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For Individual Investors in the US

Mortgage-Backed Securities ETF Holdings

Full Portfolio Holdings

(As of June 18, 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 $1,164,609,612 $1,164,609,612 17.15 $1,164,609,612
GNMA II TBA 30yr 2.5% July Delivery, 2.50%, 07/20/26 G2SF 21H022671 - 710,603,414 $607,106,159 $607,106,159 8.94 $607,106,159
UMBS TBA 30yr 3% July Delivery, 3.00%, 07/13/26 FNCL 01F030678 - 562,203,862 $490,378,383 $490,378,383 7.23 $490,378,383
FNMA 30yr Pool#FA5633 4.500% 01-Sep-2053, 4.50%, 09/01/53 FN 3140W6HK1 - 323,542,634 $320,829,508 $320,829,508 4.72 $315,857,580
UMBS TBA 30yr 2% July Delivery, 2.00%, 07/13/26 FNCL 01F020679 - 360,986,255 $288,134,536 $288,134,536 4.24 $288,134,536
GNMA II TBA 30yr 5% July Delivery, 5.00%, 07/20/26 G2SF 21H050672 - 198,508,194 $195,645,110 $195,645,110 2.88 $195,645,110
UMBS TBA 30yr 6% July Delivery, 6.00%, 07/13/26 FNCL 01F060675 - 191,498,430 $195,255,629 $195,255,629 2.87 $195,255,629
GNMA II TBA 30yr 5.5% July Delivery, 5.50%, 07/20/26 G2SF 21H052678 - 164,697,000 $165,349,200 $165,349,200 2.43 $165,349,200
GNMA II TBA 30yr 3% July Delivery, 3.00%, 07/20/26 G2SF 21H030674 - 182,289,962 $161,896,272 $161,896,272 2.38 $161,896,272
UMBS TBA 30yr 6.5% July Delivery, 6.50%, 07/13/26 FNCL 01F062671 - 137,850,000 $142,553,442 $142,553,442 2.10 $142,553,442
UMBS TBA 30yr 3.5% July Delivery, 3.50%, 07/13/26 FNCL 01F032674 - 155,843,000 $141,409,133 $141,409,133 2.08 $141,409,133
FNMA 30yr Pool#FA5419 4.500% 01-Aug-2053, 4.50%, 08/01/53 FN 3140W6AV4 - 141,732,159 $138,365,918 $138,365,918 2.04 $136,975,728
FNMA 30yr Pool#CB9787 5.000% 01-Jan-2055, 5.00%, 01/01/55 FN 3140QV2V5 - 129,343,827 $129,201,550 $129,201,550 1.90 $128,138,675
GNMA II TBA 30yr 3.5% July Delivery, 3.50%, 07/20/26 G2SF 21H032670 - 132,283,377 $118,709,251 $118,709,251 1.75 $118,709,251
UMBS TBA 30yr 5.5% July Delivery, 5.50%, 07/13/26 FNCL 01F052672 - 117,256,229 $117,484,879 $117,484,879 1.73 $117,484,879
FNMA 30yr Pool#FA2754 4.500% 01-Jan-2049, 4.50%, 01/01/49 FN 3140W3BY4 - 112,409,250 $111,240,339 $111,240,339 1.64 $109,448,600
GNMA II TBA 30yr 4.5% July Delivery, 4.50%, 07/20/26 G2SF 21H042679 - 113,901,488 $109,304,880 $109,304,880 1.61 $109,304,880
FHLMC 30yr Pool#SL3899 5.000% 01-Jan-2056, 5.00%, 01/01/56 FR 31427RKM1 - 109,286,003 $109,297,693 $109,297,693 1.61 $108,266,085
UMBS TBA 30yr 6% August Delivery, 6.00%, 08/13/26 FNCL 01F060683 - 101,045,323 $102,783,303 $102,783,303 1.51 $102,783,303
FNMA 30yr Pool#FS1133 4.000% 01-Oct-2051, 4.00%, 10/01/51 FN 3140XGHK8 - 106,811,436 $102,688,071 $102,688,071 1.51 $101,086,250
FNMA 30yr Pool#FM7460 4.000% 01-Mar-2051, 4.00%, 03/01/51 FN 3140XBJE1 - 101,387,636 $97,319,042 $97,319,042 1.43 $95,953,170
GNMA II TBA 30yr 4% July Delivery, 4.00%, 07/20/26 G2SF 21H040673 - 102,070,688 $94,715,066 $94,715,066 1.39 $94,715,066
FNMA 30yr Pool#FA5549 5.000% 01-Mar-2056, 5.00%, 03/01/56 FN 3140W6EX6 - 94,012,557 $93,497,113 $93,497,113 1.38 $92,747,391
FNMA 30yr Pool#FA4553 5.000% 01-Feb-2056, 5.00%, 02/01/56 FN 3140W5BX1 - 86,410,663 $86,953,763 $86,953,763 1.28 $85,936,644
FNMA 30yr Pool#FA3025 5.500% 01-Sep-2055, 5.50%, 09/01/55 FN 3140W3LF4 - 83,662,464 $85,907,736 $85,907,736 1.26 $85,137,808
FHLMC 30yr Pool#SL5254 4.500% 01-Sep-2051, 4.50%, 09/01/51 FR 31427SZU5 - 85,054,918 $84,010,494 $84,010,494 1.24 $83,034,623
FNMA 30yr Pool#FS9005 5.500% 01-Sep-2054, 5.50%, 09/01/54 FN 3140XRAF2 - 77,800,522 $80,393,979 $80,393,979 1.18 $79,114,565
FHLMC 30yr Pool#SL5145 5.000% 01-Feb-2056, 5.00%, 02/01/56 FR 31427SWF1 - 79,107,925 $79,049,508 $79,049,508 1.16 $78,043,337
FHLMC 30yr Pool#SL2464 4.500% 01-Dec-2048, 4.50%, 12/01/48 FR 31427PW26 - 79,336,102 $78,304,389 $78,304,389 1.15 $77,246,537
FNMA 30yr Pool#FA3036 5.500% 01-Oct-2055, 5.50%, 10/01/55 FN 3140W3LS6 - 72,056,606 $74,816,254 $74,816,254 1.10 $73,374,806
FHLMC 30yr Pool#RJ4363 5.500% 01-Jun-2055, 5.50%, 06/01/55 FR 3142GUZ55 - 71,836,531 $74,289,337 $74,289,337 1.09 $73,150,705
FHLMC 30yr Pool#SD1046 4.000% 01-Jul-2052, 4.00%, 07/01/52 FR 3132DNET6 - 77,064,996 $74,165,617 $74,165,617 1.09 $72,820,034
FNMA 30yr Pool#CB9331 5.500% 01-Oct-2054, 5.50%, 10/01/54 FN 3140QVLM4 - 71,983,247 $73,936,621 $73,936,621 1.09 $73,199,037
FNMA 30yr Pool#FA3037 5.500% 01-Oct-2055, 5.50%, 10/01/55 FN 3140W3LT4 - 66,669,394 $68,528,294 $68,528,294 1.01 $67,785,290
FNMA 30yr Pool#FA0574 5.500% 01-Jan-2055, 5.50%, 01/01/55 FN 3140W0T88 - 63,883,585 $66,448,849 $66,448,849 0.98 $64,998,499
FHLMC 30yr Pool#SL3985 5.000% 01-Jan-2056, 5.00%, 01/01/56 FR 31427RNB2 - 65,734,511 $65,486,422 $65,486,422 0.96 $64,938,411
FHLMC 30yr Pool#SL4515 5.000% 01-Apr-2056, 5.00%, 04/01/56 FR 31427SAR9 - 63,954,225 $64,272,707 $64,272,707 0.95 $63,179,686
FNMA 30yr Pool#FS8993 6.000% 01-Jul-2054, 6.00%, 07/01/54 FN 3140XQ7F8 - 59,010,424 $62,340,584 $62,340,584 0.92 $60,622,146
FNMA 30yr Pool#FA0573 5.000% 01-Jan-2055, 5.00%, 01/01/55 FN 3140W0T70 - 58,591,005 $59,115,718 $59,115,718 0.87 $58,270,230
FNMA 30yr Pool#FA4990 5.000% 01-Mar-2056, 5.00%, 03/01/56 FN 3140W5RL0 - 58,360,448 $58,670,637 $58,670,637 0.86 $57,946,542
FNMA 30yr Pool#FA4270 5.000% 01-Dec-2055, 5.00%, 12/01/55 FN 3140W4W86 - 57,767,198 $58,265,876 $58,265,876 0.86 $57,396,304
FNMA 30yr Pool#FA5046 5.000% 01-Mar-2056, 5.00%, 03/01/56 FN 3140W5TC8 - 56,635,404 $56,750,925 $56,750,925 0.84 $56,270,719
FHLMC 30yr Pool#SL1188 5.500% 01-Apr-2055, 5.50%, 04/01/55 FR 31427NKA6 - 54,782,642 $56,516,180 $56,516,180 0.83 $55,696,495
Freddie Mac Pool|5.5|06/01/2056, 5.50%, 06/01/56 FR 3142GXWC7 - 55,359,159 $56,460,547 $56,460,547 0.83 $56,308,309
FNMA 30yr Pool#FA4000 5.000% 01-Jun-2055, 5.00%, 06/01/55 FN 3140W4NS2 - 53,860,462 $54,375,303 $54,375,303 0.80 $53,565,586
FNMA 30yr Pool#CB9654 5.000% 01-Dec-2054, 5.00%, 12/01/54 FN 3140QVWQ3 - 50,275,692 $50,226,590 $50,226,590 0.74 $49,807,252
FNMA 30yr Pool#FA2246 5.500% 01-Jul-2055, 5.50%, 07/01/55 FN 3140W2P88 - 48,276,568 $49,709,192 $49,709,192 0.73 $49,081,890
FHLMC 30yr Pool#SL0239 5.000% 01-Jan-2055, 5.00%, 01/01/55 FR 31427MHR5 - 48,869,897 $48,812,023 $48,812,023 0.72 $48,414,556
Structured Agency Credit Risk (STACR) Debt Notes, Series 2022-HQA1 M2 8.8621% 25-MAR-2042, 8.86%, 03/25/42 STACR 2022-HQA1 35564KTJ8 - 46,021,486 $47,647,946 $47,647,946 0.70 $47,376,048
FNMA 30yr Pool#CC2018 5.500% 01-Feb-2056, 5.50%, 02/01/56 FN 3140Y8G42 - 46,357,212 $47,531,117 $47,531,117 0.70 $47,133,128
FNMA 30yr Pool#FA3128 5.500% 01-Oct-2055, 5.50%, 10/01/55 FN 3140W3PN3 - 45,753,875 $47,211,995 $47,211,995 0.69 $46,560,721
FNMA 30yr Pool#FA4155 5.000% 01-Jan-2056, 5.00%, 01/01/56 FN 3140W4TM9 - 45,464,950 $45,706,492 $45,706,492 0.67 $45,183,345
FNMA 30yr Pool#FA3572 5.000% 01-Nov-2055, 5.00%, 11/01/55 FN 3140W36J3 - 45,192,309 $45,529,379 $45,529,379 0.67 $44,944,889
FNMA 30yr Pool#FA4202 5.000% 01-Jan-2056, 5.00%, 01/01/56 FN 3140W4U47 - 43,457,184 $44,385,438 $44,385,438 0.65 $43,177,355
FHLMC 30yr Pool#SD7343 5.500% 01-Jan-2055, 5.50%, 01/01/55 FR 3132DVEQ4 - 42,556,791 $44,023,179 $44,023,179 0.65 $43,230,473
FNMA 30yr Pool#CC1926 5.000% 01-Feb-2056, 5.00%, 02/01/56 FN 3140Y8D86 - 41,991,517 $42,156,837 $42,156,837 0.62 $41,804,117
FNMA 30yr Pool#FA3435 5.000% 01-Nov-2055, 5.00%, 11/01/55 FN 3140W3Y94 - 41,076,518 $41,473,449 $41,473,449 0.61 $40,851,186
FNMA 30yr Pool#FS9779 5.500% 01-Nov-2054, 5.50%, 11/01/54 FN 3140XR2M6 - 40,188,785 $41,446,703 $41,446,703 0.61 $40,827,287
FNMA 40yr Pool#BF0646 2.500% 01-Jun-2062, 2.50%, 06/01/62 FN 3140FXWG3 - 46,184,765 $38,894,840 $38,894,840 0.57 $38,259,873
FHLMC 30yr Pool#ZT2413 4.000% 01-Feb-2041, 4.00%, 02/01/41 FR 3132AEVE3 - 38,160,557 $37,432,267 $37,432,267 0.55 $36,891,221
FHLMC 30yr Pool#SL0046 6.000% 01-Jan-2055, 6.00%, 01/01/55 FR 31427MBQ3 - 33,719,507 $36,070,953 $36,070,953 0.53 $34,639,327
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA2 M2 7.3621% 25-FEB-2042, 7.36%, 02/25/42 STACR 2022-DNA2 35564KRN1 - 35,277,125 $36,067,119 $36,067,119 0.53 $35,893,977
New Residential Mortgage LLC 6.545% 25-MAR-2032, 6.54%, 03/25/32 NZES 2025-FHT 64832EAA7 - 35,532,498 $35,963,224 $35,963,224 0.53 $35,808,184
FHLMC 30yr Pool#SI2101 4.000% 01-Sep-2048, 4.00%, 09/01/48 FR 3133USKN0 - 37,206,767 $35,839,171 $35,839,171 0.53 $35,314,379
FNMA 40yr Pool#BF0598 2.500% 01-Mar-2062, 2.50%, 03/01/62 FN 3140FXUY6 - 42,144,418 $35,616,948 $35,616,948 0.52 $34,916,074
FHLMC 30yr Pool#SL0938 4.000% 01-Jul-2050, 4.00%, 07/01/50 FR 31427NBG3 - 36,184,105 $35,311,105 $35,311,105 0.52 $34,835,536
FHLMC 30yr Pool#SL4452 5.000% 01-Mar-2056, 5.00%, 03/01/56 FR 31427R5N6 - 35,034,764 $35,264,338 $35,264,338 0.52 $34,842,575
FHLMC 30yr Pool#RJ2205 5.500% 01-Aug-2054, 5.50%, 08/01/54 FR 3142GSNX2 - 33,696,611 $35,134,944 $35,134,944 0.52 $34,265,744
FNMA 30yr Pool#CC2016 5.500% 01-Feb-2056, 5.50%, 02/01/56 FN 3140Y8G26 - 33,624,485 $34,545,447 $34,545,447 0.51 $34,239,609
FHLMC 30yr Pool#SL1632 4.000% 01-Nov-2053, 4.00%, 11/01/53 FR 31427NY60 - 35,609,734 $34,196,135 $34,196,135 0.50 $33,642,754
FNMA 30yr Pool#FA0576 5.500% 01-Jan-2055, 5.50%, 01/01/55 FN 3140W0UA1 - 32,878,974 $34,079,488 $34,079,488 0.50 $33,432,081
FNMA 30yr Pool#FA1951 6.000% 01-Jun-2055, 6.00%, 06/01/55 FN 3140W2EZ0 - 31,288,885 $33,368,631 $33,368,631 0.49 $32,164,570
FNMA 30yr Pool#FA3191 5.500% 01-Oct-2055, 5.50%, 10/01/55 FN 3140W3RM3 - 31,129,156 $32,068,198 $32,068,198 0.47 $31,650,188
FNMA 30yr Pool#FA1557 6.000% 01-May-2055, 6.00%, 05/01/55 FN 3140W1WT6 - 29,084,851 $31,312,006 $31,312,006 0.46 $29,878,244
FNMA 30yr Pool#FA4849 5.000% 01-Feb-2056, 5.00%, 02/01/56 FN 3140W5L77 - 30,832,159 $31,104,626 $31,104,626 0.46 $30,663,024
FNMA 30yr Pool#FA3682 5.500% 01-Feb-2055, 5.50%, 02/01/55 FN 3140W4CU9 - 29,750,566 $30,974,111 $30,974,111 0.46 $30,269,782
FNMA 30yr Pool#FA1560 5.500% 01-Apr-2055, 5.50%, 04/01/55 FN 3140W1WW9 - 28,762,284 $29,660,507 $29,660,507 0.44 $29,264,252
FHLMC 30yr Pool#SL0238 5.000% 01-May-2054, 5.00%, 05/01/54 FR 31427MHQ7 - 28,728,827 $29,316,621 $29,316,621 0.43 $28,461,148
FNMA 40yr Pool#BF0698 3.500% 01-Dec-2062, 3.50%, 12/01/62 FN 3140FXX49 - 31,155,666 $28,546,902 $28,546,902 0.42 $28,055,249
UMBS TBA 30yr 5% July Delivery, 5.00%, 07/13/26 FNCL 01F050676 - 28,883,000 $28,345,314 $28,345,314 0.42 $28,345,314
FHLMC 30yr Pool#SL1291 4.000% 01-Nov-2054, 4.00%, 11/01/54 FR 31427NNH8 - 29,232,864 $28,059,316 $28,059,316 0.41 $27,618,124
FNMA 30yr Pool#FA4117 4.500% 01-Sep-2051, 4.50%, 09/01/51 FN 3140W4SF5 - 28,322,533 $28,039,030 $28,039,030 0.41 $27,682,293
FHLMC 30yr Pool#SL2558 6.000% 01-Aug-2055, 6.00%, 08/01/55 FR 31427PZY3 - 26,487,147 $27,948,008 $27,948,008 0.41 $27,382,660
FNMA 30yr Pool#FA3105 6.000% 01-May-2055, 6.00%, 05/01/55 FN 3140W3NX3 - 26,347,763 $27,803,367 $27,803,367 0.41 $27,123,066
FNMA 30yr Pool#FA1798 4.000% 01-Aug-2052, 4.00%, 08/01/52 FN 3140W17L1 - 27,984,959 $26,883,500 $26,883,500 0.40 $26,445,626
FHLMC 30yr Pool#SL4437 6.000% 01-Sep-2054, 6.00%, 09/01/54 FR 31427R4X5 - 24,175,447 $25,372,223 $25,372,223 0.37 $25,111,305
FNMA 30yr Pool#FA5758 5.500% 01-Feb-2056, 5.50%, 02/01/56 FN 3140W6MG4 - 24,539,225 $24,978,600 $24,978,600 0.37 $24,911,117
NRM MSR-Collateralized Notes, Series 2024-FNT1 A 7.398% 25-NOV-2029, 7.40%, 11/25/31 NZES 2024-FNT1 62956YAA7 - 24,042,338 $24,354,710 $24,354,710 0.36 $24,236,133
FNMA 30yr Pool#FA3714 5.000% 01-Nov-2055, 5.00%, 11/01/55 FN 3140W4DU8 - 23,643,262 $24,298,814 $24,298,814 0.36 $23,525,927
FHLMC 30yr Pool#SD3271 5.500% 01-Jun-2053, 5.50%, 06/01/53 FR 3132DQT48 - 22,768,849 $23,886,155 $23,886,155 0.35 $23,153,049
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2025-HQA1 M2 5.2621% 25-FEB-2045, 5.26%, 02/25/45 STACR 2025-HQA1 35564NHA4 - 23,060,148 $23,211,319 $23,211,319 0.34 $23,130,422
FNMA 30yr Pool#FA4386 5.500% 01-Jan-2056, 5.50%, 01/01/56 FN 3140W42U0 - 21,457,938 $22,034,698 $22,034,698 0.32 $21,850,489
Rithm Capital Corp. 8.5% 01-JUN-2031, 8.50%, 06/01/31 RITM 64828TAD4 - 21,732,000 $21,864,804 $21,864,804 0.32 $21,685,213
FHLMC 30yr Pool#SD3669 5.500% 01-Sep-2053, 5.50%, 09/01/53 FR 3132E0CE0 - 21,410,077 $21,802,795 $21,802,795 0.32 $21,760,272
FNMA 30yr Pool#CC1195 5.000% 01-Oct-2055, 5.00%, 10/01/55 FN 3140Y7KH0 - 21,400,191 $21,463,510 $21,463,510 0.32 $21,282,797
FNMA 30yr Pool#FM7840 4.000% 01-Apr-2050, 4.00%, 04/01/50 FN 3140XBWA4 - 22,059,700 $21,120,029 $21,120,029 0.31 $20,887,102
PRET 2025-RPL3 Trust A1 4.15% 25-APR-2065, 4.15%, 04/25/65 PRET 2025-RPL3 69382RAA1 - 21,545,853 $21,056,918 $21,056,918 0.31 $20,937,698
FHLMC 30yr Pool#TB3130 5.500% 01-May-2056, 5.50%, 05/01/56 FR 3142K4PQ3 - 20,390,712 $20,773,215 $20,773,215 0.31 $20,732,717
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 $20,683,102 $20,683,102 0.30 $20,339,274
FNMA 30yr Pool#FS4781 4.000% 01-Oct-2051, 4.00%, 10/01/51 FN 3140XLJ33 - 21,251,643 $20,611,289 $20,611,289 0.30 $20,121,998
FNMA 30yr Pool#FS7225 4.000% 01-Aug-2051, 4.00%, 08/01/51 FN 3140XPA33 - 21,427,915 $20,573,828 $20,573,828 0.30 $20,338,061
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA5 M2 10.3621% 25-JUN-2042, 10.36%, 06/25/42 STACR 2022-DNA5 35564KYW3 - 19,321,656 $20,541,915 $20,541,915 0.30 $20,408,440
FHLMC 30yr Pool#TB5153 5.500% 01-Jun-2056, 5.50%, 06/01/56 FR 3142K6WP2 - 20,156,412 $20,534,520 $20,534,520 0.30 $20,494,487
FHLMC 30yr Pool#SD5061 5.500% 01-Mar-2054, 5.50%, 03/01/54 FR 3132DSTS1 - 19,548,049 $20,354,044 $20,354,044 0.30 $19,904,232
RCKT Mortgage Trust 2026-CES2 A3 5.255% 25-FEB-2056, 5.25%, 02/25/56 RCKT 2026-CES2 74940EAD9 - 20,600,000 $20,345,906 $20,345,906 0.30 $20,201,568
FNMA 30yr Pool#FA1128 6.500% 01-Aug-2054, 6.50%, 08/01/54 FN 3140W1HE6 - 19,073,328 $20,311,537 $20,311,537 0.30 $19,796,938
FNMA 30yr Pool#FA5284 5.500% 01-Apr-2056, 5.50%, 04/01/56 FN 3140W52S2 - 19,377,890 $19,916,854 $19,916,854 0.29 $19,606,459
FNMA 30yr Pool#CB7112 5.500% 01-Sep-2053, 5.50%, 09/01/53 FN 3140QS3W9 - 19,327,357 $19,817,991 $19,817,991 0.29 $19,643,486
FNMA 30yr Pool#FA1129 6.500% 01-Jun-2054, 6.50%, 06/01/54 FN 3140W1HF3 - 18,381,256 $19,760,093 $19,760,093 0.29 $19,100,852
FNMA 40yr Pool#BF0226 3.500% 01-Jan-2058, 3.50%, 01/01/58 FN 3140FXHC9 - 21,111,225 $19,631,835 $19,631,835 0.29 $19,347,226
Finance of America Structured Securities Trust, 2025-S1 A1 3.5% 25-FEB-2075, 3.50%, 02/25/75 FASST 2025-S1 31741BAB0 - 20,029,990 $19,500,562 $19,500,562 0.29 $19,453,825
FNMA 30yr Pool#FS6382 4.000% 01-Aug-2051, 4.00%, 08/01/51 FN 3140XNCU6 - 20,126,853 $19,369,104 $19,369,104 0.29 $19,103,173
FNMA 40yr Pool#BF0807 3.500% 01-Apr-2064, 3.50%, 04/01/64 FN 3140FX3R1 - 20,812,063 $18,866,237 $18,866,237 0.28 $18,741,716
FINANCE OF AMERICA STRUC 3.28125% 74, 3.50%, 04/25/74 FASST 2024-S3 31739WAB8 - 19,044,809 $18,721,905 $18,721,905 0.28 $18,677,467
FNMA 40yr Pool#BF0713 4.000% 01-Mar-2063, 4.00%, 03/01/63 FN 3140FXYK2 - 19,397,816 $18,598,215 $18,598,215 0.27 $18,218,522
FNMA 30yr Pool#FS5028 4.000% 01-Oct-2051, 4.00%, 10/01/51 FN 3140XLSS8 - 19,032,397 $18,214,159 $18,214,159 0.27 $18,020,718
UMBS TBA 30yr 4.5% July Delivery, 4.50%, 07/13/26 FNCL 01F042673 - 19,000,000 $18,202,133 $18,202,133 0.27 $18,202,133
FHLMC 30yr Pool#SL0850 4.000% 01-Jul-2049, 4.00%, 07/01/49 FR 31427M5L1 - 18,457,630 $18,085,569 $18,085,569 0.27 $17,846,978
FNMA 30yr Pool#FA1549 5.500% 01-May-2055, 5.50%, 05/01/55 FN 3140W1WK5 - 17,478,145 $17,949,494 $17,949,494 0.26 $17,770,690
FHLMC 30yr Pool#QJ9063 5.000% 01-Nov-2054, 5.00%, 11/01/54 FR 3133D1B81 - 17,839,686 $17,804,527 $17,804,527 0.26 $17,656,594
FNMA 30yr Pool#FS2863 4.000% 01-Sep-2052, 4.00%, 09/01/52 FN 3140XJFD0 - 18,477,597 $17,608,376 $17,608,376 0.26 $17,458,372
SALUDA GRADE ALTERNATIVE M 5.749% 31, 5.75%, 03/25/31 GRADE 2026-RTL7 79584UAA9 - 17,370,000 $17,337,009 $17,337,009 0.26 $17,120,645
RCKT MOR 2025-CES9 FLT 2055 A1B, 5.00%, 09/25/55 RCKT 2025-CES9 74942JAB0 - 17,255,406 $17,132,769 $17,132,769 0.25 $17,017,802
FHLMC 30yr Pool#QY8779 6.000% 01-Jul-2055, 6.00%, 07/01/55 FR 31426TXH5 - 16,013,894 $16,705,407 $16,705,407 0.25 $16,558,288
FNMA 30yr Pool#FA1358 4.500% 01-May-2050, 4.50%, 05/01/50 FN 3140W1QL0 - 16,148,237 $15,978,320 $15,978,320 0.24 $15,739,205
SALUDA GR ALT MTG TR 2025-LOC5 A1B, 5.38%, 10/25/55 GRADE 2025-LOC5 79581XAC2 - 15,693,000 $15,828,551 $15,828,551 0.23 $15,769,874
Connecticut Avenue Securities Trust 2022-R02 2B2 11.2621% 25-JAN-2042, 11.26%, 01/25/42 CAS 2022-R02 20754BAJ0 - 15,154,500 $15,798,688 $15,798,688 0.23 $15,684,908
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA4 M2 8.8621% 25-MAY-2042, 8.86%, 05/25/42 STACR 2022-DNA4 35564KXA2 - 15,050,000 $15,707,662 $15,707,662 0.23 $15,618,745
Vontive Mortgage Trust 2025-RTL1 A1 6.507% 25-MAR-2030, 6.51%, 03/25/30 VNTV 2025-RTL1 928884AA3 - 15,444,000 $15,626,781 $15,626,781 0.23 $15,559,785
FNMA 40yr Pool#BF0806 3.500% 01-Apr-2064, 3.50%, 04/01/64 FN 3140FX3Q3 - 17,028,168 $15,614,860 $15,614,860 0.23 $15,384,692
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 $15,394,588 $15,394,588 0.23 $15,243,659
FNMA 30yr Pool#FS8660 5.500% 01-Aug-2054, 5.50%, 08/01/54 FN 3140XQTS6 - 15,065,498 $15,349,875 $15,349,875 0.23 $15,319,953
FNMA 40yr Pool#BF0801 2.500% 01-Apr-2064, 2.50%, 04/01/64 FN 3140FX3K6 - 18,259,970 $15,282,946 $15,282,946 0.22 $15,090,072
FHLMC 30yr Pool#SD0985 4.500% 01-Oct-2050, 4.50%, 10/01/50 FR 3132DNCW1 - 15,414,488 $15,262,280 $15,262,280 0.22 $15,066,038
JW Commercial Mortgage Trust 2026-MRCO A 5.12709% 15-JUN-2039, 5.13%, 06/15/39 JW 2026-MRCO 481948AA5 - 15,000,000 $15,047,340 $15,047,340 0.22 $15,038,798
FNMA 30yr Pool#DA1525 6.000% 01-Oct-2053, 6.00%, 10/01/53 FN 3140A1VT1 - 14,425,971 $14,995,822 $14,995,822 0.22 $14,858,366
Saluda Grade Alternative Mortgage Trust 2026-HB1 A1B 5.13432% 25-APR-2056, 5.13%, 04/25/56 GRADE 2026-HB1 795939AC1 - 14,873,475 $14,957,585 $14,957,585 0.22 $14,904,554
FHLMC 30yr Pool#QH3192 6.000% 01-Oct-2053, 6.00%, 10/01/53 FR 3133CFRM3 - 13,709,526 $14,908,118 $14,908,118 0.22 $14,098,761
FNMA 30yr Pool#FM4738 4.000% 01-Sep-2050, 4.00%, 09/01/50 FN 3140X8HQ3 - 15,176,273 $14,461,894 $14,461,894 0.21 $14,348,611
FNMA 30yr Pool#FS9116 6.000% 01-Sep-2054, 6.00%, 09/01/54 FN 3140XRDW2 - 13,357,909 $14,286,403 $14,286,403 0.21 $13,722,294
PRET 2025-RPL1 Trust A1 4.0% 25-JUL-2069, 4.00%, 07/25/69 PRET 2025-RPL1 69392FAA5 - 14,716,904 $14,173,227 $14,173,227 0.21 $14,094,737
RCKT Mortgage Trust 2026-CES2 A2 5.055% 25-FEB-2056, 5.05%, 02/25/56 RCKT 2026-CES2 74940EAC1 - 14,268,000 $14,058,780 $14,058,780 0.21 $13,962,614
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-HQA3 M2 5.7121% 25-SEP-2041, 5.71%, 09/25/41 STACR 2021-HQA3 35564KJP5 - 13,964,288 $14,052,709 $14,052,709 0.21 $13,999,532
BMP Commercial Mortgage Trust 2024-MF23 A 4.99903% 15-JUN-2041, 5.00%, 06/15/41 BMP 2024-MF23 05593JAA8 - 14,000,000 $14,017,523 $14,017,523 0.21 $14,009,750
Galaxy XXVI CLO Ltd., 6.41%, 07/31/26 GLXYT 2025-1 362922AA4 - 13,817,835 $13,931,050 $13,931,050 0.21 $13,891,706
FHLMC 30yr Pool#SL3988 5.000% 01-Jan-2056, 5.00%, 01/01/56 FR 31427RNE6 - 13,587,194 $13,628,776 $13,628,776 0.20 $13,512,659
FHLMC 30yr Pool#SD6178 4.500% 01-Jan-2051, 4.50%, 01/01/51 FR 3132DT2K5 - 13,844,495 $13,610,540 $13,610,540 0.20 $13,493,816
FNMA 30yr Pool#FA3563 5.500% 01-Nov-2055, 5.50%, 11/01/55 FN 3140W35Z8 - 13,081,060 $13,442,220 $13,442,220 0.20 $13,320,364
FINANCE OF AMER STR TR 2024-S2 A1, 3.50%, 04/25/74 FASST 2024-S2 31739VAA2 - 13,418,861 $13,256,243 $13,256,243 0.20 $13,224,932
FNMA 30yr Pool#CC0097 5.500% 01-Mar-2055, 5.50%, 03/01/55 FN 3140Y6DB3 - 12,591,508 $13,076,216 $13,076,216 0.19 $12,821,857
GS Mortgage-Backed Securities Trust 2025-RPL3 A1 4.1% 25-JUL-2065, 4.10%, 07/25/65 GSMBS 2025-RPL3 362963AA8 - 13,421,731 $13,040,888 $13,040,888 0.19 $12,967,515
FHLMC 30yr Pool#SL4976 5.000% 01-Apr-2056, 5.00%, 04/01/56 FR 31427SQ68 - 12,977,916 $13,022,714 $13,022,714 0.19 $12,825,046
FHLMC 30yr Pool#SD5963 6.000% 01-Jul-2054, 6.00%, 07/01/54 FR 3132DTTU4 - 12,458,824 $13,016,384 $13,016,384 0.19 $12,798,683
FHLMC 30yr Pool#SL4658 5.000% 01-Jan-2056, 5.00%, 01/01/56 FR 31427SE87 - 12,880,368 $12,893,257 $12,893,257 0.19 $12,724,376
Chase Mortgage Reference Notes, Series 2020-CL1 M1 5.9488% 25-OCT-2057, 5.95%, 10/25/57 CHASE 2020-CL1 46591HAG5 - 12,391,615 $12,849,559 $12,849,559 0.19 $12,800,415
PRPM 2025-RCF3 LLC 5.25% 55, 5.25%, 07/25/55 PRPM 2025-RCF3 69392PAA3 - 12,786,374 $12,802,762 $12,802,762 0.19 $12,713,258
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA2 B2 12.1121% 25-FEB-2042, 12.11%, 02/25/42 STACR 2022-DNA2 35564KSQ3 - 11,669,000 $12,288,785 $12,288,785 0.18 $12,194,561
FNMA 30yr Pool#FS8717 6.000% 01-Jul-2054, 6.00%, 07/01/54 FN 3140XQVK0 - 11,500,953 $12,186,578 $12,186,578 0.18 $11,814,683
PRET 2025-RPL5 TRUST FLTG 2070 A1, 4.15%, 01/25/70 PRET 2025-RPL5 69393AAA5 - 12,443,663 $12,124,873 $12,124,873 0.18 $12,056,018
FNMA 40yr Pool#BF0731 2.500% 01-Jun-2063, 2.50%, 06/01/63 FN 3140FXY55 - 14,179,932 $12,013,013 $12,013,013 0.18 $11,739,105
FHLMC 30yr Pool#QG6755 5.500% 01-Jun-2053, 5.50%, 06/01/53 FR 3133C7QG5 - 11,568,420 $11,882,686 $11,882,686 0.17 $11,763,625
Connecticut Avenue Securities Trust 2023-R06 1B1 7.5121% 25-JUL-2043, 7.51%, 07/25/43 CAS 2023-R06 20754EAF2 - 11,170,460 $11,732,564 $11,732,564 0.17 $11,676,621
FHLMC 30yr Pool#SD6558 6.000% 01-Sep-2054, 6.00%, 09/01/54 FR 3132DUJB4 - 11,099,406 $11,687,545 $11,687,545 0.17 $11,402,182
FNMA 30yr Pool#FS7541 4.000% 01-Jun-2052, 4.00%, 06/01/52 FN 3140XPLX5 - 12,128,512 $11,673,658 $11,673,658 0.17 $11,483,813
FNMA 30yr Pool#DE6043 6.000% 01-Aug-2055, 6.00%, 08/01/55 FN 3140BJWD5 - 11,046,701 $11,643,552 $11,643,552 0.17 $11,348,930
Foundation Finance Trust 2025-2 B 4.94% 15-APR-2052, 4.94%, 04/15/52 FFIN 2025-2A 35042NAB1 - 11,657,246 $11,573,924 $11,573,924 0.17 $11,567,525
Connecticut Avenue Securities Trust 2022-R06 1B2 14.2121% 25-MAY-2042, 14.21%, 05/25/42 CAS 2022-R06 20754NAR6 - 10,436,475 $11,376,799 $11,376,799 0.17 $11,277,916
TOWD POINT MORTGAGE TRUST 2025 0% 65, 4.97%, 09/25/65 TPMT 2025-FIX1 89183MAA1 - 11,139,278 $11,095,663 $11,095,663 0.16 $11,021,877
Huntington Bank Auto Credit-Linked Notes, Series 2024-2 B1 5.442% 20-OCT-2032, 5.44%, 10/20/32 HACLN 2024-2 44644NAG4 - 10,801,093 $10,894,253 $10,894,253 0.16 $10,846,903
Connecticut Avenue Securities Trust 2022-R04 1B2 13.1121% 25-MAR-2042, 13.11%, 03/25/42 CAS 2022-R04 20753YAL6 - 10,118,401 $10,798,145 $10,798,145 0.16 $10,709,696
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA7 M2 10.6121% 25-SEP-2042, 10.61%, 03/25/52 STACR 2022-DNA7 35564KL72 - 10,000,000 $10,781,733 $10,781,733 0.16 $10,710,986
FNMA 30yr Pool#DE1157 6.000% 01-Jun-2055, 6.00%, 06/01/55 FN 3140BDJB7 - 9,875,204 $10,742,152 $10,742,152 0.16 $10,145,382
METRONET INFRASTRUCTURE ISSU 5.4% 55, 5.40%, 08/20/55 MNET 2025-2A 59170JAX6 - 10,600,000 $10,655,330 $10,655,330 0.16 $10,609,220
Vista Point Securitization Trust 2025-CES2 A1 5.601% 25-AUG-2055, 5.60%, 08/25/55 VSTA 2025-CES2 92842UAA0 - 10,574,356 $10,648,328 $10,648,328 0.16 $10,569,359
FNMA 40yr Pool#BF0783 3.500% 01-Dec-2063, 3.50%, 12/01/63 FN 3140FX2R2 - 11,662,662 $10,569,925 $10,569,925 0.16 $10,502,481
Homeward Opportunities Fund Trust 2025-RRTL1 A1 5.476% 25-MAR-2040, 5.48%, 03/25/40 HOF 2025-RRTL1 437919AA1 - 10,475,000 $10,519,608 $10,519,608 0.15 $10,481,368
TOWD PT MTG TR 2025-FIX2 FLTG A1, 5.25%, 10/25/65 TPMT 2025-FIX2 89183RAA0 - 10,517,897 $10,505,998 $10,505,998 0.15 $10,432,387
FIGRE TRUST 2025-HE4 FLTG 2055 C, 5.71%, 07/25/55 FIGRE 2025-HE4 31684PAC6 - 10,419,741 $10,431,916 $10,431,916 0.15 $10,352,601
FNMA 30yr Pool#CC1844 5.500% 01-Jan-2056, 5.50%, 01/01/56 FN 3140Y8BN5 - 9,995,317 $10,411,717 $10,411,717 0.15 $10,178,170
FNMA 30yr Pool#FA0470 6.000% 01-Jan-2055, 6.00%, 01/01/55 FN 3140W0QY4 - 9,794,827 $10,400,910 $10,400,910 0.15 $10,062,016
FHLMC 30yr Pool#QH3306 6.000% 01-Oct-2053, 6.00%, 10/01/53 FR 3133CFU72 - 9,873,378 $10,319,592 $10,319,592 0.15 $10,213,937
FNMA 30yr Pool#FS9909 5.000% 01-Nov-2054, 5.00%, 11/01/54 FN 3140XSAK9 - 9,989,329 $10,072,521 $10,072,521 0.15 $9,934,639
LHOME Mortgage Trust 2024-RTL3 A1 6.9% 25-MAY-2029, 6.90%, 05/25/29 LHOME 2024-RTL3 50205GAA0 - 9,960,000 $10,021,260 $10,021,260 0.15 $9,975,444
FNMA 30yr Pool#FA4709 5.500% 01-Jul-2055, 5.50%, 07/01/55 FN 3140W5GT5 - 9,643,943 $10,007,933 $10,007,933 0.15 $9,819,664
FNMA 30yr Pool#FS6236 6.500% 01-Nov-2053, 6.50%, 11/01/53 FN 3140XM4W3 - 9,455,470 $9,937,453 $9,937,453 0.15 $9,837,242
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA6 M2 9.3621% 25-SEP-2042, 9.36%, 09/25/42 STACR 2022-DNA6 35564KH77 - 9,166,000 $9,741,625 $9,741,625 0.14 $9,684,417
FNMA 30yr Pool#FS6662 4.000% 01-Oct-2051, 4.00%, 10/01/51 FN 3140XNML5 - 9,917,498 $9,616,427 $9,616,427 0.14 $9,390,326
FHLMC 30yr Pool#SD5224 6.000% 01-Mar-2054, 6.00%, 03/01/54 FR 3132DSYV8 - 9,074,611 $9,528,569 $9,528,569 0.14 $9,322,462
RCKT MORTGAGE TRUST 2026-CES4 0% 56, 5.59%, 04/25/56 RCKT 2026-CES4 74940CAD3 - 9,483,000 $9,467,220 $9,467,220 0.14 $9,406,533
Structured Agency Credit Risk (STACR) Debt Notes, Series 2022-HQA1 B2 14.6121% 25-MAR-2042, 14.61%, 03/25/42 STACR 2022-HQA1 35564KUL1 - 8,744,740 $9,442,058 $9,442,058 0.14 $9,356,872
FHLMC 30yr Pool#QH4373 6.000% 01-Nov-2053, 6.00%, 11/01/53 FR 3133CG2E6 - 8,816,327 $9,430,779 $9,430,779 0.14 $9,066,636
Rithm Capital Corp. 8.0% 01-APR-2029, 8.00%, 04/01/29 RITM 64828TAB8 - 9,213,000 $9,396,462 $9,396,462 0.14 $9,236,770
LHOME Mortgage Trust 2024-RTL5 A2 5.751% 25-SEP-2039, 5.75%, 09/25/39 LHOME 2024-RTL5 50205WAB3 - 9,325,000 $9,366,137 $9,366,137 0.14 $9,330,385
SALUDA GRADE ALTERNATIVE MORT A2, 6.75%, 03/25/31 GRADE 2026-RTL7 79584UAB7 - 9,418,000 $9,362,233 $9,362,233 0.14 $9,277,496
New Residential Mortgage Loan Trust 2026-NQM1 A2 5.078% 25-NOV-2065, 5.08%, 11/25/65 NRZT 2026-NQM1 64832LAF0 - 9,412,434 $9,356,527 $9,356,527 0.14 $9,292,799
CONNECTICUT AVENUE SECUR 5.95001% 45, 5.21%, 07/25/45 CAS 2025-R05 20753CAC4 - 9,254,000 $9,323,451 $9,323,451 0.14 $9,291,296
FNMA 30yr Pool#FS2144 3.500% 01-Jun-2052, 3.50%, 06/01/52 FN 3140XHL21 - 9,635,469 $9,106,498 $9,106,498 0.13 $8,881,347
FNMA 30yr Pool#FS7117 6.500% 01-Feb-2054, 6.50%, 02/01/54 FN 3140XN4B7 - 8,025,474 $8,677,361 $8,677,361 0.13 $8,349,509
Freddie Mac Multiclass Certificates, Series 5164 FA 3.8621% 25-NOV-2051, 3.86%, 11/25/51 FHR 5164 3137H3PY2 - 9,341,431 $8,526,685 $8,526,685 0.13 $8,502,633
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 $8,502,526 $8,502,526 0.13 $8,497,950
Connecticut Avenue Securities Trust 2022-R01 1B2 9.6121% 25-DEC-2041, 9.61%, 12/25/41 CAS 2022-R01 20754LAJ8 - 8,210,585 $8,442,485 $8,442,485 0.12 $8,389,871
Brean Asset Backed Securities Trust 2024-RM8 A1 4.5% 25-MAY-2064, 4.50%, 05/25/64 BABS 2024-RM8 10637YAA3 - 8,375,081 $8,244,552 $8,244,552 0.12 $8,219,427
FIGRE TRUST 2025 HE4 FLTG 2055 B, 5.61%, 07/25/55 FIGRE 2025-HE4 31684PAB8 - 8,067,084 $8,077,639 $8,077,639 0.12 $8,017,318
FHLMC 30yr Pool#SD7417 5.500% 01-Jan-2055, 5.50%, 01/01/55 FR 3132DVG25 - 7,788,722 $8,041,817 $8,041,817 0.12 $7,924,653
FNMA 30yr Pool#DA0026 6.000% 01-Sep-2053, 6.00%, 09/01/53 FN 3140A0A41 - 7,708,331 $8,012,133 $8,012,133 0.12 $7,939,376
FNMA 30yr Pool#DH1175 5.500% 01-May-2056, 5.50%, 05/01/56 FN 3140UGJV5 - 7,840,866 $7,977,108 $7,977,108 0.12 $7,911,402
FHLMC 30yr Pool#QY9874 6.000% 01-Aug-2055, 6.00%, 08/01/55 FR 31426U6L3 - 7,434,792 $7,710,641 $7,710,641 0.11 $7,638,202
PRPM 2025-RPL4 A1, 3.00%, 05/25/55 PRPM 2025-RPL4 74448NAA2 - 8,035,839 $7,696,035 $7,696,035 0.11 $7,663,892
FHLMC 30yr Pool#QH1500 6.000% 01-Sep-2053, 6.00%, 09/01/53 FR 3133CDUZ5 - 6,478,031 $7,688,918 $7,688,918 0.11 $6,701,475
Fannie Mae REMIC Trust 2022-65 FB 4.4121% 25-SEP-2052, 4.41%, 09/25/52 FNR 2022-65 3136BPCQ2 - 7,688,771 $7,650,471 $7,650,471 0.11 $7,627,856
Connecticut Avenue Securities Trust 2025-R01 1M2 5.1121% 25-JAN-2045, 5.11%, 01/25/45 CAS 2025-R01 20755JAC7 - 7,585,000 $7,617,144 $7,617,144 0.11 $7,591,294
SALUDA GR ALT MTG TR 25 RRTL1 A1, 5.32%, 10/25/40 GRADE 2025-RRTL1 79582NAA7 - 7,388,000 $7,405,320 $7,405,320 0.11 $7,352,914
RCKT Mortgage Trust 2024-CES9 A1B 5.683% 25-DEC-2044, 5.68%, 12/25/44 RCKT 2024-CES9 749426AB8 - 7,312,875 $7,369,128 $7,369,128 0.11 $7,313,716
RENEU 2026-RTL1 MB 5.93%41, 5.89%, 06/25/41 RENEU 2026-RTL1 759964AA7 - 7,339,000 $7,362,461 $7,362,461 0.11 $7,345,645
FNMA 30yr Pool#FA1613 5.000% 01-Apr-2055, 5.00%, 04/01/55 FN 3140W1YK3 - 7,207,488 $7,359,399 $7,359,399 0.11 $7,168,029
Acacia 2025-1 A 5.24% 15-NOV-2037, 5.24%, 11/15/37 ACACIA 2025-1 00401PAA7 - 7,332,495 $7,340,616 $7,340,616 0.11 $7,336,346
COOPR Residential Mortgage Trust 2025-CES3 A1A 4.84% 25-SEP-2060, 4.84%, 09/25/60 COOPR 2025-CES3 216926AA3 - 7,216,101 $7,184,372 $7,184,372 0.11 $7,137,804
Huntington Bank Auto Credit-Linked Notes, Series 2024-1 B1 6.153% 20-MAY-2032, 6.15%, 05/20/32 HACLN 2024-1 44644NAA7 - 7,074,582 $7,175,343 $7,175,343 0.11 $7,140,277
Alterna Funding III A 6.26% 15-MAY-2039, 6.26%, 05/16/39 TAX 2024-1A 02157JAA3 - 7,143,171 $7,157,098 $7,157,098 0.11 $7,152,130
COOPR Residential Mortgage Trust 2026-CES1 A1B 4.996% 25-FEB-2061, 5.00%, 01/01/61 COOPR 2026-CES1 21689GAB4 - 7,122,570 $7,069,716 $7,069,716 0.10 $7,022,271
RCKT Mortgage Trust 2025-CES7 A1B 5.478% 25-JUL-2055, 5.48%, 07/25/55 RCKT 2025-CES7 74943AAB8 - 6,975,596 $6,996,222 $6,996,222 0.10 $6,945,272
FHLMC 30yr Pool#QG3912 5.500% 01-Jun-2053, 5.50%, 06/01/53 FR 3133C4KZ6 - 6,458,765 $6,931,127 $6,931,127 0.10 $6,535,911
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 $6,925,234 $6,925,234 0.10 $6,876,028
LHOME Mortgage Trust 2024-RTL4 A2 6.092% 25-JUL-2039, 6.09%, 07/25/39 LHOME 2024-RTL4 50205PAB8 - 6,870,000 $6,906,099 $6,906,099 0.10 $6,878,198
PRPM 2025-RCF3, LLC, 5.77%, 08/25/28 PRPM 2025-6 69395KAA1 - 6,740,560 $6,768,091 $6,768,091 0.10 $6,716,197
Mello Mortgage Capital Acceptance 2024-SD1 A1 4.0% 25-APR-2054, 4.00%, 04/25/54 MELLO 58550DAA1 - 6,850,914 $6,759,937 $6,759,937 0.10 $6,741,668
FIGRE TRUST 2025-HE6 FLTG 2055 C, 5.25%, 09/25/55 FIGRE 2025-HE6 31684NAC1 - 6,671,358 $6,621,961 $6,621,961 0.10 $6,575,306
FHLMC 30yr Pool#SD3469 5.500% 01-Aug-2053, 5.50%, 08/01/53 FR 3132DQ2A3 - 6,473,575 $6,592,318 $6,592,318 0.10 $6,579,461
ACHM Trust 2024-HE1 A 6.55% 25-MAY-2039, 6.55%, 05/25/39 ACHM 2024-HE1 00449TAA3 - 6,438,079 $6,558,777 $6,558,777 0.10 $6,530,664
RCKT MORTGAGE TRUST 2026-CES4 0% 56, 5.39%, 04/25/56 RCKT 2026-CES4 74940CAC5 - 6,516,000 $6,502,266 $6,502,266 0.10 $6,455,403
FNMA 30yr Pool#FA0339 5.500% 01-Jan-2055, 5.50%, 01/01/55 FN 3140W0LV5 - 6,322,419 $6,491,630 $6,491,630 0.10 $6,432,759
Meridian Arc Holdco LLC 6.25% 30-APR-2031, 6.25%, 04/30/31 MERIDI 58990CAA1 - 6,398,000 $6,484,908 $6,484,908 0.10 $6,423,816
FNMA 30yr Pool#DF2677 6.000% 01-Nov-2055, 6.00%, 11/01/55 FN 3140BS6P7 - 6,212,076 $6,445,551 $6,445,551 0.09 $6,387,965
FIGRE TRUST 2026-HE4 MB FLTG 56, 5.70%, 05/25/56 FIGRE 2026-HE4 31685MAE8 - 6,369,789 $6,329,120 $6,329,120 0.09 $6,310,957
FNMA 30yr Pool#FS4356 6.000% 01-May-2053, 6.00%, 05/01/53 FN 3140XKZW3 - 5,887,891 $6,285,917 $6,285,917 0.09 $6,048,704
Saluda Grade Alternative Mortgage Trust 2024-RTL5 A1 7.762% 25-APR-2030, 7.76%, 04/25/30 GRADE 2024-RTL5 A1 795935AA3 - 6,195,858 $6,252,714 $6,252,714 0.09 $6,188,591
Connecticut Avenue Securities Trust 2023-R03 2B1 9.9621% 25-APR-2043, 9.96%, 04/25/43 CAS 2023-R03 20753ACF9 - 5,626,000 $6,155,640 $6,155,640 0.09 $6,118,275
PRET 2025-RPL2 Trust A1 4.0% 25-FEB-2065, 4.00%, 08/25/64 PRET 2025-RPL2 69392LAA2 - 6,252,513 $6,143,035 $6,143,035 0.09 $6,109,689
FNMA 30yr Pool#DA1468 6.000% 01-Sep-2053, 6.00%, 09/01/53 FN 3140A1T23 - 5,861,262 $6,117,978 $6,117,978 0.09 $6,063,432
FHLMC 30yr Pool#QX9929 6.000% 01-Apr-2055, 6.00%, 04/01/55 FR 31426HA78 - 5,859,498 $6,080,424 $6,080,424 0.09 $6,023,309
FNMA 30yr Pool#FM4129 4.000% 01-Sep-2050, 4.00%, 09/01/50 FN 3140X7ST7 - 6,304,557 $6,065,173 $6,065,173 0.09 $5,969,434
FNA 9, Series 2026-1 A 5.509% 15-DEC-2038, 5.51%, 04/16/46 FNH 2026-1 34411JAA8 - 6,048,859 $6,044,306 $6,044,306 0.09 $6,040,603
FNMA 30yr Pool#DB4017 6.000% 01-May-2054, 6.00%, 05/01/54 FN 3140ADPB1 - 5,633,689 $6,043,065 $6,043,065 0.09 $5,787,368
HOMES 2026-INV1 Trust A1D 5.077% 25-AUG-2060, 5.08%, 08/25/60 HOMES 2026-INV1 43761FAD7 - 6,043,607 $6,042,525 $6,042,525 0.09 $5,974,482
CoreWeave, Inc. 9.625% 15-JUL-2032, 9.62%, 07/15/32 CRWV 21873SAK4 - 5,961,000 $5,992,130 $5,992,130 0.09 $5,990,537
RCKT MORTGAGE TRUST 2025 5.24863% 55, 5.25%, 08/25/55 RCKT 2025-CES8 74939WAB6 - 5,999,237 $5,988,732 $5,988,732 0.09 $5,946,748
FNMA 30yr Pool#FS7397 6.000% 01-Mar-2054, 6.00%, 03/01/54 FN 3140XPGF0 - 5,659,686 $5,937,166 $5,937,166 0.09 $5,814,074
Brean Asset Backed Securities Trust 2024-RM9 A1 5.0% 25-SEP-2064, 5.00%, 09/25/64 BABS 2024-RM9 10638DAA8 - 5,963,007 $5,927,215 $5,927,215 0.09 $5,907,339
Research-Driven Pagaya Motor Asset Trust 2026-R1 (RPM 2026-R1) A 5.659% 25-JUL-2034, 5.66%, 07/25/34 RPM 2026-R1A 76089TAA8 - 5,888,293 $5,922,815 $5,922,815 0.09 $5,900,601
FNMA 30yr Pool#DE6050 6.000% 01-Aug-2055, 6.00%, 08/01/55 FN 3140BJWL7 - 5,628,473 $5,873,362 $5,873,362 0.09 $5,819,813
FHLMC 30yr Pool#QH7040 6.000% 01-Dec-2053, 6.00%, 12/01/53 FR 3133CKZD3 - 5,647,581 $5,859,414 $5,859,414 0.09 $5,807,924
FIGRE TRUST 2025-HE6 FLTG 2055 B, 5.14%, 09/25/55 FIGRE 2025-HE6 31684NAB3 - 5,880,212 $5,844,388 $5,844,388 0.09 $5,804,058
FHLMC 30yr Pool#SD5223 6.000% 01-Apr-2054, 6.00%, 04/01/54 FR 3132DSYU0 - 5,469,300 $5,777,559 $5,777,559 0.09 $5,618,494
Connecticut Avenue Securities, Series 2021-R02 2B2 9.8121% 25-NOV-2041, 9.81%, 11/25/41 CAS 2021-R02 20754KAJ0 - 5,616,000 $5,761,190 $5,761,190 0.08 $5,724,453
FHLMC 30yr Pool#QH4638 6.000% 01-Nov-2053, 6.00%, 11/01/53 FR 3133CHEK7 - 5,514,193 $5,747,456 $5,747,456 0.08 $5,670,749
RCKT Mortgage Trust 2026-CES6|5.67|06/25/2056, 5.67%, 06/25/56 RCKT 2026-CES6 74942DAC1 - 5,700,000 $5,703,467 $5,703,467 0.08 $5,683,717
TVC Mortgage Trust 2025-RRTL1 A2 6.68% 25-APR-2040, 6.68%, 04/25/40 TVC 2025-RRTL1 900927AB0 - 5,597,000 $5,684,824 $5,684,824 0.08 $5,659,899
FNMA 30yr Pool#DE7796 6.000% 01-Aug-2055, 6.00%, 08/01/55 FN 3140BLUW0 - 5,359,576 $5,660,346 $5,660,346 0.08 $5,506,210
FNMA 30yr Pool#CA5386 4.500% 01-Mar-2050, 4.50%, 03/01/50 FN 3140QC6Y7 - 5,760,773 $5,659,782 $5,659,782 0.08 $5,598,250
PRPM 2025-RPL3 A1 3.25% 25-APR-2055, 3.25%, 04/25/55 PRPM 2025-RPL3 69392NAA8 - 5,813,645 $5,623,130 $5,623,130 0.08 $5,597,937
SF ABS ISSUER 2025-1 0%55 A2, 5.38%, 11/25/55 SFARM 2025-1A 784193AA2 - 5,750,000 $5,588,891 $5,588,891 0.08 $5,568,279
FIGRE TRUST 2025-HE4 5.408% 55, 5.41%, 07/25/55 FIGRE 2025-HE4 31684PAA0 - 5,521,914 $5,541,727 $5,541,727 0.08 $5,501,910
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 $5,518,520 $5,518,520 0.08 $5,515,457
RCKT Mortgage Trust 2024-CES1 A1B 6.325% 25-FEB-2044, 6.33%, 02/25/44 RCKT 2024-CES1 749424AB3 - 5,438,915 $5,497,161 $5,497,161 0.08 $5,451,293
Woodward Capital Manage MB FLTG 56, 5.66%, 05/25/56 RCKT 2026-CES5 74940FAD6 - 5,400,000 $5,429,390 $5,429,390 0.08 $5,388,616
FNMA 30yr Pool#FS1578 4.000% 01-Oct-2050, 4.00%, 10/01/50 FN 3140XGXG9 - 5,637,396 $5,404,855 $5,404,855 0.08 $5,346,106
MS RES MTG LN TR 2025-SPL1 A1, 4.25%, 02/25/65 MSRM 2025-SPL1 617946AA6 - 5,550,997 $5,386,651 $5,386,651 0.08 $5,355,196
FHLMC 30yr Pool#SD3813 6.000% 01-Jul-2053, 6.00%, 07/01/53 FR 3132E0GW6 - 5,111,330 $5,365,054 $5,365,054 0.08 $5,264,819
FNMA 30yr Pool#DD5556 6.000% 01-Mar-2055, 6.00%, 03/01/55 FN DD5556 MTGE 3140B6E68 - 4,728,512 $5,350,353 $5,350,353 0.08 $4,857,880
FIGRE Trust 2026-HE1 C 5.434% 25-JAN-2056, 5.43%, 01/25/56 FIGRE 2026-HE1 30249NAE7 - 5,361,135 $5,332,191 $5,332,191 0.08 $5,293,348
FNMA 30yr Pool#FS0088 4.000% 01-Mar-2050, 4.00%, 03/01/50 FN 3140XFC25 - 5,500,697 $5,321,684 $5,321,684 0.08 $5,228,853
RCKT Mortgage Trust 2025-CES12 M1 5.65% 25-DEC-2055, 5.65%, 11/25/55 RCKT 2025-CES12 749349AE6 - 5,400,000 $5,296,618 $5,296,618 0.08 $5,281,363
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2023-HQA3 M1 5.4621% 25-NOV-2043, 5.46%, 11/25/43 STACR 2023-HQA3 35564K3G2 - 5,223,932 $5,262,544 $5,262,544 0.08 $5,243,521
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
FHLMC 30yr Pool#TA2575 5.500% 01-Jan-2056, 5.50%, 01/01/56 FR 3142JQ2H1 - 5,031,860 $5,130,588 $5,130,588 0.08 $5,120,595
FNMA 30yr Pool#DB4019 6.000% 01-May-2054, 6.00%, 05/01/54 FN 3140ADPD7 - 4,904,664 $5,084,306 $5,084,306 0.07 $5,038,510
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 $5,074,532 $5,074,532 0.07 $5,037,176
RCKT Mortgage Trust 2025-CES8 B2A 7.28202% 25-AUG-2055, 7.28%, 08/25/55 RCKT 2025-CES8 74939WAS9 - 5,040,000 $5,013,546 $5,013,546 0.07 $4,934,027
FHLMC 30yr Pool#QJ9072 6.000% 01-Nov-2054, 6.00%, 11/01/54 FR 3133D1CH0 - 4,685,349 $4,963,901 $4,963,901 0.07 $4,813,159
JP Morgan Mortgage Trust 2026-CES1 A3 5.332% 25-JUN-2056, 5.33%, 06/25/56 JPMMT 2026-CES1 46660BAE9 - 5,000,000 $4,944,050 $4,944,050 0.07 $4,908,503
PRPM 2025-5 0%30, 5.73%, 07/25/30 PRPM 2025-5 69392RAA9 - 4,906,590 $4,925,955 $4,925,955 0.07 $4,888,475
ARIXA MORTGAGE TRUST 20 MB 6.05%31, 6.05%, 05/25/31 ARIXA 2026-RTL1 04046CAA9 - 4,919,000 $4,925,161 $4,925,161 0.07 $4,907,798
FHLMC 30yr Pool#TB3678 6.000% 01-May-2056, 6.00%, 05/01/56 FR 3142K5CQ4 - 4,713,598 $4,890,242 $4,890,242 0.07 $4,846,862
FHLMC 30yr Pool#QF9863 5.500% 01-Mar-2053, 5.50%, 03/01/53 FR 3133BX5Y3 - 4,761,529 $4,882,229 $4,882,229 0.07 $4,839,412
ABL 2024-RTL1 A2 7.457% 25-SEP-2029, 7.46%, 09/25/29 ABL 2024-RTL1 00092EAB4 - 4,840,000 $4,869,250 $4,869,250 0.07 $4,845,189
Saluda Grade Alternative Mortgage Trust 2024-RTL4 A2 7.5% 25-FEB-2030, 7.50%, 02/25/30 GRADE 2024-RTL4 79584CAB7 - - $4,834,528 $4,834,528 0.07 $0
FNMA 30yr Pool#DA5019 6.500% 01-Nov-2053, 6.50%, 11/01/53 FN 3140A5SH2 - 4,558,396 $4,809,593 $4,809,593 0.07 $4,765,664
Huntington Bank Auto Credit-Linked Notes, Series 2025-1 B 4.957% 20-MAR-2033, 4.96%, 03/21/33 HACLN 2025-1 446438SX2 - 4,786,834 $4,805,407 $4,805,407 0.07 $4,786,293
FNMA 30yr Pool#CA0706 4.000% 01-Nov-2047, 4.00%, 11/01/47 FN 3140Q7YC5 - 5,011,018 $4,802,954 $4,802,954 0.07 $4,760,645
FNMA 30yr Pool#BX5986 5.500% 01-Mar-2053, 5.50%, 03/01/53 FN 3140NAUL5 - 4,680,537 $4,800,431 $4,800,431 0.07 $4,759,516
Connecticut Avenue Securities Trust 2024-R01 1B1 6.3121% 25-JAN-2044, 6.31%, 01/25/44 CAS 2024-R01 20753UAF7 - 4,595,000 $4,752,635 $4,752,635 0.07 $4,733,299
Homeward Opportunities Fund Trust 2025-RRTL2 A1 5.237% 25-AUG-2040, 5.24%, 09/25/40 HOF 2025-RRTL2 437923AA3 - 4,682,000 $4,701,089 $4,701,089 0.07 $4,684,743
OCEANVIEW MORTGAGE TRUST 4.99888% 55, 4.51%, 12/25/55 BVINV 2025-4 67647DAU3 - 4,595,797 $4,605,909 $4,605,909 0.07 $4,592,084
Connecticut Avenue Securities Trust 2023-R05 1B1 8.3621% 25-JUN-2043, 8.36%, 06/25/43 CAS 2023-R05 207942AC7 - 4,312,000 $4,597,453 $4,597,453 0.07 $4,573,415
Connecticut Avenue Securities Trust 2022-R07 1M2 8.2621% 25-JUN-2042, 8.26%, 06/25/42 CAS 2022-R07 20754MCB1 - 4,397,000 $4,576,828 $4,576,828 0.07 $4,552,609
FNMA 30yr Pool#BY0337 6.500% 01-May-2053, 6.50%, 05/01/53 FN 3140NGLT5 - 4,352,935 $4,575,871 $4,575,871 0.07 $4,522,686
Structured Agency Credit Risk (STACR) Debt Notes, Series 2018-DNA3 B2 11.47658% 25-SEP-2048, 11.48%, 09/25/48 STACR 2018-DNA3 35563WBE3 - 4,000,000 $4,565,310 $4,565,310 0.07 $4,534,706
FNMA 30yr Pool#DC5656 5.000% 01-Nov-2054, 5.00%, 11/01/54 FN 3140ATJA5 - 4,550,881 $4,532,085 $4,532,085 0.07 $4,494,678
FNMA 30yr Pool#BX9326 5.500% 01-Mar-2053, 5.50%, 03/01/53 FN 3140NELG8 - 4,420,295 $4,530,445 $4,530,445 0.07 $4,492,596
FHLMC 30yr Pool#QZ1060 6.000% 01-Aug-2055, 6.00%, 08/01/55 FR 31426XFA1 - 4,273,524 $4,506,851 $4,506,851 0.07 $4,393,127
Affirm Asset Securitization Trust 2025-X2 C 4.93% 15-OCT-2030, 4.93%, 10/15/30 AFFRM 2025-X2 00835DAC6 - 4,500,000 $4,498,223 $4,498,223 0.07 $4,495,758
FHLMC 30yr Pool#QH4473 6.000% 01-Nov-2053, 6.00%, 11/01/53 FR 3133CG6J1 - 4,311,536 $4,488,043 $4,488,043 0.07 $4,433,948
FHLMC 30yr Pool#RA1100 4.000% 01-Jul-2049, 4.00%, 07/01/49 FR 3133KGGH5 - 4,484,768 $4,421,471 $4,421,471 0.07 $4,246,020
FNMA 30yr Pool#DE9377 6.000% 01-Sep-2055, 6.00%, 09/01/55 FN 3140BNM39 - 4,076,942 $4,404,089 $4,404,089 0.06 $4,191,044
FHLMC 30yr Pool#TB4408 6.000% 01-Jun-2056, 6.00%, 06/01/56 FR 3142K53S0 - 4,202,802 $4,359,994 $4,359,994 0.06 $4,319,028
FHLMC 30yr Pool#QH2259 6.000% 01-Sep-2053, 6.00%, 09/01/53 FR 3133CEQL9 - 4,136,283 $4,339,661 $4,339,661 0.06 $4,260,262
PRPM 2025 RCF4 LLC 4.5% 55, 4.50%, 08/25/55 PRPM 2025-RCF4 69382WAA0 - 4,383,689 $4,335,683 $4,335,683 0.06 $4,309,381
Woodward Capital Manage MB FLTG 56, 6.06%, 05/25/56 RCKT 2026-CES5 74940FAF1 - 4,250,000 $4,249,899 $4,249,899 0.06 $4,215,548
EFMT 2026-CES1 A3 5.466% 25-DEC-2060, 5.47%, 12/25/60 EFMT 2026-CES1 26846MAE4 - 4,250,000 $4,227,913 $4,227,913 0.06 $4,196,939
RAM 2026-1 A 5.463% 15-JUN-2046, 5.46%, 06/15/46 RAM 2026-1 74890FAA2 - 4,210,000 $4,194,892 $4,194,892 0.06 $4,192,336
FNMA 30yr Pool#DH1921 6.000% 01-Jun-2056, 6.00%, 06/01/56 FN 3140UHD31 - 4,010,483 $4,157,868 $4,157,868 0.06 $4,121,391
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-HQA4 B2 10.6121% 25-DEC-2041, 10.61%, 12/25/41 STACR 2021-HQA4 35564KPP8 - 4,000,000 $4,136,960 $4,136,960 0.06 $4,108,661
Vista Point Securitization Trust 2026-CES1 A3 5.376% 25-FEB-2056, 5.38%, 02/25/56 VSTA 2026-CES1 92790EAC4 - 4,169,000 $4,102,275 $4,102,275 0.06 $4,087,334
EASY STREET MORTGAGE LN 5.606%40 A1, 5.61%, 10/25/40 EASY 2025-RTL2 27786YAA6 - 4,100,000 $4,099,628 $4,099,628 0.06 $4,084,305
FNMA 30yr Pool#FA3788 5.500% 01-Nov-2055, 5.50%, 11/01/55 FN 3140W4F69 - 3,902,445 $4,044,473 $4,044,473 0.06 $3,973,836
FNMA 30yr Pool#FS3246 5.500% 01-Nov-2052, 5.50%, 11/01/52 FN 3140XJTC7 - 3,931,948 $4,041,446 $4,041,446 0.06 $4,003,999
Connecticut Avenue Securities Trust 2022-R02 2M2 6.6121% 25-JAN-2042, 6.61%, 01/25/42 CAS 2022-R02 20754BAB7 - 3,963,315 $4,024,659 $4,024,659 0.06 $4,007,188
OBX 2022-NQM7 Trust MB FLTG 66, 5.59%, 04/25/56 OBX 2026-CES1 67124LAD5 - 4,000,000 $4,017,876 $4,017,876 0.06 $3,988,084
FHLMC 30yr Pool#QZ7654 6.000% 01-Nov-2055, 6.00%, 11/01/55 FR 31427HQG0 - 3,819,848 $3,969,242 $3,969,242 0.06 $3,926,755
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 $3,965,065 $3,965,065 0.06 $3,936,147
JP Morgan Mortgage Trust 2026-CES1 A2 5.182% 25-JUN-2056, 5.18%, 06/25/56 JPMMT 2026-CES1 46660BAD1 - 4,000,000 $3,959,303 $3,959,303 0.06 $3,931,665
Connecticut Avenue Securities Trust 2023-R08 1B1 7.1621% 25-OCT-2043, 7.16%, 10/25/43 CAS 2023-R08 20755CAF5 - 3,750,000 $3,942,889 $3,942,889 0.06 $3,924,983
FNMA 30yr Pool#CB2907 3.500% 01-Feb-2052, 3.50%, 02/01/52 FN 3140QNGR7 - 4,172,614 $3,913,466 $3,913,466 0.06 $3,856,785
FHLMC 30yr Pool#QH5204 6.500% 01-Nov-2053, 6.50%, 11/01/53 FR 3133CHX91 - 3,466,759 $3,878,578 $3,878,578 0.06 $3,624,391
LHOME Mortgage Trust 2024-RTL2 A1 7.128% 25-MAR-2029, 7.13%, 03/25/29 LHOME 50205JAA4 - 3,853,978 $3,876,035 $3,876,035 0.06 $3,857,721
EFMT 2026-CES1 A2 5.316% 25-DEC-2060, 5.32%, 12/25/60 EFMT 2026-CES1 26846MAD6 - 3,881,000 $3,855,061 $3,855,061 0.06 $3,827,552
FIGRE Trust 2025-HE3 B 5.71% 25-MAY-2055, 5.71%, 05/25/55 FIGRE 2025-HE3 31684LAB7 - 3,830,177 $3,844,648 $3,844,648 0.06 $3,815,487
FIGRE TRUST 2025-FL1 5.265% 55, 5.26%, 07/25/55 FIGRE 2025-FL1 31684QAA8 - 3,822,351 $3,837,976 $3,837,976 0.06 $3,811,143
Fannie Mae REMIC Trust 2020-98 AI 3.5% 25-JAN-2061, 3.50%, 01/25/61 FNR 2020-98 3136BDLE6 - 18,021,430 $3,816,124 $3,816,124 0.06 $3,731,561
Ginnie Mae REMIC Trust 2023-116 LF 4.94014% 20-AUG-2053, 4.93%, 08/20/53 GNR 2023-116 38384EFT7 - 3,758,400 $3,803,052 $3,803,052 0.06 $3,788,141
FNMA 30yr Pool#DE7795 6.000% 01-Aug-2055, 6.00%, 08/01/55 FN 3140BLUV2 - 3,534,192 $3,791,598 $3,791,598 0.06 $3,633,103
FIGRE Trust 2026-HE1 B 5.183% 25-JAN-2056, 5.18%, 01/25/56 FIGRE 2026-HE1 30249NAD9 - 3,801,950 $3,772,972 $3,772,972 0.06 $3,746,698
FHLMC 30yr Pool#QX6719 6.000% 01-Feb-2055, 6.00%, 02/01/55 FR 31426CPD0 - 3,536,189 $3,679,556 $3,679,556 0.05 $3,632,936
FNMA 30yr Pool#DD3307 6.000% 01-Feb-2055, 6.00%, 02/01/55 FN DD3307 MTGE 3140B3U91 - 3,358,842 $3,678,206 $3,678,206 0.05 $3,450,737
FNMA 30yr Pool#FS2135 4.000% 01-Nov-2049, 4.00%, 11/01/49 FN 3140XHLR6 - 3,800,286 $3,663,614 $3,663,614 0.05 $3,606,998
FIGRE Trust 2025-HE3 C 5.91% 25-MAY-2055, 5.91%, 05/25/55 FIGRE 2025-HE3 31684LAC5 - 3,600,366 $3,617,497 $3,617,497 0.05 $3,589,126
Connecticut Avenue Securities Trust 2022-R07 1B2 15.6121% 25-JUN-2042, 15.65%, 06/25/42 CAS 2022-R07 20754MAL1 - 3,206,201 $3,575,500 $3,575,500 0.05 $3,540,666
FHLMC 30yr Pool#QF7280 5.500% 01-Jan-2053, 5.50%, 01/01/53 FR 3133BVCR4 - 3,366,654 $3,477,757 $3,477,757 0.05 $3,428,346
FNMA 30yr Pool#DA5072 6.500% 01-Nov-2053, 6.50%, 11/01/53 FN 3140A5T65 - 3,283,434 $3,453,996 $3,453,996 0.05 $3,417,504
FHLMC 30yr Pool#QH0826 5.500% 01-Sep-2053, 5.50%, 09/01/53 FR 3133CC4K9 - 3,359,399 $3,446,017 $3,446,017 0.05 $3,416,085
FHLMC 30yr Pool#TA0253 6.000% 01-Dec-2055, 6.00%, 12/01/55 FR 3142JNH74 - 3,241,461 $3,444,512 $3,444,512 0.05 $3,332,180
FHLMC 30yr Pool#QI8221 6.000% 01-Jun-2054, 6.00%, 06/01/54 FR 3133WFD20 - 3,312,504 $3,433,395 $3,433,395 0.05 $3,402,865
FNMA 30yr Pool#BX6124 6.500% 01-Jan-2053, 6.50%, 01/01/53 FN 3140NAYW7 - 2,913,913 $3,428,001 $3,428,001 0.05 $3,061,442
FHLMC 30yr Pool#QF7810 5.500% 01-Jan-2053, 5.50%, 01/01/53 FR 3133BVVB8 - 3,328,297 $3,418,750 $3,418,750 0.05 $3,389,287
FNMA 30yr Pool#BY0335 6.000% 01-May-2053, 6.00%, 05/01/53 FN 3140NGLR9 - 3,203,428 $3,312,739 $3,312,739 0.05 $3,280,577
FNMA 30yr Pool#FM7031 4.000% 01-Jan-2051, 4.00%, 01/01/51 FN 3140XAY55 - 3,415,468 $3,279,417 $3,279,417 0.05 $3,232,396
FHLMC 30yr Pool#QH7549 6.000% 01-Dec-2053, 6.00%, 12/01/53 FR 3133CLL61 - 3,140,816 $3,258,746 $3,258,746 0.05 $3,229,989
FINANCE OF AMERICA STRUCTURE 3.5% 74, 3.50%, 02/25/74 FASST 2024-S1 31740RAB6 - 3,273,621 $3,244,021 $3,244,021 0.05 $3,236,383
FNMA 30yr Pool#DF1002 6.000% 01-Oct-2055, 6.00%, 10/01/55 FN 3140BRDG1 - 3,114,682 $3,236,755 $3,236,755 0.05 $3,207,490
OBX 2026 HE1 FLTG 2056 A1B, 5.11%, 02/25/56 OBX 2026-HE1 67124BAB1 - 3,222,129 $3,234,288 $3,234,288 0.05 $3,222,849
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2023-DNA1 M2 9.1121% 25-MAR-2043, 9.11%, 03/25/43 STACR 2023-DNA1 35564KP94 - 3,000,000 $3,229,863 $3,229,863 0.05 $3,210,885
FHLMC 30yr Pool#QX5273 6.000% 01-Feb-2055, 6.00%, 02/01/55 FR 31426A2F4 - 2,899,058 $3,200,744 $3,200,744 0.05 $2,982,123
FHLMC 30yr Pool#QH6041 5.500% 01-Dec-2053, 5.50%, 12/01/53 FR 3133CJWA5 - 3,103,471 $3,167,568 $3,167,568 0.05 $3,140,540
FHLMC 30yr Pool#QZ3837 6.000% 01-Sep-2055, 6.00%, 09/01/55 FR 31427BHP3 - 2,964,848 $3,153,485 $3,153,485 0.05 $3,047,825
FHLMC 30yr Pool#QH1144 5.500% 01-Sep-2053, 5.50%, 09/01/53 FR 3133CDHV9 - 3,066,322 $3,145,427 $3,145,427 0.05 $3,118,063
RCKT Mortgage Trust 2026-CES1 A1B 4.928% 25-JAN-2056, 4.93%, 01/25/56 RCKT 2026-CES1 74939BAB2 - 3,141,244 $3,113,117 $3,113,117 0.05 $3,092,477
EFMT 2025-RTL1 0% 40, 5.22%, 11/25/40 EFMT 2025-RTL1 26846FAA7 - 3,108,000 $3,112,033 $3,112,033 0.05 $3,101,215
FHLMC 30yr Pool#TA1465 6.000% 01-Dec-2055, 6.00%, 12/01/55 FR 3142JPTX9 - 2,905,924 $3,097,767 $3,097,767 0.05 $2,987,252
RCKT Mortgage Trust 2025-CES2 A1B 5.603% 25-FEB-2055, 5.60%, 02/25/55 RCKT 2025-CES2 74942BAB7 - 3,045,348 $3,061,434 $3,061,434 0.05 $3,038,683
FNMA 30yr Pool#MA4026 4.000% 01-May-2050, 4.00%, 05/01/50 FN 31418DPL0 - 3,184,368 $3,052,222 $3,052,222 0.04 $3,010,704
FNMA 30yr Pool#DH1918 6.000% 01-Jun-2056, 6.00%, 06/01/56 FN 3140UHDY3 - 2,933,429 $3,044,756 $3,044,756 0.04 $3,016,364
FNMA 30yr Pool#FM1540 4.000% 01-Sep-2049, 4.00%, 09/01/49 FN 3140X4WA0 - 3,115,240 $3,008,822 $3,008,822 0.04 $2,949,399
FHLMC 30yr Pool#QZ4951 6.000% 01-Oct-2055, 6.00%, 10/01/55 FR 31427CQD8 - 2,818,314 $3,000,401 $3,000,401 0.04 $2,897,191
FHLMC 30yr Pool#SD1111 4.000% 01-Jun-2050, 4.00%, 06/01/50 FR 3132DNGU1 - 3,077,465 $2,972,591 $2,972,591 0.04 $2,927,197
BX Trust 2021-BXMF C 4.93127% 15-OCT-2038, 4.93%, 10/15/26 BX 2021-BXMF 05609RAJ3 - 2,958,012 $2,958,731 $2,958,731 0.04 $2,957,110
FHLMC 30yr Pool#TB4407 6.000% 01-Jun-2056, 6.00%, 06/01/56 FR 3142K53R2 - 2,851,340 $2,957,282 $2,957,282 0.04 $2,931,954
COOPR Residential Mortgage Trust 2026-CES1 A2 5.158% 25-FEB-2061, 5.16%, 02/25/61 COOPR 2026-CES1 21689GAD0 - 2,949,000 $2,918,749 $2,918,749 0.04 $2,898,467
GWT Commercial Mortgage Trust 2024-WLF2 A 5.31663% 15-MAY-2041, 5.32%, 05/15/41 GWT 2024-WLF2 362414AA2 - 2,900,000 $2,906,327 $2,906,327 0.04 $2,904,614
RCKT Mortgage Trust 2023-CES1 A1A 6.515% 25-JUN-2043, 6.51%, 06/25/43 RCKT 74935WAA2 - 2,848,985 $2,866,668 $2,866,668 0.04 $2,841,920
FNMA 30yr Pool#MA4056 4.000% 01-Jun-2050, 4.00%, 06/01/50 FN 31418DQJ4 - 2,978,812 $2,852,653 $2,852,653 0.04 $2,816,357
Structured Agency Credit Risk (STACR) Debt Notes, Series 2020-DNA1 B2 8.97658% 25-JAN-2050, 8.98%, 01/25/50 STACR 2020-DNA1 35565HBE4 - 2,560,595 $2,852,278 $2,852,278 0.04 $2,836,954
FNMA 30yr Pool#BX8700 5.500% 01-Mar-2053, 5.50%, 03/01/53 FN 3140NDU21 - 2,729,852 $2,798,426 $2,798,426 0.04 $2,774,503
FHLMC 30yr Pool#QG2539 6.500% 01-May-2053, 6.50%, 05/01/53 FR 3133C2ZC5 - 2,665,923 $2,786,848 $2,786,848 0.04 $2,760,751
Chase Mortgage Reference Notes, Series 2021-CL1 M1 4.8121% 25-FEB-2050, 4.81%, 02/25/50 CHASE 2021-CL1 46591HBX7 - 2,791,333 $2,770,266 $2,770,266 0.04 $2,761,249
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 $2,767,000 $2,767,000 0.04 $2,753,982
RCKT MORTGAGE TRUST 2025-CE 5.16% 34, 5.16%, 07/25/34 RCKTL 2025-1A 74939RAC5 - 2,750,000 $2,752,696 $2,752,696 0.04 $2,743,630
OBX TRUST 2026-HE1 FLTG 2056 M1, 5.26%, 02/25/56 OBX 2026-HE1 67124BAD7 - 2,707,000 $2,725,008 $2,725,008 0.04 $2,715,116
Fannie Mae Pool|4|03/01/2050, 4.00%, 03/01/50 FN 3140X8S24 - 2,841,057 $2,722,910 $2,722,910 0.04 $2,696,557
FNMA 30yr Pool#DF5622 6.000% 01-Nov-2055, 6.00%, 11/01/55 FN 3140BWG85 - 2,508,618 $2,677,611 $2,677,611 0.04 $2,578,827
FHLMC 30yr Pool#SD6905 6.000% 01-Nov-2054, 6.00%, 11/01/54 FR 3132DUU62 - 2,553,014 $2,662,003 $2,662,003 0.04 $2,622,685
FHLMC 30yr Pool#QF9276 5.500% 01-Mar-2053, 5.50%, 03/01/53 FR 3133BXJV4 - 2,549,346 $2,614,139 $2,614,139 0.04 $2,592,363
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA3 M2 7.9621% 25-APR-2042, 7.96%, 04/25/42 STACR 2022-DNA3 35564KVE6 - 2,528,314 $2,610,476 $2,610,476 0.04 $2,597,055
FNMA 30yr Pool#BV5393 3.500% 01-Apr-2052, 3.50%, 04/01/52 FN 3140MJ7F6 - 2,757,398 $2,605,606 $2,605,606 0.04 $2,540,147
FHLMC 30yr Pool#QZ4131 6.000% 01-Sep-2055, 6.00%, 09/01/55 FR 31427BSV8 - 2,416,762 $2,605,403 $2,605,403 0.04 $2,482,883
FNMA 30yr Pool#DD8279 6.000% 01-Apr-2055, 6.00%, 04/01/55 FN 3140B9FV6 - 2,267,362 $2,592,775 $2,592,775 0.04 $2,330,819
Vista Point Securitization Trust 2026-CES1 A2 5.226% 25-FEB-2056, 5.23%, 02/25/56 VSTA 2026-CES1 92790EAB6 - 2,600,000 $2,557,970 $2,557,970 0.04 $2,548,912
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-HQA3 B2 9.8621% 25-SEP-2041, 9.86%, 09/25/41 STACR 2021-HQA3 35564KKL2 - 2,504,211 $2,550,413 $2,550,413 0.04 $2,533,949
FHLMC 30yr Pool#Q57869 4.000% 01-Aug-2048, 4.00%, 08/01/48 FG 3132Y1W79 - 2,645,099 $2,519,066 $2,519,066 0.04 $2,513,776
BX Trust 2021-BXMF G 7.089513% 15-OCT-2038, 7.09%, 10/15/26 BX 2021-BXMF 05609RAS3 - 2,488,884 $2,487,173 $2,487,173 0.04 $2,485,213
PRPM 2026-RCF1 A2 5.206% 25-JAN-2056, 5.21%, 01/25/56 PRPM 2026-RCF1 69383VAB9 - 2,500,000 $2,480,797 $2,480,797 0.04 $2,463,444
Connecticut Avenue Securities Trust 2024-R06 1M2 5.2121% 25-SEP-2044, 5.21%, 09/25/44 CAS 2024-R06 20755RAC9 - 2,468,872 $2,479,609 $2,479,609 0.04 $2,471,030
PRPM 2026-RCF1 A3 5.305% 25-JAN-2056, 5.30%, 01/25/56 PRPM 2026-RCF1 69383VAF0 - 2,500,000 $2,472,473 $2,472,473 0.04 $2,454,790
FHLMC 30yr Pool#QI7710 5.500% 01-Jun-2054, 5.50%, 06/01/54 FR 3133WER77 - 2,402,669 $2,463,627 $2,463,627 0.04 $2,443,250
EFMT 2026-CES1 A1B 5.116% 25-DEC-2060, 5.12%, 12/25/60 EFMT 2026-CES1 26846MAB0 - 2,464,233 $2,453,352 $2,453,352 0.04 $2,436,542
OBX 2022-NQM7 Trust MB FLTG 66, 5.42%, 04/25/56 OBX 2026-CES1 67124LAB9 - 2,420,594 $2,427,220 $2,427,220 0.04 $2,409,715
FIGRE Trust 2024-HE4 B 5.252% 25-SEP-2054, 5.25%, 09/25/54 FIGRE 2024-HE4 31684UAB7 - 2,421,881 $2,414,888 $2,414,888 0.04 $2,406,408
FNMA 30yr Pool#BY8533 6.500% 01-Aug-2053, 6.50%, 08/01/53 FN 3140NRPT7 - 2,292,584 $2,408,764 $2,408,764 0.04 $2,386,196
FNMA 30yr Pool#DC1102 5.500% 01-Sep-2054, 5.50%, 09/01/54 FN 3140ANGL7 - 2,348,250 $2,408,091 $2,408,091 0.04 $2,387,912
FHLMC 30yr Pool#SD3523 3.000% 01-Jun-2052, 3.00%, 06/01/52 FR 3132DQ4G8 - 2,693,928 $2,393,156 $2,393,156 0.04 $2,375,017
FNMA 30yr Pool#DC1302 5.000% 01-Aug-2054, 5.00%, 08/01/54 FN 3140ANNU9 - 2,403,826 $2,391,368 $2,391,368 0.04 $2,371,533
PRPM 2025-RCF3 LLC 5.25% 55, 5.25%, 07/25/55 PRPM 2025-RCF3 69392PAB1 - 2,380,125 $2,373,052 $2,373,052 0.03 $2,356,391
FNMA 30yr Pool#BY5913 5.500% 01-Sep-2053, 5.50%, 09/01/53 FN 3140NNSB2 - 2,297,892 $2,358,065 $2,358,065 0.03 $2,336,667
Connecticut Avenue Securities Trust 2022-R08 1M2 7.2121% 25-JUL-2042, 7.21%, 07/25/42 CAS 2022-R08 20755DAB2 - 2,280,000 $2,352,310 $2,352,310 0.03 $2,341,347
FNMA 30yr Pool#DE2839 6.000% 01-Jun-2055, 6.00%, 06/01/55 FN 3140BFEM3 - 2,260,938 $2,345,638 $2,345,638 0.03 $2,324,215
FNMA 30yr Pool#DA3549 6.500% 01-Oct-2053, 6.50%, 10/01/53 FN 3140A35K5 - 2,198,149 $2,320,006 $2,320,006 0.03 $2,298,098
Ginnie Mae REMIC Trust 2017-163 LO 0.0% 16-MAY-2041, 0.00%, 05/16/41 GNR 2017-163 38380KNA9 - 3,033,176 $2,300,570 $2,300,570 0.03 $2,300,570
FIGRE TRUST 2026-HE4 MB FLTG 56, 6.23%, 05/25/56 FIGRE 2026-HE4 31685MAF5 - 2,300,000 $2,281,834 $2,281,834 0.03 $2,272,281
Morgan Stanley Residential Mortgage Loan Trust 2026-NQM1 A2 5.032% 25-DEC-2070, 5.03%, 12/25/70 MSRM 2026-NQM1 61780XAF2 - 2,261,339 $2,244,098 $2,244,098 0.03 $2,228,926
U.S. Bank Auto Credit Linked Notes, Series 2023-1 B 6.789% 25-AUG-2032, 6.79%, 08/25/32 USCLN 2023-1 90357PAV6 - 2,220,394 $2,242,321 $2,242,321 0.03 $2,232,272
FHLMC 30yr Pool#QY9883 6.000% 01-Aug-2055, 6.00%, 08/01/55 FR 31426U6V1 - 1,988,104 $2,220,343 $2,220,343 0.03 $2,043,745
Bayview Opportunity Master Fund VII Trust 2024-CAR1 B 4.9121% 25-DEC-2031, 4.91%, 12/26/31 BVCLN 2024-CAR1 07336QAB8 - 2,154,027 $2,165,137 $2,165,137 0.03 $2,158,083
FNMA 30yr Pool#DF0313 6.000% 01-Sep-2055, 6.00%, 09/01/55 FN 3140BQK34 - 2,068,731 $2,146,708 $2,146,708 0.03 $2,126,629
FHLMC 30yr Pool#QG2543 5.500% 01-May-2053, 5.50%, 05/01/53 FR 3133C2ZG6 - 2,045,812 $2,088,285 $2,088,285 0.03 $2,070,248
PRPM 2024-RCF2 A1 3.75% 25-MAR-2054, 3.75%, 03/25/54 PRPM 2024-RCF2 693987AA7 - 2,127,899 $2,080,551 $2,080,551 0.03 $2,075,231
Ally Bank Auto Credit-Linked Notes, Series 2024-A C 6.022% 15-MAY-2032, 6.02%, 05/17/32 ABCLN 2024-A 02007GZ63 - 1,966,624 $1,990,392 $1,990,392 0.03 $1,989,076
FNMA 30yr Pool#BY0338 6.500% 01-May-2053, 6.50%, 05/01/53 FN 3140NGLU2 - 1,894,143 $1,987,256 $1,987,256 0.03 $1,968,296
FNMA 30yr Pool#FS1640 4.000% 01-Apr-2052, 4.00%, 04/01/52 FN 3140XGZE2 - 2,046,543 $1,961,566 $1,961,566 0.03 $1,936,526
FNMA 30yr Pool#FS3001 4.000% 01-Oct-2051, 4.00%, 10/01/51 FN 3140XJKP7 - 2,026,239 $1,946,085 $1,946,085 0.03 $1,918,533
FNMA 30yr Pool#DA0036 6.500% 01-Sep-2053, 6.50%, 09/01/53 FN 3140A0BE8 - 1,837,810 $1,934,082 $1,934,082 0.03 $1,912,852
FNMA 30yr Pool#BX8072 5.500% 01-Mar-2053, 5.50%, 03/01/53 FN 3140NC6J3 - 1,857,876 $1,904,108 $1,904,108 0.03 $1,888,265
Chase Mortgage Reference Notes, Series 2020-CL1 M2 6.1988% 25-OCT-2057, 6.20%, 10/25/57 CHASE 2020-CL1 46591HAH3 - 1,817,596 $1,890,116 $1,890,116 0.03 $1,882,604
FNMA 30yr Pool#DF0998 6.000% 01-Oct-2055, 6.00%, 10/01/55 FN 3140BRDC0 - 1,760,332 $1,826,036 $1,826,036 0.03 $1,809,599
FHLMC 30yr Pool#QX7432 6.000% 01-Feb-2055, 6.00%, 02/01/55 FR 31426DHJ4 - 1,752,970 $1,819,084 $1,819,084 0.03 $1,800,930
FHLMC 30yr Pool#SI2017 4.000% 01-Dec-2048, 4.00%, 12/01/48 FR 3133USG21 - 1,889,501 $1,816,363 $1,816,363 0.03 $1,793,339
Chase Mortgage Reference Notes, Series 2021-CL1 M3 5.1621% 25-FEB-2050, 5.16%, 02/25/50 CHASE 2021-CL1 46591HBZ2 - 1,820,415 $1,793,475 $1,793,475 0.03 $1,787,210
FHLMC 30yr Pool#QI4878 6.000% 01-Apr-2054, 6.00%, 04/01/54 FR 3133WBM37 - 1,485,886 $1,739,760 $1,739,760 0.03 $1,528,460
FNMA 30yr Pool#DA3538 6.000% 01-Oct-2053, 6.00%, 10/01/53 FN 3140A34Y6 - 1,670,200 $1,739,733 $1,739,733 0.03 $1,720,261
FHLMC 30yr Pool#SD1551 4.000% 01-Mar-2050, 4.00%, 03/01/50 FR 3132DNWL3 - 1,756,434 $1,690,169 $1,690,169 0.02 $1,667,100
PRPM 2025-RCF3 LLC 5.25% 55, 5.25%, 07/25/55 PRPM 2025-RCF3 69392PAC9 - 1,700,000 $1,685,133 $1,685,133 0.02 $1,673,233
Fannie Mae Pool|4|08/01/2050, 4.00%, 08/01/50 FN 3140X8UA3 - 1,731,274 $1,649,521 $1,649,521 0.02 $1,636,921
FNMA 30yr Pool#MA3521 4.000% 01-Nov-2048, 4.00%, 11/01/48 FN 31418C4F8 - 1,698,473 $1,640,646 $1,640,646 0.02 $1,612,087
Foundation Finance Trust 2023-2 A 6.53% 15-JUN-2049, 6.53%, 06/15/49 FFIN 2023-2A 35042RAA4 - 1,580,583 $1,619,596 $1,619,596 0.02 $1,618,450
Chase Mortgage Reference Notes, Series 2021-CL1 M2 4.9621% 25-FEB-2050, 4.96%, 02/25/50 CHASE 2021-CL1 46591HBY5 - 1,639,908 $1,616,747 $1,616,747 0.02 $1,611,322
FHLMC 30yr Pool#SD0943 3.500% 01-Apr-2052, 3.50%, 04/01/52 FR 3132DNBL6 - 1,693,708 $1,590,806 $1,590,806 0.02 $1,565,509
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 $1,572,672 $1,572,672 0.02 $1,571,698
FHLMC 30yr Pool#SD4456 4.000% 01-Aug-2050, 4.00%, 08/01/50 FR 3132E05R9 - 1,578,822 $1,515,567 $1,515,567 0.02 $1,494,898
FNMA 30yr Pool#DD4221 6.000% 01-Feb-2055, 6.00%, 02/01/55 FN DD4221 MTGE 3140B4VP2 - 1,455,597 $1,509,245 $1,509,245 0.02 $1,495,421
FNMA 30yr Pool#CB2681 3.500% 01-Jan-2052, 3.50%, 01/01/52 FN 3140QM6T6 - 1,599,310 $1,498,226 $1,498,226 0.02 $1,478,379
FHLMC 30yr Pool#QY7439 6.000% 01-Jun-2055, 6.00%, 06/01/55 FR 31426SHR3 - 1,408,960 $1,467,676 $1,467,676 0.02 $1,448,392
FHLMC 30yr Pool#QZ4132 6.000% 01-Sep-2055, 6.00%, 09/01/55 FR 31427BSW6 - 1,407,252 $1,460,576 $1,460,576 0.02 $1,446,637
FNMA 30yr Pool#DC9709 6.000% 01-Jan-2055, 6.00%, 01/01/55 FN 3140AXYF8 - 1,386,182 $1,446,380 $1,446,380 0.02 $1,431,203
FNMA 30yr Pool#BT8051 5.500% 01-Jan-2053, 5.50%, 01/01/53 FN 3140LW5M5 - 1,370,326 $1,407,948 $1,407,948 0.02 $1,395,437
FHLMC 30yr Pool#Q58477 4.000% 01-Sep-2048, 4.00%, 09/01/48 FG 3132Y2M37 - 1,454,749 $1,385,282 $1,385,282 0.02 $1,382,373
FNMA 30yr Pool#MA3415 4.000% 01-Jul-2048, 4.00%, 07/01/48 FN 31418CYM0 - 1,436,619 $1,382,973 $1,382,973 0.02 $1,363,551
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 $1,375,624 $1,375,624 0.02 $1,374,757
FNMA 30yr Pool#BY1896 5.500% 01-May-2053, 5.50%, 05/01/53 FN 3140NJDA9 - 1,346,649 $1,374,479 $1,374,479 0.02 $1,362,734
FHLMC 30yr Pool#QG4340 6.500% 01-Jun-2053, 6.50%, 06/01/53 FR 3133C4ZD9 - 1,291,227 $1,349,643 $1,349,643 0.02 $1,337,156
FNMA 30yr Pool#CA5573 4.000% 01-Apr-2050, 4.00%, 04/01/50 FN 3140QDFP4 - 1,379,976 $1,315,021 $1,315,021 0.02 $1,304,768
RCKT MORTGAGE TR 2026-CES2 M1A, 5.36%, 02/25/56 RCKT 2026-CES2 74940EAE7 - 1,323,000 $1,283,727 $1,283,727 0.02 $1,280,185
FNMA 30yr Pool#BY0327 6.500% 01-May-2053, 6.50%, 05/01/53 FN 3140NGLH1 - 1,225,935 $1,282,111 $1,282,111 0.02 $1,270,024
FNMA 30yr Pool#BX7860 5.500% 01-Mar-2053, 5.50%, 03/01/53 FN 3140NCWW5 - 1,245,041 $1,276,434 $1,276,434 0.02 $1,264,930
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 $1,245,521 $1,245,521 0.02 $1,244,747
FIGRE TRUST 2025-HE5 FLTG 2055 B, 5.49%, 08/25/55 FIGRE 2025-HE5 31684MAB5 - 1,240,376 $1,240,030 $1,240,030 0.02 $1,230,959
FHLMC 30yr Pool#QF2561 5.500% 01-Nov-2052, 5.50%, 11/01/52 FR 3133BPZ27 - 1,168,149 $1,199,671 $1,199,671 0.02 $1,189,555
FNMA 30yr Pool#DB3056 5.500% 01-May-2054, 5.50%, 05/01/54 FN 3140ACME0 - 1,168,994 $1,199,526 $1,199,526 0.02 $1,189,263
FNMA 40yr Pool#BF0167 3.000% 01-Feb-2057, 3.00%, 02/01/57 FN 3140FXFH0 - 1,343,551 $1,164,724 $1,164,724 0.02 $1,154,692
FNMA 30yr Pool#BY0361 6.500% 01-Jun-2053, 6.50%, 06/01/53 FN 3140NGMK3 - 816,825 $1,158,215 $1,158,215 0.02 $847,975
FNMA 30yr Pool#MA3149 4.000% 01-Oct-2047, 4.00%, 10/01/47 FN 31418CQB3 - 1,192,864 $1,153,078 $1,153,078 0.02 $1,132,793
EFMT 2026-CES1 M1 5.616% 25-DEC-2060, 5.62%, 12/25/60 EFMT 2026-CES1 26846MAF1 - 1,166,000 $1,145,136 $1,145,136 0.02 $1,136,405
FNMA 30yr Pool#BX0804 5.500% 01-Nov-2052, 5.50%, 11/01/52 FN 3140N43N5 - 1,109,392 $1,139,480 $1,139,480 0.02 $1,126,697
Ally Bank Auto Credit-Linked Notes, Series 2024-A D 6.315% 15-MAY-2032, 6.31%, 05/17/32 ABCLN 2024-A 02007GZ71 - 1,123,785 $1,136,816 $1,136,816 0.02 $1,136,027
FHLMC 30yr Pool#SD8003 4.000% 01-Jul-2049, 4.00%, 07/01/49 FR 3132DV3L7 - 1,167,671 $1,127,696 $1,127,696 0.02 $1,105,602
FNMA 30yr Pool#FM9138 4.000% 01-Mar-2050, 4.00%, 03/01/50 FN 3140XDEL6 - 1,144,482 $1,123,762 $1,123,762 0.02 $1,086,272
FNMA 30yr Pool#AS6811 3.000% 01-Mar-2046, 3.00%, 03/01/46 FN 3138WGR97 - 1,192,380 $1,083,421 $1,083,421 0.02 $1,073,545
FNMA 30yr Pool#BJ9181 5.000% 01-May-2048, 5.00%, 05/01/48 FN 3140HBFX1 - 1,056,108 $1,067,298 $1,067,298 0.02 $1,057,880
FHLMC 30yr Pool#ZT2087 4.000% 01-Jun-2049, 4.00%, 06/01/49 FR 3132AEJ80 - 1,110,725 $1,067,235 $1,067,235 0.02 $1,051,684
ACHV ABS Trust 2024-1PL B 6.34% 25-APR-2031, 6.34%, 04/25/31 ACHV 2024-1PL 00092BAB0 - 1,052,212 $1,061,629 $1,061,629 0.02 $1,057,181
Bayview Opportunity Master Fund VII Trust 2024-CAR1 C 5.1121% 25-DEC-2031, 5.11%, 12/26/31 BVCLN 2024-CAR1 07336QAC6 - 1,048,293 $1,054,545 $1,054,545 0.02 $1,050,972
FNMA 30yr Pool#AS7492 4.000% 01-Jul-2046, 4.00%, 07/01/46 FN 3138WHKE1 - 1,074,231 $1,032,197 $1,032,197 0.02 $1,023,022
Connecticut Avenue Securities Trust 2022-R04 1M2 6.7121% 25-MAR-2042, 6.71%, 03/25/42 CAS 2022-R04 20753YCK6 - 1,000,000 $1,017,976 $1,017,976 0.01 $1,013,501
FHLMC 30yr Pool#QG3885 6.500% 01-Jun-2053, 6.50%, 06/01/53 FR 3133C4J62 - 962,797 $1,006,313 $1,006,313 0.01 $997,044
FNMA 30yr Pool#BV8484 3.500% 01-Apr-2052, 3.50%, 04/01/52 FN 3140MNNA0 - 994,033 $922,398 $922,398 0.01 $915,715
FHLMC 30yr Pool#QG6538 5.500% 01-Jul-2053, 5.50%, 07/01/53 FR 3133C7HP5 - 893,965 $916,625 $916,625 0.01 $909,049
FNMA 30yr Pool#FM1598 4.000% 01-Feb-2049, 4.00%, 02/01/49 FN 3140X4X43 - 941,941 $905,962 $905,962 0.01 $894,033
FHLMC 30yr Pool#QG6948 5.500% 01-Jul-2053, 5.50%, 07/01/53 FR 3133C7WH6 - 837,118 $904,054 $904,054 0.01 $851,243
FHLMC 30yr Pool#QH3309 5.500% 01-Oct-2053, 5.50%, 10/01/53 FR 3133CFVA4 - 883,602 $902,007 $902,007 0.01 $894,157
FNMA 30yr Pool#BV4203 3.500% 01-Apr-2052, 3.50%, 04/01/52 FN 3140MHU56 - 968,639 $899,469 $899,469 0.01 $892,322
FREMF 2019-KF70 Mortgage Trust C 9.76365% 25-SEP-2029, 9.76%, 09/25/29 FREMF 2019-KF70 30298UAJ0 - 890,414 $889,682 $889,682 0.01 $883,645
FNMA 30yr Pool#FS9788 5.500% 01-Nov-2054, 5.50%, 11/01/54 FN 3140XR2W4 - - $859,516 $859,516 0.01 $0
GNMA II 30yr Pool#MA5021 4.500% 20-Feb-2048, 4.50%, 02/20/48 G2 36179TSJ5 - 848,734 $848,069 $848,069 0.01 $830,865
FHLMC 30yr Pool#ZM8197 4.000% 01-Sep-2048, 4.00%, 09/01/48 FR 3131Y3DA1 - 865,542 $844,963 $844,963 0.01 $821,492
Structured Agency Credit Risk (STACR) Debt Notes, Series 2020-DNA2 B2 8.52658% 25-FEB-2050, 8.53%, 02/25/50 STACR 2020-DNA2 35565KBE7 - 728,791 $803,544 $803,544 0.01 $799,402
FNMA 30yr Pool#CC0990 5.000% 01-Sep-2055, 5.00%, 09/01/55 FN 3140Y7C48 - 780,354 $786,890 $786,890 0.01 $775,329
FNMA 30yr Pool#BN4541 4.000% 01-Feb-2049, 4.00%, 02/01/49 FN 3140JMBK7 - 809,534 $774,686 $774,686 0.01 $768,360
FNMA 30yr Pool#AB9341 3.000% 01-May-2043, 3.00%, 05/01/43 FN 31417GLX2 - 827,804 $767,166 $767,166 0.01 $753,264
U.S. Auto Funding 2021-1 C 2.2% 15-MAY-2026, 2.20%, 05/15/27 USAUT 2021-1A 90355EAC5 - 992,594 $763,031 $763,031 0.01 $762,788
FNMA 30yr Pool#BY0782 5.500% 01-Apr-2053, 5.50%, 04/01/53 FN 3140NG2Q2 - 736,623 $755,316 $755,316 0.01 $749,052
RCKT Mortgage Trust 2025-CES10 M1 5.662% 25-OCT-2055, 5.66%, 11/25/55 RCKT 2025-CES10 74939LAE4 - 763,000 $751,478 $751,478 0.01 $749,318
FHLMC 30yr Pool#QG7338 6.000% 01-Jul-2053, 6.00%, 07/01/53 FR 3133C8EK7 - 698,100 $723,780 $723,780 0.01 $717,167
FNMA 30yr Pool#BY0866 5.500% 01-May-2053, 5.50%, 05/01/53 FN 3140NG6C9 - 690,117 $706,568 $706,568 0.01 $699,494
FHLMC 30yr Pool#ZT1926 3.000% 01-Nov-2043, 3.00%, 11/01/43 FR 3132AED78 - 730,322 $671,882 $671,882 0.01 $665,052
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 $660,635 $660,635 0.01 $660,141
GNMA II 30yr Pool#MA5264 4.000% 20-Jun-2048, 4.00%, 06/20/48 G2 36179TZ57 - 679,379 $652,812 $652,812 0.01 $643,190
FNMA 30yr Pool#CB6864 5.000% 01-Aug-2053, 5.00%, 08/01/53 FN 3140QSTW1 - 638,501 $650,104 $650,104 0.01 $634,134
Compass Datacenters Issuer II, Series 2024-1 B_2401 7.0% 25-FEB-2049, 7.00%, 02/25/49 CMPDC 2024-1A 20469AAC3 - 620,000 $629,679 $629,679 0.01 $626,786
ACHM Trust 2024-HE1 B 7.26% 25-MAY-2039, 7.26%, 05/25/39 ACHM 2024-HE1 00449TAB1 - 585,280 $597,509 $597,509 0.01 $594,676
FHLMC 30yr Pool#QE1073 3.500% 01-Apr-2052, 3.50%, 04/01/52 FR 3133BAFN6 - 639,475 $593,648 $593,648 0.01 $589,092
FHLMC 30yr Pool#QG2540 6.500% 01-May-2053, 6.50%, 05/01/53 FR 3133C2ZD3 - 541,004 $566,513 $566,513 0.01 $561,246
FNMA 30yr Pool#BW0343 4.500% 01-May-2052, 4.50%, 05/01/52 FN 3140MRLZ8 - 581,158 $566,269 $566,269 0.01 $561,936
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-DNA5 M2 5.2621% 25-JAN-2034, 5.26%, 01/25/34 STACR 2021-DNA5 35564KHE2 - 553,677 $557,149 $557,149 0.01 $555,206
FNMA 30yr Pool#AL6842 4.000% 01-May-2045, 4.00%, 05/01/45 FN 3138EPS88 - 572,951 $552,807 $552,807 0.01 $547,677
FNMA 30yr Pool#BK9507 4.000% 01-Oct-2048, 4.00%, 10/01/48 FN 3140HPR58 - 569,640 $546,017 $546,017 0.01 $541,488
Sequoia Mortgage Trust 2013-5 A1 2.5% 25-MAY-2043, 2.50%, 05/25/43 SEMT 2013-5 81745AAA5 - 595,305 $530,169 $530,169 0.01 $528,185
ACHV ABS Trust 2024-1PL C 6.42% 25-APR-2031, 6.42%, 04/25/31 ACHV 2024-1PL 00092BAC8 - 498,512 $502,712 $502,712 0.01 $500,578
FNMA 30yr Pool#AZ0869 4.000% 01-Jul-2045, 4.00%, 07/01/45 FN 3138YR6F0 - 477,715 $461,457 $461,457 0.01 $457,146
FHLMC 30yr Pool#QD9191 3.500% 01-Apr-2052, 3.50%, 04/01/52 FR 3133B7F86 - 491,522 $456,513 $456,513 0.01 $452,795
FHLMC 15yr Pool#SB0116 2.500% 01-Nov-2034, 2.50%, 11/01/34 FR 3132CWDV3 - 456,619 $436,461 $436,461 0.01 $429,377
Blue Bridge Funding 2023-1 A 7.37% 15-NOV-2030, 7.37%, 11/15/30 BBEF 2023-1A 09531MAA8 - 429,978 $432,080 $432,080 0.01 $431,727
FHLMC 30yr Pool#SD6989 5.500% 01-Nov-2054, 5.50%, 11/01/54 FR 3132DUXS1 - - $426,456 $426,456 0.01 $0
FHLMC 30yr Pool#SD1414 4.000% 01-Oct-2050, 4.00%, 10/01/50 FR 3132DNSB0 - 427,175 $408,673 $408,673 0.01 $404,468
FNMA 30yr Pool#BV6879 4.500% 01-Apr-2052, 4.50%, 04/01/52 FN 3140MLUD0 - 401,820 $391,589 $391,589 0.01 $388,568
FNMA 30yr Pool#CB4329 3.500% 01-Jul-2052, 3.50%, 07/01/52 FN 3140QPY35 - 401,402 $390,811 $390,811 0.01 $369,987
BX Commercial Mortgage Trust 2021-21M A 4.47% 15-OCT-2036, 4.47%, 10/15/36 BX 2021-21M 05609CAA5 - 382,219 $382,413 $382,413 0.01 $382,223
FHLMC 30yr Pool#QG3397 6.000% 01-May-2053, 6.00%, 05/01/53 FR 3133C3X27 - 341,947 $360,497 $360,497 0.01 $351,286
FNMA 30yr Pool#CA4646 3.000% 01-Feb-2048, 3.00%, 02/01/48 FN 3140QCEU6 - 379,378 $354,955 $354,955 0.01 $342,289
FHLMC 30yr Pool#QA8274 3.500% 01-Mar-2050, 3.50%, 03/01/50 FR 3133A3FP8 - 382,810 $352,662 $352,662 0.01 $350,085
FNMA 30yr Pool#FM3447 4.000% 01-Nov-2049, 4.00%, 11/01/49 FN 3140X6ZM6 - 342,874 $331,991 $331,991 0.00 $325,158
Connecticut Avenue Securities Trust 2022-R01 1B1 6.7621% 25-DEC-2041, 6.76%, 12/25/41 CAS 2022-R01 20754LAF6 - 310,000 $314,072 $314,072 0.00 $312,674
FNMA 30yr Pool#BV7632 4.500% 01-Apr-2052, 4.50%, 04/01/52 FN 3140MMPS1 - 308,677 $300,832 $300,832 0.00 $298,496
Hotwire Funding, Series 2021-1 B_2021_1 2.658% 20-NOV-2051, 2.66%, 11/20/51 HWIRE 2021-1 44148JAB5 - 300,000 $297,473 $297,473 0.00 $296,831
UMBS TBA 30yr 4% July Delivery, 4.00%, 07/13/26 FNCL 01F040677 - 313,000 $292,482 $292,482 0.00 $292,482
FHLMC 30yr Pool#ZN6461 4.000% 01-May-2049, 4.00%, 05/01/49 FR 3131YDFA7 - 296,812 $283,484 $283,484 0.00 $281,059
FNMA 30yr Pool#AR9225 3.000% 01-Mar-2043, 3.00%, 03/01/43 FN 3138W7HB3 - 310,059 $283,154 $283,154 0.00 $280,477
FHLMC 30yr Pool#ZT0391 4.000% 01-Nov-2047, 4.00%, 11/01/47 FR 3132ACNG1 - 279,279 $273,752 $273,752 0.00 $266,574
FNMA 30yr Pool#FS2548 4.000% 01-Mar-2051, 4.00%, 03/01/51 FN 3140XHZN0 - 282,827 $272,451 $272,451 0.00 $267,793
FNMA 30yr Pool#AS8649 3.000% 01-Jan-2047, 3.00%, 01/01/47 FN 3138WJTF5 - 295,436 $266,449 $266,449 0.00 $264,254
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 $253,254 $253,254 0.00 $253,073
FHLMC 30yr Pool#QA1615 3.500% 01-Aug-2049, 3.50%, 08/01/49 FR 31334XYL7 - 244,877 $247,380 $247,380 0.00 $224,848
FNMA 30yr Pool#BN3899 4.000% 01-Dec-2048, 4.00%, 12/01/48 FN 3140JLKM5 - 254,149 $245,971 $245,971 0.00 $241,222
FHLMC 30yr Pool#ZN4240 4.500% 01-Dec-2048, 4.50%, 12/01/48 FR 3131YAV98 - 243,401 $240,749 $240,749 0.00 $238,205
Fannie Mae REMIC Trust 2012-126 SY 0.27342% 25-NOV-2042, 0.27%, 11/25/42 FNR 2012-126 3136A9ZR2 - 473,554 $238,031 $238,031 0.00 $237,945
FNMA 30yr Pool#DC7015 5.500% 01-Dec-2054, 5.50%, 12/01/54 FN 3140AUYM9 - - $224,500 $224,500 0.00 $0
FNMA 30yr Pool#BW0081 4.500% 01-Apr-2052, 4.50%, 04/01/52 FN 3140MRCT2 - 227,300 $221,479 $221,479 0.00 $219,782
FNMA 30yr Pool#MA3687 4.000% 01-Jun-2049, 4.00%, 06/01/49 FN 31418DCZ3 - 219,217 $211,635 $211,635 0.00 $207,564
Fannie Mae REMIC Trust 2017-9 VL 3.0% 25-JUL-2028, 3.00%, 07/25/28 FNR 2017-9 3136AVYH6 - 198,925 $206,411 $206,411 0.00 $197,406
FNMA 30yr Pool#MA1327 3.000% 01-Jan-2043, 3.00%, 01/01/43 FN 31418APM4 - 222,939 $205,108 $205,108 0.00 $203,015
FNMA 30yr Pool#BE3616 4.000% 01-May-2047, 4.00%, 05/01/47 FN 3140FPAS8 - 210,085 $202,592 $202,592 0.00 $200,662
GNMA II 30yr Pool#MA5192 4.000% 20-May-2048, 4.00%, 05/20/48 G2 36179TXV2 - 204,265 $196,402 $196,402 0.00 $193,384
FNMA 30yr Pool#CC1930 5.000% 01-Feb-2056, 5.00%, 02/01/56 FN 3140Y8EC6 - - $195,602 $195,602 0.00 $0
FHLMC 15yr Pool#SB0040 2.500% 01-Dec-2033, 2.50%, 12/01/33 FR 3132CWBH6 - 196,512 $193,746 $193,746 0.00 $187,916
FNMA 30yr Pool#AB6280 3.000% 01-Sep-2042, 3.00%, 09/01/42 FN 31417C6S9 - 177,248 $169,245 $169,245 0.00 $161,407
FNMA 30yr Pool#BO2983 3.000% 01-Sep-2049, 3.00%, 09/01/49 FN 3140JXJ58 - 186,535 $168,176 $168,176 0.00 $166,812
FNMA 30yr Pool#BX0421 5.500% 01-Nov-2052, 5.50%, 11/01/52 FN 3140N4PF8 - - $162,186 $162,186 0.00 $0
FHLMC 30yr Pool#QZ7683 5.500% 01-Nov-2055, 5.50%, 11/01/55 FR 31427HRD6 - - $161,021 $161,021 0.00 $0
FNMA 30yr Pool#BV7132 4.500% 01-Apr-2052, 4.50%, 04/01/52 FN 3140ML4S6 - 159,969 $155,878 $155,878 0.00 $154,678
FHLMC 30yr Pool#ZT1320 4.000% 01-Nov-2048, 4.00%, 11/01/48 FR 3132ADPD4 - 151,963 $146,904 $146,904 0.00 $144,233
FNMA 30yr Pool#AB7563 3.000% 01-Jan-2043, 3.00%, 01/01/43 FN 31417EMM0 - 154,850 $142,798 $142,798 0.00 $141,292
FNMA 30yr Pool#FS2546 4.000% 01-Mar-2051, 4.00%, 03/01/51 FN 3140XHZL4 - 148,648 $142,708 $142,708 0.00 $141,088
FHLMC 30yr Pool#QX0520 5.500% 01-Dec-2054, 5.50%, 12/01/54 FR 31425USJ5 - - $140,179 $140,179 0.00 $0
FHLMC 30yr Pool#QH7013 6.500% 01-Dec-2053, 6.50%, 12/01/53 FR 3133CKYJ1 - 124,775 $133,589 $133,589 0.00 $129,205
GNMA II 30yr Pool#MA5753 4.000% 20-Feb-2049, 4.00%, 02/20/49 G2 36179UMA7 - 135,133 $125,760 $125,760 0.00 $124,754
FNMA 30yr Pool#MA1229 3.000% 01-Oct-2042, 3.00%, 10/01/42 FN 31418ALK2 - 135,801 $125,172 $125,172 0.00 $123,913
FNMA 30yr Pool#BV7131 4.500% 01-Apr-2052, 4.50%, 04/01/52 FN 3140ML4R8 - 127,700 $124,438 $124,438 0.00 $123,478
GNMA II 30yr Pool#BF6874 4.500% 20-Jul-2048, 4.50%, 07/20/48 G2 3617GDT77 - 124,447 $121,964 $121,964 0.00 $120,889
Reach ABS Trust 2024-2 A 5.88% 15-JUL-2031, 5.88%, 07/15/31 REACH 2024-2A 75525HAA8 - 117,778 $117,966 $117,966 0.00 $117,889
FNMA 20yr Pool#AB9283 3.000% 01-Apr-2038, 3.00%, 04/01/38 FN 31417GJ56 - 123,394 $116,364 $116,364 0.00 $114,624
GNMA II 30yr Pool#MA5866 4.000% 20-Apr-2049, 4.00%, 04/20/49 G2 36179UQT2 - 123,203 $115,150 $115,150 0.00 $114,191
GNMA II 30yr Pool#BK5879 4.500% 20-Nov-2048, 4.50%, 11/20/48 G2 3617J6Q80 - 109,900 $107,989 $107,989 0.00 $107,109
FHLMC 30yr Pool#QE0318 4.500% 01-Mar-2052, 4.50%, 03/01/52 FR 3133B9K78 - 107,022 $104,307 $104,307 0.00 $103,492
FNMA 30yr Pool#BW0072 4.500% 01-Apr-2052, 4.50%, 04/01/52 FN 3140MRCJ4 - 105,361 $102,668 $102,668 0.00 $101,876
FNMA 30yr Pool#BM3282 3.500% 01-Dec-2047, 3.50%, 12/01/47 FN 3140J7UG8 - 106,819 $100,656 $100,656 0.00 $99,171
FHLMC 30yr Pool#ZT1633 4.000% 01-Mar-2047, 4.00%, 03/01/47 FR 3132ADY69 - 103,573 $100,219 $100,219 0.00 $99,148
FNMA 30yr Pool#CA0108 3.500% 01-Aug-2047, 3.50%, 08/01/47 FN 3140Q7DN4 - 98,822 $92,840 $92,840 0.00 $91,746
Fannie Mae REMIC Trust 2013-130 FN 4.07658% 25-OCT-2042, 4.08%, 10/25/42 FNR 2013-130 3136AHG53 - 82,845 $82,453 $82,453 0.00 $82,228
FHLMC 30yr Pool#ZM7926 5.000% 01-Sep-2048, 5.00%, 09/01/48 FR 3131Y2YX0 - 76,255 $77,059 $77,059 0.00 $76,382
FNMA 30yr Pool#MA1447 3.000% 01-May-2043, 3.00%, 05/01/43 FN 31418ATD0 - 72,522 $67,684 $67,684 0.00 $65,603
FHLMC 30yr Pool#QA2159 3.000% 01-Aug-2049, 3.00%, 08/01/49 FR 31334YMG9 - 74,339 $65,512 $65,512 0.00 $64,965
FNMA 30yr Pool#AS8547 3.000% 01-Nov-2046, 3.00%, 11/01/46 FN 3138WJP93 - 70,042 $63,033 $63,033 0.00 $62,539
Sequoia Mortgage Trust 2019-CH3 A19 4.0% 25-OCT-2049, 4.00%, 09/25/49 SEMT 2019-CH3 81748GBN0 - 66,298 $61,456 $61,456 0.00 $61,103
FNMA 30yr Pool#BD2453 3.000% 01-Jan-2047, 3.00%, 01/01/47 FN 3140F9WP6 - 64,057 $58,045 $58,045 0.00 $57,530
FHLMC 30yr Pool#QF0488 5.500% 01-Sep-2052, 5.50%, 09/01/52 FR 3133BMRH0 - - $55,736 $55,736 0.00 $0
Fannie Mae REMIC Trust 2006-20 GF 4.07658% 25-APR-2036, 4.08%, 04/25/36 FNR 2006-20 31395BU43 - 49,250 $49,146 $49,146 0.00 $49,012
Fannie Mae REMIC Trust 2010-109 BS 14.22498% 25-OCT-2040, 14.22%, 10/25/40 FNR 2010-109 31398NTM6 - 41,248 $48,308 $48,308 0.00 $47,560
FHLMC 15yr Pool#ZK8962 3.000% 01-Sep-2032, 3.00%, 09/01/32 FR 3131XC5X1 - 47,279 $46,600 $46,600 0.00 $45,469
FHLMC 15yr Pool#ZS7403 3.000% 01-May-2031, 3.00%, 05/01/31 FR 3132A8GL7 - 40,622 $40,918 $40,918 0.00 $39,486
FNMA 15yr Pool#BO5957 3.000% 01-Dec-2034, 3.00%, 12/01/34 FN 3140K1TP1 - 40,853 $39,458 $39,458 0.00 $38,890
Freddie Mac Multiclass Certificates, Series 3380 FM 4.34733% 15-OCT-2037, 4.30%, 10/15/37 FHR 3380 31397KTJ0 - 38,961 $38,999 $38,999 0.00 $38,980
Freddie Mac Multiclass Certificates, Series 3721 FB 4.25733% 15-SEP-2040, 4.21%, 09/15/40 FHR 3721 3137GAD20 - 38,022 $37,891 $37,891 0.00 $37,873
FHLMC 30yr Pool#SD2897 5.500% 01-May-2053, 5.50%, 05/01/53 FR 3132DQGE0 - - $37,628 $37,628 0.00 $0
Ginnie Mae REMIC Trust 2008-013 FB 4.27549% 20-FEB-2038, 4.22%, 02/20/38 GNR 2008-13 38375PNL1 - 36,799 $36,720 $36,720 0.00 $36,594
FHLMC 30yr Pool#QZ9111 5.500% 01-Nov-2055, 5.50%, 11/01/55 FR 31427KDR3 - - $35,070 $35,070 0.00 $0
FHLMC 30yr Pool#SD3018 5.500% 01-May-2053, 5.50%, 05/01/53 FR 3132DQK70 - - $34,983 $34,983 0.00 $0
FNMA 30yr Pool#BC0870 3.500% 01-Jan-2046, 3.50%, 01/01/46 FN 3140EU6G9 - 34,898 $32,635 $32,635 0.00 $32,358
FNMA 15yr Pool#BO7717 3.000% 01-Nov-2034, 3.00%, 11/01/34 FN 3140K3SF0 - 30,699 $29,776 $29,776 0.00 $29,294
Ginnie Mae REMIC Trust 2007-040 FG 4.09549% 20-JUL-2037, 4.04%, 07/20/37 GNR 2007-40 38375KZS4 - 28,070 $27,936 $27,936 0.00 $27,843
FHLMC 15yr Pool#ZK9163 3.000% 01-Jan-2033, 3.00%, 01/01/33 FR 3131XDFC4 - 28,237 $27,689 $27,689 0.00 $27,118
FNMA 30yr Pool#BW6314 5.500% 01-Aug-2052, 5.50%, 08/01/52 FN 3140MYAQ5 - - $26,521 $26,521 0.00 $0
Ginnie Mae REMIC Trust 2004-069 CF 4.17549% 20-JUL-2034, 4.12%, 07/20/34 GNR 2004-69 38374JAT3 - 23,515 $23,474 $23,474 0.00 $23,396
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
Fannie Mae REMIC Trust 2013-2 QF 4.22658% 25-FEB-2043, 4.23%, 02/25/43 FNR 2013-2 3136AB4P5 - 22,252 $22,272 $22,272 0.00 $22,209
FHLMC 30yr Pool#ZN2165 4.500% 01-Dec-2048, 4.50%, 12/01/48 FR 3131Y8MN2 - 22,290 $22,049 $22,049 0.00 $21,856
Ginnie Mae REMIC Trust 2007-059 FA 4.27549% 20-OCT-2037, 4.22%, 10/20/37 GNR 2007-59 38375LPU8 - 21,967 $21,983 $21,983 0.00 $21,908
Ginnie Mae REMIC Trust 2010-133 FD 4.16954% 16-OCT-2040, 4.18%, 10/16/40 GNR 2010-133 38377MHV1 - 18,088 $18,074 $18,074 0.00 $18,068
Ginnie Mae REMIC Trust 2008-016 FC 4.27549% 20-FEB-2038, 4.22%, 02/20/38 GNR 2008-16 383742FU2 - 17,877 $17,842 $17,842 0.00 $17,781
Ginnie Mae REMIC Trust 2007-037 FW 4.08549% 20-JUN-2037, 4.03%, 06/20/37 GNR 2007-37 38375KNR9 - 17,654 $17,496 $17,496 0.00 $17,439
Ginnie Mae REMIC Trust 2005-065 FA 3.92549% 20-AUG-2035, 3.87%, 08/20/35 GNR 2005-65 38374LL25 - 16,956 $16,814 $16,814 0.00 $16,761
FHLMC 30yr Pool#QE6404 5.500% 01-Jul-2052, 5.50%, 07/01/52 FR 3133BGDH8 - - $16,500 $16,500 0.00 $0
Ginnie Mae REMIC Trust 2004-059 FP 4.03954% 16-AUG-2034, 4.05%, 08/16/34 GNR 2004-59 38374HYS3 - 16,240 $16,202 $16,202 0.00 $16,197
FHLMC 30yr Pool#QE8542 5.500% 01-Aug-2052, 5.50%, 08/01/52 FR 3133BJP30 - - $15,908 $15,908 0.00 $0
FHLMC 30yr Pool#ZT0252 3.000% 01-Dec-2047, 3.00%, 12/01/47 FR 3132ACH52 - 15,935 $14,675 $14,675 0.00 $14,311
Freddie Mac Multiclass Certificates, Series 2426 FL 4.40733% 15-MAR-2032, 4.36%, 03/15/32 FHR 2426 31339W7G5 - 14,366 $14,421 $14,421 0.00 $14,414
Fannie Mae REMIC Trust 2002-53 FK 4.12658% 25-APR-2032, 4.13%, 04/25/32 FNR 2002-53 31392EHN3 - 14,302 $14,326 $14,326 0.00 $14,286
Ginnie Mae REMIC Trust 2005-048 AF 3.97549% 20-JUN-2035, 3.92%, 06/20/35 GNR 2005-48 38374LHM6 - 14,273 $14,150 $14,150 0.00 $14,105
Fannie Mae REMIC Trust 2005-83 KT 4.02658% 25-OCT-2035, 4.03%, 10/25/35 FNR 2005-83 31394FUL7 - 12,540 $12,490 $12,490 0.00 $12,456
Fannie Mae REMIC Trust 2007-89 GF 4.24658% 25-SEP-2037, 4.25%, 09/25/37 FNR 2007-89 31396XPM0 - 11,907 $11,918 $11,918 0.00 $11,884
FNMA 30yr Pool#CB8995 5.500% 01-Aug-2054, 5.50%, 08/01/54 FN 3140QU7H3 - - $10,616 $10,616 0.00 $0
FHLMC 30yr Pool#ZM2269 3.000% 01-Dec-2046, 3.00%, 12/01/46 FR 3131XVQW8 - 11,583 $10,486 $10,486 0.00 $10,396
Freddie Mac Multiclass Certificates, Series 2551 FD 4.15733% 15-JAN-2033, 4.11%, 01/15/33 FHR 2551 31393JAZ1 - 10,380 $10,369 $10,369 0.00 $10,364
Ginnie Mae REMIC Trust 2012-075 FP 4.07549% 20-JUL-2041, 4.02%, 07/20/41 GNR 2012-75 38378EZ55 - 9,849 $9,881 $9,881 0.00 $9,849
Ginnie Mae REMIC Trust 2007-061 FA 4.27549% 20-OCT-2037, 4.22%, 10/20/37 GNR 2007-61 38375LLN8 - 8,989 $8,997 $8,997 0.00 $8,966
Fannie Mae REMIC Trust 2010-123 FL 4.15658% 25-NOV-2040, 4.16%, 11/25/40 FNR 2010-123 31398N2W3 - 8,151 $8,152 $8,152 0.00 $8,130
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 $7,814 $7,814 0.00 $7,810
FNMA 15yr Pool#AS8207 2.500% 01-Oct-2031, 2.50%, 10/01/31 FN 3138WJDM7 - 7,889 $7,741 $7,741 0.00 $7,551
Fannie Mae REMIC Trust 2012-100 FG 4.12658% 25-SEP-2042, 4.13%, 09/25/42 FNR 2012-100 3136A8QW3 - 7,108 $7,087 $7,087 0.00 $7,067
Fannie Mae REMIC Trust 2003-87 FG 4.22658% 25-SEP-2033, 4.23%, 09/25/33 FNR 2003-87 31393E4W6 - 6,821 $6,849 $6,849 0.00 $6,830
FNMA 15yr Pool#AS7643 2.500% 01-Aug-2031, 2.50%, 08/01/31 FN 3138WHP55 - 6,899 $6,812 $6,812 0.00 $6,607
FNMA 15yr Pool#BM1036 2.500% 01-Feb-2032, 2.50%, 02/01/32 FN 3140J5EJ4 - 6,919 $6,807 $6,807 0.00 $6,622
Freddie Mac Multiclass Certificates, Series 3028 FM 4.00733% 15-SEP-2035, 3.96%, 09/15/35 FHR 3028 31396AFB5 - 6,813 $6,785 $6,785 0.00 $6,782
Ginnie Mae REMIC Trust 2007-018 FD 4.07549% 20-APR-2037, 4.02%, 04/20/37 GNR 2007-18 38375JC86 - 6,631 $6,568 $6,568 0.00 $6,547
Ginnie Mae REMIC Trust 2010-006 FG 4.33954% 16-JAN-2040, 4.35%, 01/16/40 GNR 2010-6 38376TSC7 - 6,087 $6,077 $6,077 0.00 $6,075
Fannie Mae REMIC Trust 2002-16 VF 4.27658% 25-APR-2032, 4.28%, 04/25/32 FNR 2002-16 31392CWW0 - 5,935 $5,964 $5,964 0.00 $5,947
FHLMC 15yr Pool#ZK8405 2.500% 01-Dec-2031, 2.50%, 01/22/31 FR 3131XCKS5 - 6,005 $5,900 $5,900 0.00 $5,739
Fannie Mae REMIC Trust 2010-95 FB 4.12658% 25-SEP-2040, 4.13%, 09/25/40 FNR 2010-95 31398NEX8 - 5,088 $5,091 $5,091 0.00 $5,077
FHLMC 30yr Pool#SD1966 4.000% 01-Nov-2052, 4.00%, 11/01/52 FR 3132DPFF0 - - $3,817 $3,817 0.00 $0
Freddie Mac Multiclass Certificates, Series 3738 FD 4.05733% 15-AUG-2040, 4.01%, 08/15/40 FHR 3738 3137GAYQ4 - 3,181 $3,183 $3,183 0.00 $3,181
FHLMC 30yr Pool#ZN0650 3.000% 01-Mar-2043, 3.00%, 03/01/43 FR 3131Y6WK1 - 1,024 $934 $934 0.00 $926
FNMA 30yr Pool#FS2238 4.000% 01-Mar-2051, 4.00%, 03/01/51 FN 3140XHPY7 - - $928 $928 0.00 $0
Freddie Mac Multiclass Certificates, Series 2469 FE 4.25733% 15-JUL-2032, 4.21%, 07/15/32 FHR 2469 31392RC58 - 699.00 $699 $699 0.00 $699
Ginnie Mae REMIC Trust 1999-27 FE 4.13954% 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 4.12549% 20-JUN-2040, 4.07%, 06/20/40 GNR 2010-125 38377JYJ6 - 307.00 $307 $307 0.00 $306
US ULTRA BOND CBT Sep26 SEP 26 WNU6 FUTURES_USD - -305.00 $-35,427,656 $0 0.00 $0
US 10yr Ultra Fut Sep26 SEP 26 UXYU6 FUTURES_USD - -1,861 $-208,751,859 $0 0.00 $0
US 10YR NOTE (CBT)Sep26 SEP 26 TYU6 FUTURES_USD - -2,569 $-281,626,625 $0 0.00 $0
US 5YR NOTE (CBT) Sep26 SEP 26 FVU6 FUTURES_USD - -2,188 $-233,842,500 $0 0.00 $0
US 2YR NOTE (CBT) Sep26 SEP 26 TUU6 FUTURES_USD - 4,613 $950,133,844 $0 0.00 $0
UMBS TBA 30yr 6% July Delivery, 6.00%, 07/13/26 FNCL 01F060675 - -50,522,661 $-51,513,916 $-51,513,916 -0.76 $-51,513,916
UMBS TBA 30yr 5.5% July Delivery, 5.50%, 07/13/26 FNCL 01F052672 - -360,887,776 $-361,591,507 $-361,591,507 -5.32 $-361,591,507
UMBS TBA 30yr 5% July Delivery, 5.00%, 07/13/26 FNCL 01F050676 - -493,733,561 $-484,542,217 $-484,542,217 -7.13 $-484,542,217
UMBS TBA 30yr 4% July Delivery, 4.00%, 07/13/26 FNCL 01F040677 - -548,856,829 $-512,877,068 $-512,877,068 -7.55 $-512,877,068
UMBS TBA 30yr 4.5% July Delivery, 4.50%, 07/13/26 FNCL 01F042673 - -600,152,333 $-574,950,136 $-574,950,136 -8.46 $-574,950,136
SEGREGATED CASH SEGCASH $0.00 24,210,000 $24,210,000 $24,210,000 0.36 $24,210,000
ALMSUM ALMSUM $0.00 - $0 $0 0.00 $0
US DOLLARS USD MD_142224 - -2,228,704,094 $-2,228,704,094 $-2,228,704,094 -32.80 $-2,228,704,094
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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