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For Institutional Investors in the US

Mortgage-Backed Securities ETF Holdings

Full Portfolio Holdings

(As of April 10, 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% May Delivery, 2.50%, 05/13/26 FNCL 01F022659 - 1,560,339,894 $1,316,505,579 $1,316,505,579 19.83 $1,316,505,579
GNMA II TBA 30yr 2.5% April Delivery, 2.50%, 04/21/26 G2SF 21H022648 - 727,391,414 $626,869,558 $626,869,558 9.45 $626,869,558
GNMA II TBA 30yr 5% April Delivery, 5.00%, 04/21/26 G2SF 21H050649 - 394,649,194 $393,018,898 $393,018,898 5.93 $393,018,898
UMBS TBA 30yr 6% May Delivery, 6.00%, 05/13/26 FNCL 01F060659 - 301,770,985 $308,307,345 $308,307,345 4.65 $308,307,345
UMBS TBA 30yr 2% May Delivery, 2.00%, 05/13/26 FNCL 01F020653 - 360,986,255 $291,125,668 $291,125,668 4.39 $291,125,668
UMBS TBA 30yr 3% May Delivery, 3.00%, 05/13/26 FNCL 01F030652 - 303,281,354 $267,432,285 $267,432,285 4.03 $267,432,285
UMBS TBA 30yr 5.5% May Delivery, 5.50%, 05/13/26 FNCL 01F052656 - 177,900,000 $179,259,156 $179,259,156 2.70 $179,259,156
GNMA II TBA 30yr 5.5% April Delivery, 5.50%, 04/21/26 G2SF 21H052645 - 168,601,000 $170,091,433 $170,091,433 2.56 $170,091,433
GNMA II TBA 30yr 3% April Delivery, 3.00%, 04/21/26 G2SF 21H030641 - 182,289,962 $163,131,287 $163,131,287 2.46 $163,131,287
UMBS TBA 30yr 3.5% May Delivery, 3.50%, 05/13/26 FNCL 01F032658 - 155,843,000 $143,115,770 $143,115,770 2.15 $143,115,770
FNMA 30yr Pool#CB9787 5.000% 01-Jan-2055, 5.00%, 01/01/55 FN 3140QV2V5 - 129,734,424 $130,797,427 $130,797,427 1.97 $129,622,338
GNMA II TBA 30yr 3.5% May Delivery, 3.50%, 05/20/26 G2SF 21H032654 - 136,959,377 $125,082,397 $125,082,397 1.88 $125,082,397
FHLMC 30yr Pool#SL3350 6.000% 01-Nov-2055, 6.00%, 11/01/55 FR 31427QWL2 - 112,176,234 $119,590,675 $119,590,675 1.80 $115,838,091
FNMA 30yr Pool#FA2754 4.500% 01-Jan-2049, 4.50%, 01/01/49 FN 3140W3BY4 - 114,446,306 $113,410,996 $113,410,996 1.71 $112,210,237
GNMA II TBA 30yr 4.5% April Delivery, 4.50%, 04/21/26 G2SF 21H042646 - 115,940,488 $112,575,547 $112,575,547 1.69 $112,575,547
FHLMC 30yr Pool#SL3899 5.000% 01-Jan-2056, 5.00%, 01/01/56 FR 31427RKM1 - 110,329,379 $111,081,814 $111,081,814 1.67 $110,234,131
FNMA 30yr Pool#FS1133 4.000% 01-Oct-2051, 4.00%, 10/01/51 FN 3140XGHK8 - 108,981,455 $105,645,848 $105,645,848 1.59 $104,159,142
FNMA 30yr Pool#FM7460 4.000% 01-Mar-2051, 4.00%, 03/01/51 FN 3140XBJE1 - 103,098,688 $100,033,385 $100,033,385 1.51 $98,536,681
GNMA II TBA 30yr 4% April Delivery, 4.00%, 04/21/26 G2SF 21H040640 - 105,718,688 $99,412,463 $99,412,463 1.50 $99,412,463
UMBS TBA 30yr 6.5% May Delivery, 6.50%, 05/13/26 FNCL 01F062655 - 87,285,000 $90,490,105 $90,490,105 1.36 $90,490,105
FNMA 30yr Pool#FA4553 5.000% 01-Feb-2056, 5.00%, 02/01/56 FN 3140W5BX1 - 87,263,716 $88,511,618 $88,511,618 1.33 $87,491,734
FNMA 30yr Pool#FA3025 5.500% 01-Sep-2055, 5.50%, 09/01/55 FN 3140W3LF4 - 84,040,163 $87,157,317 $87,157,317 1.31 $86,385,269
FNMA 30yr Pool#FA3182 6.000% 01-Oct-2055, 6.00%, 10/01/55 FN 3140W3RC5 - 78,220,259 $86,141,874 $86,141,874 1.30 $80,692,088
GNMA II TBA 30yr 3.5% April Delivery, 3.50%, 04/21/26 G2SF 21H032647 - 89,397,588 $81,980,628 $81,980,628 1.23 $81,980,628
FHLMC 30yr Pool#SL2464 4.500% 01-Dec-2048, 4.50%, 12/01/48 FR 31427PW26 - 80,313,145 $80,114,354 $80,114,354 1.21 $78,743,975
FNMA 30yr Pool#FA3036 5.500% 01-Oct-2055, 5.50%, 10/01/55 FN 3140W3LS6 - 73,501,363 $77,106,650 $77,106,650 1.16 $75,403,801
FHLMC 30yr Pool#RJ4363 5.500% 01-Jun-2055, 5.50%, 06/01/55 FR 3142GUZ55 - 73,481,202 $76,431,828 $76,431,828 1.15 $75,383,118
FHLMC 30yr Pool#SD1046 4.000% 01-Jul-2052, 4.00%, 07/01/52 FR 3132DNET6 - 78,705,202 $75,976,300 $75,976,300 1.14 $75,207,825
FNMA 30yr Pool#FA3037 5.500% 01-Oct-2055, 5.50%, 10/01/55 FN 3140W3LT4 - 67,151,221 $69,732,718 $69,732,718 1.05 $68,725,930
FNMA 30yr Pool#FA0574 5.500% 01-Jan-2055, 5.50%, 01/01/55 FN 3140W0T88 - 65,681,887 $68,920,096 $68,920,096 1.04 $67,320,800
FNMA 30yr Pool#FS8993 6.000% 01-Jul-2054, 6.00%, 07/01/54 FN 3140XQ7F8 - 61,715,621 $65,438,785 $65,438,785 0.99 $63,597,866
FNMA 30yr Pool#FA0573 5.000% 01-Jan-2055, 5.00%, 01/01/55 FN 3140W0T70 - 60,013,273 $61,115,215 $61,115,215 0.92 $60,168,915
FNMA 30yr Pool#FA4270 5.000% 01-Dec-2055, 5.00%, 12/01/55 FN 3140W4W86 - 58,737,402 $59,592,323 $59,592,323 0.90 $58,850,631
FHLMC 30yr Pool#SL1188 5.500% 01-Apr-2055, 5.50%, 04/01/55 FR 31427NKA6 - 55,471,451 $57,878,212 $57,878,212 0.87 $56,725,844
FNMA 30yr Pool#FA5046 5.000% 01-Mar-2056, 5.00%, 03/01/56 FN 3140W5TC8 - 57,175,811 $57,705,980 $57,705,980 0.87 $57,286,979
FNMA 30yr Pool#FA4000 5.000% 01-Jun-2055, 5.00%, 06/01/55 FN 3140W4NS2 - 54,931,183 $55,722,039 $55,722,039 0.84 $55,073,644
FHLMC 30yr Pool#SL2435 6.500% 01-Feb-2055, 6.50%, 02/01/55 FR 31427PV50 - 50,569,973 $54,186,614 $54,186,614 0.82 $52,812,444
FNMA 30yr Pool#CB9654 5.000% 01-Dec-2054, 5.00%, 12/01/54 FN 3140QVWQ3 - 50,589,075 $50,917,181 $50,917,181 0.77 $50,545,368
FNMA 30yr Pool#FA2246 5.500% 01-Jul-2055, 5.50%, 07/01/55 FN 3140W2P88 - 48,961,579 $50,837,760 $50,837,760 0.77 $50,103,550
FNMA 30yr Pool#FA3827 5.000% 01-Dec-2055, 5.00%, 12/01/55 FN 3140W4HD2 - 50,022,412 $50,224,921 $50,224,921 0.76 $49,621,917
FHLMC 30yr Pool#SL0239 5.000% 01-Jan-2055, 5.00%, 01/01/55 FR 31427MHR5 - 49,021,026 $49,807,775 $49,807,775 0.75 $48,978,674
FNMA 30yr Pool#FA3128 5.500% 01-Oct-2055, 5.50%, 10/01/55 FN 3140W3PN3 - 46,764,244 $48,439,226 $48,439,226 0.73 $48,086,592
FNMA 30yr Pool#CC2018 5.500% 01-Feb-2056, 5.50%, 02/01/56 FN 3140Y8G42 - 46,489,359 $47,957,767 $47,957,767 0.72 $47,579,543
Structured Agency Credit Risk (STACR) Debt Notes, Series 2022-HQA1 M2 8.9119% 25-MAR-2042, 8.91%, 03/25/42 STACR 2022-HQA1 35564KTJ8 - 45,421,486 $47,253,136 $47,253,136 0.71 $47,039,496
FNMA 30yr Pool#FA4155 5.000% 01-Jan-2056, 5.00%, 01/01/56 FN 3140W4TM9 - 45,965,504 $46,589,561 $46,589,561 0.70 $46,085,611
FNMA 30yr Pool#FA3572 5.000% 01-Nov-2055, 5.00%, 11/01/55 FN 3140W36J3 - 45,797,854 $46,427,780 $46,427,780 0.70 $45,916,628
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA2 M2 7.4119% 25-FEB-2042, 7.41%, 02/25/42 STACR 2022-DNA2 35564KRN1 - 45,174,272 $46,269,896 $46,269,896 0.70 $46,093,181
FNMA 30yr Pool#FA4202 5.000% 01-Jan-2056, 5.00%, 01/01/56 FN 3140W4U47 - 44,591,772 $45,129,044 $45,129,044 0.68 $44,678,473
FHLMC 30yr Pool#SD7343 5.500% 01-Jan-2055, 5.50%, 01/01/55 FR 3132DVEQ4 - 43,387,236 $44,711,387 $44,711,387 0.67 $44,368,365
FHLMC 30yr Pool#SL4015 5.500% 01-Jan-2056, 5.50%, 01/01/56 FR 31427RN97 - 42,571,955 $43,618,358 $43,618,358 0.66 $43,299,794
FNMA 30yr Pool#CC1926 5.000% 01-Feb-2056, 5.00%, 02/01/56 FN 3140Y8D86 - 42,177,986 $42,690,407 $42,690,407 0.64 $42,330,621
FNMA 30yr Pool#FA3435 5.000% 01-Nov-2055, 5.00%, 11/01/55 FN 3140W3Y94 - 41,923,456 $42,616,638 $42,616,638 0.64 $42,033,000
FNMA 30yr Pool#FS9779 5.500% 01-Nov-2054, 5.50%, 11/01/54 FN 3140XR2M6 - 41,091,370 $42,358,937 $42,358,937 0.64 $41,898,333
FNMA 40yr Pool#BF0646 2.500% 01-Jun-2062, 2.50%, 06/01/62 FN 3140FXWG3 - 47,268,801 $40,179,657 $40,179,657 0.60 $39,503,840
FNMA 30yr Pool#FS8881 4.500% 01-Sep-2053, 4.50%, 09/01/53 FN 3140XQ2P1 - 39,036,622 $38,897,646 $38,897,646 0.59 $38,334,261
FHLMC 30yr Pool#ZT2413 4.000% 01-Feb-2041, 4.00%, 02/01/41 FR 3132AEVE3 - 38,969,669 $38,710,682 $38,710,682 0.58 $38,126,364
FHLMC 30yr Pool#SL0046 6.000% 01-Jan-2055, 6.00%, 01/01/55 FR 31427MBQ3 - 35,813,262 $37,915,614 $37,915,614 0.57 $36,902,253
New Residential Mortgage LLC 6.545% 25-MAR-2032, 6.54%, 03/25/32 NZES 2025-FHT 64832EAA7 - 36,572,373 $36,893,855 $36,893,855 0.56 $36,774,172
FHLMC 30yr Pool#SI2101 4.000% 01-Sep-2048, 4.00%, 09/01/48 FR 3133USKN0 - 37,825,890 $36,699,982 $36,699,982 0.55 $36,202,993
FHLMC 30yr Pool#SL0938 4.000% 01-Jul-2050, 4.00%, 07/01/50 FR 31427NBG3 - 36,851,593 $36,340,212 $36,340,212 0.55 $35,817,351
FNMA 40yr Pool#BF0598 2.500% 01-Mar-2062, 2.50%, 03/01/62 FN 3140FXUY6 - 42,986,449 $36,275,055 $36,275,055 0.55 $35,928,285
FNMA 30yr Pool#FA1951 6.000% 01-Jun-2055, 6.00%, 06/01/55 FN 3140W2EZ0 - 33,774,281 $36,038,503 $36,038,503 0.54 $34,807,379
FHLMC 30yr Pool#SL4452 5.000% 01-Mar-2056, 5.00%, 03/01/56 FR 31427R5N6 - 35,278,856 $35,828,696 $35,828,696 0.54 $35,371,039
FNMA 30yr Pool#FA0576 5.500% 01-Jan-2055, 5.50%, 01/01/55 FN 3140W0UA1 - 33,797,956 $35,293,990 $35,293,990 0.53 $34,604,026
FNMA 30yr Pool#CC2016 5.500% 01-Feb-2056, 5.50%, 02/01/56 FN 3140Y8G26 - 33,875,645 $35,037,668 $35,037,668 0.53 $34,752,450
FHLMC 30yr Pool#SL1632 4.000% 01-Nov-2053, 4.00%, 11/01/53 FR 31427NY60 - 36,174,913 $34,971,333 $34,971,333 0.53 $34,561,849
FNMA 30yr Pool#FA1557 6.000% 01-May-2055, 6.00%, 05/01/55 FN 3140W1WT6 - 31,802,245 $33,629,524 $33,629,524 0.51 $32,769,271
FNMA 30yr Pool#FA3191 5.500% 01-Oct-2055, 5.50%, 10/01/55 FN 3140W3RM3 - 31,391,371 $32,934,933 $32,934,933 0.50 $32,127,505
FNMA 30yr Pool#FA3105 6.000% 01-May-2055, 6.00%, 05/01/55 FN 3140W3NX3 - 29,781,203 $31,908,016 $31,908,016 0.48 $30,702,922
FNMA 30yr Pool#FA3682 5.500% 01-Feb-2055, 5.50%, 02/01/55 FN 3140W4CU9 - 30,553,700 $31,753,233 $31,753,233 0.48 $31,291,886
FNMA 30yr Pool#FA4849 5.000% 01-Feb-2056, 5.00%, 02/01/56 FN 3140W5L77 - 31,281,076 $31,722,057 $31,722,057 0.48 $31,334,891
FNMA 30yr Pool#FA0603 4.500% 01-Sep-2051, 4.50%, 09/01/51 FN 3140W0U52 - 31,203,201 $31,272,895 $31,272,895 0.47 $30,750,786
FNMA 30yr Pool#FA1560 5.500% 01-Apr-2055, 5.50%, 04/01/55 FN 3140W1WW9 - 29,517,065 $30,535,600 $30,535,600 0.46 $30,283,561
FHLMC 30yr Pool#TA2617 5.000% 01-Jan-2056, 5.00%, 01/01/56 FR 3142JQ4B2 - 29,966,021 $29,939,742 $29,939,742 0.45 $29,726,103
FNMA 40yr Pool#BF0698 3.500% 01-Dec-2062, 3.50%, 12/01/62 FN 3140FXX49 - 32,105,512 $29,859,590 $29,859,590 0.45 $29,258,940
FHLMC 30yr Pool#SL0238 5.000% 01-May-2054, 5.00%, 05/01/54 FR 31427MHQ7 - 29,505,864 $29,794,886 $29,794,886 0.45 $29,480,372
FHLMC 30yr Pool#SL2558 6.000% 01-Aug-2055, 6.00%, 08/01/55 FR 31427PZY3 - 28,342,772 $29,769,459 $29,769,459 0.45 $29,226,845
FNMA 30yr Pool#CC1930 5.000% 01-Feb-2056, 5.00%, 02/01/56 FN 3140Y8EC6 - 29,371,473 $29,662,684 $29,662,684 0.45 $29,428,580
FNMA 30yr Pool#FA4117 4.500% 01-Sep-2051, 4.50%, 09/01/51 FN 3140W4SF5 - 28,833,970 $28,898,043 $28,898,043 0.44 $28,499,156
FHLMC 30yr Pool#SL1291 4.000% 01-Nov-2054, 4.00%, 11/01/54 FR 31427NNH8 - 29,643,216 $28,634,845 $28,634,845 0.43 $28,321,405
FNMA 30yr Pool#FS8335 4.500% 01-Jan-2051, 4.50%, 01/01/51 FN 3140XQHM2 - 28,522,678 $28,433,117 $28,433,117 0.43 $28,109,128
FNMA 30yr Pool#FA1798 4.000% 01-Aug-2052, 4.00%, 08/01/52 FN 3140W17L1 - 28,332,454 $27,565,479 $27,565,479 0.42 $27,075,646
FNMA 30yr Pool#FS9788 5.500% 01-Nov-2054, 5.50%, 11/01/54 FN 3140XR2W4 - 26,126,726 $27,155,783 $27,155,783 0.41 $26,532,434
FNMA 30yr Pool#FS8681 4.500% 01-Oct-2050, 4.50%, 10/01/50 FN 3140XQUF2 - 27,011,785 $27,000,244 $27,000,244 0.41 $26,620,141
Freddie Mac Pool|6|09/01/2054, 6.00%, 09/01/54 FR 31427R4X5 - 24,708,083 $25,810,356 $25,810,356 0.39 $25,760,940
FHLMC 30yr Pool#SD1143 4.500% 01-Sep-2050, 4.50%, 09/01/50 FR 3132DNHU0 - 25,390,499 $25,475,309 $25,475,309 0.38 $25,022,362
NRM MSR-Collateralized Notes, Series 2024-FNT1 A 7.398% 25-NOV-2029, 7.40%, 11/25/31 NZES 2024-FNT1 62956YAA7 - 24,941,325 $25,200,266 $25,200,266 0.38 $25,108,008
FNMA 30yr Pool#FA3714 5.000% 01-Nov-2055, 5.00%, 11/01/55 FN 3140W4DU8 - 24,326,478 $24,733,218 $24,733,218 0.37 $24,401,619
FHLMC 30yr Pool#SD3271 5.500% 01-Jun-2053, 5.50%, 06/01/53 FR 3132DQT48 - 23,368,609 $24,724,436 $24,724,436 0.37 $23,996,929
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-HQA3 M2 5.7619% 25-SEP-2041, 5.76%, 09/25/41 STACR 2021-HQA3 35564KJP5 - 23,964,288 $24,132,714 $24,132,714 0.36 $24,059,839
FNMA 30yr Pool#FS9239 4.500% 01-Jan-2051, 4.50%, 01/01/51 FN 3140XRHR9 - 23,292,550 $23,283,984 $23,283,984 0.35 $22,954,832
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2025-HQA1 M2 5.3119% 25-FEB-2045, 5.31%, 02/25/45 STACR 2025-HQA1 35564NHA4 - 23,060,148 $23,090,724 $23,090,724 0.35 $23,026,075
FNMA 30yr Pool#FA4386 5.500% 01-Jan-2056, 5.50%, 01/01/56 FN 3140W42U0 - 21,515,354 $22,317,387 $22,317,387 0.34 $22,087,858
FHLMC 30yr Pool#TA4415 5.000% 01-Jan-2056, 5.00%, 01/01/56 FR 3142JS3Z6 - 22,310,852 $22,288,954 $22,288,954 0.34 $22,132,224
FNMA 30yr Pool#CC1195 5.000% 01-Oct-2055, 5.00%, 10/01/55 FN 3140Y7KH0 - 21,480,311 $21,709,074 $21,709,074 0.33 $21,536,438
FNMA 30yr Pool#FM7840 4.000% 01-Apr-2050, 4.00%, 04/01/50 FN 3140XBWA4 - 22,385,393 $21,599,765 $21,599,765 0.33 $21,394,863
PRET 2025-RPL3 Trust A1 4.15% 25-APR-2065, 4.15%, 04/25/65 PRET 2025-RPL3 69382RAA1 - 21,960,330 $21,584,842 $21,584,842 0.32 $21,478,517
FHLMC 30yr Pool#SD5061 5.500% 01-Mar-2054, 5.50%, 03/01/54 FR 3132DSTS1 - 20,284,372 $21,255,032 $21,255,032 0.32 $20,812,939
FNMA 30yr Pool#FA1129 6.500% 01-Jun-2054, 6.50%, 06/01/54 FN 3140W1HF3 - 19,306,269 $21,195,849 $21,195,849 0.32 $20,162,635
FNMA 30yr Pool#FS4781 4.000% 01-Oct-2051, 4.00%, 10/01/51 FN 3140XLJ33 - 21,751,578 $21,069,546 $21,069,546 0.32 $20,789,093
FNMA 30yr Pool#FS7225 4.000% 01-Aug-2051, 4.00%, 08/01/51 FN 3140XPA33 - 21,672,315 $20,971,496 $20,971,496 0.32 $20,742,478
FNMA 30yr Pool#FA1128 6.500% 01-Aug-2054, 6.50%, 08/01/54 FN 3140W1HE6 - 19,707,087 $20,830,907 $20,830,907 0.31 $20,541,938
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-DNA6 B2 11.1619% 25-OCT-2041, 11.16%, 10/25/41 STACR 2021-DNA6 35564KLV9 - 19,937,000 $20,810,026 $20,810,026 0.31 $20,496,444
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA5 M2 10.4119% 25-JUN-2042, 10.41%, 06/25/42 STACR 2022-DNA5 35564KYW3 - 19,321,656 $20,692,686 $20,692,686 0.31 $20,586,510
RCKT Mortgage Trust 2026-CES2 A3 5.255% 25-FEB-2056, 5.25%, 02/25/56 RCKT 2026-CES2 74940EAD9 - 20,600,000 $20,416,376 $20,416,376 0.31 $20,290,081
FNMA 30yr Pool#CB7112 5.500% 01-Sep-2053, 5.50%, 09/01/53 FN 3140QS3W9 - 19,394,832 $20,253,302 $20,253,302 0.30 $19,897,817
FNMA 40yr Pool#BF0226 3.500% 01-Jan-2058, 3.50%, 01/01/58 FN 3140FXHC9 - 21,403,472 $20,100,923 $20,100,923 0.30 $19,836,548
FHLMC 30yr Pool#SD6989 5.500% 01-Nov-2054, 5.50%, 11/01/54 FR 3132DUXS1 - 19,392,331 $20,073,664 $20,073,664 0.30 $19,693,465
FNMA 40yr Pool#BF0713 4.000% 01-Mar-2063, 4.00%, 03/01/63 FN 3140FXYK2 - 20,076,885 $19,931,608 $19,931,608 0.30 $19,076,556
FNMA 30yr Pool#FS6382 4.000% 01-Aug-2051, 4.00%, 08/01/51 FN 3140XNCU6 - 20,443,882 $19,876,612 $19,876,612 0.30 $19,566,750
FNMA 40yr Pool#BF0807 3.500% 01-Apr-2064, 3.50%, 04/01/64 FN 3140FX3R1 - 21,187,036 $19,718,176 $19,718,176 0.30 $19,299,306
Finance of America Structured Securities Trust, 2025-S1 A1 3.5% 25-FEB-2075, 3.50%, 02/25/75 FASST 2025-S1 31741BAB0 - 20,272,345 $19,685,770 $19,685,770 0.30 $19,650,294
FINANCE OF AMERICA STRUC 3.28125% 74, 3.50%, 04/25/74 FASST 2024-S3 31739WAB8 - 19,555,485 $19,131,735 $19,131,735 0.29 $19,097,513
FNMA 30yr Pool#FS5028 4.000% 01-Oct-2051, 4.00%, 10/01/51 FN 3140XLSS8 - 19,211,768 $18,761,054 $18,761,054 0.28 $18,361,667
FHLMC 30yr Pool#SL0850 4.000% 01-Jul-2049, 4.00%, 07/01/49 FR 31427M5L1 - 18,867,704 $18,666,044 $18,666,044 0.28 $18,422,509
RCKT MOR 2025-CES9 FLT 2055 A1B, 5.00%, 09/25/55 RCKT 2025-CES9 74942JAB0 - 18,708,534 $18,637,086 $18,637,086 0.28 $18,528,018
FNMA 30yr Pool#FA1182 4.500% 01-Jun-2049, 4.50%, 06/01/49 FN 3140W1J46 - 18,307,442 $18,280,633 $18,280,633 0.28 $18,042,002
FNMA 30yr Pool#FA1549 5.500% 01-May-2055, 5.50%, 05/01/55 FN 3140W1WK5 - 17,565,249 $18,149,585 $18,149,585 0.27 $17,988,043
FNMA 30yr Pool#FS2863 4.000% 01-Sep-2052, 4.00%, 09/01/52 FN 3140XJFD0 - 18,582,520 $18,087,622 $18,087,622 0.27 $17,755,347
FHLMC 30yr Pool#QJ9063 5.000% 01-Nov-2054, 5.00%, 11/01/54 FR 3133D1B81 - 17,896,781 $17,967,923 $17,967,923 0.27 $17,818,488
FNMA 30yr Pool#FS8709 4.500% 01-Jan-2051, 4.50%, 01/01/51 FN 3140XQVB0 - 17,672,442 $17,624,838 $17,624,838 0.27 $17,416,209
SALUDA GRADE ALTERNATIVE M 5.749% 31, 5.75%, 03/25/31 GRADE 2026-RTL7 79584UAA9 - 17,370,000 $17,434,495 $17,434,495 0.26 $17,234,775
FHLMC 30yr Pool#QY8779 6.000% 01-Jul-2055, 6.00%, 07/01/55 FR 31426TXH5 - 16,051,901 $16,893,596 $16,893,596 0.25 $16,553,893
FNMA 30yr Pool#FA1358 4.500% 01-May-2050, 4.50%, 05/01/50 FN 3140W1QL0 - 16,473,076 $16,545,278 $16,545,278 0.25 $16,248,503
FNMA 40yr Pool#BF0806 3.500% 01-Apr-2064, 3.50%, 04/01/64 FN 3140FX3Q3 - 17,199,916 $16,083,230 $16,083,230 0.24 $15,718,665
FHLMC 30yr Pool#SD0985 4.500% 01-Oct-2050, 4.50%, 10/01/50 FR 3132DNCW1 - 15,748,506 $15,889,135 $15,889,135 0.24 $15,565,638
SALUDA GR ALT MTG TR 2025-LOC5 A1B, 5.48%, 10/25/55 GRADE 2025-LOC5 79581XAC2 - 15,693,000 $15,779,834 $15,779,834 0.24 $15,734,459
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA4 M2 8.9119% 25-MAY-2042, 8.91%, 05/25/42 STACR 2022-DNA4 35564KXA2 - 15,050,000 $15,770,171 $15,770,171 0.24 $15,699,383
FNMA 40yr Pool#BF0801 2.500% 01-Apr-2064, 2.50%, 04/01/64 FN 3140FX3K6 - 18,422,905 $15,693,832 $15,693,832 0.24 $15,364,982
Vontive Mortgage Trust 2025-RTL1 A1 6.507% 25-MAR-2030, 6.51%, 03/25/30 VNTV 2025-RTL1 928884AA3 - 15,444,000 $15,651,541 $15,651,541 0.24 $15,601,294
Saluda Grade Alternative Mortgage Trust 2026-HB1 A1B 5.22855% 25-APR-2056, 5.23%, 04/25/56 GRADE 2026-HB1 795939AC1 - 15,543,448 $15,531,475 $15,531,475 0.23 $15,488,582
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 $15,435,537 $15,435,537 0.23 $15,303,474
FNMA 30yr Pool#FM4738 4.000% 01-Sep-2050, 4.00%, 09/01/50 FN 3140X8HQ3 - 15,517,037 $15,246,866 $15,246,866 0.23 $14,843,551
FNMA 30yr Pool#DA1525 6.000% 01-Oct-2053, 6.00%, 10/01/53 FN 3140A1VT1 - 14,480,376 $15,041,797 $15,041,797 0.23 $14,921,706
FNMA 30yr Pool#FS9116 6.000% 01-Sep-2054, 6.00%, 09/01/54 FN 3140XRDW2 - 14,039,889 $14,996,061 $14,996,061 0.23 $14,466,807
FHLMC 30yr Pool#QH3192 6.000% 01-Oct-2053, 6.00%, 10/01/53 FR 3133CFRM3 - 14,422,936 $14,983,314 $14,983,314 0.23 $14,862,516
PRET 2025-RPL1 Trust A1 4.0% 25-JUL-2069, 4.00%, 07/25/69 PRET 2025-RPL1 69392FAA5 - 14,912,730 $14,536,603 $14,536,603 0.22 $14,467,010
RCKT Mortgage Trust 2026-CES2 A2 5.055% 25-FEB-2056, 5.05%, 02/25/56 RCKT 2026-CES2 74940EAC1 - 14,268,000 $14,131,190 $14,131,190 0.21 $14,047,044
FHLMC 30yr Pool#SL3988 5.000% 01-Jan-2056, 5.00%, 01/01/56 FR 31427RNE6 - 13,915,196 $14,116,904 $14,116,904 0.21 $13,951,556
FHLMC 30yr Pool#SD6178 4.500% 01-Jan-2051, 4.50%, 01/01/51 FR 3132DT2K5 - 14,164,410 $14,082,372 $14,082,372 0.21 $13,971,310
BMP Commercial Mortgage Trust 2024-MF23 A 5.05194% 15-JUN-2041, 5.04%, 06/15/41 BMP 2024-MF23 05593JAA8 - 14,000,000 $14,054,073 $14,054,073 0.21 $13,997,183
Switch ABS Issuer, Series 2026-1 A2I_2601 5.609% 25-MAR-2056, 5.61%, 03/27/56 SWTCH 2026-1A 871044BA0 - 14,000,000 $14,053,969 $14,053,969 0.21 $14,014,706
Galaxy XXVI CLO Ltd., 6.01%, 07/31/26 GLXYT 2025-1 362922AA4 - 13,904,675 $14,002,211 $14,002,211 0.21 $13,979,010
FNMA 30yr Pool#FA3563 5.500% 01-Nov-2055, 5.50%, 11/01/55 FN 3140W35Z8 - 13,207,490 $13,802,791 $13,802,791 0.21 $13,558,929
PRPM 2025-RCF3 LLC 5.25% 55, 5.25%, 07/25/55 PRPM 2025-RCF3 69392PAA3 - 13,615,435 $13,662,460 $13,662,460 0.21 $13,579,066
FNMA 30yr Pool#CC0097 5.500% 01-Mar-2055, 5.50%, 03/01/55 FN 3140Y6DB3 - 12,959,212 $13,612,989 $13,612,989 0.20 $13,294,636
FINANCE OF AMER STR TR 2024-S2 A1, 3.50%, 04/25/74 FASST 2024-S2 31739VAA2 - 13,757,951 $13,529,711 $13,529,711 0.20 $13,505,634
GS Mortgage-Backed Securities Trust 2025-RPL3 A1 4.1% 25-JUL-2065, 4.10%, 07/25/65 GSMBS 2025-RPL3 362963AA8 - 13,803,223 $13,514,016 $13,514,016 0.20 $13,447,991
FHLMC 30yr Pool#SD5963 6.000% 01-Jul-2054, 6.00%, 07/01/54 FR 3132DTTU4 - 12,618,674 $13,274,705 $13,274,705 0.20 $13,002,376
Foundation Finance Trust 2025-2 B 4.94% 15-APR-2052, 4.94%, 04/15/52 FFIN 2025-2A 35042NAB1 - 13,050,000 $13,090,667 $13,090,667 0.20 $13,040,526
Chase Mortgage Reference Notes, Series 2020-CL1 M1 6.04303% 25-OCT-2057, 6.04%, 10/25/57 CHASE 2020-CL1 46591HAG5 - 12,687,789 $13,083,760 $13,083,760 0.20 $13,043,294
FNMA 30yr Pool#FM5350 4.500% 01-Sep-2050, 4.50%, 09/01/50 FN 3140X85L7 - 12,752,202 $12,781,050 $12,781,050 0.19 $12,522,759
FNMA 30yr Pool#FS8717 6.000% 01-Jul-2054, 6.00%, 07/01/54 FN 3140XQVK0 - 11,803,296 $12,556,921 $12,556,921 0.19 $12,162,205
FHLMC 30yr Pool#SD6558 6.000% 01-Sep-2054, 6.00%, 09/01/54 FR 3132DUJB4 - 11,665,571 $12,321,425 $12,321,425 0.19 $12,020,291
FHLMC 30yr Pool#SD5994 4.500% 01-Sep-2050, 4.50%, 09/01/50 FR 3132DTUT5 - 12,291,339 $12,286,436 $12,286,436 0.18 $12,113,127
PRET 2025-RPL5 TRUST FLTG 2070 A1, 4.15%, 01/25/70 PRET 2025-RPL5 69393AAA5 - 12,581,417 $12,281,237 $12,281,237 0.18 $12,220,322
FNMA 30yr Pool#DE6043 6.000% 01-Aug-2055, 6.00%, 08/01/55 FN 3140BJWD5 - 11,457,836 $12,207,379 $12,207,379 0.18 $11,806,638
FNMA 40yr Pool#BF0731 2.500% 01-Jun-2063, 2.50%, 06/01/63 FN 3140FXY55 - 14,467,810 $12,150,016 $12,150,016 0.18 $12,083,313
Huntington Bank Auto Credit-Linked Notes, Series 2024-2 B1 5.442% 20-OCT-2032, 5.44%, 10/20/32 HACLN 2024-2 44644NAG4 - 12,003,296 $12,131,089 $12,131,089 0.18 $12,089,356
FHLMC 30yr Pool#QG6755 5.500% 01-Jun-2053, 5.50%, 06/01/53 FR 3133C7QG5 - 11,619,175 $12,025,340 $12,025,340 0.18 $11,931,584
FNMA 30yr Pool#FS7541 4.000% 01-Jun-2052, 4.00%, 06/01/52 FN 3140XPLX5 - 12,310,184 $11,884,981 $11,884,981 0.18 $11,765,472
FNMA 30yr Pool#DG1554 5.000% 01-Feb-2056, 5.00%, 02/01/56 FN 3140U4WQ8 - 11,768,279 $11,756,819 $11,756,819 0.18 $11,674,059
TOWD POINT MORTGAGE TRUST 2025 0% 65, 4.97%, 09/25/65 TPMT 2025-FIX1 89183MAA1 - 11,679,087 $11,676,811 $11,676,811 0.18 $11,609,119
FNMA 30yr Pool#DF9041 5.000% 01-Jan-2056, 5.00%, 01/01/56 FN 3140U1BK0 - 11,649,623 $11,638,987 $11,638,987 0.18 $11,556,352
FHLMC 30yr Pool#TA5410 5.000% 01-Feb-2056, 5.00%, 02/01/56 FR 3142JUAL4 - 11,623,648 $11,636,437 $11,636,437 0.18 $11,530,585
FNMA 30yr Pool#DE1157 6.000% 01-Jun-2055, 6.00%, 06/01/55 FN 3140BDJB7 - 10,794,952 $11,505,265 $11,505,265 0.17 $11,123,575
FHF ISSUER TRUST 2024-1 0% 26, 4.84%, 12/15/26 FHF 2025-2A 30343DAA2 - 11,404,227 $11,448,212 $11,448,212 0.17 $11,405,290
Vista Point Securitization Trust 2025-CES2 A1 5.601% 25-AUG-2055, 5.60%, 08/25/55 VSTA 2025-CES2 92842UAA0 - 11,335,223 $11,431,142 $11,431,142 0.17 $11,357,072
FNMA 40yr Pool#BF0783 3.500% 01-Dec-2063, 3.50%, 12/01/63 FN 3140FX2R2 - 11,988,117 $11,306,316 $11,306,316 0.17 $10,919,996
FIGRE TRUST 2025-HE4 FLTG 2055 C, 5.71%, 07/25/55 FIGRE 2025-HE4 31684PAC6 - 11,135,931 $11,225,735 $11,225,735 0.17 $11,151,564
FNMA 30yr Pool#FA0470 6.000% 01-Jan-2055, 6.00%, 01/01/55 FN 3140W0QY4 - 10,498,785 $11,193,329 $11,193,329 0.17 $10,818,026
TOWD PT MTG TR 2025-FIX2 FLTG A1, 5.25%, 10/25/65 TPMT 2025-FIX2 89183RAA0 - 11,094,593 $11,138,050 $11,138,050 0.17 $11,070,109
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA7 M2 10.6619% 25-SEP-2042, 10.66%, 03/25/52 STACR 2022-DNA7 35564KL72 - 10,000,000 $10,937,555 $10,937,555 0.16 $10,881,284
PRET 2025-NPL4 A1 6.3677% 25-MAY-2055, 6.37%, 04/25/55 PRET 2025-NPL4 74136UAA3 - 10,836,005 $10,874,085 $10,874,085 0.16 $10,839,585
FNMA 30yr Pool#FS5818 4.500% 01-Oct-2050, 4.50%, 10/01/50 FN 3140XMPC4 - 10,925,398 $10,815,881 $10,815,881 0.16 $10,728,825
FNMA 30yr Pool#FS6236 6.500% 01-Nov-2053, 6.50%, 11/01/53 FN 3140XM4W3 - 9,667,881 $10,742,400 $10,742,400 0.16 $10,109,272
METRONET INFRASTRUCTURE ISSU 5.4% 55, 5.40%, 08/20/55 MNET 2025-2A 59170JAX6 - 10,600,000 $10,714,959 $10,714,959 0.16 $10,678,389
FHLMC 30yr Pool#QH3306 6.000% 01-Oct-2053, 6.00%, 10/01/53 FR 3133CFU72 - 9,915,830 $10,561,720 $10,561,720 0.16 $10,310,593
FNMA 30yr Pool#CC1844 5.500% 01-Jan-2056, 5.50%, 01/01/56 FN 3140Y8BN5 - 10,174,001 $10,539,196 $10,539,196 0.16 $10,437,335
Homeward Opportunities Fund Trust 2025-RRTL1 A1 5.476% 25-MAR-2040, 5.48%, 03/25/40 HOF 2025-RRTL1 437919AA1 - 10,475,000 $10,509,485 $10,509,485 0.16 $10,480,804
FNMA 30yr Pool#FS7613 4.500% 01-May-2052, 4.50%, 05/01/52 FN 3140XPN70 - 10,491,739 $10,450,295 $10,450,295 0.16 $10,339,619
FNMA 30yr Pool#FS5362 4.500% 01-Dec-2050, 4.50%, 12/01/50 FN 3140XL5Y0 - 10,379,771 $10,418,231 $10,418,231 0.16 $10,229,274
FNMA 30yr Pool#FS9909 5.000% 01-Nov-2054, 5.00%, 11/01/54 FN 3140XSAK9 - 10,142,904 $10,297,176 $10,297,176 0.16 $10,169,209
FNMA 30yr Pool#BX0421 5.500% 01-Nov-2052, 5.50%, 11/01/52 FN 3140N4PF8 - 9,635,021 $10,150,334 $10,150,334 0.15 $9,872,541
FNMA 30yr Pool#FA4709 5.500% 01-Jul-2055, 5.50%, 07/01/55 FN 3140W5GT5 - 9,850,995 $10,125,751 $10,125,751 0.15 $10,107,691
Connecticut Avenue Securities Trust 2022-R02 2B2 11.3119% 25-JAN-2042, 11.31%, 01/25/42 CAS 2022-R02 20754BAJ0 - 9,637,000 $10,106,366 $10,106,366 0.15 $10,048,831
LHOME Mortgage Trust 2024-RTL3 A1 6.9% 25-MAY-2029, 6.90%, 05/25/29 LHOME 2024-RTL3 50205GAA0 - 9,960,000 $10,037,037 $10,037,037 0.15 $10,002,675
FHLMC 30yr Pool#SD5224 6.000% 01-Mar-2054, 6.00%, 03/01/54 FR 3132DSYV8 - 9,335,221 $9,915,328 $9,915,328 0.15 $9,619,933
FNMA 30yr Pool#DG2558 5.000% 01-Feb-2056, 5.00%, 02/01/56 FN 3140U5ZY5 - 9,879,982 $9,869,484 $9,869,484 0.15 $9,800,808
FNMA 30yr Pool#FS6662 4.000% 01-Oct-2051, 4.00%, 10/01/51 FN 3140XNML5 - 10,181,371 $9,865,365 $9,865,365 0.15 $9,730,856
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA6 M2 9.4119% 25-SEP-2042, 9.41%, 09/25/42 STACR 2022-DNA6 35564KH77 - 9,166,000 $9,784,802 $9,784,802 0.15 $9,739,270
Ally Bank Auto Credit-Linked Notes, Series 2025-A C 4.844% 15-JUN-2033, 4.84%, 06/15/33 ABCLN 2025-A 02007G5F6 - 9,662,472 $9,704,481 $9,704,481 0.15 $9,668,077
FHLMC 30yr Pool#QH4373 6.000% 01-Nov-2053, 6.00%, 11/01/53 FR 3133CG2E6 - 9,122,195 $9,694,823 $9,694,823 0.15 $9,400,220
New Residential Mortgage Loan Trust 2026-NQM1 A2 5.078% 25-NOV-2065, 5.08%, 11/25/65 NRZT 2026-NQM1 64832LAF0 - 9,702,002 $9,675,335 $9,675,335 0.15 $9,617,857
FHLMC 30yr Pool#RA7104 4.500% 01-Feb-2051, 4.50%, 02/01/51 FR 3133KN3M3 - 9,705,904 $9,589,088 $9,589,088 0.14 $9,521,057
FNMA 30yr Pool#FS7117 6.500% 01-Feb-2054, 6.50%, 02/01/54 FN 3140XN4B7 - 8,455,016 $9,479,883 $9,479,883 0.14 $8,841,033
SALUDA GRADE ALTERNATIVE MORT A2, 6.75%, 03/25/31 GRADE 2026-RTL7 79584UAB7 - 9,418,000 $9,416,347 $9,416,347 0.14 $9,342,202
Acacia 2025-1 A 5.24% 15-NOV-2037, 5.24%, 11/15/37 ACACIA 2025-1 00401PAA7 - 9,367,465 $9,414,601 $9,414,601 0.14 $9,376,423
LHOME Mortgage Trust 2024-RTL5 A2 5.751% 25-SEP-2039, 5.75%, 09/25/39 LHOME 2024-RTL5 50205WAB3 - 9,325,000 $9,357,792 $9,357,792 0.14 $9,330,978
FNMA 30yr Pool#FS2144 3.500% 01-Jun-2052, 3.50%, 06/01/52 FN 3140XHL21 - 9,944,468 $9,344,823 $9,344,823 0.14 $9,262,380
Rithm Capital Corp. 8.0% 01-APR-2029, 8.00%, 04/01/29 RITM 64828TAB8 - 9,213,000 $9,337,898 $9,337,898 0.14 $9,313,330
CONNECTICUT AVENUE SECUR 5.95001% 45, 5.26%, 07/25/45 CAS 2025-R05 20753CAC4 - 9,254,000 $9,281,841 $9,281,841 0.14 $9,256,142
Brean Asset Backed Securities Trust 2024-RM8 A1 4.5% 25-MAY-2064, 4.50%, 05/25/64 BABS 2024-RM8 10637YAA3 - 9,170,466 $9,049,386 $9,049,386 0.14 $9,028,752
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA2 B2 12.1619% 25-FEB-2042, 12.16%, 02/25/42 STACR 2022-DNA2 35564KSQ3 - 8,519,000 $9,040,551 $9,040,551 0.14 $8,985,870
Freddie Mac Multiclass Certificates, Series 5164 FA 3.91721% 25-NOV-2051, 3.91%, 11/25/51 FHR 5164 3137H3PY2 - 9,515,599 $8,732,963 $8,732,963 0.13 $8,714,351
FIGRE TRUST 2025 HE4 FLTG 2055 B, 5.61%, 07/25/55 FIGRE 2025-HE4 31684PAB8 - 8,621,567 $8,717,836 $8,717,836 0.13 $8,661,428
FNMA 30yr Pool#DG0913 5.000% 01-Jan-2056, 5.00%, 01/01/56 FN 3140U4AP4 - 8,497,543 $8,489,786 $8,489,786 0.13 $8,429,509
Connecticut Avenue Securities Trust 2022-R01 1B2 9.6619% 25-DEC-2041, 9.66%, 12/25/41 CAS 2022-R01 20754LAJ8 - 8,116,382 $8,380,337 $8,380,337 0.13 $8,338,948
FHLMC 30yr Pool#SD7417 5.500% 01-Jan-2055, 5.50%, 01/01/55 FR 3132DVG25 - 8,044,631 $8,350,929 $8,350,929 0.13 $8,245,363
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 $8,336,275 $8,336,275 0.13 $8,261,524
FHLMC 30yr Pool#QZ9092 5.000% 01-Nov-2055, 5.00%, 11/01/55 FR 31427KC60 - 8,056,227 $8,181,181 $8,181,181 0.12 $7,991,726
FHLMC 30yr Pool#QY9874 6.000% 01-Aug-2055, 6.00%, 08/01/55 FR 31426U6L3 - 7,683,523 $8,057,922 $8,057,922 0.12 $7,917,427
Huntington Bank Auto Credit-Linked Notes, Series 2024-1 B1 6.153% 20-MAY-2032, 6.15%, 05/20/32 HACLN 2024-1 44644NAA7 - 7,924,913 $8,044,810 $8,044,810 0.12 $8,013,657
FNMA 30yr Pool#DA0026 6.000% 01-Sep-2053, 6.00%, 09/01/53 FN 3140A0A41 - 7,728,486 $8,029,584 $8,029,584 0.12 $7,964,034
RCKT Mortgage Trust 2024-CES9 A1B 5.683% 25-DEC-2044, 5.68%, 12/25/44 RCKT 2024-CES9 749426AB8 - 7,921,939 $7,987,827 $7,987,827 0.12 $7,935,303
PRPM 2025-RPL4 A1, 3.00%, 05/25/55 PRPM 2025-RPL4 74448NAA2 - 8,212,859 $7,900,352 $7,900,352 0.12 $7,871,607
Fannie Mae REMIC Trust 2022-65 FB 4.4619% 25-SEP-2052, 4.46%, 09/25/52 FNR 2022-65 3136BPCQ2 - 7,882,836 $7,862,195 $7,862,195 0.12 $7,844,609
FNMA 30yr Pool#DF2677 6.000% 01-Nov-2055, 6.00%, 11/01/55 FN 3140BS6P7 - 6,228,165 $7,830,171 $7,830,171 0.12 $6,424,450
FHLMC 30yr Pool#QH1500 6.000% 01-Sep-2053, 6.00%, 09/01/53 FR 3133CDUZ5 - 7,493,942 $7,823,616 $7,823,616 0.12 $7,759,960
Alterna Funding III A 6.26% 15-MAY-2039, 6.26%, 05/16/39 TAX 2024-1A 02157JAA3 - 7,751,589 $7,801,226 $7,801,226 0.12 $7,763,485
FHLMC 30yr Pool#TA6739 5.000% 01-Feb-2056, 5.00%, 02/01/56 FR 3142JVPZ5 - 7,747,047 $7,739,435 $7,739,435 0.12 $7,684,966
RCKT Mortgage Trust 2025-CES7 A1B 5.478% 25-JUL-2055, 5.48%, 07/25/55 RCKT 2025-CES7 74943AAB8 - 7,669,998 $7,715,839 $7,715,839 0.12 $7,666,820
Connecticut Avenue Securities Trust 2025-R01 1M2 5.1619% 25-JAN-2045, 5.16%, 01/25/45 CAS 2025-R01 20755JAC7 - 7,526,000 $7,538,327 $7,538,327 0.11 $7,517,824
FNMA 30yr Pool#FA1613 5.000% 01-Apr-2055, 5.00%, 04/01/55 FN 3140W1YK3 - 7,422,549 $7,529,826 $7,529,826 0.11 $7,441,799
COOPR Residential Mortgage Trust 2025-CES3 A1A 4.84% 25-SEP-2060, 4.84%, 09/25/60 COOPR 2025-CES3 216926AA3 - 7,436,615 $7,415,117 $7,415,117 0.11 $7,373,125
SALUDA GR ALT MTG TR 25 RRTL1 A1, 5.32%, 10/25/40 GRADE 2025-RRTL1 79582NAA7 - 7,388,000 $7,413,336 $7,413,336 0.11 $7,367,481
COOPR Residential Mortgage Trust 2026-CES1 A1B 4.996% 25-FEB-2061, 5.00%, 01/01/61 COOPR 2026-CES1 21689GAB4 - 7,308,753 $7,310,314 $7,310,314 0.11 $7,267,714
FHLMC 30yr Pool#QX0520 5.500% 01-Dec-2054, 5.50%, 12/01/54 FR 31425USJ5 - 6,907,660 $7,068,213 $7,068,213 0.11 $7,014,925
ACHM Trust 2024-HE1 A 6.55% 25-MAY-2039, 6.55%, 05/25/39 ACHM 2024-HE1 00449TAA3 - 6,833,942 $7,004,915 $7,004,915 0.11 $6,982,534
FHLMC 30yr Pool#QG3912 5.500% 01-Jun-2053, 5.50%, 06/01/53 FR 3133C4KZ6 - 6,816,133 $7,004,501 $7,004,501 0.11 $6,952,270
GS Mortgage-Backed Securities Trust 2026-CES1 A2 5.272% 25-MAY-2056, 5.27%, 05/25/56 GSMBS 2026-CES1 36277LAB9 - 7,000,000 $6,992,535 $6,992,535 0.11 $6,949,481
PRPM 2025-RCF3, LLC, 5.77%, 08/25/28 PRPM 2025-6 69395KAA1 - 6,923,431 $6,987,551 $6,987,551 0.11 $6,940,913
FIGRE TRUST 2025-HE6 FLTG 2055 C, 5.25%, 09/25/55 FIGRE 2025-HE6 31684NAC1 - 7,018,049 $6,979,473 $6,979,473 0.11 $6,936,528
LHOME Mortgage Trust 2024-RTL4 A2 6.092% 25-JUL-2039, 6.09%, 07/25/39 LHOME 2024-RTL4 50205PAB8 - 6,870,000 $6,904,711 $6,904,711 0.10 $6,883,785
Mello Mortgage Capital Acceptance 2024-SD1 A1 4.0% 25-APR-2054, 4.00%, 04/25/54 MELLO 58550DAA1 - 6,935,984 $6,845,295 $6,845,295 0.10 $6,831,423
FNMA 30yr Pool#FA0339 5.500% 01-Jan-2055, 5.50%, 01/01/55 FN 3140W0LV5 - 6,385,391 $6,603,831 $6,603,831 0.10 $6,549,110
RCKT MORTGAGE TRUST 2025 5.24863% 55, 5.25%, 08/25/55 RCKT 2025-CES8 74939WAB6 - 6,581,293 $6,590,720 $6,590,720 0.10 $6,550,420
Research-Driven Pagaya Motor Asset Trust 2026-R1 (RPM 2026-R1) A 5.659% 25-JUL-2034, 5.66%, 07/25/34 RPM 2026-R1A 76089TAA8 - 6,500,000 $6,526,457 $6,526,457 0.10 $6,506,021
FNMA 30yr Pool#FS4356 6.000% 01-May-2053, 6.00%, 05/01/53 FN 3140XKZW3 - 6,087,248 $6,525,387 $6,525,387 0.10 $6,272,902
FNA 9 LLC|5.509|04/16/2046, 5.51%, 04/16/46 FNH 2026-1 34411JAA8 - 6,500,000 $6,504,443 $6,504,443 0.10 $6,498,474
HOMES 2026-INV1 Trust A1D 5.077% 25-AUG-2060, 5.08%, 08/25/60 HOMES 2026-INV1 43761FAD7 - 6,294,478 $6,335,337 $6,335,337 0.10 $6,270,923
PRET 2025-RPL2 Trust A1 4.0% 25-FEB-2065, 4.00%, 08/25/64 PRET 2025-RPL2 69392LAA2 - 6,377,162 $6,300,104 $6,300,104 0.09 $6,270,344
Ally Bank Auto Credit-Linked Notes, Series 2025-A D 4.991% 15-JUN-2033, 4.99%, 06/15/33 ABCLN 2025-A 02007G5G4 - 6,276,730 $6,291,461 $6,291,461 0.09 $6,267,095
FNMA 30yr Pool#FM4129 4.000% 01-Sep-2050, 4.00%, 09/01/50 FN 3140X7ST7 - 6,427,300 $6,236,626 $6,236,626 0.09 $6,142,899
Connecticut Avenue Securities Trust 2022-R04 1B2 13.1619% 25-MAR-2042, 13.16%, 03/25/42 CAS 2022-R04 20753YAL6 - 5,793,401 $6,223,053 $6,223,053 0.09 $6,182,808
FHLMC 30yr Pool#SD5223 6.000% 01-Apr-2054, 6.00%, 04/01/54 FR 3132DSYU0 - 5,799,717 $6,194,599 $6,194,599 0.09 $5,976,072
FIGRE TRUST 2025-HE6 FLTG 2055 B, 5.14%, 09/25/55 FIGRE 2025-HE6 31684NAB3 - 6,185,789 $6,151,378 $6,151,378 0.09 $6,114,255
FNMA 30yr Pool#DA1468 6.000% 01-Sep-2053, 6.00%, 09/01/53 FN 3140A1T23 - 5,875,819 $6,133,037 $6,133,037 0.09 $6,084,397
FNMA 30yr Pool#FS7397 6.000% 01-Mar-2054, 6.00%, 03/01/54 FN 3140XPGF0 - 5,751,145 $6,120,397 $6,120,397 0.09 $5,926,023
FHLMC 30yr Pool#QX9929 6.000% 01-Apr-2055, 6.00%, 04/01/55 FR 31426HA78 - 5,878,738 $6,109,476 $6,109,476 0.09 $6,060,683
Brean Asset Backed Securities Trust 2024-RM9 A1 5.0% 25-SEP-2064, 5.00%, 09/25/64 BABS 2024-RM9 10638DAA8 - 6,133,092 $6,091,442 $6,091,442 0.09 $6,076,110
FNMA 30yr Pool#DB4017 6.000% 01-May-2054, 6.00%, 05/01/54 FN 3140ADPB1 - 5,853,413 $6,081,391 $6,081,391 0.09 $6,031,400
FNMA 30yr Pool#DE6050 6.000% 01-Aug-2055, 6.00%, 08/01/55 FN 3140BJWL7 - 5,647,997 $6,060,279 $6,060,279 0.09 $5,882,226
RCKT Mortgage Trust 2024-CES1 A1B 6.325% 25-FEB-2044, 6.33%, 02/25/44 RCKT 2024-CES1 749424AB3 - 5,990,619 $6,058,984 $6,058,984 0.09 $6,014,778
FIGRE TRUST 2025-HE4 5.408% 55, 5.41%, 07/25/55 FIGRE 2025-HE4 31684PAA0 - 5,901,457 $5,955,663 $5,955,663 0.09 $5,918,429
FHLMC 30yr Pool#QH7040 6.000% 01-Dec-2053, 6.00%, 12/01/53 FR 3133CKZD3 - 5,660,099 $5,881,100 $5,881,100 0.09 $5,832,606
PRPM 2025-RPL3 A1 3.25% 25-APR-2055, 3.25%, 04/25/55 PRPM 2025-RPL3 69392NAA8 - 6,030,201 $5,828,178 $5,828,178 0.09 $5,805,313
Connecticut Avenue Securities, Series 2021-R02 2B2 9.8619% 25-NOV-2041, 9.86%, 11/25/41 CAS 2021-R02 20754KAJ0 - 5,616,000 $5,783,504 $5,783,504 0.09 $5,754,273
FHLMC 30yr Pool#QH4638 6.000% 01-Nov-2053, 6.00%, 11/01/53 FR 3133CHEK7 - 5,553,930 $5,770,085 $5,770,085 0.09 $5,723,202
FNMA 30yr Pool#FM7479 4.500% 01-Jan-2050, 4.50%, 01/01/50 FN 3140XBJZ4 - 5,743,632 $5,737,364 $5,737,364 0.09 $5,660,356
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA3 M2 8.0119% 25-APR-2042, 8.01%, 04/25/42 STACR 2022-DNA3 35564KVE6 - 5,528,314 $5,723,740 $5,723,740 0.09 $5,700,363
FNMA 30yr Pool#DE7796 6.000% 01-Aug-2055, 6.00%, 08/01/55 FN 3140BLUW0 - 5,477,428 $5,699,437 $5,699,437 0.09 $5,644,173
TVC Mortgage Trust 2025-RRTL1 A2 6.68% 25-APR-2040, 6.68%, 04/25/40 TVC 2025-RRTL1 900927AB0 - 5,597,000 $5,697,833 $5,697,833 0.09 $5,679,139
FIGRE Trust 2026-HE1 C 5.434% 25-JAN-2056, 5.43%, 01/25/56 FIGRE 2026-HE1 30249NAE7 - 5,613,757 $5,637,446 $5,637,446 0.08 $5,601,856
FHLMC 30yr Pool#SD3018 5.500% 01-May-2053, 5.50%, 05/01/53 FR 3132DQK70 - 5,322,921 $5,578,532 $5,578,532 0.08 $5,433,925
FNMA 30yr Pool#DD5556 6.000% 01-Mar-2055, 6.00%, 03/01/55 FN DD5556 MTGE 3140B6E68 - 5,272,443 $5,576,438 $5,576,438 0.08 $5,432,948
SF ABS ISSUER 2025-1 0%55 A2, 5.38%, 11/25/55 SFARM 2025-1A 784193AA2 - 5,750,000 $5,567,181 $5,567,181 0.08 $5,551,723
FNMA 30yr Pool#FS1578 4.000% 01-Oct-2050, 4.00%, 10/01/50 FN 3140XGXG9 - 5,708,450 $5,548,440 $5,548,440 0.08 $5,481,670
MS RES MTG LN TR 2025-SPL1 A1, 4.25%, 02/25/65 MSRM 2025-SPL1 617946AA6 - 5,668,838 $5,539,544 $5,539,544 0.08 $5,511,436
FHLMC 30yr Pool#SD3813 6.000% 01-Jul-2053, 6.00%, 07/01/53 FR 3132E0GW6 - 5,179,814 $5,489,699 $5,489,699 0.08 $5,354,518
FNMA 30yr Pool#FS0088 4.000% 01-Mar-2050, 4.00%, 03/01/50 FN 3140XFC25 - 5,631,182 $5,480,115 $5,480,115 0.08 $5,414,069
FHLMC 30yr Pool#SD2606 4.500% 01-Sep-2051, 4.50%, 09/01/51 FR 3132DP3P1 - 5,453,994 $5,396,178 $5,396,178 0.08 $5,350,124
BX Trust 2021-SDMF A 4.383% 15-SEP-2034, 4.38%, 09/15/34 BX 2021-SDMF 12434CAA2 - 5,355,350 $5,370,938 $5,370,938 0.08 $5,352,058
LHOME Mortgage Trust 2024-RTL2 A1 7.128% 25-MAR-2029, 7.13%, 03/25/29 LHOME 50205JAA4 - 5,293,684 $5,323,509 $5,323,509 0.08 $5,304,642
Huntington Bank Auto Credit-Linked Notes, Series 2025-1 B 4.957% 20-MAR-2033, 4.96%, 03/21/33 HACLN 2025-1 446438SX2 - 5,205,712 $5,233,142 $5,233,142 0.08 $5,216,656
OCEANVIEW MORTGAGE TRUST 4.99888% 55, 4.56%, 12/25/55 BVINV 2025-4 67647DAU3 - 5,216,742 $5,228,623 $5,228,623 0.08 $5,216,724
PRPM 2025-5 0%30, 5.73%, 07/25/30 PRPM 2025-5 69392RAA9 - 5,149,317 $5,191,883 $5,191,883 0.08 $5,157,466
FNMA 30yr Pool#DB4019 6.000% 01-May-2054, 6.00%, 05/01/54 FN 3140ADPD7 - 4,917,984 $5,107,748 $5,107,748 0.08 $5,067,679
FHLMC 30yr Pool#QJ9072 6.000% 01-Nov-2054, 6.00%, 11/01/54 FR 3133D1CH0 - 4,806,904 $5,091,304 $5,091,304 0.08 $4,953,070
FNMA 30yr Pool#BX5986 5.500% 01-Mar-2053, 5.50%, 03/01/53 FN 3140NAUL5 - 4,915,652 $5,087,991 $5,087,991 0.08 $5,047,821
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 $5,072,884 $5,072,884 0.08 $5,048,081
FNMA 30yr Pool#DC7015 5.500% 01-Dec-2054, 5.50%, 12/01/54 FN 3140AUYM9 - 4,885,410 $5,059,918 $5,059,918 0.08 $4,961,273
FNMA 30yr Pool#BY0337 6.500% 01-May-2053, 6.50%, 05/01/53 FN 3140NGLT5 - 4,748,049 $5,007,001 $5,007,001 0.08 $4,957,350
JP Morgan Mortgage Trust 2026-CES1 A3 5.332% 25-JUN-2056, 5.33%, 06/25/56 JPMMT 2026-CES1 46660BAE9 - 5,000,000 $4,984,923 $4,984,923 0.08 $4,953,820
FNMA 30yr Pool#CA0706 4.000% 01-Nov-2047, 4.00%, 11/01/47 FN 3140Q7YC5 - 5,096,640 $4,965,459 $4,965,459 0.07 $4,887,592
RCKT Mortgage Trust 2025-CES8|7.28202|08/25/2055, 7.28%, 08/25/55 RCKT 2025-CES8 74939WAS9 - 5,040,000 $4,953,734 $4,953,734 0.07 $4,937,422
FHLMC 30yr Pool#QF9863 5.500% 01-Mar-2053, 5.50%, 03/01/53 FR 3133BX5Y3 - 4,776,220 $4,936,552 $4,936,552 0.07 $4,900,086
ABL 2024-RTL1 A2 7.457% 25-SEP-2029, 7.46%, 09/25/29 ABL 2024-RTL1 00092EAB4 - 4,840,000 $4,871,496 $4,871,496 0.07 $4,853,450
FNMA 30yr Pool#DA5019 6.500% 01-Nov-2053, 6.50%, 11/01/53 FN 3140A5SH2 - 4,567,166 $4,837,080 $4,837,080 0.07 $4,798,034
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 $4,828,561 $4,828,561 0.07 $4,786,522
Homeward Opportunities Fund Trust 2025-RRTL2 A1 5.237% 25-AUG-2040, 5.24%, 09/25/40 HOF 2025-RRTL2 437923AA3 - 4,682,000 $4,701,860 $4,701,860 0.07 $4,689,600
FHLMC 30yr Pool#SD2715 4.500% 01-Sep-2050, 4.50%, 09/01/50 FR 3132DQAQ9 - 4,739,965 $4,699,292 $4,699,292 0.07 $4,654,682
FHLMC 30yr Pool#QZ1060 6.000% 01-Aug-2055, 6.00%, 08/01/55 FR 31426XFA1 - 4,359,819 $4,608,698 $4,608,698 0.07 $4,493,179
Connecticut Avenue Securities Trust 2022-R07 1M2 8.3119% 25-JUN-2042, 8.31%, 06/25/42 CAS 2022-R07 20754MCB1 - 4,397,000 $4,591,027 $4,591,027 0.07 $4,571,738
FNMA 30yr Pool#BX9326 5.500% 01-Mar-2053, 5.50%, 03/01/53 FN 3140NELG8 - 4,431,575 $4,580,414 $4,580,414 0.07 $4,546,503
FNMA 30yr Pool#DC5656 5.000% 01-Nov-2054, 5.00%, 11/01/54 FN 3140ATJA5 - 4,567,402 $4,573,822 $4,573,822 0.07 $4,540,989
PRPM 2025 RCF4 LLC 4.5% 55, 4.50%, 08/25/55 PRPM 2025-RCF4 69382WAA0 - 4,591,533 $4,567,223 $4,567,223 0.07 $4,543,117
FHLMC 30yr Pool#QH4473 6.000% 01-Nov-2053, 6.00%, 11/01/53 FR 3133CG6J1 - 4,354,435 $4,554,418 $4,554,418 0.07 $4,487,148
Affirm Asset Securitization Trust 2025-X2 C 4.93% 15-OCT-2030, 4.93%, 10/15/30 AFFRM 2025-X2 00835DAC6 - 4,500,000 $4,516,375 $4,516,375 0.07 $4,499,120
FNMA 30yr Pool#DE9377 6.000% 01-Sep-2055, 6.00%, 09/01/55 FN 3140BNM39 - 4,325,523 $4,494,378 $4,494,378 0.07 $4,457,833
FHLMC 30yr Pool#RA1100 4.000% 01-Jul-2049, 4.00%, 07/01/49 FR 3133KGGH5 - 4,645,483 $4,472,237 $4,472,237 0.07 $4,440,757
FHLMC 30yr Pool#QH2259 6.000% 01-Sep-2053, 6.00%, 09/01/53 FR 3133CEQL9 - 4,208,175 $4,391,680 $4,391,680 0.07 $4,336,431
EFMT 2026-CES1 A3 5.466% 25-DEC-2060, 5.47%, 12/25/60 EFMT 2026-CES1 26846MAE4 - 4,250,000 $4,251,903 $4,251,903 0.06 $4,224,801
FNMA 30yr Pool#FS3246 5.500% 01-Nov-2052, 5.50%, 11/01/52 FN 3140XJTC7 - 3,950,187 $4,194,157 $4,194,157 0.06 $4,063,831
FNMA 30yr Pool#DD3307 6.000% 01-Feb-2055, 6.00%, 02/01/55 FN DD3307 MTGE 3140B3U91 - 3,758,657 $4,184,210 $4,184,210 0.06 $3,873,079
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-HQA4 B2 10.6619% 25-DEC-2041, 10.66%, 12/25/41 STACR 2021-HQA4 35564KPP8 - 4,000,000 $4,149,587 $4,149,587 0.06 $4,127,078
FNMA 30yr Pool#FA3788 5.500% 01-Nov-2055, 5.50%, 11/01/55 FN 3140W4F69 - 3,994,219 $4,140,058 $4,140,058 0.06 $4,101,887
FIGRE Trust 2025-HE3 B 5.71% 25-MAY-2055, 5.71%, 05/25/55 FIGRE 2025-HE3 31684LAB7 - 4,092,566 $4,131,959 $4,131,959 0.06 $4,104,696
Vista Point Securitization Trust 2026-CES1 A3 5.376% 25-FEB-2056, 5.38%, 02/25/56 VSTA 2026-CES1 92790EAC4 - 4,169,000 $4,128,438 $4,128,438 0.06 $4,117,232
FHLMC 30yr Pool#QF7280 5.500% 01-Jan-2053, 5.50%, 01/01/53 FR 3133BVCR4 - 3,950,507 $4,120,239 $4,120,239 0.06 $4,064,160
EASY STREET MORTGAGE LN 5.606%40 A1, 5.61%, 10/25/40 EASY 2025-RTL2 27786YAA6 - 4,100,000 $4,105,874 $4,105,874 0.06 $4,094,382
Ginnie Mae REMIC Trust 2023-116 LF 4.96154% 20-AUG-2053, 4.97%, 08/20/53 GNR 2023-116 38384EFT7 - 4,018,188 $4,059,127 $4,059,127 0.06 $4,046,360
FIGRE TRUST 2025-FL1 5.265% 55, 5.26%, 07/25/55 FIGRE 2025-FL1 31684QAA8 - 4,034,649 $4,056,882 $4,056,882 0.06 $4,032,099
FNMA 30yr Pool#CB2907 3.500% 01-Feb-2052, 3.50%, 02/01/52 FN 3140QNGR7 - 4,270,874 $4,045,953 $4,045,953 0.06 $3,987,977
GS Mortgage-Backed Securities Trust 2026-CES1 A3 5.422% 25-MAY-2056, 5.42%, 05/25/56 GSMBS 2026-CES1 36277LAC7 - 4,000,000 $4,002,599 $4,002,599 0.06 $3,977,296
JP Morgan Mortgage Trust 2026-CES1 A2 5.182% 25-JUN-2056, 5.18%, 06/25/56 JPMMT 2026-CES1 46660BAD1 - 4,000,000 $3,987,232 $3,987,232 0.06 $3,963,049
FNMA 30yr Pool#BW6314 5.500% 01-Aug-2052, 5.50%, 08/01/52 FN 3140MYAQ5 - 3,825,603 $3,953,918 $3,953,918 0.06 $3,919,911
FNMA 30yr Pool#DE7795 6.000% 01-Aug-2055, 6.00%, 08/01/55 FN 3140BLUV2 - 3,674,162 $3,933,847 $3,933,847 0.06 $3,786,548
FHLMC 30yr Pool#QH5204 6.500% 01-Nov-2053, 6.50%, 11/01/53 FR 3133CHX91 - 3,694,116 $3,913,161 $3,913,161 0.06 $3,880,851
Fannie Mae REMIC Trust 2020-98 AI 3.5% 25-JAN-2061, 3.50%, 01/25/61 FNR 2020-98 3136BDLE6 - 18,265,759 $3,900,902 $3,900,902 0.06 $3,826,048
FHLMC 30yr Pool#QX6719 6.000% 01-Feb-2055, 6.00%, 02/01/55 FR 31426CPD0 - 3,747,918 $3,894,512 $3,894,512 0.06 $3,862,014
FIGRE Trust 2025-HE3 C 5.91% 25-MAY-2055, 5.91%, 05/25/55 FIGRE 2025-HE3 31684LAC5 - 3,847,012 $3,889,657 $3,889,657 0.06 $3,863,131
EFMT 2026-CES1 A2 5.316% 25-DEC-2060, 5.32%, 12/25/60 EFMT 2026-CES1 26846MAD6 - 3,881,000 $3,876,100 $3,876,100 0.06 $3,852,031
FNMA 30yr Pool#DA5072 6.500% 01-Nov-2053, 6.50%, 11/01/53 FN 3140A5T65 - 3,395,637 $3,844,508 $3,844,508 0.06 $3,547,641
Connecticut Avenue Securities Trust 2022-R02 2M2 6.6619% 25-JAN-2042, 6.66%, 01/25/42 CAS 2022-R02 20754BAB7 - 3,733,731 $3,794,693 $3,794,693 0.06 $3,781,565
FIGRE Trust 2026-HE1 B 5.183% 25-JAN-2056, 5.18%, 01/25/56 FIGRE 2026-HE1 30249NAD9 - 3,769,443 $3,777,366 $3,777,366 0.06 $3,754,573
FNMA 30yr Pool#FS2135 4.000% 01-Nov-2049, 4.00%, 11/01/49 FN 3140XHLR6 - 3,872,843 $3,765,449 $3,765,449 0.06 $3,706,681
FNMA 30yr Pool#BY0335 6.000% 01-May-2053, 6.00%, 05/01/53 FN 3140NGLR9 - 3,216,144 $3,753,536 $3,753,536 0.06 $3,302,509
Connecticut Avenue Securities Trust 2022-R07 1B2 15.6619% 25-JUN-2042, 15.66%, 06/25/42 CAS 2022-R07 20754MAL1 - 3,206,201 $3,600,631 $3,600,631 0.05 $3,574,128
FHLMC 30yr Pool#QH1144 5.500% 01-Sep-2053, 5.50%, 09/01/53 FR 3133CDHV9 - 3,463,817 $3,597,046 $3,597,046 0.05 $3,556,950
FNMA 30yr Pool#FS2713 4.500% 01-Oct-2050, 4.50%, 10/01/50 FN 3140XJAP8 - 3,576,768 $3,570,944 $3,570,944 0.05 $3,524,908
FHLMC 30yr Pool#QI8221 6.000% 01-Jun-2054, 6.00%, 06/01/54 FR 3133WFD20 - 3,320,671 $3,535,927 $3,535,927 0.05 $3,421,644
FNMA 30yr Pool#DF1002 6.000% 01-Oct-2055, 6.00%, 10/01/55 FN 3140BRDG1 - 3,383,611 $3,516,882 $3,516,882 0.05 $3,489,974
FHLMC 30yr Pool#QH0826 5.500% 01-Sep-2053, 5.50%, 09/01/53 FR 3133CC4K9 - 3,368,708 $3,484,934 $3,484,934 0.05 $3,459,283
FNMA 30yr Pool#BX6124 6.500% 01-Jan-2053, 6.50%, 01/01/53 FN 3140NAYW7 - 3,257,026 $3,473,867 $3,473,867 0.05 $3,445,524
FHLMC 30yr Pool#QF7810 5.500% 01-Jan-2053, 5.50%, 01/01/53 FR 3133BVVB8 - 3,338,362 $3,460,828 $3,460,828 0.05 $3,434,404
FHLMC 30yr Pool#QZ3837 6.000% 01-Sep-2055, 6.00%, 09/01/55 FR 31427BHP3 - 3,253,595 $3,456,922 $3,456,922 0.05 $3,353,117
FHLMC 30yr Pool#SD1416 4.500% 01-Dec-2048, 4.50%, 12/01/48 FR 3132DNSD6 - 3,449,941 $3,426,004 $3,426,004 0.05 $3,399,920
FHLMC 30yr Pool#QH7549 6.000% 01-Dec-2053, 6.00%, 12/01/53 FR 3133CLL61 - 3,148,019 $3,401,186 $3,401,186 0.05 $3,243,964
FNMA 30yr Pool#FM7031 4.000% 01-Jan-2051, 4.00%, 01/01/51 FN 3140XAY55 - 3,474,670 $3,381,277 $3,381,277 0.05 $3,320,920
OBX 2026 HE1 FLTG 2056 A1B, 5.16%, 02/25/56 OBX 2026-HE1 67124BAB1 - 3,369,884 $3,377,582 $3,377,582 0.05 $3,368,401
FINANCE OF AMERICA STRUCTURE 3.5% 74, 3.50%, 02/25/74 FASST 2024-S1 31740RAB6 - 3,411,353 $3,365,760 $3,365,760 0.05 $3,359,790
FHLMC 30yr Pool#QX5273 6.000% 01-Feb-2055, 6.00%, 02/01/55 FR 31426A2F4 - 3,099,659 $3,327,959 $3,327,959 0.05 $3,193,912
Connecticut Avenue Securities Trust 2024-R06 1M2 5.2619% 25-SEP-2044, 5.26%, 09/25/44 CAS 2024-R06 20755RAC9 - 3,317,962 $3,326,684 $3,326,684 0.05 $3,317,470
RCKT Mortgage Trust 2025-CES2 A1B 5.603% 25-FEB-2055, 5.60%, 02/25/55 RCKT 2025-CES2 74942BAB7 - 3,267,122 $3,291,783 $3,291,783 0.05 $3,270,426
RCKT Mortgage Trust 2026-CES1 A1B 4.928% 25-JAN-2056, 4.93%, 01/25/56 RCKT 2026-CES1 74939BAB2 - 3,266,503 $3,261,084 $3,261,084 0.05 $3,242,304
RCKT Mortgage Trust 2023-CES1 A1A 6.515% 25-JUN-2043, 6.51%, 06/25/43 RCKT 74935WAA2 - 3,195,307 $3,215,680 $3,215,680 0.05 $3,191,393
FHLMC 30yr Pool#QH6041 5.500% 01-Dec-2053, 5.50%, 12/01/53 FR 3133CJWA5 - 3,111,660 $3,198,525 $3,198,525 0.05 $3,173,808
FNMA 30yr Pool#FM1540 4.000% 01-Sep-2049, 4.00%, 09/01/49 FN 3140X4WA0 - 3,183,412 $3,148,937 $3,148,937 0.05 $3,043,119
FNMA 30yr Pool#MA4026 4.000% 01-May-2050, 4.00%, 05/01/50 FN 31418DPL0 - 3,238,847 $3,136,456 $3,136,456 0.05 $3,098,272
EFMT 2025-RTL1 0% 40, 5.22%, 11/25/40 EFMT 2025-RTL1 26846FAA7 - 3,108,000 $3,115,786 $3,115,786 0.05 $3,107,673
FHLMC 30yr Pool#QZ4951 6.000% 01-Oct-2055, 6.00%, 10/01/55 FR 31427CQD8 - 2,903,032 $3,092,578 $3,092,578 0.05 $2,991,831
FHLMC 30yr Pool#SD1111 4.000% 01-Jun-2050, 4.00%, 06/01/50 FR 3132DNGU1 - 3,120,372 $3,053,521 $3,053,521 0.05 $3,001,017
BX Trust 2021-BXMF C 4.98527% 15-OCT-2038, 4.98%, 10/15/26 BX 2021-BXMF 05609RAJ3 - 2,958,012 $2,968,965 $2,968,965 0.04 $2,957,102
COOPR Residential Mortgage Trust 2026-CES1 A2 5.158% 25-FEB-2061, 5.16%, 01/01/61 COOPR 2026-CES1 21689GAD0 - 2,949,000 $2,944,521 $2,944,521 0.04 $2,926,774
U.S. Bank Auto Credit Linked Notes, Series 2023-1 B 6.789% 25-AUG-2032, 6.79%, 08/25/32 USCLN 2023-1 90357PAV6 - 2,890,861 $2,920,728 $2,920,728 0.04 $2,910,914
GWT Commercial Mortgage Trust 2024-WLF2 A 5.37124% 15-MAY-2041, 5.36%, 05/15/41 GWT 2024-WLF2 362414AA2 - 2,900,000 $2,914,152 $2,914,152 0.04 $2,901,622
FNMA 30yr Pool#MA4056 4.000% 01-Jun-2050, 4.00%, 06/01/50 FN 31418DQJ4 - 3,006,868 $2,913,670 $2,913,670 0.04 $2,876,361
Structured Agency Credit Risk (STACR) Debt Notes, Series 2020-DNA1 B2 9.02638% 25-JAN-2050, 9.03%, 01/25/50 STACR 2020-DNA1 35565HBE4 - 2,560,595 $2,866,962 $2,866,962 0.04 $2,854,764
FNMA 30yr Pool#BX8700 5.500% 01-Mar-2053, 5.50%, 03/01/53 FN 3140NDU21 - 2,737,503 $2,829,927 $2,829,927 0.04 $2,808,498
FHLMC 30yr Pool#QZ4131 6.000% 01-Sep-2055, 6.00%, 09/01/55 FR 31427BSV8 - 2,716,319 $2,822,269 $2,822,269 0.04 $2,799,010
FHLMC 30yr Pool#QG2539 6.500% 01-May-2053, 6.50%, 05/01/53 FR 3133C2ZC5 - 2,672,056 $2,798,690 $2,798,690 0.04 $2,775,473
Fannie Mae Pool|4|03/01/2050, 4.00%, 03/01/50 FN 3140X8S24 - 2,878,158 $2,794,598 $2,794,598 0.04 $2,754,673
Chase Mortgage Reference Notes, Series 2021-CL1 M1 4.8619% 25-FEB-2050, 4.86%, 02/25/50 CHASE 2021-CL1 46591HBX7 - 2,829,328 $2,784,575 $2,784,575 0.04 $2,777,307
FNMA 30yr Pool#MA3496 4.500% 01-Oct-2048, 4.50%, 10/01/48 FN 31418C3E2 - 2,784,897 $2,775,102 $2,775,102 0.04 $2,744,519
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 $2,761,332 $2,761,332 0.04 $2,751,569
FHLMC 30yr Pool#QE6404 5.500% 01-Jul-2052, 5.50%, 07/01/52 FR 3133BGDH8 - 2,549,080 $2,757,527 $2,757,527 0.04 $2,611,920
RCKT MORTGAGE TRUST 2025-CE 5.16% 34, 5.16%, 07/25/34 RCKTL 2025-1A 74939RAC5 - 2,750,000 $2,754,369 $2,754,369 0.04 $2,747,274
OBX TRUST 2026-HE1 FLTG 2056 M1, 5.31%, 02/25/56 OBX 2026-HE1 67124BAD7 - 2,707,000 $2,704,183 $2,704,183 0.04 $2,696,594
FHLMC 30yr Pool#QE8542 5.500% 01-Aug-2052, 5.50%, 08/01/52 FR 3133BJP30 - 2,616,056 $2,701,670 $2,701,670 0.04 $2,680,547
FNMA 30yr Pool#BV5393 3.500% 01-Apr-2052, 3.50%, 04/01/52 FN 3140MJ7F6 - 2,823,415 $2,681,072 $2,681,072 0.04 $2,628,382
FHLMC 30yr Pool#SD6905 6.000% 01-Nov-2054, 6.00%, 11/01/54 FR 3132DUU62 - 2,575,092 $2,674,536 $2,674,536 0.04 $2,653,473
FHLMC 30yr Pool#QF9276 5.500% 01-Mar-2053, 5.50%, 03/01/53 FR 3133BXJV4 - 2,555,463 $2,643,618 $2,643,618 0.04 $2,624,172
FHLMC 30yr Pool#SD2897 5.500% 01-May-2053, 5.50%, 05/01/53 FR 3132DQGE0 - 2,464,258 $2,600,284 $2,600,284 0.04 $2,515,648
Vista Point Securitization Trust 2026-CES1 A2 5.226% 25-FEB-2056, 5.23%, 02/25/56 VSTA 2026-CES1 92790EAB6 - 2,600,000 $2,592,501 $2,592,501 0.04 $2,585,707
FHLMC 30yr Pool#Q57869 4.000% 01-Aug-2048, 4.00%, 08/01/48 FG 3132Y1W79 - 2,685,089 $2,591,939 $2,591,939 0.04 $2,572,998
EFMT 2026-CES1 A1B 5.116% 25-DEC-2060, 5.12%, 12/25/60 EFMT 2026-CES1 26846MAB0 - 2,575,965 $2,577,497 $2,577,497 0.04 $2,562,122
FNMA 30yr Pool#DE2839 6.000% 01-Jun-2055, 6.00%, 06/01/55 FN 3140BFEM3 - 2,334,282 $2,571,043 $2,571,043 0.04 $2,405,684
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-HQA3 B2 9.9119% 25-SEP-2041, 9.91%, 09/25/41 STACR 2021-HQA3 35564KKL2 - 2,504,211 $2,564,840 $2,564,840 0.04 $2,551,740
FIGRE Trust 2024-HE4 B 5.252% 25-SEP-2054, 5.25%, 09/25/54 FIGRE 2024-HE4 31684UAB7 - 2,540,240 $2,543,999 $2,543,999 0.04 $2,537,329
PRPM 2026-RCF1 A3 5.305% 25-JAN-2056, 5.30%, 01/25/56 PRPM 2026-RCF1 69383VAF0 - 2,500,000 $2,512,487 $2,512,487 0.04 $2,497,014
PRPM 2026-RCF1 A2 5.206% 25-JAN-2056, 5.21%, 01/25/56 PRPM 2026-RCF1 69383VAB9 - 2,500,000 $2,512,276 $2,512,276 0.04 $2,497,092
BX Trust 2021-BXMF G 7.143513% 15-OCT-2038, 7.14%, 10/15/26 BX 2021-BXMF 05609RAS3 - 2,488,884 $2,497,355 $2,497,355 0.04 $2,483,046
Bayview Opportunity Master Fund VII Trust 2024-CAR1 B 4.9619% 25-DEC-2031, 4.96%, 12/26/31 BVCLN 2024-CAR1 07336QAB8 - 2,471,549 $2,483,389 $2,483,389 0.04 $2,476,917
FHLMC 30yr Pool#SD3523 3.000% 01-Jun-2052, 3.00%, 06/01/52 FR 3132DQ4G8 - 2,708,696 $2,471,955 $2,471,955 0.04 $2,413,323
FNMA 30yr Pool#DG3733 5.000% 01-Mar-2056, 5.00%, 03/01/56 FN 3140U7EF5 - 2,430,937 $2,428,200 $2,428,200 0.04 $2,411,456
FNMA 30yr Pool#BY8533 6.500% 01-Aug-2053, 6.50%, 08/01/53 FN 3140NRPT7 - 2,297,938 $2,420,998 $2,420,998 0.04 $2,400,804
FNMA 30yr Pool#DC1302 5.000% 01-Aug-2054, 5.00%, 08/01/54 FN 3140ANNU9 - 2,411,049 $2,413,430 $2,413,430 0.04 $2,396,189
PRPM 2025-RCF3 LLC 5.25% 55, 5.25%, 07/25/55 PRPM 2025-RCF3 69392PAB1 - 2,380,125 $2,393,867 $2,393,867 0.04 $2,379,289
Ginnie Mae REMIC Trust 2017-163 LO 0.0% 16-MAY-2041, 0.00%, 05/16/41 GNR 2017-163 38380KNA9 - 3,132,404 $2,393,858 $2,393,858 0.04 $2,393,858
FNMA 30yr Pool#BY5913 5.500% 01-Sep-2053, 5.50%, 09/01/53 FN 3140NNSB2 - 2,305,215 $2,385,789 $2,385,789 0.04 $2,367,196
FHLMC 30yr Pool#QF0488 5.500% 01-Sep-2052, 5.50%, 09/01/52 FR 3133BMRH0 - 2,292,153 $2,382,448 $2,382,448 0.04 $2,348,658
Connecticut Avenue Securities Trust 2022-R08 1M2 7.2619% 25-JUL-2042, 7.26%, 07/25/42 CAS 2022-R08 20755DAB2 - 2,280,000 $2,355,550 $2,355,550 0.04 $2,346,811
FNMA 30yr Pool#DA3549 6.500% 01-Oct-2053, 6.50%, 10/01/53 FN 3140A35K5 - 2,205,650 $2,336,680 $2,336,680 0.04 $2,317,144
Morgan Stanley Residential Mortgage Loan Trust 2026-NQM1 A2 5.032% 25-DEC-2070, 5.03%, 12/25/70 MSRM 2026-NQM1 61780XAF2 - 2,325,153 $2,320,824 $2,320,824 0.03 $2,307,174
FNMA 30yr Pool#DF0313 6.000% 01-Sep-2055, 6.00%, 09/01/55 FN 3140BQK34 - 2,197,656 $2,284,257 $2,284,257 0.03 $2,264,878
FHLMC 30yr Pool#QY9883 6.000% 01-Aug-2055, 6.00%, 08/01/55 FR 31426U6V1 - 2,150,535 $2,234,187 $2,234,187 0.03 $2,216,317
FNMA 30yr Pool#CB9430 5.500% 01-Nov-2054, 5.50%, 11/01/54 FN 3140QVPQ1 - - $2,224,730 $2,224,730 0.03 $0
Ally Bank Auto Credit-Linked Notes, Series 2024-A C 6.022% 15-MAY-2032, 6.02%, 05/17/32 ABCLN 2024-A 02007GZ63 - 2,173,854 $2,208,776 $2,208,776 0.03 $2,198,594
PRPM 2024-RCF2 A1 3.75% 25-MAR-2054, 3.75%, 03/25/54 PRPM 2024-RCF2 693987AA7 - 2,226,444 $2,189,882 $2,189,882 0.03 $2,185,707
FHLMC 30yr Pool#QG2543 5.500% 01-May-2053, 5.50%, 05/01/53 FR 3133C2ZG6 - 2,051,836 $2,108,845 $2,108,845 0.03 $2,092,817
FNMA 30yr Pool#FS1640 4.000% 01-Apr-2052, 4.00%, 04/01/52 FN 3140XGZE2 - 2,080,129 $2,003,559 $2,003,559 0.03 $1,990,020
FNMA 30yr Pool#FS3001 4.000% 01-Oct-2051, 4.00%, 10/01/51 FN 3140XJKP7 - 2,060,798 $2,000,111 $2,000,111 0.03 $1,969,610
FNMA 30yr Pool#BY0338 6.500% 01-May-2053, 6.50%, 05/01/53 FN 3140NGLU2 - 1,899,189 $1,999,844 $1,999,844 0.03 $1,983,431
FNMA 30yr Pool#DA0036 6.500% 01-Sep-2053, 6.50%, 09/01/53 FN 3140A0BE8 - 1,845,089 $1,945,853 $1,945,853 0.03 $1,927,684
FNMA 30yr Pool#CA7849 4.500% 01-Oct-2050, 4.50%, 10/01/50 FN 3140QFWK1 - 1,964,309 $1,943,875 $1,943,875 0.03 $1,928,966
FHLMC 30yr Pool#QX7432 6.000% 01-Feb-2055, 6.00%, 02/01/55 FR 31426DHJ4 - 1,760,245 $1,928,029 $1,928,029 0.03 $1,813,831
FNMA 30yr Pool#BX8072 5.500% 01-Mar-2053, 5.50%, 03/01/53 FN 3140NC6J3 - 1,862,283 $1,924,724 $1,924,724 0.03 $1,910,579
Chase Mortgage Reference Notes, Series 2020-CL1 M2 6.29303% 25-OCT-2057, 6.29%, 10/25/57 CHASE 2020-CL1 46591HAH3 - 1,861,039 $1,924,684 $1,924,684 0.03 $1,918,503
Santander Bank Auto Credit-Linked Notes, Series 2024-A B 5.622% 15-JUN-2032, 5.62%, 06/15/32 SBCLN 2024-A 80290CCJ1 - 1,835,919 $1,861,409 $1,861,409 0.03 $1,853,381
FHLMC 30yr Pool#SI2017 4.000% 01-Dec-2048, 4.00%, 12/01/48 FR 3133USG21 - 1,908,239 $1,841,083 $1,841,083 0.03 $1,826,320
FIGRE Trust 2024-HE1 B 6.506% 25-MAR-2054, 6.51%, 03/25/54 FIGRE 2024-HE1 31684HAB6 - 1,807,872 $1,840,751 $1,840,751 0.03 $1,834,870
FNMA 30yr Pool#DF0998 6.000% 01-Oct-2055, 6.00%, 10/01/55 FN 3140BRDC0 - 1,765,045 $1,833,757 $1,833,757 0.03 $1,819,035
RAM 2024-1 A 5.95% 15-FEB-2039, 6.67%, 02/15/39 RAM 2024-1 751313AA5 - 1,798,533 $1,808,134 $1,808,134 0.03 $1,798,806
Chase Mortgage Reference Notes, Series 2021-CL1 M3 5.2119% 25-FEB-2050, 5.21%, 02/25/50 CHASE 2021-CL1 46591HBZ2 - 1,845,193 $1,802,661 $1,802,661 0.03 $1,797,585
FNMA 30yr Pool#BY0361 6.500% 01-Jun-2053, 6.50%, 06/01/53 FN 3140NGMK3 - 1,512,883 $1,789,068 $1,789,068 0.03 $1,577,186
FHLMC 30yr Pool#QI4878 6.000% 01-Apr-2054, 6.00%, 04/01/54 FR 3133WBM37 - 1,686,749 $1,751,962 $1,751,962 0.03 $1,738,039
Foundation Finance Trust 2023-2 A 6.53% 15-JUN-2049, 6.53%, 06/15/49 FFIN 2023-2A 35042RAA4 - 1,693,764 $1,751,758 $1,751,758 0.03 $1,743,155
Connecticut Avenue Securities Trust 2022-R06 1B2 14.2619% 25-MAY-2042, 14.26%, 05/25/42 CAS 2022-R06 20754NAR6 - 1,596,475 $1,751,548 $1,751,548 0.03 $1,739,532
FNMA 30yr Pool#DA3538 6.000% 01-Oct-2053, 6.00%, 10/01/53 FN 3140A34Y6 - 1,682,226 $1,751,216 $1,751,216 0.03 $1,733,497
FHLMC 30yr Pool#SD1551 4.000% 01-Mar-2050, 4.00%, 03/01/50 FR 3132DNWL3 - 1,781,394 $1,728,268 $1,728,268 0.03 $1,704,964
FHF Trust 2024-1 (First Help Financial) A2 5.69% 15-FEB-2030, 5.69%, 02/15/30 FHF 2024-1A 31568AAB2 - 1,694,254 $1,708,633 $1,708,633 0.03 $1,701,134
PRPM 2025-RCF3 LLC 5.25% 55, 5.25%, 07/25/55 PRPM 2025-RCF3 69392PAC9 - 1,700,000 $1,704,393 $1,704,393 0.03 $1,693,980
FNMA 30yr Pool#MA3521 4.000% 01-Nov-2048, 4.00%, 11/01/48 FN 31418C4F8 - 1,731,955 $1,680,364 $1,680,364 0.03 $1,657,647
Fannie Mae Pool|4|08/01/2050, 4.00%, 08/01/50 FN 3140X8UA3 - 1,738,028 $1,674,037 $1,674,037 0.03 $1,662,476
FHLMC 30yr Pool#QG2540 6.500% 01-May-2053, 6.50%, 05/01/53 FR 3133C2ZD3 - 1,131,196 $1,641,320 $1,641,320 0.02 $1,174,998
FHLMC 30yr Pool#SD0943 3.500% 01-Apr-2052, 3.50%, 04/01/52 FR 3132DNBL6 - 1,719,282 $1,632,465 $1,632,465 0.02 $1,605,399
Chase Mortgage Reference Notes, Series 2021-CL1 M2 5.0119% 25-FEB-2050, 5.01%, 02/25/50 CHASE 2021-CL1 46591HBY5 - 1,662,230 $1,624,993 $1,624,993 0.02 $1,620,596
NRZ MSR-Collateralized Notes, Series 2021-FHT1 A 3.104% 25-JUL-2026, 3.10%, 07/25/26 NZES 2021-FHT1 62955MAB2 - 1,626,552 $1,616,402 $1,616,402 0.02 $1,613,878
FNMA 30yr Pool#DD4221 6.000% 01-Feb-2055, 6.00%, 02/01/55 FN DD4221 MTGE 3140B4VP2 - 1,548,025 $1,607,655 $1,607,655 0.02 $1,595,096
FHLMC 30yr Pool#SD4456 4.000% 01-Aug-2050, 4.00%, 08/01/50 FR 3132E05R9 - 1,604,995 $1,559,557 $1,559,557 0.02 $1,533,976
FNMA 30yr Pool#CB2681 3.500% 01-Jan-2052, 3.50%, 01/01/52 FN 3140QM6T6 - 1,629,503 $1,542,155 $1,542,155 0.02 $1,521,693
FHLMC 30yr Pool#QZ4132 6.000% 01-Sep-2055, 6.00%, 09/01/55 FR 31427BSW6 - 1,411,191 $1,540,268 $1,540,268 0.02 $1,454,357
FNMA 30yr Pool#DC9709 6.000% 01-Jan-2055, 6.00%, 01/01/55 FN 3140AXYF8 - 1,393,411 $1,518,643 $1,518,643 0.02 $1,435,824
Santander Bank Auto Credit-Linked Notes, Series 2023-B B 5.64% 15-DEC-2033, 5.64%, 12/15/33 SBCLN 2023-B 80290CCB8 - 1,476,465 $1,495,397 $1,495,397 0.02 $1,488,920
FHLMC 30yr Pool#QY7439 6.000% 01-Jun-2055, 6.00%, 06/01/55 FR 31426SHR3 - 1,421,784 $1,481,188 $1,481,188 0.02 $1,465,274
FHLMC 30yr Pool#Q58477 4.000% 01-Sep-2048, 4.00%, 09/01/48 FG 3132Y2M37 - 1,489,871 $1,438,038 $1,438,038 0.02 $1,427,557
FNMA 30yr Pool#BT8051 5.500% 01-Jan-2053, 5.50%, 01/01/53 FN 3140LW5M5 - 1,375,296 $1,426,123 $1,426,123 0.02 $1,414,863
FNMA 30yr Pool#CA5573 4.000% 01-Apr-2050, 4.00%, 04/01/50 FN 3140QDFP4 - 1,385,749 $1,418,897 $1,418,897 0.02 $1,325,510
FNMA 30yr Pool#MA3415 4.000% 01-Jul-2048, 4.00%, 07/01/48 FN 31418CYM0 - 1,458,788 $1,417,935 $1,417,935 0.02 $1,396,200
FNMA 30yr Pool#BY1896 5.500% 01-May-2053, 5.50%, 05/01/53 FN 3140NJDA9 - 1,351,340 $1,388,846 $1,388,846 0.02 $1,378,330
FNMA 30yr Pool#CA1931 4.500% 01-Jun-2048, 4.50%, 06/01/48 FN 3140Q9ED1 - 1,379,324 $1,369,964 $1,369,964 0.02 $1,359,325
FHLMC 30yr Pool#QG4340 6.500% 01-Jun-2053, 6.50%, 06/01/53 FR 3133C4ZD9 - 1,293,797 $1,354,963 $1,354,963 0.02 $1,343,871
FIGRE TRUST 2025-HE5 FLTG 2055 B, 5.49%, 08/25/55 FIGRE 2025-HE5 31684MAB5 - 1,305,678 $1,311,969 $1,311,969 0.02 $1,303,613
FNMA 30yr Pool#BX7860 5.500% 01-Mar-2053, 5.50%, 03/01/53 FN 3140NCWW5 - 1,249,754 $1,289,139 $1,289,139 0.02 $1,278,523
FNMA 30yr Pool#BY0327 6.500% 01-May-2053, 6.50%, 05/01/53 FN 3140NGLH1 - 1,228,835 $1,287,424 $1,287,424 0.02 $1,276,661
Ally Bank Auto Credit-Linked Notes, Series 2024-A D 6.315% 15-MAY-2032, 6.31%, 05/17/32 ABCLN 2024-A 02007GZ71 - 1,242,202 $1,262,406 $1,262,406 0.02 $1,256,305
ACHV ABS Trust 2024-1PL B 6.34% 25-APR-2031, 6.34%, 04/25/31 ACHV 2024-1PL 00092BAB0 - 1,226,459 $1,239,236 $1,239,236 0.02 $1,235,348
FNMA 30yr Pool#FM7725 4.500% 01-Dec-2050, 4.50%, 12/01/50 FN 3140XBSP6 - 1,234,196 $1,233,709 $1,233,709 0.02 $1,210,691
FHLMC 30yr Pool#QF2561 5.500% 01-Nov-2052, 5.50%, 11/01/52 FR 3133BPZ27 - 1,171,226 $1,213,354 $1,213,354 0.02 $1,204,304
Bayview Opportunity Master Fund VII Trust 2024-CAR1 C 5.1619% 25-DEC-2031, 5.16%, 12/26/31 BVCLN 2024-CAR1 07336QAC6 - 1,202,820 $1,209,643 $1,209,643 0.02 $1,206,366
FNMA 30yr Pool#DB3056 5.500% 01-May-2054, 5.50%, 05/01/54 FN 3140ACME0 - 1,172,351 $1,205,898 $1,205,898 0.02 $1,196,703
FNMA 40yr Pool#BF0167 3.000% 01-Feb-2057, 3.00%, 02/01/57 FN 3140FXFH0 - 1,351,898 $1,182,488 $1,182,488 0.02 $1,175,458
FNMA 30yr Pool#MA3149 4.000% 01-Oct-2047, 4.00%, 10/01/47 FN 31418CQB3 - 1,214,660 $1,181,217 $1,181,217 0.02 $1,164,886
EFMT 2026-CES1 M1 5.616% 25-DEC-2060, 5.62%, 12/25/60 EFMT 2026-CES1 26846MAF1 - 1,166,000 $1,163,920 $1,163,920 0.02 $1,156,280
FNMA 30yr Pool#BX0804 5.500% 01-Nov-2052, 5.50%, 11/01/52 FN 3140N43N5 - 1,117,050 $1,155,881 $1,155,881 0.02 $1,144,915
FHLMC 30yr Pool#SD8003 4.000% 01-Jul-2049, 4.00%, 07/01/49 FR 3132DV3L7 - 1,191,371 $1,153,413 $1,153,413 0.02 $1,138,654
FNMA 30yr Pool#BJ9181 5.000% 01-May-2048, 5.00%, 05/01/48 FN 3140HBFX1 - 1,132,121 $1,152,865 $1,152,865 0.02 $1,143,688
FNMA 30yr Pool#FM9138 4.000% 01-Mar-2050, 4.00%, 03/01/50 FN 3140XDEL6 - 1,182,589 $1,143,883 $1,143,883 0.02 $1,131,851
FHLMC 30yr Pool#QG6538 5.500% 01-Jul-2053, 5.50%, 07/01/53 FR 3133C7HP5 - 1,094,313 $1,131,988 $1,131,988 0.02 $1,123,736
FNMA 30yr Pool#AS6811 3.000% 01-Mar-2046, 3.00%, 03/01/46 FN 3138WGR97 - 1,203,092 $1,105,444 $1,105,444 0.02 $1,095,818
FHLMC 30yr Pool#ZT2087 4.000% 01-Jun-2049, 4.00%, 06/01/49 FR 3132AEJ80 - 1,127,414 $1,096,580 $1,096,580 0.02 $1,077,527
FNMA 30yr Pool#AS7492 4.000% 01-Jul-2046, 4.00%, 07/01/46 FN 3138WHKE1 - 1,080,872 $1,046,704 $1,046,704 0.02 $1,038,455
U.S. Auto Funding 2021-1 C 2.2% 15-MAY-2026, 2.20%, 05/15/26 USAUT 2021-1A 90355EAC5 - 1,270,596 $1,022,266 $1,022,266 0.02 $1,020,092
Connecticut Avenue Securities Trust 2022-R04 1M2 6.7619% 25-MAR-2042, 6.76%, 03/25/42 CAS 2022-R04 20753YCK6 - 1,000,000 $1,020,929 $1,020,929 0.02 $1,017,360
FHLMC 30yr Pool#QG3885 6.500% 01-Jun-2053, 6.50%, 06/01/53 FR 3133C4J62 - 964,631 $1,010,194 $1,010,194 0.02 $1,001,965
FHLMC 30yr Pool#RA1188 4.500% 01-Aug-2049, 4.50%, 08/01/49 FR 3133KGJ90 - 1,018,773 $1,008,650 $1,008,650 0.02 $1,001,004
FNMA 30yr Pool#CB8995 5.500% 01-Aug-2054, 5.50%, 08/01/54 FN 3140QU7H3 - 968,373 $1,007,085 $1,007,085 0.02 $982,849
FHLMC 30yr Pool#RA1087 4.500% 01-Jul-2049, 4.50%, 07/01/49 FR 3133KGF45 - 1,015,565 $1,005,307 $1,005,307 0.02 $997,852
Flagship Credit Auto Trust 2023-1 B 5.05% 15-FEB-2028, 5.05%, 01/18/28 FCAT 2023-1 337955AG3 - 976,866 $980,829 $980,829 0.01 $976,992
FHF Issuer Trust 2023-2 (First Help Financial) A2 6.79% 15-OCT-2029, 6.79%, 10/15/29 FHF 2023-2A 30333LAB4 - 948,354 $960,700 $960,700 0.01 $955,692
FNMA 30yr Pool#BV4203 3.500% 01-Apr-2052, 3.50%, 04/01/52 FN 3140MHU56 - 991,969 $947,351 $947,351 0.01 $923,447
FNMA 30yr Pool#BV8484 3.500% 01-Apr-2052, 3.50%, 04/01/52 FN 3140MNNA0 - 998,117 $935,334 $935,334 0.01 $929,170
FNMA 30yr Pool#FM1598 4.000% 01-Feb-2049, 4.00%, 02/01/49 FN 3140X4X43 - 961,287 $927,152 $927,152 0.01 $920,043
FHLMC 30yr Pool#QG6948 5.500% 01-Jul-2053, 5.50%, 07/01/53 FR 3133C7WH6 - 885,766 $917,453 $917,453 0.01 $909,582
FHLMC 30yr Pool#QH3309 5.500% 01-Oct-2053, 5.50%, 10/01/53 FR 3133CFVA4 - 886,025 $911,064 $911,064 0.01 $903,721
FNMA 30yr Pool#CA6382 4.500% 01-Jul-2050, 4.50%, 07/01/50 FN 3140QECU4 - 915,870 $904,997 $904,997 0.01 $898,401
FREMF 2019-KF70 Mortgage Trust C 9.78337% 25-SEP-2029, 9.78%, 09/25/29 FREMF 2019-KF70 30298UAJ0 - 890,414 $893,436 $893,436 0.01 $882,738
GNMA II 30yr Pool#MA5021 4.500% 20-Feb-2048, 4.50%, 02/20/48 G2 36179TSJ5 - 868,130 $873,455 $873,455 0.01 $858,852
BX Commercial Mortgage Trust 2021-21M A 4.524% 15-OCT-2036, 4.52%, 10/15/36 BX 2021-21M 05609CAA5 - 862,801 $865,675 $865,675 0.01 $862,535
FHLMC 30yr Pool#ZM8197 4.000% 01-Sep-2048, 4.00%, 09/01/48 FR 3131Y3DA1 - 886,439 $854,620 $854,620 0.01 $848,385
Structured Agency Credit Risk (STACR) Debt Notes, Series 2020-DNA2 B2 8.57638% 25-FEB-2050, 8.58%, 02/25/50 STACR 2020-DNA2 35565KBE7 - 728,791 $804,966 $804,966 0.01 $801,668
FNMA 30yr Pool#CC0990 5.000% 01-Sep-2055, 5.00%, 09/01/55 FN 3140Y7C48 - 788,055 $798,008 $798,008 0.01 $789,587
FHLMC 30yr Pool#QG7338 6.000% 01-Jul-2053, 6.00%, 07/01/53 FR 3133C8EK7 - 767,346 $797,696 $797,696 0.01 $790,749
FNMA 30yr Pool#AB9341 3.000% 01-May-2043, 3.00%, 05/01/43 FN 31417GLX2 - 847,592 $787,743 $787,743 0.01 $777,670
Blue Bridge Funding 2023-1 A 7.37% 15-NOV-2030, 7.37%, 11/15/30 BBEF 2023-1A 09531MAA8 - 779,025 $787,063 $787,063 0.01 $782,597
FNMA 30yr Pool#BN4541 4.000% 01-Feb-2049, 4.00%, 02/01/49 FN 3140JMBK7 - 813,531 $784,387 $784,387 0.01 $778,627
Reach ABS Trust 2024-2 A 5.88% 15-JUL-2031, 5.88%, 07/15/31 REACH 2024-2A 75525HAA8 - 777,035 $782,854 $782,854 0.01 $779,300
FNMA 30yr Pool#BY0782 5.500% 01-Apr-2053, 5.50%, 04/01/53 FN 3140NG2Q2 - 738,333 $763,448 $763,448 0.01 $757,858
FHLMC 30yr Pool#QH7013 6.500% 01-Dec-2053, 6.50%, 12/01/53 FR 3133CKYJ1 - 162,326 $745,697 $745,697 0.01 $172,016
FNMA 30yr Pool#BY0866 5.500% 01-May-2053, 5.50%, 05/01/53 FN 3140NG6C9 - 693,072 $713,925 $713,925 0.01 $708,149
FHLMC 30yr Pool#RA1999 4.500% 01-Jan-2050, 4.50%, 01/01/50 FR 3133KHGG5 - 718,749 $711,861 $711,861 0.01 $706,213
FHLMC 30yr Pool#ZT1926 3.000% 01-Nov-2043, 3.00%, 11/01/43 FR 3132AED78 - 743,853 $711,695 $711,695 0.01 $682,847
GNMA II 30yr Pool#MA5264 4.000% 20-Jun-2048, 4.00%, 06/20/48 G2 36179TZ57 - 693,176 $674,052 $674,052 0.01 $664,375
Arivo Acceptance Auto Loan Receivables Trust 2024-1 A 6.46% 15-APR-2028, 6.46%, 04/17/28 ARIVO 2024-1A 039943AA3 - 662,743 $667,847 $667,847 0.01 $664,517
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-DNA5 M2 5.3119% 25-JAN-2034, 5.31%, 01/25/34 STACR 2021-DNA5 35564KHE2 - 662,867 $666,259 $666,259 0.01 $664,400
FNMA 30yr Pool#CB6864 5.000% 01-Aug-2053, 5.00%, 08/01/53 FN 3140QSTW1 - 652,532 $658,887 $658,887 0.01 $653,573
ACHM Trust 2024-HE1 B 7.26% 25-MAY-2039, 7.26%, 05/25/39 ACHM 2024-HE1 00449TAB1 - 621,267 $638,745 $638,745 0.01 $636,490
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 $632,089 $632,089 0.01 $629,919
FNMA 30yr Pool#BW0343 4.500% 01-May-2052, 4.50%, 05/01/52 FN 3140MRLZ8 - 582,838 $617,990 $617,990 0.01 $567,845
FHLMC 30yr Pool#QE1073 3.500% 01-Apr-2052, 3.50%, 04/01/52 FR 3133BAFN6 - 642,357 $601,898 $601,898 0.01 $597,985
FHLMC 30yr Pool#SD8047 4.500% 01-Feb-2050, 4.50%, 02/01/50 FR 3132DV5G6 - 571,891 $578,164 $578,164 0.01 $561,601
FNMA 30yr Pool#BK9507 4.000% 01-Oct-2048, 4.00%, 10/01/48 FN 3140HPR58 - 587,556 $569,149 $569,149 0.01 $564,902
ACHV ABS Trust 2024-1PL C 6.42% 25-APR-2031, 6.42%, 04/25/31 ACHV 2024-1PL 00092BAC8 - 564,483 $569,140 $569,140 0.01 $567,328
FNMA 30yr Pool#AL6842 4.000% 01-May-2045, 4.00%, 05/01/45 FN 3138EPS88 - 577,982 $562,782 $562,782 0.01 $557,754
Sequoia Mortgage Trust 2013-5 A1 2.5% 25-MAY-2043, 2.50%, 05/25/43 SEMT 2013-5 81745AAA5 - 604,374 $543,045 $543,045 0.01 $541,282
FNMA 30yr Pool#AZ0869 4.000% 01-Jul-2045, 4.00%, 07/01/45 FN 3138YR6F0 - 481,183 $497,238 $497,238 0.01 $464,316
FHLMC 30yr Pool#QD9191 3.500% 01-Apr-2052, 3.50%, 04/01/52 FR 3133B7F86 - 494,194 $463,264 $463,264 0.01 $460,057
FHLMC 15yr Pool#SB0116 2.500% 01-Nov-2034, 2.50%, 11/01/34 FR 3132CWDV3 - 469,544 $462,765 $462,765 0.01 $446,022
FHLMC 30yr Pool#SD1414 4.000% 01-Oct-2050, 4.00%, 10/01/50 FR 3132DNSB0 - 430,555 $414,963 $414,963 0.01 $411,503
FNMA 30yr Pool#BV6879 4.500% 01-Apr-2052, 4.50%, 04/01/52 FN 3140MLUD0 - 403,031 $395,439 $395,439 0.01 $392,701
FNMA 30yr Pool#CB4329 3.500% 01-Jul-2052, 3.50%, 07/01/52 FN 3140QPY35 - 421,236 $395,133 $395,133 0.01 $392,344
FNMA 30yr Pool#CA4646 3.000% 01-Feb-2048, 3.00%, 02/01/48 FN 3140QCEU6 - 407,087 $377,837 $377,837 0.01 $370,880
FHLMC 30yr Pool#QG3397 6.000% 01-May-2053, 6.00%, 05/01/53 FR 3133C3X27 - 348,993 $362,726 $362,726 0.01 $359,637
FHLMC 30yr Pool#QA8274 3.500% 01-Mar-2050, 3.50%, 03/01/50 FR 3133A3FP8 - 384,383 $357,863 $357,863 0.01 $355,508
FNMA 30yr Pool#FM3447 4.000% 01-Nov-2049, 4.00%, 11/01/49 FN 3140X6ZM6 - 348,870 $338,403 $338,403 0.01 $335,010
Connecticut Avenue Securities Trust 2023-R05 1B1 8.4119% 25-JUN-2043, 8.41%, 06/25/43 CAS 2023-R05 207942AC7 - 312,000 $331,955 $331,955 0.00 $330,569
FHLMC 30yr Pool#SD1966 4.000% 01-Nov-2052, 4.00%, 11/01/52 FR 3132DPFF0 - 319,993 $308,858 $308,858 0.00 $304,744
FNMA 30yr Pool#BV7632 4.500% 01-Apr-2052, 4.50%, 04/01/52 FN 3140MMPS1 - 309,654 $303,822 $303,822 0.00 $301,717
Hotwire Funding, Series 2021-1 B_2021_1 2.658% 20-NOV-2051, 2.66%, 11/20/51 HWIRE 2021-1 44148JAB5 - 300,000 $295,827 $295,827 0.00 $295,318
FNMA 30yr Pool#AR9225 3.000% 01-Mar-2043, 3.00%, 03/01/43 FN 3138W7HB3 - 313,112 $288,519 $288,519 0.00 $286,007
FHLMC 30yr Pool#ZN6461 4.000% 01-May-2049, 4.00%, 05/01/49 FR 3131YDFA7 - 298,487 $287,484 $287,484 0.00 $285,243
FHLMC 30yr Pool#ZT0391 4.000% 01-Nov-2047, 4.00%, 11/01/47 FR 3132ACNG1 - 285,869 $283,544 $283,544 0.00 $275,977
FNMA 30yr Pool#FS2548 4.000% 01-Mar-2051, 4.00%, 03/01/51 FN 3140XHZN0 - 289,098 $280,209 $280,209 0.00 $276,305
FNMA 30yr Pool#AS8649 3.000% 01-Jan-2047, 3.00%, 01/01/47 FN 3138WJTF5 - 300,189 $273,617 $273,617 0.00 $271,547
FNMA 30yr Pool#FS2238 4.000% 01-Mar-2051, 4.00%, 03/01/51 FN 3140XHPY7 - 281,035 $273,187 $273,187 0.00 $268,978
FHLMC 30yr Pool#QA5150 4.500% 01-Dec-2049, 4.50%, 12/01/49 FR 31346YWK5 - 263,850 $261,006 $261,006 0.00 $259,074
FNMA 30yr Pool#BN3899 4.000% 01-Dec-2048, 4.00%, 12/01/48 FN 3140JLKM5 - 261,792 $252,533 $252,533 0.00 $250,560
FHLMC 30yr Pool#QA1615 3.500% 01-Aug-2049, 3.50%, 08/01/49 FR 31334XYL7 - 267,030 $249,366 $249,366 0.00 $247,557
FHLMC 30yr Pool#ZN4240 4.500% 01-Dec-2048, 4.50%, 12/01/48 FR 3131YAV98 - 245,521 $245,020 $245,020 0.00 $242,673
Fannie Mae REMIC Trust 2012-126 SY 0.21831% 25-NOV-2042, 0.22%, 11/25/42 FNR 2012-126 3136A9ZR2 - 473,554 $243,380 $243,380 0.00 $243,327
FNMA 30yr Pool#BW0081 4.500% 01-Apr-2052, 4.50%, 04/01/52 FN 3140MRCT2 - 227,961 $223,623 $223,623 0.00 $222,097
Fannie Mae REMIC Trust 2017-9 VL 3.0% 25-JUL-2028, 3.00%, 07/25/28 FNR 2017-9 3136AVYH6 - 215,282 $222,388 $222,388 0.00 $213,466
FNMA 30yr Pool#MA3908 4.500% 01-Jan-2050, 4.50%, 01/01/50 FN 31418DKW1 - 217,790 $218,418 $218,418 0.00 $213,872
FNMA 30yr Pool#MA3687 4.000% 01-Jun-2049, 4.00%, 06/01/49 FN 31418DCZ3 - 224,644 $218,218 $218,218 0.00 $214,704
FNMA 30yr Pool#MA1327 3.000% 01-Jan-2043, 3.00%, 01/01/43 FN 31418APM4 - 225,371 $212,474 $212,474 0.00 $206,888
FNMA 30yr Pool#BE3616 4.000% 01-May-2047, 4.00%, 05/01/47 FN 3140FPAS8 - 215,262 $211,490 $211,490 0.00 $208,021
FNMA 30yr Pool#BO9819 4.500% 01-Dec-2049, 4.50%, 12/01/49 FN 3140K54D6 - 207,254 $205,087 $205,087 0.00 $203,503
FHLMC 15yr Pool#SB0040 2.500% 01-Dec-2033, 2.50%, 12/01/33 FR 3132CWBH6 - 206,757 $204,621 $204,621 0.00 $199,347
GNMA II 30yr Pool#MA5192 4.000% 20-May-2048, 4.00%, 05/20/48 G2 36179TXV2 - 207,876 $201,701 $201,701 0.00 $199,239
FHLMC 30yr Pool#RA1088 4.500% 01-Jul-2049, 4.50%, 07/01/49 FR 3133KGF52 - 201,645 $199,462 $199,462 0.00 $198,004
FNMA 30yr Pool#BW7371 5.500% 01-Feb-2053, 5.50%, 02/01/53 FN 3140N0FM2 - - $185,384 $185,384 0.00 $0
FNMA 30yr Pool#AB6280 3.000% 01-Sep-2042, 3.00%, 09/01/42 FN 31417C6S9 - 187,472 $173,858 $173,858 0.00 $172,096
FNMA 30yr Pool#BO2983 3.000% 01-Sep-2049, 3.00%, 09/01/49 FN 3140JXJ58 - 187,758 $170,969 $170,969 0.00 $169,629
FHLMC 30yr Pool#SD8040 4.500% 01-Jan-2050, 4.50%, 01/01/50 FR 3132DV4Z5 - 170,684 $168,899 $168,899 0.00 $167,613
FNMA 30yr Pool#CA4185 4.500% 01-Sep-2049, 4.50%, 09/01/49 FN 3140QBUK2 - 168,442 $166,743 $166,743 0.00 $165,400
FNMA 30yr Pool#BV7132 4.500% 01-Apr-2052, 4.50%, 04/01/52 FN 3140ML4S6 - 160,446 $157,399 $157,399 0.00 $156,319
FNMA 30yr Pool#CA4035 4.500% 01-Aug-2049, 4.50%, 08/01/49 FN 3140QBPV4 - 155,252 $153,574 $153,574 0.00 $152,449
FHLMC 30yr Pool#ZA7158 4.500% 01-Jun-2049, 4.50%, 06/01/49 FR 31329Q5T4 - 154,649 $153,270 $153,270 0.00 $151,952
FHLMC 30yr Pool#ZT1320 4.000% 01-Nov-2048, 4.00%, 11/01/48 FR 3132ADPD4 - 155,080 $150,331 $150,331 0.00 $148,426
FNMA 30yr Pool#AB7563 3.000% 01-Jan-2043, 3.00%, 01/01/43 FN 31417EMM0 - 156,591 $148,214 $148,214 0.00 $144,281
FNMA 30yr Pool#FS2546 4.000% 01-Mar-2051, 4.00%, 03/01/51 FN 3140XHZL4 - 150,180 $145,232 $145,232 0.00 $143,737
FNMA 30yr Pool#BW0072 4.500% 01-Apr-2052, 4.50%, 04/01/52 FN 3140MRCJ4 - 135,307 $132,739 $132,739 0.00 $131,826
FNMA 30yr Pool#MA1229 3.000% 01-Oct-2042, 3.00%, 10/01/42 FN 31418ALK2 - 140,018 $130,227 $130,227 0.00 $129,026
GNMA II 30yr Pool#MA5753 4.000% 20-Feb-2049, 4.00%, 02/20/49 G2 36179UMA7 - 135,701 $127,402 $127,402 0.00 $126,465
FNMA 30yr Pool#BV7131 4.500% 01-Apr-2052, 4.50%, 04/01/52 FN 3140ML4R8 - 128,084 $125,654 $125,654 0.00 $124,790
GNMA II 30yr Pool#BF6874 4.500% 20-Jul-2048, 4.50%, 07/20/48 G2 3617GDT77 - 125,099 $123,695 $123,695 0.00 $122,713
GNMA II 30yr Pool#MA5866 4.000% 20-Apr-2049, 4.00%, 04/20/49 G2 36179UQT2 - 130,700 $123,087 $123,087 0.00 $122,157
FNMA 20yr Pool#AB9283 3.000% 01-Apr-2038, 3.00%, 04/01/38 FN 31417GJ56 - 125,868 $117,143 $117,143 0.00 $115,472
GNMA II 30yr Pool#BK5879 4.500% 20-Nov-2048, 4.50%, 11/20/48 G2 3617J6Q80 - 110,338 $109,339 $109,339 0.00 $108,541
FHLMC 30yr Pool#QE0318 4.500% 01-Mar-2052, 4.50%, 03/01/52 FR 3133B9K78 - 107,366 $105,350 $105,350 0.00 $104,614
FNMA 30yr Pool#BM3282 3.500% 01-Dec-2047, 3.50%, 12/01/47 FN 3140J7UG8 - 108,914 $104,112 $104,112 0.00 $102,406
FNMA 30yr Pool#CA3683 4.500% 01-Jun-2049, 4.50%, 06/01/49 FN 3140QBCV8 - 102,249 $103,969 $103,969 0.00 $100,402
JP MORGAN MORTGAGE TRUST 2 5.777% 55, 5.50%, 11/25/55 JPMMT 2025-5MPR 46593VAD9 - - $102,380 $102,380 0.00 $0
FHLMC 30yr Pool#ZT1633 4.000% 01-Mar-2047, 4.00%, 03/01/47 FR 3132ADY69 - 104,461 $101,844 $101,844 0.00 $100,974
FNMA 30yr Pool#CA0108 3.500% 01-Aug-2047, 3.50%, 08/01/47 FN 3140Q7DN4 - 101,326 $96,634 $96,634 0.00 $95,271
FHLMC 30yr Pool#ZM7577 4.500% 01-Aug-2048, 4.50%, 08/01/48 FR 3131Y2M21 - 88,972 $88,343 $88,343 0.00 $87,682
Citigroup Mortgage Loan Trust 2025-LTV1 A1 5.237% 25-DEC-2055, 5.24%, 12/25/55 CMLTI 2025-LTV1 17332XAA8 - - $84,683 $84,683 0.00 $0
Fannie Mae REMIC Trust 2013-130 FN 4.12638% 25-OCT-2042, 4.13%, 10/25/42 FNR 2013-130 3136AHG53 - 84,823 $84,212 $84,212 0.00 $84,037
FHLMC 30yr Pool#ZM7926 5.000% 01-Sep-2048, 5.00%, 09/01/48 FR 3131Y2YX0 - 76,591 $78,264 $78,264 0.00 $77,368
Saluda Grade Alternative Mortgage Trust 2024-RTL4 A1 7.5% 25-FEB-2030, 7.50%, 02/25/30 GRADE 2024-RTL4 79584CAA9 - 76,547 $77,010 $77,010 0.00 $76,340
FHLMC 30yr Pool#QA2159 3.000% 01-Aug-2049, 3.00%, 08/01/49 FR 31334YMG9 - 74,798 $73,251 $73,251 0.00 $66,075
FNMA 30yr Pool#MA1447 3.000% 01-May-2043, 3.00%, 05/01/43 FN 31418ATD0 - 74,629 $68,952 $68,952 0.00 $68,168
Sequoia Mortgage Trust 2019-CH3 A19 4.0% 25-OCT-2049, 4.00%, 09/25/49 SEMT 2019-CH3 81748GBN0 - 69,094 $64,503 $64,503 0.00 $64,181
FNMA 30yr Pool#AS8547 3.000% 01-Nov-2046, 3.00%, 11/01/46 FN 3138WJP93 - 70,468 $63,989 $63,989 0.00 $63,526
FNMA 30yr Pool#BD2453 3.000% 01-Jan-2047, 3.00%, 01/01/47 FN 3140F9WP6 - 64,607 $59,344 $59,344 0.00 $58,721
Fannie Mae REMIC Trust 2010-109 BS 13.38656% 25-OCT-2040, 13.55%, 10/25/40 FNR 2010-109 31398NTM6 - 41,248 $54,090 $54,090 0.00 $53,446
Fannie Mae REMIC Trust 2006-20 GF 4.13169% 25-APR-2036, 4.13%, 04/25/36 FNR 2006-20 31395BU43 - 51,466 $51,347 $51,347 0.00 $51,240
FHLMC 15yr Pool#ZK8962 3.000% 01-Sep-2032, 3.00%, 09/01/32 FR 3131XC5X1 - 49,186 $48,685 $48,685 0.00 $47,708
FHLMC 15yr Pool#ZS7403 3.000% 01-May-2031, 3.00%, 05/01/31 FR 3132A8GL7 - 43,163 $43,560 $43,560 0.00 $42,248
FNMA 30yr Pool#BO1857 4.500% 01-Aug-2049, 4.50%, 08/01/49 FN 3140JWB33 - 42,450 $42,002 $42,002 0.00 $41,687
FNMA 15yr Pool#BO5957 3.000% 01-Dec-2034, 3.00%, 12/01/34 FN 3140K1TP1 - 41,729 $40,773 $40,773 0.00 $40,156
Freddie Mac Multiclass Certificates, Series 3380 FM 4.36267% 15-OCT-2037, 4.38%, 10/15/37 FHR 3380 31397KTJ0 - 40,019 $40,193 $40,193 0.00 $40,056
Freddie Mac Multiclass Certificates, Series 3721 FB 4.27267% 15-SEP-2040, 4.29%, 09/15/40 FHR 3721 3137GAD20 - 39,455 $39,630 $39,630 0.00 $39,498
Ginnie Mae REMIC Trust 2008-013 FB 4.28172% 20-FEB-2038, 4.29%, 02/20/38 GNR 2008-13 38375PNL1 - 37,881 $37,909 $37,909 0.00 $37,805
FNMA 30yr Pool#BC0870 3.500% 01-Jan-2046, 3.50%, 01/01/46 FN 3140EU6G9 - 35,434 $33,509 $33,509 0.00 $33,165
FNMA 15yr Pool#BO7717 3.000% 01-Nov-2034, 3.00%, 11/01/34 FN 3140K3SF0 - 31,413 $30,762 $30,762 0.00 $30,290
FHLMC 15yr Pool#ZK9163 3.000% 01-Jan-2033, 3.00%, 01/01/33 FR 3131XDFC4 - 29,165 $28,782 $28,782 0.00 $28,259
Ginnie Mae REMIC Trust 2007-040 FG 4.10172% 20-JUL-2037, 4.11%, 07/20/37 GNR 2007-40 38375KZS4 - 28,764 $28,624 $28,624 0.00 $28,548
Ginnie Mae REMIC Trust 2004-069 CF 4.18172% 20-JUL-2034, 4.19%, 07/20/34 GNR 2004-69 38374JAT3 - 24,305 $24,365 $24,365 0.00 $24,300
Fannie Mae REMIC Trust 2013-2 QF 4.28169% 25-FEB-2043, 4.28%, 02/25/43 FNR 2013-2 3136AB4P5 - 22,807 $22,829 $22,829 0.00 $22,781
Ginnie Mae REMIC Trust 2007-059 FA 4.28172% 20-OCT-2037, 4.29%, 10/20/37 GNR 2007-59 38375LPU8 - 22,789 $22,811 $22,811 0.00 $22,749
FHLMC 30yr Pool#ZN2165 4.500% 01-Dec-2048, 4.50%, 12/01/48 FR 3131Y8MN2 - 22,405 $22,433 $22,433 0.00 $22,260
Ginnie Mae REMIC Trust 2010-133 FD 4.21699% 16-OCT-2040, 4.22%, 10/16/40 GNR 2010-133 38377MHV1 - 19,983 $20,045 $20,045 0.00 $19,982
Ginnie Mae REMIC Trust 2008-016 FC 4.28172% 20-FEB-2038, 4.29%, 02/20/38 GNR 2008-16 383742FU2 - 18,317 $18,333 $18,333 0.00 $18,283
Ginnie Mae REMIC Trust 2007-037 FW 4.09172% 20-JUN-2037, 4.10%, 06/20/37 GNR 2007-37 38375KNR9 - 18,121 $18,014 $18,014 0.00 $17,967
Ginnie Mae REMIC Trust 2005-065 FA 3.93172% 20-AUG-2035, 3.94%, 08/20/35 GNR 2005-65 38374LL25 - 17,328 $17,187 $17,187 0.00 $17,143
Ginnie Mae REMIC Trust 2004-059 FP 4.08699% 16-AUG-2034, 4.09%, 08/16/34 GNR 2004-59 38374HYS3 - 17,123 $17,119 $17,119 0.00 $17,066
Freddie Mac Multiclass Certificates, Series 2426 FL 4.42267% 15-MAR-2032, 4.44%, 03/15/32 FHR 2426 31339W7G5 - 15,337 $15,445 $15,445 0.00 $15,392
Fannie Mae REMIC Trust 2002-53 FK 4.18169% 25-APR-2032, 4.18%, 04/25/32 FNR 2002-53 31392EHN3 - 15,130 $15,132 $15,132 0.00 $15,100
FHLMC 30yr Pool#ZT0252 3.000% 01-Dec-2047, 3.00%, 12/01/47 FR 3132ACH52 - 16,343 $14,999 $14,999 0.00 $14,854
Ginnie Mae REMIC Trust 2005-048 AF 3.98172% 20-JUN-2035, 3.99%, 06/20/35 GNR 2005-48 38374LHM6 - 14,687 $14,620 $14,620 0.00 $14,583
Fannie Mae REMIC Trust 2005-83 KT 4.08169% 25-OCT-2035, 4.08%, 10/25/35 FNR 2005-83 31394FUL7 - 12,990 $12,930 $12,930 0.00 $12,904
Fannie Mae REMIC Trust 2007-89 GF 4.30169% 25-SEP-2037, 4.30%, 09/25/37 FNR 2007-89 31396XPM0 - 12,383 $12,439 $12,439 0.00 $12,413
Saluda Grade Alternative Mortgage Trust 2024-FIG5 B 6.603% 25-APR-2054, 6.60%, 04/25/54 GRADE 2024-FIG5 79582MAB7 - - $12,384 $12,384 0.00 $0
Freddie Mac Multiclass Certificates, Series 2551 FD 4.17267% 15-JAN-2033, 4.19%, 01/15/33 FHR 2551 31393JAZ1 - 11,018 $11,039 $11,039 0.00 $11,003
FHLMC 30yr Pool#ZM2269 3.000% 01-Dec-2046, 3.00%, 12/01/46 FR 3131XVQW8 - 11,674 $10,858 $10,858 0.00 $10,602
Ginnie Mae REMIC Trust 2012-075 FP 4.08172% 20-JUL-2041, 4.09%, 07/20/41 GNR 2012-75 38378EZ55 - 10,414 $10,444 $10,444 0.00 $10,417
Ginnie Mae REMIC Trust 2007-061 FA 4.28172% 20-OCT-2037, 4.29%, 10/20/37 GNR 2007-61 38375LLN8 - 9,236 $9,245 $9,245 0.00 $9,220
GNMA II 30yr Pool#BK6072 5.000% 20-Jan-2049, 5.00%, 01/20/49 G2 3617J6W91 - 8,879 $9,050 $9,050 0.00 $8,973
Fannie Mae REMIC Trust 2010-123 FL 4.21169% 25-NOV-2040, 4.21%, 11/25/40 FNR 2010-123 31398N2W3 - 8,519 $8,516 $8,516 0.00 $8,498
Freddie Mac Multiclass Certificates, Series 2410, excluding Group 6 FX 4.12267% 15-FEB-2032, 4.14%, 02/15/32 FHR 2410 31339NJN7 - 8,499 $8,511 $8,511 0.00 $8,484
FNMA 15yr Pool#AS8207 2.500% 01-Oct-2031, 2.50%, 10/01/31 FN 3138WJDM7 - 8,227 $8,196 $8,196 0.00 $7,941
Freddie Mac Multiclass Certificates, Series 3028 FM 4.02267% 15-SEP-2035, 4.04%, 09/15/35 FHR 3028 31396AFB5 - 7,426 $7,429 $7,429 0.00 $7,406
Fannie Mae REMIC Trust 2012-100 FG 4.18169% 25-SEP-2042, 4.18%, 09/25/42 FNR 2012-100 3136A8QW3 - 7,257 $7,235 $7,235 0.00 $7,220
FNMA 15yr Pool#BM1036 2.500% 01-Feb-2032, 2.50%, 02/01/32 FN 3140J5EJ4 - 7,264 $7,220 $7,220 0.00 $7,008
FNMA 15yr Pool#AS7643 2.500% 01-Aug-2031, 2.50%, 08/01/31 FN 3138WHP55 - 7,300 $7,209 $7,209 0.00 $7,048
Fannie Mae REMIC Trust 2003-87 FG 4.28169% 25-SEP-2033, 4.28%, 09/25/33 FNR 2003-87 31393E4W6 - 7,176 $7,194 $7,194 0.00 $7,178
Ginnie Mae REMIC Trust 2007-018 FD 4.08172% 20-APR-2037, 4.09%, 04/20/37 GNR 2007-18 38375JC86 - 6,745 $6,700 $6,700 0.00 $6,683
Ginnie Mae REMIC Trust 2010-006 FG 4.38699% 16-JAN-2040, 4.39%, 01/16/40 GNR 2010-6 38376TSC7 - 6,470 $6,502 $6,502 0.00 $6,480
Fannie Mae REMIC Trust 2002-16 VF 4.33169% 25-APR-2032, 4.33%, 04/25/32 FNR 2002-16 31392CWW0 - 6,272 $6,297 $6,297 0.00 $6,284
FHLMC 15yr Pool#ZK8405 2.500% 01-Dec-2031, 2.50%, 01/22/31 FR 3131XCKS5 - 6,285 $6,196 $6,196 0.00 $6,056
Fannie Mae REMIC Trust 2010-95 FB 4.18169% 25-SEP-2040, 4.18%, 09/25/40 FNR 2010-95 31398NEX8 - 5,373 $5,374 $5,374 0.00 $5,363
Freddie Mac Multiclass Certificates, Series 3738 FD 4.07267% 15-AUG-2040, 4.09%, 08/15/40 FHR 3738 3137GAYQ4 - 4,891 $4,906 $4,906 0.00 $4,891
FNMA 30yr Pool#MA3694 4.500% 01-Jul-2049, 4.50%, 07/01/49 FN 31418DC83 - 4,293 $4,286 $4,286 0.00 $4,215
FHLMC 30yr Pool#ZN0650 3.000% 01-Mar-2043, 3.00%, 03/01/43 FR 3131Y6WK1 - 1,601 $1,474 $1,474 0.00 $1,462
Freddie Mac Multiclass Certificates, Series 2469 FE 4.27267% 15-JUL-2032, 4.29%, 07/15/32 FHR 2469 31392RC58 - 1,076 $1,079 $1,079 0.00 $1,075
Ginnie Mae REMIC Trust 1999-27 FE 4.18699% 16-AUG-2029, 4.19%, 08/16/29 GNR 1999-27 3837H2WA3 - 949.00 $953 $953 0.00 $948
Ginnie Mae REMIC Trust 2010-125 VF 4.13172% 20-JUN-2040, 4.14%, 06/20/40 GNR 2010-125 38377JYJ6 - 324.00 $324 $324 0.00 $323
US 10yr Ultra Fut Jun26 JUN 26 UXYM6 FUTURES_USD - -1,888 $-214,288,000 $0 0.00 $0
US ULTRA BOND CBT Jun26 JUN 26 WNM6 FUTURES_USD - -668.00 $-77,675,875 $0 0.00 $0
US 10YR NOTE (CBT)Jun26 JUN 26 TYM6 FUTURES_USD - -2,593 $-288,066,094 $0 0.00 $0
US 5YR NOTE (CBT) Jun26 JUN 26 FVM6 FUTURES_USD - 62.00 $6,707,141 $0 0.00 $0
US 2YR NOTE (CBT) Jun26 JUN 26 TUM6 FUTURES_USD - 4,171 $865,221,812 $0 0.00 $0
GNMA II TBA 30yr 4.5% April Delivery, 4.50%, 04/21/26 G2SF 21H042646 - -2,039,000 $-1,979,822 $-1,979,822 -0.03 $-1,979,822
GNMA II TBA 30yr 4% April Delivery, 4.00%, 04/21/26 G2SF 21H040640 - -3,648,000 $-3,430,393 $-3,430,393 -0.05 $-3,430,393
GNMA II TBA 30yr 5.5% April Delivery, 5.50%, 04/21/26 G2SF 21H052645 - -3,904,000 $-3,938,511 $-3,938,511 -0.06 $-3,938,511
GNMA II TBA 30yr 2.5% April Delivery, 2.50%, 04/21/26 G2SF 21H022648 - -16,788,000 $-14,467,982 $-14,467,982 -0.22 $-14,467,982
UMBS TBA 30yr 6% May Delivery, 6.00%, 05/13/26 FNCL 01F060659 - -24,353,133 $-24,880,622 $-24,880,622 -0.37 $-24,880,622
GNMA II TBA 30yr 3.5% April Delivery, 3.50%, 04/21/26 G2SF 21H032647 - -94,073,588 $-86,268,679 $-86,268,679 -1.30 $-86,268,679
UMBS TBA 30yr 5.5% May Delivery, 5.50%, 05/13/26 FNCL 01F052656 - -184,316,477 $-185,724,655 $-185,724,655 -2.80 $-185,724,655
GNMA II TBA 30yr 5% April Delivery, 5.00%, 04/21/26 G2SF 21H050649 - -196,141,000 $-195,330,742 $-195,330,742 -2.94 $-195,330,742
UMBS TBA 30yr 4.5% May Delivery, 4.50%, 05/13/26 FNCL 01F042657 - -360,617,314 $-349,191,876 $-349,191,876 -5.26 $-349,191,876
UMBS TBA 30yr 5% May Delivery, 5.00%, 05/13/26 FNCL 01F050650 - -416,067,098 $-411,761,220 $-411,761,220 -6.20 $-411,761,220
UMBS TBA 30yr 4% May Delivery, 4.00%, 05/13/26 FNCL 01F040651 - -549,133,893 $-519,394,998 $-519,394,998 -7.82 $-519,394,998
SEGREGATED CASH SEGCASH $0.00 32,819,490 $32,819,490 $32,819,490 0.49 $32,819,490
ALMSUM ALMSUM $0.00 - $0 $0 0.00 $0
US DOLLARS USD MD_142224 - -2,381,655,859 $-2,381,655,859 $-2,381,655,859 -35.86 $-2,381,655,859
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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