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For Individual Investors in the US

Mortgage-Backed Securities ETF Holdings

Full Portfolio Holdings

(As of July 23, 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% August Delivery, 2.50%, 08/13/26 FNCL 01F022683 - 1,393,917,386 $1,137,004,473 $1,137,004,473 16.95 $1,137,004,473
GNMA II TBA 30yr 2.5% August Delivery, 2.50%, 08/20/26 G2SF 21H022689 - 710,603,414 $593,959,995 $593,959,995 8.86 $593,959,995
UMBS TBA 30yr 3% August Delivery, 3.00%, 08/13/26 FNCL 01F030686 - 593,303,862 $506,047,850 $506,047,850 7.54 $506,047,850
FNMA 30yr Pool#FA5633 4.500% 01-Sep-2053, 4.50%, 09/01/53 FN 3140W6HK1 - 320,303,731 $312,456,763 $312,456,763 4.66 $307,083,701
UMBS TBA 30yr 2% August Delivery, 2.00%, 08/13/26 FNCL 01F020687 - 360,986,255 $281,153,062 $281,153,062 4.19 $281,153,062
UMBS TBA 30yr 5% August Delivery, 5.00%, 08/13/26 FNCL 01F050684 - 264,872,871 $255,755,947 $255,755,947 3.81 $255,755,947
UMBS TBA 30yr 6% August Delivery, 6.00%, 08/13/26 FNCL 01F060683 - 242,021,092 $244,634,920 $244,634,920 3.64 $244,634,920
GNMA II TBA 30yr 5% August Delivery, 5.00%, 08/20/26 G2SF 21H050680 - 198,508,194 $192,417,169 $192,417,169 2.87 $192,417,169
UMBS TBA 30yr 6.5% August Delivery, 6.50%, 08/13/26 FNCL 01F062689 - 174,168,000 $179,422,649 $179,422,649 2.67 $179,422,649
GNMA II TBA 30yr 5.5% August Delivery, 5.50%, 08/20/26 G2SF 21H052686 - 164,697,000 $163,838,599 $163,838,599 2.44 $163,838,599
GNMA II TBA 30yr 3% August Delivery, 3.00%, 08/20/26 G2SF 21H030682 - 182,289,962 $158,395,758 $158,395,758 2.36 $158,395,758
UMBS TBA 30yr 3.5% August Delivery, 3.50%, 08/13/26 FNCL 01F032682 - 155,843,000 $138,397,311 $138,397,311 2.06 $138,397,311
FNMA 30yr Pool#FA5419 4.500% 01-Aug-2053, 4.50%, 08/01/53 FN 3140W6AV4 - 140,485,899 $135,524,600 $135,524,600 2.02 $133,342,948
FNMA 30yr Pool#CB9787 5.000% 01-Jan-2055, 5.00%, 01/01/55 FN 3140QV2V5 - 128,807,582 $126,964,797 $126,964,797 1.89 $125,478,150
GNMA II TBA 30yr 3.5% August Delivery, 3.50%, 08/20/26 G2SF 21H032688 - 132,283,377 $115,878,386 $115,878,386 1.73 $115,878,386
FNMA 30yr Pool#FA2754 4.500% 01-Jan-2049, 4.50%, 01/01/49 FN 3140W3BY4 - 111,626,170 $108,149,709 $108,149,709 1.61 $106,624,169
FHLMC 30yr Pool#SL3899 5.000% 01-Jan-2056, 5.00%, 01/01/56 FR 31427RKM1 - 108,701,702 $107,276,810 $107,276,810 1.60 $105,889,909
GNMA II TBA 30yr 4.5% August Delivery, 4.50%, 08/20/26 G2SF 21H042687 - 113,901,488 $107,053,958 $107,053,958 1.60 $107,053,958
FNMA 30yr Pool#FS1133 4.000% 01-Oct-2051, 4.00%, 10/01/51 FN 3140XGHK8 - 105,839,864 $99,581,636 $99,581,636 1.48 $97,983,546
FNMA 30yr Pool#FM7460 4.000% 01-Mar-2051, 4.00%, 03/01/51 FN 3140XBJE1 - 100,545,395 $94,519,226 $94,519,226 1.41 $93,082,077
GNMA II TBA 30yr 4% August Delivery, 4.00%, 08/20/26 G2SF 21H040681 - 102,070,688 $92,526,160 $92,526,160 1.38 $92,526,160
FNMA 30yr Pool#FA5549 5.000% 01-Mar-2056, 5.00%, 03/01/56 FN 3140W6EX6 - 93,728,332 $91,915,081 $91,915,081 1.37 $90,939,727
FNMA 30yr Pool#FA4553 5.000% 01-Feb-2056, 5.00%, 02/01/56 FN 3140W5BX1 - 85,410,454 $85,173,924 $85,173,924 1.27 $83,540,831
FNMA 30yr Pool#FA3025 5.500% 01-Sep-2055, 5.50%, 09/01/55 FN 3140W3LF4 - 83,063,986 $84,642,730 $84,642,730 1.26 $83,368,922
FHLMC 30yr Pool#SL5254 4.500% 01-Sep-2051, 4.50%, 09/01/51 FR 31427SZU5 - 84,141,851 $82,142,960 $82,142,960 1.22 $80,669,029
FNMA 30yr Pool#FS9005 5.500% 01-Sep-2054, 5.50%, 09/01/54 FN 3140XRAF2 - 77,476,100 $78,663,232 $78,663,232 1.17 $77,709,983
FHLMC 30yr Pool#SL5145 5.000% 01-Feb-2056, 5.00%, 02/01/56 FR 31427SWF1 - 78,988,941 $77,339,788 $77,339,788 1.15 $76,638,862
FHLMC 30yr Pool#SL2464 4.500% 01-Dec-2048, 4.50%, 12/01/48 FR 31427PW26 - 78,557,545 $76,339,279 $76,339,279 1.14 $75,037,359
FNMA 30yr Pool#FA3036 5.500% 01-Oct-2055, 5.50%, 10/01/55 FN 3140W3LS6 - 71,084,791 $72,984,626 $72,984,626 1.09 $71,432,768
FNMA 30yr Pool#CB9331 5.500% 01-Oct-2054, 5.50%, 10/01/54 FN 3140QVLM4 - 71,264,107 $72,778,714 $72,778,714 1.08 $71,479,237
FHLMC 30yr Pool#RJ4363 5.500% 01-Jun-2055, 5.50%, 06/01/55 FR 3142GUZ55 - 71,086,019 $72,763,553 $72,763,553 1.08 $71,434,002
FHLMC 30yr Pool#SD1046 4.000% 01-Jul-2052, 4.00%, 07/01/52 FR 3132DNET6 - 75,866,903 $71,796,611 $71,796,611 1.07 $70,147,752
FNMA 30yr Pool#FA3037 5.500% 01-Oct-2055, 5.50%, 10/01/55 FN 3140W3LT4 - 66,140,488 $67,435,915 $67,435,915 1.00 $66,369,031
FNMA 30yr Pool#FA0574 5.500% 01-Jan-2055, 5.50%, 01/01/55 FN 3140W0T88 - 62,898,913 $64,660,012 $64,660,012 0.96 $63,161,521
FHLMC 30yr Pool#SL3985 5.000% 01-Jan-2056, 5.00%, 01/01/56 FR 31427RNB2 - 65,638,880 $64,330,111 $64,330,111 0.96 $63,750,907
FHLMC 30yr Pool#SL4515 5.000% 01-Apr-2056, 5.00%, 04/01/56 FR 31427SAR9 - 63,838,741 $62,588,434 $62,588,434 0.93 $62,002,545
FNMA 30yr Pool#FS8993 6.000% 01-Jul-2054, 6.00%, 07/01/54 FN 3140XQ7F8 - 57,649,623 $60,527,055 $60,527,055 0.90 $58,650,212
FNMA 30yr Pool#FA0573 5.000% 01-Jan-2055, 5.00%, 01/01/55 FN 3140W0T70 - 58,376,067 $57,746,713 $57,746,713 0.86 $57,101,166
FNMA 30yr Pool#FA4990 5.000% 01-Mar-2056, 5.00%, 03/01/56 FN 3140W5RL0 - 58,247,499 $57,451,020 $57,451,020 0.86 $56,908,833
FNMA 30yr Pool#FA4270 5.000% 01-Dec-2055, 5.00%, 12/01/55 FN 3140W4W86 - 57,392,358 $56,876,340 $56,876,340 0.85 $56,077,467
FHLMC 30yr Pool#RJ6942 5.500% 01-Jun-2056, 5.50%, 06/01/56 FR 3142GXWC7 - 55,155,234 $56,009,845 $56,009,845 0.83 $55,358,381
FNMA 30yr Pool#FA5046 5.000% 01-Mar-2056, 5.00%, 03/01/56 FN 3140W5TC8 - 56,146,304 $55,760,366 $55,760,366 0.83 $54,855,929
FHLMC 30yr Pool#SL1188 5.500% 01-Apr-2055, 5.50%, 04/01/55 FR 31427NKA6 - 54,208,801 $55,410,207 $55,410,207 0.83 $54,394,796
FNMA 30yr Pool#FA4000 5.000% 01-Jun-2055, 5.00%, 06/01/55 FN 3140W4NS2 - 53,206,908 $53,092,838 $53,092,838 0.79 $52,044,899
FNMA 30yr Pool#CB9654 5.000% 01-Dec-2054, 5.00%, 12/01/54 FN 3140QVWQ3 - 50,137,613 $49,349,374 $49,349,374 0.74 $48,841,651
FNMA 30yr Pool#FA2246 5.500% 01-Jul-2055, 5.50%, 07/01/55 FN 3140W2P88 - 47,390,948 $48,826,964 $48,826,964 0.73 $47,553,550
FHLMC 30yr Pool#SL0239 5.000% 01-Jan-2055, 5.00%, 01/01/55 FR 31427MHR5 - 48,776,670 $47,968,552 $47,968,552 0.71 $47,515,886
FNMA 30yr Pool#CC2018 5.500% 01-Feb-2056, 5.50%, 02/01/56 FN 3140Y8G42 - 45,867,927 $46,889,350 $46,889,350 0.70 $46,026,420
FNMA 30yr Pool#FA3128 5.500% 01-Oct-2055, 5.50%, 10/01/55 FN 3140W3PN3 - 44,733,390 $46,284,989 $46,284,989 0.69 $44,897,610
FNMA 30yr Pool#FA4155 5.000% 01-Jan-2056, 5.00%, 01/01/56 FN 3140W4TM9 - 44,968,761 $44,790,084 $44,790,084 0.67 $43,960,807
FNMA 30yr Pool#FA3572 5.000% 01-Nov-2055, 5.00%, 11/01/55 FN 3140W36J3 - 44,652,401 $44,548,067 $44,548,067 0.66 $43,677,218
FHLMC 30yr Pool#SD7343 5.500% 01-Jan-2055, 5.50%, 01/01/55 FR 3132DVEQ4 - 42,037,182 $43,011,551 $43,011,551 0.64 $42,149,175
FNMA 30yr Pool#FA4202 5.000% 01-Jan-2056, 5.00%, 01/01/56 FN 3140W4U47 - 42,841,915 $42,790,503 $42,790,503 0.64 $41,857,306
FNMA 30yr Pool#CC1926 5.000% 01-Feb-2056, 5.00%, 02/01/56 FN 3140Y8D86 - 41,564,459 $41,448,275 $41,448,275 0.62 $40,713,477
FNMA 30yr Pool#FS9779 5.500% 01-Nov-2054, 5.50%, 11/01/54 FN 3140XR2M6 - 39,753,133 $40,623,035 $40,623,035 0.61 $39,863,496
FNMA 30yr Pool#FA3435 5.000% 01-Nov-2055, 5.00%, 11/01/55 FN 3140W3Y94 - 40,352,881 $40,493,257 $40,493,257 0.60 $39,469,562
FNMA 40yr Pool#BF0646 2.500% 01-Jun-2062, 2.50%, 06/01/62 FN 3140FXWG3 - 45,928,366 $37,609,806 $37,609,806 0.56 $37,183,831
FHLMC 30yr Pool#ZT2413 4.000% 01-Feb-2041, 4.00%, 02/01/41 FR 3132AEVE3 - 37,796,005 $36,520,694 $36,520,694 0.54 $35,932,351
New Residential Mortgage LLC 6.545% 25-MAR-2032, 6.54%, 03/25/32 NZES 2025-FHT 64832EAA7 - 35,026,612 $35,399,897 $35,399,897 0.53 $35,215,224
FHLMC 30yr Pool#SI2101 4.000% 01-Sep-2048, 4.00%, 09/01/48 FR 3133USKN0 - 36,763,319 $34,791,388 $34,791,388 0.52 $34,129,966
FHLMC 30yr Pool#SL0046 6.000% 01-Jan-2055, 6.00%, 01/01/55 FR 31427MBQ3 - 32,909,685 $34,584,941 $34,584,941 0.52 $33,480,368
FHLMC 30yr Pool#SL4452 5.000% 01-Mar-2056, 5.00%, 03/01/56 FR 31427R5N6 - 34,592,311 $34,534,025 $34,534,025 0.51 $33,835,090
FHLMC 30yr Pool#SL0860 5.500% 01-Apr-2055, 5.50%, 04/01/55 FR 31427M5W7 - 34,201,633 $34,425,061 $34,425,061 0.51 $34,304,880
FNMA 40yr Pool#BF0598 2.500% 01-Mar-2062, 2.50%, 03/01/62 FN 3140FXUY6 - 41,789,990 $34,345,590 $34,345,590 0.51 $33,836,614
FHLMC 30yr Pool#SL0938 4.000% 01-Jul-2050, 4.00%, 07/01/50 FR 31427NBG3 - 35,765,053 $34,334,788 $34,334,788 0.51 $33,703,722
FHLMC 30yr Pool#RJ2205 5.500% 01-Aug-2054, 5.50%, 08/01/54 FR 3142GSNX2 - 33,618,678 $34,070,674 $34,070,674 0.51 $33,720,166
FNMA 30yr Pool#CC2016 5.500% 01-Feb-2056, 5.50%, 02/01/56 FN 3140Y8G26 - 33,427,019 $34,059,689 $34,059,689 0.51 $33,590,652
ACACIA 2026-1 LLC AB 0% 41, 5.44%, 07/15/41 ACACIA 2026-1 00402VAA3 - 34,000,000 $34,035,087 $34,035,087 0.51 $33,999,123
FNMA 30yr Pool#FA0576 5.500% 01-Jan-2055, 5.50%, 01/01/55 FN 3140W0UA1 - 32,213,982 $33,258,947 $33,258,947 0.50 $32,330,063
FHLMC 30yr Pool#SL1632 4.000% 01-Nov-2053, 4.00%, 11/01/53 FR 31427NY60 - 35,312,470 $33,151,232 $33,151,232 0.49 $32,645,026
FNMA 30yr Pool#FA1951 6.000% 01-Jun-2055, 6.00%, 06/01/55 FN 3140W2EZ0 - 30,223,898 $32,099,377 $32,099,377 0.48 $30,762,087
FNMA 30yr Pool#FA3191 5.500% 01-Oct-2055, 5.50%, 10/01/55 FN 3140W3RM3 - 30,991,652 $31,487,822 $31,487,822 0.47 $31,098,741
FNMA 30yr Pool#FA4849 5.000% 01-Feb-2056, 5.00%, 02/01/56 FN 3140W5L77 - 30,759,159 $30,385,571 $30,385,571 0.45 $30,085,845
FNMA 30yr Pool#FA3682 5.500% 01-Feb-2055, 5.50%, 02/01/55 FN 3140W4CU9 - 29,403,202 $30,113,003 $30,113,003 0.45 $29,525,963
FNMA 30yr Pool#FA1557 6.000% 01-May-2055, 6.00%, 05/01/55 FN 3140W1WT6 - 28,491,930 $29,833,569 $29,833,569 0.44 $28,986,005
FNMA 30yr Pool#FA1560 5.500% 01-Apr-2055, 5.50%, 04/01/55 FN 3140W1WW9 - 28,539,555 $29,113,551 $29,113,551 0.43 $28,658,710
FHLMC 30yr Pool#SL0238 5.000% 01-May-2054, 5.00%, 05/01/54 FR 31427MHQ7 - 28,582,632 $28,201,029 $28,201,029 0.42 $27,843,825
FNMA 40yr Pool#BF0698 3.500% 01-Dec-2062, 3.50%, 12/01/62 FN 3140FXX49 - 30,811,864 $27,656,039 $27,656,039 0.41 $27,152,468
FNMA 30yr Pool#FA4117 4.500% 01-Sep-2051, 4.50%, 09/01/51 FN 3140W4SF5 - 28,020,702 $27,381,519 $27,381,519 0.41 $26,892,918
FHLMC 30yr Pool#SL2558 6.000% 01-Aug-2055, 6.00%, 08/01/55 FR 31427PZY3 - 26,127,498 $27,281,560 $27,281,560 0.41 $26,689,320
FHLMC 30yr Pool#SL1291 4.000% 01-Nov-2054, 4.00%, 11/01/54 FR 31427NNH8 - 28,980,327 $27,215,244 $27,215,244 0.41 $26,791,202
FNMA 30yr Pool#FA3105 6.000% 01-May-2055, 6.00%, 05/01/55 FN 3140W3NX3 - 25,892,463 $27,047,140 $27,047,140 0.40 $26,360,847
FNMA 30yr Pool#FA1798 4.000% 01-Aug-2052, 4.00%, 08/01/52 FN 3140W17L1 - 27,643,905 $26,067,113 $26,067,113 0.39 $25,562,130
FHLMC 30yr Pool#SL4437 6.000% 01-Sep-2054, 6.00%, 09/01/54 FR 31427R4X5 - 24,126,404 $25,002,231 $25,002,231 0.37 $24,739,826
FNMA 30yr Pool#FA5758 5.500% 01-Feb-2056, 5.50%, 02/01/56 FN 3140W6MG4 - 24,268,746 $24,810,236 $24,810,236 0.37 $24,342,008
NRM MSR-Collateralized Notes, Series 2024-FNT1 A 7.398% 25-NOV-2029, 7.40%, 11/25/31 NZES 2024-FNT1 62956YAA7 - 23,609,506 $23,887,947 $23,887,947 0.36 $23,747,246
FNMA 30yr Pool#FA3714 5.000% 01-Nov-2055, 5.00%, 11/01/55 FN 3140W4DU8 - 23,423,147 $23,315,877 $23,315,877 0.35 $22,922,424
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2025-HQA1 M2 5.27776% 25-FEB-2045, 5.28%, 02/25/45 STACR 2025-HQA1 35564NHA4 - 23,060,148 $23,249,976 $23,249,976 0.35 $23,151,936
FHLMC 30yr Pool#SD3271 5.500% 01-Jun-2053, 5.50%, 06/01/53 FR 3132DQT48 - 22,732,019 $23,021,668 $23,021,668 0.34 $22,800,603
Rithm Capital Corp. 8.5% 01-JUN-2031, 8.50%, 06/01/31 RITM 64828TAD4 - 21,732,000 $22,043,271 $22,043,271 0.33 $21,684,090
FNMA 30yr Pool#FA4386 5.500% 01-Jan-2056, 5.50%, 01/01/56 FN 3140W42U0 - 21,429,636 $21,736,492 $21,736,492 0.32 $21,534,539
FHLMC 30yr Pool#SD3669 5.500% 01-Sep-2053, 5.50%, 09/01/53 FR 3132E0CE0 - 21,368,450 $21,498,476 $21,498,476 0.32 $21,423,390
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA2 B2 12.12776% 25-FEB-2042, 12.13%, 02/25/42 STACR 2022-DNA2 35564KSQ3 - 20,134,000 $21,140,780 $21,140,780 0.31 $20,944,079
FNMA 30yr Pool#CC1195 5.000% 01-Oct-2055, 5.00%, 10/01/55 FN 3140Y7KH0 - 21,366,899 $21,089,895 $21,089,895 0.31 $20,899,181
PRET 2025-RPL3 Trust A1 4.15% 25-APR-2065, 4.15%, 04/25/65 PRET 2025-RPL3 69382RAA1 - 21,245,763 $20,888,050 $20,888,050 0.31 $20,571,521
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-DNA6 B2 11.12776% 25-OCT-2041, 11.13%, 10/25/41 STACR 2021-DNA6 35564KLV9 - 19,937,000 $20,619,471 $20,619,471 0.31 $20,244,622
FNMA 30yr Pool#FM7840 4.000% 01-Apr-2050, 4.00%, 04/01/50 FN 3140XBWA4 - 21,935,104 $20,600,990 $20,600,990 0.31 $20,346,805
FHLMC 30yr Pool#TB3130 5.500% 01-May-2056, 5.50%, 05/01/56 FR 3142K4PQ3 - 20,349,147 $20,478,468 $20,478,468 0.31 $20,406,964
FHLMC 30yr Pool#TB5153 5.500% 01-Jun-2056, 5.50%, 06/01/56 FR 3142K6WP2 - 20,131,121 $20,259,057 $20,259,057 0.30 $20,188,318
RCKT Mortgage Trust 2026-CES2 A3 5.255% 25-FEB-2056, 5.25%, 02/25/56 RCKT 2026-CES2 74940EAD9 - 20,600,000 $20,248,779 $20,248,779 0.30 $20,089,407
Connecticut Avenue Securities Trust 2023-R06 1B1 7.52776% 25-JUL-2043, 7.53%, 07/25/43 CAS 2023-R06 20754EAF2 - 19,155,535 $20,207,796 $20,207,796 0.30 $20,091,636
FNMA 30yr Pool#FS7225 4.000% 01-Aug-2051, 4.00%, 08/01/51 FN 3140XPA33 - 21,077,079 $20,043,456 $20,043,456 0.30 $19,567,330
FNMA 30yr Pool#FS4781 4.000% 01-Oct-2051, 4.00%, 10/01/51 FN 3140XLJ33 - 20,921,177 $19,861,065 $19,861,065 0.30 $19,406,295
FHLMC 30yr Pool#SD5061 5.500% 01-Mar-2054, 5.50%, 03/01/54 FR 3132DSTS1 - 19,329,755 $19,799,694 $19,799,694 0.29 $19,423,883
FNMA 30yr Pool#CB7112 5.500% 01-Sep-2053, 5.50%, 09/01/53 FN 3140QS3W9 - 19,117,897 $19,532,272 $19,532,272 0.29 $19,167,050
FNMA 30yr Pool#FA5284 5.500% 01-Apr-2056, 5.50%, 04/01/56 FN 3140W52S2 - 19,317,212 $19,511,551 $19,511,551 0.29 $19,294,179
Figure Technology Solutions, Inc. 8.5% 31-JUL-2031, 8.50%, 07/31/31 FIGR 349381AA1 - 19,574,000 $19,477,919 $19,477,919 0.29 $19,431,703
Structured Agency Credit Risk (STACR) Debt Notes, Series 2022-HQA1 M2 8.87776% 25-MAR-2042, 8.88%, 03/25/42 STACR 2022-HQA1 35564KTJ8 - 18,827,747 $19,474,703 $19,474,703 0.29 $19,340,056
Finance of America Structured Securities Trust, 2025-S1 A1 3.5% 25-FEB-2075, 3.50%, 02/25/75 FASST 2025-S1 31741BAB0 - 19,768,110 $19,239,372 $19,239,372 0.29 $19,183,637
FNMA 40yr Pool#BF0226 3.500% 01-Jan-2058, 3.50%, 01/01/58 FN 3140FXHC9 - 20,914,769 $19,079,657 $19,079,657 0.28 $18,774,858
FNMA 30yr Pool#FS6382 4.000% 01-Aug-2051, 4.00%, 08/01/51 FN 3140XNCU6 - 19,882,089 $18,820,600 $18,820,600 0.28 $18,457,937
FINANCE OF AMERICA STRUC 3.28125% 74, 3.50%, 04/25/74 FASST 2024-S3 31739WAB8 - 18,964,359 $18,655,241 $18,655,241 0.28 $18,601,772
FNMA 40yr Pool#BF0807 3.500% 01-Apr-2064, 3.50%, 04/01/64 FN 3140FX3R1 - 20,619,089 $18,465,961 $18,465,961 0.28 $18,166,179
FNMA 40yr Pool#BF0713 4.000% 01-Mar-2063, 4.00%, 03/01/63 FN 3140FXYK2 - 19,248,046 $17,951,476 $17,951,476 0.27 $17,687,857
FNMA 30yr Pool#FS5028 4.000% 01-Oct-2051, 4.00%, 10/01/51 FN 3140XLSS8 - 18,922,232 $17,774,056 $17,774,056 0.26 $17,552,092
FNMA 30yr Pool#FA1549 5.500% 01-May-2055, 5.50%, 05/01/55 FN 3140W1WK5 - 17,110,972 $17,677,504 $17,677,504 0.26 $17,170,098
FHLMC 30yr Pool#SL0850 4.000% 01-Jul-2049, 4.00%, 07/01/49 FR 31427M5L1 - 18,248,406 $17,558,769 $17,558,769 0.26 $17,241,386
FHLMC 30yr Pool#QJ9063 5.000% 01-Nov-2054, 5.00%, 11/01/54 FR 3133D1B81 - 17,804,280 $17,495,512 $17,495,512 0.26 $17,328,899
SALUDA GRADE ALTERNATIVE M 5.749% 31, 5.75%, 03/25/31 GRADE 2026-RTL7 79584UAA9 - 17,370,000 $17,286,748 $17,286,748 0.26 $17,056,515
FNMA 30yr Pool#FS2863 4.000% 01-Sep-2052, 4.00%, 09/01/52 FN 3140XJFD0 - 18,430,351 $17,195,513 $17,195,513 0.26 $17,039,576
RCKT MOR 2025-CES9 FLT 2055 A1B, 5.00%, 09/25/55 RCKT 2025-CES9 74942JAB0 - 16,193,451 $16,549,147 $16,549,147 0.25 $15,914,548
FHLMC 30yr Pool#QY8779 6.000% 01-Jul-2055, 6.00%, 07/01/55 FR 31426TXH5 - 15,978,308 $16,500,282 $16,500,282 0.25 $16,323,376
SALUDA GR ALT MTG TR 2025-LOC5 A1B, 5.45%, 10/25/55 GRADE 2025-LOC5 79581XAC2 - 15,693,000 $15,850,877 $15,850,877 0.24 $15,782,001
Connecticut Avenue Securities Trust 2022-R02 2B2 11.27776% 25-JAN-2042, 11.28%, 01/25/42 CAS 2022-R02 20754BAJ0 - 15,154,500 $15,760,254 $15,760,254 0.23 $15,622,578
Vontive Mortgage Trust 2025-RTL1 A1 6.507% 25-MAR-2030, 6.51%, 03/25/30 VNTV 2025-RTL1 928884AA3 - 15,444,000 $15,602,229 $15,602,229 0.23 $15,521,276
FNMA 30yr Pool#FA1358 4.500% 01-May-2050, 4.50%, 05/01/50 FN 3140W1QL0 - 16,097,912 $15,559,041 $15,559,041 0.23 $15,401,878
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 $15,331,366 $15,331,366 0.23 $15,164,715
FNMA 40yr Pool#BF0806 3.500% 01-Apr-2064, 3.50%, 04/01/64 FN 3140FX3Q3 - 17,009,063 $15,142,925 $15,142,925 0.23 $15,036,120
GS Mortgage Securities MB FLTG 56, 5.03%, 11/25/56 GSMBS 2026-AH2 362984AA4 - 15,000,000 $15,038,578 $15,038,578 0.22 $15,002,936
FHLMC 30yr Pool#SD0985 4.500% 01-Oct-2050, 4.50%, 10/01/50 FR 3132DNCW1 - 15,313,304 $14,899,985 $14,899,985 0.22 $14,696,971
FNMA 40yr Pool#BF0801 2.500% 01-Apr-2064, 2.50%, 04/01/64 FN 3140FX3K6 - 18,184,030 $14,823,162 $14,823,162 0.22 $14,680,135
FNMA 30yr Pool#DA1525 6.000% 01-Oct-2053, 6.00%, 10/01/53 FN 3140A1VT1 - 13,839,333 $14,811,071 $14,811,071 0.22 $14,099,251
FNMA 30yr Pool#FS8660 5.500% 01-Aug-2054, 5.50%, 08/01/54 FN 3140XQTS6 - 14,494,579 $14,589,180 $14,589,180 0.22 $14,538,248
Saluda Grade Alternative Mortgage Trust 2026-HB1 A1B 5.19834% 25-APR-2056, 5.20%, 04/25/56 GRADE 2026-HB1 795939AC1 - 14,405,564 $14,499,075 $14,499,075 0.22 $14,438,751
FNMA 30yr Pool#FM4738 4.000% 01-Sep-2050, 4.00%, 09/01/50 FN 3140X8HQ3 - 15,142,346 $14,130,671 $14,130,671 0.21 $14,007,460
PRET 2025-RPL1 Trust A1 4.0% 25-JUL-2069, 4.00%, 07/25/69 PRET 2025-RPL1 69392FAA5 - 14,403,102 $14,125,447 $14,125,447 0.21 $13,876,841
FHLMC 30yr Pool#QH3192 6.000% 01-Oct-2053, 6.00%, 10/01/53 FR 3133CFRM3 - 12,679,722 $14,049,296 $14,049,296 0.21 $12,902,339
BMP Commercial Mortgage Trust 2024-MF23 A 5.04831% 15-JUN-2041, 5.05%, 06/15/41 BMP 2024-MF23 05593JAA8 - 14,000,000 $14,029,307 $14,029,307 0.21 $14,011,638
RCKT Mortgage Trust 2026-CES2 A2 5.055% 25-FEB-2056, 5.05%, 02/25/56 RCKT 2026-CES2 74940EAC1 - 14,268,000 $13,974,901 $13,974,901 0.21 $13,868,717
Galaxy XXVI CLO Ltd., 6.41%, 07/31/26 GLXYT 2025-1 362922AA4 - 13,813,043 $13,938,509 $13,938,509 0.21 $13,886,889
FNMA 30yr Pool#FS9116 6.000% 01-Sep-2054, 6.00%, 09/01/54 FN 3140XRDW2 - 13,185,342 $13,703,888 $13,703,888 0.20 $13,413,988
FHLMC 30yr Pool#SL3988 5.000% 01-Jan-2056, 5.00%, 01/01/56 FR 31427RNE6 - 13,387,594 $13,393,520 $13,393,520 0.20 $13,094,542
FHLMC 30yr Pool#SD6178 4.500% 01-Jan-2051, 4.50%, 01/01/51 FR 3132DT2K5 - 13,807,931 $13,339,090 $13,339,090 0.20 $13,210,911
FNMA 30yr Pool#FA3563 5.500% 01-Nov-2055, 5.50%, 11/01/55 FN 3140W35Z8 - 12,964,471 $13,250,034 $13,250,034 0.20 $13,027,935
FINANCE OF AMER STR TR 2024-S2 A1, 3.50%, 04/25/74 FASST 2024-S2 31739VAA2 - 13,293,638 $13,146,850 $13,146,850 0.20 $13,109,369
FHLMC 30yr Pool#SD5963 6.000% 01-Jul-2054, 6.00%, 07/01/54 FR 3132DTTU4 - 12,185,353 $12,779,134 $12,779,134 0.19 $12,396,658
FNMA 30yr Pool#CC0097 5.500% 01-Mar-2055, 5.50%, 03/01/55 FN 3140Y6DB3 - 12,526,921 $12,754,560 $12,754,560 0.19 $12,588,243
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 $12,753,200 $12,753,200 0.19 $12,540,735
FHLMC 30yr Pool#SL4976 5.000% 01-Apr-2056, 5.00%, 04/01/56 FR 31427SQ68 - 12,839,484 $12,703,838 $12,703,838 0.19 $12,470,316
Chase Mortgage Reference Notes, Series 2020-CL1 M1 6.01282% 25-OCT-2057, 6.01%, 10/25/57 CHASE 2020-CL1 46591HAG5 - 12,268,710 $12,682,456 $12,682,456 0.19 $12,623,030
FHLMC 30yr Pool#SL4658 5.000% 01-Jan-2056, 5.00%, 01/01/56 FR 31427SE87 - 12,824,475 $12,606,133 $12,606,133 0.19 $12,455,604
PRPM 2025-RCF3 LLC 5.25% 55, 5.25%, 07/25/55 PRPM 2025-RCF3 69392PAA3 - 12,320,619 $12,549,475 $12,549,475 0.19 $12,216,342
PRET 2025-RPL5 TRUST FLTG 2070 A1, 4.15%, 01/25/70 PRET 2025-RPL5 69393AAA5 - 12,265,169 $11,942,328 $11,942,328 0.18 $11,755,996
FNMA 30yr Pool#FS8717 6.000% 01-Jul-2054, 6.00%, 07/01/54 FN 3140XQVK0 - 11,156,262 $11,794,683 $11,794,683 0.18 $11,349,722
FHLMC 30yr Pool#QG6755 5.500% 01-Jun-2053, 5.50%, 06/01/53 FR 3133C7QG5 - 11,550,546 $11,696,878 $11,696,878 0.17 $11,585,395
FNMA 40yr Pool#BF0731 2.500% 01-Jun-2063, 2.50%, 06/01/63 FN 3140FXY55 - 14,159,740 $11,528,479 $11,528,479 0.17 $11,456,129
Connecticut Avenue Securities Trust 2022-R06 1B2 14.22776% 25-MAY-2042, 14.23%, 05/25/42 CAS 2022-R06 20754NAR6 - 10,436,475 $11,385,158 $11,385,158 0.17 $11,265,543
FHLMC 30yr Pool#SD6558 6.000% 01-Sep-2054, 6.00%, 09/01/54 FR 3132DUJB4 - 10,830,837 $11,384,238 $11,384,238 0.17 $11,018,654
FNMA 30yr Pool#DE6043 6.000% 01-Aug-2055, 6.00%, 08/01/55 FN 3140BJWD5 - 10,745,398 $11,329,612 $11,329,612 0.17 $10,931,885
FNMA 30yr Pool#FS7541 4.000% 01-Jun-2052, 4.00%, 06/01/52 FN 3140XPLX5 - 12,055,110 $11,326,850 $11,326,850 0.17 $11,182,212
Foundation Finance Trust 2025-2 B 4.94% 15-APR-2052, 4.94%, 04/15/52 FFIN 2025-2A 35042NAB1 - 11,370,529 $11,264,509 $11,264,509 0.17 $11,250,467
TOWD POINT MORTGAGE TRUST 2025 0% 65, 4.97%, 09/25/65 TPMT 2025-FIX1 89183MAA1 - 10,732,700 $10,890,932 $10,890,932 0.16 $10,627,149
Connecticut Avenue Securities Trust 2022-R04 1B2 13.12776% 25-MAR-2042, 13.13%, 03/25/42 CAS 2022-R04 20753YAL6 - 10,118,401 $10,751,868 $10,751,868 0.16 $10,644,865
METRONET INFRASTRUCTURE ISSU 5.4% 55, 5.40%, 08/20/55 MNET 2025-2A 59170JAX6 - 10,600,000 $10,581,828 $10,581,828 0.16 $10,575,468
Homeward Opportunities Fund Trust 2025-RRTL1 A1 5.476% 25-MAR-2040, 5.48%, 03/25/40 HOF 2025-RRTL1 437919AA1 - 10,475,000 $10,522,514 $10,522,514 0.16 $10,476,306
Vista Point Securitization Trust 2025-CES2 A1 5.601% 25-AUG-2055, 5.60%, 08/25/55 VSTA 2025-CES2 92842UAA0 - 10,022,372 $10,361,750 $10,361,750 0.15 $9,989,134
FNMA 40yr Pool#BF0783 3.500% 01-Dec-2063, 3.50%, 12/01/63 FN 3140FX2R2 - 11,495,802 $10,354,808 $10,354,808 0.15 $10,128,226
TOWD PT MTG TR 2025-FIX2 FLTG A1, 5.25%, 10/25/65 TPMT 2025-FIX2 89183RAA0 - 10,248,994 $10,243,680 $10,243,680 0.15 $10,164,479
FHLMC 30yr Pool#QH3306 6.000% 01-Oct-2053, 6.00%, 10/01/53 FR 3133CFU72 - 9,858,580 $10,180,175 $10,180,175 0.15 $10,078,219
FIGRE TRUST 2025-HE4 FLTG 2055 C, 5.71%, 07/25/55 FIGRE 2025-HE4 31684PAC6 - 10,157,510 $10,148,649 $10,148,649 0.15 $10,063,276
FNMA 30yr Pool#DE1157 6.000% 01-Jun-2055, 6.00%, 06/01/55 FN 3140BDJB7 - 9,749,095 $10,131,148 $10,131,148 0.15 $9,918,291
FNMA 30yr Pool#CC1844 5.500% 01-Jan-2056, 5.50%, 01/01/56 FN 3140Y8BN5 - 9,976,270 $10,125,020 $10,125,020 0.15 $10,025,107
FNMA 30yr Pool#FA0470 6.000% 01-Jan-2055, 6.00%, 01/01/55 FN 3140W0QY4 - 9,660,871 $10,048,363 $10,048,363 0.15 $9,828,399
LHOME Mortgage Trust 2024-RTL3 A1 6.9% 25-MAY-2029, 6.90%, 05/25/29 LHOME 2024-RTL3 50205GAA0 - 9,960,000 $10,015,776 $10,015,776 0.15 $9,960,415
FNMA 30yr Pool#FS6236 6.500% 01-Nov-2053, 6.50%, 11/01/53 FN 3140XM4W3 - 9,438,543 $9,890,494 $9,890,494 0.15 $9,783,154
FNMA 30yr Pool#FS9909 5.000% 01-Nov-2054, 5.00%, 11/01/54 FN 3140XSAK9 - 9,886,784 $9,846,612 $9,846,612 0.15 $9,670,862
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 $9,824,487 $9,824,487 0.15 $9,818,575
FNMA 30yr Pool#FA4709 5.500% 01-Jul-2055, 5.50%, 07/01/55 FN 3140W5GT5 - 9,410,915 $9,767,040 $9,767,040 0.15 $9,456,742
Rithm Capital Corp. 8.0% 01-APR-2029, 8.00%, 04/01/29 RITM 64828TAB8 - 9,213,000 $9,471,757 $9,471,757 0.14 $9,240,409
RCKT MORTGAGE TRUST 2026-CES4 0% 56, 5.59%, 04/25/56 RCKT 2026-CES4 74940CAD3 - 9,483,000 $9,434,871 $9,434,871 0.14 $9,356,787
Structured Agency Credit Risk (STACR) Debt Notes, Series 2022-HQA1 B2 14.62776% 25-MAR-2042, 14.63%, 03/25/42 STACR 2022-HQA1 35564KUL1 - 8,744,740 $9,400,576 $9,400,576 0.14 $9,297,533
LHOME Mortgage Trust 2024-RTL5 A2 5.751% 25-SEP-2039, 5.75%, 09/25/39 LHOME 2024-RTL5 50205WAB3 - 9,325,000 $9,367,931 $9,367,931 0.14 $9,324,731
SALUDA GRADE ALTERNATIVE MORT A2, 6.75%, 03/25/31 GRADE 2026-RTL7 79584UAB7 - 9,418,000 $9,330,248 $9,330,248 0.14 $9,236,685
CONNECTICUT AVENUE SECUR 5.95001% 45, 5.23%, 07/25/45 CAS 2025-R05 20753CAC4 - 9,254,000 $9,322,550 $9,322,550 0.14 $9,283,579
FHLMC 30yr Pool#SD5224 6.000% 01-Mar-2054, 6.00%, 03/01/54 FR 3132DSYV8 - 9,006,977 $9,310,840 $9,310,840 0.14 $9,163,305
Central Park Funding Trust 2026-1|7.25|07/27/2028, 7.25%, 07/27/28 CPFTR 2026-1 154808AA7 - 9,300,000 $9,301,873 $9,301,873 0.14 $9,300,000
FNMA 30yr Pool#FS6662 4.000% 01-Oct-2051, 4.00%, 10/01/51 FN 3140XNML5 - 9,826,520 $9,264,140 $9,264,140 0.14 $9,114,991
New Residential Mortgage Loan Trust 2026-NQM1 A2 5.078% 25-NOV-2065, 5.08%, 11/25/65 NRZT 2026-NQM1 64832LAF0 - 9,293,157 $9,221,890 $9,221,890 0.14 $9,152,415
FHLMC 30yr Pool#QH4373 6.000% 01-Nov-2053, 6.00%, 11/01/53 FR 3133CG2E6 - 8,804,625 $9,048,742 $9,048,742 0.13 $8,959,208
New Residential Mortgag MB 4.00%65, 4.00%, 12/25/65 NRZT 2026-RPL1 64832TAP1 - 9,673,000 $8,938,263 $8,938,263 0.13 $8,913,543
FNMA 30yr Pool#FS2144 3.500% 01-Jun-2052, 3.50%, 06/01/52 FN 3140XHL21 - 9,529,926 $8,763,227 $8,763,227 0.13 $8,608,271
Connecticut Avenue Securities Trust 2022-R01 1B2 9.62776% 25-DEC-2041, 9.63%, 12/25/41 CAS 2022-R01 20754LAJ8 - 8,210,585 $8,430,984 $8,430,984 0.13 $8,367,306
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA5 M2 10.37776% 25-JUN-2042, 10.38%, 06/25/42 STACR 2022-DNA5 35564KYW3 - 7,918,000 $8,397,019 $8,397,019 0.13 $8,330,826
FNMA 30yr Pool#FS7117 6.500% 01-Feb-2054, 6.50%, 02/01/54 FN 3140XN4B7 - 7,903,250 $8,390,322 $8,390,322 0.13 $8,191,806
Freddie Mac Multiclass Certificates, Series 5164 FA 3.8621% 25-NOV-2051, 3.88%, 11/25/51 FHR 5164 3137H3PY2 - 9,226,862 $8,338,160 $8,338,160 0.12 $8,309,158
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA2 M2 7.37776% 25-FEB-2042, 7.38%, 02/25/42 STACR 2022-DNA2 35564KRN1 - 7,989,120 $8,160,428 $8,160,428 0.12 $8,112,947
Brean Asset Backed Securities Trust 2024-RM8 A1 4.5% 25-MAY-2064, 4.50%, 05/25/64 BABS 2024-RM8 10637YAA3 - 8,309,705 $8,159,781 $8,159,781 0.12 $8,129,658
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 $8,142,715 $8,142,715 0.12 $8,132,848
FNMA 30yr Pool#DA0026 6.000% 01-Sep-2053, 6.00%, 09/01/53 FN 3140A0A41 - 7,698,739 $7,920,976 $7,920,976 0.12 $7,843,330
FHLMC 30yr Pool#SD7417 5.500% 01-Jan-2055, 5.50%, 01/01/55 FR 3132DVG25 - 7,717,774 $7,883,762 $7,883,762 0.12 $7,749,996
FNMA 30yr Pool#DH1175 5.500% 01-May-2056, 5.50%, 05/01/56 FN 3140UGJV5 - 7,829,000 $7,872,648 $7,872,648 0.12 $7,797,335
FIGRE TRUST 2025 HE4 FLTG 2055 B, 5.61%, 07/25/55 FIGRE 2025-HE4 31684PAB8 - 7,864,062 $7,859,635 $7,859,635 0.12 $7,794,708
FHLMC 30yr Pool#QY9874 6.000% 01-Aug-2055, 6.00%, 08/01/55 FR 31426U6L3 - 7,298,326 $7,626,606 $7,626,606 0.11 $7,424,989
Connecticut Avenue Securities Trust 2025-R01 1M2 5.12776% 25-JAN-2045, 5.13%, 01/25/45 CAS 2025-R01 20755JAC7 - 7,585,000 $7,623,835 $7,623,835 0.11 $7,592,503
PRPM 2025-RPL4 A1, 3.00%, 05/25/55 PRPM 2025-RPL4 74448NAA2 - 7,870,583 $7,605,988 $7,605,988 0.11 $7,481,368
Fannie Mae REMIC Trust 2022-65 FB 4.42776% 25-SEP-2052, 4.43%, 09/25/52 FNR 2022-65 3136BPCQ2 - 7,447,885 $7,396,449 $7,396,449 0.11 $7,369,555
SALUDA GR ALT MTG TR 25 RRTL1 A1, 5.32%, 10/25/40 GRADE 2025-RRTL1 79582NAA7 - 7,388,000 $7,390,022 $7,390,022 0.11 $7,332,158
RENEU 2026-RTL1 MB 5.93%41, 5.89%, 06/25/41 RENEU 2026-RTL1 759964AA7 - 7,339,000 $7,342,022 $7,342,022 0.11 $7,307,189
BAYVIEW OPPORTUNITY MAS MB FLTG 56, 5.80%, 07/25/56 BVCES 2026-1 07337MAC4 - 7,356,000 $7,333,354 $7,333,354 0.11 $7,306,114
RCKT Mortgage Trust 2024-CES9 A1B 5.683% 25-DEC-2044, 5.68%, 12/25/44 RCKT 2024-CES9 749426AB8 - 6,856,341 $7,137,579 $7,137,579 0.11 $6,844,452
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-DNA7 B2 11.42776% 25-NOV-2041, 11.43%, 11/25/41 STACR 2021-DNA7 35564KNE5 - 6,910,000 $7,119,639 $7,119,639 0.11 $7,056,028
FNMA 30yr Pool#FA1613 5.000% 01-Apr-2055, 5.00%, 04/01/55 FN 3140W1YK3 - 7,098,815 $7,105,162 $7,105,162 0.11 $6,943,781
Alterna Funding III A 6.26% 15-MAY-2039, 6.26%, 05/16/39 TAX 2024-1A 02157JAA3 - 6,957,177 $6,970,865 $6,970,865 0.10 $6,959,978
COOPR Residential Mortgage Trust 2026-CES1 A1B 4.996% 25-FEB-2061, 5.00%, 01/01/61 COOPR 2026-CES1 21689GAB4 - 6,914,216 $6,964,005 $6,964,005 0.10 $6,791,652
COOPR Residential Mortgage Trust 2025-CES3 A1A 4.84% 25-SEP-2060, 4.84%, 09/25/60 COOPR 2025-CES3 216926AA3 - 6,859,398 $6,958,250 $6,958,250 0.10 $6,743,882
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 $6,931,342 $6,931,342 0.10 $6,877,011
LHOME Mortgage Trust 2024-RTL4 A2 6.092% 25-JUL-2039, 6.09%, 07/25/39 LHOME 2024-RTL4 50205PAB8 - 6,870,000 $6,906,911 $6,906,911 0.10 $6,873,197
RCKT Mortgage Trust 2025-CES7 A1B 5.478% 25-JUL-2055, 5.48%, 07/25/55 RCKT 2025-CES7 74943AAB8 - 6,510,132 $6,768,445 $6,768,445 0.10 $6,482,967
PRPM 2025-RCF3, LLC, 5.77%, 08/25/28 PRPM 2025-6 69395KAA1 - 6,580,756 $6,700,789 $6,700,789 0.10 $6,555,377
FHLMC 30yr Pool#QH1500 6.000% 01-Sep-2053, 6.00%, 09/01/53 FR 3133CDUZ5 - 6,467,167 $6,679,294 $6,679,294 0.10 $6,611,249
Mello Mortgage Capital Acceptance 2024-SD1 A1 4.0% 25-APR-2054, 4.00%, 04/25/54 MELLO 58550DAA1 - 6,681,100 $6,579,825 $6,579,825 0.10 $6,558,297
RCKT Mortgage Trust 2026-CES1 A1B 4.928% 25-JAN-2056, 4.93%, 01/25/56 RCKT 2026-CES1 74939BAB2 - 6,607,795 $6,576,169 $6,576,169 0.10 $6,476,577
FHLMC 30yr Pool#QG3912 5.500% 01-Jun-2053, 5.50%, 06/01/53 FR 3133C4KZ6 - 6,450,173 $6,502,202 $6,502,202 0.10 $6,441,341
FHLMC 30yr Pool#SD3469 5.500% 01-Aug-2053, 5.50%, 08/01/53 FR 3132DQ2A3 - 6,442,914 $6,482,119 $6,482,119 0.10 $6,459,479
RCKT MORTGAGE TRUST 2026-CES4 0% 56, 5.39%, 04/25/56 RCKT 2026-CES4 74940CAC5 - 6,516,000 $6,468,439 $6,468,439 0.10 $6,416,694
FIGRE TRUST 2025-HE6 FLTG 2055 C, 5.25%, 09/25/55 FIGRE 2025-HE6 31684NAC1 - 6,510,966 $6,441,166 $6,441,166 0.10 $6,390,890
FNMA 30yr Pool#FA0339 5.500% 01-Jan-2055, 5.50%, 01/01/55 FN 3140W0LV5 - 6,307,226 $6,399,892 $6,399,892 0.10 $6,333,559
Huntington Bank Auto Credit-Linked Notes, Series 2024-1 B1 6.153% 20-MAY-2032, 6.15%, 05/20/32 HACLN 2024-1 44644NAA7 - 6,336,778 $6,386,520 $6,386,520 0.10 $6,382,188
ACHM Trust 2024-HE1 A 6.55% 25-MAY-2039, 6.55%, 05/25/39 ACHM 2024-HE1 00449TAA3 - 6,245,440 $6,367,169 $6,367,169 0.09 $6,334,216
FNMA 30yr Pool#DF2677 6.000% 01-Nov-2055, 6.00%, 11/01/55 FN 3140BS6P7 - 5,841,866 $6,366,887 $6,366,887 0.09 $5,943,223
Acacia 2025-1 A 5.24% 15-NOV-2037, 5.24%, 11/15/37 ACACIA 2025-1 00401PAA7 - 6,357,803 $6,357,241 $6,357,241 0.09 $6,348,913
Meridian Arc Holdco LLC 6.25% 30-APR-2031, 6.25%, 04/30/31 MERIDI 58990CAA1 - 6,398,000 $6,329,276 $6,329,276 0.09 $6,229,307
FIGRE TRUST 2026-HE4 MB FLTG 56, 5.70%, 05/25/56 FIGRE 2026-HE4 31685MAE8 - 6,226,181 $6,204,979 $6,204,979 0.09 $6,152,703
Connecticut Avenue Securities Trust 2023-R03 2B1 9.97776% 25-APR-2043, 9.98%, 04/25/43 CAS 2023-R03 20753ACF9 - 5,626,000 $6,140,707 $6,140,707 0.09 $6,095,487
PRET 2025-RPL2 Trust A1 4.0% 25-FEB-2065, 4.00%, 08/25/64 PRET 2025-RPL2 69392LAA2 - 6,101,594 $6,083,242 $6,083,242 0.09 $5,941,806
FNMA 30yr Pool#DA1468 6.000% 01-Sep-2053, 6.00%, 09/01/53 FN 3140A1T23 - 5,706,055 $6,039,567 $6,039,567 0.09 $5,833,180
FNMA 30yr Pool#FS4356 6.000% 01-May-2053, 6.00%, 05/01/53 FN 3140XKZW3 - 5,731,583 $6,038,781 $6,038,781 0.09 $5,831,062
FHLMC 30yr Pool#QX9929 6.000% 01-Apr-2055, 6.00%, 04/01/55 FR 31426HA78 - 5,848,051 $6,010,586 $6,010,586 0.09 $5,947,423
HOMES 2026-INV1 Trust A1D 5.077% 25-AUG-2060, 5.08%, 08/25/60 HOMES 2026-INV1 43761FAD7 - 5,930,938 $5,929,805 $5,929,805 0.09 $5,827,711
FNMA 30yr Pool#FM4129 4.000% 01-Sep-2050, 4.00%, 09/01/50 FN 3140X7ST7 - 6,257,825 $5,888,441 $5,888,441 0.09 $5,804,703
FNA 9, Series 2026-1 A 5.509% 15-DEC-2038, 5.51%, 04/16/46 FNH 2026-1 34411JAA8 - 5,895,085 $5,881,786 $5,881,786 0.09 $5,873,667
Saluda Grade Alternative Mortgage Trust 2024-RTL5 A1 7.762% 25-APR-2030, 7.76%, 04/25/30 GRADE 2024-RTL5 A1 795935AA3 - 5,817,666 $5,870,101 $5,870,101 0.09 $5,803,621
RCKT MORTGAGE TRUST 2025 5.24863% 55, 5.25%, 08/25/55 RCKT 2025-CES8 74939WAB6 - 5,648,923 $5,838,912 $5,838,912 0.09 $5,596,171
FNMA 30yr Pool#FS7397 6.000% 01-Mar-2054, 6.00%, 03/01/54 FN 3140XPGF0 - 5,531,102 $5,805,101 $5,805,101 0.09 $5,627,016
FNMA 30yr Pool#DE6050 6.000% 01-Aug-2055, 6.00%, 08/01/55 FN 3140BJWL7 - 5,616,820 $5,799,447 $5,799,447 0.09 $5,738,121
FHLMC 30yr Pool#QH7040 6.000% 01-Dec-2053, 6.00%, 12/01/53 FR 3133CKZD3 - 5,641,267 $5,796,487 $5,796,487 0.09 $5,740,311
FNMA 30yr Pool#DB4017 6.000% 01-May-2054, 6.00%, 05/01/54 FN 3140ADPB1 - 5,534,175 $5,779,040 $5,779,040 0.09 $5,630,142
Connecticut Avenue Securities, Series 2021-R02 2B2 9.82776% 25-NOV-2041, 9.83%, 11/25/41 CAS 2021-R02 20754KAJ0 - 5,616,000 $5,748,241 $5,748,241 0.09 $5,703,780
Brean Asset Backed Securities Trust 2024-RM9 A1 5.0% 25-SEP-2064, 5.00%, 09/25/64 BABS 2024-RM9 10638DAA8 - 5,783,467 $5,732,049 $5,732,049 0.09 $5,708,754
BAYVIEW OPPORTUNITY MAS MB FLTG 56, 6.09%, 07/25/56 BVCES 2026-1 07337MAE0 - 5,721,000 $5,713,803 $5,713,803 0.09 $5,691,525
RCKT Mortgage Trust 202 MB FLTG 56, 5.67%, 06/25/56 RCKT 2026-CES6 74942DAC1 - 5,700,000 $5,707,121 $5,707,121 0.09 $5,659,540
FIGRE TRUST 2025-HE6 FLTG 2055 B, 5.14%, 09/25/55 FIGRE 2025-HE6 31684NAB3 - 5,738,840 $5,681,718 $5,681,718 0.08 $5,638,257
TVC Mortgage Trust 2025-RRTL1 A2 6.68% 25-APR-2040, 6.68%, 04/25/40 TVC 2025-RRTL1 900927AB0 - 5,597,000 $5,673,451 $5,673,451 0.08 $5,643,333
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 - 5,613,636 $5,653,799 $5,653,799 0.08 $5,628,209
FHLMC 30yr Pool#QH4638 6.000% 01-Nov-2053, 6.00%, 11/01/53 FR 3133CHEK7 - 5,117,375 $5,651,226 $5,651,226 0.08 $5,207,220
FHLMC 30yr Pool#SD5223 6.000% 01-Apr-2054, 6.00%, 04/01/54 FR 3132DSYU0 - 5,373,684 $5,610,430 $5,610,430 0.08 $5,466,869
SF ABS ISSUER 2025-1 0%55 A2, 5.38%, 11/25/55 SFARM 2025-1A 784193AA2 - 5,750,000 $5,565,261 $5,565,261 0.08 $5,540,355
PRPM 2025-RPL3 A1 3.25% 25-APR-2055, 3.25%, 04/25/55 PRPM 2025-RPL3 69392NAA8 - 5,742,637 $5,559,045 $5,559,045 0.08 $5,531,568
CoreWeave, Inc. 9.625% 15-JUL-2032, 9.62%, 07/15/32 CRWV 21873SAK4 - 5,961,000 $5,542,953 $5,542,953 0.08 $5,485,578
FNMA 30yr Pool#CA5386 4.500% 01-Mar-2050, 4.50%, 03/01/50 FN 3140QC6Y7 - 5,734,441 $5,537,465 $5,537,465 0.08 $5,473,043
FNMA 30yr Pool#DE7796 6.000% 01-Aug-2055, 6.00%, 08/01/55 FN 3140BLUW0 - 5,252,153 $5,497,659 $5,497,659 0.08 $5,343,304
Woodward Capital Manage MB FLTG 56, 5.66%, 05/25/56 RCKT 2026-CES5 74940FAD6 - 5,400,000 $5,411,643 $5,411,643 0.08 $5,366,622
FIGRE TRUST 2025-HE4 5.408% 55, 5.41%, 07/25/55 FIGRE 2025-HE4 31684PAA0 - 5,382,945 $5,383,771 $5,383,771 0.08 $5,340,913
RCKT Mortgage Trust 2025-CES12 M1 5.65% 25-DEC-2055, 5.65%, 11/25/55 RCKT 2025-CES12 749349AE6 - 5,400,000 $5,348,260 $5,348,260 0.08 $5,303,342
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 $5,287,218 $5,287,218 0.08 $5,280,614
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2023-HQA3 M1 5.47776% 25-NOV-2043, 5.48%, 11/25/43 STACR 2023-HQA3 35564K3G2 - 5,223,932 $5,271,478 $5,271,478 0.08 $5,248,427
MS RES MTG LN TR 2025-SPL1 A1, 4.25%, 02/25/65 MSRM 2025-SPL1 617946AA6 - 5,474,809 $5,270,358 $5,270,358 0.08 $5,202,668
FNMA 30yr Pool#FS1578 4.000% 01-Oct-2050, 4.00%, 10/01/50 FN 3140XGXG9 - 5,615,394 $5,266,605 $5,266,605 0.08 $5,211,462
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA4 M2 8.87776% 25-MAY-2042, 8.88%, 05/25/42 STACR 2022-DNA4 35564KXA2 - 5,050,000 $5,261,953 $5,261,953 0.08 $5,225,838
FHLMC 30yr Pool#SD3813 6.000% 01-Jul-2053, 6.00%, 07/01/53 FR 3132E0GW6 - 5,017,225 $5,254,905 $5,254,905 0.08 $5,116,011
FIG SIX TRUST 2026-PF1 MB FLTG 56, 6.16%, 08/25/56 FIGX 2026-PF1 316935AC9 - 5,250,000 $5,241,465 $5,241,465 0.08 $5,220,820
FIGRE Trust 2026-HE1 C 5.434% 25-JAN-2056, 5.43%, 01/25/56 FIGRE 2026-HE1 30249NAE7 - 5,268,984 $5,228,169 $5,228,169 0.08 $5,186,017
RCKT Mortgage Trust 2024-CES1 A1B 6.325% 25-FEB-2044, 6.33%, 02/25/44 RCKT 2024-CES1 749424AB3 - 4,923,668 $5,223,400 $5,223,400 0.08 $4,929,392
FNMA 30yr Pool#FS0088 4.000% 01-Mar-2050, 4.00%, 03/01/50 FN 3140XFC25 - 5,448,448 $5,153,152 $5,153,152 0.08 $5,068,643
FHLMC 30yr Pool#TA2575 5.500% 01-Jan-2056, 5.50%, 01/01/56 FR 3142JQ2H1 - 5,022,965 $5,058,663 $5,058,663 0.08 $5,041,013
FNMA 30yr Pool#DB4019 6.000% 01-May-2054, 6.00%, 05/01/54 FN 3140ADPD7 - 4,898,557 $5,029,803 $5,029,803 0.07 $4,980,395
EFMT 2026-CES2 MB FLTG 61, 5.81%, 06/25/61 EFMT 2026-CES2 26846UAD8 - 5,000,000 $5,023,815 $5,023,815 0.07 $4,981,076
RCKT Mortgage Trust 2025-CES8 B2A 7.28202% 25-AUG-2055, 7.28%, 08/25/55 RCKT 2025-CES8 74939WAS9 - 5,040,000 $5,000,986 $5,000,986 0.07 $4,916,369
JP Morgan Mortgage Trust 2026-CES1 A3 5.332% 25-JUN-2056, 5.33%, 06/25/56 JPMMT 2026-CES1 46660BAE9 - 5,000,000 $4,950,295 $4,950,295 0.07 $4,911,046
ARIXA MORTGAGE TRUST 20 MB 6.05%31, 6.05%, 05/25/31 ARIXA 2026-RTL1 04046CAA9 - 4,919,000 $4,908,455 $4,908,455 0.07 $4,884,478
PRPM 2025-5 0%30, 5.73%, 07/25/30 PRPM 2025-5 69392RAA9 - 4,866,007 $4,888,281 $4,888,281 0.07 $4,847,239
ABL 2024-RTL1 A2 7.457% 25-SEP-2029, 7.46%, 09/25/29 ABL 2024-RTL1 00092EAB4 - 4,840,000 $4,871,554 $4,871,554 0.07 $4,842,480
FNMA 30yr Pool#DD5556 6.000% 01-Mar-2055, 6.00%, 03/01/55 FN DD5556 MTGE 3140B6E68 - 4,633,931 $4,850,340 $4,850,340 0.07 $4,714,353
FHLMC 30yr Pool#TB3678 6.000% 01-May-2056, 6.00%, 05/01/56 FR 3142K5CQ4 - 4,706,242 $4,839,779 $4,839,779 0.07 $4,790,814
RCKT Mortgage Trust 2026-CES3 A2 5.363% 25-MAR-2056, 5.36%, 03/25/56 RCKT 2026-CES3 74940LAD3 - 4,861,258 $4,813,924 $4,813,924 0.07 $4,797,267
FHLMC 30yr Pool#QF9863 5.500% 01-Mar-2053, 5.50%, 03/01/53 FR 3133BX5Y3 - 4,755,630 $4,812,291 $4,812,291 0.07 $4,767,857
FHLMC 30yr Pool#QJ9072 6.000% 01-Nov-2054, 6.00%, 11/01/54 FR 3133D1CH0 - 4,571,796 $4,805,580 $4,805,580 0.07 $4,651,075
OBX 2026-HE2 Trust MB FLTG 56, 5.20%, 06/25/56 OBX 2026-HE2 67124WAD1 - 4,746,000 $4,769,499 $4,769,499 0.07 $4,750,299
FNMA 30yr Pool#DA5019 6.500% 01-Nov-2053, 6.50%, 11/01/53 FN 3140A5SH2 - 4,066,743 $4,765,901 $4,765,901 0.07 $4,232,669
Connecticut Avenue Securities Trust 2024-R01 1B1 6.32776% 25-JAN-2044, 6.33%, 01/25/44 CAS 2024-R01 20753UAF7 - 4,595,000 $4,760,565 $4,760,565 0.07 $4,737,143
FNMA 30yr Pool#BX5986 5.500% 01-Mar-2053, 5.50%, 03/01/53 FN 3140NAUL5 - 4,674,215 $4,732,517 $4,732,517 0.07 $4,688,317
Homeward Opportunities Fund Trust 2025-RRTL2 A1 5.237% 25-AUG-2040, 5.24%, 09/25/40 HOF 2025-RRTL2 437923AA3 - 4,682,000 $4,696,984 $4,696,984 0.07 $4,677,232
FNMA 30yr Pool#CA0706 4.000% 01-Nov-2047, 4.00%, 11/01/47 FN 3140Q7YC5 - 4,972,334 $4,695,893 $4,695,893 0.07 $4,627,798
Connecticut Avenue Securities Trust 2023-R05 1B1 8.37776% 25-JUN-2043, 8.38%, 06/25/43 CAS 2023-R05 207942AC7 - 4,312,000 $4,595,591 $4,595,591 0.07 $4,566,491
Structured Agency Credit Risk (STACR) Debt Notes, Series 2018-DNA3 B2 11.49224% 25-SEP-2048, 11.49%, 09/25/48 STACR 2018-DNA3 35563WBE3 - 4,000,000 $4,547,951 $4,547,951 0.07 $4,510,920
FNMA 30yr Pool#BY0337 6.500% 01-May-2053, 6.50%, 05/01/53 FN 3140NGLT5 - 3,961,985 $4,529,829 $4,529,829 0.07 $4,098,847
Affirm Asset Securitization Trust 2025-X2 C 4.93% 15-OCT-2030, 4.93%, 10/15/30 AFFRM 2025-X2 00835DAC6 - 4,500,000 $4,496,102 $4,496,102 0.07 $4,490,555
FNMA 30yr Pool#BX9326 5.500% 01-Mar-2053, 5.50%, 03/01/53 FN 3140NELG8 - 4,414,859 $4,467,419 $4,467,419 0.07 $4,426,209
FNMA 30yr Pool#DC5656 5.000% 01-Nov-2054, 5.00%, 11/01/54 FN 3140ATJA5 - 4,543,804 $4,453,945 $4,453,945 0.07 $4,413,391
FHLMC 30yr Pool#QH4473 6.000% 01-Nov-2053, 6.00%, 11/01/53 FR 3133CG6J1 - 4,152,284 $4,421,913 $4,421,913 0.07 $4,225,185
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 $4,412,601 $4,412,601 0.07 $4,410,168
OCEANVIEW MORTGAGE TRUST 4.99888% 55, 4.53%, 12/25/55 BVINV 2025-4 67647DAU3 - 4,387,224 $4,399,308 $4,399,308 0.07 $4,383,306
FHLMC 30yr Pool#QZ1060 6.000% 01-Aug-2055, 6.00%, 08/01/55 FR 31426XFA1 - 4,183,847 $4,385,430 $4,385,430 0.07 $4,258,348
EFMT 2026-CES2 MB FLTG 61, 5.91%, 06/25/61 EFMT 2026-CES2 26846UAE6 - 4,329,000 $4,357,312 $4,357,312 0.06 $4,319,672
FHLMC 30yr Pool#TB4408 6.000% 01-Jun-2056, 6.00%, 06/01/56 FR 3142K53S0 - 4,195,879 $4,313,308 $4,313,308 0.06 $4,269,287
PRPM 2025 RCF4 LLC 4.5% 55, 4.50%, 08/25/55 PRPM 2025-RCF4 69382WAA0 - 4,284,257 $4,269,705 $4,269,705 0.06 $4,196,212
Woodward Capital Manage MB FLTG 56, 6.06%, 05/25/56 RCKT 2026-CES5 74940FAF1 - 4,250,000 $4,249,632 $4,249,632 0.06 $4,211,703
FHLMC 30yr Pool#QH2259 6.000% 01-Sep-2053, 6.00%, 09/01/53 FR 3133CEQL9 - 4,077,866 $4,249,184 $4,249,184 0.06 $4,154,453
EFMT 2026-CES1 A3 5.466% 25-DEC-2060, 5.47%, 12/25/60 EFMT 2026-CES1 26846MAE4 - 4,250,000 $4,211,703 $4,211,703 0.06 $4,177,503
FHLMC 30yr Pool#RA1100 4.000% 01-Jul-2049, 4.00%, 07/01/49 FR 3133KGGH5 - 4,475,095 $4,186,929 $4,186,929 0.06 $4,150,870
FNMA 30yr Pool#DE9377 6.000% 01-Sep-2055, 6.00%, 09/01/55 FN 3140BNM39 - 3,915,060 $4,182,049 $4,182,049 0.06 $3,984,775
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-HQA4 B2 10.62776% 25-DEC-2041, 10.63%, 12/25/41 STACR 2021-HQA4 35564KPP8 - 4,000,000 $4,136,542 $4,136,542 0.06 $4,102,297
FNMA 30yr Pool#DH1921 6.000% 01-Jun-2056, 6.00%, 06/01/56 FN 3140UHD31 - 4,005,923 $4,115,976 $4,115,976 0.06 $4,076,008
EASY STREET MORTGAGE LN 5.606%40 A1, 5.61%, 10/25/40 EASY 2025-RTL2 27786YAA6 - 4,100,000 $4,089,724 $4,089,724 0.06 $4,071,209
Vista Point Securitization Trust 2026-CES1 A3 5.376% 25-FEB-2056, 5.38%, 02/25/56 VSTA 2026-CES1 92790EAC4 - 4,169,000 $4,080,285 $4,080,285 0.06 $4,062,230
RAM 2026-1 A 5.463% 15-JUN-2046, 5.46%, 06/15/46 RAM 2026-1 74890FAA2 - 4,041,581 $4,016,933 $4,016,933 0.06 $4,011,414
OBX 2022-NQM7 Trust MB FLTG 66, 5.59%, 04/25/56 OBX 2026-CES1 67124LAD5 - 4,000,000 $3,985,613 $3,985,613 0.06 $3,952,717
FNMA 30yr Pool#FS3246 5.500% 01-Nov-2052, 5.50%, 11/01/52 FN 3140XJTC7 - 3,883,929 $3,980,326 $3,980,326 0.06 $3,900,639
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 $3,971,706 $3,971,706 0.06 $3,939,776
JP Morgan Mortgage Trust 2026-CES1 A2 5.182% 25-JUN-2056, 5.18%, 06/25/56 JPMMT 2026-CES1 46660BAD1 - 4,000,000 $3,954,347 $3,954,347 0.06 $3,923,831
FNMA 30yr Pool#FA3788 5.500% 01-Nov-2055, 5.50%, 11/01/55 FN 3140W4F69 - 3,893,177 $3,953,069 $3,953,069 0.06 $3,912,235
Connecticut Avenue Securities Trust 2023-R08 1B1 7.17776% 25-OCT-2043, 7.18%, 10/25/43 CAS 2023-R08 20755CAF5 - 3,750,000 $3,949,581 $3,949,581 0.06 $3,927,899
FHLMC 30yr Pool#QZ7654 6.000% 01-Nov-2055, 6.00%, 11/01/55 FR 31427HQG0 - 3,815,183 $3,921,508 $3,921,508 0.06 $3,883,119
EFMT 2026-CES1 A2 5.316% 25-DEC-2060, 5.32%, 12/25/60 EFMT 2026-CES1 26846MAD6 - 3,881,000 $3,839,214 $3,839,214 0.06 $3,808,840
FNMA 30yr Pool#CB2907 3.500% 01-Feb-2052, 3.50%, 02/01/52 FN 3140QNGR7 - 4,135,422 $3,804,100 $3,804,100 0.06 $3,745,491
Fannie Mae REMIC Trust 2020-98 AI 3.5% 25-JAN-2061, 3.50%, 01/25/61 FNR 2020-98 3136BDLE6 - 17,855,322 $3,760,922 $3,760,922 0.06 $3,668,433
FIGRE Trust 2025-HE3 B 5.71% 25-MAY-2055, 5.71%, 05/25/55 FIGRE 2025-HE3 31684LAB7 - 3,737,084 $3,751,063 $3,751,063 0.06 $3,719,648
GS Mortgage Securities MB FLTG 56, 5.48%, 11/25/56 GSMBS 2026-AH2 362984AD8 - 3,735,000 $3,746,859 $3,746,859 0.06 $3,737,190
FIGRE TRUST 2025-FL1 5.265% 55, 5.26%, 07/25/55 FIGRE 2025-FL1 31684QAA8 - 3,714,302 $3,717,532 $3,717,532 0.06 $3,688,742
OBX 2026-HE2 Trust MB FLTG 56, 5.40%, 06/25/56 OBX 2026-HE2 67124WAE9 - 3,678,000 $3,698,987 $3,698,987 0.06 $3,683,535
FIGRE Trust 2026-HE1 B 5.183% 25-JAN-2056, 5.18%, 01/25/56 FIGRE 2026-HE1 30249NAD9 - 3,736,599 $3,695,662 $3,695,662 0.06 $3,667,150
FHLMC 30yr Pool#QH5204 6.500% 01-Nov-2053, 6.50%, 11/01/53 FR 3133CHX91 - 3,462,256 $3,641,177 $3,641,177 0.05 $3,603,518
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA1 B2 10.72776% 25-JAN-2042, 10.73%, 01/25/42 STACR 2022-DNA1 35564KQZ5 - 3,500,000 $3,629,365 $3,629,365 0.05 $3,599,118
FHLMC 30yr Pool#QX6719 6.000% 01-Feb-2055, 6.00%, 02/01/55 FR 31426CPD0 - 3,490,802 $3,627,835 $3,627,835 0.05 $3,551,385
FNMA 30yr Pool#DE7795 6.000% 01-Aug-2055, 6.00%, 08/01/55 FN 3140BLUV2 - 3,477,531 $3,627,117 $3,627,117 0.05 $3,539,455
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA2 B1 8.37776% 25-FEB-2042, 8.38%, 02/25/42 STACR 2022-DNA2 35564KSJ9 - 3,500,000 $3,595,390 $3,595,390 0.05 $3,571,769
Ginnie Mae REMIC Trust 2023-116 LF 4.92139% 20-AUG-2053, 4.92%, 08/20/53 GNR 2023-116 38384EFT7 - 3,526,355 $3,555,235 $3,555,235 0.05 $3,553,307
FNMA 30yr Pool#FS2135 4.000% 01-Nov-2049, 4.00%, 11/01/49 FN 3140XHLR6 - 3,766,618 $3,552,777 $3,552,777 0.05 $3,496,815
Connecticut Avenue Securities Trust 2022-R07 1B2 15.62776% 25-JUN-2042, 15.63%, 06/25/42 CAS 2022-R07 20754MAL1 - 3,206,201 $3,549,426 $3,549,426 0.05 $3,509,063
FIGRE Trust 2025-HE3 C 5.91% 25-MAY-2055, 5.91%, 05/25/55 FIGRE 2025-HE3 31684LAC5 - 3,512,859 $3,522,596 $3,522,596 0.05 $3,492,031
FNMA 30yr Pool#DD3307 6.000% 01-Feb-2055, 6.00%, 02/01/55 FN DD3307 MTGE 3140B3U91 - 3,354,645 $3,446,716 $3,446,716 0.05 $3,412,865
FNMA 30yr Pool#DA5072 6.500% 01-Nov-2053, 6.50%, 11/01/53 FN 3140A5T65 - 3,278,177 $3,433,679 $3,433,679 0.05 $3,397,024
FHLMC 30yr Pool#QF7280 5.500% 01-Jan-2053, 5.50%, 01/01/53 FR 3133BVCR4 - 3,347,984 $3,408,252 $3,408,252 0.05 $3,362,387
FHLMC 30yr Pool#QI8221 6.000% 01-Jun-2054, 6.00%, 06/01/54 FR 3133WFD20 - 3,308,269 $3,399,117 $3,399,117 0.05 $3,365,637
FHLMC 30yr Pool#QH0826 5.500% 01-Sep-2053, 5.50%, 09/01/53 FR 3133CC4K9 - 3,354,707 $3,396,705 $3,396,705 0.05 $3,364,828
FHLMC 30yr Pool#QF7810 5.500% 01-Jan-2053, 5.50%, 01/01/53 FR 3133BVVB8 - 3,323,238 $3,369,527 $3,369,527 0.05 $3,337,535
GS Mortgage Securities MB FLTG 56, 5.33%, 11/25/56 GSMBS 2026-AH2 362984AC0 - 3,324,000 $3,333,346 $3,333,346 0.05 $3,324,977
FHLMC 30yr Pool#TA0253 6.000% 01-Dec-2055, 6.00%, 12/01/55 FR 3142JNH74 - 3,037,509 $3,323,400 $3,323,400 0.05 $3,091,597
FNMA 30yr Pool#BY0335 6.000% 01-May-2053, 6.00%, 05/01/53 FN 3140NGLR9 - 3,198,146 $3,281,564 $3,281,564 0.05 $3,248,006
FINANCE OF AMERICA STRUCTURE 3.5% 74, 3.50%, 02/25/74 FASST 2024-S1 31740RAB6 - 3,259,878 $3,234,509 $3,234,509 0.05 $3,225,318
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2023-DNA1 M2 9.12776% 25-MAR-2043, 9.13%, 03/25/43 STACR 2023-DNA1 35564KP94 - 3,000,000 $3,232,449 $3,232,449 0.05 $3,210,384
FHLMC 30yr Pool#QH7549 6.000% 01-Dec-2053, 6.00%, 12/01/53 FR 3133CLL61 - 3,136,664 $3,223,615 $3,223,615 0.05 $3,191,734
FNMA 30yr Pool#DF1002 6.000% 01-Oct-2055, 6.00%, 10/01/55 FN 3140BRDG1 - 3,111,746 $3,199,630 $3,199,630 0.05 $3,169,193
OBX 2026 HE1 FLTG 2056 A1B, 5.13%, 02/25/56 OBX 2026-HE1 67124BAB1 - 3,175,579 $3,193,880 $3,193,880 0.05 $3,180,763
FNMA 30yr Pool#FM7031 4.000% 01-Jan-2051, 4.00%, 01/01/51 FN 3140XAY55 - 3,380,917 $3,184,533 $3,184,533 0.05 $3,129,957
Structured Agency Credit Risk (STACR) Debt Notes, Series 2023-HQA2 M2 7.47776% 25-JUN-2043, 7.48%, 06/25/43 STACR 2023-HQA2 35564K2K4 - 3,000,000 $3,154,378 $3,154,378 0.05 $3,136,307
FHLMC 30yr Pool#QH6041 5.500% 01-Dec-2053, 5.50%, 12/01/53 FR 3133CJWA5 - 3,098,956 $3,124,342 $3,124,342 0.05 $3,094,713
EFMT 2025-RTL1 0% 40, 5.22%, 11/25/40 EFMT 2025-RTL1 26846FAA7 - 3,108,000 $3,101,164 $3,101,164 0.05 $3,088,093
FHLMC 30yr Pool#QH1144 5.500% 01-Sep-2053, 5.50%, 09/01/53 FR 3133CDHV9 - 3,060,347 $3,100,363 $3,100,363 0.05 $3,069,580
FNMA 30yr Pool#BX6124 6.500% 01-Jan-2053, 6.50%, 01/01/53 FN 3140NAYW7 - 2,910,825 $3,076,219 $3,076,219 0.05 $3,045,259
FHLMC 30yr Pool#QZ3837 6.000% 01-Sep-2055, 6.00%, 09/01/55 FR 31427BHP3 - 2,958,454 $3,043,693 $3,043,693 0.05 $3,011,134
FNMA 30yr Pool#DH1918 6.000% 01-Jun-2056, 6.00%, 06/01/56 FN 3140UHDY3 - 2,861,860 $3,010,495 $3,010,495 0.04 $2,913,288
FHLMC 30yr Pool#TA1465 6.000% 01-Dec-2055, 6.00%, 12/01/55 FR 3142JPTX9 - 2,899,371 $2,983,196 $2,983,196 0.04 $2,951,000
FHLMC 30yr Pool#QX5273 6.000% 01-Feb-2055, 6.00%, 02/01/55 FR 31426A2F4 - 2,895,132 $2,978,322 $2,978,322 0.04 $2,948,803
FNMA 30yr Pool#MA4026 4.000% 01-May-2050, 4.00%, 05/01/50 FN 31418DPL0 - 3,158,960 $2,966,298 $2,966,298 0.04 $2,922,203
RCKT Mortgage Trust 2025-CES2 A1B 5.603% 25-FEB-2055, 5.60%, 02/25/55 RCKT 2025-CES2 74942BAB7 - 2,853,774 $2,945,059 $2,945,059 0.04 $2,839,977
FHLMC 30yr Pool#TB4407 6.000% 01-Jun-2056, 6.00%, 06/01/56 FR 3142K53R2 - 2,845,852 $2,927,647 $2,927,647 0.04 $2,896,993
FNMA 30yr Pool#FM1540 4.000% 01-Sep-2049, 4.00%, 09/01/49 FN 3140X4WA0 - 3,086,512 $2,909,892 $2,909,892 0.04 $2,862,892
GWT Commercial Mortgage Trust 2024-WLF2 A 5.36761% 15-MAY-2041, 5.37%, 05/15/41 GWT 2024-WLF2 362414AA2 - 2,900,000 $2,908,721 $2,908,721 0.04 $2,904,830
COOPR Residential Mortgage Trust 2026-CES1 A2 5.158% 25-FEB-2061, 5.16%, 02/25/61 COOPR 2026-CES1 21689GAD0 - 2,949,000 $2,906,411 $2,906,411 0.04 $2,884,017
BX Trust 2021-BXMF C 4.98227% 15-OCT-2038, 4.98%, 10/15/26 BX 2021-BXMF 05609RAJ3 - 2,891,000 $2,893,710 $2,893,710 0.04 $2,890,110
FHLMC 30yr Pool#QZ4951 6.000% 01-Oct-2055, 6.00%, 10/01/55 FR 31427CQD8 - 2,664,274 $2,890,061 $2,890,061 0.04 $2,711,716
FHLMC 30yr Pool#SD1111 4.000% 01-Jun-2050, 4.00%, 06/01/50 FR 3132DNGU1 - 3,060,556 $2,884,230 $2,884,230 0.04 $2,849,242
Structured Agency Credit Risk (STACR) Debt Notes, Series 2020-DNA1 B2 8.99224% 25-JAN-2050, 8.99%, 01/25/50 STACR 2020-DNA1 35565HBE4 - 2,560,595 $2,860,420 $2,860,420 0.04 $2,841,872
FNMA 30yr Pool#MA4056 4.000% 01-Jun-2050, 4.00%, 06/01/50 FN 31418DQJ4 - 2,958,079 $2,774,599 $2,774,599 0.04 $2,736,377
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 $2,769,020 $2,769,020 0.04 $2,753,289
FHLMC 30yr Pool#QG2539 6.500% 01-May-2053, 6.50%, 05/01/53 FR 3133C2ZC5 - 2,367,889 $2,764,421 $2,764,421 0.04 $2,442,114
FNMA 30yr Pool#BX8700 5.500% 01-Mar-2053, 5.50%, 03/01/53 FN 3140NDU21 - 2,725,947 $2,758,951 $2,758,951 0.04 $2,732,955
RCKT MORTGAGE TRUST 2025-CE 5.16% 34, 5.16%, 07/25/34 RCKTL 2025-1A 74939RAC5 - 2,750,000 $2,745,622 $2,745,622 0.04 $2,734,191
Chase Mortgage Reference Notes, Series 2021-CL1 M1 4.82776% 25-FEB-2050, 4.83%, 02/25/50 CHASE 2021-CL1 46591HBX7 - 2,768,000 $2,736,035 $2,736,035 0.04 $2,725,305
OBX TRUST 2026-HE1 FLTG 2056 M1, 5.28%, 02/25/56 OBX 2026-HE1 67124BAD7 - 2,707,000 $2,727,332 $2,727,332 0.04 $2,715,823
RCKT Mortgage Trust 2023-CES1 A1A 6.515% 25-JUN-2043, 6.51%, 06/25/43 RCKT 74935WAA2 - 2,601,347 $2,706,701 $2,706,701 0.04 $2,594,287
Fannie Mae Pool|4|03/01/2050, 4.00%, 03/01/50 FN 3140X8S24 - 2,817,670 $2,655,898 $2,655,898 0.04 $2,615,840
FHLMC 30yr Pool#SD6905 6.000% 01-Nov-2054, 6.00%, 11/01/54 FR 3132DUU62 - 2,518,392 $2,617,507 $2,617,507 0.04 $2,560,466
FHLMC 30yr Pool#QF9276 5.500% 01-Mar-2053, 5.50%, 03/01/53 FR 3133BXJV4 - 2,546,213 $2,577,659 $2,577,659 0.04 $2,553,895
FNMA 30yr Pool#DF5622 6.000% 01-Nov-2055, 6.00%, 11/01/55 FN 3140BWG85 - 2,504,889 $2,575,368 $2,575,368 0.04 $2,549,493
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-HQA3 B2 9.87776% 25-SEP-2041, 9.88%, 09/25/41 STACR 2021-HQA3 35564KKL2 - 2,504,211 $2,544,386 $2,544,386 0.04 $2,524,460
Vista Point Securitization Trust 2026-CES1 A2 5.226% 25-FEB-2056, 5.23%, 02/25/56 VSTA 2026-CES1 92790EAB6 - 2,600,000 $2,544,162 $2,544,162 0.04 $2,533,216
Connecticut Avenue Securities, Series 2021-R01 1B2 9.62776% 25-OCT-2041, 9.63%, 10/25/41 CAS 2021-R01 20754RAJ5 - 2,469,000 $2,518,046 $2,518,046 0.04 $2,498,897
FNMA 30yr Pool#BV5393 3.500% 01-Apr-2052, 3.50%, 04/01/52 FN 3140MJ7F6 - 2,712,285 $2,507,701 $2,507,701 0.04 $2,448,480
Connecticut Avenue Securities Trust 2024-R06 1M2 5.22776% 25-SEP-2044, 5.23%, 09/25/44 CAS 2024-R06 20755RAC9 - 2,468,872 $2,484,139 $2,484,139 0.04 $2,473,742
FHLMC 30yr Pool#QZ4131 6.000% 01-Sep-2055, 6.00%, 09/01/55 FR 31427BSV8 - 2,326,845 $2,478,148 $2,478,148 0.04 $2,367,228
FHLMC 30yr Pool#Q57869 4.000% 01-Aug-2048, 4.00%, 08/01/48 FG 3132Y1W79 - 2,638,473 $2,459,580 $2,459,580 0.04 $2,452,837
PRPM 2026-RCF1 A2 5.206% 25-JAN-2056, 5.21%, 01/25/56 PRPM 2026-RCF1 69383VAB9 - 2,500,000 $2,459,527 $2,459,527 0.04 $2,440,366
PRPM 2026-RCF1 A3 5.305% 25-JAN-2056, 5.30%, 01/25/56 PRPM 2026-RCF1 69383VAF0 - 2,500,000 $2,451,571 $2,451,571 0.04 $2,432,046
BX Trust 2021-BXMF G 7.140513% 15-OCT-2038, 7.14%, 10/15/26 BX 2021-BXMF 05609RAS3 - 2,432,500 $2,434,234 $2,434,234 0.04 $2,429,892
FHLMC 30yr Pool#QI7710 5.500% 01-Jun-2054, 5.50%, 06/01/54 FR 3133WER77 - 2,399,910 $2,429,360 $2,429,360 0.04 $2,407,155
FNMA 30yr Pool#BY8533 6.500% 01-Aug-2053, 6.50%, 08/01/53 FN 3140NRPT7 - 2,289,782 $2,397,525 $2,397,525 0.04 $2,372,796
RCKT Mortgage Trust 2026-CES1 A3 5.224% 25-JAN-2056, 5.22%, 01/25/56 RCKT 2026-CES1 74939BAD8 - 2,425,000 $2,382,886 $2,382,886 0.04 $2,364,236
EFMT 2026-CES1 A1B 5.116% 25-DEC-2060, 5.12%, 12/25/60 EFMT 2026-CES1 26846MAB0 - 2,392,089 $2,376,165 $2,376,165 0.04 $2,358,148
FNMA 30yr Pool#DC1102 5.500% 01-Sep-2054, 5.50%, 09/01/54 FN 3140ANGL7 - 2,345,309 $2,374,334 $2,374,334 0.04 $2,352,389
OBX 2022-NQM7 Trust MB FLTG 66, 5.42%, 04/25/56 OBX 2026-CES1 67124LAB9 - 2,371,633 $2,371,060 $2,371,060 0.04 $2,352,122
FIGRE Trust 2024-HE4 B 5.252% 25-SEP-2054, 5.25%, 09/25/54 FIGRE 2024-HE4 31684UAB7 - 2,370,206 $2,362,638 $2,362,638 0.04 $2,352,611
PRPM 2025-RCF3 LLC 5.25% 55, 5.25%, 07/25/55 PRPM 2025-RCF3 69392PAB1 - 2,380,125 $2,357,737 $2,357,737 0.04 $2,339,341
FNMA 30yr Pool#DC1302 5.000% 01-Aug-2054, 5.00%, 08/01/54 FN 3140ANNU9 - 2,400,676 $2,350,138 $2,350,138 0.04 $2,329,304
FHLMC 30yr Pool#SD3523 3.000% 01-Jun-2052, 3.00%, 06/01/52 FR 3132DQ4G8 - 2,672,603 $2,337,693 $2,337,693 0.03 $2,304,511
FNMA 30yr Pool#DD8279 6.000% 01-Apr-2055, 6.00%, 04/01/55 FN 3140B9FV6 - 2,259,899 $2,327,603 $2,327,603 0.03 $2,300,140
FNMA 30yr Pool#BY5913 5.500% 01-Sep-2053, 5.50%, 09/01/53 FN 3140NNSB2 - 2,293,342 $2,323,402 $2,323,402 0.03 $2,300,262
FNMA 30yr Pool#DE2839 6.000% 01-Jun-2055, 6.00%, 06/01/55 FN 3140BFEM3 - 2,257,872 $2,321,103 $2,321,103 0.03 $2,298,078
FNMA 30yr Pool#DA3549 6.500% 01-Oct-2053, 6.50%, 10/01/53 FN 3140A35K5 - 1,812,981 $2,291,555 $2,291,555 0.03 $1,886,952
FIGRE TRUST 2026-HE4 MB FLTG 56, 6.23%, 05/25/56 FIGRE 2026-HE4 31685MAF5 - 2,300,000 $2,272,486 $2,272,486 0.03 $2,260,943
Ginnie Mae REMIC Trust 2017-163 LO 0.0% 16-MAY-2041, 0.00%, 05/16/41 GNR 2017-163 38380KNA9 - 3,012,368 $2,263,776 $2,263,776 0.03 $2,263,776
Morgan Stanley Residential Mortgage Loan Trust 2026-NQM1 A2 5.032% 25-DEC-2070, 5.03%, 12/25/70 MSRM 2026-NQM1 61780XAF2 - 2,241,802 $2,222,441 $2,222,441 0.03 $2,205,834
FNMA 30yr Pool#DF0313 6.000% 01-Sep-2055, 6.00%, 09/01/55 FN 3140BQK34 - 1,975,875 $2,121,833 $2,121,833 0.03 $2,011,059
FHLMC 30yr Pool#QG2543 5.500% 01-May-2053, 5.50%, 05/01/53 FR 3133C2ZG6 - 2,042,902 $2,059,570 $2,059,570 0.03 $2,040,104
PRPM 2024-RCF2 A1 3.75% 25-MAR-2054, 3.75%, 03/25/54 PRPM 2024-RCF2 693987AA7 - 2,095,357 $2,042,750 $2,042,750 0.03 $2,036,420
FHLMC 30yr Pool#QY9883 6.000% 01-Aug-2055, 6.00%, 08/01/55 FR 31426U6V1 - 1,985,863 $2,041,019 $2,041,019 0.03 $2,021,224
Bayview Opportunity Master Fund VII Trust 2024-CAR1 B 4.92776% 25-DEC-2031, 4.93%, 12/26/31 BVCLN 2024-CAR1 07336QAB8 - 2,015,411 $2,026,987 $2,026,987 0.03 $2,018,987
FNMA 30yr Pool#BY0338 6.500% 01-May-2053, 6.50%, 05/01/53 FN 3140NGLU2 - 1,891,597 $1,981,850 $1,981,850 0.03 $1,961,189
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 - 1,936,013 $1,954,121 $1,954,121 0.03 $1,943,533
FNMA 30yr Pool#FS1640 4.000% 01-Apr-2052, 4.00%, 04/01/52 FN 3140XGZE2 - 2,023,281 $1,907,747 $1,907,747 0.03 $1,872,492
FNMA 30yr Pool#DA0036 6.500% 01-Sep-2053, 6.50%, 09/01/53 FN 3140A0BE8 - 1,337,692 $1,901,817 $1,901,817 0.03 $1,386,188
FNMA 30yr Pool#FS3001 4.000% 01-Oct-2051, 4.00%, 10/01/51 FN 3140XJKP7 - 2,008,444 $1,892,697 $1,892,697 0.03 $1,863,014
FNMA 30yr Pool#BX8072 5.500% 01-Mar-2053, 5.50%, 03/01/53 FN 3140NC6J3 - 1,855,656 $1,877,683 $1,877,683 0.03 $1,860,426
Chase Mortgage Reference Notes, Series 2020-CL1 M2 6.26282% 25-OCT-2057, 6.26%, 10/25/57 CHASE 2020-CL1 46591HAH3 - 1,799,568 $1,865,578 $1,865,578 0.03 $1,856,499
FNMA 30yr Pool#DF0998 6.000% 01-Oct-2055, 6.00%, 10/01/55 FN 3140BRDC0 - 1,757,897 $1,807,175 $1,807,175 0.03 $1,789,200
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 $1,797,808 $1,797,808 0.03 $1,795,132
FHLMC 30yr Pool#QX7432 6.000% 01-Feb-2055, 6.00%, 02/01/55 FR 31426DHJ4 - 1,646,458 $1,796,621 $1,796,621 0.03 $1,675,032
Chase Mortgage Reference Notes, Series 2021-CL1 M3 5.17776% 25-FEB-2050, 5.18%, 02/25/50 CHASE 2021-CL1 46591HBZ2 - 1,805,197 $1,771,792 $1,771,792 0.03 $1,764,263
FHLMC 30yr Pool#SI2017 4.000% 01-Dec-2048, 4.00%, 12/01/48 FR 3133USG21 - 1,884,171 $1,765,776 $1,765,776 0.03 $1,749,333
FNMA 30yr Pool#DA3538 6.000% 01-Oct-2053, 6.00%, 10/01/53 FN 3140A34Y6 - 1,664,137 $1,716,184 $1,716,184 0.03 $1,695,391
RCKT MORTGAGE TR 2026-CES2 M1A, 5.36%, 02/25/56 RCKT 2026-CES2 74940EAE7 - 1,723,000 $1,694,231 $1,694,231 0.03 $1,682,433
PRPM 2025-RCF3 LLC 5.25% 55, 5.25%, 07/25/55 PRPM 2025-RCF3 69392PAC9 - 1,700,000 $1,673,656 $1,673,656 0.02 $1,660,517
FHLMC 30yr Pool#SD1551 4.000% 01-Mar-2050, 4.00%, 03/01/50 FR 3132DNWL3 - 1,747,127 $1,641,608 $1,641,608 0.02 $1,621,980
Fannie Mae Pool|4|08/01/2050, 4.00%, 08/01/50 FN 3140X8UA3 - 1,606,595 $1,620,527 $1,620,527 0.02 $1,485,971
Chase Mortgage Reference Notes, Series 2021-CL1 M2 4.97776% 25-FEB-2050, 4.98%, 02/25/50 CHASE 2021-CL1 46591HBY5 - 1,626,200 $1,597,075 $1,597,075 0.02 $1,590,555
FNMA 30yr Pool#MA3521 4.000% 01-Nov-2048, 4.00%, 11/01/48 FN 31418C4F8 - 1,684,356 $1,587,789 $1,587,789 0.02 $1,563,706
Foundation Finance Trust 2023-2 A 6.53% 15-JUN-2049, 6.53%, 06/15/49 FFIN 2023-2A 35042RAA4 - 1,547,663 $1,585,012 $1,585,012 0.02 $1,582,486
FHLMC 30yr Pool#SD0943 3.500% 01-Apr-2052, 3.50%, 04/01/52 FR 3132DNBL6 - 1,673,817 $1,544,565 $1,544,565 0.02 $1,515,992
FHLMC 30yr Pool#QI4878 6.000% 01-Apr-2054, 6.00%, 04/01/54 FR 3133WBM37 - 1,483,154 $1,526,496 $1,526,496 0.02 $1,510,649
FNMA 30yr Pool#DD4221 6.000% 01-Feb-2055, 6.00%, 02/01/55 FN DD4221 MTGE 3140B4VP2 - 1,454,066 $1,493,685 $1,493,685 0.02 $1,479,301
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 $1,490,639 $1,490,639 0.02 $1,488,559
FHLMC 30yr Pool#SD4456 4.000% 01-Aug-2050, 4.00%, 08/01/50 FR 3132E05R9 - 1,557,715 $1,475,273 $1,475,273 0.02 $1,444,922
FNMA 30yr Pool#CB2681 3.500% 01-Jan-2052, 3.50%, 01/01/52 FN 3140QM6T6 - 1,576,409 $1,458,980 $1,458,980 0.02 $1,427,890
FHLMC 30yr Pool#QY7439 6.000% 01-Jun-2055, 6.00%, 06/01/55 FR 31426SHR3 - 1,401,404 $1,446,331 $1,446,331 0.02 $1,426,359
FHLMC 30yr Pool#QZ4132 6.000% 01-Sep-2055, 6.00%, 09/01/55 FR 31427BSW6 - 1,405,807 $1,444,710 $1,444,710 0.02 $1,430,840
FNMA 30yr Pool#DC9709 6.000% 01-Jan-2055, 6.00%, 01/01/55 FN 3140AXYF8 - 1,277,327 $1,424,480 $1,424,480 0.02 $1,303,798
FNMA 30yr Pool#BT8051 5.500% 01-Jan-2053, 5.50%, 01/01/53 FN 3140LW5M5 - 1,146,688 $1,385,570 $1,385,570 0.02 $1,151,622
FNMA 30yr Pool#BY1896 5.500% 01-May-2053, 5.50%, 05/01/53 FN 3140NJDA9 - 1,343,831 $1,355,703 $1,355,703 0.02 $1,341,991
FHLMC 30yr Pool#Q58477 4.000% 01-Sep-2048, 4.00%, 09/01/48 FG 3132Y2M37 - 1,451,206 $1,352,417 $1,352,417 0.02 $1,348,708
FHLMC 30yr Pool#QG4340 6.500% 01-Jun-2053, 6.50%, 06/01/53 FR 3133C4ZD9 - 1,289,930 $1,344,012 $1,344,012 0.02 $1,330,364
FNMA 30yr Pool#MA3415 4.000% 01-Jul-2048, 4.00%, 07/01/48 FN 31418CYM0 - 1,423,993 $1,343,046 $1,343,046 0.02 $1,321,993
FNMA 30yr Pool#CA5573 4.000% 01-Apr-2050, 4.00%, 04/01/50 FN 3140QDFP4 - 1,377,009 $1,284,709 $1,284,709 0.02 $1,273,622
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 $1,283,560 $1,283,560 0.02 $1,281,741
FNMA 30yr Pool#BY0327 6.500% 01-May-2053, 6.50%, 05/01/53 FN 3140NGLH1 - 1,224,472 $1,278,486 $1,278,486 0.02 $1,265,298
FNMA 30yr Pool#BX7860 5.500% 01-Mar-2053, 5.50%, 03/01/53 FN 3140NCWW5 - 1,239,923 $1,257,893 $1,257,893 0.02 $1,242,712
FIGRE TRUST 2025-HE5 FLTG 2055 B, 5.49%, 08/25/55 FIGRE 2025-HE5 31684MAB5 - 1,213,103 $1,210,005 $1,210,005 0.02 $1,200,209
Connecticut Avenue Securities Trust 2023-R02 1B2 11.52776% 25-JAN-2043, 11.53%, 01/25/43 CAS 2023-R02 20755AAE2 - 1,090,000 $1,198,222 $1,198,222 0.02 $1,188,100
FNMA 30yr Pool#DB3056 5.500% 01-May-2054, 5.50%, 05/01/54 FN 3140ACME0 - 1,167,302 $1,183,293 $1,183,293 0.02 $1,172,141
FHLMC 30yr Pool#QF2561 5.500% 01-Nov-2052, 5.50%, 11/01/52 FR 3133BPZ27 - 1,166,598 $1,182,621 $1,182,621 0.02 $1,171,617
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 $1,171,484 $1,171,484 0.02 $1,169,844
EFMT 2026-CES1 M1 5.616% 25-DEC-2060, 5.62%, 12/25/60 EFMT 2026-CES1 26846MAF1 - 1,166,000 $1,152,976 $1,152,976 0.02 $1,143,336
FNMA 40yr Pool#BF0167 3.000% 01-Feb-2057, 3.00%, 02/01/57 FN 3140FXFH0 - 1,335,471 $1,139,628 $1,139,628 0.02 $1,125,629
FNMA 30yr Pool#BX0804 5.500% 01-Nov-2052, 5.50%, 11/01/52 FN 3140N43N5 - 1,107,625 $1,120,448 $1,120,448 0.02 $1,109,704
FNMA 30yr Pool#MA3149 4.000% 01-Oct-2047, 4.00%, 10/01/47 FN 31418CQB3 - 1,179,736 $1,115,991 $1,115,991 0.02 $1,095,871
FHLMC 30yr Pool#SD8003 4.000% 01-Jul-2049, 4.00%, 07/01/49 FR 3132DV3L7 - 1,154,919 $1,090,888 $1,090,888 0.02 $1,071,292
FNMA 30yr Pool#FM9138 4.000% 01-Mar-2050, 4.00%, 03/01/50 FN 3140XDEL6 - 1,136,712 $1,069,779 $1,069,779 0.02 $1,055,289
FNMA 30yr Pool#AS6811 3.000% 01-Mar-2046, 3.00%, 03/01/46 FN 3138WGR97 - 1,187,223 $1,059,330 $1,059,330 0.02 $1,048,916
FNMA 30yr Pool#BJ9181 5.000% 01-May-2048, 5.00%, 05/01/48 FN 3140HBFX1 - 1,053,709 $1,049,070 $1,049,070 0.02 $1,038,904
FHLMC 30yr Pool#ZT2087 4.000% 01-Jun-2049, 4.00%, 06/01/49 FR 3132AEJ80 - 1,096,261 $1,037,850 $1,037,850 0.02 $1,016,882
RCKT Mortgage Trust 2025-CES10 A1B 4.995% 25-OCT-2055, 5.00%, 11/25/55 RCKT 2025-CES10 74939LAB0 - 1,047,290 $1,033,756 $1,033,756 0.02 $1,030,414
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 $1,026,869 $1,026,869 0.02 $1,025,265
FNMA 30yr Pool#AS7492 4.000% 01-Jul-2046, 4.00%, 07/01/46 FN 3138WHKE1 - 1,070,771 $1,010,440 $1,010,440 0.02 $1,000,662
FHLMC 30yr Pool#QG3885 6.500% 01-Jun-2053, 6.50%, 06/01/53 FR 3133C4J62 - 961,871 $1,002,158 $1,002,158 0.01 $992,022
ACHV ABS Trust 2024-1PL B 6.34% 25-APR-2031, 6.34%, 04/25/31 ACHV 2024-1PL 00092BAB0 - 984,034 $992,436 $992,436 0.01 $987,410
Bayview Opportunity Master Fund VII Trust 2024-CAR1 C 5.12776% 25-DEC-2031, 5.13%, 12/26/31 BVCLN 2024-CAR1 07336QAC6 - 980,833 $987,246 $987,246 0.01 $983,195
FNMA 30yr Pool#BV8484 3.500% 01-Apr-2052, 3.50%, 04/01/52 FN 3140MNNA0 - 973,073 $904,464 $904,464 0.01 $878,429
FHLMC 30yr Pool#QG6538 5.500% 01-Jul-2053, 5.50%, 07/01/53 FR 3133C7HP5 - 892,944 $903,894 $903,894 0.01 $895,638
FREMF 2019-KF70 Mortgage Trust C 9.70615% 25-SEP-2029, 9.71%, 09/25/29 FREMF 2019-KF70 30298UAJ0 - 890,414 $890,987 $890,987 0.01 $884,025
FHLMC 30yr Pool#QH3309 5.500% 01-Oct-2053, 5.50%, 10/01/53 FR 3133CFVA4 - 882,230 $889,544 $889,544 0.01 $881,022
FNMA 30yr Pool#FM1598 4.000% 01-Feb-2049, 4.00%, 02/01/49 FN 3140X4X43 - 939,181 $880,208 $880,208 0.01 $871,908
FNMA 30yr Pool#BV4203 3.500% 01-Apr-2052, 3.50%, 04/01/52 FN 3140MHU56 - 966,025 $879,666 $879,666 0.01 $872,066
FNMA 30yr Pool#BY0361 6.500% 01-Jun-2053, 6.50%, 06/01/53 FN 3140NGMK3 - 815,813 $852,339 $852,339 0.01 $843,515
FHLMC 30yr Pool#QG6948 5.500% 01-Jul-2053, 5.50%, 07/01/53 FR 3133C7WH6 - 836,132 $846,415 $846,415 0.01 $838,654
GNMA II 30yr Pool#MA5021 4.500% 20-Feb-2048, 4.50%, 02/20/48 G2 36179TSJ5 - 842,535 $810,648 $810,648 0.01 $808,226
FHLMC 30yr Pool#ZM8197 4.000% 01-Sep-2048, 4.00%, 09/01/48 FR 3131Y3DA1 - 863,434 $808,843 $808,843 0.01 $801,643
Structured Agency Credit Risk (STACR) Debt Notes, Series 2020-DNA2 B2 8.54224% 25-FEB-2050, 8.54%, 02/25/50 STACR 2020-DNA2 35565KBE7 - 728,791 $806,943 $806,943 0.01 $801,928
FNMA 30yr Pool#CC0990 5.000% 01-Sep-2055, 5.00%, 09/01/55 FN 3140Y7C48 - 778,871 $768,193 $768,193 0.01 $760,971
FNMA 30yr Pool#BN4541 4.000% 01-Feb-2049, 4.00%, 02/01/49 FN 3140JMBK7 - 807,513 $756,454 $756,454 0.01 $749,671
RCKT Mortgage Trust 2025-CES10 M1 5.662% 25-OCT-2055, 5.66%, 11/25/55 RCKT 2025-CES10 74939LAE4 - 763,000 $755,242 $755,242 0.01 $748,882
FNMA 30yr Pool#BY0782 5.500% 01-Apr-2053, 5.50%, 04/01/53 FN 3140NG2Q2 - 735,760 $744,804 $744,804 0.01 $737,980
FNMA 30yr Pool#AB9341 3.000% 01-May-2043, 3.00%, 05/01/43 FN 31417GLX2 - 823,750 $742,181 $742,181 0.01 $734,477
FHLMC 30yr Pool#QG7338 6.000% 01-Jul-2053, 6.00%, 07/01/53 FR 3133C8EK7 - 697,143 $716,363 $716,363 0.01 $709,242
FNMA 30yr Pool#FA1128 6.500% 01-Aug-2054, 6.50%, 08/01/54 FN 3140W1HE6 - - $708,862 $708,862 0.01 $0
FNMA 30yr Pool#BY0866 5.500% 01-May-2053, 5.50%, 05/01/53 FN 3140NG6C9 - 688,771 $695,764 $695,764 0.01 $688,835
U.S. Auto Funding 2021-1 C 2.2% 15-MAY-2026, 2.20%, 05/15/27 USAUT 2021-1A 90355EAC5 - 919,777 $690,811 $690,811 0.01 $690,305
FHLMC 30yr Pool#ZT1926 3.000% 01-Nov-2043, 3.00%, 11/01/43 FR 3132AED78 - 726,500 $657,618 $657,618 0.01 $650,577
FNMA 30yr Pool#FA1129 6.500% 01-Jun-2054, 6.50%, 06/01/54 FN 3140W1HF3 - - $633,531 $633,531 0.01 $0
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 $628,970 $628,970 0.01 $625,474
FNMA 30yr Pool#CB6864 5.000% 01-Aug-2053, 5.00%, 08/01/53 FN 3140QSTW1 - 635,754 $628,259 $628,259 0.01 $620,820
GNMA II 30yr Pool#MA5264 4.000% 20-Jun-2048, 4.00%, 06/20/48 G2 36179TZ57 - 672,926 $624,569 $624,569 0.01 $622,849
FHLMC 30yr Pool#QE1073 3.500% 01-Apr-2052, 3.50%, 04/01/52 FR 3133BAFN6 - 637,974 $580,715 $580,715 0.01 $575,923
ACHM Trust 2024-HE1 B 7.26% 25-MAY-2039, 7.26%, 05/25/39 ACHM 2024-HE1 00449TAB1 - 567,767 $578,075 $578,075 0.01 $574,755
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 $569,201 $569,201 0.01 $568,242
FHLMC 30yr Pool#QG2540 6.500% 01-May-2053, 6.50%, 05/01/53 FR 3133C2ZD3 - 540,321 $564,671 $564,671 0.01 $558,813
FNMA 30yr Pool#BW0343 4.500% 01-May-2052, 4.50%, 05/01/52 FN 3140MRLZ8 - 580,311 $555,804 $555,804 0.01 $551,110
FNMA 30yr Pool#AL6842 4.000% 01-May-2045, 4.00%, 05/01/45 FN 3138EPS88 - 570,587 $541,578 $541,578 0.01 $535,846
FNMA 30yr Pool#BK9507 4.000% 01-Oct-2048, 4.00%, 10/01/48 FN 3140HPR58 - 568,175 $533,384 $533,384 0.01 $528,569
Sequoia Mortgage Trust 2013-5 A1 2.5% 25-MAY-2043, 2.50%, 05/25/43 SEMT 2013-5 81745AAA5 - 590,284 $521,367 $521,367 0.01 $516,676
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-DNA5 M2 5.27776% 25-JAN-2034, 5.28%, 01/25/34 STACR 2021-DNA5 35564KHE2 - 494,991 $498,109 $498,109 0.01 $496,004
ACHV ABS Trust 2024-1PL C 6.42% 25-APR-2031, 6.42%, 04/25/31 ACHV 2024-1PL 00092BAC8 - 472,699 $476,481 $476,481 0.01 $474,036
FNMA 30yr Pool#AZ0869 4.000% 01-Jul-2045, 4.00%, 07/01/45 FN 3138YR6F0 - 475,905 $450,996 $450,996 0.01 $446,379
FHLMC 30yr Pool#QD9191 3.500% 01-Apr-2052, 3.50%, 04/01/52 FR 3133B7F86 - 490,230 $446,370 $446,370 0.01 $442,549
FHLMC 15yr Pool#SB0116 2.500% 01-Nov-2034, 2.50%, 11/01/34 FR 3132CWDV3 - 451,147 $431,342 $431,342 0.01 $424,198
FHLMC 30yr Pool#SD1414 4.000% 01-Oct-2050, 4.00%, 10/01/50 FR 3132DNSB0 - 425,447 $398,880 $398,880 0.01 $394,641
FNMA 30yr Pool#BV6879 4.500% 01-Apr-2052, 4.50%, 04/01/52 FN 3140MLUD0 - 401,210 $384,329 $384,329 0.01 $381,058
BX Commercial Mortgage Trust 2021-21M A 4.521% 15-OCT-2036, 4.52%, 10/15/36 BX 2021-21M 05609CAA5 - 382,219 $382,651 $382,651 0.01 $382,219
FNMA 30yr Pool#CB4329 3.500% 01-Jul-2052, 3.50%, 07/01/52 FN 3140QPY35 - 397,589 $365,011 $365,011 0.01 $359,137
FHLMC 30yr Pool#QG3397 6.000% 01-May-2053, 6.00%, 05/01/53 FR 3133C3X27 - 335,067 $350,756 $350,756 0.01 $340,882
FHLMC 30yr Pool#QA8274 3.500% 01-Mar-2050, 3.50%, 03/01/50 FR 3133A3FP8 - 382,027 $344,726 $344,726 0.01 $341,972
FNMA 30yr Pool#CA4646 3.000% 01-Feb-2048, 3.00%, 02/01/48 FN 3140QCEU6 - 377,962 $337,319 $337,319 0.01 $334,230
Blue Bridge Funding 2023-1 A 7.37% 15-NOV-2030, 7.37%, 11/15/30 BBEF 2023-1A 09531MAA8 - 321,413 $322,906 $322,906 0.00 $322,313
FNMA 30yr Pool#FM3447 4.000% 01-Nov-2049, 4.00%, 11/01/49 FN 3140X6ZM6 - 340,816 $320,372 $320,372 0.00 $316,300
Connecticut Avenue Securities Trust 2022-R01 1B1 6.77776% 25-DEC-2041, 6.78%, 12/25/41 CAS 2022-R01 20754LAF6 - 310,000 $314,009 $314,009 0.00 $312,317
Hotwire Funding, Series 2021-1 B_2021_1 2.658% 20-NOV-2051, 2.66%, 11/20/51 HWIRE 2021-1 44148JAB5 - 300,000 $297,623 $297,623 0.00 $297,534
FNMA 30yr Pool#BV7632 4.500% 01-Apr-2052, 4.50%, 04/01/52 FN 3140MMPS1 - 308,188 $295,241 $295,241 0.00 $292,708
FHLMC 30yr Pool#ZN6461 4.000% 01-May-2049, 4.00%, 05/01/49 FR 3131YDFA7 - 283,037 $278,703 $278,703 0.00 $263,216
FNMA 30yr Pool#AR9225 3.000% 01-Mar-2043, 3.00%, 03/01/43 FN 3138W7HB3 - 308,562 $276,951 $276,951 0.00 $274,088
FNMA 30yr Pool#FS2548 4.000% 01-Mar-2051, 4.00%, 03/01/51 FN 3140XHZN0 - 279,231 $264,264 $264,264 0.00 $259,012
FHLMC 30yr Pool#ZT0391 4.000% 01-Nov-2047, 4.00%, 11/01/47 FR 3132ACNG1 - 273,358 $262,989 $262,989 0.00 $255,439
FNMA 30yr Pool#AS8649 3.000% 01-Jan-2047, 3.00%, 01/01/47 FN 3138WJTF5 - 290,991 $261,214 $261,214 0.00 $255,473
FNMA 30yr Pool#BN3899 4.000% 01-Dec-2048, 4.00%, 12/01/48 FN 3140JLKM5 - 247,692 $237,887 $237,887 0.00 $229,950
FHLMC 30yr Pool#ZN4240 4.500% 01-Dec-2048, 4.50%, 12/01/48 FR 3131YAV98 - 242,701 $235,531 $235,531 0.00 $233,220
Fannie Mae REMIC Trust 2012-126 SY 0.27342% 25-NOV-2042, 0.27%, 11/25/42 FNR 2012-126 3136A9ZR2 - 473,554 $231,683 $231,683 0.00 $231,579
FHLMC 30yr Pool#QA1615 3.500% 01-Aug-2049, 3.50%, 08/01/49 FR 31334XYL7 - 230,563 $222,794 $222,794 0.00 $207,251
FNMA 30yr Pool#BW0081 4.500% 01-Apr-2052, 4.50%, 04/01/52 FN 3140MRCT2 - 226,968 $217,384 $217,384 0.00 $215,547
FNMA 30yr Pool#MA3687 4.000% 01-Jun-2049, 4.00%, 06/01/49 FN 31418DCZ3 - 218,100 $204,712 $204,712 0.00 $202,308
FNMA 30yr Pool#MA1327 3.000% 01-Jan-2043, 3.00%, 01/01/43 FN 31418APM4 - 221,821 $200,740 $200,740 0.00 $198,640
Fannie Mae REMIC Trust 2017-9 VL 3.0% 25-JUL-2028, 3.00%, 07/25/28 FNR 2017-9 3136AVYH6 - 190,715 $198,545 $198,545 0.00 $189,473
FNMA 30yr Pool#BE3616 4.000% 01-May-2047, 4.00%, 05/01/47 FN 3140FPAS8 - 209,317 $198,282 $198,282 0.00 $196,279
FHLMC 15yr Pool#SB0040 2.500% 01-Dec-2033, 2.50%, 12/01/33 FR 3132CWBH6 - 191,964 $189,112 $189,112 0.00 $183,848
GNMA II 30yr Pool#MA5192 4.000% 20-May-2048, 4.00%, 05/20/48 G2 36179TXV2 - 202,482 $187,931 $187,931 0.00 $187,414
FNMA 30yr Pool#BO2983 3.000% 01-Sep-2049, 3.00%, 09/01/49 FN 3140JXJ58 - 185,848 $164,335 $164,335 0.00 $162,825
FNMA 30yr Pool#AB6280 3.000% 01-Sep-2042, 3.00%, 09/01/42 FN 31417C6S9 - 175,922 $159,644 $159,644 0.00 $157,538
FNMA 30yr Pool#BV7132 4.500% 01-Apr-2052, 4.50%, 04/01/52 FN 3140ML4S6 - 159,728 $152,990 $152,990 0.00 $151,691
FHLMC 30yr Pool#ZT1320 4.000% 01-Nov-2048, 4.00%, 11/01/48 FR 3132ADPD4 - 150,395 $142,081 $142,081 0.00 $139,622
FNMA 30yr Pool#AB7563 3.000% 01-Jan-2043, 3.00%, 01/01/43 FN 31417EMM0 - 154,061 $139,857 $139,857 0.00 $138,386
FNMA 30yr Pool#FS2546 4.000% 01-Mar-2051, 4.00%, 03/01/51 FN 3140XHZL4 - 147,874 $138,929 $138,929 0.00 $137,282
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 $132,166 $132,166 0.00 $131,953
FHLMC 30yr Pool#QH7013 6.500% 01-Dec-2053, 6.50%, 12/01/53 FR 3133CKYJ1 - 116,440 $129,544 $129,544 0.00 $120,049
FNMA 30yr Pool#BV7131 4.500% 01-Apr-2052, 4.50%, 04/01/52 FN 3140ML4R8 - 88,010 $123,999 $123,999 0.00 $83,578
FNMA 30yr Pool#MA1229 3.000% 01-Oct-2042, 3.00%, 10/01/42 FN 31418ALK2 - 135,073 $122,674 $122,674 0.00 $121,348
GNMA II 30yr Pool#MA5753 4.000% 20-Feb-2049, 4.00%, 02/20/49 G2 36179UMA7 - 134,847 $121,974 $121,974 0.00 $121,629
GNMA II 30yr Pool#BF6874 4.500% 20-Jul-2048, 4.50%, 07/20/48 G2 3617GDT77 - 124,119 $119,609 $119,609 0.00 $119,252
Structured Agency Credit Risk (STACR) Debt Notes, Series 2023-HQA2 M1A 5.62776% 25-JUN-2043, 5.63%, 06/25/43 STACR 2023-HQA2 35564K2F5 - 115,417 $116,085 $116,085 0.00 $115,562
FNMA 20yr Pool#AB9283 3.000% 01-Apr-2038, 3.00%, 04/01/38 FN 31417GJ56 - 122,155 $114,635 $114,635 0.00 $112,853
GNMA II 30yr Pool#MA5866 4.000% 20-Apr-2049, 4.00%, 04/20/49 G2 36179UQT2 - 122,902 $111,607 $111,607 0.00 $111,293
GNMA II 30yr Pool#BK5879 4.500% 20-Nov-2048, 4.50%, 11/20/48 G2 3617J6Q80 - 109,680 $105,036 $105,036 0.00 $104,721
FHLMC 30yr Pool#QE0318 4.500% 01-Mar-2052, 4.50%, 03/01/52 FR 3133B9K78 - 106,848 $102,364 $102,364 0.00 $101,482
FNMA 30yr Pool#BW0072 4.500% 01-Apr-2052, 4.50%, 04/01/52 FN 3140MRCJ4 - 74,619 $102,216 $102,216 0.00 $70,864
FNMA 30yr Pool#BM3282 3.500% 01-Dec-2047, 3.50%, 12/01/47 FN 3140J7UG8 - 106,108 $97,857 $97,857 0.00 $96,597
FHLMC 30yr Pool#ZT1633 4.000% 01-Mar-2047, 4.00%, 03/01/47 FR 3132ADY69 - 102,108 $97,853 $97,853 0.00 $95,782
FNMA 30yr Pool#CA0108 3.500% 01-Aug-2047, 3.50%, 08/01/47 FN 3140Q7DN4 - 97,619 $90,579 $90,579 0.00 $88,869
Fannie Mae REMIC Trust 2013-130 FN 4.09224% 25-OCT-2042, 4.09%, 10/25/42 FNR 2013-130 3136AHG53 - 80,849 $80,497 $80,497 0.00 $80,230
FHLMC 30yr Pool#ZM7926 5.000% 01-Sep-2048, 5.00%, 09/01/48 FR 3131Y2YX0 - 76,085 $75,751 $75,751 0.00 $75,020
FNMA 30yr Pool#MA1447 3.000% 01-May-2043, 3.00%, 05/01/43 FN 31418ATD0 - 72,089 $64,788 $64,788 0.00 $64,035
FHLMC 30yr Pool#QA2159 3.000% 01-Aug-2049, 3.00%, 08/01/49 FR 31334YMG9 - 74,091 $63,979 $63,979 0.00 $63,404
FNMA 30yr Pool#AS8547 3.000% 01-Nov-2046, 3.00%, 11/01/46 FN 3138WJP93 - 69,828 $61,650 $61,650 0.00 $61,127
Sequoia Mortgage Trust 2019-CH3 A19 4.0% 25-OCT-2049, 4.00%, 09/25/49 SEMT 2019-CH3 81748GBN0 - 63,976 $60,522 $60,522 0.00 $57,973
FNMA 30yr Pool#BD2453 3.000% 01-Jan-2047, 3.00%, 01/01/47 FN 3140F9WP6 - 63,426 $56,667 $56,667 0.00 $55,754
Fannie Mae REMIC Trust 2006-20 GF 4.09224% 25-APR-2036, 4.09%, 04/25/36 FNR 2006-20 31395BU43 - 48,494 $48,301 $48,301 0.00 $48,141
FHLMC 15yr Pool#ZK8962 3.000% 01-Sep-2032, 3.00%, 09/01/32 FR 3131XC5X1 - 46,205 $45,732 $45,732 0.00 $44,450
Fannie Mae REMIC Trust 2010-109 BS 13.78751% 25-OCT-2040, 13.79%, 10/25/40 FNR 2010-109 31398NTM6 - 41,248 $45,006 $45,006 0.00 $44,142
FHLMC 15yr Pool#ZS7403 3.000% 01-May-2031, 3.00%, 05/01/31 FR 3132A8GL7 - 39,514 $39,744 $39,744 0.00 $38,459
FNMA 15yr Pool#BO5957 3.000% 01-Dec-2034, 3.00%, 12/01/34 FN 3140K1TP1 - 40,304 $38,877 $38,877 0.00 $38,148
Freddie Mac Multiclass Certificates, Series 3380 FM 4.34733% 15-OCT-2037, 4.33%, 10/15/37 FHR 3380 31397KTJ0 - 38,629 $38,625 $38,625 0.00 $38,583
Freddie Mac Multiclass Certificates, Series 3721 FB 4.25733% 15-SEP-2040, 4.24%, 09/15/40 FHR 3721 3137GAD20 - 37,165 $36,992 $36,992 0.00 $36,953
Ginnie Mae REMIC Trust 2008-013 FB 4.28409% 20-FEB-2038, 4.28%, 02/20/38 GNR 2008-13 38375PNL1 - 36,100 $35,951 $35,951 0.00 $35,934
FNMA 30yr Pool#BC0870 3.500% 01-Jan-2046, 3.50%, 01/01/46 FN 3140EU6G9 - 34,450 $31,984 $31,984 0.00 $31,356
FNMA 15yr Pool#BO7717 3.000% 01-Nov-2034, 3.00%, 11/01/34 FN 3140K3SF0 - 22,302 $29,737 $29,737 0.00 $21,221
FHLMC 15yr Pool#ZK9163 3.000% 01-Jan-2033, 3.00%, 01/01/33 FR 3131XDFC4 - 27,728 $27,283 $27,283 0.00 $26,650
Ginnie Mae REMIC Trust 2007-040 FG 4.10409% 20-JUL-2037, 4.10%, 07/20/37 GNR 2007-40 38375KZS4 - 27,245 $26,989 $26,989 0.00 $26,976
Ginnie Mae REMIC Trust 2004-069 CF 4.18409% 20-JUL-2034, 4.18%, 07/20/34 GNR 2004-69 38374JAT3 - 22,666 $22,526 $22,526 0.00 $22,515
Fannie Mae REMIC Trust 2013-2 QF 4.22658% 25-FEB-2043, 4.24%, 02/25/43 FNR 2013-2 3136AB4P5 - 21,977 $21,949 $21,949 0.00 $21,874
FHLMC 30yr Pool#ZN2165 4.500% 01-Dec-2048, 4.50%, 12/01/48 FR 3131Y8MN2 - 22,232 $21,611 $21,611 0.00 $21,405
Ginnie Mae REMIC Trust 2007-059 FA 4.28409% 20-OCT-2037, 4.28%, 10/20/37 GNR 2007-59 38375LPU8 - 21,517 $21,439 $21,439 0.00 $21,429
Ginnie Mae REMIC Trust 2010-133 FD 4.24964% 16-OCT-2040, 4.25%, 10/16/40 GNR 2010-133 38377MHV1 - 17,521 $17,517 $17,517 0.00 $17,500
Ginnie Mae REMIC Trust 2008-016 FC 4.28409% 20-FEB-2038, 4.28%, 02/20/38 GNR 2008-16 383742FU2 - 17,416 $17,347 $17,347 0.00 $17,339
Ginnie Mae REMIC Trust 2007-037 FW 4.09409% 20-JUN-2037, 4.09%, 06/20/37 GNR 2007-37 38375KNR9 - 17,045 $16,861 $16,861 0.00 $16,853
Ginnie Mae REMIC Trust 2005-065 FA 3.93409% 20-AUG-2035, 3.93%, 08/20/35 GNR 2005-65 38374LL25 - 16,644 $16,427 $16,427 0.00 $16,420
Ginnie Mae REMIC Trust 2004-059 FP 4.11964% 16-AUG-2034, 4.12%, 08/16/34 GNR 2004-59 38374HYS3 - 15,901 $15,874 $15,874 0.00 $15,859
Freddie Mac Multiclass Certificates, Series 2426 FL 4.40733% 15-MAR-2032, 4.39%, 03/15/32 FHR 2426 31339W7G5 - 14,061 $14,125 $14,125 0.00 $14,110
FHLMC 30yr Pool#ZT0252 3.000% 01-Dec-2047, 3.00%, 12/01/47 FR 3132ACH52 - 15,720 $14,103 $14,103 0.00 $13,818
Fannie Mae REMIC Trust 2002-53 FK 4.12658% 25-APR-2032, 4.14%, 04/25/32 FNR 2002-53 31392EHN3 - 13,859 $13,890 $13,890 0.00 $13,843
Ginnie Mae REMIC Trust 2005-048 AF 3.98409% 20-JUN-2035, 3.98%, 06/20/35 GNR 2005-48 38374LHM6 - 13,730 $13,551 $13,551 0.00 $13,545
Fannie Mae REMIC Trust 2005-83 KT 4.02658% 25-OCT-2035, 4.04%, 10/25/35 FNR 2005-83 31394FUL7 - 12,260 $12,216 $12,216 0.00 $12,176
Fannie Mae REMIC Trust 2007-89 GF 4.24658% 25-SEP-2037, 4.26%, 09/25/37 FNR 2007-89 31396XPM0 - 11,660 $11,667 $11,667 0.00 $11,627
FHLMC 30yr Pool#ZM2269 3.000% 01-Dec-2046, 3.00%, 12/01/46 FR 3131XVQW8 - 11,031 $10,288 $10,288 0.00 $9,685
Freddie Mac Multiclass Certificates, Series 2551 FD 4.15733% 15-JAN-2033, 4.14%, 01/15/33 FHR 2551 31393JAZ1 - 10,194 $10,189 $10,189 0.00 $10,179
Ginnie Mae REMIC Trust 2012-075 FP 4.08409% 20-JUL-2041, 4.08%, 07/20/41 GNR 2012-75 38378EZ55 - 9,525 $9,541 $9,541 0.00 $9,537
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 $8,728
Fannie Mae REMIC Trust 2010-123 FL 4.15658% 25-NOV-2040, 4.17%, 11/25/40 FNR 2010-123 31398N2W3 - 7,973 $7,977 $7,977 0.00 $7,950
FNMA 15yr Pool#AS8207 2.500% 01-Oct-2031, 2.50%, 10/01/31 FN 3138WJDM7 - 7,645 $7,602 $7,602 0.00 $7,330
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 $7,592 $7,592 0.00 $7,584
Fannie Mae REMIC Trust 2012-100 FG 4.12658% 25-SEP-2042, 4.14%, 09/25/42 FNR 2012-100 3136A8QW3 - 7,067 $7,048 $7,048 0.00 $7,024
Fannie Mae REMIC Trust 2003-87 FG 4.22658% 25-SEP-2033, 4.24%, 09/25/33 FNR 2003-87 31393E4W6 - 6,654 $6,686 $6,686 0.00 $6,663
FNMA 15yr Pool#BM1036 2.500% 01-Feb-2032, 2.50%, 02/01/32 FN 3140J5EJ4 - 6,732 $6,665 $6,665 0.00 $6,453
FNMA 15yr Pool#AS7643 2.500% 01-Aug-2031, 2.50%, 08/01/31 FN 3138WHP55 - 6,769 $6,649 $6,649 0.00 $6,494
Freddie Mac Multiclass Certificates, Series 3028 FM 4.00733% 15-SEP-2035, 3.99%, 09/15/35 FHR 3028 31396AFB5 - 6,617 $6,594 $6,594 0.00 $6,587
Ginnie Mae REMIC Trust 2007-018 FD 4.08409% 20-APR-2037, 4.08%, 04/20/37 GNR 2007-18 38375JC86 - 6,429 $6,355 $6,355 0.00 $6,352
Ginnie Mae REMIC Trust 2010-006 FG 4.41964% 16-JAN-2040, 4.42%, 01/16/40 GNR 2010-6 38376TSC7 - 6,044 $6,045 $6,045 0.00 $6,039
Fannie Mae REMIC Trust 2002-16 VF 4.27658% 25-APR-2032, 4.29%, 04/25/32 FNR 2002-16 31392CWW0 - 5,756 $5,788 $5,788 0.00 $5,768
FHLMC 15yr Pool#ZK8405 2.500% 01-Dec-2031, 2.50%, 01/22/31 FR 3131XCKS5 - 5,860 $5,777 $5,777 0.00 $5,610
Fannie Mae REMIC Trust 2010-95 FB 4.12658% 25-SEP-2040, 4.14%, 09/25/40 FNR 2010-95 31398NEX8 - 4,951 $4,956 $4,956 0.00 $4,939
Freddie Mac Multiclass Certificates, Series 3738 FD 4.05733% 15-AUG-2040, 4.04%, 08/15/40 FHR 3738 3137GAYQ4 - 2,582 $2,584 $2,584 0.00 $2,582
FHLMC 30yr Pool#ZN0650 3.000% 01-Mar-2043, 3.00%, 03/01/43 FR 3131Y6WK1 - 1,020 $914 $914 0.00 $906
Freddie Mac Multiclass Certificates, Series 2469 FE 4.25733% 15-JUL-2032, 4.24%, 07/15/32 FHR 2469 31392RC58 - 614.00 $614 $614 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 $296 $296 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 5YR NOTE (CBT) Sep26 SEP 26 FVU6 FUTURES_USD - -2,188 $-231,739,970 $0 0.00 $0
US ULTRA BOND CBT Sep26 SEP 26 WNU6 FUTURES_USD - -305.00 $-33,988,438 $0 0.00 $0
US 10yr Ultra Fut Sep26 SEP 26 UXYU6 FUTURES_USD - -3,027 $-333,111,891 $0 0.00 $0
US 10YR NOTE (CBT)Sep26 SEP 26 TYU6 FUTURES_USD - -2,569 $-277,692,844 $0 0.00 $0
US 2YR NOTE (CBT) Sep26 SEP 26 TUU6 FUTURES_USD - 2,879 $591,229,644 $-0 0.00 $-0
UMBS TBA 30yr 5% September Delivery, 5.00%, 09/14/26 FNCL 01F050692 - -246,872,871 $-238,096,294 $-238,096,294 -3.55 $-238,096,294
UMBS TBA 30yr 5.5% August Delivery, 5.50%, 08/13/26 FNCL 01F052680 - -278,059,547 $-275,248,087 $-275,248,087 -4.10 $-275,248,087
UMBS TBA 30yr 5% August Delivery, 5.00%, 08/13/26 FNCL 01F050684 - -464,850,561 $-448,850,405 $-448,850,405 -6.69 $-448,850,405
UMBS TBA 30yr 4% August Delivery, 4.00%, 08/13/26 FNCL 01F040685 - -548,543,829 $-501,134,831 $-501,134,831 -7.47 $-501,134,831
UMBS TBA 30yr 4.5% August Delivery, 4.50%, 08/13/26 FNCL 01F042681 - -581,152,333 $-546,614,450 $-546,614,450 -8.14 $-546,614,450
SEGREGATED CASH SEGCASH $0.00 38,514,000 $38,514,000 $38,514,000 0.57 $38,514,000
ALMSUM ALMSUM $0.00 - $0 $0 0.00 $0
US DOLLARS USD MD_142224 - -2,190,743,334 $-2,190,743,334 $-2,190,743,334 -32.64 $-2,190,743,334
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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