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For Financial Professionals in the US

Mortgage-Backed Securities ETF Holdings

Full Portfolio Holdings

(As of 02/20/2026)

Ticker Cusip Underlying Security Strike Price Quantity (Shares/ Par/ Units/ Contracts) Notional Value Market Value Weight % Current Market Value
UMBS TBA 30yr 2.5% March Delivery, 2.50%, 03/12/26 FNCL 01F022634 - - 1,384,437,894 $1,189,533,958 $1,189,533,958 17.56 $1,189,533,958
GNMA II TBA 30yr 2.5% March Delivery, 2.50%, 03/19/26 G2SF 21H022630 - - 727,391,414 $636,808,634 $636,808,634 9.40 $636,808,634
UMBS TBA 30yr 3% March Delivery, 3.00%, 03/12/26 FNCL 01F030637 - - 502,748,354 $450,989,908 $450,989,908 6.66 $450,989,908
GNMA II TBA 30yr 5% March Delivery, 5.00%, 03/19/26 G2SF 21H050631 - - 377,689,194 $378,335,043 $378,335,043 5.59 $378,335,043
UMBS TBA 30yr 2% March Delivery, 2.00%, 03/12/26 FNCL 01F020638 - - 369,488,255 $303,555,293 $303,555,293 4.49 $303,555,293
UMBS TBA 30yr 6% March Delivery, 6.00%, 03/12/26 FNCL 01F060634 - - 282,272,985 $289,400,378 $289,400,378 4.28 $289,400,378
FNMA 30yr Pool#CB9430 5.500% 01-Nov-2054, 5.50%, 11/01/54 FN 3140QVPQ1 - - 180,319,508 $188,631,856 $188,631,856 2.79 $184,724,984
GNMA II TBA 30yr 5.5% March Delivery, 5.50%, 03/19/26 G2SF 21H052637 - - 168,601,000 $170,590,492 $170,590,492 2.53 $170,590,492
GNMA II TBA 30yr 3% March Delivery, 3.00%, 03/19/26 G2SF 21H030633 - - 186,578,962 $169,771,183 $169,771,183 2.51 $169,771,183
UMBS TBA 30yr 3.5% March Delivery, 3.50%, 03/12/26 FNCL 01F032633 - - 162,615,000 $152,141,130 $152,141,130 2.25 $152,141,130
Fannie Mae REMIC Trust 2025-12 FC 4.79728% 25-MAR-2055, 4.80%, 03/25/55 FNR 2025-12 3136BVFC7 - - 147,955,514 $149,609,284 $149,609,284 2.22 $149,048,690
FNMA 30yr Pool#CB9787 5.000% 01-Jan-2055, 5.00%, 01/01/55 FN 3140QV2V5 - - 130,558,700 $134,023,306 $134,023,306 1.99 $132,591,962
GNMA II TBA 30yr 3.5% March Delivery, 3.50%, 03/19/26 G2SF 21H032639 - - 135,399,377 $125,549,479 $125,549,479 1.86 $125,549,479
FHLMC 30yr Pool#SL3350 6.000% 01-Nov-2055, 6.00%, 11/01/55 FR 31427QWL2 - - 117,025,491 $123,254,068 $123,254,068 1.83 $121,413,785
FNMA 30yr Pool#FA2754 4.500% 01-Jan-2049, 4.50%, 01/01/49 FN 3140W3BY4 - - 115,880,873 $118,151,265 $118,151,265 1.75 $116,163,630
GNMA II TBA 30yr 4.5% March Delivery, 4.50%, 03/19/26 G2SF 21H042638 - - 116,624,488 $114,785,903 $114,785,903 1.70 $114,785,903
FHLMC 30yr Pool#SL3899 5.000% 01-Jan-2056, 5.00%, 01/01/56 FR 31427RKM1 - - 110,795,592 $113,657,287 $113,657,287 1.69 $112,524,541
FNMA 30yr Pool#FS1133 4.000% 01-Oct-2051, 4.00%, 10/01/51 FN 3140XGHK8 - - 110,969,340 $109,862,583 $109,862,583 1.63 $108,239,038
FNMA 30yr Pool#FM7460 4.000% 01-Mar-2051, 4.00%, 03/01/51 FN 3140XBJE1 - - 104,789,291 $103,565,337 $103,565,337 1.54 $102,211,044
GNMA II TBA 30yr 4% March Delivery, 4.00%, 03/19/26 G2SF 21H040632 - - 104,502,688 $99,948,774 $99,948,774 1.48 $99,948,774
UMBS TBA 30yr 6.5% March Delivery, 6.50%, 03/12/26 FNCL 01F062630 - - 92,975,000 $96,464,352 $96,464,352 1.42 $96,464,352
FNMA 30yr Pool#FA3182 6.000% 01-Oct-2055, 6.00%, 10/01/55 FN 3140W3RC5 - - 85,979,712 $89,960,814 $89,960,814 1.33 $89,113,352
FNMA 30yr Pool#FA3025 5.500% 01-Sep-2055, 5.50%, 09/01/55 FN 3140W3LF4 - - 84,462,925 $89,682,826 $89,682,826 1.32 $87,637,455
FHLMC 30yr Pool#SL2464 4.500% 01-Dec-2048, 4.50%, 12/01/48 FR 31427PW26 - - 81,488,993 $82,892,564 $82,892,564 1.22 $81,687,831
FHLMC 30yr Pool#SD1046 4.000% 01-Jul-2052, 4.00%, 07/01/52 FR 3132DNET6 - - 79,650,026 $78,736,577 $78,736,577 1.16 $77,682,118
FNMA 30yr Pool#FA3036 5.500% 01-Oct-2055, 5.50%, 10/01/55 FN 3140W3LS6 - - 75,185,172 $78,657,000 $78,657,000 1.16 $77,828,890
FHLMC 30yr Pool#RJ4363 5.500% 01-Jun-2055, 5.50%, 06/01/55 FR 3142GUZ55 - - 74,633,621 $78,284,490 $78,284,490 1.15 $77,257,944
FNMA 30yr Pool#FA3037 5.500% 01-Oct-2055, 5.50%, 10/01/55 FN 3140W3LT4 - - 68,355,690 $72,344,088 $72,344,088 1.07 $70,659,776
FNMA 30yr Pool#FA0574 5.500% 01-Jan-2055, 5.50%, 01/01/55 FN 3140W0T88 - - 67,366,489 $71,421,189 $71,421,189 1.05 $69,714,135
FNMA 30yr Pool#FS8993 6.000% 01-Jul-2054, 6.00%, 07/01/54 FN 3140XQ7F8 - - 64,119,833 $68,245,333 $68,245,333 1.01 $66,317,482
FNMA 30yr Pool#FA0573 5.000% 01-Jan-2055, 5.00%, 01/01/55 FN 3140W0T70 - - 60,997,300 $62,131,030 $62,131,030 0.92 $62,029,368
FHLMC 30yr Pool#SL1188 5.500% 01-Apr-2055, 5.50%, 04/01/55 FR 31427NKA6 - - 56,777,497 $59,619,119 $59,619,119 0.88 $58,576,022
FHLMC 30yr Pool#SL2435 6.500% 01-Feb-2055, 6.50%, 02/01/55 FR 31427PV50 - - 53,813,484 $58,362,199 $58,362,199 0.86 $56,255,094
FNMA 30yr Pool#FA4000 5.000% 01-Jun-2055, 5.00%, 06/01/55 FN 3140W4NS2 - - 55,641,234 $56,675,413 $56,675,413 0.84 $56,582,678
FNMA 30yr Pool#CB9654 5.000% 01-Dec-2054, 5.00%, 12/01/54 FN 3140QVWQ3 - - 51,057,213 $52,469,265 $52,469,265 0.77 $51,852,354
FNMA 30yr Pool#FA2246 5.500% 01-Jul-2055, 5.50%, 07/01/55 FN 3140W2P88 - - 49,930,067 $52,039,275 $52,039,275 0.77 $51,552,641
FHLMC 30yr Pool#SL0239 5.000% 01-Jan-2055, 5.00%, 01/01/55 FR 31427MHR5 - - 49,927,383 $51,679,763 $51,679,763 0.76 $50,704,929
FNMA 30yr Pool#FA3827 5.000% 01-Dec-2055, 5.00%, 12/01/55 FN 3140W4HD2 - - 50,412,189 $51,488,547 $51,488,547 0.76 $50,695,228
Fannie Mae REMIC Trust 2025-9 FA 4.89728% 25-MAR-2055, 4.90%, 03/25/55 FNR 2025-9 3136BVDC9 - - 49,404,968 $50,024,682 $50,024,682 0.74 $49,835,066
FNMA 30yr Pool#FA3128 5.500% 01-Oct-2055, 5.50%, 10/01/55 FN 3140W3PN3 - - 46,871,612 $49,189,801 $49,189,801 0.73 $48,662,246
UMBS TBA 30yr 5% March Delivery, 5.00%, 03/12/26 FNCL 01F050635 - - 48,300,000 $48,452,145 $48,452,145 0.71 $48,452,145
FNMA 30yr Pool#CC2018 5.500% 01-Feb-2056, 5.50%, 02/01/56 FN 3140Y8G42 - - 46,651,341 $48,338,294 $48,338,294 0.71 $48,181,494
FNMA 30yr Pool#FA3572 5.000% 01-Nov-2055, 5.00%, 11/01/55 FN 3140W36J3 - - 46,574,429 $47,972,545 $47,972,545 0.71 $47,362,463
FNMA 30yr Pool#FA4155 5.000% 01-Jan-2056, 5.00%, 01/01/56 FN 3140W4TM9 - - 46,437,195 $47,723,241 $47,723,241 0.70 $47,227,030
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA2 M2 7.44728% 25-FEB-2042, 7.45%, 02/25/42 STACR 2022-DNA2 35564KRN1 - - 45,174,272 $46,611,662 $46,611,662 0.69 $46,349,998
FHLMC 30yr Pool#SD7343 5.500% 01-Jan-2055, 5.50%, 01/01/55 FR 3132DVEQ4 - - 44,294,932 $46,429,497 $46,429,497 0.68 $45,704,352
FNMA 30yr Pool#FA4202 5.000% 01-Jan-2056, 5.00%, 01/01/56 FN 3140W4U47 - - 45,279,880 $46,413,792 $46,413,792 0.68 $46,014,029
FNMA 30yr Pool#FS9779 5.500% 01-Nov-2054, 5.50%, 11/01/54 FN 3140XR2M6 - - 41,794,062 $44,036,692 $44,036,692 0.65 $42,999,322
FHLMC 30yr Pool#SL4015 5.500% 01-Jan-2056, 5.50%, 01/01/56 FR 31427RN97 - - 42,661,411 $43,912,559 $43,912,559 0.65 $43,769,169
FNMA 40yr Pool#BF0646 2.500% 01-Jun-2062, 2.50%, 06/01/62 FN 3140FXWG3 - - 48,070,746 $41,302,677 $41,302,677 0.61 $40,908,992
FNMA 30yr Pool#FS8881 4.500% 01-Sep-2053, 4.50%, 09/01/53 FN 3140XQ2P1 - - 39,954,231 $40,471,711 $40,471,711 0.60 $39,951,565
FHLMC 30yr Pool#ZT2413 4.000% 01-Feb-2041, 4.00%, 02/01/41 FR 3132AEVE3 - - 39,741,841 $39,921,084 $39,921,084 0.59 $39,337,521
FHLMC 30yr Pool#SL0046 6.000% 01-Jan-2055, 6.00%, 01/01/55 FR 31427MBQ3 - - 37,502,164 $39,506,794 $39,506,794 0.58 $38,783,790
New Residential Mortgage LLC 6.545% 25-MAR-2032, 6.54%, 03/25/32 NZES 2025-FHT 64832EAA7 - - 37,640,049 $38,433,910 $38,433,910 0.57 $38,242,301
FNMA 30yr Pool#FA1951 6.000% 01-Jun-2055, 6.00%, 06/01/55 FN 3140W2EZ0 - - 35,729,253 $38,290,052 $38,290,052 0.56 $36,978,345
FHLMC 30yr Pool#SI2101 4.000% 01-Sep-2048, 4.00%, 09/01/48 FR 3133USKN0 - - 38,380,785 $38,022,278 $38,022,278 0.56 $37,502,320
FHLMC 30yr Pool#SL0938 4.000% 01-Jul-2050, 4.00%, 07/01/50 FR 31427NBG3 - - 37,455,728 $37,506,726 $37,506,726 0.55 $37,012,860
FNMA 40yr Pool#BF0598 2.500% 01-Mar-2062, 2.50%, 03/01/62 FN 3140FXUY6 - - 43,405,774 $37,312,283 $37,312,283 0.55 $36,942,390
FNMA 30yr Pool#FA0576 5.500% 01-Jan-2055, 5.50%, 01/01/55 FN 3140W0UA1 - - 34,609,187 $36,410,258 $36,410,258 0.54 $35,764,794
FHLMC 30yr Pool#SL1632 4.000% 01-Nov-2053, 4.00%, 11/01/53 FR 31427NY60 - - 36,733,083 $36,270,158 $36,270,158 0.54 $35,814,152
FNMA 30yr Pool#FA1557 6.000% 01-May-2055, 6.00%, 05/01/55 FN 3140W1WT6 - - 32,716,128 $35,467,012 $35,467,012 0.52 $33,834,192
FNMA 30yr Pool#CC2016 5.500% 01-Feb-2056, 5.50%, 02/01/56 FN 3140Y8G26 - - 34,174,007 $35,465,443 $35,465,443 0.52 $35,350,580
FNMA 30yr Pool#FA3191 5.500% 01-Oct-2055, 5.50%, 10/01/55 FN 3140W3RM3 - - 32,167,448 $33,863,264 $33,863,264 0.50 $33,251,726
FNMA 30yr Pool#FA3105 6.000% 01-May-2055, 6.00%, 05/01/55 FN 3140W3NX3 - - 31,806,154 $33,375,974 $33,375,974 0.49 $32,891,267
FNMA 30yr Pool#FA3682 5.500% 01-Feb-2055, 5.50%, 02/01/55 FN 3140W4CU9 - - 31,143,393 $32,905,620 $32,905,620 0.49 $32,204,416
FNMA 30yr Pool#FA0603 4.500% 01-Sep-2051, 4.50%, 09/01/51 FN 3140W0U52 - - 31,734,023 $32,306,532 $32,306,532 0.48 $31,743,488
FNMA 30yr Pool#FA1560 5.500% 01-Apr-2055, 5.50%, 04/01/55 FN 3140W1WW9 - - 29,792,878 $31,185,240 $31,185,240 0.46 $30,861,336
FNMA 30yr Pool#BW7371 5.500% 01-Feb-2053, 5.50%, 02/01/53 FN 3140N0FM2 - - 29,620,807 $31,050,535 $31,050,535 0.46 $30,771,494
FNMA 40yr Pool#BF0698 3.500% 01-Dec-2062, 3.50%, 12/01/62 FN 3140FXX49 - - 33,023,188 $30,881,467 $30,881,467 0.46 $30,680,014
FHLMC 30yr Pool#SL2558 6.000% 01-Aug-2055, 6.00%, 08/01/55 FR 31427PZY3 - - 29,539,118 $30,845,373 $30,845,373 0.46 $30,554,087
FHLMC 30yr Pool#SL0238 5.000% 01-May-2054, 5.00%, 05/01/54 FR 31427MHQ7 - - 29,922,662 $30,780,143 $30,780,143 0.45 $30,388,664
FHLMC 30yr Pool#TA2617 5.000% 01-Jan-2056, 5.00%, 01/01/56 FR 3142JQ4B2 - - 30,041,469 $30,465,721 $30,465,721 0.45 $30,210,136
FNMA 30yr Pool#CC1930 5.000% 01-Feb-2056, 5.00%, 02/01/56 FN 3140Y8EC6 - - 29,602,971 $30,136,452 $30,136,452 0.44 $30,045,999
Structured Agency Credit Risk (STACR) Debt Notes, Series 2022-HQA1 M2 8.94728% 25-MAR-2042, 8.95%, 03/25/42 STACR 2022-HQA1 35564KTJ8 - - 28,504,473 $29,955,229 $29,955,229 0.44 $29,756,867
FNMA 30yr Pool#FA4117 4.500% 01-Sep-2051, 4.50%, 09/01/51 FN 3140W4SF5 - - 29,293,309 $29,869,924 $29,869,924 0.44 $29,454,606
FHLMC 30yr Pool#SL1291 4.000% 01-Nov-2054, 4.00%, 11/01/54 FR 31427NNH8 - - 30,049,157 $29,637,036 $29,637,036 0.44 $29,297,434
FNMA 30yr Pool#FS8335 4.500% 01-Jan-2051, 4.50%, 01/01/51 FN 3140XQHM2 - - 28,964,705 $29,453,838 $29,453,838 0.43 $28,973,345
FNMA 30yr Pool#FA1798 4.000% 01-Aug-2052, 4.00%, 08/01/52 FN 3140W17L1 - - 28,971,616 $28,656,580 $28,656,580 0.42 $28,260,299
FNMA 30yr Pool#FS9788 5.500% 01-Nov-2054, 5.50%, 11/01/54 FN 3140XR2W4 - - 27,256,882 $28,364,335 $28,364,335 0.42 $27,923,715
FNMA 30yr Pool#FS8681 4.500% 01-Oct-2050, 4.50%, 10/01/50 FN 3140XQUF2 - - 27,526,088 $27,982,702 $27,982,702 0.41 $27,534,298
FHLMC 30yr Pool#SD1143 4.500% 01-Sep-2050, 4.50%, 09/01/50 FR 3132DNHU0 - - 25,907,705 $26,287,019 $26,287,019 0.39 $25,915,432
NRM MSR-Collateralized Notes, Series 2024-FNT1 A 7.398% 25-NOV-2029, 7.40%, 11/25/31 NZES 2024-FNT1 62956YAA7 - - 25,890,198 $26,242,600 $26,242,600 0.39 $26,093,628
FNMA 30yr Pool#FA3714 5.000% 01-Nov-2055, 5.00%, 11/01/55 FN 3140W4DU8 - - 24,584,657 $25,253,941 $25,253,941 0.37 $25,017,322
METRONET INFRASTRUCTURE ISSU 5.4% 55, 5.40%, 08/20/55 MNET 2025-2A 59170JAX6 - - 24,600,000 $25,176,651 $25,176,651 0.37 $25,054,881
FHLMC 30yr Pool#SD3271 5.500% 01-Jun-2053, 5.50%, 06/01/53 FR 3132DQT48 - - 23,980,979 $25,115,559 $25,115,559 0.37 $24,890,053
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-HQA3 M2 5.79728% 25-SEP-2041, 5.80%, 09/25/41 STACR 2021-HQA3 35564KJP5 - - 23,964,288 $24,226,755 $24,226,755 0.36 $24,118,700
FNMA 30yr Pool#FS9239 4.500% 01-Jan-2051, 4.50%, 01/01/51 FN 3140XRHR9 - - 23,670,441 $24,011,424 $24,011,424 0.35 $23,677,501
JP MORGAN MORTGAGE TRUST 2 5.777% 55, 5.50%, 11/25/55 JPMMT 2025-5MPR 46593VAD9 - - 23,665,826 $23,970,268 $23,970,268 0.35 $23,782,256
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2025-HQA1 M2 5.34728% 25-FEB-2045, 5.35%, 02/25/45 STACR 2025-HQA1 35564NHA4 - - 23,060,148 $23,243,102 $23,243,102 0.34 $23,147,195
FHLMC 30yr Pool#TA4415 5.000% 01-Jan-2056, 5.00%, 01/01/56 FR 3142JS3Z6 - - 22,363,662 $22,680,476 $22,680,476 0.33 $22,489,223
FNMA 30yr Pool#FA1129 6.500% 01-Jun-2054, 6.50%, 06/01/54 FN 3140W1HF3 - - 20,726,013 $22,406,636 $22,406,636 0.33 $21,663,222
PRET 2025-RPL3 Trust A1 4.15% 25-APR-2065, 4.15%, 04/25/65 PRET 2025-RPL3 69382RAA1 - - 22,362,305 $22,290,348 $22,290,348 0.33 $22,156,299
FNMA 30yr Pool#FM7840 4.000% 01-Apr-2050, 4.00%, 04/01/50 FN 3140XBWA4 - - 22,611,681 $22,279,350 $22,279,350 0.33 $22,055,341
FNMA 30yr Pool#CC1195 5.000% 01-Oct-2055, 5.00%, 10/01/55 FN 3140Y7KH0 - - 21,561,780 $22,267,795 $22,267,795 0.33 $21,928,517
FNMA 30yr Pool#FA1128 6.500% 01-Aug-2054, 6.50%, 08/01/54 FN 3140W1HE6 - - 20,646,664 $22,188,142 $22,188,142 0.33 $21,580,285
Connecticut Avenue Securities Trust 2022-R02 2M2 6.69728% 25-JAN-2042, 6.70%, 01/25/42 CAS 2022-R02 20754BAB7 - - 21,665,987 $22,139,866 $22,139,866 0.33 $22,027,008
FHLMC 30yr Pool#SD5061 5.500% 01-Mar-2054, 5.50%, 03/01/54 FR 3132DSTS1 - - 20,642,394 $22,089,428 $22,089,428 0.33 $21,399,323
FNMA 30yr Pool#FS7225 4.000% 01-Aug-2051, 4.00%, 08/01/51 FN 3140XPA33 - - 21,938,187 $21,768,890 $21,768,890 0.32 $21,436,062
FNMA 30yr Pool#FS4781 4.000% 01-Oct-2051, 4.00%, 10/01/51 FN 3140XLJ33 - - 22,048,351 $21,760,857 $21,760,857 0.32 $21,505,871
Cipher Compute LLC 7.125% 15-NOV-2030, 7.12%, 11/15/30 CIFR 17253NAA5 - - 20,244,000 $21,555,164 $21,555,164 0.32 $21,154,501
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-DNA6 B2 11.19728% 25-OCT-2041, 11.20%, 10/25/41 STACR 2021-DNA6 35564KLV9 - - 19,937,000 $21,106,193 $21,106,193 0.31 $20,736,428
FHLMC 30yr Pool#SD6989 5.500% 01-Nov-2054, 5.50%, 11/01/54 FR 3132DUXS1 - - 20,115,405 $21,104,290 $21,104,290 0.31 $20,607,523
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA5 M2 10.44728% 25-JUN-2042, 10.45%, 06/25/42 STACR 2022-DNA5 35564KYW3 - - 19,321,656 $20,872,114 $20,872,114 0.31 $20,715,113
FNMA 40yr Pool#BF0226 3.500% 01-Jan-2058, 3.50%, 01/01/58 FN 3140FXHC9 - - 21,661,954 $20,750,555 $20,750,555 0.31 $20,497,452
RCKT Mortgage Trust 2026-CES2|5.255|02/01/2056, 5.25%, 02/01/56 RCKT 2026-CES2 74940EAD9 - - 20,600,000 $20,672,166 $20,672,166 0.30 $20,596,990
FNMA 30yr Pool#FS6382 4.000% 01-Aug-2051, 4.00%, 08/01/51 FN 3140XNCU6 - - 20,779,666 $20,655,661 $20,655,661 0.30 $20,304,058
FNMA 40yr Pool#BF0713 4.000% 01-Mar-2063, 4.00%, 03/01/63 FN 3140FXYK2 - - 21,001,803 $20,625,122 $20,625,122 0.30 $20,372,711
Citigroup Mortgage Loan Trust 2025-LTV1 A1 5.237% 25-DEC-2055, 5.24%, 12/25/55 CMLTI 2025-LTV1 17332XAA8 - - 20,374,477 $20,604,985 $20,604,985 0.30 $20,450,861
FNMA 30yr Pool#CB7112 5.500% 01-Sep-2053, 5.50%, 09/01/53 FN 3140QS3W9 - - 19,658,372 $20,571,027 $20,571,027 0.30 $20,359,839
FNMA 40yr Pool#BF0807 3.500% 01-Apr-2064, 3.50%, 04/01/64 FN 3140FX3R1 - - 21,544,339 $20,312,841 $20,312,841 0.30 $20,018,056
Finance of America Structured Securities Trust, 2025-S1 A1 3.5% 25-FEB-2075, 3.50%, 02/25/75 FASST 2025-S1 31741BAB0 - - 20,538,625 $20,071,325 $20,071,325 0.30 $20,015,414
RCKT MOR 2025-CES9 FLT 2055 A1B, 5.00%, 09/25/55 RCKT 2025-CES9 74942JAB0 - - 19,848,781 $19,970,592 $19,970,592 0.29 $19,827,326
FHLMC 30yr Pool#SL0850 4.000% 01-Jul-2049, 4.00%, 07/01/49 FR 31427M5L1 - - 19,230,345 $19,471,725 $19,471,725 0.29 $19,143,958
FINANCE OF AMERICA STRUC 3.28125% 74, 3.50%, 04/25/74 FASST 2024-S3 31739WAB8 - - 19,708,581 $19,355,679 $19,355,679 0.29 $19,302,028
FNMA 30yr Pool#FS5028 4.000% 01-Oct-2051, 4.00%, 10/01/51 FN 3140XLSS8 - - 19,609,980 $19,334,788 $19,334,788 0.29 $19,127,494
FHLMC 30yr Pool#QJ9063 5.000% 01-Nov-2054, 5.00%, 11/01/54 FR 3133D1B81 - - 17,995,557 $19,261,864 $19,261,864 0.28 $18,187,843
FNMA 30yr Pool#DC4912 5.500% 01-Oct-2054, 5.50%, 10/01/54 FN 3140ASN61 - - 18,315,807 $19,031,900 $19,031,900 0.28 $18,861,402
FNMA 30yr Pool#FA1182 4.500% 01-Jun-2049, 4.50%, 06/01/49 FN 3140W1J46 - - 18,588,247 $18,839,566 $18,839,566 0.28 $18,593,791
FNMA 30yr Pool#FS2863 4.000% 01-Sep-2052, 4.00%, 09/01/52 FN 3140XJFD0 - - 18,865,512 $18,624,810 $18,624,810 0.27 $18,396,484
Flash Compute LLC 7.25% 31-DEC-2030, 7.25%, 12/31/30 FLASHC 33853QAA9 - - 17,865,000 $18,577,385 $18,577,385 0.27 $18,383,103
FNMA 30yr Pool#FA1549 5.500% 01-May-2055, 5.50%, 05/01/55 FN 3140W1WK5 - - 17,640,959 $18,427,979 $18,427,979 0.27 $18,256,195
Galaxy XXVI CLO Ltd., 5.83%, 07/31/26 GLXYT 2025-1 362922AA4 - - 18,260,583 $18,417,396 $18,417,396 0.27 $18,358,205
FNMA 30yr Pool#FS8709 4.500% 01-Jan-2051, 4.50%, 01/01/51 FN 3140XQVB0 - - 17,887,125 $18,115,898 $18,115,898 0.27 $17,892,461
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 $17,820,965 $17,820,965 0.26 $17,629,927
FHLMC 30yr Pool#QY8779 6.000% 01-Jul-2055, 6.00%, 07/01/55 FR 31426TXH5 - - 16,296,039 $17,633,885 $17,633,885 0.26 $16,857,297
FNMA 30yr Pool#FA1358 4.500% 01-May-2050, 4.50%, 05/01/50 FN 3140W1QL0 - - 16,731,173 $17,292,565 $17,292,565 0.26 $16,788,992
FHF ISSUER TRUST 2024-1 0% 26, 4.84%, 12/15/26 FHF 2025-2A 30343DAA2 - - 17,130,065 $17,249,775 $17,249,775 0.25 $17,140,390
FNMA 30yr Pool#FM4738 4.000% 01-Sep-2050, 4.00%, 09/01/50 FN 3140X8HQ3 - - 16,961,382 $16,851,846 $16,851,846 0.25 $16,539,978
FHLMC 30yr Pool#SD0985 4.500% 01-Oct-2050, 4.50%, 10/01/50 FR 3132DNCW1 - - 16,095,871 $16,569,145 $16,569,145 0.24 $16,184,500
FNMA 40yr Pool#BF0806 3.500% 01-Apr-2064, 3.50%, 04/01/64 FN 3140FX3Q3 - - 17,511,716 $16,546,210 $16,546,210 0.24 $16,328,763
Saluda Grade Alternative Mortgage Trust 2026-HB1|5.22134|04/25/2056, 5.22%, 04/25/56 GRADE 2026-HB1 795939AC1 - - 16,306,000 $16,350,917 $16,350,917 0.24 $16,305,983
FNMA 40yr Pool#BF0801 2.500% 01-Apr-2064, 2.50%, 04/01/64 FN 3140FX3K6 - - 18,873,927 $16,224,281 $16,224,281 0.24 $16,035,662
SALUDA GR ALT MTG TR 2025-LOC5 A1B, 5.47%, 10/25/55 GRADE 2025-LOC5 79581XAC2 - - 15,693,000 $15,942,944 $15,942,944 0.24 $15,796,598
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA4 M2 8.94728% 25-MAY-2042, 8.95%, 05/25/42 STACR 2022-DNA4 35564KXA2 - - 15,050,000 $15,916,727 $15,916,727 0.23 $15,811,994
FNMA 30yr Pool#FS9116 6.000% 01-Sep-2054, 6.00%, 09/01/54 FN 3140XRDW2 - - 14,817,924 $15,915,338 $15,915,338 0.23 $15,324,322
Vontive Mortgage Trust 2025-RTL1 A1 6.507% 25-MAR-2030, 6.51%, 03/25/30 VNTV 2025-RTL1 928884AA3 - - 15,444,000 $15,734,534 $15,734,534 0.23 $15,656,372
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 $15,518,748 $15,518,748 0.23 $15,355,241
FNMA 30yr Pool#DA1525 6.000% 01-Oct-2053, 6.00%, 10/01/53 FN 3140A1VT1 - - 14,515,924 $15,145,888 $15,145,888 0.22 $15,002,659
FHLMC 30yr Pool#QH3192 6.000% 01-Oct-2053, 6.00%, 10/01/53 FR 3133CFRM3 - - 14,461,305 $15,087,085 $15,087,085 0.22 $14,946,209
PRET 2025-RPL1 Trust A1 4.0% 25-JUL-2069, 4.00%, 07/25/69 PRET 2025-RPL1 69392FAA5 - - 15,144,303 $14,926,241 $14,926,241 0.22 $14,838,740
PRPM 2025-RCF3 LLC 5.25% 55, 5.25%, 07/25/55 PRPM 2025-RCF3 69392PAA3 - - 14,386,619 $14,645,727 $14,645,727 0.22 $14,536,628
FHLMC 30yr Pool#SD6178 4.500% 01-Jan-2051, 4.50%, 01/01/51 FR 3132DT2K5 - - 14,236,754 $14,414,819 $14,414,819 0.21 $14,285,953
RCKT Mortgage Trust 2026-CES2|5.055|02/01/2056, 5.05%, 02/01/56 RCKT 2026-CES2 74940EAC1 - - 14,268,000 $14,315,938 $14,315,938 0.21 $14,265,851
FNMA 30yr Pool#DC7019 5.500% 01-Dec-2054, 5.50%, 12/01/54 FN 3140AUYR8 - - 13,750,270 $14,206,857 $14,206,857 0.21 $14,078,846
FNMA 30yr Pool#FA3563 5.500% 01-Nov-2055, 5.50%, 11/01/55 FN 3140W35Z8 - - 13,418,220 $14,179,675 $14,179,675 0.21 $13,899,460
FNMA 30yr Pool#CC0097 5.500% 01-Mar-2055, 5.50%, 03/01/55 FN 3140Y6DB3 - - 13,407,827 $14,155,726 $14,155,726 0.21 $13,879,284
FHLMC 30yr Pool#SD5963 6.000% 01-Jul-2054, 6.00%, 07/01/54 FR 3132DTTU4 - - 13,097,976 $14,126,612 $14,126,612 0.21 $13,545,596
BMP Commercial Mortgage Trust 2024-MF23 A 5.05213% 15-JUN-2041, 5.03%, 06/15/41 BMP 2024-MF23 05593JAA8 - - 14,000,000 $14,014,670 $14,014,670 0.21 $13,999,016
GS Mortgage-Backed Securities Trust 2025-RPL3 A1 4.1% 25-JUL-2065, 4.10%, 07/25/65 GSMBS 2025-RPL3 362963AA8 - - 14,053,704 $13,913,549 $13,913,549 0.21 $13,830,320
FINANCE OF AMER STR TR 2024-S2 A1, 3.50%, 04/25/74 FASST 2024-S2 31739VAA2 - - 13,976,035 $13,780,547 $13,780,547 0.20 $13,742,501
Chase Mortgage Reference Notes, Series 2020-CL1 M1 6.03707% 25-OCT-2057, 6.04%, 10/25/57 CHASE 2020-CL1 46591HAG5 - - 13,042,980 $13,474,809 $13,474,809 0.20 $13,413,565
FHLMC 30yr Pool#TA2596 5.500% 01-Jan-2056, 5.50%, 01/01/56 FR 3142JQ3E7 - - 12,996,763 $13,429,742 $13,429,742 0.20 $13,310,326
Huntington Bank Auto Credit-Linked Notes, Series 2024-2 B1 5.442% 20-OCT-2032, 5.44%, 10/20/32 HACLN 2024-2 44644NAG4 - - 12,565,890 $13,346,609 $13,346,609 0.20 $12,708,396
FNMA 30yr Pool#FM5350 4.500% 01-Sep-2050, 4.50%, 09/01/50 FN 3140X85L7 - - 12,967,882 $13,319,955 $13,319,955 0.20 $12,967,016
Foundation Finance Trust 2025-2 B 4.94% 15-APR-2052, 4.94%, 04/15/52 FFIN 2025-2A 35042NAB1 - - 13,050,000 $13,169,093 $13,169,093 0.19 $13,154,767
FNMA 30yr Pool#FS8717 6.000% 01-Jul-2054, 6.00%, 07/01/54 FN 3140XQVK0 - - 12,263,166 $13,127,915 $13,127,915 0.19 $12,682,256
FHLMC 30yr Pool#SD6558 6.000% 01-Sep-2054, 6.00%, 09/01/54 FR 3132DUJB4 - - 12,119,326 $12,953,102 $12,953,102 0.19 $12,533,500
FNMA 30yr Pool#DE6043 6.000% 01-Aug-2055, 6.00%, 08/01/55 FN 3140BJWD5 - - 11,973,895 $12,688,212 $12,688,212 0.19 $12,385,025
FHLMC 30yr Pool#SD5994 4.500% 01-Sep-2050, 4.50%, 09/01/50 FR 3132DTUT5 - - 12,510,131 $12,673,459 $12,673,459 0.19 $12,513,862
PRET 2025-RPL5 TRUST FLTG 2070 A1, 4.15%, 01/25/70 PRET 2025-RPL5 69393AAA5 - - 12,738,379 $12,640,595 $12,640,595 0.19 $12,564,235
FNMA 40yr Pool#BF0731 2.500% 01-Jun-2063, 2.50%, 06/01/63 FN 3140FXY55 - - 14,598,651 $12,533,136 $12,533,136 0.18 $12,415,766
FNMA 30yr Pool#DE1157 6.000% 01-Jun-2055, 6.00%, 06/01/55 FN 3140BDJB7 - - 11,505,815 $12,319,879 $12,319,879 0.18 $11,900,874
Vista Point Securitization Trust 2025-CES2 A1 5.601% 25-AUG-2055, 5.60%, 08/25/55 VSTA 2025-CES2 92842UAA0 - - 12,085,421 $12,310,619 $12,310,619 0.18 $12,204,973
FNMA 30yr Pool#FS7541 4.000% 01-Jun-2052, 4.00%, 06/01/52 FN 3140XPLX5 - - 12,424,927 $12,294,787 $12,294,787 0.18 $12,119,223
FHLMC 30yr Pool#QG6755 5.500% 01-Jun-2053, 5.50%, 06/01/53 FR 3133C7QG5 - - 11,658,222 $12,218,337 $12,218,337 0.18 $12,103,780
TOWD POINT MORTGAGE TRUST 2025 0% 65, 4.97%, 09/25/65 TPMT 2025-FIX1 89183MAA1 - - 12,112,953 $12,182,768 $12,182,768 0.18 $12,095,846
FNMA 30yr Pool#DG1554 5.000% 01-Feb-2056, 5.00%, 02/01/56 FN 3140U4WQ8 - - 11,797,617 $11,958,590 $11,958,590 0.18 $11,863,854
FHLMC 30yr Pool#TA5410 5.000% 01-Feb-2056, 5.00%, 02/01/56 FR 3142JUAL4 - - 11,705,927 $11,936,330 $11,936,330 0.18 $11,771,650
FNMA 30yr Pool#FA0470 6.000% 01-Jan-2055, 6.00%, 01/01/55 FN 3140W0QY4 - - 11,172,022 $11,917,412 $11,917,412 0.18 $11,553,822
FNMA 30yr Pool#DF9041 5.000% 01-Jan-2056, 5.00%, 01/01/56 FN 3140U1BK0 - - 11,678,806 $11,852,376 $11,852,376 0.17 $11,744,377
FIGRE TRUST 2025-HE4 FLTG 2055 C, 5.71%, 07/25/55 FIGRE 2025-HE4 31684PAC6 - - 11,599,671 $11,781,535 $11,781,535 0.17 $11,685,881
TOWD PT MTG TR 2025-FIX2 FLTG A1, 5.25%, 10/25/65 TPMT 2025-FIX2 89183RAA0 - - 11,600,583 $11,733,753 $11,733,753 0.17 $11,645,798
FNMA 40yr Pool#BF0783 3.500% 01-Dec-2063, 3.50%, 12/01/63 FN 3140FX2R2 - - 12,467,111 $11,665,747 $11,665,747 0.17 $11,587,765
FHLMC 30yr Pool#QH3306 6.000% 01-Oct-2053, 6.00%, 10/01/53 FR 3133CFU72 - - 10,820,303 $11,499,914 $11,499,914 0.17 $11,282,224
FNMA 30yr Pool#BY4134 5.500% 01-Jul-2053, 5.50%, 07/01/53 FN 3140NLSY6 - - 11,004,486 $11,375,793 $11,375,793 0.17 $11,269,728
FNMA 30yr Pool#DC5672 5.500% 01-Nov-2054, 5.50%, 11/01/54 FN 3140ATJS6 - - 10,793,035 $11,204,295 $11,204,295 0.17 $11,051,237
FNMA 30yr Pool#FS6236 6.500% 01-Nov-2053, 6.50%, 11/01/53 FN 3140XM4W3 - - 10,388,133 $11,152,137 $11,152,137 0.16 $10,868,983
FNMA 30yr Pool#FS5818 4.500% 01-Oct-2050, 4.50%, 10/01/50 FN 3140XMPC4 - - 10,981,918 $11,146,150 $11,146,150 0.16 $10,981,185
PRET 2025-NPL4 A1 6.3677% 25-MAY-2055, 6.37%, 04/25/55 PRET 2025-NPL4 74136UAA3 - - 11,052,207 $11,127,989 $11,127,989 0.16 $11,073,251
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA7 M2 10.69728% 25-SEP-2042, 10.70%, 03/25/52 STACR 2022-DNA7 35564KL72 - - 10,000,000 $11,058,441 $11,058,441 0.16 $10,975,240
FNMA 30yr Pool#FS5362 4.500% 01-Dec-2050, 4.50%, 12/01/50 FN 3140XL5Y0 - - 10,742,572 $10,898,808 $10,898,808 0.16 $10,745,777
FNMA 30yr Pool#FS7613 4.500% 01-May-2052, 4.50%, 05/01/52 FN 3140XPN70 - - 10,682,254 $10,811,682 $10,811,682 0.16 $10,685,440
FNMA 30yr Pool#CC1844 5.500% 01-Jan-2056, 5.50%, 01/01/56 FN 3140Y8BN5 - - 10,241,089 $10,635,616 $10,635,616 0.16 $10,601,194
Homeward Opportunities Fund Trust 2025-RRTL1 A1 5.476% 25-MAR-2040, 5.48%, 03/25/40 HOF 2025-RRTL1 437919AA1 - - 10,475,000 $10,532,763 $10,532,763 0.16 $10,488,149
FHLMC 30yr Pool#SD5224 6.000% 01-Mar-2054, 6.00%, 03/01/54 FR 3132DSYV8 - - 9,716,074 $10,281,737 $10,281,737 0.15 $10,049,084
FNMA 30yr Pool#BX0421 5.500% 01-Nov-2052, 5.50%, 11/01/52 FN 3140N4PF8 - - 9,871,225 $10,259,742 $10,259,742 0.15 $10,158,340
FNMA 30yr Pool#FS6662 4.000% 01-Oct-2051, 4.00%, 10/01/51 FN 3140XNML5 - - 10,337,086 $10,221,572 $10,221,572 0.15 $10,082,751
Connecticut Avenue Securities Trust 2022-R02 2B2 11.34728% 25-JAN-2042, 11.35%, 01/25/42 CAS 2022-R02 20754BAJ0 - - 9,637,000 $10,218,866 $10,218,866 0.15 $10,133,813
New Residential Mortgage Loan Trust 2026-NQM1 A2 5.078% 25-NOV-2065, 5.08%, 11/25/65 NRZT 2026-NQM1 64832LAF0 - - 10,000,000 $10,133,784 $10,133,784 0.15 $10,060,435
Ally Bank Auto Credit-Linked Notes, Series 2025-A C 4.844% 15-JUN-2033, 4.84%, 06/15/33 ABCLN 2025-A 02007G5F6 - - 10,044,701 $10,120,488 $10,120,488 0.15 $10,109,676
LHOME Mortgage Trust 2024-RTL3 A1 6.9% 25-MAY-2029, 6.90%, 05/25/29 LHOME 2024-RTL3 50205GAA0 - - 9,960,000 $10,078,394 $10,078,394 0.15 $10,024,942
Fannie Mae Pool|5|02/01/2056, 5.00%, 02/01/56 FN 3140U5ZY5 - - 9,902,885 $9,988,971 $9,988,971 0.15 $9,958,713
FNMA 30yr Pool#FS7117 6.500% 01-Feb-2054, 6.50%, 02/01/54 FN 3140XN4B7 - - 9,348,845 $9,957,443 $9,957,443 0.15 $9,781,588
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA6 M2 9.44728% 25-SEP-2042, 9.45%, 09/25/42 STACR 2022-DNA6 35564KH77 - - 9,166,000 $9,888,882 $9,888,882 0.15 $9,821,532
Acacia 2025-1 A 5.24% 15-NOV-2037, 5.24%, 11/15/37 ACACIA 2025-1 00401PAA7 - - 9,791,601 $9,814,079 $9,814,079 0.14 $9,802,677
FHLMC 30yr Pool#RA7104 4.500% 01-Feb-2051, 4.50%, 02/01/51 FR 3133KN3M3 - - 9,740,403 $9,804,333 $9,804,333 0.14 $9,723,980
FHLMC 30yr Pool#QH4373 6.000% 01-Nov-2053, 6.00%, 11/01/53 FR 3133CG2E6 - - 9,372,182 $9,779,263 $9,779,263 0.14 $9,686,442
Rithm Capital Corp. 8.0% 01-APR-2029, 8.00%, 04/01/29 RITM 64828TAB8 - - 9,213,000 $9,660,315 $9,660,315 0.14 $9,369,593
FNMA 30yr Pool#FS2144 3.500% 01-Jun-2052, 3.50%, 06/01/52 FN 3140XHL21 - - 10,077,240 $9,657,000 $9,657,000 0.14 $9,579,712
LHOME Mortgage Trust 2024-RTL5 A2 5.751% 25-SEP-2039, 5.75%, 09/25/39 LHOME 2024-RTL5 50205WAB3 - - 9,325,000 $9,381,321 $9,381,321 0.14 $9,339,610
CONNECTICUT AVENUE SECUR 5.95001% 45, 5.30%, 07/25/45 CAS 2025-R05 20753CAC4 - - 9,254,000 $9,315,489 $9,315,489 0.14 $9,277,362
FHLMC 30yr Pool#QZ2313 5.500% 01-Sep-2055, 5.50%, 09/01/55 FR 31426YSB3 - - 8,872,996 $9,170,310 $9,170,310 0.14 $9,087,068
Brean Asset Backed Securities Trust 2024-RM8 A1 4.5% 25-MAY-2064, 4.50%, 05/25/64 BABS 2024-RM8 10637YAA3 - - 9,191,949 $9,170,261 $9,170,261 0.14 $9,138,089
FIGRE TRUST 2025 HE4 FLTG 2055 B, 5.61%, 07/25/55 FIGRE 2025-HE4 31684PAB8 - - 8,980,599 $9,145,697 $9,145,697 0.13 $9,072,950
Huntington Bank Auto Credit-Linked Notes, Series 2024-1 B1 6.153% 20-MAY-2032, 6.15%, 05/20/32 HACLN 2024-1 44644NAA7 - - 8,340,247 $8,925,594 $8,925,594 0.13 $8,462,996
FHLMC 30yr Pool#QY9874 6.000% 01-Aug-2055, 6.00%, 08/01/55 FR 31426U6L3 - - 8,079,735 $8,833,475 $8,833,475 0.13 $8,357,158
Freddie Mac Multiclass Certificates, Series 5164 FA 3.94728% 25-NOV-2051, 3.95%, 11/25/51 FHR 5164 3137H3PY2 - - 9,594,188 $8,784,893 $8,784,893 0.13 $8,755,301
FHLMC 30yr Pool#SD7417 5.500% 01-Jan-2055, 5.50%, 01/01/55 FR 3132DVG25 - - 8,149,521 $8,666,444 $8,666,444 0.13 $8,432,917
FNMA 30yr Pool#DG0913 5.000% 01-Jan-2056, 5.00%, 01/01/56 FN 3140U4AP4 - - 8,519,479 $8,637,926 $8,637,926 0.13 $8,567,312
RCKT Mortgage Trust 2024-CES9 A1B 5.683% 25-DEC-2044, 5.68%, 12/25/44 RCKT 2024-CES9 749426AB8 - - 8,418,255 $8,530,688 $8,530,688 0.13 $8,461,585
FNMA 30yr Pool#DA0026 6.000% 01-Sep-2053, 6.00%, 09/01/53 FN 3140A0A41 - - 7,748,988 $8,513,855 $8,513,855 0.13 $8,008,821
RCKT Mortgage Trust 2025-CES7 A1B 5.478% 25-JUL-2055, 5.48%, 07/25/55 RCKT 2025-CES7 74943AAB8 - - 8,394,323 $8,511,341 $8,511,341 0.13 $8,444,920
Connecticut Avenue Securities Trust 2022-R01 1B2 9.69728% 25-DEC-2041, 9.70%, 12/25/41 CAS 2022-R01 20754LAJ8 - - 8,116,382 $8,482,093 $8,482,093 0.13 $8,420,876
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 $8,386,050 $8,386,050 0.12 $8,293,501
FHLMC 30yr Pool#QZ9092 5.000% 01-Nov-2055, 5.00%, 11/01/55 FR 31427KC60 - - 8,207,796 $8,324,566 $8,324,566 0.12 $8,253,879
PRPM 2025-RPL4 A1, 3.00%, 05/25/55 PRPM 2025-RPL4 74448NAA2 - - 8,435,878 $8,153,906 $8,153,906 0.12 $8,117,351
FHLMC 30yr Pool#QH1500 6.000% 01-Sep-2053, 6.00%, 09/01/53 FR 3133CDUZ5 - - 7,755,151 $8,133,253 $8,133,253 0.12 $8,053,242
Fannie Mae REMIC Trust 2022-65 FB 4.49728% 25-SEP-2052, 4.50%, 09/25/52 FNR 2022-65 3136BPCQ2 - - 7,945,648 $7,965,781 $7,965,781 0.12 $7,937,691
FNMA 30yr Pool#DF2677 6.000% 01-Nov-2055, 6.00%, 11/01/55 FN 3140BS6P7 - - 7,591,166 $7,947,122 $7,947,122 0.12 $7,854,466
Freddie Mac Pool|5|02/01/2056, 5.00%, 02/01/56 FR 3142JVPZ5 - - 7,764,697 $7,832,196 $7,832,196 0.12 $7,808,471
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 $7,806,429 $7,806,429 0.12 $7,756,937
Alterna Funding III A 6.26% 15-MAY-2039, 6.26%, 05/16/39 TAX 2024-1A 02157JAA3 - - 7,751,589 $7,774,407 $7,774,407 0.11 $7,763,624
COOPR Residential Mortgage Trust 2025-CES3 A1A 4.84% 25-SEP-2060, 4.84%, 09/25/60 COOPR 2025-CES3 216926AA3 - - 7,629,996 $7,679,203 $7,679,203 0.11 $7,625,861
Connecticut Avenue Securities Trust 2025-R01 1M2 5.19728% 25-JAN-2045, 5.20%, 01/25/45 CAS 2025-R01 20755JAC7 - - 7,526,000 $7,575,739 $7,575,739 0.11 $7,545,316
COOPR Residential Mortgage Trust 2026-CES1 A1B 4.996% 25-FEB-2061, 5.00%, 01/01/61 COOPR 2026-CES1 21689GAB4 - - 7,410,000 $7,481,967 $7,481,967 0.11 $7,428,493
SALUDA GR ALT MTG TR 25 RRTL1 A1, 5.32%, 10/25/40 GRADE 2025-RRTL1 79582NAA7 - - 7,388,000 $7,446,374 $7,446,374 0.11 $7,389,601
FHLMC 30yr Pool#QX0520 5.500% 01-Dec-2054, 5.50%, 12/01/54 FR 31425USJ5 - - 7,100,157 $7,436,460 $7,436,460 0.11 $7,273,288
ACHM Trust 2024-HE1 A 6.55% 25-MAY-2039, 6.55%, 05/25/39 ACHM 2024-HE1 00449TAA3 - - 7,079,254 $7,350,361 $7,350,361 0.11 $7,314,297
FIGRE TRUST 2025-HE6 FLTG 2055 C, 5.25%, 09/25/55 FIGRE 2025-HE6 31684NAC1 - - 7,280,545 $7,329,523 $7,329,523 0.11 $7,274,365
FHLMC 30yr Pool#QX9929 6.000% 01-Apr-2055, 6.00%, 04/01/55 FR 31426HA78 - - 6,556,775 $7,257,554 $7,257,554 0.11 $6,780,469
RCKT MORTGAGE TRUST 2025 5.24863% 55, 5.25%, 08/25/55 RCKT 2025-CES8 74939WAB6 - - 7,056,005 $7,128,540 $7,128,540 0.11 $7,075,046
PRPM 2025-RCF3, LLC, 5.77%, 08/25/28 PRPM 2025-6 69395KAA1 - - 7,040,214 $7,090,786 $7,090,786 0.10 $7,032,069
GS Mortgage-Backed Securities Trust 2026-CES1 A2 5.272% 25-MAY-2056, 5.27%, 05/25/56 GSMBS 2026-CES1 36277LAB9 - - 7,000,000 $7,078,112 $7,078,112 0.10 $7,024,806
FHLMC 30yr Pool#QG3912 5.500% 01-Jun-2053, 5.50%, 06/01/53 FR 3133C4KZ6 - - 6,833,323 $7,060,841 $7,060,841 0.10 $6,998,397
Mello Mortgage Capital Acceptance 2024-SD1 A1 4.0% 25-APR-2054, 4.00%, 04/25/54 MELLO 58550DAA1 - - 7,101,884 $7,039,251 $7,039,251 0.10 $7,017,157
FNMA 30yr Pool#DD8495 5.500% 01-May-2055, 5.50%, 05/01/55 FN 3140B9NM7 - - 6,591,156 $7,014,494 $7,014,494 0.10 $6,750,176
LHOME Mortgage Trust 2024-RTL4 A2 6.092% 25-JUL-2039, 6.09%, 07/25/39 LHOME 2024-RTL4 50205PAB8 - - 6,870,000 $6,923,658 $6,923,658 0.10 $6,891,106
FNMA 30yr Pool#FA0339 5.500% 01-Jan-2055, 5.50%, 01/01/55 FN 3140W0LV5 - - 6,455,703 $6,860,206 $6,860,206 0.10 $6,685,149
FNMA 30yr Pool#FS4356 6.000% 01-May-2053, 6.00%, 05/01/53 FN 3140XKZW3 - - 6,407,604 $6,768,334 $6,768,334 0.10 $6,627,219
RCKT Mortgage Trust 2024-CES1 A1B 6.325% 25-FEB-2044, 6.33%, 02/25/44 RCKT 2024-CES1 749424AB3 - - 6,534,163 $6,635,625 $6,635,625 0.10 $6,575,928
HOMES 2026-INV1 Trust|5.077|08/25/2060, 5.08%, 08/25/60 HOMES 2026-INV1 43761FAD7 - - 6,587,000 $6,629,890 $6,629,890 0.10 $6,609,453
Ally Bank Auto Credit-Linked Notes, Series 2025-A D 4.991% 15-JUN-2033, 4.99%, 06/15/33 ABCLN 2025-A 02007G5G4 - - 6,525,026 $6,560,954 $6,560,954 0.10 $6,553,717
EFMT 2025-RTL1 0% 40, 5.22%, 11/25/40 EFMT 2025-RTL1 26846FAA7 - - 6,512,000 $6,558,912 $6,558,912 0.10 $6,532,468
FNMA 30yr Pool#FS7397 6.000% 01-Mar-2054, 6.00%, 03/01/54 FN 3140XPGF0 - - 6,137,273 $6,556,113 $6,556,113 0.10 $6,347,012
Brean Asset Backed Securities Trust 2024-RM9 A1 5.0% 25-SEP-2064, 5.00%, 09/25/64 BABS 2024-RM9 10638DAA8 - - 6,514,853 $6,548,780 $6,548,780 0.10 $6,523,444
FNMA 30yr Pool#DA1456 5.500% 01-Sep-2053, 5.50%, 09/01/53 FN 3140A1TN7 - - 6,284,484 $6,494,938 $6,494,938 0.10 $6,434,941
FNMA 30yr Pool#FM4129 4.000% 01-Sep-2050, 4.00%, 09/01/50 FN 3140X7ST7 - - 6,530,783 $6,468,886 $6,468,886 0.10 $6,376,846
FIGRE TRUST 2025-HE6 FLTG 2055 B, 5.14%, 09/25/55 FIGRE 2025-HE6 31684NAB3 - - 6,417,156 $6,464,774 $6,464,774 0.10 $6,417,093
FHLMC 30yr Pool#SD5223 6.000% 01-Apr-2054, 6.00%, 04/01/54 FR 3132DSYU0 - - 6,094,524 $6,458,543 $6,458,543 0.10 $6,302,803
PRET 2025-RPL2 Trust A1 4.0% 25-FEB-2065, 4.00%, 08/25/64 PRET 2025-RPL2 69392LAA2 - - 6,469,420 $6,427,323 $6,427,323 0.09 $6,389,944
LHOME Mortgage Trust 2024-RTL1 A1 7.017% 25-JAN-2029, 7.02%, 01/25/29 LHOME 2024-RTL1 50205DAA7 - - 6,341,000 $6,376,186 $6,376,186 0.09 $6,341,579
Connecticut Avenue Securities Trust 2022-R04 1B2 13.19728% 25-MAR-2042, 13.20%, 03/25/42 CAS 2022-R04 20753YAL6 - - 5,793,401 $6,327,281 $6,327,281 0.09 $6,267,814
FHLMC 30yr Pool#QH7040 6.000% 01-Dec-2053, 6.00%, 12/01/53 FR 3133CKZD3 - - 5,674,984 $6,281,749 $6,281,749 0.09 $5,865,273
FIGRE TRUST 2025-HE4 5.408% 55, 5.41%, 07/25/55 FIGRE 2025-HE4 31684PAA0 - - 6,147,215 $6,269,046 $6,269,046 0.09 $6,221,027
FNMA 30yr Pool#DB4017 6.000% 01-May-2054, 6.00%, 05/01/54 FN 3140ADPB1 - - 6,001,914 $6,267,900 $6,267,900 0.09 $6,207,027
FNMA 30yr Pool#DD5556 6.000% 01-Mar-2055, 6.00%, 03/01/55 FN DD5556 MTGE 3140B6E68 - - 5,787,318 $6,246,338 $6,246,338 0.09 $5,986,029
FNMA 30yr Pool#DA1468 6.000% 01-Sep-2053, 6.00%, 09/01/53 FN 3140A1T23 - - 5,890,384 $6,176,454 $6,176,454 0.09 $6,116,798
FNMA 30yr Pool#DE6050 6.000% 01-Aug-2055, 6.00%, 08/01/55 FN 3140BJWL7 - - 5,826,450 $6,147,878 $6,147,878 0.09 $6,086,480
PRPM 2025-RPL3 A1 3.25% 25-APR-2055, 3.25%, 04/25/55 PRPM 2025-RPL3 69392NAA8 - - 6,161,461 $6,044,645 $6,044,645 0.09 $6,015,721
FNMA 30yr Pool#FM7479 4.500% 01-Jan-2050, 4.50%, 01/01/50 FN 3140XBJZ4 - - 5,854,622 $5,991,264 $5,991,264 0.09 $5,856,368
FHLMC 30yr Pool#SD3018 5.500% 01-May-2053, 5.50%, 05/01/53 FR 3132DQK70 - - 5,611,062 $5,958,156 $5,958,156 0.09 $5,753,937
FIGRE Trust 2026-HE1|5.434|01/25/2056, 5.43%, 01/25/56 FIGRE 2026-HE1 30249NAE7 - - 5,835,000 $5,887,657 $5,887,657 0.09 $5,868,281
FNMA 30yr Pool#DE7796 6.000% 01-Aug-2055, 6.00%, 08/01/55 FN 3140BLUW0 - - 5,619,989 $5,879,549 $5,879,549 0.09 $5,812,954
Connecticut Avenue Securities, Series 2021-R02 2B2 9.89728% 25-NOV-2041, 9.90%, 11/25/41 CAS 2021-R02 20754KAJ0 - - 5,616,000 $5,852,858 $5,852,858 0.09 $5,809,626
FHLMC 30yr Pool#QH4638 6.000% 01-Nov-2053, 6.00%, 11/01/53 FR 3133CHEK7 - - 5,568,420 $5,811,917 $5,811,917 0.09 $5,755,136
FNMA 30yr Pool#FS1578 4.000% 01-Oct-2050, 4.00%, 10/01/50 FN 3140XGXG9 - - 5,823,314 $5,770,728 $5,770,728 0.09 $5,695,529
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA3 M2 8.04728% 25-APR-2042, 8.05%, 04/25/42 STACR 2022-DNA3 35564KVE6 - - 5,528,314 $5,765,972 $5,765,972 0.09 $5,731,370
TVC Mortgage Trust 2025-RRTL1 A2 6.68% 25-APR-2040, 6.68%, 04/25/40 TVC 2025-RRTL1 900927AB0 - - 5,597,000 $5,726,936 $5,726,936 0.08 $5,697,857
SF ABS ISSUER 2025-1 0%55 A2, 5.38%, 11/25/55 SFARM 2025-1A 784193AA2 - - 5,750,000 $5,710,584 $5,710,584 0.08 $5,686,537
FNMA 30yr Pool#FS0088 4.000% 01-Mar-2050, 4.00%, 03/01/50 FN 3140XFC25 - - 5,717,005 $5,666,975 $5,666,975 0.08 $5,601,649
Huntington Bank Auto Credit-Linked Notes, Series 2025-1 B 4.957% 20-MAR-2033, 4.96%, 03/21/33 HACLN 2025-1 446438SX2 - - 5,396,042 $5,653,796 $5,653,796 0.08 $5,433,994
FHLMC 30yr Pool#SD3813 6.000% 01-Jul-2053, 6.00%, 07/01/53 FR 3132E0GW6 - - 5,290,072 $5,644,842 $5,644,842 0.08 $5,490,294
OCEANVIEW MORTGAGE TRUST 4.99888% 55, 4.60%, 12/25/55 BVINV 2025-4 67647DAU3 - - 5,608,554 $5,628,603 $5,628,603 0.08 $5,608,549
MS RES MTG LN TR 2025-SPL1 A1, 4.25%, 02/25/65 MSRM 2025-SPL1 617946AA6 - - 5,743,603 $5,615,238 $5,615,238 0.08 $5,579,979
FHLMC 30yr Pool#SD2606 4.500% 01-Sep-2051, 4.50%, 09/01/51 FR 3132DP3P1 - - 5,496,681 $5,540,750 $5,540,750 0.08 $5,487,413
PRPM 2025-5 0%30, 5.73%, 07/25/30 PRPM 2025-5 69392RAA9 - - 5,449,700 $5,528,676 $5,528,676 0.08 $5,439,861
FNMA 30yr Pool#DC7015 5.500% 01-Dec-2054, 5.50%, 12/01/54 FN 3140AUYM9 - - 5,060,417 $5,513,659 $5,513,659 0.08 $5,183,811
FNMA 30yr Pool#DB4019 6.000% 01-May-2054, 6.00%, 05/01/54 FN 3140ADPD7 - - 4,929,634 $5,368,570 $5,368,570 0.08 $5,095,012
LHOME Mortgage Trust 2024-RTL2 A1 7.128% 25-MAR-2029, 7.13%, 03/25/29 LHOME 50205JAA4 - - 5,293,684 $5,346,632 $5,346,632 0.08 $5,317,284
BX Trust 2021-SDMF A 4.384% 15-SEP-2034, 4.36%, 09/15/34 BX 2021-SDMF 12434CAA2 - - 5,355,350 $5,342,877 $5,342,877 0.08 $5,337,684
FNMA 30yr Pool#BY0337 6.500% 01-May-2053, 6.50%, 05/01/53 FN 3140NGLT5 - - 4,768,178 $5,285,386 $5,285,386 0.08 $4,989,016
FHLMC 30yr Pool#QJ9072 6.000% 01-Nov-2054, 6.00%, 11/01/54 FR 3133D1CH0 - - 4,919,687 $5,242,433 $5,242,433 0.08 $5,087,816
FNMA 30yr Pool#BX5986 5.500% 01-Mar-2053, 5.50%, 03/01/53 FN 3140NAUL5 - - 4,930,948 $5,168,226 $5,168,226 0.08 $5,121,759
FNMA 30yr Pool#DF0300 5.500% 01-Sep-2055, 5.50%, 09/01/55 FN 3140BQKN0 - - 4,997,817 $5,164,334 $5,164,334 0.08 $5,118,395
FNMA 30yr Pool#CA0706 4.000% 01-Nov-2047, 4.00%, 11/01/47 FN 3140Q7YC5 - - 5,166,262 $5,121,351 $5,121,351 0.08 $5,044,448
FHLMC 30yr Pool#QH2242 5.500% 01-Sep-2053, 5.50%, 09/01/53 FR 3133CEP30 - - 4,940,009 $5,112,102 $5,112,102 0.08 $5,058,278
Fora Financial Asset Securitization, Series 2024-1 A 6.33% 15-MAY-2027, 6.33%, 08/15/29 FORA 2024-1A 34512PAA2 - - 5,038,000 $5,060,667 $5,060,667 0.07 $5,053,581
JP Morgan Mortgage Trust 2026-CES1 A3 5.332% 25-JUN-2056, 5.33%, 06/25/56 JPMMT 2026-CES1 46660BAE9 - - 5,000,000 $5,051,158 $5,051,158 0.07 $5,012,649
FHLMC 30yr Pool#SD2715 4.500% 01-Sep-2050, 4.50%, 09/01/50 FR 3132DQAQ9 - - 4,779,074 $5,045,351 $5,045,351 0.07 $4,778,755
FHLMC 30yr Pool#QF9863 5.500% 01-Mar-2053, 5.50%, 03/01/53 FR 3133BX5Y3 - - 4,788,839 $5,008,102 $5,008,102 0.07 $4,963,134
ABL 2024-RTL1 A2 7.457% 25-SEP-2029, 7.46%, 09/25/29 ABL 2024-RTL1 00092EAB4 - - 4,840,000 $4,894,485 $4,894,485 0.07 $4,866,414
FNMA 30yr Pool#DA5019 6.500% 01-Nov-2053, 6.50%, 11/01/53 FN 3140A5SH2 - - 4,575,915 $4,870,089 $4,870,089 0.07 $4,821,657
FHLMC 30yr Pool#QZ1060 6.000% 01-Aug-2055, 6.00%, 08/01/55 FR 31426XFA1 - - 4,652,525 $4,865,612 $4,865,612 0.07 $4,815,177
Kinetic ABS Issuer, Secured Fiber Network Revenue Term Notes, Series 2026-1 B_261 5.561% 25-FEB-2056, 5.56%, 02/25/56 UNITK 2026-1A 49459AAC4 - - 4,810,000 $4,857,886 $4,857,886 0.07 $4,840,797
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 $4,855,692 $4,855,692 0.07 $4,803,643
FNMA 30yr Pool#DE9377 6.000% 01-Sep-2055, 6.00%, 09/01/55 FN 3140BNM39 - - 4,528,088 $4,813,981 $4,813,981 0.07 $4,686,390
PRPM 2025 RCF4 LLC 4.5% 55, 4.50%, 08/25/55 PRPM 2025-RCF4 69382WAA0 - - 4,774,945 $4,804,895 $4,804,895 0.07 $4,773,858
Homeward Opportunities Fund Trust 2025-RRTL2 A1 5.237% 25-AUG-2040, 5.24%, 09/25/40 HOF 2025-RRTL2 437923AA3 - - 4,682,000 $4,715,076 $4,715,076 0.07 $4,696,005
FNMA 30yr Pool#DC5656 5.000% 01-Nov-2054, 5.00%, 11/01/54 FN 3140ATJA5 - - 4,579,144 $4,660,225 $4,660,225 0.07 $4,619,022
FHLMC 30yr Pool#QH4473 6.000% 01-Nov-2053, 6.00%, 11/01/53 FR 3133CG6J1 - - 4,407,579 $4,648,146 $4,648,146 0.07 $4,555,370
FNMA 30yr Pool#BX9326 5.500% 01-Mar-2053, 5.50%, 03/01/53 FN 3140NELG8 - - 4,442,445 $4,644,878 $4,644,878 0.07 $4,604,132
Connecticut Avenue Securities Trust 2022-R07 1M2 8.34728% 25-JUN-2042, 8.35%, 06/25/42 CAS 2022-R07 20754MCB1 - - 4,397,000 $4,620,881 $4,620,881 0.07 $4,592,335
FHLMC 30yr Pool#RA1100 4.000% 01-Jul-2049, 4.00%, 07/01/49 FR 3133KGGH5 - - 4,664,909 $4,586,728 $4,586,728 0.07 $4,550,107
Affirm Asset Securitization Trust 2025-X2 C 4.93% 15-OCT-2030, 4.93%, 10/15/30 AFFRM 2025-X2 00835DAC6 - - 4,500,000 $4,518,589 $4,518,589 0.07 $4,513,659
FHLMC 30yr Pool#QH2259 6.000% 01-Sep-2053, 6.00%, 09/01/53 FR 3133CEQL9 - - 4,258,853 $4,462,238 $4,462,238 0.07 $4,401,658
FNMA 30yr Pool#DD3307 6.000% 01-Feb-2055, 6.00%, 02/01/55 FN DD3307 MTGE 3140B3U91 - - 4,143,652 $4,432,197 $4,432,197 0.07 $4,285,927
FIGRE Trust 2025-HE3 B 5.71% 25-MAY-2055, 5.71%, 05/25/55 FIGRE 2025-HE3 31684LAB7 - - 4,258,460 $4,354,282 $4,354,282 0.06 $4,319,160
FHLMC 30yr Pool#QX6719 6.000% 01-Feb-2055, 6.00%, 02/01/55 FR 31426CPD0 - - 3,940,676 $4,320,009 $4,320,009 0.06 $4,075,981
FNMA 30yr Pool#FS3246 5.500% 01-Nov-2052, 5.50%, 11/01/52 FN 3140XJTC7 - - 4,107,823 $4,308,150 $4,308,150 0.06 $4,267,831
EFMT 2026-CES1 A3 5.466% 25-DEC-2060, 5.47%, 12/25/60 EFMT 2026-CES1 26846MAE4 - - 4,250,000 $4,286,423 $4,286,423 0.06 $4,252,868
FIGRE TRUST 2025-FL1 5.265% 55, 5.26%, 07/25/55 FIGRE 2025-FL1 31684QAA8 - - 4,230,119 $4,285,897 $4,285,897 0.06 $4,253,727
Ginnie Mae REMIC Trust 2023-116 LF 5.21765% 20-AUG-2053, 4.96%, 08/20/53 GNR 2023-116 38384EFT7 - - 4,129,032 $4,281,098 $4,281,098 0.06 $4,169,912
FNMA 30yr Pool#BX0419 5.500% 01-Nov-2052, 5.50%, 11/01/52 FN 3140N4PD3 - - 4,078,915 $4,228,659 $4,228,659 0.06 $4,190,242
FHLMC 30yr Pool#QF7280 5.500% 01-Jan-2053, 5.50%, 01/01/53 FR 3133BVCR4 - - 4,014,471 $4,222,710 $4,222,710 0.06 $4,171,693
FNMA 30yr Pool#CB2907 3.500% 01-Feb-2052, 3.50%, 02/01/52 FN 3140QNGR7 - - 4,336,563 $4,208,966 $4,208,966 0.06 $4,124,087
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-HQA4 B2 10.69728% 25-DEC-2041, 10.70%, 12/25/41 STACR 2021-HQA4 35564KPP8 - - 4,000,000 $4,208,187 $4,208,187 0.06 $4,174,907
SREIT Commercial Mortgage Trust 2021-MFP B 4.8538% 15-NOV-2038, 4.85%, 11/15/38 SREIT 2021-MFP 78472UAC2 - - 4,194,208 $4,197,430 $4,197,430 0.06 $4,192,906
FHLMC 30yr Pool#QH5204 6.500% 01-Nov-2053, 6.50%, 11/01/53 FR 3133CHX91 - - 3,936,469 $4,189,683 $4,189,683 0.06 $4,147,871
FNMA 30yr Pool#FA3788 5.500% 01-Nov-2055, 5.50%, 11/01/55 FN 3140W4F69 - - 4,016,525 $4,176,354 $4,176,354 0.06 $4,162,854
Vista Point Securitization Trust 2026-CES1|5.376|02/25/2056, 5.38%, 02/25/56 VSTA 2026-CES1 92790EAC4 - - 4,169,000 $4,171,078 $4,171,078 0.06 $4,170,455
FNMA 30yr Pool#DA5072 6.500% 01-Nov-2053, 6.50%, 11/01/53 FN 3140A5T65 - - 3,671,412 $4,132,316 $4,132,316 0.06 $3,842,863
EASY STREET MORTGAGE LN 5.606%40 A1, 5.61%, 10/25/40 EASY 2025-RTL2 27786YAA6 - - 4,100,000 $4,128,210 $4,128,210 0.06 $4,110,333
FHLMC 30yr Pool#QH0826 5.500% 01-Sep-2053, 5.50%, 09/01/53 FR 3133CC4K9 - - 3,941,401 $4,127,315 $4,127,315 0.06 $4,090,779
Connecticut Avenue Securities Trust 2024-R06 1M2 5.29728% 25-SEP-2044, 5.30%, 09/25/44 CAS 2024-R06 20755RAC9 - - 4,077,228 $4,109,609 $4,109,609 0.06 $4,092,811
FIGRE Trust 2025-HE3 C 5.91% 25-MAY-2055, 5.91%, 05/25/55 FIGRE 2025-HE3 31684LAC5 - - 4,002,952 $4,080,859 $4,080,859 0.06 $4,046,687
GS Mortgage-Backed Securities Trust 2026-CES1 A3 5.422% 25-MAY-2056, 5.42%, 05/25/56 GSMBS 2026-CES1 36277LAC7 - - 4,000,000 $4,045,352 $4,045,352 0.06 $4,014,024
LHOME MORTGAGE TR 2025-RTL3 A1, 5.24%, 08/25/40 LHOME 2025-RTL3 50205YAA1 - - 4,000,000 $4,044,726 $4,044,726 0.06 $4,028,426
JP Morgan Mortgage Trust 2026-CES1 A2 5.182% 25-JUN-2056, 5.18%, 06/25/56 JPMMT 2026-CES1 46660BAD1 - - 4,000,000 $4,037,566 $4,037,566 0.06 $4,007,625
FNMA 30yr Pool#BW6314 5.500% 01-Aug-2052, 5.50%, 08/01/52 FN 3140MYAQ5 - - 3,843,371 $3,996,847 $3,996,847 0.06 $3,956,651
FNMA 30yr Pool#DE7795 6.000% 01-Aug-2055, 6.00%, 08/01/55 FN 3140BLUV2 - - 3,801,121 $3,976,457 $3,976,457 0.06 $3,934,008
Fannie Mae REMIC Trust 2020-98 AI 3.5% 25-JAN-2061, 3.50%, 01/25/61 FNR 2020-98 3136BDLE6 - - 18,423,322 $3,962,153 $3,962,153 0.06 $3,868,802
FNMA 30yr Pool#DF1002 6.000% 01-Oct-2055, 6.00%, 10/01/55 FN 3140BRDG1 - - 3,793,787 $3,961,391 $3,961,391 0.06 $3,925,067
FIGRE Trust 2026-HE1|5.183|01/25/2056, 5.18%, 01/25/56 FIGRE 2026-HE1 30249NAD9 - - 3,918,000 $3,952,889 $3,952,889 0.06 $3,940,480
EFMT 2026-CES1 A2 5.316% 25-DEC-2060, 5.32%, 12/25/60 EFMT 2026-CES1 26846MAD6 - - 3,881,000 $3,913,202 $3,913,202 0.06 $3,883,401
FNMA 30yr Pool#FS2135 4.000% 01-Nov-2049, 4.00%, 11/01/49 FN 3140XHLR6 - - 3,944,158 $3,908,259 $3,908,259 0.06 $3,853,883
FNMA 30yr Pool#BY0335 6.000% 01-May-2053, 6.00%, 05/01/53 FN 3140NGLR9 - - 3,648,216 $3,792,059 $3,792,059 0.06 $3,752,394
FNMA 30yr Pool#DE2819 5.500% 01-Jun-2055, 5.50%, 06/01/55 FN 3140BFDZ5 - - 3,661,946 $3,783,565 $3,783,565 0.06 $3,750,295
FNMA 30yr Pool#BX6124 6.500% 01-Jan-2053, 6.50%, 01/01/53 FN 3140NAYW7 - - 3,264,251 $3,695,512 $3,695,512 0.05 $3,466,379
FNMA 30yr Pool#FS2713 4.500% 01-Oct-2050, 4.50%, 10/01/50 FN 3140XJAP8 - - 3,627,311 $3,686,061 $3,686,061 0.05 $3,628,393
FHLMC 30yr Pool#QI8221 6.000% 01-Jun-2054, 6.00%, 06/01/54 FR 3133WFD20 - - 3,522,514 $3,678,014 $3,678,014 0.05 $3,642,894
FHLMC 30yr Pool#QH1144 5.500% 01-Sep-2053, 5.50%, 09/01/53 FR 3133CDHV9 - - 3,487,302 $3,652,311 $3,652,311 0.05 $3,618,913
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 - - 3,561,235 $3,607,999 $3,607,999 0.05 $3,589,195
RCKT Mortgage Trust 2023-CES1 A1A 6.515% 25-JUN-2043, 6.51%, 06/25/43 RCKT 74935WAA2 - - 3,540,130 $3,576,729 $3,576,729 0.05 $3,543,414
RCKT Mortgage Trust 2025-CES2 A1B 5.603% 25-FEB-2055, 5.60%, 02/25/55 RCKT 2025-CES2 74942BAB7 - - 3,504,518 $3,558,194 $3,558,194 0.05 $3,529,831
FHLMC 30yr Pool#QH6041 5.500% 01-Dec-2053, 5.50%, 12/01/53 FR 3133CJWA5 - - 3,121,439 $3,512,773 $3,512,773 0.05 $3,195,663
FHLMC 30yr Pool#QF7810 5.500% 01-Jan-2053, 5.50%, 01/01/53 FR 3133BVVB8 - - 3,348,323 $3,511,679 $3,511,679 0.05 $3,478,396
FNMA 30yr Pool#FM7031 4.000% 01-Jan-2051, 4.00%, 01/01/51 FN 3140XAY55 - - 3,538,116 $3,500,662 $3,500,662 0.05 $3,451,064
FHLMC 30yr Pool#SD1416 4.500% 01-Dec-2048, 4.50%, 12/01/48 FR 3132DNSD6 - - 3,466,752 $3,498,056 $3,498,056 0.05 $3,467,786
FHLMC 30yr Pool#QZ3837 6.000% 01-Sep-2055, 6.00%, 09/01/55 FR 31427BHP3 - - 3,338,708 $3,490,930 $3,490,930 0.05 $3,455,429
FHLMC 30yr Pool#QX5273 6.000% 01-Feb-2055, 6.00%, 02/01/55 FR 31426A2F4 - - 3,320,198 $3,469,164 $3,469,164 0.05 $3,433,664
FHLMC 30yr Pool#QH7549 6.000% 01-Dec-2053, 6.00%, 12/01/53 FR 3133CLL61 - - 3,287,312 $3,430,806 $3,430,806 0.05 $3,397,540
OBX 2026-HE1 Trust|5.15786|02/25/2056, 5.16%, 02/25/56 OBX 2026-HE1 67124BAB1 - - 3,428,000 $3,428,000 $3,428,000 0.05 $3,428,000
FNMA 30yr Pool#BX8700 5.500% 01-Mar-2053, 5.50%, 03/01/53 FN 3140NDU21 - - 3,272,556 $3,405,920 $3,405,920 0.05 $3,372,244
FINANCE OF AMERICA STRUCTURE 3.5% 74, 3.50%, 02/25/74 FASST 2024-S1 31740RAB6 - - 3,435,909 $3,396,024 $3,396,024 0.05 $3,386,671
FNMA 30yr Pool#BX9422 5.500% 01-Mar-2053, 5.50%, 03/01/53 FN 3140NEPG4 - - 3,075,588 $3,378,617 $3,378,617 0.05 $3,150,218
RCKT Mortgage Trust 2026-CES1 A1B 4.928% 25-JAN-2056, 4.93%, 01/25/56 RCKT 2026-CES1 74939BAB2 - - 3,350,000 $3,377,935 $3,377,935 0.05 $3,354,089
FNMA 30yr Pool#FM1540 4.000% 01-Sep-2049, 4.00%, 09/01/49 FN 3140X4WA0 - - 3,311,976 $3,275,360 $3,275,360 0.05 $3,230,469
FNMA 30yr Pool#MA4026 4.000% 01-May-2050, 4.00%, 05/01/50 FN 31418DPL0 - - 3,286,998 $3,274,566 $3,274,566 0.05 $3,210,695
Saluda Grade Alternative Mortgage Trust 2023-RTL3 A1 8.0% 25-APR-2029, 8.00%, 04/25/29 GRADE 2023-RTL3 79583YAA2 - - 3,230,175 $3,254,096 $3,254,096 0.05 $3,216,770
FHLMC 30yr Pool#SD1111 4.000% 01-Jun-2050, 4.00%, 06/01/50 FR 3132DNGU1 - - 3,176,040 $3,146,983 $3,146,983 0.05 $3,114,604
FHLMC 30yr Pool#QZ4951 6.000% 01-Oct-2055, 6.00%, 10/01/55 FR 31427CQD8 - - 2,988,706 $3,125,064 $3,125,064 0.05 $3,093,191
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 $3,071,424 $3,071,424 0.05 $3,027,289
FHLMC 30yr Pool#QG2539 6.500% 01-May-2053, 6.50%, 05/01/53 FR 3133C2ZC5 - - 2,680,137 $3,016,248 $3,016,248 0.04 $2,785,870
FNMA 30yr Pool#MA4056 4.000% 01-Jun-2050, 4.00%, 06/01/50 FN 31418DQJ4 - - 3,050,371 $3,015,776 $3,015,776 0.04 $2,974,585
COOPR Residential Mortgage Trust 2026-CES1 A2 5.158% 25-FEB-2061, 5.16%, 01/01/61 COOPR 2026-CES1 21689GAD0 - - 2,949,000 $2,985,121 $2,985,121 0.04 $2,963,150
BX Trust 2021-BXMF C 4.98627% 15-OCT-2038, 4.97%, 10/15/26 BX 2021-BXMF 05609RAJ3 - - 2,958,012 $2,960,360 $2,960,360 0.04 $2,957,095
FNMA 30yr Pool#DA3549 6.500% 01-Oct-2053, 6.50%, 10/01/53 FN 3140A35K5 - - 2,768,014 $2,954,191 $2,954,191 0.04 $2,924,913
FHLMC 30yr Pool#QE6404 5.500% 01-Jul-2052, 5.50%, 07/01/52 FR 3133BGDH8 - - 2,785,688 $2,908,633 $2,908,633 0.04 $2,868,154
GWT Commercial Mortgage Trust 2024-WLF2 A 5.35089% 15-MAY-2041, 5.35%, 05/15/41 GWT 2024-WLF2 362414AA2 - - 2,900,000 $2,906,513 $2,906,513 0.04 $2,903,064
Fannie Mae Pool|4|03/01/2050, 4.00%, 03/01/50 FN 3140X8S24 - - 2,930,536 $2,897,507 $2,897,507 0.04 $2,863,461
FNMA 30yr Pool#MA3496 4.500% 01-Oct-2048, 4.50%, 10/01/48 FN 31418C3E2 - - 2,821,592 $2,864,040 $2,864,040 0.04 $2,822,433
FHLMC 30yr Pool#QZ4131 6.000% 01-Sep-2055, 6.00%, 09/01/55 FR 31427BSV8 - - 2,723,808 $2,845,712 $2,845,712 0.04 $2,817,332
Chase Mortgage Reference Notes, Series 2021-CL1 M1 4.89728% 25-FEB-2050, 4.90%, 02/25/50 CHASE 2021-CL1 46591HBX7 - - 2,872,773 $2,830,730 $2,830,730 0.04 $2,819,393
FHLMC 30yr Pool#QE8542 5.500% 01-Aug-2052, 5.50%, 08/01/52 FR 3133BJP30 - - 2,692,999 $2,798,011 $2,798,011 0.04 $2,772,722
Bayview Opportunity Master Fund VII Trust 2024-CAR1 B 4.99728% 25-DEC-2031, 5.00%, 12/26/31 BVCLN 2024-CAR1 07336QAB8 - - 2,778,381 $2,795,515 $2,795,515 0.04 $2,784,716
RCKT MORTGAGE TRUST 2025-CE 5.16% 34, 5.16%, 07/25/34 RCKTL 2025-1A 74939RAC5 - - 2,750,000 $2,777,658 $2,777,658 0.04 $2,766,621
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 $2,773,178 $2,773,178 0.04 $2,757,990
FNMA 30yr Pool#BV5393 3.500% 01-Apr-2052, 3.50%, 04/01/52 FN 3140MJ7F6 - - 2,871,150 $2,749,971 $2,749,971 0.04 $2,727,966
FHLMC 30yr Pool#SD6905 6.000% 01-Nov-2054, 6.00%, 11/01/54 FR 3132DUU62 - - 2,600,262 $2,744,737 $2,744,737 0.04 $2,687,495
FHLMC 30yr Pool#SD2897 5.500% 01-May-2053, 5.50%, 05/01/53 FR 3132DQGE0 - - 2,587,268 $2,722,681 $2,722,681 0.04 $2,653,288
OBX 2026-HE1 Trust|5.30786|02/25/2056, 5.31%, 02/25/56 OBX 2026-HE1 67124BAD7 - - 2,707,000 $2,707,000 $2,707,000 0.04 $2,707,000
FNMA 30yr Pool#DA1511 5.500% 01-Oct-2053, 5.50%, 10/01/53 FN 3140A1VD6 - - 2,599,408 $2,690,487 $2,690,487 0.04 $2,661,500
EFMT 2026-CES1 A1B 5.116% 25-DEC-2060, 5.12%, 12/25/60 EFMT 2026-CES1 26846MAB0 - - 2,670,349 $2,690,173 $2,690,173 0.04 $2,670,202
FNMA 30yr Pool#DE2839 6.000% 01-Jun-2055, 6.00%, 06/01/55 FN 3140BFEM3 - - 2,570,212 $2,686,189 $2,686,189 0.04 $2,660,067
FHLMC 30yr Pool#QF9276 5.500% 01-Mar-2053, 5.50%, 03/01/53 FR 3133BXJV4 - - 2,561,515 $2,684,911 $2,684,911 0.04 $2,661,046
FIGRE Trust 2024-HE4 B 5.252% 25-SEP-2054, 5.25%, 09/25/54 FIGRE 2024-HE4 31684UAB7 - - 2,661,760 $2,684,001 $2,684,001 0.04 $2,673,128
FHLMC 30yr Pool#Q57869 4.000% 01-Aug-2048, 4.00%, 08/01/48 FG 3132Y1W79 - - 2,697,849 $2,645,730 $2,645,730 0.04 $2,639,135
Vista Point Securitization Trust 2026-CES1|5.226|02/25/2056, 5.23%, 02/25/56 VSTA 2026-CES1 92790EAB6 - - 2,600,000 $2,601,272 $2,601,272 0.04 $2,600,894
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-HQA3 B2 9.94728% 25-SEP-2041, 9.95%, 09/25/41 STACR 2021-HQA3 35564KKL2 - - 2,504,211 $2,588,431 $2,588,431 0.04 $2,569,056
PRPM 2026-RCF1 A3 5.305% 25-JAN-2056, 5.30%, 01/25/56 PRPM 2026-RCF1 69383VAF0 - - 2,500,000 $2,546,957 $2,546,957 0.04 $2,516,748
PRPM 2026-RCF1 A2 5.206% 25-JAN-2056, 5.21%, 01/25/56 PRPM 2026-RCF1 69383VAB9 - - 2,500,000 $2,546,514 $2,546,514 0.04 $2,516,868
FHLMC 30yr Pool#SD3523 3.000% 01-Jun-2052, 3.00%, 06/01/52 FR 3132DQ4G8 - - 2,775,057 $2,534,356 $2,534,356 0.04 $2,516,308
FNMA 30yr Pool#DA0036 6.500% 01-Sep-2053, 6.50%, 09/01/53 FN 3140A0BE8 - - 1,851,212 $2,529,221 $2,529,221 0.04 $1,937,662
BX Trust 2021-BXMF G 7.144513% 15-OCT-2038, 7.12%, 10/15/26 BX 2021-BXMF 05609RAS3 - - 2,488,884 $2,485,465 $2,485,465 0.04 $2,481,525
FHLMC 30yr Pool#QY9883 6.000% 01-Aug-2055, 6.00%, 08/01/55 FR 31426U6V1 - - 2,230,412 $2,481,648 $2,481,648 0.04 $2,308,387
FHLMC 30yr Pool#QF0488 5.500% 01-Sep-2052, 5.50%, 09/01/52 FR 3133BMRH0 - - 2,343,306 $2,460,871 $2,460,871 0.04 $2,412,373
FNMA 30yr Pool#DC1302 5.000% 01-Aug-2054, 5.00%, 08/01/54 FN 3140ANNU9 - - 2,417,617 $2,459,221 $2,459,221 0.04 $2,437,367
Ginnie Mae REMIC Trust 2017-163 LO 0.0% 16-MAY-2041, 0.00%, 05/16/41 GNR 2017-163 38380KNA9 - - 3,172,161 $2,452,007 $2,452,007 0.04 $2,452,007
FNMA 30yr Pool#BY8533 6.500% 01-Aug-2053, 6.50%, 08/01/53 FN 3140NRPT7 - - 2,303,381 $2,435,211 $2,435,211 0.04 $2,410,947
FNMA 30yr Pool#BY5913 5.500% 01-Sep-2053, 5.50%, 09/01/53 FN 3140NNSB2 - - 2,312,763 $2,423,640 $2,423,640 0.04 $2,399,003
Morgan Stanley Residential Mortgage Loan Trust 2026-NQM1 A2 5.032% 25-DEC-2070, 5.03%, 12/25/70 MSRM 2026-NQM1 61780XAF2 - - 2,400,000 $2,422,641 $2,422,641 0.04 $2,405,197
PRPM 2025-RCF3 LLC 5.25% 55, 5.25%, 07/25/55 PRPM 2025-RCF3 69392PAB1 - - 2,380,125 $2,403,005 $2,403,005 0.04 $2,384,956
Saluda Grade Alternative Mortgage Trust 2024-FIG5 B 6.603% 25-APR-2054, 6.60%, 04/25/54 GRADE 2024-FIG5 79582MAB7 - - 2,320,364 $2,370,369 $2,370,369 0.03 $2,348,238
Ally Bank Auto Credit-Linked Notes, Series 2024-A C 6.022% 15-MAY-2032, 6.02%, 05/17/32 ABCLN 2024-A 02007GZ63 - - 2,274,406 $2,312,097 $2,312,097 0.03 $2,309,053
FNMA 30yr Pool#DF0313 6.000% 01-Sep-2055, 6.00%, 09/01/55 FN 3140BQK34 - - 2,205,338 $2,306,671 $2,306,671 0.03 $2,282,437
Connecticut Avenue Securities Trust 2022-R08 1M2 7.29728% 25-JUL-2042, 7.30%, 07/25/42 CAS 2022-R08 20755DAB2 - - 2,220,000 $2,304,253 $2,304,253 0.03 $2,291,653
PRPM 2024-RCF2 A1 3.75% 25-MAR-2054, 3.75%, 03/25/54 PRPM 2024-RCF2 693987AA7 - - 2,313,057 $2,300,435 $2,300,435 0.03 $2,293,688
FNMA 30yr Pool#DA3538 6.000% 01-Oct-2053, 6.00%, 10/01/53 FN 3140A34Y6 - - 2,107,568 $2,202,898 $2,202,898 0.03 $2,178,237
FHLMC 30yr Pool#QG2543 5.500% 01-May-2053, 5.50%, 05/01/53 FR 3133C2ZG6 - - 2,057,518 $2,130,995 $2,130,995 0.03 $2,107,222
FNMA 30yr Pool#FA0517 5.500% 01-Feb-2055, 5.50%, 02/01/55 FN 3140W0SF3 - - 1,963,992 $2,080,919 $2,080,919 0.03 $2,011,136
FNMA 30yr Pool#FS3001 4.000% 01-Oct-2051, 4.00%, 10/01/51 FN 3140XJKP7 - - 2,098,069 $2,076,693 $2,076,693 0.03 $2,046,448
FNMA 30yr Pool#FS1640 4.000% 01-Apr-2052, 4.00%, 04/01/52 FN 3140XGZE2 - - 2,087,999 $2,064,866 $2,064,866 0.03 $2,038,685
FHLMC 30yr Pool#QX7432 6.000% 01-Feb-2055, 6.00%, 02/01/55 FR 31426DHJ4 - - 1,963,142 $2,051,171 $2,051,171 0.03 $2,030,547
FNMA 30yr Pool#BY0338 6.500% 01-May-2053, 6.50%, 05/01/53 FN 3140NGLU2 - - 1,903,677 $2,010,119 $2,010,119 0.03 $1,989,759
FNMA 30yr Pool#DD4221 6.000% 01-Feb-2055, 6.00%, 02/01/55 FN DD4221 MTGE 3140B4VP2 - - 1,834,442 $2,002,982 $2,002,982 0.03 $1,897,429
FNMA 30yr Pool#CA7849 4.500% 01-Oct-2050, 4.50%, 10/01/50 FN 3140QFWK1 - - 1,973,488 $1,990,731 $1,990,731 0.03 $1,973,356
FHLMC 30yr Pool#QI4878 6.000% 01-Apr-2054, 6.00%, 04/01/54 FR 3133WBM37 - - 1,795,416 $1,981,604 $1,981,604 0.03 $1,856,774
Chase Mortgage Reference Notes, Series 2020-CL1 M2 6.28707% 25-OCT-2057, 6.29%, 10/25/57 CHASE 2020-CL1 46591HAH3 - - 1,913,138 $1,974,970 $1,974,970 0.03 $1,965,615
Santander Bank Auto Credit-Linked Notes, Series 2024-A B 5.622% 15-JUN-2032, 5.62%, 06/15/32 SBCLN 2024-A 80290CCJ1 - - 1,926,904 $1,955,559 $1,955,559 0.03 $1,953,152
FNMA 30yr Pool#BX8072 5.500% 01-Mar-2053, 5.50%, 03/01/53 FN 3140NC6J3 - - 1,866,642 $1,951,581 $1,951,581 0.03 $1,934,580
RAM 2024-1 A 5.95% 15-FEB-2039, 6.67%, 02/15/39 RAM 2024-1 751313AA5 - - 1,945,305 $1,949,499 $1,949,499 0.03 $1,946,616
FHLMC 30yr Pool#SI2017 4.000% 01-Dec-2048, 4.00%, 12/01/48 FR 3133USG21 - - 1,940,930 $1,947,001 $1,947,001 0.03 $1,896,495
FIGRE Trust 2024-HE1 B 6.506% 25-MAR-2054, 6.51%, 03/25/54 FIGRE 2024-HE1 31684HAB6 - - 1,881,892 $1,936,719 $1,936,719 0.03 $1,927,196
FNMA 30yr Pool#DF0998 6.000% 01-Oct-2055, 6.00%, 10/01/55 FN 3140BRDC0 - - 1,843,775 $1,927,119 $1,927,119 0.03 $1,908,233
Chase Mortgage Reference Notes, Series 2021-CL1 M3 5.24728% 25-FEB-2050, 5.25%, 02/25/50 CHASE 2021-CL1 46591HBZ2 - - 1,873,527 $1,832,330 $1,832,330 0.03 $1,824,684
FHF Trust 2024-1 (First Help Financial) A2 5.69% 15-FEB-2030, 5.69%, 02/15/30 FHF 2024-1A 31568AAB2 - - 1,807,109 $1,821,230 $1,821,230 0.03 $1,818,945
FNMA 30yr Pool#BY0361 6.500% 01-Jun-2053, 6.50%, 06/01/53 FN 3140NGMK3 - - 1,714,759 $1,809,467 $1,809,467 0.03 $1,790,822
FHLMC 30yr Pool#SD1551 4.000% 01-Mar-2050, 4.00%, 03/01/50 FR 3132DNWL3 - - 1,815,686 $1,805,310 $1,805,310 0.03 $1,774,128
Foundation Finance Trust 2023-2 A 6.53% 15-JUN-2049, 6.53%, 06/15/49 FFIN 2023-2A 35042RAA4 - - 1,730,120 $1,802,016 $1,802,016 0.03 $1,799,505
Connecticut Avenue Securities Trust 2022-R06 1B2 14.29728% 25-MAY-2042, 14.30%, 05/25/42 CAS 2022-R06 20754NAR6 - - 1,596,475 $1,795,330 $1,795,330 0.03 $1,778,211
FNMA 30yr Pool#MA3521 4.000% 01-Nov-2048, 4.00%, 11/01/48 FN 31418C4F8 - - 1,763,258 $1,741,906 $1,741,906 0.03 $1,722,901
PRPM 2025-RCF3 LLC 5.25% 55, 5.25%, 07/25/55 PRPM 2025-RCF3 69392PAC9 - - 1,700,000 $1,718,752 $1,718,752 0.03 $1,705,860
Fannie Mae Pool|4|08/01/2050, 4.00%, 08/01/50 FN 3140X8UA3 - - 1,744,761 $1,714,910 $1,714,910 0.03 $1,701,550
FHLMC 30yr Pool#SD0943 3.500% 01-Apr-2052, 3.50%, 04/01/52 FR 3132DNBL6 - - 1,750,642 $1,678,062 $1,678,062 0.02 $1,664,867
FNMA 30yr Pool#DC9709 6.000% 01-Jan-2055, 6.00%, 01/01/55 FN 3140AXYF8 - - 1,565,540 $1,672,778 $1,672,778 0.02 $1,618,060
FHLMC 30yr Pool#QG2540 6.500% 01-May-2053, 6.50%, 05/01/53 FR 3133C2ZD3 - - 1,588,172 $1,667,042 $1,667,042 0.02 $1,650,434
NRZ MSR-Collateralized Notes, Series 2021-FHT1 A 3.104% 25-JUL-2026, 3.10%, 07/25/26 NZES 2021-FHT1 62955MAB2 - - 1,675,934 $1,662,389 $1,662,389 0.02 $1,658,343
FHLMC 30yr Pool#QY7439 6.000% 01-Jun-2055, 6.00%, 06/01/55 FR 31426SHR3 - - 1,509,723 $1,653,883 $1,653,883 0.02 $1,562,503
Chase Mortgage Reference Notes, Series 2021-CL1 M2 5.04728% 25-FEB-2050, 5.05%, 02/25/50 CHASE 2021-CL1 46591HBY5 - - 1,687,754 $1,651,661 $1,651,661 0.02 $1,645,036
FHLMC 30yr Pool#QG4340 6.500% 01-Jun-2053, 6.50%, 06/01/53 FR 3133C4ZD9 - - 1,541,722 $1,618,513 $1,618,513 0.02 $1,602,544
FHLMC 30yr Pool#SD4456 4.000% 01-Aug-2050, 4.00%, 08/01/50 FR 3132E05R9 - - 1,631,576 $1,614,493 $1,614,493 0.02 $1,591,433
FNMA 30yr Pool#CB2681 3.500% 01-Jan-2052, 3.50%, 01/01/52 FN 3140QM6T6 - - 1,653,770 $1,597,656 $1,597,656 0.02 $1,572,869
FHLMC 30yr Pool#QX7566 5.500% 01-Mar-2055, 5.50%, 03/01/55 FR 31426DMQ2 - - - $1,586,840 $1,586,840 0.02 $0
Santander Bank Auto Credit-Linked Notes, Series 2023-B B 5.64% 15-DEC-2033, 5.64%, 12/15/33 SBCLN 2023-B 80290CCB8 - - 1,554,128 $1,575,579 $1,575,579 0.02 $1,573,632
FHLMC 30yr Pool#QZ4132 6.000% 01-Sep-2055, 6.00%, 09/01/55 FR 31427BSW6 - - 1,488,187 $1,554,829 $1,554,829 0.02 $1,540,214
FHLMC 30yr Pool#QH7013 6.500% 01-Dec-2053, 6.50%, 12/01/53 FR 3133CKYJ1 - - 795,239 $1,544,256 $1,544,256 0.02 $832,375
FHLMC 30yr Pool#QH3309 5.500% 01-Oct-2053, 5.50%, 10/01/53 FR 3133CFVA4 - - 1,459,845 $1,508,402 $1,508,402 0.02 $1,494,796
FHLMC 30yr Pool#Q58477 4.000% 01-Sep-2048, 4.00%, 09/01/48 FG 3132Y2M37 - - 1,537,817 $1,508,110 $1,508,110 0.02 $1,504,351
Flagship Credit Auto Trust 2023-1 B 5.05% 15-FEB-2028, 5.05%, 01/18/28 FCAT 2023-1 337955AG3 - - 1,494,234 $1,497,004 $1,497,004 0.02 $1,495,327
FNMA 30yr Pool#MA3415 4.000% 01-Jul-2048, 4.00%, 07/01/48 FN 31418CYM0 - - 1,483,615 $1,470,653 $1,470,653 0.02 $1,449,658
FNMA 30yr Pool#CA5573 4.000% 01-Apr-2050, 4.00%, 04/01/50 FN 3140QDFP4 - - 1,475,352 $1,450,463 $1,450,463 0.02 $1,438,813
FNMA 30yr Pool#BT8051 5.500% 01-Jan-2053, 5.50%, 01/01/53 FN 3140LW5M5 - - 1,380,132 $1,447,371 $1,447,371 0.02 $1,433,965
ACHV ABS Trust 2024-1PL B 6.34% 25-APR-2031, 6.34%, 04/25/31 ACHV 2024-1PL 00092BAB0 - - 1,402,088 $1,419,129 $1,419,129 0.02 $1,412,215
FNMA 30yr Pool#BY1896 5.500% 01-May-2053, 5.50%, 05/01/53 FN 3140NJDA9 - - 1,355,379 $1,400,711 $1,400,711 0.02 $1,388,121
FNMA 30yr Pool#CA1931 4.500% 01-Jun-2048, 4.50%, 06/01/48 FN 3140Q9ED1 - - 1,386,283 $1,399,289 $1,399,289 0.02 $1,386,696
FIGRE TRUST 2025-HE5 FLTG 2055 B, 5.49%, 08/25/55 FIGRE 2025-HE5 31684MAB5 - - 1,348,991 $1,363,536 $1,363,536 0.02 $1,352,849
Bayview Opportunity Master Fund VII Trust 2024-CAR1 C 5.19728% 25-DEC-2031, 5.20%, 12/26/31 BVCLN 2024-CAR1 07336QAC6 - - 1,352,145 $1,361,794 $1,361,794 0.02 $1,356,328
FNMA 30yr Pool#BX7860 5.500% 01-Mar-2053, 5.50%, 03/01/53 FN 3140NCWW5 - - 1,292,599 $1,344,707 $1,344,707 0.02 $1,331,974
Ally Bank Auto Credit-Linked Notes, Series 2024-A D 6.315% 15-MAY-2032, 6.31%, 05/17/32 ABCLN 2024-A 02007GZ71 - - 1,299,660 $1,322,318 $1,322,318 0.02 $1,320,494
FNMA 30yr Pool#BY0327 6.500% 01-May-2053, 6.50%, 05/01/53 FN 3140NGLH1 - - 1,231,699 $1,291,999 $1,291,999 0.02 $1,279,007
FNMA 30yr Pool#FM7725 4.500% 01-Dec-2050, 4.50%, 12/01/50 FN 3140XBSP6 - - 1,253,409 $1,262,157 $1,262,157 0.02 $1,251,296
FHLMC 30yr Pool#QF2561 5.500% 01-Nov-2052, 5.50%, 11/01/52 FR 3133BPZ27 - - 1,174,273 $1,228,888 $1,228,888 0.02 $1,218,040
FNMA 30yr Pool#DB3056 5.500% 01-May-2054, 5.50%, 05/01/54 FN 3140ACME0 - - 1,175,673 $1,223,049 $1,223,049 0.02 $1,212,054
FNMA 30yr Pool#MA3149 4.000% 01-Oct-2047, 4.00%, 10/01/47 FN 31418CQB3 - - 1,230,911 $1,216,775 $1,216,775 0.02 $1,201,931
FNMA 40yr Pool#BF0167 3.000% 01-Feb-2057, 3.00%, 02/01/57 FN 3140FXFH0 - - 1,359,152 $1,212,080 $1,212,080 0.02 $1,201,846
Tricolor Auto Securitization Trust 2024-1 A 6.61% 15-OCT-2027, 6.61%, 10/15/27 TAST 2024-1A 89616LAA0 - - 1,205,445 $1,200,539 $1,200,539 0.02 $1,198,769
FNMA 30yr Pool#BJ9181 5.000% 01-May-2048, 5.00%, 05/01/48 FN 3140HBFX1 - - 1,137,050 $1,194,633 $1,194,633 0.02 $1,162,311
FHLMC 30yr Pool#SD8003 4.000% 01-Jul-2049, 4.00%, 07/01/49 FR 3132DV3L7 - - 1,205,116 $1,187,045 $1,187,045 0.02 $1,175,465
FNMA 30yr Pool#FM9138 4.000% 01-Mar-2050, 4.00%, 03/01/50 FN 3140XDEL6 - - 1,196,057 $1,181,723 $1,181,723 0.02 $1,168,681
EFMT 2026-CES1 M1 5.616% 25-DEC-2060, 5.62%, 12/25/60 EFMT 2026-CES1 26846MAF1 - - 1,166,000 $1,176,860 $1,176,860 0.02 $1,167,402
FNMA 30yr Pool#BX0804 5.500% 01-Nov-2052, 5.50%, 11/01/52 FN 3140N43N5 - - 1,123,295 $1,165,423 $1,165,423 0.02 $1,154,036
U.S. Auto Funding 2021-1 C 2.2% 15-MAY-2026, 2.20%, 05/15/26 USAUT 2021-1A 90355EAC5 - - 1,362,789 $1,159,759 $1,159,759 0.02 $1,159,093
FHLMC 30yr Pool#QG6538 5.500% 01-Jul-2053, 5.50%, 07/01/53 FR 3133C7HP5 - - 1,096,755 $1,148,601 $1,148,601 0.02 $1,138,671
FHLMC 30yr Pool#ZT2087 4.000% 01-Jun-2049, 4.00%, 06/01/49 FR 3132AEJ80 - - 1,152,380 $1,141,107 $1,141,107 0.02 $1,124,026
FNMA 30yr Pool#AS6811 3.000% 01-Mar-2046, 3.00%, 03/01/46 FN 3138WGR97 - - 1,216,522 $1,133,565 $1,133,565 0.02 $1,123,205
FNMA 30yr Pool#AS7492 4.000% 01-Jul-2046, 4.00%, 07/01/46 FN 3138WHKE1 - - 1,087,248 $1,074,546 $1,074,546 0.02 $1,065,071
FHLMC 30yr Pool#RA1188 4.500% 01-Aug-2049, 4.50%, 08/01/49 FR 3133KGJ90 - - 1,023,258 $1,073,596 $1,073,596 0.02 $1,024,449
FHF Issuer Trust 2023-2 (First Help Financial) A2 6.79% 15-OCT-2029, 6.79%, 10/15/29 FHF 2023-2A 30333LAB4 - - 1,050,168 $1,062,926 $1,062,926 0.02 $1,061,341
FHLMC 30yr Pool#RA1087 4.500% 01-Jul-2049, 4.50%, 07/01/49 FR 3133KGF45 - - 1,050,999 $1,061,223 $1,061,223 0.02 $1,052,223
FNMA 30yr Pool#CB8995 5.500% 01-Aug-2054, 5.50%, 08/01/54 FN 3140QU7H3 - - 999,333 $1,035,637 $1,035,637 0.02 $1,023,108
FHLMC 30yr Pool#QG3885 6.500% 01-Jun-2053, 6.50%, 06/01/53 FR 3133C4J62 - - 966,443 $1,014,546 $1,014,546 0.01 $1,004,570
Reach ABS Trust 2024-2 A 5.88% 15-JUL-2031, 5.88%, 07/15/31 REACH 2024-2A 75525HAA8 - - 1,004,999 $1,010,845 $1,010,845 0.01 $1,009,532
FNMA 30yr Pool#BV4203 3.500% 01-Apr-2052, 3.50%, 04/01/52 FN 3140MHU56 - - 1,014,280 $971,535 $971,535 0.01 $963,774
FNMA 30yr Pool#FM1598 4.000% 01-Feb-2049, 4.00%, 02/01/49 FN 3140X4X43 - - 966,492 $960,006 $960,006 0.01 $944,370
FNMA 30yr Pool#BV8484 3.500% 01-Apr-2052, 3.50%, 04/01/52 FN 3140MNNA0 - - 1,002,328 $959,550 $959,550 0.01 $952,342
FNMA 30yr Pool#DA3522 5.500% 01-Oct-2053, 5.50%, 10/01/53 FN 3140A34G5 - - 917,895 $949,919 $949,919 0.01 $939,821
FHLMC 30yr Pool#QG6948 5.500% 01-Jul-2053, 5.50%, 07/01/53 FR 3133C7WH6 - - 890,109 $933,222 $933,222 0.01 $923,986
FNMA 30yr Pool#CA6382 4.500% 01-Jul-2050, 4.50%, 07/01/50 FN 3140QECU4 - - 919,425 $925,625 $925,625 0.01 $917,877
GNMA II 30yr Pool#MA5021 4.500% 20-Feb-2048, 4.50%, 02/20/48 G2 36179TSJ5 - - 890,166 $903,412 $903,412 0.01 $892,553
FHLMC 30yr Pool#ZM8197 4.000% 01-Sep-2048, 4.00%, 09/01/48 FR 3131Y3DA1 - - 914,965 $901,625 $901,625 0.01 $894,018
Blue Bridge Funding 2023-1 A 7.37% 15-NOV-2030, 7.37%, 11/15/30 BBEF 2023-1A 09531MAA8 - - 889,578 $896,892 $896,892 0.01 $895,435
FREMF 2019-KF70 Mortgage Trust C 9.90107% 25-SEP-2029, 9.90%, 09/25/29 FREMF 2019-KF70 30298UAJ0 - - 890,414 $887,452 $887,452 0.01 $880,350
BX Commercial Mortgage Trust 2021-21M A 4.525% 15-OCT-2036, 4.50%, 10/15/36 BX 2021-21M 05609CAA5 - - 862,801 $863,923 $863,923 0.01 $863,059
FHLMC 30yr Pool#QG7338 6.000% 01-Jul-2053, 6.00%, 07/01/53 FR 3133C8EK7 - - 802,037 $837,542 $837,542 0.01 $829,527
FNMA 30yr Pool#AB9341 3.000% 01-May-2043, 3.00%, 05/01/43 FN 31417GLX2 - - 867,361 $818,939 $818,939 0.01 $808,902
FNMA 30yr Pool#BN4541 4.000% 01-Feb-2049, 4.00%, 02/01/49 FN 3140JMBK7 - - 817,442 $806,682 $806,682 0.01 $799,585
Arivo Acceptance Auto Loan Receivables Trust 2024-1 A 6.46% 15-APR-2028, 6.46%, 04/17/28 ARIVO 2024-1A 039943AA3 - - 794,608 $799,546 $799,546 0.01 $798,405
FNMA 30yr Pool#BY0782 5.500% 01-Apr-2053, 5.50%, 04/01/53 FN 3140NG2Q2 - - 740,026 $774,225 $774,225 0.01 $767,502
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-DNA5 M2 5.34728% 25-JAN-2034, 5.35%, 01/25/34 STACR 2021-DNA5 35564KHE2 - - 756,595 $762,663 $762,663 0.01 $759,516
FHLMC 30yr Pool#ZT1926 3.000% 01-Nov-2043, 3.00%, 11/01/43 FR 3132AED78 - - 783,344 $750,033 $750,033 0.01 $730,822
FHLMC 30yr Pool#RA1999 4.500% 01-Jan-2050, 4.50%, 01/01/50 FR 3133KHGG5 - - 722,467 $729,854 $729,854 0.01 $723,309
FNMA 30yr Pool#BY0866 5.500% 01-May-2053, 5.50%, 05/01/53 FN 3140NG6C9 - - 695,334 $721,028 $721,028 0.01 $714,566
GNMA II 30yr Pool#MA5264 4.000% 20-Jun-2048, 4.00%, 06/20/48 G2 36179TZ57 - - 704,631 $696,382 $696,382 0.01 $686,830
ACHM Trust 2024-HE1 B 7.26% 25-MAY-2039, 7.26%, 05/25/39 ACHM 2024-HE1 00449TAB1 - - 643,569 $671,902 $671,902 0.01 $668,268
ACHV ABS Trust 2024-1PL C 6.42% 25-APR-2031, 6.42%, 04/25/31 ACHV 2024-1PL 00092BAC8 - - 630,977 $638,652 $638,652 0.01 $635,501
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 $635,376 $635,376 0.01 $632,000
FNMA 30yr Pool#BW0343 4.500% 01-May-2052, 4.50%, 05/01/52 FN 3140MRLZ8 - - 630,643 $630,109 $630,109 0.01 $625,115
Connecticut Avenue Securities Trust 2022-R07 1B2 15.69728% 25-JUN-2042, 15.70%, 06/25/42 CAS 2022-R07 20754MAL1 - - 536,201 $622,603 $622,603 0.01 $616,057
FHLMC 30yr Pool#QE1073 3.500% 01-Apr-2052, 3.50%, 04/01/52 FR 3133BAFN6 - - 644,873 $617,295 $617,295 0.01 $612,714
FHLMC 30yr Pool#SD8047 4.500% 01-Feb-2050, 4.50%, 02/01/50 FR 3132DV5G6 - - 586,663 $591,708 $591,708 0.01 $586,624
FNMA 30yr Pool#BK9507 4.000% 01-Oct-2048, 4.00%, 10/01/48 FN 3140HPR58 - - 590,511 $583,545 $583,545 0.01 $578,596
FNMA 30yr Pool#AL6842 4.000% 01-May-2045, 4.00%, 05/01/45 FN 3138EPS88 - - 582,900 $579,443 $579,443 0.01 $573,172
Sequoia Mortgage Trust 2013-5 A1 2.5% 25-MAY-2043, 2.50%, 05/25/43 SEMT 2013-5 81745AAA5 - - 619,419 $562,644 $562,644 0.01 $560,407
FNMA 30yr Pool#AZ0869 4.000% 01-Jul-2045, 4.00%, 07/01/45 FN 3138YR6F0 - - 513,601 $508,702 $508,702 0.01 $503,500
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 $508,630 $508,630 0.01 $506,506
FHLMC 15yr Pool#SB0116 2.500% 01-Nov-2034, 2.50%, 11/01/34 FR 3132CWDV3 - - 498,016 $485,521 $485,521 0.01 $477,532
FHLMC 30yr Pool#QD9191 3.500% 01-Apr-2052, 3.50%, 04/01/52 FR 3133B7F86 - - 496,555 $475,593 $475,593 0.01 $471,829
FHLMC 30yr Pool#SD1414 4.000% 01-Oct-2050, 4.00%, 10/01/50 FR 3132DNSB0 - - 433,319 $426,946 $426,946 0.01 $422,658
Gracie Point International Funding, Series 2023-2 A 6.44671% 01-MAR-2027, 6.45%, 03/01/27 GPIF 2023-2A 38410JAA0 - - 418,538 $425,511 $425,511 0.01 $419,216
FNMA 30yr Pool#CB4329 3.500% 01-Jul-2052, 3.50%, 07/01/52 FN 3140QPY35 - - 423,414 $415,299 $415,299 0.01 $402,477
FNMA 30yr Pool#BV6879 4.500% 01-Apr-2052, 4.50%, 04/01/52 FN 3140MLUD0 - - 404,252 $403,981 $403,981 0.01 $400,746
FNMA 30yr Pool#CB9613 5.500% 01-Dec-2054, 5.50%, 12/01/54 FN 3140QVVF8 - - - $392,519 $392,519 0.01 $0
FNMA 30yr Pool#CA4646 3.000% 01-Feb-2048, 3.00%, 02/01/48 FN 3140QCEU6 - - 417,196 $390,745 $390,745 0.01 $387,036
FHLMC 30yr Pool#QG3397 6.000% 01-May-2053, 6.00%, 05/01/53 FR 3133C3X27 - - 356,768 $379,675 $379,675 0.01 $368,995
FHLMC 30yr Pool#QA8274 3.500% 01-Mar-2050, 3.50%, 03/01/50 FR 3133A3FP8 - - 385,938 $366,196 $366,196 0.01 $363,473
FNMA 30yr Pool#FM3447 4.000% 01-Nov-2049, 4.00%, 11/01/49 FN 3140X6ZM6 - - 351,982 $347,430 $347,430 0.01 $344,258
Connecticut Avenue Securities Trust 2023-R05 1B1 8.44728% 25-JUN-2043, 8.45%, 06/25/43 CAS 2023-R05 207942AC7 - - 312,000 $337,904 $337,904 0.00 $335,854
FHLMC 30yr Pool#SD1966 4.000% 01-Nov-2052, 4.00%, 11/01/52 FR 3132DPFF0 - - 325,132 $319,638 $319,638 0.00 $315,803
FNMA 30yr Pool#BV7632 4.500% 01-Apr-2052, 4.50%, 04/01/52 FN 3140MMPS1 - - 310,608 $310,410 $310,410 0.00 $307,915
FNMA 30yr Pool#AR9225 3.000% 01-Mar-2043, 3.00%, 03/01/43 FN 3138W7HB3 - - 315,927 $300,232 $300,232 0.00 $293,648
FHLMC 30yr Pool#ZN6461 4.000% 01-May-2049, 4.00%, 05/01/49 FR 3131YDFA7 - - 301,479 $296,894 $296,894 0.00 $294,239
FHLMC 30yr Pool#ZT0391 4.000% 01-Nov-2047, 4.00%, 11/01/47 FR 3132ACNG1 - - 297,356 $294,886 $294,886 0.00 $292,242
FHLMC 30yr Pool#QA5150 4.500% 01-Dec-2049, 4.50%, 12/01/49 FR 31346YWK5 - - 264,936 $294,434 $294,434 0.00 $264,919
FNMA 30yr Pool#FS2548 4.000% 01-Mar-2051, 4.00%, 03/01/51 FN 3140XHZN0 - - 294,468 $291,043 $291,043 0.00 $287,223
FNMA 30yr Pool#FS2238 4.000% 01-Mar-2051, 4.00%, 03/01/51 FN 3140XHPY7 - - 285,811 $282,874 $282,874 0.00 $279,269
FNMA 30yr Pool#AS8649 3.000% 01-Jan-2047, 3.00%, 01/01/47 FN 3138WJTF5 - - 302,201 $280,225 $280,225 0.00 $277,866
FNMA 30yr Pool#CB8221 5.500% 01-Mar-2054, 5.50%, 03/01/54 FN 3140QUD37 - - - $264,638 $264,638 0.00 $0
FNMA 30yr Pool#BN3899 4.000% 01-Dec-2048, 4.00%, 12/01/48 FN 3140JLKM5 - - 265,157 $261,500 $261,500 0.00 $259,088
FHLMC 30yr Pool#QA1615 3.500% 01-Aug-2049, 3.50%, 08/01/49 FR 31334XYL7 - - 268,567 $255,347 $255,347 0.00 $253,371
FHLMC 30yr Pool#ZN4240 4.500% 01-Dec-2048, 4.50%, 12/01/48 FR 3131YAV98 - - 247,277 $250,952 $250,952 0.00 $248,645
Fannie Mae REMIC Trust 2012-126 SY 0.18824% 25-NOV-2042, 0.19%, 11/25/42 FNR 2012-126 3136A9ZR2 - - 473,554 $239,958 $239,958 0.00 $239,889
Fannie Mae REMIC Trust 2017-9 VL 3.0% 25-JUL-2028, 3.00%, 07/25/28 FNR 2017-9 3136AVYH6 - - 231,558 $238,918 $238,918 0.00 $229,787
FNMA 30yr Pool#BW0081 4.500% 01-Apr-2052, 4.50%, 04/01/52 FN 3140MRCT2 - - 228,615 $228,424 $228,424 0.00 $226,611
FNMA 30yr Pool#MA3908 4.500% 01-Jan-2050, 4.50%, 01/01/50 FN 31418DKW1 - - 225,542 $228,407 $228,407 0.00 $225,527
FNMA 30yr Pool#MA3687 4.000% 01-Jun-2049, 4.00%, 06/01/49 FN 31418DCZ3 - - 228,447 $225,248 $225,248 0.00 $222,827
FNMA 30yr Pool#MA1327 3.000% 01-Jan-2043, 3.00%, 01/01/43 FN 31418APM4 - - 233,735 $222,285 $222,285 0.00 $218,063
FNMA 30yr Pool#BE3616 4.000% 01-May-2047, 4.00%, 05/01/47 FN 3140FPAS8 - - 220,089 $221,659 $221,659 0.00 $216,493
FHLMC 15yr Pool#SB0040 2.500% 01-Dec-2033, 2.50%, 12/01/33 FR 3132CWBH6 - - 216,365 $215,994 $215,994 0.00 $210,051
FNMA 30yr Pool#BO9819 4.500% 01-Dec-2049, 4.50%, 12/01/49 FN 3140K54D6 - - 208,242 $210,074 $210,074 0.00 $208,228
GNMA II 30yr Pool#MA5192 4.000% 20-May-2048, 4.00%, 05/20/48 G2 36179TXV2 - - 211,039 $208,502 $208,502 0.00 $205,708
FHLMC 30yr Pool#RA1088 4.500% 01-Jul-2049, 4.50%, 07/01/49 FR 3133KGF52 - - 202,438 $204,134 $204,134 0.00 $202,424
FNMA 30yr Pool#AB6280 3.000% 01-Sep-2042, 3.00%, 09/01/42 FN 31417C6S9 - - 189,672 $178,845 $178,845 0.00 $176,955
FNMA 30yr Pool#BO2983 3.000% 01-Sep-2049, 3.00%, 09/01/49 FN 3140JXJ58 - - 189,060 $175,345 $175,345 0.00 $173,906
FHLMC 30yr Pool#SD8040 4.500% 01-Jan-2050, 4.50%, 01/01/50 FR 3132DV4Z5 - - 171,414 $172,862 $172,862 0.00 $171,402
FNMA 30yr Pool#CA4185 4.500% 01-Sep-2049, 4.50%, 09/01/49 FN 3140QBUK2 - - 171,003 $172,161 $172,161 0.00 $170,695
FNMA 30yr Pool#CA4035 4.500% 01-Aug-2049, 4.50%, 08/01/49 FN 3140QBPV4 - - 162,411 $163,776 $163,776 0.00 $162,400
FNMA 30yr Pool#BV7132 4.500% 01-Apr-2052, 4.50%, 04/01/52 FN 3140ML4S6 - - 160,920 $160,791 $160,791 0.00 $159,509
FHLMC 30yr Pool#ZA7158 4.500% 01-Jun-2049, 4.50%, 06/01/49 FR 31329Q5T4 - - 155,731 $157,405 $157,405 0.00 $155,913
FHLMC 30yr Pool#ZT1320 4.000% 01-Nov-2048, 4.00%, 11/01/48 FR 3132ADPD4 - - 157,322 $155,780 $155,780 0.00 $153,721
FNMA 30yr Pool#AB7563 3.000% 01-Jan-2043, 3.00%, 01/01/43 FN 31417EMM0 - - 161,454 $152,573 $152,573 0.00 $151,049
FNMA 30yr Pool#FS2546 4.000% 01-Mar-2051, 4.00%, 03/01/51 FN 3140XHZL4 - - 151,666 $149,730 $149,730 0.00 $148,195
FNMA 30yr Pool#BW0072 4.500% 01-Apr-2052, 4.50%, 04/01/52 FN 3140MRCJ4 - - 135,710 $135,604 $135,604 0.00 $134,521
FNMA 30yr Pool#MA1229 3.000% 01-Oct-2042, 3.00%, 10/01/42 FN 31418ALK2 - - 141,443 $133,684 $133,684 0.00 $132,337
GNMA II 30yr Pool#MA5753 4.000% 20-Feb-2049, 4.00%, 02/20/49 G2 36179UMA7 - - 136,287 $130,341 $130,341 0.00 $129,240
FNMA 30yr Pool#BV7131 4.500% 01-Apr-2052, 4.50%, 04/01/52 FN 3140ML4R8 - - 128,465 $128,365 $128,365 0.00 $127,340
GNMA II 30yr Pool#BF6874 4.500% 20-Jul-2048, 4.50%, 07/20/48 G2 3617GDT77 - - 125,745 $126,158 $126,158 0.00 $125,018
GNMA II 30yr Pool#MA5866 4.000% 20-Apr-2049, 4.00%, 04/20/49 G2 36179UQT2 - - 131,336 $125,970 $125,970 0.00 $124,894
Connecticut Avenue Securities, Series 2021-R03 1M1 4.54728% 25-DEC-2041, 4.55%, 12/25/41 CAS 2021-R03 20754AAA1 - - 122,436 $122,878 $122,878 0.00 $122,445
FNMA 20yr Pool#AB9283 3.000% 01-Apr-2038, 3.00%, 04/01/38 FN 31417GJ56 - - 128,319 $121,071 $121,071 0.00 $119,658
GNMA II 30yr Pool#BK5879 4.500% 20-Nov-2048, 4.50%, 11/20/48 G2 3617J6Q80 - - 110,772 $111,454 $111,454 0.00 $110,518
FNMA 30yr Pool#BM3282 3.500% 01-Dec-2047, 3.50%, 12/01/47 FN 3140J7UG8 - - 111,201 $107,964 $107,964 0.00 $106,501
FHLMC 30yr Pool#QE0318 4.500% 01-Mar-2052, 4.50%, 03/01/52 FR 3133B9K78 - - 107,708 $107,645 $107,645 0.00 $106,774
FNMA 30yr Pool#CA3683 4.500% 01-Jun-2049, 4.50%, 06/01/49 FN 3140QBCV8 - - 105,508 $106,426 $106,426 0.00 $105,501
FHLMC 30yr Pool#ZT1633 4.000% 01-Mar-2047, 4.00%, 03/01/47 FR 3132ADY69 - - 105,218 $104,258 $104,258 0.00 $103,295
FNMA 30yr Pool#CA0108 3.500% 01-Aug-2047, 3.50%, 08/01/47 FN 3140Q7DN4 - - 103,161 $100,393 $100,393 0.00 $98,801
FHLMC 30yr Pool#ZM7577 4.500% 01-Aug-2048, 4.50%, 08/01/48 FR 3131Y2M21 - - 89,358 $90,158 $90,158 0.00 $89,385
Fannie Mae REMIC Trust 2013-130 FN 4.16176% 25-OCT-2042, 4.16%, 10/25/42 FNR 2013-130 3136AHG53 - - 88,091 $87,784 $87,784 0.00 $87,499
FHLMC 30yr Pool#ZM7926 5.000% 01-Sep-2048, 5.00%, 09/01/48 FR 3131Y2YX0 - - 77,204 $79,363 $79,363 0.00 $78,640
FHLMC 30yr Pool#QA2159 3.000% 01-Aug-2049, 3.00%, 08/01/49 FR 31334YMG9 - - 81,925 $74,265 $74,265 0.00 $73,663
FNMA 30yr Pool#MA1447 3.000% 01-May-2043, 3.00%, 05/01/43 FN 31418ATD0 - - 75,799 $71,324 $71,324 0.00 $70,453
Sequoia Mortgage Trust 2019-CH3 A19 4.0% 25-OCT-2049, 4.00%, 09/25/49 SEMT 2019-CH3 81748GBN0 - - 72,184 $67,919 $67,919 0.00 $67,502
FNMA 30yr Pool#AS8547 3.000% 01-Nov-2046, 3.00%, 11/01/46 FN 3138WJP93 - - 70,893 $65,532 $65,532 0.00 $65,013
FNMA 30yr Pool#BD2453 3.000% 01-Jan-2047, 3.00%, 01/01/47 FN 3140F9WP6 - - 65,276 $61,272 $61,272 0.00 $60,418
Fannie Mae REMIC Trust 2010-109 BS 13.24697% 25-OCT-2040, 13.25%, 10/25/40 FNR 2010-109 31398NTM6 - - 41,248 $59,256 $59,256 0.00 $58,545
Fannie Mae REMIC Trust 2006-20 GF 4.16176% 25-APR-2036, 4.16%, 04/25/36 FNR 2006-20 31395BU43 - - 52,708 $52,761 $52,761 0.00 $52,590
A&D Mortgage Trust 2026-NQM1 A1 4.912% 25-FEB-2070, 4.91%, 02/25/71 ADMT 2026-NQM1 00040DAC7 - - - $50,815 $50,815 0.00 $0
FHLMC 15yr Pool#ZK8962 3.000% 01-Sep-2032, 3.00%, 09/01/32 FR 3131XC5X1 - - 50,756 $50,746 $50,746 0.00 $49,629
FHLMC 15yr Pool#ZS7403 3.000% 01-May-2031, 3.00%, 05/01/31 FR 3132A8GL7 - - 45,583 $46,265 $46,265 0.00 $44,847
GS MTG-BKD TRUST 2025-CES2 A1, 5.18%, 09/25/55 GSMBS 2025-CES2 36273BAA7 - - - $43,504 $43,504 0.00 $0
FNMA 30yr Pool#BO1857 4.500% 01-Aug-2049, 4.50%, 08/01/49 FN 3140JWB33 - - 42,622 $42,975 $42,975 0.00 $42,619
FNMA 15yr Pool#BO5957 3.000% 01-Dec-2034, 3.00%, 12/01/34 FN 3140K1TP1 - - 42,668 $42,089 $42,089 0.00 $41,435
Freddie Mac Multiclass Certificates, Series 3380 FM 4.41183% 15-OCT-2037, 4.36%, 10/15/37 FHR 3380 31397KTJ0 - - 40,332 $40,483 $40,483 0.00 $40,444
Freddie Mac Multiclass Certificates, Series 3721 FB 4.32183% 15-SEP-2040, 4.27%, 09/15/40 FHR 3721 3137GAD20 - - 40,071 $40,201 $40,201 0.00 $40,163
Ginnie Mae REMIC Trust 2008-013 FB 4.34838% 20-FEB-2038, 4.28%, 02/20/38 GNR 2008-13 38375PNL1 - - 38,146 $38,934 $38,934 0.00 $38,201
FNMA 30yr Pool#BC0870 3.500% 01-Jan-2046, 3.50%, 01/01/46 FN 3140EU6G9 - - 36,295 $35,432 $35,432 0.00 $34,544
FNMA 15yr Pool#BO7717 3.000% 01-Nov-2034, 3.00%, 11/01/34 FN 3140K3SF0 - - 32,135 $31,773 $31,773 0.00 $31,273
FHLMC 15yr Pool#ZK9163 3.000% 01-Jan-2033, 3.00%, 01/01/33 FR 3131XDFC4 - - 29,988 $30,306 $30,306 0.00 $29,302
A&D MORTGAGE TRUST 2025 NQM1 0% 70, 5.12%, 12/25/70 ADMT 2025-NQM5 00250AAC8 - - - $29,455 $29,455 0.00 $0
Ginnie Mae REMIC Trust 2007-040 FG 4.16838% 20-JUL-2037, 4.10%, 07/20/37 GNR 2007-40 38375KZS4 - - 29,080 $29,253 $29,253 0.00 $28,910
Ginnie Mae REMIC Trust 2004-069 CF 4.24838% 20-JUL-2034, 4.18%, 07/20/34 GNR 2004-69 38374JAT3 - - 24,692 $25,225 $25,225 0.00 $24,703
RCKT MORT 2025-CES9 FLT 2055 A1A, 4.79%, 09/25/55 RCKT 2025-CES9 74942JAA2 - - - $24,644 $24,644 0.00 $0
Fannie Mae REMIC Trust 2013-2 QF 4.31176% 25-FEB-2043, 4.31%, 02/25/43 FNR 2013-2 3136AB4P5 - - 23,386 $23,491 $23,491 0.00 $23,413
Ginnie Mae REMIC Trust 2007-059 FA 4.34838% 20-OCT-2037, 4.28%, 10/20/37 GNR 2007-59 38375LPU8 - - 23,142 $23,471 $23,471 0.00 $23,153
FHLMC 30yr Pool#ZN2165 4.500% 01-Dec-2048, 4.50%, 12/01/48 FR 3131Y8MN2 - - 22,517 $22,955 $22,955 0.00 $22,755
Ginnie Mae REMIC Trust 2010-133 FD 4.22186% 16-OCT-2040, 4.20%, 10/16/40 GNR 2010-133 38377MHV1 - - 20,351 $20,374 $20,374 0.00 $20,357
RCKT Mortgage Trust 2024-CES6 A1B 5.546% 25-SEP-2044, 5.55%, 09/25/44 RCKT 2024-CES6 749410AB2 - - - $19,050 $19,050 0.00 $0
Ginnie Mae REMIC Trust 2008-016 FC 4.34838% 20-FEB-2038, 4.28%, 02/20/38 GNR 2008-16 383742FU2 - - 18,502 $18,916 $18,916 0.00 $18,530
Ginnie Mae REMIC Trust 2007-037 FW 4.15838% 20-JUN-2037, 4.09%, 06/20/37 GNR 2007-37 38375KNR9 - - 18,372 $18,670 $18,670 0.00 $18,270
A&D MORTGAGE TR 2025-NQM4 A1, 5.22%, 10/25/70 ADMT 2025-NQM4 002941AA0 - - - $17,964 $17,964 0.00 $0
Ginnie Mae REMIC Trust 2005-065 FA 3.99838% 20-AUG-2035, 3.93%, 08/20/35 GNR 2005-65 38374LL25 - - 17,507 $17,870 $17,870 0.00 $17,339
Ginnie Mae REMIC Trust 2004-059 FP 4.09186% 16-AUG-2034, 4.07%, 08/16/34 GNR 2004-59 38374HYS3 - - 17,407 $17,382 $17,382 0.00 $17,368
Fannie Mae REMIC Trust 2002-53 FK 4.21176% 25-APR-2032, 4.21%, 04/25/32 FNR 2002-53 31392EHN3 - - 15,831 $15,856 $15,856 0.00 $15,804
Freddie Mac Multiclass Certificates, Series 2426 FL 4.47183% 15-MAR-2032, 4.42%, 03/15/32 FHR 2426 31339W7G5 - - 15,730 $15,799 $15,799 0.00 $15,784
FHLMC 30yr Pool#ZT0252 3.000% 01-Dec-2047, 3.00%, 12/01/47 FR 3132ACH52 - - 16,530 $15,450 $15,450 0.00 $15,300
Ginnie Mae REMIC Trust 2005-048 AF 4.04838% 20-JUN-2035, 3.98%, 06/20/35 GNR 2005-48 38374LHM6 - - 14,871 $15,118 $15,118 0.00 $14,780
Fannie Mae REMIC Trust 2005-83 KT 4.11176% 25-OCT-2035, 4.11%, 10/25/35 FNR 2005-83 31394FUL7 - - 13,650 $13,620 $13,620 0.00 $13,576
Fannie Mae REMIC Trust 2007-89 GF 4.33176% 25-SEP-2037, 4.33%, 09/25/37 FNR 2007-89 31396XPM0 - - 12,816 $12,899 $12,899 0.00 $12,854
FHLMC 30yr Pool#ZM2269 3.000% 01-Dec-2046, 3.00%, 12/01/46 FR 3131XVQW8 - - 12,259 $11,436 $11,436 0.00 $11,339
Freddie Mac Multiclass Certificates, Series 2551 FD 4.22183% 15-JAN-2033, 4.17%, 01/15/33 FHR 2551 31393JAZ1 - - 11,249 $11,241 $11,241 0.00 $11,231
Ginnie Mae REMIC Trust 2012-075 FP 4.14838% 20-JUL-2041, 4.08%, 07/20/41 GNR 2012-75 38378EZ55 - - 10,561 $10,856 $10,856 0.00 $10,587
Ginnie Mae REMIC Trust 2007-061 FA 4.34838% 20-OCT-2037, 4.28%, 10/20/37 GNR 2007-61 38375LLN8 - - 9,399 $9,644 $9,644 0.00 $9,404
GNMA II 30yr Pool#BK6072 5.000% 20-Jan-2049, 5.00%, 01/20/49 G2 3617J6W91 - - 8,929 $9,162 $9,162 0.00 $9,073
Fannie Mae REMIC Trust 2010-123 FL 4.24176% 25-NOV-2040, 4.24%, 11/25/40 FNR 2010-123 31398N2W3 - - 8,836 $8,860 $8,860 0.00 $8,831
Freddie Mac Multiclass Certificates, Series 2410, excluding Group 6 FX 4.17183% 15-FEB-2032, 4.12%, 02/15/32 FHR 2410 31339NJN7 - - 8,717 $8,704 $8,704 0.00 $8,696
FNMA 15yr Pool#AS8207 2.500% 01-Oct-2031, 2.50%, 10/01/31 FN 3138WJDM7 - - 8,619 $8,596 $8,596 0.00 $8,374
Freddie Mac Multiclass Certificates, Series 3028 FM 4.07183% 15-SEP-2035, 4.02%, 09/15/35 FHR 3028 31396AFB5 - - 7,638 $7,627 $7,627 0.00 $7,620
FNMA 15yr Pool#BM1036 2.500% 01-Feb-2032, 2.50%, 02/01/32 FN 3140J5EJ4 - - 7,636 $7,623 $7,623 0.00 $7,417
FNMA 15yr Pool#AS7643 2.500% 01-Aug-2031, 2.50%, 08/01/31 FN 3138WHP55 - - 7,632 $7,578 $7,578 0.00 $7,415
Fannie Mae REMIC Trust 2003-87 FG 4.31176% 25-SEP-2033, 4.31%, 09/25/33 FNR 2003-87 31393E4W6 - - 7,532 $7,570 $7,570 0.00 $7,545
Fannie Mae REMIC Trust 2012-100 FG 4.21176% 25-SEP-2042, 4.21%, 09/25/42 FNR 2012-100 3136A8QW3 - - 7,436 $7,437 $7,437 0.00 $7,412
Ginnie Mae REMIC Trust 2007-018 FD 4.14838% 20-APR-2037, 4.08%, 04/20/37 GNR 2007-18 38375JC86 - - 6,794 $6,826 $6,826 0.00 $6,752
Fannie Mae REMIC Trust 2002-16 VF 4.36176% 25-APR-2032, 4.36%, 04/25/32 FNR 2002-16 31392CWW0 - - 6,629 $6,663 $6,663 0.00 $6,640
Ginnie Mae REMIC Trust 2010-006 FG 4.39186% 16-JAN-2040, 4.37%, 01/16/40 GNR 2010-6 38376TSC7 - - 6,523 $6,563 $6,563 0.00 $6,558
FHLMC 15yr Pool#ZK8405 2.500% 01-Dec-2031, 2.50%, 01/22/31 FR 3131XCKS5 - - 6,546 $6,515 $6,515 0.00 $6,351
Fannie Mae REMIC Trust 2010-95 FB 4.21176% 25-SEP-2040, 4.21%, 09/25/40 FNR 2010-95 31398NEX8 - - 5,674 $5,689 $5,689 0.00 $5,670
Freddie Mac Multiclass Certificates, Series 3738 FD 4.12183% 15-AUG-2040, 4.07%, 08/15/40 FHR 3738 3137GAYQ4 - - 5,294 $5,297 $5,297 0.00 $5,292
FNMA 30yr Pool#MA3694 4.500% 01-Jul-2049, 4.50%, 07/01/49 FN 31418DC83 - - 4,349 $4,422 $4,422 0.00 $4,349
FHLMC 30yr Pool#ZN0650 3.000% 01-Mar-2043, 3.00%, 03/01/43 FR 3131Y6WK1 - - 1,621 $1,541 $1,541 0.00 $1,507
Ginnie Mae REMIC Trust 1999-27 FE 4.19186% 16-AUG-2029, 4.17%, 08/16/29 GNR 1999-27 3837H2WA3 - - 1,212 $1,213 $1,213 0.00 $1,212
Freddie Mac Multiclass Certificates, Series 2469 FE 4.32183% 15-JUL-2032, 4.27%, 07/15/32 FHR 2469 31392RC58 - - 1,201 $1,202 $1,202 0.00 $1,200
Ginnie Mae REMIC Trust 2010-125 VF 4.19838% 20-JUN-2040, 4.13%, 06/20/40 GNR 2010-125 38377JYJ6 - - 331.00 $338 $338 0.00 $330
US 5YR NOTE (CBT) Jun26 JUN 26 FVM6 FUTURES_USD - 3,969 $434,729,531 $0 0.00 $0
US ULTRA BOND CBT Jun26 JUN 26 WNM6 FUTURES_USD - -668.00 $-80,055,625 $0 0.00 $0
US 10yr Ultra Fut Jun26 JUN 26 UXYM6 FUTURES_USD - -1,865 $-215,465,781 $0 0.00 $0
US 10YR NOTE (CBT)Jun26 JUN 26 TYM6 FUTURES_USD - -1,578 $-178,116,750 $0 0.00 $0
UMBS TBA 30yr 4.5% March Delivery, 4.50%, 03/12/26 FNCL 01F042632 - - -354,858,314 $-349,877,168 $-349,877,168 -5.16 $-349,877,168
UMBS TBA 30yr 5.5% March Delivery, 5.50%, 03/12/26 FNCL 01F052631 - - -447,981,479 $-455,028,228 $-455,028,228 -6.71 $-455,028,228
UMBS TBA 30yr 4% March Delivery, 4.00%, 03/12/26 FNCL 01F040636 - - -543,048,893 $-524,658,542 $-524,658,542 -7.74 $-524,658,542
UMBS TBA 30yr 5% March Delivery, 5.00%, 03/12/26 FNCL 01F050635 - - -552,794,467 $-554,535,770 $-554,535,770 -8.18 $-554,535,770
SEGREGATED CASH SEGCASH - $0.00 9,969,488 $9,969,488 $9,969,488 0.15 $9,969,488
ALMSUM ALMSUM - $0.00 - $0 $0 0.00 $0
US DOLLARS USD MD_142224 - - -2,366,924,310 $-2,366,924,310 $-2,366,924,310 -34.91 $-2,366,924,310
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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