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For Individual Investors in the US

Mortgage-Backed Securities ETF Holdings

Full Portfolio Holdings

(As of July 9, 2026)

Ticker Cusip Underlying Security Strike Price Quantity (Shares/ Par/ Units/ Contracts) Notional Value Market Value Weight % Current Market Value
UMBS TBA 30yr 2.5% August Delivery, 2.50%, 08/13/26 FNCL 01F022683 - 1,393,917,386 $1,155,323,335 $1,155,323,335 17.09 $1,155,323,335
GNMA II TBA 30yr 2.5% July Delivery, 2.50%, 07/20/26 G2SF 21H022671 - 710,603,414 $602,619,409 $602,619,409 8.92 $602,619,409
UMBS TBA 30yr 3% August Delivery, 3.00%, 08/13/26 FNCL 01F030686 - 593,303,862 $513,318,788 $513,318,788 7.60 $513,318,788
FNMA 30yr Pool#FA5633 4.500% 01-Sep-2053, 4.50%, 09/01/53 FN 3140W6HK1 - 320,303,731 $315,747,803 $315,747,803 4.68 $310,935,273
UMBS TBA 30yr 2% August Delivery, 2.00%, 08/13/26 FNCL 01F020687 - 360,986,255 $285,796,789 $285,796,789 4.23 $285,796,789
UMBS TBA 30yr 6% August Delivery, 6.00%, 08/13/26 FNCL 01F060683 - 242,021,092 $246,263,722 $246,263,722 3.65 $246,263,722
GNMA II TBA 30yr 5% July Delivery, 5.00%, 07/20/26 G2SF 21H050672 - 198,508,194 $194,939,811 $194,939,811 2.89 $194,939,811
GNMA II TBA 30yr 5.5% July Delivery, 5.50%, 07/20/26 G2SF 21H052678 - 164,697,000 $165,166,386 $165,166,386 2.45 $165,166,386
GNMA II TBA 30yr 3% July Delivery, 3.00%, 07/20/26 G2SF 21H030674 - 182,289,962 $160,632,821 $160,632,821 2.38 $160,632,821
UMBS TBA 30yr 6.5% August Delivery, 6.50%, 08/13/26 FNCL 01F062689 - 137,850,000 $142,538,278 $142,538,278 2.12 $142,538,278
UMBS TBA 30yr 3.5% August Delivery, 3.50%, 08/13/26 FNCL 01F032682 - 155,843,000 $140,316,674 $140,316,674 2.08 $140,316,674
FNMA 30yr Pool#FA5419 4.500% 01-Aug-2053, 4.50%, 08/01/53 FN 3140W6AV4 - 140,485,899 $136,953,381 $136,953,381 2.03 $135,017,579
FNMA 30yr Pool#CB9787 5.000% 01-Jan-2055, 5.00%, 01/01/55 FN 3140QV2V5 - 128,807,582 $128,323,410 $128,323,410 1.90 $127,087,223
GNMA II TBA 30yr 3.5% July Delivery, 3.50%, 07/20/26 G2SF 21H032670 - 132,283,377 $117,671,355 $117,671,355 1.74 $117,671,355
FNMA 30yr Pool#FA2754 4.500% 01-Jan-2049, 4.50%, 01/01/49 FN 3140W3BY4 - 111,626,170 $109,126,926 $109,126,926 1.61 $107,796,732
GNMA II TBA 30yr 4.5% July Delivery, 4.50%, 07/20/26 G2SF 21H042679 - 113,901,488 $108,725,577 $108,725,577 1.61 $108,725,577
FHLMC 30yr Pool#SL3899 5.000% 01-Jan-2056, 5.00%, 01/01/56 FR 31427RKM1 - 108,701,702 $108,422,824 $108,422,824 1.60 $107,247,288
FNMA 30yr Pool#FS1133 4.000% 01-Oct-2051, 4.00%, 10/01/51 FN 3140XGHK8 - 105,839,864 $100,909,355 $100,909,355 1.49 $99,475,905
FNMA 30yr Pool#FM7460 4.000% 01-Mar-2051, 4.00%, 03/01/51 FN 3140XBJE1 - 100,545,395 $95,780,528 $95,780,528 1.42 $94,499,783
GNMA II TBA 30yr 4% July Delivery, 4.00%, 07/20/26 G2SF 21H040673 - 102,070,688 $94,085,698 $94,085,698 1.39 $94,085,698
FNMA 30yr Pool#FA5549 5.000% 01-Mar-2056, 5.00%, 03/01/56 FN 3140W6EX6 - 93,728,332 $92,873,035 $92,873,035 1.37 $92,079,930
FNMA 30yr Pool#FA4553 5.000% 01-Feb-2056, 5.00%, 02/01/56 FN 3140W5BX1 - 85,410,454 $86,019,182 $86,019,182 1.27 $84,552,165
FNMA 30yr Pool#FA3025 5.500% 01-Sep-2055, 5.50%, 09/01/55 FN 3140W3LF4 - 83,063,986 $85,347,640 $85,347,640 1.26 $84,251,496
FHLMC 30yr Pool#SL5254 4.500% 01-Sep-2051, 4.50%, 09/01/51 FR 31427SZU5 - 84,141,851 $83,007,496 $83,007,496 1.23 $81,680,814
FNMA 30yr Pool#FS9005 5.500% 01-Sep-2054, 5.50%, 09/01/54 FN 3140XRAF2 - 77,476,100 $79,316,662 $79,316,662 1.17 $78,529,125
FHLMC 30yr Pool#SL5145 5.000% 01-Feb-2056, 5.00%, 02/01/56 FR 31427SWF1 - 78,988,941 $78,147,098 $78,147,098 1.16 $77,599,761
FHLMC 30yr Pool#SL2464 4.500% 01-Dec-2048, 4.50%, 12/01/48 FR 31427PW26 - 78,557,545 $77,027,002 $77,027,002 1.14 $75,862,557
FNMA 30yr Pool#FA3036 5.500% 01-Oct-2055, 5.50%, 10/01/55 FN 3140W3LS6 - 71,084,791 $73,542,808 $73,542,808 1.09 $72,142,992
FNMA 30yr Pool#CB9331 5.500% 01-Oct-2054, 5.50%, 10/01/54 FN 3140QVLM4 - 71,264,107 $73,379,752 $73,379,752 1.08 $72,232,701
FHLMC 30yr Pool#RJ4363 5.500% 01-Jun-2055, 5.50%, 06/01/55 FR 3142GUZ55 - 71,086,019 $73,321,745 $73,321,745 1.08 $72,144,238
FHLMC 30yr Pool#SD1046 4.000% 01-Jul-2052, 4.00%, 07/01/52 FR 3132DNET6 - 75,866,903 $72,720,295 $72,720,295 1.07 $71,189,451
FNMA 30yr Pool#FA3037 5.500% 01-Oct-2055, 5.50%, 10/01/55 FN 3140W3LT4 - 66,140,488 $67,962,649 $67,962,649 1.00 $67,037,232
FNMA 30yr Pool#FA0574 5.500% 01-Jan-2055, 5.50%, 01/01/55 FN 3140W0T88 - 62,898,913 $65,149,784 $65,149,784 0.96 $63,785,826
FHLMC 30yr Pool#SL3985 5.000% 01-Jan-2056, 5.00%, 01/01/56 FR 31427RNB2 - 65,638,880 $65,004,073 $65,004,073 0.96 $64,552,499
FHLMC 30yr Pool#SL4515 5.000% 01-Apr-2056, 5.00%, 04/01/56 FR 31427SAR9 - 63,838,741 $63,243,912 $63,243,912 0.93 $62,782,154
FNMA 30yr Pool#FS8993 6.000% 01-Jul-2054, 6.00%, 07/01/54 FN 3140XQ7F8 - 57,649,623 $60,844,759 $60,844,759 0.90 $59,102,432
FNMA 30yr Pool#FA0573 5.000% 01-Jan-2055, 5.00%, 01/01/55 FN 3140W0T70 - 58,376,067 $58,322,968 $58,322,968 0.86 $57,790,931
FNMA 30yr Pool#FA4990 5.000% 01-Mar-2056, 5.00%, 03/01/56 FN 3140W5RL0 - 58,247,499 $58,035,479 $58,035,479 0.86 $57,606,551
FNMA 30yr Pool#FA4270 5.000% 01-Dec-2055, 5.00%, 12/01/55 FN 3140W4W86 - 57,392,358 $57,450,307 $57,450,307 0.85 $56,763,030
FHLMC 30yr Pool#RJ6942 5.500% 01-Jun-2056, 5.50%, 06/01/56 FR 3142GXWC7 - 55,155,234 $56,476,957 $56,476,957 0.83 $55,943,464
FNMA 30yr Pool#FA5046 5.000% 01-Mar-2056, 5.00%, 03/01/56 FN 3140W5TC8 - 56,146,304 $56,323,742 $56,323,742 0.83 $55,528,478
FHLMC 30yr Pool#SL1188 5.500% 01-Apr-2055, 5.50%, 04/01/55 FR 31427NKA6 - 54,208,801 $55,840,763 $55,840,763 0.83 $54,941,299
FNMA 30yr Pool#FA4000 5.000% 01-Jun-2055, 5.00%, 06/01/55 FN 3140W4NS2 - 53,206,908 $53,618,066 $53,618,066 0.79 $52,673,585
FNMA 30yr Pool#CB9654 5.000% 01-Dec-2054, 5.00%, 12/01/54 FN 3140QVWQ3 - 50,137,613 $49,878,207 $49,878,207 0.74 $49,467,973
FNMA 30yr Pool#FA2246 5.500% 01-Jul-2055, 5.50%, 07/01/55 FN 3140W2P88 - 47,390,948 $49,203,369 $49,203,369 0.73 $48,031,319
FHLMC 30yr Pool#SL0239 5.000% 01-Jan-2055, 5.00%, 01/01/55 FR 31427MHR5 - 48,776,670 $48,483,030 $48,483,030 0.72 $48,125,207
Structured Agency Credit Risk (STACR) Debt Notes, Series 2022-HQA1 M2 8.87776% 25-MAR-2042, 8.88%, 03/25/42 STACR 2022-HQA1 35564KTJ8 - 46,021,486 $47,529,359 $47,529,359 0.70 $47,359,123
FNMA 30yr Pool#CC2018 5.500% 01-Feb-2056, 5.50%, 02/01/56 FN 3140Y8G42 - 45,867,927 $47,254,636 $47,254,636 0.70 $46,489,812
FNMA 30yr Pool#FA3128 5.500% 01-Oct-2055, 5.50%, 10/01/55 FN 3140W3PN3 - 44,733,390 $46,664,612 $46,664,612 0.69 $45,372,913
FNMA 30yr Pool#FA4155 5.000% 01-Jan-2056, 5.00%, 01/01/56 FN 3140W4TM9 - 44,968,761 $45,232,020 $45,232,020 0.67 $44,490,182
FNMA 30yr Pool#FA3572 5.000% 01-Nov-2055, 5.00%, 11/01/55 FN 3140W36J3 - 44,652,401 $44,988,850 $44,988,850 0.66 $44,204,825
FHLMC 30yr Pool#SD7343 5.500% 01-Jan-2055, 5.50%, 01/01/55 FR 3132DVEQ4 - 42,037,182 $43,343,887 $43,343,887 0.64 $42,571,425
FNMA 30yr Pool#FA4202 5.000% 01-Jan-2056, 5.00%, 01/01/56 FN 3140W4U47 - 42,841,915 $43,220,381 $43,220,381 0.64 $42,370,488
FNMA 30yr Pool#CC1926 5.000% 01-Feb-2056, 5.00%, 02/01/56 FN 3140Y8D86 - 41,564,459 $41,873,226 $41,873,226 0.62 $41,219,248
FNMA 30yr Pool#FS9779 5.500% 01-Nov-2054, 5.50%, 11/01/54 FN 3140XR2M6 - 39,753,133 $40,931,309 $40,931,309 0.60 $40,256,797
FNMA 30yr Pool#FA3435 5.000% 01-Nov-2055, 5.00%, 11/01/55 FN 3140W3Y94 - 40,352,881 $40,892,606 $40,892,606 0.60 $39,947,375
FNMA 40yr Pool#BF0646 2.500% 01-Jun-2062, 2.50%, 06/01/62 FN 3140FXWG3 - 45,928,366 $38,119,610 $38,119,610 0.56 $37,738,288
FHLMC 30yr Pool#ZT2413 4.000% 01-Feb-2041, 4.00%, 02/01/41 FR 3132AEVE3 - 37,796,005 $36,810,188 $36,810,188 0.54 $36,280,638
New Residential Mortgage LLC 6.545% 25-MAR-2032, 6.54%, 03/25/32 NZES 2025-FHT 64832EAA7 - 35,026,612 $35,370,601 $35,370,601 0.52 $35,275,081
FHLMC 30yr Pool#SI2101 4.000% 01-Sep-2048, 4.00%, 09/01/48 FR 3133USKN0 - 36,763,319 $35,231,212 $35,231,212 0.52 $34,626,978
FHLMC 30yr Pool#SL4452 5.000% 01-Mar-2056, 5.00%, 03/01/56 FR 31427R5N6 - 34,592,311 $34,876,365 $34,876,365 0.52 $34,244,693
FNMA 40yr Pool#BF0598 2.500% 01-Mar-2062, 2.50%, 03/01/62 FN 3140FXUY6 - 41,789,990 $34,809,456 $34,809,456 0.51 $34,341,108
FHLMC 30yr Pool#SL0046 6.000% 01-Jan-2055, 6.00%, 01/01/55 FR 31427MBQ3 - 32,909,685 $34,765,798 $34,765,798 0.51 $33,738,014
FHLMC 30yr Pool#SL0938 4.000% 01-Jul-2050, 4.00%, 07/01/50 FR 31427NBG3 - 35,765,053 $34,737,127 $34,737,127 0.51 $34,161,696
FHLMC 30yr Pool#SL0860 5.500% 01-Apr-2055, 5.50%, 04/01/55 FR 31427M5W7 - 34,201,633 $34,734,417 $34,734,417 0.51 $34,666,488
FHLMC 30yr Pool#RJ2205 5.500% 01-Aug-2054, 5.50%, 08/01/54 FR 3142GSNX2 - 33,618,678 $34,354,212 $34,354,212 0.51 $34,075,610
FNMA 30yr Pool#CC2016 5.500% 01-Feb-2056, 5.50%, 02/01/56 FN 3140Y8G26 - 33,427,019 $34,322,169 $34,322,169 0.51 $33,924,629
FHLMC 30yr Pool#SL1632 4.000% 01-Nov-2053, 4.00%, 11/01/53 FR 31427NY60 - 35,312,470 $33,581,170 $33,581,170 0.50 $33,129,894
FNMA 30yr Pool#FA0576 5.500% 01-Jan-2055, 5.50%, 01/01/55 FN 3140W0UA1 - 32,213,982 $33,514,021 $33,514,021 0.50 $32,654,039
FNMA 30yr Pool#FA1951 6.000% 01-Jun-2055, 6.00%, 06/01/55 FN 3140W2EZ0 - 30,223,898 $32,268,259 $32,268,259 0.48 $31,001,492
FNMA 30yr Pool#FA3191 5.500% 01-Oct-2055, 5.50%, 10/01/55 FN 3140W3RM3 - 30,991,652 $31,734,635 $31,734,635 0.47 $31,411,842
FNMA 30yr Pool#FA4849 5.000% 01-Feb-2056, 5.00%, 02/01/56 FN 3140W5L77 - 30,759,159 $30,689,976 $30,689,976 0.45 $30,450,060
FNMA 30yr Pool#FA3682 5.500% 01-Feb-2055, 5.50%, 02/01/55 FN 3140W4CU9 - 29,403,202 $30,341,956 $30,341,956 0.45 $29,817,805
FNMA 30yr Pool#FA1557 6.000% 01-May-2055, 6.00%, 05/01/55 FN 3140W1WT6 - 28,491,930 $29,990,148 $29,990,148 0.44 $29,209,065
FNMA 30yr Pool#FA1560 5.500% 01-Apr-2055, 5.50%, 04/01/55 FN 3140W1WW9 - 28,539,555 $29,335,779 $29,335,779 0.43 $28,941,980
FHLMC 30yr Pool#SL0238 5.000% 01-May-2054, 5.00%, 05/01/54 FR 31427MHQ7 - 28,582,632 $28,502,508 $28,502,508 0.42 $28,200,882
FNMA 40yr Pool#BF0698 3.500% 01-Dec-2062, 3.50%, 12/01/62 FN 3140FXX49 - 30,811,864 $27,991,759 $27,991,759 0.41 $27,530,126
FNMA 30yr Pool#FA4117 4.500% 01-Sep-2051, 4.50%, 09/01/51 FN 3140W4SF5 - 28,020,702 $27,674,922 $27,674,922 0.41 $27,235,358
FHLMC 30yr Pool#SL1291 4.000% 01-Nov-2054, 4.00%, 11/01/54 FR 31427NNH8 - 28,980,327 $27,568,086 $27,568,086 0.41 $27,189,125
FHLMC 30yr Pool#SL2558 6.000% 01-Aug-2055, 6.00%, 08/01/55 FR 31427PZY3 - 26,127,498 $27,475,663 $27,475,663 0.41 $26,944,387
FNMA 30yr Pool#FA3105 6.000% 01-May-2055, 6.00%, 05/01/55 FN 3140W3NX3 - 25,892,463 $27,220,687 $27,220,687 0.40 $26,594,810
FNMA 30yr Pool#FA1798 4.000% 01-Aug-2052, 4.00%, 08/01/52 FN 3140W17L1 - 27,643,905 $26,403,676 $26,403,676 0.39 $25,941,695
FHLMC 30yr Pool#SL4437 6.000% 01-Sep-2054, 6.00%, 09/01/54 FR 31427R4X5 - 24,126,404 $25,194,514 $25,194,514 0.37 $24,988,405
FNMA 30yr Pool#FA5758 5.500% 01-Feb-2056, 5.50%, 02/01/56 FN 3140W6MG4 - 24,268,746 $25,014,918 $25,014,918 0.37 $24,598,598
NRM MSR-Collateralized Notes, Series 2024-FNT1 A 7.398% 25-NOV-2029, 7.40%, 11/25/31 NZES 2024-FNT1 62956YAA7 - 23,609,506 $23,851,123 $23,851,123 0.35 $23,778,347
FNMA 30yr Pool#FA3714 5.000% 01-Nov-2055, 5.00%, 11/01/55 FN 3140W4DU8 - 23,423,147 $23,547,807 $23,547,807 0.35 $23,199,900
FHLMC 30yr Pool#SD3271 5.500% 01-Jun-2053, 5.50%, 06/01/53 FR 3132DQT48 - 22,732,019 $23,213,135 $23,213,135 0.34 $23,040,691
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2025-HQA1 M2 5.27776% 25-FEB-2045, 5.28%, 02/25/45 STACR 2025-HQA1 35564NHA4 - 23,060,148 $23,107,581 $23,107,581 0.34 $23,056,871
Rithm Capital Corp. 8.5% 01-JUN-2031, 8.50%, 06/01/31 RITM 64828TAD4 - 21,732,000 $22,125,593 $22,125,593 0.33 $21,838,248
FNMA 30yr Pool#FA4386 5.500% 01-Jan-2056, 5.50%, 01/01/56 FN 3140W42U0 - 21,429,636 $21,904,764 $21,904,764 0.32 $21,748,647
FHLMC 30yr Pool#SD3669 5.500% 01-Sep-2053, 5.50%, 09/01/53 FR 3132E0CE0 - 21,368,450 $21,690,696 $21,690,696 0.32 $21,648,256
FNMA 30yr Pool#CC1195 5.000% 01-Oct-2055, 5.00%, 10/01/55 FN 3140Y7KH0 - 21,366,899 $21,301,351 $21,301,351 0.31 $21,152,184
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA2 B2 12.12776% 25-FEB-2042, 12.13%, 02/25/42 STACR 2022-DNA2 35564KSQ3 - 20,134,000 $21,077,589 $21,077,589 0.31 $20,975,847
FNMA 30yr Pool#FM7840 4.000% 01-Apr-2050, 4.00%, 04/01/50 FN 3140XBWA4 - 21,935,104 $20,872,702 $20,872,702 0.31 $20,652,638
PRET 2025-RPL3 Trust A1 4.15% 25-APR-2065, 4.15%, 04/25/65 PRET 2025-RPL3 69382RAA1 - 21,431,842 $20,863,599 $20,863,599 0.31 $20,767,245
FHLMC 30yr Pool#TB3130 5.500% 01-May-2056, 5.50%, 05/01/56 FR 3142K4PQ3 - 20,349,147 $20,651,333 $20,651,333 0.31 $20,610,917
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-DNA6 B2 11.12776% 25-OCT-2041, 11.13%, 10/25/41 STACR 2021-DNA6 35564KLV9 - 19,937,000 $20,591,917 $20,591,917 0.30 $20,303,344
FHLMC 30yr Pool#TB5153 5.500% 01-Jun-2056, 5.50%, 06/01/56 FR 3142K6WP2 - 20,131,121 $20,430,069 $20,430,069 0.30 $20,390,086
RCKT Mortgage Trust 2026-CES2 A3 5.255% 25-FEB-2056, 5.25%, 02/25/56 RCKT 2026-CES2 74940EAD9 - 20,600,000 $20,302,736 $20,302,736 0.30 $20,185,462
FNMA 30yr Pool#FS7225 4.000% 01-Aug-2051, 4.00%, 08/01/51 FN 3140XPA33 - 21,077,079 $20,295,615 $20,295,615 0.30 $19,852,276
Connecticut Avenue Securities Trust 2023-R06 1B1 7.52776% 25-JUL-2043, 7.53%, 07/25/43 CAS 2023-R06 20754EAF2 - 19,155,535 $20,148,404 $20,148,404 0.30 $20,088,322
FNMA 30yr Pool#FS4781 4.000% 01-Oct-2051, 4.00%, 10/01/51 FN 3140XLJ33 - 20,921,177 $20,120,218 $20,120,218 0.30 $19,697,992
FHLMC 30yr Pool#SD5061 5.500% 01-Mar-2054, 5.50%, 03/01/54 FR 3132DSTS1 - 19,329,755 $19,950,825 $19,950,825 0.29 $19,616,358
FNMA 30yr Pool#FA1128 6.500% 01-Aug-2054, 6.50%, 08/01/54 FN 3140W1HE6 - 18,467,780 $19,943,304 $19,943,304 0.29 $19,204,432
FNMA 30yr Pool#CB7112 5.500% 01-Sep-2053, 5.50%, 09/01/53 FN 3140QS3W9 - 19,117,897 $19,692,564 $19,692,564 0.29 $19,368,233
FNMA 30yr Pool#FA5284 5.500% 01-Apr-2056, 5.50%, 04/01/56 FN 3140W52S2 - 19,317,212 $19,663,428 $19,663,428 0.29 $19,487,372
Figure Technology Solutions Inc|8.5|07/31/2031, 8.50%, 07/31/31 FIGR 349381AA1 - 19,574,000 $19,574,000 $19,574,000 0.29 $19,574,000
FNMA 40yr Pool#BF0226 3.500% 01-Jan-2058, 3.50%, 01/01/58 FN 3140FXHC9 - 20,914,769 $19,308,566 $19,308,566 0.29 $19,032,235
Finance of America Structured Securities Trust, 2025-S1 A1 3.5% 25-FEB-2075, 3.50%, 02/25/75 FASST 2025-S1 31741BAB0 - 19,768,110 $19,241,888 $19,241,888 0.28 $19,213,059
FNMA 30yr Pool#FA1129 6.500% 01-Jun-2054, 6.50%, 06/01/54 FN 3140W1HF3 - 17,847,290 $19,221,725 $19,221,725 0.28 $18,559,192
FNMA 30yr Pool#FS6382 4.000% 01-Aug-2051, 4.00%, 08/01/51 FN 3140XNCU6 - 19,882,089 $19,058,463 $19,058,463 0.28 $18,726,728
FINANCE OF AMERICA STRUC 3.28125% 74, 3.50%, 04/25/74 FASST 2024-S3 31739WAB8 - 18,964,359 $18,719,635 $18,719,635 0.28 $18,611,529
FNMA 40yr Pool#BF0807 3.500% 01-Apr-2064, 3.50%, 04/01/64 FN 3140FX3R1 - 20,619,089 $18,696,012 $18,696,012 0.28 $18,424,294
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA2 M2 7.37776% 25-FEB-2042, 7.38%, 02/25/42 STACR 2022-DNA2 35564KRN1 - 17,989,120 $18,351,622 $18,351,622 0.27 $18,296,322
FNMA 40yr Pool#BF0713 4.000% 01-Mar-2063, 4.00%, 03/01/63 FN 3140FXYK2 - 19,248,046 $18,177,381 $18,177,381 0.27 $17,943,704
FNMA 30yr Pool#FS5028 4.000% 01-Oct-2051, 4.00%, 10/01/51 FN 3140XLSS8 - 18,922,232 $18,008,447 $18,008,447 0.27 $17,815,918
FNMA 30yr Pool#FA1549 5.500% 01-May-2055, 5.50%, 05/01/55 FN 3140W1WK5 - 17,110,972 $17,813,774 $17,813,774 0.26 $17,342,965
FHLMC 30yr Pool#SL0850 4.000% 01-Jul-2049, 4.00%, 07/01/49 FR 31427M5L1 - 18,248,406 $17,808,663 $17,808,663 0.26 $17,519,666
FHLMC 30yr Pool#QJ9063 5.000% 01-Nov-2054, 5.00%, 11/01/54 FR 3133D1B81 - 17,804,280 $17,681,756 $17,681,756 0.26 $17,549,762
FNMA 30yr Pool#FS2863 4.000% 01-Sep-2052, 4.00%, 09/01/52 FN 3140XJFD0 - 18,430,351 $17,419,905 $17,419,905 0.26 $17,292,638
SALUDA GRADE ALTERNATIVE M 5.749% 31, 5.75%, 03/25/31 GRADE 2026-RTL7 79584UAA9 - 17,370,000 $17,320,155 $17,320,155 0.26 $17,128,757
FHLMC 30yr Pool#QY8779 6.000% 01-Jul-2055, 6.00%, 07/01/55 FR 31426TXH5 - 15,978,308 $16,618,983 $16,618,983 0.25 $16,479,360
RCKT MOR 2025-CES9 FLT 2055 A1B, 5.00%, 09/25/55 RCKT 2025-CES9 74942JAB0 - 16,706,782 $16,554,859 $16,554,859 0.24 $16,464,418
FNMA 30yr Pool#FA1358 4.500% 01-May-2050, 4.50%, 05/01/50 FN 3140W1QL0 - 16,097,912 $15,723,991 $15,723,991 0.23 $15,594,999
Connecticut Avenue Securities Trust 2022-R02 2B2 11.27776% 25-JAN-2042, 11.28%, 01/25/42 CAS 2022-R02 20754BAJ0 - 15,154,500 $15,715,319 $15,715,319 0.23 $15,644,107
SALUDA GR ALT MTG TR 2025-LOC5 A1B, 5.45%, 10/25/55 GRADE 2025-LOC5 79581XAC2 - 15,693,000 $15,697,294 $15,697,294 0.23 $15,661,669
Vontive Mortgage Trust 2025-RTL1 A1 6.507% 25-MAR-2030, 6.51%, 03/25/30 VNTV 2025-RTL1 928884AA3 - 15,444,000 $15,590,191 $15,590,191 0.23 $15,548,318
FNMA 40yr Pool#BF0806 3.500% 01-Apr-2064, 3.50%, 04/01/64 FN 3140FX3Q3 - 17,009,063 $15,332,537 $15,332,537 0.23 $15,248,883
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 $15,300,875 $15,300,875 0.23 $15,178,245
JW Commercial Mortgage Trust 2026-MRCO A 5.12539% 15-JUN-2039, 5.13%, 06/15/39 JW 2026-MRCO 481948AA5 - 15,000,000 $15,082,603 $15,082,603 0.22 $15,029,214
FHLMC 30yr Pool#SD0985 4.500% 01-Oct-2050, 4.50%, 10/01/50 FR 3132DNCW1 - 15,313,304 $15,060,330 $15,060,330 0.22 $14,884,114
FNMA 40yr Pool#BF0801 2.500% 01-Apr-2064, 2.50%, 04/01/64 FN 3140FX3K6 - 18,184,030 $15,030,012 $15,030,012 0.22 $14,904,665
GS Mortgage Securities MB FLTG 56, 5.03%, 11/25/56 GSMBS 2026-AH2 362984AA4 - 15,000,000 $15,008,156 $15,008,156 0.22 $15,001,866
FNMA 30yr Pool#DA1525 6.000% 01-Oct-2053, 6.00%, 10/01/53 FN 3140A1VT1 - 13,839,333 $14,902,840 $14,902,840 0.22 $14,223,313
FNMA 30yr Pool#FS8660 5.500% 01-Aug-2054, 5.50%, 08/01/54 FN 3140XQTS6 - 14,494,579 $14,698,580 $14,698,580 0.22 $14,669,792
Saluda Grade Alternative Mortgage Trust 2026-HB1 A1B 5.19834% 25-APR-2056, 5.20%, 04/25/56 GRADE 2026-HB1 795939AC1 - 14,405,564 $14,462,655 $14,462,655 0.21 $14,431,452
FNMA 30yr Pool#FM4738 4.000% 01-Sep-2050, 4.00%, 09/01/50 FN 3140X8HQ3 - 15,142,346 $14,310,537 $14,310,537 0.21 $14,210,880
FHLMC 30yr Pool#QH3192 6.000% 01-Oct-2053, 6.00%, 10/01/53 FR 3133CFRM3 - 12,679,722 $14,130,194 $14,130,194 0.21 $13,012,822
BMP Commercial Mortgage Trust 2024-MF23 A 4.99733% 15-JUN-2041, 5.00%, 06/15/41 BMP 2024-MF23 05593JAA8 - 14,000,000 $14,069,693 $14,069,693 0.21 $14,021,108
RCKT Mortgage Trust 2026-CES2 A2 5.055% 25-FEB-2056, 5.05%, 02/25/56 RCKT 2026-CES2 74940EAC1 - 14,268,000 $14,015,797 $14,015,797 0.21 $13,937,662
PRET 2025-RPL1 Trust A1 4.0% 25-JUL-2069, 4.00%, 07/25/69 PRET 2025-RPL1 69392FAA5 - 14,566,346 $13,967,485 $13,967,485 0.21 $13,904,364
Galaxy XXVI CLO Ltd., 6.41%, 07/31/26 GLXYT 2025-1 362922AA4 - 13,817,835 $13,908,919 $13,908,919 0.21 $13,891,706
FNMA 30yr Pool#FS9116 6.000% 01-Sep-2054, 6.00%, 09/01/54 FN 3140XRDW2 - 13,185,342 $13,776,348 $13,776,348 0.20 $13,517,214
FHLMC 30yr Pool#SL3988 5.000% 01-Jan-2056, 5.00%, 01/01/56 FR 31427RNE6 - 13,387,594 $13,526,010 $13,526,010 0.20 $13,253,063
FHLMC 30yr Pool#SD6178 4.500% 01-Jan-2051, 4.50%, 01/01/51 FR 3132DT2K5 - 13,807,931 $13,480,574 $13,480,574 0.20 $13,376,559
FNMA 30yr Pool#FA3563 5.500% 01-Nov-2055, 5.50%, 11/01/55 FN 3140W35Z8 - 12,964,471 $13,351,836 $13,351,836 0.20 $13,157,466
FINANCE OF AMER STR TR 2024-S2 A1, 3.50%, 04/25/74 FASST 2024-S2 31739VAA2 - 13,293,638 $13,132,152 $13,132,152 0.19 $13,112,766
GS Mortgage-Backed Securities Trust 2025-RPL3 A1 4.1% 25-JUL-2065, 4.10%, 07/25/65 GSMBS 2025-RPL3 362963AA8 - 13,313,226 $12,899,719 $12,899,719 0.19 $12,840,586
FNMA 30yr Pool#CC0097 5.500% 01-Mar-2055, 5.50%, 03/01/55 FN 3140Y6DB3 - 12,526,921 $12,852,925 $12,852,925 0.19 $12,713,402
FHLMC 30yr Pool#SD5963 6.000% 01-Jul-2054, 6.00%, 07/01/54 FR 3132DTTU4 - 12,185,353 $12,846,099 $12,846,099 0.19 $12,492,055
FHLMC 30yr Pool#SL4976 5.000% 01-Apr-2056, 5.00%, 04/01/56 FR 31427SQ68 - 12,839,484 $12,835,382 $12,835,382 0.19 $12,626,826
FHLMC 30yr Pool#SL4658 5.000% 01-Jan-2056, 5.00%, 01/01/56 FR 31427SE87 - 12,824,475 $12,737,811 $12,737,811 0.19 $12,612,219
Chase Mortgage Reference Notes, Series 2020-CL1 M1 6.01282% 25-OCT-2057, 6.01%, 10/25/57 CHASE 2020-CL1 46591HAG5 - 12,268,710 $12,695,501 $12,695,501 0.19 $12,664,763
PRPM 2025-RCF3 LLC 5.25% 55, 5.25%, 07/25/55 PRPM 2025-RCF3 69392PAA3 - 12,557,487 $12,548,019 $12,548,019 0.19 $12,476,598
PRET 2025-RPL5 TRUST FLTG 2070 A1, 4.15%, 01/25/70 PRET 2025-RPL5 69393AAA5 - 12,376,181 $11,955,695 $11,955,695 0.18 $11,900,054
FNMA 30yr Pool#FS8717 6.000% 01-Jul-2054, 6.00%, 07/01/54 FN 3140XQVK0 - 11,156,262 $11,855,993 $11,855,993 0.18 $11,437,062
FHLMC 30yr Pool#QG6755 5.500% 01-Jun-2053, 5.50%, 06/01/53 FR 3133C7QG5 - 11,550,546 $11,794,166 $11,794,166 0.17 $11,707,388
FNMA 40yr Pool#BF0731 2.500% 01-Jun-2063, 2.50%, 06/01/63 FN 3140FXY55 - 14,159,740 $11,685,659 $11,685,659 0.17 $11,627,076
Foundation Finance Trust 2025-2 B 4.94% 15-APR-2052, 4.94%, 04/15/52 FFIN 2025-2A 35042NAB1 - 11,657,246 $11,588,026 $11,588,026 0.17 $11,548,035
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA5 M2 10.37776% 25-JUN-2042, 10.38%, 06/25/42 STACR 2022-DNA5 35564KYW3 - 10,918,000 $11,554,946 $11,554,946 0.17 $11,507,736
FNMA 30yr Pool#FS7541 4.000% 01-Jun-2052, 4.00%, 06/01/52 FN 3140XPLX5 - 12,055,110 $11,476,177 $11,476,177 0.17 $11,350,292
FHLMC 30yr Pool#SD6558 6.000% 01-Sep-2054, 6.00%, 09/01/54 FR 3132DUJB4 - 10,830,837 $11,443,759 $11,443,759 0.17 $11,103,447
FNMA 30yr Pool#DE6043 6.000% 01-Aug-2055, 6.00%, 08/01/55 FN 3140BJWD5 - 10,745,398 $11,389,301 $11,389,301 0.17 $11,016,646
Connecticut Avenue Securities Trust 2022-R06 1B2 14.22776% 25-MAY-2042, 14.23%, 05/25/42 CAS 2022-R06 20754NAR6 - 10,436,475 $11,329,054 $11,329,054 0.17 $11,267,185
TOWD POINT MORTGAGE TRUST 2025 0% 65, 4.97%, 09/25/65 TPMT 2025-FIX1 89183MAA1 - 10,917,221 $10,862,276 $10,862,276 0.16 $10,803,520
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA7 M2 10.62776% 25-SEP-2042, 10.63%, 03/25/52 STACR 2022-DNA7 35564KL72 - 10,000,000 $10,745,746 $10,745,746 0.16 $10,701,463
Connecticut Avenue Securities Trust 2022-R04 1B2 13.12776% 25-MAR-2042, 13.13%, 03/25/42 CAS 2022-R04 20753YAL6 - 10,118,401 $10,725,409 $10,725,409 0.16 $10,670,062
METRONET INFRASTRUCTURE ISSU 5.4% 55, 5.40%, 08/20/55 MNET 2025-2A 59170JAX6 - 10,600,000 $10,641,067 $10,641,067 0.16 $10,609,267
Homeward Opportunities Fund Trust 2025-RRTL1 A1 5.476% 25-MAR-2040, 5.48%, 03/25/40 HOF 2025-RRTL1 437919AA1 - 10,475,000 $10,503,826 $10,503,826 0.16 $10,479,925
FNMA 40yr Pool#BF0783 3.500% 01-Dec-2063, 3.50%, 12/01/63 FN 3140FX2R2 - 11,495,802 $10,483,069 $10,483,069 0.15 $10,272,133
Huntington Bank Auto Credit-Linked Notes, Series 2024-2 B1 5.442% 20-OCT-2032, 5.44%, 10/20/32 HACLN 2024-2 44644NAG4 - 10,288,976 $10,367,098 $10,367,098 0.15 $10,335,991
Vista Point Securitization Trust 2025-CES2 A1 5.601% 25-AUG-2055, 5.60%, 08/25/55 VSTA 2025-CES2 92842UAA0 - 10,310,997 $10,366,079 $10,366,079 0.15 $10,303,514
FHLMC 30yr Pool#QH3306 6.000% 01-Oct-2053, 6.00%, 10/01/53 FR 3133CFU72 - 9,858,580 $10,252,618 $10,252,618 0.15 $10,173,666
TOWD PT MTG TR 2025-FIX2 FLTG A1, 5.25%, 10/25/65 TPMT 2025-FIX2 89183RAA0 - 10,248,994 $10,246,838 $10,246,838 0.15 $10,188,558
FNMA 30yr Pool#CC1844 5.500% 01-Jan-2056, 5.50%, 01/01/56 FN 3140Y8BN5 - 9,976,270 $10,223,177 $10,223,177 0.15 $10,144,602
FNMA 30yr Pool#DE1157 6.000% 01-Jun-2055, 6.00%, 06/01/55 FN 3140BDJB7 - 9,749,095 $10,185,302 $10,185,302 0.15 $9,995,194
FIGRE TRUST 2025-HE4 FLTG 2055 C, 5.71%, 07/25/55 FIGRE 2025-HE4 31684PAC6 - 10,157,510 $10,164,913 $10,164,913 0.15 $10,102,092
FNMA 30yr Pool#FA0470 6.000% 01-Jan-2055, 6.00%, 01/01/55 FN 3140W0QY4 - 9,660,871 $10,101,454 $10,101,454 0.15 $9,904,033
LHOME Mortgage Trust 2024-RTL3 A1 6.9% 25-MAY-2029, 6.90%, 05/25/29 LHOME 2024-RTL3 50205GAA0 - 9,960,000 $9,995,617 $9,995,617 0.15 $9,966,982
FNMA 30yr Pool#FS9909 5.000% 01-Nov-2054, 5.00%, 11/01/54 FN 3140XSAK9 - 9,886,784 $9,944,209 $9,944,209 0.15 $9,787,683
FNMA 30yr Pool#FS6236 6.500% 01-Nov-2053, 6.50%, 11/01/53 FN 3140XM4W3 - 9,438,543 $9,918,536 $9,918,536 0.15 $9,835,055
FNMA 30yr Pool#FA4709 5.500% 01-Jul-2055, 5.50%, 07/01/55 FN 3140W5GT5 - 9,410,915 $9,840,620 $9,840,620 0.15 $9,550,450
RCKT MORTGAGE TRUST 2026-CES4 0% 56, 5.59%, 04/25/56 RCKT 2026-CES4 74940CAD3 - 9,483,000 $9,468,223 $9,468,223 0.14 $9,410,764
Rithm Capital Corp. 8.0% 01-APR-2029, 8.00%, 04/01/29 RITM 64828TAB8 - 9,213,000 $9,443,049 $9,443,049 0.14 $9,240,363
FNMA 30yr Pool#FS6662 4.000% 01-Oct-2051, 4.00%, 10/01/51 FN 3140XNML5 - 9,826,520 $9,385,861 $9,385,861 0.14 $9,251,999
Structured Agency Credit Risk (STACR) Debt Notes, Series 2022-HQA1 B2 14.62776% 25-MAR-2042, 14.63%, 03/25/42 STACR 2022-HQA1 35564KUL1 - 8,744,740 $9,366,446 $9,366,446 0.14 $9,313,148
FHLMC 30yr Pool#SD5224 6.000% 01-Mar-2054, 6.00%, 03/01/54 FR 3132DSYV8 - 9,006,977 $9,360,477 $9,360,477 0.14 $9,233,959
LHOME Mortgage Trust 2024-RTL5 A2 5.751% 25-SEP-2039, 5.75%, 09/25/39 LHOME 2024-RTL5 50205WAB3 - 9,325,000 $9,351,526 $9,351,526 0.14 $9,329,181
SALUDA GRADE ALTERNATIVE MORT A2, 6.75%, 03/25/31 GRADE 2026-RTL7 79584UAB7 - 9,418,000 $9,349,906 $9,349,906 0.14 $9,281,058
Central Park Funding Trust 2026-1|7.25|07/27/2028, 7.25%, 07/27/28 CPFTR 2026-1 154808AA7 - 9,300,000 $9,301,873 $9,301,873 0.14 $9,300,000
CONNECTICUT AVENUE SECUR 5.95001% 45, 5.23%, 07/25/45 CAS 2025-R05 20753CAC4 - 9,254,000 $9,279,941 $9,279,941 0.14 $9,259,784
New Residential Mortgage Loan Trust 2026-NQM1 A2 5.078% 25-NOV-2065, 5.08%, 11/25/65 NRZT 2026-NQM1 64832LAF0 - 9,293,157 $9,224,899 $9,224,899 0.14 $9,173,776
FHLMC 30yr Pool#QH4373 6.000% 01-Nov-2053, 6.00%, 11/01/53 FR 3133CG2E6 - 8,804,625 $9,104,916 $9,104,916 0.13 $9,035,926
FNMA 30yr Pool#FS2144 3.500% 01-Jun-2052, 3.50%, 06/01/52 FN 3140XHL21 - 9,529,926 $8,860,686 $8,860,686 0.13 $8,718,701
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 $8,533,658 $8,533,658 0.13 $8,505,058
Freddie Mac Multiclass Certificates, Series 5164 FA 3.8621% 25-NOV-2051, 3.88%, 11/25/51 FHR 5164 3137H3PY2 - 9,284,403 $8,422,062 $8,422,062 0.12 $8,407,060
FNMA 30yr Pool#FS7117 6.500% 01-Feb-2054, 6.50%, 02/01/54 FN 3140XN4B7 - 7,903,250 $8,413,802 $8,413,802 0.12 $8,235,264
Connecticut Avenue Securities Trust 2022-R01 1B2 9.62776% 25-DEC-2041, 9.63%, 12/25/41 CAS 2022-R01 20754LAJ8 - 8,210,585 $8,410,798 $8,410,798 0.12 $8,377,861
Brean Asset Backed Securities Trust 2024-RM8 A1 4.5% 25-MAY-2064, 4.50%, 05/25/64 BABS 2024-RM8 10637YAA3 - 8,309,705 $8,172,581 $8,172,581 0.12 $8,157,000
FNMA 30yr Pool#DA0026 6.000% 01-Sep-2053, 6.00%, 09/01/53 FN 3140A0A41 - 7,698,739 $7,972,027 $7,972,027 0.12 $7,912,345
FHLMC 30yr Pool#SD7417 5.500% 01-Jan-2055, 5.50%, 01/01/55 FR 3132DVG25 - 7,717,774 $7,943,858 $7,943,858 0.12 $7,826,599
FNMA 30yr Pool#DH1175 5.500% 01-May-2056, 5.50%, 05/01/56 FN 3140UGJV5 - 7,829,000 $7,935,134 $7,935,134 0.12 $7,876,566
FIGRE TRUST 2025 HE4 FLTG 2055 B, 5.61%, 07/25/55 FIGRE 2025-HE4 31684PAB8 - 7,864,062 $7,871,008 $7,871,008 0.12 $7,823,232
FHLMC 30yr Pool#QY9874 6.000% 01-Aug-2055, 6.00%, 08/01/55 FR 31426U6L3 - 7,298,326 $7,667,146 $7,667,146 0.11 $7,482,559
PRPM 2025-RPL4 A1, 3.00%, 05/25/55 PRPM 2025-RPL4 74448NAA2 - 7,960,217 $7,618,117 $7,618,117 0.11 $7,592,246
Connecticut Avenue Securities Trust 2025-R01 1M2 5.12776% 25-JAN-2045, 5.13%, 01/25/45 CAS 2025-R01 20755JAC7 - 7,585,000 $7,612,142 $7,612,142 0.11 $7,595,936
Fannie Mae REMIC Trust 2022-65 FB 4.42776% 25-SEP-2052, 4.43%, 09/25/52 FNR 2022-65 3136BPCQ2 - 7,539,876 $7,490,615 $7,490,615 0.11 $7,476,704
SALUDA GR ALT MTG TR 25 RRTL1 A1, 5.32%, 10/25/40 GRADE 2025-RRTL1 79582NAA7 - 7,388,000 $7,393,207 $7,393,207 0.11 $7,350,628
Acacia 2025-1 A 5.24% 15-NOV-2037, 5.24%, 11/15/37 ACACIA 2025-1 00401PAA7 - 7,332,495 $7,361,542 $7,361,542 0.11 $7,334,860
BAYVIEW OPPORTUNITY MAS MB FLTG 56, 5.80%, 07/25/56 BVCES 2026-1 07337MAC4 - 7,356,000 $7,361,085 $7,361,085 0.11 $7,344,505
RENEU 2026-RTL1 MB 5.93%41, 5.89%, 06/25/41 RENEU 2026-RTL1 759964AA7 - 7,339,000 $7,349,981 $7,349,981 0.11 $7,331,963
Alterna Funding III A 6.26% 15-MAY-2039, 6.26%, 05/16/39 TAX 2024-1A 02157JAA3 - 7,143,171 $7,181,848 $7,181,848 0.11 $7,150,795
FNMA 30yr Pool#FA1613 5.000% 01-Apr-2055, 5.00%, 04/01/55 FN 3140W1YK3 - 7,098,815 $7,175,238 $7,175,238 0.11 $7,027,660
RCKT Mortgage Trust 2024-CES9 A1B 5.683% 25-DEC-2044, 5.68%, 12/25/44 RCKT 2024-CES9 749426AB8 - 7,090,992 $7,129,832 $7,129,832 0.11 $7,086,175
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-DNA7 B2 11.42776% 25-NOV-2041, 11.43%, 11/25/41 STACR 2021-DNA7 35564KNE5 - 6,910,000 $7,104,150 $7,104,150 0.11 $7,071,247
COOPR Residential Mortgage Trust 2026-CES1 A1B 4.996% 25-FEB-2061, 5.00%, 01/01/61 COOPR 2026-CES1 21689GAB4 - 7,035,210 $6,968,473 $6,968,473 0.10 $6,930,396
COOPR Residential Mortgage Trust 2025-CES3 A1A 4.84% 25-SEP-2060, 4.84%, 09/25/60 COOPR 2025-CES3 216926AA3 - 7,024,223 $6,950,639 $6,950,639 0.10 $6,913,809
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 $6,947,558 $6,947,558 0.10 $6,907,578
LHOME Mortgage Trust 2024-RTL4 A2 6.092% 25-JUL-2039, 6.09%, 07/25/39 LHOME 2024-RTL4 50205PAB8 - 6,870,000 $6,893,320 $6,893,320 0.10 $6,875,882
Huntington Bank Auto Credit-Linked Notes, Series 2024-1 B1 6.153% 20-MAY-2032, 6.15%, 05/20/32 HACLN 2024-1 44644NAA7 - 6,710,276 $6,783,990 $6,783,990 0.10 $6,761,052
RCKT Mortgage Trust 2025-CES7 A1B 5.478% 25-JUL-2055, 5.48%, 07/25/55 RCKT 2025-CES7 74943AAB8 - 6,742,049 $6,770,505 $6,770,505 0.10 $6,730,494
FHLMC 30yr Pool#QH1500 6.000% 01-Sep-2053, 6.00%, 09/01/53 FR 3133CDUZ5 - 6,467,167 $6,726,816 $6,726,816 0.10 $6,673,861
PRPM 2025-RCF3, LLC, 5.77%, 08/25/28 PRPM 2025-6 69395KAA1 - 6,669,800 $6,687,047 $6,687,047 0.10 $6,645,326
Mello Mortgage Capital Acceptance 2024-SD1 A1 4.0% 25-APR-2054, 4.00%, 04/25/54 MELLO 58550DAA1 - 6,681,100 $6,584,350 $6,584,350 0.10 $6,573,214
FHLMC 30yr Pool#QG3912 5.500% 01-Jun-2053, 5.50%, 06/01/53 FR 3133C4KZ6 - 6,450,173 $6,554,589 $6,554,589 0.10 $6,507,525
FHLMC 30yr Pool#SD3469 5.500% 01-Aug-2053, 5.50%, 08/01/53 FR 3132DQ2A3 - 6,442,914 $6,540,076 $6,540,076 0.10 $6,527,280
RCKT MORTGAGE TRUST 2026-CES4 0% 56, 5.39%, 04/25/56 RCKT 2026-CES4 74940CAC5 - 6,516,000 $6,493,477 $6,493,477 0.10 $6,455,401
Meridian Arc Holdco LLC 6.25% 30-APR-2031, 6.25%, 04/30/31 MERIDI 58990CAA1 - 6,398,000 $6,464,766 $6,464,766 0.10 $6,380,348
FIGRE TRUST 2025-HE6 FLTG 2055 C, 5.25%, 09/25/55 FIGRE 2025-HE6 31684NAC1 - 6,510,966 $6,455,066 $6,455,066 0.10 $6,418,070
FNMA 30yr Pool#FA0339 5.500% 01-Jan-2055, 5.50%, 01/01/55 FN 3140W0LV5 - 6,307,226 $6,449,005 $6,449,005 0.10 $6,396,162
FNMA 30yr Pool#DF2677 6.000% 01-Nov-2055, 6.00%, 11/01/55 FN 3140BS6P7 - 5,841,866 $6,404,553 $6,404,553 0.09 $5,994,520
ACHM Trust 2024-HE1 A 6.55% 25-MAY-2039, 6.55%, 05/25/39 ACHM 2024-HE1 00449TAA3 - 6,245,440 $6,383,557 $6,383,557 0.09 $6,366,512
FIGRE TRUST 2026-HE4 MB FLTG 56, 5.70%, 05/25/56 FIGRE 2026-HE4 31685MAE8 - 6,226,181 $6,214,816 $6,214,816 0.09 $6,176,349
Connecticut Avenue Securities Trust 2023-R03 2B1 9.97776% 25-APR-2043, 9.98%, 04/25/43 CAS 2023-R03 20753ACF9 - 5,626,000 $6,119,210 $6,119,210 0.09 $6,095,820
PRET 2025-RPL2 Trust A1 4.0% 25-FEB-2065, 4.00%, 08/25/64 PRET 2025-RPL2 69392LAA2 - 6,206,749 $6,092,736 $6,092,736 0.09 $6,065,840
FNMA 30yr Pool#DA1468 6.000% 01-Sep-2053, 6.00%, 09/01/53 FN 3140A1T23 - 5,706,055 $6,081,496 $6,081,496 0.09 $5,888,423
FNMA 30yr Pool#FS4356 6.000% 01-May-2053, 6.00%, 05/01/53 FN 3140XKZW3 - 5,731,583 $6,070,367 $6,070,367 0.09 $5,876,022
FNA 9, Series 2026-1 A 5.509% 15-DEC-2038, 5.51%, 04/16/46 FNH 2026-1 34411JAA8 - 6,048,859 $6,063,836 $6,063,836 0.09 $6,040,694
FHLMC 30yr Pool#QX9929 6.000% 01-Apr-2055, 6.00%, 04/01/55 FR 31426HA78 - 5,848,051 $6,048,295 $6,048,295 0.09 $5,998,778
FNMA 30yr Pool#FM4129 4.000% 01-Sep-2050, 4.00%, 09/01/50 FN 3140X7ST7 - 6,257,825 $5,965,958 $5,965,958 0.09 $5,891,953
HOMES 2026-INV1 Trust A1D 5.077% 25-AUG-2060, 5.08%, 08/25/60 HOMES 2026-INV1 43761FAD7 - 5,961,441 $5,959,382 $5,959,382 0.09 $5,899,463
Saluda Grade Alternative Mortgage Trust 2024-RTL5 A1 7.762% 25-APR-2030, 7.76%, 04/25/30 GRADE 2024-RTL5 A1 795935AA3 - 5,817,666 $5,858,374 $5,858,374 0.09 $5,809,455
FNMA 30yr Pool#DE6050 6.000% 01-Aug-2055, 6.00%, 08/01/55 FN 3140BJWL7 - 5,616,820 $5,841,174 $5,841,174 0.09 $5,792,954
RCKT MORTGAGE TRUST 2025 5.24863% 55, 5.25%, 08/25/55 RCKT 2025-CES8 74939WAB6 - 5,847,146 $5,841,172 $5,841,172 0.09 $5,807,925
FNMA 30yr Pool#FS7397 6.000% 01-Mar-2054, 6.00%, 03/01/54 FN 3140XPGF0 - 5,531,102 $5,835,498 $5,835,498 0.09 $5,670,318
FHLMC 30yr Pool#QH7040 6.000% 01-Dec-2053, 6.00%, 12/01/53 FR 3133CKZD3 - 5,641,267 $5,832,478 $5,832,478 0.09 $5,789,465
CoreWeave, Inc. 9.625% 15-JUL-2032, 9.62%, 07/15/32 CRWV 21873SAK4 - 5,961,000 $5,818,316 $5,818,316 0.09 $5,783,254
FNMA 30yr Pool#DB4017 6.000% 01-May-2054, 6.00%, 05/01/54 FN 3140ADPB1 - 5,534,175 $5,809,453 $5,809,453 0.09 $5,673,469
Brean Asset Backed Securities Trust 2024-RM9 A1 5.0% 25-SEP-2064, 5.00%, 09/25/64 BABS 2024-RM9 10638DAA8 - 5,783,467 $5,742,080 $5,742,080 0.08 $5,730,031
Connecticut Avenue Securities, Series 2021-R02 2B2 9.82776% 25-NOV-2041, 9.83%, 11/25/41 CAS 2021-R02 20754KAJ0 - 5,616,000 $5,736,803 $5,736,803 0.08 $5,713,806
BAYVIEW OPPORTUNITY MAS MB FLTG 56, 6.09%, 07/25/56 BVCES 2026-1 07337MAE0 - 5,721,000 $5,726,201 $5,726,201 0.08 $5,712,641
RCKT Mortgage Trust 202 MB FLTG 56, 5.67%, 06/25/56 RCKT 2026-CES6 74942DAC1 - 5,700,000 $5,725,672 $5,725,672 0.08 $5,690,660
FIGRE TRUST 2025-HE6 FLTG 2055 B, 5.14%, 09/25/55 FIGRE 2025-HE6 31684NAB3 - 5,738,840 $5,695,716 $5,695,716 0.08 $5,663,736
FHLMC 30yr Pool#QH4638 6.000% 01-Nov-2053, 6.00%, 11/01/53 FR 3133CHEK7 - 5,117,375 $5,683,875 $5,683,875 0.08 $5,251,810
TVC Mortgage Trust 2025-RRTL1 A2 6.68% 25-APR-2040, 6.68%, 04/25/40 TVC 2025-RRTL1 900927AB0 - 5,597,000 $5,670,149 $5,670,149 0.08 $5,654,571
SF ABS ISSUER 2025-1 0%55 A2, 5.38%, 11/25/55 SFARM 2025-1A 784193AA2 - 5,750,000 $5,646,081 $5,646,081 0.08 $5,633,199
Research-Driven Pagaya Motor Asset Trust 2026-R1 (RPM 2026-R1) A 5.659% 25-JUL-2034, 5.66%, 07/25/34 RPM 2026-R1A 76089TAA8 - 5,613,636 $5,641,849 $5,641,849 0.08 $5,628,612
FHLMC 30yr Pool#SD5223 6.000% 01-Apr-2054, 6.00%, 04/01/54 FR 3132DSYU0 - 5,373,684 $5,639,961 $5,639,961 0.08 $5,508,938
FNMA 30yr Pool#CA5386 4.500% 01-Mar-2050, 4.50%, 03/01/50 FN 3140QC6Y7 - 5,734,441 $5,598,236 $5,598,236 0.08 $5,543,850
PRPM 2025-RPL3 A1 3.25% 25-APR-2055, 3.25%, 04/25/55 PRPM 2025-RPL3 69392NAA8 - 5,742,637 $5,562,407 $5,562,407 0.08 $5,542,188
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 $5,532,502 $5,532,502 0.08 $5,513,360
FNMA 30yr Pool#DE7796 6.000% 01-Aug-2055, 6.00%, 08/01/55 FN 3140BLUW0 - 5,252,153 $5,526,833 $5,526,833 0.08 $5,384,734
Woodward Capital Manage MB FLTG 56, 5.66%, 05/25/56 RCKT 2026-CES5 74940FAD6 - 5,400,000 $5,465,454 $5,465,454 0.08 $5,432,325
FIGRE TRUST 2025-HE4 5.408% 55, 5.41%, 07/25/55 FIGRE 2025-HE4 31684PAA0 - 5,382,945 $5,382,518 $5,382,518 0.08 $5,350,981
RCKT Mortgage Trust 2025-CES12 M1 5.65% 25-DEC-2055, 5.65%, 11/25/55 RCKT 2025-CES12 749349AE6 - 5,400,000 $5,337,973 $5,337,973 0.08 $5,304,921
FNMA 30yr Pool#FS1578 4.000% 01-Oct-2050, 4.00%, 10/01/50 FN 3140XGXG9 - 5,615,394 $5,332,776 $5,332,776 0.08 $5,286,367
FHLMC 30yr Pool#SD3813 6.000% 01-Jul-2053, 6.00%, 07/01/53 FR 3132E0GW6 - 5,017,225 $5,283,420 $5,283,420 0.08 $5,156,232
MS RES MTG LN TR 2025-SPL1 A1, 4.25%, 02/25/65 MSRM 2025-SPL1 617946AA6 - 5,508,126 $5,283,242 $5,283,242 0.08 $5,257,882
FIG SIX TRUST 2026-PF1 MB FLTG 56, 6.16%, 08/25/56 FIGX 2026-PF1 316935AC9 - 5,250,000 $5,263,182 $5,263,182 0.08 $5,255,104
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2023-HQA3 M1 5.47776% 25-NOV-2043, 5.48%, 11/25/43 STACR 2023-HQA3 35564K3G2 - 5,223,932 $5,252,180 $5,252,180 0.08 $5,240,256
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA4 M2 8.87776% 25-MAY-2042, 8.88%, 05/25/42 STACR 2022-DNA4 35564KXA2 - 5,050,000 $5,247,803 $5,247,803 0.08 $5,229,122
FIGRE Trust 2026-HE1 C 5.434% 25-JAN-2056, 5.43%, 01/25/56 FIGRE 2026-HE1 30249NAE7 - 5,268,984 $5,237,492 $5,237,492 0.08 $5,206,474
RCKT Mortgage Trust 2024-CES1 A1B 6.325% 25-FEB-2044, 6.33%, 02/25/44 RCKT 2024-CES1 749424AB3 - 5,170,527 $5,216,750 $5,216,750 0.08 $5,181,321
FNMA 30yr Pool#FS0088 4.000% 01-Mar-2050, 4.00%, 03/01/50 FN 3140XFC25 - 5,448,448 $5,216,237 $5,216,237 0.08 $5,140,204
FHLMC 30yr Pool#TA2575 5.500% 01-Jan-2056, 5.50%, 01/01/56 FR 3142JQ2H1 - 5,022,965 $5,101,273 $5,101,273 0.08 $5,091,297
FNMA 30yr Pool#DB4019 6.000% 01-May-2054, 6.00%, 05/01/54 FN 3140ADPD7 - 4,898,557 $5,060,186 $5,060,186 0.07 $5,022,207
EFMT 2026-CES2 MB FLTG 61, 5.81%, 06/25/61 EFMT 2026-CES2 26846UAD8 - 5,000,000 $5,040,684 $5,040,684 0.07 $5,009,235
RCKT Mortgage Trust 2025-CES8 B2A 7.28202% 25-AUG-2055, 7.28%, 08/25/55 RCKT 2025-CES8 74939WAS9 - 5,040,000 $5,008,268 $5,008,268 0.07 $4,937,923
JP Morgan Mortgage Trust 2026-CES1 A3 5.332% 25-JUN-2056, 5.33%, 06/25/56 JPMMT 2026-CES1 46660BAE9 - 5,000,000 $4,944,617 $4,944,617 0.07 $4,915,736
ARIXA MORTGAGE TRUST 20 MB 6.05%31, 6.05%, 05/25/31 ARIXA 2026-RTL1 04046CAA9 - 4,919,000 $4,921,090 $4,921,090 0.07 $4,908,688
PRPM 2025-5 0%30, 5.73%, 07/25/30 PRPM 2025-5 69392RAA9 - 4,866,007 $4,878,285 $4,878,285 0.07 $4,848,084
FNMA 30yr Pool#DD5556 6.000% 01-Mar-2055, 6.00%, 03/01/55 FN DD5556 MTGE 3140B6E68 - 4,633,931 $4,876,080 $4,876,080 0.07 $4,750,906
FHLMC 30yr Pool#TB3678 6.000% 01-May-2056, 6.00%, 05/01/56 FR 3142K5CQ4 - 4,706,242 $4,866,525 $4,866,525 0.07 $4,828,542
ABL 2024-RTL1 A2 7.457% 25-SEP-2029, 7.46%, 09/25/29 ABL 2024-RTL1 00092EAB4 - 4,840,000 $4,860,065 $4,860,065 0.07 $4,845,026
FHLMC 30yr Pool#QF9863 5.500% 01-Mar-2053, 5.50%, 03/01/53 FR 3133BX5Y3 - 4,755,630 $4,852,164 $4,852,164 0.07 $4,817,902
RCKT Mortgage Trust 2026-CES1 A1B 4.928% 25-JAN-2056, 4.93%, 01/25/56 RCKT 2026-CES1 74939BAB2 - 4,915,394 $4,851,539 $4,851,539 0.07 $4,832,843
FHLMC 30yr Pool#QJ9072 6.000% 01-Nov-2054, 6.00%, 11/01/54 FR 3133D1CH0 - 4,571,796 $4,830,704 $4,830,704 0.07 $4,686,867
FNMA 30yr Pool#DA5019 6.500% 01-Nov-2053, 6.50%, 11/01/53 FN 3140A5SH2 - 4,066,743 $4,774,293 $4,774,293 0.07 $4,251,341
FNMA 30yr Pool#BX5986 5.500% 01-Mar-2053, 5.50%, 03/01/53 FN 3140NAUL5 - 4,674,215 $4,771,887 $4,771,887 0.07 $4,737,685
OBX 2026-HE2 Trust MB FLTG 56, 5.20%, 06/25/56 OBX 2026-HE2 67124WAD1 - 4,746,000 $4,754,400 $4,754,400 0.07 $4,744,800
FNMA 30yr Pool#CA0706 4.000% 01-Nov-2047, 4.00%, 11/01/47 FN 3140Q7YC5 - 4,972,334 $4,749,742 $4,749,742 0.07 $4,689,382
Connecticut Avenue Securities Trust 2024-R01 1B1 6.32776% 25-JAN-2044, 6.33%, 01/25/44 CAS 2024-R01 20753UAF7 - 4,595,000 $4,745,423 $4,745,423 0.07 $4,733,308
Homeward Opportunities Fund Trust 2025-RRTL2 A1 5.237% 25-AUG-2040, 5.24%, 09/25/40 HOF 2025-RRTL2 437923AA3 - 4,682,000 $4,693,568 $4,693,568 0.07 $4,683,351
Huntington Bank Auto Credit-Linked Notes, Series 2025-1 B 4.957% 20-MAR-2033, 4.96%, 03/21/33 HACLN 2025-1 446438SX2 - 4,605,563 $4,622,742 $4,622,742 0.07 $4,610,058
Connecticut Avenue Securities Trust 2023-R05 1B1 8.37776% 25-JUN-2043, 8.38%, 06/25/43 CAS 2023-R05 207942AC7 - 4,312,000 $4,589,815 $4,589,815 0.07 $4,574,762
FNMA 30yr Pool#BY0337 6.500% 01-May-2053, 6.50%, 05/01/53 FN 3140NGLT5 - 3,961,985 $4,538,985 $4,538,985 0.07 $4,118,018
Structured Agency Credit Risk (STACR) Debt Notes, Series 2018-DNA3 B2 11.49224% 25-SEP-2048, 11.49%, 09/25/48 STACR 2018-DNA3 35563WBE3 - 4,000,000 $4,526,654 $4,526,654 0.07 $4,507,500
Affirm Asset Securitization Trust 2025-X2 C 4.93% 15-OCT-2030, 4.93%, 10/15/30 AFFRM 2025-X2 00835DAC6 - 4,500,000 $4,508,616 $4,508,616 0.07 $4,493,210
FNMA 30yr Pool#BX9326 5.500% 01-Mar-2053, 5.50%, 03/01/53 FN 3140NELG8 - 4,414,859 $4,504,435 $4,504,435 0.07 $4,472,668
FNMA 30yr Pool#DC5656 5.000% 01-Nov-2054, 5.00%, 11/01/54 FN 3140ATJA5 - 4,543,804 $4,500,811 $4,500,811 0.07 $4,469,092
FHLMC 30yr Pool#QH4473 6.000% 01-Nov-2053, 6.00%, 11/01/53 FR 3133CG6J1 - 4,152,284 $4,448,404 $4,448,404 0.07 $4,261,366
FHLMC 30yr Pool#QZ1060 6.000% 01-Aug-2055, 6.00%, 08/01/55 FR 31426XFA1 - 4,183,847 $4,408,808 $4,408,808 0.07 $4,291,489
OCEANVIEW MORTGAGE TRUST 4.99888% 55, 4.53%, 12/25/55 BVINV 2025-4 67647DAU3 - 4,387,224 $4,391,494 $4,391,494 0.06 $4,383,217
EFMT 2026-CES2 MB FLTG 61, 5.91%, 06/25/61 EFMT 2026-CES2 26846UAE6 - 4,329,000 $4,373,380 $4,373,380 0.06 $4,345,683
FHLMC 30yr Pool#TB4408 6.000% 01-Jun-2056, 6.00%, 06/01/56 FR 3142K53S0 - 4,195,879 $4,337,156 $4,337,156 0.06 $4,302,926
FHLMC 30yr Pool#QH2259 6.000% 01-Sep-2053, 6.00%, 09/01/53 FR 3133CEQL9 - 4,077,866 $4,276,224 $4,276,224 0.06 $4,191,009
PRPM 2025 RCF4 LLC 4.5% 55, 4.50%, 08/25/55 PRPM 2025-RCF4 69382WAA0 - 4,329,198 $4,272,672 $4,272,672 0.06 $4,251,567
Woodward Capital Manage MB FLTG 56, 6.06%, 05/25/56 RCKT 2026-CES5 74940FAF1 - 4,250,000 $4,253,252 $4,253,252 0.06 $4,225,341
FHLMC 30yr Pool#RA1100 4.000% 01-Jul-2049, 4.00%, 07/01/49 FR 3133KGGH5 - 4,475,095 $4,242,156 $4,242,156 0.06 $4,213,058
EFMT 2026-CES1 A3 5.466% 25-DEC-2060, 5.47%, 12/25/60 EFMT 2026-CES1 26846MAE4 - 4,250,000 $4,220,756 $4,220,756 0.06 $4,195,590
RAM 2026-1 A 5.463% 15-JUN-2046, 5.46%, 06/15/46 RAM 2026-1 74890FAA2 - 4,210,000 $4,209,489 $4,209,489 0.06 $4,193,517
FNMA 30yr Pool#DE9377 6.000% 01-Sep-2055, 6.00%, 09/01/55 FN 3140BNM39 - 3,915,060 $4,203,925 $4,203,925 0.06 $4,015,786
FNMA 30yr Pool#DH1921 6.000% 01-Jun-2056, 6.00%, 06/01/56 FN 3140UHD31 - 4,005,923 $4,138,744 $4,138,744 0.06 $4,108,123
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-HQA4 B2 10.62776% 25-DEC-2041, 10.63%, 12/25/41 STACR 2021-HQA4 35564KPP8 - 4,000,000 $4,121,010 $4,121,010 0.06 $4,103,297
EASY STREET MORTGAGE LN 5.606%40 A1, 5.61%, 10/25/40 EASY 2025-RTL2 27786YAA6 - 4,100,000 $4,093,825 $4,093,825 0.06 $4,084,248
Vista Point Securitization Trust 2026-CES1 A3 5.376% 25-FEB-2056, 5.38%, 02/25/56 VSTA 2026-CES1 92790EAC4 - 4,169,000 $4,089,023 $4,089,023 0.06 $4,079,684
FNMA 30yr Pool#FS3246 5.500% 01-Nov-2052, 5.50%, 11/01/52 FN 3140XJTC7 - 3,883,929 $4,013,401 $4,013,401 0.06 $3,942,020
OBX 2022-NQM7 Trust MB FLTG 66, 5.59%, 04/25/56 OBX 2026-CES1 67124LAD5 - 4,000,000 $3,996,451 $3,996,451 0.06 $3,972,245
FNMA 30yr Pool#FA3788 5.500% 01-Nov-2055, 5.50%, 11/01/55 FN 3140W4F69 - 3,893,177 $3,983,640 $3,983,640 0.06 $3,951,132
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 $3,970,829 $3,970,829 0.06 $3,947,334
JP Morgan Mortgage Trust 2026-CES1 A2 5.182% 25-JUN-2056, 5.18%, 06/25/56 JPMMT 2026-CES1 46660BAD1 - 4,000,000 $3,954,038 $3,954,038 0.06 $3,931,583
FHLMC 30yr Pool#QZ7654 6.000% 01-Nov-2055, 6.00%, 11/01/55 FR 31427HQG0 - 3,815,183 $3,942,826 $3,942,826 0.06 $3,913,339
Connecticut Avenue Securities Trust 2023-R08 1B1 7.17776% 25-OCT-2043, 7.18%, 10/25/43 CAS 2023-R08 20755CAF5 - 3,750,000 $3,934,855 $3,934,855 0.06 $3,923,640
Connecticut Avenue Securities Trust 2022-R02 2M2 6.62776% 25-JAN-2042, 6.63%, 01/25/42 CAS 2022-R02 20754BAB7 - 3,881,226 $3,933,754 $3,933,754 0.06 $3,923,036
EFMT 2026-CES1 A2 5.316% 25-DEC-2060, 5.32%, 12/25/60 EFMT 2026-CES1 26846MAD6 - 3,881,000 $3,848,289 $3,848,289 0.06 $3,825,938
FNMA 30yr Pool#CB2907 3.500% 01-Feb-2052, 3.50%, 02/01/52 FN 3140QNGR7 - 4,135,422 $3,847,344 $3,847,344 0.06 $3,794,363
Fannie Mae REMIC Trust 2020-98 AI 3.5% 25-JAN-2061, 3.50%, 01/25/61 FNR 2020-98 3136BDLE6 - 17,855,322 $3,768,534 $3,768,534 0.06 $3,700,348
FIGRE Trust 2025-HE3 B 5.71% 25-MAY-2055, 5.71%, 05/25/55 FIGRE 2025-HE3 31684LAB7 - 3,737,084 $3,749,611 $3,749,611 0.06 $3,726,494
GS Mortgage Securities MB FLTG 56, 5.48%, 11/25/56 GSMBS 2026-AH2 362984AD8 - 3,735,000 $3,743,272 $3,743,272 0.06 $3,741,565
FIGRE TRUST 2025-FL1 5.265% 55, 5.26%, 07/25/55 FIGRE 2025-FL1 31684QAA8 - 3,714,302 $3,720,543 $3,720,543 0.05 $3,699,357
FIGRE Trust 2026-HE1 B 5.183% 25-JAN-2056, 5.18%, 01/25/56 FIGRE 2026-HE1 30249NAD9 - 3,736,599 $3,704,414 $3,704,414 0.05 $3,683,433
OBX 2026-HE2 Trust MB FLTG 56, 5.40%, 06/25/56 OBX 2026-HE2 67124WAE9 - 3,678,000 $3,690,506 $3,690,506 0.05 $3,682,780
Ginnie Mae REMIC Trust 2023-116 LF 4.92513% 20-AUG-2053, 4.91%, 08/20/53 GNR 2023-116 38384EFT7 - 3,640,214 $3,682,496 $3,682,496 0.05 $3,672,569
FHLMC 30yr Pool#QH5204 6.500% 01-Nov-2053, 6.50%, 11/01/53 FR 3133CHX91 - 3,462,256 $3,648,322 $3,648,322 0.05 $3,619,415
FHLMC 30yr Pool#QX6719 6.000% 01-Feb-2055, 6.00%, 02/01/55 FR 31426CPD0 - 3,490,802 $3,647,225 $3,647,225 0.05 $3,578,921
FNMA 30yr Pool#DE7795 6.000% 01-Aug-2055, 6.00%, 08/01/55 FN 3140BLUV2 - 3,477,531 $3,646,548 $3,646,548 0.05 $3,567,000
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA1 B2 10.72776% 25-JAN-2042, 10.73%, 01/25/42 STACR 2022-DNA1 35564KQZ5 - 3,500,000 $3,619,670 $3,619,670 0.05 $3,604,026
FNMA 30yr Pool#FS2135 4.000% 01-Nov-2049, 4.00%, 11/01/49 FN 3140XHLR6 - 3,766,618 $3,597,840 $3,597,840 0.05 $3,547,737
Connecticut Avenue Securities Trust 2022-R07 1B2 15.62776% 25-JUN-2042, 15.63%, 06/25/42 CAS 2022-R07 20754MAL1 - 3,206,201 $3,565,160 $3,565,160 0.05 $3,544,282
FIGRE Trust 2025-HE3 C 5.91% 25-MAY-2055, 5.91%, 05/25/55 FIGRE 2025-HE3 31684LAC5 - 3,512,859 $3,528,422 $3,528,422 0.05 $3,505,931
FNMA 30yr Pool#DD3307 6.000% 01-Feb-2055, 6.00%, 02/01/55 FN DD3307 MTGE 3140B3U91 - 3,354,645 $3,465,350 $3,465,350 0.05 $3,439,327
FNMA 30yr Pool#DA5072 6.500% 01-Nov-2053, 6.50%, 11/01/53 FN 3140A5T65 - 3,278,177 $3,440,936 $3,440,936 0.05 $3,412,567
FHLMC 30yr Pool#QF7280 5.500% 01-Jan-2053, 5.50%, 01/01/53 FR 3133BVCR4 - 3,347,984 $3,436,763 $3,436,763 0.05 $3,398,059
FHLMC 30yr Pool#QH0826 5.500% 01-Sep-2053, 5.50%, 09/01/53 FR 3133CC4K9 - 3,354,707 $3,424,961 $3,424,961 0.05 $3,400,260
FHLMC 30yr Pool#QI8221 6.000% 01-Jun-2054, 6.00%, 06/01/54 FR 3133WFD20 - 3,308,269 $3,417,298 $3,417,298 0.05 $3,391,537
FHLMC 30yr Pool#QF7810 5.500% 01-Jan-2053, 5.50%, 01/01/53 FR 3133BVVB8 - 3,323,238 $3,397,826 $3,397,826 0.05 $3,372,943
FHLMC 30yr Pool#TA0253 6.000% 01-Dec-2055, 6.00%, 12/01/55 FR 3142JNH74 - 3,037,509 $3,340,373 $3,340,373 0.05 $3,115,657
GS Mortgage Securities MB FLTG 56, 5.33%, 11/25/56 GSMBS 2026-AH2 362984AC0 - 3,324,000 $3,327,198 $3,327,198 0.05 $3,325,721
FNMA 30yr Pool#BY0335 6.000% 01-May-2053, 6.00%, 05/01/53 FN 3140NGLR9 - 3,198,146 $3,293,453 $3,293,453 0.05 $3,267,357
FHLMC 30yr Pool#QH7549 6.000% 01-Dec-2053, 6.00%, 12/01/53 FR 3133CLL61 - 3,136,664 $3,243,627 $3,243,627 0.05 $3,219,065
FINANCE OF AMERICA STRUCTURE 3.5% 74, 3.50%, 02/25/74 FASST 2024-S1 31740RAB6 - 3,259,878 $3,230,398 $3,230,398 0.05 $3,225,644
FNMA 30yr Pool#FM7031 4.000% 01-Jan-2051, 4.00%, 01/01/51 FN 3140XAY55 - 3,380,917 $3,226,945 $3,226,945 0.05 $3,177,629
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2023-DNA1 M2 9.12776% 25-MAR-2043, 9.13%, 03/25/43 STACR 2023-DNA1 35564KP94 - 3,000,000 $3,221,741 $3,221,741 0.05 $3,210,328
FNMA 30yr Pool#DF1002 6.000% 01-Oct-2055, 6.00%, 10/01/55 FN 3140BRDG1 - 3,111,746 $3,220,485 $3,220,485 0.05 $3,197,308
OBX 2026 HE1 FLTG 2056 A1B, 5.13%, 02/25/56 OBX 2026-HE1 67124BAB1 - 3,175,579 $3,176,577 $3,176,577 0.05 $3,169,792
FHLMC 30yr Pool#QH6041 5.500% 01-Dec-2053, 5.50%, 12/01/53 FR 3133CJWA5 - 3,098,956 $3,149,511 $3,149,511 0.05 $3,126,511
Structured Agency Credit Risk (STACR) Debt Notes, Series 2023-HQA2 M2 7.47776% 25-JUN-2043, 7.48%, 06/25/43 STACR 2023-HQA2 35564K2K4 - 3,000,000 $3,143,216 $3,143,216 0.05 $3,133,869
FHLMC 30yr Pool#QH1144 5.500% 01-Sep-2053, 5.50%, 09/01/53 FR 3133CDHV9 - 3,060,347 $3,126,139 $3,126,139 0.05 $3,101,903
EFMT 2025-RTL1 0% 40, 5.22%, 11/25/40 EFMT 2025-RTL1 26846FAA7 - 3,108,000 $3,103,176 $3,103,176 0.05 $3,096,414
FNMA 30yr Pool#BX6124 6.500% 01-Jan-2053, 6.50%, 01/01/53 FN 3140NAYW7 - 2,910,825 $3,080,807 $3,080,807 0.05 $3,057,205
FHLMC 30yr Pool#QZ3837 6.000% 01-Sep-2055, 6.00%, 09/01/55 FR 31427BHP3 - 2,958,454 $3,060,224 $3,060,224 0.05 $3,034,568
FNMA 30yr Pool#DH1918 6.000% 01-Jun-2056, 6.00%, 06/01/56 FN 3140UHDY3 - 2,861,860 $3,026,760 $3,026,760 0.04 $2,936,230
FNMA 30yr Pool#MA4026 4.000% 01-May-2050, 4.00%, 05/01/50 FN 31418DPL0 - 3,158,960 $3,003,822 $3,003,822 0.04 $2,964,640
FHLMC 30yr Pool#TA1465 6.000% 01-Dec-2055, 6.00%, 12/01/55 FR 3142JPTX9 - 2,899,371 $2,999,397 $2,999,397 0.04 $2,973,966
FHLMC 30yr Pool#QX5273 6.000% 01-Feb-2055, 6.00%, 02/01/55 FR 31426A2F4 - 2,895,132 $2,994,435 $2,994,435 0.04 $2,971,671
BX Trust 2021-BXMF C 4.93127% 15-OCT-2038, 4.93%, 10/15/26 BX 2021-BXMF 05609RAJ3 - 2,958,012 $2,967,237 $2,967,237 0.04 $2,957,109
FNMA 30yr Pool#FM1540 4.000% 01-Sep-2049, 4.00%, 09/01/49 FN 3140X4WA0 - 3,086,512 $2,947,982 $2,947,982 0.04 $2,905,783
RCKT Mortgage Trust 2025-CES2 A1B 5.603% 25-FEB-2055, 5.60%, 02/25/55 RCKT 2025-CES2 74942BAB7 - 2,934,937 $2,945,060 $2,945,060 0.04 $2,927,245
FHLMC 30yr Pool#TB4407 6.000% 01-Jun-2056, 6.00%, 06/01/56 FR 3142K53R2 - 2,845,852 $2,943,820 $2,943,820 0.04 $2,919,807
GWT Commercial Mortgage Trust 2024-WLF2 A 5.31663% 15-MAY-2041, 5.32%, 05/15/41 GWT 2024-WLF2 362414AA2 - 2,900,000 $2,919,755 $2,919,755 0.04 $2,909,048
FHLMC 30yr Pool#SD1111 4.000% 01-Jun-2050, 4.00%, 06/01/50 FR 3132DNGU1 - 3,060,556 $2,919,438 $2,919,438 0.04 $2,889,210
COOPR Residential Mortgage Trust 2026-CES1 A2 5.158% 25-FEB-2061, 5.16%, 02/25/61 COOPR 2026-CES1 21689GAD0 - 2,949,000 $2,913,054 $2,913,054 0.04 $2,896,576
FHLMC 30yr Pool#QZ4951 6.000% 01-Oct-2055, 6.00%, 10/01/55 FR 31427CQD8 - 2,664,274 $2,904,948 $2,904,948 0.04 $2,732,820
Structured Agency Credit Risk (STACR) Debt Notes, Series 2020-DNA1 B2 8.99224% 25-JAN-2050, 8.99%, 01/25/50 STACR 2020-DNA1 35565HBE4 - 2,560,595 $2,849,377 $2,849,377 0.04 $2,839,783
FNMA 30yr Pool#MA4056 4.000% 01-Jun-2050, 4.00%, 06/01/50 FN 31418DQJ4 - 2,958,079 $2,809,736 $2,809,736 0.04 $2,776,116
FNMA 30yr Pool#BX8700 5.500% 01-Mar-2053, 5.50%, 03/01/53 FN 3140NDU21 - 2,725,947 $2,781,807 $2,781,807 0.04 $2,761,641
FHLMC 30yr Pool#QG2539 6.500% 01-May-2053, 6.50%, 05/01/53 FR 3133C2ZC5 - 2,367,889 $2,769,458 $2,769,458 0.04 $2,453,136
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 $2,763,403 $2,763,403 0.04 $2,755,267
RCKT MORTGAGE TRUST 2025-CE 5.16% 34, 5.16%, 07/25/34 RCKTL 2025-1A 74939RAC5 - 2,750,000 $2,746,239 $2,746,239 0.04 $2,740,326
Chase Mortgage Reference Notes, Series 2021-CL1 M1 4.82776% 25-FEB-2050, 4.83%, 02/25/50 CHASE 2021-CL1 46591HBX7 - 2,768,000 $2,741,029 $2,741,029 0.04 $2,735,480
OBX TRUST 2026-HE1 FLTG 2056 M1, 5.28%, 02/25/56 OBX 2026-HE1 67124BAD7 - 2,707,000 $2,724,136 $2,724,136 0.04 $2,718,184
RCKT Mortgage Trust 2023-CES1 A1A 6.515% 25-JUN-2043, 6.51%, 06/25/43 RCKT 74935WAA2 - 2,688,338 $2,700,555 $2,700,555 0.04 $2,681,581
Fannie Mae Pool|4|03/01/2050, 4.00%, 03/01/50 FN 3140X8S24 - 2,817,670 $2,689,608 $2,689,608 0.04 $2,653,933
FHLMC 30yr Pool#SD6905 6.000% 01-Nov-2054, 6.00%, 11/01/54 FR 3132DUU62 - 2,518,392 $2,633,127 $2,633,127 0.04 $2,581,962
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA3 M2 7.97776% 25-APR-2042, 7.98%, 04/25/42 STACR 2022-DNA3 35564KVE6 - 2,528,314 $2,602,186 $2,602,186 0.04 $2,593,782
FHLMC 30yr Pool#QF9276 5.500% 01-Mar-2053, 5.50%, 03/01/53 FR 3133BXJV4 - 2,546,213 $2,599,105 $2,599,105 0.04 $2,580,787
FNMA 30yr Pool#DF5622 6.000% 01-Nov-2055, 6.00%, 11/01/55 FN 3140BWG85 - 2,504,889 $2,589,364 $2,589,364 0.04 $2,569,335
Vista Point Securitization Trust 2026-CES1 A2 5.226% 25-FEB-2056, 5.23%, 02/25/56 VSTA 2026-CES1 92790EAB6 - 2,600,000 $2,549,792 $2,549,792 0.04 $2,544,130
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-HQA3 B2 9.87776% 25-SEP-2041, 9.88%, 09/25/41 STACR 2021-HQA3 35564KKL2 - 2,504,211 $2,543,228 $2,543,228 0.04 $2,532,921
FNMA 30yr Pool#BV5393 3.500% 01-Apr-2052, 3.50%, 04/01/52 FN 3140MJ7F6 - 2,712,285 $2,535,502 $2,535,502 0.04 $2,479,973
Connecticut Avenue Securities, Series 2021-R01 1B2 9.62776% 25-OCT-2041, 9.63%, 10/25/41 CAS 2021-R01 20754RAJ5 - 2,469,000 $2,510,849 $2,510,849 0.04 $2,500,944
FHLMC 30yr Pool#Q57869 4.000% 01-Aug-2048, 4.00%, 08/01/48 FG 3132Y1W79 - 2,638,473 $2,506,421 $2,506,421 0.04 $2,488,340
BX Trust 2021-BXMF G 7.089513% 15-OCT-2038, 7.09%, 10/15/26 BX 2021-BXMF 05609RAS3 - 2,488,884 $2,498,034 $2,498,034 0.04 $2,485,781
FHLMC 30yr Pool#QZ4131 6.000% 01-Sep-2055, 6.00%, 09/01/55 FR 31427BSV8 - 2,326,845 $2,491,073 $2,491,073 0.04 $2,385,582
Connecticut Avenue Securities Trust 2024-R06 1M2 5.22776% 25-SEP-2044, 5.23%, 09/25/44 CAS 2024-R06 20755RAC9 - 2,468,872 $2,477,348 $2,477,348 0.04 $2,471,970
PRPM 2026-RCF1 A2 5.206% 25-JAN-2056, 5.21%, 01/25/56 PRPM 2026-RCF1 69383VAB9 - 2,500,000 $2,474,796 $2,474,796 0.04 $2,460,696
PRPM 2026-RCF1 A3 5.305% 25-JAN-2056, 5.30%, 01/25/56 PRPM 2026-RCF1 69383VAF0 - 2,500,000 $2,466,535 $2,466,535 0.04 $2,452,168
FHLMC 30yr Pool#QI7710 5.500% 01-Jun-2054, 5.50%, 06/01/54 FR 3133WER77 - 2,399,910 $2,449,600 $2,449,600 0.04 $2,432,529
FNMA 30yr Pool#BY8533 6.500% 01-Aug-2053, 6.50%, 08/01/53 FN 3140NRPT7 - 2,289,782 $2,402,593 $2,402,593 0.04 $2,383,653
FNMA 30yr Pool#DC1102 5.500% 01-Sep-2054, 5.50%, 09/01/54 FN 3140ANGL7 - 2,345,309 $2,394,114 $2,394,114 0.04 $2,377,185
RCKT Mortgage Trust 2026-CES1 A3 5.224% 25-JAN-2056, 5.22%, 01/25/56 RCKT 2026-CES1 74939BAD8 - 2,425,000 $2,388,995 $2,388,995 0.04 $2,375,272
EFMT 2026-CES1 A1B 5.116% 25-DEC-2060, 5.12%, 12/25/60 EFMT 2026-CES1 26846MAB0 - 2,392,089 $2,378,533 $2,378,533 0.04 $2,365,275
FNMA 30yr Pool#DC1302 5.000% 01-Aug-2054, 5.00%, 08/01/54 FN 3140ANNU9 - 2,400,676 $2,374,699 $2,374,699 0.04 $2,358,533
OBX 2022-NQM7 Trust MB FLTG 66, 5.42%, 04/25/56 OBX 2026-CES1 67124LAB9 - 2,371,633 $2,374,282 $2,374,282 0.04 $2,360,346
PRPM 2025-RCF3 LLC 5.25% 55, 5.25%, 07/25/55 PRPM 2025-RCF3 69392PAB1 - 2,380,125 $2,368,592 $2,368,592 0.04 $2,355,055
FHLMC 30yr Pool#SD3523 3.000% 01-Jun-2052, 3.00%, 06/01/52 FR 3132DQ4G8 - 2,672,603 $2,367,209 $2,367,209 0.03 $2,337,145
FIGRE Trust 2024-HE4 B 5.252% 25-SEP-2054, 5.25%, 09/25/54 FIGRE 2024-HE4 31684UAB7 - 2,370,206 $2,360,021 $2,360,021 0.03 $2,354,834
Connecticut Avenue Securities Trust 2022-R08 1M2 7.22776% 25-JUL-2042, 7.23%, 07/25/42 CAS 2022-R08 20755DAB2 - 2,280,000 $2,349,287 $2,349,287 0.03 $2,342,420
FNMA 30yr Pool#BY5913 5.500% 01-Sep-2053, 5.50%, 09/01/53 FN 3140NNSB2 - 2,293,342 $2,342,718 $2,342,718 0.03 $2,324,483
FNMA 30yr Pool#DD8279 6.000% 01-Apr-2055, 6.00%, 04/01/55 FN 3140B9FV6 - 2,259,899 $2,340,231 $2,340,231 0.03 $2,318,041
FNMA 30yr Pool#DE2839 6.000% 01-Jun-2055, 6.00%, 06/01/55 FN 3140BFEM3 - 2,257,872 $2,333,719 $2,333,719 0.03 $2,315,962
FNMA 30yr Pool#DA3549 6.500% 01-Oct-2053, 6.50%, 10/01/53 FN 3140A35K5 - 1,812,981 $2,295,297 $2,295,297 0.03 $1,895,276
FIGRE TRUST 2026-HE4 MB FLTG 56, 6.23%, 05/25/56 FIGRE 2026-HE4 31685MAF5 - 2,300,000 $2,293,344 $2,293,344 0.03 $2,287,373
Ginnie Mae REMIC Trust 2017-163 LO 0.0% 16-MAY-2041, 0.00%, 05/16/41 GNR 2017-163 38380KNA9 - 3,033,176 $2,291,290 $2,291,290 0.03 $2,291,290
Morgan Stanley Residential Mortgage Loan Trust 2026-NQM1 A2 5.032% 25-DEC-2070, 5.03%, 12/25/70 MSRM 2026-NQM1 61780XAF2 - 2,241,802 $2,227,097 $2,227,097 0.03 $2,214,876
FNMA 30yr Pool#DF0313 6.000% 01-Sep-2055, 6.00%, 09/01/55 FN 3140BQK34 - 1,975,875 $2,132,874 $2,132,874 0.03 $2,026,710
FHLMC 30yr Pool#QG2543 5.500% 01-May-2053, 5.50%, 05/01/53 FR 3133C2ZG6 - 2,042,902 $2,076,162 $2,076,162 0.03 $2,061,066
FHLMC 30yr Pool#QY9883 6.000% 01-Aug-2055, 6.00%, 08/01/55 FR 31426U6V1 - 1,985,863 $2,052,115 $2,052,115 0.03 $2,036,955
PRPM 2024-RCF2 A1 3.75% 25-MAR-2054, 3.75%, 03/25/54 PRPM 2024-RCF2 693987AA7 - 2,095,357 $2,045,000 $2,045,000 0.03 $2,041,726
Bayview Opportunity Master Fund VII Trust 2024-CAR1 B 4.92776% 25-DEC-2031, 4.93%, 12/26/31 BVCLN 2024-CAR1 07336QAB8 - 2,015,411 $2,023,347 $2,023,347 0.03 $2,019,209
FNMA 30yr Pool#BY0338 6.500% 01-May-2053, 6.50%, 05/01/53 FN 3140NGLU2 - 1,891,597 $1,982,930 $1,982,930 0.03 $1,967,050
U.S. Bank Auto Credit Linked Notes, Series 2023-1 B 6.789% 25-AUG-2032, 6.79%, 08/25/32 USCLN 2023-1 90357PAV6 - 1,936,013 $1,951,230 $1,951,230 0.03 $1,945,753
FNMA 30yr Pool#FS1640 4.000% 01-Apr-2052, 4.00%, 04/01/52 FN 3140XGZE2 - 2,023,281 $1,932,409 $1,932,409 0.03 $1,900,301
FNMA 30yr Pool#FS3001 4.000% 01-Oct-2051, 4.00%, 10/01/51 FN 3140XJKP7 - 2,008,444 $1,917,576 $1,917,576 0.03 $1,891,017
FNMA 30yr Pool#DA0036 6.500% 01-Sep-2053, 6.50%, 09/01/53 FN 3140A0BE8 - 1,337,692 $1,904,778 $1,904,778 0.03 $1,392,531
Ally Bank Auto Credit-Linked Notes, Series 2024-A C 6.022% 15-MAY-2032, 6.02%, 05/17/32 ABCLN 2024-A 02007GZ63 - 1,870,010 $1,899,210 $1,899,210 0.03 $1,891,389
FNMA 30yr Pool#BX8072 5.500% 01-Mar-2053, 5.50%, 03/01/53 FN 3140NC6J3 - 1,855,656 $1,893,242 $1,893,242 0.03 $1,879,954
Chase Mortgage Reference Notes, Series 2020-CL1 M2 6.26282% 25-OCT-2057, 6.26%, 10/25/57 CHASE 2020-CL1 46591HAH3 - 1,799,568 $1,867,365 $1,867,365 0.03 $1,862,669
FNMA 30yr Pool#DF0998 6.000% 01-Oct-2055, 6.00%, 10/01/55 FN 3140BRDC0 - 1,757,897 $1,816,998 $1,816,998 0.03 $1,803,124
FHLMC 30yr Pool#QX7432 6.000% 01-Feb-2055, 6.00%, 02/01/55 FR 31426DHJ4 - 1,646,458 $1,805,767 $1,805,767 0.03 $1,688,020
FHLMC 30yr Pool#SI2017 4.000% 01-Dec-2048, 4.00%, 12/01/48 FR 3133USG21 - 1,884,171 $1,788,125 $1,788,125 0.03 $1,774,612
Chase Mortgage Reference Notes, Series 2021-CL1 M3 5.17776% 25-FEB-2050, 5.18%, 02/25/50 CHASE 2021-CL1 46591HBZ2 - 1,805,197 $1,774,456 $1,774,456 0.03 $1,770,561
FNMA 30yr Pool#DA3538 6.000% 01-Oct-2053, 6.00%, 10/01/53 FN 3140A34Y6 - 1,664,137 $1,727,219 $1,727,219 0.03 $1,710,309
PRPM 2025-RCF3 LLC 5.25% 55, 5.25%, 07/25/55 PRPM 2025-RCF3 69392PAC9 - 1,700,000 $1,681,831 $1,681,831 0.02 $1,672,162
FHLMC 30yr Pool#SD1551 4.000% 01-Mar-2050, 4.00%, 03/01/50 FR 3132DNWL3 - 1,747,127 $1,662,510 $1,662,510 0.02 $1,645,600
Fannie Mae Pool|4|08/01/2050, 4.00%, 08/01/50 FN 3140X8UA3 - 1,606,595 $1,639,891 $1,639,891 0.02 $1,507,834
Foundation Finance Trust 2023-2 A 6.53% 15-JUN-2049, 6.53%, 06/15/49 FFIN 2023-2A 35042RAA4 - 1,580,583 $1,626,427 $1,626,427 0.02 $1,619,260
FNMA 30yr Pool#MA3521 4.000% 01-Nov-2048, 4.00%, 11/01/48 FN 31418C4F8 - 1,684,356 $1,607,940 $1,607,940 0.02 $1,586,477
Chase Mortgage Reference Notes, Series 2021-CL1 M2 4.97776% 25-FEB-2050, 4.98%, 02/25/50 CHASE 2021-CL1 46591HBY5 - 1,626,200 $1,599,673 $1,599,673 0.02 $1,596,300
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 $1,576,796 $1,576,796 0.02 $1,570,708
FHLMC 30yr Pool#SD0943 3.500% 01-Apr-2052, 3.50%, 04/01/52 FR 3132DNBL6 - 1,673,817 $1,562,068 $1,562,068 0.02 $1,535,773
FHLMC 30yr Pool#QI4878 6.000% 01-Apr-2054, 6.00%, 04/01/54 FR 3133WBM37 - 1,483,154 $1,534,750 $1,534,750 0.02 $1,522,364
FNMA 30yr Pool#DD4221 6.000% 01-Feb-2055, 6.00%, 02/01/55 FN DD4221 MTGE 3140B4VP2 - 1,454,066 $1,501,762 $1,501,762 0.02 $1,490,771
FHLMC 30yr Pool#SD4456 4.000% 01-Aug-2050, 4.00%, 08/01/50 FR 3132E05R9 - 1,557,715 $1,494,568 $1,494,568 0.02 $1,466,641
FNMA 30yr Pool#CB2681 3.500% 01-Jan-2052, 3.50%, 01/01/52 FN 3140QM6T6 - 1,576,409 $1,475,464 $1,475,464 0.02 $1,446,520
FHLMC 30yr Pool#QY7439 6.000% 01-Jun-2055, 6.00%, 06/01/55 FR 31426SHR3 - 1,401,404 $1,454,161 $1,454,161 0.02 $1,437,459
FHLMC 30yr Pool#QZ4132 6.000% 01-Sep-2055, 6.00%, 09/01/55 FR 31427BSW6 - 1,405,807 $1,452,565 $1,452,565 0.02 $1,441,975
FNMA 30yr Pool#DC9709 6.000% 01-Jan-2055, 6.00%, 01/01/55 FN 3140AXYF8 - 1,277,327 $1,433,453 $1,433,453 0.02 $1,315,751
FNMA 30yr Pool#BT8051 5.500% 01-Jan-2053, 5.50%, 01/01/53 FN 3140LW5M5 - 1,146,688 $1,395,335 $1,395,335 0.02 $1,163,839
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 $1,380,064 $1,380,064 0.02 $1,374,647
FHLMC 30yr Pool#Q58477 4.000% 01-Sep-2048, 4.00%, 09/01/48 FG 3132Y2M37 - 1,451,206 $1,378,300 $1,378,300 0.02 $1,368,456
FNMA 30yr Pool#BY1896 5.500% 01-May-2053, 5.50%, 05/01/53 FN 3140NJDA9 - 1,343,831 $1,366,618 $1,366,618 0.02 $1,355,780
FNMA 30yr Pool#MA3415 4.000% 01-Jul-2048, 4.00%, 07/01/48 FN 31418CYM0 - 1,423,993 $1,360,083 $1,360,083 0.02 $1,341,244
FHLMC 30yr Pool#QG4340 6.500% 01-Jun-2053, 6.50%, 06/01/53 FR 3133C4ZD9 - 1,289,930 $1,346,756 $1,346,756 0.02 $1,336,369
FNMA 30yr Pool#CA5573 4.000% 01-Apr-2050, 4.00%, 04/01/50 FN 3140QDFP4 - 1,377,009 $1,301,306 $1,301,306 0.02 $1,292,361
RCKT MORTGAGE TR 2026-CES2 M1A, 5.36%, 02/25/56 RCKT 2026-CES2 74940EAE7 - 1,323,000 $1,290,853 $1,290,853 0.02 $1,283,178
FNMA 30yr Pool#BY0327 6.500% 01-May-2053, 6.50%, 05/01/53 FN 3140NGLH1 - 1,224,472 $1,281,182 $1,281,182 0.02 $1,271,089
FNMA 30yr Pool#BX7860 5.500% 01-Mar-2053, 5.50%, 03/01/53 FN 3140NCWW5 - 1,239,923 $1,268,266 $1,268,266 0.02 $1,255,737
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 $1,248,809 $1,248,809 0.02 $1,243,972
FIGRE TRUST 2025-HE5 FLTG 2055 B, 5.49%, 08/25/55 FIGRE 2025-HE5 31684MAB5 - 1,213,103 $1,212,087 $1,212,087 0.02 $1,204,879
FNMA 30yr Pool#DB3056 5.500% 01-May-2054, 5.50%, 05/01/54 FN 3140ACME0 - 1,167,302 $1,192,789 $1,192,789 0.02 $1,184,133
FHLMC 30yr Pool#QF2561 5.500% 01-Nov-2052, 5.50%, 11/01/52 FR 3133BPZ27 - 1,166,598 $1,192,555 $1,192,555 0.02 $1,184,047
FNMA 40yr Pool#BF0167 3.000% 01-Feb-2057, 3.00%, 02/01/57 FN 3140FXFH0 - 1,335,471 $1,152,310 $1,152,310 0.02 $1,139,870
EFMT 2026-CES1 M1 5.616% 25-DEC-2060, 5.62%, 12/25/60 EFMT 2026-CES1 26846MAF1 - 1,166,000 $1,149,577 $1,149,577 0.02 $1,142,483
FNMA 30yr Pool#MA3149 4.000% 01-Oct-2047, 4.00%, 10/01/47 FN 31418CQB3 - 1,179,736 $1,130,043 $1,130,043 0.02 $1,111,758
FNMA 30yr Pool#BX0804 5.500% 01-Nov-2052, 5.50%, 11/01/52 FN 3140N43N5 - 1,107,625 $1,129,696 $1,129,696 0.02 $1,121,321
FHLMC 30yr Pool#SD8003 4.000% 01-Jul-2049, 4.00%, 07/01/49 FR 3132DV3L7 - 1,154,919 $1,105,194 $1,105,194 0.02 $1,087,395
Ally Bank Auto Credit-Linked Notes, Series 2024-A D 6.315% 15-MAY-2032, 6.31%, 05/17/32 ABCLN 2024-A 02007GZ71 - 1,068,577 $1,083,879 $1,083,879 0.02 $1,079,193
FNMA 30yr Pool#FM9138 4.000% 01-Mar-2050, 4.00%, 03/01/50 FN 3140XDEL6 - 1,136,712 $1,083,378 $1,083,378 0.02 $1,070,657
FNMA 30yr Pool#AS6811 3.000% 01-Mar-2046, 3.00%, 03/01/46 FN 3138WGR97 - 1,187,223 $1,068,790 $1,068,790 0.02 $1,059,762
RCKT Mortgage Trust 2025-CES10 A1B 4.995% 25-OCT-2055, 5.00%, 11/25/55 RCKT 2025-CES10 74939LAB0 - 1,077,621 $1,064,536 $1,064,536 0.02 $1,063,190
FNMA 30yr Pool#BJ9181 5.000% 01-May-2048, 5.00%, 05/01/48 FN 3140HBFX1 - 1,053,709 $1,059,465 $1,059,465 0.02 $1,051,348
FHLMC 30yr Pool#ZT2087 4.000% 01-Jun-2049, 4.00%, 06/01/49 FR 3132AEJ80 - 1,096,261 $1,051,429 $1,051,429 0.02 $1,032,167
FNMA 30yr Pool#AS7492 4.000% 01-Jul-2046, 4.00%, 07/01/46 FN 3138WHKE1 - 1,070,771 $1,020,913 $1,020,913 0.02 $1,012,802
FHLMC 30yr Pool#QG3885 6.500% 01-Jun-2053, 6.50%, 06/01/53 FR 3133C4J62 - 961,871 $1,004,204 $1,004,204 0.01 $996,500
ACHV ABS Trust 2024-1PL B 6.34% 25-APR-2031, 6.34%, 04/25/31 ACHV 2024-1PL 00092BAB0 - 984,034 $990,704 $990,704 0.01 $988,105
Bayview Opportunity Master Fund VII Trust 2024-CAR1 C 5.12776% 25-DEC-2031, 5.13%, 12/26/31 BVCLN 2024-CAR1 07336QAC6 - 980,833 $985,438 $985,438 0.01 $983,342
FNMA 30yr Pool#BV8484 3.500% 01-Apr-2052, 3.50%, 04/01/52 FN 3140MNNA0 - 973,073 $914,438 $914,438 0.01 $889,728
FHLMC 30yr Pool#QG6538 5.500% 01-Jul-2053, 5.50%, 07/01/53 FR 3133C7HP5 - 892,944 $911,415 $911,415 0.01 $905,069
FHLMC 30yr Pool#QH3309 5.500% 01-Oct-2053, 5.50%, 10/01/53 FR 3133CFVA4 - 882,230 $896,710 $896,710 0.01 $890,075
FNMA 30yr Pool#FM1598 4.000% 01-Feb-2049, 4.00%, 02/01/49 FN 3140X4X43 - 939,181 $891,444 $891,444 0.01 $884,605
FNMA 30yr Pool#BV4203 3.500% 01-Apr-2052, 3.50%, 04/01/52 FN 3140MHU56 - 966,025 $889,568 $889,568 0.01 $883,283
FREMF 2019-KF70 Mortgage Trust C 9.70615% 25-SEP-2029, 9.71%, 09/25/29 FREMF 2019-KF70 30298UAJ0 - 890,414 $888,617 $888,617 0.01 $885,016
FNMA 30yr Pool#BY0361 6.500% 01-Jun-2053, 6.50%, 06/01/53 FN 3140NGMK3 - 815,813 $854,345 $854,345 0.01 $847,583
FHLMC 30yr Pool#QG6948 5.500% 01-Jul-2053, 5.50%, 07/01/53 FR 3133C7WH6 - 836,132 $853,458 $853,458 0.01 $847,485
GNMA II 30yr Pool#MA5021 4.500% 20-Feb-2048, 4.50%, 02/20/48 G2 36179TSJ5 - 842,535 $830,060 $830,060 0.01 $819,731
FHLMC 30yr Pool#ZM8197 4.000% 01-Sep-2048, 4.00%, 09/01/48 FR 3131Y3DA1 - 863,434 $819,084 $819,084 0.01 $813,227
Structured Agency Credit Risk (STACR) Debt Notes, Series 2020-DNA2 B2 8.54224% 25-FEB-2050, 8.54%, 02/25/50 STACR 2020-DNA2 35565KBE7 - 728,791 $803,324 $803,324 0.01 $800,731
FNMA 30yr Pool#CC0990 5.000% 01-Sep-2055, 5.00%, 09/01/55 FN 3140Y7C48 - 778,871 $776,009 $776,009 0.01 $770,301
U.S. Auto Funding 2021-1 C 2.2% 15-MAY-2026, 2.20%, 05/15/27 USAUT 2021-1A 90355EAC5 - 992,594 $768,789 $768,789 0.01 $767,273
FNMA 30yr Pool#BN4541 4.000% 01-Feb-2049, 4.00%, 02/01/49 FN 3140JMBK7 - 807,513 $766,115 $766,115 0.01 $760,588
RCKT Mortgage Trust 2025-CES10 M1 5.662% 25-OCT-2055, 5.66%, 11/25/55 RCKT 2025-CES10 74939LAE4 - 763,000 $754,767 $754,767 0.01 $750,087
FNMA 30yr Pool#BY0782 5.500% 01-Apr-2053, 5.50%, 04/01/53 FN 3140NG2Q2 - 735,760 $751,001 $751,001 0.01 $745,751
FNMA 30yr Pool#AB9341 3.000% 01-May-2043, 3.00%, 05/01/43 FN 31417GLX2 - 823,750 $749,930 $749,930 0.01 $743,188
FHLMC 30yr Pool#QG7338 6.000% 01-Jul-2053, 6.00%, 07/01/53 FR 3133C8EK7 - 697,143 $720,205 $720,205 0.01 $714,711
FNMA 30yr Pool#BY0866 5.500% 01-May-2053, 5.50%, 05/01/53 FN 3140NG6C9 - 688,771 $701,427 $701,427 0.01 $695,971
FHLMC 30yr Pool#ZT1926 3.000% 01-Nov-2043, 3.00%, 11/01/43 FR 3132AED78 - 726,500 $662,584 $662,584 0.01 $656,391
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 $662,510 $662,510 0.01 $659,420
GNMA II 30yr Pool#MA5264 4.000% 20-Jun-2048, 4.00%, 06/20/48 G2 36179TZ57 - 672,926 $642,148 $642,148 0.01 $632,757
FNMA 30yr Pool#CB6864 5.000% 01-Aug-2053, 5.00%, 08/01/53 FN 3140QSTW1 - 635,754 $635,077 $635,077 0.01 $628,874
Compass Datacenters Issuer II, Series 2024-1 B_2401 7.0% 25-FEB-2049, 7.00%, 02/25/49 CMPDC 2024-1A 20469AAC3 - 620,000 $628,045 $628,045 0.01 $626,237
FHLMC 30yr Pool#QE1073 3.500% 01-Apr-2052, 3.50%, 04/01/52 FR 3133BAFN6 - 637,974 $587,255 $587,255 0.01 $583,331
ACHM Trust 2024-HE1 B 7.26% 25-MAY-2039, 7.26%, 05/25/39 ACHM 2024-HE1 00449TAB1 - 567,767 $578,608 $578,608 0.01 $576,890
FHLMC 30yr Pool#QG2540 6.500% 01-May-2053, 6.50%, 05/01/53 FR 3133C2ZD3 - 540,321 $565,351 $565,351 0.01 $560,860
FNMA 30yr Pool#BW0343 4.500% 01-May-2052, 4.50%, 05/01/52 FN 3140MRLZ8 - 580,311 $561,694 $561,694 0.01 $558,016
FNMA 30yr Pool#AL6842 4.000% 01-May-2045, 4.00%, 05/01/45 FN 3138EPS88 - 570,587 $546,413 $546,413 0.01 $541,569
FNMA 30yr Pool#BK9507 4.000% 01-Oct-2048, 4.00%, 10/01/48 FN 3140HPR58 - 568,175 $539,962 $539,962 0.01 $536,031
Sequoia Mortgage Trust 2013-5 A1 2.5% 25-MAY-2043, 2.50%, 05/25/43 SEMT 2013-5 81745AAA5 - 592,797 $522,577 $522,577 0.01 $520,971
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-DNA5 M2 5.27776% 25-JAN-2034, 5.28%, 01/25/34 STACR 2021-DNA5 35564KHE2 - 494,991 $497,033 $497,033 0.01 $495,944
ACHV ABS Trust 2024-1PL C 6.42% 25-APR-2031, 6.42%, 04/25/31 ACHV 2024-1PL 00092BAC8 - 472,699 $475,663 $475,663 0.01 $474,399
FNMA 30yr Pool#AZ0869 4.000% 01-Jul-2045, 4.00%, 07/01/45 FN 3138YR6F0 - 475,905 $456,039 $456,039 0.01 $452,161
FHLMC 30yr Pool#QD9191 3.500% 01-Apr-2052, 3.50%, 04/01/52 FR 3133B7F86 - 490,230 $451,395 $451,395 0.01 $448,241
Blue Bridge Funding 2023-1 A 7.37% 15-NOV-2030, 7.37%, 11/15/30 BBEF 2023-1A 09531MAA8 - 429,978 $433,385 $433,385 0.01 $431,185
FHLMC 15yr Pool#SB0116 2.500% 01-Nov-2034, 2.50%, 11/01/34 FR 3132CWDV3 - 451,147 $431,179 $431,179 0.01 $424,474
FHLMC 30yr Pool#SD1414 4.000% 01-Oct-2050, 4.00%, 10/01/50 FR 3132DNSB0 - 425,447 $404,150 $404,150 0.01 $400,573
FNMA 30yr Pool#BV6879 4.500% 01-Apr-2052, 4.50%, 04/01/52 FN 3140MLUD0 - 401,210 $388,401 $388,401 0.01 $385,833
BX Commercial Mortgage Trust 2021-21M A 4.47% 15-OCT-2036, 4.47%, 10/15/36 BX 2021-21M 05609CAA5 - 382,219 $383,406 $383,406 0.01 $382,219
FNMA 30yr Pool#CB4329 3.500% 01-Jul-2052, 3.50%, 07/01/52 FN 3140QPY35 - 397,589 $369,077 $369,077 0.01 $363,745
FHLMC 30yr Pool#QG3397 6.000% 01-May-2053, 6.00%, 05/01/53 FR 3133C3X27 - 335,067 $352,603 $352,603 0.01 $343,511
FHLMC 30yr Pool#QA8274 3.500% 01-Mar-2050, 3.50%, 03/01/50 FR 3133A3FP8 - 382,027 $348,980 $348,980 0.01 $346,746
FNMA 30yr Pool#CA4646 3.000% 01-Feb-2048, 3.00%, 02/01/48 FN 3140QCEU6 - 377,962 $340,967 $340,967 0.01 $338,319
FNMA 30yr Pool#FM3447 4.000% 01-Nov-2049, 4.00%, 11/01/49 FN 3140X6ZM6 - 340,816 $324,388 $324,388 0.00 $320,846
Connecticut Avenue Securities Trust 2022-R01 1B1 6.77776% 25-DEC-2041, 6.78%, 12/25/41 CAS 2022-R01 20754LAF6 - 310,000 $313,394 $313,394 0.00 $312,519
FNMA 30yr Pool#BV7632 4.500% 01-Apr-2052, 4.50%, 04/01/52 FN 3140MMPS1 - 308,188 $298,369 $298,369 0.00 $296,376
Hotwire Funding, Series 2021-1 B_2021_1 2.658% 20-NOV-2051, 2.66%, 11/20/51 HWIRE 2021-1 44148JAB5 - 300,000 $297,753 $297,753 0.00 $297,310
FHLMC 30yr Pool#ZN6461 4.000% 01-May-2049, 4.00%, 05/01/49 FR 3131YDFA7 - 283,037 $282,049 $282,049 0.00 $267,003
FNMA 30yr Pool#AR9225 3.000% 01-Mar-2043, 3.00%, 03/01/43 FN 3138W7HB3 - 308,562 $279,884 $279,884 0.00 $277,380
FNMA 30yr Pool#FS2548 4.000% 01-Mar-2051, 4.00%, 03/01/51 FN 3140XHZN0 - 279,231 $267,723 $267,723 0.00 $262,906
FHLMC 30yr Pool#ZT0391 4.000% 01-Nov-2047, 4.00%, 11/01/47 FR 3132ACNG1 - 273,358 $266,090 $266,090 0.00 $258,965
FNMA 30yr Pool#AS8649 3.000% 01-Jan-2047, 3.00%, 01/01/47 FN 3138WJTF5 - 290,991 $263,953 $263,953 0.00 $258,551
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 $253,931 $253,931 0.00 $252,798
Fannie Mae REMIC Trust 2012-126 SY 0.27342% 25-NOV-2042, 0.27%, 11/25/42 FNR 2012-126 3136A9ZR2 - 473,554 $243,151 $243,151 0.00 $243,097
FNMA 30yr Pool#BN3899 4.000% 01-Dec-2048, 4.00%, 12/01/48 FN 3140JLKM5 - 247,692 $240,850 $240,850 0.00 $233,298
FHLMC 30yr Pool#ZN4240 4.500% 01-Dec-2048, 4.50%, 12/01/48 FR 3131YAV98 - 242,701 $238,090 $238,090 0.00 $236,204
FHLMC 30yr Pool#QA1615 3.500% 01-Aug-2049, 3.50%, 08/01/49 FR 31334XYL7 - 230,563 $225,281 $225,281 0.00 $210,052
FNMA 30yr Pool#BW0081 4.500% 01-Apr-2052, 4.50%, 04/01/52 FN 3140MRCT2 - 226,968 $219,688 $219,688 0.00 $218,248
FNMA 30yr Pool#MA3687 4.000% 01-Jun-2049, 4.00%, 06/01/49 FN 31418DCZ3 - 218,100 $207,414 $207,414 0.00 $205,349
FNMA 30yr Pool#MA1327 3.000% 01-Jan-2043, 3.00%, 01/01/43 FN 31418APM4 - 221,821 $202,257 $202,257 0.00 $200,415
FNMA 30yr Pool#BE3616 4.000% 01-May-2047, 4.00%, 05/01/47 FN 3140FPAS8 - 209,317 $200,108 $200,108 0.00 $198,430
Fannie Mae REMIC Trust 2017-9 VL 3.0% 25-JUL-2028, 3.00%, 07/25/28 FNR 2017-9 3136AVYH6 - 190,715 $198,318 $198,318 0.00 $189,469
GNMA II 30yr Pool#MA5192 4.000% 20-May-2048, 4.00%, 05/20/48 G2 36179TXV2 - 202,482 $193,062 $193,062 0.00 $190,395
FHLMC 15yr Pool#SB0040 2.500% 01-Dec-2033, 2.50%, 12/01/33 FR 3132CWBH6 - 191,964 $188,848 $188,848 0.00 $183,770
FNMA 30yr Pool#BO2983 3.000% 01-Sep-2049, 3.00%, 09/01/49 FN 3140JXJ58 - 185,848 $166,253 $166,253 0.00 $164,960
FNMA 30yr Pool#AB6280 3.000% 01-Sep-2042, 3.00%, 09/01/42 FN 31417C6S9 - 175,922 $160,846 $160,846 0.00 $158,945
FNMA 30yr Pool#BV7132 4.500% 01-Apr-2052, 4.50%, 04/01/52 FN 3140ML4S6 - 159,728 $154,611 $154,611 0.00 $153,591
FHLMC 30yr Pool#ZT1320 4.000% 01-Nov-2048, 4.00%, 11/01/48 FR 3132ADPD4 - 150,395 $143,880 $143,880 0.00 $141,655
FNMA 30yr Pool#AB7563 3.000% 01-Jan-2043, 3.00%, 01/01/43 FN 31417EMM0 - 154,061 $140,786 $140,786 0.00 $139,494
FNMA 30yr Pool#FS2546 4.000% 01-Mar-2051, 4.00%, 03/01/51 FN 3140XHZL4 - 147,874 $140,698 $140,698 0.00 $139,281
FHLMC 30yr Pool#QH7013 6.500% 01-Dec-2053, 6.50%, 12/01/53 FR 3133CKYJ1 - 116,440 $129,822 $129,822 0.00 $120,622
FNMA 30yr Pool#BV7131 4.500% 01-Apr-2052, 4.50%, 04/01/52 FN 3140ML4R8 - 88,010 $124,898 $124,898 0.00 $84,631
GNMA II 30yr Pool#MA5753 4.000% 20-Feb-2049, 4.00%, 02/20/49 G2 36179UMA7 - 134,847 $124,334 $124,334 0.00 $123,463
FNMA 30yr Pool#MA1229 3.000% 01-Oct-2042, 3.00%, 10/01/42 FN 31418ALK2 - 135,073 $123,472 $123,472 0.00 $122,304
GNMA II 30yr Pool#BF6874 4.500% 20-Jul-2048, 4.50%, 07/20/48 G2 3617GDT77 - 124,119 $121,289 $121,289 0.00 $120,354
Reach ABS Trust 2024-2 A 5.88% 15-JUL-2031, 5.88%, 07/15/31 REACH 2024-2A 75525HAA8 - 117,778 $118,284 $118,284 0.00 $117,803
Structured Agency Credit Risk (STACR) Debt Notes, Series 2023-HQA2 M1A 5.62776% 25-JUN-2043, 5.63%, 06/25/43 STACR 2023-HQA2 35564K2F5 - 115,417 $115,839 $115,839 0.00 $115,569
FNMA 20yr Pool#AB9283 3.000% 01-Apr-2038, 3.00%, 04/01/38 FN 31417GJ56 - 122,155 $115,027 $115,027 0.00 $113,388
GNMA II 30yr Pool#MA5866 4.000% 20-Apr-2049, 4.00%, 04/20/49 G2 36179UQT2 - 122,902 $113,779 $113,779 0.00 $112,943
GNMA II 30yr Pool#BK5879 4.500% 20-Nov-2048, 4.50%, 11/20/48 G2 3617J6Q80 - 109,680 $106,980 $106,980 0.00 $106,224
FHLMC 30yr Pool#QE0318 4.500% 01-Mar-2052, 4.50%, 03/01/52 FR 3133B9K78 - 106,848 $103,448 $103,448 0.00 $102,753
FNMA 30yr Pool#BW0072 4.500% 01-Apr-2052, 4.50%, 04/01/52 FN 3140MRCJ4 - 74,619 $102,973 $102,973 0.00 $71,752
FHLMC 30yr Pool#ZT1633 4.000% 01-Mar-2047, 4.00%, 03/01/47 FR 3132ADY69 - 102,108 $98,944 $98,944 0.00 $97,032
FNMA 30yr Pool#BM3282 3.500% 01-Dec-2047, 3.50%, 12/01/47 FN 3140J7UG8 - 106,108 $98,903 $98,903 0.00 $97,788
FNMA 30yr Pool#CA0108 3.500% 01-Aug-2047, 3.50%, 08/01/47 FN 3140Q7DN4 - 97,619 $91,541 $91,541 0.00 $89,964
Fannie Mae REMIC Trust 2013-130 FN 4.09224% 25-OCT-2042, 4.09%, 10/25/42 FNR 2013-130 3136AHG53 - 80,849 $80,378 $80,378 0.00 $80,240
FHLMC 30yr Pool#ZM7926 5.000% 01-Sep-2048, 5.00%, 09/01/48 FR 3131Y2YX0 - 76,085 $76,497 $76,497 0.00 $75,915
FNMA 30yr Pool#MA1447 3.000% 01-May-2043, 3.00%, 05/01/43 FN 31418ATD0 - 72,089 $65,473 $65,473 0.00 $64,804
FHLMC 30yr Pool#QA2159 3.000% 01-Aug-2049, 3.00%, 08/01/49 FR 31334YMG9 - 74,091 $64,788 $64,788 0.00 $64,299
FNMA 30yr Pool#AS8547 3.000% 01-Nov-2046, 3.00%, 11/01/46 FN 3138WJP93 - 69,828 $62,367 $62,367 0.00 $61,926
Sequoia Mortgage Trust 2019-CH3 A19 4.0% 25-OCT-2049, 4.00%, 09/25/49 SEMT 2019-CH3 81748GBN0 - 66,142 $60,513 $60,513 0.00 $60,226
FNMA 30yr Pool#BD2453 3.000% 01-Jan-2047, 3.00%, 01/01/47 FN 3140F9WP6 - 63,426 $57,326 $57,326 0.00 $56,487
Fannie Mae REMIC Trust 2006-20 GF 4.07658% 25-APR-2036, 4.09%, 04/25/36 FNR 2006-20 31395BU43 - 48,494 $48,225 $48,225 0.00 $48,143
Fannie Mae REMIC Trust 2010-109 BS 14.22498% 25-OCT-2040, 13.79%, 10/25/40 FNR 2010-109 31398NTM6 - 41,248 $47,421 $47,421 0.00 $46,786
FHLMC 15yr Pool#ZK8962 3.000% 01-Sep-2032, 3.00%, 09/01/32 FR 3131XC5X1 - 46,205 $45,706 $45,706 0.00 $44,479
FHLMC 15yr Pool#ZS7403 3.000% 01-May-2031, 3.00%, 05/01/31 FR 3132A8GL7 - 39,514 $39,664 $39,664 0.00 $38,425
Freddie Mac Multiclass Certificates, Series 3380 FM 4.34733% 15-OCT-2037, 4.30%, 10/15/37 FHR 3380 31397KTJ0 - 38,961 $39,030 $39,030 0.00 $38,914
FNMA 15yr Pool#BO5957 3.000% 01-Dec-2034, 3.00%, 12/01/34 FN 3140K1TP1 - 40,304 $38,994 $38,994 0.00 $38,312
Freddie Mac Multiclass Certificates, Series 3721 FB 4.25733% 15-SEP-2040, 4.21%, 09/15/40 FHR 3721 3137GAD20 - 38,022 $37,923 $37,923 0.00 $37,812
Ginnie Mae REMIC Trust 2008-013 FB 4.21712% 20-FEB-2038, 4.25%, 02/20/38 GNR 2008-13 38375PNL1 - 36,450 $36,368 $36,368 0.00 $36,283
FNMA 30yr Pool#BC0870 3.500% 01-Jan-2046, 3.50%, 01/01/46 FN 3140EU6G9 - 34,450 $32,255 $32,255 0.00 $31,674
FNMA 15yr Pool#BO7717 3.000% 01-Nov-2034, 3.00%, 11/01/34 FN 3140K3SF0 - 22,302 $29,792 $29,792 0.00 $21,302
Ginnie Mae REMIC Trust 2007-040 FG 4.03712% 20-JUL-2037, 4.07%, 07/20/37 GNR 2007-40 38375KZS4 - 27,686 $27,477 $27,477 0.00 $27,415
FHLMC 15yr Pool#ZK9163 3.000% 01-Jan-2033, 3.00%, 01/01/33 FR 3131XDFC4 - 27,728 $27,268 $27,268 0.00 $26,668
Ginnie Mae REMIC Trust 2004-069 CF 4.11712% 20-JUL-2034, 4.15%, 07/20/34 GNR 2004-69 38374JAT3 - 23,100 $23,002 $23,002 0.00 $22,949
Fannie Mae REMIC Trust 2013-2 QF 4.22658% 25-FEB-2043, 4.24%, 02/25/43 FNR 2013-2 3136AB4P5 - 21,977 $21,920 $21,920 0.00 $21,881
FHLMC 30yr Pool#ZN2165 4.500% 01-Dec-2048, 4.50%, 12/01/48 FR 3131Y8MN2 - 22,232 $21,845 $21,845 0.00 $21,678
Ginnie Mae REMIC Trust 2007-059 FA 4.21712% 20-OCT-2037, 4.25%, 10/20/37 GNR 2007-59 38375LPU8 - 21,743 $21,706 $21,706 0.00 $21,655
Ginnie Mae REMIC Trust 2010-133 FD 4.1776% 16-OCT-2040, 4.18%, 10/16/40 GNR 2010-133 38377MHV1 - 18,088 $18,118 $18,118 0.00 $18,068
Ginnie Mae REMIC Trust 2008-016 FC 4.21712% 20-FEB-2038, 4.25%, 02/20/38 GNR 2008-16 383742FU2 - 17,660 $17,624 $17,624 0.00 $17,582
Ginnie Mae REMIC Trust 2007-037 FW 4.02712% 20-JUN-2037, 4.06%, 06/20/37 GNR 2007-37 38375KNR9 - 17,430 $17,276 $17,276 0.00 $17,237
Ginnie Mae REMIC Trust 2005-065 FA 3.86712% 20-AUG-2035, 3.90%, 08/20/35 GNR 2005-65 38374LL25 - 16,802 $16,614 $16,614 0.00 $16,578
Ginnie Mae REMIC Trust 2004-059 FP 4.0476% 16-AUG-2034, 4.05%, 08/16/34 GNR 2004-59 38374HYS3 - 16,240 $16,240 $16,240 0.00 $16,196
Freddie Mac Multiclass Certificates, Series 2426 FL 4.40733% 15-MAR-2032, 4.36%, 03/15/32 FHR 2426 31339W7G5 - 14,366 $14,457 $14,457 0.00 $14,413
FHLMC 30yr Pool#ZT0252 3.000% 01-Dec-2047, 3.00%, 12/01/47 FR 3132ACH52 - 15,720 $14,267 $14,267 0.00 $14,000
Ginnie Mae REMIC Trust 2005-048 AF 3.91712% 20-JUN-2035, 3.95%, 06/20/35 GNR 2005-48 38374LHM6 - 14,073 $13,918 $13,918 0.00 $13,887
Fannie Mae REMIC Trust 2002-53 FK 4.12658% 25-APR-2032, 4.14%, 04/25/32 FNR 2002-53 31392EHN3 - 13,859 $13,866 $13,866 0.00 $13,842
Fannie Mae REMIC Trust 2005-83 KT 4.02658% 25-OCT-2035, 4.04%, 10/25/35 FNR 2005-83 31394FUL7 - 12,260 $12,198 $12,198 0.00 $12,178
Fannie Mae REMIC Trust 2007-89 GF 4.24658% 25-SEP-2037, 4.26%, 09/25/37 FNR 2007-89 31396XPM0 - 11,660 $11,648 $11,648 0.00 $11,628
FHLMC 30yr Pool#ZM2269 3.000% 01-Dec-2046, 3.00%, 12/01/46 FR 3131XVQW8 - 11,031 $10,404 $10,404 0.00 $9,814
Freddie Mac Multiclass Certificates, Series 2551 FD 4.15733% 15-JAN-2033, 4.11%, 01/15/33 FHR 2551 31393JAZ1 - 10,380 $10,394 $10,394 0.00 $10,364
Ginnie Mae REMIC Trust 2012-075 FP 4.01712% 20-JUL-2041, 4.05%, 07/20/41 GNR 2012-75 38378EZ55 - 9,636 $9,665 $9,665 0.00 $9,643
Ginnie Mae REMIC Trust 2007-061 FA 4.21712% 20-OCT-2037, 4.25%, 10/20/37 GNR 2007-61 38375LLN8 - 8,879 $8,865 $8,865 0.00 $8,844
Fannie Mae REMIC Trust 2010-123 FL 4.15658% 25-NOV-2040, 4.17%, 11/25/40 FNR 2010-123 31398N2W3 - 7,973 $7,965 $7,965 0.00 $7,951
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 $7,833 $7,833 0.00 $7,811
FNMA 15yr Pool#AS8207 2.500% 01-Oct-2031, 2.50%, 10/01/31 FN 3138WJDM7 - 7,645 $7,592 $7,592 0.00 $7,327
Fannie Mae REMIC Trust 2012-100 FG 4.12658% 25-SEP-2042, 4.14%, 09/25/42 FNR 2012-100 3136A8QW3 - 7,067 $7,032 $7,032 0.00 $7,020
Freddie Mac Multiclass Certificates, Series 3028 FM 4.00733% 15-SEP-2035, 3.96%, 09/15/35 FHR 3028 31396AFB5 - 6,813 $6,802 $6,802 0.00 $6,783
Fannie Mae REMIC Trust 2003-87 FG 4.22658% 25-SEP-2033, 4.24%, 09/25/33 FNR 2003-87 31393E4W6 - 6,654 $6,674 $6,674 0.00 $6,663
FNMA 15yr Pool#BM1036 2.500% 01-Feb-2032, 2.50%, 02/01/32 FN 3140J5EJ4 - 6,732 $6,656 $6,656 0.00 $6,450
FNMA 15yr Pool#AS7643 2.500% 01-Aug-2031, 2.50%, 08/01/31 FN 3138WHP55 - 6,769 $6,639 $6,639 0.00 $6,491
Ginnie Mae REMIC Trust 2007-018 FD 4.01712% 20-APR-2037, 4.05%, 04/20/37 GNR 2007-18 38375JC86 - 6,513 $6,451 $6,451 0.00 $6,436
Ginnie Mae REMIC Trust 2010-006 FG 4.3476% 16-JAN-2040, 4.35%, 01/16/40 GNR 2010-6 38376TSC7 - 6,087 $6,099 $6,099 0.00 $6,081
Fannie Mae REMIC Trust 2002-16 VF 4.27658% 25-APR-2032, 4.29%, 04/25/32 FNR 2002-16 31392CWW0 - 5,756 $5,778 $5,778 0.00 $5,767
FHLMC 15yr Pool#ZK8405 2.500% 01-Dec-2031, 2.50%, 01/22/31 FR 3131XCKS5 - 5,860 $5,769 $5,769 0.00 $5,608
Fannie Mae REMIC Trust 2010-95 FB 4.12658% 25-SEP-2040, 4.14%, 09/25/40 FNR 2010-95 31398NEX8 - 4,951 $4,948 $4,948 0.00 $4,939
Freddie Mac Multiclass Certificates, Series 3738 FD 4.05733% 15-AUG-2040, 4.01%, 08/15/40 FHR 3738 3137GAYQ4 - 3,181 $3,190 $3,190 0.00 $3,181
FHLMC 30yr Pool#ZN0650 3.000% 01-Mar-2043, 3.00%, 03/01/43 FR 3131Y6WK1 - 1,020 $924 $924 0.00 $917
Freddie Mac Multiclass Certificates, Series 2469 FE 4.25733% 15-JUL-2032, 4.21%, 07/15/32 FHR 2469 31392RC58 - 699.00 $701 $701 0.00 $699
Ginnie Mae REMIC Trust 1999-27 FE 4.1476% 16-AUG-2029, 4.15%, 08/16/29 GNR 1999-27 3837H2WA3 - 426.00 $427 $427 0.00 $426
Ginnie Mae REMIC Trust 2010-125 VF 4.06712% 20-JUN-2040, 4.10%, 06/20/40 GNR 2010-125 38377JYJ6 - 298.00 $299 $299 0.00 $298
US 5YR NOTE (CBT) Sep26 SEP 26 FVU6 FUTURES_USD - -2,188 $-233,551,907 $0 0.00 $0
US 2YR NOTE (CBT) Sep26 SEP 26 TUU6 FUTURES_USD - 4,623 $952,590,823 $0 0.00 $0
US 10YR NOTE (CBT)Sep26 SEP 26 TYU6 FUTURES_USD - -2,569 $-280,703,391 $0 0.00 $0
US 10yr Ultra Fut Sep26 SEP 26 UXYU6 FUTURES_USD - -1,861 $-207,385,188 $0 0.00 $0
US ULTRA BOND CBT Sep26 SEP 26 WNU6 FUTURES_USD - -305.00 $-34,617,500 $0 0.00 $0
UMBS TBA 30yr 5.5% August Delivery, 5.50%, 08/13/26 FNCL 01F052680 - -278,059,547 $-277,770,643 $-277,770,643 -4.11 $-277,770,643
UMBS TBA 30yr 5% August Delivery, 5.00%, 08/13/26 FNCL 01F050684 - -464,850,561 $-454,116,697 $-454,116,697 -6.71 $-454,116,697
UMBS TBA 30yr 4% August Delivery, 4.00%, 08/13/26 FNCL 01F040685 - -548,543,829 $-508,597,770 $-508,597,770 -7.52 $-508,597,770
UMBS TBA 30yr 4.5% August Delivery, 4.50%, 08/13/26 FNCL 01F042681 - -581,152,333 $-553,567,938 $-553,567,938 -8.18 $-553,567,938
SEGREGATED CASH SEGCASH $0.00 25,478,000 $25,478,000 $25,478,000 0.38 $25,478,000
ALMSUM ALMSUM $0.00 - $0 $0 0.00 $0
US DOLLARS USD MD_142224 - -2,215,460,060 $-2,215,460,060 $-2,215,460,060 -32.75 $-2,215,460,060
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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