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For Financial Professionals in the US

Mortgage-Backed Securities ETF Holdings

Full Portfolio Holdings

(As of 12/17/2025)

Ticker Cusip Underlying Security Strike Price Quantity (Shares/ Par/ Units/ Contracts) Notional Value Market Value Weight % Current Market Value
UMBS TBA 30yr 2.5% January Delivery, 2.50%, 01/14/26 FNCL 01F022618 - - 1,575,178,894 $1,331,363,254 $1,331,363,254 19.19 $1,331,363,254
UMBS TBA 30yr 3% January Delivery, 3.00%, 01/14/26 FNCL 01F030611 - - 744,569,354 $656,894,823 $656,894,823 9.47 $656,894,823
GNMA II TBA 30yr 2.5% January Delivery, 2.50%, 01/22/26 G2SF 21H022614 - - 730,943,414 $631,163,790 $631,163,790 9.10 $631,163,790
GNMA II TBA 30yr 5% January Delivery, 5.00%, 01/22/26 G2SF 21H050615 - - 411,201,194 $409,201,523 $409,201,523 5.91 $409,201,523
UMBS TBA 30yr 2% January Delivery, 2.00%, 01/14/26 FNCL 01F020612 - - 402,248,255 $325,467,913 $325,467,913 4.70 $325,467,913
FNMA 30yr Pool#CC0839 6.000% 01-Aug-2055, 6.00%, 08/01/55 FN 3140Y64Z0 - - 194,625,739 $203,291,091 $203,291,091 2.94 $201,418,909
FNMA 30yr Pool#CB9430 5.500% 01-Nov-2054, 5.50%, 11/01/54 FN 3140QVPQ1 - - 185,238,416 $192,267,586 $192,267,586 2.78 $188,926,106
GNMA II TBA 30yr 5.5% January Delivery, 5.50%, 01/22/26 G2SF 21H052611 - - 183,586,000 $185,135,466 $185,135,466 2.68 $185,135,466
GNMA II TBA 30yr 3% January Delivery, 3.00%, 01/22/26 G2SF 21H030617 - - 203,159,962 $182,566,652 $182,566,652 2.64 $182,566,652
Fannie Mae REMIC Trust 2025-12 FC 5.1718% 25-MAR-2055, 5.17%, 03/25/55 FNR 2025-12 3136BVFC7 - - 154,785,627 $155,720,693 $155,720,693 2.25 $155,209,250
FNMA 30yr Pool#FA2033 6.000% 01-Jul-2054, 6.00%, 07/01/54 FN 3140W2HK0 - - 130,176,002 $137,963,492 $137,963,492 2.00 $134,623,345
GNMA II TBA 30yr 3.5% January Delivery, 3.50%, 01/22/26 G2SF 21H032613 - - 147,859,377 $134,776,927 $134,776,927 1.95 $134,776,927
FNMA 30yr Pool#CB9787 5.000% 01-Jan-2055, 5.00%, 01/01/55 FN 3140QV2V5 - - 131,269,194 $133,394,564 $133,394,564 1.93 $132,268,108
GNMA II TBA 30yr 4.5% January Delivery, 4.50%, 01/22/26 G2SF 21H042612 - - 127,692,488 $124,158,343 $124,158,343 1.80 $124,158,343
FNMA 30yr Pool#FA2754 4.500% 01-Jan-2049, 4.50%, 01/01/49 FN 3140W3BY4 - - 118,143,908 $118,362,847 $118,362,847 1.72 $117,159,072
FNMA 30yr Pool#FS1133 4.000% 01-Oct-2051, 4.00%, 10/01/51 FN 3140XGHK8 - - 112,979,460 $110,163,067 $110,163,067 1.60 $108,367,803
GNMA II TBA 30yr 4% January Delivery, 4.00%, 01/22/26 G2SF 21H040616 - - 114,954,688 $108,313,066 $108,313,066 1.56 $108,313,066
FNMA 30yr Pool#FM7460 4.000% 01-Mar-2051, 4.00%, 03/01/51 FN 3140XBJE1 - - 106,565,326 $103,630,271 $103,630,271 1.49 $102,215,485
FHLMC 30yr Pool#SD5238 5.500% 01-Apr-2054, 5.50%, 04/01/54 FR 3132DSZB1 - - 98,756,928 $102,421,059 $102,421,059 1.48 $101,345,921
UMBS TBA 30yr 6.5% January Delivery, 6.50%, 01/14/26 FNCL 01F062614 - - 92,975,000 $96,607,533 $96,607,533 1.39 $96,607,533
FNMA 30yr Pool#FA3025 5.500% 01-Sep-2055, 5.50%, 09/01/55 FN 3140W3LF4 - - 86,712,906 $90,065,047 $90,065,047 1.30 $89,299,266
Freddie Mac Multiclass Certificates, Series 5544 FC 5.0718% 25-JUN-2055, 5.07%, 06/25/55 FHR 5544 3137HLNP3 - - 88,829,119 $89,540,219 $89,540,219 1.29 $89,252,385
FHLMC 30yr Pool#SL2464 4.500% 01-Dec-2048, 4.50%, 12/01/48 FR 31427PW26 - - 83,468,867 $83,986,877 $83,986,877 1.21 $82,773,079
FNMA 30yr Pool#FA3036 5.500% 01-Oct-2055, 5.50%, 10/01/55 FN 3140W3LS6 - - 75,757,818 $78,950,574 $78,950,574 1.14 $77,907,921
FHLMC 30yr Pool#RJ4363 5.500% 01-Jun-2055, 5.50%, 06/01/55 FR 3142GUZ55 - - 75,730,490 $78,908,697 $78,908,697 1.14 $77,925,374
FHLMC 30yr Pool#SD1046 4.000% 01-Jul-2052, 4.00%, 07/01/52 FR 3132DNET6 - - 81,216,009 $78,580,499 $78,580,499 1.13 $77,746,258
FNMA 30yr Pool#FA3037 5.500% 01-Oct-2055, 5.50%, 10/01/55 FN 3140W3LT4 - - 70,066,950 $72,871,319 $72,871,319 1.05 $71,976,817
FNMA 30yr Pool#FA0574 5.500% 01-Jan-2055, 5.50%, 01/01/55 FN 3140W0T88 - - 68,974,976 $72,758,096 $72,758,096 1.05 $70,961,603
FNMA 30yr Pool#FS8993 6.000% 01-Jul-2054, 6.00%, 07/01/54 FN 3140XQ7F8 - - 66,661,742 $71,122,338 $71,122,338 1.02 $68,858,983
FHLMC 30yr Pool#SL2435 6.500% 01-Feb-2055, 6.50%, 02/01/55 FR 31427PV50 - - 57,066,485 $61,029,249 $61,029,249 0.88 $59,683,552
FHLMC 30yr Pool#SL1188 5.500% 01-Apr-2055, 5.50%, 04/01/55 FR 31427NKA6 - - 58,291,016 $60,974,863 $60,974,863 0.88 $59,890,378
FHLMC 30yr Pool#QX7566 5.500% 01-Mar-2055, 5.50%, 03/01/55 FR 31426DMQ2 - - 55,606,638 $57,190,940 $57,190,940 0.82 $56,713,644
FNMA 30yr Pool#FA2246 5.500% 01-Jul-2055, 5.50%, 07/01/55 FN 3140W2P88 - - 50,618,463 $52,648,953 $52,648,953 0.76 $52,043,810
FNMA 30yr Pool#CB9654 5.000% 01-Dec-2054, 5.00%, 12/01/54 FN 3140QVWQ3 - - 51,461,142 $52,365,288 $52,365,288 0.75 $51,852,744
FHLMC 30yr Pool#SL0239 5.000% 01-Jan-2055, 5.00%, 01/01/55 FR 31427MHR5 - - 50,610,482 $51,801,339 $51,801,339 0.75 $50,995,610
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA2 M2 7.8218% 25-FEB-2042, 7.82%, 02/25/42 STACR 2022-DNA2 35564KRN1 - - 49,687,745 $51,437,544 $51,437,544 0.74 $51,189,241
Fannie Mae REMIC Trust 2025-9 FA 5.2718% 25-MAR-2055, 5.27%, 03/25/55 FNR 2025-9 3136BVDC9 - - 50,441,988 $50,849,947 $50,849,947 0.73 $50,680,053
FNMA 30yr Pool#FA3128 5.500% 01-Oct-2055, 5.50%, 10/01/55 FN 3140W3PN3 - - 47,880,392 $50,318,640 $50,318,640 0.72 $49,347,494
FNMA 30yr Pool#CB9613 5.500% 01-Dec-2054, 5.50%, 12/01/54 FN 3140QVVF8 - - 47,461,395 $48,827,402 $48,827,402 0.70 $48,406,247
FNMA 30yr Pool#FA3572 5.000% 01-Nov-2055, 5.00%, 11/01/55 FN 3140W36J3 - - 47,243,597 $47,767,565 $47,767,565 0.69 $47,656,017
FHLMC 30yr Pool#SD7343 5.500% 01-Jan-2055, 5.50%, 01/01/55 FR 3132DVEQ4 - - 45,226,367 $46,964,087 $46,964,087 0.68 $46,473,990
FNMA 30yr Pool#FS9779 5.500% 01-Nov-2054, 5.50%, 11/01/54 FN 3140XR2M6 - - 42,968,407 $44,743,357 $44,743,357 0.64 $44,139,316
UMBS TBA 30yr 4% January Delivery, 4.00%, 01/14/26 FNCL 01F040610 - - 44,375,000 $42,015,848 $42,015,848 0.61 $42,015,848
FNMA 30yr Pool#FS8121 4.000% 01-Jul-2052, 4.00%, 07/01/52 FN 3140XQAX5 - - 42,754,260 $41,410,085 $41,410,085 0.60 $40,874,090
FNMA 40yr Pool#BF0646 2.500% 01-Jun-2062, 2.50%, 06/01/62 FN 3140FXWG3 - - 48,801,250 $41,324,812 $41,324,812 0.60 $40,831,141
FNMA 30yr Pool#FA1951 6.000% 01-Jun-2055, 6.00%, 06/01/55 FN 3140W2EZ0 - - 37,828,218 $41,043,755 $41,043,755 0.59 $39,108,750
FHLMC 30yr Pool#SL0046 6.000% 01-Jan-2055, 6.00%, 01/01/55 FR 31427MBQ3 - - 38,967,058 $40,986,034 $40,986,034 0.59 $40,249,334
PMT LOAN TRUST 2025-J3 FLTG 2056 A3, 5.47%, 11/27/56 PMTLT 2025-J3 69392XBM9 - - 40,504,887 $40,768,619 $40,768,619 0.59 $40,621,290
Radian Mortgage Capital Trust 2025-J4 A25 5.73078% 25-MAR-2056, 5.62%, 03/25/56 RMCT 2025-J4 75024UBP1 - - 40,474,114 $40,697,544 $40,697,544 0.59 $40,552,173
FNMA 30yr Pool#FS8881 4.500% 01-Sep-2053, 4.50%, 09/01/53 FN 3140XQ2P1 - - 40,501,663 $40,591,044 $40,591,044 0.58 $40,103,877
FHLMC 30yr Pool#ZT2413 4.000% 01-Feb-2041, 4.00%, 02/01/41 FR 3132AEVE3 - - 40,507,966 $40,394,246 $40,394,246 0.58 $39,725,722
OBX 2025-J3 TRUST FLTG 2055 AF, 5.57%, 10/25/55 OBX 2025-J3 67449KAU7 - - 40,233,045 $40,375,243 $40,375,243 0.58 $40,232,023
New Residential Mortgage LLC 6.545% 25-MAR-2032, 6.54%, 03/25/32 NZES 2025-FHT 64832EAA7 - - 38,739,910 $39,506,740 $39,506,740 0.57 $39,344,748
FHLMC 30yr Pool#SD6787 4.000% 01-May-2053, 4.00%, 05/01/53 FR 3132DURG4 - - 40,456,325 $39,235,860 $39,235,860 0.57 $38,664,700
FHLMC 30yr Pool#SI2101 4.000% 01-Sep-2048, 4.00%, 09/01/48 FR 3133USKN0 - - 39,006,961 $37,955,986 $37,955,986 0.55 $37,504,298
FNMA 30yr Pool#FA1557 6.000% 01-May-2055, 6.00%, 05/01/55 FN 3140W1WT6 - - 35,111,602 $37,820,536 $37,820,536 0.54 $36,267,008
FHLMC 30yr Pool#SL0938 4.000% 01-Jul-2050, 4.00%, 07/01/50 FR 31427NBG3 - - 38,141,749 $37,798,020 $37,798,020 0.54 $37,230,938
FNMA 30yr Pool#FA0576 5.500% 01-Jan-2055, 5.50%, 01/01/55 FN 3140W0UA1 - - 35,429,686 $37,124,333 $37,124,333 0.53 $36,457,522
FNMA 40yr Pool#BF0598 2.500% 01-Mar-2062, 2.50%, 03/01/62 FN 3140FXUY6 - - 43,835,335 $37,048,394 $37,048,394 0.53 $36,679,644
FNMA 30yr Pool#FA2190 4.000% 01-Apr-2053, 4.00%, 04/01/53 FN 3140W2NG2 - - 37,689,590 $36,484,732 $36,484,732 0.53 $36,026,318
FHLMC 30yr Pool#SL1632 4.000% 01-Nov-2053, 4.00%, 11/01/53 FR 31427NY60 - - 37,470,190 $36,301,799 $36,301,799 0.52 $35,857,776
FNMA 30yr Pool#FA3105 6.000% 01-May-2055, 6.00%, 05/01/55 FN 3140W3NX3 - - 32,635,107 $35,092,299 $35,092,299 0.51 $33,750,011
FNMA 30yr Pool#FA3191 5.500% 01-Oct-2055, 5.50%, 10/01/55 FN 3140W3RM3 - - 32,642,544 $33,828,156 $33,828,156 0.49 $33,532,306
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-HQA3 M2 6.1718% 25-SEP-2041, 6.17%, 09/25/41 STACR 2021-HQA3 35564KJP5 - - 33,196,721 $33,611,890 $33,611,890 0.48 $33,480,992
FNMA 30yr Pool#FA3682 5.500% 01-Feb-2055, 5.50%, 02/01/55 FN 3140W4CU9 - - 31,921,798 $32,924,122 $32,924,122 0.47 $32,841,214
FNMA 30yr Pool#FA2446 4.500% 01-Jul-2053, 4.50%, 07/01/53 FN 3140W2WG2 - - 32,618,393 $32,354,633 $32,354,633 0.47 $32,092,971
FNMA 30yr Pool#FA0603 4.500% 01-Sep-2051, 4.50%, 09/01/51 FN 3140W0U52 - - 32,238,617 $32,307,517 $32,307,517 0.47 $31,943,289
FHLMC 30yr Pool#SL2558 6.000% 01-Aug-2055, 6.00%, 08/01/55 FR 31427PZY3 - - 30,104,429 $31,802,865 $31,802,865 0.46 $31,132,878
FNMA 30yr Pool#FA1560 5.500% 01-Apr-2055, 5.50%, 04/01/55 FN 3140W1WW9 - - 30,403,666 $31,394,159 $31,394,159 0.45 $31,315,194
FNMA 30yr Pool#BW7371 5.500% 01-Feb-2053, 5.50%, 02/01/53 FN 3140N0FM2 - - 29,711,142 $31,041,713 $31,041,713 0.45 $30,782,885
FHLMC 30yr Pool#SL0238 5.000% 01-May-2054, 5.00%, 05/01/54 FR 31427MHQ7 - - 30,537,396 $31,025,366 $31,025,366 0.45 $30,769,775
FNMA 40yr Pool#BF0698 3.500% 01-Dec-2062, 3.50%, 12/01/62 FN 3140FXX49 - - 33,403,320 $31,017,168 $31,017,168 0.45 $30,562,133
FNMA 30yr Pool#FS3883 4.500% 01-Feb-2053, 4.50%, 02/01/53 FN 3140XKJ50 - - 29,548,550 $29,799,470 $29,799,470 0.43 $29,094,762
FNMA 30yr Pool#FS8335 4.500% 01-Jan-2051, 4.50%, 01/01/51 FN 3140XQHM2 - - 29,572,650 $29,699,461 $29,699,461 0.43 $29,301,745
FHLMC 30yr Pool#SL1291 4.000% 01-Nov-2054, 4.00%, 11/01/54 FR 31427NNH8 - - 30,485,022 $29,511,011 $29,511,011 0.43 $29,173,192
UMBS TBA 30yr 5% January Delivery, 5.00%, 01/14/26 FNCL 01F050619 - - 29,300,000 $29,156,576 $29,156,576 0.42 $29,156,576
FNMA 30yr Pool#FS9788 5.500% 01-Nov-2054, 5.50%, 11/01/54 FN 3140XR2W4 - - 27,779,062 $29,105,939 $29,105,939 0.42 $28,319,062
FNMA 30yr Pool#FA1798 4.000% 01-Aug-2052, 4.00%, 08/01/52 FN 3140W17L1 - - 29,596,616 $28,729,169 $28,729,169 0.41 $28,336,753
FNMA 30yr Pool#FS8681 4.500% 01-Oct-2050, 4.50%, 10/01/50 FN 3140XQUF2 - - 27,965,790 $27,997,722 $27,997,722 0.40 $27,709,604
NRM MSR-Collateralized Notes, Series 2024-FNT1 A 7.398% 25-NOV-2029, 7.40%, 11/25/31 NZES 2024-FNT1 62956YAA7 - - 26,895,733 $27,290,710 $27,290,710 0.39 $27,163,588
JP MORGAN MORTGAGE TRUST 2 5.777% 55, 5.50%, 11/25/55 JPMMT 2025-5MPR 46593VAD9 - - 26,964,359 $27,255,104 $27,255,104 0.39 $27,061,485
FNMA 30yr Pool#CB4798 5.000% 01-Oct-2052, 5.00%, 10/01/52 FN 3140QQKL8 - - 25,786,554 $26,116,646 $26,116,646 0.38 $25,848,488
FHF ISSUER TRUST 2024-1 0% 26, 4.84%, 12/15/26 FHF 2025-2A 30343DAA2 - - 25,876,562 $25,900,181 $25,900,181 0.37 $25,889,746
FHLMC 30yr Pool#SD3271 5.500% 01-Jun-2053, 5.50%, 06/01/53 FR 3132DQT48 - - 24,114,638 $25,136,505 $25,136,505 0.36 $24,914,024
FNMA 30yr Pool#FA3714 5.000% 01-Nov-2055, 5.00%, 11/01/55 FN 3140W4DU8 - - 24,806,980 $25,094,053 $25,094,053 0.36 $25,035,481
METRONET INFRASTRUCTURE ISSU 5.4% 55, 5.40%, 08/20/55 MNET 2025-2A 59170JAX6 - - 24,600,000 $25,059,540 $25,059,540 0.36 $24,956,220
FNMA 30yr Pool#FS9239 4.500% 01-Jan-2051, 4.50%, 01/01/51 FN 3140XRHR9 - - 24,056,481 $24,175,891 $24,175,891 0.35 $23,836,107
FNMA 30yr Pool#FA1129 6.500% 01-Jun-2054, 6.50%, 06/01/54 FN 3140W1HF3 - - 21,955,816 $23,879,698 $23,879,698 0.34 $22,960,300
FNMA 30yr Pool#FS9771 4.000% 01-Oct-2052, 4.00%, 10/01/52 FN 3140XR2D6 - - 24,357,865 $23,553,461 $23,553,461 0.34 $23,273,084
FNMA 30yr Pool#FA1128 6.500% 01-Aug-2054, 6.50%, 08/01/54 FN 3140W1HE6 - - 21,574,938 $23,372,353 $23,372,353 0.34 $22,561,997
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2025-HQA1 M2 5.7218% 25-FEB-2045, 5.72%, 02/25/45 STACR 2025-HQA1 35564NHA4 - - 23,060,148 $23,152,327 $23,152,327 0.33 $23,068,028
PRET 2025-RPL3 Trust A1 4.15% 25-APR-2065, 4.15%, 04/25/65 PRET 2025-RPL3 69382RAA1 - - 22,799,117 $22,574,740 $22,574,740 0.33 $22,451,213
FHLMC 30yr Pool#SD5061 5.500% 01-Mar-2054, 5.50%, 03/01/54 FR 3132DSTS1 - - 21,509,077 $22,491,873 $22,491,873 0.32 $22,163,712
FNMA 30yr Pool#FM7840 4.000% 01-Apr-2050, 4.00%, 04/01/50 FN 3140XBWA4 - - 22,912,815 $22,375,375 $22,375,375 0.32 $21,977,547
Connecticut Avenue Securities Trust 2022-R02 2M2 7.0718% 25-JAN-2042, 7.07%, 01/25/42 CAS 2022-R02 20754BAB7 - - 21,764,114 $22,262,362 $22,262,362 0.32 $22,164,030
FNMA 30yr Pool#FS4781 4.000% 01-Oct-2051, 4.00%, 10/01/51 FN 3140XLJ33 - - 22,405,082 $21,948,998 $21,948,998 0.32 $21,490,539
FNMA 30yr Pool#FS7225 4.000% 01-Aug-2051, 4.00%, 08/01/51 FN 3140XPA33 - - 22,261,168 $21,790,361 $21,790,361 0.31 $21,403,602
FHLMC 30yr Pool#SD6989 5.500% 01-Nov-2054, 5.50%, 11/01/54 FR 3132DUXS1 - - 20,704,586 $21,552,157 $21,552,157 0.31 $21,107,064
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-DNA6 B2 11.5718% 25-OCT-2041, 11.57%, 10/25/41 STACR 2021-DNA6 35564KLV9 - - 19,937,000 $21,201,800 $21,201,800 0.31 $20,858,271
Structured Agency Credit Risk (STACR) Debt Notes, Series 2022-HQA1 M2 9.3218% 25-MAR-2042, 9.32%, 03/25/42 STACR 2022-HQA1 35564KTJ8 - - 20,019,000 $21,144,077 $21,144,077 0.30 $21,024,852
Citigroup Mortgage Loan Trust 2025-LTV1|5.237|12/25/2055, 5.24%, 12/25/55 CMLTI 2025-LTV1 17332XAA8 - - 20,932,000 $21,006,244 $21,006,244 0.30 $20,954,479
FNMA 30yr Pool#CB7112 5.500% 01-Sep-2053, 5.50%, 09/01/53 FN 3140QS3W9 - - 19,955,736 $20,952,267 $20,952,267 0.30 $20,590,250
FNMA 40yr Pool#BF0226 3.500% 01-Jan-2058, 3.50%, 01/01/58 FN 3140FXHC9 - - 21,973,221 $20,756,938 $20,756,938 0.30 $20,505,690
FNMA 40yr Pool#BF0713 4.000% 01-Mar-2063, 4.00%, 03/01/63 FN 3140FXYK2 - - 21,297,949 $20,705,706 $20,705,706 0.30 $20,279,683
FNMA 40yr Pool#BF0807 3.500% 01-Apr-2064, 3.50%, 04/01/64 FN 3140FX3R1 - - 22,293,262 $20,668,713 $20,668,713 0.30 $20,392,841
RCKT MOR 2025-CES9 FLT 2055 A1B, 5.00%, 09/25/55 RCKT 2025-CES9 74942JAB0 - - 20,497,373 $20,591,639 $20,591,639 0.30 $20,457,917
Cipher Compute LLC 7.125% 15-NOV-2030, 7.12%, 11/15/30 CIFR 17253NAA5 - - 20,244,000 $20,588,474 $20,588,474 0.30 $20,448,242
FNMA 30yr Pool#FS6382 4.000% 01-Aug-2051, 4.00%, 08/01/51 FN 3140XNCU6 - - 21,168,618 $20,584,783 $20,584,783 0.30 $20,353,140
Finance of America Structured Securities Trust, 2025-S1 A1 3.5% 25-FEB-2075, 3.50%, 02/25/75 FASST 2025-S1 31741BAB0 - - 20,980,515 $20,427,137 $20,427,137 0.29 $20,380,223
FHLMC 30yr Pool#QJ9063 5.000% 01-Nov-2054, 5.00%, 11/01/54 FR 3133D1B81 - - 19,009,359 $19,780,857 $19,780,857 0.28 $19,061,995
Fannie Mae or Freddie Mac|5.5|01/14/2026, 5.50%, 01/14/26 FNCL 01F052615 - - 19,500,000 $19,729,905 $19,729,905 0.28 $19,729,905
FINANCE OF AMERICA STRUC 3.28125% 74, 3.50%, 04/25/74 FASST 2024-S3 31739WAB8 - - 20,102,669 $19,669,748 $19,669,748 0.28 $19,624,796
FHLMC 30yr Pool#SL0850 4.000% 01-Jul-2049, 4.00%, 07/01/49 FR 31427M5L1 - - 19,602,201 $19,480,615 $19,480,615 0.28 $19,206,699
FNMA 30yr Pool#DC4912 5.500% 01-Oct-2054, 5.50%, 10/01/54 FN 3140ASN61 - - 18,379,966 $19,336,838 $19,336,838 0.28 $18,728,520
FNMA 30yr Pool#FS5028 4.000% 01-Oct-2051, 4.00%, 10/01/51 FN 3140XLSS8 - - 19,820,303 $19,216,250 $19,216,250 0.28 $19,011,267
RCKT MORTGAGE TRUST 2025-C 5.212% 55, 4.97%, 11/25/55 RCKT 2025-CES11 749423AA7 - - 18,656,000 $18,782,175 $18,782,175 0.27 $18,661,221
FNMA 30yr Pool#FA1549 5.500% 01-May-2055, 5.50%, 05/01/55 FN 3140W1WK5 - - 17,702,617 $18,363,649 $18,363,649 0.26 $18,207,722
FNMA 30yr Pool#FS2863 4.000% 01-Sep-2052, 4.00%, 09/01/52 FN 3140XJFD0 - - 19,033,761 $18,357,073 $18,357,073 0.26 $18,217,646
FNMA 30yr Pool#FS8709 4.500% 01-Jan-2051, 4.50%, 01/01/51 FN 3140XQVB0 - - 18,119,466 $18,191,485 $18,191,485 0.26 $17,953,480
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 $17,867,767 $17,867,767 0.26 $17,695,098
FHLMC 30yr Pool#QY8779 6.000% 01-Jul-2055, 6.00%, 07/01/55 FR 31426TXH5 - - 16,953,234 $17,726,989 $17,726,989 0.26 $17,532,403
FNMA 30yr Pool#CB4128 4.500% 01-Jul-2052, 4.50%, 07/01/52 FN 3140QPSS7 - - 17,441,777 $17,428,007 $17,428,007 0.25 $17,187,388
Homeward Opportunities Fund Trust 2024-RTL1 A1 7.12% 25-JUL-2029, 7.12%, 07/25/29 HOF 43789FAA1 - - 17,261,000 $17,346,181 $17,346,181 0.25 $17,267,663
FNMA 30yr Pool#CB8221 5.500% 01-Mar-2054, 5.50%, 03/01/54 FN 3140QUD37 - - 16,769,651 $17,281,154 $17,281,154 0.25 $17,093,017
FHLMC 30yr Pool#QH3192 6.000% 01-Oct-2053, 6.00%, 10/01/53 FR 3133CFRM3 - - 16,399,290 $17,187,897 $17,187,897 0.25 $17,041,258
FNMA 30yr Pool#FS9116 6.000% 01-Sep-2054, 6.00%, 09/01/54 FN 3140XRDW2 - - 15,553,643 $16,847,516 $16,847,516 0.24 $16,065,461
FNMA 40yr Pool#BF0806 3.500% 01-Apr-2064, 3.50%, 04/01/64 FN 3140FX3Q3 - - 17,728,390 $16,760,795 $16,760,795 0.24 $16,275,353
GCAT 2025-INV5 Trust|5.48551|12/25/2055, 5.49%, 12/25/55 GCAT 2025-INV5 36173VBA3 - - 16,732,000 $16,715,042 $16,715,042 0.24 $16,715,042
FNMA 30yr Pool#FM4738 4.000% 01-Sep-2050, 4.00%, 09/01/50 FN 3140X8HQ3 - - 17,211,526 $16,606,313 $16,606,313 0.24 $16,478,846
FNMA 40yr Pool#BF0801 2.500% 01-Apr-2064, 2.50%, 04/01/64 FN 3140FX3K6 - - 19,202,990 $16,453,098 $16,453,098 0.24 $16,151,397
FNMA 30yr Pool#DA1525 6.000% 01-Oct-2053, 6.00%, 10/01/53 FN 3140A1VT1 - - 15,300,010 $15,957,165 $15,957,165 0.23 $15,818,434
FHLMC 30yr Pool#SL0644 4.500% 01-Mar-2053, 4.50%, 03/01/53 FR 31427MWE7 - - 15,746,349 $15,812,426 $15,812,426 0.23 $15,507,567
SALUDA GR ALT MTG TR 2025-LOC5 A1B, 5.75%, 10/25/55 GRADE 2025-LOC5 79581XAC2 - - 15,693,000 $15,801,107 $15,801,107 0.23 $15,743,414
Vontive Mortgage Trust 2025-RTL1 A1 6.507% 25-MAR-2030, 6.51%, 03/25/30 VNTV 2025-RTL1 928884AA3 - - 15,444,000 $15,796,400 $15,796,400 0.23 $15,732,196
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA5 M2 10.8218% 25-JUN-2042, 10.82%, 06/25/42 STACR 2022-DNA5 35564KYW3 - - 14,268,656 $15,543,636 $15,543,636 0.22 $15,444,984
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 $15,462,379 $15,462,379 0.22 $15,314,594
PRPM 2025-RCF3 LLC 5.25% 55, 5.25%, 07/25/55 PRPM 2025-RCF3 69392PAA3 - - 15,266,953 $15,444,800 $15,444,800 0.22 $15,340,158
FHLMC 30yr Pool#SD5963 6.000% 01-Jul-2054, 6.00%, 07/01/54 FR 3132DTTU4 - - 14,121,130 $15,287,701 $15,287,701 0.22 $14,585,809
PRPM 2025-5 0%30, 5.73%, 07/25/30 PRPM 2025-5 69392RAA9 - - 14,861,096 $14,963,198 $14,963,198 0.22 $14,852,044
PRET 2025-RPL1 Trust A1 4.0% 25-JUL-2069, 4.00%, 07/25/69 PRET 2025-RPL1 69392FAA5 - - 15,325,748 $14,944,498 $14,944,498 0.22 $14,864,463
Huntington Bank Auto Credit-Linked Notes, Series 2024-2 B1 5.442% 20-OCT-2032, 5.44%, 10/20/32 HACLN 2024-2 44644NAG4 - - 14,523,115 $14,740,234 $14,740,234 0.21 $14,678,762
Vista Point Securitization Trust 2025-CES2 A1 5.601% 25-AUG-2055, 5.60%, 08/25/55 VSTA 2025-CES2 92842UAA0 - - 14,390,843 $14,540,002 $14,540,002 0.21 $14,434,771
Galaxy XXVI CLO Ltd., 6.84%, 07/31/26 GLXYT 2025-1 362922AA4 - - 14,406,384 $14,524,487 $14,524,487 0.21 $14,483,402
FNMA 30yr Pool#DC7019 5.500% 01-Dec-2054, 5.50%, 12/01/54 FN 3140AUYR8 - - 13,789,390 $14,085,955 $14,085,955 0.20 $14,050,141
FINANCE OF AMER STR TR 2024-S2 A1, 3.50%, 04/25/74 FASST 2024-S2 31739VAA2 - - 14,335,053 $14,085,115 $14,085,115 0.20 $14,053,061
GS Mortgage-Backed Securities Trust 2025-RPL3 A1 4.1% 25-JUL-2065, 4.10%, 07/25/65 GSMBS 2025-RPL3 362963AA8 - - 14,249,018 $14,026,969 $14,026,969 0.20 $13,950,697
BMP Commercial Mortgage Trust 2024-MF23 A 5.3309% 15-JUN-2041, 5.12%, 06/15/41 BMP 2024-MF23 05593JAA8 - - 14,000,000 $14,021,325 $14,021,325 0.20 $14,015,349
Chase Mortgage Reference Notes, Series 2020-CL1 M1 6.29348% 25-OCT-2057, 6.32%, 10/25/57 CHASE 2020-CL1 46591HAG5 - - 13,359,515 $13,829,750 $13,829,750 0.20 $13,775,818
FHLMC 30yr Pool#SD1143 4.500% 01-Sep-2050, 4.50%, 09/01/50 FR 3132DNHU0 - - 13,585,267 $13,667,636 $13,667,636 0.20 $13,460,817
FHLMC 30yr Pool#SD6558 6.000% 01-Sep-2054, 6.00%, 09/01/54 FR 3132DUJB4 - - 12,761,120 $13,591,356 $13,591,356 0.20 $13,181,046
FNMA 30yr Pool#FS8717 6.000% 01-Jul-2054, 6.00%, 07/01/54 FN 3140XQVK0 - - 12,840,642 $13,488,662 $13,488,662 0.19 $13,263,184
FNMA 30yr Pool#FM5350 4.500% 01-Sep-2050, 4.50%, 09/01/50 FN 3140X85L7 - - 13,409,706 $13,382,374 $13,382,374 0.19 $13,278,002
WULF Compute LLC 7.75% 15-OCT-2030, 7.75%, 10/15/30 WULF 982911AA7 - - 12,852,000 $13,234,643 $13,234,643 0.19 $13,082,472
CONNECTICUT AVENUE SECUR 5.55001% 45, 5.27%, 07/25/45 CAS 2025-R05 20753CAB6 - - 13,037,239 $13,093,231 $13,093,231 0.19 $13,049,320
Foundation Finance Trust 2025-2 B 4.94% 15-APR-2052, 4.94%, 04/15/52 FFIN 2025-2A 35042NAB1 - - 13,050,000 $13,088,689 $13,088,689 0.19 $13,083,316
FNMA 30yr Pool#DE1157 6.000% 01-Jun-2055, 6.00%, 06/01/55 FN 3140BDJB7 - - 12,350,925 $13,052,309 $13,052,309 0.19 $12,759,935
FNMA 30yr Pool#DE6043 6.000% 01-Aug-2055, 6.00%, 08/01/55 FN 3140BJWD5 - - 12,449,695 $12,978,069 $12,978,069 0.19 $12,861,975
Connecticut Avenue Securities, Series 2021-R03 1M2 5.7218% 25-DEC-2041, 5.72%, 12/25/41 CAS 2021-R03 20754AAB9 - - 12,716,693 $12,838,300 $12,838,300 0.18 $12,791,812
PRET 2025-RPL5 TRUST FLTG 2070 A1, 4.15%, 01/25/70 PRET 2025-RPL5 69393AAA5 - - 12,900,664 $12,745,933 $12,745,933 0.18 $12,676,036
FHLMC 30yr Pool#SD5994 4.500% 01-Sep-2050, 4.50%, 09/01/50 FR 3132DTUT5 - - 12,663,344 $12,735,526 $12,735,526 0.18 $12,547,339
FNMA 30yr Pool#FA0470 6.000% 01-Jan-2055, 6.00%, 01/01/55 FN 3140W0QY4 - - 11,833,057 $12,621,611 $12,621,611 0.18 $12,222,443
TOWD POINT MORTGAGE TRUST 2025 0% 65, 4.97%, 09/25/65 TPMT 2025-FIX1 89183MAA1 - - 12,521,612 $12,579,092 $12,579,092 0.18 $12,497,877
FNMA 40yr Pool#BF0731 2.500% 01-Jun-2063, 2.50%, 06/01/63 FN 3140FXY55 - - 14,780,733 $12,578,166 $12,578,166 0.18 $12,359,908
Acacia 2025-1 A 5.24% 15-NOV-2037, 5.24%, 11/15/37 ACACIA 2025-1 00401PAA7 - - 12,249,000 $12,332,562 $12,332,562 0.18 $12,270,160
FIGRE TRUST 2025-HE4 FLTG 2055 C, 5.71%, 07/25/55 FIGRE 2025-HE4 31684PAC6 - - 12,091,786 $12,249,925 $12,249,925 0.18 $12,159,800
FNMA 30yr Pool#FS7541 4.000% 01-Jun-2052, 4.00%, 06/01/52 FN 3140XPLX5 - - 12,599,195 $12,213,078 $12,213,078 0.18 $12,084,914
FHLMC 30yr Pool#QG6755 5.500% 01-Jun-2053, 5.50%, 06/01/53 FR 3133C7QG5 - - 11,701,383 $12,207,412 $12,207,412 0.18 $12,096,901
TOWD PT MTG TR 2025-FIX2 FLTG A1, 5.25%, 10/25/65 TPMT 2025-FIX2 89183RAA0 - - 12,073,654 $12,193,870 $12,193,870 0.18 $12,111,131
FNMA 30yr Pool#DC5672 5.500% 01-Nov-2054, 5.50%, 11/01/54 FN 3140ATJS6 - - 11,102,290 $12,082,429 $12,082,429 0.17 $11,312,530
FHLMC 30yr Pool#SD1436 4.500% 01-Aug-2052, 4.50%, 08/01/52 FR 3132DNSZ7 - - 11,911,572 $11,818,315 $11,818,315 0.17 $11,722,314
FNMA 40yr Pool#BF0783 3.500% 01-Dec-2063, 3.50%, 12/01/63 FN 3140FX2R2 - - 12,619,674 $11,619,449 $11,619,449 0.17 $11,547,803
FNMA 30yr Pool#FS6236 6.500% 01-Nov-2053, 6.50%, 11/01/53 FN 3140XM4W3 - - 10,656,209 $11,527,319 $11,527,319 0.17 $11,160,100
FHLMC 30yr Pool#QH3306 6.000% 01-Oct-2053, 6.00%, 10/01/53 FR 3133CFU72 - - 10,960,218 $11,487,795 $11,487,795 0.17 $11,389,267
PRET 2025-NPL4 A1 6.3677% 25-MAY-2055, 6.37%, 04/25/55 PRET 2025-NPL4 74136UAA3 - - 11,327,298 $11,418,198 $11,418,198 0.16 $11,372,116
FIGRE Trust 2025-HE3 A 5.56% 25-MAY-2055, 5.56%, 05/25/55 FIGRE 2025-HE3 31684LAA9 - - 11,204,961 $11,400,849 $11,400,849 0.16 $11,319,514
FNMA 30yr Pool#BY4134 5.500% 01-Jul-2053, 5.50%, 07/01/53 FN 3140NLSY6 - - 11,036,908 $11,348,930 $11,348,930 0.16 $11,255,857
FNMA 30yr Pool#FS5818 4.500% 01-Oct-2050, 4.50%, 10/01/50 FN 3140XMPC4 - - 11,248,770 $11,234,036 $11,234,036 0.16 $11,138,290
FNMA 30yr Pool#FS5362 4.500% 01-Dec-2050, 4.50%, 12/01/50 FN 3140XL5Y0 - - 10,900,949 $11,030,157 $11,030,157 0.16 $10,801,089
Ally Bank Auto Credit-Linked Notes, Series 2025-A C 4.844% 15-JUN-2033, 4.84%, 06/15/33 ABCLN 2025-A 02007G5F6 - - 10,864,755 $10,917,232 $10,917,232 0.16 $10,912,847
FNMA 30yr Pool#FS7613 4.500% 01-May-2052, 4.50%, 05/01/52 FN 3140XPN70 - - 10,876,641 $10,912,307 $10,912,307 0.16 $10,777,003
FHLMC 30yr Pool#SD5224 6.000% 01-Mar-2054, 6.00%, 03/01/54 FR 3132DSYV8 - - 9,905,410 $10,629,600 $10,629,600 0.15 $10,231,903
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA4 M2 9.3218% 25-MAY-2042, 9.32%, 05/25/42 STACR 2022-DNA4 35564KXA2 - - 10,000,000 $10,614,864 $10,614,864 0.15 $10,572,264
FNMA 30yr Pool#FS7117 6.500% 01-Feb-2054, 6.50%, 02/01/54 FN 3140XN4B7 - - 9,747,684 $10,592,297 $10,592,297 0.15 $10,208,614
Homeward Opportunities Fund Trust 2025-RRTL1 A1 5.476% 25-MAR-2040, 5.48%, 03/25/40 HOF 2025-RRTL1 437919AA1 - - 10,475,000 $10,573,757 $10,573,757 0.15 $10,537,109
GS MTG-BKD TRUST 2025-CES2 A1, 5.18%, 09/25/55 GSMBS 2025-CES2 36273BAA7 - - 10,475,291 $10,569,450 $10,569,450 0.15 $10,498,608
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-HQA4 M2 6.4218% 25-DEC-2041, 6.42%, 12/25/41 STACR 2021-HQA4 35564KNS4 - - 10,089,878 $10,260,582 $10,260,582 0.15 $10,219,185
FNMA 30yr Pool#BX0421 5.500% 01-Nov-2052, 5.50%, 11/01/52 FN 3140N4PF8 - - 9,922,043 $10,250,440 $10,250,440 0.15 $10,156,849
FNMA 30yr Pool#FS6662 4.000% 01-Oct-2051, 4.00%, 10/01/51 FN 3140XNML5 - - 10,516,837 $10,228,821 $10,228,821 0.15 $10,087,555
FHLMC 30yr Pool#SL0869 4.500% 01-May-2053, 4.50%, 05/01/53 FR 31427M6F3 - - 10,261,967 $10,170,885 $10,170,885 0.15 $10,079,941
LHOME Mortgage Trust 2024-RTL3 A1 6.9% 25-MAY-2029, 6.90%, 05/25/29 LHOME 2024-RTL3 50205GAA0 - - 9,960,000 $10,100,064 $10,100,064 0.15 $10,056,157
FHLMC 30yr Pool#RA7104 4.500% 01-Feb-2051, 4.50%, 02/01/51 FR 3133KN3M3 - - 10,085,749 $10,031,789 $10,031,789 0.14 $9,953,573
Huntington Bank Auto Credit-Linked Notes, Series 2024-1 B1 6.153% 20-MAY-2032, 6.15%, 05/20/32 HACLN 2024-1 44644NAA7 - - 9,666,022 $9,853,038 $9,853,038 0.14 $9,806,780
FHLMC 30yr Pool#QH4373 6.000% 01-Nov-2053, 6.00%, 11/01/53 FR 3133CG2E6 - - 9,396,037 $9,850,121 $9,850,121 0.14 $9,763,855
A&D Mortgage Trust 2025-NQM2 A1 5.79% 25-JUN-2070, 5.79%, 06/25/70 ADMT 2025-NQM2 00250EAC0 - - 9,642,579 $9,801,185 $9,801,185 0.14 $9,728,295
FNMA 30yr Pool#FS2144 3.500% 01-Jun-2052, 3.50%, 06/01/52 FN 3140XHL21 - - 10,245,612 $9,763,029 $9,763,029 0.14 $9,608,787
Rithm Capital Corp. 8.0% 01-APR-2029, 8.00%, 04/01/29 RITM 64828TAB8 - - 9,213,000 $9,556,895 $9,556,895 0.14 $9,399,250
FIGRE TRUST 2025 HE4 FLTG 2055 B, 5.61%, 07/25/55 FIGRE 2025-HE4 31684PAB8 - - 9,361,601 $9,487,048 $9,487,048 0.14 $9,418,507
LHOME Mortgage Trust 2024-RTL5 A2 5.751% 25-SEP-2039, 5.75%, 09/25/39 LHOME 2024-RTL5 50205WAB3 - - 9,325,000 $9,421,880 $9,421,880 0.14 $9,387,617
CONNECTICUT AVENUE SECUR 5.95001% 45, 5.67%, 07/25/45 CAS 2025-R05 20753CAC4 - - 9,254,000 $9,319,344 $9,319,344 0.13 $9,285,811
FNMA 30yr Pool#DA0026 6.000% 01-Sep-2053, 6.00%, 09/01/53 FN 3140A0A41 - - 8,901,754 $9,282,690 $9,282,690 0.13 $9,203,380
Brean Asset Backed Securities Trust 2024-RM8 A1 4.5% 25-MAY-2064, 4.50%, 05/25/64 BABS 2024-RM8 10637YAA3 - - 9,345,555 $9,221,240 $9,221,240 0.13 $9,194,371
Freddie Mac Multiclass Certificates, Series 5164 FA 4.0% 25-NOV-2051, 4.00%, 11/25/51 FHR 5164 3137H3PY2 - - 9,719,920 $9,133,186 $9,133,186 0.13 $9,108,346
RCKT Mortgage Trust 2024-CES9 A1B 5.683% 25-DEC-2044, 5.68%, 12/25/44 RCKT 2024-CES9 749426AB8 - - 8,994,380 $9,115,773 $9,115,773 0.13 $9,049,040
FHLMC 30yr Pool#QZ2313 5.500% 01-Sep-2055, 5.50%, 09/01/55 FR 31426YSB3 - - 8,899,553 $9,111,367 $9,111,367 0.13 $9,033,740
RCKT Mortgage Trust 2025-CES7 A1B 5.478% 25-JUL-2055, 5.48%, 07/25/55 RCKT 2025-CES7 74943AAB8 - - 8,984,752 $9,089,921 $9,089,921 0.13 $9,025,663
FNMA 30yr Pool#FA1287 4.500% 01-Jul-2053, 4.50%, 07/01/53 FN 3140W1ND1 - - 9,038,340 $9,027,625 $9,027,625 0.13 $8,891,007
RCKT MORTGAGE TR 2025-CES8 A1A, 5.15%, 08/25/55 RCKT 2025-CES8 74939WAA8 - - 8,909,739 $9,005,295 $9,005,295 0.13 $8,945,416
FHLMC 30yr Pool#QY9874 6.000% 01-Aug-2055, 6.00%, 08/01/55 FR 31426U6L3 - - 8,521,484 $9,001,305 $9,001,305 0.13 $8,803,679
FHLMC 30yr Pool#SD7417 5.500% 01-Jan-2055, 5.50%, 01/01/55 FR 3132DVG25 - - 8,410,904 $8,909,572 $8,909,572 0.13 $8,652,532
Alterna Funding III A 6.26% 15-MAY-2039, 6.26%, 05/16/39 TAX 2024-1A 02157JAA3 - - 8,820,371 $8,846,450 $8,846,450 0.13 $8,841,849
FHLMC 30yr Pool#QH1500 6.000% 01-Sep-2053, 6.00%, 09/01/53 FR 3133CDUZ5 - - 7,786,854 $8,709,332 $8,709,332 0.13 $8,091,679
FHLMC STACR REMIC TR 2025-DNA3 M1, 5.17%, 09/25/45 STACR 2025-DNA3 35564UAR8 - - 8,469,601 $8,507,333 $8,507,333 0.12 $8,479,348
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 $8,414,575 $8,414,575 0.12 $8,330,925
FHLMC 30yr Pool#QX9929 6.000% 01-Apr-2055, 6.00%, 04/01/55 FR 31426HA78 - - 7,400,886 $8,339,784 $8,339,784 0.12 $7,653,720
FHLMC 30yr Pool#QZ9092 5.000% 01-Nov-2055, 5.00%, 11/01/55 FR 31427KC60 - - 8,229,273 $8,273,922 $8,273,922 0.12 $8,208,384
Fannie Mae REMIC Trust 2022-65 FB 4.8718% 25-SEP-2052, 4.87%, 09/25/52 FNR 2022-65 3136BPCQ2 - - 8,251,691 $8,203,247 $8,203,247 0.12 $8,177,563
PRPM 2025-RPL4 A1, 3.00%, 05/25/55 PRPM 2025-RPL4 74448NAA2 - - 8,600,940 $8,150,762 $8,150,762 0.12 $8,117,075
FHLMC 30yr Pool#QX0520 5.500% 01-Dec-2054, 5.50%, 12/01/54 FR 31425USJ5 - - 7,303,649 $7,926,393 $7,926,393 0.11 $7,445,036
COOPR Residential Mortgage Trust 2025-CES3 A1A 4.84% 25-SEP-2060, 4.84%, 09/25/60 COOPR 2025-CES3 216926AA3 - - 7,810,648 $7,843,047 $7,843,047 0.11 $7,793,692
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 $7,782,292 $7,782,292 0.11 $7,778,385
ACHM Trust 2024-HE1 A 6.55% 25-MAY-2039, 6.55%, 05/25/39 ACHM 2024-HE1 00449TAA3 - - 7,485,179 $7,734,208 $7,734,208 0.11 $7,702,884
FNMA 30yr Pool#DD8495 5.500% 01-May-2055, 5.50%, 05/01/55 FN 3140B9NM7 - - 7,519,382 $7,672,499 $7,672,499 0.11 $7,652,970
Connecticut Avenue Securities Trust 2025-R01 1M2 5.5718% 25-JAN-2045, 5.57%, 01/25/45 CAS 2025-R01 20755JAC7 - - 7,526,000 $7,534,832 $7,534,832 0.11 $7,508,041
FIGRE TRUST 2025-HE6 FLTG 2055 C, 5.25%, 09/25/55 FIGRE 2025-HE6 31684NAC1 - - 7,504,428 $7,523,748 $7,523,748 0.11 $7,472,361
SALUDA GR ALT MTG TR 25 RRTL1 A1, 5.32%, 10/25/40 GRADE 2025-RRTL1 79582NAA7 - - 7,388,000 $7,438,052 $7,438,052 0.11 $7,386,738
RCKT MORTGAGE TRUST 2025 5.24863% 55, 5.25%, 08/25/55 RCKT 2025-CES8 74939WAB6 - - 7,331,853 $7,386,408 $7,386,408 0.11 $7,336,167
RCKT Mortgage Trust 2024-CES1 A1B 6.325% 25-FEB-2044, 6.33%, 02/25/44 RCKT 2024-CES1 749424AB3 - - 7,134,175 $7,249,250 $7,249,250 0.10 $7,190,338
Mello Mortgage Capital Acceptance 2024-SD1 A1 4.0% 25-APR-2054, 4.00%, 04/25/54 MELLO 58550DAA1 - - 7,309,604 $7,236,017 $7,236,017 0.10 $7,217,337
PRPM 2025-RCF3, LLC, 5.77%, 08/25/28 PRPM 2025-6 69395KAA1 - - 7,171,516 $7,226,913 $7,226,913 0.10 $7,172,852
FHLMC 30yr Pool#QG3912 5.500% 01-Jun-2053, 5.50%, 06/01/53 FR 3133C4KZ6 - - 6,850,220 $7,085,090 $7,085,090 0.10 $7,027,537
Ally Bank Auto Credit-Linked Notes, Series 2025-A D 4.991% 15-JUN-2033, 4.99%, 06/15/33 ABCLN 2025-A 02007G5G4 - - 7,057,732 $7,061,681 $7,061,681 0.10 $7,058,745
A&D Mortgage Trust 2025-NQM5|5.12|12/25/2070, 5.12%, 12/25/70 ADMT 2025-NQM5 00250AAC8 - - 6,983,000 $7,003,041 $7,003,041 0.10 $6,985,165
LHOME Mortgage Trust 2024-RTL4 A2 6.092% 25-JUL-2039, 6.09%, 07/25/39 LHOME 2024-RTL4 50205PAB8 - - 6,870,000 $6,931,147 $6,931,147 0.10 $6,904,408
FNMA 30yr Pool#FS7397 6.000% 01-Mar-2054, 6.00%, 03/01/54 FN 3140XPGF0 - - 6,454,486 $6,864,415 $6,864,415 0.10 $6,666,881
FHLMC 30yr Pool#SD5223 6.000% 01-Apr-2054, 6.00%, 04/01/54 FR 3132DSYU0 - - 6,426,679 $6,801,168 $6,801,168 0.10 $6,638,159
FNMA 30yr Pool#FS4356 6.000% 01-May-2053, 6.00%, 05/01/53 FN 3140XKZW3 - - 6,504,219 $6,778,907 $6,778,907 0.10 $6,718,605
FHLMC 30yr Pool#QH7040 6.000% 01-Dec-2053, 6.00%, 12/01/53 FR 3133CKZD3 - - 6,046,870 $6,722,554 $6,722,554 0.10 $6,251,762
Brean Asset Backed Securities Trust 2024-RM9 A1 5.0% 25-SEP-2064, 5.00%, 09/25/64 BABS 2024-RM9 10638DAA8 - - 6,696,037 $6,691,308 $6,691,308 0.10 $6,669,918
FNMA 30yr Pool#DD5556 6.000% 01-Mar-2055, 6.00%, 03/01/55 FN DD5556 MTGE 3140B6E68 - - 6,193,080 $6,666,074 $6,666,074 0.10 $6,398,168
UMBS TBA 30yr 6% January Delivery, 6.00%, 01/14/26 FNCL 01F060618 - - 6,500,000 $6,663,865 $6,663,865 0.10 $6,663,865
FIGRE TRUST 2025-HE6 FLTG 2055 B, 5.14%, 09/25/55 FIGRE 2025-HE6 31684NAB3 - - 6,614,489 $6,634,704 $6,634,704 0.10 $6,590,283
EFMT 2025-RTL1 0% 40, 5.22%, 11/25/40 EFMT 2025-RTL1 26846FAA7 - - 6,512,000 $6,549,080 $6,549,080 0.09 $6,520,748
PRET 2025-RPL2 Trust A1 4.0% 25-FEB-2065, 4.00%, 08/25/64 PRET 2025-RPL2 69392LAA2 - - 6,552,228 $6,500,882 $6,500,882 0.09 $6,466,665
Connecticut Avenue Securities Trust 2025-R06 1M1 5.0218% 25-SEP-2045, 5.02%, 09/25/45 CAS 2025-R06 20754YAB7 - - 6,468,761 $6,490,473 $6,490,473 0.09 $6,469,719
FIGRE TRUST 2025-HE4 5.408% 55, 5.41%, 07/25/55 FIGRE 2025-HE4 31684PAA0 - - 6,408,010 $6,489,827 $6,489,827 0.09 $6,444,584
FNMA 30yr Pool#DA1456 5.500% 01-Sep-2053, 5.50%, 09/01/53 FN 3140A1TN7 - - 6,304,478 $6,483,755 $6,483,755 0.09 $6,428,522
FNMA 30yr Pool#DB4017 6.000% 01-May-2054, 6.00%, 05/01/54 FN 3140ADPB1 - - 6,019,253 $6,473,020 $6,473,020 0.09 $6,217,326
FNMA 30yr Pool#FM4129 4.000% 01-Sep-2050, 4.00%, 09/01/50 FN 3140X7ST7 - - 6,647,013 $6,472,476 $6,472,476 0.09 $6,375,691
Connecticut Avenue Securities Trust 2022-R01 1B2 10.0718% 25-DEC-2041, 10.07%, 12/25/41 CAS 2022-R01 20754LAJ8 - - 6,153,382 $6,423,729 $6,423,729 0.09 $6,384,134
RCKT MORT 2025-CES9 FLT 2055 A1A, 4.79%, 09/25/55 RCKT 2025-CES9 74942JAA2 - - 6,369,029 $6,401,516 $6,401,516 0.09 $6,361,645
LHOME Mortgage Trust 2024-RTL1 A1 7.017% 25-JAN-2029, 7.02%, 01/25/29 LHOME 2024-RTL1 50205DAA7 - - 6,341,000 $6,389,282 $6,389,282 0.09 $6,360,855
Structured Agency Credit Risk (STACR) Debt Notes, Series 2024-HQA1 M1 5.3218% 25-MAR-2044, 5.32%, 03/25/44 STACR 2024-HQA1 M1 35564NBX0 - - 6,222,027 $6,248,171 $6,248,171 0.09 $6,227,016
FNMA 30yr Pool#DA1468 6.000% 01-Sep-2053, 6.00%, 09/01/53 FN 3140A1T23 - - 5,906,615 $6,194,366 $6,194,366 0.09 $6,137,835
OCEANVIEW MORTGAGE TRUST 4.99888% 55, 5.00%, 12/25/55 BVINV 2025-4 67647DAU3 - - 6,131,000 $6,147,192 $6,147,192 0.09 $6,127,611
PRPM 2025-RPL3 A1 3.25% 25-APR-2055, 3.25%, 04/25/55 PRPM 2025-RPL3 69392NAA8 - - 6,296,826 $6,102,828 $6,102,828 0.09 $6,076,110
FNMA 30yr Pool#DC7015 5.500% 01-Dec-2054, 5.50%, 12/01/54 FN 3140AUYM9 - - 5,554,061 $6,089,902 $6,089,902 0.09 $5,661,578
Huntington Bank Auto Credit-Linked Notes, Series 2025-1 B 4.957% 20-MAR-2033, 4.96%, 03/21/33 HACLN 2025-1 446438SX2 - - 6,006,265 $6,063,424 $6,063,424 0.09 $6,040,267
FNMA 30yr Pool#FM7479 4.500% 01-Jan-2050, 4.50%, 01/01/50 FN 3140XBJZ4 - - 6,027,041 $6,046,105 $6,046,105 0.09 $5,971,830
FHLMC 30yr Pool#SD3018 5.500% 01-May-2053, 5.50%, 05/01/53 FR 3132DQK70 - - 5,784,404 $6,033,678 $6,033,678 0.09 $5,902,361
FNMA 30yr Pool#DE7796 6.000% 01-Aug-2055, 6.00%, 08/01/55 FN 3140BLUW0 - - 5,645,434 $5,884,160 $5,884,160 0.08 $5,832,386
FHLMC 30yr Pool#QH4638 6.000% 01-Nov-2053, 6.00%, 11/01/53 FR 3133CHEK7 - - 5,584,275 $5,852,741 $5,852,741 0.08 $5,802,877
FNMA 30yr Pool#FS1578 4.000% 01-Oct-2050, 4.00%, 10/01/50 FN 3140XGXG9 - - 5,978,464 $5,821,638 $5,821,638 0.08 $5,759,340
FHLMC 30yr Pool#SD3813 6.000% 01-Jul-2053, 6.00%, 07/01/53 FR 3132E0GW6 - - 5,508,583 $5,777,751 $5,777,751 0.08 $5,707,104
FNMA 30yr Pool#BY0337 6.500% 01-May-2053, 6.50%, 05/01/53 FN 3140NGLT5 - - 5,027,668 $5,755,912 $5,755,912 0.08 $5,259,045
MS RES MTG LN TR 2025-SPL1 A1, 4.25%, 02/25/65 MSRM 2025-SPL1 617946AA6 - - 5,804,875 $5,719,509 $5,719,509 0.08 $5,687,300
FNMA 30yr Pool#FS0088 4.000% 01-Mar-2050, 4.00%, 03/01/50 FN 3140XFC25 - - 5,801,822 $5,676,624 $5,676,624 0.08 $5,603,850
SF ABS ISSUER 2025-1 0%55 A2, 5.38%, 11/25/55 SFARM 2025-1A 784193AA2 - - 5,750,000 $5,646,084 $5,646,084 0.08 $5,633,202
FNMA 30yr Pool#DB4019 6.000% 01-May-2054, 6.00%, 05/01/54 FN 3140ADPD7 - - 5,421,831 $5,621,368 $5,621,368 0.08 $5,606,006
FHLMC 30yr Pool#SD2606 4.500% 01-Sep-2051, 4.50%, 09/01/51 FR 3132DP3P1 - - 5,534,598 $5,594,803 $5,594,803 0.08 $5,462,066
RCKT Mortgage Trust 2025-CES10 A1A 4.894% 25-OCT-2055, 4.89%, 11/25/55 RCKT 2025-CES10 74939LAA2 - - 5,393,283 $5,425,831 $5,425,831 0.08 $5,391,372
Connecticut Avenue Securities Trust 2025-R01 1M1 5.1718% 25-JAN-2045, 5.17%, 01/25/45 CAS 2025-R01 20755JAB9 - - 5,390,663 $5,411,158 $5,411,158 0.08 $5,393,346
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA6 M2 9.8218% 25-SEP-2042, 9.82%, 09/25/42 STACR 2022-DNA6 35564KH77 - - 4,960,000 $5,382,269 $5,382,269 0.08 $5,351,145
LHOME Mortgage Trust 2024-RTL2 A1 7.128% 25-MAR-2029, 7.13%, 03/25/29 LHOME 50205JAA4 - - 5,293,684 $5,351,375 $5,351,375 0.08 $5,327,267
FHLMC 30yr Pool#QJ9072 6.000% 01-Nov-2054, 6.00%, 11/01/54 FR 3133D1CH0 - - 5,124,354 $5,341,311 $5,341,311 0.08 $5,292,980
BX Trust 2021-SDMF A 4.662% 15-SEP-2034, 4.45%, 09/15/34 BX 2021-SDMF 12434CAA2 - - 5,355,350 $5,339,827 $5,339,827 0.08 $5,337,840
FHLMC 30yr Pool#QH4473 6.000% 01-Nov-2053, 6.00%, 11/01/53 FR 3133CG6J1 - - 4,561,631 $5,320,952 $5,320,952 0.08 $4,740,201
FNMA 30yr Pool#CA0706 4.000% 01-Nov-2047, 4.00%, 11/01/47 FN 3140Q7YC5 - - 5,227,853 $5,206,366 $5,206,366 0.08 $5,044,688
PRPM 2025 RCF4 LLC 4.5% 55, 4.50%, 08/25/55 PRPM 2025-RCF4 69382WAA0 - - 5,205,344 $5,180,452 $5,180,452 0.07 $5,149,870
FNMA 30yr Pool#BX5986 5.500% 01-Mar-2053, 5.50%, 03/01/53 FN 3140NAUL5 - - 4,945,606 $5,158,352 $5,158,352 0.07 $5,115,177
FNMA 30yr Pool#DF0300 5.500% 01-Sep-2055, 5.50%, 09/01/55 FN 3140BQKN0 - - 5,008,959 $5,126,385 $5,126,385 0.07 $5,084,484
FHLMC 30yr Pool#QH2242 5.500% 01-Sep-2053, 5.50%, 09/01/53 FR 3133CEP30 - - 4,964,486 $5,107,790 $5,107,790 0.07 $5,062,165
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 $5,075,550 $5,075,550 0.07 $5,072,892
Saluda Grade Alternative Mortgage Trust 2023-RTL3 A1 8.0% 25-APR-2029, 8.00%, 04/25/29 GRADE 2023-RTL3 79583YAA2 - - 5,034,856 $5,063,525 $5,063,525 0.07 $5,010,939
FHLMC 30yr Pool#QF9863 5.500% 01-Mar-2053, 5.50%, 03/01/53 FR 3133BX5Y3 - - 4,803,560 $4,991,268 $4,991,268 0.07 $4,949,924
ABL 2024-RTL1 A2 7.457% 25-SEP-2029, 7.46%, 09/25/29 ABL 2024-RTL1 00092EAB4 - - 4,840,000 $4,884,448 $4,884,448 0.07 $4,861,389
FNMA 30yr Pool#DA5019 6.500% 01-Nov-2053, 6.50%, 11/01/53 FN 3140A5SH2 - - 4,585,636 $4,879,133 $4,879,133 0.07 $4,835,940
FHLMC 30yr Pool#QZ1060 6.000% 01-Aug-2055, 6.00%, 08/01/55 FR 31426XFA1 - - 4,679,557 $4,863,610 $4,863,610 0.07 $4,818,348
FNMA 30yr Pool#DE9377 6.000% 01-Sep-2055, 6.00%, 09/01/55 FN 3140BNM39 - - 4,625,154 $4,809,811 $4,809,811 0.07 $4,762,331
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 $4,806,320 $4,806,320 0.07 $4,789,304
Homeward Opportunities Fund Trust 2025-RRTL2 A1 5.237% 25-AUG-2040, 5.24%, 09/25/40 HOF 2025-RRTL2 437923AA3 - - 4,682,000 $4,717,244 $4,717,244 0.07 $4,701,578
FNMA 30yr Pool#BX9326 5.500% 01-Mar-2053, 5.50%, 03/01/53 FN 3140NELG8 - - 4,453,237 $4,626,263 $4,626,263 0.07 $4,588,927
Ginnie Mae REMIC Trust 2023-116 LF 5.48379% 20-AUG-2053, 5.40%, 08/20/53 GNR 2023-116 38384EFT7 - - 4,562,950 $4,607,256 $4,607,256 0.07 $4,588,096
FNMA 30yr Pool#FS3246 5.500% 01-Nov-2052, 5.50%, 11/01/52 FN 3140XJTC7 - - 4,341,097 $4,557,484 $4,557,484 0.07 $4,498,667
FIGRE Trust 2025-HE3 B 5.71% 25-MAY-2055, 5.71%, 05/25/55 FIGRE 2025-HE3 31684LAB7 - - 4,446,413 $4,546,483 $4,546,483 0.07 $4,513,336
FNMA 30yr Pool#DD3307 6.000% 01-Feb-2055, 6.00%, 02/01/55 FN DD3307 MTGE 3140B3U91 - - 4,358,992 $4,542,459 $4,542,459 0.07 $4,503,343
FHLMC 30yr Pool#QX6719 6.000% 01-Feb-2055, 6.00%, 02/01/55 FR 31426CPD0 - - 4,154,781 $4,531,000 $4,531,000 0.07 $4,292,370
FHLMC 30yr Pool#RA1100 4.000% 01-Jul-2049, 4.00%, 07/01/49 FR 3133KGGH5 - - 4,684,162 $4,527,288 $4,527,288 0.07 $4,493,146
Affirm Asset Securitization Trust 2025-X2 C 4.93% 15-OCT-2030, 4.93%, 10/15/30 AFFRM 2025-X2 00835DAC6 - - 4,500,000 $4,506,143 $4,506,143 0.06 $4,504,294
FHLMC 30yr Pool#QH2259 6.000% 01-Sep-2053, 6.00%, 09/01/53 FR 3133CEQL9 - - 4,287,640 $4,484,287 $4,484,287 0.06 $4,432,922
FIGRE TRUST 2025-FL1 5.265% 55, 5.26%, 07/25/55 FIGRE 2025-FL1 31684QAA8 - - 4,435,981 $4,479,269 $4,479,269 0.06 $4,448,777
RCKT Mortgage Trust 2024-CES6 A1B 5.546% 25-SEP-2044, 5.55%, 09/25/44 RCKT 2024-CES6 749410AB2 - - 4,393,906 $4,436,356 $4,436,356 0.06 $4,404,541
FHLMC 30yr Pool#QH0826 5.500% 01-Sep-2053, 5.50%, 09/01/53 FR 3133CC4K9 - - 3,951,169 $4,363,104 $4,363,104 0.06 $4,083,441
FNMA 30yr Pool#BX0419 5.500% 01-Nov-2052, 5.50%, 11/01/52 FN 3140N4PD3 - - 4,090,753 $4,358,183 $4,358,183 0.06 $4,188,312
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 - - 4,296,169 $4,357,429 $4,357,429 0.06 $4,338,795
Connecticut Avenue Securities Trust 2022-R07 1M2 8.7218% 25-JUN-2042, 8.72%, 06/25/42 CAS 2022-R07 20754MCB1 - - 4,087,000 $4,322,321 $4,322,321 0.06 $4,299,547
FHLMC 30yr Pool#QF7280 5.500% 01-Jan-2053, 5.50%, 01/01/53 FR 3133BVCR4 - - 4,052,058 $4,247,644 $4,247,644 0.06 $4,200,505
FIGRE Trust 2025-HE3 C 5.91% 25-MAY-2055, 5.91%, 05/25/55 FIGRE 2025-HE3 31684LAC5 - - 4,179,628 $4,244,121 $4,244,121 0.06 $4,211,872
FNMA 30yr Pool#CB2907 3.500% 01-Feb-2052, 3.50%, 02/01/52 FN 3140QNGR7 - - 4,464,385 $4,236,360 $4,236,360 0.06 $4,188,023
FNMA 30yr Pool#BX6124 6.500% 01-Jan-2053, 6.50%, 01/01/53 FN 3140NAYW7 - - 3,949,526 $4,214,605 $4,214,605 0.06 $4,176,878
A&D MORTGAGE TR 2025-NQM4 A1, 5.22%, 10/25/70 ADMT 2025-NQM4 002941AA0 - - 4,189,565 $4,206,283 $4,206,283 0.06 $4,195,946
FHLMC 30yr Pool#QH5204 6.500% 01-Nov-2053, 6.50%, 11/01/53 FR 3133CHX91 - - 3,945,555 $4,198,965 $4,198,965 0.06 $4,160,921
SREIT Commercial Mortgage Trust 2021-MFP B 5.1528% 15-NOV-2038, 4.94%, 11/15/38 SREIT 2021-MFP 78472UAC2 - - 4,194,208 $4,193,314 $4,193,314 0.06 $4,191,586
FNMA 30yr Pool#DA5072 6.500% 01-Nov-2053, 6.50%, 11/01/53 FN 3140A5T65 - - 3,931,025 $4,158,941 $4,158,941 0.06 $4,119,083
FNMA 30yr Pool#DE7795 6.000% 01-Aug-2055, 6.00%, 08/01/55 FN 3140BLUV2 - - 3,899,965 $4,148,858 $4,148,858 0.06 $4,031,984
Connecticut Avenue Securities Trust 2024-R06 1M2 5.6718% 25-SEP-2044, 5.67%, 09/25/44 CAS 2024-R06 20755RAC9 - - 4,125,699 $4,142,538 $4,142,538 0.06 $4,127,588
EASY STREET MORTGAGE LN 5.606%40 A1, 5.61%, 10/25/40 EASY 2025-RTL2 27786YAA6 - - 4,100,000 $4,125,308 $4,125,308 0.06 $4,110,623
Fannie Mae REMIC Trust 2020-98 AI 3.5% 25-JAN-2061, 3.50%, 01/25/61 FNR 2020-98 3136BDLE6 - - 18,583,861 $4,096,789 $4,096,789 0.06 $4,011,380
FNMA 30yr Pool#BW6314 5.500% 01-Aug-2052, 5.50%, 08/01/52 FN 3140MYAQ5 - - 3,862,917 $4,082,767 $4,082,767 0.06 $3,955,834
LHOME MORTGAGE TR 2025-RTL3 A1, 5.24%, 08/25/40 LHOME 2025-RTL3 50205YAA1 - - 4,000,000 $4,033,979 $4,033,979 0.06 $4,020,590
RCKT Mortgage Trust 2023-CES1 A1A 6.515% 25-JUN-2043, 6.51%, 06/25/43 RCKT 74935WAA2 - - 3,958,233 $4,005,548 $4,005,548 0.06 $3,971,881
FNMA 30yr Pool#FS2135 4.000% 01-Nov-2049, 4.00%, 11/01/49 FN 3140XHLR6 - - 4,013,931 $3,910,128 $3,910,128 0.06 $3,859,303
RCKT Mortgage Trust 2025-CES2 A1B 5.603% 25-FEB-2055, 5.60%, 02/25/55 RCKT 2025-CES2 74942BAB7 - - 3,767,193 $3,815,423 $3,815,423 0.05 $3,787,866
Connecticut Avenue Securities Trust 2024-R02 1M1 5.1718% 25-FEB-2044, 5.17%, 02/25/44 CAS 2024-R02 20754GAA8 - - 3,798,833 $3,811,386 $3,811,386 0.05 $3,798,834
FNMA 30yr Pool#BY0335 6.000% 01-May-2053, 6.00%, 05/01/53 FN 3140NGLR9 - - 3,661,837 $3,799,152 $3,799,152 0.05 $3,763,853
FHLMC 30yr Pool#QI8221 6.000% 01-Jun-2054, 6.00%, 06/01/54 FR 3133WFD20 - - 3,636,090 $3,788,243 $3,788,243 0.05 $3,755,742
FNMA 30yr Pool#DE2819 5.500% 01-Jun-2055, 5.50%, 06/01/55 FN 3140BFDZ5 - - 3,670,242 $3,769,758 $3,769,758 0.05 $3,739,269
FNMA 30yr Pool#FS2713 4.500% 01-Oct-2050, 4.50%, 10/01/50 FN 3140XJAP8 - - 3,684,253 $3,695,186 $3,695,186 0.05 $3,650,502
FHLMC 30yr Pool#QX5273 6.000% 01-Feb-2055, 6.00%, 02/01/55 FR 31426A2F4 - - 3,543,503 $3,692,249 $3,692,249 0.05 $3,660,108
FHLMC 30yr Pool#QH1144 5.500% 01-Sep-2053, 5.50%, 09/01/53 FR 3133CDHV9 - - 3,498,607 $3,645,917 $3,645,917 0.05 $3,615,161
FHLMC 30yr Pool#QH7549 6.000% 01-Dec-2053, 6.00%, 12/01/53 FR 3133CLL61 - - 3,299,496 $3,643,490 $3,643,490 0.05 $3,411,296
FHLMC 30yr Pool#QH6041 5.500% 01-Dec-2053, 5.50%, 12/01/53 FR 3133CJWA5 - - 3,417,676 $3,524,397 $3,524,397 0.05 $3,495,233
FNMA 30yr Pool#FM7031 4.000% 01-Jan-2051, 4.00%, 01/01/51 FN 3140XAY55 - - 3,612,231 $3,513,590 $3,513,590 0.05 $3,464,785
FHLMC 30yr Pool#QF7810 5.500% 01-Jan-2053, 5.50%, 01/01/53 FR 3133BVVB8 - - 3,359,894 $3,510,134 $3,510,134 0.05 $3,481,092
FHLMC 30yr Pool#QZ3837 6.000% 01-Sep-2055, 6.00%, 09/01/55 FR 31427BHP3 - - 3,351,956 $3,493,196 $3,493,196 0.05 $3,451,371
FHLMC 30yr Pool#SD1416 4.500% 01-Dec-2048, 4.50%, 12/01/48 FR 3132DNSD6 - - 3,482,315 $3,478,671 $3,478,671 0.05 $3,450,415
FINANCE OF AMERICA STRUCTURE 3.5% 74, 3.50%, 02/25/74 FASST 2024-S1 31740RAB6 - - 3,510,122 $3,457,474 $3,457,474 0.05 $3,449,625
FNMA 30yr Pool#DA3549 6.500% 01-Oct-2053, 6.50%, 10/01/53 FN 3140A35K5 - - 2,774,539 $3,420,290 $3,420,290 0.05 $2,935,065
FNMA 30yr Pool#BX8700 5.500% 01-Mar-2053, 5.50%, 03/01/53 FN 3140NDU21 - - 3,285,602 $3,400,628 $3,400,628 0.05 $3,371,636
FNMA 30yr Pool#BX9422 5.500% 01-Mar-2053, 5.50%, 03/01/53 FN 3140NEPG4 - - 3,283,812 $3,378,153 $3,378,153 0.05 $3,349,489
FNMA 30yr Pool#FM1540 4.000% 01-Sep-2049, 4.00%, 09/01/49 FN 3140X4WA0 - - 3,366,368 $3,322,470 $3,322,470 0.05 $3,229,091
FNMA 30yr Pool#MA4026 4.000% 01-May-2050, 4.00%, 05/01/50 FN 31418DPL0 - - 3,368,450 $3,266,551 $3,266,551 0.05 $3,225,058
FHLMC 30yr Pool#SD1111 4.000% 01-Jun-2050, 4.00%, 06/01/50 FR 3132DNGU1 - - 3,203,997 $3,130,679 $3,130,679 0.05 $3,098,501
Bayview Opportunity Master Fund VII Trust 2024-CAR1 B 5.3718% 25-DEC-2031, 5.37%, 12/26/31 BVCLN 2024-CAR1 07336QAB8 - - 3,105,164 $3,123,177 $3,123,177 0.04 $3,112,520
FHLMC 30yr Pool#QZ4951 6.000% 01-Oct-2055, 6.00%, 10/01/55 FR 31427CQD8 - - 2,998,848 $3,116,751 $3,116,751 0.04 $3,087,790
FNMA 30yr Pool#MA4056 4.000% 01-Jun-2050, 4.00%, 06/01/50 FN 31418DQJ4 - - 3,138,517 $3,033,589 $3,033,589 0.04 $3,004,913
FHLMC 30yr Pool#QG2539 6.500% 01-May-2053, 6.50%, 05/01/53 FR 3133C2ZC5 - - 2,887,110 $3,031,848 $3,031,848 0.04 $3,004,486
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 $3,018,305 $3,018,305 0.04 $3,009,373
FHLMC 30yr Pool#QE6404 5.500% 01-Jul-2052, 5.50%, 07/01/52 FR 3133BGDH8 - - 2,814,414 $3,004,387 $3,004,387 0.04 $2,882,475
FHLMC 30yr Pool#SD6905 6.000% 01-Nov-2054, 6.00%, 11/01/54 FR 3132DUU62 - - 2,794,995 $2,985,652 $2,985,652 0.04 $2,889,939
BX Trust 2021-BXMF C 5.26427% 15-OCT-2038, 5.06%, 10/15/26 BX 2021-BXMF 05609RAJ3 - - 2,958,012 $2,954,755 $2,954,755 0.04 $2,953,508
FHLMC 30yr Pool#QZ4131 6.000% 01-Sep-2055, 6.00%, 09/01/55 FR 31427BSV8 - - 2,836,056 $2,945,306 $2,945,306 0.04 $2,919,249
GWT Commercial Mortgage Trust 2024-WLF2 A 5.6502% 15-MAY-2041, 5.44%, 05/15/41 GWT 2024-WLF2 362414AA2 - - 2,900,000 $2,904,921 $2,904,921 0.04 $2,903,606
Fannie Mae Pool|4|03/01/2050, 4.00%, 03/01/50 FN 3140X8S24 - - 2,980,072 $2,898,441 $2,898,441 0.04 $2,865,271
Chase Mortgage Reference Notes, Series 2021-CL1 M1 5.2718% 25-FEB-2050, 5.27%, 02/25/50 CHASE 2021-CL1 46591HBX7 - - 2,913,583 $2,893,946 $2,893,946 0.04 $2,883,926
FNMA 30yr Pool#MA3496 4.500% 01-Oct-2048, 4.50%, 10/01/48 FN 31418C3E2 - - 2,867,872 $2,887,097 $2,887,097 0.04 $2,841,600
FNMA 30yr Pool#BV5393 3.500% 01-Apr-2052, 3.50%, 04/01/52 FN 3140MJ7F6 - - 2,913,139 $2,801,341 $2,801,341 0.04 $2,730,474
FIGRE Trust 2024-HE4 B 5.252% 25-SEP-2054, 5.25%, 09/25/54 FIGRE 2024-HE4 31684UAB7 - - 2,781,472 $2,798,949 $2,798,949 0.04 $2,789,616
FHLMC 30yr Pool#SD2897 5.500% 01-May-2053, 5.50%, 05/01/53 FR 3132DQGE0 - - 2,694,430 $2,797,541 $2,797,541 0.04 $2,749,521
FHLMC 30yr Pool#QE8542 5.500% 01-Aug-2052, 5.50%, 08/01/52 FR 3133BJP30 - - 2,700,733 $2,789,574 $2,789,574 0.04 $2,766,045
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 $2,779,287 $2,779,287 0.04 $2,766,810
RCKT MORTGAGE TRUST 2025-CE 5.16% 34, 5.16%, 07/25/34 RCKTL 2025-1A 74939RAC5 - - 2,750,000 $2,774,048 $2,774,048 0.04 $2,764,982
FNMA 30yr Pool#DE2839 6.000% 01-Jun-2055, 6.00%, 06/01/55 FN 3140BFEM3 - - 2,577,846 $2,764,358 $2,764,358 0.04 $2,665,109
FNMA 30yr Pool#DA1511 5.500% 01-Oct-2053, 5.50%, 10/01/53 FN 3140A1VD6 - - 2,628,288 $2,704,233 $2,704,233 0.04 $2,679,859
FHLMC 30yr Pool#QF9276 5.500% 01-Mar-2053, 5.50%, 03/01/53 FR 3133BXJV4 - - 2,568,496 $2,678,901 $2,678,901 0.04 $2,656,979
FHLMC 30yr Pool#Q57869 4.000% 01-Aug-2048, 4.00%, 08/01/48 FG 3132Y1W79 - - 2,738,420 $2,641,271 $2,641,271 0.04 $2,636,099
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-HQA3 B2 10.3218% 25-SEP-2041, 10.32%, 09/25/41 STACR 2021-HQA3 35564KKL2 - - 2,504,211 $2,593,972 $2,593,972 0.04 $2,577,458
FNMA 30yr Pool#DA0036 6.500% 01-Sep-2053, 6.50%, 09/01/53 FN 3140A0BE8 - - 2,424,746 $2,566,492 $2,566,492 0.04 $2,540,744
Ally Bank Auto Credit-Linked Notes, Series 2024-A C 6.022% 15-MAY-2032, 6.02%, 05/17/32 ABCLN 2024-A 02007GZ63 - - 2,490,495 $2,527,344 $2,527,344 0.04 $2,526,094
FHLMC 30yr Pool#SD3523 3.000% 01-Jun-2052, 3.00%, 06/01/52 FR 3132DQ4G8 - - 2,786,879 $2,517,325 $2,517,325 0.04 $2,487,420
FHLMC 30yr Pool#QF0488 5.500% 01-Sep-2052, 5.50%, 09/01/52 FR 3133BMRH0 - - 2,407,140 $2,501,765 $2,501,765 0.04 $2,465,040
FHLMC 30yr Pool#QY9883 6.000% 01-Aug-2055, 6.00%, 08/01/55 FR 31426U6V1 - - 2,386,061 $2,488,651 $2,488,651 0.04 $2,466,832
BX Trust 2021-BXMF G 7.422513% 15-OCT-2038, 7.21%, 10/15/26 BX 2021-BXMF 05609RAS3 - - 2,488,884 $2,480,986 $2,480,986 0.04 $2,479,490
Ginnie Mae REMIC Trust 2017-163 LO 0.0% 16-MAY-2041, 0.00%, 05/16/41 GNR 2017-163 38380KNA9 - - 3,233,648 $2,475,697 $2,475,697 0.04 $2,475,697
Flagship Credit Auto Trust 2023-1 B 5.05% 15-FEB-2028, 5.05%, 01/18/28 FCAT 2023-1 337955AG3 - - 2,459,983 $2,459,674 $2,459,674 0.04 $2,458,638
Saluda Grade Alternative Mortgage Trust 2024-FIG5 B 6.603% 25-APR-2054, 6.60%, 04/25/54 GRADE 2024-FIG5 79582MAB7 - - 2,399,151 $2,444,259 $2,444,259 0.04 $2,423,577
FNMA 30yr Pool#BY8533 6.500% 01-Aug-2053, 6.50%, 08/01/53 FN 3140NRPT7 - - 2,308,611 $2,441,249 $2,441,249 0.04 $2,419,054
RAM 2024-1 A 5.95% 15-FEB-2039, 6.67%, 02/15/39 RAM 2024-1 751313AA5 - - 2,426,750 $2,430,000 $2,430,000 0.04 $2,428,652
FNMA 30yr Pool#BY5913 5.500% 01-Sep-2053, 5.50%, 09/01/53 FN 3140NNSB2 - - 2,323,356 $2,419,027 $2,419,027 0.03 $2,398,937
PRPM 2025-RCF3 LLC 5.25% 55, 5.25%, 07/25/55 PRPM 2025-RCF3 69392PAB1 - - 2,380,125 $2,394,457 $2,394,457 0.03 $2,378,144
FNMA 30yr Pool#DF0313 6.000% 01-Sep-2055, 6.00%, 09/01/55 FN 3140BQK34 - - 2,215,552 $2,384,102 $2,384,102 0.03 $2,281,263
Connecticut Avenue Securities, Series 2021-R01 1M2 5.6218% 25-OCT-2041, 5.62%, 10/25/41 CAS 2021-R01 20754RAB2 - - 2,348,432 $2,365,693 $2,365,693 0.03 $2,357,258
PRPM 2024-RCF2 A1 3.75% 25-MAR-2054, 3.75%, 03/25/54 PRPM 2024-RCF2 693987AA7 - - 2,385,901 $2,358,728 $2,358,728 0.03 $2,353,012
Connecticut Avenue Securities Trust 2022-R08 1M2 7.6718% 25-JUL-2042, 7.67%, 07/25/42 CAS 2022-R08 20755DAB2 - - 2,220,000 $2,312,077 $2,312,077 0.03 $2,301,196
FNMA 30yr Pool#DD4221 6.000% 01-Feb-2055, 6.00%, 02/01/55 FN DD4221 MTGE 3140B4VP2 - - 1,926,329 $2,283,152 $2,283,152 0.03 $1,990,120
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA3 M2 8.4218% 25-APR-2042, 8.42%, 04/25/42 STACR 2022-DNA3 35564KVE6 - - 2,174,307 $2,275,059 $2,275,059 0.03 $2,266,412
FNMA 30yr Pool#DA3538 6.000% 01-Oct-2053, 6.00%, 10/01/53 FN 3140A34Y6 - - 2,121,071 $2,216,691 $2,216,691 0.03 $2,192,941
FNMA 30yr Pool#FA0517 5.500% 01-Feb-2055, 5.50%, 02/01/55 FN 3140W0SF3 - - 2,105,906 $2,181,258 $2,181,258 0.03 $2,145,899
Santander Bank Auto Credit-Linked Notes, Series 2024-A B 5.622% 15-JUN-2032, 5.62%, 06/15/32 SBCLN 2024-A 80290CCJ1 - - 2,117,359 $2,146,799 $2,146,799 0.03 $2,145,807
FHLMC 30yr Pool#QG2543 5.500% 01-May-2053, 5.50%, 05/01/53 FR 3133C2ZG6 - - 2,068,180 $2,134,071 $2,134,071 0.03 $2,116,270
FHLMC 30yr Pool#QI4878 6.000% 01-Apr-2054, 6.00%, 04/01/54 FR 3133WBM37 - - 2,015,521 $2,100,355 $2,100,355 0.03 $2,081,845
FNMA 30yr Pool#FS3001 4.000% 01-Oct-2051, 4.00%, 10/01/51 FN 3140XJKP7 - - 2,138,280 $2,080,570 $2,080,570 0.03 $2,050,998
FHLMC 30yr Pool#QX7432 6.000% 01-Feb-2055, 6.00%, 02/01/55 FR 31426DHJ4 - - 1,973,326 $2,059,762 $2,059,762 0.03 $2,038,674
FHF Trust 2024-1 (First Help Financial) A2 5.69% 15-FEB-2030, 5.69%, 02/15/30 FHF 2024-1A 31568AAB2 - - 2,037,464 $2,052,593 $2,052,593 0.03 $2,051,627
FNMA 30yr Pool#FS1640 4.000% 01-Apr-2052, 4.00%, 04/01/52 FN 3140XGZE2 - - 2,105,984 $2,044,763 $2,044,763 0.03 $2,019,588
Chase Mortgage Reference Notes, Series 2020-CL1 M2 6.54348% 25-OCT-2057, 6.57%, 10/25/57 CHASE 2020-CL1 46591HAH3 - - 1,959,567 $2,028,398 $2,028,398 0.03 $2,020,174
FIGRE Trust 2024-HE1 B 6.506% 25-MAR-2054, 6.51%, 03/25/54 FIGRE 2024-HE1 31684HAB6 - - 1,976,005 $2,023,857 $2,023,857 0.03 $2,015,643
FNMA 30yr Pool#CA7849 4.500% 01-Oct-2050, 4.50%, 10/01/50 FN 3140QFWK1 - - 2,026,805 $2,023,458 $2,023,458 0.03 $2,006,899
FNMA 30yr Pool#BY0338 6.500% 01-May-2053, 6.50%, 05/01/53 FN 3140NGLU2 - - 1,908,608 $2,014,581 $2,014,581 0.03 $1,995,927
FNMA 30yr Pool#BW0972 4.500% 01-Jul-2052, 4.50%, 07/01/52 FN 3140MSCJ2 - - 1,968,057 $1,952,171 $1,952,171 0.03 $1,937,481
FHLMC 30yr Pool#SI2017 4.000% 01-Dec-2048, 4.00%, 12/01/48 FR 3133USG21 - - 2,006,199 $1,944,366 $1,944,366 0.03 $1,928,913
FNMA 30yr Pool#BX8072 5.500% 01-Mar-2053, 5.50%, 03/01/53 FN 3140NC6J3 - - 1,870,954 $1,943,545 $1,943,545 0.03 $1,927,962
FNMA 30yr Pool#DF0998 6.000% 01-Oct-2055, 6.00%, 10/01/55 FN 3140BRDC0 - - 1,849,945 $1,921,941 $1,921,941 0.03 $1,904,813
FHLMC 30yr Pool#QG2540 6.500% 01-May-2053, 6.50%, 05/01/53 FR 3133C2ZD3 - - 1,591,587 $1,904,732 $1,904,732 0.03 $1,656,025
Foundation Finance Trust 2023-2 A 6.53% 15-JUN-2049, 6.53%, 06/15/49 FFIN 2023-2A 35042RAA4 - - 1,803,722 $1,873,268 $1,873,268 0.03 $1,872,286
Chase Mortgage Reference Notes, Series 2021-CL1 M3 5.6218% 25-FEB-2050, 5.62%, 02/25/50 CHASE 2021-CL1 46591HBZ2 - - 1,900,142 $1,871,014 $1,871,014 0.03 $1,864,190
FHLMC 30yr Pool#QH7013 6.500% 01-Dec-2053, 6.50%, 12/01/53 FR 3133CKYJ1 - - 1,499,290 $1,847,499 $1,847,499 0.03 $1,564,733
FHLMC 30yr Pool#SD1551 4.000% 01-Mar-2050, 4.00%, 03/01/50 FR 3132DNWL3 - - 1,865,279 $1,814,064 $1,814,064 0.03 $1,793,423
FNMA 30yr Pool#BY0361 6.500% 01-Jun-2053, 6.50%, 06/01/53 FN 3140NGMK3 - - 1,719,909 $1,813,461 $1,813,461 0.03 $1,796,251
FHLMC 30yr Pool#QY7439 6.000% 01-Jun-2055, 6.00%, 06/01/55 FR 31426SHR3 - - 1,593,146 $1,809,732 $1,809,732 0.03 $1,647,076
FHLMC 30yr Pool#QH3309 5.500% 01-Oct-2053, 5.50%, 10/01/53 FR 3133CFVA4 - - 1,463,833 $1,798,241 $1,798,241 0.03 $1,492,635
FNMA 30yr Pool#DC9709 6.000% 01-Jan-2055, 6.00%, 01/01/55 FN 3140AXYF8 - - 1,707,226 $1,770,056 $1,770,056 0.03 $1,765,219
Santander Bank Auto Credit-Linked Notes, Series 2023-B B 5.64% 15-DEC-2033, 5.64%, 12/15/33 SBCLN 2023-B 80290CCB8 - - 1,719,306 $1,740,707 $1,740,707 0.03 $1,739,899
FNMA 30yr Pool#MA3521 4.000% 01-Nov-2048, 4.00%, 11/01/48 FN 31418C4F8 - - 1,785,141 $1,739,575 $1,739,575 0.03 $1,716,372
NRZ MSR-Collateralized Notes, Series 2021-FHT1 A 3.104% 25-JUL-2026, 3.10%, 07/25/26 NZES 2021-FHT1 62955MAB2 - - 1,727,230 $1,705,464 $1,705,464 0.02 $1,702,039
PRPM 2025-RCF3 LLC 5.25% 55, 5.25%, 07/25/55 PRPM 2025-RCF3 69392PAC9 - - 1,700,000 $1,704,896 $1,704,896 0.02 $1,693,244
FHLMC 30yr Pool#SD0943 3.500% 01-Apr-2052, 3.50%, 04/01/52 FR 3132DNBL6 - - 1,759,991 $1,690,636 $1,690,636 0.02 $1,651,041
Fannie Mae Pool|4|08/01/2050, 4.00%, 08/01/50 FN 3140X8UA3 - - 1,751,285 $1,688,857 $1,688,857 0.02 $1,676,458
Chase Mortgage Reference Notes, Series 2021-CL1 M2 5.4218% 25-FEB-2050, 5.42%, 02/25/50 CHASE 2021-CL1 46591HBY5 - - 1,711,730 $1,682,473 $1,682,473 0.02 $1,676,543
FHLMC 30yr Pool#QG4340 6.500% 01-Jun-2053, 6.50%, 06/01/53 FR 3133C4ZD9 - - 1,544,685 $1,622,069 $1,622,069 0.02 $1,607,485
FHLMC 30yr Pool#SD4456 4.000% 01-Aug-2050, 4.00%, 08/01/50 FR 3132E05R9 - - 1,666,962 $1,618,284 $1,618,284 0.02 $1,598,919
FNMA 30yr Pool#CB2681 3.500% 01-Jan-2052, 3.50%, 01/01/52 FN 3140QM6T6 - - 1,685,247 $1,615,543 $1,615,543 0.02 $1,581,054
ACHV ABS Trust 2024-1PL B 6.34% 25-APR-2031, 6.34%, 04/25/31 ACHV 2024-1PL 00092BAB0 - - 1,595,373 $1,613,510 $1,613,510 0.02 $1,607,048
FHLMC 30yr Pool#QZ4132 6.000% 01-Sep-2055, 6.00%, 09/01/55 FR 31427BSW6 - - 1,491,714 $1,549,479 $1,549,479 0.02 $1,535,957
Bayview Opportunity Master Fund VII Trust 2024-CAR1 C 5.5718% 25-DEC-2031, 5.57%, 12/26/31 BVCLN 2024-CAR1 07336QAC6 - - 1,511,180 $1,521,331 $1,521,331 0.02 $1,515,952
FHLMC 30yr Pool#Q58477 4.000% 01-Sep-2048, 4.00%, 09/01/48 FG 3132Y2M37 - - 1,570,887 $1,515,392 $1,515,392 0.02 $1,512,425
FNMA 30yr Pool#MA3415 4.000% 01-Jul-2048, 4.00%, 07/01/48 FN 31418CYM0 - - 1,510,274 $1,477,511 $1,477,511 0.02 $1,452,094
Reach ABS Trust 2024-2 A 5.88% 15-JUL-2031, 5.88%, 07/15/31 REACH 2024-2A 75525HAA8 - - 1,453,756 $1,463,051 $1,463,051 0.02 $1,462,338
FNMA 30yr Pool#BT8051 5.500% 01-Jan-2053, 5.50%, 01/01/53 FN 3140LW5M5 - - 1,384,949 $1,447,625 $1,447,625 0.02 $1,435,296
Ally Bank Auto Credit-Linked Notes, Series 2024-A D 6.315% 15-MAY-2032, 6.31%, 05/17/32 ABCLN 2024-A 02007GZ71 - - 1,423,140 $1,441,987 $1,441,987 0.02 $1,441,238
FNMA 30yr Pool#CA5573 4.000% 01-Apr-2050, 4.00%, 04/01/50 FN 3140QDFP4 - - 1,481,463 $1,428,843 $1,428,843 0.02 $1,418,165
FNMA 30yr Pool#CA1931 4.500% 01-Jun-2048, 4.50%, 06/01/48 FN 3140Q9ED1 - - 1,427,070 $1,425,889 $1,425,889 0.02 $1,413,997
FIGRE TRUST 2025-HE5 FLTG 2055 B, 5.49%, 08/25/55 FIGRE 2025-HE5 31684MAB5 - - 1,403,049 $1,417,246 $1,417,246 0.02 $1,407,199
FNMA 30yr Pool#BY1896 5.500% 01-May-2053, 5.50%, 05/01/53 FN 3140NJDA9 - - 1,359,374 $1,406,690 $1,406,690 0.02 $1,394,561
Connecticut Avenue Securities Trust 2025-R04 25-MAY-2045, 5.27%, 05/25/45 CAS 2025-R04 20755TAB7 - - 1,341,612 $1,348,906 $1,348,906 0.02 $1,344,387
FNMA 30yr Pool#BX7860 5.500% 01-Mar-2053, 5.50%, 03/01/53 FN 3140NCWW5 - - 1,297,397 $1,348,719 $1,348,719 0.02 $1,337,101
FNMA 30yr Pool#DB3056 5.500% 01-May-2054, 5.50%, 05/01/54 FN 3140ACME0 - - 1,178,823 $1,302,930 $1,302,930 0.02 $1,205,639
FNMA 30yr Pool#BY0327 6.500% 01-May-2053, 6.50%, 05/01/53 FN 3140NGLH1 - - 1,234,529 $1,294,975 $1,294,975 0.02 $1,283,089
U.S. Auto Funding 2021-1 C 2.2% 15-MAY-2026, 2.20%, 05/15/26 USAUT 2021-1A 90355EAC5 - - 1,535,749 $1,279,035 $1,279,035 0.02 $1,278,753
FHF Issuer Trust 2023-2 (First Help Financial) A2 6.79% 15-OCT-2029, 6.79%, 10/15/29 FHF 2023-2A 30333LAB4 - - 1,254,009 $1,266,274 $1,266,274 0.02 $1,265,565
FNMA 30yr Pool#FM7725 4.500% 01-Dec-2050, 4.50%, 12/01/50 FN 3140XBSP6 - - 1,258,816 $1,252,373 $1,252,373 0.02 $1,242,319
FHLMC 30yr Pool#QF2561 5.500% 01-Nov-2052, 5.50%, 11/01/52 FR 3133BPZ27 - - 1,177,290 $1,226,355 $1,226,355 0.02 $1,216,398
FNMA 30yr Pool#MA3149 4.000% 01-Oct-2047, 4.00%, 10/01/47 FN 31418CQB3 - - 1,250,058 $1,220,875 $1,220,875 0.02 $1,206,230
FNMA 40yr Pool#BF0167 3.000% 01-Feb-2057, 3.00%, 02/01/57 FN 3140FXFH0 - - 1,368,954 $1,212,668 $1,212,668 0.02 $1,190,233
Tricolor Auto Securitization Trust 2024-1 A 6.61% 15-OCT-2027, 6.61%, 10/15/27 TAST 2024-1A 89616LAA0 - - 1,205,445 $1,202,002 $1,202,002 0.02 $1,194,698
FNMA 30yr Pool#BJ9181 5.000% 01-May-2048, 5.00%, 05/01/48 FN 3140HBFX1 - - 1,163,605 $1,190,544 $1,190,544 0.02 $1,180,544
FNMA 30yr Pool#FM9138 4.000% 01-Mar-2050, 4.00%, 03/01/50 FN 3140XDEL6 - - 1,217,841 $1,184,105 $1,184,105 0.02 $1,170,927
FHLMC 30yr Pool#SD8003 4.000% 01-Jul-2049, 4.00%, 07/01/49 FR 3132DV3L7 - - 1,216,556 $1,182,460 $1,182,460 0.02 $1,166,898
FNMA 30yr Pool#BX0804 5.500% 01-Nov-2052, 5.50%, 11/01/52 FN 3140N43N5 - - 1,130,224 $1,174,096 $1,174,096 0.02 $1,163,553
Blue Bridge Funding 2023-1 A 7.37% 15-NOV-2030, 7.37%, 11/15/30 BBEF 2023-1A 09531MAA8 - - 1,149,763 $1,159,875 $1,159,875 0.02 $1,159,169
FHLMC 30yr Pool#QG6538 5.500% 01-Jul-2053, 5.50%, 07/01/53 FR 3133C7HP5 - - 1,099,171 $1,145,421 $1,145,421 0.02 $1,136,324
FHLMC 30yr Pool#ZT2087 4.000% 01-Jun-2049, 4.00%, 06/01/49 FR 3132AEJ80 - - 1,172,818 $1,140,482 $1,140,482 0.02 $1,124,945
FNMA 30yr Pool#AS6811 3.000% 01-Mar-2046, 3.00%, 03/01/46 FN 3138WGR97 - - 1,227,304 $1,128,197 $1,128,197 0.02 $1,117,876
FHLMC 30yr Pool#QG6948 5.500% 01-Jul-2053, 5.50%, 07/01/53 FR 3133C7WH6 - - 1,042,105 $1,086,945 $1,086,945 0.02 $1,077,160
Arivo Acceptance Auto Loan Receivables Trust 2024-1 A 6.46% 15-APR-2028, 6.46%, 04/17/28 ARIVO 2024-1A 039943AA3 - - 1,075,194 $1,082,351 $1,082,351 0.02 $1,081,772
FNMA 30yr Pool#AS7492 4.000% 01-Jul-2046, 4.00%, 07/01/46 FN 3138WHKE1 - - 1,093,605 $1,063,703 $1,063,703 0.02 $1,054,839
FHLMC 30yr Pool#RA1188 4.500% 01-Aug-2049, 4.50%, 08/01/49 FR 3133KGJ90 - - 1,067,838 $1,062,153 $1,062,153 0.02 $1,053,617
FNMA 30yr Pool#CB8995 5.500% 01-Aug-2054, 5.50%, 08/01/54 FN 3140QU7H3 - - 1,009,434 $1,050,741 $1,050,741 0.02 $1,029,508
FHLMC 30yr Pool#RA1087 4.500% 01-Jul-2049, 4.50%, 07/01/49 FR 3133KGF45 - - 1,055,462 $1,049,877 $1,049,877 0.02 $1,041,405
FHLMC 30yr Pool#QG3885 6.500% 01-Jun-2053, 6.50%, 06/01/53 FR 3133C4J62 - - 968,232 $1,016,704 $1,016,704 0.01 $1,007,596
FNMA 30yr Pool#FM1598 4.000% 01-Feb-2049, 4.00%, 02/01/49 FN 3140X4X43 - - 987,563 $963,608 $963,608 0.01 $949,519
FNMA 30yr Pool#BV4203 3.500% 01-Apr-2052, 3.50%, 04/01/52 FN 3140MHU56 - - 1,019,369 $962,601 $962,601 0.01 $955,526
FNMA 30yr Pool#BV8484 3.500% 01-Apr-2052, 3.50%, 04/01/52 FN 3140MNNA0 - - 1,008,366 $951,707 $951,707 0.01 $945,138
FNMA 30yr Pool#DA3522 5.500% 01-Oct-2053, 5.50%, 10/01/53 FN 3140A34G5 - - 921,927 $947,873 $947,873 0.01 $940,016
FNMA 30yr Pool#CA6382 4.500% 01-Jul-2050, 4.50%, 07/01/50 FN 3140QECU4 - - 922,948 $918,063 $918,063 0.01 $910,884
GNMA II 30yr Pool#MA5021 4.500% 20-Feb-2048, 4.50%, 02/20/48 G2 36179TSJ5 - - 902,260 $908,212 $908,212 0.01 $894,330
FHLMC 30yr Pool#ZM8197 4.000% 01-Sep-2048, 4.00%, 09/01/48 FR 3131Y3DA1 - - 934,641 $905,759 $905,759 0.01 $898,635
FHLMC 30yr Pool#QG7338 6.000% 01-Jul-2053, 6.00%, 07/01/53 FR 3133C8EK7 - - 836,067 $871,272 $871,272 0.01 $863,625
BX Commercial Mortgage Trust 2021-21M A 4.803% 15-OCT-2036, 4.59%, 10/15/36 BX 2021-21M 05609CAA5 - - 862,801 $862,719 $862,719 0.01 $862,388
FNMA 30yr Pool#AB9341 3.000% 01-May-2043, 3.00%, 05/01/43 FN 31417GLX2 - - 888,004 $826,374 $826,374 0.01 $818,508
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-DNA5 M2 5.7218% 25-JAN-2034, 5.72%, 01/25/34 STACR 2021-DNA5 35564KHE2 - - 795,297 $800,690 $800,690 0.01 $797,782
FNMA 30yr Pool#BN4541 4.000% 01-Feb-2049, 4.00%, 02/01/49 FN 3140JMBK7 - - 821,741 $796,307 $796,307 0.01 $790,085
FREMF 2019-KF70 Mortgage Trust C 10.31633% 25-SEP-2029, 10.32%, 09/25/29 FREMF 2019-KF70 30298UAJ0 - - 789,970 $785,284 $785,284 0.01 $780,077
FNMA 30yr Pool#BY0782 5.500% 01-Apr-2053, 5.50%, 04/01/53 FN 3140NG2Q2 - - 741,700 $771,885 $771,885 0.01 $765,725
FHLMC 30yr Pool#ZT1926 3.000% 01-Nov-2043, 3.00%, 11/01/43 FR 3132AED78 - - 810,080 $765,116 $765,116 0.01 $747,182
FHLMC 30yr Pool#RA1999 4.500% 01-Jan-2050, 4.50%, 01/01/50 FR 3133KHGG5 - - 747,016 $743,325 $743,325 0.01 $737,068
FNMA 30yr Pool#BY0866 5.500% 01-May-2053, 5.50%, 05/01/53 FN 3140NG6C9 - - 698,253 $722,945 $722,945 0.01 $716,327
ACHV ABS Trust 2024-1PL C 6.42% 25-APR-2031, 6.42%, 04/25/31 ACHV 2024-1PL 00092BAC8 - - 704,156 $711,094 $711,094 0.01 $708,205
ACHM Trust 2024-HE1 B 7.26% 25-MAY-2039, 7.26%, 05/25/39 ACHM 2024-HE1 00449TAB1 - - 680,471 $708,089 $708,089 0.01 $704,933
GNMA II 30yr Pool#MA5264 4.000% 20-Jun-2048, 4.00%, 06/20/48 G2 36179TZ57 - - 717,506 $698,762 $698,762 0.01 $689,548
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 $635,373 $635,373 0.01 $632,601
FNMA 30yr Pool#BW0343 4.500% 01-May-2052, 4.50%, 05/01/52 FN 3140MRLZ8 - - 632,422 $624,239 $624,239 0.01 $619,625
FHLMC 30yr Pool#QE1073 3.500% 01-Apr-2052, 3.50%, 04/01/52 FR 3133BAFN6 - - 647,501 $611,198 $611,198 0.01 $606,900
FHLMC 30yr Pool#SD8047 4.500% 01-Feb-2050, 4.50%, 02/01/50 FR 3132DV5G6 - - 589,320 $594,342 $594,342 0.01 $583,532
Sequoia Mortgage Trust 2013-5 A1 2.5% 25-MAY-2043, 2.50%, 05/25/43 SEMT 2013-5 81745AAA5 - - 647,454 $581,691 $581,691 0.01 $579,578
FNMA 30yr Pool#AL6842 4.000% 01-May-2045, 4.00%, 05/01/45 FN 3138EPS88 - - 593,835 $581,076 $581,076 0.01 $575,606
FNMA 30yr Pool#BK9507 4.000% 01-Oct-2048, 4.00%, 10/01/48 FN 3140HPR58 - - 593,691 $577,967 $577,967 0.01 $573,433
Connecticut Avenue Securities Trust 2022-R01 1M1 5.0718% 25-DEC-2041, 5.07%, 12/25/41 CAS 2022-R01 20754LAA7 - - 540,184 $541,934 $541,934 0.01 $540,184
FNMA 30yr Pool#AZ0869 4.000% 01-Jul-2045, 4.00%, 07/01/45 FN 3138YR6F0 - - 517,703 $506,228 $506,228 0.01 $501,658
Connecticut Avenue Securities Trust 2022-R07 1B2 16.0718% 25-JUN-2042, 16.07%, 06/25/42 CAS 2022-R07 20754MAL1 - - 436,201 $505,309 $505,309 0.01 $500,830
FHLMC 15yr Pool#SB0116 2.500% 01-Nov-2034, 2.50%, 11/01/34 FR 3132CWDV3 - - 510,428 $497,631 $497,631 0.01 $488,282
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA2 M1A 5.3718% 25-FEB-2042, 5.37%, 02/25/42 STACR 2022-DNA2 35564KRE1 - - 483,697 $485,810 $485,810 0.01 $484,150
FHLMC 30yr Pool#QD9191 3.500% 01-Apr-2052, 3.50%, 04/01/52 FR 3133B7F86 - - 499,061 $471,304 $471,304 0.01 $467,805
FNMA 30yr Pool#FS9476 4.000% 01-Jun-2053, 4.00%, 06/01/53 FN 3140XRQ65 - - - $452,476 $452,476 0.01 $0
FHLMC 30yr Pool#SD1414 4.000% 01-Oct-2050, 4.00%, 10/01/50 FR 3132DNSB0 - - 436,445 $422,249 $422,249 0.01 $418,630
Gracie Point International Funding, Series 2023-2 A 6.44671% 01-MAR-2027, 6.45%, 03/01/27 GPIF 2023-2A 38410JAA0 - - 418,538 $420,622 $420,622 0.01 $419,348
FNMA 30yr Pool#CB4329 3.500% 01-Jul-2052, 3.50%, 07/01/52 FN 3140QPY35 - - 435,067 $417,774 $417,774 0.01 $407,991
FNMA 30yr Pool#BV6879 4.500% 01-Apr-2052, 4.50%, 04/01/52 FN 3140MLUD0 - - 405,464 $400,296 $400,296 0.01 $397,323
FNMA 30yr Pool#CA4646 3.000% 01-Feb-2048, 3.00%, 02/01/48 FN 3140QCEU6 - - 422,004 $399,176 $399,176 0.01 $385,495
FHLMC 30yr Pool#QG3397 6.000% 01-May-2053, 6.00%, 05/01/53 FR 3133C3X27 - - 365,046 $380,514 $380,514 0.01 $377,078
FHLMC 30yr Pool#QA8274 3.500% 01-Mar-2050, 3.50%, 03/01/50 FR 3133A3FP8 - - 387,475 $361,762 $361,762 0.01 $359,218
FNMA 30yr Pool#FM3447 4.000% 01-Nov-2049, 4.00%, 11/01/49 FN 3140X6ZM6 - - 354,518 $347,872 $347,872 0.01 $341,524
Connecticut Avenue Securities Trust 2023-R05 1B1 8.8218% 25-JUN-2043, 8.82%, 06/25/43 CAS 2023-R05 207942AC7 - - 312,000 $335,297 $335,297 0.00 $333,539
Connecticut Avenue Securities, Series 2021-R03 1M1 4.9218% 25-DEC-2041, 4.92%, 12/25/41 CAS 2021-R03 20754AAA1 - - 323,507 $324,546 $324,546 0.00 $323,529
FHLMC 30yr Pool#SD1966 4.000% 01-Nov-2052, 4.00%, 11/01/52 FR 3132DPFF0 - - 328,580 $317,329 $317,329 0.00 $313,242
FHLMC 30yr Pool#ZN6461 4.000% 01-May-2049, 4.00%, 05/01/49 FR 3131YDFA7 - - 303,297 $313,169 $313,169 0.00 $291,164
FNMA 30yr Pool#BV7632 4.500% 01-Apr-2052, 4.50%, 04/01/52 FN 3140MMPS1 - - 311,555 $307,604 $307,604 0.00 $305,300
FNMA 30yr Pool#AR9225 3.000% 01-Mar-2043, 3.00%, 03/01/43 FN 3138W7HB3 - - 327,837 $303,812 $303,812 0.00 $301,121
FHLMC 30yr Pool#ZT0391 4.000% 01-Nov-2047, 4.00%, 11/01/47 FR 3132ACNG1 - - 299,260 $292,828 $292,828 0.00 $290,324
FHLMC 30yr Pool#QA5150 4.500% 01-Dec-2049, 4.50%, 12/01/49 FR 31346YWK5 - - 293,225 $292,681 $292,681 0.00 $290,369
FNMA 30yr Pool#FS2548 4.000% 01-Mar-2051, 4.00%, 03/01/51 FN 3140XHZN0 - - 298,534 $289,280 $289,280 0.00 $286,348
FNMA 30yr Pool#FS2238 4.000% 01-Mar-2051, 4.00%, 03/01/51 FN 3140XHPY7 - - 290,724 $283,386 $283,386 0.00 $279,525
FNMA 30yr Pool#AS8649 3.000% 01-Jan-2047, 3.00%, 01/01/47 FN 3138WJTF5 - - 304,391 $277,486 $277,486 0.00 $275,312
FNMA 30yr Pool#BN3899 4.000% 01-Dec-2048, 4.00%, 12/01/48 FN 3140JLKM5 - - 267,496 $259,512 $259,512 0.00 $257,191
Fannie Mae REMIC Trust 2017-9 VL 3.0% 25-JUL-2028, 3.00%, 07/25/28 FNR 2017-9 3136AVYH6 - - 247,753 $254,751 $254,751 0.00 $245,694
FHLMC 30yr Pool#QA1615 3.500% 01-Aug-2049, 3.50%, 08/01/49 FR 31334XYL7 - - 270,021 $253,794 $253,794 0.00 $251,957
FHLMC 30yr Pool#ZN4240 4.500% 01-Dec-2048, 4.50%, 12/01/48 FR 3131YAV98 - - 248,668 $248,630 $248,630 0.00 $246,492
Fannie Mae REMIC Trust 2012-126 SY 0.0% 25-NOV-2042, 0.00%, 11/25/42 FNR 2012-126 3136A9ZR2 - - 473,554 $232,856 $232,856 0.00 $232,856
FNMA 30yr Pool#MA3908 4.500% 01-Jan-2050, 4.50%, 01/01/50 FN 31418DKW1 - - 230,182 $230,833 $230,833 0.00 $227,922
FHLMC 15yr Pool#SB0040 2.500% 01-Dec-2033, 2.50%, 12/01/33 FR 3132CWBH6 - - 227,376 $228,005 $228,005 0.00 $220,490
FNMA 30yr Pool#BW0081 4.500% 01-Apr-2052, 4.50%, 04/01/52 FN 3140MRCT2 - - 229,264 $226,295 $226,295 0.00 $224,625
FNMA 30yr Pool#MA3687 4.000% 01-Jun-2049, 4.00%, 06/01/49 FN 31418DCZ3 - - 231,655 $226,037 $226,037 0.00 $222,199
FNMA 30yr Pool#BE3616 4.000% 01-May-2047, 4.00%, 05/01/47 FN 3140FPAS8 - - 226,389 $221,933 $221,933 0.00 $219,897
FNMA 30yr Pool#MA1327 3.000% 01-Jan-2043, 3.00%, 01/01/43 FN 31418APM4 - - 238,092 $221,623 $221,623 0.00 $219,606
GNMA II 30yr Pool#MA5192 4.000% 20-May-2048, 4.00%, 05/20/48 G2 36179TXV2 - - 214,408 $209,033 $209,033 0.00 $206,053
FNMA 30yr Pool#BO9819 4.500% 01-Dec-2049, 4.50%, 12/01/49 FN 3140K54D6 - - 209,220 $208,900 $208,900 0.00 $207,183
FHLMC 30yr Pool#RA1088 4.500% 01-Jul-2049, 4.50%, 07/01/49 FR 3133KGF52 - - 203,224 $202,815 $202,815 0.00 $201,229
FNMA 30yr Pool#AB6280 3.000% 01-Sep-2042, 3.00%, 09/01/42 FN 31417C6S9 - - 192,894 $179,690 $179,690 0.00 $177,917
FHLMC 30yr Pool#SD8040 4.500% 01-Jan-2050, 4.50%, 01/01/50 FR 3132DV4Z5 - - 174,460 $178,593 $178,593 0.00 $172,746
FNMA 30yr Pool#BO2983 3.000% 01-Sep-2049, 3.00%, 09/01/49 FN 3140JXJ58 - - 190,337 $176,961 $176,961 0.00 $172,391
FNMA 30yr Pool#CA4185 4.500% 01-Sep-2049, 4.50%, 09/01/49 FN 3140QBUK2 - - 174,552 $174,258 $174,258 0.00 $172,838
FNMA 30yr Pool#FS6257 4.000% 01-Jun-2053, 4.00%, 06/01/53 FN 3140XM5T9 - - - $167,511 $167,511 0.00 $0
FNMA 30yr Pool#CA4035 4.500% 01-Aug-2049, 4.50%, 08/01/49 FN 3140QBPV4 - - 166,553 $166,219 $166,219 0.00 $164,917
FNMA 30yr Pool#BV7132 4.500% 01-Apr-2052, 4.50%, 04/01/52 FN 3140ML4S6 - - 161,389 $159,305 $159,305 0.00 $158,123
FHLMC 30yr Pool#ZA7158 4.500% 01-Jun-2049, 4.50%, 06/01/49 FR 31329Q5T4 - - 156,734 $156,093 $156,093 0.00 $154,646
FHLMC 30yr Pool#ZT1320 4.000% 01-Nov-2048, 4.00%, 11/01/48 FR 3132ADPD4 - - 159,620 $155,631 $155,631 0.00 $153,471
FNMA 30yr Pool#AB7563 3.000% 01-Jan-2043, 3.00%, 01/01/43 FN 31417EMM0 - - 165,984 $155,005 $155,005 0.00 $153,536
FNMA 30yr Pool#FS2546 4.000% 01-Mar-2051, 4.00%, 03/01/51 FN 3140XHZL4 - - 153,016 $148,630 $148,630 0.00 $147,122
FNMA 30yr Pool#BW0072 4.500% 01-Apr-2052, 4.50%, 04/01/52 FN 3140MRCJ4 - - 136,110 $134,355 $134,355 0.00 $133,356
FNMA 30yr Pool#MA1229 3.000% 01-Oct-2042, 3.00%, 10/01/42 FN 31418ALK2 - - 142,922 $133,492 $133,492 0.00 $132,224
GNMA II 30yr Pool#MA5753 4.000% 20-Feb-2049, 4.00%, 02/20/49 G2 36179UMA7 - - 136,900 $128,841 $128,841 0.00 $127,806
FNMA 30yr Pool#BV7131 4.500% 01-Apr-2052, 4.50%, 04/01/52 FN 3140ML4R8 - - 128,843 $127,185 $127,185 0.00 $126,240
GNMA II 30yr Pool#BF6874 4.500% 20-Jul-2048, 4.50%, 07/20/48 G2 3617GDT77 - - 126,387 $125,359 $125,359 0.00 $124,297
GNMA II 30yr Pool#MA5866 4.000% 20-Apr-2049, 4.00%, 04/20/49 G2 36179UQT2 - - 131,967 $124,848 $124,848 0.00 $123,779
FNMA 20yr Pool#AB9283 3.000% 01-Apr-2038, 3.00%, 04/01/38 FN 31417GJ56 - - 130,737 $121,841 $121,841 0.00 $120,496
GNMA II 30yr Pool#BK5879 4.500% 20-Nov-2048, 4.50%, 11/20/48 G2 3617J6Q80 - - 111,202 $110,489 $110,489 0.00 $109,622
FNMA 30yr Pool#CA3683 4.500% 01-Jun-2049, 4.50%, 06/01/49 FN 3140QBCV8 - - 105,966 $108,369 $108,369 0.00 $104,925
FNMA 30yr Pool#BM3282 3.500% 01-Dec-2047, 3.50%, 12/01/47 FN 3140J7UG8 - - 112,750 $107,784 $107,784 0.00 $106,658
FHLMC 30yr Pool#QE0318 4.500% 01-Mar-2052, 4.50%, 03/01/52 FR 3133B9K78 - - 108,047 $106,681 $106,681 0.00 $105,877
FHLMC 30yr Pool#ZT1633 4.000% 01-Mar-2047, 4.00%, 03/01/47 FR 3132ADY69 - - 105,934 $105,821 $105,821 0.00 $102,642
FNMA 30yr Pool#CA0108 3.500% 01-Aug-2047, 3.50%, 08/01/47 FN 3140Q7DN4 - - 105,136 $101,063 $101,063 0.00 $99,455
FHLMC 30yr Pool#ZM7577 4.500% 01-Aug-2048, 4.50%, 08/01/48 FR 3131Y2M21 - - 89,741 $99,644 $99,644 0.00 $88,919
Fannie Mae REMIC Trust 2013-130 FN 4.53628% 25-OCT-2042, 4.54%, 10/25/42 FNR 2013-130 3136AHG53 - - 90,334 $89,435 $89,435 0.00 $89,173
FHLMC 30yr Pool#ZM7926 5.000% 01-Sep-2048, 5.00%, 09/01/48 FR 3131Y2YX0 - - 77,533 $78,983 $78,983 0.00 $78,313
FHLMC 30yr Pool#QA2159 3.000% 01-Aug-2049, 3.00%, 08/01/49 FR 31334YMG9 - - 82,395 $73,412 $73,412 0.00 $72,865
FNMA 30yr Pool#MA1447 3.000% 01-May-2043, 3.00%, 05/01/43 FN 31418ATD0 - - 76,711 $71,068 $71,068 0.00 $70,459
Sequoia Mortgage Trust 2019-CH3 A19 4.0% 25-OCT-2049, 4.00%, 09/25/49 SEMT 2019-CH3 81748GBN0 - - 75,098 $70,056 $70,056 0.00 $69,664
RCKT Mortgage Trust 2025-CES7 A1A 5.377% 25-JUL-2055, 5.38%, 07/25/55 RCKT 2025-CES7 74943AAA0 - - - $65,247 $65,247 0.00 $0
FNMA 30yr Pool#AS8547 3.000% 01-Nov-2046, 3.00%, 11/01/46 FN 3138WJP93 - - 71,314 $64,818 $64,818 0.00 $64,332
FNMA 30yr Pool#BD2453 3.000% 01-Jan-2047, 3.00%, 01/01/47 FN 3140F9WP6 - - 66,722 $61,983 $61,983 0.00 $60,802
Fannie Mae REMIC Trust 2010-109 BS 9.46957% 25-OCT-2040, 9.47%, 10/25/40 FNR 2010-109 31398NTM6 - - 41,248 $58,365 $58,365 0.00 $57,964
Fannie Mae REMIC Trust 2006-20 GF 4.53628% 25-APR-2036, 4.54%, 04/25/36 FNR 2006-20 31395BU43 - - 54,414 $54,147 $54,147 0.00 $53,989
FHLMC 15yr Pool#ZK8962 3.000% 01-Sep-2032, 3.00%, 09/01/32 FR 3131XC5X1 - - 52,527 $52,430 $52,430 0.00 $51,358
FHLMC 15yr Pool#ZS7403 3.000% 01-May-2031, 3.00%, 05/01/31 FR 3132A8GL7 - - 48,086 $48,639 $48,639 0.00 $47,271
RCKT Mortgage Trust 2024-CES7 A1A 5.158% 25-OCT-2044, 5.16%, 10/25/44 RCKT 2024-CES7 749414AA6 - - - $47,981 $47,981 0.00 $0
FNMA 15yr Pool#BO5957 3.000% 01-Dec-2034, 3.00%, 12/01/34 FN 3140K1TP1 - - 43,602 $42,937 $42,937 0.00 $42,305
FNMA 30yr Pool#BO1857 4.500% 01-Aug-2049, 4.50%, 08/01/49 FN 3140JWB33 - - 42,780 $42,691 $42,691 0.00 $42,360
Freddie Mac Multiclass Certificates, Series 3721 FB 4.7565% 15-SEP-2040, 4.60%, 09/15/40 FHR 3721 3137GAD20 - - 41,575 $41,473 $41,473 0.00 $41,457
Freddie Mac Multiclass Certificates, Series 3380 FM 4.8465% 15-OCT-2037, 4.69%, 10/15/37 FHR 3380 31397KTJ0 - - 40,968 $40,887 $40,887 0.00 $40,871
Ginnie Mae REMIC Trust 2008-013 FB 4.64552% 20-FEB-2038, 4.57%, 02/20/38 GNR 2008-13 38375PNL1 - - 39,466 $39,533 $39,533 0.00 $39,391
FNMA 30yr Pool#BC0870 3.500% 01-Jan-2046, 3.50%, 01/01/46 FN 3140EU6G9 - - 37,141 $35,301 $35,301 0.00 $34,958
FNMA 15yr Pool#BO7717 3.000% 01-Nov-2034, 3.00%, 11/01/34 FN 3140K3SF0 - - 32,847 $32,429 $32,429 0.00 $31,942
FHLMC 15yr Pool#ZK9163 3.000% 01-Jan-2033, 3.00%, 01/01/33 FR 3131XDFC4 - - 31,278 $31,113 $31,113 0.00 $30,567
Ginnie Mae REMIC Trust 2007-040 FG 4.46552% 20-JUL-2037, 4.39%, 07/20/37 GNR 2007-40 38375KZS4 - - 30,047 $29,837 $29,837 0.00 $29,732
FNMA 30yr Pool#BV5379 3.000% 01-Apr-2052, 3.00%, 04/01/52 FN 3140MJ6R1 - - - $28,951 $28,951 0.00 $0
Ginnie Mae REMIC Trust 2004-069 CF 4.54552% 20-JUL-2034, 4.47%, 07/20/34 GNR 2004-69 38374JAT3 - - 25,950 $25,973 $25,973 0.00 $25,883
Santander Bank Auto Credit-Linked Notes, Series 2023-A B 6.493% 15-JUN-2033, 6.49%, 06/15/33 SBCLN 2023-A 80290CBU7 - - 24,115 $24,165 $24,165 0.00 $24,152
Fannie Mae REMIC Trust 2013-2 QF 4.68628% 25-FEB-2043, 4.69%, 02/25/43 FNR 2013-2 3136AB4P5 - - 23,948 $23,956 $23,956 0.00 $23,884
Ginnie Mae REMIC Trust 2007-059 FA 4.64552% 20-OCT-2037, 4.57%, 10/20/37 GNR 2007-59 38375LPU8 - - 23,844 $23,830 $23,830 0.00 $23,745
FHLMC 30yr Pool#ZN2165 4.500% 01-Dec-2048, 4.50%, 12/01/48 FR 3131Y8MN2 - - 22,631 $23,080 $23,080 0.00 $22,598
Ginnie Mae REMIC Trust 2010-133 FD 4.50344% 16-OCT-2040, 4.28%, 10/16/40 GNR 2010-133 38377MHV1 - - 21,455 $21,435 $21,435 0.00 $21,430
Ginnie Mae REMIC Trust 2008-016 FC 4.64552% 20-FEB-2038, 4.57%, 02/20/38 GNR 2008-16 383742FU2 - - 19,220 $19,252 $19,252 0.00 $19,184
Ginnie Mae REMIC Trust 2007-037 FW 4.45552% 20-JUN-2037, 4.38%, 06/20/37 GNR 2007-37 38375KNR9 - - 19,167 $19,058 $19,058 0.00 $18,993
Ginnie Mae REMIC Trust 2005-065 FA 4.29552% 20-AUG-2035, 4.22%, 08/20/35 GNR 2005-65 38374LL25 - - 18,524 $18,341 $18,341 0.00 $18,280
Ginnie Mae REMIC Trust 2004-059 FP 4.37344% 16-AUG-2034, 4.15%, 08/16/34 GNR 2004-59 38374HYS3 - - 18,095 $18,029 $18,029 0.00 $18,025
Fannie Mae REMIC Trust 2002-53 FK 4.58628% 25-APR-2032, 4.59%, 04/25/32 FNR 2002-53 31392EHN3 - - 16,442 $16,428 $16,428 0.00 $16,380
Freddie Mac Multiclass Certificates, Series 2426 FL 4.9065% 15-MAR-2032, 4.75%, 03/15/32 FHR 2426 31339W7G5 - - 16,344 $16,379 $16,379 0.00 $16,373
FHLMC 30yr Pool#ZT0252 3.000% 01-Dec-2047, 3.00%, 12/01/47 FR 3132ACH52 - - 16,906 $15,731 $15,731 0.00 $15,406
Ginnie Mae REMIC Trust 2005-048 AF 4.34552% 20-JUN-2035, 4.27%, 06/20/35 GNR 2005-48 38374LHM6 - - 15,643 $15,531 $15,531 0.00 $15,479
Fannie Mae REMIC Trust 2005-83 KT 4.48628% 25-OCT-2035, 4.49%, 10/25/35 FNR 2005-83 31394FUL7 - - 14,194 $14,115 $14,115 0.00 $14,074
Fannie Mae REMIC Trust 2007-89 GF 4.70628% 25-SEP-2037, 4.71%, 09/25/37 FNR 2007-89 31396XPM0 - - 13,266 $13,306 $13,306 0.00 $13,265
Freddie Mac Multiclass Certificates, Series 2551 FD 4.6565% 15-JAN-2033, 4.50%, 01/15/33 FHR 2551 31393JAZ1 - - 11,855 $11,814 $11,814 0.00 $11,809
FNMA 30yr Pool#BP1500 3.000% 01-May-2050, 3.00%, 05/01/50 FN 3140K8U25 - - - $11,486 $11,486 0.00 $0
FHLMC 30yr Pool#ZM2269 3.000% 01-Dec-2046, 3.00%, 12/01/46 FR 3131XVQW8 - - 12,350 $11,337 $11,337 0.00 $11,245
Ginnie Mae REMIC Trust 2012-075 FP 4.44552% 20-JUL-2041, 4.37%, 07/20/41 GNR 2012-75 38378EZ55 - - 11,207 $11,232 $11,232 0.00 $11,194
Ginnie Mae REMIC Trust 2007-061 FA 4.64552% 20-OCT-2037, 4.57%, 10/20/37 GNR 2007-61 38375LLN8 - - 9,954 $9,948 $9,948 0.00 $9,913
FHLMC 30yr Pool#QA2039 3.000% 01-Aug-2049, 3.00%, 08/01/49 FR 31334YHQ3 - - - $9,701 $9,701 0.00 $0
Fannie Mae REMIC Trust 2010-123 FL 4.61628% 25-NOV-2040, 4.62%, 11/25/40 FNR 2010-123 31398N2W3 - - 9,257 $9,250 $9,250 0.00 $9,223
Freddie Mac Multiclass Certificates, Series 2410, excluding Group 6 FX 4.6065% 15-FEB-2032, 4.45%, 02/15/32 FHR 2410 31339NJN7 - - 9,245 $9,212 $9,212 0.00 $9,209
GNMA II 30yr Pool#BK6072 5.000% 20-Jan-2049, 5.00%, 01/20/49 G2 3617J6W91 - - 8,979 $9,156 $9,156 0.00 $9,058
FNMA 15yr Pool#AS8207 2.500% 01-Oct-2031, 2.50%, 10/01/31 FN 3138WJDM7 - - 9,050 $9,075 $9,075 0.00 $8,782
Freddie Mac Multiclass Certificates, Series 3028 FM 4.5065% 15-SEP-2035, 4.35%, 09/15/35 FHR 3028 31396AFB5 - - 8,076 $8,041 $8,041 0.00 $8,038
FNMA 15yr Pool#BM1036 2.500% 01-Feb-2032, 2.50%, 02/01/32 FN 3140J5EJ4 - - 7,999 $7,991 $7,991 0.00 $7,760
Fannie Mae REMIC Trust 2003-87 FG 4.68628% 25-SEP-2033, 4.69%, 09/25/33 FNR 2003-87 31393E4W6 - - 7,876 $7,900 $7,900 0.00 $7,876
FNMA 15yr Pool#AS7643 2.500% 01-Aug-2031, 2.50%, 08/01/31 FN 3138WHP55 - - 7,963 $7,890 $7,890 0.00 $7,726
Fannie Mae REMIC Trust 2012-100 FG 4.58628% 25-SEP-2042, 4.59%, 09/25/42 FNR 2012-100 3136A8QW3 - - 7,583 $7,518 $7,518 0.00 $7,496
Fannie Mae REMIC Trust 2002-16 VF 4.73628% 25-APR-2032, 4.74%, 04/25/32 FNR 2002-16 31392CWW0 - - 6,992 $7,014 $7,014 0.00 $6,993
Ginnie Mae REMIC Trust 2007-018 FD 4.44552% 20-APR-2037, 4.37%, 04/20/37 GNR 2007-18 38375JC86 - - 6,954 $6,909 $6,909 0.00 $6,885
FHLMC 15yr Pool#ZK8405 2.500% 01-Dec-2031, 2.50%, 01/22/31 FR 3131XCKS5 - - 6,855 $6,782 $6,782 0.00 $6,641
Ginnie Mae REMIC Trust 2010-006 FG 4.67344% 16-JAN-2040, 4.45%, 01/16/40 GNR 2010-6 38376TSC7 - - 6,686 $6,702 $6,702 0.00 $6,700
Freddie Mac Multiclass Certificates, Series 3738 FD 4.5565% 15-AUG-2040, 4.40%, 08/15/40 FHR 3738 3137GAYQ4 - - 6,249 $6,249 $6,249 0.00 $6,246
Fannie Mae REMIC Trust 2010-95 FB 4.58628% 25-SEP-2040, 4.59%, 09/25/40 FNR 2010-95 31398NEX8 - - 5,990 $5,989 $5,989 0.00 $5,971
FHLMC 30yr Pool#QD9182 3.000% 01-Mar-2052, 3.00%, 03/01/52 FR 3133B7FX1 - - - $5,870 $5,870 0.00 $0
FNMA 30yr Pool#MA3694 4.500% 01-Jul-2049, 4.50%, 07/01/49 FN 31418DC83 - - 4,446 $4,463 $4,463 0.00 $4,403
FHLMC 30yr Pool#QD6555 3.000% 01-Feb-2052, 3.00%, 02/01/52 FR 3133B4H81 - - - $3,483 $3,483 0.00 $0
FHLMC 30yr Pool#ZN0650 3.000% 01-Mar-2043, 3.00%, 03/01/43 FR 3131Y6WK1 - - 1,654 $2,035 $2,035 0.00 $1,519
Ginnie Mae REMIC Trust 1999-27 FE 4.47344% 16-AUG-2029, 4.25%, 08/16/29 GNR 1999-27 3837H2WA3 - - 1,686 $1,685 $1,685 0.00 $1,684
Freddie Mac Multiclass Certificates, Series 2469 FE 4.7565% 15-JUL-2032, 4.60%, 07/15/32 FHR 2469 31392RC58 - - 1,463 $1,462 $1,462 0.00 $1,461
Ginnie Mae REMIC Trust 2010-125 VF 4.49552% 20-JUN-2040, 4.42%, 06/20/40 GNR 2010-125 38377JYJ6 - - 355.00 $355 $355 0.00 $353
US 10YR NOTE (CBT)Mar26 MAR 26 TYH6 FUTURES_USD - -163.00 $-18,337,500 $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 - 1,005 $115,559,297 $0 0.00 $0
US 5YR NOTE (CBT) Mar26 MAR 26 FVH6 FUTURES_USD - 2,844 $310,951,408 $0 0.00 $0
UMBS TBA 30yr 3.5% January Delivery, 3.50%, 01/14/26 FNCL 01F032617 - - -95,653,000 $-88,144,048 $-88,144,048 -1.27 $-88,144,048
UMBS TBA 30yr 2.5% January Delivery, 2.50%, 01/14/26 FNCL 01F022618 - - -136,434,000 $-115,315,927 $-115,315,927 -1.66 $-115,315,927
UMBS TBA 30yr 5% January Delivery, 5.00%, 01/14/26 FNCL 01F050619 - - -231,349,000 $-230,216,547 $-230,216,547 -3.32 $-230,216,547
UMBS TBA 30yr 4.5% January Delivery, 4.50%, 01/14/26 FNCL 01F042616 - - -354,908,342 $-345,614,357 $-345,614,357 -4.98 $-345,614,357
Fannie Mae or Freddie Mac|5.5|01/14/2026, 5.50%, 01/14/26 FNCL 01F052615 - - -350,278,442 $-354,408,225 $-354,408,225 -5.11 $-354,408,225
UMBS TBA 30yr 6% January Delivery, 6.00%, 01/14/26 FNCL 01F060618 - - -463,616,167 $-475,303,931 $-475,303,931 -6.85 $-475,303,931
UMBS TBA 30yr 4% January Delivery, 4.00%, 01/14/26 FNCL 01F040610 - - -721,596,155 $-683,233,217 $-683,233,217 -9.84 $-683,233,217
SEGREGATED CASH SEGCASH - $0.00 11,118,676 $11,118,676 $11,118,676 0.16 $11,118,676
ALMSUM ALMSUM - $0.00 - $0 $0 0.00 $0
EURO EUR - - 0.00 $-0 $-0 0.00 $-0
US DOLLARS USD MD_142224 - - -1,928,046,630 $-1,928,046,630 $-1,928,046,630 -27.78 $-1,928,046,630
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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