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For Institutional Investors in the US

Mortgage-Backed Securities ETF Holdings

Full Portfolio Holdings

(As of February 5, 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 $1,175,311,628 $1,175,311,628 17.78 $1,175,311,628
GNMA II TBA 30yr 2.5% February Delivery, 2.50%, 02/19/26 G2SF 21H022622 - - 724,131,414 $627,685,075 $627,685,075 9.49 $627,685,075
UMBS TBA 30yr 6% February Delivery, 6.00%, 02/12/26 FNCL 01F060626 - - 472,324,765 $484,043,142 $484,043,142 7.31 $484,043,142
UMBS TBA 30yr 3% March Delivery, 3.00%, 03/12/26 FNCL 01F030637 - - 502,748,354 $445,562,237 $445,562,237 6.73 $445,562,237
GNMA II TBA 30yr 5% February Delivery, 5.00%, 02/19/26 G2SF 21H050623 - - 411,201,194 $411,324,554 $411,324,554 6.21 $411,324,554
UMBS TBA 30yr 2% March Delivery, 2.00%, 03/12/26 FNCL 01F020638 - - 369,488,255 $299,820,506 $299,820,506 4.53 $299,820,506
FNMA 30yr Pool#CB9430 5.500% 01-Nov-2054, 5.50%, 11/01/54 FN 3140QVPQ1 - - 182,782,552 $187,764,587 $187,764,587 2.83 $186,787,208
GNMA II TBA 30yr 5.5% February Delivery, 5.50%, 02/19/26 G2SF 21H052629 - - 183,586,000 $185,715,598 $185,715,598 2.80 $185,715,598
GNMA II TBA 30yr 3% February Delivery, 3.00%, 02/19/26 G2SF 21H030625 - - 203,159,962 $183,345,161 $183,345,161 2.76 $183,345,161
Fannie Mae REMIC Trust 2025-12 FC 4.97419% 25-MAR-2055, 4.80%, 03/25/55 FNR 2025-12 3136BVFC7 - - 150,244,245 $151,613,718 $151,613,718 2.28 $151,393,485
UMBS TBA 30yr 3.5% March Delivery, 3.50%, 03/12/26 FNCL 01F032633 - - 162,615,000 $150,109,256 $150,109,256 2.26 $150,109,256
GNMA II TBA 30yr 3.5% February Delivery, 3.50%, 02/19/26 G2SF 21H032621 - - 147,859,377 $135,313,952 $135,313,952 2.04 $135,313,952
FNMA 30yr Pool#CB9787 5.000% 01-Jan-2055, 5.00%, 01/01/55 FN 3140QV2V5 - - 131,045,094 $133,098,271 $133,098,271 2.00 $132,461,246
FHLMC 30yr Pool#SL3350 6.000% 01-Nov-2055, 6.00%, 11/01/55 FR 31427QWL2 - - 117,847,444 $122,856,134 $122,856,134 1.85 $122,168,690
GNMA II TBA 30yr 4.5% February Delivery, 4.50%, 02/19/26 G2SF 21H042620 - - 124,302,488 $121,402,014 $121,402,014 1.83 $121,402,014
FNMA 30yr Pool#FA2754 4.500% 01-Jan-2049, 4.50%, 01/01/49 FN 3140W3BY4 - - 117,110,671 $116,960,137 $116,960,137 1.76 $116,447,777
FHLMC 30yr Pool#SL3899 5.000% 01-Jan-2056, 5.00%, 01/01/56 FR 31427RKM1 - - 111,126,768 $112,867,870 $112,867,870 1.70 $112,327,670
FNMA 30yr Pool#FS1133 4.000% 01-Oct-2051, 4.00%, 10/01/51 FN 3140XGHK8 - - 111,948,465 $108,831,353 $108,831,353 1.64 $108,395,998
GNMA II TBA 30yr 4% February Delivery, 4.00%, 02/19/26 G2SF 21H040624 - - 114,954,688 $108,723,799 $108,723,799 1.64 $108,723,799
FNMA 30yr Pool#FM7460 4.000% 01-Mar-2051, 4.00%, 03/01/51 FN 3140XBJE1 - - 105,535,647 $102,597,095 $102,597,095 1.54 $102,186,678
UMBS TBA 30yr 6.5% February Delivery, 6.50%, 02/12/26 FNCL 01F062622 - - 92,975,000 $96,423,443 $96,423,443 1.45 $96,423,443
FNMA 30yr Pool#FA3182 6.000% 01-Oct-2055, 6.00%, 10/01/55 FN 3140W3RC5 - - 86,081,507 $89,641,679 $89,641,679 1.35 $89,139,536
FNMA 30yr Pool#FA3025 5.500% 01-Sep-2055, 5.50%, 09/01/55 FN 3140W3LF4 - - 85,831,015 $89,150,188 $89,150,188 1.34 $88,691,230
FHLMC 30yr Pool#SL2464 4.500% 01-Dec-2048, 4.50%, 12/01/48 FR 31427PW26 - - 82,161,525 $82,055,914 $82,055,914 1.23 $81,696,457
FNMA 30yr Pool#FA3036 5.500% 01-Oct-2055, 5.50%, 10/01/55 FN 3140W3LS6 - - 75,414,925 $78,229,930 $78,229,930 1.17 $77,826,670
FHLMC 30yr Pool#RJ4363 5.500% 01-Jun-2055, 5.50%, 06/01/55 FR 3142GUZ55 - - 75,065,265 $77,916,921 $77,916,921 1.17 $77,515,531
FHLMC 30yr Pool#SD1046 4.000% 01-Jul-2052, 4.00%, 07/01/52 FR 3132DNET6 - - 80,242,311 $77,661,686 $77,661,686 1.17 $77,349,633
FNMA 30yr Pool#FA3037 5.500% 01-Oct-2055, 5.50%, 10/01/55 FN 3140W3LT4 - - 69,491,747 $71,970,345 $71,970,345 1.08 $71,598,758
FNMA 30yr Pool#FA0574 5.500% 01-Jan-2055, 5.50%, 01/01/55 FN 3140W0T88 - - 68,533,007 $71,078,181 $71,078,181 1.07 $70,711,720
FNMA 30yr Pool#FS8993 6.000% 01-Jul-2054, 6.00%, 07/01/54 FN 3140XQ7F8 - - 65,485,152 $68,018,002 $68,018,002 1.02 $67,636,005
FHLMC 30yr Pool#SL1188 5.500% 01-Apr-2055, 5.50%, 04/01/55 FR 31427NKA6 - - 57,366,828 $59,344,721 $59,344,721 0.89 $59,037,968
FHLMC 30yr Pool#SL2435 6.500% 01-Feb-2055, 6.50%, 02/01/55 FR 31427PV50 - - 55,406,710 $58,194,815 $58,194,815 0.87 $57,844,676
FNMA 30yr Pool#CB9654 5.000% 01-Dec-2054, 5.00%, 12/01/54 FN 3140QVWQ3 - - 51,304,347 $52,108,169 $52,108,169 0.78 $51,858,773
FNMA 30yr Pool#FA2246 5.500% 01-Jul-2055, 5.50%, 07/01/55 FN 3140W2P88 - - 50,019,624 $51,779,680 $51,779,680 0.77 $51,512,214
FHLMC 30yr Pool#SL0239 5.000% 01-Jan-2055, 5.00%, 01/01/55 FR 31427MHR5 - - 50,539,081 $51,330,913 $51,330,913 0.77 $51,085,237
FNMA 30yr Pool#FA3827 5.000% 01-Dec-2055, 5.00%, 12/01/55 FN 3140W4HD2 - - 50,839,639 $51,161,190 $51,161,190 0.76 $50,914,053
Fannie Mae REMIC Trust 2025-9 FA 5.07419% 25-MAR-2055, 4.90%, 03/25/55 FNR 2025-9 3136BVDC9 - - 49,780,873 $50,316,555 $50,316,555 0.75 $50,242,063
FNMA 30yr Pool#FA3128 5.500% 01-Oct-2055, 5.50%, 10/01/55 FN 3140W3PN3 - - 47,026,090 $48,874,456 $48,874,456 0.73 $48,622,997
FNMA 30yr Pool#CB9613 5.500% 01-Dec-2054, 5.50%, 12/01/54 FN 3140QVVF8 - - 47,378,662 $48,670,045 $48,670,045 0.73 $48,416,700
FNMA 30yr Pool#CC2018 5.500% 01-Feb-2056, 5.50%, 02/01/56 FN 3140Y8G42 - - 46,689,773 $48,219,092 $48,219,092 0.72 $48,133,494
FNMA 30yr Pool#FA3572 5.000% 01-Nov-2055, 5.00%, 11/01/55 FN 3140W36J3 - - 46,847,004 $47,649,594 $47,649,594 0.71 $47,421,866
FNMA 30yr Pool#FA4155 5.000% 01-Jan-2056, 5.00%, 01/01/56 FN 3140W4TM9 - - 46,597,358 $47,395,672 $47,395,672 0.71 $47,169,158
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA2 M2 7.44728% 25-FEB-2042, 7.45%, 02/25/42 STACR 2022-DNA2 35564KRN1 - - 45,174,272 $46,569,099 $46,569,099 0.69 $46,466,303
FHLMC 30yr Pool#SD7343 5.500% 01-Jan-2055, 5.50%, 01/01/55 FR 3132DVEQ4 - - 44,666,476 $46,188,116 $46,188,116 0.69 $45,949,274
FNMA 30yr Pool#FA4202 5.000% 01-Jan-2056, 5.00%, 01/01/56 FN 3140W4U47 - - 45,352,320 $46,073,600 $46,073,600 0.69 $45,853,137
FNMA 30yr Pool#FS9779 5.500% 01-Nov-2054, 5.50%, 11/01/54 FN 3140XR2M6 - - 42,496,185 $44,052,583 $44,052,583 0.66 $43,825,346
FHLMC 30yr Pool#SL4015 5.500% 01-Jan-2056, 5.50%, 01/01/56 FR 31427RN97 - - 42,705,334 $43,703,724 $43,703,724 0.65 $43,671,102
FNMA 40yr Pool#BF0646 2.500% 01-Jun-2062, 2.50%, 06/01/62 FN 3140FXWG3 - - 48,290,385 $40,701,479 $40,701,479 0.61 $40,584,106
FNMA 30yr Pool#FS8881 4.500% 01-Sep-2053, 4.50%, 09/01/53 FN 3140XQ2P1 - - 40,213,702 $40,056,001 $40,056,001 0.60 $39,880,066
FHLMC 30yr Pool#ZT2413 4.000% 01-Feb-2041, 4.00%, 02/01/41 FR 3132AEVE3 - - 40,094,609 $39,480,956 $39,480,956 0.59 $39,325,033
FHLMC 30yr Pool#SL0046 6.000% 01-Jan-2055, 6.00%, 01/01/55 FR 31427MBQ3 - - 37,898,170 $39,364,004 $39,364,004 0.59 $39,142,931
New Residential Mortgage LLC 6.545% 25-MAR-2032, 6.54%, 03/25/32 NZES 2025-FHT 64832EAA7 - - 37,640,049 $38,373,984 $38,373,984 0.57 $38,298,709
FNMA 30yr Pool#FA1951 6.000% 01-Jun-2055, 6.00%, 06/01/55 FN 3140W2EZ0 - - 36,726,321 $38,169,320 $38,169,320 0.57 $37,955,083
FHLMC 30yr Pool#SI2101 4.000% 01-Sep-2048, 4.00%, 09/01/48 FR 3133USKN0 - - 38,677,997 $37,655,460 $37,655,460 0.56 $37,505,046
FHLMC 30yr Pool#SL0938 4.000% 01-Jul-2050, 4.00%, 07/01/50 FR 31427NBG3 - - 37,732,261 $37,058,277 $37,058,277 0.55 $36,911,540
FNMA 40yr Pool#BF0598 2.500% 01-Mar-2062, 2.50%, 03/01/62 FN 3140FXUY6 - - 43,618,480 $36,767,176 $36,767,176 0.55 $36,661,159
FNMA 30yr Pool#FA0576 5.500% 01-Jan-2055, 5.50%, 01/01/55 FN 3140W0UA1 - - 34,978,010 $36,244,475 $36,244,475 0.54 $36,057,439
FHLMC 30yr Pool#SL1632 4.000% 01-Nov-2053, 4.00%, 11/01/53 FR 31427NY60 - - 36,976,044 $35,775,333 $35,775,333 0.53 $35,631,537
FNMA 30yr Pool#FA1557 6.000% 01-May-2055, 6.00%, 05/01/55 FN 3140W1WT6 - - 34,058,696 $35,376,026 $35,376,026 0.53 $35,177,350
FNMA 30yr Pool#FA3191 5.500% 01-Oct-2055, 5.50%, 10/01/55 FN 3140W3RM3 - - 32,521,810 $33,681,782 $33,681,782 0.50 $33,507,881
FNMA 30yr Pool#FA3105 6.000% 01-May-2055, 6.00%, 05/01/55 FN 3140W3NX3 - - 32,014,168 $33,240,923 $33,240,923 0.49 $33,054,174
FNMA 30yr Pool#FA3682 5.500% 01-Feb-2055, 5.50%, 02/01/55 FN 3140W4CU9 - - 31,595,110 $32,768,487 $32,768,487 0.49 $32,599,540
FNMA 30yr Pool#FA0603 4.500% 01-Sep-2051, 4.50%, 09/01/51 FN 3140W0U52 - - 32,089,463 $32,008,354 $32,008,354 0.47 $31,867,963
FNMA 30yr Pool#FA1560 5.500% 01-Apr-2055, 5.50%, 04/01/55 FN 3140W1WW9 - - 29,879,697 $31,019,754 $31,019,754 0.46 $30,859,981
FNMA 30yr Pool#BW7371 5.500% 01-Feb-2053, 5.50%, 02/01/53 FN 3140N0FM2 - - 29,664,329 $30,855,311 $30,855,311 0.46 $30,696,689
FHLMC 30yr Pool#SL2558 6.000% 01-Aug-2055, 6.00%, 08/01/55 FR 31427PZY3 - - 29,574,223 $30,714,754 $30,714,754 0.45 $30,542,238
FHLMC 30yr Pool#SL0238 5.000% 01-May-2054, 5.00%, 05/01/54 FR 31427MHQ7 - - 30,097,305 $30,568,861 $30,568,861 0.45 $30,422,555
FNMA 40yr Pool#BF0698 3.500% 01-Dec-2062, 3.50%, 12/01/62 FN 3140FXX49 - - 33,057,590 $30,408,726 $30,408,726 0.45 $30,296,238
FHLMC 30yr Pool#TA2617 5.000% 01-Jan-2056, 5.00%, 01/01/56 FR 3142JQ4B2 - - 30,079,928 $30,270,177 $30,270,177 0.45 $30,123,956
Structured Agency Credit Risk (STACR) Debt Notes, Series 2022-HQA1 M2 8.94728% 25-MAR-2042, 8.95%, 03/25/42 STACR 2022-HQA1 35564KTJ8 - - 28,504,473 $29,861,313 $29,861,313 0.44 $29,783,385
FNMA 30yr Pool#FA4117 4.500% 01-Sep-2051, 4.50%, 09/01/51 FN 3140W4SF5 - - 29,517,381 $29,442,773 $29,442,773 0.44 $29,313,635
FHLMC 30yr Pool#SL1291 4.000% 01-Nov-2054, 4.00%, 11/01/54 FR 31427NNH8 - - 30,214,590 $29,233,442 $29,233,442 0.43 $29,115,941
FNMA 30yr Pool#FS8335 4.500% 01-Jan-2051, 4.50%, 01/01/51 FN 3140XQHM2 - - 29,255,836 $29,181,890 $29,181,890 0.43 $29,053,895
FNMA 30yr Pool#FA1798 4.000% 01-Aug-2052, 4.00%, 08/01/52 FN 3140W17L1 - - 29,199,745 $28,265,228 $28,265,228 0.42 $28,151,674
FNMA 30yr Pool#FS9788 5.500% 01-Nov-2054, 5.50%, 11/01/54 FN 3140XR2W4 - - 27,479,940 $28,220,614 $28,220,614 0.42 $28,073,672
FNMA 30yr Pool#FS8681 4.500% 01-Oct-2050, 4.50%, 10/01/50 FN 3140XQUF2 - - 27,794,565 $27,724,312 $27,724,312 0.41 $27,602,711
NRM MSR-Collateralized Notes, Series 2024-FNT1 A 7.398% 25-NOV-2029, 7.40%, 11/25/31 NZES 2024-FNT1 62956YAA7 - - 25,890,198 $26,195,959 $26,195,959 0.39 $26,137,434
FHLMC 30yr Pool#SD1143 4.500% 01-Sep-2050, 4.50%, 09/01/50 FR 3132DNHU0 - - 26,110,132 $26,044,137 $26,044,137 0.38 $25,929,905
FNMA 30yr Pool#FA3714 5.000% 01-Nov-2055, 5.00%, 11/01/55 FN 3140W4DU8 - - 24,643,475 $25,079,868 $25,079,868 0.37 $24,960,074
METRONET INFRASTRUCTURE ISSU 5.4% 55, 5.40%, 08/20/55 MNET 2025-2A 59170JAX6 - - 24,600,000 $25,065,929 $25,065,929 0.37 $25,006,889
FHLMC 30yr Pool#SD3271 5.500% 01-Jun-2053, 5.50%, 06/01/53 FR 3132DQT48 - - 24,015,809 $24,955,962 $24,955,962 0.37 $24,827,544
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-HQA3 M2 5.79728% 25-SEP-2041, 5.80%, 09/25/41 STACR 2021-HQA3 35564KJP5 - - 23,964,288 $24,186,425 $24,186,425 0.36 $24,143,975
JP MORGAN MORTGAGE TRUST 2 5.777% 55, 5.50%, 11/25/55 JPMMT 2025-5MPR 46593VAD9 - - 23,665,826 $23,867,902 $23,867,902 0.35 $23,741,355
FNMA 30yr Pool#FS9239 4.500% 01-Jan-2051, 4.50%, 01/01/51 FN 3140XRHR9 - - 23,849,834 $23,789,551 $23,789,551 0.35 $23,685,208
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2025-HQA1 M2 5.34728% 25-FEB-2045, 5.35%, 02/25/45 STACR 2025-HQA1 35564NHA4 - - 23,060,148 $23,138,478 $23,138,478 0.34 $23,100,801
FHLMC 30yr Pool#TA4415 5.000% 01-Jan-2056, 5.00%, 01/01/56 FR 3142JS3Z6 - - 22,393,277 $22,534,910 $22,534,910 0.33 $22,426,054
FNMA 30yr Pool#FA1129 6.500% 01-Jun-2054, 6.50%, 06/01/54 FN 3140W1HF3 - - 21,271,876 $22,342,292 $22,342,292 0.33 $22,207,865
PRET 2025-RPL3 Trust A1 4.15% 25-APR-2065, 4.15%, 04/25/65 PRET 2025-RPL3 69382RAA1 - - 22,362,305 $22,260,998 $22,260,998 0.33 $22,170,773
FNMA 30yr Pool#FA1128 6.500% 01-Aug-2054, 6.50%, 08/01/54 FN 3140W1HE6 - - 21,058,441 $22,118,117 $22,118,117 0.32 $21,985,039
FNMA 30yr Pool#CC1195 5.000% 01-Oct-2055, 5.00%, 10/01/55 FN 3140Y7KH0 - - 21,744,572 $22,117,104 $22,117,104 0.32 $22,011,401
FNMA 30yr Pool#FM7840 4.000% 01-Apr-2050, 4.00%, 04/01/50 FN 3140XBWA4 - - 22,704,735 $22,072,540 $22,072,540 0.32 $21,984,244
Connecticut Avenue Securities Trust 2022-R02 2M2 6.69728% 25-JAN-2042, 6.70%, 01/25/42 CAS 2022-R02 20754BAB7 - - 21,665,987 $22,071,003 $22,071,003 0.32 $22,026,666
FHLMC 30yr Pool#SD5061 5.500% 01-Mar-2054, 5.50%, 03/01/54 FR 3132DSTS1 - - 21,166,107 $21,988,778 $21,988,778 0.32 $21,875,598
FHF ISSUER TRUST 2024-1 0% 26, 4.84%, 12/15/26 FHF 2025-2A 30343DAA2 - - 21,545,431 $21,624,541 $21,624,541 0.32 $21,560,827
FNMA 30yr Pool#FS7225 4.000% 01-Aug-2051, 4.00%, 08/01/51 FN 3140XPA33 - - 22,143,576 $21,558,162 $21,558,162 0.32 $21,472,048
FNMA 30yr Pool#FS4781 4.000% 01-Oct-2051, 4.00%, 10/01/51 FN 3140XLJ33 - - 22,175,522 $21,558,063 $21,558,063 0.32 $21,471,825
Cipher Compute LLC 7.125% 15-NOV-2030, 7.12%, 11/15/30 CIFR 17253NAA5 - - 20,244,000 $21,158,607 $21,158,607 0.31 $20,826,058
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-DNA6 B2 11.19728% 25-OCT-2041, 11.20%, 10/25/41 STACR 2021-DNA6 35564KLV9 - - 19,937,000 $21,027,403 $21,027,403 0.31 $20,763,058
FHLMC 30yr Pool#SD6989 5.500% 01-Nov-2054, 5.50%, 11/01/54 FR 3132DUXS1 - - 20,450,829 $21,002,045 $21,002,045 0.31 $20,892,690
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA5 M2 10.44728% 25-JUN-2042, 10.45%, 06/25/42 STACR 2022-DNA5 35564KYW3 - - 19,321,656 $20,885,906 $20,885,906 0.31 $20,824,227
Citigroup Mortgage Loan Trust 2025-LTV1 A1 5.237% 25-DEC-2055, 5.24%, 12/25/55 CMLTI 2025-LTV1 17332XAA8 - - 20,374,477 $20,562,221 $20,562,221 0.30 $20,458,484
FNMA 30yr Pool#CB7112 5.500% 01-Sep-2053, 5.50%, 09/01/53 FN 3140QS3W9 - - 19,713,134 $20,459,097 $20,459,097 0.30 $20,353,686
FNMA 30yr Pool#FS6382 4.000% 01-Aug-2051, 4.00%, 08/01/51 FN 3140XNCU6 - - 21,010,440 $20,454,983 $20,454,983 0.30 $20,373,276
FNMA 40yr Pool#BF0226 3.500% 01-Jan-2058, 3.50%, 01/01/58 FN 3140FXHC9 - - 21,805,126 $20,352,770 $20,352,770 0.30 $20,278,572
FNMA 40yr Pool#BF0713 4.000% 01-Mar-2063, 4.00%, 03/01/63 FN 3140FXYK2 - - 21,132,435 $20,340,813 $20,340,813 0.30 $20,258,631
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 $20,035,085 $20,035,085 0.29 $20,013,120
FNMA 40yr Pool#BF0807 3.500% 01-Apr-2064, 3.50%, 04/01/64 FN 3140FX3R1 - - 21,729,665 $19,991,974 $19,991,974 0.29 $19,918,032
RCKT MOR 2025-CES9 FLT 2055 A1B, 5.00%, 09/25/55 RCKT 2025-CES9 74942JAB0 - - 19,848,781 $19,954,504 $19,954,504 0.29 $19,858,075
FINANCE OF AMERICA STRUC 3.28125% 74, 3.50%, 04/25/74 FASST 2024-S3 31739WAB8 - - 19,708,581 $19,326,119 $19,326,119 0.28 $19,305,042
FHLMC 30yr Pool#SL0850 4.000% 01-Jul-2049, 4.00%, 07/01/49 FR 31427M5L1 - - 19,446,283 $19,263,383 $19,263,383 0.28 $19,187,759
FNMA 30yr Pool#FS5028 4.000% 01-Oct-2051, 4.00%, 10/01/51 FN 3140XLSS8 - - 19,703,659 $19,155,027 $19,155,027 0.28 $19,078,402
FHLMC 30yr Pool#QJ9063 5.000% 01-Nov-2054, 5.00%, 11/01/54 FR 3133D1B81 - - 18,935,692 $19,146,424 $19,146,424 0.28 $19,054,375
FNMA 30yr Pool#DC4912 5.500% 01-Oct-2054, 5.50%, 10/01/54 FN 3140ASN61 - - 18,340,682 $18,825,520 $18,825,520 0.27 $18,727,449
FNMA 30yr Pool#FA1182 4.500% 01-Jun-2049, 4.50%, 06/01/49 FN 3140W1J46 - - 18,712,731 $18,665,433 $18,665,433 0.27 $18,583,565
FNMA 30yr Pool#FS2863 4.000% 01-Sep-2052, 4.00%, 09/01/52 FN 3140XJFD0 - - 18,984,442 $18,370,930 $18,370,930 0.27 $18,297,102
FNMA 30yr Pool#FA1549 5.500% 01-May-2055, 5.50%, 05/01/55 FN 3140W1WK5 - - 17,672,452 $18,323,126 $18,323,126 0.27 $18,228,628
Flash Compute LLC 7.25% 31-DEC-2030, 7.25%, 12/31/30 FLASHC 33853QAA9 - - 17,865,000 $17,995,107 $17,995,107 0.26 $17,861,988
FNMA 30yr Pool#FS8709 4.500% 01-Jan-2051, 4.50%, 01/01/51 FN 3140XQVB0 - - 17,993,896 $17,948,415 $17,948,415 0.26 $17,869,692
Saluda Grade Alternative Mortgage Trust 2024-RTL4 A1 7.5% 25-FEB-2030, 7.50%, 02/25/30 GRADE 2024-RTL4 79584CAA9 - - 17,634,279 $17,780,322 $17,780,322 0.26 $17,651,739
FHLMC 30yr Pool#QY8779 6.000% 01-Jul-2055, 6.00%, 07/01/55 FR 31426TXH5 - - 16,928,233 $17,582,459 $17,582,459 0.26 $17,483,711
Homeward Opportunities Fund Trust 2024-RTL1 A1 7.12% 25-JUL-2029, 7.12%, 07/25/29 HOF 43789FAA1 - - 17,261,000 $17,400,968 $17,400,968 0.25 $17,261,000
FNMA 30yr Pool#CB8221 5.500% 01-Mar-2054, 5.50%, 03/01/54 FN 3140QUD37 - - 16,654,901 $17,108,857 $17,108,857 0.25 $17,019,800
FNMA 30yr Pool#FA1358 4.500% 01-May-2050, 4.50%, 05/01/50 FN 3140W1QL0 - - 17,124,518 $17,057,363 $17,057,363 0.25 $16,982,443
FNMA 30yr Pool#FM4738 4.000% 01-Sep-2050, 4.00%, 09/01/50 FN 3140X8HQ3 - - 17,174,541 $16,656,273 $16,656,273 0.24 $16,589,483
FHLMC 30yr Pool#SD0985 4.500% 01-Oct-2050, 4.50%, 10/01/50 FR 3132DNCW1 - - 16,374,847 $16,333,459 $16,333,459 0.24 $16,261,819
Saluda Grade Alternative Mortgage Trust 2026-HB1|5.22134|04/25/2056, 5.22%, 04/25/56 GRADE 2026-HB1 795939AC1 - - 16,306,000 $16,310,822 $16,310,822 0.24 $16,306,092
FNMA 40yr Pool#BF0806 3.500% 01-Apr-2064, 3.50%, 04/01/64 FN 3140FX3Q3 - - 17,640,257 $16,287,981 $16,287,981 0.24 $16,227,955
FNMA 40yr Pool#BF0801 2.500% 01-Apr-2064, 2.50%, 04/01/64 FN 3140FX3K6 - - 18,994,140 $15,993,516 $15,993,516 0.23 $15,947,350
SALUDA GR ALT MTG TR 2025-LOC5 A1B, 5.47%, 10/25/55 GRADE 2025-LOC5 79581XAC2 - - 15,693,000 $15,908,398 $15,908,398 0.23 $15,802,607
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA4 M2 8.94728% 25-MAY-2042, 8.95%, 05/25/42 STACR 2022-DNA4 35564KXA2 - - 15,050,000 $15,898,582 $15,898,582 0.23 $15,857,437
FNMA 30yr Pool#FS9116 6.000% 01-Sep-2054, 6.00%, 09/01/54 FN 3140XRDW2 - - 15,278,216 $15,869,151 $15,869,151 0.23 $15,780,028
Vontive Mortgage Trust 2025-RTL1 A1 6.507% 25-MAR-2030, 6.51%, 03/25/30 VNTV 2025-RTL1 928884AA3 - - 15,444,000 $15,724,405 $15,724,405 0.23 $15,693,699
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 $15,499,169 $15,499,169 0.22 $15,389,116
Galaxy XXVI CLO Ltd., 5.68%, 07/31/26 GLXYT 2025-1 362922AA4 - - 15,169,469 $15,327,088 $15,327,088 0.22 $15,250,566
FHLMC 30yr Pool#QH3192 6.000% 01-Oct-2053, 6.00%, 10/01/53 FR 3133CFRM3 - - 14,476,772 $15,093,131 $15,093,131 0.22 $15,008,683
FNMA 30yr Pool#DA1525 6.000% 01-Oct-2053, 6.00%, 10/01/53 FN 3140A1VT1 - - 14,533,261 $15,083,492 $15,083,492 0.22 $14,998,714
PRET 2025-RPL1 Trust A1 4.0% 25-JUL-2069, 4.00%, 07/25/69 PRET 2025-RPL1 69392FAA5 - - 15,144,303 $14,920,649 $14,920,649 0.22 $14,861,754
PRPM 2025-5 0%30, 5.73%, 07/25/30 PRPM 2025-5 69392RAA9 - - 14,606,797 $14,667,665 $14,667,665 0.21 $14,586,307
PRPM 2025-RCF3 LLC 5.25% 55, 5.25%, 07/25/55 PRPM 2025-RCF3 69392PAA3 - - 14,386,619 $14,596,063 $14,596,063 0.21 $14,522,631
FHLMC 30yr Pool#SD6178 4.500% 01-Jan-2051, 4.50%, 01/01/51 FR 3132DT2K5 - - 14,272,945 $14,216,972 $14,216,972 0.21 $14,154,528
FNMA 30yr Pool#DC7019 5.500% 01-Dec-2054, 5.50%, 12/01/54 FN 3140AUYR8 - - 13,768,957 $14,132,189 $14,132,189 0.20 $14,058,563
FNMA 30yr Pool#FA3563 5.500% 01-Nov-2055, 5.50%, 11/01/55 FN 3140W35Z8 - - 13,591,042 $14,107,353 $14,107,353 0.20 $14,034,678
FNMA 30yr Pool#CC0097 5.500% 01-Mar-2055, 5.50%, 03/01/55 FN 3140Y6DB3 - - 13,576,977 $14,092,753 $14,092,753 0.20 $14,020,154
FHLMC 30yr Pool#SD5963 6.000% 01-Jul-2054, 6.00%, 07/01/54 FR 3132DTTU4 - - 13,563,151 $14,087,750 $14,087,750 0.20 $14,008,632
BMP Commercial Mortgage Trust 2024-MF23 A 5.05213% 15-JUN-2041, 5.05%, 06/15/41 BMP 2024-MF23 05593JAA8 - - 14,000,000 $14,044,977 $14,044,977 0.20 $14,001,753
Vista Point Securitization Trust 2025-CES2 A1 5.601% 25-AUG-2055, 5.60%, 08/25/55 VSTA 2025-CES2 92842UAA0 - - 13,771,759 $13,950,561 $13,950,561 0.20 $13,875,568
GS Mortgage-Backed Securities Trust 2025-RPL3 A1 4.1% 25-JUL-2065, 4.10%, 07/25/65 GSMBS 2025-RPL3 362963AA8 - - 14,053,704 $13,925,045 $13,925,045 0.20 $13,869,025
FINANCE OF AMER STR TR 2024-S2 A1, 3.50%, 04/25/74 FASST 2024-S2 31739VAA2 - - 13,976,035 $13,760,751 $13,760,751 0.20 $13,745,805
Chase Mortgage Reference Notes, Series 2020-CL1 M1 6.03707% 25-OCT-2057, 6.04%, 10/25/57 CHASE 2020-CL1 46591HAG5 - - 13,042,980 $13,486,753 $13,486,753 0.19 $13,462,693
Huntington Bank Auto Credit-Linked Notes, Series 2024-2 B1 5.442% 20-OCT-2032, 5.44%, 10/20/32 HACLN 2024-2 44644NAG4 - - 13,138,819 $13,333,207 $13,333,207 0.19 $13,301,428
FHLMC 30yr Pool#TA2596 5.500% 01-Jan-2056, 5.50%, 01/01/56 FR 3142JQ3E7 - - 13,012,853 $13,304,842 $13,304,842 0.19 $13,235,259
Foundation Finance Trust 2025-2 B 4.94% 15-APR-2052, 4.94%, 04/15/52 FFIN 2025-2A 35042NAB1 - - 13,050,000 $13,184,512 $13,184,512 0.19 $13,146,906
FNMA 30yr Pool#FM5350 4.500% 01-Sep-2050, 4.50%, 09/01/50 FN 3140X85L7 - - 13,235,525 $13,183,621 $13,183,621 0.19 $13,125,716
FNMA 30yr Pool#FS8717 6.000% 01-Jul-2054, 6.00%, 07/01/54 FN 3140XQVK0 - - 12,600,855 $13,088,234 $13,088,234 0.19 $13,014,729
FHLMC 30yr Pool#SD6558 6.000% 01-Sep-2054, 6.00%, 09/01/54 FR 3132DUJB4 - - 12,432,329 $12,913,189 $12,913,189 0.19 $12,840,667
FNMA 30yr Pool#DE6043 6.000% 01-Aug-2055, 6.00%, 08/01/55 FN 3140BJWD5 - - 12,172,316 $12,643,120 $12,643,120 0.18 $12,572,114
PRET 2025-RPL5 TRUST FLTG 2070 A1, 4.15%, 01/25/70 PRET 2025-RPL5 69393AAA5 - - 12,738,379 $12,626,564 $12,626,564 0.18 $12,575,168
FHLMC 30yr Pool#SD5994 4.500% 01-Sep-2050, 4.50%, 09/01/50 FR 3132DTUT5 - - 12,588,119 $12,556,301 $12,556,301 0.18 $12,501,228
FNMA 40yr Pool#BF0731 2.500% 01-Jun-2063, 2.50%, 06/01/63 FN 3140FXY55 - - 14,663,169 $12,350,817 $12,350,817 0.18 $12,315,177
FNMA 30yr Pool#DE1157 6.000% 01-Jun-2055, 6.00%, 06/01/55 FN 3140BDJB7 - - 11,823,515 $12,280,828 $12,280,828 0.18 $12,211,857
TOWD POINT MORTGAGE TRUST 2025 0% 65, 4.97%, 09/25/65 TPMT 2025-FIX1 89183MAA1 - - 12,112,953 $12,228,249 $12,228,249 0.18 $12,169,743
FNMA 30yr Pool#FS7541 4.000% 01-Jun-2052, 4.00%, 06/01/52 FN 3140XPLX5 - - 12,528,358 $12,179,516 $12,179,516 0.17 $12,130,795
FHLMC 30yr Pool#QG6755 5.500% 01-Jun-2053, 5.50%, 06/01/53 FR 3133C7QG5 - - 11,680,061 $12,141,128 $12,141,128 0.17 $12,078,672
FNMA 30yr Pool#DG1554 5.000% 01-Feb-2056, 5.00%, 02/01/56 FN 3140U4WQ8 - - 11,807,108 $11,881,786 $11,881,786 0.17 $11,824,390
FNMA 30yr Pool#FA0470 6.000% 01-Jan-2055, 6.00%, 01/01/55 FN 3140W0QY4 - - 11,437,460 $11,879,840 $11,879,840 0.17 $11,813,122
FHLMC 30yr Pool#TA5410 5.000% 01-Feb-2056, 5.00%, 02/01/56 FR 3142JUAL4 - - 11,785,732 $11,860,274 $11,860,274 0.17 $11,802,983
FNMA 30yr Pool#DF9041 5.000% 01-Jan-2056, 5.00%, 01/01/56 FN 3140U1BK0 - - 11,702,361 $11,776,376 $11,776,376 0.17 $11,719,489
FIGRE TRUST 2025-HE4 FLTG 2055 C, 5.71%, 07/25/55 FIGRE 2025-HE4 31684PAC6 - - 11,599,671 $11,756,107 $11,756,107 0.17 $11,691,724
TOWD PT MTG TR 2025-FIX2 FLTG A1, 5.25%, 10/25/65 TPMT 2025-FIX2 89183RAA0 - - 11,600,583 $11,730,454 $11,730,454 0.17 $11,671,254
FNMA 40yr Pool#BF0783 3.500% 01-Dec-2063, 3.50%, 12/01/63 FN 3140FX2R2 - - 12,482,022 $11,487,750 $11,487,750 0.16 $11,445,276
FHLMC 30yr Pool#QH3306 6.000% 01-Oct-2053, 6.00%, 10/01/53 FR 3133CFU72 - - 10,943,601 $11,409,533 $11,409,533 0.16 $11,345,696
FNMA 30yr Pool#BY4134 5.500% 01-Jul-2053, 5.50%, 07/01/53 FN 3140NLSY6 - - 11,023,041 $11,316,259 $11,316,259 0.16 $11,257,316
FNMA 30yr Pool#DC5672 5.500% 01-Nov-2054, 5.50%, 11/01/54 FN 3140ATJS6 - - 10,860,041 $11,146,831 $11,146,831 0.16 $11,088,760
FNMA 30yr Pool#FS6236 6.500% 01-Nov-2053, 6.50%, 11/01/53 FN 3140XM4W3 - - 10,572,754 $11,114,320 $11,114,320 0.16 $11,047,506
PRET 2025-NPL4 A1 6.3677% 25-MAY-2055, 6.37%, 04/25/55 PRET 2025-NPL4 74136UAA3 - - 11,052,207 $11,102,169 $11,102,169 0.16 $11,080,665
FNMA 30yr Pool#FS5818 4.500% 01-Oct-2050, 4.50%, 10/01/50 FN 3140XMPC4 - - 11,075,151 $11,031,719 $11,031,719 0.16 $10,983,265
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA7 M2 10.69728% 25-SEP-2042, 10.70%, 03/25/52 STACR 2022-DNA7 35564KL72 - - 10,000,000 $11,004,006 $11,004,006 0.16 $10,971,320
FNMA 30yr Pool#FS5362 4.500% 01-Dec-2050, 4.50%, 12/01/50 FN 3140XL5Y0 - - 10,825,466 $10,798,104 $10,798,104 0.15 $10,750,743
FNMA 30yr Pool#FS7613 4.500% 01-May-2052, 4.50%, 05/01/52 FN 3140XPN70 - - 10,738,849 $10,711,705 $10,711,705 0.15 $10,664,723
Acacia 2025-1 A 5.24% 15-NOV-2037, 5.24%, 11/15/37 ACACIA 2025-1 00401PAA7 - - 10,568,260 $10,616,969 $10,616,969 0.15 $10,584,666
Ally Bank Auto Credit-Linked Notes, Series 2025-A C 4.844% 15-JUN-2033, 4.84%, 06/15/33 ABCLN 2025-A 02007G5F6 - - 10,439,613 $10,544,523 $10,544,523 0.15 $10,515,025
Homeward Opportunities Fund Trust 2025-RRTL1 A1 5.476% 25-MAR-2040, 5.48%, 03/25/40 HOF 2025-RRTL1 437919AA1 - - 10,475,000 $10,526,251 $10,526,251 0.15 $10,508,724
FHLMC 30yr Pool#SD5224 6.000% 01-Mar-2054, 6.00%, 03/01/54 FR 3132DSYV8 - - 9,863,783 $10,245,297 $10,245,297 0.15 $10,187,758
FNMA 30yr Pool#BX0421 5.500% 01-Nov-2052, 5.50%, 11/01/52 FN 3140N4PF8 - - 9,894,101 $10,203,711 $10,203,711 0.14 $10,150,805
Connecticut Avenue Securities Trust 2022-R02 2B2 11.34728% 25-JAN-2042, 11.35%, 01/25/42 CAS 2022-R02 20754BAJ0 - - 9,637,000 $10,190,615 $10,190,615 0.14 $10,157,201
FNMA 30yr Pool#FS6662 4.000% 01-Oct-2051, 4.00%, 10/01/51 FN 3140XNML5 - - 10,415,919 $10,125,896 $10,125,896 0.14 $10,085,390
New Residential Mortgage Loan Trust 2026-NQM1|5.078|11/25/2065, 5.08%, 11/25/65 NRZT 2026-NQM1 64832LAF0 - - 10,000,000 $10,067,336 $10,067,336 0.14 $10,017,967
LHOME Mortgage Trust 2024-RTL3 A1 6.9% 25-MAY-2029, 6.90%, 05/25/29 LHOME 2024-RTL3 50205GAA0 - - 9,960,000 $10,059,078 $10,059,078 0.14 $10,038,079
Fannie Mae Pool|5|02/01/2056, 5.00%, 02/01/56 FN 3140U5ZY5 - - 9,902,885 $9,929,958 $9,929,958 0.14 $9,914,828
FNMA 30yr Pool#FS7117 6.500% 01-Feb-2054, 6.50%, 02/01/54 FN 3140XN4B7 - - 9,436,450 $9,919,812 $9,919,812 0.14 $9,860,178
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA6 M2 9.44728% 25-SEP-2042, 9.45%, 09/25/42 STACR 2022-DNA6 35564KH77 - - 9,166,000 $9,884,463 $9,884,463 0.14 $9,858,003
FHLMC 30yr Pool#QH4373 6.000% 01-Nov-2053, 6.00%, 11/01/53 FR 3133CG2E6 - - 9,383,719 $9,783,238 $9,783,238 0.14 $9,728,500
FHLMC 30yr Pool#RA7104 4.500% 01-Feb-2051, 4.50%, 02/01/51 FR 3133KN3M3 - - 9,757,380 $9,708,185 $9,708,185 0.14 $9,665,497
Rithm Capital Corp. 8.0% 01-APR-2029, 8.00%, 04/01/29 RITM 64828TAB8 - - 9,213,000 $9,682,778 $9,682,778 0.14 $9,426,861
FNMA 30yr Pool#FS2144 3.500% 01-Jun-2052, 3.50%, 06/01/52 FN 3140XHL21 - - 10,103,505 $9,510,938 $9,510,938 0.13 $9,476,558
LHOME Mortgage Trust 2024-RTL5 A2 5.751% 25-SEP-2039, 5.75%, 09/25/39 LHOME 2024-RTL5 50205WAB3 - - 9,325,000 $9,367,657 $9,367,657 0.13 $9,351,270
CONNECTICUT AVENUE SECUR 5.95001% 45, 5.30%, 07/25/45 CAS 2025-R05 20753CAC4 - - 9,254,000 $9,324,920 $9,324,920 0.13 $9,309,941
FIGRE TRUST 2025 HE4 FLTG 2055 B, 5.61%, 07/25/55 FIGRE 2025-HE4 31684PAB8 - - 8,980,599 $9,127,686 $9,127,686 0.13 $9,078,722
FHLMC 30yr Pool#QZ2313 5.500% 01-Sep-2055, 5.50%, 09/01/55 FR 31426YSB3 - - 8,885,688 $9,121,542 $9,121,542 0.13 $9,074,028
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 $9,117,453 $9,117,453 0.13 $9,104,814
Alterna Funding III A 6.26% 15-MAY-2039, 6.26%, 05/16/39 TAX 2024-1A 02157JAA3 - - 8,129,054 $8,955,591 $8,955,591 0.13 $8,142,584
Huntington Bank Auto Credit-Linked Notes, Series 2024-1 B1 6.153% 20-MAY-2032, 6.15%, 05/20/32 HACLN 2024-1 44644NAA7 - - 8,753,684 $8,913,308 $8,913,308 0.12 $8,889,369
FHLMC 30yr Pool#QY9874 6.000% 01-Aug-2055, 6.00%, 08/01/55 FR 31426U6L3 - - 8,484,007 $8,812,153 $8,812,153 0.12 $8,762,663
Freddie Mac Multiclass Certificates, Series 5164 FA 4.0% 25-NOV-2051, 3.95%, 11/25/51 FHR 5164 3137H3PY2 - - 9,638,577 $8,750,025 $8,750,025 0.12 $8,738,399
FHLMC 30yr Pool#SD7417 5.500% 01-Jan-2055, 5.50%, 01/01/55 FR 3132DVG25 - - 8,317,534 $8,625,805 $8,625,805 0.12 $8,581,329
FNMA 30yr Pool#DG0913 5.000% 01-Jan-2056, 5.00%, 01/01/56 FN 3140U4AP4 - - 8,528,526 $8,582,467 $8,582,467 0.12 $8,541,009
RCKT Mortgage Trust 2024-CES9 A1B 5.683% 25-DEC-2044, 5.68%, 12/25/44 RCKT 2024-CES9 749426AB8 - - 8,418,255 $8,550,595 $8,550,595 0.12 $8,504,083
RCKT Mortgage Trust 2025-CES7 A1B 5.478% 25-JUL-2055, 5.48%, 07/25/55 RCKT 2025-CES7 74943AAB8 - - 8,394,323 $8,502,866 $8,502,866 0.12 $8,458,160
FNMA 30yr Pool#DA0026 6.000% 01-Sep-2053, 6.00%, 09/01/53 FN 3140A0A41 - - 8,184,687 $8,494,560 $8,494,560 0.12 $8,446,816
Connecticut Avenue Securities Trust 2022-R01 1B2 9.69728% 25-DEC-2041, 9.70%, 12/25/41 CAS 2022-R01 20754LAJ8 - - 8,116,382 $8,442,434 $8,442,434 0.12 $8,418,385
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 $8,369,694 $8,369,694 0.12 $8,307,402
FHLMC 30yr Pool#QZ9092 5.000% 01-Nov-2055, 5.00%, 11/01/55 FR 31427KC60 - - 8,219,157 $8,271,142 $8,271,142 0.12 $8,231,188
PRPM 2025-RPL4 A1, 3.00%, 05/25/55 PRPM 2025-RPL4 74448NAA2 - - 8,435,878 $8,154,553 $8,154,553 0.11 $8,129,949
FHLMC 30yr Pool#QH1500 6.000% 01-Sep-2053, 6.00%, 09/01/53 FR 3133CDUZ5 - - 7,767,886 $8,098,610 $8,098,610 0.11 $8,053,297
Fannie Mae REMIC Trust 2022-65 FB 4.49728% 25-SEP-2052, 4.50%, 09/25/52 FNR 2022-65 3136BPCQ2 - - 8,030,649 $8,028,954 $8,028,954 0.11 $8,017,919
FNMA 30yr Pool#DF2677 6.000% 01-Nov-2055, 6.00%, 11/01/55 FN 3140BS6P7 - - 7,617,898 $7,880,446 $7,880,446 0.11 $7,836,008
COOPR Residential Mortgage Trust 2025-CES3 A1A 4.84% 25-SEP-2060, 4.84%, 09/25/60 COOPR 2025-CES3 216926AA3 - - 7,629,996 $7,810,105 $7,810,105 0.11 $7,639,686
Brex Commercial Charge Card Master Trust Series 2024-1 A1 6.05% 15-JUL-2027, 6.05%, 07/15/27 BREX 2024-1 05601DAE3 - - 7,750,000 $7,789,527 $7,789,527 0.11 $7,762,176
Connecticut Avenue Securities Trust 2025-R01 1M2 5.19728% 25-JAN-2045, 5.20%, 01/25/45 CAS 2025-R01 20755JAC7 - - 7,526,000 $7,543,433 $7,543,433 0.10 $7,531,481
COOPR Residential Mortgage Trust 2026-CES1|4.996|01/01/2061, 5.00%, 01/01/61 COOPR 2026-CES1 21689GAB4 - - 7,410,000 $7,474,590 $7,474,590 0.10 $7,438,598
SALUDA GR ALT MTG TR 25 RRTL1 A1, 5.32%, 10/25/40 GRADE 2025-RRTL1 79582NAA7 - - 7,388,000 $7,427,018 $7,427,018 0.10 $7,388,806
FHLMC 30yr Pool#QX0520 5.500% 01-Dec-2054, 5.50%, 12/01/54 FR 31425USJ5 - - 7,206,435 $7,400,081 $7,400,081 0.10 $7,361,547
ACHM Trust 2024-HE1 A 6.55% 25-MAY-2039, 6.55%, 05/25/39 ACHM 2024-HE1 00449TAA3 - - 7,079,254 $7,338,794 $7,338,794 0.10 $7,324,625
FIGRE TRUST 2025-HE6 FLTG 2055 C, 5.25%, 09/25/55 FIGRE 2025-HE6 31684NAC1 - - 7,280,545 $7,317,184 $7,317,184 0.10 $7,280,059
FHLMC 30yr Pool#QX9929 6.000% 01-Apr-2055, 6.00%, 04/01/55 FR 31426HA78 - - 6,974,944 $7,242,218 $7,242,218 0.10 $7,201,531
RCKT MORTGAGE TRUST 2025 5.24863% 55, 5.25%, 08/25/55 RCKT 2025-CES8 74939WAB6 - - 7,056,005 $7,122,171 $7,122,171 0.10 $7,086,165
PRPM 2025-RCF3, LLC, 5.77%, 08/25/28 PRPM 2025-6 69395KAA1 - - 7,040,214 $7,075,198 $7,075,198 0.10 $7,035,677
GS Mortgage-Backed Securities Trust 2026-CES1|5.272|05/25/2056, 5.27%, 05/25/56 GSMBS 2026-CES1 36277LAB9 - - 7,000,000 $7,062,143 $7,062,143 0.10 $7,026,264
FHLMC 30yr Pool#QG3912 5.500% 01-Jun-2053, 5.50%, 06/01/53 FR 3133C4KZ6 - - 6,841,443 $7,061,247 $7,061,247 0.10 $7,024,664
Mello Mortgage Capital Acceptance 2024-SD1 A1 4.0% 25-APR-2054, 4.00%, 04/25/54 MELLO 58550DAA1 - - 7,101,884 $7,037,915 $7,037,915 0.10 $7,029,235
FNMA 30yr Pool#DD8495 5.500% 01-May-2055, 5.50%, 05/01/55 FN 3140B9NM7 - - 6,802,144 $6,982,693 $6,982,693 0.10 $6,946,321
LHOME Mortgage Trust 2024-RTL4 A2 6.092% 25-JUL-2039, 6.09%, 07/25/39 LHOME 2024-RTL4 50205PAB8 - - 6,870,000 $6,908,154 $6,908,154 0.09 $6,895,366
Ally Bank Auto Credit-Linked Notes, Series 2025-A D 4.991% 15-JUN-2033, 4.99%, 06/15/33 ABCLN 2025-A 02007G5G4 - - 6,781,560 $6,830,306 $6,830,306 0.09 $6,810,562
FNMA 30yr Pool#FA0339 5.500% 01-Jan-2055, 5.50%, 01/01/55 FN 3140W0LV5 - - 6,578,909 $6,827,544 $6,827,544 0.09 $6,792,365
FNMA 30yr Pool#FS4356 6.000% 01-May-2053, 6.00%, 05/01/53 FN 3140XKZW3 - - 6,492,761 $6,743,890 $6,743,890 0.09 $6,706,015
RCKT Mortgage Trust 2024-CES1 A1B 6.325% 25-FEB-2044, 6.33%, 02/25/44 RCKT 2024-CES1 749424AB3 - - 6,534,163 $6,633,297 $6,633,297 0.09 $6,593,117
HOMES 2026-INV1 Trust|5.077|08/25/2060, 5.08%, 08/25/60 HOMES 2026-INV1 43761FAD7 - - 6,587,000 $6,611,171 $6,611,171 0.09 $6,606,527
FNMA 30yr Pool#FS7397 6.000% 01-Mar-2054, 6.00%, 03/01/54 FN 3140XPGF0 - - 6,292,409 $6,535,788 $6,535,788 0.09 $6,499,082
EFMT 2025-RTL1 0% 40, 5.22%, 11/25/40 EFMT 2025-RTL1 26846FAA7 - - 6,512,000 $6,535,749 $6,535,749 0.09 $6,525,360
Brean Asset Backed Securities Trust 2024-RM9 A1 5.0% 25-SEP-2064, 5.00%, 09/25/64 BABS 2024-RM9 10638DAA8 - - 6,514,853 $6,531,321 $6,531,321 0.09 $6,521,368
FNMA 30yr Pool#DA1456 5.500% 01-Sep-2053, 5.50%, 09/01/53 FN 3140A1TN7 - - 6,294,508 $6,460,913 $6,460,913 0.09 $6,427,255
FIGRE TRUST 2025-HE6 FLTG 2055 B, 5.14%, 09/25/55 FIGRE 2025-HE6 31684NAB3 - - 6,417,156 $6,454,795 $6,454,795 0.09 $6,422,703
FHLMC 30yr Pool#SD5223 6.000% 01-Apr-2054, 6.00%, 04/01/54 FR 3132DSYU0 - - 6,196,933 $6,436,619 $6,436,619 0.09 $6,400,471
PRET 2025-RPL2 Trust A1 4.0% 25-FEB-2065, 4.00%, 08/25/64 PRET 2025-RPL2 69392LAA2 - - 6,469,420 $6,430,159 $6,430,159 0.09 $6,405,000
FNMA 30yr Pool#FM4129 4.000% 01-Sep-2050, 4.00%, 09/01/50 FN 3140X7ST7 - - 6,584,910 $6,381,817 $6,381,817 0.09 $6,356,209
LHOME Mortgage Trust 2024-RTL1 A1 7.017% 25-JAN-2029, 7.02%, 01/25/29 LHOME 2024-RTL1 50205DAA7 - - 6,341,000 $6,360,382 $6,360,382 0.09 $6,346,787
Connecticut Avenue Securities Trust 2022-R04 1B2 13.19728% 25-MAR-2042, 13.20%, 03/25/42 CAS 2022-R04 20753YAL6 - - 5,793,401 $6,324,326 $6,324,326 0.09 $6,300,964
FHLMC 30yr Pool#QH7040 6.000% 01-Dec-2053, 6.00%, 12/01/53 FR 3133CKZD3 - - 6,040,450 $6,269,142 $6,269,142 0.08 $6,233,906
FIGRE TRUST 2025-HE4 5.408% 55, 5.41%, 07/25/55 FIGRE 2025-HE4 31684PAA0 - - 6,147,215 $6,261,006 $6,261,006 0.08 $6,228,685
FNMA 30yr Pool#DB4017 6.000% 01-May-2054, 6.00%, 05/01/54 FN 3140ADPB1 - - 6,010,726 $6,243,210 $6,243,210 0.08 $6,208,147
FNMA 30yr Pool#DD5556 6.000% 01-Mar-2055, 6.00%, 03/01/55 FN DD5556 MTGE 3140B6E68 - - 5,996,425 $6,228,356 $6,228,356 0.08 $6,193,377
FNMA 30yr Pool#DA1468 6.000% 01-Sep-2053, 6.00%, 09/01/53 FN 3140A1T23 - - 5,898,947 $6,150,099 $6,150,099 0.08 $6,115,688
FNMA 30yr Pool#DE6050 6.000% 01-Aug-2055, 6.00%, 08/01/55 FN 3140BJWL7 - - 5,837,298 $6,062,892 $6,062,892 0.08 $6,028,841
PRPM 2025-RPL3 A1 3.25% 25-APR-2055, 3.25%, 04/25/55 PRPM 2025-RPL3 69392NAA8 - - 6,161,461 $6,030,894 $6,030,894 0.08 $6,011,426
FNMA 30yr Pool#FM7479 4.500% 01-Jan-2050, 4.50%, 01/01/50 FN 3140XBJZ4 - - 5,951,101 $5,936,059 $5,936,059 0.08 $5,910,023
FHLMC 30yr Pool#SD3018 5.500% 01-May-2053, 5.50%, 05/01/53 FR 3132DQK70 - - 5,769,976 $5,931,014 $5,931,014 0.08 $5,900,161
FNMA 30yr Pool#DE7796 6.000% 01-Aug-2055, 6.00%, 08/01/55 FN 3140BLUW0 - - 5,637,788 $5,855,848 $5,855,848 0.08 $5,822,961
FIGRE Trust 2026-HE1|5.434|01/25/2056, 5.43%, 01/25/56 FIGRE 2026-HE1 30249NAE7 - - 5,835,000 $5,845,818 $5,845,818 0.08 $5,841,414
Connecticut Avenue Securities, Series 2021-R02 2B2 9.89728% 25-NOV-2041, 9.90%, 11/25/41 CAS 2021-R02 20754KAJ0 - - 5,616,000 $5,834,086 $5,834,086 0.08 $5,817,102
FHLMC 30yr Pool#QH4638 6.000% 01-Nov-2053, 6.00%, 11/01/53 FR 3133CHEK7 - - 5,576,899 $5,814,340 $5,814,340 0.08 $5,781,808
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA3 M2 8.04728% 25-APR-2042, 8.05%, 04/25/42 STACR 2022-DNA3 35564KVE6 - - 5,528,314 $5,751,780 $5,751,780 0.08 $5,738,186
TVC Mortgage Trust 2025-RRTL1 A2 6.68% 25-APR-2040, 6.68%, 04/25/40 TVC 2025-RRTL1 900927AB0 - - 5,597,000 $5,717,525 $5,717,525 0.08 $5,706,101
MS RES MTG LN TR 2025-SPL1 A1, 4.25%, 02/25/65 MSRM 2025-SPL1 617946AA6 - - 5,743,603 $5,716,594 $5,716,594 0.08 $5,692,862
FNMA 30yr Pool#FS1578 4.000% 01-Oct-2050, 4.00%, 10/01/50 FN 3140XGXG9 - - 5,864,729 $5,703,357 $5,703,357 0.08 $5,680,549
SF ABS ISSUER 2025-1 0%55 A2, 5.38%, 11/25/55 SFARM 2025-1A 784193AA2 - - 5,750,000 $5,681,791 $5,681,791 0.08 $5,672,344
Huntington Bank Auto Credit-Linked Notes, Series 2025-1 B 4.957% 20-MAR-2033, 4.96%, 03/21/33 HACLN 2025-1 446438SX2 - - 5,590,522 $5,647,730 $5,647,730 0.08 $5,635,414
FHLMC 30yr Pool#SD3813 6.000% 01-Jul-2053, 6.00%, 07/01/53 FR 3132E0GW6 - - 5,398,231 $5,626,171 $5,626,171 0.08 $5,594,681
OCEANVIEW MORTGAGE TRUST 4.99888% 55, 4.60%, 12/25/55 BVINV 2025-4 67647DAU3 - - 5,608,554 $5,616,413 $5,616,413 0.07 $5,608,535
FNMA 30yr Pool#FS0088 4.000% 01-Mar-2050, 4.00%, 03/01/50 FN 3140XFC25 - - 5,749,192 $5,603,117 $5,603,117 0.07 $5,580,760
FNMA 30yr Pool#DC7015 5.500% 01-Dec-2054, 5.50%, 12/01/54 FN 3140AUYM9 - - 5,348,742 $5,492,469 $5,492,469 0.07 $5,463,868
FHLMC 30yr Pool#SD2606 4.500% 01-Sep-2051, 4.50%, 09/01/51 FR 3132DP3P1 - - 5,514,224 $5,486,422 $5,486,422 0.07 $5,462,297
BX Trust 2021-SDMF A 4.384% 15-SEP-2034, 4.38%, 09/15/34 BX 2021-SDMF 12434CAA2 - - 5,355,350 $5,363,096 $5,363,096 0.07 $5,348,750
FNMA 30yr Pool#DB4019 6.000% 01-May-2054, 6.00%, 05/01/54 FN 3140ADPD7 - - 5,159,320 $5,354,652 $5,354,652 0.07 $5,324,556
LHOME Mortgage Trust 2024-RTL2 A1 7.128% 25-MAR-2029, 7.13%, 03/25/29 LHOME 50205JAA4 - - 5,293,684 $5,334,964 $5,334,964 0.07 $5,323,434
FNMA 30yr Pool#BY0337 6.500% 01-May-2053, 6.50%, 05/01/53 FN 3140NGLT5 - - 5,018,424 $5,280,331 $5,280,331 0.07 $5,248,618
FHLMC 30yr Pool#QJ9072 6.000% 01-Nov-2054, 6.00%, 11/01/54 FR 3133D1CH0 - - 5,031,110 $5,225,704 $5,225,704 0.07 $5,196,356
FNMA 30yr Pool#BX5986 5.500% 01-Mar-2053, 5.50%, 03/01/53 FN 3140NAUL5 - - 4,938,209 $5,135,534 $5,135,534 0.07 $5,109,129
FNMA 30yr Pool#DF0300 5.500% 01-Sep-2055, 5.50%, 09/01/55 FN 3140BQKN0 - - 5,004,023 $5,116,305 $5,116,305 0.07 $5,089,548
FHLMC 30yr Pool#QH2242 5.500% 01-Sep-2053, 5.50%, 09/01/53 FR 3133CEP30 - - 4,954,521 $5,085,501 $5,085,501 0.07 $5,059,008
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 $5,084,012 $5,084,012 0.07 $5,065,409
FNMA 30yr Pool#CA0706 4.000% 01-Nov-2047, 4.00%, 11/01/47 FN 3140Q7YC5 - - 5,213,160 $5,059,746 $5,059,746 0.07 $5,039,473
JP Morgan Mortgage Trust 2026-CES1|5.332|06/25/2056, 5.33%, 06/25/56 JPMMT 2026-CES1 46660BAE9 - - 5,000,000 $5,049,639 $5,049,639 0.07 $5,023,720
FHLMC 30yr Pool#SD2715 4.500% 01-Sep-2050, 4.50%, 09/01/50 FR 3132DQAQ9 - - 5,013,726 $4,994,064 $4,994,064 0.07 $4,972,129
FHLMC 30yr Pool#QF9863 5.500% 01-Mar-2053, 5.50%, 03/01/53 FR 3133BX5Y3 - - 4,795,731 $4,977,388 $4,977,388 0.07 $4,951,744
ABL 2024-RTL1 A2 7.457% 25-SEP-2029, 7.46%, 09/25/29 ABL 2024-RTL1 00092EAB4 - - 4,840,000 $4,883,747 $4,883,747 0.06 $4,872,719
FNMA 30yr Pool#DA5019 6.500% 01-Nov-2053, 6.50%, 11/01/53 FN 3140A5SH2 - - 4,581,355 $4,845,161 $4,845,161 0.06 $4,816,209
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 $4,843,516 $4,843,516 0.06 $4,808,483
Kinetic ABS Issuer LLC|5.561|02/25/2056, 5.56%, 02/25/56 UNITK 2026-1A 49459AAC4 - - 4,810,000 $4,828,636 $4,828,636 0.06 $4,824,178
FHLMC 30yr Pool#QZ1060 6.000% 01-Aug-2055, 6.00%, 08/01/55 FR 31426XFA1 - - 4,662,588 $4,824,086 $4,824,086 0.06 $4,796,888
PRPM 2025 RCF4 LLC 4.5% 55, 4.50%, 08/25/55 PRPM 2025-RCF4 69382WAA0 - - 4,774,945 $4,802,343 $4,802,343 0.06 $4,781,452
FNMA 30yr Pool#DE9377 6.000% 01-Sep-2055, 6.00%, 09/01/55 FN 3140BNM39 - - 4,615,996 $4,775,881 $4,775,881 0.06 $4,748,954
Homeward Opportunities Fund Trust 2025-RRTL2 A1 5.237% 25-AUG-2040, 5.24%, 09/25/40 HOF 2025-RRTL2 437923AA3 - - 4,682,000 $4,705,485 $4,705,485 0.06 $4,697,993
FHLMC 30yr Pool#QH4473 6.000% 01-Nov-2053, 6.00%, 11/01/53 FR 3133CG6J1 - - 4,461,884 $4,651,852 $4,651,852 0.06 $4,625,825
FNMA 30yr Pool#DC5656 5.000% 01-Nov-2054, 5.00%, 11/01/54 FN 3140ATJA5 - - 4,587,241 $4,629,635 $4,629,635 0.06 $4,607,336
Connecticut Avenue Securities Trust 2022-R07 1M2 8.34728% 25-JUN-2042, 8.35%, 06/25/42 CAS 2022-R07 20754MCB1 - - 4,397,000 $4,622,258 $4,622,258 0.06 $4,611,043
FNMA 30yr Pool#BX9326 5.500% 01-Mar-2053, 5.50%, 03/01/53 FN 3140NELG8 - - 4,447,873 $4,616,354 $4,616,354 0.06 $4,592,570
FHLMC 30yr Pool#RA1100 4.000% 01-Jul-2049, 4.00%, 07/01/49 FR 3133KGGH5 - - 4,674,545 $4,544,387 $4,544,387 0.06 $4,526,208
Affirm Asset Securitization Trust 2025-X2 C 4.93% 15-OCT-2030, 4.93%, 10/15/30 AFFRM 2025-X2 00835DAC6 - - 4,500,000 $4,532,995 $4,532,995 0.06 $4,520,054
FHLMC 30yr Pool#QH2259 6.000% 01-Sep-2053, 6.00%, 09/01/53 FR 3133CEQL9 - - 4,282,406 $4,444,539 $4,444,539 0.06 $4,419,558
FNMA 30yr Pool#DD3307 6.000% 01-Feb-2055, 6.00%, 02/01/55 FN DD3307 MTGE 3140B3U91 - - 4,253,462 $4,417,979 $4,417,979 0.06 $4,393,167
FIGRE Trust 2025-HE3 B 5.71% 25-MAY-2055, 5.71%, 05/25/55 FIGRE 2025-HE3 31684LAB7 - - 4,258,460 $4,345,003 $4,345,003 0.06 $4,321,363
EFMT 2026-CES1 A3 5.466% 25-DEC-2060, 5.47%, 12/25/60 EFMT 2026-CES1 26846MAE4 - - 4,250,000 $4,313,056 $4,313,056 0.06 $4,271,112
FHLMC 30yr Pool#QX6719 6.000% 01-Feb-2055, 6.00%, 02/01/55 FR 31426CPD0 - - 4,149,507 $4,310,002 $4,310,002 0.06 $4,285,797
FIGRE TRUST 2025-FL1 5.265% 55, 5.26%, 07/25/55 FIGRE 2025-FL1 31684QAA8 - - 4,230,119 $4,282,484 $4,282,484 0.05 $4,260,831
FNMA 30yr Pool#FS3246 5.500% 01-Nov-2052, 5.50%, 11/01/52 FN 3140XJTC7 - - 4,115,473 $4,281,080 $4,281,080 0.05 $4,259,074
Ginnie Mae REMIC Trust 2023-116 LF 5.21765% 20-AUG-2053, 5.00%, 08/20/53 GNR 2023-116 38384EFT7 - - 4,220,913 $4,269,701 $4,269,701 0.05 $4,260,316
FNMA 30yr Pool#BX0419 5.500% 01-Nov-2052, 5.50%, 11/01/52 FN 3140N4PD3 - - 4,084,900 $4,205,698 $4,205,698 0.05 $4,183,855
SREIT Commercial Mortgage Trust 2021-MFP B 4.8748% 15-NOV-2038, 4.87%, 11/15/38 SREIT 2021-MFP 78472UAC2 - - 4,194,208 $4,205,424 $4,205,424 0.05 $4,192,930
FNMA 30yr Pool#FA3788 5.500% 01-Nov-2055, 5.50%, 11/01/55 FN 3140W4F69 - - 4,064,074 $4,202,320 $4,202,320 0.05 $4,199,215
FHLMC 30yr Pool#QF7280 5.500% 01-Jan-2053, 5.50%, 01/01/53 FR 3133BVCR4 - - 4,033,507 $4,196,741 $4,196,741 0.05 $4,175,173
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-HQA4 B2 10.69728% 25-DEC-2041, 10.70%, 12/25/41 STACR 2021-HQA4 35564KPP8 - - 4,000,000 $4,187,641 $4,187,641 0.05 $4,174,566
A&D MORTGAGE TR 2025-NQM4 A1, 5.22%, 10/25/70 ADMT 2025-NQM4 002941AA0 - - 4,125,670 $4,174,448 $4,174,448 0.05 $4,153,490
FHLMC 30yr Pool#QH5204 6.500% 01-Nov-2053, 6.50%, 11/01/53 FR 3133CHX91 - - 3,941,296 $4,168,245 $4,168,245 0.05 $4,143,338
RCKT Mortgage Trust 2024-CES6 A1B 5.546% 25-SEP-2044, 5.55%, 09/25/44 RCKT 2024-CES6 749410AB2 - - 4,121,864 $4,156,073 $4,156,073 0.05 $4,133,848
FNMA 30yr Pool#CB2907 3.500% 01-Feb-2052, 3.50%, 02/01/52 FN 3140QNGR7 - - 4,399,336 $4,142,690 $4,142,690 0.05 $4,127,720
FNMA 30yr Pool#DA5072 6.500% 01-Nov-2053, 6.50%, 11/01/53 FN 3140A5T65 - - 3,925,021 $4,126,224 $4,126,224 0.05 $4,101,420
EASY STREET MORTGAGE LN 5.606%40 A1, 5.61%, 10/25/40 EASY 2025-RTL2 27786YAA6 - - 4,100,000 $4,118,908 $4,118,908 0.05 $4,111,885
FHLMC 30yr Pool#QH0826 5.500% 01-Sep-2053, 5.50%, 09/01/53 FR 3133CC4K9 - - 3,946,601 $4,101,118 $4,101,118 0.05 $4,080,014
Connecticut Avenue Securities Trust 2024-R06 1M2 5.29728% 25-SEP-2044, 5.30%, 09/25/44 CAS 2024-R06 20755RAC9 - - 4,077,228 $4,099,304 $4,099,304 0.05 $4,092,705
FIGRE Trust 2025-HE3 C 5.91% 25-MAY-2055, 5.91%, 05/25/55 FIGRE 2025-HE3 31684LAC5 - - 4,002,952 $4,071,224 $4,071,224 0.05 $4,048,223
JP Morgan Mortgage Trust 2026-CES1|5.182|06/25/2056, 5.18%, 06/25/56 JPMMT 2026-CES1 46660BAD1 - - 4,000,000 $4,039,185 $4,039,185 0.05 $4,019,033
LHOME MORTGAGE TR 2025-RTL3 A1, 5.24%, 08/25/40 LHOME 2025-RTL3 50205YAA1 - - 4,000,000 $4,038,256 $4,038,256 0.05 $4,031,853
GS Mortgage-Backed Securities Trust 2026-CES1|5.422|05/25/2056, 5.42%, 05/25/56 GSMBS 2026-CES1 36277LAC7 - - 4,000,000 $4,034,954 $4,034,954 0.05 $4,013,869
FNMA 30yr Pool#BW6314 5.500% 01-Aug-2052, 5.50%, 08/01/52 FN 3140MYAQ5 - - 3,852,989 $3,975,075 $3,975,075 0.05 $3,954,472
Fannie Mae REMIC Trust 2020-98 AI 3.5% 25-JAN-2061, 3.50%, 01/25/61 FNR 2020-98 3136BDLE6 - - 18,495,565 $3,962,205 $3,962,205 0.05 $3,899,268
FNMA 30yr Pool#DE7795 6.000% 01-Aug-2055, 6.00%, 08/01/55 FN 3140BLUV2 - - 3,810,580 $3,960,300 $3,960,300 0.05 $3,938,071
EFMT 2026-CES1 A2 5.316% 25-DEC-2060, 5.32%, 12/25/60 EFMT 2026-CES1 26846MAD6 - - 3,881,000 $3,937,576 $3,937,576 0.05 $3,900,325
FNMA 30yr Pool#DF1002 6.000% 01-Oct-2055, 6.00%, 10/01/55 FN 3140BRDG1 - - 3,797,214 $3,927,949 $3,927,949 0.05 $3,905,799
FIGRE Trust 2026-HE1|5.183|01/25/2056, 5.18%, 01/25/56 FIGRE 2026-HE1 30249NAD9 - - 3,918,000 $3,925,125 $3,925,125 0.05 $3,922,305
FNMA 30yr Pool#FS2135 4.000% 01-Nov-2049, 4.00%, 11/01/49 FN 3140XHLR6 - - 3,975,640 $3,870,536 $3,870,536 0.05 $3,855,075
FNMA 30yr Pool#BY0335 6.000% 01-May-2053, 6.00%, 05/01/53 FN 3140NGLR9 - - 3,656,224 $3,778,709 $3,778,709 0.05 $3,757,381
FNMA 30yr Pool#DE2819 5.500% 01-Jun-2055, 5.50%, 06/01/55 FN 3140BFDZ5 - - 3,666,105 $3,763,415 $3,763,415 0.05 $3,743,811
FNMA 30yr Pool#BX6124 6.500% 01-Jan-2053, 6.50%, 01/01/53 FN 3140NAYW7 - - 3,461,666 $3,669,669 $3,669,669 0.05 $3,647,793
FHLMC 30yr Pool#QI8221 6.000% 01-Jun-2054, 6.00%, 06/01/54 FR 3133WFD20 - - 3,527,082 $3,663,503 $3,663,503 0.05 $3,642,929
FNMA 30yr Pool#FS2713 4.500% 01-Oct-2050, 4.50%, 10/01/50 FN 3140XJAP8 - - 3,661,274 $3,652,020 $3,652,020 0.05 $3,636,002
FHLMC 30yr Pool#QH1144 5.500% 01-Sep-2053, 5.50%, 09/01/53 FR 3133CDHV9 - - 3,492,969 $3,629,161 $3,629,161 0.04 $3,610,484
U.S. Bank Auto Credit Linked Notes, Series 2023-1 B 6.789% 25-AUG-2032, 6.79%, 08/25/32 USCLN 2023-1 90357PAV6 - - 3,561,235 $3,601,252 $3,601,252 0.04 $3,593,865
RCKT Mortgage Trust 2023-CES1 A1A 6.515% 25-JUN-2043, 6.51%, 06/25/43 RCKT 74935WAA2 - - 3,540,130 $3,570,387 $3,570,387 0.04 $3,547,964
RCKT Mortgage Trust 2025-CES2 A1B 5.603% 25-FEB-2055, 5.60%, 02/25/55 RCKT 2025-CES2 74942BAB7 - - 3,504,518 $3,555,373 $3,555,373 0.04 $3,536,282
FHLMC 30yr Pool#QH6041 5.500% 01-Dec-2053, 5.50%, 12/01/53 FR 3133CJWA5 - - 3,412,417 $3,512,243 $3,512,243 0.04 $3,493,996
FHLMC 30yr Pool#QF7810 5.500% 01-Jan-2053, 5.50%, 01/01/53 FR 3133BVVB8 - - 3,354,975 $3,489,673 $3,489,673 0.04 $3,471,733
FNMA 30yr Pool#FM7031 4.000% 01-Jan-2051, 4.00%, 01/01/51 FN 3140XAY55 - - 3,567,175 $3,467,850 $3,467,850 0.04 $3,453,978
FHLMC 30yr Pool#SD1416 4.500% 01-Dec-2048, 4.50%, 12/01/48 FR 3132DNSD6 - - 3,474,460 $3,465,678 $3,465,678 0.04 $3,450,477
FHLMC 30yr Pool#QZ3837 6.000% 01-Sep-2055, 6.00%, 09/01/55 FR 31427BHP3 - - 3,345,241 $3,461,110 $3,461,110 0.04 $3,441,597
FHLMC 30yr Pool#QX5273 6.000% 01-Feb-2055, 6.00%, 02/01/55 FR 31426A2F4 - - 3,326,889 $3,455,567 $3,455,567 0.04 $3,436,160
FHLMC 30yr Pool#QH7549 6.000% 01-Dec-2053, 6.00%, 12/01/53 FR 3133CLL61 - - 3,292,065 $3,416,703 $3,416,703 0.04 $3,397,499
FINANCE OF AMERICA STRUCTURE 3.5% 74, 3.50%, 02/25/74 FASST 2024-S1 31740RAB6 - - 3,435,909 $3,391,100 $3,391,100 0.04 $3,387,425
FNMA 30yr Pool#BX8700 5.500% 01-Mar-2053, 5.50%, 03/01/53 FN 3140NDU21 - - 3,280,198 $3,386,567 $3,386,567 0.04 $3,369,027
RCKT Mortgage Trust 2026-CES1 A1B 4.928% 25-JAN-2056, 4.93%, 01/25/56 RCKT 2026-CES1 74939BAB2 - - 3,350,000 $3,373,654 $3,373,654 0.04 $3,357,604
FNMA 30yr Pool#BX9422 5.500% 01-Mar-2053, 5.50%, 03/01/53 FN 3140NEPG4 - - 3,278,623 $3,366,373 $3,366,373 0.04 $3,348,842
FNMA 30yr Pool#FM1540 4.000% 01-Sep-2049, 4.00%, 09/01/49 FN 3140X4WA0 - - 3,337,645 $3,244,712 $3,244,712 0.04 $3,231,732
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 $3,244,332 $3,244,332 0.04 $3,219,208
FNMA 30yr Pool#MA4026 4.000% 01-May-2050, 4.00%, 05/01/50 FN 31418DPL0 - - 3,331,728 $3,231,188 $3,231,188 0.04 $3,218,232
FHLMC 30yr Pool#SD1111 4.000% 01-Jun-2050, 4.00%, 06/01/50 FR 3132DNGU1 - - 3,190,022 $3,112,172 $3,112,172 0.04 $3,099,767
FHLMC 30yr Pool#QZ4951 6.000% 01-Oct-2055, 6.00%, 10/01/55 FR 31427CQD8 - - 2,994,647 $3,098,373 $3,098,373 0.04 $3,080,904
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 $3,042,893 $3,042,893 0.04 $3,007,690
FHLMC 30yr Pool#QG2539 6.500% 01-May-2053, 6.50%, 05/01/53 FR 3133C2ZC5 - - 2,884,246 $3,014,315 $3,014,315 0.04 $2,996,088
FNMA 30yr Pool#MA4056 4.000% 01-Jun-2050, 4.00%, 06/01/50 FN 31418DQJ4 - - 3,073,860 $2,981,101 $2,981,101 0.04 $2,969,147
COOPR Residential Mortgage Trust 2026-CES1|5.158|01/01/2061, 5.16%, 01/01/61 COOPR 2026-CES1 21689GAD0 - - 2,949,000 $2,979,792 $2,979,792 0.04 $2,965,004
BX Trust 2021-BXMF C 4.98627% 15-OCT-2038, 4.99%, 10/15/26 BX 2021-BXMF 05609RAJ3 - - 2,958,012 $2,965,433 $2,965,433 0.03 $2,956,421
FNMA 30yr Pool#DA3549 6.500% 01-Oct-2053, 6.50%, 10/01/53 FN 3140A35K5 - - 2,771,287 $2,938,170 $2,938,170 0.03 $2,920,657
GWT Commercial Mortgage Trust 2024-WLF2 A 5.37143% 15-MAY-2041, 5.37%, 05/15/41 GWT 2024-WLF2 362414AA2 - - 2,900,000 $2,917,541 $2,917,541 0.03 $2,908,021
FHLMC 30yr Pool#QE6404 5.500% 01-Jul-2052, 5.50%, 07/01/52 FR 3133BGDH8 - - 2,803,953 $2,893,166 $2,893,166 0.03 $2,878,173
Fannie Mae Pool|4|03/01/2050, 4.00%, 03/01/50 FN 3140X8S24 - - 2,947,593 $2,869,667 $2,869,667 0.03 $2,858,204
FNMA 30yr Pool#MA3496 4.500% 01-Oct-2048, 4.50%, 10/01/48 FN 31418C3E2 - - 2,844,771 $2,837,581 $2,837,581 0.03 $2,825,135
Chase Mortgage Reference Notes, Series 2021-CL1 M1 4.89728% 25-FEB-2050, 4.90%, 02/25/50 CHASE 2021-CL1 46591HBX7 - - 2,872,773 $2,836,535 $2,836,535 0.03 $2,832,081
FHLMC 30yr Pool#QZ4131 6.000% 01-Sep-2055, 6.00%, 09/01/55 FR 31427BSV8 - - 2,728,559 $2,822,344 $2,822,344 0.03 $2,806,427
Bayview Opportunity Master Fund VII Trust 2024-CAR1 B 4.99728% 25-DEC-2031, 5.00%, 12/26/31 BVCLN 2024-CAR1 07336QAB8 - - 2,778,381 $2,789,331 $2,789,331 0.03 $2,785,088
FHLMC 30yr Pool#QE8542 5.500% 01-Aug-2052, 5.50%, 08/01/52 FR 3133BJP30 - - 2,696,876 $2,782,683 $2,782,683 0.03 $2,768,262
RCKT MORTGAGE TRUST 2025-CE 5.16% 34, 5.16%, 07/25/34 RCKTL 2025-1A 74939RAC5 - - 2,750,000 $2,777,287 $2,777,287 0.03 $2,772,951
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 $2,766,695 $2,766,695 0.03 $2,760,728
EFMT 2026-CES1 A1B 5.116% 25-DEC-2060, 5.12%, 12/25/60 EFMT 2026-CES1 26846MAB0 - - 2,670,349 $2,756,711 $2,756,711 0.03 $2,675,918
FHLMC 30yr Pool#SD6905 6.000% 01-Nov-2054, 6.00%, 11/01/54 FR 3132DUU62 - - 2,634,796 $2,734,550 $2,734,550 0.03 $2,719,180
FHLMC 30yr Pool#SD2897 5.500% 01-May-2053, 5.50%, 05/01/53 FR 3132DQGE0 - - 2,635,885 $2,709,595 $2,709,595 0.03 $2,695,501
FNMA 30yr Pool#BV5393 3.500% 01-Apr-2052, 3.50%, 04/01/52 FN 3140MJ7F6 - - 2,878,617 $2,708,375 $2,708,375 0.03 $2,698,580
FIGRE Trust 2024-HE4 B 5.252% 25-SEP-2054, 5.25%, 09/25/54 FIGRE 2024-HE4 31684UAB7 - - 2,661,760 $2,682,193 $2,682,193 0.03 $2,677,922
FNMA 30yr Pool#DA1511 5.500% 01-Oct-2053, 5.50%, 10/01/53 FN 3140A1VD6 - - 2,607,706 $2,676,502 $2,676,502 0.03 $2,662,558
FNMA 30yr Pool#DE2839 6.000% 01-Jun-2055, 6.00%, 06/01/55 FN 3140BFEM3 - - 2,574,040 $2,675,176 $2,675,176 0.03 $2,660,160
FHLMC 30yr Pool#QF9276 5.500% 01-Mar-2053, 5.50%, 03/01/53 FR 3133BXJV4 - - 2,565,015 $2,667,925 $2,667,925 0.03 $2,654,209
FHLMC 30yr Pool#Q57869 4.000% 01-Aug-2048, 4.00%, 08/01/48 FG 3132Y1W79 - - 2,704,409 $2,635,991 $2,635,991 0.03 $2,625,473
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-HQA3 B2 9.94728% 25-SEP-2041, 9.95%, 09/25/41 STACR 2021-HQA3 35564KKL2 - - 2,504,211 $2,579,783 $2,579,783 0.03 $2,572,172
FNMA 30yr Pool#DA0036 6.500% 01-Sep-2053, 6.50%, 09/01/53 FN 3140A0BE8 - - 2,422,298 $2,546,469 $2,546,469 0.03 $2,531,161
PRPM 2026-RCF1 A3 5.305% 25-JAN-2056, 5.30%, 01/25/56 PRPM 2026-RCF1 69383VAF0 - - 2,500,000 $2,529,370 $2,529,370 0.03 $2,505,424
PRPM 2026-RCF1 A2 5.206% 25-JAN-2056, 5.21%, 01/25/56 PRPM 2026-RCF1 69383VAB9 - - 2,500,000 $2,529,015 $2,529,015 0.03 $2,505,516
FHLMC 30yr Pool#SD3523 3.000% 01-Jun-2052, 3.00%, 06/01/52 FR 3132DQ4G8 - - 2,781,066 $2,499,590 $2,499,590 0.03 $2,491,478
BX Trust 2021-BXMF G 7.144513% 15-OCT-2038, 7.14%, 10/15/26 BX 2021-BXMF 05609RAS3 - - 2,488,884 $2,491,866 $2,491,866 0.03 $2,481,000
FHLMC 30yr Pool#QY9883 6.000% 01-Aug-2055, 6.00%, 08/01/55 FR 31426U6V1 - - 2,383,577 $2,477,229 $2,477,229 0.03 $2,463,325
Ginnie Mae REMIC Trust 2017-163 LO 0.0% 16-MAY-2041, 0.00%, 05/16/41 GNR 2017-163 38380KNA9 - - 3,202,154 $2,453,576 $2,453,576 0.03 $2,453,576
FHLMC 30yr Pool#QF0488 5.500% 01-Sep-2052, 5.50%, 09/01/52 FR 3133BMRH0 - - 2,373,052 $2,448,244 $2,448,244 0.03 $2,435,555
FNMA 30yr Pool#DC1302 5.000% 01-Aug-2054, 5.00%, 08/01/54 FN 3140ANNU9 - - 2,421,992 $2,443,138 $2,443,138 0.03 $2,431,365
Ally Bank Auto Credit-Linked Notes, Series 2024-A C 6.022% 15-MAY-2032, 6.02%, 05/17/32 ABCLN 2024-A 02007GZ63 - - 2,379,764 $2,428,172 $2,428,172 0.03 $2,419,812
FNMA 30yr Pool#BY8533 6.500% 01-Aug-2053, 6.50%, 08/01/53 FN 3140NRPT7 - - 2,306,006 $2,424,215 $2,424,215 0.03 $2,409,643
Morgan Stanley Residential Mortgage Loan Trust 2026-NQM1 A2 5.032% 25-DEC-2070, 5.03%, 12/25/70 MSRM 2026-NQM1 61780XAF2 - - 2,400,000 $2,416,411 $2,416,411 0.03 $2,404,670
FNMA 30yr Pool#BY5913 5.500% 01-Sep-2053, 5.50%, 09/01/53 FN 3140NNSB2 - - 2,318,997 $2,408,331 $2,408,331 0.03 $2,395,931
PRPM 2025-RCF3 LLC 5.25% 55, 5.25%, 07/25/55 PRPM 2025-RCF3 69392PAB1 - - 2,380,125 $2,408,011 $2,408,011 0.03 $2,395,862
Saluda Grade Alternative Mortgage Trust 2024-FIG5 B 6.603% 25-APR-2054, 6.60%, 04/25/54 GRADE 2024-FIG5 79582MAB7 - - 2,320,364 $2,358,424 $2,358,424 0.03 $2,343,529
Connecticut Avenue Securities Trust 2022-R08 1M2 7.29728% 25-JUL-2042, 7.30%, 07/25/42 CAS 2022-R08 20755DAB2 - - 2,220,000 $2,304,284 $2,304,284 0.02 $2,299,334
PRPM 2024-RCF2 A1 3.75% 25-MAR-2054, 3.75%, 03/25/54 PRPM 2024-RCF2 693987AA7 - - 2,313,057 $2,299,762 $2,299,762 0.02 $2,297,112
FNMA 30yr Pool#DF0313 6.000% 01-Sep-2055, 6.00%, 09/01/55 FN 3140BQK34 - - 2,210,435 $2,286,997 $2,286,997 0.02 $2,274,103
RAM 2024-1 A 5.95% 15-FEB-2039, 6.67%, 02/15/39 RAM 2024-1 751313AA5 - - 2,219,417 $2,228,644 $2,228,644 0.02 $2,220,010
FNMA 30yr Pool#DA3538 6.000% 01-Oct-2053, 6.00%, 10/01/53 FN 3140A34Y6 - - 2,113,931 $2,193,965 $2,193,965 0.02 $2,181,634
FHLMC 30yr Pool#QG2543 5.500% 01-May-2053, 5.50%, 05/01/53 FR 3133C2ZG6 - - 2,064,911 $2,126,484 $2,126,484 0.02 $2,115,443
FNMA 30yr Pool#FA0517 5.500% 01-Feb-2055, 5.50%, 02/01/55 FN 3140W0SF3 - - 2,017,925 $2,071,380 $2,071,380 0.02 $2,060,590
FNMA 30yr Pool#FS3001 4.000% 01-Oct-2051, 4.00%, 10/01/51 FN 3140XJKP7 - - 2,116,132 $2,057,210 $2,057,210 0.02 $2,048,981
Santander Bank Auto Credit-Linked Notes, Series 2024-A B 5.622% 15-JUN-2032, 5.62%, 06/15/32 SBCLN 2024-A 80290CCJ1 - - 2,019,471 $2,054,562 $2,054,562 0.02 $2,047,940
FHLMC 30yr Pool#QX7432 6.000% 01-Feb-2055, 6.00%, 02/01/55 FR 31426DHJ4 - - 1,966,734 $2,042,804 $2,042,804 0.02 $2,031,331
FNMA 30yr Pool#FS1640 4.000% 01-Apr-2052, 4.00%, 04/01/52 FN 3140XGZE2 - - 2,102,070 $2,038,330 $2,038,330 0.02 $2,030,155
FNMA 30yr Pool#BY0338 6.500% 01-May-2053, 6.50%, 05/01/53 FN 3140NGLU2 - - 1,906,150 $2,002,069 $2,002,069 0.02 $1,990,023
FNMA 30yr Pool#DD4221 6.000% 01-Feb-2055, 6.00%, 02/01/55 FN DD4221 MTGE 3140B4VP2 - - 1,923,650 $1,998,054 $1,998,054 0.02 $1,986,832
FHLMC 30yr Pool#QI4878 6.000% 01-Apr-2054, 6.00%, 04/01/54 FR 3133WBM37 - - 1,904,142 $1,977,791 $1,977,791 0.02 $1,966,684
Chase Mortgage Reference Notes, Series 2020-CL1 M2 6.28707% 25-OCT-2057, 6.29%, 10/25/57 CHASE 2020-CL1 46591HAH3 - - 1,913,138 $1,974,174 $1,974,174 0.02 $1,970,499
Flagship Credit Auto Trust 2023-1 B 5.05% 15-FEB-2028, 5.05%, 01/18/28 FCAT 2023-1 337955AG3 - - 1,966,729 $1,974,038 $1,974,038 0.02 $1,968,245
FNMA 30yr Pool#CA7849 4.500% 01-Oct-2050, 4.50%, 10/01/50 FN 3140QFWK1 - - 1,978,018 $1,970,261 $1,970,261 0.02 $1,961,607
FHF Trust 2024-1 (First Help Financial) A2 5.69% 15-FEB-2030, 5.69%, 02/15/30 FHF 2024-1A 31568AAB2 - - 1,920,175 $1,940,928 $1,940,928 0.02 $1,934,555
FNMA 30yr Pool#BX8072 5.500% 01-Mar-2053, 5.50%, 03/01/53 FN 3140NC6J3 - - 1,868,804 $1,939,592 $1,939,592 0.02 $1,929,599
FIGRE Trust 2024-HE1 B 6.506% 25-MAR-2054, 6.51%, 03/25/54 FIGRE 2024-HE1 31684HAB6 - - 1,881,892 $1,935,546 $1,935,546 0.02 $1,931,805
FHLMC 30yr Pool#SI2017 4.000% 01-Dec-2048, 4.00%, 12/01/48 FR 3133USG21 - - 1,980,091 $1,927,743 $1,927,743 0.02 $1,920,043
FNMA 30yr Pool#DF0998 6.000% 01-Oct-2055, 6.00%, 10/01/55 FN 3140BRDC0 - - 1,846,667 $1,910,630 $1,910,630 0.02 $1,899,858
Foundation Finance Trust 2023-2 A 6.53% 15-JUN-2049, 6.53%, 06/15/49 FFIN 2023-2A 35042RAA4 - - 1,767,456 $1,843,937 $1,843,937 0.02 $1,837,205
Chase Mortgage Reference Notes, Series 2021-CL1 M3 5.24728% 25-FEB-2050, 5.25%, 02/25/50 CHASE 2021-CL1 46591HBZ2 - - 1,873,527 $1,835,687 $1,835,687 0.02 $1,832,684
FNMA 30yr Pool#BY0361 6.500% 01-Jun-2053, 6.50%, 06/01/53 FN 3140NGMK3 - - 1,717,291 $1,803,074 $1,803,074 0.02 $1,792,221
FHLMC 30yr Pool#SD1551 4.000% 01-Mar-2050, 4.00%, 03/01/50 FR 3132DNWL3 - - 1,836,309 $1,787,762 $1,787,762 0.02 $1,780,621
Connecticut Avenue Securities Trust 2022-R06 1B2 14.29728% 25-MAY-2042, 14.30%, 05/25/42 CAS 2022-R06 20754NAR6 - - 1,596,475 $1,783,747 $1,783,747 0.02 $1,777,407
FNMA 30yr Pool#MA3521 4.000% 01-Nov-2048, 4.00%, 11/01/48 FN 31418C4F8 - - 1,772,047 $1,725,199 $1,725,199 0.02 $1,718,307
PRPM 2025-RCF3 LLC 5.25% 55, 5.25%, 07/25/55 PRPM 2025-RCF3 69392PAC9 - - 1,700,000 $1,712,120 $1,712,120 0.02 $1,703,443
Fannie Mae Pool|4|08/01/2050, 4.00%, 08/01/50 FN 3140X8UA3 - - 1,748,029 $1,695,280 $1,695,280 0.02 $1,688,482
FNMA 30yr Pool#DC9709 6.000% 01-Jan-2055, 6.00%, 01/01/55 FN 3140AXYF8 - - 1,606,484 $1,667,306 $1,667,306 0.02 $1,657,935
FHLMC 30yr Pool#QG2540 6.500% 01-May-2053, 6.50%, 05/01/53 FR 3133C2ZD3 - - 1,589,860 $1,661,138 $1,661,138 0.02 $1,651,091
Santander Bank Auto Credit-Linked Notes, Series 2023-B B 5.64% 15-DEC-2033, 5.64%, 12/15/33 SBCLN 2023-B 80290CCB8 - - 1,633,576 $1,659,185 $1,659,185 0.02 $1,653,811
NRZ MSR-Collateralized Notes, Series 2021-FHT1 A 3.104% 25-JUL-2026, 3.10%, 07/25/26 NZES 2021-FHT1 62955MAB2 - - 1,675,934 $1,658,599 $1,658,599 0.02 $1,657,009
Chase Mortgage Reference Notes, Series 2021-CL1 M2 5.04728% 25-FEB-2050, 5.05%, 02/25/50 CHASE 2021-CL1 46591HBY5 - - 1,687,754 $1,654,922 $1,654,922 0.02 $1,652,319
FHLMC 30yr Pool#SD0943 3.500% 01-Apr-2052, 3.50%, 04/01/52 FR 3132DNBL6 - - 1,754,974 $1,652,594 $1,652,594 0.02 $1,646,622
FHLMC 30yr Pool#QY7439 6.000% 01-Jun-2055, 6.00%, 06/01/55 FR 31426SHR3 - - 1,587,630 $1,650,009 $1,650,009 0.01 $1,640,748
FHLMC 30yr Pool#QG4340 6.500% 01-Jun-2053, 6.50%, 06/01/53 FR 3133C4ZD9 - - 1,543,208 $1,612,801 $1,612,801 0.01 $1,603,049
FHLMC 30yr Pool#SD4456 4.000% 01-Aug-2050, 4.00%, 08/01/50 FR 3132E05R9 - - 1,645,164 $1,599,356 $1,599,356 0.01 $1,592,958
FNMA 30yr Pool#CB2681 3.500% 01-Jan-2052, 3.50%, 01/01/52 FN 3140QM6T6 - - 1,670,148 $1,572,846 $1,572,846 0.01 $1,567,163
FHLMC 30yr Pool#QH7013 6.500% 01-Dec-2053, 6.50%, 12/01/53 FR 3133CKYJ1 - - 1,495,857 $1,566,665 $1,566,665 0.01 $1,557,212
FHLMC 30yr Pool#QZ4132 6.000% 01-Sep-2055, 6.00%, 09/01/55 FR 31427BSW6 - - 1,489,896 $1,541,502 $1,541,502 0.01 $1,532,811
FHLMC 30yr Pool#Q58477 4.000% 01-Sep-2048, 4.00%, 09/01/48 FG 3132Y2M37 - - 1,541,703 $1,502,700 $1,502,700 0.01 $1,496,705
FHLMC 30yr Pool#QH3309 5.500% 01-Oct-2053, 5.50%, 10/01/53 FR 3133CFVA4 - - 1,461,845 $1,500,491 $1,500,491 0.01 $1,492,674
FNMA 30yr Pool#MA3415 4.000% 01-Jul-2048, 4.00%, 07/01/48 FN 31418CYM0 - - 1,495,997 $1,456,447 $1,456,447 0.01 $1,450,630
FNMA 30yr Pool#BT8051 5.500% 01-Jan-2053, 5.50%, 01/01/53 FN 3140LW5M5 - - 1,382,563 $1,438,293 $1,438,293 0.01 $1,430,900
FNMA 30yr Pool#CA5573 4.000% 01-Apr-2050, 4.00%, 04/01/50 FN 3140QDFP4 - - 1,478,467 $1,433,852 $1,433,852 0.01 $1,428,102
ACHV ABS Trust 2024-1PL B 6.34% 25-APR-2031, 6.34%, 04/25/31 ACHV 2024-1PL 00092BAB0 - - 1,402,088 $1,416,144 $1,416,144 0.01 $1,413,428
FNMA 30yr Pool#BY1896 5.500% 01-May-2053, 5.50%, 05/01/53 FN 3140NJDA9 - - 1,357,192 $1,400,797 $1,400,797 0.01 $1,393,540
Ally Bank Auto Credit-Linked Notes, Series 2024-A D 6.315% 15-MAY-2032, 6.31%, 05/17/32 ABCLN 2024-A 02007GZ71 - - 1,359,865 $1,387,030 $1,387,030 0.01 $1,382,021
FNMA 30yr Pool#CA1931 4.500% 01-Jun-2048, 4.50%, 06/01/48 FN 3140Q9ED1 - - 1,389,851 $1,386,338 $1,386,338 0.01 $1,380,257
FIGRE TRUST 2025-HE5 FLTG 2055 B, 5.49%, 08/25/55 FIGRE 2025-HE5 31684MAB5 - - 1,348,991 $1,359,680 $1,359,680 0.01 $1,352,487
Bayview Opportunity Master Fund VII Trust 2024-CAR1 C 5.19728% 25-DEC-2031, 5.20%, 12/26/31 BVCLN 2024-CAR1 07336QAC6 - - 1,352,145 $1,358,644 $1,358,644 0.01 $1,356,497
FNMA 30yr Pool#BX7860 5.500% 01-Mar-2053, 5.50%, 03/01/53 FN 3140NCWW5 - - 1,295,052 $1,344,294 $1,344,294 0.01 $1,337,369
FNMA 30yr Pool#BY0327 6.500% 01-May-2053, 6.50%, 05/01/53 FN 3140NGLH1 - - 1,233,118 $1,288,118 $1,288,118 0.01 $1,280,326
FNMA 30yr Pool#FM7725 4.500% 01-Dec-2050, 4.50%, 12/01/50 FN 3140XBSP6 - - 1,256,113 $1,249,780 $1,249,780 0.01 $1,244,285
Reach ABS Trust 2024-2 A 5.88% 15-JUL-2031, 5.88%, 07/15/31 REACH 2024-2A 75525HAA8 - - 1,240,113 $1,249,777 $1,249,777 0.01 $1,245,523
U.S. Auto Funding 2021-1 C 2.2% 15-MAY-2026, 2.20%, 05/15/26 USAUT 2021-1A 90355EAC5 - - 1,447,139 $1,226,735 $1,226,735 0.01 $1,224,878
FHLMC 30yr Pool#QF2561 5.500% 01-Nov-2052, 5.50%, 11/01/52 FR 3133BPZ27 - - 1,175,786 $1,221,349 $1,221,349 0.01 $1,215,062
FNMA 30yr Pool#DB3056 5.500% 01-May-2054, 5.50%, 05/01/54 FN 3140ACME0 - - 1,177,320 $1,213,087 $1,213,087 0.01 $1,206,791
Tricolor Auto Securitization Trust 2024-1 A 6.61% 15-OCT-2027, 6.61%, 10/15/27 TAST 2024-1A 89616LAA0 - - 1,205,445 $1,203,417 $1,203,417 0.01 $1,198,769
FNMA 30yr Pool#MA3149 4.000% 01-Oct-2047, 4.00%, 10/01/47 FN 31418CQB3 - - 1,238,618 $1,202,168 $1,202,168 0.01 $1,197,352
FNMA 40yr Pool#BF0167 3.000% 01-Feb-2057, 3.00%, 02/01/57 FN 3140FXFH0 - - 1,363,485 $1,195,786 $1,195,786 0.01 $1,191,809
FNMA 30yr Pool#BJ9181 5.000% 01-May-2048, 5.00%, 05/01/48 FN 3140HBFX1 - - 1,161,060 $1,188,767 $1,188,767 0.01 $1,183,123
EFMT 2026-CES1 M1 5.616% 25-DEC-2060, 5.62%, 12/25/60 EFMT 2026-CES1 26846MAF1 - - 1,166,000 $1,179,573 $1,179,573 0.01 $1,167,749
FHLMC 30yr Pool#SD8003 4.000% 01-Jul-2049, 4.00%, 07/01/49 FR 3132DV3L7 - - 1,209,718 $1,176,034 $1,176,034 0.01 $1,171,330
FNMA 30yr Pool#FM9138 4.000% 01-Mar-2050, 4.00%, 03/01/50 FN 3140XDEL6 - - 1,202,167 $1,170,385 $1,170,385 0.01 $1,165,710
FHF Issuer Trust 2023-2 (First Help Financial) A2 6.79% 15-OCT-2029, 6.79%, 10/15/29 FHF 2023-2A 30333LAB4 - - 1,153,052 $1,170,213 $1,170,213 0.01 $1,165,646
FNMA 30yr Pool#BX0804 5.500% 01-Nov-2052, 5.50%, 11/01/52 FN 3140N43N5 - - 1,125,746 $1,164,334 $1,164,334 0.01 $1,158,314
FHLMC 30yr Pool#QG6538 5.500% 01-Jul-2053, 5.50%, 07/01/53 FR 3133C7HP5 - - 1,097,966 $1,141,308 $1,141,308 0.01 $1,135,437
FHLMC 30yr Pool#ZT2087 4.000% 01-Jun-2049, 4.00%, 06/01/49 FR 3132AEJ80 - - 1,162,767 $1,130,391 $1,130,391 0.01 $1,125,869
FNMA 30yr Pool#AS6811 3.000% 01-Mar-2046, 3.00%, 03/01/46 FN 3138WGR97 - - 1,221,598 $1,118,626 $1,118,626 0.01 $1,115,063
FHLMC 30yr Pool#RA1188 4.500% 01-Aug-2049, 4.50%, 08/01/49 FR 3133KGJ90 - - 1,065,595 $1,063,560 $1,063,560 0.01 $1,058,898
FNMA 30yr Pool#AS7492 4.000% 01-Jul-2046, 4.00%, 07/01/46 FN 3138WHKE1 - - 1,090,430 $1,061,268 $1,061,268 0.01 $1,057,027
FHLMC 30yr Pool#RA1087 4.500% 01-Jul-2049, 4.50%, 07/01/49 FR 3133KGF45 - - 1,053,159 $1,051,148 $1,051,148 0.01 $1,046,541
FNMA 30yr Pool#CB8995 5.500% 01-Aug-2054, 5.50%, 08/01/54 FN 3140QU7H3 - - 1,003,901 $1,031,150 $1,031,150 0.01 $1,025,782
Blue Bridge Funding 2023-1 A 7.37% 15-NOV-2030, 7.37%, 11/15/30 BBEF 2023-1A 09531MAA8 - - 1,009,004 $1,019,951 $1,019,951 0.01 $1,015,613
FHLMC 30yr Pool#QG3885 6.500% 01-Jun-2053, 6.50%, 06/01/53 FR 3133C4J62 - - 967,340 $1,010,964 $1,010,964 0.01 $1,004,851
FNMA 30yr Pool#BV4203 3.500% 01-Apr-2052, 3.50%, 04/01/52 FN 3140MHU56 - - 1,016,906 $956,842 $956,842 0.00 $953,382
FNMA 30yr Pool#FM1598 4.000% 01-Feb-2049, 4.00%, 02/01/49 FN 3140X4X43 - - 976,510 $950,694 $950,694 0.00 $946,896
Arivo Acceptance Auto Loan Receivables Trust 2024-1 A 6.46% 15-APR-2028, 6.46%, 04/17/28 ARIVO 2024-1A 039943AA3 - - 938,221 $946,475 $946,475 0.00 $942,939
FNMA 30yr Pool#BV8484 3.500% 01-Apr-2052, 3.50%, 04/01/52 FN 3140MNNA0 - - 1,004,462 $945,058 $945,058 0.00 $941,640
FNMA 30yr Pool#DA3522 5.500% 01-Oct-2053, 5.50%, 10/01/53 FN 3140A34G5 - - 920,688 $944,978 $944,978 0.00 $940,054
FHLMC 30yr Pool#QG6948 5.500% 01-Jul-2053, 5.50%, 07/01/53 FR 3133C7WH6 - - 892,264 $927,342 $927,342 0.00 $922,571
FNMA 30yr Pool#CA6382 4.500% 01-Jul-2050, 4.50%, 07/01/50 FN 3140QECU4 - - 921,190 $916,546 $916,546 0.00 $912,516
GNMA II 30yr Pool#MA5021 4.500% 20-Feb-2048, 4.50%, 02/20/48 G2 36179TSJ5 - - 895,219 $894,397 $894,397 0.00 $890,481
FHLMC 30yr Pool#ZM8197 4.000% 01-Sep-2048, 4.00%, 09/01/48 FR 3131Y3DA1 - - 917,278 $893,027 $893,027 0.00 $889,460
FREMF 2019-KF70 Mortgage Trust C 9.90107% 25-SEP-2029, 9.90%, 09/25/29 FREMF 2019-KF70 30298UAJ0 - - 890,414 $884,457 $884,457 0.00 $881,519
BX Commercial Mortgage Trust 2021-21M A 4.525% 15-OCT-2036, 4.52%, 10/15/36 BX 2021-21M 05609CAA5 - - 862,801 $864,251 $864,251 0.00 $861,866
FHLMC 30yr Pool#QG7338 6.000% 01-Jul-2053, 6.00%, 07/01/53 FR 3133C8EK7 - - 803,097 $834,159 $834,159 0.00 $829,475
FNMA 30yr Pool#AB9341 3.000% 01-May-2043, 3.00%, 05/01/43 FN 31417GLX2 - - 873,625 $808,112 $808,112 0.00 $805,564
FNMA 30yr Pool#BN4541 4.000% 01-Feb-2049, 4.00%, 02/01/49 FN 3140JMBK7 - - 819,808 $798,135 $798,135 0.00 $794,947
FNMA 30yr Pool#BY0782 5.500% 01-Apr-2053, 5.50%, 04/01/53 FN 3140NG2Q2 - - 740,865 $769,346 $769,346 0.00 $765,384
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-DNA5 M2 5.34728% 25-JAN-2034, 5.35%, 01/25/34 STACR 2021-DNA5 35564KHE2 - - 756,595 $761,048 $761,048 0.00 $759,812
FHLMC 30yr Pool#ZT1926 3.000% 01-Nov-2043, 3.00%, 11/01/43 FR 3132AED78 - - 799,122 $741,505 $741,505 0.00 $739,174
FHLMC 30yr Pool#RA1999 4.500% 01-Jan-2050, 4.50%, 01/01/50 FR 3133KHGG5 - - 724,310 $722,927 $722,927 0.00 $719,758
FNMA 30yr Pool#BY0866 5.500% 01-May-2053, 5.50%, 05/01/53 FN 3140NG6C9 - - 696,268 $718,638 $718,638 0.00 $714,915
GNMA II 30yr Pool#MA5264 4.000% 20-Jun-2048, 4.00%, 06/20/48 G2 36179TZ57 - - 710,094 $685,961 $685,961 0.00 $683,199
ACHM Trust 2024-HE1 B 7.26% 25-MAY-2039, 7.26%, 05/25/39 ACHM 2024-HE1 00449TAB1 - - 643,569 $670,075 $670,075 0.00 $668,647
ACHV ABS Trust 2024-1PL C 6.42% 25-APR-2031, 6.42%, 04/25/31 ACHV 2024-1PL 00092BAC8 - - 630,977 $636,732 $636,732 0.00 $635,494
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 $633,757 $633,757 0.00 $632,431
FNMA 30yr Pool#BW0343 4.500% 01-May-2052, 4.50%, 05/01/52 FN 3140MRLZ8 - - 631,534 $623,984 $623,984 0.00 $621,221
Connecticut Avenue Securities Trust 2022-R07 1B2 15.69728% 25-JUN-2042, 15.70%, 06/25/42 CAS 2022-R07 20754MAL1 - - 536,201 $619,555 $619,555 0.00 $616,984
FHLMC 30yr Pool#QE1073 3.500% 01-Apr-2052, 3.50%, 04/01/52 FR 3133BAFN6 - - 646,190 $607,975 $607,975 0.00 $605,776
FHLMC 30yr Pool#SD8047 4.500% 01-Feb-2050, 4.50%, 02/01/50 FR 3132DV5G6 - - 587,929 $585,624 $585,624 0.00 $583,052
FNMA 30yr Pool#BK9507 4.000% 01-Oct-2048, 4.00%, 10/01/48 FN 3140HPR58 - - 592,044 $577,001 $577,001 0.00 $574,699
FNMA 30yr Pool#AL6842 4.000% 01-May-2045, 4.00%, 05/01/45 FN 3138EPS88 - - 585,793 $572,513 $572,513 0.00 $570,234
Sequoia Mortgage Trust 2013-5 A1 2.5% 25-MAY-2043, 2.50%, 05/25/43 SEMT 2013-5 81745AAA5 - - 619,419 $560,101 $560,101 0.00 $558,595
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 $506,795 $506,795 0.00 $505,960
FNMA 30yr Pool#AZ0869 4.000% 01-Jul-2045, 4.00%, 07/01/45 FN 3138YR6F0 - - 515,828 $503,028 $503,028 0.00 $501,022
FHLMC 15yr Pool#SB0116 2.500% 01-Nov-2034, 2.50%, 11/01/34 FR 3132CWDV3 - - 504,193 $484,395 $484,395 0.00 $483,170
FHLMC 30yr Pool#QD9191 3.500% 01-Apr-2052, 3.50%, 04/01/52 FR 3133B7F86 - - 497,805 $468,402 $468,402 0.00 $466,708
Gracie Point International Funding, Series 2023-2 A 6.44671% 01-MAR-2027, 6.45%, 03/01/27 GPIF 2023-2A 38410JAA0 - - 418,538 $424,260 $424,260 0.00 $419,239
FHLMC 30yr Pool#SD1414 4.000% 01-Oct-2050, 4.00%, 10/01/50 FR 3132DNSB0 - - 435,098 $422,983 $422,983 0.00 $421,291
FNMA 30yr Pool#CB4329 3.500% 01-Jul-2052, 3.50%, 07/01/52 FN 3140QPY35 - - 434,064 $408,573 $408,573 0.00 $407,096
FNMA 30yr Pool#BV6879 4.500% 01-Apr-2052, 4.50%, 04/01/52 FN 3140MLUD0 - - 404,857 $400,055 $400,055 0.00 $398,283
FNMA 30yr Pool#CA4646 3.000% 01-Feb-2048, 3.00%, 02/01/48 FN 3140QCEU6 - - 419,092 $385,764 $385,764 0.00 $384,542
FHLMC 30yr Pool#QG3397 6.000% 01-May-2053, 6.00%, 05/01/53 FR 3133C3X27 - - 364,317 $378,408 $378,408 0.00 $376,283
FHLMC 30yr Pool#QA8274 3.500% 01-Mar-2050, 3.50%, 03/01/50 FR 3133A3FP8 - - 386,706 $360,628 $360,628 0.00 $359,312
FNMA 30yr Pool#FM3447 4.000% 01-Nov-2049, 4.00%, 11/01/49 FN 3140X6ZM6 - - 353,116 $343,400 $343,400 0.00 $342,027
Connecticut Avenue Securities Trust 2023-R05 1B1 8.44728% 25-JUN-2043, 8.45%, 06/25/43 CAS 2023-R05 207942AC7 - - 312,000 $336,337 $336,337 0.00 $335,532
FHLMC 30yr Pool#SD1966 4.000% 01-Nov-2052, 4.00%, 11/01/52 FR 3132DPFF0 - - 327,082 $315,355 $315,355 -0.01 $314,083
FNMA 30yr Pool#BV7632 4.500% 01-Apr-2052, 4.50%, 04/01/52 FN 3140MMPS1 - - 311,083 $307,393 $307,393 -0.01 $306,032
FNMA 30yr Pool#AR9225 3.000% 01-Mar-2043, 3.00%, 03/01/43 FN 3138W7HB3 - - 321,128 $296,625 $296,625 -0.01 $295,688
FHLMC 30yr Pool#ZN6461 4.000% 01-May-2049, 4.00%, 05/01/49 FR 3131YDFA7 - - 302,390 $292,846 $292,846 -0.01 $291,670
FHLMC 30yr Pool#ZT0391 4.000% 01-Nov-2047, 4.00%, 11/01/47 FR 3132ACNG1 - - 298,279 $291,748 $291,748 -0.01 $290,588
FHLMC 30yr Pool#QA5150 4.500% 01-Dec-2049, 4.50%, 12/01/49 FR 31346YWK5 - - 292,625 $291,478 $291,478 -0.01 $290,198
FNMA 30yr Pool#FS2548 4.000% 01-Mar-2051, 4.00%, 03/01/51 FN 3140XHZN0 - - 296,579 $288,321 $288,321 -0.01 $287,168
FNMA 30yr Pool#FS2238 4.000% 01-Mar-2051, 4.00%, 03/01/51 FN 3140XHPY7 - - 287,758 $280,151 $280,151 -0.01 $279,032
FNMA 30yr Pool#AS8649 3.000% 01-Jan-2047, 3.00%, 01/01/47 FN 3138WJTF5 - - 303,248 $276,689 $276,689 -0.01 $275,805
FNMA 30yr Pool#BN3899 4.000% 01-Dec-2048, 4.00%, 12/01/48 FN 3140JLKM5 - - 266,034 $259,001 $259,001 -0.01 $257,966
FHLMC 30yr Pool#QX7566 5.500% 01-Mar-2055, 5.50%, 03/01/55 FR 31426DMQ2 - - - $253,974 $253,974 -0.01 $0
FHLMC 30yr Pool#QA1615 3.500% 01-Aug-2049, 3.50%, 08/01/49 FR 31334XYL7 - - 269,184 $251,484 $251,484 -0.01 $250,568
FHLMC 30yr Pool#ZN4240 4.500% 01-Dec-2048, 4.50%, 12/01/48 FR 3131YAV98 - - 247,974 $247,831 $247,831 -0.01 $246,746
RCKT MORT 2025-CES9 FLT 2055 A1A, 4.79%, 09/25/55 RCKT 2025-CES9 74942JAA2 - - - $246,563 $246,563 -0.01 $0
Fannie Mae REMIC Trust 2017-9 VL 3.0% 25-JUL-2028, 3.00%, 07/25/28 FNR 2017-9 3136AVYH6 - - 239,665 $238,563 $238,563 -0.01 $237,864
Fannie Mae REMIC Trust 2012-126 SY 0.01133% 25-NOV-2042, 0.19%, 11/25/42 FNR 2012-126 3136A9ZR2 - - 473,554 $229,450 $229,450 -0.01 $229,423
FNMA 30yr Pool#BW0081 4.500% 01-Apr-2052, 4.50%, 04/01/52 FN 3140MRCT2 - - 228,940 $226,203 $226,203 -0.01 $225,201
FNMA 30yr Pool#MA3908 4.500% 01-Jan-2050, 4.50%, 01/01/50 FN 31418DKW1 - - 226,950 $226,060 $226,060 -0.01 $225,068
FNMA 30yr Pool#MA3687 4.000% 01-Jun-2049, 4.00%, 06/01/49 FN 31418DCZ3 - - 229,545 $223,154 $223,154 -0.01 $222,261
FNMA 30yr Pool#MA1327 3.000% 01-Jan-2043, 3.00%, 01/01/43 FN 31418APM4 - - 236,936 $219,853 $219,853 -0.01 $219,162
FNMA 30yr Pool#BE3616 4.000% 01-May-2047, 4.00%, 05/01/47 FN 3140FPAS8 - - 223,971 $219,292 $219,292 -0.01 $218,421
FHLMC 15yr Pool#SB0040 2.500% 01-Dec-2033, 2.50%, 12/01/33 FR 3132CWBH6 - - 221,515 $215,560 $215,560 -0.01 $215,021
FNMA 30yr Pool#BO9819 4.500% 01-Dec-2049, 4.50%, 12/01/49 FN 3140K54D6 - - 208,732 $207,913 $207,913 -0.01 $207,000
GNMA II 30yr Pool#MA5192 4.000% 20-May-2048, 4.00%, 05/20/48 G2 36179TXV2 - - 212,610 $205,384 $205,384 -0.01 $204,557
FHLMC 30yr Pool#RA1088 4.500% 01-Jul-2049, 4.50%, 07/01/49 FR 3133KGF52 - - 202,831 $202,036 $202,036 -0.01 $201,148
FNMA 30yr Pool#AB6280 3.000% 01-Sep-2042, 3.00%, 09/01/42 FN 31417C6S9 - - 190,738 $176,986 $176,986 -0.01 $176,429
FNMA 30yr Pool#BO2983 3.000% 01-Sep-2049, 3.00%, 09/01/49 FN 3140JXJ58 - - 189,677 $173,095 $173,095 -0.01 $172,542
FHLMC 30yr Pool#SD8040 4.500% 01-Jan-2050, 4.50%, 01/01/50 FR 3132DV4Z5 - - 171,758 $171,085 $171,085 -0.01 $170,333
FNMA 30yr Pool#CA4185 4.500% 01-Sep-2049, 4.50%, 09/01/49 FN 3140QBUK2 - - 171,356 $170,446 $170,446 -0.01 $169,696
FNMA 30yr Pool#CA4035 4.500% 01-Aug-2049, 4.50%, 08/01/49 FN 3140QBPV4 - - 162,730 $162,092 $162,092 -0.01 $161,380
FNMA 30yr Pool#BV7132 4.500% 01-Apr-2052, 4.50%, 04/01/52 FN 3140ML4S6 - - 161,155 $159,228 $159,228 -0.01 $158,523
FHLMC 30yr Pool#ZA7158 4.500% 01-Jun-2049, 4.50%, 06/01/49 FR 31329Q5T4 - - 156,210 $155,911 $155,911 -0.01 $155,228
FHLMC 30yr Pool#ZT1320 4.000% 01-Nov-2048, 4.00%, 11/01/48 FR 3132ADPD4 - - 158,468 $154,279 $154,279 -0.01 $153,662
FNMA 30yr Pool#AB7563 3.000% 01-Jan-2043, 3.00%, 01/01/43 FN 31417EMM0 - - 162,277 $150,754 $150,754 -0.01 $150,280
FNMA 30yr Pool#FS2546 4.000% 01-Mar-2051, 4.00%, 03/01/51 FN 3140XHZL4 - - 152,322 $148,295 $148,295 -0.01 $147,703
FNMA 30yr Pool#BW0072 4.500% 01-Apr-2052, 4.50%, 04/01/52 FN 3140MRCJ4 - - 135,911 $134,286 $134,286 -0.01 $133,691
FNMA 30yr Pool#MA1229 3.000% 01-Oct-2042, 3.00%, 10/01/42 FN 31418ALK2 - - 142,174 $132,079 $132,079 -0.01 $131,664
GNMA II 30yr Pool#MA5753 4.000% 20-Feb-2049, 4.00%, 02/20/49 G2 36179UMA7 - - 136,599 $128,479 $128,479 -0.01 $127,948
FNMA 30yr Pool#BV7131 4.500% 01-Apr-2052, 4.50%, 04/01/52 FN 3140ML4R8 - - 128,654 $127,116 $127,116 -0.01 $126,553
GNMA II 30yr Pool#BF6874 4.500% 20-Jul-2048, 4.50%, 07/20/48 G2 3617GDT77 - - 126,067 $124,890 $124,890 -0.01 $124,339
GNMA II 30yr Pool#MA5866 4.000% 20-Apr-2049, 4.00%, 04/20/49 G2 36179UQT2 - - 131,652 $124,120 $124,120 -0.01 $123,608
Connecticut Avenue Securities, Series 2021-R03 1M1 4.54728% 25-DEC-2041, 4.55%, 12/25/41 CAS 2021-R03 20754AAA1 - - 122,436 $122,617 $122,617 -0.01 $122,447
FNMA 20yr Pool#AB9283 3.000% 01-Apr-2038, 3.00%, 04/01/38 FN 31417GJ56 - - 129,173 $119,476 $119,476 -0.01 $119,100
GNMA II 30yr Pool#BK5879 4.500% 20-Nov-2048, 4.50%, 11/20/48 G2 3617J6Q80 - - 110,987 $110,314 $110,314 -0.01 $109,828
FHLMC 30yr Pool#QE0318 4.500% 01-Mar-2052, 4.50%, 03/01/52 FR 3133B9K78 - - 107,878 $106,598 $106,598 -0.01 $106,126
FNMA 30yr Pool#BM3282 3.500% 01-Dec-2047, 3.50%, 12/01/47 FN 3140J7UG8 - - 112,099 $106,311 $106,311 -0.01 $105,929
FNMA 30yr Pool#CA3683 4.500% 01-Jun-2049, 4.50%, 06/01/49 FN 3140QBCV8 - - 105,747 $105,332 $105,332 -0.01 $104,869
FHLMC 30yr Pool#ZT1633 4.000% 01-Mar-2047, 4.00%, 03/01/47 FR 3132ADY69 - - 105,571 $103,122 $103,122 -0.01 $102,711
FNMA 30yr Pool#CA0108 3.500% 01-Aug-2047, 3.50%, 08/01/47 FN 3140Q7DN4 - - 104,228 $98,846 $98,846 -0.01 $98,492
FHLMC 30yr Pool#ZM7577 4.500% 01-Aug-2048, 4.50%, 08/01/48 FR 3131Y2M21 - - 89,550 $89,324 $89,324 -0.01 $88,932
Fannie Mae REMIC Trust 2013-130 FN 4.16176% 25-OCT-2042, 4.16%, 10/25/42 FNR 2013-130 3136AHG53 - - 88,091 $87,597 $87,597 -0.01 $87,485
FHLMC 30yr Pool#ZM7926 5.000% 01-Sep-2048, 5.00%, 09/01/48 FR 3131Y2YX0 - - 77,369 $78,864 $78,864 -0.01 $78,488
FHLMC 30yr Pool#QA2159 3.000% 01-Aug-2049, 3.00%, 08/01/49 FR 31334YMG9 - - 82,172 $73,243 $73,243 -0.01 $73,003
FNMA 30yr Pool#MA1447 3.000% 01-May-2043, 3.00%, 05/01/43 FN 31418ATD0 - - 76,339 $70,514 $70,514 -0.01 $70,291
Sequoia Mortgage Trust 2019-CH3 A19 4.0% 25-OCT-2049, 4.00%, 09/25/49 SEMT 2019-CH3 81748GBN0 - - 72,184 $67,459 $67,459 -0.01 $67,178
FNMA 30yr Pool#AS8547 3.000% 01-Nov-2046, 3.00%, 11/01/46 FN 3138WJP93 - - 71,104 $64,809 $64,809 -0.01 $64,601
FNMA 30yr Pool#BD2453 3.000% 01-Jan-2047, 3.00%, 01/01/47 FN 3140F9WP6 - - 65,846 $60,474 $60,474 -0.01 $60,282
Fannie Mae REMIC Trust 2010-109 BS 11.93742% 25-OCT-2040, 11.94%, 10/25/40 FNR 2010-109 31398NTM6 - - 41,248 $57,227 $57,227 -0.01 $56,763
Fannie Mae REMIC Trust 2006-20 GF 4.33867% 25-APR-2036, 4.16%, 04/25/36 FNR 2006-20 31395BU43 - - 52,708 $52,658 $52,658 -0.01 $52,591
A&D Mortgage Trust 2026-NQM1|4.912|02/25/2071, 4.91%, 02/25/71 ADMT 2026-NQM1 00040DAC7 - - - $50,815 $50,815 -0.01 $0
FHLMC 15yr Pool#ZK8962 3.000% 01-Sep-2032, 3.00%, 09/01/32 FR 3131XC5X1 - - 51,650 $50,679 $50,679 -0.01 $50,529
FHLMC 15yr Pool#ZS7403 3.000% 01-May-2031, 3.00%, 05/01/31 FR 3132A8GL7 - - 46,800 $46,204 $46,204 -0.01 $46,068
GS MTG-BKD TRUST 2025-CES2 A1, 5.18%, 09/25/55 GSMBS 2025-CES2 36273BAA7 - - - $43,504 $43,504 -0.01 $0
FNMA 30yr Pool#BO1857 4.500% 01-Aug-2049, 4.50%, 08/01/49 FN 3140JWB33 - - 42,701 $42,533 $42,533 -0.01 $42,346
FNMA 15yr Pool#BO5957 3.000% 01-Dec-2034, 3.00%, 12/01/34 FN 3140K1TP1 - - 43,136 $41,972 $41,972 -0.01 $41,846
Freddie Mac Multiclass Certificates, Series 3721 FB 4.59833% 15-SEP-2040, 4.32%, 09/15/40 FHR 3721 3137GAD20 - - 40,818 $40,991 $40,991 -0.01 $40,888
Freddie Mac Multiclass Certificates, Series 3380 FM 4.68833% 15-OCT-2037, 4.41%, 10/15/37 FHR 3380 31397KTJ0 - - 40,641 $40,842 $40,842 -0.01 $40,737
Ginnie Mae REMIC Trust 2008-013 FB 4.34838% 20-FEB-2038, 4.29%, 02/20/38 GNR 2008-13 38375PNL1 - - 38,727 $38,872 $38,872 -0.01 $38,797
FNMA 30yr Pool#BC0870 3.500% 01-Jan-2046, 3.50%, 01/01/46 FN 3140EU6G9 - - 36,998 $34,876 $34,876 -0.01 $34,750
FNMA 15yr Pool#BO7717 3.000% 01-Nov-2034, 3.00%, 11/01/34 FN 3140K3SF0 - - 32,495 $31,692 $31,692 -0.01 $31,597
FHLMC 15yr Pool#ZK9163 3.000% 01-Jan-2033, 3.00%, 01/01/33 FR 3131XDFC4 - - 30,860 $30,255 $30,255 -0.01 $30,165
A&D MORTGAGE TRUST 2025 NQM1 0% 70, 5.12%, 12/25/70 ADMT 2025-NQM5 00250AAC8 - - - $29,455 $29,455 -0.01 $0
Ginnie Mae REMIC Trust 2007-040 FG 4.16838% 20-JUL-2037, 4.11%, 07/20/37 GNR 2007-40 38375KZS4 - - 29,313 $29,179 $29,179 -0.01 $29,124
Ginnie Mae REMIC Trust 2004-069 CF 4.24838% 20-JUL-2034, 4.19%, 07/20/34 GNR 2004-69 38374JAT3 - - 25,117 $25,163 $25,163 -0.01 $25,116
Fannie Mae REMIC Trust 2013-2 QF 4.48867% 25-FEB-2043, 4.31%, 02/25/43 FNR 2013-2 3136AB4P5 - - 23,386 $23,439 $23,439 -0.01 $23,409
Ginnie Mae REMIC Trust 2007-059 FA 4.34838% 20-OCT-2037, 4.29%, 10/20/37 GNR 2007-59 38375LPU8 - - 23,369 $23,406 $23,406 -0.01 $23,361
FHLMC 30yr Pool#ZN2165 4.500% 01-Dec-2048, 4.50%, 12/01/48 FR 3131Y8MN2 - - 22,571 $22,637 $22,637 -0.01 $22,539
Ginnie Mae REMIC Trust 2010-133 FD 4.22186% 16-OCT-2040, 4.22%, 10/16/40 GNR 2010-133 38377MHV1 - - 20,668 $20,722 $20,722 -0.01 $20,673
Ginnie Mae REMIC Trust 2008-016 FC 4.34838% 20-FEB-2038, 4.29%, 02/20/38 GNR 2008-16 383742FU2 - - 18,814 $18,884 $18,884 -0.01 $18,848
Ginnie Mae REMIC Trust 2007-037 FW 4.15838% 20-JUN-2037, 4.10%, 06/20/37 GNR 2007-37 38375KNR9 - - 18,702 $18,638 $18,638 -0.01 $18,604
Ginnie Mae REMIC Trust 2005-065 FA 3.99838% 20-AUG-2035, 3.94%, 08/20/35 GNR 2005-65 38374LL25 - - 17,973 $18,047 $18,047 -0.01 $17,807
Ginnie Mae REMIC Trust 2004-059 FP 4.09186% 16-AUG-2034, 4.09%, 08/16/34 GNR 2004-59 38374HYS3 - - 17,727 $17,726 $17,726 -0.01 $17,685
Freddie Mac Multiclass Certificates, Series 2426 FL 4.74833% 15-MAR-2032, 4.47%, 03/15/32 FHR 2426 31339W7G5 - - 16,026 $16,122 $16,122 -0.01 $16,080
Fannie Mae REMIC Trust 2002-53 FK 4.38867% 25-APR-2032, 4.21%, 04/25/32 FNR 2002-53 31392EHN3 - - 15,831 $15,824 $15,824 -0.01 $15,803
FHLMC 30yr Pool#ZT0252 3.000% 01-Dec-2047, 3.00%, 12/01/47 FR 3132ACH52 - - 16,608 $15,253 $15,253 -0.01 $15,205
Ginnie Mae REMIC Trust 2005-048 AF 4.04838% 20-JUN-2035, 3.99%, 06/20/35 GNR 2005-48 38374LHM6 - - 15,154 $15,083 $15,083 -0.01 $15,056
Fannie Mae REMIC Trust 2005-83 KT 4.28867% 25-OCT-2035, 4.11%, 10/25/35 FNR 2005-83 31394FUL7 - - 13,650 $13,593 $13,593 -0.01 $13,576
Fannie Mae REMIC Trust 2007-89 GF 4.50867% 25-SEP-2037, 4.33%, 09/25/37 FNR 2007-89 31396XPM0 - - 12,816 $12,867 $12,867 -0.01 $12,849
Freddie Mac Multiclass Certificates, Series 2551 FD 4.49833% 15-JAN-2033, 4.22%, 01/15/33 FHR 2551 31393JAZ1 - - 11,561 $11,570 $11,570 -0.01 $11,541
FHLMC 30yr Pool#ZM2269 3.000% 01-Dec-2046, 3.00%, 12/01/46 FR 3131XVQW8 - - 12,303 $11,291 $11,291 -0.01 $11,255
Ginnie Mae REMIC Trust 2012-075 FP 4.14838% 20-JUL-2041, 4.09%, 07/20/41 GNR 2012-75 38378EZ55 - - 10,790 $10,833 $10,833 -0.01 $10,813
Ginnie Mae REMIC Trust 2007-061 FA 4.34838% 20-OCT-2037, 4.29%, 10/20/37 GNR 2007-61 38375LLN8 - - 9,602 $9,617 $9,617 -0.01 $9,599
GNMA II 30yr Pool#BK6072 5.000% 20-Jan-2049, 5.00%, 01/20/49 G2 3617J6W91 - - 8,954 $9,116 $9,116 -0.01 $9,073
Freddie Mac Multiclass Certificates, Series 2410, excluding Group 6 FX 4.17183% 15-FEB-2032, 4.17%, 02/15/32 FHR 2410 31339NJN7 - - 8,951 $8,952 $8,952 -0.01 $8,930
Fannie Mae REMIC Trust 2010-123 FL 4.41867% 25-NOV-2040, 4.24%, 11/25/40 FNR 2010-123 31398N2W3 - - 8,836 $8,841 $8,841 -0.01 $8,830
FNMA 15yr Pool#AS8207 2.500% 01-Oct-2031, 2.50%, 10/01/31 FN 3138WJDM7 - - 8,809 $8,579 $8,579 -0.01 $8,558
Freddie Mac Multiclass Certificates, Series 3028 FM 4.34833% 15-SEP-2035, 4.07%, 09/15/35 FHR 3028 31396AFB5 - - 7,855 $7,852 $7,852 -0.01 $7,833
FNMA 15yr Pool#BM1036 2.500% 01-Feb-2032, 2.50%, 02/01/32 FN 3140J5EJ4 - - 7,814 $7,609 $7,609 -0.01 $7,590
FNMA 15yr Pool#AS7643 2.500% 01-Aug-2031, 2.50%, 08/01/31 FN 3138WHP55 - - 7,766 $7,564 $7,564 -0.01 $7,545
Fannie Mae REMIC Trust 2003-87 FG 4.48867% 25-SEP-2033, 4.31%, 09/25/33 FNR 2003-87 31393E4W6 - - 7,532 $7,555 $7,555 -0.01 $7,545
Fannie Mae REMIC Trust 2012-100 FG 4.38867% 25-SEP-2042, 4.21%, 09/25/42 FNR 2012-100 3136A8QW3 - - 7,436 $7,414 $7,414 -0.01 $7,404
Ginnie Mae REMIC Trust 2007-018 FD 4.14838% 20-APR-2037, 4.09%, 04/20/37 GNR 2007-18 38375JC86 - - 6,842 $6,813 $6,813 -0.01 $6,801
Ginnie Mae REMIC Trust 2010-006 FG 4.39186% 16-JAN-2040, 4.39%, 01/16/40 GNR 2010-6 38376TSC7 - - 6,638 $6,693 $6,693 -0.01 $6,677
Fannie Mae REMIC Trust 2002-16 VF 4.53867% 25-APR-2032, 4.36%, 04/25/32 FNR 2002-16 31392CWW0 - - 6,629 $6,649 $6,649 -0.01 $6,640
FHLMC 15yr Pool#ZK8405 2.500% 01-Dec-2031, 2.50%, 01/22/31 FR 3131XCKS5 - - 6,686 $6,502 $6,502 -0.01 $6,485
Freddie Mac Multiclass Certificates, Series 3738 FD 4.39833% 15-AUG-2040, 4.12%, 08/15/40 FHR 3738 3137GAYQ4 - - 5,712 $5,724 $5,724 -0.01 $5,710
Fannie Mae REMIC Trust 2010-95 FB 4.38867% 25-SEP-2040, 4.21%, 09/25/40 FNR 2010-95 31398NEX8 - - 5,674 $5,678 $5,678 -0.01 $5,671
FNMA 30yr Pool#MA3694 4.500% 01-Jul-2049, 4.50%, 07/01/49 FN 31418DC83 - - 4,393 $4,376 $4,376 -0.01 $4,357
FHLMC 30yr Pool#ZN0650 3.000% 01-Mar-2043, 3.00%, 03/01/43 FR 3131Y6WK1 - - 1,648 $1,522 $1,522 -0.01 $1,517
Ginnie Mae REMIC Trust 1999-27 FE 4.19186% 16-AUG-2029, 4.19%, 08/16/29 GNR 1999-27 3837H2WA3 - - 1,447 $1,451 $1,451 -0.01 $1,446
Freddie Mac Multiclass Certificates, Series 2469 FE 4.59833% 15-JUL-2032, 4.32%, 07/15/32 FHR 2469 31392RC58 - - 1,330 $1,332 $1,332 -0.01 $1,329
Ginnie Mae REMIC Trust 2010-125 VF 4.19838% 20-JUN-2040, 4.14%, 06/20/40 GNR 2010-125 38377JYJ6 - - 338.00 $337 $337 -0.01 $337
US ULTRA BOND CBT Mar26 MAR 26 WNH6 FUTURES_USD - -312.00 $-36,689,250 $0 -0.01 $0
US 10yr Ultra Fut Mar26 MAR 26 UXYH6 FUTURES_USD - -1,920 $-219,780,000 $0 -0.01 $0
US 10YR NOTE (CBT)Mar26 MAR 26 TYH6 FUTURES_USD - -1,625 $-182,203,125 $0 -0.01 $0
US 5YR NOTE (CBT) Mar26 MAR 26 FVH6 FUTURES_USD - 4,215 $459,961,875 $0 -0.01 $0
GNMA II TBA 30yr 4.5% February Delivery, 4.50%, 02/19/26 G2SF 21H042620 - - -7,678,000 $-7,498,842 $-7,498,842 -0.12 $-7,498,842
GNMA II TBA 30yr 4% February Delivery, 4.00%, 02/19/26 G2SF 21H040624 - - -10,452,000 $-9,885,470 $-9,885,470 -0.16 $-9,885,470
GNMA II TBA 30yr 3.5% February Delivery, 3.50%, 02/19/26 G2SF 21H032621 - - -12,460,000 $-11,402,806 $-11,402,806 -0.18 $-11,402,806
GNMA II TBA 30yr 3% February Delivery, 3.00%, 02/19/26 G2SF 21H030625 - - -16,581,000 $-14,963,805 $-14,963,805 -0.24 $-14,963,805
GNMA II TBA 30yr 5.5% February Delivery, 5.50%, 02/19/26 G2SF 21H052629 - - -14,985,000 $-15,158,826 $-15,158,826 -0.24 $-15,158,826
GNMA II TBA 30yr 5% February Delivery, 5.00%, 02/19/26 G2SF 21H050623 - - -33,512,000 $-33,522,054 $-33,522,054 -0.52 $-33,522,054
GNMA II TBA 30yr 2.5% February Delivery, 2.50%, 02/19/26 G2SF 21H022622 - - -44,240,000 $-38,347,719 $-38,347,719 -0.59 $-38,347,719
UMBS TBA 30yr 6% February Delivery, 6.00%, 02/12/26 FNCL 01F060626 - - -190,051,780 $-194,766,965 $-194,766,965 -2.96 $-194,766,965
UMBS TBA 30yr 4.5% March Delivery, 4.50%, 03/12/26 FNCL 01F042632 - - -354,858,314 $-347,182,019 $-347,182,019 -5.26 $-347,182,019
UMBS TBA 30yr 5% March Delivery, 5.00%, 03/12/26 FNCL 01F050635 - - -406,281,138 $-405,646,933 $-405,646,933 -6.15 $-405,646,933
UMBS TBA 30yr 5.5% February Delivery, 5.50%, 02/12/26 FNCL 01F052623 - - -478,530,442 $-485,382,998 $-485,382,998 -7.36 $-485,382,998
UMBS TBA 30yr 4% March Delivery, 4.00%, 03/12/26 FNCL 01F040636 - - -543,048,893 $-518,257,082 $-518,257,082 -7.85 $-518,257,082
SEGREGATED CASH SEGCASH - $0.00 18,796,987 $18,796,987 $18,796,987 0.27 $18,796,987
ALMSUM ALMSUM - $0.00 - $0 $0 -0.01 $0
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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