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For Individual Investors in the US

Mortgage-Backed Securities ETF Holdings

Full Portfolio Holdings

(As of August 14, 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% September Delivery, 2.50%, 09/14/26 FNCL 01F022691 - 1,393,917,386 $1,140,348,480 $1,140,348,480 16.97 $1,140,348,480
GNMA II TBA 30yr 2.5% September Delivery, 2.50%, 09/21/26 G2SF 21H022697 - 710,603,414 $595,294,509 $595,294,509 8.86 $595,294,509
UMBS TBA 30yr 4% September Delivery, 4.00%, 09/14/26 FNCL 01F040693 - 530,843,829 $486,824,135 $486,824,135 7.25 $486,824,135
UMBS TBA 30yr 3% September Delivery, 3.00%, 09/14/26 FNCL 01F030694 - 422,492,149 $361,232,900 $361,232,900 5.38 $361,232,900
FNMA 30yr Pool#FA5633 4.500% 01-Sep-2053, 4.50%, 09/01/53 FN 3140W6HK1 - 317,433,858 $310,019,978 $310,019,978 4.62 $305,314,099
UMBS TBA 30yr 2% September Delivery, 2.00%, 09/14/26 FNCL 01F020695 - 360,986,255 $282,036,756 $282,036,756 4.20 $282,036,756
UMBS TBA 30yr 6% September Delivery, 6.00%, 09/14/26 FNCL 01F060691 - 232,421,092 $235,777,253 $235,777,253 3.52 $235,777,253
GNMA II TBA 30yr 5% September Delivery, 5.00%, 09/21/26 G2SF 21H050698 - 198,508,194 $193,101,823 $193,101,823 2.88 $193,101,823
UMBS TBA 30yr 6.5% September Delivery, 6.50%, 09/14/26 FNCL 01F062697 - 174,168,000 $180,039,203 $180,039,203 2.69 $180,039,203
GNMA II TBA 30yr 5.5% September Delivery, 5.50%, 09/21/26 G2SF 21H052694 - 164,697,000 $164,151,524 $164,151,524 2.45 $164,151,524
GNMA II TBA 30yr 3% September Delivery, 3.00%, 09/21/26 G2SF 21H030690 - 182,289,962 $158,813,202 $158,813,202 2.37 $158,813,202
FHLMC 30yr Pool#RJ6896 5.500% 01-Jun-2056, 5.50%, 06/01/56 FR 3142GXUW5 - 154,563,166 $155,747,209 $155,747,209 2.33 $155,416,616
UMBS TBA 30yr 3.5% September Delivery, 3.50%, 09/14/26 FNCL 01F032690 - 155,843,000 $138,690,296 $138,690,296 2.07 $138,690,296
FNMA 30yr Pool#FA5419 4.500% 01-Aug-2053, 4.50%, 08/01/53 FN 3140W6AV4 - 139,544,616 $134,653,510 $134,653,510 2.00 $132,906,315
FNMA 30yr Pool#FA5682 5.500% 01-May-2056, 5.50%, 05/01/56 FN 3140W6J45 - 132,802,396 $133,860,317 $133,860,317 1.99 $133,535,689
FNMA 30yr Pool#CB9787 5.000% 01-Jan-2055, 5.00%, 01/01/55 FN 3140QV2V5 - 127,496,957 $126,722,090 $126,722,090 1.88 $124,591,441
GNMA II TBA 30yr 3.5% September Delivery, 3.50%, 09/21/26 G2SF 21H032696 - 132,283,377 $116,238,858 $116,238,858 1.73 $116,238,858
FNMA 30yr Pool#FA2754 4.500% 01-Jan-2049, 4.50%, 01/01/49 FN 3140W3BY4 - 111,308,879 $107,652,505 $107,652,505 1.60 $106,693,997
GNMA II TBA 30yr 4.5% September Delivery, 4.50%, 09/21/26 G2SF 21H042695 - 113,901,488 $107,249,755 $107,249,755 1.59 $107,249,755
FHLMC 30yr Pool#SL3899 5.000% 01-Jan-2056, 5.00%, 01/01/56 FR 31427RKM1 - 108,460,368 $106,920,792 $106,920,792 1.59 $105,985,511
FNMA 30yr Pool#FS1133 4.000% 01-Oct-2051, 4.00%, 10/01/51 FN 3140XGHK8 - 104,852,216 $99,317,072 $99,317,072 1.48 $97,790,220
FNMA 30yr Pool#FM7460 4.000% 01-Mar-2051, 4.00%, 03/01/51 FN 3140XBJE1 - 99,657,089 $94,345,621 $94,345,621 1.40 $92,944,996
GNMA II TBA 30yr 4% September Delivery, 4.00%, 09/21/26 G2SF 21H040699 - 102,070,688 $92,746,429 $92,746,429 1.38 $92,746,429
FNMA 30yr Pool#FA5549 5.000% 01-Mar-2056, 5.00%, 03/01/56 FN 3140W6EX6 - 93,349,917 $91,883,487 $91,883,487 1.37 $90,907,093
FNMA 30yr Pool#FA4553 5.000% 01-Feb-2056, 5.00%, 02/01/56 FN 3140W5BX1 - 84,578,380 $84,440,972 $84,440,972 1.26 $83,065,069
FNMA 30yr Pool#FA3025 5.500% 01-Sep-2055, 5.50%, 09/01/55 FN 3140W3LF4 - 82,153,765 $84,074,173 $84,074,173 1.25 $82,582,422
FHLMC 30yr Pool#SL5254 4.500% 01-Sep-2051, 4.50%, 09/01/51 FR 31427SZU5 - 83,613,315 $81,432,218 $81,432,218 1.21 $80,420,923
FNMA 30yr Pool#FS9005 5.500% 01-Sep-2054, 5.50%, 09/01/54 FN 3140XRAF2 - 76,211,199 $78,376,527 $78,376,527 1.17 $76,570,232
FHLMC 30yr Pool#SL5145 5.000% 01-Feb-2056, 5.00%, 02/01/56 FR 31427SWF1 - 78,868,982 $77,429,446 $77,429,446 1.15 $76,805,102
FHLMC 30yr Pool#SL2464 4.500% 01-Dec-2048, 4.50%, 12/01/48 FR 31427PW26 - 77,692,516 $75,786,379 $75,786,379 1.13 $74,471,374
FHLMC 30yr Pool#RJ4363 5.500% 01-Jun-2055, 5.50%, 06/01/55 FR 3142GUZ55 - 70,785,574 $72,182,972 $72,182,972 1.07 $71,383,685
FNMA 30yr Pool#FA3036 5.500% 01-Oct-2055, 5.50%, 10/01/55 FN 3140W3LS6 - 69,562,901 $72,168,419 $72,168,419 1.07 $70,150,681
FNMA 30yr Pool#CB9331 5.500% 01-Oct-2054, 5.50%, 10/01/54 FN 3140QVLM4 - 70,815,419 $72,097,452 $72,097,452 1.07 $71,149,033
FHLMC 30yr Pool#SD1046 4.000% 01-Jul-2052, 4.00%, 07/01/52 FR 3132DNET6 - 75,216,230 $70,869,773 $70,869,773 1.05 $69,832,492
FHLMC 30yr Pool#RJ6445 5.000% 01-Apr-2056, 5.00%, 04/01/56 FR 3142GXET0 - 68,480,503 $67,602,498 $67,602,498 1.01 $66,501,287
FNMA 30yr Pool#FA3037 5.500% 01-Oct-2055, 5.50%, 10/01/55 FN 3140W3LT4 - 65,597,193 $67,014,825 $67,014,825 1.00 $66,008,037
FHLMC 30yr Pool#SL3985 5.000% 01-Jan-2056, 5.00%, 01/01/56 FR 31427RNB2 - 65,114,423 $64,443,579 $64,443,579 0.96 $63,500,927
FNMA 30yr Pool#FA0574 5.500% 01-Jan-2055, 5.50%, 01/01/55 FN 3140W0T88 - 61,680,806 $63,817,321 $63,817,321 0.95 $62,160,153
FHLMC 30yr Pool#SL4515 5.000% 01-Apr-2056, 5.00%, 04/01/56 FR 31427SAR9 - 63,727,576 $62,667,222 $62,667,222 0.93 $62,148,446
FNMA 30yr Pool#FS8993 6.000% 01-Jul-2054, 6.00%, 07/01/54 FN 3140XQ7F8 - 56,004,505 $59,293,984 $59,293,984 0.88 $57,211,272
FNMA 30yr Pool#FA4990 5.000% 01-Mar-2056, 5.00%, 03/01/56 FN 3140W5RL0 - 57,935,302 $57,467,390 $57,467,390 0.85 $56,783,750
FNMA 30yr Pool#FA4270 5.000% 01-Dec-2055, 5.00%, 12/01/55 FN 3140W4W86 - 57,092,120 $56,626,350 $56,626,350 0.84 $55,960,106
FHLMC 30yr Pool#RJ6942 5.500% 01-Jun-2056, 5.50%, 06/01/56 FR 3142GXWC7 - 54,631,601 $55,826,801 $55,826,801 0.83 $54,916,829
FNMA 30yr Pool#FA5046 5.000% 01-Mar-2056, 5.00%, 03/01/56 FN 3140W5TC8 - 56,070,445 $55,390,363 $55,390,363 0.82 $54,955,960
FHLMC 30yr Pool#SL1188 5.500% 01-Apr-2055, 5.50%, 04/01/55 FR 31427NKA6 - 53,965,701 $54,925,799 $54,925,799 0.82 $54,302,325
FNMA 30yr Pool#CB9654 5.000% 01-Dec-2054, 5.00%, 12/01/54 FN 3140QVWQ3 - 49,961,877 $49,318,970 $49,318,970 0.73 $48,823,300
FNMA 30yr Pool#FA2246 5.500% 01-Jul-2055, 5.50%, 07/01/55 FN 3140W2P88 - 46,577,654 $48,012,552 $48,012,552 0.71 $46,868,193
FHLMC 30yr Pool#SL0239 5.000% 01-Jan-2055, 5.00%, 01/01/55 FR 31427MHR5 - 48,457,050 $47,983,305 $47,983,305 0.71 $47,352,767
FNMA 30yr Pool#CC2018 5.500% 01-Feb-2056, 5.50%, 02/01/56 FN 3140Y8G42 - 45,591,639 $46,475,148 $46,475,148 0.69 $45,877,186
FNMA 30yr Pool#FA3128 5.500% 01-Oct-2055, 5.50%, 10/01/55 FN 3140W3PN3 - 44,684,391 $45,280,798 $45,280,798 0.67 $44,917,542
FNMA 30yr Pool#FA4155 5.000% 01-Jan-2056, 5.00%, 01/01/56 FN 3140W4TM9 - 44,378,084 $44,460,718 $44,460,718 0.66 $43,584,053
FHLMC 30yr Pool#SD7343 5.500% 01-Jan-2055, 5.50%, 01/01/55 FR 3132DVEQ4 - 41,800,811 $42,564,882 $42,564,882 0.63 $42,033,661
FNMA 30yr Pool#FA4202 5.000% 01-Jan-2056, 5.00%, 01/01/56 FN 3140W4U47 - 42,768,466 $42,265,376 $42,265,376 0.63 $41,918,378
FNMA 30yr Pool#CC1926 5.000% 01-Feb-2056, 5.00%, 02/01/56 FN 3140Y8D86 - 41,381,319 $41,170,288 $41,170,288 0.61 $40,722,003
FNMA 30yr Pool#FS9779 5.500% 01-Nov-2054, 5.50%, 11/01/54 FN 3140XR2M6 - 38,988,373 $40,282,882 $40,282,882 0.60 $39,240,616
FNMA 40yr Pool#BF0646 2.500% 01-Jun-2062, 2.50%, 06/01/62 FN 3140FXWG3 - 45,637,702 $37,641,185 $37,641,185 0.56 $37,056,708
New Residential Mortgage LLC 6.545% 25-MAR-2032, 6.54%, 03/25/32 NZES 2025-FHT 64832EAA7 - 34,530,915 $34,886,374 $34,886,374 0.52 $34,748,260
FHLMC 30yr Pool#SL0860 5.500% 01-Apr-2055, 5.50%, 04/01/55 FR 31427M5W7 - 34,015,950 $34,601,791 $34,601,791 0.51 $34,176,201
FHLMC 30yr Pool#SI2101 4.000% 01-Sep-2048, 4.00%, 09/01/48 FR 3133USKN0 - 36,392,546 $34,514,856 $34,514,856 0.51 $33,956,840
FHLMC 30yr Pool#SL4452 5.000% 01-Mar-2056, 5.00%, 03/01/56 FR 31427R5N6 - 34,250,425 $34,199,735 $34,199,735 0.51 $33,637,602
ACACIA 2026-1 LLC AB 0% 41, 5.44%, 07/15/41 ACACIA 2026-1 00402VAA3 - 34,000,000 $34,149,533 $34,149,533 0.51 $33,995,400
FNMA 40yr Pool#BF0598 2.500% 01-Mar-2062, 2.50%, 03/01/62 FN 3140FXUY6 - 41,479,664 $34,127,165 $34,127,165 0.51 $33,683,687
FHLMC 30yr Pool#RJ2205 5.500% 01-Aug-2054, 5.50%, 08/01/54 FR 3142GSNX2 - 33,542,533 $34,012,777 $34,012,777 0.51 $33,700,553
FNMA 30yr Pool#CC2016 5.500% 01-Feb-2056, 5.50%, 02/01/56 FN 3140Y8G26 - 33,069,013 $33,940,482 $33,940,482 0.50 $33,348,433
FHLMC 30yr Pool#SL0046 6.000% 01-Jan-2055, 6.00%, 01/01/55 FR 31427MBQ3 - 32,040,413 $33,849,001 $33,849,001 0.50 $32,729,740
FHLMC 30yr Pool#SL1632 4.000% 01-Nov-2053, 4.00%, 11/01/53 FR 31427NY60 - 34,936,535 $32,986,258 $32,986,258 0.49 $32,430,506
FNMA 30yr Pool#FA0576 5.500% 01-Jan-2055, 5.50%, 01/01/55 FN 3140W0UA1 - 31,767,711 $32,642,108 $32,642,108 0.49 $31,970,535
FNMA 30yr Pool#FA3191 5.500% 01-Oct-2055, 5.50%, 10/01/55 FN 3140W3RM3 - 30,760,935 $31,401,550 $31,401,550 0.47 $30,953,595
FNMA 30yr Pool#FA1951 6.000% 01-Jun-2055, 6.00%, 06/01/55 FN 3140W2EZ0 - 29,330,256 $31,099,735 $31,099,735 0.46 $29,976,760
FNMA 30yr Pool#FA4849 5.000% 01-Feb-2056, 5.00%, 02/01/56 FN 3140W5L77 - 30,564,025 $30,408,378 $30,408,378 0.45 $30,017,162
FNMA 30yr Pool#FA3682 5.500% 01-Feb-2055, 5.50%, 02/01/55 FN 3140W4CU9 - 29,208,625 $29,836,357 $29,836,357 0.44 $29,435,617
FNMA 30yr Pool#FA1557 6.000% 01-May-2055, 6.00%, 05/01/55 FN 3140W1WT6 - 27,668,475 $29,303,439 $29,303,439 0.44 $28,263,742
FNMA 30yr Pool#FA1560 5.500% 01-Apr-2055, 5.50%, 04/01/55 FN 3140W1WW9 - 28,364,760 $28,960,132 $28,960,132 0.43 $28,585,194
FHLMC 30yr Pool#SL0238 5.000% 01-May-2054, 5.00%, 05/01/54 FR 31427MHQ7 - 28,068,007 $28,124,461 $28,124,461 0.42 $27,428,368
FNMA 40yr Pool#BF0698 3.500% 01-Dec-2062, 3.50%, 12/01/62 FN 3140FXX49 - 30,778,854 $27,371,323 $27,371,323 0.41 $27,200,566
FNMA 30yr Pool#FA4117 4.500% 01-Sep-2051, 4.50%, 09/01/51 FN 3140W4SF5 - 27,644,083 $27,136,082 $27,136,082 0.40 $26,599,097
FHLMC 30yr Pool#SL1291 4.000% 01-Nov-2054, 4.00%, 11/01/54 FR 31427NNH8 - 28,742,389 $27,066,308 $27,066,308 0.40 $26,680,671
FHLMC 30yr Pool#SL2558 6.000% 01-Aug-2055, 6.00%, 08/01/55 FR 31427PZY3 - 25,580,124 $26,972,273 $26,972,273 0.40 $26,226,048
FNMA 30yr Pool#FA3105 6.000% 01-May-2055, 6.00%, 05/01/55 FN 3140W3NX3 - 25,490,120 $26,651,183 $26,651,183 0.40 $26,051,403
FNMA 30yr Pool#FA1798 4.000% 01-Aug-2052, 4.00%, 08/01/52 FN 3140W17L1 - 27,423,086 $25,824,060 $25,824,060 0.38 $25,462,342
FHLMC 30yr Pool#SL4437 6.000% 01-Sep-2054, 6.00%, 09/01/54 FR 31427R4X5 - 24,082,321 $25,011,463 $25,011,463 0.37 $24,782,529
FNMA 30yr Pool#FA5758 5.500% 01-Feb-2056, 5.50%, 02/01/56 FN 3140W6MG4 - 24,085,531 $24,552,321 $24,552,321 0.37 $24,198,999
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA2 B2 12.11608% 25-FEB-2042, 12.12%, 02/25/42 STACR 2022-DNA2 35564KSQ3 - 23,346,843 $24,368,302 $24,368,302 0.36 $24,203,293
NRM MSR-Collateralized Notes, Series 2024-FNT1 A 7.398% 25-NOV-2029, 7.40%, 11/25/31 NZES 2024-FNT1 62956YAA7 - 23,187,202 $23,414,381 $23,414,381 0.35 $23,309,551
FHLMC 30yr Pool#SD3271 5.500% 01-Jun-2053, 5.50%, 06/01/53 FR 3132DQT48 - 22,517,375 $22,996,952 $22,996,952 0.34 $22,623,077
Rithm Capital Corp. 8.5% 01-JUN-2031, 8.50%, 06/01/31 RITM 64828TAD4 - 21,732,000 $22,454,728 $22,454,728 0.33 $21,977,530
FNMA 30yr Pool#FA4386 5.500% 01-Jan-2056, 5.50%, 01/01/56 FN 3140W42U0 - 21,027,995 $21,756,935 $21,756,935 0.32 $21,205,674
FHLMC 30yr Pool#SD3669 5.500% 01-Sep-2053, 5.50%, 09/01/53 FR 3132E0CE0 - 21,325,248 $21,611,279 $21,611,279 0.32 $21,418,010
FNMA 30yr Pool#CC1195 5.000% 01-Oct-2055, 5.00%, 10/01/55 FN 3140Y7KH0 - 21,332,495 $21,121,644 $21,121,644 0.31 $20,950,806
PRET 2025-RPL3 Trust A1 4.15% 25-APR-2065, 4.15%, 04/25/65 PRET 2025-RPL3 69382RAA1 - 21,245,763 $20,697,527 $20,697,527 0.31 $20,584,865
FHLMC 30yr Pool#TB3130 5.500% 01-May-2056, 5.50%, 05/01/56 FR 3142K4PQ3 - 20,300,761 $20,585,707 $20,585,707 0.31 $20,394,430
FNMA 30yr Pool#FM7840 4.000% 01-Apr-2050, 4.00%, 04/01/50 FN 3140XBWA4 - 21,759,011 $20,581,393 $20,581,393 0.31 $20,293,501
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-DNA6 B2 11.11608% 25-OCT-2041, 11.12%, 10/25/41 STACR 2021-DNA6 35564KLV9 - 19,937,000 $20,502,319 $20,502,319 0.30 $20,176,907
FHLMC 30yr Pool#TB5153 5.500% 01-Jun-2056, 5.50%, 06/01/56 FR 3142K6WP2 - 19,959,444 $20,364,272 $20,364,272 0.30 $20,051,538
RCKT Mortgage Trust 2026-CES2 A3 5.255% 25-FEB-2056, 5.25%, 02/25/56 RCKT 2026-CES2 74940EAD9 - 20,600,000 $20,292,419 $20,292,419 0.30 $20,154,096
Connecticut Avenue Securities Trust 2023-R06 1B1 7.51608% 25-JUL-2043, 7.52%, 07/25/43 CAS 2023-R06 20754EAF2 - 19,155,535 $20,167,399 $20,167,399 0.30 $20,083,414
FNMA 30yr Pool#FS7225 4.000% 01-Aug-2051, 4.00%, 08/01/51 FN 3140XPA33 - 20,954,960 $19,782,101 $19,782,101 0.29 $19,552,472
Figure Technology Solutions, Inc. 8.5% 31-JUL-2031, 8.50%, 07/31/31 FIGR 349381AA1 - 19,574,000 $19,680,469 $19,680,469 0.29 $19,523,333
FNMA 30yr Pool#FS4781 4.000% 01-Oct-2051, 4.00%, 10/01/51 FN 3140XLJ33 - 20,588,499 $19,640,842 $19,640,842 0.29 $19,201,824
FHLMC 30yr Pool#SD5061 5.500% 01-Mar-2054, 5.50%, 03/01/54 FR 3132DSTS1 - 19,148,299 $19,626,553 $19,626,553 0.29 $19,309,695
Connecticut Avenue Securities, Series 2020-SBT1 1B1 10.48056% 25-FEB-2040, 10.48%, 02/25/40 CAS 2020-SBT1 20753VBT4 - 18,982,000 $19,618,876 $19,618,876 0.29 $19,502,827
FNMA 30yr Pool#FA5284 5.500% 01-Apr-2056, 5.50%, 04/01/56 FN 3140W52S2 - 18,994,870 $19,494,548 $19,494,548 0.29 $19,037,237
Structured Agency Credit Risk (STACR) Debt Notes, Series 2022-HQA1 M2 8.86608% 25-MAR-2042, 8.87%, 03/25/42 STACR 2022-HQA1 35564KTJ8 - 18,827,747 $19,368,207 $19,368,207 0.29 $19,270,832
FNMA 30yr Pool#CB7112 5.500% 01-Sep-2053, 5.50%, 09/01/53 FN 3140QS3W9 - 18,984,475 $19,334,507 $19,334,507 0.29 $19,067,055
FNMA 40yr Pool#BF0226 3.500% 01-Jan-2058, 3.50%, 01/01/58 FN 3140FXHC9 - 20,684,629 $18,986,598 $18,986,598 0.28 $18,663,281
Finance of America Structured Securities Trust, 2025-S1 A1 3.5% 25-FEB-2075, 3.50%, 02/25/75 FASST 2025-S1 31741BAB0 - 19,431,135 $18,967,891 $18,967,891 0.28 $18,926,330
FNMA 30yr Pool#FS6382 4.000% 01-Aug-2051, 4.00%, 08/01/51 FN 3140XNCU6 - 19,721,000 $18,663,522 $18,663,522 0.28 $18,401,099
FINANCE OF AMERICA STRUC 3.28125% 74, 3.50%, 04/25/74 FASST 2024-S3 31739WAB8 - 18,733,568 $18,469,119 $18,469,119 0.27 $18,429,050
FNMA 40yr Pool#BF0807 3.500% 01-Apr-2064, 3.50%, 04/01/64 FN 3140FX3R1 - 20,435,528 $18,336,511 $18,336,511 0.27 $18,061,022
RFT 2026-RR1 Trust|6.631|07/27/2030, 6.63%, 07/27/30 RFT 2026-RR1 76201CAA8 - 17,845,000 $17,917,756 $17,917,756 0.27 $17,852,017
FNMA 40yr Pool#BF0713 4.000% 01-Mar-2063, 4.00%, 03/01/63 FN 3140FXYK2 - 18,959,683 $17,887,059 $17,887,059 0.27 $17,500,830
FNMA 30yr Pool#FS5028 4.000% 01-Oct-2051, 4.00%, 10/01/51 FN 3140XLSS8 - 18,833,992 $17,750,284 $17,750,284 0.26 $17,565,487
FHLMC 30yr Pool#QJ9063 5.000% 01-Nov-2054, 5.00%, 11/01/54 FR 3133D1B81 - 17,768,635 $17,500,133 $17,500,133 0.26 $17,350,818
SALUDA GRADE ALTERNATIVE M 5.749% 31, 5.75%, 03/25/31 GRADE 2026-RTL7 79584UAA9 - 17,370,000 $17,350,627 $17,350,627 0.26 $17,139,811
FNMA 30yr Pool#FA1549 5.500% 01-May-2055, 5.50%, 05/01/55 FN 3140W1WK5 - 16,771,657 $17,335,438 $17,335,438 0.26 $16,876,700
FNMA 30yr Pool#FS2863 4.000% 01-Sep-2052, 4.00%, 09/01/52 FN 3140XJFD0 - 18,278,155 $17,214,580 $17,214,580 0.26 $16,968,455
FHLMC 30yr Pool#QY8779 6.000% 01-Jul-2055, 6.00%, 07/01/55 FR 31426TXH5 - 15,260,100 $16,485,643 $16,485,643 0.25 $15,646,849
RCKT MOR 2025-CES9 FLT 2055 A1B, 5.00%, 09/25/55 RCKT 2025-CES9 74942JAB0 - 16,193,451 $16,070,337 $16,070,337 0.24 $15,966,941
SALUDA GR ALT MTG TR 2025-LOC5 A1B, 5.52%, 10/25/55 GRADE 2025-LOC5 79581XAC2 - 15,693,000 $15,815,321 $15,815,321 0.24 $15,762,375
Connecticut Avenue Securities Trust 2022-R02 2B2 11.26608% 25-JAN-2042, 11.27%, 01/25/42 CAS 2022-R02 20754BAJ0 - 15,154,500 $15,662,047 $15,662,047 0.23 $15,562,453
Vontive Mortgage Trust 2025-RTL1 A1 6.507% 25-MAR-2030, 6.51%, 03/25/30 VNTV 2025-RTL1 928884AA3 - 15,444,000 $15,598,164 $15,598,164 0.23 $15,536,750
FNMA 30yr Pool#FA1358 4.500% 01-May-2050, 4.50%, 05/01/50 FN 3140W1QL0 - 15,765,882 $15,556,237 $15,556,237 0.23 $15,132,308
UMBS TBA 30yr 5.5% September Delivery, 5.50%, 09/14/26 FNCL 01F052698 - 15,500,000 $15,403,822 $15,403,822 0.23 $15,403,822
FNMA 40yr Pool#BF0806 3.500% 01-Apr-2064, 3.50%, 04/01/64 FN 3140FX3Q3 - 16,687,215 $15,195,033 $15,195,033 0.23 $14,797,618
FNMA 40yr Pool#BF0801 2.500% 01-Apr-2064, 2.50%, 04/01/64 FN 3140FX3K6 - 18,013,405 $14,843,856 $14,843,856 0.22 $14,615,333
FHLMC 30yr Pool#SD0985 4.500% 01-Oct-2050, 4.50%, 10/01/50 FR 3132DNCW1 - 15,133,815 $14,828,917 $14,828,917 0.22 $14,561,736
FNMA 30yr Pool#FS8660 5.500% 01-Aug-2054, 5.50%, 08/01/54 FN 3140XQTS6 - 14,388,555 $14,663,970 $14,663,970 0.22 $14,456,340
GS Mortgage Securities MB FLTG 56, 5.03%, 11/25/56 GSMBS 2026-AH2 362984AA4 - 14,411,654 $14,456,729 $14,456,729 0.21 $14,414,428
FNMA 30yr Pool#DA1525 6.000% 01-Oct-2053, 6.00%, 10/01/53 FN 3140A1VT1 - 13,819,915 $14,260,036 $14,260,036 0.21 $14,134,568
FNMA 30yr Pool#FM4738 4.000% 01-Sep-2050, 4.00%, 09/01/50 FN 3140X8HQ3 - 15,098,477 $14,134,764 $14,134,764 0.21 $14,013,579
BMP Commercial Mortgage Trust 2024-MF23 A 5.04831% 15-JUN-2041, 5.05%, 06/15/41 BMP 2024-MF23 05593JAA8 - 14,000,000 $14,067,101 $14,067,101 0.21 $14,002,315
Saluda Grade Alternative Mortgage Trust 2026-HB1 A1B 5.2744% 25-APR-2056, 5.27%, 04/25/56 GRADE 2026-HB1 795939AC1 - 13,995,261 $14,064,608 $14,064,608 0.21 $14,017,447
PRET 2025-RPL1 Trust A1 4.0% 25-JUL-2069, 4.00%, 07/25/69 PRET 2025-RPL1 69392FAA5 - 14,403,102 $14,050,490 $14,050,490 0.21 $13,976,874
RCKT Mortgage Trust 2026-CES2 A2 5.055% 25-FEB-2056, 5.05%, 02/25/56 RCKT 2026-CES2 74940EAC1 - 14,268,000 $14,008,443 $14,008,443 0.21 $13,916,283
Galaxy XXVI CLO Ltd., 6.41%, 07/23/27 GLXYT 2025-1 362922AA4 - 13,808,763 $13,882,586 $13,882,586 0.21 $13,882,586
Central Park Funding Trust 2026-1|7.25|07/27/2028, 7.25%, 07/27/28 CPFTR 2026-1 154808AA7 - 13,800,000 $13,852,804 $13,852,804 0.21 $13,800,000
Saluda Grade Alternative Mortgage Trust 2024-RTL6 A1 7.439% 25-JUL-2030, 7.44%, 07/25/30 GRADE 2024-RTL6 79585UAA8 - 13,502,699 $13,591,231 $13,591,231 0.20 $13,462,882
FNMA 30yr Pool#FS9116 6.000% 01-Sep-2054, 6.00%, 09/01/54 FN 3140XRDW2 - 12,891,081 $13,562,987 $13,562,987 0.20 $13,168,423
FHLMC 30yr Pool#SD6178 4.500% 01-Jan-2051, 4.50%, 01/01/51 FR 3132DT2K5 - 13,579,326 $13,341,165 $13,341,165 0.20 $13,033,623
FHLMC 30yr Pool#SL3988 5.000% 01-Jan-2056, 5.00%, 01/01/56 FR 31427RNE6 - 13,230,189 $13,236,057 $13,236,057 0.20 $12,993,469
FNMA 30yr Pool#FA3563 5.500% 01-Nov-2055, 5.50%, 11/01/55 FN 3140W35Z8 - 12,808,241 $13,163,425 $13,163,425 0.20 $12,916,466
FINANCE OF AMER STR TR 2024-S2 A1, 3.50%, 04/25/74 FASST 2024-S2 31739VAA2 - 13,215,672 $13,091,254 $13,091,254 0.19 $13,062,988
FHLMC 30yr Pool#QH3192 6.000% 01-Oct-2053, 6.00%, 10/01/53 FR 3133CFRM3 - 12,662,379 $13,050,350 $13,050,350 0.19 $12,935,843
GS Mortgage-Backed Securities Trust 2025-RPL3 A1 4.1% 25-JUL-2065, 4.10%, 07/25/65 GSMBS 2025-RPL3 362963AA8 - 13,180,773 $12,735,697 $12,735,697 0.19 $12,666,644
FNMA 30yr Pool#CC0097 5.500% 01-Mar-2055, 5.50%, 03/01/55 FN 3140Y6DB3 - 12,420,316 $12,719,643 $12,719,643 0.19 $12,525,262
FHLMC 30yr Pool#SL4976 5.000% 01-Apr-2056, 5.00%, 04/01/56 FR 31427SQ68 - 12,775,947 $12,605,048 $12,605,048 0.19 $12,459,622
FHLMC 30yr Pool#SL4658 5.000% 01-Jan-2056, 5.00%, 01/01/56 FR 31427SE87 - 12,748,321 $12,590,344 $12,590,344 0.19 $12,432,426
Chase Mortgage Reference Notes, Series 2020-CL1 M1 6.08888% 25-OCT-2057, 6.09%, 10/25/57 CHASE 2020-CL1 46591HAG5 - 12,130,273 $12,551,140 $12,551,140 0.19 $12,508,056
FHLMC 30yr Pool#SD5963 6.000% 01-Jul-2054, 6.00%, 07/01/54 FR 3132DTTU4 - 11,933,701 $12,534,848 $12,534,848 0.19 $12,190,446
PRPM 2025-RCF3 LLC 5.25% 55, 5.25%, 07/25/55 PRPM 2025-RCF3 69392PAA3 - 12,320,619 $12,332,627 $12,332,627 0.18 $12,249,976
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2025-HQA1 M2 5.26608% 25-FEB-2045, 5.27%, 02/25/45 STACR 2025-HQA1 35564NHA4 - 11,998,722 $12,103,626 $12,103,626 0.18 $12,066,768
PRET 2025-RPL5 TRUST FLTG 2070 A1, 4.15%, 01/25/70 PRET 2025-RPL5 69393AAA5 - 12,265,169 $11,917,998 $11,917,998 0.18 $11,852,958
FHLMC 30yr Pool#QG6755 5.500% 01-Jun-2053, 5.50%, 06/01/53 FR 3133C7QG5 - 11,532,877 $11,685,816 $11,685,816 0.17 $11,587,015
FNMA 40yr Pool#BF0731 2.500% 01-Jun-2063, 2.50%, 06/01/63 FN 3140FXY55 - 14,005,433 $11,563,863 $11,563,863 0.17 $11,364,495
FNMA 30yr Pool#FS8717 6.000% 01-Jul-2054, 6.00%, 07/01/54 FN 3140XQVK0 - 10,781,565 $11,472,752 $11,472,752 0.17 $11,013,522
Foundation Finance Trust 2025-2 B 4.94% 15-APR-2052, 4.94%, 04/15/52 FFIN 2025-2A 35042NAB1 - 11,371,117 $11,322,956 $11,322,956 0.17 $11,273,024
FNMA 30yr Pool#FS7541 4.000% 01-Jun-2052, 4.00%, 06/01/52 FN 3140XPLX5 - 11,933,221 $11,312,783 $11,312,783 0.17 $11,129,496
Connecticut Avenue Securities Trust 2022-R06 1B2 14.21608% 25-MAY-2042, 14.22%, 05/25/42 CAS 2022-R06 20754NAR6 - 10,436,475 $11,283,313 $11,283,313 0.17 $11,196,767
FHLMC 30yr Pool#SD6558 6.000% 01-Sep-2054, 6.00%, 09/01/54 FR 3132DUJB4 - 10,528,974 $11,139,592 $11,139,592 0.17 $10,755,497
FNMA 30yr Pool#DE6043 6.000% 01-Aug-2055, 6.00%, 08/01/55 FN 3140BJWD5 - 10,329,779 $11,049,130 $11,049,130 0.16 $10,552,238
TOWD POINT MORTGAGE TRUST 2025 0% 65, 4.97%, 09/25/65 TPMT 2025-FIX1 89183MAA1 - 10,732,700 $10,723,391 $10,723,391 0.16 $10,655,260
Connecticut Avenue Securities Trust 2022-R04 1B2 13.11608% 25-MAR-2042, 13.12%, 03/25/42 CAS 2022-R04 20753YAL6 - 10,118,401 $10,704,144 $10,704,144 0.16 $10,626,727
METRONET INFRASTRUCTURE ISSU 5.4% 55, 5.40%, 08/20/55 MNET 2025-2A 59170JAX6 - 10,600,000 $10,653,368 $10,653,368 0.16 $10,610,438
Homeward Opportunities Fund Trust 2025-RRTL1 A1 5.476% 25-MAR-2040, 5.48%, 03/25/40 HOF 2025-RRTL1 437919AA1 - 10,475,000 $10,512,787 $10,512,787 0.16 $10,477,733
FNMA 40yr Pool#BF0783 3.500% 01-Dec-2063, 3.50%, 12/01/63 FN 3140FX2R2 - 11,482,564 $10,212,977 $10,212,977 0.15 $10,148,347
FHLMC 30yr Pool#QH3306 6.000% 01-Oct-2053, 6.00%, 10/01/53 FR 3133CFU72 - 9,839,078 $10,191,063 $10,191,063 0.15 $10,096,030
FNMA 30yr Pool#CC1844 5.500% 01-Jan-2056, 5.50%, 01/01/56 FN 3140Y8BN5 - 9,817,401 $10,128,946 $10,128,946 0.15 $9,900,354
Vista Point Securitization Trust 2025-CES2 A1 5.601% 25-AUG-2055, 5.60%, 08/25/55 VSTA 2025-CES2 92842UAA0 - 10,022,372 $10,091,972 $10,091,972 0.15 $10,020,244
TOWD PT MTG TR 2025-FIX2 FLTG A1, 5.25%, 10/25/65 TPMT 2025-FIX2 89183RAA0 - 10,025,494 $10,027,308 $10,027,308 0.15 $9,960,067
FNMA 30yr Pool#DE1157 6.000% 01-Jun-2055, 6.00%, 06/01/55 FN 3140BDJB7 - 9,338,463 $10,023,853 $10,023,853 0.15 $9,539,573
FNMA 30yr Pool#FA0470 6.000% 01-Jan-2055, 6.00%, 01/01/55 FN 3140W0QY4 - 9,455,477 $9,937,818 $9,937,818 0.15 $9,658,905
FIGRE TRUST 2025-HE4 FLTG 2055 C, 5.71%, 07/25/55 FIGRE 2025-HE4 31684PAC6 - 9,907,234 $9,914,368 $9,914,368 0.15 $9,842,096
FNMA 30yr Pool#FS6236 6.500% 01-Nov-2053, 6.50%, 11/01/53 FN 3140XM4W3 - 9,319,365 $9,890,245 $9,890,245 0.15 $9,693,019
Huntington Bank Auto Credit-Linked Notes, Series 2024-2 B1 5.442% 20-OCT-2032, 5.44%, 10/20/32 HACLN 2024-2 44644NAG4 - 9,778,437 $9,888,319 $9,888,319 0.15 $9,848,408
FHLMC 30yr Pool#TC0791 6.000% 01-Aug-2056, 6.00%, 08/01/56 FR 3133W42Y7 - 9,598,007 $9,824,948 $9,824,948 0.15 $9,799,353
Rithm Capital Corp. 8.0% 01-APR-2029, 8.00%, 04/01/29 RITM 64828TAB8 - 9,213,000 $9,623,911 $9,623,911 0.14 $9,345,474
FNMA 30yr Pool#FA4709 5.500% 01-Jul-2055, 5.50%, 07/01/55 FN 3140W5GT5 - 9,358,023 $9,555,800 $9,555,800 0.14 $9,436,899
RCKT MORTGAGE TRUST 2026-CES4 0% 56, 5.59%, 04/25/56 RCKT 2026-CES4 74940CAD3 - 9,483,000 $9,432,202 $9,432,202 0.14 $9,364,431
SALUDA GRADE ALTERNATIVE MORT A2, 6.75%, 03/25/31 GRADE 2026-RTL7 79584UAB7 - 9,418,000 $9,365,817 $9,365,817 0.14 $9,284,611
LHOME Mortgage Trust 2024-RTL5 A2 5.751% 25-SEP-2039, 5.75%, 09/25/39 LHOME 2024-RTL5 50205WAB3 - 9,325,000 $9,360,848 $9,360,848 0.14 $9,328,075
CONNECTICUT AVENUE SECUR 5.95001% 45, 5.22%, 07/25/45 CAS 2025-R05 20753CAC4 - 9,254,000 $9,310,011 $9,310,011 0.14 $9,281,854
Structured Agency Credit Risk (STACR) Debt Notes, Series 2022-HQA1 B2 14.61608% 25-MAR-2042, 14.62%, 03/25/42 STACR 2022-HQA1 35564KUL1 - 8,744,740 $9,309,652 $9,309,652 0.14 $9,235,094
FHLMC 30yr Pool#SD5224 6.000% 01-Mar-2054, 6.00%, 03/01/54 FR 3132DSYV8 - 8,754,816 $9,264,004 $9,264,004 0.14 $8,943,462
FNMA 30yr Pool#FS6662 4.000% 01-Oct-2051, 4.00%, 10/01/51 FN 3140XNML5 - 9,748,307 $9,220,038 $9,220,038 0.14 $9,091,740
FHLMC 30yr Pool#QH4373 6.000% 01-Nov-2053, 6.00%, 11/01/53 FR 3133CG2E6 - 8,792,936 $9,061,993 $9,061,993 0.13 $8,982,833
New Residential Mortgag MB 4.00%65, 4.00%, 12/25/65 NRZT 2026-RPL1 64832TAP1 - 9,673,000 $9,059,753 $9,059,753 0.13 $9,010,314
FNMA 30yr Pool#FS2144 3.500% 01-Jun-2052, 3.50%, 06/01/52 FN 3140XHL21 - 9,459,197 $8,668,190 $8,668,190 0.13 $8,554,951
Connecticut Avenue Securities Trust 2022-R01 1B2 9.61608% 25-DEC-2041, 9.62%, 12/25/41 CAS 2022-R01 20754LAJ8 - 8,210,585 $8,385,897 $8,385,897 0.12 $8,339,841
Freddie Mac Multiclass Certificates, Series 5164 FA 3.86608% 25-NOV-2051, 3.87%, 11/25/51 FHR 5164 3137H3PY2 - 9,226,862 $8,349,347 $8,349,347 0.12 $8,327,547
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA5 M2 10.36608% 25-JUN-2042, 10.37%, 06/25/42 STACR 2022-DNA5 35564KYW3 - 7,918,000 $8,339,510 $8,339,510 0.12 $8,291,631
Connecticut Avenue Securities, Series 2021-R01 1B2 9.61608% 25-OCT-2041, 9.62%, 10/25/41 CAS 2021-R01 20754RAJ5 - 8,220,000 $8,336,456 $8,336,456 0.12 $8,290,347
FNMA 30yr Pool#FS7117 6.500% 01-Feb-2054, 6.50%, 02/01/54 FN 3140XN4B7 - 7,800,782 $8,281,362 $8,281,362 0.12 $8,113,549
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-HQA3 B2 9.86608% 25-SEP-2041, 9.87%, 09/25/41 STACR 2021-HQA3 35564KKL2 - 8,130,878 $8,221,158 $8,221,158 0.12 $8,174,363
Ally Bank Auto Credit-Linked Notes, Series 2025-A C 4.844% 15-JUN-2033, 4.84%, 06/15/33 ABCLN 2025-A 02007G5F6 - 8,147,748 $8,194,901 $8,194,901 0.12 $8,159,819
Aspire Mortgage Trust 2026-1 A1 4.855% 25-JAN-2066, 4.86%, 01/25/66 SPIRE 2026-1 04539FAA6 - 8,283,745 $8,177,078 $8,177,078 0.12 $8,159,203
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA2 M2 7.36608% 25-FEB-2042, 7.37%, 02/25/42 STACR 2022-DNA2 35564KRN1 - 7,989,120 $8,132,643 $8,132,643 0.12 $8,098,314
FNMA 30yr Pool#DA0026 6.000% 01-Sep-2053, 6.00%, 09/01/53 FN 3140A0A41 - 7,687,685 $7,932,767 $7,932,767 0.12 $7,862,719
FNMA 30yr Pool#DH1175 5.500% 01-May-2056, 5.50%, 05/01/56 FN 3140UGJV5 - 7,819,991 $7,878,068 $7,878,068 0.12 $7,814,060
Brean Asset Backed Securities Trust 2024-RM8 A1 4.5% 25-MAY-2064, 4.50%, 05/25/64 BABS 2024-RM8 10637YAA3 - 7,996,549 $7,877,831 $7,877,831 0.12 $7,855,840
Connecticut Avenue Securities Trust 2025-R01 1M2 5.11608% 25-JAN-2045, 5.12%, 01/25/45 CAS 2025-R01 20755JAC7 - 7,839,000 $7,868,609 $7,868,609 0.12 $7,845,214
FHLMC 30yr Pool#SD7417 5.500% 01-Jan-2055, 5.50%, 01/01/55 FR 3132DVG25 - 7,583,917 $7,830,623 $7,830,623 0.12 $7,642,855
FIGRE TRUST 2025 HE4 FLTG 2055 B, 5.61%, 07/25/55 FIGRE 2025-HE4 31684PAB8 - 7,670,295 $7,675,900 $7,675,900 0.11 $7,620,936
PRPM 2025-RPL4 A1, 3.00%, 05/25/55 PRPM 2025-RPL4 74448NAA2 - 7,870,583 $7,549,049 $7,549,049 0.11 $7,518,879
FHLMC 30yr Pool#QY9874 6.000% 01-Aug-2055, 6.00%, 08/01/55 FR 31426U6L3 - 7,184,816 $7,508,707 $7,508,707 0.11 $7,339,546
SALUDA GR ALT MTG TR 25 RRTL1 A1, 5.32%, 10/25/40 GRADE 2025-RRTL1 79582NAA7 - 7,388,000 $7,403,464 $7,403,464 0.11 $7,353,242
Fannie Mae REMIC Trust 2022-65 FB 4.41608% 25-SEP-2052, 4.42%, 09/25/52 FNR 2022-65 3136BPCQ2 - 7,447,885 $7,389,007 $7,389,007 0.11 $7,368,908
BAYVIEW OPPORTUNITY MAS MB FLTG 56, 5.80%, 07/25/56 BVCES 2026-1 07337MAC4 - 7,356,000 $7,373,561 $7,373,561 0.11 $7,319,082
RENEU 2026-RTL1 MB 5.93%41, 5.89%, 06/25/41 RENEU 2026-RTL1 759964AA7 - 7,339,000 $7,361,994 $7,361,994 0.11 $7,335,569
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-DNA7 B2 11.41608% 25-NOV-2041, 11.42%, 11/25/41 STACR 2021-DNA7 35564KNE5 - 6,910,000 $7,084,911 $7,084,911 0.11 $7,038,894
Alterna Funding III A 6.26% 15-MAY-2039, 6.26%, 05/16/39 TAX 2024-1A 02157JAA3 - 6,957,177 $7,003,399 $7,003,399 0.10 $6,964,686
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 $6,932,297 $6,932,297 0.10 $6,885,142
LHOME Mortgage Trust 2024-RTL4 A2 6.092% 25-JUL-2039, 6.09%, 07/25/39 LHOME 2024-RTL4 50205PAB8 - 6,870,000 $6,896,570 $6,896,570 0.10 $6,870,993
COOPR Residential Mortgage Trust 2026-CES1 A1B 4.996% 25-FEB-2061, 5.00%, 01/01/61 COOPR 2026-CES1 21689GAB4 - 6,914,216 $6,858,355 $6,858,355 0.10 $6,814,216
COOPR Residential Mortgage Trust 2025-CES3 A1A 4.84% 25-SEP-2060, 4.84%, 09/25/60 COOPR 2025-CES3 216926AA3 - 6,859,398 $6,812,683 $6,812,683 0.10 $6,770,262
FHLMC 30yr Pool#QH1500 6.000% 01-Sep-2053, 6.00%, 09/01/53 FR 3133CDUZ5 - 5,939,159 $6,670,445 $6,670,445 0.10 $6,094,263
PRPM 2025-RCF3, LLC, 5.77%, 08/25/28 PRPM 2025-6 69395KAA1 - 6,580,756 $6,604,681 $6,604,681 0.10 $6,556,129
RCKT Mortgage Trust|5.847|08/25/2056, 5.85%, 08/25/56 RCKT 2026-CES8 74941AAE4 - 6,550,000 $6,567,927 $6,567,927 0.10 $6,549,841
Connecticut Avenue Securities Trust 2023-R03 2B1 9.96608% 25-APR-2043, 9.97%, 04/25/43 CAS 2023-R03 20753ACF9 - 6,026,000 $6,561,098 $6,561,098 0.10 $6,526,065
Mello Mortgage Capital Acceptance 2024-SD1 A1 4.0% 25-APR-2054, 4.00%, 04/25/54 MELLO 58550DAA1 - 6,626,487 $6,541,587 $6,541,587 0.10 $6,525,389
RCKT Mortgage Trust 2026-CES1 A1B 4.928% 25-JAN-2056, 4.93%, 01/25/56 RCKT 2026-CES1 74939BAB2 - 6,607,795 $6,541,237 $6,541,237 0.10 $6,499,628
RCKT Mortgage Trust 2025-CES7 A1B 5.478% 25-JUL-2055, 5.48%, 07/25/55 RCKT 2025-CES7 74943AAB8 - 6,510,132 $6,540,874 $6,540,874 0.10 $6,495,306
FHLMC 30yr Pool#SD3469 5.500% 01-Aug-2053, 5.50%, 08/01/53 FR 3132DQ2A3 - 6,376,238 $6,515,767 $6,515,767 0.10 $6,403,973
FHLMC 30yr Pool#QG3912 5.500% 01-Jun-2053, 5.50%, 06/01/53 FR 3133C4KZ6 - 6,441,094 $6,503,862 $6,503,862 0.10 $6,449,475
RCKT MORTGAGE TRUST 2026-CES4 0% 56, 5.39%, 04/25/56 RCKT 2026-CES4 74940CAC5 - 6,516,000 $6,462,066 $6,462,066 0.10 $6,417,156
Connecticut Avenue Securities Trust 2022-R05 2B2 10.61608% 25-APR-2042, 10.62%, 04/25/42 CAS 2022-R05 20754DAJ6 - 6,153,812 $6,419,800 $6,419,800 0.10 $6,381,691
Huntington Bank Auto Credit-Linked Notes, Series 2024-1 B1 6.153% 20-MAY-2032, 6.15%, 05/20/32 HACLN 2024-1 44644NAA7 - 6,336,778 $6,412,995 $6,412,995 0.10 $6,383,753
FNMA 30yr Pool#FA0339 5.500% 01-Jan-2055, 5.50%, 01/01/55 FN 3140W0LV5 - 6,252,227 $6,400,006 $6,400,006 0.10 $6,300,815
Acacia 2025-1 A 5.24% 15-NOV-2037, 5.24%, 11/15/37 ACACIA 2025-1 00401PAA7 - 6,357,803 $6,385,493 $6,385,493 0.09 $6,355,879
FIGRE TRUST 2025-HE6 FLTG 2055 C, 5.25%, 09/25/55 FIGRE 2025-HE6 31684NAC1 - 6,357,250 $6,291,786 $6,291,786 0.09 $6,249,180
ACHM Trust 2024-HE1 A 6.55% 25-MAY-2039, 6.55%, 05/25/39 ACHM 2024-HE1 00449TAA3 - 6,059,568 $6,196,586 $6,196,586 0.09 $6,172,331
FIGRE TRUST 2026-HE4 MB FLTG 56, 5.70%, 05/25/56 FIGRE 2026-HE4 31685MAE8 - 6,068,842 $6,059,335 $6,059,335 0.09 $6,015,110
FNMA 30yr Pool#DF2677 6.000% 01-Nov-2055, 6.00%, 11/01/55 FN 3140BS6P7 - 5,835,800 $6,011,194 $6,011,194 0.09 $5,960,356
FHLMC 30yr Pool#QX9929 6.000% 01-Apr-2055, 6.00%, 04/01/55 FR 31426HA78 - 5,625,094 $6,010,340 $6,010,340 0.09 $5,743,143
PRET 2025-RPL2 Trust A1 4.0% 25-FEB-2065, 4.00%, 08/25/64 PRET 2025-RPL2 69392LAA2 - 6,101,594 $6,002,068 $6,002,068 0.09 $5,970,882
FNMA 30yr Pool#FS4356 6.000% 01-May-2053, 6.00%, 05/01/53 FN 3140XKZW3 - 5,720,912 $5,898,769 $5,898,769 0.09 $5,844,184
FNMA 30yr Pool#DA1468 6.000% 01-Sep-2053, 6.00%, 09/01/53 FN 3140A1T23 - 5,696,551 $5,898,544 $5,898,544 0.09 $5,845,319
HOMES 2026-INV1 Trust A1D 5.077% 25-AUG-2060, 5.08%, 08/25/60 HOMES 2026-INV1 43761FAD7 - 5,930,938 $5,894,363 $5,894,363 0.09 $5,828,757
FNMA 30yr Pool#FM4129 4.000% 01-Sep-2050, 4.00%, 09/01/50 FN 3140X7ST7 - 6,194,177 $5,872,507 $5,872,507 0.09 $5,776,987
FHLMC 30yr Pool#QH7040 6.000% 01-Dec-2053, 6.00%, 12/01/53 FR 3133CKZD3 - 5,632,973 $5,806,147 $5,806,147 0.09 $5,754,626
FNMA 30yr Pool#DE6050 6.000% 01-Aug-2055, 6.00%, 08/01/55 FN 3140BJWL7 - 5,495,513 $5,798,836 $5,798,836 0.09 $5,634,791
BAYVIEW OPPORTUNITY MAS MB FLTG 56, 6.09%, 07/25/56 BVCES 2026-1 07337MAE0 - 5,721,000 $5,725,631 $5,725,631 0.09 $5,681,076
Connecticut Avenue Securities, Series 2021-R02 2B2 9.81608% 25-NOV-2041, 9.82%, 11/25/41 CAS 2021-R02 20754KAJ0 - 5,616,000 $5,722,694 $5,722,694 0.09 $5,690,536
RCKT Mortgage Trust 202 MB FLTG 56, 5.67%, 06/25/56 RCKT 2026-CES6 74942DAC1 - 5,700,000 $5,705,311 $5,705,311 0.08 $5,664,015
FNMA 30yr Pool#DB4017 6.000% 01-May-2054, 6.00%, 05/01/54 FN 3140ADPB1 - 5,342,325 $5,691,028 $5,691,028 0.08 $5,457,261
FNMA 30yr Pool#FS7397 6.000% 01-Mar-2054, 6.00%, 03/01/54 FN 3140XPGF0 - 5,452,964 $5,690,615 $5,690,615 0.08 $5,570,280
FNA 9, Series 2026-1 A 5.509% 15-DEC-2038, 5.51%, 04/16/46 FNH 2026-1 34411JAA8 - 5,652,096 $5,673,109 $5,673,109 0.08 $5,644,241
TVC Mortgage Trust 2025-RRTL1 A2 6.68% 25-APR-2040, 6.68%, 04/25/40 TVC 2025-RRTL1 900927AB0 - 5,597,000 $5,671,755 $5,671,755 0.08 $5,648,907
RCKT MORTGAGE TRUST 2025 5.24863% 55, 5.25%, 08/25/55 RCKT 2025-CES8 74939WAB6 - 5,648,923 $5,645,922 $5,645,922 0.08 $5,608,037
Brean Asset Backed Securities Trust 2024-RM9 A1 5.0% 25-SEP-2064, 5.00%, 09/25/64 BABS 2024-RM9 10638DAA8 - 5,659,614 $5,626,412 $5,626,412 0.08 $5,609,119
SF ABS ISSUER 2025-1 0%55 A2, 5.38%, 11/25/55 SFARM 2025-1A 784193AA2 - 5,750,000 $5,591,795 $5,591,795 0.08 $5,572,901
CoreWeave, Inc. 9.625% 15-JUL-2032, 9.62%, 07/15/32 CRWV 21873SAK4 - 5,961,000 $5,563,608 $5,563,608 0.08 $5,469,578
FIGRE TRUST 2025-HE6 FLTG 2055 B, 5.14%, 09/25/55 FIGRE 2025-HE6 31684NAB3 - 5,603,353 $5,549,182 $5,549,182 0.08 $5,512,352
FHLMC 30yr Pool#SD5223 6.000% 01-Apr-2054, 6.00%, 04/01/54 FR 3132DSYU0 - 5,117,931 $5,524,309 $5,524,309 0.08 $5,228,040
FNMA 30yr Pool#CA5386 4.500% 01-Mar-2050, 4.50%, 03/01/50 FN 3140QC6Y7 - 5,692,892 $5,523,170 $5,523,170 0.08 $5,448,731
PRPM 2025-RPL3 A1 3.25% 25-APR-2055, 3.25%, 04/25/55 PRPM 2025-RPL3 69392NAA8 - 5,685,081 $5,517,342 $5,517,342 0.08 $5,493,733
Woodward Capital Manage MB FLTG 56, 5.66%, 05/25/56 RCKT 2026-CES5 74940FAD6 - 5,400,000 $5,408,645 $5,408,645 0.08 $5,369,571
FNMA 30yr Pool#DE7796 6.000% 01-Aug-2055, 6.00%, 08/01/55 FN 3140BLUW0 - 4,748,198 $5,393,331 $5,393,331 0.08 $4,850,453
Research-Driven Pagaya Motor Asset Trust 2026-R1 (RPM 2026-R1) A 5.659% 25-JUL-2034, 5.66%, 07/25/34 RPM 2026-R1A 76089TAA8 - 5,332,818 $5,376,767 $5,376,767 0.08 $5,358,325
RCKT Mortgage Trust 2025-CES12 M1 5.65% 25-DEC-2055, 5.65%, 11/25/55 RCKT 2025-CES12 749349AE6 - 5,400,000 $5,337,897 $5,337,897 0.08 $5,298,912
Ally Bank Auto Credit-Linked Notes, Series 2025-A D 4.991% 15-JUN-2033, 4.99%, 06/15/33 ABCLN 2025-A 02007G5G4 - 5,292,767 $5,312,720 $5,312,720 0.08 $5,289,239
FIG SIX TRUST 2026-PF1 MB FLTG 56, 6.16%, 08/25/56 FIGX 2026-PF1 316935AC9 - 5,250,000 $5,293,758 $5,293,758 0.08 $5,252,468
FNMA 30yr Pool#FS1578 4.000% 01-Oct-2050, 4.00%, 10/01/50 FN 3140XGXG9 - 5,547,943 $5,270,231 $5,270,231 0.08 $5,174,200
FHLMC 30yr Pool#QH4638 6.000% 01-Nov-2053, 6.00%, 11/01/53 FR 3133CHEK7 - 5,106,044 $5,266,851 $5,266,851 0.08 $5,216,317
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2023-HQA3 M1 5.46608% 25-NOV-2043, 5.47%, 11/25/43 STACR 2023-HQA3 35564K3G2 - 5,223,932 $5,263,844 $5,263,844 0.08 $5,247,187
MS RES MTG LN TR 2025-SPL1 A1, 4.25%, 02/25/65 MSRM 2025-SPL1 617946AA6 - 5,474,809 $5,234,102 $5,234,102 0.08 $5,204,371
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA4 M2 8.86608% 25-MAY-2042, 8.87%, 05/25/42 STACR 2022-DNA4 35564KXA2 - 5,050,000 $5,233,847 $5,233,847 0.08 $5,207,729
FHLMC 30yr Pool#SD3813 6.000% 01-Jul-2053, 6.00%, 07/01/53 FR 3132E0GW6 - 4,542,246 $5,162,788 $5,162,788 0.08 $4,650,610
FIGRE Trust 2026-HE1 C 5.434% 25-JAN-2056, 5.43%, 01/25/56 FIGRE 2026-HE1 30249NAE7 - 5,164,289 $5,126,818 $5,126,818 0.08 $5,090,960
FNMA 30yr Pool#FS0088 4.000% 01-Mar-2050, 4.00%, 03/01/50 FN 3140XFC25 - 5,397,586 $5,121,570 $5,121,570 0.08 $5,042,951
FHLMC 30yr Pool#TA2575 5.500% 01-Jan-2056, 5.50%, 01/01/56 FR 3142JQ2H1 - 5,012,080 $5,084,391 $5,084,391 0.08 $5,038,231
FNMA 30yr Pool#DB4019 6.000% 01-May-2054, 6.00%, 05/01/54 FN 3140ADPD7 - 4,888,376 $5,037,445 $5,037,445 0.07 $4,989,736
EFMT 2026-CES2 MB FLTG 61, 5.81%, 06/25/61 EFMT 2026-CES2 26846UAD8 - 5,000,000 $5,025,783 $5,025,783 0.07 $4,988,689
RCKT Mortgage Trust 2025-CES8 B2A 7.28202% 25-AUG-2055, 7.28%, 08/25/55 RCKT 2025-CES8 74939WAS9 - 5,040,000 $4,994,386 $4,994,386 0.07 $4,916,906
JP Morgan Mortgage Trust 2026-CES1 A3 5.332% 25-JUN-2056, 5.33%, 06/25/56 JPMMT 2026-CES1 46660BAE9 - 5,000,000 $4,955,311 $4,955,311 0.07 $4,921,245
Structured Agency Credit Risk (STACR) Debt Notes, Series 2018-HQA2 B2 14.73056% 25-OCT-2048, 14.73%, 10/25/48 STACR 2018-HQA2 35563XBE1 - 4,082,000 $4,933,525 $4,933,525 0.07 $4,898,449
BAYVIEW OPPORTUNITY MAS MB FLTG 56, 6.24%, 05/25/56 BVCES 2026-2 07338CAE1 - 4,900,000 $4,930,057 $4,930,057 0.07 $4,916,474
BAYVIEW OPPORTUNITY MAS MB FLTG 56, 5.99%, 05/25/56 BVCES 2026-2 07338CAD3 - 4,900,000 $4,929,670 $4,929,670 0.07 $4,916,630
ARIXA MORTGAGE TRUST 20 MB 6.05%31, 6.05%, 05/25/31 ARIXA 2026-RTL1 04046CAA9 - 4,919,000 $4,926,330 $4,926,330 0.07 $4,908,140
ABL 2024-RTL1 A2 7.457% 25-SEP-2029, 7.46%, 09/25/29 ABL 2024-RTL1 00092EAB4 - 4,840,000 $4,865,771 $4,865,771 0.07 $4,843,715
PRPM 2025-5 0%30, 5.73%, 07/25/30 PRPM 2025-5 69392RAA9 - 4,847,877 $4,865,189 $4,865,189 0.07 $4,829,700
FHLMC 30yr Pool#TB3678 6.000% 01-May-2056, 6.00%, 05/01/56 FR 3142K5CQ4 - 4,698,028 $4,846,997 $4,846,997 0.07 $4,802,724
RCKT Mortgage Trust 2026-CES3 A2 5.363% 25-MAR-2056, 5.36%, 03/25/56 RCKT 2026-CES3 74940LAD3 - 4,861,258 $4,831,354 $4,831,354 0.07 $4,798,041
FHLMC 30yr Pool#QF9863 5.500% 01-Mar-2053, 5.50%, 03/01/53 FR 3133BX5Y3 - 4,747,795 $4,809,684 $4,809,684 0.07 $4,768,447
OBX 2026-HE2 Trust MB FLTG 56, 5.22%, 06/25/56 OBX 2026-HE2 67124WAD1 - 4,746,000 $4,781,981 $4,781,981 0.07 $4,767,540
FNMA 30yr Pool#DD5556 6.000% 01-Mar-2055, 6.00%, 03/01/55 FN DD5556 MTGE 3140B6E68 - 4,465,433 $4,765,175 $4,765,175 0.07 $4,561,599
Connecticut Avenue Securities Trust 2024-R01 1B1 6.31608% 25-JAN-2044, 6.32%, 01/25/44 CAS 2024-R01 20753UAF7 - 4,595,000 $4,748,168 $4,748,168 0.07 $4,731,238
FNMA 30yr Pool#BX5986 5.500% 01-Mar-2053, 5.50%, 03/01/53 FN 3140NAUL5 - 4,667,760 $4,728,960 $4,728,960 0.07 $4,689,671
FHLMC 30yr Pool#QJ9072 6.000% 01-Nov-2054, 6.00%, 11/01/54 FR 3133D1CH0 - 4,389,377 $4,700,795 $4,700,795 0.07 $4,483,811
Homeward Opportunities Fund Trust 2025-RRTL2 A1 5.237% 25-AUG-2040, 5.24%, 09/25/40 HOF 2025-RRTL2 437923AA3 - 4,682,000 $4,698,430 $4,698,430 0.07 $4,683,446
FNMA 30yr Pool#CA0706 4.000% 01-Nov-2047, 4.00%, 11/01/47 FN 3140Q7YC5 - 4,931,941 $4,672,678 $4,672,678 0.07 $4,606,942
Connecticut Avenue Securities Trust 2023-R05 1B1 8.36608% 25-JUN-2043, 8.37%, 06/25/43 CAS 2023-R05 207942AC7 - 4,312,000 $4,586,631 $4,586,631 0.07 $4,565,587
Structured Agency Credit Risk (STACR) Debt Notes, Series 2018-DNA3 B2 11.48056% 25-SEP-2048, 11.48%, 09/25/48 STACR 2018-DNA3 35563WBE3 - 4,000,000 $4,537,961 $4,537,961 0.07 $4,511,173
Affirm Asset Securitization Trust 2025-X2 C 4.93% 15-OCT-2030, 4.93%, 10/15/30 AFFRM 2025-X2 00835DAC6 - 4,500,000 $4,515,945 $4,515,945 0.07 $4,496,225
Connecticut Avenue Securities Trust 2023-R04 1B2 11.86608% 25-MAY-2043, 11.87%, 05/25/43 CAS 2023-R04 20754QAJ7 - 4,000,000 $4,476,433 $4,476,433 0.07 $4,448,746
FNMA 30yr Pool#BX9326 5.500% 01-Mar-2053, 5.50%, 03/01/53 FN 3140NELG8 - 4,409,386 $4,465,052 $4,465,052 0.07 $4,428,566
FNMA 30yr Pool#DC5656 5.000% 01-Nov-2054, 5.00%, 11/01/54 FN 3140ATJA5 - 4,535,696 $4,458,300 $4,458,300 0.07 $4,421,180
Huntington Bank Auto Credit-Linked Notes, Series 2025-1 B 4.957% 20-MAR-2033, 4.96%, 03/21/33 HACLN 2025-1 446438SX2 - 4,417,579 $4,444,008 $4,444,008 0.07 $4,427,584
EFMT 2026-CES2 MB FLTG 61, 5.91%, 06/25/61 EFMT 2026-CES2 26846UAE6 - 4,329,000 $4,358,949 $4,358,949 0.06 $4,326,280
FHLMC 30yr Pool#TB4408 6.000% 01-Jun-2056, 6.00%, 06/01/56 FR 3142K53S0 - 4,180,206 $4,318,674 $4,318,674 0.06 $4,270,874
FHLMC 30yr Pool#QZ1060 6.000% 01-Aug-2055, 6.00%, 08/01/55 FR 31426XFA1 - 4,096,405 $4,305,984 $4,305,984 0.06 $4,186,698
FNMA 30yr Pool#DA5019 6.500% 01-Nov-2053, 6.50%, 11/01/53 FN 3140A5SH2 - 4,061,597 $4,284,833 $4,284,833 0.06 $4,245,925
FHLMC 30yr Pool#QH4473 6.000% 01-Nov-2053, 6.00%, 11/01/53 FR 3133CG6J1 - 4,140,372 $4,273,504 $4,273,504 0.06 $4,229,789
Woodward Capital Manage MB FLTG 56, 6.06%, 05/25/56 RCKT 2026-CES5 74940FAF1 - 4,250,000 $4,236,552 $4,236,552 0.06 $4,203,632
PRPM 2025 RCF4 LLC 4.5% 55, 4.50%, 08/25/55 PRPM 2025-RCF4 69382WAA0 - 4,284,257 $4,233,915 $4,233,915 0.06 $4,209,280
OCEANVIEW MORTGAGE TRUST 4.99888% 55, 4.52%, 12/25/55 BVINV 2025-4 67647DAU3 - 4,218,444 $4,226,414 $4,226,414 0.06 $4,214,772
EFMT 2026-CES1 A3 5.466% 25-DEC-2060, 5.47%, 12/25/60 EFMT 2026-CES1 26846MAE4 - 4,250,000 $4,220,051 $4,220,051 0.06 $4,190,367
FHLMC 30yr Pool#RA1100 4.000% 01-Jul-2049, 4.00%, 07/01/49 FR 3133KGGH5 - 4,369,310 $4,204,071 $4,204,071 0.06 $4,075,602
FHLMC 30yr Pool#QH2259 6.000% 01-Sep-2053, 6.00%, 09/01/53 FR 3133CEQL9 - 4,058,655 $4,201,486 $4,201,486 0.06 $4,151,063
FNMA 30yr Pool#BY0337 6.500% 01-May-2053, 6.50%, 05/01/53 FN 3140NGLT5 - 3,953,885 $4,146,064 $4,146,064 0.06 $4,105,082
FNMA 30yr Pool#DH1921 6.000% 01-Jun-2056, 6.00%, 06/01/56 FN 3140UHD31 - 4,001,349 $4,123,411 $4,123,411 0.06 $4,088,137
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-HQA4 B2 10.61608% 25-DEC-2041, 10.62%, 12/25/41 STACR 2021-HQA4 35564KPP8 - 4,000,000 $4,110,424 $4,110,424 0.06 $4,085,653
EASY STREET MORTGAGE LN 5.606%40 A1, 5.61%, 10/25/40 EASY 2025-RTL2 27786YAA6 - 4,100,000 $4,099,406 $4,099,406 0.06 $4,085,360
Vista Point Securitization Trust 2026-CES1 A3 5.376% 25-FEB-2056, 5.38%, 02/25/56 VSTA 2026-CES1 92790EAC4 - 4,169,000 $4,096,464 $4,096,464 0.06 $4,082,768
Saluda Grade Alternative Mortgage Trust 2024-RTL5 A1 7.762% 25-APR-2030, 7.76%, 04/25/30 GRADE 2024-RTL5 A1 795935AA3 - 4,052,359 $4,080,063 $4,080,063 0.06 $4,039,871
FNMA 30yr Pool#DE9377 6.000% 01-Sep-2055, 6.00%, 09/01/55 FN 3140BNM39 - 3,835,873 $4,029,416 $4,029,416 0.06 $3,920,424
RAM 2026-1 A 5.463% 15-JUN-2046, 5.46%, 06/15/46 RAM 2026-1 74890FAA2 - 3,992,161 $3,996,360 $3,996,360 0.06 $3,976,734
OBX 2022-NQM7 Trust MB FLTG 66, 5.59%, 04/25/56 OBX 2026-CES1 67124LAD5 - 4,000,000 $3,985,712 $3,985,712 0.06 $3,957,161
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 $3,973,429 $3,973,429 0.06 $3,945,716
FNMA 30yr Pool#FA3788 5.500% 01-Nov-2055, 5.50%, 11/01/55 FN 3140W4F69 - 3,884,099 $3,953,334 $3,953,334 0.06 $3,916,918
JP Morgan Mortgage Trust 2026-CES1 A2 5.182% 25-JUN-2056, 5.18%, 06/25/56 JPMMT 2026-CES1 46660BAD1 - 4,000,000 $3,952,911 $3,952,911 0.06 $3,926,425
FNMA 30yr Pool#FS3246 5.500% 01-Nov-2052, 5.50%, 11/01/52 FN 3140XJTC7 - 3,868,224 $3,933,157 $3,933,157 0.06 $3,890,195
FHLMC 30yr Pool#QZ7654 6.000% 01-Nov-2055, 6.00%, 11/01/55 FR 31427HQG0 - 3,762,641 $3,927,230 $3,927,230 0.06 $3,845,577
Connecticut Avenue Securities Trust 2023-R08 1B1 7.16608% 25-OCT-2043, 7.17%, 10/25/43 CAS 2023-R08 20755CAF5 - 3,750,000 $3,925,413 $3,925,413 0.06 $3,909,737
EFMT 2026-CES1 A2 5.316% 25-DEC-2060, 5.32%, 12/25/60 EFMT 2026-CES1 26846MAD6 - 3,881,000 $3,847,595 $3,847,595 0.06 $3,821,233
FNMA 30yr Pool#CB2907 3.500% 01-Feb-2052, 3.50%, 02/01/52 FN 3140QNGR7 - 4,095,809 $3,774,233 $3,774,233 0.06 $3,716,186
GS Mortgage Securities MB FLTG 56, 5.48%, 11/25/56 GSMBS 2026-AH2 362984AD8 - 3,735,000 $3,748,619 $3,748,619 0.06 $3,736,676
Fannie Mae REMIC Trust 2020-98 AI 3.5% 25-JAN-2061, 3.50%, 01/25/61 FNR 2020-98 3136BDLE6 - 17,684,786 $3,726,145 $3,726,145 0.06 $3,646,557
Connecticut Avenue Securities Trust 2023-R01 1B1 8.71608% 25-DEC-2042, 8.72%, 12/25/42 CAS 2023-R01 207932AF1 - 3,500,000 $3,697,307 $3,697,307 0.05 $3,679,512
OBX 2026-HE2 Trust MB FLTG 56, 5.42%, 06/25/56 OBX 2026-HE2 67124WAE9 - 3,678,000 $3,695,983 $3,695,983 0.05 $3,684,362
FIGRE Trust 2025-HE3 B 5.71% 25-MAY-2055, 5.71%, 05/25/55 FIGRE 2025-HE3 31684LAB7 - 3,676,720 $3,692,784 $3,692,784 0.05 $3,665,958
FIGRE Trust 2026-HE1 B 5.183% 25-JAN-2056, 5.18%, 01/25/56 FIGRE 2026-HE1 30249NAD9 - 3,662,353 $3,623,615 $3,623,615 0.05 $3,599,360
FHLMC 30yr Pool#QH5204 6.500% 01-Nov-2053, 6.50%, 11/01/53 FR 3133CHX91 - 2,830,431 $3,617,640 $3,617,640 0.05 $2,958,884
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA1 B2 10.71608% 25-JAN-2042, 10.72%, 01/25/42 STACR 2022-DNA1 35564KQZ5 - 3,500,000 $3,612,064 $3,612,064 0.05 $3,590,186
FIGRE TRUST 2025-FL1 5.265% 55, 5.26%, 07/25/55 FIGRE 2025-FL1 31684QAA8 - 3,590,101 $3,600,279 $3,600,279 0.05 $3,576,127
FHLMC 30yr Pool#QX6719 6.000% 01-Feb-2055, 6.00%, 02/01/55 FR 31426CPD0 - 3,446,387 $3,591,667 $3,591,667 0.05 $3,520,607
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA2 B1 8.36608% 25-FEB-2042, 8.37%, 02/25/42 STACR 2022-DNA2 35564KSJ9 - 3,500,000 $3,586,310 $3,586,310 0.05 $3,569,229
FNMA 30yr Pool#DE7795 6.000% 01-Aug-2055, 6.00%, 08/01/55 FN 3140BLUV2 - 3,415,896 $3,579,322 $3,579,322 0.05 $3,491,190
Ginnie Mae REMIC Trust 2023-116 LF 4.92139% 20-AUG-2053, 4.92%, 08/20/53 GNR 2023-116 38384EFT7 - 3,526,355 $3,564,720 $3,564,720 0.05 $3,551,705
FNMA 30yr Pool#FS2135 4.000% 01-Nov-2049, 4.00%, 11/01/49 FN 3140XHLR6 - 3,731,957 $3,536,033 $3,536,033 0.05 $3,482,182
Connecticut Avenue Securities Trust 2022-R07 1B2 15.61608% 25-JUN-2042, 15.62%, 06/25/42 CAS 2022-R07 20754MAL1 - 3,206,201 $3,516,952 $3,516,952 0.05 $3,487,746
FIGRE Trust 2025-HE3 C 5.91% 25-MAY-2055, 5.91%, 05/25/55 FIGRE 2025-HE3 31684LAC5 - 3,456,116 $3,474,112 $3,474,112 0.05 $3,448,012
FNMA 30yr Pool#DD3307 6.000% 01-Feb-2055, 6.00%, 02/01/55 FN DD3307 MTGE 3140B3U91 - 3,349,710 $3,452,489 $3,452,489 0.05 $3,421,848
FNMA 30yr Pool#DA5072 6.500% 01-Nov-2053, 6.50%, 11/01/53 FN 3140A5T65 - 3,273,391 $3,438,660 $3,438,660 0.05 $3,406,661
FHLMC 30yr Pool#QI8221 6.000% 01-Jun-2054, 6.00%, 06/01/54 FR 3133WFD20 - 3,303,902 $3,404,702 $3,404,702 0.05 $3,374,983
FHLMC 30yr Pool#QH0826 5.500% 01-Sep-2053, 5.50%, 09/01/53 FR 3133CC4K9 - 3,349,991 $3,393,997 $3,393,997 0.05 $3,365,716
FHLMC 30yr Pool#QF7280 5.500% 01-Jan-2053, 5.50%, 01/01/53 FR 3133BVCR4 - 3,330,243 $3,390,384 $3,390,384 0.05 $3,349,158
FHLMC 30yr Pool#QF7810 5.500% 01-Jan-2053, 5.50%, 01/01/53 FR 3133BVVB8 - 3,317,952 $3,365,425 $3,365,425 0.05 $3,336,797
GS Mortgage Securities MB FLTG 56, 5.33%, 11/25/56 GSMBS 2026-AH2 362984AC0 - 3,324,000 $3,336,255 $3,336,255 0.05 $3,325,917
FNMA 30yr Pool#BY0335 6.000% 01-May-2053, 6.00%, 05/01/53 FN 3140NGLR9 - 3,190,320 $3,290,434 $3,290,434 0.05 $3,258,110
Structured Agency Credit Risk (STACR) Debt Notes, Series 2023-HQA2 M2 7.46608% 25-JUN-2043, 7.47%, 06/25/43 STACR 2023-HQA2 35564K2K4 - 3,130,000 $3,285,460 $3,285,460 0.05 $3,271,828
FINANCE OF AMERICA STRUCTURE 3.5% 74, 3.50%, 02/25/74 FASST 2024-S1 31740RAB6 - 3,253,874 $3,232,685 $3,232,685 0.05 $3,225,725
FHLMC 30yr Pool#QH7549 6.000% 01-Dec-2053, 6.00%, 12/01/53 FR 3133CLL61 - 3,133,009 $3,228,364 $3,228,364 0.05 $3,200,671
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2023-DNA1 M2 9.11608% 25-MAR-2043, 9.12%, 03/25/43 STACR 2023-DNA1 35564KP94 - 3,000,000 $3,223,942 $3,223,942 0.05 $3,207,988
FNMA 30yr Pool#DF1002 6.000% 01-Oct-2055, 6.00%, 10/01/55 FN 3140BRDG1 - 3,108,280 $3,205,191 $3,205,191 0.05 $3,177,878
FNMA 30yr Pool#FM7031 4.000% 01-Jan-2051, 4.00%, 01/01/51 FN 3140XAY55 - 3,353,160 $3,172,306 $3,172,306 0.05 $3,127,319
FHLMC 30yr Pool#TA0253 6.000% 01-Dec-2055, 6.00%, 12/01/55 FR 3142JNH74 - 2,994,674 $3,126,691 $3,126,691 0.05 $3,060,683
FHLMC 30yr Pool#QH6041 5.500% 01-Dec-2053, 5.50%, 12/01/53 FR 3133CJWA5 - 3,092,794 $3,124,744 $3,124,744 0.05 $3,096,819
EFMT 2025-RTL1 0% 40, 5.22%, 11/25/40 EFMT 2025-RTL1 26846FAA7 - 3,108,000 $3,107,792 $3,107,792 0.05 $3,097,876
FHLMC 30yr Pool#QH1144 5.500% 01-Sep-2053, 5.50%, 09/01/53 FR 3133CDHV9 - 3,054,789 $3,096,181 $3,096,181 0.05 $3,069,129
OBX 2026 HE1 FLTG 2056 A1B, 5.12%, 02/25/56 OBX 2026-HE1 67124BAB1 - 3,071,469 $3,085,201 $3,085,201 0.05 $3,075,161
FNMA 30yr Pool#BX6124 6.500% 01-Jan-2053, 6.50%, 01/01/53 FN 3140NAYW7 - 2,907,466 $3,082,783 $3,082,783 0.05 $3,055,258
FHLMC 30yr Pool#QZ3837 6.000% 01-Sep-2055, 6.00%, 09/01/55 FR 31427BHP3 - 2,823,388 $3,043,009 $3,043,009 0.05 $2,885,622
REDAPTIVE INC AB 5.48%34, 5.48%, 07/25/34 RDAP 2026-EQ1A 75720LAA2 - 3,000,000 $3,015,823 $3,015,823 0.04 $3,010,800
FHLMC 30yr Pool#TA1465 6.000% 01-Dec-2055, 6.00%, 12/01/55 FR 3142JPTX9 - 2,892,930 $2,985,349 $2,985,349 0.04 $2,956,697
FHLMC 30yr Pool#QX5273 6.000% 01-Feb-2055, 6.00%, 02/01/55 FR 31426A2F4 - 2,890,060 $2,982,910 $2,982,910 0.04 $2,955,655
FNMA 30yr Pool#MA4026 4.000% 01-May-2050, 4.00%, 05/01/50 FN 31418DPL0 - 3,144,568 $2,949,128 $2,949,128 0.04 $2,918,615
FNMA 30yr Pool#DH1918 6.000% 01-Jun-2056, 6.00%, 06/01/56 FN 3140UHDY3 - 2,794,974 $2,945,909 $2,945,909 0.04 $2,857,261
FHLMC 30yr Pool#TB4407 6.000% 01-Jun-2056, 6.00%, 06/01/56 FR 3142K53R2 - 2,841,714 $2,930,988 $2,930,988 0.04 $2,905,042
GWT Commercial Mortgage Trust 2024-WLF2 A 5.36761% 15-MAY-2041, 5.37%, 05/15/41 GWT 2024-WLF2 362414AA2 - 2,900,000 $2,919,461 $2,919,461 0.04 $2,905,192
COOPR Residential Mortgage Trust 2026-CES1 A2 5.158% 25-FEB-2061, 5.16%, 02/25/61 COOPR 2026-CES1 21689GAD0 - 2,949,000 $2,913,997 $2,913,997 0.04 $2,894,561
BX Trust 2021-BXMF C 4.98227% 15-OCT-2038, 4.98%, 10/15/26 BX 2021-BXMF 05609RAJ3 - 2,891,000 $2,903,342 $2,903,342 0.04 $2,890,140
FNMA 30yr Pool#FM1540 4.000% 01-Sep-2049, 4.00%, 09/01/49 FN 3140X4WA0 - 3,006,679 $2,900,035 $2,900,035 0.04 $2,804,568
FHLMC 30yr Pool#SD1111 4.000% 01-Jun-2050, 4.00%, 06/01/50 FR 3132DNGU1 - 3,010,169 $2,880,397 $2,880,397 0.04 $2,814,457
Structured Agency Credit Risk (STACR) Debt Notes, Series 2020-DNA1 B2 8.98056% 25-JAN-2050, 8.98%, 01/25/50 STACR 2020-DNA1 35565HBE4 - 2,560,595 $2,865,942 $2,865,942 0.04 $2,852,528
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 $2,766,268 $2,766,268 0.04 $2,754,335
FNMA 30yr Pool#MA4056 4.000% 01-Jun-2050, 4.00%, 06/01/50 FN 31418DQJ4 - 2,946,014 $2,761,491 $2,761,491 0.04 $2,734,329
FNMA 30yr Pool#BX8700 5.500% 01-Mar-2053, 5.50%, 03/01/53 FN 3140NDU21 - 2,722,021 $2,756,935 $2,756,935 0.04 $2,733,862
RCKT MORTGAGE TRUST 2025-CE 5.16% 34, 5.16%, 07/25/34 RCKTL 2025-1A 74939RAC5 - 2,750,000 $2,752,903 $2,752,903 0.04 $2,745,020
FHLMC 30yr Pool#QZ4951 6.000% 01-Oct-2055, 6.00%, 10/01/55 FR 31427CQD8 - 2,660,236 $2,743,326 $2,743,326 0.04 $2,718,873
OBX TRUST 2026-HE1 FLTG 2056 M1, 5.27%, 02/25/56 OBX 2026-HE1 67124BAD7 - 2,707,000 $2,735,237 $2,735,237 0.04 $2,726,129
Chase Mortgage Reference Notes, Series 2021-CL1 M1 4.81608% 25-FEB-2050, 4.82%, 02/25/50 CHASE 2021-CL1 46591HBX7 - 2,732,884 $2,706,213 $2,706,213 0.04 $2,698,516
Fannie Mae Pool|4|03/01/2050, 4.00%, 03/01/50 FN 3140X8S24 - 2,794,534 $2,644,995 $2,644,995 0.04 $2,607,500
RCKT Mortgage Trust 2023-CES1 A1A 6.515% 25-JUN-2043, 6.51%, 06/25/43 RCKT 74935WAA2 - 2,601,347 $2,617,262 $2,617,262 0.04 $2,595,607
FHLMC 30yr Pool#SD6905 6.000% 01-Nov-2054, 6.00%, 11/01/54 FR 3132DUU62 - 2,466,204 $2,588,697 $2,588,697 0.04 $2,517,340
FHLMC 30yr Pool#QF9276 5.500% 01-Mar-2053, 5.50%, 03/01/53 FR 3133BXJV4 - 2,543,063 $2,576,037 $2,576,037 0.04 $2,555,001
FNMA 30yr Pool#DF5622 6.000% 01-Nov-2055, 6.00%, 11/01/55 FN 3140BWG85 - 2,368,107 $2,575,927 $2,575,927 0.04 $2,420,305
Vista Point Securitization Trust 2026-CES1 A2 5.226% 25-FEB-2056, 5.23%, 02/25/56 VSTA 2026-CES1 92790EAB6 - 2,600,000 $2,552,426 $2,552,426 0.04 $2,544,123
FHLMC 30yr Pool#Q57869 4.000% 01-Aug-2048, 4.00%, 08/01/48 FG 3132Y1W79 - 2,561,068 $2,483,672 $2,483,672 0.04 $2,392,919
PRPM 2026-RCF1 A2 5.206% 25-JAN-2056, 5.21%, 01/25/56 PRPM 2026-RCF1 69383VAB9 - 2,500,000 $2,472,106 $2,472,106 0.04 $2,455,476
FHLMC 30yr Pool#QG2539 6.500% 01-May-2053, 6.50%, 05/01/53 FR 3133C2ZC5 - 2,365,496 $2,471,531 $2,471,531 0.04 $2,449,477
BAYVIEW OPPORTUNITY MAS MB FLTG 56, 5.94%, 05/25/56 BVCES 2026-2 07338CAC5 - 2,450,000 $2,464,780 $2,464,780 0.04 $2,458,314
FNMA 30yr Pool#BV5393 3.500% 01-Apr-2052, 3.50%, 04/01/52 FN 3140MJ7F6 - 2,705,643 $2,464,324 $2,464,324 0.04 $2,445,562
PRPM 2026-RCF1 A3 5.305% 25-JAN-2056, 5.30%, 01/25/56 PRPM 2026-RCF1 69383VAF0 - 2,500,000 $2,464,146 $2,464,146 0.04 $2,447,200
BX Trust 2021-BXMF G 7.140513% 15-OCT-2038, 7.14%, 10/15/26 BX 2021-BXMF 05609RAS3 - 2,432,500 $2,446,571 $2,446,571 0.04 $2,430,650
FHLMC 30yr Pool#QI7710 5.500% 01-Jun-2054, 5.50%, 06/01/54 FR 3133WER77 - 2,396,640 $2,428,059 $2,428,059 0.04 $2,407,930
FNMA 30yr Pool#BY8533 6.500% 01-Aug-2053, 6.50%, 08/01/53 FN 3140NRPT7 - 2,286,964 $2,401,902 $2,401,902 0.04 $2,380,074
FHLMC 30yr Pool#QZ4131 6.000% 01-Sep-2055, 6.00%, 09/01/55 FR 31427BSV8 - 2,233,927 $2,392,545 $2,392,545 0.04 $2,282,036
RCKT Mortgage Trust 2026-CES1 A3 5.224% 25-JAN-2056, 5.22%, 01/25/56 RCKT 2026-CES1 74939BAD8 - 2,425,000 $2,388,355 $2,388,355 0.04 $2,372,168
FNMA 30yr Pool#DC1102 5.500% 01-Sep-2054, 5.50%, 09/01/54 FN 3140ANGL7 - 2,341,803 $2,372,815 $2,372,815 0.04 $2,352,835
PRPM 2025-RCF3 LLC 5.25% 55, 5.25%, 07/25/55 PRPM 2025-RCF3 69392PAB1 - 2,380,125 $2,368,262 $2,368,262 0.04 $2,352,295
FNMA 30yr Pool#DC1302 5.000% 01-Aug-2054, 5.00%, 08/01/54 FN 3140ANNU9 - 2,397,184 $2,353,356 $2,353,356 0.03 $2,334,535
FNMA 30yr Pool#DD8279 6.000% 01-Apr-2055, 6.00%, 04/01/55 FN 3140B9FV6 - 2,255,349 $2,326,925 $2,326,925 0.03 $2,305,062
FNMA 30yr Pool#DE2839 6.000% 01-Jun-2055, 6.00%, 06/01/55 FN 3140BFEM3 - 2,255,064 $2,324,882 $2,324,882 0.03 $2,304,771
OBX 2022-NQM7 Trust MB FLTG 66, 5.42%, 04/25/56 OBX 2026-CES1 67124LAB9 - 2,321,107 $2,322,052 $2,322,052 0.03 $2,305,965
FHLMC 30yr Pool#SD3523 3.000% 01-Jun-2052, 3.00%, 06/01/52 FR 3132DQ4G8 - 2,666,678 $2,321,745 $2,321,745 0.03 $2,305,582
FNMA 30yr Pool#BY5913 5.500% 01-Sep-2053, 5.50%, 09/01/53 FN 3140NNSB2 - 2,286,703 $2,320,178 $2,320,178 0.03 $2,297,437
EFMT 2026-CES1 A1B 5.116% 25-DEC-2060, 5.12%, 12/25/60 EFMT 2026-CES1 26846MAB0 - 2,327,173 $2,314,586 $2,314,586 0.03 $2,299,373
FIGRE Trust 2024-HE4 B 5.252% 25-SEP-2054, 5.25%, 09/25/54 FIGRE 2024-HE4 31684UAB7 - 2,318,440 $2,313,166 $2,313,166 0.03 $2,305,724
Ginnie Mae REMIC Trust 2017-163 LO 0.0% 16-MAY-2041, 0.00%, 05/16/41 GNR 2017-163 38380KNA9 - 2,981,721 $2,273,658 $2,273,658 0.03 $2,243,011
Connecticut Avenue Securities Trust 2024-R06 1M2 5.21608% 25-SEP-2044, 5.22%, 09/25/44 CAS 2024-R06 20755RAC9 - 2,242,211 $2,251,104 $2,251,104 0.03 $2,244,282
FHLMC 30yr Pool#QG2543 5.500% 01-May-2053, 5.50%, 05/01/53 FR 3133C2ZG6 - 2,040,117 $2,059,906 $2,059,906 0.03 $2,042,771
FHLMC 30yr Pool#QY9883 6.000% 01-Aug-2055, 6.00%, 08/01/55 FR 31426U6V1 - 1,947,831 $2,043,921 $2,043,921 0.03 $1,990,765
FNMA 30yr Pool#DF0313 6.000% 01-Sep-2055, 6.00%, 09/01/55 FN 3140BQK34 - 1,894,906 $2,032,575 $2,032,575 0.03 $1,936,674
PRPM 2024-RCF2 A1 3.75% 25-MAR-2054, 3.75%, 03/25/54 PRPM 2024-RCF2 693987AA7 - 2,056,937 $2,021,225 $2,021,225 0.03 $2,016,512
FNMA 30yr Pool#BY0338 6.500% 01-May-2053, 6.50%, 05/01/53 FN 3140NGLU2 - 1,889,036 $1,983,102 $1,983,102 0.03 $1,964,838
FNMA 30yr Pool#DA3549 6.500% 01-Oct-2053, 6.50%, 10/01/53 FN 3140A35K5 - 1,810,487 $1,910,197 $1,910,197 0.03 $1,892,653
FNMA 30yr Pool#FS1640 4.000% 01-Apr-2052, 4.00%, 04/01/52 FN 3140XGZE2 - 2,019,375 $1,891,590 $1,891,590 0.03 $1,877,350
FNMA 30yr Pool#FS3001 4.000% 01-Oct-2051, 4.00%, 10/01/51 FN 3140XJKP7 - 1,991,450 $1,884,551 $1,884,551 0.03 $1,857,322
Bayview Opportunity Master Fund VII Trust 2024-CAR1 B 4.91608% 25-DEC-2031, 4.92%, 12/26/31 BVCLN 2024-CAR1 07336QAB8 - 1,874,993 $1,883,577 $1,883,577 0.03 $1,878,200
FNMA 30yr Pool#BX8072 5.500% 01-Mar-2053, 5.50%, 03/01/53 FN 3140NC6J3 - 1,853,423 $1,876,753 $1,876,753 0.03 $1,861,485
Chase Mortgage Reference Notes, Series 2020-CL1 M2 6.33888% 25-OCT-2057, 6.34%, 10/25/57 CHASE 2020-CL1 46591HAH3 - 1,779,262 $1,846,153 $1,846,153 0.03 $1,839,574
FNMA 30yr Pool#DF0998 6.000% 01-Oct-2055, 6.00%, 10/01/55 FN 3140BRDC0 - 1,755,361 $1,810,060 $1,810,060 0.03 $1,794,053
Ally Bank Auto Credit-Linked Notes, Series 2024-A C 6.022% 15-MAY-2032, 6.02%, 05/17/32 ABCLN 2024-A 02007GZ63 - 1,777,198 $1,806,429 $1,806,429 0.03 $1,796,916
FHLMC 30yr Pool#SI2017 4.000% 01-Dec-2048, 4.00%, 12/01/48 FR 3133USG21 - 1,877,754 $1,768,042 $1,768,042 0.03 $1,752,006
Chase Mortgage Reference Notes, Series 2021-CL1 M3 5.16608% 25-FEB-2050, 5.17%, 02/25/50 CHASE 2021-CL1 46591HBZ2 - 1,782,296 $1,752,180 $1,752,180 0.03 $1,746,809
FNMA 30yr Pool#DA3538 6.000% 01-Oct-2053, 6.00%, 10/01/53 FN 3140A34Y6 - 1,658,040 $1,714,629 $1,714,629 0.03 $1,695,791
FHLMC 30yr Pool#QX7432 6.000% 01-Feb-2055, 6.00%, 02/01/55 FR 31426DHJ4 - 1,642,816 $1,694,450 $1,694,450 0.03 $1,678,195
RCKT MORTGAGE TR 2026-CES2 M1A, 5.36%, 02/25/56 RCKT 2026-CES2 74940EAE7 - 1,723,000 $1,686,778 $1,686,778 0.03 $1,674,988
PRPM 2025-RCF3 LLC 5.25% 55, 5.25%, 07/25/55 PRPM 2025-RCF3 69392PAC9 - 1,700,000 $1,681,511 $1,681,511 0.03 $1,670,106
U.S. Bank Auto Credit Linked Notes, Series 2023-1 B 6.789% 25-AUG-2032, 6.79%, 08/25/32 USCLN 2023-1 90357PAV6 - 1,659,425 $1,672,160 $1,672,160 0.02 $1,665,275
FHLMC 30yr Pool#SD1551 4.000% 01-Mar-2050, 4.00%, 03/01/50 FR 3132DNWL3 - 1,737,511 $1,639,750 $1,639,750 0.02 $1,621,222
Foundation Finance Trust 2023-2 A 6.53% 15-JUN-2049, 6.53%, 06/15/49 FFIN 2023-2A 35042RAA4 - 1,547,663 $1,596,274 $1,596,274 0.02 $1,587,290
FNMA 30yr Pool#MA3521 4.000% 01-Nov-2048, 4.00%, 11/01/48 FN 31418C4F8 - 1,669,122 $1,581,226 $1,581,226 0.02 $1,557,410
Chase Mortgage Reference Notes, Series 2021-CL1 M2 4.96608% 25-FEB-2050, 4.97%, 02/25/50 CHASE 2021-CL1 46591HBY5 - 1,605,569 $1,579,512 $1,579,512 0.02 $1,574,861
FHLMC 30yr Pool#QI4878 6.000% 01-Apr-2054, 6.00%, 04/01/54 FR 3133WBM37 - 1,480,157 $1,528,111 $1,528,111 0.02 $1,513,752
FHLMC 30yr Pool#SD0943 3.500% 01-Apr-2052, 3.50%, 04/01/52 FR 3132DNBL6 - 1,658,474 $1,527,563 $1,527,563 0.02 $1,504,757
Fannie Mae Pool|4|08/01/2050, 4.00%, 08/01/50 FN 3140X8UA3 - 1,601,865 $1,500,179 $1,500,179 0.02 $1,487,246
Santander Bank Auto Credit-Linked Notes, Series 2024-A B 5.622% 15-JUN-2032, 5.62%, 06/15/32 SBCLN 2024-A 80290CCJ1 - 1,479,621 $1,498,362 $1,498,362 0.02 $1,490,967
FNMA 30yr Pool#DD4221 6.000% 01-Feb-2055, 6.00%, 02/01/55 FN DD4221 MTGE 3140B4VP2 - 1,451,921 $1,496,476 $1,496,476 0.02 $1,483,189
FHLMC 30yr Pool#SD4456 4.000% 01-Aug-2050, 4.00%, 08/01/50 FR 3132E05R9 - 1,543,526 $1,461,692 $1,461,692 0.02 $1,439,567
FHLMC 30yr Pool#QZ4132 6.000% 01-Sep-2055, 6.00%, 09/01/55 FR 31427BSW6 - 1,404,314 $1,447,535 $1,447,535 0.02 $1,435,268
FHLMC 30yr Pool#QY7439 6.000% 01-Jun-2055, 6.00%, 06/01/55 FR 31426SHR3 - 1,395,151 $1,442,884 $1,442,884 0.02 $1,425,903
FNMA 30yr Pool#CB2681 3.500% 01-Jan-2052, 3.50%, 01/01/52 FN 3140QM6T6 - 1,565,346 $1,438,477 $1,438,477 0.02 $1,420,382
FNMA 30yr Pool#DA0036 6.500% 01-Sep-2053, 6.50%, 09/01/53 FN 3140A0BE8 - 1,335,205 $1,403,155 $1,403,155 0.02 $1,389,565
FHLMC 30yr Pool#Q58477 4.000% 01-Sep-2048, 4.00%, 09/01/48 FG 3132Y2M37 - 1,382,457 $1,367,905 $1,367,905 0.02 $1,291,862
FNMA 30yr Pool#BY1896 5.500% 01-May-2053, 5.50%, 05/01/53 FN 3140NJDA9 - 1,341,528 $1,355,015 $1,355,015 0.02 $1,343,274
FHLMC 30yr Pool#QG4340 6.500% 01-Jun-2053, 6.50%, 06/01/53 FR 3133C4ZD9 - 1,288,625 $1,346,389 $1,346,389 0.02 $1,334,374
FNMA 30yr Pool#MA3415 4.000% 01-Jul-2048, 4.00%, 07/01/48 FN 31418CYM0 - 1,409,527 $1,336,908 $1,336,908 0.02 $1,315,189
FNMA 30yr Pool#DC9709 6.000% 01-Jan-2055, 6.00%, 01/01/55 FN 3140AXYF8 - 1,259,068 $1,318,007 $1,318,007 0.02 $1,290,003
FHF Trust 2024-1 (First Help Financial) A2 5.69% 15-FEB-2030, 5.69%, 02/15/30 FHF 2024-1A 31568AAB2 - 1,278,409 $1,289,673 $1,289,673 0.02 $1,283,207
FNMA 30yr Pool#CA5573 4.000% 01-Apr-2050, 4.00%, 04/01/50 FN 3140QDFP4 - 1,374,182 $1,285,714 $1,285,714 0.02 $1,275,854
FNMA 30yr Pool#BY0327 6.500% 01-May-2053, 6.50%, 05/01/53 FN 3140NGLH1 - 1,223,001 $1,280,526 $1,280,526 0.02 $1,268,889
FNMA 30yr Pool#BX7860 5.500% 01-Mar-2053, 5.50%, 03/01/53 FN 3140NCWW5 - 1,237,755 $1,253,712 $1,253,712 0.02 $1,242,836
Connecticut Avenue Securities Trust 2023-R02 1B2 11.51608% 25-JAN-2043, 11.52%, 01/25/43 CAS 2023-R02 20755AAE2 - 1,090,000 $1,195,089 $1,195,089 0.02 $1,187,766
FNMA 30yr Pool#FA0573 5.000% 01-Jan-2055, 5.00%, 01/01/55 FN 3140W0T70 - - $1,188,582 $1,188,582 0.02 $0
FNMA 30yr Pool#DB3056 5.500% 01-May-2054, 5.50%, 05/01/54 FN 3140ACME0 - 1,165,512 $1,185,234 $1,185,234 0.02 $1,175,245
FIGRE TRUST 2025-HE5 FLTG 2055 B, 5.49%, 08/25/55 FIGRE 2025-HE5 31684MAB5 - 1,184,704 $1,182,158 $1,182,158 0.02 $1,173,855
FHLMC 30yr Pool#QF2561 5.500% 01-Nov-2052, 5.50%, 11/01/52 FR 3133BPZ27 - 1,165,040 $1,181,410 $1,181,410 0.02 $1,171,657
Santander Bank Auto Credit-Linked Notes, Series 2023-B B 5.64% 15-DEC-2033, 5.64%, 12/15/33 SBCLN 2023-B 80290CCB8 - 1,163,048 $1,177,435 $1,177,435 0.02 $1,171,604
FNMA 30yr Pool#BT8051 5.500% 01-Jan-2053, 5.50%, 01/01/53 FN 3140LW5M5 - 1,144,975 $1,161,246 $1,161,246 0.02 $1,151,478
EFMT 2026-CES1 M1 5.616% 25-DEC-2060, 5.62%, 12/25/60 EFMT 2026-CES1 26846MAF1 - 1,166,000 $1,150,565 $1,150,565 0.02 $1,142,198
FNMA 40yr Pool#BF0167 3.000% 01-Feb-2057, 3.00%, 02/01/57 FN 3140FXFH0 - 1,329,156 $1,135,644 $1,135,644 0.02 $1,124,218
FNMA 30yr Pool#BX0804 5.500% 01-Nov-2052, 5.50%, 11/01/52 FN 3140N43N5 - 1,105,849 $1,119,614 $1,119,614 0.02 $1,110,058
FNMA 30yr Pool#MA3149 4.000% 01-Oct-2047, 4.00%, 10/01/47 FN 31418CQB3 - 1,169,016 $1,108,766 $1,108,766 0.02 $1,092,036
FHLMC 30yr Pool#SD8003 4.000% 01-Jul-2049, 4.00%, 07/01/49 FR 3132DV3L7 - 1,140,882 $1,083,956 $1,083,956 0.02 $1,064,042
FNMA 30yr Pool#FM9138 4.000% 01-Mar-2050, 4.00%, 03/01/50 FN 3140XDEL6 - 1,127,830 $1,067,022 $1,067,022 0.02 $1,052,346
FNMA 30yr Pool#AS6811 3.000% 01-Mar-2046, 3.00%, 03/01/46 FN 3138WGR97 - 1,182,348 $1,055,950 $1,055,950 0.02 $1,046,530
FNMA 30yr Pool#BJ9181 5.000% 01-May-2048, 5.00%, 05/01/48 FN 3140HBFX1 - 1,028,698 $1,049,988 $1,049,988 0.02 $1,018,301
RCKT Mortgage Trust 2025-CES10 A1B 4.995% 25-OCT-2055, 5.00%, 11/25/55 RCKT 2025-CES10 74939LAB0 - 1,047,290 $1,039,685 $1,039,685 0.02 $1,033,001
Ally Bank Auto Credit-Linked Notes, Series 2024-A D 6.315% 15-MAY-2032, 6.31%, 05/17/32 ABCLN 2024-A 02007GZ71 - 1,015,542 $1,031,896 $1,031,896 0.02 $1,026,195
FHLMC 30yr Pool#ZT2087 4.000% 01-Jun-2049, 4.00%, 06/01/49 FR 3132AEJ80 - 1,081,013 $1,029,029 $1,029,029 0.02 $1,008,205
FNMA 30yr Pool#AS7492 4.000% 01-Jul-2046, 4.00%, 07/01/46 FN 3138WHKE1 - 1,067,311 $1,011,698 $1,011,698 0.02 $1,002,772
FHLMC 30yr Pool#QG3885 6.500% 01-Jun-2053, 6.50%, 06/01/53 FR 3133C4J62 - 960,940 $1,003,973 $1,003,973 0.01 $995,056
ACHV ABS Trust 2024-1PL B 6.34% 25-APR-2031, 6.34%, 04/25/31 ACHV 2024-1PL 00092BAB0 - 915,384 $921,450 $921,450 0.01 $917,903
Bayview Opportunity Master Fund VII Trust 2024-CAR1 C 5.11608% 25-DEC-2031, 5.12%, 12/26/31 BVCLN 2024-CAR1 07336QAC6 - 912,497 $917,339 $917,339 0.01 $914,615
FHLMC 30yr Pool#QG6538 5.500% 01-Jul-2053, 5.50%, 07/01/53 FR 3133C7HP5 - 891,918 $903,404 $903,404 0.01 $896,105
FREMF 2019-KF70 Mortgage Trust C 9.74627% 25-SEP-2029, 9.75%, 09/25/29 FREMF 2019-KF70 30298UAJ0 - 890,414 $890,258 $890,258 0.01 $885,195
FHLMC 30yr Pool#QH3309 5.500% 01-Oct-2053, 5.50%, 10/01/53 FR 3133CFVA4 - 880,851 $889,573 $889,573 0.01 $881,997
FNMA 30yr Pool#BV8484 3.500% 01-Apr-2052, 3.50%, 04/01/52 FN 3140MNNA0 - 971,051 $884,079 $884,079 0.01 $877,709
FNMA 30yr Pool#FM1598 4.000% 01-Feb-2049, 4.00%, 02/01/49 FN 3140X4X43 - 934,620 $881,420 $881,420 0.01 $872,067
FNMA 30yr Pool#BV4203 3.500% 01-Apr-2052, 3.50%, 04/01/52 FN 3140MHU56 - 963,368 $877,737 $877,737 0.01 $870,764
FNMA 30yr Pool#BY0361 6.500% 01-Jun-2053, 6.50%, 06/01/53 FN 3140NGMK3 - 814,948 $853,210 $853,210 0.01 $845,571
FHLMC 30yr Pool#QG6948 5.500% 01-Jul-2053, 5.50%, 07/01/53 FR 3133C7WH6 - 835,140 $845,926 $845,926 0.01 $839,061
FNMA 30yr Pool#FA3572 5.000% 01-Nov-2055, 5.00%, 11/01/55 FN 3140W36J3 - - $844,513 $844,513 0.01 $0
GNMA II 30yr Pool#MA5021 4.500% 20-Feb-2048, 4.50%, 02/20/48 G2 36179TSJ5 - 835,557 $816,000 $816,000 0.01 $804,191
FHLMC 30yr Pool#ZM8197 4.000% 01-Sep-2048, 4.00%, 09/01/48 FR 3131Y3DA1 - 822,530 $812,691 $812,691 0.01 $767,447
Structured Agency Credit Risk (STACR) Debt Notes, Series 2020-DNA2 B2 8.53056% 25-FEB-2050, 8.53%, 02/25/50 STACR 2020-DNA2 35565KBE7 - 728,791 $806,070 $806,070 0.01 $802,443
FNMA 30yr Pool#CC0990 5.000% 01-Sep-2055, 5.00%, 09/01/55 FN 3140Y7C48 - 772,562 $768,478 $768,478 0.01 $757,207
FNMA 30yr Pool#BN4541 4.000% 01-Feb-2049, 4.00%, 02/01/49 FN 3140JMBK7 - 798,167 $758,203 $758,203 0.01 $744,747
RCKT Mortgage Trust 2025-CES10 M1 5.662% 25-OCT-2055, 5.66%, 11/25/55 RCKT 2025-CES10 74939LAE4 - 763,000 $753,867 $753,867 0.01 $748,347
FNMA 30yr Pool#BY0782 5.500% 01-Apr-2053, 5.50%, 04/01/53 FN 3140NG2Q2 - 734,893 $744,379 $744,379 0.01 $738,343
FNMA 30yr Pool#AB9341 3.000% 01-May-2043, 3.00%, 05/01/43 FN 31417GLX2 - 814,904 $743,784 $743,784 0.01 $731,793
FHLMC 30yr Pool#QG7338 6.000% 01-Jul-2053, 6.00%, 07/01/53 FR 3133C8EK7 - 695,891 $717,479 $717,479 0.01 $710,886
U.S. Auto Funding 2021-1 C 2.2% 15-MAY-2026, 2.20%, 05/15/27 USAUT 2021-1A 90355EAC5 - 919,777 $696,889 $696,889 0.01 $695,090
FNMA 30yr Pool#BY0866 5.500% 01-May-2053, 5.50%, 05/01/53 FN 3140NG6C9 - 687,038 $695,278 $695,278 0.01 $688,709
FHLMC 30yr Pool#ZT2413 4.000% 01-Feb-2041, 4.00%, 02/01/41 FR 3132AEVE3 - - $684,747 $684,747 0.01 $0
FHLMC 30yr Pool#ZT1926 3.000% 01-Nov-2043, 3.00%, 11/01/43 FR 3132AED78 - 722,652 $654,001 $654,001 0.01 $647,374
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 $634,768 $634,768 0.01 $632,116
GNMA II 30yr Pool#MA5264 4.000% 20-Jun-2048, 4.00%, 06/20/48 G2 36179TZ57 - 666,938 $628,284 $628,284 0.01 $618,868
FNMA 30yr Pool#CB6864 5.000% 01-Aug-2053, 5.00%, 08/01/53 FN 3140QSTW1 - 624,905 $626,818 $626,818 0.01 $611,932
FHLMC 30yr Pool#QE1073 3.500% 01-Apr-2052, 3.50%, 04/01/52 FR 3133BAFN6 - 636,618 $579,630 $579,630 0.01 $575,423
FHF Issuer Trust 2023-2 (First Help Financial) A2 6.79% 15-OCT-2029, 6.79%, 10/15/29 FHF 2023-2A 30333LAB4 - 564,871 $571,817 $571,817 0.01 $568,408
FHLMC 30yr Pool#QG2540 6.500% 01-May-2053, 6.50%, 05/01/53 FR 3133C2ZD3 - 539,588 $565,295 $565,295 0.01 $560,076
ACHM Trust 2024-HE1 B 7.26% 25-MAY-2039, 7.26%, 05/25/39 ACHM 2024-HE1 00449TAB1 - 550,870 $561,899 $561,899 0.01 $559,455
FNMA 30yr Pool#BW0343 4.500% 01-May-2052, 4.50%, 05/01/52 FN 3140MRLZ8 - 579,461 $556,292 $556,292 0.01 $552,107
FNMA 30yr Pool#FA4000 5.000% 01-Jun-2055, 5.00%, 06/01/55 FN 3140W4NS2 - - $546,292 $546,292 0.01 $0
FNMA 30yr Pool#AL6842 4.000% 01-May-2045, 4.00%, 05/01/45 FN 3138EPS88 - 563,398 $543,246 $543,246 0.01 $533,153
FNMA 30yr Pool#BK9507 4.000% 01-Oct-2048, 4.00%, 10/01/48 FN 3140HPR58 - 553,429 $534,691 $534,691 0.01 $517,068
Sequoia Mortgage Trust 2013-5 A1 2.5% 25-MAY-2043, 2.50%, 05/25/43 SEMT 2013-5 81745AAA5 - 590,284 $520,030 $520,030 0.01 $518,144
FHLMC 30yr Pool#SL0938 4.000% 01-Jul-2050, 4.00%, 07/01/50 FR 31427NBG3 - - $459,684 $459,684 0.01 $0
FNMA 30yr Pool#AZ0869 4.000% 01-Jul-2045, 4.00%, 07/01/45 FN 3138YR6F0 - 462,341 $452,179 $452,179 0.01 $436,206
ACHV ABS Trust 2024-1PL C 6.42% 25-APR-2031, 6.42%, 04/25/31 ACHV 2024-1PL 00092BAC8 - 446,708 $449,631 $449,631 0.01 $447,878
FHLMC 30yr Pool#QD9191 3.500% 01-Apr-2052, 3.50%, 04/01/52 FR 3133B7F86 - 488,996 $445,416 $445,416 0.01 $441,991
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-DNA5 M2 5.26608% 25-JAN-2034, 5.27%, 01/25/34 STACR 2021-DNA5 35564KHE2 - 430,190 $432,565 $432,565 0.01 $431,243
FHLMC 15yr Pool#SB0116 2.500% 01-Nov-2034, 2.50%, 11/01/34 FR 3132CWDV3 - 439,192 $427,688 $427,688 0.01 $414,305
FHLMC 30yr Pool#SD1414 4.000% 01-Oct-2050, 4.00%, 10/01/50 FR 3132DNSB0 - 423,973 $399,064 $399,064 0.01 $395,418
FNMA 30yr Pool#BV6879 4.500% 01-Apr-2052, 4.50%, 04/01/52 FN 3140MLUD0 - 400,603 $384,642 $384,642 0.01 $381,729
BX Commercial Mortgage Trust 2021-21M A 4.521% 15-OCT-2036, 4.52%, 10/15/36 BX 2021-21M 05609CAA5 - 382,219 $383,803 $383,803 0.01 $382,219
FNMA 30yr Pool#FA3435 5.000% 01-Nov-2055, 5.00%, 11/01/55 FN 3140W3Y94 - - $370,040 $370,040 0.01 $0
FNMA 30yr Pool#CB4329 3.500% 01-Jul-2052, 3.50%, 07/01/52 FN 3140QPY35 - 389,730 $362,099 $362,099 0.01 $352,474
FHLMC 30yr Pool#QG3397 6.000% 01-May-2053, 6.00%, 05/01/53 FR 3133C3X27 - 328,808 $344,704 $344,704 0.01 $335,893
FHLMC 30yr Pool#QA8274 3.500% 01-Mar-2050, 3.50%, 03/01/50 FR 3133A3FP8 - 381,241 $344,632 $344,632 0.01 $342,139
FNMA 30yr Pool#CA4646 3.000% 01-Feb-2048, 3.00%, 02/01/48 FN 3140QCEU6 - 376,529 $337,351 $337,351 0.01 $334,472
FNMA 30yr Pool#FA3714 5.000% 01-Nov-2055, 5.00%, 11/01/55 FN 3140W4DU8 - - $325,731 $325,731 0.00 $0
FNMA 30yr Pool#FM3447 4.000% 01-Nov-2049, 4.00%, 11/01/49 FN 3140X6ZM6 - 339,361 $319,694 $319,694 0.00 $316,500
Connecticut Avenue Securities Trust 2022-R01 1B1 6.76608% 25-DEC-2041, 6.77%, 12/25/41 CAS 2022-R01 20754LAF6 - 310,000 $313,262 $313,262 0.00 $312,038
Blue Bridge Funding 2023-1 A 7.37% 15-NOV-2030, 7.37%, 11/15/30 BBEF 2023-1A 09531MAA8 - 309,740 $312,512 $312,512 0.00 $310,482
Hotwire Funding, Series 2021-1 B_2021_1 2.658% 20-NOV-2051, 2.66%, 11/20/51 HWIRE 2021-1 44148JAB5 - 300,000 $298,699 $298,699 0.00 $298,101
FNMA 30yr Pool#BV7632 4.500% 01-Apr-2052, 4.50%, 04/01/52 FN 3140MMPS1 - 307,698 $295,462 $295,462 0.00 $293,201
FHLMC 30yr Pool#SL0850 4.000% 01-Jul-2049, 4.00%, 07/01/49 FR 31427M5L1 - - $277,076 $277,076 0.00 $0
FNMA 30yr Pool#AR9225 3.000% 01-Mar-2043, 3.00%, 03/01/43 FN 3138W7HB3 - 307,063 $276,594 $276,594 0.00 $273,915
FHLMC 30yr Pool#ZN6461 4.000% 01-May-2049, 4.00%, 05/01/49 FR 3131YDFA7 - 282,203 $265,024 $265,024 0.00 $262,745
FNMA 30yr Pool#FS2548 4.000% 01-Mar-2051, 4.00%, 03/01/51 FN 3140XHZN0 - 277,313 $261,978 $261,978 0.00 $258,635
FHLMC 30yr Pool#ZT0391 4.000% 01-Nov-2047, 4.00%, 11/01/47 FR 3132ACNG1 - 272,293 $258,025 $258,025 0.00 $255,565
FNMA 30yr Pool#AS8649 3.000% 01-Jan-2047, 3.00%, 01/01/47 FN 3138WJTF5 - 286,957 $257,877 $257,877 0.00 $252,734
FHLMC 30yr Pool#ZN4240 4.500% 01-Dec-2048, 4.50%, 12/01/48 FR 3131YAV98 - 241,971 $235,536 $235,536 0.00 $233,412
FNMA 30yr Pool#BN3899 4.000% 01-Dec-2048, 4.00%, 12/01/48 FN 3140JLKM5 - 244,908 $232,561 $232,561 0.00 $228,517
Fannie Mae REMIC Trust 2012-126 SY 0.26944% 25-NOV-2042, 0.27%, 11/25/42 FNR 2012-126 3136A9ZR2 - 473,554 $230,734 $230,734 0.00 $230,656
FNMA 30yr Pool#BW0081 4.500% 01-Apr-2052, 4.50%, 04/01/52 FN 3140MRCT2 - 226,634 $217,573 $217,573 0.00 $215,935
FHLMC 30yr Pool#QA1615 3.500% 01-Aug-2049, 3.50%, 08/01/49 FR 31334XYL7 - 230,031 $208,988 $208,988 0.00 $207,426
FNMA 30yr Pool#MA3687 4.000% 01-Jun-2049, 4.00%, 06/01/49 FN 31418DCZ3 - 216,117 $204,655 $204,655 0.00 $201,561
FNMA 30yr Pool#MA1327 3.000% 01-Jan-2043, 3.00%, 01/01/43 FN 31418APM4 - 220,659 $199,684 $199,684 0.00 $197,674
FNMA 30yr Pool#BE3616 4.000% 01-May-2047, 4.00%, 05/01/47 FN 3140FPAS8 - 206,763 $198,353 $198,353 0.00 $194,734
Fannie Mae REMIC Trust 2017-9 VL 3.0% 25-JUL-2028, 3.00%, 07/25/28 FNR 2017-9 3136AVYH6 - 182,486 $190,383 $190,383 0.00 $181,433
GNMA II 30yr Pool#MA5192 4.000% 20-May-2048, 4.00%, 05/20/48 G2 36179TXV2 - 200,487 $189,251 $189,251 0.00 $186,225
FHLMC 15yr Pool#SB0040 2.500% 01-Dec-2033, 2.50%, 12/01/33 FR 3132CWBH6 - 187,072 $185,190 $185,190 0.00 $179,691
FNMA 30yr Pool#BO2983 3.000% 01-Sep-2049, 3.00%, 09/01/49 FN 3140JXJ58 - 185,185 $164,432 $164,432 0.00 $163,058
FNMA 30yr Pool#AB6280 3.000% 01-Sep-2042, 3.00%, 09/01/42 FN 31417C6S9 - 169,567 $158,925 $158,925 0.00 $151,903
FNMA 30yr Pool#BV7132 4.500% 01-Apr-2052, 4.50%, 04/01/52 FN 3140ML4S6 - 159,487 $153,117 $153,117 0.00 $151,958
FHLMC 30yr Pool#ZT1320 4.000% 01-Nov-2048, 4.00%, 11/01/48 FR 3132ADPD4 - 148,713 $141,207 $141,207 0.00 $138,760
FNMA 30yr Pool#AB7563 3.000% 01-Jan-2043, 3.00%, 01/01/43 FN 31417EMM0 - 153,213 $139,456 $139,456 0.00 $138,019
FNMA 30yr Pool#FS2546 4.000% 01-Mar-2051, 4.00%, 03/01/51 FN 3140XHZL4 - 147,117 $138,782 $138,782 0.00 $137,270
Arivo Acceptance Auto Loan Receivables Trust 2024-1 A 6.46% 15-APR-2028, 6.46%, 04/17/28 ARIVO 2024-1A 039943AA3 - 131,815 $132,770 $132,770 0.00 $132,013
FNMA 30yr Pool#FS9909 5.000% 01-Nov-2054, 5.00%, 11/01/54 FN 3140XSAK9 - - $129,136 $129,136 0.00 $0
GNMA II 30yr Pool#MA5753 4.000% 20-Feb-2049, 4.00%, 02/20/49 G2 36179UMA7 - 134,560 $122,928 $122,928 0.00 $121,953
FNMA 30yr Pool#MA1229 3.000% 01-Oct-2042, 3.00%, 10/01/42 FN 31418ALK2 - 134,332 $122,289 $122,289 0.00 $121,031
FHLMC 30yr Pool#QH7013 6.500% 01-Dec-2053, 6.50%, 12/01/53 FR 3133CKYJ1 - 108,054 $121,201 $121,201 0.00 $111,872
FNMA 30yr Pool#FA1613 5.000% 01-Apr-2055, 5.00%, 04/01/55 FN 3140W1YK3 - - $120,284 $120,284 0.00 $0
GNMA II 30yr Pool#BF6874 4.500% 20-Jul-2048, 4.50%, 07/20/48 G2 3617GDT77 - 123,789 $120,095 $120,095 0.00 $119,053
Structured Agency Credit Risk (STACR) Debt Notes, Series 2023-HQA2 M1A 5.61608% 25-JUN-2043, 5.62%, 06/25/43 STACR 2023-HQA2 35564K2F5 - 115,417 $116,258 $116,258 0.00 $115,880
FNMA 20yr Pool#AB9283 3.000% 01-Apr-2038, 3.00%, 04/01/38 FN 31417GJ56 - 120,912 $114,351 $114,351 0.00 $112,641
GNMA II 30yr Pool#MA5866 4.000% 20-Apr-2049, 4.00%, 04/20/49 G2 36179UQT2 - 122,600 $112,733 $112,733 0.00 $111,804
GNMA II 30yr Pool#BK5879 4.500% 20-Nov-2048, 4.50%, 11/20/48 G2 3617J6Q80 - 109,458 $105,494 $105,494 0.00 $104,643
FHLMC 30yr Pool#QE0318 4.500% 01-Mar-2052, 4.50%, 03/01/52 FR 3133B9K78 - 106,674 $102,437 $102,437 0.00 $101,649
FNMA 30yr Pool#BM3282 3.500% 01-Dec-2047, 3.50%, 12/01/47 FN 3140J7UG8 - 104,961 $97,288 $97,288 0.00 $95,667
FHLMC 30yr Pool#ZT1633 4.000% 01-Mar-2047, 4.00%, 03/01/47 FR 3132ADY69 - 100,689 $96,946 $96,946 0.00 $95,007
FNMA 30yr Pool#CA0108 3.500% 01-Aug-2047, 3.50%, 08/01/47 FN 3140Q7DN4 - 97,014 $89,464 $89,464 0.00 $88,425
FNMA 30yr Pool#BV7131 4.500% 01-Apr-2052, 4.50%, 04/01/52 FN 3140ML4R8 - 87,876 $84,372 $84,372 0.00 $83,733
Fannie Mae REMIC Trust 2013-130 FN 4.08056% 25-OCT-2042, 4.08%, 10/25/42 FNR 2013-130 3136AHG53 - 79,487 $79,092 $79,092 0.00 $78,893
FHLMC 30yr Pool#ZM7926 5.000% 01-Sep-2048, 5.00%, 09/01/48 FR 3131Y2YX0 - 75,915 $75,807 $75,807 0.00 $75,151
FNMA 30yr Pool#BW0072 4.500% 01-Apr-2052, 4.50%, 04/01/52 FN 3140MRCJ4 - 74,507 $71,531 $71,531 0.00 $70,989
FNMA 30yr Pool#MA1447 3.000% 01-May-2043, 3.00%, 05/01/43 FN 31418ATD0 - 70,081 $64,797 $64,797 0.00 $62,516
FHLMC 30yr Pool#QA2159 3.000% 01-Aug-2049, 3.00%, 08/01/49 FR 31334YMG9 - 73,877 $63,868 $63,868 0.00 $63,371
FNMA 30yr Pool#AS8547 3.000% 01-Nov-2046, 3.00%, 11/01/46 FN 3138WJP93 - 69,618 $61,486 $61,486 0.00 $61,009
Sequoia Mortgage Trust 2019-CH3 A19 4.0% 25-OCT-2049, 4.00%, 09/25/49 SEMT 2019-CH3 81748GBN0 - 63,976 $58,669 $58,669 0.00 $58,342
FNMA 30yr Pool#BD2453 3.000% 01-Jan-2047, 3.00%, 01/01/47 FN 3140F9WP6 - 62,649 $56,287 $56,287 0.00 $55,268
Fannie Mae REMIC Trust 2006-20 GF 4.08056% 25-APR-2036, 4.08%, 04/25/36 FNR 2006-20 31395BU43 - 47,826 $47,603 $47,603 0.00 $47,484
Fannie Mae REMIC Trust 2010-109 BS 13.91236% 25-OCT-2040, 13.91%, 10/25/40 FNR 2010-109 31398NTM6 - 41,248 $46,277 $46,277 0.00 $45,551
FHLMC 15yr Pool#ZK8962 3.000% 01-Sep-2032, 3.00%, 09/01/32 FR 3131XC5X1 - 45,401 $44,776 $44,776 0.00 $43,796
New Residential Mortgage Loan Trust 2026-NQM1 A2 5.078% 25-NOV-2065, 5.08%, 11/25/65 NRZT 2026-NQM1 64832LAF0 - - $38,857 $38,857 0.00 $0
FHLMC 15yr Pool#ZS7403 3.000% 01-May-2031, 3.00%, 05/01/31 FR 3132A8GL7 - 38,226 $38,705 $38,705 0.00 $37,268
Freddie Mac Multiclass Certificates, Series 3380 FM 4.32987% 15-OCT-2037, 4.33%, 10/15/37 FHR 3380 31397KTJ0 - 38,629 $38,701 $38,701 0.00 $38,552
FNMA 15yr Pool#BO5957 3.000% 01-Dec-2034, 3.00%, 12/01/34 FN 3140K1TP1 - 39,833 $38,551 $38,551 0.00 $37,926
Freddie Mac Multiclass Certificates, Series 3721 FB 4.23987% 15-SEP-2040, 4.24%, 09/15/40 FHR 3721 3137GAD20 - 37,165 $37,246 $37,246 0.00 $37,106
Ginnie Mae REMIC Trust 2008-013 FB 4.28409% 20-FEB-2038, 4.28%, 02/20/38 GNR 2008-13 38375PNL1 - 36,100 $36,101 $36,101 0.00 $35,986
RCKT Mortgage Trust 2024-CES9 A1B 5.683% 25-DEC-2044, 5.68%, 12/25/44 RCKT 2024-CES9 749426AB8 - - $32,470 $32,470 0.00 $0
FNMA 30yr Pool#BC0870 3.500% 01-Jan-2046, 3.50%, 01/01/46 FN 3140EU6G9 - 34,332 $31,586 $31,586 0.00 $31,314
Ginnie Mae REMIC Trust 2007-040 FG 4.10409% 20-JUL-2037, 4.10%, 07/20/37 GNR 2007-40 38375KZS4 - 27,245 $27,028 $27,028 0.00 $26,945
FHLMC 15yr Pool#ZK9163 3.000% 01-Jan-2033, 3.00%, 01/01/33 FR 3131XDFC4 - 26,615 $26,867 $26,867 0.00 $25,650
RCKT Mortgage Trust 2024-CES1 A1B 6.325% 25-FEB-2044, 6.33%, 02/25/44 RCKT 2024-CES1 749424AB3 - - $25,952 $25,952 0.00 $0
FIGRE TRUST 2025-HE4 5.408% 55, 5.41%, 07/25/55 FIGRE 2025-HE4 31684PAA0 - - $23,661 $23,661 0.00 $0
Ginnie Mae REMIC Trust 2004-069 CF 4.18409% 20-JUL-2034, 4.18%, 07/20/34 GNR 2004-69 38374JAT3 - 22,666 $22,680 $22,680 0.00 $22,609
Fannie Mae REMIC Trust 2013-2 QF 4.23056% 25-FEB-2043, 4.23%, 02/25/43 FNR 2013-2 3136AB4P5 - 21,694 $21,657 $21,657 0.00 $21,601
FHLMC 30yr Pool#ZN2165 4.500% 01-Dec-2048, 4.50%, 12/01/48 FR 3131Y8MN2 - 22,174 $21,589 $21,589 0.00 $21,403
Ginnie Mae REMIC Trust 2007-059 FA 4.28409% 20-OCT-2037, 4.28%, 10/20/37 GNR 2007-59 38375LPU8 - 21,517 $21,465 $21,465 0.00 $21,396
FNMA 15yr Pool#BO7717 3.000% 01-Nov-2034, 3.00%, 11/01/34 FN 3140K3SF0 - 22,008 $21,429 $21,429 0.00 $21,049
Ginnie Mae REMIC Trust 2010-133 FD 4.24964% 16-OCT-2040, 4.25%, 10/16/40 GNR 2010-133 38377MHV1 - 17,521 $17,566 $17,566 0.00 $17,502
Ginnie Mae REMIC Trust 2008-016 FC 4.28409% 20-FEB-2038, 4.28%, 02/20/38 GNR 2008-16 383742FU2 - 17,416 $17,424 $17,424 0.00 $17,368
Ginnie Mae REMIC Trust 2007-037 FW 4.09409% 20-JUN-2037, 4.09%, 06/20/37 GNR 2007-37 38375KNR9 - 17,045 $16,937 $16,937 0.00 $16,884
Ginnie Mae REMIC Trust 2005-065 FA 3.93409% 20-AUG-2035, 3.93%, 08/20/35 GNR 2005-65 38374LL25 - 16,644 $16,473 $16,473 0.00 $16,424
Ginnie Mae REMIC Trust 2004-059 FP 4.11964% 16-AUG-2034, 4.12%, 08/16/34 GNR 2004-59 38374HYS3 - 15,901 $15,890 $15,890 0.00 $15,834
Freddie Mac Multiclass Certificates, Series 2426 FL 4.38987% 15-MAR-2032, 4.39%, 03/15/32 FHR 2426 31339W7G5 - 14,061 $14,160 $14,160 0.00 $14,105
FHLMC 30yr Pool#ZT0252 3.000% 01-Dec-2047, 3.00%, 12/01/47 FR 3132ACH52 - 15,648 $13,936 $13,936 0.00 $13,805
Ginnie Mae REMIC Trust 2005-048 AF 3.98409% 20-JUN-2035, 3.98%, 06/20/35 GNR 2005-48 38374LHM6 - 13,730 $13,643 $13,643 0.00 $13,602
Fannie Mae REMIC Trust 2002-53 FK 4.13056% 25-APR-2032, 4.13%, 04/25/32 FNR 2002-53 31392EHN3 - 13,520 $13,527 $13,527 0.00 $13,493
RCKT Mortgage Trust 2025-CES2 A1B 5.603% 25-FEB-2055, 5.60%, 02/25/55 RCKT 2025-CES2 74942BAB7 - - $13,325 $13,325 0.00 $0
Fannie Mae REMIC Trust 2005-83 KT 4.03056% 25-OCT-2035, 4.03%, 10/25/35 FNR 2005-83 31394FUL7 - 11,921 $11,870 $11,870 0.00 $11,840
Fannie Mae REMIC Trust 2007-89 GF 4.25056% 25-SEP-2037, 4.25%, 09/25/37 FNR 2007-89 31396XPM0 - 11,421 $11,453 $11,453 0.00 $11,423
Freddie Mac Multiclass Certificates, Series 2551 FD 4.13987% 15-JAN-2033, 4.14%, 01/15/33 FHR 2551 31393JAZ1 - 10,194 $10,213 $10,213 0.00 $10,175
FHLMC 30yr Pool#ZM2269 3.000% 01-Dec-2046, 3.00%, 12/01/46 FR 3131XVQW8 - 10,664 $9,804 $9,804 0.00 $9,395
Ginnie Mae REMIC Trust 2012-075 FP 4.08409% 20-JUL-2041, 4.08%, 07/20/41 GNR 2012-75 38378EZ55 - 9,525 $9,569 $9,569 0.00 $9,540
Morgan Stanley Residential Mortgage Loan Trust 2026-NQM1 A2 5.032% 25-DEC-2070, 5.03%, 12/25/70 MSRM 2026-NQM1 61780XAF2 - - $9,292 $9,292 0.00 $0
Ginnie Mae REMIC Trust 2007-061 FA 4.28409% 20-OCT-2037, 4.28%, 10/20/37 GNR 2007-61 38375LLN8 - 8,763 $8,743 $8,743 0.00 $8,715
Fannie Mae REMIC Trust 2010-123 FL 4.16056% 25-NOV-2040, 4.16%, 11/25/40 FNR 2010-123 31398N2W3 - 7,746 $7,744 $7,744 0.00 $7,725
Freddie Mac Multiclass Certificates, Series 2410, excluding Group 6 FX 4.08987% 15-FEB-2032, 4.09%, 02/15/32 FHR 2410 31339NJN7 - 7,595 $7,611 $7,611 0.00 $7,583
FNMA 15yr Pool#AS8207 2.500% 01-Oct-2031, 2.50%, 10/01/31 FN 3138WJDM7 - 7,367 $7,386 $7,386 0.00 $7,084
Fannie Mae REMIC Trust 2012-100 FG 4.13056% 25-SEP-2042, 4.13%, 09/25/42 FNR 2012-100 3136A8QW3 - 6,869 $6,846 $6,846 0.00 $6,829
Freddie Mac Multiclass Certificates, Series 3028 FM 3.98987% 15-SEP-2035, 3.99%, 09/15/35 FHR 3028 31396AFB5 - 6,617 $6,612 $6,612 0.00 $6,589
FNMA 15yr Pool#AS7643 2.500% 01-Aug-2031, 2.50%, 08/01/31 FN 3138WHP55 - 6,636 $6,540 $6,540 0.00 $6,385
FNMA 15yr Pool#BM1036 2.500% 01-Feb-2032, 2.50%, 02/01/32 FN 3140J5EJ4 - 6,557 $6,500 $6,500 0.00 $6,303
Fannie Mae REMIC Trust 2003-87 FG 4.23056% 25-SEP-2033, 4.23%, 09/25/33 FNR 2003-87 31393E4W6 - 6,466 $6,482 $6,482 0.00 $6,465
Ginnie Mae REMIC Trust 2007-018 FD 4.08409% 20-APR-2037, 4.08%, 04/20/37 GNR 2007-18 38375JC86 - 6,429 $6,386 $6,386 0.00 $6,366
Ginnie Mae REMIC Trust 2010-006 FG 4.41964% 16-JAN-2040, 4.42%, 01/16/40 GNR 2010-6 38376TSC7 - 6,044 $6,068 $6,068 0.00 $6,045
FHLMC 15yr Pool#ZK8405 2.500% 01-Dec-2031, 2.50%, 01/22/31 FR 3131XCKS5 - 5,691 $5,653 $5,653 0.00 $5,465
Fannie Mae REMIC Trust 2002-16 VF 4.28056% 25-APR-2032, 4.28%, 04/25/32 FNR 2002-16 31392CWW0 - 5,573 $5,598 $5,598 0.00 $5,584
Fannie Mae REMIC Trust 2010-95 FB 4.13056% 25-SEP-2040, 4.13%, 09/25/40 FNR 2010-95 31398NEX8 - 4,817 $4,818 $4,818 0.00 $4,806
Freddie Mac Multiclass Certificates, Series 3738 FD 4.03987% 15-AUG-2040, 4.04%, 08/15/40 FHR 3738 3137GAYQ4 - 2,582 $2,591 $2,591 0.00 $2,582
FHLMC 30yr Pool#ZN0650 3.000% 01-Mar-2043, 3.00%, 03/01/43 FR 3131Y6WK1 - 1,016 $914 $914 0.00 $907
Freddie Mac Multiclass Certificates, Series 2469 FE 4.23987% 15-JUL-2032, 4.24%, 07/15/32 FHR 2469 31392RC58 - 614.00 $616 $616 0.00 $613
Ginnie Mae REMIC Trust 1999-27 FE 4.21964% 16-AUG-2029, 4.22%, 08/16/29 GNR 1999-27 3837H2WA3 - 296.00 $297 $297 0.00 $296
Ginnie Mae REMIC Trust 2010-125 VF 4.13409% 20-JUN-2040, 4.13%, 06/20/40 GNR 2010-125 38377JYJ6 - 291.00 $292 $292 0.00 $291
US 10YR NOTE (CBT)Sep26 SEP 26 TYU6 FUTURES_USD - -2,569 $-278,937,203 $0 0.00 $0
US 5YR NOTE (CBT) Sep26 SEP 26 FVU6 FUTURES_USD - -2,188 $-232,868,157 $0 0.00 $0
US ULTRA BOND CBT Sep26 SEP 26 WNU6 FUTURES_USD - -305.00 $-33,540,469 $0 0.00 $0
US 10yr Ultra Fut Sep26 SEP 26 UXYU6 FUTURES_USD - -3,027 $-333,632,156 $0 0.00 $0
US 2YR NOTE (CBT) Sep26 SEP 26 TUU6 FUTURES_USD - 2,879 $593,388,894 $-0 0.00 $-0
UMBS TBA 30yr 3% September Delivery, 3.00%, 09/14/26 FNCL 01F030694 - -79,188,287 $-67,706,381 $-67,706,381 -1.01 $-67,706,381
UMBS TBA 30yr 4% October Delivery, 4.00%, 10/13/26 FNCL 01F0406A0 - -207,845,155 $-190,385,123 $-190,385,123 -2.83 $-190,385,123
UMBS TBA 30yr 5% September Delivery, 5.00%, 09/14/26 FNCL 01F050692 - -279,013,463 $-270,434,078 $-270,434,078 -4.02 $-270,434,078
UMBS TBA 30yr 4% September Delivery, 4.00%, 09/14/26 FNCL 01F040693 - -530,843,829 $-486,824,135 $-486,824,135 -7.24 $-486,824,135
UMBS TBA 30yr 4.5% September Delivery, 4.50%, 09/14/26 FNCL 01F042699 - -581,152,333 $-548,097,551 $-548,097,551 -8.15 $-548,097,551
UMBS TBA 30yr 5.5% September Delivery, 5.50%, 09/14/26 FNCL 01F052698 - -574,122,913 $-570,560,480 $-570,560,480 -8.48 $-570,560,480
SEGREGATED CASH SEGCASH $0.00 28,345,755 $28,345,755 $28,345,755 0.42 $28,345,755
ALMSUM ALMSUM $0.00 - $0 $0 0.00 $0
US DOLLARS USD MD_142224 - -2,188,145,348 $-2,188,145,348 $-2,188,145,348 -32.54 $-2,188,145,348
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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