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For Financial Professionals in the US

Mortgage-Backed Securities ETF Holdings

Full Portfolio Holdings

(As of 03/06/2026)

Ticker Cusip Underlying Security Strike Price Quantity (Shares/ Par/ Units/ Contracts) Notional Value Market Value Weight % Current Market Value
UMBS TBA 30yr 2.5% April Delivery, 2.50%, 04/13/26 FNCL 01F022642 - - 1,384,437,894 $1,178,962,391 $1,178,962,391 17.44 $1,178,962,391
GNMA II TBA 30yr 2.5% March Delivery, 2.50%, 03/19/26 G2SF 21H022630 - - 727,391,414 $631,958,388 $631,958,388 9.35 $631,958,388
UMBS TBA 30yr 3% April Delivery, 3.00%, 04/13/26 FNCL 01F030645 - - 502,748,354 $447,341,463 $447,341,463 6.62 $447,341,463
GNMA II TBA 30yr 5% March Delivery, 5.00%, 03/19/26 G2SF 21H050631 - - 377,689,194 $377,627,253 $377,627,253 5.59 $377,627,253
UMBS TBA 30yr 2% April Delivery, 2.00%, 04/13/26 FNCL 01F020646 - - 369,488,255 $300,808,517 $300,808,517 4.46 $300,808,517
UMBS TBA 30yr 6% April Delivery, 6.00%, 04/13/26 FNCL 01F060642 - - 282,272,985 $288,756,795 $288,756,795 4.28 $288,756,795
FNMA 30yr Pool#CB9430 5.500% 01-Nov-2054, 5.50%, 11/01/54 FN 3140QVPQ1 - - 179,303,569 $185,095,801 $185,095,801 2.75 $183,034,249
GNMA II TBA 30yr 5.5% March Delivery, 5.50%, 03/19/26 G2SF 21H052637 - - 168,601,000 $170,320,730 $170,320,730 2.53 $170,320,730
GNMA II TBA 30yr 3% March Delivery, 3.00%, 03/19/26 G2SF 21H030633 - - 186,578,962 $168,394,230 $168,394,230 2.50 $168,394,230
UMBS TBA 30yr 3.5% April Delivery, 3.50%, 04/13/26 FNCL 01F032641 - - 162,615,000 $150,925,909 $150,925,909 2.24 $150,925,909
Fannie Mae REMIC Trust 2025-12 FC 4.79728% 25-MAR-2055, 4.77%, 03/25/55 FNR 2025-12 3136BVFC7 - - 147,955,514 $149,230,332 $149,230,332 2.21 $148,956,035
FNMA 30yr Pool#CB9787 5.000% 01-Jan-2055, 5.00%, 01/01/55 FN 3140QV2V5 - - 130,150,994 $132,285,160 $132,285,160 1.96 $131,188,846
GNMA II TBA 30yr 3.5% March Delivery, 3.50%, 03/19/26 G2SF 21H032639 - - 135,399,377 $125,405,278 $125,405,278 1.85 $125,405,278
FHLMC 30yr Pool#SL3350 6.000% 01-Nov-2055, 6.00%, 11/01/55 FR 31427QWL2 - - 115,128,821 $121,785,014 $121,785,014 1.80 $119,149,712
FNMA 30yr Pool#FA2754 4.500% 01-Jan-2049, 4.50%, 01/01/49 FN 3140W3BY4 - - 115,043,980 $115,641,076 $115,641,076 1.71 $114,254,586
GNMA II TBA 30yr 4.5% March Delivery, 4.50%, 03/19/26 G2SF 21H042638 - - 116,624,488 $114,211,761 $114,211,761 1.69 $114,211,761
FHLMC 30yr Pool#SL3899 5.000% 01-Jan-2056, 5.00%, 01/01/56 FR 31427RKM1 - - 110,532,627 $112,261,466 $112,261,466 1.66 $111,414,038
FNMA 30yr Pool#FS1133 4.000% 01-Oct-2051, 4.00%, 10/01/51 FN 3140XGHK8 - - 109,956,331 $107,824,815 $107,824,815 1.59 $106,344,170
FNMA 30yr Pool#FM7460 4.000% 01-Mar-2051, 4.00%, 03/01/51 FN 3140XBJE1 - - 104,110,891 $101,810,998 $101,810,998 1.51 $100,690,757
GNMA II TBA 30yr 4% March Delivery, 4.00%, 03/19/26 G2SF 21H040632 - - 104,502,688 $99,120,695 $99,120,695 1.47 $99,120,695
UMBS TBA 30yr 6.5% April Delivery, 6.50%, 04/13/26 FNCL 01F062648 - - 92,975,000 $96,425,302 $96,425,302 1.43 $96,425,302
FNMA 30yr Pool#FA3182 6.000% 01-Oct-2055, 6.00%, 10/01/55 FN 3140W3RC5 - - 83,098,114 $89,332,770 $89,332,770 1.32 $85,910,475
FNMA 30yr Pool#FA4553 5.000% 01-Feb-2056, 5.00%, 02/01/56 FN 3140W5BX1 - - 87,772,442 $89,232,671 $89,232,671 1.32 $88,750,256
FNMA 30yr Pool#FA3025 5.500% 01-Sep-2055, 5.50%, 09/01/55 FN 3140W3LF4 - - 84,271,891 $87,859,842 $87,859,842 1.30 $87,178,688
FHLMC 30yr Pool#SL2464 4.500% 01-Dec-2048, 4.50%, 12/01/48 FR 31427PW26 - - 81,258,335 $81,318,267 $81,318,267 1.20 $80,700,767
FNMA 30yr Pool#FA3036 5.500% 01-Oct-2055, 5.50%, 10/01/55 FN 3140W3LS6 - - 74,726,961 $77,948,493 $77,948,493 1.15 $77,054,351
FHLMC 30yr Pool#RJ4363 5.500% 01-Jun-2055, 5.50%, 06/01/55 FR 3142GUZ55 - - 74,055,774 $77,372,690 $77,372,690 1.14 $76,362,260
FHLMC 30yr Pool#SD1046 4.000% 01-Jul-2052, 4.00%, 07/01/52 FR 3132DNET6 - - 79,105,053 $77,368,593 $77,368,593 1.14 $76,487,803
FNMA 30yr Pool#FA3037 5.500% 01-Oct-2055, 5.50%, 10/01/55 FN 3140W3LT4 - - 67,724,494 $70,799,311 $70,799,311 1.05 $69,772,044
FNMA 30yr Pool#FA0574 5.500% 01-Jan-2055, 5.50%, 01/01/55 FN 3140W0T88 - - 66,854,351 $69,831,538 $69,831,538 1.03 $68,928,926
FNMA 30yr Pool#FS8993 6.000% 01-Jul-2054, 6.00%, 07/01/54 FN 3140XQ7F8 - - 63,117,522 $66,520,668 $66,520,668 0.98 $65,113,601
FNMA 30yr Pool#FA0573 5.000% 01-Jan-2055, 5.00%, 01/01/55 FN 3140W0T70 - - 60,607,023 $61,383,217 $61,383,217 0.91 $61,282,205
FHLMC 30yr Pool#SL1188 5.500% 01-Apr-2055, 5.50%, 04/01/55 FR 31427NKA6 - - 56,264,243 $58,691,614 $58,691,614 0.87 $57,849,361
FHLMC 30yr Pool#SL2435 6.500% 01-Feb-2055, 6.50%, 02/01/55 FR 31427PV50 - - 51,555,318 $56,474,553 $56,474,553 0.83 $53,850,428
FNMA 30yr Pool#FA4000 5.000% 01-Jun-2055, 5.00%, 06/01/55 FN 3140W4NS2 - - 55,257,785 $55,965,472 $55,965,472 0.83 $55,873,375
FNMA 30yr Pool#CB9654 5.000% 01-Dec-2054, 5.00%, 12/01/54 FN 3140QVWQ3 - - 50,665,467 $51,730,264 $51,730,264 0.76 $51,069,484
FNMA 30yr Pool#FA2246 5.500% 01-Jul-2055, 5.50%, 07/01/55 FN 3140W2P88 - - 49,379,703 $51,657,203 $51,657,203 0.76 $50,817,640
FNMA 30yr Pool#FA3827 5.000% 01-Dec-2055, 5.00%, 12/01/55 FN 3140W4HD2 - - 50,332,328 $50,613,698 $50,613,698 0.75 $50,267,860
FHLMC 30yr Pool#SL0239 5.000% 01-Jan-2055, 5.00%, 01/01/55 FR 31427MHR5 - - 49,561,918 $50,585,700 $50,585,700 0.75 $49,957,136
Fannie Mae REMIC Trust 2025-9 FA 4.86721% 25-MAR-2055, 4.87%, 03/25/55 FNR 2025-9 3136BVDC9 - - 49,404,968 $49,921,825 $49,921,825 0.74 $49,828,311
FNMA 30yr Pool#FA3128 5.500% 01-Oct-2055, 5.50%, 10/01/55 FN 3140W3PN3 - - 46,816,567 $48,783,423 $48,783,423 0.72 $48,456,330
FNMA 30yr Pool#CC2018 5.500% 01-Feb-2056, 5.50%, 02/01/56 FN 3140Y8G42 - - 46,568,911 $48,311,486 $48,311,486 0.71 $47,958,320
FNMA 30yr Pool#FA3572 5.000% 01-Nov-2055, 5.00%, 11/01/55 FN 3140W36J3 - - 46,040,839 $47,332,555 $47,332,555 0.70 $46,553,749
FNMA 30yr Pool#FA4155 5.000% 01-Jan-2056, 5.00%, 01/01/56 FN 3140W4TM9 - - 46,200,344 $47,196,704 $47,196,704 0.70 $46,715,031
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA2 M2 7.41721% 25-FEB-2042, 7.42%, 02/25/42 STACR 2022-DNA2 35564KRN1 - - 45,174,272 $46,396,414 $46,396,414 0.69 $46,284,725
FNMA 30yr Pool#FA4202 5.000% 01-Jan-2056, 5.00%, 01/01/56 FN 3140W4U47 - - 44,781,434 $45,966,672 $45,966,672 0.68 $45,229,802
FHLMC 30yr Pool#SD7343 5.500% 01-Jan-2055, 5.50%, 01/01/55 FR 3132DVEQ4 - - 43,451,561 $45,781,425 $45,781,425 0.68 $44,681,928
FHLMC 30yr Pool#SL4015 5.500% 01-Jan-2056, 5.50%, 01/01/56 FR 31427RN97 - - 42,617,142 $43,840,077 $43,840,077 0.65 $43,548,189
FNMA 30yr Pool#FS9779 5.500% 01-Nov-2054, 5.50%, 11/01/54 FN 3140XR2M6 - - 41,287,405 $43,058,946 $43,058,946 0.64 $42,310,270
FNMA 30yr Pool#CC1926 5.000% 01-Feb-2056, 5.00%, 02/01/56 FN 3140Y8D86 - - 42,291,261 $43,023,805 $43,023,805 0.64 $42,782,600
FNMA 30yr Pool#FA3435 5.000% 01-Nov-2055, 5.00%, 11/01/55 FN 3140W3Y94 - - 42,261,133 $42,778,892 $42,778,892 0.63 $42,731,936
GNMA II TBA 30yr 3.5% April Delivery, 3.50%, 04/21/26 G2SF 21H032647 - - 46,001,789 $42,425,702 $42,425,702 0.63 $42,425,702
FNMA 40yr Pool#BF0646 2.500% 01-Jun-2062, 2.50%, 06/01/62 FN 3140FXWG3 - - 47,805,632 $40,685,800 $40,685,800 0.60 $40,293,980
FNMA 30yr Pool#FS8881 4.500% 01-Sep-2053, 4.50%, 09/01/53 FN 3140XQ2P1 - - 39,393,726 $39,798,351 $39,798,351 0.59 $39,048,623
FHLMC 30yr Pool#ZT2413 4.000% 01-Feb-2041, 4.00%, 02/01/41 FR 3132AEVE3 - - 39,370,792 $39,162,667 $39,162,667 0.58 $38,624,149
FHLMC 30yr Pool#SL0046 6.000% 01-Jan-2055, 6.00%, 01/01/55 FR 31427MBQ3 - - 36,572,135 $38,895,025 $38,895,025 0.57 $37,728,722
New Residential Mortgage LLC 6.545% 25-MAR-2032, 6.54%, 03/25/32 NZES 2025-FHT 64832EAA7 - - 37,104,294 $37,628,488 $37,628,488 0.56 $37,534,047
FHLMC 30yr Pool#SI2101 4.000% 01-Sep-2048, 4.00%, 09/01/48 FR 3133USKN0 - - 38,145,293 $37,353,262 $37,353,262 0.55 $36,955,927
FNMA 30yr Pool#FA1951 6.000% 01-Jun-2055, 6.00%, 06/01/55 FN 3140W2EZ0 - - 34,764,036 $37,060,266 $37,060,266 0.55 $35,870,050
FHLMC 30yr Pool#SL0938 4.000% 01-Jul-2050, 4.00%, 07/01/50 FR 31427NBG3 - - 37,201,315 $36,858,553 $36,858,553 0.54 $36,446,219
FNMA 40yr Pool#BF0598 2.500% 01-Mar-2062, 2.50%, 03/01/62 FN 3140FXUY6 - - 43,207,381 $36,734,447 $36,734,447 0.54 $36,421,621
FNMA 30yr Pool#FA0576 5.500% 01-Jan-2055, 5.50%, 01/01/55 FN 3140W0UA1 - - 34,268,891 $35,836,430 $35,836,430 0.53 $35,295,624
FHLMC 30yr Pool#SL1632 4.000% 01-Nov-2053, 4.00%, 11/01/53 FR 31427NY60 - - 36,414,781 $35,677,399 $35,677,399 0.53 $35,204,284
FNMA 30yr Pool#CC2016 5.500% 01-Feb-2056, 5.50%, 02/01/56 FN 3140Y8G26 - - 33,943,186 $35,422,632 $35,422,632 0.52 $34,993,694
FNMA 30yr Pool#FA1557 6.000% 01-May-2055, 6.00%, 05/01/55 FN 3140W1WT6 - - 32,436,709 $33,948,762 $33,948,762 0.50 $33,462,514
FNMA 30yr Pool#FA3191 5.500% 01-Oct-2055, 5.50%, 10/01/55 FN 3140W3RM3 - - 31,994,606 $33,321,296 $33,321,296 0.49 $32,961,916
FNMA 30yr Pool#FA3105 6.000% 01-May-2055, 6.00%, 05/01/55 FN 3140W3NX3 - - 30,772,871 $32,964,965 $32,964,965 0.49 $31,731,620
FNMA 30yr Pool#FA3682 5.500% 01-Feb-2055, 5.50%, 02/01/55 FN 3140W4CU9 - - 30,817,783 $32,252,509 $32,252,509 0.48 $31,746,493
FNMA 30yr Pool#FA0603 4.500% 01-Sep-2051, 4.50%, 09/01/51 FN 3140W0U52 - - 31,560,155 $31,626,181 $31,626,181 0.47 $31,301,750
FNMA 30yr Pool#FA1560 5.500% 01-Apr-2055, 5.50%, 04/01/55 FN 3140W1WW9 - - 29,579,417 $30,911,842 $30,911,842 0.46 $30,525,677
FNMA 30yr Pool#BW7371 5.500% 01-Feb-2053, 5.50%, 02/01/53 FN 3140N0FM2 - - 29,555,957 $30,852,087 $30,852,087 0.46 $30,615,351
FHLMC 30yr Pool#SL2558 6.000% 01-Aug-2055, 6.00%, 08/01/55 FR 31427PZY3 - - 28,685,273 $30,625,825 $30,625,825 0.45 $29,586,037
FNMA 40yr Pool#BF0698 3.500% 01-Dec-2062, 3.50%, 12/01/62 FN 3140FXX49 - - 32,573,698 $30,595,481 $30,595,481 0.45 $30,024,339
FHLMC 30yr Pool#SL0238 5.000% 01-May-2054, 5.00%, 05/01/54 FR 31427MHQ7 - - 29,647,670 $30,316,698 $30,316,698 0.45 $29,884,087
FHLMC 30yr Pool#TA2617 5.000% 01-Jan-2056, 5.00%, 01/01/56 FR 3142JQ4B2 - - 30,004,697 $30,161,550 $30,161,550 0.45 $29,966,265
FNMA 30yr Pool#CC1930 5.000% 01-Feb-2056, 5.00%, 02/01/56 FN 3140Y8EC6 - - 29,433,983 $30,041,021 $30,041,021 0.44 $29,715,982
Structured Agency Credit Risk (STACR) Debt Notes, Series 2022-HQA1 M2 8.91721% 25-MAR-2042, 8.92%, 03/25/42 STACR 2022-HQA1 35564KTJ8 - - 28,504,473 $29,729,255 $29,729,255 0.44 $29,644,529
FNMA 30yr Pool#FA4117 4.500% 01-Sep-2051, 4.50%, 09/01/51 FN 3140W4SF5 - - 29,080,554 $29,292,372 $29,292,372 0.43 $28,940,686
FHLMC 30yr Pool#SL1291 4.000% 01-Nov-2054, 4.00%, 11/01/54 FR 31427NNH8 - - 29,817,739 $29,184,627 $29,184,627 0.43 $28,826,541
FNMA 30yr Pool#FS8335 4.500% 01-Jan-2051, 4.50%, 01/01/51 FN 3140XQHM2 - - 28,696,272 $28,867,063 $28,867,063 0.43 $28,461,316
FNMA 30yr Pool#FA1798 4.000% 01-Aug-2052, 4.00%, 08/01/52 FN 3140W17L1 - - 28,688,880 $28,146,736 $28,146,736 0.42 $27,741,927
FNMA 30yr Pool#FS9788 5.500% 01-Nov-2054, 5.50%, 11/01/54 FN 3140XR2W4 - - 26,580,349 $27,952,166 $27,952,166 0.41 $27,118,218
FNMA 30yr Pool#FS8681 4.500% 01-Oct-2050, 4.50%, 10/01/50 FN 3140XQUF2 - - 27,249,185 $27,433,452 $27,433,452 0.41 $27,026,078
FHLMC 30yr Pool#SD1143 4.500% 01-Sep-2050, 4.50%, 09/01/50 FR 3132DNHU0 - - 25,708,951 $25,820,071 $25,820,071 0.38 $25,498,454
NRM MSR-Collateralized Notes, Series 2024-FNT1 A 7.398% 25-NOV-2029, 7.40%, 11/25/31 NZES 2024-FNT1 62956YAA7 - - 25,409,085 $25,659,581 $25,659,581 0.38 $25,586,479
METRONET INFRASTRUCTURE ISSU 5.4% 55, 5.40%, 08/20/55 MNET 2025-2A 59170JAX6 - - 24,600,000 $25,023,690 $25,023,690 0.37 $24,953,580
FNMA 30yr Pool#FA3714 5.000% 01-Nov-2055, 5.00%, 11/01/55 FN 3140W4DU8 - - 24,515,385 $25,002,674 $25,002,674 0.37 $24,803,727
FHLMC 30yr Pool#SD3271 5.500% 01-Jun-2053, 5.50%, 06/01/53 FR 3132DQT48 - - 23,943,532 $24,956,552 $24,956,552 0.37 $24,779,928
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-HQA3 M2 5.76721% 25-SEP-2041, 5.77%, 09/25/41 STACR 2021-HQA3 35564KJP5 - - 23,964,288 $24,157,505 $24,157,505 0.36 $24,111,436
FNMA 30yr Pool#FS9239 4.500% 01-Jan-2051, 4.50%, 01/01/51 FN 3140XRHR9 - - 23,498,643 $23,590,304 $23,590,304 0.35 $23,306,244
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2025-HQA1 M2 5.31721% 25-FEB-2045, 5.32%, 02/25/45 STACR 2025-HQA1 35564NHA4 - - 23,060,148 $23,115,349 $23,115,349 0.34 $23,074,477
JP MORGAN MORTGAGE TRUST 2 5.777% 55, 5.50%, 11/25/55 JPMMT 2025-5MPR 46593VAD9 - - 22,930,234 $23,092,772 $23,092,772 0.34 $22,959,650
FHLMC 30yr Pool#TA4415 5.000% 01-Jan-2056, 5.00%, 01/01/56 FR 3142JS3Z6 - - 22,337,325 $22,453,053 $22,453,053 0.33 $22,308,714
FNMA 30yr Pool#FA4386 5.500% 01-Jan-2056, 5.50%, 01/01/56 FN 3140W42U0 - - 21,606,408 $22,321,676 $22,321,676 0.33 $22,295,268
FNMA 30yr Pool#FM7840 4.000% 01-Apr-2050, 4.00%, 04/01/50 FN 3140XBWA4 - - 22,485,496 $21,968,372 $21,968,372 0.32 $21,746,828
FNMA 30yr Pool#CC1195 5.000% 01-Oct-2055, 5.00%, 10/01/55 FN 3140Y7KH0 - - 21,527,448 $21,915,363 $21,915,363 0.32 $21,767,271
PRET 2025-RPL3 Trust A1 4.15% 25-APR-2065, 4.15%, 04/25/65 PRET 2025-RPL3 69382RAA1 - - 22,146,132 $21,816,353 $21,816,353 0.32 $21,719,340
FNMA 30yr Pool#FA1129 6.500% 01-Jun-2054, 6.50%, 06/01/54 FN 3140W1HF3 - - 20,188,300 $21,766,171 $21,766,171 0.32 $21,087,031
Connecticut Avenue Securities Trust 2022-R02 2M2 6.66721% 25-JAN-2042, 6.67%, 01/25/42 CAS 2022-R02 20754BAB7 - - 21,305,167 $21,702,241 $21,702,241 0.32 $21,654,892
FNMA 30yr Pool#FA1128 6.500% 01-Aug-2054, 6.50%, 08/01/54 FN 3140W1HE6 - - 19,845,859 $21,623,493 $21,623,493 0.32 $20,682,187
Cipher Compute LLC 7.125% 15-NOV-2030, 7.12%, 11/15/30 CIFR 17253NAA5 - - 20,244,000 $21,457,513 $21,457,513 0.32 $20,992,745
FHLMC 30yr Pool#SD5061 5.500% 01-Mar-2054, 5.50%, 03/01/54 FR 3132DSTS1 - - 20,594,884 $21,439,946 $21,439,946 0.32 $21,272,654
FNMA 30yr Pool#FS4781 4.000% 01-Oct-2051, 4.00%, 10/01/51 FN 3140XLJ33 - - 21,929,928 $21,420,922 $21,420,922 0.32 $21,209,511
FNMA 30yr Pool#FS7225 4.000% 01-Aug-2051, 4.00%, 08/01/51 FN 3140XPA33 - - 21,799,771 $21,350,977 $21,350,977 0.32 $21,120,057
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-DNA6 B2 11.16721% 25-OCT-2041, 11.17%, 10/25/41 STACR 2021-DNA6 35564KLV9 - - 19,937,000 $20,909,494 $20,909,494 0.31 $20,639,147
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA5 M2 10.41721% 25-JUN-2042, 10.42%, 06/25/42 STACR 2022-DNA5 35564KYW3 - - 19,321,656 $20,737,376 $20,737,376 0.31 $20,670,283
RCKT Mortgage Trust 2026-CES2 A3 5.255% 25-FEB-2056, 5.25%, 02/25/56 RCKT 2026-CES2 74940EAD9 - - 20,600,000 $20,676,126 $20,676,126 0.31 $20,561,859
FHLMC 30yr Pool#SD6989 5.500% 01-Nov-2054, 5.50%, 11/01/54 FR 3132DUXS1 - - 19,646,929 $20,629,180 $20,629,180 0.30 $20,044,496
FNMA 30yr Pool#CB7112 5.500% 01-Sep-2053, 5.50%, 09/01/53 FN 3140QS3W9 - - 19,624,812 $20,409,598 $20,409,598 0.30 $20,261,952
FNMA 40yr Pool#BF0226 3.500% 01-Jan-2058, 3.50%, 01/01/58 FN 3140FXHC9 - - 21,579,934 $20,381,462 $20,381,462 0.30 $20,219,477
FNMA 40yr Pool#BF0713 4.000% 01-Mar-2063, 4.00%, 03/01/63 FN 3140FXYK2 - - 20,835,715 $20,266,360 $20,266,360 0.30 $20,011,745
FNMA 30yr Pool#FS6382 4.000% 01-Aug-2051, 4.00%, 08/01/51 FN 3140XNCU6 - - 20,657,627 $20,223,191 $20,223,191 0.30 $20,013,524
Finance of America Structured Securities Trust, 2025-S1 A1 3.5% 25-FEB-2075, 3.50%, 02/25/75 FASST 2025-S1 31741BAB0 - - 20,529,994 $19,998,575 $19,998,575 0.30 $19,970,632
FNMA 40yr Pool#BF0807 3.500% 01-Apr-2064, 3.50%, 04/01/64 FN 3140FX3R1 - - 21,518,426 $19,946,465 $19,946,465 0.29 $19,840,977
Citigroup Mortgage Loan Trust 2025-LTV1 A1 5.237% 25-DEC-2055, 5.24%, 12/25/55 CMLTI 2025-LTV1 17332XAA8 - - 19,819,501 $19,924,766 $19,924,766 0.29 $19,815,205
RCKT MOR 2025-CES9 FLT 2055 A1B, 5.00%, 09/25/55 RCKT 2025-CES9 74942JAB0 - - 19,439,822 $19,459,223 $19,459,223 0.29 $19,356,685
FINANCE OF AMERICA STRUC 3.28125% 74, 3.50%, 04/25/74 FASST 2024-S3 31739WAB8 - - 19,669,887 $19,269,731 $19,269,731 0.28 $19,242,958
FHLMC 30yr Pool#SL0850 4.000% 01-Jul-2049, 4.00%, 07/01/49 FR 31427M5L1 - - 19,022,674 $19,068,946 $19,068,946 0.28 $18,780,264
FNMA 30yr Pool#FS5028 4.000% 01-Oct-2051, 4.00%, 10/01/51 FN 3140XLSS8 - - 19,520,471 $19,051,434 $19,051,434 0.28 $18,879,206
FNMA 30yr Pool#DC4912 5.500% 01-Oct-2054, 5.50%, 10/01/54 FN 3140ASN61 - - 17,808,599 $18,888,120 $18,888,120 0.28 $18,275,199
FNMA 30yr Pool#FA1182 4.500% 01-Jun-2049, 4.50%, 06/01/49 FN 3140W1J46 - - 18,449,426 $18,525,344 $18,525,344 0.27 $18,298,368
Flash Compute LLC 7.25% 31-DEC-2030, 7.25%, 12/31/30 FLASHC 33853QAA9 - - 17,865,000 $18,433,497 $18,433,497 0.27 $18,181,651
FNMA 30yr Pool#FS2863 4.000% 01-Sep-2052, 4.00%, 09/01/52 FN 3140XJFD0 - - 18,827,261 $18,320,749 $18,320,749 0.27 $18,202,877
FNMA 30yr Pool#FA1549 5.500% 01-May-2055, 5.50%, 05/01/55 FN 3140W1WK5 - - 17,613,858 $18,296,090 $18,296,090 0.27 $18,166,606
FHLMC 30yr Pool#QJ9063 5.000% 01-Nov-2054, 5.00%, 11/01/54 FR 3133D1B81 - - 17,941,631 $18,151,599 $18,151,599 0.27 $18,002,756
FNMA 30yr Pool#FS8709 4.500% 01-Jan-2051, 4.50%, 01/01/51 FN 3140XQVB0 - - 17,787,857 $17,826,349 $17,826,349 0.26 $17,642,216
FHF ISSUER TRUST 2024-1 0% 26, 4.84%, 12/15/26 FHF 2025-2A 30343DAA2 - - 17,130,065 $17,182,614 $17,182,614 0.25 $17,131,958
FHLMC 30yr Pool#QY8779 6.000% 01-Jul-2055, 6.00%, 07/01/55 FR 31426TXH5 - - 16,278,109 $16,911,717 $16,911,717 0.25 $16,790,603
FNMA 30yr Pool#FA1358 4.500% 01-May-2050, 4.50%, 05/01/50 FN 3140W1QL0 - - 16,682,582 $16,698,563 $16,698,563 0.25 $16,570,548
FNMA 30yr Pool#FM4738 4.000% 01-Sep-2050, 4.00%, 09/01/50 FN 3140X8HQ3 - - 15,846,839 $16,502,064 $16,502,064 0.24 $15,316,897
FNMA 40yr Pool#BF0806 3.500% 01-Apr-2064, 3.50%, 04/01/64 FN 3140FX3Q3 - - 17,493,392 $16,270,629 $16,270,629 0.24 $16,187,622
Galaxy XXVI CLO Ltd., 5.83%, 07/31/26 GLXYT 2025-1 362922AA4 - - 16,014,217 $16,188,076 $16,188,076 0.24 $16,099,830
FHLMC 30yr Pool#SD0985 4.500% 01-Oct-2050, 4.50%, 10/01/50 FR 3132DNCW1 - - 15,988,424 $16,095,320 $16,095,320 0.24 $15,911,525
FNMA 40yr Pool#BF0801 2.500% 01-Apr-2064, 2.50%, 04/01/64 FN 3140FX3K6 - - 18,697,450 $15,967,306 $15,967,306 0.24 $15,741,121
Saluda Grade Alternative Mortgage Trust 2026-HB1 A1B 5.21% 25-APR-2056, 5.22%, 04/25/56 GRADE 2026-HB1 795939AC1 - - 15,910,743 $15,904,034 $15,904,034 0.24 $15,876,330
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA4 M2 8.91721% 25-MAY-2042, 8.92%, 05/25/42 STACR 2022-DNA4 35564KXA2 - - 15,050,000 $15,814,271 $15,814,271 0.23 $15,769,537
SALUDA GR ALT MTG TR 2025-LOC5 A1B, 5.47%, 10/25/55 GRADE 2025-LOC5 79581XAC2 - - 15,693,000 $15,805,455 $15,805,455 0.23 $15,776,822
Vontive Mortgage Trust 2025-RTL1 A1 6.507% 25-MAR-2030, 6.51%, 03/25/30 VNTV 2025-RTL1 928884AA3 - - 15,444,000 $15,668,418 $15,668,418 0.23 $15,629,337
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 $15,452,767 $15,452,767 0.23 $15,333,282
Saluda Grade Alternative Mortgage Trust 2026-RTL7|5.749|03/25/2031, 5.75%, 03/25/31 GRADE 2026-RTL7 79584UAA9 - - 15,370,000 $15,415,533 $15,415,533 0.23 $15,322,262
FNMA 30yr Pool#FS9116 6.000% 01-Sep-2054, 6.00%, 09/01/54 FN 3140XRDW2 - - 14,468,720 $15,368,876 $15,368,876 0.23 $14,926,291
FNMA 30yr Pool#DA1525 6.000% 01-Oct-2053, 6.00%, 10/01/53 FN 3140A1VT1 - - 14,499,011 $15,053,858 $15,053,858 0.22 $14,945,034
FHLMC 30yr Pool#QH3192 6.000% 01-Oct-2053, 6.00%, 10/01/53 FR 3133CFRM3 - - 14,442,675 $14,997,158 $14,997,158 0.22 $14,886,964
PRET 2025-RPL1 Trust A1 4.0% 25-JUL-2069, 4.00%, 07/25/69 PRET 2025-RPL1 69392FAA5 - - 15,055,008 $14,864,009 $14,864,009 0.22 $14,800,443
RCKT Mortgage Trust 2026-CES2 A2 5.055% 25-FEB-2056, 5.05%, 02/25/56 RCKT 2026-CES2 74940EAC1 - - 14,268,000 $14,310,227 $14,310,227 0.21 $14,234,095
PRPM 2025-RCF3 LLC 5.25% 55, 5.25%, 07/25/55 PRPM 2025-RCF3 69392PAA3 - - 14,128,953 $14,293,547 $14,293,547 0.21 $14,215,249
FHLMC 30yr Pool#SD6178 4.500% 01-Jan-2051, 4.50%, 01/01/51 FR 3132DT2K5 - - 14,200,972 $14,208,975 $14,208,975 0.21 $14,105,603
FNMA 30yr Pool#DC7019 5.500% 01-Dec-2054, 5.50%, 12/01/54 FN 3140AUYR8 - - 13,731,868 $14,103,368 $14,103,368 0.21 $14,005,161
BMP Commercial Mortgage Trust 2024-MF23 A 5.03159% 15-JUN-2041, 5.03%, 06/15/41 BMP 2024-MF23 05593JAA8 - - 14,000,000 $14,036,734 $14,036,734 0.21 $13,993,686
FNMA 30yr Pool#FA3563 5.500% 01-Nov-2055, 5.50%, 11/01/55 FN 3140W35Z8 - - 13,365,877 $13,922,189 $13,922,189 0.21 $13,792,010
FNMA 30yr Pool#CC0097 5.500% 01-Mar-2055, 5.50%, 03/01/55 FN 3140Y6DB3 - - 13,193,338 $13,896,315 $13,896,315 0.21 $13,604,247
FINANCE OF AMER STR TR 2024-S2 A1, 3.50%, 04/25/74 FASST 2024-S2 31739VAA2 - - 13,959,645 $13,736,148 $13,736,148 0.20 $13,717,147
GS Mortgage-Backed Securities Trust 2025-RPL3 A1 4.1% 25-JUL-2065, 4.10%, 07/25/65 GSMBS 2025-RPL3 362963AA8 - - 13,913,711 $13,694,860 $13,694,860 0.20 $13,634,644
FHLMC 30yr Pool#SD5963 6.000% 01-Jul-2054, 6.00%, 07/01/54 FR 3132DTTU4 - - 12,801,757 $13,585,388 $13,585,388 0.20 $13,206,610
FHLMC 30yr Pool#TA2596 5.500% 01-Jan-2056, 5.50%, 01/01/56 FR 3142JQ3E7 - - 12,983,394 $13,332,787 $13,332,787 0.20 $13,243,980
Chase Mortgage Reference Notes, Series 2020-CL1 M1 6.03821% 25-OCT-2057, 6.04%, 10/25/57 CHASE 2020-CL1 46591HAG5 - - 12,866,419 $13,218,359 $13,218,359 0.20 $13,192,462
Foundation Finance Trust 2025-2 B 4.94% 15-APR-2052, 4.94%, 04/15/52 FFIN 2025-2A 35042NAB1 - - 13,050,000 $13,181,546 $13,181,546 0.19 $13,138,568
FNMA 30yr Pool#FM5350 4.500% 01-Sep-2050, 4.50%, 09/01/50 FN 3140X85L7 - - 12,942,829 $12,916,070 $12,916,070 0.19 $12,829,445
Huntington Bank Auto Credit-Linked Notes, Series 2024-2 B1 5.442% 20-OCT-2032, 5.44%, 10/20/32 HACLN 2024-2 44644NAG4 - - 12,565,890 $12,739,524 $12,739,524 0.19 $12,703,432
FNMA 30yr Pool#FS8717 6.000% 01-Jul-2054, 6.00%, 07/01/54 FN 3140XQVK0 - - 12,113,836 $12,723,732 $12,723,732 0.19 $12,496,934
FHLMC 30yr Pool#SD6558 6.000% 01-Sep-2054, 6.00%, 09/01/54 FR 3132DUJB4 - - 11,883,953 $12,571,595 $12,571,595 0.19 $12,259,781
PRET 2025-RPL5 TRUST FLTG 2070 A1, 4.15%, 01/25/70 PRET 2025-RPL5 69393AAA5 - - 12,655,269 $12,551,185 $12,551,185 0.19 $12,495,748
FHLMC 30yr Pool#SD5994 4.500% 01-Sep-2050, 4.50%, 09/01/50 FR 3132DTUT5 - - 12,399,712 $12,467,919 $12,467,919 0.18 $12,298,187
FNMA 30yr Pool#DE6043 6.000% 01-Aug-2055, 6.00%, 08/01/55 FN 3140BJWD5 - - 11,776,777 $12,421,905 $12,421,905 0.18 $12,149,215
FNMA 40yr Pool#BF0731 2.500% 01-Jun-2063, 2.50%, 06/01/63 FN 3140FXY55 - - 14,492,263 $12,352,040 $12,352,040 0.18 $12,207,188
FHLMC 30yr Pool#QG6755 5.500% 01-Jun-2053, 5.50%, 06/01/53 FR 3133C7QG5 - - 11,638,287 $12,135,023 $12,135,023 0.18 $12,047,430
FNMA 30yr Pool#FS7541 4.000% 01-Jun-2052, 4.00%, 06/01/52 FN 3140XPLX5 - - 12,372,040 $12,070,909 $12,070,909 0.18 $11,965,608
TOWD POINT MORTGAGE TRUST 2025 0% 65, 4.97%, 09/25/65 TPMT 2025-FIX1 89183MAA1 - - 11,903,761 $11,931,475 $11,931,475 0.18 $11,869,052
FNMA 30yr Pool#DE1157 6.000% 01-Jun-2055, 6.00%, 06/01/55 FN 3140BDJB7 - - 11,099,555 $11,929,165 $11,929,165 0.18 $11,450,576
FNMA 30yr Pool#DG1554 5.000% 01-Feb-2056, 5.00%, 02/01/56 FN 3140U4WQ8 - - 11,782,333 $11,844,774 $11,844,774 0.18 $11,767,242
Vista Point Securitization Trust 2025-CES2 A1 5.601% 25-AUG-2055, 5.60%, 08/25/55 VSTA 2025-CES2 92842UAA0 - - 11,690,288 $11,814,336 $11,814,336 0.17 $11,745,221
FHLMC 30yr Pool#TA5410 5.000% 01-Feb-2056, 5.00%, 02/01/56 FR 3142JUAL4 - - 11,661,537 $11,752,723 $11,752,723 0.17 $11,646,600
FNMA 30yr Pool#DF9041 5.000% 01-Jan-2056, 5.00%, 01/01/56 FN 3140U1BK0 - - 11,664,241 $11,725,488 $11,725,488 0.17 $11,649,301
FNMA 30yr Pool#FA0470 6.000% 01-Jan-2055, 6.00%, 01/01/55 FN 3140W0QY4 - - 10,799,094 $11,583,800 $11,583,800 0.17 $11,140,614
FNMA 40yr Pool#BF0783 3.500% 01-Dec-2063, 3.50%, 12/01/63 FN 3140FX2R2 - - 12,324,505 $11,556,164 $11,556,164 0.17 $11,367,609
FIGRE TRUST 2025-HE4 FLTG 2055 C, 5.71%, 07/25/55 FIGRE 2025-HE4 31684PAC6 - - 11,364,897 $11,494,738 $11,494,738 0.17 $11,426,251
TOWD PT MTG TR 2025-FIX2 FLTG A1, 5.25%, 10/25/65 TPMT 2025-FIX2 89183RAA0 - - 11,377,028 $11,459,974 $11,459,974 0.17 $11,396,939
FHLMC 30yr Pool#QH3306 6.000% 01-Oct-2053, 6.00%, 10/01/53 FR 3133CFU72 - - 10,096,643 $11,293,532 $11,293,532 0.17 $10,502,308
FNMA 30yr Pool#BY4134 5.500% 01-Jul-2053, 5.50%, 07/01/53 FN 3140NLSY6 - - 10,990,101 $11,289,421 $11,289,421 0.17 $11,211,166
PRET 2025-NPL4 A1 6.3677% 25-MAY-2055, 6.37%, 04/25/55 PRET 2025-NPL4 74136UAA3 - - 11,026,924 $11,068,631 $11,068,631 0.16 $11,041,325
FNMA 30yr Pool#DC5672 5.500% 01-Nov-2054, 5.50%, 11/01/54 FN 3140ATJS6 - - 10,121,388 $11,056,586 $11,056,586 0.16 $10,323,101
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA7 M2 10.66721% 25-SEP-2042, 10.67%, 03/25/52 STACR 2022-DNA7 35564KL72 - - 10,000,000 $10,993,585 $10,993,585 0.16 $10,958,028
FNMA 30yr Pool#FS5818 4.500% 01-Oct-2050, 4.50%, 10/01/50 FN 3140XMPC4 - - 10,954,986 $10,938,086 $10,938,086 0.16 $10,859,016
FNMA 30yr Pool#FS6236 6.500% 01-Nov-2053, 6.50%, 11/01/53 FN 3140XM4W3 - - 10,224,678 $10,920,420 $10,920,420 0.16 $10,685,928
FNMA 30yr Pool#FS5362 4.500% 01-Dec-2050, 4.50%, 12/01/50 FN 3140XL5Y0 - - 10,513,731 $10,707,288 $10,707,288 0.16 $10,427,648
FNMA 30yr Pool#FS7613 4.500% 01-May-2052, 4.50%, 05/01/52 FN 3140XPN70 - - 10,547,125 $10,646,503 $10,646,503 0.16 $10,460,769
FNMA 30yr Pool#CC1844 5.500% 01-Jan-2056, 5.50%, 01/01/56 FN 3140Y8BN5 - - 10,210,412 $10,618,513 $10,618,513 0.16 $10,528,418
Homeward Opportunities Fund Trust 2025-RRTL1 A1 5.476% 25-MAR-2040, 5.48%, 03/25/40 HOF 2025-RRTL1 437919AA1 - - 10,475,000 $10,505,153 $10,505,153 0.16 $10,482,846
FNMA 30yr Pool#BX0421 5.500% 01-Nov-2052, 5.50%, 11/01/52 FN 3140N4PF8 - - 9,850,004 $10,165,735 $10,165,735 0.15 $10,087,231
Connecticut Avenue Securities Trust 2022-R02 2B2 11.31721% 25-JAN-2042, 11.32%, 01/25/42 CAS 2022-R02 20754BAJ0 - - 9,637,000 $10,131,852 $10,131,852 0.15 $10,095,497
Ally Bank Auto Credit-Linked Notes, Series 2025-A C 4.844% 15-JUN-2033, 4.84%, 06/15/33 ABCLN 2025-A 02007G5F6 - - 10,044,701 $10,130,181 $10,130,181 0.15 $10,097,744
FHLMC 30yr Pool#SD5224 6.000% 01-Mar-2054, 6.00%, 03/01/54 FR 3132DSYV8 - - 9,564,125 $10,079,870 $10,079,870 0.15 $9,866,589
FNMA 30yr Pool#FS6662 4.000% 01-Oct-2051, 4.00%, 10/01/51 FN 3140XNML5 - - 10,268,078 $10,043,355 $10,043,355 0.15 $9,930,763
LHOME Mortgage Trust 2024-RTL3 A1 6.9% 25-MAY-2029, 6.90%, 05/25/29 LHOME 2024-RTL3 50205GAA0 - - 9,960,000 $10,042,294 $10,042,294 0.15 $10,015,568
FNMA 30yr Pool#DG2558 5.000% 01-Feb-2056, 5.00%, 02/01/56 FN 3140U5ZY5 - - 9,890,979 $9,942,468 $9,942,468 0.15 $9,878,310
New Residential Mortgage Loan Trust 2026-NQM1 A2 5.078% 25-NOV-2065, 5.08%, 11/25/65 NRZT 2026-NQM1 64832LAF0 - - 9,872,124 $9,892,910 $9,892,910 0.15 $9,839,994
Acacia 2025-1 A 5.24% 15-NOV-2037, 5.24%, 11/15/37 ACACIA 2025-1 00401PAA7 - - 9,791,601 $9,835,616 $9,835,616 0.15 $9,801,411
FNMA 30yr Pool#FS7117 6.500% 01-Feb-2054, 6.50%, 02/01/54 FN 3140XN4B7 - - 9,026,653 $9,819,728 $9,819,728 0.15 $9,433,857
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA6 M2 9.41721% 25-SEP-2042, 9.42%, 09/25/42 STACR 2022-DNA6 35564KH77 - - 9,166,000 $9,813,960 $9,813,960 0.15 $9,785,188
FHLMC 30yr Pool#QH4373 6.000% 01-Nov-2053, 6.00%, 11/01/53 FR 3133CG2E6 - - 9,351,795 $9,719,194 $9,719,194 0.14 $9,639,477
FHLMC 30yr Pool#RA7104 4.500% 01-Feb-2051, 4.50%, 02/01/51 FR 3133KN3M3 - - 9,722,915 $9,682,081 $9,682,081 0.14 $9,618,344
FNMA 30yr Pool#FS2144 3.500% 01-Jun-2052, 3.50%, 06/01/52 FN 3140XHL21 - - 9,986,183 $9,548,232 $9,548,232 0.14 $9,420,017
Rithm Capital Corp. 8.0% 01-APR-2029, 8.00%, 04/01/29 RITM 64828TAB8 - - 9,213,000 $9,532,827 $9,532,827 0.14 $9,209,348
SALUDA GRADE ALTERNATIVE MORT A2, 6.75%, 03/25/31 GRADE 2026-RTL7 79584UAB7 - - 9,418,000 $9,454,615 $9,454,615 0.14 $9,387,532
LHOME Mortgage Trust 2024-RTL5 A2 5.751% 25-SEP-2039, 5.75%, 09/25/39 LHOME 2024-RTL5 50205WAB3 - - 9,325,000 $9,354,766 $9,354,766 0.14 $9,333,911
CONNECTICUT AVENUE SECUR 5.95001% 45, 5.27%, 07/25/45 CAS 2025-R05 20753CAC4 - - 9,254,000 $9,285,263 $9,285,263 0.14 $9,269,015
UMBS TBA 30yr 5% April Delivery, 5.00%, 04/13/26 FNCL 01F050643 - - 9,200,000 $9,164,424 $9,164,424 0.14 $9,164,424
Brean Asset Backed Securities Trust 2024-RM8 A1 4.5% 25-MAY-2064, 4.50%, 05/25/64 BABS 2024-RM8 10637YAA3 - - 9,191,949 $9,122,040 $9,122,040 0.13 $9,105,954
FHLMC 30yr Pool#QZ2313 5.500% 01-Sep-2055, 5.50%, 09/01/55 FR 31426YSB3 - - 8,861,662 $9,102,355 $9,102,355 0.13 $9,039,522
FIGRE TRUST 2025 HE4 FLTG 2055 B, 5.61%, 07/25/55 FIGRE 2025-HE4 31684PAB8 - - 8,798,835 $8,915,920 $8,915,920 0.13 $8,863,835
Freddie Mac Multiclass Certificates, Series 5164 FA 3.94728% 25-NOV-2051, 3.92%, 11/25/51 FHR 5164 3137H3PY2 - - 9,594,188 $8,873,291 $8,873,291 0.13 $8,858,676
FNMA 30yr Pool#DG0913 5.000% 01-Jan-2056, 5.00%, 01/01/56 FN 3140U4AP4 - - 8,508,207 $8,553,533 $8,553,533 0.13 $8,497,310
Huntington Bank Auto Credit-Linked Notes, Series 2024-1 B1 6.153% 20-MAY-2032, 6.15%, 05/20/32 HACLN 2024-1 44644NAA7 - - 8,340,247 $8,485,019 $8,485,019 0.13 $8,457,934
FHLMC 30yr Pool#SD7417 5.500% 01-Jan-2055, 5.50%, 01/01/55 FR 3132DVG25 - - 8,098,331 $8,447,464 $8,447,464 0.12 $8,349,024
Connecticut Avenue Securities Trust 2022-R01 1B2 9.66721% 25-DEC-2041, 9.67%, 12/25/41 CAS 2022-R01 20754LAJ8 - - 8,116,382 $8,406,587 $8,406,587 0.12 $8,380,433
FHLMC 30yr Pool#QY9874 6.000% 01-Aug-2055, 6.00%, 08/01/55 FR 31426U6L3 - - 7,769,802 $8,376,212 $8,376,212 0.12 $8,015,520
Saluda Grade Alternative Mortgage Trust 2024-RTL5 A1 7.762% 25-APR-2030, 7.76%, 04/25/30 GRADE 2024-RTL5 A1 795935AA3 - - 8,254,619 $8,347,974 $8,347,974 0.12 $8,280,342
RCKT Mortgage Trust 2024-CES9 A1B 5.683% 25-DEC-2044, 5.68%, 12/25/44 RCKT 2024-CES9 749426AB8 - - 8,171,634 $8,258,547 $8,258,547 0.12 $8,209,527
FHLMC 30yr Pool#QZ9092 5.000% 01-Nov-2055, 5.00%, 11/01/55 FR 31427KC60 - - 8,198,096 $8,240,604 $8,240,604 0.12 $8,187,596
RCKT Mortgage Trust 2025-CES7 A1B 5.478% 25-JUL-2055, 5.48%, 07/25/55 RCKT 2025-CES7 74943AAB8 - - 8,064,714 $8,144,087 $8,144,087 0.12 $8,097,454
FHLMC 30yr Pool#QH1500 6.000% 01-Sep-2053, 6.00%, 09/01/53 FR 3133CDUZ5 - - 7,505,085 $8,073,333 $8,073,333 0.12 $7,774,485
PRPM 2025-RPL4 A1, 3.00%, 05/25/55 PRPM 2025-RPL4 74448NAA2 - - 8,342,569 $8,060,644 $8,060,644 0.12 $8,034,226
FNMA 30yr Pool#DA0026 6.000% 01-Sep-2053, 6.00%, 09/01/53 FN 3140A0A41 - - 7,739,880 $8,036,150 $8,036,150 0.12 $7,977,977
Fannie Mae REMIC Trust 2022-65 FB 4.46721% 25-SEP-2052, 4.47%, 09/25/52 FNR 2022-65 3136BPCQ2 - - 7,945,648 $7,954,152 $7,954,152 0.12 $7,940,349
FNMA 30yr Pool#DF2677 6.000% 01-Nov-2055, 6.00%, 11/01/55 FN 3140BS6P7 - - 7,583,513 $7,879,854 $7,879,854 0.12 $7,824,134
FHLMC 30yr Pool#TA6739 5.000% 01-Feb-2056, 5.00%, 02/01/56 FR 3142JVPZ5 - - 7,756,287 $7,795,733 $7,795,733 0.12 $7,746,353
Alterna Funding III A 6.26% 15-MAY-2039, 6.26%, 05/16/39 TAX 2024-1A 02157JAA3 - - 7,751,589 $7,794,917 $7,794,917 0.12 $7,762,567
COOPR Residential Mortgage Trust 2025-CES3 A1A 4.84% 25-SEP-2060, 4.84%, 09/25/60 COOPR 2025-CES3 216926AA3 - - 7,553,275 $7,572,022 $7,572,022 0.11 $7,533,433
Connecticut Avenue Securities Trust 2025-R01 1M2 5.16721% 25-JAN-2045, 5.17%, 01/25/45 CAS 2025-R01 20755JAC7 - - 7,526,000 $7,535,993 $7,535,993 0.11 $7,523,030
SALUDA GR ALT MTG TR 25 RRTL1 A1, 5.32%, 10/25/40 GRADE 2025-RRTL1 79582NAA7 - - 7,388,000 $7,423,316 $7,423,316 0.11 $7,381,828
COOPR Residential Mortgage Trust 2026-CES1 A1B 4.996% 25-FEB-2061, 5.00%, 01/01/61 COOPR 2026-CES1 21689GAB4 - - 7,363,345 $7,398,978 $7,398,978 0.11 $7,360,147
FHLMC 30yr Pool#QX0520 5.500% 01-Dec-2054, 5.50%, 12/01/54 FR 31425USJ5 - - 6,916,583 $7,280,549 $7,280,549 0.11 $7,055,978
ACHM Trust 2024-HE1 A 6.55% 25-MAY-2039, 6.55%, 05/25/39 ACHM 2024-HE1 00449TAA3 - - 6,942,374 $7,176,141 $7,176,141 0.11 $7,158,457
FIGRE TRUST 2025-HE6 FLTG 2055 C, 5.25%, 09/25/55 FIGRE 2025-HE6 31684NAC1 - - 7,167,677 $7,175,822 $7,175,822 0.11 $7,136,139
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 $7,046,930 $7,046,930 0.10 $7,007,975
PRPM 2025-RCF3, LLC, 5.77%, 08/25/28 PRPM 2025-6 69395KAA1 - - 6,980,213 $7,013,382 $7,013,382 0.10 $6,970,839
FHLMC 30yr Pool#QG3912 5.500% 01-Jun-2053, 5.50%, 06/01/53 FR 3133C4KZ6 - - 6,824,588 $7,010,632 $7,010,632 0.10 $6,962,237
Mello Mortgage Capital Acceptance 2024-SD1 A1 4.0% 25-APR-2054, 4.00%, 04/25/54 MELLO 58550DAA1 - - 7,063,818 $6,976,655 $6,976,655 0.10 $6,965,667
LHOME Mortgage Trust 2024-RTL4 A2 6.092% 25-JUL-2039, 6.09%, 07/25/39 LHOME 2024-RTL4 50205PAB8 - - 6,870,000 $6,903,309 $6,903,309 0.10 $6,887,033
RCKT MORTGAGE TRUST 2025 5.24863% 55, 5.25%, 08/25/55 RCKT 2025-CES8 74939WAB6 - - 6,826,844 $6,865,821 $6,865,821 0.10 $6,827,999
FHLMC 30yr Pool#QX9929 6.000% 01-Apr-2055, 6.00%, 04/01/55 FR 31426HA78 - - 5,886,341 $6,780,800 $6,780,800 0.10 $6,069,734
FNMA 30yr Pool#DD8495 5.500% 01-May-2055, 5.50%, 05/01/55 FN 3140B9NM7 - - 6,578,685 $6,761,445 $6,761,445 0.10 $6,710,724
FNMA 30yr Pool#FA0339 5.500% 01-Jan-2055, 5.50%, 01/01/55 FN 3140W0LV5 - - 6,399,077 $6,696,372 $6,696,372 0.10 $6,602,335
FNMA 30yr Pool#FS4356 6.000% 01-May-2053, 6.00%, 05/01/53 FN 3140XKZW3 - - 6,296,079 $6,647,149 $6,647,149 0.10 $6,495,191
Ally Bank Auto Credit-Linked Notes, Series 2025-A D 4.991% 15-JUN-2033, 4.99%, 06/15/33 ABCLN 2025-A 02007G5G4 - - 6,525,026 $6,575,281 $6,575,281 0.10 $6,553,570
EFMT 2025-RTL1 0% 40, 5.22%, 11/25/40 EFMT 2025-RTL1 26846FAA7 - - 6,512,000 $6,538,122 $6,538,122 0.10 $6,524,900
FNMA 30yr Pool#DA1456 5.500% 01-Sep-2053, 5.50%, 09/01/53 FN 3140A1TN7 - - 6,274,407 $6,446,140 $6,446,140 0.10 $6,399,590
HOMES 2026-INV1 Trust A1D 5.077% 25-AUG-2060, 5.08%, 08/25/60 HOMES 2026-INV1 43761FAD7 - - 6,412,713 $6,419,076 $6,419,076 0.09 $6,406,415
LHOME Mortgage Trust 2024-RTL1 A1 7.017% 25-JAN-2029, 7.02%, 01/25/29 LHOME 2024-RTL1 50205DAA7 - - 6,341,000 $6,368,953 $6,368,953 0.09 $6,351,649
PRET 2025-RPL2 Trust A1 4.0% 25-FEB-2065, 4.00%, 08/25/64 PRET 2025-RPL2 69392LAA2 - - 6,409,748 $6,364,583 $6,364,583 0.09 $6,337,520
FNMA 30yr Pool#FS7397 6.000% 01-Mar-2054, 6.00%, 03/01/54 FN 3140XPGF0 - - 5,904,495 $6,362,560 $6,362,560 0.09 $6,091,223
RCKT Mortgage Trust 2024-CES1 A1B 6.325% 25-FEB-2044, 6.33%, 02/25/44 RCKT 2024-CES1 749424AB3 - - 6,265,665 $6,346,261 $6,346,261 0.09 $6,304,429
FNMA 30yr Pool#FM4129 4.000% 01-Sep-2050, 4.00%, 09/01/50 FN 3140X7ST7 - - 6,490,822 $6,345,093 $6,345,093 0.09 $6,277,592
FIGRE TRUST 2025-HE6 FLTG 2055 B, 5.14%, 09/25/55 FIGRE 2025-HE6 31684NAB3 - - 6,317,673 $6,327,298 $6,327,298 0.09 $6,292,994
FHLMC 30yr Pool#SD5223 6.000% 01-Apr-2054, 6.00%, 04/01/54 FR 3132DSYU0 - - 5,976,760 $6,321,980 $6,321,980 0.09 $6,165,774
Brean Asset Backed Securities Trust 2024-RM9 A1 5.0% 25-SEP-2064, 5.00%, 09/25/64 BABS 2024-RM9 10638DAA8 - - 6,299,579 $6,294,297 $6,294,297 0.09 $6,282,048
Connecticut Avenue Securities Trust 2022-R04 1B2 13.16721% 25-MAR-2042, 13.17%, 03/25/42 CAS 2022-R04 20753YAL6 - - 5,793,401 $6,267,723 $6,267,723 0.09 $6,242,295
FNMA 30yr Pool#DB4017 6.000% 01-May-2054, 6.00%, 05/01/54 FN 3140ADPB1 - - 5,862,384 $6,225,136 $6,225,136 0.09 $6,047,781
FNMA 30yr Pool#DA1468 6.000% 01-Sep-2053, 6.00%, 09/01/53 FN 3140A1T23 - - 5,883,290 $6,138,865 $6,138,865 0.09 $6,094,475
FNMA 30yr Pool#DE6050 6.000% 01-Aug-2055, 6.00%, 08/01/55 FN 3140BJWL7 - - 5,785,825 $6,105,288 $6,105,288 0.09 $6,027,817
FIGRE TRUST 2025-HE4 5.408% 55, 5.41%, 07/25/55 FIGRE 2025-HE4 31684PAA0 - - 6,022,797 $6,101,254 $6,101,254 0.09 $6,066,873
FNMA 30yr Pool#DD5556 6.000% 01-Mar-2055, 6.00%, 03/01/55 FN DD5556 MTGE 3140B6E68 - - 5,378,496 $5,993,520 $5,993,520 0.09 $5,548,590
PRPM 2025-RPL3 A1 3.25% 25-APR-2055, 3.25%, 04/25/55 PRPM 2025-RPL3 69392NAA8 - - 6,106,037 $5,949,818 $5,949,818 0.09 $5,928,871
FHLMC 30yr Pool#QH7040 6.000% 01-Dec-2053, 6.00%, 12/01/53 FR 3133CKZD3 - - 5,668,927 $5,885,307 $5,885,307 0.09 $5,843,317
FNMA 30yr Pool#FM7479 4.500% 01-Jan-2050, 4.50%, 01/01/50 FN 3140XBJZ4 - - 5,790,312 $5,834,958 $5,834,958 0.09 $5,742,903
FNMA 30yr Pool#DE7796 6.000% 01-Aug-2055, 6.00%, 08/01/55 FN 3140BLUW0 - - 5,494,266 $5,829,169 $5,829,169 0.09 $5,668,021
Connecticut Avenue Securities, Series 2021-R02 2B2 9.86721% 25-NOV-2041, 9.87%, 11/25/41 CAS 2021-R02 20754KAJ0 - - 5,616,000 $5,802,471 $5,802,471 0.09 $5,784,000
FHLMC 30yr Pool#QH4638 6.000% 01-Nov-2053, 6.00%, 11/01/53 FR 3133CHEK7 - - 5,561,896 $5,774,775 $5,774,775 0.09 $5,732,993
FHLMC 30yr Pool#SD3018 5.500% 01-May-2053, 5.50%, 05/01/53 FR 3132DQK70 - - 5,432,869 $5,758,836 $5,758,836 0.09 $5,548,285
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA3 M2 8.01721% 25-APR-2042, 8.02%, 04/25/42 STACR 2022-DNA3 35564KVE6 - - 5,528,314 $5,733,713 $5,733,713 0.08 $5,718,940
FIGRE Trust 2026-HE1 C 5.434% 25-JAN-2056, 5.43%, 01/25/56 FIGRE 2026-HE1 30249NAE7 - - 5,692,946 $5,716,846 $5,716,846 0.08 $5,704,815
TVC Mortgage Trust 2025-RRTL1 A2 6.68% 25-APR-2040, 6.68%, 04/25/40 TVC 2025-RRTL1 900927AB0 - - 5,597,000 $5,706,328 $5,706,328 0.08 $5,691,789
FNMA 30yr Pool#FS1578 4.000% 01-Oct-2050, 4.00%, 10/01/50 FN 3140XGXG9 - - 5,748,447 $5,679,602 $5,679,602 0.08 $5,580,214
MS RES MTG LN TR 2025-SPL1 A1, 4.25%, 02/25/65 MSRM 2025-SPL1 617946AA6 - - 5,702,719 $5,652,969 $5,652,969 0.08 $5,627,386
SF ABS ISSUER 2025-1 0%55 A2, 5.38%, 11/25/55 SFARM 2025-1A 784193AA2 - - 5,750,000 $5,627,008 $5,627,008 0.08 $5,614,985
FNMA 30yr Pool#FS0088 4.000% 01-Mar-2050, 4.00%, 03/01/50 FN 3140XFC25 - - 5,670,817 $5,583,655 $5,583,655 0.08 $5,513,369
FHLMC 30yr Pool#SD3813 6.000% 01-Jul-2053, 6.00%, 07/01/53 FR 3132E0GW6 - - 5,278,245 $5,510,685 $5,510,685 0.08 $5,465,370
OCEANVIEW MORTGAGE TRUST 4.99888% 55, 4.57%, 12/25/55 BVINV 2025-4 67647DAU3 - - 5,487,555 $5,497,282 $5,497,282 0.08 $5,487,536
FHLMC 30yr Pool#SD2606 4.500% 01-Sep-2051, 4.50%, 09/01/51 FR 3132DP3P1 - - 5,471,350 $5,463,920 $5,463,920 0.08 $5,412,505
Huntington Bank Auto Credit-Linked Notes, Series 2025-1 B 4.957% 20-MAR-2033, 4.96%, 03/21/33 HACLN 2025-1 446438SX2 - - 5,396,042 $5,443,574 $5,443,574 0.08 $5,429,457
BX Trust 2021-SDMF A 4.363% 15-SEP-2034, 4.36%, 09/15/34 BX 2021-SDMF 12434CAA2 - - 5,355,350 $5,365,115 $5,365,115 0.08 $5,350,834
LHOME Mortgage Trust 2024-RTL2 A1 7.128% 25-MAR-2029, 7.13%, 03/25/29 LHOME 50205JAA4 - - 5,293,684 $5,327,095 $5,327,095 0.08 $5,312,421
PRPM 2025-5 0%30, 5.73%, 07/25/30 PRPM 2025-5 69392RAA9 - - 5,176,969 $5,198,088 $5,198,088 0.08 $5,166,782
FNMA 30yr Pool#DC7015 5.500% 01-Dec-2054, 5.50%, 12/01/54 FN 3140AUYM9 - - 4,952,400 $5,189,474 $5,189,474 0.08 $5,052,210
FNMA 30yr Pool#BX5986 5.500% 01-Mar-2053, 5.50%, 03/01/53 FN 3140NAUL5 - - 4,924,241 $5,135,040 $5,135,040 0.08 $5,099,715
FNMA 30yr Pool#DF0300 5.500% 01-Sep-2055, 5.50%, 09/01/55 FN 3140BQKN0 - - 4,991,429 $5,127,006 $5,127,006 0.08 $5,091,610
FNMA 30yr Pool#DB4019 6.000% 01-May-2054, 6.00%, 05/01/54 FN 3140ADPD7 - - 4,923,600 $5,112,308 $5,112,308 0.08 $5,075,061
FHLMC 30yr Pool#QJ9072 6.000% 01-Nov-2054, 6.00%, 11/01/54 FR 3133D1CH0 - - 4,910,969 $5,106,142 $5,106,142 0.08 $5,066,278
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 $5,072,007 $5,072,007 0.07 $5,050,747
FHLMC 30yr Pool#QH2242 5.500% 01-Sep-2053, 5.50%, 09/01/53 FR 3133CEP30 - - 4,929,914 $5,067,035 $5,067,035 0.07 $5,028,272
JP Morgan Mortgage Trust 2026-CES1 A3 5.332% 25-JUN-2056, 5.33%, 06/25/56 JPMMT 2026-CES1 46660BAE9 - - 5,000,000 $5,029,664 $5,029,664 0.07 $5,001,523
FNMA 30yr Pool#CA0706 4.000% 01-Nov-2047, 4.00%, 11/01/47 FN 3140Q7YC5 - - 5,150,543 $5,027,839 $5,027,839 0.07 $4,990,320
FNMA 30yr Pool#BY0337 6.500% 01-May-2053, 6.50%, 05/01/53 FN 3140NGLT5 - - 4,761,620 $5,016,037 $5,016,037 0.07 $4,976,774
FHLMC 30yr Pool#QF9863 5.500% 01-Mar-2053, 5.50%, 03/01/53 FR 3133BX5Y3 - - 4,782,011 $4,975,306 $4,975,306 0.07 $4,940,685
ABL 2024-RTL1 A2 7.457% 25-SEP-2029, 7.46%, 09/25/29 ABL 2024-RTL1 00092EAB4 - - 4,840,000 $4,875,416 $4,875,416 0.07 $4,861,380
Kinetic ABS Issuer, Secured Fiber Network Revenue Term Notes, Series 2026-1 B_261 5.561% 25-FEB-2056, 5.56%, 02/25/56 UNITK 2026-1A 49459AAC4 - - 4,810,000 $4,856,161 $4,856,161 0.07 $4,827,184
FNMA 30yr Pool#DA5019 6.500% 01-Nov-2053, 6.50%, 11/01/53 FN 3140A5SH2 - - 4,571,554 $4,843,656 $4,843,656 0.07 $4,807,905
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 $4,837,570 $4,837,570 0.07 $4,799,534
FHLMC 30yr Pool#QZ1060 6.000% 01-Aug-2055, 6.00%, 08/01/55 FR 31426XFA1 - - 4,444,396 $4,823,112 $4,823,112 0.07 $4,585,794
FHLMC 30yr Pool#SD2715 4.500% 01-Sep-2050, 4.50%, 09/01/50 FR 3132DQAQ9 - - 4,759,617 $4,760,059 $4,760,059 0.07 $4,717,921
PRPM 2025 RCF4 LLC 4.5% 55, 4.50%, 08/25/55 PRPM 2025-RCF4 69382WAA0 - - 4,711,277 $4,715,607 $4,715,607 0.07 $4,693,229
Homeward Opportunities Fund Trust 2025-RRTL2 A1 5.237% 25-AUG-2040, 5.24%, 09/25/40 HOF 2025-RRTL2 437923AA3 - - 4,682,000 $4,703,533 $4,703,533 0.07 $4,693,997
FNMA 30yr Pool#DE9377 6.000% 01-Sep-2055, 6.00%, 09/01/55 FN 3140BNM39 - - 4,331,758 $4,694,319 $4,694,319 0.07 $4,469,572
FNMA 30yr Pool#BX9326 5.500% 01-Mar-2053, 5.50%, 03/01/53 FN 3140NELG8 - - 4,437,024 $4,615,456 $4,615,456 0.07 $4,584,251
FNMA 30yr Pool#DC5656 5.000% 01-Nov-2054, 5.00%, 11/01/54 FN 3140ATJA5 - - 4,573,566 $4,610,603 $4,610,603 0.07 $4,580,863
Connecticut Avenue Securities Trust 2022-R07 1M2 8.31721% 25-JUN-2042, 8.32%, 06/25/42 CAS 2022-R07 20754MCB1 - - 4,397,000 $4,597,255 $4,597,255 0.07 $4,585,065
FHLMC 30yr Pool#QH4473 6.000% 01-Nov-2053, 6.00%, 11/01/53 FR 3133CG6J1 - - 4,391,040 $4,570,550 $4,570,550 0.07 $4,526,118
FHLMC 30yr Pool#RA1100 4.000% 01-Jul-2049, 4.00%, 07/01/49 FR 3133KGGH5 - - 4,655,252 $4,531,668 $4,531,668 0.07 $4,502,323
Affirm Asset Securitization Trust 2025-X2 C 4.93% 15-OCT-2030, 4.93%, 10/15/30 AFFRM 2025-X2 00835DAC6 - - 4,500,000 $4,529,945 $4,529,945 0.07 $4,515,155
FHLMC 30yr Pool#QH2259 6.000% 01-Sep-2053, 6.00%, 09/01/53 FR 3133CEQL9 - - 4,233,839 $4,416,035 $4,416,035 0.07 $4,364,081
FNMA 30yr Pool#DD3307 6.000% 01-Feb-2055, 6.00%, 02/01/55 FN DD3307 MTGE 3140B3U91 - - 4,042,060 $4,297,589 $4,297,589 0.06 $4,169,889
FNMA 30yr Pool#FS3246 5.500% 01-Nov-2052, 5.50%, 11/01/52 FN 3140XJTC7 - - 4,054,688 $4,277,677 $4,277,677 0.06 $4,200,758
EFMT 2026-CES1 A3 5.466% 25-DEC-2060, 5.47%, 12/25/60 EFMT 2026-CES1 26846MAE4 - - 4,250,000 $4,271,028 $4,271,028 0.06 $4,246,507
FIGRE Trust 2025-HE3 B 5.71% 25-MAY-2055, 5.71%, 05/25/55 FIGRE 2025-HE3 31684LAB7 - - 4,172,572 $4,248,440 $4,248,440 0.06 $4,223,291
SREIT Commercial Mortgage Trust 2021-MFP B 4.8538% 15-NOV-2038, 4.85%, 11/15/38 SREIT 2021-MFP 78472UAC2 - - 4,194,208 $4,203,294 $4,203,294 0.06 $4,190,852
FNMA 30yr Pool#BX0419 5.500% 01-Nov-2052, 5.50%, 11/01/52 FN 3140N4PD3 - - 4,073,001 $4,198,466 $4,198,466 0.06 $4,168,878
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-HQA4 B2 10.66721% 25-DEC-2041, 10.67%, 12/25/41 STACR 2021-HQA4 35564KPP8 - - 4,000,000 $4,188,980 $4,188,980 0.06 $4,174,758
FHLMC 30yr Pool#QF7280 5.500% 01-Jan-2053, 5.50%, 01/01/53 FR 3133BVCR4 - - 3,981,097 $4,181,701 $4,181,701 0.06 $4,125,061
Ginnie Mae REMIC Trust 2023-116 LF 5.003% 20-AUG-2053, 4.96%, 08/20/53 GNR 2023-116 38384EFT7 - - 4,129,032 $4,179,194 $4,179,194 0.06 $4,168,382
FIGRE TRUST 2025-FL1 5.265% 55, 5.26%, 07/25/55 FIGRE 2025-FL1 31684QAA8 - - 4,145,686 $4,172,229 $4,172,229 0.06 $4,149,189
FNMA 30yr Pool#FA3788 5.500% 01-Nov-2055, 5.50%, 11/01/55 FN 3140W4F69 - - 4,006,703 $4,169,454 $4,169,454 0.06 $4,136,326
Vista Point Securitization Trust 2026-CES1|5.376|02/25/2056, 5.38%, 02/25/56 VSTA 2026-CES1 92790EAC4 - - 4,169,000 $4,163,004 $4,163,004 0.06 $4,154,911
FHLMC 30yr Pool#QH5204 6.500% 01-Nov-2053, 6.50%, 11/01/53 FR 3133CHX91 - - 3,698,389 $4,154,342 $4,154,342 0.06 $3,889,597
EASY STREET MORTGAGE LN 5.606%40 A1, 5.61%, 10/25/40 EASY 2025-RTL2 27786YAA6 - - 4,100,000 $4,113,441 $4,113,441 0.06 $4,104,503
FNMA 30yr Pool#CB2907 3.500% 01-Feb-2052, 3.50%, 02/01/52 FN 3140QNGR7 - - 4,311,292 $4,109,482 $4,109,482 0.06 $4,068,210
FHLMC 30yr Pool#QX6719 6.000% 01-Feb-2055, 6.00%, 02/01/55 FR 31426CPD0 - - 3,754,151 $4,084,109 $4,084,109 0.06 $3,872,875
FHLMC 30yr Pool#QH0826 5.500% 01-Sep-2053, 5.50%, 09/01/53 FR 3133CC4K9 - - 3,372,724 $4,081,078 $4,081,078 0.06 $3,490,213
LHOME MORTGAGE TR 2025-RTL3 A1, 5.24%, 08/25/40 LHOME 2025-RTL3 50205YAA1 - - 4,000,000 $4,032,387 $4,032,387 0.06 $4,024,238
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 $4,029,775 $4,029,775 0.06 $4,006,882
JP Morgan Mortgage Trust 2026-CES1 A2 5.182% 25-JUN-2056, 5.18%, 06/25/56 JPMMT 2026-CES1 46660BAD1 - - 4,000,000 $4,014,020 $4,014,020 0.06 $3,992,141
FIGRE Trust 2025-HE3 C 5.91% 25-MAY-2055, 5.91%, 05/25/55 FIGRE 2025-HE3 31684LAC5 - - 3,922,218 $3,979,491 $3,979,491 0.06 $3,955,022
FNMA 30yr Pool#BW6314 5.500% 01-Aug-2052, 5.50%, 08/01/52 FN 3140MYAQ5 - - 3,835,020 $3,959,543 $3,959,543 0.06 $3,928,889
FIGRE Trust 2026-HE1 B 5.183% 25-JAN-2056, 5.18%, 01/25/56 FIGRE 2026-HE1 30249NAD9 - - 3,822,616 $3,946,931 $3,946,931 0.06 $3,830,221
FNMA 30yr Pool#DE7795 6.000% 01-Aug-2055, 6.00%, 08/01/55 FN 3140BLUV2 - - 3,795,136 $3,945,928 $3,945,928 0.06 $3,915,878
Fannie Mae REMIC Trust 2020-98 AI 3.5% 25-JAN-2061, 3.50%, 01/25/61 FNR 2020-98 3136BDLE6 - - 18,357,737 $3,933,205 $3,933,205 0.06 $3,865,192
FNMA 30yr Pool#DF1002 6.000% 01-Oct-2055, 6.00%, 10/01/55 FN 3140BRDG1 - - 3,386,818 $3,924,456 $3,924,456 0.06 $3,494,002
EFMT 2026-CES1 A2 5.316% 25-DEC-2060, 5.32%, 12/25/60 EFMT 2026-CES1 26846MAD6 - - 3,881,000 $3,897,044 $3,897,044 0.06 $3,875,267
FNMA 30yr Pool#DA5072 6.500% 01-Nov-2053, 6.50%, 11/01/53 FN 3140A5T65 - - 3,665,293 $3,861,063 $3,861,063 0.06 $3,829,763
FNMA 30yr Pool#FS2135 4.000% 01-Nov-2049, 4.00%, 11/01/49 FN 3140XHLR6 - - 3,913,403 $3,838,764 $3,838,764 0.06 $3,791,383
FNMA 30yr Pool#BY0335 6.000% 01-May-2053, 6.00%, 05/01/53 FN 3140NGLR9 - - 3,642,526 $3,769,232 $3,769,232 0.06 $3,740,444
FNMA 30yr Pool#DE2819 5.500% 01-Jun-2055, 5.50%, 06/01/55 FN 3140BFDZ5 - - 3,658,016 $3,756,620 $3,756,620 0.06 $3,731,435
Connecticut Avenue Securities Trust 2024-R06 1M2 5.26721% 25-SEP-2044, 5.27%, 09/25/44 CAS 2024-R06 20755RAC9 - - 3,665,867 $3,677,495 $3,677,495 0.05 $3,671,059
FHLMC 30yr Pool#QI8221 6.000% 01-Jun-2054, 6.00%, 06/01/54 FR 3133WFD20 - - 3,411,256 $3,652,555 $3,652,555 0.05 $3,519,137
FHLMC 30yr Pool#QH1144 5.500% 01-Sep-2053, 5.50%, 09/01/53 FR 3133CDHV9 - - 3,481,605 $3,628,266 $3,628,266 0.05 $3,602,331
FNMA 30yr Pool#FS2713 4.500% 01-Oct-2050, 4.50%, 10/01/50 FN 3140XJAP8 - - 3,603,924 $3,615,010 $3,615,010 0.05 $3,574,416
FHLMC 30yr Pool#QF7810 5.500% 01-Jan-2053, 5.50%, 01/01/53 FR 3133BVVB8 - - 3,343,343 $3,487,593 $3,487,593 0.05 $3,463,180
FNMA 30yr Pool#BX6124 6.500% 01-Jan-2053, 6.50%, 01/01/53 FN 3140NAYW7 - - 3,260,649 $3,481,005 $3,481,005 0.05 $3,455,012
FHLMC 30yr Pool#QZ3837 6.000% 01-Sep-2055, 6.00%, 09/01/55 FR 31427BHP3 - - 3,334,221 $3,465,925 $3,465,925 0.05 $3,440,299
FHLMC 30yr Pool#SD1416 4.500% 01-Dec-2048, 4.50%, 12/01/48 FR 3132DNSD6 - - 3,457,883 $3,454,898 $3,454,898 0.05 $3,429,571
FHLMC 30yr Pool#QX5273 6.000% 01-Feb-2055, 6.00%, 02/01/55 FR 31426A2F4 - - 3,211,449 $3,442,642 $3,442,642 0.05 $3,313,011
FNMA 30yr Pool#FM7031 4.000% 01-Jan-2051, 4.00%, 01/01/51 FN 3140XAY55 - - 3,518,665 $3,437,446 $3,437,446 0.05 $3,403,074
OBX 2026-HE1 Trust|5.15786|02/25/2056, 5.16%, 02/25/56 OBX 2026-HE1 67124BAB1 - - 3,428,000 $3,429,390 $3,429,390 0.05 $3,423,987
RCKT Mortgage Trust 2025-CES2 A1B 5.603% 25-FEB-2055, 5.60%, 02/25/55 RCKT 2025-CES2 74942BAB7 - - 3,378,883 $3,417,483 $3,417,483 0.05 $3,397,499
FHLMC 30yr Pool#QH7549 6.000% 01-Dec-2053, 6.00%, 12/01/53 FR 3133CLL61 - - 3,282,532 $3,409,104 $3,409,104 0.05 $3,383,510
RCKT Mortgage Trust 2023-CES1 A1A 6.515% 25-JUN-2043, 6.51%, 06/25/43 RCKT 74935WAA2 - - 3,361,464 $3,385,910 $3,385,910 0.05 $3,362,794
FINANCE OF AMERICA STRUCTURE 3.5% 74, 3.50%, 02/25/74 FASST 2024-S1 31740RAB6 - - 3,424,725 $3,378,941 $3,378,941 0.05 $3,374,279
FNMA 30yr Pool#BX8700 5.500% 01-Mar-2053, 5.50%, 03/01/53 FN 3140NDU21 - - 2,741,349 $3,364,608 $3,364,608 0.05 $2,815,052
RCKT Mortgage Trust 2026-CES1 A1B 4.928% 25-JAN-2056, 4.93%, 01/25/56 RCKT 2026-CES1 74939BAB2 - - 3,309,904 $3,320,985 $3,320,985 0.05 $3,303,767
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 - - 3,216,543 $3,252,340 $3,252,340 0.05 $3,243,848
Saluda Grade Alternative Mortgage Trust 2023-RTL3 A1 8.0% 25-APR-2029, 8.00%, 04/25/29 GRADE 2023-RTL3 79583YAA2 - - 3,230,175 $3,240,497 $3,240,497 0.05 $3,213,220
FNMA 30yr Pool#FM1540 4.000% 01-Sep-2049, 4.00%, 09/01/49 FN 3140X4WA0 - - 3,274,071 $3,218,370 $3,218,370 0.05 $3,166,515
FHLMC 30yr Pool#QH6041 5.500% 01-Dec-2053, 5.50%, 12/01/53 FR 3133CJWA5 - - 3,116,389 $3,201,221 $3,201,221 0.05 $3,178,055
FNMA 30yr Pool#MA4026 4.000% 01-May-2050, 4.00%, 05/01/50 FN 31418DPL0 - - 3,261,840 $3,198,818 $3,198,818 0.05 $3,159,804
FNMA 30yr Pool#BX9422 5.500% 01-Mar-2053, 5.50%, 03/01/53 FN 3140NEPG4 - - 2,874,508 $3,151,488 $3,151,488 0.05 $2,932,799
FHLMC 30yr Pool#SD1111 4.000% 01-Jun-2050, 4.00%, 06/01/50 FR 3132DNGU1 - - 3,158,188 $3,104,277 $3,104,277 0.05 $3,073,031
FHLMC 30yr Pool#QZ4951 6.000% 01-Oct-2055, 6.00%, 10/01/55 FR 31427CQD8 - - 2,983,058 $3,102,532 $3,102,532 0.05 $3,077,964
Gracie Point International Funding, Series 2024-1 B 6.29671% 01-MAR-2028, 5.83%, 03/01/28 GPIF 2024-1A 38410KAB5 - - 3,007,000 $3,058,223 $3,058,223 0.05 $3,007,000
COOPR Residential Mortgage Trust 2026-CES1 A2 5.158% 25-FEB-2061, 5.16%, 01/01/61 COOPR 2026-CES1 21689GAD0 - - 2,949,000 $2,969,649 $2,969,649 0.04 $2,953,593
BX Trust 2021-BXMF C 4.96527% 15-OCT-2038, 4.97%, 10/15/26 BX 2021-BXMF 05609RAJ3 - - 2,958,012 $2,964,492 $2,964,492 0.04 $2,955,515
FNMA 30yr Pool#MA4056 4.000% 01-Jun-2050, 4.00%, 06/01/50 FN 31418DQJ4 - - 3,030,068 $2,961,902 $2,961,902 0.04 $2,928,738
GWT Commercial Mortgage Trust 2024-WLF2 A 5.35089% 15-MAY-2041, 5.35%, 05/15/41 GWT 2024-WLF2 362414AA2 - - 2,900,000 $2,907,248 $2,907,248 0.04 $2,897,765
FNMA 30yr Pool#DA3549 6.500% 01-Oct-2053, 6.50%, 10/01/53 FN 3140A35K5 - - 2,208,444 $2,900,375 $2,900,375 0.04 $2,322,622
FHLMC 30yr Pool#QE6404 5.500% 01-Jul-2052, 5.50%, 07/01/52 FR 3133BGDH8 - - 2,677,741 $2,867,973 $2,867,973 0.04 $2,743,985
Fannie Mae Pool|4|03/01/2050, 4.00%, 03/01/50 FN 3140X8S24 - - 2,904,565 $2,852,322 $2,852,322 0.04 $2,814,000
FHLMC 30yr Pool#QZ4131 6.000% 01-Sep-2055, 6.00%, 09/01/55 FR 31427BSV8 - - 2,720,543 $2,827,091 $2,827,091 0.04 $2,806,580
FNMA 30yr Pool#MA3496 4.500% 01-Oct-2048, 4.50%, 10/01/48 FN 31418C3E2 - - 2,800,799 $2,812,041 $2,812,041 0.04 $2,777,867
FHLMC 30yr Pool#QG2539 6.500% 01-May-2053, 6.50%, 05/01/53 FR 3133C2ZC5 - - 2,674,994 $2,800,518 $2,800,518 0.04 $2,776,994
Chase Mortgage Reference Notes, Series 2021-CL1 M1 4.86721% 25-FEB-2050, 4.87%, 02/25/50 CHASE 2021-CL1 46591HBX7 - - 2,849,996 $2,790,307 $2,790,307 0.04 $2,785,655
FHLMC 30yr Pool#QE8542 5.500% 01-Aug-2052, 5.50%, 08/01/52 FR 3133BJP30 - - 2,620,373 $2,773,027 $2,773,027 0.04 $2,684,855
RCKT MORTGAGE TRUST 2025-CE 5.16% 34, 5.16%, 07/25/34 RCKTL 2025-1A 74939RAC5 - - 2,750,000 $2,768,242 $2,768,242 0.04 $2,762,724
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 $2,763,188 $2,763,188 0.04 $2,755,594
FNMA 30yr Pool#BV5393 3.500% 01-Apr-2052, 3.50%, 04/01/52 FN 3140MJ7F6 - - 2,864,456 $2,717,919 $2,717,919 0.04 $2,700,623
OBX 2026-HE1 Trust|5.30786|02/25/2056, 5.31%, 02/25/56 OBX 2026-HE1 67124BAD7 - - 2,707,000 $2,711,197 $2,711,197 0.04 $2,706,807
FHLMC 30yr Pool#SD6905 6.000% 01-Nov-2054, 6.00%, 11/01/54 FR 3132DUU62 - - 2,578,114 $2,696,009 $2,696,009 0.04 $2,657,423
FHLMC 30yr Pool#QF9276 5.500% 01-Mar-2053, 5.50%, 03/01/53 FR 3133BXJV4 - - 2,558,497 $2,667,963 $2,667,963 0.04 $2,650,077
FNMA 30yr Pool#DA1511 5.500% 01-Oct-2053, 5.50%, 10/01/53 FN 3140A1VD6 - - 2,593,753 $2,666,100 $2,666,100 0.04 $2,645,361
FNMA 30yr Pool#DE2839 6.000% 01-Jun-2055, 6.00%, 06/01/55 FN 3140BFEM3 - - 2,482,560 $2,665,356 $2,665,356 0.04 $2,561,543
FHLMC 30yr Pool#SD2897 5.500% 01-May-2053, 5.50%, 05/01/53 FR 3132DQGE0 - - 2,532,769 $2,656,167 $2,656,167 0.04 $2,586,713
Bayview Opportunity Master Fund VII Trust 2024-CAR1 B 4.96721% 25-DEC-2031, 4.97%, 12/26/31 BVCLN 2024-CAR1 07336QAB8 - - 2,623,509 $2,633,901 $2,633,901 0.04 $2,629,557
FHLMC 30yr Pool#Q57869 4.000% 01-Aug-2048, 4.00%, 08/01/48 FG 3132Y1W79 - - 2,691,478 $2,628,252 $2,628,252 0.04 $2,610,496
EFMT 2026-CES1 A1B 5.116% 25-DEC-2060, 5.12%, 12/25/60 EFMT 2026-CES1 26846MAB0 - - 2,615,634 $2,623,497 $2,623,497 0.04 $2,609,372
FIGRE Trust 2024-HE4 B 5.252% 25-SEP-2054, 5.25%, 09/25/54 FIGRE 2024-HE4 31684UAB7 - - 2,604,442 $2,616,497 $2,616,497 0.04 $2,611,178
Vista Point Securitization Trust 2026-CES1|5.226|02/25/2056, 5.23%, 02/25/56 VSTA 2026-CES1 92790EAB6 - - 2,600,000 $2,594,383 $2,594,383 0.04 $2,589,477
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-HQA3 B2 9.91721% 25-SEP-2041, 9.92%, 09/25/41 STACR 2021-HQA3 35564KKL2 - - 2,504,211 $2,574,060 $2,574,060 0.04 $2,565,782
PRPM 2026-RCF1 A3 5.305% 25-JAN-2056, 5.30%, 01/25/56 PRPM 2026-RCF1 69383VAF0 - - 2,500,000 $2,523,293 $2,523,293 0.04 $2,509,293
PRPM 2026-RCF1 A2 5.206% 25-JAN-2056, 5.21%, 01/25/56 PRPM 2026-RCF1 69383VAB9 - - 2,500,000 $2,523,135 $2,523,135 0.04 $2,509,396
FHLMC 30yr Pool#SD3523 3.000% 01-Jun-2052, 3.00%, 06/01/52 FR 3132DQ4G8 - - 2,757,726 $2,507,111 $2,507,111 0.04 $2,481,004
BX Trust 2021-BXMF G 7.123513% 15-OCT-2038, 7.12%, 10/15/26 BX 2021-BXMF 05609RAS3 - - 2,488,884 $2,492,791 $2,492,791 0.04 $2,481,956
Ginnie Mae REMIC Trust 2017-163 LO 0.0% 16-MAY-2041, 0.00%, 05/16/41 GNR 2017-163 38380KNA9 - - 3,172,161 $2,445,244 $2,445,244 0.04 $2,445,244
FNMA 30yr Pool#DG3733 5.000% 01-Mar-2056, 5.00%, 03/01/56 FN 3140U7EF5 - - 2,433,489 $2,443,825 $2,443,825 0.04 $2,430,372
FNMA 30yr Pool#DC1302 5.000% 01-Aug-2054, 5.00%, 08/01/54 FN 3140ANNU9 - - 2,414,212 $2,433,035 $2,433,035 0.04 $2,416,873
FNMA 30yr Pool#BY8533 6.500% 01-Aug-2053, 6.50%, 08/01/53 FN 3140NRPT7 - - 2,300,691 $2,422,419 $2,422,419 0.04 $2,403,928
FHLMC 30yr Pool#QF0488 5.500% 01-Sep-2052, 5.50%, 09/01/52 FR 3133BMRH0 - - 2,311,147 $2,413,440 $2,413,440 0.04 $2,367,717
FNMA 30yr Pool#BY5913 5.500% 01-Sep-2053, 5.50%, 09/01/53 FN 3140NNSB2 - - 2,308,999 $2,405,401 $2,405,401 0.04 $2,388,215
PRPM 2025-RCF3 LLC 5.25% 55, 5.25%, 07/25/55 PRPM 2025-RCF3 69392PAB1 - - 2,380,125 $2,396,231 $2,396,231 0.04 $2,383,042
Morgan Stanley Residential Mortgage Loan Trust 2026-NQM1 A2 5.032% 25-DEC-2070, 5.03%, 12/25/70 MSRM 2026-NQM1 61780XAF2 - - 2,377,465 $2,380,252 $2,380,252 0.04 $2,367,624
Connecticut Avenue Securities Trust 2022-R08 1M2 7.26721% 25-JUL-2042, 7.27%, 07/25/42 CAS 2022-R08 20755DAB2 - - 2,280,000 $2,359,624 $2,359,624 0.03 $2,354,101
Saluda Grade Alternative Mortgage Trust 2024-FIG5 B 6.603% 25-APR-2054, 6.60%, 04/25/54 GRADE 2024-FIG5 79582MAB7 - - 2,285,964 $2,323,250 $2,323,250 0.03 $2,307,317
Ally Bank Auto Credit-Linked Notes, Series 2024-A C 6.022% 15-MAY-2032, 6.02%, 05/17/32 ABCLN 2024-A 02007GZ63 - - 2,274,406 $2,316,942 $2,316,942 0.03 $2,307,811
FHLMC 30yr Pool#QY9883 6.000% 01-Aug-2055, 6.00%, 08/01/55 FR 31426U6V1 - - 2,153,338 $2,312,944 $2,312,944 0.03 $2,221,846
FNMA 30yr Pool#DF0313 6.000% 01-Sep-2055, 6.00%, 09/01/55 FN 3140BQK34 - - 2,201,631 $2,289,345 $2,289,345 0.03 $2,271,676
PRPM 2024-RCF2 A1 3.75% 25-MAR-2054, 3.75%, 03/25/54 PRPM 2024-RCF2 693987AA7 - - 2,273,231 $2,249,820 $2,249,820 0.03 $2,246,505
FNMA 30yr Pool#DA3538 6.000% 01-Oct-2053, 6.00%, 10/01/53 FN 3140A34Y6 - - 1,688,141 $2,172,287 $2,172,287 0.03 $1,740,072
FHLMC 30yr Pool#QG2543 5.500% 01-May-2053, 5.50%, 05/01/53 FR 3133C2ZG6 - - 2,054,685 $2,110,901 $2,110,901 0.03 $2,096,127
FNMA 30yr Pool#FS3001 4.000% 01-Oct-2051, 4.00%, 10/01/51 FN 3140XJKP7 - - 2,081,613 $2,038,530 $2,038,530 0.03 $2,013,230
FHLMC 30yr Pool#QX7432 6.000% 01-Feb-2055, 6.00%, 02/01/55 FR 31426DHJ4 - - 1,861,615 $2,034,313 $2,034,313 0.03 $1,920,488
FNMA 30yr Pool#FS1640 4.000% 01-Apr-2052, 4.00%, 04/01/52 FN 3140XGZE2 - - 2,083,948 $2,028,901 $2,028,901 0.03 $2,016,037
FNMA 30yr Pool#FA0517 5.500% 01-Feb-2055, 5.50%, 02/01/55 FN 3140W0SF3 - - 1,931,028 $2,013,995 $2,013,995 0.03 $1,969,670
FNMA 30yr Pool#BY0338 6.500% 01-May-2053, 6.50%, 05/01/53 FN 3140NGLU2 - - 1,901,189 $2,001,371 $2,001,371 0.03 $1,985,825
FNMA 30yr Pool#CA7849 4.500% 01-Oct-2050, 4.50%, 10/01/50 FN 3140QFWK1 - - 1,968,888 $1,965,609 $1,965,609 0.03 $1,951,640
Santander Bank Auto Credit-Linked Notes, Series 2024-A B 5.622% 15-JUN-2032, 5.62%, 06/15/32 SBCLN 2024-A 80290CCJ1 - - 1,926,904 $1,958,832 $1,958,832 0.03 $1,951,609
RAM 2024-1 A 5.95% 15-FEB-2039, 6.67%, 02/15/39 RAM 2024-1 751313AA5 - - 1,945,305 $1,954,409 $1,954,409 0.03 $1,945,760
FNMA 30yr Pool#DA0036 6.500% 01-Sep-2053, 6.50%, 09/01/53 FN 3140A0BE8 - - 1,849,244 $1,946,891 $1,946,891 0.03 $1,932,224
FNMA 30yr Pool#BX8072 5.500% 01-Mar-2053, 5.50%, 03/01/53 FN 3140NC6J3 - - 1,864,468 $1,939,341 $1,939,341 0.03 $1,926,334
Chase Mortgage Reference Notes, Series 2020-CL1 M2 6.28821% 25-OCT-2057, 6.29%, 10/25/57 CHASE 2020-CL1 46591HAH3 - - 1,887,240 $1,937,213 $1,937,213 0.03 $1,933,257
FNMA 30yr Pool#DF0998 6.000% 01-Oct-2055, 6.00%, 10/01/55 FN 3140BRDC0 - - 1,767,400 $1,911,580 $1,911,580 0.03 $1,823,629
FNMA 30yr Pool#DD4221 6.000% 01-Feb-2055, 6.00%, 02/01/55 FN DD4221 MTGE 3140B4VP2 - - 1,549,738 $1,894,691 $1,894,691 0.03 $1,598,749
FIGRE Trust 2024-HE1 B 6.506% 25-MAR-2054, 6.51%, 03/25/54 FIGRE 2024-HE1 31684HAB6 - - 1,846,289 $1,893,257 $1,893,257 0.03 $1,888,586
FHLMC 30yr Pool#SI2017 4.000% 01-Dec-2048, 4.00%, 12/01/48 FR 3133USG21 - - 1,914,077 $1,889,421 $1,889,421 0.03 $1,854,397
FHLMC 30yr Pool#QI4878 6.000% 01-Apr-2054, 6.00%, 04/01/54 FR 3133WBM37 - - 1,688,854 $1,860,055 $1,860,055 0.03 $1,742,264
FHF Trust 2024-1 (First Help Financial) A2 5.69% 15-FEB-2030, 5.69%, 02/15/30 FHF 2024-1A 31568AAB2 - - 1,807,109 $1,821,819 $1,821,819 0.03 $1,814,964
Chase Mortgage Reference Notes, Series 2021-CL1 M3 5.21721% 25-FEB-2050, 5.22%, 02/25/50 CHASE 2021-CL1 46591HBZ2 - - 1,858,672 $1,806,188 $1,806,188 0.03 $1,802,956
Foundation Finance Trust 2023-2 A 6.53% 15-JUN-2049, 6.53%, 06/15/49 FFIN 2023-2A 35042RAA4 - - 1,730,120 $1,803,626 $1,803,626 0.03 $1,796,094
FNMA 30yr Pool#BY0361 6.500% 01-Jun-2053, 6.50%, 06/01/53 FN 3140NGMK3 - - 1,712,212 $1,800,327 $1,800,327 0.03 $1,786,018
Connecticut Avenue Securities Trust 2022-R06 1B2 14.26721% 25-MAY-2042, 14.27%, 05/25/42 CAS 2022-R06 20754NAR6 - - 1,596,475 $1,785,179 $1,785,179 0.03 $1,777,587
FHLMC 30yr Pool#SD1551 4.000% 01-Mar-2050, 4.00%, 03/01/50 FR 3132DNWL3 - - 1,796,335 $1,767,326 $1,767,326 0.03 $1,740,325
FNMA 30yr Pool#MA3521 4.000% 01-Nov-2048, 4.00%, 11/01/48 FN 31418C4F8 - - 1,746,541 $1,716,231 $1,716,231 0.03 $1,692,084
PRPM 2025-RCF3 LLC 5.25% 55, 5.25%, 07/25/55 PRPM 2025-RCF3 69392PAC9 - - 1,700,000 $1,710,736 $1,710,736 0.03 $1,701,315
Fannie Mae Pool|4|08/01/2050, 4.00%, 08/01/50 FN 3140X8UA3 - - 1,741,466 $1,693,887 $1,693,887 0.03 $1,683,229
FHLMC 30yr Pool#QG2540 6.500% 01-May-2053, 6.50%, 05/01/53 FR 3133C2ZD3 - - 1,586,474 $1,659,409 $1,659,409 0.02 $1,646,817
FHLMC 30yr Pool#SD0943 3.500% 01-Apr-2052, 3.50%, 04/01/52 FR 3132DNBL6 - - 1,739,269 $1,659,036 $1,659,036 0.02 $1,641,205
NRZ MSR-Collateralized Notes, Series 2021-FHT1 A 3.104% 25-JUL-2026, 3.10%, 07/25/26 NZES 2021-FHT1 62955MAB2 - - 1,650,989 $1,636,705 $1,636,705 0.02 $1,634,712
Chase Mortgage Reference Notes, Series 2021-CL1 M2 5.01721% 25-FEB-2050, 5.02%, 02/25/50 CHASE 2021-CL1 46591HBY5 - - 1,674,373 $1,628,194 $1,628,194 0.02 $1,625,394
FNMA 30yr Pool#DC9709 6.000% 01-Jan-2055, 6.00%, 01/01/55 FN 3140AXYF8 - - 1,466,113 $1,620,424 $1,620,424 0.02 $1,511,214
FHLMC 30yr Pool#QG4340 6.500% 01-Jun-2053, 6.50%, 06/01/53 FR 3133C4ZD9 - - 1,295,071 $1,601,326 $1,601,326 0.02 $1,344,453
FHLMC 30yr Pool#SD4456 4.000% 01-Aug-2050, 4.00%, 08/01/50 FR 3132E05R9 - - 1,623,027 $1,585,140 $1,585,140 0.02 $1,569,709
Santander Bank Auto Credit-Linked Notes, Series 2023-B B 5.64% 15-DEC-2033, 5.64%, 12/15/33 SBCLN 2023-B 80290CCB8 - - 1,554,128 $1,577,785 $1,577,785 0.02 $1,571,942
FNMA 30yr Pool#CB2681 3.500% 01-Jan-2052, 3.50%, 01/01/52 FN 3140QM6T6 - - 1,643,271 $1,567,348 $1,567,348 0.02 $1,550,748
FHLMC 30yr Pool#QY7439 6.000% 01-Jun-2055, 6.00%, 06/01/55 FR 31426SHR3 - - 1,427,716 $1,564,598 $1,564,598 0.02 $1,473,138
FHLMC 30yr Pool#QZ4132 6.000% 01-Sep-2055, 6.00%, 09/01/55 FR 31427BSW6 - - 1,486,845 $1,544,914 $1,544,914 0.02 $1,534,149
Flagship Credit Auto Trust 2023-1 B 5.05% 15-FEB-2028, 5.05%, 01/18/28 FCAT 2023-1 337955AG3 - - 1,494,234 $1,499,571 $1,499,571 0.02 $1,494,540
FHLMC 30yr Pool#Q58477 4.000% 01-Sep-2048, 4.00%, 09/01/48 FG 3132Y2M37 - - 1,493,387 $1,499,337 $1,499,337 0.02 $1,448,454
FHLMC 30yr Pool#QH3309 5.500% 01-Oct-2053, 5.50%, 10/01/53 FR 3133CFVA4 - - 887,675 $1,485,283 $1,485,283 0.02 $905,337
FNMA 30yr Pool#MA3415 4.000% 01-Jul-2048, 4.00%, 07/01/48 FN 31418CYM0 - - 1,473,666 $1,443,922 $1,443,922 0.02 $1,427,717
FNMA 30yr Pool#BT8051 5.500% 01-Jan-2053, 5.50%, 01/01/53 FN 3140LW5M5 - - 1,377,721 $1,437,743 $1,437,743 0.02 $1,427,322
FNMA 30yr Pool#CA5573 4.000% 01-Apr-2050, 4.00%, 04/01/50 FN 3140QDFP4 - - 1,472,380 $1,432,340 $1,432,340 0.02 $1,423,142
FNMA 30yr Pool#BY1896 5.500% 01-May-2053, 5.50%, 05/01/53 FN 3140NJDA9 - - 1,353,176 $1,390,537 $1,390,537 0.02 $1,380,469
FNMA 30yr Pool#CA1931 4.500% 01-Jun-2048, 4.50%, 06/01/48 FN 3140Q9ED1 - - 1,382,708 $1,381,543 $1,381,543 0.02 $1,371,387
FIGRE TRUST 2025-HE5 FLTG 2055 B, 5.49%, 08/25/55 FIGRE 2025-HE5 31684MAB5 - - 1,327,178 $1,340,983 $1,340,983 0.02 $1,333,299
FNMA 30yr Pool#BX7860 5.500% 01-Mar-2053, 5.50%, 03/01/53 FN 3140NCWW5 - - 1,252,338 $1,333,724 $1,333,724 0.02 $1,286,008
Ally Bank Auto Credit-Linked Notes, Series 2024-A D 6.315% 15-MAY-2032, 6.31%, 05/17/32 ABCLN 2024-A 02007GZ71 - - 1,299,660 $1,325,489 $1,325,489 0.02 $1,320,017
ACHV ABS Trust 2024-1PL B 6.34% 25-APR-2031, 6.34%, 04/25/31 ACHV 2024-1PL 00092BAB0 - - 1,309,321 $1,323,147 $1,323,147 0.02 $1,319,919
FNMA 30yr Pool#BY0327 6.500% 01-May-2053, 6.50%, 05/01/53 FN 3140NGLH1 - - 1,230,271 $1,287,091 $1,287,091 0.02 $1,277,215
Bayview Opportunity Master Fund VII Trust 2024-CAR1 C 5.16721% 25-DEC-2031, 5.17%, 12/26/31 BVCLN 2024-CAR1 07336QAC6 - - 1,276,774 $1,282,968 $1,282,968 0.02 $1,280,769
FNMA 30yr Pool#FM7725 4.500% 01-Dec-2050, 4.50%, 12/01/50 FN 3140XBSP6 - - 1,250,673 $1,245,909 $1,245,909 0.02 $1,237,221
FHLMC 30yr Pool#QF2561 5.500% 01-Nov-2052, 5.50%, 11/01/52 FR 3133BPZ27 - - 1,172,754 $1,221,133 $1,221,133 0.02 $1,212,798
FNMA 30yr Pool#DB3056 5.500% 01-May-2054, 5.50%, 05/01/54 FN 3140ACME0 - - 1,174,017 $1,214,027 $1,214,027 0.02 $1,205,547
FNMA 30yr Pool#MA3149 4.000% 01-Oct-2047, 4.00%, 10/01/47 FN 31418CQB3 - - 1,225,287 $1,197,987 $1,197,987 0.02 $1,187,171
FNMA 40yr Pool#BF0167 3.000% 01-Feb-2057, 3.00%, 02/01/57 FN 3140FXFH0 - - 1,354,191 $1,196,037 $1,196,037 0.02 $1,186,776
EFMT 2026-CES1 M1 5.616% 25-DEC-2060, 5.62%, 12/25/60 EFMT 2026-CES1 26846MAF1 - - 1,166,000 $1,171,237 $1,171,237 0.02 $1,164,324
FHLMC 30yr Pool#SD8003 4.000% 01-Jul-2049, 4.00%, 07/01/49 FR 3132DV3L7 - - 1,200,540 $1,170,761 $1,170,761 0.02 $1,161,101
U.S. Auto Funding 2021-1 C 2.2% 15-MAY-2026, 2.20%, 05/15/26 USAUT 2021-1A 90355EAC5 - - 1,362,789 $1,170,450 $1,170,450 0.02 $1,168,452
FNMA 30yr Pool#FM9138 4.000% 01-Mar-2050, 4.00%, 03/01/50 FN 3140XDEL6 - - 1,189,081 $1,164,025 $1,164,025 0.02 $1,152,006
FNMA 30yr Pool#BJ9181 5.000% 01-May-2048, 5.00%, 05/01/48 FN 3140HBFX1 - - 1,134,684 $1,161,235 $1,161,235 0.02 $1,152,870
FNMA 30yr Pool#BX0804 5.500% 01-Nov-2052, 5.50%, 11/01/52 FN 3140N43N5 - - 1,120,831 $1,156,281 $1,156,281 0.02 $1,147,299
FHLMC 30yr Pool#QG6538 5.500% 01-Jul-2053, 5.50%, 07/01/53 FR 3133C7HP5 - - 1,095,537 $1,141,634 $1,141,634 0.02 $1,134,051
FHLMC 30yr Pool#ZT2087 4.000% 01-Jun-2049, 4.00%, 06/01/49 FR 3132AEJ80 - - 1,141,160 $1,119,747 $1,119,747 0.02 $1,103,672
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA2 B2 12.16721% 25-FEB-2042, 12.17%, 02/25/42 STACR 2022-DNA2 35564KSQ3 - - 1,050,000 $1,119,464 $1,119,464 0.02 $1,115,205
FNMA 30yr Pool#AS6811 3.000% 01-Mar-2046, 3.00%, 03/01/46 FN 3138WGR97 - - 1,208,495 $1,119,198 $1,119,198 0.02 $1,107,324
FHF Issuer Trust 2023-2 (First Help Financial) A2 6.79% 15-OCT-2029, 6.79%, 10/15/29 FHF 2023-2A 30333LAB4 - - 1,050,168 $1,064,385 $1,064,385 0.02 $1,059,631
FNMA 30yr Pool#AS7492 4.000% 01-Jul-2046, 4.00%, 07/01/46 FN 3138WHKE1 - - 1,084,067 $1,061,320 $1,061,320 0.02 $1,053,551
FHLMC 30yr Pool#RA1087 4.500% 01-Jul-2049, 4.50%, 07/01/49 FR 3133KGF45 - - 1,017,681 $1,046,526 $1,046,526 0.02 $1,008,249
FNMA 30yr Pool#CB8995 5.500% 01-Aug-2054, 5.50%, 08/01/54 FN 3140QU7H3 - - 986,313 $1,025,124 $1,025,124 0.02 $1,006,318
Connecticut Avenue Securities Trust 2022-R04 1M2 6.76721% 25-MAR-2042, 6.77%, 03/25/42 CAS 2022-R04 20753YCK6 - - 1,000,000 $1,022,969 $1,022,969 0.02 $1,020,713
FHLMC 30yr Pool#RA1188 4.500% 01-Aug-2049, 4.50%, 08/01/49 FR 3133KGJ90 - - 1,021,062 $1,018,653 $1,018,653 0.02 $1,011,598
Reach ABS Trust 2024-2 A 5.88% 15-JUL-2031, 5.88%, 07/15/31 REACH 2024-2A 75525HAA8 - - 1,004,999 $1,012,337 $1,012,337 0.01 $1,008,397
FHLMC 30yr Pool#QG3885 6.500% 01-Jun-2053, 6.50%, 06/01/53 FR 3133C4J62 - - 965,540 $1,009,889 $1,009,889 0.01 $1,002,357
FNMA 30yr Pool#BV4203 3.500% 01-Apr-2052, 3.50%, 04/01/52 FN 3140MHU56 - - 1,011,764 $960,233 $960,233 0.01 $953,972
FNMA 30yr Pool#BV8484 3.500% 01-Apr-2052, 3.50%, 04/01/52 FN 3140MNNA0 - - 1,000,199 $948,822 $948,822 0.01 $942,992
FNMA 30yr Pool#DA3522 5.500% 01-Oct-2053, 5.50%, 10/01/53 FN 3140A34G5 - - 916,636 $941,461 $941,461 0.01 $934,874
FNMA 30yr Pool#FM1598 4.000% 01-Feb-2049, 4.00%, 02/01/49 FN 3140X4X43 - - 963,901 $940,516 $940,516 0.01 $933,846
FHLMC 30yr Pool#QG6948 5.500% 01-Jul-2053, 5.50%, 07/01/53 FR 3133C7WH6 - - 887,943 $926,348 $926,348 0.01 $919,017
FNMA 30yr Pool#CA6382 4.500% 01-Jul-2050, 4.50%, 07/01/50 FN 3140QECU4 - - 917,651 $913,921 $913,921 0.01 $907,782
Blue Bridge Funding 2023-1 A 7.37% 15-NOV-2030, 7.37%, 11/15/30 BBEF 2023-1A 09531MAA8 - - 889,578 $898,827 $898,827 0.01 $894,456
GNMA II 30yr Pool#MA5021 4.500% 20-Feb-2048, 4.50%, 02/20/48 G2 36179TSJ5 - - 878,138 $892,099 $892,099 0.01 $875,855
FHLMC 30yr Pool#ZM8197 4.000% 01-Sep-2048, 4.00%, 09/01/48 FR 3131Y3DA1 - - 888,531 $891,101 $891,101 0.01 $860,826
FREMF 2019-KF70 Mortgage Trust C 9.79372% 25-SEP-2029, 9.79%, 09/25/29 FREMF 2019-KF70 30298UAJ0 - - 890,414 $885,274 $885,274 0.01 $882,367
BX Commercial Mortgage Trust 2021-21M A 4.504% 15-OCT-2036, 4.50%, 10/15/36 BX 2021-21M 05609CAA5 - - 862,801 $863,844 $863,844 0.01 $861,469
FHLMC 30yr Pool#QG7338 6.000% 01-Jul-2053, 6.00%, 07/01/53 FR 3133C8EK7 - - 768,913 $831,390 $831,390 0.01 $793,230
FHLMC 30yr Pool#QH7013 6.500% 01-Dec-2053, 6.50%, 12/01/53 FR 3133CKYJ1 - - 731,692 $830,333 $830,333 0.01 $761,422
FNMA 30yr Pool#AB9341 3.000% 01-May-2043, 3.00%, 05/01/43 FN 31417GLX2 - - 854,681 $805,397 $805,397 0.01 $789,979
Arivo Acceptance Auto Loan Receivables Trust 2024-1 A 6.46% 15-APR-2028, 6.46%, 04/17/28 ARIVO 2024-1A 039943AA3 - - 794,608 $800,689 $800,689 0.01 $797,267
FNMA 30yr Pool#CC0990 5.000% 01-Sep-2055, 5.00%, 09/01/55 FN 3140Y7C48 - - 791,863 $800,671 $800,671 0.01 $799,792
FNMA 30yr Pool#BN4541 4.000% 01-Feb-2049, 4.00%, 02/01/49 FN 3140JMBK7 - - 815,488 $796,066 $796,066 0.01 $790,663
FNMA 30yr Pool#BY0782 5.500% 01-Apr-2053, 5.50%, 04/01/53 FN 3140NG2Q2 - - 739,182 $769,512 $769,512 0.01 $764,373
FHLMC 30yr Pool#ZT1926 3.000% 01-Nov-2043, 3.00%, 11/01/43 FR 3132AED78 - - 770,032 $728,627 $728,627 0.01 $712,843
Saluda Grade Alternative Mortgage Trust 2024-RTL4 A1 7.5% 25-FEB-2030, 7.50%, 02/25/30 GRADE 2024-RTL4 79584CAA9 - - 722,020 $727,814 $727,814 0.01 $722,098
FHLMC 30yr Pool#RA1999 4.500% 01-Jan-2050, 4.50%, 01/01/50 FR 3133KHGG5 - - 720,616 $719,219 $719,219 0.01 $713,938
FNMA 30yr Pool#BY0866 5.500% 01-May-2053, 5.50%, 05/01/53 FN 3140NG6C9 - - 694,395 $715,987 $715,987 0.01 $711,013
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-DNA5 M2 5.31721% 25-JAN-2034, 5.32%, 01/25/34 STACR 2021-DNA5 35564KHE2 - - 710,505 $714,723 $714,723 0.01 $713,464
GNMA II 30yr Pool#MA5264 4.000% 20-Jun-2048, 4.00%, 06/20/48 G2 36179TZ57 - - 699,597 $683,468 $683,468 0.01 $675,463
FNMA 30yr Pool#CB6864 5.000% 01-Aug-2053, 5.00%, 08/01/53 FN 3140QSTW1 - - 654,033 $660,996 $660,996 0.01 $660,270
ACHM Trust 2024-HE1 B 7.26% 25-MAY-2039, 7.26%, 05/25/39 ACHM 2024-HE1 00449TAB1 - - 631,125 $656,037 $656,037 0.01 $654,255
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 $632,803 $632,803 0.01 $631,115
FNMA 30yr Pool#BW0343 4.500% 01-May-2052, 4.50%, 05/01/52 FN 3140MRLZ8 - - 629,748 $622,545 $622,545 0.01 $618,655
FHLMC 30yr Pool#QE1073 3.500% 01-Apr-2052, 3.50%, 04/01/52 FR 3133BAFN6 - - 643,644 $610,442 $610,442 0.01 $606,830
Connecticut Avenue Securities Trust 2022-R07 1B2 15.66721% 25-JUN-2042, 15.67%, 06/25/42 CAS 2022-R07 20754MAL1 - - 536,201 $608,589 $608,589 0.01 $605,789
ACHV ABS Trust 2024-1PL C 6.42% 25-APR-2031, 6.42%, 04/25/31 ACHV 2024-1PL 00092BAC8 - - 595,855 $601,616 $601,616 0.01 $600,128
FHLMC 30yr Pool#SD8047 4.500% 01-Feb-2050, 4.50%, 02/01/50 FR 3132DV5G6 - - 585,400 $584,320 $584,320 0.01 $580,272
FNMA 30yr Pool#BK9507 4.000% 01-Oct-2048, 4.00%, 10/01/48 FN 3140HPR58 - - 589,055 $576,648 $576,648 0.01 $572,700
FNMA 30yr Pool#AL6842 4.000% 01-May-2045, 4.00%, 05/01/45 FN 3138EPS88 - - 580,304 $571,275 $571,275 0.01 $566,221
Sequoia Mortgage Trust 2013-5 A1 2.5% 25-MAY-2043, 2.50%, 05/25/43 SEMT 2013-5 81745AAA5 - - 616,701 $557,277 $557,277 0.01 $555,649
Compass Datacenters Issuer II, Series 2025-1 A2_2501 5.463% 25-MAY-2050, 5.46%, 05/25/50 CMPDC 2025-1A 20469CAB1 - - 500,000 $505,821 $505,821 0.01 $504,759
FNMA 30yr Pool#AZ0869 4.000% 01-Jul-2045, 4.00%, 07/01/45 FN 3138YR6F0 - - 511,758 $501,846 $501,846 0.01 $497,836
FHLMC 15yr Pool#SB0116 2.500% 01-Nov-2034, 2.50%, 11/01/34 FR 3132CWDV3 - - 484,886 $476,608 $476,608 0.01 $462,171
FHLMC 30yr Pool#QD9191 3.500% 01-Apr-2052, 3.50%, 04/01/52 FR 3133B7F86 - - 495,380 $470,092 $470,092 0.01 $467,084
FHLMC 30yr Pool#SD1414 4.000% 01-Oct-2050, 4.00%, 10/01/50 FR 3132DNSB0 - - 432,000 $420,956 $420,956 0.01 $417,809
FNMA 30yr Pool#CB4329 3.500% 01-Jul-2052, 3.50%, 07/01/52 FN 3140QPY35 - - 422,302 $401,002 $401,002 0.01 $398,327
FNMA 30yr Pool#BV6879 4.500% 01-Apr-2052, 4.50%, 04/01/52 FN 3140MLUD0 - - 403,651 $399,099 $399,099 0.01 $396,579
FNMA 30yr Pool#CA4646 3.000% 01-Feb-2048, 3.00%, 02/01/48 FN 3140QCEU6 - - 412,605 $385,485 $385,485 0.01 $379,576
FHLMC 30yr Pool#QG3397 6.000% 01-May-2053, 6.00%, 05/01/53 FR 3133C3X27 - - 349,636 $370,075 $370,075 0.01 $360,693
FHLMC 30yr Pool#QA8274 3.500% 01-Mar-2050, 3.50%, 03/01/50 FR 3133A3FP8 - - 385,166 $362,140 $362,140 0.01 $359,943
FNMA 30yr Pool#FM3447 4.000% 01-Nov-2049, 4.00%, 11/01/49 FN 3140X6ZM6 - - 350,629 $343,206 $343,206 0.01 $340,367
Connecticut Avenue Securities Trust 2023-R05 1B1 8.41721% 25-JUN-2043, 8.42%, 06/25/43 CAS 2023-R05 207942AC7 - - 312,000 $336,328 $336,328 0.00 $335,453
FHLMC 30yr Pool#SD1966 4.000% 01-Nov-2052, 4.00%, 11/01/52 FR 3132DPFF0 - - 322,605 $314,615 $314,615 0.00 $310,717
FNMA 30yr Pool#BV7632 4.500% 01-Apr-2052, 4.50%, 04/01/52 FN 3140MMPS1 - - 310,131 $306,649 $306,649 0.00 $304,698
FHLMC 30yr Pool#ZN6461 4.000% 01-May-2049, 4.00%, 05/01/49 FR 3131YDFA7 - - 299,332 $293,163 $293,163 0.00 $289,746
FNMA 30yr Pool#AR9225 3.000% 01-Mar-2043, 3.00%, 03/01/43 FN 3138W7HB3 - - 314,525 $292,046 $292,046 0.00 $289,644
FHLMC 30yr Pool#ZT0391 4.000% 01-Nov-2047, 4.00%, 11/01/47 FR 3132ACNG1 - - 292,081 $291,432 $291,432 0.00 $284,907
FNMA 30yr Pool#FS2548 4.000% 01-Mar-2051, 4.00%, 03/01/51 FN 3140XHZN0 - - 291,644 $286,128 $286,128 0.00 $282,063
FNMA 30yr Pool#FS2238 4.000% 01-Mar-2051, 4.00%, 03/01/51 FN 3140XHPY7 - - 283,924 $278,164 $278,164 0.00 $275,071
FNMA 30yr Pool#AS8649 3.000% 01-Jan-2047, 3.00%, 01/01/47 FN 3138WJTF5 - - 301,205 $276,587 $276,587 0.00 $274,635
FHLMC 30yr Pool#QA5150 4.500% 01-Dec-2049, 4.50%, 12/01/49 FR 31346YWK5 - - 264,394 $263,878 $263,878 0.00 $262,078
FNMA 30yr Pool#BN3899 4.000% 01-Dec-2048, 4.00%, 12/01/48 FN 3140JLKM5 - - 262,541 $258,089 $258,089 0.00 $254,355
FHLMC 30yr Pool#QA1615 3.500% 01-Aug-2049, 3.50%, 08/01/49 FR 31334XYL7 - - 267,747 $252,484 $252,484 0.00 $250,672
FHLMC 30yr Pool#ZN4240 4.500% 01-Dec-2048, 4.50%, 12/01/48 FR 3131YAV98 - - 246,575 $247,265 $247,265 0.00 $245,389
Fannie Mae REMIC Trust 2012-126 SY 0.18824% 25-NOV-2042, 0.22%, 11/25/42 FNR 2012-126 3136A9ZR2 - - 473,554 $245,733 $245,733 0.00 $245,693
Fannie Mae REMIC Trust 2017-9 VL 3.0% 25-JUL-2028, 3.00%, 07/25/28 FNR 2017-9 3136AVYH6 - - 223,430 $230,553 $230,553 0.00 $221,698
FNMA 30yr Pool#BW0081 4.500% 01-Apr-2052, 4.50%, 04/01/52 FN 3140MRCT2 - - 228,289 $225,680 $225,680 0.00 $224,268
FNMA 30yr Pool#MA3908 4.500% 01-Jan-2050, 4.50%, 01/01/50 FN 31418DKW1 - - 221,181 $224,671 $224,671 0.00 $219,243
FNMA 30yr Pool#MA3687 4.000% 01-Jun-2049, 4.00%, 06/01/49 FN 31418DCZ3 - - 227,102 $221,950 $221,950 0.00 $219,641
FNMA 30yr Pool#MA1327 3.000% 01-Jan-2043, 3.00%, 01/01/43 FN 31418APM4 - - 230,157 $217,379 $217,379 0.00 $213,064
FNMA 30yr Pool#BE3616 4.000% 01-May-2047, 4.00%, 05/01/47 FN 3140FPAS8 - - 217,719 $215,843 $215,843 0.00 $212,546
FHLMC 15yr Pool#SB0040 2.500% 01-Dec-2033, 2.50%, 12/01/33 FR 3132CWBH6 - - 211,418 $209,772 $209,772 0.00 $204,258
FNMA 30yr Pool#BO9819 4.500% 01-Dec-2049, 4.50%, 12/01/49 FN 3140K54D6 - - 207,749 $207,410 $207,410 0.00 $205,929
GNMA II 30yr Pool#MA5192 4.000% 20-May-2048, 4.00%, 05/20/48 G2 36179TXV2 - - 209,363 $204,837 $204,837 0.00 $202,271
FHLMC 30yr Pool#RA1088 4.500% 01-Jul-2049, 4.50%, 07/01/49 FR 3133KGF52 - - 202,043 $201,629 $201,629 0.00 $200,273
FNMA 30yr Pool#AB6280 3.000% 01-Sep-2042, 3.00%, 09/01/42 FN 31417C6S9 - - 188,574 $176,267 $176,267 0.00 $174,569
FNMA 30yr Pool#BO2983 3.000% 01-Sep-2049, 3.00%, 09/01/49 FN 3140JXJ58 - - 188,438 $173,141 $173,141 0.00 $171,922
FHLMC 30yr Pool#SD8040 4.500% 01-Jan-2050, 4.50%, 01/01/50 FR 3132DV4Z5 - - 171,073 $170,729 $170,729 0.00 $169,574
FNMA 30yr Pool#CA4185 4.500% 01-Sep-2049, 4.50%, 09/01/49 FN 3140QBUK2 - - 168,898 $170,333 $170,333 0.00 $167,419
FNMA 30yr Pool#CA4035 4.500% 01-Aug-2049, 4.50%, 08/01/49 FN 3140QBPV4 - - 155,561 $161,813 $161,813 0.00 $154,199
FNMA 30yr Pool#BV7132 4.500% 01-Apr-2052, 4.50%, 04/01/52 FN 3140ML4S6 - - 160,683 $158,853 $158,853 0.00 $157,853
FHLMC 30yr Pool#ZA7158 4.500% 01-Jun-2049, 4.50%, 06/01/49 FR 31329Q5T4 - - 155,154 $155,032 $155,032 0.00 $153,716
FHLMC 30yr Pool#ZT1320 4.000% 01-Nov-2048, 4.00%, 11/01/48 FR 3132ADPD4 - - 156,257 $153,113 $153,113 0.00 $151,385
FNMA 30yr Pool#AB7563 3.000% 01-Jan-2043, 3.00%, 01/01/43 FN 31417EMM0 - - 159,967 $150,226 $150,226 0.00 $148,229
FNMA 30yr Pool#FS2546 4.000% 01-Mar-2051, 4.00%, 03/01/51 FN 3140XHZL4 - - 150,972 $147,599 $147,599 0.00 $146,264
FNMA 30yr Pool#BW0072 4.500% 01-Apr-2052, 4.50%, 04/01/52 FN 3140MRCJ4 - - 135,509 $133,968 $133,968 0.00 $133,122
FNMA 30yr Pool#MA1229 3.000% 01-Oct-2042, 3.00%, 10/01/42 FN 31418ALK2 - - 140,727 $131,564 $131,564 0.00 $130,400
GNMA II 30yr Pool#MA5753 4.000% 20-Feb-2049, 4.00%, 02/20/49 G2 36179UMA7 - - 136,005 $128,674 $128,674 0.00 $127,817
FNMA 30yr Pool#BV7131 4.500% 01-Apr-2052, 4.50%, 04/01/52 FN 3140ML4R8 - - 128,275 $126,816 $126,816 0.00 $126,016
GNMA II 30yr Pool#BF6874 4.500% 20-Jul-2048, 4.50%, 07/20/48 G2 3617GDT77 - - 125,423 $124,933 $124,933 0.00 $124,014
GNMA II 30yr Pool#MA5866 4.000% 20-Apr-2049, 4.00%, 04/20/49 G2 36179UQT2 - - 131,018 $124,305 $124,305 0.00 $123,433
FNMA 20yr Pool#AB9283 3.000% 01-Apr-2038, 3.00%, 04/01/38 FN 31417GJ56 - - 127,095 $118,798 $118,798 0.00 $117,169
GNMA II 30yr Pool#BK5879 4.500% 20-Nov-2048, 4.50%, 11/20/48 G2 3617J6Q80 - - 110,555 $110,458 $110,458 0.00 $109,716
FHLMC 30yr Pool#QE0318 4.500% 01-Mar-2052, 4.50%, 03/01/52 FR 3133B9K78 - - 107,538 $106,335 $106,335 0.00 $105,653
FNMA 30yr Pool#BM3282 3.500% 01-Dec-2047, 3.50%, 12/01/47 FN 3140J7UG8 - - 110,172 $106,127 $106,127 0.00 $104,688
FNMA 30yr Pool#CA3683 4.500% 01-Jun-2049, 4.50%, 06/01/49 FN 3140QBCV8 - - 105,267 $105,087 $105,087 0.00 $104,344
FHLMC 30yr Pool#ZT1633 4.000% 01-Mar-2047, 4.00%, 03/01/47 FR 3132ADY69 - - 104,842 $102,961 $102,961 0.00 $102,141
FNMA 30yr Pool#CA0108 3.500% 01-Aug-2047, 3.50%, 08/01/47 FN 3140Q7DN4 - - 102,272 $98,451 $98,451 0.00 $97,181
FHLMC 30yr Pool#ZM7577 4.500% 01-Aug-2048, 4.50%, 08/01/48 FR 3131Y2M21 - - 89,165 $89,052 $89,052 0.00 $88,435
Fannie Mae REMIC Trust 2013-130 FN 4.13169% 25-OCT-2042, 4.13%, 10/25/42 FNR 2013-130 3136AHG53 - - 85,546 $85,157 $85,157 0.00 $85,020
FHLMC 30yr Pool#ZM7926 5.000% 01-Sep-2048, 5.00%, 09/01/48 FR 3131Y2YX0 - - 77,039 $78,560 $78,560 0.00 $77,987
FHLMC 30yr Pool#QA2159 3.000% 01-Aug-2049, 3.00%, 08/01/49 FR 31334YMG9 - - 81,695 $73,341 $73,341 0.00 $72,851
FNMA 30yr Pool#MA1447 3.000% 01-May-2043, 3.00%, 05/01/43 FN 31418ATD0 - - 75,150 $70,093 $70,093 0.00 $69,205
Sequoia Mortgage Trust 2019-CH3 A19 4.0% 25-OCT-2049, 4.00%, 09/25/49 SEMT 2019-CH3 81748GBN0 - - 69,228 $64,872 $64,872 0.00 $64,579
FNMA 30yr Pool#AS8547 3.000% 01-Nov-2046, 3.00%, 11/01/46 FN 3138WJP93 - - 70,685 $64,827 $64,827 0.00 $64,395
FNMA 30yr Pool#BD2453 3.000% 01-Jan-2047, 3.00%, 01/01/47 FN 3140F9WP6 - - 65,003 $60,151 $60,151 0.00 $59,671
Fannie Mae REMIC Trust 2010-109 BS 13.24697% 25-OCT-2040, 13.25%, 10/25/40 FNR 2010-109 31398NTM6 - - 41,248 $58,429 $58,429 0.00 $57,853
Fannie Mae REMIC Trust 2006-20 GF 4.16176% 25-APR-2036, 4.13%, 04/25/36 FNR 2006-20 31395BU43 - - 52,007 $51,930 $51,930 0.00 $51,847
FHLMC 15yr Pool#ZK8962 3.000% 01-Sep-2032, 3.00%, 09/01/32 FR 3131XC5X1 - - 49,988 $49,638 $49,638 0.00 $48,710
FHLMC 15yr Pool#ZS7403 3.000% 01-May-2031, 3.00%, 05/01/31 FR 3132A8GL7 - - 44,321 $44,857 $44,857 0.00 $43,452
FNMA 30yr Pool#BO1857 4.500% 01-Aug-2049, 4.50%, 08/01/49 FN 3140JWB33 - - 42,542 $42,452 $42,452 0.00 $42,169
FNMA 15yr Pool#BO5957 3.000% 01-Dec-2034, 3.00%, 12/01/34 FN 3140K1TP1 - - 42,199 $41,366 $41,366 0.00 $40,763
Freddie Mac Multiclass Certificates, Series 3380 FM 4.41183% 15-OCT-2037, 4.36%, 10/15/37 FHR 3380 31397KTJ0 - - 40,332 $40,544 $40,544 0.00 $40,427
Freddie Mac Multiclass Certificates, Series 3721 FB 4.32183% 15-SEP-2040, 4.27%, 09/15/40 FHR 3721 3137GAD20 - - 40,071 $40,223 $40,223 0.00 $40,109
Ginnie Mae REMIC Trust 2008-013 FB 4.28984% 20-FEB-2038, 4.28%, 02/20/38 GNR 2008-13 38375PNL1 - - 38,146 $38,265 $38,265 0.00 $38,179
FNMA 30yr Pool#BC0870 3.500% 01-Jan-2046, 3.50%, 01/01/46 FN 3140EU6G9 - - 35,633 $34,558 $34,558 0.00 $33,763
FNMA 15yr Pool#BO7717 3.000% 01-Nov-2034, 3.00%, 11/01/34 FN 3140K3SF0 - - 31,775 $31,212 $31,212 0.00 $30,750
FHLMC 15yr Pool#ZK9163 3.000% 01-Jan-2033, 3.00%, 01/01/33 FR 3131XDFC4 - - 29,584 $29,301 $29,301 0.00 $28,803
Ginnie Mae REMIC Trust 2007-040 FG 4.10172% 20-JUL-2037, 4.10%, 07/20/37 GNR 2007-40 38375KZS4 - - 29,080 $28,974 $28,974 0.00 $28,911
Ginnie Mae REMIC Trust 2004-069 CF 4.18984% 20-JUL-2034, 4.18%, 07/20/34 GNR 2004-69 38374JAT3 - - 24,692 $24,727 $24,727 0.00 $24,672
Ginnie Mae REMIC Trust 2007-059 FA 4.28172% 20-OCT-2037, 4.28%, 10/20/37 GNR 2007-59 38375LPU8 - - 23,142 $23,199 $23,199 0.00 $23,146
Fannie Mae REMIC Trust 2013-2 QF 4.31176% 25-FEB-2043, 4.28%, 02/25/43 FNR 2013-2 3136AB4P5 - - 23,101 $23,147 $23,147 0.00 $23,109
FHLMC 30yr Pool#ZN2165 4.500% 01-Dec-2048, 4.50%, 12/01/48 FR 3131Y8MN2 - - 22,461 $22,623 $22,623 0.00 $22,460
Ginnie Mae REMIC Trust 2010-133 FD 4.20413% 16-OCT-2040, 4.20%, 10/16/40 GNR 2010-133 38377MHV1 - - 20,351 $20,411 $20,411 0.00 $20,357
Ginnie Mae REMIC Trust 2008-016 FC 4.28984% 20-FEB-2038, 4.28%, 02/20/38 GNR 2008-16 383742FU2 - - 18,502 $18,561 $18,561 0.00 $18,519
Ginnie Mae REMIC Trust 2007-037 FW 4.09172% 20-JUN-2037, 4.09%, 06/20/37 GNR 2007-37 38375KNR9 - - 18,372 $18,305 $18,305 0.00 $18,265
Ginnie Mae REMIC Trust 2004-059 FP 4.07413% 16-AUG-2034, 4.07%, 08/16/34 GNR 2004-59 38374HYS3 - - 17,407 $17,435 $17,435 0.00 $17,389
Ginnie Mae REMIC Trust 2005-065 FA 3.93984% 20-AUG-2035, 3.93%, 08/20/35 GNR 2005-65 38374LL25 - - 17,507 $17,370 $17,370 0.00 $17,334
Freddie Mac Multiclass Certificates, Series 2426 FL 4.47183% 15-MAR-2032, 4.42%, 03/15/32 FHR 2426 31339W7G5 - - 15,730 $15,852 $15,852 0.00 $15,806
Fannie Mae REMIC Trust 2002-53 FK 4.21176% 25-APR-2032, 4.18%, 04/25/32 FNR 2002-53 31392EHN3 - - 15,431 $15,440 $15,440 0.00 $15,415
FHLMC 30yr Pool#ZT0252 3.000% 01-Dec-2047, 3.00%, 12/01/47 FR 3132ACH52 - - 16,431 $15,235 $15,235 0.00 $15,083
Ginnie Mae REMIC Trust 2005-048 AF 3.98172% 20-JUN-2035, 3.98%, 06/20/35 GNR 2005-48 38374LHM6 - - 14,871 $14,795 $14,795 0.00 $14,764
Connecticut Avenue Securities, Series 2021-R03 1M1 4.51721% 25-DEC-2041, 4.52%, 12/25/41 CAS 2021-R03 20754AAA1 - - 13,600 $13,623 $13,623 0.00 $13,603
Fannie Mae REMIC Trust 2005-83 KT 4.11176% 25-OCT-2035, 4.08%, 10/25/35 FNR 2005-83 31394FUL7 - - 13,248 $13,201 $13,201 0.00 $13,180
Fannie Mae REMIC Trust 2007-89 GF 4.33176% 25-SEP-2037, 4.30%, 09/25/37 FNR 2007-89 31396XPM0 - - 12,602 $12,651 $12,651 0.00 $12,629
FHLMC 30yr Pool#ZM2269 3.000% 01-Dec-2046, 3.00%, 12/01/46 FR 3131XVQW8 - - 11,888 $11,314 $11,314 0.00 $10,905
Freddie Mac Multiclass Certificates, Series 2551 FD 4.22183% 15-JAN-2033, 4.17%, 01/15/33 FHR 2551 31393JAZ1 - - 11,249 $11,278 $11,278 0.00 $11,247
Ginnie Mae REMIC Trust 2012-075 FP 4.08172% 20-JUL-2041, 4.08%, 07/20/41 GNR 2012-75 38378EZ55 - - 10,561 $10,613 $10,613 0.00 $10,591
Ginnie Mae REMIC Trust 2007-061 FA 4.28984% 20-OCT-2037, 4.28%, 10/20/37 GNR 2007-61 38375LLN8 - - 9,399 $9,422 $9,422 0.00 $9,401
GNMA II 30yr Pool#BK6072 5.000% 20-Jan-2049, 5.00%, 01/20/49 G2 3617J6W91 - - 8,904 $9,103 $9,103 0.00 $9,031
Freddie Mac Multiclass Certificates, Series 2410, excluding Group 6 FX 4.17183% 15-FEB-2032, 4.12%, 02/15/32 FHR 2410 31339NJN7 - - 8,717 $8,728 $8,728 0.00 $8,704
Fannie Mae REMIC Trust 2010-123 FL 4.24176% 25-NOV-2040, 4.21%, 11/25/40 FNR 2010-123 31398N2W3 - - 8,652 $8,661 $8,661 0.00 $8,647
FNMA 15yr Pool#AS8207 2.500% 01-Oct-2031, 2.50%, 10/01/31 FN 3138WJDM7 - - 8,458 $8,363 $8,363 0.00 $8,179
Freddie Mac Multiclass Certificates, Series 3028 FM 4.07183% 15-SEP-2035, 4.02%, 09/15/35 FHR 3028 31396AFB5 - - 7,638 $7,641 $7,641 0.00 $7,621
FNMA 15yr Pool#BM1036 2.500% 01-Feb-2032, 2.50%, 02/01/32 FN 3140J5EJ4 - - 7,454 $7,408 $7,408 0.00 $7,206
FNMA 15yr Pool#AS7643 2.500% 01-Aug-2031, 2.50%, 08/01/31 FN 3138WHP55 - - 7,440 $7,407 $7,407 0.00 $7,195
Fannie Mae REMIC Trust 2003-87 FG 4.31176% 25-SEP-2033, 4.28%, 09/25/33 FNR 2003-87 31393E4W6 - - 7,358 $7,387 $7,387 0.00 $7,375
Fannie Mae REMIC Trust 2012-100 FG 4.21176% 25-SEP-2042, 4.18%, 09/25/42 FNR 2012-100 3136A8QW3 - - 7,369 $7,358 $7,358 0.00 $7,346
Ginnie Mae REMIC Trust 2007-018 FD 4.08984% 20-APR-2037, 4.08%, 04/20/37 GNR 2007-18 38375JC86 - - 6,794 $6,764 $6,764 0.00 $6,749
Ginnie Mae REMIC Trust 2010-006 FG 4.37413% 16-JAN-2040, 4.37%, 01/16/40 GNR 2010-6 38376TSC7 - - 6,523 $6,571 $6,571 0.00 $6,553
Fannie Mae REMIC Trust 2002-16 VF 4.36176% 25-APR-2032, 4.33%, 04/25/32 FNR 2002-16 31392CWW0 - - 6,459 $6,482 $6,482 0.00 $6,471
FHLMC 15yr Pool#ZK8405 2.500% 01-Dec-2031, 2.50%, 01/22/31 FR 3131XCKS5 - - 6,406 $6,342 $6,342 0.00 $6,185
Fannie Mae REMIC Trust 2010-95 FB 4.21176% 25-SEP-2040, 4.18%, 09/25/40 FNR 2010-95 31398NEX8 - - 5,522 $5,527 $5,527 0.00 $5,518
Freddie Mac Multiclass Certificates, Series 3738 FD 4.12183% 15-AUG-2040, 4.07%, 08/15/40 FHR 3738 3137GAYQ4 - - 5,294 $5,307 $5,307 0.00 $5,292
FNMA 30yr Pool#MA3694 4.500% 01-Jul-2049, 4.50%, 07/01/49 FN 31418DC83 - - 4,340 $4,332 $4,332 0.00 $4,302
FHLMC 30yr Pool#ZN0650 3.000% 01-Mar-2043, 3.00%, 03/01/43 FR 3131Y6WK1 - - 1,607 $1,499 $1,499 0.00 $1,480
Ginnie Mae REMIC Trust 1999-27 FE 4.17413% 16-AUG-2029, 4.17%, 08/16/29 GNR 1999-27 3837H2WA3 - - 1,212 $1,216 $1,216 0.00 $1,212
Freddie Mac Multiclass Certificates, Series 2469 FE 4.32183% 15-JUL-2032, 4.27%, 07/15/32 FHR 2469 31392RC58 - - 1,201 $1,204 $1,204 0.00 $1,200
Ginnie Mae REMIC Trust 2010-125 VF 4.13172% 20-JUN-2040, 4.13%, 06/20/40 GNR 2010-125 38377JYJ6 - - 331.00 $331 $331 0.00 $330
US 5YR NOTE (CBT) Jun26 JUN 26 FVM6 FUTURES_USD - 2,035 $222,196,562 $0 0.00 $0
US 2YR NOTE (CBT) Jun26 JUN 26 TUM6 FUTURES_USD - 4,171 $869,620,916 $0 0.00 $0
US 10YR NOTE (CBT)Jun26 JUN 26 TYM6 FUTURES_USD - -1,578 $-177,426,375 $0 0.00 $0
US 10yr Ultra Fut Jun26 JUN 26 UXYM6 FUTURES_USD - -929.00 $-106,936,609 $0 0.00 $0
US ULTRA BOND CBT Jun26 JUN 26 WNM6 FUTURES_USD - -668.00 $-79,638,125 $0 0.00 $0
GNMA II TBA 30yr 3.5% March Delivery, 3.50%, 03/19/26 G2SF 21H032639 - - -46,001,789 $-42,606,305 $-42,606,305 -0.63 $-42,606,305
UMBS TBA 30yr 4.5% April Delivery, 4.50%, 04/13/26 FNCL 01F042640 - - -354,858,314 $-346,583,728 $-346,583,728 -5.12 $-346,583,728
UMBS TBA 30yr 5.5% April Delivery, 5.50%, 04/13/26 FNCL 01F052649 - - -469,657,479 $-474,917,643 $-474,917,643 -7.02 $-474,917,643
UMBS TBA 30yr 4% April Delivery, 4.00%, 04/13/26 FNCL 01F040644 - - -543,048,893 $-518,833,800 $-518,833,800 -7.67 $-518,833,800
UMBS TBA 30yr 5% April Delivery, 5.00%, 04/13/26 FNCL 01F050643 - - -649,586,400 $-647,074,449 $-647,074,449 -9.57 $-647,074,449
SEGREGATED CASH SEGCASH - $0.00 7,767,950 $7,767,950 $7,767,950 0.11 $7,767,950
ALMSUM ALMSUM - $0.00 - $0 $0 0.00 $0
US DOLLARS USD MD_142224 - - -2,300,361,731 $-2,300,361,731 $-2,300,361,731 -34.01 $-2,300,361,731
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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