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For Individual Investors in the US

Mortgage-Backed Securities ETF Holdings

Full Portfolio Holdings

(As of July 2, 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 $1,161,590,387 $1,161,590,387 17.13 $1,161,590,387
GNMA II TBA 30yr 2.5% July Delivery, 2.50%, 07/20/26 G2SF 21H022671 - 710,603,414 $605,276,355 $605,276,355 8.93 $605,276,355
UMBS TBA 30yr 3% July Delivery, 3.00%, 07/13/26 FNCL 01F030678 - 593,303,862 $516,055,106 $516,055,106 7.62 $516,055,106
FNMA 30yr Pool#FA5633 4.500% 01-Sep-2053, 4.50%, 09/01/53 FN 3140W6HK1 - 323,542,634 $316,338,959 $316,338,959 4.67 $315,044,789
UMBS TBA 30yr 2% July Delivery, 2.00%, 07/13/26 FNCL 01F020679 - 360,986,255 $287,418,339 $287,418,339 4.25 $287,418,339
UMBS TBA 30yr 6% August Delivery, 6.00%, 08/13/26 FNCL 01F060683 - 191,986,113 $195,426,504 $195,426,504 2.89 $195,426,504
GNMA II TBA 30yr 5% July Delivery, 5.00%, 07/20/26 G2SF 21H050672 - 198,508,194 $195,402,732 $195,402,732 2.89 $195,402,732
GNMA II TBA 30yr 5.5% July Delivery, 5.50%, 07/20/26 G2SF 21H052678 - 164,697,000 $165,350,847 $165,350,847 2.45 $165,350,847
GNMA II TBA 30yr 3% July Delivery, 3.00%, 07/20/26 G2SF 21H030674 - 182,289,962 $161,388,777 $161,388,777 2.38 $161,388,777
UMBS TBA 30yr 6% July Delivery, 6.00%, 07/13/26 FNCL 01F060675 - 140,975,769 $143,884,099 $143,884,099 2.12 $143,884,099
UMBS TBA 30yr 6.5% July Delivery, 6.50%, 07/13/26 FNCL 01F062671 - 137,850,000 $142,609,960 $142,609,960 2.10 $142,609,960
UMBS TBA 30yr 3.5% July Delivery, 3.50%, 07/13/26 FNCL 01F032674 - 155,843,000 $141,110,850 $141,110,850 2.08 $141,110,850
FNMA 30yr Pool#FA5419 4.500% 01-Aug-2053, 4.50%, 08/01/53 FN 3140W6AV4 - 141,732,159 $137,240,110 $137,240,110 2.02 $136,673,181
FNMA 30yr Pool#CB9787 5.000% 01-Jan-2055, 5.00%, 01/01/55 FN 3140QV2V5 - 129,343,827 $128,602,641 $128,602,641 1.90 $128,027,780
GNMA II TBA 30yr 3.5% July Delivery, 3.50%, 07/20/26 G2SF 21H032670 - 132,283,377 $118,451,033 $118,451,033 1.75 $118,451,033
UMBS TBA 30yr 5.5% July Delivery, 5.50%, 07/13/26 FNCL 01F052672 - 117,256,229 $117,511,848 $117,511,848 1.73 $117,511,848
FNMA 30yr Pool#FA2754 4.500% 01-Jan-2049, 4.50%, 01/01/49 FN 3140W3BY4 - 112,409,250 $109,621,672 $109,621,672 1.62 $109,172,035
GNMA II TBA 30yr 4.5% July Delivery, 4.50%, 07/20/26 G2SF 21H042679 - 113,901,488 $109,152,365 $109,152,365 1.61 $109,152,365
FHLMC 30yr Pool#SL3899 5.000% 01-Jan-2056, 5.00%, 01/01/56 FR 31427RKM1 - 109,286,003 $108,659,756 $108,659,756 1.60 $108,174,040
FNMA 30yr Pool#FS1133 4.000% 01-Oct-2051, 4.00%, 10/01/51 FN 3140XGHK8 - 106,811,436 $101,251,807 $101,251,807 1.49 $100,872,033
FNMA 30yr Pool#FM7460 4.000% 01-Mar-2051, 4.00%, 03/01/51 FN 3140XBJE1 - 101,387,636 $96,110,320 $96,110,320 1.42 $95,749,831
GNMA II TBA 30yr 4% July Delivery, 4.00%, 07/20/26 G2SF 21H040673 - 102,070,688 $94,585,844 $94,585,844 1.39 $94,585,844
FNMA 30yr Pool#FA5549 5.000% 01-Mar-2056, 5.00%, 03/01/56 FN 3140W6EX6 - 94,012,557 $93,068,741 $93,068,741 1.37 $92,650,908
FNMA 30yr Pool#FA4553 5.000% 01-Feb-2056, 5.00%, 02/01/56 FN 3140W5BX1 - 86,410,663 $86,218,074 $86,218,074 1.27 $85,834,027
FNMA 30yr Pool#FA3025 5.500% 01-Sep-2055, 5.50%, 09/01/55 FN 3140W3LF4 - 83,662,464 $85,526,367 $85,526,367 1.26 $85,117,350
FHLMC 30yr Pool#SL5254 4.500% 01-Sep-2051, 4.50%, 09/01/51 FR 31427SZU5 - 85,054,918 $83,161,171 $83,161,171 1.23 $82,820,951
FNMA 30yr Pool#FS9005 5.500% 01-Sep-2054, 5.50%, 09/01/54 FN 3140XRAF2 - 77,800,522 $79,476,827 $79,476,827 1.17 $79,096,469
FHLMC 30yr Pool#SL5145 5.000% 01-Feb-2056, 5.00%, 02/01/56 FR 31427SWF1 - 79,107,925 $78,313,741 $78,313,741 1.15 $77,962,150
FHLMC 30yr Pool#SL2464 4.500% 01-Dec-2048, 4.50%, 12/01/48 FR 31427PW26 - 79,336,102 $77,368,688 $77,368,688 1.14 $77,051,343
FNMA 30yr Pool#FA3036 5.500% 01-Oct-2055, 5.50%, 10/01/55 FN 3140W3LS6 - 72,056,606 $73,659,959 $73,659,959 1.09 $73,307,682
FNMA 30yr Pool#CB9331 5.500% 01-Oct-2054, 5.50%, 10/01/54 FN 3140QVLM4 - 71,983,247 $73,534,212 $73,534,212 1.08 $73,182,294
FHLMC 30yr Pool#RJ4363 5.500% 01-Jun-2055, 5.50%, 06/01/55 FR 3142GUZ55 - 71,836,531 $73,434,987 $73,434,987 1.08 $73,083,786
FHLMC 30yr Pool#SD1046 4.000% 01-Jul-2052, 4.00%, 07/01/52 FR 3132DNET6 - 77,064,996 $72,907,123 $72,907,123 1.07 $72,633,114
FNMA 30yr Pool#FA3037 5.500% 01-Oct-2055, 5.50%, 10/01/55 FN 3140W3LT4 - 66,669,394 $68,062,510 $68,062,510 1.00 $67,736,571
FNMA 30yr Pool#FA0574 5.500% 01-Jan-2055, 5.50%, 01/01/55 FN 3140W0T88 - 63,883,585 $65,258,361 $65,258,361 0.96 $64,946,042
FHLMC 30yr Pool#SL3985 5.000% 01-Jan-2056, 5.00%, 01/01/56 FR 31427RNB2 - 65,734,511 $65,147,735 $65,147,735 0.96 $64,855,582
FHLMC 30yr Pool#SL4515 5.000% 01-Apr-2056, 5.00%, 04/01/56 FR 31427SAR9 - 63,954,225 $63,383,341 $63,383,341 0.93 $63,099,100
FNMA 30yr Pool#FS8993 6.000% 01-Jul-2054, 6.00%, 07/01/54 FN 3140XQ7F8 - 59,010,424 $60,945,747 $60,945,747 0.90 $60,631,025
FNMA 30yr Pool#FA0573 5.000% 01-Jan-2055, 5.00%, 01/01/55 FN 3140W0T70 - 58,591,005 $58,460,420 $58,460,420 0.86 $58,200,015
FNMA 30yr Pool#FA4990 5.000% 01-Mar-2056, 5.00%, 03/01/56 FN 3140W5RL0 - 58,360,448 $58,140,761 $58,140,761 0.86 $57,881,381
FNMA 30yr Pool#FA4270 5.000% 01-Dec-2055, 5.00%, 12/01/55 FN 3140W4W86 - 57,767,198 $57,584,137 $57,584,137 0.85 $57,327,394
Freddie Mac Pool|5.5|06/01/2056, 5.50%, 06/01/56 FR 3142GXWC7 - 55,359,159 $56,592,184 $56,592,184 0.83 $56,321,539
FNMA 30yr Pool#FA5046 5.000% 01-Mar-2056, 5.00%, 03/01/56 FN 3140W5TC8 - 56,635,404 $56,455,930 $56,455,930 0.83 $56,204,217
FHLMC 30yr Pool#SL1188 5.500% 01-Apr-2055, 5.50%, 04/01/55 FR 31427NKA6 - 54,782,642 $55,927,373 $55,927,373 0.82 $55,659,547
FNMA 30yr Pool#FA4000 5.000% 01-Jun-2055, 5.00%, 06/01/55 FN 3140W4NS2 - 53,860,462 $53,740,420 $53,740,420 0.79 $53,501,040
FNMA 30yr Pool#CB9654 5.000% 01-Dec-2054, 5.00%, 12/01/54 FN 3140QVWQ3 - 50,275,692 $49,987,595 $49,987,595 0.74 $49,764,147
FNMA 30yr Pool#FA2246 5.500% 01-Jul-2055, 5.50%, 07/01/55 FN 3140W2P88 - 48,276,568 $49,285,349 $49,285,349 0.73 $49,049,331
FHLMC 30yr Pool#SL0239 5.000% 01-Jan-2055, 5.00%, 01/01/55 FR 31427MHR5 - 48,869,897 $48,589,856 $48,589,856 0.72 $48,372,656
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 - 46,021,486 $47,447,032 $47,447,032 0.70 $47,356,240
FNMA 30yr Pool#CC2018 5.500% 01-Feb-2056, 5.50%, 02/01/56 FN 3140Y8G42 - 46,357,212 $47,325,887 $47,325,887 0.70 $47,099,251
FNMA 30yr Pool#FA3128 5.500% 01-Oct-2055, 5.50%, 10/01/55 FN 3140W3PN3 - 45,753,875 $46,773,218 $46,773,218 0.69 $46,549,533
FNMA 30yr Pool#FA4155 5.000% 01-Jan-2056, 5.00%, 01/01/56 FN 3140W4TM9 - 45,464,950 $45,334,274 $45,334,274 0.67 $45,132,208
FNMA 30yr Pool#FA3572 5.000% 01-Nov-2055, 5.00%, 11/01/55 FN 3140W36J3 - 45,192,309 $45,091,587 $45,091,587 0.66 $44,890,732
FHLMC 30yr Pool#SD7343 5.500% 01-Jan-2055, 5.50%, 01/01/55 FR 3132DVEQ4 - 42,556,791 $43,410,613 $43,410,613 0.64 $43,202,557
FNMA 30yr Pool#FA4202 5.000% 01-Jan-2056, 5.00%, 01/01/56 FN 3140W4U47 - 43,457,184 $43,319,471 $43,319,471 0.64 $43,126,328
FNMA 30yr Pool#CC1926 5.000% 01-Feb-2056, 5.00%, 02/01/56 FN 3140Y8D86 - 41,991,517 $41,959,163 $41,959,163 0.62 $41,772,534
FNMA 30yr Pool#FS9779 5.500% 01-Nov-2054, 5.50%, 11/01/54 FN 3140XR2M6 - 40,188,785 $40,993,452 $40,993,452 0.60 $40,796,974
FNMA 30yr Pool#FA3435 5.000% 01-Nov-2055, 5.00%, 11/01/55 FN 3140W3Y94 - 41,076,518 $40,984,968 $40,984,968 0.60 $40,802,406
FNMA 40yr Pool#BF0646 2.500% 01-Jun-2062, 2.50%, 06/01/62 FN 3140FXWG3 - 46,184,765 $38,216,751 $38,216,751 0.56 $38,114,118
FHLMC 30yr Pool#ZT2413 4.000% 01-Feb-2041, 4.00%, 02/01/41 FR 3132AEVE3 - 38,160,557 $36,936,000 $36,936,000 0.54 $36,800,318
New Residential Mortgage LLC 6.545% 25-MAR-2032, 6.54%, 03/25/32 NZES 2025-FHT 64832EAA7 - 35,026,612 $35,337,458 $35,337,458 0.52 $35,286,513
FHLMC 30yr Pool#SI2101 4.000% 01-Sep-2048, 4.00%, 09/01/48 FR 3133USKN0 - 37,206,767 $35,325,407 $35,325,407 0.52 $35,193,116
FHLMC 30yr Pool#SL0860 5.500% 01-Apr-2055, 5.50%, 04/01/55 FR 31427M5W7 - 34,420,412 $34,980,187 $34,980,187 0.52 $34,911,824
FHLMC 30yr Pool#SL4452 5.000% 01-Mar-2056, 5.00%, 03/01/56 FR 31427R5N6 - 35,034,764 $34,956,680 $34,956,680 0.52 $34,800,970
FNMA 40yr Pool#BF0598 2.500% 01-Mar-2062, 2.50%, 03/01/62 FN 3140FXUY6 - 42,144,418 $34,876,753 $34,876,753 0.51 $34,783,098
FHLMC 30yr Pool#SL0938 4.000% 01-Jul-2050, 4.00%, 07/01/50 FR 31427NBG3 - 36,184,105 $34,844,528 $34,844,528 0.51 $34,715,873
FHLMC 30yr Pool#SL0046 6.000% 01-Jan-2055, 6.00%, 01/01/55 FR 31427MBQ3 - 33,719,507 $34,825,382 $34,825,382 0.51 $34,645,544
FHLMC 30yr Pool#RJ2205 5.500% 01-Aug-2054, 5.50%, 08/01/54 FR 3142GSNX2 - 33,696,611 $34,422,645 $34,422,645 0.51 $34,257,906
FNMA 30yr Pool#CC2016 5.500% 01-Feb-2056, 5.50%, 02/01/56 FN 3140Y8G26 - 33,624,485 $34,372,673 $34,372,673 0.51 $34,208,287
FHLMC 30yr Pool#SL1632 4.000% 01-Nov-2053, 4.00%, 11/01/53 FR 31427NY60 - 35,609,734 $33,682,931 $33,682,931 0.50 $33,556,319
FNMA 30yr Pool#FA0576 5.500% 01-Jan-2055, 5.50%, 01/01/55 FN 3140W0UA1 - 32,878,974 $33,571,679 $33,571,679 0.49 $33,410,938
FNMA 30yr Pool#FA1951 6.000% 01-Jun-2055, 6.00%, 06/01/55 FN 3140W2EZ0 - 31,288,885 $32,333,996 $32,333,996 0.48 $32,167,121
FNMA 30yr Pool#FA3191 5.500% 01-Oct-2055, 5.50%, 10/01/55 FN 3140W3RM3 - 31,129,156 $31,779,627 $31,779,627 0.47 $31,627,440
FNMA 30yr Pool#FA4849 5.000% 01-Feb-2056, 5.00%, 02/01/56 FN 3140W5L77 - 30,832,159 $30,763,441 $30,763,441 0.45 $30,626,409
FNMA 30yr Pool#FA3682 5.500% 01-Feb-2055, 5.50%, 02/01/55 FN 3140W4CU9 - 29,750,566 $30,390,799 $30,390,799 0.45 $30,245,352
FNMA 30yr Pool#FA1557 6.000% 01-May-2055, 6.00%, 05/01/55 FN 3140W1WT6 - 29,084,851 $30,038,726 $30,038,726 0.44 $29,883,607
FNMA 30yr Pool#FA1560 5.500% 01-Apr-2055, 5.50%, 04/01/55 FN 3140W1WW9 - 28,762,284 $29,381,249 $29,381,249 0.43 $29,240,634
FHLMC 30yr Pool#SL0238 5.000% 01-May-2054, 5.00%, 05/01/54 FR 31427MHQ7 - 28,728,827 $28,564,201 $28,564,201 0.42 $28,436,517
UMBS TBA 30yr 5% July Delivery, 5.00%, 07/13/26 FNCL 01F050676 - 28,883,000 $28,327,840 $28,327,840 0.42 $28,327,840
FNMA 40yr Pool#BF0698 3.500% 01-Dec-2062, 3.50%, 12/01/62 FN 3140FXX49 - 31,155,666 $28,063,928 $28,063,928 0.41 $27,966,999
FNMA 30yr Pool#FA4117 4.500% 01-Sep-2051, 4.50%, 09/01/51 FN 3140W4SF5 - 28,322,533 $27,731,730 $27,731,730 0.41 $27,618,440
FHLMC 30yr Pool#SL1291 4.000% 01-Nov-2054, 4.00%, 11/01/54 FR 31427NNH8 - 29,232,864 $27,651,107 $27,651,107 0.41 $27,547,168
FHLMC 30yr Pool#SL2558 6.000% 01-Aug-2055, 6.00%, 08/01/55 FR 31427PZY3 - 26,487,147 $27,514,246 $27,514,246 0.41 $27,372,982
FNMA 30yr Pool#FA3105 6.000% 01-May-2055, 6.00%, 05/01/55 FN 3140W3NX3 - 26,347,763 $27,259,679 $27,259,679 0.40 $27,119,158
FNMA 30yr Pool#FA1798 4.000% 01-Aug-2052, 4.00%, 08/01/52 FN 3140W17L1 - 27,984,959 $26,477,276 $26,477,276 0.39 $26,377,774
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 - 25,277,125 $25,754,513 $25,754,513 0.38 $25,713,071
FHLMC 30yr Pool#SL4437 6.000% 01-Sep-2054, 6.00%, 09/01/54 FR 31427R4X5 - 24,175,447 $25,227,628 $25,227,628 0.37 $25,098,693
FNMA 30yr Pool#FA5758 5.500% 01-Feb-2056, 5.50%, 02/01/56 FN 3140W6MG4 - 24,539,225 $25,067,952 $25,067,952 0.37 $24,947,983
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 $23,821,842 $23,821,842 0.35 $23,783,028
FNMA 30yr Pool#FA3714 5.000% 01-Nov-2055, 5.00%, 11/01/55 FN 3140W4DU8 - 23,643,262 $23,603,272 $23,603,272 0.35 $23,498,191
FHLMC 30yr Pool#SD3271 5.500% 01-Jun-2053, 5.50%, 06/01/53 FR 3132DQT48 - 22,768,849 $23,259,431 $23,259,431 0.34 $23,148,117
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 $23,094,693 $23,094,693 0.34 $23,067,647
Rithm Capital Corp. 8.5% 01-JUN-2031, 8.50%, 06/01/31 RITM 64828TAD4 - 21,732,000 $22,047,949 $22,047,949 0.32 $21,796,522
FNMA 30yr Pool#FA4386 5.500% 01-Jan-2056, 5.50%, 01/01/56 FN 3140W42U0 - 21,457,938 $21,935,405 $21,935,405 0.32 $21,830,500
FHLMC 30yr Pool#SD3669 5.500% 01-Sep-2053, 5.50%, 09/01/53 FR 3132E0CE0 - 21,410,077 $21,798,011 $21,798,011 0.32 $21,755,489
FNMA 30yr Pool#CC1195 5.000% 01-Oct-2055, 5.00%, 10/01/55 FN 3140Y7KH0 - 21,400,191 $21,352,495 $21,352,495 0.31 $21,257,383
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 $21,058,434 $21,058,434 0.31 $21,004,172
PRET 2025-RPL3 Trust A1 4.15% 25-APR-2065, 4.15%, 04/25/65 PRET 2025-RPL3 69382RAA1 - 21,431,842 $20,945,682 $20,945,682 0.31 $20,866,623
FNMA 30yr Pool#FM7840 4.000% 01-Apr-2050, 4.00%, 04/01/50 FN 3140XBWA4 - 22,059,700 $20,922,569 $20,922,569 0.31 $20,844,135
FHLMC 30yr Pool#TB3130 5.500% 01-May-2056, 5.50%, 05/01/56 FR 3142K4PQ3 - 20,390,712 $20,748,882 $20,748,882 0.31 $20,708,384
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 $20,546,561 $20,546,561 0.30 $20,301,127
FHLMC 30yr Pool#TB5153 5.500% 01-Jun-2056, 5.50%, 06/01/56 FR 3142K6WP2 - 20,156,412 $20,510,466 $20,510,466 0.30 $20,470,434
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 - 19,321,656 $20,416,385 $20,416,385 0.30 $20,371,826
FNMA 30yr Pool#FS7225 4.000% 01-Aug-2051, 4.00%, 08/01/51 FN 3140XPA33 - 21,427,915 $20,344,412 $20,344,412 0.30 $20,268,224
RCKT Mortgage Trust 2026-CES2 A3 5.255% 25-FEB-2056, 5.25%, 02/25/56 RCKT 2026-CES2 74940EAD9 - 20,600,000 $20,334,025 $20,334,025 0.30 $20,237,800
FNMA 30yr Pool#FS4781 4.000% 01-Oct-2051, 4.00%, 10/01/51 FN 3140XLJ33 - 21,251,643 $20,156,166 $20,156,166 0.30 $20,080,604
FHLMC 30yr Pool#SD5061 5.500% 01-Mar-2054, 5.50%, 03/01/54 FR 3132DSTS1 - 19,548,049 $19,983,018 $19,983,018 0.29 $19,887,450
FNMA 30yr Pool#FA1128 6.500% 01-Aug-2054, 6.50%, 08/01/54 FN 3140W1HE6 - 19,073,328 $19,912,480 $19,912,480 0.29 $19,802,279
FNMA 30yr Pool#CB7112 5.500% 01-Sep-2053, 5.50%, 09/01/53 FN 3140QS3W9 - 19,327,357 $19,733,658 $19,733,658 0.29 $19,639,168
FNMA 30yr Pool#FA5284 5.500% 01-Apr-2056, 5.50%, 04/01/56 FN 3140W52S2 - 19,377,890 $19,688,071 $19,688,071 0.29 $19,593,335
FNMA 40yr Pool#BF0226 3.500% 01-Jan-2058, 3.50%, 01/01/58 FN 3140FXHC9 - 21,111,225 $19,355,528 $19,355,528 0.29 $19,289,848
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 $19,238,756 $19,238,756 0.28 $19,223,380
FNMA 30yr Pool#FA1129 6.500% 01-Jun-2054, 6.50%, 06/01/54 FN 3140W1HF3 - 18,381,256 $19,211,736 $19,211,736 0.28 $19,105,533
FNMA 30yr Pool#FS6382 4.000% 01-Aug-2051, 4.00%, 08/01/51 FN 3140XNCU6 - 20,126,853 $19,109,138 $19,109,138 0.28 $19,037,576
FNMA 40yr Pool#BF0807 3.500% 01-Apr-2064, 3.50%, 04/01/64 FN 3140FX3R1 - 20,812,063 $18,745,464 $18,745,464 0.28 $18,680,716
FINANCE OF AMERICA STRUC 3.28125% 74, 3.50%, 04/25/74 FASST 2024-S3 31739WAB8 - 18,964,359 $18,714,423 $18,714,423 0.28 $18,619,223
FNMA 40yr Pool#BF0713 4.000% 01-Mar-2063, 4.00%, 03/01/63 FN 3140FXYK2 - 19,397,816 $18,233,495 $18,233,495 0.27 $18,164,525
UMBS TBA 30yr 4.5% July Delivery, 4.50%, 07/13/26 FNCL 01F042673 - 19,000,000 $18,171,657 $18,171,657 0.27 $18,171,657
FNMA 30yr Pool#FS5028 4.000% 01-Oct-2051, 4.00%, 10/01/51 FN 3140XLSS8 - 19,032,397 $18,051,317 $18,051,317 0.27 $17,983,647
FHLMC 30yr Pool#SL0850 4.000% 01-Jul-2049, 4.00%, 07/01/49 FR 31427M5L1 - 18,457,630 $17,862,677 $17,862,677 0.26 $17,797,050
FNMA 30yr Pool#FA1549 5.500% 01-May-2055, 5.50%, 05/01/55 FN 3140W1WK5 - 17,478,145 $17,843,366 $17,843,366 0.26 $17,757,917
FHLMC 30yr Pool#QJ9063 5.000% 01-Nov-2054, 5.00%, 11/01/54 FR 3133D1B81 - 17,839,686 $17,720,154 $17,720,154 0.26 $17,640,866
FNMA 30yr Pool#FS2863 4.000% 01-Sep-2052, 4.00%, 09/01/52 FN 3140XJFD0 - 18,477,597 $17,479,237 $17,479,237 0.26 $17,413,538
SALUDA GRADE ALTERNATIVE M 5.749% 31, 5.75%, 03/25/31 GRADE 2026-RTL7 79584UAA9 - 17,370,000 $17,308,966 $17,308,966 0.26 $17,136,985
FHLMC 30yr Pool#QY8779 6.000% 01-Jul-2055, 6.00%, 07/01/55 FR 31426TXH5 - 16,013,894 $16,637,869 $16,637,869 0.25 $16,552,461
RCKT MOR 2025-CES9 FLT 2055 A1B, 5.00%, 09/25/55 RCKT 2025-CES9 74942JAB0 - 16,706,782 $16,549,544 $16,549,544 0.24 $16,475,336
FNMA 30yr Pool#FA1358 4.500% 01-May-2050, 4.50%, 05/01/50 FN 3140W1QL0 - 16,148,237 $15,776,922 $15,776,922 0.23 $15,712,329
Connecticut Avenue Securities Trust 2022-R02 2B2 11.27776% 25-JAN-2042, 11.28%, 01/25/42 CAS 2022-R02 20754BAJ0 - 15,154,500 $15,693,237 $15,693,237 0.23 $15,655,257
SALUDA GR ALT MTG TR 2025-LOC5 A1B, 5.45%, 10/25/55 GRADE 2025-LOC5 79581XAC2 - 15,693,000 $15,681,294 $15,681,294 0.23 $15,662,294
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 - 15,050,000 $15,627,042 $15,627,042 0.23 $15,597,350
Vontive Mortgage Trust 2025-RTL1 A1 6.507% 25-MAR-2030, 6.51%, 03/25/30 VNTV 2025-RTL1 928884AA3 - 15,444,000 $15,576,874 $15,576,874 0.23 $15,554,542
FNMA 40yr Pool#BF0806 3.500% 01-Apr-2064, 3.50%, 04/01/64 FN 3140FX3Q3 - 17,028,168 $15,388,331 $15,388,331 0.23 $15,335,354
FNMA 30yr Pool#FS8660 5.500% 01-Aug-2054, 5.50%, 08/01/54 FN 3140XQTS6 - 15,065,498 $15,326,008 $15,326,008 0.23 $15,296,086
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 $15,282,582 $15,282,582 0.23 $15,181,963
FHLMC 30yr Pool#SD0985 4.500% 01-Oct-2050, 4.50%, 10/01/50 FR 3132DNCW1 - 15,414,488 $15,092,944 $15,092,944 0.22 $15,031,286
FNMA 40yr Pool#BF0801 2.500% 01-Apr-2064, 2.50%, 04/01/64 FN 3140FX3K6 - 18,259,970 $15,089,633 $15,089,633 0.22 $15,049,055
JW Commercial Mortgage Trust 2026-MRCO A 5.12539% 15-JUN-2039, 5.13%, 06/15/39 JW 2026-MRCO 481948AA5 - 15,000,000 $15,071,547 $15,071,547 0.22 $15,033,107
GS Mortgage-Backed Securities Trust 2026-AH2|5.03179|11/25/2056, 5.03%, 11/25/56 GSMBS 2026-AH2 362984AA4 - 15,000,000 $15,001,376 $15,001,376 0.22 $15,001,376
FNMA 30yr Pool#DA1525 6.000% 01-Oct-2053, 6.00%, 10/01/53 FN 3140A1VT1 - 14,425,971 $14,935,172 $14,935,172 0.22 $14,858,233
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 $14,449,109 $14,449,109 0.21 $14,432,468
FNMA 30yr Pool#FM4738 4.000% 01-Sep-2050, 4.00%, 09/01/50 FN 3140X8HQ3 - 15,176,273 $14,360,996 $14,360,996 0.21 $14,307,036
FHLMC 30yr Pool#QH3192 6.000% 01-Oct-2053, 6.00%, 10/01/53 FR 3133CFRM3 - 13,709,526 $14,172,697 $14,172,697 0.21 $14,099,579
PRET 2025-RPL1 Trust A1 4.0% 25-JUL-2069, 4.00%, 07/25/69 PRET 2025-RPL1 69392FAA5 - 14,566,346 $14,059,321 $14,059,321 0.21 $14,007,530
RCKT Mortgage Trust 2026-CES2 A2 5.055% 25-FEB-2056, 5.05%, 02/25/56 RCKT 2026-CES2 74940EAC1 - 14,268,000 $14,045,107 $14,045,107 0.21 $13,980,996
BMP Commercial Mortgage Trust 2024-MF23 A 4.99733% 15-JUN-2041, 5.00%, 06/15/41 BMP 2024-MF23 05593JAA8 - 14,000,000 $14,038,124 $14,038,124 0.21 $14,003,143
Galaxy XXVI CLO Ltd., 6.41%, 07/31/26 GLXYT 2025-1 362922AA4 - 13,817,835 $13,965,475 $13,965,475 0.21 $13,891,706
FNMA 30yr Pool#FS9116 6.000% 01-Sep-2054, 6.00%, 09/01/54 FN 3140XRDW2 - 13,357,909 $13,795,999 $13,795,999 0.20 $13,724,757
FHLMC 30yr Pool#SL3988 5.000% 01-Jan-2056, 5.00%, 01/01/56 FR 31427RNE6 - 13,587,194 $13,556,911 $13,556,911 0.20 $13,496,524
FHLMC 30yr Pool#SD6178 4.500% 01-Jan-2051, 4.50%, 01/01/51 FR 3132DT2K5 - 13,844,495 $13,526,152 $13,526,152 0.20 $13,470,774
FNMA 30yr Pool#FA3563 5.500% 01-Nov-2055, 5.50%, 11/01/55 FN 3140W35Z8 - 13,081,060 $13,372,130 $13,372,130 0.20 $13,308,178
FINANCE OF AMER STR TR 2024-S2 A1, 3.50%, 04/25/74 FASST 2024-S2 31739VAA2 - 13,293,638 $13,122,962 $13,122,962 0.19 $13,112,622
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 $12,897,905 $12,897,905 0.19 $12,849,386
FNMA 30yr Pool#CC0097 5.500% 01-Mar-2055, 5.50%, 03/01/55 FN 3140Y6DB3 - 12,591,508 $12,871,686 $12,871,686 0.19 $12,810,127
FHLMC 30yr Pool#SD5963 6.000% 01-Jul-2054, 6.00%, 07/01/54 FR 3132DTTU4 - 12,458,824 $12,867,427 $12,867,427 0.19 $12,800,980
FHLMC 30yr Pool#SL4976 5.000% 01-Apr-2056, 5.00%, 04/01/56 FR 31427SQ68 - 12,977,916 $12,862,069 $12,862,069 0.19 $12,804,390
FHLMC 30yr Pool#SL4658 5.000% 01-Jan-2056, 5.00%, 01/01/56 FR 31427SE87 - 12,880,368 $12,765,392 $12,765,392 0.19 $12,708,146
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 $12,682,634 $12,682,634 0.19 $12,666,240
PRPM 2025-RCF3 LLC 5.25% 55, 5.25%, 07/25/55 PRPM 2025-RCF3 69392PAA3 - 12,557,487 $12,535,374 $12,535,374 0.18 $12,476,772
PRET 2025-RPL5 TRUST FLTG 2070 A1, 4.15%, 01/25/70 PRET 2025-RPL5 69393AAA5 - 12,376,181 $12,028,556 $12,028,556 0.18 $11,982,902
FNMA 30yr Pool#FS8717 6.000% 01-Jul-2054, 6.00%, 07/01/54 FN 3140XQVK0 - 11,500,953 $11,878,142 $11,878,142 0.18 $11,816,803
FHLMC 30yr Pool#QG6755 5.500% 01-Jun-2053, 5.50%, 06/01/53 FR 3133C7QG5 - 11,568,420 $11,817,676 $11,817,676 0.17 $11,761,119
FNMA 40yr Pool#BF0731 2.500% 01-Jun-2063, 2.50%, 06/01/63 FN 3140FXY55 - 14,179,932 $11,725,797 $11,725,797 0.17 $11,694,286
Connecticut Avenue Securities Trust 2023-R06 1B1 7.52776% 25-JUL-2043, 7.53%, 07/25/43 CAS 2023-R06 20754EAF2 - 11,170,460 $11,707,048 $11,707,048 0.17 $11,688,361
Foundation Finance Trust 2025-2 B 4.94% 15-APR-2052, 4.94%, 04/15/52 FFIN 2025-2A 35042NAB1 - 11,657,246 $11,602,206 $11,602,206 0.17 $11,573,413
FNMA 30yr Pool#FS7541 4.000% 01-Jun-2052, 4.00%, 06/01/52 FN 3140XPLX5 - 12,128,512 $11,503,313 $11,503,313 0.17 $11,460,189
FHLMC 30yr Pool#SD6558 6.000% 01-Sep-2054, 6.00%, 09/01/54 FR 3132DUJB4 - 11,099,406 $11,463,426 $11,463,426 0.17 $11,404,229
FNMA 30yr Pool#DE6043 6.000% 01-Aug-2055, 6.00%, 08/01/55 FN 3140BJWD5 - 11,046,701 $11,408,992 $11,408,992 0.17 $11,350,076
Connecticut Avenue Securities Trust 2022-R06 1B2 14.22776% 25-MAY-2042, 14.23%, 05/25/42 CAS 2022-R06 20754NAR6 - 10,436,475 $11,299,220 $11,299,220 0.17 $11,266,223
TOWD POINT MORTGAGE TRUST 2025 0% 65, 4.97%, 09/25/65 TPMT 2025-FIX1 89183MAA1 - 10,917,221 $10,859,901 $10,859,901 0.16 $10,811,691
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA7 M2 10.62776% 25-SEP-2042, 10.63%, 03/25/52 STACR 2022-DNA7 35564KL72 - 10,000,000 $10,717,344 $10,717,344 0.16 $10,693,726
Connecticut Avenue Securities Trust 2022-R04 1B2 13.12776% 25-MAR-2042, 13.13%, 03/25/42 CAS 2022-R04 20753YAL6 - 10,118,401 $10,707,719 $10,707,719 0.16 $10,678,201
METRONET INFRASTRUCTURE ISSU 5.4% 55, 5.40%, 08/20/55 MNET 2025-2A 59170JAX6 - 10,600,000 $10,631,857 $10,631,857 0.16 $10,611,187
FNMA 40yr Pool#BF0783 3.500% 01-Dec-2063, 3.50%, 12/01/63 FN 3140FX2R2 - 11,662,662 $10,504,582 $10,504,582 0.15 $10,468,298
Homeward Opportunities Fund Trust 2025-RRTL1 A1 5.476% 25-MAR-2040, 5.48%, 03/25/40 HOF 2025-RRTL1 437919AA1 - 10,475,000 $10,493,188 $10,493,188 0.15 $10,480,441
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 $10,358,046 $10,358,046 0.15 $10,337,827
Vista Point Securitization Trust 2025-CES2 A1 5.601% 25-AUG-2055, 5.60%, 08/25/55 VSTA 2025-CES2 92842UAA0 - 10,310,997 $10,356,852 $10,356,852 0.15 $10,305,517
FHLMC 30yr Pool#QH3306 6.000% 01-Oct-2053, 6.00%, 10/01/53 FR 3133CFU72 - 9,873,378 $10,264,562 $10,264,562 0.15 $10,211,904
FNMA 30yr Pool#CC1844 5.500% 01-Jan-2056, 5.50%, 01/01/56 FN 3140Y8BN5 - 9,995,317 $10,243,484 $10,243,484 0.15 $10,194,618
TOWD PT MTG TR 2025-FIX2 FLTG A1, 5.25%, 10/25/65 TPMT 2025-FIX2 89183RAA0 - 10,248,994 $10,231,191 $10,231,191 0.15 $10,183,371
FNMA 30yr Pool#DE1157 6.000% 01-Jun-2055, 6.00%, 06/01/55 FN 3140BDJB7 - 9,875,204 $10,199,075 $10,199,075 0.15 $10,146,407
FIGRE TRUST 2025-HE4 FLTG 2055 C, 5.71%, 07/25/55 FIGRE 2025-HE4 31684PAC6 - 10,157,510 $10,165,400 $10,165,400 0.15 $10,113,854
FNMA 30yr Pool#FA0470 6.000% 01-Jan-2055, 6.00%, 01/01/55 FN 3140W0QY4 - 9,794,827 $10,116,061 $10,116,061 0.15 $10,063,822
LHOME Mortgage Trust 2024-RTL3 A1 6.9% 25-MAY-2029, 6.90%, 05/25/29 LHOME 2024-RTL3 50205GAA0 - 9,960,000 $9,984,300 $9,984,300 0.15 $9,969,028
FNMA 30yr Pool#FS9909 5.000% 01-Nov-2054, 5.00%, 11/01/54 FN 3140XSAK9 - 9,989,329 $9,967,065 $9,967,065 0.15 $9,922,668
FNMA 30yr Pool#FS6236 6.500% 01-Nov-2053, 6.50%, 11/01/53 FN 3140XM4W3 - 9,455,470 $9,902,094 $9,902,094 0.15 $9,847,462
FNMA 30yr Pool#FA4709 5.500% 01-Jul-2055, 5.50%, 07/01/55 FN 3140W5GT5 - 9,643,943 $9,858,533 $9,858,533 0.15 $9,811,385
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA6 M2 9.37776% 25-SEP-2042, 9.38%, 09/25/42 STACR 2022-DNA6 35564KH77 - 9,166,000 $9,687,292 $9,687,292 0.14 $9,668,191
RCKT MORTGAGE TRUST 2026-CES4 0% 56, 5.59%, 04/25/56 RCKT 2026-CES4 74940CAD3 - 9,483,000 $9,472,882 $9,472,882 0.14 $9,425,737
Rithm Capital Corp. 8.0% 01-APR-2029, 8.00%, 04/01/29 RITM 64828TAB8 - 9,213,000 $9,443,152 $9,443,152 0.14 $9,254,798
FNMA 30yr Pool#FS6662 4.000% 01-Oct-2051, 4.00%, 10/01/51 FN 3140XNML5 - 9,917,498 $9,406,271 $9,406,271 0.14 $9,371,009
FHLMC 30yr Pool#SD5224 6.000% 01-Mar-2054, 6.00%, 03/01/54 FR 3132DSYV8 - 9,074,611 $9,372,225 $9,372,225 0.14 $9,323,827
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 $9,347,912 $9,347,912 0.14 $9,319,486
SALUDA GRADE ALTERNATIVE MORT A2, 6.75%, 03/25/31 GRADE 2026-RTL7 79584UAB7 - 9,418,000 $9,342,464 $9,342,464 0.14 $9,285,973
LHOME Mortgage Trust 2024-RTL5 A2 5.751% 25-SEP-2039, 5.75%, 09/25/39 LHOME 2024-RTL5 50205WAB3 - 9,325,000 $9,341,343 $9,341,343 0.14 $9,329,426
Central Park Funding Trust 2026-1|7.25|07/27/2028, 7.25%, 07/27/28 CPFTR 2026-1 154808AA7 - 9,300,000 $9,300,000 $9,300,000 0.14 $9,300,000
CONNECTICUT AVENUE SECUR 5.95001% 45, 5.23%, 07/25/45 CAS 2025-R05 20753CAC4 - 9,254,000 $9,278,454 $9,278,454 0.14 $9,267,703
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 $9,220,444 $9,220,444 0.14 $9,178,496
FHLMC 30yr Pool#QH4373 6.000% 01-Nov-2053, 6.00%, 11/01/53 FR 3133CG2E6 - 8,816,327 $9,114,183 $9,114,183 0.13 $9,067,162
FNMA 30yr Pool#FS2144 3.500% 01-Jun-2052, 3.50%, 06/01/52 FN 3140XHL21 - 9,635,469 $8,886,237 $8,886,237 0.13 $8,856,260
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 $8,526,572 $8,526,572 0.13 $8,505,980
Freddie Mac Multiclass Certificates, Series 5164 FA 3.8621% 25-NOV-2051, 3.88%, 11/25/51 FHR 5164 3137H3PY2 - 9,284,403 $8,441,141 $8,441,141 0.12 $8,433,140
FNMA 30yr Pool#FS7117 6.500% 01-Feb-2054, 6.50%, 02/01/54 FN 3140XN4B7 - 8,025,474 $8,404,553 $8,404,553 0.12 $8,358,184
Connecticut Avenue Securities Trust 2022-R01 1B2 9.62776% 25-DEC-2041, 9.63%, 12/25/41 CAS 2022-R01 20754LAJ8 - 8,210,585 $8,399,439 $8,399,439 0.12 $8,381,872
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 $8,171,686 $8,171,686 0.12 $8,163,376
FNMA 30yr Pool#DA0026 6.000% 01-Sep-2053, 6.00%, 09/01/53 FN 3140A0A41 - 7,708,331 $7,980,416 $7,980,416 0.12 $7,939,305
FHLMC 30yr Pool#SD7417 5.500% 01-Jan-2055, 5.50%, 01/01/55 FR 3132DVG25 - 7,788,722 $7,956,336 $7,956,336 0.12 $7,918,257
FNMA 30yr Pool#DH1175 5.500% 01-May-2056, 5.50%, 05/01/56 FN 3140UGJV5 - 7,840,866 $7,946,617 $7,946,617 0.12 $7,908,284
FIGRE TRUST 2025 HE4 FLTG 2055 B, 5.61%, 07/25/55 FIGRE 2025-HE4 31684PAB8 - 7,864,062 $7,870,968 $7,870,968 0.12 $7,831,766
FHLMC 30yr Pool#QY9874 6.000% 01-Aug-2055, 6.00%, 08/01/55 FR 31426U6L3 - 7,434,792 $7,678,625 $7,678,625 0.11 $7,638,973
PRPM 2025-RPL4 A1, 3.00%, 05/25/55 PRPM 2025-RPL4 74448NAA2 - 7,960,217 $7,617,935 $7,617,935 0.11 $7,596,708
Connecticut Avenue Securities Trust 2025-R01 1M2 5.12776% 25-JAN-2045, 5.13%, 01/25/45 CAS 2025-R01 20755JAC7 - 7,585,000 $7,602,038 $7,602,038 0.11 $7,593,395
Fannie Mae REMIC Trust 2022-65 FB 4.42776% 25-SEP-2052, 4.43%, 09/25/52 FNR 2022-65 3136BPCQ2 - 7,539,876 $7,488,302 $7,488,302 0.11 $7,480,884
SALUDA GR ALT MTG TR 25 RRTL1 A1, 5.32%, 10/25/40 GRADE 2025-RRTL1 79582NAA7 - 7,388,000 $7,390,640 $7,390,640 0.11 $7,355,703
Bayview Opportunity Master Fund VII Trust 2026-CES1|5.796|07/25/2056, 5.80%, 07/25/56 BVCES 2026-1 07337MAC4 - 7,356,000 $7,375,616 $7,375,616 0.11 $7,360,220
Acacia 2025-1 A 5.24% 15-NOV-2037, 5.24%, 11/15/37 ACACIA 2025-1 00401PAA7 - 7,332,495 $7,353,612 $7,353,612 0.11 $7,334,401
RENEU 2026-RTL1 MB 5.93%41, 5.89%, 06/25/41 RENEU 2026-RTL1 759964AA7 - 7,339,000 $7,345,954 $7,345,954 0.11 $7,336,345
FNMA 30yr Pool#FA1613 5.000% 01-Apr-2055, 5.00%, 04/01/55 FN 3140W1YK3 - 7,207,488 $7,191,424 $7,191,424 0.11 $7,159,391
Alterna Funding III A 6.26% 15-MAY-2039, 6.26%, 05/16/39 TAX 2024-1A 02157JAA3 - 7,143,171 $7,172,978 $7,172,978 0.11 $7,150,620
RCKT Mortgage Trust 2024-CES9 A1B 5.683% 25-DEC-2044, 5.68%, 12/25/44 RCKT 2024-CES9 749426AB8 - 7,090,992 $7,126,019 $7,126,019 0.11 $7,090,198
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 $7,094,936 $7,094,936 0.10 $7,075,484
COOPR Residential Mortgage Trust 2026-CES1 A1B 4.996% 25-FEB-2061, 5.00%, 01/01/61 COOPR 2026-CES1 21689GAB4 - 7,035,210 $6,966,356 $6,966,356 0.10 $6,935,114
COOPR Residential Mortgage Trust 2025-CES3 A1A 4.84% 25-SEP-2060, 4.84%, 09/25/60 COOPR 2025-CES3 216926AA3 - 7,024,223 $6,949,211 $6,949,211 0.10 $6,918,991
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 $6,922,397 $6,922,397 0.10 $6,889,593
LHOME Mortgage Trust 2024-RTL4 A2 6.092% 25-JUL-2039, 6.09%, 07/25/39 LHOME 2024-RTL4 50205PAB8 - 6,870,000 $6,885,883 $6,885,883 0.10 $6,876,583
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 $6,779,143 $6,779,143 0.10 $6,764,233
RCKT Mortgage Trust 2025-CES7 A1B 5.478% 25-JUL-2055, 5.48%, 07/25/55 RCKT 2025-CES7 74943AAB8 - 6,742,049 $6,767,253 $6,767,253 0.10 $6,734,424
FHLMC 30yr Pool#QH1500 6.000% 01-Sep-2053, 6.00%, 09/01/53 FR 3133CDUZ5 - 6,478,031 $6,734,692 $6,734,692 0.10 $6,700,142
PRPM 2025-RCF3, LLC, 5.77%, 08/25/28 PRPM 2025-6 69395KAA1 - 6,669,800 $6,679,882 $6,679,882 0.10 $6,645,650
FHLMC 30yr Pool#SD3469 5.500% 01-Aug-2053, 5.50%, 08/01/53 FR 3132DQ2A3 - 6,473,575 $6,590,872 $6,590,872 0.10 $6,578,014
Mello Mortgage Capital Acceptance 2024-SD1 A1 4.0% 25-APR-2054, 4.00%, 04/25/54 MELLO 58550DAA1 - 6,681,100 $6,583,093 $6,583,093 0.10 $6,577,154
FHLMC 30yr Pool#QG3912 5.500% 01-Jun-2053, 5.50%, 06/01/53 FR 3133C4KZ6 - 6,458,765 $6,565,560 $6,565,560 0.10 $6,533,984
RCKT MORTGAGE TRUST 2026-CES4 0% 56, 5.39%, 04/25/56 RCKT 2026-CES4 74940CAC5 - 6,516,000 $6,497,039 $6,497,039 0.10 $6,465,797
Meridian Arc Holdco LLC 6.25% 30-APR-2031, 6.25%, 04/30/31 MERIDI 58990CAA1 - 6,398,000 $6,479,403 $6,479,403 0.10 $6,402,760
FNMA 30yr Pool#FA0339 5.500% 01-Jan-2055, 5.50%, 01/01/55 FN 3140W0LV5 - 6,322,419 $6,458,477 $6,458,477 0.10 $6,427,568
FIGRE TRUST 2025-HE6 FLTG 2055 C, 5.25%, 09/25/55 FIGRE 2025-HE6 31684NAC1 - 6,510,966 $6,455,104 $6,455,104 0.10 $6,424,748
FNMA 30yr Pool#DF2677 6.000% 01-Nov-2055, 6.00%, 11/01/55 FN 3140BS6P7 - 6,212,076 $6,420,668 $6,420,668 0.09 $6,387,537
ACHM Trust 2024-HE1 A 6.55% 25-MAY-2039, 6.55%, 05/25/39 ACHM 2024-HE1 00449TAA3 - 6,245,440 $6,353,178 $6,353,178 0.09 $6,344,087
FIGRE TRUST 2026-HE4 MB FLTG 56, 5.70%, 05/25/56 FIGRE 2026-HE4 31685MAE8 - 6,226,181 $6,214,622 $6,214,622 0.09 $6,183,060
Connecticut Avenue Securities Trust 2023-R03 2B1 9.97776% 25-APR-2043, 9.98%, 04/25/43 CAS 2023-R03 20753ACF9 - 5,626,000 $6,118,321 $6,118,321 0.09 $6,105,847
FNMA 30yr Pool#DA1468 6.000% 01-Sep-2053, 6.00%, 09/01/53 FN 3140A1T23 - 5,861,262 $6,093,486 $6,093,486 0.09 $6,062,226
PRET 2025-RPL2 Trust A1 4.0% 25-FEB-2065, 4.00%, 08/25/64 PRET 2025-RPL2 69392LAA2 - 6,206,749 $6,092,099 $6,092,099 0.09 $6,070,031
FNMA 30yr Pool#FS4356 6.000% 01-May-2053, 6.00%, 05/01/53 FN 3140XKZW3 - 5,887,891 $6,080,992 $6,080,992 0.09 $6,049,590
FNA 9, Series 2026-1 A 5.509% 15-DEC-2038, 5.51%, 04/16/46 FNH 2026-1 34411JAA8 - 6,048,859 $6,061,389 $6,061,389 0.09 $6,044,727
FHLMC 30yr Pool#QX9929 6.000% 01-Apr-2055, 6.00%, 04/01/55 FR 31426HA78 - 5,859,498 $6,054,139 $6,054,139 0.09 $6,022,889
FNMA 30yr Pool#FM4129 4.000% 01-Sep-2050, 4.00%, 09/01/50 FN 3140X7ST7 - 6,304,557 $5,979,570 $5,979,570 0.09 $5,957,154
HOMES 2026-INV1 Trust A1D 5.077% 25-AUG-2060, 5.08%, 08/25/60 HOMES 2026-INV1 43761FAD7 - 5,961,441 $5,948,817 $5,948,817 0.09 $5,894,783
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 $5,851,030 $5,851,030 0.09 $5,810,890
FNMA 30yr Pool#DE6050 6.000% 01-Aug-2055, 6.00%, 08/01/55 FN 3140BJWL7 - 5,628,473 $5,847,784 $5,847,784 0.09 $5,817,765
FNMA 30yr Pool#FS7397 6.000% 01-Mar-2054, 6.00%, 03/01/54 FN 3140XPGF0 - 5,659,686 $5,845,303 $5,845,303 0.09 $5,815,118
RCKT MORTGAGE TRUST 2025 5.24863% 55, 5.25%, 08/25/55 RCKT 2025-CES8 74939WAB6 - 5,847,146 $5,839,757 $5,839,757 0.09 $5,812,477
FHLMC 30yr Pool#QH7040 6.000% 01-Dec-2053, 6.00%, 12/01/53 FR 3133CKZD3 - 5,647,581 $5,838,382 $5,838,382 0.09 $5,808,261
FNMA 30yr Pool#DB4017 6.000% 01-May-2054, 6.00%, 05/01/54 FN 3140ADPB1 - 5,633,689 $5,818,454 $5,818,454 0.09 $5,788,407
CoreWeave, Inc. 9.625% 15-JUL-2032, 9.62%, 07/15/32 CRWV 21873SAK4 - 5,961,000 $5,777,161 $5,777,161 0.09 $5,753,255
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 $5,741,873 $5,741,873 0.08 $5,735,447
Bayview Opportunity Master Fund VII Trust 2026-CES1|6.095|07/25/2056, 6.09%, 07/25/56 BVCES 2026-1 07337MAE0 - 5,721,000 $5,733,081 $5,733,081 0.08 $5,720,489
Connecticut Avenue Securities, Series 2021-R02 2B2 9.82776% 25-NOV-2041, 9.83%, 11/25/41 CAS 2021-R02 20754KAJ0 - 5,616,000 $5,728,022 $5,728,022 0.08 $5,715,757
RCKT Mortgage Trust 202 MB FLTG 56, 5.67%, 06/25/56 RCKT 2026-CES6 74942DAC1 - 5,700,000 $5,727,770 $5,727,770 0.08 $5,699,042
FHLMC 30yr Pool#QH4638 6.000% 01-Nov-2053, 6.00%, 11/01/53 FR 3133CHEK7 - 5,514,193 $5,700,487 $5,700,487 0.08 $5,671,078
FIGRE TRUST 2025-HE6 FLTG 2055 B, 5.14%, 09/25/55 FIGRE 2025-HE6 31684NAB3 - 5,738,840 $5,695,879 $5,695,879 0.08 $5,669,638
TVC Mortgage Trust 2025-RRTL1 A2 6.68% 25-APR-2040, 6.68%, 04/25/40 TVC 2025-RRTL1 900927AB0 - 5,597,000 $5,666,292 $5,666,292 0.08 $5,657,983
SF ABS ISSUER 2025-1 0%55 A2, 5.38%, 11/25/55 SFARM 2025-1A 784193AA2 - 5,750,000 $5,652,804 $5,652,804 0.08 $5,645,934
FHLMC 30yr Pool#SD5223 6.000% 01-Apr-2054, 6.00%, 04/01/54 FR 3132DSYU0 - 5,469,300 $5,648,672 $5,648,672 0.08 $5,619,503
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 $5,639,706 $5,639,706 0.08 $5,632,646
FNMA 30yr Pool#CA5386 4.500% 01-Mar-2050, 4.50%, 03/01/50 FN 3140QC6Y7 - 5,760,773 $5,610,338 $5,610,338 0.08 $5,587,295
PRPM 2025-RPL3 A1 3.25% 25-APR-2055, 3.25%, 04/25/55 PRPM 2025-RPL3 69392NAA8 - 5,742,637 $5,557,388 $5,557,388 0.08 $5,540,798
FNMA 30yr Pool#DE7796 6.000% 01-Aug-2055, 6.00%, 08/01/55 FN 3140BLUW0 - 5,359,576 $5,535,350 $5,535,350 0.08 $5,506,766
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 $5,531,806 $5,531,806 0.08 $5,518,024
Woodward Capital Manage MB FLTG 56, 5.66%, 05/25/56 RCKT 2026-CES5 74940FAD6 - 5,400,000 $5,465,740 $5,465,740 0.08 $5,438,557
FIGRE TRUST 2025-HE4 5.408% 55, 5.41%, 07/25/55 FIGRE 2025-HE4 31684PAA0 - 5,382,945 $5,385,058 $5,385,058 0.08 $5,359,181
FNMA 30yr Pool#FS1578 4.000% 01-Oct-2050, 4.00%, 10/01/50 FN 3140XGXG9 - 5,637,396 $5,352,412 $5,352,412 0.08 $5,332,368
RCKT Mortgage Trust 2025-CES12 M1 5.65% 25-DEC-2055, 5.65%, 11/25/55 RCKT 2025-CES12 749349AE6 - 5,400,000 $5,340,170 $5,340,170 0.08 $5,313,050
MS RES MTG LN TR 2025-SPL1 A1, 4.25%, 02/25/65 MSRM 2025-SPL1 617946AA6 - 5,508,126 $5,310,577 $5,310,577 0.08 $5,289,768
FHLMC 30yr Pool#SD3813 6.000% 01-Jul-2053, 6.00%, 07/01/53 FR 3132E0GW6 - 5,111,330 $5,291,715 $5,291,715 0.08 $5,264,454
FIG SIX TRUST 2026-PF1 MB FLTG 56, 6.16%, 08/25/56 FIGX 2026-PF1 316935AC9 - 5,250,000 $5,265,420 $5,265,420 0.08 $5,263,625
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 $5,250,705 $5,250,705 0.08 $5,244,346
FIGRE Trust 2026-HE1 C 5.434% 25-JAN-2056, 5.43%, 01/25/56 FIGRE 2026-HE1 30249NAE7 - 5,268,984 $5,237,426 $5,237,426 0.08 $5,211,976
FNMA 30yr Pool#FS0088 4.000% 01-Mar-2050, 4.00%, 03/01/50 FN 3140XFC25 - 5,500,697 $5,234,831 $5,234,831 0.08 $5,215,273
RCKT Mortgage Trust 2024-CES1 A1B 6.325% 25-FEB-2044, 6.33%, 02/25/44 RCKT 2024-CES1 749424AB3 - 5,170,527 $5,207,835 $5,207,835 0.08 $5,178,766
FHLMC 30yr Pool#TA2575 5.500% 01-Jan-2056, 5.50%, 01/01/56 FR 3142JQ2H1 - 5,031,860 $5,124,002 $5,124,002 0.08 $5,114,009
FNMA 30yr Pool#DB4019 6.000% 01-May-2054, 6.00%, 05/01/54 FN 3140ADPD7 - 4,904,664 $5,065,119 $5,065,119 0.07 $5,038,961
EFMT 2026-CES2 MB FLTG 61, 5.81%, 06/25/61 EFMT 2026-CES2 26846UAD8 - 5,000,000 $5,055,911 $5,055,911 0.07 $5,030,107
RCKT Mortgage Trust 2025-CES8 B2A 7.28202% 25-AUG-2055, 7.28%, 08/25/55 RCKT 2025-CES8 74939WAS9 - 5,040,000 $5,006,338 $5,006,338 0.07 $4,943,130
JP Morgan Mortgage Trust 2026-CES1 A3 5.332% 25-JUN-2056, 5.33%, 06/25/56 JPMMT 2026-CES1 46660BAE9 - 5,000,000 $4,957,406 $4,957,406 0.07 $4,933,708
ARIXA MORTGAGE TRUST 20 MB 6.05%31, 6.05%, 05/25/31 ARIXA 2026-RTL1 04046CAA9 - 4,919,000 $4,918,243 $4,918,243 0.07 $4,911,628
FNMA 30yr Pool#DD5556 6.000% 01-Mar-2055, 6.00%, 03/01/55 FN DD5556 MTGE 3140B6E68 - 4,728,512 $4,883,589 $4,883,589 0.07 $4,858,371
PRPM 2025-5 0%30, 5.73%, 07/25/30 PRPM 2025-5 69392RAA9 - 4,866,007 $4,872,476 $4,872,476 0.07 $4,847,696
FHLMC 30yr Pool#TB3678 6.000% 01-May-2056, 6.00%, 05/01/56 FR 3142K5CQ4 - 4,713,598 $4,871,041 $4,871,041 0.07 $4,845,902
FHLMC 30yr Pool#QF9863 5.500% 01-Mar-2053, 5.50%, 03/01/53 FR 3133BX5Y3 - 4,761,529 $4,861,626 $4,861,626 0.07 $4,838,348
ABL 2024-RTL1 A2 7.457% 25-SEP-2029, 7.46%, 09/25/29 ABL 2024-RTL1 00092EAB4 - 4,840,000 $4,852,860 $4,852,860 0.07 $4,844,840
FHLMC 30yr Pool#QJ9072 6.000% 01-Nov-2054, 6.00%, 11/01/54 FR 3133D1CH0 - 4,685,349 $4,839,011 $4,839,011 0.07 $4,814,023
FNMA 30yr Pool#DA5019 6.500% 01-Nov-2053, 6.50%, 11/01/53 FN 3140A5SH2 - 4,558,396 $4,793,782 $4,793,782 0.07 $4,767,444
FNMA 30yr Pool#BX5986 5.500% 01-Mar-2053, 5.50%, 03/01/53 FN 3140NAUL5 - 4,680,537 $4,781,385 $4,781,385 0.07 $4,758,502
FNMA 30yr Pool#CA0706 4.000% 01-Nov-2047, 4.00%, 11/01/47 FN 3140Q7YC5 - 5,011,018 $4,764,098 $4,764,098 0.07 $4,746,281
OBX 2026-HE2 Trust MB FLTG 56, 5.20%, 06/25/56 OBX 2026-HE2 67124WAD1 - 4,746,000 $4,750,473 $4,750,473 0.07 $4,745,673
Connecticut Avenue Securities Trust 2024-R01 1B1 6.32776% 25-JAN-2044, 6.33%, 01/25/44 CAS 2024-R01 20753UAF7 - 4,595,000 $4,740,165 $4,740,165 0.07 $4,733,704
Homeward Opportunities Fund Trust 2025-RRTL2 A1 5.237% 25-AUG-2040, 5.24%, 09/25/40 HOF 2025-RRTL2 437923AA3 - 4,682,000 $4,689,596 $4,689,596 0.07 $4,684,147
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 $4,618,677 $4,618,677 0.07 $4,610,433
Connecticut Avenue Securities Trust 2023-R05 1B1 8.37776% 25-JUN-2043, 8.38%, 06/25/43 CAS 2023-R05 207942AC7 - 4,312,000 $4,582,790 $4,582,790 0.07 $4,574,762
FNMA 30yr Pool#BY0337 6.500% 01-May-2053, 6.50%, 05/01/53 FN 3140NGLT5 - 4,352,935 $4,551,995 $4,551,995 0.07 $4,526,845
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 $4,522,351 $4,522,351 0.07 $4,512,136
FNMA 30yr Pool#BX9326 5.500% 01-Mar-2053, 5.50%, 03/01/53 FN 3140NELG8 - 4,420,295 $4,513,219 $4,513,219 0.07 $4,491,608
FNMA 30yr Pool#DC5656 5.000% 01-Nov-2054, 5.00%, 11/01/54 FN 3140ATJA5 - 4,550,881 $4,510,382 $4,510,382 0.07 $4,490,156
Affirm Asset Securitization Trust 2025-X2 C 4.93% 15-OCT-2030, 4.93%, 10/15/30 AFFRM 2025-X2 00835DAC6 - 4,500,000 $4,505,323 $4,505,323 0.07 $4,494,231
FHLMC 30yr Pool#QH4473 6.000% 01-Nov-2053, 6.00%, 11/01/53 FR 3133CG6J1 - 4,311,536 $4,457,200 $4,457,200 0.07 $4,434,205
FHLMC 30yr Pool#QZ1060 6.000% 01-Aug-2055, 6.00%, 08/01/55 FR 31426XFA1 - 4,273,524 $4,416,268 $4,416,268 0.07 $4,393,476
OCEANVIEW MORTGAGE TRUST 4.99888% 55, 4.53%, 12/25/55 BVINV 2025-4 67647DAU3 - 4,387,224 $4,387,791 $4,387,791 0.06 $4,383,376
EFMT 2026-CES2 MB FLTG 61, 5.91%, 06/25/61 EFMT 2026-CES2 26846UAE6 - 4,329,000 $4,375,105 $4,375,105 0.06 $4,352,378
FHLMC 30yr Pool#TB4408 6.000% 01-Jun-2056, 6.00%, 06/01/56 FR 3142K53S0 - 4,202,802 $4,340,638 $4,340,638 0.06 $4,318,223
FHLMC 30yr Pool#QH2259 6.000% 01-Sep-2053, 6.00%, 09/01/53 FR 3133CEQL9 - 4,136,283 $4,282,284 $4,282,284 0.06 $4,260,224
PRPM 2025 RCF4 LLC 4.5% 55, 4.50%, 08/25/55 PRPM 2025-RCF4 69382WAA0 - 4,329,198 $4,269,743 $4,269,743 0.06 $4,252,426
Woodward Capital Manage MB FLTG 56, 6.06%, 05/25/56 RCKT 2026-CES5 74940FAF1 - 4,250,000 $4,258,262 $4,258,262 0.06 $4,235,361
FHLMC 30yr Pool#RA1100 4.000% 01-Jul-2049, 4.00%, 07/01/49 FR 3133KGGH5 - 4,484,768 $4,253,588 $4,253,588 0.06 $4,237,642
EFMT 2026-CES1 A3 5.466% 25-DEC-2060, 5.47%, 12/25/60 EFMT 2026-CES1 26846MAE4 - 4,250,000 $4,221,431 $4,221,431 0.06 $4,200,782
FNMA 30yr Pool#DE9377 6.000% 01-Sep-2055, 6.00%, 09/01/55 FN 3140BNM39 - 4,076,942 $4,213,120 $4,213,120 0.06 $4,191,376
RAM 2026-1 A 5.463% 15-JUN-2046, 5.46%, 06/15/46 RAM 2026-1 74890FAA2 - 4,210,000 $4,207,477 $4,207,477 0.06 $4,195,977
FNMA 30yr Pool#DH1921 6.000% 01-Jun-2056, 6.00%, 06/01/56 FN 3140UHD31 - 4,010,483 $4,142,012 $4,142,012 0.06 $4,120,623
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 $4,112,659 $4,112,659 0.06 $4,103,212
Vista Point Securitization Trust 2026-CES1 A3 5.376% 25-FEB-2056, 5.38%, 02/25/56 VSTA 2026-CES1 92790EAC4 - 4,169,000 $4,096,857 $4,096,857 0.06 $4,091,877
EASY STREET MORTGAGE LN 5.606%40 A1, 5.61%, 10/25/40 EASY 2025-RTL2 27786YAA6 - 4,100,000 $4,092,020 $4,092,020 0.06 $4,086,913
FNMA 30yr Pool#FS3246 5.500% 01-Nov-2052, 5.50%, 11/01/52 FN 3140XJTC7 - 3,931,948 $4,022,428 $4,022,428 0.06 $4,003,205
OBX 2022-NQM7 Trust MB FLTG 66, 5.59%, 04/25/56 OBX 2026-CES1 67124LAD5 - 4,000,000 $4,014,347 $4,014,347 0.06 $3,994,486
FNMA 30yr Pool#FA3788 5.500% 01-Nov-2055, 5.50%, 11/01/55 FN 3140W4F69 - 3,902,445 $3,989,279 $3,989,279 0.06 $3,970,201
JP Morgan Mortgage Trust 2026-CES1 A2 5.182% 25-JUN-2056, 5.18%, 06/25/56 JPMMT 2026-CES1 46660BAD1 - 4,000,000 $3,965,406 $3,965,406 0.06 $3,946,981
GS Mortgage-Backed Securities Trust 2026-CES1 A3 5.422% 25-MAY-2056, 5.42%, 05/25/56 GSMBS 2026-CES1 36277LAC7 - 4,000,000 $3,963,834 $3,963,834 0.06 $3,944,556
FHLMC 30yr Pool#QZ7654 6.000% 01-Nov-2055, 6.00%, 11/01/55 FR 31427HQG0 - 3,819,848 $3,947,439 $3,947,439 0.06 $3,927,066
Connecticut Avenue Securities Trust 2023-R08 1B1 7.17776% 25-OCT-2043, 7.18%, 10/25/43 CAS 2023-R08 20755CAF5 - 3,750,000 $3,935,193 $3,935,193 0.06 $3,929,211
Connecticut Avenue Securities Trust 2022-R02 2M2 6.62776% 25-JAN-2042, 6.63%, 01/25/42 CAS 2022-R02 20754BAB7 - 3,881,226 $3,927,150 $3,927,150 0.06 $3,921,434
FNMA 30yr Pool#CB2907 3.500% 01-Feb-2052, 3.50%, 02/01/52 FN 3140QNGR7 - 4,172,614 $3,858,907 $3,858,907 0.06 $3,845,926
EFMT 2026-CES1 A2 5.316% 25-DEC-2060, 5.32%, 12/25/60 EFMT 2026-CES1 26846MAD6 - 3,881,000 $3,848,603 $3,848,603 0.06 $3,830,264
Fannie Mae REMIC Trust 2020-98 AI 3.5% 25-JAN-2061, 3.50%, 01/25/61 FNR 2020-98 3136BDLE6 - 18,021,430 $3,804,288 $3,804,288 0.06 $3,748,221
FIGRE Trust 2025-HE3 B 5.71% 25-MAY-2055, 5.71%, 05/25/55 FIGRE 2025-HE3 31684LAB7 - 3,737,084 $3,749,787 $3,749,787 0.06 $3,730,819
GS Mortgage-Backed Securities Trust 2026-AH2|5.48179|11/25/2056, 5.48%, 11/25/56 GSMBS 2026-AH2 362984AD8 - 3,735,000 $3,735,510 $3,735,510 0.06 $3,735,510
FIGRE TRUST 2025-FL1 5.265% 55, 5.26%, 07/25/55 FIGRE 2025-FL1 31684QAA8 - 3,714,302 $3,722,065 $3,722,065 0.05 $3,704,682
FIGRE Trust 2026-HE1 B 5.183% 25-JAN-2056, 5.18%, 01/25/56 FIGRE 2026-HE1 30249NAD9 - 3,736,599 $3,704,296 $3,704,296 0.05 $3,687,082
OBX 2026-HE2 Trust MB FLTG 56, 5.40%, 06/25/56 OBX 2026-HE2 67124WAE9 - 3,678,000 $3,684,577 $3,684,577 0.05 $3,680,714
Ginnie Mae REMIC Trust 2023-116 LF 4.92513% 20-AUG-2053, 4.91%, 08/20/53 GNR 2023-116 38384EFT7 - 3,640,214 $3,678,058 $3,678,058 0.05 $3,671,605
FNMA 30yr Pool#DE7795 6.000% 01-Aug-2055, 6.00%, 08/01/55 FN 3140BLUV2 - 3,534,192 $3,652,241 $3,652,241 0.05 $3,633,392
FHLMC 30yr Pool#QX6719 6.000% 01-Feb-2055, 6.00%, 02/01/55 FR 31426CPD0 - 3,536,189 $3,652,163 $3,652,163 0.05 $3,633,303
FHLMC 30yr Pool#QH5204 6.500% 01-Nov-2053, 6.50%, 11/01/53 FR 3133CHX91 - 3,466,759 $3,645,775 $3,645,775 0.05 $3,625,745
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 $3,612,434 $3,612,434 0.05 $3,604,090
FNMA 30yr Pool#FS2135 4.000% 01-Nov-2049, 4.00%, 11/01/49 FN 3140XHLR6 - 3,800,286 $3,608,125 $3,608,125 0.05 $3,594,612
Connecticut Avenue Securities Trust 2022-R07 1B2 15.62776% 25-JUN-2042, 15.63%, 06/25/42 CAS 2022-R07 20754MAL1 - 3,206,201 $3,555,715 $3,555,715 0.05 $3,544,580
FIGRE Trust 2025-HE3 C 5.91% 25-MAY-2055, 5.91%, 05/25/55 FIGRE 2025-HE3 31684LAC5 - 3,512,859 $3,528,724 $3,528,724 0.05 $3,510,270
FNMA 30yr Pool#DD3307 6.000% 01-Feb-2055, 6.00%, 02/01/55 FN DD3307 MTGE 3140B3U91 - 3,358,842 $3,469,000 $3,469,000 0.05 $3,451,086
FHLMC 30yr Pool#QF7280 5.500% 01-Jan-2053, 5.50%, 01/01/53 FR 3133BVCR4 - 3,366,654 $3,444,125 $3,444,125 0.05 $3,427,666
FNMA 30yr Pool#DA5072 6.500% 01-Nov-2053, 6.50%, 11/01/53 FN 3140A5T65 - 3,283,434 $3,437,010 $3,437,010 0.05 $3,418,039
FHLMC 30yr Pool#QH0826 5.500% 01-Sep-2053, 5.50%, 09/01/53 FR 3133CC4K9 - 3,359,399 $3,431,781 $3,431,781 0.05 $3,415,357
FHLMC 30yr Pool#QI8221 6.000% 01-Jun-2054, 6.00%, 06/01/54 FR 3133WFD20 - 3,312,504 $3,421,142 $3,421,142 0.05 $3,403,475
FHLMC 30yr Pool#QF7810 5.500% 01-Jan-2053, 5.50%, 01/01/53 FR 3133BVVB8 - 3,328,297 $3,404,886 $3,404,886 0.05 $3,388,615
FHLMC 30yr Pool#TA0253 6.000% 01-Dec-2055, 6.00%, 12/01/55 FR 3142JNH74 - 3,241,461 $3,349,732 $3,349,732 0.05 $3,332,444
GS Mortgage-Backed Securities Trust 2026-AH2|5.33179|11/25/2056, 5.33%, 11/25/56 GSMBS 2026-AH2 362984AC0 - 3,324,000 $3,324,455 $3,324,455 0.05 $3,324,455
FNMA 30yr Pool#BY0335 6.000% 01-May-2053, 6.00%, 05/01/53 FN 3140NGLR9 - 3,203,428 $3,297,014 $3,297,014 0.05 $3,279,929
FHLMC 30yr Pool#QH7549 6.000% 01-Dec-2053, 6.00%, 12/01/53 FR 3133CLL61 - 3,140,816 $3,246,928 $3,246,928 0.05 $3,230,177
FNMA 30yr Pool#FM7031 4.000% 01-Jan-2051, 4.00%, 01/01/51 FN 3140XAY55 - 3,415,468 $3,237,690 $3,237,690 0.05 $3,225,546
FINANCE OF AMERICA STRUCTURE 3.5% 74, 3.50%, 02/25/74 FASST 2024-S1 31740RAB6 - 3,259,878 $3,227,219 $3,227,219 0.05 $3,224,684
FNMA 30yr Pool#DF1002 6.000% 01-Oct-2055, 6.00%, 10/01/55 FN 3140BRDG1 - 3,114,682 $3,223,650 $3,223,650 0.05 $3,207,038
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 $3,217,910 $3,217,910 0.05 $3,211,823
OBX 2026 HE1 FLTG 2056 A1B, 5.13%, 02/25/56 OBX 2026-HE1 67124BAB1 - 3,175,579 $3,174,400 $3,174,400 0.05 $3,170,781
FHLMC 30yr Pool#QH6041 5.500% 01-Dec-2053, 5.50%, 12/01/53 FR 3133CJWA5 - 3,103,471 $3,154,787 $3,154,787 0.05 $3,139,614
FHLMC 30yr Pool#QH1144 5.500% 01-Sep-2053, 5.50%, 09/01/53 FR 3133CDHV9 - 3,066,322 $3,132,389 $3,132,389 0.05 $3,117,398
EFMT 2025-RTL1 0% 40, 5.22%, 11/25/40 EFMT 2025-RTL1 26846FAA7 - 3,108,000 $3,106,136 $3,106,136 0.05 $3,102,530
FNMA 30yr Pool#BX6124 6.500% 01-Jan-2053, 6.50%, 01/01/53 FN 3140NAYW7 - 2,913,913 $3,081,293 $3,081,293 0.05 $3,064,457
FHLMC 30yr Pool#QZ3837 6.000% 01-Sep-2055, 6.00%, 09/01/55 FR 31427BHP3 - 2,964,848 $3,063,880 $3,063,880 0.05 $3,048,067
RCKT Mortgage Trust 2026-CES1 A1B 4.928% 25-JAN-2056, 4.93%, 01/25/56 RCKT 2026-CES1 74939BAB2 - 3,077,864 $3,044,975 $3,044,975 0.04 $3,031,492
FNMA 30yr Pool#DH1918 6.000% 01-Jun-2056, 6.00%, 06/01/56 FN 3140UHDY3 - 2,933,429 $3,031,412 $3,031,412 0.04 $3,015,767
FNMA 30yr Pool#MA4026 4.000% 01-May-2050, 4.00%, 05/01/50 FN 31418DPL0 - 3,184,368 $3,013,302 $3,013,302 0.04 $3,001,980
FHLMC 30yr Pool#TA1465 6.000% 01-Dec-2055, 6.00%, 12/01/55 FR 3142JPTX9 - 2,905,924 $3,002,988 $3,002,988 0.04 $2,987,489
FHLMC 30yr Pool#QX5273 6.000% 01-Feb-2055, 6.00%, 02/01/55 FR 31426A2F4 - 2,899,058 $2,997,914 $2,997,914 0.04 $2,982,453
BX Trust 2021-BXMF C 4.93127% 15-OCT-2038, 4.93%, 10/15/26 BX 2021-BXMF 05609RAJ3 - 2,958,012 $2,965,084 $2,965,084 0.04 $2,957,792
FNMA 30yr Pool#FM1540 4.000% 01-Sep-2049, 4.00%, 09/01/49 FN 3140X4WA0 - 3,115,240 $2,954,656 $2,954,656 0.04 $2,943,580
FHLMC 30yr Pool#TB4407 6.000% 01-Jun-2056, 6.00%, 06/01/56 FR 3142K53R2 - 2,851,340 $2,946,581 $2,946,581 0.04 $2,931,374
RCKT Mortgage Trust 2025-CES2 A1B 5.603% 25-FEB-2055, 5.60%, 02/25/55 RCKT 2025-CES2 74942BAB7 - 2,934,937 $2,943,495 $2,943,495 0.04 $2,928,877
FHLMC 30yr Pool#SD1111 4.000% 01-Jun-2050, 4.00%, 06/01/50 FR 3132DNGU1 - 3,077,465 $2,930,618 $2,930,618 0.04 $2,919,676
COOPR Residential Mortgage Trust 2026-CES1 A2 5.158% 25-FEB-2061, 5.16%, 02/25/61 COOPR 2026-CES1 21689GAD0 - 2,949,000 $2,912,956 $2,912,956 0.04 $2,899,435
FHLMC 30yr Pool#QZ4951 6.000% 01-Oct-2055, 6.00%, 10/01/55 FR 31427CQD8 - 2,818,314 $2,912,452 $2,912,452 0.04 $2,897,421
GWT Commercial Mortgage Trust 2024-WLF2 A 5.31663% 15-MAY-2041, 5.32%, 05/15/41 GWT 2024-WLF2 362414AA2 - 2,900,000 $2,912,087 $2,912,087 0.04 $2,904,378
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 $2,843,307 $2,843,307 0.04 $2,838,191
FNMA 30yr Pool#MA4056 4.000% 01-Jun-2050, 4.00%, 06/01/50 FN 31418DQJ4 - 2,978,812 $2,818,788 $2,818,788 0.04 $2,808,197
FNMA 30yr Pool#BX8700 5.500% 01-Mar-2053, 5.50%, 03/01/53 FN 3140NDU21 - 2,729,852 $2,787,239 $2,787,239 0.04 $2,773,894
FHLMC 30yr Pool#QG2539 6.500% 01-May-2053, 6.50%, 05/01/53 FR 3133C2ZC5 - 2,665,923 $2,777,358 $2,777,358 0.04 $2,761,955
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 $2,760,145 $2,760,145 0.04 $2,755,805
RCKT MORTGAGE TRUST 2025-CE 5.16% 34, 5.16%, 07/25/34 RCKTL 2025-1A 74939RAC5 - 2,750,000 $2,745,270 $2,745,270 0.04 $2,742,116
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 $2,738,324 $2,738,324 0.04 $2,735,364
OBX TRUST 2026-HE1 FLTG 2056 M1, 5.28%, 02/25/56 OBX 2026-HE1 67124BAD7 - 2,707,000 $2,722,306 $2,722,306 0.04 $2,719,131
Fannie Mae Pool|4|03/01/2050, 4.00%, 03/01/50 FN 3140X8S24 - 2,841,057 $2,697,399 $2,697,399 0.04 $2,687,297
RCKT Mortgage Trust 2023-CES1 A1A 6.515% 25-JUN-2043, 6.51%, 06/25/43 RCKT 74935WAA2 - 2,688,338 $2,696,742 $2,696,742 0.04 $2,681,174
FHLMC 30yr Pool#SD6905 6.000% 01-Nov-2054, 6.00%, 11/01/54 FR 3132DUU62 - 2,553,014 $2,636,536 $2,636,536 0.04 $2,622,920
FHLMC 30yr Pool#QF9276 5.500% 01-Mar-2053, 5.50%, 03/01/53 FR 3133BXJV4 - 2,549,346 $2,604,274 $2,604,274 0.04 $2,591,811
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA3 M2 7.97776% 25-APR-2042, 7.98%, 04/25/42 STACR 2022-DNA3 35564KVE6 - 2,528,314 $2,598,537 $2,598,537 0.04 $2,594,055
FNMA 30yr Pool#DF5622 6.000% 01-Nov-2055, 6.00%, 11/01/55 FN 3140BWG85 - 2,508,618 $2,592,411 $2,592,411 0.04 $2,579,032
Vista Point Securitization Trust 2026-CES1 A2 5.226% 25-FEB-2056, 5.23%, 02/25/56 VSTA 2026-CES1 92790EAB6 - 2,600,000 $2,554,774 $2,554,774 0.04 $2,551,755
FNMA 30yr Pool#BV5393 3.500% 01-Apr-2052, 3.50%, 04/01/52 FN 3140MJ7F6 - 2,757,398 $2,541,503 $2,541,503 0.04 $2,532,924
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 $2,537,460 $2,537,460 0.04 $2,531,963
FHLMC 30yr Pool#Q57869 4.000% 01-Aug-2048, 4.00%, 08/01/48 FG 3132Y1W79 - 2,645,099 $2,514,470 $2,514,470 0.04 $2,505,066
Connecticut Avenue Securities, Series 2021-R01 1B2 9.62776% 25-OCT-2041, 9.63%, 10/25/41 CAS 2021-R01 20754RAJ5 - 2,469,000 $2,509,420 $2,509,420 0.04 $2,502,157
FHLMC 30yr Pool#QZ4131 6.000% 01-Sep-2055, 6.00%, 09/01/55 FR 31427BSV8 - 2,416,762 $2,496,023 $2,496,023 0.04 $2,483,133
BX Trust 2021-BXMF G 7.089513% 15-OCT-2038, 7.09%, 10/15/26 BX 2021-BXMF 05609RAS3 - 2,488,884 $2,494,472 $2,494,472 0.04 $2,485,650
Connecticut Avenue Securities Trust 2024-R06 1M2 5.22776% 25-SEP-2044, 5.23%, 09/25/44 CAS 2024-R06 20755RAC9 - 2,468,872 $2,475,354 $2,475,354 0.04 $2,472,485
PRPM 2026-RCF1 A2 5.206% 25-JAN-2056, 5.21%, 01/25/56 PRPM 2026-RCF1 69383VAB9 - 2,500,000 $2,475,201 $2,475,201 0.04 $2,463,632
PRPM 2026-RCF1 A3 5.305% 25-JAN-2056, 5.30%, 01/25/56 PRPM 2026-RCF1 69383VAF0 - 2,500,000 $2,466,851 $2,466,851 0.04 $2,455,062
FHLMC 30yr Pool#QI7710 5.500% 01-Jun-2054, 5.50%, 06/01/54 FR 3133WER77 - 2,402,669 $2,454,438 $2,454,438 0.04 $2,442,691
FNMA 30yr Pool#BY8533 6.500% 01-Aug-2053, 6.50%, 08/01/53 FN 3140NRPT7 - 2,292,584 $2,399,815 $2,399,815 0.04 $2,386,569
FNMA 30yr Pool#DC1102 5.500% 01-Sep-2054, 5.50%, 09/01/54 FN 3140ANGL7 - 2,348,250 $2,398,846 $2,398,846 0.04 $2,387,365
RCKT Mortgage Trust 2026-CES1 A3 5.224% 25-JAN-2056, 5.22%, 01/25/56 RCKT 2026-CES1 74939BAD8 - 2,425,000 $2,392,329 $2,392,329 0.04 $2,381,068
FNMA 30yr Pool#DC1302 5.000% 01-Aug-2054, 5.00%, 08/01/54 FN 3140ANNU9 - 2,403,826 $2,379,693 $2,379,693 0.04 $2,369,009
EFMT 2026-CES1 A1B 5.116% 25-DEC-2060, 5.12%, 12/25/60 EFMT 2026-CES1 26846MAB0 - 2,392,089 $2,378,030 $2,378,030 0.04 $2,367,152
OBX 2022-NQM7 Trust MB FLTG 66, 5.42%, 04/25/56 OBX 2026-CES1 67124LAB9 - 2,371,633 $2,374,352 $2,374,352 0.03 $2,362,918
FHLMC 30yr Pool#SD3523 3.000% 01-Jun-2052, 3.00%, 06/01/52 FR 3132DQ4G8 - 2,693,928 $2,372,359 $2,372,359 0.03 $2,365,175
PRPM 2025-RCF3 LLC 5.25% 55, 5.25%, 07/25/55 PRPM 2025-RCF3 69392PAB1 - 2,380,125 $2,368,197 $2,368,197 0.03 $2,357,090
FIGRE Trust 2024-HE4 B 5.252% 25-SEP-2054, 5.25%, 09/25/54 FIGRE 2024-HE4 31684UAB7 - 2,370,206 $2,358,990 $2,358,990 0.03 $2,356,224
FNMA 30yr Pool#BY5913 5.500% 01-Sep-2053, 5.50%, 09/01/53 FN 3140NNSB2 - 2,297,892 $2,347,403 $2,347,403 0.03 $2,336,169
Connecticut Avenue Securities Trust 2022-R08 1M2 7.22776% 25-JUL-2042, 7.23%, 07/25/42 CAS 2022-R08 20755DAB2 - 2,280,000 $2,345,799 $2,345,799 0.03 $2,342,137
FNMA 30yr Pool#DD8279 6.000% 01-Apr-2055, 6.00%, 04/01/55 FN 3140B9FV6 - 2,267,362 $2,343,096 $2,343,096 0.03 $2,331,004
FNMA 30yr Pool#DE2839 6.000% 01-Jun-2055, 6.00%, 06/01/55 FN 3140BFEM3 - 2,260,938 $2,336,457 $2,336,457 0.03 $2,324,399
FNMA 30yr Pool#DA3549 6.500% 01-Oct-2053, 6.50%, 10/01/53 FN 3140A35K5 - 2,198,149 $2,311,657 $2,311,657 0.03 $2,298,957
Ginnie Mae REMIC Trust 2017-163 LO 0.0% 16-MAY-2041, 0.00%, 05/16/41 GNR 2017-163 38380KNA9 - 3,033,176 $2,296,453 $2,296,453 0.03 $2,296,453
FIGRE TRUST 2026-HE4 MB FLTG 56, 6.23%, 05/25/56 FIGRE 2026-HE4 31685MAF5 - 2,300,000 $2,295,625 $2,295,625 0.03 $2,292,441
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 $2,221,606 $2,221,606 0.03 $2,211,579
FNMA 30yr Pool#DF0313 6.000% 01-Sep-2055, 6.00%, 09/01/55 FN 3140BQK34 - 2,068,731 $2,137,831 $2,137,831 0.03 $2,126,798
FHLMC 30yr Pool#QG2543 5.500% 01-May-2053, 5.50%, 05/01/53 FR 3133C2ZG6 - 2,045,812 $2,079,639 $2,079,639 0.03 $2,069,637
FHLMC 30yr Pool#QY9883 6.000% 01-Aug-2055, 6.00%, 08/01/55 FR 31426U6V1 - 1,988,104 $2,054,511 $2,054,511 0.03 $2,043,908
PRPM 2024-RCF2 A1 3.75% 25-MAR-2054, 3.75%, 03/25/54 PRPM 2024-RCF2 693987AA7 - 2,095,357 $2,043,950 $2,043,950 0.03 $2,042,204
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 $2,021,482 $2,021,482 0.03 $2,019,275
FNMA 30yr Pool#BY0338 6.500% 01-May-2053, 6.50%, 05/01/53 FN 3140NGLU2 - 1,894,143 $1,979,722 $1,979,722 0.03 $1,968,778
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 $1,949,112 $1,949,112 0.03 $1,946,191
FNMA 30yr Pool#FS1640 4.000% 01-Apr-2052, 4.00%, 04/01/52 FN 3140XGZE2 - 2,046,543 $1,938,463 $1,938,463 0.03 $1,931,186
FNMA 30yr Pool#DA0036 6.500% 01-Sep-2053, 6.50%, 09/01/53 FN 3140A0BE8 - 1,837,810 $1,923,770 $1,923,770 0.03 $1,913,152
FNMA 30yr Pool#FS3001 4.000% 01-Oct-2051, 4.00%, 10/01/51 FN 3140XJKP7 - 2,026,239 $1,921,791 $1,921,791 0.03 $1,914,587
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 $1,897,527 $1,897,527 0.03 $1,891,896
FNMA 30yr Pool#BX8072 5.500% 01-Mar-2053, 5.50%, 03/01/53 FN 3140NC6J3 - 1,857,876 $1,896,933 $1,896,933 0.03 $1,887,850
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 $1,865,409 $1,865,409 0.03 $1,862,904
FNMA 30yr Pool#DF0998 6.000% 01-Oct-2055, 6.00%, 10/01/55 FN 3140BRDC0 - 1,760,332 $1,819,131 $1,819,131 0.03 $1,809,742
FHLMC 30yr Pool#QX7432 6.000% 01-Feb-2055, 6.00%, 02/01/55 FR 31426DHJ4 - 1,752,970 $1,810,461 $1,810,461 0.03 $1,801,112
FHLMC 30yr Pool#SI2017 4.000% 01-Dec-2048, 4.00%, 12/01/48 FR 3133USG21 - 1,889,501 $1,793,959 $1,793,959 0.03 $1,787,241
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 $1,772,517 $1,772,517 0.03 $1,770,439
FNMA 30yr Pool#DA3538 6.000% 01-Oct-2053, 6.00%, 10/01/53 FN 3140A34Y6 - 1,670,200 $1,729,153 $1,729,153 0.03 $1,720,246
PRPM 2025-RCF3 LLC 5.25% 55, 5.25%, 07/25/55 PRPM 2025-RCF3 69392PAC9 - 1,700,000 $1,681,666 $1,681,666 0.02 $1,673,733
FHLMC 30yr Pool#SD1551 4.000% 01-Mar-2050, 4.00%, 03/01/50 FR 3132DNWL3 - 1,756,434 $1,667,620 $1,667,620 0.02 $1,661,375
Fannie Mae Pool|4|08/01/2050, 4.00%, 08/01/50 FN 3140X8UA3 - 1,731,274 $1,638,269 $1,638,269 0.02 $1,632,114
Foundation Finance Trust 2023-2 A 6.53% 15-JUN-2049, 6.53%, 06/15/49 FFIN 2023-2A 35042RAA4 - 1,580,583 $1,624,650 $1,624,650 0.02 $1,619,489
FNMA 30yr Pool#MA3521 4.000% 01-Nov-2048, 4.00%, 11/01/48 FN 31418C4F8 - 1,698,473 $1,612,590 $1,612,590 0.02 $1,606,551
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 $1,597,993 $1,597,993 0.02 $1,596,194
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 $1,575,851 $1,575,851 0.02 $1,571,468
FHLMC 30yr Pool#SD0943 3.500% 01-Apr-2052, 3.50%, 04/01/52 FR 3132DNBL6 - 1,693,708 $1,566,370 $1,566,370 0.02 $1,561,101
FHLMC 30yr Pool#QI4878 6.000% 01-Apr-2054, 6.00%, 04/01/54 FR 3133WBM37 - 1,485,886 $1,536,554 $1,536,554 0.02 $1,528,629
FNMA 30yr Pool#DD4221 6.000% 01-Feb-2055, 6.00%, 02/01/55 FN DD4221 MTGE 3140B4VP2 - 1,455,597 $1,503,336 $1,503,336 0.02 $1,495,572
FHLMC 30yr Pool#SD4456 4.000% 01-Aug-2050, 4.00%, 08/01/50 FR 3132E05R9 - 1,578,822 $1,497,437 $1,497,437 0.02 $1,491,823
FNMA 30yr Pool#CB2681 3.500% 01-Jan-2052, 3.50%, 01/01/52 FN 3140QM6T6 - 1,599,310 $1,479,194 $1,479,194 0.02 $1,474,219
FHLMC 30yr Pool#QY7439 6.000% 01-Jun-2055, 6.00%, 06/01/55 FR 31426SHR3 - 1,408,960 $1,456,022 $1,456,022 0.02 $1,448,507
FHLMC 30yr Pool#QZ4132 6.000% 01-Sep-2055, 6.00%, 09/01/55 FR 31427BSW6 - 1,407,252 $1,454,257 $1,454,257 0.02 $1,446,751
FNMA 30yr Pool#DC9709 6.000% 01-Jan-2055, 6.00%, 01/01/55 FN 3140AXYF8 - 1,386,182 $1,438,406 $1,438,406 0.02 $1,431,013
FNMA 30yr Pool#BT8051 5.500% 01-Jan-2053, 5.50%, 01/01/53 FN 3140LW5M5 - 1,370,326 $1,401,860 $1,401,860 0.02 $1,395,160
FHLMC 30yr Pool#Q58477 4.000% 01-Sep-2048, 4.00%, 09/01/48 FG 3132Y2M37 - 1,454,749 $1,382,906 $1,382,906 0.02 $1,377,734
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 $1,378,644 $1,378,644 0.02 $1,374,744
FNMA 30yr Pool#BY1896 5.500% 01-May-2053, 5.50%, 05/01/53 FN 3140NJDA9 - 1,346,649 $1,368,916 $1,368,916 0.02 $1,362,332
FNMA 30yr Pool#MA3415 4.000% 01-Jul-2048, 4.00%, 07/01/48 FN 31418CYM0 - 1,436,619 $1,363,976 $1,363,976 0.02 $1,358,869
FHLMC 30yr Pool#QG4340 6.500% 01-Jun-2053, 6.50%, 06/01/53 FR 3133C4ZD9 - 1,291,227 $1,345,200 $1,345,200 0.02 $1,337,739
FNMA 30yr Pool#CA5573 4.000% 01-Apr-2050, 4.00%, 04/01/50 FN 3140QDFP4 - 1,379,976 $1,305,843 $1,305,843 0.02 $1,300,937
RCKT MORTGAGE TR 2026-CES2 M1A, 5.36%, 02/25/56 RCKT 2026-CES2 74940EAE7 - 1,323,000 $1,292,575 $1,292,575 0.02 $1,286,278
FNMA 30yr Pool#BY0327 6.500% 01-May-2053, 6.50%, 05/01/53 FN 3140NGLH1 - 1,225,935 $1,280,306 $1,280,306 0.02 $1,273,222
FNMA 30yr Pool#BX7860 5.500% 01-Mar-2053, 5.50%, 03/01/53 FN 3140NCWW5 - 1,245,041 $1,270,746 $1,270,746 0.02 $1,264,659
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 $1,247,960 $1,247,960 0.02 $1,244,477
FIGRE TRUST 2025-HE5 FLTG 2055 B, 5.49%, 08/25/55 FIGRE 2025-HE5 31684MAB5 - 1,213,103 $1,212,131 $1,212,131 0.02 $1,206,217
FHLMC 30yr Pool#QF2561 5.500% 01-Nov-2052, 5.50%, 11/01/52 FR 3133BPZ27 - 1,168,149 $1,195,030 $1,195,030 0.02 $1,189,319
FNMA 30yr Pool#DB3056 5.500% 01-May-2054, 5.50%, 05/01/54 FN 3140ACME0 - 1,168,994 $1,194,080 $1,194,080 0.02 $1,188,365
FNMA 40yr Pool#BF0167 3.000% 01-Feb-2057, 3.00%, 02/01/57 FN 3140FXFH0 - 1,343,551 $1,153,604 $1,153,604 0.02 $1,150,021
EFMT 2026-CES1 M1 5.616% 25-DEC-2060, 5.62%, 12/25/60 EFMT 2026-CES1 26846MAF1 - 1,166,000 $1,150,101 $1,150,101 0.02 $1,144,281
FNMA 30yr Pool#MA3149 4.000% 01-Oct-2047, 4.00%, 10/01/47 FN 31418CQB3 - 1,192,864 $1,134,592 $1,134,592 0.02 $1,130,351
FNMA 30yr Pool#BX0804 5.500% 01-Nov-2052, 5.50%, 11/01/52 FN 3140N43N5 - 1,109,392 $1,131,848 $1,131,848 0.02 $1,126,424
FHLMC 30yr Pool#SD8003 4.000% 01-Jul-2049, 4.00%, 07/01/49 FR 3132DV3L7 - 1,167,671 $1,107,480 $1,107,480 0.02 $1,103,328
FNMA 30yr Pool#FM9138 4.000% 01-Mar-2050, 4.00%, 03/01/50 FN 3140XDEL6 - 1,144,482 $1,086,611 $1,086,611 0.02 $1,082,542
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 $1,083,388 $1,083,388 0.02 $1,080,014
FNMA 30yr Pool#AS6811 3.000% 01-Mar-2046, 3.00%, 03/01/46 FN 3138WGR97 - 1,192,380 $1,073,125 $1,073,125 0.02 $1,069,945
RCKT Mortgage Trust 2025-CES10|4.995|11/25/2055, 5.00%, 11/25/55 RCKT 2025-CES10 74939LAB0 - 1,077,621 $1,065,159 $1,065,159 0.02 $1,064,262
FNMA 30yr Pool#BJ9181 5.000% 01-May-2048, 5.00%, 05/01/48 FN 3140HBFX1 - 1,056,108 $1,061,157 $1,061,157 0.02 $1,056,463
FHLMC 30yr Pool#ZT2087 4.000% 01-Jun-2049, 4.00%, 06/01/49 FR 3132AEJ80 - 1,110,725 $1,053,469 $1,053,469 0.02 $1,049,520
FNMA 30yr Pool#AS7492 4.000% 01-Jul-2046, 4.00%, 07/01/46 FN 3138WHKE1 - 1,074,231 $1,025,050 $1,025,050 0.02 $1,021,231
FHLMC 30yr Pool#QG3885 6.500% 01-Jun-2053, 6.50%, 06/01/53 FR 3133C4J62 - 962,797 $1,003,042 $1,003,042 0.01 $997,479
ACHV ABS Trust 2024-1PL B 6.34% 25-APR-2031, 6.34%, 04/25/31 ACHV 2024-1PL 00092BAB0 - 984,034 $989,893 $989,893 0.01 $988,506
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 $984,503 $984,503 0.01 $983,386
FNMA 30yr Pool#BV8484 3.500% 01-Apr-2052, 3.50%, 04/01/52 FN 3140MNNA0 - 994,033 $916,203 $916,203 0.01 $913,111
FHLMC 30yr Pool#QG6538 5.500% 01-Jul-2053, 5.50%, 07/01/53 FR 3133C7HP5 - 893,965 $913,226 $913,226 0.01 $908,856
FHLMC 30yr Pool#QH3309 5.500% 01-Oct-2053, 5.50%, 10/01/53 FR 3133CFVA4 - 883,602 $898,213 $898,213 0.01 $893,893
FNMA 30yr Pool#FM1598 4.000% 01-Feb-2049, 4.00%, 02/01/49 FN 3140X4X43 - 941,941 $894,312 $894,312 0.01 $890,963
FNMA 30yr Pool#BV4203 3.500% 01-Apr-2052, 3.50%, 04/01/52 FN 3140MHU56 - 968,639 $892,798 $892,798 0.01 $889,785
FREMF 2019-KF70 Mortgage Trust C 9.70615% 25-SEP-2029, 9.71%, 09/25/29 FREMF 2019-KF70 30298UAJ0 - 890,414 $887,455 $887,455 0.01 $885,534
FHLMC 30yr Pool#QG6948 5.500% 01-Jul-2053, 5.50%, 07/01/53 FR 3133C7WH6 - 837,118 $855,154 $855,154 0.01 $851,062
FNMA 30yr Pool#BY0361 6.500% 01-Jun-2053, 6.50%, 06/01/53 FN 3140NGMK3 - 816,825 $853,400 $853,400 0.01 $848,681
GNMA II 30yr Pool#MA5021 4.500% 20-Feb-2048, 4.50%, 02/20/48 G2 36179TSJ5 - 848,734 $832,837 $832,837 0.01 $829,442
FHLMC 30yr Pool#ZM8197 4.000% 01-Sep-2048, 4.00%, 09/01/48 FR 3131Y3DA1 - 865,542 $821,776 $821,776 0.01 $818,698
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 $801,601 $801,601 0.01 $800,218
FNMA 30yr Pool#CC0990 5.000% 01-Sep-2055, 5.00%, 09/01/55 FN 3140Y7C48 - 780,354 $777,881 $777,881 0.01 $774,413
FNMA 30yr Pool#BN4541 4.000% 01-Feb-2049, 4.00%, 02/01/49 FN 3140JMBK7 - 809,534 $768,600 $768,600 0.01 $765,722
U.S. Auto Funding 2021-1 C 2.2% 15-MAY-2026, 2.20%, 05/15/27 USAUT 2021-1A 90355EAC5 - 992,594 $767,393 $767,393 0.01 $766,301
RCKT Mortgage Trust 2025-CES10 M1 5.662% 25-OCT-2055, 5.66%, 11/25/55 RCKT 2025-CES10 74939LAE4 - 763,000 $754,449 $754,449 0.01 $750,609
FNMA 30yr Pool#AB9341 3.000% 01-May-2043, 3.00%, 05/01/43 FN 31417GLX2 - 827,804 $753,173 $753,173 0.01 $750,965
FNMA 30yr Pool#BY0782 5.500% 01-Apr-2053, 5.50%, 04/01/53 FN 3140NG2Q2 - 736,623 $752,494 $752,494 0.01 $748,893
FHLMC 30yr Pool#QG7338 6.000% 01-Jul-2053, 6.00%, 07/01/53 FR 3133C8EK7 - 698,100 $720,996 $720,996 0.01 $717,272
FNMA 30yr Pool#BY0866 5.500% 01-May-2053, 5.50%, 05/01/53 FN 3140NG6C9 - 690,117 $702,681 $702,681 0.01 $699,307
FHLMC 30yr Pool#ZT1926 3.000% 01-Nov-2043, 3.00%, 11/01/43 FR 3132AED78 - 730,322 $664,285 $664,285 0.01 $662,338
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 $661,939 $661,939 0.01 $659,714
GNMA II 30yr Pool#MA5264 4.000% 20-Jun-2048, 4.00%, 06/20/48 G2 36179TZ57 - 679,379 $644,237 $644,237 0.01 $641,821
FNMA 30yr Pool#CB6864 5.000% 01-Aug-2053, 5.00%, 08/01/53 FN 3140QSTW1 - 638,501 $636,493 $636,493 0.01 $633,655
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 $627,650 $627,650 0.01 $626,686
FHLMC 30yr Pool#QE1073 3.500% 01-Apr-2052, 3.50%, 04/01/52 FR 3133BAFN6 - 639,475 $589,406 $589,406 0.01 $587,417
ACHM Trust 2024-HE1 B 7.26% 25-MAY-2039, 7.26%, 05/25/39 ACHM 2024-HE1 00449TAB1 - 567,767 $578,278 $578,278 0.01 $577,362
FHLMC 30yr Pool#QG2540 6.500% 01-May-2053, 6.50%, 05/01/53 FR 3133C2ZD3 - 541,004 $564,531 $564,531 0.01 $561,405
FNMA 30yr Pool#BW0343 4.500% 01-May-2052, 4.50%, 05/01/52 FN 3140MRLZ8 - 581,158 $562,956 $562,956 0.01 $560,632
FNMA 30yr Pool#AL6842 4.000% 01-May-2045, 4.00%, 05/01/45 FN 3138EPS88 - 572,951 $548,919 $548,919 0.01 $546,882
FNMA 30yr Pool#BK9507 4.000% 01-Oct-2048, 4.00%, 10/01/48 FN 3140HPR58 - 569,640 $542,107 $542,107 0.01 $540,082
Sequoia Mortgage Trust 2013-5 A1 2.5% 25-MAY-2043, 2.50%, 05/25/43 SEMT 2013-5 81745AAA5 - 592,797 $524,060 $524,060 0.01 $522,742
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 $496,500 $496,500 0.01 $495,919
ACHV ABS Trust 2024-1PL C 6.42% 25-APR-2031, 6.42%, 04/25/31 ACHV 2024-1PL 00092BAC8 - 472,699 $475,230 $475,230 0.01 $474,556
FNMA 30yr Pool#AZ0869 4.000% 01-Jul-2045, 4.00%, 07/01/45 FN 3138YR6F0 - 477,715 $457,499 $457,499 0.01 $455,801
FHLMC 30yr Pool#QD9191 3.500% 01-Apr-2052, 3.50%, 04/01/52 FR 3133B7F86 - 491,522 $453,037 $453,037 0.01 $451,508
Blue Bridge Funding 2023-1 A 7.37% 15-NOV-2030, 7.37%, 11/15/30 BBEF 2023-1A 09531MAA8 - 429,978 $432,925 $432,925 0.01 $431,341
FHLMC 15yr Pool#SB0116 2.500% 01-Nov-2034, 2.50%, 11/01/34 FR 3132CWDV3 - 456,619 $431,812 $431,812 0.01 $430,797
FHLMC 30yr Pool#SD1414 4.000% 01-Oct-2050, 4.00%, 10/01/50 FR 3132DNSB0 - 427,175 $405,155 $405,155 0.01 $403,636
FNMA 30yr Pool#BV6879 4.500% 01-Apr-2052, 4.50%, 04/01/52 FN 3140MLUD0 - 401,820 $389,273 $389,273 0.01 $387,666
BX Commercial Mortgage Trust 2021-21M A 4.47% 15-OCT-2036, 4.47%, 10/15/36 BX 2021-21M 05609CAA5 - 382,219 $383,074 $383,074 0.01 $382,219
FNMA 30yr Pool#CB4329 3.500% 01-Jul-2052, 3.50%, 07/01/52 FN 3140QPY35 - 401,402 $370,190 $370,190 0.01 $368,941
FHLMC 30yr Pool#QG3397 6.000% 01-May-2053, 6.00%, 05/01/53 FR 3133C3X27 - 341,947 $353,161 $353,161 0.01 $351,338
FHLMC 30yr Pool#QA8274 3.500% 01-Mar-2050, 3.50%, 03/01/50 FR 3133A3FP8 - 382,810 $350,161 $350,161 0.01 $348,971
FNMA 30yr Pool#CA4646 3.000% 01-Feb-2048, 3.00%, 02/01/48 FN 3140QCEU6 - 379,378 $342,417 $342,417 0.01 $341,405
FNMA 30yr Pool#FM3447 4.000% 01-Nov-2049, 4.00%, 11/01/49 FN 3140X6ZM6 - 342,874 $325,541 $325,541 0.00 $324,322
Connecticut Avenue Securities Trust 2022-R01 1B1 6.77776% 25-DEC-2041, 6.78%, 12/25/41 CAS 2022-R01 20754LAF6 - 310,000 $312,970 $312,970 0.00 $312,504
FNMA 30yr Pool#BV7632 4.500% 01-Apr-2052, 4.50%, 04/01/52 FN 3140MMPS1 - 308,677 $299,038 $299,038 0.00 $297,803
Hotwire Funding, Series 2021-1 B_2021_1 2.658% 20-NOV-2051, 2.66%, 11/20/51 HWIRE 2021-1 44148JAB5 - 300,000 $297,452 $297,452 0.00 $297,164
UMBS TBA 30yr 4% July Delivery, 4.00%, 07/13/26 FNCL 01F040677 - 313,000 $291,841 $291,841 0.00 $291,841
FHLMC 30yr Pool#ZN6461 4.000% 01-May-2049, 4.00%, 05/01/49 FR 3131YDFA7 - 296,812 $281,236 $281,236 0.00 $280,181
FNMA 30yr Pool#AR9225 3.000% 01-Mar-2043, 3.00%, 03/01/43 FN 3138W7HB3 - 310,059 $280,290 $280,290 0.00 $279,463
FNMA 30yr Pool#FS2548 4.000% 01-Mar-2051, 4.00%, 03/01/51 FN 3140XHZN0 - 282,827 $268,248 $268,248 0.00 $267,242
FHLMC 30yr Pool#ZT0391 4.000% 01-Nov-2047, 4.00%, 11/01/47 FR 3132ACNG1 - 279,279 $266,916 $266,916 0.00 $265,923
FNMA 30yr Pool#AS8649 3.000% 01-Jan-2047, 3.00%, 01/01/47 FN 3138WJTF5 - 295,436 $264,126 $264,126 0.00 $263,338
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 $253,690 $253,690 0.00 $252,875
FNMA 30yr Pool#BN3899 4.000% 01-Dec-2048, 4.00%, 12/01/48 FN 3140JLKM5 - 254,149 $241,298 $241,298 0.00 $240,394
Fannie Mae REMIC Trust 2012-126 SY 0.27342% 25-NOV-2042, 0.27%, 11/25/42 FNR 2012-126 3136A9ZR2 - 473,554 $239,005 $239,005 0.00 $238,976
FHLMC 30yr Pool#ZN4240 4.500% 01-Dec-2048, 4.50%, 12/01/48 FR 3131YAV98 - 243,401 $238,664 $238,664 0.00 $237,690
FHLMC 30yr Pool#QA1615 3.500% 01-Aug-2049, 3.50%, 08/01/49 FR 31334XYL7 - 244,877 $224,876 $224,876 0.00 $224,114
FNMA 30yr Pool#BW0081 4.500% 01-Apr-2052, 4.50%, 04/01/52 FN 3140MRCT2 - 227,300 $220,181 $220,181 0.00 $219,272
FNMA 30yr Pool#MA3687 4.000% 01-Jun-2049, 4.00%, 06/01/49 FN 31418DCZ3 - 219,217 $207,917 $207,917 0.00 $207,137
FNMA 30yr Pool#MA1327 3.000% 01-Jan-2043, 3.00%, 01/01/43 FN 31418APM4 - 222,939 $202,781 $202,781 0.00 $202,186
FNMA 30yr Pool#BE3616 4.000% 01-May-2047, 4.00%, 05/01/47 FN 3140FPAS8 - 210,085 $200,915 $200,915 0.00 $200,168
Fannie Mae REMIC Trust 2017-9 VL 3.0% 25-JUL-2028, 3.00%, 07/25/28 FNR 2017-9 3136AVYH6 - 198,925 $198,083 $198,083 0.00 $197,553
GNMA II 30yr Pool#MA5192 4.000% 20-May-2048, 4.00%, 05/20/48 G2 36179TXV2 - 204,265 $193,699 $193,699 0.00 $192,973
FHLMC 15yr Pool#SB0040 2.500% 01-Dec-2033, 2.50%, 12/01/33 FR 3132CWBH6 - 196,512 $188,979 $188,979 0.00 $188,542
FNMA 30yr Pool#BO2983 3.000% 01-Sep-2049, 3.00%, 09/01/49 FN 3140JXJ58 - 186,535 $166,892 $166,892 0.00 $166,395
FNMA 30yr Pool#AB6280 3.000% 01-Sep-2042, 3.00%, 09/01/42 FN 31417C6S9 - 177,248 $161,221 $161,221 0.00 $160,748
FNMA 30yr Pool#BV7132 4.500% 01-Apr-2052, 4.50%, 04/01/52 FN 3140ML4S6 - 159,969 $154,958 $154,958 0.00 $154,319
FHLMC 30yr Pool#ZT1320 4.000% 01-Nov-2048, 4.00%, 11/01/48 FR 3132ADPD4 - 151,963 $144,279 $144,279 0.00 $143,738
FNMA 30yr Pool#AB7563 3.000% 01-Jan-2043, 3.00%, 01/01/43 FN 31417EMM0 - 154,850 $141,137 $141,137 0.00 $140,724
FNMA 30yr Pool#FS2546 4.000% 01-Mar-2051, 4.00%, 03/01/51 FN 3140XHZL4 - 148,648 $141,132 $141,132 0.00 $140,603
FHLMC 30yr Pool#QH7013 6.500% 01-Dec-2053, 6.50%, 12/01/53 FR 3133CKYJ1 - 124,775 $129,908 $129,908 0.00 $129,187
GNMA II 30yr Pool#MA5753 4.000% 20-Feb-2049, 4.00%, 02/20/49 G2 36179UMA7 - 135,133 $125,031 $125,031 0.00 $124,551
FNMA 30yr Pool#MA1229 3.000% 01-Oct-2042, 3.00%, 10/01/42 FN 31418ALK2 - 135,801 $123,775 $123,775 0.00 $123,413
FNMA 30yr Pool#BV7131 4.500% 01-Apr-2052, 4.50%, 04/01/52 FN 3140ML4R8 - 127,700 $123,700 $123,700 0.00 $123,189
GNMA II 30yr Pool#BF6874 4.500% 20-Jul-2048, 4.50%, 07/20/48 G2 3617GDT77 - 124,447 $121,749 $121,749 0.00 $121,251
Reach ABS Trust 2024-2 A 5.88% 15-JUL-2031, 5.88%, 07/15/31 REACH 2024-2A 75525HAA8 - 117,778 $118,169 $118,169 0.00 $117,822
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 $115,716 $115,716 0.00 $115,572
FNMA 20yr Pool#AB9283 3.000% 01-Apr-2038, 3.00%, 04/01/38 FN 31417GJ56 - 123,394 $115,106 $115,106 0.00 $114,777
GNMA II 30yr Pool#MA5866 4.000% 20-Apr-2049, 4.00%, 04/20/49 G2 36179UQT2 - 123,203 $114,374 $114,374 0.00 $113,936
GNMA II 30yr Pool#BK5879 4.500% 20-Nov-2048, 4.50%, 11/20/48 G2 3617J6Q80 - 109,900 $107,351 $107,351 0.00 $106,911
FHLMC 30yr Pool#QE0318 4.500% 01-Mar-2052, 4.50%, 03/01/52 FR 3133B9K78 - 107,022 $103,680 $103,680 0.00 $103,252
FNMA 30yr Pool#BW0072 4.500% 01-Apr-2052, 4.50%, 04/01/52 FN 3140MRCJ4 - 105,361 $102,061 $102,061 0.00 $101,640
FHLMC 30yr Pool#ZT1633 4.000% 01-Mar-2047, 4.00%, 03/01/47 FR 3132ADY69 - 103,573 $99,282 $99,282 0.00 $98,914
FNMA 30yr Pool#BM3282 3.500% 01-Dec-2047, 3.50%, 12/01/47 FN 3140J7UG8 - 106,819 $99,255 $99,255 0.00 $98,922
FNMA 30yr Pool#CA0108 3.500% 01-Aug-2047, 3.50%, 08/01/47 FN 3140Q7DN4 - 98,822 $91,824 $91,824 0.00 $91,516
Fannie Mae REMIC Trust 2013-130 FN 4.09224% 25-OCT-2042, 4.09%, 10/25/42 FNR 2013-130 3136AHG53 - 80,849 $80,312 $80,312 0.00 $80,238
FHLMC 30yr Pool#ZM7926 5.000% 01-Sep-2048, 5.00%, 09/01/48 FR 3131Y2YX0 - 76,255 $76,619 $76,619 0.00 $76,280
FNMA 30yr Pool#MA1447 3.000% 01-May-2043, 3.00%, 05/01/43 FN 31418ATD0 - 72,522 $65,560 $65,560 0.00 $65,366
FHLMC 30yr Pool#QA2159 3.000% 01-Aug-2049, 3.00%, 08/01/49 FR 31334YMG9 - 74,339 $65,009 $65,009 0.00 $64,810
FNMA 30yr Pool#AS8547 3.000% 01-Nov-2046, 3.00%, 11/01/46 FN 3138WJP93 - 70,042 $62,505 $62,505 0.00 $62,318
Sequoia Mortgage Trust 2019-CH3 A19 4.0% 25-OCT-2049, 4.00%, 09/25/49 SEMT 2019-CH3 81748GBN0 - 66,142 $60,883 $60,883 0.00 $60,648
FNMA 30yr Pool#BD2453 3.000% 01-Jan-2047, 3.00%, 01/01/47 FN 3140F9WP6 - 64,057 $57,514 $57,514 0.00 $57,343
Fannie Mae REMIC Trust 2010-109 BS 14.22498% 25-OCT-2040, 14.22%, 10/25/40 FNR 2010-109 31398NTM6 - 41,248 $48,235 $48,235 0.00 $47,714
Fannie Mae REMIC Trust 2006-20 GF 4.07658% 25-APR-2036, 4.09%, 04/25/36 FNR 2006-20 31395BU43 - 48,494 $48,187 $48,187 0.00 $48,143
FHLMC 15yr Pool#ZK8962 3.000% 01-Sep-2032, 3.00%, 09/01/32 FR 3131XC5X1 - 47,279 $45,692 $45,692 0.00 $45,566
FHLMC 15yr Pool#ZS7403 3.000% 01-May-2031, 3.00%, 05/01/31 FR 3132A8GL7 - 40,622 $39,717 $39,717 0.00 $39,609
FNMA 15yr Pool#BO5957 3.000% 01-Dec-2034, 3.00%, 12/01/34 FN 3140K1TP1 - 40,853 $39,034 $39,034 0.00 $38,925
Freddie Mac Multiclass Certificates, Series 3380 FM 4.34733% 15-OCT-2037, 4.30%, 10/15/37 FHR 3380 31397KTJ0 - 38,961 $38,998 $38,998 0.00 $38,914
Freddie Mac Multiclass Certificates, Series 3721 FB 4.25733% 15-SEP-2040, 4.21%, 09/15/40 FHR 3721 3137GAD20 - 38,022 $37,943 $37,943 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 $36,338 $36,338 0.00 $36,283
FNMA 30yr Pool#BC0870 3.500% 01-Jan-2046, 3.50%, 01/01/46 FN 3140EU6G9 - 34,898 $32,375 $32,375 0.00 $32,266
FNMA 15yr Pool#BO7717 3.000% 01-Nov-2034, 3.00%, 11/01/34 FN 3140K3SF0 - 30,699 $29,403 $29,403 0.00 $29,321
Ginnie Mae REMIC Trust 2007-040 FG 4.03712% 20-JUL-2037, 4.07%, 07/20/37 GNR 2007-40 38375KZS4 - 27,686 $27,453 $27,453 0.00 $27,413
FHLMC 15yr Pool#ZK9163 3.000% 01-Jan-2033, 3.00%, 01/01/33 FR 3131XDFC4 - 28,237 $27,254 $27,254 0.00 $27,178
Ginnie Mae REMIC Trust 2004-069 CF 4.11712% 20-JUL-2034, 4.15%, 07/20/34 GNR 2004-69 38374JAT3 - 23,100 $23,012 $23,012 0.00 $22,977
LHOME Mortgage Trust 2024-RTL2 A1 7.128% 25-MAR-2029, 7.13%, 03/25/29 LHOME 50205JAA4 - - $22,893 $22,893 0.00 $0
Fannie Mae REMIC Trust 2013-2 QF 4.22658% 25-FEB-2043, 4.24%, 02/25/43 FNR 2013-2 3136AB4P5 - 21,977 $21,905 $21,905 0.00 $21,884
FHLMC 30yr Pool#ZN2165 4.500% 01-Dec-2048, 4.50%, 12/01/48 FR 3131Y8MN2 - 22,290 $21,894 $21,894 0.00 $21,805
Ginnie Mae REMIC Trust 2007-059 FA 4.21712% 20-OCT-2037, 4.25%, 10/20/37 GNR 2007-59 38375LPU8 - 21,743 $21,688 $21,688 0.00 $21,655
Ginnie Mae REMIC Trust 2010-133 FD 4.1776% 16-OCT-2040, 4.18%, 10/16/40 GNR 2010-133 38377MHV1 - 18,088 $18,104 $18,104 0.00 $18,068
Ginnie Mae REMIC Trust 2008-016 FC 4.21712% 20-FEB-2038, 4.25%, 02/20/38 GNR 2008-16 383742FU2 - 17,660 $17,609 $17,609 0.00 $17,582
Ginnie Mae REMIC Trust 2007-037 FW 4.02712% 20-JUN-2037, 4.06%, 06/20/37 GNR 2007-37 38375KNR9 - 17,430 $17,260 $17,260 0.00 $17,234
Ginnie Mae REMIC Trust 2005-065 FA 3.86712% 20-AUG-2035, 3.90%, 08/20/35 GNR 2005-65 38374LL25 - 16,802 $16,602 $16,602 0.00 $16,579
Ginnie Mae REMIC Trust 2004-059 FP 4.0476% 16-AUG-2034, 4.05%, 08/16/34 GNR 2004-59 38374HYS3 - 16,240 $16,226 $16,226 0.00 $16,195
Freddie Mac Multiclass Certificates, Series 2426 FL 4.40733% 15-MAR-2032, 4.36%, 03/15/32 FHR 2426 31339W7G5 - 14,366 $14,444 $14,444 0.00 $14,413
FHLMC 30yr Pool#ZT0252 3.000% 01-Dec-2047, 3.00%, 12/01/47 FR 3132ACH52 - 15,935 $14,307 $14,307 0.00 $14,265
Ginnie Mae REMIC Trust 2005-048 AF 3.91712% 20-JUN-2035, 3.95%, 06/20/35 GNR 2005-48 38374LHM6 - 14,073 $13,925 $13,925 0.00 $13,905
Fannie Mae REMIC Trust 2002-53 FK 4.12658% 25-APR-2032, 4.14%, 04/25/32 FNR 2002-53 31392EHN3 - 13,859 $13,854 $13,854 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 $12,187 $12,187 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 $11,645 $11,645 0.00 $11,634
FHLMC 30yr Pool#ZM2269 3.000% 01-Dec-2046, 3.00%, 12/01/46 FR 3131XVQW8 - 11,583 $10,390 $10,390 0.00 $10,359
Freddie Mac Multiclass Certificates, Series 2551 FD 4.15733% 15-JAN-2033, 4.11%, 01/15/33 FHR 2551 31393JAZ1 - 10,380 $10,385 $10,385 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 $9,654 $9,654 0.00 $9,640
Ginnie Mae REMIC Trust 2007-061 FA 4.21712% 20-OCT-2037, 4.25%, 10/20/37 GNR 2007-61 38375LLN8 - 8,879 $8,857 $8,857 0.00 $8,843
Fannie Mae REMIC Trust 2010-123 FL 4.15658% 25-NOV-2040, 4.17%, 11/25/40 FNR 2010-123 31398N2W3 - 7,973 $7,959 $7,959 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 $7,827 $7,827 0.00 $7,811
FNMA 15yr Pool#AS8207 2.500% 01-Oct-2031, 2.50%, 10/01/31 FN 3138WJDM7 - 7,889 $7,593 $7,593 0.00 $7,576
Fannie Mae REMIC Trust 2012-100 FG 4.12658% 25-SEP-2042, 4.14%, 09/25/42 FNR 2012-100 3136A8QW3 - 7,067 $7,023 $7,023 0.00 $7,016
Freddie Mac Multiclass Certificates, Series 3028 FM 4.00733% 15-SEP-2035, 3.96%, 09/15/35 FHR 3028 31396AFB5 - 6,813 $6,796 $6,796 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 $6,669 $6,669 0.00 $6,662
FNMA 15yr Pool#BM1036 2.500% 01-Feb-2032, 2.50%, 02/01/32 FN 3140J5EJ4 - 6,919 $6,659 $6,659 0.00 $6,644
FNMA 15yr Pool#AS7643 2.500% 01-Aug-2031, 2.50%, 08/01/31 FN 3138WHP55 - 6,899 $6,644 $6,644 0.00 $6,628
Ginnie Mae REMIC Trust 2007-018 FD 4.01712% 20-APR-2037, 4.05%, 04/20/37 GNR 2007-18 38375JC86 - 6,513 $6,446 $6,446 0.00 $6,436
Ginnie Mae REMIC Trust 2010-006 FG 4.3476% 16-JAN-2040, 4.35%, 01/16/40 GNR 2010-6 38376TSC7 - 6,087 $6,093 $6,093 0.00 $6,081
Fannie Mae REMIC Trust 2002-16 VF 4.27658% 25-APR-2032, 4.29%, 04/25/32 FNR 2002-16 31392CWW0 - 5,756 $5,773 $5,773 0.00 $5,767
FHLMC 15yr Pool#ZK8405 2.500% 01-Dec-2031, 2.50%, 01/22/31 FR 3131XCKS5 - 6,005 $5,772 $5,772 0.00 $5,758
Fannie Mae REMIC Trust 2010-95 FB 4.12658% 25-SEP-2040, 4.14%, 09/25/40 FNR 2010-95 31398NEX8 - 4,951 $4,944 $4,944 0.00 $4,939
Freddie Mac Multiclass Certificates, Series 3738 FD 4.05733% 15-AUG-2040, 4.01%, 08/15/40 FHR 3738 3137GAYQ4 - 3,181 $3,188 $3,188 0.00 $3,181
FHLMC 30yr Pool#ZN0650 3.000% 01-Mar-2043, 3.00%, 03/01/43 FR 3131Y6WK1 - 1,024 $926 $926 0.00 $923
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 $427 $427 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 ULTRA BOND CBT Sep26 SEP 26 WNU6 FUTURES_USD - -305.00 $-34,998,750 $0 0.00 $0
US 10yr Ultra Fut Sep26 SEP 26 UXYU6 FUTURES_USD - -1,861 $-208,373,844 $0 0.00 $0
US 5YR NOTE (CBT) Sep26 SEP 26 FVU6 FUTURES_USD - -2,188 $-233,945,062 $0 0.00 $0
US 2YR NOTE (CBT) Sep26 SEP 26 TUU6 FUTURES_USD - 2,885 $594,805,862 $0 0.00 $0
US 10YR NOTE (CBT)Sep26 SEP 26 TYU6 FUTURES_USD - -2,569 $-281,506,203 $0 0.00 $0
UMBS TBA 30yr 6% July Delivery, 6.00%, 07/13/26 FNCL 01F060675 - -90,940,790 $-92,816,898 $-92,816,898 -1.37 $-92,816,898
UMBS TBA 30yr 5.5% July Delivery, 5.50%, 07/13/26 FNCL 01F052672 - -395,315,776 $-396,177,564 $-396,177,564 -5.84 $-396,177,564
UMBS TBA 30yr 5% July Delivery, 5.00%, 07/13/26 FNCL 01F050676 - -493,733,561 $-484,243,508 $-484,243,508 -7.14 $-484,243,508
UMBS TBA 30yr 4% July Delivery, 4.00%, 07/13/26 FNCL 01F040677 - -548,856,829 $-511,754,107 $-511,754,107 -7.54 $-511,754,107
UMBS TBA 30yr 4.5% July Delivery, 4.50%, 07/13/26 FNCL 01F042673 - -600,152,333 $-573,987,492 $-573,987,492 -8.46 $-573,987,492
SEGREGATED CASH SEGCASH $0.00 22,890,000 $22,890,000 $22,890,000 0.34 $22,890,000
ALMSUM ALMSUM $0.00 - $0 $0 0.00 $0
US DOLLARS USD MD_142224 - -2,218,109,337 $-2,218,109,337 $-2,218,109,337 -32.69 $-2,218,109,337
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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