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For Individual Investors in the US

Mortgage-Backed Securities ETF Holdings

Full Portfolio Holdings

(As of August 6, 2026)

Ticker Cusip Underlying Security Strike Price Quantity (Shares/ Par/ Units/ Contracts) Notional Value Market Value Weight % Current Market Value
UMBS TBA 20yr 11.5% May Delivery, 2.50%, 08/13/26 FNCL 01F022683 - 1,187,484,729 $973,420,419 $973,420,419 14.49 $973,420,419
GNMA II TBA 15yr 5.5% January Delivery, 2.50%, 08/20/26 G2SF 21H022689 - 710,603,414 $596,152,207 $596,152,207 8.88 $596,152,207
UMBS TBA 20yr 5% October Delivery, 5.00%, 08/13/26 FNCL 01F050684 - 501,865,871 $486,162,488 $486,162,488 7.24 $486,162,488
UMBS TBA 20yr 12.5% March Delivery, 3.00%, 08/13/26 FNCL 01F030686 - 422,492,149 $362,631,349 $362,631,349 5.40 $362,631,349
FNMA 30yr Pool#FA5633 4.500% 01-Sep-2053, 4.50%, 09/01/53 FN 3140W6HK1 - 320,303,731 $309,097,150 $309,097,150 4.61 $307,655,783
UMBS TBA 20yr 2% July Delivery, 3.00%, 09/14/26 FNCL 01F030694 - 341,623,426 $292,203,840 $292,203,840 4.36 $292,203,840
UMBS TBA 20yr 11% May Delivery, 2.00%, 08/13/26 FNCL 01F020687 - 360,986,255 $282,728,767 $282,728,767 4.22 $282,728,767
UMBS TBA 20yr 7% October Delivery, 6.00%, 08/13/26 FNCL 01F060683 - 232,421,092 $235,561,101 $235,561,101 3.51 $235,561,101
GNMA II TBA 15yr 8% January Delivery, 5.00%, 08/20/26 G2SF 21H050680 - 198,508,194 $192,975,771 $192,975,771 2.88 $192,975,771
UMBS TBA 20yr 8% October Delivery, 6.50%, 08/13/26 FNCL 01F062689 - 174,168,000 $180,117,579 $180,117,579 2.69 $180,117,579
UMBS TBA 20yr 12.5% April Delivery, 2.50%, 09/14/26 FNCL 01F022691 - 206,432,657 $169,044,813 $169,044,813 2.52 $169,044,813
GNMA II TBA 15yr 8.5% January Delivery, 5.50%, 08/20/26 G2SF 21H052686 - 164,697,000 $164,097,503 $164,097,503 2.44 $164,097,503
GNMA II TBA 15yr 6% January Delivery, 3.00%, 08/20/26 G2SF 21H030682 - 182,289,962 $158,720,417 $158,720,417 2.36 $158,720,417
UMBS TBA 20yr 2% November Delivery, 3.50%, 08/13/26 FNCL 01F032682 - 155,843,000 $138,848,165 $138,848,165 2.07 $138,848,165
FNMA 30yr Pool#FA5419 4.500% 01-Aug-2053, 4.50%, 08/01/53 FN 3140W6AV4 - 140,485,899 $134,281,536 $134,281,536 2.00 $133,649,349
FNMA 30yr Pool#CB9787 5.000% 01-Jan-2055, 5.00%, 01/01/55 FN 3140QV2V5 - 128,807,582 $126,303,811 $126,303,811 1.88 $125,659,773
GNMA II TBA 15yr 6.5% January Delivery, 3.50%, 08/20/26 G2SF 21H032688 - 132,283,377 $116,368,628 $116,368,628 1.73 $116,368,628
FNMA 30yr Pool#FA2754 4.500% 01-Jan-2049, 4.50%, 01/01/49 FN 3140W3BY4 - 111,626,170 $107,373,310 $107,373,310 1.60 $106,870,993
GNMA II TBA 15yr 7.5% January Delivery, 4.50%, 08/20/26 G2SF 21H042687 - 113,901,488 $107,243,490 $107,243,490 1.60 $107,243,490
FHLMC 30yr Pool#SL3899 5.000% 01-Jan-2056, 5.00%, 01/01/56 FR 31427RKM1 - 108,701,702 $106,588,751 $106,588,751 1.59 $106,045,242
FNMA 30yr Pool#FS1133 4.000% 01-Oct-2051, 4.00%, 10/01/51 FN 3140XGHK8 - 105,839,864 $98,957,142 $98,957,142 1.47 $98,533,782
FNMA 30yr Pool#FM7460 4.000% 01-Mar-2051, 4.00%, 03/01/51 FN 3140XBJE1 - 100,545,395 $94,006,970 $94,006,970 1.40 $93,604,788
GNMA II TBA 15yr 7% January Delivery, 4.00%, 08/20/26 G2SF 21H040681 - 102,070,688 $92,677,327 $92,677,327 1.38 $92,677,327
FNMA 30yr Pool#FA5549 5.000% 01-Mar-2056, 5.00%, 03/01/56 FN 3140W6EX6 - 93,728,332 $91,598,672 $91,598,672 1.36 $91,130,030
FNMA 30yr Pool#FA4553 5.000% 01-Feb-2056, 5.00%, 02/01/56 FN 3140W5BX1 - 85,410,454 $84,196,143 $84,196,143 1.25 $83,769,091
FNMA 30yr Pool#FA3025 5.500% 01-Sep-2055, 5.50%, 09/01/55 FN 3140W3LF4 - 83,063,986 $83,801,798 $83,801,798 1.25 $83,344,946
FHLMC 30yr Pool#SL5254 4.500% 01-Sep-2051, 4.50%, 09/01/51 FR 31427SZU5 - 84,141,851 $81,197,950 $81,197,950 1.21 $80,819,311
FNMA 30yr Pool#FS9005 5.500% 01-Sep-2054, 5.50%, 09/01/54 FN 3140XRAF2 - 77,476,100 $78,124,074 $78,124,074 1.16 $77,697,956
FHLMC 30yr Pool#SL5145 5.000% 01-Feb-2056, 5.00%, 02/01/56 FR 31427SWF1 - 78,988,941 $77,194,184 $77,194,184 1.15 $76,799,239
FHLMC 30yr Pool#SL2464 4.500% 01-Dec-2048, 4.50%, 12/01/48 FR 31427PW26 - 78,557,545 $75,564,571 $75,564,571 1.12 $75,211,062
FHLMC 30yr Pool#RJ4363 5.500% 01-Jun-2055, 5.50%, 06/01/55 FR 3142GUZ55 - 71,086,019 $71,934,592 $71,934,592 1.07 $71,543,619
FNMA 30yr Pool#FA3036 5.500% 01-Oct-2055, 5.50%, 10/01/55 FN 3140W3LS6 - 71,084,791 $71,933,349 $71,933,349 1.07 $71,542,383
FNMA 30yr Pool#CB9331 5.500% 01-Oct-2054, 5.50%, 10/01/54 FN 3140QVLM4 - 71,264,107 $71,860,126 $71,860,126 1.07 $71,468,174
FHLMC 30yr Pool#SD1046 4.000% 01-Jul-2052, 4.00%, 07/01/52 FR 3132DNET6 - 75,866,903 $70,612,406 $70,612,406 1.05 $70,308,938
FHLMC 30yr Pool#RJ6445 5.000% 01-Apr-2056, 5.00%, 04/01/56 FR 3142GXET0 - 69,141,446 $67,377,322 $67,377,322 1.00 $67,031,615
FNMA 30yr Pool#FA3037 5.500% 01-Oct-2055, 5.50%, 10/01/55 FN 3140W3LT4 - 66,140,488 $66,790,144 $66,790,144 0.99 $66,426,371
FHLMC 30yr Pool#SL3985 5.000% 01-Jan-2056, 5.00%, 01/01/56 FR 31427RNB2 - 65,638,880 $64,254,863 $64,254,863 0.96 $63,926,669
FNMA 30yr Pool#FA0574 5.500% 01-Jan-2055, 5.50%, 01/01/55 FN 3140W0T88 - 62,898,913 $63,607,507 $63,607,507 0.95 $63,261,563
FHLMC 30yr Pool#SL4515 5.000% 01-Apr-2056, 5.00%, 04/01/56 FR 31427SAR9 - 63,838,741 $62,492,680 $62,492,680 0.93 $62,173,486
FNMA 30yr Pool#FS8993 6.000% 01-Jul-2054, 6.00%, 07/01/54 FN 3140XQ7F8 - 57,649,623 $59,125,444 $59,125,444 0.88 $58,779,546
FNMA 30yr Pool#FA4990 5.000% 01-Mar-2056, 5.00%, 03/01/56 FN 3140W5RL0 - 58,247,499 $57,329,204 $57,329,204 0.85 $57,037,967
FNMA 30yr Pool#FA4270 5.000% 01-Dec-2055, 5.00%, 12/01/55 FN 3140W4W86 - 57,392,358 $56,487,545 $56,487,545 0.84 $56,200,584
FHLMC 30yr Pool#RJ6942 5.500% 01-Jun-2056, 5.50%, 06/01/56 FR 3142GXWC7 - 55,155,234 $55,645,148 $55,645,148 0.83 $55,341,794
FNMA 30yr Pool#FA5046 5.000% 01-Mar-2056, 5.00%, 03/01/56 FN 3140W5TC8 - 56,146,304 $55,261,136 $55,261,136 0.82 $54,980,405
FHLMC 30yr Pool#SL1188 5.500% 01-Apr-2055, 5.50%, 04/01/55 FR 31427NKA6 - 54,208,801 $54,741,259 $54,741,259 0.81 $54,443,111
FNMA 30yr Pool#CB9654 5.000% 01-Dec-2054, 5.00%, 12/01/54 FN 3140QVWQ3 - 50,137,613 $49,163,035 $49,163,035 0.73 $48,912,347
FNMA 30yr Pool#FA2246 5.500% 01-Jul-2055, 5.50%, 07/01/55 FN 3140W2P88 - 47,390,948 $47,856,438 $47,856,438 0.71 $47,595,788
FHLMC 30yr Pool#SL0239 5.000% 01-Jan-2055, 5.00%, 01/01/55 FR 31427MHR5 - 48,776,670 $47,828,546 $47,828,546 0.71 $47,584,662
FNMA 30yr Pool#CC2018 5.500% 01-Feb-2056, 5.50%, 02/01/56 FN 3140Y8G42 - 45,867,927 $46,318,458 $46,318,458 0.69 $46,066,184
FNMA 30yr Pool#FA3128 5.500% 01-Oct-2055, 5.50%, 10/01/55 FN 3140W3PN3 - 44,733,390 $45,130,732 $45,130,732 0.67 $44,884,698
FNMA 30yr Pool#FA4155 5.000% 01-Jan-2056, 5.00%, 01/01/56 FN 3140W4TM9 - 44,968,761 $44,309,109 $44,309,109 0.66 $44,084,266
FHLMC 30yr Pool#SD7343 5.500% 01-Jan-2055, 5.50%, 01/01/55 FR 3132DVEQ4 - 42,037,182 $42,421,092 $42,421,092 0.63 $42,189,887
FNMA 30yr Pool#FA4202 5.000% 01-Jan-2056, 5.00%, 01/01/56 FN 3140W4U47 - 42,841,915 $42,166,495 $42,166,495 0.63 $41,952,286
FNMA 30yr Pool#CC1926 5.000% 01-Feb-2056, 5.00%, 02/01/56 FN 3140Y8D86 - 41,564,459 $41,054,675 $41,054,675 0.61 $40,846,853
FNMA 30yr Pool#FS9779 5.500% 01-Nov-2054, 5.50%, 11/01/54 FN 3140XR2M6 - 39,753,133 $40,148,084 $40,148,084 0.60 $39,929,442
FNMA 40yr Pool#BF0646 2.500% 01-Jun-2062, 2.50%, 06/01/62 FN 3140FXWG3 - 46,077,206 $37,563,928 $37,563,928 0.56 $37,449,046
FHLMC 30yr Pool#ZT2413 4.000% 01-Feb-2041, 4.00%, 02/01/41 FR 3132AEVE3 - 37,796,005 $36,330,038 $36,330,038 0.54 $36,178,854
New Residential Mortgage LLC 6.545% 25-MAR-2032, 6.54%, 03/25/32 NZES 2025-FHT 64832EAA7 - 34,530,915 $34,805,504 $34,805,504 0.52 $34,730,169
FHLMC 30yr Pool#SL0860 5.500% 01-Apr-2055, 5.50%, 04/01/55 FR 31427M5W7 - 34,201,633 $34,487,680 $34,487,680 0.51 $34,299,571
FHLMC 30yr Pool#SI2101 4.000% 01-Sep-2048, 4.00%, 09/01/48 FR 3133USKN0 - 36,763,319 $34,386,796 $34,386,796 0.51 $34,239,742
FHLMC 30yr Pool#SL4452 5.000% 01-Mar-2056, 5.00%, 03/01/56 FR 31427R5N6 - 34,592,311 $34,100,500 $34,100,500 0.51 $33,927,538
FHLMC 30yr Pool#SL0938 4.000% 01-Jul-2050, 4.00%, 07/01/50 FR 31427NBG3 - 35,765,053 $34,081,005 $34,081,005 0.51 $33,937,945
FNMA 40yr Pool#BF0598 2.500% 01-Mar-2062, 2.50%, 03/01/62 FN 3140FXUY6 - 41,789,990 $34,072,367 $34,072,367 0.51 $33,967,892
ACACIA 2026-1 LLC AB 0% 41, 5.44%, 07/15/41 ACACIA 2026-1 00402VAA3 - 34,000,000 $34,067,307 $34,067,307 0.51 $33,964,552
FHLMC 30yr Pool#RJ2205 5.500% 01-Aug-2054, 5.50%, 08/01/54 FR 3142GSNX2 - 33,618,678 $33,899,849 $33,899,849 0.50 $33,714,946
FNMA 30yr Pool#CC2016 5.500% 01-Feb-2056, 5.50%, 02/01/56 FN 3140Y8G26 - 33,427,019 $33,826,046 $33,826,046 0.50 $33,642,197
FHLMC 30yr Pool#SL0046 6.000% 01-Jan-2055, 6.00%, 01/01/55 FR 31427MBQ3 - 32,909,685 $33,752,168 $33,752,168 0.50 $33,554,709
FHLMC 30yr Pool#SL1632 4.000% 01-Nov-2053, 4.00%, 11/01/53 FR 31427NY60 - 35,312,470 $32,861,235 $32,861,235 0.49 $32,719,985
FNMA 30yr Pool#FA0576 5.500% 01-Jan-2055, 5.50%, 01/01/55 FN 3140W0UA1 - 32,213,982 $32,535,556 $32,535,556 0.48 $32,358,379
FNMA 30yr Pool#FA3191 5.500% 01-Oct-2055, 5.50%, 10/01/55 FN 3140W3RM3 - 30,991,652 $31,296,063 $31,296,063 0.47 $31,125,609
FNMA 30yr Pool#FA1951 6.000% 01-Jun-2055, 6.00%, 06/01/55 FN 3140W2EZ0 - 30,223,898 $31,011,271 $31,011,271 0.46 $30,829,927
FNMA 30yr Pool#FA4849 5.000% 01-Feb-2056, 5.00%, 02/01/56 FN 3140W5L77 - 30,759,159 $30,321,845 $30,321,845 0.45 $30,168,049
FNMA 30yr Pool#FA3682 5.500% 01-Feb-2055, 5.50%, 02/01/55 FN 3140W4CU9 - 29,403,202 $29,734,447 $29,734,447 0.44 $29,572,729
FNMA 30yr Pool#FA1557 6.000% 01-May-2055, 6.00%, 05/01/55 FN 3140W1WT6 - 28,491,930 $29,221,319 $29,221,319 0.43 $29,050,367
FNMA 30yr Pool#FA1560 5.500% 01-Apr-2055, 5.50%, 04/01/55 FN 3140W1WW9 - 28,539,555 $28,861,070 $28,861,070 0.43 $28,704,103
FHLMC 30yr Pool#SL0238 5.000% 01-May-2054, 5.00%, 05/01/54 FR 31427MHQ7 - 28,582,632 $28,027,041 $28,027,041 0.42 $27,884,128
FNMA 40yr Pool#BF0698 3.500% 01-Dec-2062, 3.50%, 12/01/62 FN 3140FXX49 - 30,811,864 $27,325,687 $27,325,687 0.41 $27,217,845
FNMA 30yr Pool#FA4117 4.500% 01-Sep-2051, 4.50%, 09/01/51 FN 3140W4SF5 - 28,020,702 $27,063,162 $27,063,162 0.40 $26,937,068
FHLMC 30yr Pool#SL1291 4.000% 01-Nov-2054, 4.00%, 11/01/54 FR 31427NNH8 - 28,980,327 $26,968,642 $26,968,642 0.40 $26,852,720
FHLMC 30yr Pool#SL2558 6.000% 01-Aug-2055, 6.00%, 08/01/55 FR 31427PZY3 - 26,127,498 $26,909,869 $26,909,869 0.40 $26,753,104
FNMA 30yr Pool#FA3105 6.000% 01-May-2055, 6.00%, 05/01/55 FN 3140W3NX3 - 25,892,463 $26,576,748 $26,576,748 0.40 $26,421,394
FNMA 30yr Pool#FA1798 4.000% 01-Aug-2052, 4.00%, 08/01/52 FN 3140W17L1 - 27,643,905 $25,731,463 $25,731,463 0.38 $25,620,887
FHLMC 30yr Pool#SL4437 6.000% 01-Sep-2054, 6.00%, 09/01/54 FR 31427R4X5 - 24,126,404 $24,947,392 $24,947,392 0.37 $24,802,634
FNMA 30yr Pool#FA5758 5.500% 01-Feb-2056, 5.50%, 02/01/56 FN 3140W6MG4 - 24,268,746 $24,471,719 $24,471,719 0.36 $24,338,240
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA2 B2 12.11608% 25-FEB-2042, 12.12%, 02/25/42 STACR 2022-DNA2 35564KSQ3 - 23,346,843 $24,345,047 $24,345,047 0.36 $24,258,614
NRM MSR-Collateralized Notes, Series 2024-FNT1 A 7.398% 25-NOV-2029, 7.40%, 11/25/31 NZES 2024-FNT1 62956YAA7 - 23,187,202 $23,372,384 $23,372,384 0.35 $23,315,204
FHLMC 30yr Pool#SD3271 5.500% 01-Jun-2053, 5.50%, 06/01/53 FR 3132DQT48 - 22,732,019 $22,922,139 $22,922,139 0.34 $22,797,113
Rithm Capital Corp. 8.5% 01-JUN-2031, 8.50%, 06/01/31 RITM 64828TAD4 - 21,732,000 $22,358,430 $22,358,430 0.33 $21,932,543
FNMA 30yr Pool#FA4386 5.500% 01-Jan-2056, 5.50%, 01/01/56 FN 3140W42U0 - 21,429,636 $21,685,447 $21,685,447 0.32 $21,567,584
FHLMC 30yr Pool#SD3669 5.500% 01-Sep-2053, 5.50%, 09/01/53 FR 3132E0CE0 - 21,368,450 $21,539,463 $21,539,463 0.32 $21,421,936
FNMA 30yr Pool#CC1195 5.000% 01-Oct-2055, 5.00%, 10/01/55 FN 3140Y7KH0 - 21,366,899 $21,063,119 $21,063,119 0.31 $20,956,284
PRET 2025-RPL3 Trust A1 4.15% 25-APR-2065, 4.15%, 04/25/65 PRET 2025-RPL3 69382RAA1 - 21,245,763 $20,695,646 $20,695,646 0.31 $20,607,476
FHLMC 30yr Pool#TB3130 5.500% 01-May-2056, 5.50%, 05/01/56 FR 3142K4PQ3 - 20,349,147 $20,517,027 $20,517,027 0.31 $20,405,107
FNMA 30yr Pool#FM7840 4.000% 01-Apr-2050, 4.00%, 04/01/50 FN 3140XBWA4 - 21,935,104 $20,508,673 $20,508,673 0.31 $20,420,933
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-DNA6 B2 11.11608% 25-OCT-2041, 11.12%, 10/25/41 STACR 2021-DNA6 35564KLV9 - 19,937,000 $20,465,234 $20,465,234 0.30 $20,201,383
FHLMC 30yr Pool#TB5153 5.500% 01-Jun-2056, 5.50%, 06/01/56 FR 3142K6WP2 - 20,131,121 $20,297,202 $20,297,202 0.30 $20,186,481
RCKT Mortgage Trust 2026-CES2 A3 5.255% 25-FEB-2056, 5.25%, 02/25/56 RCKT 2026-CES2 74940EAD9 - 20,600,000 $20,219,850 $20,219,850 0.30 $20,111,597
Connecticut Avenue Securities Trust 2023-R06 1B1 7.51608% 25-JUL-2043, 7.52%, 07/25/43 CAS 2023-R06 20754EAF2 - 19,155,535 $20,133,016 $20,133,016 0.30 $20,089,023
FNMA 30yr Pool#FS7225 4.000% 01-Aug-2051, 4.00%, 08/01/51 FN 3140XPA33 - 21,077,079 $19,714,575 $19,714,575 0.29 $19,630,266
Figure Technology Solutions, Inc. 8.5% 31-JUL-2031, 8.50%, 07/31/31 FIGR 349381AA1 - 19,574,000 $19,601,407 $19,601,407 0.29 $19,490,488
FNMA 30yr Pool#FS4781 4.000% 01-Oct-2051, 4.00%, 10/01/51 FN 3140XLJ33 - 20,921,177 $19,560,682 $19,560,682 0.29 $19,476,997
FHLMC 30yr Pool#SD5061 5.500% 01-Mar-2054, 5.50%, 03/01/54 FR 3132DSTS1 - 19,329,755 $19,560,500 $19,560,500 0.29 $19,454,186
FNMA 30yr Pool#FA5284 5.500% 01-Apr-2056, 5.50%, 04/01/56 FN 3140W52S2 - 19,317,212 $19,426,401 $19,426,401 0.29 $19,320,156
Structured Agency Credit Risk (STACR) Debt Notes, Series 2022-HQA1 M2 8.86608% 25-MAR-2042, 8.87%, 03/25/42 STACR 2022-HQA1 35564KTJ8 - 18,827,747 $19,363,314 $19,363,314 0.29 $19,312,308
FNMA 30yr Pool#CB7112 5.500% 01-Sep-2053, 5.50%, 09/01/53 FN 3140QS3W9 - 19,117,897 $19,270,898 $19,270,898 0.29 $19,165,750
Finance of America Structured Securities Trust, 2025-S1 A1 3.5% 25-FEB-2075, 3.50%, 02/25/75 FASST 2025-S1 31741BAB0 - 19,431,135 $18,914,222 $18,914,222 0.28 $18,891,552
FNMA 40yr Pool#BF0226 3.500% 01-Jan-2058, 3.50%, 01/01/58 FN 3140FXHC9 - 20,914,769 $18,905,359 $18,905,359 0.28 $18,832,157
FNMA 30yr Pool#FS6382 4.000% 01-Aug-2051, 4.00%, 08/01/51 FN 3140XNCU6 - 19,882,089 $18,596,834 $18,596,834 0.28 $18,517,306
FINANCE OF AMERICA STRUC 3.28125% 74, 3.50%, 04/25/74 FASST 2024-S3 31739WAB8 - 18,733,568 $18,425,299 $18,425,299 0.27 $18,403,444
FNMA 40yr Pool#BF0807 3.500% 01-Apr-2064, 3.50%, 04/01/64 FN 3140FX3R1 - 20,619,089 $18,284,370 $18,284,370 0.27 $18,212,203
RFT 2026-RR1 Trust|6.631|07/27/2030, 6.63%, 07/27/30 RFT 2026-RR1 76201CAA8 - 17,845,000 $17,877,611 $17,877,611 0.27 $17,844,741
FNMA 40yr Pool#BF0713 4.000% 01-Mar-2063, 4.00%, 03/01/63 FN 3140FXYK2 - 19,248,046 $17,807,265 $17,807,265 0.26 $17,730,272
FNMA 30yr Pool#FS5028 4.000% 01-Oct-2051, 4.00%, 10/01/51 FN 3140XLSS8 - 18,922,232 $17,691,727 $17,691,727 0.26 $17,616,038
FHLMC 30yr Pool#QJ9063 5.000% 01-Nov-2054, 5.00%, 11/01/54 FR 3133D1B81 - 17,804,280 $17,445,517 $17,445,517 0.26 $17,356,495
FHLMC 30yr Pool#SL0850 4.000% 01-Jul-2049, 4.00%, 07/01/49 FR 31427M5L1 - 18,248,406 $17,440,619 $17,440,619 0.26 $17,367,625
SALUDA GRADE ALTERNATIVE M 5.749% 31, 5.75%, 03/25/31 GRADE 2026-RTL7 79584UAA9 - 17,370,000 $17,279,182 $17,279,182 0.26 $17,096,105
FNMA 30yr Pool#FA1549 5.500% 01-May-2055, 5.50%, 05/01/55 FN 3140W1WK5 - 17,110,972 $17,279,042 $17,279,042 0.26 $17,184,932
FNMA 30yr Pool#FS2863 4.000% 01-Sep-2052, 4.00%, 09/01/52 FN 3140XJFD0 - 18,430,351 $17,152,437 $17,152,437 0.26 $17,078,716
FHLMC 30yr Pool#QY8779 6.000% 01-Jul-2055, 6.00%, 07/01/55 FR 31426TXH5 - 15,978,308 $16,458,265 $16,458,265 0.24 $16,362,396
RCKT MOR 2025-CES9 FLT 2055 A1B, 5.00%, 09/25/55 RCKT 2025-CES9 74942JAB0 - 16,193,451 $16,017,721 $16,017,721 0.24 $15,936,802
SALUDA GR ALT MTG TR 2025-LOC5 A1B, 5.52%, 10/25/55 GRADE 2025-LOC5 79581XAC2 - 15,693,000 $15,858,612 $15,858,612 0.24 $15,756,121
Connecticut Avenue Securities Trust 2022-R02 2B2 11.26608% 25-JAN-2042, 11.27%, 01/25/42 CAS 2022-R02 20754BAJ0 - 15,154,500 $15,659,360 $15,659,360 0.23 $15,607,192
Vontive Mortgage Trust 2025-RTL1 A1 6.507% 25-MAR-2030, 6.51%, 03/25/30 VNTV 2025-RTL1 928884AA3 - 15,444,000 $15,560,721 $15,560,721 0.23 $15,527,223
FNMA 30yr Pool#FA1358 4.500% 01-May-2050, 4.50%, 05/01/50 FN 3140W1QL0 - 16,097,912 $15,504,285 $15,504,285 0.23 $15,431,844
UMBS TBA 20yr 6% November Delivery, 5.50%, 08/13/26 FNCL 01F052680 - 15,500,000 $15,385,904 $15,385,904 0.23 $15,385,904
FNMA 40yr Pool#BF0806 3.500% 01-Apr-2064, 3.50%, 04/01/64 FN 3140FX3Q3 - 17,009,063 $15,134,101 $15,134,101 0.23 $15,074,570
GS Mortgage Securities MB FLTG 56, 5.03%, 11/25/56 GSMBS 2026-AH2 362984AA4 - 15,000,000 $15,067,964 $15,067,964 0.22 $15,002,971
FNMA 40yr Pool#BF0801 2.500% 01-Apr-2064, 2.50%, 04/01/64 FN 3140FX3K6 - 18,184,030 $14,801,920 $14,801,920 0.22 $14,756,460
FHLMC 30yr Pool#SD0985 4.500% 01-Oct-2050, 4.50%, 10/01/50 FR 3132DNCW1 - 15,313,304 $14,790,008 $14,790,008 0.22 $14,721,099
FNMA 30yr Pool#FS8660 5.500% 01-Aug-2054, 5.50%, 08/01/54 FN 3140XQTS6 - 14,494,579 $14,615,805 $14,615,805 0.22 $14,536,085
FNMA 30yr Pool#DA1525 6.000% 01-Oct-2053, 6.00%, 10/01/53 FN 3140A1VT1 - 13,839,333 $14,215,450 $14,215,450 0.21 $14,132,414
FNMA 30yr Pool#FM4738 4.000% 01-Sep-2050, 4.00%, 09/01/50 FN 3140X8HQ3 - 15,142,346 $14,093,382 $14,093,382 0.21 $14,032,812
BMP Commercial Mortgage Trust 2024-MF23 A 5.04831% 15-JUN-2041, 5.05%, 06/15/41 BMP 2024-MF23 05593JAA8 - 14,000,000 $14,053,433 $14,053,433 0.21 $14,008,279
Saluda Grade Alternative Mortgage Trust 2026-HB1 A1B 5.2744% 25-APR-2056, 5.27%, 04/25/56 GRADE 2026-HB1 795939AC1 - 13,995,261 $14,047,539 $14,047,539 0.21 $14,020,883
RCKT Mortgage Trust 2026-CES2 A2 5.055% 25-FEB-2056, 5.05%, 02/25/56 RCKT 2026-CES2 74940EAC1 - 14,268,000 $13,957,193 $13,957,193 0.21 $13,885,068
PRET 2025-RPL1 Trust A1 4.0% 25-JUL-2069, 4.00%, 07/25/69 PRET 2025-RPL1 69392FAA5 - 14,403,102 $13,953,614 $13,953,614 0.21 $13,896,002
Central Park Funding Trust 2026-1|7.25|07/27/2028, 7.25%, 07/27/28 CPFTR 2026-1 154808AA7 - 13,800,000 $13,825,012 $13,825,012 0.21 $13,800,000
Saluda Grade Alternative Mortgage Trust 2024-RTL6 A1 7.439% 25-JUL-2030, 7.44%, 07/25/30 GRADE 2024-RTL6 79585UAA8 - 13,502,699 $13,568,806 $13,568,806 0.20 $13,468,359
FNMA 30yr Pool#FS9116 6.000% 01-Sep-2054, 6.00%, 09/01/54 FN 3140XRDW2 - 13,185,342 $13,522,884 $13,522,884 0.20 $13,443,772
FHLMC 30yr Pool#SD6178 4.500% 01-Jan-2051, 4.50%, 01/01/51 FR 3132DT2K5 - 13,807,931 $13,298,749 $13,298,749 0.20 $13,236,614
FHLMC 30yr Pool#SL3988 5.000% 01-Jan-2056, 5.00%, 01/01/56 FR 31427RNE6 - 13,387,594 $13,197,258 $13,197,258 0.20 $13,130,320
FNMA 30yr Pool#FA3563 5.500% 01-Nov-2055, 5.50%, 11/01/55 FN 3140W35Z8 - 12,964,471 $13,119,231 $13,119,231 0.20 $13,047,927
FINANCE OF AMER STR TR 2024-S2 A1, 3.50%, 04/25/74 FASST 2024-S2 31739VAA2 - 13,215,672 $13,065,511 $13,065,511 0.19 $13,050,093
FHLMC 30yr Pool#QH3192 6.000% 01-Oct-2053, 6.00%, 10/01/53 FR 3133CFRM3 - 12,679,722 $13,008,303 $13,008,303 0.19 $12,932,224
FNMA 30yr Pool#CC0097 5.500% 01-Mar-2055, 5.50%, 03/01/55 FN 3140Y6DB3 - 12,526,921 $12,676,458 $12,676,458 0.19 $12,607,560
GS Mortgage-Backed Securities Trust 2025-RPL3 A1 4.1% 25-JUL-2065, 4.10%, 07/25/65 GSMBS 2025-RPL3 362963AA8 - 13,180,773 $12,648,618 $12,648,618 0.19 $12,594,577
FHLMC 30yr Pool#SL4976 5.000% 01-Apr-2056, 5.00%, 04/01/56 FR 31427SQ68 - 12,839,484 $12,568,759 $12,568,759 0.19 $12,504,562
FHLMC 30yr Pool#SL4658 5.000% 01-Jan-2056, 5.00%, 01/01/56 FR 31427SE87 - 12,824,475 $12,554,067 $12,554,067 0.19 $12,489,944
Chase Mortgage Reference Notes, Series 2020-CL1 M1 6.08888% 25-OCT-2057, 6.09%, 10/25/57 CHASE 2020-CL1 46591HAG5 - 12,130,273 $12,505,312 $12,505,312 0.19 $12,482,743
FHLMC 30yr Pool#SD5963 6.000% 01-Jul-2054, 6.00%, 07/01/54 FR 3132DTTU4 - 12,185,353 $12,497,296 $12,497,296 0.19 $12,424,184
PRPM 2025-RCF3 LLC 5.25% 55, 5.25%, 07/25/55 PRPM 2025-RCF3 69392PAA3 - 12,320,619 $12,288,033 $12,288,033 0.18 $12,223,350
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2025-HQA1 M2 5.26608% 25-FEB-2045, 5.27%, 02/25/45 STACR 2025-HQA1 35564NHA4 - 11,998,722 $12,078,023 $12,078,023 0.18 $12,058,716
PRET 2025-RPL5 TRUST FLTG 2070 A1, 4.15%, 01/25/70 PRET 2025-RPL5 69393AAA5 - 12,265,169 $11,875,083 $11,875,083 0.18 $11,824,183
FHLMC 30yr Pool#QG6755 5.500% 01-Jun-2053, 5.50%, 06/01/53 FR 3133C7QG5 - 11,550,546 $11,647,149 $11,647,149 0.17 $11,583,621
FNMA 40yr Pool#BF0731 2.500% 01-Jun-2063, 2.50%, 06/01/63 FN 3140FXY55 - 14,159,740 $11,535,928 $11,535,928 0.17 $11,500,528
FNMA 30yr Pool#FS8717 6.000% 01-Jul-2054, 6.00%, 07/01/54 FN 3140XQVK0 - 11,156,262 $11,441,860 $11,441,860 0.17 $11,374,923
Foundation Finance Trust 2025-2 B 4.94% 15-APR-2052, 4.94%, 04/15/52 FFIN 2025-2A 35042NAB1 - 11,371,117 $11,302,843 $11,302,843 0.17 $11,268,515
FNMA 30yr Pool#FS7541 4.000% 01-Jun-2052, 4.00%, 06/01/52 FN 3140XPLX5 - 12,055,110 $11,271,171 $11,271,171 0.17 $11,222,951
Connecticut Avenue Securities Trust 2022-R06 1B2 14.21608% 25-MAY-2042, 14.22%, 05/25/42 CAS 2022-R06 20754NAR6 - 10,436,475 $11,238,520 $11,238,520 0.17 $11,193,186
FHLMC 30yr Pool#SD6558 6.000% 01-Sep-2054, 6.00%, 09/01/54 FR 3132DUJB4 - 10,830,837 $11,108,105 $11,108,105 0.17 $11,043,120
FNMA 30yr Pool#DE6043 6.000% 01-Aug-2055, 6.00%, 08/01/55 FN 3140BJWD5 - 10,745,398 $11,020,478 $11,020,478 0.16 $10,956,006
TOWD POINT MORTGAGE TRUST 2025 0% 65, 4.97%, 09/25/65 TPMT 2025-FIX1 89183MAA1 - 10,732,700 $10,694,626 $10,694,626 0.16 $10,641,306
Connecticut Avenue Securities Trust 2022-R04 1B2 13.11608% 25-MAR-2042, 13.12%, 03/25/42 CAS 2022-R04 20753YAL6 - 10,118,401 $10,669,831 $10,669,831 0.16 $10,629,280
METRONET INFRASTRUCTURE ISSU 5.4% 55, 5.40%, 08/20/55 MNET 2025-2A 59170JAX6 - 10,600,000 $10,618,070 $10,618,070 0.16 $10,591,040
Homeward Opportunities Fund Trust 2025-RRTL1 A1 5.476% 25-MAR-2040, 5.48%, 03/25/40 HOF 2025-RRTL1 437919AA1 - 10,475,000 $10,496,215 $10,496,215 0.16 $10,477,095
FNMA 40yr Pool#BF0783 3.500% 01-Dec-2063, 3.50%, 12/01/63 FN 3140FX2R2 - 11,495,802 $10,194,121 $10,194,121 0.15 $10,153,886
FHLMC 30yr Pool#QH3306 6.000% 01-Oct-2053, 6.00%, 10/01/53 FR 3133CFU72 - 9,858,580 $10,162,102 $10,162,102 0.15 $10,102,950
FNMA 30yr Pool#CC1844 5.500% 01-Jan-2056, 5.50%, 01/01/56 FN 3140Y8BN5 - 9,976,270 $10,095,360 $10,095,360 0.15 $10,040,490
Vista Point Securitization Trust 2025-CES2 A1 5.601% 25-AUG-2055, 5.60%, 08/25/55 VSTA 2025-CES2 92842UAA0 - 10,022,372 $10,059,822 $10,059,822 0.15 $10,003,686
FNMA 30yr Pool#DE1157 6.000% 01-Jun-2055, 6.00%, 06/01/55 FN 3140BDJB7 - 9,749,095 $9,998,671 $9,998,671 0.15 $9,940,176
TOWD PT MTG TR 2025-FIX2 FLTG A1, 5.25%, 10/25/65 TPMT 2025-FIX2 89183RAA0 - 10,025,494 $9,995,243 $9,995,243 0.15 $9,942,619
FNMA 30yr Pool#FA0470 6.000% 01-Jan-2055, 6.00%, 01/01/55 FN 3140W0QY4 - 9,660,871 $9,908,188 $9,908,188 0.15 $9,850,222
FIGRE TRUST 2025-HE4 FLTG 2055 C, 5.71%, 07/25/55 FIGRE 2025-HE4 31684PAC6 - 9,907,234 $9,883,019 $9,883,019 0.15 $9,826,458
FNMA 30yr Pool#FS6236 6.500% 01-Nov-2053, 6.50%, 11/01/53 FN 3140XM4W3 - 9,438,543 $9,877,426 $9,877,426 0.15 $9,816,075
Huntington Bank Auto Credit-Linked Notes, Series 2024-2 B1 5.442% 20-OCT-2032, 5.44%, 10/20/32 HACLN 2024-2 44644NAG4 - 9,778,437 $9,855,342 $9,855,342 0.15 $9,830,213
FHLMC 30yr Pool#TC0791 6.000% 01-Aug-2056, 6.00%, 08/01/56 FR 3133W42Y7 - 9,602,673 $9,791,283 $9,791,283 0.15 $9,781,681
Rithm Capital Corp. 8.0% 01-APR-2029, 8.00%, 04/01/29 RITM 64828TAB8 - 9,213,000 $9,569,580 $9,569,580 0.14 $9,311,616
FNMA 30yr Pool#FA4709 5.500% 01-Jul-2055, 5.50%, 07/01/55 FN 3140W5GT5 - 9,410,915 $9,523,255 $9,523,255 0.14 $9,471,495
RCKT MORTGAGE TRUST 2026-CES4 0% 56, 5.59%, 04/25/56 RCKT 2026-CES4 74940CAD3 - 9,483,000 $9,398,593 $9,398,593 0.14 $9,345,555
LHOME Mortgage Trust 2024-RTL5 A2 5.751% 25-SEP-2039, 5.75%, 09/25/39 LHOME 2024-RTL5 50205WAB3 - 9,325,000 $9,344,280 $9,344,280 0.14 $9,326,404
Structured Agency Credit Risk (STACR) Debt Notes, Series 2022-HQA1 B2 14.61608% 25-MAR-2042, 14.62%, 03/25/42 STACR 2022-HQA1 35564KUL1 - 8,744,740 $9,333,560 $9,333,560 0.14 $9,294,506
SALUDA GRADE ALTERNATIVE MORT A2, 6.75%, 03/25/31 GRADE 2026-RTL7 79584UAB7 - 9,418,000 $9,325,932 $9,325,932 0.14 $9,262,380
CONNECTICUT AVENUE SECUR 5.95001% 45, 5.22%, 07/25/45 CAS 2025-R05 20753CAC4 - 9,254,000 $9,301,326 $9,301,326 0.14 $9,286,577
Connecticut Avenue Securities, Series 2020-SBT1 1B1 10.48056% 25-FEB-2040, 10.48%, 02/25/40 CAS 2020-SBT1 20753VBT4 - 8,982,000 $9,270,132 $9,270,132 0.14 $9,241,368
FHLMC 30yr Pool#SD5224 6.000% 01-Mar-2054, 6.00%, 03/01/54 FR 3132DSYV8 - 9,006,977 $9,237,554 $9,237,554 0.14 $9,183,512
FNMA 30yr Pool#FS6662 4.000% 01-Oct-2051, 4.00%, 10/01/51 FN 3140XNML5 - 9,826,520 $9,187,505 $9,187,505 0.14 $9,148,199
FHLMC 30yr Pool#QH4373 6.000% 01-Nov-2053, 6.00%, 11/01/53 FR 3133CG2E6 - 8,804,625 $9,032,788 $9,032,788 0.13 $8,979,960
New Residential Mortgag MB 4.00%65, 4.00%, 12/25/65 NRZT 2026-RPL1 64832TAP1 - 9,673,000 $9,024,576 $9,024,576 0.13 $8,985,884
FNMA 30yr Pool#FS2144 3.500% 01-Jun-2052, 3.50%, 06/01/52 FN 3140XHL21 - 9,529,926 $8,662,870 $8,662,870 0.13 $8,629,516
Connecticut Avenue Securities Trust 2022-R01 1B2 9.61608% 25-DEC-2041, 9.62%, 12/25/41 CAS 2022-R01 20754LAJ8 - 8,210,585 $8,375,898 $8,375,898 0.12 $8,351,774
Freddie Mac Multiclass Certificates, Series 5164 FA 3.8621% 25-NOV-2051, 3.87%, 11/25/51 FHR 5164 3137H3PY2 - 9,226,862 $8,344,166 $8,344,166 0.12 $8,332,275
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA5 M2 10.36608% 25-JUN-2042, 10.37%, 06/25/42 STACR 2022-DNA5 35564KYW3 - 7,918,000 $8,343,823 $8,343,823 0.12 $8,318,743
Connecticut Avenue Securities, Series 2021-R01 1B2 9.61608% 25-OCT-2041, 9.62%, 10/25/41 CAS 2021-R01 20754RAJ5 - 8,220,000 $8,326,874 $8,326,874 0.12 $8,302,722
FNMA 30yr Pool#FS7117 6.500% 01-Feb-2054, 6.50%, 02/01/54 FN 3140XN4B7 - 7,903,250 $8,270,743 $8,270,743 0.12 $8,219,372
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-HQA3 B2 9.86608% 25-SEP-2041, 9.87%, 09/25/41 STACR 2021-HQA3 35564KKL2 - 8,130,878 $8,207,810 $8,207,810 0.12 $8,183,298
Ally Bank Auto Credit-Linked Notes, Series 2025-A C 4.844% 15-JUN-2033, 4.84%, 06/15/33 ABCLN 2025-A 02007G5F6 - 8,147,748 $8,168,284 $8,168,284 0.12 $8,144,165
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA2 M2 7.36608% 25-FEB-2042, 7.37%, 02/25/42 STACR 2022-DNA2 35564KRN1 - 7,989,120 $8,124,509 $8,124,509 0.12 $8,106,528
FNMA 30yr Pool#DA0026 6.000% 01-Sep-2053, 6.00%, 09/01/53 FN 3140A0A41 - 7,698,739 $7,907,971 $7,907,971 0.12 $7,861,779
Connecticut Avenue Securities Trust 2025-R01 1M2 5.11608% 25-JAN-2045, 5.12%, 01/25/45 CAS 2025-R01 20755JAC7 - 7,839,000 $7,855,430 $7,855,430 0.12 $7,843,176
Brean Asset Backed Securities Trust 2024-RM8 A1 4.5% 25-MAY-2064, 4.50%, 05/25/64 BABS 2024-RM8 10637YAA3 - 7,996,549 $7,851,252 $7,851,252 0.12 $7,839,257
FNMA 30yr Pool#DH1175 5.500% 01-May-2056, 5.50%, 05/01/56 FN 3140UGJV5 - 7,829,000 $7,849,789 $7,849,789 0.12 $7,806,730
FHLMC 30yr Pool#SD7417 5.500% 01-Jan-2055, 5.50%, 01/01/55 FR 3132DVG25 - 7,717,774 $7,804,719 $7,804,719 0.12 $7,762,272
FIGRE TRUST 2025 HE4 FLTG 2055 B, 5.61%, 07/25/55 FIGRE 2025-HE4 31684PAB8 - 7,670,295 $7,652,292 $7,652,292 0.11 $7,609,277
PRPM 2025-RPL4 A1, 3.00%, 05/25/55 PRPM 2025-RPL4 74448NAA2 - 7,870,583 $7,526,017 $7,526,017 0.11 $7,502,405
FHLMC 30yr Pool#QY9874 6.000% 01-Aug-2055, 6.00%, 08/01/55 FR 31426U6L3 - 7,298,326 $7,485,162 $7,485,162 0.11 $7,441,372
Fannie Mae REMIC Trust 2022-65 FB 4.41608% 25-SEP-2052, 4.42%, 09/25/52 FNR 2022-65 3136BPCQ2 - 7,447,885 $7,385,056 $7,385,056 0.11 $7,374,092
SALUDA GR ALT MTG TR 25 RRTL1 A1, 5.32%, 10/25/40 GRADE 2025-RRTL1 79582NAA7 - 7,388,000 $7,380,489 $7,380,489 0.11 $7,341,184
BAYVIEW OPPORTUNITY MAS MB FLTG 56, 5.80%, 07/25/56 BVCES 2026-1 07337MAC4 - 7,356,000 $7,345,519 $7,345,519 0.11 $7,302,884
RENEU 2026-RTL1 MB 5.93%41, 5.89%, 06/25/41 RENEU 2026-RTL1 759964AA7 - 7,339,000 $7,334,740 $7,334,740 0.11 $7,320,327
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-DNA7 B2 11.41608% 25-NOV-2041, 11.42%, 11/25/41 STACR 2021-DNA7 35564KNE5 - 6,910,000 $7,067,000 $7,067,000 0.11 $7,042,896
Alterna Funding III A 6.26% 15-MAY-2039, 6.26%, 05/16/39 TAX 2024-1A 02157JAA3 - 6,957,177 $6,990,130 $6,990,130 0.10 $6,963,515
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 $6,909,508 $6,909,508 0.10 $6,872,604
RCKT Mortgage Trust 2024-CES9 A1B 5.683% 25-DEC-2044, 5.68%, 12/25/44 RCKT 2024-CES9 749426AB8 - 6,856,341 $6,887,056 $6,887,056 0.10 $6,848,091
LHOME Mortgage Trust 2024-RTL4 A2 6.092% 25-JUL-2039, 6.09%, 07/25/39 LHOME 2024-RTL4 50205PAB8 - 6,870,000 $6,885,987 $6,885,987 0.10 $6,872,036
COOPR Residential Mortgage Trust 2026-CES1 A1B 4.996% 25-FEB-2061, 5.00%, 01/01/61 COOPR 2026-CES1 21689GAB4 - 6,914,216 $6,835,787 $6,835,787 0.10 $6,801,243
COOPR Residential Mortgage Trust 2025-CES3 A1A 4.84% 25-SEP-2060, 4.84%, 09/25/60 COOPR 2025-CES3 216926AA3 - 6,859,398 $6,793,430 $6,793,430 0.10 $6,760,231
FHLMC 30yr Pool#QH1500 6.000% 01-Sep-2053, 6.00%, 09/01/53 FR 3133CDUZ5 - 6,467,167 $6,666,275 $6,666,275 0.10 $6,627,472
PRPM 2025-RCF3, LLC, 5.77%, 08/25/28 PRPM 2025-6 69395KAA1 - 6,580,756 $6,592,616 $6,592,616 0.10 $6,554,618
Connecticut Avenue Securities Trust 2023-R03 2B1 9.96608% 25-APR-2043, 9.97%, 04/25/43 CAS 2023-R03 20753ACF9 - 6,026,000 $6,542,636 $6,542,636 0.10 $6,524,285
RCKT Mortgage Trust 2025-CES7 A1B 5.478% 25-JUL-2055, 5.48%, 07/25/55 RCKT 2025-CES7 74943AAB8 - 6,510,132 $6,522,472 $6,522,472 0.10 $6,486,809
Mello Mortgage Capital Acceptance 2024-SD1 A1 4.0% 25-APR-2054, 4.00%, 04/25/54 MELLO 58550DAA1 - 6,626,487 $6,520,799 $6,520,799 0.10 $6,511,964
RCKT Mortgage Trust 2026-CES1 A1B 4.928% 25-JAN-2056, 4.93%, 01/25/56 RCKT 2026-CES1 74939BAB2 - 6,607,795 $6,519,612 $6,519,612 0.10 $6,487,049
FHLMC 30yr Pool#SD3469 5.500% 01-Aug-2053, 5.50%, 08/01/53 FR 3132DQ2A3 - 6,442,914 $6,494,477 $6,494,477 0.10 $6,459,041
FHLMC 30yr Pool#QG3912 5.500% 01-Jun-2053, 5.50%, 06/01/53 FR 3133C4KZ6 - 6,450,173 $6,481,225 $6,481,225 0.10 $6,445,749
RCKT MORTGAGE TRUST 2026-CES4 0% 56, 5.39%, 04/25/56 RCKT 2026-CES4 74940CAC5 - 6,516,000 $6,440,042 $6,440,042 0.10 $6,404,895
Connecticut Avenue Securities Trust 2022-R05 2B2 10.61608% 25-APR-2042, 10.62%, 04/25/42 CAS 2022-R05 20754DAJ6 - 6,153,812 $6,415,359 $6,415,359 0.10 $6,395,397
Huntington Bank Auto Credit-Linked Notes, Series 2024-1 B1 6.153% 20-MAY-2032, 6.15%, 05/20/32 HACLN 2024-1 44644NAA7 - 6,336,778 $6,398,800 $6,398,800 0.10 $6,380,388
FNMA 30yr Pool#FA0339 5.500% 01-Jan-2055, 5.50%, 01/01/55 FN 3140W0LV5 - 6,307,226 $6,378,281 $6,378,281 0.09 $6,343,591
Acacia 2025-1 A 5.24% 15-NOV-2037, 5.24%, 11/15/37 ACACIA 2025-1 00401PAA7 - 6,357,803 $6,372,885 $6,372,885 0.09 $6,352,526
Meridian Arc Holdco LLC 6.25% 30-APR-2031, 6.25%, 04/30/31 MERIDI 58990CAA1 - 6,398,000 $6,319,070 $6,319,070 0.09 $6,204,661
FIGRE TRUST 2025-HE6 FLTG 2055 C, 5.25%, 09/25/55 FIGRE 2025-HE6 31684NAC1 - 6,357,250 $6,273,401 $6,273,401 0.09 $6,240,057
ACHM Trust 2024-HE1 A 6.55% 25-MAY-2039, 6.55%, 05/25/39 ACHM 2024-HE1 00449TAA3 - 6,059,568 $6,185,393 $6,185,393 0.09 $6,172,163
FIGRE TRUST 2026-HE4 MB FLTG 56, 5.70%, 05/25/56 FIGRE 2026-HE4 31685MAE8 - 6,068,842 $6,037,604 $6,037,604 0.09 $6,002,994
FHLMC 30yr Pool#QX9929 6.000% 01-Apr-2055, 6.00%, 04/01/55 FR 31426HA78 - 5,848,051 $5,995,980 $5,995,980 0.09 $5,960,892
FNMA 30yr Pool#DF2677 6.000% 01-Nov-2055, 6.00%, 11/01/55 FN 3140BS6P7 - 5,841,866 $5,991,747 $5,991,747 0.09 $5,956,696
PRET 2025-RPL2 Trust A1 4.0% 25-FEB-2065, 4.00%, 08/25/64 PRET 2025-RPL2 69392LAA2 - 6,101,594 $5,981,784 $5,981,784 0.09 $5,957,378
FNA 9, Series 2026-1 A 5.509% 15-DEC-2038, 5.51%, 04/16/46 FNH 2026-1 34411JAA8 - 5,895,085 $5,902,672 $5,902,672 0.09 $5,882,826
FNMA 30yr Pool#DA1468 6.000% 01-Sep-2053, 6.00%, 09/01/53 FN 3140A1T23 - 5,706,055 $5,881,730 $5,881,730 0.09 $5,847,494
HOMES 2026-INV1 Trust A1D 5.077% 25-AUG-2060, 5.08%, 08/25/60 HOMES 2026-INV1 43761FAD7 - 5,930,938 $5,880,751 $5,880,751 0.09 $5,823,508
FNMA 30yr Pool#FS4356 6.000% 01-May-2053, 6.00%, 05/01/53 FN 3140XKZW3 - 5,731,583 $5,878,310 $5,878,310 0.09 $5,843,921
FNMA 30yr Pool#FM4129 4.000% 01-Sep-2050, 4.00%, 09/01/50 FN 3140X7ST7 - 6,257,825 $5,850,882 $5,850,882 0.09 $5,825,850
FHLMC 30yr Pool#QH7040 6.000% 01-Dec-2053, 6.00%, 12/01/53 FR 3133CKZD3 - 5,641,267 $5,787,454 $5,787,454 0.09 $5,753,607
FNMA 30yr Pool#DE6050 6.000% 01-Aug-2055, 6.00%, 08/01/55 FN 3140BJWL7 - 5,616,820 $5,785,538 $5,785,538 0.09 $5,751,837
BAYVIEW OPPORTUNITY MAS MB FLTG 56, 6.09%, 07/25/56 BVCES 2026-1 07337MAE0 - 5,721,000 $5,726,788 $5,726,788 0.09 $5,691,919
Connecticut Avenue Securities, Series 2021-R02 2B2 9.81608% 25-NOV-2041, 9.82%, 11/25/41 CAS 2021-R02 20754KAJ0 - 5,616,000 $5,712,655 $5,712,655 0.08 $5,695,811
RCKT Mortgage Trust 202 MB FLTG 56, 5.67%, 06/25/56 RCKT 2026-CES6 74942DAC1 - 5,700,000 $5,684,623 $5,684,623 0.08 $5,652,304
FNMA 30yr Pool#DB4017 6.000% 01-May-2054, 6.00%, 05/01/54 FN 3140ADPB1 - 5,534,175 $5,675,849 $5,675,849 0.08 $5,642,644
FNMA 30yr Pool#FS7397 6.000% 01-Mar-2054, 6.00%, 03/01/54 FN 3140XPGF0 - 5,531,102 $5,672,697 $5,672,697 0.08 $5,639,510
TVC Mortgage Trust 2025-RRTL1 A2 6.68% 25-APR-2040, 6.68%, 04/25/40 TVC 2025-RRTL1 900927AB0 - 5,597,000 $5,657,629 $5,657,629 0.08 $5,645,167
RCKT MORTGAGE TRUST 2025 5.24863% 55, 5.25%, 08/25/55 RCKT 2025-CES8 74939WAB6 - 5,648,923 $5,629,636 $5,629,636 0.08 $5,599,987
Brean Asset Backed Securities Trust 2024-RM9 A1 5.0% 25-SEP-2064, 5.00%, 09/25/64 BABS 2024-RM9 10638DAA8 - 5,659,614 $5,606,830 $5,606,830 0.08 $5,597,397
SF ABS ISSUER 2025-1 0%55 A2, 5.38%, 11/25/55 SFARM 2025-1A 784193AA2 - 5,750,000 $5,577,706 $5,577,706 0.08 $5,567,400
FIGRE TRUST 2025-HE6 FLTG 2055 B, 5.14%, 09/25/55 FIGRE 2025-HE6 31684NAB3 - 5,603,353 $5,533,256 $5,533,256 0.08 $5,504,433
FHLMC 30yr Pool#SD5223 6.000% 01-Apr-2054, 6.00%, 04/01/54 FR 3132DSYU0 - 5,373,684 $5,511,249 $5,511,249 0.08 $5,479,007
FNMA 30yr Pool#CA5386 4.500% 01-Mar-2050, 4.50%, 03/01/50 FN 3140QC6Y7 - 5,734,441 $5,505,941 $5,505,941 0.08 $5,480,136
PRPM 2025-RPL3 A1 3.25% 25-APR-2055, 3.25%, 04/25/55 PRPM 2025-RPL3 69392NAA8 - 5,685,081 $5,502,947 $5,502,947 0.08 $5,484,471
CoreWeave, Inc. 9.625% 15-JUL-2032, 9.62%, 07/15/32 CRWV 21873SAK4 - 5,961,000 $5,465,347 $5,465,347 0.08 $5,387,254
Woodward Capital Manage MB FLTG 56, 5.66%, 05/25/56 RCKT 2026-CES5 74940FAD6 - 5,400,000 $5,392,910 $5,392,910 0.08 $5,362,330
FNMA 30yr Pool#DE7796 6.000% 01-Aug-2055, 6.00%, 08/01/55 FN 3140BLUW0 - 5,252,153 $5,386,607 $5,386,607 0.08 $5,355,094
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 - 5,332,818 $5,363,872 $5,363,872 0.08 $5,353,812
RCKT Mortgage Trust 2025-CES12 M1 5.65% 25-DEC-2055, 5.65%, 11/25/55 RCKT 2025-CES12 749349AE6 - 5,400,000 $5,338,048 $5,338,048 0.08 $5,307,538
Ally Bank Auto Credit-Linked Notes, Series 2025-A D 4.991% 15-JUN-2033, 4.99%, 06/15/33 ABCLN 2025-A 02007G5G4 - 5,292,767 $5,298,228 $5,298,228 0.08 $5,282,085
FIG SIX TRUST 2026-PF1 MB FLTG 56, 6.16%, 08/25/56 FIGX 2026-PF1 316935AC9 - 5,250,000 $5,268,903 $5,268,903 0.08 $5,236,589
MS RES MTG LN TR 2025-SPL1 A1, 4.25%, 02/25/65 MSRM 2025-SPL1 617946AA6 - 5,474,809 $5,260,193 $5,260,193 0.08 $5,236,925
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2023-HQA3 M1 5.46608% 25-NOV-2043, 5.47%, 11/25/43 STACR 2023-HQA3 35564K3G2 - 5,223,932 $5,256,259 $5,256,259 0.08 $5,247,534
FNMA 30yr Pool#FS1578 4.000% 01-Oct-2050, 4.00%, 10/01/50 FN 3140XGXG9 - 5,615,394 $5,250,227 $5,250,227 0.08 $5,227,765
FHLMC 30yr Pool#QH4638 6.000% 01-Nov-2053, 6.00%, 11/01/53 FR 3133CHEK7 - 5,117,375 $5,249,986 $5,249,986 0.08 $5,219,282
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA4 M2 8.86608% 25-MAY-2042, 8.87%, 05/25/42 STACR 2022-DNA4 35564KXA2 - 5,050,000 $5,226,272 $5,226,272 0.08 $5,212,591
FHLMC 30yr Pool#SD3813 6.000% 01-Jul-2053, 6.00%, 07/01/53 FR 3132E0GW6 - 5,017,225 $5,157,161 $5,157,161 0.08 $5,127,058
FIGRE Trust 2026-HE1 C 5.434% 25-JAN-2056, 5.43%, 01/25/56 FIGRE 2026-HE1 30249NAE7 - 5,164,289 $5,110,436 $5,110,436 0.08 $5,082,373
FNMA 30yr Pool#FS0088 4.000% 01-Mar-2050, 4.00%, 03/01/50 FN 3140XFC25 - 5,448,448 $5,105,187 $5,105,187 0.08 $5,083,394
FHLMC 30yr Pool#TA2575 5.500% 01-Jan-2056, 5.50%, 01/01/56 FR 3142JQ2H1 - 5,022,965 $5,067,582 $5,067,582 0.08 $5,039,955
FNMA 30yr Pool#DB4019 6.000% 01-May-2054, 6.00%, 05/01/54 FN 3140ADPD7 - 4,898,557 $5,021,121 $5,021,121 0.07 $4,991,729
EFMT 2026-CES2 MB FLTG 61, 5.81%, 06/25/61 EFMT 2026-CES2 26846UAD8 - 5,000,000 $5,007,019 $5,007,019 0.07 $4,977,989
RCKT Mortgage Trust 2025-CES8 B2A 7.28202% 25-AUG-2055, 7.28%, 08/25/55 RCKT 2025-CES8 74939WAS9 - 5,040,000 $5,002,556 $5,002,556 0.07 $4,935,270
RCKT Mortgage Trust 2024-CES1 A1B 6.325% 25-FEB-2044, 6.33%, 02/25/44 RCKT 2024-CES1 749424AB3 - 4,923,668 $4,960,347 $4,960,347 0.07 $4,929,204
JP Morgan Mortgage Trust 2026-CES1 A3 5.332% 25-JUN-2056, 5.33%, 06/25/56 JPMMT 2026-CES1 46660BAE9 - 5,000,000 $4,940,185 $4,940,185 0.07 $4,913,525
Structured Agency Credit Risk (STACR) Debt Notes, Series 2018-HQA2 B2 14.73056% 25-OCT-2048, 14.73%, 10/25/48 STACR 2018-HQA2 35563XBE1 - 4,082,000 $4,918,830 $4,918,830 0.07 $4,900,457
Bayview Opportunity Master Fund VII Trust 2026-CES2|5.988|05/25/2056, 5.99%, 05/25/56 BVCES 2026-2 07338CAD3 - 4,900,000 $4,915,714 $4,915,714 0.07 $4,905,934
Bayview Opportunity Master Fund VII Trust 2026-CES2|6.237|05/25/2056, 6.24%, 05/25/56 BVCES 2026-2 07338CAE1 - 4,900,000 $4,911,164 $4,911,164 0.07 $4,900,977
ARIXA MORTGAGE TRUST 20 MB 6.05%31, 6.05%, 05/25/31 ARIXA 2026-RTL1 04046CAA9 - 4,919,000 $4,904,933 $4,904,933 0.07 $4,895,012
PRPM 2025-5 0%30, 5.73%, 07/25/30 PRPM 2025-5 69392RAA9 - 4,847,877 $4,856,969 $4,856,969 0.07 $4,829,196
ABL 2024-RTL1 A2 7.457% 25-SEP-2029, 7.46%, 09/25/29 ABL 2024-RTL1 00092EAB4 - 4,840,000 $4,855,296 $4,855,296 0.07 $4,843,266
FHLMC 30yr Pool#TB3678 6.000% 01-May-2056, 6.00%, 05/01/56 FR 3142K5CQ4 - 4,706,242 $4,828,846 $4,828,846 0.07 $4,800,608
RCKT Mortgage Trust 2026-CES3 A2 5.363% 25-MAR-2056, 5.36%, 03/25/56 RCKT 2026-CES3 74940LAD3 - 4,861,258 $4,814,779 $4,814,779 0.07 $4,788,708
FHLMC 30yr Pool#QF9863 5.500% 01-Mar-2053, 5.50%, 03/01/53 FR 3133BX5Y3 - 4,755,630 $4,793,689 $4,793,689 0.07 $4,767,533
OBX 2026-HE2 Trust MB FLTG 56, 5.22%, 06/25/56 OBX 2026-HE2 67124WAD1 - 4,746,000 $4,772,948 $4,772,948 0.07 $4,765,384
FNMA 30yr Pool#DD5556 6.000% 01-Mar-2055, 6.00%, 03/01/55 FN DD5556 MTGE 3140B6E68 - 4,633,931 $4,752,559 $4,752,559 0.07 $4,724,756
Connecticut Avenue Securities Trust 2024-R01 1B1 6.31608% 25-JAN-2044, 6.32%, 01/25/44 CAS 2024-R01 20753UAF7 - 4,595,000 $4,738,846 $4,738,846 0.07 $4,729,978
FNMA 30yr Pool#BX5986 5.500% 01-Mar-2053, 5.50%, 03/01/53 FN 3140NAUL5 - 4,674,215 $4,713,308 $4,713,308 0.07 $4,687,600
FHLMC 30yr Pool#QJ9072 6.000% 01-Nov-2054, 6.00%, 11/01/54 FR 3133D1CH0 - 4,571,796 $4,688,834 $4,688,834 0.07 $4,661,403
Homeward Opportunities Fund Trust 2025-RRTL2 A1 5.237% 25-AUG-2040, 5.24%, 09/25/40 HOF 2025-RRTL2 437923AA3 - 4,682,000 $4,688,292 $4,688,292 0.07 $4,680,118
FNMA 30yr Pool#CA0706 4.000% 01-Nov-2047, 4.00%, 11/01/47 FN 3140Q7YC5 - 4,972,334 $4,657,522 $4,657,522 0.07 $4,637,632
Connecticut Avenue Securities Trust 2023-R05 1B1 8.36608% 25-JUN-2043, 8.37%, 06/25/43 CAS 2023-R05 207942AC7 - 4,312,000 $4,575,456 $4,575,456 0.07 $4,564,433
Structured Agency Credit Risk (STACR) Debt Notes, Series 2018-DNA3 B2 11.48056% 25-SEP-2048, 11.48%, 09/25/48 STACR 2018-DNA3 35563WBE3 - 4,000,000 $4,524,790 $4,524,790 0.07 $4,510,758
Affirm Asset Securitization Trust 2025-X2 C 4.93% 15-OCT-2030, 4.93%, 10/15/30 AFFRM 2025-X2 00835DAC6 - 4,500,000 $4,507,755 $4,507,755 0.07 $4,494,198
FNMA 30yr Pool#BX9326 5.500% 01-Mar-2053, 5.50%, 03/01/53 FN 3140NELG8 - 4,414,859 $4,450,191 $4,450,191 0.07 $4,425,909
FNMA 30yr Pool#DC5656 5.000% 01-Nov-2054, 5.00%, 11/01/54 FN 3140ATJA5 - 4,543,804 $4,444,516 $4,444,516 0.07 $4,421,797
Huntington Bank Auto Credit-Linked Notes, Series 2025-1 B 4.957% 20-MAR-2033, 4.96%, 03/21/33 HACLN 2025-1 446438SX2 - 4,417,579 $4,427,596 $4,427,596 0.07 $4,417,255
EFMT 2026-CES2 MB FLTG 61, 5.91%, 06/25/61 EFMT 2026-CES2 26846UAE6 - 4,329,000 $4,343,326 $4,343,326 0.06 $4,317,759
FHLMC 30yr Pool#TB4408 6.000% 01-Jun-2056, 6.00%, 06/01/56 FR 3142K53S0 - 4,195,879 $4,303,293 $4,303,293 0.06 $4,278,118
FHLMC 30yr Pool#QZ1060 6.000% 01-Aug-2055, 6.00%, 08/01/55 FR 31426XFA1 - 4,183,847 $4,292,842 $4,292,842 0.06 $4,267,739
FNMA 30yr Pool#DA5019 6.500% 01-Nov-2053, 6.50%, 11/01/53 FN 3140A5SH2 - 4,066,743 $4,276,036 $4,276,036 0.06 $4,249,603
FHLMC 30yr Pool#QH4473 6.000% 01-Nov-2053, 6.00%, 11/01/53 FR 3133CG6J1 - 4,152,284 $4,259,886 $4,259,886 0.06 $4,234,972
Woodward Capital Manage MB FLTG 56, 6.06%, 05/25/56 RCKT 2026-CES5 74940FAF1 - 4,250,000 $4,236,472 $4,236,472 0.06 $4,210,708
OCEANVIEW MORTGAGE TRUST 4.99888% 55, 4.52%, 12/25/55 BVINV 2025-4 67647DAU3 - 4,218,444 $4,223,082 $4,223,082 0.06 $4,216,732
PRPM 2025 RCF4 LLC 4.5% 55, 4.50%, 08/25/55 PRPM 2025-RCF4 69382WAA0 - 4,284,257 $4,218,315 $4,218,315 0.06 $4,199,036
EFMT 2026-CES1 A3 5.466% 25-DEC-2060, 5.47%, 12/25/60 EFMT 2026-CES1 26846MAE4 - 4,250,000 $4,206,058 $4,206,058 0.06 $4,182,827
FHLMC 30yr Pool#QH2259 6.000% 01-Sep-2053, 6.00%, 09/01/53 FR 3133CEQL9 - 4,077,866 $4,188,692 $4,188,692 0.06 $4,164,225
FHLMC 30yr Pool#RA1100 4.000% 01-Jul-2049, 4.00%, 07/01/49 FR 3133KGGH5 - 4,475,095 $4,184,081 $4,184,081 0.06 $4,166,181
FNMA 30yr Pool#BY0337 6.500% 01-May-2053, 6.50%, 05/01/53 FN 3140NGLT5 - 3,961,985 $4,139,612 $4,139,612 0.06 $4,113,859
FNMA 30yr Pool#DH1921 6.000% 01-Jun-2056, 6.00%, 06/01/56 FN 3140UHD31 - 4,005,923 $4,108,474 $4,108,474 0.06 $4,084,438
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-HQA4 B2 10.61608% 25-DEC-2041, 10.62%, 12/25/41 STACR 2021-HQA4 35564KPP8 - 4,000,000 $4,099,325 $4,099,325 0.06 $4,086,350
EASY STREET MORTGAGE LN 5.606%40 A1, 5.61%, 10/25/40 EASY 2025-RTL2 27786YAA6 - 4,100,000 $4,084,956 $4,084,956 0.06 $4,077,294
Vista Point Securitization Trust 2026-CES1 A3 5.376% 25-FEB-2056, 5.38%, 02/25/56 VSTA 2026-CES1 92790EAC4 - 4,169,000 $4,081,311 $4,081,311 0.06 $4,073,841
Saluda Grade Alternative Mortgage Trust 2024-RTL5 A1 7.762% 25-APR-2030, 7.76%, 04/25/30 GRADE 2024-RTL5 A1 795935AA3 - 4,052,359 $4,073,060 $4,073,060 0.06 $4,041,606
RAM 2026-1 A 5.463% 15-JUN-2046, 5.46%, 06/15/46 RAM 2026-1 74890FAA2 - 4,041,581 $4,034,085 $4,034,085 0.06 $4,020,592
FNMA 30yr Pool#DE9377 6.000% 01-Sep-2055, 6.00%, 09/01/55 FN 3140BNM39 - 3,915,060 $4,017,053 $4,017,053 0.06 $3,993,563
Redaptive Equipment Issuer 2026-1 LLC|5.48|07/25/2034, 5.48%, 07/25/34 RDAP 2026-EQ1A 75720LAA2 - 4,000,000 $4,010,306 $4,010,306 0.06 $4,009,697
OBX 2022-NQM7 Trust MB FLTG 66, 5.59%, 04/25/56 OBX 2026-CES1 67124LAD5 - 4,000,000 $3,971,141 $3,971,141 0.06 $3,948,797
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 $3,963,716 $3,963,716 0.06 $3,942,028
JP Morgan Mortgage Trust 2026-CES1 A2 5.182% 25-JUN-2056, 5.18%, 06/25/56 JPMMT 2026-CES1 46660BAD1 - 4,000,000 $3,941,555 $3,941,555 0.06 $3,920,827
FNMA 30yr Pool#FA3788 5.500% 01-Nov-2055, 5.50%, 11/01/55 FN 3140W4F69 - 3,893,177 $3,939,650 $3,939,650 0.06 $3,918,238
Connecticut Avenue Securities Trust 2023-R08 1B1 7.16608% 25-OCT-2043, 7.17%, 10/25/43 CAS 2023-R08 20755CAF5 - 3,750,000 $3,933,579 $3,933,579 0.06 $3,925,368
FNMA 30yr Pool#FS3246 5.500% 01-Nov-2052, 5.50%, 11/01/52 FN 3140XJTC7 - 3,883,929 $3,920,444 $3,920,444 0.06 $3,899,082
FHLMC 30yr Pool#QZ7654 6.000% 01-Nov-2055, 6.00%, 11/01/55 FR 31427HQG0 - 3,815,183 $3,914,574 $3,914,574 0.06 $3,891,683
EFMT 2026-CES1 A2 5.316% 25-DEC-2060, 5.32%, 12/25/60 EFMT 2026-CES1 26846MAD6 - 3,881,000 $3,834,547 $3,834,547 0.06 $3,813,915
FNMA 30yr Pool#CB2907 3.500% 01-Feb-2052, 3.50%, 02/01/52 FN 3140QNGR7 - 4,135,422 $3,770,149 $3,770,149 0.06 $3,755,675
GS Mortgage Securities MB FLTG 56, 5.48%, 11/25/56 GSMBS 2026-AH2 362984AD8 - 3,735,000 $3,754,342 $3,754,342 0.06 $3,736,712
Fannie Mae REMIC Trust 2020-98 AI 3.5% 25-JAN-2061, 3.50%, 01/25/61 FNR 2020-98 3136BDLE6 - 17,855,322 $3,749,832 $3,749,832 0.06 $3,687,338
Connecticut Avenue Securities Trust 2023-R01 1B1 8.71608% 25-DEC-2042, 8.72%, 12/25/42 CAS 2023-R01 207932AF1 - 3,500,000 $3,689,400 $3,689,400 0.05 $3,680,078
OBX 2026-HE2 Trust MB FLTG 56, 5.42%, 06/25/56 OBX 2026-HE2 67124WAE9 - 3,678,000 $3,689,169 $3,689,169 0.05 $3,683,083
FIGRE Trust 2025-HE3 B 5.71% 25-MAY-2055, 5.71%, 05/25/55 FIGRE 2025-HE3 31684LAB7 - 3,676,720 $3,684,162 $3,684,162 0.05 $3,663,168
FHLMC 30yr Pool#QH5204 6.500% 01-Nov-2053, 6.50%, 11/01/53 FR 3133CHX91 - 3,462,256 $3,640,440 $3,640,440 0.05 $3,617,935
FIGRE Trust 2026-HE1 B 5.183% 25-JAN-2056, 5.18%, 01/25/56 FIGRE 2026-HE1 30249NAD9 - 3,662,353 $3,612,194 $3,612,194 0.05 $3,593,212
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA1 B2 10.71608% 25-JAN-2042, 10.72%, 01/25/42 STACR 2022-DNA1 35564KQZ5 - 3,500,000 $3,605,125 $3,605,125 0.05 $3,593,664
FIGRE TRUST 2025-FL1 5.265% 55, 5.26%, 07/25/55 FIGRE 2025-FL1 31684QAA8 - 3,590,101 $3,591,189 $3,591,189 0.05 $3,572,288
FHLMC 30yr Pool#QX6719 6.000% 01-Feb-2055, 6.00%, 02/01/55 FR 31426CPD0 - 3,490,802 $3,580,166 $3,580,166 0.05 $3,559,221
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA2 B1 8.36608% 25-FEB-2042, 8.37%, 02/25/42 STACR 2022-DNA2 35564KSJ9 - 3,500,000 $3,575,976 $3,575,976 0.05 $3,567,029
FNMA 30yr Pool#DE7795 6.000% 01-Aug-2055, 6.00%, 08/01/55 FN 3140BLUV2 - 3,477,531 $3,568,125 $3,568,125 0.05 $3,547,260
Ginnie Mae REMIC Trust 2023-116 LF 4.92139% 20-AUG-2053, 4.92%, 08/20/53 GNR 2023-116 38384EFT7 - 3,526,355 $3,561,411 $3,561,411 0.05 $3,553,215
FNMA 30yr Pool#FS2135 4.000% 01-Nov-2049, 4.00%, 11/01/49 FN 3140XHLR6 - 3,766,618 $3,523,129 $3,523,129 0.05 $3,508,062
Connecticut Avenue Securities Trust 2022-R07 1B2 15.61608% 25-JUN-2042, 15.62%, 06/25/42 CAS 2022-R07 20754MAL1 - 3,206,201 $3,512,062 $3,512,062 0.05 $3,496,763
FIGRE Trust 2025-HE3 C 5.91% 25-MAY-2055, 5.91%, 05/25/55 FIGRE 2025-HE3 31684LAC5 - 3,456,116 $3,462,146 $3,462,146 0.05 $3,441,721
FNMA 30yr Pool#DD3307 6.000% 01-Feb-2055, 6.00%, 02/01/55 FN DD3307 MTGE 3140B3U91 - 3,354,645 $3,440,523 $3,440,523 0.05 $3,420,395
FNMA 30yr Pool#DA5072 6.500% 01-Nov-2053, 6.50%, 11/01/53 FN 3140A5T65 - 3,278,177 $3,431,287 $3,431,287 0.05 $3,409,979
FHLMC 30yr Pool#QI8221 6.000% 01-Jun-2054, 6.00%, 06/01/54 FR 3133WFD20 - 3,308,269 $3,392,960 $3,392,960 0.05 $3,373,110
FHLMC 30yr Pool#QH0826 5.500% 01-Sep-2053, 5.50%, 09/01/53 FR 3133CC4K9 - 3,354,707 $3,382,764 $3,382,764 0.05 $3,364,313
FHLMC 30yr Pool#QF7280 5.500% 01-Jan-2053, 5.50%, 01/01/53 FR 3133BVCR4 - 3,347,984 $3,379,459 $3,379,459 0.05 $3,361,046
FHLMC 30yr Pool#QF7810 5.500% 01-Jan-2053, 5.50%, 01/01/53 FR 3133BVVB8 - 3,323,238 $3,354,481 $3,354,481 0.05 $3,336,203
GS Mortgage Securities MB FLTG 56, 5.33%, 11/25/56 GSMBS 2026-AH2 362984AC0 - 3,324,000 $3,330,275 $3,330,275 0.05 $3,324,859
Structured Agency Credit Risk (STACR) Debt Notes, Series 2023-HQA2 M2 7.46608% 25-JUN-2043, 7.47%, 06/25/43 STACR 2023-HQA2 35564K2K4 - 3,130,000 $3,284,836 $3,284,836 0.05 $3,277,695
FNMA 30yr Pool#BY0335 6.000% 01-May-2053, 6.00%, 05/01/53 FN 3140NGLR9 - 3,198,146 $3,277,415 $3,277,415 0.05 $3,258,226
FINANCE OF AMERICA STRUCTURE 3.5% 74, 3.50%, 02/25/74 FASST 2024-S1 31740RAB6 - 3,253,874 $3,227,045 $3,227,045 0.05 $3,223,249
FHLMC 30yr Pool#QH7549 6.000% 01-Dec-2053, 6.00%, 12/01/53 FR 3133CLL61 - 3,136,664 $3,217,947 $3,217,947 0.05 $3,199,127
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2023-DNA1 M2 9.11608% 25-MAR-2043, 9.12%, 03/25/43 STACR 2023-DNA1 35564KP94 - 3,000,000 $3,217,564 $3,217,564 0.05 $3,209,207
FNMA 30yr Pool#DF1002 6.000% 01-Oct-2055, 6.00%, 10/01/55 FN 3140BRDG1 - 3,111,746 $3,195,149 $3,195,149 0.05 $3,176,479
FNMA 30yr Pool#FM7031 4.000% 01-Jan-2051, 4.00%, 01/01/51 FN 3140XAY55 - 3,380,917 $3,161,057 $3,161,057 0.05 $3,147,534
FHLMC 30yr Pool#TA0253 6.000% 01-Dec-2055, 6.00%, 12/01/55 FR 3142JNH74 - 3,037,509 $3,116,640 $3,116,640 0.05 $3,098,415
FHLMC 30yr Pool#QH6041 5.500% 01-Dec-2053, 5.50%, 12/01/53 FR 3133CJWA5 - 3,098,956 $3,113,875 $3,113,875 0.05 $3,096,831
EFMT 2025-RTL1 0% 40, 5.22%, 11/25/40 EFMT 2025-RTL1 26846FAA7 - 3,108,000 $3,097,764 $3,097,764 0.05 $3,092,355
FHLMC 30yr Pool#QH1144 5.500% 01-Sep-2053, 5.50%, 09/01/53 FR 3133CDHV9 - 3,060,347 $3,085,942 $3,085,942 0.05 $3,069,110
OBX 2026 HE1 FLTG 2056 A1B, 5.12%, 02/25/56 OBX 2026-HE1 67124BAB1 - 3,071,469 $3,080,885 $3,080,885 0.05 $3,075,210
FNMA 30yr Pool#BX6124 6.500% 01-Jan-2053, 6.50%, 01/01/53 FN 3140NAYW7 - 2,910,825 $3,077,159 $3,077,159 0.05 $3,058,238
FHLMC 30yr Pool#QZ3837 6.000% 01-Sep-2055, 6.00%, 09/01/55 FR 31427BHP3 - 2,958,454 $3,035,526 $3,035,526 0.05 $3,017,775
FHLMC 30yr Pool#TA1465 6.000% 01-Dec-2055, 6.00%, 12/01/55 FR 3142JPTX9 - 2,899,371 $2,974,904 $2,974,904 0.04 $2,957,507
FHLMC 30yr Pool#QX5273 6.000% 01-Feb-2055, 6.00%, 02/01/55 FR 31426A2F4 - 2,895,132 $2,972,712 $2,972,712 0.04 $2,955,341
FNMA 30yr Pool#MA4026 4.000% 01-May-2050, 4.00%, 05/01/50 FN 31418DPL0 - 3,158,960 $2,940,127 $2,940,127 0.04 $2,927,491
FNMA 30yr Pool#DH1918 6.000% 01-Jun-2056, 6.00%, 06/01/56 FN 3140UHDY3 - 2,861,860 $2,936,415 $2,936,415 0.04 $2,919,244
FHLMC 30yr Pool#TB4407 6.000% 01-Jun-2056, 6.00%, 06/01/56 FR 3142K53R2 - 2,845,852 $2,919,991 $2,919,991 0.04 $2,902,916
GWT Commercial Mortgage Trust 2024-WLF2 A 5.36761% 15-MAY-2041, 5.37%, 05/15/41 GWT 2024-WLF2 362414AA2 - 2,900,000 $2,914,799 $2,914,799 0.04 $2,904,854
COOPR Residential Mortgage Trust 2026-CES1 A2 5.158% 25-FEB-2061, 5.16%, 02/25/61 COOPR 2026-CES1 21689GAD0 - 2,949,000 $2,904,108 $2,904,108 0.04 $2,888,897
BX Trust 2021-BXMF C 4.98227% 15-OCT-2038, 4.98%, 10/15/26 BX 2021-BXMF 05609RAJ3 - 2,891,000 $2,899,319 $2,899,319 0.04 $2,890,117
FNMA 30yr Pool#FM1540 4.000% 01-Sep-2049, 4.00%, 09/01/49 FN 3140X4WA0 - 3,086,512 $2,885,797 $2,885,797 0.04 $2,873,451
FHLMC 30yr Pool#SD1111 4.000% 01-Jun-2050, 4.00%, 06/01/50 FR 3132DNGU1 - 3,060,556 $2,869,731 $2,869,731 0.04 $2,857,489
Structured Agency Credit Risk (STACR) Debt Notes, Series 2020-DNA1 B2 8.98056% 25-JAN-2050, 8.98%, 01/25/50 STACR 2020-DNA1 35565HBE4 - 2,560,595 $2,859,691 $2,859,691 0.04 $2,852,665
RCKT Mortgage Trust 2025-CES2 A1B 5.603% 25-FEB-2055, 5.60%, 02/25/55 RCKT 2025-CES2 74942BAB7 - 2,853,774 $2,859,462 $2,859,462 0.04 $2,843,473
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 $2,761,625 $2,761,625 0.04 $2,755,116
FNMA 30yr Pool#MA4056 4.000% 01-Jun-2050, 4.00%, 06/01/50 FN 31418DQJ4 - 2,958,079 $2,753,162 $2,753,162 0.04 $2,741,330
FNMA 30yr Pool#BX8700 5.500% 01-Mar-2053, 5.50%, 03/01/53 FN 3140NDU21 - 2,725,947 $2,747,763 $2,747,763 0.04 $2,732,770
RCKT MORTGAGE TRUST 2025-CE 5.16% 34, 5.16%, 07/25/34 RCKTL 2025-1A 74939RAC5 - 2,750,000 $2,745,523 $2,745,523 0.04 $2,741,581
FHLMC 30yr Pool#QZ4951 6.000% 01-Oct-2055, 6.00%, 10/01/55 FR 31427CQD8 - 2,664,274 $2,733,682 $2,733,682 0.04 $2,717,696
OBX TRUST 2026-HE1 FLTG 2056 M1, 5.27%, 02/25/56 OBX 2026-HE1 67124BAD7 - 2,707,000 $2,730,043 $2,730,043 0.04 $2,724,896
Chase Mortgage Reference Notes, Series 2021-CL1 M1 4.81608% 25-FEB-2050, 4.82%, 02/25/50 CHASE 2021-CL1 46591HBX7 - 2,732,884 $2,694,559 $2,694,559 0.04 $2,690,527
Fannie Mae Pool|4|03/01/2050, 4.00%, 03/01/50 FN 3140X8S24 - 2,817,670 $2,635,524 $2,635,524 0.04 $2,624,254
RCKT Mortgage Trust 2023-CES1 A1A 6.515% 25-JUN-2043, 6.51%, 06/25/43 RCKT 74935WAA2 - 2,601,347 $2,612,502 $2,612,502 0.04 $2,595,554
FHLMC 30yr Pool#SD6905 6.000% 01-Nov-2054, 6.00%, 11/01/54 FR 3132DUU62 - 2,518,392 $2,581,403 $2,581,403 0.04 $2,566,293
FNMA 30yr Pool#DF5622 6.000% 01-Nov-2055, 6.00%, 11/01/55 FN 3140BWG85 - 2,504,889 $2,570,145 $2,570,145 0.04 $2,555,116
FHLMC 30yr Pool#QF9276 5.500% 01-Mar-2053, 5.50%, 03/01/53 FR 3133BXJV4 - 2,546,213 $2,567,508 $2,567,508 0.04 $2,553,504
Vista Point Securitization Trust 2026-CES1 A2 5.226% 25-FEB-2056, 5.23%, 02/25/56 VSTA 2026-CES1 92790EAB6 - 2,600,000 $2,545,011 $2,545,011 0.04 $2,540,482
FHLMC 30yr Pool#Q57869 4.000% 01-Aug-2048, 4.00%, 08/01/48 FG 3132Y1W79 - 2,638,473 $2,471,213 $2,471,213 0.04 $2,460,659
FHLMC 30yr Pool#QG2539 6.500% 01-May-2053, 6.50%, 05/01/53 FR 3133C2ZC5 - 2,367,889 $2,466,665 $2,466,665 0.04 $2,451,273
FNMA 30yr Pool#BV5393 3.500% 01-Apr-2052, 3.50%, 04/01/52 FN 3140MJ7F6 - 2,712,285 $2,463,955 $2,463,955 0.04 $2,454,462
PRPM 2026-RCF1 A2 5.206% 25-JAN-2056, 5.21%, 01/25/56 PRPM 2026-RCF1 69383VAB9 - 2,500,000 $2,459,827 $2,459,827 0.04 $2,446,812
Bayview Opportunity Master Fund VII Trust 2026-CES2|5.938|05/25/2056, 5.94%, 05/25/56 BVCES 2026-2 07338CAC5 - 2,450,000 $2,457,811 $2,457,811 0.04 $2,452,962
PRPM 2026-RCF1 A3 5.305% 25-JAN-2056, 5.30%, 01/25/56 PRPM 2026-RCF1 69383VAF0 - 2,500,000 $2,451,794 $2,451,794 0.04 $2,438,531
BX Trust 2021-BXMF G 7.140513% 15-OCT-2038, 7.14%, 10/15/26 BX 2021-BXMF 05609RAS3 - 2,432,500 $2,441,423 $2,441,423 0.04 $2,430,327
FHLMC 30yr Pool#QI7710 5.500% 01-Jun-2054, 5.50%, 06/01/54 FR 3133WER77 - 2,399,910 $2,419,982 $2,419,982 0.04 $2,406,783
FNMA 30yr Pool#BY8533 6.500% 01-Aug-2053, 6.50%, 08/01/53 FN 3140NRPT7 - 2,289,782 $2,396,729 $2,396,729 0.04 $2,381,845
FHLMC 30yr Pool#QZ4131 6.000% 01-Sep-2055, 6.00%, 09/01/55 FR 31427BSV8 - 2,326,845 $2,386,412 $2,386,412 0.04 $2,372,451
RCKT Mortgage Trust 2026-CES1 A3 5.224% 25-JAN-2056, 5.22%, 01/25/56 RCKT 2026-CES1 74939BAD8 - 2,425,000 $2,379,910 $2,379,910 0.04 $2,367,242
FNMA 30yr Pool#DC1102 5.500% 01-Sep-2054, 5.50%, 09/01/54 FN 3140ANGL7 - 2,345,309 $2,364,924 $2,364,924 0.04 $2,352,025
PRPM 2025-RCF3 LLC 5.25% 55, 5.25%, 07/25/55 PRPM 2025-RCF3 69392PAB1 - 2,380,125 $2,357,409 $2,357,409 0.04 $2,344,913
FNMA 30yr Pool#DC1302 5.000% 01-Aug-2054, 5.00%, 08/01/54 FN 3140ANNU9 - 2,400,676 $2,346,129 $2,346,129 0.03 $2,334,125
FHLMC 30yr Pool#SD3523 3.000% 01-Jun-2052, 3.00%, 06/01/52 FR 3132DQ4G8 - 2,672,603 $2,324,708 $2,324,708 0.03 $2,316,690
FNMA 30yr Pool#DD8279 6.000% 01-Apr-2055, 6.00%, 04/01/55 FN 3140B9FV6 - 2,259,899 $2,318,772 $2,318,772 0.03 $2,305,213
FNMA 30yr Pool#DE2839 6.000% 01-Jun-2055, 6.00%, 06/01/55 FN 3140BFEM3 - 2,257,872 $2,316,693 $2,316,693 0.03 $2,303,146
OBX 2022-NQM7 Trust MB FLTG 66, 5.42%, 04/25/56 OBX 2026-CES1 67124LAB9 - 2,321,107 $2,315,267 $2,315,267 0.03 $2,302,677
FNMA 30yr Pool#BY5913 5.500% 01-Sep-2053, 5.50%, 09/01/53 FN 3140NNSB2 - 2,293,342 $2,312,523 $2,312,523 0.03 $2,299,909
EFMT 2026-CES1 A1B 5.116% 25-DEC-2060, 5.12%, 12/25/60 EFMT 2026-CES1 26846MAB0 - 2,327,173 $2,307,653 $2,307,653 0.03 $2,295,747
FIGRE Trust 2024-HE4 B 5.252% 25-SEP-2054, 5.25%, 09/25/54 FIGRE 2024-HE4 31684UAB7 - 2,318,440 $2,306,878 $2,306,878 0.03 $2,302,819
Ginnie Mae REMIC Trust 2017-163 LO 0.0% 16-MAY-2041, 0.00%, 05/16/41 GNR 2017-163 38380KNA9 - 3,012,368 $2,263,479 $2,263,479 0.03 $2,263,479
Connecticut Avenue Securities Trust 2024-R06 1M2 5.21608% 25-SEP-2044, 5.22%, 09/25/44 CAS 2024-R06 20755RAC9 - 2,242,211 $2,247,853 $2,247,853 0.03 $2,244,279
FHLMC 30yr Pool#QG2543 5.500% 01-May-2053, 5.50%, 05/01/53 FR 3133C2ZG6 - 2,042,902 $2,052,736 $2,052,736 0.03 $2,041,500
FHLMC 30yr Pool#QY9883 6.000% 01-Aug-2055, 6.00%, 08/01/55 FR 31426U6V1 - 1,985,863 $2,037,597 $2,037,597 0.03 $2,025,682
FNMA 30yr Pool#DF0313 6.000% 01-Sep-2055, 6.00%, 09/01/55 FN 3140BQK34 - 1,975,875 $2,027,349 $2,027,349 0.03 $2,015,494
PRPM 2024-RCF2 A1 3.75% 25-MAR-2054, 3.75%, 03/25/54 PRPM 2024-RCF2 693987AA7 - 2,056,937 $2,011,731 $2,011,731 0.03 $2,009,160
FNMA 30yr Pool#BY0338 6.500% 01-May-2053, 6.50%, 05/01/53 FN 3140NGLU2 - 1,891,597 $1,979,736 $1,979,736 0.03 $1,967,441
FNMA 30yr Pool#DA3549 6.500% 01-Oct-2053, 6.50%, 10/01/53 FN 3140A35K5 - 1,812,981 $1,906,286 $1,906,286 0.03 $1,894,501
FNMA 30yr Pool#FS1640 4.000% 01-Apr-2052, 4.00%, 04/01/52 FN 3140XGZE2 - 2,023,281 $1,885,974 $1,885,974 0.03 $1,877,881
Bayview Opportunity Master Fund VII Trust 2024-CAR1 B 4.91608% 25-DEC-2031, 4.92%, 12/26/31 BVCLN 2024-CAR1 07336QAB8 - 1,874,993 $1,881,167 $1,881,167 0.03 $1,878,351
FNMA 30yr Pool#FS3001 4.000% 01-Oct-2051, 4.00%, 10/01/51 FN 3140XJKP7 - 2,008,444 $1,877,835 $1,877,835 0.03 $1,869,802
FNMA 30yr Pool#BX8072 5.500% 01-Mar-2053, 5.50%, 03/01/53 FN 3140NC6J3 - 1,855,656 $1,870,506 $1,870,506 0.03 $1,860,300
Chase Mortgage Reference Notes, Series 2020-CL1 M2 6.33888% 25-OCT-2057, 6.34%, 10/25/57 CHASE 2020-CL1 46591HAH3 - 1,779,262 $1,839,343 $1,839,343 0.03 $1,835,896
FNMA 30yr Pool#DF0998 6.000% 01-Oct-2055, 6.00%, 10/01/55 FN 3140BRDC0 - 1,757,897 $1,803,693 $1,803,693 0.03 $1,793,145
Ally Bank Auto Credit-Linked Notes, Series 2024-A C 6.022% 15-MAY-2032, 6.02%, 05/17/32 ABCLN 2024-A 02007GZ63 - 1,777,198 $1,800,471 $1,800,471 0.03 $1,793,931
FHLMC 30yr Pool#SI2017 4.000% 01-Dec-2048, 4.00%, 12/01/48 FR 3133USG21 - 1,884,171 $1,762,371 $1,762,371 0.03 $1,754,834
Chase Mortgage Reference Notes, Series 2021-CL1 M3 5.16608% 25-FEB-2050, 5.17%, 02/25/50 CHASE 2021-CL1 46591HBZ2 - 1,782,296 $1,744,498 $1,744,498 0.03 $1,741,684
FNMA 30yr Pool#DA3538 6.000% 01-Oct-2053, 6.00%, 10/01/53 FN 3140A34Y6 - 1,664,137 $1,709,364 $1,709,364 0.03 $1,699,379
FHLMC 30yr Pool#QX7432 6.000% 01-Feb-2055, 6.00%, 02/01/55 FR 31426DHJ4 - 1,646,458 $1,688,607 $1,688,607 0.03 $1,678,728
RCKT MORTGAGE TR 2026-CES2 M1A, 5.36%, 02/25/56 RCKT 2026-CES2 74940EAE7 - 1,723,000 $1,687,128 $1,687,128 0.03 $1,677,902
PRPM 2025-RCF3 LLC 5.25% 55, 5.25%, 07/25/55 PRPM 2025-RCF3 69392PAC9 - 1,700,000 $1,673,521 $1,673,521 0.02 $1,664,596
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 - 1,659,425 $1,669,655 $1,669,655 0.02 $1,665,899
FHLMC 30yr Pool#SD1551 4.000% 01-Mar-2050, 4.00%, 03/01/50 FR 3132DNWL3 - 1,747,127 $1,634,186 $1,634,186 0.02 $1,627,197
Foundation Finance Trust 2023-2 A 6.53% 15-JUN-2049, 6.53%, 06/15/49 FFIN 2023-2A 35042RAA4 - 1,547,663 $1,590,793 $1,590,793 0.02 $1,584,617
FNMA 30yr Pool#MA3521 4.000% 01-Nov-2048, 4.00%, 11/01/48 FN 31418C4F8 - 1,684,356 $1,575,473 $1,575,473 0.02 $1,568,736
Chase Mortgage Reference Notes, Series 2021-CL1 M2 4.96608% 25-FEB-2050, 4.97%, 02/25/50 CHASE 2021-CL1 46591HBY5 - 1,605,569 $1,572,643 $1,572,643 0.02 $1,570,206
FHLMC 30yr Pool#SD0943 3.500% 01-Apr-2052, 3.50%, 04/01/52 FR 3132DNBL6 - 1,673,817 $1,525,972 $1,525,972 0.02 $1,520,114
FHLMC 30yr Pool#QI4878 6.000% 01-Apr-2054, 6.00%, 04/01/54 FR 3133WBM37 - 1,483,154 $1,522,897 $1,522,897 0.02 $1,513,998
Fannie Mae Pool|4|08/01/2050, 4.00%, 08/01/50 FN 3140X8UA3 - 1,606,595 $1,495,300 $1,495,300 0.02 $1,488,874
Santander Bank Auto Credit-Linked Notes, Series 2024-A B 5.622% 15-JUN-2032, 5.62%, 06/15/32 SBCLN 2024-A 80290CCJ1 - 1,479,621 $1,494,615 $1,494,615 0.02 $1,489,532
FNMA 30yr Pool#DD4221 6.000% 01-Feb-2055, 6.00%, 02/01/55 FN DD4221 MTGE 3140B4VP2 - 1,454,066 $1,491,290 $1,491,290 0.02 $1,482,565
FHLMC 30yr Pool#SD4456 4.000% 01-Aug-2050, 4.00%, 08/01/50 FR 3132E05R9 - 1,557,715 $1,456,417 $1,456,417 0.02 $1,450,186
FHLMC 30yr Pool#QZ4132 6.000% 01-Sep-2055, 6.00%, 09/01/55 FR 31427BSW6 - 1,405,807 $1,442,430 $1,442,430 0.02 $1,433,995
FHLMC 30yr Pool#QY7439 6.000% 01-Jun-2055, 6.00%, 06/01/55 FR 31426SHR3 - 1,401,404 $1,437,913 $1,437,913 0.02 $1,429,504
FNMA 30yr Pool#CB2681 3.500% 01-Jan-2052, 3.50%, 01/01/52 FN 3140QM6T6 - 1,576,409 $1,437,291 $1,437,291 0.02 $1,431,774
FNMA 30yr Pool#DA0036 6.500% 01-Sep-2053, 6.50%, 09/01/53 FN 3140A0BE8 - 1,337,692 $1,400,170 $1,400,170 0.02 $1,391,475
FHLMC 30yr Pool#Q58477 4.000% 01-Sep-2048, 4.00%, 09/01/48 FG 3132Y2M37 - 1,451,206 $1,359,210 $1,359,210 0.02 $1,353,405
FNMA 30yr Pool#BY1896 5.500% 01-May-2053, 5.50%, 05/01/53 FN 3140NJDA9 - 1,343,831 $1,350,300 $1,350,300 0.02 $1,342,909
FHLMC 30yr Pool#QG4340 6.500% 01-Jun-2053, 6.50%, 06/01/53 FR 3133C4ZD9 - 1,289,930 $1,343,738 $1,343,738 0.02 $1,335,354
FNMA 30yr Pool#MA3415 4.000% 01-Jul-2048, 4.00%, 07/01/48 FN 31418CYM0 - 1,423,993 $1,331,941 $1,331,941 0.02 $1,326,245
FNMA 30yr Pool#DC9709 6.000% 01-Jan-2055, 6.00%, 01/01/55 FN 3140AXYF8 - 1,277,327 $1,314,578 $1,314,578 0.02 $1,306,914
FHF Trust 2024-1 (First Help Financial) A2 5.69% 15-FEB-2030, 5.69%, 02/15/30 FHF 2024-1A 31568AAB2 - 1,278,409 $1,286,807 $1,286,807 0.02 $1,282,362
FNMA 30yr Pool#CA5573 4.000% 01-Apr-2050, 4.00%, 04/01/50 FN 3140QDFP4 - 1,377,009 $1,281,618 $1,281,618 0.02 $1,276,110
FNMA 30yr Pool#BY0327 6.500% 01-May-2053, 6.50%, 05/01/53 FN 3140NGLH1 - 1,224,472 $1,277,869 $1,277,869 0.02 $1,269,910
FNMA 30yr Pool#BX7860 5.500% 01-Mar-2053, 5.50%, 03/01/53 FN 3140NCWW5 - 1,239,923 $1,249,528 $1,249,528 0.02 $1,242,709
Connecticut Avenue Securities Trust 2023-R02 1B2 11.51608% 25-JAN-2043, 11.52%, 01/25/43 CAS 2023-R02 20755AAE2 - 1,090,000 $1,191,737 $1,191,737 0.02 $1,187,901
FNMA 30yr Pool#DB3056 5.500% 01-May-2054, 5.50%, 05/01/54 FN 3140ACME0 - 1,167,302 $1,181,512 $1,181,512 0.02 $1,175,092
FIGRE TRUST 2025-HE5 FLTG 2055 B, 5.49%, 08/25/55 FIGRE 2025-HE5 31684MAB5 - 1,184,704 $1,178,668 $1,178,668 0.02 $1,172,170
FHLMC 30yr Pool#QF2561 5.500% 01-Nov-2052, 5.50%, 11/01/52 FR 3133BPZ27 - 1,166,598 $1,177,566 $1,177,566 0.02 $1,171,150
Santander Bank Auto Credit-Linked Notes, Series 2023-B B 5.64% 15-DEC-2033, 5.64%, 12/15/33 SBCLN 2023-B 80290CCB8 - 1,163,048 $1,174,559 $1,174,559 0.02 $1,170,550
FNMA 30yr Pool#BT8051 5.500% 01-Jan-2053, 5.50%, 01/01/53 FN 3140LW5M5 - 1,146,688 $1,157,469 $1,157,469 0.02 $1,151,162
EFMT 2026-CES1 M1 5.616% 25-DEC-2060, 5.62%, 12/25/60 EFMT 2026-CES1 26846MAF1 - 1,166,000 $1,150,885 $1,150,885 0.02 $1,144,336
FNMA 40yr Pool#BF0167 3.000% 01-Feb-2057, 3.00%, 02/01/57 FN 3140FXFH0 - 1,335,471 $1,136,396 $1,136,396 0.02 $1,132,389
FNMA 30yr Pool#BX0804 5.500% 01-Nov-2052, 5.50%, 11/01/52 FN 3140N43N5 - 1,107,625 $1,115,865 $1,115,865 0.02 $1,109,773
FNMA 30yr Pool#MA3149 4.000% 01-Oct-2047, 4.00%, 10/01/47 FN 31418CQB3 - 1,179,736 $1,105,043 $1,105,043 0.02 $1,100,324
FHLMC 30yr Pool#SD8003 4.000% 01-Jul-2049, 4.00%, 07/01/49 FR 3132DV3L7 - 1,154,919 $1,079,815 $1,079,815 0.02 $1,075,195
FNMA 30yr Pool#FM9138 4.000% 01-Mar-2050, 4.00%, 03/01/50 FN 3140XDEL6 - 1,136,712 $1,063,230 $1,063,230 0.02 $1,058,684
FNMA 30yr Pool#AS6811 3.000% 01-Mar-2046, 3.00%, 03/01/46 FN 3138WGR97 - 1,187,223 $1,057,651 $1,057,651 0.02 $1,054,089
FNMA 30yr Pool#BJ9181 5.000% 01-May-2048, 5.00%, 05/01/48 FN 3140HBFX1 - 1,053,709 $1,046,696 $1,046,696 0.02 $1,041,428
RCKT Mortgage Trust 2025-CES10 A1B 4.995% 25-OCT-2055, 5.00%, 11/25/55 RCKT 2025-CES10 74939LAB0 - 1,047,290 $1,036,569 $1,036,569 0.02 $1,031,337
Ally Bank Auto Credit-Linked Notes, Series 2024-A D 6.315% 15-MAY-2032, 6.31%, 05/17/32 ABCLN 2024-A 02007GZ71 - 1,015,542 $1,028,857 $1,028,857 0.02 $1,024,938
FHLMC 30yr Pool#ZT2087 4.000% 01-Jun-2049, 4.00%, 06/01/49 FR 3132AEJ80 - 1,096,261 $1,024,972 $1,024,972 0.02 $1,020,587
FNMA 30yr Pool#AS7492 4.000% 01-Jul-2046, 4.00%, 07/01/46 FN 3138WHKE1 - 1,070,771 $1,007,714 $1,007,714 0.01 $1,003,431
FHLMC 30yr Pool#QG3885 6.500% 01-Jun-2053, 6.50%, 06/01/53 FR 3133C4J62 - 961,871 $1,001,995 $1,001,995 0.01 $995,743
ACHV ABS Trust 2024-1PL B 6.34% 25-APR-2031, 6.34%, 04/25/31 ACHV 2024-1PL 00092BAB0 - 915,384 $920,344 $920,344 0.01 $918,409
Bayview Opportunity Master Fund VII Trust 2024-CAR1 C 5.11608% 25-DEC-2031, 5.12%, 12/26/31 BVCLN 2024-CAR1 07336QAC6 - 912,497 $916,141 $916,141 0.01 $914,715
FHLMC 30yr Pool#QG6538 5.500% 01-Jul-2053, 5.50%, 07/01/53 FR 3133C7HP5 - 892,944 $900,412 $900,412 0.01 $895,501
FREMF 2019-KF70 Mortgage Trust C 9.74627% 25-SEP-2029, 9.75%, 09/25/29 FREMF 2019-KF70 30298UAJ0 - 890,414 $888,481 $888,481 0.01 $885,829
FHLMC 30yr Pool#QH3309 5.500% 01-Oct-2053, 5.50%, 10/01/53 FR 3133CFVA4 - 882,230 $886,478 $886,478 0.01 $881,625
FNMA 30yr Pool#BV8484 3.500% 01-Apr-2052, 3.50%, 04/01/52 FN 3140MNNA0 - 973,073 $883,981 $883,981 0.01 $880,575
FNMA 30yr Pool#FM1598 4.000% 01-Feb-2049, 4.00%, 02/01/49 FN 3140X4X43 - 939,181 $878,469 $878,469 0.01 $874,712
FNMA 30yr Pool#BV4203 3.500% 01-Apr-2052, 3.50%, 04/01/52 FN 3140MHU56 - 966,025 $877,578 $877,578 0.01 $874,197
FNMA 30yr Pool#BY0361 6.500% 01-Jun-2053, 6.50%, 06/01/53 FN 3140NGMK3 - 815,813 $851,423 $851,423 0.01 $846,120
FHLMC 30yr Pool#QG6948 5.500% 01-Jul-2053, 5.50%, 07/01/53 FR 3133C7WH6 - 836,132 $843,125 $843,125 0.01 $838,526
GNMA II 30yr Pool#MA5021 4.500% 20-Feb-2048, 4.50%, 02/20/48 G2 36179TSJ5 - 842,535 $813,896 $813,896 0.01 $810,105
FHLMC 30yr Pool#ZM8197 4.000% 01-Sep-2048, 4.00%, 09/01/48 FR 3131Y3DA1 - 863,434 $807,618 $807,618 0.01 $804,164
Structured Agency Credit Risk (STACR) Debt Notes, Series 2020-DNA2 B2 8.53056% 25-FEB-2050, 8.53%, 02/25/50 STACR 2020-DNA2 35565KBE7 - 728,791 $804,229 $804,229 0.01 $802,330
FNMA 30yr Pool#CC0990 5.000% 01-Sep-2055, 5.00%, 09/01/55 FN 3140Y7C48 - 778,871 $766,592 $766,592 0.01 $762,698
FNMA 30yr Pool#BN4541 4.000% 01-Feb-2049, 4.00%, 02/01/49 FN 3140JMBK7 - 807,513 $755,312 $755,312 0.01 $752,082
RCKT Mortgage Trust 2025-CES10 M1 5.662% 25-OCT-2055, 5.66%, 11/25/55 RCKT 2025-CES10 74939LAE4 - 763,000 $753,587 $753,587 0.01 $749,267
FNMA 30yr Pool#AB9341 3.000% 01-May-2043, 3.00%, 05/01/43 FN 31417GLX2 - 823,750 $744,331 $744,331 0.01 $741,859
FNMA 30yr Pool#BY0782 5.500% 01-Apr-2053, 5.50%, 04/01/53 FN 3140NG2Q2 - 735,760 $741,914 $741,914 0.01 $737,867
FHLMC 30yr Pool#QG7338 6.000% 01-Jul-2053, 6.00%, 07/01/53 FR 3133C8EK7 - 697,143 $714,989 $714,989 0.01 $710,806
U.S. Auto Funding 2021-1 C 2.2% 15-MAY-2026, 2.20%, 05/15/27 USAUT 2021-1A 90355EAC5 - 919,777 $694,674 $694,674 0.01 $693,437
FNMA 30yr Pool#BY0866 5.500% 01-May-2053, 5.50%, 05/01/53 FN 3140NG6C9 - 688,771 $692,901 $692,901 0.01 $689,113
FHLMC 30yr Pool#ZT1926 3.000% 01-Nov-2043, 3.00%, 11/01/43 FR 3132AED78 - 726,500 $655,438 $655,438 0.01 $653,258
GNMA II 30yr Pool#MA5264 4.000% 20-Jun-2048, 4.00%, 06/20/48 G2 36179TZ57 - 672,926 $627,006 $627,006 0.01 $624,314
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 $626,626 $626,626 0.01 $625,179
FNMA 30yr Pool#CB6864 5.000% 01-Aug-2053, 5.00%, 08/01/53 FN 3140QSTW1 - 635,754 $624,648 $624,648 0.01 $621,470
FHLMC 30yr Pool#QE1073 3.500% 01-Apr-2052, 3.50%, 04/01/52 FR 3133BAFN6 - 637,974 $579,563 $579,563 0.01 $577,330
FHF Issuer Trust 2023-2 (First Help Financial) A2 6.79% 15-OCT-2029, 6.79%, 10/15/29 FHF 2023-2A 30333LAB4 - 564,871 $570,393 $570,393 0.01 $568,049
FHLMC 30yr Pool#QG2540 6.500% 01-May-2053, 6.50%, 05/01/53 FR 3133C2ZD3 - 540,321 $564,265 $564,265 0.01 $560,753
ACHM Trust 2024-HE1 B 7.26% 25-MAY-2039, 7.26%, 05/25/39 ACHM 2024-HE1 00449TAB1 - 550,870 $560,115 $560,115 0.01 $558,782
FNMA 30yr Pool#BW0343 4.500% 01-May-2052, 4.50%, 05/01/52 FN 3140MRLZ8 - 580,311 $554,900 $554,900 0.01 $552,289
FNMA 30yr Pool#AL6842 4.000% 01-May-2045, 4.00%, 05/01/45 FN 3138EPS88 - 570,587 $540,944 $540,944 0.01 $538,662
FNMA 30yr Pool#BK9507 4.000% 01-Oct-2048, 4.00%, 10/01/48 FN 3140HPR58 - 568,175 $532,379 $532,379 0.01 $530,107
Sequoia Mortgage Trust 2013-5 A1 2.5% 25-MAY-2043, 2.50%, 05/25/43 SEMT 2013-5 81745AAA5 - 590,284 $520,629 $520,629 0.01 $519,153
FNMA 30yr Pool#AZ0869 4.000% 01-Jul-2045, 4.00%, 07/01/45 FN 3138YR6F0 - 475,905 $450,129 $450,129 0.01 $448,226
ACHV ABS Trust 2024-1PL C 6.42% 25-APR-2031, 6.42%, 04/25/31 ACHV 2024-1PL 00092BAC8 - 446,708 $448,915 $448,915 0.01 $447,959
FHLMC 30yr Pool#QD9191 3.500% 01-Apr-2052, 3.50%, 04/01/52 FR 3133B7F86 - 490,230 $445,346 $445,346 0.01 $443,630
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-DNA5 M2 5.26608% 25-JAN-2034, 5.27%, 01/25/34 STACR 2021-DNA5 35564KHE2 - 430,190 $431,822 $431,822 0.01 $431,130
FHLMC 15yr Pool#SB0116 2.500% 01-Nov-2034, 2.50%, 11/01/34 FR 3132CWDV3 - 451,147 $425,838 $425,838 0.01 $424,710
FHLMC 30yr Pool#SD1414 4.000% 01-Oct-2050, 4.00%, 10/01/50 FR 3132DNSB0 - 425,447 $397,780 $397,780 0.01 $396,079
FNMA 30yr Pool#BV6879 4.500% 01-Apr-2052, 4.50%, 04/01/52 FN 3140MLUD0 - 401,210 $383,679 $383,679 0.01 $381,874
BX Commercial Mortgage Trust 2021-21M A 4.521% 15-OCT-2036, 4.52%, 10/15/36 BX 2021-21M 05609CAA5 - 382,219 $383,323 $383,323 0.01 $382,220
FNMA 30yr Pool#CB4329 3.500% 01-Jul-2052, 3.50%, 07/01/52 FN 3140QPY35 - 397,589 $361,415 $361,415 0.01 $360,024
FHLMC 30yr Pool#QA8274 3.500% 01-Mar-2050, 3.50%, 03/01/50 FR 3133A3FP8 - 382,027 $344,090 $344,090 0.01 $342,753
FHLMC 30yr Pool#QG3397 6.000% 01-May-2053, 6.00%, 05/01/53 FR 3133C3X27 - 335,067 $343,644 $343,644 0.01 $341,634
FNMA 30yr Pool#CA4646 3.000% 01-Feb-2048, 3.00%, 02/01/48 FN 3140QCEU6 - 377,962 $337,916 $337,916 0.01 $336,782
Blue Bridge Funding 2023-1 A 7.37% 15-NOV-2030, 7.37%, 11/15/30 BBEF 2023-1A 09531MAA8 - 321,413 $323,533 $323,533 0.00 $322,086
FNMA 30yr Pool#FM3447 4.000% 01-Nov-2049, 4.00%, 11/01/49 FN 3140X6ZM6 - 340,816 $318,652 $318,652 0.00 $317,289
Connecticut Avenue Securities Trust 2022-R01 1B1 6.76608% 25-DEC-2041, 6.77%, 12/25/41 CAS 2022-R01 20754LAF6 - 310,000 $312,666 $312,666 0.00 $312,025
Hotwire Funding, Series 2021-1 B_2021_1 2.658% 20-NOV-2051, 2.66%, 11/20/51 HWIRE 2021-1 44148JAB5 - 300,000 $298,288 $298,288 0.00 $297,911
FNMA 30yr Pool#BV7632 4.500% 01-Apr-2052, 4.50%, 04/01/52 FN 3140MMPS1 - 308,188 $294,721 $294,721 0.00 $293,335
FNMA 30yr Pool#AR9225 3.000% 01-Mar-2043, 3.00%, 03/01/43 FN 3138W7HB3 - 308,562 $277,033 $277,033 0.00 $276,107
FHLMC 30yr Pool#ZN6461 4.000% 01-May-2049, 4.00%, 05/01/49 FR 3131YDFA7 - 283,037 $264,392 $264,392 0.00 $263,260
FNMA 30yr Pool#FS2548 4.000% 01-Mar-2051, 4.00%, 03/01/51 FN 3140XHZN0 - 279,231 $261,073 $261,073 0.00 $259,956
FNMA 30yr Pool#AS8649 3.000% 01-Jan-2047, 3.00%, 01/01/47 FN 3138WJTF5 - 290,991 $257,918 $257,918 0.00 $257,045
FHLMC 30yr Pool#ZT0391 4.000% 01-Nov-2047, 4.00%, 11/01/47 FR 3132ACNG1 - 273,358 $257,312 $257,312 0.00 $256,219
FNMA 30yr Pool#FA0573 5.000% 01-Jan-2055, 5.00%, 01/01/55 FN 3140W0T70 - - $243,234 $243,234 0.00 $0
FHLMC 30yr Pool#ZN4240 4.500% 01-Dec-2048, 4.50%, 12/01/48 FR 3131YAV98 - 242,701 $234,926 $234,926 0.00 $233,834
Fannie Mae REMIC Trust 2012-126 SY 0.27342% 25-NOV-2042, 0.27%, 11/25/42 FNR 2012-126 3136A9ZR2 - 473,554 $232,344 $232,344 0.00 $232,302
FNMA 30yr Pool#BN3899 4.000% 01-Dec-2048, 4.00%, 12/01/48 FN 3140JLKM5 - 247,692 $231,680 $231,680 0.00 $230,689
FNMA 30yr Pool#FA4000 5.000% 01-Jun-2055, 5.00%, 06/01/55 FN 3140W4NS2 - - $221,695 $221,695 0.00 $0
FNMA 30yr Pool#BW0081 4.500% 01-Apr-2052, 4.50%, 04/01/52 FN 3140MRCT2 - 226,968 $217,029 $217,029 0.00 $216,008
FHLMC 30yr Pool#QA1615 3.500% 01-Aug-2049, 3.50%, 08/01/49 FR 31334XYL7 - 230,563 $208,658 $208,658 0.00 $207,851
FNMA 30yr Pool#MA3687 4.000% 01-Jun-2049, 4.00%, 06/01/49 FN 31418DCZ3 - 218,100 $203,917 $203,917 0.00 $203,045
FNMA 30yr Pool#MA1327 3.000% 01-Jan-2043, 3.00%, 01/01/43 FN 31418APM4 - 221,821 $200,124 $200,124 0.00 $199,458
FNMA 30yr Pool#BE3616 4.000% 01-May-2047, 4.00%, 05/01/47 FN 3140FPAS8 - 209,317 $197,739 $197,739 0.00 $196,902
Fannie Mae REMIC Trust 2017-9 VL 3.0% 25-JUL-2028, 3.00%, 07/25/28 FNR 2017-9 3136AVYH6 - 190,715 $190,165 $190,165 0.00 $189,593
GNMA II 30yr Pool#MA5192 4.000% 20-May-2048, 4.00%, 05/20/48 G2 36179TXV2 - 202,482 $188,664 $188,664 0.00 $187,855
FNMA 30yr Pool#FA3572 5.000% 01-Nov-2055, 5.00%, 11/01/55 FN 3140W36J3 - - $186,052 $186,052 0.00 $0
FHLMC 15yr Pool#SB0040 2.500% 01-Dec-2033, 2.50%, 12/01/33 FR 3132CWBH6 - 191,964 $184,497 $184,497 0.00 $184,017
FNMA 30yr Pool#FA3435 5.000% 01-Nov-2055, 5.00%, 11/01/55 FN 3140W3Y94 - - $168,137 $168,137 0.00 $0
FNMA 30yr Pool#BO2983 3.000% 01-Sep-2049, 3.00%, 09/01/49 FN 3140JXJ58 - 185,848 $164,664 $164,664 0.00 $164,107
FNMA 30yr Pool#AB6280 3.000% 01-Sep-2042, 3.00%, 09/01/42 FN 31417C6S9 - 175,922 $158,715 $158,715 0.00 $158,187
FNMA 30yr Pool#BV7132 4.500% 01-Apr-2052, 4.50%, 04/01/52 FN 3140ML4S6 - 159,728 $152,734 $152,734 0.00 $152,015
FHLMC 30yr Pool#ZT1320 4.000% 01-Nov-2048, 4.00%, 11/01/48 FR 3132ADPD4 - 150,395 $140,673 $140,673 0.00 $140,071
FNMA 30yr Pool#AB7563 3.000% 01-Jan-2043, 3.00%, 01/01/43 FN 31417EMM0 - 154,061 $139,670 $139,670 0.00 $139,208
FNMA 30yr Pool#FS2546 4.000% 01-Mar-2051, 4.00%, 03/01/51 FN 3140XHZL4 - 147,874 $138,315 $138,315 0.00 $137,723
Arivo Acceptance Auto Loan Receivables Trust 2024-1 A 6.46% 15-APR-2028, 6.46%, 04/17/28 ARIVO 2024-1A 039943AA3 - 131,815 $132,391 $132,391 0.00 $131,871
FNMA 30yr Pool#MA1229 3.000% 01-Oct-2042, 3.00%, 10/01/42 FN 31418ALK2 - 135,073 $122,456 $122,456 0.00 $122,050
GNMA II 30yr Pool#MA5753 4.000% 20-Feb-2049, 4.00%, 02/20/49 G2 36179UMA7 - 134,847 $122,398 $122,398 0.00 $121,858
FHLMC 30yr Pool#QH7013 6.500% 01-Dec-2053, 6.50%, 12/01/53 FR 3133CKYJ1 - 116,440 $121,236 $121,236 0.00 $120,479
GNMA II 30yr Pool#BF6874 4.500% 20-Jul-2048, 4.50%, 07/20/48 G2 3617GDT77 - 124,119 $119,806 $119,806 0.00 $119,247
Structured Agency Credit Risk (STACR) Debt Notes, Series 2023-HQA2 M1A 5.61608% 25-JUN-2043, 5.62%, 06/25/43 STACR 2023-HQA2 35564K2F5 - 115,417 $116,071 $116,071 0.00 $115,873
FNMA 20yr Pool#AB9283 3.000% 01-Apr-2038, 3.00%, 04/01/38 FN 31417GJ56 - 122,155 $114,071 $114,071 0.00 $113,705
GNMA II 30yr Pool#MA5866 4.000% 20-Apr-2049, 4.00%, 04/20/49 G2 36179UQT2 - 122,902 $112,269 $112,269 0.00 $111,777
GNMA II 30yr Pool#BK5879 4.500% 20-Nov-2048, 4.50%, 11/20/48 G2 3617J6Q80 - 109,680 $105,256 $105,256 0.00 $104,762
FHLMC 30yr Pool#QE0318 4.500% 01-Mar-2052, 4.50%, 03/01/52 FR 3133B9K78 - 106,848 $102,180 $102,180 0.00 $101,699
FNMA 30yr Pool#FA3714 5.000% 01-Nov-2055, 5.00%, 11/01/55 FN 3140W4DU8 - - $97,596 $97,596 0.00 $0
FNMA 30yr Pool#BM3282 3.500% 01-Dec-2047, 3.50%, 12/01/47 FN 3140J7UG8 - 106,108 $97,240 $97,240 0.00 $96,869
FHLMC 30yr Pool#ZT1633 4.000% 01-Mar-2047, 4.00%, 03/01/47 FR 3132ADY69 - 102,108 $96,578 $96,578 0.00 $96,169
FNMA 30yr Pool#CA0108 3.500% 01-Aug-2047, 3.50%, 08/01/47 FN 3140Q7DN4 - 97,619 $89,460 $89,460 0.00 $89,118
FNMA 30yr Pool#BV7131 4.500% 01-Apr-2052, 4.50%, 04/01/52 FN 3140ML4R8 - 88,010 $84,156 $84,156 0.00 $83,760
Fannie Mae REMIC Trust 2013-130 FN 4.08056% 25-OCT-2042, 4.08%, 10/25/42 FNR 2013-130 3136AHG53 - 79,487 $78,994 $78,994 0.00 $78,886
FHLMC 30yr Pool#ZM7926 5.000% 01-Sep-2048, 5.00%, 09/01/48 FR 3131Y2YX0 - 76,085 $75,579 $75,579 0.00 $75,198
FNMA 30yr Pool#BW0072 4.500% 01-Apr-2052, 4.50%, 04/01/52 FN 3140MRCJ4 - 74,619 $71,352 $71,352 0.00 $71,016
FNMA 30yr Pool#MA1447 3.000% 01-May-2043, 3.00%, 05/01/43 FN 31418ATD0 - 72,089 $64,723 $64,723 0.00 $64,506
FHLMC 30yr Pool#QA2159 3.000% 01-Aug-2049, 3.00%, 08/01/49 FR 31334YMG9 - 74,091 $63,967 $63,967 0.00 $63,745
FNMA 30yr Pool#AS8547 3.000% 01-Nov-2046, 3.00%, 11/01/46 FN 3138WJP93 - 69,828 $61,624 $61,624 0.00 $61,415
Sequoia Mortgage Trust 2019-CH3 A19 4.0% 25-OCT-2049, 4.00%, 09/25/49 SEMT 2019-CH3 81748GBN0 - 63,976 $58,503 $58,503 0.00 $58,247
LHOME Mortgage Trust 2024-RTL3 A1 6.9% 25-MAY-2029, 6.90%, 05/25/29 LHOME 2024-RTL3 50205GAA0 - - $57,270 $57,270 0.00 $0
FNMA 30yr Pool#BD2453 3.000% 01-Jan-2047, 3.00%, 01/01/47 FN 3140F9WP6 - 63,426 $56,318 $56,318 0.00 $56,127
Fannie Mae REMIC Trust 2006-20 GF 4.09224% 25-APR-2036, 4.08%, 04/25/36 FNR 2006-20 31395BU43 - 47,826 $47,533 $47,533 0.00 $47,468
Fannie Mae REMIC Trust 2010-109 BS 13.78751% 25-OCT-2040, 13.79%, 10/25/40 FNR 2010-109 31398NTM6 - 41,248 $45,867 $45,867 0.00 $45,298
FHLMC 15yr Pool#ZK8962 3.000% 01-Sep-2032, 3.00%, 09/01/32 FR 3131XC5X1 - 46,205 $44,654 $44,654 0.00 $44,515
FNMA 30yr Pool#FS9909 5.000% 01-Nov-2054, 5.00%, 11/01/54 FN 3140XSAK9 - - $41,195 $41,195 0.00 $0
New Residential Mortgage Loan Trust 2026-NQM1 A2 5.078% 25-NOV-2065, 5.08%, 11/25/65 NRZT 2026-NQM1 64832LAF0 - - $38,857 $38,857 0.00 $0
Freddie Mac Multiclass Certificates, Series 3380 FM 4.34733% 15-OCT-2037, 4.33%, 10/15/37 FHR 3380 31397KTJ0 - 38,629 $38,653 $38,653 0.00 $38,551
FHLMC 15yr Pool#ZS7403 3.000% 01-May-2031, 3.00%, 05/01/31 FR 3132A8GL7 - 39,514 $38,604 $38,604 0.00 $38,485
FNMA 15yr Pool#BO5957 3.000% 01-Dec-2034, 3.00%, 12/01/34 FN 3140K1TP1 - 40,304 $38,411 $38,411 0.00 $38,290
Freddie Mac Multiclass Certificates, Series 3721 FB 4.25733% 15-SEP-2040, 4.24%, 09/15/40 FHR 3721 3137GAD20 - 37,165 $37,187 $37,187 0.00 $37,091
Ginnie Mae REMIC Trust 2008-013 FB 4.28409% 20-FEB-2038, 4.28%, 02/20/38 GNR 2008-13 38375PNL1 - 36,100 $36,036 $36,036 0.00 $35,963
FNMA 30yr Pool#BC0870 3.500% 01-Jan-2046, 3.50%, 01/01/46 FN 3140EU6G9 - 34,450 $31,567 $31,567 0.00 $31,446
FNMA 30yr Pool#FA1613 5.000% 01-Apr-2055, 5.00%, 04/01/55 FN 3140W1YK3 - - $29,578 $29,578 0.00 $0
Ginnie Mae REMIC Trust 2007-040 FG 4.10409% 20-JUL-2037, 4.10%, 07/20/37 GNR 2007-40 38375KZS4 - 27,245 $26,996 $26,996 0.00 $26,944
FHLMC 15yr Pool#ZK9163 3.000% 01-Jan-2033, 3.00%, 01/01/33 FR 3131XDFC4 - 27,728 $26,772 $26,772 0.00 $26,688
FIGRE TRUST 2025-HE4 5.408% 55, 5.41%, 07/25/55 FIGRE 2025-HE4 31684PAA0 - - $23,661 $23,661 0.00 $0
Ginnie Mae REMIC Trust 2004-069 CF 4.18409% 20-JUL-2034, 4.18%, 07/20/34 GNR 2004-69 38374JAT3 - 22,666 $22,643 $22,643 0.00 $22,598
Fannie Mae REMIC Trust 2013-2 QF 4.22658% 25-FEB-2043, 4.23%, 02/25/43 FNR 2013-2 3136AB4P5 - 21,694 $21,625 $21,625 0.00 $21,594
FHLMC 30yr Pool#ZN2165 4.500% 01-Dec-2048, 4.50%, 12/01/48 FR 3131Y8MN2 - 22,232 $21,540 $21,540 0.00 $21,440
Ginnie Mae REMIC Trust 2007-059 FA 4.28409% 20-OCT-2037, 4.28%, 10/20/37 GNR 2007-59 38375LPU8 - 21,517 $21,440 $21,440 0.00 $21,397
FNMA 15yr Pool#BO7717 3.000% 01-Nov-2034, 3.00%, 11/01/34 FN 3140K3SF0 - 22,302 $21,362 $21,362 0.00 $21,295
Ginnie Mae REMIC Trust 2010-133 FD 4.24964% 16-OCT-2040, 4.25%, 10/16/40 GNR 2010-133 38377MHV1 - 17,521 $17,545 $17,545 0.00 $17,502
Ginnie Mae REMIC Trust 2008-016 FC 4.28409% 20-FEB-2038, 4.28%, 02/20/38 GNR 2008-16 383742FU2 - 17,416 $17,391 $17,391 0.00 $17,355
Ginnie Mae REMIC Trust 2007-037 FW 4.09409% 20-JUN-2037, 4.09%, 06/20/37 GNR 2007-37 38375KNR9 - 17,045 $16,903 $16,903 0.00 $16,870
Ginnie Mae REMIC Trust 2005-065 FA 3.93409% 20-AUG-2035, 3.93%, 08/20/35 GNR 2005-65 38374LL25 - 16,644 $16,449 $16,449 0.00 $16,418
Ginnie Mae REMIC Trust 2004-059 FP 4.11964% 16-AUG-2034, 4.12%, 08/16/34 GNR 2004-59 38374HYS3 - 15,901 $15,872 $15,872 0.00 $15,834
Freddie Mac Multiclass Certificates, Series 2426 FL 4.40733% 15-MAR-2032, 4.39%, 03/15/32 FHR 2426 31339W7G5 - 14,061 $14,143 $14,143 0.00 $14,106
FHLMC 30yr Pool#ZT0252 3.000% 01-Dec-2047, 3.00%, 12/01/47 FR 3132ACH52 - 15,720 $13,958 $13,958 0.00 $13,911
Ginnie Mae REMIC Trust 2005-048 AF 3.98409% 20-JUN-2035, 3.98%, 06/20/35 GNR 2005-48 38374LHM6 - 13,730 $13,620 $13,620 0.00 $13,595
Fannie Mae REMIC Trust 2002-53 FK 4.12658% 25-APR-2032, 4.13%, 04/25/32 FNR 2002-53 31392EHN3 - 13,520 $13,512 $13,512 0.00 $13,493
Fannie Mae REMIC Trust 2005-83 KT 4.02658% 25-OCT-2035, 4.03%, 10/25/35 FNR 2005-83 31394FUL7 - 11,921 $11,855 $11,855 0.00 $11,839
Fannie Mae REMIC Trust 2007-89 GF 4.24658% 25-SEP-2037, 4.25%, 09/25/37 FNR 2007-89 31396XPM0 - 11,421 $11,435 $11,435 0.00 $11,419
Freddie Mac Multiclass Certificates, Series 2551 FD 4.15733% 15-JAN-2033, 4.14%, 01/15/33 FHR 2551 31393JAZ1 - 10,194 $10,202 $10,202 0.00 $10,176
FHLMC 30yr Pool#ZM2269 3.000% 01-Dec-2046, 3.00%, 12/01/46 FR 3131XVQW8 - 11,031 $9,783 $9,783 0.00 $9,750
Ginnie Mae REMIC Trust 2012-075 FP 4.08409% 20-JUL-2041, 4.08%, 07/20/41 GNR 2012-75 38378EZ55 - 9,525 $9,559 $9,559 0.00 $9,540
Morgan Stanley Residential Mortgage Loan Trust 2026-NQM1 A2 5.032% 25-DEC-2070, 5.03%, 12/25/70 MSRM 2026-NQM1 61780XAF2 - - $9,292 $9,292 0.00 $0
Ginnie Mae REMIC Trust 2007-061 FA 4.28409% 20-OCT-2037, 4.28%, 10/20/37 GNR 2007-61 38375LLN8 - 8,763 $8,732 $8,732 0.00 $8,714
Fannie Mae REMIC Trust 2010-123 FL 4.15658% 25-NOV-2040, 4.16%, 11/25/40 FNR 2010-123 31398N2W3 - 7,746 $7,735 $7,735 0.00 $7,724
Freddie Mac Multiclass Certificates, Series 2410, excluding Group 6 FX 4.05749% 15-FEB-2032, 4.09%, 02/15/32 FHR 2410 31339NJN7 - 7,595 $7,603 $7,603 0.00 $7,584
FNMA 15yr Pool#AS8207 2.500% 01-Oct-2031, 2.50%, 10/01/31 FN 3138WJDM7 - 7,645 $7,356 $7,356 0.00 $7,337
Fannie Mae REMIC Trust 2012-100 FG 4.12658% 25-SEP-2042, 4.13%, 09/25/42 FNR 2012-100 3136A8QW3 - 6,869 $6,839 $6,839 0.00 $6,829
Freddie Mac Multiclass Certificates, Series 3028 FM 4.00733% 15-SEP-2035, 3.99%, 09/15/35 FHR 3028 31396AFB5 - 6,617 $6,606 $6,606 0.00 $6,590
FNMA 15yr Pool#AS7643 2.500% 01-Aug-2031, 2.50%, 08/01/31 FN 3138WHP55 - 6,769 $6,517 $6,517 0.00 $6,500
FNMA 15yr Pool#BM1036 2.500% 01-Feb-2032, 2.50%, 02/01/32 FN 3140J5EJ4 - 6,732 $6,476 $6,476 0.00 $6,459
Fannie Mae REMIC Trust 2003-87 FG 4.22658% 25-SEP-2033, 4.23%, 09/25/33 FNR 2003-87 31393E4W6 - 6,466 $6,475 $6,475 0.00 $6,466
Ginnie Mae REMIC Trust 2007-018 FD 4.08409% 20-APR-2037, 4.08%, 04/20/37 GNR 2007-18 38375JC86 - 6,429 $6,369 $6,369 0.00 $6,357
Ginnie Mae REMIC Trust 2010-006 FG 4.41964% 16-JAN-2040, 4.42%, 01/16/40 GNR 2010-6 38376TSC7 - 6,044 $6,058 $6,058 0.00 $6,042
FHLMC 15yr Pool#ZK8405 2.500% 01-Dec-2031, 2.50%, 01/22/31 FR 3131XCKS5 - 5,860 $5,630 $5,630 0.00 $5,615
Fannie Mae REMIC Trust 2002-16 VF 4.27658% 25-APR-2032, 4.28%, 04/25/32 FNR 2002-16 31392CWW0 - 5,573 $5,592 $5,592 0.00 $5,584
Fannie Mae REMIC Trust 2010-95 FB 4.12658% 25-SEP-2040, 4.13%, 09/25/40 FNR 2010-95 31398NEX8 - 4,817 $4,813 $4,813 0.00 $4,806
Freddie Mac Multiclass Certificates, Series 3738 FD 4.05733% 15-AUG-2040, 4.04%, 08/15/40 FHR 3738 3137GAYQ4 - 2,582 $2,588 $2,588 0.00 $2,582
FHLMC 30yr Pool#ZN0650 3.000% 01-Mar-2043, 3.00%, 03/01/43 FR 3131Y6WK1 - 1,020 $916 $916 0.00 $913
Freddie Mac Multiclass Certificates, Series 2469 FE 4.25733% 15-JUL-2032, 4.24%, 07/15/32 FHR 2469 31392RC58 - 614.00 $615 $615 0.00 $613
Ginnie Mae REMIC Trust 1999-27 FE 4.21964% 16-AUG-2029, 4.22%, 08/16/29 GNR 1999-27 3837H2WA3 - 296.00 $297 $297 0.00 $296
Ginnie Mae REMIC Trust 2010-125 VF 4.13409% 20-JUN-2040, 4.13%, 06/20/40 GNR 2010-125 38377JYJ6 - 291.00 $291 $291 0.00 $291
US ULTRA BOND CBT Sep26 SEP 26 WNU6 FUTURES_USD - -305.00 $-33,797,812 $0 0.00 $0
US 10yr Ultra Fut Sep26 SEP 26 UXYU6 FUTURES_USD - -3,027 $-333,963,234 $0 0.00 $0
US 10YR NOTE (CBT)Sep26 SEP 26 TYU6 FUTURES_USD - -2,569 $-278,736,500 $0 0.00 $0
US 2YR NOTE (CBT) Sep26 SEP 26 TUU6 FUTURES_USD - 2,879 $592,511,697 $0 0.00 $0
US 5YR NOTE (CBT) Sep26 SEP 26 FVU6 FUTURES_USD - -2,188 $-232,509,188 $0 0.00 $0
UMBS TBA 20yr 12.5% March Delivery, 3.00%, 08/13/26 FNCL 01F030686 - -170,811,713 $-146,610,255 $-146,610,255 -2.18 $-146,610,255
UMBS TBA 20yr 6% June Delivery, 5.00%, 09/14/26 FNCL 01F050692 - -246,872,871 $-238,857,650 $-238,857,650 -3.55 $-238,857,650
UMBS TBA 20yr 6% November Delivery, 5.50%, 08/13/26 FNCL 01F052680 - -278,059,547 $-276,012,751 $-276,012,751 -4.11 $-276,012,751
UMBS TBA 20yr 3% November Delivery, 4.00%, 08/13/26 FNCL 01F040685 - -548,543,829 $-502,711,895 $-502,711,895 -7.48 $-502,711,895
UMBS TBA 20yr 5% October Delivery, 5.00%, 08/13/26 FNCL 01F050684 - -534,006,463 $-517,297,401 $-517,297,401 -7.70 $-517,297,401
UMBS TBA 20yr 4% November Delivery, 4.50%, 08/13/26 FNCL 01F042681 - -581,152,333 $-547,944,708 $-547,944,708 -8.15 $-547,944,708
SEGREGATED CASH SEGCASH $0.00 32,530,040 $32,530,040 $32,530,040 0.48 $32,530,040
ALMSUM ALMSUM $0.00 - $0 $0 0.00 $0
US DOLLARS USD MD_142224 - -2,151,825,189 $-2,151,825,189 $-2,151,825,189 -32.01 $-2,151,825,189
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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