 $108,602,449 1.62 $108,602,449
FNMA 30yr Pool#FS1133 4.000% 01-Oct-2051, 4.00%, 10/01/51 FN 3140XGHK8 - 107,840,168 $103,079,794 $103,079,794 1.54 $101,323,608
FNMA 30yr Pool#FM7460 4.000% 01-Mar-2051, 4.00%, 03/01/51 FN 3140XBJE1 - 102,210,033 $97,504,498 $97,504,498 1.46 $96,033,691
GNMA II TBA 30yr 4% June Delivery, 4.00%, 06/22/26 G2SF 21H040665 - 102,070,688 $94,022,210 $94,022,210 1.41 $94,022,210
FNMA 30yr Pool#FA5549 5.000% 01-Mar-2056, 5.00%, 03/01/56 FN 3140W6EX6 - 94,135,019 $93,053,423 $93,053,423 1.39 $92,272,403
FNMA 30yr Pool#FA4553 5.000% 01-Feb-2056, 5.00%, 02/01/56 FN 3140W5BX1 - 86,849,881 $86,878,067 $86,878,067 1.30 $85,847,321
FNMA 30yr Pool#FA3025 5.500% 01-Sep-2055, 5.50%, 09/01/55 FN 3140W3LF4 - 83,818,154 $85,844,215 $85,844,215 1.28 $84,968,105
Freddie Mac Pool|4.5|09/01/2051, 4.50%, 09/01/51 FR 31427SZU5 - 85,518,720 $83,206,403 $83,206,403 1.24 $82,981,916
FHLMC 30yr Pool#SL5145 5.000% 01-Feb-2056, 5.00%, 02/01/56 FR 31427SWF1 - 79,584,724 $78,693,302 $78,693,302 1.18 $78,010,010
FHLMC 30yr Pool#SL2464 4.500% 01-Dec-2048, 4.50%, 12/01/48 FR 31427PW26 - 79,915,763 $78,128,924 $78,128,924 1.17 $77,220,589
FNMA 30yr Pool#FA3036 5.500% 01-Oct-2055, 5.50%, 10/01/55 FN 3140W3LS6 - 72,965,473 $75,063,570 $75,063,570 1.12 $73,956,701
FHLMC 30yr Pool#RJ4363 5.500% 01-Jun-2055, 5.50%, 06/01/55 FR 3142GUZ55 - 72,445,571 $75,034,585 $75,034,585 1.12 $73,429,735
FHLMC 30yr Pool#SD1046 4.000% 01-Jul-2052, 4.00%, 07/01/52 FR 3132DNET6 - 77,996,461 $74,320,204 $74,320,204 1.11 $73,167,120
FNMA 30yr Pool#FA3037 5.500% 01-Oct-2055, 5.50%, 10/01/55 FN 3140W3LT4 - 66,922,329 $68,479,049 $68,479,049 1.02 $67,727,671
FNMA 30yr Pool#FA0574 5.500% 01-Jan-2055, 5.50%, 01/01/55 FN 3140W0T88 - 64,860,975 $67,020,761 $67,020,761 1.00 $65,690,711
FHLMC 30yr Pool#SL3985 5.000% 01-Jan-2056, 5.00%, 01/01/56 FR 31427RNB2 - 65,843,836 $65,833,498 $65,833,498 0.98 $64,644,905
FHLMC 30yr Pool#SL4515 5.000% 01-Apr-2056, 5.00%, 04/01/56 FR 31427SAR9 - 64,618,119 $64,199,244 $64,199,244 0.96 $63,441,506
FNMA 30yr Pool#FS8993 6.000% 01-Jul-2054, 6.00%, 07/01/54 FN 3140XQ7F8 - 60,250,578 $63,640,055 $63,640,055 0.95 $61,655,556
FNMA 30yr Pool#FA0573 5.000% 01-Jan-2055, 5.00%, 01/01/55 FN 3140W0T70 - 59,043,999 $59,756,726 $59,756,726 0.89 $58,365,185
FNMA 30yr Pool#FA4990 5.000% 01-Mar-2056, 5.00%, 03/01/56 FN 3140W5RL0 - 58,694,083 $58,580,255 $58,580,255 0.88 $57,901,016
FNMA 30yr Pool#FA4270 5.000% 01-Dec-2055, 5.00%, 12/01/55 FN 3140W4W86 - 58,249,645 $58,412,633 $58,412,633 0.87 $57,510,242
FNMA 30yr Pool#FA5046 5.000% 01-Mar-2056, 5.00%, 03/01/56 FN 3140W5TC8 - 56,737,615 $56,855,787 $56,855,787 0.85 $56,013,874
FHLMC 30yr Pool#SL1188 5.500% 01-Apr-2055, 5.50%, 04/01/55 FR 31427NKA6 - 55,198,681 $56,563,432 $56,563,432 0.85 $55,859,322
FNMA 30yr Pool#FA4000 5.000% 01-Jun-2055, 5.00%, 06/01/55 FN 3140W4NS2 - 54,309,240 $54,694,085 $54,694,085 0.82 $53,684,860
FNMA 30yr Pool#CB9654 5.000% 01-Dec-2054, 5.00%, 12/01/54 FN 3140QVWQ3 - 50,359,510 $50,150,064 $50,150,064 0.75 $49,562,829
FNMA 30yr Pool#FA2246 5.500% 01-Jul-2055, 5.50%, 07/01/55 FN 3140W2P88 - 48,548,595 $49,922,797 $49,922,797 0.75 $49,129,645
FHLMC 30yr Pool#SL0239 5.000% 01-Jan-2055, 5.00%, 01/01/55 FR 31427MHR5 - 48,941,268 $48,593,781 $48,593,781 0.73 $48,167,023
FNMA 30yr Pool#FA3128 5.500% 01-Oct-2055, 5.50%, 10/01/55 FN 3140W3PN3 - 46,068,180 $47,758,419 $47,758,419 0.71 $46,700,217
Structured Agency Credit Risk (STACR) Debt Notes, Series 2022-HQA1 M2 8.89516% 25-MAR-2042, 8.90%, 03/25/42 STACR 2022-HQA1 35564KTJ8 - 46,021,486 $47,751,793 $47,751,793 0.71 $47,467,509
FNMA 30yr Pool#CC2018 5.500% 01-Feb-2056, 5.50%, 02/01/56 FN 3140Y8G42 - 46,414,983 $47,409,907 $47,409,907 0.71 $46,973,540
FNMA 30yr Pool#FA4155 5.000% 01-Jan-2056, 5.00%, 01/01/56 FN 3140W4TM9 - 45,684,084 $45,762,914 $45,762,914 0.68 $45,156,726
FNMA 30yr Pool#FA3572 5.000% 01-Nov-2055, 5.00%, 11/01/55 FN 3140W36J3 - 45,474,342 $45,598,505 $45,598,505 0.68 $44,951,535
FNMA 30yr Pool#FA4202 5.000% 01-Jan-2056, 5.00%, 01/01/56 FN 3140W4U47 - 44,371,742 $44,340,986 $44,340,986 0.66 $43,805,739
FHLMC 30yr Pool#SD7343 5.500% 01-Jan-2055, 5.50%, 01/01/55 FR 3132DVEQ4 - 43,035,220 $44,216,097 $44,216,097 0.66 $43,527,152
FNMA 30yr Pool#CC1926 5.000% 01-Feb-2056, 5.00%, 02/01/56 FN 3140Y8D86 - 42,063,991 $42,000,243 $42,000,243 0.63 $41,587,820
FNMA 30yr Pool#FA3435 5.000% 01-Nov-2055, 5.00%, 11/01/55 FN 3140W3Y94 - 41,423,491 $41,740,779 $41,740,779 0.62 $40,945,315
FNMA 30yr Pool#FS9779 5.500% 01-Nov-2054, 5.50%, 11/01/54 FN 3140XR2M6 - 40,512,001 $41,731,786 $41,731,786 0.62 $40,834,106
FNMA 40yr Pool#BF0646 2.500% 01-Jun-2062, 2.50%, 06/01/62 FN 3140FXWG3 - 46,664,782 $39,073,220 $39,073,220 0.58 $38,302,672
FHLMC 30yr Pool#ZT2413 4.000% 01-Feb-2041, 4.00%, 02/01/41 FR 3132AEVE3 - 38,496,959 $37,858,412 $37,858,412 0.57 $37,165,976
UMBS TBA 30yr 5.5% June Delivery, 5.50%, 06/11/26 FNCL 01F052664 - 37,874,897 $37,792,443 $37,792,443 0.56 $37,792,443
FHLMC 30yr Pool#SL0046 6.000% 01-Jan-2055, 6.00%, 01/01/55 FR 31427MBQ3 - 34,875,596 $36,928,481 $36,928,481 0.55 $35,689,684
New Residential Mortgage LLC 6.545% 25-MAR-2032, 6.54%, 03/25/32 NZES 2025-FHT 64832EAA7 - 36,049,859 $36,540,712 $36,540,712 0.55 $36,363,752
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA2 M2 7.39516% 25-FEB-2042, 7.40%, 02/25/42 STACR 2022-DNA2 35564KRN1 - 35,277,125 $36,135,254 $36,135,254 0.54 $35,954,087
FHLMC 30yr Pool#SI2101 4.000% 01-Sep-2048, 4.00%, 09/01/48 FR 3133USKN0 - 37,532,038 $35,857,707 $35,857,707 0.54 $35,350,194
FHLMC 30yr Pool#SL0938 4.000% 01-Jul-2050, 4.00%, 07/01/50 FR 31427NBG3 - 36,465,753 $35,544,539 $35,544,539 0.53 $34,950,773
FNMA 40yr Pool#BF0598 2.500% 01-Mar-2062, 2.50%, 03/01/62 FN 3140FXUY6 - 42,703,646 $35,489,292 $35,489,292 0.53 $35,054,658
FHLMC 30yr Pool#SL4452 5.000% 01-Mar-2056, 5.00%, 03/01/56 FR 31427R5N6 - 35,222,181 $35,121,992 $35,121,992 0.52 $34,815,590
FNMA 30yr Pool#FA1951 6.000% 01-Jun-2055, 6.00%, 06/01/55 FN 3140W2EZ0 - 32,237,890 $34,823,932 $34,823,932 0.52 $33,005,837
FNMA 30yr Pool#CC2016 5.500% 01-Feb-2056, 5.50%, 02/01/56 FN 3140Y8G26 - 33,683,473 $34,596,563 $34,596,563 0.52 $34,141,059
FNMA 30yr Pool#FA0576 5.500% 01-Jan-2055, 5.50%, 01/01/55 FN 3140W0UA1 - 33,283,414 $34,474,535 $34,474,535 0.52 $33,698,302
FHLMC 30yr Pool#SL1632 4.000% 01-Nov-2053, 4.00%, 11/01/53 FR 31427NY60 - 35,971,989 $34,146,580 $34,146,580 0.51 $33,739,138
UMBS TBA 30yr 6.5% July Delivery, 6.50%, 07/13/26 FNCL 01F062671 - 32,703,385 $33,783,251 $33,783,251 0.50 $33,783,251
FNMA 30yr Pool#FA1557 6.000% 01-May-2055, 6.00%, 05/01/55 FN 3140W1WT6 - 30,279,959 $32,774,050 $32,774,050 0.49 $30,986,773
FNMA 30yr Pool#FA3191 5.500% 01-Oct-2055, 5.50%, 10/01/55 FN 3140W3RM3 - 31,318,019 $32,012,608 $32,012,608 0.48 $31,694,900
FNMA 30yr Pool#FA3682 5.500% 01-Feb-2055, 5.50%, 02/01/55 FN 3140W4CU9 - 30,234,507 $31,177,516 $31,177,516 0.47 $30,621,283
FNMA 30yr Pool#FA4849 5.000% 01-Feb-2056, 5.00%, 02/01/56 FN 3140W5L77 - 31,067,233 $31,143,399 $31,143,399 0.47 $30,708,606
FNMA 30yr Pool#FA3105 6.000% 01-May-2055, 6.00%, 05/01/55 FN 3140W3NX3 - 26,814,946 $30,706,633 $30,706,633 0.46 $27,497,617
FNMA 30yr Pool#FA1560 5.500% 01-Apr-2055, 5.50%, 04/01/55 FN 3140W1WW9 - 28,946,771 $30,127,414 $30,127,414 0.45 $29,328,962
FHLMC 30yr Pool#SL2558 6.000% 01-Aug-2055, 6.00%, 08/01/55 FR 31427PZY3 - 26,838,840 $29,388,214 $29,388,214 0.44 $27,648,632
FHLMC 30yr Pool#SL0238 5.000% 01-May-2054, 5.00%, 05/01/54 FR 31427MHQ7 - 29,390,019 $29,249,580 $29,249,580 0.44 $28,925,073
FNMA 30yr Pool#CC1930 5.000% 01-Feb-2056, 5.00%, 02/01/56 FN 3140Y8EC6 - 29,090,614 $29,207,624 $29,207,624 0.44 $28,719,536
FNMA 40yr Pool#BF0698 3.500% 01-Dec-2062, 3.50%, 12/01/62 FN 3140FXX49 - 31,500,919 $28,909,904 $28,909,904 0.43 $28,147,356
FNMA 30yr Pool#FA4117 4.500% 01-Sep-2051, 4.50%, 09/01/51 FN 3140W4SF5 - 28,508,638 $28,183,745 $28,183,745 0.42 $27,675,450
FHLMC 30yr Pool#SL1291 4.000% 01-Nov-2054, 4.00%, 11/01/54 FR 31427NNH8 - 29,517,199 $27,978,711 $27,978,711 0.42 $27,685,010
FNMA 30yr Pool#FA1798 4.000% 01-Aug-2052, 4.00%, 08/01/52 FN 3140W17L1 - 28,272,622 $26,744,481 $26,744,481 0.40 $26,524,238
FNMA 30yr Pool#FS9788 5.500% 01-Nov-2054, 5.50%, 11/01/54 FN 3140XR2W4 - 25,326,642 $26,434,597 $26,434,597 0.40 $25,433,509
FHLMC 30yr Pool#SL4437 6.000% 01-Sep-2054, 6.00%, 09/01/54 FR 31427R4X5 - 24,242,625 $25,801,488 $25,801,488 0.39 $25,127,640
NRM MSR-Collateralized Notes, Series 2024-FNT1 A 7.398% 25-NOV-2029, 7.40%, 11/25/31 NZES 2024-FNT1 62956YAA7 - 24,486,030 $24,853,456 $24,853,456 0.37 $24,717,595
FNMA 30yr Pool#FA3714 5.000% 01-Nov-2055, 5.00%, 11/01/55 FN 3140W4DU8 - 24,255,974 $24,231,725 $24,231,725 0.36 $23,989,115
FHLMC 30yr Pool#SD3271 5.500% 01-Jun-2053, 5.50%, 06/01/53 FR 3132DQT48 - 23,332,401 $23,852,368 $23,852,368 0.36 $23,634,196
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2025-HQA1 M2 5.29516% 25-FEB-2045, 5.30%, 02/25/45 STACR 2025-HQA1 35564NHA4 - 23,060,148 $23,163,693 $23,163,693 0.35 $23,078,897
FNMA 30yr Pool#FA4386 5.500% 01-Jan-2056, 5.50%, 01/01/56 FN 3140W42U0 - 21,484,667 $21,984,083 $21,984,083 0.33 $21,785,854
Rithm Capital Corp. 8.5% 01-JUN-2031, 8.50%, 06/01/31 RITM 64828TAD4 - 21,732,000 $21,673,345 $21,673,345 0.32 $21,632,296
FNMA 30yr Pool#CC1195 5.000% 01-Oct-2055, 5.00%, 10/01/55 FN 3140Y7KH0 - 21,438,078 $21,384,867 $21,384,867 0.32 $21,190,606
PRET 2025-RPL3 Trust A1 4.15% 25-APR-2065, 4.15%, 04/25/65 PRET 2025-RPL3 69382RAA1 - 21,788,075 $21,179,478 $21,179,478 0.32 $21,051,383
FNMA 30yr Pool#FM7840 4.000% 01-Apr-2050, 4.00%, 04/01/50 FN 3140XBWA4 - 22,174,592 $21,171,786 $21,171,786 0.32 $20,834,627
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-DNA6 B2 11.14516% 25-OCT-2041, 11.15%, 10/25/41 STACR 2021-DNA6 35564KLV9 - 19,937,000 $20,780,413 $20,780,413 0.31 $20,429,973
FHLMC 30yr Pool#SD5061 5.500% 01-Mar-2054, 5.50%, 03/01/54 FR 3132DSTS1 - 19,853,111 $20,717,844 $20,717,844 0.31 $20,129,917
FNMA 30yr Pool#FA1128 6.500% 01-Aug-2054, 6.50%, 08/01/54 FN 3140W1HE6 - 19,420,743 $20,656,653 $20,656,653 0.31 $20,189,924
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA5 M2 10.39516% 25-JUN-2042, 10.40%, 06/25/42 STACR 2022-DNA5 35564KYW3 - 19,321,656 $20,637,883 $20,637,883 0.31 $20,498,403
FNMA 30yr Pool#FS4781 4.000% 01-Oct-2051, 4.00%, 10/01/51 FN 3140XLJ33 - 21,626,343 $20,567,709 $20,567,709 0.31 $20,319,507
FNMA 30yr Pool#FS7225 4.000% 01-Aug-2051, 4.00%, 08/01/51 FN 3140XPA33 - 21,548,996 $20,542,133 $20,542,133 0.31 $20,296,292
RCKT Mortgage Trust 2026-CES2 A3 5.255% 25-FEB-2056, 5.25%, 02/25/56 RCKT 2026-CES2 74940EAD9 - 20,600,000 $20,461,162 $20,461,162 0.31 $20,307,804
FNMA 30yr Pool#FA1129 6.500% 01-Jun-2054, 6.50%, 06/01/54 FN 3140W1HF3 - 18,878,499 $20,263,966 $20,263,966 0.30 $19,660,039
FNMA 30yr Pool#FA5284 5.500% 01-Apr-2056, 5.50%, 04/01/56 FN 3140W52S2 - 19,545,413 $19,858,557 $19,858,557 0.30 $19,666,935
FNMA 30yr Pool#CB7112 5.500% 01-Sep-2053, 5.50%, 09/01/53 FN 3140QS3W9 - 19,359,978 $19,785,061 $19,785,061 0.30 $19,599,201
Finance of America Structured Securities Trust, 2025-S1 A1 3.5% 25-FEB-2075, 3.50%, 02/25/75 FASST 2025-S1 31741BAB0 - 20,206,415 $19,679,779 $19,679,779 0.29 $19,626,737
FHLMC 30yr Pool#SD6989 5.500% 01-Nov-2054, 5.50%, 11/01/54 FR 3132DUXS1 - 19,052,134 $19,622,730 $19,622,730 0.29 $19,132,526
FNMA 40yr Pool#BF0226 3.500% 01-Jan-2058, 3.50%, 01/01/58 FN 3140FXHC9 - 21,296,774 $19,596,990 $19,596,990 0.29 $19,384,385
FNMA 30yr Pool#FS6382 4.000% 01-Aug-2051, 4.00%, 08/01/51 FN 3140XNCU6 - 20,284,914 $19,380,140 $19,380,140 0.29 $19,105,694
FNMA 40yr Pool#BF0807 3.500% 01-Apr-2064, 3.50%, 04/01/64 FN 3140FX3R1 - 20,839,381 $19,073,324 $19,073,324 0.29 $18,621,325
FINANCE OF AMERICA STRUC 3.28125% 74, 3.50%, 04/25/74 FASST 2024-S3 31739WAB8 - 19,249,306 $18,926,004 $18,926,004 0.28 $18,875,475
FNMA 40yr Pool#BF0713 4.000% 01-Mar-2063, 4.00%, 03/01/63 FN 3140FXYK2 - 19,673,136 $18,849,865 $18,849,865 0.28 $18,333,289
FHLMC 30yr Pool#SL0850 4.000% 01-Jul-2049, 4.00%, 07/01/49 FR 31427M5L1 - 18,597,315 $18,242,839 $18,242,839 0.27 $17,866,163
FNMA 30yr Pool#FS5028 4.000% 01-Oct-2051, 4.00%, 10/01/51 FN 3140XLSS8 - 19,124,027 $18,164,804 $18,164,804 0.27 $17,968,402
FNMA 30yr Pool#FA1549 5.500% 01-May-2055, 5.50%, 05/01/55 FN 3140W1WK5 - 17,528,545 $17,919,740 $17,919,740 0.27 $17,746,291
RCKT MOR 2025-CES9 FLT 2055 A1B, 5.00%, 09/25/55 RCKT 2025-CES9 74942JAB0 - 17,943,747 $17,841,325 $17,841,325 0.27 $17,714,300
FHLMC 30yr Pool#QJ9063 5.000% 01-Nov-2054, 5.00%, 11/01/54 FR 3133D1B81 - 17,868,568 $17,723,860 $17,723,860 0.26 $17,568,960
FNMA 30yr Pool#FS2863 4.000% 01-Sep-2052, 4.00%, 09/01/52 FN 3140XJFD0 - 18,528,882 $17,539,004 $17,539,004 0.26 $17,380,190
SALUDA GRADE ALTERNATIVE M 5.749% 31, 5.75%, 03/25/31 GRADE 2026-RTL7 79584UAA9 - 17,370,000 $17,373,141 $17,373,141 0.26 $17,148,456
FHLMC 30yr Pool#QY8779 6.000% 01-Jul-2055, 6.00%, 07/01/55 FR 31426TXH5 - 16,032,808 $16,677,221 $16,677,221 0.25 $16,521,754
FNMA 30yr Pool#FA1358 4.500% 01-May-2050, 4.50%, 05/01/50 FN 3140W1QL0 - 16,289,931 $16,042,494 $16,042,494 0.24 $15,754,814
SALUDA GR ALT MTG TR 2025-LOC5 A1B, 5.45%, 10/25/55 GRADE 2025-LOC5 79581XAC2 - 15,693,000 $15,865,700 $15,865,700 0.24 $15,801,504
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA4 M2 8.89516% 25-MAY-2042, 8.90%, 05/25/42 STACR 2022-DNA4 35564KXA2 - 15,050,000 $15,752,810 $15,752,810 0.24 $15,659,843
Vontive Mortgage Trust 2025-RTL1 A1 6.507% 25-MAR-2030, 6.51%, 03/25/30 VNTV 2025-RTL1 928884AA3 - 15,444,000 $15,650,626 $15,650,626 0.23 $15,575,255
FNMA 40yr Pool#BF0806 3.500% 01-Apr-2064, 3.50%, 04/01/64 FN 3140FX3Q3 - 17,178,433 $15,507,724 $15,507,724 0.23 $15,401,002
Saluda Grade Alternative Mortgage Trust 2024-RTL6 A1 7.439% 25-JUL-2030, 7.44%, 07/25/30 GRADE 2024-RTL6 79585UAA8 - 15,216,666 $15,432,595 $15,432,595 0.23 $15,272,233
FHLMC 30yr Pool#SD0985 4.500% 01-Oct-2050, 4.50%, 10/01/50 FR 3132DNCW1 - 15,517,855 $15,394,776 $15,394,776 0.23 $15,064,334
FNMA 40yr Pool#BF0801 2.500% 01-Apr-2064, 2.50%, 04/01/64 FN 3140FX3K6 - 18,391,703 $15,209,011 $15,209,011 0.23 $15,112,606
Saluda Grade Alternative Mortgage Trust 2026-HB1 A1B 5.22855% 25-APR-2056, 5.20%, 04/25/56 GRADE 2026-HB1 795939AC1 - 15,089,712 $15,172,714 $15,172,714 0.23 $15,118,178
JW Commercial Mortgage Trust 2026-MRCO A 5.15% 15-JUN-2039, 5.15%, 06/15/39 JW 2026-MRCO 481948AA5 - 15,000,000 $15,045,825 $15,045,825 0.22 $15,030,804
FNMA 30yr Pool#DA1525 6.000% 01-Oct-2053, 6.00%, 10/01/53 FN 3140A1VT1 - 14,447,910 $14,966,987 $14,966,987 0.22 $14,811,551
FHLMC 30yr Pool#QH3192 6.000% 01-Oct-2053, 6.00%, 10/01/53 FR 3133CFRM3 - 14,405,725 $14,886,362 $14,886,362 0.22 $14,746,617
FNMA 30yr Pool#FM4738 4.000% 01-Sep-2050, 4.00%, 09/01/50 FN 3140X8HQ3 - 15,208,509 $14,675,738 $14,675,738 0.22 $14,280,000
FNMA 30yr Pool#FS9116 6.000% 01-Sep-2054, 6.00%, 09/01/54 FN 3140XRDW2 - 13,812,880 $14,480,863 $14,480,863 0.22 $14,135,310
PRET 2025-RPL1 Trust A1 4.0% 25-JUL-2069, 4.00%, 07/25/69 PRET 2025-RPL1 69392FAA5 - 14,823,661 $14,230,108 $14,230,108 0.21 $14,146,107
RCKT Mortgage Trust 2026-CES2 A2 5.055% 25-FEB-2056, 5.05%, 02/25/56 RCKT 2026-CES2 74940EAC1 - 14,268,000 $14,150,643 $14,150,643 0.21 $14,048,466
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-HQA3 M2 5.74516% 25-SEP-2041, 5.75%, 09/25/41 STACR 2021-HQA3 35564KJP5 - 13,964,288 $14,072,068 $14,072,068 0.21 $14,016,354
Switch ABS Issuer, Series 2026-1 A2I_2601 5.609% 25-MAR-2056, 5.61%, 03/27/56 SWTCH 2026-1A 871044BA0 - 14,000,000 $14,054,248 $14,054,248 0.21 $13,995,354
BMP Commercial Mortgage Trust 2024-MF23 A 4.99903% 15-JUN-2041, 5.00%, 06/15/41 BMP 2024-MF23 05593JAA8 - 14,000,000 $14,013,816 $14,013,816 0.21 $14,000,207
Galaxy XXVI CLO Ltd., 6.41%, 07/31/26 GLXYT 2025-1 362922AA4 - 13,822,030 $13,940,198 $13,940,198 0.21 $13,895,924
FHLMC 30yr Pool#SL3988 5.000% 01-Jan-2056, 5.00%, 01/01/56 FR 31427RNE6 - 13,612,624 $13,855,741 $13,855,741 0.21 $13,455,485
FHLMC 30yr Pool#SD6178 4.500% 01-Jan-2051, 4.50%, 01/01/51 FR 3132DT2K5 - 13,878,026 $13,798,069 $13,798,069 0.21 $13,422,139
FNMA 30yr Pool#FA3563 5.500% 01-Nov-2055, 5.50%, 11/01/55 FN 3140W35Z8 - 13,106,870 $13,493,817 $13,493,817 0.20 $13,290,612
FINANCE OF AMER STR TR 2024-S2 A1, 3.50%, 04/25/74 FASST 2024-S2 31739VAA2 - 13,575,265 $13,409,830 $13,409,830 0.20 $13,374,195
GS Mortgage-Backed Securities Trust 2025-RPL3 A1 4.1% 25-JUL-2065, 4.10%, 07/25/65 GSMBS 2025-RPL3 362963AA8 - 13,598,445 $13,354,636 $13,354,636 0.20 $13,275,652
FNMA 30yr Pool#CC0097 5.500% 01-Mar-2055, 5.50%, 03/01/55 FN 3140Y6DB3 - 12,752,790 $13,232,769 $13,232,769 0.20 $12,926,035
FHLMC 30yr Pool#SL4976 5.000% 01-Apr-2056, 5.00%, 04/01/56 FR 31427SQ68 - 13,088,604 $13,155,412 $13,155,412 0.20 $12,855,445
PRPM 2025-RCF3 LLC 5.25% 55, 5.25%, 07/25/55 PRPM 2025-RCF3 69392PAA3 - 12,786,374 $13,130,093 $13,130,093 0.20 $12,756,468
FHLMC 30yr Pool#SD5963 6.000% 01-Jul-2054, 6.00%, 07/01/54 FR 3132DTTU4 - 12,576,267 $13,019,347 $13,019,347 0.19 $12,869,831
Chase Mortgage Reference Notes, Series 2020-CL1 M1 6.01879% 25-OCT-2057, 6.02%, 10/25/57 CHASE 2020-CL1 46591HAG5 - 12,541,821 $12,953,293 $12,953,293 0.19 $12,900,872
FHLMC 30yr Pool#SL4658 5.000% 01-Jan-2056, 5.00%, 01/01/56 FR 31427SE87 - 12,963,036 $12,836,497 $12,836,497 0.19 $12,726,996
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA2 B2 12.14516% 25-FEB-2042, 12.15%, 02/25/42 STACR 2022-DNA2 35564KSQ3 - 11,519,000 $12,195,703 $12,195,703 0.18 $12,098,550
FNMA 30yr Pool#FS8717 6.000% 01-Jul-2054, 6.00%, 07/01/54 FN 3140XQVK0 - 11,779,449 $12,178,504 $12,178,504 0.18 $12,054,412
PRET 2025-RPL5 TRUST FLTG 2070 A1, 4.15%, 01/25/70 PRET 2025-RPL5 69393AAA5 - 12,513,647 $12,121,386 $12,121,386 0.18 $12,047,816
FHLMC 30yr Pool#SD6558 6.000% 01-Sep-2054, 6.00%, 09/01/54 FR 3132DUJB4 - 11,294,996 $12,027,086 $12,027,086 0.18 $11,558,651
FNMA 40yr Pool#BF0731 2.500% 01-Jun-2063, 2.50%, 06/01/63 FN 3140FXY55 - 14,406,102 $11,929,648 $11,929,648 0.18 $11,816,791
Foundation Finance Trust 2025-2 B 4.94% 15-APR-2052, 4.94%, 04/15/52 FFIN 2025-2A 35042NAB1 - 12,031,458 $11,927,372 $11,927,372 0.18 $11,915,815
FHLMC 30yr Pool#QG6755 5.500% 01-Jun-2053, 5.50%, 06/01/53 FR 3133C7QG5 - 11,602,490 $11,859,727 $11,859,727 0.18 $11,752,564
FNMA 30yr Pool#DE6043 6.000% 01-Aug-2055, 6.00%, 08/01/55 FN 3140BJWD5 - 11,251,924 $11,817,666 $11,817,666 0.18 $11,515,083
Connecticut Avenue Securities Trust 2023-R06 1B1 7.54516% 25-JUL-2043, 7.55%, 07/25/43 CAS 2023-R06 20754EAF2 - 11,170,460 $11,754,855 $11,754,855 0.18 $11,696,326
FNMA 30yr Pool#FS7541 4.000% 01-Jun-2052, 4.00%, 06/01/52 FN 3140XPLX5 - 12,253,256 $11,639,370 $11,639,370 0.17 $11,512,817
TOWD POINT MORTGAGE TRUST 2025 0% 65, 4.97%, 09/25/65 TPMT 2025-FIX1 89183MAA1 - 11,414,892 $11,395,559 $11,395,559 0.17 $11,315,221
FNMA 30yr Pool#DE1157 6.000% 01-Jun-2055, 6.00%, 06/01/55 FN 3140BDJB7 - 10,390,397 $11,128,303 $11,128,303 0.17 $10,633,406
Vista Point Securitization Trust 2025-CES2 A1 5.601% 25-AUG-2055, 5.60%, 08/25/55 VSTA 2025-CES2 92842UAA0 - 10,574,356 $11,106,252 $11,106,252 0.17 $10,581,239
TOWD PT MTG TR 2025-FIX2 FLTG A1, 5.25%, 10/25/65 TPMT 2025-FIX2 89183RAA0 - 10,517,897 $10,883,388 $10,883,388 0.16 $10,475,850
Huntington Bank Auto Credit-Linked Notes, Series 2024-2 B1 5.442% 20-OCT-2032, 5.44%, 10/20/32 HACLN 2024-2 44644NAG4 - 10,801,093 $10,878,415 $10,878,415 0.16 $10,875,150
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA7 M2 10.64516% 25-SEP-2042, 10.65%, 03/25/52 STACR 2022-DNA7 35564KL72 - 10,000,000 $10,834,872 $10,834,872 0.16 $10,760,948
FNMA 30yr Pool#FA0470 6.000% 01-Jan-2055, 6.00%, 01/01/55 FN 3140W0QY4 - 10,054,066 $10,821,156 $10,821,156 0.16 $10,288,755
FNMA 40yr Pool#BF0783 3.500% 01-Dec-2063, 3.50%, 12/01/63 FN 3140FX2R2 - 11,675,642 $10,804,215 $10,804,215 0.16 $10,432,936
FIGRE TRUST 2025-HE4 FLTG 2055 C, 5.71%, 07/25/55 FIGRE 2025-HE4 31684PAC6 - 10,707,107 $10,789,592 $10,789,592 0.16 $10,702,996
PRET 2025-NPL4 A1 6.3677% 25-MAY-2055, 6.37%, 04/25/55 PRET 2025-NPL4 74136UAA3 - 10,646,126 $10,697,848 $10,697,848 0.16 $10,647,004
METRONET INFRASTRUCTURE ISSU 5.4% 55, 5.40%, 08/20/55 MNET 2025-2A 59170JAX6 - 10,600,000 $10,598,574 $10,598,574 0.16 $10,595,394
Homeward Opportunities Fund Trust 2025-RRTL1 A1 5.476% 25-MAR-2040, 5.48%, 03/25/40 HOF 2025-RRTL1 437919AA1 - 10,475,000 $10,524,329 $10,524,329 0.16 $10,481,308
FNMA 30yr Pool#CC1844 5.500% 01-Jan-2056, 5.50%, 01/01/56 FN 3140Y8BN5 - 10,154,833 $10,391,165 $10,391,165 0.16 $10,292,786
FHLMC 30yr Pool#QH3306 6.000% 01-Oct-2053, 6.00%, 10/01/53 FR 3133CFU72 - 9,899,914 $10,291,818 $10,291,818 0.15 $10,191,673
FNMA 30yr Pool#FS6236 6.500% 01-Nov-2053, 6.50%, 11/01/53 FN 3140XM4W3 - 9,473,635 $10,153,313 $10,153,313 0.15 $9,870,779
Connecticut Avenue Securities Trust 2022-R02 2B2 11.29516% 25-JAN-2042, 11.30%, 01/25/42 CAS 2022-R02 20754BAJ0 - 9,637,000 $10,100,012 $10,100,012 0.15 $10,024,420
FNMA 30yr Pool#FS9909 5.000% 01-Nov-2054, 5.00%, 11/01/54 FN 3140XSAK9 - 10,060,319 $10,098,847 $10,098,847 0.15 $9,944,658
FNMA 30yr Pool#FA4709 5.500% 01-Jul-2055, 5.50%, 07/01/55 FN 3140W5GT5 - 9,760,953 $10,063,556 $10,063,556 0.15 $9,897,047
LHOME Mortgage Trust 2024-RTL3 A1 6.9% 25-MAY-2029, 6.90%, 05/25/29 LHOME 2024-RTL3 50205GAA0 - 9,960,000 $10,038,918 $10,038,918 0.15 $9,987,375
FNMA 30yr Pool#BX0421 5.500% 01-Nov-2052, 5.50%, 11/01/52 FN 3140N4PF8 - 9,596,226 $9,825,222 $9,825,222 0.15 $9,711,478
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA6 M2 9.39516% 25-SEP-2042, 9.40%, 09/25/42 STACR 2022-DNA6 35564KH77 - 9,166,000 $9,780,836 $9,780,836 0.15 $9,721,033
FNMA 30yr Pool#FS6662 4.000% 01-Oct-2051, 4.00%, 10/01/51 FN 3140XNML5 - 10,090,129 $9,629,126 $9,629,126 0.14 $9,480,404
FHLMC 30yr Pool#SD5224 6.000% 01-Mar-2054, 6.00%, 03/01/54 FR 3132DSYV8 - 9,207,457 $9,628,832 $9,628,832 0.14 $9,422,165
New Residential Mortgage Loan Trust 2026-NQM1 A2 5.078% 25-NOV-2065, 5.08%, 11/25/65 NRZT 2026-NQM1 64832LAF0 - 9,412,434 $9,482,892 $9,482,892 0.14 $9,296,172
Connecticut Avenue Securities Trust 2022-R04 1B2 13.14516% 25-MAR-2042, 13.15%, 03/25/42 CAS 2022-R04 20753YAL6 - 8,793,401 $9,444,108 $9,444,108 0.14 $9,363,836
Structured Agency Credit Risk (STACR) Debt Notes, Series 2022-HQA1 B2 14.64516% 25-MAR-2042, 14.65%, 03/25/42 STACR 2022-HQA1 35564KUL1 - 8,677,740 $9,435,031 $9,435,031 0.14 $9,346,776
FHLMC 30yr Pool#QH4373 6.000% 01-Nov-2053, 6.00%, 11/01/53 FR 3133CG2E6 - 9,108,478 $9,415,225 $9,415,225 0.14 $9,324,017
SALUDA GRADE ALTERNATIVE MORT A2, 6.75%, 03/25/31 GRADE 2026-RTL7 79584UAB7 - 9,418,000 $9,382,889 $9,382,889 0.14 $9,292,856
LHOME Mortgage Trust 2024-RTL5 A2 5.751% 25-SEP-2039, 5.75%, 09/25/39 LHOME 2024-RTL5 50205WAB3 - 9,325,000 $9,370,487 $9,370,487 0.14 $9,330,266
Rithm Capital Corp. 8.0% 01-APR-2029, 8.00%, 04/01/29 RITM 64828TAB8 - 9,213,000 $9,347,098 $9,347,098 0.14 $9,242,684
CONNECTICUT AVENUE SECUR 5.95001% 45, 5.25%, 07/25/45 CAS 2025-R05 20753CAC4 - 9,254,000 $9,315,322 $9,315,322 0.14 $9,281,614
FNMA 30yr Pool#FS2144 3.500% 01-Jun-2052, 3.50%, 06/01/52 FN 3140XHL21 - 9,815,129 $9,150,274 $9,150,274 0.14 $8,971,892
FNMA 30yr Pool#FS7117 6.500% 01-Feb-2054, 6.50%, 02/01/54 FN 3140XN4B7 - 8,282,381 $8,879,423 $8,879,423 0.13 $8,629,586
Ally Bank Auto Credit-Linked Notes, Series 2025-A C 4.844% 15-JUN-2033, 4.84%, 06/15/33 ABCLN 2025-A 02007G5F6 - 8,860,466 $8,862,669 $8,862,669 0.13 $8,854,324
Brean Asset Backed Securities Trust 2024-RM8 A1 4.5% 25-MAY-2064, 4.50%, 05/25/64 BABS 2024-RM8 10637YAA3 - 8,705,017 $8,578,806 $8,578,806 0.13 $8,549,426
Freddie Mac Multiclass Certificates, Series 5164 FA 3.89516% 25-NOV-2051, 3.90%, 11/25/51 FHR 5164 3137H3PY2 - 9,341,431 $8,458,478 $8,458,478 0.13 $8,430,957
Connecticut Avenue Securities Trust 2022-R01 1B2 9.64516% 25-DEC-2041, 9.65%, 12/25/41 CAS 2022-R01 20754LAJ8 - 8,116,382 $8,378,714 $8,378,714 0.13 $8,324,350
FIGRE TRUST 2025 HE4 FLTG 2055 B, 5.61%, 07/25/55 FIGRE 2025-HE4 31684PAB8 - 8,289,567 $8,374,697 $8,374,697 0.13 $8,308,839
FHLMC 30yr Pool#SD7417 5.500% 01-Jan-2055, 5.50%, 01/01/55 FR 3132DVG25 - 7,848,495 $8,207,085 $8,207,085 0.12 $7,948,897
FHLMC 30yr Pool#QZ7683 5.500% 01-Nov-2055, 5.50%, 11/01/55 FR 31427HRD6 - 8,086,861 $8,149,453 $8,149,453 0.12 $8,123,507
FNMA 30yr Pool#DA0026 6.000% 01-Sep-2053, 6.00%, 09/01/53 FN 3140A0A41 - 7,719,367 $7,988,437 $7,988,437 0.12 $7,913,656
FHLMC 30yr Pool#QY9874 6.000% 01-Aug-2055, 6.00%, 08/01/55 FR 31426U6L3 - 7,447,689 $7,922,193 $7,922,193 0.12 $7,621,875
Fannie Mae Pool|5.5|05/01/2056, 5.50%, 05/01/56 FN 3140UGJV5 - 7,849,035 $7,879,852 $7,879,852 0.12 $7,854,669
PRPM 2025-RPL4 A1, 3.00%, 05/25/55 PRPM 2025-RPL4 74448NAA2 - 8,161,099 $7,829,941 $7,829,941 0.12 $7,795,256
FHLMC 30yr Pool#QH1500 6.000% 01-Sep-2053, 6.00%, 09/01/53 FR 3133CDUZ5 - 7,408,994 $7,775,693 $7,775,693 0.12 $7,627,343
RCKT Mortgage Trust 2024-CES9 A1B 5.683% 25-DEC-2044, 5.68%, 12/25/44 RCKT 2024-CES9 749426AB8 - 7,618,577 $7,688,796 $7,688,796 0.11 $7,627,459
Fannie Mae REMIC Trust 2022-65 FB 4.44516% 25-SEP-2052, 4.45%, 09/25/52 FNR 2022-65 3136BPCQ2 - 7,688,771 $7,627,700 $7,627,700 0.11 $7,601,842
Connecticut Avenue Securities Trust 2025-R01 1M2 5.14516% 25-JAN-2045, 5.15%, 01/25/45 CAS 2025-R01 20755JAC7 - 7,526,000 $7,562,502 $7,562,502 0.11 $7,535,611
Acacia 2025-1 A 5.24% 15-NOV-2037, 5.24%, 11/15/37 ACACIA 2025-1 00401PAA7 - 7,539,151 $7,552,449 $7,552,449 0.11 $7,544,768
Alterna Funding III A 6.26% 15-MAY-2039, 6.26%, 05/16/39 TAX 2024-1A 02157JAA3 - 7,526,478 $7,550,730 $7,550,730 0.11 $7,541,569
SALUDA GR ALT MTG TR 25 RRTL1 A1, 5.32%, 10/25/40 GRADE 2025-RRTL1 79582NAA7 - 7,388,000 $7,408,680 $7,408,680 0.11 $7,352,999
FNMA 30yr Pool#FA1613 5.000% 01-Apr-2055, 5.00%, 04/01/55 FN 3140W1YK3 - 7,350,214 $7,390,410 $7,390,410 0.11 $7,265,710
RCKT MORTGAGE TRUST 2026-CES4 0% 56, 5.59%, 04/25/56 RCKT 2026-CES4 74940CAD3 - 7,331,000 $7,357,914 $7,357,914 0.11 $7,299,828
Reneu Redi Q-1 Trust 2026-RTL1|5.892|06/25/2041, 5.89%, 06/25/41 RENEU 2026-RTL1 759964AA7 - 7,339,000 $7,338,995 $7,338,995 0.11 $7,338,995
RCKT Mortgage Trust 2025-CES7 A1B 5.478% 25-JUL-2055, 5.48%, 07/25/55 RCKT 2025-CES7 74943AAB8 - 6,975,596 $7,328,170 $7,328,170 0.11 $6,950,860
COOPR Residential Mortgage Trust 2025-CES3 A1A 4.84% 25-SEP-2060, 4.84%, 09/25/60 COOPR 2025-CES3 216926AA3 - 7,310,449 $7,288,954 $7,288,954 0.11 $7,238,829
COOPR Residential Mortgage Trust 2026-CES1 A1B 4.996% 25-FEB-2061, 5.00%, 01/01/61 COOPR 2026-CES1 21689GAB4 - 7,230,576 $7,218,827 $7,218,827 0.11 $7,167,651
Saluda Grade Alternative Mortgage Trust 2024-RTL5 A1 7.762% 25-APR-2030, 7.76%, 04/25/30 GRADE 2024-RTL5 A1 795935AA3 - 7,099,521 $7,175,627 $7,175,627 0.11 $7,097,559
Huntington Bank Auto Credit-Linked Notes, Series 2024-1 B1 6.153% 20-MAY-2032, 6.15%, 05/20/32 HACLN 2024-1 44644NAA7 - 7,074,582 $7,157,871 $7,157,871 0.11 $7,155,453
FHLMC 30yr Pool#QX0520 5.500% 01-Dec-2054, 5.50%, 12/01/54 FR 31425USJ5 - 6,792,101 $6,989,771 $6,989,771 0.10 $6,820,761
GS Mortgage-Backed Securities Trust 2026-CES1 A2 5.272% 25-MAY-2056, 5.27%, 05/25/56 GSMBS 2026-CES1 36277LAB9 - 7,000,000 $6,949,667 $6,949,667 0.10 $6,897,386
FHLMC 30yr Pool#QG3912 5.500% 01-Jun-2053, 5.50%, 06/01/53 FR 3133C4KZ6 - 6,805,030 $6,919,567 $6,919,567 0.10 $6,855,390
LHOME Mortgage Trust 2024-RTL4 A2 6.092% 25-JUL-2039, 6.09%, 07/25/39 LHOME 2024-RTL4 50205PAB8 - 6,870,000 $6,912,013 $6,912,013 0.10 $6,880,624
PRPM 2025-RCF3, LLC, 5.77%, 08/25/28 PRPM 2025-6 69395KAA1 - 6,823,418 $6,865,476 $6,865,476 0.10 $6,809,661
FIGRE TRUST 2025-HE6 FLTG 2055 C, 5.25%, 09/25/55 FIGRE 2025-HE6 31684NAC1 - 6,853,199 $6,793,897 $6,793,897 0.10 $6,742,975
Mello Mortgage Capital Acceptance 2024-SD1 A1 4.0% 25-APR-2054, 4.00%, 04/25/54 MELLO 58550DAA1 - 6,842,799 $6,751,830 $6,751,830 0.10 $6,731,302
ACHM Trust 2024-HE1 A 6.55% 25-MAY-2039, 6.55%, 05/25/39 ACHM 2024-HE1 00449TAA3 - 6,596,311 $6,736,483 $6,736,483 0.10 $6,704,079
RCKT MORTGAGE TRUST 2026-CES4 0% 56, 5.39%, 04/25/56 RCKT 2026-CES4 74940CAC5 - 6,516,000 $6,539,106 $6,539,106 0.10 $6,489,314
FIGRE TRUST 2026-HE4 MB FLTG 56, 5.70%, 05/25/56 FIGRE 2026-HE4 31685MAE8 - 6,500,000 $6,520,331 $6,520,331 0.10 $6,498,707
FNMA 30yr Pool#FA0339 5.500% 01-Jan-2055, 5.50%, 01/01/55 FN 3140W0LV5 - 6,334,868 $6,518,623 $6,518,623 0.10 $6,418,508
Meridian Arc Holdco LLC 6.25% 30-APR-2031, 6.25%, 04/30/31 MERIDI 58990CAA1 - 6,398,000 $6,445,344 $6,445,344 0.10 $6,414,243
FNMA 30yr Pool#DF2677 6.000% 01-Nov-2055, 6.00%, 11/01/55 FN 3140BS6P7 - 6,219,926 $6,433,752 $6,433,752 0.10 $6,372,602
Connecticut Avenue Securities Trust 2022-R06 1B2 14.24516% 25-MAY-2042, 14.25%, 05/25/42 CAS 2022-R06 20754NAR6 - 5,846,475 $6,430,780 $6,430,780 0.10 $6,372,944
RCKT MORTGAGE TRUST 2025 5.24863% 55, 5.25%, 08/25/55 RCKT 2025-CES8 74939WAB6 - 6,305,082 $6,302,293 $6,302,293 0.09 $6,255,411
FNMA 30yr Pool#FS4356 6.000% 01-May-2053, 6.00%, 05/01/53 FN 3140XKZW3 - 6,077,055 $6,280,665 $6,280,665 0.09 $6,218,765
FNA 9, Series 2026-1 A 5.509% 15-DEC-2038, 5.51%, 04/16/46 FNH 2026-1 34411JAA8 - 6,230,520 $6,239,359 $6,239,359 0.09 $6,232,685
PRET 2025-RPL2 Trust A1 4.0% 25-FEB-2065, 4.00%, 08/25/64 PRET 2025-RPL2 69392LAA2 - 6,327,127 $6,232,900 $6,232,900 0.09 $6,197,047
Connecticut Avenue Securities Trust 2023-R03 2B1 9.99516% 25-APR-2043, 10.00%, 04/25/43 CAS 2023-R03 20753ACF9 - 5,626,000 $6,197,108 $6,197,108 0.09 $6,158,058
HOMES 2026-INV1 Trust A1D 5.077% 25-AUG-2060, 5.08%, 08/25/60 HOMES 2026-INV1 43761FAD7 - 6,157,451 $6,195,581 $6,195,581 0.09 $6,124,163
Research-Driven Pagaya Motor Asset Trust 2026-R1 (RPM 2026-R1) A 5.659% 25-JUL-2034, 5.66%, 07/25/34 RPM 2026-R1A 76089TAA8 - 6,173,934 $6,177,121 $6,177,121 0.09 $6,150,918
FNMA 30yr Pool#DA1468 6.000% 01-Sep-2053, 6.00%, 09/01/53 FN 3140A1T23 - 5,868,880 $6,098,700 $6,098,700 0.09 $6,041,840
FNMA 30yr Pool#FM4129 4.000% 01-Sep-2050, 4.00%, 09/01/50 FN 3140X7ST7 - 6,366,465 $6,078,867 $6,078,867 0.09 $5,981,752
FHLMC 30yr Pool#QX9929 6.000% 01-Apr-2055, 6.00%, 04/01/55 FR 31426HA78 - 5,869,686 $6,069,091 $6,069,091 0.09 $6,010,102
FNMA 30yr Pool#DB4017 6.000% 01-May-2054, 6.00%, 05/01/54 FN 3140ADPB1 - 5,843,268 $6,039,529 $6,039,529 0.09 $5,979,665
FNMA 30yr Pool#CA5386 4.500% 01-Mar-2050, 4.50%, 03/01/50 FN 3140QC6Y7 - 5,787,640 $6,016,998 $6,016,998 0.09 $5,583,657
FIGRE TRUST 2025-HE6 FLTG 2055 B, 5.14%, 09/25/55 FIGRE 2025-HE6 31684NAB3 - 6,040,489 $5,989,557 $5,989,557 0.09 $5,945,538
FHLMC 30yr Pool#SD5223 6.000% 01-Apr-2054, 6.00%, 04/01/54 FR 3132DSYU0 - 5,584,036 $5,978,606 $5,978,606 0.09 $5,714,382
Brean Asset Backed Securities Trust 2024-RM9 A1 5.0% 25-SEP-2064, 5.00%, 09/25/64 BABS 2024-RM9 10638DAA8 - 5,991,291 $5,962,831 $5,962,831 0.09 $5,940,364
FNMA 30yr Pool#FS7397 6.000% 01-Mar-2054, 6.00%, 03/01/54 FN 3140XPGF0 - 5,737,113 $5,933,900 $5,933,900 0.09 $5,871,032
FNMA 30yr Pool#DE6050 6.000% 01-Aug-2055, 6.00%, 08/01/55 FN 3140BJWL7 - 5,636,952 $5,867,874 $5,867,874 0.09 $5,808,859
FHLMC 30yr Pool#QH7040 6.000% 01-Dec-2053, 6.00%, 12/01/53 FR 3133CKZD3 - 5,653,858 $5,841,978 $5,841,978 0.09 $5,787,648
Connecticut Avenue Securities, Series 2021-R02 2B2 9.84516% 25-NOV-2041, 9.85%, 11/25/41 CAS 2021-R02 20754KAJ0 - 5,616,000 $5,788,560 $5,788,560 0.09 $5,750,164
RCKT Mortgage Trust 2024-CES1 A1B 6.325% 25-FEB-2044, 6.33%, 02/25/44 RCKT 2024-CES1 749424AB3 - 5,702,563 $5,772,026 $5,772,026 0.09 $5,720,929
Ally Bank Auto Credit-Linked Notes, Series 2025-A D 4.991% 15-JUN-2033, 4.99%, 06/15/33 ABCLN 2025-A 02007G5G4 - 5,755,748 $5,742,727 $5,742,727 0.09 $5,737,142
FHLMC 30yr Pool#QH4638 6.000% 01-Nov-2053, 6.00%, 11/01/53 FR 3133CHEK7 - 5,546,623 $5,732,366 $5,732,366 0.09 $5,677,876
PRPM 2025-RPL3 A1 3.25% 25-APR-2055, 3.25%, 04/25/55 PRPM 2025-RPL3 69392NAA8 - 5,813,645 $5,700,920 $5,700,920 0.09 $5,608,291
FIGRE TRUST 2025-HE4 5.408% 55, 5.41%, 07/25/55 FIGRE 2025-HE4 31684PAA0 - 5,674,203 $5,697,994 $5,697,994 0.09 $5,654,522
TVC Mortgage Trust 2025-RRTL1 A2 6.68% 25-APR-2040, 6.68%, 04/25/40 TVC 2025-RRTL1 900927AB0 - 5,597,000 $5,695,119 $5,695,119 0.09 $5,667,078
FNMA 30yr Pool#DE7796 6.000% 01-Aug-2055, 6.00%, 08/01/55 FN 3140BLUW0 - 5,470,283 $5,651,900 $5,651,900 0.08 $5,598,221
FHLMC 30yr Pool#QZ9111 5.500% 01-Nov-2055, 5.50%, 11/01/55 FR 31427KDR3 - 5,542,487 $5,585,386 $5,585,386 0.08 $5,567,604
SF ABS ISSUER 2025-1 0%55 A2, 5.38%, 11/25/55 SFARM 2025-1A 784193AA2 - 5,750,000 $5,572,497 $5,572,497 0.08 $5,549,309
FIGRE Trust 2026-HE1 C 5.434% 25-JAN-2056, 5.43%, 01/25/56 FIGRE 2026-HE1 30249NAE7 - 5,465,235 $5,481,187 $5,481,187 0.08 $5,439,115
FNMA 30yr Pool#DD5556 6.000% 01-Mar-2055, 6.00%, 03/01/55 FN DD5556 MTGE 3140B6E68 - 5,180,895 $5,438,109 $5,438,109 0.08 $5,302,065
FNMA 30yr Pool#FS1578 4.000% 01-Oct-2050, 4.00%, 10/01/50 FN 3140XGXG9 - 5,665,983 $5,411,353 $5,411,353 0.08 $5,336,637
FHLMC 30yr Pool#SD3018 5.500% 01-May-2053, 5.50%, 05/01/53 FR 3132DQK70 - 5,069,150 $5,408,138 $5,408,138 0.08 $5,113,707
MS RES MTG LN TR 2025-SPL1 A1, 4.25%, 02/25/65 MSRM 2025-SPL1 617946AA6 - 5,607,493 $5,405,079 $5,405,079 0.08 $5,371,318
Woodward Capital Manage MB FLTG 56, 5.66%, 05/25/56 RCKT 2026-CES5 74940FAD6 - 5,400,000 $5,404,260 $5,404,260 0.08 $5,386,422
FHLMC 30yr Pool#SD3813 6.000% 01-Jul-2053, 6.00%, 07/01/53 FR 3132E0GW6 - 5,170,379 $5,359,154 $5,359,154 0.08 $5,305,723
FNMA 30yr Pool#FS0088 4.000% 01-Mar-2050, 4.00%, 03/01/50 FN 3140XFC25 - 5,563,980 $5,351,924 $5,351,924 0.08 $5,252,969
LHOME Mortgage Trust 2024-RTL2 A1 7.128% 25-MAR-2029, 7.13%, 03/25/29 LHOME 50205JAA4 - 5,293,684 $5,322,781 $5,322,781 0.08 $5,294,481
FNMA 30yr Pool#DB4019 6.000% 01-May-2054, 6.00%, 05/01/54 FN 3140ADPD7 - 4,911,191 $5,076,091 $5,076,091 0.08 $5,027,518
Fora Financial Asset Securitization, Series 2024-1 A 6.33% 15-MAY-2027, 6.33%, 08/15/29 FORA 2024-1A 34512PAA2 - 5,038,000 $5,057,780 $5,057,780 0.08 $5,051,579
FNMA 30yr Pool#BX5986 5.500% 01-Mar-2053, 5.50%, 03/01/53 FN 3140NAUL5 - 4,687,098 $5,013,846 $5,013,846 0.07 $4,747,724
RCKT Mortgage Trust 2025-CES8 B2A 7.28202% 25-AUG-2055, 7.28%, 08/25/55 RCKT 2025-CES8 74939WAS9 - 5,040,000 $4,971,321 $4,971,321 0.07 $4,919,327
FNMA 30yr Pool#BY0337 6.500% 01-May-2053, 6.50%, 05/01/53 FN 3140NGLT5 - 4,368,311 $4,962,394 $4,962,394 0.07 $4,540,374
FHLMC 30yr Pool#QJ9072 6.000% 01-Nov-2054, 6.00%, 11/01/54 FR 3133D1CH0 - 4,798,045 $4,959,730 $4,959,730 0.07 $4,910,044
JP Morgan Mortgage Trust 2026-CES1 A3 5.332% 25-JUN-2056, 5.33%, 06/25/56 JPMMT 2026-CES1 46660BAE9 - 5,000,000 $4,959,278 $4,959,278 0.07 $4,921,510
PRPM 2025-5 0%30, 5.73%, 07/25/30 PRPM 2025-5 69392RAA9 - 4,927,348 $4,952,450 $4,952,450 0.07 $4,912,459
FNMA 30yr Pool#DC7015 5.500% 01-Dec-2054, 5.50%, 12/01/54 FN 3140AUYM9 - 4,779,859 $4,943,305 $4,943,305 0.07 $4,800,028
OCEANVIEW MORTGAGE TRUST 4.99888% 55, 4.55%, 12/25/55 BVINV 2025-4 67647DAU3 - 4,915,362 $4,932,112 $4,932,112 0.07 $4,915,356
Arixa Mortgage Trust 2026-RTL1|6.051|05/25/2031, 6.05%, 05/25/31 ARIXA 2026-RTL1 04046CAA9 - 4,919,000 $4,918,983 $4,918,983 0.07 $4,918,983
ABL 2024-RTL1 A2 7.457% 25-SEP-2029, 7.46%, 09/25/29 ABL 2024-RTL1 00092EAB4 - 4,840,000 $4,873,955 $4,873,955 0.07 $4,846,886
FHLMC 30yr Pool#QF9863 5.500% 01-Mar-2053, 5.50%, 03/01/53 FR 3133BX5Y3 - 4,769,392 $4,872,346 $4,872,346 0.07 $4,828,326
FNMA 30yr Pool#CA0706 4.000% 01-Nov-2047, 4.00%, 11/01/47 FN 3140Q7YC5 - 5,026,551 $4,850,453 $4,850,453 0.07 $4,751,647
Freddie Mac Pool|6|05/01/2056, 6.00%, 05/01/56 FR 3142K5CQ4 - 4,719,241 $4,849,254 $4,849,254 0.07 $4,832,737
Saluda Grade Alternative Mortgage Trust 2024-RTL4 A2 7.5% 25-FEB-2030, 7.50%, 02/25/30 GRADE 2024-RTL4 79584CAB7 - 4,804,500 $4,844,497 $4,844,497 0.07 $4,793,450
FNMA 30yr Pool#DA5019 6.500% 01-Nov-2053, 6.50%, 11/01/53 FN 3140A5SH2 - 4,562,794 $4,822,171 $4,822,171 0.07 $4,775,760
Huntington Bank Auto Credit-Linked Notes, Series 2025-1 B 4.957% 20-MAR-2033, 4.96%, 03/21/33 HACLN 2025-1 446438SX2 - 4,786,834 $4,793,547 $4,793,547 0.07 $4,792,229
Connecticut Avenue Securities Trust 2024-R01 1B1 6.34516% 25-JAN-2044, 6.35%, 01/25/44 CAS 2024-R01 20753UAF7 - 4,595,000 $4,756,697 $4,756,697 0.07 $4,736,450
Homeward Opportunities Fund Trust 2025-RRTL2 A1 5.237% 25-AUG-2040, 5.24%, 09/25/40 HOF 2025-RRTL2 437923AA3 - 4,682,000 $4,704,516 $4,704,516 0.07 $4,686,126
Connecticut Avenue Securities Trust 2022-R07 1M2 8.29516% 25-JUN-2042, 8.30%, 06/25/42 CAS 2022-R07 20754MCB1 - 4,397,000 $4,585,291 $4,585,291 0.07 $4,559,962
FNMA 30yr Pool#BX9326 5.500% 01-Mar-2053, 5.50%, 03/01/53 FN 3140NELG8 - 4,425,704 $4,520,772 $4,520,772 0.07 $4,480,390
FNMA 30yr Pool#DC5656 5.000% 01-Nov-2054, 5.00%, 11/01/54 FN 3140ATJA5 - 4,557,920 $4,514,304 $4,514,304 0.07 $4,472,497
Affirm Asset Securitization Trust 2025-X2 C 4.93% 15-OCT-2030, 4.93%, 10/15/30 AFFRM 2025-X2 00835DAC6 - 4,500,000 $4,502,441 $4,502,441 0.07 $4,498,127
FHLMC 30yr Pool#QZ1060 6.000% 01-Aug-2055, 6.00%, 08/01/55 FR 31426XFA1 - 4,352,663 $4,500,538 $4,500,538 0.07 $4,456,349
PRPM 2025 RCF4 LLC 4.5% 55, 4.50%, 08/25/55 PRPM 2025-RCF4 69382WAA0 - 4,383,689 $4,498,598 $4,498,598 0.07 $4,318,657
FHLMC 30yr Pool#QH4473 6.000% 01-Nov-2053, 6.00%, 11/01/53 FR 3133CG6J1 - 4,331,042 $4,493,853 $4,493,853 0.07 $4,433,530
FNMA 30yr Pool#DE9377 6.000% 01-Sep-2055, 6.00%, 09/01/55 FN 3140BNM39 - 4,256,474 $4,463,443 $4,463,443 0.07 $4,357,869
FHLMC 30yr Pool#RA1100 4.000% 01-Jul-2049, 4.00%, 07/01/49 FR 3133KGGH5 - 4,635,797 $4,391,792 $4,391,792 0.07 $4,355,804
FHLMC 30yr Pool#QH2259 6.000% 01-Sep-2053, 6.00%, 09/01/53 FR 3133CEQL9 - 4,182,363 $4,349,121 $4,349,121 0.06 $4,287,629
Freddie Mac Pool|6|06/01/2056, 6.00%, 06/01/56 FR 3142K53S0 - 4,210,109 $4,324,780 $4,324,780 0.06 $4,310,044
Woodward Capital Manage MB FLTG 56, 6.06%, 05/25/56 RCKT 2026-CES5 74940FAF1 - 4,250,000 $4,263,215 $4,263,215 0.06 $4,248,186
EFMT 2026-CES1 A3 5.466% 25-DEC-2060, 5.47%, 12/25/60 EFMT 2026-CES1 26846MAE4 - 4,250,000 $4,240,739 $4,240,739 0.06 $4,207,829
RAM 2026-1 A 5.463% 15-JUN-2046, 5.46%, 06/15/46 RAM 2026-1 74890FAA2 - 4,210,000 $4,210,001 $4,210,001 0.06 $4,200,418
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-HQA4 B2 10.64516% 25-DEC-2041, 10.65%, 12/25/41 STACR 2021-HQA4 35564KPP8 - 4,000,000 $4,159,077 $4,159,077 0.06 $4,129,507
Fannie Mae Pool|6|06/01/2056, 6.00%, 06/01/56 FN 3140UHD31 - 4,014,854 $4,124,207 $4,124,207 0.06 $4,110,155
Vista Point Securitization Trust 2026-CES1 A3 5.376% 25-FEB-2056, 5.38%, 02/25/56 VSTA 2026-CES1 92790EAC4 - 4,169,000 $4,106,110 $4,106,110 0.06 $4,089,301
EASY STREET MORTGAGE LN 5.606%40 A1, 5.61%, 10/25/40 EASY 2025-RTL2 27786YAA6 - 4,100,000 $4,100,308 $4,100,308 0.06 $4,083,069
FNMA 30yr Pool#FA3788 5.500% 01-Nov-2055, 5.50%, 11/01/55 FN 3140W4F69 - 3,944,272 $4,080,474 $4,080,474 0.06 $3,999,566
OBX 2022-NQM7 Trust MB FLTG 66, 5.59%, 04/25/56 OBX 2026-CES1 67124LAD5 - 4,000,000 $4,038,727 $4,038,727 0.06 $4,007,073
FNMA 30yr Pool#FS3246 5.500% 01-Nov-2052, 5.50%, 11/01/52 FN 3140XJTC7 - 3,940,521 $4,037,707 $4,037,707 0.06 $3,997,294
FHLMC 30yr Pool#QF7280 5.500% 01-Jan-2053, 5.50%, 01/01/53 FR 3133BVCR4 - 3,391,263 $4,028,353 $4,028,353 0.06 $3,440,122
FIGRE Trust 2025-HE3 B 5.71% 25-MAY-2055, 5.71%, 05/25/55 FIGRE 2025-HE3 31684LAB7 - 3,956,890 $4,005,188 $4,005,188 0.06 $3,973,180
GS Mortgage-Backed Securities Trust 2026-CES1 A3 5.422% 25-MAY-2056, 5.42%, 05/25/56 GSMBS 2026-CES1 36277LAC7 - 4,000,000 $3,978,691 $3,978,691 0.06 $3,947,966
JP Morgan Mortgage Trust 2026-CES1 A2 5.182% 25-JUN-2056, 5.18%, 06/25/56 JPMMT 2026-CES1 46660BAD1 - 4,000,000 $3,971,607 $3,971,607 0.06 $3,942,242
FIGRE TRUST 2025-FL1 5.265% 55, 5.26%, 07/25/55 FIGRE 2025-FL1 31684QAA8 - 3,945,053 $3,962,779 $3,962,779 0.06 $3,933,354
Connecticut Avenue Securities Trust 2023-R08 1B1 7.19516% 25-OCT-2043, 7.20%, 10/25/43 CAS 2023-R08 20755CAF5 - 3,750,000 $3,945,194 $3,945,194 0.06 $3,926,456
FNMA 30yr Pool#CB2907 3.500% 01-Feb-2052, 3.50%, 02/01/52 FN 3140QNGR7 - 4,209,716 $3,941,203 $3,941,203 0.06 $3,858,994
FHLMC 30yr Pool#QZ7654 6.000% 01-Nov-2055, 6.00%, 11/01/55 FR 31427HQG0 - 3,831,717 $3,936,404 $3,936,404 0.06 $3,922,993
FNMA 30yr Pool#BW6314 5.500% 01-Aug-2052, 5.50%, 08/01/52 FN 3140MYAQ5 - 3,816,623 $3,901,221 $3,901,221 0.06 $3,862,461
FHLMC 30yr Pool#QH5204 6.500% 01-Nov-2053, 6.50%, 11/01/53 FR 3133CHX91 - 3,689,693 $3,900,330 $3,900,330 0.06 $3,861,908
EFMT 2026-CES1 A2 5.316% 25-DEC-2060, 5.32%, 12/25/60 EFMT 2026-CES1 26846MAD6 - 3,881,000 $3,876,290 $3,876,290 0.06 $3,847,062
FIGRE Trust 2026-HE1 B 5.183% 25-JAN-2056, 5.18%, 01/25/56 FIGRE 2026-HE1 30249NAD9 - 3,875,774 $3,873,896 $3,873,896 0.06 $3,846,328
FNMA 30yr Pool#DD3307 6.000% 01-Feb-2055, 6.00%, 02/01/55 FN DD3307 MTGE 3140B3U91 - 3,558,442 $3,873,129 $3,873,129 0.06 $3,641,667
FHLMC 30yr Pool#QX6719 6.000% 01-Feb-2055, 6.00%, 02/01/55 FR 31426CPD0 - 3,554,428 $3,862,229 $3,862,229 0.06 $3,637,558
Fannie Mae REMIC Trust 2020-98 AI 3.5% 25-JAN-2061, 3.50%, 01/25/61 FNR 2020-98 3136BDLE6 - 18,180,187 $3,846,156 $3,846,156 0.06 $3,755,763
Ginnie Mae REMIC Trust 2023-116 LF 4.94014% 20-AUG-2053, 4.93%, 08/20/53 GNR 2023-116 38384EFT7 - 3,758,400 $3,793,574 $3,793,574 0.06 $3,792,546
FNMA 30yr Pool#DE7795 6.000% 01-Aug-2055, 6.00%, 08/01/55 FN 3140BLUV2 - 3,663,765 $3,792,631 $3,792,631 0.06 $3,751,040
FIGRE Trust 2025-HE3 C 5.91% 25-MAY-2055, 5.91%, 05/25/55 FIGRE 2025-HE3 31684LAC5 - 3,719,476 $3,770,436 $3,770,436 0.06 $3,739,295
Connecticut Avenue Securities Trust 2022-R02 2M2 6.64516% 25-JAN-2042, 6.65%, 01/25/42 CAS 2022-R02 20754BAB7 - 3,678,892 $3,739,161 $3,739,161 0.06 $3,722,184
FNMA 30yr Pool#FS2135 4.000% 01-Nov-2049, 4.00%, 11/01/49 FN 3140XHLR6 - 3,836,513 $3,671,676 $3,671,676 0.05 $3,613,486
Connecticut Avenue Securities Trust 2022-R07 1B2 15.64516% 25-JUN-2042, 15.65%, 06/25/42 CAS 2022-R07 20754MAL1 - 3,206,201 $3,608,660 $3,608,660 0.05 $3,573,826
FNMA 30yr Pool#DA5072 6.500% 01-Nov-2053, 6.50%, 11/01/53 FN 3140A5T65 - 3,291,426 $3,563,210 $3,563,210 0.05 $3,428,126
FHLMC 30yr Pool#QH1144 5.500% 01-Sep-2053, 5.50%, 09/01/53 FR 3133CDHV9 - 3,071,178 $3,529,271 $3,529,271 0.05 $3,110,902
FNMA 30yr Pool#DF1002 6.000% 01-Oct-2055, 6.00%, 10/01/55 FN 3140BRDG1 - 3,119,007 $3,492,874 $3,492,874 0.05 $3,200,435
FNMA 30yr Pool#BX6124 6.500% 01-Jan-2053, 6.50%, 01/01/53 FN 3140NAYW7 - 3,253,380 $3,457,460 $3,457,460 0.05 $3,423,837
FHLMC 30yr Pool#QH0826 5.500% 01-Sep-2053, 5.50%, 09/01/53 FR 3133CC4K9 - 3,364,671 $3,438,463 $3,438,463 0.05 $3,408,191
FHLMC 30yr Pool#QI8221 6.000% 01-Jun-2054, 6.00%, 06/01/54 FR 3133WFD20 - 3,316,514 $3,426,298 $3,426,298 0.05 $3,393,930
FHLMC 30yr Pool#TA0253 6.000% 01-Dec-2055, 6.00%, 12/01/55 FR 3142JNH74 - 3,327,431 $3,418,341 $3,418,341 0.05 $3,406,695
FHLMC 30yr Pool#QF7810 5.500% 01-Jan-2053, 5.50%, 01/01/53 FR 3133BVVB8 - 3,333,330 $3,412,382 $3,412,382 0.05 $3,381,355
FHLMC 30yr Pool#QZ3837 6.000% 01-Sep-2055, 6.00%, 09/01/55 FR 31427BHP3 - 3,046,381 $3,353,094 $3,353,094 0.05 $3,118,950
OBX 2026 HE1 FLTG 2056 A1B, 5.15%, 02/25/56 OBX 2026-HE1 67124BAB1 - 3,300,204 $3,324,537 $3,324,537 0.05 $3,311,802
FNMA 30yr Pool#BY0335 6.000% 01-May-2053, 6.00%, 05/01/53 FN 3140NGLR9 - 3,209,929 $3,308,574 $3,308,574 0.05 $3,275,044
FINANCE OF AMERICA STRUCTURE 3.5% 74, 3.50%, 02/25/74 FASST 2024-S1 31740RAB6 - 3,332,663 $3,301,735 $3,301,735 0.05 $3,292,987
FNMA 30yr Pool#FM7031 4.000% 01-Jan-2051, 4.00%, 01/01/51 FN 3140XAY55 - 3,444,178 $3,286,164 $3,286,164 0.05 $3,236,053
FHLMC 30yr Pool#QH7549 6.000% 01-Dec-2053, 6.00%, 12/01/53 FR 3133CLL61 - 3,144,428 $3,249,173 $3,249,173 0.05 $3,218,837
FHLMC 30yr Pool#QX5273 6.000% 01-Feb-2055, 6.00%, 02/01/55 FR 31426A2F4 - 3,093,514 $3,202,653 $3,202,653 0.05 $3,170,183
RCKT Mortgage Trust 2026-CES1 A1B 4.928% 25-JAN-2056, 4.93%, 01/25/56 RCKT 2026-CES1 74939BAB2 - 3,204,003 $3,191,192 $3,191,192 0.05 $3,168,824
RCKT Mortgage Trust 2025-CES2 A1B 5.603% 25-FEB-2055, 5.60%, 02/25/55 RCKT 2025-CES2 74942BAB7 - 3,153,521 $3,175,847 $3,175,847 0.05 $3,150,815
FHLMC 30yr Pool#QH6041 5.500% 01-Dec-2053, 5.50%, 12/01/53 FR 3133CJWA5 - 3,107,721 $3,158,891 $3,158,891 0.05 $3,130,719
EFMT 2025-RTL1 0% 40, 5.22%, 11/25/40 EFMT 2025-RTL1 26846FAA7 - 3,108,000 $3,113,071 $3,113,071 0.05 $3,100,901
FHLMC 30yr Pool#TA1465 6.000% 01-Dec-2055, 6.00%, 12/01/55 FR 3142JPTX9 - 2,992,757 $3,074,523 $3,074,523 0.05 $3,064,049
FNMA 30yr Pool#MA4026 4.000% 01-May-2050, 4.00%, 05/01/50 FN 31418DPL0 - 3,208,822 $3,061,226 $3,061,226 0.05 $3,012,917
RCKT Mortgage Trust 2023-CES1 A1A 6.515% 25-JUN-2043, 6.51%, 06/25/43 RCKT 74935WAA2 - 3,023,934 $3,043,415 $3,043,415 0.05 $3,015,506
Fannie Mae Pool|6|06/01/2056, 6.00%, 06/01/56 FN 3140UHDY3 - 2,938,330 $3,019,280 $3,019,280 0.05 $3,008,996
FNMA 30yr Pool#FM1540 4.000% 01-Sep-2049, 4.00%, 09/01/49 FN 3140X4WA0 - 3,157,906 $3,010,661 $3,010,661 0.04 $2,967,175
FHLMC 30yr Pool#QZ4951 6.000% 01-Oct-2055, 6.00%, 10/01/55 FR 31427CQD8 - 2,898,576 $2,996,740 $2,996,740 0.04 $2,967,624
FHLMC 30yr Pool#SD1111 4.000% 01-Jun-2050, 4.00%, 06/01/50 FR 3132DNGU1 - 3,106,350 $2,966,420 $2,966,420 0.04 $2,934,749
BX Trust 2021-BXMF C 4.93327% 15-OCT-2038, 4.93%, 10/15/26 BX 2021-BXMF 05609RAJ3 - 2,958,012 $2,959,934 $2,959,934 0.04 $2,957,097
COOPR Residential Mortgage Trust 2026-CES1 A2 5.158% 25-FEB-2061, 5.16%, 02/25/61 COOPR 2026-CES1 21689GAD0 - 2,949,000 $2,937,225 $2,937,225 0.04 $2,915,676
Connecticut Avenue Securities Trust 2024-R06 1M2 5.24516% 25-SEP-2044, 5.25%, 09/25/44 CAS 2024-R06 20755RAC9 - 2,919,840 $2,933,759 $2,933,759 0.04 $2,923,123
Freddie Mac Pool|6|06/01/2056, 6.00%, 06/01/56 FR 3142K53R2 - 2,853,845 $2,932,467 $2,932,467 0.04 $2,922,479
GWT Commercial Mortgage Trust 2024-WLF2 A 5.31833% 15-MAY-2041, 5.32%, 05/15/41 GWT 2024-WLF2 362414AA2 - 2,900,000 $2,905,496 $2,905,496 0.04 $2,902,497
Structured Agency Credit Risk (STACR) Debt Notes, Series 2020-DNA1 B2 9.00964% 25-JAN-2050, 9.01%, 01/25/50 STACR 2020-DNA1 35565HBE4 - 2,560,595 $2,851,894 $2,851,894 0.04 $2,835,873
FNMA 30yr Pool#MA4056 4.000% 01-Jun-2050, 4.00%, 06/01/50 FN 31418DQJ4 - 2,999,153 $2,840,785 $2,840,785 0.04 $2,816,049
FHLMC 30yr Pool#QZ4131 6.000% 01-Sep-2055, 6.00%, 09/01/55 FR 31427BSV8 - 2,519,434 $2,797,643 $2,797,643 0.04 $2,578,359
FNMA 30yr Pool#BX8700 5.500% 01-Mar-2053, 5.50%, 03/01/53 FN 3140NDU21 - 2,733,738 $2,792,600 $2,792,600 0.04 $2,767,517
FHLMC 30yr Pool#QG2539 6.500% 01-May-2053, 6.50%, 05/01/53 FR 3133C2ZC5 - 2,668,899 $2,792,200 $2,792,200 0.04 $2,764,449
Chase Mortgage Reference Notes, Series 2021-CL1 M1 4.84516% 25-FEB-2050, 4.85%, 02/25/50 CHASE 2021-CL1 46591HBX7 - 2,812,956 $2,775,712 $2,775,712 0.04 $2,766,215
New Residential Mortgage Loan Trust 2024-RTL1 A2 7.101% 25-MAR-2039, 7.10%, 03/25/39 NRMLT 2024-RTL1 64831PAB1 - 2,750,000 $2,764,982 $2,764,982 0.04 $2,750,336
RCKT MORTGAGE TRUST 2025-CE 5.16% 34, 5.16%, 07/25/34 RCKTL 2025-1A 74939RAC5 - 2,750,000 $2,749,691 $2,749,691 0.04 $2,739,837
OBX TRUST 2026-HE1 FLTG 2056 M1, 5.30%, 02/25/56 OBX 2026-HE1 67124BAD7 - 2,707,000 $2,736,603 $2,736,603 0.04 $2,725,852
Fannie Mae Pool|4|03/01/2050, 4.00%, 03/01/50 FN 3140X8S24 - 2,852,221 $2,728,600 $2,728,600 0.04 $2,686,413
FHLMC 30yr Pool#QE8542 5.500% 01-Aug-2052, 5.50%, 08/01/52 FR 3133BJP30 - 2,612,139 $2,667,800 $2,667,800 0.04 $2,643,511
FHLMC 30yr Pool#SD6905 6.000% 01-Nov-2054, 6.00%, 11/01/54 FR 3132DUU62 - 2,571,815 $2,657,886 $2,657,886 0.04 $2,632,731
FNMA 30yr Pool#DF5622 6.000% 01-Nov-2055, 6.00%, 11/01/55 FN 3140BWG85 - 2,586,942 $2,657,620 $2,657,620 0.04 $2,648,566
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA3 M2 7.99516% 25-APR-2042, 8.00%, 04/25/42 STACR 2022-DNA3 35564KVE6 - 2,528,314 $2,615,465 $2,615,465 0.04 $2,601,427
FHLMC 30yr Pool#QF9276 5.500% 01-Mar-2053, 5.50%, 03/01/53 FR 3133BXJV4 - 2,552,412 $2,608,379 $2,608,379 0.04 $2,585,427
FHLMC 30yr Pool#QE6404 5.500% 01-Jul-2052, 5.50%, 07/01/52 FR 3133BGDH8 - 2,544,354 $2,599,485 $2,599,485 0.04 $2,574,912
FNMA 30yr Pool#BV5393 3.500% 01-Apr-2052, 3.50%, 04/01/52 FN 3140MJ7F6 - 2,809,836 $2,594,600 $2,594,600 0.04 $2,567,049
FNMA 30yr Pool#DD8279 6.000% 01-Apr-2055, 6.00%, 04/01/55 FN 3140B9FV6 - 2,509,966 $2,578,542 $2,578,542 0.04 $2,569,757
U.S. Bank Auto Credit Linked Notes, Series 2023-1 B 6.789% 25-AUG-2032, 6.79%, 08/25/32 USCLN 2023-1 90357PAV6 - 2,535,018 $2,563,362 $2,563,362 0.04 $2,550,454
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-HQA3 B2 9.89516% 25-SEP-2041, 9.90%, 09/25/41 STACR 2021-HQA3 35564KKL2 - 2,504,211 $2,560,532 $2,560,532 0.04 $2,543,324
Vista Point Securitization Trust 2026-CES1 A2 5.226% 25-FEB-2056, 5.23%, 02/25/56 VSTA 2026-CES1 92790EAB6 - 2,600,000 $2,560,325 $2,560,325 0.04 $2,550,134
FHLMC 30yr Pool#Q57869 4.000% 01-Aug-2048, 4.00%, 08/01/48 FG 3132Y1W79 - 2,678,594 $2,532,357 $2,532,357 0.04 $2,526,107
OBX 2022-NQM7 Trust MB FLTG 66, 5.42%, 04/25/56 OBX 2026-CES1 67124LAB9 - 2,500,000 $2,517,539 $2,517,539 0.04 $2,498,329
EFMT 2026-CES1 A1B 5.116% 25-DEC-2060, 5.12%, 12/25/60 EFMT 2026-CES1 26846MAB0 - 2,512,773 $2,517,157 $2,517,157 0.04 $2,498,945
FHLMC 30yr Pool#SD2897 5.500% 01-May-2053, 5.50%, 05/01/53 FR 3132DQGE0 - 2,420,403 $2,504,593 $2,504,593 0.04 $2,441,678
FIGRE Trust 2024-HE4 B 5.252% 25-SEP-2054, 5.25%, 09/25/54 FIGRE 2024-HE4 31684UAB7 - 2,490,869 $2,493,008 $2,493,008 0.04 $2,483,197
BX Trust 2021-BXMF G 7.091513% 15-OCT-2038, 7.09%, 10/15/26 BX 2021-BXMF 05609RAS3 - 2,488,884 $2,487,675 $2,487,675 0.04 $2,484,243
PRPM 2026-RCF1 A2 5.206% 25-JAN-2056, 5.21%, 01/25/56 PRPM 2026-RCF1 69383VAB9 - 2,500,000 $2,483,352 $2,483,352 0.04 $2,464,914
PRPM 2026-RCF1 A3 5.305% 25-JAN-2056, 5.30%, 01/25/56 PRPM 2026-RCF1 69383VAF0 - 2,500,000 $2,475,662 $2,475,662 0.04 $2,456,873
FNMA 30yr Pool#BY8533 6.500% 01-Aug-2053, 6.50%, 08/01/53 FN 3140NRPT7 - 2,295,269 $2,414,415 $2,414,415 0.04 $2,390,596
FNMA 30yr Pool#DE2839 6.000% 01-Jun-2055, 6.00%, 06/01/55 FN 3140BFEM3 - 2,264,257 $2,407,816 $2,407,816 0.04 $2,318,195
PRPM 2025-RCF3 LLC 5.25% 55, 5.25%, 07/25/55 PRPM 2025-RCF3 69392PAB1 - 2,380,125 $2,393,555 $2,393,555 0.04 $2,375,853
FHLMC 30yr Pool#SD3523 3.000% 01-Jun-2052, 3.00%, 06/01/52 FR 3132DQ4G8 - 2,701,273 $2,383,274 $2,383,274 0.04 $2,364,352
FNMA 30yr Pool#DC1302 5.000% 01-Aug-2054, 5.00%, 08/01/54 FN 3140ANNU9 - 2,407,620 $2,380,523 $2,380,523 0.04 $2,360,025
Connecticut Avenue Securities Trust 2022-R08 1M2 7.24516% 25-JUL-2042, 7.25%, 07/25/42 CAS 2022-R08 20755DAB2 - 2,280,000 $2,356,719 $2,356,719 0.04 $2,345,247
FNMA 30yr Pool#BY5913 5.500% 01-Sep-2053, 5.50%, 09/01/53 FN 3140NNSB2 - 2,302,419 $2,352,949 $2,352,949 0.04 $2,332,200
FHLMC 30yr Pool#QF0488 5.500% 01-Sep-2052, 5.50%, 09/01/52 FR 3133BMRH0 - 2,230,704 $2,336,606 $2,336,606 0.03 $2,257,495
FNMA 30yr Pool#DA3549 6.500% 01-Oct-2053, 6.50%, 10/01/53 FN 3140A35K5 - 2,200,991 $2,328,673 $2,328,673 0.03 $2,303,721
Ginnie Mae REMIC Trust 2017-163 LO 0.0% 16-MAY-2041, 0.00%, 05/16/41 GNR 2017-163 38380KNA9 - 3,070,432 $2,320,398 $2,320,398 0.03 $2,320,398
Bayview Opportunity Master Fund VII Trust 2024-CAR1 B 4.94516% 25-DEC-2031, 4.95%, 12/26/31 BVCLN 2024-CAR1 07336QAB8 - 2,306,744 $2,319,275 $2,319,275 0.03 $2,311,353
FIGRE TRUST 2026-HE4 MB FLTG 56, 6.23%, 05/25/56 FIGRE 2026-HE4 31685MAF5 - 2,300,000 $2,293,387 $2,293,387 0.03 $2,287,417
Morgan Stanley Residential Mortgage Loan Trust 2026-NQM1 A2 5.032% 25-DEC-2070, 5.03%, 12/25/70 MSRM 2026-NQM1 61780XAF2 - 2,285,052 $2,282,340 $2,282,340 0.03 $2,266,051
FNMA 30yr Pool#DF0313 6.000% 01-Sep-2055, 6.00%, 09/01/55 FN 3140BQK34 - 2,072,243 $2,265,260 $2,265,260 0.03 $2,121,607
FHLMC 30yr Pool#QY9883 6.000% 01-Aug-2055, 6.00%, 08/01/55 FR 31426U6V1 - 2,147,998 $2,219,974 $2,219,974 0.03 $2,199,166
FNMA 30yr Pool#FA3182 6.000% 01-Oct-2055, 6.00%, 10/01/55 FN 3140W3RC5 - - $2,135,487 $2,135,487 0.03 $0
PRPM 2024-RCF2 A1 3.75% 25-MAR-2054, 3.75%, 03/25/54 PRPM 2024-RCF2 693987AA7 - 2,172,830 $2,133,558 $2,133,558 0.03 $2,127,447
Ally Bank Auto Credit-Linked Notes, Series 2024-A C 6.022% 15-MAY-2032, 6.02%, 05/17/32 ABCLN 2024-A 02007GZ63 - 2,067,450 $2,093,377 $2,093,377 0.03 $2,090,956
FHLMC 30yr Pool#QG2543 5.500% 01-May-2053, 5.50%, 05/01/53 FR 3133C2ZG6 - 2,048,832 $2,082,976 $2,082,976 0.03 $2,063,994
FNMA 30yr Pool#BY0338 6.500% 01-May-2053, 6.50%, 05/01/53 FN 3140NGLU2 - 1,896,674 $1,995,187 $1,995,187 0.03 $1,975,193
FNMA 30yr Pool#FS1640 4.000% 01-Apr-2052, 4.00%, 04/01/52 FN 3140XGZE2 - 2,060,621 $1,968,033 $1,968,033 0.03 $1,936,783
FNMA 30yr Pool#FS3001 4.000% 01-Oct-2051, 4.00%, 10/01/51 FN 3140XJKP7 - 2,042,929 $1,948,985 $1,948,985 0.03 $1,919,479
FNMA 30yr Pool#DA0036 6.500% 01-Sep-2053, 6.50%, 09/01/53 FN 3140A0BE8 - 1,843,083 $1,938,619 $1,938,619 0.03 $1,919,631
Chase Mortgage Reference Notes, Series 2020-CL1 M2 6.26879% 25-OCT-2057, 6.27%, 10/25/57 CHASE 2020-CL1 46591HAH3 - 1,839,628 $1,905,459 $1,905,459 0.03 $1,897,451
FNMA 30yr Pool#BX8072 5.500% 01-Mar-2053, 5.50%, 03/01/53 FN 3140NC6J3 - 1,860,085 $1,899,770 $1,899,770 0.03 $1,883,070
FNMA 30yr Pool#DF0998 6.000% 01-Oct-2055, 6.00%, 10/01/55 FN 3140BRDC0 - 1,762,675 $1,822,029 $1,822,029 0.03 $1,804,664
FHLMC 30yr Pool#QX7432 6.000% 01-Feb-2055, 6.00%, 02/01/55 FR 31426DHJ4 - 1,757,080 $1,816,290 $1,816,290 0.03 $1,798,175
FHLMC 30yr Pool#SI2017 4.000% 01-Dec-2048, 4.00%, 12/01/48 FR 3133USG21 - 1,902,405 $1,808,477 $1,808,477 0.03 $1,791,844
Chase Mortgage Reference Notes, Series 2021-CL1 M3 5.19516% 25-FEB-2050, 5.20%, 02/25/50 CHASE 2021-CL1 46591HBZ2 - 1,834,516 $1,797,208 $1,797,208 0.03 $1,790,590
FHLMC 30yr Pool#QI4878 6.000% 01-Apr-2054, 6.00%, 04/01/54 FR 3133WBM37 - 1,684,307 $1,740,394 $1,740,394 0.03 $1,723,623
FNMA 30yr Pool#DA3538 6.000% 01-Oct-2053, 6.00%, 10/01/53 FN 3140A34Y6 - 1,676,279 $1,738,695 $1,738,695 0.03 $1,718,470
PRPM 2025-RCF3 LLC 5.25% 55, 5.25%, 07/25/55 PRPM 2025-RCF3 69392PAC9 - 1,700,000 $1,694,491 $1,694,491 0.03 $1,681,847
FHLMC 30yr Pool#SD1551 4.000% 01-Mar-2050, 4.00%, 03/01/50 FR 3132DNWL3 - 1,770,090 $1,688,562 $1,688,562 0.03 $1,667,190
RAM 2024-1 A 5.95% 15-FEB-2039, 6.67%, 02/15/39 RAM 2024-1 751313AA5 - - $1,672,421 $1,672,421 0.02 $0
Santander Bank Auto Credit-Linked Notes, Series 2024-A B 5.622% 15-JUN-2032, 5.62%, 06/15/32 SBCLN 2024-A 80290CCJ1 - 1,646,937 $1,663,638 $1,663,638 0.02 $1,661,838
Foundation Finance Trust 2023-2 A 6.53% 15-JUN-2049, 6.53%, 06/15/49 FFIN 2023-2A 35042RAA4 - 1,616,429 $1,660,717 $1,660,717 0.02 $1,658,664
FNMA 30yr Pool#MA3521 4.000% 01-Nov-2048, 4.00%, 11/01/48 FN 31418C4F8 - 1,717,910 $1,641,870 $1,641,870 0.02 $1,618,043
Fannie Mae Pool|4|08/01/2050, 4.00%, 08/01/50 FN 3140X8UA3 - 1,734,630 $1,641,490 $1,641,490 0.02 $1,628,252
Chase Mortgage Reference Notes, Series 2021-CL1 M2 4.99516% 25-FEB-2050, 5.00%, 02/25/50 CHASE 2021-CL1 46591HBY5 - 1,652,611 $1,620,024 $1,620,024 0.02 $1,614,291
FNMA 30yr Pool#DD4221 6.000% 01-Feb-2055, 6.00%, 02/01/55 FN DD4221 MTGE 3140B4VP2 - 1,457,766 $1,594,961 $1,594,961 0.02 $1,491,860
FHLMC 30yr Pool#SD0943 3.500% 01-Apr-2052, 3.50%, 04/01/52 FR 3132DNBL6 - 1,711,050 $1,585,238 $1,585,238 0.02 $1,568,498
FNMA 30yr Pool#BY0361 6.500% 01-Jun-2053, 6.50%, 06/01/53 FN 3140NGMK3 - 1,118,352 $1,568,128 $1,568,128 0.02 $1,161,162
FHLMC 30yr Pool#SD4456 4.000% 01-Aug-2050, 4.00%, 08/01/50 FR 3132E05R9 - 1,591,030 $1,517,915 $1,517,915 0.02 $1,494,887
FNMA 30yr Pool#CB2681 3.500% 01-Jan-2052, 3.50%, 01/01/52 FN 3140QM6T6 - 1,611,657 $1,503,399 $1,503,399 0.02 $1,477,510
FHF Trust 2024-1 (First Help Financial) A2 5.69% 15-FEB-2030, 5.69%, 02/15/30 FHF 2024-1A 31568AAB2 - 1,465,543 $1,471,314 $1,471,314 0.02 $1,469,692
FHLMC 30yr Pool#QY7439 6.000% 01-Jun-2055, 6.00%, 06/01/55 FR 31426SHR3 - 1,416,932 $1,467,605 $1,467,605 0.02 $1,450,685
FHLMC 30yr Pool#QZ4132 6.000% 01-Sep-2055, 6.00%, 09/01/55 FR 31427BSW6 - 1,409,919 $1,456,768 $1,456,768 0.02 $1,443,505
FNMA 30yr Pool#DC9709 6.000% 01-Jan-2055, 6.00%, 01/01/55 FN 3140AXYF8 - 1,390,249 $1,446,255 $1,446,255 0.02 $1,431,260
FNMA 30yr Pool#BT8051 5.500% 01-Jan-2053, 5.50%, 01/01/53 FN 3140LW5M5 - 1,372,777 $1,405,782 $1,405,782 0.02 $1,392,555
FHLMC 30yr Pool#Q58477 4.000% 01-Sep-2048, 4.00%, 09/01/48 FG 3132Y2M37 - 1,486,335 $1,405,211 $1,405,211 0.02 $1,401,742
FNMA 30yr Pool#MA3415 4.000% 01-Jul-2048, 4.00%, 07/01/48 FN 31418CYM0 - 1,448,341 $1,382,834 $1,382,834 0.02 $1,364,145
FNMA 30yr Pool#BY1896 5.500% 01-May-2053, 5.50%, 05/01/53 FN 3140NJDA9 - 1,348,510 $1,371,840 $1,371,840 0.02 $1,358,489
FHLMC 30yr Pool#QG4340 6.500% 01-Jun-2053, 6.50%, 06/01/53 FR 3133C4ZD9 - 1,292,516 $1,351,980 $1,351,980 0.02 $1,338,790
Santander Bank Auto Credit-Linked Notes, Series 2023-B B 5.64% 15-DEC-2033, 5.64%, 12/15/33 SBCLN 2023-B 80290CCB8 - 1,310,694 $1,323,591 $1,323,591 0.02 $1,322,154
FNMA 30yr Pool#CA5573 4.000% 01-Apr-2050, 4.00%, 04/01/50 FN 3140QDFP4 - 1,382,859 $1,308,789 $1,308,789 0.02 $1,298,054
FNMA 30yr Pool#BY0327 6.500% 01-May-2053, 6.50%, 05/01/53 FN 3140NGLH1 - 1,227,389 $1,283,847 $1,283,847 0.02 $1,271,092
FIGRE TRUST 2025-HE5 FLTG 2055 B, 5.49%, 08/25/55 FIGRE 2025-HE5 31684MAB5 - 1,268,790 $1,273,875 $1,273,875 0.02 $1,264,016
FNMA 30yr Pool#BX7860 5.500% 01-Mar-2053, 5.50%, 03/01/53 FN 3140NCWW5 - 1,247,404 $1,271,762 $1,271,762 0.02 $1,259,681
FHLMC 30yr Pool#QF2561 5.500% 01-Nov-2052, 5.50%, 11/01/52 FR 3133BPZ27 - 1,169,692 $1,196,826 $1,196,826 0.02 $1,186,171
Ally Bank Auto Credit-Linked Notes, Series 2024-A D 6.315% 15-MAY-2032, 6.31%, 05/17/32 ABCLN 2024-A 02007GZ71 - 1,181,400 $1,195,986 $1,195,986 0.02 $1,194,536
FNMA 30yr Pool#DB3056 5.500% 01-May-2054, 5.50%, 05/01/54 FN 3140ACME0 - 1,170,677 $1,191,678 $1,191,678 0.02 $1,180,874
FNMA 40yr Pool#BF0167 3.000% 01-Feb-2057, 3.00%, 02/01/57 FN 3140FXFH0 - 1,348,198 $1,163,328 $1,163,328 0.02 $1,153,888
FHLMC 30yr Pool#QG2540 6.500% 01-May-2053, 6.50%, 05/01/53 FR 3133C2ZD3 - 541,579 $1,160,425 $1,160,425 0.02 $562,628
EFMT 2026-CES1 M1 5.616% 25-DEC-2060, 5.62%, 12/25/60 EFMT 2026-CES1 26846MAF1 - 1,166,000 $1,156,292 $1,156,292 0.02 $1,147,016
FNMA 30yr Pool#MA3149 4.000% 01-Oct-2047, 4.00%, 10/01/47 FN 31418CQB3 - 1,206,741 $1,155,553 $1,155,553 0.02 $1,140,769
ACHV ABS Trust 2024-1PL B 6.34% 25-APR-2031, 6.34%, 04/25/31 ACHV 2024-1PL 00092BAB0 - 1,131,214 $1,142,818 $1,142,818 0.02 $1,137,439
FNMA 30yr Pool#BX0804 5.500% 01-Nov-2052, 5.50%, 11/01/52 FN 3140N43N5 - 1,114,018 $1,138,390 $1,138,390 0.02 $1,126,665
FNMA 30yr Pool#BJ9181 5.000% 01-May-2048, 5.00%, 05/01/48 FN 3140HBFX1 - 1,058,476 $1,135,686 $1,135,686 0.02 $1,054,236
Bayview Opportunity Master Fund VII Trust 2024-CAR1 C 5.14516% 25-DEC-2031, 5.15%, 12/26/31 BVCLN 2024-CAR1 07336QAC6 - 1,122,615 $1,129,670 $1,129,670 0.02 $1,125,659
FHLMC 30yr Pool#SD8003 4.000% 01-Jul-2049, 4.00%, 07/01/49 FR 3132DV3L7 - 1,183,484 $1,126,588 $1,126,588 0.02 $1,111,968
FNMA 30yr Pool#FM9138 4.000% 01-Mar-2050, 4.00%, 03/01/50 FN 3140XDEL6 - 1,175,763 $1,120,924 $1,120,924 0.02 $1,107,413
FHLMC 30yr Pool#QG6538 5.500% 01-Jul-2053, 5.50%, 07/01/53 FR 3133C7HP5 - 894,980 $1,113,776 $1,113,776 0.02 $906,556
FNMA 30yr Pool#AS6811 3.000% 01-Mar-2046, 3.00%, 03/01/46 FN 3138WGR97 - 1,197,473 $1,085,005 $1,085,005 0.02 $1,074,283
FHLMC 30yr Pool#ZT2087 4.000% 01-Jun-2049, 4.00%, 06/01/49 FR 3132AEJ80 - 1,120,321 $1,066,087 $1,066,087 0.02 $1,052,622
FNMA 30yr Pool#AS7492 4.000% 01-Jul-2046, 4.00%, 07/01/46 FN 3138WHKE1 - 1,077,665 $1,032,107 $1,032,107 0.02 $1,022,781
Connecticut Avenue Securities Trust 2022-R04 1M2 6.74516% 25-MAR-2042, 6.75%, 03/25/42 CAS 2022-R04 20753YCK6 - 1,000,000 $1,021,009 $1,021,009 0.02 $1,016,324
FHLMC 30yr Pool#QG3885 6.500% 01-Jun-2053, 6.50%, 06/01/53 FR 3133C4J62 - 963,717 $1,008,013 $1,008,013 0.02 $998,219
FNMA 30yr Pool#CB8995 5.500% 01-Aug-2054, 5.50%, 08/01/54 FN 3140QU7H3 - 955,227 $979,947 $979,947 0.01 $959,298
FNMA 30yr Pool#BV8484 3.500% 01-Apr-2052, 3.50%, 04/01/52 FN 3140MNNA0 - 996,071 $916,995 $916,995 0.01 $910,004
FNMA 30yr Pool#BV4203 3.500% 01-Apr-2052, 3.50%, 04/01/52 FN 3140MHU56 - 971,259 $912,922 $912,922 0.01 $887,336
FNMA 30yr Pool#FM1598 4.000% 01-Feb-2049, 4.00%, 02/01/49 FN 3140X4X43 - 948,824 $911,547 $911,547 0.01 $893,666
FHLMC 30yr Pool#QG6948 5.500% 01-Jul-2053, 5.50%, 07/01/53 FR 3133C7WH6 - 883,576 $904,089 $904,089 0.01 $895,005
FHLMC 30yr Pool#QH3309 5.500% 01-Oct-2053, 5.50%, 10/01/53 FR 3133CFVA4 - 884,967 $899,474 $899,474 0.01 $891,516
FREMF 2019-KF70 Mortgage Trust C 9.76669% 25-SEP-2029, 9.77%, 09/25/29 FREMF 2019-KF70 30298UAJ0 - 890,414 $889,306 $889,306 0.01 $882,784
BX Commercial Mortgage Trust 2021-21M A 4.472% 15-OCT-2036, 4.47%, 10/15/36 BX 2021-21M 05609CAA5 - 862,801 $863,552 $863,552 0.01 $862,802
FHLMC 30yr Pool#ZM8197 4.000% 01-Sep-2048, 4.00%, 09/01/48 FR 3131Y3DA1 - 884,335 $840,062 $840,062 0.01 $832,940
GNMA II 30yr Pool#MA5021 4.500% 20-Feb-2048, 4.50%, 02/20/48 G2 36179TSJ5 - 860,800 $839,707 $839,707 0.01 $837,447
Structured Agency Credit Risk (STACR) Debt Notes, Series 2020-DNA2 B2 8.55964% 25-FEB-2050, 8.56%, 02/25/50 STACR 2020-DNA2 35565KBE7 - 728,791 $802,834 $802,834 0.01 $798,502
FHLMC 30yr Pool#QG7338 6.000% 01-Jul-2053, 6.00%, 07/01/53 FR 3133C8EK7 - 699,124 $789,933 $789,933 0.01 $715,426
FNMA 30yr Pool#CC0990 5.000% 01-Sep-2055, 5.00%, 09/01/55 FN 3140Y7C48 - 786,686 $783,598 $783,598 0.01 $776,651
FNMA 30yr Pool#BN4541 4.000% 01-Feb-2049, 4.00%, 02/01/49 FN 3140JMBK7 - 811,536 $770,959 $770,959 0.01 $764,359
FNMA 30yr Pool#AB9341 3.000% 01-May-2043, 3.00%, 05/01/43 FN 31417GLX2 - 838,368 $769,133 $769,133 0.01 $756,322
FNMA 30yr Pool#BY0782 5.500% 01-Apr-2053, 5.50%, 04/01/53 FN 3140NG2Q2 - 737,480 $753,622 $753,622 0.01 $747,019
FHF Issuer Trust 2023-2 (First Help Financial) A2 6.79% 15-OCT-2029, 6.79%, 10/15/29 FHF 2023-2A 30333LAB4 - 744,915 $751,408 $751,408 0.01 $750,425
FNMA 30yr Pool#BY0866 5.500% 01-May-2053, 5.50%, 05/01/53 FN 3140NG6C9 - 692,121 $704,578 $704,578 0.01 $698,229
FHLMC 30yr Pool#ZT1926 3.000% 01-Nov-2043, 3.00%, 11/01/43 FR 3132AED78 - 734,220 $679,659 $679,659 0.01 $666,882
FNMA 30yr Pool#CB6864 5.000% 01-Aug-2053, 5.00%, 08/01/53 FN 3140QSTW1 - 650,165 $648,413 $648,413 0.01 $641,432
GNMA II 30yr Pool#MA5264 4.000% 20-Jun-2048, 4.00%, 06/20/48 G2 36179TZ57 - 685,358 $646,483 $646,483 0.01 $644,884
Compass Datacenters Issuer II, Series 2024-1 B_2401 7.0% 25-FEB-2049, 7.00%, 02/25/49 CMPDC 2024-1A 20469AAC3 - 620,000 $631,651 $631,651 0.01 $628,396
ACHM Trust 2024-HE1 B 7.26% 25-MAY-2039, 7.26%, 05/25/39 ACHM 2024-HE1 00449TAB1 - 599,665 $613,927 $613,927 0.01 $610,662
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-DNA5 M2 5.29516% 25-JAN-2034, 5.30%, 01/25/34 STACR 2021-DNA5 35564KHE2 - 610,034 $613,561 $613,561 0.01 $611,318
FHLMC 30yr Pool#QE1073 3.500% 01-Apr-2052, 3.50%, 04/01/52 FR 3133BAFN6 - 641,042 $590,149 $590,149 0.01 $585,652
FNMA 30yr Pool#BW0343 4.500% 01-May-2052, 4.50%, 05/01/52 FN 3140MRLZ8 - 582,000 $562,769 $562,769 0.01 $558,217
Blue Bridge Funding 2023-1 A 7.37% 15-NOV-2030, 7.37%, 11/15/30 BBEF 2023-1A 09531MAA8 - 556,857 $560,236 $560,236 0.01 $559,438
FNMA 30yr Pool#BK9507 4.000% 01-Oct-2048, 4.00%, 10/01/48 FN 3140HPR58 - 571,126 $558,922 $558,922 0.01 $539,201
FNMA 30yr Pool#AL6842 4.000% 01-May-2045, 4.00%, 05/01/45 FN 3138EPS88 - 575,019 $554,094 $554,094 0.01 $547,863
ACHV ABS Trust 2024-1PL C 6.42% 25-APR-2031, 6.42%, 04/25/31 ACHV 2024-1PL 00092BAC8 - 528,423 $533,463 $533,463 0.01 $530,919
Sequoia Mortgage Trust 2013-5 A1 2.5% 25-MAY-2043, 2.50%, 05/25/43 SEMT 2013-5 81745AAA5 - 597,805 $531,509 $531,509 0.01 $529,392
FNMA 30yr Pool#AZ0869 4.000% 01-Jul-2045, 4.00%, 07/01/45 FN 3138YR6F0 - 479,472 $460,986 $460,986 0.01 $456,552
FHLMC 30yr Pool#QD9191 3.500% 01-Apr-2052, 3.50%, 04/01/52 FR 3133B7F86 - 492,941 $454,049 $454,049 0.01 $450,348
FHLMC 15yr Pool#SB0116 2.500% 01-Nov-2034, 2.50%, 11/01/34 FR 3132CWDV3 - 462,170 $445,571 $445,571 0.01 $436,545
FNMA 30yr Pool#FS8881 4.500% 01-Sep-2053, 4.50%, 09/01/53 FN 3140XQ2P1 - - $417,870 $417,870 0.01 $0
FHLMC 30yr Pool#SD1414 4.000% 01-Oct-2050, 4.00%, 10/01/50 FR 3132DNSB0 - 429,095 $407,062 $407,062 0.01 $403,165
Arivo Acceptance Auto Loan Receivables Trust 2024-1 A 6.46% 15-APR-2028, 6.46%, 04/17/28 ARIVO 2024-1A 039943AA3 - 388,698 $390,082 $390,082 0.01 $389,594
FNMA 30yr Pool#BV6879 4.500% 01-Apr-2052, 4.50%, 04/01/52 FN 3140MLUD0 - 402,429 $389,191 $389,191 0.01 $386,021
FNMA 30yr Pool#CB4329 3.500% 01-Jul-2052, 3.50%, 07/01/52 FN 3140QPY35 - 420,298 $387,214 $387,214 0.01 $384,190
FNMA 30yr Pool#FA0603 4.500% 01-Sep-2051, 4.50%, 09/01/51 FN 3140W0U52 - - $370,555 $370,555 0.01 $0
FNMA 30yr Pool#CA4646 3.000% 01-Feb-2048, 3.00%, 02/01/48 FN 3140QCEU6 - 390,498 $368,825 $368,825 0.01 $350,536
FHLMC 30yr Pool#QG3397 6.000% 01-May-2053, 6.00%, 05/01/53 FR 3133C3X27 - 348,390 $360,082 $360,082 0.01 $356,514
FHLMC 30yr Pool#SD1143 4.500% 01-Sep-2050, 4.50%, 09/01/50 FR 3132DNHU0 - - $360,044 $360,044 0.01 $0
FHLMC 30yr Pool#QA8274 3.500% 01-Mar-2050, 3.50%, 03/01/50 FR 3133A3FP8 - 383,598 $350,768 $350,768 0.01 $348,078
Reach ABS Trust 2024-2 A 5.88% 15-JUL-2031, 5.88%, 07/15/31 REACH 2024-2A 75525HAA8 - 332,852 $333,745 $333,745 0.00 $333,364
Connecticut Avenue Securities Trust 2023-R05 1B1 8.39516% 25-JUN-2043, 8.40%, 06/25/43 CAS 2023-R05 207942AC7 - 312,000 $333,187 $333,187 0.00 $331,368
FNMA 30yr Pool#FM3447 4.000% 01-Nov-2049, 4.00%, 11/01/49 FN 3140X6ZM6 - 347,862 $330,624 $330,624 0.00 $327,642
FNMA 30yr Pool#FS8335 4.500% 01-Jan-2051, 4.50%, 01/01/51 FN 3140XQHM2 - - $322,646 $322,646 0.00 $0
Connecticut Avenue Securities Trust 2022-R01 1B1 6.79516% 25-DEC-2041, 6.80%, 12/25/41 CAS 2022-R01 20754LAF6 - 310,000 $314,660 $314,660 0.00 $313,197
FNMA 30yr Pool#FS9239 4.500% 01-Jan-2051, 4.50%, 01/01/51 FN 3140XRHR9 - - $306,357 $306,357 0.00 $0
FHLMC 30yr Pool#SD1966 4.000% 01-Nov-2052, 4.00%, 11/01/52 FR 3132DPFF0 - 315,365 $300,830 $300,830 0.00 $294,399
FNMA 30yr Pool#BV7632 4.500% 01-Apr-2052, 4.50%, 04/01/52 FN 3140MMPS1 - 309,159 $299,022 $299,022 0.00 $296,554
Hotwire Funding, Series 2021-1 B_2021_1 2.658% 20-NOV-2051, 2.66%, 11/20/51 HWIRE 2021-1 44148JAB5 - 300,000 $296,477 $296,477 0.00 $296,433
FNMA 30yr Pool#AR9225 3.000% 01-Mar-2043, 3.00%, 03/01/43 FN 3138W7HB3 - 311,492 $282,969 $282,969 0.00 $280,022
FHLMC 30yr Pool#ZN6461 4.000% 01-May-2049, 4.00%, 05/01/49 FR 3131YDFA7 - 297,651 $282,316 $282,316 0.00 $279,790
FNMA 30yr Pool#FS2548 4.000% 01-Mar-2051, 4.00%, 03/01/51 FN 3140XHZN0 - 285,966 $273,448 $273,448 0.00 $268,686
FHLMC 30yr Pool#ZT0391 4.000% 01-Nov-2047, 4.00%, 11/01/47 FR 3132ACNG1 - 284,948 $272,754 $272,754 0.00 $270,215
FNMA 30yr Pool#AS8649 3.000% 01-Jan-2047, 3.00%, 01/01/47 FN 3138WJTF5 - 296,446 $269,159 $269,159 0.00 $264,147
FNMA 30yr Pool#FS2238 4.000% 01-Mar-2051, 4.00%, 03/01/51 FN 3140XHPY7 - 278,453 $266,435 $266,435 0.00 $262,265
FNMA 30yr Pool#FS8681 4.500% 01-Oct-2050, 4.50%, 10/01/50 FN 3140XQUF2 - - $265,940 $265,940 0.00 $0
FNMA 30yr Pool#BN3899 4.000% 01-Dec-2048, 4.00%, 12/01/48 FN 3140JLKM5 - 257,531 $248,294 $248,294 0.00 $242,560
FHLMC 30yr Pool#QA1615 3.500% 01-Aug-2049, 3.50%, 08/01/49 FR 31334XYL7 - 266,205 $244,587 $244,587 0.00 $242,439
FHLMC 30yr Pool#ZN4240 4.500% 01-Dec-2048, 4.50%, 12/01/48 FR 3131YAV98 - 244,480 $240,222 $240,222 0.00 $237,618
Fannie Mae REMIC Trust 2012-126 SY 0.24036% 25-NOV-2042, 0.24%, 11/25/42 FNR 2012-126 3136A9ZR2 - 473,554 $233,496 $233,496 0.00 $233,411
FNMA 30yr Pool#BW0081 4.500% 01-Apr-2052, 4.50%, 04/01/52 FN 3140MRCT2 - 227,631 $220,111 $220,111 0.00 $218,329
Fannie Mae REMIC Trust 2017-9 VL 3.0% 25-JUL-2028, 3.00%, 07/25/28 FNR 2017-9 3136AVYH6 - 207,114 $214,633 $214,633 0.00 $205,564
FNMA 30yr Pool#MA3444 4.500% 01-Aug-2048, 4.50%, 08/01/48 FN 31418CZJ6 - - $213,207 $213,207 0.00 $0
FNMA 30yr Pool#MA3687 4.000% 01-Jun-2049, 4.00%, 06/01/49 FN 31418DCZ3 - 222,109 $212,490 $212,490 0.00 $208,687
FNMA 30yr Pool#MA1327 3.000% 01-Jan-2043, 3.00%, 01/01/43 FN 31418APM4 - 224,138 $205,770 $205,770 0.00 $203,581
FNMA 30yr Pool#BE3616 4.000% 01-May-2047, 4.00%, 05/01/47 FN 3140FPAS8 - 210,891 $205,688 $205,688 0.00 $200,107
FHLMC 15yr Pool#SB0040 2.500% 01-Dec-2033, 2.50%, 12/01/33 FR 3132CWBH6 - 201,676 $199,621 $199,621 0.00 $193,815
GNMA II 30yr Pool#MA5192 4.000% 20-May-2048, 4.00%, 05/20/48 G2 36179TXV2 - 206,187 $194,491 $194,491 0.00 $194,010
FNMA 30yr Pool#FA1182 4.500% 01-Jun-2049, 4.50%, 06/01/49 FN 3140W1J46 - - $192,401 $192,401 0.00 $0
FNMA 30yr Pool#FS8709 4.500% 01-Jan-2051, 4.50%, 01/01/51 FN 3140XQVB0 - - $181,370 $181,370 0.00 $0
FNMA 30yr Pool#AB6280 3.000% 01-Sep-2042, 3.00%, 09/01/42 FN 31417C6S9 - 184,359 $171,354 $171,354 0.00 $167,451
FHLMC 30yr Pool#QH7013 6.500% 01-Dec-2053, 6.50%, 12/01/53 FR 3133CKYJ1 - 128,060 $168,333 $168,333 0.00 $132,703
FNMA 30yr Pool#BO2983 3.000% 01-Sep-2049, 3.00%, 09/01/49 FN 3140JXJ58 - 187,152 $167,553 $167,553 0.00 $166,150
FNMA 30yr Pool#BV7132 4.500% 01-Apr-2052, 4.50%, 04/01/52 FN 3140ML4S6 - 160,208 $154,922 $154,922 0.00 $153,661
FHLMC 30yr Pool#SD5994 4.500% 01-Sep-2050, 4.50%, 09/01/50 FR 3132DTUT5 - - $148,196 $148,196 0.00 $0
FHLMC 30yr Pool#ZT1320 4.000% 01-Nov-2048, 4.00%, 11/01/48 FR 3132ADPD4 - 153,816 $147,014 $147,014 0.00 $144,874
FNMA 30yr Pool#AB7563 3.000% 01-Jan-2043, 3.00%, 01/01/43 FN 31417EMM0 - 155,733 $143,381 $143,381 0.00 $141,860
FNMA 30yr Pool#FS2546 4.000% 01-Mar-2051, 4.00%, 03/01/51 FN 3140XHZL4 - 149,473 $142,340 $142,340 0.00 $140,784
FNMA 30yr Pool#FS5362 4.500% 01-Dec-2050, 4.50%, 12/01/50 FN 3140XL5Y0 - - $132,068 $132,068 0.00 $0
FNMA 30yr Pool#BW0072 4.500% 01-Apr-2052, 4.50%, 04/01/52 FN 3140MRCJ4 - 105,520 $131,779 $131,779 0.00 $101,208
FNMA 30yr Pool#FS7613 4.500% 01-May-2052, 4.50%, 05/01/52 FN 3140XPN70 - - $129,950 $129,950 0.00 $0
FNMA 30yr Pool#MA1229 3.000% 01-Oct-2042, 3.00%, 10/01/42 FN 31418ALK2 - 136,514 $128,450 $128,450 0.00 $124,357
GNMA II 30yr Pool#MA5753 4.000% 20-Feb-2049, 4.00%, 02/20/49 G2 36179UMA7 - 135,418 $124,405 $124,405 0.00 $124,089
FNMA 30yr Pool#BV7131 4.500% 01-Apr-2052, 4.50%, 04/01/52 FN 3140ML4R8 - 127,892 $123,672 $123,672 0.00 $122,664
GNMA II 30yr Pool#BF6874 4.500% 20-Jul-2048, 4.50%, 07/20/48 G2 3617GDT77 - 124,773 $120,796 $120,796 0.00 $120,469
FNMA 20yr Pool#AB9283 3.000% 01-Apr-2038, 3.00%, 04/01/38 FN 31417GJ56 - 124,637 $114,184 $114,184 0.00 $112,420
GNMA II 30yr Pool#MA5866 4.000% 20-Apr-2049, 4.00%, 04/20/49 G2 36179UQT2 - 123,504 $113,856 $113,856 0.00 $113,568
GNMA II 30yr Pool#BK5879 4.500% 20-Nov-2048, 4.50%, 11/20/48 G2 3617J6Q80 - 110,119 $107,041 $107,041 0.00 $106,752
FNMA 30yr Pool#BN3960 4.500% 01-Jan-2049, 4.50%, 01/01/49 FN 3140JLMJ0 - - $106,304 $106,304 0.00 $0
FHLMC 30yr Pool#QE0318 4.500% 01-Mar-2052, 4.50%, 03/01/52 FR 3133B9K78 - 107,194 $103,680 $103,680 0.00 $102,824
FNMA 30yr Pool#BM3282 3.500% 01-Dec-2047, 3.50%, 12/01/47 FN 3140J7UG8 - 107,803 $100,868 $100,868 0.00 $99,219
FHLMC 30yr Pool#ZT1633 4.000% 01-Mar-2047, 4.00%, 03/01/47 FR 3132ADY69 - 104,090 $100,082 $100,082 0.00 $99,120
FNMA 30yr Pool#CA0108 3.500% 01-Aug-2047, 3.50%, 08/01/47 FN 3140Q7DN4 - 99,454 $93,906 $93,906 0.00 $91,534
FNMA 30yr Pool#FS5818 4.500% 01-Oct-2050, 4.50%, 10/01/50 FN 3140XMPC4 - - $84,603 $84,603 0.00 $0
Fannie Mae REMIC Trust 2013-130 FN 4.10964% 25-OCT-2042, 4.11%, 10/25/42 FNR 2013-130 3136AHG53 - 84,222 $83,501 $83,501 0.00 $83,241
FHLMC 30yr Pool#ZM7926 5.000% 01-Sep-2048, 5.00%, 09/01/48 FR 3131Y2YX0 - 76,423 $76,828 $76,828 0.00 $76,118
FHLMC 30yr Pool#SD1416 4.500% 01-Dec-2048, 4.50%, 12/01/48 FR 3132DNSD6 - - $75,567 $75,567 0.00 $0
FNMA 30yr Pool#FM5350 4.500% 01-Sep-2050, 4.50%, 09/01/50 FN 3140X85L7 - - $72,937 $72,937 0.00 $0
FNMA 30yr Pool#FM7479 4.500% 01-Jan-2050, 4.50%, 01/01/50 FN 3140XBJZ4 - - $72,456 $72,456 0.00 $0
FNMA 30yr Pool#MA1447 3.000% 01-May-2043, 3.00%, 05/01/43 FN 31418ATD0 - 74,308 $67,438 $67,438 0.00 $66,801
FHLMC 30yr Pool#QA2159 3.000% 01-Aug-2049, 3.00%, 08/01/49 FR 31334YMG9 - 74,588 $65,210 $65,210 0.00 $64,682
FNMA 30yr Pool#AS8547 3.000% 01-Nov-2046, 3.00%, 11/01/46 FN 3138WJP93 - 70,255 $62,944 $62,944 0.00 $62,431
Sequoia Mortgage Trust 2019-CH3 A19 4.0% 25-OCT-2049, 4.00%, 09/25/49 SEMT 2019-CH3 81748GBN0 - 66,298 $61,004 $61,004 0.00 $60,850
FNMA 30yr Pool#BD2453 3.000% 01-Jan-2047, 3.00%, 01/01/47 FN 3140F9WP6 - 64,315 $58,003 $58,003 0.00 $57,437
FHLMC 30yr Pool#RA7104 4.500% 01-Feb-2051, 4.50%, 02/01/51 FR 3133KN3M3 - - $54,757 $54,757 0.00 $0
Fannie Mae REMIC Trust 2006-20 GF 4.10964% 25-APR-2036, 4.11%, 04/25/36 FNR 2006-20 31395BU43 - 50,387 $50,283 $50,283 0.00 $50,128
Fannie Mae REMIC Trust 2010-109 BS 13.59985% 25-OCT-2040, 13.60%, 10/25/40 FNR 2010-109 31398NTM6 - 41,248 $48,953 $48,953 0.00 $48,161
FHLMC 15yr Pool#ZK8962 3.000% 01-Sep-2032, 3.00%, 09/01/32 FR 3131XC5X1 - 48,220 $47,838 $47,838 0.00 $46,664
FHLMC 30yr Pool#SD2606 4.500% 01-Sep-2051, 4.50%, 09/01/51 FR 3132DP3P1 - - $46,121 $46,121 0.00 $0
FNMA 30yr Pool#FS2713 4.500% 01-Oct-2050, 4.50%, 10/01/50 FN 3140XJAP8 - - $42,382 $42,382 0.00 $0
FHLMC 15yr Pool#ZS7403 3.000% 01-May-2031, 3.00%, 05/01/31 FR 3132A8GL7 - 41,888 $42,376 $42,376 0.00 $40,920
FNMA 30yr Pool#MA3496 4.500% 01-Oct-2048, 4.50%, 10/01/48 FN 31418C3E2 - - $41,463 $41,463 0.00 $0
FNMA 15yr Pool#BO5957 3.000% 01-Dec-2034, 3.00%, 12/01/34 FN 3140K1TP1 - 41,257 $40,076 $40,076 0.00 $39,428
Freddie Mac Multiclass Certificates, Series 3380 FM 4.34428% 15-OCT-2037, 4.35%, 10/15/37 FHR 3380 31397KTJ0 - 39,290 $39,261 $39,261 0.00 $39,227
Freddie Mac Multiclass Certificates, Series 3721 FB 4.25428% 15-SEP-2040, 4.26%, 09/15/40 FHR 3721 3137GAD20 - 38,550 $38,646 $38,646 0.00 $38,614
Ginnie Mae REMIC Trust 2008-013 FB 4.27549% 20-FEB-2038, 4.22%, 02/20/38 GNR 2008-13 38375PNL1 - 36,799 $36,589 $36,589 0.00 $36,580
FHLMC 30yr Pool#SD2715 4.500% 01-Sep-2050, 4.50%, 09/01/50 FR 3132DQAQ9 - - $36,252 $36,252 0.00 $0
FNMA 30yr Pool#BC0870 3.500% 01-Jan-2046, 3.50%, 01/01/46 FN 3140EU6G9 - 35,012 $32,864 $32,864 0.00 $32,268
FNMA 15yr Pool#BO7717 3.000% 01-Nov-2034, 3.00%, 11/01/34 FN 3140K3SF0 - 31,057 $30,241 $30,241 0.00 $29,751
FHLMC 15yr Pool#ZK9163 3.000% 01-Jan-2033, 3.00%, 01/01/33 FR 3131XDFC4 - 28,694 $28,328 $28,328 0.00 $27,734
Ginnie Mae REMIC Trust 2007-040 FG 4.09549% 20-JUL-2037, 4.04%, 07/20/37 GNR 2007-40 38375KZS4 - 28,070 $27,756 $27,756 0.00 $27,750
FHLMC 30yr Pool#RA1188 4.500% 01-Aug-2049, 4.50%, 08/01/49 FR 3133KGJ90 - - $26,313 $26,313 0.00 $0
FNMA 30yr Pool#FA4472 4.500% 01-Feb-2051, 4.50%, 02/01/51 FN 3140W46J1 - - $24,149 $24,149 0.00 $0
Ginnie Mae REMIC Trust 2004-069 CF 4.17549% 20-JUL-2034, 4.12%, 07/20/34 GNR 2004-69 38374JAT3 - 23,515 $23,531 $23,531 0.00 $23,526
Fannie Mae REMIC Trust 2013-2 QF 4.25964% 25-FEB-2043, 4.26%, 02/25/43 FNR 2013-2 3136AB4P5 - 22,526 $22,547 $22,547 0.00 $22,475
FHLMC 30yr Pool#ZN2165 4.500% 01-Dec-2048, 4.50%, 12/01/48 FR 3131Y8MN2 - 22,350 $21,963 $21,963 0.00 $21,765
Ginnie Mae REMIC Trust 2007-059 FA 4.27549% 20-OCT-2037, 4.22%, 10/20/37 GNR 2007-59 38375LPU8 - 21,967 $21,845 $21,845 0.00 $21,839
Ginnie Mae REMIC Trust 2010-133 FD 4.16954% 16-OCT-2040, 4.17%, 10/16/40 GNR 2010-133 38377MHV1 - 18,516 $18,511 $18,511 0.00 $18,498
Ginnie Mae REMIC Trust 2008-016 FC 4.27549% 20-FEB-2038, 4.22%, 02/20/38 GNR 2008-16 383742FU2 - 17,877 $17,779 $17,779 0.00 $17,775
Ginnie Mae REMIC Trust 2007-037 FW 4.08549% 20-JUN-2037, 4.03%, 06/20/37 GNR 2007-37 38375KNR9 - 17,654 $17,436 $17,436 0.00 $17,432
Ginnie Mae REMIC Trust 2005-065 FA 3.92549% 20-AUG-2035, 3.87%, 08/20/35 GNR 2005-65 38374LL25 - 16,956 $16,759 $16,759 0.00 $16,755
Ginnie Mae REMIC Trust 2004-059 FP 4.03954% 16-AUG-2034, 4.04%, 08/16/34 GNR 2004-59 38374HYS3 - 16,532 $16,495 $16,495 0.00 $16,484
FHLMC 30yr Pool#RA1088 4.500% 01-Jul-2049, 4.50%, 07/01/49 FR 3133KGF52 - - $15,147 $15,147 0.00 $0
Freddie Mac Multiclass Certificates, Series 2426 FL 4.40428% 15-MAR-2032, 4.41%, 03/15/32 FHR 2426 31339W7G5 - 14,649 $14,709 $14,709 0.00 $14,696
FHLMC 30yr Pool#ZT0252 3.000% 01-Dec-2047, 3.00%, 12/01/47 FR 3132ACH52 - 16,234 $14,676 $14,676 0.00 $14,498
Fannie Mae REMIC Trust 2002-53 FK 4.15964% 25-APR-2032, 4.16%, 04/25/32 FNR 2002-53 31392EHN3 - 14,644 $14,664 $14,664 0.00 $14,618
FNMA 30yr Pool#CA7849 4.500% 01-Oct-2050, 4.50%, 10/01/50 FN 3140QFWK1 - - $14,522 $14,522 0.00 $0
Ginnie Mae REMIC Trust 2005-048 AF 3.97549% 20-JUN-2035, 3.92%, 06/20/35 GNR 2005-48 38374LHM6 - 14,273 $14,193 $14,193 0.00 $14,190
Fannie Mae REMIC Trust 2005-83 KT 4.05964% 25-OCT-2035, 4.06%, 10/25/35 FNR 2005-83 31394FUL7 - 12,776 $12,726 $12,726 0.00 $12,687
Fannie Mae REMIC Trust 2007-89 GF 4.27964% 25-SEP-2037, 4.28%, 09/25/37 FNR 2007-89 31396XPM0 - 12,175 $12,248 $12,248 0.00 $12,209
FHLMC 30yr Pool#SD8047 4.500% 01-Feb-2050, 4.50%, 02/01/50 FR 3132DV5G6 - - $11,857 $11,857 0.00 $0
Freddie Mac Multiclass Certificates, Series 2551 FD 4.15428% 15-JAN-2033, 4.16%, 01/15/33 FHR 2551 31393JAZ1 - 10,579 $10,569 $10,569 0.00 $10,561
FHLMC 30yr Pool#ZM2269 3.000% 01-Dec-2046, 3.00%, 12/01/46 FR 3131XVQW8 - 11,627 $10,474 $10,474 0.00 $10,378
Ginnie Mae REMIC Trust 2012-075 FP 4.07549% 20-JUL-2041, 4.02%, 07/20/41 GNR 2012-75 38378EZ55 - 9,849 $9,854 $9,854 0.00 $9,851
Ginnie Mae REMIC Trust 2007-061 FA 4.27549% 20-OCT-2037, 4.22%, 10/20/37 GNR 2007-61 38375LLN8 - 8,989 $8,939 $8,939 0.00 $8,937
FNMA 30yr Pool#CA1931 4.500% 01-Jun-2048, 4.50%, 06/01/48 FN 3140Q9ED1 - - $8,789 $8,789 0.00 $0
Fannie Mae REMIC Trust 2010-123 FL 4.18964% 25-NOV-2040, 4.19%, 11/25/40 FNR 2010-123 31398N2W3 - 8,346 $8,351 $8,351 0.00 $8,325
Freddie Mac Multiclass Certificates, Series 2410, excluding Group 6 FX 4.10428% 15-FEB-2032, 4.11%, 02/15/32 FHR 2410 31339NJN7 - 8,028 $8,022 $8,022 0.00 $8,016
FNMA 15yr Pool#AS8207 2.500% 01-Oct-2031, 2.50%, 10/01/31 FN 3138WJDM7 - 8,052 $7,949 $7,949 0.00 $7,745
FNMA 30yr Pool#FM7725 4.500% 01-Dec-2050, 4.50%, 12/01/50 FN 3140XBSP6 - - $7,405 $7,405 0.00 $0
Fannie Mae REMIC Trust 2012-100 FG 4.15964% 25-SEP-2042, 4.16%, 09/25/42 FNR 2012-100 3136A8QW3 - 7,217 $7,202 $7,202 0.00 $7,179
FNMA 15yr Pool#AS7643 2.500% 01-Aug-2031, 2.50%, 08/01/31 FN 3138WHP55 - 7,080 $7,059 $7,059 0.00 $6,813
Fannie Mae REMIC Trust 2003-87 FG 4.25964% 25-SEP-2033, 4.26%, 09/25/33 FNR 2003-87 31393E4W6 - 6,999 $7,030 $7,030 0.00 $7,008
FNMA 15yr Pool#BM1036 2.500% 01-Feb-2032, 2.50%, 02/01/32 FN 3140J5EJ4 - 7,080 $7,019 $7,019 0.00 $6,810
Freddie Mac Multiclass Certificates, Series 3028 FM 4.00428% 15-SEP-2035, 4.01%, 09/15/35 FHR 3028 31396AFB5 - 7,013 $7,002 $7,002 0.00 $6,996
Ginnie Mae REMIC Trust 2007-018 FD 4.07549% 20-APR-2037, 4.02%, 04/20/37 GNR 2007-18 38375JC86 - 6,631 $6,544 $6,544 0.00 $6,543
Ginnie Mae REMIC Trust 2010-006 FG 4.33954% 16-JAN-2040, 4.34%, 01/16/40 GNR 2010-6 38376TSC7 - 6,249 $6,238 $6,238 0.00 $6,235
Fannie Mae REMIC Trust 2002-16 VF 4.30964% 25-APR-2032, 4.31%, 04/25/32 FNR 2002-16 31392CWW0 - 6,105 $6,138 $6,138 0.00 $6,118
FHLMC 15yr Pool#ZK8405 2.500% 01-Dec-2031, 2.50%, 01/22/31 FR 3131XCKS5 - 6,146 $6,064 $6,064 0.00 $5,903
FHLMC 30yr Pool#RA1087 4.500% 01-Jul-2049, 4.50%, 07/01/49 FR 3133KGF45 - - $5,960 $5,960 0.00 $0
Fannie Mae REMIC Trust 2010-95 FB 4.15964% 25-SEP-2040, 4.16%, 09/25/40 FNR 2010-95 31398NEX8 - 5,229 $5,235 $5,235 0.00 $5,218
FNMA 30yr Pool#CA6382 4.500% 01-Jul-2050, 4.50%, 07/01/50 FN 3140QECU4 - - $5,224 $5,224 0.00 $0
FHLMC 30yr Pool#RA1999 4.500% 01-Jan-2050, 4.50%, 01/01/50 FR 3133KHGG5 - - $4,571 $4,571 0.00 $0
Freddie Mac Multiclass Certificates, Series 3738 FD 4.05428% 15-AUG-2040, 4.06%, 08/15/40 FHR 3738 3137GAYQ4 - 3,810 $3,813 $3,813 0.00 $3,810
FHLMC 30yr Pool#SD8040 4.500% 01-Jan-2050, 4.50%, 01/01/50 FR 3132DV4Z5 - - $3,527 $3,527 0.00 $0
FNMA 30yr Pool#CA4185 4.500% 01-Sep-2049, 4.50%, 09/01/49 FN 3140QBUK2 - - $2,251 $2,251 0.00 $0
FNMA 30yr Pool#MA3908 4.500% 01-Jan-2050, 4.50%, 01/01/50 FN 31418DKW1 - - $2,134 $2,134 0.00 $0
FHLMC 30yr Pool#QA5150 4.500% 01-Dec-2049, 4.50%, 12/01/49 FR 31346YWK5 - - $1,536 $1,536 0.00 $0
FHLMC 30yr Pool#ZN0650 3.000% 01-Mar-2043, 3.00%, 03/01/43 FR 3131Y6WK1 - 1,028 $1,503 $1,503 0.00 $924
FNMA 30yr Pool#BO9819 4.500% 01-Dec-2049, 4.50%, 12/01/49 FN 3140K54D6 - - $1,274 $1,274 0.00 $0
FHLMC 30yr Pool#ZA7158 4.500% 01-Jun-2049, 4.50%, 06/01/49 FR 31329Q5T4 - - $1,136 $1,136 0.00 $0
FNMA 30yr Pool#CA4035 4.500% 01-Aug-2049, 4.50%, 08/01/49 FN 3140QBPV4 - - $894 $894 0.00 $0
Freddie Mac Multiclass Certificates, Series 2469 FE 4.25428% 15-JUL-2032, 4.26%, 07/15/32 FHR 2469 31392RC58 - 790.00 $790 $790 0.00 $790
FNMA 30yr Pool#CA3683 4.500% 01-Jun-2049, 4.50%, 06/01/49 FN 3140QBCV8 - - $642 $642 0.00 $0
Ginnie Mae REMIC Trust 1999-27 FE 4.13954% 16-AUG-2029, 4.14%, 08/16/29 GNR 1999-27 3837H2WA3 - 570.00 $571 $571 0.00 $570
FHLMC 30yr Pool#ZM7577 4.500% 01-Aug-2048, 4.50%, 08/01/48 FR 3131Y2M21 - - $528 $528 0.00 $0
Ginnie Mae REMIC Trust 2010-125 VF 4.12549% 20-JUN-2040, 4.07%, 06/20/40 GNR 2010-125 38377JYJ6 - 307.00 $306 $306 0.00 $306
FNMA 30yr Pool#BO1857 4.500% 01-Aug-2049, 4.50%, 08/01/49 FN 3140JWB33 - - $240 $240 0.00 $0
FNMA 30yr Pool#MA3694 4.500% 01-Jul-2049, 4.50%, 07/01/49 FN 31418DC83 - - $70 $70 0.00 $0
US 10yr Ultra Fut Jun26 JUN 26 UXYM6 FUTURES_USD - -1,888 $-209,922,000 $0 0.00 $0
US ULTRA BOND CBT Jun26 JUN 26 WNM6 FUTURES_USD - -306.00 $-34,491,938 $0 0.00 $0
US 5YR NOTE (CBT) Jun26 JUN 26 FVM6 FUTURES_USD - -2,308 $-246,577,345 $0 0.00 $0
US 2YR NOTE (CBT) Jun26 JUN 26 TUM6 FUTURES_USD - 3,274 $675,671,750 $0 0.00 $0
US 10YR NOTE (CBT)Jun26 JUN 26 TYM6 FUTURES_USD - -2,593 $-283,244,734 $0 0.00 $0
UMBS TBA 30yr 5.5% June Delivery, 5.50%, 06/11/26 FNCL 01F052664 - -21,481,436 $-21,434,671 $-21,434,671 -0.32 $-21,434,671
UMBS TBA 30yr 4% July Delivery, 4.00%, 07/13/26 FNCL 01F040677 - -99,543,866 $-92,243,518 $-92,243,518 -1.38 $-92,243,518
UMBS TBA 30yr 6% June Delivery, 6.00%, 06/11/26 FNCL 01F060667 - -232,800,760 $-236,451,076 $-236,451,076 -3.53 $-236,451,076
UMBS TBA 30yr 4.5% July Delivery, 4.50%, 07/13/26 FNCL 01F042673 - -250,000,000 $-237,574,250 $-237,574,250 -3.55 $-237,574,250
UMBS TBA 30yr 5% July Delivery, 5.00%, 07/13/26 FNCL 01F050676 - -257,213,621 $-250,566,707 $-250,566,707 -3.74 $-250,566,707
UMBS TBA 30yr 4% June Delivery, 4.00%, 06/11/26 FNCL 01F040669 - -449,590,027 $-417,097,706 $-417,097,706 -6.23 $-417,097,706
UMBS TBA 30yr 4.5% June Delivery, 4.50%, 06/11/26 FNCL 01F042665 - -609,602,333 $-579,957,372 $-579,957,372 -8.67 $-579,957,372
UMBS TBA 30yr 5% June Delivery, 5.00%, 06/11/26 FNCL 01F050668 - -625,421,561 $-610,073,090 $-610,073,090 -9.12 $-610,073,090
SEGREGATED CASH SEGCASH $0.00 38,205,238 $38,205,238 $38,205,238 0.57 $38,205,238
ALMSUM ALMSUM $0.00 - $0 $0 0.00 $0
US DOLLARS USD MD_142224 - -2,280,110,856 $-2,280,110,856 $-2,280,110,856 -34.08 $-2,280,110,856
Janus Henderson publishes this listing of identities and quantities of each position held by the fund on each business day, before commencement of trading. Securities are reported at market value.
The portfolio data and its presentation here is based on the investment book of record and may differ from the accounting book of record and complete schedules of investments in regulatory filings due to differing accounting and reporting standards.

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