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For Financial Professionals in the US

Mortgage-Backed Securities ETF Holdings

Full Portfolio Holdings

(As of 01/30/2026)

Ticker Cusip Underlying Security Strike Price Quantity (Shares/ Par/ Units/ Contracts) Notional Value Market Value Weight % Current Market Value
UMBS TBA 15yr 4.5% November Delivery, 2.50%, 02/12/26 FNCL 01F022626 - - 1,518,344,894 $1,288,523,656 $1,288,523,656 19.52 $1,288,523,656
GNMA TBA 30yr 9.5% October Delivery, 2.50%, 02/19/26 G2SF 21H022622 - - 724,131,414 $627,065,219 $627,065,219 9.51 $627,065,219
UMBS TBA 15yr 8% July Delivery, 6.00%, 02/12/26 FNCL 01F060626 - - 472,324,765 $483,594,434 $483,594,434 7.33 $483,594,434
GNMA II TBA 15yr 13.5% March Delivery, 5.00%, 02/19/26 G2SF 21H050623 - - 411,201,194 $410,954,473 $410,954,473 6.23 $410,954,473
UMBS TBA 15yr 5% July Delivery, 3.00%, 02/12/26 FNCL 01F030629 - - 399,791,032 $354,190,867 $354,190,867 5.37 $354,190,867
UMBS TBA 15yr 4.5% February Delivery, 2.00%, 02/12/26 FNCL 01F020620 - - 378,232,255 $306,657,852 $306,657,852 4.65 $306,657,852
UMBS TBA 15yr 5.5% July Delivery, 3.50%, 02/12/26 FNCL 01F032625 - - 206,200,000 $190,658,500 $190,658,500 2.90 $190,658,500
FNMA 30yr Pool#CB9430 5.500% 01-Nov-2054, 5.50%, 11/01/54 FN 3140QVPQ1 - - 182,782,552 $187,562,318 $187,562,318 2.85 $186,696,640
GNMA II TBA 15yr 2% October Delivery, 5.50%, 02/19/26 G2SF 21H052629 - - 183,586,000 $185,565,057 $185,565,057 2.82 $185,565,057
GNMA II TBA 15yr 10% October Delivery, 3.00%, 02/19/26 G2SF 21H030625 - - 203,159,962 $183,278,119 $183,278,119 2.79 $183,278,119
UMBS TBA 15yr 7% July Delivery, 5.00%, 02/12/26 FNCL 01F050627 - - 176,782,000 $176,694,670 $176,694,670 2.68 $176,694,670
Fannie Mae REMIC Trust 2025-12 FC 4.97419% 25-MAR-2055, 4.80%, 03/25/55 FNR 2025-12 3136BVFC7 - - 150,244,245 $151,545,451 $151,545,451 2.30 $151,405,303
GNMA II TBA 15yr 11% March Delivery, 3.50%, 02/19/26 G2SF 21H032621 - - 147,859,377 $135,409,470 $135,409,470 2.05 $135,409,470
FNMA 30yr Pool#CB9787 5.000% 01-Jan-2055, 5.00%, 01/01/55 FN 3140QV2V5 - - 131,045,094 $132,974,224 $132,974,224 2.01 $132,410,002
FHLMC 30yr Pool#SL3350 6.000% 01-Nov-2055, 6.00%, 11/01/55 FR 31427QWL2 - - 117,847,444 $122,566,457 $122,566,457 1.86 $121,957,579
GNMA II TBA 15yr 12.5% March Delivery, 4.50%, 02/19/26 G2SF 21H042620 - - 124,302,488 $121,335,139 $121,335,139 1.84 $121,335,139
UMBS TBA 15yr 5% November Delivery, 3.00%, 03/12/26 FNCL 01F030637 - - 136,348,322 $120,708,079 $120,708,079 1.83 $120,708,079
FNMA 30yr Pool#FA2754 4.500% 01-Jan-2049, 4.50%, 01/01/49 FN 3140W3BY4 - - 117,110,671 $116,971,671 $116,971,671 1.77 $116,517,867
Freddie Mac Pool|5|01/01/2056, 5.00%, 01/01/56 FR 31427RKM1 - - 111,126,768 $112,763,980 $112,763,980 1.71 $112,285,517
GNMA II TBA 15yr 11.5% October Delivery, 4.00%, 02/19/26 G2SF 21H040624 - - 114,954,688 $108,696,210 $108,696,210 1.65 $108,696,210
FNMA 30yr Pool#FS1133 4.000% 01-Oct-2051, 4.00%, 10/01/51 FN 3140XGHK8 - - 111,948,465 $108,671,429 $108,671,429 1.65 $108,285,829
UMBS TBA 15yr 6.5% January Delivery, 4.50%, 02/12/26 FNCL 01F042624 - - 104,710,241 $102,551,744 $102,551,744 1.55 $102,551,744
FNMA 30yr Pool#FM7460 4.000% 01-Mar-2051, 4.00%, 03/01/51 FN 3140XBJE1 - - 105,535,647 $102,446,332 $102,446,332 1.55 $102,082,820
UMBS TBA 15yr 8.5% July Delivery, 6.50%, 02/12/26 FNCL 01F062622 - - 92,975,000 $96,283,980 $96,283,980 1.46 $96,283,980
FNMA 30yr Pool#FA3182 6.000% 01-Oct-2055, 6.00%, 10/01/55 FN 3140W3RC5 - - 86,081,507 $89,437,700 $89,437,700 1.35 $88,992,946
FNMA 30yr Pool#FA3025 5.500% 01-Sep-2055, 5.50%, 09/01/55 FN 3140W3LF4 - - 85,831,015 $88,936,706 $88,936,706 1.35 $88,530,201
FHLMC 30yr Pool#SL2464 4.500% 01-Dec-2048, 4.50%, 12/01/48 FR 31427PW26 - - 82,161,525 $82,064,006 $82,064,006 1.24 $81,745,630
FNMA 30yr Pool#FA3036 5.500% 01-Oct-2055, 5.50%, 10/01/55 FN 3140W3LS6 - - 75,414,925 $78,060,712 $78,060,712 1.18 $77,703,539
FHLMC 30yr Pool#RJ4363 5.500% 01-Jun-2055, 5.50%, 06/01/55 FR 3142GUZ55 - - 75,065,265 $77,747,311 $77,747,311 1.18 $77,391,794
FHLMC 30yr Pool#SD1046 4.000% 01-Jul-2052, 4.00%, 07/01/52 FR 3132DNET6 - - 80,242,311 $77,584,574 $77,584,574 1.17 $77,308,183
FNMA 30yr Pool#FA3037 5.500% 01-Oct-2055, 5.50%, 10/01/55 FN 3140W3LT4 - - 69,491,747 $71,891,164 $71,891,164 1.09 $71,562,044
UMBS TBA 15yr 4.5% September Delivery, 2.50%, 03/12/26 FNCL 01F022634 - - 84,405,445 $71,598,269 $71,598,269 1.08 $71,598,269
FNMA 30yr Pool#FA0574 5.500% 01-Jan-2055, 5.50%, 01/01/55 FN 3140W0T88 - - 68,533,007 $70,916,681 $70,916,681 1.07 $70,592,101
FNMA 30yr Pool#FS8993 6.000% 01-Jul-2054, 6.00%, 07/01/54 FN 3140XQ7F8 - - 65,485,152 $67,875,356 $67,875,356 1.03 $67,537,016
FHLMC 30yr Pool#SL1188 5.500% 01-Apr-2055, 5.50%, 04/01/55 FR 31427NKA6 - - 57,366,828 $59,269,203 $59,269,203 0.90 $58,997,508
FHLMC 30yr Pool#SL2435 6.500% 01-Feb-2055, 6.50%, 02/01/55 FR 31427PV50 - - 55,406,710 $58,010,188 $58,010,188 0.88 $57,700,064
UMBS TBA 15yr 5.5% May Delivery, 3.50%, 03/12/26 FNCL 01F032633 - - 59,068,000 $54,559,221 $54,559,221 0.83 $54,559,221
FNMA 30yr Pool#CB9654 5.000% 01-Dec-2054, 5.00%, 12/01/54 FN 3140QVWQ3 - - 51,304,347 $52,059,604 $52,059,604 0.79 $51,838,711
FNMA 30yr Pool#FA2246 5.500% 01-Jul-2055, 5.50%, 07/01/55 FN 3140W2P88 - - 50,019,624 $51,714,762 $51,714,762 0.78 $51,477,863
FHLMC 30yr Pool#SL0239 5.000% 01-Jan-2055, 5.00%, 01/01/55 FR 31427MHR5 - - 50,539,081 $51,283,073 $51,283,073 0.78 $51,065,474
FNMA 30yr Pool#FA3827 5.000% 01-Dec-2055, 5.00%, 12/01/55 FN 3140W4HD2 - - 50,839,639 $51,113,646 $51,113,646 0.77 $50,894,753
Fannie Mae REMIC Trust 2025-9 FA 5.07419% 25-MAR-2055, 4.90%, 03/25/55 FNR 2025-9 3136BVDC9 - - 49,780,873 $50,290,231 $50,290,231 0.76 $50,242,827
FNMA 30yr Pool#FA3128 5.500% 01-Oct-2055, 5.50%, 10/01/55 FN 3140W3PN3 - - 47,026,090 $48,758,009 $48,758,009 0.74 $48,535,288
FNMA 30yr Pool#CB9613 5.500% 01-Dec-2054, 5.50%, 12/01/54 FN 3140QVVF8 - - 47,378,662 $48,617,615 $48,617,615 0.74 $48,393,224
FNMA 30yr Pool#FA3572 5.000% 01-Nov-2055, 5.00%, 11/01/55 FN 3140W36J3 - - 46,847,004 $47,649,400 $47,649,400 0.72 $47,447,698
FNMA 30yr Pool#FA4155 5.000% 01-Jan-2056, 5.00%, 01/01/56 FN 3140W4TM9 - - 46,597,358 $47,398,695 $47,398,695 0.72 $47,198,068
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 $46,539,594 $46,539,594 0.70 $46,474,178
FHLMC 30yr Pool#SD7343 5.500% 01-Jan-2055, 5.50%, 01/01/55 FR 3132DVEQ4 - - 44,666,476 $46,131,615 $46,131,615 0.70 $45,920,069
Fannie Mae Pool|5|01/01/2056, 5.00%, 01/01/56 FN 3140W4U47 - - 45,352,320 $46,044,355 $46,044,355 0.70 $45,849,088
FNMA 30yr Pool#FS9779 5.500% 01-Nov-2054, 5.50%, 11/01/54 FN 3140XR2M6 - - 42,496,185 $43,956,579 $43,956,579 0.67 $43,755,313
Freddie Mac Pool|5.5|01/01/2056, 5.50%, 01/01/56 FR 31427RN97 - - 42,705,334 $43,731,188 $43,731,188 0.66 $43,659,419
FNMA 40yr Pool#BF0646 2.500% 01-Jun-2062, 2.50%, 06/01/62 FN 3140FXWG3 - - 48,290,385 $40,693,091 $40,693,091 0.62 $40,589,132
FNMA 30yr Pool#FS8881 4.500% 01-Sep-2053, 4.50%, 09/01/53 FN 3140XQ2P1 - - 40,213,702 $39,987,467 $39,987,467 0.61 $39,831,639
FHLMC 30yr Pool#ZT2413 4.000% 01-Feb-2041, 4.00%, 02/01/41 FR 3132AEVE3 - - 40,094,609 $39,441,068 $39,441,068 0.60 $39,302,964
FHLMC 30yr Pool#SL0046 6.000% 01-Jan-2055, 6.00%, 01/01/55 FR 31427MBQ3 - - 37,898,170 $39,281,241 $39,281,241 0.59 $39,085,434
New Residential Mortgage LLC 6.545% 25-MAR-2032, 6.54%, 03/25/32 NZES 2025-FHT 64832EAA7 - - 37,640,049 $38,293,670 $38,293,670 0.58 $38,245,768
FNMA 30yr Pool#FA1951 6.000% 01-Jun-2055, 6.00%, 06/01/55 FN 3140W2EZ0 - - 36,726,321 $38,083,489 $38,083,489 0.58 $37,893,736
FHLMC 30yr Pool#SI2101 4.000% 01-Sep-2048, 4.00%, 09/01/48 FR 3133USKN0 - - 38,677,997 $37,619,166 $37,619,166 0.57 $37,485,942
FHLMC 30yr Pool#SL0938 4.000% 01-Jul-2050, 4.00%, 07/01/50 FR 31427NBG3 - - 37,732,261 $37,072,511 $37,072,511 0.56 $36,942,545
FNMA 40yr Pool#BF0598 2.500% 01-Mar-2062, 2.50%, 03/01/62 FN 3140FXUY6 - - 43,618,480 $36,759,576 $36,759,576 0.56 $36,665,675
FNMA 30yr Pool#FA0576 5.500% 01-Jan-2055, 5.50%, 01/01/55 FN 3140W0UA1 - - 34,978,010 $36,196,446 $36,196,446 0.55 $36,030,787
FHLMC 30yr Pool#SL1632 4.000% 01-Nov-2053, 4.00%, 11/01/53 FR 31427NY60 - - 36,976,044 $35,739,911 $35,739,911 0.54 $35,612,549
FNMA 30yr Pool#FA1557 6.000% 01-May-2055, 6.00%, 05/01/55 FN 3140W1WT6 - - 34,058,696 $35,301,648 $35,301,648 0.53 $35,125,678
FNMA 30yr Pool#FA3191 5.500% 01-Oct-2055, 5.50%, 10/01/55 FN 3140W3RM3 - - 32,521,810 $33,644,726 $33,644,726 0.51 $33,490,699
FNMA 30yr Pool#FA3105 6.000% 01-May-2055, 6.00%, 05/01/55 FN 3140W3NX3 - - 32,014,168 $33,182,213 $33,182,213 0.50 $33,016,806
FNMA 30yr Pool#FA3682 5.500% 01-Feb-2055, 5.50%, 02/01/55 FN 3140W4CU9 - - 31,595,110 $32,694,032 $32,694,032 0.50 $32,544,394
FNMA 30yr Pool#FA0603 4.500% 01-Sep-2051, 4.50%, 09/01/51 FN 3140W0U52 - - 32,089,463 $31,970,726 $31,970,726 0.48 $31,846,379
FNMA 30yr Pool#FA1560 5.500% 01-Apr-2055, 5.50%, 04/01/55 FN 3140W1WW9 - - 29,879,697 $30,949,354 $30,949,354 0.47 $30,807,841
FNMA 30yr Pool#BW7371 5.500% 01-Feb-2053, 5.50%, 02/01/53 FN 3140N0FM2 - - 29,664,329 $30,782,705 $30,782,705 0.47 $30,642,212
FHLMC 30yr Pool#SL2558 6.000% 01-Aug-2055, 6.00%, 08/01/55 FR 31427PZY3 - - 29,574,223 $30,660,461 $30,660,461 0.46 $30,507,661
FHLMC 30yr Pool#SL0238 5.000% 01-May-2054, 5.00%, 05/01/54 FR 31427MHQ7 - - 30,097,305 $30,540,371 $30,540,371 0.46 $30,410,786
FNMA 40yr Pool#BF0698 3.500% 01-Dec-2062, 3.50%, 12/01/62 FN 3140FXX49 - - 33,057,590 $30,440,379 $30,440,379 0.46 $30,340,747
FHLMC 30yr Pool#TA2617 5.000% 01-Jan-2056, 5.00%, 01/01/56 FR 3142JQ4B2 - - 30,079,928 $30,242,047 $30,242,047 0.46 $30,112,536
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 $29,853,203 $29,853,203 0.45 $29,803,613
FNMA 30yr Pool#FA4117 4.500% 01-Sep-2051, 4.50%, 09/01/51 FN 3140W4SF5 - - 29,517,381 $29,385,451 $29,385,451 0.45 $29,271,071
FHLMC 30yr Pool#SL1291 4.000% 01-Nov-2054, 4.00%, 11/01/54 FR 31427NNH8 - - 30,214,590 $29,204,497 $29,204,497 0.44 $29,100,425
FNMA 30yr Pool#FS8335 4.500% 01-Jan-2051, 4.50%, 01/01/51 FN 3140XQHM2 - - 29,255,836 $29,147,584 $29,147,584 0.44 $29,034,217
FNMA 30yr Pool#FA1798 4.000% 01-Aug-2052, 4.00%, 08/01/52 FN 3140W17L1 - - 29,199,745 $28,237,123 $28,237,123 0.43 $28,136,546
FNMA 30yr Pool#FS9788 5.500% 01-Nov-2054, 5.50%, 11/01/54 FN 3140XR2W4 - - 27,479,940 $28,183,890 $28,183,890 0.43 $28,053,742
FNMA 30yr Pool#FS8681 4.500% 01-Oct-2050, 4.50%, 10/01/50 FN 3140XQUF2 - - 27,794,565 $27,691,720 $27,691,720 0.42 $27,584,016
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 $26,171,029 $26,171,029 0.40 $26,133,786
FHLMC 30yr Pool#SD1143 4.500% 01-Sep-2050, 4.50%, 09/01/50 FR 3132DNHU0 - - 26,110,132 $26,013,519 $26,013,519 0.39 $25,912,343
FNMA 30yr Pool#FA3714 5.000% 01-Nov-2055, 5.00%, 11/01/55 FN 3140W4DU8 - - 24,643,475 $25,082,360 $25,082,360 0.38 $24,976,256
METRONET INFRASTRUCTURE ISSU 5.4% 55, 5.40%, 08/20/55 MNET 2025-2A 59170JAX6 - - 24,600,000 $25,006,061 $25,006,061 0.38 $24,961,781
FHLMC 30yr Pool#SD3271 5.500% 01-Jun-2053, 5.50%, 06/01/53 FR 3132DQT48 - - 24,015,809 $24,897,012 $24,897,012 0.38 $24,783,270
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 $24,159,813 $24,159,813 0.37 $24,132,799
JP MORGAN MORTGAGE TRUST 2 5.777% 55, 5.50%, 11/25/55 JPMMT 2025-5MPR 46593VAD9 - - 23,665,826 $23,838,660 $23,838,660 0.36 $23,726,576
FNMA 30yr Pool#FS9239 4.500% 01-Jan-2051, 4.50%, 01/01/51 FN 3140XRHR9 - - 23,849,834 $23,761,585 $23,761,585 0.36 $23,669,166
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 $23,127,889 $23,127,889 0.35 $23,103,912
Freddie Mac Pool|5|01/01/2056, 5.00%, 01/01/56 FR 3142JS3Z6 - - 22,393,277 $22,513,968 $22,513,968 0.34 $22,417,553
FNMA 30yr Pool#FA1129 6.500% 01-Jun-2054, 6.50%, 06/01/54 FN 3140W1HF3 - - 21,271,876 $22,267,277 $22,267,277 0.34 $22,148,214
PRET 2025-RPL3 Trust A1 4.15% 25-APR-2065, 4.15%, 04/25/65 PRET 2025-RPL3 69382RAA1 - - 22,362,305 $22,220,211 $22,220,211 0.34 $22,140,297
FNMA 30yr Pool#CC1195 5.000% 01-Oct-2055, 5.00%, 10/01/55 FN 3140Y7KH0 - - 21,744,572 $22,118,515 $22,118,515 0.33 $22,024,892
Connecticut Avenue Securities Trust 2022-R02 2M2 6.87419% 25-JAN-2042, 6.70%, 01/25/42 CAS 2022-R02 20754BAB7 - - 21,665,987 $22,064,725 $22,064,725 0.33 $22,036,510
FNMA 30yr Pool#FA1128 6.500% 01-Aug-2054, 6.50%, 08/01/54 FN 3140W1HE6 - - 21,058,441 $22,043,854 $22,043,854 0.33 $21,925,986
FNMA 30yr Pool#FM7840 4.000% 01-Apr-2050, 4.00%, 04/01/50 FN 3140XBWA4 - - 22,704,735 $22,040,106 $22,040,106 0.33 $21,961,900
FHLMC 30yr Pool#SD5061 5.500% 01-Mar-2054, 5.50%, 03/01/54 FR 3132DSTS1 - - 21,166,107 $21,938,291 $21,938,291 0.33 $21,838,046
FHF ISSUER TRUST 2024-1 0% 26, 4.84%, 12/15/26 FHF 2025-2A 30343DAA2 - - 21,545,431 $21,611,193 $21,611,193 0.33 $21,559,063
FNMA 30yr Pool#FS7225 4.000% 01-Aug-2051, 4.00%, 08/01/51 FN 3140XPA33 - - 22,143,576 $21,537,383 $21,537,383 0.33 $21,461,111
FNMA 30yr Pool#FS4781 4.000% 01-Oct-2051, 4.00%, 10/01/51 FN 3140XLJ33 - - 22,175,522 $21,526,385 $21,526,385 0.33 $21,450,002
Cipher Compute LLC 7.125% 15-NOV-2030, 7.12%, 11/15/30 CIFR 17253NAA5 - - 20,244,000 $21,176,164 $21,176,164 0.32 $20,859,640
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 $21,018,125 $21,018,125 0.32 $20,778,585
FHLMC 30yr Pool#SD6989 5.500% 01-Nov-2054, 5.50%, 11/01/54 FR 3132DUXS1 - - 20,450,829 $20,974,715 $20,974,715 0.32 $20,877,857
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 $20,865,426 $20,865,426 0.32 $20,826,176
Citigroup Mortgage Loan Trust 2025-LTV1 A1 5.237% 25-DEC-2055, 5.24%, 12/25/55 CMLTI 2025-LTV1 17332XAA8 - - 20,374,477 $20,543,114 $20,543,114 0.31 $20,451,233
FNMA 30yr Pool#FS6382 4.000% 01-Aug-2051, 4.00%, 08/01/51 FN 3140XNCU6 - - 21,010,440 $20,435,268 $20,435,268 0.31 $20,362,899
FNMA 30yr Pool#CB7112 5.500% 01-Sep-2053, 5.50%, 09/01/53 FN 3140QS3W9 - - 19,713,134 $20,411,226 $20,411,226 0.31 $20,317,863
FNMA 40yr Pool#BF0226 3.500% 01-Jan-2058, 3.50%, 01/01/58 FN 3140FXHC9 - - 21,805,126 $20,380,311 $20,380,311 0.31 $20,314,593
FNMA 40yr Pool#BF0713 4.000% 01-Mar-2063, 4.00%, 03/01/63 FN 3140FXYK2 - - 21,132,435 $20,321,144 $20,321,144 0.31 $20,248,354
FNMA 40yr Pool#BF0807 3.500% 01-Apr-2064, 3.50%, 04/01/64 FN 3140FX3R1 - - 21,729,665 $20,012,827 $20,012,827 0.30 $19,947,336
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 $20,001,453 $20,001,453 0.30 $19,987,475
RCKT MOR 2025-CES9 FLT 2055 A1B, 5.00%, 09/25/55 RCKT 2025-CES9 74942JAB0 - - 19,848,781 $19,922,426 $19,922,426 0.30 $19,837,017
FINANCE OF AMERICA STRUC 3.28125% 74, 3.50%, 04/25/74 FASST 2024-S3 31739WAB8 - - 19,708,581 $19,752,852 $19,752,852 0.30 $19,286,719
FHLMC 30yr Pool#SL0850 4.000% 01-Jul-2049, 4.00%, 07/01/49 FR 31427M5L1 - - 19,446,283 $19,241,804 $19,241,804 0.29 $19,174,823
FHLMC 30yr Pool#QJ9063 5.000% 01-Nov-2054, 5.00%, 11/01/54 FR 3133D1B81 - - 18,935,692 $19,128,809 $19,128,809 0.29 $19,047,281
FNMA 30yr Pool#FS5028 4.000% 01-Oct-2051, 4.00%, 10/01/51 FN 3140XLSS8 - - 19,703,659 $19,126,880 $19,126,880 0.29 $19,059,012
FNMA 30yr Pool#DC4912 5.500% 01-Oct-2054, 5.50%, 10/01/54 FN 3140ASN61 - - 18,340,682 $18,794,636 $18,794,636 0.28 $18,707,772
FNMA 30yr Pool#FA1182 4.500% 01-Jun-2049, 4.50%, 06/01/49 FN 3140W1J46 - - 18,712,731 $18,643,490 $18,643,490 0.28 $18,570,978
FNMA 30yr Pool#FS2863 4.000% 01-Sep-2052, 4.00%, 09/01/52 FN 3140XJFD0 - - 18,984,442 $18,352,715 $18,352,715 0.28 $18,287,324
FNMA 30yr Pool#FA1549 5.500% 01-May-2055, 5.50%, 05/01/55 FN 3140W1WK5 - - 17,672,452 $18,304,403 $18,304,403 0.28 $18,220,704
Flash Compute LLC 7.25% 31-DEC-2030, 7.25%, 12/31/30 FLASHC 33853QAA9 - - 17,865,000 $18,044,344 $18,044,344 0.27 $17,925,616
FNMA 30yr Pool#FS8709 4.500% 01-Jan-2051, 4.50%, 01/01/51 FN 3140XQVB0 - - 17,993,896 $17,927,315 $17,927,315 0.27 $17,857,589
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 $17,769,607 $17,769,607 0.27 $17,655,719
FHLMC 30yr Pool#QY8779 6.000% 01-Jul-2055, 6.00%, 07/01/55 FR 31426TXH5 - - 16,928,233 $17,551,370 $17,551,370 0.27 $17,463,907
Homeward Opportunities Fund Trust 2024-RTL1 A1 7.12% 25-JUL-2029, 7.12%, 07/25/29 HOF 43789FAA1 - - 17,261,000 $17,284,897 $17,284,897 0.26 $17,261,000
FNMA 30yr Pool#CB8221 5.500% 01-Mar-2054, 5.50%, 03/01/54 FN 3140QUD37 - - 16,654,901 $17,090,426 $17,090,426 0.26 $17,011,547
FNMA 30yr Pool#FA1358 4.500% 01-May-2050, 4.50%, 05/01/50 FN 3140W1QL0 - - 17,124,518 $17,053,154 $17,053,154 0.26 $16,986,796
FNMA 30yr Pool#FM4738 4.000% 01-Sep-2050, 4.00%, 09/01/50 FN 3140X8HQ3 - - 17,174,541 $16,634,367 $16,634,367 0.25 $16,575,210
FHLMC 30yr Pool#SD0985 4.500% 01-Oct-2050, 4.50%, 10/01/50 FR 3132DNCW1 - - 16,374,847 $16,336,712 $16,336,712 0.25 $16,273,260
Saluda Grade Alternative Mortgage Trust 2026-HB1|5.22134|04/25/2056, 5.22%, 04/25/56 GRADE 2026-HB1 795939AC1 - - 16,306,000 $16,306,000 $16,306,000 0.25 $16,306,000
FNMA 40yr Pool#BF0806 3.500% 01-Apr-2064, 3.50%, 04/01/64 FN 3140FX3Q3 - - 17,640,257 $16,304,504 $16,304,504 0.25 $16,251,338
FNMA 40yr Pool#BF0801 2.500% 01-Apr-2064, 2.50%, 04/01/64 FN 3140FX3K6 - - 18,994,140 $15,978,306 $15,978,306 0.24 $15,937,415
SALUDA GR ALT MTG TR 2025-LOC5 A1B, 5.47%, 10/25/55 GRADE 2025-LOC5 79581XAC2 - - 15,693,000 $15,889,668 $15,889,668 0.24 $15,793,420
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 $15,888,300 $15,888,300 0.24 $15,862,116
FNMA 30yr Pool#FS9116 6.000% 01-Sep-2054, 6.00%, 09/01/54 FN 3140XRDW2 - - 15,278,216 $15,835,786 $15,835,786 0.24 $15,756,848
Vontive Mortgage Trust 2025-RTL1 A1 6.507% 25-MAR-2030, 6.51%, 03/25/30 VNTV 2025-RTL1 928884AA3 - - 15,444,000 $15,705,786 $15,705,786 0.24 $15,686,245
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 $15,484,796 $15,484,796 0.23 $15,387,321
Galaxy XXVI CLO Ltd., 5.68%, 07/31/26 GLXYT 2025-1 362922AA4 - - 15,169,469 $15,317,523 $15,317,523 0.23 $15,250,566
FHLMC 30yr Pool#QH3192 6.000% 01-Oct-2053, 6.00%, 10/01/53 FR 3133CFRM3 - - 14,476,772 $15,061,603 $15,061,603 0.23 $14,986,806
FNMA 30yr Pool#DA1525 6.000% 01-Oct-2053, 6.00%, 10/01/53 FN 3140A1VT1 - - 14,533,261 $15,052,839 $15,052,839 0.23 $14,977,751
PRET 2025-RPL1 Trust A1 4.0% 25-JUL-2069, 4.00%, 07/25/69 PRET 2025-RPL1 69392FAA5 - - 15,144,303 $14,899,006 $14,899,006 0.23 $14,846,842
PRPM 2025-5 0%30, 5.73%, 07/25/30 PRPM 2025-5 69392RAA9 - - 14,606,797 $14,657,747 $14,657,747 0.22 $14,585,688
PRPM 2025-RCF3 LLC 5.25% 55, 5.25%, 07/25/55 PRPM 2025-RCF3 69392PAA3 - - 14,386,619 $14,592,693 $14,592,693 0.22 $14,527,654
FHLMC 30yr Pool#SD6178 4.500% 01-Jan-2051, 4.50%, 01/01/51 FR 3132DT2K5 - - 14,272,945 $14,213,464 $14,213,464 0.22 $14,158,156
FNMA 30yr Pool#DC7019 5.500% 01-Dec-2054, 5.50%, 12/01/54 FN 3140AUYR8 - - 13,768,957 $14,109,009 $14,109,009 0.21 $14,043,797
FNMA 30yr Pool#FA3563 5.500% 01-Nov-2055, 5.50%, 11/01/55 FN 3140W35Z8 - - 13,591,042 $14,076,644 $14,076,644 0.21 $14,012,275
FNMA 30yr Pool#CC0097 5.500% 01-Mar-2055, 5.50%, 03/01/55 FN 3140Y6DB3 - - 13,576,977 $14,062,076 $14,062,076 0.21 $13,997,774
FHLMC 30yr Pool#SD5963 6.000% 01-Jul-2054, 6.00%, 07/01/54 FR 3132DTTU4 - - 13,563,151 $14,058,131 $14,058,131 0.21 $13,988,054
BMP Commercial Mortgage Trust 2024-MF23 A 5.05213% 15-JUN-2041, 5.05%, 06/15/41 BMP 2024-MF23 05593JAA8 - - 14,000,000 $14,046,533 $14,046,533 0.21 $14,011,168
Vista Point Securitization Trust 2025-CES2 A1 5.601% 25-AUG-2055, 5.60%, 08/25/55 VSTA 2025-CES2 92842UAA0 - - 13,771,759 $13,928,779 $13,928,779 0.21 $13,862,356
UMBS TBA 15yr 6% January Delivery, 4.00%, 02/12/26 FNCL 01F040628 - - 14,500,000 $13,841,744 $13,841,744 0.21 $13,841,744
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 $13,792,591 $13,792,591 0.21 $13,742,974
FINANCE OF AMER STR TR 2024-S2 A1, 3.50%, 04/25/74 FASST 2024-S2 31739VAA2 - - 13,976,035 $13,744,795 $13,744,795 0.21 $13,735,284
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 $13,478,103 $13,478,103 0.20 $13,462,792
Huntington Bank Auto Credit-Linked Notes, Series 2024-2 B1 5.442% 20-OCT-2032, 5.44%, 10/20/32 HACLN 2024-2 44644NAG4 - - 13,138,819 $13,316,124 $13,316,124 0.20 $13,292,290
FHLMC 30yr Pool#TA2596 5.500% 01-Jan-2056, 5.50%, 01/01/56 FR 3142JQ3E7 - - 13,012,853 $13,286,817 $13,286,817 0.20 $13,225,187
FNMA 30yr Pool#FM5350 4.500% 01-Sep-2050, 4.50%, 09/01/50 FN 3140X85L7 - - 13,235,525 $13,161,065 $13,161,065 0.20 $13,109,777
Foundation Finance Trust 2025-2 B 4.94% 15-APR-2052, 4.94%, 04/15/52 FFIN 2025-2A 35042NAB1 - - 13,050,000 $13,139,472 $13,139,472 0.20 $13,109,029
FNMA 30yr Pool#FS8717 6.000% 01-Jul-2054, 6.00%, 07/01/54 FN 3140XQVK0 - - 12,600,855 $13,060,716 $13,060,716 0.20 $12,995,612
FHLMC 30yr Pool#SD6558 6.000% 01-Sep-2054, 6.00%, 09/01/54 FR 3132DUJB4 - - 12,432,329 $12,886,039 $12,886,039 0.20 $12,821,805
FNMA 30yr Pool#DE6043 6.000% 01-Aug-2055, 6.00%, 08/01/55 FN 3140BJWD5 - - 12,172,316 $12,618,484 $12,618,484 0.19 $12,555,593
PRET 2025-RPL5 TRUST FLTG 2070 A1, 4.15%, 01/25/70 PRET 2025-RPL5 69393AAA5 - - 12,738,379 $12,542,802 $12,542,802 0.19 $12,497,280
FHLMC 30yr Pool#SD5994 4.500% 01-Sep-2050, 4.50%, 09/01/50 FR 3132DTUT5 - - 12,588,119 $12,541,540 $12,541,540 0.19 $12,492,761
A&D Mortgage Trust 2026-NQM1|4.912|02/25/2071, 4.91%, 02/25/71 ADMT 2026-NQM1 00040DAC7 - - 12,414,000 $12,486,535 $12,486,535 0.19 $12,434,027
FNMA 40yr Pool#BF0731 2.500% 01-Jun-2063, 2.50%, 06/01/63 FN 3140FXY55 - - 14,663,169 $12,317,778 $12,317,778 0.19 $12,316,759
FNMA 30yr Pool#DE1157 6.000% 01-Jun-2055, 6.00%, 06/01/55 FN 3140BDJB7 - - 11,823,515 $12,256,898 $12,256,898 0.19 $12,195,810
TOWD POINT MORTGAGE TRUST 2025 0% 65, 4.97%, 09/25/65 TPMT 2025-FIX1 89183MAA1 - - 12,112,953 $12,208,742 $12,208,742 0.18 $12,156,923
FNMA 30yr Pool#FS7541 4.000% 01-Jun-2052, 4.00%, 06/01/52 FN 3140XPLX5 - - 12,528,358 $12,161,619 $12,161,619 0.18 $12,118,466
FHLMC 30yr Pool#QG6755 5.500% 01-Jun-2053, 5.50%, 06/01/53 FR 3133C7QG5 - - 11,680,061 $12,112,655 $12,112,655 0.18 $12,057,337
Fannie Mae Pool|5|02/01/2056, 5.00%, 02/01/56 FN 3140U4WQ8 - - 11,807,108 $11,870,744 $11,870,744 0.18 $11,819,908
FNMA 30yr Pool#FA0470 6.000% 01-Jan-2055, 6.00%, 01/01/55 FN 3140W0QY4 - - 11,437,460 $11,854,863 $11,854,863 0.18 $11,795,770
Freddie Mac Pool|5|02/01/2056, 5.00%, 02/01/56 FR 3142JUAL4 - - 11,785,732 $11,849,253 $11,849,253 0.18 $11,798,508
FNMA 30yr Pool#DF9041 5.000% 01-Jan-2056, 5.00%, 01/01/56 FN 3140U1BK0 - - 11,702,361 $11,765,432 $11,765,432 0.18 $11,715,047
FIGRE TRUST 2025-HE4 FLTG 2055 C, 5.71%, 07/25/55 FIGRE 2025-HE4 31684PAC6 - - 11,599,671 $11,730,156 $11,730,156 0.18 $11,673,131
TOWD PT MTG TR 2025-FIX2 FLTG A1, 5.25%, 10/25/65 TPMT 2025-FIX2 89183RAA0 - - 11,600,583 $11,703,687 $11,703,687 0.18 $11,651,252
FNMA 40yr Pool#BF0783 3.500% 01-Dec-2063, 3.50%, 12/01/63 FN 3140FX2R2 - - 12,482,022 $11,499,701 $11,499,701 0.17 $11,462,082
FHLMC 30yr Pool#QH3306 6.000% 01-Oct-2053, 6.00%, 10/01/53 FR 3133CFU72 - - 10,943,601 $11,385,700 $11,385,700 0.17 $11,329,158
FNMA 30yr Pool#BY4134 5.500% 01-Jul-2053, 5.50%, 07/01/53 FN 3140NLSY6 - - 11,023,041 $11,297,782 $11,297,782 0.17 $11,245,575
FNMA 30yr Pool#DC5672 5.500% 01-Nov-2054, 5.50%, 11/01/54 FN 3140ATJS6 - - 10,860,041 $11,128,546 $11,128,546 0.17 $11,077,112
PRET 2025-NPL4 A1 6.3677% 25-MAY-2055, 6.37%, 04/25/55 PRET 2025-NPL4 74136UAA3 - - 11,052,207 $11,095,964 $11,095,964 0.17 $11,082,279
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 $11,082,842 $11,082,842 0.17 $10,968,403
FNMA 30yr Pool#FS6236 6.500% 01-Nov-2053, 6.50%, 11/01/53 FN 3140XM4W3 - - 10,572,754 $11,082,407 $11,082,407 0.17 $11,023,229
FNMA 30yr Pool#FS5818 4.500% 01-Oct-2050, 4.50%, 10/01/50 FN 3140XMPC4 - - 11,075,151 $11,012,844 $11,012,844 0.17 $10,969,928
FNMA 30yr Pool#FS5362 4.500% 01-Dec-2050, 4.50%, 12/01/50 FN 3140XL5Y0 - - 10,825,466 $10,785,410 $10,785,410 0.16 $10,743,461
FNMA 30yr Pool#FS7613 4.500% 01-May-2052, 4.50%, 05/01/52 FN 3140XPN70 - - 10,738,849 $10,699,113 $10,699,113 0.16 $10,657,500
Acacia 2025-1 A 5.24% 15-NOV-2037, 5.24%, 11/15/37 ACACIA 2025-1 00401PAA7 - - 10,568,260 $10,608,155 $10,608,155 0.16 $10,582,005
Ally Bank Auto Credit-Linked Notes, Series 2025-A C 4.844% 15-JUN-2033, 4.84%, 06/15/33 ABCLN 2025-A 02007G5F6 - - 10,439,613 $10,519,764 $10,519,764 0.16 $10,495,884
Homeward Opportunities Fund Trust 2025-RRTL1 A1 5.476% 25-MAR-2040, 5.48%, 03/25/40 HOF 2025-RRTL1 437919AA1 - - 10,475,000 $10,518,054 $10,518,054 0.16 $10,506,901
Connecticut Avenue Securities Trust 2022-R02 2B2 11.52419% 25-JAN-2042, 11.35%, 01/25/42 CAS 2022-R02 20754BAJ0 - - 9,637,000 $10,308,566 $10,308,566 0.16 $10,191,669
FHLMC 30yr Pool#SD5224 6.000% 01-Mar-2054, 6.00%, 03/01/54 FR 3132DSYV8 - - 9,863,783 $10,223,811 $10,223,811 0.15 $10,172,848
FNMA 30yr Pool#BX0421 5.500% 01-Nov-2052, 5.50%, 11/01/52 FN 3140N4PF8 - - 9,894,101 $10,190,252 $10,190,252 0.15 $10,143,392
FNMA 30yr Pool#FS6662 4.000% 01-Oct-2051, 4.00%, 10/01/51 FN 3140XNML5 - - 10,415,919 $10,111,016 $10,111,016 0.15 $10,075,139
LHOME Mortgage Trust 2024-RTL3 A1 6.9% 25-MAY-2029, 6.90%, 05/25/29 LHOME 2024-RTL3 50205GAA0 - - 9,960,000 $10,051,982 $10,051,982 0.15 $10,038,619
New Residential Mortgage Loan Trust 2026-NQM1|5.078|11/25/2065, 5.08%, 11/25/65 NRZT 2026-NQM1 64832LAF0 - - 10,000,000 $10,032,531 $10,032,531 0.15 $9,988,804
FNMA 30yr Pool#FS7117 6.500% 01-Feb-2054, 6.50%, 02/01/54 FN 3140XN4B7 - - 9,436,450 $9,891,328 $9,891,328 0.15 $9,838,511
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 $9,874,145 $9,874,145 0.15 $9,857,308
FHLMC 30yr Pool#QH4373 6.000% 01-Nov-2053, 6.00%, 11/01/53 FR 3133CG2E6 - - 9,383,719 $9,762,802 $9,762,802 0.15 $9,714,319
FHLMC 30yr Pool#RA7104 4.500% 01-Feb-2051, 4.50%, 02/01/51 FR 3133KN3M3 - - 9,757,380 $9,698,962 $9,698,962 0.15 $9,661,152
Rithm Capital Corp. 8.0% 01-APR-2029, 8.00%, 04/01/29 RITM 64828TAB8 - - 9,213,000 $9,660,069 $9,660,069 0.15 $9,412,342
FNMA 30yr Pool#FS2144 3.500% 01-Jun-2052, 3.50%, 06/01/52 FN 3140XHL21 - - 10,103,505 $9,520,352 $9,520,352 0.14 $9,489,901
LHOME Mortgage Trust 2024-RTL5 A2 5.751% 25-SEP-2039, 5.75%, 09/25/39 LHOME 2024-RTL5 50205WAB3 - - 9,325,000 $9,367,911 $9,367,911 0.14 $9,357,484
CONNECTICUT AVENUE SECUR 5.95001% 45, 5.30%, 07/25/45 CAS 2025-R05 20753CAC4 - - 9,254,000 $9,293,963 $9,293,963 0.14 $9,284,431
FIGRE TRUST 2025 HE4 FLTG 2055 B, 5.61%, 07/25/55 FIGRE 2025-HE4 31684PAB8 - - 8,980,599 $9,108,687 $9,108,687 0.14 $9,065,319
FHLMC 30yr Pool#QZ2313 5.500% 01-Sep-2055, 5.50%, 09/01/55 FR 31426YSB3 - - 8,885,688 $9,106,758 $9,106,758 0.14 $9,064,674
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 $9,099,264 $9,099,264 0.14 $9,091,221
Huntington Bank Auto Credit-Linked Notes, Series 2024-1 B1 6.153% 20-MAY-2032, 6.15%, 05/20/32 HACLN 2024-1 44644NAA7 - - 8,753,684 $8,904,798 $8,904,798 0.13 $8,886,844
Alterna Funding III A 6.26% 15-MAY-2039, 6.26%, 05/16/39 TAX 2024-1A 02157JAA3 - - 8,129,054 $8,902,683 $8,902,683 0.13 $8,141,329
FHLMC 30yr Pool#QY9874 6.000% 01-Aug-2055, 6.00%, 08/01/55 FR 31426U6L3 - - 8,484,007 $8,794,982 $8,794,982 0.13 $8,751,148
Freddie Mac Multiclass Certificates, Series 5164 FA 4.0% 25-NOV-2051, 3.95%, 11/25/51 FHR 5164 3137H3PY2 - - 9,638,577 $8,749,447 $8,749,447 0.13 $8,742,049
FHLMC 30yr Pool#SD7417 5.500% 01-Jan-2055, 5.50%, 01/01/55 FR 3132DVG25 - - 8,317,534 $8,606,212 $8,606,212 0.13 $8,566,819
Fannie Mae Pool|5|01/01/2056, 5.00%, 01/01/56 FN 3140U4AP4 - - 8,528,526 $8,574,491 $8,574,491 0.13 $8,537,771
RCKT Mortgage Trust 2024-CES9 A1B 5.683% 25-DEC-2044, 5.68%, 12/25/44 RCKT 2024-CES9 749426AB8 - - 8,418,255 $8,540,271 $8,540,271 0.13 $8,499,075
RCKT Mortgage Trust 2025-CES7 A1B 5.478% 25-JUL-2055, 5.48%, 07/25/55 RCKT 2025-CES7 74943AAB8 - - 8,394,323 $8,492,098 $8,492,098 0.13 $8,452,500
FNMA 30yr Pool#DA0026 6.000% 01-Sep-2053, 6.00%, 09/01/53 FN 3140A0A41 - - 8,184,687 $8,477,297 $8,477,297 0.13 $8,435,010
Connecticut Avenue Securities Trust 2022-R01 1B2 9.69728% 25-DEC-2041, 9.70%, 12/25/41 CAS 2022-R01 20754LAJ8 - - 8,116,382 $8,435,675 $8,435,675 0.13 $8,420,371
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 $8,363,432 $8,363,432 0.13 $8,308,258
FHLMC 30yr Pool#QZ9092 5.000% 01-Nov-2055, 5.00%, 11/01/55 FR 31427KC60 - - 8,219,157 $8,263,455 $8,263,455 0.13 $8,228,067
PRPM 2025-RPL4 A1, 3.00%, 05/25/55 PRPM 2025-RPL4 74448NAA2 - - 8,435,878 $8,136,076 $8,136,076 0.12 $8,114,284
FHLMC 30yr Pool#QH1500 6.000% 01-Sep-2053, 6.00%, 09/01/53 FR 3133CDUZ5 - - 7,767,886 $8,081,692 $8,081,692 0.12 $8,041,558
Fannie Mae REMIC Trust 2022-65 FB 4.49728% 25-SEP-2052, 4.50%, 09/25/52 FNR 2022-65 3136BPCQ2 - - 8,030,649 $8,027,457 $8,027,457 0.12 $8,020,435
FNMA 30yr Pool#DF2677 6.000% 01-Nov-2055, 6.00%, 11/01/55 FN 3140BS6P7 - - 7,617,898 $7,866,654 $7,866,654 0.12 $7,827,295
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 $7,785,478 $7,785,478 0.12 $7,763,336
COOPR Residential Mortgage Trust 2025-CES3 A1A 4.84% 25-SEP-2060, 4.84%, 09/25/60 COOPR 2025-CES3 216926AA3 - - 7,733,321 $7,765,184 $7,765,184 0.12 $7,732,953
Connecticut Avenue Securities Trust 2025-R01 1M2 5.19728% 25-JAN-2045, 5.20%, 01/25/45 CAS 2025-R01 20755JAC7 - - 7,526,000 $7,537,707 $7,537,707 0.11 $7,530,102
COOPR Residential Mortgage Trust 2026-CES1|4.996|01/01/2061, 5.00%, 01/01/61 COOPR 2026-CES1 21689GAB4 - - 7,410,000 $7,459,045 $7,459,045 0.11 $7,427,166
SALUDA GR ALT MTG TR 25 RRTL1 A1, 5.32%, 10/25/40 GRADE 2025-RRTL1 79582NAA7 - - 7,388,000 $7,415,989 $7,415,989 0.11 $7,382,144
FHLMC 30yr Pool#QX0520 5.500% 01-Dec-2054, 5.50%, 12/01/54 FR 31425USJ5 - - 7,206,435 $7,390,459 $7,390,459 0.11 $7,356,329
ACHM Trust 2024-HE1 A 6.55% 25-MAY-2039, 6.55%, 05/25/39 ACHM 2024-HE1 00449TAA3 - - 7,079,254 $7,322,797 $7,322,797 0.11 $7,313,780
FIGRE TRUST 2025-HE6 FLTG 2055 C, 5.25%, 09/25/55 FIGRE 2025-HE6 31684NAC1 - - 7,280,545 $7,305,064 $7,305,064 0.11 $7,272,181
FHLMC 30yr Pool#QX9929 6.000% 01-Apr-2055, 6.00%, 04/01/55 FR 31426HA78 - - 6,974,944 $7,229,427 $7,229,427 0.11 $7,193,390
RCKT MORTGAGE TRUST 2025 5.24863% 55, 5.25%, 08/25/55 RCKT 2025-CES8 74939WAB6 - - 7,056,005 $7,112,021 $7,112,021 0.11 $7,080,130
PRPM 2025-RCF3, LLC, 5.77%, 08/25/28 PRPM 2025-6 69395KAA1 - - 7,040,214 $7,070,128 $7,070,128 0.11 $7,035,124
FHLMC 30yr Pool#QG3912 5.500% 01-Jun-2053, 5.50%, 06/01/53 FR 3133C4KZ6 - - 6,841,443 $7,047,595 $7,047,595 0.11 $7,015,193
GS Mortgage-Backed Securities Trust 2026-CES1|5.272|05/25/2056, 5.27%, 05/25/56 GSMBS 2026-CES1 36277LAB9 - - 7,000,000 $7,044,661 $7,044,661 0.11 $7,012,882
Mello Mortgage Capital Acceptance 2024-SD1 A1 4.0% 25-APR-2054, 4.00%, 04/25/54 MELLO 58550DAA1 - - 7,101,884 $7,027,926 $7,027,926 0.11 $7,022,402
FNMA 30yr Pool#DD8495 5.500% 01-May-2055, 5.50%, 05/01/55 FN 3140B9NM7 - - 6,802,144 $6,971,376 $6,971,376 0.11 $6,939,160
A&D MORTGAGE TRUST 2025 NQM1 0% 70, 5.12%, 12/25/70 ADMT 2025-NQM5 00250AAC8 - - 6,903,511 $6,960,343 $6,960,343 0.11 $6,929,907
LHOME Mortgage Trust 2024-RTL4 A2 6.092% 25-JUL-2039, 6.09%, 07/25/39 LHOME 2024-RTL4 50205PAB8 - - 6,870,000 $6,895,342 $6,895,342 0.10 $6,887,205
Ally Bank Auto Credit-Linked Notes, Series 2025-A D 4.991% 15-JUN-2033, 4.99%, 06/15/33 ABCLN 2025-A 02007G5G4 - - 6,781,560 $6,819,474 $6,819,474 0.10 $6,803,491
FNMA 30yr Pool#FA0339 5.500% 01-Jan-2055, 5.50%, 01/01/55 FN 3140W0LV5 - - 6,578,909 $6,811,928 $6,811,928 0.10 $6,780,769
FNMA 30yr Pool#FS4356 6.000% 01-May-2053, 6.00%, 05/01/53 FN 3140XKZW3 - - 6,492,761 $6,729,747 $6,729,747 0.10 $6,696,201
RCKT Mortgage Trust 2024-CES1 A1B 6.325% 25-FEB-2044, 6.33%, 02/25/44 RCKT 2024-CES1 749424AB3 - - 6,534,163 $6,628,310 $6,628,310 0.10 $6,592,722
HOMES 2026-INV1 Trust|5.077|08/25/2060, 5.08%, 08/25/60 HOMES 2026-INV1 43761FAD7 - - 6,587,000 $6,602,405 $6,602,405 0.10 $6,597,760
EFMT 2025-RTL1 0% 40, 5.22%, 11/25/40 EFMT 2025-RTL1 26846FAA7 - - 6,512,000 $6,554,001 $6,554,001 0.10 $6,519,058
FNMA 30yr Pool#FS7397 6.000% 01-Mar-2054, 6.00%, 03/01/54 FN 3140XPGF0 - - 6,292,409 $6,522,046 $6,522,046 0.10 $6,489,536
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 $6,518,017 $6,518,017 0.10 $6,511,683
FNMA 30yr Pool#DA1456 5.500% 01-Sep-2053, 5.50%, 09/01/53 FN 3140A1TN7 - - 6,294,508 $6,450,371 $6,450,371 0.10 $6,420,559
FIGRE TRUST 2025-HE6 FLTG 2055 B, 5.14%, 09/25/55 FIGRE 2025-HE6 31684NAB3 - - 6,417,156 $6,443,594 $6,443,594 0.10 $6,415,169
FHLMC 30yr Pool#SD5223 6.000% 01-Apr-2054, 6.00%, 04/01/54 FR 3132DSYU0 - - 6,196,933 $6,423,086 $6,423,086 0.10 $6,391,069
PRET 2025-RPL2 Trust A1 4.0% 25-FEB-2065, 4.00%, 08/25/64 PRET 2025-RPL2 69392LAA2 - - 6,469,420 $6,416,565 $6,416,565 0.10 $6,394,282
FNMA 30yr Pool#FM4129 4.000% 01-Sep-2050, 4.00%, 09/01/50 FN 3140X7ST7 - - 6,584,910 $6,376,146 $6,376,146 0.10 $6,353,464
Connecticut Avenue Securities Trust 2022-R04 1B2 13.19728% 25-MAR-2042, 13.20%, 03/25/42 CAS 2022-R04 20753YAL6 - - 5,793,401 $6,368,666 $6,368,666 0.10 $6,287,079
LHOME Mortgage Trust 2024-RTL1 A1 7.017% 25-JAN-2029, 7.02%, 01/25/29 LHOME 2024-RTL1 50205DAA7 - - 6,341,000 $6,356,657 $6,356,657 0.10 $6,348,005
FIGRE TRUST 2025-HE4 5.408% 55, 5.41%, 07/25/55 FIGRE 2025-HE4 31684PAA0 - - 6,147,215 $6,262,621 $6,262,621 0.09 $6,233,994
FHLMC 30yr Pool#QH7040 6.000% 01-Dec-2053, 6.00%, 12/01/53 FR 3133CKZD3 - - 6,040,450 $6,256,401 $6,256,401 0.09 $6,225,192
FNMA 30yr Pool#DB4017 6.000% 01-May-2054, 6.00%, 05/01/54 FN 3140ADPB1 - - 6,010,726 $6,230,084 $6,230,084 0.09 $6,199,028
FNMA 30yr Pool#DD5556 6.000% 01-Mar-2055, 6.00%, 03/01/55 FN DD5556 MTGE 3140B6E68 - - 5,996,425 $6,216,220 $6,216,220 0.09 $6,185,238
FNMA 30yr Pool#DA1468 6.000% 01-Sep-2053, 6.00%, 09/01/53 FN 3140A1T23 - - 5,898,947 $6,137,252 $6,137,252 0.09 $6,106,774
FNMA 30yr Pool#DE6050 6.000% 01-Aug-2055, 6.00%, 08/01/55 FN 3140BJWL7 - - 5,837,298 $6,052,172 $6,052,172 0.09 $6,022,012
PRPM 2025-RPL3 A1 3.25% 25-APR-2055, 3.25%, 04/25/55 PRPM 2025-RPL3 69392NAA8 - - 6,161,461 $6,020,867 $6,020,867 0.09 $6,003,624
FNMA 30yr Pool#FM7479 4.500% 01-Jan-2050, 4.50%, 01/01/50 FN 3140XBJZ4 - - 5,951,101 $5,929,081 $5,929,081 0.09 $5,906,020
FHLMC 30yr Pool#SD3018 5.500% 01-May-2053, 5.50%, 05/01/53 FR 3132DQK70 - - 5,769,976 $5,923,362 $5,923,362 0.09 $5,896,035
FIGRE Trust 2026-HE1|5.434|01/25/2056, 5.43%, 01/25/56 FIGRE 2026-HE1 30249NAE7 - - 5,835,000 $5,846,664 $5,846,664 0.09 $5,844,021
FNMA 30yr Pool#DE7796 6.000% 01-Aug-2055, 6.00%, 08/01/55 FN 3140BLUW0 - - 5,637,788 $5,844,437 $5,844,437 0.09 $5,815,309
Connecticut Avenue Securities, Series 2021-R02 2B2 10.07419% 25-NOV-2041, 9.90%, 11/25/41 CAS 2021-R02 20754KAJ0 - - 5,616,000 $5,827,754 $5,827,754 0.09 $5,816,946
FHLMC 30yr Pool#QH4638 6.000% 01-Nov-2053, 6.00%, 11/01/53 FR 3133CHEK7 - - 5,576,899 $5,802,194 $5,802,194 0.09 $5,773,380
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 $5,753,066 $5,753,066 0.09 $5,744,416
TVC Mortgage Trust 2025-RRTL1 A2 6.68% 25-APR-2040, 6.68%, 04/25/40 TVC 2025-RRTL1 900927AB0 - - 5,597,000 $5,710,488 $5,710,488 0.09 $5,703,218
FNMA 30yr Pool#FS1578 4.000% 01-Oct-2050, 4.00%, 10/01/50 FN 3140XGXG9 - - 5,864,729 $5,696,764 $5,696,764 0.09 $5,676,563
MS RES MTG LN TR 2025-SPL1 A1, 4.25%, 02/25/65 MSRM 2025-SPL1 617946AA6 - - 5,743,603 $5,643,210 $5,643,210 0.09 $5,622,190
Huntington Bank Auto Credit-Linked Notes, Series 2025-1 B 4.957% 20-MAR-2033, 4.96%, 03/21/33 HACLN 2025-1 446438SX2 - - 5,590,522 $5,640,920 $5,640,920 0.09 $5,631,683
FHLMC 30yr Pool#SD3813 6.000% 01-Jul-2053, 6.00%, 07/01/53 FR 3132E0GW6 - - 5,398,231 $5,613,920 $5,613,920 0.09 $5,586,029
OCEANVIEW MORTGAGE TRUST 4.99888% 55, 4.60%, 12/25/55 BVINV 2025-4 67647DAU3 - - 5,608,554 $5,613,553 $5,613,553 0.09 $5,608,539
SF ABS ISSUER 2025-1 0%55 A2, 5.38%, 11/25/55 SFARM 2025-1A 784193AA2 - - 5,750,000 $5,604,631 $5,604,631 0.08 $5,598,620
FNMA 30yr Pool#FS0088 4.000% 01-Mar-2050, 4.00%, 03/01/50 FN 3140XFC25 - - 5,749,192 $5,596,401 $5,596,401 0.08 $5,576,598
FNMA 30yr Pool#DC7015 5.500% 01-Dec-2054, 5.50%, 12/01/54 FN 3140AUYM9 - - 5,348,742 $5,485,327 $5,485,327 0.08 $5,459,995
FHLMC 30yr Pool#SD2606 4.500% 01-Sep-2051, 4.50%, 09/01/51 FR 3132DP3P1 - - 5,514,224 $5,481,210 $5,481,210 0.08 $5,459,842
BX Trust 2021-SDMF A 4.384% 15-SEP-2034, 4.38%, 09/15/34 BX 2021-SDMF 12434CAA2 - - 5,355,350 $5,360,467 $5,360,467 0.08 $5,348,729
FNMA 30yr Pool#DB4019 6.000% 01-May-2054, 6.00%, 05/01/54 FN 3140ADPD7 - - 5,159,320 $5,343,964 $5,343,964 0.08 $5,317,307
LHOME Mortgage Trust 2024-RTL2 A1 7.128% 25-MAR-2029, 7.13%, 03/25/29 LHOME 50205JAA4 - - 5,293,684 $5,331,862 $5,331,862 0.08 $5,324,525
FNMA 30yr Pool#BY0337 6.500% 01-May-2053, 6.50%, 05/01/53 FN 3140NGLT5 - - 5,018,424 $5,260,092 $5,260,092 0.08 $5,232,003
FHLMC 30yr Pool#QJ9072 6.000% 01-Nov-2054, 6.00%, 11/01/54 FR 3133D1CH0 - - 5,031,110 $5,214,717 $5,214,717 0.08 $5,188,723
FNMA 30yr Pool#BX5986 5.500% 01-Mar-2053, 5.50%, 03/01/53 FN 3140NAUL5 - - 4,938,209 $5,123,483 $5,123,483 0.08 $5,100,095
FNMA 30yr Pool#DF0300 5.500% 01-Sep-2055, 5.50%, 09/01/55 FN 3140BQKN0 - - 5,004,023 $5,109,374 $5,109,374 0.08 $5,085,674
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 $5,080,370 $5,080,370 0.08 $5,065,311
FHLMC 30yr Pool#QH2242 5.500% 01-Sep-2053, 5.50%, 09/01/53 FR 3133CEP30 - - 4,954,521 $5,077,203 $5,077,203 0.08 $5,053,738
FNMA 30yr Pool#CA0706 4.000% 01-Nov-2047, 4.00%, 11/01/47 FN 3140Q7YC5 - - 5,213,160 $5,057,989 $5,057,989 0.08 $5,040,033
JP Morgan Mortgage Trust 2026-CES1|5.332|06/25/2056, 5.33%, 06/25/56 JPMMT 2026-CES1 46660BAE9 - - 5,000,000 $5,029,082 $5,029,082 0.08 $5,006,124
FHLMC 30yr Pool#SD2715 4.500% 01-Sep-2050, 4.50%, 09/01/50 FR 3132DQAQ9 - - 5,013,726 $4,985,519 $4,985,519 0.08 $4,966,091
FHLMC 30yr Pool#QF9863 5.500% 01-Mar-2053, 5.50%, 03/01/53 FR 3133BX5Y3 - - 4,795,731 $4,966,226 $4,966,226 0.08 $4,943,512
ABL 2024-RTL1 A2 7.457% 25-SEP-2029, 7.46%, 09/25/29 ABL 2024-RTL1 00092EAB4 - - 4,840,000 $4,878,852 $4,878,852 0.07 $4,871,834
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 $4,839,571 $4,839,571 0.07 $4,808,542
FNMA 30yr Pool#DA5019 6.500% 01-Nov-2053, 6.50%, 11/01/53 FN 3140A5SH2 - - 4,581,355 $4,830,284 $4,830,284 0.07 $4,804,641
Kinetic ABS Issuer LLC|5.561|02/25/2056, 5.56%, 02/25/56 UNITK 2026-1A 49459AAC4 - - 4,810,000 $4,815,352 $4,815,352 0.07 $4,813,866
FHLMC 30yr Pool#QZ1060 6.000% 01-Aug-2055, 6.00%, 08/01/55 FR 31426XFA1 - - 4,662,588 $4,814,377 $4,814,377 0.07 $4,790,287
PRPM 2025 RCF4 LLC 4.5% 55, 4.50%, 08/25/55 PRPM 2025-RCF4 69382WAA0 - - 4,774,945 $4,769,082 $4,769,082 0.07 $4,750,579
FNMA 30yr Pool#DE9377 6.000% 01-Sep-2055, 6.00%, 09/01/55 FN 3140BNM39 - - 4,615,996 $4,766,269 $4,766,269 0.07 $4,742,419
Homeward Opportunities Fund Trust 2025-RRTL2 A1 5.237% 25-AUG-2040, 5.24%, 09/25/40 HOF 2025-RRTL2 437923AA3 - - 4,682,000 $4,704,387 $4,704,387 0.07 $4,699,619
FHLMC 30yr Pool#QH4473 6.000% 01-Nov-2053, 6.00%, 11/01/53 FR 3133CG6J1 - - 4,461,884 $4,642,135 $4,642,135 0.07 $4,619,082
FNMA 30yr Pool#DC5656 5.000% 01-Nov-2054, 5.00%, 11/01/54 FN 3140ATJA5 - - 4,587,241 $4,625,318 $4,625,318 0.07 $4,605,568
FNMA 30yr Pool#BX9326 5.500% 01-Mar-2053, 5.50%, 03/01/53 FN 3140NELG8 - - 4,447,873 $4,606,001 $4,606,001 0.07 $4,584,935
FHLMC 30yr Pool#RA1100 4.000% 01-Jul-2049, 4.00%, 07/01/49 FR 3133KGGH5 - - 4,674,545 $4,538,019 $4,538,019 0.07 $4,521,918
Affirm Asset Securitization Trust 2025-X2 C 4.93% 15-OCT-2030, 4.93%, 10/15/30 AFFRM 2025-X2 00835DAC6 - - 4,500,000 $4,522,032 $4,522,032 0.07 $4,511,556
FHLMC 30yr Pool#QH2259 6.000% 01-Sep-2053, 6.00%, 09/01/53 FR 3133CEQL9 - - 4,282,406 $4,435,506 $4,435,506 0.07 $4,413,381
FNMA 30yr Pool#DD3307 6.000% 01-Feb-2055, 6.00%, 02/01/55 FN DD3307 MTGE 3140B3U91 - - 4,253,462 $4,409,370 $4,409,370 0.07 $4,387,394
FIGRE Trust 2025-HE3 B 5.71% 25-MAY-2055, 5.71%, 05/25/55 FIGRE 2025-HE3 31684LAB7 - - 4,258,460 $4,337,531 $4,337,531 0.07 $4,316,592
FHLMC 30yr Pool#QX6719 6.000% 01-Feb-2055, 6.00%, 02/01/55 FR 31426CPD0 - - 4,149,507 $4,301,604 $4,301,604 0.07 $4,280,165
Connecticut Avenue Securities Trust 2022-R07 1M2 8.34728% 25-JUN-2042, 8.35%, 06/25/42 CAS 2022-R07 20754MCB1 - - 4,087,000 $4,293,259 $4,293,259 0.07 $4,286,626
EFMT 2026-CES1 A3 5.466% 25-DEC-2060, 5.47%, 12/25/60 EFMT 2026-CES1 26846MAE4 - - 4,250,000 $4,279,626 $4,279,626 0.06 $4,262,849
FNMA 30yr Pool#FS3246 5.500% 01-Nov-2052, 5.50%, 11/01/52 FN 3140XJTC7 - - 4,115,473 $4,270,931 $4,270,931 0.06 $4,251,440
FIGRE TRUST 2025-FL1 5.265% 55, 5.26%, 07/25/55 FIGRE 2025-FL1 31684QAA8 - - 4,230,119 $4,268,305 $4,268,305 0.06 $4,249,126
Ginnie Mae REMIC Trust 2023-116 LF 5.21765% 20-AUG-2053, 5.00%, 08/20/53 GNR 2023-116 38384EFT7 - - 4,220,913 $4,266,239 $4,266,239 0.06 $4,259,200
SREIT Commercial Mortgage Trust 2021-MFP B 4.8748% 15-NOV-2038, 4.87%, 11/15/38 SREIT 2021-MFP 78472UAC2 - - 4,194,208 $4,202,633 $4,202,633 0.06 $4,192,411
FNMA 30yr Pool#BX0419 5.500% 01-Nov-2052, 5.50%, 11/01/52 FN 3140N4PD3 - - 4,084,900 $4,198,193 $4,198,193 0.06 $4,178,846
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 $4,188,492 $4,188,492 0.06 $4,180,172
FHLMC 30yr Pool#QF7280 5.500% 01-Jan-2053, 5.50%, 01/01/53 FR 3133BVCR4 - - 4,033,507 $4,186,861 $4,186,861 0.06 $4,167,757
A&D MORTGAGE TR 2025-NQM4 A1, 5.22%, 10/25/70 ADMT 2025-NQM4 002941AA0 - - 4,125,670 $4,166,331 $4,166,331 0.06 $4,147,768
FHLMC 30yr Pool#QH5204 6.500% 01-Nov-2053, 6.50%, 11/01/53 FR 3133CHX91 - - 3,941,296 $4,155,447 $4,155,447 0.06 $4,133,387
RCKT Mortgage Trust 2024-CES6 A1B 5.546% 25-SEP-2044, 5.55%, 09/25/44 RCKT 2024-CES6 749410AB2 - - 4,121,864 $4,153,995 $4,153,995 0.06 $4,134,310
FNMA 30yr Pool#CB2907 3.500% 01-Feb-2052, 3.50%, 02/01/52 FN 3140QNGR7 - - 4,399,336 $4,146,989 $4,146,989 0.06 $4,133,730
FNMA 30yr Pool#DA5072 6.500% 01-Nov-2053, 6.50%, 11/01/53 FN 3140A5T65 - - 3,925,021 $4,113,846 $4,113,846 0.06 $4,091,876
EASY STREET MORTGAGE LN 5.606%40 A1, 5.61%, 10/25/40 EASY 2025-RTL2 27786YAA6 - - 4,100,000 $4,111,925 $4,111,925 0.06 $4,107,456
Connecticut Avenue Securities Trust 2024-R06 1M2 5.29728% 25-SEP-2044, 5.30%, 09/25/44 CAS 2024-R06 20755RAC9 - - 4,077,228 $4,098,169 $4,098,169 0.06 $4,093,970
FHLMC 30yr Pool#QH0826 5.500% 01-Sep-2053, 5.50%, 09/01/53 FR 3133CC4K9 - - 3,946,601 $4,091,504 $4,091,504 0.06 $4,072,813
FIGRE Trust 2025-HE3 C 5.91% 25-MAY-2055, 5.91%, 05/25/55 FIGRE 2025-HE3 31684LAC5 - - 4,002,952 $4,061,610 $4,061,610 0.06 $4,041,239
GS Mortgage-Backed Securities Trust 2026-CES1|5.422|05/25/2056, 5.42%, 05/25/56 GSMBS 2026-CES1 36277LAC7 - - 4,000,000 $4,025,567 $4,025,567 0.06 $4,006,891
JP Morgan Mortgage Trust 2026-CES1|5.182|06/25/2056, 5.18%, 06/25/56 JPMMT 2026-CES1 46660BAD1 - - 4,000,000 $4,022,744 $4,022,744 0.06 $4,004,895
LHOME MORTGAGE TR 2025-RTL3 A1, 5.24%, 08/25/40 LHOME 2025-RTL3 50205YAA1 - - 4,000,000 $4,022,055 $4,022,055 0.06 $4,017,980
FNMA 30yr Pool#BW6314 5.500% 01-Aug-2052, 5.50%, 08/01/52 FN 3140MYAQ5 - - 3,852,989 $3,969,813 $3,969,813 0.06 $3,951,565
FNMA 30yr Pool#DE7795 6.000% 01-Aug-2055, 6.00%, 08/01/55 FN 3140BLUV2 - - 3,810,580 $3,951,394 $3,951,394 0.06 $3,931,706
Fannie Mae REMIC Trust 2020-98 AI 3.5% 25-JAN-2061, 3.50%, 01/25/61 FNR 2020-98 3136BDLE6 - - 18,495,565 $3,927,172 $3,927,172 0.06 $3,871,429
FIGRE Trust 2026-HE1|5.183|01/25/2056, 5.18%, 01/25/56 FIGRE 2026-HE1 30249NAD9 - - 3,918,000 $3,925,775 $3,925,775 0.06 $3,924,083
FNMA 30yr Pool#DF1002 6.000% 01-Oct-2055, 6.00%, 10/01/55 FN 3140BRDG1 - - 3,797,214 $3,921,076 $3,921,076 0.06 $3,901,457
EFMT 2026-CES1 A2 5.316% 25-DEC-2060, 5.32%, 12/25/60 EFMT 2026-CES1 26846MAD6 - - 3,881,000 $3,907,653 $3,907,653 0.06 $3,892,752
FNMA 30yr Pool#FS2135 4.000% 01-Nov-2049, 4.00%, 11/01/49 FN 3140XHLR6 - - 3,975,640 $3,866,805 $3,866,805 0.06 $3,853,111
FNMA 30yr Pool#BY0335 6.000% 01-May-2053, 6.00%, 05/01/53 FN 3140NGLR9 - - 3,656,224 $3,769,731 $3,769,731 0.06 $3,750,841
FNMA 30yr Pool#DE2819 5.500% 01-Jun-2055, 5.50%, 06/01/55 FN 3140BFDZ5 - - 3,666,105 $3,757,315 $3,757,315 0.06 $3,739,952
FNMA 30yr Pool#BX6124 6.500% 01-Jan-2053, 6.50%, 01/01/53 FN 3140NAYW7 - - 3,461,666 $3,658,350 $3,658,350 0.06 $3,638,975
FHLMC 30yr Pool#QI8221 6.000% 01-Jun-2054, 6.00%, 06/01/54 FR 3133WFD20 - - 3,527,082 $3,655,801 $3,655,801 0.06 $3,637,577
FNMA 30yr Pool#FS2713 4.500% 01-Oct-2050, 4.50%, 10/01/50 FN 3140XJAP8 - - 3,661,274 $3,647,727 $3,647,727 0.06 $3,633,540
FHLMC 30yr Pool#QH1144 5.500% 01-Sep-2053, 5.50%, 09/01/53 FR 3133CDHV9 - - 3,492,969 $3,620,656 $3,620,656 0.05 $3,604,113
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 $3,598,562 $3,598,562 0.05 $3,593,861
RCKT Mortgage Trust 2023-CES1 A1A 6.515% 25-JUN-2043, 6.51%, 06/25/43 RCKT 74935WAA2 - - 3,540,130 $3,567,907 $3,567,907 0.05 $3,548,047
RCKT Mortgage Trust 2025-CES2 A1B 5.603% 25-FEB-2055, 5.60%, 02/25/55 RCKT 2025-CES2 74942BAB7 - - 3,504,518 $3,551,010 $3,551,010 0.05 $3,534,101
FHLMC 30yr Pool#QH6041 5.500% 01-Dec-2053, 5.50%, 12/01/53 FR 3133CJWA5 - - 3,412,417 $3,505,859 $3,505,859 0.05 $3,489,697
FHLMC 30yr Pool#QF7810 5.500% 01-Jan-2053, 5.50%, 01/01/53 FR 3133BVVB8 - - 3,354,975 $3,481,461 $3,481,461 0.05 $3,465,572
FNMA 30yr Pool#FM7031 4.000% 01-Jan-2051, 4.00%, 01/01/51 FN 3140XAY55 - - 3,567,175 $3,462,754 $3,462,754 0.05 $3,450,467
FHLMC 30yr Pool#SD1416 4.500% 01-Dec-2048, 4.50%, 12/01/48 FR 3132DNSD6 - - 3,474,460 $3,461,603 $3,461,603 0.05 $3,448,140
FHLMC 30yr Pool#QZ3837 6.000% 01-Sep-2055, 6.00%, 09/01/55 FR 31427BHP3 - - 3,345,241 $3,454,145 $3,454,145 0.05 $3,436,861
FHLMC 30yr Pool#QX5273 6.000% 01-Feb-2055, 6.00%, 02/01/55 FR 31426A2F4 - - 3,326,889 $3,448,302 $3,448,302 0.05 $3,431,113
FHLMC 30yr Pool#QH7549 6.000% 01-Dec-2053, 6.00%, 12/01/53 FR 3133CLL61 - - 3,292,065 $3,409,759 $3,409,759 0.05 $3,392,750
FINANCE OF AMERICA STRUCTURE 3.5% 74, 3.50%, 02/25/74 FASST 2024-S1 31740RAB6 - - 3,435,909 $3,387,590 $3,387,590 0.05 $3,385,251
FNMA 30yr Pool#BX8700 5.500% 01-Mar-2053, 5.50%, 03/01/53 FN 3140NDU21 - - 3,280,198 $3,380,015 $3,380,015 0.05 $3,364,479
RCKT Mortgage Trust 2026-CES1|4.928|01/25/2056, 4.93%, 01/25/56 RCKT 2026-CES1 74939BAB2 - - 3,350,000 $3,366,707 $3,366,707 0.05 $3,352,491
FNMA 30yr Pool#BX9422 5.500% 01-Mar-2053, 5.50%, 03/01/53 FN 3140NEPG4 - - 3,278,623 $3,360,873 $3,360,873 0.05 $3,345,345
FNMA 30yr Pool#FM1540 4.000% 01-Sep-2049, 4.00%, 09/01/49 FN 3140X4WA0 - - 3,337,645 $3,240,165 $3,240,165 0.05 $3,228,668
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 $3,236,240 $3,236,240 0.05 $3,213,988
FNMA 30yr Pool#MA4026 4.000% 01-May-2050, 4.00%, 05/01/50 FN 31418DPL0 - - 3,331,728 $3,226,939 $3,226,939 0.05 $3,215,463
FHLMC 30yr Pool#SD1111 4.000% 01-Jun-2050, 4.00%, 06/01/50 FR 3132DNGU1 - - 3,190,022 $3,108,411 $3,108,411 0.05 $3,097,423
FHLMC 30yr Pool#QZ4951 6.000% 01-Oct-2055, 6.00%, 10/01/55 FR 31427CQD8 - - 2,994,647 $3,092,137 $3,092,137 0.05 $3,076,665
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 $3,040,972 $3,040,972 0.05 $3,007,871
FHLMC 30yr Pool#QG2539 6.500% 01-May-2053, 6.50%, 05/01/53 FR 3133C2ZC5 - - 2,884,246 $3,004,253 $3,004,253 0.05 $2,988,109
FNMA 30yr Pool#MA4056 4.000% 01-Jun-2050, 4.00%, 06/01/50 FN 31418DQJ4 - - 3,073,860 $2,977,181 $2,977,181 0.05 $2,966,593
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 $2,973,375 $2,973,375 0.05 $2,785,178
COOPR Residential Mortgage Trust 2026-CES1|5.158|01/01/2061, 5.16%, 01/01/61 COOPR 2026-CES1 21689GAD0 - - 2,949,000 $2,972,448 $2,972,448 0.05 $2,959,350
BX Trust 2021-BXMF C 4.98627% 15-OCT-2038, 4.99%, 10/15/26 BX 2021-BXMF 05609RAJ3 - - 2,958,012 $2,964,393 $2,964,393 0.04 $2,957,019
FNMA 30yr Pool#DA3549 6.500% 01-Oct-2053, 6.50%, 10/01/53 FN 3140A35K5 - - 2,771,287 $2,928,936 $2,928,936 0.04 $2,913,425
GWT Commercial Mortgage Trust 2024-WLF2 A 5.37143% 15-MAY-2041, 5.37%, 05/15/41 GWT 2024-WLF2 362414AA2 - - 2,900,000 $2,915,129 $2,915,129 0.04 $2,907,341
FHLMC 30yr Pool#QE6404 5.500% 01-Jul-2052, 5.50%, 07/01/52 FR 3133BGDH8 - - 2,803,953 $2,889,332 $2,889,332 0.04 $2,876,052
Fannie Mae Pool|4|03/01/2050, 4.00%, 03/01/50 FN 3140X8S24 - - 2,947,593 $2,866,901 $2,866,901 0.04 $2,856,748
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 $2,834,967 $2,834,967 0.04 $2,832,133
FNMA 30yr Pool#MA3496 4.500% 01-Oct-2048, 4.50%, 10/01/48 FN 31418C3E2 - - 2,844,771 $2,834,245 $2,834,245 0.04 $2,823,221
FHLMC 30yr Pool#QZ4131 6.000% 01-Sep-2055, 6.00%, 09/01/55 FR 31427BSV8 - - 2,728,559 $2,817,071 $2,817,071 0.04 $2,802,973
FHLMC 30yr Pool#QE8542 5.500% 01-Aug-2052, 5.50%, 08/01/52 FR 3133BJP30 - - 2,696,876 $2,778,996 $2,778,996 0.04 $2,766,223
RCKT MORTGAGE TRUST 2025-CE 5.16% 34, 5.16%, 07/25/34 RCKTL 2025-1A 74939RAC5 - - 2,750,000 $2,770,835 $2,770,835 0.04 $2,768,076
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 $2,765,112 $2,765,112 0.04 $2,761,315
EFMT 2026-CES1 A1B 5.116% 25-DEC-2060, 5.12%, 12/25/60 EFMT 2026-CES1 26846MAB0 - - 2,726,000 $2,737,885 $2,737,885 0.04 $2,727,813
FHLMC 30yr Pool#SD6905 6.000% 01-Nov-2054, 6.00%, 11/01/54 FR 3132DUU62 - - 2,634,796 $2,729,091 $2,729,091 0.04 $2,715,478
FNMA 30yr Pool#BV5393 3.500% 01-Apr-2052, 3.50%, 04/01/52 FN 3140MJ7F6 - - 2,878,617 $2,711,075 $2,711,075 0.04 $2,702,399
FHLMC 30yr Pool#SD2897 5.500% 01-May-2053, 5.50%, 05/01/53 FR 3132DQGE0 - - 2,635,885 $2,706,098 $2,706,098 0.04 $2,693,614
FIGRE Trust 2024-HE4 B 5.252% 25-SEP-2054, 5.25%, 09/25/54 FIGRE 2024-HE4 31684UAB7 - - 2,661,760 $2,678,869 $2,678,869 0.04 $2,676,151
FNMA 30yr Pool#DA1511 5.500% 01-Oct-2053, 5.50%, 10/01/53 FN 3140A1VD6 - - 2,607,706 $2,672,136 $2,672,136 0.04 $2,659,786
FNMA 30yr Pool#DE2839 6.000% 01-Jun-2055, 6.00%, 06/01/55 FN 3140BFEM3 - - 2,574,040 $2,669,160 $2,669,160 0.04 $2,655,861
FHLMC 30yr Pool#QF9276 5.500% 01-Mar-2053, 5.50%, 03/01/53 FR 3133BXJV4 - - 2,565,015 $2,661,662 $2,661,662 0.04 $2,649,514
FHLMC 30yr Pool#Q57869 4.000% 01-Aug-2048, 4.00%, 08/01/48 FG 3132Y1W79 - - 2,704,409 $2,633,589 $2,633,589 0.04 $2,624,274
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 $2,580,243 $2,580,243 0.04 $2,575,400
FNMA 30yr Pool#DA0036 6.500% 01-Sep-2053, 6.50%, 09/01/53 FN 3140A0BE8 - - 2,422,298 $2,538,829 $2,538,829 0.04 $2,525,271
PRPM 2026-RCF1 Trust|5.305|01/25/2056, 5.30%, 01/25/56 PRPM 2026-RCF1 69383VAF0 - - 2,500,000 $2,526,355 $2,526,355 0.04 $2,503,882
PRPM 2026-RCF1 Trust|5.206|01/25/2056, 5.21%, 01/25/56 PRPM 2026-RCF1 69383VAB9 - - 2,500,000 $2,526,025 $2,526,025 0.04 $2,503,972
FHLMC 30yr Pool#SD3523 3.000% 01-Jun-2052, 3.00%, 06/01/52 FR 3132DQ4G8 - - 2,781,066 $2,497,588 $2,497,588 0.04 $2,490,404
BX Trust 2021-BXMF G 7.144513% 15-OCT-2038, 7.14%, 10/15/26 BX 2021-BXMF 05609RAS3 - - 2,488,884 $2,489,760 $2,489,760 0.04 $2,480,870
FHLMC 30yr Pool#QY9883 6.000% 01-Aug-2055, 6.00%, 08/01/55 FR 31426U6V1 - - 2,383,577 $2,471,659 $2,471,659 0.04 $2,459,343
Ginnie Mae REMIC Trust 2017-163 LO 0.0% 16-MAY-2041, 0.00%, 05/16/41 GNR 2017-163 38380KNA9 - - 3,202,154 $2,449,862 $2,449,862 0.04 $2,449,862
FHLMC 30yr Pool#QF0488 5.500% 01-Sep-2052, 5.50%, 09/01/52 FR 3133BMRH0 - - 2,373,052 $2,445,003 $2,445,003 0.04 $2,433,764
FNMA 30yr Pool#DC1302 5.000% 01-Aug-2054, 5.00%, 08/01/54 FN 3140ANNU9 - - 2,421,992 $2,440,860 $2,440,860 0.04 $2,430,432
Ally Bank Auto Credit-Linked Notes, Series 2024-A C 6.022% 15-MAY-2032, 6.02%, 05/17/32 ABCLN 2024-A 02007GZ63 - - 2,379,764 $2,426,375 $2,426,375 0.04 $2,419,608
FNMA 30yr Pool#BY8533 6.500% 01-Aug-2053, 6.50%, 08/01/53 FN 3140NRPT7 - - 2,306,006 $2,416,943 $2,416,943 0.04 $2,404,035
Morgan Stanley Residential Mortgage Loan Trust 2026-NQM1|5.032|12/25/2070, 5.03%, 12/25/70 MSRM 2026-NQM1 61780XAF2 - - 2,400,000 $2,414,614 $2,414,614 0.04 $2,404,214
FNMA 30yr Pool#BY5913 5.500% 01-Sep-2053, 5.50%, 09/01/53 FN 3140NNSB2 - - 2,318,997 $2,402,651 $2,402,651 0.04 $2,391,668
PRPM 2025-RCF3 LLC 5.25% 55, 5.25%, 07/25/55 PRPM 2025-RCF3 69392PAB1 - - 2,380,125 $2,402,286 $2,402,286 0.04 $2,391,526
Saluda Grade Alternative Mortgage Trust 2024-FIG5 B 6.603% 25-APR-2054, 6.60%, 04/25/54 GRADE 2024-FIG5 79582MAB7 - - 2,362,830 $2,395,415 $2,395,415 0.04 $2,381,980
Connecticut Avenue Securities Trust 2022-R08 1M2 7.47419% 25-JUL-2042, 7.30%, 07/25/42 CAS 2022-R08 20755DAB2 - - 2,220,000 $2,302,862 $2,302,862 0.03 $2,299,712
PRPM 2024-RCF2 A1 3.75% 25-MAR-2054, 3.75%, 03/25/54 PRPM 2024-RCF2 693987AA7 - - 2,313,057 $2,298,462 $2,298,462 0.03 $2,296,775
FNMA 30yr Pool#DF0313 6.000% 01-Sep-2055, 6.00%, 09/01/55 FN 3140BQK34 - - 2,210,435 $2,282,395 $2,282,395 0.03 $2,270,974
RAM 2024-1 A 5.95% 15-FEB-2039, 6.67%, 02/15/39 RAM 2024-1 751313AA5 - - 2,219,417 $2,227,292 $2,227,292 0.03 $2,220,302
FNMA 30yr Pool#DA3538 6.000% 01-Oct-2053, 6.00%, 10/01/53 FN 3140A34Y6 - - 2,113,931 $2,189,507 $2,189,507 0.03 $2,178,585
FHLMC 30yr Pool#QG2543 5.500% 01-May-2053, 5.50%, 05/01/53 FR 3133C2ZG6 - - 2,064,911 $2,122,611 $2,122,611 0.03 $2,112,831
FNMA 30yr Pool#FA0517 5.500% 01-Feb-2055, 5.50%, 02/01/55 FN 3140W0SF3 - - 2,017,925 $2,067,981 $2,067,981 0.03 $2,058,424
FNMA 30yr Pool#FS3001 4.000% 01-Oct-2051, 4.00%, 10/01/51 FN 3140XJKP7 - - 2,116,132 $2,054,187 $2,054,187 0.03 $2,046,898
Santander Bank Auto Credit-Linked Notes, Series 2024-A B 5.622% 15-JUN-2032, 5.62%, 06/15/32 SBCLN 2024-A 80290CCJ1 - - 2,019,471 $2,052,206 $2,052,206 0.03 $2,046,845
FHLMC 30yr Pool#QX7432 6.000% 01-Feb-2055, 6.00%, 02/01/55 FR 31426DHJ4 - - 1,966,734 $2,038,823 $2,038,823 0.03 $2,028,662
FNMA 30yr Pool#FS1640 4.000% 01-Apr-2052, 4.00%, 04/01/52 FN 3140XGZE2 - - 2,102,070 $2,037,432 $2,037,432 0.03 $2,030,192
FNMA 30yr Pool#BY0338 6.500% 01-May-2053, 6.50%, 05/01/53 FN 3140NGLU2 - - 1,906,150 $1,995,347 $1,995,347 0.03 $1,984,678
FNMA 30yr Pool#DD4221 6.000% 01-Feb-2055, 6.00%, 02/01/55 FN DD4221 MTGE 3140B4VP2 - - 1,923,650 $1,994,160 $1,994,160 0.03 $1,984,222
FHLMC 30yr Pool#QI4878 6.000% 01-Apr-2054, 6.00%, 04/01/54 FR 3133WBM37 - - 1,904,142 $1,973,633 $1,973,633 0.03 $1,963,795
Flagship Credit Auto Trust 2023-1 B 5.05% 15-FEB-2028, 5.05%, 01/18/28 FCAT 2023-1 337955AG3 - - 1,966,729 $1,972,961 $1,972,961 0.03 $1,968,271
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 $1,972,852 $1,972,852 0.03 $1,970,513
FNMA 30yr Pool#CA7849 4.500% 01-Oct-2050, 4.50%, 10/01/50 FN 3140QFWK1 - - 1,978,018 $1,966,890 $1,966,890 0.03 $1,959,225
FHF Trust 2024-1 (First Help Financial) A2 5.69% 15-FEB-2030, 5.69%, 02/15/30 FHF 2024-1A 31568AAB2 - - 1,920,175 $1,937,932 $1,937,932 0.03 $1,932,773
FNMA 30yr Pool#BX8072 5.500% 01-Mar-2053, 5.50%, 03/01/53 FN 3140NC6J3 - - 1,868,804 $1,935,242 $1,935,242 0.03 $1,926,391
FIGRE Trust 2024-HE1 B 6.506% 25-MAR-2054, 6.51%, 03/25/54 FIGRE 2024-HE1 31684HAB6 - - 1,881,892 $1,933,417 $1,933,417 0.03 $1,931,037
FHLMC 30yr Pool#SI2017 4.000% 01-Dec-2048, 4.00%, 12/01/48 FR 3133USG21 - - 1,980,091 $1,925,829 $1,925,829 0.03 $1,919,009
FNMA 30yr Pool#DF0998 6.000% 01-Oct-2055, 6.00%, 10/01/55 FN 3140BRDC0 - - 1,846,667 $1,906,785 $1,906,785 0.03 $1,897,244
Foundation Finance Trust 2023-2 A 6.53% 15-JUN-2049, 6.53%, 06/15/49 FFIN 2023-2A 35042RAA4 - - 1,767,456 $1,840,054 $1,840,054 0.03 $1,834,603
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 $1,834,646 $1,834,646 0.03 $1,832,734
FNMA 30yr Pool#BY0361 6.500% 01-Jun-2053, 6.50%, 06/01/53 FN 3140NGMK3 - - 1,717,291 $1,796,209 $1,796,209 0.03 $1,786,597
FHLMC 30yr Pool#SD1551 4.000% 01-Mar-2050, 4.00%, 03/01/50 FR 3132DNWL3 - - 1,836,309 $1,786,039 $1,786,039 0.03 $1,779,714
Connecticut Avenue Securities Trust 2022-R06 1B2 14.29728% 25-MAY-2042, 14.30%, 05/25/42 CAS 2022-R06 20754NAR6 - - 1,596,475 $1,778,597 $1,778,597 0.03 $1,774,793
FNMA 30yr Pool#MA3521 4.000% 01-Nov-2048, 4.00%, 11/01/48 FN 31418C4F8 - - 1,772,047 $1,723,536 $1,723,536 0.03 $1,717,432
PRPM 2025-RCF3 LLC 5.25% 55, 5.25%, 07/25/55 PRPM 2025-RCF3 69392PAC9 - - 1,700,000 $1,708,025 $1,708,025 0.03 $1,700,339
Fannie Mae Pool|4|08/01/2050, 4.00%, 08/01/50 FN 3140X8UA3 - - 1,748,029 $1,692,646 $1,692,646 0.03 $1,686,625
FNMA 30yr Pool#DC9709 6.000% 01-Jan-2055, 6.00%, 01/01/55 FN 3140AXYF8 - - 1,606,484 $1,663,978 $1,663,978 0.03 $1,655,678
Santander Bank Auto Credit-Linked Notes, Series 2023-B B 5.64% 15-DEC-2033, 5.64%, 12/15/33 SBCLN 2023-B 80290CCB8 - - 1,633,576 $1,657,448 $1,657,448 0.03 $1,653,097
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 $1,657,407 $1,657,407 0.03 $1,656,396
FHLMC 30yr Pool#QG2540 6.500% 01-May-2053, 6.50%, 05/01/53 FR 3133C2ZD3 - - 1,589,860 $1,655,534 $1,655,534 0.03 $1,646,636
FHLMC 30yr Pool#SD0943 3.500% 01-Apr-2052, 3.50%, 04/01/52 FR 3132DNBL6 - - 1,754,974 $1,654,308 $1,654,308 0.03 $1,649,019
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 $1,654,019 $1,654,019 0.03 $1,652,363
FHLMC 30yr Pool#QY7439 6.000% 01-Jun-2055, 6.00%, 06/01/55 FR 31426SHR3 - - 1,587,630 $1,646,298 $1,646,298 0.02 $1,638,096
FHLMC 30yr Pool#QG4340 6.500% 01-Jun-2053, 6.50%, 06/01/53 FR 3133C4ZD9 - - 1,543,208 $1,607,417 $1,607,417 0.02 $1,598,779
FHLMC 30yr Pool#SD4456 4.000% 01-Aug-2050, 4.00%, 08/01/50 FR 3132E05R9 - - 1,645,164 $1,597,006 $1,597,006 0.02 $1,591,339
FNMA 30yr Pool#CB2681 3.500% 01-Jan-2052, 3.50%, 01/01/52 FN 3140QM6T6 - - 1,670,148 $1,574,477 $1,574,477 0.02 $1,569,443
FHLMC 30yr Pool#QH7013 6.500% 01-Dec-2053, 6.50%, 12/01/53 FR 3133CKYJ1 - - 1,495,857 $1,562,034 $1,562,034 0.02 $1,553,661
FHLMC 30yr Pool#QZ4132 6.000% 01-Sep-2055, 6.00%, 09/01/55 FR 31427BSW6 - - 1,489,896 $1,538,399 $1,538,399 0.02 $1,530,702
FHLMC 30yr Pool#Q58477 4.000% 01-Sep-2048, 4.00%, 09/01/48 FG 3132Y2M37 - - 1,541,703 $1,501,440 $1,501,440 0.02 $1,496,130
FHLMC 30yr Pool#QH3309 5.500% 01-Oct-2053, 5.50%, 10/01/53 FR 3133CFVA4 - - 1,461,845 $1,498,042 $1,498,042 0.02 $1,491,119
FNMA 30yr Pool#MA3415 4.000% 01-Jul-2048, 4.00%, 07/01/48 FN 31418CYM0 - - 1,495,997 $1,455,044 $1,455,044 0.02 $1,449,891
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 $1,448,444 $1,448,444 0.02 $1,356,555
FNMA 30yr Pool#BT8051 5.500% 01-Jan-2053, 5.50%, 01/01/53 FN 3140LW5M5 - - 1,382,563 $1,434,907 $1,434,907 0.02 $1,428,359
FNMA 30yr Pool#CA5573 4.000% 01-Apr-2050, 4.00%, 04/01/50 FN 3140QDFP4 - - 1,478,467 $1,431,624 $1,431,624 0.02 $1,426,532
ACHV ABS Trust 2024-1PL B 6.34% 25-APR-2031, 6.34%, 04/25/31 ACHV 2024-1PL 00092BAB0 - - 1,402,088 $1,415,896 $1,415,896 0.02 $1,414,168
FNMA 30yr Pool#BY1896 5.500% 01-May-2053, 5.50%, 05/01/53 FN 3140NJDA9 - - 1,357,192 $1,398,089 $1,398,089 0.02 $1,391,661
FNMA 30yr Pool#CA1931 4.500% 01-Jun-2048, 4.50%, 06/01/48 FN 3140Q9ED1 - - 1,389,851 $1,384,708 $1,384,708 0.02 $1,379,323
Ally Bank Auto Credit-Linked Notes, Series 2024-A D 6.315% 15-MAY-2032, 6.31%, 05/17/32 ABCLN 2024-A 02007GZ71 - - 1,359,865 $1,383,519 $1,383,519 0.02 $1,379,463
FIGRE TRUST 2025-HE5 FLTG 2055 B, 5.49%, 08/25/55 FIGRE 2025-HE5 31684MAB5 - - 1,348,991 $1,356,549 $1,356,549 0.02 $1,350,177
FNMA 30yr Pool#BX7860 5.500% 01-Mar-2053, 5.50%, 03/01/53 FN 3140NCWW5 - - 1,295,052 $1,341,279 $1,341,279 0.02 $1,335,145
FNMA 30yr Pool#BY0327 6.500% 01-May-2053, 6.50%, 05/01/53 FN 3140NGLH1 - - 1,233,118 $1,283,245 $1,283,245 0.02 $1,276,343
Reach ABS Trust 2024-2 A 5.88% 15-JUL-2031, 5.88%, 07/15/31 REACH 2024-2A 75525HAA8 - - 1,240,113 $1,249,148 $1,249,148 0.02 $1,245,704
FNMA 30yr Pool#FM7725 4.500% 01-Dec-2050, 4.50%, 12/01/50 FN 3140XBSP6 - - 1,256,113 $1,248,593 $1,248,593 0.02 $1,243,726
U.S. Auto Funding 2021-1 C 2.2% 15-MAY-2026, 2.20%, 05/15/26 USAUT 2021-1A 90355EAC5 - - 1,447,139 $1,224,346 $1,224,346 0.02 $1,222,842
FHLMC 30yr Pool#QF2561 5.500% 01-Nov-2052, 5.50%, 11/01/52 FR 3133BPZ27 - - 1,175,786 $1,218,575 $1,218,575 0.02 $1,213,006
FNMA 30yr Pool#DB3056 5.500% 01-May-2054, 5.50%, 05/01/54 FN 3140ACME0 - - 1,177,320 $1,211,516 $1,211,516 0.02 $1,205,940
Tricolor Auto Securitization Trust 2024-1 A 6.61% 15-OCT-2027, 6.61%, 10/15/27 TAST 2024-1A 89616LAA0 - - 1,205,445 $1,202,531 $1,202,531 0.02 $1,198,769
FNMA 30yr Pool#MA3149 4.000% 01-Oct-2047, 4.00%, 10/01/47 FN 31418CQB3 - - 1,238,618 $1,201,762 $1,201,762 0.02 $1,197,496
FNMA 40yr Pool#BF0167 3.000% 01-Feb-2057, 3.00%, 02/01/57 FN 3140FXFH0 - - 1,363,485 $1,194,615 $1,194,615 0.02 $1,191,093
FNMA 30yr Pool#BJ9181 5.000% 01-May-2048, 5.00%, 05/01/48 FN 3140HBFX1 - - 1,161,060 $1,186,904 $1,186,904 0.02 $1,181,905
FHLMC 30yr Pool#SD8003 4.000% 01-Jul-2049, 4.00%, 07/01/49 FR 3132DV3L7 - - 1,209,718 $1,174,306 $1,174,306 0.02 $1,170,139
EFMT 2026-CES1 M1 5.616% 25-DEC-2060, 5.62%, 12/25/60 EFMT 2026-CES1 26846MAF1 - - 1,166,000 $1,170,249 $1,170,249 0.02 $1,165,520
FNMA 30yr Pool#FM9138 4.000% 01-Mar-2050, 4.00%, 03/01/50 FN 3140XDEL6 - - 1,202,167 $1,169,257 $1,169,257 0.02 $1,165,116
FHF Issuer Trust 2023-2 (First Help Financial) A2 6.79% 15-OCT-2029, 6.79%, 10/15/29 FHF 2023-2A 30333LAB4 - - 1,153,052 $1,168,857 $1,168,857 0.02 $1,165,160
FNMA 30yr Pool#BX0804 5.500% 01-Nov-2052, 5.50%, 11/01/52 FN 3140N43N5 - - 1,125,746 $1,161,976 $1,161,976 0.02 $1,156,645
FHLMC 30yr Pool#QG6538 5.500% 01-Jul-2053, 5.50%, 07/01/53 FR 3133C7HP5 - - 1,097,966 $1,138,632 $1,138,632 0.02 $1,133,432
FHLMC 30yr Pool#ZT2087 4.000% 01-Jun-2049, 4.00%, 06/01/49 FR 3132AEJ80 - - 1,162,767 $1,128,730 $1,128,730 0.02 $1,124,725
FNMA 30yr Pool#AS6811 3.000% 01-Mar-2046, 3.00%, 03/01/46 FN 3138WGR97 - - 1,221,598 $1,118,119 $1,118,119 0.02 $1,114,963
FHLMC 30yr Pool#RA1188 4.500% 01-Aug-2049, 4.50%, 08/01/49 FR 3133KGJ90 - - 1,065,595 $1,062,885 $1,062,885 0.02 $1,058,756
FNMA 30yr Pool#AS7492 4.000% 01-Jul-2046, 4.00%, 07/01/46 FN 3138WHKE1 - - 1,090,430 $1,060,337 $1,060,337 0.02 $1,056,581
FHLMC 30yr Pool#RA1087 4.500% 01-Jul-2049, 4.50%, 07/01/49 FR 3133KGF45 - - 1,053,159 $1,050,482 $1,050,482 0.02 $1,046,401
FNMA 30yr Pool#CB8995 5.500% 01-Aug-2054, 5.50%, 08/01/54 FN 3140QU7H3 - - 1,003,901 $1,029,563 $1,029,563 0.02 $1,024,809
Blue Bridge Funding 2023-1 A 7.37% 15-NOV-2030, 7.37%, 11/15/30 BBEF 2023-1A 09531MAA8 - - 1,009,004 $1,019,334 $1,019,334 0.02 $1,015,822
FHLMC 30yr Pool#QG3885 6.500% 01-Jun-2053, 6.50%, 06/01/53 FR 3133C4J62 - - 967,340 $1,007,589 $1,007,589 0.02 $1,002,175
FNMA 30yr Pool#BV4203 3.500% 01-Apr-2052, 3.50%, 04/01/52 FN 3140MHU56 - - 1,016,906 $957,795 $957,795 0.01 $954,730
FNMA 30yr Pool#FM1598 4.000% 01-Feb-2049, 4.00%, 02/01/49 FN 3140X4X43 - - 976,510 $949,777 $949,777 0.01 $946,414
FNMA 30yr Pool#BV8484 3.500% 01-Apr-2052, 3.50%, 04/01/52 FN 3140MNNA0 - - 1,004,462 $946,000 $946,000 0.01 $942,973
Arivo Acceptance Auto Loan Receivables Trust 2024-1 A 6.46% 15-APR-2028, 6.46%, 04/17/28 ARIVO 2024-1A 039943AA3 - - 938,221 $945,773 $945,773 0.01 $942,911
FNMA 30yr Pool#DA3522 5.500% 01-Oct-2053, 5.50%, 10/01/53 FN 3140A34G5 - - 920,688 $943,436 $943,436 0.01 $939,076
FHLMC 30yr Pool#QG6948 5.500% 01-Jul-2053, 5.50%, 07/01/53 FR 3133C7WH6 - - 892,264 $925,167 $925,167 0.01 $920,942
FNMA 30yr Pool#CA6382 4.500% 01-Jul-2050, 4.50%, 07/01/50 FN 3140QECU4 - - 921,190 $915,685 $915,685 0.01 $912,115
GNMA II 30yr Pool#MA5021 4.500% 20-Feb-2048, 4.50%, 02/20/48 G2 36179TSJ5 - - 895,219 $893,626 $893,626 0.01 $890,157
FHLMC 30yr Pool#ZM8197 4.000% 01-Sep-2048, 4.00%, 09/01/48 FR 3131Y3DA1 - - 917,278 $892,141 $892,141 0.01 $888,981
BX Commercial Mortgage Trust 2021-21M A 4.525% 15-OCT-2036, 4.52%, 10/15/36 BX 2021-21M 05609CAA5 - - 862,801 $863,850 $863,850 0.01 $861,898
FHLMC 30yr Pool#QG7338 6.000% 01-Jul-2053, 6.00%, 07/01/53 FR 3133C8EK7 - - 803,097 $832,410 $832,410 0.01 $828,261
FNMA 30yr Pool#AB9341 3.000% 01-May-2043, 3.00%, 05/01/43 FN 31417GLX2 - - 873,625 $807,578 $807,578 0.01 $805,321
FNMA 30yr Pool#BN4541 4.000% 01-Feb-2049, 4.00%, 02/01/49 FN 3140JMBK7 - - 819,808 $797,365 $797,365 0.01 $794,542
FREMF 2019-KF70 Mortgage Trust C 9.90107% 25-SEP-2029, 9.90%, 09/25/29 FREMF 2019-KF70 30298UAJ0 - - 789,970 $791,151 $791,151 0.01 $782,526
FNMA 30yr Pool#BY0782 5.500% 01-Apr-2053, 5.50%, 04/01/53 FN 3140NG2Q2 - - 740,865 $767,542 $767,542 0.01 $764,033
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 $758,013 $758,013 0.01 $757,226
FHLMC 30yr Pool#ZT1926 3.000% 01-Nov-2043, 3.00%, 11/01/43 FR 3132AED78 - - 799,122 $739,911 $739,911 0.01 $737,847
FHLMC 30yr Pool#RA1999 4.500% 01-Jan-2050, 4.50%, 01/01/50 FR 3133KHGG5 - - 724,310 $722,469 $722,469 0.01 $719,662
FNMA 30yr Pool#BY0866 5.500% 01-May-2053, 5.50%, 05/01/53 FN 3140NG6C9 - - 696,268 $717,249 $717,249 0.01 $713,951
GNMA II 30yr Pool#MA5264 4.000% 20-Jun-2048, 4.00%, 06/20/48 G2 36179TZ57 - - 710,094 $685,965 $685,965 0.01 $683,519
ACHM Trust 2024-HE1 B 7.26% 25-MAY-2039, 7.26%, 05/25/39 ACHM 2024-HE1 00449TAB1 - - 643,569 $673,745 $673,745 0.01 $672,837
ACHV ABS Trust 2024-1PL C 6.42% 25-APR-2031, 6.42%, 04/25/31 ACHV 2024-1PL 00092BAC8 - - 630,977 $636,354 $636,354 0.01 $635,567
Compass Datacenters Issuer II, Series 2024-1 B_2401 7.0% 25-FEB-2049, 7.00%, 02/25/49 CMPDC 2024-1A 20469AAC3 - - 620,000 $632,922 $632,922 0.01 $632,078
FNMA 30yr Pool#BW0343 4.500% 01-May-2052, 4.50%, 05/01/52 FN 3140MRLZ8 - - 631,534 $623,785 $623,785 0.01 $621,338
Connecticut Avenue Securities Trust 2022-R07 1B2 15.69728% 25-JUN-2042, 15.70%, 06/25/42 CAS 2022-R07 20754MAL1 - - 536,201 $617,919 $617,919 0.01 $616,283
FHLMC 30yr Pool#QE1073 3.500% 01-Apr-2052, 3.50%, 04/01/52 FR 3133BAFN6 - - 646,190 $608,581 $608,581 0.01 $606,633
FHLMC 30yr Pool#SD8047 4.500% 01-Feb-2050, 4.50%, 02/01/50 FR 3132DV5G6 - - 587,929 $584,622 $584,622 0.01 $582,344
FNMA 30yr Pool#BK9507 4.000% 01-Oct-2048, 4.00%, 10/01/48 FN 3140HPR58 - - 592,044 $576,309 $576,309 0.01 $574,270
FNMA 30yr Pool#AL6842 4.000% 01-May-2045, 4.00%, 05/01/45 FN 3138EPS88 - - 585,793 $571,757 $571,757 0.01 $569,739
Sequoia Mortgage Trust 2013-5 A1 2.5% 25-MAY-2043, 2.50%, 05/25/43 SEMT 2013-5 81745AAA5 - - 619,419 $558,582 $558,582 0.01 $557,249
FNMA 30yr Pool#AZ0869 4.000% 01-Jul-2045, 4.00%, 07/01/45 FN 3138YR6F0 - - 515,828 $502,539 $502,539 0.01 $500,762
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 $501,513 $501,513 0.01 $500,982
FHLMC 15yr Pool#SB0116 2.500% 01-Nov-2034, 2.50%, 11/01/34 FR 3132CWDV3 - - 504,193 $482,886 $482,886 0.01 $481,800
FHLMC 30yr Pool#QD9191 3.500% 01-Apr-2052, 3.50%, 04/01/52 FR 3133B7F86 - - 497,805 $468,868 $468,868 0.01 $467,368
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA2 M1A 4.99728% 25-FEB-2042, 5.00%, 02/25/42 STACR 2022-DNA2 35564KRE1 - - 435,685 $436,001 $436,001 0.01 $435,577
Gracie Point International Funding, Series 2023-2 A 6.44671% 01-MAR-2027, 6.45%, 03/01/27 GPIF 2023-2A 38410JAA0 - - 418,538 $423,967 $423,967 0.01 $419,245
FHLMC 30yr Pool#SD1414 4.000% 01-Oct-2050, 4.00%, 10/01/50 FR 3132DNSB0 - - 435,098 $422,362 $422,362 0.01 $420,863
FNMA 30yr Pool#CB4329 3.500% 01-Jul-2052, 3.50%, 07/01/52 FN 3140QPY35 - - 434,064 $408,978 $408,978 0.01 $407,669
Connecticut Avenue Securities Trust 2022-R01 1M1 4.69728% 25-DEC-2041, 4.70%, 12/25/41 CAS 2022-R01 20754LAA7 - - 403,241 $403,610 $403,610 0.01 $403,241
FNMA 30yr Pool#BV6879 4.500% 01-Apr-2052, 4.50%, 04/01/52 FN 3140MLUD0 - - 404,857 $399,927 $399,927 0.01 $398,358
FNMA 30yr Pool#CA4646 3.000% 01-Feb-2048, 3.00%, 02/01/48 FN 3140QCEU6 - - 419,092 $385,470 $385,470 0.01 $384,387
FHLMC 30yr Pool#QG3397 6.000% 01-May-2053, 6.00%, 05/01/53 FR 3133C3X27 - - 364,317 $377,615 $377,615 0.01 $375,732
FHLMC 30yr Pool#QA8274 3.500% 01-Mar-2050, 3.50%, 03/01/50 FR 3133A3FP8 - - 386,706 $360,904 $360,904 0.01 $359,738
FNMA 30yr Pool#FM3447 4.000% 01-Nov-2049, 4.00%, 11/01/49 FN 3140X6ZM6 - - 353,116 $343,003 $343,003 0.01 $341,787
Connecticut Avenue Securities Trust 2023-R05 1B1 8.44728% 25-JUN-2043, 8.45%, 06/25/43 CAS 2023-R05 207942AC7 - - 312,000 $335,728 $335,728 0.01 $335,215
FHLMC 30yr Pool#SD1966 4.000% 01-Nov-2052, 4.00%, 11/01/52 FR 3132DPFF0 - - 327,082 $315,068 $315,068 0.00 $313,942
FNMA 30yr Pool#BV7632 4.500% 01-Apr-2052, 4.50%, 04/01/52 FN 3140MMPS1 - - 311,083 $307,295 $307,295 0.00 $306,089
FNMA 30yr Pool#AR9225 3.000% 01-Mar-2043, 3.00%, 03/01/43 FN 3138W7HB3 - - 321,128 $296,134 $296,134 0.00 $295,304
FHLMC 30yr Pool#ZN6461 4.000% 01-May-2049, 4.00%, 05/01/49 FR 3131YDFA7 - - 302,390 $292,642 $292,642 0.00 $291,601
FHLMC 30yr Pool#ZT0391 4.000% 01-Nov-2047, 4.00%, 11/01/47 FR 3132ACNG1 - - 298,279 $291,375 $291,375 0.00 $290,347
FHLMC 30yr Pool#QA5150 4.500% 01-Dec-2049, 4.50%, 12/01/49 FR 31346YWK5 - - 292,625 $290,980 $290,980 0.00 $289,846
FNMA 30yr Pool#FS2548 4.000% 01-Mar-2051, 4.00%, 03/01/51 FN 3140XHZN0 - - 296,579 $287,898 $287,898 0.00 $286,876
FNMA 30yr Pool#FS2238 4.000% 01-Mar-2051, 4.00%, 03/01/51 FN 3140XHPY7 - - 287,758 $279,881 $279,881 0.00 $278,889
FNMA 30yr Pool#AS8649 3.000% 01-Jan-2047, 3.00%, 01/01/47 FN 3138WJTF5 - - 303,248 $276,326 $276,326 0.00 $275,543
FNMA 30yr Pool#BN3899 4.000% 01-Dec-2048, 4.00%, 12/01/48 FN 3140JLKM5 - - 266,034 $258,751 $258,751 0.00 $257,835
FHLMC 30yr Pool#QA1615 3.500% 01-Aug-2049, 3.50%, 08/01/49 FR 31334XYL7 - - 269,184 $251,780 $251,780 0.00 $250,968
FHLMC 30yr Pool#ZN4240 4.500% 01-Dec-2048, 4.50%, 12/01/48 FR 3131YAV98 - - 247,974 $247,241 $247,241 0.00 $246,280
Fannie Mae REMIC Trust 2017-9 VL 3.0% 25-JUL-2028, 3.00%, 07/25/28 FNR 2017-9 3136AVYH6 - - 239,665 $238,384 $238,384 0.00 $237,765
Fannie Mae REMIC Trust 2012-126 SY 0.01133% 25-NOV-2042, 0.19%, 11/25/42 FNR 2012-126 3136A9ZR2 - - 473,554 $227,158 $227,158 0.00 $227,141
FNMA 30yr Pool#BW0081 4.500% 01-Apr-2052, 4.50%, 04/01/52 FN 3140MRCT2 - - 228,940 $226,131 $226,131 0.00 $225,244
FNMA 30yr Pool#MA3908 4.500% 01-Jan-2050, 4.50%, 01/01/50 FN 31418DKW1 - - 226,950 $225,674 $225,674 0.00 $224,794
FNMA 30yr Pool#MA3687 4.000% 01-Jun-2049, 4.00%, 06/01/49 FN 31418DCZ3 - - 229,545 $222,826 $222,826 0.00 $222,035
FNMA 30yr Pool#MA1327 3.000% 01-Jan-2043, 3.00%, 01/01/43 FN 31418APM4 - - 236,936 $219,380 $219,380 0.00 $218,768
FNMA 30yr Pool#BE3616 4.000% 01-May-2047, 4.00%, 05/01/47 FN 3140FPAS8 - - 223,971 $219,012 $219,012 0.00 $218,240
FHLMC 15yr Pool#SB0040 2.500% 01-Dec-2033, 2.50%, 12/01/33 FR 3132CWBH6 - - 221,515 $215,014 $215,014 0.00 $214,537
FNMA 30yr Pool#BO9819 4.500% 01-Dec-2049, 4.50%, 12/01/49 FN 3140K54D6 - - 208,732 $207,558 $207,558 0.00 $206,750
GNMA II 30yr Pool#MA5192 4.000% 20-May-2048, 4.00%, 05/20/48 G2 36179TXV2 - - 212,610 $205,385 $205,385 0.00 $204,653
FHLMC 30yr Pool#RA1088 4.500% 01-Jul-2049, 4.50%, 07/01/49 FR 3133KGF52 - - 202,831 $201,691 $201,691 0.00 $200,905
FNMA 30yr Pool#AB6280 3.000% 01-Sep-2042, 3.00%, 09/01/42 FN 31417C6S9 - - 190,738 $176,605 $176,605 0.00 $176,113
FNMA 30yr Pool#BO2983 3.000% 01-Sep-2049, 3.00%, 09/01/49 FN 3140JXJ58 - - 189,677 $172,997 $172,997 0.00 $172,507
FHLMC 30yr Pool#SD8040 4.500% 01-Jan-2050, 4.50%, 01/01/50 FR 3132DV4Z5 - - 171,758 $170,792 $170,792 0.00 $170,127
FNMA 30yr Pool#CA4185 4.500% 01-Sep-2049, 4.50%, 09/01/49 FN 3140QBUK2 - - 171,356 $170,335 $170,335 0.00 $169,671
FNMA 30yr Pool#CA4035 4.500% 01-Aug-2049, 4.50%, 08/01/49 FN 3140QBPV4 - - 162,730 $161,815 $161,815 0.00 $161,185
FNMA 30yr Pool#BV7132 4.500% 01-Apr-2052, 4.50%, 04/01/52 FN 3140ML4S6 - - 161,155 $159,177 $159,177 0.00 $158,553
FHLMC 30yr Pool#ZA7158 4.500% 01-Jun-2049, 4.50%, 06/01/49 FR 31329Q5T4 - - 156,210 $155,812 $155,812 0.00 $155,207
FHLMC 30yr Pool#ZT1320 4.000% 01-Nov-2048, 4.00%, 11/01/48 FR 3132ADPD4 - - 158,468 $154,130 $154,130 0.00 $153,584
FNMA 30yr Pool#AB7563 3.000% 01-Jan-2043, 3.00%, 01/01/43 FN 31417EMM0 - - 162,277 $150,396 $150,396 0.00 $149,977
FNMA 30yr Pool#FS2546 4.000% 01-Mar-2051, 4.00%, 03/01/51 FN 3140XHZL4 - - 152,322 $148,152 $148,152 0.00 $147,628
FNMA 30yr Pool#BW0072 4.500% 01-Apr-2052, 4.50%, 04/01/52 FN 3140MRCJ4 - - 135,911 $134,243 $134,243 0.00 $133,716
FNMA 30yr Pool#MA1229 3.000% 01-Oct-2042, 3.00%, 10/01/42 FN 31418ALK2 - - 142,174 $131,767 $131,767 0.00 $131,400
GNMA II 30yr Pool#MA5753 4.000% 20-Feb-2049, 4.00%, 02/20/49 G2 36179UMA7 - - 136,599 $128,379 $128,379 0.00 $127,909
FNMA 30yr Pool#BV7131 4.500% 01-Apr-2052, 4.50%, 04/01/52 FN 3140ML4R8 - - 128,654 $127,077 $127,077 0.00 $126,579
GNMA II 30yr Pool#BF6874 4.500% 20-Jul-2048, 4.50%, 07/20/48 G2 3617GDT77 - - 126,067 $124,778 $124,778 0.00 $124,290
GNMA II 30yr Pool#MA5866 4.000% 20-Apr-2049, 4.00%, 04/20/49 G2 36179UQT2 - - 131,652 $124,018 $124,018 0.00 $123,565
Connecticut Avenue Securities, Series 2021-R03 1M1 4.54728% 25-DEC-2041, 4.55%, 12/25/41 CAS 2021-R03 20754AAA1 - - 122,436 $122,555 $122,555 0.00 $122,447
FNMA 20yr Pool#AB9283 3.000% 01-Apr-2038, 3.00%, 04/01/38 FN 31417GJ56 - - 129,173 $119,250 $119,250 0.00 $118,916
GNMA II 30yr Pool#BK5879 4.500% 20-Nov-2048, 4.50%, 11/20/48 G2 3617J6Q80 - - 110,987 $110,226 $110,226 0.00 $109,796
FHLMC 30yr Pool#QE0318 4.500% 01-Mar-2052, 4.50%, 03/01/52 FR 3133B9K78 - - 107,878 $106,564 $106,564 0.00 $106,146
FNMA 30yr Pool#BM3282 3.500% 01-Dec-2047, 3.50%, 12/01/47 FN 3140J7UG8 - - 112,099 $106,396 $106,396 0.00 $106,058
FNMA 30yr Pool#CA3683 4.500% 01-Jun-2049, 4.50%, 06/01/49 FN 3140QBCV8 - - 105,747 $105,152 $105,152 0.00 $104,742
FHLMC 30yr Pool#ZT1633 4.000% 01-Mar-2047, 4.00%, 03/01/47 FR 3132ADY69 - - 105,571 $102,994 $102,994 0.00 $102,631
FNMA 30yr Pool#CA0108 3.500% 01-Aug-2047, 3.50%, 08/01/47 FN 3140Q7DN4 - - 104,228 $98,926 $98,926 0.00 $98,612
FHLMC 30yr Pool#ZM7577 4.500% 01-Aug-2048, 4.50%, 08/01/48 FR 3131Y2M21 - - 89,550 $89,219 $89,219 0.00 $88,872
Fannie Mae REMIC Trust 2013-130 FN 4.16176% 25-OCT-2042, 4.16%, 10/25/42 FNR 2013-130 3136AHG53 - - 88,091 $87,517 $87,517 0.00 $87,446
FHLMC 30yr Pool#ZM7926 5.000% 01-Sep-2048, 5.00%, 09/01/48 FR 3131Y2YX0 - - 77,369 $78,750 $78,750 0.00 $78,417
FHLMC 30yr Pool#QA2159 3.000% 01-Aug-2049, 3.00%, 08/01/49 FR 31334YMG9 - - 82,172 $73,183 $73,183 0.00 $72,971
FNMA 30yr Pool#MA1447 3.000% 01-May-2043, 3.00%, 05/01/43 FN 31418ATD0 - - 76,339 $70,397 $70,397 0.00 $70,200
Sequoia Mortgage Trust 2019-CH3 A19 4.0% 25-OCT-2049, 4.00%, 09/25/49 SEMT 2019-CH3 81748GBN0 - - 72,184 $67,091 $67,091 0.00 $66,842
FNMA 30yr Pool#AS8547 3.000% 01-Nov-2046, 3.00%, 11/01/46 FN 3138WJP93 - - 71,104 $64,739 $64,739 0.00 $64,556
FNMA 30yr Pool#BD2453 3.000% 01-Jan-2047, 3.00%, 01/01/47 FN 3140F9WP6 - - 65,846 $60,432 $60,432 0.00 $60,262
Fannie Mae REMIC Trust 2010-109 BS 11.93742% 25-OCT-2040, 11.94%, 10/25/40 FNR 2010-109 31398NTM6 - - 41,248 $55,761 $55,761 0.00 $55,340
Fannie Mae REMIC Trust 2006-20 GF 4.33867% 25-APR-2036, 4.16%, 04/25/36 FNR 2006-20 31395BU43 - - 52,708 $52,562 $52,562 0.00 $52,519
FHLMC 15yr Pool#ZK8962 3.000% 01-Sep-2032, 3.00%, 09/01/32 FR 3131XC5X1 - - 51,650 $50,505 $50,505 0.00 $50,371
FHLMC 15yr Pool#ZS7403 3.000% 01-May-2031, 3.00%, 05/01/31 FR 3132A8GL7 - - 46,800 $46,092 $46,092 0.00 $45,971
FNMA 30yr Pool#BO1857 4.500% 01-Aug-2049, 4.50%, 08/01/49 FN 3140JWB33 - - 42,701 $42,460 $42,460 0.00 $42,295
FNMA 15yr Pool#BO5957 3.000% 01-Dec-2034, 3.00%, 12/01/34 FN 3140K1TP1 - - 43,136 $41,875 $41,875 0.00 $41,763
Freddie Mac Multiclass Certificates, Series 3721 FB 4.59833% 15-SEP-2040, 4.32%, 09/15/40 FHR 3721 3137GAD20 - - 40,818 $40,964 $40,964 0.00 $40,881
Freddie Mac Multiclass Certificates, Series 3380 FM 4.68833% 15-OCT-2037, 4.41%, 10/15/37 FHR 3380 31397KTJ0 - - 40,641 $40,809 $40,809 0.00 $40,724
Ginnie Mae REMIC Trust 2008-013 FB 4.34838% 20-FEB-2038, 4.29%, 02/20/38 GNR 2008-13 38375PNL1 - - 38,727 $38,827 $38,827 0.00 $38,771
FNMA 30yr Pool#BC0870 3.500% 01-Jan-2046, 3.50%, 01/01/46 FN 3140EU6G9 - - 36,998 $34,880 $34,880 0.00 $34,769
FNMA 15yr Pool#BO7717 3.000% 01-Nov-2034, 3.00%, 11/01/34 FN 3140K3SF0 - - 32,495 $31,622 $31,622 0.00 $31,538
FHLMC 15yr Pool#ZK9163 3.000% 01-Jan-2033, 3.00%, 01/01/33 FR 3131XDFC4 - - 30,860 $30,148 $30,148 0.00 $30,068
Ginnie Mae REMIC Trust 2007-040 FG 4.16838% 20-JUL-2037, 4.11%, 07/20/37 GNR 2007-40 38375KZS4 - - 29,313 $29,153 $29,153 0.00 $29,112
Ginnie Mae REMIC Trust 2004-069 CF 4.24838% 20-JUL-2034, 4.19%, 07/20/34 GNR 2004-69 38374JAT3 - - 25,117 $25,237 $25,237 0.00 $25,111
Fannie Mae REMIC Trust 2013-2 QF 4.48867% 25-FEB-2043, 4.31%, 02/25/43 FNR 2013-2 3136AB4P5 - - 23,386 $23,410 $23,410 0.00 $23,390
Ginnie Mae REMIC Trust 2007-059 FA 4.34838% 20-OCT-2037, 4.29%, 10/20/37 GNR 2007-59 38375LPU8 - - 23,369 $23,387 $23,387 0.00 $23,353
FHLMC 30yr Pool#ZN2165 4.500% 01-Dec-2048, 4.50%, 12/01/48 FR 3131Y8MN2 - - 22,571 $22,658 $22,658 0.00 $22,570
Ginnie Mae REMIC Trust 2010-133 FD 4.22186% 16-OCT-2040, 4.22%, 10/16/40 GNR 2010-133 38377MHV1 - - 20,668 $20,712 $20,712 0.00 $20,674
Ginnie Mae REMIC Trust 2008-016 FC 4.34838% 20-FEB-2038, 4.29%, 02/20/38 GNR 2008-16 383742FU2 - - 18,814 $18,931 $18,931 0.00 $18,835
Ginnie Mae REMIC Trust 2007-037 FW 4.15838% 20-JUN-2037, 4.10%, 06/20/37 GNR 2007-37 38375KNR9 - - 18,702 $18,617 $18,617 0.00 $18,591
Ginnie Mae REMIC Trust 2005-065 FA 3.99838% 20-AUG-2035, 3.94%, 08/20/35 GNR 2005-65 38374LL25 - - 17,973 $17,883 $17,883 0.00 $17,799
Ginnie Mae REMIC Trust 2004-059 FP 4.09186% 16-AUG-2034, 4.09%, 08/16/34 GNR 2004-59 38374HYS3 - - 17,727 $17,719 $17,719 0.00 $17,687
Freddie Mac Multiclass Certificates, Series 2426 FL 4.74833% 15-MAR-2032, 4.47%, 03/15/32 FHR 2426 31339W7G5 - - 16,026 $16,116 $16,116 0.00 $16,082
Fannie Mae REMIC Trust 2002-53 FK 4.38867% 25-APR-2032, 4.21%, 04/25/32 FNR 2002-53 31392EHN3 - - 15,831 $15,817 $15,817 0.00 $15,804
FHLMC 30yr Pool#ZT0252 3.000% 01-Dec-2047, 3.00%, 12/01/47 FR 3132ACH52 - - 16,608 $15,243 $15,243 0.00 $15,200
Ginnie Mae REMIC Trust 2005-048 AF 4.04838% 20-JUN-2035, 3.99%, 06/20/35 GNR 2005-48 38374LHM6 - - 15,154 $15,124 $15,124 0.00 $15,052
Fannie Mae REMIC Trust 2005-83 KT 4.28867% 25-OCT-2035, 4.11%, 10/25/35 FNR 2005-83 31394FUL7 - - 13,650 $13,587 $13,587 0.00 $13,576
Fannie Mae REMIC Trust 2007-89 GF 4.50867% 25-SEP-2037, 4.33%, 09/25/37 FNR 2007-89 31396XPM0 - - 12,816 $12,859 $12,859 0.00 $12,848
Freddie Mac Multiclass Certificates, Series 2551 FD 4.49833% 15-JAN-2033, 4.22%, 01/15/33 FHR 2551 31393JAZ1 - - 11,561 $11,565 $11,565 0.00 $11,542
FHLMC 30yr Pool#ZM2269 3.000% 01-Dec-2046, 3.00%, 12/01/46 FR 3131XVQW8 - - 12,303 $11,282 $11,282 0.00 $11,250
Ginnie Mae REMIC Trust 2012-075 FP 4.14838% 20-JUL-2041, 4.09%, 07/20/41 GNR 2012-75 38378EZ55 - - 10,790 $10,820 $10,820 0.00 $10,806
Ginnie Mae REMIC Trust 2007-061 FA 4.34838% 20-OCT-2037, 4.29%, 10/20/37 GNR 2007-61 38375LLN8 - - 9,602 $9,609 $9,609 0.00 $9,596
GNMA II 30yr Pool#BK6072 5.000% 20-Jan-2049, 5.00%, 01/20/49 G2 3617J6W91 - - 8,954 $9,105 $9,105 0.00 $9,067
Freddie Mac Multiclass Certificates, Series 2410, excluding Group 6 FX 4.17183% 15-FEB-2032, 4.17%, 02/15/32 FHR 2410 31339NJN7 - - 8,951 $8,947 $8,947 0.00 $8,929
Fannie Mae REMIC Trust 2010-123 FL 4.41867% 25-NOV-2040, 4.24%, 11/25/40 FNR 2010-123 31398N2W3 - - 8,836 $8,840 $8,840 0.00 $8,832
FNMA 15yr Pool#AS8207 2.500% 01-Oct-2031, 2.50%, 10/01/31 FN 3138WJDM7 - - 8,809 $8,558 $8,558 0.00 $8,539
Freddie Mac Multiclass Certificates, Series 3028 FM 4.34833% 15-SEP-2035, 4.07%, 09/15/35 FHR 3028 31396AFB5 - - 7,855 $7,847 $7,847 0.00 $7,832
FNMA 15yr Pool#BM1036 2.500% 01-Feb-2032, 2.50%, 02/01/32 FN 3140J5EJ4 - - 7,814 $7,590 $7,590 0.00 $7,573
Fannie Mae REMIC Trust 2003-87 FG 4.48867% 25-SEP-2033, 4.31%, 09/25/33 FNR 2003-87 31393E4W6 - - 7,532 $7,551 $7,551 0.00 $7,545
FNMA 15yr Pool#AS7643 2.500% 01-Aug-2031, 2.50%, 08/01/31 FN 3138WHP55 - - 7,766 $7,546 $7,546 0.00 $7,529
Fannie Mae REMIC Trust 2012-100 FG 4.38867% 25-SEP-2042, 4.21%, 09/25/42 FNR 2012-100 3136A8QW3 - - 7,436 $7,410 $7,410 0.00 $7,404
Ginnie Mae REMIC Trust 2007-018 FD 4.14838% 20-APR-2037, 4.09%, 04/20/37 GNR 2007-18 38375JC86 - - 6,842 $6,829 $6,829 0.00 $6,796
Ginnie Mae REMIC Trust 2010-006 FG 4.39186% 16-JAN-2040, 4.39%, 01/16/40 GNR 2010-6 38376TSC7 - - 6,638 $6,685 $6,685 0.00 $6,672
Fannie Mae REMIC Trust 2002-16 VF 4.53867% 25-APR-2032, 4.36%, 04/25/32 FNR 2002-16 31392CWW0 - - 6,629 $6,646 $6,646 0.00 $6,641
FHLMC 15yr Pool#ZK8405 2.500% 01-Dec-2031, 2.50%, 01/22/31 FR 3131XCKS5 - - 6,686 $6,485 $6,485 0.00 $6,471
Freddie Mac Multiclass Certificates, Series 3738 FD 4.39833% 15-AUG-2040, 4.12%, 08/15/40 FHR 3738 3137GAYQ4 - - 5,712 $5,721 $5,721 0.00 $5,710
Fannie Mae REMIC Trust 2010-95 FB 4.38867% 25-SEP-2040, 4.21%, 09/25/40 FNR 2010-95 31398NEX8 - - 5,674 $5,675 $5,675 0.00 $5,670
FNMA 30yr Pool#MA3694 4.500% 01-Jul-2049, 4.50%, 07/01/49 FN 31418DC83 - - 4,393 $4,369 $4,369 0.00 $4,352
FHLMC 30yr Pool#ZN0650 3.000% 01-Mar-2043, 3.00%, 03/01/43 FR 3131Y6WK1 - - 1,648 $1,520 $1,520 0.00 $1,515
Ginnie Mae REMIC Trust 1999-27 FE 4.19186% 16-AUG-2029, 4.19%, 08/16/29 GNR 1999-27 3837H2WA3 - - 1,447 $1,450 $1,450 0.00 $1,446
Freddie Mac Multiclass Certificates, Series 2469 FE 4.59833% 15-JUL-2032, 4.32%, 07/15/32 FHR 2469 31392RC58 - - 1,330 $1,332 $1,332 0.00 $1,329
Ginnie Mae REMIC Trust 2010-125 VF 4.19838% 20-JUN-2040, 4.14%, 06/20/40 GNR 2010-125 38377JYJ6 - - 338.00 $337 $337 0.00 $337
US 10YR NOTE (CBT)Mar26 MAR 26 TYH6 FUTURES_USD - -1,625 $-181,720,703 $0 0.00 $0
US ULTRA BOND CBT Mar26 MAR 26 WNH6 FUTURES_USD - -312.00 $-36,640,500 $0 0.00 $0
US 10yr Ultra Fut Mar26 MAR 26 UXYH6 FUTURES_USD - -1,920 $-219,180,000 $0 0.00 $0
US 5YR NOTE (CBT) Mar26 MAR 26 FVH6 FUTURES_USD - 4,215 $459,138,635 $0 0.00 $0
UMBS TBA 15yr 4.5% February Delivery, 2.00%, 02/12/26 FNCL 01F020620 - - -8,744,000 $-7,089,338 $-7,089,338 -0.11 $-7,089,338
GNMA II TBA 15yr 12.5% March Delivery, 4.50%, 02/19/26 G2SF 21H042620 - - -7,678,000 $-7,494,711 $-7,494,711 -0.11 $-7,494,711
GNMA II TBA 15yr 11.5% October Delivery, 4.00%, 02/19/26 G2SF 21H040624 - - -10,452,000 $-9,882,962 $-9,882,962 -0.15 $-9,882,962
GNMA II TBA 15yr 11% March Delivery, 3.50%, 02/19/26 G2SF 21H032621 - - -12,460,000 $-11,410,856 $-11,410,856 -0.17 $-11,410,856
GNMA II TBA 15yr 10% October Delivery, 3.00%, 02/19/26 G2SF 21H030625 - - -16,581,000 $-14,958,334 $-14,958,334 -0.23 $-14,958,334
GNMA II TBA 15yr 2% October Delivery, 5.50%, 02/19/26 G2SF 21H052629 - - -14,985,000 $-15,146,538 $-15,146,538 -0.23 $-15,146,538
UMBS TBA 15yr 5% November Delivery, 3.00%, 03/12/26 FNCL 01F030637 - - -33,391,000 $-29,560,785 $-29,560,785 -0.45 $-29,560,785
UMBS TBA 15yr 4.5% September Delivery, 2.50%, 03/12/26 FNCL 01F022634 - - -35,723,000 $-30,302,606 $-30,302,606 -0.46 $-30,302,606
GNMA II TBA 15yr 13.5% March Delivery, 5.00%, 02/19/26 G2SF 21H050623 - - -33,512,000 $-33,491,893 $-33,491,893 -0.51 $-33,491,893
GNMA TBA 30yr 9.5% October Delivery, 2.50%, 02/19/26 G2SF 21H022622 - - -44,240,000 $-38,309,849 $-38,309,849 -0.58 $-38,309,849
UMBS TBA 15yr 5.5% July Delivery, 3.50%, 02/12/26 FNCL 01F032625 - - -45,653,000 $-42,212,088 $-42,212,088 -0.64 $-42,212,088
UMBS TBA 15yr 5.5% May Delivery, 3.50%, 03/12/26 FNCL 01F032633 - - -57,000,000 $-52,649,076 $-52,649,076 -0.80 $-52,649,076
UMBS TBA 15yr 4.5% November Delivery, 2.50%, 02/12/26 FNCL 01F022626 - - -182,589,445 $-154,952,159 $-154,952,159 -2.35 $-154,952,159
UMBS TBA 15yr 8% July Delivery, 6.00%, 02/12/26 FNCL 01F060626 - - -190,051,780 $-194,586,415 $-194,586,415 -2.95 $-194,586,415
UMBS TBA 15yr 7.5% July Delivery, 5.50%, 02/12/26 FNCL 01F052623 - - -431,818,442 $-437,790,491 $-437,790,491 -6.63 $-437,790,491
UMBS TBA 15yr 6.5% January Delivery, 4.50%, 02/12/26 FNCL 01F042624 - - -459,568,555 $-450,095,009 $-450,095,009 -6.82 $-450,095,009
UMBS TBA 15yr 6% January Delivery, 4.00%, 02/12/26 FNCL 01F040628 - - -557,548,893 $-532,237,846 $-532,237,846 -8.06 $-532,237,846
UMBS TBA 15yr 7% July Delivery, 5.00%, 02/12/26 FNCL 01F050627 - - -573,202,870 $-572,919,708 $-572,919,708 -8.68 $-572,919,708
SEGREGATED CASH SEGCASH - $0.00 10,498,577 $10,498,577 $10,498,577 0.16 $10,498,577
ALMSUM ALMSUM - $0.00 - $0 $0 0.00 $0
US DOLLARS USD MD_142224 - - -2,367,981,522 $-2,367,981,522 $-2,367,981,522 -35.86 $-2,367,981,522
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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