Please ensure Javascript is enabled for purposes of website accessibility Mortgage-Backed Securities ETF - Janus Henderson Investors - US Institutional
{{banner.link_text}}
For Institutional Investors in the US

Mortgage-Backed Securities ETF Holdings

Full Portfolio Holdings

(As of June 26, 2026)

Ticker Cusip Underlying Security Strike Price Quantity (Shares/ Par/ Units/ Contracts) Notional Value Market Value Weight % Current Market Value
UMBS TBA 30yr 2.5% July Delivery, 2.50%, 07/13/26 FNCL 01F022675 - 1,393,917,386 $1,172,104,706 $1,172,104,706 17.12 $1,172,104,706
GNMA II TBA 30yr 2.5% July Delivery, 2.50%, 07/20/26 G2SF 21H022671 - 710,603,414 $610,282,556 $610,282,556 8.92 $610,282,556
UMBS TBA 30yr 3% July Delivery, 3.00%, 07/13/26 FNCL 01F030678 - 576,803,862 $506,305,164 $506,305,164 7.40 $506,305,164
FNMA 30yr Pool#FA5633 4.500% 01-Sep-2053, 4.50%, 09/01/53 FN 3140W6HK1 - 323,542,634 $318,503,683 $318,503,683 4.66 $317,371,284
UMBS TBA 30yr 2% July Delivery, 2.00%, 07/13/26 FNCL 01F020679 - 360,986,255 $290,063,646 $290,063,646 4.24 $290,063,646
GNMA II TBA 30yr 5% July Delivery, 5.00%, 07/20/26 G2SF 21H050672 - 198,508,194 $196,417,109 $196,417,109 2.88 $196,417,109
UMBS TBA 30yr 6% July Delivery, 6.00%, 07/13/26 FNCL 01F060675 - 191,498,430 $195,935,449 $195,935,449 2.87 $195,935,449
GNMA II TBA 30yr 5.5% July Delivery, 5.50%, 07/20/26 G2SF 21H052678 - 164,697,000 $165,800,470 $165,800,470 2.43 $165,800,470
GNMA II TBA 30yr 3% July Delivery, 3.00%, 07/20/26 G2SF 21H030674 - 182,289,962 $162,740,822 $162,740,822 2.38 $162,740,822
UMBS TBA 30yr 6% August Delivery, 6.00%, 08/13/26 FNCL 01F060683 - 141,463,452 $144,265,843 $144,265,843 2.11 $144,265,843
UMBS TBA 30yr 6.5% July Delivery, 6.50%, 07/13/26 FNCL 01F062671 - 137,850,000 $142,691,292 $142,691,292 2.08 $142,691,292
UMBS TBA 30yr 3.5% July Delivery, 3.50%, 07/13/26 FNCL 01F032674 - 155,843,000 $142,302,269 $142,302,269 2.08 $142,302,269
FNMA 30yr Pool#FA5419 4.500% 01-Aug-2053, 4.50%, 08/01/53 FN 3140W6AV4 - 141,732,159 $138,180,411 $138,180,411 2.02 $137,684,348
FNMA 30yr Pool#CB9787 5.000% 01-Jan-2055, 5.00%, 01/01/55 FN 3140QV2V5 - 129,343,827 $129,278,146 $129,278,146 1.89 $128,775,142
GNMA II TBA 30yr 3.5% July Delivery, 3.50%, 07/20/26 G2SF 21H032670 - 132,283,377 $119,450,170 $119,450,170 1.74 $119,450,170
UMBS TBA 30yr 5.5% July Delivery, 5.50%, 07/13/26 FNCL 01F052672 - 117,256,229 $117,967,974 $117,967,974 1.72 $117,967,974
FNMA 30yr Pool#FA2754 4.500% 01-Jan-2049, 4.50%, 01/01/49 FN 3140W3BY4 - 112,409,250 $110,406,145 $110,406,145 1.61 $110,012,713
GNMA II TBA 30yr 4.5% July Delivery, 4.50%, 07/20/26 G2SF 21H042679 - 113,901,488 $109,860,035 $109,860,035 1.60 $109,860,035
FHLMC 30yr Pool#SL3899 5.000% 01-Jan-2056, 5.00%, 01/01/56 FR 31427RKM1 - 109,286,003 $109,230,026 $109,230,026 1.59 $108,805,025
FNMA 30yr Pool#FS1133 4.000% 01-Oct-2051, 4.00%, 10/01/51 FN 3140XGHK8 - 106,811,436 $101,965,197 $101,965,197 1.49 $101,632,895
FNMA 30yr Pool#FM7460 4.000% 01-Mar-2051, 4.00%, 03/01/51 FN 3140XBJE1 - 101,387,636 $96,787,486 $96,787,486 1.41 $96,472,058
GNMA II TBA 30yr 4% July Delivery, 4.00%, 07/20/26 G2SF 21H040673 - 102,070,688 $95,246,038 $95,246,038 1.39 $95,246,038
FNMA 30yr Pool#FA5549 5.000% 01-Mar-2056, 5.00%, 03/01/56 FN 3140W6EX6 - 94,012,557 $93,566,019 $93,566,019 1.37 $93,200,414
FNMA 30yr Pool#FA4553 5.000% 01-Feb-2056, 5.00%, 02/01/56 FN 3140W5BX1 - 86,410,663 $86,695,024 $86,695,024 1.27 $86,358,982
FNMA 30yr Pool#FA3025 5.500% 01-Sep-2055, 5.50%, 09/01/55 FN 3140W3LF4 - 83,662,464 $85,683,814 $85,683,814 1.25 $85,325,924
FHLMC 30yr Pool#SL5254 4.500% 01-Sep-2051, 4.50%, 09/01/51 FR 31427SZU5 - 85,054,918 $83,730,247 $83,730,247 1.22 $83,432,554
FNMA 30yr Pool#FS9005 5.500% 01-Sep-2054, 5.50%, 09/01/54 FN 3140XRAF2 - 77,800,522 $79,627,624 $79,627,624 1.16 $79,294,811
FHLMC 30yr Pool#SL5145 5.000% 01-Feb-2056, 5.00%, 02/01/56 FR 31427SWF1 - 79,107,925 $78,732,180 $78,732,180 1.15 $78,424,538
FHLMC 30yr Pool#SL2464 4.500% 01-Dec-2048, 4.50%, 12/01/48 FR 31427PW26 - 79,336,102 $77,922,353 $77,922,353 1.14 $77,644,676
FNMA 30yr Pool#FA3036 5.500% 01-Oct-2055, 5.50%, 10/01/55 FN 3140W3LS6 - 72,056,606 $73,913,971 $73,913,971 1.08 $73,605,729
FHLMC 30yr Pool#RJ4363 5.500% 01-Jun-2055, 5.50%, 06/01/55 FR 3142GUZ55 - 71,836,531 $73,688,224 $73,688,224 1.08 $73,380,923
FNMA 30yr Pool#CB9331 5.500% 01-Oct-2054, 5.50%, 10/01/54 FN 3140QVLM4 - 71,983,247 $73,673,734 $73,673,734 1.08 $73,365,806
FHLMC 30yr Pool#SD1046 4.000% 01-Jul-2052, 4.00%, 07/01/52 FR 3132DNET6 - 77,064,996 $73,453,700 $73,453,700 1.07 $73,213,942
FNMA 30yr Pool#FA3037 5.500% 01-Oct-2055, 5.50%, 10/01/55 FN 3140W3LT4 - 66,669,394 $68,317,243 $68,317,243 1.00 $68,032,046
FHLMC 30yr Pool#SL3985 5.000% 01-Jan-2056, 5.00%, 01/01/56 FR 31427RNB2 - 65,734,511 $65,501,690 $65,501,690 0.96 $65,246,056
FNMA 30yr Pool#FA0574 5.500% 01-Jan-2055, 5.50%, 01/01/55 FN 3140W0T88 - 63,883,585 $65,476,956 $65,476,956 0.96 $65,203,676
FHLMC 30yr Pool#SL4515 5.000% 01-Apr-2056, 5.00%, 04/01/56 FR 31427SAR9 - 63,954,225 $63,727,710 $63,727,710 0.93 $63,478,999
FNMA 30yr Pool#FS8993 6.000% 01-Jul-2054, 6.00%, 07/01/54 FN 3140XQ7F8 - 59,010,424 $61,059,978 $61,059,978 0.89 $60,784,596
FNMA 30yr Pool#FA0573 5.000% 01-Jan-2055, 5.00%, 01/01/55 FN 3140W0T70 - 58,591,005 $58,783,521 $58,783,521 0.86 $58,555,667
FNMA 30yr Pool#FA4990 5.000% 01-Mar-2056, 5.00%, 03/01/56 FN 3140W5RL0 - 58,360,448 $58,459,904 $58,459,904 0.85 $58,232,946
FNMA 30yr Pool#FA4270 5.000% 01-Dec-2055, 5.00%, 12/01/55 FN 3140W4W86 - 57,767,198 $57,901,610 $57,901,610 0.85 $57,676,960
FNMA 30yr Pool#FA5046 5.000% 01-Mar-2056, 5.00%, 03/01/56 FN 3140W5TC8 - 56,635,404 $56,767,345 $56,767,345 0.83 $56,547,096
Freddie Mac Pool|5.5|06/01/2056, 5.50%, 06/01/56 FR 3142GXWC7 - 55,359,159 $56,745,558 $56,745,558 0.83 $56,508,744
FHLMC 30yr Pool#SL1188 5.500% 01-Apr-2055, 5.50%, 04/01/55 FR 31427NKA6 - 54,782,642 $56,132,917 $56,132,917 0.82 $55,898,569
FNMA 30yr Pool#FA4000 5.000% 01-Jun-2055, 5.00%, 06/01/55 FN 3140W4NS2 - 53,860,462 $54,037,435 $54,037,435 0.79 $53,827,977
FNMA 30yr Pool#CB9654 5.000% 01-Dec-2054, 5.00%, 12/01/54 FN 3140QVWQ3 - 50,275,692 $50,250,162 $50,250,162 0.73 $50,054,645
FNMA 30yr Pool#FA2246 5.500% 01-Jul-2055, 5.50%, 07/01/55 FN 3140W2P88 - 48,276,568 $49,466,482 $49,466,482 0.72 $49,259,966
FHLMC 30yr Pool#SL0239 5.000% 01-Jan-2055, 5.00%, 01/01/55 FR 31427MHR5 - 48,869,897 $48,845,081 $48,845,081 0.71 $48,655,032
FNMA 30yr Pool#CC2018 5.500% 01-Feb-2056, 5.50%, 02/01/56 FN 3140Y8G42 - 46,357,212 $47,503,010 $47,503,010 0.69 $47,304,704
Structured Agency Credit Risk (STACR) Debt Notes, Series 2022-HQA1 M2 8.8621% 25-MAR-2042, 8.88%, 03/25/42 STACR 2022-HQA1 35564KTJ8 - 46,021,486 $47,399,251 $47,399,251 0.69 $47,353,855
FNMA 30yr Pool#FA3128 5.500% 01-Oct-2055, 5.50%, 10/01/55 FN 3140W3PN3 - 45,753,875 $46,859,324 $46,859,324 0.68 $46,663,599
FNMA 30yr Pool#FA4155 5.000% 01-Jan-2056, 5.00%, 01/01/56 FN 3140W4TM9 - 45,464,950 $45,583,734 $45,583,734 0.67 $45,406,925
FNMA 30yr Pool#FA3572 5.000% 01-Nov-2055, 5.00%, 11/01/55 FN 3140W36J3 - 45,192,309 $45,340,800 $45,340,800 0.66 $45,165,052
FHLMC 30yr Pool#SD7343 5.500% 01-Jan-2055, 5.50%, 01/01/55 FR 3132DVEQ4 - 42,556,791 $43,569,518 $43,569,518 0.64 $43,387,470
FNMA 30yr Pool#FA4202 5.000% 01-Jan-2056, 5.00%, 01/01/56 FN 3140W4U47 - 43,457,184 $43,558,424 $43,558,424 0.64 $43,389,424
FNMA 30yr Pool#CC1926 5.000% 01-Feb-2056, 5.00%, 02/01/56 FN 3140Y8D86 - 41,991,517 $42,176,016 $42,176,016 0.62 $42,012,716
FNMA 30yr Pool#FA3435 5.000% 01-Nov-2055, 5.00%, 11/01/55 FN 3140W3Y94 - 41,076,518 $41,211,693 $41,211,693 0.60 $41,051,951
FNMA 30yr Pool#FS9779 5.500% 01-Nov-2054, 5.50%, 11/01/54 FN 3140XR2M6 - 40,188,785 $41,130,251 $41,130,251 0.60 $40,958,332
FNMA 40yr Pool#BF0646 2.500% 01-Jun-2062, 2.50%, 06/01/62 FN 3140FXWG3 - 46,184,765 $38,603,936 $38,603,936 0.56 $38,514,133
FHLMC 30yr Pool#ZT2413 4.000% 01-Feb-2041, 4.00%, 02/01/41 FR 3132AEVE3 - 38,160,557 $37,189,731 $37,189,731 0.54 $37,071,009
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA2 M2 7.3621% 25-FEB-2042, 7.38%, 02/25/42 STACR 2022-DNA2 35564KRN1 - 35,277,125 $35,890,064 $35,890,064 0.52 $35,861,146
FHLMC 30yr Pool#SI2101 4.000% 01-Sep-2048, 4.00%, 09/01/48 FR 3133USKN0 - 37,206,767 $35,585,227 $35,585,227 0.52 $35,469,472
New Residential Mortgage LLC 6.545% 25-MAR-2032, 6.54%, 03/25/32 NZES 2025-FHT 64832EAA7 - 35,026,612 $35,323,092 $35,323,092 0.52 $35,297,620
FNMA 40yr Pool#BF0598 2.500% 01-Mar-2062, 2.50%, 03/01/62 FN 3140FXUY6 - 42,144,418 $35,230,040 $35,230,040 0.51 $35,148,093
FHLMC 30yr Pool#SL4452 5.000% 01-Mar-2056, 5.00%, 03/01/56 FR 31427R5N6 - 35,034,764 $35,150,057 $35,150,057 0.51 $35,013,810
FHLMC 30yr Pool#SL0938 4.000% 01-Jul-2050, 4.00%, 07/01/50 FR 31427NBG3 - 36,184,105 $35,120,765 $35,120,765 0.51 $35,008,192
FHLMC 30yr Pool#SL0860 5.500% 01-Apr-2055, 5.50%, 04/01/55 FR 31427M5W7 - 34,420,412 $35,114,886 $35,114,886 0.51 $35,041,265
FHLMC 30yr Pool#SL0046 6.000% 01-Jan-2055, 6.00%, 01/01/55 FR 31427MBQ3 - 33,719,507 $34,889,382 $34,889,382 0.51 $34,732,024
FNMA 30yr Pool#CC2016 5.500% 01-Feb-2056, 5.50%, 02/01/56 FN 3140Y8G26 - 33,624,485 $34,491,206 $34,491,206 0.50 $34,347,367
FHLMC 30yr Pool#RJ2205 5.500% 01-Aug-2054, 5.50%, 08/01/54 FR 3142GSNX2 - 33,696,611 $34,487,958 $34,487,958 0.50 $34,343,811
FHLMC 30yr Pool#SL1632 4.000% 01-Nov-2053, 4.00%, 11/01/53 FR 31427NY60 - 35,609,734 $33,935,550 $33,935,550 0.50 $33,824,764
FNMA 30yr Pool#FA0576 5.500% 01-Jan-2055, 5.50%, 01/01/55 FN 3140W0UA1 - 32,878,974 $33,693,837 $33,693,837 0.49 $33,553,188
FNMA 30yr Pool#FA1951 6.000% 01-Jun-2055, 6.00%, 06/01/55 FN 3140W2EZ0 - 31,288,885 $32,392,721 $32,392,721 0.47 $32,246,706
FNMA 30yr Pool#FA3191 5.500% 01-Oct-2055, 5.50%, 10/01/55 FN 3140W3RM3 - 31,129,156 $31,898,567 $31,898,567 0.47 $31,765,403
FNMA 30yr Pool#FA4849 5.000% 01-Feb-2056, 5.00%, 02/01/56 FN 3140W5L77 - 30,832,159 $30,933,621 $30,933,621 0.45 $30,813,718
FNMA 30yr Pool#FA3682 5.500% 01-Feb-2055, 5.50%, 02/01/55 FN 3140W4CU9 - 29,750,566 $30,492,599 $30,492,599 0.45 $30,365,333
FNMA 30yr Pool#FA1557 6.000% 01-May-2055, 6.00%, 05/01/55 FN 3140W1WT6 - 29,084,851 $30,093,929 $30,093,929 0.44 $29,958,200
FNMA 30yr Pool#FA1560 5.500% 01-Apr-2055, 5.50%, 04/01/55 FN 3140W1WW9 - 28,762,284 $29,479,667 $29,479,667 0.43 $29,356,629
FHLMC 30yr Pool#SL0238 5.000% 01-May-2054, 5.00%, 05/01/54 FR 31427MHQ7 - 28,728,827 $28,714,239 $28,714,239 0.42 $28,602,515
UMBS TBA 30yr 5% July Delivery, 5.00%, 07/13/26 FNCL 01F050676 - 28,883,000 $28,491,173 $28,491,173 0.42 $28,491,173
FNMA 40yr Pool#BF0698 3.500% 01-Dec-2062, 3.50%, 12/01/62 FN 3140FXX49 - 31,155,666 $28,315,535 $28,315,535 0.41 $28,230,722
FNMA 30yr Pool#FA4117 4.500% 01-Sep-2051, 4.50%, 09/01/51 FN 3140W4SF5 - 28,322,533 $27,920,365 $27,920,365 0.41 $27,821,236
FHLMC 30yr Pool#SL1291 4.000% 01-Nov-2054, 4.00%, 11/01/54 FR 31427NNH8 - 29,232,864 $27,858,487 $27,858,487 0.41 $27,767,540
FHLMC 30yr Pool#SL2558 6.000% 01-Aug-2055, 6.00%, 08/01/55 FR 31427PZY3 - 26,487,147 $27,554,645 $27,554,645 0.40 $27,431,038
FNMA 30yr Pool#FA3105 6.000% 01-May-2055, 6.00%, 05/01/55 FN 3140W3NX3 - 26,347,763 $27,304,555 $27,304,555 0.40 $27,181,598
FNMA 30yr Pool#FA1798 4.000% 01-Aug-2052, 4.00%, 08/01/52 FN 3140W17L1 - 27,984,959 $26,675,734 $26,675,734 0.39 $26,588,669
FHLMC 30yr Pool#SL4437 6.000% 01-Sep-2054, 6.00%, 09/01/54 FR 31427R4X5 - 24,175,447 $25,258,067 $25,258,067 0.37 $25,145,248
FNMA 30yr Pool#FA5758 5.500% 01-Feb-2056, 5.50%, 02/01/56 FN 3140W6MG4 - 24,539,225 $25,115,516 $25,115,516 0.37 $25,010,542
NRM MSR-Collateralized Notes, Series 2024-FNT1 A 7.398% 25-NOV-2029, 7.40%, 11/25/31 NZES 2024-FNT1 62956YAA7 - 23,609,506 $23,811,112 $23,811,112 0.35 $23,791,705
FNMA 30yr Pool#FA3714 5.000% 01-Nov-2055, 5.00%, 11/01/55 FN 3140W4DU8 - 23,643,262 $23,733,634 $23,733,634 0.35 $23,641,688
FHLMC 30yr Pool#SD3271 5.500% 01-Jun-2053, 5.50%, 06/01/53 FR 3132DQT48 - 22,768,849 $23,303,146 $23,303,146 0.34 $23,205,746
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2025-HQA1 M2 5.2621% 25-FEB-2045, 5.28%, 02/25/45 STACR 2025-HQA1 35564NHA4 - 23,060,148 $23,084,753 $23,084,753 0.34 $23,071,231
FNMA 30yr Pool#FA4386 5.500% 01-Jan-2056, 5.50%, 01/01/56 FN 3140W42U0 - 21,457,938 $22,011,048 $22,011,048 0.32 $21,919,256
Rithm Capital Corp. 8.5% 01-JUN-2031, 8.50%, 06/01/31 RITM 64828TAD4 - 21,732,000 $21,999,630 $21,999,630 0.32 $21,768,727
FHLMC 30yr Pool#SD3669 5.500% 01-Sep-2053, 5.50%, 09/01/53 FR 3132E0CE0 - 21,410,077 $21,856,745 $21,856,745 0.32 $21,810,951
FNMA 30yr Pool#CC1195 5.000% 01-Oct-2055, 5.00%, 10/01/55 FN 3140Y7KH0 - 21,400,191 $21,470,615 $21,470,615 0.31 $21,387,392
FNMA 30yr Pool#FM7840 4.000% 01-Apr-2050, 4.00%, 04/01/50 FN 3140XBWA4 - 22,059,700 $21,065,870 $21,065,870 0.31 $20,997,240
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA2 B2 12.1121% 25-FEB-2042, 12.13%, 02/25/42 STACR 2022-DNA2 35564KSQ3 - 20,134,000 $21,055,367 $21,055,367 0.31 $21,028,235
PRET 2025-RPL3 Trust A1 4.15% 25-APR-2065, 4.15%, 04/25/65 PRET 2025-RPL3 69382RAA1 - 21,431,842 $20,958,246 $20,958,246 0.31 $20,889,069
FHLMC 30yr Pool#TB3130 5.500% 01-May-2056, 5.50%, 05/01/56 FR 3142K4PQ3 - 20,390,712 $20,816,114 $20,816,114 0.30 $20,772,501
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-DNA6 B2 11.1121% 25-OCT-2041, 11.11%, 10/25/41 STACR 2021-DNA6 35564KLV9 - 19,937,000 $20,714,629 $20,714,629 0.30 $20,309,261
FHLMC 30yr Pool#TB5153 5.500% 01-Jun-2056, 5.50%, 06/01/56 FR 3142K6WP2 - 20,156,412 $20,576,926 $20,576,926 0.30 $20,533,814
FNMA 30yr Pool#FS7225 4.000% 01-Aug-2051, 4.00%, 08/01/51 FN 3140XPA33 - 21,427,915 $20,494,046 $20,494,046 0.30 $20,427,382
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA5 M2 10.3621% 25-JUN-2042, 10.38%, 06/25/42 STACR 2022-DNA5 35564KYW3 - 19,321,656 $20,417,031 $20,417,031 0.30 $20,394,751
RCKT Mortgage Trust 2026-CES2 A3 5.255% 25-FEB-2056, 5.25%, 02/25/56 RCKT 2026-CES2 74940EAD9 - 20,600,000 $20,311,774 $20,311,774 0.30 $20,227,578
FNMA 30yr Pool#FS4781 4.000% 01-Oct-2051, 4.00%, 10/01/51 FN 3140XLJ33 - 21,251,643 $20,294,217 $20,294,217 0.30 $20,228,101
FHLMC 30yr Pool#SD5061 5.500% 01-Mar-2054, 5.50%, 03/01/54 FR 3132DSTS1 - 19,548,049 $20,050,242 $20,050,242 0.29 $19,966,620
FNMA 30yr Pool#FA1128 6.500% 01-Aug-2054, 6.50%, 08/01/54 FN 3140W1HE6 - 19,073,328 $19,895,920 $19,895,920 0.29 $19,799,494
FNMA 30yr Pool#CB7112 5.500% 01-Sep-2053, 5.50%, 09/01/53 FN 3140QS3W9 - 19,327,357 $19,771,913 $19,771,913 0.29 $19,689,235
FNMA 30yr Pool#FA5284 5.500% 01-Apr-2056, 5.50%, 04/01/56 FN 3140W52S2 - 19,377,890 $19,761,157 $19,761,157 0.29 $19,678,263
FNMA 40yr Pool#BF0226 3.500% 01-Jan-2058, 3.50%, 01/01/58 FN 3140FXHC9 - 21,111,225 $19,521,879 $19,521,879 0.28 $19,464,410
FNMA 30yr Pool#FS6382 4.000% 01-Aug-2051, 4.00%, 08/01/51 FN 3140XNCU6 - 20,126,853 $19,249,687 $19,249,687 0.28 $19,187,070
Finance of America Structured Securities Trust, 2025-S1 A1 3.5% 25-FEB-2075, 3.50%, 02/25/75 FASST 2025-S1 31741BAB0 - 19,768,110 $19,233,942 $19,233,942 0.28 $19,226,255
FNMA 30yr Pool#FA1129 6.500% 01-Jun-2054, 6.50%, 06/01/54 FN 3140W1HF3 - 18,381,256 $19,194,692 $19,194,692 0.28 $19,101,764
FNMA 40yr Pool#BF0807 3.500% 01-Apr-2064, 3.50%, 04/01/64 FN 3140FX3R1 - 20,812,063 $18,915,338 $18,915,338 0.28 $18,858,683
FINANCE OF AMERICA STRUC 3.28125% 74, 3.50%, 04/25/74 FASST 2024-S3 31739WAB8 - 19,044,809 $18,703,773 $18,703,773 0.27 $18,696,367
FNMA 40yr Pool#BF0713 4.000% 01-Mar-2063, 4.00%, 03/01/63 FN 3140FXYK2 - 19,397,816 $18,374,112 $18,374,112 0.27 $18,313,763
UMBS TBA 30yr 4.5% July Delivery, 4.50%, 07/13/26 FNCL 01F042673 - 19,000,000 $18,301,655 $18,301,655 0.27 $18,301,655
FNMA 30yr Pool#FS5028 4.000% 01-Oct-2051, 4.00%, 10/01/51 FN 3140XLSS8 - 19,032,397 $18,174,953 $18,174,953 0.27 $18,115,741
FHLMC 30yr Pool#SL0850 4.000% 01-Jul-2049, 4.00%, 07/01/49 FR 31427M5L1 - 18,457,630 $17,992,405 $17,992,405 0.26 $17,934,981
FNMA 30yr Pool#FA1549 5.500% 01-May-2055, 5.50%, 05/01/55 FN 3140W1WK5 - 17,478,145 $17,910,147 $17,910,147 0.26 $17,835,380
FHLMC 30yr Pool#QJ9063 5.000% 01-Nov-2054, 5.00%, 11/01/54 FR 3133D1B81 - 17,839,686 $17,813,424 $17,813,424 0.26 $17,744,048
FNMA 30yr Pool#FS2863 4.000% 01-Sep-2052, 4.00%, 09/01/52 FN 3140XJFD0 - 18,477,597 $17,610,303 $17,610,303 0.26 $17,552,817
SALUDA GRADE ALTERNATIVE M 5.749% 31, 5.75%, 03/25/31 GRADE 2026-RTL7 79584UAA9 - 17,370,000 $17,312,092 $17,312,092 0.25 $17,151,206
FHLMC 30yr Pool#QY8779 6.000% 01-Jul-2055, 6.00%, 07/01/55 FR 31426TXH5 - 16,013,894 $16,662,271 $16,662,271 0.24 $16,587,539
RCKT MOR 2025-CES9 FLT 2055 A1B, 5.00%, 09/25/55 RCKT 2025-CES9 74942JAB0 - 16,706,782 $16,568,570 $16,568,570 0.24 $16,503,638
FNMA 30yr Pool#FA1358 4.500% 01-May-2050, 4.50%, 05/01/50 FN 3140W1QL0 - 16,148,237 $15,880,617 $15,880,617 0.23 $15,824,098
Connecticut Avenue Securities Trust 2022-R02 2B2 11.2621% 25-JAN-2042, 11.28%, 01/25/42 CAS 2022-R02 20754BAJ0 - 15,154,500 $15,689,984 $15,689,984 0.23 $15,670,994
SALUDA GR ALT MTG TR 2025-LOC5 A1B, 5.45%, 10/25/55 GRADE 2025-LOC5 79581XAC2 - 15,693,000 $15,672,888 $15,672,888 0.23 $15,663,388
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA4 M2 8.8621% 25-MAY-2042, 8.88%, 05/25/42 STACR 2022-DNA4 35564KXA2 - 15,050,000 $15,627,969 $15,627,969 0.23 $15,613,123
Vontive Mortgage Trust 2025-RTL1 A1 6.507% 25-MAR-2030, 6.51%, 03/25/30 VNTV 2025-RTL1 928884AA3 - 15,444,000 $15,570,560 $15,570,560 0.23 $15,559,394
FNMA 40yr Pool#BF0806 3.500% 01-Apr-2064, 3.50%, 04/01/64 FN 3140FX3Q3 - 17,028,168 $15,526,788 $15,526,788 0.23 $15,480,433
FNMA 30yr Pool#FS8660 5.500% 01-Aug-2054, 5.50%, 08/01/54 FN 3140XQTS6 - 15,065,498 $15,386,885 $15,386,885 0.22 $15,354,662
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 $15,289,330 $15,289,330 0.22 $15,201,288
FNMA 40yr Pool#BF0801 2.500% 01-Apr-2064, 2.50%, 04/01/64 FN 3140FX3K6 - 18,259,970 $15,227,189 $15,227,189 0.22 $15,191,683
FHLMC 30yr Pool#SD0985 4.500% 01-Oct-2050, 4.50%, 10/01/50 FR 3132DNCW1 - 15,414,488 $15,195,609 $15,195,609 0.22 $15,141,658
JW Commercial Mortgage Trust 2026-MRCO A 5.12539% 15-JUN-2039, 5.13%, 06/15/39 JW 2026-MRCO 481948AA5 - 15,000,000 $15,063,868 $15,063,868 0.22 $15,033,970
FNMA 30yr Pool#DA1525 6.000% 01-Oct-2053, 6.00%, 10/01/53 FN 3140A1VT1 - 14,425,971 $14,957,576 $14,957,576 0.22 $14,890,255
FNMA 30yr Pool#FM4738 4.000% 01-Sep-2050, 4.00%, 09/01/50 FN 3140X8HQ3 - 15,176,273 $14,469,877 $14,469,877 0.21 $14,422,662
Saluda Grade Alternative Mortgage Trust 2026-HB1 A1B 5.13432% 25-APR-2056, 5.20%, 04/25/56 GRADE 2026-HB1 795939AC1 - 14,405,564 $14,434,712 $14,434,712 0.21 $14,426,392
FHLMC 30yr Pool#QH3192 6.000% 01-Oct-2053, 6.00%, 10/01/53 FR 3133CFRM3 - 13,709,526 $14,194,931 $14,194,931 0.21 $14,130,953
PRET 2025-RPL1 Trust A1 4.0% 25-JUL-2069, 4.00%, 07/25/69 PRET 2025-RPL1 69392FAA5 - 14,566,346 $14,061,773 $14,061,773 0.21 $14,016,456
BMP Commercial Mortgage Trust 2024-MF23 A 4.99733% 15-JUN-2041, 5.00%, 06/15/41 BMP 2024-MF23 05593JAA8 - 14,000,000 $14,035,101 $14,035,101 0.20 $14,007,894
RCKT Mortgage Trust 2026-CES2 A2 5.055% 25-FEB-2056, 5.05%, 02/25/56 RCKT 2026-CES2 74940EAC1 - 14,268,000 $14,033,711 $14,033,711 0.20 $13,977,614
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-HQA3 M2 5.7121% 25-SEP-2041, 5.73%, 09/25/41 STACR 2021-HQA3 35564KJP5 - 13,964,288 $14,010,953 $14,010,953 0.20 $14,002,065
Galaxy XXVI CLO Ltd., 6.41%, 07/31/26 GLXYT 2025-1 362922AA4 - 13,817,835 $13,955,639 $13,955,639 0.20 $13,891,706
FNMA 30yr Pool#FS9116 6.000% 01-Sep-2054, 6.00%, 09/01/54 FN 3140XRDW2 - 13,357,909 $13,821,352 $13,821,352 0.20 $13,759,015
FHLMC 30yr Pool#SL3988 5.000% 01-Jan-2056, 5.00%, 01/01/56 FR 31427RNE6 - 13,587,194 $13,631,907 $13,631,907 0.20 $13,579,067
FHLMC 30yr Pool#SD6178 4.500% 01-Jan-2051, 4.50%, 01/01/51 FR 3132DT2K5 - 13,844,495 $13,615,054 $13,615,054 0.20 $13,566,598
FNMA 30yr Pool#FA3563 5.500% 01-Nov-2055, 5.50%, 11/01/55 FN 3140W35Z8 - 13,081,060 $13,418,243 $13,418,243 0.20 $13,362,285
FINANCE OF AMER STR TR 2024-S2 A1, 3.50%, 04/25/74 FASST 2024-S2 31739VAA2 - 13,293,638 $13,115,656 $13,115,656 0.19 $13,110,486
FHLMC 30yr Pool#SL4976 5.000% 01-Apr-2056, 5.00%, 04/01/56 FR 31427SQ68 - 12,977,916 $12,931,896 $12,931,896 0.19 $12,881,427
FNMA 30yr Pool#CC0097 5.500% 01-Mar-2055, 5.50%, 03/01/55 FN 3140Y6DB3 - 12,591,508 $12,916,073 $12,916,073 0.19 $12,862,209
GS Mortgage-Backed Securities Trust 2025-RPL3 A1 4.1% 25-JUL-2065, 4.10%, 07/25/65 GSMBS 2025-RPL3 362963AA8 - 13,313,226 $12,908,874 $12,908,874 0.19 $12,866,420
FHLMC 30yr Pool#SD5963 6.000% 01-Jul-2054, 6.00%, 07/01/54 FR 3132DTTU4 - 12,458,824 $12,891,074 $12,891,074 0.19 $12,832,933
FHLMC 30yr Pool#SL4658 5.000% 01-Jan-2056, 5.00%, 01/01/56 FR 31427SE87 - 12,880,368 $12,834,748 $12,834,748 0.19 $12,784,658
Chase Mortgage Reference Notes, Series 2020-CL1 M1 5.9488% 25-OCT-2057, 6.01%, 10/25/57 CHASE 2020-CL1 46591HAG5 - 12,268,710 $12,677,093 $12,677,093 0.19 $12,668,897
PRPM 2025-RCF3 LLC 5.25% 55, 5.25%, 07/25/55 PRPM 2025-RCF3 69392PAA3 - 12,557,487 $12,531,294 $12,531,294 0.18 $12,480,017
PRET 2025-RPL5 TRUST FLTG 2070 A1, 4.15%, 01/25/70 PRET 2025-RPL5 69393AAA5 - 12,376,181 $12,043,247 $12,043,247 0.18 $12,003,299
FNMA 30yr Pool#FS8717 6.000% 01-Jul-2054, 6.00%, 07/01/54 FN 3140XQVK0 - 11,500,953 $11,899,971 $11,899,971 0.17 $11,846,299
FNMA 40yr Pool#BF0731 2.500% 01-Jun-2063, 2.50%, 06/01/63 FN 3140FXY55 - 14,179,932 $11,844,735 $11,844,735 0.17 $11,817,163
FHLMC 30yr Pool#QG6755 5.500% 01-Jun-2053, 5.50%, 06/01/53 FR 3133C7QG5 - 11,568,420 $11,839,886 $11,839,886 0.17 $11,790,399
Connecticut Avenue Securities Trust 2023-R06 1B1 7.5121% 25-JUL-2043, 7.53%, 07/25/43 CAS 2023-R06 20754EAF2 - 11,170,460 $11,691,414 $11,691,414 0.17 $11,682,070
Foundation Finance Trust 2025-2 B 4.94% 15-APR-2052, 4.94%, 04/15/52 FFIN 2025-2A 35042NAB1 - 11,657,246 $11,587,229 $11,587,229 0.17 $11,564,834
FNMA 30yr Pool#FS7541 4.000% 01-Jun-2052, 4.00%, 06/01/52 FN 3140XPLX5 - 12,128,512 $11,582,100 $11,582,100 0.17 $11,544,367
FHLMC 30yr Pool#SD6558 6.000% 01-Sep-2054, 6.00%, 09/01/54 FR 3132DUJB4 - 11,099,406 $11,484,492 $11,484,492 0.17 $11,432,695
FNMA 30yr Pool#DE6043 6.000% 01-Aug-2055, 6.00%, 08/01/55 FN 3140BJWD5 - 11,046,701 $11,430,950 $11,430,950 0.17 $11,379,399
Connecticut Avenue Securities Trust 2022-R06 1B2 14.2121% 25-MAY-2042, 14.21%, 05/25/42 CAS 2022-R06 20754NAR6 - 10,436,475 $11,403,252 $11,403,252 0.17 $11,263,168
TOWD POINT MORTGAGE TRUST 2025 0% 65, 4.97%, 09/25/65 TPMT 2025-FIX1 89183MAA1 - 10,917,221 $10,849,302 $10,849,302 0.16 $10,807,118
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA7 M2 10.6121% 25-SEP-2042, 10.63%, 03/25/52 STACR 2022-DNA7 35564KL72 - 10,000,000 $10,714,929 $10,714,929 0.16 $10,703,121
Connecticut Avenue Securities Trust 2022-R04 1B2 13.1121% 25-MAR-2042, 13.13%, 03/25/42 CAS 2022-R04 20753YAL6 - 10,118,401 $10,708,559 $10,708,559 0.16 $10,693,800
METRONET INFRASTRUCTURE ISSU 5.4% 55, 5.40%, 08/20/55 MNET 2025-2A 59170JAX6 - 10,600,000 $10,631,468 $10,631,468 0.16 $10,617,158
FNMA 40yr Pool#BF0783 3.500% 01-Dec-2063, 3.50%, 12/01/63 FN 3140FX2R2 - 11,662,662 $10,599,775 $10,599,775 0.15 $10,568,027
Homeward Opportunities Fund Trust 2025-RRTL1 A1 5.476% 25-MAR-2040, 5.48%, 03/25/40 HOF 2025-RRTL1 437919AA1 - 10,475,000 $10,486,984 $10,486,984 0.15 $10,480,610
Vista Point Securitization Trust 2025-CES2 A1 5.601% 25-AUG-2055, 5.60%, 08/25/55 VSTA 2025-CES2 92842UAA0 - 10,310,997 $10,359,781 $10,359,781 0.15 $10,314,863
Huntington Bank Auto Credit-Linked Notes, Series 2024-2 B1 5.442% 20-OCT-2032, 5.44%, 10/20/32 HACLN 2024-2 44644NAG4 - 10,288,976 $10,353,632 $10,353,632 0.15 $10,339,634
FHLMC 30yr Pool#QH3306 6.000% 01-Oct-2053, 6.00%, 10/01/53 FR 3133CFU72 - 9,873,378 $10,277,955 $10,277,955 0.15 $10,231,879
FNMA 30yr Pool#CC1844 5.500% 01-Jan-2056, 5.50%, 01/01/56 FN 3140Y8BN5 - 9,995,317 $10,252,961 $10,252,961 0.15 $10,210,203
TOWD PT MTG TR 2025-FIX2 FLTG A1, 5.25%, 10/25/65 TPMT 2025-FIX2 89183RAA0 - 10,248,994 $10,230,272 $10,230,272 0.15 $10,188,430
FNMA 30yr Pool#DE1157 6.000% 01-Jun-2055, 6.00%, 06/01/55 FN 3140BDJB7 - 9,875,204 $10,218,704 $10,218,704 0.15 $10,172,620
FIGRE TRUST 2025-HE4 FLTG 2055 C, 5.71%, 07/25/55 FIGRE 2025-HE4 31684PAC6 - 10,157,510 $10,156,432 $10,156,432 0.15 $10,111,330
FNMA 30yr Pool#FA0470 6.000% 01-Jan-2055, 6.00%, 01/01/55 FN 3140W0QY4 - 9,794,827 $10,134,652 $10,134,652 0.15 $10,088,942
FNMA 30yr Pool#FS9909 5.000% 01-Nov-2054, 5.00%, 11/01/54 FN 3140XSAK9 - 9,989,329 $10,022,152 $10,022,152 0.15 $9,983,304
LHOME Mortgage Trust 2024-RTL3 A1 6.9% 25-MAY-2029, 6.90%, 05/25/29 LHOME 2024-RTL3 50205GAA0 - 9,960,000 $9,979,651 $9,979,651 0.15 $9,972,015
FNMA 30yr Pool#FA4709 5.500% 01-Jul-2055, 5.50%, 07/01/55 FN 3140W5GT5 - 9,643,943 $9,891,698 $9,891,698 0.14 $9,850,443
FNMA 30yr Pool#FS6236 6.500% 01-Nov-2053, 6.50%, 11/01/53 FN 3140XM4W3 - 9,455,470 $9,889,999 $9,889,999 0.14 $9,842,196
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA6 M2 9.3621% 25-SEP-2042, 9.38%, 09/25/42 STACR 2022-DNA6 35564KH77 - 9,166,000 $9,678,971 $9,678,971 0.14 $9,669,420
FNMA 30yr Pool#FS6662 4.000% 01-Oct-2051, 4.00%, 10/01/51 FN 3140XNML5 - 9,917,498 $9,470,696 $9,470,696 0.14 $9,439,842
RCKT MORTGAGE TRUST 2026-CES4 0% 56, 5.59%, 04/25/56 RCKT 2026-CES4 74940CAD3 - 9,483,000 $9,460,418 $9,460,418 0.14 $9,419,166
Rithm Capital Corp. 8.0% 01-APR-2029, 8.00%, 04/01/29 RITM 64828TAB8 - 9,213,000 $9,449,659 $9,449,659 0.14 $9,269,494
FHLMC 30yr Pool#SD5224 6.000% 01-Mar-2054, 6.00%, 03/01/54 FR 3132DSYV8 - 9,074,611 $9,389,791 $9,389,791 0.14 $9,347,443
Structured Agency Credit Risk (STACR) Debt Notes, Series 2022-HQA1 B2 14.6121% 25-MAR-2042, 14.63%, 03/25/42 STACR 2022-HQA1 35564KUL1 - 8,744,740 $9,371,485 $9,371,485 0.14 $9,357,272
SALUDA GRADE ALTERNATIVE MORT A2, 6.75%, 03/25/31 GRADE 2026-RTL7 79584UAB7 - 9,418,000 $9,344,170 $9,344,170 0.14 $9,294,740
LHOME Mortgage Trust 2024-RTL5 A2 5.751% 25-SEP-2039, 5.75%, 09/25/39 LHOME 2024-RTL5 50205WAB3 - 9,325,000 $9,335,520 $9,335,520 0.14 $9,329,561
CONNECTICUT AVENUE SECUR 5.95001% 45, 5.23%, 07/25/45 CAS 2025-R05 20753CAC4 - 9,254,000 $9,273,966 $9,273,966 0.14 $9,268,590
New Residential Mortgage Loan Trust 2026-NQM1 A2 5.078% 25-NOV-2065, 5.08%, 11/25/65 NRZT 2026-NQM1 64832LAF0 - 9,293,157 $9,219,532 $9,219,532 0.13 $9,182,828
FHLMC 30yr Pool#QH4373 6.000% 01-Nov-2053, 6.00%, 11/01/53 FR 3133CG2E6 - 8,816,327 $9,128,482 $9,128,482 0.13 $9,087,339
FNMA 30yr Pool#FS2144 3.500% 01-Jun-2052, 3.50%, 06/01/52 FN 3140XHL21 - 9,635,469 $8,964,192 $8,964,192 0.13 $8,937,962
Ally Bank Auto Credit-Linked Notes, Series 2025-A C 4.844% 15-JUN-2033, 4.84%, 06/15/33 ABCLN 2025-A 02007G5F6 - 8,502,056 $8,524,142 $8,524,142 0.12 $8,508,126
Freddie Mac Multiclass Certificates, Series 5164 FA 3.8621% 25-NOV-2051, 3.88%, 11/25/51 FHR 5164 3137H3PY2 - 9,284,403 $8,458,559 $8,458,559 0.12 $8,454,559
FNMA 30yr Pool#FS7117 6.500% 01-Feb-2054, 6.50%, 02/01/54 FN 3140XN4B7 - 8,025,474 $8,394,287 $8,394,287 0.12 $8,353,714
Connecticut Avenue Securities Trust 2022-R01 1B2 9.6121% 25-DEC-2041, 9.63%, 12/25/41 CAS 2022-R01 20754LAJ8 - 8,210,585 $8,393,673 $8,393,673 0.12 $8,384,890
Brean Asset Backed Securities Trust 2024-RM8 A1 4.5% 25-MAY-2064, 4.50%, 05/25/64 BABS 2024-RM8 10637YAA3 - 8,309,705 $8,173,653 $8,173,653 0.12 $8,169,498
FNMA 30yr Pool#DA0026 6.000% 01-Sep-2053, 6.00%, 09/01/53 FN 3140A0A41 - 7,708,331 $7,992,387 $7,992,387 0.12 $7,956,415
FHLMC 30yr Pool#SD7417 5.500% 01-Jan-2055, 5.50%, 01/01/55 FR 3132DVG25 - 7,788,722 $7,982,987 $7,982,987 0.12 $7,949,668
FNMA 30yr Pool#DH1175 5.500% 01-May-2056, 5.50%, 05/01/56 FN 3140UGJV5 - 7,840,866 $7,969,377 $7,969,377 0.12 $7,935,836
FIGRE TRUST 2025 HE4 FLTG 2055 B, 5.61%, 07/25/55 FIGRE 2025-HE4 31684PAB8 - 7,864,062 $7,863,819 $7,863,819 0.11 $7,829,518
FHLMC 30yr Pool#QY9874 6.000% 01-Aug-2055, 6.00%, 08/01/55 FR 31426U6L3 - 7,434,792 $7,693,404 $7,693,404 0.11 $7,658,708
PRPM 2025-RPL4 A1, 3.00%, 05/25/55 PRPM 2025-RPL4 74448NAA2 - 7,960,217 $7,634,375 $7,634,375 0.11 $7,615,802
Connecticut Avenue Securities Trust 2025-R01 1M2 5.1121% 25-JAN-2045, 5.13%, 01/25/45 CAS 2025-R01 20755JAC7 - 7,585,000 $7,595,619 $7,595,619 0.11 $7,591,297
Fannie Mae REMIC Trust 2022-65 FB 4.4121% 25-SEP-2052, 4.43%, 09/25/52 FNR 2022-65 3136BPCQ2 - 7,539,876 $7,483,078 $7,483,078 0.11 $7,479,369
SALUDA GR ALT MTG TR 25 RRTL1 A1, 5.32%, 10/25/40 GRADE 2025-RRTL1 79582NAA7 - 7,388,000 $7,388,804 $7,388,804 0.11 $7,358,234
RENEU 2026-RTL1 MB 5.93%41, 5.89%, 06/25/41 RENEU 2026-RTL1 759964AA7 - 7,339,000 $7,370,324 $7,370,324 0.11 $7,341,496
Acacia 2025-1 A 5.24% 15-NOV-2037, 5.24%, 11/15/37 ACACIA 2025-1 00401PAA7 - 7,332,495 $7,350,030 $7,350,030 0.11 $7,335,088
FNMA 30yr Pool#FA1613 5.000% 01-Apr-2055, 5.00%, 04/01/55 FN 3140W1YK3 - 7,207,488 $7,231,170 $7,231,170 0.11 $7,203,141
Alterna Funding III A 6.26% 15-MAY-2039, 6.26%, 05/16/39 TAX 2024-1A 02157JAA3 - 7,143,171 $7,169,021 $7,169,021 0.10 $7,151,632
RCKT Mortgage Trust 2024-CES9 A1B 5.683% 25-DEC-2044, 5.68%, 12/25/44 RCKT 2024-CES9 749426AB8 - 7,090,992 $7,126,196 $7,126,196 0.10 $7,094,853
COOPR Residential Mortgage Trust 2025-CES3 A1A 4.84% 25-SEP-2060, 4.84%, 09/25/60 COOPR 2025-CES3 216926AA3 - 7,024,223 $6,995,603 $6,995,603 0.10 $6,969,160
COOPR Residential Mortgage Trust 2026-CES1 A1B 4.996% 25-FEB-2061, 5.00%, 01/01/61 COOPR 2026-CES1 21689GAB4 - 7,035,210 $6,974,860 $6,974,860 0.10 $6,947,523
GS Mortgage-Backed Securities Trust 2026-CES1 A2 5.272% 25-MAY-2056, 5.27%, 05/25/56 GSMBS 2026-CES1 36277LAB9 - 7,000,000 $6,915,186 $6,915,186 0.10 $6,886,482
LHOME Mortgage Trust 2024-RTL4 A2 6.092% 25-JUL-2039, 6.09%, 07/25/39 LHOME 2024-RTL4 50205PAB8 - 6,870,000 $6,881,813 $6,881,813 0.10 $6,877,163
Huntington Bank Auto Credit-Linked Notes, Series 2024-1 B1 6.153% 20-MAY-2032, 6.15%, 05/20/32 HACLN 2024-1 44644NAA7 - 6,710,276 $6,777,006 $6,777,006 0.10 $6,766,684
RCKT Mortgage Trust 2025-CES7 A1B 5.478% 25-JUL-2055, 5.48%, 07/25/55 RCKT 2025-CES7 74943AAB8 - 6,742,049 $6,767,700 $6,767,700 0.10 $6,738,975
FHLMC 30yr Pool#QH1500 6.000% 01-Sep-2053, 6.00%, 09/01/53 FR 3133CDUZ5 - 6,478,031 $6,743,478 $6,743,478 0.10 $6,713,248
PRPM 2025-RCF3, LLC, 5.77%, 08/25/28 PRPM 2025-6 69395KAA1 - 6,669,800 $6,675,334 $6,675,334 0.10 $6,645,381
FHLMC 30yr Pool#SD3469 5.500% 01-Aug-2053, 5.50%, 08/01/53 FR 3132DQ2A3 - 6,473,575 $6,608,630 $6,608,630 0.10 $6,594,784
FHLMC 30yr Pool#QG3912 5.500% 01-Jun-2053, 5.50%, 06/01/53 FR 3133C4KZ6 - 6,458,765 $6,581,643 $6,581,643 0.10 $6,554,014
Mello Mortgage Capital Acceptance 2024-SD1 A1 4.0% 25-APR-2054, 4.00%, 04/25/54 MELLO 58550DAA1 - 6,681,100 $6,581,163 $6,581,163 0.10 $6,578,194
RCKT MORTGAGE TRUST 2026-CES4 0% 56, 5.39%, 04/25/56 RCKT 2026-CES4 74940CAC5 - 6,516,000 $6,488,830 $6,488,830 0.09 $6,461,493
FNMA 30yr Pool#FA0339 5.500% 01-Jan-2055, 5.50%, 01/01/55 FN 3140W0LV5 - 6,322,419 $6,480,111 $6,480,111 0.09 $6,453,065
Meridian Arc Holdco LLC 6.25% 30-APR-2031, 6.25%, 04/30/31 MERIDI 58990CAA1 - 6,398,000 $6,479,745 $6,479,745 0.09 $6,407,546
FIGRE TRUST 2025-HE6 FLTG 2055 C, 5.25%, 09/25/55 FIGRE 2025-HE6 31684NAC1 - 6,510,966 $6,452,138 $6,452,138 0.09 $6,425,576
FNMA 30yr Pool#DF2677 6.000% 01-Nov-2055, 6.00%, 11/01/55 FN 3140BS6P7 - 6,212,076 $6,431,616 $6,431,616 0.09 $6,402,626
ACHM Trust 2024-HE1 A 6.55% 25-MAY-2039, 6.55%, 05/25/39 ACHM 2024-HE1 00449TAA3 - 6,245,440 $6,350,980 $6,350,980 0.09 $6,346,435
FIGRE TRUST 2026-HE4 MB FLTG 56, 5.70%, 05/25/56 FIGRE 2026-HE4 31685MAE8 - 6,226,181 $6,208,284 $6,208,284 0.09 $6,180,667
Connecticut Avenue Securities Trust 2023-R03 2B1 9.9621% 25-APR-2043, 9.98%, 04/25/43 CAS 2023-R03 20753ACF9 - 5,626,000 $6,114,281 $6,114,281 0.09 $6,108,044
PRET 2025-RPL2 Trust A1 4.0% 25-FEB-2065, 4.00%, 08/25/64 PRET 2025-RPL2 69392LAA2 - 6,206,749 $6,101,752 $6,101,752 0.09 $6,082,442
FNMA 30yr Pool#DA1468 6.000% 01-Sep-2053, 6.00%, 09/01/53 FN 3140A1T23 - 5,861,262 $6,101,436 $6,101,436 0.09 $6,074,084
FNMA 30yr Pool#FS4356 6.000% 01-May-2053, 6.00%, 05/01/53 FN 3140XKZW3 - 5,887,891 $6,092,389 $6,092,389 0.09 $6,064,913
FHLMC 30yr Pool#QX9929 6.000% 01-Apr-2055, 6.00%, 04/01/55 FR 31426HA78 - 5,859,498 $6,064,481 $6,064,481 0.09 $6,037,137
FNA 9, Series 2026-1 A 5.509% 15-DEC-2038, 5.51%, 04/16/46 FNH 2026-1 34411JAA8 - 6,048,859 $6,060,165 $6,060,165 0.09 $6,047,206
FNMA 30yr Pool#FM4129 4.000% 01-Sep-2050, 4.00%, 09/01/50 FN 3140X7ST7 - 6,304,557 $6,020,525 $6,020,525 0.09 $6,000,911
HOMES 2026-INV1 Trust A1D 5.077% 25-AUG-2060, 5.08%, 08/25/60 HOMES 2026-INV1 43761FAD7 - 5,961,441 $5,947,702 $5,947,702 0.09 $5,897,031
CoreWeave, Inc. 9.625% 15-JUL-2032, 9.62%, 07/15/32 CRWV 21873SAK4 - 5,961,000 $5,881,219 $5,881,219 0.09 $5,863,687
FNMA 30yr Pool#DE6050 6.000% 01-Aug-2055, 6.00%, 08/01/55 FN 3140BJWL7 - 5,628,473 $5,856,360 $5,856,360 0.09 $5,830,094
FNMA 30yr Pool#FS7397 6.000% 01-Mar-2054, 6.00%, 03/01/54 FN 3140XPGF0 - 5,659,686 $5,856,045 $5,856,045 0.09 $5,829,633
FHLMC 30yr Pool#QH7040 6.000% 01-Dec-2053, 6.00%, 12/01/53 FR 3133CKZD3 - 5,647,581 $5,847,541 $5,847,541 0.09 $5,821,186
RCKT MORTGAGE TRUST 2025 5.24863% 55, 5.25%, 08/25/55 RCKT 2025-CES8 74939WAB6 - 5,847,146 $5,841,386 $5,841,386 0.09 $5,817,517
Saluda Grade Alternative Mortgage Trust 2024-RTL5 A1 7.762% 25-APR-2030, 7.76%, 04/25/30 GRADE 2024-RTL5 A1 795935AA3 - 5,817,666 $5,840,795 $5,840,795 0.09 $5,805,673
FNMA 30yr Pool#DB4017 6.000% 01-May-2054, 6.00%, 05/01/54 FN 3140ADPB1 - 5,633,689 $5,829,146 $5,829,146 0.09 $5,802,856
Connecticut Avenue Securities, Series 2021-R02 2B2 9.8121% 25-NOV-2041, 9.81%, 11/25/41 CAS 2021-R02 20754KAJ0 - 5,616,000 $5,771,218 $5,771,218 0.08 $5,719,174
Brean Asset Backed Securities Trust 2024-RM9 A1 5.0% 25-SEP-2064, 5.00%, 09/25/64 BABS 2024-RM9 10638DAA8 - 5,783,467 $5,743,974 $5,743,974 0.08 $5,740,761
RCKT Mortgage Trust 202 MB FLTG 56, 5.67%, 06/25/56 RCKT 2026-CES6 74942DAC1 - 5,700,000 $5,719,019 $5,719,019 0.08 $5,693,882
FHLMC 30yr Pool#QH4638 6.000% 01-Nov-2053, 6.00%, 11/01/53 FR 3133CHEK7 - 5,514,193 $5,709,430 $5,709,430 0.08 $5,683,697
FIGRE TRUST 2025-HE6 FLTG 2055 B, 5.14%, 09/25/55 FIGRE 2025-HE6 31684NAB3 - 5,738,840 $5,694,484 $5,694,484 0.08 $5,671,524
SF ABS ISSUER 2025-1 0%55 A2, 5.38%, 11/25/55 SFARM 2025-1A 784193AA2 - 5,750,000 $5,671,280 $5,671,280 0.08 $5,667,845
TVC Mortgage Trust 2025-RRTL1 A2 6.68% 25-APR-2040, 6.68%, 04/25/40 TVC 2025-RRTL1 900927AB0 - 5,597,000 $5,664,368 $5,664,368 0.08 $5,660,214
FHLMC 30yr Pool#SD5223 6.000% 01-Apr-2054, 6.00%, 04/01/54 FR 3132DSYU0 - 5,469,300 $5,659,053 $5,659,053 0.08 $5,633,530
FNMA 30yr Pool#CA5386 4.500% 01-Mar-2050, 4.50%, 03/01/50 FN 3140QC6Y7 - 5,760,773 $5,648,686 $5,648,686 0.08 $5,628,523
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 - 5,613,636 $5,632,566 $5,632,566 0.08 $5,629,036
PRPM 2025-RPL3 A1 3.25% 25-APR-2055, 3.25%, 04/25/55 PRPM 2025-RPL3 69392NAA8 - 5,742,637 $5,553,736 $5,553,736 0.08 $5,539,220
FNMA 30yr Pool#DE7796 6.000% 01-Aug-2055, 6.00%, 08/01/55 FN 3140BLUW0 - 5,359,576 $5,546,004 $5,546,004 0.08 $5,520,993
Ally Bank Auto Credit-Linked Notes, Series 2025-A D 4.991% 15-JUN-2033, 4.99%, 06/15/33 ABCLN 2025-A 02007G5G4 - 5,522,925 $5,530,108 $5,530,108 0.08 $5,519,388
RCKT Mortgage Trust 2024-CES1 A1B 6.325% 25-FEB-2044, 6.33%, 02/25/44 RCKT 2024-CES1 749424AB3 - 5,170,527 $5,503,419 $5,503,419 0.08 $5,180,928
Woodward Capital Manage MB FLTG 56, 5.66%, 05/25/56 RCKT 2026-CES5 74940FAD6 - 5,400,000 $5,426,721 $5,426,721 0.08 $5,402,936
FIGRE TRUST 2025-HE4 5.408% 55, 5.41%, 07/25/55 FIGRE 2025-HE4 31684PAA0 - 5,382,945 $5,394,179 $5,394,179 0.08 $5,371,537
FNMA 30yr Pool#FS1578 4.000% 01-Oct-2050, 4.00%, 10/01/50 FN 3140XGXG9 - 5,637,396 $5,392,075 $5,392,075 0.08 $5,374,537
RCKT Mortgage Trust 2025-CES12 M1 5.65% 25-DEC-2055, 5.65%, 11/25/55 RCKT 2025-CES12 749349AE6 - 5,400,000 $5,326,363 $5,326,363 0.08 $5,302,633
MS RES MTG LN TR 2025-SPL1 A1, 4.25%, 02/25/65 MSRM 2025-SPL1 617946AA6 - 5,508,126 $5,316,164 $5,316,164 0.08 $5,297,957
FHLMC 30yr Pool#SD3813 6.000% 01-Jul-2053, 6.00%, 07/01/53 FR 3132E0GW6 - 5,111,330 $5,302,314 $5,302,314 0.08 $5,278,462
FNMA 30yr Pool#FS0088 4.000% 01-Mar-2050, 4.00%, 03/01/50 FN 3140XFC25 - 5,500,697 $5,273,762 $5,273,762 0.08 $5,256,649
FIG SIX TRUST 2026-PF1 MB FLTG 56, 6.16%, 08/25/56 FIGX 2026-PF1 316935AC9 - 5,250,000 $5,249,857 $5,249,857 0.08 $5,249,857
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2023-HQA3 M1 5.4621% 25-NOV-2043, 5.48%, 11/25/43 STACR 2023-HQA3 35564K3G2 - 5,223,932 $5,247,020 $5,247,020 0.08 $5,243,841
FIGRE Trust 2026-HE1 C 5.434% 25-JAN-2056, 5.43%, 01/25/56 FIGRE 2026-HE1 30249NAE7 - 5,268,984 $5,232,757 $5,232,757 0.08 $5,210,487
FHLMC 30yr Pool#TA2575 5.500% 01-Jan-2056, 5.50%, 01/01/56 FR 3142JQ2H1 - 5,031,860 $5,139,997 $5,139,997 0.08 $5,129,235
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-DNA7 B2 11.4121% 25-NOV-2041, 11.41%, 11/25/41 STACR 2021-DNA7 35564KNE5 - 4,910,000 $5,085,165 $5,085,165 0.07 $5,032,245
FNMA 30yr Pool#DB4019 6.000% 01-May-2054, 6.00%, 05/01/54 FN 3140ADPD7 - 4,904,664 $5,073,401 $5,073,401 0.07 $5,050,513
RCKT Mortgage Trust 2025-CES8 B2A 7.28202% 25-AUG-2055, 7.28%, 08/25/55 RCKT 2025-CES8 74939WAS9 - 5,040,000 $5,042,903 $5,042,903 0.07 $4,953,189
EFMT 2026-CES2 MB FLTG 61, 5.81%, 06/25/61 EFMT 2026-CES2 26846UAD8 - 5,000,000 $5,024,866 $5,024,866 0.07 $5,024,866
JP Morgan Mortgage Trust 2026-CES1 A3 5.332% 25-JUN-2056, 5.33%, 06/25/56 JPMMT 2026-CES1 46660BAE9 - 5,000,000 $4,936,431 $4,936,431 0.07 $4,915,695
ARIXA MORTGAGE TRUST 20 MB 6.05%31, 6.05%, 05/25/31 ARIXA 2026-RTL1 04046CAA9 - 4,919,000 $4,921,241 $4,921,241 0.07 $4,917,934
FNMA 30yr Pool#DD5556 6.000% 01-Mar-2055, 6.00%, 03/01/55 FN DD5556 MTGE 3140B6E68 - 4,728,512 $4,892,989 $4,892,989 0.07 $4,870,922
FHLMC 30yr Pool#TB3678 6.000% 01-May-2056, 6.00%, 05/01/56 FR 3142K5CQ4 - 4,713,598 $4,881,375 $4,881,375 0.07 $4,859,379
FHLMC 30yr Pool#QF9863 5.500% 01-Mar-2053, 5.50%, 03/01/53 FR 3133BX5Y3 - 4,761,529 $4,871,051 $4,871,051 0.07 $4,850,682
PRPM 2025-5 0%30, 5.73%, 07/25/30 PRPM 2025-5 69392RAA9 - 4,866,007 $4,869,507 $4,869,507 0.07 $4,847,825
ABL 2024-RTL1 A2 7.457% 25-SEP-2029, 7.46%, 09/25/29 ABL 2024-RTL1 00092EAB4 - 4,840,000 $4,848,788 $4,848,788 0.07 $4,844,778
FHLMC 30yr Pool#QJ9072 6.000% 01-Nov-2054, 6.00%, 11/01/54 FR 3133D1CH0 - 4,685,349 $4,847,904 $4,847,904 0.07 $4,826,039
FNMA 30yr Pool#CA0706 4.000% 01-Nov-2047, 4.00%, 11/01/47 FN 3140Q7YC5 - 5,011,018 $4,800,261 $4,800,261 0.07 $4,784,671
FNMA 30yr Pool#DA5019 6.500% 01-Nov-2053, 6.50%, 11/01/53 FN 3140A5SH2 - 4,558,396 $4,790,538 $4,790,538 0.07 $4,767,492
FNMA 30yr Pool#BX5986 5.500% 01-Mar-2053, 5.50%, 03/01/53 FN 3140NAUL5 - 4,680,537 $4,790,371 $4,790,371 0.07 $4,770,349
OBX 2026-HE2 Trust|5.20136|06/25/2056, 5.20%, 06/25/56 OBX 2026-HE2 67124WAD1 - 4,746,000 $4,748,052 $4,748,052 0.07 $4,745,995
Connecticut Avenue Securities Trust 2024-R01 1B1 6.3121% 25-JAN-2044, 6.33%, 01/25/44 CAS 2024-R01 20753UAF7 - 4,595,000 $4,740,393 $4,740,393 0.07 $4,737,162
Homeward Opportunities Fund Trust 2025-RRTL2 A1 5.237% 25-AUG-2040, 5.24%, 09/25/40 HOF 2025-RRTL2 437923AA3 - 4,682,000 $4,687,516 $4,687,516 0.07 $4,684,791
Huntington Bank Auto Credit-Linked Notes, Series 2025-1 B 4.957% 20-MAR-2033, 4.96%, 03/21/33 HACLN 2025-1 446438SX2 - 4,605,563 $4,617,404 $4,617,404 0.07 $4,611,696
Connecticut Avenue Securities Trust 2023-R05 1B1 8.3621% 25-JUN-2043, 8.38%, 06/25/43 CAS 2023-R05 207942AC7 - 4,312,000 $4,570,616 $4,570,616 0.07 $4,566,602
FNMA 30yr Pool#BY0337 6.500% 01-May-2053, 6.50%, 05/01/53 FN 3140NGLT5 - 4,352,935 $4,549,742 $4,549,742 0.07 $4,527,736
Structured Agency Credit Risk (STACR) Debt Notes, Series 2018-DNA3 B2 11.47658% 25-SEP-2048, 11.49%, 09/25/48 STACR 2018-DNA3 35563WBE3 - 4,000,000 $4,547,440 $4,547,440 0.07 $4,542,332
Connecticut Avenue Securities Trust 2022-R07 1M2 8.2621% 25-JUN-2042, 8.28%, 06/25/42 CAS 2022-R07 20754MCB1 - 4,397,000 $4,547,063 $4,547,063 0.07 $4,543,019
FNMA 30yr Pool#DC5656 5.000% 01-Nov-2054, 5.00%, 11/01/54 FN 3140ATJA5 - 4,550,881 $4,534,393 $4,534,393 0.07 $4,516,695
FNMA 30yr Pool#BX9326 5.500% 01-Mar-2053, 5.50%, 03/01/53 FN 3140NELG8 - 4,420,295 $4,521,968 $4,521,968 0.07 $4,503,059
Affirm Asset Securitization Trust 2025-X2 C 4.93% 15-OCT-2030, 4.93%, 10/15/30 AFFRM 2025-X2 00835DAC6 - 4,500,000 $4,504,222 $4,504,222 0.07 $4,495,594
FHLMC 30yr Pool#QH4473 6.000% 01-Nov-2053, 6.00%, 11/01/53 FR 3133CG6J1 - 4,311,536 $4,464,193 $4,464,193 0.07 $4,444,072
FHLMC 30yr Pool#QZ1060 6.000% 01-Aug-2055, 6.00%, 08/01/55 FR 31426XFA1 - 4,273,524 $4,424,289 $4,424,289 0.06 $4,404,346
OCEANVIEW MORTGAGE TRUST 4.99888% 55, 4.53%, 12/25/55 BVINV 2025-4 67647DAU3 - 4,387,224 $4,385,850 $4,385,850 0.06 $4,383,643
EFMT 2026-CES2 MB FLTG 61, 5.91%, 06/25/61 EFMT 2026-CES2 26846UAE6 - 4,329,000 $4,350,519 $4,350,519 0.06 $4,350,519
FHLMC 30yr Pool#TB4408 6.000% 01-Jun-2056, 6.00%, 06/01/56 FR 3142K53S0 - 4,202,802 $4,350,374 $4,350,374 0.06 $4,330,761
FHLMC 30yr Pool#QH2259 6.000% 01-Sep-2053, 6.00%, 09/01/53 FR 3133CEQL9 - 4,136,283 $4,288,708 $4,288,708 0.06 $4,269,405
FHLMC 30yr Pool#RA1100 4.000% 01-Jul-2049, 4.00%, 07/01/49 FR 3133KGGH5 - 4,484,768 $4,282,399 $4,282,399 0.06 $4,268,446
PRPM 2025 RCF4 LLC 4.5% 55, 4.50%, 08/25/55 PRPM 2025-RCF4 69382WAA0 - 4,329,198 $4,275,097 $4,275,097 0.06 $4,259,945
Woodward Capital Manage MB FLTG 56, 6.06%, 05/25/56 RCKT 2026-CES5 74940FAF1 - 4,250,000 $4,248,473 $4,248,473 0.06 $4,228,435
EFMT 2026-CES1 A3 5.466% 25-DEC-2060, 5.47%, 12/25/60 EFMT 2026-CES1 26846MAE4 - 4,250,000 $4,223,263 $4,223,263 0.06 $4,205,195
FNMA 30yr Pool#DE9377 6.000% 01-Sep-2055, 6.00%, 09/01/55 FN 3140BNM39 - 4,076,942 $4,220,772 $4,220,772 0.06 $4,201,746
RAM 2026-1 A 5.463% 15-JUN-2046, 5.46%, 06/15/46 RAM 2026-1 74890FAA2 - 4,210,000 $4,209,468 $4,209,468 0.06 $4,200,524
FNMA 30yr Pool#DH1921 6.000% 01-Jun-2056, 6.00%, 06/01/56 FN 3140UHD31 - 4,010,483 $4,151,303 $4,151,303 0.06 $4,132,587
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-HQA4 B2 10.6121% 25-DEC-2041, 10.63%, 12/25/41 STACR 2021-HQA4 35564KPP8 - 4,000,000 $4,109,239 $4,109,239 0.06 $4,104,516
Vista Point Securitization Trust 2026-CES1 A3 5.376% 25-FEB-2056, 5.38%, 02/25/56 VSTA 2026-CES1 92790EAC4 - 4,169,000 $4,101,848 $4,101,848 0.06 $4,099,357
EASY STREET MORTGAGE LN 5.606%40 A1, 5.61%, 10/25/40 EASY 2025-RTL2 27786YAA6 - 4,100,000 $4,091,497 $4,091,497 0.06 $4,088,943
FNMA 30yr Pool#FS3246 5.500% 01-Nov-2052, 5.50%, 11/01/52 FN 3140XJTC7 - 3,931,948 $4,029,362 $4,029,362 0.06 $4,012,542
OBX 2022-NQM7 Trust MB FLTG 66, 5.59%, 04/25/56 OBX 2026-CES1 67124LAD5 - 4,000,000 $4,009,528 $4,009,528 0.06 $3,992,150
FNMA 30yr Pool#FA3788 5.500% 01-Nov-2055, 5.50%, 11/01/55 FN 3140W4F69 - 3,902,445 $4,003,036 $4,003,036 0.06 $3,986,342
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 $3,959,040 $3,959,040 0.06 $3,942,171
FHLMC 30yr Pool#QZ7654 6.000% 01-Nov-2055, 6.00%, 11/01/55 FR 31427HQG0 - 3,819,848 $3,954,608 $3,954,608 0.06 $3,936,782
JP Morgan Mortgage Trust 2026-CES1 A2 5.182% 25-JUN-2056, 5.18%, 06/25/56 JPMMT 2026-CES1 46660BAD1 - 4,000,000 $3,953,415 $3,953,415 0.06 $3,937,293
Connecticut Avenue Securities Trust 2023-R08 1B1 7.1621% 25-OCT-2043, 7.18%, 10/25/43 CAS 2023-R08 20755CAF5 - 3,750,000 $3,933,034 $3,933,034 0.06 $3,930,043
Connecticut Avenue Securities Trust 2022-R02 2M2 6.6121% 25-JAN-2042, 6.63%, 01/25/42 CAS 2022-R02 20754BAB7 - 3,881,226 $3,924,741 $3,924,741 0.06 $3,921,883
FNMA 30yr Pool#CB2907 3.500% 01-Feb-2052, 3.50%, 02/01/52 FN 3140QNGR7 - 4,172,614 $3,892,658 $3,892,658 0.06 $3,881,299
LHOME Mortgage Trust 2024-RTL2 A1 7.128% 25-MAR-2029, 7.13%, 03/25/29 LHOME 50205JAA4 - 3,853,978 $3,885,862 $3,885,862 0.06 $3,859,917
EFMT 2026-CES1 A2 5.316% 25-DEC-2060, 5.32%, 12/25/60 EFMT 2026-CES1 26846MAD6 - 3,881,000 $3,851,053 $3,851,053 0.06 $3,835,007
Fannie Mae REMIC Trust 2020-98 AI 3.5% 25-JAN-2061, 3.50%, 01/25/61 FNR 2020-98 3136BDLE6 - 18,021,430 $3,788,343 $3,788,343 0.06 $3,739,285
FIGRE Trust 2025-HE3 B 5.71% 25-MAY-2055, 5.71%, 05/25/55 FIGRE 2025-HE3 31684LAB7 - 3,737,084 $3,746,480 $3,746,480 0.05 $3,729,883
FIGRE TRUST 2025-FL1 5.265% 55, 5.26%, 07/25/55 FIGRE 2025-FL1 31684QAA8 - 3,714,302 $3,721,607 $3,721,607 0.05 $3,706,397
FIGRE Trust 2026-HE1 B 5.183% 25-JAN-2056, 5.18%, 01/25/56 FIGRE 2026-HE1 30249NAD9 - 3,736,599 $3,702,656 $3,702,656 0.05 $3,687,593
OBX 2026-HE2 Trust|5.40136|06/25/2056, 5.40%, 06/25/56 OBX 2026-HE2 67124WAE9 - 3,678,000 $3,679,652 $3,679,652 0.05 $3,677,996
Ginnie Mae REMIC Trust 2023-116 LF 4.92513% 20-AUG-2053, 4.91%, 08/20/53 GNR 2023-116 38384EFT7 - 3,640,214 $3,675,509 $3,675,509 0.05 $3,671,042
FHLMC 30yr Pool#QX6719 6.000% 01-Feb-2055, 6.00%, 02/01/55 FR 31426CPD0 - 3,536,189 $3,659,192 $3,659,192 0.05 $3,642,690
FNMA 30yr Pool#DE7795 6.000% 01-Aug-2055, 6.00%, 08/01/55 FN 3140BLUV2 - 3,534,192 $3,658,874 $3,658,874 0.05 $3,642,381
FHLMC 30yr Pool#QH5204 6.500% 01-Nov-2053, 6.50%, 11/01/53 FR 3133CHX91 - 3,466,759 $3,643,308 $3,643,308 0.05 $3,625,782
FNMA 30yr Pool#FS2135 4.000% 01-Nov-2049, 4.00%, 11/01/49 FN 3140XHLR6 - 3,800,286 $3,634,662 $3,634,662 0.05 $3,622,839
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA1 B2 10.7121% 25-JAN-2042, 10.73%, 01/25/42 STACR 2022-DNA1 35564KQZ5 - 3,500,000 $3,611,883 $3,611,883 0.05 $3,607,711
Connecticut Avenue Securities Trust 2022-R07 1B2 15.6121% 25-JUN-2042, 15.63%, 06/25/42 CAS 2022-R07 20754MAL1 - 3,206,201 $3,592,433 $3,592,433 0.05 $3,543,671
FIGRE Trust 2025-HE3 C 5.91% 25-MAY-2055, 5.91%, 05/25/55 FIGRE 2025-HE3 31684LAC5 - 3,512,859 $3,525,705 $3,525,705 0.05 $3,509,557
FNMA 30yr Pool#DD3307 6.000% 01-Feb-2055, 6.00%, 02/01/55 FN DD3307 MTGE 3140B3U91 - 3,358,842 $3,475,676 $3,475,676 0.05 $3,460,001
FHLMC 30yr Pool#QF7280 5.500% 01-Jan-2053, 5.50%, 01/01/53 FR 3133BVCR4 - 3,366,654 $3,450,063 $3,450,063 0.05 $3,435,661
FHLMC 30yr Pool#QH0826 5.500% 01-Sep-2053, 5.50%, 09/01/53 FR 3133CC4K9 - 3,359,399 $3,438,231 $3,438,231 0.05 $3,423,860
FNMA 30yr Pool#DA5072 6.500% 01-Nov-2053, 6.50%, 11/01/53 FN 3140A5T65 - 3,283,434 $3,435,385 $3,435,385 0.05 $3,418,785
FHLMC 30yr Pool#QI8221 6.000% 01-Jun-2054, 6.00%, 06/01/54 FR 3133WFD20 - 3,312,504 $3,427,429 $3,427,429 0.05 $3,411,971
FHLMC 30yr Pool#QF7810 5.500% 01-Jan-2053, 5.50%, 01/01/53 FR 3133BVVB8 - 3,328,297 $3,410,756 $3,410,756 0.05 $3,396,518
FHLMC 30yr Pool#TA0253 6.000% 01-Dec-2055, 6.00%, 12/01/55 FR 3142JNH74 - 3,241,461 $3,355,816 $3,355,816 0.05 $3,340,689
FNMA 30yr Pool#BY0335 6.000% 01-May-2053, 6.00%, 05/01/53 FN 3140NGLR9 - 3,203,428 $3,303,288 $3,303,288 0.05 $3,288,339
FNMA 30yr Pool#FM7031 4.000% 01-Jan-2051, 4.00%, 01/01/51 FN 3140XAY55 - 3,415,468 $3,260,502 $3,260,502 0.05 $3,249,876
FHLMC 30yr Pool#QH7549 6.000% 01-Dec-2053, 6.00%, 12/01/53 FR 3133CLL61 - 3,140,816 $3,252,021 $3,252,021 0.05 $3,237,364
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2023-DNA1 M2 9.1121% 25-MAR-2043, 9.13%, 03/25/43 STACR 2023-DNA1 35564KP94 - 3,000,000 $3,239,049 $3,239,049 0.05 $3,212,474
FNMA 30yr Pool#DF1002 6.000% 01-Oct-2055, 6.00%, 10/01/55 FN 3140BRDG1 - 3,114,682 $3,228,946 $3,228,946 0.05 $3,214,411
FINANCE OF AMERICA STRUCTURE 3.5% 74, 3.50%, 02/25/74 FASST 2024-S1 31740RAB6 - 3,259,878 $3,225,410 $3,225,410 0.05 $3,224,142
OBX 2026 HE1 FLTG 2056 A1B, 5.13%, 02/25/56 OBX 2026-HE1 67124BAB1 - 3,175,579 $3,172,642 $3,172,642 0.05 $3,170,833
FHLMC 30yr Pool#QH6041 5.500% 01-Dec-2053, 5.50%, 12/01/53 FR 3133CJWA5 - 3,103,471 $3,162,515 $3,162,515 0.05 $3,149,239
FHLMC 30yr Pool#QH1144 5.500% 01-Sep-2053, 5.50%, 09/01/53 FR 3133CDHV9 - 3,066,322 $3,138,276 $3,138,276 0.05 $3,125,159
EFMT 2025-RTL1 0% 40, 5.22%, 11/25/40 EFMT 2025-RTL1 26846FAA7 - 3,108,000 $3,105,569 $3,105,569 0.05 $3,103,766
FNMA 30yr Pool#BX6124 6.500% 01-Jan-2053, 6.50%, 01/01/53 FN 3140NAYW7 - 2,913,913 $3,077,410 $3,077,410 0.04 $3,062,678
FHLMC 30yr Pool#QZ3837 6.000% 01-Sep-2055, 6.00%, 09/01/55 FR 31427BHP3 - 2,964,848 $3,069,444 $3,069,444 0.04 $3,055,608
RCKT Mortgage Trust 2026-CES1 A1B 4.928% 25-JAN-2056, 4.93%, 01/25/56 RCKT 2026-CES1 74939BAB2 - 3,077,864 $3,045,315 $3,045,315 0.04 $3,033,518
FNMA 30yr Pool#DH1918 6.000% 01-Jun-2056, 6.00%, 06/01/56 FN 3140UHDY3 - 2,933,429 $3,037,843 $3,037,843 0.04 $3,024,154
FNMA 30yr Pool#MA4026 4.000% 01-May-2050, 4.00%, 05/01/50 FN 31418DPL0 - 3,184,368 $3,036,148 $3,036,148 0.04 $3,026,241
FHLMC 30yr Pool#TA1465 6.000% 01-Dec-2055, 6.00%, 12/01/55 FR 3142JPTX9 - 2,905,924 $3,008,442 $3,008,442 0.04 $2,994,881
FHLMC 30yr Pool#QX5273 6.000% 01-Feb-2055, 6.00%, 02/01/55 FR 31426A2F4 - 2,899,058 $3,003,482 $3,003,482 0.04 $2,989,953
FNMA 30yr Pool#FM1540 4.000% 01-Sep-2049, 4.00%, 09/01/49 FN 3140X4WA0 - 3,115,240 $2,974,669 $2,974,669 0.04 $2,964,977
BX Trust 2021-BXMF C 4.93127% 15-OCT-2038, 4.93%, 10/15/26 BX 2021-BXMF 05609RAJ3 - 2,958,012 $2,963,378 $2,963,378 0.04 $2,957,706
FHLMC 30yr Pool#TB4407 6.000% 01-Jun-2056, 6.00%, 06/01/56 FR 3142K53R2 - 2,851,340 $2,952,832 $2,952,832 0.04 $2,939,526
FHLMC 30yr Pool#SD1111 4.000% 01-Jun-2050, 4.00%, 06/01/50 FR 3132DNGU1 - 3,077,465 $2,952,342 $2,952,342 0.04 $2,942,767
RCKT Mortgage Trust 2025-CES2 A1B 5.603% 25-FEB-2055, 5.60%, 02/25/55 RCKT 2025-CES2 74942BAB7 - 2,934,937 $2,944,772 $2,944,772 0.04 $2,931,982
FHLMC 30yr Pool#QZ4951 6.000% 01-Oct-2055, 6.00%, 10/01/55 FR 31427CQD8 - 2,818,314 $2,917,741 $2,917,741 0.04 $2,904,589
COOPR Residential Mortgage Trust 2026-CES1 A2 5.158% 25-FEB-2061, 5.16%, 02/25/61 COOPR 2026-CES1 21689GAD0 - 2,949,000 $2,915,975 $2,915,975 0.04 $2,904,145
GWT Commercial Mortgage Trust 2024-WLF2 A 5.31663% 15-MAY-2041, 5.32%, 05/15/41 GWT 2024-WLF2 362414AA2 - 2,900,000 $2,911,115 $2,911,115 0.04 $2,905,119
FNMA 30yr Pool#MA4056 4.000% 01-Jun-2050, 4.00%, 06/01/50 FN 31418DQJ4 - 2,978,812 $2,840,160 $2,840,160 0.04 $2,830,892
Structured Agency Credit Risk (STACR) Debt Notes, Series 2020-DNA1 B2 8.97658% 25-JAN-2050, 8.99%, 01/25/50 STACR 2020-DNA1 35565HBE4 - 2,560,595 $2,840,139 $2,840,139 0.04 $2,837,580
FNMA 30yr Pool#BX8700 5.500% 01-Mar-2053, 5.50%, 03/01/53 FN 3140NDU21 - 2,729,852 $2,792,643 $2,792,643 0.04 $2,780,965
FHLMC 30yr Pool#QG2539 6.500% 01-May-2053, 6.50%, 05/01/53 FR 3133C2ZC5 - 2,665,923 $2,775,502 $2,775,502 0.04 $2,762,024
New Residential Mortgage Loan Trust 2024-RTL1 A2 7.101% 25-MAR-2039, 7.10%, 03/25/39 NRMLT 2024-RTL1 64831PAB1 - 2,750,000 $2,758,659 $2,758,659 0.04 $2,756,489
RCKT MORTGAGE TRUST 2025-CE 5.16% 34, 5.16%, 07/25/34 RCKTL 2025-1A 74939RAC5 - 2,750,000 $2,747,012 $2,747,012 0.04 $2,745,435
Chase Mortgage Reference Notes, Series 2021-CL1 M1 4.8121% 25-FEB-2050, 4.83%, 02/25/50 CHASE 2021-CL1 46591HBX7 - 2,768,000 $2,736,641 $2,736,641 0.04 $2,735,161
OBX TRUST 2026-HE1 FLTG 2056 M1, 5.28%, 02/25/56 OBX 2026-HE1 67124BAD7 - 2,707,000 $2,722,192 $2,722,192 0.04 $2,720,604
Fannie Mae Pool|4|03/01/2050, 4.00%, 03/01/50 FN 3140X8S24 - 2,841,057 $2,717,238 $2,717,238 0.04 $2,708,399
RCKT Mortgage Trust 2023-CES1 A1A 6.515% 25-JUN-2043, 6.51%, 06/25/43 RCKT 74935WAA2 - 2,688,338 $2,695,107 $2,695,107 0.04 $2,681,485
FHLMC 30yr Pool#SD6905 6.000% 01-Nov-2054, 6.00%, 11/01/54 FR 3132DUU62 - 2,553,014 $2,640,847 $2,640,847 0.04 $2,628,933
FHLMC 30yr Pool#QF9276 5.500% 01-Mar-2053, 5.50%, 03/01/53 FR 3133BXJV4 - 2,549,346 $2,609,169 $2,609,169 0.04 $2,598,263
FNMA 30yr Pool#DF5622 6.000% 01-Nov-2055, 6.00%, 11/01/55 FN 3140BWG85 - 2,508,618 $2,597,120 $2,597,120 0.04 $2,585,413
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA3 M2 7.9621% 25-APR-2042, 7.98%, 04/25/42 STACR 2022-DNA3 35564KVE6 - 2,528,314 $2,597,015 $2,597,015 0.04 $2,594,774
FNMA 30yr Pool#BV5393 3.500% 01-Apr-2052, 3.50%, 04/01/52 FN 3140MJ7F6 - 2,757,398 $2,563,827 $2,563,827 0.04 $2,556,320
Vista Point Securitization Trust 2026-CES1 A2 5.226% 25-FEB-2056, 5.23%, 02/25/56 VSTA 2026-CES1 92790EAB6 - 2,600,000 $2,558,101 $2,558,101 0.04 $2,556,591
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-HQA3 B2 9.8621% 25-SEP-2041, 9.88%, 09/25/41 STACR 2021-HQA3 35564KKL2 - 2,504,211 $2,534,545 $2,534,545 0.04 $2,531,796
FHLMC 30yr Pool#Q57869 4.000% 01-Aug-2048, 4.00%, 08/01/48 FG 3132Y1W79 - 2,645,099 $2,533,030 $2,533,030 0.04 $2,524,800
FHLMC 30yr Pool#QZ4131 6.000% 01-Sep-2055, 6.00%, 09/01/55 FR 31427BSV8 - 2,416,762 $2,500,827 $2,500,827 0.04 $2,489,548
BX Trust 2021-BXMF G 7.089513% 15-OCT-2038, 7.09%, 10/15/26 BX 2021-BXMF 05609RAS3 - 2,488,884 $2,492,289 $2,492,289 0.04 $2,485,428
PRPM 2026-RCF1 A2 5.206% 25-JAN-2056, 5.21%, 01/25/56 PRPM 2026-RCF1 69383VAB9 - 2,500,000 $2,480,172 $2,480,172 0.04 $2,470,049
Connecticut Avenue Securities Trust 2024-R06 1M2 5.2121% 25-SEP-2044, 5.23%, 09/25/44 CAS 2024-R06 20755RAC9 - 2,468,872 $2,472,504 $2,472,504 0.04 $2,471,070
PRPM 2026-RCF1 A3 5.305% 25-JAN-2056, 5.30%, 01/25/56 PRPM 2026-RCF1 69383VAF0 - 2,500,000 $2,471,710 $2,471,710 0.04 $2,461,395
FHLMC 30yr Pool#QI7710 5.500% 01-Jun-2054, 5.50%, 06/01/54 FR 3133WER77 - 2,402,669 $2,459,095 $2,459,095 0.04 $2,448,817
FNMA 30yr Pool#DC1102 5.500% 01-Sep-2054, 5.50%, 09/01/54 FN 3140ANGL7 - 2,348,250 $2,403,397 $2,403,397 0.04 $2,393,352
FNMA 30yr Pool#BY8533 6.500% 01-Aug-2053, 6.50%, 08/01/53 FN 3140NRPT7 - 2,292,584 $2,398,680 $2,398,680 0.04 $2,387,090
FHLMC 30yr Pool#SD3523 3.000% 01-Jun-2052, 3.00%, 06/01/52 FR 3132DQ4G8 - 2,693,928 $2,395,350 $2,395,350 0.03 $2,389,064
FNMA 30yr Pool#DC1302 5.000% 01-Aug-2054, 5.00%, 08/01/54 FN 3140ANNU9 - 2,403,826 $2,392,439 $2,392,439 0.03 $2,383,091
EFMT 2026-CES1 A1B 5.116% 25-DEC-2060, 5.12%, 12/25/60 EFMT 2026-CES1 26846MAB0 - 2,392,089 $2,377,738 $2,377,738 0.03 $2,368,220
OBX 2022-NQM7 Trust MB FLTG 66, 5.42%, 04/25/56 OBX 2026-CES1 67124LAB9 - 2,371,633 $2,373,312 $2,373,312 0.03 $2,363,307
PRPM 2025-RCF3 LLC 5.25% 55, 5.25%, 07/25/55 PRPM 2025-RCF3 69392PAB1 - 2,380,125 $2,371,078 $2,371,078 0.03 $2,361,359
FIGRE Trust 2024-HE4 B 5.252% 25-SEP-2054, 5.25%, 09/25/54 FIGRE 2024-HE4 31684UAB7 - 2,370,206 $2,358,389 $2,358,389 0.03 $2,357,006
FNMA 30yr Pool#BY5913 5.500% 01-Sep-2053, 5.50%, 09/01/53 FN 3140NNSB2 - 2,297,892 $2,351,815 $2,351,815 0.03 $2,341,985
FNMA 30yr Pool#DD8279 6.000% 01-Apr-2055, 6.00%, 04/01/55 FN 3140B9FV6 - 2,267,362 $2,347,352 $2,347,352 0.03 $2,336,771
Connecticut Avenue Securities Trust 2022-R08 1M2 7.2121% 25-JUL-2042, 7.23%, 07/25/42 CAS 2022-R08 20755DAB2 - 2,280,000 $2,343,404 $2,343,404 0.03 $2,341,573
FNMA 30yr Pool#DE2839 6.000% 01-Jun-2055, 6.00%, 06/01/55 FN 3140BFEM3 - 2,260,938 $2,340,701 $2,340,701 0.03 $2,330,150
Ginnie Mae REMIC Trust 2017-163 LO 0.0% 16-MAY-2041, 0.00%, 05/16/41 GNR 2017-163 38380KNA9 - 3,033,176 $2,313,447 $2,313,447 0.03 $2,313,447
FNMA 30yr Pool#DA3549 6.500% 01-Oct-2053, 6.50%, 10/01/53 FN 3140A35K5 - 2,198,149 $2,310,093 $2,310,093 0.03 $2,298,980
FIGRE TRUST 2026-HE4 MB FLTG 56, 6.23%, 05/25/56 FIGRE 2026-HE4 31685MAF5 - 2,300,000 $2,292,571 $2,292,571 0.03 $2,290,979
Morgan Stanley Residential Mortgage Loan Trust 2026-NQM1 A2 5.032% 25-DEC-2070, 5.03%, 12/25/70 MSRM 2026-NQM1 61780XAF2 - 2,241,802 $2,220,747 $2,220,747 0.03 $2,211,973
FNMA 30yr Pool#DF0313 6.000% 01-Sep-2055, 6.00%, 09/01/55 FN 3140BQK34 - 2,068,731 $2,141,714 $2,141,714 0.03 $2,132,060
FHLMC 30yr Pool#QG2543 5.500% 01-May-2053, 5.50%, 05/01/53 FR 3133C2ZG6 - 2,045,812 $2,084,733 $2,084,733 0.03 $2,075,982
FHLMC 30yr Pool#QY9883 6.000% 01-Aug-2055, 6.00%, 08/01/55 FR 31426U6V1 - 1,988,104 $2,058,242 $2,058,242 0.03 $2,048,964
PRPM 2024-RCF2 A1 3.75% 25-MAR-2054, 3.75%, 03/25/54 PRPM 2024-RCF2 693987AA7 - 2,095,357 $2,044,297 $2,044,297 0.03 $2,043,424
Bayview Opportunity Master Fund VII Trust 2024-CAR1 B 4.9121% 25-DEC-2031, 4.93%, 12/26/31 BVCLN 2024-CAR1 07336QAB8 - 2,015,411 $2,029,279 $2,029,279 0.03 $2,019,358
FNMA 30yr Pool#BY0338 6.500% 01-May-2053, 6.50%, 05/01/53 FN 3140NGLU2 - 1,894,143 $1,977,966 $1,977,966 0.03 $1,968,390
FNMA 30yr Pool#FS1640 4.000% 01-Apr-2052, 4.00%, 04/01/52 FN 3140XGZE2 - 2,046,543 $1,953,498 $1,953,498 0.03 $1,947,131
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 - 1,936,013 $1,948,516 $1,948,516 0.03 $1,947,055
FNMA 30yr Pool#FS3001 4.000% 01-Oct-2051, 4.00%, 10/01/51 FN 3140XJKP7 - 2,026,239 $1,934,954 $1,934,954 0.03 $1,928,650
FNMA 30yr Pool#DA0036 6.500% 01-Sep-2053, 6.50%, 09/01/53 FN 3140A0BE8 - 1,837,810 $1,922,861 $1,922,861 0.03 $1,913,569
FNMA 30yr Pool#BX8072 5.500% 01-Mar-2053, 5.50%, 03/01/53 FN 3140NC6J3 - 1,857,876 $1,900,610 $1,900,610 0.03 $1,892,663
Ally Bank Auto Credit-Linked Notes, Series 2024-A C 6.022% 15-MAY-2032, 6.02%, 05/17/32 ABCLN 2024-A 02007GZ63 - 1,870,010 $1,898,082 $1,898,082 0.03 $1,893,702
Chase Mortgage Reference Notes, Series 2020-CL1 M2 6.1988% 25-OCT-2057, 6.26%, 10/25/57 CHASE 2020-CL1 46591HAH3 - 1,799,568 $1,891,995 $1,891,995 0.03 $1,863,326
FNMA 30yr Pool#DF0998 6.000% 01-Oct-2055, 6.00%, 10/01/55 FN 3140BRDC0 - 1,760,332 $1,822,435 $1,822,435 0.03 $1,814,220
FHLMC 30yr Pool#QX7432 6.000% 01-Feb-2055, 6.00%, 02/01/55 FR 31426DHJ4 - 1,752,970 $1,813,946 $1,813,946 0.03 $1,805,765
FHLMC 30yr Pool#SI2017 4.000% 01-Dec-2048, 4.00%, 12/01/48 FR 3133USG21 - 1,889,501 $1,807,098 $1,807,098 0.03 $1,801,220
Chase Mortgage Reference Notes, Series 2021-CL1 M3 5.1621% 25-FEB-2050, 5.18%, 02/25/50 CHASE 2021-CL1 46591HBZ2 - 1,805,197 $1,771,262 $1,771,262 0.03 $1,770,224
FNMA 30yr Pool#DA3538 6.000% 01-Oct-2053, 6.00%, 10/01/53 FN 3140A34Y6 - 1,670,200 $1,731,747 $1,731,747 0.03 $1,723,953
PRPM 2025-RCF3 LLC 5.25% 55, 5.25%, 07/25/55 PRPM 2025-RCF3 69392PAC9 - 1,700,000 $1,683,997 $1,683,997 0.02 $1,677,056
FHLMC 30yr Pool#SD1551 4.000% 01-Mar-2050, 4.00%, 03/01/50 FR 3132DNWL3 - 1,756,434 $1,679,886 $1,679,886 0.02 $1,674,421
Fannie Mae Pool|4|08/01/2050, 4.00%, 08/01/50 FN 3140X8UA3 - 1,731,274 $1,650,748 $1,650,748 0.02 $1,645,362
Foundation Finance Trust 2023-2 A 6.53% 15-JUN-2049, 6.53%, 06/15/49 FFIN 2023-2A 35042RAA4 - 1,580,583 $1,625,168 $1,625,168 0.02 $1,621,154
FNMA 30yr Pool#MA3521 4.000% 01-Nov-2048, 4.00%, 11/01/48 FN 31418C4F8 - 1,698,473 $1,624,451 $1,624,451 0.02 $1,619,167
Chase Mortgage Reference Notes, Series 2021-CL1 M2 4.9621% 25-FEB-2050, 4.98%, 02/25/50 CHASE 2021-CL1 46591HBY5 - 1,626,200 $1,596,906 $1,596,906 0.02 $1,596,007
FHLMC 30yr Pool#SD0943 3.500% 01-Apr-2052, 3.50%, 04/01/52 FR 3132DNBL6 - 1,693,708 $1,580,070 $1,580,070 0.02 $1,575,460
Santander Bank Auto Credit-Linked Notes, Series 2024-A B 5.622% 15-JUN-2032, 5.62%, 06/15/32 SBCLN 2024-A 80290CCJ1 - 1,559,199 $1,575,397 $1,575,397 0.02 $1,571,988
FHLMC 30yr Pool#QI4878 6.000% 01-Apr-2054, 6.00%, 04/01/54 FR 3133WBM37 - 1,485,886 $1,539,407 $1,539,407 0.02 $1,532,473
FHLMC 30yr Pool#SD4456 4.000% 01-Aug-2050, 4.00%, 08/01/50 FR 3132E05R9 - 1,578,822 $1,507,693 $1,507,693 0.02 $1,502,781
FNMA 30yr Pool#DD4221 6.000% 01-Feb-2055, 6.00%, 02/01/55 FN DD4221 MTGE 3140B4VP2 - 1,455,597 $1,506,229 $1,506,229 0.02 $1,499,436
FNMA 30yr Pool#CB2681 3.500% 01-Jan-2052, 3.50%, 01/01/52 FN 3140QM6T6 - 1,599,310 $1,492,129 $1,492,129 0.02 $1,487,776
FHLMC 30yr Pool#QY7439 6.000% 01-Jun-2055, 6.00%, 06/01/55 FR 31426SHR3 - 1,408,960 $1,458,666 $1,458,666 0.02 $1,452,091
FHLMC 30yr Pool#QZ4132 6.000% 01-Sep-2055, 6.00%, 09/01/55 FR 31427BSW6 - 1,407,252 $1,456,898 $1,456,898 0.02 $1,450,331
FNMA 30yr Pool#DC9709 6.000% 01-Jan-2055, 6.00%, 01/01/55 FN 3140AXYF8 - 1,386,182 $1,440,438 $1,440,438 0.02 $1,433,969
FNMA 30yr Pool#BT8051 5.500% 01-Jan-2053, 5.50%, 01/01/53 FN 3140LW5M5 - 1,370,326 $1,404,276 $1,404,276 0.02 $1,398,414
FHLMC 30yr Pool#Q58477 4.000% 01-Sep-2048, 4.00%, 09/01/48 FG 3132Y2M37 - 1,454,749 $1,392,952 $1,392,952 0.02 $1,388,426
FHF Trust 2024-1 (First Help Financial) A2 5.69% 15-FEB-2030, 5.69%, 02/15/30 FHF 2024-1A 31568AAB2 - 1,370,752 $1,377,840 $1,377,840 0.02 $1,374,807
FNMA 30yr Pool#MA3415 4.000% 01-Jul-2048, 4.00%, 07/01/48 FN 31418CYM0 - 1,436,619 $1,374,009 $1,374,009 0.02 $1,369,539
FNMA 30yr Pool#BY1896 5.500% 01-May-2053, 5.50%, 05/01/53 FN 3140NJDA9 - 1,346,649 $1,372,269 $1,372,269 0.02 $1,366,508
FHLMC 30yr Pool#QG4340 6.500% 01-Jun-2053, 6.50%, 06/01/53 FR 3133C4ZD9 - 1,291,227 $1,344,301 $1,344,301 0.02 $1,337,773
FNMA 30yr Pool#CA5573 4.000% 01-Apr-2050, 4.00%, 04/01/50 FN 3140QDFP4 - 1,379,976 $1,315,790 $1,315,790 0.02 $1,311,497
RCKT MORTGAGE TR 2026-CES2 M1A, 5.36%, 02/25/56 RCKT 2026-CES2 74940EAE7 - 1,323,000 $1,288,773 $1,288,773 0.02 $1,283,263
FNMA 30yr Pool#BY0327 6.500% 01-May-2053, 6.50%, 05/01/53 FN 3140NGLH1 - 1,225,935 $1,278,237 $1,278,237 0.02 $1,272,039
FNMA 30yr Pool#BX7860 5.500% 01-Mar-2053, 5.50%, 03/01/53 FN 3140NCWW5 - 1,245,041 $1,273,249 $1,273,249 0.02 $1,267,923
Santander Bank Auto Credit-Linked Notes, Series 2023-B B 5.64% 15-DEC-2033, 5.64%, 12/15/33 SBCLN 2023-B 80290CCB8 - 1,235,154 $1,247,591 $1,247,591 0.02 $1,244,882
FIGRE TRUST 2025-HE5 FLTG 2055 B, 5.49%, 08/25/55 FIGRE 2025-HE5 31684MAB5 - 1,213,103 $1,210,982 $1,210,982 0.02 $1,205,807
FNMA 30yr Pool#DB3056 5.500% 01-May-2054, 5.50%, 05/01/54 FN 3140ACME0 - 1,168,994 $1,198,132 $1,198,132 0.02 $1,193,131
FHLMC 30yr Pool#QF2561 5.500% 01-Nov-2052, 5.50%, 11/01/52 FR 3133BPZ27 - 1,168,149 $1,197,090 $1,197,090 0.02 $1,192,093
FNMA 40yr Pool#BF0167 3.000% 01-Feb-2057, 3.00%, 02/01/57 FN 3140FXFH0 - 1,343,551 $1,165,300 $1,165,300 0.02 $1,162,165
EFMT 2026-CES1 M1 5.616% 25-DEC-2060, 5.62%, 12/25/60 EFMT 2026-CES1 26846MAF1 - 1,166,000 $1,145,473 $1,145,473 0.02 $1,140,380
FNMA 30yr Pool#MA3149 4.000% 01-Oct-2047, 4.00%, 10/01/47 FN 31418CQB3 - 1,192,864 $1,142,597 $1,142,597 0.02 $1,138,886
FNMA 30yr Pool#BX0804 5.500% 01-Nov-2052, 5.50%, 11/01/52 FN 3140N43N5 - 1,109,392 $1,134,153 $1,134,153 0.02 $1,129,407
FHLMC 30yr Pool#SD8003 4.000% 01-Jul-2049, 4.00%, 07/01/49 FR 3132DV3L7 - 1,167,671 $1,115,065 $1,115,065 0.02 $1,111,432
FNMA 30yr Pool#FM9138 4.000% 01-Mar-2050, 4.00%, 03/01/50 FN 3140XDEL6 - 1,144,482 $1,094,603 $1,094,603 0.02 $1,091,043
FNMA 30yr Pool#AS6811 3.000% 01-Mar-2046, 3.00%, 03/01/46 FN 3138WGR97 - 1,192,380 $1,083,237 $1,083,237 0.02 $1,080,454
Ally Bank Auto Credit-Linked Notes, Series 2024-A D 6.315% 15-MAY-2032, 6.31%, 05/17/32 ABCLN 2024-A 02007GZ71 - 1,068,577 $1,083,119 $1,083,119 0.02 $1,080,495
FNMA 30yr Pool#BJ9181 5.000% 01-May-2048, 5.00%, 05/01/48 FN 3140HBFX1 - 1,056,108 $1,066,765 $1,066,765 0.02 $1,062,658
FHLMC 30yr Pool#ZT2087 4.000% 01-Jun-2049, 4.00%, 06/01/49 FR 3132AEJ80 - 1,110,725 $1,060,685 $1,060,685 0.02 $1,057,229
FNMA 30yr Pool#AS7492 4.000% 01-Jul-2046, 4.00%, 07/01/46 FN 3138WHKE1 - 1,074,231 $1,032,042 $1,032,042 0.02 $1,028,700
Connecticut Avenue Securities Trust 2022-R04 1M2 6.7121% 25-MAR-2042, 6.73%, 03/25/42 CAS 2022-R04 20753YCK6 - 1,000,000 $1,013,913 $1,013,913 0.01 $1,013,166
FHLMC 30yr Pool#QG3885 6.500% 01-Jun-2053, 6.50%, 06/01/53 FR 3133C4J62 - 962,797 $1,002,371 $1,002,371 0.01 $997,504
ACHV ABS Trust 2024-1PL B 6.34% 25-APR-2031, 6.34%, 04/25/31 ACHV 2024-1PL 00092BAB0 - 984,034 $989,616 $989,616 0.01 $988,923
Bayview Opportunity Master Fund VII Trust 2024-CAR1 C 5.1121% 25-DEC-2031, 5.13%, 12/26/31 BVCLN 2024-CAR1 07336QAC6 - 980,833 $988,465 $988,465 0.01 $983,440
FNMA 30yr Pool#BV8484 3.500% 01-Apr-2052, 3.50%, 04/01/52 FN 3140MNNA0 - 994,033 $924,251 $924,251 0.01 $921,545
FHLMC 30yr Pool#QG6538 5.500% 01-Jul-2053, 5.50%, 07/01/53 FR 3133C7HP5 - 893,965 $914,943 $914,943 0.01 $911,118
FNMA 30yr Pool#FM1598 4.000% 01-Feb-2049, 4.00%, 02/01/49 FN 3140X4X43 - 941,941 $900,890 $900,890 0.01 $897,959
FNMA 30yr Pool#BV4203 3.500% 01-Apr-2052, 3.50%, 04/01/52 FN 3140MHU56 - 968,639 $900,640 $900,640 0.01 $898,003
FHLMC 30yr Pool#QH3309 5.500% 01-Oct-2053, 5.50%, 10/01/53 FR 3133CFVA4 - 883,602 $900,413 $900,413 0.01 $896,633
FREMF 2019-KF70 Mortgage Trust C 9.76365% 25-SEP-2029, 9.71%, 09/25/29 FREMF 2019-KF70 30298UAJ0 - 890,414 $894,419 $894,419 0.01 $885,973
FHLMC 30yr Pool#QG6948 5.500% 01-Jul-2053, 5.50%, 07/01/53 FR 3133C7WH6 - 837,118 $856,761 $856,761 0.01 $853,180
FNMA 30yr Pool#BY0361 6.500% 01-Jun-2053, 6.50%, 06/01/53 FN 3140NGMK3 - 816,825 $852,853 $852,853 0.01 $848,723
GNMA II 30yr Pool#MA5021 4.500% 20-Feb-2048, 4.50%, 02/20/48 G2 36179TSJ5 - 848,734 $837,852 $837,852 0.01 $834,881
FHLMC 30yr Pool#ZM8197 4.000% 01-Sep-2048, 4.00%, 09/01/48 FR 3131Y3DA1 - 865,542 $827,795 $827,795 0.01 $825,102
Structured Agency Credit Risk (STACR) Debt Notes, Series 2020-DNA2 B2 8.52658% 25-FEB-2050, 8.54%, 02/25/50 STACR 2020-DNA2 35565KBE7 - 728,791 $800,639 $800,639 0.01 $799,948
FNMA 30yr Pool#CC0990 5.000% 01-Sep-2055, 5.00%, 09/01/55 FN 3140Y7C48 - 780,354 $782,172 $782,172 0.01 $779,137
FNMA 30yr Pool#BN4541 4.000% 01-Feb-2049, 4.00%, 02/01/49 FN 3140JMBK7 - 809,534 $774,253 $774,253 0.01 $771,735
U.S. Auto Funding 2021-1 C 2.2% 15-MAY-2026, 2.20%, 05/15/27 USAUT 2021-1A 90355EAC5 - 992,594 $765,427 $765,427 0.01 $764,578
FNMA 30yr Pool#AB9341 3.000% 01-May-2043, 3.00%, 05/01/43 FN 31417GLX2 - 827,804 $760,294 $760,294 0.01 $758,362
RCKT Mortgage Trust 2025-CES10 M1 5.662% 25-OCT-2055, 5.66%, 11/25/55 RCKT 2025-CES10 74939LAE4 - 763,000 $755,004 $755,004 0.01 $751,644
FNMA 30yr Pool#BY0782 5.500% 01-Apr-2053, 5.50%, 04/01/53 FN 3140NG2Q2 - 736,623 $753,908 $753,908 0.01 $750,757
FHLMC 30yr Pool#QG7338 6.000% 01-Jul-2053, 6.00%, 07/01/53 FR 3133C8EK7 - 698,100 $722,347 $722,347 0.01 $719,089
FNMA 30yr Pool#BY0866 5.500% 01-May-2053, 5.50%, 05/01/53 FN 3140NG6C9 - 690,117 $704,268 $704,268 0.01 $701,316
FHLMC 30yr Pool#ZT1926 3.000% 01-Nov-2043, 3.00%, 11/01/43 FR 3132AED78 - 730,322 $670,101 $670,101 0.01 $668,397
FHF Issuer Trust 2023-2 (First Help Financial) A2 6.79% 15-OCT-2029, 6.79%, 10/15/29 FHF 2023-2A 30333LAB4 - 655,308 $661,633 $661,633 0.01 $659,903
GNMA II 30yr Pool#MA5264 4.000% 20-Jun-2048, 4.00%, 06/20/48 G2 36179TZ57 - 679,379 $648,836 $648,836 0.01 $646,723
FNMA 30yr Pool#CB6864 5.000% 01-Aug-2053, 5.00%, 08/01/53 FN 3140QSTW1 - 638,501 $639,797 $639,797 0.01 $637,314
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 $627,147 $627,147 0.01 $626,665
FHLMC 30yr Pool#QE1073 3.500% 01-Apr-2052, 3.50%, 04/01/52 FR 3133BAFN6 - 639,475 $594,583 $594,583 0.01 $592,843
ACHM Trust 2024-HE1 B 7.26% 25-MAY-2039, 7.26%, 05/25/39 ACHM 2024-HE1 00449TAB1 - 567,767 $578,561 $578,561 0.01 $578,103
FNMA 30yr Pool#BW0343 4.500% 01-May-2052, 4.50%, 05/01/52 FN 3140MRLZ8 - 581,158 $566,865 $566,865 0.01 $564,831
FHLMC 30yr Pool#QG2540 6.500% 01-May-2053, 6.50%, 05/01/53 FR 3133C2ZD3 - 541,004 $564,074 $564,074 0.01 $561,338
FNMA 30yr Pool#AL6842 4.000% 01-May-2045, 4.00%, 05/01/45 FN 3138EPS88 - 572,951 $552,484 $552,484 0.01 $550,701
FNMA 30yr Pool#BK9507 4.000% 01-Oct-2048, 4.00%, 10/01/48 FN 3140HPR58 - 569,640 $546,139 $546,139 0.01 $544,367
Sequoia Mortgage Trust 2013-5 A1 2.5% 25-MAY-2043, 2.50%, 05/25/43 SEMT 2013-5 81745AAA5 - 592,797 $527,989 $527,989 0.01 $526,837
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-DNA5 M2 5.2621% 25-JAN-2034, 5.28%, 01/25/34 STACR 2021-DNA5 35564KHE2 - 494,991 $495,900 $495,900 0.01 $495,610
ACHV ABS Trust 2024-1PL C 6.42% 25-APR-2031, 6.42%, 04/25/31 ACHV 2024-1PL 00092BAC8 - 472,699 $474,974 $474,974 0.01 $474,636
FNMA 30yr Pool#AZ0869 4.000% 01-Jul-2045, 4.00%, 07/01/45 FN 3138YR6F0 - 477,715 $460,767 $460,767 0.01 $459,280
FHLMC 30yr Pool#QD9191 3.500% 01-Apr-2052, 3.50%, 04/01/52 FR 3133B7F86 - 491,522 $457,016 $457,016 0.01 $455,678
Blue Bridge Funding 2023-1 A 7.37% 15-NOV-2030, 7.37%, 11/15/30 BBEF 2023-1A 09531MAA8 - 429,978 $432,785 $432,785 0.01 $431,553
FHLMC 15yr Pool#SB0116 2.500% 01-Nov-2034, 2.50%, 11/01/34 FR 3132CWDV3 - 456,619 $432,523 $432,523 0.01 $431,635
FHLMC 30yr Pool#SD1414 4.000% 01-Oct-2050, 4.00%, 10/01/50 FR 3132DNSB0 - 427,175 $407,930 $407,930 0.01 $406,601
FNMA 30yr Pool#BV6879 4.500% 01-Apr-2052, 4.50%, 04/01/52 FN 3140MLUD0 - 401,820 $391,976 $391,976 0.01 $390,569
BX Commercial Mortgage Trust 2021-21M A 4.47% 15-OCT-2036, 4.47%, 10/15/36 BX 2021-21M 05609CAA5 - 382,219 $382,894 $382,894 0.01 $382,230
FNMA 30yr Pool#CB4329 3.500% 01-Jul-2052, 3.50%, 07/01/52 FN 3140QPY35 - 401,402 $373,438 $373,438 0.01 $372,345
FHLMC 30yr Pool#QG3397 6.000% 01-May-2053, 6.00%, 05/01/53 FR 3133C3X27 - 341,947 $353,823 $353,823 0.01 $352,227
FHLMC 30yr Pool#QA8274 3.500% 01-Mar-2050, 3.50%, 03/01/50 FR 3133A3FP8 - 382,810 $353,278 $353,278 0.01 $352,236
FNMA 30yr Pool#CA4646 3.000% 01-Feb-2048, 3.00%, 02/01/48 FN 3140QCEU6 - 379,378 $345,660 $345,660 0.01 $344,775
FNMA 30yr Pool#FM3447 4.000% 01-Nov-2049, 4.00%, 11/01/49 FN 3140X6ZM6 - 342,874 $327,954 $327,954 0.00 $326,887
Connecticut Avenue Securities Trust 2022-R01 1B1 6.7621% 25-DEC-2041, 6.78%, 12/25/41 CAS 2022-R01 20754LAF6 - 310,000 $312,767 $312,767 0.00 $312,534
FNMA 30yr Pool#BV7632 4.500% 01-Apr-2052, 4.50%, 04/01/52 FN 3140MMPS1 - 308,677 $301,114 $301,114 0.00 $300,034
Hotwire Funding, Series 2021-1 B_2021_1 2.658% 20-NOV-2051, 2.66%, 11/20/51 HWIRE 2021-1 44148JAB5 - 300,000 $297,186 $297,186 0.00 $296,986
UMBS TBA 30yr 4% July Delivery, 4.00%, 07/13/26 FNCL 01F040677 - 313,000 $294,080 $294,080 0.00 $294,080
FHLMC 30yr Pool#ZN6461 4.000% 01-May-2049, 4.00%, 05/01/49 FR 3131YDFA7 - 296,812 $283,482 $283,482 0.00 $282,559
FNMA 30yr Pool#AR9225 3.000% 01-Mar-2043, 3.00%, 03/01/43 FN 3138W7HB3 - 310,059 $282,702 $282,702 0.00 $281,978
FNMA 30yr Pool#FS2548 4.000% 01-Mar-2051, 4.00%, 03/01/51 FN 3140XHZN0 - 282,827 $270,085 $270,085 0.00 $269,205
FHLMC 30yr Pool#ZT0391 4.000% 01-Nov-2047, 4.00%, 11/01/47 FR 3132ACNG1 - 279,279 $268,865 $268,865 0.00 $267,996
FNMA 30yr Pool#AS8649 3.000% 01-Jan-2047, 3.00%, 01/01/47 FN 3138WJTF5 - 295,436 $266,596 $266,596 0.00 $265,906
Arivo Acceptance Auto Loan Receivables Trust 2024-1 A 6.46% 15-APR-2028, 6.46%, 04/17/28 ARIVO 2024-1A 039943AA3 - 252,550 $253,604 $253,604 0.00 $252,969
FNMA 30yr Pool#BN3899 4.000% 01-Dec-2048, 4.00%, 12/01/48 FN 3140JLKM5 - 254,149 $243,072 $243,072 0.00 $242,282
Fannie Mae REMIC Trust 2012-126 SY 0.27342% 25-NOV-2042, 0.27%, 11/25/42 FNR 2012-126 3136A9ZR2 - 473,554 $241,927 $241,927 0.00 $241,913
FHLMC 30yr Pool#ZN4240 4.500% 01-Dec-2048, 4.50%, 12/01/48 FR 3131YAV98 - 243,401 $240,248 $240,248 0.00 $239,396
FHLMC 30yr Pool#QA1615 3.500% 01-Aug-2049, 3.50%, 08/01/49 FR 31334XYL7 - 244,877 $226,849 $226,849 0.00 $226,182
FNMA 30yr Pool#BW0081 4.500% 01-Apr-2052, 4.50%, 04/01/52 FN 3140MRCT2 - 227,300 $221,710 $221,710 0.00 $220,915
FNMA 30yr Pool#MA3687 4.000% 01-Jun-2049, 4.00%, 06/01/49 FN 31418DCZ3 - 219,217 $209,341 $209,341 0.00 $208,659
FNMA 30yr Pool#MA1327 3.000% 01-Jan-2043, 3.00%, 01/01/43 FN 31418APM4 - 222,939 $204,556 $204,556 0.00 $204,036
FNMA 30yr Pool#BE3616 4.000% 01-May-2047, 4.00%, 05/01/47 FN 3140FPAS8 - 210,085 $202,386 $202,386 0.00 $201,732
Fannie Mae REMIC Trust 2017-9 VL 3.0% 25-JUL-2028, 3.00%, 07/25/28 FNR 2017-9 3136AVYH6 - 198,925 $197,941 $197,941 0.00 $197,477
GNMA II 30yr Pool#MA5192 4.000% 20-May-2048, 4.00%, 05/20/48 G2 36179TXV2 - 204,265 $195,082 $195,082 0.00 $194,447
FHLMC 15yr Pool#SB0040 2.500% 01-Dec-2033, 2.50%, 12/01/33 FR 3132CWBH6 - 196,512 $189,154 $189,154 0.00 $188,771
FNMA 30yr Pool#BO2983 3.000% 01-Sep-2049, 3.00%, 09/01/49 FN 3140JXJ58 - 186,535 $168,503 $168,503 0.00 $168,068
FNMA 30yr Pool#AB6280 3.000% 01-Sep-2042, 3.00%, 09/01/42 FN 31417C6S9 - 177,248 $162,633 $162,633 0.00 $162,219
FNMA 30yr Pool#BV7132 4.500% 01-Apr-2052, 4.50%, 04/01/52 FN 3140ML4S6 - 159,969 $156,034 $156,034 0.00 $155,475
FHLMC 30yr Pool#ZT1320 4.000% 01-Nov-2048, 4.00%, 11/01/48 FR 3132ADPD4 - 151,963 $145,340 $145,340 0.00 $144,867
FNMA 30yr Pool#AB7563 3.000% 01-Jan-2043, 3.00%, 01/01/43 FN 31417EMM0 - 154,850 $142,367 $142,367 0.00 $142,006
FNMA 30yr Pool#FS2546 4.000% 01-Mar-2051, 4.00%, 03/01/51 FN 3140XHZL4 - 148,648 $142,170 $142,170 0.00 $141,707
FHLMC 30yr Pool#QH7013 6.500% 01-Dec-2053, 6.50%, 12/01/53 FR 3133CKYJ1 - 124,775 $129,880 $129,880 0.00 $129,250
GNMA II 30yr Pool#MA5753 4.000% 20-Feb-2049, 4.00%, 02/20/49 G2 36179UMA7 - 135,133 $125,901 $125,901 0.00 $125,480
FNMA 30yr Pool#MA1229 3.000% 01-Oct-2042, 3.00%, 10/01/42 FN 31418ALK2 - 135,801 $124,856 $124,856 0.00 $124,539
FNMA 30yr Pool#BV7131 4.500% 01-Apr-2052, 4.50%, 04/01/52 FN 3140ML4R8 - 127,700 $124,561 $124,561 0.00 $124,114
GNMA II 30yr Pool#BF6874 4.500% 20-Jul-2048, 4.50%, 07/20/48 G2 3617GDT77 - 124,447 $122,558 $122,558 0.00 $122,123
Reach ABS Trust 2024-2 A 5.88% 15-JUL-2031, 5.88%, 07/15/31 REACH 2024-2A 75525HAA8 - 117,778 $118,122 $118,122 0.00 $117,853
FNMA 20yr Pool#AB9283 3.000% 01-Apr-2038, 3.00%, 04/01/38 FN 31417GJ56 - 123,394 $115,743 $115,743 0.00 $115,455
Structured Agency Credit Risk (STACR) Debt Notes, Series 2023-HQA2 M1A 5.6121% 25-JUN-2043, 5.63%, 06/25/43 STACR 2023-HQA2 35564K2F5 - 115,417 $115,607 $115,607 0.00 $115,535
GNMA II 30yr Pool#MA5866 4.000% 20-Apr-2049, 4.00%, 04/20/49 G2 36179UQT2 - 123,203 $115,104 $115,104 0.00 $114,720
GNMA II 30yr Pool#BK5879 4.500% 20-Nov-2048, 4.50%, 11/20/48 G2 3617J6Q80 - 109,900 $108,016 $108,016 0.00 $107,632
FHLMC 30yr Pool#QE0318 4.500% 01-Mar-2052, 4.50%, 03/01/52 FR 3133B9K78 - 107,022 $104,400 $104,400 0.00 $104,025
FNMA 30yr Pool#BW0072 4.500% 01-Apr-2052, 4.50%, 04/01/52 FN 3140MRCJ4 - 105,361 $102,770 $102,770 0.00 $102,401
FNMA 30yr Pool#BM3282 3.500% 01-Dec-2047, 3.50%, 12/01/47 FN 3140J7UG8 - 106,819 $100,104 $100,104 0.00 $99,813
FHLMC 30yr Pool#ZT1633 4.000% 01-Mar-2047, 4.00%, 03/01/47 FR 3132ADY69 - 103,573 $100,000 $100,000 0.00 $99,678
FNMA 30yr Pool#CA0108 3.500% 01-Aug-2047, 3.50%, 08/01/47 FN 3140Q7DN4 - 98,822 $92,610 $92,610 0.00 $92,341
Fannie Mae REMIC Trust 2013-130 FN 4.07658% 25-OCT-2042, 4.09%, 10/25/42 FNR 2013-130 3136AHG53 - 80,849 $80,269 $80,269 0.00 $80,232
FHLMC 30yr Pool#ZM7926 5.000% 01-Sep-2048, 5.00%, 09/01/48 FR 3131Y2YX0 - 76,255 $77,022 $77,022 0.00 $76,725
FNMA 30yr Pool#MA1447 3.000% 01-May-2043, 3.00%, 05/01/43 FN 31418ATD0 - 72,522 $66,124 $66,124 0.00 $65,954
FHLMC 30yr Pool#QA2159 3.000% 01-Aug-2049, 3.00%, 08/01/49 FR 31334YMG9 - 74,339 $65,633 $65,633 0.00 $65,459
FNMA 30yr Pool#AS8547 3.000% 01-Nov-2046, 3.00%, 11/01/46 FN 3138WJP93 - 70,042 $63,093 $63,093 0.00 $62,929
Sequoia Mortgage Trust 2019-CH3 A19 4.0% 25-OCT-2049, 4.00%, 09/25/49 SEMT 2019-CH3 81748GBN0 - 66,142 $61,368 $61,368 0.00 $61,163
FNMA 30yr Pool#BD2453 3.000% 01-Jan-2047, 3.00%, 01/01/47 FN 3140F9WP6 - 64,057 $58,064 $58,064 0.00 $57,915
Fannie Mae REMIC Trust 2010-109 BS 14.22498% 25-OCT-2040, 14.22%, 10/25/40 FNR 2010-109 31398NTM6 - 41,248 $49,605 $49,605 0.00 $49,148
Fannie Mae REMIC Trust 2006-20 GF 4.07658% 25-APR-2036, 4.09%, 04/25/36 FNR 2006-20 31395BU43 - 48,494 $48,163 $48,163 0.00 $48,141
FHLMC 15yr Pool#ZK8962 3.000% 01-Sep-2032, 3.00%, 09/01/32 FR 3131XC5X1 - 47,279 $45,764 $45,764 0.00 $45,653
FHLMC 15yr Pool#ZS7403 3.000% 01-May-2031, 3.00%, 05/01/31 FR 3132A8GL7 - 40,622 $39,745 $39,745 0.00 $39,650
FNMA 15yr Pool#BO5957 3.000% 01-Dec-2034, 3.00%, 12/01/34 FN 3140K1TP1 - 40,853 $39,165 $39,165 0.00 $39,070
Freddie Mac Multiclass Certificates, Series 3380 FM 4.34733% 15-OCT-2037, 4.30%, 10/15/37 FHR 3380 31397KTJ0 - 38,961 $39,026 $39,026 0.00 $38,961
Freddie Mac Multiclass Certificates, Series 3721 FB 4.25733% 15-SEP-2040, 4.21%, 09/15/40 FHR 3721 3137GAD20 - 38,022 $37,927 $37,927 0.00 $37,865
Ginnie Mae REMIC Trust 2008-013 FB 4.21712% 20-FEB-2038, 4.25%, 02/20/38 GNR 2008-13 38375PNL1 - 36,450 $36,287 $36,287 0.00 $36,249
FNMA 30yr Pool#BC0870 3.500% 01-Jan-2046, 3.50%, 01/01/46 FN 3140EU6G9 - 34,898 $32,644 $32,644 0.00 $32,549
FNMA 15yr Pool#BO7717 3.000% 01-Nov-2034, 3.00%, 11/01/34 FN 3140K3SF0 - 30,699 $29,495 $29,495 0.00 $29,423
Ginnie Mae REMIC Trust 2007-040 FG 4.03712% 20-JUL-2037, 4.07%, 07/20/37 GNR 2007-40 38375KZS4 - 27,686 $27,477 $27,477 0.00 $27,449
FHLMC 15yr Pool#ZK9163 3.000% 01-Jan-2033, 3.00%, 01/01/33 FR 3131XDFC4 - 28,237 $27,298 $27,298 0.00 $27,233
Fora Financial Asset Securitization, Series 2024-1 A 6.33% 15-MAY-2027, 6.33%, 08/15/29 FORA 2024-1A 34512PAA2 - - $23,032 $23,032 0.00 $0
Ginnie Mae REMIC Trust 2004-069 CF 4.11712% 20-JUL-2034, 4.15%, 07/20/34 GNR 2004-69 38374JAT3 - 23,100 $23,000 $23,000 0.00 $22,976
FHLMC 30yr Pool#ZN2165 4.500% 01-Dec-2048, 4.50%, 12/01/48 FR 3131Y8MN2 - 22,290 $22,042 $22,042 0.00 $21,964
Fannie Mae REMIC Trust 2013-2 QF 4.22658% 25-FEB-2043, 4.24%, 02/25/43 FNR 2013-2 3136AB4P5 - 21,977 $21,896 $21,896 0.00 $21,886
Ginnie Mae REMIC Trust 2007-059 FA 4.21712% 20-OCT-2037, 4.25%, 10/20/37 GNR 2007-59 38375LPU8 - 21,743 $21,704 $21,704 0.00 $21,680
Ginnie Mae REMIC Trust 2010-133 FD 4.1776% 16-OCT-2040, 4.18%, 10/16/40 GNR 2010-133 38377MHV1 - 18,088 $18,096 $18,096 0.00 $18,069
Ginnie Mae REMIC Trust 2008-016 FC 4.21712% 20-FEB-2038, 4.25%, 02/20/38 GNR 2008-16 383742FU2 - 17,660 $17,584 $17,584 0.00 $17,566
Ginnie Mae REMIC Trust 2007-037 FW 4.02712% 20-JUN-2037, 4.06%, 06/20/37 GNR 2007-37 38375KNR9 - 17,430 $17,236 $17,236 0.00 $17,218
Ginnie Mae REMIC Trust 2005-065 FA 3.86712% 20-AUG-2035, 3.90%, 08/20/35 GNR 2005-65 38374LL25 - 16,802 $16,595 $16,595 0.00 $16,579
Ginnie Mae REMIC Trust 2004-059 FP 4.0476% 16-AUG-2034, 4.05%, 08/16/34 GNR 2004-59 38374HYS3 - 16,240 $16,220 $16,220 0.00 $16,196
FHLMC 30yr Pool#ZT0252 3.000% 01-Dec-2047, 3.00%, 12/01/47 FR 3132ACH52 - 15,935 $14,444 $14,444 0.00 $14,407
Freddie Mac Multiclass Certificates, Series 2426 FL 4.40733% 15-MAR-2032, 4.36%, 03/15/32 FHR 2426 31339W7G5 - 14,366 $14,436 $14,436 0.00 $14,412
Ginnie Mae REMIC Trust 2005-048 AF 3.91712% 20-JUN-2035, 3.95%, 06/20/35 GNR 2005-48 38374LHM6 - 14,073 $13,918 $13,918 0.00 $13,904
Fannie Mae REMIC Trust 2002-53 FK 4.12658% 25-APR-2032, 4.14%, 04/25/32 FNR 2002-53 31392EHN3 - 13,859 $13,846 $13,846 0.00 $13,840
Fannie Mae REMIC Trust 2005-83 KT 4.02658% 25-OCT-2035, 4.04%, 10/25/35 FNR 2005-83 31394FUL7 - 12,260 $12,181 $12,181 0.00 $12,176
Fannie Mae REMIC Trust 2007-89 GF 4.24658% 25-SEP-2037, 4.26%, 09/25/37 FNR 2007-89 31396XPM0 - 11,660 $11,639 $11,639 0.00 $11,634
FHLMC 30yr Pool#ZM2269 3.000% 01-Dec-2046, 3.00%, 12/01/46 FR 3131XVQW8 - 11,583 $10,489 $10,489 0.00 $10,462
Freddie Mac Multiclass Certificates, Series 2551 FD 4.15733% 15-JAN-2033, 4.11%, 01/15/33 FHR 2551 31393JAZ1 - 10,380 $10,380 $10,380 0.00 $10,363
Ginnie Mae REMIC Trust 2012-075 FP 4.01712% 20-JUL-2041, 4.05%, 07/20/41 GNR 2012-75 38378EZ55 - 9,636 $9,646 $9,646 0.00 $9,636
Ginnie Mae REMIC Trust 2007-061 FA 4.21712% 20-OCT-2037, 4.25%, 10/20/37 GNR 2007-61 38375LLN8 - 8,879 $8,864 $8,864 0.00 $8,854
Fannie Mae REMIC Trust 2010-123 FL 4.15658% 25-NOV-2040, 4.17%, 11/25/40 FNR 2010-123 31398N2W3 - 7,973 $7,957 $7,957 0.00 $7,953
Freddie Mac Multiclass Certificates, Series 2410, excluding Group 6 FX 4.10733% 15-FEB-2032, 4.06%, 02/15/32 FHR 2410 31339NJN7 - 7,822 $7,822 $7,822 0.00 $7,810
FNMA 15yr Pool#AS8207 2.500% 01-Oct-2031, 2.50%, 10/01/31 FN 3138WJDM7 - 7,889 $7,600 $7,600 0.00 $7,585
Fannie Mae REMIC Trust 2012-100 FG 4.12658% 25-SEP-2042, 4.14%, 09/25/42 FNR 2012-100 3136A8QW3 - 7,067 $7,020 $7,020 0.00 $7,017
Freddie Mac Multiclass Certificates, Series 3028 FM 4.00733% 15-SEP-2035, 3.96%, 09/15/35 FHR 3028 31396AFB5 - 6,813 $6,792 $6,792 0.00 $6,782
Fannie Mae REMIC Trust 2003-87 FG 4.22658% 25-SEP-2033, 4.24%, 09/25/33 FNR 2003-87 31393E4W6 - 6,654 $6,665 $6,665 0.00 $6,662
FNMA 15yr Pool#BM1036 2.500% 01-Feb-2032, 2.50%, 02/01/32 FN 3140J5EJ4 - 6,919 $6,665 $6,665 0.00 $6,652
FNMA 15yr Pool#AS7643 2.500% 01-Aug-2031, 2.50%, 08/01/31 FN 3138WHP55 - 6,899 $6,649 $6,649 0.00 $6,636
Ginnie Mae REMIC Trust 2007-018 FD 4.01712% 20-APR-2037, 4.05%, 04/20/37 GNR 2007-18 38375JC86 - 6,513 $6,438 $6,438 0.00 $6,432
Ginnie Mae REMIC Trust 2010-006 FG 4.3476% 16-JAN-2040, 4.35%, 01/16/40 GNR 2010-6 38376TSC7 - 6,087 $6,085 $6,085 0.00 $6,075
FHLMC 15yr Pool#ZK8405 2.500% 01-Dec-2031, 2.50%, 01/22/31 FR 3131XCKS5 - 6,005 $5,777 $5,777 0.00 $5,766
Fannie Mae REMIC Trust 2002-16 VF 4.27658% 25-APR-2032, 4.29%, 04/25/32 FNR 2002-16 31392CWW0 - 5,756 $5,770 $5,770 0.00 $5,767
Fannie Mae REMIC Trust 2010-95 FB 4.12658% 25-SEP-2040, 4.14%, 09/25/40 FNR 2010-95 31398NEX8 - 4,951 $4,942 $4,942 0.00 $4,940
Freddie Mac Multiclass Certificates, Series 3738 FD 4.05733% 15-AUG-2040, 4.01%, 08/15/40 FHR 3738 3137GAYQ4 - 3,181 $3,186 $3,186 0.00 $3,181
FHLMC 30yr Pool#ZN0650 3.000% 01-Mar-2043, 3.00%, 03/01/43 FR 3131Y6WK1 - 1,024 $933 $933 0.00 $931
Freddie Mac Multiclass Certificates, Series 2469 FE 4.25733% 15-JUL-2032, 4.21%, 07/15/32 FHR 2469 31392RC58 - 699.00 $700 $700 0.00 $699
Ginnie Mae REMIC Trust 1999-27 FE 4.1476% 16-AUG-2029, 4.15%, 08/16/29 GNR 1999-27 3837H2WA3 - 426.00 $427 $427 0.00 $426
Ginnie Mae REMIC Trust 2010-125 VF 4.06712% 20-JUN-2040, 4.10%, 06/20/40 GNR 2010-125 38377JYJ6 - 298.00 $298 $298 0.00 $298
US 10yr Ultra Fut Sep26 SEP 26 UXYU6 FUTURES_USD - -1,861 $-210,089,453 $0 0.00 $0
US 2YR NOTE (CBT) Sep26 SEP 26 TUU6 FUTURES_USD - 2,885 $595,301,719 $0 0.00 $0
US 10YR NOTE (CBT)Sep26 SEP 26 TYU6 FUTURES_USD - -2,569 $-283,272,391 $0 0.00 $0
US 5YR NOTE (CBT) Sep26 SEP 26 FVU6 FUTURES_USD - -2,188 $-234,799,750 $0 0.00 $0
US ULTRA BOND CBT Sep26 SEP 26 WNU6 FUTURES_USD - -305.00 $-35,637,344 $0 0.00 $0
UMBS TBA 30yr 6% July Delivery, 6.00%, 07/13/26 FNCL 01F060675 - -90,940,790 $-93,047,888 $-93,047,888 -1.36 $-93,047,888
UMBS TBA 30yr 5.5% July Delivery, 5.50%, 07/13/26 FNCL 01F052672 - -395,315,776 $-397,715,343 $-397,715,343 -5.81 $-397,715,343
UMBS TBA 30yr 5% July Delivery, 5.00%, 07/13/26 FNCL 01F050676 - -493,733,561 $-487,035,572 $-487,035,572 -7.11 $-487,035,572
UMBS TBA 30yr 4% July Delivery, 4.00%, 07/13/26 FNCL 01F040677 - -548,856,829 $-515,680,629 $-515,680,629 -7.53 $-515,680,629
UMBS TBA 30yr 4.5% July Delivery, 4.50%, 07/13/26 FNCL 01F042673 - -600,152,333 $-578,093,734 $-578,093,734 -8.44 $-578,093,734
SEGREGATED CASH SEGCASH $0.00 27,900,000 $27,900,000 $27,900,000 0.41 $27,900,000
ALMSUM ALMSUM $0.00 - $0 $0 0.00 $0
US DOLLARS USD MD_142224 - -2,170,368,072 $-2,170,368,072 $-2,170,368,072 -31.68 $-2,170,368,072
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.

Choose region

Country

Language

What type of investor are you?