Please ensure Javascript is enabled for purposes of website accessibility Mortgage-Backed Securities ETF - Janus Henderson Investors - US Advisor
{{banner.link_text}}
For Financial Professionals in the US

Mortgage-Backed Securities ETF Holdings

Full Portfolio Holdings

(As of 04/02/2026)

Ticker Cusip Underlying Security Strike Price Quantity (Shares/ Par/ Units/ Contracts) Notional Value Market Value Weight % Current Market Value
UMBS TBA 30yr 2.5% April Delivery, 2.50%, 04/13/26 FNCL 01F022642 - 1,560,339,894 $1,316,422,881 $1,316,422,881 19.95 $1,316,422,881
GNMA II TBA 30yr 2.5% April Delivery, 2.50%, 04/21/26 G2SF 21H022648 - 727,391,414 $626,386,570 $626,386,570 9.50 $626,386,570
UMBS TBA 30yr 5% April Delivery, 5.00%, 04/13/26 FNCL 01F050643 - 452,226,807 $447,098,103 $447,098,103 6.78 $447,098,103
UMBS TBA 30yr 3% April Delivery, 3.00%, 04/13/26 FNCL 01F030645 - 502,748,354 $443,211,386 $443,211,386 6.72 $443,211,386
GNMA II TBA 30yr 5% April Delivery, 5.00%, 04/21/26 G2SF 21H050649 - 394,649,194 $391,546,067 $391,546,067 5.94 $391,546,067
UMBS TBA 30yr 2% April Delivery, 2.00%, 04/13/26 FNCL 01F020646 - 369,488,255 $298,031,074 $298,031,074 4.52 $298,031,074
UMBS TBA 30yr 5.5% April Delivery, 5.50%, 04/13/26 FNCL 01F052649 - 288,302,479 $290,213,924 $290,213,924 4.41 $290,213,924
UMBS TBA 30yr 6% April Delivery, 6.00%, 04/13/26 FNCL 01F060642 - 242,427,161 $247,530,253 $247,530,253 3.76 $247,530,253
FNMA 30yr Pool#CB9430 5.500% 01-Nov-2054, 5.50%, 11/01/54 FN 3140QVPQ1 - 179,303,569 $182,674,851 $182,674,851 2.78 $181,798,256
GNMA II TBA 30yr 5.5% April Delivery, 5.50%, 04/21/26 G2SF 21H052645 - 168,601,000 $169,966,668 $169,966,668 2.58 $169,966,668
GNMA II TBA 30yr 3% April Delivery, 3.00%, 04/21/26 G2SF 21H030641 - 182,289,962 $162,911,445 $162,911,445 2.48 $162,911,445
UMBS TBA 30yr 3.5% April Delivery, 3.50%, 04/13/26 FNCL 01F032641 - 160,921,000 $147,849,065 $147,849,065 2.25 $147,849,065
FNMA 30yr Pool#CB9787 5.000% 01-Jan-2055, 5.00%, 01/01/55 FN 3140QV2V5 - 130,150,994 $130,433,925 $130,433,925 1.98 $129,855,477
GNMA II TBA 30yr 3.5% May Delivery, 3.50%, 05/20/26 G2SF 21H032654 - 136,959,377 $125,186,623 $125,186,623 1.90 $125,186,623
FHLMC 30yr Pool#SL3350 6.000% 01-Nov-2055, 6.00%, 11/01/55 FR 31427QWL2 - 115,128,821 $119,394,225 $119,394,225 1.81 $118,780,205
FNMA 30yr Pool#FA2754 4.500% 01-Jan-2049, 4.50%, 01/01/49 FN 3140W3BY4 - 115,043,980 $113,531,287 $113,531,287 1.72 $113,071,111
GNMA II TBA 30yr 4.5% April Delivery, 4.50%, 04/21/26 G2SF 21H042646 - 115,940,488 $112,169,987 $112,169,987 1.70 $112,169,987
FHLMC 30yr Pool#SL3899 5.000% 01-Jan-2056, 5.00%, 01/01/56 FR 31427RKM1 - 110,532,627 $110,772,910 $110,772,910 1.68 $110,281,654
FNMA 30yr Pool#FS1133 4.000% 01-Oct-2051, 4.00%, 10/01/51 FN 3140XGHK8 - 109,956,331 $105,348,043 $105,348,043 1.60 $104,957,087
FNMA 30yr Pool#FM7460 4.000% 01-Mar-2051, 4.00%, 03/01/51 FN 3140XBJE1 - 104,110,891 $99,747,585 $99,747,585 1.51 $99,377,413
GNMA II TBA 30yr 4% April Delivery, 4.00%, 04/21/26 G2SF 21H040640 - 105,718,688 $99,202,822 $99,202,822 1.50 $99,202,822
UMBS TBA 30yr 6.5% April Delivery, 6.50%, 04/13/26 FNCL 01F062648 - 95,781,000 $99,155,365 $99,155,365 1.50 $99,155,365
FNMA 30yr Pool#FA4553 5.000% 01-Feb-2056, 5.00%, 02/01/56 FN 3140W5BX1 - 87,772,442 $88,227,244 $88,227,244 1.34 $87,837,144
FNMA 30yr Pool#FA3025 5.500% 01-Sep-2055, 5.50%, 09/01/55 FN 3140W3LF4 - 84,271,891 $86,900,252 $86,900,252 1.32 $86,488,256
FNMA 30yr Pool#FA3182 6.000% 01-Oct-2055, 6.00%, 10/01/55 FN 3140W3RC5 - 83,098,114 $86,088,768 $86,088,768 1.30 $85,645,578
GNMA II TBA 30yr 3.5% April Delivery, 3.50%, 04/21/26 G2SF 21H032647 - 89,397,588 $82,061,086 $82,061,086 1.24 $82,061,086
FHLMC 30yr Pool#SL2464 4.500% 01-Dec-2048, 4.50%, 12/01/48 FR 31427PW26 - 81,258,335 $80,189,884 $80,189,884 1.21 $79,864,850
FNMA 30yr Pool#FA3036 5.500% 01-Oct-2055, 5.50%, 10/01/55 FN 3140W3LS6 - 74,726,961 $76,866,752 $76,866,752 1.16 $76,501,420
FHLMC 30yr Pool#RJ4363 5.500% 01-Jun-2055, 5.50%, 06/01/55 FR 3142GUZ55 - 74,055,774 $76,176,346 $76,176,346 1.15 $75,814,295
FHLMC 30yr Pool#SD1046 4.000% 01-Jul-2052, 4.00%, 07/01/52 FR 3132DNET6 - 79,105,053 $75,790,016 $75,790,016 1.15 $75,508,754
FNMA 30yr Pool#FA3037 5.500% 01-Oct-2055, 5.50%, 10/01/55 FN 3140W3LT4 - 67,724,494 $69,526,883 $69,526,883 1.05 $69,195,786
FNMA 30yr Pool#FA0574 5.500% 01-Jan-2055, 5.50%, 01/01/55 FN 3140W0T88 - 66,854,351 $68,713,348 $68,713,348 1.04 $68,386,504
FNMA 30yr Pool#FS8993 6.000% 01-Jul-2054, 6.00%, 07/01/54 FN 3140XQ7F8 - 63,117,522 $65,249,696 $65,249,696 0.99 $64,913,069
FNMA 30yr Pool#FA0573 5.000% 01-Jan-2055, 5.00%, 01/01/55 FN 3140W0T70 - 60,607,023 $60,921,064 $60,921,064 0.92 $60,651,699
FNMA 30yr Pool#FA4270 5.000% 01-Dec-2055, 5.00%, 12/01/55 FN 3140W4W86 - 59,134,804 $59,406,771 $59,406,771 0.90 $59,143,950
FHLMC 30yr Pool#SL1188 5.500% 01-Apr-2055, 5.50%, 04/01/55 FR 31427NKA6 - 56,264,243 $57,721,134 $57,721,134 0.87 $57,446,064
Fannie Mae Pool|5|03/01/2056, 5.00%, 03/01/56 FN 3140W5TC8 - 57,260,932 $57,447,707 $57,447,707 0.87 $57,193,214
UMBS TBA 30yr 6% May Delivery, 6.00%, 05/13/26 FNCL 01F060659 - 56,246,824 $57,361,636 $57,361,636 0.87 $57,361,636
FNMA 30yr Pool#FA4000 5.000% 01-Jun-2055, 5.00%, 06/01/55 FN 3140W4NS2 - 55,257,785 $55,544,109 $55,544,109 0.84 $55,298,519
FHLMC 30yr Pool#SL2435 6.500% 01-Feb-2055, 6.50%, 02/01/55 FR 31427PV50 - 51,555,318 $54,038,179 $54,038,179 0.82 $53,740,304
FNMA 30yr Pool#CB9654 5.000% 01-Dec-2054, 5.00%, 12/01/54 FN 3140QVWQ3 - 50,665,467 $50,775,607 $50,775,607 0.77 $50,550,427
FNMA 30yr Pool#FA2246 5.500% 01-Jul-2055, 5.50%, 07/01/55 FN 3140W2P88 - 49,379,703 $50,693,872 $50,693,872 0.77 $50,452,460
FNMA 30yr Pool#FA3827 5.000% 01-Dec-2055, 5.00%, 12/01/55 FN 3140W4HD2 - 50,332,328 $50,063,000 $50,063,000 0.76 $49,839,300
FHLMC 30yr Pool#SL0239 5.000% 01-Jan-2055, 5.00%, 01/01/55 FR 31427MHR5 - 49,561,918 $49,669,659 $49,669,659 0.75 $49,449,384
FNMA 30yr Pool#FA3128 5.500% 01-Oct-2055, 5.50%, 10/01/55 FN 3140W3PN3 - 46,816,567 $48,296,635 $48,296,635 0.73 $48,067,754
FNMA 30yr Pool#CC2018 5.500% 01-Feb-2056, 5.50%, 02/01/56 FN 3140Y8G42 - 46,568,911 $47,808,275 $47,808,275 0.72 $47,580,605
FNMA 30yr Pool#FA4155 5.000% 01-Jan-2056, 5.00%, 01/01/56 FN 3140W4TM9 - 46,200,344 $46,439,735 $46,439,735 0.70 $46,234,400
FNMA 30yr Pool#FA3572 5.000% 01-Nov-2055, 5.00%, 11/01/55 FN 3140W36J3 - 46,040,839 $46,279,404 $46,279,404 0.70 $46,074,778
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA2 M2 7.4119% 25-FEB-2042, 7.41%, 02/25/42 STACR 2022-DNA2 35564KRN1 - 45,174,272 $46,220,160 $46,220,160 0.70 $46,136,453
FNMA 30yr Pool#FA4202 5.000% 01-Jan-2056, 5.00%, 01/01/56 FN 3140W4U47 - 44,781,434 $44,987,389 $44,987,389 0.68 $44,788,360
FHLMC 30yr Pool#SD7343 5.500% 01-Jan-2055, 5.50%, 01/01/55 FR 3132DVEQ4 - 43,451,561 $44,576,685 $44,576,685 0.68 $44,364,255
FHLMC 30yr Pool#SL4015 5.500% 01-Jan-2056, 5.50%, 01/01/56 FR 31427RN97 - 42,617,142 $43,483,260 $43,483,260 0.66 $43,274,910
FNMA 30yr Pool#CC1926 5.000% 01-Feb-2056, 5.00%, 02/01/56 FN 3140Y8D86 - 42,291,261 $42,564,022 $42,564,022 0.64 $42,376,061
FNMA 30yr Pool#FA3435 5.000% 01-Nov-2055, 5.00%, 11/01/55 FN 3140W3Y94 - 42,261,133 $42,480,113 $42,480,113 0.64 $42,292,285
FNMA 30yr Pool#FS9779 5.500% 01-Nov-2054, 5.50%, 11/01/54 FN 3140XR2M6 - 41,287,405 $42,218,765 $42,218,765 0.64 $42,016,916
FNMA 40yr Pool#BF0646 2.500% 01-Jun-2062, 2.50%, 06/01/62 FN 3140FXWG3 - 47,805,632 $40,019,465 $40,019,465 0.61 $39,913,230
FNMA 30yr Pool#FS8881 4.500% 01-Sep-2053, 4.50%, 09/01/53 FN 3140XQ2P1 - 39,393,726 $38,798,036 $38,798,036 0.59 $38,640,461
FHLMC 30yr Pool#ZT2413 4.000% 01-Feb-2041, 4.00%, 02/01/41 FR 3132AEVE3 - 39,370,792 $38,688,356 $38,688,356 0.59 $38,548,371
FHLMC 30yr Pool#SL0046 6.000% 01-Jan-2055, 6.00%, 01/01/55 FR 31427MBQ3 - 36,572,135 $37,807,579 $37,807,579 0.57 $37,612,528
New Residential Mortgage LLC 6.545% 25-MAR-2032, 6.54%, 03/25/32 NZES 2025-FHT 64832EAA7 - 36,572,373 $36,729,618 $36,729,618 0.56 $36,676,425
FHLMC 30yr Pool#SI2101 4.000% 01-Sep-2048, 4.00%, 09/01/48 FR 3133USKN0 - 38,145,293 $36,589,750 $36,589,750 0.55 $36,454,122
FHLMC 30yr Pool#SL0938 4.000% 01-Jul-2050, 4.00%, 07/01/50 FR 31427NBG3 - 37,201,315 $36,301,564 $36,301,564 0.55 $36,169,292
FNMA 40yr Pool#BF0598 2.500% 01-Mar-2062, 2.50%, 03/01/62 FN 3140FXUY6 - 43,207,381 $36,173,509 $36,173,509 0.55 $36,077,492
FNMA 30yr Pool#FA1951 6.000% 01-Jun-2055, 6.00%, 06/01/55 FN 3140W2EZ0 - 34,764,036 $35,962,858 $35,962,858 0.54 $35,777,450
Freddie Mac Pool|5|03/01/2056, 5.00%, 03/01/56 FR 31427R5N6 - 35,529,675 $35,713,775 $35,713,775 0.54 $35,555,866
FNMA 30yr Pool#FA0576 5.500% 01-Jan-2055, 5.50%, 01/01/55 FN 3140W0UA1 - 34,268,891 $35,201,632 $35,201,632 0.53 $35,034,095
FNMA 30yr Pool#CC2016 5.500% 01-Feb-2056, 5.50%, 02/01/56 FN 3140Y8G26 - 33,943,186 $34,915,142 $34,915,142 0.53 $34,749,198
FHLMC 30yr Pool#SL1632 4.000% 01-Nov-2053, 4.00%, 11/01/53 FR 31427NY60 - 36,414,781 $34,883,072 $34,883,072 0.53 $34,753,597
FNMA 30yr Pool#FA1557 6.000% 01-May-2055, 6.00%, 05/01/55 FN 3140W1WT6 - 32,436,709 $33,532,454 $33,532,454 0.51 $33,359,458
FNMA 30yr Pool#FA3191 5.500% 01-Oct-2055, 5.50%, 10/01/55 FN 3140W3RM3 - 31,994,606 $32,846,096 $32,846,096 0.50 $32,689,678
FNMA 30yr Pool#FA3105 6.000% 01-May-2055, 6.00%, 05/01/55 FN 3140W3NX3 - 30,772,871 $31,839,363 $31,839,363 0.48 $31,675,241
FNMA 30yr Pool#FA3682 5.500% 01-Feb-2055, 5.50%, 02/01/55 FN 3140W4CU9 - 30,817,783 $31,650,720 $31,650,720 0.48 $31,500,055
Fannie Mae Pool|5|02/01/2056, 5.00%, 02/01/56 FN 3140W5L77 - 31,484,919 $31,638,894 $31,638,894 0.48 $31,498,961
FNMA 30yr Pool#FA0603 4.500% 01-Sep-2051, 4.50%, 09/01/51 FN 3140W0U52 - 31,560,155 $31,193,698 $31,193,698 0.47 $31,067,457
FNMA 30yr Pool#FA1560 5.500% 01-Apr-2055, 5.50%, 04/01/55 FN 3140W1WW9 - 29,579,417 $30,435,123 $30,435,123 0.46 $30,290,513
FHLMC 30yr Pool#TA2617 5.000% 01-Jan-2056, 5.00%, 01/01/56 FR 3142JQ4B2 - 30,004,697 $29,844,141 $29,844,141 0.45 $29,710,787
FNMA 40yr Pool#BF0698 3.500% 01-Dec-2062, 3.50%, 12/01/62 FN 3140FXX49 - 32,573,698 $29,778,849 $29,778,849 0.45 $29,677,509
FHLMC 30yr Pool#SL0238 5.000% 01-May-2054, 5.00%, 05/01/54 FR 31427MHQ7 - 29,647,670 $29,712,120 $29,712,120 0.45 $29,580,353
FHLMC 30yr Pool#SL2558 6.000% 01-Aug-2055, 6.00%, 08/01/55 FR 31427PZY3 - 28,685,273 $29,686,468 $29,686,468 0.45 $29,533,479
FNMA 30yr Pool#CC1930 5.000% 01-Feb-2056, 5.00%, 02/01/56 FN 3140Y8EC6 - 29,433,983 $29,569,353 $29,569,353 0.45 $29,438,535
Structured Agency Credit Risk (STACR) Debt Notes, Series 2022-HQA1 M2 8.9119% 25-MAR-2042, 8.91%, 03/25/42 STACR 2022-HQA1 35564KTJ8 - 28,504,473 $29,561,004 $29,561,004 0.45 $29,497,497
FNMA 30yr Pool#FA4117 4.500% 01-Sep-2051, 4.50%, 09/01/51 FN 3140W4SF5 - 29,080,554 $28,832,864 $28,832,864 0.44 $28,716,542
FHLMC 30yr Pool#SL1291 4.000% 01-Nov-2054, 4.00%, 11/01/54 FR 31427NNH8 - 29,817,739 $28,563,520 $28,563,520 0.43 $28,457,502
FNMA 30yr Pool#FS8335 4.500% 01-Jan-2051, 4.50%, 01/01/51 FN 3140XQHM2 - 28,696,272 $28,363,070 $28,363,070 0.43 $28,248,284
FNMA 30yr Pool#FA1798 4.000% 01-Aug-2052, 4.00%, 08/01/52 FN 3140W17L1 - 28,688,880 $27,488,861 $27,488,861 0.42 $27,386,856
FNMA 30yr Pool#FS9788 5.500% 01-Nov-2054, 5.50%, 11/01/54 FN 3140XR2W4 - 26,580,349 $27,071,516 $27,071,516 0.41 $26,941,568
FNMA 30yr Pool#FS8681 4.500% 01-Oct-2050, 4.50%, 10/01/50 FN 3140XQUF2 - 27,249,185 $26,932,785 $26,932,785 0.41 $26,823,789
FHLMC 30yr Pool#SD1143 4.500% 01-Sep-2050, 4.50%, 09/01/50 FR 3132DNHU0 - 25,708,951 $25,410,435 $25,410,435 0.38 $25,307,599
NRM MSR-Collateralized Notes, Series 2024-FNT1 A 7.398% 25-NOV-2029, 7.40%, 11/25/31 NZES 2024-FNT1 62956YAA7 - 24,941,325 $25,142,746 $25,142,746 0.38 $25,101,743
FHLMC 30yr Pool#SD3271 5.500% 01-Jun-2053, 5.50%, 06/01/53 FR 3132DQT48 - 23,943,532 $24,667,423 $24,667,423 0.37 $24,550,365
FNMA 30yr Pool#FA3714 5.000% 01-Nov-2055, 5.00%, 11/01/55 FN 3140W4DU8 - 24,515,385 $24,653,312 $24,653,312 0.37 $24,544,354
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-HQA3 M2 5.7619% 25-SEP-2041, 5.76%, 09/25/41 STACR 2021-HQA3 35564KJP5 - 23,964,288 $24,074,482 $24,074,482 0.36 $24,039,962
FNMA 30yr Pool#FS9239 4.500% 01-Jan-2051, 4.50%, 01/01/51 FN 3140XRHR9 - 23,498,643 $23,225,792 $23,225,792 0.35 $23,131,798
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2025-HQA1 M2 5.3119% 25-FEB-2045, 5.31%, 02/25/45 STACR 2025-HQA1 35564NHA4 - 23,060,148 $23,030,709 $23,030,709 0.35 $23,000,086
JP MORGAN MORTGAGE TRUST 2 5.777% 55, 5.50%, 11/25/55 JPMMT 2025-5MPR 46593VAD9 - 22,337,370 $22,407,857 $22,407,857 0.34 $22,298,652
FNMA 30yr Pool#FA4386 5.500% 01-Jan-2056, 5.50%, 01/01/56 FN 3140W42U0 - 21,606,408 $22,242,291 $22,242,291 0.34 $22,136,660
FHLMC 30yr Pool#TA4415 5.000% 01-Jan-2056, 5.00%, 01/01/56 FR 3142JS3Z6 - 22,337,325 $22,217,798 $22,217,798 0.34 $22,118,521
FNMA 30yr Pool#CC1195 5.000% 01-Oct-2055, 5.00%, 10/01/55 FN 3140Y7KH0 - 21,527,448 $21,638,995 $21,638,995 0.33 $21,543,317
PRET 2025-RPL3 Trust A1 4.15% 25-APR-2065, 4.15%, 04/25/65 PRET 2025-RPL3 69382RAA1 - 21,960,330 $21,563,209 $21,563,209 0.33 $21,482,200
FNMA 30yr Pool#FM7840 4.000% 01-Apr-2050, 4.00%, 04/01/50 FN 3140XBWA4 - 22,485,496 $21,543,125 $21,543,125 0.33 $21,463,177
Connecticut Avenue Securities Trust 2022-R02 2M2 6.6619% 25-JAN-2042, 6.66%, 01/25/42 CAS 2022-R02 20754BAB7 - 21,005,945 $21,261,353 $21,261,353 0.32 $21,226,368
FHLMC 30yr Pool#SD5061 5.500% 01-Mar-2054, 5.50%, 03/01/54 FR 3132DSTS1 - 20,594,884 $21,191,167 $21,191,167 0.32 $21,090,481
FNMA 30yr Pool#FA1129 6.500% 01-Jun-2054, 6.50%, 06/01/54 FN 3140W1HF3 - 20,188,300 $21,160,552 $21,160,552 0.32 $21,043,908
FNMA 30yr Pool#FS4781 4.000% 01-Oct-2051, 4.00%, 10/01/51 FN 3140XLJ33 - 21,929,928 $21,010,841 $21,010,841 0.32 $20,932,868
FNMA 30yr Pool#FS7225 4.000% 01-Aug-2051, 4.00%, 08/01/51 FN 3140XPA33 - 21,799,771 $20,910,789 $20,910,789 0.32 $20,833,279
FNMA 30yr Pool#FA1128 6.500% 01-Aug-2054, 6.50%, 08/01/54 FN 3140W1HE6 - 19,845,859 $20,764,037 $20,764,037 0.31 $20,649,372
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-DNA6 B2 11.1619% 25-OCT-2041, 11.16%, 10/25/41 STACR 2021-DNA6 35564KLV9 - 19,937,000 $20,739,190 $20,739,190 0.31 $20,487,424
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA5 M2 10.4119% 25-JUN-2042, 10.41%, 06/25/42 STACR 2022-DNA5 35564KYW3 - 19,321,656 $20,617,990 $20,617,990 0.31 $20,567,696
RCKT Mortgage Trust 2026-CES2 A3 5.255% 25-FEB-2056, 5.25%, 02/25/56 RCKT 2026-CES2 74940EAD9 - 20,600,000 $20,351,789 $20,351,789 0.31 $20,255,564
FNMA 30yr Pool#CB7112 5.500% 01-Sep-2053, 5.50%, 09/01/53 FN 3140QS3W9 - 19,624,812 $20,198,233 $20,198,233 0.31 $20,102,290
FNMA 40yr Pool#BF0226 3.500% 01-Jan-2058, 3.50%, 01/01/58 FN 3140FXHC9 - 21,579,934 $20,078,921 $20,078,921 0.30 $20,011,784
FHLMC 30yr Pool#SD6989 5.500% 01-Nov-2054, 5.50%, 11/01/54 FR 3132DUXS1 - 19,646,929 $20,009,976 $20,009,976 0.30 $19,913,925
FNMA 40yr Pool#BF0713 4.000% 01-Mar-2063, 4.00%, 03/01/63 FN 3140FXYK2 - 20,835,715 $19,850,698 $19,850,698 0.30 $19,776,615
FNMA 30yr Pool#FS6382 4.000% 01-Aug-2051, 4.00%, 08/01/51 FN 3140XNCU6 - 20,657,627 $19,815,221 $19,815,221 0.30 $19,741,771
FNMA 40yr Pool#BF0807 3.500% 01-Apr-2064, 3.50%, 04/01/64 FN 3140FX3R1 - 21,518,426 $19,669,785 $19,669,785 0.30 $19,602,839
Finance of America Structured Securities Trust, 2025-S1 A1 3.5% 25-FEB-2075, 3.50%, 02/25/75 FASST 2025-S1 31741BAB0 - 20,272,345 $19,647,133 $19,647,133 0.30 $19,631,366
Citigroup Mortgage Loan Trust 2025-LTV1 A1 5.237% 25-DEC-2055, 5.24%, 12/25/55 CMLTI 2025-LTV1 17332XAA8 - 19,404,104 $19,445,119 $19,445,119 0.29 $19,354,791
FINANCE OF AMERICA STRUC 3.28125% 74, 3.50%, 04/25/74 FASST 2024-S3 31739WAB8 - 19,555,485 $19,099,927 $19,099,927 0.29 $19,084,718
FNMA 30yr Pool#FS5028 4.000% 01-Oct-2051, 4.00%, 10/01/51 FN 3140XLSS8 - 19,520,471 $18,702,364 $18,702,364 0.28 $18,632,958
FHLMC 30yr Pool#SL0850 4.000% 01-Jul-2049, 4.00%, 07/01/49 FR 31427M5L1 - 19,022,674 $18,627,652 $18,627,652 0.28 $18,560,016
RCKT MOR 2025-CES9 FLT 2055 A1B, 5.00%, 09/25/55 RCKT 2025-CES9 74942JAB0 - 18,708,534 $18,593,357 $18,593,357 0.28 $18,510,258
FNMA 30yr Pool#FA1182 4.500% 01-Jun-2049, 4.50%, 06/01/49 FN 3140W1J46 - 18,449,426 $18,235,203 $18,235,203 0.28 $18,161,405
FNMA 30yr Pool#FA1549 5.500% 01-May-2055, 5.50%, 05/01/55 FN 3140W1WK5 - 17,613,858 $18,100,896 $18,100,896 0.27 $18,014,784
FNMA 30yr Pool#FS2863 4.000% 01-Sep-2052, 4.00%, 09/01/52 FN 3140XJFD0 - 18,827,261 $18,036,803 $18,036,803 0.27 $17,969,861
FHLMC 30yr Pool#QJ9063 5.000% 01-Nov-2054, 5.00%, 11/01/54 FR 3133D1B81 - 17,941,631 $17,914,078 $17,914,078 0.27 $17,834,338
FNMA 30yr Pool#FS8709 4.500% 01-Jan-2051, 4.50%, 01/01/51 FN 3140XQVB0 - 17,787,857 $17,581,316 $17,581,316 0.27 $17,510,164
SALUDA GRADE ALTERNATIVE M 5.749% 31, 5.75%, 03/25/31 GRADE 2026-RTL7 79584UAA9 - 17,370,000 $17,404,401 $17,404,401 0.26 $17,232,419
FHLMC 30yr Pool#QY8779 6.000% 01-Jul-2055, 6.00%, 07/01/55 FR 31426TXH5 - 16,278,109 $16,847,593 $16,847,593 0.26 $16,760,777
FNMA 30yr Pool#FA1358 4.500% 01-May-2050, 4.50%, 05/01/50 FN 3140W1QL0 - 16,682,582 $16,505,227 $16,505,227 0.25 $16,438,497
FNMA 40yr Pool#BF0806 3.500% 01-Apr-2064, 3.50%, 04/01/64 FN 3140FX3Q3 - 17,493,392 $16,042,962 $16,042,962 0.24 $15,988,538
FHLMC 30yr Pool#SD0985 4.500% 01-Oct-2050, 4.50%, 10/01/50 FR 3132DNCW1 - 15,988,424 $15,852,244 $15,852,244 0.24 $15,788,291
SALUDA GR ALT MTG TR 2025-LOC5 A1B, 5.48%, 10/25/55 GRADE 2025-LOC5 79581XAC2 - 15,693,000 $15,758,928 $15,758,928 0.24 $15,737,435
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA4 M2 8.9119% 25-MAY-2042, 8.91%, 05/25/42 STACR 2022-DNA4 35564KXA2 - 15,050,000 $15,710,228 $15,710,228 0.24 $15,676,697
FNMA 40yr Pool#BF0801 2.500% 01-Apr-2064, 2.50%, 04/01/64 FN 3140FX3K6 - 18,697,450 $15,633,315 $15,633,315 0.24 $15,591,765
Vontive Mortgage Trust 2025-RTL1 A1 6.507% 25-MAR-2030, 6.51%, 03/25/30 VNTV 2025-RTL1 928884AA3 - 15,444,000 $15,614,744 $15,614,744 0.24 $15,592,412
Saluda Grade Alternative Mortgage Trust 2026-HB1 A1B 5.22855% 25-APR-2056, 5.23%, 04/25/56 GRADE 2026-HB1 795939AC1 - 15,543,448 $15,502,039 $15,502,039 0.23 $15,481,722
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 $15,402,458 $15,402,458 0.23 $15,301,838
FNMA 30yr Pool#FM4738 4.000% 01-Sep-2050, 4.00%, 09/01/50 FN 3140X8HQ3 - 15,846,839 $15,193,095 $15,193,095 0.23 $15,136,751
FNMA 30yr Pool#DA1525 6.000% 01-Oct-2053, 6.00%, 10/01/53 FN 3140A1VT1 - 14,499,011 $14,996,117 $14,996,117 0.23 $14,918,789
FNMA 30yr Pool#FS9116 6.000% 01-Sep-2054, 6.00%, 09/01/54 FN 3140XRDW2 - 14,468,720 $14,957,488 $14,957,488 0.23 $14,880,322
FHLMC 30yr Pool#QH3192 6.000% 01-Oct-2053, 6.00%, 10/01/53 FR 3133CFRM3 - 14,442,675 $14,937,850 $14,937,850 0.23 $14,860,822
PRET 2025-RPL1 Trust A1 4.0% 25-JUL-2069, 4.00%, 07/25/69 PRET 2025-RPL1 69392FAA5 - 14,912,730 $14,524,070 $14,524,070 0.22 $14,471,047
RCKT Mortgage Trust 2026-CES2 A2 5.055% 25-FEB-2056, 5.05%, 02/25/56 RCKT 2026-CES2 74940EAC1 - 14,268,000 $14,088,422 $14,088,422 0.21 $14,024,311
FHLMC 30yr Pool#SL3988 5.000% 01-Jan-2056, 5.00%, 01/01/56 FR 31427RNE6 - 13,999,023 $14,071,560 $14,071,560 0.21 $14,009,342
Galaxy XXVI CLO Ltd., 6.63%, 07/31/26 GLXYT 2025-1 362922AA4 - 13,904,675 $14,058,397 $14,058,397 0.21 $13,979,010
FHLMC 30yr Pool#SD6178 4.500% 01-Jan-2051, 4.50%, 01/01/51 FR 3132DT2K5 - 14,200,972 $14,049,999 $14,049,999 0.21 $13,993,195
BMP Commercial Mortgage Trust 2024-MF23 A 5.05194% 15-JUN-2041, 5.04%, 06/15/41 BMP 2024-MF23 05593JAA8 - 14,000,000 $14,019,761 $14,019,761 0.21 $13,982,488
Switch ABS Issuer LLC|5.609|03/27/2056, 5.61%, 03/27/56 SWTCH 2026-1A 871044BA0 - 14,000,000 $14,008,794 $14,008,794 0.21 $13,991,343
FNMA 30yr Pool#FA3563 5.500% 01-Nov-2055, 5.50%, 11/01/55 FN 3140W35Z8 - 13,365,877 $13,759,239 $13,759,239 0.21 $13,693,894
PRPM 2025-RCF3 LLC 5.25% 55, 5.25%, 07/25/55 PRPM 2025-RCF3 69392PAA3 - 13,615,435 $13,653,190 $13,653,190 0.21 $13,589,651
FNMA 30yr Pool#CC0097 5.500% 01-Mar-2055, 5.50%, 03/01/55 FN 3140Y6DB3 - 13,193,338 $13,571,126 $13,571,126 0.21 $13,506,625
FINANCE OF AMER STR TR 2024-S2 A1, 3.50%, 04/25/74 FASST 2024-S2 31739VAA2 - 13,757,951 $13,508,940 $13,508,940 0.20 $13,498,239
GS Mortgage-Backed Securities Trust 2025-RPL3 A1 4.1% 25-JUL-2065, 4.10%, 07/25/65 GSMBS 2025-RPL3 362963AA8 - 13,803,223 $13,469,502 $13,469,502 0.20 $13,419,197
FHLMC 30yr Pool#SD5963 6.000% 01-Jul-2054, 6.00%, 07/01/54 FR 3132DTTU4 - 12,801,757 $13,234,213 $13,234,213 0.20 $13,165,937
Foundation Finance Trust 2025-2 B 4.94% 15-APR-2052, 4.94%, 04/15/52 FFIN 2025-2A 35042NAB1 - 13,050,000 $13,078,637 $13,078,637 0.20 $13,046,404
Chase Mortgage Reference Notes, Series 2020-CL1 M1 6.04303% 25-OCT-2057, 6.04%, 10/25/57 CHASE 2020-CL1 46591HAG5 - 12,687,789 $13,010,768 $13,010,768 0.20 $12,991,600
FNMA 30yr Pool#FM5350 4.500% 01-Sep-2050, 4.50%, 09/01/50 FN 3140X85L7 - 12,942,829 $12,747,115 $12,747,115 0.19 $12,695,343
FNMA 30yr Pool#FS8717 6.000% 01-Jul-2054, 6.00%, 07/01/54 FN 3140XQVK0 - 12,113,836 $12,523,054 $12,523,054 0.19 $12,458,447
FHLMC 30yr Pool#SD6558 6.000% 01-Sep-2054, 6.00%, 09/01/54 FR 3132DUJB4 - 11,883,953 $12,285,405 $12,285,405 0.19 $12,222,024
PRET 2025-RPL5 TRUST FLTG 2070 A1, 4.15%, 01/25/70 PRET 2025-RPL5 69393AAA5 - 12,581,417 $12,264,066 $12,264,066 0.19 $12,217,655
FHLMC 30yr Pool#SD5994 4.500% 01-Sep-2050, 4.50%, 09/01/50 FR 3132DTUT5 - 12,399,712 $12,255,734 $12,255,734 0.19 $12,206,135
FNMA 30yr Pool#DE6043 6.000% 01-Aug-2055, 6.00%, 08/01/55 FN 3140BJWD5 - 11,776,777 $12,174,608 $12,174,608 0.18 $12,111,799
FNMA 40yr Pool#BF0731 2.500% 01-Jun-2063, 2.50%, 06/01/63 FN 3140FXY55 - 14,492,263 $12,123,972 $12,123,972 0.18 $12,091,767
Huntington Bank Auto Credit-Linked Notes, Series 2024-2 B1 5.442% 20-OCT-2032, 5.44%, 10/20/32 HACLN 2024-2 44644NAG4 - 12,003,296 $12,119,415 $12,119,415 0.18 $12,095,826
FHLMC 30yr Pool#QG6755 5.500% 01-Jun-2053, 5.50%, 06/01/53 FR 3133C7QG5 - 11,638,287 $11,990,150 $11,990,150 0.18 $11,933,252
FNMA 30yr Pool#FS7541 4.000% 01-Jun-2052, 4.00%, 06/01/52 FN 3140XPLX5 - 12,372,040 $11,853,526 $11,853,526 0.18 $11,809,536
FNMA 30yr Pool#DG1554 5.000% 01-Feb-2056, 5.00%, 02/01/56 FN 3140U4WQ8 - 11,782,333 $11,719,286 $11,719,286 0.18 $11,666,920
TOWD POINT MORTGAGE TRUST 2025 0% 65, 4.97%, 09/25/65 TPMT 2025-FIX1 89183MAA1 - 11,679,087 $11,653,697 $11,653,697 0.18 $11,602,122
FNMA 30yr Pool#DF9041 5.000% 01-Jan-2056, 5.00%, 01/01/56 FN 3140U1BK0 - 11,664,241 $11,601,825 $11,601,825 0.18 $11,549,984
FHLMC 30yr Pool#TA5410 5.000% 01-Feb-2056, 5.00%, 02/01/56 FR 3142JUAL4 - 11,661,537 $11,599,136 $11,599,136 0.18 $11,547,307
FNMA 30yr Pool#DE1157 6.000% 01-Jun-2055, 6.00%, 06/01/55 FN 3140BDJB7 - 11,099,555 $11,474,509 $11,474,509 0.17 $11,415,311
FHF ISSUER TRUST 2024-1 0% 26, 4.84%, 12/15/26 FHF 2025-2A 30343DAA2 - 11,404,227 $11,433,108 $11,433,108 0.17 $11,405,515
Vista Point Securitization Trust 2025-CES2 A1 5.601% 25-AUG-2055, 5.60%, 08/25/55 VSTA 2025-CES2 92842UAA0 - 11,335,223 $11,407,156 $11,407,156 0.17 $11,350,722
FNMA 40yr Pool#BF0783 3.500% 01-Dec-2063, 3.50%, 12/01/63 FN 3140FX2R2 - 12,324,505 $11,265,711 $11,265,711 0.17 $11,227,368
FIGRE TRUST 2025-HE4 FLTG 2055 C, 5.71%, 07/25/55 FIGRE 2025-HE4 31684PAC6 - 11,135,931 $11,204,016 $11,204,016 0.17 $11,147,505
FNMA 30yr Pool#FA0470 6.000% 01-Jan-2055, 6.00%, 01/01/55 FN 3140W0QY4 - 10,799,094 $11,163,899 $11,163,899 0.17 $11,106,304
TOWD PT MTG TR 2025-FIX2 FLTG A1, 5.25%, 10/25/65 TPMT 2025-FIX2 89183RAA0 - 11,094,593 $11,127,201 $11,127,201 0.17 $11,075,436
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA7 M2 10.6619% 25-SEP-2042, 10.66%, 03/25/52 STACR 2022-DNA7 35564KL72 - 10,000,000 $10,913,315 $10,913,315 0.17 $10,886,660
PRET 2025-NPL4 A1 6.3677% 25-MAY-2055, 6.37%, 04/25/55 PRET 2025-NPL4 74136UAA3 - 10,836,005 $10,857,094 $10,857,094 0.16 $10,841,761
FNMA 30yr Pool#FS5818 4.500% 01-Oct-2050, 4.50%, 10/01/50 FN 3140XMPC4 - 10,954,986 $10,789,330 $10,789,330 0.16 $10,745,510
FNMA 30yr Pool#FS6236 6.500% 01-Nov-2053, 6.50%, 11/01/53 FN 3140XM4W3 - 10,224,678 $10,726,953 $10,726,953 0.16 $10,667,877
METRONET INFRASTRUCTURE ISSU 5.4% 55, 5.40%, 08/20/55 MNET 2025-2A 59170JAX6 - 10,600,000 $10,697,733 $10,697,733 0.16 $10,677,063
FHLMC 30yr Pool#QH3306 6.000% 01-Oct-2053, 6.00%, 10/01/53 FR 3133CFU72 - 10,096,643 $10,537,535 $10,537,535 0.16 $10,483,686
FNMA 30yr Pool#CC1844 5.500% 01-Jan-2056, 5.50%, 01/01/56 FN 3140Y8BN5 - 10,210,412 $10,502,785 $10,502,785 0.16 $10,452,868
Homeward Opportunities Fund Trust 2025-RRTL1 A1 5.476% 25-MAR-2040, 5.48%, 03/25/40 HOF 2025-RRTL1 437919AA1 - 10,475,000 $10,488,527 $10,488,527 0.16 $10,475,780
FNMA 30yr Pool#FS7613 4.500% 01-May-2052, 4.50%, 05/01/52 FN 3140XPN70 - 10,547,125 $10,424,659 $10,424,659 0.16 $10,382,470
FNMA 30yr Pool#FS5362 4.500% 01-Dec-2050, 4.50%, 12/01/50 FN 3140XL5Y0 - 10,513,731 $10,391,652 $10,391,652 0.16 $10,349,597
FNMA 30yr Pool#FS9909 5.000% 01-Nov-2054, 5.00%, 11/01/54 FN 3140XSAK9 - 10,211,418 $10,264,330 $10,264,330 0.16 $10,218,945
FNMA 30yr Pool#FA4709 5.500% 01-Jul-2055, 5.50%, 07/01/55 FN 3140W5GT5 - 9,989,673 $10,201,923 $10,201,923 0.15 $10,198,870
FNMA 30yr Pool#BX0421 5.500% 01-Nov-2052, 5.50%, 11/01/52 FN 3140N4PF8 - 9,850,004 $10,122,037 $10,122,037 0.15 $10,073,881
Connecticut Avenue Securities Trust 2022-R02 2B2 11.3119% 25-JAN-2042, 11.31%, 01/25/42 CAS 2022-R02 20754BAJ0 - 9,637,000 $10,073,054 $10,073,054 0.15 $10,045,801
LHOME Mortgage Trust 2024-RTL3 A1 6.9% 25-MAY-2029, 6.90%, 05/25/29 LHOME 2024-RTL3 50205GAA0 - 9,960,000 $10,018,386 $10,018,386 0.15 $10,003,114
FHLMC 30yr Pool#SD5224 6.000% 01-Mar-2054, 6.00%, 03/01/54 FR 3132DSYV8 - 9,564,125 $9,887,211 $9,887,211 0.15 $9,836,203
FNMA 30yr Pool#DG2558 5.000% 01-Feb-2056, 5.00%, 02/01/56 FN 3140U5ZY5 - 9,890,979 $9,838,052 $9,838,052 0.15 $9,794,092
FNMA 30yr Pool#FS6662 4.000% 01-Oct-2051, 4.00%, 10/01/51 FN 3140XNML5 - 10,268,078 $9,837,741 $9,837,741 0.15 $9,801,232
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA6 M2 9.4119% 25-SEP-2042, 9.41%, 09/25/42 STACR 2022-DNA6 35564KH77 - 9,166,000 $9,761,851 $9,761,851 0.15 $9,740,284
Ally Bank Auto Credit-Linked Notes, Series 2025-A C 4.844% 15-JUN-2033, 4.84%, 06/15/33 ABCLN 2025-A 02007G5F6 - 9,662,472 $9,695,909 $9,695,909 0.15 $9,672,506
FHLMC 30yr Pool#QH4373 6.000% 01-Nov-2053, 6.00%, 11/01/53 FR 3133CG2E6 - 9,351,795 $9,672,426 $9,672,426 0.15 $9,622,550
New Residential Mortgage Loan Trust 2026-NQM1 A2 5.078% 25-NOV-2065, 5.08%, 11/25/65 NRZT 2026-NQM1 64832LAF0 - 9,702,002 $9,638,712 $9,638,712 0.15 $9,594,920
FHLMC 30yr Pool#RA7104 4.500% 01-Feb-2051, 4.50%, 02/01/51 FR 3133KN3M3 - 9,722,915 $9,567,441 $9,567,441 0.14 $9,528,549
FNMA 30yr Pool#FS7117 6.500% 01-Feb-2054, 6.50%, 02/01/54 FN 3140XN4B7 - 9,026,653 $9,470,075 $9,470,075 0.14 $9,417,921
SALUDA GRADE ALTERNATIVE MORT A2, 6.75%, 03/25/31 GRADE 2026-RTL7 79584UAB7 - 9,418,000 $9,396,962 $9,396,962 0.14 $9,340,471
Acacia 2025-1 A 5.24% 15-NOV-2037, 5.24%, 11/15/37 ACACIA 2025-1 00401PAA7 - 9,367,465 $9,393,657 $9,393,657 0.14 $9,369,114
LHOME Mortgage Trust 2024-RTL5 A2 5.751% 25-SEP-2039, 5.75%, 09/25/39 LHOME 2024-RTL5 50205WAB3 - 9,325,000 $9,338,035 $9,338,035 0.14 $9,326,118
FNMA 30yr Pool#FS2144 3.500% 01-Jun-2052, 3.50%, 06/01/52 FN 3140XHL21 - 9,986,183 $9,328,045 $9,328,045 0.14 $9,296,977
CONNECTICUT AVENUE SECUR 5.95001% 45, 5.26%, 07/25/45 CAS 2025-R05 20753CAC4 - 9,254,000 $9,263,282 $9,263,282 0.14 $9,251,108
Rithm Capital Corp. 8.0% 01-APR-2029, 8.00%, 04/01/29 RITM 64828TAB8 - 9,213,000 $9,177,164 $9,177,164 0.14 $9,173,069
Brean Asset Backed Securities Trust 2024-RM8 A1 4.5% 25-MAY-2064, 4.50%, 05/25/64 BABS 2024-RM8 10637YAA3 - 9,170,466 $9,028,010 $9,028,010 0.14 $9,018,839
FIGRE TRUST 2025 HE4 FLTG 2055 B, 5.61%, 07/25/55 FIGRE 2025-HE4 31684PAB8 - 8,621,567 $8,696,420 $8,696,420 0.13 $8,653,442
Freddie Mac Multiclass Certificates, Series 5164 FA 3.91721% 25-NOV-2051, 3.91%, 11/25/51 FHR 5164 3137H3PY2 - 9,515,599 $8,681,458 $8,681,458 0.13 $8,673,186
FNMA 30yr Pool#DG0913 5.000% 01-Jan-2056, 5.00%, 01/01/56 FN 3140U4AP4 - 8,508,207 $8,462,680 $8,462,680 0.13 $8,424,865
Connecticut Avenue Securities Trust 2022-R01 1B2 9.6619% 25-DEC-2041, 9.66%, 12/25/41 CAS 2022-R01 20754LAJ8 - 8,116,382 $8,338,063 $8,338,063 0.13 $8,318,458
FHLMC 30yr Pool#SD7417 5.500% 01-Jan-2055, 5.50%, 01/01/55 FR 3132DVG25 - 8,098,331 $8,323,519 $8,323,519 0.13 $8,283,927
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 $8,319,469 $8,319,469 0.13 $8,262,515
FHLMC 30yr Pool#QZ9092 5.000% 01-Nov-2055, 5.00%, 11/01/55 FR 31427KC60 - 8,198,096 $8,154,228 $8,154,228 0.12 $8,117,792
Huntington Bank Auto Credit-Linked Notes, Series 2024-1 B1 6.153% 20-MAY-2032, 6.15%, 05/20/32 HACLN 2024-1 44644NAA7 - 7,924,913 $8,035,470 $8,035,470 0.12 $8,017,862
FHLMC 30yr Pool#QY9874 6.000% 01-Aug-2055, 6.00%, 08/01/55 FR 31426U6L3 - 7,769,802 $8,032,273 $8,032,273 0.12 $7,990,834
FNMA 30yr Pool#DA0026 6.000% 01-Sep-2053, 6.00%, 09/01/53 FN 3140A0A41 - 7,739,880 $8,005,246 $8,005,246 0.12 $7,963,967
RCKT Mortgage Trust 2024-CES9 A1B 5.683% 25-DEC-2044, 5.68%, 12/25/44 RCKT 2024-CES9 749426AB8 - 7,921,939 $7,976,428 $7,976,428 0.12 $7,936,409
PRPM 2025-RPL4 A1, 3.00%, 05/25/55 PRPM 2025-RPL4 74448NAA2 - 8,212,859 $7,890,629 $7,890,629 0.12 $7,868,728
FNMA 30yr Pool#DF2677 6.000% 01-Nov-2055, 6.00%, 11/01/55 FN 3140BS6P7 - 7,583,513 $7,850,684 $7,850,684 0.12 $7,810,239
Fannie Mae REMIC Trust 2022-65 FB 4.4619% 25-SEP-2052, 4.46%, 09/25/52 FNR 2022-65 3136BPCQ2 - 7,882,836 $7,843,197 $7,843,197 0.12 $7,835,381
FHLMC 30yr Pool#QH1500 6.000% 01-Sep-2053, 6.00%, 09/01/53 FR 3133CDUZ5 - 7,505,085 $7,800,270 $7,800,270 0.12 $7,760,243
Alterna Funding III A 6.26% 15-MAY-2039, 6.26%, 05/16/39 TAX 2024-1A 02157JAA3 - 7,751,589 $7,783,927 $7,783,927 0.12 $7,759,664
FHLMC 30yr Pool#TA6739 5.000% 01-Feb-2056, 5.00%, 02/01/56 FR 3142JVPZ5 - 7,756,287 $7,714,783 $7,714,783 0.12 $7,680,311
RCKT Mortgage Trust 2025-CES7 A1B 5.478% 25-JUL-2055, 5.48%, 07/25/55 RCKT 2025-CES7 74943AAB8 - 7,669,998 $7,697,089 $7,697,089 0.12 $7,659,741
Connecticut Avenue Securities Trust 2025-R01 1M2 5.1619% 25-JAN-2045, 5.16%, 01/25/45 CAS 2025-R01 20755JAC7 - 7,526,000 $7,516,632 $7,516,632 0.11 $7,506,919
FNMA 30yr Pool#FA1613 5.000% 01-Apr-2055, 5.00%, 04/01/55 FN 3140W1YK3 - 7,467,093 $7,505,784 $7,505,784 0.11 $7,472,597
COOPR Residential Mortgage Trust 2025-CES3 A1A 4.84% 25-SEP-2060, 4.84%, 09/25/60 COOPR 2025-CES3 216926AA3 - 7,436,615 $7,393,402 $7,393,402 0.11 $7,361,408
SALUDA GR ALT MTG TR 25 RRTL1 A1, 5.32%, 10/25/40 GRADE 2025-RRTL1 79582NAA7 - 7,388,000 $7,392,052 $7,392,052 0.11 $7,357,115
COOPR Residential Mortgage Trust 2026-CES1 A1B 4.996% 25-FEB-2061, 5.00%, 01/01/61 COOPR 2026-CES1 21689GAB4 - 7,308,753 $7,298,918 $7,298,918 0.11 $7,266,461
FHLMC 30yr Pool#QX0520 5.500% 01-Dec-2054, 5.50%, 12/01/54 FR 31425USJ5 - 6,916,583 $7,044,391 $7,044,391 0.11 $7,010,577
ACHM Trust 2024-HE1 A 6.55% 25-MAY-2039, 6.55%, 05/25/39 ACHM 2024-HE1 00449TAA3 - 6,833,942 $7,009,960 $7,009,960 0.11 $7,000,012
FHLMC 30yr Pool#QG3912 5.500% 01-Jun-2053, 5.50%, 06/01/53 FR 3133C4KZ6 - 6,824,588 $6,982,513 $6,982,513 0.11 $6,949,148
GS Mortgage-Backed Securities Trust 2026-CES1 A2 5.272% 25-MAY-2056, 5.27%, 05/25/56 GSMBS 2026-CES1 36277LAB9 - 7,000,000 $6,976,314 $6,976,314 0.11 $6,943,510
PRPM 2025-RCF3, LLC, 5.77%, 08/25/28 PRPM 2025-6 69395KAA1 - 6,923,431 $6,963,211 $6,963,211 0.11 $6,927,677
FIGRE TRUST 2025-HE6 FLTG 2055 C, 5.25%, 09/25/55 FIGRE 2025-HE6 31684NAC1 - 7,018,049 $6,959,716 $6,959,716 0.11 $6,926,997
LHOME Mortgage Trust 2024-RTL4 A2 6.092% 25-JUL-2039, 6.09%, 07/25/39 LHOME 2024-RTL4 50205PAB8 - 6,870,000 $6,891,046 $6,891,046 0.10 $6,881,746
Mello Mortgage Capital Acceptance 2024-SD1 A1 4.0% 25-APR-2054, 4.00%, 04/25/54 MELLO 58550DAA1 - 6,935,984 $6,826,588 $6,826,588 0.10 $6,820,422
FNMA 30yr Pool#FA0339 5.500% 01-Jan-2055, 5.50%, 01/01/55 FN 3140W0LV5 - 6,399,077 $6,581,850 $6,581,850 0.10 $6,550,565
RCKT MORTGAGE TRUST 2025 5.24863% 55, 5.25%, 08/25/55 RCKT 2025-CES8 74939WAB6 - 6,581,293 $6,574,934 $6,574,934 0.10 $6,544,230
Research-Driven Pagaya Motor Asset Trust 2026-R1 (RPM 2026-R1) A 5.659% 25-JUL-2034, 5.66%, 07/25/34 RPM 2026-R1A 76089TAA8 - 6,500,000 $6,522,466 $6,522,466 0.10 $6,512,249
FNMA 30yr Pool#FS4356 6.000% 01-May-2053, 6.00%, 05/01/53 FN 3140XKZW3 - 6,296,079 $6,508,767 $6,508,767 0.10 $6,475,188
FNA 9 LLC|5.509|04/16/2046, 5.51%, 04/16/46 FNH 2026-1 34411JAA8 - 6,500,000 $6,500,000 $6,500,000 0.10 $6,500,000
HOMES 2026-INV1 Trust A1D 5.077% 25-AUG-2060, 5.08%, 08/25/60 HOMES 2026-INV1 43761FAD7 - 6,294,478 $6,323,453 $6,323,453 0.10 $6,267,915
PRET 2025-RPL2 Trust A1 4.0% 25-FEB-2065, 4.00%, 08/25/64 PRET 2025-RPL2 69392LAA2 - 6,377,162 $6,292,145 $6,292,145 0.10 $6,269,471
Ally Bank Auto Credit-Linked Notes, Series 2025-A D 4.991% 15-JUN-2033, 4.99%, 06/15/33 ABCLN 2025-A 02007G5G4 - 6,276,730 $6,283,132 $6,283,132 0.10 $6,267,469
Connecticut Avenue Securities Trust 2022-R04 1B2 13.16721% 25-MAR-2042, 13.16%, 03/25/42 CAS 2022-R04 20753YAL6 - 5,793,401 $6,239,394 $6,239,394 0.09 $6,220,331
FNMA 30yr Pool#FM4129 4.000% 01-Sep-2050, 4.00%, 09/01/50 FN 3140X7ST7 - 6,490,822 $6,208,881 $6,208,881 0.09 $6,185,803
FHLMC 30yr Pool#SD5223 6.000% 01-Apr-2054, 6.00%, 04/01/54 FR 3132DSYU0 - 5,976,760 $6,178,662 $6,178,662 0.09 $6,146,785
FIGRE TRUST 2025-HE6 FLTG 2055 B, 5.14%, 09/25/55 FIGRE 2025-HE6 31684NAB3 - 6,185,789 $6,134,433 $6,134,433 0.09 $6,106,149
FNMA 30yr Pool#DA1468 6.000% 01-Sep-2053, 6.00%, 09/01/53 FN 3140A1T23 - 5,883,290 $6,114,688 $6,114,688 0.09 $6,083,310
FNMA 30yr Pool#FS7397 6.000% 01-Mar-2054, 6.00%, 03/01/54 FN 3140XPGF0 - 5,904,495 $6,103,954 $6,103,954 0.09 $6,072,464
FHLMC 30yr Pool#QX9929 6.000% 01-Apr-2055, 6.00%, 04/01/55 FR 31426HA78 - 5,886,341 $6,090,344 $6,090,344 0.09 $6,058,950
Brean Asset Backed Securities Trust 2024-RM9 A1 5.0% 25-SEP-2064, 5.00%, 09/25/64 BABS 2024-RM9 10638DAA8 - 6,133,092 $6,076,446 $6,076,446 0.09 $6,069,632
FNMA 30yr Pool#DB4017 6.000% 01-May-2054, 6.00%, 05/01/54 FN 3140ADPB1 - 5,862,384 $6,060,421 $6,060,421 0.09 $6,029,155
RCKT Mortgage Trust 2024-CES1 A1B 6.325% 25-FEB-2044, 6.33%, 02/25/44 RCKT 2024-CES1 749424AB3 - 5,990,619 $6,049,033 $6,049,033 0.09 $6,015,352
FNMA 30yr Pool#DE6050 6.000% 01-Aug-2055, 6.00%, 08/01/55 FN 3140BJWL7 - 5,785,825 $6,047,783 $6,047,783 0.09 $6,016,925
FIGRE TRUST 2025-HE4 5.408% 55, 5.41%, 07/25/55 FIGRE 2025-HE4 31684PAA0 - 5,901,457 $5,927,138 $5,927,138 0.09 $5,898,769
FHLMC 30yr Pool#QH7040 6.000% 01-Dec-2053, 6.00%, 12/01/53 FR 3133CKZD3 - 5,668,927 $5,863,290 $5,863,290 0.09 $5,833,055
PRPM 2025-RPL3 A1 3.25% 25-APR-2055, 3.25%, 04/25/55 PRPM 2025-RPL3 69392NAA8 - 6,030,201 $5,818,439 $5,818,439 0.09 $5,801,019
Connecticut Avenue Securities, Series 2021-R02 2B2 9.8619% 25-NOV-2041, 9.86%, 11/25/41 CAS 2021-R02 20754KAJ0 - 5,616,000 $5,756,372 $5,756,372 0.09 $5,742,526
FHLMC 30yr Pool#QH4638 6.000% 01-Nov-2053, 6.00%, 11/01/53 FR 3133CHEK7 - 5,561,896 $5,752,589 $5,752,589 0.09 $5,722,925
FNMA 30yr Pool#FM7479 4.500% 01-Jan-2050, 4.50%, 01/01/50 FN 3140XBJZ4 - 5,790,312 $5,723,078 $5,723,078 0.09 $5,699,917
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA3 M2 8.0119% 25-APR-2042, 8.01%, 04/25/42 STACR 2022-DNA3 35564KVE6 - 5,528,314 $5,704,376 $5,704,376 0.09 $5,693,303
TVC Mortgage Trust 2025-RRTL1 A2 6.68% 25-APR-2040, 6.68%, 04/25/40 TVC 2025-RRTL1 900927AB0 - 5,597,000 $5,684,199 $5,684,199 0.09 $5,675,891
FNMA 30yr Pool#DE7796 6.000% 01-Aug-2055, 6.00%, 08/01/55 FN 3140BLUW0 - 5,494,266 $5,679,868 $5,679,868 0.09 $5,650,565
FIGRE Trust 2026-HE1 C 5.434% 25-JAN-2056, 5.43%, 01/25/56 FIGRE 2026-HE1 30249NAE7 - 5,613,757 $5,622,284 $5,622,284 0.09 $5,595,168
MS RES MTG LN TR 2025-SPL1 A1, 4.25%, 02/25/65 MSRM 2025-SPL1 617946AA6 - 5,668,838 $5,588,596 $5,588,596 0.08 $5,567,181
FHLMC 30yr Pool#SD3018 5.500% 01-May-2053, 5.50%, 05/01/53 FR 3132DQK70 - 5,432,869 $5,562,418 $5,562,418 0.08 $5,535,857
FNMA 30yr Pool#DD5556 6.000% 01-Mar-2055, 6.00%, 03/01/55 FN DD5556 MTGE 3140B6E68 - 5,378,496 $5,560,187 $5,560,187 0.08 $5,531,501
SF ABS ISSUER 2025-1 0%55 A2, 5.38%, 11/25/55 SFARM 2025-1A 784193AA2 - 5,750,000 $5,553,838 $5,553,838 0.08 $5,546,967
FNMA 30yr Pool#FS1578 4.000% 01-Oct-2050, 4.00%, 10/01/50 FN 3140XGXG9 - 5,748,447 $5,535,439 $5,535,439 0.08 $5,515,000
FHLMC 30yr Pool#SD3813 6.000% 01-Jul-2053, 6.00%, 07/01/53 FR 3132E0GW6 - 5,278,245 $5,473,070 $5,473,070 0.08 $5,444,920
FNMA 30yr Pool#FS0088 4.000% 01-Mar-2050, 4.00%, 03/01/50 FN 3140XFC25 - 5,670,817 $5,467,815 $5,467,815 0.08 $5,447,652
FHLMC 30yr Pool#SD2606 4.500% 01-Sep-2051, 4.50%, 09/01/51 FR 3132DP3P1 - 5,471,350 $5,383,861 $5,383,861 0.08 $5,361,975
BX Trust 2021-SDMF A 4.383% 15-SEP-2034, 4.38%, 09/15/34 BX 2021-SDMF 12434CAA2 - 5,355,350 $5,363,100 $5,363,100 0.08 $5,350,731
LHOME Mortgage Trust 2024-RTL2 A1 7.128% 25-MAR-2029, 7.13%, 03/25/29 LHOME 50205JAA4 - 5,293,684 $5,314,627 $5,314,627 0.08 $5,306,242
Huntington Bank Auto Credit-Linked Notes, Series 2025-1 B 4.957% 20-MAR-2033, 4.96%, 03/21/33 HACLN 2025-1 446438SX2 - 5,205,712 $5,228,434 $5,228,434 0.08 $5,219,116
OCEANVIEW MORTGAGE TRUST 4.99888% 55, 4.56%, 12/25/55 BVINV 2025-4 67647DAU3 - 5,216,742 $5,222,016 $5,222,016 0.08 $5,216,727
PRPM 2025-5 0%30, 5.73%, 07/25/30 PRPM 2025-5 69392RAA9 - 5,149,317 $5,174,056 $5,174,056 0.08 $5,147,834
FNMA 30yr Pool#DB4019 6.000% 01-May-2054, 6.00%, 05/01/54 FN 3140ADPD7 - 4,923,600 $5,092,408 $5,092,408 0.08 $5,066,149
FHLMC 30yr Pool#QJ9072 6.000% 01-Nov-2054, 6.00%, 11/01/54 FR 3133D1CH0 - 4,910,969 $5,076,867 $5,076,867 0.08 $5,050,675
FNMA 30yr Pool#BX5986 5.500% 01-Mar-2053, 5.50%, 03/01/53 FN 3140NAUL5 - 4,924,241 $5,073,117 $5,073,117 0.08 $5,049,043
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 $5,064,518 $5,064,518 0.08 $5,048,572
FNMA 30yr Pool#DC7015 5.500% 01-Dec-2054, 5.50%, 12/01/54 FN 3140AUYM9 - 4,952,400 $5,043,913 $5,043,913 0.08 $5,019,701
FNMA 30yr Pool#BY0337 6.500% 01-May-2053, 6.50%, 05/01/53 FN 3140NGLT5 - 4,761,620 $4,991,869 $4,991,869 0.08 $4,964,358
JP Morgan Mortgage Trust 2026-CES1 A3 5.332% 25-JUN-2056, 5.33%, 06/25/56 JPMMT 2026-CES1 46660BAE9 - 5,000,000 $4,979,193 $4,979,193 0.08 $4,955,495
FNMA 30yr Pool#CA0706 4.000% 01-Nov-2047, 4.00%, 11/01/47 FN 3140Q7YC5 - 5,150,543 $4,955,180 $4,955,180 0.08 $4,936,867
FHLMC 30yr Pool#QF9863 5.500% 01-Mar-2053, 5.50%, 03/01/53 FR 3133BX5Y3 - 4,782,011 $4,921,738 $4,921,738 0.07 $4,898,359
ABL 2024-RTL1 A2 7.457% 25-SEP-2029, 7.46%, 09/25/29 ABL 2024-RTL1 00092EAB4 - 4,840,000 $4,857,176 $4,857,176 0.07 $4,849,156
FNMA 30yr Pool#DA5019 6.500% 01-Nov-2053, 6.50%, 11/01/53 FN 3140A5SH2 - 4,571,554 $4,822,398 $4,822,398 0.07 $4,795,984
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 $4,813,949 $4,813,949 0.07 $4,781,919
Homeward Opportunities Fund Trust 2025-RRTL2 A1 5.237% 25-AUG-2040, 5.24%, 09/25/40 HOF 2025-RRTL2 437923AA3 - 4,682,000 $4,691,734 $4,691,734 0.07 $4,686,285
FHLMC 30yr Pool#SD2715 4.500% 01-Sep-2050, 4.50%, 09/01/50 FR 3132DQAQ9 - 4,759,617 $4,687,645 $4,687,645 0.07 $4,668,606
FHLMC 30yr Pool#QZ1060 6.000% 01-Aug-2055, 6.00%, 08/01/55 FR 31426XFA1 - 4,444,396 $4,597,659 $4,597,659 0.07 $4,573,956
Connecticut Avenue Securities Trust 2022-R07 1M2 8.3119% 25-JUN-2042, 8.31%, 06/25/42 CAS 2022-R07 20754MCB1 - 4,397,000 $4,577,026 $4,577,026 0.07 $4,567,889
FNMA 30yr Pool#BX9326 5.500% 01-Mar-2053, 5.50%, 03/01/53 FN 3140NELG8 - 4,437,024 $4,566,670 $4,566,670 0.07 $4,544,978
FNMA 30yr Pool#DC5656 5.000% 01-Nov-2054, 5.00%, 11/01/54 FN 3140ATJA5 - 4,573,566 $4,559,789 $4,559,789 0.07 $4,539,462
PRPM 2025 RCF4 LLC 4.5% 55, 4.50%, 08/25/55 PRPM 2025-RCF4 69382WAA0 - 4,591,533 $4,555,635 $4,555,635 0.07 $4,537,269
FHLMC 30yr Pool#QH4473 6.000% 01-Nov-2053, 6.00%, 11/01/53 FR 3133CG6J1 - 4,391,040 $4,541,589 $4,541,589 0.07 $4,518,170
Affirm Asset Securitization Trust 2025-X2 C 4.93% 15-OCT-2030, 4.93%, 10/15/30 AFFRM 2025-X2 00835DAC6 - 4,500,000 $4,516,824 $4,516,824 0.07 $4,505,732
FNMA 30yr Pool#DE9377 6.000% 01-Sep-2055, 6.00%, 09/01/55 FN 3140BNM39 - 4,331,758 $4,481,137 $4,481,137 0.07 $4,458,034
FHLMC 30yr Pool#RA1100 4.000% 01-Jul-2049, 4.00%, 07/01/49 FR 3133KGGH5 - 4,655,252 $4,460,149 $4,460,149 0.07 $4,443,597
FHLMC 30yr Pool#QH2259 6.000% 01-Sep-2053, 6.00%, 09/01/53 FR 3133CEQL9 - 4,233,839 $4,378,998 $4,378,998 0.07 $4,356,418
EFMT 2026-CES1 A3 5.466% 25-DEC-2060, 5.47%, 12/25/60 EFMT 2026-CES1 26846MAE4 - 4,250,000 $4,239,461 $4,239,461 0.06 $4,218,812
FNMA 30yr Pool#DD3307 6.000% 01-Feb-2055, 6.00%, 02/01/55 FN DD3307 MTGE 3140B3U91 - 4,042,060 $4,178,605 $4,178,605 0.06 $4,157,047
FNMA 30yr Pool#FS3246 5.500% 01-Nov-2052, 5.50%, 11/01/52 FN 3140XJTC7 - 4,054,688 $4,177,274 $4,177,274 0.06 $4,157,451
FIGRE Trust 2025-HE3 B 5.71% 25-MAY-2055, 5.71%, 05/25/55 FIGRE 2025-HE3 31684LAB7 - 4,092,566 $4,143,583 $4,143,583 0.06 $4,122,811
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-HQA4 B2 10.6619% 25-DEC-2041, 10.66%, 12/25/41 STACR 2021-HQA4 35564KPP8 - 4,000,000 $4,134,963 $4,134,963 0.06 $4,124,301
FNMA 30yr Pool#FA3788 5.500% 01-Nov-2055, 5.50%, 11/01/55 FN 3140W4F69 - 4,006,703 $4,126,168 $4,126,168 0.06 $4,106,580
Vista Point Securitization Trust 2026-CES1 A3 5.376% 25-FEB-2056, 5.38%, 02/25/56 VSTA 2026-CES1 92790EAC4 - 4,169,000 $4,116,685 $4,116,685 0.06 $4,111,704
FHLMC 30yr Pool#QF7280 5.500% 01-Jan-2053, 5.50%, 01/01/53 FR 3133BVCR4 - 3,981,097 $4,101,458 $4,101,458 0.06 $4,081,995
EASY STREET MORTGAGE LN 5.606%40 A1, 5.61%, 10/25/40 EASY 2025-RTL2 27786YAA6 - 4,100,000 $4,092,162 $4,092,162 0.06 $4,087,055
Ginnie Mae REMIC Trust 2023-116 LF 4.96154% 20-AUG-2053, 4.97%, 08/20/53 GNR 2023-116 38384EFT7 - 4,018,188 $4,057,405 $4,057,405 0.06 $4,050,190
FIGRE TRUST 2025-FL1 5.265% 55, 5.26%, 07/25/55 FIGRE 2025-FL1 31684QAA8 - 4,034,649 $4,049,229 $4,049,229 0.06 $4,030,347
FNMA 30yr Pool#CB2907 3.500% 01-Feb-2052, 3.50%, 02/01/52 FN 3140QNGR7 - 4,311,292 $4,037,250 $4,037,250 0.06 $4,023,837
GS Mortgage-Backed Securities Trust 2026-CES1 A3 5.422% 25-MAY-2056, 5.42%, 05/25/56 GSMBS 2026-CES1 36277LAC7 - 4,000,000 $3,993,004 $3,993,004 0.06 $3,973,726
JP Morgan Mortgage Trust 2026-CES1 A2 5.182% 25-JUN-2056, 5.18%, 06/25/56 JPMMT 2026-CES1 46660BAD1 - 4,000,000 $3,979,376 $3,979,376 0.06 $3,960,951
FNMA 30yr Pool#BW6314 5.500% 01-Aug-2052, 5.50%, 08/01/52 FN 3140MYAQ5 - 3,835,020 $3,940,934 $3,940,934 0.06 $3,922,185
FNMA 30yr Pool#DE7795 6.000% 01-Aug-2055, 6.00%, 08/01/55 FN 3140BLUV2 - 3,795,136 $3,926,010 $3,926,010 0.06 $3,905,769
Fannie Mae REMIC Trust 2020-98 AI 3.5% 25-JAN-2061, 3.50%, 01/25/61 FNR 2020-98 3136BDLE6 - 18,357,737 $3,912,594 $3,912,594 0.06 $3,855,481
FHLMC 30yr Pool#QH5204 6.500% 01-Nov-2053, 6.50%, 11/01/53 FR 3133CHX91 - 3,698,389 $3,901,322 $3,901,322 0.06 $3,879,953
FIGRE Trust 2025-HE3 C 5.91% 25-MAY-2055, 5.91%, 05/25/55 FIGRE 2025-HE3 31684LAC5 - 3,847,012 $3,882,588 $3,882,588 0.06 $3,862,378
FHLMC 30yr Pool#QX6719 6.000% 01-Feb-2055, 6.00%, 02/01/55 FR 31426CPD0 - 3,754,151 $3,880,970 $3,880,970 0.06 $3,860,948
EFMT 2026-CES1 A2 5.316% 25-DEC-2060, 5.32%, 12/25/60 EFMT 2026-CES1 26846MAD6 - 3,881,000 $3,865,062 $3,865,062 0.06 $3,846,723
FNMA 30yr Pool#DA5072 6.500% 01-Nov-2053, 6.50%, 11/01/53 FN 3140A5T65 - 3,665,293 $3,844,280 $3,844,280 0.06 $3,823,103
FIGRE Trust 2026-HE1 B 5.183% 25-JAN-2056, 5.18%, 01/25/56 FIGRE 2026-HE1 30249NAD9 - 3,769,443 $3,768,625 $3,768,625 0.06 $3,751,259
FNMA 30yr Pool#BY0335 6.000% 01-May-2053, 6.00%, 05/01/53 FN 3140NGLR9 - 3,642,526 $3,755,933 $3,755,933 0.06 $3,736,506
FNMA 30yr Pool#FS2135 4.000% 01-Nov-2049, 4.00%, 11/01/49 FN 3140XHLR6 - 3,913,403 $3,753,816 $3,753,816 0.06 $3,739,902
FHLMC 30yr Pool#QH1144 5.500% 01-Sep-2053, 5.50%, 09/01/53 FR 3133CDHV9 - 3,481,605 $3,586,866 $3,586,866 0.05 $3,569,844
FNMA 30yr Pool#FS2713 4.500% 01-Oct-2050, 4.50%, 10/01/50 FN 3140XJAP8 - 3,603,924 $3,562,077 $3,562,077 0.05 $3,547,662
FHLMC 30yr Pool#QI8221 6.000% 01-Jun-2054, 6.00%, 06/01/54 FR 3133WFD20 - 3,411,256 $3,526,492 $3,526,492 0.05 $3,508,299
FNMA 30yr Pool#DF1002 6.000% 01-Oct-2055, 6.00%, 10/01/55 FN 3140BRDG1 - 3,386,818 $3,505,860 $3,505,860 0.05 $3,487,797
FHLMC 30yr Pool#QH0826 5.500% 01-Sep-2053, 5.50%, 09/01/53 FR 3133CC4K9 - 3,372,724 $3,474,692 $3,474,692 0.05 $3,458,203
FNMA 30yr Pool#BX6124 6.500% 01-Jan-2053, 6.50%, 01/01/53 FN 3140NAYW7 - 3,260,649 $3,462,706 $3,462,706 0.05 $3,443,867
FHLMC 30yr Pool#QZ3837 6.000% 01-Sep-2055, 6.00%, 09/01/55 FR 31427BHP3 - 3,334,221 $3,449,200 $3,449,200 0.05 $3,431,418
FHLMC 30yr Pool#QF7810 5.500% 01-Jan-2053, 5.50%, 01/01/53 FR 3133BVVB8 - 3,343,343 $3,444,423 $3,444,423 0.05 $3,428,078
FHLMC 30yr Pool#SD1416 4.500% 01-Dec-2048, 4.50%, 12/01/48 FR 3132DNSD6 - 3,457,883 $3,417,732 $3,417,732 0.05 $3,403,901
FHLMC 30yr Pool#QH7549 6.000% 01-Dec-2053, 6.00%, 12/01/53 FR 3133CLL61 - 3,282,532 $3,395,076 $3,395,076 0.05 $3,377,569
FNMA 30yr Pool#FM7031 4.000% 01-Jan-2051, 4.00%, 01/01/51 FN 3140XAY55 - 3,518,665 $3,371,198 $3,371,198 0.05 $3,358,687
OBX 2026 HE1 FLTG 2056 A1B, 5.16%, 02/25/56 OBX 2026-HE1 67124BAB1 - 3,369,884 $3,368,638 $3,368,638 0.05 $3,364,289
FINANCE OF AMERICA STRUCTURE 3.5% 74, 3.50%, 02/25/74 FASST 2024-S1 31740RAB6 - 3,411,353 $3,360,500 $3,360,500 0.05 $3,357,847
FHLMC 30yr Pool#QX5273 6.000% 01-Feb-2055, 6.00%, 02/01/55 FR 31426A2F4 - 3,211,449 $3,319,935 $3,319,935 0.05 $3,302,808
Connecticut Avenue Securities Trust 2024-R06 1M2 5.2619% 25-SEP-2044, 5.26%, 09/25/44 CAS 2024-R06 20755RAC9 - 3,317,962 $3,319,232 $3,319,232 0.05 $3,314,868
RCKT Mortgage Trust 2025-CES2 A1B 5.603% 25-FEB-2055, 5.60%, 02/25/55 RCKT 2025-CES2 74942BAB7 - 3,267,122 $3,285,223 $3,285,223 0.05 $3,268,951
RCKT Mortgage Trust 2026-CES1 A1B 4.928% 25-JAN-2056, 4.93%, 01/25/56 RCKT 2026-CES1 74939BAB2 - 3,266,503 $3,255,586 $3,255,586 0.05 $3,241,277
RCKT Mortgage Trust 2023-CES1 A1A 6.515% 25-JUN-2043, 6.51%, 06/25/43 RCKT 74935WAA2 - 3,195,307 $3,211,404 $3,211,404 0.05 $3,192,900
FHLMC 30yr Pool#QH6041 5.500% 01-Dec-2053, 5.50%, 12/01/53 FR 3133CJWA5 - 3,116,389 $3,188,503 $3,188,503 0.05 $3,173,268
FNMA 30yr Pool#FM1540 4.000% 01-Sep-2049, 4.00%, 09/01/49 FN 3140X4WA0 - 3,274,071 $3,136,855 $3,136,855 0.05 $3,125,213
FNMA 30yr Pool#MA4026 4.000% 01-May-2050, 4.00%, 05/01/50 FN 31418DPL0 - 3,261,840 $3,127,276 $3,127,276 0.05 $3,115,679
EFMT 2025-RTL1 0% 40, 5.22%, 11/25/40 EFMT 2025-RTL1 26846FAA7 - 3,108,000 $3,106,513 $3,106,513 0.05 $3,102,907
FHLMC 30yr Pool#QZ4951 6.000% 01-Oct-2055, 6.00%, 10/01/55 FR 31427CQD8 - 2,983,058 $3,085,928 $3,085,928 0.05 $3,070,018
FHLMC 30yr Pool#SD1111 4.000% 01-Jun-2050, 4.00%, 06/01/50 FR 3132DNGU1 - 3,158,188 $3,045,926 $3,045,926 0.05 $3,034,697
BX Trust 2021-BXMF C 4.98527% 15-OCT-2038, 4.98%, 10/15/26 BX 2021-BXMF 05609RAJ3 - 2,958,012 $2,963,427 $2,963,427 0.04 $2,955,655
COOPR Residential Mortgage Trust 2026-CES1 A2 5.158% 25-FEB-2061, 5.16%, 01/01/61 COOPR 2026-CES1 21689GAD0 - 2,949,000 $2,939,210 $2,939,210 0.04 $2,925,689
U.S. Bank Auto Credit Linked Notes, Series 2023-1 B 6.789% 25-AUG-2032, 6.79%, 08/25/32 USCLN 2023-1 90357PAV6 - 2,890,861 $2,916,100 $2,916,100 0.04 $2,911,739
GWT Commercial Mortgage Trust 2024-WLF2 A 5.37124% 15-MAY-2041, 5.36%, 05/15/41 GWT 2024-WLF2 362414AA2 - 2,900,000 $2,907,408 $2,907,408 0.04 $2,899,198
FNMA 30yr Pool#MA4056 4.000% 01-Jun-2050, 4.00%, 06/01/50 FN 31418DQJ4 - 3,030,068 $2,905,066 $2,905,066 0.04 $2,894,292
Structured Agency Credit Risk (STACR) Debt Notes, Series 2020-DNA1 B2 9.02638% 25-JAN-2050, 9.03%, 01/25/50 STACR 2020-DNA1 35565HBE4 - 2,560,595 $2,861,266 $2,861,266 0.04 $2,855,487
UMBS TBA 30yr 4% April Delivery, 4.00%, 04/13/26 FNCL 01F040644 - 3,019,000 $2,854,148 $2,854,148 0.04 $2,854,148
FNMA 30yr Pool#BX8700 5.500% 01-Mar-2053, 5.50%, 03/01/53 FN 3140NDU21 - 2,741,349 $2,821,449 $2,821,449 0.04 $2,808,047
FHLMC 30yr Pool#QZ4131 6.000% 01-Sep-2055, 6.00%, 09/01/55 FR 31427BSV8 - 2,720,543 $2,812,446 $2,812,446 0.04 $2,797,936
FHLMC 30yr Pool#QG2539 6.500% 01-May-2053, 6.50%, 05/01/53 FR 3133C2ZC5 - 2,674,994 $2,789,425 $2,789,425 0.04 $2,773,969
Fannie Mae Pool|4|03/01/2050, 4.00%, 03/01/50 FN 3140X8S24 - 2,904,565 $2,786,118 $2,786,118 0.04 $2,775,791
UMBS TBA 30yr 4.5% April Delivery, 4.50%, 04/13/26 FNCL 01F042640 - 2,867,000 $2,774,218 $2,774,218 0.04 $2,774,218
FNMA 30yr Pool#MA3496 4.500% 01-Oct-2048, 4.50%, 10/01/48 FN 31418C3E2 - 2,800,799 $2,768,278 $2,768,278 0.04 $2,757,075
Chase Mortgage Reference Notes, Series 2021-CL1 M1 4.8619% 25-FEB-2050, 4.86%, 02/25/50 CHASE 2021-CL1 46591HBX7 - 2,829,328 $2,765,299 $2,765,299 0.04 $2,761,856
RCKT MORTGAGE TRUST 2025-CE 5.16% 34, 5.16%, 07/25/34 RCKTL 2025-1A 74939RAC5 - 2,750,000 $2,757,704 $2,757,704 0.04 $2,754,551
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 $2,757,011 $2,757,011 0.04 $2,752,671
FHLMC 30yr Pool#QE6404 5.500% 01-Jul-2052, 5.50%, 07/01/52 FR 3133BGDH8 - 2,677,741 $2,751,694 $2,751,694 0.04 $2,738,603
OBX TRUST 2026-HE1 FLTG 2056 M1, 5.31%, 02/25/56 OBX 2026-HE1 67124BAD7 - 2,707,000 $2,699,879 $2,699,879 0.04 $2,696,284
FHLMC 30yr Pool#QE8542 5.500% 01-Aug-2052, 5.50%, 08/01/52 FR 3133BJP30 - 2,620,373 $2,692,742 $2,692,742 0.04 $2,679,931
FNMA 30yr Pool#BV5393 3.500% 01-Apr-2052, 3.50%, 04/01/52 FN 3140MJ7F6 - 2,864,456 $2,674,287 $2,674,287 0.04 $2,665,375
FHLMC 30yr Pool#SD6905 6.000% 01-Nov-2054, 6.00%, 11/01/54 FR 3132DUU62 - 2,578,114 $2,666,506 $2,666,506 0.04 $2,652,756
FHLMC 30yr Pool#QF9276 5.500% 01-Mar-2053, 5.50%, 03/01/53 FR 3133BXJV4 - 2,558,497 $2,635,849 $2,635,849 0.04 $2,623,340
FHLMC 30yr Pool#SD2897 5.500% 01-May-2053, 5.50%, 05/01/53 FR 3132DQGE0 - 2,532,769 $2,593,163 $2,593,163 0.04 $2,580,781
FHLMC 30yr Pool#Q57869 4.000% 01-Aug-2048, 4.00%, 08/01/48 FG 3132Y1W79 - 2,691,478 $2,584,958 $2,584,958 0.04 $2,575,388
EFMT 2026-CES1 A1B 5.116% 25-DEC-2060, 5.12%, 12/25/60 EFMT 2026-CES1 26846MAB0 - 2,575,965 $2,571,637 $2,571,637 0.04 $2,559,923
FNMA 30yr Pool#DE2839 6.000% 01-Jun-2055, 6.00%, 06/01/55 FN 3140BFEM3 - 2,482,560 $2,568,170 $2,568,170 0.04 $2,554,930
Vista Point Securitization Trust 2026-CES1 A2 5.226% 25-FEB-2056, 5.23%, 02/25/56 VSTA 2026-CES1 92790EAB6 - 2,600,000 $2,563,196 $2,563,196 0.04 $2,560,176
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-HQA3 B2 9.9119% 25-SEP-2041, 9.91%, 09/25/41 STACR 2021-HQA3 35564KKL2 - 2,504,211 $2,557,075 $2,557,075 0.04 $2,550,870
FIGRE Trust 2024-HE4 B 5.252% 25-SEP-2054, 5.25%, 09/25/54 FIGRE 2024-HE4 31684UAB7 - 2,540,240 $2,538,777 $2,538,777 0.04 $2,535,812
PRPM 2026-RCF1 A3 5.305% 25-JAN-2056, 5.30%, 01/25/56 PRPM 2026-RCF1 69383VAF0 - 2,500,000 $2,499,830 $2,499,830 0.04 $2,488,042
PRPM 2026-RCF1 A2 5.206% 25-JAN-2056, 5.21%, 01/25/56 PRPM 2026-RCF1 69383VAB9 - 2,500,000 $2,499,667 $2,499,667 0.04 $2,488,098
BX Trust 2021-BXMF G 7.143513% 15-OCT-2038, 7.14%, 10/15/26 BX 2021-BXMF 05609RAS3 - 2,488,884 $2,492,191 $2,492,191 0.04 $2,482,816
Bayview Opportunity Master Fund VII Trust 2024-CAR1 B 4.9619% 25-DEC-2031, 4.96%, 12/26/31 BVCLN 2024-CAR1 07336QAB8 - 2,471,549 $2,480,182 $2,480,182 0.04 $2,477,117
FHLMC 30yr Pool#SD3523 3.000% 01-Jun-2052, 3.00%, 06/01/52 FR 3132DQ4G8 - 2,757,726 $2,461,602 $2,461,602 0.04 $2,454,248
FNMA 30yr Pool#DG3733 5.000% 01-Mar-2056, 5.00%, 03/01/56 FN 3140U7EF5 - 2,433,489 $2,420,468 $2,420,468 0.04 $2,409,652
FNMA 30yr Pool#BY8533 6.500% 01-Aug-2053, 6.50%, 08/01/53 FN 3140NRPT7 - 2,300,691 $2,413,041 $2,413,041 0.04 $2,399,748
FNMA 30yr Pool#DC1302 5.000% 01-Aug-2054, 5.00%, 08/01/54 FN 3140ANNU9 - 2,414,212 $2,405,972 $2,405,972 0.04 $2,395,242
Ginnie Mae REMIC Trust 2017-163 LO 0.0% 16-MAY-2041, 0.00%, 05/16/41 GNR 2017-163 38380KNA9 - 3,132,404 $2,393,000 $2,393,000 0.04 $2,393,000
PRPM 2025-RCF3 LLC 5.25% 55, 5.25%, 07/25/55 PRPM 2025-RCF3 69392PAB1 - 2,380,125 $2,387,904 $2,387,904 0.04 $2,376,797
FNMA 30yr Pool#BY5913 5.500% 01-Sep-2053, 5.50%, 09/01/53 FN 3140NNSB2 - 2,308,999 $2,378,807 $2,378,807 0.04 $2,367,519
FHLMC 30yr Pool#QF0488 5.500% 01-Sep-2052, 5.50%, 09/01/52 FR 3133BMRH0 - 2,311,147 $2,374,975 $2,374,975 0.04 $2,363,676
Connecticut Avenue Securities Trust 2022-R08 1M2 7.2619% 25-JUL-2042, 7.26%, 07/25/42 CAS 2022-R08 20755DAB2 - 2,280,000 $2,345,414 $2,345,414 0.04 $2,341,275
FNMA 30yr Pool#DA3549 6.500% 01-Oct-2053, 6.50%, 10/01/53 FN 3140A35K5 - 2,208,444 $2,329,623 $2,329,623 0.04 $2,316,863
Morgan Stanley Residential Mortgage Loan Trust 2026-NQM1 A2 5.032% 25-DEC-2070, 5.03%, 12/25/70 MSRM 2026-NQM1 61780XAF2 - 2,325,153 $2,315,233 $2,315,233 0.04 $2,304,833
Saluda Grade Alternative Mortgage Trust 2024-FIG5 B 6.603% 25-APR-2054, 6.60%, 04/25/54 GRADE 2024-FIG5 79582MAB7 - 2,285,964 $2,303,718 $2,303,718 0.03 $2,290,301
FNMA 30yr Pool#DF0313 6.000% 01-Sep-2055, 6.00%, 09/01/55 FN 3140BQK34 - 2,201,631 $2,277,553 $2,277,553 0.03 $2,265,811
FHLMC 30yr Pool#QY9883 6.000% 01-Aug-2055, 6.00%, 08/01/55 FR 31426U6V1 - 2,153,338 $2,227,595 $2,227,595 0.03 $2,216,111
Ally Bank Auto Credit-Linked Notes, Series 2024-A C 6.022% 15-MAY-2032, 6.02%, 05/17/32 ABCLN 2024-A 02007GZ63 - 2,173,854 $2,206,444 $2,206,444 0.03 $2,199,899
PRPM 2024-RCF2 A1 3.75% 25-MAR-2054, 3.75%, 03/25/54 PRPM 2024-RCF2 693987AA7 - 2,226,444 $2,184,185 $2,184,185 0.03 $2,182,329
FHLMC 30yr Pool#QG2543 5.500% 01-May-2053, 5.50%, 05/01/53 FR 3133C2ZG6 - 2,054,685 $2,102,231 $2,102,231 0.03 $2,092,186
FNMA 30yr Pool#FS1640 4.000% 01-Apr-2052, 4.00%, 04/01/52 FN 3140XGZE2 - 2,083,948 $1,999,151 $1,999,151 0.03 $1,991,741
FNMA 30yr Pool#FS3001 4.000% 01-Oct-2051, 4.00%, 10/01/51 FN 3140XJKP7 - 2,081,613 $1,994,372 $1,994,372 0.03 $1,986,971
FNMA 30yr Pool#BY0338 6.500% 01-May-2053, 6.50%, 05/01/53 FN 3140NGLU2 - 1,901,189 $1,992,748 $1,992,748 0.03 $1,981,764
FNMA 30yr Pool#DA0036 6.500% 01-Sep-2053, 6.50%, 09/01/53 FN 3140A0BE8 - 1,849,244 $1,939,549 $1,939,549 0.03 $1,928,864
FNMA 30yr Pool#CA7849 4.500% 01-Oct-2050, 4.50%, 10/01/50 FN 3140QFWK1 - 1,968,888 $1,939,116 $1,939,116 0.03 $1,931,240
FHLMC 30yr Pool#QX7432 6.000% 01-Feb-2055, 6.00%, 02/01/55 FR 31426DHJ4 - 1,861,615 $1,924,502 $1,924,502 0.03 $1,914,573
FNMA 30yr Pool#BX8072 5.500% 01-Mar-2053, 5.50%, 03/01/53 FN 3140NC6J3 - 1,864,468 $1,918,946 $1,918,946 0.03 $1,909,831
Chase Mortgage Reference Notes, Series 2020-CL1 M2 6.29303% 25-OCT-2057, 6.29%, 10/25/57 CHASE 2020-CL1 46591HAH3 - 1,861,039 $1,906,786 $1,906,786 0.03 $1,903,858
Santander Bank Auto Credit-Linked Notes, Series 2024-A B 5.622% 15-JUN-2032, 5.62%, 06/15/32 SBCLN 2024-A 80290CCJ1 - 1,835,919 $1,859,304 $1,859,304 0.03 $1,854,143
FIGRE Trust 2024-HE1 B 6.506% 25-MAR-2054, 6.51%, 03/25/54 FIGRE 2024-HE1 31684HAB6 - 1,807,872 $1,841,849 $1,841,849 0.03 $1,839,235
FHLMC 30yr Pool#SI2017 4.000% 01-Dec-2048, 4.00%, 12/01/48 FR 3133USG21 - 1,914,077 $1,836,022 $1,836,022 0.03 $1,829,217
FNMA 30yr Pool#DF0998 6.000% 01-Oct-2055, 6.00%, 10/01/55 FN 3140BRDC0 - 1,767,400 $1,828,348 $1,828,348 0.03 $1,818,922
RAM 2024-1 A 5.95% 15-FEB-2039, 6.67%, 02/15/39 RAM 2024-1 751313AA5 - 1,798,533 $1,805,159 $1,805,159 0.03 $1,799,162
FNMA 30yr Pool#BY0361 6.500% 01-Jun-2053, 6.50%, 06/01/53 FN 3140NGMK3 - 1,712,212 $1,792,184 $1,792,184 0.03 $1,782,291
Chase Mortgage Reference Notes, Series 2021-CL1 M3 5.2119% 25-FEB-2050, 5.21%, 02/25/50 CHASE 2021-CL1 46591HBZ2 - 1,845,193 $1,790,118 $1,790,118 0.03 $1,787,714
Foundation Finance Trust 2023-2 A 6.53% 15-JUN-2049, 6.53%, 06/15/49 FFIN 2023-2A 35042RAA4 - 1,693,764 $1,749,324 $1,749,324 0.03 $1,743,794
Connecticut Avenue Securities Trust 2022-R06 1B2 14.2619% 25-MAY-2042, 14.26%, 05/25/42 CAS 2022-R06 20754NAR6 - 1,596,475 $1,748,524 $1,748,524 0.03 $1,742,832
FNMA 30yr Pool#DA3538 6.000% 01-Oct-2053, 6.00%, 10/01/53 FN 3140A34Y6 - 1,688,141 $1,746,019 $1,746,019 0.03 $1,737,016
FHLMC 30yr Pool#QI4878 6.000% 01-Apr-2054, 6.00%, 04/01/54 FR 3133WBM37 - 1,688,854 $1,745,905 $1,745,905 0.03 $1,736,898
FHLMC 30yr Pool#SD1551 4.000% 01-Mar-2050, 4.00%, 03/01/50 FR 3132DNWL3 - 1,796,335 $1,723,081 $1,723,081 0.03 $1,716,694
FHF Trust 2024-1 (First Help Financial) A2 5.69% 15-FEB-2030, 5.69%, 02/15/30 FHF 2024-1A 31568AAB2 - 1,694,254 $1,706,144 $1,706,144 0.03 $1,701,324
PRPM 2025-RCF3 LLC 5.25% 55, 5.25%, 07/25/55 PRPM 2025-RCF3 69392PAC9 - 1,700,000 $1,696,645 $1,696,645 0.03 $1,688,711
FNMA 30yr Pool#MA3521 4.000% 01-Nov-2048, 4.00%, 11/01/48 FN 31418C4F8 - 1,746,541 $1,675,318 $1,675,318 0.03 $1,669,108
Fannie Mae Pool|4|08/01/2050, 4.00%, 08/01/50 FN 3140X8UA3 - 1,741,466 $1,669,624 $1,669,624 0.03 $1,663,432
FHLMC 30yr Pool#QG2540 6.500% 01-May-2053, 6.50%, 05/01/53 FR 3133C2ZD3 - 1,586,474 $1,654,295 $1,654,295 0.03 $1,645,128
FHLMC 30yr Pool#SD0943 3.500% 01-Apr-2052, 3.50%, 04/01/52 FR 3132DNBL6 - 1,739,269 $1,628,715 $1,628,715 0.02 $1,623,304
Chase Mortgage Reference Notes, Series 2021-CL1 M2 5.0119% 25-FEB-2050, 5.01%, 02/25/50 CHASE 2021-CL1 46591HBY5 - 1,662,230 $1,613,708 $1,613,708 0.02 $1,611,625
NRZ MSR-Collateralized Notes, Series 2021-FHT1 A 3.104% 25-JUL-2026, 3.10%, 07/25/26 NZES 2021-FHT1 62955MAB2 - 1,626,552 $1,612,722 $1,612,722 0.02 $1,611,600
FNMA 30yr Pool#DD4221 6.000% 01-Feb-2055, 6.00%, 02/01/55 FN DD4221 MTGE 3140B4VP2 - 1,549,738 $1,602,090 $1,602,090 0.02 $1,593,825
FHLMC 30yr Pool#SD4456 4.000% 01-Aug-2050, 4.00%, 08/01/50 FR 3132E05R9 - 1,623,027 $1,555,005 $1,555,005 0.02 $1,549,235
FNMA 30yr Pool#CB2681 3.500% 01-Jan-2052, 3.50%, 01/01/52 FN 3140QM6T6 - 1,643,271 $1,538,947 $1,538,947 0.02 $1,533,835
FHLMC 30yr Pool#QZ4132 6.000% 01-Sep-2055, 6.00%, 09/01/55 FR 31427BSW6 - 1,486,845 $1,538,119 $1,538,119 0.02 $1,530,189
FNMA 30yr Pool#DC9709 6.000% 01-Jan-2055, 6.00%, 01/01/55 FN 3140AXYF8 - 1,466,113 $1,516,379 $1,516,379 0.02 $1,508,560
Santander Bank Auto Credit-Linked Notes, Series 2023-B B 5.64% 15-DEC-2033, 5.64%, 12/15/33 SBCLN 2023-B 80290CCB8 - 1,476,465 $1,493,594 $1,493,594 0.02 $1,489,430
FHLMC 30yr Pool#QY7439 6.000% 01-Jun-2055, 6.00%, 06/01/55 FR 31426SHR3 - 1,427,716 $1,476,950 $1,476,950 0.02 $1,469,335
FHLMC 30yr Pool#Q58477 4.000% 01-Sep-2048, 4.00%, 09/01/48 FG 3132Y2M37 - 1,493,387 $1,434,284 $1,434,284 0.02 $1,428,974
FNMA 30yr Pool#BT8051 5.500% 01-Jan-2053, 5.50%, 01/01/53 FN 3140LW5M5 - 1,377,721 $1,419,374 $1,419,374 0.02 $1,412,638
FNMA 30yr Pool#MA3415 4.000% 01-Jul-2048, 4.00%, 07/01/48 FN 31418CYM0 - 1,473,666 $1,413,570 $1,413,570 0.02 $1,408,331
FNMA 30yr Pool#CA5573 4.000% 01-Apr-2050, 4.00%, 04/01/50 FN 3140QDFP4 - 1,472,380 $1,411,639 $1,411,639 0.02 $1,406,404
FNMA 30yr Pool#BY1896 5.500% 01-May-2053, 5.50%, 05/01/53 FN 3140NJDA9 - 1,353,176 $1,384,489 $1,384,489 0.02 $1,377,874
FNMA 30yr Pool#CA1931 4.500% 01-Jun-2048, 4.50%, 06/01/48 FN 3140Q9ED1 - 1,382,708 $1,366,653 $1,366,653 0.02 $1,361,122
FHLMC 30yr Pool#QG4340 6.500% 01-Jun-2053, 6.50%, 06/01/53 FR 3133C4ZD9 - 1,295,071 $1,350,471 $1,350,471 0.02 $1,342,988
FIGRE TRUST 2025-HE5 FLTG 2055 B, 5.49%, 08/25/55 FIGRE 2025-HE5 31684MAB5 - 1,305,678 $1,307,936 $1,307,936 0.02 $1,301,570
FNMA 30yr Pool#BX7860 5.500% 01-Mar-2053, 5.50%, 03/01/53 FN 3140NCWW5 - 1,252,338 $1,285,232 $1,285,232 0.02 $1,279,109
FNMA 30yr Pool#BY0327 6.500% 01-May-2053, 6.50%, 05/01/53 FN 3140NGLH1 - 1,230,271 $1,284,283 $1,284,283 0.02 $1,277,175
Ally Bank Auto Credit-Linked Notes, Series 2024-A D 6.315% 15-MAY-2032, 6.31%, 05/17/32 ABCLN 2024-A 02007GZ71 - 1,242,202 $1,260,673 $1,260,673 0.02 $1,256,750
ACHV ABS Trust 2024-1PL B 6.34% 25-APR-2031, 6.34%, 04/25/31 ACHV 2024-1PL 00092BAB0 - 1,226,459 $1,237,376 $1,237,376 0.02 $1,235,648
FNMA 30yr Pool#FM7725 4.500% 01-Dec-2050, 4.50%, 12/01/50 FN 3140XBSP6 - 1,250,673 $1,230,674 $1,230,674 0.02 $1,225,671
Bayview Opportunity Master Fund VII Trust 2024-CAR1 C 5.1619% 25-DEC-2031, 5.16%, 12/26/31 BVCLN 2024-CAR1 07336QAC6 - 1,202,820 $1,208,050 $1,208,050 0.02 $1,206,498
FHLMC 30yr Pool#QF2561 5.500% 01-Nov-2052, 5.50%, 11/01/52 FR 3133BPZ27 - 1,172,754 $1,207,615 $1,207,615 0.02 $1,201,882
FNMA 30yr Pool#DB3056 5.500% 01-May-2054, 5.50%, 05/01/54 FN 3140ACME0 - 1,174,017 $1,201,890 $1,201,890 0.02 $1,196,150
FNMA 40yr Pool#BF0167 3.000% 01-Feb-2057, 3.00%, 02/01/57 FN 3140FXFH0 - 1,354,191 $1,180,256 $1,180,256 0.02 $1,176,645
FNMA 30yr Pool#MA3149 4.000% 01-Oct-2047, 4.00%, 10/01/47 FN 31418CQB3 - 1,225,287 $1,178,811 $1,178,811 0.02 $1,174,455
EFMT 2026-CES1 M1 5.616% 25-DEC-2060, 5.62%, 12/25/60 EFMT 2026-CES1 26846MAF1 - 1,166,000 $1,156,235 $1,156,235 0.02 $1,150,415
FNMA 30yr Pool#BX0804 5.500% 01-Nov-2052, 5.50%, 11/01/52 FN 3140N43N5 - 1,120,831 $1,150,742 $1,150,742 0.02 $1,145,262
FHLMC 30yr Pool#SD8003 4.000% 01-Jul-2049, 4.00%, 07/01/49 FR 3132DV3L7 - 1,200,540 $1,150,225 $1,150,225 0.02 $1,145,956
FNMA 30yr Pool#BJ9181 5.000% 01-May-2048, 5.00%, 05/01/48 FN 3140HBFX1 - 1,134,684 $1,149,461 $1,149,461 0.02 $1,144,418
FNMA 30yr Pool#FM9138 4.000% 01-Mar-2050, 4.00%, 03/01/50 FN 3140XDEL6 - 1,189,081 $1,140,591 $1,140,591 0.02 $1,136,363
FHLMC 30yr Pool#QG6538 5.500% 01-Jul-2053, 5.50%, 07/01/53 FR 3133C7HP5 - 1,095,537 $1,128,659 $1,128,659 0.02 $1,123,303
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA2 B2 12.1619% 25-FEB-2042, 12.16%, 02/25/42 STACR 2022-DNA2 35564KSQ3 - 1,050,000 $1,109,436 $1,109,436 0.02 $1,106,244
FNMA 30yr Pool#AS6811 3.000% 01-Mar-2046, 3.00%, 03/01/46 FN 3138WGR97 - 1,208,495 $1,102,332 $1,102,332 0.02 $1,099,109
FHLMC 30yr Pool#ZT2087 4.000% 01-Jun-2049, 4.00%, 06/01/49 FR 3132AEJ80 - 1,141,160 $1,093,334 $1,093,334 0.02 $1,089,276
FNMA 30yr Pool#AS7492 4.000% 01-Jul-2046, 4.00%, 07/01/46 FN 3138WHKE1 - 1,084,067 $1,045,678 $1,045,678 0.02 $1,041,823
Connecticut Avenue Securities Trust 2022-R04 1M2 6.76721% 25-MAR-2042, 6.76%, 03/25/42 CAS 2022-R04 20753YCK6 - 1,000,000 $1,019,724 $1,019,724 0.02 $1,018,033
U.S. Auto Funding 2021-1 C 2.2% 15-MAY-2026, 2.20%, 05/15/26 USAUT 2021-1A 90355EAC5 - 1,270,596 $1,018,250 $1,018,250 0.02 $1,016,852
FHLMC 30yr Pool#RA1188 4.500% 01-Aug-2049, 4.50%, 08/01/49 FR 3133KGJ90 - 1,021,062 $1,007,526 $1,007,526 0.02 $1,003,441
FHLMC 30yr Pool#QG3885 6.500% 01-Jun-2053, 6.50%, 06/01/53 FR 3133C4J62 - 965,540 $1,006,844 $1,006,844 0.02 $1,001,265
FNMA 30yr Pool#CB8995 5.500% 01-Aug-2054, 5.50%, 08/01/54 FN 3140QU7H3 - 986,313 $1,004,320 $1,004,320 0.02 $999,498
FHLMC 30yr Pool#RA1087 4.500% 01-Jul-2049, 4.50%, 07/01/49 FR 3133KGF45 - 1,017,681 $1,004,189 $1,004,189 0.02 $1,000,119
Flagship Credit Auto Trust 2023-1 B 5.05% 15-FEB-2028, 5.05%, 01/18/28 FCAT 2023-1 337955AG3 - 976,866 $979,521 $979,521 0.01 $977,054
FHF Issuer Trust 2023-2 (First Help Financial) A2 6.79% 15-OCT-2029, 6.79%, 10/15/29 FHF 2023-2A 30333LAB4 - 948,354 $958,905 $958,905 0.01 $955,686
FNMA 30yr Pool#BV4203 3.500% 01-Apr-2052, 3.50%, 04/01/52 FN 3140MHU56 - 1,011,764 $944,594 $944,594 0.01 $941,446
FNMA 30yr Pool#BV8484 3.500% 01-Apr-2052, 3.50%, 04/01/52 FN 3140MNNA0 - 1,000,199 $933,796 $933,796 0.01 $930,685
FNMA 30yr Pool#FM1598 4.000% 01-Feb-2049, 4.00%, 02/01/49 FN 3140X4X43 - 963,901 $924,593 $924,593 0.01 $921,166
FHLMC 30yr Pool#QG6948 5.500% 01-Jul-2053, 5.50%, 07/01/53 FR 3133C7WH6 - 887,943 $914,789 $914,789 0.01 $910,448
FHLMC 30yr Pool#QH3309 5.500% 01-Oct-2053, 5.50%, 10/01/53 FR 3133CFVA4 - 887,675 $908,216 $908,216 0.01 $903,877
FNMA 30yr Pool#CA6382 4.500% 01-Jul-2050, 4.50%, 07/01/50 FN 3140QECU4 - 917,651 $902,978 $902,978 0.01 $899,307
FREMF 2019-KF70 Mortgage Trust C 9.78337% 25-SEP-2029, 9.78%, 09/25/29 FREMF 2019-KF70 30298UAJ0 - 890,414 $885,528 $885,528 0.01 $883,351
GNMA II 30yr Pool#MA5021 4.500% 20-Feb-2048, 4.50%, 02/20/48 G2 36179TSJ5 - 878,138 $869,445 $869,445 0.01 $865,932
BX Commercial Mortgage Trust 2021-21M A 4.524% 15-OCT-2036, 4.52%, 10/15/36 BX 2021-21M 05609CAA5 - 862,801 $864,564 $864,564 0.01 $862,507
FHLMC 30yr Pool#ZM8197 4.000% 01-Sep-2048, 4.00%, 09/01/48 FR 3131Y3DA1 - 888,531 $852,297 $852,297 0.01 $849,138
Structured Agency Credit Risk (STACR) Debt Notes, Series 2020-DNA2 B2 8.57638% 25-FEB-2050, 8.58%, 02/25/50 STACR 2020-DNA2 35565KBE7 - 728,791 $803,372 $803,372 0.01 $801,809
FNMA 30yr Pool#CC0990 5.000% 01-Sep-2055, 5.00%, 09/01/55 FN 3140Y7C48 - 791,863 $795,505 $795,505 0.01 $791,986
FHLMC 30yr Pool#QG7338 6.000% 01-Jul-2053, 6.00%, 07/01/53 FR 3133C8EK7 - 768,913 $794,888 $794,888 0.01 $790,787
FNMA 30yr Pool#AB9341 3.000% 01-May-2043, 3.00%, 05/01/43 FN 31417GLX2 - 854,681 $786,761 $786,761 0.01 $784,482
Blue Bridge Funding 2023-1 A 7.37% 15-NOV-2030, 7.37%, 11/15/30 BBEF 2023-1A 09531MAA8 - 779,025 $785,657 $785,657 0.01 $782,787
FNMA 30yr Pool#BN4541 4.000% 01-Feb-2049, 4.00%, 02/01/49 FN 3140JMBK7 - 815,488 $782,233 $782,233 0.01 $779,334
Reach ABS Trust 2024-2 A 5.88% 15-JUL-2031, 5.88%, 07/15/31 REACH 2024-2A 75525HAA8 - 777,035 $781,351 $781,351 0.01 $779,066
FHLMC 30yr Pool#QH7013 6.500% 01-Dec-2053, 6.50%, 12/01/53 FR 3133CKYJ1 - 731,692 $764,679 $764,679 0.01 $760,452
FNMA 30yr Pool#BY0782 5.500% 01-Apr-2053, 5.50%, 04/01/53 FN 3140NG2Q2 - 739,182 $761,160 $761,160 0.01 $757,547
FNMA 30yr Pool#BY0866 5.500% 01-May-2053, 5.50%, 05/01/53 FN 3140NG6C9 - 694,395 $711,732 $711,732 0.01 $708,337
FHLMC 30yr Pool#RA1999 4.500% 01-Jan-2050, 4.50%, 01/01/50 FR 3133KHGG5 - 720,616 $711,063 $711,063 0.01 $708,181
FHLMC 30yr Pool#ZT1926 3.000% 01-Nov-2043, 3.00%, 11/01/43 FR 3132AED78 - 770,032 $709,147 $709,147 0.01 $707,093
GNMA II 30yr Pool#MA5264 4.000% 20-Jun-2048, 4.00%, 06/20/48 G2 36179TZ57 - 699,597 $671,302 $671,302 0.01 $668,815
Arivo Acceptance Auto Loan Receivables Trust 2024-1 A 6.46% 15-APR-2028, 6.46%, 04/17/28 ARIVO 2024-1A 039943AA3 - 662,743 $666,836 $666,836 0.01 $664,696
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-DNA5 M2 5.3119% 25-JAN-2034, 5.31%, 01/25/34 STACR 2021-DNA5 35564KHE2 - 662,867 $666,334 $666,334 0.01 $665,454
FNMA 30yr Pool#CB6864 5.000% 01-Aug-2053, 5.00%, 08/01/53 FN 3140QSTW1 - 654,033 $656,021 $656,021 0.01 $653,114
ACHM Trust 2024-HE1 B 7.26% 25-MAY-2039, 7.26%, 05/25/39 ACHM 2024-HE1 00449TAB1 - 621,267 $638,067 $638,067 0.01 $637,065
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 $631,228 $631,228 0.01 $630,263
FNMA 30yr Pool#BW0343 4.500% 01-May-2052, 4.50%, 05/01/52 FN 3140MRLZ8 - 629,748 $615,103 $615,103 0.01 $612,584
FHLMC 30yr Pool#QE1073 3.500% 01-Apr-2052, 3.50%, 04/01/52 FR 3133BAFN6 - 643,644 $600,913 $600,913 0.01 $598,910
Connecticut Avenue Securities Trust 2022-R07 1B2 15.6619% 25-JUN-2042, 15.66%, 06/25/42 CAS 2022-R07 20754MAL1 - 536,201 $600,185 $600,185 0.01 $598,086
FHLMC 30yr Pool#SD8047 4.500% 01-Feb-2050, 4.50%, 02/01/50 FR 3132DV5G6 - 585,400 $576,548 $576,548 0.01 $574,207
ACHV ABS Trust 2024-1PL C 6.42% 25-APR-2031, 6.42%, 04/25/31 ACHV 2024-1PL 00092BAC8 - 564,483 $568,140 $568,140 0.01 $567,335
FNMA 30yr Pool#BK9507 4.000% 01-Oct-2048, 4.00%, 10/01/48 FN 3140HPR58 - 589,055 $567,968 $567,968 0.01 $565,874
FNMA 30yr Pool#AL6842 4.000% 01-May-2045, 4.00%, 05/01/45 FN 3138EPS88 - 580,304 $562,261 $562,261 0.01 $560,198
Sequoia Mortgage Trust 2013-5 A1 2.5% 25-MAY-2043, 2.50%, 05/25/43 SEMT 2013-5 81745AAA5 - 604,374 $542,712 $542,712 0.01 $541,369
FNMA 30yr Pool#AZ0869 4.000% 01-Jul-2045, 4.00%, 07/01/45 FN 3138YR6F0 - 511,758 $495,272 $495,272 0.01 $493,452
FHLMC 30yr Pool#QD9191 3.500% 01-Apr-2052, 3.50%, 04/01/52 FR 3133B7F86 - 495,380 $462,492 $462,492 0.01 $460,951
FHLMC 15yr Pool#SB0116 2.500% 01-Nov-2034, 2.50%, 11/01/34 FR 3132CWDV3 - 484,886 $461,652 $461,652 0.01 $460,575
FHLMC 30yr Pool#SD1414 4.000% 01-Oct-2050, 4.00%, 10/01/50 FR 3132DNSB0 - 432,000 $413,895 $413,895 0.01 $412,359
FNMA 30yr Pool#CB4329 3.500% 01-Jul-2052, 3.50%, 07/01/52 FN 3140QPY35 - 422,302 $394,470 $394,470 0.01 $393,157
FNMA 30yr Pool#BV6879 4.500% 01-Apr-2052, 4.50%, 04/01/52 FN 3140MLUD0 - 403,651 $394,302 $394,302 0.01 $392,687
FNMA 30yr Pool#CA4646 3.000% 01-Feb-2048, 3.00%, 02/01/48 FN 3140QCEU6 - 412,605 $376,869 $376,869 0.01 $375,769
FHLMC 30yr Pool#QG3397 6.000% 01-May-2053, 6.00%, 05/01/53 FR 3133C3X27 - 349,636 $361,447 $361,447 0.01 $359,582
FHLMC 30yr Pool#QA8274 3.500% 01-Mar-2050, 3.50%, 03/01/50 FR 3133A3FP8 - 385,166 $357,273 $357,273 0.01 $356,074
FNMA 30yr Pool#FM3447 4.000% 01-Nov-2049, 4.00%, 11/01/49 FN 3140X6ZM6 - 350,629 $337,636 $337,636 0.01 $336,389
Connecticut Avenue Securities Trust 2023-R05 1B1 8.4119% 25-JUN-2043, 8.41%, 06/25/43 CAS 2023-R05 207942AC7 - 312,000 $331,112 $331,112 0.01 $330,456
FHLMC 30yr Pool#SD1966 4.000% 01-Nov-2052, 4.00%, 11/01/52 FR 3132DPFF0 - 322,605 $308,031 $308,031 0.00 $306,884
FNMA 30yr Pool#BV7632 4.500% 01-Apr-2052, 4.50%, 04/01/52 FN 3140MMPS1 - 310,131 $302,948 $302,948 0.00 $301,708
Hotwire Funding, Series 2021-1 B_2021_1 2.658% 20-NOV-2051, 2.66%, 11/20/51 HWIRE 2021-1 44148JAB5 - 300,000 $295,388 $295,388 0.00 $295,100
FNMA 30yr Pool#AR9225 3.000% 01-Mar-2043, 3.00%, 03/01/43 FN 3138W7HB3 - 314,525 $288,110 $288,110 0.00 $287,272
FHLMC 30yr Pool#ZN6461 4.000% 01-May-2049, 4.00%, 05/01/49 FR 3131YDFA7 - 299,332 $286,812 $286,812 0.00 $285,748
FHLMC 30yr Pool#ZT0391 4.000% 01-Nov-2047, 4.00%, 11/01/47 FR 3132ACNG1 - 292,081 $282,801 $282,801 0.00 $281,762
FNMA 30yr Pool#FS2548 4.000% 01-Mar-2051, 4.00%, 03/01/51 FN 3140XHZN0 - 291,644 $279,421 $279,421 0.00 $278,384
FNMA 30yr Pool#AS8649 3.000% 01-Jan-2047, 3.00%, 01/01/47 FN 3138WJTF5 - 301,205 $273,180 $273,180 0.00 $272,376
FNMA 30yr Pool#FS2238 4.000% 01-Mar-2051, 4.00%, 03/01/51 FN 3140XHPY7 - 283,924 $272,345 $272,345 0.00 $271,336
FHLMC 30yr Pool#QA5150 4.500% 01-Dec-2049, 4.50%, 12/01/49 FR 31346YWK5 - 264,394 $260,396 $260,396 0.00 $259,339
FNMA 30yr Pool#BN3899 4.000% 01-Dec-2048, 4.00%, 12/01/48 FN 3140JLKM5 - 262,541 $251,835 $251,835 0.00 $250,901
FHLMC 30yr Pool#QA1615 3.500% 01-Aug-2049, 3.50%, 08/01/49 FR 31334XYL7 - 267,747 $249,033 $249,033 0.00 $248,200
Fannie Mae REMIC Trust 2012-126 SY 0.21831% 25-NOV-2042, 0.22%, 11/25/42 FNR 2012-126 3136A9ZR2 - 473,554 $246,270 $246,270 0.00 $246,246
FHLMC 30yr Pool#ZN4240 4.500% 01-Dec-2048, 4.50%, 12/01/48 FR 3131YAV98 - 246,575 $244,475 $244,475 0.00 $243,489
FNMA 30yr Pool#BW0081 4.500% 01-Apr-2052, 4.50%, 04/01/52 FN 3140MRCT2 - 228,289 $222,980 $222,980 0.00 $222,067
Fannie Mae REMIC Trust 2017-9 VL 3.0% 25-JUL-2028, 3.00%, 07/25/28 FNR 2017-9 3136AVYH6 - 223,430 $222,090 $222,090 0.00 $221,494
FNMA 30yr Pool#MA3908 4.500% 01-Jan-2050, 4.50%, 01/01/50 FN 31418DKW1 - 221,181 $217,836 $217,836 0.00 $216,951
FNMA 30yr Pool#MA3687 4.000% 01-Jun-2049, 4.00%, 06/01/49 FN 31418DCZ3 - 227,102 $217,584 $217,584 0.00 $216,776
FNMA 30yr Pool#MA1327 3.000% 01-Jan-2043, 3.00%, 01/01/43 FN 31418APM4 - 230,157 $211,959 $211,959 0.00 $211,345
FNMA 30yr Pool#BE3616 4.000% 01-May-2047, 4.00%, 05/01/47 FN 3140FPAS8 - 217,719 $211,020 $211,020 0.00 $210,246
FNMA 30yr Pool#BO9819 4.500% 01-Dec-2049, 4.50%, 12/01/49 FN 3140K54D6 - 207,749 $204,607 $204,607 0.00 $203,776
FHLMC 15yr Pool#SB0040 2.500% 01-Dec-2033, 2.50%, 12/01/33 FR 3132CWBH6 - 211,418 $204,380 $204,380 0.00 $203,911
GNMA II 30yr Pool#MA5192 4.000% 20-May-2048, 4.00%, 05/20/48 G2 36179TXV2 - 209,363 $201,026 $201,026 0.00 $200,282
FHLMC 30yr Pool#RA1088 4.500% 01-Jul-2049, 4.50%, 07/01/49 FR 3133KGF52 - 202,043 $198,987 $198,987 0.00 $198,179
FNMA 30yr Pool#AB6280 3.000% 01-Sep-2042, 3.00%, 09/01/42 FN 31417C6S9 - 188,574 $173,664 $173,664 0.00 $173,161
FNMA 30yr Pool#BO2983 3.000% 01-Sep-2049, 3.00%, 09/01/49 FN 3140JXJ58 - 188,438 $170,704 $170,704 0.00 $170,201
FHLMC 30yr Pool#SD8040 4.500% 01-Jan-2050, 4.50%, 01/01/50 FR 3132DV4Z5 - 171,073 $168,486 $168,486 0.00 $167,801
FNMA 30yr Pool#CA4185 4.500% 01-Sep-2049, 4.50%, 09/01/49 FN 3140QBUK2 - 168,898 $166,344 $166,344 0.00 $165,669
FNMA 30yr Pool#BV7132 4.500% 01-Apr-2052, 4.50%, 04/01/52 FN 3140ML4S6 - 160,683 $156,947 $156,947 0.00 $156,304
FNMA 30yr Pool#CA4035 4.500% 01-Aug-2049, 4.50%, 08/01/49 FN 3140QBPV4 - 155,561 $153,209 $153,209 0.00 $152,587
FHLMC 30yr Pool#ZA7158 4.500% 01-Jun-2049, 4.50%, 06/01/49 FR 31329Q5T4 - 155,154 $153,097 $153,097 0.00 $152,477
FHLMC 30yr Pool#ZT1320 4.000% 01-Nov-2048, 4.00%, 11/01/48 FR 3132ADPD4 - 156,257 $149,885 $149,885 0.00 $149,329
FNMA 30yr Pool#AB7563 3.000% 01-Jan-2043, 3.00%, 01/01/43 FN 31417EMM0 - 159,967 $147,957 $147,957 0.00 $147,531
FNMA 30yr Pool#FS2546 4.000% 01-Mar-2051, 4.00%, 03/01/51 FN 3140XHZL4 - 150,972 $144,815 $144,815 0.00 $144,278
FNMA 30yr Pool#BW7371 5.500% 01-Feb-2053, 5.50%, 02/01/53 FN 3140N0FM2 - - $135,465 $135,465 0.00 $0
FNMA 30yr Pool#BW0072 4.500% 01-Apr-2052, 4.50%, 04/01/52 FN 3140MRCJ4 - 135,509 $132,358 $132,358 0.00 $131,816
FNMA 30yr Pool#MA1229 3.000% 01-Oct-2042, 3.00%, 10/01/42 FN 31418ALK2 - 140,727 $130,161 $130,161 0.00 $129,786
GNMA II 30yr Pool#MA5753 4.000% 20-Feb-2049, 4.00%, 02/20/49 G2 36179UMA7 - 136,005 $126,975 $126,975 0.00 $126,491
FNMA 30yr Pool#BV7131 4.500% 01-Apr-2052, 4.50%, 04/01/52 FN 3140ML4R8 - 128,275 $125,292 $125,292 0.00 $124,779
GNMA II 30yr Pool#BF6874 4.500% 20-Jul-2048, 4.50%, 07/20/48 G2 3617GDT77 - 125,423 $123,118 $123,118 0.00 $122,616
GNMA II 30yr Pool#MA5866 4.000% 20-Apr-2049, 4.00%, 04/20/49 G2 36179UQT2 - 131,018 $122,693 $122,693 0.00 $122,227
FNMA 20yr Pool#AB9283 3.000% 01-Apr-2038, 3.00%, 04/01/38 FN 31417GJ56 - 127,095 $116,995 $116,995 0.00 $116,656
GNMA II 30yr Pool#BK5879 4.500% 20-Nov-2048, 4.50%, 11/20/48 G2 3617J6Q80 - 110,555 $108,843 $108,843 0.00 $108,400
FHLMC 30yr Pool#QE0318 4.500% 01-Mar-2052, 4.50%, 03/01/52 FR 3133B9K78 - 107,538 $105,047 $105,047 0.00 $104,617
FNMA 30yr Pool#BM3282 3.500% 01-Dec-2047, 3.50%, 12/01/47 FN 3140J7UG8 - 110,172 $103,877 $103,877 0.00 $103,534
FNMA 30yr Pool#CA3683 4.500% 01-Jun-2049, 4.50%, 06/01/49 FN 3140QBCV8 - 105,267 $103,675 $103,675 0.00 $103,254
FHLMC 30yr Pool#ZT1633 4.000% 01-Mar-2047, 4.00%, 03/01/47 FR 3132ADY69 - 104,842 $101,774 $101,774 0.00 $101,401
FNMA 30yr Pool#CA0108 3.500% 01-Aug-2047, 3.50%, 08/01/47 FN 3140Q7DN4 - 102,272 $96,428 $96,428 0.00 $96,110
FHLMC 30yr Pool#ZM7577 4.500% 01-Aug-2048, 4.50%, 08/01/48 FR 3131Y2M21 - 89,165 $88,130 $88,130 0.00 $87,773
Fannie Mae REMIC Trust 2013-130 FN 4.12638% 25-OCT-2042, 4.13%, 10/25/42 FNR 2013-130 3136AHG53 - 84,823 $84,117 $84,117 0.00 $84,039
FHLMC 30yr Pool#ZM7926 5.000% 01-Sep-2048, 5.00%, 09/01/48 FR 3131Y2YX0 - 77,039 $78,042 $78,042 0.00 $77,700
Saluda Grade Alternative Mortgage Trust 2024-RTL4 A1 7.5% 25-FEB-2030, 7.50%, 02/25/30 GRADE 2024-RTL4 79584CAA9 - 76,547 $76,751 $76,751 0.00 $76,241
FHLMC 30yr Pool#QA2159 3.000% 01-Aug-2049, 3.00%, 08/01/49 FR 31334YMG9 - 81,695 $72,344 $72,344 0.00 $72,126
FNMA 30yr Pool#MA1447 3.000% 01-May-2043, 3.00%, 05/01/43 FN 31418ATD0 - 75,150 $68,838 $68,838 0.00 $68,638
Sequoia Mortgage Trust 2019-CH3 A19 4.0% 25-OCT-2049, 4.00%, 09/25/49 SEMT 2019-CH3 81748GBN0 - 69,094 $64,286 $64,286 0.00 $64,040
FNMA 30yr Pool#AS8547 3.000% 01-Nov-2046, 3.00%, 11/01/46 FN 3138WJP93 - 70,685 $63,863 $63,863 0.00 $63,674
FNMA 30yr Pool#BD2453 3.000% 01-Jan-2047, 3.00%, 01/01/47 FN 3140F9WP6 - 65,003 $59,246 $59,246 0.00 $59,073
Fannie Mae REMIC Trust 2010-109 BS 13.38656% 25-OCT-2040, 13.39%, 10/25/40 FNR 2010-109 31398NTM6 - 41,248 $54,341 $54,341 0.00 $53,850
Fannie Mae REMIC Trust 2006-20 GF 4.13169% 25-APR-2036, 4.13%, 04/25/36 FNR 2006-20 31395BU43 - 51,466 $51,274 $51,274 0.00 $51,227
FHLMC 15yr Pool#ZK8962 3.000% 01-Sep-2032, 3.00%, 09/01/32 FR 3131XC5X1 - 49,988 $48,644 $48,644 0.00 $48,511
FHLMC 15yr Pool#ZS7403 3.000% 01-May-2031, 3.00%, 05/01/31 FR 3132A8GL7 - 44,321 $43,529 $43,529 0.00 $43,410
FNMA 30yr Pool#BO1857 4.500% 01-Aug-2049, 4.50%, 08/01/49 FN 3140JWB33 - 42,542 $41,899 $41,899 0.00 $41,729
FNMA 15yr Pool#BO5957 3.000% 01-Dec-2034, 3.00%, 12/01/34 FN 3140K1TP1 - 42,199 $40,702 $40,702 0.00 $40,589
Freddie Mac Multiclass Certificates, Series 3380 FM 4.36267% 15-OCT-2037, 4.38%, 10/15/37 FHR 3380 31397KTJ0 - 40,019 $40,087 $40,087 0.00 $39,999
Freddie Mac Multiclass Certificates, Series 3721 FB 4.27267% 15-SEP-2040, 4.29%, 09/15/40 FHR 3721 3137GAD20 - 39,455 $39,557 $39,557 0.00 $39,472
Ginnie Mae REMIC Trust 2008-013 FB 4.28172% 20-FEB-2038, 4.29%, 02/20/38 GNR 2008-13 38375PNL1 - 37,881 $37,840 $37,840 0.00 $37,782
FNMA 30yr Pool#BC0870 3.500% 01-Jan-2046, 3.50%, 01/01/46 FN 3140EU6G9 - 35,633 $33,491 $33,491 0.00 $33,380
FNMA 15yr Pool#BO7717 3.000% 01-Nov-2034, 3.00%, 11/01/34 FN 3140K3SF0 - 31,775 $30,711 $30,711 0.00 $30,626
FHLMC 15yr Pool#ZK9163 3.000% 01-Jan-2033, 3.00%, 01/01/33 FR 3131XDFC4 - 29,584 $28,759 $28,759 0.00 $28,680
Ginnie Mae REMIC Trust 2007-040 FG 4.10172% 20-JUL-2037, 4.11%, 07/20/37 GNR 2007-40 38375KZS4 - 28,764 $28,542 $28,542 0.00 $28,500
Ginnie Mae REMIC Trust 2004-069 CF 4.18172% 20-JUL-2034, 4.19%, 07/20/34 GNR 2004-69 38374JAT3 - 24,305 $24,321 $24,321 0.00 $24,284
Fannie Mae REMIC Trust 2013-2 QF 4.28169% 25-FEB-2043, 4.28%, 02/25/43 FNR 2013-2 3136AB4P5 - 22,807 $22,795 $22,795 0.00 $22,774
Ginnie Mae REMIC Trust 2007-059 FA 4.28172% 20-OCT-2037, 4.29%, 10/20/37 GNR 2007-59 38375LPU8 - 22,789 $22,741 $22,741 0.00 $22,706
FHLMC 30yr Pool#ZN2165 4.500% 01-Dec-2048, 4.50%, 12/01/48 FR 3131Y8MN2 - 22,461 $22,388 $22,388 0.00 $22,298
Ginnie Mae REMIC Trust 2010-133 FD 4.21699% 16-OCT-2040, 4.22%, 10/16/40 GNR 2010-133 38377MHV1 - 19,983 $20,019 $20,019 0.00 $19,980
Ginnie Mae REMIC Trust 2008-016 FC 4.28172% 20-FEB-2038, 4.29%, 02/20/38 GNR 2008-16 383742FU2 - 18,317 $18,300 $18,300 0.00 $18,272
Ginnie Mae REMIC Trust 2007-037 FW 4.09172% 20-JUN-2037, 4.10%, 06/20/37 GNR 2007-37 38375KNR9 - 18,121 $17,980 $17,980 0.00 $17,953
Ginnie Mae REMIC Trust 2005-065 FA 3.93172% 20-AUG-2035, 3.94%, 08/20/35 GNR 2005-65 38374LL25 - 17,328 $17,160 $17,160 0.00 $17,136
Ginnie Mae REMIC Trust 2004-059 FP 4.08699% 16-AUG-2034, 4.09%, 08/16/34 GNR 2004-59 38374HYS3 - 17,123 $17,088 $17,088 0.00 $17,055
Freddie Mac Multiclass Certificates, Series 2426 FL 4.42267% 15-MAR-2032, 4.44%, 03/15/32 FHR 2426 31339W7G5 - 15,337 $15,418 $15,418 0.00 $15,384
Fannie Mae REMIC Trust 2002-53 FK 4.18169% 25-APR-2032, 4.18%, 04/25/32 FNR 2002-53 31392EHN3 - 15,130 $15,115 $15,115 0.00 $15,101
FHLMC 30yr Pool#ZT0252 3.000% 01-Dec-2047, 3.00%, 12/01/47 FR 3132ACH52 - 16,431 $14,975 $14,975 0.00 $14,932
Ginnie Mae REMIC Trust 2005-048 AF 3.98172% 20-JUN-2035, 3.99%, 06/20/35 GNR 2005-48 38374LHM6 - 14,687 $14,597 $14,597 0.00 $14,575
Fannie Mae REMIC Trust 2005-83 KT 4.08169% 25-OCT-2035, 4.08%, 10/25/35 FNR 2005-83 31394FUL7 - 12,990 $12,915 $12,915 0.00 $12,903
Fannie Mae REMIC Trust 2007-89 GF 4.30169% 25-SEP-2037, 4.30%, 09/25/37 FNR 2007-89 31396XPM0 - 12,383 $12,420 $12,420 0.00 $12,409
Freddie Mac Multiclass Certificates, Series 2551 FD 4.17267% 15-JAN-2033, 4.19%, 01/15/33 FHR 2551 31393JAZ1 - 11,018 $11,020 $11,020 0.00 $10,997
FHLMC 30yr Pool#ZM2269 3.000% 01-Dec-2046, 3.00%, 12/01/46 FR 3131XVQW8 - 11,888 $10,827 $10,827 0.00 $10,795
Ginnie Mae REMIC Trust 2012-075 FP 4.08172% 20-JUL-2041, 4.09%, 07/20/41 GNR 2012-75 38378EZ55 - 10,414 $10,430 $10,430 0.00 $10,415
Ginnie Mae REMIC Trust 2007-061 FA 4.28172% 20-OCT-2037, 4.29%, 10/20/37 GNR 2007-61 38375LLN8 - 9,236 $9,217 $9,217 0.00 $9,203
GNMA II 30yr Pool#BK6072 5.000% 20-Jan-2049, 5.00%, 01/20/49 G2 3617J6W91 - 8,904 $9,004 $9,004 0.00 $8,964
Fannie Mae REMIC Trust 2010-123 FL 4.21169% 25-NOV-2040, 4.21%, 11/25/40 FNR 2010-123 31398N2W3 - 8,519 $8,504 $8,504 0.00 $8,496
Freddie Mac Multiclass Certificates, Series 2410, excluding Group 6 FX 4.12267% 15-FEB-2032, 4.14%, 02/15/32 FHR 2410 31339NJN7 - 8,499 $8,503 $8,503 0.00 $8,486
FNMA 15yr Pool#AS8207 2.500% 01-Oct-2031, 2.50%, 10/01/31 FN 3138WJDM7 - 8,458 $8,184 $8,184 0.00 $8,165
Freddie Mac Multiclass Certificates, Series 3028 FM 4.02267% 15-SEP-2035, 4.04%, 09/15/35 FHR 3028 31396AFB5 - 7,426 $7,421 $7,421 0.00 $7,406
FNMA 15yr Pool#BM1036 2.500% 01-Feb-2032, 2.50%, 02/01/32 FN 3140J5EJ4 - 7,454 $7,210 $7,210 0.00 $7,194
Fannie Mae REMIC Trust 2012-100 FG 4.18169% 25-SEP-2042, 4.18%, 09/25/42 FNR 2012-100 3136A8QW3 - 7,257 $7,203 $7,203 0.00 $7,196
FNMA 15yr Pool#AS7643 2.500% 01-Aug-2031, 2.50%, 08/01/31 FN 3138WHP55 - 7,440 $7,200 $7,200 0.00 $7,184
Fannie Mae REMIC Trust 2003-87 FG 4.28169% 25-SEP-2033, 4.28%, 09/25/33 FNR 2003-87 31393E4W6 - 7,176 $7,186 $7,186 0.00 $7,179
Ginnie Mae REMIC Trust 2007-018 FD 4.08172% 20-APR-2037, 4.09%, 04/20/37 GNR 2007-18 38375JC86 - 6,745 $6,687 $6,687 0.00 $6,677
Ginnie Mae REMIC Trust 2010-006 FG 4.38699% 16-JAN-2040, 4.39%, 01/16/40 GNR 2010-6 38376TSC7 - 6,470 $6,490 $6,490 0.00 $6,477
Fannie Mae REMIC Trust 2002-16 VF 4.33169% 25-APR-2032, 4.33%, 04/25/32 FNR 2002-16 31392CWW0 - 6,272 $6,290 $6,290 0.00 $6,284
FHLMC 15yr Pool#ZK8405 2.500% 01-Dec-2031, 2.50%, 01/22/31 FR 3131XCKS5 - 6,406 $6,188 $6,188 0.00 $6,174
Fannie Mae REMIC Trust 2010-95 FB 4.18169% 25-SEP-2040, 4.18%, 09/25/40 FNR 2010-95 31398NEX8 - 5,373 $5,367 $5,367 0.00 $5,362
Freddie Mac Multiclass Certificates, Series 3738 FD 4.07267% 15-AUG-2040, 4.09%, 08/15/40 FHR 3738 3137GAYQ4 - 4,891 $4,901 $4,901 0.00 $4,891
FNMA 30yr Pool#MA3694 4.500% 01-Jul-2049, 4.50%, 07/01/49 FN 31418DC83 - 4,340 $4,275 $4,275 0.00 $4,257
FHLMC 30yr Pool#ZN0650 3.000% 01-Mar-2043, 3.00%, 03/01/43 FR 3131Y6WK1 - 1,607 $1,472 $1,472 0.00 $1,468
Freddie Mac Multiclass Certificates, Series 2469 FE 4.27267% 15-JUL-2032, 4.29%, 07/15/32 FHR 2469 31392RC58 - 1,076 $1,078 $1,078 0.00 $1,075
Ginnie Mae REMIC Trust 1999-27 FE 4.18699% 16-AUG-2029, 4.19%, 08/16/29 GNR 1999-27 3837H2WA3 - 949.00 $951 $951 0.00 $948
Ginnie Mae REMIC Trust 2010-125 VF 4.13172% 20-JUN-2040, 4.14%, 06/20/40 GNR 2010-125 38377JYJ6 - 324.00 $324 $324 0.00 $323
US 5YR NOTE (CBT) Jun26 JUN 26 FVM6 FUTURES_USD - 62.00 $6,705,688 $0 0.00 $0
US 2YR NOTE (CBT) Jun26 JUN 26 TUM6 FUTURES_USD - 4,171 $865,286,989 $0 0.00 $0
US ULTRA BOND CBT Jun26 JUN 26 WNM6 FUTURES_USD - -668.00 $-77,926,375 $0 0.00 $0
US 10yr Ultra Fut Jun26 JUN 26 UXYM6 FUTURES_USD - -1,888 $-214,288,000 $0 0.00 $0
US 10YR NOTE (CBT)Jun26 JUN 26 TYM6 FUTURES_USD - -2,593 $-287,863,516 $0 0.00 $0
GNMA II TBA 30yr 4.5% April Delivery, 4.50%, 04/21/26 G2SF 21H042646 - -2,039,000 $-1,972,690 $-1,972,690 -0.03 $-1,972,690
GNMA II TBA 30yr 4% April Delivery, 4.00%, 04/21/26 G2SF 21H040640 - -3,648,000 $-3,423,159 $-3,423,159 -0.05 $-3,423,159
GNMA II TBA 30yr 5.5% April Delivery, 5.50%, 04/21/26 G2SF 21H052645 - -3,904,000 $-3,935,622 $-3,935,622 -0.06 $-3,935,622
UMBS TBA 30yr 3.5% April Delivery, 3.50%, 04/13/26 FNCL 01F032641 - -5,078,000 $-4,665,504 $-4,665,504 -0.07 $-4,665,504
UMBS TBA 30yr 2% April Delivery, 2.00%, 04/13/26 FNCL 01F020646 - -8,502,000 $-6,857,756 $-6,857,756 -0.10 $-6,857,756
UMBS TBA 30yr 6.5% April Delivery, 6.50%, 04/13/26 FNCL 01F062648 - -8,496,000 $-8,795,314 $-8,795,314 -0.13 $-8,795,314
GNMA II TBA 30yr 2.5% April Delivery, 2.50%, 04/21/26 G2SF 21H022648 - -16,788,000 $-14,456,835 $-14,456,835 -0.22 $-14,456,835
UMBS TBA 30yr 6% April Delivery, 6.00%, 04/13/26 FNCL 01F060642 - -18,903,000 $-19,300,908 $-19,300,908 -0.29 $-19,300,908
GNMA II TBA 30yr 3.5% April Delivery, 3.50%, 04/21/26 G2SF 21H032647 - -94,073,588 $-86,353,345 $-86,353,345 -1.31 $-86,353,345
UMBS TBA 30yr 3% April Delivery, 3.00%, 04/13/26 FNCL 01F030645 - -199,467,000 $-175,845,519 $-175,845,519 -2.66 $-175,845,519
UMBS TBA 30yr 5.5% May Delivery, 5.50%, 05/13/26 FNCL 01F052656 - -175,000,000 $-175,924,000 $-175,924,000 -2.66 $-175,924,000
GNMA II TBA 30yr 5% April Delivery, 5.00%, 04/21/26 G2SF 21H050649 - -196,141,000 $-194,598,743 $-194,598,743 -2.95 $-194,598,743
UMBS TBA 30yr 5.5% April Delivery, 5.50%, 04/13/26 FNCL 01F052649 - -297,618,956 $-299,592,170 $-299,592,170 -4.54 $-299,592,170
UMBS TBA 30yr 5% May Delivery, 5.00%, 05/13/26 FNCL 01F050650 - -309,143,306 $-305,288,289 $-305,288,289 -4.62 $-305,288,289
UMBS TBA 30yr 4.5% April Delivery, 4.50%, 04/13/26 FNCL 01F042640 - -363,484,314 $-351,721,235 $-351,721,235 -5.33 $-351,721,235
UMBS TBA 30yr 4% April Delivery, 4.00%, 04/13/26 FNCL 01F040644 - -552,152,893 $-522,002,584 $-522,002,584 -7.91 $-522,002,584
UMBS TBA 30yr 5% April Delivery, 5.00%, 04/13/26 FNCL 01F050643 - -559,150,599 $-552,809,272 $-552,809,272 -8.37 $-552,809,272
SEGREGATED CASH SEGCASH $0.00 33,920,000 $33,920,000 $33,920,000 0.51 $33,920,000
ALMSUM ALMSUM $0.00 - $0 $0 0.00 $0
US DOLLARS USD MD_142224 - -2,411,889,100 $-2,411,889,100 $-2,411,889,100 -36.54 $-2,411,889,100
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.

Choose region

Country

Language

What type of investor are you?