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For Individual Investors in the US

Mortgage-Backed Securities ETF Holdings

Full Portfolio Holdings

(As of June 25, 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% July Delivery, 2.50%, 07/13/26 FNCL 01F022675 - 1,393,917,386 $1,171,820,347 $1,171,820,347 17.13 $1,171,820,347
GNMA II TBA 30yr 2.5% July Delivery, 2.50%, 07/20/26 G2SF 21H022671 - 710,603,414 $610,187,335 $610,187,335 8.93 $610,187,335
UMBS TBA 30yr 3% July Delivery, 3.00%, 07/13/26 FNCL 01F030678 - 576,803,862 $506,029,451 $506,029,451 7.40 $506,029,451
FNMA 30yr Pool#FA5633 4.500% 01-Sep-2053, 4.50%, 09/01/53 FN 3140W6HK1 - 323,542,634 $318,304,060 $318,304,060 4.66 $317,292,990
UMBS TBA 30yr 2% July Delivery, 2.00%, 07/13/26 FNCL 01F020679 - 360,986,255 $289,930,443 $289,930,443 4.25 $289,930,443
GNMA II TBA 30yr 5% July Delivery, 5.00%, 07/20/26 G2SF 21H050672 - 198,508,194 $196,316,068 $196,316,068 2.88 $196,316,068
UMBS TBA 30yr 6% July Delivery, 6.00%, 07/13/26 FNCL 01F060675 - 191,498,430 $195,765,015 $195,765,015 2.87 $195,765,015
GNMA II TBA 30yr 5.5% July Delivery, 5.50%, 07/20/26 G2SF 21H052678 - 164,697,000 $165,698,358 $165,698,358 2.43 $165,698,358
GNMA II TBA 30yr 3% July Delivery, 3.00%, 07/20/26 G2SF 21H030674 - 182,289,962 $162,720,223 $162,720,223 2.38 $162,720,223
UMBS TBA 30yr 6% August Delivery, 6.00%, 08/13/26 FNCL 01F060683 - 141,463,452 $144,216,331 $144,216,331 2.11 $144,216,331
UMBS TBA 30yr 6.5% July Delivery, 6.50%, 07/13/26 FNCL 01F062671 - 137,850,000 $142,641,666 $142,641,666 2.08 $142,641,666
UMBS TBA 30yr 3.5% July Delivery, 3.50%, 07/13/26 FNCL 01F032674 - 155,843,000 $142,222,166 $142,222,166 2.08 $142,222,166
FNMA 30yr Pool#FA5419 4.500% 01-Aug-2053, 4.50%, 08/01/53 FN 3140W6AV4 - 141,732,159 $138,070,729 $138,070,729 2.02 $137,627,816
FNMA 30yr Pool#CB9787 5.000% 01-Jan-2055, 5.00%, 01/01/55 FN 3140QV2V5 - 129,343,827 $129,165,301 $129,165,301 1.89 $128,716,191
GNMA II TBA 30yr 3.5% July Delivery, 3.50%, 07/20/26 G2SF 21H032670 - 132,283,377 $119,366,434 $119,366,434 1.74 $119,366,434
UMBS TBA 30yr 5.5% July Delivery, 5.50%, 07/13/26 FNCL 01F052672 - 117,256,229 $117,890,585 $117,890,585 1.72 $117,890,585
FNMA 30yr Pool#FA2754 4.500% 01-Jan-2049, 4.50%, 01/01/49 FN 3140W3BY4 - 112,409,250 $110,320,245 $110,320,245 1.61 $109,968,966
GNMA II TBA 30yr 4.5% July Delivery, 4.50%, 07/20/26 G2SF 21H042679 - 113,901,488 $109,807,413 $109,807,413 1.60 $109,807,413
FHLMC 30yr Pool#SL3899 5.000% 01-Jan-2056, 5.00%, 01/01/56 FR 31427RKM1 - 109,286,003 $109,134,572 $109,134,572 1.59 $108,755,106
FNMA 30yr Pool#FS1133 4.000% 01-Oct-2051, 4.00%, 10/01/51 FN 3140XGHK8 - 106,811,436 $101,896,573 $101,896,573 1.49 $101,599,874
FNMA 30yr Pool#FM7460 4.000% 01-Mar-2051, 4.00%, 03/01/51 FN 3140XBJE1 - 101,387,636 $96,722,346 $96,722,346 1.41 $96,440,714
GNMA II TBA 30yr 4% July Delivery, 4.00%, 07/20/26 G2SF 21H040673 - 102,070,688 $95,154,582 $95,154,582 1.39 $95,154,582
FNMA 30yr Pool#FA5549 5.000% 01-Mar-2056, 5.00%, 03/01/56 FN 3140W6EX6 - 94,012,557 $93,486,565 $93,486,565 1.37 $93,160,132
FNMA 30yr Pool#FA4553 5.000% 01-Feb-2056, 5.00%, 02/01/56 FN 3140W5BX1 - 86,410,663 $86,621,715 $86,621,715 1.27 $86,321,678
FNMA 30yr Pool#FA3025 5.500% 01-Sep-2055, 5.50%, 09/01/55 FN 3140W3LF4 - 83,662,464 $85,607,331 $85,607,331 1.25 $85,287,787
FHLMC 30yr Pool#SL5254 4.500% 01-Sep-2051, 4.50%, 09/01/51 FR 31427SZU5 - 85,054,918 $83,677,769 $83,677,769 1.22 $83,411,972
FNMA 30yr Pool#FS9005 5.500% 01-Sep-2054, 5.50%, 09/01/54 FN 3140XRAF2 - 77,800,522 $79,555,952 $79,555,952 1.16 $79,258,798
FHLMC 30yr Pool#SL5145 5.000% 01-Feb-2056, 5.00%, 02/01/56 FR 31427SWF1 - 79,107,925 $78,665,323 $78,665,323 1.15 $78,390,643
FHLMC 30yr Pool#SL2464 4.500% 01-Dec-2048, 4.50%, 12/01/48 FR 31427PW26 - 79,336,102 $77,861,726 $77,861,726 1.14 $77,613,801
FNMA 30yr Pool#FA3036 5.500% 01-Oct-2055, 5.50%, 10/01/55 FN 3140W3LS6 - 72,056,606 $73,830,093 $73,830,093 1.08 $73,554,876
FNMA 30yr Pool#CB9331 5.500% 01-Oct-2054, 5.50%, 10/01/54 FN 3140QVLM4 - 71,983,247 $73,607,421 $73,607,421 1.08 $73,332,485
FHLMC 30yr Pool#RJ4363 5.500% 01-Jun-2055, 5.50%, 06/01/55 FR 3142GUZ55 - 71,836,531 $73,604,601 $73,604,601 1.08 $73,330,226
FHLMC 30yr Pool#SD1046 4.000% 01-Jul-2052, 4.00%, 07/01/52 FR 3132DNET6 - 77,064,996 $73,401,891 $73,401,891 1.07 $73,187,822
FNMA 30yr Pool#FA3037 5.500% 01-Oct-2055, 5.50%, 10/01/55 FN 3140W3LT4 - 66,669,394 $68,235,635 $68,235,635 1.00 $67,980,995
FHLMC 30yr Pool#SL3985 5.000% 01-Jan-2056, 5.00%, 01/01/56 FR 31427RNB2 - 65,734,511 $65,446,635 $65,446,635 0.96 $65,218,390
FNMA 30yr Pool#FA0574 5.500% 01-Jan-2055, 5.50%, 01/01/55 FN 3140W0T88 - 63,883,585 $65,403,118 $65,403,118 0.96 $65,159,118
FHLMC 30yr Pool#SL4515 5.000% 01-Apr-2056, 5.00%, 04/01/56 FR 31427SAR9 - 63,954,225 $63,674,145 $63,674,145 0.93 $63,452,082
FNMA 30yr Pool#FS8993 6.000% 01-Jul-2054, 6.00%, 07/01/54 FN 3140XQ7F8 - 59,010,424 $60,979,402 $60,979,402 0.89 $60,733,526
FNMA 30yr Pool#FA0573 5.000% 01-Jan-2055, 5.00%, 01/01/55 FN 3140W0T70 - 58,591,005 $58,733,897 $58,733,897 0.86 $58,530,456
FNMA 30yr Pool#FA4990 5.000% 01-Mar-2056, 5.00%, 03/01/56 FN 3140W5RL0 - 58,360,448 $58,408,829 $58,408,829 0.85 $58,206,188
FNMA 30yr Pool#FA4270 5.000% 01-Dec-2055, 5.00%, 12/01/55 FN 3140W4W86 - 57,767,198 $57,851,301 $57,851,301 0.85 $57,650,721
FNMA 30yr Pool#FA5046 5.000% 01-Mar-2056, 5.00%, 03/01/56 FN 3140W5TC8 - 56,635,404 $56,717,908 $56,717,908 0.83 $56,521,257
Freddie Mac Pool|5.5|06/01/2056, 5.50%, 06/01/56 FR 3142GXWC7 - 55,359,159 $56,690,659 $56,690,659 0.83 $56,479,217
FHLMC 30yr Pool#SL1188 5.500% 01-Apr-2055, 5.50%, 04/01/55 FR 31427NKA6 - 54,782,642 $56,065,994 $56,065,994 0.82 $55,856,755
FNMA 30yr Pool#FA4000 5.000% 01-Jun-2055, 5.00%, 06/01/55 FN 3140W4NS2 - 53,860,462 $53,991,817 $53,991,817 0.79 $53,804,802
FNMA 30yr Pool#CB9654 5.000% 01-Dec-2054, 5.00%, 12/01/54 FN 3140QVWQ3 - 50,275,692 $50,206,300 $50,206,300 0.73 $50,031,731
FNMA 30yr Pool#FA2246 5.500% 01-Jul-2055, 5.50%, 07/01/55 FN 3140W2P88 - 48,276,568 $49,407,507 $49,407,507 0.72 $49,223,117
FHLMC 30yr Pool#SL0239 5.000% 01-Jan-2055, 5.00%, 01/01/55 FR 31427MHR5 - 48,869,897 $48,802,445 $48,802,445 0.71 $48,632,758
Structured Agency Credit Risk (STACR) Debt Notes, Series 2022-HQA1 M2 8.8621% 25-MAR-2042, 8.88%, 03/25/42 STACR 2022-HQA1 35564KTJ8 - 46,021,486 $47,715,776 $47,715,776 0.70 $47,364,554
FNMA 30yr Pool#CC2018 5.500% 01-Feb-2056, 5.50%, 02/01/56 FN 3140Y8G42 - 46,357,212 $47,446,266 $47,446,266 0.69 $47,269,207
FNMA 30yr Pool#FA3128 5.500% 01-Oct-2055, 5.50%, 10/01/55 FN 3140W3PN3 - 45,753,875 $46,817,497 $46,817,497 0.68 $46,642,742
FNMA 30yr Pool#FA4155 5.000% 01-Jan-2056, 5.00%, 01/01/56 FN 3140W4TM9 - 45,464,950 $45,544,978 $45,544,978 0.67 $45,387,113
FNMA 30yr Pool#FA3572 5.000% 01-Nov-2055, 5.00%, 11/01/55 FN 3140W36J3 - 45,192,309 $45,302,524 $45,302,524 0.66 $45,145,607
FNMA 30yr Pool#FA4202 5.000% 01-Jan-2056, 5.00%, 01/01/56 FN 3140W4U47 - 43,457,184 $43,520,490 $43,520,490 0.64 $43,369,597
FHLMC 30yr Pool#SD7343 5.500% 01-Jan-2055, 5.50%, 01/01/55 FR 3132DVEQ4 - 42,556,791 $43,517,949 $43,517,949 0.64 $43,355,406
FNMA 30yr Pool#CC1926 5.000% 01-Feb-2056, 5.00%, 02/01/56 FN 3140Y8D86 - 41,991,517 $42,132,455 $42,132,455 0.62 $41,986,651
FNMA 30yr Pool#FA3435 5.000% 01-Nov-2055, 5.00%, 11/01/55 FN 3140W3Y94 - 41,076,518 $41,176,845 $41,176,845 0.60 $41,034,218
FNMA 30yr Pool#FS9779 5.500% 01-Nov-2054, 5.50%, 11/01/54 FN 3140XR2M6 - 40,188,785 $41,084,205 $41,084,205 0.60 $40,930,706
FNMA 40yr Pool#BF0646 2.500% 01-Jun-2062, 2.50%, 06/01/62 FN 3140FXWG3 - 46,184,765 $38,584,253 $38,584,253 0.56 $38,504,071
FHLMC 30yr Pool#ZT2413 4.000% 01-Feb-2041, 4.00%, 02/01/41 FR 3132AEVE3 - 38,160,557 $37,164,107 $37,164,107 0.54 $37,058,106
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA2 M2 7.3621% 25-FEB-2042, 7.38%, 02/25/42 STACR 2022-DNA2 35564KRN1 - 35,277,125 $36,094,629 $36,094,629 0.53 $35,870,972
New Residential Mortgage LLC 6.545% 25-MAR-2032, 6.54%, 03/25/32 NZES 2025-FHT 64832EAA7 - 35,532,498 $36,004,838 $36,004,838 0.53 $35,804,578
FHLMC 30yr Pool#SI2101 4.000% 01-Sep-2048, 4.00%, 09/01/48 FR 3133USKN0 - 37,206,767 $35,569,931 $35,569,931 0.52 $35,466,578
FNMA 40yr Pool#BF0598 2.500% 01-Mar-2062, 2.50%, 03/01/62 FN 3140FXUY6 - 42,144,418 $35,212,078 $35,212,078 0.51 $35,138,911
FHLMC 30yr Pool#SL4452 5.000% 01-Mar-2056, 5.00%, 03/01/56 FR 31427R5N6 - 35,034,764 $35,120,334 $35,120,334 0.51 $34,998,686
FHLMC 30yr Pool#SL0938 4.000% 01-Jul-2050, 4.00%, 07/01/50 FR 31427NBG3 - 36,184,105 $35,107,982 $35,107,982 0.51 $35,007,471
FHLMC 30yr Pool#SL0860 5.500% 01-Apr-2055, 5.50%, 04/01/55 FR 31427M5W7 - 34,420,412 $35,088,653 $35,088,653 0.51 $35,020,290
FHLMC 30yr Pool#SL0046 6.000% 01-Jan-2055, 6.00%, 01/01/55 FR 31427MBQ3 - 33,719,507 $34,843,376 $34,843,376 0.51 $34,702,878
FHLMC 30yr Pool#RJ2205 5.500% 01-Aug-2054, 5.50%, 08/01/54 FR 3142GSNX2 - 33,696,611 $34,456,916 $34,456,916 0.50 $34,328,213
FNMA 30yr Pool#CC2016 5.500% 01-Feb-2056, 5.50%, 02/01/56 FN 3140Y8G26 - 33,624,485 $34,452,064 $34,452,064 0.50 $34,323,638
FHLMC 30yr Pool#SL1632 4.000% 01-Nov-2053, 4.00%, 11/01/53 FR 31427NY60 - 35,609,734 $33,911,611 $33,911,611 0.50 $33,812,695
FNMA 30yr Pool#FA0576 5.500% 01-Jan-2055, 5.50%, 01/01/55 FN 3140W0UA1 - 32,878,974 $33,653,650 $33,653,650 0.49 $33,528,070
FNMA 30yr Pool#FA1951 6.000% 01-Jun-2055, 6.00%, 06/01/55 FN 3140W2EZ0 - 31,288,885 $32,350,162 $32,350,162 0.47 $32,219,792
FNMA 30yr Pool#FA3191 5.500% 01-Oct-2055, 5.50%, 10/01/55 FN 3140W3RM3 - 31,129,156 $31,860,463 $31,860,463 0.47 $31,741,567
FNMA 30yr Pool#FA4849 5.000% 01-Feb-2056, 5.00%, 02/01/56 FN 3140W5L77 - 30,832,159 $30,907,464 $30,907,464 0.45 $30,800,408
FNMA 30yr Pool#FA3682 5.500% 01-Feb-2055, 5.50%, 02/01/55 FN 3140W4CU9 - 29,750,566 $30,458,212 $30,458,212 0.45 $30,344,582
FNMA 30yr Pool#FA1557 6.000% 01-May-2055, 6.00%, 05/01/55 FN 3140W1WT6 - 29,084,851 $30,054,247 $30,054,247 0.44 $29,933,060
FNMA 30yr Pool#FA1560 5.500% 01-Apr-2055, 5.50%, 04/01/55 FN 3140W1WW9 - 28,762,284 $29,446,423 $29,446,423 0.43 $29,336,567
FHLMC 30yr Pool#SL0238 5.000% 01-May-2054, 5.00%, 05/01/54 FR 31427MHQ7 - 28,728,827 $28,689,174 $28,689,174 0.42 $28,589,422
UMBS TBA 30yr 5% July Delivery, 5.00%, 07/13/26 FNCL 01F050676 - 28,883,000 $28,478,551 $28,478,551 0.42 $28,478,551
FNMA 40yr Pool#BF0698 3.500% 01-Dec-2062, 3.50%, 12/01/62 FN 3140FXX49 - 31,155,666 $28,290,702 $28,290,702 0.41 $28,214,976
FNMA 30yr Pool#FA4117 4.500% 01-Sep-2051, 4.50%, 09/01/51 FN 3140W4SF5 - 28,322,533 $27,898,677 $27,898,677 0.41 $27,810,169
FHLMC 30yr Pool#SL1291 4.000% 01-Nov-2054, 4.00%, 11/01/54 FR 31427NNH8 - 29,232,864 $27,838,835 $27,838,835 0.41 $27,757,633
FHLMC 30yr Pool#SL2558 6.000% 01-Aug-2055, 6.00%, 08/01/55 FR 31427PZY3 - 26,487,147 $27,520,981 $27,520,981 0.40 $27,410,618
FNMA 30yr Pool#FA3105 6.000% 01-May-2055, 6.00%, 05/01/55 FN 3140W3NX3 - 26,347,763 $27,270,603 $27,270,603 0.40 $27,160,820
FNMA 30yr Pool#FA1798 4.000% 01-Aug-2052, 4.00%, 08/01/52 FN 3140W17L1 - 27,984,959 $26,656,920 $26,656,920 0.39 $26,579,184
FHLMC 30yr Pool#SL4437 6.000% 01-Sep-2054, 6.00%, 09/01/54 FR 31427R4X5 - 24,175,447 $25,228,183 $25,228,183 0.37 $25,127,452
FNMA 30yr Pool#FA5758 5.500% 01-Feb-2056, 5.50%, 02/01/56 FN 3140W6MG4 - 24,539,225 $25,092,909 $25,092,909 0.37 $24,999,183
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 $23,947,122 $23,947,122 0.35 $23,794,049
FNMA 30yr Pool#FA3714 5.000% 01-Nov-2055, 5.00%, 11/01/55 FN 3140W4DU8 - 23,643,262 $23,713,542 $23,713,542 0.35 $23,631,448
FHLMC 30yr Pool#SD3271 5.500% 01-Jun-2053, 5.50%, 06/01/53 FR 3132DQT48 - 22,768,849 $23,282,180 $23,282,180 0.34 $23,195,216
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2025-HQA1 M2 5.2621% 25-FEB-2045, 5.28%, 02/25/45 STACR 2025-HQA1 35564NHA4 - 23,060,148 $23,175,358 $23,175,358 0.34 $23,070,856
FNMA 30yr Pool#FA4386 5.500% 01-Jan-2056, 5.50%, 01/01/56 FN 3140W42U0 - 21,457,938 $21,986,070 $21,986,070 0.32 $21,904,112
Rithm Capital Corp. 8.5% 01-JUN-2031, 8.50%, 06/01/31 RITM 64828TAD4 - 21,732,000 $21,890,269 $21,890,269 0.32 $21,674,760
FHLMC 30yr Pool#SD3669 5.500% 01-Sep-2053, 5.50%, 09/01/53 FR 3132E0CE0 - 21,410,077 $21,843,454 $21,843,454 0.32 $21,800,931
FNMA 30yr Pool#CC1195 5.000% 01-Oct-2055, 5.00%, 10/01/55 FN 3140Y7KH0 - 21,400,191 $21,452,459 $21,452,459 0.31 $21,378,153
FNMA 30yr Pool#FM7840 4.000% 01-Apr-2050, 4.00%, 04/01/50 FN 3140XBWA4 - 22,059,700 $21,052,121 $21,052,121 0.31 $20,990,844
PRET 2025-RPL3 Trust A1 4.15% 25-APR-2065, 4.15%, 04/25/65 PRET 2025-RPL3 69382RAA1 - 21,545,853 $21,043,980 $21,043,980 0.31 $20,981,886
FHLMC 30yr Pool#TB3130 5.500% 01-May-2056, 5.50%, 05/01/56 FR 3142K4PQ3 - 20,390,712 $20,799,664 $20,799,664 0.30 $20,759,166
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-DNA6 B2 11.1121% 25-OCT-2041, 11.11%, 10/25/41 STACR 2021-DNA6 35564KLV9 - 19,937,000 $20,706,430 $20,706,430 0.30 $20,319,525
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA5 M2 10.3621% 25-JUN-2042, 10.38%, 06/25/42 STACR 2022-DNA5 35564KYW3 - 19,321,656 $20,577,646 $20,577,646 0.30 $20,405,232
FHLMC 30yr Pool#TB5153 5.500% 01-Jun-2056, 5.50%, 06/01/56 FR 3142K6WP2 - 20,156,412 $20,560,665 $20,560,665 0.30 $20,520,633
FNMA 30yr Pool#FS7225 4.000% 01-Aug-2051, 4.00%, 08/01/51 FN 3140XPA33 - 21,427,915 $20,485,237 $20,485,237 0.30 $20,425,715
RCKT Mortgage Trust 2026-CES2 A3 5.255% 25-FEB-2056, 5.25%, 02/25/56 RCKT 2026-CES2 74940EAD9 - 20,600,000 $20,392,354 $20,392,354 0.30 $20,226,968
FNMA 30yr Pool#FS4781 4.000% 01-Oct-2051, 4.00%, 10/01/51 FN 3140XLJ33 - 21,251,643 $20,280,972 $20,280,972 0.30 $20,221,940
FHLMC 30yr Pool#SD5061 5.500% 01-Mar-2054, 5.50%, 03/01/54 FR 3132DSTS1 - 19,548,049 $20,027,541 $20,027,541 0.29 $19,952,878
FNMA 30yr Pool#FA1128 6.500% 01-Aug-2054, 6.50%, 08/01/54 FN 3140W1HE6 - 19,073,328 $19,880,244 $19,880,244 0.29 $19,794,149
FNMA 30yr Pool#CB7112 5.500% 01-Sep-2053, 5.50%, 09/01/53 FN 3140QS3W9 - 19,327,357 $19,754,010 $19,754,010 0.29 $19,680,190
FNMA 30yr Pool#FA5284 5.500% 01-Apr-2056, 5.50%, 04/01/56 FN 3140W52S2 - 19,377,890 $19,738,511 $19,738,511 0.29 $19,664,498
FNMA 40yr Pool#BF0226 3.500% 01-Jan-2058, 3.50%, 01/01/58 FN 3140FXHC9 - 21,111,225 $19,502,947 $19,502,947 0.28 $19,451,635
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 $19,276,438 $19,276,438 0.28 $19,216,096
FNMA 30yr Pool#FS6382 4.000% 01-Aug-2051, 4.00%, 08/01/51 FN 3140XNCU6 - 20,126,853 $19,241,413 $19,241,413 0.28 $19,185,505
FNMA 30yr Pool#FA1129 6.500% 01-Jun-2054, 6.50%, 06/01/54 FN 3140W1HF3 - 18,381,256 $19,179,494 $19,179,494 0.28 $19,096,523
FNMA 40yr Pool#BF0807 3.500% 01-Apr-2064, 3.50%, 04/01/64 FN 3140FX3R1 - 20,812,063 $18,898,353 $18,898,353 0.28 $18,847,768
FINANCE OF AMERICA STRUC 3.28125% 74, 3.50%, 04/25/74 FASST 2024-S3 31739WAB8 - 19,044,809 $18,747,982 $18,747,982 0.27 $18,690,583
FNMA 40yr Pool#BF0713 4.000% 01-Mar-2063, 4.00%, 03/01/63 FN 3140FXYK2 - 19,397,816 $18,361,549 $18,361,549 0.27 $18,307,667
UMBS TBA 30yr 4.5% July Delivery, 4.50%, 07/13/26 FNCL 01F042673 - 19,000,000 $18,292,934 $18,292,934 0.27 $18,292,934
FNMA 30yr Pool#FS5028 4.000% 01-Oct-2051, 4.00%, 10/01/51 FN 3140XLSS8 - 19,032,397 $18,163,091 $18,163,091 0.27 $18,110,223
FHLMC 30yr Pool#SL0850 4.000% 01-Jul-2049, 4.00%, 07/01/49 FR 31427M5L1 - 18,457,630 $17,983,358 $17,983,358 0.26 $17,932,087
FNMA 30yr Pool#FA1549 5.500% 01-May-2055, 5.50%, 05/01/55 FN 3140W1WK5 - 17,478,145 $17,888,753 $17,888,753 0.26 $17,821,996
FHLMC 30yr Pool#QJ9063 5.000% 01-Nov-2054, 5.00%, 11/01/54 FR 3133D1B81 - 17,839,686 $17,797,973 $17,797,973 0.26 $17,736,030
FNMA 30yr Pool#FS2863 4.000% 01-Sep-2052, 4.00%, 09/01/52 FN 3140XJFD0 - 18,477,597 $17,597,881 $17,597,881 0.26 $17,546,554
SALUDA GRADE ALTERNATIVE M 5.749% 31, 5.75%, 03/25/31 GRADE 2026-RTL7 79584UAA9 - 17,370,000 $17,290,534 $17,290,534 0.25 $17,137,970
FHLMC 30yr Pool#QY8779 6.000% 01-Jul-2055, 6.00%, 07/01/55 FR 31426TXH5 - 16,013,894 $16,641,917 $16,641,917 0.24 $16,575,193
RCKT MOR 2025-CES9 FLT 2055 A1B, 5.00%, 09/25/55 RCKT 2025-CES9 74942JAB0 - 16,706,782 $16,547,560 $16,547,560 0.24 $16,489,585
FNMA 30yr Pool#FA1358 4.500% 01-May-2050, 4.50%, 05/01/50 FN 3140W1QL0 - 16,148,237 $15,867,108 $15,867,108 0.23 $15,816,645
Connecticut Avenue Securities Trust 2022-R02 2B2 11.2621% 25-JAN-2042, 11.28%, 01/25/42 CAS 2022-R02 20754BAJ0 - 15,154,500 $15,824,253 $15,824,253 0.23 $15,677,279
SALUDA GR ALT MTG TR 2025-LOC5 A1B, 5.45%, 10/25/55 GRADE 2025-LOC5 79581XAC2 - 15,693,000 $15,738,332 $15,738,332 0.23 $15,663,196
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA4 M2 8.8621% 25-MAY-2042, 8.88%, 05/25/42 STACR 2022-DNA4 35564KXA2 - 15,050,000 $15,727,879 $15,727,879 0.23 $15,613,022
Vontive Mortgage Trust 2025-RTL1 A1 6.507% 25-MAR-2030, 6.51%, 03/25/30 VNTV 2025-RTL1 928884AA3 - 15,444,000 $15,643,917 $15,643,917 0.23 $15,557,381
FNMA 40yr Pool#BF0806 3.500% 01-Apr-2064, 3.50%, 04/01/64 FN 3140FX3Q3 - 17,028,168 $15,512,886 $15,512,886 0.23 $15,471,498
FNMA 30yr Pool#FS8660 5.500% 01-Aug-2054, 5.50%, 08/01/54 FN 3140XQTS6 - 15,065,498 $15,374,640 $15,374,640 0.22 $15,344,718
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 $15,317,179 $15,317,179 0.22 $15,238,570
FNMA 40yr Pool#BF0801 2.500% 01-Apr-2064, 2.50%, 04/01/64 FN 3140FX3K6 - 18,259,970 $15,219,519 $15,219,519 0.22 $15,187,817
FHLMC 30yr Pool#SD0985 4.500% 01-Oct-2050, 4.50%, 10/01/50 FR 3132DNCW1 - 15,414,488 $15,183,805 $15,183,805 0.22 $15,135,635
JW Commercial Mortgage Trust 2026-MRCO A 5.12539% 15-JUN-2039, 5.13%, 06/15/39 JW 2026-MRCO 481948AA5 - 15,000,000 $15,057,516 $15,057,516 0.22 $15,034,025
FNMA 30yr Pool#DA1525 6.000% 01-Oct-2053, 6.00%, 10/01/53 FN 3140A1VT1 - 14,425,971 $14,939,037 $14,939,037 0.22 $14,878,929
Saluda Grade Alternative Mortgage Trust 2026-HB1 A1B 5.13432% 25-APR-2056, 5.20%, 04/25/56 GRADE 2026-HB1 795939AC1 - 14,405,564 $14,495,197 $14,495,197 0.21 $14,427,358
FNMA 30yr Pool#FM4738 4.000% 01-Sep-2050, 4.00%, 09/01/50 FN 3140X8HQ3 - 15,176,273 $14,460,444 $14,460,444 0.21 $14,418,287
FHLMC 30yr Pool#QH3192 6.000% 01-Oct-2053, 6.00%, 10/01/53 FR 3133CFRM3 - 13,709,526 $14,177,228 $14,177,228 0.21 $14,120,105
RCKT Mortgage Trust 2026-CES2 A2 5.055% 25-FEB-2056, 5.05%, 02/25/56 RCKT 2026-CES2 74940EAC1 - 14,268,000 $14,087,688 $14,087,688 0.21 $13,977,498
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-HQA3 M2 5.7121% 25-SEP-2041, 5.73%, 09/25/41 STACR 2021-HQA3 35564KJP5 - 13,964,288 $14,068,586 $14,068,586 0.21 $13,999,893
BMP Commercial Mortgage Trust 2024-MF23 A 4.99733% 15-JUN-2041, 5.00%, 06/15/41 BMP 2024-MF23 05593JAA8 - 14,000,000 $14,029,296 $14,029,296 0.20 $14,007,919
PRET 2025-RPL1 Trust A1 4.0% 25-JUL-2069, 4.00%, 07/25/69 PRET 2025-RPL1 69392FAA5 - 14,566,346 $14,021,430 $14,021,430 0.20 $13,980,968
Galaxy XXVI CLO Ltd., 6.41%, 07/31/26 GLXYT 2025-1 362922AA4 - 13,817,835 $13,948,262 $13,948,262 0.20 $13,891,706
FNMA 30yr Pool#FS9116 6.000% 01-Sep-2054, 6.00%, 09/01/54 FN 3140XRDW2 - 13,357,909 $13,803,127 $13,803,127 0.20 $13,747,469
FHLMC 30yr Pool#SL3988 5.000% 01-Jan-2056, 5.00%, 01/01/56 FR 31427RNE6 - 13,587,194 $13,620,380 $13,620,380 0.20 $13,573,202
FHLMC 30yr Pool#SD6178 4.500% 01-Jan-2051, 4.50%, 01/01/51 FR 3132DT2K5 - 13,844,495 $13,603,473 $13,603,473 0.20 $13,560,209
FNMA 30yr Pool#FA3563 5.500% 01-Nov-2055, 5.50%, 11/01/55 FN 3140W35Z8 - 13,081,060 $13,403,016 $13,403,016 0.20 $13,353,054
FINANCE OF AMER STR TR 2024-S2 A1, 3.50%, 04/25/74 FASST 2024-S2 31739VAA2 - 13,293,638 $13,148,025 $13,148,025 0.19 $13,107,594
FHLMC 30yr Pool#SL4976 5.000% 01-Apr-2056, 5.00%, 04/01/56 FR 31427SQ68 - 12,977,916 $12,921,022 $12,921,022 0.19 $12,875,960
GS Mortgage-Backed Securities Trust 2025-RPL3 A1 4.1% 25-JUL-2065, 4.10%, 07/25/65 GSMBS 2025-RPL3 362963AA8 - 13,313,226 $12,904,954 $12,904,954 0.19 $12,867,049
FNMA 30yr Pool#CC0097 5.500% 01-Mar-2055, 5.50%, 03/01/55 FN 3140Y6DB3 - 12,591,508 $12,901,416 $12,901,416 0.19 $12,853,323
FHLMC 30yr Pool#SD5963 6.000% 01-Jul-2054, 6.00%, 07/01/54 FR 3132DTTU4 - 12,458,824 $12,874,076 $12,874,076 0.19 $12,822,164
FHLMC 30yr Pool#SL4658 5.000% 01-Jan-2056, 5.00%, 01/01/56 FR 31427SE87 - 12,880,368 $12,823,960 $12,823,960 0.19 $12,779,237
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA2 B2 12.1121% 25-FEB-2042, 12.13%, 02/25/42 STACR 2022-DNA2 35564KSQ3 - 12,119,000 $12,788,375 $12,788,375 0.19 $12,661,970
Chase Mortgage Reference Notes, Series 2020-CL1 M1 5.9488% 25-OCT-2057, 6.01%, 10/25/57 CHASE 2020-CL1 46591HAG5 - 12,268,710 $12,732,709 $12,732,709 0.19 $12,669,230
PRPM 2025-RCF3 LLC 5.25% 55, 5.25%, 07/25/55 PRPM 2025-RCF3 69392PAA3 - 12,557,487 $12,527,198 $12,527,198 0.18 $12,481,416
PRET 2025-RPL5 TRUST FLTG 2070 A1, 4.15%, 01/25/70 PRET 2025-RPL5 69393AAA5 - 12,376,181 $12,025,066 $12,025,066 0.18 $11,989,399
FNMA 30yr Pool#FS8717 6.000% 01-Jul-2054, 6.00%, 07/01/54 FN 3140XQVK0 - 11,500,953 $11,884,279 $11,884,279 0.17 $11,836,358
FNMA 40yr Pool#BF0731 2.500% 01-Jun-2063, 2.50%, 06/01/63 FN 3140FXY55 - 14,179,932 $11,838,693 $11,838,693 0.17 $11,814,075
FHLMC 30yr Pool#QG6755 5.500% 01-Jun-2053, 5.50%, 06/01/53 FR 3133C7QG5 - 11,568,420 $11,829,234 $11,829,234 0.17 $11,785,049
Connecticut Avenue Securities Trust 2023-R06 1B1 7.5121% 25-JUL-2043, 7.53%, 07/25/43 CAS 2023-R06 20754EAF2 - 11,170,460 $11,748,446 $11,748,446 0.17 $11,676,182
Foundation Finance Trust 2025-2 B 4.94% 15-APR-2052, 4.94%, 04/15/52 FFIN 2025-2A 35042NAB1 - 11,657,246 $11,601,550 $11,601,550 0.17 $11,583,954
FNMA 30yr Pool#FS7541 4.000% 01-Jun-2052, 4.00%, 06/01/52 FN 3140XPLX5 - 12,128,512 $11,574,541 $11,574,541 0.17 $11,540,851
FHLMC 30yr Pool#SD6558 6.000% 01-Sep-2054, 6.00%, 09/01/54 FR 3132DUJB4 - 11,099,406 $11,469,349 $11,469,349 0.17 $11,423,101
FNMA 30yr Pool#DE6043 6.000% 01-Aug-2055, 6.00%, 08/01/55 FN 3140BJWD5 - 11,046,701 $11,415,850 $11,415,850 0.17 $11,369,822
Connecticut Avenue Securities Trust 2022-R06 1B2 14.2121% 25-MAY-2042, 14.21%, 05/25/42 CAS 2022-R06 20754NAR6 - 10,436,475 $11,390,225 $11,390,225 0.17 $11,262,501
TOWD POINT MORTGAGE TRUST 2025 0% 65, 4.97%, 09/25/65 TPMT 2025-FIX1 89183MAA1 - 10,917,221 $10,843,372 $10,843,372 0.16 $10,805,708
Connecticut Avenue Securities Trust 2022-R04 1B2 13.1121% 25-MAR-2042, 13.11%, 03/25/42 CAS 2022-R04 20753YAL6 - 10,118,401 $10,814,704 $10,814,704 0.16 $10,700,457
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA7 M2 10.6121% 25-SEP-2042, 10.63%, 03/25/52 STACR 2022-DNA7 35564KL72 - 10,000,000 $10,796,389 $10,796,389 0.16 $10,705,003
METRONET INFRASTRUCTURE ISSU 5.4% 55, 5.40%, 08/20/55 MNET 2025-2A 59170JAX6 - 10,600,000 $10,618,443 $10,618,443 0.16 $10,608,903
FNMA 40yr Pool#BF0783 3.500% 01-Dec-2063, 3.50%, 12/01/63 FN 3140FX2R2 - 11,662,662 $10,590,257 $10,590,257 0.15 $10,561,910
Homeward Opportunities Fund Trust 2025-RRTL1 A1 5.476% 25-MAR-2040, 5.48%, 03/25/40 HOF 2025-RRTL1 437919AA1 - 10,475,000 $10,529,716 $10,529,716 0.15 $10,480,321
Vista Point Securitization Trust 2025-CES2 A1 5.601% 25-AUG-2055, 5.60%, 08/25/55 VSTA 2025-CES2 92842UAA0 - 10,310,997 $10,345,363 $10,345,363 0.15 $10,305,258
Huntington Bank Auto Credit-Linked Notes, Series 2024-2 B1 5.442% 20-OCT-2032, 5.44%, 10/20/32 HACLN 2024-2 44644NAG4 - 10,288,976 $10,345,334 $10,345,334 0.15 $10,336,002
FHLMC 30yr Pool#QH3306 6.000% 01-Oct-2053, 6.00%, 10/01/53 FR 3133CFU72 - 9,873,378 $10,265,440 $10,265,440 0.15 $10,224,301
FNMA 30yr Pool#CC1844 5.500% 01-Jan-2056, 5.50%, 01/01/56 FN 3140Y8BN5 - 9,995,317 $10,241,325 $10,241,325 0.15 $10,203,149
TOWD PT MTG TR 2025-FIX2 FLTG A1, 5.25%, 10/25/65 TPMT 2025-FIX2 89183RAA0 - 10,248,994 $10,216,833 $10,216,833 0.15 $10,179,474
FNMA 30yr Pool#DE1157 6.000% 01-Jun-2055, 6.00%, 06/01/55 FN 3140BDJB7 - 9,875,204 $10,205,205 $10,205,205 0.15 $10,164,059
FIGRE TRUST 2025-HE4 FLTG 2055 C, 5.71%, 07/25/55 FIGRE 2025-HE4 31684PAC6 - 10,157,510 $10,150,856 $10,150,856 0.15 $10,110,585
FNMA 30yr Pool#FA0470 6.000% 01-Jan-2055, 6.00%, 01/01/55 FN 3140W0QY4 - 9,794,827 $10,121,288 $10,121,288 0.15 $10,080,476
LHOME Mortgage Trust 2024-RTL3 A1 6.9% 25-MAY-2029, 6.90%, 05/25/29 LHOME 2024-RTL3 50205GAA0 - 9,960,000 $10,032,707 $10,032,707 0.15 $9,973,528
FNMA 30yr Pool#FS9909 5.000% 01-Nov-2054, 5.00%, 11/01/54 FN 3140XSAK9 - 9,989,329 $10,013,691 $10,013,691 0.15 $9,979,006
FNMA 30yr Pool#FS6236 6.500% 01-Nov-2053, 6.50%, 11/01/53 FN 3140XM4W3 - 9,455,470 $9,882,018 $9,882,018 0.14 $9,839,337
FNMA 30yr Pool#FA4709 5.500% 01-Jul-2055, 5.50%, 07/01/55 FN 3140W5GT5 - 9,643,943 $9,880,498 $9,880,498 0.14 $9,843,664
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA6 M2 9.3621% 25-SEP-2042, 9.38%, 09/25/42 STACR 2022-DNA6 35564KH77 - 9,166,000 $9,752,094 $9,752,094 0.14 $9,678,195
RCKT MORTGAGE TRUST 2026-CES4 0% 56, 5.59%, 04/25/56 RCKT 2026-CES4 74940CAD3 - 9,483,000 $9,490,400 $9,490,400 0.14 $9,419,399
Structured Agency Credit Risk (STACR) Debt Notes, Series 2022-HQA1 B2 14.6121% 25-MAR-2042, 14.63%, 03/25/42 STACR 2022-HQA1 35564KUL1 - 8,744,740 $9,466,984 $9,466,984 0.14 $9,356,948
FNMA 30yr Pool#FS6662 4.000% 01-Oct-2051, 4.00%, 10/01/51 FN 3140XNML5 - 9,917,498 $9,464,515 $9,464,515 0.14 $9,436,966
Rithm Capital Corp. 8.0% 01-APR-2029, 8.00%, 04/01/29 RITM 64828TAB8 - 9,213,000 $9,428,712 $9,428,712 0.14 $9,254,689
FHLMC 30yr Pool#SD5224 6.000% 01-Mar-2054, 6.00%, 03/01/54 FR 3132DSYV8 - 9,074,611 $9,377,400 $9,377,400 0.14 $9,339,590
LHOME Mortgage Trust 2024-RTL5 A2 5.751% 25-SEP-2039, 5.75%, 09/25/39 LHOME 2024-RTL5 50205WAB3 - 9,325,000 $9,375,318 $9,375,318 0.14 $9,329,138
SALUDA GRADE ALTERNATIVE MORT A2, 6.75%, 03/25/31 GRADE 2026-RTL7 79584UAB7 - 9,418,000 $9,331,428 $9,331,428 0.14 $9,287,294
CONNECTICUT AVENUE SECUR 5.95001% 45, 5.23%, 07/25/45 CAS 2025-R05 20753CAC4 - 9,254,000 $9,310,128 $9,310,128 0.14 $9,268,590
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 $9,212,237 $9,212,237 0.13 $9,179,466
FHLMC 30yr Pool#QH4373 6.000% 01-Nov-2053, 6.00%, 11/01/53 FR 3133CG2E6 - 8,816,327 $9,117,097 $9,117,097 0.13 $9,080,363
FNMA 30yr Pool#FS2144 3.500% 01-Jun-2052, 3.50%, 06/01/52 FN 3140XHL21 - 9,635,469 $8,956,530 $8,956,530 0.13 $8,933,110
Ally Bank Auto Credit-Linked Notes, Series 2025-A C 4.844% 15-JUN-2033, 4.84%, 06/15/33 ABCLN 2025-A 02007G5F6 - 8,502,056 $8,517,381 $8,517,381 0.12 $8,504,797
Freddie Mac Multiclass Certificates, Series 5164 FA 3.8621% 25-NOV-2051, 3.88%, 11/25/51 FHR 5164 3137H3PY2 - 9,284,403 $8,475,555 $8,475,555 0.12 $8,444,490
Connecticut Avenue Securities Trust 2022-R01 1B2 9.6121% 25-DEC-2041, 9.63%, 12/25/41 CAS 2022-R01 20754LAJ8 - 8,210,585 $8,455,546 $8,455,546 0.12 $8,387,583
FNMA 30yr Pool#FS7117 6.500% 01-Feb-2054, 6.50%, 02/01/54 FN 3140XN4B7 - 8,025,474 $8,387,513 $8,387,513 0.12 $8,351,287
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 $8,195,225 $8,195,225 0.12 $8,162,779
FNMA 30yr Pool#DA0026 6.000% 01-Sep-2053, 6.00%, 09/01/53 FN 3140A0A41 - 7,708,331 $7,982,481 $7,982,481 0.12 $7,950,363
FHLMC 30yr Pool#SD7417 5.500% 01-Jan-2055, 5.50%, 01/01/55 FR 3132DVG25 - 7,788,722 $7,973,984 $7,973,984 0.12 $7,944,236
FNMA 30yr Pool#DH1175 5.500% 01-May-2056, 5.50%, 05/01/56 FN 3140UGJV5 - 7,840,866 $7,961,477 $7,961,477 0.12 $7,931,529
FIGRE TRUST 2025 HE4 FLTG 2055 B, 5.61%, 07/25/55 FIGRE 2025-HE4 31684PAB8 - 7,864,062 $7,859,609 $7,859,609 0.11 $7,828,983
FHLMC 30yr Pool#QY9874 6.000% 01-Aug-2055, 6.00%, 08/01/55 FR 31426U6L3 - 7,434,792 $7,683,241 $7,683,241 0.11 $7,652,263
PRPM 2025-RPL4 A1, 3.00%, 05/25/55 PRPM 2025-RPL4 74448NAA2 - 7,960,217 $7,623,947 $7,623,947 0.11 $7,607,363
Connecticut Avenue Securities Trust 2025-R01 1M2 5.1121% 25-JAN-2045, 5.13%, 01/25/45 CAS 2025-R01 20755JAC7 - 7,585,000 $7,622,348 $7,622,348 0.11 $7,588,955
Fannie Mae REMIC Trust 2022-65 FB 4.4121% 25-SEP-2052, 4.43%, 09/25/52 FNR 2022-65 3136BPCQ2 - 7,539,876 $7,507,145 $7,507,145 0.11 $7,477,948
SALUDA GR ALT MTG TR 25 RRTL1 A1, 5.32%, 10/25/40 GRADE 2025-RRTL1 79582NAA7 - 7,388,000 $7,382,255 $7,382,255 0.11 $7,354,960
RENEU 2026-RTL1 MB 5.93%41, 5.89%, 06/25/41 RENEU 2026-RTL1 759964AA7 - 7,339,000 $7,359,723 $7,359,723 0.11 $7,334,499
Acacia 2025-1 A 5.24% 15-NOV-2037, 5.24%, 11/15/37 ACACIA 2025-1 00401PAA7 - 7,332,495 $7,346,351 $7,346,351 0.11 $7,334,611
FNMA 30yr Pool#FA1613 5.000% 01-Apr-2055, 5.00%, 04/01/55 FN 3140W1YK3 - 7,207,488 $7,225,066 $7,225,066 0.11 $7,200,040
Alterna Funding III A 6.26% 15-MAY-2039, 6.26%, 05/16/39 TAX 2024-1A 02157JAA3 - 7,143,171 $7,164,736 $7,164,736 0.10 $7,151,072
RCKT Mortgage Trust 2024-CES9 A1B 5.683% 25-DEC-2044, 5.68%, 12/25/44 RCKT 2024-CES9 749426AB8 - 7,090,992 $7,120,147 $7,120,147 0.10 $7,092,162
COOPR Residential Mortgage Trust 2025-CES3 A1A 4.84% 25-SEP-2060, 4.84%, 09/25/60 COOPR 2025-CES3 216926AA3 - 7,024,223 $6,992,133 $6,992,133 0.10 $6,968,524
COOPR Residential Mortgage Trust 2026-CES1 A1B 4.996% 25-FEB-2061, 5.00%, 01/01/61 COOPR 2026-CES1 21689GAB4 - 7,035,210 $6,965,836 $6,965,836 0.10 $6,941,428
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 $6,942,443 $6,942,443 0.10 $6,886,062
LHOME Mortgage Trust 2024-RTL4 A2 6.092% 25-JUL-2039, 6.09%, 07/25/39 LHOME 2024-RTL4 50205PAB8 - 6,870,000 $6,913,516 $6,913,516 0.10 $6,877,477
Huntington Bank Auto Credit-Linked Notes, Series 2024-1 B1 6.153% 20-MAY-2032, 6.15%, 05/20/32 HACLN 2024-1 44644NAA7 - 6,710,276 $6,774,980 $6,774,980 0.10 $6,768,099
RCKT Mortgage Trust 2025-CES7 A1B 5.478% 25-JUL-2055, 5.48%, 07/25/55 RCKT 2025-CES7 74943AAB8 - 6,742,049 $6,759,989 $6,759,989 0.10 $6,734,341
FHLMC 30yr Pool#QH1500 6.000% 01-Sep-2053, 6.00%, 09/01/53 FR 3133CDUZ5 - 6,478,031 $6,735,267 $6,735,267 0.10 $6,708,275
PRPM 2025-RCF3, LLC, 5.77%, 08/25/28 PRPM 2025-6 69395KAA1 - 6,669,800 $6,672,128 $6,672,128 0.10 $6,645,384
FHLMC 30yr Pool#SD3469 5.500% 01-Aug-2053, 5.50%, 08/01/53 FR 3132DQ2A3 - 6,473,575 $6,604,612 $6,604,612 0.10 $6,591,755
Mello Mortgage Capital Acceptance 2024-SD1 A1 4.0% 25-APR-2054, 4.00%, 04/25/54 MELLO 58550DAA1 - 6,681,100 $6,598,237 $6,598,237 0.10 $6,574,658
FHLMC 30yr Pool#QG3912 5.500% 01-Jun-2053, 5.50%, 06/01/53 FR 3133C4KZ6 - 6,458,765 $6,575,358 $6,575,358 0.10 $6,550,690
RCKT MORTGAGE TRUST 2026-CES4 0% 56, 5.39%, 04/25/56 RCKT 2026-CES4 74940CAC5 - 6,516,000 $6,515,575 $6,515,575 0.10 $6,461,878
Meridian Arc Holdco LLC 6.25% 30-APR-2031, 6.25%, 04/30/31 MERIDI 58990CAA1 - 6,398,000 $6,490,773 $6,490,773 0.09 $6,421,905
FNMA 30yr Pool#FA0339 5.500% 01-Jan-2055, 5.50%, 01/01/55 FN 3140W0LV5 - 6,322,419 $6,472,803 $6,472,803 0.09 $6,448,655
FIGRE TRUST 2025-HE6 FLTG 2055 C, 5.25%, 09/25/55 FIGRE 2025-HE6 31684NAC1 - 6,510,966 $6,449,921 $6,449,921 0.09 $6,426,206
FNMA 30yr Pool#DF2677 6.000% 01-Nov-2055, 6.00%, 11/01/55 FN 3140BS6P7 - 6,212,076 $6,423,572 $6,423,572 0.09 $6,397,688
ACHM Trust 2024-HE1 A 6.55% 25-MAY-2039, 6.55%, 05/25/39 ACHM 2024-HE1 00449TAA3 - 6,245,440 $6,377,768 $6,377,768 0.09 $6,341,491
FIGRE TRUST 2026-HE4 MB FLTG 56, 5.70%, 05/25/56 FIGRE 2026-HE4 31685MAE8 - 6,226,181 $6,204,868 $6,204,868 0.09 $6,180,210
Connecticut Avenue Securities Trust 2023-R03 2B1 9.9621% 25-APR-2043, 9.98%, 04/25/43 CAS 2023-R03 20753ACF9 - 5,626,000 $6,155,440 $6,155,440 0.09 $6,107,175
FNMA 30yr Pool#DA1468 6.000% 01-Sep-2053, 6.00%, 09/01/53 FN 3140A1T23 - 5,861,262 $6,094,007 $6,094,007 0.09 $6,069,585
PRET 2025-RPL2 Trust A1 4.0% 25-FEB-2065, 4.00%, 08/25/64 PRET 2025-RPL2 69392LAA2 - 6,206,749 $6,093,375 $6,093,375 0.09 $6,076,134
FNMA 30yr Pool#FS4356 6.000% 01-May-2053, 6.00%, 05/01/53 FN 3140XKZW3 - 5,887,891 $6,084,350 $6,084,350 0.09 $6,059,817
FHLMC 30yr Pool#QX9929 6.000% 01-Apr-2055, 6.00%, 04/01/55 FR 31426HA78 - 5,859,498 $6,056,894 $6,056,894 0.09 $6,032,480
FNA 9, Series 2026-1 A 5.509% 15-DEC-2038, 5.51%, 04/16/46 FNH 2026-1 34411JAA8 - 6,048,859 $6,054,540 $6,054,540 0.09 $6,044,358
FNMA 30yr Pool#FM4129 4.000% 01-Sep-2050, 4.00%, 09/01/50 FN 3140X7ST7 - 6,304,557 $6,016,596 $6,016,596 0.09 $5,999,083
HOMES 2026-INV1 Trust A1D 5.077% 25-AUG-2060, 5.08%, 08/25/60 HOMES 2026-INV1 43761FAD7 - 5,961,441 $5,945,819 $5,945,819 0.09 $5,897,669
CoreWeave, Inc. 9.625% 15-JUL-2032, 9.62%, 07/15/32 CRWV 21873SAK4 - 5,961,000 $5,910,584 $5,910,584 0.09 $5,897,834
FNMA 30yr Pool#DE6050 6.000% 01-Aug-2055, 6.00%, 08/01/55 FN 3140BJWL7 - 5,628,473 $5,849,207 $5,849,207 0.09 $5,825,755
FNMA 30yr Pool#FS7397 6.000% 01-Mar-2054, 6.00%, 03/01/54 FN 3140XPGF0 - 5,659,686 $5,848,323 $5,848,323 0.09 $5,824,741
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 $5,840,664 $5,840,664 0.09 $5,809,305
FHLMC 30yr Pool#QH7040 6.000% 01-Dec-2053, 6.00%, 12/01/53 FR 3133CKZD3 - 5,647,581 $5,840,249 $5,840,249 0.09 $5,816,717
RCKT MORTGAGE TRUST 2025 5.24863% 55, 5.25%, 08/25/55 RCKT 2025-CES8 74939WAB6 - 5,847,146 $5,835,600 $5,835,600 0.09 $5,814,287
FNMA 30yr Pool#DB4017 6.000% 01-May-2054, 6.00%, 05/01/54 FN 3140ADPB1 - 5,633,689 $5,821,460 $5,821,460 0.09 $5,797,986
Connecticut Avenue Securities, Series 2021-R02 2B2 9.8121% 25-NOV-2041, 9.81%, 11/25/41 CAS 2021-R02 20754KAJ0 - 5,616,000 $5,768,692 $5,768,692 0.08 $5,721,241
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 $5,761,519 $5,761,519 0.08 $5,735,870
RCKT Mortgage Trust 202 MB FLTG 56, 5.67%, 06/25/56 RCKT 2026-CES6 74942DAC1 - 5,700,000 $5,716,369 $5,716,369 0.08 $5,693,925
FHLMC 30yr Pool#QH4638 6.000% 01-Nov-2053, 6.00%, 11/01/53 FR 3133CHEK7 - 5,514,193 $5,702,310 $5,702,310 0.08 $5,679,334
FIGRE TRUST 2025-HE6 FLTG 2055 B, 5.14%, 09/25/55 FIGRE 2025-HE6 31684NAB3 - 5,738,840 $5,692,583 $5,692,583 0.08 $5,672,083
TVC Mortgage Trust 2025-RRTL1 A2 6.68% 25-APR-2040, 6.68%, 04/25/40 TVC 2025-RRTL1 900927AB0 - 5,597,000 $5,691,526 $5,691,526 0.08 $5,659,331
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 $5,654,994 $5,654,994 0.08 $5,626,344
FHLMC 30yr Pool#SD5223 6.000% 01-Apr-2054, 6.00%, 04/01/54 FR 3132DSYU0 - 5,469,300 $5,651,591 $5,651,591 0.08 $5,628,802
FNMA 30yr Pool#CA5386 4.500% 01-Mar-2050, 4.50%, 03/01/50 FN 3140QC6Y7 - 5,760,773 $5,644,327 $5,644,327 0.08 $5,626,324
SF ABS ISSUER 2025-1 0%55 A2, 5.38%, 11/25/55 SFARM 2025-1A 784193AA2 - 5,750,000 $5,609,485 $5,609,485 0.08 $5,582,861
PRPM 2025-RPL3 A1 3.25% 25-APR-2055, 3.25%, 04/25/55 PRPM 2025-RPL3 69392NAA8 - 5,742,637 $5,550,470 $5,550,470 0.08 $5,537,509
FNMA 30yr Pool#DE7796 6.000% 01-Aug-2055, 6.00%, 08/01/55 FN 3140BLUW0 - 5,359,576 $5,538,678 $5,538,678 0.08 $5,516,346
Ally Bank Auto Credit-Linked Notes, Series 2025-A D 4.991% 15-JUN-2033, 4.99%, 06/15/33 ABCLN 2025-A 02007G5G4 - 5,522,925 $5,525,670 $5,525,670 0.08 $5,517,247
Woodward Capital Manage MB FLTG 56, 5.66%, 05/25/56 RCKT 2026-CES5 74940FAD6 - 5,400,000 $5,442,301 $5,442,301 0.08 $5,395,581
FNMA 30yr Pool#FS1578 4.000% 01-Oct-2050, 4.00%, 10/01/50 FN 3140XGXG9 - 5,637,396 $5,388,339 $5,388,339 0.08 $5,372,680
FIGRE TRUST 2025-HE4 5.408% 55, 5.41%, 07/25/55 FIGRE 2025-HE4 31684PAA0 - 5,382,945 $5,384,019 $5,384,019 0.08 $5,363,803
FIGRE Trust 2026-HE1 C 5.434% 25-JAN-2056, 5.43%, 01/25/56 FIGRE 2026-HE1 30249NAE7 - 5,361,135 $5,321,586 $5,321,586 0.08 $5,301,355
MS RES MTG LN TR 2025-SPL1 A1, 4.25%, 02/25/65 MSRM 2025-SPL1 617946AA6 - 5,508,126 $5,317,288 $5,317,288 0.08 $5,301,032
RCKT Mortgage Trust 2025-CES12 M1 5.65% 25-DEC-2055, 5.65%, 11/25/55 RCKT 2025-CES12 749349AE6 - 5,400,000 $5,315,144 $5,315,144 0.08 $5,293,957
FHLMC 30yr Pool#SD3813 6.000% 01-Jul-2053, 6.00%, 07/01/53 FR 3132E0GW6 - 5,111,330 $5,295,220 $5,295,220 0.08 $5,273,923
FNMA 30yr Pool#FS0088 4.000% 01-Mar-2050, 4.00%, 03/01/50 FN 3140XFC25 - 5,500,697 $5,270,116 $5,270,116 0.08 $5,254,836
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2023-HQA3 M1 5.4621% 25-NOV-2043, 5.48%, 11/25/43 STACR 2023-HQA3 35564K3G2 - 5,223,932 $5,266,841 $5,266,841 0.08 $5,242,268
FIG SIX TRUST 2026-PF1 MB FLTG 56, 6.16%, 08/25/56 FIGX 2026-PF1 316935AC9 - 5,250,000 $5,249,857 $5,249,857 0.08 $5,249,857
RCKT Mortgage Trust 2024-CES1 A1B 6.325% 25-FEB-2044, 6.33%, 02/25/44 RCKT 2024-CES1 749424AB3 - 5,170,527 $5,203,531 $5,203,531 0.08 $5,180,820
FHLMC 30yr Pool#TA2575 5.500% 01-Jan-2056, 5.50%, 01/01/56 FR 3142JQ2H1 - 5,031,860 $5,135,894 $5,135,894 0.08 $5,125,900
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-DNA7 B2 11.4121% 25-NOV-2041, 11.41%, 11/25/41 STACR 2021-DNA7 35564KNE5 - 4,910,000 $5,082,975 $5,082,975 0.07 $5,034,724
FNMA 30yr Pool#DB4019 6.000% 01-May-2054, 6.00%, 05/01/54 FN 3140ADPD7 - 4,904,664 $5,067,045 $5,067,045 0.07 $5,046,608
RCKT Mortgage Trust 2025-CES8 B2A 7.28202% 25-AUG-2055, 7.28%, 08/25/55 RCKT 2025-CES8 74939WAS9 - 5,040,000 $5,033,737 $5,033,737 0.07 $4,947,081
Ellington Financial Mortgage Trust Series 2026-CES2|5.806|06/25/2061, 5.81%, 06/25/61 EFMT 2026-CES2 26846UAD8 - 5,000,000 $5,024,900 $5,024,900 0.07 $5,024,900
JP Morgan Mortgage Trust 2026-CES1 A3 5.332% 25-JUN-2056, 5.33%, 06/25/56 JPMMT 2026-CES1 46660BAE9 - 5,000,000 $4,956,184 $4,956,184 0.07 $4,915,454
ARIXA MORTGAGE TRUST 20 MB 6.05%31, 6.05%, 05/25/31 ARIXA 2026-RTL1 04046CAA9 - 4,919,000 $4,936,929 $4,936,929 0.07 $4,913,778
FNMA 30yr Pool#DD5556 6.000% 01-Mar-2055, 6.00%, 03/01/55 FN DD5556 MTGE 3140B6E68 - 4,728,512 $4,886,525 $4,886,525 0.07 $4,866,823
ABL 2024-RTL1 A2 7.457% 25-SEP-2029, 7.46%, 09/25/29 ABL 2024-RTL1 00092EAB4 - 4,840,000 $4,875,705 $4,875,705 0.07 $4,844,626
FHLMC 30yr Pool#TB3678 6.000% 01-May-2056, 6.00%, 05/01/56 FR 3142K5CQ4 - 4,713,598 $4,874,922 $4,874,922 0.07 $4,855,282
PRPM 2025-5 0%30, 5.73%, 07/25/30 PRPM 2025-5 69392RAA9 - 4,866,007 $4,867,293 $4,867,293 0.07 $4,847,933
FHLMC 30yr Pool#QF9863 5.500% 01-Mar-2053, 5.50%, 03/01/53 FR 3133BX5Y3 - 4,761,529 $4,866,641 $4,866,641 0.07 $4,848,454
FHLMC 30yr Pool#QJ9072 6.000% 01-Nov-2054, 6.00%, 11/01/54 FR 3133D1CH0 - 4,685,349 $4,841,511 $4,841,511 0.07 $4,821,989
FNMA 30yr Pool#CA0706 4.000% 01-Nov-2047, 4.00%, 11/01/47 FN 3140Q7YC5 - 5,011,018 $4,797,428 $4,797,428 0.07 $4,783,508
FNMA 30yr Pool#DA5019 6.500% 01-Nov-2053, 6.50%, 11/01/53 FN 3140A5SH2 - 4,558,396 $4,786,697 $4,786,697 0.07 $4,766,121
FNMA 30yr Pool#BX5986 5.500% 01-Mar-2053, 5.50%, 03/01/53 FN 3140NAUL5 - 4,680,537 $4,786,062 $4,786,062 0.07 $4,768,185
Connecticut Avenue Securities Trust 2024-R01 1B1 6.3121% 25-JAN-2044, 6.33%, 01/25/44 CAS 2024-R01 20753UAF7 - 4,595,000 $4,758,365 $4,758,365 0.07 $4,733,387
OBX 2026-HE2 Trust|5.20136|06/25/2056, 5.20%, 06/25/56 OBX 2026-HE2 67124WAD1 - 4,746,000 $4,746,000 $4,746,000 0.07 $4,746,000
Homeward Opportunities Fund Trust 2025-RRTL2 A1 5.237% 25-AUG-2040, 5.24%, 09/25/40 HOF 2025-RRTL2 437923AA3 - 4,682,000 $4,705,202 $4,705,202 0.07 $4,684,088
Huntington Bank Auto Credit-Linked Notes, Series 2025-1 B 4.957% 20-MAR-2033, 4.96%, 03/21/33 HACLN 2025-1 446438SX2 - 4,605,563 $4,613,436 $4,613,436 0.07 $4,609,631
Connecticut Avenue Securities Trust 2023-R05 1B1 8.3621% 25-JUN-2043, 8.38%, 06/25/43 CAS 2023-R05 207942AC7 - 4,312,000 $4,596,136 $4,596,136 0.07 $4,565,085
Structured Agency Credit Risk (STACR) Debt Notes, Series 2018-DNA3 B2 11.47658% 25-SEP-2048, 11.49%, 09/25/48 STACR 2018-DNA3 35563WBE3 - 4,000,000 $4,579,996 $4,579,996 0.07 $4,540,464
Connecticut Avenue Securities Trust 2022-R07 1M2 8.2621% 25-JUN-2042, 8.26%, 06/25/42 CAS 2022-R07 20754MCB1 - 4,397,000 $4,575,908 $4,575,908 0.07 $4,544,625
FNMA 30yr Pool#BY0337 6.500% 01-May-2053, 6.50%, 05/01/53 FN 3140NGLT5 - 4,352,935 $4,545,547 $4,545,547 0.07 $4,525,898
FNMA 30yr Pool#DC5656 5.000% 01-Nov-2054, 5.00%, 11/01/54 FN 3140ATJA5 - 4,550,881 $4,530,517 $4,530,517 0.07 $4,514,715
FNMA 30yr Pool#BX9326 5.500% 01-Mar-2053, 5.50%, 03/01/53 FN 3140NELG8 - 4,420,295 $4,517,873 $4,517,873 0.07 $4,500,990
Affirm Asset Securitization Trust 2025-X2 C 4.93% 15-OCT-2030, 4.93%, 10/15/30 AFFRM 2025-X2 00835DAC6 - 4,500,000 $4,502,455 $4,502,455 0.07 $4,495,676
FHLMC 30yr Pool#QH4473 6.000% 01-Nov-2053, 6.00%, 11/01/53 FR 3133CG6J1 - 4,311,536 $4,458,625 $4,458,625 0.07 $4,440,660
FHLMC 30yr Pool#QZ1060 6.000% 01-Aug-2055, 6.00%, 08/01/55 FR 31426XFA1 - 4,273,524 $4,418,476 $4,418,476 0.06 $4,400,670
OCEANVIEW MORTGAGE TRUST 4.99888% 55, 4.53%, 12/25/55 BVINV 2025-4 67647DAU3 - 4,387,224 $4,401,365 $4,401,365 0.06 $4,383,533
Ellington Financial Mortgage Trust Series 2026-CES2|5.906|06/25/2061, 5.91%, 06/25/61 EFMT 2026-CES2 26846UAE6 - 4,329,000 $4,350,548 $4,350,548 0.06 $4,350,548
FHLMC 30yr Pool#TB4408 6.000% 01-Jun-2056, 6.00%, 06/01/56 FR 3142K53S0 - 4,202,802 $4,344,590 $4,344,590 0.06 $4,327,078
FHLMC 30yr Pool#QH2259 6.000% 01-Sep-2053, 6.00%, 09/01/53 FR 3133CEQL9 - 4,136,283 $4,283,392 $4,283,392 0.06 $4,266,157
FHLMC 30yr Pool#RA1100 4.000% 01-Jul-2049, 4.00%, 07/01/49 FR 3133KGGH5 - 4,484,768 $4,279,602 $4,279,602 0.06 $4,267,144
PRPM 2025 RCF4 LLC 4.5% 55, 4.50%, 08/25/55 PRPM 2025-RCF4 69382WAA0 - 4,329,198 $4,270,840 $4,270,840 0.06 $4,257,311
Woodward Capital Manage MB FLTG 56, 6.06%, 05/25/56 RCKT 2026-CES5 74940FAF1 - 4,250,000 $4,266,631 $4,266,631 0.06 $4,227,270
EFMT 2026-CES1 A3 5.466% 25-DEC-2060, 5.47%, 12/25/60 EFMT 2026-CES1 26846MAE4 - 4,250,000 $4,216,336 $4,216,336 0.06 $4,200,204
FNMA 30yr Pool#DE9377 6.000% 01-Sep-2055, 6.00%, 09/01/55 FN 3140BNM39 - 4,076,942 $4,215,226 $4,215,226 0.06 $4,198,239
RAM 2026-1 A 5.463% 15-JUN-2046, 5.46%, 06/15/46 RAM 2026-1 74890FAA2 - 4,210,000 $4,204,179 $4,204,179 0.06 $4,197,152
FNMA 30yr Pool#DH1921 6.000% 01-Jun-2056, 6.00%, 06/01/56 FN 3140UHD31 - 4,010,483 $4,145,783 $4,145,783 0.06 $4,129,072
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-HQA4 B2 10.6121% 25-DEC-2041, 10.63%, 12/25/41 STACR 2021-HQA4 35564KPP8 - 4,000,000 $4,142,777 $4,142,777 0.06 $4,106,223
Vista Point Securitization Trust 2026-CES1 A3 5.376% 25-FEB-2056, 5.38%, 02/25/56 VSTA 2026-CES1 92790EAC4 - 4,169,000 $4,113,567 $4,113,567 0.06 $4,094,267
EASY STREET MORTGAGE LN 5.606%40 A1, 5.61%, 10/25/40 EASY 2025-RTL2 27786YAA6 - 4,100,000 $4,106,469 $4,106,469 0.06 $4,086,677
OBX 2022-NQM7 Trust MB FLTG 66, 5.59%, 04/25/56 OBX 2026-CES1 67124LAD5 - 4,000,000 $4,026,574 $4,026,574 0.06 $3,992,437
FNMA 30yr Pool#FS3246 5.500% 01-Nov-2052, 5.50%, 11/01/52 FN 3140XJTC7 - 3,931,948 $4,025,801 $4,025,801 0.06 $4,010,783
FNMA 30yr Pool#FA3788 5.500% 01-Nov-2055, 5.50%, 11/01/55 FN 3140W4F69 - 3,902,445 $3,998,494 $3,998,494 0.06 $3,983,588
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 $3,975,103 $3,975,103 0.06 $3,941,968
JP Morgan Mortgage Trust 2026-CES1 A2 5.182% 25-JUN-2056, 5.18%, 06/25/56 JPMMT 2026-CES1 46660BAD1 - 4,000,000 $3,968,754 $3,968,754 0.06 $3,937,086
Connecticut Avenue Securities Trust 2023-R08 1B1 7.1621% 25-OCT-2043, 7.18%, 10/25/43 CAS 2023-R08 20755CAF5 - 3,750,000 $3,949,607 $3,949,607 0.06 $3,926,478
FHLMC 30yr Pool#QZ7654 6.000% 01-Nov-2055, 6.00%, 11/01/55 FR 31427HQG0 - 3,819,848 $3,949,412 $3,949,412 0.06 $3,933,496
Connecticut Avenue Securities Trust 2022-R02 2M2 6.6121% 25-JAN-2042, 6.63%, 01/25/42 CAS 2022-R02 20754BAB7 - 3,881,226 $3,943,889 $3,943,889 0.06 $3,921,337
FNMA 30yr Pool#CB2907 3.500% 01-Feb-2052, 3.50%, 02/01/52 FN 3140QNGR7 - 4,172,614 $3,889,340 $3,889,340 0.06 $3,879,198
LHOME Mortgage Trust 2024-RTL2 A1 7.128% 25-MAR-2029, 7.13%, 03/25/29 LHOME 50205JAA4 - 3,853,978 $3,883,573 $3,883,573 0.06 $3,859,917
EFMT 2026-CES1 A2 5.316% 25-DEC-2060, 5.32%, 12/25/60 EFMT 2026-CES1 26846MAD6 - 3,881,000 $3,844,718 $3,844,718 0.06 $3,830,391
Fannie Mae REMIC Trust 2020-98 AI 3.5% 25-JAN-2061, 3.50%, 01/25/61 FNR 2020-98 3136BDLE6 - 18,021,430 $3,780,985 $3,780,985 0.06 $3,737,183
FIGRE Trust 2026-HE1 B 5.183% 25-JAN-2056, 5.18%, 01/25/56 FIGRE 2026-HE1 30249NAD9 - 3,801,950 $3,765,571 $3,765,571 0.06 $3,751,887
FIGRE Trust 2025-HE3 B 5.71% 25-MAY-2055, 5.71%, 05/25/55 FIGRE 2025-HE3 31684LAB7 - 3,737,084 $3,744,425 $3,744,425 0.05 $3,729,606
FIGRE TRUST 2025-FL1 5.265% 55, 5.26%, 07/25/55 FIGRE 2025-FL1 31684QAA8 - 3,714,302 $3,718,532 $3,718,532 0.05 $3,704,952
OBX 2026-HE2 Trust|5.40136|06/25/2056, 5.40%, 06/25/56 OBX 2026-HE2 67124WAE9 - 3,678,000 $3,678,000 $3,678,000 0.05 $3,678,000
Ginnie Mae REMIC Trust 2023-116 LF 4.92513% 20-AUG-2053, 4.91%, 08/20/53 GNR 2023-116 38384EFT7 - 3,640,214 $3,673,764 $3,673,764 0.05 $3,670,786
FHLMC 30yr Pool#QX6719 6.000% 01-Feb-2055, 6.00%, 02/01/55 FR 31426CPD0 - 3,536,189 $3,654,358 $3,654,358 0.05 $3,639,624
FNMA 30yr Pool#DE7795 6.000% 01-Aug-2055, 6.00%, 08/01/55 FN 3140BLUV2 - 3,534,192 $3,654,067 $3,654,067 0.05 $3,639,341
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA1 B2 10.7121% 25-JAN-2042, 10.73%, 01/25/42 STACR 2022-DNA1 35564KQZ5 - 3,500,000 $3,640,942 $3,640,942 0.05 $3,608,656
FHLMC 30yr Pool#QH5204 6.500% 01-Nov-2053, 6.50%, 11/01/53 FR 3133CHX91 - 3,466,759 $3,640,387 $3,640,387 0.05 $3,624,738
FNMA 30yr Pool#FS2135 4.000% 01-Nov-2049, 4.00%, 11/01/49 FN 3140XHLR6 - 3,800,286 $3,633,100 $3,633,100 0.05 $3,622,544
Connecticut Avenue Securities Trust 2022-R07 1B2 15.6121% 25-JUN-2042, 15.65%, 06/25/42 CAS 2022-R07 20754MAL1 - 3,206,201 $3,588,187 $3,588,187 0.05 $3,543,599
FIGRE Trust 2025-HE3 C 5.91% 25-MAY-2055, 5.91%, 05/25/55 FIGRE 2025-HE3 31684LAC5 - 3,512,859 $3,523,652 $3,523,652 0.05 $3,509,235
FNMA 30yr Pool#DD3307 6.000% 01-Feb-2055, 6.00%, 02/01/55 FN DD3307 MTGE 3140B3U91 - 3,358,842 $3,471,085 $3,471,085 0.05 $3,457,090
FHLMC 30yr Pool#QF7280 5.500% 01-Jan-2053, 5.50%, 01/01/53 FR 3133BVCR4 - 3,366,654 $3,447,014 $3,447,014 0.05 $3,434,155
FHLMC 30yr Pool#QH0826 5.500% 01-Sep-2053, 5.50%, 09/01/53 FR 3133CC4K9 - 3,359,399 $3,435,137 $3,435,137 0.05 $3,422,306
FNMA 30yr Pool#DA5072 6.500% 01-Nov-2053, 6.50%, 11/01/53 FN 3140A5T65 - 3,283,434 $3,432,645 $3,432,645 0.05 $3,417,824
FHLMC 30yr Pool#QI8221 6.000% 01-Jun-2054, 6.00%, 06/01/54 FR 3133WFD20 - 3,312,504 $3,422,910 $3,422,910 0.05 $3,409,108
FHLMC 30yr Pool#QF7810 5.500% 01-Jan-2053, 5.50%, 01/01/53 FR 3133BVVB8 - 3,328,297 $3,407,742 $3,407,742 0.05 $3,395,029
FHLMC 30yr Pool#TA0253 6.000% 01-Dec-2055, 6.00%, 12/01/55 FR 3142JNH74 - 3,241,461 $3,351,407 $3,351,407 0.05 $3,337,901
FNMA 30yr Pool#BY0335 6.000% 01-May-2053, 6.00%, 05/01/53 FN 3140NGLR9 - 3,203,428 $3,299,300 $3,299,300 0.05 $3,285,953
FNMA 30yr Pool#FM7031 4.000% 01-Jan-2051, 4.00%, 01/01/51 FN 3140XAY55 - 3,415,468 $3,258,307 $3,258,307 0.05 $3,248,820
FHLMC 30yr Pool#QH7549 6.000% 01-Dec-2053, 6.00%, 12/01/53 FR 3133CLL61 - 3,140,816 $3,247,966 $3,247,966 0.05 $3,234,879
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2023-DNA1 M2 9.1121% 25-MAR-2043, 9.13%, 03/25/43 STACR 2023-DNA1 35564KP94 - 3,000,000 $3,235,757 $3,235,757 0.05 $3,211,464
FINANCE OF AMERICA STRUCTURE 3.5% 74, 3.50%, 02/25/74 FASST 2024-S1 31740RAB6 - 3,259,878 $3,233,484 $3,233,484 0.05 $3,223,619
FNMA 30yr Pool#DF1002 6.000% 01-Oct-2055, 6.00%, 10/01/55 FN 3140BRDG1 - 3,114,682 $3,224,932 $3,224,932 0.05 $3,211,954
OBX 2026 HE1 FLTG 2056 A1B, 5.13%, 02/25/56 OBX 2026-HE1 67124BAB1 - 3,175,579 $3,185,516 $3,185,516 0.05 $3,170,879
FHLMC 30yr Pool#QH6041 5.500% 01-Dec-2053, 5.50%, 12/01/53 FR 3133CJWA5 - 3,103,471 $3,159,495 $3,159,495 0.05 $3,147,641
FHLMC 30yr Pool#QH1144 5.500% 01-Sep-2053, 5.50%, 09/01/53 FR 3133CDHV9 - 3,066,322 $3,135,453 $3,135,453 0.05 $3,123,741
EFMT 2025-RTL1 0% 40, 5.22%, 11/25/40 EFMT 2025-RTL1 26846FAA7 - 3,108,000 $3,116,240 $3,116,240 0.05 $3,102,267
FNMA 30yr Pool#BX6124 6.500% 01-Jan-2053, 6.50%, 01/01/53 FN 3140NAYW7 - 2,913,913 $3,074,934 $3,074,934 0.04 $3,061,781
FHLMC 30yr Pool#QZ3837 6.000% 01-Sep-2055, 6.00%, 09/01/55 FR 31427BHP3 - 2,964,848 $3,065,411 $3,065,411 0.04 $3,053,058
RCKT Mortgage Trust 2026-CES1 A1B 4.928% 25-JAN-2056, 4.93%, 01/25/56 RCKT 2026-CES1 74939BAB2 - 3,077,864 $3,043,572 $3,043,572 0.04 $3,033,039
FNMA 30yr Pool#MA4026 4.000% 01-May-2050, 4.00%, 05/01/50 FN 31418DPL0 - 3,184,368 $3,034,169 $3,034,169 0.04 $3,025,324
FNMA 30yr Pool#DH1918 6.000% 01-Jun-2056, 6.00%, 06/01/56 FN 3140UHDY3 - 2,933,429 $3,033,827 $3,033,827 0.04 $3,021,604
FHLMC 30yr Pool#TA1465 6.000% 01-Dec-2055, 6.00%, 12/01/55 FR 3142JPTX9 - 2,905,924 $3,004,489 $3,004,489 0.04 $2,992,381
FHLMC 30yr Pool#QX5273 6.000% 01-Feb-2055, 6.00%, 02/01/55 FR 31426A2F4 - 2,899,058 $2,999,496 $2,999,496 0.04 $2,987,416
FNMA 30yr Pool#FM1540 4.000% 01-Sep-2049, 4.00%, 09/01/49 FN 3140X4WA0 - 3,115,240 $2,972,726 $2,972,726 0.04 $2,964,073
BX Trust 2021-BXMF C 4.93127% 15-OCT-2038, 4.93%, 10/15/26 BX 2021-BXMF 05609RAJ3 - 2,958,012 $2,962,155 $2,962,155 0.04 $2,957,699
FHLMC 30yr Pool#SD1111 4.000% 01-Jun-2050, 4.00%, 06/01/50 FR 3132DNGU1 - 3,077,465 $2,950,301 $2,950,301 0.04 $2,941,752
FHLMC 30yr Pool#TB4407 6.000% 01-Jun-2056, 6.00%, 06/01/56 FR 3142K53R2 - 2,851,340 $2,948,928 $2,948,928 0.04 $2,937,048
RCKT Mortgage Trust 2025-CES2 A1B 5.603% 25-FEB-2055, 5.60%, 02/25/55 RCKT 2025-CES2 74942BAB7 - 2,934,937 $2,941,540 $2,941,540 0.04 $2,930,120
COOPR Residential Mortgage Trust 2026-CES1 A2 5.158% 25-FEB-2061, 5.16%, 02/25/61 COOPR 2026-CES1 21689GAD0 - 2,949,000 $2,923,901 $2,923,901 0.04 $2,900,662
FHLMC 30yr Pool#QZ4951 6.000% 01-Oct-2055, 6.00%, 10/01/55 FR 31427CQD8 - 2,818,314 $2,913,908 $2,913,908 0.04 $2,902,165
GWT Commercial Mortgage Trust 2024-WLF2 A 5.31663% 15-MAY-2041, 5.32%, 05/15/41 GWT 2024-WLF2 362414AA2 - 2,900,000 $2,909,271 $2,909,271 0.04 $2,904,560
Structured Agency Credit Risk (STACR) Debt Notes, Series 2020-DNA1 B2 8.97658% 25-JAN-2050, 8.99%, 01/25/50 STACR 2020-DNA1 35565HBE4 - 2,560,595 $2,857,237 $2,857,237 0.04 $2,837,443
FNMA 30yr Pool#MA4056 4.000% 01-Jun-2050, 4.00%, 06/01/50 FN 31418DQJ4 - 2,978,812 $2,838,308 $2,838,308 0.04 $2,830,034
FNMA 30yr Pool#BX8700 5.500% 01-Mar-2053, 5.50%, 03/01/53 FN 3140NDU21 - 2,729,852 $2,790,114 $2,790,114 0.04 $2,779,688
FHLMC 30yr Pool#QG2539 6.500% 01-May-2053, 6.50%, 05/01/53 FR 3133C2ZC5 - 2,665,923 $2,773,261 $2,773,261 0.04 $2,761,228
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 $2,770,303 $2,770,303 0.04 $2,753,487
RCKT MORTGAGE TRUST 2025-CE 5.16% 34, 5.16%, 07/25/34 RCKTL 2025-1A 74939RAC5 - 2,750,000 $2,757,499 $2,757,499 0.04 $2,745,674
Chase Mortgage Reference Notes, Series 2021-CL1 M1 4.8121% 25-FEB-2050, 4.83%, 02/25/50 CHASE 2021-CL1 46591HBX7 - 2,768,000 $2,746,727 $2,746,727 0.04 $2,735,163
OBX TRUST 2026-HE1 FLTG 2056 M1, 5.28%, 02/25/56 OBX 2026-HE1 67124BAD7 - 2,707,000 $2,732,739 $2,732,739 0.04 $2,720,076
Fannie Mae Pool|4|03/01/2050, 4.00%, 03/01/50 FN 3140X8S24 - 2,841,057 $2,716,070 $2,716,070 0.04 $2,708,178
RCKT Mortgage Trust 2023-CES1 A1A 6.515% 25-JUN-2043, 6.51%, 06/25/43 RCKT 74935WAA2 - 2,688,338 $2,693,730 $2,693,730 0.04 $2,681,567
FHLMC 30yr Pool#SD6905 6.000% 01-Nov-2054, 6.00%, 11/01/54 FR 3132DUU62 - 2,553,014 $2,637,538 $2,637,538 0.04 $2,626,900
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA3 M2 7.9621% 25-APR-2042, 7.98%, 04/25/42 STACR 2022-DNA3 35564KVE6 - 2,528,314 $2,612,713 $2,612,713 0.04 $2,595,377
FHLMC 30yr Pool#QF9276 5.500% 01-Mar-2053, 5.50%, 03/01/53 FR 3133BXJV4 - 2,549,346 $2,606,821 $2,606,821 0.04 $2,597,084
FNMA 30yr Pool#DF5622 6.000% 01-Nov-2055, 6.00%, 11/01/55 FN 3140BWG85 - 2,508,618 $2,593,707 $2,593,707 0.04 $2,583,255
Vista Point Securitization Trust 2026-CES1 A2 5.226% 25-FEB-2056, 5.23%, 02/25/56 VSTA 2026-CES1 92790EAB6 - 2,600,000 $2,564,952 $2,564,952 0.04 $2,553,251
FNMA 30yr Pool#BV5393 3.500% 01-Apr-2052, 3.50%, 04/01/52 FN 3140MJ7F6 - 2,757,398 $2,561,633 $2,561,633 0.04 $2,554,931
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-HQA3 B2 9.8621% 25-SEP-2041, 9.88%, 09/25/41 STACR 2021-HQA3 35564KKL2 - 2,504,211 $2,553,995 $2,553,995 0.04 $2,532,727
FHLMC 30yr Pool#Q57869 4.000% 01-Aug-2048, 4.00%, 08/01/48 FG 3132Y1W79 - 2,645,099 $2,531,942 $2,531,942 0.04 $2,524,595
FHLMC 30yr Pool#QZ4131 6.000% 01-Sep-2055, 6.00%, 09/01/55 FR 31427BSV8 - 2,416,762 $2,497,523 $2,497,523 0.04 $2,487,453
BX Trust 2021-BXMF G 7.089513% 15-OCT-2038, 7.09%, 10/15/26 BX 2021-BXMF 05609RAS3 - 2,488,884 $2,490,726 $2,490,726 0.04 $2,485,335
Connecticut Avenue Securities Trust 2024-R06 1M2 5.2121% 25-SEP-2044, 5.23%, 09/25/44 CAS 2024-R06 20755RAC9 - 2,468,872 $2,482,046 $2,482,046 0.04 $2,470,964
PRPM 2026-RCF1 A2 5.206% 25-JAN-2056, 5.21%, 01/25/56 PRPM 2026-RCF1 69383VAB9 - 2,500,000 $2,475,857 $2,475,857 0.04 $2,466,819
PRPM 2026-RCF1 A3 5.305% 25-JAN-2056, 5.30%, 01/25/56 PRPM 2026-RCF1 69383VAF0 - 2,500,000 $2,467,378 $2,467,378 0.04 $2,458,168
FHLMC 30yr Pool#QI7710 5.500% 01-Jun-2054, 5.50%, 06/01/54 FR 3133WER77 - 2,402,669 $2,456,881 $2,456,881 0.04 $2,447,705
EFMT 2026-CES1 A1B 5.116% 25-DEC-2060, 5.12%, 12/25/60 EFMT 2026-CES1 26846MAB0 - 2,464,233 $2,448,190 $2,448,190 0.04 $2,439,435
FNMA 30yr Pool#DC1102 5.500% 01-Sep-2054, 5.50%, 09/01/54 FN 3140ANGL7 - 2,348,250 $2,401,234 $2,401,234 0.04 $2,392,265
FNMA 30yr Pool#BY8533 6.500% 01-Aug-2053, 6.50%, 08/01/53 FN 3140NRPT7 - 2,292,584 $2,396,767 $2,396,767 0.04 $2,386,419
FHLMC 30yr Pool#SD3523 3.000% 01-Jun-2052, 3.00%, 06/01/52 FR 3132DQ4G8 - 2,693,928 $2,394,207 $2,394,207 0.03 $2,388,595
FNMA 30yr Pool#DC1302 5.000% 01-Aug-2054, 5.00%, 08/01/54 FN 3140ANNU9 - 2,403,826 $2,390,410 $2,390,410 0.03 $2,382,063
OBX 2022-NQM7 Trust MB FLTG 66, 5.42%, 04/25/56 OBX 2026-CES1 67124LAB9 - 2,371,633 $2,383,137 $2,383,137 0.03 $2,363,263
FIGRE Trust 2024-HE4 B 5.252% 25-SEP-2054, 5.25%, 09/25/54 FIGRE 2024-HE4 31684UAB7 - 2,370,206 $2,367,664 $2,367,664 0.03 $2,356,718
PRPM 2025-RCF3 LLC 5.25% 55, 5.25%, 07/25/55 PRPM 2025-RCF3 69392PAB1 - 2,380,125 $2,367,531 $2,367,531 0.03 $2,358,854
Connecticut Avenue Securities Trust 2022-R08 1M2 7.2121% 25-JUL-2042, 7.23%, 07/25/42 CAS 2022-R08 20755DAB2 - 2,280,000 $2,355,318 $2,355,318 0.03 $2,341,157
FNMA 30yr Pool#BY5913 5.500% 01-Sep-2053, 5.50%, 09/01/53 FN 3140NNSB2 - 2,297,892 $2,349,699 $2,349,699 0.03 $2,340,922
FNMA 30yr Pool#DD8279 6.000% 01-Apr-2055, 6.00%, 04/01/55 FN 3140B9FV6 - 2,267,362 $2,344,268 $2,344,268 0.03 $2,334,820
FNMA 30yr Pool#DE2839 6.000% 01-Jun-2055, 6.00%, 06/01/55 FN 3140BFEM3 - 2,260,938 $2,337,626 $2,337,626 0.03 $2,328,205
Ginnie Mae REMIC Trust 2017-163 LO 0.0% 16-MAY-2041, 0.00%, 05/16/41 GNR 2017-163 38380KNA9 - 3,033,176 $2,310,701 $2,310,701 0.03 $2,310,701
FNMA 30yr Pool#DA3549 6.500% 01-Oct-2053, 6.50%, 10/01/53 FN 3140A35K5 - 2,198,149 $2,308,241 $2,308,241 0.03 $2,298,318
FIGRE TRUST 2026-HE4 MB FLTG 56, 6.23%, 05/25/56 FIGRE 2026-HE4 31685MAF5 - 2,300,000 $2,295,063 $2,295,063 0.03 $2,282,724
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 $2,220,348 $2,220,348 0.03 $2,212,514
FNMA 30yr Pool#DF0313 6.000% 01-Sep-2055, 6.00%, 09/01/55 FN 3140BQK34 - 2,068,731 $2,138,900 $2,138,900 0.03 $2,130,280
FHLMC 30yr Pool#QG2543 5.500% 01-May-2053, 5.50%, 05/01/53 FR 3133C2ZG6 - 2,045,812 $2,082,742 $2,082,742 0.03 $2,074,929
FHLMC 30yr Pool#QY9883 6.000% 01-Aug-2055, 6.00%, 08/01/55 FR 31426U6V1 - 1,988,104 $2,055,538 $2,055,538 0.03 $2,047,254
PRPM 2024-RCF2 A1 3.75% 25-MAR-2054, 3.75%, 03/25/54 PRPM 2024-RCF2 693987AA7 - 2,095,357 $2,050,532 $2,050,532 0.03 $2,043,664
Bayview Opportunity Master Fund VII Trust 2024-CAR1 B 4.9121% 25-DEC-2031, 4.93%, 12/26/31 BVCLN 2024-CAR1 07336QAB8 - 2,015,411 $2,028,502 $2,028,502 0.03 $2,019,409
FNMA 30yr Pool#BY0338 6.500% 01-May-2053, 6.50%, 05/01/53 FN 3140NGLU2 - 1,894,143 $1,976,400 $1,976,400 0.03 $1,967,850
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 $1,960,239 $1,960,239 0.03 $1,947,312
FNMA 30yr Pool#FS1640 4.000% 01-Apr-2052, 4.00%, 04/01/52 FN 3140XGZE2 - 2,046,543 $1,952,080 $1,952,080 0.03 $1,946,396
FNMA 30yr Pool#FS3001 4.000% 01-Oct-2051, 4.00%, 10/01/51 FN 3140XJKP7 - 2,026,239 $1,933,691 $1,933,691 0.03 $1,928,062
FNMA 30yr Pool#DA0036 6.500% 01-Sep-2053, 6.50%, 09/01/53 FN 3140A0BE8 - 1,837,810 $1,921,327 $1,921,327 0.03 $1,913,031
FNMA 30yr Pool#BX8072 5.500% 01-Mar-2053, 5.50%, 03/01/53 FN 3140NC6J3 - 1,857,876 $1,898,889 $1,898,889 0.03 $1,891,793
Ally Bank Auto Credit-Linked Notes, Series 2024-A C 6.022% 15-MAY-2032, 6.02%, 05/17/32 ABCLN 2024-A 02007GZ63 - 1,870,010 $1,896,889 $1,896,889 0.03 $1,893,448
Chase Mortgage Reference Notes, Series 2020-CL1 M2 6.1988% 25-OCT-2057, 6.26%, 10/25/57 CHASE 2020-CL1 46591HAH3 - 1,799,568 $1,873,082 $1,873,082 0.03 $1,863,380
FNMA 30yr Pool#DF0998 6.000% 01-Oct-2055, 6.00%, 10/01/55 FN 3140BRDC0 - 1,760,332 $1,820,040 $1,820,040 0.03 $1,812,706
FHLMC 30yr Pool#QX7432 6.000% 01-Feb-2055, 6.00%, 02/01/55 FR 31426DHJ4 - 1,752,970 $1,811,549 $1,811,549 0.03 $1,804,245
FHLMC 30yr Pool#SI2017 4.000% 01-Dec-2048, 4.00%, 12/01/48 FR 3133USG21 - 1,889,501 $1,806,322 $1,806,322 0.03 $1,801,073
Chase Mortgage Reference Notes, Series 2021-CL1 M3 5.1621% 25-FEB-2050, 5.18%, 02/25/50 CHASE 2021-CL1 46591HBZ2 - 1,805,197 $1,778,316 $1,778,316 0.03 $1,770,225
FNMA 30yr Pool#DA3538 6.000% 01-Oct-2053, 6.00%, 10/01/53 FN 3140A34Y6 - 1,670,200 $1,729,601 $1,729,601 0.03 $1,722,642
PRPM 2025-RCF3 LLC 5.25% 55, 5.25%, 07/25/55 PRPM 2025-RCF3 69392PAC9 - 1,700,000 $1,681,340 $1,681,340 0.02 $1,675,142
FHLMC 30yr Pool#SD1551 4.000% 01-Mar-2050, 4.00%, 03/01/50 FR 3132DNWL3 - 1,756,434 $1,679,164 $1,679,164 0.02 $1,674,285
Fannie Mae Pool|4|08/01/2050, 4.00%, 08/01/50 FN 3140X8UA3 - 1,731,274 $1,649,673 $1,649,673 0.02 $1,644,864
FNMA 30yr Pool#MA3521 4.000% 01-Nov-2048, 4.00%, 11/01/48 FN 31418C4F8 - 1,698,473 $1,623,752 $1,623,752 0.02 $1,619,034
Foundation Finance Trust 2023-2 A 6.53% 15-JUN-2049, 6.53%, 06/15/49 FFIN 2023-2A 35042RAA4 - 1,580,583 $1,622,970 $1,622,970 0.02 $1,619,817
Chase Mortgage Reference Notes, Series 2021-CL1 M2 4.9621% 25-FEB-2050, 4.98%, 02/25/50 CHASE 2021-CL1 46591HBY5 - 1,626,200 $1,603,014 $1,603,014 0.02 $1,596,008
FHLMC 30yr Pool#SD0943 3.500% 01-Apr-2052, 3.50%, 04/01/52 FR 3132DNBL6 - 1,693,708 $1,578,723 $1,578,723 0.02 $1,574,607
Santander Bank Auto Credit-Linked Notes, Series 2024-A B 5.622% 15-JUN-2032, 5.62%, 06/15/32 SBCLN 2024-A 80290CCJ1 - 1,559,199 $1,574,505 $1,574,505 0.02 $1,571,827
FHLMC 30yr Pool#QI4878 6.000% 01-Apr-2054, 6.00%, 04/01/54 FR 3133WBM37 - 1,485,886 $1,537,364 $1,537,364 0.02 $1,531,173
FHLMC 30yr Pool#SD4456 4.000% 01-Aug-2050, 4.00%, 08/01/50 FR 3132E05R9 - 1,578,822 $1,506,709 $1,506,709 0.02 $1,502,323
FNMA 30yr Pool#DD4221 6.000% 01-Feb-2055, 6.00%, 02/01/55 FN DD4221 MTGE 3140B4VP2 - 1,455,597 $1,504,239 $1,504,239 0.02 $1,498,174
FNMA 30yr Pool#CB2681 3.500% 01-Jan-2052, 3.50%, 01/01/52 FN 3140QM6T6 - 1,599,310 $1,490,857 $1,490,857 0.02 $1,486,970
FHLMC 30yr Pool#QY7439 6.000% 01-Jun-2055, 6.00%, 06/01/55 FR 31426SHR3 - 1,408,960 $1,456,750 $1,456,750 0.02 $1,450,879
FHLMC 30yr Pool#QZ4132 6.000% 01-Sep-2055, 6.00%, 09/01/55 FR 31427BSW6 - 1,407,252 $1,454,984 $1,454,984 0.02 $1,449,120
FNMA 30yr Pool#DC9709 6.000% 01-Jan-2055, 6.00%, 01/01/55 FN 3140AXYF8 - 1,386,182 $1,438,669 $1,438,669 0.02 $1,432,893
FNMA 30yr Pool#BT8051 5.500% 01-Jan-2053, 5.50%, 01/01/53 FN 3140LW5M5 - 1,370,326 $1,403,035 $1,403,035 0.02 $1,397,801
FHLMC 30yr Pool#Q58477 4.000% 01-Sep-2048, 4.00%, 09/01/48 FG 3132Y2M37 - 1,454,749 $1,392,354 $1,392,354 0.02 $1,388,313
FHF Trust 2024-1 (First Help Financial) A2 5.69% 15-FEB-2030, 5.69%, 02/15/30 FHF 2024-1A 31568AAB2 - 1,370,752 $1,377,142 $1,377,142 0.02 $1,374,759
FNMA 30yr Pool#MA3415 4.000% 01-Jul-2048, 4.00%, 07/01/48 FN 31418CYM0 - 1,436,619 $1,373,418 $1,373,418 0.02 $1,369,427
FNMA 30yr Pool#BY1896 5.500% 01-May-2053, 5.50%, 05/01/53 FN 3140NJDA9 - 1,346,649 $1,370,959 $1,370,959 0.02 $1,365,815
FHLMC 30yr Pool#QG4340 6.500% 01-Jun-2053, 6.50%, 06/01/53 FR 3133C4ZD9 - 1,291,227 $1,343,215 $1,343,215 0.02 $1,337,387
FNMA 30yr Pool#CA5573 4.000% 01-Apr-2050, 4.00%, 04/01/50 FN 3140QDFP4 - 1,379,976 $1,314,933 $1,314,933 0.02 $1,311,100
RCKT MORTGAGE TR 2026-CES2 M1A, 5.36%, 02/25/56 RCKT 2026-CES2 74940EAE7 - 1,323,000 $1,287,847 $1,287,847 0.02 $1,282,927
FNMA 30yr Pool#BY0327 6.500% 01-May-2053, 6.50%, 05/01/53 FN 3140NGLH1 - 1,225,935 $1,276,958 $1,276,958 0.02 $1,271,424
FNMA 30yr Pool#BX7860 5.500% 01-Mar-2053, 5.50%, 03/01/53 FN 3140NCWW5 - 1,245,041 $1,272,091 $1,272,091 0.02 $1,267,336
Santander Bank Auto Credit-Linked Notes, Series 2023-B B 5.64% 15-DEC-2033, 5.64%, 12/15/33 SBCLN 2023-B 80290CCB8 - 1,235,154 $1,246,914 $1,246,914 0.02 $1,244,785
FIGRE TRUST 2025-HE5 FLTG 2055 B, 5.49%, 08/25/55 FIGRE 2025-HE5 31684MAB5 - 1,213,103 $1,210,369 $1,210,369 0.02 $1,205,748
FNMA 30yr Pool#DB3056 5.500% 01-May-2054, 5.50%, 05/01/54 FN 3140ACME0 - 1,168,994 $1,196,737 $1,196,737 0.02 $1,192,272
FHLMC 30yr Pool#QF2561 5.500% 01-Nov-2052, 5.50%, 11/01/52 FR 3133BPZ27 - 1,168,149 $1,196,032 $1,196,032 0.02 $1,191,570
FNMA 40yr Pool#BF0167 3.000% 01-Feb-2057, 3.00%, 02/01/57 FN 3140FXFH0 - 1,343,551 $1,164,791 $1,164,791 0.02 $1,161,992
EFMT 2026-CES1 M1 5.616% 25-DEC-2060, 5.62%, 12/25/60 EFMT 2026-CES1 26846MAF1 - 1,166,000 $1,144,412 $1,144,412 0.02 $1,139,864
FNMA 30yr Pool#MA3149 4.000% 01-Oct-2047, 4.00%, 10/01/47 FN 31418CQB3 - 1,192,864 $1,141,834 $1,141,834 0.02 $1,138,520
FNMA 30yr Pool#BX0804 5.500% 01-Nov-2052, 5.50%, 11/01/52 FN 3140N43N5 - 1,109,392 $1,133,116 $1,133,116 0.02 $1,128,879
FHLMC 30yr Pool#SD8003 4.000% 01-Jul-2049, 4.00%, 07/01/49 FR 3132DV3L7 - 1,167,671 $1,114,337 $1,114,337 0.02 $1,111,094
FNMA 30yr Pool#FM9138 4.000% 01-Mar-2050, 4.00%, 03/01/50 FN 3140XDEL6 - 1,144,482 $1,094,133 $1,094,133 0.02 $1,090,954
Ally Bank Auto Credit-Linked Notes, Series 2024-A D 6.315% 15-MAY-2032, 6.31%, 05/17/32 ABCLN 2024-A 02007GZ71 - 1,068,577 $1,082,400 $1,082,400 0.02 $1,080,338
FNMA 30yr Pool#AS6811 3.000% 01-Mar-2046, 3.00%, 03/01/46 FN 3138WGR97 - 1,192,380 $1,082,074 $1,082,074 0.02 $1,079,590
FNMA 30yr Pool#BJ9181 5.000% 01-May-2048, 5.00%, 05/01/48 FN 3140HBFX1 - 1,056,108 $1,065,861 $1,065,861 0.02 $1,062,194
FHLMC 30yr Pool#ZT2087 4.000% 01-Jun-2049, 4.00%, 06/01/49 FR 3132AEJ80 - 1,110,725 $1,059,992 $1,059,992 0.02 $1,056,907
FNMA 30yr Pool#AS7492 4.000% 01-Jul-2046, 4.00%, 07/01/46 FN 3138WHKE1 - 1,074,231 $1,031,328 $1,031,328 0.02 $1,028,344
Connecticut Avenue Securities Trust 2022-R04 1M2 6.7121% 25-MAR-2042, 6.71%, 03/25/42 CAS 2022-R04 20753YCK6 - 1,000,000 $1,019,119 $1,019,119 0.01 $1,013,339
FHLMC 30yr Pool#QG3885 6.500% 01-Jun-2053, 6.50%, 06/01/53 FR 3133C4J62 - 962,797 $1,001,562 $1,001,562 0.01 $997,216
ACHV ABS Trust 2024-1PL B 6.34% 25-APR-2031, 6.34%, 04/25/31 ACHV 2024-1PL 00092BAB0 - 984,034 $994,747 $994,747 0.01 $989,015
Bayview Opportunity Master Fund VII Trust 2024-CAR1 C 5.1121% 25-DEC-2031, 5.13%, 12/26/31 BVCLN 2024-CAR1 07336QAC6 - 980,833 $988,079 $988,079 0.01 $983,473
FNMA 30yr Pool#BV8484 3.500% 01-Apr-2052, 3.50%, 04/01/52 FN 3140MNNA0 - 994,033 $923,460 $923,460 0.01 $921,044
FHLMC 30yr Pool#QG6538 5.500% 01-Jul-2053, 5.50%, 07/01/53 FR 3133C7HP5 - 893,965 $914,119 $914,119 0.01 $910,705
FNMA 30yr Pool#FM1598 4.000% 01-Feb-2049, 4.00%, 02/01/49 FN 3140X4X43 - 941,941 $900,502 $900,502 0.01 $897,886
FNMA 30yr Pool#BV4203 3.500% 01-Apr-2052, 3.50%, 04/01/52 FN 3140MHU56 - 968,639 $899,870 $899,870 0.01 $897,515
FHLMC 30yr Pool#QH3309 5.500% 01-Oct-2053, 5.50%, 10/01/53 FR 3133CFVA4 - 883,602 $899,553 $899,553 0.01 $896,178
FREMF 2019-KF70 Mortgage Trust C 9.76365% 25-SEP-2029, 9.76%, 09/25/29 FREMF 2019-KF70 30298UAJ0 - 890,414 $893,796 $893,796 0.01 $886,068
FHLMC 30yr Pool#QG6948 5.500% 01-Jul-2053, 5.50%, 07/01/53 FR 3133C7WH6 - 837,118 $855,991 $855,991 0.01 $852,793
FNMA 30yr Pool#BY0361 6.500% 01-Jun-2053, 6.50%, 06/01/53 FN 3140NGMK3 - 816,825 $852,108 $852,108 0.01 $848,420
GNMA II 30yr Pool#MA5021 4.500% 20-Feb-2048, 4.50%, 02/20/48 G2 36179TSJ5 - 848,734 $837,134 $837,134 0.01 $834,481
FHLMC 30yr Pool#ZM8197 4.000% 01-Sep-2048, 4.00%, 09/01/48 FR 3131Y3DA1 - 865,542 $827,439 $827,439 0.01 $825,035
Structured Agency Credit Risk (STACR) Debt Notes, Series 2020-DNA2 B2 8.52658% 25-FEB-2050, 8.54%, 02/25/50 STACR 2020-DNA2 35565KBE7 - 728,791 $805,156 $805,156 0.01 $799,805
FNMA 30yr Pool#CC0990 5.000% 01-Sep-2055, 5.00%, 09/01/55 FN 3140Y7C48 - 780,354 $781,491 $781,491 0.01 $778,781
FNMA 30yr Pool#BN4541 4.000% 01-Feb-2049, 4.00%, 02/01/49 FN 3140JMBK7 - 809,534 $773,920 $773,920 0.01 $771,672
U.S. Auto Funding 2021-1 C 2.2% 15-MAY-2026, 2.20%, 05/15/27 USAUT 2021-1A 90355EAC5 - 992,594 $764,452 $764,452 0.01 $763,784
FNMA 30yr Pool#AB9341 3.000% 01-May-2043, 3.00%, 05/01/43 FN 31417GLX2 - 827,804 $758,967 $758,967 0.01 $757,242
RCKT Mortgage Trust 2025-CES10 M1 5.662% 25-OCT-2055, 5.66%, 11/25/55 RCKT 2025-CES10 74939LAE4 - 763,000 $753,681 $753,681 0.01 $750,681
FNMA 30yr Pool#BY0782 5.500% 01-Apr-2053, 5.50%, 04/01/53 FN 3140NG2Q2 - 736,623 $753,230 $753,230 0.01 $750,416
FHLMC 30yr Pool#QG7338 6.000% 01-Jul-2053, 6.00%, 07/01/53 FR 3133C8EK7 - 698,100 $721,394 $721,394 0.01 $718,485
FNMA 30yr Pool#BY0866 5.500% 01-May-2053, 5.50%, 05/01/53 FN 3140NG6C9 - 690,117 $703,609 $703,609 0.01 $700,973
FHLMC 30yr Pool#ZT1926 3.000% 01-Nov-2043, 3.00%, 11/01/43 FR 3132AED78 - 730,322 $669,715 $669,715 0.01 $668,193
FHF Issuer Trust 2023-2 (First Help Financial) A2 6.79% 15-OCT-2029, 6.79%, 10/15/29 FHF 2023-2A 30333LAB4 - 655,308 $661,347 $661,347 0.01 $659,988
GNMA II 30yr Pool#MA5264 4.000% 20-Jun-2048, 4.00%, 06/20/48 G2 36179TZ57 - 679,379 $648,253 $648,253 0.01 $646,366
FNMA 30yr Pool#CB6864 5.000% 01-Aug-2053, 5.00%, 08/01/53 FN 3140QSTW1 - 638,501 $639,229 $639,229 0.01 $637,012
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 $630,409 $630,409 0.01 $626,672
FHLMC 30yr Pool#QE1073 3.500% 01-Apr-2052, 3.50%, 04/01/52 FR 3133BAFN6 - 639,475 $594,075 $594,075 0.01 $592,520
ACHM Trust 2024-HE1 B 7.26% 25-MAY-2039, 7.26%, 05/25/39 ACHM 2024-HE1 00449TAB1 - 567,767 $581,328 $581,328 0.01 $577,672
FNMA 30yr Pool#BW0343 4.500% 01-May-2052, 4.50%, 05/01/52 FN 3140MRLZ8 - 581,158 $566,416 $566,416 0.01 $564,600
FHLMC 30yr Pool#QG2540 6.500% 01-May-2053, 6.50%, 05/01/53 FR 3133C2ZD3 - 541,004 $563,629 $563,629 0.01 $561,187
FNMA 30yr Pool#AL6842 4.000% 01-May-2045, 4.00%, 05/01/45 FN 3138EPS88 - 572,951 $551,968 $551,968 0.01 $550,377
FNMA 30yr Pool#BK9507 4.000% 01-Oct-2048, 4.00%, 10/01/48 FN 3140HPR58 - 569,640 $545,761 $545,761 0.01 $544,179
Sequoia Mortgage Trust 2013-5 A1 2.5% 25-MAY-2043, 2.50%, 05/25/43 SEMT 2013-5 81745AAA5 - 592,797 $527,322 $527,322 0.01 $526,293
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-DNA5 M2 5.2621% 25-JAN-2034, 5.28%, 01/25/34 STACR 2021-DNA5 35564KHE2 - 494,991 $498,886 $498,886 0.01 $496,386
ACHV ABS Trust 2024-1PL C 6.42% 25-APR-2031, 6.42%, 04/25/31 ACHV 2024-1PL 00092BAC8 - 472,699 $477,414 $477,414 0.01 $474,663
FNMA 30yr Pool#AZ0869 4.000% 01-Jul-2045, 4.00%, 07/01/45 FN 3138YR6F0 - 477,715 $460,589 $460,589 0.01 $459,262
FHLMC 30yr Pool#QD9191 3.500% 01-Apr-2052, 3.50%, 04/01/52 FR 3133B7F86 - 491,522 $456,625 $456,625 0.01 $455,431
Blue Bridge Funding 2023-1 A 7.37% 15-NOV-2030, 7.37%, 11/15/30 BBEF 2023-1A 09531MAA8 - 429,978 $432,577 $432,577 0.01 $431,609
FHLMC 15yr Pool#SB0116 2.500% 01-Nov-2034, 2.50%, 11/01/34 FR 3132CWDV3 - 456,619 $431,815 $431,815 0.01 $431,023
FHLMC 30yr Pool#SD1414 4.000% 01-Oct-2050, 4.00%, 10/01/50 FR 3132DNSB0 - 427,175 $407,663 $407,663 0.01 $406,477
FNMA 30yr Pool#BV6879 4.500% 01-Apr-2052, 4.50%, 04/01/52 FN 3140MLUD0 - 401,820 $391,665 $391,665 0.01 $390,410
BX Commercial Mortgage Trust 2021-21M A 4.47% 15-OCT-2036, 4.47%, 10/15/36 BX 2021-21M 05609CAA5 - 382,219 $382,752 $382,752 0.01 $382,230
FNMA 30yr Pool#CB4329 3.500% 01-Jul-2052, 3.50%, 07/01/52 FN 3140QPY35 - 401,402 $373,119 $373,119 0.01 $372,143
FHLMC 30yr Pool#QG3397 6.000% 01-May-2053, 6.00%, 05/01/53 FR 3133C3X27 - 341,947 $353,356 $353,356 0.01 $351,932
FHLMC 30yr Pool#QA8274 3.500% 01-Mar-2050, 3.50%, 03/01/50 FR 3133A3FP8 - 382,810 $352,972 $352,972 0.01 $352,042
FNMA 30yr Pool#CA4646 3.000% 01-Feb-2048, 3.00%, 02/01/48 FN 3140QCEU6 - 379,378 $344,922 $344,922 0.01 $344,132
FNMA 30yr Pool#FM3447 4.000% 01-Nov-2049, 4.00%, 11/01/49 FN 3140X6ZM6 - 342,874 $327,726 $327,726 0.00 $326,774
Connecticut Avenue Securities Trust 2022-R01 1B1 6.7621% 25-DEC-2041, 6.78%, 12/25/41 CAS 2022-R01 20754LAF6 - 310,000 $314,364 $314,364 0.00 $312,559
FNMA 30yr Pool#BV7632 4.500% 01-Apr-2052, 4.50%, 04/01/52 FN 3140MMPS1 - 308,677 $300,876 $300,876 0.00 $299,911
Hotwire Funding, Series 2021-1 B_2021_1 2.658% 20-NOV-2051, 2.66%, 11/20/51 HWIRE 2021-1 44148JAB5 - 300,000 $297,044 $297,044 0.00 $296,911
UMBS TBA 30yr 4% July Delivery, 4.00%, 07/13/26 FNCL 01F040677 - 313,000 $293,974 $293,974 0.00 $293,974
FHLMC 30yr Pool#ZN6461 4.000% 01-May-2049, 4.00%, 05/01/49 FR 3131YDFA7 - 296,812 $283,250 $283,250 0.00 $282,426
FNMA 30yr Pool#AR9225 3.000% 01-Mar-2043, 3.00%, 03/01/43 FN 3138W7HB3 - 310,059 $282,604 $282,604 0.00 $281,958
FNMA 30yr Pool#FS2548 4.000% 01-Mar-2051, 4.00%, 03/01/51 FN 3140XHZN0 - 282,827 $269,909 $269,909 0.00 $269,123
FHLMC 30yr Pool#ZT0391 4.000% 01-Nov-2047, 4.00%, 11/01/47 FR 3132ACNG1 - 279,279 $268,680 $268,680 0.00 $267,904
FNMA 30yr Pool#AS8649 3.000% 01-Jan-2047, 3.00%, 01/01/47 FN 3138WJTF5 - 295,436 $266,483 $266,483 0.00 $265,867
Arivo Acceptance Auto Loan Receivables Trust 2024-1 A 6.46% 15-APR-2028, 6.46%, 04/17/28 ARIVO 2024-1A 039943AA3 - 252,550 $253,512 $253,512 0.00 $253,013
FNMA 30yr Pool#BN3899 4.000% 01-Dec-2048, 4.00%, 12/01/48 FN 3140JLKM5 - 254,149 $242,968 $242,968 0.00 $242,262
Fannie Mae REMIC Trust 2012-126 SY 0.27342% 25-NOV-2042, 0.27%, 11/25/42 FNR 2012-126 3136A9ZR2 - 473,554 $241,473 $241,473 0.00 $241,361
FHLMC 30yr Pool#ZN4240 4.500% 01-Dec-2048, 4.50%, 12/01/48 FR 3131YAV98 - 243,401 $240,062 $240,062 0.00 $239,302
FHLMC 30yr Pool#QA1615 3.500% 01-Aug-2049, 3.50%, 08/01/49 FR 31334XYL7 - 244,877 $226,636 $226,636 0.00 $226,041
FNMA 30yr Pool#BW0081 4.500% 01-Apr-2052, 4.50%, 04/01/52 FN 3140MRCT2 - 227,300 $221,535 $221,535 0.00 $220,824
FNMA 30yr Pool#MA3687 4.000% 01-Jun-2049, 4.00%, 06/01/49 FN 31418DCZ3 - 219,217 $209,204 $209,204 0.00 $208,595
FNMA 30yr Pool#MA1327 3.000% 01-Jan-2043, 3.00%, 01/01/43 FN 31418APM4 - 222,939 $204,438 $204,438 0.00 $203,974
FNMA 30yr Pool#BE3616 4.000% 01-May-2047, 4.00%, 05/01/47 FN 3140FPAS8 - 210,085 $202,246 $202,246 0.00 $201,662
Fannie Mae REMIC Trust 2017-9 VL 3.0% 25-JUL-2028, 3.00%, 07/25/28 FNR 2017-9 3136AVYH6 - 198,925 $197,878 $197,878 0.00 $197,464
GNMA II 30yr Pool#MA5192 4.000% 20-May-2048, 4.00%, 05/20/48 G2 36179TXV2 - 204,265 $194,907 $194,907 0.00 $194,339
FHLMC 15yr Pool#SB0040 2.500% 01-Dec-2033, 2.50%, 12/01/33 FR 3132CWBH6 - 196,512 $188,942 $188,942 0.00 $188,600
FNMA 30yr Pool#BO2983 3.000% 01-Sep-2049, 3.00%, 09/01/49 FN 3140JXJ58 - 186,535 $168,115 $168,115 0.00 $167,726
FNMA 30yr Pool#AB6280 3.000% 01-Sep-2042, 3.00%, 09/01/42 FN 31417C6S9 - 177,248 $162,539 $162,539 0.00 $162,170
FNMA 30yr Pool#BV7132 4.500% 01-Apr-2052, 4.50%, 04/01/52 FN 3140ML4S6 - 159,969 $155,911 $155,911 0.00 $155,411
FHLMC 30yr Pool#ZT1320 4.000% 01-Nov-2048, 4.00%, 11/01/48 FR 3132ADPD4 - 151,963 $145,277 $145,277 0.00 $144,855
FNMA 30yr Pool#AB7563 3.000% 01-Jan-2043, 3.00%, 01/01/43 FN 31417EMM0 - 154,850 $142,263 $142,263 0.00 $141,941
FNMA 30yr Pool#FS2546 4.000% 01-Mar-2051, 4.00%, 03/01/51 FN 3140XHZL4 - 148,648 $142,108 $142,108 0.00 $141,696
FHLMC 30yr Pool#QH7013 6.500% 01-Dec-2053, 6.50%, 12/01/53 FR 3133CKYJ1 - 124,775 $129,778 $129,778 0.00 $129,215
GNMA II 30yr Pool#MA5753 4.000% 20-Feb-2049, 4.00%, 02/20/49 G2 36179UMA7 - 135,133 $125,734 $125,734 0.00 $125,359
FNMA 30yr Pool#MA1229 3.000% 01-Oct-2042, 3.00%, 10/01/42 FN 31418ALK2 - 135,801 $124,765 $124,765 0.00 $124,482
FNMA 30yr Pool#BV7131 4.500% 01-Apr-2052, 4.50%, 04/01/52 FN 3140ML4R8 - 127,700 $124,462 $124,462 0.00 $124,063
GNMA II 30yr Pool#BF6874 4.500% 20-Jul-2048, 4.50%, 07/20/48 G2 3617GDT77 - 124,447 $122,109 $122,109 0.00 $121,720
Reach ABS Trust 2024-2 A 5.88% 15-JUL-2031, 5.88%, 07/15/31 REACH 2024-2A 75525HAA8 - 117,778 $118,079 $118,079 0.00 $117,867
Structured Agency Credit Risk (STACR) Debt Notes, Series 2023-HQA2 M1A 5.6121% 25-JUN-2043, 5.63%, 06/25/43 STACR 2023-HQA2 35564K2F5 - 115,417 $115,560 $115,560 0.00 $115,542
FNMA 20yr Pool#AB9283 3.000% 01-Apr-2038, 3.00%, 04/01/38 FN 31417GJ56 - 123,394 $115,480 $115,480 0.00 $115,223
GNMA II 30yr Pool#MA5866 4.000% 20-Apr-2049, 4.00%, 04/20/49 G2 36179UQT2 - 123,203 $114,954 $114,954 0.00 $114,611
GNMA II 30yr Pool#BK5879 4.500% 20-Nov-2048, 4.50%, 11/20/48 G2 3617J6Q80 - 109,900 $107,929 $107,929 0.00 $107,585
FHLMC 30yr Pool#QE0318 4.500% 01-Mar-2052, 4.50%, 03/01/52 FR 3133B9K78 - 107,022 $104,317 $104,317 0.00 $103,983
FNMA 30yr Pool#BW0072 4.500% 01-Apr-2052, 4.50%, 04/01/52 FN 3140MRCJ4 - 105,361 $102,688 $102,688 0.00 $102,359
FNMA 30yr Pool#BM3282 3.500% 01-Dec-2047, 3.50%, 12/01/47 FN 3140J7UG8 - 106,819 $100,019 $100,019 0.00 $99,759
FHLMC 30yr Pool#ZT1633 4.000% 01-Mar-2047, 4.00%, 03/01/47 FR 3132ADY69 - 103,573 $99,931 $99,931 0.00 $99,643
FNMA 30yr Pool#CA0108 3.500% 01-Aug-2047, 3.50%, 08/01/47 FN 3140Q7DN4 - 98,822 $92,531 $92,531 0.00 $92,291
Fannie Mae REMIC Trust 2013-130 FN 4.07658% 25-OCT-2042, 4.09%, 10/25/42 FNR 2013-130 3136AHG53 - 80,849 $80,522 $80,522 0.00 $80,231
FHLMC 30yr Pool#ZM7926 5.000% 01-Sep-2048, 5.00%, 09/01/48 FR 3131Y2YX0 - 76,255 $76,957 $76,957 0.00 $76,692
FNMA 30yr Pool#MA1447 3.000% 01-May-2043, 3.00%, 05/01/43 FN 31418ATD0 - 72,522 $66,101 $66,101 0.00 $65,950
FHLMC 30yr Pool#QA2159 3.000% 01-Aug-2049, 3.00%, 08/01/49 FR 31334YMG9 - 74,339 $65,496 $65,496 0.00 $65,341
FNMA 30yr Pool#AS8547 3.000% 01-Nov-2046, 3.00%, 11/01/46 FN 3138WJP93 - 70,042 $63,074 $63,074 0.00 $62,928
Sequoia Mortgage Trust 2019-CH3 A19 4.0% 25-OCT-2049, 4.00%, 09/25/49 SEMT 2019-CH3 81748GBN0 - 66,142 $61,244 $61,244 0.00 $61,061
FNMA 30yr Pool#BD2453 3.000% 01-Jan-2047, 3.00%, 01/01/47 FN 3140F9WP6 - 64,057 $57,976 $57,976 0.00 $57,843
Fannie Mae REMIC Trust 2010-109 BS 14.22498% 25-OCT-2040, 14.22%, 10/25/40 FNR 2010-109 31398NTM6 - 41,248 $49,128 $49,128 0.00 $48,721
Fannie Mae REMIC Trust 2006-20 GF 4.07658% 25-APR-2036, 4.09%, 04/25/36 FNR 2006-20 31395BU43 - 48,494 $48,313 $48,313 0.00 $48,141
FHLMC 15yr Pool#ZK8962 3.000% 01-Sep-2032, 3.00%, 09/01/32 FR 3131XC5X1 - 47,279 $45,706 $45,706 0.00 $45,607
FHLMC 15yr Pool#ZS7403 3.000% 01-May-2031, 3.00%, 05/01/31 FR 3132A8GL7 - 40,622 $39,706 $39,706 0.00 $39,621
FNMA 15yr Pool#BO5957 3.000% 01-Dec-2034, 3.00%, 12/01/34 FN 3140K1TP1 - 40,853 $39,071 $39,071 0.00 $38,986
Freddie Mac Multiclass Certificates, Series 3380 FM 4.34733% 15-OCT-2037, 4.30%, 10/15/37 FHR 3380 31397KTJ0 - 38,961 $39,012 $39,012 0.00 $38,961
Freddie Mac Multiclass Certificates, Series 3721 FB 4.25733% 15-SEP-2040, 4.21%, 09/15/40 FHR 3721 3137GAD20 - 38,022 $37,911 $37,911 0.00 $37,863
Ginnie Mae REMIC Trust 2008-013 FB 4.21712% 20-FEB-2038, 4.25%, 02/20/38 GNR 2008-13 38375PNL1 - 36,450 $36,274 $36,274 0.00 $36,249
FNMA 30yr Pool#BC0870 3.500% 01-Jan-2046, 3.50%, 01/01/46 FN 3140EU6G9 - 34,898 $32,613 $32,613 0.00 $32,528
FNMA 15yr Pool#BO7717 3.000% 01-Nov-2034, 3.00%, 11/01/34 FN 3140K3SF0 - 30,699 $29,427 $29,427 0.00 $29,363
Ginnie Mae REMIC Trust 2007-040 FG 4.03712% 20-JUL-2037, 4.07%, 07/20/37 GNR 2007-40 38375KZS4 - 27,686 $27,467 $27,467 0.00 $27,449
FHLMC 15yr Pool#ZK9163 3.000% 01-Jan-2033, 3.00%, 01/01/33 FR 3131XDFC4 - 28,237 $27,263 $27,263 0.00 $27,204
Fora Financial Asset Securitization, Series 2024-1 A 6.33% 15-MAY-2027, 6.33%, 08/15/29 FORA 2024-1A 34512PAA2 - - $23,032 $23,032 0.00 $0
Ginnie Mae REMIC Trust 2004-069 CF 4.11712% 20-JUL-2034, 4.15%, 07/20/34 GNR 2004-69 38374JAT3 - 23,100 $22,992 $22,992 0.00 $22,976
FHLMC 30yr Pool#ZN2165 4.500% 01-Dec-2048, 4.50%, 12/01/48 FR 3131Y8MN2 - 22,290 $22,026 $22,026 0.00 $21,956
Fannie Mae REMIC Trust 2013-2 QF 4.22658% 25-FEB-2043, 4.24%, 02/25/43 FNR 2013-2 3136AB4P5 - 21,977 $21,964 $21,964 0.00 $21,883
Ginnie Mae REMIC Trust 2007-059 FA 4.21712% 20-OCT-2037, 4.25%, 10/20/37 GNR 2007-59 38375LPU8 - 21,743 $21,696 $21,696 0.00 $21,680
Ginnie Mae REMIC Trust 2010-133 FD 4.1776% 16-OCT-2040, 4.18%, 10/16/40 GNR 2010-133 38377MHV1 - 18,088 $18,090 $18,090 0.00 $18,069
Ginnie Mae REMIC Trust 2008-016 FC 4.21712% 20-FEB-2038, 4.25%, 02/20/38 GNR 2008-16 383742FU2 - 17,660 $17,578 $17,578 0.00 $17,566
Ginnie Mae REMIC Trust 2007-037 FW 4.02712% 20-JUN-2037, 4.06%, 06/20/37 GNR 2007-37 38375KNR9 - 17,430 $17,230 $17,230 0.00 $17,218
Ginnie Mae REMIC Trust 2005-065 FA 3.86712% 20-AUG-2035, 3.90%, 08/20/35 GNR 2005-65 38374LL25 - 16,802 $16,589 $16,589 0.00 $16,578
Ginnie Mae REMIC Trust 2004-059 FP 4.0476% 16-AUG-2034, 4.05%, 08/16/34 GNR 2004-59 38374HYS3 - 16,240 $16,215 $16,215 0.00 $16,197
Freddie Mac Multiclass Certificates, Series 2426 FL 4.40733% 15-MAR-2032, 4.36%, 03/15/32 FHR 2426 31339W7G5 - 14,366 $14,432 $14,432 0.00 $14,413
FHLMC 30yr Pool#ZT0252 3.000% 01-Dec-2047, 3.00%, 12/01/47 FR 3132ACH52 - 15,935 $14,422 $14,422 0.00 $14,389
Ginnie Mae REMIC Trust 2005-048 AF 3.91712% 20-JUN-2035, 3.95%, 06/20/35 GNR 2005-48 38374LHM6 - 14,073 $13,913 $13,913 0.00 $13,904
Fannie Mae REMIC Trust 2002-53 FK 4.12658% 25-APR-2032, 4.14%, 04/25/32 FNR 2002-53 31392EHN3 - 13,859 $13,891 $13,891 0.00 $13,841
Fannie Mae REMIC Trust 2005-83 KT 4.02658% 25-OCT-2035, 4.04%, 10/25/35 FNR 2005-83 31394FUL7 - 12,260 $12,219 $12,219 0.00 $12,175
Fannie Mae REMIC Trust 2007-89 GF 4.24658% 25-SEP-2037, 4.26%, 09/25/37 FNR 2007-89 31396XPM0 - 11,660 $11,677 $11,677 0.00 $11,634
FHLMC 30yr Pool#ZM2269 3.000% 01-Dec-2046, 3.00%, 12/01/46 FR 3131XVQW8 - 11,583 $10,476 $10,476 0.00 $10,452
Freddie Mac Multiclass Certificates, Series 2551 FD 4.15733% 15-JAN-2033, 4.11%, 01/15/33 FHR 2551 31393JAZ1 - 10,380 $10,377 $10,377 0.00 $10,364
Ginnie Mae REMIC Trust 2012-075 FP 4.01712% 20-JUL-2041, 4.05%, 07/20/41 GNR 2012-75 38378EZ55 - 9,636 $9,643 $9,643 0.00 $9,636
Ginnie Mae REMIC Trust 2007-061 FA 4.21712% 20-OCT-2037, 4.25%, 10/20/37 GNR 2007-61 38375LLN8 - 8,879 $8,860 $8,860 0.00 $8,854
Fannie Mae REMIC Trust 2010-123 FL 4.15658% 25-NOV-2040, 4.17%, 11/25/40 FNR 2010-123 31398N2W3 - 7,973 $7,982 $7,982 0.00 $7,952
Freddie Mac Multiclass Certificates, Series 2410, excluding Group 6 FX 4.10733% 15-FEB-2032, 4.06%, 02/15/32 FHR 2410 31339NJN7 - 7,822 $7,820 $7,820 0.00 $7,810
FNMA 15yr Pool#AS8207 2.500% 01-Oct-2031, 2.50%, 10/01/31 FN 3138WJDM7 - 7,889 $7,592 $7,592 0.00 $7,578
Fannie Mae REMIC Trust 2012-100 FG 4.12658% 25-SEP-2042, 4.14%, 09/25/42 FNR 2012-100 3136A8QW3 - 7,067 $7,042 $7,042 0.00 $7,017
Freddie Mac Multiclass Certificates, Series 3028 FM 4.00733% 15-SEP-2035, 3.96%, 09/15/35 FHR 3028 31396AFB5 - 6,813 $6,790 $6,790 0.00 $6,782
Fannie Mae REMIC Trust 2003-87 FG 4.22658% 25-SEP-2033, 4.24%, 09/25/33 FNR 2003-87 31393E4W6 - 6,654 $6,687 $6,687 0.00 $6,663
FNMA 15yr Pool#BM1036 2.500% 01-Feb-2032, 2.50%, 02/01/32 FN 3140J5EJ4 - 6,919 $6,658 $6,658 0.00 $6,646
FNMA 15yr Pool#AS7643 2.500% 01-Aug-2031, 2.50%, 08/01/31 FN 3138WHP55 - 6,899 $6,642 $6,642 0.00 $6,630
Ginnie Mae REMIC Trust 2007-018 FD 4.01712% 20-APR-2037, 4.05%, 04/20/37 GNR 2007-18 38375JC86 - 6,513 $6,436 $6,436 0.00 $6,431
Ginnie Mae REMIC Trust 2010-006 FG 4.3476% 16-JAN-2040, 4.35%, 01/16/40 GNR 2010-6 38376TSC7 - 6,087 $6,082 $6,082 0.00 $6,075
Fannie Mae REMIC Trust 2002-16 VF 4.27658% 25-APR-2032, 4.29%, 04/25/32 FNR 2002-16 31392CWW0 - 5,756 $5,789 $5,789 0.00 $5,767
FHLMC 15yr Pool#ZK8405 2.500% 01-Dec-2031, 2.50%, 01/22/31 FR 3131XCKS5 - 6,005 $5,771 $5,771 0.00 $5,760
Fannie Mae REMIC Trust 2010-95 FB 4.12658% 25-SEP-2040, 4.14%, 09/25/40 FNR 2010-95 31398NEX8 - 4,951 $4,958 $4,958 0.00 $4,940
Freddie Mac Multiclass Certificates, Series 3738 FD 4.05733% 15-AUG-2040, 4.01%, 08/15/40 FHR 3738 3137GAYQ4 - 3,181 $3,185 $3,185 0.00 $3,181
FHLMC 30yr Pool#ZN0650 3.000% 01-Mar-2043, 3.00%, 03/01/43 FR 3131Y6WK1 - 1,024 $933 $933 0.00 $931
Freddie Mac Multiclass Certificates, Series 2469 FE 4.25733% 15-JUL-2032, 4.21%, 07/15/32 FHR 2469 31392RC58 - 699.00 $700 $700 0.00 $699
Ginnie Mae REMIC Trust 1999-27 FE 4.1476% 16-AUG-2029, 4.15%, 08/16/29 GNR 1999-27 3837H2WA3 - 426.00 $426 $426 0.00 $426
Ginnie Mae REMIC Trust 2010-125 VF 4.06712% 20-JUN-2040, 4.10%, 06/20/40 GNR 2010-125 38377JYJ6 - 298.00 $298 $298 0.00 $298
US 5YR NOTE (CBT) Sep26 SEP 26 FVU6 FUTURES_USD - -2,188 $-234,474,970 $0 0.00 $0
US ULTRA BOND CBT Sep26 SEP 26 WNU6 FUTURES_USD - -305.00 $-35,685,000 $0 0.00 $0
US 10yr Ultra Fut Sep26 SEP 26 UXYU6 FUTURES_USD - -1,861 $-209,769,594 $0 0.00 $0
US 10YR NOTE (CBT)Sep26 SEP 26 TYU6 FUTURES_USD - -2,569 $-282,830,844 $0 0.00 $0
US 2YR NOTE (CBT) Sep26 SEP 26 TUU6 FUTURES_USD - 4,613 $951,323,131 $0 0.00 $0
UMBS TBA 30yr 6% July Delivery, 6.00%, 07/13/26 FNCL 01F060675 - -90,940,790 $-92,966,951 $-92,966,951 -1.36 $-92,966,951
UMBS TBA 30yr 5.5% July Delivery, 5.50%, 07/13/26 FNCL 01F052672 - -395,315,776 $-397,454,434 $-397,454,434 -5.81 $-397,454,434
UMBS TBA 30yr 5% July Delivery, 5.00%, 07/13/26 FNCL 01F050676 - -493,733,561 $-486,819,810 $-486,819,810 -7.11 $-486,819,810
UMBS TBA 30yr 4% July Delivery, 4.00%, 07/13/26 FNCL 01F040677 - -548,856,829 $-515,494,018 $-515,494,018 -7.53 $-515,494,018
UMBS TBA 30yr 4.5% July Delivery, 4.50%, 07/13/26 FNCL 01F042673 - -600,152,333 $-577,818,264 $-577,818,264 -8.44 $-577,818,264
SEGREGATED CASH SEGCASH $0.00 26,970,000 $26,970,000 $26,970,000 0.39 $26,970,000
ALMSUM ALMSUM $0.00 - $0 $0 0.00 $0
US DOLLARS USD MD_142224 - -2,165,323,366 $-2,165,323,366 $-2,165,323,366 -31.64 $-2,165,323,366
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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