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For Institutional Investors in the US

Mortgage-Backed Securities ETF Holdings

Full Portfolio Holdings

(As of February 26, 2026)

Ticker Cusip Underlying Security Strike Price Quantity (Shares/ Par/ Units/ Contracts) Notional Value Market Value Weight % Current Market Value
UMBS TBA 30yr 2.5% March Delivery, 2.50%, 03/12/26 FNCL 01F022634 - - 1,384,437,894 $1,195,268,300 $1,195,268,300 17.53 $1,195,268,300
GNMA II TBA 30yr 2.5% March Delivery, 2.50%, 03/19/26 G2SF 21H022630 - - 727,391,414 $639,668,009 $639,668,009 9.39 $639,668,009
UMBS TBA 30yr 3% March Delivery, 3.00%, 03/12/26 FNCL 01F030637 - - 502,748,354 $453,256,801 $453,256,801 6.66 $453,256,801
GNMA II TBA 30yr 5% March Delivery, 5.00%, 03/19/26 G2SF 21H050631 - - 377,689,194 $378,720,286 $378,720,286 5.56 $378,720,286
UMBS TBA 30yr 2% March Delivery, 2.00%, 03/12/26 FNCL 01F020638 - - 369,488,255 $305,117,120 $305,117,120 4.48 $305,117,120
UMBS TBA 30yr 6% March Delivery, 6.00%, 03/12/26 FNCL 01F060634 - - 282,272,985 $289,465,301 $289,465,301 4.25 $289,465,301
FNMA 30yr Pool#CB9430 5.500% 01-Nov-2054, 5.50%, 11/01/54 FN 3140QVPQ1 - - 180,319,508 $185,394,875 $185,394,875 2.73 $184,678,606
GNMA II TBA 30yr 5.5% March Delivery, 5.50%, 03/19/26 G2SF 21H052637 - - 168,601,000 $170,701,768 $170,701,768 2.51 $170,701,768
GNMA II TBA 30yr 3% March Delivery, 3.00%, 03/19/26 G2SF 21H030633 - - 186,578,962 $170,536,716 $170,536,716 2.51 $170,536,716
UMBS TBA 30yr 3.5% March Delivery, 3.50%, 03/12/26 FNCL 01F032633 - - 162,615,000 $152,846,066 $152,846,066 2.25 $152,846,066
Fannie Mae REMIC Trust 2025-12 FC 4.79728% 25-MAR-2055, 4.77%, 03/25/55 FNR 2025-12 3136BVFC7 - - 147,955,514 $149,000,523 $149,000,523 2.19 $148,961,338
FNMA 30yr Pool#CB9787 5.000% 01-Jan-2055, 5.00%, 01/01/55 FN 3140QV2V5 - - 130,558,700 $133,110,747 $133,110,747 1.95 $132,639,285
GNMA II TBA 30yr 3.5% March Delivery, 3.50%, 03/19/26 G2SF 21H032639 - - 135,399,377 $126,422,669 $126,422,669 1.85 $126,422,669
FHLMC 30yr Pool#SL3350 6.000% 01-Nov-2055, 6.00%, 11/01/55 FR 31427QWL2 - - 117,025,491 $122,029,303 $122,029,303 1.79 $121,522,193
FNMA 30yr Pool#FA2754 4.500% 01-Jan-2049, 4.50%, 01/01/49 FN 3140W3BY4 - - 115,880,873 $116,697,924 $116,697,924 1.71 $116,321,311
GNMA II TBA 30yr 4.5% March Delivery, 4.50%, 03/19/26 G2SF 21H042638 - - 116,624,488 $115,041,894 $115,041,894 1.69 $115,041,894
FHLMC 30yr Pool#SL3899 5.000% 01-Jan-2056, 5.00%, 01/01/56 FR 31427RKM1 - - 110,795,592 $112,964,911 $112,964,911 1.66 $112,564,816
FNMA 30yr Pool#FS1133 4.000% 01-Oct-2051, 4.00%, 10/01/51 FN 3140XGHK8 - - 110,969,340 $108,904,820 $108,904,820 1.60 $108,584,242
FNMA 30yr Pool#FM7460 4.000% 01-Mar-2051, 4.00%, 03/01/51 FN 3140XBJE1 - - 104,789,291 $102,839,748 $102,839,748 1.51 $102,537,023
GNMA II TBA 30yr 4% March Delivery, 4.00%, 03/19/26 G2SF 21H040632 - - 104,502,688 $100,189,131 $100,189,131 1.47 $100,189,131
UMBS TBA 30yr 6.5% March Delivery, 6.50%, 03/12/26 FNCL 01F062630 - - 92,975,000 $96,528,504 $96,528,504 1.42 $96,528,504
Fannie Mae Pool|5|02/01/2056, 5.00%, 02/01/56 FN 3140W5BX1 - - 88,157,332 $90,272,171 $90,272,171 1.32 $89,770,164
FNMA 30yr Pool#FA3182 6.000% 01-Oct-2055, 6.00%, 10/01/55 FN 3140W3RC5 - - 85,979,712 $89,556,715 $89,556,715 1.31 $89,184,137
FNMA 30yr Pool#FA3025 5.500% 01-Sep-2055, 5.50%, 09/01/55 FN 3140W3LF4 - - 84,462,925 $88,007,989 $88,007,989 1.29 $87,672,484
FHLMC 30yr Pool#SL2464 4.500% 01-Dec-2048, 4.50%, 12/01/48 FR 31427PW26 - - 81,488,993 $82,063,554 $82,063,554 1.20 $81,798,714
FHLMC 30yr Pool#SD1046 4.000% 01-Jul-2052, 4.00%, 07/01/52 FR 3132DNET6 - - 79,650,026 $78,173,034 $78,173,034 1.15 $77,942,934
FNMA 30yr Pool#FA3036 5.500% 01-Oct-2055, 5.50%, 10/01/55 FN 3140W3LS6 - - 75,185,172 $78,126,548 $78,126,548 1.15 $77,827,896
FHLMC 30yr Pool#RJ4363 5.500% 01-Jun-2055, 5.50%, 06/01/55 FR 3142GUZ55 - - 74,633,621 $77,553,420 $77,553,420 1.14 $77,256,958
FNMA 30yr Pool#FA3037 5.500% 01-Oct-2055, 5.50%, 10/01/55 FN 3140W3LT4 - - 68,355,690 $70,925,542 $70,925,542 1.04 $70,654,018
FNMA 30yr Pool#FA0574 5.500% 01-Jan-2055, 5.50%, 01/01/55 FN 3140W0T88 - - 67,366,489 $69,979,154 $69,979,154 1.03 $69,711,559
FNMA 30yr Pool#FS8993 6.000% 01-Jul-2054, 6.00%, 07/01/54 FN 3140XQ7F8 - - 64,119,833 $66,605,893 $66,605,893 0.98 $66,328,040
UMBS TBA 30yr 5% March Delivery, 5.00%, 03/12/26 FNCL 01F050635 - - 65,500,000 $65,727,940 $65,727,940 0.96 $65,727,940
FNMA 30yr Pool#FA0573 5.000% 01-Jan-2055, 5.00%, 01/01/55 FN 3140W0T70 - - 60,997,300 $62,242,943 $62,242,943 0.91 $62,107,394
FHLMC 30yr Pool#SL1188 5.500% 01-Apr-2055, 5.50%, 04/01/55 FR 31427NKA6 - - 56,777,497 $58,793,217 $58,793,217 0.86 $58,567,684
FNMA 30yr Pool#FA4000 5.000% 01-Jun-2055, 5.00%, 06/01/55 FN 3140W4NS2 - - 55,641,234 $56,777,499 $56,777,499 0.83 $56,653,852
FHLMC 30yr Pool#SL2435 6.500% 01-Feb-2055, 6.50%, 02/01/55 FR 31427PV50 - - 53,813,484 $56,513,540 $56,513,540 0.83 $56,260,916
FNMA 30yr Pool#CB9654 5.000% 01-Dec-2054, 5.00%, 12/01/54 FN 3140QVWQ3 - - 51,057,213 $52,055,234 $52,055,234 0.76 $51,870,861
FNMA 30yr Pool#FA2246 5.500% 01-Jul-2055, 5.50%, 07/01/55 FN 3140W2P88 - - 49,930,067 $51,744,792 $51,744,792 0.76 $51,546,458
FHLMC 30yr Pool#SL0239 5.000% 01-Jan-2055, 5.00%, 01/01/55 FR 31427MHR5 - - 49,927,383 $50,903,319 $50,903,319 0.75 $50,723,026
FNMA 30yr Pool#FA3827 5.000% 01-Dec-2055, 5.00%, 12/01/55 FN 3140W4HD2 - - 50,412,189 $50,884,536 $50,884,536 0.75 $50,702,492
Fannie Mae REMIC Trust 2025-9 FA 4.89728% 25-MAR-2055, 4.87%, 03/25/55 FNR 2025-9 3136BVDC9 - - 49,404,968 $49,823,569 $49,823,569 0.73 $49,810,210
FNMA 30yr Pool#FA3128 5.500% 01-Oct-2055, 5.50%, 10/01/55 FN 3140W3PN3 - - 46,871,612 $48,865,406 $48,865,406 0.72 $48,679,222
FNMA 30yr Pool#CC2018 5.500% 01-Feb-2056, 5.50%, 02/01/56 FN 3140Y8G42 - - 46,651,341 $48,375,537 $48,375,537 0.71 $48,190,228
FNMA 30yr Pool#FA3572 5.000% 01-Nov-2055, 5.00%, 11/01/55 FN 3140W36J3 - - 46,574,429 $47,590,225 $47,590,225 0.70 $47,422,039
FNMA 30yr Pool#FA4155 5.000% 01-Jan-2056, 5.00%, 01/01/56 FN 3140W4TM9 - - 46,437,195 $47,454,450 $47,454,450 0.70 $47,286,760
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA2 M2 7.44728% 25-FEB-2042, 7.42%, 02/25/42 STACR 2022-DNA2 35564KRN1 - - 45,174,272 $46,334,256 $46,334,256 0.68 $46,315,641
FNMA 30yr Pool#FA4202 5.000% 01-Jan-2056, 5.00%, 01/01/56 FN 3140W4U47 - - 45,279,880 $46,223,725 $46,223,725 0.68 $46,060,214
FHLMC 30yr Pool#SD7343 5.500% 01-Jan-2055, 5.50%, 01/01/55 FR 3132DVEQ4 - - 44,294,932 $45,873,780 $45,873,780 0.67 $45,697,830
FHLMC 30yr Pool#SL4015 5.500% 01-Jan-2056, 5.50%, 01/01/56 FR 31427RN97 - - 42,661,411 $43,920,458 $43,920,458 0.64 $43,750,998
Fannie Mae Pool|5|02/01/2056, 5.00%, 02/01/56 FN 3140Y8D86 - - 42,485,476 $43,360,070 $43,360,070 0.64 $43,259,757
FNMA 30yr Pool#FS9779 5.500% 01-Nov-2054, 5.50%, 11/01/54 FN 3140XR2M6 - - 41,794,062 $43,157,500 $43,157,500 0.63 $42,991,485
FNMA 40yr Pool#BF0646 2.500% 01-Jun-2062, 2.50%, 06/01/62 FN 3140FXWG3 - - 48,070,746 $41,199,980 $41,199,980 0.60 $41,113,186
FNMA 30yr Pool#FS8881 4.500% 01-Sep-2053, 4.50%, 09/01/53 FN 3140XQ2P1 - - 39,954,231 $40,151,355 $40,151,355 0.59 $40,021,504
FHLMC 30yr Pool#ZT2413 4.000% 01-Feb-2041, 4.00%, 02/01/41 FR 3132AEVE3 - - 39,741,841 $39,576,045 $39,576,045 0.58 $39,461,236
FHLMC 30yr Pool#SL0046 6.000% 01-Jan-2055, 6.00%, 01/01/55 FR 31427MBQ3 - - 37,502,164 $38,952,417 $38,952,417 0.57 $38,789,908
New Residential Mortgage LLC 6.545% 25-MAR-2032, 6.54%, 03/25/32 NZES 2025-FHT 64832EAA7 - - 37,104,294 $38,305,385 $38,305,385 0.56 $37,756,138
FHLMC 30yr Pool#SI2101 4.000% 01-Sep-2048, 4.00%, 09/01/48 FR 3133USKN0 - - 38,380,785 $37,714,552 $37,714,552 0.55 $37,603,674
FHLMC 30yr Pool#SL0938 4.000% 01-Jul-2050, 4.00%, 07/01/50 FR 31427NBG3 - - 37,455,728 $37,231,004 $37,231,004 0.55 $37,122,799
FNMA 40yr Pool#BF0598 2.500% 01-Mar-2062, 2.50%, 03/01/62 FN 3140FXUY6 - - 43,405,774 $37,205,142 $37,205,142 0.55 $37,126,770
FNMA 30yr Pool#FA1951 6.000% 01-Jun-2055, 6.00%, 06/01/55 FN 3140W2EZ0 - - 35,729,253 $37,133,834 $37,133,834 0.54 $36,979,007
FHLMC 30yr Pool#SL1632 4.000% 01-Nov-2053, 4.00%, 11/01/53 FR 31427NY60 - - 36,733,083 $36,046,235 $36,046,235 0.53 $35,940,117
FNMA 30yr Pool#FA0576 5.500% 01-Jan-2055, 5.50%, 01/01/55 FN 3140W0UA1 - - 34,609,187 $35,897,029 $35,897,029 0.53 $35,759,554
FNMA 30yr Pool#CC2016 5.500% 01-Feb-2056, 5.50%, 02/01/56 FN 3140Y8G26 - - 34,174,007 $35,492,076 $35,492,076 0.52 $35,356,330
FNMA 30yr Pool#FA1557 6.000% 01-May-2055, 6.00%, 05/01/55 FN 3140W1WT6 - - 32,716,128 $33,981,299 $33,981,299 0.50 $33,839,529
FNMA 30yr Pool#FA3191 5.500% 01-Oct-2055, 5.50%, 10/01/55 FN 3140W3RM3 - - 32,167,448 $33,376,793 $33,376,793 0.49 $33,249,016
FNMA 30yr Pool#FA3105 6.000% 01-May-2055, 6.00%, 05/01/55 FN 3140W3NX3 - - 31,806,154 $33,025,606 $33,025,606 0.48 $32,887,779
FNMA 30yr Pool#FA3682 5.500% 01-Feb-2055, 5.50%, 02/01/55 FN 3140W4CU9 - - 31,143,393 $32,326,048 $32,326,048 0.47 $32,202,339
FNMA 30yr Pool#FA0603 4.500% 01-Sep-2051, 4.50%, 09/01/51 FN 3140W0U52 - - 31,734,023 $31,889,393 $31,889,393 0.47 $31,786,258
FNMA 30yr Pool#FA1560 5.500% 01-Apr-2055, 5.50%, 04/01/55 FN 3140W1WW9 - - 29,792,878 $30,978,946 $30,978,946 0.45 $30,860,602
FNMA 40yr Pool#BF0698 3.500% 01-Dec-2062, 3.50%, 12/01/62 FN 3140FXX49 - - 33,023,188 $30,905,142 $30,905,142 0.45 $30,821,667
FNMA 30yr Pool#BW7371 5.500% 01-Feb-2053, 5.50%, 02/01/53 FN 3140N0FM2 - - 29,620,807 $30,897,466 $30,897,466 0.45 $30,779,806
FHLMC 30yr Pool#SL2558 6.000% 01-Aug-2055, 6.00%, 08/01/55 FR 31427PZY3 - - 29,539,118 $30,678,856 $30,678,856 0.45 $30,550,853
FHLMC 30yr Pool#SL0238 5.000% 01-May-2054, 5.00%, 05/01/54 FR 31427MHQ7 - - 29,922,662 $30,507,564 $30,507,564 0.45 $30,399,510
FHLMC 30yr Pool#TA2617 5.000% 01-Jan-2056, 5.00%, 01/01/56 FR 3142JQ4B2 - - 30,041,469 $30,322,949 $30,322,949 0.44 $30,214,466
FNMA 30yr Pool#CC1930 5.000% 01-Feb-2056, 5.00%, 02/01/56 FN 3140Y8EC6 - - 29,602,971 $30,186,773 $30,186,773 0.44 $30,079,873
Structured Agency Credit Risk (STACR) Debt Notes, Series 2022-HQA1 M2 8.94728% 25-MAR-2042, 8.92%, 03/25/42 STACR 2022-HQA1 35564KTJ8 - - 28,504,473 $29,768,296 $29,768,296 0.44 $29,754,175
FNMA 30yr Pool#FA4117 4.500% 01-Sep-2051, 4.50%, 09/01/51 FN 3140W4SF5 - - 29,293,309 $29,606,490 $29,606,490 0.43 $29,511,286
FHLMC 30yr Pool#SL1291 4.000% 01-Nov-2054, 4.00%, 11/01/54 FR 31427NNH8 - - 30,049,157 $29,487,287 $29,487,287 0.43 $29,400,478
FNMA 30yr Pool#FS8335 4.500% 01-Jan-2051, 4.50%, 01/01/51 FN 3140XQHM2 - - 28,964,705 $29,106,517 $29,106,517 0.43 $29,012,382
FNMA 30yr Pool#FA1798 4.000% 01-Aug-2052, 4.00%, 08/01/52 FN 3140W17L1 - - 28,971,616 $28,436,623 $28,436,623 0.42 $28,352,928
FNMA 30yr Pool#FS9788 5.500% 01-Nov-2054, 5.50%, 11/01/54 FN 3140XR2W4 - - 27,256,882 $28,024,527 $28,024,527 0.41 $27,916,257
FNMA 30yr Pool#FS8681 4.500% 01-Oct-2050, 4.50%, 10/01/50 FN 3140XQUF2 - - 27,526,088 $27,660,856 $27,660,856 0.41 $27,571,397
NRM MSR-Collateralized Notes, Series 2024-FNT1 A 7.398% 25-NOV-2029, 7.40%, 11/25/31 NZES 2024-FNT1 62956YAA7 - - 25,409,085 $26,100,245 $26,100,245 0.38 $25,608,689
FHLMC 30yr Pool#SD1143 4.500% 01-Sep-2050, 4.50%, 09/01/50 FR 3132DNHU0 - - 25,907,705 $26,034,549 $26,034,549 0.38 $25,950,349
METRONET INFRASTRUCTURE ISSU 5.4% 55, 5.40%, 08/20/55 MNET 2025-2A 59170JAX6 - - 24,600,000 $25,148,494 $25,148,494 0.37 $25,122,664
FNMA 30yr Pool#FA3714 5.000% 01-Nov-2055, 5.00%, 11/01/55 FN 3140W4DU8 - - 24,584,657 $25,138,136 $25,138,136 0.37 $25,049,358
FHLMC 30yr Pool#SD3271 5.500% 01-Jun-2053, 5.50%, 06/01/53 FR 3132DQT48 - - 23,980,979 $24,993,158 $24,993,158 0.37 $24,897,900
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-HQA3 M2 5.79728% 25-SEP-2041, 5.77%, 09/25/41 STACR 2021-HQA3 35564KJP5 - - 23,964,288 $24,133,145 $24,133,145 0.35 $24,125,467
FNMA 30yr Pool#FS9239 4.500% 01-Jan-2051, 4.50%, 01/01/51 FN 3140XRHR9 - - 23,670,441 $23,786,332 $23,786,332 0.35 $23,709,403
JP MORGAN MORTGAGE TRUST 2 5.777% 55, 5.50%, 11/25/55 JPMMT 2025-5MPR 46593VAD9 - - 22,930,234 $23,114,560 $23,114,560 0.34 $23,023,476
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2025-HQA1 M2 5.34728% 25-FEB-2045, 5.32%, 02/25/45 STACR 2025-HQA1 35564NHA4 - - 23,060,148 $23,103,978 $23,103,978 0.34 $23,097,166
FHLMC 30yr Pool#TA4415 5.000% 01-Jan-2056, 5.00%, 01/01/56 FR 3142JS3Z6 - - 22,363,662 $22,573,203 $22,573,203 0.33 $22,492,445
FNMA 30yr Pool#FM7840 4.000% 01-Apr-2050, 4.00%, 04/01/50 FN 3140XBWA4 - - 22,611,681 $22,191,004 $22,191,004 0.33 $22,125,681
PRET 2025-RPL3 Trust A1 4.15% 25-APR-2065, 4.15%, 04/25/65 PRET 2025-RPL3 69382RAA1 - - 22,146,132 $22,104,032 $22,104,032 0.32 $22,037,656
FNMA 30yr Pool#CC1195 5.000% 01-Oct-2055, 5.00%, 10/01/55 FN 3140Y7KH0 - - 21,561,780 $22,034,113 $22,034,113 0.32 $21,956,251
FNMA 30yr Pool#FA1129 6.500% 01-Jun-2054, 6.50%, 06/01/54 FN 3140W1HF3 - - 20,726,013 $21,762,722 $21,762,722 0.32 $21,665,425
FNMA 30yr Pool#FA1128 6.500% 01-Aug-2054, 6.50%, 08/01/54 FN 3140W1HE6 - - 20,646,664 $21,679,404 $21,679,404 0.32 $21,582,479
Connecticut Avenue Securities Trust 2022-R02 2M2 6.69728% 25-JAN-2042, 6.67%, 01/25/42 CAS 2022-R02 20754BAB7 - - 21,305,167 $21,674,990 $21,674,990 0.32 $21,667,099
FHF ISSUER TRUST 2024-1 0% 26, 4.84%, 12/15/26 FHF 2025-2A 30343DAA2 - - 17,130,065 $21,672,086 $21,672,086 0.32 $17,139,311
FNMA 30yr Pool#FS4781 4.000% 01-Oct-2051, 4.00%, 10/01/51 FN 3140XLJ33 - - 22,048,351 $21,638,155 $21,638,155 0.32 $21,574,459
Cipher Compute LLC 7.125% 15-NOV-2030, 7.12%, 11/15/30 CIFR 17253NAA5 - - 20,244,000 $21,589,281 $21,589,281 0.32 $21,172,592
FNMA 30yr Pool#FS7225 4.000% 01-Aug-2051, 4.00%, 08/01/51 FN 3140XPA33 - - 21,938,187 $21,557,373 $21,557,373 0.32 $21,493,996
FHLMC 30yr Pool#SD5061 5.500% 01-Mar-2054, 5.50%, 03/01/54 FR 3132DSTS1 - - 20,642,394 $21,480,457 $21,480,457 0.31 $21,398,461
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-DNA6 B2 11.19728% 25-OCT-2041, 11.17%, 10/25/41 STACR 2021-DNA6 35564KLV9 - - 19,937,000 $20,942,542 $20,942,542 0.31 $20,734,040
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA5 M2 10.44728% 25-JUN-2042, 10.42%, 06/25/42 STACR 2022-DNA5 35564KYW3 - - 19,321,656 $20,745,656 $20,745,656 0.30 $20,734,474
RCKT Mortgage Trust 2026-CES2|5.255|02/01/2056, 5.25%, 02/01/56 RCKT 2026-CES2 74940EAD9 - - 20,600,000 $20,714,981 $20,714,981 0.30 $20,636,798
FHLMC 30yr Pool#SD6989 5.500% 01-Nov-2054, 5.50%, 11/01/54 FR 3132DUXS1 - - 20,115,405 $20,681,922 $20,681,922 0.30 $20,602,019
FNMA 40yr Pool#BF0226 3.500% 01-Jan-2058, 3.50%, 01/01/58 FN 3140FXHC9 - - 21,661,954 $20,616,194 $20,616,194 0.30 $20,561,437
FNMA 40yr Pool#BF0713 4.000% 01-Mar-2063, 4.00%, 03/01/63 FN 3140FXYK2 - - 21,001,803 $20,469,992 $20,469,992 0.30 $20,409,320
FNMA 30yr Pool#CB7112 5.500% 01-Sep-2053, 5.50%, 09/01/53 FN 3140QS3W9 - - 19,658,372 $20,441,868 $20,441,868 0.30 $20,363,781
FNMA 30yr Pool#FS6382 4.000% 01-Aug-2051, 4.00%, 08/01/51 FN 3140XNCU6 - - 20,779,666 $20,418,962 $20,418,962 0.30 $20,358,932
FNMA 40yr Pool#BF0807 3.500% 01-Apr-2064, 3.50%, 04/01/64 FN 3140FX3R1 - - 21,544,339 $20,165,052 $20,165,052 0.30 $20,110,593
Finance of America Structured Securities Trust, 2025-S1 A1 3.5% 25-FEB-2075, 3.50%, 02/25/75 FASST 2025-S1 31741BAB0 - - 20,538,625 $20,030,883 $20,030,883 0.29 $20,026,889
Citigroup Mortgage Loan Trust 2025-LTV1 A1 5.237% 25-DEC-2055, 5.24%, 12/25/55 CMLTI 2025-LTV1 17332XAA8 - - 19,819,501 $19,989,058 $19,989,058 0.29 $19,914,095
RCKT MOR 2025-CES9 FLT 2055 A1B, 5.00%, 09/25/55 RCKT 2025-CES9 74942JAB0 - - 19,439,822 $19,491,729 $19,491,729 0.29 $19,421,572
FINANCE OF AMERICA STRUC 3.28125% 74, 3.50%, 04/25/74 FASST 2024-S3 31739WAB8 - - 19,669,887 $19,275,438 $19,275,438 0.28 $19,271,613
FHLMC 30yr Pool#SL0850 4.000% 01-Jul-2049, 4.00%, 07/01/49 FR 31427M5L1 - - 19,230,345 $19,261,847 $19,261,847 0.28 $19,206,293
FNMA 30yr Pool#FS5028 4.000% 01-Oct-2051, 4.00%, 10/01/51 FN 3140XLSS8 - - 19,609,980 $19,245,148 $19,245,148 0.28 $19,188,497
FNMA 30yr Pool#DC4912 5.500% 01-Oct-2054, 5.50%, 10/01/54 FN 3140ASN61 - - 18,315,807 $18,934,614 $18,934,614 0.28 $18,861,859
FNMA 30yr Pool#FA1182 4.500% 01-Jun-2049, 4.50%, 06/01/49 FN 3140W1J46 - - 18,588,247 $18,679,256 $18,679,256 0.27 $18,618,844
Flash Compute LLC 7.25% 31-DEC-2030, 7.25%, 12/31/30 FLASHC 33853QAA9 - - 17,865,000 $18,553,846 $18,553,846 0.27 $18,345,173
FNMA 30yr Pool#FS2863 4.000% 01-Sep-2052, 4.00%, 09/01/52 FN 3140XJFD0 - - 18,865,512 $18,514,219 $18,514,219 0.27 $18,459,718
FNMA 30yr Pool#FA1549 5.500% 01-May-2055, 5.50%, 05/01/55 FN 3140W1WK5 - - 17,640,959 $18,324,974 $18,324,974 0.27 $18,254,901
FHLMC 30yr Pool#QJ9063 5.000% 01-Nov-2054, 5.00%, 11/01/54 FR 3133D1B81 - - 17,995,557 $18,256,839 $18,256,839 0.27 $18,191,855
FNMA 30yr Pool#FS8709 4.500% 01-Jan-2051, 4.50%, 01/01/51 FN 3140XQVB0 - - 17,887,125 $17,974,701 $17,974,701 0.26 $17,916,568
Saluda Grade Alternative Mortgage Trust 2024-RTL4 A1 7.5% 25-FEB-2030, 7.50%, 02/25/30 GRADE 2024-RTL4 79584CAA9 - - 722,020 $17,637,868 $17,637,868 0.26 $721,698
FHLMC 30yr Pool#QY8779 6.000% 01-Jul-2055, 6.00%, 07/01/55 FR 31426TXH5 - - 16,296,039 $16,926,130 $16,926,130 0.25 $16,855,514
FNMA 30yr Pool#FA1358 4.500% 01-May-2050, 4.50%, 05/01/50 FN 3140W1QL0 - - 16,731,173 $16,874,306 $16,874,306 0.25 $16,819,929
FNMA 30yr Pool#FM4738 4.000% 01-Sep-2050, 4.00%, 09/01/50 FN 3140X8HQ3 - - 16,961,382 $16,639,556 $16,639,556 0.24 $16,590,557
FNMA 40yr Pool#BF0806 3.500% 01-Apr-2064, 3.50%, 04/01/64 FN 3140FX3Q3 - - 17,511,716 $16,448,280 $16,448,280 0.24 $16,404,014
Saluda Grade Alternative Mortgage Trust 2026-HB1|5.22373|04/25/2056, 5.22%, 04/25/56 GRADE 2026-HB1 795939AC1 - - 16,306,000 $16,362,591 $16,362,591 0.24 $16,308,194
FHLMC 30yr Pool#SD0985 4.500% 01-Oct-2050, 4.50%, 10/01/50 FR 3132DNCW1 - - 16,095,871 $16,267,955 $16,267,955 0.24 $16,215,644
Galaxy XXVI CLO Ltd., 5.83%, 07/31/26 GLXYT 2025-1 362922AA4 - - 16,014,217 $16,162,121 $16,162,121 0.24 $16,099,830
FNMA 40yr Pool#BF0801 2.500% 01-Apr-2064, 2.50%, 04/01/64 FN 3140FX3K6 - - 18,873,927 $16,150,616 $16,150,616 0.24 $16,116,538
SALUDA GR ALT MTG TR 2025-LOC5 A1B, 5.47%, 10/25/55 GRADE 2025-LOC5 79581XAC2 - - 15,693,000 $15,872,920 $15,872,920 0.23 $15,796,580
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA4 M2 8.94728% 25-MAY-2042, 8.92%, 05/25/42 STACR 2022-DNA4 35564KXA2 - - 15,050,000 $15,811,722 $15,811,722 0.23 $15,804,267
Vontive Mortgage Trust 2025-RTL1 A1 6.507% 25-MAR-2030, 6.51%, 03/25/30 VNTV 2025-RTL1 928884AA3 - - 15,444,000 $15,660,614 $15,660,614 0.23 $15,655,031
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 $15,432,694 $15,432,694 0.23 $15,350,941
FNMA 30yr Pool#FS9116 6.000% 01-Sep-2054, 6.00%, 09/01/54 FN 3140XRDW2 - - 14,817,924 $15,390,950 $15,390,950 0.23 $15,326,739
Saluda Grade Alternative Mortgage Trust 2026-RTL7|5.749|03/25/2031, 5.75%, 03/25/31 GRADE 2026-RTL7 79584UAA9 - - 15,370,000 $15,378,237 $15,378,237 0.23 $15,370,873
FNMA 30yr Pool#DA1525 6.000% 01-Oct-2053, 6.00%, 10/01/53 FN 3140A1VT1 - - 14,515,924 $15,063,890 $15,063,890 0.22 $15,000,988
FHLMC 30yr Pool#QH3192 6.000% 01-Oct-2053, 6.00%, 10/01/53 FR 3133CFRM3 - - 14,461,305 $15,007,209 $15,007,209 0.22 $14,944,544
PRET 2025-RPL1 Trust A1 4.0% 25-JUL-2069, 4.00%, 07/25/69 PRET 2025-RPL1 69392FAA5 - - 15,055,008 $14,866,173 $14,866,173 0.22 $14,822,680
FHLMC 30yr Pool#SD6178 4.500% 01-Jan-2051, 4.50%, 01/01/51 FR 3132DT2K5 - - 14,236,754 $14,358,548 $14,358,548 0.21 $14,312,278
RCKT Mortgage Trust 2026-CES2|5.055|02/01/2056, 5.05%, 02/01/56 RCKT 2026-CES2 74940EAC1 - - 14,268,000 $14,344,505 $14,344,505 0.21 $14,292,415
PRPM 2025-RCF3 LLC 5.25% 55, 5.25%, 07/25/55 PRPM 2025-RCF3 69392PAA3 - - 14,128,953 $14,335,199 $14,335,199 0.21 $14,281,627
FNMA 30yr Pool#DC7019 5.500% 01-Dec-2054, 5.50%, 12/01/54 FN 3140AUYR8 - - 13,750,270 $14,131,116 $14,131,116 0.21 $14,076,497
BMP Commercial Mortgage Trust 2024-MF23 A 5.03159% 15-JUN-2041, 5.03%, 06/15/41 BMP 2024-MF23 05593JAA8 - - 14,000,000 $14,036,975 $14,036,975 0.21 $14,013,495
FNMA 30yr Pool#FA3563 5.500% 01-Nov-2055, 5.50%, 11/01/55 FN 3140W35Z8 - - 13,418,220 $13,953,524 $13,953,524 0.20 $13,900,224
FNMA 30yr Pool#CC0097 5.500% 01-Mar-2055, 5.50%, 03/01/55 FN 3140Y6DB3 - - 13,407,827 $13,932,365 $13,932,365 0.20 $13,879,106
GS Mortgage-Backed Securities Trust 2025-RPL3 A1 4.1% 25-JUL-2065, 4.10%, 07/25/65 GSMBS 2025-RPL3 362963AA8 - - 13,913,711 $13,759,432 $13,759,432 0.20 $13,718,232
FINANCE OF AMER STR TR 2024-S2 A1, 3.50%, 04/25/74 FASST 2024-S2 31739VAA2 - - 13,959,645 $13,732,551 $13,732,551 0.20 $13,729,837
FHLMC 30yr Pool#SD5963 6.000% 01-Jul-2054, 6.00%, 07/01/54 FR 3132DTTU4 - - 13,097,976 $13,604,490 $13,604,490 0.20 $13,547,732
FHLMC 30yr Pool#TA2596 5.500% 01-Jan-2056, 5.50%, 01/01/56 FR 3142JQ3E7 - - 12,996,763 $13,359,932 $13,359,932 0.20 $13,308,306
Chase Mortgage Reference Notes, Series 2020-CL1 M1 6.03707% 25-OCT-2057, 6.04%, 10/25/57 CHASE 2020-CL1 46591HAG5 - - 12,866,419 $13,240,158 $13,240,158 0.19 $13,235,841
Foundation Finance Trust 2025-2 B 4.94% 15-APR-2052, 4.94%, 04/15/52 FFIN 2025-2A 35042NAB1 - - 13,050,000 $13,194,321 $13,194,321 0.19 $13,172,832
FNMA 30yr Pool#FM5350 4.500% 01-Sep-2050, 4.50%, 09/01/50 FN 3140X85L7 - - 12,967,882 $13,031,862 $13,031,862 0.19 $12,989,716
FNMA 30yr Pool#FS8717 6.000% 01-Jul-2054, 6.00%, 07/01/54 FN 3140XQVK0 - - 12,263,166 $12,737,397 $12,737,397 0.19 $12,684,257
Huntington Bank Auto Credit-Linked Notes, Series 2024-2 B1 5.442% 20-OCT-2032, 5.44%, 10/20/32 HACLN 2024-2 44644NAG4 - - 12,565,890 $12,726,364 $12,726,364 0.19 $12,713,067
FHLMC 30yr Pool#SD6558 6.000% 01-Sep-2054, 6.00%, 09/01/54 FR 3132DUJB4 - - 12,119,326 $12,587,994 $12,587,994 0.18 $12,535,477
PRET 2025-RPL5 TRUST FLTG 2070 A1, 4.15%, 01/25/70 PRET 2025-RPL5 69393AAA5 - - 12,655,269 $12,580,074 $12,580,074 0.18 $12,542,144
FHLMC 30yr Pool#SD5994 4.500% 01-Sep-2050, 4.50%, 09/01/50 FR 3132DTUT5 - - 12,510,131 $12,571,381 $12,571,381 0.18 $12,530,723
FNMA 40yr Pool#BF0731 2.500% 01-Jun-2063, 2.50%, 06/01/63 FN 3140FXY55 - - 14,598,651 $12,504,132 $12,504,132 0.18 $12,477,773
FNMA 30yr Pool#DE6043 6.000% 01-Aug-2055, 6.00%, 08/01/55 FN 3140BJWD5 - - 11,973,895 $12,438,895 $12,438,895 0.18 $12,387,008
FNMA 30yr Pool#FS7541 4.000% 01-Jun-2052, 4.00%, 06/01/52 FN 3140XPLX5 - - 12,424,927 $12,193,769 $12,193,769 0.18 $12,157,875
FHLMC 30yr Pool#QG6755 5.500% 01-Jun-2053, 5.50%, 06/01/53 FR 3133C7QG5 - - 11,658,222 $12,153,259 $12,153,259 0.18 $12,106,950
FNMA 30yr Pool#DE1157 6.000% 01-Jun-2055, 6.00%, 06/01/55 FN 3140BDJB7 - - 11,505,815 $11,952,638 $11,952,638 0.18 $11,902,780
TOWD POINT MORTGAGE TRUST 2025 0% 65, 4.97%, 09/25/65 TPMT 2025-FIX1 89183MAA1 - - 11,903,761 $11,937,862 $11,937,862 0.18 $11,895,151
FNMA 30yr Pool#DG1554 5.000% 01-Feb-2056, 5.00%, 02/01/56 FN 3140U4WQ8 - - 11,797,617 $11,908,157 $11,908,157 0.17 $11,865,555
Vista Point Securitization Trust 2025-CES2 A1 5.601% 25-AUG-2055, 5.60%, 08/25/55 VSTA 2025-CES2 92842UAA0 - - 11,690,288 $11,851,689 $11,851,689 0.17 $11,804,399
FHLMC 30yr Pool#TA5410 5.000% 01-Feb-2056, 5.00%, 02/01/56 FR 3142JUAL4 - - 11,705,927 $11,815,608 $11,815,608 0.17 $11,773,337
FNMA 30yr Pool#DF9041 5.000% 01-Jan-2056, 5.00%, 01/01/56 FN 3140U1BK0 - - 11,678,806 $11,788,233 $11,788,233 0.17 $11,746,060
FNMA 40yr Pool#BF0783 3.500% 01-Dec-2063, 3.50%, 12/01/63 FN 3140FX2R2 - - 12,467,111 $11,672,830 $11,672,830 0.17 $11,641,316
FNMA 30yr Pool#FA0470 6.000% 01-Jan-2055, 6.00%, 01/01/55 FN 3140W0QY4 - - 11,172,022 $11,604,057 $11,604,057 0.17 $11,555,645
FIGRE TRUST 2025-HE4 FLTG 2055 C, 5.71%, 07/25/55 FIGRE 2025-HE4 31684PAC6 - - 11,364,897 $11,507,735 $11,507,735 0.17 $11,460,876
TOWD PT MTG TR 2025-FIX2 FLTG A1, 5.25%, 10/25/65 TPMT 2025-FIX2 89183RAA0 - - 11,377,028 $11,474,756 $11,474,756 0.17 $11,431,626
FHLMC 30yr Pool#QH3306 6.000% 01-Oct-2053, 6.00%, 10/01/53 FR 3133CFU72 - - 10,820,303 $11,328,092 $11,328,092 0.17 $11,281,204
FNMA 30yr Pool#BY4134 5.500% 01-Jul-2053, 5.50%, 07/01/53 FN 3140NLSY6 - - 11,004,486 $11,311,396 $11,311,396 0.17 $11,267,684
PRET 2025-NPL4 A1 6.3677% 25-MAY-2055, 6.37%, 04/25/55 PRET 2025-NPL4 74136UAA3 - - 11,026,924 $11,134,666 $11,134,666 0.16 $11,046,834
FNMA 30yr Pool#DC5672 5.500% 01-Nov-2054, 5.50%, 11/01/54 FN 3140ATJS6 - - 10,793,035 $11,092,265 $11,092,265 0.16 $11,049,392
FNMA 30yr Pool#FS5818 4.500% 01-Oct-2050, 4.50%, 10/01/50 FN 3140XMPC4 - - 10,981,918 $11,036,100 $11,036,100 0.16 $11,000,409
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA7 M2 10.69728% 25-SEP-2042, 10.67%, 03/25/52 STACR 2022-DNA7 35564KL72 - - 10,000,000 $10,974,088 $10,974,088 0.16 $10,968,162
FNMA 30yr Pool#FS6236 6.500% 01-Nov-2053, 6.50%, 11/01/53 FN 3140XM4W3 - - 10,388,133 $10,921,152 $10,921,152 0.16 $10,872,386
FNMA 30yr Pool#FS5362 4.500% 01-Dec-2050, 4.50%, 12/01/50 FN 3140XL5Y0 - - 10,742,572 $10,795,168 $10,795,168 0.16 $10,760,255
FNMA 30yr Pool#FS7613 4.500% 01-May-2052, 4.50%, 05/01/52 FN 3140XPN70 - - 10,682,254 $10,734,554 $10,734,554 0.16 $10,699,837
FNMA 30yr Pool#CC1844 5.500% 01-Jan-2056, 5.50%, 01/01/56 FN 3140Y8BN5 - - 10,241,089 $10,641,739 $10,641,739 0.16 $10,601,059
Homeward Opportunities Fund Trust 2025-RRTL1 A1 5.476% 25-MAR-2040, 5.48%, 03/25/40 HOF 2025-RRTL1 437919AA1 - - 10,475,000 $10,490,592 $10,490,592 0.15 $10,487,406
FNMA 30yr Pool#BX0421 5.500% 01-Nov-2052, 5.50%, 11/01/52 FN 3140N4PF8 - - 9,871,225 $10,186,355 $10,186,355 0.15 $10,147,144
FNMA 30yr Pool#FS6662 4.000% 01-Oct-2051, 4.00%, 10/01/51 FN 3140XNML5 - - 10,337,086 $10,144,771 $10,144,771 0.15 $10,114,908
New Residential Mortgage Loan Trust 2026-NQM1 A2 5.078% 25-NOV-2065, 5.08%, 11/25/65 NRZT 2026-NQM1 64832LAF0 - - 9,872,124 $10,139,138 $10,139,138 0.15 $9,932,740
Connecticut Avenue Securities Trust 2022-R02 2B2 11.34728% 25-JAN-2042, 11.32%, 01/25/42 CAS 2022-R02 20754BAJ0 - - 9,637,000 $10,138,854 $10,138,854 0.15 $10,132,794
Ally Bank Auto Credit-Linked Notes, Series 2025-A C 4.844% 15-JUN-2033, 4.84%, 06/15/33 ABCLN 2025-A 02007G5F6 - - 10,044,701 $10,128,658 $10,128,658 0.15 $10,112,439
FHLMC 30yr Pool#SD5224 6.000% 01-Mar-2054, 6.00%, 03/01/54 FR 3132DSYV8 - - 9,716,074 $10,092,787 $10,092,787 0.15 $10,050,684
LHOME Mortgage Trust 2024-RTL3 A1 6.9% 25-MAY-2029, 6.90%, 05/25/29 LHOME 2024-RTL3 50205GAA0 - - 9,960,000 $10,026,873 $10,026,873 0.15 $10,023,055
Fannie Mae Pool|5|02/01/2056, 5.00%, 02/01/56 FN 3140U5ZY5 - - 9,902,885 $9,995,911 $9,995,911 0.15 $9,960,151
FNMA 30yr Pool#FS7117 6.500% 01-Feb-2054, 6.50%, 02/01/54 FN 3140XN4B7 - - 9,348,845 $9,828,538 $9,828,538 0.14 $9,784,650
Acacia 2025-1 A 5.24% 15-NOV-2037, 5.24%, 11/15/37 ACACIA 2025-1 00401PAA7 - - 9,791,601 $9,819,148 $9,819,148 0.14 $9,802,045
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA6 M2 9.44728% 25-SEP-2042, 9.42%, 09/25/42 STACR 2022-DNA6 35564KH77 - - 9,166,000 $9,807,743 $9,807,743 0.14 $9,802,947
FHLMC 30yr Pool#RA7104 4.500% 01-Feb-2051, 4.50%, 02/01/51 FR 3133KN3M3 - - 9,740,403 $9,772,784 $9,772,784 0.14 $9,741,127
FHLMC 30yr Pool#QH4373 6.000% 01-Nov-2053, 6.00%, 11/01/53 FR 3133CG2E6 - - 9,372,182 $9,725,975 $9,725,975 0.14 $9,685,362
FNMA 30yr Pool#FS2144 3.500% 01-Jun-2052, 3.50%, 06/01/52 FN 3140XHL21 - - 10,077,240 $9,648,613 $9,648,613 0.14 $9,623,140
Rithm Capital Corp. 8.0% 01-APR-2029, 8.00%, 04/01/29 RITM 64828TAB8 - - 9,213,000 $9,615,750 $9,615,750 0.14 $9,316,840
Saluda Grade Alternative Mortgage Trust 2026-RTL7|6.748|03/25/2031, 6.75%, 03/25/31 GRADE 2026-RTL7 79584UAB7 - - 9,418,000 $9,423,721 $9,423,721 0.14 $9,418,425
LHOME Mortgage Trust 2024-RTL5 A2 5.751% 25-SEP-2039, 5.75%, 09/25/39 LHOME 2024-RTL5 50205WAB3 - - 9,325,000 $9,341,913 $9,341,913 0.14 $9,338,933
CONNECTICUT AVENUE SECUR 5.95001% 45, 5.27%, 07/25/45 CAS 2025-R05 20753CAC4 - - 9,254,000 $9,273,232 $9,273,232 0.14 $9,270,524
Brean Asset Backed Securities Trust 2024-RM8 A1 4.5% 25-MAY-2064, 4.50%, 05/25/64 BABS 2024-RM8 10637YAA3 - - 9,191,949 $9,149,760 $9,149,760 0.13 $9,147,462
FHLMC 30yr Pool#QZ2313 5.500% 01-Sep-2055, 5.50%, 09/01/55 FR 31426YSB3 - - 8,872,996 $9,120,935 $9,120,935 0.13 $9,085,690
FIGRE TRUST 2025 HE4 FLTG 2055 B, 5.61%, 07/25/55 FIGRE 2025-HE4 31684PAB8 - - 8,798,835 $8,933,542 $8,933,542 0.13 $8,897,905
Freddie Mac Multiclass Certificates, Series 5164 FA 3.94728% 25-NOV-2051, 3.92%, 11/25/51 FHR 5164 3137H3PY2 - - 9,594,188 $8,888,523 $8,888,523 0.13 $8,886,435
FNMA 30yr Pool#DG0913 5.000% 01-Jan-2056, 5.00%, 01/01/56 FN 3140U4AP4 - - 8,519,479 $8,599,304 $8,599,304 0.13 $8,568,539
Huntington Bank Auto Credit-Linked Notes, Series 2024-1 B1 6.153% 20-MAY-2032, 6.15%, 05/20/32 HACLN 2024-1 44644NAA7 - - 8,340,247 $8,473,265 $8,473,265 0.12 $8,463,287
FHLMC 30yr Pool#SD7417 5.500% 01-Jan-2055, 5.50%, 01/01/55 FR 3132DVG25 - - 8,149,521 $8,464,979 $8,464,979 0.12 $8,432,607
Connecticut Avenue Securities Trust 2022-R01 1B2 9.69728% 25-DEC-2041, 9.67%, 12/25/41 CAS 2022-R01 20754LAJ8 - - 8,116,382 $8,425,526 $8,425,526 0.12 $8,421,167
FHLMC 30yr Pool#QY9874 6.000% 01-Aug-2055, 6.00%, 08/01/55 FR 31426U6L3 - - 8,079,735 $8,393,508 $8,393,508 0.12 $8,358,496
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 $8,334,429 $8,334,429 0.12 $8,288,154
FHLMC 30yr Pool#QZ9092 5.000% 01-Nov-2055, 5.00%, 11/01/55 FR 31427KC60 - - 8,207,796 $8,284,701 $8,284,701 0.12 $8,255,061
RCKT Mortgage Trust 2024-CES9 A1B 5.683% 25-DEC-2044, 5.68%, 12/25/44 RCKT 2024-CES9 749426AB8 - - 8,171,634 $8,250,082 $8,250,082 0.12 $8,216,543
RCKT Mortgage Trust 2025-CES7 A1B 5.478% 25-JUL-2055, 5.48%, 07/25/55 RCKT 2025-CES7 74943AAB8 - - 8,064,714 $8,148,022 $8,148,022 0.12 $8,116,115
FHLMC 30yr Pool#QH1500 6.000% 01-Sep-2053, 6.00%, 09/01/53 FR 3133CDUZ5 - - 7,755,151 $8,086,178 $8,086,178 0.12 $8,052,573
PRPM 2025-RPL4 A1, 3.00%, 05/25/55 PRPM 2025-RPL4 74448NAA2 - - 8,342,569 $8,081,697 $8,081,697 0.12 $8,063,621
FNMA 30yr Pool#DA0026 6.000% 01-Sep-2053, 6.00%, 09/01/53 FN 3140A0A41 - - 7,748,988 $8,041,507 $8,041,507 0.12 $8,007,928
Fannie Mae REMIC Trust 2022-65 FB 4.49728% 25-SEP-2052, 4.47%, 09/25/52 FNR 2022-65 3136BPCQ2 - - 7,945,648 $7,944,219 $7,944,219 0.12 $7,942,247
FNMA 30yr Pool#DF2677 6.000% 01-Nov-2055, 6.00%, 11/01/55 FN 3140BS6P7 - - 7,591,166 $7,886,532 $7,886,532 0.12 $7,853,637
Freddie Mac Pool|5|02/01/2056, 5.00%, 02/01/56 FR 3142JVPZ5 - - 7,764,697 $7,837,637 $7,837,637 0.11 $7,809,598
Alterna Funding III A 6.26% 15-MAY-2039, 6.26%, 05/16/39 TAX 2024-1A 02157JAA3 - - 7,751,589 $7,779,178 $7,779,178 0.11 $7,763,003
COOPR Residential Mortgage Trust 2025-CES3 A1A 4.84% 25-SEP-2060, 4.84%, 09/25/60 COOPR 2025-CES3 216926AA3 - - 7,553,275 $7,577,655 $7,577,655 0.11 $7,551,252
Connecticut Avenue Securities Trust 2025-R01 1M2 5.19728% 25-JAN-2045, 5.17%, 01/25/45 CAS 2025-R01 20755JAC7 - - 7,526,000 $7,530,529 $7,530,529 0.11 $7,528,368
SALUDA GR ALT MTG TR 25 RRTL1 A1, 5.32%, 10/25/40 GRADE 2025-RRTL1 79582NAA7 - - 7,388,000 $7,420,677 $7,420,677 0.11 $7,392,290
COOPR Residential Mortgage Trust 2026-CES1 A1B 4.996% 25-FEB-2061, 5.00%, 01/01/61 COOPR 2026-CES1 21689GAB4 - - 7,363,345 $7,409,246 $7,409,246 0.11 $7,382,677
FHLMC 30yr Pool#QX0520 5.500% 01-Dec-2054, 5.50%, 12/01/54 FR 31425USJ5 - - 7,100,157 $7,299,548 $7,299,548 0.11 $7,271,345
FIGRE TRUST 2025-HE6 FLTG 2055 C, 5.25%, 09/25/55 FIGRE 2025-HE6 31684NAC1 - - 7,167,677 $7,191,496 $7,191,496 0.11 $7,164,345
ACHM Trust 2024-HE1 A 6.55% 25-MAY-2039, 6.55%, 05/25/39 ACHM 2024-HE1 00449TAA3 - - 6,942,374 $7,184,595 $7,184,595 0.11 $7,182,069
GS Mortgage-Backed Securities Trust 2026-CES1 A2 5.272% 25-MAY-2056, 5.27%, 05/25/56 GSMBS 2026-CES1 36277LAB9 - - 7,000,000 $7,059,231 $7,059,231 0.10 $7,032,578
FHLMC 30yr Pool#QG3912 5.500% 01-Jun-2053, 5.50%, 06/01/53 FR 3133C4KZ6 - - 6,833,323 $7,024,271 $7,024,271 0.10 $6,997,127
PRPM 2025-RCF3, LLC, 5.77%, 08/25/28 PRPM 2025-6 69395KAA1 - - 6,980,213 $7,000,533 $7,000,533 0.10 $6,971,425
Mello Mortgage Capital Acceptance 2024-SD1 A1 4.0% 25-APR-2054, 4.00%, 04/25/54 MELLO 58550DAA1 - - 7,063,818 $6,981,866 $6,981,866 0.10 $6,980,296
LHOME Mortgage Trust 2024-RTL4 A2 6.092% 25-JUL-2039, 6.09%, 07/25/39 LHOME 2024-RTL4 50205PAB8 - - 6,870,000 $6,892,669 $6,892,669 0.10 $6,890,344
RCKT MORTGAGE TRUST 2025 5.24863% 55, 5.25%, 08/25/55 RCKT 2025-CES8 74939WAB6 - - 6,826,844 $6,872,995 $6,872,995 0.10 $6,847,116
FHLMC 30yr Pool#QX9929 6.000% 01-Apr-2055, 6.00%, 04/01/55 FR 31426HA78 - - 6,556,775 $6,808,163 $6,808,163 0.10 $6,779,750
FNMA 30yr Pool#DD8495 5.500% 01-May-2055, 5.50%, 05/01/55 FN 3140B9NM7 - - 6,591,156 $6,775,333 $6,775,333 0.10 $6,749,151
FNMA 30yr Pool#FA0339 5.500% 01-Jan-2055, 5.50%, 01/01/55 FN 3140W0LV5 - - 6,455,703 $6,710,988 $6,710,988 0.10 $6,685,344
FNMA 30yr Pool#FS4356 6.000% 01-May-2053, 6.00%, 05/01/53 FN 3140XKZW3 - - 6,407,604 $6,656,041 $6,656,041 0.10 $6,628,274
HOMES 2026-INV1 Trust A1D 5.077% 25-AUG-2060, 5.08%, 08/25/60 HOMES 2026-INV1 43761FAD7 - - 6,412,713 $6,646,842 $6,646,842 0.10 $6,442,877
Ally Bank Auto Credit-Linked Notes, Series 2025-A D 4.991% 15-JUN-2033, 4.99%, 06/15/33 ABCLN 2025-A 02007G5G4 - - 6,525,026 $6,570,641 $6,570,641 0.10 $6,559,786
EFMT 2025-RTL1 0% 40, 5.22%, 11/25/40 EFMT 2025-RTL1 26846FAA7 - - 6,512,000 $6,537,270 $6,537,270 0.10 $6,535,381
FNMA 30yr Pool#DA1456 5.500% 01-Sep-2053, 5.50%, 09/01/53 FN 3140A1TN7 - - 6,284,484 $6,458,736 $6,458,736 0.09 $6,433,773
FNMA 30yr Pool#FM4129 4.000% 01-Sep-2050, 4.00%, 09/01/50 FN 3140X7ST7 - - 6,530,783 $6,415,470 $6,415,470 0.09 $6,396,604
PRET 2025-RPL2 Trust A1 4.0% 25-FEB-2065, 4.00%, 08/25/64 PRET 2025-RPL2 69392LAA2 - - 6,409,748 $6,376,787 $6,376,787 0.09 $6,358,270
FNMA 30yr Pool#FS7397 6.000% 01-Mar-2054, 6.00%, 03/01/54 FN 3140XPGF0 - - 6,137,273 $6,374,608 $6,374,608 0.09 $6,348,013
LHOME Mortgage Trust 2024-RTL1 A1 7.017% 25-JAN-2029, 7.02%, 01/25/29 LHOME 2024-RTL1 50205DAA7 - - 6,341,000 $6,358,295 $6,358,295 0.09 $6,355,823
FIGRE TRUST 2025-HE6 FLTG 2055 B, 5.14%, 09/25/55 FIGRE 2025-HE6 31684NAB3 - - 6,317,673 $6,342,306 $6,342,306 0.09 $6,318,835
RCKT Mortgage Trust 2024-CES1 A1B 6.325% 25-FEB-2044, 6.33%, 02/25/44 RCKT 2024-CES1 749424AB3 - - 6,265,665 $6,336,120 $6,336,120 0.09 $6,307,498
FHLMC 30yr Pool#SD5223 6.000% 01-Apr-2054, 6.00%, 04/01/54 FR 3132DSYU0 - - 6,094,524 $6,330,207 $6,330,207 0.09 $6,303,797
Brean Asset Backed Securities Trust 2024-RM9 A1 5.0% 25-SEP-2064, 5.00%, 09/25/64 BABS 2024-RM9 10638DAA8 - - 6,299,579 $6,316,665 $6,316,665 0.09 $6,314,915
Connecticut Avenue Securities Trust 2022-R04 1B2 13.19728% 25-MAR-2042, 13.17%, 03/25/42 CAS 2022-R04 20753YAL6 - - 5,793,401 $6,265,343 $6,265,343 0.09 $6,261,105
FNMA 30yr Pool#DB4017 6.000% 01-May-2054, 6.00%, 05/01/54 FN 3140ADPB1 - - 6,001,914 $6,234,015 $6,234,015 0.09 $6,208,006
FNMA 30yr Pool#DA1468 6.000% 01-Sep-2053, 6.00%, 09/01/53 FN 3140A1T23 - - 5,890,384 $6,141,814 $6,141,814 0.09 $6,116,289
FNMA 30yr Pool#DE6050 6.000% 01-Aug-2055, 6.00%, 08/01/55 FN 3140BJWL7 - - 5,826,450 $6,111,237 $6,111,237 0.09 $6,085,990
FIGRE TRUST 2025-HE4 5.408% 55, 5.41%, 07/25/55 FIGRE 2025-HE4 31684PAA0 - - 6,022,797 $6,101,683 $6,101,683 0.09 $6,078,160
FNMA 30yr Pool#DD5556 6.000% 01-Mar-2055, 6.00%, 03/01/55 FN DD5556 MTGE 3140B6E68 - - 5,787,318 $6,012,066 $6,012,066 0.09 $5,986,987
PRPM 2025-RPL3 A1 3.25% 25-APR-2055, 3.25%, 04/25/55 PRPM 2025-RPL3 69392NAA8 - - 6,106,037 $5,953,993 $5,953,993 0.09 $5,939,660
FIGRE Trust 2026-HE1 C 5.434% 25-JAN-2056, 5.43%, 01/25/56 FIGRE 2026-HE1 30249NAE7 - - 5,692,946 $5,891,022 $5,891,022 0.09 $5,720,826
FHLMC 30yr Pool#QH7040 6.000% 01-Dec-2053, 6.00%, 12/01/53 FR 3133CKZD3 - - 5,674,984 $5,889,211 $5,889,211 0.09 $5,864,619
FNMA 30yr Pool#FM7479 4.500% 01-Jan-2050, 4.50%, 01/01/50 FN 3140XBJZ4 - - 5,854,622 $5,883,287 $5,883,287 0.09 $5,864,259
FNMA 30yr Pool#DE7796 6.000% 01-Aug-2055, 6.00%, 08/01/55 FN 3140BLUW0 - - 5,619,989 $5,838,238 $5,838,238 0.09 $5,813,885
Connecticut Avenue Securities, Series 2021-R02 2B2 9.89728% 25-NOV-2041, 9.87%, 11/25/41 CAS 2021-R02 20754KAJ0 - - 5,616,000 $5,802,674 $5,802,674 0.09 $5,799,595
FHLMC 30yr Pool#QH4638 6.000% 01-Nov-2053, 6.00%, 11/01/53 FR 3133CHEK7 - - 5,568,420 $5,778,624 $5,778,624 0.08 $5,754,495
FHLMC 30yr Pool#SD3018 5.500% 01-May-2053, 5.50%, 05/01/53 FR 3132DQK70 - - 5,611,062 $5,774,694 $5,774,694 0.08 $5,752,405
FNMA 30yr Pool#FS1578 4.000% 01-Oct-2050, 4.00%, 10/01/50 FN 3140XGXG9 - - 5,823,314 $5,734,747 $5,734,747 0.08 $5,717,924
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA3 M2 8.04728% 25-APR-2042, 8.02%, 04/25/42 STACR 2022-DNA3 35564KVE6 - - 5,528,314 $5,729,256 $5,729,256 0.08 $5,726,793
TVC Mortgage Trust 2025-RRTL1 A2 6.68% 25-APR-2040, 6.68%, 04/25/40 TVC 2025-RRTL1 900927AB0 - - 5,597,000 $5,699,544 $5,699,544 0.08 $5,697,467
SF ABS ISSUER 2025-1 0%55 A2, 5.38%, 11/25/55 SFARM 2025-1A 784193AA2 - - 5,750,000 $5,693,553 $5,693,553 0.08 $5,691,835
MS RES MTG LN TR 2025-SPL1 A1, 4.25%, 02/25/65 MSRM 2025-SPL1 617946AA6 - - 5,702,719 $5,660,602 $5,660,602 0.08 $5,643,098
FNMA 30yr Pool#FS0088 4.000% 01-Mar-2050, 4.00%, 03/01/50 FN 3140XFC25 - - 5,717,005 $5,638,339 $5,638,339 0.08 $5,621,824
OCEANVIEW MORTGAGE TRUST 4.99888% 55, 4.57%, 12/25/55 BVINV 2025-4 67647DAU3 - - 5,608,554 $5,609,972 $5,609,972 0.08 $5,608,549
FHLMC 30yr Pool#SD2606 4.500% 01-Sep-2051, 4.50%, 09/01/51 FR 3132DP3P1 - - 5,496,681 $5,514,954 $5,514,954 0.08 $5,497,090
FHLMC 30yr Pool#SD3813 6.000% 01-Jul-2053, 6.00%, 07/01/53 FR 3132E0GW6 - - 5,290,072 $5,514,841 $5,514,841 0.08 $5,491,918
Huntington Bank Auto Credit-Linked Notes, Series 2025-1 B 4.957% 20-MAR-2033, 4.96%, 03/21/33 HACLN 2025-1 446438SX2 - - 5,396,042 $5,439,864 $5,439,864 0.08 $5,434,663
BX Trust 2021-SDMF A 4.363% 15-SEP-2034, 4.36%, 09/15/34 BX 2021-SDMF 12434CAA2 - - 5,355,350 $5,346,082 $5,346,082 0.08 $5,338,293
LHOME Mortgage Trust 2024-RTL2 A1 7.128% 25-MAR-2029, 7.13%, 03/25/29 LHOME 50205JAA4 - - 5,293,684 $5,318,407 $5,318,407 0.08 $5,316,310
FNMA 30yr Pool#DC7015 5.500% 01-Dec-2054, 5.50%, 12/01/54 FN 3140AUYM9 - - 5,060,417 $5,202,527 $5,202,527 0.08 $5,182,426
PRPM 2025-5 0%30, 5.73%, 07/25/30 PRPM 2025-5 69392RAA9 - - 5,176,969 $5,188,655 $5,188,655 0.08 $5,167,235
FNMA 30yr Pool#BX5986 5.500% 01-Mar-2053, 5.50%, 03/01/53 FN 3140NAUL5 - - 4,930,948 $5,142,679 $5,142,679 0.08 $5,123,093
FNMA 30yr Pool#DF0300 5.500% 01-Sep-2055, 5.50%, 09/01/55 FN 3140BQKN0 - - 4,997,817 $5,137,471 $5,137,471 0.08 $5,117,619
FNMA 30yr Pool#DB4019 6.000% 01-May-2054, 6.00%, 05/01/54 FN 3140ADPD7 - - 4,929,634 $5,115,807 $5,115,807 0.08 $5,094,445
FHLMC 30yr Pool#QJ9072 6.000% 01-Nov-2054, 6.00%, 11/01/54 FR 3133D1CH0 - - 4,919,687 $5,109,937 $5,109,937 0.07 $5,088,619
FHLMC 30yr Pool#QH2242 5.500% 01-Sep-2053, 5.50%, 09/01/53 FR 3133CEP30 - - 4,940,009 $5,076,983 $5,076,983 0.07 $5,057,360
FNMA 30yr Pool#CA0706 4.000% 01-Nov-2047, 4.00%, 11/01/47 FN 3140Q7YC5 - - 5,166,262 $5,075,035 $5,075,035 0.07 $5,060,110
Fora Financial Asset Securitization, Series 2024-1 A 6.33% 15-MAY-2027, 6.33%, 08/15/29 FORA 2024-1A 34512PAA2 - - 5,038,000 $5,064,227 $5,064,227 0.07 $5,053,597
JP Morgan Mortgage Trust 2026-CES1 A3 5.332% 25-JUN-2056, 5.33%, 06/25/56 JPMMT 2026-CES1 46660BAE9 - - 5,000,000 $5,038,343 $5,038,343 0.07 $5,019,088
FNMA 30yr Pool#BY0337 6.500% 01-May-2053, 6.50%, 05/01/53 FN 3140NGLT5 - - 4,768,178 $5,014,481 $5,014,481 0.07 $4,992,097
FHLMC 30yr Pool#QF9863 5.500% 01-Mar-2053, 5.50%, 03/01/53 FR 3133BX5Y3 - - 4,788,839 $4,983,107 $4,983,107 0.07 $4,964,085
Kinetic ABS Issuer, Secured Fiber Network Revenue Term Notes, Series 2026-1 B_261 5.561% 25-FEB-2056, 5.56%, 02/25/56 UNITK 2026-1A 49459AAC4 - - 4,810,000 $4,874,771 $4,874,771 0.07 $4,854,710
ABL 2024-RTL1 A2 7.457% 25-SEP-2029, 7.46%, 09/25/29 ABL 2024-RTL1 00092EAB4 - - 4,840,000 $4,866,851 $4,866,851 0.07 $4,864,846
FNMA 30yr Pool#DA5019 6.500% 01-Nov-2053, 6.50%, 11/01/53 FN 3140A5SH2 - - 4,575,915 $4,842,974 $4,842,974 0.07 $4,821,493
FHLMC 30yr Pool#QZ1060 6.000% 01-Aug-2055, 6.00%, 08/01/55 FR 31426XFA1 - - 4,652,525 $4,835,424 $4,835,424 0.07 $4,815,263
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 $4,828,391 $4,828,391 0.07 $4,802,367
FHLMC 30yr Pool#SD2715 4.500% 01-Sep-2050, 4.50%, 09/01/50 FR 3132DQAQ9 - - 4,779,074 $4,802,653 $4,802,653 0.07 $4,787,121
PRPM 2025 RCF4 LLC 4.5% 55, 4.50%, 08/25/55 PRPM 2025-RCF4 69382WAA0 - - 4,711,277 $4,736,324 $4,736,324 0.07 $4,721,012
FNMA 30yr Pool#DE9377 6.000% 01-Sep-2055, 6.00%, 09/01/55 FN 3140BNM39 - - 4,528,088 $4,706,095 $4,706,095 0.07 $4,686,473
Homeward Opportunities Fund Trust 2025-RRTL2 A1 5.237% 25-AUG-2040, 5.24%, 09/25/40 HOF 2025-RRTL2 437923AA3 - - 4,682,000 $4,697,229 $4,697,229 0.07 $4,695,867
FNMA 30yr Pool#DC5656 5.000% 01-Nov-2054, 5.00%, 11/01/54 FN 3140ATJA5 - - 4,579,144 $4,636,489 $4,636,489 0.07 $4,619,953
FNMA 30yr Pool#BX9326 5.500% 01-Mar-2053, 5.50%, 03/01/53 FN 3140NELG8 - - 4,442,445 $4,622,661 $4,622,661 0.07 $4,605,014
Connecticut Avenue Securities Trust 2022-R07 1M2 8.34728% 25-JUN-2042, 8.35%, 06/25/42 CAS 2022-R07 20754MCB1 - - 4,397,000 $4,591,936 $4,591,936 0.07 $4,589,897
FHLMC 30yr Pool#RA1100 4.000% 01-Jul-2049, 4.00%, 07/01/49 FR 3133KGGH5 - - 4,664,909 $4,578,099 $4,578,099 0.07 $4,564,622
FHLMC 30yr Pool#QH4473 6.000% 01-Nov-2053, 6.00%, 11/01/53 FR 3133CG6J1 - - 4,407,579 $4,573,962 $4,573,962 0.07 $4,554,863
Affirm Asset Securitization Trust 2025-X2 C 4.93% 15-OCT-2030, 4.93%, 10/15/30 AFFRM 2025-X2 00835DAC6 - - 4,500,000 $4,524,725 $4,524,725 0.07 $4,517,330
FHLMC 30yr Pool#QH2259 6.000% 01-Sep-2053, 6.00%, 09/01/53 FR 3133CEQL9 - - 4,258,853 $4,419,622 $4,419,622 0.06 $4,401,167
FNMA 30yr Pool#DD3307 6.000% 01-Feb-2055, 6.00%, 02/01/55 FN DD3307 MTGE 3140B3U91 - - 4,143,652 $4,304,569 $4,304,569 0.06 $4,286,613
FNMA 30yr Pool#FS3246 5.500% 01-Nov-2052, 5.50%, 11/01/52 FN 3140XJTC7 - - 4,107,823 $4,285,492 $4,285,492 0.06 $4,269,175
EFMT 2026-CES1 A3 5.466% 25-DEC-2060, 5.47%, 12/25/60 EFMT 2026-CES1 26846MAE4 - - 4,250,000 $4,275,925 $4,275,925 0.06 $4,259,147
FIGRE Trust 2025-HE3 B 5.71% 25-MAY-2055, 5.71%, 05/25/55 FIGRE 2025-HE3 31684LAB7 - - 4,172,572 $4,253,500 $4,253,500 0.06 $4,236,293
FNMA 30yr Pool#BX0419 5.500% 01-Nov-2052, 5.50%, 11/01/52 FN 3140N4PD3 - - 4,078,915 $4,206,105 $4,206,105 0.06 $4,189,903
SREIT Commercial Mortgage Trust 2021-MFP B 4.8538% 15-NOV-2038, 4.85%, 11/15/38 SREIT 2021-MFP 78472UAC2 - - 4,194,208 $4,199,690 $4,199,690 0.06 $4,192,904
FIGRE TRUST 2025-FL1 5.265% 55, 5.26%, 07/25/55 FIGRE 2025-FL1 31684QAA8 - - 4,145,686 $4,192,163 $4,192,163 0.06 $4,176,399
FHLMC 30yr Pool#QF7280 5.500% 01-Jan-2053, 5.50%, 01/01/53 FR 3133BVCR4 - - 4,014,471 $4,188,763 $4,188,763 0.06 $4,172,817
Vista Point Securitization Trust 2026-CES1|5.376|02/25/2056, 5.38%, 02/25/56 VSTA 2026-CES1 92790EAC4 - - 4,169,000 $4,179,235 $4,179,235 0.06 $4,178,612
FNMA 30yr Pool#FA3788 5.500% 01-Nov-2055, 5.50%, 11/01/55 FN 3140W4F69 - - 4,016,525 $4,178,814 $4,178,814 0.06 $4,162,859
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-HQA4 B2 10.69728% 25-DEC-2041, 10.67%, 12/25/41 STACR 2021-HQA4 35564KPP8 - - 4,000,000 $4,177,286 $4,177,286 0.06 $4,174,916
Ginnie Mae REMIC Trust 2023-116 LF 5.003% 20-AUG-2053, 4.96%, 08/20/53 GNR 2023-116 38384EFT7 - - 4,129,032 $4,170,285 $4,170,285 0.06 $4,166,302
FHLMC 30yr Pool#QH5204 6.500% 01-Nov-2053, 6.50%, 11/01/53 FR 3133CHX91 - - 3,936,469 $4,166,209 $4,166,209 0.06 $4,147,729
FNMA 30yr Pool#CB2907 3.500% 01-Feb-2052, 3.50%, 02/01/52 FN 3140QNGR7 - - 4,336,563 $4,153,712 $4,153,712 0.06 $4,142,750
EASY STREET MORTGAGE LN 5.606%40 A1, 5.61%, 10/25/40 EASY 2025-RTL2 27786YAA6 - - 4,100,000 $4,114,201 $4,114,201 0.06 $4,112,924
FHLMC 30yr Pool#QH0826 5.500% 01-Sep-2053, 5.50%, 09/01/53 FR 3133CC4K9 - - 3,941,401 $4,107,510 $4,107,510 0.06 $4,091,854
FHLMC 30yr Pool#QX6719 6.000% 01-Feb-2055, 6.00%, 02/01/55 FR 31426CPD0 - - 3,940,676 $4,093,710 $4,093,710 0.06 $4,076,633
FIGRE Trust 2026-HE1 B 5.183% 25-JAN-2056, 5.18%, 01/25/56 FIGRE 2026-HE1 30249NAD9 - - 3,918,000 $4,065,750 $4,065,750 0.06 $3,938,777
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 $4,035,240 $4,035,240 0.06 $4,019,577
LHOME MORTGAGE TR 2025-RTL3 A1, 5.24%, 08/25/40 LHOME 2025-RTL3 50205YAA1 - - 4,000,000 $4,030,677 $4,030,677 0.06 $4,029,512
JP Morgan Mortgage Trust 2026-CES1 A2 5.182% 25-JUN-2056, 5.18%, 06/25/56 JPMMT 2026-CES1 46660BAD1 - - 4,000,000 $4,030,348 $4,030,348 0.06 $4,015,378
FIGRE Trust 2025-HE3 C 5.91% 25-MAY-2055, 5.91%, 05/25/55 FIGRE 2025-HE3 31684LAC5 - - 3,922,218 $3,985,665 $3,985,665 0.06 $3,968,923
FNMA 30yr Pool#BW6314 5.500% 01-Aug-2052, 5.50%, 08/01/52 FN 3140MYAQ5 - - 3,843,371 $3,967,560 $3,967,560 0.06 $3,952,293
FNMA 30yr Pool#DE7795 6.000% 01-Aug-2055, 6.00%, 08/01/55 FN 3140BLUV2 - - 3,801,121 $3,950,549 $3,950,549 0.06 $3,934,078
FNMA 30yr Pool#DF1002 6.000% 01-Oct-2055, 6.00%, 10/01/55 FN 3140BRDG1 - - 3,793,787 $3,941,092 $3,941,092 0.06 $3,924,652
Fannie Mae REMIC Trust 2020-98 AI 3.5% 25-JAN-2061, 3.50%, 01/25/61 FNR 2020-98 3136BDLE6 - - 18,423,322 $3,917,012 $3,917,012 0.06 $3,870,441
EFMT 2026-CES1 A2 5.316% 25-DEC-2060, 5.32%, 12/25/60 EFMT 2026-CES1 26846MAD6 - - 3,881,000 $3,902,970 $3,902,970 0.06 $3,888,069
FNMA 30yr Pool#FS2135 4.000% 01-Nov-2049, 4.00%, 11/01/49 FN 3140XHLR6 - - 3,944,158 $3,875,693 $3,875,693 0.06 $3,864,299
FNMA 30yr Pool#DA5072 6.500% 01-Nov-2053, 6.50%, 11/01/53 FN 3140A5T65 - - 3,671,412 $3,860,419 $3,860,419 0.06 $3,843,184
FNMA 30yr Pool#BY0335 6.000% 01-May-2053, 6.00%, 05/01/53 FN 3140NGLR9 - - 3,648,216 $3,767,782 $3,767,782 0.06 $3,751,973
FNMA 30yr Pool#DE2819 5.500% 01-Jun-2055, 5.50%, 06/01/55 FN 3140BFDZ5 - - 3,661,946 $3,764,272 $3,764,272 0.06 $3,749,726
Connecticut Avenue Securities Trust 2024-R06 1M2 5.29728% 25-SEP-2044, 5.27%, 09/25/44 CAS 2024-R06 20755RAC9 - - 3,665,867 $3,681,079 $3,681,079 0.05 $3,680,006
FHLMC 30yr Pool#QI8221 6.000% 01-Jun-2054, 6.00%, 06/01/54 FR 3133WFD20 - - 3,522,514 $3,658,733 $3,658,733 0.05 $3,643,469
FNMA 30yr Pool#FS2713 4.500% 01-Oct-2050, 4.50%, 10/01/50 FN 3140XJAP8 - - 3,627,311 $3,645,070 $3,645,070 0.05 $3,633,282
FHLMC 30yr Pool#QH1144 5.500% 01-Sep-2053, 5.50%, 09/01/53 FR 3133CDHV9 - - 3,487,302 $3,633,719 $3,633,719 0.05 $3,619,867
FHLMC 30yr Pool#QF7810 5.500% 01-Jan-2053, 5.50%, 01/01/53 FR 3133BVVB8 - - 3,348,323 $3,492,636 $3,492,636 0.05 $3,479,336
FHLMC 30yr Pool#SD1416 4.500% 01-Dec-2048, 4.50%, 12/01/48 FR 3132DNSD6 - - 3,466,752 $3,483,725 $3,483,725 0.05 $3,472,458
FNMA 30yr Pool#BX6124 6.500% 01-Jan-2053, 6.50%, 01/01/53 FN 3140NAYW7 - - 3,264,251 $3,481,157 $3,481,157 0.05 $3,465,833
FNMA 30yr Pool#FM7031 4.000% 01-Jan-2051, 4.00%, 01/01/51 FN 3140XAY55 - - 3,538,116 $3,472,291 $3,472,291 0.05 $3,462,070
FHLMC 30yr Pool#QZ3837 6.000% 01-Sep-2055, 6.00%, 09/01/55 FR 31427BHP3 - - 3,338,708 $3,469,958 $3,469,958 0.05 $3,455,490
FHLMC 30yr Pool#QX5273 6.000% 01-Feb-2055, 6.00%, 02/01/55 FR 31426A2F4 - - 3,320,198 $3,448,593 $3,448,593 0.05 $3,434,206
OBX 2026-HE1 Trust|5.15786|02/25/2056, 5.16%, 02/25/56 OBX 2026-HE1 67124BAB1 - - 3,428,000 $3,429,487 $3,429,487 0.05 $3,428,996
RCKT Mortgage Trust 2025-CES2 A1B 5.603% 25-FEB-2055, 5.60%, 02/25/55 RCKT 2025-CES2 74942BAB7 - - 3,378,883 $3,418,027 $3,418,027 0.05 $3,404,354
FHLMC 30yr Pool#QH7549 6.000% 01-Dec-2053, 6.00%, 12/01/53 FR 3133CLL61 - - 3,287,312 $3,411,406 $3,411,406 0.05 $3,397,161
FNMA 30yr Pool#BX8700 5.500% 01-Mar-2053, 5.50%, 03/01/53 FN 3140NDU21 - - 3,272,556 $3,385,230 $3,385,230 0.05 $3,372,230
RCKT Mortgage Trust 2023-CES1 A1A 6.515% 25-JUN-2043, 6.51%, 06/25/43 RCKT 74935WAA2 - - 3,361,464 $3,381,477 $3,381,477 0.05 $3,365,660
FINANCE OF AMERICA STRUCTURE 3.5% 74, 3.50%, 02/25/74 FASST 2024-S1 31740RAB6 - - 3,424,725 $3,377,021 $3,377,021 0.05 $3,376,356
RCKT Mortgage Trust 2026-CES1 A1B 4.928% 25-JAN-2056, 4.93%, 01/25/56 RCKT 2026-CES1 74939BAB2 - - 3,309,904 $3,326,486 $3,326,486 0.05 $3,314,705
FNMA 30yr Pool#FM1540 4.000% 01-Sep-2049, 4.00%, 09/01/49 FN 3140X4WA0 - - 3,311,976 $3,250,343 $3,250,343 0.05 $3,240,775
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 - - 3,216,543 $3,246,239 $3,246,239 0.05 $3,245,026
Saluda Grade Alternative Mortgage Trust 2023-RTL3 A1 8.0% 25-APR-2029, 8.00%, 04/25/29 GRADE 2023-RTL3 79583YAA2 - - 3,230,175 $3,231,883 $3,231,883 0.05 $3,213,220
FNMA 30yr Pool#MA4026 4.000% 01-May-2050, 4.00%, 05/01/50 FN 31418DPL0 - - 3,286,998 $3,231,208 $3,231,208 0.05 $3,221,713
FHLMC 30yr Pool#QH6041 5.500% 01-Dec-2053, 5.50%, 12/01/53 FR 3133CJWA5 - - 3,121,439 $3,207,482 $3,207,482 0.05 $3,195,083
FNMA 30yr Pool#BX9422 5.500% 01-Mar-2053, 5.50%, 03/01/53 FN 3140NEPG4 - - 3,075,588 $3,161,863 $3,161,863 0.05 $3,149,646
FHLMC 30yr Pool#SD1111 4.000% 01-Jun-2050, 4.00%, 06/01/50 FR 3132DNGU1 - - 3,176,040 $3,134,778 $3,134,778 0.05 $3,125,603
FHLMC 30yr Pool#QZ4951 6.000% 01-Oct-2055, 6.00%, 10/01/55 FR 31427CQD8 - - 2,988,706 $3,106,197 $3,106,197 0.05 $3,093,246
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 $3,073,448 $3,073,448 0.05 $3,027,212
FNMA 30yr Pool#MA4056 4.000% 01-Jun-2050, 4.00%, 06/01/50 FN 31418DQJ4 - - 3,050,371 $2,992,493 $2,992,493 0.04 $2,983,681
COOPR Residential Mortgage Trust 2026-CES1 A2 5.158% 25-FEB-2061, 5.16%, 01/01/61 COOPR 2026-CES1 21689GAD0 - - 2,949,000 $2,975,814 $2,975,814 0.04 $2,964,828
BX Trust 2021-BXMF C 4.96527% 15-OCT-2038, 4.97%, 10/15/26 BX 2021-BXMF 05609RAJ3 - - 2,958,012 $2,961,993 $2,961,993 0.04 $2,957,096
FNMA 30yr Pool#DA3549 6.500% 01-Oct-2053, 6.50%, 10/01/53 FN 3140A35K5 - - 2,768,014 $2,937,694 $2,937,694 0.04 $2,924,700
GWT Commercial Mortgage Trust 2024-WLF2 A 5.35089% 15-MAY-2041, 5.35%, 05/15/41 GWT 2024-WLF2 362414AA2 - - 2,900,000 $2,908,296 $2,908,296 0.04 $2,903,124
Fannie Mae Pool|4|03/01/2050, 4.00%, 03/01/50 FN 3140X8S24 - - 2,930,536 $2,879,666 $2,879,666 0.04 $2,871,200
FHLMC 30yr Pool#QE6404 5.500% 01-Jul-2052, 5.50%, 07/01/52 FR 3133BGDH8 - - 2,785,688 $2,876,061 $2,876,061 0.04 $2,864,996
FNMA 30yr Pool#MA3496 4.500% 01-Oct-2048, 4.50%, 10/01/48 FN 31418C3E2 - - 2,821,592 $2,835,406 $2,835,406 0.04 $2,826,236
FHLMC 30yr Pool#QZ4131 6.000% 01-Sep-2055, 6.00%, 09/01/55 FR 31427BSV8 - - 2,723,808 $2,829,586 $2,829,586 0.04 $2,817,783
FHLMC 30yr Pool#QG2539 6.500% 01-May-2053, 6.50%, 05/01/53 FR 3133C2ZC5 - - 2,680,137 $2,799,228 $2,799,228 0.04 $2,786,646
Chase Mortgage Reference Notes, Series 2021-CL1 M1 4.89728% 25-FEB-2050, 4.87%, 02/25/50 CHASE 2021-CL1 46591HBX7 - - 2,849,996 $2,797,296 $2,797,296 0.04 $2,796,520
RCKT MORTGAGE TRUST 2025-CE 5.16% 34, 5.16%, 07/25/34 RCKTL 2025-1A 74939RAC5 - - 2,750,000 $2,783,145 $2,783,145 0.04 $2,770,532
FHLMC 30yr Pool#QE8542 5.500% 01-Aug-2052, 5.50%, 08/01/52 FR 3133BJP30 - - 2,692,999 $2,780,365 $2,780,365 0.04 $2,769,668
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 $2,758,561 $2,758,561 0.04 $2,757,476
FNMA 30yr Pool#BV5393 3.500% 01-Apr-2052, 3.50%, 04/01/52 FN 3140MJ7F6 - - 2,871,150 $2,747,595 $2,747,595 0.04 $2,740,337
OBX 2026-HE1 Trust|5.30786|02/25/2056, 5.31%, 02/25/56 OBX 2026-HE1 67124BAD7 - - 2,707,000 $2,708,753 $2,708,753 0.04 $2,708,353
FHLMC 30yr Pool#SD6905 6.000% 01-Nov-2054, 6.00%, 11/01/54 FR 3132DUU62 - - 2,600,262 $2,698,463 $2,698,463 0.04 $2,687,196
FHLMC 30yr Pool#QF9276 5.500% 01-Mar-2053, 5.50%, 03/01/53 FR 3133BXJV4 - - 2,561,515 $2,671,912 $2,671,912 0.04 $2,661,737
FNMA 30yr Pool#DA1511 5.500% 01-Oct-2053, 5.50%, 10/01/53 FN 3140A1VD6 - - 2,599,408 $2,671,342 $2,671,342 0.04 $2,661,017
FNMA 30yr Pool#DE2839 6.000% 01-Jun-2055, 6.00%, 06/01/55 FN 3140BFEM3 - - 2,570,212 $2,671,252 $2,671,252 0.04 $2,660,114
FHLMC 30yr Pool#SD2897 5.500% 01-May-2053, 5.50%, 05/01/53 FR 3132DQGE0 - - 2,587,268 $2,662,858 $2,662,858 0.04 $2,652,581
FHLMC 30yr Pool#Q57869 4.000% 01-Aug-2048, 4.00%, 08/01/48 FG 3132Y1W79 - - 2,697,849 $2,653,983 $2,653,983 0.04 $2,646,190
Bayview Opportunity Master Fund VII Trust 2024-CAR1 B 4.99728% 25-DEC-2031, 4.97%, 12/26/31 BVCLN 2024-CAR1 07336QAB8 - - 2,623,509 $2,642,069 $2,642,069 0.04 $2,629,775
EFMT 2026-CES1 A1B 5.116% 25-DEC-2060, 5.12%, 12/25/60 EFMT 2026-CES1 26846MAB0 - - 2,615,634 $2,626,010 $2,626,010 0.04 $2,616,346
FIGRE Trust 2024-HE4 B 5.252% 25-SEP-2054, 5.25%, 09/25/54 FIGRE 2024-HE4 31684UAB7 - - 2,604,442 $2,617,261 $2,617,261 0.04 $2,616,501
Vista Point Securitization Trust 2026-CES1|5.226|02/25/2056, 5.23%, 02/25/56 VSTA 2026-CES1 92790EAB6 - - 2,600,000 $2,607,619 $2,607,619 0.04 $2,607,241
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-HQA3 B2 9.94728% 25-SEP-2041, 9.92%, 09/25/41 STACR 2021-HQA3 35564KKL2 - - 2,504,211 $2,570,037 $2,570,037 0.04 $2,568,657
FHLMC 30yr Pool#SD3523 3.000% 01-Jun-2052, 3.00%, 06/01/52 FR 3132DQ4G8 - - 2,775,057 $2,534,694 $2,534,694 0.04 $2,528,682
PRPM 2026-RCF1 A3 5.305% 25-JAN-2056, 5.30%, 01/25/56 PRPM 2026-RCF1 69383VAF0 - - 2,500,000 $2,531,953 $2,531,953 0.04 $2,522,374
PRPM 2026-RCF1 A2 5.206% 25-JAN-2056, 5.21%, 01/25/56 PRPM 2026-RCF1 69383VAB9 - - 2,500,000 $2,531,908 $2,531,908 0.04 $2,522,508
BX Trust 2021-BXMF G 7.123513% 15-OCT-2038, 7.12%, 10/15/26 BX 2021-BXMF 05609RAS3 - - 2,488,884 $2,487,555 $2,487,555 0.04 $2,481,644
Ginnie Mae REMIC Trust 2017-163 LO 0.0% 16-MAY-2041, 0.00%, 05/16/41 GNR 2017-163 38380KNA9 - - 3,172,161 $2,461,451 $2,461,451 0.04 $2,461,451
Fannie Mae Pool|5|03/01/2056, 5.00%, 03/01/56 FN 3140U7EF5 - - 2,434,096 $2,456,962 $2,456,962 0.04 $2,448,172
FNMA 30yr Pool#DC1302 5.000% 01-Aug-2054, 5.00%, 08/01/54 FN 3140ANNU9 - - 2,417,617 $2,446,581 $2,446,581 0.04 $2,437,851
FNMA 30yr Pool#BY8533 6.500% 01-Aug-2053, 6.50%, 08/01/53 FN 3140NRPT7 - - 2,303,381 $2,421,961 $2,421,961 0.04 $2,411,148
FHLMC 30yr Pool#QF0488 5.500% 01-Sep-2052, 5.50%, 09/01/52 FR 3133BMRH0 - - 2,343,306 $2,419,024 $2,419,024 0.04 $2,409,715
FNMA 30yr Pool#BY5913 5.500% 01-Sep-2053, 5.50%, 09/01/53 FN 3140NNSB2 - - 2,312,763 $2,408,946 $2,408,946 0.04 $2,399,759
PRPM 2025-RCF3 LLC 5.25% 55, 5.25%, 07/25/55 PRPM 2025-RCF3 69392PAB1 - - 2,380,125 $2,394,333 $2,394,333 0.04 $2,385,308
Morgan Stanley Residential Mortgage Loan Trust 2026-NQM1 A2 5.032% 25-DEC-2070, 5.03%, 12/25/70 MSRM 2026-NQM1 61780XAF2 - - 2,377,465 $2,389,827 $2,389,827 0.04 $2,381,187
Saluda Grade Alternative Mortgage Trust 2024-FIG5 B 6.603% 25-APR-2054, 6.60%, 04/25/54 GRADE 2024-FIG5 79582MAB7 - - 2,285,964 $2,329,073 $2,329,073 0.03 $2,318,172
FHLMC 30yr Pool#QY9883 6.000% 01-Aug-2055, 6.00%, 08/01/55 FR 31426U6V1 - - 2,230,412 $2,318,094 $2,318,094 0.03 $2,308,428
Ally Bank Auto Credit-Linked Notes, Series 2024-A C 6.022% 15-MAY-2032, 6.02%, 05/17/32 ABCLN 2024-A 02007GZ63 - - 2,274,406 $2,313,935 $2,313,935 0.03 $2,309,369
Connecticut Avenue Securities Trust 2022-R08 1M2 7.29728% 25-JUL-2042, 7.27%, 07/25/42 CAS 2022-R08 20755DAB2 - - 2,220,000 $2,292,372 $2,292,372 0.03 $2,291,476
FNMA 30yr Pool#DF0313 6.000% 01-Sep-2055, 6.00%, 09/01/55 FN 3140BQK34 - - 2,205,338 $2,292,034 $2,292,034 0.03 $2,282,478
PRPM 2024-RCF2 A1 3.75% 25-MAR-2054, 3.75%, 03/25/54 PRPM 2024-RCF2 693987AA7 - - 2,273,231 $2,262,381 $2,262,381 0.03 $2,261,907
FNMA 30yr Pool#DA3538 6.000% 01-Oct-2053, 6.00%, 10/01/53 FN 3140A34Y6 - - 2,107,568 $2,187,127 $2,187,127 0.03 $2,177,994
FHLMC 30yr Pool#QG2543 5.500% 01-May-2053, 5.50%, 05/01/53 FR 3133C2ZG6 - - 2,057,518 $2,115,012 $2,115,012 0.03 $2,106,839
FNMA 30yr Pool#FS3001 4.000% 01-Oct-2051, 4.00%, 10/01/51 FN 3140XJKP7 - - 2,098,069 $2,059,036 $2,059,036 0.03 $2,052,975
FNMA 30yr Pool#FS1640 4.000% 01-Apr-2052, 4.00%, 04/01/52 FN 3140XGZE2 - - 2,087,999 $2,050,988 $2,050,988 0.03 $2,044,956
FHLMC 30yr Pool#QX7432 6.000% 01-Feb-2055, 6.00%, 02/01/55 FR 31426DHJ4 - - 1,963,142 $2,039,379 $2,039,379 0.03 $2,030,872
FNMA 30yr Pool#FA0517 5.500% 01-Feb-2055, 5.50%, 02/01/55 FN 3140W0SF3 - - 1,963,992 $2,018,601 $2,018,601 0.03 $2,010,800
FNMA 30yr Pool#BY0338 6.500% 01-May-2053, 6.50%, 05/01/53 FN 3140NGLU2 - - 1,903,677 $1,998,898 $1,998,898 0.03 $1,989,961
FNMA 30yr Pool#CA7849 4.500% 01-Oct-2050, 4.50%, 10/01/50 FN 3140QFWK1 - - 1,973,488 $1,983,224 $1,983,224 0.03 $1,976,811
Chase Mortgage Reference Notes, Series 2020-CL1 M2 6.28707% 25-OCT-2057, 6.29%, 10/25/57 CHASE 2020-CL1 46591HAH3 - - 1,887,240 $1,976,133 $1,976,133 0.03 $1,939,552
Santander Bank Auto Credit-Linked Notes, Series 2024-A B 5.622% 15-JUN-2032, 5.62%, 06/15/32 SBCLN 2024-A 80290CCJ1 - - 1,926,904 $1,956,270 $1,956,270 0.03 $1,952,659
RAM 2024-1 A 5.95% 15-FEB-2039, 6.67%, 02/15/39 RAM 2024-1 751313AA5 - - 1,945,305 $1,950,622 $1,950,622 0.03 $1,946,297
FNMA 30yr Pool#DA0036 6.500% 01-Sep-2053, 6.50%, 09/01/53 FN 3140A0BE8 - - 1,851,212 $1,946,514 $1,946,514 0.03 $1,937,824
FNMA 30yr Pool#BX8072 5.500% 01-Mar-2053, 5.50%, 03/01/53 FN 3140NC6J3 - - 1,866,642 $1,942,365 $1,942,365 0.03 $1,934,951
FNMA 30yr Pool#DF0998 6.000% 01-Oct-2055, 6.00%, 10/01/55 FN 3140BRDC0 - - 1,843,775 $1,916,257 $1,916,257 0.03 $1,908,267
FHLMC 30yr Pool#SI2017 4.000% 01-Dec-2048, 4.00%, 12/01/48 FR 3133USG21 - - 1,940,930 $1,907,229 $1,907,229 0.03 $1,901,622
FNMA 30yr Pool#DD4221 6.000% 01-Feb-2055, 6.00%, 02/01/55 FN DD4221 MTGE 3140B4VP2 - - 1,834,442 $1,905,682 $1,905,682 0.03 $1,897,733
FIGRE Trust 2024-HE1 B 6.506% 25-MAR-2054, 6.51%, 03/25/54 FIGRE 2024-HE1 31684HAB6 - - 1,846,289 $1,893,390 $1,893,390 0.03 $1,892,722
FHLMC 30yr Pool#QI4878 6.000% 01-Apr-2054, 6.00%, 04/01/54 FR 3133WBM37 - - 1,795,416 $1,864,847 $1,864,847 0.03 $1,857,067
FHF Trust 2024-1 (First Help Financial) A2 5.69% 15-FEB-2030, 5.69%, 02/15/30 FHF 2024-1A 31568AAB2 - - 1,807,109 $1,822,146 $1,822,146 0.03 $1,818,719
Chase Mortgage Reference Notes, Series 2021-CL1 M3 5.24728% 25-FEB-2050, 5.22%, 02/25/50 CHASE 2021-CL1 46591HBZ2 - - 1,858,672 $1,810,282 $1,810,282 0.03 $1,809,744
Foundation Finance Trust 2023-2 A 6.53% 15-JUN-2049, 6.53%, 06/15/49 FFIN 2023-2A 35042RAA4 - - 1,730,120 $1,804,373 $1,804,373 0.03 $1,800,607
FNMA 30yr Pool#BY0361 6.500% 01-Jun-2053, 6.50%, 06/01/53 FN 3140NGMK3 - - 1,714,759 $1,799,689 $1,799,689 0.03 $1,791,639
FHLMC 30yr Pool#SD1551 4.000% 01-Mar-2050, 4.00%, 03/01/50 FR 3132DNWL3 - - 1,815,686 $1,784,168 $1,784,168 0.03 $1,778,923
Connecticut Avenue Securities Trust 2022-R06 1B2 14.29728% 25-MAY-2042, 14.27%, 05/25/42 CAS 2022-R06 20754NAR6 - - 1,596,475 $1,779,288 $1,779,288 0.03 $1,778,023
FNMA 30yr Pool#MA3521 4.000% 01-Nov-2048, 4.00%, 11/01/48 FN 31418C4F8 - - 1,763,258 $1,732,651 $1,732,651 0.03 $1,727,557
PRPM 2025-RCF3 LLC 5.25% 55, 5.25%, 07/25/55 PRPM 2025-RCF3 69392PAC9 - - 1,700,000 $1,715,254 $1,715,254 0.03 $1,708,808
Fannie Mae Pool|4|08/01/2050, 4.00%, 08/01/50 FN 3140X8UA3 - - 1,744,761 $1,711,775 $1,711,775 0.03 $1,706,734
FHLMC 30yr Pool#SD0943 3.500% 01-Apr-2052, 3.50%, 04/01/52 FR 3132DNBL6 - - 1,750,642 $1,676,826 $1,676,826 0.02 $1,672,401
FHLMC 30yr Pool#QG2540 6.500% 01-May-2053, 6.50%, 05/01/53 FR 3133C2ZD3 - - 1,588,172 $1,658,225 $1,658,225 0.02 $1,650,770
NRZ MSR-Collateralized Notes, Series 2021-FHT1 A 3.104% 25-JUL-2026, 3.10%, 07/25/26 NZES 2021-FHT1 62955MAB2 - - 1,650,989 $1,633,949 $1,633,949 0.02 $1,633,664
Chase Mortgage Reference Notes, Series 2021-CL1 M2 5.04728% 25-FEB-2050, 5.02%, 02/25/50 CHASE 2021-CL1 46591HBY5 - - 1,674,373 $1,632,045 $1,632,045 0.02 $1,631,579
FNMA 30yr Pool#DC9709 6.000% 01-Jan-2055, 6.00%, 01/01/55 FN 3140AXYF8 - - 1,565,540 $1,624,664 $1,624,664 0.02 $1,617,880
FHLMC 30yr Pool#QG4340 6.500% 01-Jun-2053, 6.50%, 06/01/53 FR 3133C4ZD9 - - 1,541,722 $1,610,228 $1,610,228 0.02 $1,602,991
FHLMC 30yr Pool#SD4456 4.000% 01-Aug-2050, 4.00%, 08/01/50 FR 3132E05R9 - - 1,631,576 $1,601,222 $1,601,222 0.02 $1,596,508
FNMA 30yr Pool#CB2681 3.500% 01-Jan-2052, 3.50%, 01/01/52 FN 3140QM6T6 - - 1,653,770 $1,584,167 $1,584,167 0.02 $1,579,987
Santander Bank Auto Credit-Linked Notes, Series 2023-B B 5.64% 15-DEC-2033, 5.64%, 12/15/33 SBCLN 2023-B 80290CCB8 - - 1,554,128 $1,575,856 $1,575,856 0.02 $1,572,934
FHLMC 30yr Pool#QY7439 6.000% 01-Jun-2055, 6.00%, 06/01/55 FR 31426SHR3 - - 1,509,723 $1,569,073 $1,569,073 0.02 $1,562,530
FHLMC 30yr Pool#QZ4132 6.000% 01-Sep-2055, 6.00%, 09/01/55 FR 31427BSW6 - - 1,488,187 $1,546,690 $1,546,690 0.02 $1,540,241
FHLMC 30yr Pool#Q58477 4.000% 01-Sep-2048, 4.00%, 09/01/48 FG 3132Y2M37 - - 1,537,817 $1,512,814 $1,512,814 0.02 $1,508,372
FHLMC 30yr Pool#QH3309 5.500% 01-Oct-2053, 5.50%, 10/01/53 FR 3133CFVA4 - - 1,459,845 $1,500,323 $1,500,323 0.02 $1,494,524
Flagship Credit Auto Trust 2023-1 B 5.05% 15-FEB-2028, 5.05%, 01/18/28 FCAT 2023-1 337955AG3 - - 1,494,234 $1,497,701 $1,497,701 0.02 $1,495,186
FNMA 30yr Pool#MA3415 4.000% 01-Jul-2048, 4.00%, 07/01/48 FN 31418CYM0 - - 1,483,615 $1,457,862 $1,457,862 0.02 $1,453,576
FNMA 30yr Pool#CA5573 4.000% 01-Apr-2050, 4.00%, 04/01/50 FN 3140QDFP4 - - 1,475,352 $1,447,460 $1,447,460 0.02 $1,443,197
FNMA 30yr Pool#BT8051 5.500% 01-Jan-2053, 5.50%, 01/01/53 FN 3140LW5M5 - - 1,380,132 $1,439,834 $1,439,834 0.02 $1,434,352
FNMA 30yr Pool#BY1896 5.500% 01-May-2053, 5.50%, 05/01/53 FN 3140NJDA9 - - 1,355,379 $1,393,253 $1,393,253 0.02 $1,387,869
FNMA 30yr Pool#CA1931 4.500% 01-Jun-2048, 4.50%, 06/01/48 FN 3140Q9ED1 - - 1,386,283 $1,393,070 $1,393,070 0.02 $1,388,565
FIGRE TRUST 2025-HE5 FLTG 2055 B, 5.49%, 08/25/55 FIGRE 2025-HE5 31684MAB5 - - 1,327,178 $1,341,927 $1,341,927 0.02 $1,336,670
FNMA 30yr Pool#BX7860 5.500% 01-Mar-2053, 5.50%, 03/01/53 FN 3140NCWW5 - - 1,292,599 $1,337,104 $1,337,104 0.02 $1,331,969
Ally Bank Auto Credit-Linked Notes, Series 2024-A D 6.315% 15-MAY-2032, 6.31%, 05/17/32 ABCLN 2024-A 02007GZ71 - - 1,299,660 $1,323,612 $1,323,612 0.02 $1,320,876
ACHV ABS Trust 2024-1PL B 6.34% 25-APR-2031, 6.34%, 04/25/31 ACHV 2024-1PL 00092BAB0 - - 1,309,321 $1,319,695 $1,319,695 0.02 $1,319,234
Bayview Opportunity Master Fund VII Trust 2024-CAR1 C 5.19728% 25-DEC-2031, 5.17%, 12/26/31 BVCLN 2024-CAR1 07336QAC6 - - 1,276,774 $1,287,135 $1,287,135 0.02 $1,280,912
FNMA 30yr Pool#BY0327 6.500% 01-May-2053, 6.50%, 05/01/53 FN 3140NGLH1 - - 1,231,699 $1,284,973 $1,284,973 0.02 $1,279,191
FNMA 30yr Pool#FM7725 4.500% 01-Dec-2050, 4.50%, 12/01/50 FN 3140XBSP6 - - 1,253,409 $1,257,576 $1,257,576 0.02 $1,253,503
FHLMC 30yr Pool#QF2561 5.500% 01-Nov-2052, 5.50%, 11/01/52 FR 3133BPZ27 - - 1,174,273 $1,222,966 $1,222,966 0.02 $1,218,302
FNMA 30yr Pool#DB3056 5.500% 01-May-2054, 5.50%, 05/01/54 FN 3140ACME0 - - 1,175,673 $1,216,529 $1,216,529 0.02 $1,211,859
FNMA 40yr Pool#BF0167 3.000% 01-Feb-2057, 3.00%, 02/01/57 FN 3140FXFH0 - - 1,359,152 $1,210,436 $1,210,436 0.02 $1,207,491
FNMA 30yr Pool#MA3149 4.000% 01-Oct-2047, 4.00%, 10/01/47 FN 31418CQB3 - - 1,230,911 $1,209,212 $1,209,212 0.02 $1,205,656
Tricolor Auto Securitization Trust 2024-1 A 6.61% 15-OCT-2027, 6.61%, 10/15/27 TAST 2024-1A 89616LAA0 - - 1,205,445 $1,201,425 $1,201,425 0.02 $1,198,769
FHLMC 30yr Pool#SD8003 4.000% 01-Jul-2049, 4.00%, 07/01/49 FR 3132DV3L7 - - 1,205,116 $1,182,695 $1,182,695 0.02 $1,179,214
FNMA 30yr Pool#FM9138 4.000% 01-Mar-2050, 4.00%, 03/01/50 FN 3140XDEL6 - - 1,196,057 $1,175,295 $1,175,295 0.02 $1,171,840
EFMT 2026-CES1 M1 5.616% 25-DEC-2060, 5.62%, 12/25/60 EFMT 2026-CES1 26846MAF1 - - 1,166,000 $1,171,868 $1,171,868 0.02 $1,167,138
FNMA 30yr Pool#BJ9181 5.000% 01-May-2048, 5.00%, 05/01/48 FN 3140HBFX1 - - 1,137,050 $1,166,409 $1,166,409 0.02 $1,162,303
U.S. Auto Funding 2021-1 C 2.2% 15-MAY-2026, 2.20%, 05/15/26 USAUT 2021-1A 90355EAC5 - - 1,362,789 $1,166,293 $1,166,293 0.02 $1,165,293
FNMA 30yr Pool#BX0804 5.500% 01-Nov-2052, 5.50%, 11/01/52 FN 3140N43N5 - - 1,123,295 $1,158,405 $1,158,405 0.02 $1,153,943
FHLMC 30yr Pool#QG6538 5.500% 01-Jul-2053, 5.50%, 07/01/53 FR 3133C7HP5 - - 1,096,755 $1,143,326 $1,143,326 0.02 $1,138,969
FHLMC 30yr Pool#ZT2087 4.000% 01-Jun-2049, 4.00%, 06/01/49 FR 3132AEJ80 - - 1,152,380 $1,130,940 $1,130,940 0.02 $1,127,611
FNMA 30yr Pool#AS6811 3.000% 01-Mar-2046, 3.00%, 03/01/46 FN 3138WGR97 - - 1,216,522 $1,130,324 $1,130,324 0.02 $1,127,688
FNMA 30yr Pool#AS7492 4.000% 01-Jul-2046, 4.00%, 07/01/46 FN 3138WHKE1 - - 1,087,248 $1,071,421 $1,071,421 0.02 $1,068,280
FHF Issuer Trust 2023-2 (First Help Financial) A2 6.79% 15-OCT-2029, 6.79%, 10/15/29 FHF 2023-2A 30333LAB4 - - 1,050,168 $1,063,187 $1,063,187 0.02 $1,060,810
FHLMC 30yr Pool#RA1087 4.500% 01-Jul-2049, 4.50%, 07/01/49 FR 3133KGF45 - - 1,050,999 $1,056,804 $1,056,804 0.02 $1,053,388
FHLMC 30yr Pool#RA1188 4.500% 01-Aug-2049, 4.50%, 08/01/49 FR 3133KGJ90 - - 1,023,258 $1,028,909 $1,028,909 0.02 $1,025,584
FNMA 30yr Pool#CB8995 5.500% 01-Aug-2054, 5.50%, 08/01/54 FN 3140QU7H3 - - 999,333 $1,026,896 $1,026,896 0.02 $1,022,927
Reach ABS Trust 2024-2 A 5.88% 15-JUL-2031, 5.88%, 07/15/31 REACH 2024-2A 75525HAA8 - - 1,004,999 $1,011,286 $1,011,286 0.01 $1,009,316
FHLMC 30yr Pool#QG3885 6.500% 01-Jun-2053, 6.50%, 06/01/53 FR 3133C4J62 - - 966,443 $1,009,387 $1,009,387 0.01 $1,004,850
FNMA 30yr Pool#BV4203 3.500% 01-Apr-2052, 3.50%, 04/01/52 FN 3140MHU56 - - 1,014,280 $970,708 $970,708 0.01 $968,144
FNMA 30yr Pool#BV8484 3.500% 01-Apr-2052, 3.50%, 04/01/52 FN 3140MNNA0 - - 1,002,328 $959,194 $959,194 0.01 $956,661
FNMA 30yr Pool#FM1598 4.000% 01-Feb-2049, 4.00%, 02/01/49 FN 3140X4X43 - - 966,492 $949,715 $949,715 0.01 $946,923
FNMA 30yr Pool#DA3522 5.500% 01-Oct-2053, 5.50%, 10/01/53 FN 3140A34G5 - - 917,895 $943,296 $943,296 0.01 $939,650
FHLMC 30yr Pool#QG6948 5.500% 01-Jul-2053, 5.50%, 07/01/53 FR 3133C7WH6 - - 890,109 $927,764 $927,764 0.01 $924,228
FNMA 30yr Pool#CA6382 4.500% 01-Jul-2050, 4.50%, 07/01/50 FN 3140QECU4 - - 919,425 $922,495 $922,495 0.01 $919,507
FHLMC 30yr Pool#ZM8197 4.000% 01-Sep-2048, 4.00%, 09/01/48 FR 3131Y3DA1 - - 914,965 $899,079 $899,079 0.01 $896,435
Blue Bridge Funding 2023-1 A 7.37% 15-NOV-2030, 7.37%, 11/15/30 BBEF 2023-1A 09531MAA8 - - 889,578 $897,452 $897,452 0.01 $895,267
GNMA II 30yr Pool#MA5021 4.500% 20-Feb-2048, 4.50%, 02/20/48 G2 36179TSJ5 - - 890,166 $897,232 $897,232 0.01 $894,339
FREMF 2019-KF70 Mortgage Trust C 9.90107% 25-SEP-2029, 9.79%, 09/25/29 FREMF 2019-KF70 30298UAJ0 - - 890,414 $889,712 $889,712 0.01 $882,923
BX Commercial Mortgage Trust 2021-21M A 4.504% 15-OCT-2036, 4.50%, 10/15/36 BX 2021-21M 05609CAA5 - - 862,801 $863,547 $863,547 0.01 $862,251
FHLMC 30yr Pool#QH7013 6.500% 01-Dec-2053, 6.50%, 12/01/53 FR 3133CKYJ1 - - 795,239 $836,178 $836,178 0.01 $832,445
FHLMC 30yr Pool#QG7338 6.000% 01-Jul-2053, 6.00%, 07/01/53 FR 3133C8EK7 - - 802,037 $833,134 $833,134 0.01 $829,659
FNMA 30yr Pool#AB9341 3.000% 01-May-2043, 3.00%, 05/01/43 FN 31417GLX2 - - 867,361 $814,100 $814,100 0.01 $812,221
FNMA 30yr Pool#BN4541 4.000% 01-Feb-2049, 4.00%, 02/01/49 FN 3140JMBK7 - - 817,442 $804,367 $804,367 0.01 $802,006
Arivo Acceptance Auto Loan Receivables Trust 2024-1 A 6.46% 15-APR-2028, 6.46%, 04/17/28 ARIVO 2024-1A 039943AA3 - - 794,608 $799,954 $799,954 0.01 $798,243
FNMA 30yr Pool#BY0782 5.500% 01-Apr-2053, 5.50%, 04/01/53 FN 3140NG2Q2 - - 740,026 $770,620 $770,620 0.01 $767,681
FHLMC 30yr Pool#ZT1926 3.000% 01-Nov-2043, 3.00%, 11/01/43 FR 3132AED78 - - 783,344 $734,959 $734,959 0.01 $733,262
FHLMC 30yr Pool#RA1999 4.500% 01-Jan-2050, 4.50%, 01/01/50 FR 3133KHGG5 - - 722,467 $726,458 $726,458 0.01 $724,110
FNMA 30yr Pool#BY0866 5.500% 01-May-2053, 5.50%, 05/01/53 FN 3140NG6C9 - - 695,334 $717,291 $717,291 0.01 $714,529
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-DNA5 M2 5.34728% 25-JAN-2034, 5.32%, 01/25/34 STACR 2021-DNA5 35564KHE2 - - 710,505 $713,627 $713,627 0.01 $713,417
GNMA II 30yr Pool#MA5264 4.000% 20-Jun-2048, 4.00%, 06/20/48 G2 36179TZ57 - - 704,631 $690,708 $690,708 0.01 $688,672
ACHM Trust 2024-HE1 B 7.26% 25-MAY-2039, 7.26%, 05/25/39 ACHM 2024-HE1 00449TAB1 - - 631,125 $656,650 $656,650 0.01 $656,395
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 $632,108 $632,108 0.01 $631,867
FNMA 30yr Pool#BW0343 4.500% 01-May-2052, 4.50%, 05/01/52 FN 3140MRLZ8 - - 630,643 $628,190 $628,190 0.01 $626,141
FHLMC 30yr Pool#QE1073 3.500% 01-Apr-2052, 3.50%, 04/01/52 FR 3133BAFN6 - - 644,873 $617,122 $617,122 0.01 $615,492
Connecticut Avenue Securities Trust 2022-R07 1B2 15.69728% 25-JUN-2042, 15.70%, 06/25/42 CAS 2022-R07 20754MAL1 - - 536,201 $606,646 $606,646 0.01 $606,178
ACHV ABS Trust 2024-1PL C 6.42% 25-APR-2031, 6.42%, 04/25/31 ACHV 2024-1PL 00092BAC8 - - 595,855 $600,680 $600,680 0.01 $600,467
FHLMC 30yr Pool#SD8047 4.500% 01-Feb-2050, 4.50%, 02/01/50 FR 3132DV5G6 - - 586,663 $589,557 $589,557 0.01 $587,650
FNMA 30yr Pool#BK9507 4.000% 01-Oct-2048, 4.00%, 10/01/48 FN 3140HPR58 - - 590,511 $582,386 $582,386 0.01 $580,680
FNMA 30yr Pool#AL6842 4.000% 01-May-2045, 4.00%, 05/01/45 FN 3138EPS88 - - 582,900 $576,954 $576,954 0.01 $575,270
Sequoia Mortgage Trust 2013-5 A1 2.5% 25-MAY-2043, 2.50%, 05/25/43 SEMT 2013-5 81745AAA5 - - 616,701 $561,780 $561,780 0.01 $560,666
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 $507,953 $507,953 0.01 $507,801
FNMA 30yr Pool#AZ0869 4.000% 01-Jul-2045, 4.00%, 07/01/45 FN 3138YR6F0 - - 513,601 $506,735 $506,735 0.01 $505,252
FHLMC 15yr Pool#SB0116 2.500% 01-Nov-2034, 2.50%, 11/01/34 FR 3132CWDV3 - - 498,016 $479,438 $479,438 0.01 $478,539
FHLMC 30yr Pool#QD9191 3.500% 01-Apr-2052, 3.50%, 04/01/52 FR 3133B7F86 - - 496,555 $475,223 $475,223 0.01 $473,968
Gracie Point International Funding, Series 2023-2 A 6.44671% 01-MAR-2027, 6.45%, 03/01/27 GPIF 2023-2A 38410JAA0 - - 418,538 $425,807 $425,807 0.01 $419,211
FHLMC 30yr Pool#SD1414 4.000% 01-Oct-2050, 4.00%, 10/01/50 FR 3132DNSB0 - - 433,319 $425,257 $425,257 0.01 $424,006
FNMA 30yr Pool#CB4329 3.500% 01-Jul-2052, 3.50%, 07/01/52 FN 3140QPY35 - - 423,414 $405,372 $405,372 0.01 $404,302
FNMA 30yr Pool#BV6879 4.500% 01-Apr-2052, 4.50%, 04/01/52 FN 3140MLUD0 - - 404,252 $402,717 $402,717 0.01 $401,403
FNMA 30yr Pool#CA4646 3.000% 01-Feb-2048, 3.00%, 02/01/48 FN 3140QCEU6 - - 417,196 $389,757 $389,757 0.01 $388,853
FHLMC 30yr Pool#QG3397 6.000% 01-May-2053, 6.00%, 05/01/53 FR 3133C3X27 - - 356,768 $370,600 $370,600 0.01 $369,054
FHLMC 30yr Pool#QA8274 3.500% 01-Mar-2050, 3.50%, 03/01/50 FR 3133A3FP8 - - 385,938 $366,104 $366,104 0.01 $365,129
FNMA 30yr Pool#FM3447 4.000% 01-Nov-2049, 4.00%, 11/01/49 FN 3140X6ZM6 - - 351,982 $346,629 $346,629 0.01 $345,612
Connecticut Avenue Securities Trust 2023-R05 1B1 8.44728% 25-JUN-2043, 8.42%, 06/25/43 CAS 2023-R05 207942AC7 - - 312,000 $335,820 $335,820 0.00 $335,674
FHLMC 30yr Pool#SD1966 4.000% 01-Nov-2052, 4.00%, 11/01/52 FR 3132DPFF0 - - 325,132 $317,570 $317,570 0.00 $316,631
FNMA 30yr Pool#BV7632 4.500% 01-Apr-2052, 4.50%, 04/01/52 FN 3140MMPS1 - - 310,608 $309,429 $309,429 0.00 $308,420
FHLMC 30yr Pool#ZN6461 4.000% 01-May-2049, 4.00%, 05/01/49 FR 3131YDFA7 - - 301,479 $296,127 $296,127 0.00 $295,256
FNMA 30yr Pool#AR9225 3.000% 01-Mar-2043, 3.00%, 03/01/43 FN 3138W7HB3 - - 315,927 $295,355 $295,355 0.00 $294,671
FHLMC 30yr Pool#ZT0391 4.000% 01-Nov-2047, 4.00%, 11/01/47 FR 3132ACNG1 - - 297,356 $294,194 $294,194 0.00 $293,335
FNMA 30yr Pool#FS2548 4.000% 01-Mar-2051, 4.00%, 03/01/51 FN 3140XHZN0 - - 294,468 $288,989 $288,989 0.00 $288,139
FNMA 30yr Pool#FS2238 4.000% 01-Mar-2051, 4.00%, 03/01/51 FN 3140XHPY7 - - 285,811 $280,850 $280,850 0.00 $280,024
FNMA 30yr Pool#AS8649 3.000% 01-Jan-2047, 3.00%, 01/01/47 FN 3138WJTF5 - - 302,201 $279,781 $279,781 0.00 $279,126
FHLMC 30yr Pool#QA5150 4.500% 01-Dec-2049, 4.50%, 12/01/49 FR 31346YWK5 - - 264,936 $266,244 $266,244 0.00 $265,383
FNMA 30yr Pool#BN3899 4.000% 01-Dec-2048, 4.00%, 12/01/48 FN 3140JLKM5 - - 265,157 $260,555 $260,555 0.00 $259,789
FHLMC 30yr Pool#QA1615 3.500% 01-Aug-2049, 3.50%, 08/01/49 FR 31334XYL7 - - 268,567 $255,234 $255,234 0.00 $254,555
FHLMC 30yr Pool#ZN4240 4.500% 01-Dec-2048, 4.50%, 12/01/48 FR 3131YAV98 - - 247,277 $249,929 $249,929 0.00 $249,125
Fannie Mae REMIC Trust 2012-126 SY 0.18824% 25-NOV-2042, 0.22%, 11/25/42 FNR 2012-126 3136A9ZR2 - - 473,554 $243,225 $243,225 0.00 $243,219
Fannie Mae REMIC Trust 2017-9 VL 3.0% 25-JUL-2028, 3.00%, 07/25/28 FNR 2017-9 3136AVYH6 - - 231,558 $230,230 $230,230 0.00 $229,729
FNMA 30yr Pool#BW0081 4.500% 01-Apr-2052, 4.50%, 04/01/52 FN 3140MRCT2 - - 228,615 $227,726 $227,726 0.00 $226,983
FNMA 30yr Pool#MA3908 4.500% 01-Jan-2050, 4.50%, 01/01/50 FN 31418DKW1 - - 225,542 $226,654 $226,654 0.00 $225,921
FNMA 30yr Pool#MA3687 4.000% 01-Jun-2049, 4.00%, 06/01/49 FN 31418DCZ3 - - 228,447 $224,197 $224,197 0.00 $223,537
FNMA 30yr Pool#MA1327 3.000% 01-Jan-2043, 3.00%, 01/01/43 FN 31418APM4 - - 233,735 $219,298 $219,298 0.00 $218,791
FNMA 30yr Pool#BE3616 4.000% 01-May-2047, 4.00%, 05/01/47 FN 3140FPAS8 - - 220,089 $217,923 $217,923 0.00 $217,287
FHLMC 15yr Pool#SB0040 2.500% 01-Dec-2033, 2.50%, 12/01/33 FR 3132CWBH6 - - 216,365 $210,781 $210,781 0.00 $210,390
FNMA 30yr Pool#BO9819 4.500% 01-Dec-2049, 4.50%, 12/01/49 FN 3140K54D6 - - 208,242 $209,270 $209,270 0.00 $208,593
GNMA II 30yr Pool#MA5192 4.000% 20-May-2048, 4.00%, 05/20/48 G2 36179TXV2 - - 211,039 $206,869 $206,869 0.00 $206,260
FHLMC 30yr Pool#RA1088 4.500% 01-Jul-2049, 4.50%, 07/01/49 FR 3133KGF52 - - 202,438 $203,435 $203,435 0.00 $202,778
FNMA 30yr Pool#AB6280 3.000% 01-Sep-2042, 3.00%, 09/01/42 FN 31417C6S9 - - 189,672 $177,956 $177,956 0.00 $177,545
FNMA 30yr Pool#BO2983 3.000% 01-Sep-2049, 3.00%, 09/01/49 FN 3140JXJ58 - - 189,060 $175,147 $175,147 0.00 $174,737
FHLMC 30yr Pool#SD8040 4.500% 01-Jan-2050, 4.50%, 01/01/50 FR 3132DV4Z5 - - 171,414 $172,259 $172,259 0.00 $171,702
FNMA 30yr Pool#CA4185 4.500% 01-Sep-2049, 4.50%, 09/01/49 FN 3140QBUK2 - - 171,003 $171,462 $171,462 0.00 $170,906
FNMA 30yr Pool#CA4035 4.500% 01-Aug-2049, 4.50%, 08/01/49 FN 3140QBPV4 - - 162,411 $163,212 $163,212 0.00 $162,684
FNMA 30yr Pool#BV7132 4.500% 01-Apr-2052, 4.50%, 04/01/52 FN 3140ML4S6 - - 160,920 $160,294 $160,294 0.00 $159,771
FHLMC 30yr Pool#ZA7158 4.500% 01-Jun-2049, 4.50%, 06/01/49 FR 31329Q5T4 - - 155,731 $156,591 $156,591 0.00 $156,085
FHLMC 30yr Pool#ZT1320 4.000% 01-Nov-2048, 4.00%, 11/01/48 FR 3132ADPD4 - - 157,322 $154,591 $154,591 0.00 $154,136
FNMA 30yr Pool#AB7563 3.000% 01-Jan-2043, 3.00%, 01/01/43 FN 31417EMM0 - - 161,454 $151,833 $151,833 0.00 $151,483
FNMA 30yr Pool#FS2546 4.000% 01-Mar-2051, 4.00%, 03/01/51 FN 3140XHZL4 - - 151,666 $149,033 $149,033 0.00 $148,595
FNMA 30yr Pool#BW0072 4.500% 01-Apr-2052, 4.50%, 04/01/52 FN 3140MRCJ4 - - 135,710 $135,182 $135,182 0.00 $134,741
FNMA 30yr Pool#MA1229 3.000% 01-Oct-2042, 3.00%, 10/01/42 FN 31418ALK2 - - 141,443 $133,024 $133,024 0.00 $132,718
GNMA II 30yr Pool#MA5753 4.000% 20-Feb-2049, 4.00%, 02/20/49 G2 36179UMA7 - - 136,287 $129,927 $129,927 0.00 $129,533
FNMA 30yr Pool#BV7131 4.500% 01-Apr-2052, 4.50%, 04/01/52 FN 3140ML4R8 - - 128,465 $127,966 $127,966 0.00 $127,549
GNMA II 30yr Pool#BF6874 4.500% 20-Jul-2048, 4.50%, 07/20/48 G2 3617GDT77 - - 125,745 $125,670 $125,670 0.00 $125,261
GNMA II 30yr Pool#MA5866 4.000% 20-Apr-2049, 4.00%, 04/20/49 G2 36179UQT2 - - 131,336 $125,570 $125,570 0.00 $125,190
FNMA 20yr Pool#AB9283 3.000% 01-Apr-2038, 3.00%, 04/01/38 FN 31417GJ56 - - 128,319 $120,289 $120,289 0.00 $120,011
GNMA II 30yr Pool#BK5879 4.500% 20-Nov-2048, 4.50%, 11/20/48 G2 3617J6Q80 - - 110,772 $111,103 $111,103 0.00 $110,743
FHLMC 30yr Pool#QE0318 4.500% 01-Mar-2052, 4.50%, 03/01/52 FR 3133B9K78 - - 107,708 $107,299 $107,299 0.00 $106,949
FNMA 30yr Pool#BM3282 3.500% 01-Dec-2047, 3.50%, 12/01/47 FN 3140J7UG8 - - 111,201 $107,262 $107,262 0.00 $106,981
FNMA 30yr Pool#CA3683 4.500% 01-Jun-2049, 4.50%, 06/01/49 FN 3140QBCV8 - - 105,508 $106,028 $106,028 0.00 $105,685
FHLMC 30yr Pool#ZT1633 4.000% 01-Mar-2047, 4.00%, 03/01/47 FR 3132ADY69 - - 105,218 $103,978 $103,978 0.00 $103,674
FNMA 30yr Pool#CA0108 3.500% 01-Aug-2047, 3.50%, 08/01/47 FN 3140Q7DN4 - - 103,161 $99,507 $99,507 0.00 $99,246
FHLMC 30yr Pool#ZM7577 4.500% 01-Aug-2048, 4.50%, 08/01/48 FR 3131Y2M21 - - 89,358 $89,796 $89,796 0.00 $89,505
Fannie Mae REMIC Trust 2013-130 FN 4.16176% 25-OCT-2042, 4.13%, 10/25/42 FNR 2013-130 3136AHG53 - - 85,546 $85,081 $85,081 0.00 $85,061
FHLMC 30yr Pool#ZM7926 5.000% 01-Sep-2048, 5.00%, 09/01/48 FR 3131Y2YX0 - - 77,204 $78,920 $78,920 0.00 $78,641
FHLMC 30yr Pool#QA2159 3.000% 01-Aug-2049, 3.00%, 08/01/49 FR 31334YMG9 - - 81,925 $74,196 $74,196 0.00 $74,019
FNMA 30yr Pool#MA1447 3.000% 01-May-2043, 3.00%, 05/01/43 FN 31418ATD0 - - 75,799 $70,863 $70,863 0.00 $70,699
FNMA 30yr Pool#AS8547 3.000% 01-Nov-2046, 3.00%, 11/01/46 FN 3138WJP93 - - 70,893 $65,489 $65,489 0.00 $65,335
Sequoia Mortgage Trust 2019-CH3 A19 4.0% 25-OCT-2049, 4.00%, 09/25/49 SEMT 2019-CH3 81748GBN0 - - 69,228 $65,283 $65,283 0.00 $65,083
FNMA 30yr Pool#BD2453 3.000% 01-Jan-2047, 3.00%, 01/01/47 FN 3140F9WP6 - - 65,276 $60,845 $60,845 0.00 $60,704
Fannie Mae REMIC Trust 2010-109 BS 13.24697% 25-OCT-2040, 13.25%, 10/25/40 FNR 2010-109 31398NTM6 - - 41,248 $59,781 $59,781 0.00 $59,425
Fannie Mae REMIC Trust 2006-20 GF 4.16176% 25-APR-2036, 4.13%, 04/25/36 FNR 2006-20 31395BU43 - - 52,007 $51,909 $51,909 0.00 $51,897
FHLMC 15yr Pool#ZK8962 3.000% 01-Sep-2032, 3.00%, 09/01/32 FR 3131XC5X1 - - 50,756 $49,810 $49,810 0.00 $49,700
FHLMC 15yr Pool#ZS7403 3.000% 01-May-2031, 3.00%, 05/01/31 FR 3132A8GL7 - - 45,583 $45,009 $45,009 0.00 $44,910
FNMA 30yr Pool#BO1857 4.500% 01-Aug-2049, 4.50%, 08/01/49 FN 3140JWB33 - - 42,622 $42,833 $42,833 0.00 $42,694
FNMA 15yr Pool#BO5957 3.000% 01-Dec-2034, 3.00%, 12/01/34 FN 3140K1TP1 - - 42,668 $41,576 $41,576 0.00 $41,484
Freddie Mac Multiclass Certificates, Series 3380 FM 4.41183% 15-OCT-2037, 4.36%, 10/15/37 FHR 3380 31397KTJ0 - - 40,332 $40,502 $40,502 0.00 $40,444
Freddie Mac Multiclass Certificates, Series 3721 FB 4.32183% 15-SEP-2040, 4.27%, 09/15/40 FHR 3721 3137GAD20 - - 40,071 $40,224 $40,224 0.00 $40,167
Brex Commercial Charge Card Master Trust Series 2024-1 A1 6.05% 15-JUL-2027, 6.05%, 07/15/27 BREX 2024-1 05601DAE3 - - - $39,073 $39,073 0.00 $0
Ginnie Mae REMIC Trust 2008-013 FB 4.28984% 20-FEB-2038, 4.28%, 02/20/38 GNR 2008-13 38375PNL1 - - 38,146 $38,233 $38,233 0.00 $38,201
FNMA 30yr Pool#BC0870 3.500% 01-Jan-2046, 3.50%, 01/01/46 FN 3140EU6G9 - - 36,295 $34,783 $34,783 0.00 $34,691
FNMA 15yr Pool#BO7717 3.000% 01-Nov-2034, 3.00%, 11/01/34 FN 3140K3SF0 - - 32,135 $31,377 $31,377 0.00 $31,307
FHLMC 15yr Pool#ZK9163 3.000% 01-Jan-2033, 3.00%, 01/01/33 FR 3131XDFC4 - - 29,988 $29,410 $29,410 0.00 $29,345
Ginnie Mae REMIC Trust 2007-040 FG 4.10172% 20-JUL-2037, 4.10%, 07/20/37 GNR 2007-40 38375KZS4 - - 29,080 $28,949 $28,949 0.00 $28,925
Ginnie Mae REMIC Trust 2004-069 CF 4.18984% 20-JUL-2034, 4.18%, 07/20/34 GNR 2004-69 38374JAT3 - - 24,692 $24,727 $24,727 0.00 $24,707
Ginnie Mae REMIC Trust 2007-059 FA 4.28172% 20-OCT-2037, 4.28%, 10/20/37 GNR 2007-59 38375LPU8 - - 23,142 $23,177 $23,177 0.00 $23,158
Fannie Mae REMIC Trust 2013-2 QF 4.31176% 25-FEB-2043, 4.28%, 02/25/43 FNR 2013-2 3136AB4P5 - - 23,101 $23,133 $23,133 0.00 $23,127
FHLMC 30yr Pool#ZN2165 4.500% 01-Dec-2048, 4.50%, 12/01/48 FR 3131Y8MN2 - - 22,517 $22,876 $22,876 0.00 $22,803
Ginnie Mae REMIC Trust 2010-133 FD 4.20413% 16-OCT-2040, 4.20%, 10/16/40 GNR 2010-133 38377MHV1 - - 20,351 $20,383 $20,383 0.00 $20,357
Ginnie Mae REMIC Trust 2008-016 FC 4.28984% 20-FEB-2038, 4.28%, 02/20/38 GNR 2008-16 383742FU2 - - 18,502 $18,547 $18,547 0.00 $18,531
Ginnie Mae REMIC Trust 2007-037 FW 4.09172% 20-JUN-2037, 4.09%, 06/20/37 GNR 2007-37 38375KNR9 - - 18,372 $18,293 $18,293 0.00 $18,278
Ginnie Mae REMIC Trust 2004-059 FP 4.07413% 16-AUG-2034, 4.07%, 08/16/34 GNR 2004-59 38374HYS3 - - 17,407 $17,390 $17,390 0.00 $17,369
Ginnie Mae REMIC Trust 2005-065 FA 3.93984% 20-AUG-2035, 3.93%, 08/20/35 GNR 2005-65 38374LL25 - - 17,507 $17,360 $17,360 0.00 $17,347
Freddie Mac Multiclass Certificates, Series 2426 FL 4.47183% 15-MAR-2032, 4.42%, 03/15/32 FHR 2426 31339W7G5 - - 15,730 $15,807 $15,807 0.00 $15,784
Fannie Mae REMIC Trust 2002-53 FK 4.21176% 25-APR-2032, 4.18%, 04/25/32 FNR 2002-53 31392EHN3 - - 15,431 $15,412 $15,412 0.00 $15,408
FHLMC 30yr Pool#ZT0252 3.000% 01-Dec-2047, 3.00%, 12/01/47 FR 3132ACH52 - - 16,530 $15,408 $15,408 0.00 $15,372
Ginnie Mae REMIC Trust 2005-048 AF 3.98172% 20-JUN-2035, 3.98%, 06/20/35 GNR 2005-48 38374LHM6 - - 14,871 $14,798 $14,798 0.00 $14,786
Connecticut Avenue Securities, Series 2021-R03 1M1 4.54728% 25-DEC-2041, 4.52%, 12/25/41 CAS 2021-R03 20754AAA1 - - 13,600 $13,606 $13,606 0.00 $13,603
Fannie Mae REMIC Trust 2005-83 KT 4.11176% 25-OCT-2035, 4.08%, 10/25/35 FNR 2005-83 31394FUL7 - - 13,248 $13,183 $13,183 0.00 $13,180
Fannie Mae REMIC Trust 2007-89 GF 4.33176% 25-SEP-2037, 4.30%, 09/25/37 FNR 2007-89 31396XPM0 - - 12,602 $12,642 $12,642 0.00 $12,639
FHLMC 30yr Pool#ZM2269 3.000% 01-Dec-2046, 3.00%, 12/01/46 FR 3131XVQW8 - - 12,259 $11,419 $11,419 0.00 $11,392
Freddie Mac Multiclass Certificates, Series 2551 FD 4.22183% 15-JAN-2033, 4.17%, 01/15/33 FHR 2551 31393JAZ1 - - 11,249 $11,249 $11,249 0.00 $11,233
Ginnie Mae REMIC Trust 2012-075 FP 4.08172% 20-JUL-2041, 4.08%, 07/20/41 GNR 2012-75 38378EZ55 - - 10,561 $10,594 $10,594 0.00 $10,586
Ginnie Mae REMIC Trust 2007-061 FA 4.28984% 20-OCT-2037, 4.28%, 10/20/37 GNR 2007-61 38375LLN8 - - 9,399 $9,414 $9,414 0.00 $9,406
GNMA II 30yr Pool#BK6072 5.000% 20-Jan-2049, 5.00%, 01/20/49 G2 3617J6W91 - - 8,929 $9,117 $9,117 0.00 $9,084
Freddie Mac Multiclass Certificates, Series 2410, excluding Group 6 FX 4.17183% 15-FEB-2032, 4.12%, 02/15/32 FHR 2410 31339NJN7 - - 8,717 $8,709 $8,709 0.00 $8,697
Fannie Mae REMIC Trust 2010-123 FL 4.24176% 25-NOV-2040, 4.21%, 11/25/40 FNR 2010-123 31398N2W3 - - 8,652 $8,649 $8,649 0.00 $8,647
FNMA 15yr Pool#AS8207 2.500% 01-Oct-2031, 2.50%, 10/01/31 FN 3138WJDM7 - - 8,619 $8,402 $8,402 0.00 $8,387
Freddie Mac Multiclass Certificates, Series 3028 FM 4.07183% 15-SEP-2035, 4.02%, 09/15/35 FHR 3028 31396AFB5 - - 7,638 $7,631 $7,631 0.00 $7,621
FNMA 15yr Pool#BM1036 2.500% 01-Feb-2032, 2.50%, 02/01/32 FN 3140J5EJ4 - - 7,636 $7,443 $7,443 0.00 $7,429
FNMA 15yr Pool#AS7643 2.500% 01-Aug-2031, 2.50%, 08/01/31 FN 3138WHP55 - - 7,632 $7,441 $7,441 0.00 $7,427
Fannie Mae REMIC Trust 2003-87 FG 4.31176% 25-SEP-2033, 4.28%, 09/25/33 FNR 2003-87 31393E4W6 - - 7,358 $7,371 $7,371 0.00 $7,369
Fannie Mae REMIC Trust 2012-100 FG 4.21176% 25-SEP-2042, 4.18%, 09/25/42 FNR 2012-100 3136A8QW3 - - 7,369 $7,348 $7,348 0.00 $7,346
Ginnie Mae REMIC Trust 2007-018 FD 4.08984% 20-APR-2037, 4.08%, 04/20/37 GNR 2007-18 38375JC86 - - 6,794 $6,760 $6,760 0.00 $6,754
Ginnie Mae REMIC Trust 2010-006 FG 4.37413% 16-JAN-2040, 4.37%, 01/16/40 GNR 2010-6 38376TSC7 - - 6,523 $6,565 $6,565 0.00 $6,556
Fannie Mae REMIC Trust 2002-16 VF 4.36176% 25-APR-2032, 4.33%, 04/25/32 FNR 2002-16 31392CWW0 - - 6,459 $6,472 $6,472 0.00 $6,470
FHLMC 15yr Pool#ZK8405 2.500% 01-Dec-2031, 2.50%, 01/22/31 FR 3131XCKS5 - - 6,546 $6,373 $6,373 0.00 $6,361
Fannie Mae REMIC Trust 2010-95 FB 4.21176% 25-SEP-2040, 4.18%, 09/25/40 FNR 2010-95 31398NEX8 - - 5,522 $5,520 $5,520 0.00 $5,518
Freddie Mac Multiclass Certificates, Series 3738 FD 4.12183% 15-AUG-2040, 4.07%, 08/15/40 FHR 3738 3137GAYQ4 - - 5,294 $5,300 $5,300 0.00 $5,292
FNMA 30yr Pool#MA3694 4.500% 01-Jul-2049, 4.50%, 07/01/49 FN 31418DC83 - - 4,349 $4,371 $4,371 0.00 $4,357
FHLMC 30yr Pool#ZN0650 3.000% 01-Mar-2043, 3.00%, 03/01/43 FR 3131Y6WK1 - - 1,621 $1,516 $1,516 0.00 $1,512
Ginnie Mae REMIC Trust 1999-27 FE 4.17413% 16-AUG-2029, 4.17%, 08/16/29 GNR 1999-27 3837H2WA3 - - 1,212 $1,214 $1,214 0.00 $1,212
Freddie Mac Multiclass Certificates, Series 2469 FE 4.32183% 15-JUL-2032, 4.27%, 07/15/32 FHR 2469 31392RC58 - - 1,201 $1,202 $1,202 0.00 $1,200
Ginnie Mae REMIC Trust 2010-125 VF 4.13172% 20-JUN-2040, 4.13%, 06/20/40 GNR 2010-125 38377JYJ6 - - 331.00 $331 $331 0.00 $330
US 5YR NOTE (CBT) Jun26 JUN 26 FVM6 FUTURES_USD - 3,969 $435,876,822 $0 0.00 $0
US ULTRA BOND CBT Jun26 JUN 26 WNM6 FUTURES_USD - -668.00 $-80,744,500 $0 0.00 $0
US 10yr Ultra Fut Jun26 JUN 26 UXYM6 FUTURES_USD - -1,865 $-216,718,828 $0 0.00 $0
US 10YR NOTE (CBT)Jun26 JUN 26 TYM6 FUTURES_USD - -1,578 $-178,881,094 $0 0.00 $0
UMBS TBA 30yr 4.5% March Delivery, 4.50%, 03/12/26 FNCL 01F042632 - - -354,858,314 $-350,368,292 $-350,368,292 -5.14 $-350,368,292
UMBS TBA 30yr 5.5% March Delivery, 5.50%, 03/12/26 FNCL 01F052631 - - -447,981,479 $-454,952,071 $-454,952,071 -6.67 $-454,952,071
UMBS TBA 30yr 4% March Delivery, 4.00%, 03/12/26 FNCL 01F040636 - - -543,048,893 $-526,536,405 $-526,536,405 -7.72 $-526,536,405
UMBS TBA 30yr 5% March Delivery, 5.00%, 03/12/26 FNCL 01F050635 - - -683,307,400 $-685,685,310 $-685,685,310 -10.05 $-685,685,310
SEGREGATED CASH SEGCASH - $0.00 9,657,336 $9,657,336 $9,657,336 0.14 $9,657,336
ALMSUM ALMSUM - $0.00 - $0 $0 0.00 $0
US DOLLARS USD MD_142224 - - -2,301,798,387 $-2,301,798,387 $-2,301,798,387 -33.75 $-2,301,798,387
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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