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For Individual Investors in the US

Mortgage-Backed Securities ETF Holdings

Full Portfolio Holdings

(As of June 4, 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 $1,154,274,123 $1,154,274,123 17.07 $1,154,274,123
GNMA II TBA 30yr 2.5% June Delivery, 2.50%, 06/22/26 G2SF 21H022663 - 710,603,414 $606,452,403 $606,452,403 8.97 $606,452,403
UMBS TBA 30yr 3% June Delivery, 3.00%, 06/11/26 FNCL 01F030660 - 562,203,862 $489,791,442 $489,791,442 7.25 $489,791,442
UMBS TBA 30yr 6% June Delivery, 6.00%, 06/11/26 FNCL 01F060667 - 474,821,852 $484,370,519 $484,370,519 7.17 $484,370,519
UMBS TBA 30yr 5% June Delivery, 5.00%, 06/11/26 FNCL 01F050668 - 409,701,621 $402,272,502 $402,272,502 5.96 $402,272,502
FNMA 30yr Pool#FA5633 4.500% 01-Sep-2053, 4.50%, 09/01/53 FN 3140W6HK1 - 326,561,984 $319,817,192 $319,817,192 4.74 $318,429,303
UMBS TBA 30yr 2% June Delivery, 2.00%, 06/11/26 FNCL 01F020661 - 360,986,255 $287,775,716 $287,775,716 4.26 $287,775,716
UMBS TBA 30yr 4.5% June Delivery, 4.50%, 06/11/26 FNCL 01F042665 - 259,450,000 $248,425,191 $248,425,191 3.68 $248,425,191
GNMA II TBA 30yr 5% June Delivery, 5.00%, 06/22/26 G2SF 21H050664 - 198,508,194 $195,860,889 $195,860,889 2.91 $195,860,889
GNMA II TBA 30yr 5.5% June Delivery, 5.50%, 06/22/26 G2SF 21H052660 - 164,697,000 $165,602,834 $165,602,834 2.46 $165,602,834
GNMA II TBA 30yr 3% June Delivery, 3.00%, 06/22/26 G2SF 21H030666 - 182,289,962 $161,734,581 $161,734,581 2.39 $161,734,581
UMBS TBA 30yr 6.5% July Delivery, 6.50%, 07/13/26 FNCL 01F062671 - 137,850,000 $142,687,156 $142,687,156 2.11 $142,687,156
UMBS TBA 30yr 3.5% June Delivery, 3.50%, 06/11/26 FNCL 01F032666 - 155,843,000 $141,236,459 $141,236,459 2.09 $141,236,459
FNMA 30yr Pool#FA5419 4.500% 01-Aug-2053, 4.50%, 08/01/53 FN 3140W6AV4 - 142,269,939 $137,857,733 $137,857,733 2.04 $137,253,086
FNMA 30yr Pool#CB9787 5.000% 01-Jan-2055, 5.00%, 01/01/55 FN 3140QV2V5 - 129,543,577 $128,948,378 $128,948,378 1.91 $128,336,645
GNMA II TBA 30yr 3.5% June Delivery, 3.50%, 06/22/26 G2SF 21H032662 - 132,283,377 $118,660,041 $118,660,041 1.75 $118,660,041
FNMA 30yr Pool#FA2754 4.500% 01-Jan-2049, 4.50%, 01/01/49 FN 3140W3BY4 - 113,522,360 $110,719,151 $110,719,151 1.64 $110,236,681
GNMA II TBA 30yr 4.5% June Delivery, 4.50%, 06/22/26 G2SF 21H042661 - 113,901,488 $109,310,347 $109,310,347 1.62 $109,310,347
FHLMC 30yr Pool#SL3899 5.000% 01-Jan-2056, 5.00%, 01/01/56 FR 31427RKM1 - 109,587,780 $109,084,270 $109,084,270 1.61 $108,566,772
FNMA 30yr Pool#FS1133 4.000% 01-Oct-2051, 4.00%, 10/01/51 FN 3140XGHK8 - 107,840,168 $102,318,833 $102,318,833 1.51 $101,911,437
FNMA 30yr Pool#FM7460 4.000% 01-Mar-2051, 4.00%, 03/01/51 FN 3140XBJE1 - 102,210,033 $96,976,957 $96,976,957 1.43 $96,590,830
GNMA II TBA 30yr 4% June Delivery, 4.00%, 06/22/26 G2SF 21H040665 - 102,070,688 $94,696,489 $94,696,489 1.40 $94,696,489
FNMA 30yr Pool#FA5549 5.000% 01-Mar-2056, 5.00%, 03/01/56 FN 3140W6EX6 - 94,135,019 $93,300,838 $93,300,838 1.38 $92,856,312
UMBS TBA 30yr 4% June Delivery, 4.00%, 06/11/26 FNCL 01F040669 - 99,820,930 $93,199,009 $93,199,009 1.38 $93,199,009
FNMA 30yr Pool#FA4553 5.000% 01-Feb-2056, 5.00%, 02/01/56 FN 3140W5BX1 - 86,849,881 $86,800,474 $86,800,474 1.28 $86,390,350
FNMA 30yr Pool#FA3025 5.500% 01-Sep-2055, 5.50%, 09/01/55 FN 3140W3LF4 - 83,818,154 $85,845,812 $85,845,812 1.27 $85,410,423
FHLMC 30yr Pool#SL5254 4.500% 01-Sep-2051, 4.50%, 09/01/51 FR 31427SZU5 - 85,518,720 $83,752,421 $83,752,421 1.24 $83,388,967
FNMA 30yr Pool#FS9005 5.500% 01-Sep-2054, 5.50%, 09/01/54 FN 3140XRAF2 - 78,506,165 $80,344,861 $80,344,861 1.19 $79,937,065
FHLMC 30yr Pool#SL5145 5.000% 01-Feb-2056, 5.00%, 02/01/56 FR 31427SWF1 - 79,584,724 $78,879,481 $78,879,481 1.17 $78,503,665
FHLMC 30yr Pool#SL2464 4.500% 01-Dec-2048, 4.50%, 12/01/48 FR 31427PW26 - 79,915,763 $77,942,402 $77,942,402 1.15 $77,602,760
FNMA 30yr Pool#FA3036 5.500% 01-Oct-2055, 5.50%, 10/01/55 FN 3140W3LS6 - 72,965,473 $74,738,705 $74,738,705 1.10 $74,359,690
FHLMC 30yr Pool#RJ4363 5.500% 01-Jun-2055, 5.50%, 06/01/55 FR 3142GUZ55 - 72,445,571 $74,206,168 $74,206,168 1.10 $73,829,853
FHLMC 30yr Pool#SD1046 4.000% 01-Jul-2052, 4.00%, 07/01/52 FR 3132DNET6 - 77,996,461 $73,865,316 $73,865,316 1.09 $73,570,663
FNMA 30yr Pool#CB9331 5.500% 01-Oct-2054, 5.50%, 10/01/54 FN 3140QVLM4 - 72,191,997 $73,854,808 $73,854,808 1.09 $73,479,810
FNMA 30yr Pool#FA3037 5.500% 01-Oct-2055, 5.50%, 10/01/55 FN 3140W3LT4 - 66,922,329 $68,460,136 $68,460,136 1.01 $68,112,512
FNMA 30yr Pool#FA0574 5.500% 01-Jan-2055, 5.50%, 01/01/55 FN 3140W0T88 - 64,860,975 $66,386,937 $66,386,937 0.98 $66,050,021
FHLMC 30yr Pool#SL3985 5.000% 01-Jan-2056, 5.00%, 01/01/56 FR 31427RNB2 - 65,843,836 $65,346,868 $65,346,868 0.97 $65,035,939
FHLMC 30yr Pool#SL4515 5.000% 01-Apr-2056, 5.00%, 04/01/56 FR 31427SAR9 - 64,618,119 $64,130,401 $64,130,401 0.95 $63,825,260
FNMA 30yr Pool#FS8993 6.000% 01-Jul-2054, 6.00%, 07/01/54 FN 3140XQ7F8 - 60,250,578 $62,249,949 $62,249,949 0.92 $61,908,529
FNMA 30yr Pool#FA0573 5.000% 01-Jan-2055, 5.00%, 01/01/55 FN 3140W0T70 - 59,043,999 $59,010,410 $59,010,410 0.87 $58,731,591
FNMA 30yr Pool#FA4990 5.000% 01-Mar-2056, 5.00%, 03/01/56 FN 3140W5RL0 - 58,694,083 $58,550,720 $58,550,720 0.87 $58,273,554
FNMA 30yr Pool#FA4270 5.000% 01-Dec-2055, 5.00%, 12/01/55 FN 3140W4W86 - 58,249,645 $58,150,575 $58,150,575 0.86 $57,875,507
FNMA 30yr Pool#FA5046 5.000% 01-Mar-2056, 5.00%, 03/01/56 FN 3140W5TC8 - 56,737,615 $56,641,116 $56,641,116 0.84 $56,373,189
Freddie Mac Pool|5.5|06/01/2056, 5.50%, 06/01/56 FR 3142GXWC7 - 55,359,159 $56,472,203 $56,472,203 0.83 $56,379,169
FHLMC 30yr Pool#SL1188 5.500% 01-Apr-2055, 5.50%, 04/01/55 FR 31427NKA6 - 55,198,681 $56,467,091 $56,467,091 0.83 $56,180,364
FNMA 30yr Pool#FA4000 5.000% 01-Jun-2055, 5.00%, 06/01/55 FN 3140W4NS2 - 54,309,240 $54,278,345 $54,278,345 0.80 $54,021,884
FNMA 30yr Pool#CB9654 5.000% 01-Dec-2054, 5.00%, 12/01/54 FN 3140QVWQ3 - 50,359,510 $50,128,129 $50,128,129 0.74 $49,890,320
FNMA 30yr Pool#FA2246 5.500% 01-Jul-2055, 5.50%, 07/01/55 FN 3140W2P88 - 48,548,595 $49,664,193 $49,664,193 0.73 $49,412,010
FHLMC 30yr Pool#SL0239 5.000% 01-Jan-2055, 5.00%, 01/01/55 FR 31427MHR5 - 48,941,268 $48,716,403 $48,716,403 0.72 $48,485,292
Structured Agency Credit Risk (STACR) Debt Notes, Series 2022-HQA1 M2 8.8621% 25-MAR-2042, 8.86%, 03/25/42 STACR 2022-HQA1 35564KTJ8 - 46,021,486 $47,501,040 $47,501,040 0.70 $47,387,749
FNMA 30yr Pool#CC2018 5.500% 01-Feb-2056, 5.50%, 02/01/56 FN 3140Y8G42 - 46,414,983 $47,481,553 $47,481,553 0.70 $47,240,452
FNMA 30yr Pool#FA3128 5.500% 01-Oct-2055, 5.50%, 10/01/55 FN 3140W3PN3 - 46,068,180 $47,182,623 $47,182,623 0.70 $46,943,324
FNMA 30yr Pool#FA4155 5.000% 01-Jan-2056, 5.00%, 01/01/56 FN 3140W4TM9 - 45,684,084 $45,658,096 $45,658,096 0.67 $45,442,365
FNMA 30yr Pool#FA3572 5.000% 01-Nov-2055, 5.00%, 11/01/55 FN 3140W36J3 - 45,474,342 $45,448,472 $45,448,472 0.67 $45,233,733
FNMA 30yr Pool#FA4202 5.000% 01-Jan-2056, 5.00%, 01/01/56 FN 3140W4U47 - 44,371,742 $44,296,274 $44,296,274 0.65 $44,086,741
FHLMC 30yr Pool#SD7343 5.500% 01-Jan-2055, 5.50%, 01/01/55 FR 3132DVEQ4 - 43,035,220 $43,999,457 $43,999,457 0.65 $43,775,913
FNMA 30yr Pool#CC1926 5.000% 01-Feb-2056, 5.00%, 02/01/56 FN 3140Y8D86 - 42,063,991 $42,055,537 $42,055,537 0.62 $41,856,902
FNMA 30yr Pool#FA3435 5.000% 01-Nov-2055, 5.00%, 11/01/55 FN 3140W3Y94 - 41,423,491 $41,399,926 $41,399,926 0.61 $41,204,315
FNMA 30yr Pool#FS9779 5.500% 01-Nov-2054, 5.50%, 11/01/54 FN 3140XR2M6 - 40,512,001 $41,258,652 $41,258,652 0.61 $41,048,215
FNMA 40yr Pool#BF0646 2.500% 01-Jun-2062, 2.50%, 06/01/62 FN 3140FXWG3 - 46,664,782 $38,677,096 $38,677,096 0.57 $38,566,915
UMBS TBA 30yr 5.5% June Delivery, 5.50%, 06/11/26 FNCL 01F052664 - 37,874,897 $37,997,233 $37,997,233 0.56 $37,997,233
FHLMC 30yr Pool#ZT2413 4.000% 01-Feb-2041, 4.00%, 02/01/41 FR 3132AEVE3 - 38,496,959 $37,339,121 $37,339,121 0.55 $37,193,688
FHLMC 30yr Pool#SL0046 6.000% 01-Jan-2055, 6.00%, 01/01/55 FR 31427MBQ3 - 34,875,596 $36,032,917 $36,032,917 0.53 $35,835,289
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA2 M2 7.3621% 25-FEB-2042, 7.36%, 02/25/42 STACR 2022-DNA2 35564KRN1 - 35,277,125 $36,000,239 $36,000,239 0.53 $35,928,096
New Residential Mortgage LLC 6.545% 25-MAR-2032, 6.54%, 03/25/32 NZES 2025-FHT 64832EAA7 - 35,532,498 $35,926,385 $35,926,385 0.53 $35,861,785
FHLMC 30yr Pool#SI2101 4.000% 01-Sep-2048, 4.00%, 09/01/48 FR 3133USKN0 - 37,532,038 $35,662,447 $35,662,447 0.53 $35,520,659
FNMA 40yr Pool#BF0598 2.500% 01-Mar-2062, 2.50%, 03/01/62 FN 3140FXUY6 - 42,703,646 $35,397,328 $35,397,328 0.52 $35,296,499
FHLMC 30yr Pool#SL4452 5.000% 01-Mar-2056, 5.00%, 03/01/56 FR 31427R5N6 - 35,222,181 $35,202,144 $35,202,144 0.52 $35,035,817
FHLMC 30yr Pool#SL0938 4.000% 01-Jul-2050, 4.00%, 07/01/50 FR 31427NBG3 - 36,465,753 $35,138,158 $35,138,158 0.52 $35,000,399
FHLMC 30yr Pool#RJ2205 5.500% 01-Aug-2054, 5.50%, 08/01/54 FR 3142GSNX2 - 34,315,865 $35,106,268 $35,106,268 0.52 $34,928,016
FNMA 30yr Pool#CC2016 5.500% 01-Feb-2056, 5.50%, 02/01/56 FN 3140Y8G26 - 33,683,473 $34,502,060 $34,502,060 0.51 $34,327,093
FNMA 30yr Pool#FA0576 5.500% 01-Jan-2055, 5.50%, 01/01/55 FN 3140W0UA1 - 33,283,414 $34,066,456 $34,066,456 0.50 $33,893,567
FHLMC 30yr Pool#SL1632 4.000% 01-Nov-2053, 4.00%, 11/01/53 FR 31427NY60 - 35,971,989 $34,061,088 $34,061,088 0.50 $33,925,193
FNMA 30yr Pool#FA1951 6.000% 01-Jun-2055, 6.00%, 06/01/55 FN 3140W2EZ0 - 32,237,890 $33,318,987 $33,318,987 0.49 $33,136,306
FNMA 30yr Pool#FA3191 5.500% 01-Oct-2055, 5.50%, 10/01/55 FN 3140W3RM3 - 31,318,019 $32,037,675 $32,037,675 0.47 $31,874,996
FNMA 30yr Pool#FA1557 6.000% 01-May-2055, 6.00%, 05/01/55 FN 3140W1WT6 - 30,279,959 $31,284,777 $31,284,777 0.46 $31,113,190
FNMA 30yr Pool#FA4849 5.000% 01-Feb-2056, 5.00%, 02/01/56 FN 3140W5L77 - 31,067,233 $31,049,560 $31,049,560 0.46 $30,902,854
FNMA 30yr Pool#FA3682 5.500% 01-Feb-2055, 5.50%, 02/01/55 FN 3140W4CU9 - 30,234,507 $30,945,824 $30,945,824 0.46 $30,788,773
FNMA 30yr Pool#FA1560 5.500% 01-Apr-2055, 5.50%, 04/01/55 FN 3140W1WW9 - 28,946,771 $29,639,409 $29,639,409 0.44 $29,489,046
FHLMC 30yr Pool#SL0238 5.000% 01-May-2054, 5.00%, 05/01/54 FR 31427MHQ7 - 29,390,019 $29,254,984 $29,254,984 0.43 $29,116,198
FNMA 30yr Pool#CC1930 5.000% 01-Feb-2056, 5.00%, 02/01/56 FN 3140Y8EC6 - 29,090,614 $29,041,137 $29,041,137 0.43 $28,903,764
FNMA 40yr Pool#BF0698 3.500% 01-Dec-2062, 3.50%, 12/01/62 FN 3140FXX49 - 31,500,919 $28,404,791 $28,404,791 0.42 $28,300,663
FNMA 30yr Pool#FA4117 4.500% 01-Sep-2051, 4.50%, 09/01/51 FN 3140W4SF5 - 28,508,638 $27,954,127 $27,954,127 0.41 $27,832,965
FHLMC 30yr Pool#SL1291 4.000% 01-Nov-2054, 4.00%, 11/01/54 FR 31427NNH8 - 29,517,199 $27,949,189 $27,949,189 0.41 $27,837,679
FHLMC 30yr Pool#SL2558 6.000% 01-Aug-2055, 6.00%, 08/01/55 FR 31427PZY3 - 26,838,840 $27,875,651 $27,875,651 0.41 $27,723,564
FNMA 30yr Pool#FA3105 6.000% 01-May-2055, 6.00%, 05/01/55 FN 3140W3NX3 - 26,814,946 $27,734,096 $27,734,096 0.41 $27,582,144
FNMA 30yr Pool#FA1798 4.000% 01-Aug-2052, 4.00%, 08/01/52 FN 3140W17L1 - 28,272,622 $26,777,347 $26,777,347 0.40 $26,670,539
FNMA 30yr Pool#FS9788 5.500% 01-Nov-2054, 5.50%, 11/01/54 FN 3140XR2W4 - 25,326,642 $25,694,806 $25,694,806 0.38 $25,563,248
FHLMC 30yr Pool#SL4437 6.000% 01-Sep-2054, 6.00%, 09/01/54 FR 31427R4X5 - 24,242,625 $25,331,231 $25,331,231 0.37 $25,193,856
NRM MSR-Collateralized Notes, Series 2024-FNT1 A 7.398% 25-NOV-2029, 7.40%, 11/25/31 NZES 2024-FNT1 62956YAA7 - 24,042,338 $24,314,290 $24,314,290 0.36 $24,264,883
FNMA 30yr Pool#FA3714 5.000% 01-Nov-2055, 5.00%, 11/01/55 FN 3140W4DU8 - 24,255,974 $24,255,679 $24,255,679 0.36 $24,141,137
FHLMC 30yr Pool#SD3271 5.500% 01-Jun-2053, 5.50%, 06/01/53 FR 3132DQT48 - 23,332,401 $23,878,870 $23,878,870 0.35 $23,757,672
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2025-HQA1 M2 5.2621% 25-FEB-2045, 5.26%, 02/25/45 STACR 2025-HQA1 35564NHA4 - 23,060,148 $23,105,096 $23,105,096 0.34 $23,071,389
FNMA 30yr Pool#FA4386 5.500% 01-Jan-2056, 5.50%, 01/01/56 FN 3140W42U0 - 21,484,667 $22,015,870 $22,015,870 0.33 $21,904,269
Rithm Capital Corp. 8.5% 01-JUN-2031, 8.50%, 06/01/31 RITM 64828TAD4 - 21,732,000 $21,735,628 $21,735,628 0.32 $21,627,873
FNMA 30yr Pool#CC1195 5.000% 01-Oct-2055, 5.00%, 10/01/55 FN 3140Y7KH0 - 21,438,078 $21,425,883 $21,425,883 0.32 $21,324,647
FNMA 30yr Pool#FM7840 4.000% 01-Apr-2050, 4.00%, 04/01/50 FN 3140XBWA4 - 22,174,592 $21,039,270 $21,039,270 0.31 $20,955,499
PRET 2025-RPL3 Trust A1 4.15% 25-APR-2065, 4.15%, 04/25/65 PRET 2025-RPL3 69382RAA1 - 21,545,853 $21,038,137 $21,038,137 0.31 $20,953,690
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-DNA6 B2 11.1121% 25-OCT-2041, 11.11%, 10/25/41 STACR 2021-DNA6 35564KLV9 - 19,937,000 $20,696,324 $20,696,324 0.31 $20,438,651
FNMA 30yr Pool#FS4781 4.000% 01-Oct-2051, 4.00%, 10/01/51 FN 3140XLJ33 - 21,626,343 $20,519,090 $20,519,090 0.30 $20,437,391
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA5 M2 10.3621% 25-JUN-2042, 10.36%, 06/25/42 STACR 2022-DNA5 35564KYW3 - 19,321,656 $20,485,467 $20,485,467 0.30 $20,429,853
FNMA 30yr Pool#FS7225 4.000% 01-Aug-2051, 4.00%, 08/01/51 FN 3140XPA33 - 21,548,996 $20,475,571 $20,475,571 0.30 $20,394,164
RCKT Mortgage Trust 2026-CES2 A3 5.255% 25-FEB-2056, 5.25%, 02/25/56 RCKT 2026-CES2 74940EAD9 - 20,600,000 $20,391,159 $20,391,159 0.30 $20,288,920
FNMA 30yr Pool#FA1128 6.500% 01-Aug-2054, 6.50%, 08/01/54 FN 3140W1HE6 - 19,420,743 $20,372,019 $20,372,019 0.30 $20,252,797
FHLMC 30yr Pool#SD5061 5.500% 01-Mar-2054, 5.50%, 03/01/54 FR 3132DSTS1 - 19,853,111 $20,343,975 $20,343,975 0.30 $20,240,849
FNMA 30yr Pool#FA5284 5.500% 01-Apr-2056, 5.50%, 04/01/56 FN 3140W52S2 - 19,545,413 $19,872,157 $19,872,157 0.29 $19,770,629
FNMA 30yr Pool#FA1129 6.500% 01-Jun-2054, 6.50%, 06/01/54 FN 3140W1HF3 - 18,878,499 $19,832,375 $19,832,375 0.29 $19,716,482
FNMA 30yr Pool#CB7112 5.500% 01-Sep-2053, 5.50%, 09/01/53 FN 3140QS3W9 - 19,359,978 $19,802,219 $19,802,219 0.29 $19,701,655
FNMA 40yr Pool#BF0226 3.500% 01-Jan-2058, 3.50%, 01/01/58 FN 3140FXHC9 - 21,296,774 $19,547,835 $19,547,835 0.29 $19,477,437
Finance of America Structured Securities Trust, 2025-S1 A1 3.5% 25-FEB-2075, 3.50%, 02/25/75 FASST 2025-S1 31741BAB0 - 20,029,990 $19,504,031 $19,504,031 0.29 $19,484,557
FHLMC 30yr Pool#SD6989 5.500% 01-Nov-2054, 5.50%, 11/01/54 FR 3132DUXS1 - 19,052,134 $19,329,088 $19,329,088 0.29 $19,230,123
FNMA 30yr Pool#FS6382 4.000% 01-Aug-2051, 4.00%, 08/01/51 FN 3140XNCU6 - 20,284,914 $19,274,457 $19,274,457 0.28 $19,197,825
FNMA 40yr Pool#BF0807 3.500% 01-Apr-2064, 3.50%, 04/01/64 FN 3140FX3R1 - 20,839,381 $18,789,539 $18,789,539 0.28 $18,720,653
FINANCE OF AMERICA STRUC 3.28125% 74, 3.50%, 04/25/74 FASST 2024-S3 31739WAB8 - 19,044,809 $18,718,460 $18,718,460 0.28 $18,699,944
FNMA 40yr Pool#BF0713 4.000% 01-Mar-2063, 4.00%, 03/01/63 FN 3140FXYK2 - 19,673,136 $18,519,387 $18,519,387 0.27 $18,445,067
FNMA 30yr Pool#FS5028 4.000% 01-Oct-2051, 4.00%, 10/01/51 FN 3140XLSS8 - 19,124,027 $18,144,892 $18,144,892 0.27 $18,072,645
FHLMC 30yr Pool#SL0850 4.000% 01-Jul-2049, 4.00%, 07/01/49 FR 31427M5L1 - 18,597,315 $18,012,985 $18,012,985 0.27 $17,942,728
FNMA 30yr Pool#FA1549 5.500% 01-May-2055, 5.50%, 05/01/55 FN 3140W1WK5 - 17,528,545 $17,938,106 $17,938,106 0.27 $17,847,055
FHLMC 30yr Pool#QJ9063 5.000% 01-Nov-2054, 5.00%, 11/01/54 FR 3133D1B81 - 17,868,568 $17,768,539 $17,768,539 0.26 $17,684,160
FNMA 30yr Pool#FS2863 4.000% 01-Sep-2052, 4.00%, 09/01/52 FN 3140XJFD0 - 18,528,882 $17,546,039 $17,546,039 0.26 $17,476,041
SALUDA GRADE ALTERNATIVE M 5.749% 31, 5.75%, 03/25/31 GRADE 2026-RTL7 79584UAA9 - 17,370,000 $17,335,707 $17,335,707 0.26 $17,158,178
RCKT MOR 2025-CES9 FLT 2055 A1B, 5.00%, 09/25/55 RCKT 2025-CES9 74942JAB0 - 17,255,406 $17,126,149 $17,126,149 0.25 $17,044,714
FHLMC 30yr Pool#QY8779 6.000% 01-Jul-2055, 6.00%, 07/01/55 FR 31426TXH5 - 16,032,808 $16,657,429 $16,657,429 0.25 $16,566,576
FNMA 30yr Pool#FA1358 4.500% 01-May-2050, 4.50%, 05/01/50 FN 3140W1QL0 - 16,289,931 $15,914,949 $15,914,949 0.24 $15,845,716
SALUDA GR ALT MTG TR 2025-LOC5 A1B, 5.38%, 10/25/55 GRADE 2025-LOC5 79581XAC2 - 15,693,000 $15,811,125 $15,811,125 0.23 $15,785,307
Connecticut Avenue Securities Trust 2022-R02 2B2 11.2621% 25-JAN-2042, 11.26%, 01/25/42 CAS 2022-R02 20754BAJ0 - 15,054,500 $15,677,327 $15,677,327 0.23 $15,630,231
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA4 M2 8.89516% 25-MAY-2042, 8.86%, 05/25/42 STACR 2022-DNA4 35564KXA2 - 15,050,000 $15,663,643 $15,663,643 0.23 $15,626,594
Vontive Mortgage Trust 2025-RTL1 A1 6.507% 25-MAR-2030, 6.51%, 03/25/30 VNTV 2025-RTL1 928884AA3 - 15,444,000 $15,612,228 $15,612,228 0.23 $15,584,313
FNMA 40yr Pool#BF0806 3.500% 01-Apr-2064, 3.50%, 04/01/64 FN 3140FX3Q3 - 17,178,433 $15,540,195 $15,540,195 0.23 $15,483,411
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 $15,366,625 $15,366,625 0.23 $15,259,717
FNMA 40yr Pool#BF0801 2.500% 01-Apr-2064, 2.50%, 04/01/64 FN 3140FX3K6 - 18,391,703 $15,223,503 $15,223,503 0.23 $15,180,078
FHLMC 30yr Pool#SD0985 4.500% 01-Oct-2050, 4.50%, 10/01/50 FR 3132DNCW1 - 15,517,855 $15,216,024 $15,216,024 0.22 $15,150,073
JW Commercial Mortgage Trust 2026-MRCO A 5.15% 15-JUN-2039, 5.15%, 06/15/39 JW 2026-MRCO 481948AA5 - 15,000,000 $15,080,034 $15,080,034 0.22 $15,034,972
FNMA 30yr Pool#DA1525 6.000% 01-Oct-2053, 6.00%, 10/01/53 FN 3140A1VT1 - 14,447,910 $14,963,677 $14,963,677 0.22 $14,881,805
Saluda Grade Alternative Mortgage Trust 2026-HB1 A1B 5.13432% 25-APR-2056, 5.13%, 04/25/56 GRADE 2026-HB1 795939AC1 - 14,873,475 $14,927,719 $14,927,719 0.22 $14,904,385
FHLMC 30yr Pool#QH3192 6.000% 01-Oct-2053, 6.00%, 10/01/53 FR 3133CFRM3 - 14,405,725 $14,896,108 $14,896,108 0.22 $14,814,475
FNMA 30yr Pool#FM4738 4.000% 01-Sep-2050, 4.00%, 09/01/50 FN 3140X8HQ3 - 15,208,509 $14,408,537 $14,408,537 0.21 $14,351,083
FNMA 30yr Pool#FS9116 6.000% 01-Sep-2054, 6.00%, 09/01/54 FN 3140XRDW2 - 13,812,880 $14,271,251 $14,271,251 0.21 $14,192,978
PRET 2025-RPL1 Trust A1 4.0% 25-JUL-2069, 4.00%, 07/25/69 PRET 2025-RPL1 69392FAA5 - 14,716,904 $14,157,136 $14,157,136 0.21 $14,101,539
RCKT Mortgage Trust 2026-CES2 A2 5.055% 25-FEB-2056, 5.05%, 02/25/56 RCKT 2026-CES2 74940EAC1 - 14,268,000 $14,095,279 $14,095,279 0.21 $14,027,161
BMP Commercial Mortgage Trust 2024-MF23 A 4.99903% 15-JUN-2041, 5.00%, 06/15/41 BMP 2024-MF23 05593JAA8 - 14,000,000 $14,047,392 $14,047,392 0.21 $14,006,567
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-HQA3 M2 5.7121% 25-SEP-2041, 5.71%, 09/25/41 STACR 2021-HQA3 35564KJP5 - 13,964,288 $14,026,804 $14,026,804 0.21 $14,004,647
Galaxy XXVI CLO Ltd., 6.41%, 07/31/26 GLXYT 2025-1 362922AA4 - 13,822,030 $13,974,634 $13,974,634 0.21 $13,895,924
FHLMC 30yr Pool#SL3988 5.000% 01-Jan-2056, 5.00%, 01/01/56 FR 31427RNE6 - 13,612,624 $13,604,880 $13,604,880 0.20 $13,540,598
FHLMC 30yr Pool#SD6178 4.500% 01-Jan-2051, 4.50%, 01/01/51 FR 3132DT2K5 - 13,878,026 $13,558,564 $13,558,564 0.20 $13,499,582
FNMA 30yr Pool#FA3563 5.500% 01-Nov-2055, 5.50%, 11/01/55 FN 3140W35Z8 - 13,106,870 $13,430,934 $13,430,934 0.20 $13,362,852
FINANCE OF AMER STR TR 2024-S2 A1, 3.50%, 04/25/74 FASST 2024-S2 31739VAA2 - 13,418,861 $13,248,465 $13,248,465 0.20 $13,235,419
GS Mortgage-Backed Securities Trust 2025-RPL3 A1 4.1% 25-JUL-2065, 4.10%, 07/25/65 GSMBS 2025-RPL3 362963AA8 - 13,421,731 $13,075,638 $13,075,638 0.19 $13,023,666
FNMA 30yr Pool#CC0097 5.500% 01-Mar-2055, 5.50%, 03/01/55 FN 3140Y6DB3 - 12,752,790 $13,062,713 $13,062,713 0.19 $12,996,469
FHLMC 30yr Pool#SL4976 5.000% 01-Apr-2056, 5.00%, 04/01/56 FR 31427SQ68 - 13,088,604 $12,994,885 $12,994,885 0.19 $12,933,078
FHLMC 30yr Pool#SD5963 6.000% 01-Jul-2054, 6.00%, 07/01/54 FR 3132DTTU4 - 12,576,267 $12,993,602 $12,993,602 0.19 $12,922,336
FHLMC 30yr Pool#SL4658 5.000% 01-Jan-2056, 5.00%, 01/01/56 FR 31427SE87 - 12,963,036 $12,865,195 $12,865,195 0.19 $12,803,981
PRPM 2025-RCF3 LLC 5.25% 55, 5.25%, 07/25/55 PRPM 2025-RCF3 69392PAA3 - 12,786,374 $12,811,628 $12,811,628 0.19 $12,748,229
Chase Mortgage Reference Notes, Series 2020-CL1 M1 5.9488% 25-OCT-2057, 5.95%, 10/25/57 CHASE 2020-CL1 46591HAG5 - 12,391,615 $12,811,516 $12,811,516 0.19 $12,791,040
FNMA 30yr Pool#FS8717 6.000% 01-Jul-2054, 6.00%, 07/01/54 FN 3140XQVK0 - 11,779,449 $12,170,341 $12,170,341 0.18 $12,103,591
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA2 B2 12.1121% 25-FEB-2042, 12.11%, 02/25/42 STACR 2022-DNA2 35564KSQ3 - 11,519,000 $12,128,822 $12,128,822 0.18 $12,090,067
PRET 2025-RPL5 TRUST FLTG 2070 A1, 4.15%, 01/25/70 PRET 2025-RPL5 69393AAA5 - 12,443,663 $12,085,953 $12,085,953 0.18 $12,037,180
Foundation Finance Trust 2025-2 B 4.94% 15-APR-2052, 4.94%, 04/15/52 FFIN 2025-2A 35042NAB1 - 12,031,458 $11,982,916 $11,982,916 0.18 $11,949,896
FNMA 40yr Pool#BF0731 2.500% 01-Jun-2063, 2.50%, 06/01/63 FN 3140FXY55 - 14,406,102 $11,932,314 $11,932,314 0.18 $11,898,299
FHLMC 30yr Pool#QG6755 5.500% 01-Jun-2053, 5.50%, 06/01/53 FR 3133C7QG5 - 11,602,490 $11,874,233 $11,874,233 0.18 $11,813,964
Connecticut Avenue Securities Trust 2023-R06 1B1 7.5121% 25-JUL-2043, 7.51%, 07/25/43 CAS 2023-R06 20754EAF2 - 11,170,460 $11,706,912 $11,706,912 0.17 $11,683,603
FHLMC 30yr Pool#SD6558 6.000% 01-Sep-2054, 6.00%, 09/01/54 FR 3132DUJB4 - 11,294,996 $11,669,812 $11,669,812 0.17 $11,605,807
FNMA 30yr Pool#FS7541 4.000% 01-Jun-2052, 4.00%, 06/01/52 FN 3140XPLX5 - 12,253,256 $11,625,899 $11,625,899 0.17 $11,579,609
FNMA 30yr Pool#DE6043 6.000% 01-Aug-2055, 6.00%, 08/01/55 FN 3140BJWD5 - 11,251,924 $11,625,310 $11,625,310 0.17 $11,561,550
Connecticut Avenue Securities Trust 2022-R06 1B2 14.2121% 25-MAY-2042, 14.21%, 05/25/42 CAS 2022-R06 20754NAR6 - 10,436,475 $11,356,815 $11,356,815 0.17 $11,315,614
TOWD POINT MORTGAGE TRUST 2025 0% 65, 4.97%, 09/25/65 TPMT 2025-FIX1 89183MAA1 - 11,139,278 $11,123,909 $11,123,909 0.16 $11,071,643
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 $10,896,409 $10,896,409 0.16 $10,871,917
Connecticut Avenue Securities Trust 2022-R04 1B2 13.1121% 25-MAR-2042, 13.11%, 03/25/42 CAS 2022-R04 20753YAL6 - 10,118,401 $10,788,671 $10,788,671 0.16 $10,751,817
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA7 M2 10.64516% 25-SEP-2042, 10.61%, 03/25/52 STACR 2022-DNA7 35564KL72 - 10,000,000 $10,767,082 $10,767,082 0.16 $10,737,604
FNMA 30yr Pool#DE1157 6.000% 01-Jun-2055, 6.00%, 06/01/55 FN 3140BDJB7 - 10,390,397 $10,735,194 $10,735,194 0.16 $10,676,315
METRONET INFRASTRUCTURE ISSU 5.4% 55, 5.40%, 08/20/55 MNET 2025-2A 59170JAX6 - 10,600,000 $10,662,351 $10,662,351 0.16 $10,638,501
Vista Point Securitization Trust 2025-CES2 A1 5.601% 25-AUG-2055, 5.60%, 08/25/55 VSTA 2025-CES2 92842UAA0 - 10,574,356 $10,642,774 $10,642,774 0.16 $10,586,838
TOWD PT MTG TR 2025-FIX2 FLTG A1, 5.25%, 10/25/65 TPMT 2025-FIX2 89183RAA0 - 10,517,897 $10,530,586 $10,530,586 0.16 $10,478,445
FNMA 40yr Pool#BF0783 3.500% 01-Dec-2063, 3.50%, 12/01/63 FN 3140FX2R2 - 11,675,642 $10,527,181 $10,527,181 0.16 $10,488,586
Homeward Opportunities Fund Trust 2025-RRTL1 A1 5.476% 25-MAR-2040, 5.48%, 03/25/40 HOF 2025-RRTL1 437919AA1 - 10,475,000 $10,498,623 $10,498,623 0.16 $10,482,690
FIGRE TRUST 2025-HE4 FLTG 2055 C, 5.71%, 07/25/55 FIGRE 2025-HE4 31684PAC6 - 10,419,741 $10,446,337 $10,446,337 0.15 $10,390,155
FNMA 30yr Pool#CC1844 5.500% 01-Jan-2056, 5.50%, 01/01/56 FN 3140Y8BN5 - 10,154,833 $10,401,620 $10,401,620 0.15 $10,348,871
FNMA 30yr Pool#FA0470 6.000% 01-Jan-2055, 6.00%, 01/01/55 FN 3140W0QY4 - 10,054,066 $10,387,703 $10,387,703 0.15 $10,330,730
FHLMC 30yr Pool#QH3306 6.000% 01-Oct-2053, 6.00%, 10/01/53 FR 3133CFU72 - 9,899,914 $10,300,212 $10,300,212 0.15 $10,244,112
FNMA 30yr Pool#FS9909 5.000% 01-Nov-2054, 5.00%, 11/01/54 FN 3140XSAK9 - 10,060,319 $10,054,596 $10,054,596 0.15 $10,007,089
FNMA 30yr Pool#FA4709 5.500% 01-Jul-2055, 5.50%, 07/01/55 FN 3140W5GT5 - 9,760,953 $10,002,291 $10,002,291 0.15 $9,951,588
LHOME Mortgage Trust 2024-RTL3 A1 6.9% 25-MAY-2029, 6.90%, 05/25/29 LHOME 2024-RTL3 50205GAA0 - 9,960,000 $10,001,725 $10,001,725 0.15 $9,982,635
FNMA 30yr Pool#FS6236 6.500% 01-Nov-2053, 6.50%, 11/01/53 FN 3140XM4W3 - 9,473,635 $9,950,734 $9,950,734 0.15 $9,892,577
FNMA 30yr Pool#BX0421 5.500% 01-Nov-2052, 5.50%, 11/01/52 FN 3140N4PF8 - 9,596,226 $9,814,411 $9,814,411 0.15 $9,764,564
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA6 M2 9.3621% 25-SEP-2042, 9.36%, 09/25/42 STACR 2022-DNA6 35564KH77 - 9,166,000 $9,728,970 $9,728,970 0.14 $9,705,134
FNMA 30yr Pool#FS6662 4.000% 01-Oct-2051, 4.00%, 10/01/51 FN 3140XNML5 - 10,090,129 $9,573,522 $9,573,522 0.14 $9,535,404
FHLMC 30yr Pool#SD5224 6.000% 01-Mar-2054, 6.00%, 03/01/54 FR 3132DSYV8 - 9,207,457 $9,513,000 $9,513,000 0.14 $9,460,824
FHLMC 30yr Pool#QH4373 6.000% 01-Nov-2053, 6.00%, 11/01/53 FR 3133CG2E6 - 9,108,478 $9,418,538 $9,418,538 0.14 $9,366,923
SALUDA GRADE ALTERNATIVE MORT A2, 6.75%, 03/25/31 GRADE 2026-RTL7 79584UAB7 - 9,418,000 $9,357,922 $9,357,922 0.14 $9,297,900
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 $9,355,500 $9,355,500 0.14 $9,310,359
Structured Agency Credit Risk (STACR) Debt Notes, Series 2022-HQA1 B2 14.6121% 25-MAR-2042, 14.61%, 03/25/42 STACR 2022-HQA1 35564KUL1 - 8,677,740 $9,353,556 $9,353,556 0.14 $9,318,334
LHOME Mortgage Trust 2024-RTL5 A2 5.751% 25-SEP-2039, 5.75%, 09/25/39 LHOME 2024-RTL5 50205WAB3 - 9,325,000 $9,347,295 $9,347,295 0.14 $9,332,398
Rithm Capital Corp. 8.0% 01-APR-2029, 8.00%, 04/01/29 RITM 64828TAB8 - 9,213,000 $9,344,204 $9,344,204 0.14 $9,213,175
CONNECTICUT AVENUE SECUR 5.95001% 45, 5.21%, 07/25/45 CAS 2025-R05 20753CAC4 - 9,254,000 $9,282,190 $9,282,190 0.14 $9,268,792
FNMA 30yr Pool#FS2144 3.500% 01-Jun-2052, 3.50%, 06/01/52 FN 3140XHL21 - 9,815,129 $9,052,809 $9,052,809 0.13 $9,020,364
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 $8,882,032 $8,882,032 0.13 $8,858,187
FNMA 30yr Pool#FS7117 6.500% 01-Feb-2054, 6.50%, 02/01/54 FN 3140XN4B7 - 8,282,381 $8,699,487 $8,699,487 0.13 $8,648,643
Freddie Mac Multiclass Certificates, Series 5164 FA 3.89516% 25-NOV-2051, 3.86%, 11/25/51 FHR 5164 3137H3PY2 - 9,341,431 $8,492,803 $8,492,803 0.13 $8,482,781
Connecticut Avenue Securities Trust 2022-R01 1B2 9.6121% 25-DEC-2041, 9.61%, 12/25/41 CAS 2022-R01 20754LAJ8 - 8,116,382 $8,339,667 $8,339,667 0.12 $8,317,996
Brean Asset Backed Securities Trust 2024-RM8 A1 4.5% 25-MAY-2064, 4.50%, 05/25/64 BABS 2024-RM8 10637YAA3 - 8,375,081 $8,247,412 $8,247,412 0.12 $8,236,943
FHLMC 30yr Pool#QZ7683 5.500% 01-Nov-2055, 5.50%, 11/01/55 FR 31427HRD6 - 8,086,861 $8,206,863 $8,206,863 0.12 $8,164,857
FIGRE TRUST 2025 HE4 FLTG 2055 B, 5.61%, 07/25/55 FIGRE 2025-HE4 31684PAB8 - 8,067,084 $8,082,097 $8,082,097 0.12 $8,039,370
FHLMC 30yr Pool#SD7417 5.500% 01-Jan-2055, 5.50%, 01/01/55 FR 3132DVG25 - 7,848,495 $8,033,144 $8,033,144 0.12 $7,992,375
FNMA 30yr Pool#DA0026 6.000% 01-Sep-2053, 6.00%, 09/01/53 FN 3140A0A41 - 7,719,367 $7,994,936 $7,994,936 0.12 $7,951,192
FNMA 30yr Pool#DH1175 5.500% 01-May-2056, 5.50%, 05/01/56 FN 3140UGJV5 - 7,849,035 $7,933,743 $7,933,743 0.12 $7,892,972
PRPM 2025-RPL4 A1, 3.00%, 05/25/55 PRPM 2025-RPL4 74448NAA2 - 8,035,839 $7,709,744 $7,709,744 0.11 $7,686,976
FHLMC 30yr Pool#QH1500 6.000% 01-Sep-2053, 6.00%, 09/01/53 FR 3133CDUZ5 - 7,408,994 $7,708,573 $7,708,573 0.11 $7,666,588
FHLMC 30yr Pool#QY9874 6.000% 01-Aug-2055, 6.00%, 08/01/55 FR 31426U6L3 - 7,447,689 $7,694,835 $7,694,835 0.11 $7,652,631
Fannie Mae REMIC Trust 2022-65 FB 4.4121% 25-SEP-2052, 4.41%, 09/25/52 FNR 2022-65 3136BPCQ2 - 7,688,771 $7,634,638 $7,634,638 0.11 $7,625,215
Connecticut Avenue Securities Trust 2025-R01 1M2 5.1121% 25-JAN-2045, 5.11%, 01/25/45 CAS 2025-R01 20755JAC7 - 7,585,000 $7,609,637 $7,609,637 0.11 $7,598,866
Acacia 2025-1 A 5.24% 15-NOV-2037, 5.24%, 11/15/37 ACACIA 2025-1 00401PAA7 - 7,539,151 $7,569,742 $7,569,742 0.11 $7,547,795
Alterna Funding III A 6.26% 15-MAY-2039, 6.26%, 05/16/39 TAX 2024-1A 02157JAA3 - 7,526,478 $7,566,928 $7,566,928 0.11 $7,540,753
SALUDA GR ALT MTG TR 25 RRTL1 A1, 5.32%, 10/25/40 GRADE 2025-RRTL1 79582NAA7 - 7,388,000 $7,401,706 $7,401,706 0.11 $7,364,585
RCKT Mortgage Trust 2024-CES9 A1B 5.683% 25-DEC-2044, 5.68%, 12/25/44 RCKT 2024-CES9 749426AB8 - 7,312,875 $7,362,364 $7,362,364 0.11 $7,323,113
FNMA 30yr Pool#FA1613 5.000% 01-Apr-2055, 5.00%, 04/01/55 FN 3140W1YK3 - 7,350,214 $7,346,033 $7,346,033 0.11 $7,311,323
Reneu Redi Q-1 Trust 2026-RTL1|5.892|06/25/2041, 5.89%, 06/25/41 RENEU 2026-RTL1 759964AA7 - 7,339,000 $7,342,598 $7,342,598 0.11 $7,338,995
RCKT MORTGAGE TRUST 2026-CES4 0% 56, 5.59%, 04/25/56 RCKT 2026-CES4 74940CAD3 - 7,331,000 $7,342,062 $7,342,062 0.11 $7,303,337
COOPR Residential Mortgage Trust 2025-CES3 A1A 4.84% 25-SEP-2060, 4.84%, 09/25/60 COOPR 2025-CES3 216926AA3 - 7,216,101 $7,178,596 $7,178,596 0.11 $7,145,611
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 $7,166,078 $7,166,078 0.11 $7,147,940
COOPR Residential Mortgage Trust 2026-CES1 A1B 4.996% 25-FEB-2061, 5.00%, 01/01/61 COOPR 2026-CES1 21689GAB4 - 7,122,570 $7,066,541 $7,066,541 0.10 $7,032,933
Switch ABS Issuer, Series 2026-1 A2I_2601 5.609% 25-MAR-2056, 5.61%, 03/27/56 SWTCH 2026-1A 871044BA0 - 7,006,000 $7,052,726 $7,052,726 0.10 $7,041,810
RCKT Mortgage Trust 2025-CES7 A1B 5.478% 25-JUL-2055, 5.48%, 07/25/55 RCKT 2025-CES7 74943AAB8 - 6,975,596 $6,992,687 $6,992,687 0.10 $6,956,598
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 $6,934,314 $6,934,314 0.10 $6,899,460
FHLMC 30yr Pool#QG3912 5.500% 01-Jun-2053, 5.50%, 06/01/53 FR 3133C4KZ6 - 6,805,030 $6,925,522 $6,925,522 0.10 $6,890,174
LHOME Mortgage Trust 2024-RTL4 A2 6.092% 25-JUL-2039, 6.09%, 07/25/39 LHOME 2024-RTL4 50205PAB8 - 6,870,000 $6,891,645 $6,891,645 0.10 $6,880,019
FHLMC 30yr Pool#QX0520 5.500% 01-Dec-2054, 5.50%, 12/01/54 FR 31425USJ5 - 6,792,101 $6,890,836 $6,890,836 0.10 $6,855,554
PRPM 2025-RCF3, LLC, 5.77%, 08/25/28 PRPM 2025-6 69395KAA1 - 6,740,560 $6,779,366 $6,779,366 0.10 $6,742,608
FIGRE TRUST 2025-HE6 FLTG 2055 C, 5.25%, 09/25/55 FIGRE 2025-HE6 31684NAC1 - 6,671,358 $6,625,077 $6,625,077 0.10 $6,592,030
Mello Mortgage Capital Acceptance 2024-SD1 A1 4.0% 25-APR-2054, 4.00%, 04/25/54 MELLO 58550DAA1 - 6,693,814 $6,601,830 $6,601,830 0.10 $6,594,393
ACHM Trust 2024-HE1 A 6.55% 25-MAY-2039, 6.55%, 05/25/39 ACHM 2024-HE1 00449TAA3 - 6,438,079 $6,577,291 $6,577,291 0.10 $6,565,578
RCKT MORTGAGE TRUST 2026-CES4 0% 56, 5.39%, 04/25/56 RCKT 2026-CES4 74940CAC5 - 6,516,000 $6,518,239 $6,518,239 0.10 $6,485,044
FNMA 30yr Pool#FA0339 5.500% 01-Jan-2055, 5.50%, 01/01/55 FN 3140W0LV5 - 6,334,868 $6,486,448 $6,486,448 0.10 $6,453,542
Meridian Arc Holdco LLC 6.25% 30-APR-2031, 6.25%, 04/30/31 MERIDI 58990CAA1 - 6,398,000 $6,463,771 $6,463,771 0.10 $6,418,229
FNMA 30yr Pool#DF2677 6.000% 01-Nov-2055, 6.00%, 11/01/55 FN 3140BS6P7 - 6,219,926 $6,428,293 $6,428,293 0.10 $6,393,046
FIGRE TRUST 2026-HE4 MB FLTG 56, 5.70%, 05/25/56 FIGRE 2026-HE4 31685MAE8 - 6,369,789 $6,367,875 $6,367,875 0.09 $6,333,566
FNMA 30yr Pool#FS4356 6.000% 01-May-2053, 6.00%, 05/01/53 FN 3140XKZW3 - 6,077,055 $6,278,718 $6,278,718 0.09 $6,244,281
FNA 9, Series 2026-1 A 5.509% 15-DEC-2038, 5.51%, 04/16/46 FNH 2026-1 34411JAA8 - 6,230,520 $6,254,353 $6,254,353 0.09 $6,235,284
Saluda Grade Alternative Mortgage Trust 2024-RTL5 A1 7.762% 25-APR-2030, 7.76%, 04/25/30 GRADE 2024-RTL5 A1 795935AA3 - 6,195,858 $6,240,118 $6,240,118 0.09 $6,194,698
Connecticut Avenue Securities Trust 2023-R03 2B1 9.9621% 25-APR-2043, 9.96%, 04/25/43 CAS 2023-R03 20753ACF9 - 5,626,000 $6,175,250 $6,175,250 0.09 $6,159,682
PRET 2025-RPL2 Trust A1 4.0% 25-FEB-2065, 4.00%, 08/25/64 PRET 2025-RPL2 69392LAA2 - 6,252,513 $6,155,180 $6,155,180 0.09 $6,131,560
FNMA 30yr Pool#DA1468 6.000% 01-Sep-2053, 6.00%, 09/01/53 FN 3140A1T23 - 5,868,880 $6,106,184 $6,106,184 0.09 $6,072,927
FHLMC 30yr Pool#QX9929 6.000% 01-Apr-2055, 6.00%, 04/01/55 FR 31426HA78 - 5,869,686 $6,062,614 $6,062,614 0.09 $6,029,353
HOMES 2026-INV1 Trust A1D 5.077% 25-AUG-2060, 5.08%, 08/25/60 HOMES 2026-INV1 43761FAD7 - 6,043,607 $6,061,731 $6,061,731 0.09 $6,005,621
FNMA 30yr Pool#FM4129 4.000% 01-Sep-2050, 4.00%, 09/01/50 FN 3140X7ST7 - 6,366,465 $6,040,507 $6,040,507 0.09 $6,016,455
FNMA 30yr Pool#DB4017 6.000% 01-May-2054, 6.00%, 05/01/54 FN 3140ADPB1 - 5,843,268 $6,037,173 $6,037,173 0.09 $6,004,061
RCKT MORTGAGE TRUST 2025 5.24863% 55, 5.25%, 08/25/55 RCKT 2025-CES8 74939WAB6 - 5,999,237 $5,986,175 $5,986,175 0.09 $5,956,437
Brean Asset Backed Securities Trust 2024-RM9 A1 5.0% 25-SEP-2064, 5.00%, 09/25/64 BABS 2024-RM9 10638DAA8 - 5,963,007 $5,929,328 $5,929,328 0.09 $5,921,046
FNMA 30yr Pool#FS7397 6.000% 01-Mar-2054, 6.00%, 03/01/54 FN 3140XPGF0 - 5,737,113 $5,927,495 $5,927,495 0.09 $5,894,984
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 - 5,888,293 $5,894,578 $5,894,578 0.09 $5,885,322
FNMA 30yr Pool#DE6050 6.000% 01-Aug-2055, 6.00%, 08/01/55 FN 3140BJWL7 - 5,636,952 $5,856,561 $5,856,561 0.09 $5,824,618
FIGRE TRUST 2025-HE6 FLTG 2055 B, 5.14%, 09/25/55 FIGRE 2025-HE6 31684NAB3 - 5,880,212 $5,847,080 $5,847,080 0.09 $5,818,512
FHLMC 30yr Pool#QH7040 6.000% 01-Dec-2053, 6.00%, 12/01/53 FR 3133CKZD3 - 5,653,858 $5,846,319 $5,846,319 0.09 $5,814,281
FHLMC 30yr Pool#SD5223 6.000% 01-Apr-2054, 6.00%, 04/01/54 FR 3132DSYU0 - 5,584,036 $5,769,338 $5,769,338 0.09 $5,737,695
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 $5,760,939 $5,760,939 0.09 $5,744,980
Connecticut Avenue Securities, Series 2021-R02 2B2 9.8121% 25-NOV-2041, 9.81%, 11/25/41 CAS 2021-R02 20754KAJ0 - 5,616,000 $5,752,013 $5,752,013 0.09 $5,736,706
FHLMC 30yr Pool#QH4638 6.000% 01-Nov-2053, 6.00%, 11/01/53 FR 3133CHEK7 - 5,546,623 $5,735,435 $5,735,435 0.08 $5,704,004
TVC Mortgage Trust 2025-RRTL1 A2 6.68% 25-APR-2040, 6.68%, 04/25/40 TVC 2025-RRTL1 900927AB0 - 5,597,000 $5,680,809 $5,680,809 0.08 $5,670,423
FNMA 30yr Pool#DE7796 6.000% 01-Aug-2055, 6.00%, 08/01/55 FN 3140BLUW0 - 5,470,283 $5,651,810 $5,651,810 0.08 $5,620,812
FNMA 30yr Pool#CA5386 4.500% 01-Mar-2050, 4.50%, 03/01/50 FN 3140QC6Y7 - 5,787,640 $5,643,649 $5,643,649 0.08 $5,619,052
PRPM 2025-RPL3 A1 3.25% 25-APR-2055, 3.25%, 04/25/55 PRPM 2025-RPL3 69392NAA8 - 5,813,645 $5,629,767 $5,629,767 0.08 $5,611,922
FHLMC 30yr Pool#QZ9111 5.500% 01-Nov-2055, 5.50%, 11/01/55 FR 31427KDR3 - 5,542,487 $5,624,733 $5,624,733 0.08 $5,595,943
SF ABS ISSUER 2025-1 0%55 A2, 5.38%, 11/25/55 SFARM 2025-1A 784193AA2 - 5,750,000 $5,568,026 $5,568,026 0.08 $5,559,438
FIGRE TRUST 2025-HE4 5.408% 55, 5.41%, 07/25/55 FIGRE 2025-HE4 31684PAA0 - 5,521,914 $5,534,403 $5,534,403 0.08 $5,506,199
RCKT Mortgage Trust 2024-CES1 A1B 6.325% 25-FEB-2044, 6.33%, 02/25/44 RCKT 2024-CES1 749424AB3 - 5,438,915 $5,488,049 $5,488,049 0.08 $5,455,559
Woodward Capital Manage MB FLTG 56, 5.66%, 05/25/56 RCKT 2026-CES5 74940FAD6 - 5,400,000 $5,433,194 $5,433,194 0.08 $5,404,312
MS RES MTG LN TR 2025-SPL1 A1, 4.25%, 02/25/65 MSRM 2025-SPL1 617946AA6 - 5,550,997 $5,424,759 $5,424,759 0.08 $5,402,478
FNMA 30yr Pool#FS1578 4.000% 01-Oct-2050, 4.00%, 10/01/50 FN 3140XGXG9 - 5,665,983 $5,388,355 $5,388,355 0.08 $5,366,951
FHLMC 30yr Pool#SD3813 6.000% 01-Jul-2053, 6.00%, 07/01/53 FR 3132E0GW6 - 5,170,379 $5,356,562 $5,356,562 0.08 $5,327,263
FNMA 30yr Pool#DD5556 6.000% 01-Mar-2055, 6.00%, 03/01/55 FN DD5556 MTGE 3140B6E68 - 5,180,895 $5,352,819 $5,352,819 0.08 $5,323,461
FIGRE Trust 2026-HE1 C 5.434% 25-JAN-2056, 5.43%, 01/25/56 FIGRE 2026-HE1 30249NAE7 - 5,361,135 $5,339,680 $5,339,680 0.08 $5,312,166
LHOME Mortgage Trust 2024-RTL2 A1 7.128% 25-MAR-2029, 7.13%, 03/25/29 LHOME 50205JAA4 - 5,293,684 $5,313,839 $5,313,839 0.08 $5,303,358
RCKT Mortgage Trust 2025-CES12 M1 5.65% 25-DEC-2055, 5.65%, 11/25/55 RCKT 2025-CES12 749349AE6 - 5,400,000 $5,308,706 $5,308,706 0.08 $5,305,316
FNMA 30yr Pool#FS0088 4.000% 01-Mar-2050, 4.00%, 03/01/50 FN 3140XFC25 - 5,563,980 $5,303,813 $5,303,813 0.08 $5,282,794
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2023-HQA3 M1 5.49516% 25-NOV-2043, 5.46%, 11/25/43 STACR 2023-HQA3 35564K3G2 - 5,223,932 $5,253,193 $5,253,193 0.08 $5,245,267
FHLMC 30yr Pool#SD3018 5.500% 01-May-2053, 5.50%, 05/01/53 FR 3132DQK70 - 5,069,150 $5,167,248 $5,167,248 0.08 $5,140,916
FNMA 30yr Pool#DB4019 6.000% 01-May-2054, 6.00%, 05/01/54 FN 3140ADPD7 - 4,911,191 $5,072,615 $5,072,615 0.07 $5,044,785
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 $5,066,937 $5,066,937 0.07 $5,049,220
RCKT Mortgage Trust 2025-CES8 B2A 7.28202% 25-AUG-2055, 7.28%, 08/25/55 RCKT 2025-CES8 74939WAS9 - 5,040,000 $4,995,413 $4,995,413 0.07 $4,930,166
FHLMC 30yr Pool#QJ9072 6.000% 01-Nov-2054, 6.00%, 11/01/54 FR 3133D1CH0 - 4,798,045 $4,957,264 $4,957,264 0.07 $4,930,076
JP Morgan Mortgage Trust 2026-CES1 A3 5.332% 25-JUN-2056, 5.33%, 06/25/56 JPMMT 2026-CES1 46660BAE9 - 5,000,000 $4,947,924 $4,947,924 0.07 $4,922,745
Arixa Mortgage Trust 2026-RTL1|6.051|05/25/2031, 6.05%, 05/25/31 ARIXA 2026-RTL1 04046CAA9 - 4,919,000 $4,927,223 $4,927,223 0.07 $4,921,435
PRPM 2025-5 0%30, 5.73%, 07/25/30 PRPM 2025-5 69392RAA9 - 4,906,590 $4,918,016 $4,918,016 0.07 $4,891,468
FHLMC 30yr Pool#QF9863 5.500% 01-Mar-2053, 5.50%, 03/01/53 FR 3133BX5Y3 - 4,769,392 $4,878,340 $4,878,340 0.07 $4,853,566
FHLMC 30yr Pool#TB3678 6.000% 01-May-2056, 6.00%, 05/01/56 FR 3142K5CQ4 - 4,719,241 $4,877,501 $4,877,501 0.07 $4,850,758
ABL 2024-RTL1 A2 7.457% 25-SEP-2029, 7.46%, 09/25/29 ABL 2024-RTL1 00092EAB4 - 4,840,000 $4,857,293 $4,857,293 0.07 $4,847,268
FNMA 30yr Pool#DC7015 5.500% 01-Dec-2054, 5.50%, 12/01/54 FN 3140AUYM9 - 4,779,859 $4,849,342 $4,849,342 0.07 $4,824,513
Saluda Grade Alternative Mortgage Trust 2024-RTL4 A2 7.5% 25-FEB-2030, 7.50%, 02/25/30 GRADE 2024-RTL4 79584CAB7 - - $4,834,528 $4,834,528 0.07 $0
FNMA 30yr Pool#DA5019 6.500% 01-Nov-2053, 6.50%, 11/01/53 FN 3140A5SH2 - 4,562,794 $4,814,958 $4,814,958 0.07 $4,786,948
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 $4,803,629 $4,803,629 0.07 $4,793,742
FNMA 30yr Pool#BX5986 5.500% 01-Mar-2053, 5.50%, 03/01/53 FN 3140NAUL5 - 4,687,098 $4,796,875 $4,796,875 0.07 $4,772,528
FNMA 30yr Pool#CA0706 4.000% 01-Nov-2047, 4.00%, 11/01/47 FN 3140Q7YC5 - 5,026,551 $4,788,122 $4,788,122 0.07 $4,769,133
Connecticut Avenue Securities Trust 2024-R01 1B1 6.3121% 25-JAN-2044, 6.31%, 01/25/44 CAS 2024-R01 20753UAF7 - 4,595,000 $4,738,363 $4,738,363 0.07 $4,730,306
Homeward Opportunities Fund Trust 2025-RRTL2 A1 5.237% 25-AUG-2040, 5.24%, 09/25/40 HOF 2025-RRTL2 437923AA3 - 4,682,000 $4,696,409 $4,696,409 0.07 $4,689,598
OCEANVIEW MORTGAGE TRUST 4.99888% 55, 4.51%, 12/25/55 BVINV 2025-4 67647DAU3 - 4,595,797 $4,596,602 $4,596,602 0.07 $4,590,841
Connecticut Avenue Securities Trust 2022-R07 1M2 8.2621% 25-JUN-2042, 8.30%, 06/25/42 CAS 2022-R07 20754MCB1 - 4,397,000 $4,592,379 $4,592,379 0.07 $4,552,866
Connecticut Avenue Securities Trust 2023-R05 1B1 8.3621% 25-JUN-2043, 8.36%, 06/25/43 CAS 2023-R05 207942AC7 - 4,312,000 $4,588,807 $4,588,807 0.07 $4,578,791
FNMA 30yr Pool#BY0337 6.500% 01-May-2053, 6.50%, 05/01/53 FN 3140NGLT5 - 4,368,311 $4,584,690 $4,584,690 0.07 $4,557,873
FNMA 30yr Pool#BX9326 5.500% 01-Mar-2053, 5.50%, 03/01/53 FN 3140NELG8 - 4,425,704 $4,526,801 $4,526,801 0.07 $4,503,811
FNMA 30yr Pool#DC5656 5.000% 01-Nov-2054, 5.00%, 11/01/54 FN 3140ATJA5 - 4,557,920 $4,522,594 $4,522,594 0.07 $4,501,070
Affirm Asset Securitization Trust 2025-X2 C 4.93% 15-OCT-2030, 4.93%, 10/15/30 AFFRM 2025-X2 00835DAC6 - 4,500,000 $4,512,872 $4,512,872 0.07 $4,500,547
FHLMC 30yr Pool#QZ1060 6.000% 01-Aug-2055, 6.00%, 08/01/55 FR 31426XFA1 - 4,352,663 $4,498,630 $4,498,630 0.07 $4,473,965
FHLMC 30yr Pool#QH4473 6.000% 01-Nov-2053, 6.00%, 11/01/53 FR 3133CG6J1 - 4,331,042 $4,478,474 $4,478,474 0.07 $4,453,932
FNMA 30yr Pool#DE9377 6.000% 01-Sep-2055, 6.00%, 09/01/55 FN 3140BNM39 - 4,256,474 $4,399,215 $4,399,215 0.07 $4,375,095
FHLMC 30yr Pool#RA1100 4.000% 01-Jul-2049, 4.00%, 07/01/49 FR 3133KGGH5 - 4,635,797 $4,398,448 $4,398,448 0.07 $4,380,935
FHLMC 30yr Pool#TB4408 6.000% 01-Jun-2056, 6.00%, 06/01/56 FR 3142K53S0 - 4,210,109 $4,349,818 $4,349,818 0.06 $4,325,961
PRPM 2025 RCF4 LLC 4.5% 55, 4.50%, 08/25/55 PRPM 2025-RCF4 69382WAA0 - 4,383,689 $4,335,738 $4,335,738 0.06 $4,317,107
FHLMC 30yr Pool#QH2259 6.000% 01-Sep-2053, 6.00%, 09/01/53 FR 3133CEQL9 - 4,182,363 $4,331,666 $4,331,666 0.06 $4,307,966
Woodward Capital Manage MB FLTG 56, 6.06%, 05/25/56 RCKT 2026-CES5 74940FAF1 - 4,250,000 $4,272,820 $4,272,820 0.06 $4,248,487
EFMT 2026-CES1 A3 5.466% 25-DEC-2060, 5.47%, 12/25/60 EFMT 2026-CES1 26846MAE4 - 4,250,000 $4,223,449 $4,223,449 0.06 $4,201,509
RAM 2026-1 A 5.463% 15-JUN-2046, 5.46%, 06/15/46 RAM 2026-1 74890FAA2 - 4,210,000 $4,220,888 $4,220,888 0.06 $4,203,000
FNMA 30yr Pool#DH1921 6.000% 01-Jun-2056, 6.00%, 06/01/56 FN 3140UHD31 - 4,014,854 $4,148,084 $4,148,084 0.06 $4,125,333
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-HQA4 B2 10.6121% 25-DEC-2041, 10.61%, 12/25/41 STACR 2021-HQA4 35564KPP8 - 4,000,000 $4,140,689 $4,140,689 0.06 $4,128,898
Vista Point Securitization Trust 2026-CES1 A3 5.376% 25-FEB-2056, 5.38%, 02/25/56 VSTA 2026-CES1 92790EAC4 - 4,169,000 $4,100,202 $4,100,202 0.06 $4,093,977
EASY STREET MORTGAGE LN 5.606%40 A1, 5.61%, 10/25/40 EASY 2025-RTL2 27786YAA6 - 4,100,000 $4,097,468 $4,097,468 0.06 $4,091,084
FNMA 30yr Pool#FA3788 5.500% 01-Nov-2055, 5.50%, 11/01/55 FN 3140W4F69 - 3,944,272 $4,041,794 $4,041,794 0.06 $4,021,305
FNMA 30yr Pool#FS3246 5.500% 01-Nov-2052, 5.50%, 11/01/52 FN 3140XJTC7 - 3,940,521 $4,038,881 $4,038,881 0.06 $4,018,413
OBX 2022-NQM7 Trust MB FLTG 66, 5.59%, 04/25/56 OBX 2026-CES1 67124LAD5 - 4,000,000 $4,028,449 $4,028,449 0.06 $4,007,346
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 $3,970,344 $3,970,344 0.06 $3,949,861
FHLMC 30yr Pool#QZ7654 6.000% 01-Nov-2055, 6.00%, 11/01/55 FR 31427HQG0 - 3,831,717 $3,960,214 $3,960,214 0.06 $3,938,501
JP Morgan Mortgage Trust 2026-CES1 A2 5.182% 25-JUN-2056, 5.18%, 06/25/56 JPMMT 2026-CES1 46660BAD1 - 4,000,000 $3,956,995 $3,956,995 0.06 $3,937,418
Connecticut Avenue Securities Trust 2023-R08 1B1 7.1621% 25-OCT-2043, 7.16%, 10/25/43 CAS 2023-R08 20755CAF5 - 3,750,000 $3,931,605 $3,931,605 0.06 $3,924,144
FNMA 30yr Pool#BW6314 5.500% 01-Aug-2052, 5.50%, 08/01/52 FN 3140MYAQ5 - 3,816,623 $3,903,400 $3,903,400 0.06 $3,883,575
FHLMC 30yr Pool#QH5204 6.500% 01-Nov-2053, 6.50%, 11/01/53 FR 3133CHX91 - 3,689,693 $3,893,605 $3,893,605 0.06 $3,870,954
FNMA 30yr Pool#CB2907 3.500% 01-Feb-2052, 3.50%, 02/01/52 FN 3140QNGR7 - 4,209,716 $3,893,273 $3,893,273 0.06 $3,879,357
EFMT 2026-CES1 A2 5.316% 25-DEC-2060, 5.32%, 12/25/60 EFMT 2026-CES1 26846MAD6 - 3,881,000 $3,850,744 $3,850,744 0.06 $3,831,258
FIGRE Trust 2025-HE3 B 5.71% 25-MAY-2055, 5.71%, 05/25/55 FIGRE 2025-HE3 31684LAB7 - 3,830,177 $3,850,030 $3,850,030 0.06 $3,829,375
Fannie Mae REMIC Trust 2020-98 AI 3.5% 25-JAN-2061, 3.50%, 01/25/61 FNR 2020-98 3136BDLE6 - 18,180,187 $3,842,096 $3,842,096 0.06 $3,782,001
FIGRE TRUST 2025-FL1 5.265% 55, 5.26%, 07/25/55 FIGRE 2025-FL1 31684QAA8 - 3,822,351 $3,830,506 $3,830,506 0.06 $3,811,500
Ginnie Mae REMIC Trust 2023-116 LF 4.94014% 20-AUG-2053, 4.93%, 08/20/53 GNR 2023-116 38384EFT7 - 3,758,400 $3,796,951 $3,796,951 0.06 $3,789,238
FNMA 30yr Pool#DE7795 6.000% 01-Aug-2055, 6.00%, 08/01/55 FN 3140BLUV2 - 3,663,765 $3,786,629 $3,786,629 0.06 $3,765,868
FIGRE Trust 2026-HE1 B 5.183% 25-JAN-2056, 5.18%, 01/25/56 FIGRE 2026-HE1 30249NAD9 - 3,801,950 $3,779,012 $3,779,012 0.06 $3,760,402
FNMA 30yr Pool#DD3307 6.000% 01-Feb-2055, 6.00%, 02/01/55 FN DD3307 MTGE 3140B3U91 - 3,558,442 $3,676,526 $3,676,526 0.05 $3,656,362
FHLMC 30yr Pool#QX6719 6.000% 01-Feb-2055, 6.00%, 02/01/55 FR 31426CPD0 - 3,554,428 $3,672,379 $3,672,379 0.05 $3,652,237
Connecticut Avenue Securities Trust 2022-R02 2M2 6.6121% 25-JAN-2042, 6.61%, 01/25/42 CAS 2022-R02 20754BAB7 - 3,613,926 $3,660,825 $3,660,825 0.05 $3,654,187
FNMA 30yr Pool#FS2135 4.000% 01-Nov-2049, 4.00%, 11/01/49 FN 3140XHLR6 - 3,836,513 $3,645,404 $3,645,404 0.05 $3,630,911
Connecticut Avenue Securities Trust 2022-R07 1B2 15.6121% 25-JUN-2042, 15.65%, 06/25/42 CAS 2022-R07 20754MAL1 - 3,206,201 $3,628,840 $3,628,840 0.05 $3,573,105
FIGRE Trust 2025-HE3 C 5.91% 25-MAY-2055, 5.91%, 05/25/55 FIGRE 2025-HE3 31684LAC5 - 3,600,366 $3,622,642 $3,622,642 0.05 $3,602,546
FHLMC 30yr Pool#QF7280 5.500% 01-Jan-2053, 5.50%, 01/01/53 FR 3133BVCR4 - 3,391,263 $3,475,913 $3,475,913 0.05 $3,458,297
FNMA 30yr Pool#DA5072 6.500% 01-Nov-2053, 6.50%, 11/01/53 FN 3140A5T65 - 3,291,426 $3,457,866 $3,457,866 0.05 $3,437,660
FNMA 30yr Pool#BX6124 6.500% 01-Jan-2053, 6.50%, 01/01/53 FN 3140NAYW7 - 3,253,380 $3,451,288 $3,451,288 0.05 $3,431,316
FHLMC 30yr Pool#QH0826 5.500% 01-Sep-2053, 5.50%, 09/01/53 FR 3133CC4K9 - 3,364,671 $3,443,475 $3,443,475 0.05 $3,425,997
FHLMC 30yr Pool#TA0253 6.000% 01-Dec-2055, 6.00%, 12/01/55 FR 3142JNH74 - 3,327,431 $3,439,017 $3,439,017 0.05 $3,420,161
FHLMC 30yr Pool#QI8221 6.000% 01-Jun-2054, 6.00%, 06/01/54 FR 3133WFD20 - 3,316,514 $3,426,570 $3,426,570 0.05 $3,407,777
FHLMC 30yr Pool#QF7810 5.500% 01-Jan-2053, 5.50%, 01/01/53 FR 3133BVVB8 - 3,333,330 $3,416,534 $3,416,534 0.05 $3,399,219
FNMA 30yr Pool#BY0335 6.000% 01-May-2053, 6.00%, 05/01/53 FN 3140NGLR9 - 3,209,929 $3,307,423 $3,307,423 0.05 $3,289,234
FNMA 30yr Pool#FM7031 4.000% 01-Jan-2051, 4.00%, 01/01/51 FN 3140XAY55 - 3,444,178 $3,267,838 $3,267,838 0.05 $3,254,827
FHLMC 30yr Pool#QH7549 6.000% 01-Dec-2053, 6.00%, 12/01/53 FR 3133CLL61 - 3,144,428 $3,251,467 $3,251,467 0.05 $3,233,649
FINANCE OF AMERICA STRUCTURE 3.5% 74, 3.50%, 02/25/74 FASST 2024-S1 31740RAB6 - 3,273,621 $3,240,808 $3,240,808 0.05 $3,237,625
FNMA 30yr Pool#DF1002 6.000% 01-Oct-2055, 6.00%, 10/01/55 FN 3140BRDG1 - 3,119,007 $3,227,965 $3,227,965 0.05 $3,210,290
OBX 2026 HE1 FLTG 2056 A1B, 5.11%, 02/25/56 OBX 2026-HE1 67124BAB1 - 3,222,129 $3,227,476 $3,227,476 0.05 $3,222,443
FHLMC 30yr Pool#QX5273 6.000% 01-Feb-2055, 6.00%, 02/01/55 FR 31426A2F4 - 3,093,514 $3,200,736 $3,200,736 0.05 $3,183,206
FHLMC 30yr Pool#QH6041 5.500% 01-Dec-2053, 5.50%, 12/01/53 FR 3133CJWA5 - 3,107,721 $3,162,747 $3,162,747 0.05 $3,146,604
FHLMC 30yr Pool#QZ3837 6.000% 01-Sep-2055, 6.00%, 09/01/55 FR 31427BHP3 - 3,046,381 $3,148,542 $3,148,542 0.05 $3,131,279
FHLMC 30yr Pool#QH1144 5.500% 01-Sep-2053, 5.50%, 09/01/53 FR 3133CDHV9 - 3,071,178 $3,143,108 $3,143,108 0.05 $3,127,155
RCKT Mortgage Trust 2026-CES1 A1B 4.928% 25-JAN-2056, 4.93%, 01/25/56 RCKT 2026-CES1 74939BAB2 - 3,141,244 $3,120,335 $3,120,335 0.05 $3,105,715
EFMT 2025-RTL1 0% 40, 5.22%, 11/25/40 EFMT 2025-RTL1 26846FAA7 - 3,108,000 $3,110,645 $3,110,645 0.05 $3,106,137
FHLMC 30yr Pool#TA1465 6.000% 01-Dec-2055, 6.00%, 12/01/55 FR 3142JPTX9 - 2,992,757 $3,093,120 $3,093,120 0.05 $3,076,161
RCKT Mortgage Trust 2025-CES2 A1B 5.603% 25-FEB-2055, 5.60%, 02/25/55 RCKT 2025-CES2 74942BAB7 - 3,045,348 $3,060,026 $3,060,026 0.05 $3,043,911
FNMA 30yr Pool#MA4026 4.000% 01-May-2050, 4.00%, 05/01/50 FN 31418DPL0 - 3,208,822 $3,040,037 $3,040,037 0.04 $3,027,915
FNMA 30yr Pool#DH1918 6.000% 01-Jun-2056, 6.00%, 06/01/56 FN 3140UHDY3 - 2,938,330 $3,036,867 $3,036,867 0.04 $3,020,216
FNMA 30yr Pool#FM1540 4.000% 01-Sep-2049, 4.00%, 09/01/49 FN 3140X4WA0 - 3,157,906 $2,996,223 $2,996,223 0.04 $2,984,294
FHLMC 30yr Pool#QZ4951 6.000% 01-Oct-2055, 6.00%, 10/01/55 FR 31427CQD8 - 2,898,576 $2,995,780 $2,995,780 0.04 $2,979,355
BX Trust 2021-BXMF C 4.93327% 15-OCT-2038, 4.93%, 10/15/26 BX 2021-BXMF 05609RAJ3 - 2,958,012 $2,966,167 $2,966,167 0.04 $2,957,656
FHLMC 30yr Pool#SD1111 4.000% 01-Jun-2050, 4.00%, 06/01/50 FR 3132DNGU1 - 3,106,350 $2,963,032 $2,963,032 0.04 $2,951,297
FHLMC 30yr Pool#TB4407 6.000% 01-Jun-2056, 6.00%, 06/01/56 FR 3142K53R2 - 2,853,845 $2,949,549 $2,949,549 0.04 $2,933,377
GWT Commercial Mortgage Trust 2024-WLF2 A 5.31833% 15-MAY-2041, 5.32%, 05/15/41 GWT 2024-WLF2 362414AA2 - 2,900,000 $2,916,231 $2,916,231 0.04 $2,907,235
COOPR Residential Mortgage Trust 2026-CES1 A2 5.158% 25-FEB-2061, 5.16%, 02/25/61 COOPR 2026-CES1 21689GAD0 - 2,949,000 $2,915,175 $2,915,175 0.04 $2,900,809
RCKT Mortgage Trust 2023-CES1 A1A 6.515% 25-JUN-2043, 6.51%, 06/25/43 RCKT 74935WAA2 - 2,848,985 $2,861,010 $2,861,010 0.04 $2,843,480
Structured Agency Credit Risk (STACR) Debt Notes, Series 2020-DNA1 B2 8.97658% 25-JAN-2050, 8.98%, 01/25/50 STACR 2020-DNA1 35565HBE4 - 2,560,595 $2,842,229 $2,842,229 0.04 $2,835,844
FNMA 30yr Pool#MA4056 4.000% 01-Jun-2050, 4.00%, 06/01/50 FN 31418DQJ4 - 2,999,153 $2,841,397 $2,841,397 0.04 $2,830,066
FNMA 30yr Pool#BX8700 5.500% 01-Mar-2053, 5.50%, 03/01/53 FN 3140NDU21 - 2,733,738 $2,796,185 $2,796,185 0.04 $2,781,984
FHLMC 30yr Pool#QG2539 6.500% 01-May-2053, 6.50%, 05/01/53 FR 3133C2ZC5 - 2,668,899 $2,791,056 $2,791,056 0.04 $2,774,672
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 $2,761,246 $2,761,246 0.04 $2,755,822
Chase Mortgage Reference Notes, Series 2021-CL1 M1 4.8121% 25-FEB-2050, 4.81%, 02/25/50 CHASE 2021-CL1 46591HBX7 - 2,791,333 $2,760,662 $2,760,662 0.04 $2,756,906
RCKT MORTGAGE TRUST 2025-CE 5.16% 34, 5.16%, 07/25/34 RCKTL 2025-1A 74939RAC5 - 2,750,000 $2,754,519 $2,754,519 0.04 $2,750,971
OBX TRUST 2026-HE1 FLTG 2056 M1, 5.26%, 02/25/56 OBX 2026-HE1 67124BAD7 - 2,707,000 $2,723,646 $2,723,646 0.04 $2,719,294
Fannie Mae Pool|4|03/01/2050, 4.00%, 03/01/50 FN 3140X8S24 - 2,852,221 $2,710,143 $2,710,143 0.04 $2,699,368
FNMA 30yr Pool#DF5622 6.000% 01-Nov-2055, 6.00%, 11/01/55 FN 3140BWG85 - 2,586,942 $2,673,695 $2,673,695 0.04 $2,659,035
FHLMC 30yr Pool#QE8542 5.500% 01-Aug-2052, 5.50%, 08/01/52 FR 3133BJP30 - 2,612,139 $2,671,530 $2,671,530 0.04 $2,657,961
FHLMC 30yr Pool#SD6905 6.000% 01-Nov-2054, 6.00%, 11/01/54 FR 3132DUU62 - 2,571,815 $2,656,347 $2,656,347 0.04 $2,641,773
FHLMC 30yr Pool#QF9276 5.500% 01-Mar-2053, 5.50%, 03/01/53 FR 3133BXJV4 - 2,552,412 $2,612,192 $2,612,192 0.04 $2,598,934
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA3 M2 7.9621% 25-APR-2042, 7.96%, 04/25/42 STACR 2022-DNA3 35564KVE6 - 2,528,314 $2,604,693 $2,604,693 0.04 $2,599,102
FHLMC 30yr Pool#QZ4131 6.000% 01-Sep-2055, 6.00%, 09/01/55 FR 31427BSV8 - 2,519,434 $2,603,040 $2,603,040 0.04 $2,588,763
FHLMC 30yr Pool#QE6404 5.500% 01-Jul-2052, 5.50%, 07/01/52 FR 3133BGDH8 - 2,544,354 $2,602,204 $2,602,204 0.04 $2,588,988
FNMA 30yr Pool#DD8279 6.000% 01-Apr-2055, 6.00%, 04/01/55 FN 3140B9FV6 - 2,509,966 $2,594,138 $2,594,138 0.04 $2,579,915
FNMA 30yr Pool#BV5393 3.500% 01-Apr-2052, 3.50%, 04/01/52 FN 3140MJ7F6 - 2,809,836 $2,590,187 $2,590,187 0.04 $2,580,899
Vista Point Securitization Trust 2026-CES1 A2 5.226% 25-FEB-2056, 5.23%, 02/25/56 VSTA 2026-CES1 92790EAB6 - 2,600,000 $2,556,754 $2,556,754 0.04 $2,552,980
FHLMC 30yr Pool#Q57869 4.000% 01-Aug-2048, 4.00%, 08/01/48 FG 3132Y1W79 - 2,678,594 $2,548,454 $2,548,454 0.04 $2,538,335
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-HQA3 B2 9.8621% 25-SEP-2041, 9.86%, 09/25/41 STACR 2021-HQA3 35564KKL2 - 2,504,211 $2,547,213 $2,547,213 0.04 $2,540,353
BX Trust 2021-BXMF G 7.091513% 15-OCT-2038, 7.09%, 10/15/26 BX 2021-BXMF 05609RAS3 - 2,488,884 $2,494,973 $2,494,973 0.04 $2,484,678
PRPM 2026-RCF1 A2 5.206% 25-JAN-2056, 5.21%, 01/25/56 PRPM 2026-RCF1 69383VAB9 - 2,500,000 $2,478,182 $2,478,182 0.04 $2,465,890
Connecticut Avenue Securities Trust 2024-R06 1M2 5.2121% 25-SEP-2044, 5.21%, 09/25/44 CAS 2024-R06 20755RAC9 - 2,468,872 $2,475,585 $2,475,585 0.04 $2,472,011
PRPM 2026-RCF1 A3 5.305% 25-JAN-2056, 5.30%, 01/25/56 PRPM 2026-RCF1 69383VAF0 - 2,500,000 $2,470,440 $2,470,440 0.04 $2,457,914
FHLMC 30yr Pool#SD2897 5.500% 01-May-2053, 5.50%, 05/01/53 FR 3132DQGE0 - 2,420,403 $2,467,242 $2,467,242 0.04 $2,454,669
FHLMC 30yr Pool#QI7710 5.500% 01-Jun-2054, 5.50%, 06/01/54 FR 3133WER77 - 2,405,414 $2,461,751 $2,461,751 0.04 $2,449,257
EFMT 2026-CES1 A1B 5.116% 25-DEC-2060, 5.12%, 12/25/60 EFMT 2026-CES1 26846MAB0 - 2,464,233 $2,454,799 $2,454,799 0.04 $2,442,893
OBX 2022-NQM7 Trust MB FLTG 66, 5.42%, 04/25/56 OBX 2026-CES1 67124LAB9 - 2,420,594 $2,431,204 $2,431,204 0.04 $2,418,804
FIGRE Trust 2024-HE4 B 5.252% 25-SEP-2054, 5.25%, 09/25/54 FIGRE 2024-HE4 31684UAB7 - 2,421,881 $2,416,955 $2,416,955 0.04 $2,413,422
FNMA 30yr Pool#BY8533 6.500% 01-Aug-2053, 6.50%, 08/01/53 FN 3140NRPT7 - 2,295,269 $2,411,335 $2,411,335 0.04 $2,397,245
FNMA 30yr Pool#DC1102 5.500% 01-Sep-2054, 5.50%, 09/01/54 FN 3140ANGL7 - 2,351,195 $2,406,262 $2,406,262 0.04 $2,394,049
FNMA 30yr Pool#DC1302 5.000% 01-Aug-2054, 5.00%, 08/01/54 FN 3140ANNU9 - 2,407,620 $2,386,285 $2,386,285 0.04 $2,374,915
FHLMC 30yr Pool#SD3523 3.000% 01-Jun-2052, 3.00%, 06/01/52 FR 3132DQ4G8 - 2,701,273 $2,383,991 $2,383,991 0.04 $2,376,337
PRPM 2025-RCF3 LLC 5.25% 55, 5.25%, 07/25/55 PRPM 2025-RCF3 69392PAB1 - 2,380,125 $2,371,901 $2,371,901 0.04 $2,360,099
FNMA 30yr Pool#BY5913 5.500% 01-Sep-2053, 5.50%, 09/01/53 FN 3140NNSB2 - 2,302,419 $2,356,344 $2,356,344 0.03 $2,344,384
Connecticut Avenue Securities Trust 2022-R08 1M2 7.2121% 25-JUL-2042, 7.21%, 07/25/42 CAS 2022-R08 20755DAB2 - 2,280,000 $2,345,190 $2,345,190 0.03 $2,340,622
FNMA 30yr Pool#DE2839 6.000% 01-Jun-2055, 6.00%, 06/01/55 FN 3140BFEM3 - 2,264,257 $2,340,189 $2,340,189 0.03 $2,327,358
Ginnie Mae REMIC Trust 2017-163 LO 0.0% 16-MAY-2041, 0.00%, 05/16/41 GNR 2017-163 38380KNA9 - 3,070,432 $2,324,206 $2,324,206 0.03 $2,324,206
FNMA 30yr Pool#DA3549 6.500% 01-Oct-2053, 6.50%, 10/01/53 FN 3140A35K5 - 2,200,991 $2,322,630 $2,322,630 0.03 $2,309,118
FIGRE TRUST 2026-HE4 MB FLTG 56, 6.23%, 05/25/56 FIGRE 2026-HE4 31685MAF5 - 2,300,000 $2,302,618 $2,302,618 0.03 $2,291,474
FHLMC 30yr Pool#QF0488 5.500% 01-Sep-2052, 5.50%, 09/01/52 FR 3133BMRH0 - 2,230,704 $2,281,422 $2,281,422 0.03 $2,269,835
Morgan Stanley Residential Mortgage Loan Trust 2026-NQM1 A2 5.032% 25-DEC-2070, 5.03%, 12/25/70 MSRM 2026-NQM1 61780XAF2 - 2,261,339 $2,248,899 $2,248,899 0.03 $2,238,152
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 - 2,220,394 $2,237,970 $2,237,970 0.03 $2,233,783
FHLMC 30yr Pool#QY9883 6.000% 01-Aug-2055, 6.00%, 08/01/55 FR 31426U6V1 - 2,147,998 $2,220,031 $2,220,031 0.03 $2,207,859
Bayview Opportunity Master Fund VII Trust 2024-CAR1 B 4.9121% 25-DEC-2031, 4.91%, 12/26/31 BVCLN 2024-CAR1 07336QAB8 - 2,154,027 $2,161,314 $2,161,314 0.03 $2,158,375
FNMA 30yr Pool#DF0313 6.000% 01-Sep-2055, 6.00%, 09/01/55 FN 3140BQK34 - 2,072,243 $2,141,736 $2,141,736 0.03 $2,129,993
FHLMC 30yr Pool#QG2543 5.500% 01-May-2053, 5.50%, 05/01/53 FR 3133C2ZG6 - 2,048,832 $2,085,110 $2,085,110 0.03 $2,074,467
PRPM 2024-RCF2 A1 3.75% 25-MAR-2054, 3.75%, 03/25/54 PRPM 2024-RCF2 693987AA7 - 2,127,899 $2,082,367 $2,082,367 0.03 $2,080,150
Ally Bank Auto Credit-Linked Notes, Series 2024-A C 6.022% 15-MAY-2032, 6.02%, 05/17/32 ABCLN 2024-A 02007GZ63 - 1,966,624 $1,998,998 $1,998,998 0.03 $1,992,419
FNMA 30yr Pool#BY0338 6.500% 01-May-2053, 6.50%, 05/01/53 FN 3140NGLU2 - 1,896,674 $1,992,507 $1,992,507 0.03 $1,980,864
FNMA 30yr Pool#FS1640 4.000% 01-Apr-2052, 4.00%, 04/01/52 FN 3140XGZE2 - 2,060,621 $1,955,338 $1,955,338 0.03 $1,947,553
FNMA 30yr Pool#FS3001 4.000% 01-Oct-2051, 4.00%, 10/01/51 FN 3140XJKP7 - 2,042,929 $1,938,333 $1,938,333 0.03 $1,930,615
FNMA 30yr Pool#DA0036 6.500% 01-Sep-2053, 6.50%, 09/01/53 FN 3140A0BE8 - 1,843,083 $1,936,284 $1,936,284 0.03 $1,924,969
FNMA 30yr Pool#BX8072 5.500% 01-Mar-2053, 5.50%, 03/01/53 FN 3140NC6J3 - 1,860,085 $1,902,576 $1,902,576 0.03 $1,892,913
Chase Mortgage Reference Notes, Series 2020-CL1 M2 6.1988% 25-OCT-2057, 6.20%, 10/25/57 CHASE 2020-CL1 46591HAH3 - 1,817,596 $1,884,423 $1,884,423 0.03 $1,881,294
FNMA 30yr Pool#DF0998 6.000% 01-Oct-2055, 6.00%, 10/01/55 FN 3140BRDC0 - 1,762,675 $1,821,786 $1,821,786 0.03 $1,811,797
FHLMC 30yr Pool#QX7432 6.000% 01-Feb-2055, 6.00%, 02/01/55 FR 31426DHJ4 - 1,757,080 $1,815,388 $1,815,388 0.03 $1,805,431
FHLMC 30yr Pool#SI2017 4.000% 01-Dec-2048, 4.00%, 12/01/48 FR 3133USG21 - 1,902,405 $1,807,640 $1,807,640 0.03 $1,800,454
Chase Mortgage Reference Notes, Series 2021-CL1 M3 5.1621% 25-FEB-2050, 5.16%, 02/25/50 CHASE 2021-CL1 46591HBZ2 - 1,820,415 $1,786,947 $1,786,947 0.03 $1,784,337
FHLMC 30yr Pool#QI4878 6.000% 01-Apr-2054, 6.00%, 04/01/54 FR 3133WBM37 - 1,684,307 $1,740,199 $1,740,199 0.03 $1,730,655
FNMA 30yr Pool#DA3538 6.000% 01-Oct-2053, 6.00%, 10/01/53 FN 3140A34Y6 - 1,676,279 $1,736,120 $1,736,120 0.03 $1,726,621
PRPM 2025-RCF3 LLC 5.25% 55, 5.25%, 07/25/55 PRPM 2025-RCF3 69392PAC9 - 1,700,000 $1,684,036 $1,684,036 0.02 $1,675,606
FHLMC 30yr Pool#SD1551 4.000% 01-Mar-2050, 4.00%, 03/01/50 FR 3132DNWL3 - 1,770,090 $1,681,916 $1,681,916 0.02 $1,675,229
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 $1,666,668 $1,666,668 0.02 $1,661,524
Foundation Finance Trust 2023-2 A 6.53% 15-JUN-2049, 6.53%, 06/15/49 FFIN 2023-2A 35042RAA4 - 1,616,429 $1,664,335 $1,664,335 0.02 $1,658,471
Fannie Mae Pool|4|08/01/2050, 4.00%, 08/01/50 FN 3140X8UA3 - 1,734,630 $1,643,388 $1,643,388 0.02 $1,636,835
FNMA 30yr Pool#MA3521 4.000% 01-Nov-2048, 4.00%, 11/01/48 FN 31418C4F8 - 1,717,910 $1,632,335 $1,632,335 0.02 $1,625,845
Chase Mortgage Reference Notes, Series 2021-CL1 M2 4.9621% 25-FEB-2050, 4.96%, 02/25/50 CHASE 2021-CL1 46591HBY5 - 1,639,908 $1,610,983 $1,610,983 0.02 $1,608,722
FHLMC 30yr Pool#SD0943 3.500% 01-Apr-2052, 3.50%, 04/01/52 FR 3132DNBL6 - 1,711,050 $1,582,431 $1,582,431 0.02 $1,576,775
FHLMC 30yr Pool#SD4456 4.000% 01-Aug-2050, 4.00%, 08/01/50 FR 3132E05R9 - 1,591,030 $1,509,570 $1,509,570 0.02 $1,503,560
FNMA 30yr Pool#DD4221 6.000% 01-Feb-2055, 6.00%, 02/01/55 FN DD4221 MTGE 3140B4VP2 - 1,457,766 $1,506,141 $1,506,141 0.02 $1,497,880
FNMA 30yr Pool#CB2681 3.500% 01-Jan-2052, 3.50%, 01/01/52 FN 3140QM6T6 - 1,611,657 $1,490,635 $1,490,635 0.02 $1,485,308
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 $1,477,644 $1,477,644 0.02 $1,473,011
FHLMC 30yr Pool#QY7439 6.000% 01-Jun-2055, 6.00%, 06/01/55 FR 31426SHR3 - 1,416,932 $1,464,449 $1,464,449 0.02 $1,456,420
FHLMC 30yr Pool#QZ4132 6.000% 01-Sep-2055, 6.00%, 09/01/55 FR 31427BSW6 - 1,409,919 $1,457,201 $1,457,201 0.02 $1,449,211
FNMA 30yr Pool#DC9709 6.000% 01-Jan-2055, 6.00%, 01/01/55 FN 3140AXYF8 - 1,390,249 $1,443,500 $1,443,500 0.02 $1,435,622
FHLMC 30yr Pool#Q58477 4.000% 01-Sep-2048, 4.00%, 09/01/48 FG 3132Y2M37 - 1,486,335 $1,414,067 $1,414,067 0.02 $1,408,452
FNMA 30yr Pool#BT8051 5.500% 01-Jan-2053, 5.50%, 01/01/53 FN 3140LW5M5 - 1,372,777 $1,407,043 $1,407,043 0.02 $1,399,913
FNMA 30yr Pool#MA3415 4.000% 01-Jul-2048, 4.00%, 07/01/48 FN 31418CYM0 - 1,448,341 $1,376,194 $1,376,194 0.02 $1,370,723
FNMA 30yr Pool#BY1896 5.500% 01-May-2053, 5.50%, 05/01/53 FN 3140NJDA9 - 1,348,510 $1,372,387 $1,372,387 0.02 $1,365,382
FHLMC 30yr Pool#QG4340 6.500% 01-Jun-2053, 6.50%, 06/01/53 FR 3133C4ZD9 - 1,292,516 $1,351,675 $1,351,675 0.02 $1,343,740
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 $1,325,961 $1,325,961 0.02 $1,321,854
FNMA 30yr Pool#CA5573 4.000% 01-Apr-2050, 4.00%, 04/01/50 FN 3140QDFP4 - 1,382,859 $1,310,121 $1,310,121 0.02 $1,304,897
RCKT MORTGAGE TR 2026-CES2 M1A, 5.36%, 02/25/56 RCKT 2026-CES2 74940EAE7 - 1,323,000 $1,294,912 $1,294,912 0.02 $1,294,125
FNMA 30yr Pool#BY0327 6.500% 01-May-2053, 6.50%, 05/01/53 FN 3140NGLH1 - 1,227,389 $1,283,190 $1,283,190 0.02 $1,275,655
FNMA 30yr Pool#BX7860 5.500% 01-Mar-2053, 5.50%, 03/01/53 FN 3140NCWW5 - 1,247,404 $1,272,642 $1,272,642 0.02 $1,266,163
FIGRE TRUST 2025-HE5 FLTG 2055 B, 5.49%, 08/25/55 FIGRE 2025-HE5 31684MAB5 - 1,240,376 $1,241,941 $1,241,941 0.02 $1,235,515
FHLMC 30yr Pool#QF2561 5.500% 01-Nov-2052, 5.50%, 11/01/52 FR 3133BPZ27 - 1,169,692 $1,198,515 $1,198,515 0.02 $1,192,439
FNMA 30yr Pool#DB3056 5.500% 01-May-2054, 5.50%, 05/01/54 FN 3140ACME0 - 1,170,677 $1,193,242 $1,193,242 0.02 $1,187,161
FNMA 30yr Pool#BY0361 6.500% 01-Jun-2053, 6.50%, 06/01/53 FN 3140NGMK3 - 1,118,352 $1,172,505 $1,172,505 0.02 $1,165,639
FNMA 40yr Pool#BF0167 3.000% 01-Feb-2057, 3.00%, 02/01/57 FN 3140FXFH0 - 1,348,198 $1,161,605 $1,161,605 0.02 $1,157,785
EFMT 2026-CES1 M1 5.616% 25-DEC-2060, 5.62%, 12/25/60 EFMT 2026-CES1 26846MAF1 - 1,166,000 $1,152,891 $1,152,891 0.02 $1,146,706
FNMA 30yr Pool#MA3149 4.000% 01-Oct-2047, 4.00%, 10/01/47 FN 31418CQB3 - 1,206,741 $1,149,500 $1,149,500 0.02 $1,144,942
Ally Bank Auto Credit-Linked Notes, Series 2024-A D 6.315% 15-MAY-2032, 6.31%, 05/17/32 ABCLN 2024-A 02007GZ71 - 1,123,785 $1,140,751 $1,140,751 0.02 $1,136,808
FNMA 30yr Pool#BX0804 5.500% 01-Nov-2052, 5.50%, 11/01/52 FN 3140N43N5 - 1,114,018 $1,138,307 $1,138,307 0.02 $1,132,520
FHLMC 30yr Pool#SD8003 4.000% 01-Jul-2049, 4.00%, 07/01/49 FR 3132DV3L7 - 1,183,484 $1,122,890 $1,122,890 0.02 $1,118,419
FNMA 30yr Pool#FM9138 4.000% 01-Mar-2050, 4.00%, 03/01/50 FN 3140XDEL6 - 1,175,763 $1,117,195 $1,117,195 0.02 $1,112,753
FNMA 30yr Pool#AS6811 3.000% 01-Mar-2046, 3.00%, 03/01/46 FN 3138WGR97 - 1,197,473 $1,080,004 $1,080,004 0.02 $1,076,611
FNMA 30yr Pool#BJ9181 5.000% 01-May-2048, 5.00%, 05/01/48 FN 3140HBFX1 - 1,058,476 $1,064,917 $1,064,917 0.02 $1,059,918
FHLMC 30yr Pool#ZT2087 4.000% 01-Jun-2049, 4.00%, 06/01/49 FR 3132AEJ80 - 1,120,321 $1,062,961 $1,062,961 0.02 $1,058,729
ACHV ABS Trust 2024-1PL B 6.34% 25-APR-2031, 6.34%, 04/25/31 ACHV 2024-1PL 00092BAB0 - 1,052,212 $1,059,963 $1,059,963 0.02 $1,058,110
Bayview Opportunity Master Fund VII Trust 2024-CAR1 C 5.1121% 25-DEC-2031, 5.11%, 12/26/31 BVCLN 2024-CAR1 07336QAC6 - 1,048,293 $1,052,654 $1,052,654 0.02 $1,051,165
FNMA 30yr Pool#AS7492 4.000% 01-Jul-2046, 4.00%, 07/01/46 FN 3138WHKE1 - 1,077,665 $1,028,204 $1,028,204 0.02 $1,024,133
Connecticut Avenue Securities Trust 2022-R04 1M2 6.7121% 25-MAR-2042, 6.71%, 03/25/42 CAS 2022-R04 20753YCK6 - 1,000,000 $1,016,553 $1,016,553 0.02 $1,014,689
FHLMC 30yr Pool#QG3885 6.500% 01-Jun-2053, 6.50%, 06/01/53 FR 3133C4J62 - 963,717 $1,007,827 $1,007,827 0.01 $1,001,911
FNMA 30yr Pool#CB8995 5.500% 01-Aug-2054, 5.50%, 08/01/54 FN 3140QU7H3 - 955,227 $968,619 $968,619 0.01 $963,657
FNMA 30yr Pool#BV8484 3.500% 01-Apr-2052, 3.50%, 04/01/52 FN 3140MNNA0 - 996,071 $918,207 $918,207 0.01 $914,914
FHLMC 30yr Pool#QG6538 5.500% 01-Jul-2053, 5.50%, 07/01/53 FR 3133C7HP5 - 894,980 $915,941 $915,941 0.01 $911,292
FHLMC 30yr Pool#QG6948 5.500% 01-Jul-2053, 5.50%, 07/01/53 FR 3133C7WH6 - 883,576 $904,271 $904,271 0.01 $899,681
FNMA 30yr Pool#FM1598 4.000% 01-Feb-2049, 4.00%, 02/01/49 FN 3140X4X43 - 948,824 $901,560 $901,560 0.01 $897,975
FHLMC 30yr Pool#QH3309 5.500% 01-Oct-2053, 5.50%, 10/01/53 FR 3133CFVA4 - 884,967 $900,637 $900,637 0.01 $896,040
FNMA 30yr Pool#BV4203 3.500% 01-Apr-2052, 3.50%, 04/01/52 FN 3140MHU56 - 971,259 $895,334 $895,334 0.01 $892,124
FREMF 2019-KF70 Mortgage Trust C 9.76365% 25-SEP-2029, 9.76%, 09/25/29 FREMF 2019-KF70 30298UAJ0 - 890,414 $887,318 $887,318 0.01 $884,661
BX Commercial Mortgage Trust 2021-21M A 4.472% 15-OCT-2036, 4.47%, 10/15/36 BX 2021-21M 05609CAA5 - 862,801 $865,053 $865,053 0.01 $862,802
GNMA II 30yr Pool#MA5021 4.500% 20-Feb-2048, 4.50%, 02/20/48 G2 36179TSJ5 - 860,800 $845,646 $845,646 0.01 $841,987
FHLMC 30yr Pool#ZM8197 4.000% 01-Sep-2048, 4.00%, 09/01/48 FR 3131Y3DA1 - 884,335 $840,283 $840,283 0.01 $836,942
Structured Agency Credit Risk (STACR) Debt Notes, Series 2020-DNA2 B2 8.52658% 25-FEB-2050, 8.53%, 02/25/50 STACR 2020-DNA2 35565KBE7 - 728,791 $800,073 $800,073 0.01 $798,347
FNMA 30yr Pool#CC0990 5.000% 01-Sep-2055, 5.00%, 09/01/55 FN 3140Y7C48 - 786,686 $785,348 $785,348 0.01 $781,633
FNMA 30yr Pool#BN4541 4.000% 01-Feb-2049, 4.00%, 02/01/49 FN 3140JMBK7 - 811,536 $771,111 $771,111 0.01 $768,045
FNMA 30yr Pool#AB9341 3.000% 01-May-2043, 3.00%, 05/01/43 FN 31417GLX2 - 838,368 $766,014 $766,014 0.01 $763,638
FNMA 30yr Pool#BY0782 5.500% 01-Apr-2053, 5.50%, 04/01/53 FN 3140NG2Q2 - 737,480 $754,753 $754,753 0.01 $750,922
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 $752,971 $752,971 0.01 $750,161
FHLMC 30yr Pool#QG7338 6.000% 01-Jul-2053, 6.00%, 07/01/53 FR 3133C8EK7 - 699,124 $722,323 $722,323 0.01 $718,362
FNMA 30yr Pool#BY0866 5.500% 01-May-2053, 5.50%, 05/01/53 FN 3140NG6C9 - 692,121 $705,394 $705,394 0.01 $701,799
FHLMC 30yr Pool#ZT1926 3.000% 01-Nov-2043, 3.00%, 11/01/43 FR 3132AED78 - 734,220 $669,183 $669,183 0.01 $667,102
GNMA II 30yr Pool#MA5264 4.000% 20-Jun-2048, 4.00%, 06/20/48 G2 36179TZ57 - 685,358 $651,181 $651,181 0.01 $648,592
FNMA 30yr Pool#CB6864 5.000% 01-Aug-2053, 5.00%, 08/01/53 FN 3140QSTW1 - 650,165 $648,843 $648,843 0.01 $645,772
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 $629,155 $629,155 0.01 $627,949
ACHM Trust 2024-HE1 B 7.26% 25-MAY-2039, 7.26%, 05/25/39 ACHM 2024-HE1 00449TAB1 - 585,280 $597,470 $597,470 0.01 $596,290
FHLMC 30yr Pool#QE1073 3.500% 01-Apr-2052, 3.50%, 04/01/52 FR 3133BAFN6 - 641,042 $590,931 $590,931 0.01 $588,812
FHLMC 30yr Pool#QG2540 6.500% 01-May-2053, 6.50%, 05/01/53 FR 3133C2ZD3 - 541,579 $567,741 $567,741 0.01 $564,417
FNMA 30yr Pool#BW0343 4.500% 01-May-2052, 4.50%, 05/01/52 FN 3140MRLZ8 - 582,000 $564,169 $564,169 0.01 $561,695
Blue Bridge Funding 2023-1 A 7.37% 15-NOV-2030, 7.37%, 11/15/30 BBEF 2023-1A 09531MAA8 - 556,857 $561,335 $561,335 0.01 $559,055
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-DNA5 M2 5.2621% 25-JAN-2034, 5.26%, 01/25/34 STACR 2021-DNA5 35564KHE2 - 553,677 $556,252 $556,252 0.01 $555,443
FNMA 30yr Pool#AL6842 4.000% 01-May-2045, 4.00%, 05/01/45 FN 3138EPS88 - 575,019 $550,760 $550,760 0.01 $548,587
FNMA 30yr Pool#BK9507 4.000% 01-Oct-2048, 4.00%, 10/01/48 FN 3140HPR58 - 571,126 $544,420 $544,420 0.01 $542,263
Sequoia Mortgage Trust 2013-5 A1 2.5% 25-MAY-2043, 2.50%, 05/25/43 SEMT 2013-5 81745AAA5 - 595,305 $529,033 $529,033 0.01 $527,627
ACHV ABS Trust 2024-1PL C 6.42% 25-APR-2031, 6.42%, 04/25/31 ACHV 2024-1PL 00092BAC8 - 498,512 $501,853 $501,853 0.01 $500,964
FNMA 30yr Pool#AZ0869 4.000% 01-Jul-2045, 4.00%, 07/01/45 FN 3138YR6F0 - 479,472 $460,084 $460,084 0.01 $458,273
FHLMC 30yr Pool#QD9191 3.500% 01-Apr-2052, 3.50%, 04/01/52 FR 3133B7F86 - 492,941 $454,407 $454,407 0.01 $452,778
FHLMC 15yr Pool#SB0116 2.500% 01-Nov-2034, 2.50%, 11/01/34 FR 3132CWDV3 - 462,170 $437,516 $437,516 0.01 $436,425
FHLMC 30yr Pool#SD1414 4.000% 01-Oct-2050, 4.00%, 10/01/50 FR 3132DNSB0 - 429,095 $407,125 $407,125 0.01 $405,504
Arivo Acceptance Auto Loan Receivables Trust 2024-1 A 6.46% 15-APR-2028, 6.46%, 04/17/28 ARIVO 2024-1A 039943AA3 - 388,697 $390,935 $390,935 0.01 $389,540
FNMA 30yr Pool#BV6879 4.500% 01-Apr-2052, 4.50%, 04/01/52 FN 3140MLUD0 - 402,429 $390,137 $390,137 0.01 $388,426
FNMA 30yr Pool#CB4329 3.500% 01-Jul-2052, 3.50%, 07/01/52 FN 3140QPY35 - 420,298 $387,655 $387,655 0.01 $386,265
FHLMC 30yr Pool#QG3397 6.000% 01-May-2053, 6.00%, 05/01/53 FR 3133C3X27 - 348,390 $359,951 $359,951 0.01 $357,977
FNMA 30yr Pool#CA4646 3.000% 01-Feb-2048, 3.00%, 02/01/48 FN 3140QCEU6 - 390,498 $353,570 $353,570 0.01 $352,463
FHLMC 30yr Pool#QA8274 3.500% 01-Mar-2050, 3.50%, 03/01/50 FR 3133A3FP8 - 383,598 $351,232 $351,232 0.01 $349,964
Reach ABS Trust 2024-2 A 5.88% 15-JUL-2031, 5.88%, 07/15/31 REACH 2024-2A 75525HAA8 - 332,852 $334,266 $334,266 0.00 $333,179
FNMA 30yr Pool#FM3447 4.000% 01-Nov-2049, 4.00%, 11/01/49 FN 3140X6ZM6 - 347,862 $330,817 $330,817 0.00 $329,503
Connecticut Avenue Securities Trust 2022-R01 1B1 6.7621% 25-DEC-2041, 6.76%, 12/25/41 CAS 2022-R01 20754LAF6 - 310,000 $313,585 $313,585 0.00 $313,003
FNMA 30yr Pool#BV7632 4.500% 01-Apr-2052, 4.50%, 04/01/52 FN 3140MMPS1 - 309,159 $299,716 $299,716 0.00 $298,402
Hotwire Funding, Series 2021-1 B_2021_1 2.658% 20-NOV-2051, 2.66%, 11/20/51 HWIRE 2021-1 44148JAB5 - 300,000 $296,946 $296,946 0.00 $296,614
FHLMC 30yr Pool#SD1966 4.000% 01-Nov-2052, 4.00%, 11/01/52 FR 3132DPFF0 - 315,365 $296,832 $296,832 0.00 $295,640
FNMA 30yr Pool#AR9225 3.000% 01-Mar-2043, 3.00%, 03/01/43 FN 3138W7HB3 - 311,492 $282,514 $282,514 0.00 $281,631
FHLMC 30yr Pool#ZN6461 4.000% 01-May-2049, 4.00%, 05/01/49 FR 3131YDFA7 - 297,651 $282,450 $282,450 0.00 $281,325
FHLMC 30yr Pool#ZT0391 4.000% 01-Nov-2047, 4.00%, 11/01/47 FR 3132ACNG1 - 284,948 $272,795 $272,795 0.00 $271,718
FNMA 30yr Pool#FS2548 4.000% 01-Mar-2051, 4.00%, 03/01/51 FN 3140XHZN0 - 285,966 $271,325 $271,325 0.00 $270,245
FNMA 30yr Pool#AS8649 3.000% 01-Jan-2047, 3.00%, 01/01/47 FN 3138WJTF5 - 296,446 $265,915 $265,915 0.00 $265,075
FNMA 30yr Pool#BN3899 4.000% 01-Dec-2048, 4.00%, 12/01/48 FN 3140JLKM5 - 257,531 $244,702 $244,702 0.00 $243,729
FHLMC 30yr Pool#QA1615 3.500% 01-Aug-2049, 3.50%, 08/01/49 FR 31334XYL7 - 266,205 $244,498 $244,498 0.00 $243,618
FHLMC 30yr Pool#ZN4240 4.500% 01-Dec-2048, 4.50%, 12/01/48 FR 3131YAV98 - 244,480 $240,027 $240,027 0.00 $238,988
Fannie Mae REMIC Trust 2012-126 SY 0.24036% 25-NOV-2042, 0.27%, 11/25/42 FNR 2012-126 3136A9ZR2 - 473,554 $236,604 $236,604 0.00 $236,568
FNMA 30yr Pool#BW0081 4.500% 01-Apr-2052, 4.50%, 04/01/52 FN 3140MRCT2 - 227,631 $220,657 $220,657 0.00 $219,690
FNMA 30yr Pool#MA3687 4.000% 01-Jun-2049, 4.00%, 06/01/49 FN 31418DCZ3 - 222,109 $210,737 $210,737 0.00 $209,898
Fannie Mae REMIC Trust 2017-9 VL 3.0% 25-JUL-2028, 3.00%, 07/25/28 FNR 2017-9 3136AVYH6 - 207,114 $206,174 $206,174 0.00 $205,587
FNMA 30yr Pool#MA1327 3.000% 01-Jan-2043, 3.00%, 01/01/43 FN 31418APM4 - 224,138 $204,284 $204,284 0.00 $203,649
FNMA 30yr Pool#BE3616 4.000% 01-May-2047, 4.00%, 05/01/47 FN 3140FPAS8 - 210,891 $202,028 $202,028 0.00 $201,231
GNMA II 30yr Pool#MA5192 4.000% 20-May-2048, 4.00%, 05/20/48 G2 36179TXV2 - 206,187 $195,905 $195,905 0.00 $195,126
FHLMC 15yr Pool#SB0040 2.500% 01-Dec-2033, 2.50%, 12/01/33 FR 3132CWBH6 - 201,676 $194,037 $194,037 0.00 $193,561
FNMA 30yr Pool#AB6280 3.000% 01-Sep-2042, 3.00%, 09/01/42 FN 31417C6S9 - 184,359 $168,029 $168,029 0.00 $167,506
FNMA 30yr Pool#BO2983 3.000% 01-Sep-2049, 3.00%, 09/01/49 FN 3140JXJ58 - 187,152 $167,824 $167,824 0.00 $167,293
FNMA 30yr Pool#BV7132 4.500% 01-Apr-2052, 4.50%, 04/01/52 FN 3140ML4S6 - 160,208 $155,299 $155,299 0.00 $154,619
FHLMC 30yr Pool#ZT1320 4.000% 01-Nov-2048, 4.00%, 11/01/48 FR 3132ADPD4 - 153,816 $146,154 $146,154 0.00 $145,573
FNMA 30yr Pool#AB7563 3.000% 01-Jan-2043, 3.00%, 01/01/43 FN 31417EMM0 - 155,733 $142,299 $142,299 0.00 $141,858
FNMA 30yr Pool#FS2546 4.000% 01-Mar-2051, 4.00%, 03/01/51 FN 3140XHZL4 - 149,473 $142,027 $142,027 0.00 $141,463
FHLMC 30yr Pool#QH7013 6.500% 01-Dec-2053, 6.50%, 12/01/53 FR 3133CKYJ1 - 128,060 $133,882 $133,882 0.00 $133,096
GNMA II 30yr Pool#MA5753 4.000% 20-Feb-2049, 4.00%, 02/20/49 G2 36179UMA7 - 135,418 $125,298 $125,298 0.00 $124,787
FNMA 30yr Pool#MA1229 3.000% 01-Oct-2042, 3.00%, 10/01/42 FN 31418ALK2 - 136,514 $124,738 $124,738 0.00 $124,351
FNMA 30yr Pool#BV7131 4.500% 01-Apr-2052, 4.50%, 04/01/52 FN 3140ML4R8 - 127,892 $123,974 $123,974 0.00 $123,430
GNMA II 30yr Pool#BF6874 4.500% 20-Jul-2048, 4.50%, 07/20/48 G2 3617GDT77 - 124,773 $121,657 $121,657 0.00 $121,127
GNMA II 30yr Pool#MA5866 4.000% 20-Apr-2049, 4.00%, 04/20/49 G2 36179UQT2 - 123,504 $114,758 $114,758 0.00 $114,291
FNMA 20yr Pool#AB9283 3.000% 01-Apr-2038, 3.00%, 04/01/38 FN 31417GJ56 - 124,637 $113,369 $113,369 0.00 $113,015
GNMA II 30yr Pool#BK5879 4.500% 20-Nov-2048, 4.50%, 11/20/48 G2 3617J6Q80 - 110,119 $107,764 $107,764 0.00 $107,296
FHLMC 30yr Pool#QE0318 4.500% 01-Mar-2052, 4.50%, 03/01/52 FR 3133B9K78 - 107,194 $103,920 $103,920 0.00 $103,465
FNMA 30yr Pool#BW0072 4.500% 01-Apr-2052, 4.50%, 04/01/52 FN 3140MRCJ4 - 105,520 $102,287 $102,287 0.00 $101,839
FNMA 30yr Pool#BM3282 3.500% 01-Dec-2047, 3.50%, 12/01/47 FN 3140J7UG8 - 107,803 $100,129 $100,129 0.00 $99,773
FHLMC 30yr Pool#ZT1633 4.000% 01-Mar-2047, 4.00%, 03/01/47 FR 3132ADY69 - 104,090 $99,948 $99,948 0.00 $99,555
FNMA 30yr Pool#CA0108 3.500% 01-Aug-2047, 3.50%, 08/01/47 FN 3140Q7DN4 - 99,454 $92,374 $92,374 0.00 $92,045
Fannie Mae REMIC Trust 2013-130 FN 4.07658% 25-OCT-2042, 4.08%, 10/25/42 FNR 2013-130 3136AHG53 - 82,845 $82,305 $82,305 0.00 $82,211
FHLMC 30yr Pool#ZM7926 5.000% 01-Sep-2048, 5.00%, 09/01/48 FR 3131Y2YX0 - 76,423 $76,888 $76,888 0.00 $76,528
FNMA 30yr Pool#MA1447 3.000% 01-May-2043, 3.00%, 05/01/43 FN 31418ATD0 - 74,308 $67,395 $67,395 0.00 $67,185
FHLMC 30yr Pool#QA2159 3.000% 01-Aug-2049, 3.00%, 08/01/49 FR 31334YMG9 - 74,588 $65,266 $65,266 0.00 $65,055
Sequoia Mortgage Trust 2019-CH3 A19 4.0% 25-OCT-2049, 4.00%, 09/25/49 SEMT 2019-CH3 81748GBN0 - 66,298 $64,043 $64,043 0.00 $60,969
FNMA 30yr Pool#AS8547 3.000% 01-Nov-2046, 3.00%, 11/01/46 FN 3138WJP93 - 70,255 $62,878 $62,878 0.00 $62,679
FNMA 30yr Pool#BD2453 3.000% 01-Jan-2047, 3.00%, 01/01/47 FN 3140F9WP6 - 64,315 $57,943 $57,943 0.00 $57,761
Fannie Mae REMIC Trust 2010-109 BS 13.59985% 25-OCT-2040, 13.60%, 10/25/40 FNR 2010-109 31398NTM6 - 41,248 $49,145 $49,145 0.00 $48,615
Fannie Mae REMIC Trust 2006-20 GF 4.10964% 25-APR-2036, 4.08%, 04/25/36 FNR 2006-20 31395BU43 - 49,250 $49,061 $49,061 0.00 $49,005
FHLMC 15yr Pool#ZK8962 3.000% 01-Sep-2032, 3.00%, 09/01/32 FR 3131XC5X1 - 48,220 $46,672 $46,672 0.00 $46,536
FHLMC 15yr Pool#ZS7403 3.000% 01-May-2031, 3.00%, 05/01/31 FR 3132A8GL7 - 41,888 $40,970 $40,970 0.00 $40,851
FNMA 15yr Pool#BO5957 3.000% 01-Dec-2034, 3.00%, 12/01/34 FN 3140K1TP1 - 41,257 $39,513 $39,513 0.00 $39,396
Freddie Mac Multiclass Certificates, Series 3380 FM 4.34428% 15-OCT-2037, 4.35%, 10/15/37 FHR 3380 31397KTJ0 - 39,290 $39,289 $39,289 0.00 $39,194
Freddie Mac Multiclass Certificates, Series 3721 FB 4.25428% 15-SEP-2040, 4.26%, 09/15/40 FHR 3721 3137GAD20 - 38,550 $38,651 $38,651 0.00 $38,560
Ginnie Mae REMIC Trust 2008-013 FB 4.27549% 20-FEB-2038, 4.22%, 02/20/38 GNR 2008-13 38375PNL1 - 36,799 $36,656 $36,656 0.00 $36,591
FNMA 30yr Pool#BC0870 3.500% 01-Jan-2046, 3.50%, 01/01/46 FN 3140EU6G9 - 35,012 $32,514 $32,514 0.00 $32,398
FNMA 15yr Pool#BO7717 3.000% 01-Nov-2034, 3.00%, 11/01/34 FN 3140K3SF0 - 31,057 $29,815 $29,815 0.00 $29,727
Ginnie Mae REMIC Trust 2007-040 FG 4.09549% 20-JUL-2037, 4.04%, 07/20/37 GNR 2007-40 38375KZS4 - 28,070 $27,793 $27,793 0.00 $27,745
FHLMC 15yr Pool#ZK9163 3.000% 01-Jan-2033, 3.00%, 01/01/33 FR 3131XDFC4 - 28,694 $27,737 $27,737 0.00 $27,655
Ginnie Mae REMIC Trust 2004-069 CF 4.17549% 20-JUL-2034, 4.12%, 07/20/34 GNR 2004-69 38374JAT3 - 23,515 $23,533 $23,533 0.00 $23,493
Fannie Mae REMIC Trust 2013-2 QF 4.25964% 25-FEB-2043, 4.23%, 02/25/43 FNR 2013-2 3136AB4P5 - 22,252 $22,233 $22,233 0.00 $22,207
FHLMC 30yr Pool#ZN2165 4.500% 01-Dec-2048, 4.50%, 12/01/48 FR 3131Y8MN2 - 22,350 $21,985 $21,985 0.00 $21,890
Ginnie Mae REMIC Trust 2007-059 FA 4.27549% 20-OCT-2037, 4.22%, 10/20/37 GNR 2007-59 38375LPU8 - 21,967 $21,876 $21,876 0.00 $21,837
Ginnie Mae REMIC Trust 2010-133 FD 4.16954% 16-OCT-2040, 4.17%, 10/16/40 GNR 2010-133 38377MHV1 - 18,516 $18,538 $18,538 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 $17,811 $17,811 0.00 $17,780
Ginnie Mae REMIC Trust 2007-037 FW 4.08549% 20-JUN-2037, 4.03%, 06/20/37 GNR 2007-37 38375KNR9 - 17,654 $17,467 $17,467 0.00 $17,438
Ginnie Mae REMIC Trust 2005-065 FA 3.92549% 20-AUG-2035, 3.87%, 08/20/35 GNR 2005-65 38374LL25 - 16,956 $16,788 $16,788 0.00 $16,761
Ginnie Mae REMIC Trust 2004-059 FP 4.03954% 16-AUG-2034, 4.04%, 08/16/34 GNR 2004-59 38374HYS3 - 16,532 $16,505 $16,505 0.00 $16,470
Freddie Mac Multiclass Certificates, Series 2426 FL 4.40428% 15-MAR-2032, 4.41%, 03/15/32 FHR 2426 31339W7G5 - 14,649 $14,721 $14,721 0.00 $14,685
FHLMC 30yr Pool#ZT0252 3.000% 01-Dec-2047, 3.00%, 12/01/47 FR 3132ACH52 - 16,234 $14,626 $14,626 0.00 $14,580
Fannie Mae REMIC Trust 2002-53 FK 4.15964% 25-APR-2032, 4.13%, 04/25/32 FNR 2002-53 31392EHN3 - 14,302 $14,301 $14,301 0.00 $14,285
Ginnie Mae REMIC Trust 2005-048 AF 3.97549% 20-JUN-2035, 3.92%, 06/20/35 GNR 2005-48 38374LHM6 - 14,273 $14,190 $14,190 0.00 $14,167
Fannie Mae REMIC Trust 2005-83 KT 4.05964% 25-OCT-2035, 4.03%, 10/25/35 FNR 2005-83 31394FUL7 - 12,540 $12,468 $12,468 0.00 $12,454
Fannie Mae REMIC Trust 2007-89 GF 4.27964% 25-SEP-2037, 4.25%, 09/25/37 FNR 2007-89 31396XPM0 - 11,907 $11,946 $11,946 0.00 $11,932
Freddie Mac Multiclass Certificates, Series 2551 FD 4.15428% 15-JAN-2033, 4.16%, 01/15/33 FHR 2551 31393JAZ1 - 10,579 $10,577 $10,577 0.00 $10,552
FHLMC 30yr Pool#ZM2269 3.000% 01-Dec-2046, 3.00%, 12/01/46 FR 3131XVQW8 - 11,627 $10,468 $10,468 0.00 $10,435
Ginnie Mae REMIC Trust 2012-075 FP 4.07549% 20-JUL-2041, 4.02%, 07/20/41 GNR 2012-75 38378EZ55 - 9,849 $9,870 $9,870 0.00 $9,854
Ginnie Mae REMIC Trust 2007-061 FA 4.27549% 20-OCT-2037, 4.22%, 10/20/37 GNR 2007-61 38375LLN8 - 8,989 $8,952 $8,952 0.00 $8,936
Fannie Mae REMIC Trust 2010-123 FL 4.18964% 25-NOV-2040, 4.16%, 11/25/40 FNR 2010-123 31398N2W3 - 8,151 $8,140 $8,140 0.00 $8,131
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 $8,035 $8,035 0.00 $8,017
FNMA 15yr Pool#AS8207 2.500% 01-Oct-2031, 2.50%, 10/01/31 FN 3138WJDM7 - 8,052 $7,754 $7,754 0.00 $7,735
Fannie Mae REMIC Trust 2012-100 FG 4.15964% 25-SEP-2042, 4.13%, 09/25/42 FNR 2012-100 3136A8QW3 - 7,108 $7,076 $7,076 0.00 $7,067
Freddie Mac Multiclass Certificates, Series 3028 FM 4.00428% 15-SEP-2035, 4.01%, 09/15/35 FHR 3028 31396AFB5 - 7,013 $7,014 $7,014 0.00 $6,998
Fannie Mae REMIC Trust 2003-87 FG 4.25964% 25-SEP-2033, 4.23%, 09/25/33 FNR 2003-87 31393E4W6 - 6,821 $6,838 $6,838 0.00 $6,830
FNMA 15yr Pool#AS7643 2.500% 01-Aug-2031, 2.50%, 08/01/31 FN 3138WHP55 - 7,080 $6,821 $6,821 0.00 $6,805
FNMA 15yr Pool#BM1036 2.500% 01-Feb-2032, 2.50%, 02/01/32 FN 3140J5EJ4 - 7,080 $6,818 $6,818 0.00 $6,801
Ginnie Mae REMIC Trust 2007-018 FD 4.07549% 20-APR-2037, 4.02%, 04/20/37 GNR 2007-18 38375JC86 - 6,631 $6,557 $6,557 0.00 $6,546
Ginnie Mae REMIC Trust 2010-006 FG 4.33954% 16-JAN-2040, 4.34%, 01/16/40 GNR 2010-6 38376TSC7 - 6,249 $6,249 $6,249 0.00 $6,236
Fannie Mae REMIC Trust 2002-16 VF 4.30964% 25-APR-2032, 4.28%, 04/25/32 FNR 2002-16 31392CWW0 - 5,935 $5,955 $5,955 0.00 $5,948
FHLMC 15yr Pool#ZK8405 2.500% 01-Dec-2031, 2.50%, 01/22/31 FR 3131XCKS5 - 6,146 $5,909 $5,909 0.00 $5,895
Fannie Mae REMIC Trust 2010-95 FB 4.15964% 25-SEP-2040, 4.13%, 09/25/40 FNR 2010-95 31398NEX8 - 5,088 $5,087 $5,087 0.00 $5,081
Freddie Mac Multiclass Certificates, Series 3738 FD 4.05428% 15-AUG-2040, 4.06%, 08/15/40 FHR 3738 3137GAYQ4 - 3,810 $3,818 $3,818 0.00 $3,810
FHLMC 30yr Pool#ZN0650 3.000% 01-Mar-2043, 3.00%, 03/01/43 FR 3131Y6WK1 - 1,028 $932 $932 0.00 $929
FNMA 30yr Pool#FS2238 4.000% 01-Mar-2051, 4.00%, 03/01/51 FN 3140XHPY7 - - $928 $928 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 $792 $792 0.00 $790
Ginnie Mae REMIC Trust 1999-27 FE 4.13954% 16-AUG-2029, 4.14%, 08/16/29 GNR 1999-27 3837H2WA3 - 570.00 $572 $572 0.00 $570
Ginnie Mae REMIC Trust 2010-125 VF 4.12549% 20-JUN-2040, 4.07%, 06/20/40 GNR 2010-125 38377JYJ6 - 307.00 $307 $307 0.00 $306
US 10yr Ultra Fut Sep26 SEP 26 UXYU6 FUTURES_USD - -1,861 $-208,170,297 $0 0.00 $0
US ULTRA BOND CBT Sep26 SEP 26 WNU6 FUTURES_USD - -305.00 $-34,970,156 $0 0.00 $0
US 5YR NOTE (CBT) Sep26 SEP 26 FVU6 FUTURES_USD - -2,188 $-234,184,375 $0 0.00 $0
US 2YR NOTE (CBT) Sep26 SEP 26 TUU6 FUTURES_USD - 2,910 $600,642,188 $0 0.00 $0
US 10YR NOTE (CBT)Sep26 SEP 26 TYU6 FUTURES_USD - -1,544 $-169,212,750 $0 0.00 $0
UMBS TBA 30yr 4% July Delivery, 4.00%, 07/13/26 FNCL 01F040677 - -199,087,732 $-185,754,428 $-185,754,428 -2.75 $-185,754,428
UMBS TBA 30yr 6% June Delivery, 6.00%, 06/11/26 FNCL 01F060667 - -232,800,760 $-237,482,383 $-237,482,383 -3.51 $-237,482,383
UMBS TBA 30yr 4.5% July Delivery, 4.50%, 07/13/26 FNCL 01F042673 - -250,000,000 $-239,157,250 $-239,157,250 -3.54 $-239,157,250
UMBS TBA 30yr 5% July Delivery, 5.00%, 07/13/26 FNCL 01F050676 - -257,213,621 $-252,239,367 $-252,239,367 -3.73 $-252,239,367
UMBS TBA 30yr 5.5% June Delivery, 5.50%, 06/11/26 FNCL 01F052664 - -266,554,525 $-267,415,496 $-267,415,496 -3.95 $-267,415,496
UMBS TBA 30yr 4% June Delivery, 4.00%, 06/11/26 FNCL 01F040669 - -449,590,027 $-419,765,124 $-419,765,124 -6.20 $-419,765,124
UMBS TBA 30yr 4.5% June Delivery, 4.50%, 06/11/26 FNCL 01F042665 - -609,602,333 $-583,698,501 $-583,698,501 -8.63 $-583,698,501
UMBS TBA 30yr 5% June Delivery, 5.00%, 06/11/26 FNCL 01F050668 - -625,421,561 $-614,080,792 $-614,080,792 -9.08 $-614,080,792
SEGREGATED CASH SEGCASH $0.00 17,134,200 $17,134,200 $17,134,200 0.25 $17,134,200
ALMSUM ALMSUM $0.00 - $0 $0 0.00 $0
US DOLLARS USD MD_142224 - -2,211,662,863 $-2,211,662,863 $-2,211,662,863 -32.69 $-2,211,662,863
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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