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For Institutional Investors in the US

Mortgage-Backed Securities ETF Holdings

Full Portfolio Holdings

(As of March 27, 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% April Delivery, 2.50%, 04/13/26 FNCL 01F022642 - 1,560,339,894 $1,297,516,242 $1,297,516,242 19.83 $1,297,516,242
GNMA II TBA 30yr 2.5% April Delivery, 2.50%, 04/21/26 G2SF 21H022648 - 727,391,414 $618,650,035 $618,650,035 9.46 $618,650,035
UMBS TBA 30yr 3% April Delivery, 3.00%, 04/13/26 FNCL 01F030645 - 502,748,354 $437,237,730 $437,237,730 6.69 $437,237,730
GNMA II TBA 30yr 5% April Delivery, 5.00%, 04/21/26 G2SF 21H050649 - 394,649,194 $388,074,733 $388,074,733 5.94 $388,074,733
UMBS TBA 30yr 5% April Delivery, 5.00%, 04/13/26 FNCL 01F050643 - 326,173,000 $319,148,538 $319,148,538 4.88 $319,148,538
UMBS TBA 30yr 6% April Delivery, 6.00%, 04/13/26 FNCL 01F060642 - 298,673,985 $303,294,472 $303,294,472 4.64 $303,294,472
UMBS TBA 30yr 2% April Delivery, 2.00%, 04/13/26 FNCL 01F020646 - 369,488,255 $293,620,862 $293,620,862 4.49 $293,620,862
UMBS TBA 30yr 5.5% April Delivery, 5.50%, 04/13/26 FNCL 01F052649 - 273,063,479 $272,622,755 $272,622,755 4.17 $272,622,755
FNMA 30yr Pool#CB9430 5.500% 01-Nov-2054, 5.50%, 11/01/54 FN 3140QVPQ1 - 179,303,569 $181,163,495 $181,163,495 2.78 $180,369,081
GNMA II TBA 30yr 5.5% April Delivery, 5.50%, 04/21/26 G2SF 21H052645 - 168,601,000 $168,808,379 $168,808,379 2.59 $168,808,379
GNMA II TBA 30yr 3% April Delivery, 3.00%, 04/21/26 G2SF 21H030641 - 182,289,962 $161,053,911 $161,053,911 2.47 $161,053,911
UMBS TBA 30yr 3.5% April Delivery, 3.50%, 04/13/26 FNCL 01F032641 - 160,921,000 $145,907,071 $145,907,071 2.24 $145,907,071
FNMA 30yr Pool#CB9787 5.000% 01-Jan-2055, 5.00%, 01/01/55 FN 3140QV2V5 - 130,150,994 $129,181,992 $129,181,992 1.97 $128,657,773
GNMA II TBA 30yr 3.5% May Delivery, 3.50%, 05/20/26 G2SF 21H032654 - 136,959,377 $123,717,871 $123,717,871 1.89 $123,717,871
FHLMC 30yr Pool#SL3350 6.000% 01-Nov-2055, 6.00%, 11/01/55 FR 31427QWL2 - 115,128,821 $118,711,113 $118,711,113 1.81 $118,154,657
FNMA 30yr Pool#FA2754 4.500% 01-Jan-2049, 4.50%, 01/01/49 FN 3140W3BY4 - 115,043,980 $112,127,031 $112,127,031 1.71 $111,709,996
GNMA II TBA 30yr 4.5% April Delivery, 4.50%, 04/21/26 G2SF 21H042646 - 115,940,488 $110,942,062 $110,942,062 1.69 $110,942,062
FHLMC 30yr Pool#SL3899 5.000% 01-Jan-2056, 5.00%, 01/01/56 FR 31427RKM1 - 110,532,627 $109,707,764 $109,707,764 1.68 $109,262,563
FNMA 30yr Pool#FS1133 4.000% 01-Oct-2051, 4.00%, 10/01/51 FN 3140XGHK8 - 109,956,331 $104,036,866 $104,036,866 1.59 $103,682,562
UMBS TBA 30yr 6.5% April Delivery, 6.50%, 04/13/26 FNCL 01F062648 - 95,781,000 $98,920,701 $98,920,701 1.51 $98,920,701
FNMA 30yr Pool#FM7460 4.000% 01-Mar-2051, 4.00%, 03/01/51 FN 3140XBJE1 - 104,110,891 $98,506,112 $98,506,112 1.50 $98,170,644
GNMA II TBA 30yr 4% April Delivery, 4.00%, 04/21/26 G2SF 21H040640 - 105,718,688 $98,072,584 $98,072,584 1.50 $98,072,584
FNMA 30yr Pool#FA4553 5.000% 01-Feb-2056, 5.00%, 02/01/56 FN 3140W5BX1 - 87,772,442 $87,359,980 $87,359,980 1.33 $87,006,452
FNMA 30yr Pool#FA3025 5.500% 01-Sep-2055, 5.50%, 09/01/55 FN 3140W3LF4 - 84,271,891 $86,195,693 $86,195,693 1.32 $85,822,321
FNMA 30yr Pool#FA3182 6.000% 01-Oct-2055, 6.00%, 10/01/55 FN 3140W3RC5 - 83,098,114 $85,596,153 $85,596,153 1.31 $85,194,512
GNMA II TBA 30yr 3.5% April Delivery, 3.50%, 04/21/26 G2SF 21H032647 - 89,397,588 $81,125,719 $81,125,719 1.24 $81,125,719
FHLMC 30yr Pool#SL2464 4.500% 01-Dec-2048, 4.50%, 12/01/48 FR 31427PW26 - 81,258,335 $79,198,024 $79,198,024 1.21 $78,903,462
FNMA 30yr Pool#FA3036 5.500% 01-Oct-2055, 5.50%, 10/01/55 FN 3140W3LS6 - 74,726,961 $76,231,541 $76,231,541 1.16 $75,900,459
FHLMC 30yr Pool#RJ4363 5.500% 01-Jun-2055, 5.50%, 06/01/55 FR 3142GUZ55 - 74,055,774 $75,546,840 $75,546,840 1.15 $75,218,732
FHLMC 30yr Pool#SD1046 4.000% 01-Jul-2052, 4.00%, 07/01/52 FR 3132DNET6 - 79,105,053 $74,829,080 $74,829,080 1.14 $74,574,186
FNMA 30yr Pool#FA3037 5.500% 01-Oct-2055, 5.50%, 10/01/55 FN 3140W3LT4 - 67,724,494 $68,974,744 $68,974,744 1.05 $68,674,686
FNMA 30yr Pool#FA0574 5.500% 01-Jan-2055, 5.50%, 01/01/55 FN 3140W0T88 - 66,854,351 $68,140,350 $68,140,350 1.04 $67,844,149
FNMA 30yr Pool#FS8993 6.000% 01-Jul-2054, 6.00%, 07/01/54 FN 3140XQ7F8 - 63,117,522 $64,882,515 $64,882,515 0.99 $64,577,447
FNMA 30yr Pool#FA0573 5.000% 01-Jan-2055, 5.00%, 01/01/55 FN 3140W0T70 - 60,607,023 $60,323,786 $60,323,786 0.92 $60,079,674
FHLMC 30yr Pool#SL1188 5.500% 01-Apr-2055, 5.50%, 04/01/55 FR 31427NKA6 - 56,264,243 $57,259,274 $57,259,274 0.87 $57,009,992
FNMA 30yr Pool#FA4000 5.000% 01-Jun-2055, 5.00%, 06/01/55 FN 3140W4NS2 - 55,257,785 $54,999,547 $54,999,547 0.84 $54,776,981
FHLMC 30yr Pool#SL2435 6.500% 01-Feb-2055, 6.50%, 02/01/55 FR 31427PV50 - 51,555,318 $53,851,639 $53,851,639 0.82 $53,581,689
FNMA 30yr Pool#CB9654 5.000% 01-Dec-2054, 5.00%, 12/01/54 FN 3140QVWQ3 - 50,665,467 $50,288,252 $50,288,252 0.77 $50,084,182
FNMA 30yr Pool#FA2246 5.500% 01-Jul-2055, 5.50%, 07/01/55 FN 3140W2P88 - 49,379,703 $50,287,389 $50,287,389 0.77 $50,068,609
FNMA 30yr Pool#FA3827 5.000% 01-Dec-2055, 5.00%, 12/01/55 FN 3140W4HD2 - 50,332,328 $49,541,801 $49,541,801 0.76 $49,339,074
FHLMC 30yr Pool#SL0239 5.000% 01-Jan-2055, 5.00%, 01/01/55 FR 31427MHR5 - 49,561,918 $49,192,919 $49,192,919 0.75 $48,993,295
FNMA 30yr Pool#FA3128 5.500% 01-Oct-2055, 5.50%, 10/01/55 FN 3140W3PN3 - 46,816,567 $47,906,414 $47,906,414 0.73 $47,698,990
FNMA 30yr Pool#CC2018 5.500% 01-Feb-2056, 5.50%, 02/01/56 FN 3140Y8G42 - 46,568,911 $47,428,611 $47,428,611 0.72 $47,222,285
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA2 M2 7.4119% 25-FEB-2042, 7.41%, 02/25/42 STACR 2022-DNA2 35564KRN1 - 45,174,272 $46,158,190 $46,158,190 0.71 $46,111,686
FNMA 30yr Pool#FA4155 5.000% 01-Jan-2056, 5.00%, 01/01/56 FN 3140W4TM9 - 46,200,344 $45,983,238 $45,983,238 0.70 $45,797,153
FNMA 30yr Pool#FA3572 5.000% 01-Nov-2055, 5.00%, 11/01/55 FN 3140W36J3 - 46,040,839 $45,825,675 $45,825,675 0.70 $45,640,232
FNMA 30yr Pool#FA4202 5.000% 01-Jan-2056, 5.00%, 01/01/56 FN 3140W4U47 - 44,781,434 $44,545,498 $44,545,498 0.68 $44,365,128
FHLMC 30yr Pool#SD7343 5.500% 01-Jan-2055, 5.50%, 01/01/55 FR 3132DVEQ4 - 43,451,561 $44,220,001 $44,220,001 0.68 $44,027,486
FHLMC 30yr Pool#SL4015 5.500% 01-Jan-2056, 5.50%, 01/01/56 FR 31427RN97 - 42,617,142 $43,142,787 $43,142,787 0.66 $42,953,969
FNMA 30yr Pool#CC1926 5.000% 01-Feb-2056, 5.00%, 02/01/56 FN 3140Y8D86 - 42,291,261 $42,144,312 $42,144,312 0.64 $41,973,972
FNMA 30yr Pool#FA3435 5.000% 01-Nov-2055, 5.00%, 11/01/55 FN 3140W3Y94 - 42,261,133 $42,062,538 $42,062,538 0.64 $41,892,320
FNMA 30yr Pool#FS9779 5.500% 01-Nov-2054, 5.50%, 11/01/54 FN 3140XR2M6 - 41,287,405 $41,864,899 $41,864,899 0.64 $41,681,973
FNMA 40yr Pool#BF0646 2.500% 01-Jun-2062, 2.50%, 06/01/62 FN 3140FXWG3 - 47,805,632 $39,470,573 $39,470,573 0.60 $39,374,298
FNMA 30yr Pool#FS8881 4.500% 01-Sep-2053, 4.50%, 09/01/53 FN 3140XQ2P1 - 39,393,726 $38,333,327 $38,333,327 0.59 $38,190,525
FHLMC 30yr Pool#ZT2413 4.000% 01-Feb-2041, 4.00%, 02/01/41 FR 3132AEVE3 - 39,370,792 $38,214,254 $38,214,254 0.58 $38,087,392
FHLMC 30yr Pool#SL0046 6.000% 01-Jan-2055, 6.00%, 01/01/55 FR 31427MBQ3 - 36,572,135 $37,592,654 $37,592,654 0.57 $37,415,888
New Residential Mortgage LLC 6.545% 25-MAR-2032, 6.54%, 03/25/32 NZES 2025-FHT 64832EAA7 - 36,572,373 $36,567,985 $36,567,985 0.56 $36,534,740
FHLMC 30yr Pool#SI2101 4.000% 01-Sep-2048, 4.00%, 09/01/48 FR 3133USKN0 - 38,145,293 $36,128,722 $36,128,722 0.55 $36,005,809
FHLMC 30yr Pool#SL0938 4.000% 01-Jul-2050, 4.00%, 07/01/50 FR 31427NBG3 - 37,201,315 $35,840,595 $35,840,595 0.55 $35,720,724
FNMA 30yr Pool#FA1951 6.000% 01-Jun-2055, 6.00%, 06/01/55 FN 3140W2EZ0 - 34,764,036 $35,763,981 $35,763,981 0.55 $35,595,955
FNMA 40yr Pool#BF0598 2.500% 01-Mar-2062, 2.50%, 03/01/62 FN 3140FXUY6 - 43,207,381 $35,677,391 $35,677,391 0.54 $35,590,376
Freddie Mac Pool|5|03/01/2056, 5.00%, 03/01/56 FR 31427R5N6 - 35,529,675 $35,278,824 $35,278,824 0.54 $35,219,608
FNMA 30yr Pool#FA0576 5.500% 01-Jan-2055, 5.50%, 01/01/55 FN 3140W0UA1 - 34,268,891 $34,920,548 $34,920,548 0.53 $34,768,718
FNMA 30yr Pool#CC2016 5.500% 01-Feb-2056, 5.50%, 02/01/56 FN 3140Y8G26 - 33,943,186 $34,626,610 $34,626,610 0.53 $34,476,223
FHLMC 30yr Pool#SL1632 4.000% 01-Nov-2053, 4.00%, 11/01/53 FR 31427NY60 - 36,414,781 $34,440,764 $34,440,764 0.53 $34,323,427
FNMA 30yr Pool#FA1557 6.000% 01-May-2055, 6.00%, 05/01/55 FN 3140W1WT6 - 32,436,709 $33,341,831 $33,341,831 0.51 $33,185,054
FNMA 30yr Pool#FA3191 5.500% 01-Oct-2055, 5.50%, 10/01/55 FN 3140W3RM3 - 31,994,606 $32,585,253 $32,585,253 0.50 $32,443,499
FNMA 30yr Pool#FA3105 6.000% 01-May-2055, 6.00%, 05/01/55 FN 3140W3NX3 - 30,772,871 $31,645,385 $31,645,385 0.48 $31,496,650
FNMA 30yr Pool#FA3682 5.500% 01-Feb-2055, 5.50%, 02/01/55 FN 3140W4CU9 - 30,817,783 $31,387,884 $31,387,884 0.48 $31,251,344
Fannie Mae Pool|5|02/01/2056, 5.00%, 02/01/56 FN 3140W5L77 - 31,484,919 $31,262,625 $31,262,625 0.48 $31,210,150
FNMA 30yr Pool#FA0603 4.500% 01-Sep-2051, 4.50%, 09/01/51 FN 3140W0U52 - 31,560,155 $30,790,906 $30,790,906 0.47 $30,676,501
FNMA 30yr Pool#BW7371 5.500% 01-Feb-2053, 5.50%, 02/01/53 FN 3140N0FM2 - 29,555,957 $30,200,670 $30,200,670 0.46 $30,069,720
FNMA 30yr Pool#FA1560 5.500% 01-Apr-2055, 5.50%, 04/01/55 FN 3140W1WW9 - 29,579,417 $30,182,163 $30,182,163 0.46 $30,051,109
Structured Agency Credit Risk (STACR) Debt Notes, Series 2022-HQA1 M2 8.91721% 25-MAR-2042, 8.91%, 03/25/42 STACR 2022-HQA1 35564KTJ8 - 28,504,473 $29,553,525 $29,553,525 0.45 $29,518,243
FHLMC 30yr Pool#TA2617 5.000% 01-Jan-2056, 5.00%, 01/01/56 FR 3142JQ4B2 - 30,004,697 $29,533,439 $29,533,439 0.45 $29,412,586
FHLMC 30yr Pool#SL2558 6.000% 01-Aug-2055, 6.00%, 08/01/55 FR 31427PZY3 - 28,685,273 $29,505,591 $29,505,591 0.45 $29,366,946
FHLMC 30yr Pool#SL0238 5.000% 01-May-2054, 5.00%, 05/01/54 FR 31427MHQ7 - 29,647,670 $29,426,937 $29,426,937 0.45 $29,307,522
FNMA 40yr Pool#BF0698 3.500% 01-Dec-2062, 3.50%, 12/01/62 FN 3140FXX49 - 32,573,698 $29,398,124 $29,398,124 0.45 $29,306,284
FNMA 30yr Pool#CC1930 5.000% 01-Feb-2056, 5.00%, 02/01/56 FN 3140Y8EC6 - 29,433,983 $29,278,906 $29,278,906 0.45 $29,160,352
FNMA 30yr Pool#FA4117 4.500% 01-Sep-2051, 4.50%, 09/01/51 FN 3140W4SF5 - 29,080,554 $28,485,248 $28,485,248 0.44 $28,379,831
FHLMC 30yr Pool#SL1291 4.000% 01-Nov-2054, 4.00%, 11/01/54 FR 31427NNH8 - 29,817,739 $28,201,343 $28,201,343 0.43 $28,105,263
FNMA 30yr Pool#FS8335 4.500% 01-Jan-2051, 4.50%, 01/01/51 FN 3140XQHM2 - 28,696,272 $27,996,828 $27,996,828 0.43 $27,892,804
FNMA 30yr Pool#FA1798 4.000% 01-Aug-2052, 4.00%, 08/01/52 FN 3140W17L1 - 28,688,880 $27,140,343 $27,140,343 0.41 $27,047,901
FNMA 30yr Pool#FS9788 5.500% 01-Nov-2054, 5.50%, 11/01/54 FN 3140XR2W4 - 26,580,349 $26,842,234 $26,842,234 0.41 $26,724,468
FNMA 30yr Pool#FS8681 4.500% 01-Oct-2050, 4.50%, 10/01/50 FN 3140XQUF2 - 27,249,185 $26,585,013 $26,585,013 0.41 $26,486,235
NRM MSR-Collateralized Notes, Series 2024-FNT1 A 7.398% 25-NOV-2029, 7.40%, 11/25/31 NZES 2024-FNT1 62956YAA7 - 24,941,325 $25,119,581 $25,119,581 0.38 $25,093,953
FHLMC 30yr Pool#SD1143 4.500% 01-Sep-2050, 4.50%, 09/01/50 FR 3132DNHU0 - 25,708,951 $25,082,320 $25,082,320 0.38 $24,989,125
FHLMC 30yr Pool#SD3271 5.500% 01-Jun-2053, 5.50%, 06/01/53 FR 3132DQT48 - 23,943,532 $24,465,821 $24,465,821 0.37 $24,359,738
FNMA 30yr Pool#FA3714 5.000% 01-Nov-2055, 5.00%, 11/01/55 FN 3140W4DU8 - 24,515,385 $24,411,419 $24,411,419 0.37 $24,312,677
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-HQA3 M2 5.7619% 25-SEP-2041, 5.76%, 09/25/41 STACR 2021-HQA3 35564KJP5 - 23,964,288 $24,065,807 $24,065,807 0.37 $24,046,629
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2025-HQA1 M2 5.3119% 25-FEB-2045, 5.31%, 02/25/45 STACR 2025-HQA1 35564NHA4 - 23,060,148 $22,986,156 $22,986,156 0.35 $22,969,143
FNMA 30yr Pool#FS9239 4.500% 01-Jan-2051, 4.50%, 01/01/51 FN 3140XRHR9 - 23,498,643 $22,925,887 $22,925,887 0.35 $22,840,704
JP MORGAN MORTGAGE TRUST 2 5.777% 55, 5.50%, 11/25/55 JPMMT 2025-5MPR 46593VAD9 - 22,337,370 $22,307,544 $22,307,544 0.34 $22,208,577
FNMA 30yr Pool#FA4386 5.500% 01-Jan-2056, 5.50%, 01/01/56 FN 3140W42U0 - 21,606,408 $22,058,719 $22,058,719 0.34 $21,962,991
FHLMC 30yr Pool#TA4415 5.000% 01-Jan-2056, 5.00%, 01/01/56 FR 3142JS3Z6 - 22,337,325 $21,986,492 $21,986,492 0.34 $21,896,522
PRET 2025-RPL3 Trust A1 4.15% 25-APR-2065, 4.15%, 04/25/65 PRET 2025-RPL3 69382RAA1 - 21,960,330 $21,599,808 $21,599,808 0.33 $21,526,394
FNMA 30yr Pool#CC1195 5.000% 01-Oct-2055, 5.00%, 10/01/55 FN 3140Y7KH0 - 21,527,448 $21,426,286 $21,426,286 0.33 $21,339,578
FNMA 30yr Pool#FM7840 4.000% 01-Apr-2050, 4.00%, 04/01/50 FN 3140XBWA4 - 22,485,496 $21,274,996 $21,274,996 0.32 $21,202,543
Connecticut Avenue Securities Trust 2022-R02 2M2 6.66721% 25-JAN-2042, 6.66%, 01/25/42 CAS 2022-R02 20754BAB7 - 21,005,945 $21,267,174 $21,267,174 0.32 $21,247,738
FNMA 30yr Pool#FA1129 6.500% 01-Jun-2054, 6.50%, 06/01/54 FN 3140W1HF3 - 20,188,300 $21,090,490 $21,090,490 0.32 $20,984,782
FHLMC 30yr Pool#SD5061 5.500% 01-Mar-2054, 5.50%, 03/01/54 FR 3132DSTS1 - 20,594,884 $21,014,594 $21,014,594 0.32 $20,923,347
FNMA 30yr Pool#FS4781 4.000% 01-Oct-2051, 4.00%, 10/01/51 FN 3140XLJ33 - 21,929,928 $20,749,337 $20,749,337 0.32 $20,678,674
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-DNA6 B2 11.16721% 25-OCT-2041, 11.16%, 10/25/41 STACR 2021-DNA6 35564KLV9 - 19,937,000 $20,746,738 $20,746,738 0.32 $20,519,697
FNMA 30yr Pool#FA1128 6.500% 01-Aug-2054, 6.50%, 08/01/54 FN 3140W1HE6 - 19,845,859 $20,693,460 $20,693,460 0.32 $20,589,545
FNMA 30yr Pool#FS7225 4.000% 01-Aug-2051, 4.00%, 08/01/51 FN 3140XPA33 - 21,799,771 $20,647,315 $20,647,315 0.32 $20,577,071
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA5 M2 10.4119% 25-JUN-2042, 10.41%, 06/25/42 STACR 2022-DNA5 35564KYW3 - 19,321,656 $20,586,728 $20,586,728 0.31 $20,558,787
RCKT Mortgage Trust 2026-CES2 A3 5.255% 25-FEB-2056, 5.25%, 02/25/56 RCKT 2026-CES2 74940EAD9 - 20,600,000 $20,350,160 $20,350,160 0.31 $20,262,956
FNMA 30yr Pool#CB7112 5.500% 01-Sep-2053, 5.50%, 09/01/53 FN 3140QS3W9 - 19,624,812 $20,033,371 $20,033,371 0.31 $19,946,422
FHLMC 30yr Pool#SD6989 5.500% 01-Nov-2054, 5.50%, 11/01/54 FR 3132DUXS1 - 19,646,929 $19,840,502 $19,840,502 0.30 $19,753,455
FNMA 40yr Pool#BF0226 3.500% 01-Jan-2058, 3.50%, 01/01/58 FN 3140FXHC9 - 21,579,934 $19,817,281 $19,817,281 0.30 $19,756,437
Finance of America Structured Securities Trust, 2025-S1 A1 3.5% 25-FEB-2075, 3.50%, 02/25/75 FASST 2025-S1 31741BAB0 - 20,272,345 $19,602,954 $19,602,954 0.30 $19,593,099
FNMA 40yr Pool#BF0713 4.000% 01-Mar-2063, 4.00%, 03/01/63 FN 3140FXYK2 - 20,835,715 $19,599,931 $19,599,931 0.30 $19,532,794
FNMA 30yr Pool#FS6382 4.000% 01-Aug-2051, 4.00%, 08/01/51 FN 3140XNCU6 - 20,657,627 $19,565,550 $19,565,550 0.30 $19,498,987
FNMA 40yr Pool#BF0807 3.500% 01-Apr-2064, 3.50%, 04/01/64 FN 3140FX3R1 - 21,518,426 $19,420,853 $19,420,853 0.30 $19,360,183
Citigroup Mortgage Loan Trust 2025-LTV1 A1 5.237% 25-DEC-2055, 5.24%, 12/25/55 CMLTI 2025-LTV1 17332XAA8 - 19,404,104 $19,400,673 $19,400,673 0.30 $19,318,813
FINANCE OF AMERICA STRUC 3.28125% 74, 3.50%, 04/25/74 FASST 2024-S3 31739WAB8 - 19,555,485 $19,065,702 $19,065,702 0.29 $19,056,196
RCKT MOR 2025-CES9 FLT 2055 A1B, 5.00%, 09/25/55 RCKT 2025-CES9 74942JAB0 - 18,708,534 $18,564,803 $18,564,803 0.28 $18,489,494
FNMA 30yr Pool#FS5028 4.000% 01-Oct-2051, 4.00%, 10/01/51 FN 3140XLSS8 - 19,520,471 $18,469,592 $18,469,592 0.28 $18,406,693
FHLMC 30yr Pool#SL0850 4.000% 01-Jul-2049, 4.00%, 07/01/49 FR 31427M5L1 - 19,022,674 $18,392,274 $18,392,274 0.28 $18,330,979
FNMA 30yr Pool#FA1182 4.500% 01-Jun-2049, 4.50%, 06/01/49 FN 3140W1J46 - 18,449,426 $17,999,739 $17,999,739 0.27 $17,932,860
FNMA 30yr Pool#FA1549 5.500% 01-May-2055, 5.50%, 05/01/55 FN 3140W1WK5 - 17,613,858 $17,958,129 $17,958,129 0.27 $17,880,090
FNMA 30yr Pool#FS2863 4.000% 01-Sep-2052, 4.00%, 09/01/52 FN 3140XJFD0 - 18,827,261 $17,808,108 $17,808,108 0.27 $17,747,442
FHLMC 30yr Pool#QJ9063 5.000% 01-Nov-2054, 5.00%, 11/01/54 FR 3133D1B81 - 17,941,631 $17,735,046 $17,735,046 0.27 $17,662,781
FNMA 30yr Pool#FS8709 4.500% 01-Jan-2051, 4.50%, 01/01/51 FN 3140XQVB0 - 17,787,857 $17,354,295 $17,354,295 0.27 $17,289,814
SALUDA GRADE ALTERNATIVE M 5.749% 31, 5.75%, 03/25/31 GRADE 2026-RTL7 79584UAA9 - 17,370,000 $17,330,816 $17,330,816 0.26 $17,167,157
FHLMC 30yr Pool#QY8779 6.000% 01-Jul-2055, 6.00%, 07/01/55 FR 31426TXH5 - 16,278,109 $16,744,940 $16,744,940 0.26 $16,666,263
FNMA 30yr Pool#FA1358 4.500% 01-May-2050, 4.50%, 05/01/50 FN 3140W1QL0 - 16,682,582 $16,305,907 $16,305,907 0.25 $16,245,432
FNMA 40yr Pool#BF0806 3.500% 01-Apr-2064, 3.50%, 04/01/64 FN 3140FX3Q3 - 17,493,392 $15,840,216 $15,840,216 0.24 $15,790,894
SALUDA GR ALT MTG TR 2025-LOC5 A1B, 5.48%, 10/25/55 GRADE 2025-LOC5 79581XAC2 - 15,693,000 $15,821,763 $15,821,763 0.24 $15,743,012
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA4 M2 8.9119% 25-MAY-2042, 8.91%, 05/25/42 STACR 2022-DNA4 35564KXA2 - 15,050,000 $15,694,987 $15,694,987 0.24 $15,676,359
FHLMC 30yr Pool#SD0985 4.500% 01-Oct-2050, 4.50%, 10/01/50 FR 3132DNCW1 - 15,988,424 $15,661,126 $15,661,126 0.24 $15,603,168
Vontive Mortgage Trust 2025-RTL1 A1 6.507% 25-MAR-2030, 6.51%, 03/25/30 VNTV 2025-RTL1 928884AA3 - 15,444,000 $15,586,469 $15,586,469 0.24 $15,572,511
Saluda Grade Alternative Mortgage Trust 2026-HB1 A1B 5.22373% 25-APR-2056, 5.23%, 04/25/56 GRADE 2026-HB1 795939AC1 - 15,543,450 $15,493,383 $15,493,383 0.24 $15,482,096
FNMA 40yr Pool#BF0801 2.500% 01-Apr-2064, 2.50%, 04/01/64 FN 3140FX3K6 - 18,697,450 $15,432,064 $15,432,064 0.24 $15,394,410
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 $15,388,114 $15,388,114 0.24 $15,296,928
FNMA 30yr Pool#FM4738 4.000% 01-Sep-2050, 4.00%, 09/01/50 FN 3140X8HQ3 - 15,846,839 $14,998,925 $14,998,925 0.23 $14,947,863
FNMA 30yr Pool#DA1525 6.000% 01-Oct-2053, 6.00%, 10/01/53 FN 3140A1VT1 - 14,499,011 $14,902,883 $14,902,883 0.23 $14,832,804
FNMA 30yr Pool#FS9116 6.000% 01-Sep-2054, 6.00%, 09/01/54 FN 3140XRDW2 - 14,468,720 $14,872,459 $14,872,459 0.23 $14,802,527
FHLMC 30yr Pool#QH3192 6.000% 01-Oct-2053, 6.00%, 10/01/53 FR 3133CFRM3 - 14,442,675 $14,844,978 $14,844,978 0.23 $14,775,171
PRET 2025-RPL1 Trust A1 4.0% 25-JUL-2069, 4.00%, 07/25/69 PRET 2025-RPL1 69392FAA5 - 14,912,730 $14,748,312 $14,748,312 0.23 $14,700,260
METRONET INFRASTRUCTURE ISSU 5.4% 55, 5.40%, 08/20/55 MNET 2025-2A 59170JAX6 - 14,100,000 $14,156,241 $14,156,241 0.22 $14,135,091
RCKT Mortgage Trust 2026-CES2 A2 5.055% 25-FEB-2056, 5.05%, 02/25/56 RCKT 2026-CES2 74940EAC1 - 14,268,000 $14,090,461 $14,090,461 0.22 $14,032,360
Galaxy XXVI CLO Ltd., 6.63%, 07/31/26 GLXYT 2025-1 362922AA4 - 13,904,675 $14,048,154 $14,048,154 0.21 $13,979,010
BMP Commercial Mortgage Trust 2024-MF23 A 5.05194% 15-JUN-2041, 5.04%, 06/15/41 BMP 2024-MF23 05593JAA8 - 14,000,000 $14,011,354 $14,011,354 0.21 $13,981,928
Switch ABS Issuer LLC|5.609|03/27/2056, 5.61%, 03/27/56 SWTCH 2026-1A 871044BA0 - 14,000,000 $13,953,617 $13,953,617 0.21 $13,942,710
FHLMC 30yr Pool#SD6178 4.500% 01-Jan-2051, 4.50%, 01/01/51 FR 3132DT2K5 - 14,200,972 $13,880,329 $13,880,329 0.21 $13,828,850
FNMA 30yr Pool#FA3563 5.500% 01-Nov-2055, 5.50%, 11/01/55 FN 3140W35Z8 - 13,365,877 $13,645,680 $13,645,680 0.21 $13,586,461
PRPM 2025-RCF3 LLC 5.25% 55, 5.25%, 07/25/55 PRPM 2025-RCF3 69392PAA3 - 13,615,435 $13,597,567 $13,597,567 0.21 $13,539,985
FINANCE OF AMER STR TR 2024-S2 A1, 3.50%, 04/25/74 FASST 2024-S2 31739VAA2 - 13,757,951 $13,488,483 $13,488,483 0.21 $13,481,795
FNMA 30yr Pool#CC0097 5.500% 01-Mar-2055, 5.50%, 03/01/55 FN 3140Y6DB3 - 13,193,338 $13,458,977 $13,458,977 0.21 $13,400,523
GS Mortgage-Backed Securities Trust 2025-RPL3 A1 4.1% 25-JUL-2065, 4.10%, 07/25/65 GSMBS 2025-RPL3 362963AA8 - 13,803,223 $13,445,616 $13,445,616 0.21 $13,400,027
FHLMC 30yr Pool#SD5963 6.000% 01-Jul-2054, 6.00%, 07/01/54 FR 3132DTTU4 - 12,801,757 $13,158,981 $13,158,981 0.20 $13,097,105
Foundation Finance Trust 2025-2 B 4.94% 15-APR-2052, 4.94%, 04/15/52 FFIN 2025-2A 35042NAB1 - 13,050,000 $13,053,306 $13,053,306 0.20 $13,026,445
Chase Mortgage Reference Notes, Series 2020-CL1 M1 6.03821% 25-OCT-2057, 6.04%, 10/25/57 CHASE 2020-CL1 46591HAG5 - 12,687,789 $12,982,697 $12,982,697 0.20 $12,972,048
FNMA 30yr Pool#FM5350 4.500% 01-Sep-2050, 4.50%, 09/01/50 FN 3140X85L7 - 12,942,829 $12,594,434 $12,594,434 0.19 $12,547,516
FNMA 30yr Pool#FS8717 6.000% 01-Jul-2054, 6.00%, 07/01/54 FN 3140XQVK0 - 12,113,836 $12,451,864 $12,451,864 0.19 $12,393,314
PRET 2025-RPL5 TRUST FLTG 2070 A1, 4.15%, 01/25/70 PRET 2025-RPL5 69393AAA5 - 12,581,417 $12,222,088 $12,222,088 0.19 $12,180,027
FHLMC 30yr Pool#SD6558 6.000% 01-Sep-2054, 6.00%, 09/01/54 FR 3132DUJB4 - 11,883,953 $12,215,566 $12,215,566 0.19 $12,158,127
Huntington Bank Auto Credit-Linked Notes, Series 2024-2 B1 5.442% 20-OCT-2032, 5.44%, 10/20/32 HACLN 2024-2 44644NAG4 - 12,003,296 $12,107,920 $12,107,920 0.18 $12,089,775
FNMA 30yr Pool#DE6043 6.000% 01-Aug-2055, 6.00%, 08/01/55 FN 3140BJWD5 - 11,776,777 $12,106,628 $12,106,628 0.18 $12,049,707
FHLMC 30yr Pool#SD5994 4.500% 01-Sep-2050, 4.50%, 09/01/50 FR 3132DTUT5 - 12,399,712 $12,097,481 $12,097,481 0.18 $12,052,532
FNMA 40yr Pool#BF0731 2.500% 01-Jun-2063, 2.50%, 06/01/63 FN 3140FXY55 - 14,492,263 $11,957,627 $11,957,627 0.18 $11,928,442
FHLMC 30yr Pool#QG6755 5.500% 01-Jun-2053, 5.50%, 06/01/53 FR 3133C7QG5 - 11,638,287 $11,892,157 $11,892,157 0.18 $11,840,593
FNMA 30yr Pool#FS7541 4.000% 01-Jun-2052, 4.00%, 06/01/52 FN 3140XPLX5 - 12,372,040 $11,705,995 $11,705,995 0.18 $11,666,129
TOWD POINT MORTGAGE TRUST 2025 0% 65, 4.97%, 09/25/65 TPMT 2025-FIX1 89183MAA1 - 11,679,087 $11,620,088 $11,620,088 0.18 $11,573,349
FNMA 30yr Pool#DG1554 5.000% 01-Feb-2056, 5.00%, 02/01/56 FN 3140U4WQ8 - 11,782,333 $11,597,278 $11,597,278 0.18 $11,549,821
FNMA 30yr Pool#DF9041 5.000% 01-Jan-2056, 5.00%, 01/01/56 FN 3140U1BK0 - 11,664,241 $11,481,040 $11,481,040 0.18 $11,434,059
FHLMC 30yr Pool#TA5410 5.000% 01-Feb-2056, 5.00%, 02/01/56 FR 3142JUAL4 - 11,661,537 $11,478,379 $11,478,379 0.18 $11,431,409
FHF ISSUER TRUST 2024-1 0% 26, 4.84%, 12/15/26 FHF 2025-2A 30343DAA2 - 11,404,227 $11,426,553 $11,426,553 0.17 $11,405,093
FNMA 30yr Pool#DE1157 6.000% 01-Jun-2055, 6.00%, 06/01/55 FN 3140BDJB7 - 11,099,555 $11,410,438 $11,410,438 0.17 $11,356,790
Vista Point Securitization Trust 2025-CES2 A1 5.601% 25-AUG-2055, 5.60%, 08/25/55 VSTA 2025-CES2 92842UAA0 - 11,335,223 $11,385,119 $11,385,119 0.17 $11,333,976
FIGRE TRUST 2025-HE4 FLTG 2055 C, 5.71%, 07/25/55 FIGRE 2025-HE4 31684PAC6 - 11,135,931 $11,184,231 $11,184,231 0.17 $11,133,018
FNMA 40yr Pool#BF0783 3.500% 01-Dec-2063, 3.50%, 12/01/63 FN 3140FX2R2 - 12,324,505 $11,123,137 $11,123,137 0.17 $11,088,388
FNMA 30yr Pool#FA0470 6.000% 01-Jan-2055, 6.00%, 01/01/55 FN 3140W0QY4 - 10,799,094 $11,100,435 $11,100,435 0.17 $11,048,240
TOWD PT MTG TR 2025-FIX2 FLTG A1, 5.25%, 10/25/65 TPMT 2025-FIX2 89183RAA0 - 11,094,593 $11,084,103 $11,084,103 0.17 $11,037,192
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA7 M2 10.6619% 25-SEP-2042, 10.66%, 03/25/52 STACR 2022-DNA7 35564KL72 - 10,000,000 $10,899,436 $10,899,436 0.17 $10,884,628
PRET 2025-NPL4 A1 6.3677% 25-MAY-2055, 6.37%, 04/25/55 PRET 2025-NPL4 74136UAA3 - 10,836,005 $10,851,742 $10,851,742 0.17 $10,842,158
FNMA 30yr Pool#FS6236 6.500% 01-Nov-2053, 6.50%, 11/01/53 FN 3140XM4W3 - 10,224,678 $10,691,307 $10,691,307 0.16 $10,637,770
FNMA 30yr Pool#FS5818 4.500% 01-Oct-2050, 4.50%, 10/01/50 FN 3140XMPC4 - 10,954,986 $10,660,100 $10,660,100 0.16 $10,620,388
Homeward Opportunities Fund Trust 2025-RRTL1 A1 5.476% 25-MAR-2040, 5.48%, 03/25/40 HOF 2025-RRTL1 437919AA1 - 10,475,000 $10,481,542 $10,481,542 0.16 $10,473,575
FHLMC 30yr Pool#QH3306 6.000% 01-Oct-2053, 6.00%, 10/01/53 FR 3133CFU72 - 10,096,643 $10,468,351 $10,468,351 0.16 $10,419,550
FNMA 30yr Pool#CC1844 5.500% 01-Jan-2056, 5.50%, 01/01/56 FN 3140Y8BN5 - 10,210,412 $10,415,993 $10,415,993 0.16 $10,370,755
FNMA 30yr Pool#FS7613 4.500% 01-May-2052, 4.50%, 05/01/52 FN 3140XPN70 - 10,547,125 $10,290,049 $10,290,049 0.16 $10,251,816
FNMA 30yr Pool#FS5362 4.500% 01-Dec-2050, 4.50%, 12/01/50 FN 3140XL5Y0 - 10,513,731 $10,257,469 $10,257,469 0.16 $10,219,356
Connecticut Avenue Securities Trust 2022-R02 2B2 11.31721% 25-JAN-2042, 11.31%, 01/25/42 CAS 2022-R02 20754BAJ0 - 9,637,000 $10,092,524 $10,092,524 0.15 $10,077,384
FNMA 30yr Pool#BX0421 5.500% 01-Nov-2052, 5.50%, 11/01/52 FN 3140N4PF8 - 9,850,004 $10,036,573 $10,036,573 0.15 $9,992,932
LHOME Mortgage Trust 2024-RTL3 A1 6.9% 25-MAY-2029, 6.90%, 05/25/29 LHOME 2024-RTL3 50205GAA0 - 9,960,000 $10,012,572 $10,012,572 0.15 $10,003,027
FHLMC 30yr Pool#SD5224 6.000% 01-Mar-2054, 6.00%, 03/01/54 FR 3132DSYV8 - 9,564,125 $9,831,573 $9,831,573 0.15 $9,785,346
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA6 M2 9.4119% 25-SEP-2042, 9.41%, 09/25/42 STACR 2022-DNA6 35564KH77 - 9,166,000 $9,749,851 $9,749,851 0.15 $9,737,869
FNMA 30yr Pool#DG2558 5.000% 01-Feb-2056, 5.00%, 02/01/56 FN 3140U5ZY5 - 9,890,979 $9,735,601 $9,735,601 0.15 $9,695,762
FNMA 30yr Pool#FS6662 4.000% 01-Oct-2051, 4.00%, 10/01/51 FN 3140XNML5 - 10,268,078 $9,715,299 $9,715,299 0.15 $9,682,213
Ally Bank Auto Credit-Linked Notes, Series 2025-A C 4.844% 15-JUN-2033, 4.84%, 06/15/33 ABCLN 2025-A 02007G5F6 - 9,662,472 $9,684,581 $9,684,581 0.15 $9,665,079
New Residential Mortgage Loan Trust 2026-NQM1 A2 5.078% 25-NOV-2065, 5.08%, 11/25/65 NRZT 2026-NQM1 64832LAF0 - 9,702,002 $9,644,800 $9,644,800 0.15 $9,605,112
FHLMC 30yr Pool#QH4373 6.000% 01-Nov-2053, 6.00%, 11/01/53 FR 3133CG2E6 - 9,351,795 $9,612,290 $9,612,290 0.15 $9,567,090
FHLMC 30yr Pool#RA7104 4.500% 01-Feb-2051, 4.50%, 02/01/51 FR 3133KN3M3 - 9,722,915 $9,449,586 $9,449,586 0.14 $9,414,341
FNMA 30yr Pool#FS7117 6.500% 01-Feb-2054, 6.50%, 02/01/54 FN 3140XN4B7 - 9,026,653 $9,438,606 $9,438,606 0.14 $9,391,342
SALUDA GRADE ALTERNATIVE MORT A2, 6.75%, 03/25/31 GRADE 2026-RTL7 79584UAB7 - 9,418,000 $9,408,740 $9,408,740 0.14 $9,304,585
Acacia 2025-1 A 5.24% 15-NOV-2037, 5.24%, 11/15/37 ACACIA 2025-1 00401PAA7 - 9,367,465 $9,385,003 $9,385,003 0.14 $9,364,551
LHOME Mortgage Trust 2024-RTL5 A2 5.751% 25-SEP-2039, 5.75%, 09/25/39 LHOME 2024-RTL5 50205WAB3 - 9,325,000 $9,330,626 $9,330,626 0.14 $9,323,178
Rithm Capital Corp. 8.0% 01-APR-2029, 8.00%, 04/01/29 RITM 64828TAB8 - 9,213,000 $9,320,958 $9,320,958 0.14 $8,954,485
CONNECTICUT AVENUE SECUR 5.95001% 45, 5.26%, 07/25/45 CAS 2025-R05 20753CAC4 - 9,254,000 $9,254,447 $9,254,447 0.14 $9,247,684
FNMA 30yr Pool#FS2144 3.500% 01-Jun-2052, 3.50%, 06/01/52 FN 3140XHL21 - 9,986,183 $9,206,836 $9,206,836 0.14 $9,178,680
Brean Asset Backed Securities Trust 2024-RM8 A1 4.5% 25-MAY-2064, 4.50%, 05/25/64 BABS 2024-RM8 10637YAA3 - 9,170,466 $9,002,699 $9,002,699 0.14 $8,996,968
FIGRE TRUST 2025 HE4 FLTG 2055 B, 5.61%, 07/25/55 FIGRE 2025-HE4 31684PAB8 - 8,621,567 $8,681,266 $8,681,266 0.13 $8,642,318
Freddie Mac Multiclass Certificates, Series 5164 FA 3.91721% 25-NOV-2051, 3.91%, 11/25/51 FHR 5164 3137H3PY2 - 9,515,599 $8,669,726 $8,669,726 0.13 $8,664,556
FNMA 30yr Pool#DG0913 5.000% 01-Jan-2056, 5.00%, 01/01/56 FN 3140U4AP4 - 8,508,207 $8,374,576 $8,374,576 0.13 $8,340,307
Connecticut Avenue Securities Trust 2022-R01 1B2 9.66721% 25-DEC-2041, 9.66%, 12/25/41 CAS 2022-R01 20754LAJ8 - 8,116,382 $8,341,939 $8,341,939 0.13 $8,331,048
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 $8,302,016 $8,302,016 0.13 $8,250,403
FHLMC 30yr Pool#SD7417 5.500% 01-Jan-2055, 5.50%, 01/01/55 FR 3132DVG25 - 8,098,331 $8,254,109 $8,254,109 0.13 $8,218,229
FHLMC 30yr Pool#QZ9092 5.000% 01-Nov-2055, 5.00%, 11/01/55 FR 31427KC60 - 8,198,096 $8,069,336 $8,069,336 0.12 $8,036,316
Huntington Bank Auto Credit-Linked Notes, Series 2024-1 B1 6.153% 20-MAY-2032, 6.15%, 05/20/32 HACLN 2024-1 44644NAA7 - 7,924,913 $8,031,280 $8,031,280 0.12 $8,017,735
FHLMC 30yr Pool#QY9874 6.000% 01-Aug-2055, 6.00%, 08/01/55 FR 31426U6L3 - 7,769,802 $7,987,423 $7,987,423 0.12 $7,949,869
RCKT Mortgage Trust 2024-CES9 A1B 5.683% 25-DEC-2044, 5.68%, 12/25/44 RCKT 2024-CES9 749426AB8 - 7,921,939 $7,961,846 $7,961,846 0.12 $7,925,579
FNMA 30yr Pool#DA0026 6.000% 01-Sep-2053, 6.00%, 09/01/53 FN 3140A0A41 - 7,739,880 $7,955,476 $7,955,476 0.12 $7,918,066
PRPM 2025-RPL4 A1, 3.00%, 05/25/55 PRPM 2025-RPL4 74448NAA2 - 8,212,859 $7,907,941 $7,907,941 0.12 $7,888,093
Fannie Mae REMIC Trust 2022-65 FB 4.46721% 25-SEP-2052, 4.46%, 09/25/52 FNR 2022-65 3136BPCQ2 - 7,882,836 $7,830,770 $7,830,770 0.12 $7,825,885
FNMA 30yr Pool#DF2677 6.000% 01-Nov-2055, 6.00%, 11/01/55 FN 3140BS6P7 - 7,583,513 $7,802,845 $7,802,845 0.12 $7,766,192
Alterna Funding III A 6.26% 15-MAY-2039, 6.26%, 05/16/39 TAX 2024-1A 02157JAA3 - 7,751,589 $7,778,111 $7,778,111 0.12 $7,757,892
FHLMC 30yr Pool#QH1500 6.000% 01-Sep-2053, 6.00%, 09/01/53 FR 3133CDUZ5 - 7,505,085 $7,750,475 $7,750,475 0.12 $7,714,200
RCKT Mortgage Trust 2025-CES7 A1B 5.478% 25-JUL-2055, 5.48%, 07/25/55 RCKT 2025-CES7 74943AAB8 - 7,669,998 $7,678,815 $7,678,815 0.12 $7,644,969
FHLMC 30yr Pool#TA6739 5.000% 01-Feb-2056, 5.00%, 02/01/56 FR 3142JVPZ5 - 7,756,287 $7,634,443 $7,634,443 0.12 $7,603,203
Connecticut Avenue Securities Trust 2025-R01 1M2 5.16721% 25-JAN-2045, 5.16%, 01/25/45 CAS 2025-R01 20755JAC7 - 7,526,000 $7,498,469 $7,498,469 0.11 $7,493,074
COOPR Residential Mortgage Trust 2025-CES3 A1A 4.84% 25-SEP-2060, 4.84%, 09/25/60 COOPR 2025-CES3 216926AA3 - 7,436,615 $7,389,199 $7,389,199 0.11 $7,360,204
SALUDA GR ALT MTG TR 25 RRTL1 A1, 5.32%, 10/25/40 GRADE 2025-RRTL1 79582NAA7 - 7,388,000 $7,373,544 $7,373,544 0.11 $7,341,883
COOPR Residential Mortgage Trust 2026-CES1 A1B 4.996% 25-FEB-2061, 5.00%, 01/01/61 COOPR 2026-CES1 21689GAB4 - 7,308,753 $7,284,175 $7,284,175 0.11 $7,254,760
ACHM Trust 2024-HE1 A 6.55% 25-MAY-2039, 6.55%, 05/25/39 ACHM 2024-HE1 00449TAA3 - 6,833,942 $6,993,973 $6,993,973 0.11 $6,987,756
FHLMC 30yr Pool#QX0520 5.500% 01-Dec-2054, 5.50%, 12/01/54 FR 31425USJ5 - 6,916,583 $6,984,729 $6,984,729 0.11 $6,954,085
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 $6,977,824 $6,977,824 0.11 $6,948,096
FIGRE TRUST 2025-HE6 FLTG 2055 C, 5.25%, 09/25/55 FIGRE 2025-HE6 31684NAC1 - 7,018,049 $6,946,633 $6,946,633 0.11 $6,916,981
PRPM 2025-RCF3, LLC, 5.77%, 08/25/28 PRPM 2025-6 69395KAA1 - 6,923,431 $6,936,699 $6,936,699 0.11 $6,904,496
FHLMC 30yr Pool#QG3912 5.500% 01-Jun-2053, 5.50%, 06/01/53 FR 3133C4KZ6 - 6,824,588 $6,924,660 $6,924,660 0.11 $6,894,424
LHOME Mortgage Trust 2024-RTL4 A2 6.092% 25-JUL-2039, 6.09%, 07/25/39 LHOME 2024-RTL4 50205PAB8 - 6,870,000 $6,886,666 $6,886,666 0.11 $6,880,853
Mello Mortgage Capital Acceptance 2024-SD1 A1 4.0% 25-APR-2054, 4.00%, 04/25/54 MELLO 58550DAA1 - 6,935,984 $6,810,151 $6,810,151 0.10 $6,806,298
RCKT MORTGAGE TRUST 2025 5.24863% 55, 5.25%, 08/25/55 RCKT 2025-CES8 74939WAB6 - 6,581,293 $6,558,056 $6,558,056 0.10 $6,530,230
FNMA 30yr Pool#FA0339 5.500% 01-Jan-2055, 5.50%, 01/01/55 FN 3140W0LV5 - 6,399,077 $6,527,011 $6,527,011 0.10 $6,498,660
Research-Driven Pagaya Motor Asset Trust 2026-R1|5.659|07/25/2034, 5.66%, 07/25/34 RPM 2026-R1A 76089TAA8 - 6,500,000 $6,509,208 $6,509,208 0.10 $6,502,056
FNMA 30yr Pool#FS4356 6.000% 01-May-2053, 6.00%, 05/01/53 FN 3140XKZW3 - 6,296,079 $6,472,140 $6,472,140 0.10 $6,441,709
LHOME Mortgage Trust 2024-RTL1 A1 7.017% 25-JAN-2029, 7.02%, 01/25/29 LHOME 2024-RTL1 50205DAA7 - - $6,379,315 $6,379,315 0.10 $0
HOMES 2026-INV1 Trust A1D 5.077% 25-AUG-2060, 5.08%, 08/25/60 HOMES 2026-INV1 43761FAD7 - 6,294,478 $6,314,498 $6,314,498 0.10 $6,261,623
PRET 2025-RPL2 Trust A1 4.0% 25-FEB-2065, 4.00%, 08/25/64 PRET 2025-RPL2 69392LAA2 - 6,377,162 $6,308,293 $6,308,293 0.10 $6,287,744
Ally Bank Auto Credit-Linked Notes, Series 2025-A D 4.991% 15-JUN-2033, 4.99%, 06/15/33 ABCLN 2025-A 02007G5G4 - 6,276,730 $6,287,814 $6,287,814 0.10 $6,274,761
Connecticut Avenue Securities Trust 2022-R04 1B2 13.16721% 25-MAR-2042, 13.16%, 03/25/42 CAS 2022-R04 20753YAL6 - 5,793,401 $6,230,007 $6,230,007 0.10 $6,219,417
FHLMC 30yr Pool#SD5223 6.000% 01-Apr-2054, 6.00%, 04/01/54 FR 3132DSYU0 - 5,976,760 $6,143,538 $6,143,538 0.09 $6,114,650
FNMA 30yr Pool#FM4129 4.000% 01-Sep-2050, 4.00%, 09/01/50 FN 3140X7ST7 - 6,490,822 $6,141,390 $6,141,390 0.09 $6,120,475
FIGRE TRUST 2025-HE6 FLTG 2055 B, 5.14%, 09/25/55 FIGRE 2025-HE6 31684NAB3 - 6,185,789 $6,123,079 $6,123,079 0.09 $6,097,447
FNMA 30yr Pool#DA1468 6.000% 01-Sep-2053, 6.00%, 09/01/53 FN 3140A1T23 - 5,883,290 $6,075,653 $6,075,653 0.09 $6,047,217
FNMA 30yr Pool#FS7397 6.000% 01-Mar-2054, 6.00%, 03/01/54 FN 3140XPGF0 - 5,904,495 $6,069,255 $6,069,255 0.09 $6,040,717
Brean Asset Backed Securities Trust 2024-RM9 A1 5.0% 25-SEP-2064, 5.00%, 09/25/64 BABS 2024-RM9 10638DAA8 - 6,133,092 $6,058,997 $6,058,997 0.09 $6,054,738
FHLMC 30yr Pool#QX9929 6.000% 01-Apr-2055, 6.00%, 04/01/55 FR 31426HA78 - 5,886,341 $6,053,239 $6,053,239 0.09 $6,024,788
RCKT Mortgage Trust 2024-CES1 A1B 6.325% 25-FEB-2044, 6.33%, 02/25/44 RCKT 2024-CES1 749424AB3 - 5,990,619 $6,043,233 $6,043,233 0.09 $6,012,710
FNMA 30yr Pool#DB4017 6.000% 01-May-2054, 6.00%, 05/01/54 FN 3140ADPB1 - 5,862,384 $6,025,970 $6,025,970 0.09 $5,997,635
FNMA 30yr Pool#DE6050 6.000% 01-Aug-2055, 6.00%, 08/01/55 FN 3140BJWL7 - 5,785,825 $6,008,873 $6,008,873 0.09 $5,980,908
FIGRE TRUST 2025-HE4 5.408% 55, 5.41%, 07/25/55 FIGRE 2025-HE4 31684PAA0 - 5,901,457 $5,911,520 $5,911,520 0.09 $5,885,811
PRPM 2025-RPL3 A1 3.25% 25-APR-2055, 3.25%, 04/25/55 PRPM 2025-RPL3 69392NAA8 - 6,030,201 $5,829,792 $5,829,792 0.09 $5,814,005
FHLMC 30yr Pool#QH7040 6.000% 01-Dec-2053, 6.00%, 12/01/53 FR 3133CKZD3 - 5,668,927 $5,826,836 $5,826,836 0.09 $5,799,436
Connecticut Avenue Securities, Series 2021-R02 2B2 9.86721% 25-NOV-2041, 9.86%, 11/25/41 CAS 2021-R02 20754KAJ0 - 5,616,000 $5,758,154 $5,758,154 0.09 $5,750,462
FHLMC 30yr Pool#QH4638 6.000% 01-Nov-2053, 6.00%, 11/01/53 FR 3133CHEK7 - 5,561,896 $5,716,824 $5,716,824 0.09 $5,689,941
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA3 M2 8.0119% 25-APR-2042, 8.01%, 04/25/42 STACR 2022-DNA3 35564KVE6 - 5,528,314 $5,700,590 $5,700,590 0.09 $5,694,438
TVC Mortgage Trust 2025-RRTL1 A2 6.68% 25-APR-2040, 6.68%, 04/25/40 TVC 2025-RRTL1 900927AB0 - 5,597,000 $5,673,355 $5,673,355 0.09 $5,668,162
FNMA 30yr Pool#FM7479 4.500% 01-Jan-2050, 4.50%, 01/01/50 FN 3140XBJZ4 - 5,790,312 $5,649,179 $5,649,179 0.09 $5,628,189
FNMA 30yr Pool#DE7796 6.000% 01-Aug-2055, 6.00%, 08/01/55 FN 3140BLUW0 - 5,494,266 $5,648,153 $5,648,153 0.09 $5,621,597
FIGRE Trust 2026-HE1 C 5.434% 25-JAN-2056, 5.43%, 01/25/56 FIGRE 2026-HE1 30249NAE7 - 5,613,757 $5,616,271 $5,616,271 0.09 $5,591,697
FNMA 30yr Pool#DD5556 6.000% 01-Mar-2055, 6.00%, 03/01/55 FN DD5556 MTGE 3140B6E68 - 5,378,496 $5,529,140 $5,529,140 0.08 $5,503,144
SF ABS ISSUER 2025-1 0%55 A2, 5.38%, 11/25/55 SFARM 2025-1A 784193AA2 - 5,750,000 $5,515,687 $5,515,687 0.08 $5,511,393
FHLMC 30yr Pool#SD3018 5.500% 01-May-2053, 5.50%, 05/01/53 FR 3132DQK70 - 5,432,869 $5,515,449 $5,515,449 0.08 $5,491,378
MS RES MTG LN TR 2025-SPL1 A1, 4.25%, 02/25/65 MSRM 2025-SPL1 617946AA6 - 5,668,838 $5,508,775 $5,508,775 0.08 $5,489,367
FNMA 30yr Pool#FS1578 4.000% 01-Oct-2050, 4.00%, 10/01/50 FN 3140XGXG9 - 5,748,447 $5,472,297 $5,472,297 0.08 $5,453,774
FHLMC 30yr Pool#SD3813 6.000% 01-Jul-2053, 6.00%, 07/01/53 FR 3132E0GW6 - 5,278,245 $5,443,359 $5,443,359 0.08 $5,417,847
FNMA 30yr Pool#FS0088 4.000% 01-Mar-2050, 4.00%, 03/01/50 FN 3140XFC25 - 5,670,817 $5,408,554 $5,408,554 0.08 $5,390,282
BX Trust 2021-SDMF A 4.383% 15-SEP-2034, 4.38%, 09/15/34 BX 2021-SDMF 12434CAA2 - 5,355,350 $5,360,161 $5,360,161 0.08 $5,350,395
FHLMC 30yr Pool#SD2606 4.500% 01-Sep-2051, 4.50%, 09/01/51 FR 3132DP3P1 - 5,471,350 $5,317,541 $5,317,541 0.08 $5,297,707
LHOME Mortgage Trust 2024-RTL2 A1 7.128% 25-MAR-2029, 7.13%, 03/25/29 LHOME 50205JAA4 - 5,293,684 $5,311,837 $5,311,837 0.08 $5,306,596
Huntington Bank Auto Credit-Linked Notes, Series 2025-1 B 4.957% 20-MAR-2033, 4.96%, 03/21/33 HACLN 2025-1 446438SX2 - 5,205,712 $5,222,882 $5,222,882 0.08 $5,215,714
OCEANVIEW MORTGAGE TRUST 4.99888% 55, 4.56%, 12/25/55 BVINV 2025-4 67647DAU3 - 5,216,742 $5,220,037 $5,220,037 0.08 $5,216,732
PRPM 2025-5 0%30, 5.73%, 07/25/30 PRPM 2025-5 69392RAA9 - 5,149,317 $5,157,358 $5,157,358 0.08 $5,133,593
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 $5,061,918 $5,061,918 0.08 $5,048,631
FNMA 30yr Pool#DB4019 6.000% 01-May-2054, 6.00%, 05/01/54 FN 3140ADPD7 - 4,923,600 $5,060,957 $5,060,957 0.08 $5,037,160
FHLMC 30yr Pool#QJ9072 6.000% 01-Nov-2054, 6.00%, 11/01/54 FR 3133D1CH0 - 4,910,969 $5,048,006 $5,048,006 0.08 $5,024,270
FNMA 30yr Pool#BX5986 5.500% 01-Mar-2053, 5.50%, 03/01/53 FN 3140NAUL5 - 4,924,241 $5,031,655 $5,031,655 0.08 $5,009,838
FNMA 30yr Pool#DC7015 5.500% 01-Dec-2054, 5.50%, 12/01/54 FN 3140AUYM9 - 4,952,400 $5,001,194 $5,001,194 0.08 $4,979,252
FNMA 30yr Pool#BY0337 6.500% 01-May-2053, 6.50%, 05/01/53 FN 3140NGLT5 - 4,761,620 $4,978,752 $4,978,752 0.08 $4,953,820
JP Morgan Mortgage Trust 2026-CES1 A3 5.332% 25-JUN-2056, 5.33%, 06/25/56 JPMMT 2026-CES1 46660BAE9 - 5,000,000 $4,962,114 $4,962,114 0.08 $4,940,638
FNMA 30yr Pool#CA0706 4.000% 01-Nov-2047, 4.00%, 11/01/47 FN 3140Q7YC5 - 5,150,543 $4,888,770 $4,888,770 0.07 $4,872,174
FHLMC 30yr Pool#QF9863 5.500% 01-Mar-2053, 5.50%, 03/01/53 FR 3133BX5Y3 - 4,782,011 $4,881,565 $4,881,565 0.07 $4,860,378
ABL 2024-RTL1 A2 7.457% 25-SEP-2029, 7.46%, 09/25/29 ABL 2024-RTL1 00092EAB4 - 4,840,000 $4,851,737 $4,851,737 0.07 $4,846,724
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 $4,823,438 $4,823,438 0.07 $4,794,411
FNMA 30yr Pool#DA5019 6.500% 01-Nov-2053, 6.50%, 11/01/53 FN 3140A5SH2 - 4,571,554 $4,808,553 $4,808,553 0.07 $4,784,616
Kinetic ABS Issuer, Secured Fiber Network Revenue Term Notes, Series 2026-1 B_261 5.561% 25-FEB-2056, 5.56%, 02/25/56 UNITK 2026-1A 49459AAC4 - 4,810,000 $4,771,831 $4,771,831 0.07 $4,768,116
Homeward Opportunities Fund Trust 2025-RRTL2 A1 5.237% 25-AUG-2040, 5.24%, 09/25/40 HOF 2025-RRTL2 437923AA3 - 4,682,000 $4,683,876 $4,683,876 0.07 $4,680,471
FHLMC 30yr Pool#SD2715 4.500% 01-Sep-2050, 4.50%, 09/01/50 FR 3132DQAQ9 - 4,759,617 $4,631,498 $4,631,498 0.07 $4,614,244
FHLMC 30yr Pool#QZ1060 6.000% 01-Aug-2055, 6.00%, 08/01/55 FR 31426XFA1 - 4,444,396 $4,572,234 $4,572,234 0.07 $4,550,753
Connecticut Avenue Securities Trust 2022-R07 1M2 8.31721% 25-JUN-2042, 8.31%, 06/25/42 CAS 2022-R07 20754MCB1 - 4,397,000 $4,569,597 $4,569,597 0.07 $4,564,521
PRPM 2025 RCF4 LLC 4.5% 55, 4.50%, 08/25/55 PRPM 2025-RCF4 69382WAA0 - 4,591,533 $4,545,111 $4,545,111 0.07 $4,528,467
FNMA 30yr Pool#BX9326 5.500% 01-Mar-2053, 5.50%, 03/01/53 FN 3140NELG8 - 4,437,024 $4,529,396 $4,529,396 0.07 $4,509,738
FNMA 30yr Pool#DC5656 5.000% 01-Nov-2054, 5.00%, 11/01/54 FN 3140ATJA5 - 4,573,566 $4,513,580 $4,513,580 0.07 $4,495,159
FHLMC 30yr Pool#QH4473 6.000% 01-Nov-2053, 6.00%, 11/01/53 FR 3133CG6J1 - 4,391,040 $4,513,353 $4,513,353 0.07 $4,492,130
Affirm Asset Securitization Trust 2025-X2 C 4.93% 15-OCT-2030, 4.93%, 10/15/30 AFFRM 2025-X2 00835DAC6 - 4,500,000 $4,508,074 $4,508,074 0.07 $4,498,830
FNMA 30yr Pool#DE9377 6.000% 01-Sep-2055, 6.00%, 09/01/55 FN 3140BNM39 - 4,331,758 $4,456,356 $4,456,356 0.07 $4,435,419
FHLMC 30yr Pool#RA1100 4.000% 01-Jul-2049, 4.00%, 07/01/49 FR 3133KGGH5 - 4,655,252 $4,405,075 $4,405,075 0.07 $4,390,075
FHLMC 30yr Pool#QH2259 6.000% 01-Sep-2053, 6.00%, 09/01/53 FR 3133CEQL9 - 4,233,839 $4,351,773 $4,351,773 0.07 $4,331,309
EFMT 2026-CES1 A3 5.466% 25-DEC-2060, 5.47%, 12/25/60 EFMT 2026-CES1 26846MAE4 - 4,250,000 $4,237,096 $4,237,096 0.06 $4,218,383
FNMA 30yr Pool#DD3307 6.000% 01-Feb-2055, 6.00%, 02/01/55 FN DD3307 MTGE 3140B3U91 - 4,042,060 $4,155,273 $4,155,273 0.06 $4,135,736
FNMA 30yr Pool#FS3246 5.500% 01-Nov-2052, 5.50%, 11/01/52 FN 3140XJTC7 - 4,054,688 $4,143,134 $4,143,134 0.06 $4,125,169
FIGRE Trust 2025-HE3 B 5.71% 25-MAY-2055, 5.71%, 05/25/55 FIGRE 2025-HE3 31684LAB7 - 4,092,566 $4,136,765 $4,136,765 0.06 $4,117,940
Vista Point Securitization Trust 2026-CES1 A3 5.376% 25-FEB-2056, 5.38%, 02/25/56 VSTA 2026-CES1 92790EAC4 - 4,169,000 $4,133,891 $4,133,891 0.06 $4,112,724
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-HQA4 B2 10.6619% 25-DEC-2041, 10.66%, 12/25/41 STACR 2021-HQA4 35564KPP8 - 4,000,000 $4,133,419 $4,133,419 0.06 $4,127,495
FNMA 30yr Pool#FA3788 5.500% 01-Nov-2055, 5.50%, 11/01/55 FN 3140W4F69 - 4,006,703 $4,092,208 $4,092,208 0.06 $4,074,456
EASY STREET MORTGAGE LN 5.606%40 A1, 5.61%, 10/25/40 EASY 2025-RTL2 27786YAA6 - 4,100,000 $4,080,340 $4,080,340 0.06 $4,077,147
FHLMC 30yr Pool#QF7280 5.500% 01-Jan-2053, 5.50%, 01/01/53 FR 3133BVCR4 - 3,981,097 $4,067,938 $4,067,938 0.06 $4,050,299
Ginnie Mae REMIC Trust 2023-116 LF 4.96154% 20-AUG-2053, 4.97%, 08/20/53 GNR 2023-116 38384EFT7 - 4,018,188 $4,057,608 $4,057,608 0.06 $4,052,057
FIGRE TRUST 2025-FL1 5.265% 55, 5.26%, 07/25/55 FIGRE 2025-FL1 31684QAA8 - 4,034,649 $4,042,168 $4,042,168 0.06 $4,025,056
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 $3,993,265 $3,993,265 0.06 $3,975,794
FNMA 30yr Pool#CB2907 3.500% 01-Feb-2052, 3.50%, 02/01/52 FN 3140QNGR7 - 4,311,292 $3,985,629 $3,985,629 0.06 $3,973,474
JP Morgan Mortgage Trust 2026-CES1 A2 5.182% 25-JUN-2056, 5.18%, 06/25/56 JPMMT 2026-CES1 46660BAD1 - 4,000,000 $3,963,769 $3,963,769 0.06 $3,947,071
FNMA 30yr Pool#BW6314 5.500% 01-Aug-2052, 5.50%, 08/01/52 FN 3140MYAQ5 - 3,835,020 $3,907,659 $3,907,659 0.06 $3,890,668
FNMA 30yr Pool#DE7795 6.000% 01-Aug-2055, 6.00%, 08/01/55 FN 3140BLUV2 - 3,795,136 $3,904,299 $3,904,299 0.06 $3,885,956
FHLMC 30yr Pool#QH5204 6.500% 01-Nov-2053, 6.50%, 11/01/53 FR 3133CHX91 - 3,698,389 $3,890,122 $3,890,122 0.06 $3,870,756
Fannie Mae REMIC Trust 2020-98 AI 3.5% 25-JAN-2061, 3.50%, 01/25/61 FNR 2020-98 3136BDLE6 - 18,357,737 $3,878,981 $3,878,981 0.06 $3,827,223
FIGRE Trust 2025-HE3 C 5.91% 25-MAY-2055, 5.91%, 05/25/55 FIGRE 2025-HE3 31684LAC5 - 3,847,012 $3,872,521 $3,872,521 0.06 $3,854,206
EFMT 2026-CES1 A2 5.316% 25-DEC-2060, 5.32%, 12/25/60 EFMT 2026-CES1 26846MAD6 - 3,881,000 $3,863,394 $3,863,394 0.06 $3,846,775
FHLMC 30yr Pool#QX6719 6.000% 01-Feb-2055, 6.00%, 02/01/55 FR 31426CPD0 - 3,754,151 $3,859,299 $3,859,299 0.06 $3,841,154
FNMA 30yr Pool#DA5072 6.500% 01-Nov-2053, 6.50%, 11/01/53 FN 3140A5T65 - 3,665,293 $3,832,335 $3,832,335 0.06 $3,813,143
FIGRE Trust 2026-HE1 B 5.183% 25-JAN-2056, 5.18%, 01/25/56 FIGRE 2026-HE1 30249NAD9 - 3,769,443 $3,765,450 $3,765,450 0.06 $3,749,711
FNMA 30yr Pool#BY0335 6.000% 01-May-2053, 6.00%, 05/01/53 FN 3140NGLR9 - 3,642,526 $3,733,512 $3,733,512 0.06 $3,715,906
FNMA 30yr Pool#FS2135 4.000% 01-Nov-2049, 4.00%, 11/01/49 FN 3140XHLR6 - 3,913,403 $3,706,519 $3,706,519 0.06 $3,693,909
FHLMC 30yr Pool#QH1144 5.500% 01-Sep-2053, 5.50%, 09/01/53 FR 3133CDHV9 - 3,481,605 $3,557,551 $3,557,551 0.05 $3,542,125
FNMA 30yr Pool#FS2713 4.500% 01-Oct-2050, 4.50%, 10/01/50 FN 3140XJAP8 - 3,603,924 $3,516,082 $3,516,082 0.05 $3,503,017
FHLMC 30yr Pool#QI8221 6.000% 01-Jun-2054, 6.00%, 06/01/54 FR 3133WFD20 - 3,411,256 $3,506,445 $3,506,445 0.05 $3,489,957
FNMA 30yr Pool#DF1002 6.000% 01-Oct-2055, 6.00%, 10/01/55 FN 3140BRDG1 - 3,386,818 $3,484,497 $3,484,497 0.05 $3,468,128
FNMA 30yr Pool#BX6124 6.500% 01-Jan-2053, 6.50%, 01/01/53 FN 3140NAYW7 - 3,260,649 $3,453,278 $3,453,278 0.05 $3,436,205
FHLMC 30yr Pool#QH0826 5.500% 01-Sep-2053, 5.50%, 09/01/53 FR 3133CC4K9 - 3,372,724 $3,446,294 $3,446,294 0.05 $3,431,351
FHLMC 30yr Pool#QZ3837 6.000% 01-Sep-2055, 6.00%, 09/01/55 FR 31427BHP3 - 3,334,221 $3,430,126 $3,430,126 0.05 $3,414,011
FHLMC 30yr Pool#QF7810 5.500% 01-Jan-2053, 5.50%, 01/01/53 FR 3133BVVB8 - 3,343,343 $3,416,272 $3,416,272 0.05 $3,401,459
OBX 2026 HE1 FLTG 2056 A1B, 5.16%, 02/25/56 OBX 2026-HE1 67124BAB1 - 3,369,884 $3,379,694 $3,379,694 0.05 $3,364,017
FHLMC 30yr Pool#QH7549 6.000% 01-Dec-2053, 6.00%, 12/01/53 FR 3133CLL61 - 3,282,532 $3,373,968 $3,373,968 0.05 $3,358,102
FHLMC 30yr Pool#SD1416 4.500% 01-Dec-2048, 4.50%, 12/01/48 FR 3132DNSD6 - 3,457,883 $3,373,600 $3,373,600 0.05 $3,361,066
FINANCE OF AMERICA STRUCTURE 3.5% 74, 3.50%, 02/25/74 FASST 2024-S1 31740RAB6 - 3,411,353 $3,356,312 $3,356,312 0.05 $3,354,653
FNMA 30yr Pool#FM7031 4.000% 01-Jan-2051, 4.00%, 01/01/51 FN 3140XAY55 - 3,518,665 $3,329,239 $3,329,239 0.05 $3,317,901
Connecticut Avenue Securities Trust 2024-R06 1M2 5.26721% 25-SEP-2044, 5.26%, 09/25/44 CAS 2024-R06 20755RAC9 - 3,317,962 $3,320,665 $3,320,665 0.05 $3,318,240
FHLMC 30yr Pool#QX5273 6.000% 01-Feb-2055, 6.00%, 02/01/55 FR 31426A2F4 - 3,211,449 $3,301,063 $3,301,063 0.05 $3,285,541
RCKT Mortgage Trust 2025-CES2 A1B 5.603% 25-FEB-2055, 5.60%, 02/25/55 RCKT 2025-CES2 74942BAB7 - 3,267,122 $3,277,730 $3,277,730 0.05 $3,262,983
RCKT Mortgage Trust 2026-CES1 A1B 4.928% 25-JAN-2056, 4.93%, 01/25/56 RCKT 2026-CES1 74939BAB2 - 3,266,503 $3,249,211 $3,249,211 0.05 $3,236,243
RCKT Mortgage Trust 2023-CES1 A1A 6.515% 25-JUN-2043, 6.51%, 06/25/43 RCKT 74935WAA2 - 3,195,307 $3,209,240 $3,209,240 0.05 $3,192,471
FHLMC 30yr Pool#QH6041 5.500% 01-Dec-2053, 5.50%, 12/01/53 FR 3133CJWA5 - 3,116,389 $3,162,086 $3,162,086 0.05 $3,148,278
EFMT 2025-RTL1 0% 40, 5.22%, 11/25/40 EFMT 2025-RTL1 26846FAA7 - 3,108,000 $3,098,418 $3,098,418 0.05 $3,096,164
FNMA 30yr Pool#FM1540 4.000% 01-Sep-2049, 4.00%, 09/01/49 FN 3140X4WA0 - 3,274,071 $3,098,120 $3,098,120 0.05 $3,087,571
FNMA 30yr Pool#MA4026 4.000% 01-May-2050, 4.00%, 05/01/50 FN 31418DPL0 - 3,261,840 $3,087,309 $3,087,309 0.05 $3,076,799
FHLMC 30yr Pool#QZ4951 6.000% 01-Oct-2055, 6.00%, 10/01/55 FR 31427CQD8 - 2,983,058 $3,068,862 $3,068,862 0.05 $3,054,444
FHLMC 30yr Pool#SD1111 4.000% 01-Jun-2050, 4.00%, 06/01/50 FR 3132DNGU1 - 3,158,188 $3,015,355 $3,015,355 0.05 $3,005,179
BX Trust 2021-BXMF C 4.98527% 15-OCT-2038, 4.98%, 10/15/26 BX 2021-BXMF 05609RAJ3 - 2,958,012 $2,960,492 $2,960,492 0.05 $2,954,356
COOPR Residential Mortgage Trust 2026-CES1 A2 5.158% 25-FEB-2061, 5.16%, 01/01/61 COOPR 2026-CES1 21689GAD0 - 2,949,000 $2,938,040 $2,938,040 0.04 $2,925,787
U.S. Bank Auto Credit Linked Notes, Series 2023-1 B 6.789% 25-AUG-2032, 6.79%, 08/25/32 USCLN 2023-1 90357PAV6 - 2,890,861 $2,915,870 $2,915,870 0.04 $2,913,144
GWT Commercial Mortgage Trust 2024-WLF2 A 5.37124% 15-MAY-2041, 5.36%, 05/15/41 GWT 2024-WLF2 362414AA2 - 2,900,000 $2,905,298 $2,905,298 0.04 $2,898,817
FNMA 30yr Pool#MA4056 4.000% 01-Jun-2050, 4.00%, 06/01/50 FN 31418DQJ4 - 3,030,068 $2,867,939 $2,867,939 0.04 $2,858,175
Structured Agency Credit Risk (STACR) Debt Notes, Series 2020-DNA1 B2 9.03169% 25-JAN-2050, 9.03%, 01/25/50 STACR 2020-DNA1 35565HBE4 - 2,560,595 $2,857,696 $2,857,696 0.04 $2,854,486
UMBS TBA 30yr 4% April Delivery, 4.00%, 04/13/26 FNCL 01F040644 - 3,019,000 $2,817,666 $2,817,666 0.04 $2,817,666
FNMA 30yr Pool#BX8700 5.500% 01-Mar-2053, 5.50%, 03/01/53 FN 3140NDU21 - 2,741,349 $2,798,420 $2,798,420 0.04 $2,786,274
FHLMC 30yr Pool#QZ4131 6.000% 01-Sep-2055, 6.00%, 09/01/55 FR 31427BSV8 - 2,720,543 $2,796,742 $2,796,742 0.04 $2,783,592
FHLMC 30yr Pool#QG2539 6.500% 01-May-2053, 6.50%, 05/01/53 FR 3133C2ZC5 - 2,674,994 $2,779,885 $2,779,885 0.04 $2,765,879
Chase Mortgage Reference Notes, Series 2021-CL1 M1 4.86721% 25-FEB-2050, 4.86%, 02/25/50 CHASE 2021-CL1 46591HBX7 - 2,829,328 $2,758,407 $2,758,407 0.04 $2,756,494
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 $2,755,649 $2,755,649 0.04 $2,752,937
Fannie Mae Pool|4|03/01/2050, 4.00%, 03/01/50 FN 3140X8S24 - 2,904,565 $2,751,013 $2,751,013 0.04 $2,741,654
RCKT MORTGAGE TRUST 2025-CE 5.16% 34, 5.16%, 07/25/34 RCKTL 2025-1A 74939RAC5 - 2,750,000 $2,746,260 $2,746,260 0.04 $2,744,289
UMBS TBA 30yr 4.5% April Delivery, 4.50%, 04/13/26 FNCL 01F042640 - 2,867,000 $2,740,069 $2,740,069 0.04 $2,740,069
FNMA 30yr Pool#MA3496 4.500% 01-Oct-2048, 4.50%, 10/01/48 FN 31418C3E2 - 2,800,799 $2,732,533 $2,732,533 0.04 $2,722,380
FHLMC 30yr Pool#QE6404 5.500% 01-Jul-2052, 5.50%, 07/01/52 FR 3133BGDH8 - 2,677,741 $2,728,461 $2,728,461 0.04 $2,716,597
OBX TRUST 2026-HE1 FLTG 2056 M1, 5.31%, 02/25/56 OBX 2026-HE1 67124BAD7 - 2,707,000 $2,709,348 $2,709,348 0.04 $2,696,574
FHLMC 30yr Pool#QE8542 5.500% 01-Aug-2052, 5.50%, 08/01/52 FR 3133BJP30 - 2,620,373 $2,670,006 $2,670,006 0.04 $2,658,396
FHLMC 30yr Pool#SD6905 6.000% 01-Nov-2054, 6.00%, 11/01/54 FR 3132DUU62 - 2,578,114 $2,650,038 $2,650,038 0.04 $2,637,577
FNMA 30yr Pool#BV5393 3.500% 01-Apr-2052, 3.50%, 04/01/52 FN 3140MJ7F6 - 2,864,456 $2,639,547 $2,639,547 0.04 $2,631,470
FHLMC 30yr Pool#QF9276 5.500% 01-Mar-2053, 5.50%, 03/01/53 FR 3133BXJV4 - 2,558,497 $2,614,306 $2,614,306 0.04 $2,602,971
FHLMC 30yr Pool#SD2897 5.500% 01-May-2053, 5.50%, 05/01/53 FR 3132DQGE0 - 2,532,769 $2,571,266 $2,571,266 0.04 $2,560,045
EFMT 2026-CES1 A1B 5.116% 25-DEC-2060, 5.12%, 12/25/60 EFMT 2026-CES1 26846MAB0 - 2,575,965 $2,566,153 $2,566,153 0.04 $2,555,537
Vista Point Securitization Trust 2026-CES1 A2 5.226% 25-FEB-2056, 5.23%, 02/25/56 VSTA 2026-CES1 92790EAB6 - 2,600,000 $2,563,550 $2,563,550 0.04 $2,550,717
FNMA 30yr Pool#DE2839 6.000% 01-Jun-2055, 6.00%, 06/01/55 FN 3140BFEM3 - 2,482,560 $2,553,968 $2,553,968 0.04 $2,541,969
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-HQA3 B2 9.9119% 25-SEP-2041, 9.91%, 09/25/41 STACR 2021-HQA3 35564KKL2 - 2,504,211 $2,553,587 $2,553,587 0.04 $2,550,140
FHLMC 30yr Pool#Q57869 4.000% 01-Aug-2048, 4.00%, 08/01/48 FG 3132Y1W79 - 2,691,478 $2,552,293 $2,552,293 0.04 $2,543,620
FIGRE Trust 2024-HE4 B 5.252% 25-SEP-2054, 5.25%, 09/25/54 FIGRE 2024-HE4 31684UAB7 - 2,540,240 $2,532,663 $2,532,663 0.04 $2,530,810
BX Trust 2021-BXMF G 7.143513% 15-OCT-2038, 7.14%, 10/15/26 BX 2021-BXMF 05609RAS3 - 2,488,884 $2,489,993 $2,489,993 0.04 $2,482,591
Bayview Opportunity Master Fund VII Trust 2024-CAR1 B 4.96721% 25-DEC-2031, 4.96%, 12/26/31 BVCLN 2024-CAR1 07336QAB8 - 2,471,549 $2,489,038 $2,489,038 0.04 $2,477,199
PRPM 2026-RCF1 A3 5.305% 25-JAN-2056, 5.30%, 01/25/56 PRPM 2026-RCF1 69383VAF0 - 2,500,000 $2,485,822 $2,485,822 0.04 $2,475,138
PRPM 2026-RCF1 A2 5.206% 25-JAN-2056, 5.21%, 01/25/56 PRPM 2026-RCF1 69383VAB9 - 2,500,000 $2,485,652 $2,485,652 0.04 $2,475,168
FHLMC 30yr Pool#SD3523 3.000% 01-Jun-2052, 3.00%, 06/01/52 FR 3132DQ4G8 - 2,757,726 $2,429,748 $2,429,748 0.04 $2,423,084
FNMA 30yr Pool#BY8533 6.500% 01-Aug-2053, 6.50%, 08/01/53 FN 3140NRPT7 - 2,300,691 $2,405,543 $2,405,543 0.04 $2,393,496
FNMA 30yr Pool#DG3733 5.000% 01-Mar-2056, 5.00%, 03/01/56 FN 3140U7EF5 - 2,433,489 $2,395,262 $2,395,262 0.04 $2,385,460
Ginnie Mae REMIC Trust 2017-163 LO 0.0% 16-MAY-2041, 0.00%, 05/16/41 GNR 2017-163 38380KNA9 - 3,132,404 $2,384,973 $2,384,973 0.04 $2,384,973
PRPM 2025-RCF3 LLC 5.25% 55, 5.25%, 07/25/55 PRPM 2025-RCF3 69392PAB1 - 2,380,125 $2,382,859 $2,382,859 0.04 $2,372,793
FNMA 30yr Pool#DC1302 5.000% 01-Aug-2054, 5.00%, 08/01/54 FN 3140ANNU9 - 2,414,212 $2,381,489 $2,381,489 0.04 $2,371,765
FNMA 30yr Pool#BY5913 5.500% 01-Sep-2053, 5.50%, 09/01/53 FN 3140NNSB2 - 2,308,999 $2,359,366 $2,359,366 0.04 $2,349,136
FHLMC 30yr Pool#QF0488 5.500% 01-Sep-2052, 5.50%, 09/01/52 FR 3133BMRH0 - 2,311,147 $2,354,923 $2,354,923 0.04 $2,344,683
Connecticut Avenue Securities Trust 2022-R08 1M2 7.26721% 25-JUL-2042, 7.26%, 07/25/42 CAS 2022-R08 20755DAB2 - 2,280,000 $2,349,104 $2,349,104 0.04 $2,346,805
FNMA 30yr Pool#DA3549 6.500% 01-Oct-2053, 6.50%, 10/01/53 FN 3140A35K5 - 2,208,444 $2,322,935 $2,322,935 0.04 $2,311,371
Morgan Stanley Residential Mortgage Loan Trust 2026-NQM1 A2 5.032% 25-DEC-2070, 5.03%, 12/25/70 MSRM 2026-NQM1 61780XAF2 - 2,325,153 $2,308,855 $2,308,855 0.04 $2,299,430
Saluda Grade Alternative Mortgage Trust 2024-FIG5 B 6.603% 25-APR-2054, 6.60%, 04/25/54 GRADE 2024-FIG5 79582MAB7 - 2,285,964 $2,293,753 $2,293,753 0.04 $2,281,594
FNMA 30yr Pool#DF0313 6.000% 01-Sep-2055, 6.00%, 09/01/55 FN 3140BQK34 - 2,201,631 $2,264,958 $2,264,958 0.03 $2,254,317
FHLMC 30yr Pool#QY9883 6.000% 01-Aug-2055, 6.00%, 08/01/55 FR 31426U6V1 - 2,153,338 $2,215,276 $2,215,276 0.03 $2,204,868
Ally Bank Auto Credit-Linked Notes, Series 2024-A C 6.022% 15-MAY-2032, 6.02%, 05/17/32 ABCLN 2024-A 02007GZ63 - 2,173,854 $2,204,854 $2,204,854 0.03 $2,199,399
PRPM 2024-RCF2 A1 3.75% 25-MAR-2054, 3.75%, 03/25/54 PRPM 2024-RCF2 693987AA7 - 2,226,444 $2,180,471 $2,180,471 0.03 $2,179,312
FHLMC 30yr Pool#QG2543 5.500% 01-May-2053, 5.50%, 05/01/53 FR 3133C2ZG6 - 2,054,685 $2,084,814 $2,084,814 0.03 $2,075,710
FNMA 30yr Pool#BY0338 6.500% 01-May-2053, 6.50%, 05/01/53 FN 3140NGLU2 - 1,901,189 $1,986,151 $1,986,151 0.03 $1,976,196
FNMA 30yr Pool#FS1640 4.000% 01-Apr-2052, 4.00%, 04/01/52 FN 3140XGZE2 - 2,083,948 $1,973,812 $1,973,812 0.03 $1,967,097
FNMA 30yr Pool#FS3001 4.000% 01-Oct-2051, 4.00%, 10/01/51 FN 3140XJKP7 - 2,081,613 $1,969,550 $1,969,550 0.03 $1,962,843
FNMA 30yr Pool#DA0036 6.500% 01-Sep-2053, 6.50%, 09/01/53 FN 3140A0BE8 - 1,849,244 $1,933,522 $1,933,522 0.03 $1,923,839
FNMA 30yr Pool#CA7849 4.500% 01-Oct-2050, 4.50%, 10/01/50 FN 3140QFWK1 - 1,968,888 $1,915,889 $1,915,889 0.03 $1,908,752
FHLMC 30yr Pool#QX7432 6.000% 01-Feb-2055, 6.00%, 02/01/55 FR 31426DHJ4 - 1,861,615 $1,913,756 $1,913,756 0.03 $1,904,758
FNMA 30yr Pool#BX8072 5.500% 01-Mar-2053, 5.50%, 03/01/53 FN 3140NC6J3 - 1,864,468 $1,903,283 $1,903,283 0.03 $1,895,023
Chase Mortgage Reference Notes, Series 2020-CL1 M2 6.28821% 25-OCT-2057, 6.29%, 10/25/57 CHASE 2020-CL1 46591HAH3 - 1,861,039 $1,902,642 $1,902,642 0.03 $1,901,016
Santander Bank Auto Credit-Linked Notes, Series 2024-A B 5.622% 15-JUN-2032, 5.62%, 06/15/32 SBCLN 2024-A 80290CCJ1 - 1,835,919 $1,858,372 $1,858,372 0.03 $1,854,071
FIGRE Trust 2024-HE1 B 6.506% 25-MAR-2054, 6.51%, 03/25/54 FIGRE 2024-HE1 31684HAB6 - 1,807,872 $1,838,076 $1,838,076 0.03 $1,836,443
FNMA 30yr Pool#DF0998 6.000% 01-Oct-2055, 6.00%, 10/01/55 FN 3140BRDC0 - 1,767,400 $1,818,237 $1,818,237 0.03 $1,809,694
FHLMC 30yr Pool#SI2017 4.000% 01-Dec-2048, 4.00%, 12/01/48 FR 3133USG21 - 1,914,077 $1,812,880 $1,812,880 0.03 $1,806,713
RAM 2024-1 A 5.95% 15-FEB-2039, 6.67%, 02/15/39 RAM 2024-1 751313AA5 - 1,798,533 $1,804,394 $1,804,394 0.03 $1,799,396
FNMA 30yr Pool#BY0361 6.500% 01-Jun-2053, 6.50%, 06/01/53 FN 3140NGMK3 - 1,712,212 $1,787,026 $1,787,026 0.03 $1,778,061
Chase Mortgage Reference Notes, Series 2021-CL1 M3 5.21721% 25-FEB-2050, 5.21%, 02/25/50 CHASE 2021-CL1 46591HBZ2 - 1,845,193 $1,785,671 $1,785,671 0.03 $1,784,335
Connecticut Avenue Securities Trust 2022-R06 1B2 14.26721% 25-MAY-2042, 14.26%, 05/25/42 CAS 2022-R06 20754NAR6 - 1,596,475 $1,747,413 $1,747,413 0.03 $1,744,251
Foundation Finance Trust 2023-2 A 6.53% 15-JUN-2049, 6.53%, 06/15/49 FFIN 2023-2A 35042RAA4 - 1,693,764 $1,745,387 $1,745,387 0.03 $1,740,778
FHLMC 30yr Pool#QI4878 6.000% 01-Apr-2054, 6.00%, 04/01/54 FR 3133WBM37 - 1,688,854 $1,735,980 $1,735,980 0.03 $1,727,817
FNMA 30yr Pool#DA3538 6.000% 01-Oct-2053, 6.00%, 10/01/53 FN 3140A34Y6 - 1,688,141 $1,735,164 $1,735,164 0.03 $1,727,005
FHF Trust 2024-1 (First Help Financial) A2 5.69% 15-FEB-2030, 5.69%, 02/15/30 FHF 2024-1A 31568AAB2 - 1,694,254 $1,704,281 $1,704,281 0.03 $1,700,264
FHLMC 30yr Pool#SD1551 4.000% 01-Mar-2050, 4.00%, 03/01/50 FR 3132DNWL3 - 1,796,335 $1,701,370 $1,701,370 0.03 $1,695,582
PRPM 2025-RCF3 LLC 5.25% 55, 5.25%, 07/25/55 PRPM 2025-RCF3 69392PAC9 - 1,700,000 $1,688,511 $1,688,511 0.03 $1,681,322
FNMA 30yr Pool#MA3521 4.000% 01-Nov-2048, 4.00%, 11/01/48 FN 31418C4F8 - 1,746,541 $1,654,209 $1,654,209 0.03 $1,648,582
FHLMC 30yr Pool#QG2540 6.500% 01-May-2053, 6.50%, 05/01/53 FR 3133C2ZD3 - 1,586,474 $1,648,424 $1,648,424 0.03 $1,640,117
Fannie Mae Pool|4|08/01/2050, 4.00%, 08/01/50 FN 3140X8UA3 - 1,741,466 $1,648,377 $1,648,377 0.03 $1,642,765
NRZ MSR-Collateralized Notes, Series 2021-FHT1 A 3.104% 25-JUL-2026, 3.10%, 07/25/26 NZES 2021-FHT1 62955MAB2 - 1,626,552 $1,611,507 $1,611,507 0.02 $1,610,806
Chase Mortgage Reference Notes, Series 2021-CL1 M2 5.01721% 25-FEB-2050, 5.01%, 02/25/50 CHASE 2021-CL1 46591HBY5 - 1,662,230 $1,609,707 $1,609,707 0.02 $1,608,550
FHLMC 30yr Pool#SD0943 3.500% 01-Apr-2052, 3.50%, 04/01/52 FR 3132DNBL6 - 1,739,269 $1,607,890 $1,607,890 0.02 $1,602,986
FNMA 30yr Pool#DD4221 6.000% 01-Feb-2055, 6.00%, 02/01/55 FN DD4221 MTGE 3140B4VP2 - 1,549,738 $1,592,983 $1,592,983 0.02 $1,585,492
FHLMC 30yr Pool#SD4456 4.000% 01-Aug-2050, 4.00%, 08/01/50 FR 3132E05R9 - 1,623,027 $1,535,652 $1,535,652 0.02 $1,530,422
FHLMC 30yr Pool#QZ4132 6.000% 01-Sep-2055, 6.00%, 09/01/55 FR 31427BSW6 - 1,486,845 $1,529,613 $1,529,613 0.02 $1,522,426
FNMA 30yr Pool#CB2681 3.500% 01-Jan-2052, 3.50%, 01/01/52 FN 3140QM6T6 - 1,643,271 $1,519,270 $1,519,270 0.02 $1,514,637
FNMA 30yr Pool#DC9709 6.000% 01-Jan-2055, 6.00%, 01/01/55 FN 3140AXYF8 - 1,466,113 $1,507,014 $1,507,014 0.02 $1,499,928
Santander Bank Auto Credit-Linked Notes, Series 2023-B B 5.64% 15-DEC-2033, 5.64%, 12/15/33 SBCLN 2023-B 80290CCB8 - 1,476,465 $1,493,084 $1,493,084 0.02 $1,489,614
FHLMC 30yr Pool#QY7439 6.000% 01-Jun-2055, 6.00%, 06/01/55 FR 31426SHR3 - 1,427,716 $1,468,782 $1,468,782 0.02 $1,461,882
FHLMC 30yr Pool#Q58477 4.000% 01-Sep-2048, 4.00%, 09/01/48 FG 3132Y2M37 - 1,493,387 $1,415,939 $1,415,939 0.02 $1,411,126
FNMA 30yr Pool#BT8051 5.500% 01-Jan-2053, 5.50%, 01/01/53 FN 3140LW5M5 - 1,377,721 $1,407,773 $1,407,773 0.02 $1,401,669
FNMA 30yr Pool#MA3415 4.000% 01-Jul-2048, 4.00%, 07/01/48 FN 31418CYM0 - 1,473,666 $1,395,760 $1,395,760 0.02 $1,391,011
FNMA 30yr Pool#CA5573 4.000% 01-Apr-2050, 4.00%, 04/01/50 FN 3140QDFP4 - 1,472,380 $1,393,674 $1,393,674 0.02 $1,388,930
FNMA 30yr Pool#BY1896 5.500% 01-May-2053, 5.50%, 05/01/53 FN 3140NJDA9 - 1,353,176 $1,373,018 $1,373,018 0.02 $1,367,023
FNMA 30yr Pool#CA1931 4.500% 01-Jun-2048, 4.50%, 06/01/48 FN 3140Q9ED1 - 1,382,708 $1,349,006 $1,349,006 0.02 $1,343,994
FHLMC 30yr Pool#QG4340 6.500% 01-Jun-2053, 6.50%, 06/01/53 FR 3133C4ZD9 - 1,295,071 $1,345,853 $1,345,853 0.02 $1,339,072
FIGRE TRUST 2025-HE5 FLTG 2055 B, 5.49%, 08/25/55 FIGRE 2025-HE5 31684MAB5 - 1,305,678 $1,306,063 $1,306,063 0.02 $1,300,294
FNMA 30yr Pool#BY0327 6.500% 01-May-2053, 6.50%, 05/01/53 FN 3140NGLH1 - 1,230,271 $1,278,604 $1,278,604 0.02 $1,272,163
FNMA 30yr Pool#BX7860 5.500% 01-Mar-2053, 5.50%, 03/01/53 FN 3140NCWW5 - 1,252,338 $1,274,646 $1,274,646 0.02 $1,269,098
Ally Bank Auto Credit-Linked Notes, Series 2024-A D 6.315% 15-MAY-2032, 6.31%, 05/17/32 ABCLN 2024-A 02007GZ71 - 1,242,202 $1,261,401 $1,261,401 0.02 $1,258,133
ACHV ABS Trust 2024-1PL B 6.34% 25-APR-2031, 6.34%, 04/25/31 ACHV 2024-1PL 00092BAB0 - 1,226,459 $1,236,981 $1,236,981 0.02 $1,235,901
FNMA 30yr Pool#FM7725 4.500% 01-Dec-2050, 4.50%, 12/01/50 FN 3140XBSP6 - 1,250,673 $1,215,514 $1,215,514 0.02 $1,210,980
Bayview Opportunity Master Fund VII Trust 2024-CAR1 C 5.16721% 25-DEC-2031, 5.16%, 12/26/31 BVCLN 2024-CAR1 07336QAC6 - 1,202,820 $1,207,414 $1,207,414 0.02 $1,206,551
FHLMC 30yr Pool#QF2561 5.500% 01-Nov-2052, 5.50%, 11/01/52 FR 3133BPZ27 - 1,172,754 $1,197,752 $1,197,752 0.02 $1,192,556
FNMA 30yr Pool#DB3056 5.500% 01-May-2054, 5.50%, 05/01/54 FN 3140ACME0 - 1,174,017 $1,191,709 $1,191,709 0.02 $1,186,507
FNMA 40yr Pool#BF0167 3.000% 01-Feb-2057, 3.00%, 02/01/57 FN 3140FXFH0 - 1,354,191 $1,165,087 $1,165,087 0.02 $1,161,814
FNMA 30yr Pool#MA3149 4.000% 01-Oct-2047, 4.00%, 10/01/47 FN 31418CQB3 - 1,225,287 $1,163,065 $1,163,065 0.02 $1,159,117
EFMT 2026-CES1 M1 5.616% 25-DEC-2060, 5.62%, 12/25/60 EFMT 2026-CES1 26846MAF1 - 1,166,000 $1,153,410 $1,153,410 0.02 $1,148,135
FNMA 30yr Pool#BX0804 5.500% 01-Nov-2052, 5.50%, 11/01/52 FN 3140N43N5 - 1,120,831 $1,141,273 $1,141,273 0.02 $1,136,307
FNMA 30yr Pool#BJ9181 5.000% 01-May-2048, 5.00%, 05/01/48 FN 3140HBFX1 - 1,134,684 $1,138,005 $1,138,005 0.02 $1,133,435
FHLMC 30yr Pool#SD8003 4.000% 01-Jul-2049, 4.00%, 07/01/49 FR 3132DV3L7 - 1,200,540 $1,135,909 $1,135,909 0.02 $1,132,041
FNMA 30yr Pool#FM9138 4.000% 01-Mar-2050, 4.00%, 03/01/50 FN 3140XDEL6 - 1,189,081 $1,126,220 $1,126,220 0.02 $1,122,388
FHLMC 30yr Pool#QG6538 5.500% 01-Jul-2053, 5.50%, 07/01/53 FR 3133C7HP5 - 1,095,537 $1,119,434 $1,119,434 0.02 $1,114,581
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA2 B2 12.1619% 25-FEB-2042, 12.16%, 02/25/42 STACR 2022-DNA2 35564KSQ3 - 1,050,000 $1,107,067 $1,107,067 0.02 $1,105,293
FNMA 30yr Pool#AS6811 3.000% 01-Mar-2046, 3.00%, 03/01/46 FN 3138WGR97 - 1,208,495 $1,089,329 $1,089,329 0.02 $1,086,409
FHLMC 30yr Pool#ZT2087 4.000% 01-Jun-2049, 4.00%, 06/01/49 FR 3132AEJ80 - 1,141,160 $1,079,726 $1,079,726 0.02 $1,076,049
FNMA 30yr Pool#AS7492 4.000% 01-Jul-2046, 4.00%, 07/01/46 FN 3138WHKE1 - 1,084,067 $1,032,671 $1,032,671 0.02 $1,029,178
Connecticut Avenue Securities Trust 2022-R04 1M2 6.76721% 25-MAR-2042, 6.76%, 03/25/42 CAS 2022-R04 20753YCK6 - 1,000,000 $1,019,467 $1,019,467 0.02 $1,018,528
U.S. Auto Funding 2021-1 C 2.2% 15-MAY-2026, 2.20%, 05/15/26 USAUT 2021-1A 90355EAC5 - 1,270,596 $1,016,829 $1,016,829 0.02 $1,015,665
FHLMC 30yr Pool#QG3885 6.500% 01-Jun-2053, 6.50%, 06/01/53 FR 3133C4J62 - 965,540 $1,003,400 $1,003,400 0.02 $998,345
FNMA 30yr Pool#CB8995 5.500% 01-Aug-2054, 5.50%, 08/01/54 FN 3140QU7H3 - 986,313 $996,047 $996,047 0.02 $991,677
FHLMC 30yr Pool#RA1188 4.500% 01-Aug-2049, 4.50%, 08/01/49 FR 3133KGJ90 - 1,021,062 $994,990 $994,990 0.02 $991,289
FHLMC 30yr Pool#RA1087 4.500% 01-Jul-2049, 4.50%, 07/01/49 FR 3133KGF45 - 1,017,681 $991,695 $991,695 0.02 $988,006
Flagship Credit Auto Trust 2023-1 B 5.05% 15-FEB-2028, 5.05%, 01/18/28 FCAT 2023-1 337955AG3 - 976,866 $979,114 $979,114 0.01 $977,059
FHF Issuer Trust 2023-2 (First Help Financial) A2 6.79% 15-OCT-2029, 6.79%, 10/15/29 FHF 2023-2A 30333LAB4 - 948,354 $958,828 $958,828 0.01 $956,145
FNMA 30yr Pool#BV4203 3.500% 01-Apr-2052, 3.50%, 04/01/52 FN 3140MHU56 - 1,011,764 $932,323 $932,323 0.01 $929,471
FNMA 30yr Pool#BV8484 3.500% 01-Apr-2052, 3.50%, 04/01/52 FN 3140MNNA0 - 1,000,199 $921,666 $921,666 0.01 $918,846
FNMA 30yr Pool#FM1598 4.000% 01-Feb-2049, 4.00%, 02/01/49 FN 3140X4X43 - 963,901 $912,944 $912,944 0.01 $909,838
FHLMC 30yr Pool#QG6948 5.500% 01-Jul-2053, 5.50%, 07/01/53 FR 3133C7WH6 - 887,943 $907,312 $907,312 0.01 $903,378
FHLMC 30yr Pool#QH3309 5.500% 01-Oct-2053, 5.50%, 10/01/53 FR 3133CFVA4 - 887,675 $900,692 $900,692 0.01 $896,759
FNMA 30yr Pool#CA6382 4.500% 01-Jul-2050, 4.50%, 07/01/50 FN 3140QECU4 - 917,651 $891,831 $891,831 0.01 $888,504
FREMF 2019-KF70 Mortgage Trust C 9.79372% 25-SEP-2029, 9.78%, 09/25/29 FREMF 2019-KF70 30298UAJ0 - 890,414 $890,687 $890,687 0.01 $883,860
BX Commercial Mortgage Trust 2021-21M A 4.524% 15-OCT-2036, 4.52%, 10/15/36 BX 2021-21M 05609CAA5 - 862,801 $863,386 $863,386 0.01 $861,762
GNMA II 30yr Pool#MA5021 4.500% 20-Feb-2048, 4.50%, 02/20/48 G2 36179TSJ5 - 878,138 $860,097 $860,097 0.01 $856,913
FHLMC 30yr Pool#ZM8197 4.000% 01-Sep-2048, 4.00%, 09/01/48 FR 3131Y3DA1 - 888,531 $841,554 $841,554 0.01 $838,691
Structured Agency Credit Risk (STACR) Debt Notes, Series 2020-DNA2 B2 8.58169% 25-FEB-2050, 8.58%, 02/25/50 STACR 2020-DNA2 35565KBE7 - 728,791 $802,147 $802,147 0.01 $801,279
FHLMC 30yr Pool#QG7338 6.000% 01-Jul-2053, 6.00%, 07/01/53 FR 3133C8EK7 - 768,913 $790,415 $790,415 0.01 $786,698
FNMA 30yr Pool#CC0990 5.000% 01-Sep-2055, 5.00%, 09/01/55 FN 3140Y7C48 - 791,863 $787,691 $787,691 0.01 $784,502
Blue Bridge Funding 2023-1 A 7.37% 15-NOV-2030, 7.37%, 11/15/30 BBEF 2023-1A 09531MAA8 - 779,025 $785,438 $785,438 0.01 $783,046
Reach ABS Trust 2024-2 A 5.88% 15-JUL-2031, 5.88%, 07/15/31 REACH 2024-2A 75525HAA8 - 777,035 $781,351 $781,351 0.01 $779,447
FNMA 30yr Pool#AB9341 3.000% 01-May-2043, 3.00%, 05/01/43 FN 31417GLX2 - 854,681 $777,772 $777,772 0.01 $775,707
FNMA 30yr Pool#BN4541 4.000% 01-Feb-2049, 4.00%, 02/01/49 FN 3140JMBK7 - 815,488 $772,498 $772,498 0.01 $769,870
FHLMC 30yr Pool#QH7013 6.500% 01-Dec-2053, 6.50%, 12/01/53 FR 3133CKYJ1 - 731,692 $762,190 $762,190 0.01 $758,359
FNMA 30yr Pool#BY0782 5.500% 01-Apr-2053, 5.50%, 04/01/53 FN 3140NG2Q2 - 739,182 $754,933 $754,933 0.01 $751,658
FNMA 30yr Pool#BY0866 5.500% 01-May-2053, 5.50%, 05/01/53 FN 3140NG6C9 - 694,395 $705,856 $705,856 0.01 $702,779
FHLMC 30yr Pool#RA1999 4.500% 01-Jan-2050, 4.50%, 01/01/50 FR 3133KHGG5 - 720,616 $702,216 $702,216 0.01 $699,604
FHLMC 30yr Pool#ZT1926 3.000% 01-Nov-2043, 3.00%, 11/01/43 FR 3132AED78 - 770,032 $701,229 $701,229 0.01 $699,368
Arivo Acceptance Auto Loan Receivables Trust 2024-1 A 6.46% 15-APR-2028, 6.46%, 04/17/28 ARIVO 2024-1A 039943AA3 - 662,743 $666,577 $666,577 0.01 $664,794
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-DNA5 M2 5.3119% 25-JAN-2034, 5.31%, 01/25/34 STACR 2021-DNA5 35564KHE2 - 662,867 $666,241 $666,241 0.01 $665,752
GNMA II 30yr Pool#MA5264 4.000% 20-Jun-2048, 4.00%, 06/20/48 G2 36179TZ57 - 699,597 $663,755 $663,755 0.01 $661,501
FNMA 30yr Pool#CB6864 5.000% 01-Aug-2053, 5.00%, 08/01/53 FN 3140QSTW1 - 654,033 $649,788 $649,788 0.01 $647,154
ACHM Trust 2024-HE1 B 7.26% 25-MAY-2039, 7.26%, 05/25/39 ACHM 2024-HE1 00449TAB1 - 621,267 $637,695 $637,695 0.01 $637,069
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 $630,097 $630,097 0.01 $629,494
FNMA 30yr Pool#BW0343 4.500% 01-May-2052, 4.50%, 05/01/52 FN 3140MRLZ8 - 629,748 $607,526 $607,526 0.01 $605,243
Connecticut Avenue Securities Trust 2022-R07 1B2 15.66721% 25-JUN-2042, 15.66%, 06/25/42 CAS 2022-R07 20754MAL1 - 536,201 $602,683 $602,683 0.01 $601,517
FHLMC 30yr Pool#QE1073 3.500% 01-Apr-2052, 3.50%, 04/01/52 FR 3133BAFN6 - 643,644 $593,106 $593,106 0.01 $591,292
FHLMC 30yr Pool#SD8047 4.500% 01-Feb-2050, 4.50%, 02/01/50 FR 3132DV5G6 - 585,400 $569,643 $569,643 0.01 $567,521
ACHV ABS Trust 2024-1PL C 6.42% 25-APR-2031, 6.42%, 04/25/31 ACHV 2024-1PL 00092BAC8 - 564,483 $568,023 $568,023 0.01 $567,520
FNMA 30yr Pool#BK9507 4.000% 01-Oct-2048, 4.00%, 10/01/48 FN 3140HPR58 - 589,055 $561,813 $561,813 0.01 $559,915
FNMA 30yr Pool#AL6842 4.000% 01-May-2045, 4.00%, 05/01/45 FN 3138EPS88 - 580,304 $555,373 $555,373 0.01 $553,503
Sequoia Mortgage Trust 2013-5 A1 2.5% 25-MAY-2043, 2.50%, 05/25/43 SEMT 2013-5 81745AAA5 - 604,374 $538,537 $538,537 0.01 $537,320
FNMA 30yr Pool#AZ0869 4.000% 01-Jul-2045, 4.00%, 07/01/45 FN 3138YR6F0 - 511,758 $489,081 $489,081 0.01 $487,432
FHLMC 15yr Pool#SB0116 2.500% 01-Nov-2034, 2.50%, 11/01/34 FR 3132CWDV3 - 484,886 $460,751 $460,751 0.01 $459,775
FHLMC 30yr Pool#QD9191 3.500% 01-Apr-2052, 3.50%, 04/01/52 FR 3133B7F86 - 495,380 $456,484 $456,484 0.01 $455,087
FHLMC 30yr Pool#SD1414 4.000% 01-Oct-2050, 4.00%, 10/01/50 FR 3132DNSB0 - 432,000 $408,744 $408,744 0.01 $407,352
FNMA 30yr Pool#BV6879 4.500% 01-Apr-2052, 4.50%, 04/01/52 FN 3140MLUD0 - 403,651 $389,445 $389,445 0.01 $387,982
FNMA 30yr Pool#CB4329 3.500% 01-Jul-2052, 3.50%, 07/01/52 FN 3140QPY35 - 422,302 $389,345 $389,345 0.01 $388,154
FNMA 30yr Pool#CA4646 3.000% 01-Feb-2048, 3.00%, 02/01/48 FN 3140QCEU6 - 412,605 $372,064 $372,064 0.01 $371,067
FHLMC 30yr Pool#QG3397 6.000% 01-May-2053, 6.00%, 05/01/53 FR 3133C3X27 - 349,636 $359,413 $359,413 0.01 $357,723
FHLMC 30yr Pool#QA8274 3.500% 01-Mar-2050, 3.50%, 03/01/50 FR 3133A3FP8 - 385,166 $352,734 $352,734 0.01 $351,648
FNMA 30yr Pool#FM3447 4.000% 01-Nov-2049, 4.00%, 11/01/49 FN 3140X6ZM6 - 350,629 $333,785 $333,785 0.01 $332,655
Connecticut Avenue Securities Trust 2023-R05 1B1 8.41721% 25-JUN-2043, 8.41%, 06/25/43 CAS 2023-R05 207942AC7 - 312,000 $331,943 $331,943 0.01 $331,579
FHLMC 30yr Pool#SD1966 4.000% 01-Nov-2052, 4.00%, 11/01/52 FR 3132DPFF0 - 322,605 $304,083 $304,083 0.00 $303,044
FNMA 30yr Pool#BV7632 4.500% 01-Apr-2052, 4.50%, 04/01/52 FN 3140MMPS1 - 310,131 $299,217 $299,217 0.00 $298,093
Hotwire Funding, Series 2021-1 B_2021_1 2.658% 20-NOV-2051, 2.66%, 11/20/51 HWIRE 2021-1 44148JAB5 - 300,000 $295,355 $295,355 0.00 $295,133
FNMA 30yr Pool#AR9225 3.000% 01-Mar-2043, 3.00%, 03/01/43 FN 3138W7HB3 - 314,525 $284,933 $284,933 0.00 $284,173
FHLMC 30yr Pool#ZN6461 4.000% 01-May-2049, 4.00%, 05/01/49 FR 3131YDFA7 - 299,332 $283,213 $283,213 0.00 $282,248
FHLMC 30yr Pool#ZT0391 4.000% 01-Nov-2047, 4.00%, 11/01/47 FR 3132ACNG1 - 292,081 $279,742 $279,742 0.00 $278,801
FNMA 30yr Pool#FS2548 4.000% 01-Mar-2051, 4.00%, 03/01/51 FN 3140XHZN0 - 291,644 $275,943 $275,943 0.00 $275,003
FNMA 30yr Pool#AS8649 3.000% 01-Jan-2047, 3.00%, 01/01/47 FN 3138WJTF5 - 301,205 $269,651 $269,651 0.00 $268,923
FNMA 30yr Pool#FS2238 4.000% 01-Mar-2051, 4.00%, 03/01/51 FN 3140XHPY7 - 283,924 $268,914 $268,914 0.00 $267,999
FHLMC 30yr Pool#QA5150 4.500% 01-Dec-2049, 4.50%, 12/01/49 FR 31346YWK5 - 264,394 $257,210 $257,210 0.00 $256,252
FNMA 30yr Pool#BN3899 4.000% 01-Dec-2048, 4.00%, 12/01/48 FN 3140JLKM5 - 262,541 $248,662 $248,662 0.00 $247,816
FHLMC 30yr Pool#QA1615 3.500% 01-Aug-2049, 3.50%, 08/01/49 FR 31334XYL7 - 267,747 $245,980 $245,980 0.00 $245,225
Fannie Mae REMIC Trust 2012-126 SY 0.21831% 25-NOV-2042, 0.22%, 11/25/42 FNR 2012-126 3136A9ZR2 - 473,554 $244,098 $244,098 0.00 $244,083
FHLMC 30yr Pool#ZN4240 4.500% 01-Dec-2048, 4.50%, 12/01/48 FR 3131YAV98 - 246,575 $241,532 $241,532 0.00 $240,638
Fannie Mae REMIC Trust 2017-9 VL 3.0% 25-JUL-2028, 3.00%, 07/25/28 FNR 2017-9 3136AVYH6 - 223,430 $221,837 $221,837 0.00 $221,297
FNMA 30yr Pool#BW0081 4.500% 01-Apr-2052, 4.50%, 04/01/52 FN 3140MRCT2 - 228,289 $220,233 $220,233 0.00 $219,406
FNMA 30yr Pool#MA3908 4.500% 01-Jan-2050, 4.50%, 01/01/50 FN 31418DKW1 - 221,181 $215,227 $215,227 0.00 $214,425
FNMA 30yr Pool#MA3687 4.000% 01-Jun-2049, 4.00%, 06/01/49 FN 31418DCZ3 - 227,102 $214,876 $214,876 0.00 $214,144
FNMA 30yr Pool#MA1327 3.000% 01-Jan-2043, 3.00%, 01/01/43 FN 31418APM4 - 230,157 $209,592 $209,592 0.00 $209,036
FNMA 30yr Pool#BE3616 4.000% 01-May-2047, 4.00%, 05/01/47 FN 3140FPAS8 - 217,719 $208,743 $208,743 0.00 $208,041
FHLMC 15yr Pool#SB0040 2.500% 01-Dec-2033, 2.50%, 12/01/33 FR 3132CWBH6 - 211,418 $204,074 $204,074 0.00 $203,648
FNMA 30yr Pool#BO9819 4.500% 01-Dec-2049, 4.50%, 12/01/49 FN 3140K54D6 - 207,749 $202,104 $202,104 0.00 $201,351
GNMA II 30yr Pool#MA5192 4.000% 20-May-2048, 4.00%, 05/20/48 G2 36179TXV2 - 209,363 $198,768 $198,768 0.00 $198,093
FHLMC 30yr Pool#RA1088 4.500% 01-Jul-2049, 4.50%, 07/01/49 FR 3133KGF52 - 202,043 $196,583 $196,583 0.00 $195,851
FNMA 30yr Pool#AB6280 3.000% 01-Sep-2042, 3.00%, 09/01/42 FN 31417C6S9 - 188,574 $171,725 $171,725 0.00 $171,269
FNMA 30yr Pool#BO2983 3.000% 01-Sep-2049, 3.00%, 09/01/49 FN 3140JXJ58 - 188,438 $168,551 $168,551 0.00 $168,096
FHLMC 30yr Pool#SD8040 4.500% 01-Jan-2050, 4.50%, 01/01/50 FR 3132DV4Z5 - 171,073 $166,468 $166,468 0.00 $165,848
FNMA 30yr Pool#CA4185 4.500% 01-Sep-2049, 4.50%, 09/01/49 FN 3140QBUK2 - 168,898 $164,335 $164,335 0.00 $163,722
FNMA 30yr Pool#BV7132 4.500% 01-Apr-2052, 4.50%, 04/01/52 FN 3140ML4S6 - 160,683 $155,014 $155,014 0.00 $154,431
FNMA 30yr Pool#CA4035 4.500% 01-Aug-2049, 4.50%, 08/01/49 FN 3140QBPV4 - 155,561 $151,358 $151,358 0.00 $150,794
FHLMC 30yr Pool#ZA7158 4.500% 01-Jun-2049, 4.50%, 06/01/49 FR 31329Q5T4 - 155,154 $151,192 $151,192 0.00 $150,630
FHLMC 30yr Pool#ZT1320 4.000% 01-Nov-2048, 4.00%, 11/01/48 FR 3132ADPD4 - 156,257 $147,996 $147,996 0.00 $147,493
FNMA 30yr Pool#AB7563 3.000% 01-Jan-2043, 3.00%, 01/01/43 FN 31417EMM0 - 159,967 $146,243 $146,243 0.00 $145,856
FNMA 30yr Pool#FS2546 4.000% 01-Mar-2051, 4.00%, 03/01/51 FN 3140XHZL4 - 150,972 $142,990 $142,990 0.00 $142,504
FNMA 30yr Pool#BW0072 4.500% 01-Apr-2052, 4.50%, 04/01/52 FN 3140MRCJ4 - 135,509 $130,727 $130,727 0.00 $130,236
FNMA 30yr Pool#MA1229 3.000% 01-Oct-2042, 3.00%, 10/01/42 FN 31418ALK2 - 140,727 $128,661 $128,661 0.00 $128,321
GNMA II 30yr Pool#MA5753 4.000% 20-Feb-2049, 4.00%, 02/20/49 G2 36179UMA7 - 136,005 $125,573 $125,573 0.00 $125,135
FNMA 30yr Pool#BV7131 4.500% 01-Apr-2052, 4.50%, 04/01/52 FN 3140ML4R8 - 128,275 $123,746 $123,746 0.00 $123,281
GNMA II 30yr Pool#BF6874 4.500% 20-Jul-2048, 4.50%, 07/20/48 G2 3617GDT77 - 125,423 $121,811 $121,811 0.00 $121,356
GNMA II 30yr Pool#MA5866 4.000% 20-Apr-2049, 4.00%, 04/20/49 G2 36179UQT2 - 131,018 $121,315 $121,315 0.00 $120,893
FNMA 20yr Pool#AB9283 3.000% 01-Apr-2038, 3.00%, 04/01/38 FN 31417GJ56 - 127,095 $115,657 $115,657 0.00 $115,350
GNMA II 30yr Pool#BK5879 4.500% 20-Nov-2048, 4.50%, 11/20/48 G2 3617J6Q80 - 110,555 $107,701 $107,701 0.00 $107,301
FHLMC 30yr Pool#QE0318 4.500% 01-Mar-2052, 4.50%, 03/01/52 FR 3133B9K78 - 107,538 $103,753 $103,753 0.00 $103,363
FNMA 30yr Pool#BM3282 3.500% 01-Dec-2047, 3.50%, 12/01/47 FN 3140J7UG8 - 110,172 $102,541 $102,541 0.00 $102,230
FNMA 30yr Pool#CA3683 4.500% 01-Jun-2049, 4.50%, 06/01/49 FN 3140QBCV8 - 105,267 $102,422 $102,422 0.00 $102,041
FHLMC 30yr Pool#ZT1633 4.000% 01-Mar-2047, 4.00%, 03/01/47 FR 3132ADY69 - 104,842 $100,260 $100,260 0.00 $99,922
FNMA 30yr Pool#CA0108 3.500% 01-Aug-2047, 3.50%, 08/01/47 FN 3140Q7DN4 - 102,272 $95,188 $95,188 0.00 $94,899
FHLMC 30yr Pool#ZM7577 4.500% 01-Aug-2048, 4.50%, 08/01/48 FR 3131Y2M21 - 89,165 $86,992 $86,992 0.00 $86,669
Fannie Mae REMIC Trust 2013-130 FN 4.13169% 25-OCT-2042, 4.13%, 10/25/42 FNR 2013-130 3136AHG53 - 84,823 $84,036 $84,036 0.00 $83,987
FHLMC 30yr Pool#ZM7926 5.000% 01-Sep-2048, 5.00%, 09/01/48 FR 3131Y2YX0 - 77,039 $77,264 $77,264 0.00 $76,954
Saluda Grade Alternative Mortgage Trust 2024-RTL4 A1 7.5% 25-FEB-2030, 7.50%, 02/25/30 GRADE 2024-RTL4 79584CAA9 - 76,547 $76,734 $76,734 0.00 $76,272
FHLMC 30yr Pool#QA2159 3.000% 01-Aug-2049, 3.00%, 08/01/49 FR 31334YMG9 - 81,695 $71,397 $71,397 0.00 $71,199
FNMA 30yr Pool#MA1447 3.000% 01-May-2043, 3.00%, 05/01/43 FN 31418ATD0 - 75,150 $68,079 $68,079 0.00 $67,898
Sequoia Mortgage Trust 2019-CH3 A19 4.0% 25-OCT-2049, 4.00%, 09/25/49 SEMT 2019-CH3 81748GBN0 - 69,094 $63,824 $63,824 0.00 $63,602
FNMA 30yr Pool#AS8547 3.000% 01-Nov-2046, 3.00%, 11/01/46 FN 3138WJP93 - 70,685 $63,075 $63,075 0.00 $62,904
FNMA 30yr Pool#BD2453 3.000% 01-Jan-2047, 3.00%, 01/01/47 FN 3140F9WP6 - 65,003 $58,489 $58,489 0.00 $58,331
Fannie Mae REMIC Trust 2010-109 BS 13.38656% 25-OCT-2040, 13.39%, 10/25/40 FNR 2010-109 31398NTM6 - 41,248 $53,168 $53,168 0.00 $52,728
Fannie Mae REMIC Trust 2006-20 GF 4.13169% 25-APR-2036, 4.13%, 04/25/36 FNR 2006-20 31395BU43 - 51,466 $51,232 $51,232 0.00 $51,203
FHLMC 15yr Pool#ZK8962 3.000% 01-Sep-2032, 3.00%, 09/01/32 FR 3131XC5X1 - 49,988 $48,544 $48,544 0.00 $48,423
FHLMC 15yr Pool#ZS7403 3.000% 01-May-2031, 3.00%, 05/01/31 FR 3132A8GL7 - 44,321 $43,479 $43,479 0.00 $43,372
FNMA 30yr Pool#BO1857 4.500% 01-Aug-2049, 4.50%, 08/01/49 FN 3140JWB33 - 42,542 $41,397 $41,397 0.00 $41,243
FNMA 15yr Pool#BO5957 3.000% 01-Dec-2034, 3.00%, 12/01/34 FN 3140K1TP1 - 42,199 $40,519 $40,519 0.00 $40,417
Freddie Mac Multiclass Certificates, Series 3380 FM 4.36267% 15-OCT-2037, 4.38%, 10/15/37 FHR 3380 31397KTJ0 - 40,019 $40,058 $40,058 0.00 $39,985
Freddie Mac Multiclass Certificates, Series 3721 FB 4.27267% 15-SEP-2040, 4.29%, 09/15/40 FHR 3721 3137GAD20 - 39,455 $39,560 $39,560 0.00 $39,490
Ginnie Mae REMIC Trust 2008-013 FB 4.28172% 20-FEB-2038, 4.29%, 02/20/38 GNR 2008-13 38375PNL1 - 37,881 $37,747 $37,747 0.00 $37,702
FNMA 30yr Pool#BC0870 3.500% 01-Jan-2046, 3.50%, 01/01/46 FN 3140EU6G9 - 35,633 $33,106 $33,106 0.00 $33,005
FNMA 15yr Pool#BO7717 3.000% 01-Nov-2034, 3.00%, 11/01/34 FN 3140K3SF0 - 31,775 $30,580 $30,580 0.00 $30,503
FHLMC 15yr Pool#ZK9163 3.000% 01-Jan-2033, 3.00%, 01/01/33 FR 3131XDFC4 - 29,584 $28,698 $28,698 0.00 $28,626
Ginnie Mae REMIC Trust 2007-040 FG 4.10172% 20-JUL-2037, 4.11%, 07/20/37 GNR 2007-40 38375KZS4 - 28,764 $28,516 $28,516 0.00 $28,483
Ginnie Mae REMIC Trust 2004-069 CF 4.18172% 20-JUL-2034, 4.19%, 07/20/34 GNR 2004-69 38374JAT3 - 24,305 $24,327 $24,327 0.00 $24,299
Fannie Mae REMIC Trust 2013-2 QF 4.28169% 25-FEB-2043, 4.28%, 02/25/43 FNR 2013-2 3136AB4P5 - 22,807 $22,766 $22,766 0.00 $22,752
Ginnie Mae REMIC Trust 2007-059 FA 4.28172% 20-OCT-2037, 4.29%, 10/20/37 GNR 2007-59 38375LPU8 - 22,789 $22,718 $22,718 0.00 $22,691
FHLMC 30yr Pool#ZN2165 4.500% 01-Dec-2048, 4.50%, 12/01/48 FR 3131Y8MN2 - 22,461 $22,120 $22,120 0.00 $22,039
Ginnie Mae REMIC Trust 2010-133 FD 4.21699% 16-OCT-2040, 4.22%, 10/16/40 GNR 2010-133 38377MHV1 - 19,983 $20,009 $20,009 0.00 $19,977
Ginnie Mae REMIC Trust 2008-016 FC 4.28172% 20-FEB-2038, 4.29%, 02/20/38 GNR 2008-16 383742FU2 - 18,317 $18,259 $18,259 0.00 $18,237
Ginnie Mae REMIC Trust 2007-037 FW 4.09172% 20-JUN-2037, 4.10%, 06/20/37 GNR 2007-37 38375KNR9 - 18,121 $17,940 $17,940 0.00 $17,919
Ginnie Mae REMIC Trust 2005-065 FA 3.93172% 20-AUG-2035, 3.94%, 08/20/35 GNR 2005-65 38374LL25 - 17,328 $17,144 $17,144 0.00 $17,125
Ginnie Mae REMIC Trust 2004-059 FP 4.08699% 16-AUG-2034, 4.09%, 08/16/34 GNR 2004-59 38374HYS3 - 17,123 $17,108 $17,108 0.00 $17,081
Freddie Mac Multiclass Certificates, Series 2426 FL 4.42267% 15-MAR-2032, 4.44%, 03/15/32 FHR 2426 31339W7G5 - 15,337 $15,422 $15,422 0.00 $15,393
Fannie Mae REMIC Trust 2002-53 FK 4.18169% 25-APR-2032, 4.18%, 04/25/32 FNR 2002-53 31392EHN3 - 15,130 $15,117 $15,117 0.00 $15,108
FHLMC 30yr Pool#ZT0252 3.000% 01-Dec-2047, 3.00%, 12/01/47 FR 3132ACH52 - 16,431 $14,784 $14,784 0.00 $14,744
Ginnie Mae REMIC Trust 2005-048 AF 3.98172% 20-JUN-2035, 3.99%, 06/20/35 GNR 2005-48 38374LHM6 - 14,687 $14,601 $14,601 0.00 $14,585
Fannie Mae REMIC Trust 2005-83 KT 4.08169% 25-OCT-2035, 4.08%, 10/25/35 FNR 2005-83 31394FUL7 - 12,990 $12,907 $12,907 0.00 $12,900
Fannie Mae REMIC Trust 2007-89 GF 4.30169% 25-SEP-2037, 4.30%, 09/25/37 FNR 2007-89 31396XPM0 - 12,383 $12,420 $12,420 0.00 $12,413
Freddie Mac Multiclass Certificates, Series 2551 FD 4.17267% 15-JAN-2033, 4.19%, 01/15/33 FHR 2551 31393JAZ1 - 11,018 $11,022 $11,022 0.00 $11,003
FHLMC 30yr Pool#ZM2269 3.000% 01-Dec-2046, 3.00%, 12/01/46 FR 3131XVQW8 - 11,888 $10,688 $10,688 0.00 $10,660
Ginnie Mae REMIC Trust 2012-075 FP 4.08172% 20-JUL-2041, 4.09%, 07/20/41 GNR 2012-75 38378EZ55 - 10,414 $10,421 $10,421 0.00 $10,409
Ginnie Mae REMIC Trust 2007-061 FA 4.28172% 20-OCT-2037, 4.29%, 10/20/37 GNR 2007-61 38375LLN8 - 9,236 $9,208 $9,208 0.00 $9,197
GNMA II 30yr Pool#BK6072 5.000% 20-Jan-2049, 5.00%, 01/20/49 G2 3617J6W91 - 8,904 $8,926 $8,926 0.00 $8,890
Freddie Mac Multiclass Certificates, Series 2410, excluding Group 6 FX 4.12267% 15-FEB-2032, 4.14%, 02/15/32 FHR 2410 31339NJN7 - 8,499 $8,502 $8,502 0.00 $8,487
Fannie Mae REMIC Trust 2010-123 FL 4.21169% 25-NOV-2040, 4.21%, 11/25/40 FNR 2010-123 31398N2W3 - 8,519 $8,500 $8,500 0.00 $8,495
FNMA 15yr Pool#AS8207 2.500% 01-Oct-2031, 2.50%, 10/01/31 FN 3138WJDM7 - 8,458 $8,172 $8,172 0.00 $8,155
Freddie Mac Multiclass Certificates, Series 3028 FM 4.02267% 15-SEP-2035, 4.04%, 09/15/35 FHR 3028 31396AFB5 - 7,426 $7,419 $7,419 0.00 $7,406
Fannie Mae REMIC Trust 2012-100 FG 4.18169% 25-SEP-2042, 4.18%, 09/25/42 FNR 2012-100 3136A8QW3 - 7,257 $7,202 $7,202 0.00 $7,198
FNMA 15yr Pool#BM1036 2.500% 01-Feb-2032, 2.50%, 02/01/32 FN 3140J5EJ4 - 7,454 $7,200 $7,200 0.00 $7,185
Fannie Mae REMIC Trust 2003-87 FG 4.28169% 25-SEP-2033, 4.28%, 09/25/33 FNR 2003-87 31393E4W6 - 7,176 $7,190 $7,190 0.00 $7,186
FNMA 15yr Pool#AS7643 2.500% 01-Aug-2031, 2.50%, 08/01/31 FN 3138WHP55 - 7,440 $7,190 $7,190 0.00 $7,175
Ginnie Mae REMIC Trust 2007-018 FD 4.08172% 20-APR-2037, 4.09%, 04/20/37 GNR 2007-18 38375JC86 - 6,745 $6,673 $6,673 0.00 $6,665
Ginnie Mae REMIC Trust 2010-006 FG 4.38699% 16-JAN-2040, 4.39%, 01/16/40 GNR 2010-6 38376TSC7 - 6,470 $6,473 $6,473 0.00 $6,462
Fannie Mae REMIC Trust 2002-16 VF 4.33169% 25-APR-2032, 4.33%, 04/25/32 FNR 2002-16 31392CWW0 - 6,272 $6,289 $6,289 0.00 $6,286
FHLMC 15yr Pool#ZK8405 2.500% 01-Dec-2031, 2.50%, 01/22/31 FR 3131XCKS5 - 6,406 $6,179 $6,179 0.00 $6,166
Fannie Mae REMIC Trust 2010-95 FB 4.18169% 25-SEP-2040, 4.18%, 09/25/40 FNR 2010-95 31398NEX8 - 5,373 $5,365 $5,365 0.00 $5,362
Freddie Mac Multiclass Certificates, Series 3738 FD 4.07267% 15-AUG-2040, 4.09%, 08/15/40 FHR 3738 3137GAYQ4 - 4,891 $4,899 $4,899 0.00 $4,890
FNMA 30yr Pool#MA3694 4.500% 01-Jul-2049, 4.50%, 07/01/49 FN 31418DC83 - 4,340 $4,223 $4,223 0.00 $4,208
FHLMC 30yr Pool#ZN0650 3.000% 01-Mar-2043, 3.00%, 03/01/43 FR 3131Y6WK1 - 1,607 $1,456 $1,456 0.00 $1,452
Freddie Mac Multiclass Certificates, Series 2469 FE 4.27267% 15-JUL-2032, 4.29%, 07/15/32 FHR 2469 31392RC58 - 1,076 $1,077 $1,077 0.00 $1,075
Ginnie Mae REMIC Trust 1999-27 FE 4.18699% 16-AUG-2029, 4.19%, 08/16/29 GNR 1999-27 3837H2WA3 - 949.00 $951 $951 0.00 $948
Ginnie Mae REMIC Trust 2010-125 VF 4.13172% 20-JUN-2040, 4.14%, 06/20/40 GNR 2010-125 38377JYJ6 - 324.00 $323 $323 0.00 $323
US 5YR NOTE (CBT) Jun26 JUN 26 FVM6 FUTURES_USD - 813.00 $87,499,125 $0 0.00 $0
US 2YR NOTE (CBT) Jun26 JUN 26 TUM6 FUTURES_USD - 4,171 $863,559,928 $0 0.00 $0
US 10YR NOTE (CBT)Jun26 JUN 26 TYM6 FUTURES_USD - -2,593 $-285,635,156 $0 0.00 $0
US 10yr Ultra Fut Jun26 JUN 26 UXYM6 FUTURES_USD - -1,523 $-171,099,531 $0 0.00 $0
US ULTRA BOND CBT Jun26 JUN 26 WNM6 FUTURES_USD - -668.00 $-76,757,375 $0 0.00 $0
GNMA II TBA 30yr 4.5% April Delivery, 4.50%, 04/21/26 G2SF 21H042646 - -2,039,000 $-1,951,095 $-1,951,095 -0.03 $-1,951,095
GNMA II TBA 30yr 4% April Delivery, 4.00%, 04/21/26 G2SF 21H040640 - -3,648,000 $-3,384,158 $-3,384,158 -0.05 $-3,384,158
GNMA II TBA 30yr 5.5% April Delivery, 5.50%, 04/21/26 G2SF 21H052645 - -3,904,000 $-3,908,802 $-3,908,802 -0.06 $-3,908,802
UMBS TBA 30yr 3.5% April Delivery, 3.50%, 04/13/26 FNCL 01F032641 - -5,078,000 $-4,604,223 $-4,604,223 -0.07 $-4,604,223
UMBS TBA 30yr 2% April Delivery, 2.00%, 04/13/26 FNCL 01F020646 - -8,502,000 $-6,756,276 $-6,756,276 -0.10 $-6,756,276
UMBS TBA 30yr 6.5% April Delivery, 6.50%, 04/13/26 FNCL 01F062648 - -8,496,000 $-8,774,499 $-8,774,499 -0.13 $-8,774,499
GNMA II TBA 30yr 2.5% April Delivery, 2.50%, 04/21/26 G2SF 21H022648 - -16,788,000 $-14,278,278 $-14,278,278 -0.22 $-14,278,278
UMBS TBA 30yr 6% April Delivery, 6.00%, 04/13/26 FNCL 01F060642 - -18,903,000 $-19,195,429 $-19,195,429 -0.29 $-19,195,429
GNMA II TBA 30yr 3.5% April Delivery, 3.50%, 04/21/26 G2SF 21H032647 - -94,073,588 $-85,369,053 $-85,369,053 -1.30 $-85,369,053
UMBS TBA 30yr 3% April Delivery, 3.00%, 04/13/26 FNCL 01F030645 - -199,467,000 $-173,475,453 $-173,475,453 -2.65 $-173,475,453
UMBS TBA 30yr 5.5% May Delivery, 5.50%, 05/13/26 FNCL 01F052656 - -175,000,000 $-174,466,425 $-174,466,425 -2.66 $-174,466,425
GNMA II TBA 30yr 5% April Delivery, 5.00%, 04/21/26 G2SF 21H050649 - -196,141,000 $-192,873,487 $-192,873,487 -2.95 $-192,873,487
UMBS TBA 30yr 5% May Delivery, 5.00%, 05/13/26 FNCL 01F050650 - -250,000,000 $-244,316,000 $-244,316,000 -3.73 $-244,316,000
UMBS TBA 30yr 5.5% April Delivery, 5.50%, 04/13/26 FNCL 01F052649 - -301,940,479 $-301,453,147 $-301,453,147 -4.60 $-301,453,147
UMBS TBA 30yr 4.5% April Delivery, 4.50%, 04/13/26 FNCL 01F042640 - -363,484,314 $-347,391,773 $-347,391,773 -5.31 $-347,391,773
UMBS TBA 30yr 5% April Delivery, 5.00%, 04/13/26 FNCL 01F050643 - -487,582,229 $-477,081,658 $-477,081,658 -7.29 $-477,081,658
UMBS TBA 30yr 4% April Delivery, 4.00%, 04/13/26 FNCL 01F040644 - -552,152,893 $-515,330,369 $-515,330,369 -7.87 $-515,330,369
SEGREGATED CASH SEGCASH $0.00 57,660,000 $57,660,000 $57,660,000 0.88 $57,660,000
ALMSUM ALMSUM $0.00 - $0 $0 0.00 $0
US DOLLARS USD MD_142224 - -2,275,434,367 $-2,275,434,367 $-2,275,434,367 -34.76 $-2,275,434,367
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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