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For Institutional Investors in the US

Mortgage-Backed Securities ETF Holdings

Full Portfolio Holdings

(As of April 24, 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 - 1,569,739,894 $1,324,877,738 $1,324,877,738 19.87 $1,324,877,738
GNMA II TBA 30yr 2.5% May Delivery, 2.50%, 05/20/26 G2SF 21H022655 - 710,603,414 $612,902,551 $612,902,551 9.20 $612,902,551
UMBS TBA 30yr 6% May Delivery, 6.00%, 05/13/26 FNCL 01F060659 - 413,948,985 $423,473,951 $423,473,951 6.36 $423,473,951
UMBS TBA 30yr 2% May Delivery, 2.00%, 05/13/26 FNCL 01F020653 - 360,986,255 $291,196,421 $291,196,421 4.37 $291,196,421
UMBS TBA 30yr 3% May Delivery, 3.00%, 05/13/26 FNCL 01F030652 - 303,281,354 $267,532,671 $267,532,671 4.02 $267,532,671
UMBS TBA 30yr 5.5% May Delivery, 5.50%, 05/13/26 FNCL 01F052656 - 202,396,901 $204,269,072 $204,269,072 3.07 $204,269,072
GNMA II TBA 30yr 5% May Delivery, 5.00%, 05/20/26 G2SF 21H050656 - 198,508,194 $197,851,727 $197,851,727 2.98 $197,851,727
GNMA II TBA 30yr 5.5% May Delivery, 5.50%, 05/20/26 G2SF 21H052652 - 164,697,000 $166,268,209 $166,268,209 2.49 $166,268,209
GNMA II TBA 30yr 3% May Delivery, 3.00%, 05/20/26 G2SF 21H030658 - 182,289,962 $163,362,978 $163,362,978 2.45 $163,362,978
UMBS TBA 30yr 6.5% May Delivery, 6.50%, 05/13/26 FNCL 01F062655 - 137,850,000 $143,103,464 $143,103,464 2.15 $143,103,464
UMBS TBA 30yr 3.5% May Delivery, 3.50%, 05/13/26 FNCL 01F032658 - 155,843,000 $143,036,913 $143,036,913 2.14 $143,036,913
Fannie Mae Pool|4.5|08/01/2053, 4.50%, 08/01/53 FN 3140W6AV4 - 143,250,236 $140,483,454 $140,483,454 2.11 $140,017,891
FNMA 30yr Pool#CB9787 5.000% 01-Jan-2055, 5.00%, 01/01/55 FN 3140QV2V5 - 129,734,424 $131,372,636 $131,372,636 1.97 $129,945,285
GNMA II TBA 30yr 3.5% May Delivery, 3.50%, 05/20/26 G2SF 21H032654 - 132,283,377 $120,551,561 $120,551,561 1.81 $120,551,561
FNMA 30yr Pool#FA2754 4.500% 01-Jan-2049, 4.50%, 01/01/49 FN 3140W3BY4 - 114,446,306 $114,142,440 $114,142,440 1.71 $112,741,401
FHLMC 30yr Pool#SL3899 5.000% 01-Jan-2056, 5.00%, 01/01/56 FR 31427RKM1 - 110,329,379 $111,571,263 $111,571,263 1.67 $110,509,051
GNMA II TBA 30yr 4.5% May Delivery, 4.50%, 05/20/26 G2SF 21H042653 - 113,901,488 $110,629,212 $110,629,212 1.66 $110,629,212
FNMA 30yr Pool#FS1133 4.000% 01-Oct-2051, 4.00%, 10/01/51 FN 3140XGHK8 - 108,981,455 $105,916,704 $105,916,704 1.59 $104,260,471
FNMA 30yr Pool#FM7460 4.000% 01-Mar-2051, 4.00%, 03/01/51 FN 3140XBJE1 - 103,098,688 $100,289,620 $100,289,620 1.50 $98,632,541
GNMA II TBA 30yr 4% May Delivery, 4.00%, 05/20/26 G2SF 21H040657 - 102,070,688 $95,976,456 $95,976,456 1.44 $95,976,456
Fannie Mae Pool|5|03/01/2056, 5.00%, 03/01/56 FN 3140W6EX6 - 94,248,775 $93,817,481 $93,817,481 1.41 $93,660,399
FNMA 30yr Pool#FA4553 5.000% 01-Feb-2056, 5.00%, 02/01/56 FN 3140W5BX1 - 87,263,716 $88,952,128 $88,952,128 1.33 $87,762,565
FNMA 30yr Pool#FA3025 5.500% 01-Sep-2055, 5.50%, 09/01/55 FN 3140W3LF4 - 84,040,163 $87,372,740 $87,372,740 1.31 $86,420,940
FNMA 30yr Pool#FA3182 6.000% 01-Oct-2055, 6.00%, 10/01/55 FN 3140W3RC5 - 78,220,259 $86,379,816 $86,379,816 1.29 $80,747,516
FHLMC 30yr Pool#SL2464 4.500% 01-Dec-2048, 4.50%, 12/01/48 FR 31427PW26 - 80,313,145 $80,627,648 $80,627,648 1.21 $79,116,721
Freddie Mac Pool|5|02/01/2056, 5.00%, 02/01/56 FR 31427SWF1 - 79,703,795 $79,339,060 $79,339,060 1.19 $79,206,221
FNMA 30yr Pool#FA3036 5.500% 01-Oct-2055, 5.50%, 10/01/55 FN 3140W3LS6 - 73,501,363 $77,366,639 $77,366,639 1.16 $75,506,579
FHLMC 30yr Pool#RJ4363 5.500% 01-Jun-2055, 5.50%, 06/01/55 FR 3142GUZ55 - 73,481,202 $76,691,746 $76,691,746 1.15 $75,485,867
FHLMC 30yr Pool#SD1046 4.000% 01-Jul-2052, 4.00%, 07/01/52 FR 3132DNET6 - 78,705,202 $76,139,309 $76,139,309 1.14 $75,248,404
FNMA 30yr Pool#FA3037 5.500% 01-Oct-2055, 5.50%, 10/01/55 FN 3140W3LT4 - 67,151,221 $70,009,366 $70,009,366 1.05 $68,858,948
FNMA 30yr Pool#FA0574 5.500% 01-Jan-2055, 5.50%, 01/01/55 FN 3140W0T88 - 65,681,887 $69,150,264 $69,150,264 1.04 $67,410,482
FHLMC 30yr Pool#SL3985 5.000% 01-Jan-2056, 5.00%, 01/01/56 FR 31427RNB2 - 66,563,039 $66,678,989 $66,678,989 1.00 $66,438,622
FNMA 30yr Pool#FS8993 6.000% 01-Jul-2054, 6.00%, 07/01/54 FN 3140XQ7F8 - 61,715,621 $65,613,121 $65,613,121 0.98 $63,628,199
FHLMC 30yr Pool#SL4515 5.000% 01-Apr-2056, 5.00%, 04/01/56 FR 31427SAR9 - 64,916,900 $65,029,982 $65,029,982 0.97 $64,795,560
FNMA 30yr Pool#FA0573 5.000% 01-Jan-2055, 5.00%, 01/01/55 FN 3140W0T70 - 60,013,273 $61,417,171 $61,417,171 0.92 $60,354,178
FNMA 30yr Pool#FA4270 5.000% 01-Dec-2055, 5.00%, 12/01/55 FN 3140W4W86 - 58,737,402 $59,843,934 $59,843,934 0.90 $58,988,031
FNMA 30yr Pool#FA4990 5.000% 01-Mar-2056, 5.00%, 03/01/56 FN 3140W5RL0 - 58,956,479 $59,342,355 $59,342,355 0.89 $59,129,456
FHLMC 30yr Pool#SL1188 5.500% 01-Apr-2055, 5.50%, 04/01/55 FR 31427NKA6 - 55,471,451 $58,102,551 $58,102,551 0.87 $56,831,536
FNMA 30yr Pool#FA5046 5.000% 01-Mar-2056, 5.00%, 03/01/56 FN 3140W5TC8 - 57,175,811 $57,951,659 $57,951,659 0.87 $57,421,482
FNMA 30yr Pool#FA4000 5.000% 01-Jun-2055, 5.00%, 06/01/55 FN 3140W4NS2 - 54,931,183 $55,998,424 $55,998,424 0.84 $55,243,218
FNMA 30yr Pool#CB9654 5.000% 01-Dec-2054, 5.00%, 12/01/54 FN 3140QVWQ3 - 50,589,075 $51,141,479 $51,141,479 0.77 $50,671,299
FNMA 30yr Pool#FA2246 5.500% 01-Jul-2055, 5.50%, 07/01/55 FN 3140W2P88 - 48,961,579 $51,038,798 $51,038,798 0.77 $50,199,864
FHLMC 30yr Pool#SL0239 5.000% 01-Jan-2055, 5.00%, 01/01/55 FR 31427MHR5 - 49,021,026 $50,025,122 $50,025,122 0.75 $49,100,701
FNMA 30yr Pool#FA3128 5.500% 01-Oct-2055, 5.50%, 10/01/55 FN 3140W3PN3 - 46,764,244 $48,541,687 $48,541,687 0.73 $48,089,029
FNMA 30yr Pool#CC2018 5.500% 01-Feb-2056, 5.50%, 02/01/56 FN 3140Y8G42 - 46,489,359 $48,149,293 $48,149,293 0.72 $47,671,633
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 $47,411,059 $47,411,059 0.71 $47,040,000
FNMA 30yr Pool#FA4155 5.000% 01-Jan-2056, 5.00%, 01/01/56 FN 3140W4TM9 - 45,965,504 $46,821,596 $46,821,596 0.70 $46,228,269
FNMA 30yr Pool#FA3572 5.000% 01-Nov-2055, 5.00%, 11/01/55 FN 3140W36J3 - 45,797,854 $46,658,211 $46,658,211 0.70 $46,058,008
UMBS TBA 30yr 6% June Delivery, 6.00%, 06/11/26 FNCL 01F060667 - 44,682,662 $45,662,106 $45,662,106 0.68 $45,662,106
FNMA 30yr Pool#FA4202 5.000% 01-Jan-2056, 5.00%, 01/01/56 FN 3140W4U47 - 44,591,772 $45,320,650 $45,320,650 0.68 $44,783,373
FHLMC 30yr Pool#SD7343 5.500% 01-Jan-2055, 5.50%, 01/01/55 FR 3132DVEQ4 - 43,387,236 $44,886,855 $44,886,855 0.67 $44,451,033
FNMA 30yr Pool#CC1926 5.000% 01-Feb-2056, 5.00%, 02/01/56 FN 3140Y8D86 - 42,177,986 $42,902,133 $42,902,133 0.64 $42,460,335
FNMA 30yr Pool#FA3435 5.000% 01-Nov-2055, 5.00%, 11/01/55 FN 3140W3Y94 - 41,923,456 $42,828,269 $42,828,269 0.64 $42,163,114
FNMA 30yr Pool#FS9779 5.500% 01-Nov-2054, 5.50%, 11/01/54 FN 3140XR2M6 - 41,091,370 $42,492,469 $42,492,469 0.64 $41,943,975
FNMA 40yr Pool#BF0646 2.500% 01-Jun-2062, 2.50%, 06/01/62 FN 3140FXWG3 - 47,268,801 $40,252,678 $40,252,678 0.60 $39,530,904
FNMA 30yr Pool#FS8881 4.500% 01-Sep-2053, 4.50%, 09/01/53 FN 3140XQ2P1 - 39,036,622 $39,025,147 $39,025,147 0.58 $38,393,448
FHLMC 30yr Pool#ZT2413 4.000% 01-Feb-2041, 4.00%, 02/01/41 FR 3132AEVE3 - 38,969,669 $38,696,392 $38,696,392 0.58 $38,051,455
FHLMC 30yr Pool#SL0046 6.000% 01-Jan-2055, 6.00%, 01/01/55 FR 31427MBQ3 - 35,813,262 $38,016,635 $38,016,635 0.57 $36,919,710
New Residential Mortgage LLC 6.545% 25-MAR-2032, 6.54%, 03/25/32 NZES 2025-FHT 64832EAA7 - 36,572,373 $37,047,623 $37,047,623 0.56 $36,834,853
FHLMC 30yr Pool#SI2101 4.000% 01-Sep-2048, 4.00%, 09/01/48 FR 3133USKN0 - 37,825,890 $36,796,642 $36,796,642 0.55 $36,240,813
FHLMC 30yr Pool#SL0938 4.000% 01-Jul-2050, 4.00%, 07/01/50 FR 31427NBG3 - 36,851,593 $36,399,969 $36,399,969 0.55 $35,819,783
FNMA 40yr Pool#BF0598 2.500% 01-Mar-2062, 2.50%, 03/01/62 FN 3140FXUY6 - 42,986,449 $36,341,465 $36,341,465 0.54 $35,952,903
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 - 35,277,125 $36,255,188 $36,255,188 0.54 $36,015,507
FNMA 30yr Pool#FA1951 6.000% 01-Jun-2055, 6.00%, 06/01/55 FN 3140W2EZ0 - 33,774,281 $36,149,258 $36,149,258 0.54 $34,839,328
FHLMC 30yr Pool#SL4452 5.000% 01-Mar-2056, 5.00%, 03/01/56 FR 31427R5N6 - 35,278,856 $36,006,785 $36,006,785 0.54 $35,480,530
FNMA 30yr Pool#FA0576 5.500% 01-Jan-2055, 5.50%, 01/01/55 FN 3140W0UA1 - 33,797,956 $35,431,935 $35,431,935 0.53 $34,669,681
FNMA 30yr Pool#CC2016 5.500% 01-Feb-2056, 5.50%, 02/01/56 FN 3140Y8G26 - 33,875,645 $35,157,493 $35,157,493 0.53 $34,799,818
FHLMC 30yr Pool#SL1632 4.000% 01-Nov-2053, 4.00%, 11/01/53 FR 31427NY60 - 36,174,913 $35,046,248 $35,046,248 0.53 $34,580,493
FNMA 30yr Pool#FA1557 6.000% 01-May-2055, 6.00%, 05/01/55 FN 3140W1WT6 - 31,802,245 $33,719,231 $33,719,231 0.51 $32,784,773
FNMA 30yr Pool#FA3191 5.500% 01-Oct-2055, 5.50%, 10/01/55 FN 3140W3RM3 - 31,391,371 $33,064,258 $33,064,258 0.50 $32,189,688
FNMA 30yr Pool#FA3105 6.000% 01-May-2055, 6.00%, 05/01/55 FN 3140W3NX3 - 29,781,203 $31,967,729 $31,967,729 0.48 $30,693,145
FNMA 30yr Pool#FA4849 5.000% 01-Feb-2056, 5.00%, 02/01/56 FN 3140W5L77 - 31,281,076 $31,889,169 $31,889,169 0.48 $31,441,179
FNMA 30yr Pool#FA3682 5.500% 01-Feb-2055, 5.50%, 02/01/55 FN 3140W4CU9 - 30,553,700 $31,859,320 $31,859,320 0.48 $31,332,622
FNMA 30yr Pool#FA0603 4.500% 01-Sep-2051, 4.50%, 09/01/51 FN 3140W0U52 - 31,203,201 $31,366,673 $31,366,673 0.47 $30,789,958
FNMA 30yr Pool#FA1560 5.500% 01-Apr-2055, 5.50%, 04/01/55 FN 3140W1WW9 - 29,517,065 $30,625,546 $30,625,546 0.46 $30,310,374
FHLMC 30yr Pool#SL0238 5.000% 01-May-2054, 5.00%, 05/01/54 FR 31427MHQ7 - 29,505,864 $29,925,707 $29,925,707 0.45 $29,553,821
FNMA 40yr Pool#BF0698 3.500% 01-Dec-2062, 3.50%, 12/01/62 FN 3140FXX49 - 32,105,512 $29,875,723 $29,875,723 0.45 $29,231,375
FHLMC 30yr Pool#SL2558 6.000% 01-Aug-2055, 6.00%, 08/01/55 FR 31427PZY3 - 28,342,772 $29,826,297 $29,826,297 0.45 $29,217,550
FNMA 30yr Pool#CC1930 5.000% 01-Feb-2056, 5.00%, 02/01/56 FN 3140Y8EC6 - 29,371,473 $29,788,890 $29,788,890 0.45 $29,497,676
FNMA 30yr Pool#FA4117 4.500% 01-Sep-2051, 4.50%, 09/01/51 FN 3140W4SF5 - 28,833,970 $28,979,459 $28,979,459 0.43 $28,530,112
FHLMC 30yr Pool#SL1291 4.000% 01-Nov-2054, 4.00%, 11/01/54 FR 31427NNH8 - 29,643,216 $28,696,234 $28,696,234 0.43 $28,336,682
FNMA 30yr Pool#FS8335 4.500% 01-Jan-2051, 4.50%, 01/01/51 FN 3140XQHM2 - 28,522,678 $28,518,839 $28,518,839 0.43 $28,144,935
FNMA 30yr Pool#FA1798 4.000% 01-Aug-2052, 4.00%, 08/01/52 FN 3140W17L1 - 28,332,454 $27,624,163 $27,624,163 0.41 $27,090,257
FNMA 30yr Pool#FS9788 5.500% 01-Nov-2054, 5.50%, 11/01/54 FN 3140XR2W4 - 26,126,726 $27,235,012 $27,235,012 0.41 $26,555,781
FNMA 30yr Pool#FS8681 4.500% 01-Oct-2050, 4.50%, 10/01/50 FN 3140XQUF2 - 27,011,785 $27,081,425 $27,081,425 0.41 $26,654,052
FHLMC 30yr Pool#SL4437 6.000% 01-Sep-2054, 6.00%, 09/01/54 FR 31427R4X5 - 24,708,083 $25,888,500 $25,888,500 0.39 $25,781,432
FHLMC 30yr Pool#SD1143 4.500% 01-Sep-2050, 4.50%, 09/01/50 FR 3132DNHU0 - 25,390,499 $25,551,617 $25,551,617 0.38 $25,054,237
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 $25,270,386 $25,270,386 0.38 $25,106,372
FNMA 30yr Pool#FA3714 5.000% 01-Nov-2055, 5.00%, 11/01/55 FN 3140W4DU8 - 24,326,478 $24,856,991 $24,856,991 0.37 $24,478,090
FHLMC 30yr Pool#SD3271 5.500% 01-Jun-2053, 5.50%, 06/01/53 FR 3132DQT48 - 23,368,609 $24,784,808 $24,784,808 0.37 $24,007,318
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 $24,192,393 $24,192,393 0.36 $24,065,820
FNMA 30yr Pool#FS9239 4.500% 01-Jan-2051, 4.50%, 01/01/51 FN 3140XRHR9 - 23,292,550 $23,353,987 $23,353,987 0.35 $22,984,073
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 $23,168,741 $23,168,741 0.35 $23,056,455
FNMA 30yr Pool#FA4386 5.500% 01-Jan-2056, 5.50%, 01/01/56 FN 3140W42U0 - 21,515,354 $22,390,567 $22,390,567 0.34 $22,115,019
FNMA 30yr Pool#CC1195 5.000% 01-Oct-2055, 5.00%, 10/01/55 FN 3140Y7KH0 - 21,480,311 $21,817,507 $21,817,507 0.33 $21,603,104
FNMA 30yr Pool#FM7840 4.000% 01-Apr-2050, 4.00%, 04/01/50 FN 3140XBWA4 - 22,385,393 $21,655,401 $21,655,401 0.32 $21,415,676
PRET 2025-RPL3 Trust A1 4.15% 25-APR-2065, 4.15%, 04/25/65 PRET 2025-RPL3 69382RAA1 - 21,788,075 $21,641,461 $21,641,461 0.32 $21,327,956
FHLMC 30yr Pool#SD5061 5.500% 01-Mar-2054, 5.50%, 03/01/54 FR 3132DSTS1 - 20,284,372 $21,325,504 $21,325,504 0.32 $20,840,025
FNMA 30yr Pool#FA1129 6.500% 01-Jun-2054, 6.50%, 06/01/54 FN 3140W1HF3 - 19,306,269 $21,278,641 $21,278,641 0.32 $20,196,624
FNMA 30yr Pool#FS4781 4.000% 01-Oct-2051, 4.00%, 10/01/51 FN 3140XLJ33 - 21,751,578 $21,123,606 $21,123,606 0.32 $20,809,318
FNMA 30yr Pool#FS7225 4.000% 01-Aug-2051, 4.00%, 08/01/51 FN 3140XPA33 - 21,672,315 $21,026,878 $21,026,878 0.32 $20,764,147
FNMA 30yr Pool#FA1128 6.500% 01-Aug-2054, 6.50%, 08/01/54 FN 3140W1HE6 - 19,707,087 $20,906,994 $20,906,994 0.31 $20,568,209
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 $20,903,303 $20,903,303 0.31 $20,503,180
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 $20,723,722 $20,723,722 0.31 $20,539,312
RCKT Mortgage Trust 2026-CES2 A3 5.255% 25-FEB-2056, 5.25%, 02/25/56 RCKT 2026-CES2 74940EAD9 - 20,600,000 $20,588,918 $20,588,918 0.31 $20,420,525
FNMA 30yr Pool#CB7112 5.500% 01-Sep-2053, 5.50%, 09/01/53 FN 3140QS3W9 - 19,394,832 $20,305,401 $20,305,401 0.30 $19,908,433
FHLMC 30yr Pool#SD6989 5.500% 01-Nov-2054, 5.50%, 11/01/54 FR 3132DUXS1 - 19,392,331 $20,132,470 $20,132,470 0.30 $19,710,794
FNMA 40yr Pool#BF0226 3.500% 01-Jan-2058, 3.50%, 01/01/58 FN 3140FXHC9 - 21,403,472 $20,118,365 $20,118,365 0.30 $19,824,858
Fannie Mae Pool|5.5|04/01/2056, 5.50%, 04/01/56 FN 3140W52S2 - 19,584,565 $20,031,139 $20,031,139 0.30 $19,953,345
FNMA 40yr Pool#BF0713 4.000% 01-Mar-2063, 4.00%, 03/01/63 FN 3140FXYK2 - 20,076,885 $19,969,114 $19,969,114 0.30 $19,082,832
FNMA 30yr Pool#FS6382 4.000% 01-Aug-2051, 4.00%, 08/01/51 FN 3140XNCU6 - 20,443,882 $19,928,854 $19,928,854 0.30 $19,587,190
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 $19,796,829 $19,796,829 0.30 $19,733,759
FNMA 40yr Pool#BF0807 3.500% 01-Apr-2064, 3.50%, 04/01/64 FN 3140FX3R1 - 21,187,036 $19,730,849 $19,730,849 0.30 $19,283,141
FINANCE OF AMERICA STRUC 3.28125% 74, 3.50%, 04/25/74 FASST 2024-S3 31739WAB8 - 19,555,485 $19,247,781 $19,247,781 0.29 $19,186,942
FNMA 30yr Pool#FS5028 4.000% 01-Oct-2051, 4.00%, 10/01/51 FN 3140XLSS8 - 19,211,768 $18,808,802 $18,808,802 0.28 $18,379,530
RCKT MOR 2025-CES9 FLT 2055 A1B, 5.00%, 09/25/55 RCKT 2025-CES9 74942JAB0 - 17,943,747 $18,721,583 $18,721,583 0.28 $17,814,132
FHLMC 30yr Pool#SL0850 4.000% 01-Jul-2049, 4.00%, 07/01/49 FR 31427M5L1 - 18,867,704 $18,697,182 $18,697,182 0.28 $18,424,297
FNMA 30yr Pool#FA1182 4.500% 01-Jun-2049, 4.50%, 06/01/49 FN 3140W1J46 - 18,307,442 $18,335,654 $18,335,654 0.27 $18,064,985
UMBS TBA 30yr 5.5% June Delivery, 5.50%, 06/11/26 FNCL 01F052664 - 18,080,424 $18,228,322 $18,228,322 0.27 $18,228,322
FNMA 30yr Pool#FA1549 5.500% 01-May-2055, 5.50%, 05/01/55 FN 3140W1WK5 - 17,565,249 $18,220,306 $18,220,306 0.27 $18,021,194
FNMA 30yr Pool#FS2863 4.000% 01-Sep-2052, 4.00%, 09/01/52 FN 3140XJFD0 - 18,582,520 $18,126,107 $18,126,107 0.27 $17,764,925
FHLMC 30yr Pool#QJ9063 5.000% 01-Nov-2054, 5.00%, 11/01/54 FR 3133D1B81 - 17,896,781 $18,040,880 $18,040,880 0.27 $17,856,646
FNMA 30yr Pool#FS8709 4.500% 01-Jan-2051, 4.50%, 01/01/51 FN 3140XQVB0 - 17,672,442 $17,677,950 $17,677,950 0.26 $17,438,395
SALUDA GRADE ALTERNATIVE M 5.749% 31, 5.75%, 03/25/31 GRADE 2026-RTL7 79584UAA9 - 17,370,000 $17,483,392 $17,483,392 0.26 $17,244,837
FNMA 30yr Pool#BN3960 4.500% 01-Jan-2049, 4.50%, 01/01/49 FN 3140JLMJ0 - 17,131,655 $16,960,448 $16,960,448 0.25 $16,904,770
FHLMC 30yr Pool#QY8779 6.000% 01-Jul-2055, 6.00%, 07/01/55 FR 31426TXH5 - 16,051,901 $16,925,787 $16,925,787 0.25 $16,548,631
FNMA 30yr Pool#FA1358 4.500% 01-May-2050, 4.50%, 05/01/50 FN 3140W1QL0 - 16,473,076 $16,592,398 $16,592,398 0.25 $16,266,795
FNMA 40yr Pool#BF0806 3.500% 01-Apr-2064, 3.50%, 04/01/64 FN 3140FX3Q3 - 17,199,916 $16,093,590 $16,093,590 0.24 $15,705,614
FHLMC 30yr Pool#SD0985 4.500% 01-Oct-2050, 4.50%, 10/01/50 FR 3132DNCW1 - 15,748,506 $15,933,602 $15,933,602 0.24 $15,582,546
SALUDA GR ALT MTG TR 2025-LOC5 A1B, 5.48%, 10/25/55 GRADE 2025-LOC5 79581XAC2 - 15,693,000 $15,862,819 $15,862,819 0.24 $15,784,008
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 $15,815,804 $15,815,804 0.24 $15,692,857
FNMA 40yr Pool#BF0801 2.500% 01-Apr-2064, 2.50%, 04/01/64 FN 3140FX3K6 - 18,422,905 $15,721,338 $15,721,338 0.24 $15,374,576
Vontive Mortgage Trust 2025-RTL1 A1 6.507% 25-MAR-2030, 6.51%, 03/25/30 VNTV 2025-RTL1 928884AA3 - 15,444,000 $15,696,251 $15,696,251 0.24 $15,606,923
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 $15,596,466 $15,596,466 0.23 $15,521,969
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 $15,473,237 $15,473,237 0.23 $15,297,153
FNMA 30yr Pool#FM4738 4.000% 01-Sep-2050, 4.00%, 09/01/50 FN 3140X8HQ3 - 15,517,037 $15,281,018 $15,281,018 0.23 $14,853,566
FNMA 30yr Pool#DA1525 6.000% 01-Oct-2053, 6.00%, 10/01/53 FN 3140A1VT1 - 14,480,376 $15,072,500 $15,072,500 0.23 $14,918,621
FNMA 30yr Pool#FS9116 6.000% 01-Sep-2054, 6.00%, 09/01/54 FN 3140XRDW2 - 14,039,889 $15,035,665 $15,035,665 0.23 $14,473,651
FHLMC 30yr Pool#QH3192 6.000% 01-Oct-2053, 6.00%, 10/01/53 FR 3133CFRM3 - 14,422,936 $15,013,894 $15,013,894 0.23 $14,859,443
PRET 2025-RPL1 Trust A1 4.0% 25-JUL-2069, 4.00%, 07/25/69 PRET 2025-RPL1 69392FAA5 - 14,823,661 $14,540,088 $14,540,088 0.22 $14,358,486
RCKT Mortgage Trust 2026-CES2 A2 5.055% 25-FEB-2056, 5.05%, 02/25/56 RCKT 2026-CES2 74940EAC1 - 14,268,000 $14,251,679 $14,251,679 0.21 $14,139,485
FHLMC 30yr Pool#SL3988 5.000% 01-Jan-2056, 5.00%, 01/01/56 FR 31427RNE6 - 13,915,196 $14,187,148 $14,187,148 0.21 $13,994,743
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 $14,157,420 $14,157,420 0.21 $14,087,619
FHLMC 30yr Pool#SD6178 4.500% 01-Jan-2051, 4.50%, 01/01/51 FR 3132DT2K5 - 14,164,410 $14,122,888 $14,122,888 0.21 $13,987,038
Galaxy XXVI CLO Ltd., 6.01%, 07/31/26 GLXYT 2025-1 362922AA4 - 13,904,675 $14,034,691 $14,034,691 0.21 $13,979,010
BMP Commercial Mortgage Trust 2024-MF23 A 5.02665% 15-JUN-2041, 5.03%, 06/15/41 BMP 2024-MF23 05593JAA8 - 14,000,000 $14,023,722 $14,023,722 0.21 $14,000,265
FNMA 30yr Pool#FA3563 5.500% 01-Nov-2055, 5.50%, 11/01/55 FN 3140W35Z8 - 13,207,490 $13,847,713 $13,847,713 0.21 $13,575,602
PRPM 2025-RCF3 LLC 5.25% 55, 5.25%, 07/25/55 PRPM 2025-RCF3 69392PAA3 - 13,063,687 $13,705,964 $13,705,964 0.21 $13,045,116
FNMA 30yr Pool#CC0097 5.500% 01-Mar-2055, 5.50%, 03/01/55 FN 3140Y6DB3 - 12,959,212 $13,658,829 $13,658,829 0.20 $13,312,757
GS Mortgage-Backed Securities Trust 2025-RPL3 A1 4.1% 25-JUL-2065, 4.10%, 07/25/65 GSMBS 2025-RPL3 362963AA8 - 13,598,445 $13,592,743 $13,592,743 0.20 $13,300,537
FINANCE OF AMER STR TR 2024-S2 A1, 3.50%, 04/25/74 FASST 2024-S2 31739VAA2 - 13,575,265 $13,415,129 $13,415,129 0.20 $13,372,327
Freddie Mac Pool|5|04/01/2056, 5.00%, 04/01/56 FR 31427SQ68 - 13,295,000 $13,327,883 $13,327,883 0.20 $13,279,873
FHLMC 30yr Pool#SD5963 6.000% 01-Jul-2054, 6.00%, 07/01/54 FR 3132DTTU4 - 12,618,674 $13,310,300 $13,310,300 0.20 $13,008,527
FHLMC 30yr Pool#SL4658 5.000% 01-Jan-2056, 5.00%, 01/01/56 FR 31427SE87 - 12,980,642 $13,003,254 $13,003,254 0.19 $12,956,379
Chase Mortgage Reference Notes, Series 2020-CL1 M1 6.04303% 25-OCT-2057, 6.04%, 10/25/57 CHASE 2020-CL1 46591HAG5 - 12,541,821 $12,984,501 $12,984,501 0.19 $12,914,218
FNMA 30yr Pool#MA3444 4.500% 01-Aug-2048, 4.50%, 08/01/48 FN 31418CZJ6 - 12,954,055 $12,824,597 $12,824,597 0.19 $12,782,496
FNMA 30yr Pool#FM5350 4.500% 01-Sep-2050, 4.50%, 09/01/50 FN 3140X85L7 - 12,752,202 $12,822,701 $12,822,701 0.19 $12,542,094
FNMA 30yr Pool#FS8717 6.000% 01-Jul-2054, 6.00%, 07/01/54 FN 3140XQVK0 - 11,803,296 $12,590,215 $12,590,215 0.19 $12,167,959
Foundation Finance Trust 2025-2 B 4.94% 15-APR-2052, 4.94%, 04/15/52 FFIN 2025-2A 35042NAB1 - 12,522,312 $12,544,213 $12,544,213 0.19 $12,523,593
FHLMC 30yr Pool#SD6558 6.000% 01-Sep-2054, 6.00%, 09/01/54 FR 3132DUJB4 - 11,665,571 $12,354,331 $12,354,331 0.19 $12,025,978
FHLMC 30yr Pool#SD5994 4.500% 01-Sep-2050, 4.50%, 09/01/50 FR 3132DTUT5 - 12,291,339 $12,323,376 $12,323,376 0.18 $12,128,558
PRET 2025-RPL5 TRUST FLTG 2070 A1, 4.15%, 01/25/70 PRET 2025-RPL5 69393AAA5 - 12,513,647 $12,279,287 $12,279,287 0.18 $12,130,500
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 - 11,519,000 $12,278,477 $12,278,477 0.18 $12,150,059
FNMA 30yr Pool#DE6043 6.000% 01-Aug-2055, 6.00%, 08/01/55 FN 3140BJWD5 - 11,457,836 $12,239,716 $12,239,716 0.18 $11,812,241
FNMA 40yr Pool#BF0731 2.500% 01-Jun-2063, 2.50%, 06/01/63 FN 3140FXY55 - 14,467,810 $12,172,354 $12,172,354 0.18 $12,091,586
FHLMC 30yr Pool#QG6755 5.500% 01-Jun-2053, 5.50%, 06/01/53 FR 3133C7QG5 - 11,619,175 $12,055,357 $12,055,357 0.18 $11,936,749
FNMA 30yr Pool#FS7541 4.000% 01-Jun-2052, 4.00%, 06/01/52 FN 3140XPLX5 - 12,310,184 $11,915,576 $11,915,576 0.18 $11,776,918
TOWD POINT MORTGAGE TRUST 2025 0% 65, 4.97%, 09/25/65 TPMT 2025-FIX1 89183MAA1 - 11,679,087 $11,711,995 $11,711,995 0.18 $11,621,739
FNMA 30yr Pool#DE1157 6.000% 01-Jun-2055, 6.00%, 06/01/55 FN 3140BDJB7 - 10,794,952 $11,535,732 $11,535,732 0.17 $11,128,854
Vista Point Securitization Trust 2025-CES2 A1 5.601% 25-AUG-2055, 5.60%, 08/25/55 VSTA 2025-CES2 92842UAA0 - 11,013,415 $11,481,061 $11,481,061 0.17 $11,061,794
Huntington Bank Auto Credit-Linked Notes, Series 2024-2 B1 5.442% 20-OCT-2032, 5.44%, 10/20/32 HACLN 2024-2 44644NAG4 - 11,365,346 $11,469,123 $11,469,123 0.17 $11,457,096
FNMA 40yr Pool#BF0783 3.500% 01-Dec-2063, 3.50%, 12/01/63 FN 3140FX2R2 - 11,988,117 $11,313,486 $11,313,486 0.17 $10,910,849
FIGRE TRUST 2025-HE4 FLTG 2055 C, 5.71%, 07/25/55 FIGRE 2025-HE4 31684PAC6 - 11,135,931 $11,275,262 $11,275,262 0.17 $11,176,367
FNMA 30yr Pool#FA0470 6.000% 01-Jan-2055, 6.00%, 01/01/55 FN 3140W0QY4 - 10,498,785 $11,222,944 $11,222,944 0.17 $10,823,144
TOWD PT MTG TR 2025-FIX2 FLTG A1, 5.25%, 10/25/65 TPMT 2025-FIX2 89183RAA0 - 11,094,593 $11,184,172 $11,184,172 0.17 $11,093,583
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 $10,966,396 $10,966,396 0.16 $10,868,662
PRET 2025-NPL4 A1 6.3677% 25-MAY-2055, 6.37%, 04/25/55 PRET 2025-NPL4 74136UAA3 - 10,836,005 $10,905,990 $10,905,990 0.16 $10,844,656
FNMA 30yr Pool#FS5818 4.500% 01-Oct-2050, 4.50%, 10/01/50 FN 3140XMPC4 - 10,925,398 $10,851,565 $10,851,565 0.16 $10,745,389
FNMA 30yr Pool#FS6236 6.500% 01-Nov-2053, 6.50%, 11/01/53 FN 3140XM4W3 - 9,667,881 $10,775,031 $10,775,031 0.16 $10,117,464
METRONET INFRASTRUCTURE ISSU 5.4% 55, 5.40%, 08/20/55 MNET 2025-2A 59170JAX6 - 10,600,000 $10,701,995 $10,701,995 0.16 $10,690,865
FNMA 30yr Pool#CC1844 5.500% 01-Jan-2056, 5.50%, 01/01/56 FN 3140Y8BN5 - 10,174,001 $10,575,184 $10,575,184 0.16 $10,451,562
FHLMC 30yr Pool#QH3306 6.000% 01-Oct-2053, 6.00%, 10/01/53 FR 3133CFU72 - 9,915,830 $10,574,566 $10,574,566 0.16 $10,300,302
Homeward Opportunities Fund Trust 2025-RRTL1 A1 5.476% 25-MAR-2040, 5.48%, 03/25/40 HOF 2025-RRTL1 437919AA1 - 10,475,000 $10,533,367 $10,533,367 0.16 $10,482,380
FNMA 30yr Pool#FS7613 4.500% 01-May-2052, 4.50%, 05/01/52 FN 3140XPN70 - 10,491,739 $10,481,827 $10,481,827 0.16 $10,352,791
FNMA 30yr Pool#FS5362 4.500% 01-Dec-2050, 4.50%, 12/01/50 FN 3140XL5Y0 - 10,379,771 $10,449,426 $10,449,426 0.16 $10,242,305
FNMA 30yr Pool#FS9909 5.000% 01-Nov-2054, 5.00%, 11/01/54 FN 3140XSAK9 - 10,142,904 $10,348,209 $10,348,209 0.16 $10,200,520
FNMA 30yr Pool#BX0421 5.500% 01-Nov-2052, 5.50%, 11/01/52 FN 3140N4PF8 - 9,635,021 $10,179,680 $10,179,680 0.15 $9,881,279
FNMA 30yr Pool#FA4709 5.500% 01-Jul-2055, 5.50%, 07/01/55 FN 3140W5GT5 - 9,850,995 $10,159,975 $10,159,975 0.15 $10,120,845
Connecticut Avenue Securities Trust 2022-R02 2B2 11.3119% 25-JAN-2042, 11.31%, 01/25/42 CAS 2022-R02 20754BAJ0 - 9,637,000 $10,153,740 $10,153,740 0.15 $10,053,812
LHOME Mortgage Trust 2024-RTL3 A1 6.9% 25-MAY-2029, 6.90%, 05/25/29 LHOME 2024-RTL3 50205GAA0 - 9,960,000 $10,059,012 $10,059,012 0.15 $9,997,924
FHLMC 30yr Pool#SD5224 6.000% 01-Mar-2054, 6.00%, 03/01/54 FR 3132DSYV8 - 9,335,221 $9,941,699 $9,941,699 0.15 $9,624,522
FNMA 30yr Pool#FS6662 4.000% 01-Oct-2051, 4.00%, 10/01/51 FN 3140XNML5 - 10,181,371 $9,890,670 $9,890,670 0.15 $9,740,322
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 $9,823,329 $9,823,329 0.15 $9,744,249
FHLMC 30yr Pool#QH4373 6.000% 01-Nov-2053, 6.00%, 11/01/53 FR 3133CG2E6 - 9,122,195 $9,714,164 $9,714,164 0.15 $9,398,276
New Residential Mortgage Loan Trust 2026-NQM1 A2 5.078% 25-NOV-2065, 5.08%, 11/25/65 NRZT 2026-NQM1 64832LAF0 - 9,530,941 $9,701,451 $9,701,451 0.15 $9,454,380
FHLMC 30yr Pool#RA7104 4.500% 01-Feb-2051, 4.50%, 02/01/51 FR 3133KN3M3 - 9,705,904 $9,622,941 $9,622,941 0.14 $9,537,925
FNMA 30yr Pool#FS7117 6.500% 01-Feb-2054, 6.50%, 02/01/54 FN 3140XN4B7 - 8,455,016 $9,508,420 $9,508,420 0.14 $8,848,198
Connecticut Avenue Securities Trust 2022-R04 1B2 13.1619% 25-MAR-2042, 13.16%, 03/25/42 CAS 2022-R04 20753YAL6 - 8,793,401 $9,499,696 $9,499,696 0.14 $9,393,603
SALUDA GRADE ALTERNATIVE MORT A2, 6.75%, 03/25/31 GRADE 2026-RTL7 79584UAB7 - 9,418,000 $9,446,545 $9,446,545 0.14 $9,347,685
Acacia 2025-1 A 5.24% 15-NOV-2037, 5.24%, 11/15/37 ACACIA 2025-1 00401PAA7 - 9,367,465 $9,395,506 $9,395,506 0.14 $9,379,144
LHOME Mortgage Trust 2024-RTL5 A2 5.751% 25-SEP-2039, 5.75%, 09/25/39 LHOME 2024-RTL5 50205WAB3 - 9,325,000 $9,380,315 $9,380,315 0.14 $9,332,646
FNMA 30yr Pool#FS2144 3.500% 01-Jun-2052, 3.50%, 06/01/52 FN 3140XHL21 - 9,944,468 $9,352,306 $9,352,306 0.14 $9,256,327
CONNECTICUT AVENUE SECUR 5.95001% 45, 5.26%, 07/25/45 CAS 2025-R05 20753CAC4 - 9,254,000 $9,310,753 $9,310,753 0.14 $9,266,118
Rithm Capital Corp. 8.0% 01-APR-2029, 8.00%, 04/01/29 RITM 64828TAB8 - 9,213,000 $9,293,225 $9,293,225 0.14 $9,239,994
Ally Bank Auto Credit-Linked Notes, Series 2025-A C 4.844% 15-JUN-2033, 4.84%, 06/15/33 ABCLN 2025-A 02007G5F6 - 9,245,446 $9,273,164 $9,273,164 0.14 $9,258,236
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 $9,079,555 $9,079,555 0.14 $9,042,873
FIGRE TRUST 2025 HE4 FLTG 2055 B, 5.61%, 07/25/55 FIGRE 2025-HE4 31684PAB8 - 8,621,567 $8,757,459 $8,757,459 0.13 $8,682,248
Freddie Mac Multiclass Certificates, Series 5164 FA 3.9119% 25-NOV-2051, 3.91%, 11/25/51 FHR 5164 3137H3PY2 - 9,420,551 $8,654,635 $8,654,635 0.13 $8,621,556
Connecticut Avenue Securities Trust 2022-R01 1B2 9.6619% 25-DEC-2041, 9.66%, 12/25/41 CAS 2022-R01 20754LAJ8 - 8,116,382 $8,417,703 $8,417,703 0.13 $8,345,818
FHLMC 30yr Pool#SD7417 5.500% 01-Jan-2055, 5.50%, 01/01/55 FR 3132DVG25 - 8,044,631 $8,379,119 $8,379,119 0.13 $8,256,347
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 $8,356,161 $8,356,161 0.13 $8,256,493
FHLMC 30yr Pool#QY9874 6.000% 01-Aug-2055, 6.00%, 08/01/55 FR 31426U6L3 - 7,683,523 $8,079,607 $8,079,607 0.12 $7,921,184
FNMA 30yr Pool#DA0026 6.000% 01-Sep-2053, 6.00%, 09/01/53 FN 3140A0A41 - 7,728,486 $8,045,971 $8,045,971 0.12 $7,962,387
RCKT Mortgage Trust 2024-CES9 A1B 5.683% 25-DEC-2044, 5.68%, 12/25/44 RCKT 2024-CES9 749426AB8 - 7,618,577 $8,014,254 $8,014,254 0.12 $7,642,105
PRPM 2025-RPL4 A1, 3.00%, 05/25/55 PRPM 2025-RPL4 74448NAA2 - 8,161,099 $7,923,303 $7,923,303 0.12 $7,833,328
FNMA 30yr Pool#DF2677 6.000% 01-Nov-2055, 6.00%, 11/01/55 FN 3140BS6P7 - 6,228,165 $7,842,664 $7,842,664 0.12 $6,422,410
FHLMC 30yr Pool#QH1500 6.000% 01-Sep-2053, 6.00%, 09/01/53 FR 3133CDUZ5 - 7,493,942 $7,836,030 $7,836,030 0.12 $7,754,888
Alterna Funding III A 6.26% 15-MAY-2039, 6.26%, 05/16/39 TAX 2024-1A 02157JAA3 - 7,751,589 $7,779,644 $7,779,644 0.12 $7,763,469
Fannie Mae REMIC Trust 2022-65 FB 4.4619% 25-SEP-2052, 4.46%, 09/25/52 FNR 2022-65 3136BPCQ2 - 7,756,130 $7,761,355 $7,761,355 0.12 $7,730,091
RCKT Mortgage Trust 2025-CES7 A1B 5.478% 25-JUL-2055, 5.48%, 07/25/55 RCKT 2025-CES7 74943AAB8 - 7,297,303 $7,737,617 $7,737,617 0.12 $7,301,038
Huntington Bank Auto Credit-Linked Notes, Series 2024-1 B1 6.153% 20-MAY-2032, 6.15%, 05/20/32 HACLN 2024-1 44644NAA7 - 7,478,229 $7,576,941 $7,576,941 0.11 $7,567,994
FNMA 30yr Pool#FA1613 5.000% 01-Apr-2055, 5.00%, 04/01/55 FN 3140W1YK3 - 7,422,549 $7,567,173 $7,567,173 0.11 $7,464,712
Connecticut Avenue Securities Trust 2025-R01 1M2 5.1619% 25-JAN-2045, 5.16%, 01/25/45 CAS 2025-R01 20755JAC7 - 7,526,000 $7,566,542 $7,566,542 0.11 $7,530,931
COOPR Residential Mortgage Trust 2025-CES3 A1A 4.84% 25-SEP-2060, 4.84%, 09/25/60 COOPR 2025-CES3 216926AA3 - 7,310,449 $7,447,807 $7,447,807 0.11 $7,266,093
SALUDA GR ALT MTG TR 25 RRTL1 A1, 5.32%, 10/25/40 GRADE 2025-RRTL1 79582NAA7 - 7,388,000 $7,435,810 $7,435,810 0.11 $7,374,671
RCKT Mortgage Trust 2026-CES4|5.593|04/25/2056, 5.59%, 04/25/56 RCKT 2026-CES4 74940CAD3 - 7,331,000 $7,365,050 $7,365,050 0.11 $7,335,437
COOPR Residential Mortgage Trust 2026-CES1 A1B 4.996% 25-FEB-2061, 5.00%, 01/01/61 COOPR 2026-CES1 21689GAB4 - 7,230,576 $7,340,004 $7,340,004 0.11 $7,205,309
FHLMC 30yr Pool#QX0520 5.500% 01-Dec-2054, 5.50%, 12/01/54 FR 31425USJ5 - 6,907,660 $7,089,161 $7,089,161 0.11 $7,021,098
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 $7,040,332 $7,040,332 0.11 $6,982,926
ACHM Trust 2024-HE1 A 6.55% 25-MAY-2039, 6.55%, 05/25/39 ACHM 2024-HE1 00449TAA3 - 6,833,942 $7,038,128 $7,038,128 0.11 $6,998,340
FHLMC 30yr Pool#QG3912 5.500% 01-Jun-2053, 5.50%, 06/01/53 FR 3133C4KZ6 - 6,816,133 $7,023,297 $7,023,297 0.11 $6,956,488
FIGRE TRUST 2025-HE6 FLTG 2055 C, 5.25%, 09/25/55 FIGRE 2025-HE6 31684NAC1 - 7,018,049 $7,014,133 $7,014,133 0.11 $6,956,874
PRPM 2025-RCF3, LLC, 5.77%, 08/25/28 PRPM 2025-6 69395KAA1 - 6,823,418 $7,009,585 $7,009,585 0.11 $6,847,804
LHOME Mortgage Trust 2024-RTL4 A2 6.092% 25-JUL-2039, 6.09%, 07/25/39 LHOME 2024-RTL4 50205PAB8 - 6,870,000 $6,920,571 $6,920,571 0.10 $6,883,369
Mello Mortgage Capital Acceptance 2024-SD1 A1 4.0% 25-APR-2054, 4.00%, 04/25/54 MELLO 58550DAA1 - 6,842,799 $6,770,646 $6,770,646 0.10 $6,745,985
FNMA 30yr Pool#FA0339 5.500% 01-Jan-2055, 5.50%, 01/01/55 FN 3140W0LV5 - 6,385,391 $6,625,386 $6,625,386 0.10 $6,557,007
RCKT MORTGAGE TRUST 2025 5.24863% 55, 5.25%, 08/25/55 RCKT 2025-CES8 74939WAB6 - 6,305,082 $6,614,677 $6,614,677 0.10 $6,285,780
RCKT Mortgage Trust 2026-CES4|5.394|04/25/2056, 5.39%, 04/25/56 RCKT 2026-CES4 74940CAC5 - 6,516,000 $6,545,500 $6,545,500 0.10 $6,520,116
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 $6,544,292 $6,544,292 0.10 $6,509,552
FNMA 30yr Pool#FS4356 6.000% 01-May-2053, 6.00%, 05/01/53 FN 3140XKZW3 - 6,087,248 $6,542,582 $6,542,582 0.10 $6,275,893
FNA 9, Series 2026-1 A 5.509% 15-DEC-2038, 5.51%, 04/16/46 FNH 2026-1 34411JAA8 - 6,500,000 $6,522,482 $6,522,482 0.10 $6,502,588
Meridian Arc Holdco LLC 6.25% 30-APR-2031, 6.25%, 04/30/31 MERIDI 58990CAA1 - 6,398,000 $6,424,148 $6,424,148 0.10 $6,420,816
HOMES 2026-INV1 Trust A1D 5.077% 25-AUG-2060, 5.08%, 08/25/60 HOMES 2026-INV1 43761FAD7 - 6,157,451 $6,357,598 $6,357,598 0.10 $6,144,231
PRET 2025-RPL2 Trust A1 4.0% 25-FEB-2065, 4.00%, 08/25/64 PRET 2025-RPL2 69392LAA2 - 6,327,127 $6,317,692 $6,317,692 0.09 $6,228,122
FNMA 30yr Pool#FM4129 4.000% 01-Sep-2050, 4.00%, 09/01/50 FN 3140X7ST7 - 6,427,300 $6,252,600 $6,252,600 0.09 $6,148,875
FHLMC 30yr Pool#SD5223 6.000% 01-Apr-2054, 6.00%, 04/01/54 FR 3132DSYU0 - 5,799,717 $6,210,958 $6,210,958 0.09 $5,978,899
FIGRE TRUST 2025-HE6 FLTG 2055 B, 5.14%, 09/25/55 FIGRE 2025-HE6 31684NAB3 - 6,185,789 $6,183,544 $6,183,544 0.09 $6,134,047
FNMA 30yr Pool#DA1468 6.000% 01-Sep-2053, 6.00%, 09/01/53 FN 3140A1T23 - 5,875,819 $6,142,770 $6,142,770 0.09 $6,080,420
FNMA 30yr Pool#FS7397 6.000% 01-Mar-2054, 6.00%, 03/01/54 FN 3140XPGF0 - 5,751,145 $6,136,620 $6,136,620 0.09 $5,928,826
FHLMC 30yr Pool#QX9929 6.000% 01-Apr-2055, 6.00%, 04/01/55 FR 31426HA78 - 5,878,738 $6,121,263 $6,121,263 0.09 $6,058,753
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 $6,112,472 $6,112,472 0.09 $6,085,214
FNMA 30yr Pool#DB4017 6.000% 01-May-2054, 6.00%, 05/01/54 FN 3140ADPB1 - 5,853,413 $6,097,902 $6,097,902 0.09 $6,034,254
FNMA 30yr Pool#CA5386 4.500% 01-Mar-2050, 4.50%, 03/01/50 FN 3140QC6Y7 - 6,182,603 $6,081,389 $6,081,389 0.09 $6,061,295
RCKT Mortgage Trust 2024-CES1 A1B 6.325% 25-FEB-2044, 6.33%, 02/25/44 RCKT 2024-CES1 749424AB3 - 5,702,563 $6,072,705 $6,072,705 0.09 $5,727,023
FNMA 30yr Pool#DE6050 6.000% 01-Aug-2055, 6.00%, 08/01/55 FN 3140BJWL7 - 5,647,997 $6,066,068 $6,066,068 0.09 $5,874,837
Ally Bank Auto Credit-Linked Notes, Series 2025-A D 4.991% 15-JUN-2033, 4.99%, 06/15/33 ABCLN 2025-A 02007G5G4 - 6,005,831 $6,012,542 $6,012,542 0.09 $6,002,550
FIGRE TRUST 2025-HE4 5.408% 55, 5.41%, 07/25/55 FIGRE 2025-HE4 31684PAA0 - 5,901,457 $5,973,703 $5,973,703 0.09 $5,924,057
FHLMC 30yr Pool#QH7040 6.000% 01-Dec-2053, 6.00%, 12/01/53 FR 3133CKZD3 - 5,660,099 $5,893,101 $5,893,101 0.09 $5,831,400
PRPM 2025-RPL3 A1 3.25% 25-APR-2055, 3.25%, 04/25/55 PRPM 2025-RPL3 69392NAA8 - 5,879,329 $5,860,567 $5,860,567 0.09 $5,679,564
Connecticut Avenue Securities, Series 2021-R02 2B2 9.8619% 25-NOV-2041, 9.86%, 11/25/41 CAS 2021-R02 20754KAJ0 - 5,616,000 $5,808,106 $5,808,106 0.09 $5,757,337
FHLMC 30yr Pool#QH4638 6.000% 01-Nov-2053, 6.00%, 11/01/53 FR 3133CHEK7 - 5,553,930 $5,781,861 $5,781,861 0.09 $5,722,019
FNMA 30yr Pool#FM7479 4.500% 01-Jan-2050, 4.50%, 01/01/50 FN 3140XBJZ4 - 5,743,632 $5,754,626 $5,754,626 0.09 $5,667,566
FNMA 30yr Pool#DE7796 6.000% 01-Aug-2055, 6.00%, 08/01/55 FN 3140BLUW0 - 5,477,428 $5,714,896 $5,714,896 0.09 $5,646,852
TVC Mortgage Trust 2025-RRTL1 A2 6.68% 25-APR-2040, 6.68%, 04/25/40 TVC 2025-RRTL1 900927AB0 - 5,597,000 $5,714,012 $5,714,012 0.09 $5,680,778
FIGRE Trust 2026-HE1 C 5.434% 25-JAN-2056, 5.43%, 01/25/56 FIGRE 2026-HE1 30249NAE7 - 5,613,757 $5,667,047 $5,667,047 0.08 $5,619,595
SF ABS ISSUER 2025-1 0%55 A2, 5.38%, 11/25/55 SFARM 2025-1A 784193AA2 - 5,750,000 $5,603,140 $5,603,140 0.08 $5,575,658
FHLMC 30yr Pool#SD3018 5.500% 01-May-2053, 5.50%, 05/01/53 FR 3132DQK70 - 5,322,921 $5,594,704 $5,594,704 0.08 $5,438,711
FNMA 30yr Pool#DD5556 6.000% 01-Mar-2055, 6.00%, 03/01/55 FN DD5556 MTGE 3140B6E68 - 5,272,443 $5,591,319 $5,591,319 0.08 $5,435,527
MS RES MTG LN TR 2025-SPL1 A1, 4.25%, 02/25/65 MSRM 2025-SPL1 617946AA6 - 5,607,493 $5,581,853 $5,581,853 0.08 $5,483,219
FNMA 30yr Pool#FS1578 4.000% 01-Oct-2050, 4.00%, 10/01/50 FN 3140XGXG9 - 5,708,450 $5,558,103 $5,558,103 0.08 $5,482,453
FHLMC 30yr Pool#SD3813 6.000% 01-Jul-2053, 6.00%, 07/01/53 FR 3132E0GW6 - 5,179,814 $5,504,403 $5,504,403 0.08 $5,357,135
FNMA 30yr Pool#FS0088 4.000% 01-Mar-2050, 4.00%, 03/01/50 FN 3140XFC25 - 5,631,182 $5,489,553 $5,489,553 0.08 $5,414,748
FHLMC 30yr Pool#SD2606 4.500% 01-Sep-2051, 4.50%, 09/01/51 FR 3132DP3P1 - 5,453,994 $5,415,202 $5,415,202 0.08 $5,359,602
BX Trust 2021-SDMF A 4.358% 15-SEP-2034, 4.36%, 09/15/34 BX 2021-SDMF 12434CAA2 - 5,355,350 $5,361,026 $5,361,026 0.08 $5,353,246
LHOME Mortgage Trust 2024-RTL2 A1 7.128% 25-MAR-2029, 7.13%, 03/25/29 LHOME 50205JAA4 - 5,293,684 $5,334,688 $5,334,688 0.08 $5,301,148
OCEANVIEW MORTGAGE TRUST 4.99888% 55, 4.56%, 12/25/55 BVINV 2025-4 67647DAU3 - 5,216,742 $5,237,891 $5,237,891 0.08 $5,216,737
Connecticut Avenue Securities Trust 2023-R06 1B1 7.5619% 25-JUL-2043, 7.56%, 07/25/43 CAS 2023-R06 20754EAF2 - 4,970,460 $5,233,274 $5,233,274 0.08 $5,198,820
PRPM 2025-5 0%30, 5.73%, 07/25/30 PRPM 2025-5 69392RAA9 - 5,114,857 $5,208,414 $5,208,414 0.08 $5,128,207
FNMA 30yr Pool#DB4019 6.000% 01-May-2054, 6.00%, 05/01/54 FN 3140ADPD7 - 4,917,984 $5,118,172 $5,118,172 0.08 $5,066,627
FHLMC 30yr Pool#QJ9072 6.000% 01-Nov-2054, 6.00%, 11/01/54 FR 3133D1CH0 - 4,806,904 $5,104,863 $5,104,863 0.08 $4,955,413
FNMA 30yr Pool#BX5986 5.500% 01-Mar-2053, 5.50%, 03/01/53 FN 3140NAUL5 - 4,915,652 $5,100,691 $5,100,691 0.08 $5,050,007
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA2 B1 8.4119% 25-FEB-2042, 8.41%, 02/25/42 STACR 2022-DNA2 35564KSJ9 - 4,921,687 $5,091,673 $5,091,673 0.08 $5,053,723
FNMA 30yr Pool#DC7015 5.500% 01-Dec-2054, 5.50%, 12/01/54 FN 3140AUYM9 - 4,885,410 $5,074,733 $5,074,733 0.08 $4,965,638
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 $5,058,267 $5,058,267 0.08 $5,047,637
FNMA 30yr Pool#BY0337 6.500% 01-May-2053, 6.50%, 05/01/53 FN 3140NGLT5 - 4,748,049 $5,021,244 $5,021,244 0.08 $4,959,592
Huntington Bank Auto Credit-Linked Notes, Series 2025-1 B 4.957% 20-MAR-2033, 4.96%, 03/21/33 HACLN 2025-1 446438SX2 - 4,988,816 $5,008,229 $5,008,229 0.08 $5,003,421
JP Morgan Mortgage Trust 2026-CES1 A3 5.332% 25-JUN-2056, 5.33%, 06/25/56 JPMMT 2026-CES1 46660BAE9 - 5,000,000 $5,006,426 $5,006,426 0.08 $4,964,955
FNMA 30yr Pool#CA0706 4.000% 01-Nov-2047, 4.00%, 11/01/47 FN 3140Q7YC5 - 5,096,640 $4,972,273 $4,972,273 0.07 $4,886,478
RCKT Mortgage Trust 2025-CES8 B2A 7.28202% 25-AUG-2055, 7.28%, 08/25/55 RCKT 2025-CES8 74939WAS9 - 5,040,000 $4,964,196 $4,964,196 0.07 $4,937,690
FHLMC 30yr Pool#QF9863 5.500% 01-Mar-2053, 5.50%, 03/01/53 FR 3133BX5Y3 - 4,776,220 $4,949,382 $4,949,382 0.07 $4,902,700
ABL 2024-RTL1 A2 7.457% 25-SEP-2029, 7.46%, 09/25/29 ABL 2024-RTL1 00092EAB4 - 4,840,000 $4,888,166 $4,888,166 0.07 $4,856,085
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 $4,850,775 $4,850,775 0.07 $4,794,723
FNMA 30yr Pool#DA5019 6.500% 01-Nov-2053, 6.50%, 11/01/53 FN 3140A5SH2 - 4,567,166 $4,849,587 $4,849,587 0.07 $4,798,996
FHLMC 30yr Pool#SD2715 4.500% 01-Sep-2050, 4.50%, 09/01/50 FR 3132DQAQ9 - 4,739,965 $4,714,774 $4,714,774 0.07 $4,661,869
Homeward Opportunities Fund Trust 2025-RRTL2 A1 5.237% 25-AUG-2040, 5.24%, 09/25/40 HOF 2025-RRTL2 437923AA3 - 4,682,000 $4,713,809 $4,713,809 0.07 $4,692,014
FHLMC 30yr Pool#QZ1060 6.000% 01-Aug-2055, 6.00%, 08/01/55 FR 31426XFA1 - 4,359,819 $4,622,995 $4,622,995 0.07 $4,497,303
Connecticut Avenue Securities Trust 2022-R07 1M2 8.3119% 25-JUN-2042, 8.31%, 06/25/42 CAS 2022-R07 20754MCB1 - 4,397,000 $4,603,136 $4,603,136 0.07 $4,569,635
FNMA 30yr Pool#BX9326 5.500% 01-Mar-2053, 5.50%, 03/01/53 FN 3140NELG8 - 4,431,575 $4,592,318 $4,592,318 0.07 $4,548,929
FNMA 30yr Pool#DC5656 5.000% 01-Nov-2054, 5.00%, 11/01/54 FN 3140ATJA5 - 4,567,402 $4,591,782 $4,591,782 0.07 $4,550,068
PRPM 2025 RCF4 LLC 4.5% 55, 4.50%, 08/25/55 PRPM 2025-RCF4 69382WAA0 - 4,535,116 $4,587,852 $4,587,852 0.07 $4,499,478
FHLMC 30yr Pool#QH4473 6.000% 01-Nov-2053, 6.00%, 11/01/53 FR 3133CG6J1 - 4,354,435 $4,563,650 $4,563,650 0.07 $4,486,221
FNMA 30yr Pool#DE9377 6.000% 01-Sep-2055, 6.00%, 09/01/55 FN 3140BNM39 - 4,325,523 $4,508,563 $4,508,563 0.07 $4,461,925
Affirm Asset Securitization Trust 2025-X2 C 4.93% 15-OCT-2030, 4.93%, 10/15/30 AFFRM 2025-X2 00835DAC6 - 4,500,000 $4,506,929 $4,506,929 0.07 $4,499,534
FHLMC 30yr Pool#RA1100 4.000% 01-Jul-2049, 4.00%, 07/01/49 FR 3133KGGH5 - 4,645,483 $4,483,761 $4,483,761 0.07 $4,445,055
FHLMC 30yr Pool#QH2259 6.000% 01-Sep-2053, 6.00%, 09/01/53 FR 3133CEQL9 - 4,208,175 $4,400,603 $4,400,603 0.07 $4,335,535
EFMT 2026-CES1 A3 5.466% 25-DEC-2060, 5.47%, 12/25/60 EFMT 2026-CES1 26846MAE4 - 4,250,000 $4,279,977 $4,279,977 0.06 $4,243,840
FNMA 30yr Pool#FS3246 5.500% 01-Nov-2052, 5.50%, 11/01/52 FN 3140XJTC7 - 3,950,187 $4,204,180 $4,204,180 0.06 $4,065,404
FNMA 30yr Pool#DD3307 6.000% 01-Feb-2055, 6.00%, 02/01/55 FN DD3307 MTGE 3140B3U91 - 3,758,657 $4,194,818 $4,194,818 0.06 $3,874,917
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 $4,169,094 $4,169,094 0.06 $4,130,000
Vista Point Securitization Trust 2026-CES1 A3 5.376% 25-FEB-2056, 5.38%, 02/25/56 VSTA 2026-CES1 92790EAC4 - 4,169,000 $4,162,630 $4,162,630 0.06 $4,142,708
FIGRE Trust 2025-HE3 B 5.71% 25-MAY-2055, 5.71%, 05/25/55 FIGRE 2025-HE3 31684LAB7 - 4,092,566 $4,153,886 $4,153,886 0.06 $4,117,535
FNMA 30yr Pool#FA3788 5.500% 01-Nov-2055, 5.50%, 11/01/55 FN 3140W4F69 - 3,994,219 $4,152,258 $4,152,258 0.06 $4,105,544
FHLMC 30yr Pool#QF7280 5.500% 01-Jan-2053, 5.50%, 01/01/53 FR 3133BVCR4 - 3,950,507 $4,130,262 $4,130,262 0.06 $4,065,733
EASY STREET MORTGAGE LN 5.606%40 A1, 5.61%, 10/25/40 EASY 2025-RTL2 27786YAA6 - 4,100,000 $4,119,425 $4,119,425 0.06 $4,098,995
FIGRE TRUST 2025-FL1 5.265% 55, 5.26%, 07/25/55 FIGRE 2025-FL1 31684QAA8 - 4,034,649 $4,068,282 $4,068,282 0.06 $4,035,238
FNMA 30yr Pool#CB2907 3.500% 01-Feb-2052, 3.50%, 02/01/52 FN 3140QNGR7 - 4,270,874 $4,049,179 $4,049,179 0.06 $3,985,391
OBX 2026-CES1 Trust|5.586|04/25/2056, 5.59%, 04/25/56 OBX 2026-CES1 67124LAD5 - 4,000,000 $4,039,326 $4,039,326 0.06 $4,023,189
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 $4,029,004 $4,029,004 0.06 $3,995,267
JP Morgan Mortgage Trust 2026-CES1 A2 5.182% 25-JUN-2056, 5.18%, 06/25/56 JPMMT 2026-CES1 46660BAD1 - 4,000,000 $3,989,244 $3,989,244 0.06 $3,957,000
FNMA 30yr Pool#BW6314 5.500% 01-Aug-2052, 5.50%, 08/01/52 FN 3140MYAQ5 - 3,825,603 $3,965,570 $3,965,570 0.06 $3,923,380
FNMA 30yr Pool#DE7795 6.000% 01-Aug-2055, 6.00%, 08/01/55 FN 3140BLUV2 - 3,674,162 $3,945,895 $3,945,895 0.06 $3,790,024
Ginnie Mae REMIC Trust 2023-116 LF 4.97294% 20-AUG-2053, 4.94%, 08/20/53 GNR 2023-116 38384EFT7 - 3,883,022 $3,925,303 $3,925,303 0.06 $3,921,573
FHLMC 30yr Pool#QH5204 6.500% 01-Nov-2053, 6.50%, 11/01/53 FR 3133CHX91 - 3,694,116 $3,923,278 $3,923,278 0.06 $3,881,629
FIGRE Trust 2025-HE3 C 5.91% 25-MAY-2055, 5.91%, 05/25/55 FIGRE 2025-HE3 31684LAC5 - 3,847,012 $3,910,402 $3,910,402 0.06 $3,875,035
Fannie Mae REMIC Trust 2020-98 AI 3.5% 25-JAN-2061, 3.50%, 01/25/61 FNR 2020-98 3136BDLE6 - 18,265,759 $3,907,282 $3,907,282 0.06 $3,807,567
FHLMC 30yr Pool#QX6719 6.000% 01-Feb-2055, 6.00%, 02/01/55 FR 31426CPD0 - 3,747,918 $3,905,090 $3,905,090 0.06 $3,863,846
EFMT 2026-CES1 A2 5.316% 25-DEC-2060, 5.32%, 12/25/60 EFMT 2026-CES1 26846MAD6 - 3,881,000 $3,902,766 $3,902,766 0.06 $3,870,673
FNMA 30yr Pool#DA5072 6.500% 01-Nov-2053, 6.50%, 11/01/53 FN 3140A5T65 - 3,395,637 $3,853,947 $3,853,947 0.06 $3,548,496
FIGRE Trust 2026-HE1 B 5.183% 25-JAN-2056, 5.18%, 01/25/56 FIGRE 2026-HE1 30249NAD9 - 3,769,443 $3,797,874 $3,797,874 0.06 $3,767,483
FNMA 30yr Pool#FS2135 4.000% 01-Nov-2049, 4.00%, 11/01/49 FN 3140XHLR6 - 3,872,843 $3,775,346 $3,775,346 0.06 $3,710,553
FNMA 30yr Pool#BY0335 6.000% 01-May-2053, 6.00%, 05/01/53 FN 3140NGLR9 - 3,216,144 $3,761,446 $3,761,446 0.06 $3,302,916
Connecticut Avenue Securities Trust 2022-R02 2M2 6.6619% 25-JAN-2042, 6.66%, 01/25/42 CAS 2022-R02 20754BAB7 - 3,678,892 $3,748,037 $3,748,037 0.06 $3,725,237
Connecticut Avenue Securities Trust 2022-R07 1B2 15.6619% 25-JUN-2042, 15.66%, 06/25/42 CAS 2022-R07 20754MAL1 - 3,206,201 $3,623,416 $3,623,416 0.05 $3,577,386
FHLMC 30yr Pool#QH1144 5.500% 01-Sep-2053, 5.50%, 09/01/53 FR 3133CDHV9 - 3,463,817 $3,605,995 $3,605,995 0.05 $3,558,490
FNMA 30yr Pool#FS2713 4.500% 01-Oct-2050, 4.50%, 10/01/50 FN 3140XJAP8 - 3,576,768 $3,581,694 $3,581,694 0.05 $3,529,399
FHLMC 30yr Pool#QI8221 6.000% 01-Jun-2054, 6.00%, 06/01/54 FR 3133WFD20 - 3,320,671 $3,545,294 $3,545,294 0.05 $3,423,262
FHLMC 30yr Pool#SL3350 6.000% 01-Nov-2055, 6.00%, 11/01/55 FR 31427QWL2 - - $3,528,232 $3,528,232 0.05 $0
FNMA 30yr Pool#DF1002 6.000% 01-Oct-2055, 6.00%, 10/01/55 FN 3140BRDG1 - 3,383,611 $3,523,669 $3,523,669 0.05 $3,488,866
FHF ISSUER TRUST 2024-1 0% 26, 4.84%, 12/15/26 FHF 2025-2A 30343DAA2 - 3,501,859 $3,507,822 $3,507,822 0.05 $3,502,174
FHLMC 30yr Pool#QH0826 5.500% 01-Sep-2053, 5.50%, 09/01/53 FR 3133CC4K9 - 3,368,708 $3,493,637 $3,493,637 0.05 $3,460,781
FNMA 30yr Pool#BX6124 6.500% 01-Jan-2053, 6.50%, 01/01/53 FN 3140NAYW7 - 3,257,026 $3,482,680 $3,482,680 0.05 $3,446,104
FHLMC 30yr Pool#QF7810 5.500% 01-Jan-2053, 5.50%, 01/01/53 FR 3133BVVB8 - 3,338,362 $3,469,299 $3,469,299 0.05 $3,435,734
FHLMC 30yr Pool#QZ3837 6.000% 01-Sep-2055, 6.00%, 09/01/55 FR 31427BHP3 - 3,253,595 $3,467,591 $3,467,591 0.05 $3,356,195
FHLMC 30yr Pool#SD1416 4.500% 01-Dec-2048, 4.50%, 12/01/48 FR 3132DNSD6 - 3,449,941 $3,436,373 $3,436,373 0.05 $3,404,251
FHLMC 30yr Pool#QH7549 6.000% 01-Dec-2053, 6.00%, 12/01/53 FR 3133CLL61 - 3,148,019 $3,407,860 $3,407,860 0.05 $3,243,293
FNMA 30yr Pool#FM7031 4.000% 01-Jan-2051, 4.00%, 01/01/51 FN 3140XAY55 - 3,474,670 $3,389,912 $3,389,912 0.05 $3,324,150
OBX 2026 HE1 FLTG 2056 A1B, 5.16%, 02/25/56 OBX 2026-HE1 67124BAB1 - 3,369,884 $3,385,605 $3,385,605 0.05 $3,369,659
Connecticut Avenue Securities Trust 2024-R06 1M2 5.2619% 25-SEP-2044, 5.26%, 09/25/44 CAS 2024-R06 20755RAC9 - 3,317,962 $3,338,494 $3,338,494 0.05 $3,322,490
FHLMC 30yr Pool#QX5273 6.000% 01-Feb-2055, 6.00%, 02/01/55 FR 31426A2F4 - 3,099,659 $3,336,702 $3,336,702 0.05 $3,195,423
FINANCE OF AMERICA STRUCTURE 3.5% 74, 3.50%, 02/25/74 FASST 2024-S1 31740RAB6 - 3,332,663 $3,301,705 $3,301,705 0.05 $3,291,091
RCKT Mortgage Trust 2025-CES2 A1B 5.603% 25-FEB-2055, 5.60%, 02/25/55 RCKT 2025-CES2 74942BAB7 - 3,153,521 $3,301,175 $3,301,175 0.05 $3,159,558
RCKT Mortgage Trust 2026-CES1 A1B 4.928% 25-JAN-2056, 4.93%, 01/25/56 RCKT 2026-CES1 74939BAB2 - 3,204,003 $3,275,181 $3,275,181 0.05 $3,187,864
RCKT Mortgage Trust 2023-CES1 A1A 6.515% 25-JUN-2043, 6.51%, 06/25/43 RCKT 74935WAA2 - 3,023,934 $3,222,064 $3,222,064 0.05 $3,019,115
FHLMC 30yr Pool#QH6041 5.500% 01-Dec-2053, 5.50%, 12/01/53 FR 3133CJWA5 - 3,111,660 $3,207,106 $3,207,106 0.05 $3,175,733
FNMA 30yr Pool#FM1540 4.000% 01-Sep-2049, 4.00%, 09/01/49 FN 3140X4WA0 - 3,183,412 $3,156,834 $3,156,834 0.05 $3,046,065
FNMA 30yr Pool#MA4026 4.000% 01-May-2050, 4.00%, 05/01/50 FN 31418DPL0 - 3,238,847 $3,143,584 $3,143,584 0.05 $3,100,362
EFMT 2025-RTL1 0% 40, 5.22%, 11/25/40 EFMT 2025-RTL1 26846FAA7 - 3,108,000 $3,125,327 $3,125,327 0.05 $3,110,903
FHLMC 30yr Pool#QZ4951 6.000% 01-Oct-2055, 6.00%, 10/01/55 FR 31427CQD8 - 2,903,032 $3,102,098 $3,102,098 0.05 $2,994,577
FHLMC 30yr Pool#SD1111 4.000% 01-Jun-2050, 4.00%, 06/01/50 FR 3132DNGU1 - 3,120,372 $3,058,739 $3,058,739 0.05 $3,001,381
BX Trust 2021-BXMF C 4.96027% 15-OCT-2038, 4.96%, 10/15/26 BX 2021-BXMF 05609RAJ3 - 2,958,012 $2,961,994 $2,961,994 0.04 $2,957,103
COOPR Residential Mortgage Trust 2026-CES1 A2 5.158% 25-FEB-2061, 5.16%, 02/25/61 COOPR 2026-CES1 21689GAD0 - 2,949,000 $2,961,299 $2,961,299 0.04 $2,937,638
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 $2,929,256 $2,929,256 0.04 $2,911,810
FNMA 30yr Pool#MA4056 4.000% 01-Jun-2050, 4.00%, 06/01/50 FN 31418DQJ4 - 3,006,868 $2,920,288 $2,920,288 0.04 $2,878,302
GWT Commercial Mortgage Trust 2024-WLF2 A 5.34595% 15-MAY-2041, 5.35%, 05/15/41 GWT 2024-WLF2 362414AA2 - 2,900,000 $2,909,548 $2,909,548 0.04 $2,904,380
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 $2,867,577 $2,867,577 0.04 $2,846,390
FNMA 30yr Pool#BX8700 5.500% 01-Mar-2053, 5.50%, 03/01/53 FN 3140NDU21 - 2,737,503 $2,837,280 $2,837,280 0.04 $2,809,996
FHLMC 30yr Pool#QZ4131 6.000% 01-Sep-2055, 6.00%, 09/01/55 FR 31427BSV8 - 2,716,319 $2,829,936 $2,829,936 0.04 $2,800,338
FHLMC 30yr Pool#QG2539 6.500% 01-May-2053, 6.50%, 05/01/53 FR 3133C2ZC5 - 2,672,056 $2,806,298 $2,806,298 0.04 $2,776,326
Fannie Mae Pool|4|03/01/2050, 4.00%, 03/01/50 FN 3140X8S24 - 2,878,158 $2,801,953 $2,801,953 0.04 $2,757,550
FNMA 30yr Pool#MA3496 4.500% 01-Oct-2048, 4.50%, 10/01/48 FN 31418C3E2 - 2,784,897 $2,783,471 $2,783,471 0.04 $2,748,015
Chase Mortgage Reference Notes, Series 2021-CL1 M1 4.8619% 25-FEB-2050, 4.86%, 02/25/50 CHASE 2021-CL1 46591HBX7 - 2,812,956 $2,779,205 $2,779,205 0.04 $2,766,581
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 $2,767,492 $2,767,492 0.04 $2,750,134
FHLMC 30yr Pool#QE6404 5.500% 01-Jul-2052, 5.50%, 07/01/52 FR 3133BGDH8 - 2,549,080 $2,765,291 $2,765,291 0.04 $2,614,231
RCKT MORTGAGE TRUST 2025-CE 5.16% 34, 5.16%, 07/25/34 RCKTL 2025-1A 74939RAC5 - 2,750,000 $2,761,299 $2,761,299 0.04 $2,748,686
OBX TRUST 2026-HE1 FLTG 2056 M1, 5.31%, 02/25/56 OBX 2026-HE1 67124BAD7 - 2,707,000 $2,718,656 $2,718,656 0.04 $2,705,475
FHLMC 30yr Pool#QE8542 5.500% 01-Aug-2052, 5.50%, 08/01/52 FR 3133BJP30 - 2,616,056 $2,709,638 $2,709,638 0.04 $2,682,919
FNMA 30yr Pool#BV5393 3.500% 01-Apr-2052, 3.50%, 04/01/52 FN 3140MJ7F6 - 2,823,415 $2,683,211 $2,683,211 0.04 $2,626,678
FHLMC 30yr Pool#SD6905 6.000% 01-Nov-2054, 6.00%, 11/01/54 FR 3132DUU62 - 2,575,092 $2,679,994 $2,679,994 0.04 $2,652,923
FHLMC 30yr Pool#QF9276 5.500% 01-Mar-2053, 5.50%, 03/01/53 FR 3133BXJV4 - 2,555,463 $2,650,220 $2,650,220 0.04 $2,625,308
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 - 2,528,314 $2,625,711 $2,625,711 0.04 $2,607,142
FHLMC 30yr Pool#SD2897 5.500% 01-May-2053, 5.50%, 05/01/53 FR 3132DQGE0 - 2,464,258 $2,607,771 $2,607,771 0.04 $2,517,864
Vista Point Securitization Trust 2026-CES1 A2 5.226% 25-FEB-2056, 5.23%, 02/25/56 VSTA 2026-CES1 92790EAB6 - 2,600,000 $2,599,456 $2,599,456 0.04 $2,587,378
EFMT 2026-CES1 A1B 5.116% 25-DEC-2060, 5.12%, 12/25/60 EFMT 2026-CES1 26846MAB0 - 2,575,965 $2,589,936 $2,589,936 0.04 $2,569,435
FHLMC 30yr Pool#Q57869 4.000% 01-Aug-2048, 4.00%, 08/01/48 FG 3132Y1W79 - 2,685,089 $2,583,441 $2,583,441 0.04 $2,575,684
FNMA 30yr Pool#DE2839 6.000% 01-Jun-2055, 6.00%, 06/01/55 FN 3140BFEM3 - 2,334,282 $2,578,698 $2,578,698 0.04 $2,407,892
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 $2,572,636 $2,572,636 0.04 $2,549,883
FIGRE Trust 2024-HE4 B 5.252% 25-SEP-2054, 5.25%, 09/25/54 FIGRE 2024-HE4 31684UAB7 - 2,540,240 $2,552,443 $2,552,443 0.04 $2,540,584
PRPM 2026-RCF1 A3 5.305% 25-JAN-2056, 5.30%, 01/25/56 PRPM 2026-RCF1 69383VAF0 - 2,500,000 $2,523,082 $2,523,082 0.04 $2,502,452
PRPM 2026-RCF1 A2 5.206% 25-JAN-2056, 5.21%, 01/25/56 PRPM 2026-RCF1 69383VAB9 - 2,500,000 $2,522,789 $2,522,789 0.04 $2,502,543
OBX 2026-CES1 Trust|5.424|04/25/2056, 5.42%, 04/25/56 OBX 2026-CES1 67124LAB9 - 2,500,000 $2,513,777 $2,513,777 0.04 $2,503,983
BX Trust 2021-BXMF G 7.118513% 15-OCT-2038, 7.12%, 10/15/26 BX 2021-BXMF 05609RAS3 - 2,488,884 $2,489,363 $2,489,363 0.04 $2,483,457
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 $2,488,229 $2,488,229 0.04 $2,476,987
FHLMC 30yr Pool#SD3523 3.000% 01-Jun-2052, 3.00%, 06/01/52 FR 3132DQ4G8 - 2,708,696 $2,475,895 $2,475,895 0.04 $2,414,102
FNMA 30yr Pool#BY8533 6.500% 01-Aug-2053, 6.50%, 08/01/53 FN 3140NRPT7 - 2,297,938 $2,427,386 $2,427,386 0.04 $2,401,383
FNMA 30yr Pool#DC1302 5.000% 01-Aug-2054, 5.00%, 08/01/54 FN 3140ANNU9 - 2,411,049 $2,422,817 $2,422,817 0.04 $2,400,888
PRPM 2025-RCF3 LLC 5.25% 55, 5.25%, 07/25/55 PRPM 2025-RCF3 69392PAB1 - 2,380,125 $2,400,535 $2,400,535 0.04 $2,381,097
FNMA 30yr Pool#BY5913 5.500% 01-Sep-2053, 5.50%, 09/01/53 FN 3140NNSB2 - 2,305,215 $2,391,745 $2,391,745 0.04 $2,368,221
FHLMC 30yr Pool#QF0488 5.500% 01-Sep-2052, 5.50%, 09/01/52 FR 3133BMRH0 - 2,292,153 $2,389,429 $2,389,429 0.04 $2,350,737
Ginnie Mae REMIC Trust 2017-163 LO 0.0% 16-MAY-2041, 0.00%, 05/16/41 GNR 2017-163 38380KNA9 - 3,108,477 $2,381,170 $2,381,170 0.04 $2,381,170
Connecticut Avenue Securities Trust 2022-R08 1M2 7.2619% 25-JUL-2042, 7.26%, 07/25/42 CAS 2022-R08 20755DAB2 - 2,280,000 $2,361,440 $2,361,440 0.04 $2,346,262
FNMA 30yr Pool#DA3549 6.500% 01-Oct-2053, 6.50%, 10/01/53 FN 3140A35K5 - 2,205,650 $2,342,720 $2,342,720 0.04 $2,317,609
Morgan Stanley Residential Mortgage Loan Trust 2026-NQM1 A2 5.032% 25-DEC-2070, 5.03%, 12/25/70 MSRM 2026-NQM1 61780XAF2 - 2,285,052 $2,328,780 $2,328,780 0.03 $2,270,624
FNMA 30yr Pool#DF0313 6.000% 01-Sep-2055, 6.00%, 09/01/55 FN 3140BQK34 - 2,197,656 $2,291,464 $2,291,464 0.03 $2,266,957
FHLMC 30yr Pool#QY9883 6.000% 01-Aug-2055, 6.00%, 08/01/55 FR 31426U6V1 - 2,150,535 $2,241,239 $2,241,239 0.03 $2,218,351
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
JP MORGAN MORTGAGE TRUST 2 5.777% 55, 5.50%, 11/25/55 JPMMT 2025-5MPR 46593VAD9 - - $2,162,442 $2,162,442 0.03 $0
PRPM 2024-RCF2 A1 3.75% 25-MAR-2054, 3.75%, 03/25/54 PRPM 2024-RCF2 693987AA7 - 2,172,830 $2,146,159 $2,146,159 0.03 $2,138,738
FHLMC 30yr Pool#QG2543 5.500% 01-May-2053, 5.50%, 05/01/53 FR 3133C2ZG6 - 2,051,836 $2,114,503 $2,114,503 0.03 $2,094,087
Ally Bank Auto Credit-Linked Notes, Series 2024-A C 6.022% 15-MAY-2032, 6.02%, 05/17/32 ABCLN 2024-A 02007GZ63 - 2,067,450 $2,096,837 $2,096,837 0.03 $2,092,687
FNMA 30yr Pool#BY0338 6.500% 01-May-2053, 6.50%, 05/01/53 FN 3140NGLU2 - 1,899,189 $2,007,988 $2,007,988 0.03 $1,986,774
FNMA 30yr Pool#FS1640 4.000% 01-Apr-2052, 4.00%, 04/01/52 FN 3140XGZE2 - 2,080,129 $2,007,253 $2,007,253 0.03 $1,990,478
FNMA 30yr Pool#FS3001 4.000% 01-Oct-2051, 4.00%, 10/01/51 FN 3140XJKP7 - 2,060,798 $2,005,233 $2,005,233 0.03 $1,971,526
FNMA 30yr Pool#DA0036 6.500% 01-Sep-2053, 6.50%, 09/01/53 FN 3140A0BE8 - 1,845,089 $1,950,982 $1,950,982 0.03 $1,928,148
FNMA 30yr Pool#CA7849 4.500% 01-Oct-2050, 4.50%, 10/01/50 FN 3140QFWK1 - 1,964,309 $1,950,291 $1,950,291 0.03 $1,931,945
FHLMC 30yr Pool#QX7432 6.000% 01-Feb-2055, 6.00%, 02/01/55 FR 31426DHJ4 - 1,760,245 $1,932,997 $1,932,997 0.03 $1,814,691
FNMA 30yr Pool#BX8072 5.500% 01-Mar-2053, 5.50%, 03/01/53 FN 3140NC6J3 - 1,862,283 $1,929,727 $1,929,727 0.03 $1,911,598
Chase Mortgage Reference Notes, Series 2020-CL1 M2 6.29303% 25-OCT-2057, 6.29%, 10/25/57 CHASE 2020-CL1 46591HAH3 - 1,839,628 $1,910,261 $1,910,261 0.03 $1,899,525
FHLMC 30yr Pool#SI2017 4.000% 01-Dec-2048, 4.00%, 12/01/48 FR 3133USG21 - 1,908,239 $1,845,961 $1,845,961 0.03 $1,828,229
FNMA 30yr Pool#DF0998 6.000% 01-Oct-2055, 6.00%, 10/01/55 FN 3140BRDC0 - 1,765,045 $1,839,545 $1,839,545 0.03 $1,820,704
Chase Mortgage Reference Notes, Series 2021-CL1 M3 5.2119% 25-FEB-2050, 5.21%, 02/25/50 CHASE 2021-CL1 46591HBZ2 - 1,834,516 $1,799,336 $1,799,336 0.03 $1,790,520
FNMA 30yr Pool#BY0361 6.500% 01-Jun-2053, 6.50%, 06/01/53 FN 3140NGMK3 - 1,512,883 $1,793,489 $1,793,489 0.03 $1,577,783
Connecticut Avenue Securities Trust 2022-R06 1B2 14.2619% 25-MAY-2042, 14.26%, 05/25/42 CAS 2022-R06 20754NAR6 - 1,596,475 $1,762,027 $1,762,027 0.03 $1,741,156
Santander Bank Auto Credit-Linked Notes, Series 2024-A B 5.622% 15-JUN-2032, 5.62%, 06/15/32 SBCLN 2024-A 80290CCJ1 - 1,739,015 $1,759,632 $1,759,632 0.03 $1,756,373
FHLMC 30yr Pool#QI4878 6.000% 01-Apr-2054, 6.00%, 04/01/54 FR 3133WBM37 - 1,686,749 $1,756,719 $1,756,719 0.03 $1,738,861
FNMA 30yr Pool#DA3538 6.000% 01-Oct-2053, 6.00%, 10/01/53 FN 3140A34Y6 - 1,682,226 $1,754,783 $1,754,783 0.03 $1,733,138
FHLMC 30yr Pool#SD1551 4.000% 01-Mar-2050, 4.00%, 03/01/50 FR 3132DNWL3 - 1,781,394 $1,732,820 $1,732,820 0.03 $1,706,745
PRPM 2025-RCF3 LLC 5.25% 55, 5.25%, 07/25/55 PRPM 2025-RCF3 69392PAC9 - 1,700,000 $1,711,056 $1,711,056 0.03 $1,697,172
Foundation Finance Trust 2023-2 A 6.53% 15-JUN-2049, 6.53%, 06/15/49 FFIN 2023-2A 35042RAA4 - 1,653,604 $1,706,087 $1,706,087 0.03 $1,702,488
FNMA 30yr Pool#MA3521 4.000% 01-Nov-2048, 4.00%, 11/01/48 FN 31418C4F8 - 1,731,955 $1,684,790 $1,684,790 0.03 $1,659,378
Fannie Mae Pool|4|08/01/2050, 4.00%, 08/01/50 FN 3140X8UA3 - 1,738,028 $1,677,864 $1,677,864 0.03 $1,663,600
RAM 2024-1 A 5.95% 15-FEB-2039, 6.67%, 02/15/39 RAM 2024-1 751313AA5 - 1,665,633 $1,670,384 $1,670,384 0.03 $1,666,681
FHLMC 30yr Pool#QG2540 6.500% 01-May-2053, 6.50%, 05/01/53 FR 3133C2ZD3 - 1,131,196 $1,644,750 $1,644,750 0.02 $1,175,569
FHLMC 30yr Pool#SD0943 3.500% 01-Apr-2052, 3.50%, 04/01/52 FR 3132DNBL6 - 1,719,282 $1,633,764 $1,633,764 0.02 $1,604,358
Chase Mortgage Reference Notes, Series 2021-CL1 M2 5.0119% 25-FEB-2050, 5.01%, 02/25/50 CHASE 2021-CL1 46591HBY5 - 1,652,611 $1,621,896 $1,621,896 0.02 $1,614,259
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 $1,620,553 $1,620,553 0.02 $1,616,066
FNMA 30yr Pool#DD4221 6.000% 01-Feb-2055, 6.00%, 02/01/55 FN DD4221 MTGE 3140B4VP2 - 1,548,025 $1,612,021 $1,612,021 0.02 $1,595,851
FHF Trust 2024-1 (First Help Financial) A2 5.69% 15-FEB-2030, 5.69%, 02/15/30 FHF 2024-1A 31568AAB2 - 1,566,496 $1,576,202 $1,576,202 0.02 $1,573,230
FHLMC 30yr Pool#SD4456 4.000% 01-Aug-2050, 4.00%, 08/01/50 FR 3132E05R9 - 1,604,995 $1,563,546 $1,563,546 0.02 $1,535,468
FHLMC 30yr Pool#QZ4132 6.000% 01-Sep-2055, 6.00%, 09/01/55 FR 31427BSW6 - 1,411,191 $1,544,896 $1,544,896 0.02 $1,455,692
FNMA 30yr Pool#CB2681 3.500% 01-Jan-2052, 3.50%, 01/01/52 FN 3140QM6T6 - 1,629,503 $1,543,386 $1,543,386 0.02 $1,520,706
FNMA 30yr Pool#DC9709 6.000% 01-Jan-2055, 6.00%, 01/01/55 FN 3140AXYF8 - 1,393,411 $1,521,596 $1,521,596 0.02 $1,435,526
FHLMC 30yr Pool#QY7439 6.000% 01-Jun-2055, 6.00%, 06/01/55 FR 31426SHR3 - 1,421,784 $1,485,850 $1,485,850 0.02 $1,466,619
FHLMC 30yr Pool#Q58477 4.000% 01-Sep-2048, 4.00%, 09/01/48 FG 3132Y2M37 - 1,489,871 $1,433,355 $1,433,355 0.02 $1,429,051
FNMA 30yr Pool#BT8051 5.500% 01-Jan-2053, 5.50%, 01/01/53 FN 3140LW5M5 - 1,375,296 $1,429,612 $1,429,612 0.02 $1,415,410
FNMA 30yr Pool#CA5573 4.000% 01-Apr-2050, 4.00%, 04/01/50 FN 3140QDFP4 - 1,385,749 $1,421,949 $1,421,949 0.02 $1,326,406
FNMA 30yr Pool#MA3415 4.000% 01-Jul-2048, 4.00%, 07/01/48 FN 31418CYM0 - 1,458,788 $1,421,662 $1,421,662 0.02 $1,397,658
Santander Bank Auto Credit-Linked Notes, Series 2023-B B 5.64% 15-DEC-2033, 5.64%, 12/15/33 SBCLN 2023-B 80290CCB8 - 1,391,202 $1,406,238 $1,406,238 0.02 $1,403,622
FNMA 30yr Pool#BY1896 5.500% 01-May-2053, 5.50%, 05/01/53 FN 3140NJDA9 - 1,351,340 $1,392,572 $1,392,572 0.02 $1,379,167
FNMA 30yr Pool#CA1931 4.500% 01-Jun-2048, 4.50%, 06/01/48 FN 3140Q9ED1 - 1,379,324 $1,374,109 $1,374,109 0.02 $1,361,057
FHLMC 30yr Pool#QG4340 6.500% 01-Jun-2053, 6.50%, 06/01/53 FR 3133C4ZD9 - 1,293,797 $1,358,647 $1,358,647 0.02 $1,344,284
FIGRE TRUST 2025-HE5 FLTG 2055 B, 5.49%, 08/25/55 FIGRE 2025-HE5 31684MAB5 - 1,305,678 $1,318,980 $1,318,980 0.02 $1,307,839
FNMA 30yr Pool#BX7860 5.500% 01-Mar-2053, 5.50%, 03/01/53 FN 3140NCWW5 - 1,249,754 $1,292,490 $1,292,490 0.02 $1,279,202
FNMA 30yr Pool#BY0327 6.500% 01-May-2053, 6.50%, 05/01/53 FN 3140NGLH1 - 1,228,835 $1,290,332 $1,290,332 0.02 $1,276,462
FHLMC 30yr Pool#SL2435 6.500% 01-Feb-2055, 6.50%, 02/01/55 FR 31427PV50 - - $1,264,602 $1,264,602 0.02 $0
ACHV ABS Trust 2024-1PL B 6.34% 25-APR-2031, 6.34%, 04/25/31 ACHV 2024-1PL 00092BAB0 - 1,226,459 $1,241,670 $1,241,670 0.02 $1,234,758
FNMA 30yr Pool#FM7725 4.500% 01-Dec-2050, 4.50%, 12/01/50 FN 3140XBSP6 - 1,234,196 $1,238,014 $1,238,014 0.02 $1,212,836
FHLMC 30yr Pool#QF2561 5.500% 01-Nov-2052, 5.50%, 11/01/52 FR 3133BPZ27 - 1,171,226 $1,216,392 $1,216,392 0.02 $1,204,837
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 $1,212,103 $1,212,103 0.02 $1,206,411
FNMA 30yr Pool#DB3056 5.500% 01-May-2054, 5.50%, 05/01/54 FN 3140ACME0 - 1,172,351 $1,209,463 $1,209,463 0.02 $1,197,760
Ally Bank Auto Credit-Linked Notes, Series 2024-A D 6.315% 15-MAY-2032, 6.31%, 05/17/32 ABCLN 2024-A 02007GZ71 - 1,181,400 $1,198,365 $1,198,365 0.02 $1,195,879
FNMA 40yr Pool#BF0167 3.000% 01-Feb-2057, 3.00%, 02/01/57 FN 3140FXFH0 - 1,351,898 $1,184,955 $1,184,955 0.02 $1,176,347
FNMA 30yr Pool#MA3149 4.000% 01-Oct-2047, 4.00%, 10/01/47 FN 31418CQB3 - 1,214,660 $1,182,841 $1,182,841 0.02 $1,164,620
EFMT 2026-CES1 M1 5.616% 25-DEC-2060, 5.62%, 12/25/60 EFMT 2026-CES1 26846MAF1 - 1,166,000 $1,171,551 $1,171,551 0.02 $1,161,365
FNMA 30yr Pool#BX0804 5.500% 01-Nov-2052, 5.50%, 11/01/52 FN 3140N43N5 - 1,117,050 $1,158,823 $1,158,823 0.02 $1,145,468
FNMA 30yr Pool#BJ9181 5.000% 01-May-2048, 5.00%, 05/01/48 FN 3140HBFX1 - 1,132,121 $1,156,481 $1,156,481 0.02 $1,145,102
FHLMC 30yr Pool#SD8003 4.000% 01-Jul-2049, 4.00%, 07/01/49 FR 3132DV3L7 - 1,191,371 $1,156,374 $1,156,374 0.02 $1,139,762
FNMA 30yr Pool#FM9138 4.000% 01-Mar-2050, 4.00%, 03/01/50 FN 3140XDEL6 - 1,182,589 $1,146,905 $1,146,905 0.02 $1,133,033
FHLMC 30yr Pool#QG6538 5.500% 01-Jul-2053, 5.50%, 07/01/53 FR 3133C7HP5 - 1,094,313 $1,134,815 $1,134,815 0.02 $1,124,222
FNMA 30yr Pool#AS6811 3.000% 01-Mar-2046, 3.00%, 03/01/46 FN 3138WGR97 - 1,203,092 $1,107,267 $1,107,267 0.02 $1,096,237
FHLMC 30yr Pool#ZT2087 4.000% 01-Jun-2049, 4.00%, 06/01/49 FR 3132AEJ80 - 1,127,414 $1,099,382 $1,099,382 0.02 $1,078,575
FNMA 30yr Pool#AS7492 4.000% 01-Jul-2046, 4.00%, 07/01/46 FN 3138WHKE1 - 1,080,872 $1,047,712 $1,047,712 0.02 $1,037,781
Connecticut Avenue Securities Trust 2022-R04 1M2 6.7619% 25-MAR-2042, 6.76%, 03/25/42 CAS 2022-R04 20753YCK6 - 1,000,000 $1,023,046 $1,023,046 0.02 $1,016,847
FHLMC 30yr Pool#RA1188 4.500% 01-Aug-2049, 4.50%, 08/01/49 FR 3133KGJ90 - 1,018,773 $1,013,744 $1,013,744 0.02 $1,004,316
FHLMC 30yr Pool#QG3885 6.500% 01-Jun-2053, 6.50%, 06/01/53 FR 3133C4J62 - 964,631 $1,012,941 $1,012,941 0.02 $1,002,273
FHLMC 30yr Pool#RA1087 4.500% 01-Jul-2049, 4.50%, 07/01/49 FR 3133KGF45 - 1,015,565 $1,010,386 $1,010,386 0.02 $1,001,153
FNMA 30yr Pool#CB8995 5.500% 01-Aug-2054, 5.50%, 08/01/54 FN 3140QU7H3 - 968,373 $1,009,396 $1,009,396 0.02 $983,088
FNMA 30yr Pool#BV4203 3.500% 01-Apr-2052, 3.50%, 04/01/52 FN 3140MHU56 - 991,969 $948,102 $948,102 0.01 $922,848
FNMA 30yr Pool#BV8484 3.500% 01-Apr-2052, 3.50%, 04/01/52 FN 3140MNNA0 - 998,117 $936,090 $936,090 0.01 $928,568
FNMA 30yr Pool#FM1598 4.000% 01-Feb-2049, 4.00%, 02/01/49 FN 3140X4X43 - 961,287 $929,609 $929,609 0.01 $921,004
FHLMC 30yr Pool#QG6948 5.500% 01-Jul-2053, 5.50%, 07/01/53 FR 3133C7WH6 - 885,766 $919,741 $919,741 0.01 $909,975
FHLMC 30yr Pool#QH3309 5.500% 01-Oct-2053, 5.50%, 10/01/53 FR 3133CFVA4 - 886,025 $913,508 $913,508 0.01 $904,269
FNMA 30yr Pool#CA6382 4.500% 01-Jul-2050, 4.50%, 07/01/50 FN 3140QECU4 - 915,870 $908,195 $908,195 0.01 $899,996
U.S. Auto Funding 2021-1 C 2.2% 15-MAY-2026, 2.20%, 05/15/26 USAUT 2021-1A 90355EAC5 - 1,167,857 $904,684 $904,684 0.01 $903,828
Citigroup Mortgage Loan Trust 2025-LTV1 A1 5.237% 25-DEC-2055, 5.24%, 12/25/55 CMLTI 2025-LTV1 17332XAA8 - - $890,047 $890,047 0.01 $0
FREMF 2019-KF70 Mortgage Trust C 9.78337% 25-SEP-2029, 9.78%, 09/25/29 FREMF 2019-KF70 30298UAJ0 - 890,414 $889,648 $889,648 0.01 $881,662
BX Commercial Mortgage Trust 2021-21M A 4.499% 15-OCT-2036, 4.50%, 10/15/36 BX 2021-21M 05609CAA5 - 862,801 $863,830 $863,830 0.01 $862,536
GNMA II 30yr Pool#MA5021 4.500% 20-Feb-2048, 4.50%, 02/20/48 G2 36179TSJ5 - 868,130 $862,236 $862,236 0.01 $859,414
FHLMC 30yr Pool#ZM8197 4.000% 01-Sep-2048, 4.00%, 09/01/48 FR 3131Y3DA1 - 886,439 $856,886 $856,886 0.01 $849,271
FHF Issuer Trust 2023-2 (First Help Financial) A2 6.79% 15-OCT-2029, 6.79%, 10/15/29 FHF 2023-2A 30333LAB4 - 845,085 $853,472 $853,472 0.01 $851,559
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 $805,867 $805,867 0.01 $800,137
FNMA 30yr Pool#CC0990 5.000% 01-Sep-2055, 5.00%, 09/01/55 FN 3140Y7C48 - 788,055 $801,394 $801,394 0.01 $791,441
FHLMC 30yr Pool#QG7338 6.000% 01-Jul-2053, 6.00%, 07/01/53 FR 3133C8EK7 - 767,346 $799,863 $799,863 0.01 $791,126
FNMA 30yr Pool#AB9341 3.000% 01-May-2043, 3.00%, 05/01/43 FN 31417GLX2 - 847,592 $789,905 $789,905 0.01 $778,843
FNMA 30yr Pool#BN4541 4.000% 01-Feb-2049, 4.00%, 02/01/49 FN 3140JMBK7 - 813,531 $786,466 $786,466 0.01 $779,440
FNMA 30yr Pool#BY0782 5.500% 01-Apr-2053, 5.50%, 04/01/53 FN 3140NG2Q2 - 738,333 $765,429 $765,429 0.01 $758,259
FHLMC 30yr Pool#QH7013 6.500% 01-Dec-2053, 6.50%, 12/01/53 FR 3133CKYJ1 - 162,326 $746,121 $746,121 0.01 $172,030
FNMA 30yr Pool#BY0866 5.500% 01-May-2053, 5.50%, 05/01/53 FN 3140NG6C9 - 693,072 $715,805 $715,805 0.01 $708,546
FHLMC 30yr Pool#RA1999 4.500% 01-Jan-2050, 4.50%, 01/01/50 FR 3133KHGG5 - 718,749 $715,455 $715,455 0.01 $708,550
FHLMC 30yr Pool#ZT1926 3.000% 01-Nov-2043, 3.00%, 11/01/43 FR 3132AED78 - 743,853 $713,508 $713,508 0.01 $683,792
Blue Bridge Funding 2023-1 A 7.37% 15-NOV-2030, 7.37%, 11/15/30 BBEF 2023-1A 09531MAA8 - 665,516 $670,311 $670,311 0.01 $668,676
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 $668,469 $668,469 0.01 $665,242
GNMA II 30yr Pool#MA5264 4.000% 20-Jun-2048, 4.00%, 06/20/48 G2 36179TZ57 - 693,176 $666,730 $666,730 0.01 $664,727
FNMA 30yr Pool#CB6864 5.000% 01-Aug-2053, 5.00%, 08/01/53 FN 3140QSTW1 - 652,532 $661,943 $661,943 0.01 $655,360
ACHM Trust 2024-HE1 B 7.26% 25-MAY-2039, 7.26%, 05/25/39 ACHM 2024-HE1 00449TAB1 - 621,267 $640,876 $640,876 0.01 $636,867
Compass Datacenters Issuer II, Series 2024-1 B_2401 7.0% 25-FEB-2049, 7.00%, 02/25/49 CMPDC 2024-1A 20469AAC3 - 620,000 $633,339 $633,339 0.01 $629,482
FNMA 30yr Pool#BW0343 4.500% 01-May-2052, 4.50%, 05/01/52 FN 3140MRLZ8 - 582,838 $619,988 $619,988 0.01 $568,823
FHLMC 30yr Pool#QE1073 3.500% 01-Apr-2052, 3.50%, 04/01/52 FR 3133BAFN6 - 642,357 $602,385 $602,385 0.01 $597,597
FHLMC 30yr Pool#SD8047 4.500% 01-Feb-2050, 4.50%, 02/01/50 FR 3132DV5G6 - 571,891 $580,032 $580,032 0.01 $562,468
ACHV ABS Trust 2024-1PL C 6.42% 25-APR-2031, 6.42%, 04/25/31 ACHV 2024-1PL 00092BAC8 - 564,483 $570,819 $570,819 0.01 $567,598
FNMA 30yr Pool#BK9507 4.000% 01-Oct-2048, 4.00%, 10/01/48 FN 3140HPR58 - 587,556 $570,133 $570,133 0.01 $564,973
FNMA 30yr Pool#AL6842 4.000% 01-May-2045, 4.00%, 05/01/45 FN 3138EPS88 - 577,982 $563,862 $563,862 0.01 $557,936
Reach ABS Trust 2024-2 A 5.88% 15-JUL-2031, 5.88%, 07/15/31 REACH 2024-2A 75525HAA8 - 545,373 $547,912 $547,912 0.01 $546,843
Sequoia Mortgage Trust 2013-5 A1 2.5% 25-MAY-2043, 2.50%, 05/25/43 SEMT 2013-5 81745AAA5 - 597,805 $543,439 $543,439 0.01 $534,531
Arivo Acceptance Auto Loan Receivables Trust 2024-1 A 6.46% 15-APR-2028, 6.46%, 04/17/28 ARIVO 2024-1A 039943AA3 - 522,604 $525,215 $525,215 0.01 $524,090
FNMA 30yr Pool#FA3827 5.000% 01-Dec-2055, 5.00%, 12/01/55 FN 3140W4HD2 - - $519,634 $519,634 0.01 $0
FNMA 30yr Pool#AZ0869 4.000% 01-Jul-2045, 4.00%, 07/01/45 FN 3138YR6F0 - 481,183 $498,213 $498,213 0.01 $464,542
FHLMC 15yr Pool#SB0116 2.500% 01-Nov-2034, 2.50%, 11/01/34 FR 3132CWDV3 - 469,544 $464,362 $464,362 0.01 $447,162
FHLMC 30yr Pool#QD9191 3.500% 01-Apr-2052, 3.50%, 04/01/52 FR 3133B7F86 - 494,194 $463,638 $463,638 0.01 $459,758
Flagship Credit Auto Trust 2023-1 B 5.05% 15-FEB-2028, 5.05%, 01/18/28 FCAT 2023-1 337955AG3 - 440,722 $441,550 $441,550 0.01 $440,808
FHLMC 30yr Pool#SD1414 4.000% 01-Oct-2050, 4.00%, 10/01/50 FR 3132DNSB0 - 430,555 $416,033 $416,033 0.01 $411,903
FNMA 30yr Pool#BV6879 4.500% 01-Apr-2052, 4.50%, 04/01/52 FN 3140MLUD0 - 403,031 $396,820 $396,820 0.01 $393,377
FNMA 30yr Pool#CB4329 3.500% 01-Jul-2052, 3.50%, 07/01/52 FN 3140QPY35 - 421,236 $395,450 $395,450 0.01 $392,087
FNMA 30yr Pool#CA4646 3.000% 01-Feb-2048, 3.00%, 02/01/48 FN 3140QCEU6 - 407,087 $378,364 $378,364 0.01 $370,932
FHLMC 30yr Pool#QG3397 6.000% 01-May-2053, 6.00%, 05/01/53 FR 3133C3X27 - 348,993 $363,712 $363,712 0.01 $359,809
FHLMC 30yr Pool#QA8274 3.500% 01-Mar-2050, 3.50%, 03/01/50 FR 3133A3FP8 - 384,383 $358,182 $358,182 0.01 $355,305
FNMA 30yr Pool#FM3447 4.000% 01-Nov-2049, 4.00%, 11/01/49 FN 3140X6ZM6 - 348,870 $338,993 $338,993 0.01 $335,058
Connecticut Avenue Securities Trust 2023-R05 1B1 8.4119% 25-JUN-2043, 8.41%, 06/25/43 CAS 2023-R05 207942AC7 - 312,000 $333,334 $333,334 0.00 $330,929
FHLMC 30yr Pool#SD1966 4.000% 01-Nov-2052, 4.00%, 11/01/52 FR 3132DPFF0 - 319,993 $309,442 $309,442 0.00 $304,830
FNMA 30yr Pool#BV7632 4.500% 01-Apr-2052, 4.50%, 04/01/52 FN 3140MMPS1 - 309,654 $304,883 $304,883 0.00 $302,236
Hotwire Funding, Series 2021-1 B_2021_1 2.658% 20-NOV-2051, 2.66%, 11/20/51 HWIRE 2021-1 44148JAB5 - 300,000 $295,918 $295,918 0.00 $295,763
FNMA 30yr Pool#AR9225 3.000% 01-Mar-2043, 3.00%, 03/01/43 FN 3138W7HB3 - 313,112 $289,674 $289,674 0.00 $286,797
FHLMC 30yr Pool#ZN6461 4.000% 01-May-2049, 4.00%, 05/01/49 FR 3131YDFA7 - 298,487 $288,245 $288,245 0.00 $285,539
FHLMC 30yr Pool#ZT0391 4.000% 01-Nov-2047, 4.00%, 11/01/47 FR 3132ACNG1 - 285,869 $284,008 $284,008 0.00 $275,996
FNMA 30yr Pool#FS2548 4.000% 01-Mar-2051, 4.00%, 03/01/51 FN 3140XHZN0 - 289,098 $280,927 $280,927 0.00 $276,574
FNMA 30yr Pool#AS8649 3.000% 01-Jan-2047, 3.00%, 01/01/47 FN 3138WJTF5 - 300,189 $274,179 $274,179 0.00 $271,760
FNMA 30yr Pool#FS2238 4.000% 01-Mar-2051, 4.00%, 03/01/51 FN 3140XHPY7 - 281,035 $273,905 $273,905 0.00 $269,259
FHLMC 30yr Pool#QA5150 4.500% 01-Dec-2049, 4.50%, 12/01/49 FR 31346YWK5 - 263,850 $261,871 $261,871 0.00 $259,477
FNMA 30yr Pool#BN3899 4.000% 01-Dec-2048, 4.00%, 12/01/48 FN 3140JLKM5 - 261,792 $253,202 $253,202 0.00 $250,822
FHLMC 30yr Pool#QA1615 3.500% 01-Aug-2049, 3.50%, 08/01/49 FR 31334XYL7 - 267,030 $249,787 $249,787 0.00 $247,614
FHLMC 30yr Pool#ZN4240 4.500% 01-Dec-2048, 4.50%, 12/01/48 FR 3131YAV98 - 245,521 $245,713 $245,713 0.00 $242,936
Fannie Mae REMIC Trust 2012-126 SY 0.22362% 25-NOV-2042, 0.22%, 11/25/42 FNR 2012-126 3136A9ZR2 - 473,554 $243,649 $243,649 0.00 $243,554
FHLMC 30yr Pool#SL4015 5.500% 01-Jan-2056, 5.50%, 01/01/56 FR 31427RN97 - - $240,516 $240,516 0.00 $0
FNMA 30yr Pool#BW0081 4.500% 01-Apr-2052, 4.50%, 04/01/52 FN 3140MRCT2 - 227,961 $224,404 $224,404 0.00 $222,479
Fannie Mae REMIC Trust 2017-9 VL 3.0% 25-JUL-2028, 3.00%, 07/25/28 FNR 2017-9 3136AVYH6 - 215,282 $222,690 $222,690 0.00 $213,517
FNMA 30yr Pool#MA3908 4.500% 01-Jan-2050, 4.50%, 01/01/50 FN 31418DKW1 - 217,790 $219,130 $219,130 0.00 $214,202
FNMA 30yr Pool#MA3687 4.000% 01-Jun-2049, 4.00%, 06/01/49 FN 31418DCZ3 - 224,644 $218,776 $218,776 0.00 $214,913
FNMA 30yr Pool#MA1327 3.000% 01-Jan-2043, 3.00%, 01/01/43 FN 31418APM4 - 225,371 $213,023 $213,023 0.00 $207,174
FNMA 30yr Pool#BE3616 4.000% 01-May-2047, 4.00%, 05/01/47 FN 3140FPAS8 - 215,262 $211,836 $211,836 0.00 $208,032
FNMA 30yr Pool#BO9819 4.500% 01-Dec-2049, 4.50%, 12/01/49 FN 3140K54D6 - 207,254 $205,767 $205,767 0.00 $203,819
FHLMC 15yr Pool#SB0040 2.500% 01-Dec-2033, 2.50%, 12/01/33 FR 3132CWBH6 - 206,757 $205,259 $205,259 0.00 $199,784
FHLMC 30yr Pool#RA1088 4.500% 01-Jul-2049, 4.50%, 07/01/49 FR 3133KGF52 - 201,645 $200,122 $200,122 0.00 $198,311
GNMA II 30yr Pool#MA5192 4.000% 20-May-2048, 4.00%, 05/20/48 G2 36179TXV2 - 207,876 $199,945 $199,945 0.00 $199,344
FNMA 30yr Pool#BW7371 5.500% 01-Feb-2053, 5.50%, 02/01/53 FN 3140N0FM2 - - $185,384 $185,384 0.00 $0
FHLMC 30yr Pool#QZ9092 5.000% 01-Nov-2055, 5.00%, 11/01/55 FR 31427KC60 - - $176,028 $176,028 0.00 $0
FNMA 30yr Pool#AB6280 3.000% 01-Sep-2042, 3.00%, 09/01/42 FN 31417C6S9 - 187,472 $174,315 $174,315 0.00 $172,334
FNMA 30yr Pool#BO2983 3.000% 01-Sep-2049, 3.00%, 09/01/49 FN 3140JXJ58 - 187,758 $171,231 $171,231 0.00 $169,672
FHLMC 30yr Pool#SD8040 4.500% 01-Jan-2050, 4.50%, 01/01/50 FR 3132DV4Z5 - 170,684 $169,457 $169,457 0.00 $167,871
FNMA 30yr Pool#CA4185 4.500% 01-Sep-2049, 4.50%, 09/01/49 FN 3140QBUK2 - 168,442 $167,294 $167,294 0.00 $165,657
FHLMC 30yr Pool#TA2617 5.000% 01-Jan-2056, 5.00%, 01/01/56 FR 3142JQ4B2 - - $163,695 $163,695 0.00 $0
FNMA 30yr Pool#BV7132 4.500% 01-Apr-2052, 4.50%, 04/01/52 FN 3140ML4S6 - 160,446 $157,949 $157,949 0.00 $156,588
FNMA 30yr Pool#CA4035 4.500% 01-Aug-2049, 4.50%, 08/01/49 FN 3140QBPV4 - 155,252 $154,083 $154,083 0.00 $152,685
FHLMC 30yr Pool#ZA7158 4.500% 01-Jun-2049, 4.50%, 06/01/49 FR 31329Q5T4 - 154,649 $154,044 $154,044 0.00 $152,454
FHLMC 30yr Pool#ZT1320 4.000% 01-Nov-2048, 4.00%, 11/01/48 FR 3132ADPD4 - 155,080 $150,727 $150,727 0.00 $148,582
FNMA 30yr Pool#AB7563 3.000% 01-Jan-2043, 3.00%, 01/01/43 FN 31417EMM0 - 156,591 $148,438 $148,438 0.00 $144,323
FNMA 30yr Pool#FS2546 4.000% 01-Mar-2051, 4.00%, 03/01/51 FN 3140XHZL4 - 150,180 $145,615 $145,615 0.00 $143,887
FNMA 30yr Pool#BW0072 4.500% 01-Apr-2052, 4.50%, 04/01/52 FN 3140MRCJ4 - 135,307 $133,203 $133,203 0.00 $132,053
FNMA 30yr Pool#MA1229 3.000% 01-Oct-2042, 3.00%, 10/01/42 FN 31418ALK2 - 140,018 $130,427 $130,427 0.00 $129,063
GNMA II 30yr Pool#MA5753 4.000% 20-Feb-2049, 4.00%, 02/20/49 G2 36179UMA7 - 135,701 $126,941 $126,941 0.00 $126,549
FNMA 30yr Pool#BV7131 4.500% 01-Apr-2052, 4.50%, 04/01/52 FN 3140ML4R8 - 128,084 $126,093 $126,093 0.00 $125,005
GNMA II 30yr Pool#BF6874 4.500% 20-Jul-2048, 4.50%, 07/20/48 G2 3617GDT77 - 125,099 $123,228 $123,228 0.00 $122,822
GNMA II 30yr Pool#MA5866 4.000% 20-Apr-2049, 4.00%, 04/20/49 G2 36179UQT2 - 130,700 $122,680 $122,680 0.00 $122,303
FHLMC 30yr Pool#TA4415 5.000% 01-Jan-2056, 5.00%, 01/01/56 FR 3142JS3Z6 - - $119,545 $119,545 0.00 $0
FNMA 20yr Pool#AB9283 3.000% 01-Apr-2038, 3.00%, 04/01/38 FN 31417GJ56 - 125,868 $117,464 $117,464 0.00 $115,646
GNMA II 30yr Pool#BK5879 4.500% 20-Nov-2048, 4.50%, 11/20/48 G2 3617J6Q80 - 110,338 $109,064 $109,064 0.00 $108,706
FHLMC 30yr Pool#QE0318 4.500% 01-Mar-2052, 4.50%, 03/01/52 FR 3133B9K78 - 107,366 $105,718 $105,718 0.00 $104,794
FNMA 30yr Pool#CA3683 4.500% 01-Jun-2049, 4.50%, 06/01/49 FN 3140QBCV8 - 102,249 $104,303 $104,303 0.00 $100,558
FNMA 30yr Pool#BM3282 3.500% 01-Dec-2047, 3.50%, 12/01/47 FN 3140J7UG8 - 108,914 $103,911 $103,911 0.00 $102,057
FHLMC 30yr Pool#ZT1633 4.000% 01-Mar-2047, 4.00%, 03/01/47 FR 3132ADY69 - 104,461 $102,012 $102,012 0.00 $100,980
FNMA 30yr Pool#CA0108 3.500% 01-Aug-2047, 3.50%, 08/01/47 FN 3140Q7DN4 - 101,326 $96,447 $96,447 0.00 $94,946
FHLMC 30yr Pool#ZM7577 4.500% 01-Aug-2048, 4.50%, 08/01/48 FR 3131Y2M21 - 88,972 $88,611 $88,611 0.00 $87,793
FHLMC 30yr Pool#TA5410 5.000% 01-Feb-2056, 5.00%, 02/01/56 FR 3142JUAL4 - - $86,479 $86,479 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 $84,349 $84,349 0.00 $84,037
FHLMC 30yr Pool#ZM7926 5.000% 01-Sep-2048, 5.00%, 09/01/48 FR 3131Y2YX0 - 76,591 $78,508 $78,508 0.00 $77,463
Saluda Grade Alternative Mortgage Trust 2024-RTL4 A1 7.5% 25-FEB-2030, 7.50%, 02/25/30 GRADE 2024-RTL4 79584CAA9 - 76,547 $77,176 $77,176 0.00 $76,283
FHLMC 30yr Pool#QA2159 3.000% 01-Aug-2049, 3.00%, 08/01/49 FR 31334YMG9 - 74,798 $73,369 $73,369 0.00 $66,106
FNMA 30yr Pool#MA1447 3.000% 01-May-2043, 3.00%, 05/01/43 FN 31418ATD0 - 74,629 $69,227 $69,227 0.00 $68,357
Sequoia Mortgage Trust 2019-CH3 A19 4.0% 25-OCT-2049, 4.00%, 09/25/49 SEMT 2019-CH3 81748GBN0 - 68,892 $64,785 $64,785 0.00 $64,154
FNMA 30yr Pool#AS8547 3.000% 01-Nov-2046, 3.00%, 11/01/46 FN 3138WJP93 - 70,468 $64,183 $64,183 0.00 $63,637
FNMA 30yr Pool#DF9041 5.000% 01-Jan-2056, 5.00%, 01/01/56 FN 3140U1BK0 - - $63,219 $63,219 0.00 $0
FNMA 30yr Pool#DG1554 5.000% 01-Feb-2056, 5.00%, 02/01/56 FN 3140U4WQ8 - - $63,147 $63,147 0.00 $0
FNMA 30yr Pool#BD2453 3.000% 01-Jan-2047, 3.00%, 01/01/47 FN 3140F9WP6 - 64,607 $59,429 $59,429 0.00 $58,731
Fannie Mae REMIC Trust 2010-109 BS 13.54815% 25-OCT-2040, 13.55%, 10/25/40 FNR 2010-109 31398NTM6 - 41,248 $54,557 $54,557 0.00 $53,698
FNMA 30yr Pool#DG2558 5.000% 01-Feb-2056, 5.00%, 02/01/56 FN 3140U5ZY5 - - $52,210 $52,210 0.00 $0
Fannie Mae REMIC Trust 2006-20 GF 4.12638% 25-APR-2036, 4.13%, 04/25/36 FNR 2006-20 31395BU43 - 51,466 $51,341 $51,341 0.00 $51,152
FHLMC 15yr Pool#ZK8962 3.000% 01-Sep-2032, 3.00%, 09/01/32 FR 3131XC5X1 - 49,186 $48,817 $48,817 0.00 $47,784
FNMA 30yr Pool#DG0913 5.000% 01-Jan-2056, 5.00%, 01/01/56 FN 3140U4AP4 - - $46,115 $46,115 0.00 $0
FHLMC 15yr Pool#ZS7403 3.000% 01-May-2031, 3.00%, 05/01/31 FR 3132A8GL7 - 43,163 $43,667 $43,667 0.00 $42,303
FNMA 30yr Pool#BO1857 4.500% 01-Aug-2049, 4.50%, 08/01/49 FN 3140JWB33 - 42,450 $42,140 $42,140 0.00 $41,751
FHLMC 30yr Pool#TA6739 5.000% 01-Feb-2056, 5.00%, 02/01/56 FR 3142JVPZ5 - - $41,558 $41,558 0.00 $0
FNMA 15yr Pool#BO5957 3.000% 01-Dec-2034, 3.00%, 12/01/34 FN 3140K1TP1 - 41,729 $40,845 $40,845 0.00 $40,179
Freddie Mac Multiclass Certificates, Series 3380 FM 4.37671% 15-OCT-2037, 4.34%, 10/15/37 FHR 3380 31397KTJ0 - 39,645 $39,681 $39,681 0.00 $39,624
Freddie Mac Multiclass Certificates, Series 3721 FB 4.28671% 15-SEP-2040, 4.25%, 09/15/40 FHR 3721 3137GAD20 - 39,015 $39,116 $39,116 0.00 $39,061
Ginnie Mae REMIC Trust 2008-013 FB 4.28952% 20-FEB-2038, 4.28%, 02/20/38 GNR 2008-13 38375PNL1 - 37,274 $37,156 $37,156 0.00 $37,125
FNMA 30yr Pool#BC0870 3.500% 01-Jan-2046, 3.50%, 01/01/46 FN 3140EU6G9 - 35,434 $33,543 $33,543 0.00 $33,150
FNMA 15yr Pool#BO7717 3.000% 01-Nov-2034, 3.00%, 11/01/34 FN 3140K3SF0 - 31,413 $30,817 $30,817 0.00 $30,307
FHLMC 15yr Pool#ZK9163 3.000% 01-Jan-2033, 3.00%, 01/01/33 FR 3131XDFC4 - 29,165 $28,862 $28,862 0.00 $28,305
Ginnie Mae REMIC Trust 2007-040 FG 4.10952% 20-JUL-2037, 4.10%, 07/20/37 GNR 2007-40 38375KZS4 - 28,445 $28,206 $28,206 0.00 $28,183
Ginnie Mae REMIC Trust 2004-069 CF 4.18952% 20-JUL-2034, 4.18%, 07/20/34 GNR 2004-69 38374JAT3 - 23,894 $23,908 $23,908 0.00 $23,888
Fannie Mae REMIC Trust 2013-2 QF 4.27638% 25-FEB-2043, 4.28%, 02/25/43 FNR 2013-2 3136AB4P5 - 22,807 $22,836 $22,836 0.00 $22,749
FHLMC 30yr Pool#ZN2165 4.500% 01-Dec-2048, 4.50%, 12/01/48 FR 3131Y8MN2 - 22,405 $22,494 $22,494 0.00 $22,281
Ginnie Mae REMIC Trust 2007-059 FA 4.28952% 20-OCT-2037, 4.28%, 10/20/37 GNR 2007-59 38375LPU8 - 22,435 $22,371 $22,371 0.00 $22,352
Ginnie Mae REMIC Trust 2010-133 FD 4.20888% 16-OCT-2040, 4.21%, 10/16/40 GNR 2010-133 38377MHV1 - 19,216 $19,238 $19,238 0.00 $19,213
Ginnie Mae REMIC Trust 2008-016 FC 4.28952% 20-FEB-2038, 4.28%, 02/20/38 GNR 2008-16 383742FU2 - 18,122 $18,069 $18,069 0.00 $18,054
Ginnie Mae REMIC Trust 2007-037 FW 4.09952% 20-JUN-2037, 4.09%, 06/20/37 GNR 2007-37 38375KNR9 - 17,871 $17,699 $17,699 0.00 $17,685
Ginnie Mae REMIC Trust 2005-065 FA 3.93952% 20-AUG-2035, 3.93%, 08/20/35 GNR 2005-65 38374LL25 - 17,179 $16,981 $16,981 0.00 $16,968
Ginnie Mae REMIC Trust 2004-059 FP 4.07888% 16-AUG-2034, 4.08%, 08/16/34 GNR 2004-59 38374HYS3 - 16,810 $16,782 $16,782 0.00 $16,761
Fannie Mae REMIC Trust 2002-53 FK 4.17638% 25-APR-2032, 4.18%, 04/25/32 FNR 2002-53 31392EHN3 - 15,130 $15,156 $15,156 0.00 $15,100
FHLMC 30yr Pool#ZT0252 3.000% 01-Dec-2047, 3.00%, 12/01/47 FR 3132ACH52 - 16,343 $15,021 $15,021 0.00 $14,856
Freddie Mac Multiclass Certificates, Series 2426 FL 4.43671% 15-MAR-2032, 4.40%, 03/15/32 FHR 2426 31339W7G5 - 14,926 $14,994 $14,994 0.00 $14,972
Ginnie Mae REMIC Trust 2005-048 AF 3.98952% 20-JUN-2035, 3.98%, 06/20/35 GNR 2005-48 38374LHM6 - 14,474 $14,381 $14,381 0.00 $14,370
Fannie Mae REMIC Trust 2005-83 KT 4.07638% 25-OCT-2035, 4.08%, 10/25/35 FNR 2005-83 31394FUL7 - 12,990 $12,942 $12,942 0.00 $12,895
FNMA 30yr Pool#DG3733 5.000% 01-Mar-2056, 5.00%, 03/01/56 FN 3140U7EF5 - - $12,692 $12,692 0.00 $0
Fannie Mae REMIC Trust 2007-89 GF 4.29638% 25-SEP-2037, 4.30%, 09/25/37 FNR 2007-89 31396XPM0 - 12,383 $12,460 $12,460 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
FHLMC 30yr Pool#ZM2269 3.000% 01-Dec-2046, 3.00%, 12/01/46 FR 3131XVQW8 - 11,674 $10,873 $10,873 0.00 $10,604
Freddie Mac Multiclass Certificates, Series 2551 FD 4.18671% 15-JAN-2033, 4.15%, 01/15/33 FHR 2551 31393JAZ1 - 10,773 $10,767 $10,767 0.00 $10,752
Ginnie Mae REMIC Trust 2012-075 FP 4.08952% 20-JUL-2041, 4.08%, 07/20/41 GNR 2012-75 38378EZ55 - 10,111 $10,124 $10,124 0.00 $10,116
Ginnie Mae REMIC Trust 2007-061 FA 4.28952% 20-OCT-2037, 4.28%, 10/20/37 GNR 2007-61 38375LLN8 - 9,100 $9,074 $9,074 0.00 $9,067
GNMA II 30yr Pool#BK6072 5.000% 20-Jan-2049, 5.00%, 01/20/49 G2 3617J6W91 - 8,879 $9,021 $9,021 0.00 $8,989
Fannie Mae REMIC Trust 2010-123 FL 4.20638% 25-NOV-2040, 4.21%, 11/25/40 FNR 2010-123 31398N2W3 - 8,519 $8,529 $8,529 0.00 $8,497
Freddie Mac Multiclass Certificates, Series 2410, excluding Group 6 FX 4.13671% 15-FEB-2032, 4.10%, 02/15/32 FHR 2410 31339NJN7 - 8,238 $8,236 $8,236 0.00 $8,224
FNMA 15yr Pool#AS8207 2.500% 01-Oct-2031, 2.50%, 10/01/31 FN 3138WJDM7 - 8,227 $8,221 $8,221 0.00 $7,958
Fannie Mae REMIC Trust 2012-100 FG 4.17638% 25-SEP-2042, 4.18%, 09/25/42 FNR 2012-100 3136A8QW3 - 7,257 $7,244 $7,244 0.00 $7,217
FNMA 15yr Pool#BM1036 2.500% 01-Feb-2032, 2.50%, 02/01/32 FN 3140J5EJ4 - 7,264 $7,242 $7,242 0.00 $7,023
FNMA 15yr Pool#AS7643 2.500% 01-Aug-2031, 2.50%, 08/01/31 FN 3138WHP55 - 7,300 $7,231 $7,231 0.00 $7,063
Fannie Mae REMIC Trust 2003-87 FG 4.27638% 25-SEP-2033, 4.28%, 09/25/33 FNR 2003-87 31393E4W6 - 7,176 $7,212 $7,212 0.00 $7,185
Freddie Mac Multiclass Certificates, Series 3028 FM 4.03671% 15-SEP-2035, 4.00%, 09/15/35 FHR 3028 31396AFB5 - 7,217 $7,208 $7,208 0.00 $7,199
Ginnie Mae REMIC Trust 2007-018 FD 4.08952% 20-APR-2037, 4.08%, 04/20/37 GNR 2007-18 38375JC86 - 6,680 $6,612 $6,612 0.00 $6,607
Ginnie Mae REMIC Trust 2010-006 FG 4.37888% 16-JAN-2040, 4.38%, 01/16/40 GNR 2010-6 38376TSC7 - 6,359 $6,364 $6,364 0.00 $6,356
Fannie Mae REMIC Trust 2002-16 VF 4.32638% 25-APR-2032, 4.33%, 04/25/32 FNR 2002-16 31392CWW0 - 6,272 $6,308 $6,308 0.00 $6,284
FHLMC 15yr Pool#ZK8405 2.500% 01-Dec-2031, 2.50%, 01/22/31 FR 3131XCKS5 - 6,285 $6,215 $6,215 0.00 $6,070
Fannie Mae REMIC Trust 2010-95 FB 4.17638% 25-SEP-2040, 4.18%, 09/25/40 FNR 2010-95 31398NEX8 - 5,373 $5,382 $5,382 0.00 $5,362
Freddie Mac Multiclass Certificates, Series 3738 FD 4.08671% 15-AUG-2040, 4.05%, 08/15/40 FHR 3738 3137GAYQ4 - 4,409 $4,415 $4,415 0.00 $4,409
FNMA 30yr Pool#MA3694 4.500% 01-Jul-2049, 4.50%, 07/01/49 FN 31418DC83 - 4,293 $4,300 $4,300 0.00 $4,222
FHLMC 30yr Pool#ZN0650 3.000% 01-Mar-2043, 3.00%, 03/01/43 FR 3131Y6WK1 - 1,601 $1,480 $1,480 0.00 $1,466
Freddie Mac Multiclass Certificates, Series 2469 FE 4.28671% 15-JUL-2032, 4.25%, 07/15/32 FHR 2469 31392RC58 - 951.00 $951 $951 0.00 $950
Ginnie Mae REMIC Trust 1999-27 FE 4.17888% 16-AUG-2029, 4.18%, 08/16/29 GNR 1999-27 3837H2WA3 - 737.00 $738 $738 0.00 $736
Ginnie Mae REMIC Trust 2010-125 VF 4.13952% 20-JUN-2040, 4.13%, 06/20/40 GNR 2010-125 38377JYJ6 - 316.00 $315 $315 0.00 $315
US 10yr Ultra Fut Jun26 JUN 26 UXYM6 FUTURES_USD - -1,888 $-214,435,500 $0 0.00 $0
US ULTRA BOND CBT Jun26 JUN 26 WNM6 FUTURES_USD - -306.00 $-35,601,188 $0 0.00 $0
US 5YR NOTE (CBT) Jun26 JUN 26 FVM6 FUTURES_USD - 62.00 $6,713,438 $0 0.00 $0
US 10YR NOTE (CBT)Jun26 JUN 26 TYM6 FUTURES_USD - -2,593 $-288,390,219 $0 0.00 $0
US 2YR NOTE (CBT) Jun26 JUN 26 TUM6 FUTURES_USD - 1,574 $326,666,484 $0 0.00 $0
UMBS TBA 30yr 6% May Delivery, 6.00%, 05/13/26 FNCL 01F060659 - -69,035,795 $-70,624,309 $-70,624,309 -1.06 $-70,624,309
UMBS TBA 30yr 5.5% May Delivery, 5.50%, 05/13/26 FNCL 01F052656 - -203,902,428 $-205,788,525 $-205,788,525 -3.08 $-205,788,525
UMBS TBA 30yr 4% May Delivery, 4.00%, 05/13/26 FNCL 01F040651 - -549,133,893 $-519,689,883 $-519,689,883 -7.79 $-519,689,883
UMBS TBA 30yr 4.5% May Delivery, 4.50%, 05/13/26 FNCL 01F042657 - -540,136,659 $-524,014,120 $-524,014,120 -7.85 $-524,014,120
UMBS TBA 30yr 5% May Delivery, 5.00%, 05/13/26 FNCL 01F050650 - -632,421,561 $-627,267,958 $-627,267,958 -9.40 $-627,267,958
SEGREGATED CASH SEGCASH $0.00 16,720,000 $16,720,000 $16,720,000 0.25 $16,720,000
ALMSUM ALMSUM $0.00 - $0 $0 0.00 $0
US DOLLARS USD MD_142224 - -2,384,788,437 $-2,384,788,437 $-2,384,788,437 -35.75 $-2,384,788,437
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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