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For Individual Investors in the US

Mortgage-Backed Securities ETF Holdings

Full Portfolio Holdings

(As of May 7, 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% June Delivery, 2.50%, 06/11/26 FNCL 01F022667 - 1,607,239,894 $1,347,951,918 $1,347,951,918 20.25 $1,347,951,918
GNMA II TBA 30yr 2.5% May Delivery, 2.50%, 05/20/26 G2SF 21H022655 - 710,603,414 $609,042,553 $609,042,553 9.15 $609,042,553
UMBS TBA 30yr 6% June Delivery, 6.00%, 06/11/26 FNCL 01F060667 - 389,595,852 $397,298,162 $397,298,162 5.97 $397,298,162
UMBS TBA 30yr 2% June Delivery, 2.00%, 06/11/26 FNCL 01F020661 - 360,986,255 $289,360,806 $289,360,806 4.35 $289,360,806
UMBS TBA 30yr 3% June Delivery, 3.00%, 06/11/26 FNCL 01F030660 - 303,281,354 $265,491,891 $265,491,891 4.00 $265,491,891
UMBS TBA 30yr 4.5% June Delivery, 4.50%, 06/11/26 FNCL 01F042665 - 250,000,000 $240,535,000 $240,535,000 3.62 $240,535,000
GNMA II TBA 30yr 5% May Delivery, 5.00%, 05/20/26 G2SF 21H050656 - 198,508,194 $196,998,142 $196,998,142 2.97 $196,998,142
GNMA II TBA 30yr 5.5% May Delivery, 5.50%, 05/20/26 G2SF 21H052652 - 164,697,000 $165,925,640 $165,925,640 2.50 $165,925,640
GNMA II TBA 30yr 3% May Delivery, 3.00%, 05/20/26 G2SF 21H030658 - 182,289,962 $162,310,982 $162,310,982 2.45 $162,310,982
UMBS TBA 30yr 6.5% June Delivery, 6.50%, 06/11/26 FNCL 01F062663 - 137,850,000 $143,038,674 $143,038,674 2.15 $143,038,674
UMBS TBA 30yr 3.5% June Delivery, 3.50%, 06/11/26 FNCL 01F032666 - 155,843,000 $142,022,064 $142,022,064 2.13 $142,022,064
FNMA 30yr Pool#FA5419 4.500% 01-Aug-2053, 4.50%, 08/01/53 FN 3140W6AV4 - 142,269,939 $139,436,035 $139,436,035 2.09 $137,794,064
FNMA 30yr Pool#CB9787 5.000% 01-Jan-2055, 5.00%, 01/01/55 FN 3140QV2V5 - 129,543,577 $129,767,866 $129,767,866 1.95 $128,910,513
GNMA II TBA 30yr 3.5% May Delivery, 3.50%, 05/20/26 G2SF 21H032654 - 132,283,377 $119,729,023 $119,729,023 1.80 $119,729,023
FNMA 30yr Pool#FA2754 4.500% 01-Jan-2049, 4.50%, 01/01/49 FN 3140W3BY4 - 113,522,360 $112,377,746 $112,377,746 1.69 $110,925,294
FHLMC 30yr Pool#SL3899 5.000% 01-Jan-2056, 5.00%, 01/01/56 FR 31427RKM1 - 109,587,780 $110,360,086 $110,360,086 1.66 $109,052,238
GNMA II TBA 30yr 4.5% May Delivery, 4.50%, 05/20/26 G2SF 21H042653 - 113,901,488 $109,899,901 $109,899,901 1.65 $109,899,901
FNMA 30yr Pool#FS1133 4.000% 01-Oct-2051, 4.00%, 10/01/51 FN 3140XGHK8 - 107,840,168 $103,957,195 $103,957,195 1.56 $102,368,761
FNMA 30yr Pool#FM7460 4.000% 01-Mar-2051, 4.00%, 03/01/51 FN 3140XBJE1 - 102,210,033 $98,336,092 $98,336,092 1.48 $97,024,278
GNMA II TBA 30yr 4% May Delivery, 4.00%, 05/20/26 G2SF 21H040657 - 102,070,688 $95,296,767 $95,296,767 1.43 $95,296,767
FNMA 30yr Pool#FA5549 5.000% 01-Mar-2056, 5.00%, 03/01/56 FN 3140W6EX6 - 94,135,019 $93,896,937 $93,896,937 1.41 $93,298,957
FNMA 30yr Pool#FA4553 5.000% 01-Feb-2056, 5.00%, 02/01/56 FN 3140W5BX1 - 86,849,881 $87,531,975 $87,531,975 1.31 $86,670,103
FNMA 30yr Pool#FA3025 5.500% 01-Sep-2055, 5.50%, 09/01/55 FN 3140W3LF4 - 83,818,154 $86,501,722 $86,501,722 1.30 $85,804,890
FNMA 30yr Pool#FA3182 6.000% 01-Oct-2055, 6.00%, 10/01/55 FN 3140W3RC5 - 76,475,873 $80,998,972 $80,998,972 1.22 $78,774,263
FHLMC 30yr Pool#SL5145 5.000% 01-Feb-2056, 5.00%, 02/01/56 FR 31427SWF1 - 79,584,724 $79,406,435 $79,406,435 1.19 $78,877,891
FHLMC 30yr Pool#SL2464 4.500% 01-Dec-2048, 4.50%, 12/01/48 FR 31427PW26 - 79,915,763 $78,856,002 $78,856,002 1.18 $78,087,520
FNMA 30yr Pool#FA3036 5.500% 01-Oct-2055, 5.50%, 10/01/55 FN 3140W3LS6 - 72,965,473 $75,473,571 $75,473,571 1.13 $74,522,767
FHLMC 30yr Pool#RJ4363 5.500% 01-Jun-2055, 5.50%, 06/01/55 FR 3142GUZ55 - 72,445,571 $75,441,665 $75,441,665 1.13 $73,991,768
FHLMC 30yr Pool#SD1046 4.000% 01-Jul-2052, 4.00%, 07/01/52 FR 3132DNET6 - 77,996,461 $74,990,723 $74,990,723 1.13 $73,958,968
FNMA 30yr Pool#FA3037 5.500% 01-Oct-2055, 5.50%, 10/01/55 FN 3140W3LT4 - 66,922,329 $68,876,637 $68,876,637 1.03 $68,268,399
FNMA 30yr Pool#FA0574 5.500% 01-Jan-2055, 5.50%, 01/01/55 FN 3140W0T88 - 64,860,975 $67,385,807 $67,385,807 1.01 $66,194,488
FHLMC 30yr Pool#SL3985 5.000% 01-Jan-2056, 5.00%, 01/01/56 FR 31427RNB2 - 65,843,836 $66,292,524 $66,292,524 1.00 $65,231,960
FHLMC 30yr Pool#SL4515 5.000% 01-Apr-2056, 5.00%, 04/01/56 FR 31427SAR9 - 64,618,119 $64,649,724 $64,649,724 0.97 $64,017,633
FNMA 30yr Pool#FS8993 6.000% 01-Jul-2054, 6.00%, 07/01/54 FN 3140XQ7F8 - 60,250,578 $63,830,763 $63,830,763 0.96 $61,986,849
FNMA 30yr Pool#FA0573 5.000% 01-Jan-2055, 5.00%, 01/01/55 FN 3140W0T70 - 59,043,999 $60,198,513 $60,198,513 0.90 $58,921,779
FNMA 30yr Pool#FA4990 5.000% 01-Mar-2056, 5.00%, 03/01/56 FN 3140W5RL0 - 58,694,083 $59,009,971 $59,009,971 0.89 $58,444,859
FNMA 30yr Pool#FA4270 5.000% 01-Dec-2055, 5.00%, 12/01/55 FN 3140W4W86 - 58,249,645 $58,864,258 $58,864,258 0.88 $58,075,130
FNMA 30yr Pool#FA5046 5.000% 01-Mar-2056, 5.00%, 03/01/56 FN 3140W5TC8 - 56,737,615 $57,299,220 $57,299,220 0.86 $56,567,630
FHLMC 30yr Pool#SL1188 5.500% 01-Apr-2055, 5.50%, 04/01/55 FR 31427NKA6 - 55,198,681 $56,894,989 $56,894,989 0.85 $56,308,942
FNMA 30yr Pool#FA4000 5.000% 01-Jun-2055, 5.00%, 06/01/55 FN 3140W4NS2 - 54,309,240 $55,100,444 $55,100,444 0.83 $54,196,821
FNMA 30yr Pool#CB9654 5.000% 01-Dec-2054, 5.00%, 12/01/54 FN 3140QVWQ3 - 50,359,510 $50,602,723 $50,602,723 0.76 $50,113,409
FNMA 30yr Pool#FA2246 5.500% 01-Jul-2055, 5.50%, 07/01/55 FN 3140W2P88 - 48,548,595 $50,214,409 $50,214,409 0.75 $49,525,098
FHLMC 30yr Pool#SL0239 5.000% 01-Jan-2055, 5.00%, 01/01/55 FR 31427MHR5 - 48,941,268 $49,033,692 $49,033,692 0.74 $48,702,098
FNMA 30yr Pool#FA3128 5.500% 01-Oct-2055, 5.50%, 10/01/55 FN 3140W3PN3 - 46,068,180 $48,119,798 $48,119,798 0.72 $47,160,131
FNMA 30yr Pool#CC2018 5.500% 01-Feb-2056, 5.50%, 02/01/56 FN 3140Y8G42 - 46,414,983 $47,685,660 $47,685,660 0.72 $47,348,570
Structured Agency Credit Risk (STACR) Debt Notes, Series 2022-HQA1 M2 8.89516% 25-MAR-2042, 8.90%, 03/25/42 STACR 2022-HQA1 35564KTJ8 - 45,421,486 $47,045,259 $47,045,259 0.71 $46,921,805
FNMA 30yr Pool#FA4155 5.000% 01-Jan-2056, 5.00%, 01/01/56 FN 3140W4TM9 - 45,684,084 $46,106,877 $46,106,877 0.69 $45,589,519
FNMA 30yr Pool#FA3572 5.000% 01-Nov-2055, 5.00%, 11/01/55 FN 3140W36J3 - 45,474,342 $45,938,759 $45,938,759 0.69 $45,380,211
FNMA 30yr Pool#FA4202 5.000% 01-Jan-2056, 5.00%, 01/01/56 FN 3140W4U47 - 44,371,742 $44,687,774 $44,687,774 0.67 $44,238,804
FHLMC 30yr Pool#SD7343 5.500% 01-Jan-2055, 5.50%, 01/01/55 FR 3132DVEQ4 - 43,035,220 $44,469,639 $44,469,639 0.67 $43,872,742
FNMA 30yr Pool#CC1926 5.000% 01-Feb-2056, 5.00%, 02/01/56 FN 3140Y8D86 - 42,063,991 $42,319,257 $42,319,257 0.64 $41,988,625
FNMA 30yr Pool#FA3435 5.000% 01-Nov-2055, 5.00%, 11/01/55 FN 3140W3Y94 - 41,423,491 $42,052,664 $42,052,664 0.63 $41,337,745
FNMA 30yr Pool#FS9779 5.500% 01-Nov-2054, 5.50%, 11/01/54 FN 3140XR2M6 - 40,512,001 $41,948,293 $41,948,293 0.63 $41,137,264
FNMA 40yr Pool#BF0646 2.500% 01-Jun-2062, 2.50%, 06/01/62 FN 3140FXWG3 - 46,664,782 $39,481,903 $39,481,903 0.59 $38,756,723
FNMA 30yr Pool#FS8881 4.500% 01-Sep-2053, 4.50%, 09/01/53 FN 3140XQ2P1 - 38,765,140 $38,304,302 $38,304,302 0.58 $37,852,513
FHLMC 30yr Pool#ZT2413 4.000% 01-Feb-2041, 4.00%, 02/01/41 FR 3132AEVE3 - 38,496,959 $38,090,217 $38,090,217 0.57 $37,457,666
FHLMC 30yr Pool#SL0046 6.000% 01-Jan-2055, 6.00%, 01/01/55 FR 31427MBQ3 - 34,875,596 $37,038,044 $37,038,044 0.56 $35,880,623
New Residential Mortgage LLC 6.545% 25-MAR-2032, 6.54%, 03/25/32 NZES 2025-FHT 64832EAA7 - 36,049,859 $36,492,222 $36,492,222 0.55 $36,407,019
FHLMC 30yr Pool#SI2101 4.000% 01-Sep-2048, 4.00%, 09/01/48 FR 3133USKN0 - 37,532,038 $36,156,902 $36,156,902 0.54 $35,707,772
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA2 M2 7.39516% 25-FEB-2042, 7.40%, 02/25/42 STACR 2022-DNA2 35564KRN1 - 35,277,125 $36,066,437 $36,066,437 0.54 $35,986,723
FNMA 40yr Pool#BF0598 2.500% 01-Mar-2062, 2.50%, 03/01/62 FN 3140FXUY6 - 42,703,646 $35,863,313 $35,863,313 0.54 $35,470,196
FHLMC 30yr Pool#SL0938 4.000% 01-Jul-2050, 4.00%, 07/01/50 FR 31427NBG3 - 36,465,753 $35,763,855 $35,763,855 0.54 $35,226,814
FHLMC 30yr Pool#SL4452 5.000% 01-Mar-2056, 5.00%, 03/01/56 FR 31427R5N6 - 35,222,181 $35,387,186 $35,387,186 0.53 $35,149,272
FNMA 30yr Pool#FA1951 6.000% 01-Jun-2055, 6.00%, 06/01/55 FN 3140W2EZ0 - 32,237,890 $34,937,033 $34,937,033 0.52 $33,194,160
FNMA 30yr Pool#CC2016 5.500% 01-Feb-2056, 5.50%, 02/01/56 FN 3140Y8G26 - 33,683,473 $34,785,834 $34,785,834 0.52 $34,402,375
FNMA 30yr Pool#FA0576 5.500% 01-Jan-2055, 5.50%, 01/01/55 FN 3140W0UA1 - 33,283,414 $34,675,660 $34,675,660 0.52 $33,970,616
FHLMC 30yr Pool#SL1632 4.000% 01-Nov-2053, 4.00%, 11/01/53 FR 31427NY60 - 35,971,989 $34,455,764 $34,455,764 0.52 $34,104,279
FNMA 30yr Pool#FA1557 6.000% 01-May-2055, 6.00%, 05/01/55 FN 3140W1WT6 - 30,279,959 $32,869,175 $32,869,175 0.49 $31,152,551
FNMA 30yr Pool#FA3191 5.500% 01-Oct-2055, 5.50%, 10/01/55 FN 3140W3RM3 - 31,318,019 $32,198,670 $32,198,670 0.48 $31,947,947
FNMA 30yr Pool#FA4849 5.000% 01-Feb-2056, 5.00%, 02/01/56 FN 3140W5L77 - 31,067,233 $31,375,119 $31,375,119 0.47 $31,000,735
FNMA 30yr Pool#FA3682 5.500% 01-Feb-2055, 5.50%, 02/01/55 FN 3140W4CU9 - 30,234,507 $31,347,680 $31,347,680 0.47 $30,856,115
FNMA 30yr Pool#FA3105 6.000% 01-May-2055, 6.00%, 05/01/55 FN 3140W3NX3 - 26,814,946 $30,785,193 $30,785,193 0.46 $27,638,746
FNMA 30yr Pool#FA0603 4.500% 01-Sep-2051, 4.50%, 09/01/51 FN 3140W0U52 - 30,949,658 $30,713,002 $30,713,002 0.46 $30,315,366
FNMA 30yr Pool#FA1560 5.500% 01-Apr-2055, 5.50%, 04/01/55 FN 3140W1WW9 - 28,946,771 $30,291,579 $30,291,579 0.45 $29,555,041
FHLMC 30yr Pool#SL0238 5.000% 01-May-2054, 5.00%, 05/01/54 FR 31427MHQ7 - 29,390,019 $29,513,754 $29,513,754 0.44 $29,246,394
FHLMC 30yr Pool#SL2558 6.000% 01-Aug-2055, 6.00%, 08/01/55 FR 31427PZY3 - 26,838,840 $29,477,575 $29,477,575 0.44 $27,800,617
FNMA 30yr Pool#CC1930 5.000% 01-Feb-2056, 5.00%, 02/01/56 FN 3140Y8EC6 - 29,090,614 $29,434,982 $29,434,982 0.44 $29,003,459
FNMA 40yr Pool#BF0698 3.500% 01-Dec-2062, 3.50%, 12/01/62 FN 3140FXX49 - 31,500,919 $29,185,922 $29,185,922 0.44 $28,466,250
FNMA 30yr Pool#FA4117 4.500% 01-Sep-2051, 4.50%, 09/01/51 FN 3140W4SF5 - 28,508,638 $28,439,764 $28,439,764 0.43 $27,981,359
FHLMC 30yr Pool#SL1291 4.000% 01-Nov-2054, 4.00%, 11/01/54 FR 31427NNH8 - 29,517,199 $28,232,416 $28,232,416 0.42 $27,984,630
FNMA 30yr Pool#FS8335 4.500% 01-Jan-2051, 4.50%, 01/01/51 FN 3140XQHM2 - 28,306,992 $28,074,274 $28,074,274 0.42 $27,726,859
FNMA 30yr Pool#FA1798 4.000% 01-Aug-2052, 4.00%, 08/01/52 FN 3140W17L1 - 28,272,622 $26,987,558 $26,987,558 0.41 $26,811,295
FNMA 30yr Pool#FS8681 4.500% 01-Oct-2050, 4.50%, 10/01/50 FN 3140XQUF2 - 26,847,139 $26,586,357 $26,586,357 0.40 $26,296,925
FNMA 30yr Pool#FS9788 5.500% 01-Nov-2054, 5.50%, 11/01/54 FN 3140XR2W4 - 25,326,642 $26,573,906 $26,573,906 0.40 $25,626,989
FHLMC 30yr Pool#SL4437 6.000% 01-Sep-2054, 6.00%, 09/01/54 FR 31427R4X5 - 24,242,625 $25,897,839 $25,897,839 0.39 $25,280,557
FHLMC 30yr Pool#SD1143 4.500% 01-Sep-2050, 4.50%, 09/01/50 FR 3132DNHU0 - 25,125,669 $24,992,765 $24,992,765 0.38 $24,610,736
NRM MSR-Collateralized Notes, Series 2024-FNT1 A 7.398% 25-NOV-2029, 7.40%, 11/25/31 NZES 2024-FNT1 62956YAA7 - 24,486,030 $24,810,458 $24,810,458 0.37 $24,745,044
FNMA 30yr Pool#FA3714 5.000% 01-Nov-2055, 5.00%, 11/01/55 FN 3140W4DU8 - 24,255,974 $24,415,092 $24,415,092 0.37 $24,219,646
FHLMC 30yr Pool#SD3271 5.500% 01-Jun-2053, 5.50%, 06/01/53 FR 3132DQT48 - 23,332,401 $24,032,684 $24,032,684 0.36 $23,864,417
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2025-HQA1 M2 5.29516% 25-FEB-2045, 5.30%, 02/25/45 STACR 2025-HQA1 35564NHA4 - 23,060,148 $23,101,258 $23,101,258 0.35 $23,063,948
FNMA 30yr Pool#FS9239 4.500% 01-Jan-2051, 4.50%, 01/01/51 FN 3140XRHR9 - 23,073,541 $22,927,210 $22,927,210 0.34 $22,600,664
FNMA 30yr Pool#FA4386 5.500% 01-Jan-2056, 5.50%, 01/01/56 FN 3140W42U0 - 21,484,667 $22,105,751 $22,105,751 0.33 $21,953,476
FNMA 30yr Pool#CC1195 5.000% 01-Oct-2055, 5.00%, 10/01/55 FN 3140Y7KH0 - 21,438,078 $21,546,278 $21,546,278 0.32 $21,393,702
FNMA 30yr Pool#FM7840 4.000% 01-Apr-2050, 4.00%, 04/01/50 FN 3140XBWA4 - 22,174,592 $21,352,202 $21,352,202 0.32 $21,049,536
PRET 2025-RPL3 Trust A1 4.15% 25-APR-2065, 4.15%, 04/25/65 PRET 2025-RPL3 69382RAA1 - 21,788,075 $21,328,165 $21,328,165 0.32 $21,235,233
FHLMC 30yr Pool#SD5061 5.500% 01-Mar-2054, 5.50%, 03/01/54 FR 3132DSTS1 - 19,853,111 $20,831,781 $20,831,781 0.31 $20,286,318
FNMA 30yr Pool#FS4781 4.000% 01-Oct-2051, 4.00%, 10/01/51 FN 3140XLJ33 - 21,626,343 $20,743,664 $20,743,664 0.31 $20,529,103
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-DNA6 B2 11.14516% 25-OCT-2041, 11.15%, 10/25/41 STACR 2021-DNA6 35564KLV9 - 19,937,000 $20,733,181 $20,733,181 0.31 $20,469,153
FNMA 30yr Pool#FS7225 4.000% 01-Aug-2051, 4.00%, 08/01/51 FN 3140XPA33 - 21,548,996 $20,713,916 $20,713,916 0.31 $20,501,595
FNMA 30yr Pool#FA1128 6.500% 01-Aug-2054, 6.50%, 08/01/54 FN 3140W1HE6 - 19,420,743 $20,689,178 $20,689,178 0.31 $20,271,541
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA5 M2 10.39516% 25-JUN-2042, 10.40%, 06/25/42 STACR 2022-DNA5 35564KYW3 - 19,321,656 $20,586,785 $20,586,785 0.31 $20,525,413
RCKT Mortgage Trust 2026-CES2 A3 5.255% 25-FEB-2056, 5.25%, 02/25/56 RCKT 2026-CES2 74940EAD9 - 20,600,000 $20,409,346 $20,409,346 0.31 $20,298,086
FNMA 30yr Pool#FA1129 6.500% 01-Jun-2054, 6.50%, 06/01/54 FN 3140W1HF3 - 18,878,499 $20,302,912 $20,302,912 0.30 $19,746,706
FNMA 30yr Pool#FA5284 5.500% 01-Apr-2056, 5.50%, 04/01/56 FN 3140W52S2 - 19,545,413 $19,964,341 $19,964,341 0.30 $19,814,524
FNMA 30yr Pool#CB7112 5.500% 01-Sep-2053, 5.50%, 09/01/53 FN 3140QS3W9 - 19,359,978 $19,931,255 $19,931,255 0.30 $19,786,804
FNMA 40yr Pool#BF0226 3.500% 01-Jan-2058, 3.50%, 01/01/58 FN 3140FXHC9 - 21,296,774 $19,781,784 $19,781,784 0.30 $19,598,166
FHLMC 30yr Pool#SD6989 5.500% 01-Nov-2054, 5.50%, 11/01/54 FR 3132DUXS1 - 19,052,134 $19,727,527 $19,727,527 0.30 $19,278,072
Finance of America Structured Securities Trust, 2025-S1 A1 3.5% 25-FEB-2075, 3.50%, 02/25/75 FASST 2025-S1 31741BAB0 - 20,206,415 $19,674,127 $19,674,127 0.30 $19,648,589
FNMA 30yr Pool#FS6382 4.000% 01-Aug-2051, 4.00%, 08/01/51 FN 3140XNCU6 - 20,284,914 $19,541,846 $19,541,846 0.29 $19,298,954
FNMA 40yr Pool#BF0807 3.500% 01-Apr-2064, 3.50%, 04/01/64 FN 3140FX3R1 - 20,839,381 $19,253,643 $19,253,643 0.29 $18,830,009
FNMA 40yr Pool#BF0713 4.000% 01-Mar-2063, 4.00%, 03/01/63 FN 3140FXYK2 - 19,673,136 $19,029,967 $19,029,967 0.29 $18,543,994
FINANCE OF AMERICA STRUC 3.28125% 74, 3.50%, 04/25/74 FASST 2024-S3 31739WAB8 - 19,249,306 $18,904,177 $18,904,177 0.28 $18,879,848
FHLMC 30yr Pool#SL0850 4.000% 01-Jul-2049, 4.00%, 07/01/49 FR 31427M5L1 - 18,597,315 $18,383,855 $18,383,855 0.28 $18,036,109
FNMA 30yr Pool#FS5028 4.000% 01-Oct-2051, 4.00%, 10/01/51 FN 3140XLSS8 - 19,124,027 $18,320,399 $18,320,399 0.28 $18,153,746
FNMA 30yr Pool#FA1549 5.500% 01-May-2055, 5.50%, 05/01/55 FN 3140W1WK5 - 17,528,545 $18,024,787 $18,024,787 0.27 $17,888,830
FNMA 30yr Pool#FA1182 4.500% 01-Jun-2049, 4.50%, 06/01/49 FN 3140W1J46 - 18,183,694 $18,019,343 $18,019,343 0.27 $17,811,031
RCKT MOR 2025-CES9 FLT 2055 A1B, 5.00%, 09/25/55 RCKT 2025-CES9 74942JAB0 - 17,943,747 $17,854,344 $17,854,344 0.27 $17,762,189
FHLMC 30yr Pool#QJ9063 5.000% 01-Nov-2054, 5.00%, 11/01/54 FR 3133D1B81 - 17,868,568 $17,830,024 $17,830,024 0.27 $17,709,868
FNMA 30yr Pool#FS2863 4.000% 01-Sep-2052, 4.00%, 09/01/52 FN 3140XJFD0 - 18,528,882 $17,698,278 $17,698,278 0.27 $17,568,287
FNMA 30yr Pool#FS8709 4.500% 01-Jan-2051, 4.50%, 01/01/51 FN 3140XQVB0 - 17,557,344 $17,394,250 $17,394,250 0.26 $17,197,518
SALUDA GRADE ALTERNATIVE M 5.749% 31, 5.75%, 03/25/31 GRADE 2026-RTL7 79584UAA9 - 17,370,000 $17,382,792 $17,382,792 0.26 $17,196,941
FNMA 30yr Pool#BN3960 4.500% 01-Jan-2049, 4.50%, 01/01/49 FN 3140JLMJ0 - 17,089,595 $16,860,612 $16,860,612 0.25 $16,739,355
FHLMC 30yr Pool#QY8779 6.000% 01-Jul-2055, 6.00%, 07/01/55 FR 31426TXH5 - 16,032,808 $16,730,664 $16,730,664 0.25 $16,612,606
UMBS TBA 30yr 5.5% June Delivery, 5.50%, 06/11/26 FNCL 01F052664 - 16,574,897 $16,641,197 $16,641,197 0.25 $16,641,197
FNMA 30yr Pool#FA1358 4.500% 01-May-2050, 4.50%, 05/01/50 FN 3140W1QL0 - 16,289,931 $16,215,079 $16,215,079 0.24 $15,955,906
SALUDA GR ALT MTG TR 2025-LOC5 A1B, 5.45%, 10/25/55 GRADE 2025-LOC5 79581XAC2 - 15,693,000 $15,890,386 $15,890,386 0.24 $15,785,443
FNMA 30yr Pool#FS9040 4.500% 01-Feb-2051, 4.50%, 02/01/51 FN 3140XRBJ3 - 16,123,960 $15,770,564 $15,770,564 0.24 $15,744,362
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA4 M2 8.89516% 25-MAY-2042, 8.90%, 05/25/42 STACR 2022-DNA4 35564KXA2 - 15,050,000 $15,728,767 $15,728,767 0.24 $15,687,862
FNMA 40yr Pool#BF0806 3.500% 01-Apr-2064, 3.50%, 04/01/64 FN 3140FX3Q3 - 17,178,433 $15,656,901 $15,656,901 0.24 $15,573,561
Vontive Mortgage Trust 2025-RTL1 A1 6.507% 25-MAR-2030, 6.51%, 03/25/30 VNTV 2025-RTL1 928884AA3 - 15,444,000 $15,630,781 $15,630,781 0.23 $15,594,491
FHLMC 30yr Pool#SD0985 4.500% 01-Oct-2050, 4.50%, 10/01/50 FR 3132DNCW1 - 15,517,855 $15,534,132 $15,534,132 0.23 $15,230,846
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 $15,404,837 $15,404,837 0.23 $15,288,496
FNMA 40yr Pool#BF0801 2.500% 01-Apr-2064, 2.50%, 04/01/64 FN 3140FX3K6 - 18,391,703 $15,331,234 $15,331,234 0.23 $15,252,710
Saluda Grade Alternative Mortgage Trust 2026-HB1 A1B 5.22855% 25-APR-2056, 5.20%, 04/25/56 GRADE 2026-HB1 795939AC1 - 15,089,712 $15,193,283 $15,193,283 0.23 $15,094,790
FNMA 30yr Pool#DA1525 6.000% 01-Oct-2053, 6.00%, 10/01/53 FN 3140A1VT1 - 14,447,910 $15,010,205 $15,010,205 0.23 $14,888,482
JW Commercial Mortgage Trust 2026-MRCO A 5.15% 15-JUN-2039, 5.15%, 06/15/39 JW 2026-MRCO 481948AA5 - 15,000,000 $15,004,042 $15,004,042 0.23 $15,004,042
FHLMC 30yr Pool#QH3192 6.000% 01-Oct-2053, 6.00%, 10/01/53 FR 3133CFRM3 - 14,405,725 $14,927,588 $14,927,588 0.22 $14,821,456
FNMA 30yr Pool#FM4738 4.000% 01-Sep-2050, 4.00%, 09/01/50 FN 3140X8HQ3 - 15,208,509 $14,807,887 $14,807,887 0.22 $14,435,807
FNMA 30yr Pool#FS9116 6.000% 01-Sep-2054, 6.00%, 09/01/54 FN 3140XRDW2 - 13,812,880 $14,524,256 $14,524,256 0.22 $14,210,933
PRET 2025-RPL1 Trust A1 4.0% 25-JUL-2069, 4.00%, 07/25/69 PRET 2025-RPL1 69392FAA5 - 14,823,661 $14,380,281 $14,380,281 0.22 $14,319,339
RCKT Mortgage Trust 2026-CES2 A2 5.055% 25-FEB-2056, 5.05%, 02/25/56 RCKT 2026-CES2 74940EAC1 - 14,268,000 $14,120,199 $14,120,199 0.21 $14,046,070
Switch ABS Issuer, Series 2026-1 A2I_2601 5.609% 25-MAR-2056, 5.61%, 03/27/56 SWTCH 2026-1A 871044BA0 - 14,000,000 $14,084,437 $14,084,437 0.21 $14,056,081
Galaxy XXVI CLO Ltd., 6.01%, 07/31/26 GLXYT 2025-1 362922AA4 - 13,904,675 $14,060,211 $14,060,211 0.21 $13,979,010
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-HQA3 M2 5.74516% 25-SEP-2041, 5.75%, 09/25/41 STACR 2021-HQA3 35564KJP5 - 13,964,288 $14,046,623 $14,046,623 0.21 $14,022,109
BMP Commercial Mortgage Trust 2024-MF23 A 5.02665% 15-JUN-2041, 5.03%, 06/15/41 BMP 2024-MF23 05593JAA8 - 14,000,000 $14,044,969 $14,044,969 0.21 $14,000,008
FHLMC 30yr Pool#SL3988 5.000% 01-Jan-2056, 5.00%, 01/01/56 FR 31427RNE6 - 13,612,624 $13,958,232 $13,958,232 0.21 $13,584,446
FHLMC 30yr Pool#SD6178 4.500% 01-Jan-2051, 4.50%, 01/01/51 FR 3132DT2K5 - 13,878,026 $13,945,101 $13,945,101 0.21 $13,593,457
FNMA 30yr Pool#FA3563 5.500% 01-Nov-2055, 5.50%, 11/01/55 FN 3140W35Z8 - 13,106,870 $13,568,041 $13,568,041 0.20 $13,392,870
GS Mortgage-Backed Securities Trust 2025-RPL3 A1 4.1% 25-JUL-2065, 4.10%, 07/25/65 GSMBS 2025-RPL3 362963AA8 - 13,598,445 $13,395,295 $13,395,295 0.20 $13,337,992
FINANCE OF AMER STR TR 2024-S2 A1, 3.50%, 04/25/74 FASST 2024-S2 31739VAA2 - 13,575,265 $13,389,328 $13,389,328 0.20 $13,372,170
FNMA 30yr Pool#CC0097 5.500% 01-Mar-2055, 5.50%, 03/01/55 FN 3140Y6DB3 - 12,752,790 $13,304,428 $13,304,428 0.20 $13,024,972
FHLMC 30yr Pool#SL4976 5.000% 01-Apr-2056, 5.00%, 04/01/56 FR 31427SQ68 - 13,088,604 $13,249,578 $13,249,578 0.20 $12,975,061
PRPM 2025-RCF3 LLC 5.25% 55, 5.25%, 07/25/55 PRPM 2025-RCF3 69392PAA3 - 13,063,687 $13,086,395 $13,086,395 0.20 $13,015,906
FHLMC 30yr Pool#SD5963 6.000% 01-Jul-2054, 6.00%, 07/01/54 FR 3132DTTU4 - 12,576,267 $13,058,856 $13,058,856 0.20 $12,938,684
Chase Mortgage Reference Notes, Series 2020-CL1 M1 6.01879% 25-OCT-2057, 6.02%, 10/25/57 CHASE 2020-CL1 46591HAG5 - 12,541,821 $12,948,118 $12,948,118 0.19 $12,925,053
FHLMC 30yr Pool#SL4658 5.000% 01-Jan-2056, 5.00%, 01/01/56 FR 31427SE87 - 12,963,036 $12,926,868 $12,926,868 0.19 $12,842,572
FNMA 30yr Pool#MA3444 4.500% 01-Aug-2048, 4.50%, 08/01/48 FN 31418CZJ6 - 12,789,425 $12,751,713 $12,751,713 0.19 $12,527,315
Foundation Finance Trust 2025-2 B 4.94% 15-APR-2052, 4.94%, 04/15/52 FFIN 2025-2A 35042NAB1 - 12,522,312 $12,526,084 $12,526,084 0.19 $12,486,562
FNMA 30yr Pool#FM5350 4.500% 01-Sep-2050, 4.50%, 09/01/50 FN 3140X85L7 - 12,727,086 $12,511,532 $12,511,532 0.19 $12,427,459
FNMA 30yr Pool#FS8717 6.000% 01-Jul-2054, 6.00%, 07/01/54 FN 3140XQVK0 - 11,779,449 $12,215,510 $12,215,510 0.18 $12,118,903
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA2 B2 12.14516% 25-FEB-2042, 12.15%, 02/25/42 STACR 2022-DNA2 35564KSQ3 - 11,519,000 $12,170,094 $12,170,094 0.18 $12,127,347
PRET 2025-RPL5 TRUST FLTG 2070 A1, 4.15%, 01/25/70 PRET 2025-RPL5 69393AAA5 - 12,513,647 $12,129,374 $12,129,374 0.18 $12,075,999
FHLMC 30yr Pool#SD5994 4.500% 01-Sep-2050, 4.50%, 09/01/50 FR 3132DTUT5 - 12,189,236 $12,098,287 $12,098,287 0.18 $11,939,426
FHLMC 30yr Pool#SD6558 6.000% 01-Sep-2054, 6.00%, 09/01/54 FR 3132DUJB4 - 11,294,996 $12,062,569 $12,062,569 0.18 $11,620,489
FNMA 40yr Pool#BF0731 2.500% 01-Jun-2063, 2.50%, 06/01/63 FN 3140FXY55 - 14,467,810 $12,045,286 $12,045,286 0.18 $12,008,111
FHLMC 30yr Pool#QG6755 5.500% 01-Jun-2053, 5.50%, 06/01/53 FR 3133C7QG5 - 11,602,490 $11,949,393 $11,949,393 0.18 $11,867,046
FNMA 30yr Pool#DE6043 6.000% 01-Aug-2055, 6.00%, 08/01/55 FN 3140BJWD5 - 11,251,924 $11,852,504 $11,852,504 0.18 $11,576,176
FNMA 30yr Pool#FS7541 4.000% 01-Jun-2052, 4.00%, 06/01/52 FN 3140XPLX5 - 12,253,256 $11,739,064 $11,739,064 0.18 $11,631,572
Connecticut Avenue Securities Trust 2023-R06 1B1 7.54516% 25-JUL-2043, 7.55%, 07/25/43 CAS 2023-R06 20754EAF2 - 11,170,460 $11,709,356 $11,709,356 0.18 $11,683,603
Huntington Bank Auto Credit-Linked Notes, Series 2024-2 B1 5.442% 20-OCT-2032, 5.44%, 10/20/32 HACLN 2024-2 44644NAG4 - 11,365,346 $11,474,440 $11,474,440 0.17 $11,443,515
TOWD POINT MORTGAGE TRUST 2025 0% 65, 4.97%, 09/25/65 TPMT 2025-FIX1 89183MAA1 - 11,414,892 $11,387,590 $11,387,590 0.17 $11,329,305
FNMA 30yr Pool#DE1157 6.000% 01-Jun-2055, 6.00%, 06/01/55 FN 3140BDJB7 - 10,390,397 $11,160,475 $11,160,475 0.17 $10,689,822
Vista Point Securitization Trust 2025-CES2 A1 5.601% 25-AUG-2055, 5.60%, 08/25/55 VSTA 2025-CES2 92842UAA0 - 11,013,415 $11,094,562 $11,094,562 0.17 $11,031,162
FNMA 40yr Pool#BF0783 3.500% 01-Dec-2063, 3.50%, 12/01/63 FN 3140FX2R2 - 11,675,642 $10,905,242 $10,905,242 0.16 $10,549,855
TOWD PT MTG TR 2025-FIX2 FLTG A1, 5.25%, 10/25/65 TPMT 2025-FIX2 89183RAA0 - 10,845,789 $10,870,621 $10,870,621 0.16 $10,812,110
FNMA 30yr Pool#FA0470 6.000% 01-Jan-2055, 6.00%, 01/01/55 FN 3140W0QY4 - 10,054,066 $10,852,741 $10,852,741 0.16 $10,343,799
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA7 M2 10.64516% 25-SEP-2042, 10.65%, 03/25/52 STACR 2022-DNA7 35564KL72 - 10,000,000 $10,824,939 $10,824,939 0.16 $10,792,413
FIGRE TRUST 2025-HE4 FLTG 2055 C, 5.71%, 07/25/55 FIGRE 2025-HE4 31684PAC6 - 10,707,107 $10,776,027 $10,776,027 0.16 $10,713,202
FNMA 30yr Pool#FS5818 4.500% 01-Oct-2050, 4.50%, 10/01/50 FN 3140XMPC4 - 10,881,766 $10,719,706 $10,719,706 0.16 $10,625,582
METRONET INFRASTRUCTURE ISSU 5.4% 55, 5.40%, 08/20/55 MNET 2025-2A 59170JAX6 - 10,600,000 $10,684,514 $10,684,514 0.16 $10,655,894
PRET 2025-NPL4 A1 6.3677% 25-MAY-2055, 6.37%, 04/25/55 PRET 2025-NPL4 74136UAA3 - 10,646,126 $10,676,018 $10,676,018 0.16 $10,651,537
Homeward Opportunities Fund Trust 2025-RRTL1 A1 5.476% 25-MAR-2040, 5.48%, 03/25/40 HOF 2025-RRTL1 437919AA1 - 10,475,000 $10,503,547 $10,503,547 0.16 $10,482,833
FNMA 30yr Pool#CC1844 5.500% 01-Jan-2056, 5.50%, 01/01/56 FN 3140Y8BN5 - 10,154,833 $10,448,226 $10,448,226 0.16 $10,371,567
FNMA 30yr Pool#FS7613 4.500% 01-May-2052, 4.50%, 05/01/52 FN 3140XPN70 - 10,401,133 $10,327,020 $10,327,020 0.16 $10,187,969
FHLMC 30yr Pool#QH3306 6.000% 01-Oct-2053, 6.00%, 10/01/53 FR 3133CFU72 - 9,899,914 $10,325,096 $10,325,096 0.16 $10,248,051
FNMA 30yr Pool#FS5362 4.500% 01-Dec-2050, 4.50%, 12/01/50 FN 3140XL5Y0 - 10,286,627 $10,216,878 $10,216,878 0.15 $10,075,809
FNMA 30yr Pool#FS9909 5.000% 01-Nov-2054, 5.00%, 11/01/54 FN 3140XSAK9 - 10,060,319 $10,174,122 $10,174,122 0.15 $10,039,495
FNMA 30yr Pool#FS6236 6.500% 01-Nov-2053, 6.50%, 11/01/53 FN 3140XM4W3 - 9,473,635 $10,164,239 $10,164,239 0.15 $9,905,653
FNMA 30yr Pool#FA4709 5.500% 01-Jul-2055, 5.50%, 07/01/55 FN 3140W5GT5 - 9,760,953 $10,119,575 $10,119,575 0.15 $9,973,944
Connecticut Avenue Securities Trust 2022-R02 2B2 11.29516% 25-JAN-2042, 11.30%, 01/25/42 CAS 2022-R02 20754BAJ0 - 9,637,000 $10,075,119 $10,075,119 0.15 $10,041,859
LHOME Mortgage Trust 2024-RTL3 A1 6.9% 25-MAY-2029, 6.90%, 05/25/29 LHOME 2024-RTL3 50205GAA0 - 9,960,000 $10,018,715 $10,018,715 0.15 $9,993,898
FNMA 30yr Pool#BX0421 5.500% 01-Nov-2052, 5.50%, 11/01/52 FN 3140N4PF8 - 9,596,226 $9,887,886 $9,887,886 0.15 $9,794,668
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA6 M2 9.39516% 25-SEP-2042, 9.40%, 09/25/42 STACR 2022-DNA6 35564KH77 - 9,166,000 $9,767,465 $9,767,465 0.15 $9,741,152
FNMA 30yr Pool#FS6662 4.000% 01-Oct-2051, 4.00%, 10/01/51 FN 3140XNML5 - 10,090,129 $9,711,221 $9,711,221 0.15 $9,578,194
BX Trust 2026-CIP|4.85|05/15/2038, 4.85%, 05/15/38 BX 2026-CIP 123917AA4 - 9,700,000 $9,700,000 $9,700,000 0.15 $9,700,000
FHLMC 30yr Pool#SD5224 6.000% 01-Mar-2054, 6.00%, 03/01/54 FR 3132DSYV8 - 9,207,457 $9,657,976 $9,657,976 0.14 $9,472,793
FHLMC 30yr Pool#RA7104 4.500% 01-Feb-2051, 4.50%, 02/01/51 FR 3133KN3M3 - 9,687,544 $9,514,867 $9,514,867 0.14 $9,451,633
New Residential Mortgage Loan Trust 2026-NQM1 A2 5.078% 25-NOV-2065, 5.08%, 11/25/65 NRZT 2026-NQM1 64832LAF0 - 9,530,941 $9,478,660 $9,478,660 0.14 $9,428,918
FHLMC 30yr Pool#QH4373 6.000% 01-Nov-2053, 6.00%, 11/01/53 FR 3133CG2E6 - 9,108,478 $9,441,292 $9,441,292 0.14 $9,371,337
Connecticut Avenue Securities Trust 2022-R04 1B2 13.14516% 25-MAR-2042, 13.15%, 03/25/42 CAS 2022-R04 20753YAL6 - 8,793,401 $9,420,651 $9,420,651 0.14 $9,385,331
SALUDA GRADE ALTERNATIVE MORT A2, 6.75%, 03/25/31 GRADE 2026-RTL7 79584UAB7 - 9,418,000 $9,386,298 $9,386,298 0.14 $9,320,980
LHOME Mortgage Trust 2024-RTL5 A2 5.751% 25-SEP-2039, 5.75%, 09/25/39 LHOME 2024-RTL5 50205WAB3 - 9,325,000 $9,352,622 $9,352,622 0.14 $9,333,256
Rithm Capital Corp. 8.0% 01-APR-2029, 8.00%, 04/01/29 RITM 64828TAB8 - 9,213,000 $9,304,579 $9,304,579 0.14 $9,228,828
CONNECTICUT AVENUE SECUR 5.95001% 45, 5.25%, 07/25/45 CAS 2025-R05 20753CAC4 - 9,254,000 $9,283,789 $9,283,789 0.14 $9,268,957
Ally Bank Auto Credit-Linked Notes, Series 2025-A C 4.844% 15-JUN-2033, 4.84%, 06/15/33 ABCLN 2025-A 02007G5F6 - 9,245,446 $9,273,472 $9,273,472 0.14 $9,244,859
FNMA 30yr Pool#FS2144 3.500% 01-Jun-2052, 3.50%, 06/01/52 FN 3140XHL21 - 9,815,129 $9,234,455 $9,234,455 0.14 $9,069,432
Acacia 2025-1 A 5.24% 15-NOV-2037, 5.24%, 11/15/37 ACACIA 2025-1 00401PAA7 - 8,901,229 $8,941,889 $8,941,889 0.13 $8,912,090
FNMA 30yr Pool#FS7117 6.500% 01-Feb-2054, 6.50%, 02/01/54 FN 3140XN4B7 - 8,282,381 $8,888,976 $8,888,976 0.13 $8,660,074
Brean Asset Backed Securities Trust 2024-RM8 A1 4.5% 25-MAY-2064, 4.50%, 05/25/64 BABS 2024-RM8 10637YAA3 - 8,705,017 $8,621,388 $8,621,388 0.13 $8,572,737
Freddie Mac Multiclass Certificates, Series 5164 FA 3.9119% 25-NOV-2051, 3.90%, 11/25/51 FHR 5164 3137H3PY2 - 9,420,551 $8,607,760 $8,607,760 0.13 $8,594,509
FIGRE TRUST 2025 HE4 FLTG 2055 B, 5.61%, 07/25/55 FIGRE 2025-HE4 31684PAB8 - 8,289,567 $8,366,838 $8,366,838 0.13 $8,319,059
Connecticut Avenue Securities Trust 2022-R01 1B2 9.64516% 25-DEC-2041, 9.65%, 12/25/41 CAS 2022-R01 20754LAJ8 - 8,116,382 $8,357,373 $8,357,373 0.13 $8,333,453
FHLMC 30yr Pool#SD7417 5.500% 01-Jan-2055, 5.50%, 01/01/55 FR 3132DVG25 - 7,848,495 $8,251,257 $8,251,257 0.12 $8,009,857
FNMA 30yr Pool#DA0026 6.000% 01-Sep-2053, 6.00%, 09/01/53 FN 3140A0A41 - 7,719,367 $8,011,528 $8,011,528 0.12 $7,954,759
FHLMC 30yr Pool#QY9874 6.000% 01-Aug-2055, 6.00%, 08/01/55 FR 31426U6L3 - 7,447,689 $7,945,253 $7,945,253 0.12 $7,662,312
UMBS TBA 30yr 5% June Delivery, 5.00%, 06/11/26 FNCL 01F050668 - 8,000,000 $7,877,384 $7,877,384 0.12 $7,877,384
PRPM 2025-RPL4 A1, 3.00%, 05/25/55 PRPM 2025-RPL4 74448NAA2 - 8,161,099 $7,854,308 $7,854,308 0.12 $7,829,145
FHLMC 30yr Pool#QH1500 6.000% 01-Sep-2053, 6.00%, 09/01/53 FR 3133CDUZ5 - 7,408,994 $7,800,598 $7,800,598 0.12 $7,669,536
Alterna Funding III A 6.26% 15-MAY-2039, 6.26%, 05/16/39 TAX 2024-1A 02157JAA3 - 7,751,589 $7,800,546 $7,800,546 0.12 $7,769,544
Fannie Mae REMIC Trust 2022-65 FB 4.44516% 25-SEP-2052, 4.45%, 09/25/52 FNR 2022-65 3136BPCQ2 - 7,756,130 $7,715,562 $7,715,562 0.12 $7,703,112
RCKT Mortgage Trust 2024-CES9 A1B 5.683% 25-DEC-2044, 5.68%, 12/25/44 RCKT 2024-CES9 749426AB8 - 7,618,577 $7,675,243 $7,675,243 0.12 $7,630,744
Huntington Bank Auto Credit-Linked Notes, Series 2024-1 B1 6.153% 20-MAY-2032, 6.15%, 05/20/32 HACLN 2024-1 44644NAA7 - 7,478,229 $7,584,409 $7,584,409 0.11 $7,561,402
Connecticut Avenue Securities Trust 2025-R01 1M2 5.14516% 25-JAN-2045, 5.15%, 01/25/45 CAS 2025-R01 20755JAC7 - 7,526,000 $7,544,096 $7,544,096 0.11 $7,532,265
FNMA 30yr Pool#FA1613 5.000% 01-Apr-2055, 5.00%, 04/01/55 FN 3140W1YK3 - 7,350,214 $7,445,407 $7,445,407 0.11 $7,334,999
SALUDA GR ALT MTG TR 25 RRTL1 A1, 5.32%, 10/25/40 GRADE 2025-RRTL1 79582NAA7 - 7,388,000 $7,407,046 $7,407,046 0.11 $7,366,650
RCKT MORTGAGE TRUST 2026-CES4 0% 56, 5.59%, 04/25/56 RCKT 2026-CES4 74940CAD3 - 7,331,000 $7,330,883 $7,330,883 0.11 $7,288,742
RCKT Mortgage Trust 2025-CES7 A1B 5.478% 25-JUL-2055, 5.48%, 07/25/55 RCKT 2025-CES7 74943AAB8 - 7,297,303 $7,324,759 $7,324,759 0.11 $7,283,674
COOPR Residential Mortgage Trust 2025-CES3 A1A 4.84% 25-SEP-2060, 4.84%, 09/25/60 COOPR 2025-CES3 216926AA3 - 7,310,449 $7,277,476 $7,277,476 0.11 $7,241,110
COOPR Residential Mortgage Trust 2026-CES1 A1B 4.996% 25-FEB-2061, 5.00%, 01/01/61 COOPR 2026-CES1 21689GAB4 - 7,230,576 $7,216,542 $7,216,542 0.11 $7,179,414
Saluda Grade Alternative Mortgage Trust 2024-RTL5 A1 7.762% 25-APR-2030, 7.76%, 04/25/30 GRADE 2024-RTL5 A1 795935AA3 - 7,099,521 $7,160,026 $7,160,026 0.11 $7,103,389
FHLMC 30yr Pool#QX0520 5.500% 01-Dec-2054, 5.50%, 12/01/54 FR 31425USJ5 - 6,792,101 $7,027,131 $7,027,131 0.11 $6,872,648
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 $6,965,526 $6,965,526 0.10 $6,927,597
FHLMC 30yr Pool#QG3912 5.500% 01-Jun-2053, 5.50%, 06/01/53 FR 3133C4KZ6 - 6,805,030 $6,964,303 $6,964,303 0.10 $6,914,681
LHOME Mortgage Trust 2024-RTL4 A2 6.092% 25-JUL-2039, 6.09%, 07/25/39 LHOME 2024-RTL4 50205PAB8 - 6,870,000 $6,897,753 $6,897,753 0.10 $6,882,640
PRPM 2025-RCF3, LLC, 5.77%, 08/25/28 PRPM 2025-6 69395KAA1 - 6,823,418 $6,847,957 $6,847,957 0.10 $6,807,464
FIGRE TRUST 2025-HE6 FLTG 2055 C, 5.25%, 09/25/55 FIGRE 2025-HE6 31684NAC1 - 6,853,199 $6,800,412 $6,800,412 0.10 $6,763,469
ACHM Trust 2024-HE1 A 6.55% 25-MAY-2039, 6.55%, 05/25/39 ACHM 2024-HE1 00449TAA3 - 6,596,311 $6,755,850 $6,755,850 0.10 $6,740,248
Mello Mortgage Capital Acceptance 2024-SD1 A1 4.0% 25-APR-2054, 4.00%, 04/25/54 MELLO 58550DAA1 - 6,842,799 $6,750,774 $6,750,774 0.10 $6,740,890
FNMA 30yr Pool#FA0339 5.500% 01-Jan-2055, 5.50%, 01/01/55 FN 3140W0LV5 - 6,334,868 $6,554,549 $6,554,549 0.10 $6,467,985
FNA 9, Series 2026-1 A 5.509% 15-DEC-2038, 5.51%, 04/16/46 FNH 2026-1 34411JAA8 - 6,500,000 $6,542,976 $6,542,976 0.10 $6,512,141
RCKT MORTGAGE TRUST 2026-CES4 0% 56, 5.39%, 04/25/56 RCKT 2026-CES4 74940CAC5 - 6,516,000 $6,516,340 $6,516,340 0.10 $6,480,216
FIGRE TRUST 2026-HE4 MB FLTG 56, 5.70%, 05/25/56 FIGRE 2026-HE4 31685MAE8 - 6,500,000 $6,499,684 $6,499,684 0.10 $6,492,476
FNMA 30yr Pool#DF2677 6.000% 01-Nov-2055, 6.00%, 11/01/55 FN 3140BS6P7 - 6,219,926 $6,451,157 $6,451,157 0.10 $6,404,521
Meridian Arc Holdco LLC 6.25% 30-APR-2031, 6.25%, 04/30/31 MERIDI 58990CAA1 - 6,398,000 $6,438,151 $6,438,151 0.10 $6,422,600
Connecticut Avenue Securities Trust 2022-R06 1B2 14.24516% 25-MAY-2042, 14.25%, 05/25/42 CAS 2022-R06 20754NAR6 - 5,846,475 $6,399,126 $6,399,126 0.10 $6,373,678
RCKT MORTGAGE TRUST 2025 5.24863% 55, 5.25%, 08/25/55 RCKT 2025-CES8 74939WAB6 - 6,305,082 $6,303,283 $6,303,283 0.09 $6,269,270
FNMA 30yr Pool#FS4356 6.000% 01-May-2053, 6.00%, 05/01/53 FN 3140XKZW3 - 6,077,055 $6,299,900 $6,299,900 0.09 $6,252,181
PRET 2025-RPL2 Trust A1 4.0% 25-FEB-2065, 4.00%, 08/25/64 PRET 2025-RPL2 69392LAA2 - 6,327,127 $6,250,120 $6,250,120 0.09 $6,224,108
HOMES 2026-INV1 Trust A1D 5.077% 25-AUG-2060, 5.08%, 08/25/60 HOMES 2026-INV1 43761FAD7 - 6,157,451 $6,204,958 $6,204,958 0.09 $6,145,698
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 - 6,173,934 $6,195,701 $6,195,701 0.09 $6,183,085
Connecticut Avenue Securities Trust 2023-R03|9.99516|04/25/2043, 10.00%, 04/25/43 CAS 2023-R03 20753ACF9 - 5,626,000 $6,178,604 $6,178,604 0.09 $6,153,606
FNMA 30yr Pool#FM4129 4.000% 01-Sep-2050, 4.00%, 09/01/50 FN 3140X7ST7 - 6,366,465 $6,130,665 $6,130,665 0.09 $6,043,454
FNMA 30yr Pool#DA1468 6.000% 01-Sep-2053, 6.00%, 09/01/53 FN 3140A1T23 - 5,868,880 $6,118,428 $6,118,428 0.09 $6,075,262
FHLMC 30yr Pool#QX9929 6.000% 01-Apr-2055, 6.00%, 04/01/55 FR 31426HA78 - 5,869,686 $6,085,474 $6,085,474 0.09 $6,040,181
FNMA 30yr Pool#CA5386 4.500% 01-Mar-2050, 4.50%, 03/01/50 FN 3140QC6Y7 - 5,787,640 $6,069,912 $6,069,912 0.09 $5,646,699
FNMA 30yr Pool#DB4017 6.000% 01-May-2054, 6.00%, 05/01/54 FN 3140ADPB1 - 5,843,268 $6,057,885 $6,057,885 0.09 $6,011,656
Ally Bank Auto Credit-Linked Notes, Series 2025-A D 4.991% 15-JUN-2033, 4.99%, 06/15/33 ABCLN 2025-A 02007G5G4 - 6,005,831 $6,013,403 $6,013,403 0.09 $5,994,253
FHLMC 30yr Pool#SD5223 6.000% 01-Apr-2054, 6.00%, 04/01/54 FR 3132DSYU0 - 5,584,036 $5,996,148 $5,996,148 0.09 $5,744,954
FIGRE TRUST 2025-HE6 FLTG 2055 B, 5.14%, 09/25/55 FIGRE 2025-HE6 31684NAB3 - 6,040,489 $5,994,674 $5,994,674 0.09 $5,962,738
Brean Asset Backed Securities Trust 2024-RM9 A1 5.0% 25-SEP-2064, 5.00%, 09/25/64 BABS 2024-RM9 10638DAA8 - 5,991,291 $5,969,945 $5,969,945 0.09 $5,959,127
FNMA 30yr Pool#FS7397 6.000% 01-Mar-2054, 6.00%, 03/01/54 FN 3140XPGF0 - 5,737,113 $5,951,923 $5,951,923 0.09 $5,902,442
FNMA 30yr Pool#DE6050 6.000% 01-Aug-2055, 6.00%, 08/01/55 FN 3140BJWL7 - 5,636,952 $5,886,664 $5,886,664 0.09 $5,840,802
FHLMC 30yr Pool#QH7040 6.000% 01-Dec-2053, 6.00%, 12/01/53 FR 3133CKZD3 - 5,653,858 $5,858,158 $5,858,158 0.09 $5,817,021
Connecticut Avenue Securities, Series 2021-R02 2B2 9.84516% 25-NOV-2041, 9.85%, 11/25/41 CAS 2021-R02 20754KAJ0 - 5,616,000 $5,771,278 $5,771,278 0.09 $5,754,384
RCKT Mortgage Trust 2024-CES1 A1B 6.325% 25-FEB-2044, 6.33%, 02/25/44 RCKT 2024-CES1 749424AB3 - 5,702,563 $5,760,714 $5,760,714 0.09 $5,723,644
FHLMC 30yr Pool#QH4638 6.000% 01-Nov-2053, 6.00%, 11/01/53 FR 3133CHEK7 - 5,546,623 $5,748,239 $5,748,239 0.09 $5,706,692
PRPM 2025-RPL3 A1 3.25% 25-APR-2055, 3.25%, 04/25/55 PRPM 2025-RPL3 69392NAA8 - 5,879,329 $5,708,204 $5,708,204 0.09 $5,688,565
FIGRE TRUST 2025-HE4 5.408% 55, 5.41%, 07/25/55 FIGRE 2025-HE4 31684PAA0 - 5,674,203 $5,706,490 $5,706,490 0.09 $5,674,952
TVC Mortgage Trust 2025-RRTL1 A2 6.68% 25-APR-2040, 6.68%, 04/25/40 TVC 2025-RRTL1 900927AB0 - 5,597,000 $5,688,764 $5,688,764 0.09 $5,675,263
FNMA 30yr Pool#DE7796 6.000% 01-Aug-2055, 6.00%, 08/01/55 FN 3140BLUW0 - 5,470,283 $5,668,837 $5,668,837 0.09 $5,627,923
FNMA 30yr Pool#FM7479 4.500% 01-Jan-2050, 4.50%, 01/01/50 FN 3140XBJZ4 - 5,692,715 $5,653,484 $5,653,484 0.08 $5,576,047
SF ABS ISSUER 2025-1 0%55 A2, 5.38%, 11/25/55 SFARM 2025-1A 784193AA2 - 5,750,000 $5,589,771 $5,589,771 0.08 $5,578,606
MS RES MTG LN TR 2025-SPL1 A1, 4.25%, 02/25/65 MSRM 2025-SPL1 617946AA6 - 5,607,493 $5,477,591 $5,477,591 0.08 $5,453,097
FIGRE Trust 2026-HE1 C 5.434% 25-JAN-2056, 5.43%, 01/25/56 FIGRE 2026-HE1 30249NAE7 - 5,465,235 $5,474,247 $5,474,247 0.08 $5,443,724
FNMA 30yr Pool#FS1578 4.000% 01-Oct-2050, 4.00%, 10/01/50 FN 3140XGXG9 - 5,665,983 $5,461,954 $5,461,954 0.08 $5,396,052
FNMA 30yr Pool#DD5556 6.000% 01-Mar-2055, 6.00%, 03/01/55 FN DD5556 MTGE 3140B6E68 - 5,180,895 $5,454,150 $5,454,150 0.08 $5,330,195
FHLMC 30yr Pool#SD3018 5.500% 01-May-2053, 5.50%, 05/01/53 FR 3132DQK70 - 5,069,150 $5,439,110 $5,439,110 0.08 $5,155,521
FNMA 30yr Pool#FS0088 4.000% 01-Mar-2050, 4.00%, 03/01/50 FN 3140XFC25 - 5,563,980 $5,395,990 $5,395,990 0.08 $5,305,690
FHLMC 30yr Pool#SD3813 6.000% 01-Jul-2053, 6.00%, 07/01/53 FR 3132E0GW6 - 5,170,379 $5,376,840 $5,376,840 0.08 $5,335,474
BX Trust 2021-SDMF A 4.358% 15-SEP-2034, 4.36%, 09/15/34 BX 2021-SDMF 12434CAA2 - 5,355,350 $5,368,639 $5,368,639 0.08 $5,353,726
FHLMC 30yr Pool#SD2606 4.500% 01-Sep-2051, 4.50%, 09/01/51 FR 3132DP3P1 - 5,428,326 $5,347,006 $5,347,006 0.08 $5,296,135
LHOME Mortgage Trust 2024-RTL2 A1 7.128% 25-MAR-2029, 7.13%, 03/25/29 LHOME 50205JAA4 - 5,293,684 $5,311,966 $5,311,966 0.08 $5,298,340
Structured Agency Credit Risk (STACR) Debt Notes, Series 2022-HQA1 B2 14.64516% 25-MAR-2042, 14.65%, 03/25/42 STACR 2022-HQA1 35564KUL1 - 4,791,260 $5,195,773 $5,195,773 0.08 $5,174,332
FNMA 30yr Pool#DB4019 6.000% 01-May-2054, 6.00%, 05/01/54 FN 3140ADPD7 - 4,911,191 $5,090,034 $5,090,034 0.08 $5,052,921
Fora Financial Asset Securitization, Series 2024-1 A 6.33% 15-MAY-2027, 6.33%, 08/15/29 FORA 2024-1A 34512PAA2 - 5,038,000 $5,067,256 $5,067,256 0.08 $5,046,881
FNMA 30yr Pool#BX5986 5.500% 01-Mar-2053, 5.50%, 03/01/53 FN 3140NAUL5 - 4,687,098 $5,050,068 $5,050,068 0.08 $4,793,972
Huntington Bank Auto Credit-Linked Notes, Series 2025-1 B 4.957% 20-MAR-2033, 4.96%, 03/21/33 HACLN 2025-1 446438SX2 - 4,988,816 $5,009,684 $5,009,684 0.08 $4,997,319
JP Morgan Mortgage Trust 2026-CES1 A3 5.332% 25-JUN-2056, 5.33%, 06/25/56 JPMMT 2026-CES1 46660BAE9 - 5,000,000 $4,979,525 $4,979,525 0.07 $4,952,125
FHLMC 30yr Pool#QJ9072 6.000% 01-Nov-2054, 6.00%, 11/01/54 FR 3133D1CH0 - 4,798,045 $4,974,804 $4,974,804 0.07 $4,936,313
FNMA 30yr Pool#BY0337 6.500% 01-May-2053, 6.50%, 05/01/53 FN 3140NGLT5 - 4,368,311 $4,974,649 $4,974,649 0.07 $4,563,672
FNMA 30yr Pool#DC7015 5.500% 01-Dec-2054, 5.50%, 12/01/54 FN 3140AUYM9 - 4,779,859 $4,969,597 $4,969,597 0.07 $4,836,543
RCKT Mortgage Trust 2025-CES8 B2A 7.28202% 25-AUG-2055, 7.28%, 08/25/55 RCKT 2025-CES8 74939WAS9 - 5,040,000 $4,948,482 $4,948,482 0.07 $4,910,761
PRPM 2025-5 0%30, 5.73%, 07/25/30 PRPM 2025-5 69392RAA9 - 4,927,348 $4,942,625 $4,942,625 0.07 $4,913,613
OCEANVIEW MORTGAGE TRUST 4.99888% 55, 4.55%, 12/25/55 BVINV 2025-4 67647DAU3 - 4,915,362 $4,923,413 $4,923,413 0.07 $4,915,345
FHLMC 30yr Pool#QF9863 5.500% 01-Mar-2053, 5.50%, 03/01/53 FR 3133BX5Y3 - 4,769,392 $4,908,361 $4,908,361 0.07 $4,874,542
FNMA 30yr Pool#CA0706 4.000% 01-Nov-2047, 4.00%, 11/01/47 FN 3140Q7YC5 - 5,026,551 $4,880,298 $4,880,298 0.07 $4,789,311
ABL 2024-RTL1 A2 7.457% 25-SEP-2029, 7.46%, 09/25/29 ABL 2024-RTL1 00092EAB4 - 4,840,000 $4,862,897 $4,862,897 0.07 $4,849,864
Saluda Grade Alternative Mortgage Trust 2024-RTL4 A2 7.5% 25-FEB-2030, 7.50%, 02/25/30 GRADE 2024-RTL4 79584CAB7 - 4,804,500 $4,830,484 $4,830,484 0.07 $4,793,450
FNMA 30yr Pool#DA5019 6.500% 01-Nov-2053, 6.50%, 11/01/53 FN 3140A5SH2 - 4,562,794 $4,829,036 $4,829,036 0.07 $4,794,158
Homeward Opportunities Fund Trust 2025-RRTL2 A1 5.237% 25-AUG-2040, 5.24%, 09/25/40 HOF 2025-RRTL2 437923AA3 - 4,682,000 $4,698,911 $4,698,911 0.07 $4,690,057
FHLMC 30yr Pool#SD2715 4.500% 01-Sep-2050, 4.50%, 09/01/50 FR 3132DQAQ9 - 4,721,488 $4,650,716 $4,650,716 0.07 $4,610,333
Connecticut Avenue Securities Trust 2022-R07 1M2 8.29516% 25-JUN-2042, 8.30%, 06/25/42 CAS 2022-R07 20754MCB1 - 4,397,000 $4,576,878 $4,576,878 0.07 $4,565,734
FNMA 30yr Pool#BX9326 5.500% 01-Mar-2053, 5.50%, 03/01/53 FN 3140NELG8 - 4,425,704 $4,554,192 $4,554,192 0.07 $4,523,277
FNMA 30yr Pool#DC5656 5.000% 01-Nov-2054, 5.00%, 11/01/54 FN 3140ATJA5 - 4,557,920 $4,543,069 $4,543,069 0.07 $4,510,125
FHLMC 30yr Pool#QZ1060 6.000% 01-Aug-2055, 6.00%, 08/01/55 FR 31426XFA1 - 4,352,663 $4,515,809 $4,515,809 0.07 $4,481,776
Affirm Asset Securitization Trust 2025-X2 C 4.93% 15-OCT-2030, 4.93%, 10/15/30 AFFRM 2025-X2 00835DAC6 - 4,500,000 $4,513,866 $4,513,866 0.07 $4,499,692
PRPM 2025 RCF4 LLC 4.5% 55, 4.50%, 08/25/55 PRPM 2025-RCF4 69382WAA0 - 4,535,116 $4,506,601 $4,506,601 0.07 $4,485,626
FHLMC 30yr Pool#QH4473 6.000% 01-Nov-2053, 6.00%, 11/01/53 FR 3133CG6J1 - 4,331,042 $4,506,248 $4,506,248 0.07 $4,456,030
FNMA 30yr Pool#DE9377 6.000% 01-Sep-2055, 6.00%, 09/01/55 FN 3140BNM39 - 4,256,474 $4,478,376 $4,478,376 0.07 $4,382,734
FHLMC 30yr Pool#RA1100 4.000% 01-Jul-2049, 4.00%, 07/01/49 FR 3133KGGH5 - 4,635,797 $4,429,371 $4,429,371 0.07 $4,400,594
FHLMC 30yr Pool#QH2259 6.000% 01-Sep-2053, 6.00%, 09/01/53 FR 3133CEQL9 - 4,182,363 $4,361,632 $4,361,632 0.07 $4,309,899
EFMT 2026-CES1 A3 5.466% 25-DEC-2060, 5.47%, 12/25/60 EFMT 2026-CES1 26846MAE4 - 4,250,000 $4,244,431 $4,244,431 0.06 $4,220,555
RAM 2026-1 LLC|5.463|06/15/2046, 5.46%, 06/15/46 RAM 2026-1 74890FAA2 - 4,210,000 $4,210,639 $4,210,639 0.06 $4,210,000
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-HQA4 B2 10.64516% 25-DEC-2041, 10.65%, 12/25/41 STACR 2021-HQA4 35564KPP8 - 4,000,000 $4,145,570 $4,145,570 0.06 $4,132,560
Vista Point Securitization Trust 2026-CES1 A3 5.376% 25-FEB-2056, 5.38%, 02/25/56 VSTA 2026-CES1 92790EAC4 - 4,169,000 $4,121,286 $4,121,286 0.06 $4,113,193
Connecticut Avenue Securities Trust 2024-R01 1B1 6.34516% 25-JAN-2044, 6.35%, 01/25/44 CAS 2024-R01 20753UAF7 - 4,000,000 $4,111,525 $4,111,525 0.06 $4,103,769
FNMA 30yr Pool#FA3788 5.500% 01-Nov-2055, 5.50%, 11/01/55 FN 3140W4F69 - 3,944,272 $4,102,811 $4,102,811 0.06 $4,030,339
EASY STREET MORTGAGE LN 5.606%40 A1, 5.61%, 10/25/40 EASY 2025-RTL2 27786YAA6 - 4,100,000 $4,101,448 $4,101,448 0.06 $4,093,148
FNMA 30yr Pool#FS3246 5.500% 01-Nov-2052, 5.50%, 11/01/52 FN 3140XJTC7 - 3,940,521 $4,069,460 $4,069,460 0.06 $4,037,475
FHLMC 30yr Pool#QF7280 5.500% 01-Jan-2053, 5.50%, 01/01/53 FR 3133BVCR4 - 3,391,263 $4,055,680 $4,055,680 0.06 $3,474,702
OBX 2022-NQM7 Trust MB FLTG 66, 5.59%, 04/25/56 OBX 2026-CES1 67124LAD5 - 4,000,000 $4,025,388 $4,025,388 0.06 $4,002,424
FIGRE Trust 2025-HE3 B 5.71% 25-MAY-2055, 5.71%, 05/25/55 FIGRE 2025-HE3 31684LAB7 - 3,956,890 $3,995,732 $3,995,732 0.06 $3,972,510
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 $3,991,553 $3,991,553 0.06 $3,969,263
FNMA 30yr Pool#CB2907 3.500% 01-Feb-2052, 3.50%, 02/01/52 FN 3140QNGR7 - 4,209,716 $3,976,883 $3,976,883 0.06 $3,900,403
JP Morgan Mortgage Trust 2026-CES1 A2 5.182% 25-JUN-2056, 5.18%, 06/25/56 JPMMT 2026-CES1 46660BAD1 - 4,000,000 $3,967,248 $3,967,248 0.06 $3,945,944
FIGRE TRUST 2025-FL1 5.265% 55, 5.26%, 07/25/55 FIGRE 2025-FL1 31684QAA8 - 3,945,053 $3,956,702 $3,956,702 0.06 $3,935,354
Connecticut Avenue Securities Trust 2023-R08 1B1 7.19516% 25-OCT-2043, 7.20%, 10/25/43 CAS 2023-R08 20755CAF5 - 3,750,000 $3,928,297 $3,928,297 0.06 $3,920,053
Ginnie Mae REMIC Trust 2023-116 LF 4.97294% 20-AUG-2053, 4.94%, 08/20/53 GNR 2023-116 38384EFT7 - 3,883,022 $3,928,033 $3,928,033 0.06 $3,918,441
FNMA 30yr Pool#BW6314 5.500% 01-Aug-2052, 5.50%, 08/01/52 FN 3140MYAQ5 - 3,816,623 $3,926,143 $3,926,143 0.06 $3,895,547
FHLMC 30yr Pool#QH5204 6.500% 01-Nov-2053, 6.50%, 11/01/53 FR 3133CHX91 - 3,689,693 $3,905,881 $3,905,881 0.06 $3,876,785
FNMA 30yr Pool#DD3307 6.000% 01-Feb-2055, 6.00%, 02/01/55 FN DD3307 MTGE 3140B3U91 - 3,558,442 $3,884,147 $3,884,147 0.06 $3,660,988
FHLMC 30yr Pool#QX6719 6.000% 01-Feb-2055, 6.00%, 02/01/55 FR 31426CPD0 - 3,554,428 $3,873,235 $3,873,235 0.06 $3,656,858
EFMT 2026-CES1 A2 5.316% 25-DEC-2060, 5.32%, 12/25/60 EFMT 2026-CES1 26846MAD6 - 3,881,000 $3,869,826 $3,869,826 0.06 $3,848,622
Fannie Mae REMIC Trust 2020-98 AI 3.5% 25-JAN-2061, 3.50%, 01/25/61 FNR 2020-98 3136BDLE6 - 18,180,187 $3,858,358 $3,858,358 0.06 $3,792,711
FNMA 30yr Pool#DE7795 6.000% 01-Aug-2055, 6.00%, 08/01/55 FN 3140BLUV2 - 3,663,765 $3,805,485 $3,805,485 0.06 $3,772,443
FIGRE Trust 2025-HE3 C 5.91% 25-MAY-2055, 5.91%, 05/25/55 FIGRE 2025-HE3 31684LAC5 - 3,719,476 $3,759,594 $3,759,594 0.06 $3,737,001
Connecticut Avenue Securities Trust 2022-R02 2M2 6.64516% 25-JAN-2042, 6.65%, 01/25/42 CAS 2022-R02 20754BAB7 - 3,678,892 $3,731,117 $3,731,117 0.06 $3,723,647
FNMA 30yr Pool#FS2135 4.000% 01-Nov-2049, 4.00%, 11/01/49 FN 3140XHLR6 - 3,836,513 $3,702,260 $3,702,260 0.06 $3,650,037
FIGRE Trust 2026-HE1 B 5.183% 25-JAN-2056, 5.18%, 01/25/56 FIGRE 2026-HE1 30249NAD9 - 3,669,715 $3,666,546 $3,666,546 0.06 $3,646,997
Connecticut Avenue Securities Trust 2022-R07 1B2 15.64516% 25-JUN-2042, 15.65%, 06/25/42 CAS 2022-R07 20754MAL1 - 3,206,201 $3,586,968 $3,586,968 0.05 $3,571,640
FNMA 30yr Pool#DA5072 6.500% 01-Nov-2053, 6.50%, 11/01/53 FN 3140A5T65 - 3,291,426 $3,566,575 $3,566,575 0.05 $3,439,811
FHLMC 30yr Pool#QH1144 5.500% 01-Sep-2053, 5.50%, 09/01/53 FR 3133CDHV9 - 3,071,178 $3,553,005 $3,553,005 0.05 $3,141,205
FNMA 30yr Pool#FS2713 4.500% 01-Oct-2050, 4.50%, 10/01/50 FN 3140XJAP8 - 3,547,799 $3,520,575 $3,520,575 0.05 $3,475,089
FHF ISSUER TRUST 2024-1 0% 26, 4.84%, 12/15/26 FHF 2025-2A 30343DAA2 - 3,501,859 $3,512,886 $3,512,886 0.05 $3,502,059
FNMA 30yr Pool#DF1002 6.000% 01-Oct-2055, 6.00%, 10/01/55 FN 3140BRDG1 - 3,119,007 $3,502,035 $3,502,035 0.05 $3,216,874
FNMA 30yr Pool#BX6124 6.500% 01-Jan-2053, 6.50%, 01/01/53 FN 3140NAYW7 - 3,253,380 $3,465,342 $3,465,342 0.05 $3,439,942
FHLMC 30yr Pool#QH0826 5.500% 01-Sep-2053, 5.50%, 09/01/53 FR 3133CC4K9 - 3,364,671 $3,464,466 $3,464,466 0.05 $3,441,390
FHLMC 30yr Pool#QF7810 5.500% 01-Jan-2053, 5.50%, 01/01/53 FR 3133BVVB8 - 3,333,330 $3,439,242 $3,439,242 0.05 $3,415,344
FHLMC 30yr Pool#QI8221 6.000% 01-Jun-2054, 6.00%, 06/01/54 FR 3133WFD20 - 3,316,514 $3,436,717 $3,436,717 0.05 $3,412,088
FHLMC 30yr Pool#SD1416 4.500% 01-Dec-2048, 4.50%, 12/01/48 FR 3132DNSD6 - 3,387,310 $3,396,421 $3,396,421 0.05 $3,317,890
FHLMC 30yr Pool#QZ3837 6.000% 01-Sep-2055, 6.00%, 09/01/55 FR 31427BHP3 - 3,046,381 $3,363,781 $3,363,781 0.05 $3,136,746
FNMA 30yr Pool#BY0335 6.000% 01-May-2053, 6.00%, 05/01/53 FN 3140NGLR9 - 3,209,929 $3,316,985 $3,316,985 0.05 $3,290,945
FNMA 30yr Pool#FM7031 4.000% 01-Jan-2051, 4.00%, 01/01/51 FN 3140XAY55 - 3,444,178 $3,314,186 $3,314,186 0.05 $3,269,433
OBX 2026 HE1 FLTG 2056 A1B, 5.15%, 02/25/56 OBX 2026-HE1 67124BAB1 - 3,300,204 $3,310,244 $3,310,244 0.05 $3,304,112
FINANCE OF AMERICA STRUCTURE 3.5% 74, 3.50%, 02/25/74 FASST 2024-S1 31740RAB6 - 3,332,663 $3,296,187 $3,296,187 0.05 $3,291,975
FHLMC 30yr Pool#QH7549 6.000% 01-Dec-2053, 6.00%, 12/01/53 FR 3133CLL61 - 3,144,428 $3,258,172 $3,258,172 0.05 $3,235,172
FHLMC 30yr Pool#QX5273 6.000% 01-Feb-2055, 6.00%, 02/01/55 FR 31426A2F4 - 3,093,514 $3,212,945 $3,212,945 0.05 $3,187,693
RCKT Mortgage Trust 2026-CES1 A1B 4.928% 25-JAN-2056, 4.93%, 01/25/56 RCKT 2026-CES1 74939BAB2 - 3,204,003 $3,189,693 $3,189,693 0.05 $3,173,465
FHLMC 30yr Pool#QH6041 5.500% 01-Dec-2053, 5.50%, 12/01/53 FR 3133CJWA5 - 3,107,721 $3,179,321 $3,179,321 0.05 $3,157,796
RCKT Mortgage Trust 2025-CES2 A1B 5.603% 25-FEB-2055, 5.60%, 02/25/55 RCKT 2025-CES2 74942BAB7 - 3,153,521 $3,171,382 $3,171,382 0.05 $3,153,222
EFMT 2025-RTL1 0% 40, 5.22%, 11/25/40 EFMT 2025-RTL1 26846FAA7 - 3,108,000 $3,113,046 $3,113,046 0.05 $3,107,186
FNMA 30yr Pool#MA4026 4.000% 01-May-2050, 4.00%, 05/01/50 FN 31418DPL0 - 3,208,822 $3,089,108 $3,089,108 0.05 $3,045,791
RCKT Mortgage Trust 2023-CES1 A1A 6.515% 25-JUN-2043, 6.51%, 06/25/43 RCKT 74935WAA2 - 3,023,934 $3,037,752 $3,037,752 0.05 $3,017,504
FNMA 30yr Pool#FM1540 4.000% 01-Sep-2049, 4.00%, 09/01/49 FN 3140X4WA0 - 3,157,906 $3,036,259 $3,036,259 0.05 $2,997,685
FHLMC 30yr Pool#QZ4951 6.000% 01-Oct-2055, 6.00%, 10/01/55 FR 31427CQD8 - 2,898,576 $3,006,909 $3,006,909 0.05 $2,984,557
FHLMC 30yr Pool#SD1111 4.000% 01-Jun-2050, 4.00%, 06/01/50 FR 3132DNGU1 - 3,106,350 $2,989,744 $2,989,744 0.04 $2,962,905
BX Trust 2021-BXMF C 4.96027% 15-OCT-2038, 4.96%, 10/15/26 BX 2021-BXMF 05609RAJ3 - 2,958,012 $2,966,485 $2,966,485 0.04 $2,957,110
COOPR Residential Mortgage Trust 2026-CES1 A2 5.158% 25-FEB-2061, 5.16%, 02/25/61 COOPR 2026-CES1 21689GAD0 - 2,949,000 $2,935,253 $2,935,253 0.04 $2,919,619
Connecticut Avenue Securities Trust 2024-R06 1M2 5.24516% 25-SEP-2044, 5.25%, 09/25/44 CAS 2024-R06 20755RAC9 - 2,919,840 $2,929,310 $2,929,310 0.04 $2,924,630
GWT Commercial Mortgage Trust 2024-WLF2 A 5.34595% 15-MAY-2041, 5.35%, 05/15/41 GWT 2024-WLF2 362414AA2 - 2,900,000 $2,915,043 $2,915,043 0.04 $2,905,138
FNMA 30yr Pool#MA4056 4.000% 01-Jun-2050, 4.00%, 06/01/50 FN 31418DQJ4 - 2,999,153 $2,866,845 $2,866,845 0.04 $2,846,774
Structured Agency Credit Risk (STACR) Debt Notes, Series 2020-DNA1 B2 9.00964% 25-JAN-2050, 9.01%, 01/25/50 STACR 2020-DNA1 35565HBE4 - 2,560,595 $2,845,336 $2,845,336 0.04 $2,838,287
FNMA 30yr Pool#BX8700 5.500% 01-Mar-2053, 5.50%, 03/01/53 FN 3140NDU21 - 2,733,738 $2,813,244 $2,813,244 0.04 $2,794,008
FHLMC 30yr Pool#QZ4131 6.000% 01-Sep-2055, 6.00%, 09/01/55 FR 31427BSV8 - 2,519,434 $2,805,444 $2,805,444 0.04 $2,592,038
FHLMC 30yr Pool#QG2539 6.500% 01-May-2053, 6.50%, 05/01/53 FR 3133C2ZC5 - 2,668,899 $2,795,216 $2,795,216 0.04 $2,774,212
Chase Mortgage Reference Notes, Series 2021-CL1 M1 4.84516% 25-FEB-2050, 4.85%, 02/25/50 CHASE 2021-CL1 46591HBX7 - 2,812,956 $2,775,288 $2,775,288 0.04 $2,771,109
RCKT MORTGAGE TRUST 2025-CE 5.16% 34, 5.16%, 07/25/34 RCKTL 2025-1A 74939RAC5 - 2,750,000 $2,763,671 $2,763,671 0.04 $2,746,722
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 $2,763,440 $2,763,440 0.04 $2,756,389
Fannie Mae Pool|4|03/01/2050, 4.00%, 03/01/50 FN 3140X8S24 - 2,852,221 $2,751,337 $2,751,337 0.04 $2,713,587
FNMA 30yr Pool#MA3496 4.500% 01-Oct-2048, 4.50%, 10/01/48 FN 31418C3E2 - 2,753,877 $2,741,311 $2,741,311 0.04 $2,697,438
OBX TRUST 2026-HE1 FLTG 2056 M1, 5.30%, 02/25/56 OBX 2026-HE1 67124BAD7 - 2,707,000 $2,737,374 $2,737,374 0.04 $2,719,813
FHLMC 30yr Pool#QE8542 5.500% 01-Aug-2052, 5.50%, 08/01/52 FR 3133BJP30 - 2,612,139 $2,684,857 $2,684,857 0.04 $2,666,156
FHLMC 30yr Pool#SD6905 6.000% 01-Nov-2054, 6.00%, 11/01/54 FR 3132DUU62 - 2,571,815 $2,665,187 $2,665,187 0.04 $2,646,034
FHLMC 30yr Pool#QF9276 5.500% 01-Mar-2053, 5.50%, 03/01/53 FR 3133BXJV4 - 2,552,412 $2,628,104 $2,628,104 0.04 $2,610,611
FNMA 30yr Pool#BV5393 3.500% 01-Apr-2052, 3.50%, 04/01/52 FN 3140MJ7F6 - 2,809,836 $2,618,708 $2,618,708 0.04 $2,594,982
FHLMC 30yr Pool#QE6404 5.500% 01-Jul-2052, 5.50%, 07/01/52 FR 3133BGDH8 - 2,544,354 $2,616,100 $2,616,100 0.04 $2,596,969
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA3 M2 7.99516% 25-APR-2042, 8.00%, 04/25/42 STACR 2022-DNA3 35564KVE6 - 2,528,314 $2,611,900 $2,611,900 0.04 $2,605,723
Vista Point Securitization Trust 2026-CES1 A2 5.226% 25-FEB-2056, 5.23%, 02/25/56 VSTA 2026-CES1 92790EAB6 - 2,600,000 $2,580,656 $2,580,656 0.04 $2,575,749
FHLMC 30yr Pool#Q57869 4.000% 01-Aug-2048, 4.00%, 08/01/48 FG 3132Y1W79 - 2,678,594 $2,569,120 $2,569,120 0.04 $2,551,591
U.S. Bank Auto Credit Linked Notes, Series 2023-1 B 6.789% 25-AUG-2032, 6.79%, 08/25/32 USCLN 2023-1 90357PAV6 - 2,535,018 $2,558,037 $2,558,037 0.04 $2,551,822
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-HQA3 B2 9.89516% 25-SEP-2041, 9.90%, 09/25/41 STACR 2021-HQA3 35564KKL2 - 2,504,211 $2,554,703 $2,554,703 0.04 $2,547,132
FHLMC 30yr Pool#SD2897 5.500% 01-May-2053, 5.50%, 05/01/53 FR 3132DQGE0 - 2,420,403 $2,519,382 $2,519,382 0.04 $2,461,643
EFMT 2026-CES1 A1B 5.116% 25-DEC-2060, 5.12%, 12/25/60 EFMT 2026-CES1 26846MAB0 - 2,512,773 $2,515,273 $2,515,273 0.04 $2,502,061
OBX 2022-NQM7 Trust MB FLTG 66, 5.42%, 04/25/56 OBX 2026-CES1 67124LAB9 - 2,500,000 $2,512,384 $2,512,384 0.04 $2,498,447
PRPM 2026-RCF1 A3 5.305% 25-JAN-2056, 5.30%, 01/25/56 PRPM 2026-RCF1 69383VAF0 - 2,500,000 $2,507,461 $2,507,461 0.04 $2,493,830
PRPM 2026-RCF1 A2 5.206% 25-JAN-2056, 5.21%, 01/25/56 PRPM 2026-RCF1 69383VAB9 - 2,500,000 $2,507,279 $2,507,279 0.04 $2,493,902
BX Trust 2021-BXMF G 7.118513% 15-OCT-2038, 7.12%, 10/15/26 BX 2021-BXMF 05609RAS3 - 2,488,884 $2,495,123 $2,495,123 0.04 $2,483,803
FIGRE Trust 2024-HE4 B 5.252% 25-SEP-2054, 5.25%, 09/25/54 FIGRE 2024-HE4 31684UAB7 - 2,490,869 $2,491,414 $2,491,414 0.04 $2,486,690
FNMA 30yr Pool#BY8533 6.500% 01-Aug-2053, 6.50%, 08/01/53 FN 3140NRPT7 - 2,295,269 $2,416,762 $2,416,762 0.04 $2,398,745
FNMA 30yr Pool#DE2839 6.000% 01-Jun-2055, 6.00%, 06/01/55 FN 3140BFEM3 - 2,264,257 $2,415,760 $2,415,760 0.04 $2,331,422
FHLMC 30yr Pool#SD3523 3.000% 01-Jun-2052, 3.00%, 06/01/52 FR 3132DQ4G8 - 2,701,273 $2,403,713 $2,403,713 0.04 $2,387,942
FNMA 30yr Pool#DC1302 5.000% 01-Aug-2054, 5.00%, 08/01/54 FN 3140ANNU9 - 2,407,620 $2,397,147 $2,397,147 0.04 $2,381,331
PRPM 2025-RCF3 LLC 5.25% 55, 5.25%, 07/25/55 PRPM 2025-RCF3 69392PAB1 - 2,380,125 $2,391,971 $2,391,971 0.04 $2,379,128
FNMA 30yr Pool#BY5913 5.500% 01-Sep-2053, 5.50%, 09/01/53 FN 3140NNSB2 - 2,302,419 $2,370,742 $2,370,742 0.04 $2,354,918
Ginnie Mae REMIC Trust 2017-163 LO 0.0% 16-MAY-2041, 0.00%, 05/16/41 GNR 2017-163 38380KNA9 - 3,108,477 $2,363,360 $2,363,360 0.04 $2,363,360
FHLMC 30yr Pool#QF0488 5.500% 01-Sep-2052, 5.50%, 09/01/52 FR 3133BMRH0 - 2,230,704 $2,351,173 $2,351,173 0.04 $2,276,833
Connecticut Avenue Securities Trust 2022-R08 1M2 7.24516% 25-JUL-2042, 7.25%, 07/25/42 CAS 2022-R08 20755DAB2 - 2,280,000 $2,350,121 $2,350,121 0.04 $2,345,073
FNMA 30yr Pool#DA3549 6.500% 01-Oct-2053, 6.50%, 10/01/53 FN 3140A35K5 - 2,200,991 $2,331,984 $2,331,984 0.04 $2,312,596
Bayview Opportunity Master Fund VII Trust 2024-CAR1 B 4.94516% 25-DEC-2031, 4.95%, 12/26/31 BVCLN 2024-CAR1 07336QAB8 - 2,306,744 $2,326,334 $2,326,334 0.03 $2,311,607
FIGRE TRUST 2026-HE4 MB FLTG 56, 6.23%, 05/25/56 FIGRE 2026-HE4 31685MAF5 - 2,300,000 $2,298,351 $2,298,351 0.03 $2,297,953
Morgan Stanley Residential Mortgage Loan Trust 2026-NQM1 A2 5.032% 25-DEC-2070, 5.03%, 12/25/70 MSRM 2026-NQM1 61780XAF2 - 2,285,052 $2,277,379 $2,277,379 0.03 $2,265,561
FNMA 30yr Pool#DF0313 6.000% 01-Sep-2055, 6.00%, 09/01/55 FN 3140BQK34 - 2,072,243 $2,272,530 $2,272,530 0.03 $2,133,712
FHLMC 30yr Pool#QY9883 6.000% 01-Aug-2055, 6.00%, 08/01/55 FR 31426U6V1 - 2,147,998 $2,227,510 $2,227,510 0.03 $2,211,714
PRPM 2024-RCF2 A1 3.75% 25-MAR-2054, 3.75%, 03/25/54 PRPM 2024-RCF2 693987AA7 - 2,172,830 $2,135,052 $2,135,052 0.03 $2,132,109
Ally Bank Auto Credit-Linked Notes, Series 2024-A C 6.022% 15-MAY-2032, 6.02%, 05/17/32 ABCLN 2024-A 02007GZ63 - 2,067,450 $2,098,476 $2,098,476 0.03 $2,090,521
FHLMC 30yr Pool#QG2543 5.500% 01-May-2053, 5.50%, 05/01/53 FR 3133C2ZG6 - 2,048,832 $2,096,445 $2,096,445 0.03 $2,081,846
FNMA 30yr Pool#BY0338 6.500% 01-May-2053, 6.50%, 05/01/53 FN 3140NGLU2 - 1,896,674 $1,999,100 $1,999,100 0.03 $1,983,900
FNMA 30yr Pool#FS1640 4.000% 01-Apr-2052, 4.00%, 04/01/52 FN 3140XGZE2 - 2,060,621 $1,983,407 $1,983,407 0.03 $1,955,363
FNMA 30yr Pool#FS3001 4.000% 01-Oct-2051, 4.00%, 10/01/51 FN 3140XJKP7 - 2,042,929 $1,965,606 $1,965,606 0.03 $1,939,278
FNMA 30yr Pool#DA0036 6.500% 01-Sep-2053, 6.50%, 09/01/53 FN 3140A0BE8 - 1,843,083 $1,940,503 $1,940,503 0.03 $1,926,174
FNMA 30yr Pool#CA7849 4.500% 01-Oct-2050, 4.50%, 10/01/50 FN 3140QFWK1 - 1,957,153 $1,927,311 $1,927,311 0.03 $1,911,077
FNMA 30yr Pool#BX8072 5.500% 01-Mar-2053, 5.50%, 03/01/53 FN 3140NC6J3 - 1,860,085 $1,913,816 $1,913,816 0.03 $1,901,094
Chase Mortgage Reference Notes, Series 2020-CL1 M2 6.26879% 25-OCT-2057, 6.27%, 10/25/57 CHASE 2020-CL1 46591HAH3 - 1,839,628 $1,904,583 $1,904,583 0.03 $1,901,059
FNMA 30yr Pool#DF0998 6.000% 01-Oct-2055, 6.00%, 10/01/55 FN 3140BRDC0 - 1,762,675 $1,828,213 $1,828,213 0.03 $1,814,961
FHLMC 30yr Pool#SI2017 4.000% 01-Dec-2048, 4.00%, 12/01/48 FR 3133USG21 - 1,902,405 $1,823,612 $1,823,612 0.03 $1,809,938
FHLMC 30yr Pool#QX7432 6.000% 01-Feb-2055, 6.00%, 02/01/55 FR 31426DHJ4 - 1,757,080 $1,821,731 $1,821,731 0.03 $1,807,715
Chase Mortgage Reference Notes, Series 2021-CL1 M3 5.19516% 25-FEB-2050, 5.20%, 02/25/50 CHASE 2021-CL1 46591HBZ2 - 1,834,516 $1,796,432 $1,796,432 0.03 $1,793,519
Santander Bank Auto Credit-Linked Notes, Series 2024-A B 5.622% 15-JUN-2032, 5.62%, 06/15/32 SBCLN 2024-A 80290CCJ1 - 1,739,015 $1,760,356 $1,760,356 0.03 $1,754,109
FNMA 30yr Pool#FA4472 4.500% 01-Feb-2051, 4.50%, 02/01/51 FN 3140W46J1 - 1,763,944 $1,748,109 $1,748,109 0.03 $1,722,417
FHLMC 30yr Pool#QI4878 6.000% 01-Apr-2054, 6.00%, 04/01/54 FR 3133WBM37 - 1,684,307 $1,745,685 $1,745,685 0.03 $1,732,844
FNMA 30yr Pool#DA3538 6.000% 01-Oct-2053, 6.00%, 10/01/53 FN 3140A34Y6 - 1,676,279 $1,743,709 $1,743,709 0.03 $1,727,396
Foundation Finance Trust 2023-2 A 6.53% 15-JUN-2049, 6.53%, 06/15/49 FFIN 2023-2A 35042RAA4 - 1,653,604 $1,704,568 $1,704,568 0.03 $1,697,670
FHLMC 30yr Pool#SD1551 4.000% 01-Mar-2050, 4.00%, 03/01/50 FR 3132DNWL3 - 1,770,090 $1,702,672 $1,702,672 0.03 $1,684,054
PRPM 2025-RCF3 LLC 5.25% 55, 5.25%, 07/25/55 PRPM 2025-RCF3 69392PAC9 - 1,700,000 $1,701,090 $1,701,090 0.03 $1,691,917
RAM 2024-1 A 5.95% 15-FEB-2039, 6.67%, 02/15/39 RAM 2024-1 751313AA5 - 1,665,633 $1,673,136 $1,673,136 0.03 $1,666,039
Fannie Mae Pool|4|08/01/2050, 4.00%, 08/01/50 FN 3140X8UA3 - 1,734,630 $1,657,039 $1,657,039 0.02 $1,646,498
FNMA 30yr Pool#MA3521 4.000% 01-Nov-2048, 4.00%, 11/01/48 FN 31418C4F8 - 1,717,910 $1,655,565 $1,655,565 0.02 $1,634,410
Chase Mortgage Reference Notes, Series 2021-CL1 M2 4.99516% 25-FEB-2050, 5.00%, 02/25/50 CHASE 2021-CL1 46591HBY5 - 1,652,611 $1,619,497 $1,619,497 0.02 $1,616,974
FHLMC 30yr Pool#SD0943 3.500% 01-Apr-2052, 3.50%, 04/01/52 FR 3132DNBL6 - 1,711,050 $1,599,740 $1,599,740 0.02 $1,585,329
FNMA 30yr Pool#DD4221 6.000% 01-Feb-2055, 6.00%, 02/01/55 FN DD4221 MTGE 3140B4VP2 - 1,457,766 $1,599,475 $1,599,475 0.02 $1,499,775
FHF Trust 2024-1 (First Help Financial) A2 5.69% 15-FEB-2030, 5.69%, 02/15/30 FHF 2024-1A 31568AAB2 - 1,566,496 $1,579,378 $1,579,378 0.02 $1,573,684
FNMA 30yr Pool#BY0361 6.500% 01-Jun-2053, 6.50%, 06/01/53 FN 3140NGMK3 - 1,118,352 $1,570,742 $1,570,742 0.02 $1,166,603
FHLMC 30yr Pool#SD4456 4.000% 01-Aug-2050, 4.00%, 08/01/50 FR 3132E05R9 - 1,591,030 $1,530,860 $1,530,860 0.02 $1,510,307
FNMA 30yr Pool#CB2681 3.500% 01-Jan-2052, 3.50%, 01/01/52 FN 3140QM6T6 - 1,611,657 $1,517,060 $1,517,060 0.02 $1,493,365
FHLMC 30yr Pool#QY7439 6.000% 01-Jun-2055, 6.00%, 06/01/55 FR 31426SHR3 - 1,416,932 $1,472,576 $1,472,576 0.02 $1,458,963
FHLMC 30yr Pool#QZ4132 6.000% 01-Sep-2055, 6.00%, 09/01/55 FR 31427BSW6 - 1,409,919 $1,461,714 $1,461,714 0.02 $1,451,742
FNMA 30yr Pool#DC9709 6.000% 01-Jan-2055, 6.00%, 01/01/55 FN 3140AXYF8 - 1,390,249 $1,450,889 $1,450,889 0.02 $1,439,138
FHLMC 30yr Pool#Q58477 4.000% 01-Sep-2048, 4.00%, 09/01/48 FG 3132Y2M37 - 1,486,335 $1,425,520 $1,425,520 0.02 $1,415,862
FNMA 30yr Pool#BT8051 5.500% 01-Jan-2053, 5.50%, 01/01/53 FN 3140LW5M5 - 1,372,777 $1,416,844 $1,416,844 0.02 $1,406,553
Santander Bank Auto Credit-Linked Notes, Series 2023-B B 5.64% 15-DEC-2033, 5.64%, 12/15/33 SBCLN 2023-B 80290CCB8 - 1,391,202 $1,407,118 $1,407,118 0.02 $1,402,105
FNMA 30yr Pool#MA3415 4.000% 01-Jul-2048, 4.00%, 07/01/48 FN 31418CYM0 - 1,448,341 $1,394,380 $1,394,380 0.02 $1,377,943
FNMA 30yr Pool#BY1896 5.500% 01-May-2053, 5.50%, 05/01/53 FN 3140NJDA9 - 1,348,510 $1,380,705 $1,380,705 0.02 $1,370,239
FNMA 30yr Pool#CA1931 4.500% 01-Jun-2048, 4.50%, 06/01/48 FN 3140Q9ED1 - 1,375,707 $1,357,506 $1,357,506 0.02 $1,347,513
FHLMC 30yr Pool#QG4340 6.500% 01-Jun-2053, 6.50%, 06/01/53 FR 3133C4ZD9 - 1,292,516 $1,353,441 $1,353,441 0.02 $1,343,518
FNMA 30yr Pool#CA5573 4.000% 01-Apr-2050, 4.00%, 04/01/50 FN 3140QDFP4 - 1,382,859 $1,321,184 $1,321,184 0.02 $1,312,600
FNMA 30yr Pool#BY0327 6.500% 01-May-2053, 6.50%, 05/01/53 FN 3140NGLH1 - 1,227,389 $1,286,496 $1,286,496 0.02 $1,276,843
FNMA 30yr Pool#BX7860 5.500% 01-Mar-2053, 5.50%, 03/01/53 FN 3140NCWW5 - 1,247,404 $1,280,596 $1,280,596 0.02 $1,271,184
FIGRE TRUST 2025-HE5 FLTG 2055 B, 5.49%, 08/25/55 FIGRE 2025-HE5 31684MAB5 - 1,268,790 $1,271,882 $1,271,882 0.02 $1,264,730
FNMA 30yr Pool#FM7725 4.500% 01-Dec-2050, 4.50%, 12/01/50 FN 3140XBSP6 - 1,231,419 $1,209,915 $1,209,915 0.02 $1,201,432
FHLMC 30yr Pool#QF2561 5.500% 01-Nov-2052, 5.50%, 11/01/52 FR 3133BPZ27 - 1,169,692 $1,206,137 $1,206,137 0.02 $1,197,983
Ally Bank Auto Credit-Linked Notes, Series 2024-A D 6.315% 15-MAY-2032, 6.31%, 05/17/32 ABCLN 2024-A 02007GZ71 - 1,181,400 $1,199,504 $1,199,504 0.02 $1,194,738
FNMA 30yr Pool#DB3056 5.500% 01-May-2054, 5.50%, 05/01/54 FN 3140ACME0 - 1,170,677 $1,198,813 $1,198,813 0.02 $1,190,514
FNMA 40yr Pool#BF0167 3.000% 01-Feb-2057, 3.00%, 02/01/57 FN 3140FXFH0 - 1,348,198 $1,169,634 $1,169,634 0.02 $1,161,767
FNMA 30yr Pool#MA3149 4.000% 01-Oct-2047, 4.00%, 10/01/47 FN 31418CQB3 - 1,206,741 $1,162,692 $1,162,692 0.02 $1,149,786
FHLMC 30yr Pool#QG2540 6.500% 01-May-2053, 6.50%, 05/01/53 FR 3133C2ZD3 - 541,579 $1,161,241 $1,161,241 0.02 $564,813
EFMT 2026-CES1 M1 5.616% 25-DEC-2060, 5.62%, 12/25/60 EFMT 2026-CES1 26846MAF1 - 1,166,000 $1,159,247 $1,159,247 0.02 $1,152,517
FNMA 30yr Pool#BX0804 5.500% 01-Nov-2052, 5.50%, 11/01/52 FN 3140N43N5 - 1,114,018 $1,146,653 $1,146,653 0.02 $1,137,310
FNMA 30yr Pool#BJ9181 5.000% 01-May-2048, 5.00%, 05/01/48 FN 3140HBFX1 - 1,058,476 $1,142,533 $1,142,533 0.02 $1,063,141
ACHV ABS Trust 2024-1PL B 6.34% 25-APR-2031, 6.34%, 04/25/31 ACHV 2024-1PL 00092BAB0 - 1,131,214 $1,140,796 $1,140,796 0.02 $1,138,206
FHLMC 30yr Pool#SD8003 4.000% 01-Jul-2049, 4.00%, 07/01/49 FR 3132DV3L7 - 1,183,484 $1,136,217 $1,136,217 0.02 $1,123,438
Bayview Opportunity Master Fund VII Trust 2024-CAR1 C 5.14516% 25-DEC-2031, 5.15%, 12/26/31 BVCLN 2024-CAR1 07336QAC6 - 1,122,615 $1,133,284 $1,133,284 0.02 $1,125,828
FNMA 30yr Pool#FM9138 4.000% 01-Mar-2050, 4.00%, 03/01/50 FN 3140XDEL6 - 1,175,763 $1,130,297 $1,130,297 0.02 $1,118,615
FHLMC 30yr Pool#QG6538 5.500% 01-Jul-2053, 5.50%, 07/01/53 FR 3133C7HP5 - 894,980 $1,120,692 $1,120,692 0.02 $915,387
FNMA 30yr Pool#AS6811 3.000% 01-Mar-2046, 3.00%, 03/01/46 FN 3138WGR97 - 1,197,473 $1,091,745 $1,091,745 0.02 $1,082,420
FHLMC 30yr Pool#ZT2087 4.000% 01-Jun-2049, 4.00%, 06/01/49 FR 3132AEJ80 - 1,120,321 $1,075,202 $1,075,202 0.02 $1,063,480
FNMA 30yr Pool#AS7492 4.000% 01-Jul-2046, 4.00%, 07/01/46 FN 3138WHKE1 - 1,077,665 $1,037,015 $1,037,015 0.02 $1,029,366
Connecticut Avenue Securities Trust 2022-R04 1M2 6.74516% 25-MAR-2042, 6.75%, 03/25/42 CAS 2022-R04 20753YCK6 - 1,000,000 $1,018,444 $1,018,444 0.02 $1,016,383
FHLMC 30yr Pool#QG3885 6.500% 01-Jun-2053, 6.50%, 06/01/53 FR 3133C4J62 - 963,717 $1,009,102 $1,009,102 0.02 $1,001,745
FHLMC 30yr Pool#RA1188 4.500% 01-Aug-2049, 4.50%, 08/01/49 FR 3133KGJ90 - 996,281 $1,001,119 $1,001,119 0.02 $973,934
FHLMC 30yr Pool#RA1087 4.500% 01-Jul-2049, 4.50%, 07/01/49 FR 3133KGF45 - 1,013,414 $997,529 $997,529 0.01 $990,683
FNMA 30yr Pool#CB8995 5.500% 01-Aug-2054, 5.50%, 08/01/54 FN 3140QU7H3 - 955,227 $984,828 $984,828 0.01 $966,222
FNMA 30yr Pool#BV8484 3.500% 01-Apr-2052, 3.50%, 04/01/52 FN 3140MNNA0 - 996,071 $925,541 $925,541 0.01 $919,907
FNMA 30yr Pool#BV4203 3.500% 01-Apr-2052, 3.50%, 04/01/52 FN 3140MHU56 - 971,259 $921,256 $921,256 0.01 $896,992
FNMA 30yr Pool#FM1598 4.000% 01-Feb-2049, 4.00%, 02/01/49 FN 3140X4X43 - 948,824 $919,111 $919,111 0.01 $902,706
FHLMC 30yr Pool#QG6948 5.500% 01-Jul-2053, 5.50%, 07/01/53 FR 3133C7WH6 - 883,576 $910,917 $910,917 0.01 $903,723
U.S. Auto Funding 2021-1 C 2.2% 15-MAY-2026, 2.20%, 05/15/26 USAUT 2021-1A 90355EAC5 - 1,167,857 $908,522 $908,522 0.01 $906,881
FHLMC 30yr Pool#QH3309 5.500% 01-Oct-2053, 5.50%, 10/01/53 FR 3133CFVA4 - 884,967 $905,292 $905,292 0.01 $899,227
FNMA 30yr Pool#CA6382 4.500% 01-Jul-2050, 4.50%, 07/01/50 FN 3140QECU4 - 914,080 $897,844 $897,844 0.01 $891,820
FREMF 2019-KF70 Mortgage Trust C 9.76669% 25-SEP-2029, 9.77%, 09/25/29 FREMF 2019-KF70 30298UAJ0 - 890,414 $886,906 $886,906 0.01 $883,766
BX Commercial Mortgage Trust 2021-21M A 4.499% 15-OCT-2036, 4.50%, 10/15/36 BX 2021-21M 05609CAA5 - 862,801 $865,275 $865,275 0.01 $862,794
GNMA II 30yr Pool#MA5021 4.500% 20-Feb-2048, 4.50%, 02/20/48 G2 36179TSJ5 - 860,800 $857,738 $857,738 0.01 $846,400
FHF Issuer Trust 2023-2 (First Help Financial) A2 6.79% 15-OCT-2029, 6.79%, 10/15/29 FHF 2023-2A 30333LAB4 - 845,085 $854,965 $854,965 0.01 $851,299
FHLMC 30yr Pool#ZM8197 4.000% 01-Sep-2048, 4.00%, 09/01/48 FR 3131Y3DA1 - 884,335 $847,098 $847,098 0.01 $841,351
Structured Agency Credit Risk (STACR) Debt Notes, Series 2020-DNA2 B2 8.55964% 25-FEB-2050, 8.56%, 02/25/50 STACR 2020-DNA2 35565KBE7 - 728,791 $799,945 $799,945 0.01 $798,039
FHLMC 30yr Pool#QG7338 6.000% 01-Jul-2053, 6.00%, 07/01/53 FR 3133C8EK7 - 699,124 $792,145 $792,145 0.01 $719,271
FNMA 30yr Pool#CC0990 5.000% 01-Sep-2055, 5.00%, 09/01/55 FN 3140Y7C48 - 786,686 $789,746 $789,746 0.01 $784,329
FNMA 30yr Pool#BN4541 4.000% 01-Feb-2049, 4.00%, 02/01/49 FN 3140JMBK7 - 811,536 $777,428 $777,428 0.01 $772,091
FNMA 30yr Pool#AB9341 3.000% 01-May-2043, 3.00%, 05/01/43 FN 31417GLX2 - 838,368 $776,080 $776,080 0.01 $764,248
FNMA 30yr Pool#BY0782 5.500% 01-Apr-2053, 5.50%, 04/01/53 FN 3140NG2Q2 - 737,480 $759,322 $759,322 0.01 $754,296
FNMA 30yr Pool#BY0866 5.500% 01-May-2053, 5.50%, 05/01/53 FN 3140NG6C9 - 692,121 $709,333 $709,333 0.01 $704,465
FHLMC 30yr Pool#RA1999 4.500% 01-Jan-2050, 4.50%, 01/01/50 FR 3133KHGG5 - 716,874 $705,992 $705,992 0.01 $700,794
FHLMC 30yr Pool#ZT1926 3.000% 01-Nov-2043, 3.00%, 11/01/43 FR 3132AED78 - 734,220 $683,463 $683,463 0.01 $671,542
Blue Bridge Funding 2023-1 A 7.37% 15-NOV-2030, 7.37%, 11/15/30 BBEF 2023-1A 09531MAA8 - 665,516 $671,539 $671,539 0.01 $668,405
GNMA II 30yr Pool#MA5264 4.000% 20-Jun-2048, 4.00%, 06/20/48 G2 36179TZ57 - 685,358 $663,154 $663,154 0.01 $652,491
FNMA 30yr Pool#CB6864 5.000% 01-Aug-2053, 5.00%, 08/01/53 FN 3140QSTW1 - 650,165 $654,527 $654,527 0.01 $648,809
Compass Datacenters Issuer II, Series 2024-1 B_2401 7.0% 25-FEB-2049, 7.00%, 02/25/49 CMPDC 2024-1A 20469AAC3 - 620,000 $630,290 $630,290 0.01 $628,723
ACHM Trust 2024-HE1 B 7.26% 25-MAY-2039, 7.26%, 05/25/39 ACHM 2024-HE1 00449TAB1 - 599,665 $614,363 $614,363 0.01 $612,791
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-DNA5 M2 5.29516% 25-JAN-2034, 5.30%, 01/25/34 STACR 2021-DNA5 35564KHE2 - 610,034 $612,505 $612,505 0.01 $611,518
FHLMC 30yr Pool#QE1073 3.500% 01-Apr-2052, 3.50%, 04/01/52 FR 3133BAFN6 - 641,042 $595,649 $595,649 0.01 $592,025
FNMA 30yr Pool#BW0343 4.500% 01-May-2052, 4.50%, 05/01/52 FN 3140MRLZ8 - 582,000 $567,372 $567,372 0.01 $563,839
FNMA 30yr Pool#BK9507 4.000% 01-Oct-2048, 4.00%, 10/01/48 FN 3140HPR58 - 571,126 $563,446 $563,446 0.01 $544,613
FHLMC 30yr Pool#SD8047 4.500% 01-Feb-2050, 4.50%, 02/01/50 FR 3132DV5G6 - 562,178 $561,292 $561,292 0.01 $548,943
FNMA 30yr Pool#AL6842 4.000% 01-May-2045, 4.00%, 05/01/45 FN 3138EPS88 - 575,019 $557,659 $557,659 0.01 $552,323
Reach ABS Trust 2024-2 A 5.88% 15-JUL-2031, 5.88%, 07/15/31 REACH 2024-2A 75525HAA8 - 545,373 $548,668 $548,668 0.01 $546,619
Sequoia Mortgage Trust 2013-5 A1 2.5% 25-MAY-2043, 2.50%, 05/25/43 SEMT 2013-5 81745AAA5 - 597,805 $532,458 $532,458 0.01 $530,922
ACHV ABS Trust 2024-1PL C 6.42% 25-APR-2031, 6.42%, 04/25/31 ACHV 2024-1PL 00092BAC8 - 528,423 $532,278 $532,278 0.01 $531,053
Arivo Acceptance Auto Loan Receivables Trust 2024-1 A 6.46% 15-APR-2028, 6.46%, 04/17/28 ARIVO 2024-1A 039943AA3 - 522,604 $526,028 $526,028 0.01 $523,871
FNMA 30yr Pool#AZ0869 4.000% 01-Jul-2045, 4.00%, 07/01/45 FN 3138YR6F0 - 479,472 $463,104 $463,104 0.01 $459,416
FHLMC 30yr Pool#QD9191 3.500% 01-Apr-2052, 3.50%, 04/01/52 FR 3133B7F86 - 492,941 $458,278 $458,278 0.01 $455,248
FHLMC 15yr Pool#SB0116 2.500% 01-Nov-2034, 2.50%, 11/01/34 FR 3132CWDV3 - 462,170 $445,895 $445,895 0.01 $437,318
Flagship Credit Auto Trust 2023-1 B 5.05% 15-FEB-2028, 5.05%, 01/18/28 FCAT 2023-1 337955AG3 - 440,722 $442,188 $442,188 0.01 $440,766
FHLMC 30yr Pool#SD1414 4.000% 01-Oct-2050, 4.00%, 10/01/50 FR 3132DNSB0 - 429,095 $410,553 $410,553 0.01 $407,324
FNMA 30yr Pool#BV6879 4.500% 01-Apr-2052, 4.50%, 04/01/52 FN 3140MLUD0 - 402,429 $392,374 $392,374 0.01 $389,909
FNMA 30yr Pool#CB4329 3.500% 01-Jul-2052, 3.50%, 07/01/52 FN 3140QPY35 - 420,298 $390,819 $390,819 0.01 $388,366
FNMA 30yr Pool#CA4646 3.000% 01-Feb-2048, 3.00%, 02/01/48 FN 3140QCEU6 - 390,498 $370,813 $370,813 0.01 $352,979
FHLMC 30yr Pool#QG3397 6.000% 01-May-2053, 6.00%, 05/01/53 FR 3133C3X27 - 348,390 $361,185 $361,185 0.01 $358,429
FHLMC 30yr Pool#QA8274 3.500% 01-Mar-2050, 3.50%, 03/01/50 FR 3133A3FP8 - 383,598 $354,221 $354,221 0.01 $352,053
FNMA 30yr Pool#FM3447 4.000% 01-Nov-2049, 4.00%, 11/01/49 FN 3140X6ZM6 - 347,862 $333,731 $333,731 0.01 $331,290
Connecticut Avenue Securities Trust 2023-R05 1B1 8.39516% 25-JUN-2043, 8.40%, 06/25/43 CAS 2023-R05 207942AC7 - 312,000 $332,108 $332,108 0.00 $331,308
FHLMC 30yr Pool#SD1966 4.000% 01-Nov-2052, 4.00%, 11/01/52 FR 3132DPFF0 - 315,365 $303,679 $303,679 0.00 $297,739
FNMA 30yr Pool#BV7632 4.500% 01-Apr-2052, 4.50%, 04/01/52 FN 3140MMPS1 - 309,159 $301,467 $301,467 0.00 $299,541
Hotwire Funding, Series 2021-1 B_2021_1 2.658% 20-NOV-2051, 2.66%, 11/20/51 HWIRE 2021-1 44148JAB5 - 300,000 $296,376 $296,376 0.00 $295,977
FNMA 30yr Pool#AR9225 3.000% 01-Mar-2043, 3.00%, 03/01/43 FN 3138W7HB3 - 311,492 $285,644 $285,644 0.00 $283,060
FHLMC 30yr Pool#ZN6461 4.000% 01-May-2049, 4.00%, 05/01/49 FR 3131YDFA7 - 297,651 $284,615 $284,615 0.00 $282,552
FNMA 30yr Pool#FS2548 4.000% 01-Mar-2051, 4.00%, 03/01/51 FN 3140XHZN0 - 285,966 $275,775 $275,775 0.00 $271,457
FHLMC 30yr Pool#ZT0391 4.000% 01-Nov-2047, 4.00%, 11/01/47 FR 3132ACNG1 - 284,948 $274,928 $274,928 0.00 $272,832
FNMA 30yr Pool#AS8649 3.000% 01-Jan-2047, 3.00%, 01/01/47 FN 3138WJTF5 - 296,446 $270,618 $270,618 0.00 $265,952
FNMA 30yr Pool#FS2238 4.000% 01-Mar-2051, 4.00%, 03/01/51 FN 3140XHPY7 - 278,453 $268,654 $268,654 0.00 $264,918
FHLMC 30yr Pool#QA5150 4.500% 01-Dec-2049, 4.50%, 12/01/49 FR 31346YWK5 - 263,303 $258,871 $258,871 0.00 $257,104
FNMA 30yr Pool#BN3899 4.000% 01-Dec-2048, 4.00%, 12/01/48 FN 3140JLKM5 - 257,531 $250,347 $250,347 0.00 $245,013
FHLMC 30yr Pool#QA1615 3.500% 01-Aug-2049, 3.50%, 08/01/49 FR 31334XYL7 - 266,205 $246,836 $246,836 0.00 $245,051
FHLMC 30yr Pool#ZN4240 4.500% 01-Dec-2048, 4.50%, 12/01/48 FR 3131YAV98 - 244,480 $242,134 $242,134 0.00 $239,958
Fannie Mae REMIC Trust 2012-126 SY 0.22362% 25-NOV-2042, 0.24%, 11/25/42 FNR 2012-126 3136A9ZR2 - 473,554 $241,583 $241,583 0.00 $241,542
FNMA 30yr Pool#BW0081 4.500% 01-Apr-2052, 4.50%, 04/01/52 FN 3140MRCT2 - 227,631 $221,912 $221,912 0.00 $220,528
Fannie Mae REMIC Trust 2017-9 VL 3.0% 25-JUL-2028, 3.00%, 07/25/28 FNR 2017-9 3136AVYH6 - 207,114 $214,407 $214,407 0.00 $205,580
FNMA 30yr Pool#MA3687 4.000% 01-Jun-2049, 4.00%, 06/01/49 FN 31418DCZ3 - 222,109 $214,297 $214,297 0.00 $210,840
FNMA 30yr Pool#MA3908 4.500% 01-Jan-2050, 4.50%, 01/01/50 FN 31418DKW1 - 216,473 $213,700 $213,700 0.00 $211,377
FNMA 30yr Pool#BE3616 4.000% 01-May-2047, 4.00%, 05/01/47 FN 3140FPAS8 - 210,891 $207,382 $207,382 0.00 $202,130
FNMA 30yr Pool#MA1327 3.000% 01-Jan-2043, 3.00%, 01/01/43 FN 31418APM4 - 224,138 $206,932 $206,932 0.00 $205,004
FNMA 30yr Pool#BO9819 4.500% 01-Dec-2049, 4.50%, 12/01/49 FN 3140K54D6 - 206,757 $203,345 $203,345 0.00 $201,890
FHLMC 15yr Pool#SB0040 2.500% 01-Dec-2033, 2.50%, 12/01/33 FR 3132CWBH6 - 201,676 $199,613 $199,613 0.00 $194,003
GNMA II 30yr Pool#MA5192 4.000% 20-May-2048, 4.00%, 05/20/48 G2 36179TXV2 - 206,187 $198,841 $198,841 0.00 $196,299
FHLMC 30yr Pool#RA1088 4.500% 01-Jul-2049, 4.50%, 07/01/49 FR 3133KGF52 - 187,254 $198,157 $198,157 0.00 $182,845
FNMA 30yr Pool#AB6280 3.000% 01-Sep-2042, 3.00%, 09/01/42 FN 31417C6S9 - 184,359 $172,310 $172,310 0.00 $168,621
FNMA 30yr Pool#BO2983 3.000% 01-Sep-2049, 3.00%, 09/01/49 FN 3140JXJ58 - 187,152 $168,955 $168,955 0.00 $167,771
FHLMC 30yr Pool#QH7013 6.500% 01-Dec-2053, 6.50%, 12/01/53 FR 3133CKYJ1 - 128,060 $168,527 $168,527 0.00 $133,220
FHLMC 30yr Pool#SD8040 4.500% 01-Jan-2050, 4.50%, 01/01/50 FR 3132DV4Z5 - 167,796 $167,520 $167,520 0.00 $163,846
FNMA 30yr Pool#CA4185 4.500% 01-Sep-2049, 4.50%, 09/01/49 FN 3140QBUK2 - 166,823 $165,292 $165,292 0.00 $162,895
FNMA 30yr Pool#BV7132 4.500% 01-Apr-2052, 4.50%, 04/01/52 FN 3140ML4S6 - 160,208 $156,189 $156,189 0.00 $155,209
FNMA 30yr Pool#CA4035 4.500% 01-Aug-2049, 4.50%, 08/01/49 FN 3140QBPV4 - 154,940 $152,322 $152,322 0.00 $151,292
FHLMC 30yr Pool#ZA7158 4.500% 01-Jun-2049, 4.50%, 06/01/49 FR 31329Q5T4 - 154,093 $151,907 $151,907 0.00 $150,637
FHLMC 30yr Pool#ZT1320 4.000% 01-Nov-2048, 4.00%, 11/01/48 FR 3132ADPD4 - 153,816 $148,240 $148,240 0.00 $146,340
FNMA 30yr Pool#AB7563 3.000% 01-Jan-2043, 3.00%, 01/01/43 FN 31417EMM0 - 155,733 $144,174 $144,174 0.00 $142,834
FNMA 30yr Pool#FS2546 4.000% 01-Mar-2051, 4.00%, 03/01/51 FN 3140XHZL4 - 149,473 $143,532 $143,532 0.00 $142,208
FNMA 30yr Pool#BW0072 4.500% 01-Apr-2052, 4.50%, 04/01/52 FN 3140MRCJ4 - 105,520 $132,614 $132,614 0.00 $102,227
FNMA 30yr Pool#MA1229 3.000% 01-Oct-2042, 3.00%, 10/01/42 FN 31418ALK2 - 136,514 $129,140 $129,140 0.00 $125,207
GNMA II 30yr Pool#MA5753 4.000% 20-Feb-2049, 4.00%, 02/20/49 G2 36179UMA7 - 135,418 $126,296 $126,296 0.00 $125,455
FNMA 30yr Pool#BV7131 4.500% 01-Apr-2052, 4.50%, 04/01/52 FN 3140ML4R8 - 127,892 $124,686 $124,686 0.00 $123,902
GNMA II 30yr Pool#BF6874 4.500% 20-Jul-2048, 4.50%, 07/20/48 G2 3617GDT77 - 124,773 $122,530 $122,530 0.00 $121,626
GNMA II 30yr Pool#MA5866 4.000% 20-Apr-2049, 4.00%, 04/20/49 G2 36179UQT2 - 123,504 $122,529 $122,529 0.00 $114,801
FNMA 20yr Pool#AB9283 3.000% 01-Apr-2038, 3.00%, 04/01/38 FN 31417GJ56 - 124,637 $115,236 $115,236 0.00 $113,618
GNMA II 30yr Pool#BK5879 4.500% 20-Nov-2048, 4.50%, 11/20/48 G2 3617J6Q80 - 110,119 $108,510 $108,510 0.00 $107,782
FHLMC 30yr Pool#QE0318 4.500% 01-Mar-2052, 4.50%, 03/01/52 FR 3133B9K78 - 107,194 $104,528 $104,528 0.00 $103,859
FNMA 30yr Pool#BM3282 3.500% 01-Dec-2047, 3.50%, 12/01/47 FN 3140J7UG8 - 107,803 $101,789 $101,789 0.00 $100,287
FHLMC 30yr Pool#ZT1633 4.000% 01-Mar-2047, 4.00%, 03/01/47 FR 3132ADY69 - 104,090 $100,591 $100,591 0.00 $99,791
FNMA 30yr Pool#CA3683 4.500% 01-Jun-2049, 4.50%, 06/01/49 FN 3140QBCV8 - 101,990 $100,320 $100,320 0.00 $99,589
FNMA 30yr Pool#CA0108 3.500% 01-Aug-2047, 3.50%, 08/01/47 FN 3140Q7DN4 - 99,454 $94,755 $94,755 0.00 $92,519
FHLMC 30yr Pool#ZM7577 4.500% 01-Aug-2048, 4.50%, 08/01/48 FR 3131Y2M21 - 88,777 $87,564 $87,564 0.00 $86,958
Fannie Mae REMIC Trust 2013-130 FN 4.10964% 25-OCT-2042, 4.11%, 10/25/42 FNR 2013-130 3136AHG53 - 84,222 $83,473 $83,473 0.00 $83,348
FHLMC 30yr Pool#ZM7926 5.000% 01-Sep-2048, 5.00%, 09/01/48 FR 3131Y2YX0 - 76,423 $77,322 $77,322 0.00 $76,760
Saluda Grade Alternative Mortgage Trust 2024-RTL4 A1 7.5% 25-FEB-2030, 7.50%, 02/25/30 GRADE 2024-RTL4 79584CAA9 - - $77,026 $77,026 0.00 $0
FNMA 30yr Pool#MA1447 3.000% 01-May-2043, 3.00%, 05/01/43 FN 31418ATD0 - 74,308 $68,076 $68,076 0.00 $67,525
FHLMC 30yr Pool#QA2159 3.000% 01-Aug-2049, 3.00%, 08/01/49 FR 31334YMG9 - 74,588 $65,840 $65,840 0.00 $65,400
Sequoia Mortgage Trust 2019-CH3 A19 4.0% 25-OCT-2049, 4.00%, 09/25/49 SEMT 2019-CH3 81748GBN0 - 68,892 $64,282 $64,282 0.00 $63,998
FNMA 30yr Pool#AS8547 3.000% 01-Nov-2046, 3.00%, 11/01/46 FN 3138WJP93 - 70,255 $63,303 $63,303 0.00 $62,873
FNMA 30yr Pool#BD2453 3.000% 01-Jan-2047, 3.00%, 01/01/47 FN 3140F9WP6 - 64,315 $58,484 $58,484 0.00 $57,993
Fannie Mae REMIC Trust 2010-109 BS 13.54815% 25-OCT-2040, 13.55%, 10/25/40 FNR 2010-109 31398NTM6 - 41,248 $51,815 $51,815 0.00 $51,240
Fannie Mae REMIC Trust 2006-20 GF 4.12638% 25-APR-2036, 4.11%, 04/25/36 FNR 2006-20 31395BU43 - 50,387 $50,227 $50,227 0.00 $50,153
FHLMC 15yr Pool#ZK8962 3.000% 01-Sep-2032, 3.00%, 09/01/32 FR 3131XC5X1 - 48,220 $47,906 $47,906 0.00 $46,789
FHLMC 15yr Pool#ZS7403 3.000% 01-May-2031, 3.00%, 05/01/31 FR 3132A8GL7 - 41,888 $42,339 $42,339 0.00 $40,932
FNMA 30yr Pool#BO1857 4.500% 01-Aug-2049, 4.50%, 08/01/49 FN 3140JWB33 - 42,370 $41,649 $41,649 0.00 $41,372
FNMA 15yr Pool#BO5957 3.000% 01-Dec-2034, 3.00%, 12/01/34 FN 3140K1TP1 - 41,257 $40,195 $40,195 0.00 $39,595
Freddie Mac Multiclass Certificates, Series 3380 FM 4.37671% 15-OCT-2037, 4.34%, 10/15/37 FHR 3380 31397KTJ0 - 39,645 $39,712 $39,712 0.00 $39,602
Freddie Mac Multiclass Certificates, Series 3721 FB 4.28671% 15-SEP-2040, 4.25%, 09/15/40 FHR 3721 3137GAD20 - 39,015 $39,132 $39,132 0.00 $39,026
Ginnie Mae REMIC Trust 2008-013 FB 4.28952% 20-FEB-2038, 4.28%, 02/20/38 GNR 2008-13 38375PNL1 - 37,274 $37,171 $37,171 0.00 $37,091
FNMA 30yr Pool#BC0870 3.500% 01-Jan-2046, 3.50%, 01/01/46 FN 3140EU6G9 - 35,012 $33,118 $33,118 0.00 $32,569
FNMA 15yr Pool#BO7717 3.000% 01-Nov-2034, 3.00%, 11/01/34 FN 3140K3SF0 - 31,057 $30,322 $30,322 0.00 $29,868
FHLMC 15yr Pool#ZK9163 3.000% 01-Jan-2033, 3.00%, 01/01/33 FR 3131XDFC4 - 28,694 $28,374 $28,374 0.00 $27,813
Ginnie Mae REMIC Trust 2007-040 FG 4.10952% 20-JUL-2037, 4.10%, 07/20/37 GNR 2007-40 38375KZS4 - 28,445 $28,217 $28,217 0.00 $28,159
Ginnie Mae REMIC Trust 2004-069 CF 4.18952% 20-JUL-2034, 4.18%, 07/20/34 GNR 2004-69 38374JAT3 - 23,894 $23,919 $23,919 0.00 $23,870
Fannie Mae REMIC Trust 2013-2 QF 4.27638% 25-FEB-2043, 4.26%, 02/25/43 FNR 2013-2 3136AB4P5 - 22,526 $22,522 $22,522 0.00 $22,487
Ginnie Mae REMIC Trust 2007-059 FA 4.28952% 20-OCT-2037, 4.28%, 10/20/37 GNR 2007-59 38375LPU8 - 22,435 $22,377 $22,377 0.00 $22,329
FHLMC 30yr Pool#ZN2165 4.500% 01-Dec-2048, 4.50%, 12/01/48 FR 3131Y8MN2 - 22,350 $22,207 $22,207 0.00 $22,049
Ginnie Mae REMIC Trust 2010-133 FD 4.20888% 16-OCT-2040, 4.21%, 10/16/40 GNR 2010-133 38377MHV1 - 19,216 $19,246 $19,246 0.00 $19,197
Ginnie Mae REMIC Trust 2008-016 FC 4.28952% 20-FEB-2038, 4.28%, 02/20/38 GNR 2008-16 383742FU2 - 18,122 $18,075 $18,075 0.00 $18,036
Ginnie Mae REMIC Trust 2007-037 FW 4.09952% 20-JUN-2037, 4.09%, 06/20/37 GNR 2007-37 38375KNR9 - 17,871 $17,702 $17,702 0.00 $17,666
Ginnie Mae REMIC Trust 2005-065 FA 3.93952% 20-AUG-2035, 3.93%, 08/20/35 GNR 2005-65 38374LL25 - 17,179 $17,022 $17,022 0.00 $16,988
Ginnie Mae REMIC Trust 2004-059 FP 4.07888% 16-AUG-2034, 4.08%, 08/16/34 GNR 2004-59 38374HYS3 - 16,810 $16,815 $16,815 0.00 $16,773
Freddie Mac Multiclass Certificates, Series 2426 FL 4.43671% 15-MAR-2032, 4.40%, 03/15/32 FHR 2426 31339W7G5 - 14,926 $15,022 $15,022 0.00 $14,980
FHLMC 30yr Pool#ZT0252 3.000% 01-Dec-2047, 3.00%, 12/01/47 FR 3132ACH52 - 16,234 $14,797 $14,797 0.00 $14,638
Fannie Mae REMIC Trust 2002-53 FK 4.17638% 25-APR-2032, 4.16%, 04/25/32 FNR 2002-53 31392EHN3 - 14,644 $14,647 $14,647 0.00 $14,625
Ginnie Mae REMIC Trust 2005-048 AF 3.98952% 20-JUN-2035, 3.98%, 06/20/35 GNR 2005-48 38374LHM6 - 14,474 $14,392 $14,392 0.00 $14,363
Fannie Mae REMIC Trust 2005-83 KT 4.07638% 25-OCT-2035, 4.06%, 10/25/35 FNR 2005-83 31394FUL7 - 12,776 $12,707 $12,707 0.00 $12,689
Fannie Mae REMIC Trust 2007-89 GF 4.29638% 25-SEP-2037, 4.28%, 09/25/37 FNR 2007-89 31396XPM0 - 12,175 $12,218 $12,218 0.00 $12,199
Freddie Mac Multiclass Certificates, Series 2551 FD 4.18671% 15-JAN-2033, 4.15%, 01/15/33 FHR 2551 31393JAZ1 - 10,773 $10,788 $10,788 0.00 $10,760
FHLMC 30yr Pool#ZM2269 3.000% 01-Dec-2046, 3.00%, 12/01/46 FR 3131XVQW8 - 11,627 $10,560 $10,560 0.00 $10,477
Ginnie Mae REMIC Trust 2012-075 FP 4.08952% 20-JUL-2041, 4.08%, 07/20/41 GNR 2012-75 38378EZ55 - 10,111 $10,137 $10,137 0.00 $10,116
Ginnie Mae REMIC Trust 2007-061 FA 4.28952% 20-OCT-2037, 4.28%, 10/20/37 GNR 2007-61 38375LLN8 - 9,100 $9,076 $9,076 0.00 $9,057
GNMA II 30yr Pool#BK6072 5.000% 20-Jan-2049, 5.00%, 01/20/49 G2 3617J6W91 - - $8,916 $8,916 0.00 $0
Fannie Mae REMIC Trust 2010-123 FL 4.20638% 25-NOV-2040, 4.19%, 11/25/40 FNR 2010-123 31398N2W3 - 8,346 $8,336 $8,336 0.00 $8,323
Freddie Mac Multiclass Certificates, Series 2410, excluding Group 6 FX 4.13671% 15-FEB-2032, 4.10%, 02/15/32 FHR 2410 31339NJN7 - 8,238 $8,248 $8,248 0.00 $8,226
FNMA 15yr Pool#AS8207 2.500% 01-Oct-2031, 2.50%, 10/01/31 FN 3138WJDM7 - 8,052 $7,948 $7,948 0.00 $7,752
Freddie Mac Multiclass Certificates, Series 3028 FM 4.03671% 15-SEP-2035, 4.00%, 09/15/35 FHR 3028 31396AFB5 - 7,217 $7,217 $7,217 0.00 $7,199
Fannie Mae REMIC Trust 2012-100 FG 4.17638% 25-SEP-2042, 4.16%, 09/25/42 FNR 2012-100 3136A8QW3 - 7,217 $7,191 $7,191 0.00 $7,180
FNMA 15yr Pool#AS7643 2.500% 01-Aug-2031, 2.50%, 08/01/31 FN 3138WHP55 - 7,080 $7,058 $7,058 0.00 $6,819
Fannie Mae REMIC Trust 2003-87 FG 4.27638% 25-SEP-2033, 4.26%, 09/25/33 FNR 2003-87 31393E4W6 - 6,999 $7,019 $7,019 0.00 $7,008
FNMA 15yr Pool#BM1036 2.500% 01-Feb-2032, 2.50%, 02/01/32 FN 3140J5EJ4 - 7,080 $7,018 $7,018 0.00 $6,816
Ginnie Mae REMIC Trust 2007-018 FD 4.08952% 20-APR-2037, 4.08%, 04/20/37 GNR 2007-18 38375JC86 - 6,680 $6,613 $6,613 0.00 $6,599
Ginnie Mae REMIC Trust 2010-006 FG 4.37888% 16-JAN-2040, 4.38%, 01/16/40 GNR 2010-6 38376TSC7 - 6,359 $6,368 $6,368 0.00 $6,351
Fannie Mae REMIC Trust 2002-16 VF 4.32638% 25-APR-2032, 4.31%, 04/25/32 FNR 2002-16 31392CWW0 - 6,105 $6,127 $6,127 0.00 $6,117
FHLMC 15yr Pool#ZK8405 2.500% 01-Dec-2031, 2.50%, 01/22/31 FR 3131XCKS5 - 6,146 $6,064 $6,064 0.00 $5,909
Fannie Mae REMIC Trust 2010-95 FB 4.17638% 25-SEP-2040, 4.16%, 09/25/40 FNR 2010-95 31398NEX8 - 5,229 $5,225 $5,225 0.00 $5,217
Freddie Mac Multiclass Certificates, Series 3738 FD 4.08671% 15-AUG-2040, 4.05%, 08/15/40 FHR 3738 3137GAYQ4 - 4,409 $4,421 $4,421 0.00 $4,409
FNMA 30yr Pool#MA3694 4.500% 01-Jul-2049, 4.50%, 07/01/49 FN 31418DC83 - 4,239 $4,213 $4,213 0.00 $4,139
FHLMC 30yr Pool#ZN0650 3.000% 01-Mar-2043, 3.00%, 03/01/43 FR 3131Y6WK1 - 1,028 $1,512 $1,512 0.00 $934
Freddie Mac Multiclass Certificates, Series 2469 FE 4.28671% 15-JUL-2032, 4.25%, 07/15/32 FHR 2469 31392RC58 - 951.00 $952 $952 0.00 $950
Ginnie Mae REMIC Trust 1999-27 FE 4.17888% 16-AUG-2029, 4.18%, 08/16/29 GNR 1999-27 3837H2WA3 - 737.00 $739 $739 0.00 $736
Ginnie Mae REMIC Trust 2010-125 VF 4.13952% 20-JUN-2040, 4.13%, 06/20/40 GNR 2010-125 38377JYJ6 - 316.00 $315 $315 0.00 $315
US 5YR NOTE (CBT) Jun26 JUN 26 FVM6 FUTURES_USD - 62.00 $6,679,531 $0 0.00 $0
US 2YR NOTE (CBT) Jun26 JUN 26 TUM6 FUTURES_USD - 3,274 $677,743,578 $0 0.00 $0
US 10yr Ultra Fut Jun26 JUN 26 UXYM6 FUTURES_USD - -1,888 $-213,049,000 $0 0.00 $0
US 10YR NOTE (CBT)Jun26 JUN 26 TYM6 FUTURES_USD - -2,593 $-286,567,016 $0 0.00 $0
US ULTRA BOND CBT Jun26 JUN 26 WNM6 FUTURES_USD - -306.00 $-35,304,750 $0 0.00 $0
UMBS TBA 30yr 4.5% July Delivery, 4.50%, 07/13/26 FNCL 01F042673 - -250,000,000 $-240,310,750 $-240,310,750 -3.61 $-240,310,750
UMBS TBA 30yr 4% June Delivery, 4.00%, 06/11/26 FNCL 01F040669 - -549,133,893 $-515,343,488 $-515,343,488 -7.74 $-515,343,488
UMBS TBA 30yr 4.5% June Delivery, 4.50%, 06/11/26 FNCL 01F042665 - -556,339,333 $-535,276,326 $-535,276,326 -8.04 $-535,276,326
UMBS TBA 30yr 5% June Delivery, 5.00%, 06/11/26 FNCL 01F050668 - -625,421,561 $-615,835,725 $-615,835,725 -9.25 $-615,835,725
SEGREGATED CASH SEGCASH $0.00 26,477,000 $26,477,000 $26,477,000 0.40 $26,477,000
ALMSUM ALMSUM $0.00 - $0 $0 0.00 $0
US DOLLARS USD MD_142224 - -2,370,228,337 $-2,370,228,337 $-2,370,228,337 -35.58 $-2,370,228,337
Janus Henderson publishes this listing of identities and quantities of each position held by the fund on each business day, before commencement of trading. Securities are reported at market value.
The portfolio data and its presentation here is based on the investment book of record and may differ from the accounting book of record and complete schedules of investments in regulatory filings due to differing accounting and reporting standards.

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