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For Financial Professionals in the US

Mortgage-Backed Securities ETF Holdings

Full Portfolio Holdings

(As of 01/07/2026)

Ticker Cusip Underlying Security Strike Price Quantity (Shares/ Par/ Units/ Contracts) Notional Value Market Value Weight % Current Market Value
UMBS TBA 30yr 2.5% January Delivery, 2.50%, 01/14/26 FNCL 01F022618 - - 1,610,978,894 $1,363,450,376 $1,363,450,376 19.41 $1,363,450,376
UMBS TBA 30yr 3% January Delivery, 3.00%, 01/14/26 FNCL 01F030611 - - 744,569,354 $658,892,503 $658,892,503 9.38 $658,892,503
GNMA II TBA 30yr 2.5% January Delivery, 2.50%, 01/22/26 G2SF 21H022614 - - 740,243,414 $639,500,727 $639,500,727 9.11 $639,500,727
GNMA II TBA 30yr 5% January Delivery, 5.00%, 01/22/26 G2SF 21H050615 - - 411,201,194 $410,678,557 $410,678,557 5.85 $410,678,557
UMBS TBA 30yr 2% January Delivery, 2.00%, 01/14/26 FNCL 01F020612 - - 402,248,255 $325,465,097 $325,465,097 4.64 $325,465,097
FNMA 30yr Pool#CC0839 6.000% 01-Aug-2055, 6.00%, 08/01/55 FN 3140Y64Z0 - - 194,625,739 $202,790,782 $202,790,782 2.90 $201,590,590
FNMA 30yr Pool#CB9430 5.500% 01-Nov-2054, 5.50%, 11/01/54 FN 3140QVPQ1 - - 185,238,416 $190,401,748 $190,401,748 2.72 $189,354,636
GNMA II TBA 30yr 5.5% January Delivery, 5.50%, 01/22/26 G2SF 21H052611 - - 183,586,000 $185,588,923 $185,588,923 2.65 $185,588,923
GNMA II TBA 30yr 3% January Delivery, 3.00%, 01/22/26 G2SF 21H030617 - - 203,159,962 $183,014,011 $183,014,011 2.60 $183,014,011
Fannie Mae REMIC Trust 2025-12 FC 5.1718% 25-MAR-2055, 4.97%, 03/25/55 FNR 2025-12 3136BVFC7 - - 151,650,274 $152,471,890 $152,471,890 2.17 $152,199,490
FNMA 30yr Pool#FA2033 6.000% 01-Jul-2054, 6.00%, 07/01/54 FN 3140W2HK0 - - 130,176,002 $135,592,477 $135,592,477 1.93 $134,789,725
GNMA II TBA 30yr 3.5% January Delivery, 3.50%, 01/22/26 G2SF 21H032613 - - 147,859,377 $134,823,503 $134,823,503 1.92 $134,823,503
FNMA 30yr Pool#CB9787 5.000% 01-Jan-2055, 5.00%, 01/01/55 FN 3140QV2V5 - - 131,269,194 $133,220,410 $133,220,410 1.90 $132,545,832
GNMA II TBA 30yr 4.5% January Delivery, 4.50%, 01/22/26 G2SF 21H042612 - - 127,692,488 $124,552,402 $124,552,402 1.77 $124,552,402
FNMA 30yr Pool#FA2754 4.500% 01-Jan-2049, 4.50%, 01/01/49 FN 3140W3BY4 - - 118,143,908 $117,978,682 $117,978,682 1.68 $117,432,266
FNMA 30yr Pool#FS1133 4.000% 01-Oct-2051, 4.00%, 10/01/51 FN 3140XGHK8 - - 112,979,460 $109,063,246 $109,063,246 1.55 $108,598,774
GNMA II TBA 30yr 4% January Delivery, 4.00%, 01/22/26 G2SF 21H040616 - - 114,954,688 $108,609,879 $108,609,879 1.55 $108,609,879
FNMA 30yr Pool#FM7460 4.000% 01-Mar-2051, 4.00%, 03/01/51 FN 3140XBJE1 - - 106,565,326 $102,871,445 $102,871,445 1.46 $102,433,344
FHLMC 30yr Pool#SD5238 5.500% 01-Apr-2054, 5.50%, 04/01/54 FR 3132DSZB1 - - 98,756,928 $102,046,607 $102,046,607 1.45 $101,488,356
UMBS TBA 30yr 6.5% January Delivery, 6.50%, 01/14/26 FNCL 01F062614 - - 92,975,000 $96,610,322 $96,610,322 1.37 $96,610,322
FNMA 30yr Pool#FA3025 5.500% 01-Sep-2055, 5.50%, 09/01/55 FN 3140W3LF4 - - 86,712,906 $90,027,840 $90,027,840 1.28 $89,537,672
Freddie Mac Multiclass Certificates, Series 5544 FC 5.0718% 25-JUN-2055, 4.87%, 06/25/55 FHR 5544 3137HLNP3 - - 86,494,377 $86,784,949 $86,784,949 1.23 $86,632,708
FHLMC 30yr Pool#SL2464 4.500% 01-Dec-2048, 4.50%, 12/01/48 FR 31427PW26 - - 83,468,867 $83,352,135 $83,352,135 1.19 $82,966,091
FHLMC 30yr Pool#RJ4363 5.500% 01-Jun-2055, 5.50%, 06/01/55 FR 3142GUZ55 - - 75,730,490 $78,560,166 $78,560,166 1.12 $78,132,078
FNMA 30yr Pool#FA3036 5.500% 01-Oct-2055, 5.50%, 10/01/55 FN 3140W3LS6 - - 75,757,818 $78,532,664 $78,532,664 1.12 $78,104,422
FHLMC 30yr Pool#SD1046 4.000% 01-Jul-2052, 4.00%, 07/01/52 FR 3132DNET6 - - 81,216,009 $78,249,558 $78,249,558 1.11 $77,915,670
FNMA 30yr Pool#FA3037 5.500% 01-Oct-2055, 5.50%, 10/01/55 FN 3140W3LT4 - - 70,066,950 $72,555,652 $72,555,652 1.03 $72,159,579
FNMA 30yr Pool#FA0574 5.500% 01-Jan-2055, 5.50%, 01/01/55 FN 3140W0T88 - - 68,974,976 $71,487,908 $71,487,908 1.02 $71,098,008
FNMA 30yr Pool#FS8993 6.000% 01-Jul-2054, 6.00%, 07/01/54 FN 3140XQ7F8 - - 66,661,742 $69,349,416 $69,349,416 0.99 $68,938,335
FHLMC 30yr Pool#SL1188 5.500% 01-Apr-2055, 5.50%, 04/01/55 FR 31427NKA6 - - 58,291,016 $60,292,960 $60,292,960 0.86 $59,963,454
FHLMC 30yr Pool#SL2435 6.500% 01-Feb-2055, 6.50%, 02/01/55 FR 31427PV50 - - 57,066,485 $60,080,211 $60,080,211 0.85 $59,698,975
FHLMC 30yr Pool#QX7566 5.500% 01-Mar-2055, 5.50%, 03/01/55 FR 31426DMQ2 - - 55,606,638 $57,121,862 $57,121,862 0.81 $56,807,530
FNMA 30yr Pool#FA2246 5.500% 01-Jul-2055, 5.50%, 07/01/55 FN 3140W2P88 - - 50,618,463 $52,396,742 $52,396,742 0.75 $52,110,607
FNMA 30yr Pool#CB9654 5.000% 01-Dec-2054, 5.00%, 12/01/54 FN 3140QVWQ3 - - 51,461,142 $52,226,073 $52,226,073 0.74 $51,961,620
FHLMC 30yr Pool#SL0239 5.000% 01-Jan-2055, 5.00%, 01/01/55 FR 31427MHR5 - - 50,610,482 $51,362,768 $51,362,768 0.73 $51,102,686
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA2 M2 7.62419% 25-FEB-2042, 7.62%, 02/25/42 STACR 2022-DNA2 35564KRN1 - - 49,687,745 $51,295,170 $51,295,170 0.73 $51,158,371
FNMA 30yr Pool#FA3827 5.000% 01-Dec-2055, 5.00%, 12/01/55 FN 3140W4HD2 - - 50,944,886 $51,213,005 $51,213,005 0.73 $50,951,205
Fannie Mae or Freddie Mac|5.5|01/14/2026, 5.50%, 01/14/26 FNCL 01F052615 - - 50,200,000 $50,942,458 $50,942,458 0.72 $50,942,458
Fannie Mae REMIC Trust 2025-9 FA 5.2718% 25-MAR-2055, 5.07%, 03/25/55 FNR 2025-9 3136BVDC9 - - 50,115,838 $50,475,212 $50,475,212 0.72 $50,383,382
FNMA 30yr Pool#FA3128 5.500% 01-Oct-2055, 5.50%, 10/01/55 FN 3140W3PN3 - - 47,880,392 $49,742,206 $49,742,206 0.71 $49,471,548
FNMA 30yr Pool#CB9613 5.500% 01-Dec-2054, 5.50%, 12/01/54 FN 3140QVVF8 - - 47,461,395 $48,784,333 $48,784,333 0.69 $48,516,044
FNMA 30yr Pool#FA3572 5.000% 01-Nov-2055, 5.00%, 11/01/55 FN 3140W36J3 - - 47,243,597 $48,010,000 $48,010,000 0.68 $47,767,221
FHLMC 30yr Pool#SD7343 5.500% 01-Jan-2055, 5.50%, 01/01/55 FR 3132DVEQ4 - - 45,226,367 $46,786,367 $46,786,367 0.67 $46,530,713
FNMA 30yr Pool#FS9779 5.500% 01-Nov-2054, 5.50%, 11/01/54 FN 3140XR2M6 - - 42,968,407 $44,473,303 $44,473,303 0.63 $44,230,412
UMBS TBA 30yr 4% January Delivery, 4.00%, 01/14/26 FNCL 01F040610 - - 44,375,000 $42,125,276 $42,125,276 0.60 $42,125,276
FNMA 30yr Pool#FS8121 4.000% 01-Jul-2052, 4.00%, 07/01/52 FN 3140XQAX5 - - 42,754,260 $41,138,198 $41,138,198 0.59 $40,962,431
FNMA 40yr Pool#BF0646 2.500% 01-Jun-2062, 2.50%, 06/01/62 FN 3140FXWG3 - - 48,801,250 $40,991,907 $40,991,907 0.58 $40,866,515
FHLMC 30yr Pool#SL0046 6.000% 01-Jan-2055, 6.00%, 01/01/55 FR 31427MBQ3 - - 38,967,058 $40,538,136 $40,538,136 0.58 $40,297,839
PMT LOAN TRUST 2025-J3 FLTG 2056 A3, 5.27%, 11/27/56 PMTLT 2025-J3 69392XBM9 - - 40,317,837 $40,513,948 $40,513,948 0.58 $40,434,283
FNMA 30yr Pool#FS8881 4.500% 01-Sep-2053, 4.50%, 09/01/53 FN 3140XQ2P1 - - 40,501,663 $40,361,893 $40,361,893 0.57 $40,174,573
FHLMC 30yr Pool#ZT2413 4.000% 01-Feb-2041, 4.00%, 02/01/41 FR 3132AEVE3 - - 40,507,966 $39,893,699 $39,893,699 0.57 $39,727,166
FNMA 30yr Pool#FA1951 6.000% 01-Jun-2055, 6.00%, 06/01/55 FN 3140W2EZ0 - - 37,828,218 $39,382,078 $39,382,078 0.56 $39,148,804
FHLMC 30yr Pool#SD6787 4.000% 01-May-2053, 4.00%, 05/01/53 FR 3132DURG4 - - 40,456,325 $38,914,489 $38,914,489 0.55 $38,748,169
New Residential Mortgage LLC 6.545% 25-MAR-2032, 6.54%, 03/25/32 NZES 2025-FHT 64832EAA7 - - 38,185,108 $38,900,608 $38,900,608 0.55 $38,810,359
Radian Mortgage Capital Trust 2025-J4 A25 5.42419% 25-MAR-2056, 5.42%, 03/25/56 RMCT 2025-J4 75024UBP1 - - 38,457,815 $38,796,190 $38,796,190 0.55 $38,531,247
OBX 2025-J3 TRUST FLTG 2055 AF, 5.37%, 10/25/55 OBX 2025-J3 67449KAU7 - - 38,485,869 $38,559,515 $38,559,515 0.55 $38,484,826
FHLMC 30yr Pool#SD7344 5.500% 01-Jan-2055, 5.50%, 01/01/55 FR 3132DVER2 - - 36,992,254 $38,032,606 $38,032,606 0.54 $37,993,045
FHLMC 30yr Pool#SI2101 4.000% 01-Sep-2048, 4.00%, 09/01/48 FR 3133USKN0 - - 39,006,961 $37,759,792 $37,759,792 0.54 $37,599,430
FHLMC 30yr Pool#SL0938 4.000% 01-Jul-2050, 4.00%, 07/01/50 FR 31427NBG3 - - 38,141,749 $37,442,582 $37,442,582 0.53 $37,285,777
FNMA 40yr Pool#BF0598 2.500% 01-Mar-2062, 2.50%, 03/01/62 FN 3140FXUY6 - - 43,835,335 $36,824,077 $36,824,077 0.52 $36,711,445
FNMA 30yr Pool#FA0576 5.500% 01-Jan-2055, 5.50%, 01/01/55 FN 3140W0UA1 - - 35,429,686 $36,704,628 $36,704,628 0.52 $36,504,352
FNMA 30yr Pool#FA1557 6.000% 01-May-2055, 6.00%, 05/01/55 FN 3140W1WT6 - - 35,111,602 $36,527,235 $36,527,235 0.52 $36,310,714
FNMA 30yr Pool#FA2190 4.000% 01-Apr-2053, 4.00%, 04/01/53 FN 3140W2NG2 - - 37,689,590 $36,259,082 $36,259,082 0.52 $36,104,136
FHLMC 30yr Pool#SL1632 4.000% 01-Nov-2053, 4.00%, 11/01/53 FR 31427NY60 - - 37,470,190 $36,089,874 $36,089,874 0.51 $35,935,830
FNMA 30yr Pool#FA3105 6.000% 01-May-2055, 6.00%, 05/01/55 FN 3140W3NX3 - - 32,635,107 $33,972,163 $33,972,163 0.48 $33,770,914
FNMA 30yr Pool#FA3191 5.500% 01-Oct-2055, 5.50%, 10/01/55 FN 3140W3RM3 - - 32,642,544 $33,801,972 $33,801,972 0.48 $33,617,451
FNMA 30yr Pool#FA3682 5.500% 01-Feb-2055, 5.50%, 02/01/55 FN 3140W4CU9 - - 31,921,798 $33,084,790 $33,084,790 0.47 $32,904,343
FNMA 30yr Pool#FA2446 4.500% 01-Jul-2053, 4.50%, 07/01/53 FN 3140W2WG2 - - 32,618,393 $32,320,880 $32,320,880 0.46 $32,170,020
FNMA 30yr Pool#FA0603 4.500% 01-Sep-2051, 4.50%, 09/01/51 FN 3140W0U52 - - 32,238,617 $32,168,824 $32,168,824 0.46 $32,019,720
FNMA 30yr Pool#FA1560 5.500% 01-Apr-2055, 5.50%, 04/01/55 FN 3140W1WW9 - - 30,403,666 $31,544,816 $31,544,816 0.45 $31,372,951
FHLMC 30yr Pool#SL2558 6.000% 01-Aug-2055, 6.00%, 08/01/55 FR 31427PZY3 - - 30,104,429 $31,345,207 $31,345,207 0.45 $31,159,563
FHLMC 30yr Pool#SL0238 5.000% 01-May-2054, 5.00%, 05/01/54 FR 31427MHQ7 - - 30,537,396 $30,991,311 $30,991,311 0.44 $30,834,383
FNMA 30yr Pool#BW7371 5.500% 01-Feb-2053, 5.50%, 02/01/53 FN 3140N0FM2 - - 29,711,142 $30,890,404 $30,890,404 0.44 $30,722,453
FNMA 40yr Pool#BF0698 3.500% 01-Dec-2062, 3.50%, 12/01/62 FN 3140FXX49 - - 33,403,320 $30,773,665 $30,773,665 0.44 $30,653,506
FHLMC 30yr Pool#TA2617 5.000% 01-Jan-2056, 5.00%, 01/01/56 FR 3142JQ4B2 - - 30,109,799 $30,268,264 $30,268,264 0.43 $30,113,534
FNMA 30yr Pool#FS8335 4.500% 01-Jan-2051, 4.50%, 01/01/51 FN 3140XQHM2 - - 29,572,650 $29,508,629 $29,508,629 0.42 $29,371,855
FHLMC 30yr Pool#SL1291 4.000% 01-Nov-2054, 4.00%, 11/01/54 FR 31427NNH8 - - 30,485,022 $29,362,023 $29,362,023 0.42 $29,236,696
FNMA 30yr Pool#FS3883 4.500% 01-Feb-2053, 4.50%, 02/01/53 FN 3140XKJ50 - - 29,548,550 $29,302,105 $29,302,105 0.42 $29,165,443
UMBS TBA 30yr 5% January Delivery, 5.00%, 01/14/26 FNCL 01F050619 - - 29,300,000 $29,254,058 $29,254,058 0.42 $29,254,058
FNMA 30yr Pool#FS9788 5.500% 01-Nov-2054, 5.50%, 11/01/54 FN 3140XR2W4 - - 27,779,062 $28,545,425 $28,545,425 0.41 $28,388,396
FNMA 30yr Pool#FA1798 4.000% 01-Aug-2052, 4.00%, 08/01/52 FN 3140W17L1 - - 29,596,616 $28,520,207 $28,520,207 0.41 $28,398,532
FNMA 30yr Pool#FS8681 4.500% 01-Oct-2050, 4.50%, 10/01/50 FN 3140XQUF2 - - 27,965,790 $27,905,247 $27,905,247 0.40 $27,775,905
NRM MSR-Collateralized Notes, Series 2024-FNT1 A 7.398% 25-NOV-2029, 7.40%, 11/25/31 NZES 2024-FNT1 62956YAA7 - - 26,385,429 $26,715,730 $26,715,730 0.38 $26,645,241
FNMA 30yr Pool#CB4798 5.000% 01-Oct-2052, 5.00%, 10/01/52 FN 3140QQKL8 - - 25,786,554 $26,056,503 $26,056,503 0.37 $25,923,989
FHF ISSUER TRUST 2024-1 0% 26, 4.84%, 12/15/26 FHF 2025-2A 30343DAA2 - - 25,876,562 $25,983,201 $25,983,201 0.37 $25,899,724
FNMA 30yr Pool#FA3714 5.000% 01-Nov-2055, 5.00%, 11/01/55 FN 3140W4DU8 - - 24,806,980 $25,222,431 $25,222,431 0.36 $25,094,951
JP MORGAN MORTGAGE TRUST 2 5.777% 55, 5.50%, 11/25/55 JPMMT 2025-5MPR 46593VAD9 - - 24,864,024 $25,106,702 $25,106,702 0.36 $24,966,151
FHLMC 30yr Pool#SD3271 5.500% 01-Jun-2053, 5.50%, 06/01/53 FR 3132DQT48 - - 24,114,638 $25,047,162 $25,047,162 0.36 $24,910,847
METRONET INFRASTRUCTURE ISSU 5.4% 55, 5.40%, 08/20/55 MNET 2025-2A 59170JAX6 - - 24,600,000 $25,021,253 $25,021,253 0.36 $24,954,833
FNMA 30yr Pool#FS9239 4.500% 01-Jan-2051, 4.50%, 01/01/51 FN 3140XRHR9 - - 24,056,481 $24,004,401 $24,004,401 0.34 $23,893,140
FNMA 30yr Pool#FS9771 4.000% 01-Oct-2052, 4.00%, 10/01/52 FN 3140XR2D6 - - 24,357,865 $23,428,740 $23,428,740 0.33 $23,328,602
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2025-HQA1 M2 5.52419% 25-FEB-2045, 5.52%, 02/25/45 STACR 2025-HQA1 35564NHA4 - - 23,060,148 $23,134,975 $23,134,975 0.33 $23,088,973
FNMA 30yr Pool#FA1129 6.500% 01-Jun-2054, 6.50%, 06/01/54 FN 3140W1HF3 - - 21,955,816 $23,115,320 $23,115,320 0.33 $22,968,643
FNMA 30yr Pool#FA1128 6.500% 01-Aug-2054, 6.50%, 08/01/54 FN 3140W1HE6 - - 21,574,938 $22,714,328 $22,714,328 0.32 $22,570,195
FHLMC 30yr Pool#SD5061 5.500% 01-Mar-2054, 5.50%, 03/01/54 FR 3132DSTS1 - - 21,509,077 $22,328,006 $22,328,006 0.32 $22,206,420
PRET 2025-RPL3 Trust A1 4.15% 25-APR-2065, 4.15%, 04/25/65 PRET 2025-RPL3 69382RAA1 - - 22,538,984 $22,321,326 $22,321,326 0.32 $22,225,191
Connecticut Avenue Securities Trust 2022-R02 2M2 6.87419% 25-JAN-2042, 6.87%, 01/25/42 CAS 2022-R02 20754BAB7 - - 21,764,114 $22,192,316 $22,192,316 0.32 $22,138,290
FNMA 30yr Pool#FM7840 4.000% 01-Apr-2050, 4.00%, 04/01/50 FN 3140XBWA4 - - 22,912,815 $22,118,586 $22,118,586 0.31 $22,024,389
FNMA 30yr Pool#FS4781 4.000% 01-Oct-2051, 4.00%, 10/01/51 FN 3140XLJ33 - - 22,405,082 $21,628,453 $21,628,453 0.31 $21,536,343
FNMA 30yr Pool#FS7225 4.000% 01-Aug-2051, 4.00%, 08/01/51 FN 3140XPA33 - - 22,261,168 $21,549,412 $21,549,412 0.31 $21,457,893
FHLMC 30yr Pool#SD6989 5.500% 01-Nov-2054, 5.50%, 11/01/54 FR 3132DUXS1 - - 20,704,586 $21,275,780 $21,275,780 0.30 $21,158,741
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-HQA3 M2 5.97419% 25-SEP-2041, 5.97%, 09/25/41 STACR 2021-HQA3 35564KJP5 - - 20,964,288 $21,166,174 $21,166,174 0.30 $21,120,947
Citigroup Mortgage Loan Trust 2025-LTV1 A1 5.237% 25-DEC-2055, 5.24%, 12/25/55 CMLTI 2025-LTV1 17332XAA8 - - 20,932,000 $21,077,156 $21,077,156 0.30 $20,964,490
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-DNA6 B2 11.37419% 25-OCT-2041, 11.37%, 10/25/41 STACR 2021-DNA6 35564KLV9 - - 19,937,000 $21,071,349 $21,071,349 0.30 $20,793,328
Structured Agency Credit Risk (STACR) Debt Notes, Series 2022-HQA1 M2 9.12419% 25-MAR-2042, 9.12%, 03/25/42 STACR 2022-HQA1 35564KTJ8 - - 20,019,000 $21,060,886 $21,060,886 0.30 $20,994,926
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA5 M2 10.62419% 25-JUN-2042, 10.62%, 06/25/42 STACR 2022-DNA5 35564KYW3 - - 19,236,656 $20,974,991 $20,974,991 0.30 $20,768,223
Cipher Compute LLC 7.125% 15-NOV-2030, 7.12%, 11/15/30 CIFR 17253NAA5 - - 20,244,000 $20,948,269 $20,948,269 0.30 $20,727,905
FNMA 30yr Pool#CB7112 5.500% 01-Sep-2053, 5.50%, 09/01/53 FN 3140QS3W9 - - 19,955,736 $20,699,654 $20,699,654 0.29 $20,586,849
FNMA 40yr Pool#BF0226 3.500% 01-Jan-2058, 3.50%, 01/01/58 FN 3140FXHC9 - - 21,973,221 $20,630,447 $20,630,447 0.29 $20,551,405
FNMA 40yr Pool#BF0807 3.500% 01-Apr-2064, 3.50%, 04/01/64 FN 3140FX3R1 - - 22,293,262 $20,539,467 $20,539,467 0.29 $20,459,274
FNMA 30yr Pool#FS6382 4.000% 01-Aug-2051, 4.00%, 08/01/51 FN 3140XNCU6 - - 21,168,618 $20,491,794 $20,491,794 0.29 $20,404,767
FNMA 40yr Pool#BF0713 4.000% 01-Mar-2063, 4.00%, 03/01/63 FN 3140FXYK2 - - 21,297,949 $20,410,803 $20,410,803 0.29 $20,323,245
RCKT MOR 2025-CES9 FLT 2055 A1B, 5.00%, 09/25/55 RCKT 2025-CES9 74942JAB0 - - 20,226,651 $20,299,094 $20,299,094 0.29 $20,195,214
Finance of America Structured Securities Trust, 2025-S1 A1 3.5% 25-FEB-2075, 3.50%, 02/25/75 FASST 2025-S1 31741BAB0 - - 20,728,454 $20,177,197 $20,177,197 0.29 $20,150,999
FINANCE OF AMERICA STRUC 3.28125% 74, 3.50%, 04/25/74 FASST 2024-S3 31739WAB8 - - 20,102,669 $19,669,589 $19,669,589 0.28 $19,644,181
FHLMC 30yr Pool#SL0850 4.000% 01-Jul-2049, 4.00%, 07/01/49 FR 31427M5L1 - - 19,602,201 $19,303,407 $19,303,407 0.27 $19,222,821
FHLMC 30yr Pool#QJ9063 5.000% 01-Nov-2054, 5.00%, 11/01/54 FR 3133D1B81 - - 19,009,359 $19,203,763 $19,203,763 0.27 $19,106,076
FNMA 30yr Pool#FS5028 4.000% 01-Oct-2051, 4.00%, 10/01/51 FN 3140XLSS8 - - 19,820,303 $19,133,270 $19,133,270 0.27 $19,051,787
FNMA 30yr Pool#DC4912 5.500% 01-Oct-2054, 5.50%, 10/01/54 FN 3140ASN61 - - 18,379,966 $18,872,121 $18,872,121 0.27 $18,768,223
RCKT MORTGAGE TRUST 2025-C 5.212% 55, 4.97%, 11/25/55 RCKT 2025-CES11 749423AA7 - - 18,492,932 $18,602,229 $18,602,229 0.26 $18,507,842
FNMA 30yr Pool#FA1549 5.500% 01-May-2055, 5.50%, 05/01/55 FN 3140W1WK5 - - 17,702,617 $18,353,794 $18,353,794 0.26 $18,253,726
FNMA 30yr Pool#FS2863 4.000% 01-Sep-2052, 4.00%, 09/01/52 FN 3140XJFD0 - - 19,033,761 $18,335,572 $18,335,572 0.26 $18,257,323
FNMA 30yr Pool#FS8709 4.500% 01-Jan-2051, 4.50%, 01/01/51 FN 3140XQVB0 - - 18,119,466 $18,080,240 $18,080,240 0.26 $17,996,437
Flash Compute LLC 7.25% 31-DEC-2030, 7.25%, 12/31/30 FLASHC 33853QAA9 - - 17,865,000 $17,842,974 $17,842,974 0.25 $17,810,594
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 $17,811,776 $17,811,776 0.25 $17,675,845
FHLMC 30yr Pool#QY8779 6.000% 01-Jul-2055, 6.00%, 07/01/55 FR 31426TXH5 - - 16,953,234 $17,653,365 $17,653,365 0.25 $17,548,820
Homeward Opportunities Fund Trust 2024-RTL1 A1 7.12% 25-JUL-2029, 7.12%, 07/25/29 HOF 43789FAA1 - - 17,261,000 $17,315,916 $17,315,916 0.25 $17,271,536
FNMA 30yr Pool#CB4128 4.500% 01-Jul-2052, 4.50%, 07/01/52 FN 3140QPSS7 - - 17,441,777 $17,309,924 $17,309,924 0.25 $17,229,256
FNMA 30yr Pool#CB8221 5.500% 01-Mar-2054, 5.50%, 03/01/54 FN 3140QUD37 - - 16,769,651 $17,231,848 $17,231,848 0.25 $17,137,053
FHLMC 30yr Pool#QH3192 6.000% 01-Oct-2053, 6.00%, 10/01/53 FR 3133CFRM3 - - 16,399,290 $17,140,923 $17,140,923 0.24 $17,039,794
GCAT 2025-INV5 TRUST FLT 2055 A28, 5.49%, 12/25/55 GCAT 2025-INV5 36173VBA3 - - 16,732,000 $16,765,012 $16,765,012 0.24 $16,731,868
FNMA 30yr Pool#FM4738 4.000% 01-Sep-2050, 4.00%, 09/01/50 FN 3140X8HQ3 - - 17,211,526 $16,575,897 $16,575,897 0.24 $16,505,138
FNMA 40yr Pool#BF0806 3.500% 01-Apr-2064, 3.50%, 04/01/64 FN 3140FX3Q3 - - 17,728,390 $16,392,394 $16,392,394 0.23 $16,328,621
FNMA 30yr Pool#FS9116 6.000% 01-Sep-2054, 6.00%, 09/01/54 FN 3140XRDW2 - - 15,553,643 $16,180,736 $16,180,736 0.23 $16,084,822
FNMA 40yr Pool#BF0801 2.500% 01-Apr-2064, 2.50%, 04/01/64 FN 3140FX3K6 - - 19,202,990 $16,117,354 $16,117,354 0.23 $16,068,013
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA4 M2 9.12419% 25-MAY-2042, 9.32%, 05/25/42 STACR 2022-DNA4 35564KXA2 - - 15,050,000 $15,981,350 $15,981,350 0.23 $15,877,269
FNMA 30yr Pool#DA1525 6.000% 01-Oct-2053, 6.00%, 10/01/53 FN 3140A1VT1 - - 15,300,010 $15,918,160 $15,918,160 0.23 $15,823,810
SALUDA GR ALT MTG TR 2025-LOC5 A1B, 5.53%, 10/25/55 GRADE 2025-LOC5 79581XAC2 - - 15,693,000 $15,805,273 $15,805,273 0.22 $15,771,514
Vontive Mortgage Trust 2025-RTL1 A1 6.507% 25-MAR-2030, 6.51%, 03/25/30 VNTV 2025-RTL1 928884AA3 - - 15,444,000 $15,726,167 $15,726,167 0.22 $15,689,878
FHLMC 30yr Pool#SL0644 4.500% 01-Mar-2053, 4.50%, 03/01/53 FR 31427MWE7 - - 15,746,349 $15,618,093 $15,618,093 0.22 $15,545,266
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 $15,520,034 $15,520,034 0.22 $15,403,693
PRPM 2025-RCF3 LLC 5.25% 55, 5.25%, 07/25/55 PRPM 2025-RCF3 69392PAA3 - - 14,745,643 $14,899,280 $14,899,280 0.21 $14,819,715
PRET 2025-RPL1 Trust A1 4.0% 25-JUL-2069, 4.00%, 07/25/69 PRET 2025-RPL1 69392FAA5 - - 15,240,113 $14,878,607 $14,878,607 0.21 $14,815,954
PRPM 2025-5 0%30, 5.73%, 07/25/30 PRPM 2025-5 69392RAA9 - - 14,720,248 $14,794,497 $14,794,497 0.21 $14,707,822
FHLMC 30yr Pool#SD5963 6.000% 01-Jul-2054, 6.00%, 07/01/54 FR 3132DTTU4 - - 14,121,130 $14,690,467 $14,690,467 0.21 $14,603,387
Galaxy XXVI CLO Ltd., 5.68%, 07/31/26 GLXYT 2025-1 362922AA4 - - 14,406,384 $14,490,215 $14,490,215 0.21 $14,483,402
Vista Point Securitization Trust 2025-CES2 A1 5.601% 25-AUG-2055, 5.60%, 08/25/55 VSTA 2025-CES2 92842UAA0 - - 14,171,525 $14,328,477 $14,328,477 0.20 $14,246,898
FNMA 30yr Pool#DC7019 5.500% 01-Dec-2054, 5.50%, 12/01/54 FN 3140AUYR8 - - 13,789,390 $14,157,870 $14,157,870 0.20 $14,079,922
BMP Commercial Mortgage Trust 2024-MF23 A 5.12206% 15-JUN-2041, 5.12%, 06/15/41 BMP 2024-MF23 05593JAA8 - - 14,000,000 $14,067,887 $14,067,887 0.20 $14,020,081
FINANCE OF AMER STR TR 2024-S2 A1, 3.50%, 04/25/74 FASST 2024-S2 31739VAA2 - - 14,228,807 $13,980,443 $13,980,443 0.20 $13,962,459
Huntington Bank Auto Credit-Linked Notes, Series 2024-2 B1 5.442% 20-OCT-2032, 5.44%, 10/20/32 HACLN 2024-2 44644NAG4 - - 13,785,292 $13,970,440 $13,970,440 0.20 $13,937,098
GS Mortgage-Backed Securities Trust 2025-RPL3 A1 4.1% 25-JUL-2065, 4.10%, 07/25/65 GSMBS 2025-RPL3 362963AA8 - - 14,147,569 $13,915,038 $13,915,038 0.20 $13,855,421
Chase Mortgage Reference Notes, Series 2020-CL1 M1 6.09621% 25-OCT-2057, 6.10%, 10/25/57 CHASE 2020-CL1 46591HAG5 - - 13,232,587 $13,690,071 $13,690,071 0.19 $13,660,941
FHLMC 30yr Pool#SD1143 4.500% 01-Sep-2050, 4.50%, 09/01/50 FR 3132DNHU0 - - 13,585,267 $13,555,857 $13,555,857 0.19 $13,493,025
WULF Compute LLC 7.75% 15-OCT-2030, 7.75%, 10/15/30 WULF 982911AA7 - - 12,852,000 $13,500,214 $13,500,214 0.19 $13,292,708
FNMA 30yr Pool#FM5350 4.500% 01-Sep-2050, 4.50%, 09/01/50 FN 3140X85L7 - - 13,409,706 $13,363,429 $13,363,429 0.19 $13,301,409
FNMA 30yr Pool#FS8717 6.000% 01-Jul-2054, 6.00%, 07/01/54 FN 3140XQVK0 - - 12,840,642 $13,358,352 $13,358,352 0.19 $13,279,168
FHLMC 30yr Pool#SD6558 6.000% 01-Sep-2054, 6.00%, 09/01/54 FR 3132DUJB4 - - 12,761,120 $13,275,624 $13,275,624 0.19 $13,196,930
Foundation Finance Trust 2025-2 B 4.94% 15-APR-2052, 4.94%, 04/15/52 FFIN 2025-2A 35042NAB1 - - 13,050,000 $13,147,739 $13,147,739 0.19 $13,106,551
FNMA 30yr Pool#DE6043 6.000% 01-Aug-2055, 6.00%, 08/01/55 FN 3140BJWD5 - - 12,449,695 $12,951,643 $12,951,643 0.18 $12,874,870
Connecticut Avenue Securities, Series 2021-R03 1M2 5.52419% 25-DEC-2041, 5.52%, 12/25/41 CAS 2021-R03 20754AAB9 - - 12,716,693 $12,858,465 $12,858,465 0.18 $12,772,462
FNMA 30yr Pool#DE1157 6.000% 01-Jun-2055, 6.00%, 06/01/55 FN 3140BDJB7 - - 12,350,925 $12,848,891 $12,848,891 0.18 $12,772,727
PRET 2025-RPL5 TRUST FLTG 2070 A1, 4.15%, 01/25/70 PRET 2025-RPL5 69393AAA5 - - 12,834,108 $12,667,123 $12,667,123 0.18 $12,612,382
FHLMC 30yr Pool#SD5994 4.500% 01-Sep-2050, 4.50%, 09/01/50 FR 3132DTUT5 - - 12,663,344 $12,635,929 $12,635,929 0.18 $12,577,361
FNMA 40yr Pool#BF0731 2.500% 01-Jun-2063, 2.50%, 06/01/63 FN 3140FXY55 - - 14,780,733 $12,408,546 $12,408,546 0.18 $12,370,568
TOWD POINT MORTGAGE TRUST 2025 0% 65, 4.97%, 09/25/65 TPMT 2025-FIX1 89183MAA1 - - 12,277,429 $12,326,703 $12,326,703 0.18 $12,264,014
FNMA 30yr Pool#FA0470 6.000% 01-Jan-2055, 6.00%, 01/01/55 FN 3140W0QY4 - - 11,833,057 $12,310,143 $12,310,143 0.18 $12,237,173
FNMA 30yr Pool#FS7541 4.000% 01-Jun-2052, 4.00%, 06/01/52 FN 3140XPLX5 - - 12,599,195 $12,162,468 $12,162,468 0.17 $12,110,672
FHLMC 30yr Pool#QG6755 5.500% 01-Jun-2053, 5.50%, 06/01/53 FR 3133C7QG5 - - 11,701,383 $12,157,958 $12,157,958 0.17 $12,091,813
FIGRE TRUST 2025-HE4 FLTG 2055 C, 5.71%, 07/25/55 FIGRE 2025-HE4 31684PAC6 - - 11,877,352 $12,026,888 $12,026,888 0.17 $11,957,197
TOWD PT MTG TR 2025-FIX2 FLTG A1, 5.25%, 10/25/65 TPMT 2025-FIX2 89183RAA0 - - 11,913,156 $12,024,012 $12,024,012 0.17 $11,959,743
FHLMC 30yr Pool#SD1436 4.500% 01-Aug-2052, 4.50%, 08/01/52 FR 3132DNSZ7 - - 11,911,572 $11,805,756 $11,805,756 0.17 $11,750,665
FNMA 30yr Pool#DF9041 5.000% 01-Jan-2056, 5.00%, 01/01/56 FN 3140U1BK0 - - 11,712,894 $11,774,538 $11,774,538 0.17 $11,714,347
FNMA 40yr Pool#BF0783 3.500% 01-Dec-2063, 3.50%, 12/01/63 FN 3140FX2R2 - - 12,619,674 $11,630,834 $11,630,834 0.17 $11,585,438
FHLMC 30yr Pool#QH3306 6.000% 01-Oct-2053, 6.00%, 10/01/53 FR 3133CFU72 - - 10,960,218 $11,455,877 $11,455,877 0.16 $11,388,289
FNMA 30yr Pool#DC5672 5.500% 01-Nov-2054, 5.50%, 11/01/54 FN 3140ATJS6 - - 11,102,290 $11,399,269 $11,399,269 0.16 $11,336,510
FNMA 30yr Pool#BY4134 5.500% 01-Jul-2053, 5.50%, 07/01/53 FN 3140NLSY6 - - 11,036,908 $11,334,198 $11,334,198 0.16 $11,271,809
FIGRE Trust 2025-HE3 A 5.56% 25-MAY-2055, 5.56%, 05/25/55 FIGRE 2025-HE3 31684LAA9 - - 11,063,184 $11,243,252 $11,243,252 0.16 $11,180,032
FNMA 30yr Pool#FS6236 6.500% 01-Nov-2053, 6.50%, 11/01/53 FN 3140XM4W3 - - 10,656,209 $11,228,760 $11,228,760 0.16 $11,157,571
FNMA 30yr Pool#FS5818 4.500% 01-Oct-2050, 4.50%, 10/01/50 FN 3140XMPC4 - - 11,248,770 $11,209,951 $11,209,951 0.16 $11,157,925
PRET 2025-NPL4 A1 6.3677% 25-MAY-2055, 6.37%, 04/25/55 PRET 2025-NPL4 74136UAA3 - - 11,119,727 $11,184,229 $11,184,229 0.16 $11,158,660
Freddie Mac STACR REMIC Trust 2022-DNA7|10.87419|03/25/2052, 10.87%, 03/25/52 STACR 2022-DNA7 35564KL72 - - 10,000,000 $11,018,964 $11,018,964 0.16 $10,973,600
Ally Bank Auto Credit-Linked Notes, Series 2025-A C 4.844% 15-JUN-2033, 4.84%, 06/15/33 ABCLN 2025-A 02007G5F6 - - 10,864,755 $10,961,847 $10,961,847 0.16 $10,928,223
Acacia 2025-1 A 5.24% 15-NOV-2037, 5.24%, 11/15/37 ACACIA 2025-1 00401PAA7 - - 10,882,911 $10,931,812 $10,931,812 0.16 $10,895,378
FNMA 30yr Pool#FS5362 4.500% 01-Dec-2050, 4.50%, 12/01/50 FN 3140XL5Y0 - - 10,900,949 $10,877,350 $10,877,350 0.15 $10,826,933
FNMA 30yr Pool#FS7613 4.500% 01-May-2052, 4.50%, 05/01/52 FN 3140XPN70 - - 10,876,641 $10,853,094 $10,853,094 0.15 $10,802,790
Homeward Opportunities Fund Trust 2025-RRTL1 A1 5.476% 25-MAR-2040, 5.48%, 03/25/40 HOF 2025-RRTL1 437919AA1 - - 10,475,000 $10,529,875 $10,529,875 0.15 $10,509,161
GS MTG-BKD TRUST 2025-CES2 A1, 5.18%, 09/25/55 GSMBS 2025-CES2 36273BAA7 - - 10,279,015 $10,365,870 $10,365,870 0.15 $10,311,146
FHLMC 30yr Pool#SD5224 6.000% 01-Mar-2054, 6.00%, 03/01/54 FR 3132DSYV8 - - 9,905,410 $10,304,778 $10,304,778 0.15 $10,243,694
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-HQA4 M2 6.22419% 25-DEC-2041, 6.22%, 12/25/41 STACR 2021-HQA4 35564KNS4 - - 10,089,878 $10,298,970 $10,298,970 0.15 $10,220,496
FNMA 30yr Pool#FS7117 6.500% 01-Feb-2054, 6.50%, 02/01/54 FN 3140XN4B7 - - 9,747,684 $10,271,421 $10,271,421 0.15 $10,206,301
FNMA 30yr Pool#BX0421 5.500% 01-Nov-2052, 5.50%, 11/01/52 FN 3140N4PF8 - - 9,922,043 $10,237,535 $10,237,535 0.15 $10,181,448
FNMA 30yr Pool#FS6662 4.000% 01-Oct-2051, 4.00%, 10/01/51 FN 3140XNML5 - - 10,516,837 $10,152,291 $10,152,291 0.14 $10,109,055
FHLMC 30yr Pool#SL0869 4.500% 01-May-2053, 4.50%, 05/01/53 FR 31427M6F3 - - 10,261,967 $10,151,314 $10,151,314 0.14 $10,103,852
LHOME Mortgage Trust 2024-RTL3 A1 6.9% 25-MAY-2029, 6.90%, 05/25/29 LHOME 2024-RTL3 50205GAA0 - - 9,960,000 $10,074,104 $10,074,104 0.14 $10,049,287
FHLMC 30yr Pool#RA7104 4.500% 01-Feb-2051, 4.50%, 02/01/51 FR 3133KN3M3 - - 10,085,749 $10,025,536 $10,025,536 0.14 $9,978,889
FHLMC 30yr Pool#QH4373 6.000% 01-Nov-2053, 6.00%, 11/01/53 FR 3133CG2E6 - - 9,396,037 $9,820,958 $9,820,958 0.14 $9,763,016
Rithm Capital Corp. 8.0% 01-APR-2029, 8.00%, 04/01/29 RITM 64828TAB8 - - 9,213,000 $9,693,675 $9,693,675 0.14 $9,495,084
FNMA 30yr Pool#FS2144 3.500% 01-Jun-2052, 3.50%, 06/01/52 FN 3140XHL21 - - 10,245,612 $9,656,902 $9,656,902 0.14 $9,620,046
A&D Mortgage Trust 2025-NQM2 A1 5.79% 25-JUN-2070, 5.79%, 06/25/70 ADMT 2025-NQM2 00250EAC0 - - 9,428,256 $9,576,730 $9,576,730 0.14 $9,520,624
Huntington Bank Auto Credit-Linked Notes, Series 2024-1 B1 6.153% 20-MAY-2032, 6.15%, 05/20/32 HACLN 2024-1 44644NAA7 - - 9,233,311 $9,404,359 $9,404,359 0.13 $9,375,953
LHOME Mortgage Trust 2024-RTL5 A2 5.751% 25-SEP-2039, 5.75%, 09/25/39 LHOME 2024-RTL5 50205WAB3 - - 9,325,000 $9,378,256 $9,378,256 0.13 $9,358,891
FIGRE TRUST 2025 HE4 FLTG 2055 B, 5.61%, 07/25/55 FIGRE 2025-HE4 31684PAB8 - - 9,195,583 $9,310,929 $9,310,929 0.13 $9,257,927
CONNECTICUT AVENUE SECUR 5.95001% 45, 5.47%, 07/25/45 CAS 2025-R05 20753CAC4 - - 9,254,000 $9,301,212 $9,301,212 0.13 $9,282,919
FNMA 30yr Pool#DA0026 6.000% 01-Sep-2053, 6.00%, 09/01/53 FN 3140A0A41 - - 8,901,754 $9,261,402 $9,261,402 0.13 $9,206,508
Brean Asset Backed Securities Trust 2024-RM8 A1 4.5% 25-MAY-2064, 4.50%, 05/25/64 BABS 2024-RM8 10637YAA3 - - 9,262,880 $9,158,265 $9,158,265 0.13 $9,143,213
FHLMC 30yr Pool#QZ2313 5.500% 01-Sep-2055, 5.50%, 09/01/55 FR 31426YSB3 - - 8,899,553 $9,104,718 $9,104,718 0.13 $9,054,411
Freddie Mac Multiclass Certificates, Series 5164 FA 4.0% 25-NOV-2051, 4.00%, 11/25/51 FHR 5164 3137H3PY2 - - 9,698,477 $9,016,855 $9,016,855 0.13 $9,002,846
FNMA 30yr Pool#FA1287 4.500% 01-Jul-2053, 4.50%, 07/01/53 FN 3140W1ND1 - - 9,038,340 $8,954,137 $8,954,137 0.13 $8,912,334
Alterna Funding III A 6.26% 15-MAY-2039, 6.26%, 05/16/39 TAX 2024-1A 02157JAA3 - - 8,820,371 $8,923,173 $8,923,173 0.13 $8,841,883
RCKT MORTGAGE TR 2025-CES8 A1A, 5.15%, 08/25/55 RCKT 2025-CES8 74939WAA8 - - 8,784,199 $8,871,361 $8,871,361 0.13 $8,824,887
FHLMC 30yr Pool#QY9874 6.000% 01-Aug-2055, 6.00%, 08/01/55 FR 31426U6L3 - - 8,521,484 $8,865,054 $8,865,054 0.13 $8,812,505
RCKT Mortgage Trust 2025-CES7 A1B 5.478% 25-JUL-2055, 5.48%, 07/25/55 RCKT 2025-CES7 74943AAB8 - - 8,738,280 $8,833,760 $8,833,760 0.13 $8,784,562
RCKT Mortgage Trust 2024-CES9 A1B 5.683% 25-DEC-2044, 5.68%, 12/25/44 RCKT 2024-CES9 749426AB8 - - 8,704,642 $8,813,870 $8,813,870 0.13 $8,763,028
FHLMC 30yr Pool#SD7417 5.500% 01-Jan-2055, 5.50%, 01/01/55 FR 3132DVG25 - - 8,410,904 $8,716,707 $8,716,707 0.12 $8,669,162
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 $8,387,310 $8,387,310 0.12 $8,321,458
FHLMC 30yr Pool#QZ9092 5.000% 01-Nov-2055, 5.00%, 11/01/55 FR 31427KC60 - - 8,229,273 $8,272,583 $8,272,583 0.12 $8,230,294
FHLMC 30yr Pool#QH1500 6.000% 01-Sep-2053, 6.00%, 09/01/53 FR 3133CDUZ5 - - 7,786,854 $8,139,002 $8,139,002 0.12 $8,090,983
Fannie Mae REMIC Trust 2022-65 FB 4.67419% 25-SEP-2052, 4.67%, 09/25/52 FNR 2022-65 3136BPCQ2 - - 8,130,784 $8,094,624 $8,094,624 0.12 $8,080,900
PRPM 2025-RPL4 A1, 3.00%, 05/25/55 PRPM 2025-RPL4 74448NAA2 - - 8,526,014 $8,077,351 $8,077,351 0.11 $8,051,062
COOPR Residential Mortgage Trust 2025-CES3 A1A 4.84% 25-SEP-2060, 4.84%, 09/25/60 COOPR 2025-CES3 216926AA3 - - 7,810,648 $7,831,237 $7,831,237 0.11 $7,792,384
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 $7,802,096 $7,802,096 0.11 $7,772,140
FHLMC STACR REMIC TR 2025-DNA3 M1, 4.97%, 09/25/45 STACR 2025-DNA3 35564UAR8 - - 7,756,758 $7,774,556 $7,774,556 0.11 $7,760,623
FNMA 30yr Pool#DD8495 5.500% 01-May-2055, 5.50%, 05/01/55 FN 3140B9NM7 - - 7,519,382 $7,721,584 $7,721,584 0.11 $7,679,078
FHLMC 30yr Pool#QX9929 6.000% 01-Apr-2055, 6.00%, 04/01/55 FR 31426HA78 - - 7,400,886 $7,704,099 $7,704,099 0.11 $7,658,460
ACHM Trust 2024-HE1 A 6.55% 25-MAY-2039, 6.55%, 05/25/39 ACHM 2024-HE1 00449TAA3 - - 7,335,286 $7,570,464 $7,570,464 0.11 $7,553,114
Connecticut Avenue Securities Trust 2025-R01 1M2 5.37419% 25-JAN-2045, 5.37%, 01/25/45 CAS 2025-R01 20755JAC7 - - 7,526,000 $7,537,785 $7,537,785 0.11 $7,523,180
FHLMC 30yr Pool#QX0520 5.500% 01-Dec-2054, 5.50%, 12/01/54 FR 31425USJ5 - - 7,303,649 $7,504,542 $7,504,542 0.11 $7,463,256
FIGRE TRUST 2025-HE6 FLTG 2055 C, 5.25%, 09/25/55 FIGRE 2025-HE6 31684NAC1 - - 7,437,449 $7,451,719 $7,451,719 0.11 $7,411,626
SALUDA GR ALT MTG TR 25 RRTL1 A1, 5.32%, 10/25/40 GRADE 2025-RRTL1 79582NAA7 - - 7,388,000 $7,428,261 $7,428,261 0.11 $7,387,866
RCKT MORTGAGE TRUST 2025 5.24863% 55, 5.25%, 08/25/55 RCKT 2025-CES8 74939WAB6 - - 7,228,546 $7,277,604 $7,277,604 0.10 $7,238,611
PRPM 2025-RCF3, LLC, 5.77%, 08/25/28 PRPM 2025-6 69395KAA1 - - 7,127,407 $7,169,281 $7,169,281 0.10 $7,126,984
Mello Mortgage Capital Acceptance 2024-SD1 A1 4.0% 25-APR-2054, 4.00%, 04/25/54 MELLO 58550DAA1 - - 7,197,561 $7,123,249 $7,123,249 0.10 $7,112,853
Ally Bank Auto Credit-Linked Notes, Series 2025-A D 4.991% 15-JUN-2033, 4.99%, 06/15/33 ABCLN 2025-A 02007G5G4 - - 7,057,732 $7,097,664 $7,097,664 0.10 $7,075,159
FHLMC 30yr Pool#QG3912 5.500% 01-Jun-2053, 5.50%, 06/01/53 FR 3133C4KZ6 - - 6,850,220 $7,070,835 $7,070,835 0.10 $7,032,112
A&D MORTGAGE TRUST 2025 NQM1 0% 70, 5.12%, 12/25/70 ADMT 2025-NQM5 00250AAC8 - - 6,942,846 $6,993,639 $6,993,639 0.10 $6,957,105
RCKT Mortgage Trust 2024-CES1 A1B 6.325% 25-FEB-2044, 6.33%, 02/25/44 RCKT 2024-CES1 749424AB3 - - 6,883,059 $6,984,084 $6,984,084 0.10 $6,939,339
LHOME Mortgage Trust 2024-RTL4 A2 6.092% 25-JUL-2039, 6.09%, 07/25/39 LHOME 2024-RTL4 50205PAB8 - - 6,870,000 $6,904,070 $6,904,070 0.10 $6,888,956
FNMA 30yr Pool#FS4356 6.000% 01-May-2053, 6.00%, 05/01/53 FN 3140XKZW3 - - 6,504,219 $6,766,457 $6,766,457 0.10 $6,726,348
FNMA 30yr Pool#FS7397 6.000% 01-Mar-2054, 6.00%, 03/01/54 FN 3140XPGF0 - - 6,454,486 $6,714,718 $6,714,718 0.10 $6,674,916
FHLMC 30yr Pool#SD5223 6.000% 01-Apr-2054, 6.00%, 04/01/54 FR 3132DSYU0 - - 6,426,679 $6,685,790 $6,685,790 0.10 $6,646,159
UMBS TBA 30yr 6% January Delivery, 6.00%, 01/14/26 FNCL 01F060618 - - 6,500,000 $6,674,655 $6,674,655 0.09 $6,674,655
FIGRE TRUST 2025-HE6 FLTG 2055 B, 5.14%, 09/25/55 FIGRE 2025-HE6 31684NAB3 - - 6,555,453 $6,571,547 $6,571,547 0.09 $6,536,889
Brean Asset Backed Securities Trust 2024-RM9 A1 5.0% 25-SEP-2064, 5.00%, 09/25/64 BABS 2024-RM9 10638DAA8 - - 6,565,886 $6,562,035 $6,562,035 0.09 $6,550,180
EFMT 2025-RTL1 0% 40, 5.22%, 11/25/40 EFMT 2025-RTL1 26846FAA7 - - 6,512,000 $6,536,714 $6,536,714 0.09 $6,524,437
FNMA 30yr Pool#DA1456 5.500% 01-Sep-2053, 5.50%, 09/01/53 FN 3140A1TN7 - - 6,304,478 $6,473,262 $6,473,262 0.09 $6,437,624
PRET 2025-RPL2 Trust A1 4.0% 25-FEB-2065, 4.00%, 08/25/64 PRET 2025-RPL2 69392LAA2 - - 6,522,580 $6,455,852 $6,455,852 0.09 $6,429,037
FNMA 30yr Pool#DD5556 6.000% 01-Mar-2055, 6.00%, 03/01/55 FN DD5556 MTGE 3140B6E68 - - 6,193,080 $6,442,773 $6,442,773 0.09 $6,404,582
FNMA 30yr Pool#FM4129 4.000% 01-Sep-2050, 4.00%, 09/01/50 FN 3140X7ST7 - - 6,647,013 $6,416,607 $6,416,607 0.09 $6,389,280
Connecticut Avenue Securities Trust 2022-R01 1B2 9.87419% 25-DEC-2041, 9.87%, 12/25/41 CAS 2022-R01 20754LAJ8 - - 6,153,382 $6,406,707 $6,406,707 0.09 $6,384,766
FIGRE TRUST 2025-HE4 5.408% 55, 5.41%, 07/25/55 FIGRE 2025-HE4 31684PAA0 - - 6,294,371 $6,375,407 $6,375,407 0.09 $6,340,421
LHOME Mortgage Trust 2024-RTL1 A1 7.017% 25-JAN-2029, 7.02%, 01/25/29 LHOME 2024-RTL1 50205DAA7 - - 6,341,000 $6,371,476 $6,371,476 0.09 $6,355,409
RCKT MORT 2025-CES9 FLT 2055 A1A, 4.79%, 09/25/55 RCKT 2025-CES9 74942JAA2 - - 6,284,909 $6,306,567 $6,306,567 0.09 $6,275,594
FHLMC 30yr Pool#QH7040 6.000% 01-Dec-2053, 6.00%, 12/01/53 FR 3133CKZD3 - - 6,046,870 $6,291,176 $6,291,176 0.09 $6,253,887
FNMA 30yr Pool#DB4017 6.000% 01-May-2054, 6.00%, 05/01/54 FN 3140ADPB1 - - 6,019,253 $6,261,938 $6,261,938 0.09 $6,224,819
FNMA 30yr Pool#DA1468 6.000% 01-Sep-2053, 6.00%, 09/01/53 FN 3140A1T23 - - 5,906,615 $6,173,732 $6,173,732 0.09 $6,137,308
Connecticut Avenue Securities Trust 2025-R06 1M1 4.82419% 25-SEP-2045, 4.82%, 09/25/45 CAS 2025-R06 20754YAB7 - - 6,124,145 $6,136,520 $6,136,520 0.09 $6,125,852
PRPM 2025-RPL3 A1 3.25% 25-APR-2055, 3.25%, 04/25/55 PRPM 2025-RPL3 69392NAA8 - - 6,235,531 $6,065,454 $6,065,454 0.09 $6,044,626
FNMA 30yr Pool#FM7479 4.500% 01-Jan-2050, 4.50%, 01/01/50 FN 3140XBJZ4 - - 6,027,041 $6,013,994 $6,013,994 0.09 $5,986,119
FHLMC 30yr Pool#SD3018 5.500% 01-May-2053, 5.50%, 05/01/53 FR 3132DQK70 - - 5,784,404 $5,949,357 $5,949,357 0.08 $5,916,659
FNMA 30yr Pool#DE7796 6.000% 01-Aug-2055, 6.00%, 08/01/55 FN 3140BLUW0 - - 5,645,434 $5,873,047 $5,873,047 0.08 $5,838,234
Huntington Bank Auto Credit-Linked Notes, Series 2025-1 B 4.957% 20-MAR-2033, 4.96%, 03/21/33 HACLN 2025-1 446438SX2 - - 5,812,450 $5,871,339 $5,871,339 0.08 $5,856,933
Connecticut Avenue Securities, Series 2021-R02 2B2 10.07419% 25-NOV-2041, 10.07%, 11/25/41 CAS 2021-R02 20754KAJ0 - - 5,616,000 $5,845,881 $5,845,881 0.08 $5,825,451
FHLMC 30yr Pool#QH4638 6.000% 01-Nov-2053, 6.00%, 11/01/53 FR 3133CHEK7 - - 5,584,275 $5,836,815 $5,836,815 0.08 $5,802,379
FNMA 30yr Pool#FS1578 4.000% 01-Oct-2050, 4.00%, 10/01/50 FN 3140XGXG9 - - 5,978,464 $5,790,752 $5,790,752 0.08 $5,766,174
OCEANVIEW MORTGAGE TRUST 4.99888% 55, 4.77%, 12/25/55 BVINV 2025-4 67647DAU3 - - 5,763,020 $5,772,933 $5,772,933 0.08 $5,762,997
FHLMC 30yr Pool#SD3813 6.000% 01-Jul-2053, 6.00%, 07/01/53 FR 3132E0GW6 - - 5,508,583 $5,748,288 $5,748,288 0.08 $5,714,318
MS RES MTG LN TR 2025-SPL1 A1, 4.25%, 02/25/65 MSRM 2025-SPL1 617946AA6 - - 5,774,603 $5,720,980 $5,720,980 0.08 $5,695,756
FNMA 30yr Pool#DC7015 5.500% 01-Dec-2054, 5.50%, 12/01/54 FN 3140AUYM9 - - 5,554,061 $5,706,830 $5,706,830 0.08 $5,675,434
FNMA 30yr Pool#DB4019 6.000% 01-May-2054, 6.00%, 05/01/54 FN 3140ADPD7 - - 5,421,831 $5,640,884 $5,640,884 0.08 $5,607,449
FNMA 30yr Pool#FS0088 4.000% 01-Mar-2050, 4.00%, 03/01/50 FN 3140XFC25 - - 5,801,822 $5,633,586 $5,633,586 0.08 $5,609,734
Structured Agency Credit Risk (STACR) Debt Notes, Series 2024-HQA1 M1 5.12419% 25-MAR-2044, 5.12%, 03/25/44 STACR 2024-HQA1 M1 35564NBX0 - - 5,609,894 $5,624,652 $5,624,652 0.08 $5,614,271
SF ABS ISSUER 2025-1 0%55 A2, 5.38%, 11/25/55 SFARM 2025-1A 784193AA2 - - 5,750,000 $5,611,786 $5,611,786 0.08 $5,600,621
FHLMC 30yr Pool#SD2606 4.500% 01-Sep-2051, 4.50%, 09/01/51 FR 3132DP3P1 - - 5,534,598 $5,501,556 $5,501,556 0.08 $5,475,958
RCKT Mortgage Trust 2025-CES10 A1A 4.894% 25-OCT-2055, 4.89%, 11/25/55 RCKT 2025-CES10 74939LAA2 - - 5,336,242 $5,362,463 $5,362,463 0.08 $5,335,622
BX Trust 2021-SDMF A 4.454% 15-SEP-2034, 4.45%, 09/15/34 BX 2021-SDMF 12434CAA2 - - 5,355,350 $5,359,830 $5,359,830 0.08 $5,343,930
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA6 M2 9.62419% 25-SEP-2042, 9.62%, 09/25/42 STACR 2022-DNA6 35564KH77 - - 4,960,000 $5,352,338 $5,352,338 0.08 $5,335,100
LHOME Mortgage Trust 2024-RTL2 A1 7.128% 25-MAR-2029, 7.13%, 03/25/29 LHOME 50205JAA4 - - 5,293,684 $5,344,661 $5,344,661 0.08 $5,331,035
FHLMC 30yr Pool#QJ9072 6.000% 01-Nov-2054, 6.00%, 11/01/54 FR 3133D1CH0 - - 5,124,354 $5,330,958 $5,330,958 0.08 $5,299,358
FNMA 30yr Pool#BY0337 6.500% 01-May-2053, 6.50%, 05/01/53 FN 3140NGLT5 - - 5,027,668 $5,294,351 $5,294,351 0.08 $5,260,763
FNMA 30yr Pool#BX5986 5.500% 01-Mar-2053, 5.50%, 03/01/53 FN 3140NAUL5 - - 4,945,606 $5,140,982 $5,140,982 0.07 $5,113,026
FNMA 30yr Pool#DF0300 5.500% 01-Sep-2055, 5.50%, 09/01/55 FN 3140BQKN0 - - 5,008,959 $5,124,433 $5,124,433 0.07 $5,096,118
FHLMC 30yr Pool#QH2242 5.500% 01-Sep-2053, 5.50%, 09/01/53 FR 3133CEP30 - - 4,964,486 $5,097,395 $5,097,395 0.07 $5,069,332
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 $5,090,600 $5,090,600 0.07 $5,070,225
FNMA 30yr Pool#CA0706 4.000% 01-Nov-2047, 4.00%, 11/01/47 FN 3140Q7YC5 - - 5,227,853 $5,075,440 $5,075,440 0.07 $5,053,948
FHLMC 30yr Pool#QF9863 5.500% 01-Mar-2053, 5.50%, 03/01/53 FR 3133BX5Y3 - - 4,803,560 $4,978,043 $4,978,043 0.07 $4,950,889
PRPM 2025 RCF4 LLC 4.5% 55, 4.50%, 08/25/55 PRPM 2025-RCF4 69382WAA0 - - 4,968,644 $4,940,452 $4,940,452 0.07 $4,917,472
Connecticut Avenue Securities Trust 2022-R02 2B2 11.52419% 25-JAN-2042, 11.52%, 01/25/42 CAS 2022-R02 20754BAJ0 - - 4,655,000 $4,937,838 $4,937,838 0.07 $4,916,950
ABL 2024-RTL1 A2 7.457% 25-SEP-2029, 7.46%, 09/25/29 ABL 2024-RTL1 00092EAB4 - - 4,840,000 $4,875,957 $4,875,957 0.07 $4,862,924
FNMA 30yr Pool#DA5019 6.500% 01-Nov-2053, 6.50%, 11/01/53 FN 3140A5SH2 - - 4,585,636 $4,868,597 $4,868,597 0.07 $4,837,962
FHLMC 30yr Pool#QZ1060 6.000% 01-Aug-2055, 6.00%, 08/01/55 FR 31426XFA1 - - 4,679,557 $4,851,601 $4,851,601 0.07 $4,822,744
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 $4,827,485 $4,827,485 0.07 $4,790,450
Connecticut Avenue Securities Trust 2025-R01 1M1 4.97419% 25-JAN-2045, 4.97%, 01/25/45 CAS 2025-R01 20755JAB9 - - 4,788,585 $4,799,884 $4,799,884 0.07 $4,791,283
FNMA 30yr Pool#DE9377 6.000% 01-Sep-2055, 6.00%, 09/01/55 FN 3140BNM39 - - 4,625,154 $4,795,198 $4,795,198 0.07 $4,766,676
FHLMC 30yr Pool#QH4473 6.000% 01-Nov-2053, 6.00%, 11/01/53 FR 3133CG6J1 - - 4,561,631 $4,767,923 $4,767,923 0.07 $4,739,793
Homeward Opportunities Fund Trust 2025-RRTL2 A1 5.237% 25-AUG-2040, 5.24%, 09/25/40 HOF 2025-RRTL2 437923AA3 - - 4,682,000 $4,711,106 $4,711,106 0.07 $4,702,252
FNMA 30yr Pool#BX9326 5.500% 01-Mar-2053, 5.50%, 03/01/53 FN 3140NELG8 - - 4,453,237 $4,614,995 $4,614,995 0.07 $4,589,822
FNMA 30yr Pool#DD3307 6.000% 01-Feb-2055, 6.00%, 02/01/55 FN DD3307 MTGE 3140B3U91 - - 4,358,992 $4,534,738 $4,534,738 0.06 $4,507,858
FHLMC 30yr Pool#RA1100 4.000% 01-Jul-2049, 4.00%, 07/01/49 FR 3133KGGH5 - - 4,684,162 $4,521,795 $4,521,795 0.06 $4,502,538
Affirm Asset Securitization Trust 2025-X2 C 4.93% 15-OCT-2030, 4.93%, 10/15/30 AFFRM 2025-X2 00835DAC6 - - 4,500,000 $4,520,406 $4,520,406 0.06 $4,506,232
FNMA 30yr Pool#FS3246 5.500% 01-Nov-2052, 5.50%, 11/01/52 FN 3140XJTC7 - - 4,341,097 $4,513,714 $4,513,714 0.06 $4,489,174
FIGRE Trust 2025-HE3 B 5.71% 25-MAY-2055, 5.71%, 05/25/55 FIGRE 2025-HE3 31684LAB7 - - 4,390,153 $4,484,483 $4,484,483 0.06 $4,458,719
FHLMC 30yr Pool#QH2259 6.000% 01-Sep-2053, 6.00%, 09/01/53 FR 3133CEQL9 - - 4,287,640 $4,460,870 $4,460,870 0.06 $4,434,429
Ginnie Mae REMIC Trust 2023-116 LF 5.21765% 20-AUG-2053, 5.22%, 08/20/53 GNR 2023-116 38384EFT7 - - 4,382,709 $4,421,791 $4,421,791 0.06 $4,410,357
FIGRE TRUST 2025-FL1 5.265% 55, 5.26%, 07/25/55 FIGRE 2025-FL1 31684QAA8 - - 4,364,775 $4,389,243 $4,389,243 0.06 $4,365,624
FHLMC 30yr Pool#QX6719 6.000% 01-Feb-2055, 6.00%, 02/01/55 FR 31426CPD0 - - 4,154,781 $4,322,294 $4,322,294 0.06 $4,296,673
Connecticut Avenue Securities Trust 2022-R07 1M2 8.52419% 25-JUN-2042, 8.52%, 06/25/42 CAS 2022-R07 20754MCB1 - - 4,087,000 $4,305,657 $4,305,657 0.06 $4,293,076
RCKT Mortgage Trust 2024-CES6 A1B 5.546% 25-SEP-2044, 5.55%, 09/25/44 RCKT 2024-CES6 749410AB2 - - 4,262,125 $4,302,373 $4,302,373 0.06 $4,278,078
FHLMC 30yr Pool#QF7280 5.500% 01-Jan-2053, 5.50%, 01/01/53 FR 3133BVCR4 - - 4,052,058 $4,214,192 $4,214,192 0.06 $4,191,286
FNMA 30yr Pool#BX0419 5.500% 01-Nov-2052, 5.50%, 11/01/52 FN 3140N4PD3 - - 4,090,753 $4,212,433 $4,212,433 0.06 $4,189,309
FNMA 30yr Pool#CB2907 3.500% 01-Feb-2052, 3.50%, 02/01/52 FN 3140QNGR7 - - 4,464,385 $4,209,256 $4,209,256 0.06 $4,193,197
SREIT Commercial Mortgage Trust 2021-MFP B 4.9448% 15-NOV-2038, 4.94%, 11/15/38 SREIT 2021-MFP 78472UAC2 - - 4,194,208 $4,205,404 $4,205,404 0.06 $4,191,578
FNMA 30yr Pool#BX6124 6.500% 01-Jan-2053, 6.50%, 01/01/53 FN 3140NAYW7 - - 3,949,526 $4,204,401 $4,204,401 0.06 $4,178,016
FHLMC 30yr Pool#QH5204 6.500% 01-Nov-2053, 6.50%, 11/01/53 FR 3133CHX91 - - 3,945,555 $4,189,019 $4,189,019 0.06 $4,162,660
FIGRE Trust 2025-HE3 C 5.91% 25-MAY-2055, 5.91%, 05/25/55 FIGRE 2025-HE3 31684LAC5 - - 4,126,743 $4,186,215 $4,186,215 0.06 $4,161,148
A&D MORTGAGE TR 2025-NQM4 A1, 5.22%, 10/25/70 ADMT 2025-NQM4 002941AA0 - - 4,145,806 $4,180,955 $4,180,955 0.06 $4,158,691
Connecticut Avenue Securities Trust 2024-R06 1M2 5.47419% 25-SEP-2044, 5.47%, 09/25/44 CAS 2024-R06 20755RAC9 - - 4,125,699 $4,148,034 $4,148,034 0.06 $4,139,879
FNMA 30yr Pool#DA5072 6.500% 01-Nov-2053, 6.50%, 11/01/53 FN 3140A5T65 - - 3,931,025 $4,145,548 $4,145,548 0.06 $4,119,287
EASY STREET MORTGAGE LN 5.606%40 A1, 5.61%, 10/25/40 EASY 2025-RTL2 27786YAA6 - - 4,100,000 $4,119,890 $4,119,890 0.06 $4,111,590
FHLMC 30yr Pool#QH0826 5.500% 01-Sep-2053, 5.50%, 09/01/53 FR 3133CC4K9 - - 3,951,169 $4,104,059 $4,104,059 0.06 $4,081,723
FNMA 30yr Pool#DE7795 6.000% 01-Aug-2055, 6.00%, 08/01/55 FN 3140BLUV2 - - 3,899,965 $4,060,163 $4,060,163 0.06 $4,036,113
LHOME MORTGAGE TR 2025-RTL3 A1, 5.24%, 08/25/40 LHOME 2025-RTL3 50205YAA1 - - 4,000,000 $4,028,546 $4,028,546 0.06 $4,020,978
Saluda Grade Alternative Mortgage Trust 2023-RTL3 A1 8.0% 25-APR-2029, 8.00%, 04/25/29 GRADE 2023-RTL3 79583YAA2 - - 3,986,147 $4,000,346 $4,000,346 0.06 $3,967,571
Fannie Mae REMIC Trust 2020-98 AI 3.5% 25-JAN-2061, 3.50%, 01/25/61 FNR 2020-98 3136BDLE6 - - 18,583,861 $3,999,771 $3,999,771 0.06 $3,932,921
U.S. Bank Auto Credit Linked Notes, Series 2023-1 B 6.789% 25-AUG-2032, 6.79%, 08/25/32 USCLN 2023-1 90357PAV6 - - 3,948,411 $3,997,851 $3,997,851 0.06 $3,988,171
FNMA 30yr Pool#BW6314 5.500% 01-Aug-2052, 5.50%, 08/01/52 FN 3140MYAQ5 - - 3,862,917 $3,987,266 $3,987,266 0.06 $3,965,430
FNMA 30yr Pool#FS2135 4.000% 01-Nov-2049, 4.00%, 11/01/49 FN 3140XHLR6 - - 4,013,931 $3,885,594 $3,885,594 0.06 $3,869,092
FNMA 30yr Pool#BY0335 6.000% 01-May-2053, 6.00%, 05/01/53 FN 3140NGLR9 - - 3,661,837 $3,792,088 $3,792,088 0.05 $3,769,506
FHLMC 30yr Pool#QI8221 6.000% 01-Jun-2054, 6.00%, 06/01/54 FR 3133WFD20 - - 3,636,090 $3,782,690 $3,782,690 0.05 $3,760,268
FNMA 30yr Pool#DE2819 5.500% 01-Jun-2055, 5.50%, 06/01/55 FN 3140BFDZ5 - - 3,670,242 $3,768,937 $3,768,937 0.05 $3,748,190
RCKT Mortgage Trust 2023-CES1 A1A 6.515% 25-JUN-2043, 6.51%, 06/25/43 RCKT 74935WAA2 - - 3,721,173 $3,757,509 $3,757,509 0.05 $3,732,592
RCKT Mortgage Trust 2025-CES2 A1B 5.603% 25-FEB-2055, 5.60%, 02/25/55 RCKT 2025-CES2 74942BAB7 - - 3,649,653 $3,693,169 $3,693,169 0.05 $3,672,152
FHLMC 30yr Pool#QX5273 6.000% 01-Feb-2055, 6.00%, 02/01/55 FR 31426A2F4 - - 3,543,503 $3,686,371 $3,686,371 0.05 $3,664,519
FNMA 30yr Pool#FS2713 4.500% 01-Oct-2050, 4.50%, 10/01/50 FN 3140XJAP8 - - 3,684,253 $3,676,277 $3,676,277 0.05 $3,659,237
FHLMC 30yr Pool#QH1144 5.500% 01-Sep-2053, 5.50%, 09/01/53 FR 3133CDHV9 - - 3,498,607 $3,633,418 $3,633,418 0.05 $3,613,641
FHLMC 30yr Pool#QH6041 5.500% 01-Dec-2053, 5.50%, 12/01/53 FR 3133CJWA5 - - 3,417,676 $3,518,091 $3,518,091 0.05 $3,498,772
FHLMC 30yr Pool#QF7810 5.500% 01-Jan-2053, 5.50%, 01/01/53 FR 3133BVVB8 - - 3,359,894 $3,493,251 $3,493,251 0.05 $3,474,258
FNMA 30yr Pool#FM7031 4.000% 01-Jan-2051, 4.00%, 01/01/51 FN 3140XAY55 - - 3,612,231 $3,487,020 $3,487,020 0.05 $3,472,170
FHLMC 30yr Pool#QZ3837 6.000% 01-Sep-2055, 6.00%, 09/01/55 FR 31427BHP3 - - 3,351,956 $3,475,191 $3,475,191 0.05 $3,454,520
FHLMC 30yr Pool#SD1416 4.500% 01-Dec-2048, 4.50%, 12/01/48 FR 3132DNSD6 - - 3,482,315 $3,474,776 $3,474,776 0.05 $3,458,671
FHLMC 30yr Pool#QH7549 6.000% 01-Dec-2053, 6.00%, 12/01/53 FR 3133CLL61 - - 3,299,496 $3,432,802 $3,432,802 0.05 $3,412,455
FINANCE OF AMERICA STRUCTURE 3.5% 74, 3.50%, 02/25/74 FASST 2024-S1 31740RAB6 - - 3,465,323 $3,413,325 $3,413,325 0.05 $3,408,945
FNMA 30yr Pool#BX8700 5.500% 01-Mar-2053, 5.50%, 03/01/53 FN 3140NDU21 - - 3,285,602 $3,392,407 $3,392,407 0.05 $3,373,834
FNMA 30yr Pool#BX9422 5.500% 01-Mar-2053, 5.50%, 03/01/53 FN 3140NEPG4 - - 3,283,812 $3,372,803 $3,372,803 0.05 $3,354,240
Connecticut Avenue Securities Trust 2024-R02 1M1 4.97419% 25-FEB-2044, 4.97%, 02/25/44 CAS 2024-R02 20754GAA8 - - 3,333,432 $3,340,447 $3,340,447 0.05 $3,334,459
FNMA 30yr Pool#FM1540 4.000% 01-Sep-2049, 4.00%, 09/01/49 FN 3140X4WA0 - - 3,366,368 $3,249,679 $3,249,679 0.05 $3,235,840
FNMA 30yr Pool#MA4026 4.000% 01-May-2050, 4.00%, 05/01/50 FN 31418DPL0 - - 3,368,450 $3,244,052 $3,244,052 0.05 $3,230,204
Bayview Opportunity Master Fund VII Trust 2024-CAR1 B 5.17419% 25-DEC-2031, 5.17%, 12/26/31 BVCLN 2024-CAR1 07336QAB8 - - 2,950,952 $3,131,966 $3,131,966 0.04 $2,958,341
FHLMC 30yr Pool#SD1111 4.000% 01-Jun-2050, 4.00%, 06/01/50 FR 3132DNGU1 - - 3,203,997 $3,114,753 $3,114,753 0.04 $3,101,581
FHLMC 30yr Pool#QZ4951 6.000% 01-Oct-2055, 6.00%, 10/01/55 FR 31427CQD8 - - 2,998,848 $3,109,100 $3,109,100 0.04 $3,090,608
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 $3,028,583 $3,028,583 0.04 $3,008,618
FHLMC 30yr Pool#QG2539 6.500% 01-May-2053, 6.50%, 05/01/53 FR 3133C2ZC5 - - 2,887,110 $3,023,774 $3,023,774 0.04 $3,004,487
FNMA 30yr Pool#MA4056 4.000% 01-Jun-2050, 4.00%, 06/01/50 FN 31418DQJ4 - - 3,138,517 $3,022,610 $3,022,610 0.04 $3,009,707
BX Trust 2021-BXMF C 5.05627% 15-OCT-2038, 5.06%, 10/15/26 BX 2021-BXMF 05609RAJ3 - - 2,958,012 $2,964,691 $2,964,691 0.04 $2,954,721
FNMA 30yr Pool#DA3549 6.500% 01-Oct-2053, 6.50%, 10/01/53 FN 3140A35K5 - - 2,774,539 $2,954,393 $2,954,393 0.04 $2,935,857
FHLMC 30yr Pool#QZ4131 6.000% 01-Sep-2055, 6.00%, 09/01/55 FR 31427BSV8 - - 2,836,056 $2,939,391 $2,939,391 0.04 $2,921,902
GWT Commercial Mortgage Trust 2024-WLF2 A 5.44136% 15-MAY-2041, 5.44%, 05/15/41 GWT 2024-WLF2 362414AA2 - - 2,900,000 $2,917,621 $2,917,621 0.04 $2,907,101
FHLMC 30yr Pool#SD6905 6.000% 01-Nov-2054, 6.00%, 11/01/54 FR 3132DUU62 - - 2,794,995 $2,907,918 $2,907,918 0.04 $2,890,683
FHLMC 30yr Pool#QE6404 5.500% 01-Jul-2052, 5.50%, 07/01/52 FR 3133BGDH8 - - 2,814,414 $2,905,380 $2,905,380 0.04 $2,889,471
Fannie Mae Pool|4|03/01/2050, 4.00%, 03/01/50 FN 3140X8S24 - - 2,980,072 $2,884,790 $2,884,790 0.04 $2,872,539
Chase Mortgage Reference Notes, Series 2021-CL1 M1 5.07419% 25-FEB-2050, 5.07%, 02/25/50 CHASE 2021-CL1 46591HBX7 - - 2,891,301 $2,871,744 $2,871,744 0.04 $2,866,240
FNMA 30yr Pool#MA3496 4.500% 01-Oct-2048, 4.50%, 10/01/48 FN 31418C3E2 - - 2,867,872 $2,861,664 $2,861,664 0.04 $2,848,400
FHLMC 30yr Pool#QE8542 5.500% 01-Aug-2052, 5.50%, 08/01/52 FR 3133BJP30 - - 2,700,733 $2,788,026 $2,788,026 0.04 $2,772,759
RCKT MORTGAGE TRUST 2025-CE 5.16% 34, 5.16%, 07/25/34 RCKTL 2025-1A 74939RAC5 - - 2,750,000 $2,784,154 $2,784,154 0.04 $2,767,205
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 $2,771,668 $2,771,668 0.04 $2,764,617
FHLMC 30yr Pool#SD2897 5.500% 01-May-2053, 5.50%, 05/01/53 FR 3132DQGE0 - - 2,694,430 $2,771,414 $2,771,414 0.04 $2,756,183
FNMA 30yr Pool#BV5393 3.500% 01-Apr-2052, 3.50%, 04/01/52 FN 3140MJ7F6 - - 2,913,139 $2,744,351 $2,744,351 0.04 $2,733,872
FIGRE Trust 2024-HE4 B 5.252% 25-SEP-2054, 5.25%, 09/25/54 FIGRE 2024-HE4 31684UAB7 - - 2,723,999 $2,739,173 $2,739,173 0.04 $2,734,006
FNMA 30yr Pool#DA1511 5.500% 01-Oct-2053, 5.50%, 10/01/53 FN 3140A1VD6 - - 2,628,288 $2,698,509 $2,698,509 0.04 $2,683,652
FNMA 30yr Pool#DE2839 6.000% 01-Jun-2055, 6.00%, 06/01/55 FN 3140BFEM3 - - 2,577,846 $2,683,735 $2,683,735 0.04 $2,667,839
FHLMC 30yr Pool#QF9276 5.500% 01-Mar-2053, 5.50%, 03/01/53 FR 3133BXJV4 - - 2,568,496 $2,670,381 $2,670,381 0.04 $2,655,861
FHLMC 30yr Pool#Q57869 4.000% 01-Aug-2048, 4.00%, 08/01/48 FG 3132Y1W79 - - 2,738,420 $2,654,040 $2,654,040 0.04 $2,642,782
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-HQA3 B2 10.12419% 25-SEP-2041, 10.12%, 09/25/41 STACR 2021-HQA3 35564KKL2 - - 2,504,211 $2,582,488 $2,582,488 0.04 $2,573,332
FNMA 30yr Pool#DA0036 6.500% 01-Sep-2053, 6.50%, 09/01/53 FN 3140A0BE8 - - 2,424,746 $2,557,069 $2,557,069 0.04 $2,540,870
Ally Bank Auto Credit-Linked Notes, Series 2024-A C 6.022% 15-MAY-2032, 6.02%, 05/17/32 ABCLN 2024-A 02007GZ63 - - 2,490,495 $2,536,238 $2,536,238 0.04 $2,526,656
FHLMC 30yr Pool#SD3523 3.000% 01-Jun-2052, 3.00%, 06/01/52 FR 3132DQ4G8 - - 2,786,879 $2,500,206 $2,500,206 0.04 $2,491,614
BX Trust 2021-BXMF G 7.214513% 15-OCT-2038, 7.21%, 10/15/26 BX 2021-BXMF 05609RAS3 - - 2,488,884 $2,492,099 $2,492,099 0.04 $2,480,129
FHLMC 30yr Pool#QF0488 5.500% 01-Sep-2052, 5.50%, 09/01/52 FR 3133BMRH0 - - 2,407,140 $2,484,627 $2,484,627 0.04 $2,471,020
FHLMC 30yr Pool#QY9883 6.000% 01-Aug-2055, 6.00%, 08/01/55 FR 31426U6V1 - - 2,386,061 $2,484,072 $2,484,072 0.04 $2,469,358
Ginnie Mae REMIC Trust 2017-163 LO 0.0% 16-MAY-2041, 0.00%, 05/16/41 GNR 2017-163 38380KNA9 - - 3,233,648 $2,477,470 $2,477,470 0.04 $2,477,470
Flagship Credit Auto Trust 2023-1 B 5.05% 15-FEB-2028, 5.05%, 01/18/28 FCAT 2023-1 337955AG3 - - 2,459,983 $2,467,767 $2,467,767 0.04 $2,459,830
RAM 2024-1 A 5.95% 15-FEB-2039, 6.67%, 02/15/39 RAM 2024-1 751313AA5 - - 2,426,750 $2,437,646 $2,437,646 0.03 $2,427,306
FNMA 30yr Pool#BY8533 6.500% 01-Aug-2053, 6.50%, 08/01/53 FN 3140NRPT7 - - 2,308,611 $2,434,596 $2,434,596 0.03 $2,419,173
FNMA 30yr Pool#BY5913 5.500% 01-Sep-2053, 5.50%, 09/01/53 FN 3140NNSB2 - - 2,323,356 $2,411,750 $2,411,750 0.03 $2,398,617
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 $2,404,106 $2,404,106 0.03 $2,388,071
PRPM 2025-RCF3 LLC 5.25% 55, 5.25%, 07/25/55 PRPM 2025-RCF3 69392PAB1 - - 2,380,125 $2,391,246 $2,391,246 0.03 $2,378,404
PRPM 2024-RCF2 A1 3.75% 25-MAR-2054, 3.75%, 03/25/54 PRPM 2024-RCF2 693987AA7 - - 2,338,652 $2,312,645 $2,312,645 0.03 $2,309,478
Connecticut Avenue Securities Trust 2022-R08 1M2 7.47419% 25-JUL-2042, 7.47%, 07/25/42 CAS 2022-R08 20755DAB2 - - 2,220,000 $2,303,329 $2,303,329 0.03 $2,297,337
FNMA 30yr Pool#DF0313 6.000% 01-Sep-2055, 6.00%, 09/01/55 FN 3140BQK34 - - 2,215,552 $2,297,007 $2,297,007 0.03 $2,283,344
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA3 M2 8.22419% 25-APR-2042, 8.42%, 04/25/42 STACR 2022-DNA3 35564KVE6 - - 2,174,307 $2,268,404 $2,268,404 0.03 $2,264,843
Connecticut Avenue Securities, Series 2021-R01 1M2 5.42419% 25-OCT-2041, 5.42%, 10/25/41 CAS 2021-R01 20754RAB2 - - 2,235,883 $2,245,153 $2,245,153 0.03 $2,240,774
FNMA 30yr Pool#DA3538 6.000% 01-Oct-2053, 6.00%, 10/01/53 FN 3140A34Y6 - - 2,121,071 $2,206,766 $2,206,766 0.03 $2,193,686
FNMA 30yr Pool#FA0517 5.500% 01-Feb-2055, 5.50%, 02/01/55 FN 3140W0SF3 - - 2,105,906 $2,162,353 $2,162,353 0.03 $2,150,449
Santander Bank Auto Credit-Linked Notes, Series 2024-A B 5.622% 15-JUN-2032, 5.62%, 06/15/32 SBCLN 2024-A 80290CCJ1 - - 2,117,359 $2,152,490 $2,152,490 0.03 $2,144,885
FHLMC 30yr Pool#QG2543 5.500% 01-May-2053, 5.50%, 05/01/53 FR 3133C2ZG6 - - 2,068,180 $2,130,114 $2,130,114 0.03 $2,118,423
FHLMC 30yr Pool#QI4878 6.000% 01-Apr-2054, 6.00%, 04/01/54 FR 3133WBM37 - - 2,015,521 $2,096,783 $2,096,783 0.03 $2,084,354
FNMA 30yr Pool#FS3001 4.000% 01-Oct-2051, 4.00%, 10/01/51 FN 3140XJKP7 - - 2,138,280 $2,064,160 $2,064,160 0.03 $2,055,370
FHF Trust 2024-1 (First Help Financial) A2 5.69% 15-FEB-2030, 5.69%, 02/15/30 FHF 2024-1A 31568AAB2 - - 2,037,464 $2,060,347 $2,060,347 0.03 $2,052,940
FHLMC 30yr Pool#QX7432 6.000% 01-Feb-2055, 6.00%, 02/01/55 FR 31426DHJ4 - - 1,973,326 $2,052,887 $2,052,887 0.03 $2,040,718
FNMA 30yr Pool#FS1640 4.000% 01-Apr-2052, 4.00%, 04/01/52 FN 3140XGZE2 - - 2,105,984 $2,032,313 $2,032,313 0.03 $2,023,655
FNMA 30yr Pool#CA7849 4.500% 01-Oct-2050, 4.50%, 10/01/50 FN 3140QFWK1 - - 2,026,805 $2,019,811 $2,019,811 0.03 $2,010,437
FNMA 30yr Pool#BY0338 6.500% 01-May-2053, 6.50%, 05/01/53 FN 3140NGLU2 - - 1,908,608 $2,009,403 $2,009,403 0.03 $1,996,653
Chase Mortgage Reference Notes, Series 2020-CL1 M2 6.34621% 25-OCT-2057, 6.35%, 10/25/57 CHASE 2020-CL1 46591HAH3 - - 1,940,949 $2,007,760 $2,007,760 0.03 $2,003,312
FNMA 30yr Pool#DD4221 6.000% 01-Feb-2055, 6.00%, 02/01/55 FN DD4221 MTGE 3140B4VP2 - - 1,926,329 $2,003,994 $2,003,994 0.03 $1,992,115
FIGRE Trust 2024-HE1 B 6.506% 25-MAR-2054, 6.51%, 03/25/54 FIGRE 2024-HE1 31684HAB6 - - 1,932,803 $1,977,218 $1,977,218 0.03 $1,972,677
FNMA 30yr Pool#BW0972 4.500% 01-Jul-2052, 4.50%, 07/01/52 FN 3140MSCJ2 - - 1,968,057 $1,951,274 $1,951,274 0.03 $1,942,172
FHLMC 30yr Pool#SI2017 4.000% 01-Dec-2048, 4.00%, 12/01/48 FR 3133USG21 - - 2,006,199 $1,942,055 $1,942,055 0.03 $1,933,807
FNMA 30yr Pool#BX8072 5.500% 01-Mar-2053, 5.50%, 03/01/53 FN 3140NC6J3 - - 1,870,954 $1,938,914 $1,938,914 0.03 $1,928,338
FNMA 30yr Pool#DF0998 6.000% 01-Oct-2055, 6.00%, 10/01/55 FN 3140BRDC0 - - 1,849,945 $1,917,959 $1,917,959 0.03 $1,906,551
Foundation Finance Trust 2023-2 A 6.53% 15-JUN-2049, 6.53%, 06/15/49 FFIN 2023-2A 35042RAA4 - - 1,803,722 $1,880,199 $1,880,199 0.03 $1,872,674
Chase Mortgage Reference Notes, Series 2021-CL1 M3 5.42419% 25-FEB-2050, 5.42%, 02/25/50 CHASE 2021-CL1 46591HBZ2 - - 1,885,610 $1,856,384 $1,856,384 0.03 $1,852,691
FNMA 30yr Pool#BY0361 6.500% 01-Jun-2053, 6.50%, 06/01/53 FN 3140NGMK3 - - 1,719,909 $1,808,108 $1,808,108 0.03 $1,796,618
FHLMC 30yr Pool#SD1551 4.000% 01-Mar-2050, 4.00%, 03/01/50 FR 3132DNWL3 - - 1,865,279 $1,805,640 $1,805,640 0.03 $1,797,972
FNMA 30yr Pool#DC9709 6.000% 01-Jan-2055, 6.00%, 01/01/55 FN 3140AXYF8 - - 1,707,226 $1,776,201 $1,776,201 0.03 $1,765,673
Santander Bank Auto Credit-Linked Notes, Series 2023-B B 5.64% 15-DEC-2033, 5.64%, 12/15/33 SBCLN 2023-B 80290CCB8 - - 1,719,306 $1,745,179 $1,745,179 0.02 $1,738,984
FNMA 30yr Pool#MA3521 4.000% 01-Nov-2048, 4.00%, 11/01/48 FN 31418C4F8 - - 1,785,141 $1,728,064 $1,728,064 0.02 $1,720,726
PRPM 2025-RCF3 LLC 5.25% 55, 5.25%, 07/25/55 PRPM 2025-RCF3 69392PAC9 - - 1,700,000 $1,702,678 $1,702,678 0.02 $1,693,505
Fannie Mae Pool|4|08/01/2050, 4.00%, 08/01/50 FN 3140X8UA3 - - 1,751,285 $1,686,609 $1,686,609 0.02 $1,679,409
NRZ MSR-Collateralized Notes, Series 2021-FHT1 A 3.104% 25-JUL-2026, 3.10%, 07/25/26 NZES 2021-FHT1 62955MAB2 - - 1,701,401 $1,681,172 $1,681,172 0.02 $1,679,265
Chase Mortgage Reference Notes, Series 2021-CL1 M2 5.22419% 25-FEB-2050, 5.22%, 02/25/50 CHASE 2021-CL1 46591HBY5 - - 1,698,639 $1,669,424 $1,669,424 0.02 $1,666,220
FHLMC 30yr Pool#QG2540 6.500% 01-May-2053, 6.50%, 05/01/53 FR 3133C2ZD3 - - 1,591,587 $1,666,870 $1,666,870 0.02 $1,656,238
FHLMC 30yr Pool#SD0943 3.500% 01-Apr-2052, 3.50%, 04/01/52 FR 3132DNBL6 - - 1,759,991 $1,659,412 $1,659,412 0.02 $1,653,081
FHLMC 30yr Pool#QY7439 6.000% 01-Jun-2055, 6.00%, 06/01/55 FR 31426SHR3 - - 1,593,146 $1,658,587 $1,658,587 0.02 $1,648,763
FHLMC 30yr Pool#QG4340 6.500% 01-Jun-2053, 6.50%, 06/01/53 FR 3133C4ZD9 - - 1,544,685 $1,617,804 $1,617,804 0.02 $1,607,485
FHLMC 30yr Pool#SD4456 4.000% 01-Aug-2050, 4.00%, 08/01/50 FR 3132E05R9 - - 1,666,962 $1,609,180 $1,609,180 0.02 $1,602,327
FNMA 30yr Pool#CB2681 3.500% 01-Jan-2052, 3.50%, 01/01/52 FN 3140QM6T6 - - 1,685,247 $1,589,071 $1,589,071 0.02 $1,583,009
FHLMC 30yr Pool#QH7013 6.500% 01-Dec-2053, 6.50%, 12/01/53 FR 3133CKYJ1 - - 1,499,290 $1,574,465 $1,574,465 0.02 $1,564,449
FHLMC 30yr Pool#QZ4132 6.000% 01-Sep-2055, 6.00%, 09/01/55 FR 31427BSW6 - - 1,491,714 $1,546,557 $1,546,557 0.02 $1,537,358
Bayview Opportunity Master Fund VII Trust 2024-CAR1 C 5.37419% 25-DEC-2031, 5.37%, 12/26/31 BVCLN 2024-CAR1 07336QAC6 - - 1,436,130 $1,525,928 $1,525,928 0.02 $1,440,923
FHLMC 30yr Pool#Q58477 4.000% 01-Sep-2048, 4.00%, 09/01/48 FG 3132Y2M37 - - 1,570,887 $1,522,482 $1,522,482 0.02 $1,516,024
ACHV ABS Trust 2024-1PL B 6.34% 25-APR-2031, 6.34%, 04/25/31 ACHV 2024-1PL 00092BAB0 - - 1,500,028 $1,516,233 $1,516,233 0.02 $1,512,798
FHLMC 30yr Pool#QH3309 5.500% 01-Oct-2053, 5.50%, 10/01/53 FR 3133CFVA4 - - 1,463,833 $1,503,023 $1,503,023 0.02 $1,494,748
Reach ABS Trust 2024-2 A 5.88% 15-JUL-2031, 5.88%, 07/15/31 REACH 2024-2A 75525HAA8 - - 1,453,756 $1,466,987 $1,466,987 0.02 $1,461,526
FNMA 30yr Pool#MA3415 4.000% 01-Jul-2048, 4.00%, 07/01/48 FN 31418CYM0 - - 1,510,274 $1,461,986 $1,461,986 0.02 $1,455,777
Ally Bank Auto Credit-Linked Notes, Series 2024-A D 6.315% 15-MAY-2032, 6.31%, 05/17/32 ABCLN 2024-A 02007GZ71 - - 1,423,140 $1,448,572 $1,448,572 0.02 $1,442,830
FNMA 30yr Pool#BT8051 5.500% 01-Jan-2053, 5.50%, 01/01/53 FN 3140LW5M5 - - 1,384,949 $1,440,141 $1,440,141 0.02 $1,432,312
FNMA 30yr Pool#CA5573 4.000% 01-Apr-2050, 4.00%, 04/01/50 FN 3140QDFP4 - - 1,481,463 $1,426,752 $1,426,752 0.02 $1,420,661
FNMA 30yr Pool#CA1931 4.500% 01-Jun-2048, 4.50%, 06/01/48 FN 3140Q9ED1 - - 1,427,070 $1,423,981 $1,423,981 0.02 $1,417,381
FNMA 30yr Pool#BY1896 5.500% 01-May-2053, 5.50%, 05/01/53 FN 3140NJDA9 - - 1,359,374 $1,403,153 $1,403,153 0.02 $1,395,469
FIGRE TRUST 2025-HE5 FLTG 2055 B, 5.49%, 08/25/55 FIGRE 2025-HE5 31684MAB5 - - 1,377,108 $1,383,128 $1,383,128 0.02 $1,375,365
Connecticut Avenue Securities Trust 2025-R04 25-MAY-2045, 5.07%, 05/25/45 CAS 2025-R04 20755TAB7 - - 1,215,388 $1,352,021 $1,352,021 0.02 $1,217,479
FNMA 30yr Pool#BX7860 5.500% 01-Mar-2053, 5.50%, 03/01/53 FN 3140NCWW5 - - 1,297,397 $1,344,698 $1,344,698 0.02 $1,337,364
FNMA 30yr Pool#BY0327 6.500% 01-May-2053, 6.50%, 05/01/53 FN 3140NGLH1 - - 1,234,529 $1,292,354 $1,292,354 0.02 $1,284,107
U.S. Auto Funding 2021-1 C 2.2% 15-MAY-2026, 2.20%, 05/15/26 USAUT 2021-1A 90355EAC5 - - 1,535,749 $1,280,612 $1,280,612 0.02 $1,278,454
FHF Issuer Trust 2023-2 (First Help Financial) A2 6.79% 15-OCT-2029, 6.79%, 10/15/29 FHF 2023-2A 30333LAB4 - - 1,254,009 $1,272,514 $1,272,514 0.02 $1,267,074
FNMA 30yr Pool#FM7725 4.500% 01-Dec-2050, 4.50%, 12/01/50 FN 3140XBSP6 - - 1,258,816 $1,251,301 $1,251,301 0.02 $1,245,479
FHLMC 30yr Pool#QF2561 5.500% 01-Nov-2052, 5.50%, 11/01/52 FR 3133BPZ27 - - 1,177,290 $1,221,297 $1,221,297 0.02 $1,214,642
FNMA 30yr Pool#DB3056 5.500% 01-May-2054, 5.50%, 05/01/54 FN 3140ACME0 - - 1,178,823 $1,215,306 $1,215,306 0.02 $1,208,642
FNMA 30yr Pool#MA3149 4.000% 01-Oct-2047, 4.00%, 10/01/47 FN 31418CQB3 - - 1,250,058 $1,213,614 $1,213,614 0.02 $1,208,475
Tricolor Auto Securitization Trust 2024-1 A 6.61% 15-OCT-2027, 6.61%, 10/15/27 TAST 2024-1A 89616LAA0 - - 1,205,445 $1,202,978 $1,202,978 0.02 $1,197,887
FNMA 40yr Pool#BF0167 3.000% 01-Feb-2057, 3.00%, 02/01/57 FN 3140FXFH0 - - 1,368,954 $1,199,348 $1,199,348 0.02 $1,195,127
FNMA 30yr Pool#BJ9181 5.000% 01-May-2048, 5.00%, 05/01/48 FN 3140HBFX1 - - 1,163,605 $1,190,290 $1,190,290 0.02 $1,184,311
FNMA 30yr Pool#FM9138 4.000% 01-Mar-2050, 4.00%, 03/01/50 FN 3140XDEL6 - - 1,217,841 $1,178,903 $1,178,903 0.02 $1,173,897
FHLMC 30yr Pool#SD8003 4.000% 01-Jul-2049, 4.00%, 07/01/49 FR 3132DV3L7 - - 1,216,556 $1,174,387 $1,174,387 0.02 $1,169,385
FNMA 30yr Pool#BX0804 5.500% 01-Nov-2052, 5.50%, 11/01/52 FN 3140N43N5 - - 1,130,224 $1,168,933 $1,168,933 0.02 $1,162,544
Blue Bridge Funding 2023-1 A 7.37% 15-NOV-2030, 7.37%, 11/15/30 BBEF 2023-1A 09531MAA8 - - 1,149,763 $1,163,515 $1,163,515 0.02 $1,158,101
FHLMC 30yr Pool#QG6538 5.500% 01-Jul-2053, 5.50%, 07/01/53 FR 3133C7HP5 - - 1,099,171 $1,142,060 $1,142,060 0.02 $1,135,846
FHLMC 30yr Pool#ZT2087 4.000% 01-Jun-2049, 4.00%, 06/01/49 FR 3132AEJ80 - - 1,172,818 $1,132,164 $1,132,164 0.02 $1,127,343
FNMA 30yr Pool#AS6811 3.000% 01-Mar-2046, 3.00%, 03/01/46 FN 3138WGR97 - - 1,227,304 $1,123,709 $1,123,709 0.02 $1,119,925
Arivo Acceptance Auto Loan Receivables Trust 2024-1 A 6.46% 15-APR-2028, 6.46%, 04/17/28 ARIVO 2024-1A 039943AA3 - - 1,075,194 $1,085,845 $1,085,845 0.02 $1,081,408
FHLMC 30yr Pool#QG6948 5.500% 01-Jul-2053, 5.50%, 07/01/53 FR 3133C7WH6 - - 1,042,105 $1,082,598 $1,082,598 0.02 $1,076,707
FHLMC 30yr Pool#RA1188 4.500% 01-Aug-2049, 4.50%, 08/01/49 FR 3133KGJ90 - - 1,067,838 $1,065,118 $1,065,118 0.02 $1,060,179
FNMA 30yr Pool#AS7492 4.000% 01-Jul-2046, 4.00%, 07/01/46 FN 3138WHKE1 - - 1,093,605 $1,060,662 $1,060,662 0.02 $1,056,166
FHLMC 30yr Pool#RA1087 4.500% 01-Jul-2049, 4.50%, 07/01/49 FR 3133KGF45 - - 1,055,462 $1,052,773 $1,052,773 0.01 $1,047,891
FNMA 30yr Pool#CB8995 5.500% 01-Aug-2054, 5.50%, 08/01/54 FN 3140QU7H3 - - 1,009,434 $1,036,936 $1,036,936 0.01 $1,031,229
FHLMC 30yr Pool#QG3885 6.500% 01-Jun-2053, 6.50%, 06/01/53 FR 3133C4J62 - - 968,232 $1,014,065 $1,014,065 0.01 $1,007,596
FNMA 30yr Pool#BV4203 3.500% 01-Apr-2052, 3.50%, 04/01/52 FN 3140MHU56 - - 1,019,369 $960,383 $960,383 0.01 $956,716
FNMA 30yr Pool#FM1598 4.000% 01-Feb-2049, 4.00%, 02/01/49 FN 3140X4X43 - - 987,563 $955,987 $955,987 0.01 $951,927
FNMA 30yr Pool#BV8484 3.500% 01-Apr-2052, 3.50%, 04/01/52 FN 3140MNNA0 - - 1,008,366 $949,941 $949,941 0.01 $946,314
FNMA 30yr Pool#DA3522 5.500% 01-Oct-2053, 5.50%, 10/01/53 FN 3140A34G5 - - 921,927 $946,558 $946,558 0.01 $941,347
FNMA 30yr Pool#CA6382 4.500% 01-Jul-2050, 4.50%, 07/01/50 FN 3140QECU4 - - 922,948 $917,438 $917,438 0.01 $913,169
FHLMC 30yr Pool#ZM8197 4.000% 01-Sep-2048, 4.00%, 09/01/48 FR 3131Y3DA1 - - 934,641 $904,758 $904,758 0.01 $900,915
GNMA II 30yr Pool#MA5021 4.500% 20-Feb-2048, 4.50%, 02/20/48 G2 36179TSJ5 - - 902,260 $900,818 $900,818 0.01 $896,645
FHLMC 30yr Pool#QG7338 6.000% 01-Jul-2053, 6.00%, 07/01/53 FR 3133C8EK7 - - 836,067 $869,776 $869,776 0.01 $864,620
BX Commercial Mortgage Trust 2021-21M A 4.595% 15-OCT-2036, 4.59%, 10/15/36 BX 2021-21M 05609CAA5 - - 862,801 $864,941 $864,941 0.01 $862,298
FNMA 30yr Pool#AB9341 3.000% 01-May-2043, 3.00%, 05/01/43 FN 31417GLX2 - - 888,004 $820,939 $820,939 0.01 $818,201
FNMA 30yr Pool#BN4541 4.000% 01-Feb-2049, 4.00%, 02/01/49 FN 3140JMBK7 - - 821,741 $795,467 $795,467 0.01 $792,089
FREMF 2019-KF70 Mortgage Trust C 10.12306% 25-SEP-2029, 10.12%, 09/25/29 FREMF 2019-KF70 30298UAJ0 - - 789,970 $784,448 $784,448 0.01 $781,338
FNMA 30yr Pool#BY0782 5.500% 01-Apr-2053, 5.50%, 04/01/53 FN 3140NG2Q2 - - 741,700 $769,792 $769,792 0.01 $765,599
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-DNA5 M2 5.52419% 25-JAN-2034, 5.52%, 01/25/34 STACR 2021-DNA5 35564KHE2 - - 751,181 $754,891 $754,891 0.01 $753,393
FHLMC 30yr Pool#ZT1926 3.000% 01-Nov-2043, 3.00%, 11/01/43 FR 3132AED78 - - 810,080 $749,901 $749,901 0.01 $747,404
FHLMC 30yr Pool#RA1999 4.500% 01-Jan-2050, 4.50%, 01/01/50 FR 3133KHGG5 - - 747,016 $745,113 $745,113 0.01 $741,658
FNMA 30yr Pool#BY0866 5.500% 01-May-2053, 5.50%, 05/01/53 FN 3140NG6C9 - - 698,253 $720,740 $720,740 0.01 $716,793
GNMA II 30yr Pool#MA5264 4.000% 20-Jun-2048, 4.00%, 06/20/48 G2 36179TZ57 - - 717,506 $694,020 $694,020 0.01 $691,071
ACHM Trust 2024-HE1 B 7.26% 25-MAY-2039, 7.26%, 05/25/39 ACHM 2024-HE1 00449TAB1 - - 666,844 $692,354 $692,354 0.01 $690,606
ACHV ABS Trust 2024-1PL C 6.42% 25-APR-2031, 6.42%, 04/25/31 ACHV 2024-1PL 00092BAC8 - - 668,058 $673,647 $673,647 0.01 $672,098
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 $633,534 $633,534 0.01 $631,967
FNMA 30yr Pool#BW0343 4.500% 01-May-2052, 4.50%, 05/01/52 FN 3140MRLZ8 - - 632,422 $624,143 $624,143 0.01 $621,218
FHLMC 30yr Pool#QE1073 3.500% 01-Apr-2052, 3.50%, 04/01/52 FR 3133BAFN6 - - 647,501 $609,985 $609,985 0.01 $607,655
FHLMC 30yr Pool#SD8047 4.500% 01-Feb-2050, 4.50%, 02/01/50 FR 3132DV5G6 - - 589,320 $587,286 $587,286 0.01 $584,561
FNMA 30yr Pool#AL6842 4.000% 01-May-2045, 4.00%, 05/01/45 FN 3138EPS88 - - 593,835 $579,344 $579,344 0.01 $576,903
FNMA 30yr Pool#BK9507 4.000% 01-Oct-2048, 4.00%, 10/01/48 FN 3140HPR58 - - 593,691 $576,475 $576,475 0.01 $574,035
Sequoia Mortgage Trust 2013-5 A1 2.5% 25-MAY-2043, 2.50%, 05/25/43 SEMT 2013-5 81745AAA5 - - 634,078 $569,174 $569,174 0.01 $567,545
Connecticut Avenue Securities Trust 2022-R01 1M1 4.87419% 25-DEC-2041, 4.87%, 12/25/41 CAS 2022-R01 20754LAA7 - - 467,323 $543,365 $543,365 0.01 $467,323
Connecticut Avenue Securities Trust 2022-R07 1B2 15.87419% 25-JUN-2042, 15.87%, 06/25/42 CAS 2022-R07 20754MAL1 - - 436,201 $509,643 $509,643 0.01 $501,105
FNMA 30yr Pool#AZ0869 4.000% 01-Jul-2045, 4.00%, 07/01/45 FN 3138YR6F0 - - 517,703 $505,583 $505,583 0.01 $503,455
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 $503,885 $503,885 0.01 $502,899
FHLMC 15yr Pool#SB0116 2.500% 01-Nov-2034, 2.50%, 11/01/34 FR 3132CWDV3 - - 510,428 $489,486 $489,486 0.01 $488,175
FHLMC 30yr Pool#QD9191 3.500% 01-Apr-2052, 3.50%, 04/01/52 FR 3133B7F86 - - 499,061 $470,183 $470,183 0.01 $468,388
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA2 M1A 5.17419% 25-FEB-2042, 5.17%, 02/25/42 STACR 2022-DNA2 35564KRE1 - - 445,093 $446,275 $446,275 0.01 $445,444
Gracie Point International Funding, Series 2023-2 A 6.44671% 01-MAR-2027, 6.45%, 03/01/27 GPIF 2023-2A 38410JAA0 - - 418,538 $422,142 $422,142 0.01 $419,294
FHLMC 30yr Pool#SD1414 4.000% 01-Oct-2050, 4.00%, 10/01/50 FR 3132DNSB0 - - 436,445 $421,317 $421,317 0.01 $419,522
FNMA 30yr Pool#CB4329 3.500% 01-Jul-2052, 3.50%, 07/01/52 FN 3140QPY35 - - 435,067 $410,034 $410,034 0.01 $408,469
FNMA 30yr Pool#BV6879 4.500% 01-Apr-2052, 4.50%, 04/01/52 FN 3140MLUD0 - - 405,464 $400,220 $400,220 0.01 $398,345
FNMA 30yr Pool#CA4646 3.000% 01-Feb-2048, 3.00%, 02/01/48 FN 3140QCEU6 - - 422,004 $388,154 $388,154 0.01 $386,853
FHLMC 30yr Pool#QG3397 6.000% 01-May-2053, 6.00%, 05/01/53 FR 3133C3X27 - - 365,046 $379,764 $379,764 0.01 $377,512
FHLMC 30yr Pool#QA8274 3.500% 01-Mar-2050, 3.50%, 03/01/50 FR 3133A3FP8 - - 387,475 $361,858 $361,858 0.01 $360,464
FNMA 30yr Pool#FM3447 4.000% 01-Nov-2049, 4.00%, 11/01/49 FN 3140X6ZM6 - - 354,518 $343,387 $343,387 0.00 $341,929
Connecticut Avenue Securities Trust 2023-R05 1B1 8.62419% 25-JUN-2043, 8.62%, 06/25/43 CAS 2023-R05 207942AC7 - - 312,000 $334,982 $334,982 0.00 $334,011
FHLMC 30yr Pool#SD1966 4.000% 01-Nov-2052, 4.00%, 11/01/52 FR 3132DPFF0 - - 328,580 $315,661 $315,661 0.00 $314,310
FNMA 30yr Pool#BV7632 4.500% 01-Apr-2052, 4.50%, 04/01/52 FN 3140MMPS1 - - 311,555 $307,526 $307,526 0.00 $306,085
FNMA 30yr Pool#AR9225 3.000% 01-Mar-2043, 3.00%, 03/01/43 FN 3138W7HB3 - - 327,837 $302,149 $302,149 0.00 $301,138
FHLMC 30yr Pool#ZN6461 4.000% 01-May-2049, 4.00%, 05/01/49 FR 3131YDFA7 - - 303,297 $293,094 $293,094 0.00 $291,848
FHLMC 30yr Pool#QA5150 4.500% 01-Dec-2049, 4.50%, 12/01/49 FR 31346YWK5 - - 293,225 $292,213 $292,213 0.00 $290,857
FHLMC 30yr Pool#ZT0391 4.000% 01-Nov-2047, 4.00%, 11/01/47 FR 3132ACNG1 - - 299,260 $291,780 $291,780 0.00 $290,550
FNMA 30yr Pool#FS2548 4.000% 01-Mar-2051, 4.00%, 03/01/51 FN 3140XHZN0 - - 298,534 $288,186 $288,186 0.00 $286,958
FNMA 30yr Pool#FS2238 4.000% 01-Mar-2051, 4.00%, 03/01/51 FN 3140XHPY7 - - 290,724 $281,429 $281,429 0.00 $280,234
FNMA 30yr Pool#AS8649 3.000% 01-Jan-2047, 3.00%, 01/01/47 FN 3138WJTF5 - - 304,391 $277,457 $277,457 0.00 $276,519
FNMA 30yr Pool#BN3899 4.000% 01-Dec-2048, 4.00%, 12/01/48 FN 3140JLKM5 - - 267,496 $258,943 $258,943 0.00 $257,844
FHLMC 30yr Pool#QA1615 3.500% 01-Aug-2049, 3.50%, 08/01/49 FR 31334XYL7 - - 270,021 $253,437 $253,437 0.00 $252,465
FHLMC 30yr Pool#ZN4240 4.500% 01-Dec-2048, 4.50%, 12/01/48 FR 3131YAV98 - - 248,668 $248,228 $248,228 0.00 $247,078
Fannie Mae REMIC Trust 2017-9 VL 3.0% 25-JUL-2028, 3.00%, 07/25/28 FNR 2017-9 3136AVYH6 - - 247,753 $246,553 $246,553 0.00 $245,789
Fannie Mae REMIC Trust 2012-126 SY 0.0% 25-NOV-2042, 0.01%, 11/25/42 FNR 2012-126 3136A9ZR2 - - 473,554 $232,607 $232,607 0.00 $232,605
FNMA 30yr Pool#MA3908 4.500% 01-Jan-2050, 4.50%, 01/01/50 FN 31418DKW1 - - 230,182 $229,388 $229,388 0.00 $228,324
FNMA 30yr Pool#BW0081 4.500% 01-Apr-2052, 4.50%, 04/01/52 FN 3140MRCT2 - - 229,264 $226,263 $226,263 0.00 $225,202
FNMA 30yr Pool#MA3687 4.000% 01-Jun-2049, 4.00%, 06/01/49 FN 31418DCZ3 - - 231,655 $223,625 $223,625 0.00 $222,673
FHLMC 15yr Pool#SB0040 2.500% 01-Dec-2033, 2.50%, 12/01/33 FR 3132CWBH6 - - 227,376 $221,092 $221,092 0.00 $220,508
FNMA 30yr Pool#BE3616 4.000% 01-May-2047, 4.00%, 05/01/47 FN 3140FPAS8 - - 226,389 $220,989 $220,989 0.00 $220,058
FNMA 30yr Pool#MA1327 3.000% 01-Jan-2043, 3.00%, 01/01/43 FN 31418APM4 - - 238,092 $220,405 $220,405 0.00 $219,671
Connecticut Avenue Securities, Series 2021-R03 1M1 4.72419% 25-DEC-2041, 4.72%, 12/25/41 CAS 2021-R03 20754AAA1 - - 219,733 $220,120 $220,120 0.00 $219,746
FNMA 30yr Pool#BO9819 4.500% 01-Dec-2049, 4.50%, 12/01/49 FN 3140K54D6 - - 209,220 $208,498 $208,498 0.00 $207,531
GNMA II 30yr Pool#MA5192 4.000% 20-May-2048, 4.00%, 05/20/48 G2 36179TXV2 - - 214,408 $207,390 $207,390 0.00 $206,508
FHLMC 30yr Pool#RA1088 4.500% 01-Jul-2049, 4.50%, 07/01/49 FR 3133KGF52 - - 203,224 $202,523 $202,523 0.00 $201,583
FNMA 30yr Pool#AB6280 3.000% 01-Sep-2042, 3.00%, 09/01/42 FN 31417C6S9 - - 192,894 $178,564 $178,564 0.00 $177,969
FNMA 30yr Pool#CA4185 4.500% 01-Sep-2049, 4.50%, 09/01/49 FN 3140QBUK2 - - 174,552 $173,949 $173,949 0.00 $173,142
FHLMC 30yr Pool#SD8040 4.500% 01-Jan-2050, 4.50%, 01/01/50 FR 3132DV4Z5 - - 174,460 $173,858 $173,858 0.00 $173,051
FNMA 30yr Pool#BO2983 3.000% 01-Sep-2049, 3.00%, 09/01/49 FN 3140JXJ58 - - 190,337 $173,523 $173,523 0.00 $172,936
FNMA 30yr Pool#CA4035 4.500% 01-Aug-2049, 4.50%, 08/01/49 FN 3140QBPV4 - - 166,553 $165,978 $165,978 0.00 $165,208
FNMA 30yr Pool#BV7132 4.500% 01-Apr-2052, 4.50%, 04/01/52 FN 3140ML4S6 - - 161,389 $159,276 $159,276 0.00 $158,530
FHLMC 30yr Pool#ZA7158 4.500% 01-Jun-2049, 4.50%, 06/01/49 FR 31329Q5T4 - - 156,734 $156,335 $156,335 0.00 $155,610
FHLMC 30yr Pool#ZT1320 4.000% 01-Nov-2048, 4.00%, 11/01/48 FR 3132ADPD4 - - 159,620 $154,516 $154,516 0.00 $153,860
FNMA 30yr Pool#AB7563 3.000% 01-Jan-2043, 3.00%, 01/01/43 FN 31417EMM0 - - 165,984 $154,023 $154,023 0.00 $153,511
FNMA 30yr Pool#FS2546 4.000% 01-Mar-2051, 4.00%, 03/01/51 FN 3140XHZL4 - - 153,016 $148,124 $148,124 0.00 $147,495
FNMA 30yr Pool#BW0072 4.500% 01-Apr-2052, 4.50%, 04/01/52 FN 3140MRCJ4 - - 136,110 $134,329 $134,329 0.00 $133,699
FNMA 30yr Pool#MA1229 3.000% 01-Oct-2042, 3.00%, 10/01/42 FN 31418ALK2 - - 142,922 $132,623 $132,623 0.00 $132,182
GNMA II 30yr Pool#MA5753 4.000% 20-Feb-2049, 4.00%, 02/20/49 G2 36179UMA7 - - 136,900 $128,588 $128,588 0.00 $128,025
FNMA 30yr Pool#BV7131 4.500% 01-Apr-2052, 4.50%, 04/01/52 FN 3140ML4R8 - - 128,843 $127,156 $127,156 0.00 $126,560
GNMA II 30yr Pool#BF6874 4.500% 20-Jul-2048, 4.50%, 07/20/48 G2 3617GDT77 - - 126,387 $125,172 $125,172 0.00 $124,587
GNMA II 30yr Pool#MA5866 4.000% 20-Apr-2049, 4.00%, 04/20/49 G2 36179UQT2 - - 131,967 $124,514 $124,514 0.00 $123,972
FNMA 20yr Pool#AB9283 3.000% 01-Apr-2038, 3.00%, 04/01/38 FN 31417GJ56 - - 130,737 $120,822 $120,822 0.00 $120,419
GNMA II 30yr Pool#BK5879 4.500% 20-Nov-2048, 4.50%, 11/20/48 G2 3617J6Q80 - - 111,202 $110,430 $110,430 0.00 $109,916
FNMA 30yr Pool#BM3282 3.500% 01-Dec-2047, 3.50%, 12/01/47 FN 3140J7UG8 - - 112,750 $107,057 $107,057 0.00 $106,652
FHLMC 30yr Pool#QE0318 4.500% 01-Mar-2052, 4.50%, 03/01/52 FR 3133B9K78 - - 108,047 $106,650 $106,650 0.00 $106,150
FNMA 30yr Pool#CA3683 4.500% 01-Jun-2049, 4.50%, 06/01/49 FN 3140QBCV8 - - 105,966 $105,600 $105,600 0.00 $105,110
FHLMC 30yr Pool#ZT1633 4.000% 01-Mar-2047, 4.00%, 03/01/47 FR 3132ADY69 - - 105,934 $103,454 $103,454 0.00 $103,018
FNMA 30yr Pool#CA0108 3.500% 01-Aug-2047, 3.50%, 08/01/47 FN 3140Q7DN4 - - 105,136 $99,827 $99,827 0.00 $99,449
FHLMC 30yr Pool#ZM7577 4.500% 01-Aug-2048, 4.50%, 08/01/48 FR 3131Y2M21 - - 89,741 $89,547 $89,547 0.00 $89,132
Fannie Mae REMIC Trust 2013-130 FN 4.33867% 25-OCT-2042, 4.34%, 10/25/42 FNR 2013-130 3136AHG53 - - 89,468 $88,759 $88,759 0.00 $88,618
FHLMC 30yr Pool#ZM7926 5.000% 01-Sep-2048, 5.00%, 09/01/48 FR 3131Y2YX0 - - 77,533 $78,956 $78,956 0.00 $78,558
FHLMC 30yr Pool#QA2159 3.000% 01-Aug-2049, 3.00%, 08/01/49 FR 31334YMG9 - - 82,395 $73,302 $73,302 0.00 $73,048
FNMA 30yr Pool#MA1447 3.000% 01-May-2043, 3.00%, 05/01/43 FN 31418ATD0 - - 76,711 $70,700 $70,700 0.00 $70,463
Sequoia Mortgage Trust 2019-CH3 A19 4.0% 25-OCT-2049, 4.00%, 09/25/49 SEMT 2019-CH3 81748GBN0 - - 74,939 $69,694 $69,694 0.00 $69,386
FNMA 30yr Pool#AS8547 3.000% 01-Nov-2046, 3.00%, 11/01/46 FN 3138WJP93 - - 71,314 $64,866 $64,866 0.00 $64,646
RCKT Mortgage Trust 2025-CES7 A1A 5.377% 25-JUL-2055, 5.38%, 07/25/55 RCKT 2025-CES7 74943AAA0 - - - $63,457 $63,457 0.00 $0
FNMA 30yr Pool#BD2453 3.000% 01-Jan-2047, 3.00%, 01/01/47 FN 3140F9WP6 - - 66,722 $61,228 $61,228 0.00 $61,022
Fannie Mae REMIC Trust 2010-109 BS 9.46957% 25-OCT-2040, 9.47%, 10/25/40 FNR 2010-109 31398NTM6 - - 41,248 $57,861 $57,861 0.00 $57,475
Fannie Mae REMIC Trust 2006-20 GF 4.53628% 25-APR-2036, 4.34%, 04/25/36 FNR 2006-20 31395BU43 - - 53,691 $53,412 $53,412 0.00 $53,328
FHLMC 15yr Pool#ZK8962 3.000% 01-Sep-2032, 3.00%, 09/01/32 FR 3131XC5X1 - - 52,527 $51,506 $51,506 0.00 $51,344
FHLMC 15yr Pool#ZS7403 3.000% 01-May-2031, 3.00%, 05/01/31 FR 3132A8GL7 - - 48,086 $47,405 $47,405 0.00 $47,256
FNMA 30yr Pool#BO1857 4.500% 01-Aug-2049, 4.50%, 08/01/49 FN 3140JWB33 - - 42,780 $42,632 $42,632 0.00 $42,435
FNMA 15yr Pool#BO5957 3.000% 01-Dec-2034, 3.00%, 12/01/34 FN 3140K1TP1 - - 43,602 $42,445 $42,445 0.00 $42,311
Freddie Mac Multiclass Certificates, Series 3721 FB 4.7565% 15-SEP-2040, 4.60%, 09/15/40 FHR 3721 3137GAD20 - - 41,575 $41,668 $41,668 0.00 $41,546
Freddie Mac Multiclass Certificates, Series 3380 FM 4.8465% 15-OCT-2037, 4.69%, 10/15/37 FHR 3380 31397KTJ0 - - 40,968 $41,112 $41,112 0.00 $40,989
Ginnie Mae REMIC Trust 2008-013 FB 4.57432% 20-FEB-2038, 4.35%, 02/20/38 GNR 2008-13 38375PNL1 - - 39,234 $39,224 $39,224 0.00 $39,134
FNMA 30yr Pool#BC0870 3.500% 01-Jan-2046, 3.50%, 01/01/46 FN 3140EU6G9 - - 37,141 $35,180 $35,180 0.00 $35,046
FNMA 15yr Pool#BO7717 3.000% 01-Nov-2034, 3.00%, 11/01/34 FN 3140K3SF0 - - 32,847 $32,046 $32,046 0.00 $31,945
FHLMC 15yr Pool#ZK9163 3.000% 01-Jan-2033, 3.00%, 01/01/33 FR 3131XDFC4 - - 31,278 $30,655 $30,655 0.00 $30,558
Ginnie Mae REMIC Trust 2007-040 FG 4.39432% 20-JUL-2037, 4.17%, 07/20/37 GNR 2007-40 38375KZS4 - - 29,602 $29,434 $29,434 0.00 $29,369
Ginnie Mae REMIC Trust 2004-069 CF 4.47432% 20-JUL-2034, 4.25%, 07/20/34 GNR 2004-69 38374JAT3 - - 25,505 $25,522 $25,522 0.00 $25,468
Santander Bank Auto Credit-Linked Notes, Series 2023-A B 6.493% 15-JUN-2033, 6.49%, 06/15/33 SBCLN 2023-A 80290CBU7 - - 24,115 $24,225 $24,225 0.00 $24,125
Fannie Mae REMIC Trust 2013-2 QF 4.68628% 25-FEB-2043, 4.49%, 02/25/43 FNR 2013-2 3136AB4P5 - - 23,671 $23,688 $23,688 0.00 $23,650
Ginnie Mae REMIC Trust 2007-059 FA 4.57432% 20-OCT-2037, 4.35%, 10/20/37 GNR 2007-59 38375LPU8 - - 23,673 $23,673 $23,673 0.00 $23,621
FHLMC 30yr Pool#ZN2165 4.500% 01-Dec-2048, 4.50%, 12/01/48 FR 3131Y8MN2 - - 22,631 $22,705 $22,705 0.00 $22,600
Ginnie Mae REMIC Trust 2010-133 FD 4.27874% 16-OCT-2040, 4.28%, 10/16/40 GNR 2010-133 38377MHV1 - - 21,455 $21,519 $21,519 0.00 $21,463
Ginnie Mae REMIC Trust 2008-016 FC 4.57432% 20-FEB-2038, 4.35%, 02/20/38 GNR 2008-16 383742FU2 - - 19,053 $19,055 $19,055 0.00 $19,014
Ginnie Mae REMIC Trust 2007-037 FW 4.38432% 20-JUN-2037, 4.16%, 06/20/37 GNR 2007-37 38375KNR9 - - 18,877 $18,745 $18,745 0.00 $18,705
Ginnie Mae REMIC Trust 2004-059 FP 4.14874% 16-AUG-2034, 4.15%, 08/16/34 GNR 2004-59 38374HYS3 - - 18,095 $18,124 $18,124 0.00 $18,078
Ginnie Mae REMIC Trust 2005-065 FA 4.22432% 20-AUG-2035, 4.00%, 08/20/35 GNR 2005-65 38374LL25 - - 18,121 $17,940 $17,940 0.00 $17,904
Freddie Mac Multiclass Certificates, Series 2426 FL 4.9065% 15-MAR-2032, 4.75%, 03/15/32 FHR 2426 31339W7G5 - - 16,344 $16,464 $16,464 0.00 $16,414
Fannie Mae REMIC Trust 2002-53 FK 4.58628% 25-APR-2032, 4.39%, 04/25/32 FNR 2002-53 31392EHN3 - - 16,155 $16,159 $16,159 0.00 $16,134
FHLMC 30yr Pool#ZT0252 3.000% 01-Dec-2047, 3.00%, 12/01/47 FR 3132ACH52 - - 16,906 $15,514 $15,514 0.00 $15,462
Ginnie Mae REMIC Trust 2005-048 AF 4.27432% 20-JUN-2035, 4.05%, 06/20/35 GNR 2005-48 38374LHM6 - - 15,435 $15,305 $15,305 0.00 $15,274
Fannie Mae REMIC Trust 2005-83 KT 4.48628% 25-OCT-2035, 4.29%, 10/25/35 FNR 2005-83 31394FUL7 - - 13,838 $13,763 $13,763 0.00 $13,742
Fannie Mae REMIC Trust 2007-89 GF 4.70628% 25-SEP-2037, 4.51%, 09/25/37 FNR 2007-89 31396XPM0 - - 13,055 $13,093 $13,093 0.00 $13,071
Freddie Mac Multiclass Certificates, Series 2551 FD 4.6565% 15-JAN-2033, 4.50%, 01/15/33 FHR 2551 31393JAZ1 - - 11,855 $11,879 $11,879 0.00 $11,844
FHLMC 30yr Pool#ZM2269 3.000% 01-Dec-2046, 3.00%, 12/01/46 FR 3131XVQW8 - - 12,350 $11,324 $11,324 0.00 $11,286
Ginnie Mae REMIC Trust 2012-075 FP 4.37432% 20-JUL-2041, 4.15%, 07/20/41 GNR 2012-75 38378EZ55 - - 10,909 $10,938 $10,938 0.00 $10,916
Ginnie Mae REMIC Trust 2007-061 FA 4.57432% 20-OCT-2037, 4.35%, 10/20/37 GNR 2007-61 38375LLN8 - - 9,821 $9,822 $9,822 0.00 $9,800
Freddie Mac Multiclass Certificates, Series 2410, excluding Group 6 FX 4.6065% 15-FEB-2032, 4.45%, 02/15/32 FHR 2410 31339NJN7 - - 9,245 $9,246 $9,246 0.00 $9,220
GNMA II 30yr Pool#BK6072 5.000% 20-Jan-2049, 5.00%, 01/20/49 G2 3617J6W91 - - 8,979 $9,132 $9,132 0.00 $9,086
Fannie Mae REMIC Trust 2010-123 FL 4.61628% 25-NOV-2040, 4.42%, 11/25/40 FNR 2010-123 31398N2W3 - - 9,092 $9,096 $9,096 0.00 $9,082
FNMA 15yr Pool#AS8207 2.500% 01-Oct-2031, 2.50%, 10/01/31 FN 3138WJDM7 - - 9,050 $8,806 $8,806 0.00 $8,783
Freddie Mac Multiclass Certificates, Series 3028 FM 4.34833% 15-SEP-2035, 4.35%, 09/15/35 FHR 3028 31396AFB5 - - 8,076 $8,063 $8,063 0.00 $8,040
FNMA 15yr Pool#BM1036 2.500% 01-Feb-2032, 2.50%, 02/01/32 FN 3140J5EJ4 - - 7,999 $7,781 $7,781 0.00 $7,761
FNMA 15yr Pool#AS7643 2.500% 01-Aug-2031, 2.50%, 08/01/31 FN 3138WHP55 - - 7,963 $7,747 $7,747 0.00 $7,727
Fannie Mae REMIC Trust 2003-87 FG 4.68628% 25-SEP-2033, 4.49%, 09/25/33 FNR 2003-87 31393E4W6 - - 7,702 $7,725 $7,725 0.00 $7,713
Fannie Mae REMIC Trust 2012-100 FG 4.58628% 25-SEP-2042, 4.39%, 09/25/42 FNR 2012-100 3136A8QW3 - - 7,515 $7,453 $7,453 0.00 $7,441
Ginnie Mae REMIC Trust 2007-018 FD 4.37432% 20-APR-2037, 4.15%, 04/20/37 GNR 2007-18 38375JC86 - - 6,891 $6,841 $6,841 0.00 $6,827
Fannie Mae REMIC Trust 2002-16 VF 4.73628% 25-APR-2032, 4.54%, 04/25/32 FNR 2002-16 31392CWW0 - - 6,800 $6,824 $6,824 0.00 $6,813
Ginnie Mae REMIC Trust 2010-006 FG 4.44874% 16-JAN-2040, 4.45%, 01/16/40 GNR 2010-6 38376TSC7 - - 6,686 $6,710 $6,710 0.00 $6,692
FHLMC 15yr Pool#ZK8405 2.500% 01-Dec-2031, 2.50%, 01/22/31 FR 3131XCKS5 - - 6,855 $6,659 $6,659 0.00 $6,642
Freddie Mac Multiclass Certificates, Series 3738 FD 4.39833% 15-AUG-2040, 4.40%, 08/15/40 FHR 3738 3137GAYQ4 - - 6,249 $6,265 $6,265 0.00 $6,247
Fannie Mae REMIC Trust 2010-95 FB 4.58628% 25-SEP-2040, 4.39%, 09/25/40 FNR 2010-95 31398NEX8 - - 5,830 $5,832 $5,832 0.00 $5,823
FNMA 30yr Pool#MA3694 4.500% 01-Jul-2049, 4.50%, 07/01/49 FN 31418DC83 - - 4,446 $4,431 $4,431 0.00 $4,410
Ginnie Mae REMIC Trust 1999-27 FE 4.24874% 16-AUG-2029, 4.25%, 08/16/29 GNR 1999-27 3837H2WA3 - - 1,686 $1,690 $1,690 0.00 $1,684
FHLMC 30yr Pool#ZN0650 3.000% 01-Mar-2043, 3.00%, 03/01/43 FR 3131Y6WK1 - - 1,654 $1,525 $1,525 0.00 $1,519
Freddie Mac Multiclass Certificates, Series 2469 FE 4.7565% 15-JUL-2032, 4.60%, 07/15/32 FHR 2469 31392RC58 - - 1,463 $1,466 $1,466 0.00 $1,461
Ginnie Mae REMIC Trust 2010-125 VF 4.42432% 20-JUN-2040, 4.20%, 06/20/40 GNR 2010-125 38377JYJ6 - - 348.00 $348 $348 0.00 $347
US 5YR NOTE (CBT) Mar26 MAR 26 FVH6 FUTURES_USD - 2,844 $310,951,408 $0 0.00 $0
US ULTRA BOND CBT Mar26 MAR 26 WNH6 FUTURES_USD - -312.00 $-36,913,500 $0 0.00 $0
US 10yr Ultra Fut Mar26 MAR 26 UXYH6 FUTURES_USD - -1,258 $-144,807,594 $0 0.00 $0
US 10YR NOTE (CBT)Mar26 MAR 26 TYH6 FUTURES_USD - -163.00 $-18,350,234 $0 0.00 $0
UMBS TBA 30yr 3.5% January Delivery, 3.50%, 01/14/26 FNCL 01F032617 - - -95,653,000 $-88,475,199 $-88,475,199 -1.26 $-88,475,199
UMBS TBA 30yr 2.5% January Delivery, 2.50%, 01/14/26 FNCL 01F022618 - - -126,434,000 $-107,007,289 $-107,007,289 -1.52 $-107,007,289
UMBS TBA 30yr 5% January Delivery, 5.00%, 01/14/26 FNCL 01F050619 - - -324,098,894 $-323,590,707 $-323,590,707 -4.60 $-323,590,707
UMBS TBA 30yr 4.5% January Delivery, 4.50%, 01/14/26 FNCL 01F042616 - - -354,908,342 $-346,601,357 $-346,601,357 -4.93 $-346,601,357
Fannie Mae or Freddie Mac|5.5|01/14/2026, 5.50%, 01/14/26 FNCL 01F052615 - - -389,438,442 $-395,198,237 $-395,198,237 -5.62 $-395,198,237
UMBS TBA 30yr 6% January Delivery, 6.00%, 01/14/26 FNCL 01F060618 - - -463,616,167 $-476,073,533 $-476,073,533 -6.77 $-476,073,533
UMBS TBA 30yr 4% January Delivery, 4.00%, 01/14/26 FNCL 01F040610 - - -721,596,155 $-685,012,673 $-685,012,673 -9.75 $-685,012,673
SEGREGATED CASH SEGCASH - $0.00 12,572,563 $12,572,563 $12,572,563 0.18 $12,572,563
ALMSUM ALMSUM - $0.00 - $0 $0 0.00 $0
US DOLLARS USD MD_142224 - - -1,868,317,764 $-1,868,317,764 $-1,868,317,764 -26.58 $-1,868,317,764
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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