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For Financial Professionals in the US

Mortgage-Backed Securities ETF Holdings

Full Portfolio Holdings

(As of 01/16/2026)

Ticker Cusip Underlying Security Strike Price Quantity (Shares/ Par/ Units/ Contracts) Notional Value Market Value Weight % Current Market Value
UMBS TBA 30yr 2.5% February Delivery, 2.50%, 02/12/26 FNCL 01F022626 - - 1,518,344,894 $1,287,948,203 $1,287,948,203 17.97 $1,287,948,203
GNMA II TBA 30yr 2.5% February Delivery, 2.50%, 02/19/26 G2SF 21H022622 - - 740,243,414 $640,843,528 $640,843,528 8.95 $640,843,528
UMBS TBA 30yr 3% February Delivery, 3.00%, 02/12/26 FNCL 01F030629 - - 596,080,032 $527,427,110 $527,427,110 7.36 $527,427,110
UMBS TBA 30yr 6% February Delivery, 6.00%, 02/12/26 FNCL 01F060626 - - 415,392,500 $425,083,607 $425,083,607 5.94 $425,083,607
GNMA II TBA 30yr 5% February Delivery, 5.00%, 02/19/26 G2SF 21H050623 - - 411,201,194 $410,061,755 $410,061,755 5.73 $410,061,755
UMBS TBA 30yr 2% February Delivery, 2.00%, 02/12/26 FNCL 01F020620 - - 402,248,255 $326,297,348 $326,297,348 4.56 $326,297,348
FNMA 30yr Pool#CB9430 5.500% 01-Nov-2054, 5.50%, 11/01/54 FN 3140QVPQ1 - - 182,782,552 $190,483,767 $190,483,767 2.67 $186,676,241
GNMA II TBA 30yr 5.5% February Delivery, 5.50%, 02/19/26 G2SF 21H052629 - - 183,586,000 $185,339,246 $185,339,246 2.59 $185,339,246
UMBS TBA 30yr 5% February Delivery, 5.00%, 02/12/26 FNCL 01F050627 - - 183,632,000 $183,654,036 $183,654,036 2.57 $183,654,036
GNMA II TBA 30yr 3% February Delivery, 3.00%, 02/19/26 G2SF 21H030625 - - 203,159,962 $182,940,060 $182,940,060 2.56 $182,940,060
UMBS TBA 30yr 2.5% March Delivery, 2.50%, 03/12/26 FNCL 01F022634 - - 182,589,445 $154,784,542 $154,784,542 2.17 $154,784,542
Fannie Mae REMIC Trust 2025-12 FC 4.97419% 25-MAR-2055, 4.97%, 03/25/55 FNR 2025-12 3136BVFC7 - - 151,650,274 $153,221,477 $153,221,477 2.15 $152,718,586
FNMA 30yr Pool#FA2033 6.000% 01-Jul-2054, 6.00%, 07/01/54 FN 3140W2HK0 - - 125,804,161 $135,329,020 $135,329,020 1.90 $129,928,886
GNMA II TBA 30yr 3.5% February Delivery, 3.50%, 02/19/26 G2SF 21H032621 - - 147,859,377 $135,314,840 $135,314,840 1.90 $135,314,840
FNMA 30yr Pool#CB9787 5.000% 01-Jan-2055, 5.00%, 01/01/55 FN 3140QV2V5 - - 131,045,094 $133,730,034 $133,730,034 1.87 $132,631,366
UMBS TBA 30yr 3% March Delivery, 3.00%, 03/12/26 FNCL 01F030637 - - 148,489,322 $131,260,848 $131,260,848 1.84 $131,260,848
GNMA II TBA 30yr 4.5% February Delivery, 4.50%, 02/19/26 G2SF 21H042620 - - 127,692,488 $124,793,741 $124,793,741 1.74 $124,793,741
FHLMC 30yr Pool#SL3350 6.000% 01-Nov-2055, 6.00%, 11/01/55 FR 31427QWL2 - - 117,847,444 $122,097,232 $122,097,232 1.70 $121,743,689
FNMA 30yr Pool#FA2754 4.500% 01-Jan-2049, 4.50%, 01/01/49 FN 3140W3BY4 - - 117,110,671 $118,638,557 $118,638,557 1.65 $116,898,781
Freddie Mac Pool|5|01/01/2056, 5.00%, 01/01/56 FR 31427RKM1 - - 111,126,768 $112,751,155 $112,751,155 1.57 $112,473,338
FNMA 30yr Pool#FS1133 4.000% 01-Oct-2051, 4.00%, 10/01/51 FN 3140XGHK8 - - 111,948,465 $109,744,806 $109,744,806 1.53 $108,113,315
GNMA II TBA 30yr 4% February Delivery, 4.00%, 02/19/26 G2SF 21H040624 - - 114,954,688 $108,880,942 $108,880,942 1.52 $108,880,942
FNMA 30yr Pool#FM7460 4.000% 01-Mar-2051, 4.00%, 03/01/51 FN 3140XBJE1 - - 105,535,647 $103,516,157 $103,516,157 1.44 $101,920,189
FHLMC 30yr Pool#SD5238 5.500% 01-Apr-2054, 5.50%, 04/01/54 FR 3132DSZB1 - - 97,915,558 $102,118,958 $102,118,958 1.42 $100,555,684
UMBS TBA 30yr 6.5% February Delivery, 6.50%, 02/12/26 FNCL 01F062622 - - 92,975,000 $96,261,666 $96,261,666 1.34 $96,261,666
FNMA 30yr Pool#FA3025 5.500% 01-Sep-2055, 5.50%, 09/01/55 FN 3140W3LF4 - - 85,831,015 $90,129,464 $90,129,464 1.26 $88,614,104
FNMA 30yr Pool#FA3182 6.000% 01-Oct-2055, 6.00%, 10/01/55 FN 3140W3RC5 - - 86,081,507 $89,287,596 $89,287,596 1.24 $89,029,351
FHLMC 30yr Pool#SL2464 4.500% 01-Dec-2048, 4.50%, 12/01/48 FR 31427PW26 - - 82,161,525 $83,818,083 $83,818,083 1.17 $82,012,869
FHLMC 30yr Pool#SD1046 4.000% 01-Jul-2052, 4.00%, 07/01/52 FR 3132DNET6 - - 80,242,311 $78,722,457 $78,722,457 1.10 $77,317,555
FHLMC 30yr Pool#RJ4363 5.500% 01-Jun-2055, 5.50%, 06/01/55 FR 3142GUZ55 - - 75,065,265 $78,573,979 $78,573,979 1.10 $77,355,227
FNMA 30yr Pool#FA3036 5.500% 01-Oct-2055, 5.50%, 10/01/55 FN 3140W3LS6 - - 75,414,925 $78,557,965 $78,557,965 1.10 $77,660,457
FNMA 30yr Pool#FA3037 5.500% 01-Oct-2055, 5.50%, 10/01/55 FN 3140W3LT4 - - 69,491,747 $72,582,686 $72,582,686 1.01 $71,495,241
FNMA 30yr Pool#FA0574 5.500% 01-Jan-2055, 5.50%, 01/01/55 FN 3140W0T88 - - 68,533,007 $71,502,090 $71,502,090 1.00 $70,555,520
FNMA 30yr Pool#FS8993 6.000% 01-Jul-2054, 6.00%, 07/01/54 FN 3140XQ7F8 - - 65,485,152 $69,227,485 $69,227,485 0.97 $67,521,131
FHLMC 30yr Pool#SL1188 5.500% 01-Apr-2055, 5.50%, 04/01/55 FR 31427NKA6 - - 57,366,828 $60,298,222 $60,298,222 0.84 $58,949,108
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA2 M2 7.62419% 25-FEB-2042, 7.62%, 02/25/42 STACR 2022-DNA2 35564KRN1 - - 58,159,745 $60,169,133 $60,169,133 0.84 $59,873,520
FHLMC 30yr Pool#SL2435 6.500% 01-Feb-2055, 6.50%, 02/01/55 FR 31427PV50 - - 55,406,710 $59,949,078 $59,949,078 0.84 $57,800,121
FHLMC 30yr Pool#QX7566 5.500% 01-Mar-2055, 5.50%, 03/01/55 FR 31426DMQ2 - - 55,412,400 $57,176,981 $57,176,981 0.80 $56,575,495
FNMA 30yr Pool#CB9654 5.000% 01-Dec-2054, 5.00%, 12/01/54 FN 3140QVWQ3 - - 51,304,347 $52,424,852 $52,424,852 0.73 $51,925,375
FNMA 30yr Pool#FA2246 5.500% 01-Jul-2055, 5.50%, 07/01/55 FN 3140W2P88 - - 50,019,624 $52,406,939 $52,406,939 0.73 $51,438,544
FHLMC 30yr Pool#SL0239 5.000% 01-Jan-2055, 5.00%, 01/01/55 FR 31427MHR5 - - 50,539,081 $51,559,471 $51,559,471 0.72 $51,150,846
FNMA 30yr Pool#FA3827 5.000% 01-Dec-2055, 5.00%, 12/01/55 FN 3140W4HD2 - - 50,839,639 $51,406,350 $51,406,350 0.72 $50,961,734
Fannie Mae REMIC Trust 2025-9 FA 5.07419% 25-MAR-2055, 5.07%, 03/25/55 FNR 2025-9 3136BVDC9 - - 50,115,838 $50,716,940 $50,716,940 0.71 $50,547,408
FNMA 30yr Pool#FA3128 5.500% 01-Oct-2055, 5.50%, 10/01/55 FN 3140W3PN3 - - 47,026,090 $49,789,828 $49,789,828 0.69 $48,586,752
FNMA 30yr Pool#CB9613 5.500% 01-Dec-2054, 5.50%, 12/01/54 FN 3140QVVF8 - - 47,378,662 $48,818,492 $48,818,492 0.68 $48,387,937
FNMA 30yr Pool#FA3572 5.000% 01-Nov-2055, 5.00%, 11/01/55 FN 3140W36J3 - - 46,847,004 $48,158,521 $48,158,521 0.67 $47,447,962
FHLMC 30yr Pool#SD7343 5.500% 01-Jan-2055, 5.50%, 01/01/55 FR 3132DVEQ4 - - 44,666,476 $46,778,592 $46,778,592 0.65 $45,888,581
Fannie Mae Pool|5|01/01/2056, 5.00%, 01/01/56 FN 3140W4U47 - - 45,352,320 $45,994,754 $45,994,754 0.64 $45,881,373
FNMA 30yr Pool#FS9779 5.500% 01-Nov-2054, 5.50%, 11/01/54 FN 3140XR2M6 - - 42,496,185 $44,524,723 $44,524,723 0.62 $43,738,698
FNMA 30yr Pool#FS8121 4.000% 01-Jul-2052, 4.00%, 07/01/52 FN 3140XQAX5 - - 42,457,688 $41,405,773 $41,405,773 0.58 $40,881,772
FNMA 40yr Pool#BF0646 2.500% 01-Jun-2062, 2.50%, 06/01/62 FN 3140FXWG3 - - 48,290,385 $41,234,019 $41,234,019 0.57 $40,561,122
FNMA 30yr Pool#FS8881 4.500% 01-Sep-2053, 4.50%, 09/01/53 FN 3140XQ2P1 - - 40,213,702 $40,637,136 $40,637,136 0.57 $40,106,813
FHLMC 30yr Pool#SL0046 6.000% 01-Jan-2055, 6.00%, 01/01/55 FR 31427MBQ3 - - 37,898,170 $40,453,667 $40,453,667 0.56 $39,076,249
FHLMC 30yr Pool#ZT2413 4.000% 01-Feb-2041, 4.00%, 02/01/41 FR 3132AEVE3 - - 40,094,609 $40,023,730 $40,023,730 0.56 $39,395,156
FNMA 30yr Pool#FA1951 6.000% 01-Jun-2055, 6.00%, 06/01/55 FN 3140W2EZ0 - - 36,726,321 $39,300,508 $39,300,508 0.55 $37,899,291
FHLMC 30yr Pool#SD6787 4.000% 01-May-2053, 4.00%, 05/01/53 FR 3132DURG4 - - 40,189,593 $39,167,402 $39,167,402 0.55 $38,685,436
New Residential Mortgage LLC 6.545% 25-MAR-2032, 6.54%, 03/25/32 NZES 2025-FHT 64832EAA7 - - 38,185,108 $38,868,440 $38,868,440 0.54 $38,701,825
FHLMC 30yr Pool#SI2101 4.000% 01-Sep-2048, 4.00%, 09/01/48 FR 3133USKN0 - - 38,677,997 $37,990,011 $37,990,011 0.53 $37,453,668
FHLMC 30yr Pool#SD7344 5.500% 01-Jan-2055, 5.50%, 01/01/55 FR 3132DVER2 - - 36,754,086 $37,816,396 $37,816,396 0.53 $37,715,322
FHLMC 30yr Pool#SL0938 4.000% 01-Jul-2050, 4.00%, 07/01/50 FR 31427NBG3 - - 37,732,261 $37,605,160 $37,605,160 0.52 $36,993,069
FNMA 40yr Pool#BF0598 2.500% 01-Mar-2062, 2.50%, 03/01/62 FN 3140FXUY6 - - 43,618,480 $37,003,071 $37,003,071 0.52 $36,640,369
FNMA 30yr Pool#FA0576 5.500% 01-Jan-2055, 5.50%, 01/01/55 FN 3140W0UA1 - - 34,978,010 $36,711,093 $36,711,093 0.51 $36,000,841
FNMA 30yr Pool#FA2190 4.000% 01-Apr-2053, 4.00%, 04/01/53 FN 3140W2NG2 - - 37,355,525 $36,497,620 $36,497,620 0.51 $35,963,212
FNMA 30yr Pool#FA1557 6.000% 01-May-2055, 6.00%, 05/01/55 FN 3140W1WT6 - - 34,058,696 $36,448,064 $36,448,064 0.51 $35,117,423
FHLMC 30yr Pool#SL1632 4.000% 01-Nov-2053, 4.00%, 11/01/53 FR 31427NY60 - - 36,976,044 $36,309,883 $36,309,883 0.51 $35,616,884
FNMA 30yr Pool#FA3105 6.000% 01-May-2055, 6.00%, 05/01/55 FN 3140W3NX3 - - 32,014,168 $33,916,805 $33,916,805 0.47 $33,036,648
FNMA 30yr Pool#FA3191 5.500% 01-Oct-2055, 5.50%, 10/01/55 FN 3140W3RM3 - - 32,521,810 $33,819,216 $33,819,216 0.47 $33,459,435
FNMA 30yr Pool#FA3682 5.500% 01-Feb-2055, 5.50%, 02/01/55 FN 3140W4CU9 - - 31,595,110 $33,087,413 $33,087,413 0.46 $32,527,529
FNMA 30yr Pool#FA2446 4.500% 01-Jul-2053, 4.50%, 07/01/53 FN 3140W2WG2 - - 32,529,436 $32,548,006 $32,548,006 0.45 $32,263,540
FNMA 30yr Pool#FA0603 4.500% 01-Sep-2051, 4.50%, 09/01/51 FN 3140W0U52 - - 32,089,463 $32,373,270 $32,373,270 0.45 $32,031,020
FNMA 30yr Pool#FA1560 5.500% 01-Apr-2055, 5.50%, 04/01/55 FN 3140W1WW9 - - 29,879,697 $31,541,477 $31,541,477 0.44 $30,795,988
FHLMC 30yr Pool#SL2558 6.000% 01-Aug-2055, 6.00%, 08/01/55 FR 31427PZY3 - - 29,574,223 $31,295,430 $31,295,430 0.44 $30,525,980
FHLMC 30yr Pool#SL0238 5.000% 01-May-2054, 5.00%, 05/01/54 FR 31427MHQ7 - - 30,097,305 $31,104,200 $31,104,200 0.43 $30,461,627
FNMA 30yr Pool#BW7371 5.500% 01-Feb-2053, 5.50%, 02/01/53 FN 3140N0FM2 - - 29,664,329 $30,936,014 $30,936,014 0.43 $30,671,448
FNMA 40yr Pool#BF0698 3.500% 01-Dec-2062, 3.50%, 12/01/62 FN 3140FXX49 - - 33,057,590 $30,837,132 $30,837,132 0.43 $30,336,124
FHLMC 30yr Pool#TA2617 5.000% 01-Jan-2056, 5.00%, 01/01/56 FR 3142JQ4B2 - - 30,079,928 $30,382,695 $30,382,695 0.42 $30,152,166
FNMA 30yr Pool#FS8335 4.500% 01-Jan-2051, 4.50%, 01/01/51 FN 3140XQHM2 - - 29,255,836 $29,696,091 $29,696,091 0.41 $29,202,554
FHLMC 30yr Pool#SL1291 4.000% 01-Nov-2054, 4.00%, 11/01/54 FR 31427NNH8 - - 30,214,590 $29,536,444 $29,536,444 0.41 $29,103,967
FNMA 30yr Pool#FS3883 4.500% 01-Feb-2053, 4.50%, 02/01/53 FN 3140XKJ50 - - 29,295,754 $29,508,801 $29,508,801 0.41 $29,079,283
FNMA 30yr Pool#FA1798 4.000% 01-Aug-2052, 4.00%, 08/01/52 FN 3140W17L1 - - 29,199,745 $28,693,876 $28,693,876 0.40 $28,139,950
FNMA 30yr Pool#FS9788 5.500% 01-Nov-2054, 5.50%, 11/01/54 FN 3140XR2W4 - - 27,479,940 $28,554,393 $28,554,393 0.40 $28,052,379
FNMA 30yr Pool#FS8681 4.500% 01-Oct-2050, 4.50%, 10/01/50 FN 3140XQUF2 - - 27,794,565 $28,082,579 $28,082,579 0.39 $27,743,944
NRM MSR-Collateralized Notes, Series 2024-FNT1 A 7.398% 25-NOV-2029, 7.40%, 11/25/31 NZES 2024-FNT1 62956YAA7 - - 26,385,429 $26,758,688 $26,758,688 0.37 $26,628,555
FNMA 30yr Pool#CB4798 5.000% 01-Oct-2052, 5.00%, 10/01/52 FN 3140QQKL8 - - 25,629,909 $26,148,985 $26,148,985 0.36 $25,820,821
FNMA 30yr Pool#FA3714 5.000% 01-Nov-2055, 5.00%, 11/01/55 FN 3140W4DU8 - - 24,643,475 $25,302,639 $25,302,639 0.35 $24,974,163
FHLMC 30yr Pool#SD3271 5.500% 01-Jun-2053, 5.50%, 06/01/53 FR 3132DQT48 - - 24,015,809 $25,080,088 $25,080,088 0.35 $24,804,690
JP MORGAN MORTGAGE TRUST 2 5.777% 55, 5.50%, 11/25/55 JPMMT 2025-5MPR 46593VAD9 - - 24,864,024 $25,076,049 $25,076,049 0.35 $24,893,713
METRONET INFRASTRUCTURE ISSU 5.4% 55, 5.40%, 08/20/55 MNET 2025-2A 59170JAX6 - - 24,600,000 $24,981,508 $24,981,508 0.35 $24,874,498
FNMA 30yr Pool#FS9239 4.500% 01-Jan-2051, 4.50%, 01/01/51 FN 3140XRHR9 - - 23,849,834 $24,156,918 $24,156,918 0.34 $23,806,397
FNMA 30yr Pool#FS9771 4.000% 01-Oct-2052, 4.00%, 10/01/52 FN 3140XR2D6 - - 24,204,600 $23,577,864 $23,577,864 0.33 $23,294,997
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2025-HQA1 M2 5.52419% 25-FEB-2045, 5.52%, 02/25/45 STACR 2025-HQA1 35564NHA4 - - 23,060,148 $23,168,021 $23,168,021 0.32 $23,083,095
FNMA 30yr Pool#FA1129 6.500% 01-Jun-2054, 6.50%, 06/01/54 FN 3140W1HF3 - - 21,271,876 $23,058,580 $23,058,580 0.32 $22,186,578
FNMA 30yr Pool#FA1128 6.500% 01-Aug-2054, 6.50%, 08/01/54 FN 3140W1HE6 - - 21,058,441 $22,665,767 $22,665,767 0.32 $21,963,965
Freddie Mac Pool|5|01/01/2056, 5.00%, 01/01/56 FR 3142JS3Z6 - - 22,393,277 $22,503,039 $22,503,039 0.31 $22,447,056
FHLMC 30yr Pool#SD5061 5.500% 01-Mar-2054, 5.50%, 03/01/54 FR 3132DSTS1 - - 21,166,107 $22,326,212 $22,326,212 0.31 $21,826,452
PRET 2025-RPL3 Trust A1 4.15% 25-APR-2065, 4.15%, 04/25/65 PRET 2025-RPL3 69382RAA1 - - 22,538,984 $22,300,833 $22,300,833 0.31 $22,176,117
Connecticut Avenue Securities Trust 2022-R02 2M2 6.87419% 25-JAN-2042, 6.87%, 01/25/42 CAS 2022-R02 20754BAB7 - - 21,764,114 $22,282,648 $22,282,648 0.31 $22,182,907
FNMA 30yr Pool#FM7840 4.000% 01-Apr-2050, 4.00%, 04/01/50 FN 3140XBWA4 - - 22,704,735 $22,256,778 $22,256,778 0.31 $21,926,912
FNMA 30yr Pool#FS4781 4.000% 01-Oct-2051, 4.00%, 10/01/51 FN 3140XLJ33 - - 22,175,522 $21,764,424 $21,764,424 0.30 $21,415,830
FNMA 30yr Pool#FS7225 4.000% 01-Aug-2051, 4.00%, 08/01/51 FN 3140XPA33 - - 22,143,576 $21,678,717 $21,678,717 0.30 $21,442,634
FHF ISSUER TRUST 2024-1 0% 26, 4.84%, 12/15/26 FHF 2025-2A 30343DAA2 - - 21,545,431 $21,572,093 $21,572,093 0.30 $21,560,508
FHLMC 30yr Pool#SD6989 5.500% 01-Nov-2054, 5.50%, 11/01/54 FR 3132DUXS1 - - 20,450,829 $21,281,737 $21,281,737 0.30 $20,876,844
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-HQA3 M2 5.97419% 25-SEP-2041, 5.97%, 09/25/41 STACR 2021-HQA3 35564KJP5 - - 20,964,288 $21,218,290 $21,218,290 0.30 $21,134,793
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-DNA6 B2 11.37419% 25-OCT-2041, 11.37%, 10/25/41 STACR 2021-DNA6 35564KLV9 - - 19,937,000 $21,145,009 $21,145,009 0.29 $20,797,698
Cipher Compute LLC 7.125% 15-NOV-2030, 7.12%, 11/15/30 CIFR 17253NAA5 - - 20,244,000 $21,100,655 $21,100,655 0.29 $20,836,218
Structured Agency Credit Risk (STACR) Debt Notes, Series 2022-HQA1 M2 9.12419% 25-MAR-2042, 9.12%, 03/25/42 STACR 2022-HQA1 35564KTJ8 - - 20,019,000 $21,081,023 $21,081,023 0.29 $20,959,251
Citigroup Mortgage Loan Trust 2025-LTV1 A1 5.237% 25-DEC-2055, 5.24%, 12/25/55 CMLTI 2025-LTV1 17332XAA8 - - 20,932,000 $21,077,284 $21,077,284 0.29 $20,931,123
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA5 M2 10.62419% 25-JUN-2042, 10.62%, 06/25/42 STACR 2022-DNA5 35564KYW3 - - 19,236,656 $20,872,126 $20,872,126 0.29 $20,735,877
FNMA 30yr Pool#CB7112 5.500% 01-Sep-2053, 5.50%, 09/01/53 FN 3140QS3W9 - - 19,713,134 $20,720,814 $20,720,814 0.29 $20,332,536
FNMA 40yr Pool#BF0226 3.500% 01-Jan-2058, 3.50%, 01/01/58 FN 3140FXHC9 - - 21,805,126 $20,660,361 $20,660,361 0.29 $20,390,019
FNMA 30yr Pool#FS6382 4.000% 01-Aug-2051, 4.00%, 08/01/51 FN 3140XNCU6 - - 21,010,440 $20,616,128 $20,616,128 0.29 $20,345,367
FNMA 40yr Pool#BF0807 3.500% 01-Apr-2064, 3.50%, 04/01/64 FN 3140FX3R1 - - 21,729,665 $20,609,404 $20,609,404 0.29 $19,942,759
FNMA 40yr Pool#BF0713 4.000% 01-Mar-2063, 4.00%, 03/01/63 FN 3140FXYK2 - - 21,132,435 $20,536,489 $20,536,489 0.29 $20,257,717
RCKT MOR 2025-CES9 FLT 2055 A1B, 5.00%, 09/25/55 RCKT 2025-CES9 74942JAB0 - - 20,226,651 $20,309,960 $20,309,960 0.28 $20,175,196
Finance of America Structured Securities Trust, 2025-S1 A1 3.5% 25-FEB-2075, 3.50%, 02/25/75 FASST 2025-S1 31741BAB0 - - 20,728,454 $20,190,021 $20,190,021 0.28 $20,141,654
FINANCE OF AMERICA STRUC 3.28125% 74, 3.50%, 04/25/74 FASST 2024-S3 31739WAB8 - - 20,102,669 $19,689,529 $19,689,529 0.27 $19,642,623
FHLMC 30yr Pool#SL0850 4.000% 01-Jul-2049, 4.00%, 07/01/49 FR 31427M5L1 - - 19,446,283 $19,423,752 $19,423,752 0.27 $19,163,601
FHLMC 30yr Pool#QJ9063 5.000% 01-Nov-2054, 5.00%, 11/01/54 FR 3133D1B81 - - 18,935,692 $19,276,498 $19,276,498 0.27 $19,076,286
FNMA 30yr Pool#FS5028 4.000% 01-Oct-2051, 4.00%, 10/01/51 FN 3140XLSS8 - - 19,703,659 $19,250,766 $19,250,766 0.27 $19,028,648
FNMA 30yr Pool#DC4912 5.500% 01-Oct-2054, 5.50%, 10/01/54 FN 3140ASN61 - - 18,340,682 $18,889,602 $18,889,602 0.26 $18,715,639
RCKT MORTGAGE TRUST 2025-C 5.212% 55, 4.97%, 11/25/55 RCKT 2025-CES11 749423AA7 - - 18,492,932 $18,603,637 $18,603,637 0.26 $18,481,189
FNMA 30yr Pool#FS2863 4.000% 01-Sep-2052, 4.00%, 09/01/52 FN 3140XJFD0 - - 18,984,442 $18,440,280 $18,440,280 0.26 $18,289,545
FNMA 30yr Pool#FA1549 5.500% 01-May-2055, 5.50%, 05/01/55 FN 3140W1WK5 - - 17,672,452 $18,365,299 $18,365,299 0.26 $18,205,397
FNMA 30yr Pool#FS8709 4.500% 01-Jan-2051, 4.50%, 01/01/51 FN 3140XQVB0 - - 17,993,896 $18,195,129 $18,195,129 0.25 $17,961,125
Flash Compute LLC 7.25% 31-DEC-2030, 7.25%, 12/31/30 FLASHC 33853QAA9 - - 17,865,000 $17,945,030 $17,945,030 0.25 $17,873,074
Saluda Grade Alternative Mortgage Trust 2024-RTL4 A1 7.5% 25-FEB-2030, 7.50%, 02/25/30 GRADE 2024-RTL4 79584CAA9 - - 17,634,279 $17,839,537 $17,839,537 0.25 $17,663,194
FHLMC 30yr Pool#QY8779 6.000% 01-Jul-2055, 6.00%, 07/01/55 FR 31426TXH5 - - 16,928,233 $17,634,944 $17,634,944 0.25 $17,474,391
FNMA 30yr Pool#CB4128 4.500% 01-Jul-2052, 4.50%, 07/01/52 FN 3140QPSS7 - - 17,348,038 $17,431,423 $17,431,423 0.24 $17,233,244
Homeward Opportunities Fund Trust 2024-RTL1 A1 7.12% 25-JUL-2029, 7.12%, 07/25/29 HOF 43789FAA1 - - 17,261,000 $17,345,979 $17,345,979 0.24 $17,264,047
FNMA 30yr Pool#CB8221 5.500% 01-Mar-2054, 5.50%, 03/01/54 FN 3140QUD37 - - 16,654,901 $17,231,487 $17,231,487 0.24 $16,994,074
FHLMC 30yr Pool#QH3192 6.000% 01-Oct-2053, 6.00%, 10/01/53 FR 3133CFRM3 - - 14,476,772 $17,044,465 $17,044,465 0.24 $14,996,520
FNMA 30yr Pool#FM4738 4.000% 01-Sep-2050, 4.00%, 09/01/50 FN 3140X8HQ3 - - 17,174,541 $16,665,712 $16,665,712 0.23 $16,537,006
FNMA 40yr Pool#BF0806 3.500% 01-Apr-2064, 3.50%, 04/01/64 FN 3140FX3Q3 - - 17,640,257 $16,418,251 $16,418,251 0.23 $16,247,540
FNMA 40yr Pool#BF0801 2.500% 01-Apr-2064, 2.50%, 04/01/64 FN 3140FX3K6 - - 18,994,140 $16,198,246 $16,198,246 0.23 $15,925,646
FNMA 30yr Pool#FS9116 6.000% 01-Sep-2054, 6.00%, 09/01/54 FN 3140XRDW2 - - 15,278,216 $16,152,175 $16,152,175 0.23 $15,753,145
UMBS TBA 30yr 3.5% March Delivery, 3.50%, 03/12/26 FNCL 01F032633 - - 17,300,000 $15,956,274 $15,956,274 0.22 $15,956,274
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA4 M2 9.12419% 25-MAY-2042, 9.12%, 05/25/42 STACR 2022-DNA4 35564KXA2 - - 15,050,000 $15,948,743 $15,948,743 0.22 $15,857,197
FNMA 30yr Pool#DA1525 6.000% 01-Oct-2053, 6.00%, 10/01/53 FN 3140A1VT1 - - 14,533,261 $15,873,406 $15,873,406 0.22 $14,986,557
SALUDA GR ALT MTG TR 2025-LOC5 A1B, 5.53%, 10/25/55 GRADE 2025-LOC5 79581XAC2 - - 15,693,000 $15,831,563 $15,831,563 0.22 $15,771,278
Vontive Mortgage Trust 2025-RTL1 A1 6.507% 25-MAR-2030, 6.51%, 03/25/30 VNTV 2025-RTL1 928884AA3 - - 15,444,000 $15,739,729 $15,739,729 0.22 $15,672,733
FHLMC 30yr Pool#SL0644 4.500% 01-Mar-2053, 4.50%, 03/01/53 FR 31427MWE7 - - 15,555,170 $15,728,460 $15,728,460 0.22 $15,443,232
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 $15,540,157 $15,540,157 0.22 $15,389,228
PRET 2025-RPL1 Trust A1 4.0% 25-JUL-2069, 4.00%, 07/25/69 PRET 2025-RPL1 69392FAA5 - - 15,240,113 $14,940,382 $14,940,382 0.21 $14,859,102
PRPM 2025-RCF3 LLC 5.25% 55, 5.25%, 07/25/55 PRPM 2025-RCF3 69392PAA3 - - 14,745,643 $14,883,938 $14,883,938 0.21 $14,780,719
PRPM 2025-5 0%30, 5.73%, 07/25/30 PRPM 2025-5 69392RAA9 - - 14,720,248 $14,814,378 $14,814,378 0.21 $14,701,935
FHLMC 30yr Pool#SD5963 6.000% 01-Jul-2054, 6.00%, 07/01/54 FR 3132DTTU4 - - 13,563,151 $14,654,041 $14,654,041 0.20 $13,984,767
Galaxy XXVI CLO Ltd., 5.68%, 07/31/26 GLXYT 2025-1 362922AA4 - - 14,406,384 $14,515,196 $14,515,196 0.20 $14,483,402
Vista Point Securitization Trust 2025-CES2 A1 5.601% 25-AUG-2055, 5.60%, 08/25/55 VSTA 2025-CES2 92842UAA0 - - 14,171,525 $14,323,756 $14,323,756 0.20 $14,217,923
FNMA 30yr Pool#DC7019 5.500% 01-Dec-2054, 5.50%, 12/01/54 FN 3140AUYR8 - - 13,768,957 $14,171,203 $14,171,203 0.20 $14,049,704
FNMA 30yr Pool#FA3563 5.500% 01-Nov-2055, 5.50%, 11/01/55 FN 3140W35Z8 - - 13,591,042 $14,043,030 $14,043,030 0.20 $14,005,654
FNMA 30yr Pool#CC0097 5.500% 01-Mar-2055, 5.50%, 03/01/55 FN 3140Y6DB3 - - 13,576,977 $14,028,497 $14,028,497 0.20 $13,991,160
BMP Commercial Mortgage Trust 2024-MF23 A 5.12206% 15-JUN-2041, 5.05%, 06/15/41 BMP 2024-MF23 05593JAA8 - - 14,000,000 $14,019,564 $14,019,564 0.20 $14,011,705
FINANCE OF AMER STR TR 2024-S2 A1, 3.50%, 04/25/74 FASST 2024-S2 31739VAA2 - - 14,228,807 $13,997,801 $13,997,801 0.20 $13,964,600
Huntington Bank Auto Credit-Linked Notes, Series 2024-2 B1 5.442% 20-OCT-2032, 5.44%, 10/20/32 HACLN 2024-2 44644NAG4 - - 13,785,292 $13,984,133 $13,984,133 0.19 $13,927,868
GS Mortgage-Backed Securities Trust 2025-RPL3 A1 4.1% 25-JUL-2065, 4.10%, 07/25/65 GSMBS 2025-RPL3 362963AA8 - - 14,147,569 $13,888,284 $13,888,284 0.19 $13,810,944
Chase Mortgage Reference Notes, Series 2020-CL1 M1 6.09621% 25-OCT-2057, 6.10%, 10/25/57 CHASE 2020-CL1 46591HAG5 - - 13,232,587 $13,725,906 $13,725,906 0.19 $13,672,127
FHLMC 30yr Pool#SD1143 4.500% 01-Sep-2050, 4.50%, 09/01/50 FR 3132DNHU0 - - 13,478,236 $13,641,991 $13,641,991 0.19 $13,453,689
FNMA 30yr Pool#FM5350 4.500% 01-Sep-2050, 4.50%, 09/01/50 FN 3140X85L7 - - 13,235,525 $13,454,591 $13,454,591 0.19 $13,200,345
FNMA 30yr Pool#FS8717 6.000% 01-Jul-2054, 6.00%, 07/01/54 FN 3140XQVK0 - - 12,600,855 $13,334,350 $13,334,350 0.19 $12,992,558
FHLMC 30yr Pool#TA2596 5.500% 01-Jan-2056, 5.50%, 01/01/56 FR 3142JQ3E7 - - 13,012,853 $13,264,380 $13,264,380 0.18 $13,228,594
FHLMC 30yr Pool#SD6558 6.000% 01-Sep-2054, 6.00%, 09/01/54 FR 3132DUJB4 - - 12,432,329 $13,248,686 $13,248,686 0.18 $12,818,792
Foundation Finance Trust 2025-2 B 4.94% 15-APR-2052, 4.94%, 04/15/52 FFIN 2025-2A 35042NAB1 - - 13,050,000 $13,076,934 $13,076,934 0.18 $13,069,771
FNMA 30yr Pool#DE6043 6.000% 01-Aug-2055, 6.00%, 08/01/55 FN 3140BJWD5 - - 12,172,316 $12,928,712 $12,928,712 0.18 $12,552,568
Connecticut Avenue Securities, Series 2021-R03 1M2 5.52419% 25-DEC-2041, 5.52%, 12/25/41 CAS 2021-R03 20754AAB9 - - 12,716,693 $12,818,549 $12,818,549 0.18 $12,771,716
FNMA 30yr Pool#DE1157 6.000% 01-Jun-2055, 6.00%, 06/01/55 FN 3140BDJB7 - - 11,823,515 $12,817,507 $12,817,507 0.18 $12,192,871
FHLMC 30yr Pool#SD5994 4.500% 01-Sep-2050, 4.50%, 09/01/50 FR 3132DTUT5 - - 12,588,119 $12,716,229 $12,716,229 0.18 $12,565,193
PRET 2025-RPL5 TRUST FLTG 2070 A1, 4.15%, 01/25/70 PRET 2025-RPL5 69393AAA5 - - 12,834,108 $12,640,013 $12,640,013 0.18 $12,568,997
FNMA 40yr Pool#BF0731 2.500% 01-Jun-2063, 2.50%, 06/01/63 FN 3140FXY55 - - 14,663,169 $12,474,952 $12,474,952 0.17 $12,308,266
A&D Mortgage Trust 2026-NQM1|4.912|02/25/2071, 4.91%, 02/25/71 ADMT 2026-NQM1 00040DAC7 - - 12,414,000 $12,442,102 $12,442,102 0.17 $12,394,675
TOWD POINT MORTGAGE TRUST 2025 0% 65, 4.97%, 09/25/65 TPMT 2025-FIX1 89183MAA1 - - 12,277,429 $12,324,380 $12,324,380 0.17 $12,243,054
FNMA 30yr Pool#FA0470 6.000% 01-Jan-2055, 6.00%, 01/01/55 FN 3140W0QY4 - - 11,437,460 $12,282,072 $12,282,072 0.17 $11,792,998
FNMA 30yr Pool#FS7541 4.000% 01-Jun-2052, 4.00%, 06/01/52 FN 3140XPLX5 - - 12,528,358 $12,237,050 $12,237,050 0.17 $12,099,160
FHLMC 30yr Pool#QG6755 5.500% 01-Jun-2053, 5.50%, 06/01/53 FR 3133C7QG5 - - 11,680,061 $12,176,168 $12,176,168 0.17 $12,069,095
TOWD PT MTG TR 2025-FIX2 FLTG A1, 5.25%, 10/25/65 TPMT 2025-FIX2 89183RAA0 - - 11,913,156 $12,022,523 $12,022,523 0.17 $11,939,147
FIGRE TRUST 2025-HE4 FLTG 2055 C, 5.71%, 07/25/55 FIGRE 2025-HE4 31684PAC6 - - 11,877,352 $11,989,568 $11,989,568 0.17 $11,899,158
WULF Compute LLC 7.75% 15-OCT-2030, 7.75%, 10/15/30 WULF 982911AA7 - - 11,263,000 $11,921,569 $11,921,569 0.17 $11,713,389
FHLMC 30yr Pool#SD1436 4.500% 01-Aug-2052, 4.50%, 08/01/52 FR 3132DNSZ7 - - 11,624,427 $11,889,877 $11,889,877 0.17 $11,531,908
FNMA 30yr Pool#DF9041 5.000% 01-Jan-2056, 5.00%, 01/01/56 FN 3140U1BK0 - - 11,702,361 $11,819,058 $11,819,058 0.16 $11,730,465
FNMA 40yr Pool#BF0783 3.500% 01-Dec-2063, 3.50%, 12/01/63 FN 3140FX2R2 - - 12,482,022 $11,655,749 $11,655,749 0.16 $11,459,447
FHLMC 30yr Pool#QH3306 6.000% 01-Oct-2053, 6.00%, 10/01/53 FR 3133CFU72 - - 10,943,601 $11,440,749 $11,440,749 0.16 $11,336,501
FNMA 30yr Pool#DC5672 5.500% 01-Nov-2054, 5.50%, 11/01/54 FN 3140ATJS6 - - 10,860,041 $11,404,769 $11,404,769 0.16 $11,081,770
FNMA 30yr Pool#BY4134 5.500% 01-Jul-2053, 5.50%, 07/01/53 FN 3140NLSY6 - - 11,023,041 $11,344,906 $11,344,906 0.16 $11,250,140
FNMA 30yr Pool#FS5818 4.500% 01-Oct-2050, 4.50%, 10/01/50 FN 3140XMPC4 - - 11,075,151 $11,286,434 $11,286,434 0.16 $11,045,713
FIGRE Trust 2025-HE3 A 5.56% 25-MAY-2055, 5.56%, 05/25/55 FIGRE 2025-HE3 31684LAA9 - - 11,063,184 $11,248,369 $11,248,369 0.16 $11,166,354
FNMA 30yr Pool#FS6236 6.500% 01-Nov-2053, 6.50%, 11/01/53 FN 3140XM4W3 - - 10,572,754 $11,208,431 $11,208,431 0.16 $11,032,893
PRET 2025-NPL4 A1 6.3677% 25-MAY-2055, 6.37%, 04/25/55 PRET 2025-NPL4 74136UAA3 - - 11,119,727 $11,200,888 $11,200,888 0.16 $11,153,684
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA7 M2 10.87419% 25-SEP-2042, 10.87%, 03/25/52 STACR 2022-DNA7 35564KL72 - - 10,000,000 $11,029,655 $11,029,655 0.15 $10,954,085
Acacia 2025-1 A 5.24% 15-NOV-2037, 5.24%, 11/15/37 ACACIA 2025-1 00401PAA7 - - 10,882,911 $10,949,656 $10,949,656 0.15 $10,895,798
FNMA 30yr Pool#FS5362 4.500% 01-Dec-2050, 4.50%, 12/01/50 FN 3140XL5Y0 - - 10,825,466 $10,946,469 $10,946,469 0.15 $10,805,750
FNMA 30yr Pool#FS7613 4.500% 01-May-2052, 4.50%, 05/01/52 FN 3140XPN70 - - 10,738,849 $10,922,033 $10,922,033 0.15 $10,719,290
Homeward Opportunities Fund Trust 2025-RRTL1 A1 5.476% 25-MAR-2040, 5.48%, 03/25/40 HOF 2025-RRTL1 437919AA1 - - 10,475,000 $10,544,077 $10,544,077 0.15 $10,505,836
Ally Bank Auto Credit-Linked Notes, Series 2025-A C 4.844% 15-JUN-2033, 4.84%, 06/15/33 ABCLN 2025-A 02007G5F6 - - 10,439,613 $10,491,326 $10,491,326 0.15 $10,485,707
GS MTG-BKD TRUST 2025-CES2 A1, 5.18%, 09/25/55 GSMBS 2025-CES2 36273BAA7 - - 10,279,015 $10,370,116 $10,370,116 0.14 $10,299,123
FHLMC 30yr Pool#SD5224 6.000% 01-Mar-2054, 6.00%, 03/01/54 FR 3132DSYV8 - - 9,863,783 $10,291,201 $10,291,201 0.14 $10,170,455
Connecticut Avenue Securities Trust 2022-R02 2B2 11.52419% 25-JAN-2042, 11.52%, 01/25/42 CAS 2022-R02 20754BAJ0 - - 9,637,000 $10,262,599 $10,262,599 0.14 $10,182,232
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-HQA4 M2 6.22419% 25-DEC-2041, 6.22%, 12/25/41 STACR 2021-HQA4 35564KNS4 - - 10,089,878 $10,260,628 $10,260,628 0.14 $10,218,760
FNMA 30yr Pool#BX0421 5.500% 01-Nov-2052, 5.50%, 11/01/52 FN 3140N4PF8 - - 9,894,101 $10,243,001 $10,243,001 0.14 $10,142,374
FNMA 30yr Pool#FS7117 6.500% 01-Feb-2054, 6.50%, 02/01/54 FN 3140XN4B7 - - 9,436,450 $10,241,838 $10,241,838 0.14 $9,847,136
FHLMC 30yr Pool#SL0869 4.500% 01-May-2053, 4.50%, 05/01/53 FR 31427M6F3 - - 10,211,868 $10,222,455 $10,222,455 0.14 $10,110,898
FNMA 30yr Pool#FS6662 4.000% 01-Oct-2051, 4.00%, 10/01/51 FN 3140XNML5 - - 10,415,919 $10,215,895 $10,215,895 0.14 $10,059,088
LHOME Mortgage Trust 2024-RTL3 A1 6.9% 25-MAY-2029, 6.90%, 05/25/29 LHOME 2024-RTL3 50205GAA0 - - 9,960,000 $10,089,049 $10,089,049 0.14 $10,043,233
FHLMC 30yr Pool#RA7104 4.500% 01-Feb-2051, 4.50%, 02/01/51 FR 3133KN3M3 - - 9,757,380 $10,077,592 $10,077,592 0.14 $9,689,447
FHLMC 30yr Pool#QH4373 6.000% 01-Nov-2053, 6.00%, 11/01/53 FR 3133CG2E6 - - 9,383,719 $9,808,065 $9,808,065 0.14 $9,720,616
Rithm Capital Corp. 8.0% 01-APR-2029, 8.00%, 04/01/29 RITM 64828TAB8 - - 9,213,000 $9,686,917 $9,686,917 0.14 $9,465,805
FNMA 30yr Pool#FS2144 3.500% 01-Jun-2052, 3.50%, 06/01/52 FN 3140XHL21 - - 10,103,505 $9,677,355 $9,677,355 0.13 $9,487,684
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA6 M2 9.62419% 25-SEP-2042, 9.62%, 09/25/42 STACR 2022-DNA6 35564KH77 - - 8,881,000 $9,611,498 $9,611,498 0.13 $9,553,468
A&D Mortgage Trust 2025-NQM2 A1 5.79% 25-JUN-2070, 5.79%, 06/25/70 ADMT 2025-NQM2 00250EAC0 - - 9,428,256 $9,592,679 $9,592,679 0.13 $9,519,893
Huntington Bank Auto Credit-Linked Notes, Series 2024-1 B1 6.153% 20-MAY-2032, 6.15%, 05/20/32 HACLN 2024-1 44644NAA7 - - 9,233,311 $9,420,262 $9,420,262 0.13 $9,374,496
LHOME Mortgage Trust 2024-RTL5 A2 5.751% 25-SEP-2039, 5.75%, 09/25/39 LHOME 2024-RTL5 50205WAB3 - - 9,325,000 $9,391,109 $9,391,109 0.13 $9,355,357
CONNECTICUT AVENUE SECUR 5.95001% 45, 5.47%, 07/25/45 CAS 2025-R05 20753CAC4 - - 9,254,000 $9,316,691 $9,316,691 0.13 $9,282,919
FIGRE TRUST 2025 HE4 FLTG 2055 B, 5.61%, 07/25/55 FIGRE 2025-HE4 31684PAB8 - - 9,195,583 $9,298,673 $9,298,673 0.13 $9,229,915
FNMA 30yr Pool#DA0026 6.000% 01-Sep-2053, 6.00%, 09/01/53 FN 3140A0A41 - - 8,184,687 $9,226,099 $9,226,099 0.13 $8,439,969
Brean Asset Backed Securities Trust 2024-RM8 A1 4.5% 25-MAY-2064, 4.50%, 05/25/64 BABS 2024-RM8 10637YAA3 - - 9,262,880 $9,155,523 $9,155,523 0.13 $9,127,734
FHLMC 30yr Pool#QZ2313 5.500% 01-Sep-2055, 5.50%, 09/01/55 FR 31426YSB3 - - 8,885,688 $9,147,699 $9,147,699 0.13 $9,068,609
FNMA 30yr Pool#FA1287 4.500% 01-Jul-2053, 4.50%, 07/01/53 FN 3140W1ND1 - - 9,017,927 $9,017,067 $9,017,067 0.13 $8,942,470
Freddie Mac Multiclass Certificates, Series 5164 FA 4.0% 25-NOV-2051, 4.00%, 11/25/51 FHR 5164 3137H3PY2 - - 9,698,477 $9,009,082 $9,009,082 0.13 $8,983,219
RCKT MORTGAGE TR 2025-CES8 A1A, 5.15%, 08/25/55 RCKT 2025-CES8 74939WAA8 - - 8,784,199 $8,878,355 $8,878,355 0.12 $8,818,063
FHLMC 30yr Pool#QY9874 6.000% 01-Aug-2055, 6.00%, 08/01/55 FR 31426U6L3 - - 8,484,007 $8,854,576 $8,854,576 0.12 $8,749,039
RCKT Mortgage Trust 2025-CES7 A1B 5.478% 25-JUL-2055, 5.48%, 07/25/55 RCKT 2025-CES7 74943AAB8 - - 8,738,280 $8,832,277 $8,832,277 0.12 $8,768,453
RCKT Mortgage Trust 2024-CES9 A1B 5.683% 25-DEC-2044, 5.68%, 12/25/44 RCKT 2024-CES9 749426AB8 - - 8,704,642 $8,816,798 $8,816,798 0.12 $8,750,840
FHLMC 30yr Pool#SD7417 5.500% 01-Jan-2055, 5.50%, 01/01/55 FR 3132DVG25 - - 8,317,534 $8,717,178 $8,717,178 0.12 $8,562,385
Fannie Mae Pool|5|01/01/2056, 5.00%, 01/01/56 FN 3140U4AP4 - - 8,528,526 $8,570,329 $8,570,329 0.12 $8,549,008
Connecticut Avenue Securities Trust 2022-R01 1B2 9.87419% 25-DEC-2041, 9.87%, 12/25/41 CAS 2022-R01 20754LAJ8 - - 8,116,382 $8,483,036 $8,483,036 0.12 $8,429,607
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 $8,399,945 $8,399,945 0.12 $8,314,515
FHLMC 30yr Pool#QZ9092 5.000% 01-Nov-2055, 5.00%, 11/01/55 FR 31427KC60 - - 8,219,157 $8,303,848 $8,303,848 0.12 $8,238,896
Alterna Funding III A 6.26% 15-MAY-2039, 6.26%, 05/16/39 TAX 2024-1A 02157JAA3 - - 8,129,054 $8,196,479 $8,196,479 0.11 $8,144,812
Fannie Mae REMIC Trust 2022-65 FB 4.67419% 25-SEP-2052, 4.67%, 09/25/52 FNR 2022-65 3136BPCQ2 - - 8,130,784 $8,141,870 $8,141,870 0.11 $8,116,533
FHLMC 30yr Pool#QH1500 6.000% 01-Sep-2053, 6.00%, 09/01/53 FR 3133CDUZ5 - - 7,767,886 $8,127,976 $8,127,976 0.11 $8,046,771
PRPM 2025-RPL4 A1, 3.00%, 05/25/55 PRPM 2025-RPL4 74448NAA2 - - 8,526,014 $8,101,153 $8,101,153 0.11 $8,067,049
COOPR Residential Mortgage Trust 2025-CES3 A1A 4.84% 25-SEP-2060, 4.84%, 09/25/60 COOPR 2025-CES3 216926AA3 - - 7,733,321 $7,864,558 $7,864,558 0.11 $7,705,823
FNMA 30yr Pool#DF2677 6.000% 01-Nov-2055, 6.00%, 11/01/55 FN 3140BS6P7 - - 7,617,898 $7,854,384 $7,854,384 0.11 $7,831,530
Brex Commercial Charge Card Master Trust Series 2024-1 A1 6.05% 15-JUL-2027, 6.05%, 07/15/27 BREX 2024-1 05601DAE3 - - 7,750,000 $7,772,636 $7,772,636 0.11 $7,767,426
FNMA 30yr Pool#DD8495 5.500% 01-May-2055, 5.50%, 05/01/55 FN 3140B9NM7 - - 6,802,144 $7,712,581 $7,712,581 0.11 $6,942,172
FHLMC 30yr Pool#QX9929 6.000% 01-Apr-2055, 6.00%, 04/01/55 FR 31426HA78 - - 6,974,944 $7,681,583 $7,681,583 0.11 $7,197,713
ACHM Trust 2024-HE1 A 6.55% 25-MAY-2039, 6.55%, 05/25/39 ACHM 2024-HE1 00449TAA3 - - 7,335,286 $7,571,550 $7,571,550 0.11 $7,539,520
Connecticut Avenue Securities Trust 2025-R01 1M2 5.37419% 25-JAN-2045, 5.37%, 01/25/45 CAS 2025-R01 20755JAC7 - - 7,526,000 $7,560,190 $7,560,190 0.11 $7,533,226
FHLMC 30yr Pool#QX0520 5.500% 01-Dec-2054, 5.50%, 12/01/54 FR 31425USJ5 - - 7,206,435 $7,506,479 $7,506,479 0.10 $7,355,972
FIGRE TRUST 2025-HE6 FLTG 2055 C, 5.25%, 09/25/55 FIGRE 2025-HE6 31684NAC1 - - 7,437,449 $7,448,125 $7,448,125 0.10 $7,396,112
SALUDA GR ALT MTG TR 25 RRTL1 A1, 5.32%, 10/25/40 GRADE 2025-RRTL1 79582NAA7 - - 7,388,000 $7,425,549 $7,425,549 0.10 $7,373,143
RCKT MORTGAGE TRUST 2025 5.24863% 55, 5.25%, 08/25/55 RCKT 2025-CES8 74939WAB6 - - 7,228,546 $7,279,825 $7,279,825 0.10 $7,229,238
PRPM 2025-RCF3, LLC, 5.77%, 08/25/28 PRPM 2025-6 69395KAA1 - - 7,127,407 $7,178,408 $7,178,408 0.10 $7,123,537
Mello Mortgage Capital Acceptance 2024-SD1 A1 4.0% 25-APR-2054, 4.00%, 04/25/54 MELLO 58550DAA1 - - 7,197,561 $7,125,340 $7,125,340 0.10 $7,106,147
FHLMC 30yr Pool#QG3912 5.500% 01-Jun-2053, 5.50%, 06/01/53 FR 3133C4KZ6 - - 6,841,443 $7,079,160 $7,079,160 0.10 $7,020,171
A&D MORTGAGE TRUST 2025 NQM1 0% 70, 5.12%, 12/25/70 ADMT 2025-NQM5 00250AAC8 - - 6,942,846 $7,000,682 $7,000,682 0.10 $6,953,286
RCKT Mortgage Trust 2024-CES1 A1B 6.325% 25-FEB-2044, 6.33%, 02/25/44 RCKT 2024-CES1 749424AB3 - - 6,883,059 $6,994,078 $6,994,078 0.10 $6,936,031
LHOME Mortgage Trust 2024-RTL4 A2 6.092% 25-JUL-2039, 6.09%, 07/25/39 LHOME 2024-RTL4 50205PAB8 - - 6,870,000 $6,915,095 $6,915,095 0.10 $6,887,194
Ally Bank Auto Credit-Linked Notes, Series 2025-A D 4.991% 15-JUN-2033, 4.99%, 06/15/33 ABCLN 2025-A 02007G5G4 - - 6,781,560 $6,795,405 $6,795,405 0.09 $6,791,644
FNMA 30yr Pool#FS4356 6.000% 01-May-2053, 6.00%, 05/01/53 FN 3140XKZW3 - - 6,492,761 $6,758,083 $6,758,083 0.09 $6,694,626
FNMA 30yr Pool#FS7397 6.000% 01-Mar-2054, 6.00%, 03/01/54 FN 3140XPGF0 - - 6,292,409 $6,701,237 $6,701,237 0.09 $6,488,010
FHLMC 30yr Pool#SD5223 6.000% 01-Apr-2054, 6.00%, 04/01/54 FR 3132DSYU0 - - 6,196,933 $6,670,037 $6,670,037 0.09 $6,389,567
FIGRE TRUST 2025-HE6 FLTG 2055 B, 5.14%, 09/25/55 FIGRE 2025-HE6 31684NAB3 - - 6,555,453 $6,570,124 $6,570,124 0.09 $6,525,162
Brean Asset Backed Securities Trust 2024-RM9 A1 5.0% 25-SEP-2064, 5.00%, 09/25/64 BABS 2024-RM9 10638DAA8 - - 6,565,886 $6,559,721 $6,559,721 0.09 $6,537,835
EFMT 2025-RTL1 0% 40, 5.22%, 11/25/40 EFMT 2025-RTL1 26846FAA7 - - 6,512,000 $6,533,310 $6,533,310 0.09 $6,510,644
FNMA 30yr Pool#DA1456 5.500% 01-Sep-2053, 5.50%, 09/01/53 FN 3140A1TN7 - - 6,294,508 $6,479,343 $6,479,343 0.09 $6,423,167
FNMA 30yr Pool#FM4129 4.000% 01-Sep-2050, 4.00%, 09/01/50 FN 3140X7ST7 - - 6,584,910 $6,456,752 $6,456,752 0.09 $6,359,323
PRET 2025-RPL2 Trust A1 4.0% 25-FEB-2065, 4.00%, 08/25/64 PRET 2025-RPL2 69392LAA2 - - 6,522,580 $6,447,558 $6,447,558 0.09 $6,412,771
FNMA 30yr Pool#DD5556 6.000% 01-Mar-2055, 6.00%, 03/01/55 FN DD5556 MTGE 3140B6E68 - - 5,996,425 $6,429,357 $6,429,357 0.09 $6,183,748
LHOME Mortgage Trust 2024-RTL1 A1 7.017% 25-JAN-2029, 7.02%, 01/25/29 LHOME 2024-RTL1 50205DAA7 - - 6,341,000 $6,381,288 $6,381,288 0.09 $6,351,624
FIGRE TRUST 2025-HE4 5.408% 55, 5.41%, 07/25/55 FIGRE 2025-HE4 31684PAA0 - - 6,294,371 $6,376,207 $6,376,207 0.09 $6,330,820
Connecticut Avenue Securities Trust 2022-R04 1B2 13.37419% 25-MAR-2042, 13.37%, 03/25/42 CAS 2022-R04 20753YAL6 - - 5,793,401 $6,360,867 $6,360,867 0.09 $6,307,028
RCKT MORT 2025-CES9 FLT 2055 A1A, 4.79%, 09/25/55 RCKT 2025-CES9 74942JAA2 - - 6,284,909 $6,309,717 $6,309,717 0.09 $6,269,536
FHLMC 30yr Pool#QH7040 6.000% 01-Dec-2053, 6.00%, 12/01/53 FR 3133CKZD3 - - 6,040,450 $6,283,629 $6,283,629 0.09 $6,228,853
FNMA 30yr Pool#DB4017 6.000% 01-May-2054, 6.00%, 05/01/54 FN 3140ADPB1 - - 6,010,726 $6,254,227 $6,254,227 0.09 $6,197,572
FNMA 30yr Pool#DA1468 6.000% 01-Sep-2053, 6.00%, 09/01/53 FN 3140A1T23 - - 5,898,947 $6,165,630 $6,165,630 0.09 $6,110,732
PRPM 2025-RPL3 A1 3.25% 25-APR-2055, 3.25%, 04/25/55 PRPM 2025-RPL3 69392NAA8 - - 6,235,531 $6,064,076 $6,064,076 0.08 $6,037,055
FNMA 30yr Pool#FM7479 4.500% 01-Jan-2050, 4.50%, 01/01/50 FN 3140XBJZ4 - - 5,951,101 $6,052,194 $6,052,194 0.08 $5,940,262
FNMA 30yr Pool#DE6050 6.000% 01-Aug-2055, 6.00%, 08/01/55 FN 3140BJWL7 - - 5,837,298 $6,043,139 $6,043,139 0.08 $6,025,627
FHLMC 30yr Pool#SD3018 5.500% 01-May-2053, 5.50%, 05/01/53 FR 3132DQK70 - - 5,769,976 $5,952,544 $5,952,544 0.08 $5,895,736
Huntington Bank Auto Credit-Linked Notes, Series 2025-1 B 4.957% 20-MAR-2033, 4.96%, 03/21/33 HACLN 2025-1 446438SX2 - - 5,812,450 $5,871,263 $5,871,263 0.08 $5,848,053
FNMA 30yr Pool#DE7796 6.000% 01-Aug-2055, 6.00%, 08/01/55 FN 3140BLUW0 - - 5,637,788 $5,866,694 $5,866,694 0.08 $5,813,907
Connecticut Avenue Securities, Series 2021-R02 2B2 10.07419% 25-NOV-2041, 10.07%, 11/25/41 CAS 2021-R02 20754KAJ0 - - 5,616,000 $5,853,758 $5,853,758 0.08 $5,816,041
FHLMC 30yr Pool#QH4638 6.000% 01-Nov-2053, 6.00%, 11/01/53 FR 3133CHEK7 - - 5,576,899 $5,829,150 $5,829,150 0.08 $5,777,122
FNMA 30yr Pool#FS1578 4.000% 01-Oct-2050, 4.00%, 10/01/50 FN 3140XGXG9 - - 5,864,729 $5,826,026 $5,826,026 0.08 $5,680,633
OCEANVIEW MORTGAGE TRUST 4.99888% 55, 4.77%, 12/25/55 BVINV 2025-4 67647DAU3 - - 5,763,020 $5,781,349 $5,781,349 0.08 $5,763,007
FHLMC 30yr Pool#SD3813 6.000% 01-Jul-2053, 6.00%, 07/01/53 FR 3132E0GW6 - - 5,398,231 $5,736,908 $5,736,908 0.08 $5,582,819
FNMA 30yr Pool#DC7015 5.500% 01-Dec-2054, 5.50%, 12/01/54 FN 3140AUYM9 - - 5,348,742 $5,705,215 $5,705,215 0.08 $5,459,731
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA3 M2 8.22419% 25-APR-2042, 8.22%, 04/25/42 STACR 2022-DNA3 35564KVE6 - - 5,428,314 $5,679,280 $5,679,280 0.08 $5,648,031
FNMA 30yr Pool#FS0088 4.000% 01-Mar-2050, 4.00%, 03/01/50 FN 3140XFC25 - - 5,749,192 $5,665,192 $5,665,192 0.08 $5,581,724
MS RES MTG LN TR 2025-SPL1 A1, 4.25%, 02/25/65 MSRM 2025-SPL1 617946AA6 - - 5,774,603 $5,662,207 $5,662,207 0.08 $5,629,484
Structured Agency Credit Risk (STACR) Debt Notes, Series 2024-HQA1 M1 5.12419% 25-MAR-2044, 5.12%, 03/25/44 STACR 2024-HQA1 M1 35564NBX0 - - 5,609,894 $5,634,901 $5,634,901 0.08 $5,615,736
FNMA 30yr Pool#DB4019 6.000% 01-May-2054, 6.00%, 05/01/54 FN 3140ADPD7 - - 5,159,320 $5,625,529 $5,625,529 0.08 $5,320,431
SF ABS ISSUER 2025-1 0%55 A2, 5.38%, 11/25/55 SFARM 2025-1A 784193AA2 - - 5,750,000 $5,589,902 $5,589,902 0.08 $5,569,290
FHLMC 30yr Pool#SD2606 4.500% 01-Sep-2051, 4.50%, 09/01/51 FR 3132DP3P1 - - 5,514,224 $5,529,369 $5,529,369 0.08 $5,475,832
RCKT Mortgage Trust 2025-CES10 A1A 4.894% 25-OCT-2055, 4.89%, 11/25/55 RCKT 2025-CES10 74939LAA2 - - 5,336,242 $5,367,488 $5,367,488 0.07 $5,332,667
LHOME Mortgage Trust 2024-RTL2 A1 7.128% 25-MAR-2029, 7.13%, 03/25/29 LHOME 50205JAA4 - - 5,293,684 $5,352,688 $5,352,688 0.07 $5,327,532
BX Trust 2021-SDMF A 4.454% 15-SEP-2034, 4.38%, 09/15/34 BX 2021-SDMF 12434CAA2 - - 5,355,350 $5,347,000 $5,347,000 0.07 $5,344,392
FHLMC 30yr Pool#QJ9072 6.000% 01-Nov-2054, 6.00%, 11/01/54 FR 3133D1CH0 - - 5,031,110 $5,321,463 $5,321,463 0.07 $5,187,504
FNMA 30yr Pool#BY0337 6.500% 01-May-2053, 6.50%, 05/01/53 FN 3140NGLT5 - - 5,018,424 $5,286,180 $5,286,180 0.07 $5,233,392
FNMA 30yr Pool#BX5986 5.500% 01-Mar-2053, 5.50%, 03/01/53 FN 3140NAUL5 - - 4,938,209 $5,148,719 $5,148,719 0.07 $5,105,074
FNMA 30yr Pool#DF0300 5.500% 01-Sep-2055, 5.50%, 09/01/55 FN 3140BQKN0 - - 5,004,023 $5,128,640 $5,128,640 0.07 $5,086,985
FHLMC 30yr Pool#QH2242 5.500% 01-Sep-2053, 5.50%, 09/01/53 FR 3133CEP30 - - 4,954,521 $5,102,134 $5,102,134 0.07 $5,055,791
FNMA 30yr Pool#CA0706 4.000% 01-Nov-2047, 4.00%, 11/01/47 FN 3140Q7YC5 - - 5,213,160 $5,099,505 $5,099,505 0.07 $5,056,959
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 $5,071,098 $5,071,098 0.07 $5,067,555
FHLMC 30yr Pool#QF9863 5.500% 01-Mar-2053, 5.50%, 03/01/53 FR 3133BX5Y3 - - 4,795,731 $4,990,655 $4,990,655 0.07 $4,947,621
PRPM 2025 RCF4 LLC 4.5% 55, 4.50%, 08/25/55 PRPM 2025-RCF4 69382WAA0 - - 4,968,644 $4,934,554 $4,934,554 0.07 $4,904,743
ABL 2024-RTL1 A2 7.457% 25-SEP-2029, 7.46%, 09/25/29 ABL 2024-RTL1 00092EAB4 - - 4,840,000 $4,896,175 $4,896,175 0.07 $4,872,113
FNMA 30yr Pool#DA5019 6.500% 01-Nov-2053, 6.50%, 11/01/53 FN 3140A5SH2 - - 4,581,355 $4,854,703 $4,854,703 0.07 $4,810,693
FHLMC 30yr Pool#QZ1060 6.000% 01-Aug-2055, 6.00%, 08/01/55 FR 31426XFA1 - - 4,662,588 $4,846,294 $4,846,294 0.07 $4,791,940
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 $4,837,275 $4,837,275 0.07 $4,789,230
FNMA 30yr Pool#DE9377 6.000% 01-Sep-2055, 6.00%, 09/01/55 FN 3140BNM39 - - 4,615,996 $4,790,187 $4,790,187 0.07 $4,744,056
FHLMC 30yr Pool#QH4473 6.000% 01-Nov-2053, 6.00%, 11/01/53 FR 3133CG6J1 - - 4,461,884 $4,758,016 $4,758,016 0.07 $4,622,076
Homeward Opportunities Fund Trust 2025-RRTL2 A1 5.237% 25-AUG-2040, 5.24%, 09/25/40 HOF 2025-RRTL2 437923AA3 - - 4,682,000 $4,711,228 $4,711,228 0.07 $4,694,882
FNMA 30yr Pool#BX9326 5.500% 01-Mar-2053, 5.50%, 03/01/53 FN 3140NELG8 - - 4,447,873 $4,626,752 $4,626,752 0.06 $4,588,746
FNMA 30yr Pool#DC5656 5.000% 01-Nov-2054, 5.00%, 11/01/54 FN 3140ATJA5 - - 4,587,241 $4,623,613 $4,623,613 0.06 $4,612,145
FHLMC 30yr Pool#RA1100 4.000% 01-Jul-2049, 4.00%, 07/01/49 FR 3133KGGH5 - - 4,674,545 $4,549,312 $4,549,312 0.06 $4,514,732
FNMA 30yr Pool#DD3307 6.000% 01-Feb-2055, 6.00%, 02/01/55 FN DD3307 MTGE 3140B3U91 - - 4,253,462 $4,526,422 $4,526,422 0.06 $4,386,336
FNMA 30yr Pool#FS3246 5.500% 01-Nov-2052, 5.50%, 11/01/52 FN 3140XJTC7 - - 4,115,473 $4,511,942 $4,511,942 0.06 $4,255,104
Affirm Asset Securitization Trust 2025-X2 C 4.93% 15-OCT-2030, 4.93%, 10/15/30 AFFRM 2025-X2 00835DAC6 - - 4,500,000 $4,505,745 $4,505,745 0.06 $4,503,280
FHLMC 30yr Pool#QH2259 6.000% 01-Sep-2053, 6.00%, 09/01/53 FR 3133CEQL9 - - 4,282,406 $4,455,495 $4,455,495 0.06 $4,415,976
FIGRE Trust 2025-HE3 B 5.71% 25-MAY-2055, 5.71%, 05/25/55 FIGRE 2025-HE3 31684LAB7 - - 4,390,153 $4,450,720 $4,450,720 0.06 $4,417,297
Ginnie Mae REMIC Trust 2023-116 LF 5.21765% 20-AUG-2053, 5.22%, 08/20/53 GNR 2023-116 38384EFT7 - - 4,382,709 $4,441,261 $4,441,261 0.06 $4,422,840
FIGRE TRUST 2025-FL1 5.265% 55, 5.26%, 07/25/55 FIGRE 2025-FL1 31684QAA8 - - 4,364,775 $4,398,096 $4,398,096 0.06 $4,367,455
Connecticut Avenue Securities Trust 2022-R07 1M2 8.52419% 25-JUN-2042, 8.52%, 06/25/42 CAS 2022-R07 20754MCB1 - - 4,087,000 $4,317,921 $4,317,921 0.06 $4,294,695
FHLMC 30yr Pool#QX6719 6.000% 01-Feb-2055, 6.00%, 02/01/55 FR 31426CPD0 - - 4,149,507 $4,317,630 $4,317,630 0.06 $4,279,133
RCKT Mortgage Trust 2024-CES6 A1B 5.546% 25-SEP-2044, 5.55%, 09/25/44 RCKT 2024-CES6 749410AB2 - - 4,262,125 $4,301,329 $4,301,329 0.06 $4,269,812
Ellington Financial Mortgage Trust 2017-1|5.466|12/25/2060, 5.47%, 12/25/60 EFMT 2026-CES1 26846MAE4 - - 4,250,000 $4,258,095 $4,258,095 0.06 $4,249,706
FHLMC 30yr Pool#QF7280 5.500% 01-Jan-2053, 5.50%, 01/01/53 FR 3133BVCR4 - - 4,033,507 $4,219,951 $4,219,951 0.06 $4,171,736
FNMA 30yr Pool#CB2907 3.500% 01-Feb-2052, 3.50%, 02/01/52 FN 3140QNGR7 - - 4,399,336 $4,218,532 $4,218,532 0.06 $4,132,763
FNMA 30yr Pool#BX0419 5.500% 01-Nov-2052, 5.50%, 11/01/52 FN 3140N4PD3 - - 4,084,900 $4,216,762 $4,216,762 0.06 $4,180,925
SREIT Commercial Mortgage Trust 2021-MFP B 4.9448% 15-NOV-2038, 4.87%, 11/15/38 SREIT 2021-MFP 78472UAC2 - - 4,194,208 $4,191,292 $4,191,292 0.06 $4,189,020
A&D MORTGAGE TR 2025-NQM4 A1, 5.22%, 10/25/70 ADMT 2025-NQM4 002941AA0 - - 4,145,806 $4,185,615 $4,185,615 0.06 $4,156,732
FIGRE Trust 2025-HE3 C 5.91% 25-MAY-2055, 5.91%, 05/25/55 FIGRE 2025-HE3 31684LAC5 - - 4,126,743 $4,181,273 $4,181,273 0.06 $4,148,755
FHLMC 30yr Pool#QH5204 6.500% 01-Nov-2053, 6.50%, 11/01/53 FR 3133CHX91 - - 3,941,296 $4,177,034 $4,177,034 0.06 $4,138,593
FNMA 30yr Pool#BX6124 6.500% 01-Jan-2053, 6.50%, 01/01/53 FN 3140NAYW7 - - 3,461,666 $4,164,261 $4,164,261 0.06 $3,643,758
Connecticut Avenue Securities Trust 2024-R06 1M2 5.47419% 25-SEP-2044, 5.47%, 09/25/44 CAS 2024-R06 20755RAC9 - - 4,125,699 $4,158,419 $4,158,419 0.06 $4,143,362
FNMA 30yr Pool#DA5072 6.500% 01-Nov-2053, 6.50%, 11/01/53 FN 3140A5T65 - - 3,925,021 $4,136,514 $4,136,514 0.06 $4,096,461
EASY STREET MORTGAGE LN 5.606%40 A1, 5.61%, 10/25/40 EASY 2025-RTL2 27786YAA6 - - 4,100,000 $4,116,955 $4,116,955 0.06 $4,101,632
FHLMC 30yr Pool#QH0826 5.500% 01-Sep-2053, 5.50%, 09/01/53 FR 3133CC4K9 - - 3,946,601 $4,110,312 $4,110,312 0.06 $4,076,782
FNMA 30yr Pool#DE7795 6.000% 01-Aug-2055, 6.00%, 08/01/55 FN 3140BLUV2 - - 3,810,580 $4,052,599 $4,052,599 0.06 $3,932,282
LHOME MORTGAGE TR 2025-RTL3 A1, 5.24%, 08/25/40 LHOME 2025-RTL3 50205YAA1 - - 4,000,000 $4,027,475 $4,027,475 0.06 $4,013,505
Saluda Grade Alternative Mortgage Trust 2023-RTL3 A1 8.0% 25-APR-2029, 8.00%, 04/25/29 GRADE 2023-RTL3 79583YAA2 - - 3,986,147 $4,009,295 $4,009,295 0.06 $3,966,776
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 - - 3,948,411 $4,002,474 $4,002,474 0.06 $3,984,603
FNMA 30yr Pool#BW6314 5.500% 01-Aug-2052, 5.50%, 08/01/52 FN 3140MYAQ5 - - 3,852,989 $3,989,394 $3,989,394 0.06 $3,951,166
Fannie Mae REMIC Trust 2020-98 AI 3.5% 25-JAN-2061, 3.50%, 01/25/61 FNR 2020-98 3136BDLE6 - - 18,495,565 $3,956,553 $3,956,553 0.06 $3,869,982
FNMA 30yr Pool#DF1002 6.000% 01-Oct-2055, 6.00%, 10/01/55 FN 3140BRDG1 - - 3,797,214 $3,914,960 $3,914,960 0.05 $3,903,568
FNMA 30yr Pool#FS2135 4.000% 01-Nov-2049, 4.00%, 11/01/49 FN 3140XHLR6 - - 3,975,640 $3,909,416 $3,909,416 0.05 $3,849,794
Ellington Financial Mortgage Trust 2017-1|5.316|12/25/2060, 5.32%, 12/25/60 EFMT 2026-CES1 26846MAD6 - - 3,881,000 $3,888,158 $3,888,158 0.05 $3,880,708
FNMA 30yr Pool#BY0335 6.000% 01-May-2053, 6.00%, 05/01/53 FN 3140NGLR9 - - 3,656,224 $3,787,622 $3,787,622 0.05 $3,752,731
FHLMC 30yr Pool#QI8221 6.000% 01-Jun-2054, 6.00%, 06/01/54 FR 3133WFD20 - - 3,527,082 $3,774,492 $3,774,492 0.05 $3,636,723
FNMA 30yr Pool#DE2819 5.500% 01-Jun-2055, 5.50%, 06/01/55 FN 3140BFDZ5 - - 3,666,105 $3,772,616 $3,772,616 0.05 $3,741,575
RCKT Mortgage Trust 2023-CES1 A1A 6.515% 25-JUN-2043, 6.51%, 06/25/43 RCKT 74935WAA2 - - 3,721,173 $3,763,111 $3,763,111 0.05 $3,730,787
FNMA 30yr Pool#FS2713 4.500% 01-Oct-2050, 4.50%, 10/01/50 FN 3140XJAP8 - - 3,661,274 $3,699,638 $3,699,638 0.05 $3,654,606
RCKT Mortgage Trust 2025-CES2 A1B 5.603% 25-FEB-2055, 5.60%, 02/25/55 RCKT 2025-CES2 74942BAB7 - - 3,649,653 $3,693,895 $3,693,895 0.05 $3,666,629
FHLMC 30yr Pool#QX5273 6.000% 01-Feb-2055, 6.00%, 02/01/55 FR 31426A2F4 - - 3,326,889 $3,674,619 $3,674,619 0.05 $3,430,306
FHLMC 30yr Pool#QH1144 5.500% 01-Sep-2053, 5.50%, 09/01/53 FR 3133CDHV9 - - 3,492,969 $3,638,902 $3,638,902 0.05 $3,607,624
FHLMC 30yr Pool#QH6041 5.500% 01-Dec-2053, 5.50%, 12/01/53 FR 3133CJWA5 - - 3,412,417 $3,521,839 $3,521,839 0.05 $3,491,531
FNMA 30yr Pool#FM7031 4.000% 01-Jan-2051, 4.00%, 01/01/51 FN 3140XAY55 - - 3,567,175 $3,509,202 $3,509,202 0.05 $3,444,970
FHLMC 30yr Pool#QF7810 5.500% 01-Jan-2053, 5.50%, 01/01/53 FR 3133BVVB8 - - 3,354,975 $3,498,423 $3,498,423 0.05 $3,468,878
FHLMC 30yr Pool#SD1416 4.500% 01-Dec-2048, 4.50%, 12/01/48 FR 3132DNSD6 - - 3,474,460 $3,496,864 $3,496,864 0.05 $3,468,132
FHLMC 30yr Pool#QZ3837 6.000% 01-Sep-2055, 6.00%, 09/01/55 FR 31427BHP3 - - 3,345,241 $3,471,557 $3,471,557 0.05 $3,438,047
FHLMC 30yr Pool#QH7549 6.000% 01-Dec-2053, 6.00%, 12/01/53 FR 3133CLL61 - - 3,292,065 $3,428,550 $3,428,550 0.05 $3,394,745
FINANCE OF AMERICA STRUCTURE 3.5% 74, 3.50%, 02/25/74 FASST 2024-S1 31740RAB6 - - 3,465,323 $3,417,989 $3,417,989 0.05 $3,409,903
FNMA 30yr Pool#BX8700 5.500% 01-Mar-2053, 5.50%, 03/01/53 FN 3140NDU21 - - 3,280,198 $3,396,356 $3,396,356 0.05 $3,366,873
FNMA 30yr Pool#BX9422 5.500% 01-Mar-2053, 5.50%, 03/01/53 FN 3140NEPG4 - - 3,278,623 $3,375,958 $3,375,958 0.05 $3,346,702
RCKT Mortgage Trust 2026-CES1|4.928|01/25/2056, 4.93%, 01/25/56 RCKT 2026-CES1 74939BAB2 - - 3,350,000 $3,359,348 $3,359,348 0.05 $3,349,259
Connecticut Avenue Securities Trust 2024-R02 1M1 4.97419% 25-FEB-2044, 4.97%, 02/25/44 CAS 2024-R02 20754GAA8 - - 3,333,432 $3,347,516 $3,347,516 0.05 $3,336,462
FNMA 30yr Pool#FM1540 4.000% 01-Sep-2049, 4.00%, 09/01/49 FN 3140X4WA0 - - 3,337,645 $3,270,157 $3,270,157 0.05 $3,223,538
FNMA 30yr Pool#MA4026 4.000% 01-May-2050, 4.00%, 05/01/50 FN 31418DPL0 - - 3,331,728 $3,267,654 $3,267,654 0.05 $3,213,041
FHLMC 30yr Pool#SD1111 4.000% 01-Jun-2050, 4.00%, 06/01/50 FR 3132DNGU1 - - 3,190,022 $3,131,601 $3,131,601 0.04 $3,100,566
FHLMC 30yr Pool#QZ4951 6.000% 01-Oct-2055, 6.00%, 10/01/55 FR 31427CQD8 - - 2,994,647 $3,105,905 $3,105,905 0.04 $3,077,726
FNMA 30yr Pool#MA4056 4.000% 01-Jun-2050, 4.00%, 06/01/50 FN 31418DQJ4 - - 3,073,860 $3,041,022 $3,041,022 0.04 $2,959,755
Gracie Point International Funding, Series 2024-1 B 6.29671% 01-MAR-2028, 6.29%, 03/01/28 GPIF 2024-1A 38410KAB5 - - 3,007,000 $3,034,061 $3,034,061 0.04 $3,008,316
FHLMC 30yr Pool#QG2539 6.500% 01-May-2053, 6.50%, 05/01/53 FR 3133C2ZC5 - - 2,884,246 $3,018,548 $3,018,548 0.04 $2,990,672
Bayview Opportunity Master Fund VII Trust 2024-CAR1 B 5.17419% 25-DEC-2031, 5.17%, 12/26/31 BVCLN 2024-CAR1 07336QAB8 - - 2,950,952 $2,968,240 $2,968,240 0.04 $2,958,061
BX Trust 2021-BXMF C 5.05627% 15-OCT-2038, 4.99%, 10/15/26 BX 2021-BXMF 05609RAJ3 - - 2,958,012 $2,957,850 $2,957,850 0.04 $2,956,211
FNMA 30yr Pool#DA3549 6.500% 01-Oct-2053, 6.50%, 10/01/53 FN 3140A35K5 - - 2,771,287 $2,944,825 $2,944,825 0.04 $2,917,537
FHLMC 30yr Pool#QZ4131 6.000% 01-Sep-2055, 6.00%, 09/01/55 FR 31427BSV8 - - 2,728,559 $2,933,329 $2,933,329 0.04 $2,803,467
FHLMC 30yr Pool#QE6404 5.500% 01-Jul-2052, 5.50%, 07/01/52 FR 3133BGDH8 - - 2,803,953 $2,906,833 $2,906,833 0.04 $2,875,762
GWT Commercial Mortgage Trust 2024-WLF2 A 5.44136% 15-MAY-2041, 5.37%, 05/15/41 GWT 2024-WLF2 362414AA2 - - 2,900,000 $2,906,738 $2,906,738 0.04 $2,905,007
Fannie Mae Pool|4|03/01/2050, 4.00%, 03/01/50 FN 3140X8S24 - - 2,947,593 $2,902,597 $2,902,597 0.04 $2,854,289
FHLMC 30yr Pool#SD6905 6.000% 01-Nov-2054, 6.00%, 11/01/54 FR 3132DUU62 - - 2,634,796 $2,899,152 $2,899,152 0.04 $2,717,073
Chase Mortgage Reference Notes, Series 2021-CL1 M1 5.07419% 25-FEB-2050, 5.07%, 02/25/50 CHASE 2021-CL1 46591HBX7 - - 2,891,301 $2,880,990 $2,880,990 0.04 $2,870,828
FNMA 30yr Pool#MA3496 4.500% 01-Oct-2048, 4.50%, 10/01/48 FN 31418C3E2 - - 2,844,771 $2,879,846 $2,879,846 0.04 $2,839,590
FHLMC 30yr Pool#QE8542 5.500% 01-Aug-2052, 5.50%, 08/01/52 FR 3133BJP30 - - 2,696,876 $2,789,595 $2,789,595 0.04 $2,765,943
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 $2,775,876 $2,775,876 0.04 $2,762,858
FHLMC 30yr Pool#SD2897 5.500% 01-May-2053, 5.50%, 05/01/53 FR 3132DQGE0 - - 2,635,885 $2,771,621 $2,771,621 0.04 $2,693,478
RCKT MORTGAGE TRUST 2025-CE 5.16% 34, 5.16%, 07/25/34 RCKTL 2025-1A 74939RAC5 - - 2,750,000 $2,771,508 $2,771,508 0.04 $2,762,442
FNMA 30yr Pool#CC0839 6.000% 01-Aug-2055, 6.00%, 08/01/55 FN 3140Y64Z0 - - - $2,768,298 $2,768,298 0.04 $0
FNMA 30yr Pool#BV5393 3.500% 01-Apr-2052, 3.50%, 04/01/52 FN 3140MJ7F6 - - 2,878,617 $2,749,836 $2,749,836 0.04 $2,701,780
FIGRE Trust 2024-HE4 B 5.252% 25-SEP-2054, 5.25%, 09/25/54 FIGRE 2024-HE4 31684UAB7 - - 2,723,999 $2,741,373 $2,741,373 0.04 $2,731,836
Ellington Financial Mortgage Trust 2017-1|5.116|12/25/2060, 5.12%, 12/25/60 EFMT 2026-CES1 26846MAB0 - - 2,726,000 $2,730,251 $2,730,251 0.04 $2,725,215
FNMA 30yr Pool#DA1511 5.500% 01-Oct-2053, 5.50%, 10/01/53 FN 3140A1VD6 - - 2,607,706 $2,700,666 $2,700,666 0.04 $2,660,866
FNMA 30yr Pool#DE2839 6.000% 01-Jun-2055, 6.00%, 06/01/55 FN 3140BFEM3 - - 2,574,040 $2,680,667 $2,680,667 0.04 $2,656,250
FHLMC 30yr Pool#QF9276 5.500% 01-Mar-2053, 5.50%, 03/01/53 FR 3133BXJV4 - - 2,565,015 $2,674,409 $2,674,409 0.04 $2,652,102
FHLMC 30yr Pool#Q57869 4.000% 01-Aug-2048, 4.00%, 08/01/48 FG 3132Y1W79 - - 2,704,409 $2,627,429 $2,627,429 0.04 $2,622,020
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-HQA3 B2 10.12419% 25-SEP-2041, 10.12%, 09/25/41 STACR 2021-HQA3 35564KKL2 - - 2,504,211 $2,589,368 $2,589,368 0.04 $2,572,466
FNMA 30yr Pool#DA0036 6.500% 01-Sep-2053, 6.50%, 09/01/53 FN 3140A0BE8 - - 2,422,298 $2,551,555 $2,551,555 0.04 $2,528,100
FHLMC 30yr Pool#SD3523 3.000% 01-Jun-2052, 3.00%, 06/01/52 FR 3132DQ4G8 - - 2,781,066 $2,504,042 $2,504,042 0.03 $2,487,090
FHLMC 30yr Pool#QF0488 5.500% 01-Sep-2052, 5.50%, 09/01/52 FR 3133BMRH0 - - 2,373,052 $2,485,165 $2,485,165 0.03 $2,433,519
BX Trust 2021-BXMF G 7.214513% 15-OCT-2038, 7.14%, 10/15/26 BX 2021-BXMF 05609RAS3 - - 2,488,884 $2,482,460 $2,482,460 0.03 $2,480,485
FHLMC 30yr Pool#QY9883 6.000% 01-Aug-2055, 6.00%, 08/01/55 FR 31426U6V1 - - 2,383,577 $2,481,269 $2,481,269 0.03 $2,459,704
Ginnie Mae REMIC Trust 2017-163 LO 0.0% 16-MAY-2041, 0.00%, 05/16/41 GNR 2017-163 38380KNA9 - - 3,202,154 $2,443,655 $2,443,655 0.03 $2,443,655
FNMA 30yr Pool#DC1302 5.000% 01-Aug-2054, 5.00%, 08/01/54 FN 3140ANNU9 - - 2,421,992 $2,439,909 $2,439,909 0.03 $2,433,854
FNMA 30yr Pool#BY8533 6.500% 01-Aug-2053, 6.50%, 08/01/53 FN 3140NRPT7 - - 2,306,006 $2,429,334 $2,429,334 0.03 $2,406,729
Ally Bank Auto Credit-Linked Notes, Series 2024-A C 6.022% 15-MAY-2032, 6.02%, 05/17/32 ABCLN 2024-A 02007GZ63 - - 2,379,764 $2,421,606 $2,421,606 0.03 $2,420,014
FNMA 30yr Pool#BY5913 5.500% 01-Sep-2053, 5.50%, 09/01/53 FN 3140NNSB2 - - 2,318,997 $2,415,124 $2,415,124 0.03 $2,393,738
Morgan Stanley Residential Mortgage Loan Trust 2026-NQM1|5.032|12/25/2070, 5.03%, 12/25/70 MSRM 2026-NQM1 61780XAF2 - - 2,400,000 $2,408,172 $2,408,172 0.03 $2,398,779
Saluda Grade Alternative Mortgage Trust 2024-FIG5 B 6.603% 25-APR-2054, 6.60%, 04/25/54 GRADE 2024-FIG5 79582MAB7 - - 2,362,830 $2,399,028 $2,399,028 0.03 $2,378,226
PRPM 2025-RCF3 LLC 5.25% 55, 5.25%, 07/25/55 PRPM 2025-RCF3 69392PAB1 - - 2,380,125 $2,385,590 $2,385,590 0.03 $2,368,930
PRPM 2024-RCF2 A1 3.75% 25-MAR-2054, 3.75%, 03/25/54 PRPM 2024-RCF2 693987AA7 - - 2,338,652 $2,318,224 $2,318,224 0.03 $2,312,378
Connecticut Avenue Securities Trust 2022-R08 1M2 7.47419% 25-JUL-2042, 7.47%, 07/25/42 CAS 2022-R08 20755DAB2 - - 2,220,000 $2,311,659 $2,311,659 0.03 $2,300,597
FNMA 30yr Pool#DF0313 6.000% 01-Sep-2055, 6.00%, 09/01/55 FN 3140BQK34 - - 2,210,435 $2,294,584 $2,294,584 0.03 $2,271,758
Connecticut Avenue Securities, Series 2021-R01 1M2 5.42419% 25-OCT-2041, 5.42%, 10/25/41 CAS 2021-R01 20754RAB2 - - 2,235,883 $2,248,779 $2,248,779 0.03 $2,240,694
RAM 2024-1 A 5.95% 15-FEB-2039, 6.67%, 02/15/39 RAM 2024-1 751313AA5 - - 2,219,417 $2,222,826 $2,222,826 0.03 $2,221,182
FNMA 30yr Pool#DA3538 6.000% 01-Oct-2053, 6.00%, 10/01/53 FN 3140A34Y6 - - 2,113,931 $2,203,952 $2,203,952 0.03 $2,179,866
FNMA 30yr Pool#FA0517 5.500% 01-Feb-2055, 5.50%, 02/01/55 FN 3140W0SF3 - - 2,017,925 $2,162,471 $2,162,471 0.03 $2,059,289
FHLMC 30yr Pool#QG2543 5.500% 01-May-2053, 5.50%, 05/01/53 FR 3133C2ZG6 - - 2,064,911 $2,132,366 $2,132,366 0.03 $2,113,939
FHLMC 30yr Pool#QI4878 6.000% 01-Apr-2054, 6.00%, 04/01/54 FR 3133WBM37 - - 1,904,142 $2,090,502 $2,090,502 0.03 $1,963,333
FNMA 30yr Pool#FS3001 4.000% 01-Oct-2051, 4.00%, 10/01/51 FN 3140XJKP7 - - 2,116,132 $2,077,145 $2,077,145 0.03 $2,043,637
FHLMC 30yr Pool#QX7432 6.000% 01-Feb-2055, 6.00%, 02/01/55 FR 31426DHJ4 - - 1,966,734 $2,050,532 $2,050,532 0.03 $2,028,173
Santander Bank Auto Credit-Linked Notes, Series 2024-A B 5.622% 15-JUN-2032, 5.62%, 06/15/32 SBCLN 2024-A 80290CCJ1 - - 2,019,471 $2,047,024 $2,047,024 0.03 $2,045,763
FNMA 30yr Pool#FS1640 4.000% 01-Apr-2052, 4.00%, 04/01/52 FN 3140XGZE2 - - 2,102,070 $2,045,271 $2,045,271 0.03 $2,030,133
FNMA 30yr Pool#CA7849 4.500% 01-Oct-2050, 4.50%, 10/01/50 FN 3140QFWK1 - - 1,978,018 $2,033,598 $2,033,598 0.03 $1,972,760
Chase Mortgage Reference Notes, Series 2020-CL1 M2 6.34621% 25-OCT-2057, 6.35%, 10/25/57 CHASE 2020-CL1 46591HAH3 - - 1,940,949 $2,013,155 $2,013,155 0.03 $2,004,943
FNMA 30yr Pool#BY0338 6.500% 01-May-2053, 6.50%, 05/01/53 FN 3140NGLU2 - - 1,906,150 $2,007,107 $2,007,107 0.03 $1,988,115
FNMA 30yr Pool#DD4221 6.000% 01-Feb-2055, 6.00%, 02/01/55 FN DD4221 MTGE 3140B4VP2 - - 1,923,650 $2,001,824 $2,001,824 0.03 $1,983,743
Flagship Credit Auto Trust 2023-1 B 5.05% 15-FEB-2028, 5.05%, 01/18/28 FCAT 2023-1 337955AG3 - - 1,966,729 $1,979,667 $1,979,667 0.03 $1,968,211
FIGRE Trust 2024-HE1 B 6.506% 25-MAR-2054, 6.51%, 03/25/54 FIGRE 2024-HE1 31684HAB6 - - 1,932,803 $1,979,421 $1,979,421 0.03 $1,971,037
FNMA 30yr Pool#BW0972 4.500% 01-Jul-2052, 4.50%, 07/01/52 FN 3140MSCJ2 - - 1,964,636 $1,964,913 $1,964,913 0.03 $1,949,692
FHLMC 30yr Pool#SI2017 4.000% 01-Dec-2048, 4.00%, 12/01/48 FR 3133USG21 - - 1,980,091 $1,954,110 $1,954,110 0.03 $1,917,354
FNMA 30yr Pool#BX8072 5.500% 01-Mar-2053, 5.50%, 03/01/53 FN 3140NC6J3 - - 1,868,804 $1,943,857 $1,943,857 0.03 $1,927,992
FHF Trust 2024-1 (First Help Financial) A2 5.69% 15-FEB-2030, 5.69%, 02/15/30 FHF 2024-1A 31568AAB2 - - 1,920,175 $1,933,092 $1,933,092 0.03 $1,931,878
FNMA 30yr Pool#DF0998 6.000% 01-Oct-2055, 6.00%, 10/01/55 FN 3140BRDC0 - - 1,846,667 $1,915,966 $1,915,966 0.03 $1,897,898
Chase Mortgage Reference Notes, Series 2021-CL1 M3 5.42419% 25-FEB-2050, 5.42%, 02/25/50 CHASE 2021-CL1 46591HBZ2 - - 1,885,610 $1,862,571 $1,862,571 0.03 $1,855,752
Foundation Finance Trust 2023-2 A 6.53% 15-JUN-2049, 6.53%, 06/15/49 FFIN 2023-2A 35042RAA4 - - 1,767,456 $1,833,278 $1,833,278 0.03 $1,831,995
FHLMC 30yr Pool#SD1551 4.000% 01-Mar-2050, 4.00%, 03/01/50 FR 3132DNWL3 - - 1,836,309 $1,817,042 $1,817,042 0.03 $1,778,181
FNMA 30yr Pool#BY0361 6.500% 01-Jun-2053, 6.50%, 06/01/53 FN 3140NGMK3 - - 1,717,291 $1,805,375 $1,805,375 0.03 $1,787,859
FNMA 30yr Pool#DC9709 6.000% 01-Jan-2055, 6.00%, 01/01/55 FN 3140AXYF8 - - 1,606,484 $1,770,747 $1,770,747 0.02 $1,656,650
FNMA 30yr Pool#MA3521 4.000% 01-Nov-2048, 4.00%, 11/01/48 FN 31418C4F8 - - 1,772,047 $1,738,542 $1,738,542 0.02 $1,715,953
PRPM 2025-RCF3 LLC 5.25% 55, 5.25%, 07/25/55 PRPM 2025-RCF3 69392PAC9 - - 1,700,000 $1,698,710 $1,698,710 0.02 $1,686,810
Fannie Mae Pool|4|08/01/2050, 4.00%, 08/01/50 FN 3140X8UA3 - - 1,748,029 $1,695,295 $1,695,295 0.02 $1,682,705
NRZ MSR-Collateralized Notes, Series 2021-FHT1 A 3.104% 25-JUL-2026, 3.10%, 07/25/26 NZES 2021-FHT1 62955MAB2 - - 1,701,401 $1,684,009 $1,684,009 0.02 $1,680,488
Chase Mortgage Reference Notes, Series 2021-CL1 M2 5.22419% 25-FEB-2050, 5.22%, 02/25/50 CHASE 2021-CL1 46591HBY5 - - 1,698,639 $1,674,933 $1,674,933 0.02 $1,669,017
FHLMC 30yr Pool#QG2540 6.500% 01-May-2053, 6.50%, 05/01/53 FR 3133C2ZD3 - - 1,589,860 $1,663,907 $1,663,907 0.02 $1,648,391
FHLMC 30yr Pool#SD0943 3.500% 01-Apr-2052, 3.50%, 04/01/52 FR 3132DNBL6 - - 1,754,974 $1,661,855 $1,661,855 0.02 $1,648,634
FHLMC 30yr Pool#QY7439 6.000% 01-Jun-2055, 6.00%, 06/01/55 FR 31426SHR3 - - 1,587,630 $1,656,580 $1,656,580 0.02 $1,638,336
Santander Bank Auto Credit-Linked Notes, Series 2023-B B 5.64% 15-DEC-2033, 5.64%, 12/15/33 SBCLN 2023-B 80290CCB8 - - 1,633,576 $1,653,699 $1,653,699 0.02 $1,652,675
FHLMC 30yr Pool#SD4456 4.000% 01-Aug-2050, 4.00%, 08/01/50 FR 3132E05R9 - - 1,645,164 $1,619,449 $1,619,449 0.02 $1,588,804
FHLMC 30yr Pool#QG4340 6.500% 01-Jun-2053, 6.50%, 06/01/53 FR 3133C4ZD9 - - 1,543,208 $1,615,010 $1,615,010 0.02 $1,600,151
FNMA 30yr Pool#CB2681 3.500% 01-Jan-2052, 3.50%, 01/01/52 FN 3140QM6T6 - - 1,670,148 $1,592,013 $1,592,013 0.02 $1,569,076
FHLMC 30yr Pool#QH7013 6.500% 01-Dec-2053, 6.50%, 12/01/53 FR 3133CKYJ1 - - 1,495,857 $1,571,681 $1,571,681 0.02 $1,555,266
FHLMC 30yr Pool#QZ4132 6.000% 01-Sep-2055, 6.00%, 09/01/55 FR 31427BSW6 - - 1,489,896 $1,544,976 $1,544,976 0.02 $1,531,230
ACHV ABS Trust 2024-1PL B 6.34% 25-APR-2031, 6.34%, 04/25/31 ACHV 2024-1PL 00092BAB0 - - 1,500,028 $1,519,733 $1,519,733 0.02 $1,513,393
FHLMC 30yr Pool#QH3309 5.500% 01-Oct-2053, 5.50%, 10/01/53 FR 3133CFVA4 - - 1,461,845 $1,504,443 $1,504,443 0.02 $1,491,724
FHLMC 30yr Pool#Q58477 4.000% 01-Sep-2048, 4.00%, 09/01/48 FG 3132Y2M37 - - 1,541,703 $1,497,933 $1,497,933 0.02 $1,494,849
FNMA 30yr Pool#MA3415 4.000% 01-Jul-2048, 4.00%, 07/01/48 FN 31418CYM0 - - 1,495,997 $1,470,946 $1,470,946 0.02 $1,448,642
Bayview Opportunity Master Fund VII Trust 2024-CAR1 C 5.37419% 25-DEC-2031, 5.37%, 12/26/31 BVCLN 2024-CAR1 07336QAC6 - - 1,436,130 $1,445,886 $1,445,886 0.02 $1,440,741
FNMA 30yr Pool#BT8051 5.500% 01-Jan-2053, 5.50%, 01/01/53 FN 3140LW5M5 - - 1,382,563 $1,442,258 $1,442,258 0.02 $1,429,723
FNMA 30yr Pool#CA5573 4.000% 01-Apr-2050, 4.00%, 04/01/50 FN 3140QDFP4 - - 1,478,467 $1,434,108 $1,434,108 0.02 $1,423,217
FNMA 30yr Pool#CA1931 4.500% 01-Jun-2048, 4.50%, 06/01/48 FN 3140Q9ED1 - - 1,389,851 $1,433,018 $1,433,018 0.02 $1,387,320
FNMA 30yr Pool#BY1896 5.500% 01-May-2053, 5.50%, 05/01/53 FN 3140NJDA9 - - 1,357,192 $1,404,792 $1,404,792 0.02 $1,392,648
FIGRE TRUST 2025-HE5 FLTG 2055 B, 5.49%, 08/25/55 FIGRE 2025-HE5 31684MAB5 - - 1,377,108 $1,381,197 $1,381,197 0.02 $1,371,126
Ally Bank Auto Credit-Linked Notes, Series 2024-A D 6.315% 15-MAY-2032, 6.31%, 05/17/32 ABCLN 2024-A 02007GZ71 - - 1,359,865 $1,379,629 $1,379,629 0.02 $1,378,675
FNMA 30yr Pool#BX7860 5.500% 01-Mar-2053, 5.50%, 03/01/53 FN 3140NCWW5 - - 1,295,052 $1,348,108 $1,348,108 0.02 $1,336,255
FNMA 30yr Pool#BY0327 6.500% 01-May-2053, 6.50%, 05/01/53 FN 3140NGLH1 - - 1,233,118 $1,289,478 $1,289,478 0.02 $1,277,373
FNMA 30yr Pool#FM7725 4.500% 01-Dec-2050, 4.50%, 12/01/50 FN 3140XBSP6 - - 1,256,113 $1,257,618 $1,257,618 0.02 $1,247,368
Reach ABS Trust 2024-2 A 5.88% 15-JUL-2031, 5.88%, 07/15/31 REACH 2024-2A 75525HAA8 - - 1,240,113 $1,247,671 $1,247,671 0.02 $1,246,861
FHLMC 30yr Pool#QF2561 5.500% 01-Nov-2052, 5.50%, 11/01/52 FR 3133BPZ27 - - 1,175,786 $1,224,155 $1,224,155 0.02 $1,214,022
Connecticut Avenue Securities Trust 2025-R04 25-MAY-2045, 5.07%, 05/25/45 CAS 2025-R04 20755TAB7 - - 1,215,388 $1,222,390 $1,222,390 0.02 $1,218,278
FNMA 30yr Pool#MA3149 4.000% 01-Oct-2047, 4.00%, 10/01/47 FN 31418CQB3 - - 1,238,618 $1,219,600 $1,219,600 0.02 $1,201,516
FNMA 30yr Pool#DB3056 5.500% 01-May-2054, 5.50%, 05/01/54 FN 3140ACME0 - - 1,177,320 $1,215,907 $1,215,907 0.02 $1,205,764
U.S. Auto Funding 2021-1 C 2.2% 15-MAY-2026, 2.20%, 05/15/26 USAUT 2021-1A 90355EAC5 - - 1,447,139 $1,212,379 $1,212,379 0.02 $1,209,209
FNMA 40yr Pool#BF0167 3.000% 01-Feb-2057, 3.00%, 02/01/57 FN 3140FXFH0 - - 1,363,485 $1,201,580 $1,201,580 0.02 $1,190,643
Tricolor Auto Securitization Trust 2024-1 A 6.61% 15-OCT-2027, 6.61%, 10/15/27 TAST 2024-1A 89616LAA0 - - 1,205,445 $1,199,654 $1,199,654 0.02 $1,198,769
FNMA 30yr Pool#BJ9181 5.000% 01-May-2048, 5.00%, 05/01/48 FN 3140HBFX1 - - 1,161,060 $1,194,706 $1,194,706 0.02 $1,184,410
FNMA 30yr Pool#FM9138 4.000% 01-Mar-2050, 4.00%, 03/01/50 FN 3140XDEL6 - - 1,202,167 $1,186,251 $1,186,251 0.02 $1,164,113
FHLMC 30yr Pool#SD8003 4.000% 01-Jul-2049, 4.00%, 07/01/49 FR 3132DV3L7 - - 1,209,718 $1,181,588 $1,181,588 0.02 $1,168,275
FNMA 30yr Pool#BX0804 5.500% 01-Nov-2052, 5.50%, 11/01/52 FN 3140N43N5 - - 1,125,746 $1,170,259 $1,170,259 0.02 $1,157,505
Ellington Financial Mortgage Trust 2017-1|5.616|12/25/2060, 5.62%, 12/25/60 EFMT 2026-CES1 26846MAF1 - - 1,166,000 $1,167,516 $1,167,516 0.02 $1,165,151
FHF Issuer Trust 2023-2 (First Help Financial) A2 6.79% 15-OCT-2029, 6.79%, 10/15/29 FHF 2023-2A 30333LAB4 - - 1,153,052 $1,166,433 $1,166,433 0.02 $1,165,563
FHLMC 30yr Pool#QG6538 5.500% 01-Jul-2053, 5.50%, 07/01/53 FR 3133C7HP5 - - 1,097,966 $1,143,799 $1,143,799 0.02 $1,134,537
FHLMC 30yr Pool#ZT2087 4.000% 01-Jun-2049, 4.00%, 06/01/49 FR 3132AEJ80 - - 1,162,767 $1,139,218 $1,139,218 0.02 $1,122,933
FNMA 30yr Pool#AS6811 3.000% 01-Mar-2046, 3.00%, 03/01/46 FN 3138WGR97 - - 1,221,598 $1,126,652 $1,126,652 0.02 $1,116,046
FHLMC 30yr Pool#QG6948 5.500% 01-Jul-2053, 5.50%, 07/01/53 FR 3133C7WH6 - - 892,264 $1,078,910 $1,078,910 0.02 $921,839
FHLMC 30yr Pool#RA1188 4.500% 01-Aug-2049, 4.50%, 08/01/49 FR 3133KGJ90 - - 1,065,595 $1,071,685 $1,071,685 0.01 $1,063,040
FNMA 30yr Pool#AS7492 4.000% 01-Jul-2046, 4.00%, 07/01/46 FN 3138WHKE1 - - 1,090,430 $1,066,994 $1,066,994 0.01 $1,057,993
FHLMC 30yr Pool#RA1087 4.500% 01-Jul-2049, 4.50%, 07/01/49 FR 3133KGF45 - - 1,053,159 $1,059,264 $1,059,264 0.01 $1,050,634
FNMA 30yr Pool#CB8995 5.500% 01-Aug-2054, 5.50%, 08/01/54 FN 3140QU7H3 - - 1,003,901 $1,037,148 $1,037,148 0.01 $1,024,229
Blue Bridge Funding 2023-1 A 7.37% 15-NOV-2030, 7.37%, 11/15/30 BBEF 2023-1A 09531MAA8 - - 1,009,004 $1,017,238 $1,017,238 0.01 $1,016,412
FHLMC 30yr Pool#QG3885 6.500% 01-Jun-2053, 6.50%, 06/01/53 FR 3133C4J62 - - 967,340 $1,012,315 $1,012,315 0.01 $1,003,034
FNMA 30yr Pool#FM1598 4.000% 01-Feb-2049, 4.00%, 02/01/49 FN 3140X4X43 - - 976,510 $961,897 $961,897 0.01 $945,599
FNMA 30yr Pool#BV4203 3.500% 01-Apr-2052, 3.50%, 04/01/52 FN 3140MHU56 - - 1,016,906 $961,727 $961,727 0.01 $954,512
FNMA 30yr Pool#BV8484 3.500% 01-Apr-2052, 3.50%, 04/01/52 FN 3140MNNA0 - - 1,004,462 $951,360 $951,360 0.01 $942,757
FNMA 30yr Pool#DA3522 5.500% 01-Oct-2053, 5.50%, 10/01/53 FN 3140A34G5 - - 920,688 $947,453 $947,453 0.01 $939,457
Arivo Acceptance Auto Loan Receivables Trust 2024-1 A 6.46% 15-APR-2028, 6.46%, 04/17/28 ARIVO 2024-1A 039943AA3 - - 938,221 $943,929 $943,929 0.01 $943,256
FNMA 30yr Pool#CA6382 4.500% 01-Jul-2050, 4.50%, 07/01/50 FN 3140QECU4 - - 921,190 $922,075 $922,075 0.01 $914,783
FHLMC 30yr Pool#ZM8197 4.000% 01-Sep-2048, 4.00%, 09/01/48 FR 3131Y3DA1 - - 917,278 $910,528 $910,528 0.01 $888,215
GNMA II 30yr Pool#MA5021 4.500% 20-Feb-2048, 4.50%, 02/20/48 G2 36179TSJ5 - - 895,219 $904,351 $904,351 0.01 $891,913
FHLMC 30yr Pool#QG7338 6.000% 01-Jul-2053, 6.00%, 07/01/53 FR 3133C8EK7 - - 803,097 $867,626 $867,626 0.01 $828,066
BX Commercial Mortgage Trust 2021-21M A 4.595% 15-OCT-2036, 4.52%, 10/15/36 BX 2021-21M 05609CAA5 - - 862,801 $862,173 $862,173 0.01 $861,740
FNMA 30yr Pool#AB9341 3.000% 01-May-2043, 3.00%, 05/01/43 FN 31417GLX2 - - 873,625 $822,350 $822,350 0.01 $804,440
FNMA 30yr Pool#BN4541 4.000% 01-Feb-2049, 4.00%, 02/01/49 FN 3140JMBK7 - - 819,808 $800,169 $800,169 0.01 $793,858
FREMF 2019-KF70 Mortgage Trust C 10.12306% 25-SEP-2029, 10.12%, 09/25/29 FREMF 2019-KF70 30298UAJ0 - - 789,970 $786,347 $786,347 0.01 $780,793
FNMA 30yr Pool#BY0782 5.500% 01-Apr-2053, 5.50%, 04/01/53 FN 3140NG2Q2 - - 740,865 $770,853 $770,853 0.01 $764,581
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-DNA5 M2 5.52419% 25-JAN-2034, 5.52%, 01/25/34 STACR 2021-DNA5 35564KHE2 - - 751,181 $756,268 $756,268 0.01 $753,501
FHLMC 30yr Pool#ZT1926 3.000% 01-Nov-2043, 3.00%, 11/01/43 FR 3132AED78 - - 799,122 $752,704 $752,704 0.01 $738,521
FHLMC 30yr Pool#RA1999 4.500% 01-Jan-2050, 4.50%, 01/01/50 FR 3133KHGG5 - - 724,310 $749,711 $749,711 0.01 $722,573
FNMA 30yr Pool#BY0866 5.500% 01-May-2053, 5.50%, 05/01/53 FN 3140NG6C9 - - 696,268 $721,557 $721,557 0.01 $714,458
GNMA II 30yr Pool#MA5264 4.000% 20-Jun-2048, 4.00%, 06/20/48 G2 36179TZ57 - - 710,094 $697,162 $697,162 0.01 $685,939
ACHM Trust 2024-HE1 B 7.26% 25-MAY-2039, 7.26%, 05/25/39 ACHM 2024-HE1 00449TAB1 - - 666,844 $691,380 $691,380 0.01 $688,152
ACHV ABS Trust 2024-1PL C 6.42% 25-APR-2031, 6.42%, 04/25/31 ACHV 2024-1PL 00092BAC8 - - 668,058 $674,576 $674,576 0.01 $671,717
Compass Datacenters Issuer II, Series 2024-1 B_2401 7.0% 25-FEB-2049, 7.00%, 02/25/49 CMPDC 2024-1A 20469AAC3 - - 620,000 $634,836 $634,836 0.01 $631,943
FNMA 30yr Pool#BW0343 4.500% 01-May-2052, 4.50%, 05/01/52 FN 3140MRLZ8 - - 631,534 $628,222 $628,222 0.01 $623,543
Connecticut Avenue Securities Trust 2022-R07 1B2 15.87419% 25-JUN-2042, 15.87%, 06/25/42 CAS 2022-R07 20754MAL1 - - 536,201 $621,893 $621,893 0.01 $616,218
FHLMC 30yr Pool#QE1073 3.500% 01-Apr-2052, 3.50%, 04/01/52 FR 3133BAFN6 - - 646,190 $610,824 $610,824 0.01 $606,494
FHLMC 30yr Pool#SD8047 4.500% 01-Feb-2050, 4.50%, 02/01/50 FR 3132DV5G6 - - 587,929 $591,290 $591,290 0.01 $586,367
FNMA 30yr Pool#AL6842 4.000% 01-May-2045, 4.00%, 05/01/45 FN 3138EPS88 - - 585,793 $582,465 $582,465 0.01 $571,272
FNMA 30yr Pool#BK9507 4.000% 01-Oct-2048, 4.00%, 10/01/48 FN 3140HPR58 - - 592,044 $579,608 $579,608 0.01 $574,798
Sequoia Mortgage Trust 2013-5 A1 2.5% 25-MAY-2043, 2.50%, 05/25/43 SEMT 2013-5 81745AAA5 - - 634,078 $571,097 $571,097 0.01 $568,983
FNMA 30yr Pool#AZ0869 4.000% 01-Jul-2045, 4.00%, 07/01/45 FN 3138YR6F0 - - 515,828 $506,326 $506,326 0.01 $501,694
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 $502,193 $502,193 0.01 $500,372
FHLMC 15yr Pool#SB0116 2.500% 01-Nov-2034, 2.50%, 11/01/34 FR 3132CWDV3 - - 504,193 $489,358 $489,358 0.01 $481,429
FHLMC 30yr Pool#QD9191 3.500% 01-Apr-2052, 3.50%, 04/01/52 FR 3133B7F86 - - 497,805 $470,844 $470,844 0.01 $467,261
Connecticut Avenue Securities Trust 2022-R01 1M1 4.87419% 25-DEC-2041, 4.87%, 12/25/41 CAS 2022-R01 20754LAA7 - - 467,323 $468,841 $468,841 0.01 $467,323
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA2 M1A 5.17419% 25-FEB-2042, 5.17%, 02/25/42 STACR 2022-DNA2 35564KRE1 - - 445,093 $447,173 $447,173 0.01 $445,638
FHLMC 30yr Pool#SD1414 4.000% 01-Oct-2050, 4.00%, 10/01/50 FR 3132DNSB0 - - 435,098 $423,865 $423,865 0.01 $420,193
Gracie Point International Funding, Series 2023-2 A 6.44671% 01-MAR-2027, 6.45%, 03/01/27 GPIF 2023-2A 38410JAA0 - - 418,538 $422,941 $422,941 0.01 $419,268
FNMA 30yr Pool#CB4329 3.500% 01-Jul-2052, 3.50%, 07/01/52 FN 3140QPY35 - - 434,064 $410,605 $410,605 0.01 $407,574
FNMA 30yr Pool#BV6879 4.500% 01-Apr-2052, 4.50%, 04/01/52 FN 3140MLUD0 - - 404,857 $402,835 $402,835 0.01 $399,796
FNMA 30yr Pool#CA4646 3.000% 01-Feb-2048, 3.00%, 02/01/48 FN 3140QCEU6 - - 419,092 $388,554 $388,554 0.01 $383,959
FHLMC 30yr Pool#QG3397 6.000% 01-May-2053, 6.00%, 05/01/53 FR 3133C3X27 - - 364,317 $379,291 $379,291 0.01 $375,644
FHLMC 30yr Pool#QA8274 3.500% 01-Mar-2050, 3.50%, 03/01/50 FR 3133A3FP8 - - 386,706 $362,270 $362,270 0.01 $359,694
FNMA 30yr Pool#FM3447 4.000% 01-Nov-2049, 4.00%, 11/01/49 FN 3140X6ZM6 - - 353,116 $345,321 $345,321 0.00 $342,032
Connecticut Avenue Securities Trust 2023-R05 1B1 8.62419% 25-JUN-2043, 8.62%, 06/25/43 CAS 2023-R05 207942AC7 - - 312,000 $336,899 $336,899 0.00 $335,105
FHLMC 30yr Pool#SD1966 4.000% 01-Nov-2052, 4.00%, 11/01/52 FR 3132DPFF0 - - 327,082 $317,127 $317,127 0.00 $313,879
FNMA 30yr Pool#BV7632 4.500% 01-Apr-2052, 4.50%, 04/01/52 FN 3140MMPS1 - - 311,083 $309,535 $309,535 0.00 $307,194
FNMA 30yr Pool#AR9225 3.000% 01-Mar-2043, 3.00%, 03/01/43 FN 3138W7HB3 - - 321,128 $302,883 $302,883 0.00 $294,873
FHLMC 30yr Pool#QA5150 4.500% 01-Dec-2049, 4.50%, 12/01/49 FR 31346YWK5 - - 292,625 $294,205 $294,205 0.00 $291,848
FHLMC 30yr Pool#ZN6461 4.000% 01-May-2049, 4.00%, 05/01/49 FR 3131YDFA7 - - 302,390 $294,103 $294,103 0.00 $291,580
FHLMC 30yr Pool#ZT0391 4.000% 01-Nov-2047, 4.00%, 11/01/47 FR 3132ACNG1 - - 298,279 $293,287 $293,287 0.00 $290,711
FNMA 30yr Pool#FS2548 4.000% 01-Mar-2051, 4.00%, 03/01/51 FN 3140XHZN0 - - 296,579 $289,962 $289,962 0.00 $286,419
FNMA 30yr Pool#FS2238 4.000% 01-Mar-2051, 4.00%, 03/01/51 FN 3140XHPY7 - - 287,758 $283,160 $283,160 0.00 $278,649
FNMA 30yr Pool#AS8649 3.000% 01-Jan-2047, 3.00%, 01/01/47 FN 3138WJTF5 - - 303,248 $277,786 $277,786 0.00 $275,427
FNMA 30yr Pool#BN3899 4.000% 01-Dec-2048, 4.00%, 12/01/48 FN 3140JLKM5 - - 266,034 $260,499 $260,499 0.00 $257,613
FHLMC 30yr Pool#QA1615 3.500% 01-Aug-2049, 3.50%, 08/01/49 FR 31334XYL7 - - 269,184 $252,982 $252,982 0.00 $250,886
FHLMC 30yr Pool#ZN4240 4.500% 01-Dec-2048, 4.50%, 12/01/48 FR 3131YAV98 - - 247,974 $249,820 $249,820 0.00 $247,636
Fannie Mae REMIC Trust 2017-9 VL 3.0% 25-JUL-2028, 3.00%, 07/25/28 FNR 2017-9 3136AVYH6 - - 239,665 $246,756 $246,756 0.00 $237,690
FNMA 30yr Pool#MA3908 4.500% 01-Jan-2050, 4.50%, 01/01/50 FN 31418DKW1 - - 226,950 $230,953 $230,953 0.00 $226,347
FNMA 30yr Pool#BW0081 4.500% 01-Apr-2052, 4.50%, 04/01/52 FN 3140MRCT2 - - 228,940 $227,741 $227,741 0.00 $226,043
Fannie Mae REMIC Trust 2012-126 SY 0.01133% 25-NOV-2042, 0.01%, 11/25/42 FNR 2012-126 3136A9ZR2 - - 473,554 $227,609 $227,609 0.00 $227,606
FNMA 30yr Pool#MA3687 4.000% 01-Jun-2049, 4.00%, 06/01/49 FN 31418DCZ3 - - 229,545 $225,022 $225,022 0.00 $221,681
FNMA 30yr Pool#BE3616 4.000% 01-May-2047, 4.00%, 05/01/47 FN 3140FPAS8 - - 223,971 $222,156 $222,156 0.00 $218,535
FNMA 30yr Pool#MA1327 3.000% 01-Jan-2043, 3.00%, 01/01/43 FN 31418APM4 - - 236,936 $221,075 $221,075 0.00 $218,968
FHLMC 15yr Pool#SB0040 2.500% 01-Dec-2033, 2.50%, 12/01/33 FR 3132CWBH6 - - 221,515 $220,979 $220,979 0.00 $214,368
Connecticut Avenue Securities, Series 2021-R03 1M1 4.72419% 25-DEC-2041, 4.72%, 12/25/41 CAS 2021-R03 20754AAA1 - - 219,733 $220,436 $220,436 0.00 $219,744
FNMA 30yr Pool#BO9819 4.500% 01-Dec-2049, 4.50%, 12/01/49 FN 3140K54D6 - - 208,732 $209,920 $209,920 0.00 $208,177
GNMA II 30yr Pool#MA5192 4.000% 20-May-2048, 4.00%, 05/20/48 G2 36179TXV2 - - 212,610 $208,315 $208,315 0.00 $205,377
FHLMC 30yr Pool#RA1088 4.500% 01-Jul-2049, 4.50%, 07/01/49 FR 3133KGF52 - - 202,831 $203,904 $203,904 0.00 $202,292
FNMA 30yr Pool#AB6280 3.000% 01-Sep-2042, 3.00%, 09/01/42 FN 31417C6S9 - - 190,738 $179,198 $179,198 0.00 $176,274
FNMA 30yr Pool#CA4185 4.500% 01-Sep-2049, 4.50%, 09/01/49 FN 3140QBUK2 - - 171,356 $175,137 $175,137 0.00 $170,901
FHLMC 30yr Pool#SD8040 4.500% 01-Jan-2050, 4.50%, 01/01/50 FR 3132DV4Z5 - - 171,758 $175,044 $175,044 0.00 $171,302
FNMA 30yr Pool#BO2983 3.000% 01-Sep-2049, 3.00%, 09/01/49 FN 3140JXJ58 - - 189,677 $173,733 $173,733 0.00 $172,313
FNMA 30yr Pool#CA4035 4.500% 01-Aug-2049, 4.50%, 08/01/49 FN 3140QBPV4 - - 162,730 $167,111 $167,111 0.00 $162,298
FNMA 30yr Pool#BV7132 4.500% 01-Apr-2052, 4.50%, 04/01/52 FN 3140ML4S6 - - 161,155 $160,317 $160,317 0.00 $159,115
FHLMC 30yr Pool#ZA7158 4.500% 01-Jun-2049, 4.50%, 06/01/49 FR 31329Q5T4 - - 156,210 $157,298 $157,298 0.00 $155,835
FHLMC 30yr Pool#ZT1320 4.000% 01-Nov-2048, 4.00%, 11/01/48 FR 3132ADPD4 - - 158,468 $155,452 $155,452 0.00 $153,452
FNMA 30yr Pool#AB7563 3.000% 01-Jan-2043, 3.00%, 01/01/43 FN 31417EMM0 - - 162,277 $154,499 $154,499 0.00 $150,133
FNMA 30yr Pool#FS2546 4.000% 01-Mar-2051, 4.00%, 03/01/51 FN 3140XHZL4 - - 152,322 $149,009 $149,009 0.00 $147,501
FNMA 30yr Pool#BW0072 4.500% 01-Apr-2052, 4.50%, 04/01/52 FN 3140MRCJ4 - - 135,911 $135,207 $135,207 0.00 $134,191
FNMA 30yr Pool#MA1229 3.000% 01-Oct-2042, 3.00%, 10/01/42 FN 31418ALK2 - - 142,174 $132,855 $132,855 0.00 $131,537
GNMA II 30yr Pool#MA5753 4.000% 20-Feb-2049, 4.00%, 02/20/49 G2 36179UMA7 - - 136,599 $129,209 $129,209 0.00 $128,179
FNMA 30yr Pool#BV7131 4.500% 01-Apr-2052, 4.50%, 04/01/52 FN 3140ML4R8 - - 128,654 $127,988 $127,988 0.00 $127,027
GNMA II 30yr Pool#BF6874 4.500% 20-Jul-2048, 4.50%, 07/20/48 G2 3617GDT77 - - 126,067 $125,607 $125,607 0.00 $124,529
GNMA II 30yr Pool#MA5866 4.000% 20-Apr-2049, 4.00%, 04/20/49 G2 36179UQT2 - - 131,652 $124,856 $124,856 0.00 $123,838
FNMA 20yr Pool#AB9283 3.000% 01-Apr-2038, 3.00%, 04/01/38 FN 31417GJ56 - - 129,173 $120,844 $120,844 0.00 $118,760
GNMA II 30yr Pool#BK5879 4.500% 20-Nov-2048, 4.50%, 11/20/48 G2 3617J6Q80 - - 110,987 $110,869 $110,869 0.00 $109,988
FHLMC 30yr Pool#QE0318 4.500% 01-Mar-2052, 4.50%, 03/01/52 FR 3133B9K78 - - 107,878 $107,346 $107,346 0.00 $106,529
FNMA 30yr Pool#BM3282 3.500% 01-Dec-2047, 3.50%, 12/01/47 FN 3140J7UG8 - - 112,099 $107,201 $107,201 0.00 $106,025
FNMA 30yr Pool#CA3683 4.500% 01-Jun-2049, 4.50%, 06/01/49 FN 3140QBCV8 - - 105,747 $106,320 $106,320 0.00 $105,466
FHLMC 30yr Pool#ZT1633 4.000% 01-Mar-2047, 4.00%, 03/01/47 FR 3132ADY69 - - 105,571 $103,674 $103,674 0.00 $102,747
FNMA 30yr Pool#CA0108 3.500% 01-Aug-2047, 3.50%, 08/01/47 FN 3140Q7DN4 - - 104,228 $99,977 $99,977 0.00 $98,581
FHLMC 30yr Pool#ZM7577 4.500% 01-Aug-2048, 4.50%, 08/01/48 FR 3131Y2M21 - - 89,550 $90,116 $90,116 0.00 $89,387
Fannie Mae REMIC Trust 2013-130 FN 4.33867% 25-OCT-2042, 4.34%, 10/25/42 FNR 2013-130 3136AHG53 - - 89,468 $88,955 $88,955 0.00 $88,697
FHLMC 30yr Pool#ZM7926 5.000% 01-Sep-2048, 5.00%, 09/01/48 FR 3131Y2YX0 - - 77,369 $79,247 $79,247 0.00 $78,567
FHLMC 30yr Pool#QA2159 3.000% 01-Aug-2049, 3.00%, 08/01/49 FR 31334YMG9 - - 82,172 $73,427 $73,427 0.00 $72,875
FNMA 30yr Pool#MA1447 3.000% 01-May-2043, 3.00%, 05/01/43 FN 31418ATD0 - - 76,339 $70,775 $70,775 0.00 $70,098
Sequoia Mortgage Trust 2019-CH3 A19 4.0% 25-OCT-2049, 4.00%, 09/25/49 SEMT 2019-CH3 81748GBN0 - - 74,939 $69,779 $69,779 0.00 $69,380
FNMA 30yr Pool#AS8547 3.000% 01-Nov-2046, 3.00%, 11/01/46 FN 3138WJP93 - - 71,104 $65,017 $65,017 0.00 $64,521
RCKT Mortgage Trust 2025-CES7 A1A 5.377% 25-JUL-2055, 5.38%, 07/25/55 RCKT 2025-CES7 74943AAA0 - - - $63,457 $63,457 0.00 $0
FNMA 30yr Pool#BD2453 3.000% 01-Jan-2047, 3.00%, 01/01/47 FN 3140F9WP6 - - 65,846 $61,336 $61,336 0.00 $60,194
Fannie Mae REMIC Trust 2010-109 BS 11.93742% 25-OCT-2040, 11.94%, 10/25/40 FNR 2010-109 31398NTM6 - - 41,248 $55,281 $55,281 0.00 $54,760
Fannie Mae REMIC Trust 2006-20 GF 4.33867% 25-APR-2036, 4.34%, 04/25/36 FNR 2006-20 31395BU43 - - 53,691 $53,574 $53,574 0.00 $53,419
FHLMC 15yr Pool#ZK8962 3.000% 01-Sep-2032, 3.00%, 09/01/32 FR 3131XC5X1 - - 51,650 $51,460 $51,460 0.00 $50,375
FHLMC 15yr Pool#ZS7403 3.000% 01-May-2031, 3.00%, 05/01/31 FR 3132A8GL7 - - 46,800 $47,392 $47,392 0.00 $45,915
FNMA 30yr Pool#BO1857 4.500% 01-Aug-2049, 4.50%, 08/01/49 FN 3140JWB33 - - 42,701 $42,923 $42,923 0.00 $42,587
FNMA 15yr Pool#BO5957 3.000% 01-Dec-2034, 3.00%, 12/01/34 FN 3140K1TP1 - - 43,136 $42,423 $42,423 0.00 $41,782
Freddie Mac Multiclass Certificates, Series 3721 FB 4.59833% 15-SEP-2040, 4.32%, 09/15/40 FHR 3721 3137GAD20 - - 40,818 $40,858 $40,858 0.00 $40,838
Freddie Mac Multiclass Certificates, Series 3380 FM 4.68833% 15-OCT-2037, 4.41%, 10/15/37 FHR 3380 31397KTJ0 - - 40,641 $40,703 $40,703 0.00 $40,683
Ginnie Mae REMIC Trust 2008-013 FB 4.57432% 20-FEB-2038, 4.35%, 02/20/38 GNR 2008-13 38375PNL1 - - 39,234 $39,333 $39,333 0.00 $39,189
FNMA 30yr Pool#BC0870 3.500% 01-Jan-2046, 3.50%, 01/01/46 FN 3140EU6G9 - - 36,998 $35,198 $35,198 0.00 $34,882
FNMA 15yr Pool#BO7717 3.000% 01-Nov-2034, 3.00%, 11/01/34 FN 3140K3SF0 - - 32,495 $32,031 $32,031 0.00 $31,547
FHLMC 15yr Pool#ZK9163 3.000% 01-Jan-2033, 3.00%, 01/01/33 FR 3131XDFC4 - - 30,860 $30,614 $30,614 0.00 $30,072
Ginnie Mae REMIC Trust 2007-040 FG 4.39432% 20-JUL-2037, 4.17%, 07/20/37 GNR 2007-40 38375KZS4 - - 29,602 $29,488 $29,488 0.00 $29,383
Ginnie Mae REMIC Trust 2004-069 CF 4.47432% 20-JUL-2034, 4.25%, 07/20/34 GNR 2004-69 38374JAT3 - - 25,505 $25,584 $25,584 0.00 $25,496
Fannie Mae REMIC Trust 2013-2 QF 4.48867% 25-FEB-2043, 4.49%, 02/25/43 FNR 2013-2 3136AB4P5 - - 23,671 $23,748 $23,748 0.00 $23,677
Ginnie Mae REMIC Trust 2007-059 FA 4.57432% 20-OCT-2037, 4.35%, 10/20/37 GNR 2007-59 38375LPU8 - - 23,673 $23,718 $23,718 0.00 $23,635
FHLMC 30yr Pool#ZN2165 4.500% 01-Dec-2048, 4.50%, 12/01/48 FR 3131Y8MN2 - - 22,571 $22,840 $22,840 0.00 $22,644
Ginnie Mae REMIC Trust 2010-133 FD 4.27874% 16-OCT-2040, 4.22%, 10/16/40 GNR 2010-133 38377MHV1 - - 20,668 $21,553 $21,553 0.00 $20,682
Ginnie Mae REMIC Trust 2008-016 FC 4.57432% 20-FEB-2038, 4.35%, 02/20/38 GNR 2008-16 383742FU2 - - 19,053 $19,110 $19,110 0.00 $19,043
Ginnie Mae REMIC Trust 2007-037 FW 4.38432% 20-JUN-2037, 4.16%, 06/20/37 GNR 2007-37 38375KNR9 - - 18,877 $18,797 $18,797 0.00 $18,734
Ginnie Mae REMIC Trust 2004-059 FP 4.14874% 16-AUG-2034, 4.09%, 08/16/34 GNR 2004-59 38374HYS3 - - 17,727 $18,159 $18,159 0.00 $17,722
Ginnie Mae REMIC Trust 2005-065 FA 4.22432% 20-AUG-2035, 4.00%, 08/20/35 GNR 2005-65 38374LL25 - - 18,121 $17,991 $17,991 0.00 $17,933
Fannie Mae REMIC Trust 2002-53 FK 4.38867% 25-APR-2032, 4.39%, 04/25/32 FNR 2002-53 31392EHN3 - - 16,155 $16,174 $16,174 0.00 $16,127
Freddie Mac Multiclass Certificates, Series 2426 FL 4.74833% 15-MAR-2032, 4.47%, 03/15/32 FHR 2426 31339W7G5 - - 16,026 $16,110 $16,110 0.00 $16,102
FHLMC 30yr Pool#ZT0252 3.000% 01-Dec-2047, 3.00%, 12/01/47 FR 3132ACH52 - - 16,608 $15,548 $15,548 0.00 $15,183
Ginnie Mae REMIC Trust 2005-048 AF 4.27432% 20-JUN-2035, 4.05%, 06/20/35 GNR 2005-48 38374LHM6 - - 15,435 $15,352 $15,352 0.00 $15,302
Fannie Mae REMIC Trust 2005-83 KT 4.28867% 25-OCT-2035, 4.29%, 10/25/35 FNR 2005-83 31394FUL7 - - 13,838 $13,796 $13,796 0.00 $13,757
Fannie Mae REMIC Trust 2007-89 GF 4.50867% 25-SEP-2037, 4.51%, 09/25/37 FNR 2007-89 31396XPM0 - - 13,055 $13,122 $13,122 0.00 $13,081
Freddie Mac Multiclass Certificates, Series 2551 FD 4.49833% 15-JAN-2033, 4.22%, 01/15/33 FHR 2551 31393JAZ1 - - 11,561 $11,561 $11,561 0.00 $11,556
FHLMC 30yr Pool#ZM2269 3.000% 01-Dec-2046, 3.00%, 12/01/46 FR 3131XVQW8 - - 12,303 $11,334 $11,334 0.00 $11,238
Ginnie Mae REMIC Trust 2012-075 FP 4.37432% 20-JUL-2041, 4.15%, 07/20/41 GNR 2012-75 38378EZ55 - - 10,909 $10,955 $10,955 0.00 $10,918
Ginnie Mae REMIC Trust 2007-061 FA 4.57432% 20-OCT-2037, 4.35%, 10/20/37 GNR 2007-61 38375LLN8 - - 9,821 $9,840 $9,840 0.00 $9,806
GNMA II 30yr Pool#BK6072 5.000% 20-Jan-2049, 5.00%, 01/20/49 G2 3617J6W91 - - 8,954 $9,146 $9,146 0.00 $9,062
Fannie Mae REMIC Trust 2010-123 FL 4.41867% 25-NOV-2040, 4.42%, 11/25/40 FNR 2010-123 31398N2W3 - - 9,092 $9,112 $9,112 0.00 $9,086
Freddie Mac Multiclass Certificates, Series 2410, excluding Group 6 FX 4.44833% 15-FEB-2032, 4.17%, 02/15/32 FHR 2410 31339NJN7 - - 8,951 $8,931 $8,931 0.00 $8,927
FNMA 15yr Pool#AS8207 2.500% 01-Oct-2031, 2.50%, 10/01/31 FN 3138WJDM7 - - 8,809 $8,803 $8,803 0.00 $8,532
Freddie Mac Multiclass Certificates, Series 3028 FM 4.34833% 15-SEP-2035, 4.07%, 09/15/35 FHR 3028 31396AFB5 - - 7,855 $7,825 $7,825 0.00 $7,822
FNMA 15yr Pool#BM1036 2.500% 01-Feb-2032, 2.50%, 02/01/32 FN 3140J5EJ4 - - 7,814 $7,778 $7,778 0.00 $7,567
FNMA 15yr Pool#AS7643 2.500% 01-Aug-2031, 2.50%, 08/01/31 FN 3138WHP55 - - 7,766 $7,745 $7,745 0.00 $7,523
Fannie Mae REMIC Trust 2003-87 FG 4.48867% 25-SEP-2033, 4.49%, 09/25/33 FNR 2003-87 31393E4W6 - - 7,702 $7,736 $7,736 0.00 $7,713
Fannie Mae REMIC Trust 2012-100 FG 4.38867% 25-SEP-2042, 4.39%, 09/25/42 FNR 2012-100 3136A8QW3 - - 7,515 $7,493 $7,493 0.00 $7,470
Ginnie Mae REMIC Trust 2007-018 FD 4.37432% 20-APR-2037, 4.15%, 04/20/37 GNR 2007-18 38375JC86 - - 6,891 $6,861 $6,861 0.00 $6,838
Fannie Mae REMIC Trust 2002-16 VF 4.53867% 25-APR-2032, 4.54%, 04/25/32 FNR 2002-16 31392CWW0 - - 6,800 $6,832 $6,832 0.00 $6,812
Ginnie Mae REMIC Trust 2010-006 FG 4.44874% 16-JAN-2040, 4.39%, 01/16/40 GNR 2010-6 38376TSC7 - - 6,638 $6,727 $6,727 0.00 $6,652
FHLMC 15yr Pool#ZK8405 2.500% 01-Dec-2031, 2.50%, 01/22/31 FR 3131XCKS5 - - 6,686 $6,656 $6,656 0.00 $6,465
Fannie Mae REMIC Trust 2010-95 FB 4.38867% 25-SEP-2040, 4.39%, 09/25/40 FNR 2010-95 31398NEX8 - - 5,830 $5,842 $5,842 0.00 $5,825
Freddie Mac Multiclass Certificates, Series 3738 FD 4.39833% 15-AUG-2040, 4.12%, 08/15/40 FHR 3738 3137GAYQ4 - - 5,712 $5,712 $5,712 0.00 $5,710
FNMA 30yr Pool#MA3694 4.500% 01-Jul-2049, 4.50%, 07/01/49 FN 31418DC83 - - 4,393 $4,461 $4,461 0.00 $4,382
Ginnie Mae REMIC Trust 1999-27 FE 4.24874% 16-AUG-2029, 4.19%, 08/16/29 GNR 1999-27 3837H2WA3 - - 1,447 $1,691 $1,691 0.00 $1,446
FHLMC 30yr Pool#ZN0650 3.000% 01-Mar-2043, 3.00%, 03/01/43 FR 3131Y6WK1 - - 1,648 $1,526 $1,526 0.00 $1,513
Freddie Mac Multiclass Certificates, Series 2469 FE 4.59833% 15-JUL-2032, 4.32%, 07/15/32 FHR 2469 31392RC58 - - 1,330 $1,329 $1,329 0.00 $1,329
Ginnie Mae REMIC Trust 2010-125 VF 4.42432% 20-JUN-2040, 4.20%, 06/20/40 GNR 2010-125 38377JYJ6 - - 348.00 $348 $348 0.00 $347
US 5YR NOTE (CBT) Mar26 MAR 26 FVH6 FUTURES_USD - 2,844 $309,218,345 $0 0.00 $0
US ULTRA BOND CBT Mar26 MAR 26 WNH6 FUTURES_USD - -312.00 $-36,816,000 $0 0.00 $0
US 10yr Ultra Fut Mar26 MAR 26 UXYH6 FUTURES_USD - -1,258 $-143,765,812 $0 0.00 $0
US 10YR NOTE (CBT)Mar26 MAR 26 TYH6 FUTURES_USD - -1,745 $-195,003,750 $0 0.00 $0
UMBS TBA 30yr 3.5% February Delivery, 3.50%, 02/12/26 FNCL 01F032625 - - -45,653,000 $-42,200,948 $-42,200,948 -0.59 $-42,200,948
UMBS TBA 30yr 3.5% March Delivery, 3.50%, 03/12/26 FNCL 01F032633 - - -50,000,000 $-46,116,400 $-46,116,400 -0.64 $-46,116,400
UMBS TBA 30yr 6% February Delivery, 6.00%, 02/12/26 FNCL 01F060626 - - -138,828,515 $-142,067,384 $-142,067,384 -1.98 $-142,067,384
UMBS TBA 30yr 2.5% February Delivery, 2.50%, 02/12/26 FNCL 01F022626 - - -182,589,445 $-154,882,957 $-154,882,957 -2.16 $-154,882,957
UMBS TBA 30yr 4.5% February Delivery, 4.50%, 02/12/26 FNCL 01F042624 - - -354,908,342 $-348,288,592 $-348,288,592 -4.86 $-348,288,592
UMBS TBA 30yr 5% February Delivery, 5.00%, 02/12/26 FNCL 01F050627 - - -482,203,202 $-482,261,066 $-482,261,066 -6.72 $-482,261,066
UMBS TBA 30yr 5.5% February Delivery, 5.50%, 02/12/26 FNCL 01F052623 - - -477,744,442 $-484,022,004 $-484,022,004 -6.75 $-484,022,004
UMBS TBA 30yr 4% February Delivery, 4.00%, 02/12/26 FNCL 01F040628 - - -677,221,155 $-645,896,290 $-645,896,290 -9.01 $-645,896,290
SEGREGATED CASH SEGCASH - $0.00 10,159,350 $10,159,350 $10,159,350 0.14 $10,159,350
ALMSUM ALMSUM - $0.00 - $0 $0 0.00 $0
US DOLLARS USD MD_142224 - - -2,466,457,873 $-2,466,457,873 $-2,466,457,873 -34.39 $-2,466,457,873
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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