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For Individual Investors in the US

Mortgage-Backed Securities ETF Holdings

Full Portfolio Holdings

(As of April 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% May Delivery, 2.50%, 05/13/26 FNCL 01F022659 - 1,577,739,894 $1,328,474,346 $1,328,474,346 19.91 $1,328,474,346
GNMA II TBA 30yr 2.5% May Delivery, 2.50%, 05/20/26 G2SF 21H022655 - 710,603,414 $611,477,791 $611,477,791 9.17 $611,477,791
UMBS TBA 30yr 6% May Delivery, 6.00%, 05/13/26 FNCL 01F060659 - 413,948,985 $423,349,766 $423,349,766 6.35 $423,349,766
UMBS TBA 30yr 2% May Delivery, 2.00%, 05/13/26 FNCL 01F020653 - 360,986,255 $290,505,855 $290,505,855 4.36 $290,505,855
UMBS TBA 30yr 3% May Delivery, 3.00%, 05/13/26 FNCL 01F030652 - 303,281,354 $266,937,026 $266,937,026 4.01 $266,937,026
UMBS TBA 30yr 5.5% May Delivery, 5.50%, 05/13/26 FNCL 01F052656 - 202,396,901 $204,088,939 $204,088,939 3.07 $204,088,939
GNMA II TBA 30yr 5% May Delivery, 5.00%, 05/20/26 G2SF 21H050656 - 198,508,194 $197,696,494 $197,696,494 2.97 $197,696,494
GNMA II TBA 30yr 5.5% May Delivery, 5.50%, 05/20/26 G2SF 21H052652 - 164,697,000 $166,220,447 $166,220,447 2.50 $166,220,447
GNMA II TBA 30yr 3% May Delivery, 3.00%, 05/20/26 G2SF 21H030658 - 182,289,962 $163,003,866 $163,003,866 2.45 $163,003,866
UMBS TBA 30yr 6.5% May Delivery, 6.50%, 05/13/26 FNCL 01F062655 - 137,850,000 $143,122,762 $143,122,762 2.15 $143,122,762
UMBS TBA 30yr 3.5% May Delivery, 3.50%, 05/13/26 FNCL 01F032658 - 155,843,000 $142,773,071 $142,773,071 2.15 $142,773,071
Fannie Mae Pool|4.5|08/01/2053, 4.50%, 08/01/53 FN 3140W6AV4 - 143,250,236 $140,489,083 $140,489,083 2.11 $140,005,613
FNMA 30yr Pool#CB9787 5.000% 01-Jan-2055, 5.00%, 01/01/55 FN 3140QV2V5 - 129,734,424 $130,386,467 $130,386,467 1.96 $129,899,963
GNMA II TBA 30yr 3.5% May Delivery, 3.50%, 05/20/26 G2SF 21H032654 - 132,283,377 $120,211,857 $120,211,857 1.80 $120,211,857
FNMA 30yr Pool#FA2754 4.500% 01-Jan-2049, 4.50%, 01/01/49 FN 3140W3BY4 - 114,446,306 $113,119,829 $113,119,829 1.69 $112,733,573
FHLMC 30yr Pool#SL3899 5.000% 01-Jan-2056, 5.00%, 01/01/56 FR 31427RKM1 - 110,329,379 $110,884,221 $110,884,221 1.66 $110,470,486
GNMA II TBA 30yr 4.5% May Delivery, 4.50%, 05/20/26 G2SF 21H042653 - 113,901,488 $110,480,685 $110,480,685 1.66 $110,480,685
FNMA 30yr Pool#FS1133 4.000% 01-Oct-2051, 4.00%, 10/01/51 FN 3140XGHK8 - 108,981,455 $104,598,161 $104,598,161 1.57 $104,271,217
FNMA 30yr Pool#FM7460 4.000% 01-Mar-2051, 4.00%, 03/01/51 FN 3140XBJE1 - 103,098,688 $98,952,002 $98,952,002 1.48 $98,642,706
GNMA II TBA 30yr 4% May Delivery, 4.00%, 05/20/26 G2SF 21H040657 - 102,070,688 $95,780,378 $95,780,378 1.43 $95,780,378
Fannie Mae Pool|5|03/01/2056, 5.00%, 03/01/56 FN 3140W6EX6 - 94,248,775 $93,817,092 $93,817,092 1.41 $93,646,921
FNMA 30yr Pool#FA4553 5.000% 01-Feb-2056, 5.00%, 02/01/56 FN 3140W5BX1 - 87,263,716 $88,077,727 $88,077,727 1.32 $87,750,488
FNMA 30yr Pool#FA3025 5.500% 01-Sep-2055, 5.50%, 09/01/55 FN 3140W3LF4 - 84,040,163 $86,737,257 $86,737,257 1.30 $86,390,592
FNMA 30yr Pool#FA3182 6.000% 01-Oct-2055, 6.00%, 10/01/55 FN 3140W3RC5 - 78,220,259 $81,076,277 $81,076,277 1.21 $80,724,286
FHLMC 30yr Pool#SL2464 4.500% 01-Dec-2048, 4.50%, 12/01/48 FR 31427PW26 - 80,313,145 $79,382,285 $79,382,285 1.19 $79,111,228
Freddie Mac Pool|5|02/01/2056, 5.00%, 02/01/56 FR 31427SWF1 - 79,703,795 $79,338,732 $79,338,732 1.19 $79,194,822
FNMA 30yr Pool#FA3036 5.500% 01-Oct-2055, 5.50%, 10/01/55 FN 3140W3LS6 - 73,501,363 $75,797,145 $75,797,145 1.14 $75,493,952
FHLMC 30yr Pool#RJ4363 5.500% 01-Jun-2055, 5.50%, 06/01/55 FR 3142GUZ55 - 73,481,202 $75,776,353 $75,776,353 1.14 $75,473,243
FHLMC 30yr Pool#SD1046 4.000% 01-Jul-2052, 4.00%, 07/01/52 FR 3132DNET6 - 78,705,202 $75,482,727 $75,482,727 1.13 $75,246,612
FNMA 30yr Pool#FA3037 5.500% 01-Oct-2055, 5.50%, 10/01/55 FN 3140W3LT4 - 67,151,221 $69,130,496 $69,130,496 1.04 $68,853,497
FNMA 30yr Pool#FA0574 5.500% 01-Jan-2055, 5.50%, 01/01/55 FN 3140W0T88 - 65,681,887 $67,670,217 $67,670,217 1.01 $67,399,279
FHLMC 30yr Pool#SL3985 5.000% 01-Jan-2056, 5.00%, 01/01/56 FR 31427RNB2 - 66,563,039 $66,682,799 $66,682,799 1.00 $66,433,187
FHLMC 30yr Pool#SL4515 5.000% 01-Apr-2056, 5.00%, 04/01/56 FR 31427SAR9 - 64,916,900 $65,033,698 $65,033,698 0.97 $64,790,259
FNMA 30yr Pool#FS8993 6.000% 01-Jul-2054, 6.00%, 07/01/54 FN 3140XQ7F8 - 61,715,621 $63,881,050 $63,881,050 0.96 $63,603,329
FNMA 30yr Pool#FA0573 5.000% 01-Jan-2055, 5.00%, 01/01/55 FN 3140W0T70 - 60,013,273 $60,570,930 $60,570,930 0.91 $60,345,880
FNMA 30yr Pool#FA4990 5.000% 01-Mar-2056, 5.00%, 03/01/56 FN 3140W5RL0 - 58,956,479 $59,343,778 $59,343,778 0.89 $59,122,691
FNMA 30yr Pool#FA4270 5.000% 01-Dec-2055, 5.00%, 12/01/55 FN 3140W4W86 - 58,737,402 $59,200,621 $59,200,621 0.89 $58,980,355
FNMA 30yr Pool#FA5046 5.000% 01-Mar-2056, 5.00%, 03/01/56 FN 3140W5TC8 - 57,175,811 $57,628,415 $57,628,415 0.86 $57,414,005
FHLMC 30yr Pool#SL1188 5.500% 01-Apr-2055, 5.50%, 04/01/55 FR 31427NKA6 - 55,471,451 $57,055,294 $57,055,294 0.85 $56,826,475
FNMA 30yr Pool#FA4000 5.000% 01-Jun-2055, 5.00%, 06/01/55 FN 3140W4NS2 - 54,931,183 $55,441,616 $55,441,616 0.83 $55,235,624
FNMA 30yr Pool#CB9654 5.000% 01-Dec-2054, 5.00%, 12/01/54 FN 3140QVWQ3 - 50,589,075 $50,843,335 $50,843,335 0.76 $50,653,626
FNMA 30yr Pool#FA2246 5.500% 01-Jul-2055, 5.50%, 07/01/55 FN 3140W2P88 - 48,961,579 $50,397,839 $50,397,839 0.76 $50,195,872
FHLMC 30yr Pool#SL0239 5.000% 01-Jan-2055, 5.00%, 01/01/55 FR 31427MHR5 - 49,021,026 $49,267,405 $49,267,405 0.74 $49,083,576
FNMA 30yr Pool#FA3128 5.500% 01-Oct-2055, 5.50%, 10/01/55 FN 3140W3PN3 - 46,764,244 $48,265,045 $48,265,045 0.72 $48,072,142
FNMA 30yr Pool#CC2018 5.500% 01-Feb-2056, 5.50%, 02/01/56 FN 3140Y8G42 - 46,489,359 $47,859,627 $47,859,627 0.72 $47,667,859
Structured Agency Credit Risk (STACR) Debt Notes, Series 2022-HQA1 M2 8.9119% 25-MAR-2042, 8.90%, 03/25/42 STACR 2022-HQA1 35564KTJ8 - 45,421,486 $47,417,586 $47,417,586 0.71 $47,035,304
FNMA 30yr Pool#FA4155 5.000% 01-Jan-2056, 5.00%, 01/01/56 FN 3140W4TM9 - 45,965,504 $46,394,279 $46,394,279 0.70 $46,221,908
FNMA 30yr Pool#FA3572 5.000% 01-Nov-2055, 5.00%, 11/01/55 FN 3140W36J3 - 45,797,854 $46,223,418 $46,223,418 0.69 $46,051,676
UMBS TBA 30yr 6% June Delivery, 6.00%, 06/11/26 FNCL 01F060667 - 44,682,662 $45,649,595 $45,649,595 0.68 $45,649,595
FNMA 30yr Pool#FA4202 5.000% 01-Jan-2056, 5.00%, 01/01/56 FN 3140W4U47 - 44,591,772 $44,944,761 $44,944,761 0.67 $44,777,542
FHLMC 30yr Pool#SD7343 5.500% 01-Jan-2055, 5.50%, 01/01/55 FR 3132DVEQ4 - 43,387,236 $44,626,046 $44,626,046 0.67 $44,447,074
FNMA 30yr Pool#CC1926 5.000% 01-Feb-2056, 5.00%, 02/01/56 FN 3140Y8D86 - 42,177,986 $42,609,247 $42,609,247 0.64 $42,451,079
FNMA 30yr Pool#FA3435 5.000% 01-Nov-2055, 5.00%, 11/01/55 FN 3140W3Y94 - 41,923,456 $42,314,525 $42,314,525 0.63 $42,157,312
FNMA 30yr Pool#FS9779 5.500% 01-Nov-2054, 5.50%, 11/01/54 FN 3140XR2M6 - 41,091,370 $42,105,510 $42,105,510 0.63 $41,936,008
FNMA 40yr Pool#BF0646 2.500% 01-Jun-2062, 2.50%, 06/01/62 FN 3140FXWG3 - 47,268,801 $39,621,516 $39,621,516 0.59 $39,532,887
FNMA 30yr Pool#FS8881 4.500% 01-Sep-2053, 4.50%, 09/01/53 FN 3140XQ2P1 - 39,036,622 $38,524,684 $38,524,684 0.58 $38,392,935
FHLMC 30yr Pool#ZT2413 4.000% 01-Feb-2041, 4.00%, 02/01/41 FR 3132AEVE3 - 38,969,669 $38,167,195 $38,167,195 0.57 $38,050,286
FHLMC 30yr Pool#SL0046 6.000% 01-Jan-2055, 6.00%, 01/01/55 FR 31427MBQ3 - 35,813,262 $37,066,460 $37,066,460 0.56 $36,905,300
New Residential Mortgage LLC 6.545% 25-MAR-2032, 6.54%, 03/25/32 NZES 2025-FHT 64832EAA7 - 36,049,859 $36,505,621 $36,505,621 0.55 $36,286,487
FHLMC 30yr Pool#SI2101 4.000% 01-Sep-2048, 4.00%, 09/01/48 FR 3133USKN0 - 37,825,890 $36,354,217 $36,354,217 0.54 $36,240,740
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA2 M2 7.4119% 25-FEB-2042, 7.40%, 02/25/42 STACR 2022-DNA2 35564KRN1 - 35,277,125 $36,261,880 $36,261,880 0.54 $36,014,952
FNMA 40yr Pool#BF0598 2.500% 01-Mar-2062, 2.50%, 03/01/62 FN 3140FXUY6 - 42,986,449 $36,035,307 $36,035,307 0.54 $35,954,707
FHLMC 30yr Pool#SL0938 4.000% 01-Jul-2050, 4.00%, 07/01/50 FR 31427NBG3 - 36,851,593 $35,942,968 $35,942,968 0.54 $35,832,413
FHLMC 30yr Pool#SL4452 5.000% 01-Mar-2056, 5.00%, 03/01/56 FR 31427R5N6 - 35,278,856 $35,607,943 $35,607,943 0.53 $35,475,648
FNMA 30yr Pool#FA1951 6.000% 01-Jun-2055, 6.00%, 06/01/55 FN 3140W2EZ0 - 33,774,281 $34,984,780 $34,984,780 0.52 $34,832,795
FNMA 30yr Pool#CC2016 5.500% 01-Feb-2056, 5.50%, 02/01/56 FN 3140Y8G26 - 33,875,645 $34,933,736 $34,933,736 0.52 $34,793,999
FNMA 30yr Pool#FA0576 5.500% 01-Jan-2055, 5.50%, 01/01/55 FN 3140W0UA1 - 33,797,956 $34,805,625 $34,805,625 0.52 $34,666,208
FHLMC 30yr Pool#SL1632 4.000% 01-Nov-2053, 4.00%, 11/01/53 FR 31427NY60 - 36,174,913 $34,688,192 $34,688,192 0.52 $34,579,667
FNMA 30yr Pool#FA1557 6.000% 01-May-2055, 6.00%, 05/01/55 FN 3140W1WT6 - 31,802,245 $32,915,087 $32,915,087 0.49 $32,771,977
FNMA 30yr Pool#FA3191 5.500% 01-Oct-2055, 5.50%, 10/01/55 FN 3140W3RM3 - 31,391,371 $32,316,629 $32,316,629 0.48 $32,187,139
FNMA 30yr Pool#FA4849 5.000% 01-Feb-2056, 5.00%, 02/01/56 FN 3140W5L77 - 31,281,076 $31,558,681 $31,558,681 0.47 $31,441,377
FNMA 30yr Pool#FA3682 5.500% 01-Feb-2055, 5.50%, 02/01/55 FN 3140W4CU9 - 30,553,700 $31,453,274 $31,453,274 0.47 $31,327,240
FNMA 30yr Pool#FA0603 4.500% 01-Sep-2051, 4.50%, 09/01/51 FN 3140W0U52 - 31,203,201 $30,891,438 $30,891,438 0.46 $30,786,128
FNMA 30yr Pool#FA3105 6.000% 01-May-2055, 6.00%, 05/01/55 FN 3140W3NX3 - 29,781,203 $30,818,323 $30,818,323 0.46 $30,684,308
FNMA 30yr Pool#FA1560 5.500% 01-Apr-2055, 5.50%, 04/01/55 FN 3140W1WW9 - 29,517,065 $30,425,624 $30,425,624 0.46 $30,303,866
FHLMC 30yr Pool#SL0238 5.000% 01-May-2054, 5.00%, 05/01/54 FR 31427MHQ7 - 29,505,864 $29,654,160 $29,654,160 0.44 $29,543,513
FNMA 30yr Pool#CC1930 5.000% 01-Feb-2056, 5.00%, 02/01/56 FN 3140Y8EC6 - 29,371,473 $29,603,978 $29,603,978 0.44 $29,493,835
FHLMC 30yr Pool#SL2558 6.000% 01-Aug-2055, 6.00%, 08/01/55 FR 31427PZY3 - 28,342,772 $29,336,684 $29,336,684 0.44 $29,209,141
FNMA 40yr Pool#BF0698 3.500% 01-Dec-2062, 3.50%, 12/01/62 FN 3140FXX49 - 32,105,512 $29,315,662 $29,315,662 0.44 $29,231,385
FNMA 30yr Pool#FA4117 4.500% 01-Sep-2051, 4.50%, 09/01/51 FN 3140W4SF5 - 28,833,970 $28,624,461 $28,624,461 0.43 $28,527,146
FHLMC 30yr Pool#SL1291 4.000% 01-Nov-2054, 4.00%, 11/01/54 FR 31427NNH8 - 29,643,216 $28,424,935 $28,424,935 0.43 $28,336,006
FNMA 30yr Pool#FS8335 4.500% 01-Jan-2051, 4.50%, 01/01/51 FN 3140XQHM2 - 28,522,678 $28,237,697 $28,237,697 0.42 $28,141,433
FNMA 30yr Pool#FA1798 4.000% 01-Aug-2052, 4.00%, 08/01/52 FN 3140W17L1 - 28,332,454 $27,174,610 $27,174,610 0.41 $27,089,613
FNMA 30yr Pool#FS8681 4.500% 01-Oct-2050, 4.50%, 10/01/50 FN 3140XQUF2 - 27,011,785 $26,741,900 $26,741,900 0.40 $26,650,736
FNMA 30yr Pool#FS9788 5.500% 01-Nov-2054, 5.50%, 11/01/54 FN 3140XR2W4 - 26,126,726 $26,660,114 $26,660,114 0.40 $26,552,341
FHLMC 30yr Pool#SL4437 6.000% 01-Sep-2054, 6.00%, 09/01/54 FR 31427R4X5 - 24,708,083 $25,879,471 $25,879,471 0.39 $25,768,285
FHLMC 30yr Pool#SD1143 4.500% 01-Sep-2050, 4.50%, 09/01/50 FR 3132DNHU0 - 25,390,499 $25,136,813 $25,136,813 0.38 $25,051,120
NRM MSR-Collateralized Notes, Series 2024-FNT1 A 7.398% 25-NOV-2029, 7.40%, 11/25/31 NZES 2024-FNT1 62956YAA7 - 24,486,030 $24,814,776 $24,814,776 0.37 $24,645,917
FNMA 30yr Pool#FA3714 5.000% 01-Nov-2055, 5.00%, 11/01/55 FN 3140W4DU8 - 24,326,478 $24,566,854 $24,566,854 0.37 $24,475,630
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-HQA3 M2 5.7619% 25-SEP-2041, 5.75%, 09/25/41 STACR 2021-HQA3 35564KJP5 - 23,964,288 $24,195,542 $24,195,542 0.36 $24,065,144
FHLMC 30yr Pool#SD3271 5.500% 01-Jun-2053, 5.50%, 06/01/53 FR 3132DQT48 - 23,368,609 $24,095,537 $24,095,537 0.36 $23,999,141
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2025-HQA1 M2 5.3119% 25-FEB-2045, 5.30%, 02/25/45 STACR 2025-HQA1 35564NHA4 - 23,060,148 $23,173,756 $23,173,756 0.35 $23,058,079
FNMA 30yr Pool#FS9239 4.500% 01-Jan-2051, 4.50%, 01/01/51 FN 3140XRHR9 - 23,292,550 $23,059,826 $23,059,826 0.35 $22,981,214
FNMA 30yr Pool#FA4386 5.500% 01-Jan-2056, 5.50%, 01/01/56 FN 3140W42U0 - 21,515,354 $22,198,939 $22,198,939 0.33 $22,110,188
FNMA 30yr Pool#CC1195 5.000% 01-Oct-2055, 5.00%, 10/01/55 FN 3140Y7KH0 - 21,480,311 $21,680,683 $21,680,683 0.32 $21,600,132
FNMA 30yr Pool#FM7840 4.000% 01-Apr-2050, 4.00%, 04/01/50 FN 3140XBWA4 - 22,385,393 $21,485,040 $21,485,040 0.32 $21,417,884
PRET 2025-RPL3 Trust A1 4.15% 25-APR-2065, 4.15%, 04/25/65 PRET 2025-RPL3 69382RAA1 - 21,788,075 $21,382,209 $21,382,209 0.32 $21,314,394
FHLMC 30yr Pool#SD5061 5.500% 01-Mar-2054, 5.50%, 03/01/54 FR 3132DSTS1 - 20,284,372 $20,919,789 $20,919,789 0.31 $20,836,116
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-DNA6 B2 11.1619% 25-OCT-2041, 11.15%, 10/25/41 STACR 2021-DNA6 35564KLV9 - 19,937,000 $20,906,360 $20,906,360 0.31 $20,500,064
FNMA 30yr Pool#FS4781 4.000% 01-Oct-2051, 4.00%, 10/01/51 FN 3140XLJ33 - 21,751,578 $20,876,717 $20,876,717 0.31 $20,811,463
FNMA 30yr Pool#FS7225 4.000% 01-Aug-2051, 4.00%, 08/01/51 FN 3140XPA33 - 21,672,315 $20,829,122 $20,829,122 0.31 $20,764,105
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA5 M2 10.4119% 25-JUN-2042, 10.40%, 06/25/42 STACR 2022-DNA5 35564KYW3 - 19,321,656 $20,725,412 $20,725,412 0.31 $20,535,422
FNMA 30yr Pool#FA1128 6.500% 01-Aug-2054, 6.50%, 08/01/54 FN 3140W1HE6 - 19,707,087 $20,659,890 $20,659,890 0.31 $20,563,818
RCKT Mortgage Trust 2026-CES2 A3 5.255% 25-FEB-2056, 5.25%, 02/25/56 RCKT 2026-CES2 74940EAD9 - 20,600,000 $20,565,782 $20,565,782 0.31 $20,394,381
FNMA 30yr Pool#FA1129 6.500% 01-Jun-2054, 6.50%, 06/01/54 FN 3140W1HF3 - 19,306,269 $20,286,042 $20,286,042 0.30 $20,191,924
Fannie Mae Pool|5.5|04/01/2056, 5.50%, 04/01/56 FN 3140W52S2 - 19,584,565 $20,031,471 $20,031,471 0.30 $19,950,685
FNMA 30yr Pool#CB7112 5.500% 01-Sep-2053, 5.50%, 09/01/53 FN 3140QS3W9 - 19,394,832 $19,982,298 $19,982,298 0.30 $19,902,294
FNMA 40yr Pool#BF0226 3.500% 01-Jan-2058, 3.50%, 01/01/58 FN 3140FXHC9 - 21,403,472 $19,875,134 $19,875,134 0.30 $19,818,950
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 $19,792,402 $19,792,402 0.30 $19,727,361
FHLMC 30yr Pool#SD6989 5.500% 01-Nov-2054, 5.50%, 11/01/54 FR 3132DUXS1 - 19,392,331 $19,788,234 $19,788,234 0.30 $19,708,241
FNMA 30yr Pool#FS6382 4.000% 01-Aug-2051, 4.00%, 08/01/51 FN 3140XNCU6 - 20,443,882 $19,648,482 $19,648,482 0.29 $19,587,151
FNMA 40yr Pool#BF0807 3.500% 01-Apr-2064, 3.50%, 04/01/64 FN 3140FX3R1 - 21,187,036 $19,338,847 $19,338,847 0.29 $19,283,231
FINANCE OF AMERICA STRUC 3.28125% 74, 3.50%, 04/25/74 FASST 2024-S3 31739WAB8 - 19,555,485 $19,248,241 $19,248,241 0.29 $19,185,501
FNMA 40yr Pool#BF0713 4.000% 01-Mar-2063, 4.00%, 03/01/63 FN 3140FXYK2 - 20,076,885 $19,142,977 $19,142,977 0.29 $19,082,746
FHLMC 30yr Pool#SL0850 4.000% 01-Jul-2049, 4.00%, 07/01/49 FR 31427M5L1 - 18,867,704 $18,481,677 $18,481,677 0.28 $18,425,074
FNMA 30yr Pool#FS5028 4.000% 01-Oct-2051, 4.00%, 10/01/51 FN 3140XLSS8 - 19,211,768 $18,439,060 $18,439,060 0.28 $18,381,424
UMBS TBA 30yr 5.5% June Delivery, 5.50%, 06/11/26 FNCL 01F052664 - 18,080,424 $18,212,049 $18,212,049 0.27 $18,212,049
FNMA 30yr Pool#FA1182 4.500% 01-Jun-2049, 4.50%, 06/01/49 FN 3140W1J46 - 18,307,442 $18,124,525 $18,124,525 0.27 $18,062,738
FNMA 30yr Pool#FA1549 5.500% 01-May-2055, 5.50%, 05/01/55 FN 3140W1WK5 - 17,565,249 $18,091,448 $18,091,448 0.27 $18,018,991
FHLMC 30yr Pool#QJ9063 5.000% 01-Nov-2054, 5.00%, 11/01/54 FR 3133D1B81 - 17,896,781 $17,919,327 $17,919,327 0.27 $17,852,214
RCKT MOR 2025-CES9 FLT 2055 A1B, 5.00%, 09/25/55 RCKT 2025-CES9 74942JAB0 - 17,943,747 $17,872,415 $17,872,415 0.27 $17,805,166
FNMA 30yr Pool#FS2863 4.000% 01-Sep-2052, 4.00%, 09/01/52 FN 3140XJFD0 - 18,582,520 $17,820,249 $17,820,249 0.27 $17,764,502
FNMA 30yr Pool#FS8709 4.500% 01-Jan-2051, 4.50%, 01/01/51 FN 3140XQVB0 - 17,672,442 $17,495,870 $17,495,870 0.26 $17,436,225
SALUDA GRADE ALTERNATIVE M 5.749% 31, 5.75%, 03/25/31 GRADE 2026-RTL7 79584UAA9 - 17,370,000 $17,395,188 $17,395,188 0.26 $17,237,076
FNMA 30yr Pool#BN3960 4.500% 01-Jan-2049, 4.50%, 01/01/49 FN 3140JLMJ0 - 17,131,655 $16,960,486 $16,960,486 0.25 $16,902,667
FHLMC 30yr Pool#QY8779 6.000% 01-Jul-2055, 6.00%, 07/01/55 FR 31426TXH5 - 16,051,901 $16,616,102 $16,616,102 0.25 $16,543,869
FNMA 30yr Pool#FA1358 4.500% 01-May-2050, 4.50%, 05/01/50 FN 3140W1QL0 - 16,473,076 $16,320,743 $16,320,743 0.24 $16,265,147
SALUDA GR ALT MTG TR 2025-LOC5 A1B, 5.48%, 10/25/55 GRADE 2025-LOC5 79581XAC2 - 15,693,000 $15,866,330 $15,866,330 0.24 $15,785,142
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA4 M2 8.9119% 25-MAY-2042, 8.90%, 05/25/42 STACR 2022-DNA4 35564KXA2 - 15,050,000 $15,819,380 $15,819,380 0.24 $15,692,715
FNMA 40yr Pool#BF0806 3.500% 01-Apr-2064, 3.50%, 04/01/64 FN 3140FX3Q3 - 17,199,916 $15,750,853 $15,750,853 0.24 $15,705,703
Vontive Mortgage Trust 2025-RTL1 A1 6.507% 25-MAR-2030, 6.51%, 03/25/30 VNTV 2025-RTL1 928884AA3 - 15,444,000 $15,696,183 $15,696,183 0.24 $15,604,063
FHLMC 30yr Pool#SD0985 4.500% 01-Oct-2050, 4.50%, 10/01/50 FR 3132DNCW1 - 15,748,506 $15,634,077 $15,634,077 0.23 $15,580,926
FNMA 40yr Pool#BF0801 2.500% 01-Apr-2064, 2.50%, 04/01/64 FN 3140FX3K6 - 18,422,905 $15,409,955 $15,409,955 0.23 $15,375,412
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 $15,380,415 $15,380,415 0.23 $15,295,517
Saluda Grade Alternative Mortgage Trust 2026-HB1 A1B 5.22855% 25-APR-2056, 5.20%, 04/25/56 GRADE 2026-HB1 795939AC1 - 15,089,712 $15,149,251 $15,149,251 0.23 $15,072,572
FNMA 30yr Pool#DA1525 6.000% 01-Oct-2053, 6.00%, 10/01/53 FN 3140A1VT1 - 14,480,376 $14,979,737 $14,979,737 0.22 $14,914,575
FHLMC 30yr Pool#QH3192 6.000% 01-Oct-2053, 6.00%, 10/01/53 FR 3133CFRM3 - 14,422,936 $14,920,317 $14,920,317 0.22 $14,855,414
FNMA 30yr Pool#FM4738 4.000% 01-Sep-2050, 4.00%, 09/01/50 FN 3140X8HQ3 - 15,517,037 $14,901,153 $14,901,153 0.22 $14,854,602
FNMA 30yr Pool#FS9116 6.000% 01-Sep-2054, 6.00%, 09/01/54 FN 3140XRDW2 - 14,039,889 $14,531,181 $14,531,181 0.22 $14,468,001
PRET 2025-RPL1 Trust A1 4.0% 25-JUL-2069, 4.00%, 07/25/69 PRET 2025-RPL1 69392FAA5 - 14,823,661 $14,396,554 $14,396,554 0.22 $14,352,083
RCKT Mortgage Trust 2026-CES2 A2 5.055% 25-FEB-2056, 5.05%, 02/25/56 RCKT 2026-CES2 74940EAC1 - 14,268,000 $14,231,886 $14,231,886 0.21 $14,117,689
Switch ABS Issuer, Series 2026-1 A2I_2601 5.609% 25-MAR-2056, 5.61%, 03/27/56 SWTCH 2026-1A 871044BA0 - 14,000,000 $14,141,902 $14,141,902 0.21 $14,069,919
FHLMC 30yr Pool#SL3988 5.000% 01-Jan-2056, 5.00%, 01/01/56 FR 31427RNE6 - 13,915,196 $14,044,999 $14,044,999 0.21 $13,992,817
Galaxy XXVI CLO Ltd., 6.01%, 07/31/26 GLXYT 2025-1 362922AA4 - 13,904,675 $14,037,011 $14,037,011 0.21 $13,979,010
FHLMC 30yr Pool#SD6178 4.500% 01-Jan-2051, 4.50%, 01/01/51 FR 3132DT2K5 - 14,164,410 $14,033,427 $14,033,427 0.21 $13,985,622
BMP Commercial Mortgage Trust 2024-MF23 A 5.02665% 15-JUN-2041, 5.03%, 06/15/41 BMP 2024-MF23 05593JAA8 - 14,000,000 $14,025,405 $14,025,405 0.21 $13,999,992
FNMA 30yr Pool#FA3563 5.500% 01-Nov-2055, 5.50%, 11/01/55 FN 3140W35Z8 - 13,207,490 $13,627,117 $13,627,117 0.20 $13,572,637
FINANCE OF AMER STR TR 2024-S2 A1, 3.50%, 04/25/74 FASST 2024-S2 31739VAA2 - 13,575,265 $13,416,312 $13,416,312 0.20 $13,372,225
FNMA 30yr Pool#CC0097 5.500% 01-Mar-2055, 5.50%, 03/01/55 FN 3140Y6DB3 - 12,959,212 $13,363,987 $13,363,987 0.20 $13,310,530
GS Mortgage-Backed Securities Trust 2025-RPL3 A1 4.1% 25-JUL-2065, 4.10%, 07/25/65 GSMBS 2025-RPL3 362963AA8 - 13,598,445 $13,356,968 $13,356,968 0.20 $13,315,153
Freddie Mac Pool|5|04/01/2056, 5.00%, 04/01/56 FR 31427SQ68 - 13,295,000 $13,328,586 $13,328,586 0.20 $13,278,730
PRPM 2025-RCF3 LLC 5.25% 55, 5.25%, 07/25/55 PRPM 2025-RCF3 69392PAA3 - 13,063,687 $13,088,778 $13,088,778 0.20 $13,037,339
FHLMC 30yr Pool#SD5963 6.000% 01-Jul-2054, 6.00%, 07/01/54 FR 3132DTTU4 - 12,618,674 $13,060,234 $13,060,234 0.20 $13,003,450
FHLMC 30yr Pool#SL4658 5.000% 01-Jan-2056, 5.00%, 01/01/56 FR 31427SE87 - 12,980,642 $13,003,997 $13,003,997 0.19 $12,955,319
Chase Mortgage Reference Notes, Series 2020-CL1 M1 6.04303% 25-OCT-2057, 6.02%, 10/25/57 CHASE 2020-CL1 46591HAG5 - 12,541,821 $12,986,105 $12,986,105 0.19 $12,913,725
FNMA 30yr Pool#MA3444 4.500% 01-Aug-2048, 4.50%, 08/01/48 FN 31418CZJ6 - 12,954,055 $12,824,626 $12,824,626 0.19 $12,780,906
FNMA 30yr Pool#FM5350 4.500% 01-Sep-2050, 4.50%, 09/01/50 FN 3140X85L7 - 12,752,202 $12,584,966 $12,584,966 0.19 $12,541,927
Foundation Finance Trust 2025-2 B 4.94% 15-APR-2052, 4.94%, 04/15/52 FFIN 2025-2A 35042NAB1 - 12,522,312 $12,539,420 $12,539,420 0.19 $12,517,082
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA2 B2 12.1619% 25-FEB-2042, 12.15%, 02/25/42 STACR 2022-DNA2 35564KSQ3 - 11,519,000 $12,280,354 $12,280,354 0.18 $12,148,050
FNMA 30yr Pool#FS8717 6.000% 01-Jul-2054, 6.00%, 07/01/54 FN 3140XQVK0 - 11,803,296 $12,216,324 $12,216,324 0.18 $12,163,209
FHLMC 30yr Pool#SD5994 4.500% 01-Sep-2050, 4.50%, 09/01/50 FR 3132DTUT5 - 12,291,339 $12,168,532 $12,168,532 0.18 $12,127,048
PRET 2025-RPL5 TRUST FLTG 2070 A1, 4.15%, 01/25/70 PRET 2025-RPL5 69393AAA5 - 12,513,647 $12,160,065 $12,160,065 0.18 $12,121,116
FNMA 40yr Pool#BF0731 2.500% 01-Jun-2063, 2.50%, 06/01/63 FN 3140FXY55 - 14,467,810 $12,119,318 $12,119,318 0.18 $12,092,190
FHLMC 30yr Pool#SD6558 6.000% 01-Sep-2054, 6.00%, 09/01/54 FR 3132DUJB4 - 11,665,571 $12,073,779 $12,073,779 0.18 $12,021,284
FHLMC 30yr Pool#QG6755 5.500% 01-Jun-2053, 5.50%, 06/01/53 FR 3133C7QG5 - 11,619,175 $11,980,613 $11,980,613 0.18 $11,932,684
FNMA 30yr Pool#DE6043 6.000% 01-Aug-2055, 6.00%, 08/01/55 FN 3140BJWD5 - 11,457,836 $11,859,189 $11,859,189 0.18 $11,807,628
FNMA 30yr Pool#FS7541 4.000% 01-Jun-2052, 4.00%, 06/01/52 FN 3140XPLX5 - 12,310,184 $11,815,062 $11,815,062 0.18 $11,778,131
Huntington Bank Auto Credit-Linked Notes, Series 2024-2 B1 5.442% 20-OCT-2032, 5.44%, 10/20/32 HACLN 2024-2 44644NAG4 - 11,365,346 $11,468,035 $11,468,035 0.17 $11,454,290
TOWD POINT MORTGAGE TRUST 2025 0% 65, 4.97%, 09/25/65 TPMT 2025-FIX1 89183MAA1 - 11,414,892 $11,400,465 $11,400,465 0.17 $11,357,933
FNMA 30yr Pool#DE1157 6.000% 01-Jun-2055, 6.00%, 06/01/55 FN 3140BDJB7 - 10,794,952 $11,173,085 $11,173,085 0.17 $11,124,508
Vista Point Securitization Trust 2025-CES2 A1 5.601% 25-AUG-2055, 5.60%, 08/25/55 VSTA 2025-CES2 92842UAA0 - 11,013,415 $11,097,443 $11,097,443 0.17 $11,051,178
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA7 M2 10.6619% 25-SEP-2042, 10.65%, 03/25/52 STACR 2022-DNA7 35564KL72 - 10,000,000 $10,965,661 $10,965,661 0.16 $10,864,970
FNMA 40yr Pool#BF0783 3.500% 01-Dec-2063, 3.50%, 12/01/63 FN 3140FX2R2 - 11,988,117 $10,942,369 $10,942,369 0.16 $10,910,900
TOWD PT MTG TR 2025-FIX2 FLTG A1, 5.25%, 10/25/65 TPMT 2025-FIX2 89183RAA0 - 10,845,789 $10,879,761 $10,879,761 0.16 $10,837,064
FNMA 30yr Pool#FA0470 6.000% 01-Jan-2055, 6.00%, 01/01/55 FN 3140W0QY4 - 10,498,785 $10,866,164 $10,866,164 0.16 $10,818,920
FIGRE TRUST 2025-HE4 FLTG 2055 C, 5.71%, 07/25/55 FIGRE 2025-HE4 31684PAC6 - 10,707,107 $10,787,555 $10,787,555 0.16 $10,741,709
FNMA 30yr Pool#FS5818 4.500% 01-Oct-2050, 4.50%, 10/01/50 FN 3140XMPC4 - 10,925,398 $10,782,119 $10,782,119 0.16 $10,745,246
PRET 2025-NPL4 A1 6.3677% 25-MAY-2055, 6.37%, 04/25/55 PRET 2025-NPL4 74136UAA3 - 10,646,126 $10,717,411 $10,717,411 0.16 $10,654,262
METRONET INFRASTRUCTURE ISSU 5.4% 55, 5.40%, 08/20/55 MNET 2025-2A 59170JAX6 - 10,600,000 $10,692,623 $10,692,623 0.16 $10,679,903
Homeward Opportunities Fund Trust 2025-RRTL1 A1 5.476% 25-MAR-2040, 5.48%, 03/25/40 HOF 2025-RRTL1 437919AA1 - 10,475,000 $10,534,646 $10,534,646 0.16 $10,482,065
FNMA 30yr Pool#CC1844 5.500% 01-Jan-2056, 5.50%, 01/01/56 FN 3140Y8BN5 - 10,174,001 $10,491,782 $10,491,782 0.16 $10,449,814
FNMA 30yr Pool#FS7613 4.500% 01-May-2052, 4.50%, 05/01/52 FN 3140XPN70 - 10,491,739 $10,386,912 $10,386,912 0.16 $10,351,503
FHLMC 30yr Pool#QH3306 6.000% 01-Oct-2053, 6.00%, 10/01/53 FR 3133CFU72 - 9,915,830 $10,341,233 $10,341,233 0.15 $10,296,612
FNMA 30yr Pool#FS5362 4.500% 01-Dec-2050, 4.50%, 12/01/50 FN 3140XL5Y0 - 10,379,771 $10,276,062 $10,276,062 0.15 $10,241,031
FNMA 30yr Pool#FS9909 5.000% 01-Nov-2054, 5.00%, 11/01/54 FN 3140XSAK9 - 10,142,904 $10,237,154 $10,237,154 0.15 $10,199,118
FNMA 30yr Pool#FS6236 6.500% 01-Nov-2053, 6.50%, 11/01/53 FN 3140XM4W3 - 9,667,881 $10,162,178 $10,162,178 0.15 $10,115,047
FNMA 30yr Pool#FA4709 5.500% 01-Jul-2055, 5.50%, 07/01/55 FN 3140W5GT5 - 9,850,995 $10,159,582 $10,159,582 0.15 $10,118,947
Connecticut Avenue Securities Trust 2022-R02 2B2 11.3119% 25-JAN-2042, 11.30%, 01/25/42 CAS 2022-R02 20754BAJ0 - 9,637,000 $10,157,492 $10,157,492 0.15 $10,054,540
LHOME Mortgage Trust 2024-RTL3 A1 6.9% 25-MAY-2029, 6.90%, 05/25/29 LHOME 2024-RTL3 50205GAA0 - 9,960,000 $10,060,542 $10,060,542 0.15 $9,997,545
FNMA 30yr Pool#BX0421 5.500% 01-Nov-2052, 5.50%, 11/01/52 FN 3140N4PF8 - 9,635,021 $9,919,985 $9,919,985 0.15 $9,880,241
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA6 M2 9.4119% 25-SEP-2042, 9.40%, 09/25/42 STACR 2022-DNA6 35564KH77 - 9,166,000 $9,825,080 $9,825,080 0.15 $9,743,607
FNMA 30yr Pool#FS6662 4.000% 01-Oct-2051, 4.00%, 10/01/51 FN 3140XNML5 - 10,181,371 $9,771,870 $9,771,870 0.15 $9,741,326
FHLMC 30yr Pool#SD5224 6.000% 01-Mar-2054, 6.00%, 03/01/54 FR 3132DSYV8 - 9,335,221 $9,662,768 $9,662,768 0.14 $9,620,760
FHLMC 30yr Pool#RA7104 4.500% 01-Feb-2051, 4.50%, 02/01/51 FR 3133KN3M3 - 9,705,904 $9,567,371 $9,567,371 0.14 $9,534,613
Connecticut Avenue Securities Trust 2022-R04 1B2 13.1619% 25-MAR-2042, 13.16%, 03/25/42 CAS 2022-R04 20753YAL6 - 8,793,401 $9,501,342 $9,501,342 0.14 $9,392,034
New Residential Mortgage Loan Trust 2026-NQM1 A2 5.078% 25-NOV-2065, 5.08%, 11/25/65 NRZT 2026-NQM1 64832LAF0 - 9,530,941 $9,494,390 $9,494,390 0.14 $9,458,091
FHLMC 30yr Pool#QH4373 6.000% 01-Nov-2053, 6.00%, 11/01/53 FR 3133CG2E6 - 9,122,195 $9,436,778 $9,436,778 0.14 $9,395,728
Acacia 2025-1 A 5.24% 15-NOV-2037, 5.24%, 11/15/37 ACACIA 2025-1 00401PAA7 - 9,367,465 $9,396,229 $9,396,229 0.14 $9,378,503
SALUDA GRADE ALTERNATIVE MORT A2, 6.75%, 03/25/31 GRADE 2026-RTL7 79584UAB7 - 9,418,000 $9,390,977 $9,390,977 0.14 $9,343,312
LHOME Mortgage Trust 2024-RTL5 A2 5.751% 25-SEP-2039, 5.75%, 09/25/39 LHOME 2024-RTL5 50205WAB3 - 9,325,000 $9,381,319 $9,381,319 0.14 $9,332,160
CONNECTICUT AVENUE SECUR 5.95001% 45, 5.25%, 07/25/45 CAS 2025-R05 20753CAC4 - 9,254,000 $9,313,180 $9,313,180 0.14 $9,267,195
Rithm Capital Corp. 8.0% 01-APR-2029, 8.00%, 04/01/29 RITM 64828TAB8 - 9,213,000 $9,302,744 $9,302,744 0.14 $9,247,466
FNMA 30yr Pool#FS2144 3.500% 01-Jun-2052, 3.50%, 06/01/52 FN 3140XHL21 - 9,944,468 $9,282,265 $9,282,265 0.14 $9,256,161
Ally Bank Auto Credit-Linked Notes, Series 2025-A C 4.844% 15-JUN-2033, 4.84%, 06/15/33 ABCLN 2025-A 02007G5F6 - 9,245,446 $9,271,639 $9,271,639 0.14 $9,255,466
FNMA 30yr Pool#FS7117 6.500% 01-Feb-2054, 6.50%, 02/01/54 FN 3140XN4B7 - 8,455,016 $8,887,302 $8,887,302 0.13 $8,846,084
Freddie Mac Multiclass Certificates, Series 5164 FA 3.9119% 25-NOV-2051, 3.90%, 11/25/51 FHR 5164 3137H3PY2 - 9,420,551 $8,648,583 $8,648,583 0.13 $8,614,505
Brean Asset Backed Securities Trust 2024-RM8 A1 4.5% 25-MAY-2064, 4.50%, 05/25/64 BABS 2024-RM8 10637YAA3 - 8,705,017 $8,620,341 $8,620,341 0.13 $8,582,571
Connecticut Avenue Securities Trust 2022-R01 1B2 9.6619% 25-DEC-2041, 9.65%, 12/25/41 CAS 2022-R01 20754LAJ8 - 8,116,382 $8,418,961 $8,418,961 0.13 $8,344,902
FIGRE TRUST 2025 HE4 FLTG 2055 B, 5.61%, 07/25/55 FIGRE 2025-HE4 31684PAB8 - 8,289,567 $8,379,425 $8,379,425 0.13 $8,344,560
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 $8,304,116 $8,304,116 0.12 $8,256,062
FHLMC 30yr Pool#SD7417 5.500% 01-Jan-2055, 5.50%, 01/01/55 FR 3132DVG25 - 8,044,631 $8,288,159 $8,288,159 0.12 $8,254,975
FNMA 30yr Pool#DA0026 6.000% 01-Sep-2053, 6.00%, 09/01/53 FN 3140A0A41 - 7,728,486 $7,995,006 $7,995,006 0.12 $7,960,228
FHLMC 30yr Pool#QY9874 6.000% 01-Aug-2055, 6.00%, 08/01/55 FR 31426U6L3 - 7,683,523 $7,952,666 $7,952,666 0.12 $7,918,090
PRPM 2025-RPL4 A1, 3.00%, 05/25/55 PRPM 2025-RPL4 74448NAA2 - 8,161,099 $7,854,800 $7,854,800 0.12 $7,836,438
FHLMC 30yr Pool#QH1500 6.000% 01-Sep-2053, 6.00%, 09/01/53 FR 3133CDUZ5 - 7,493,942 $7,786,026 $7,786,026 0.12 $7,752,303
Alterna Funding III A 6.26% 15-MAY-2039, 6.26%, 05/16/39 TAX 2024-1A 02157JAA3 - 7,751,589 $7,780,491 $7,780,491 0.12 $7,762,969
Fannie Mae REMIC Trust 2022-65 FB 4.4619% 25-SEP-2052, 4.45%, 09/25/52 FNR 2022-65 3136BPCQ2 - 7,756,130 $7,759,517 $7,759,517 0.12 $7,727,333
RCKT Mortgage Trust 2024-CES9 A1B 5.683% 25-DEC-2044, 5.68%, 12/25/44 RCKT 2024-CES9 749426AB8 - 7,618,577 $7,672,034 $7,672,034 0.11 $7,639,562
Huntington Bank Auto Credit-Linked Notes, Series 2024-1 B1 6.153% 20-MAY-2032, 6.15%, 05/20/32 HACLN 2024-1 44644NAA7 - 7,478,229 $7,576,845 $7,576,845 0.11 $7,566,619
Connecticut Avenue Securities Trust 2025-R01 1M2 5.1619% 25-JAN-2045, 5.15%, 01/25/45 CAS 2025-R01 20755JAC7 - 7,526,000 $7,567,461 $7,567,461 0.11 $7,530,774
FNMA 30yr Pool#FA1613 5.000% 01-Apr-2055, 5.00%, 04/01/55 FN 3140W1YK3 - 7,422,549 $7,491,521 $7,491,521 0.11 $7,463,686
SALUDA GR ALT MTG TR 25 RRTL1 A1, 5.32%, 10/25/40 GRADE 2025-RRTL1 79582NAA7 - 7,388,000 $7,402,125 $7,402,125 0.11 $7,372,647
RCKT Mortgage Trust 2026-CES4|5.593|04/25/2056, 5.59%, 04/25/56 RCKT 2026-CES4 74940CAD3 - 7,331,000 $7,359,004 $7,359,004 0.11 $7,328,253
RCKT Mortgage Trust 2025-CES7 A1B 5.478% 25-JUL-2055, 5.48%, 07/25/55 RCKT 2025-CES7 74943AAB8 - 7,297,303 $7,327,445 $7,327,445 0.11 $7,297,464
COOPR Residential Mortgage Trust 2025-CES3 A1A 4.84% 25-SEP-2060, 4.84%, 09/25/60 COOPR 2025-CES3 216926AA3 - 7,310,449 $7,288,242 $7,288,242 0.11 $7,261,705
COOPR Residential Mortgage Trust 2026-CES1 A1B 4.996% 25-FEB-2061, 5.00%, 01/01/61 COOPR 2026-CES1 21689GAB4 - 7,230,576 $7,230,674 $7,230,674 0.11 $7,203,581
FHLMC 30yr Pool#QX0520 5.500% 01-Dec-2054, 5.50%, 12/01/54 FR 31425USJ5 - 6,907,660 $7,048,683 $7,048,683 0.11 $7,020,189
GS Mortgage-Backed Securities Trust 2026-CES1 A2 5.272% 25-MAY-2056, 5.27%, 05/25/56 GSMBS 2026-CES1 36277LAB9 - 7,000,000 $7,032,487 $7,032,487 0.11 $6,974,055
FHLMC 30yr Pool#QG3912 5.500% 01-Jun-2053, 5.50%, 06/01/53 FR 3133C4KZ6 - 6,816,133 $6,982,756 $6,982,756 0.10 $6,954,639
LHOME Mortgage Trust 2024-RTL4 A2 6.092% 25-JUL-2039, 6.09%, 07/25/39 LHOME 2024-RTL4 50205PAB8 - 6,870,000 $6,921,576 $6,921,576 0.10 $6,883,212
PRPM 2025-RCF3, LLC, 5.77%, 08/25/28 PRPM 2025-6 69395KAA1 - 6,823,418 $6,837,229 $6,837,229 0.10 $6,807,680
FIGRE TRUST 2025-HE6 FLTG 2055 C, 5.25%, 09/25/55 FIGRE 2025-HE6 31684NAC1 - 6,853,199 $6,813,742 $6,813,742 0.10 $6,786,783
ACHM Trust 2024-HE1 A 6.55% 25-MAY-2039, 6.55%, 05/25/39 ACHM 2024-HE1 00449TAA3 - 6,596,311 $6,792,684 $6,792,684 0.10 $6,751,781
Mello Mortgage Capital Acceptance 2024-SD1 A1 4.0% 25-APR-2054, 4.00%, 04/25/54 MELLO 58550DAA1 - 6,842,799 $6,770,071 $6,770,071 0.10 $6,744,670
FNMA 30yr Pool#FA0339 5.500% 01-Jan-2055, 5.50%, 01/01/55 FN 3140W0LV5 - 6,385,391 $6,581,939 $6,581,939 0.10 $6,555,599
Research-Driven Pagaya Motor Asset Trust 2026-R1 (RPM 2026-R1) A 5.659% 25-JUL-2034, 5.66%, 07/25/34 RPM 2026-R1A 76089TAA8 - 6,500,000 $6,545,202 $6,545,202 0.10 $6,509,440
RCKT Mortgage Trust 2026-CES4|5.394|04/25/2056, 5.39%, 04/25/56 RCKT 2026-CES4 74940CAC5 - 6,516,000 $6,538,001 $6,538,001 0.10 $6,511,641
FNA 9, Series 2026-1 A 5.509% 15-DEC-2038, 5.51%, 04/16/46 FNH 2026-1 34411JAA8 - 6,500,000 $6,523,308 $6,523,308 0.10 $6,502,420
FNMA 30yr Pool#DF2677 6.000% 01-Nov-2055, 6.00%, 11/01/55 FN 3140BS6P7 - 6,228,165 $6,448,589 $6,448,589 0.10 $6,420,563
Meridian Arc Holdco LLC 6.25% 30-APR-2031, 6.25%, 04/30/31 MERIDI 58990CAA1 - 6,398,000 $6,409,701 $6,409,701 0.10 $6,405,258
RCKT MORTGAGE TRUST 2025 5.24863% 55, 5.25%, 08/25/55 RCKT 2025-CES8 74939WAB6 - 6,305,082 $6,307,484 $6,307,484 0.09 $6,282,664
FNMA 30yr Pool#FS4356 6.000% 01-May-2053, 6.00%, 05/01/53 FN 3140XKZW3 - 6,087,248 $6,300,833 $6,300,833 0.09 $6,273,440
PRET 2025-RPL2 Trust A1 4.0% 25-FEB-2065, 4.00%, 08/25/64 PRET 2025-RPL2 69392LAA2 - 6,327,127 $6,249,023 $6,249,023 0.09 $6,230,042
HOMES 2026-INV1 Trust A1D 5.077% 25-AUG-2060, 5.08%, 08/25/60 HOMES 2026-INV1 43761FAD7 - 6,157,451 $6,195,810 $6,195,810 0.09 $6,145,233
FNMA 30yr Pool#FM4129 4.000% 01-Sep-2050, 4.00%, 09/01/50 FN 3140X7ST7 - 6,427,300 $6,168,790 $6,168,790 0.09 $6,149,508
FNMA 30yr Pool#DA1468 6.000% 01-Sep-2053, 6.00%, 09/01/53 FN 3140A1T23 - 5,875,819 $6,104,835 $6,104,835 0.09 $6,078,393
FHLMC 30yr Pool#QX9929 6.000% 01-Apr-2055, 6.00%, 04/01/55 FR 31426HA78 - 5,878,738 $6,083,463 $6,083,463 0.09 $6,057,008
FNMA 30yr Pool#CA5386 4.500% 01-Mar-2050, 4.50%, 03/01/50 FN 3140QC6Y7 - 6,182,603 $6,081,702 $6,081,702 0.09 $6,060,836
FNMA 30yr Pool#DB4017 6.000% 01-May-2054, 6.00%, 05/01/54 FN 3140ADPB1 - 5,853,413 $6,058,239 $6,058,239 0.09 $6,031,898
Ally Bank Auto Credit-Linked Notes, Series 2025-A D 4.991% 15-JUN-2033, 4.99%, 06/15/33 ABCLN 2025-A 02007G5G4 - 6,005,831 $6,014,641 $6,014,641 0.09 $6,003,817
FIGRE TRUST 2025-HE6 FLTG 2055 B, 5.14%, 09/25/55 FIGRE 2025-HE6 31684NAB3 - 6,040,489 $6,007,241 $6,007,241 0.09 $5,983,936
FHLMC 30yr Pool#SD5223 6.000% 01-Apr-2054, 6.00%, 04/01/54 FR 3132DSYU0 - 5,799,717 $6,002,664 $6,002,664 0.09 $5,976,565
Brean Asset Backed Securities Trust 2024-RM9 A1 5.0% 25-SEP-2064, 5.00%, 09/25/64 BABS 2024-RM9 10638DAA8 - 5,991,291 $5,969,851 $5,969,851 0.09 $5,941,800
FNMA 30yr Pool#FS7397 6.000% 01-Mar-2054, 6.00%, 03/01/54 FN 3140XPGF0 - 5,751,145 $5,952,393 $5,952,393 0.09 $5,926,512
FNMA 30yr Pool#DE6050 6.000% 01-Aug-2055, 6.00%, 08/01/55 FN 3140BJWL7 - 5,647,997 $5,897,939 $5,897,939 0.09 $5,872,523
FHLMC 30yr Pool#QH7040 6.000% 01-Dec-2053, 6.00%, 12/01/53 FR 3133CKZD3 - 5,660,099 $5,855,289 $5,855,289 0.09 $5,829,819
Connecticut Avenue Securities, Series 2021-R02 2B2 9.8619% 25-NOV-2041, 9.85%, 11/25/41 CAS 2021-R02 20754KAJ0 - 5,616,000 $5,811,108 $5,811,108 0.09 $5,758,803
RCKT Mortgage Trust 2024-CES1 A1B 6.325% 25-FEB-2044, 6.33%, 02/25/44 RCKT 2024-CES1 749424AB3 - 5,702,563 $5,753,214 $5,753,214 0.09 $5,726,162
FHLMC 30yr Pool#QH4638 6.000% 01-Nov-2053, 6.00%, 11/01/53 FR 3133CHEK7 - 5,553,930 $5,745,460 $5,745,460 0.09 $5,720,467
TVC Mortgage Trust 2025-RRTL1 A2 6.68% 25-APR-2040, 6.68%, 04/25/40 TVC 2025-RRTL1 900927AB0 - 5,597,000 $5,713,863 $5,713,863 0.09 $5,679,590
FIGRE TRUST 2025-HE4 5.408% 55, 5.41%, 07/25/55 FIGRE 2025-HE4 31684PAA0 - 5,674,203 $5,712,727 $5,712,727 0.09 $5,689,712
PRPM 2025-RPL3 A1 3.25% 25-APR-2055, 3.25%, 04/25/55 PRPM 2025-RPL3 69392NAA8 - 5,879,329 $5,697,236 $5,697,236 0.09 $5,682,905
FNMA 30yr Pool#FM7479 4.500% 01-Jan-2050, 4.50%, 01/01/50 FN 3140XBJZ4 - 5,743,632 $5,686,246 $5,686,246 0.09 $5,666,861
FNMA 30yr Pool#DE7796 6.000% 01-Aug-2055, 6.00%, 08/01/55 FN 3140BLUW0 - 5,477,428 $5,669,295 $5,669,295 0.08 $5,644,647
SF ABS ISSUER 2025-1 0%55 A2, 5.38%, 11/25/55 SFARM 2025-1A 784193AA2 - 5,750,000 $5,598,836 $5,598,836 0.08 $5,570,495
FNMA 30yr Pool#FS1578 4.000% 01-Oct-2050, 4.00%, 10/01/50 FN 3140XGXG9 - 5,708,450 $5,498,998 $5,498,998 0.08 $5,481,873
FIGRE Trust 2026-HE1 C 5.434% 25-JAN-2056, 5.43%, 01/25/56 FIGRE 2026-HE1 30249NAE7 - 5,465,235 $5,489,463 $5,489,463 0.08 $5,467,189
MS RES MTG LN TR 2025-SPL1 A1, 4.25%, 02/25/65 MSRM 2025-SPL1 617946AA6 - 5,607,493 $5,480,322 $5,480,322 0.08 $5,462,448
FHLMC 30yr Pool#SD3018 5.500% 01-May-2053, 5.50%, 05/01/53 FR 3132DQK70 - 5,322,921 $5,460,041 $5,460,041 0.08 $5,438,084
FNMA 30yr Pool#DD5556 6.000% 01-Mar-2055, 6.00%, 03/01/55 FN DD5556 MTGE 3140B6E68 - 5,272,443 $5,457,130 $5,457,130 0.08 $5,433,404
FNMA 30yr Pool#FS0088 4.000% 01-Mar-2050, 4.00%, 03/01/50 FN 3140XFC25 - 5,631,182 $5,431,038 $5,431,038 0.08 $5,414,145
FHLMC 30yr Pool#SD3813 6.000% 01-Jul-2053, 6.00%, 07/01/53 FR 3132E0GW6 - 5,179,814 $5,377,837 $5,377,837 0.08 $5,354,528
FHLMC 30yr Pool#SD2606 4.500% 01-Sep-2051, 4.50%, 09/01/51 FR 3132DP3P1 - 5,453,994 $5,376,149 $5,376,149 0.08 $5,357,741
BX Trust 2021-SDMF A 4.358% 15-SEP-2034, 4.36%, 09/15/34 BX 2021-SDMF 12434CAA2 - 5,355,350 $5,362,132 $5,362,132 0.08 $5,353,703
LHOME Mortgage Trust 2024-RTL2 A1 7.128% 25-MAR-2029, 7.13%, 03/25/29 LHOME 50205JAA4 - 5,293,684 $5,335,440 $5,335,440 0.08 $5,300,851
Connecticut Avenue Securities Trust 2023-R06 1B1 7.5619% 25-JUL-2043, 7.55%, 07/25/43 CAS 2023-R06 20754EAF2 - 4,970,460 $5,234,237 $5,234,237 0.08 $5,198,741
PRPM 2025-5 0%30, 5.73%, 07/25/30 PRPM 2025-5 69392RAA9 - 5,114,857 $5,122,784 $5,122,784 0.08 $5,100,806
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA2 B1 8.4119% 25-FEB-2042, 8.40%, 02/25/42 STACR 2022-DNA2 35564KSJ9 - 4,921,687 $5,103,822 $5,103,822 0.08 $5,064,724
FNMA 30yr Pool#DB4019 6.000% 01-May-2054, 6.00%, 05/01/54 FN 3140ADPD7 - 4,917,984 $5,087,384 $5,087,384 0.08 $5,065,253
FNMA 30yr Pool#BX5986 5.500% 01-Mar-2053, 5.50%, 03/01/53 FN 3140NAUL5 - 4,915,652 $5,068,564 $5,068,564 0.08 $5,048,287
Fora Financial Asset Securitization, Series 2024-1 A 6.33% 15-MAY-2027, 6.33%, 08/15/29 FORA 2024-1A 34512PAA2 - 5,038,000 $5,058,948 $5,058,948 0.08 $5,047,432
Huntington Bank Auto Credit-Linked Notes, Series 2025-1 B 4.957% 20-MAR-2033, 4.96%, 03/21/33 HACLN 2025-1 446438SX2 - 4,988,816 $5,007,611 $5,007,611 0.08 $5,002,116
JP Morgan Mortgage Trust 2026-CES1 A3 5.332% 25-JUN-2056, 5.33%, 06/25/56 JPMMT 2026-CES1 46660BAE9 - 5,000,000 $5,001,987 $5,001,987 0.07 $4,959,775
FNMA 30yr Pool#DC7015 5.500% 01-Dec-2054, 5.50%, 12/01/54 FN 3140AUYM9 - 4,885,410 $4,985,147 $4,985,147 0.07 $4,964,995
FNMA 30yr Pool#BY0337 6.500% 01-May-2053, 6.50%, 05/01/53 FN 3140NGLT5 - 4,748,049 $4,981,716 $4,981,716 0.07 $4,958,570
FHLMC 30yr Pool#QJ9072 6.000% 01-Nov-2054, 6.00%, 11/01/54 FR 3133D1CH0 - 4,806,904 $4,975,110 $4,975,110 0.07 $4,953,479
RCKT Mortgage Trust 2025-CES8 B2A 7.28202% 25-AUG-2055, 7.28%, 08/25/55 RCKT 2025-CES8 74939WAS9 - 5,040,000 $4,962,666 $4,962,666 0.07 $4,935,140
OCEANVIEW MORTGAGE TRUST 4.99888% 55, 4.55%, 12/25/55 BVINV 2025-4 67647DAU3 - 4,915,362 $4,937,050 $4,937,050 0.07 $4,915,356
FHLMC 30yr Pool#QF9863 5.500% 01-Mar-2053, 5.50%, 03/01/53 FR 3133BX5Y3 - 4,776,220 $4,920,891 $4,920,891 0.07 $4,901,189
FNMA 30yr Pool#CA0706 4.000% 01-Nov-2047, 4.00%, 11/01/47 FN 3140Q7YC5 - 5,096,640 $4,903,350 $4,903,350 0.07 $4,888,060
ABL 2024-RTL1 A2 7.457% 25-SEP-2029, 7.46%, 09/25/29 ABL 2024-RTL1 00092EAB4 - 4,840,000 $4,889,078 $4,889,078 0.07 $4,855,994
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 $4,820,931 $4,820,931 0.07 $4,793,906
FNMA 30yr Pool#DA5019 6.500% 01-Nov-2053, 6.50%, 11/01/53 FN 3140A5SH2 - 4,567,166 $4,820,309 $4,820,309 0.07 $4,798,044
Homeward Opportunities Fund Trust 2025-RRTL2 A1 5.237% 25-AUG-2040, 5.24%, 09/25/40 HOF 2025-RRTL2 437923AA3 - 4,682,000 $4,713,864 $4,713,864 0.07 $4,691,387
FHLMC 30yr Pool#SD2715 4.500% 01-Sep-2050, 4.50%, 09/01/50 FR 3132DQAQ9 - 4,739,965 $4,677,804 $4,677,804 0.07 $4,661,806
Connecticut Avenue Securities Trust 2022-R07 1M2 8.3119% 25-JUN-2042, 8.31%, 06/25/42 CAS 2022-R07 20754MCB1 - 4,397,000 $4,602,582 $4,602,582 0.07 $4,568,065
FNMA 30yr Pool#DC5656 5.000% 01-Nov-2054, 5.00%, 11/01/54 FN 3140ATJA5 - 4,567,402 $4,566,249 $4,566,249 0.07 $4,549,122
FNMA 30yr Pool#BX9326 5.500% 01-Mar-2053, 5.50%, 03/01/53 FN 3140NELG8 - 4,431,575 $4,565,806 $4,565,806 0.07 $4,547,526
FHLMC 30yr Pool#QZ1060 6.000% 01-Aug-2055, 6.00%, 08/01/55 FR 31426XFA1 - 4,359,819 $4,516,079 $4,516,079 0.07 $4,496,459
PRPM 2025 RCF4 LLC 4.5% 55, 4.50%, 08/25/55 PRPM 2025-RCF4 69382WAA0 - 4,535,116 $4,512,945 $4,512,945 0.07 $4,497,639
Affirm Asset Securitization Trust 2025-X2 C 4.93% 15-OCT-2030, 4.93%, 10/15/30 AFFRM 2025-X2 00835DAC6 - 4,500,000 $4,506,845 $4,506,845 0.07 $4,498,834
FHLMC 30yr Pool#QH4473 6.000% 01-Nov-2053, 6.00%, 11/01/53 FR 3133CG6J1 - 4,354,435 $4,504,599 $4,504,599 0.07 $4,485,004
FNMA 30yr Pool#DE9377 6.000% 01-Sep-2055, 6.00%, 09/01/55 FN 3140BNM39 - 4,325,523 $4,480,553 $4,480,553 0.07 $4,461,088
FHLMC 30yr Pool#RA1100 4.000% 01-Jul-2049, 4.00%, 07/01/49 FR 3133KGGH5 - 4,645,483 $4,459,447 $4,459,447 0.07 $4,445,511
FHLMC 30yr Pool#QH2259 6.000% 01-Sep-2053, 6.00%, 09/01/53 FR 3133CEQL9 - 4,208,175 $4,353,296 $4,353,296 0.07 $4,334,359
EFMT 2026-CES1 A3 5.466% 25-DEC-2060, 5.47%, 12/25/60 EFMT 2026-CES1 26846MAE4 - 4,250,000 $4,257,376 $4,257,376 0.06 $4,239,953
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-HQA4 B2 10.6619% 25-DEC-2041, 10.65%, 12/25/41 STACR 2021-HQA4 35564KPP8 - 4,000,000 $4,170,276 $4,170,276 0.06 $4,130,000
Vista Point Securitization Trust 2026-CES1 A3 5.376% 25-FEB-2056, 5.38%, 02/25/56 VSTA 2026-CES1 92790EAC4 - 4,169,000 $4,158,544 $4,158,544 0.06 $4,138,000
FNMA 30yr Pool#FA3788 5.500% 01-Nov-2055, 5.50%, 11/01/55 FN 3140W4F69 - 3,994,219 $4,121,123 $4,121,123 0.06 $4,104,647
EASY STREET MORTGAGE LN 5.606%40 A1, 5.61%, 10/25/40 EASY 2025-RTL2 27786YAA6 - 4,100,000 $4,118,672 $4,118,672 0.06 $4,097,602
FHLMC 30yr Pool#QF7280 5.500% 01-Jan-2053, 5.50%, 01/01/53 FR 3133BVCR4 - 3,950,507 $4,080,562 $4,080,562 0.06 $4,064,267
FNMA 30yr Pool#FS3246 5.500% 01-Nov-2052, 5.50%, 11/01/52 FN 3140XJTC7 - 3,950,187 $4,080,232 $4,080,232 0.06 $4,063,938
OBX 2026-CES1 Trust|5.586|04/25/2056, 5.59%, 04/25/56 OBX 2026-CES1 67124LAD5 - 4,000,000 $4,035,932 $4,035,932 0.06 $4,019,174
GS Mortgage-Backed Securities Trust 2026-CES1 A3 5.422% 25-MAY-2056, 5.42%, 05/25/56 GSMBS 2026-CES1 36277LAC7 - 4,000,000 $4,025,136 $4,025,136 0.06 $3,990,797
FIGRE Trust 2025-HE3 B 5.71% 25-MAY-2055, 5.71%, 05/25/55 FIGRE 2025-HE3 31684LAB7 - 3,956,890 $3,996,823 $3,996,823 0.06 $3,979,877
FNMA 30yr Pool#CB2907 3.500% 01-Feb-2052, 3.50%, 02/01/52 FN 3140QNGR7 - 4,270,874 $3,996,533 $3,996,533 0.06 $3,985,322
JP Morgan Mortgage Trust 2026-CES1 A2 5.182% 25-JUN-2056, 5.18%, 06/25/56 JPMMT 2026-CES1 46660BAD1 - 4,000,000 $3,986,273 $3,986,273 0.06 $3,953,453
FIGRE TRUST 2025-FL1 5.265% 55, 5.26%, 07/25/55 FIGRE 2025-FL1 31684QAA8 - 3,945,053 $3,959,230 $3,959,230 0.06 $3,943,652
FNMA 30yr Pool#BW6314 5.500% 01-Aug-2052, 5.50%, 08/01/52 FN 3140MYAQ5 - 3,825,603 $3,938,749 $3,938,749 0.06 $3,922,968
Ginnie Mae REMIC Trust 2023-116 LF 4.97294% 20-AUG-2053, 4.94%, 08/20/53 GNR 2023-116 38384EFT7 - 3,883,022 $3,926,516 $3,926,516 0.06 $3,922,253
FHLMC 30yr Pool#QH5204 6.500% 01-Nov-2053, 6.50%, 11/01/53 FR 3133CHX91 - 3,694,116 $3,898,868 $3,898,868 0.06 $3,880,859
FNMA 30yr Pool#DD3307 6.000% 01-Feb-2055, 6.00%, 02/01/55 FN DD3307 MTGE 3140B3U91 - 3,758,657 $3,890,317 $3,890,317 0.06 $3,873,403
EFMT 2026-CES1 A2 5.316% 25-DEC-2060, 5.32%, 12/25/60 EFMT 2026-CES1 26846MAD6 - 3,881,000 $3,882,101 $3,882,101 0.06 $3,866,628
FHLMC 30yr Pool#QX6719 6.000% 01-Feb-2055, 6.00%, 02/01/55 FR 31426CPD0 - 3,747,918 $3,879,203 $3,879,203 0.06 $3,862,337
Fannie Mae REMIC Trust 2020-98 AI 3.5% 25-JAN-2061, 3.50%, 01/25/61 FNR 2020-98 3136BDLE6 - 18,265,759 $3,848,818 $3,848,818 0.06 $3,800,871
FNMA 30yr Pool#DE7795 6.000% 01-Aug-2055, 6.00%, 08/01/55 FN 3140BLUV2 - 3,674,162 $3,805,847 $3,805,847 0.06 $3,789,313
FIGRE Trust 2025-HE3 C 5.91% 25-MAY-2055, 5.91%, 05/25/55 FIGRE 2025-HE3 31684LAC5 - 3,719,476 $3,762,056 $3,762,056 0.06 $3,745,569
Connecticut Avenue Securities Trust 2022-R02 2M2 6.6619% 25-JAN-2042, 6.65%, 01/25/42 CAS 2022-R02 20754BAB7 - 3,678,892 $3,748,793 $3,748,793 0.06 $3,725,313
FNMA 30yr Pool#FS2135 4.000% 01-Nov-2049, 4.00%, 11/01/49 FN 3140XHLR6 - 3,872,843 $3,722,164 $3,722,164 0.06 $3,710,545
FIGRE Trust 2026-HE1 B 5.183% 25-JAN-2056, 5.18%, 01/25/56 FIGRE 2026-HE1 30249NAD9 - 3,669,715 $3,679,012 $3,679,012 0.06 $3,664,747
Connecticut Avenue Securities Trust 2022-R07 1B2 15.6619% 25-JUN-2042, 15.66%, 06/25/42 CAS 2022-R07 20754MAL1 - 3,206,201 $3,624,000 $3,624,000 0.05 $3,576,574
FHLMC 30yr Pool#QH1144 5.500% 01-Sep-2053, 5.50%, 09/01/53 FR 3133CDHV9 - 3,463,817 $3,571,566 $3,571,566 0.05 $3,557,278
FNMA 30yr Pool#DA5072 6.500% 01-Nov-2053, 6.50%, 11/01/53 FN 3140A5T65 - 3,395,637 $3,564,320 $3,564,320 0.05 $3,547,766
FNMA 30yr Pool#FS2713 4.500% 01-Oct-2050, 4.50%, 10/01/50 FN 3140XJAP8 - 3,576,768 $3,541,031 $3,541,031 0.05 $3,528,960
FHF ISSUER TRUST 2024-1 0% 26, 4.84%, 12/15/26 FHF 2025-2A 30343DAA2 - 3,501,859 $3,508,259 $3,508,259 0.05 $3,502,140
FNMA 30yr Pool#DF1002 6.000% 01-Oct-2055, 6.00%, 10/01/55 FN 3140BRDG1 - 3,383,611 $3,503,088 $3,503,088 0.05 $3,487,862
FHLMC 30yr Pool#QH0826 5.500% 01-Sep-2053, 5.50%, 09/01/53 FR 3133CC4K9 - 3,368,708 $3,473,498 $3,473,498 0.05 $3,459,602
FNMA 30yr Pool#BX6124 6.500% 01-Jan-2053, 6.50%, 01/01/53 FN 3140NAYW7 - 3,257,026 $3,461,331 $3,461,331 0.05 $3,445,453
FHLMC 30yr Pool#QF7810 5.500% 01-Jan-2053, 5.50%, 01/01/53 FR 3133BVVB8 - 3,338,362 $3,448,265 $3,448,265 0.05 $3,434,495
FHLMC 30yr Pool#QI8221 6.000% 01-Jun-2054, 6.00%, 06/01/54 FR 3133WFD20 - 3,320,671 $3,436,869 $3,436,869 0.05 $3,421,926
FHLMC 30yr Pool#SD1416 4.500% 01-Dec-2048, 4.50%, 12/01/48 FR 3132DNSD6 - 3,449,941 $3,415,471 $3,415,471 0.05 $3,403,827
FHLMC 30yr Pool#QZ3837 6.000% 01-Sep-2055, 6.00%, 09/01/55 FR 31427BHP3 - 3,253,595 $3,370,206 $3,370,206 0.05 $3,355,565
FNMA 30yr Pool#FM7031 4.000% 01-Jan-2051, 4.00%, 01/01/51 FN 3140XAY55 - 3,474,670 $3,334,917 $3,334,917 0.05 $3,324,493
OBX 2026 HE1 FLTG 2056 A1B, 5.15%, 02/25/56 OBX 2026-HE1 67124BAB1 - 3,300,204 $3,316,465 $3,316,465 0.05 $3,300,070
FNMA 30yr Pool#BY0335 6.000% 01-May-2053, 6.00%, 05/01/53 FN 3140NGLR9 - 3,216,144 $3,316,447 $3,316,447 0.05 $3,301,974
FINANCE OF AMERICA STRUCTURE 3.5% 74, 3.50%, 02/25/74 FASST 2024-S1 31740RAB6 - 3,332,663 $3,302,081 $3,302,081 0.05 $3,291,159
FHLMC 30yr Pool#QH7549 6.000% 01-Dec-2053, 6.00%, 12/01/53 FR 3133CLL61 - 3,148,019 $3,256,580 $3,256,580 0.05 $3,242,414
FHLMC 30yr Pool#QX5273 6.000% 01-Feb-2055, 6.00%, 02/01/55 FR 31426A2F4 - 3,099,659 $3,208,124 $3,208,124 0.05 $3,194,176
RCKT Mortgage Trust 2026-CES1 A1B 4.928% 25-JAN-2056, 4.93%, 01/25/56 RCKT 2026-CES1 74939BAB2 - 3,204,003 $3,198,909 $3,198,909 0.05 $3,187,067
FHLMC 30yr Pool#QH6041 5.500% 01-Dec-2053, 5.50%, 12/01/53 FR 3133CJWA5 - 3,111,660 $3,187,725 $3,187,725 0.05 $3,174,890
RCKT Mortgage Trust 2025-CES2 A1B 5.603% 25-FEB-2055, 5.60%, 02/25/55 RCKT 2025-CES2 74942BAB7 - 3,153,521 $3,171,285 $3,171,285 0.05 $3,158,033
EFMT 2025-RTL1 0% 40, 5.22%, 11/25/40 EFMT 2025-RTL1 26846FAA7 - 3,108,000 $3,124,865 $3,124,865 0.05 $3,109,990
FNMA 30yr Pool#MA4026 4.000% 01-May-2050, 4.00%, 05/01/50 FN 31418DPL0 - 3,238,847 $3,110,295 $3,110,295 0.05 $3,100,578
FNMA 30yr Pool#FM1540 4.000% 01-Sep-2049, 4.00%, 09/01/49 FN 3140X4WA0 - 3,183,412 $3,055,927 $3,055,927 0.05 $3,046,377
RCKT Mortgage Trust 2023-CES1 A1A 6.515% 25-JUN-2043, 6.51%, 06/25/43 RCKT 74935WAA2 - 3,023,934 $3,033,460 $3,033,460 0.05 $3,018,684
FHLMC 30yr Pool#SD1111 4.000% 01-Jun-2050, 4.00%, 06/01/50 FR 3132DNGU1 - 3,120,372 $3,010,405 $3,010,405 0.05 $3,001,044
FHLMC 30yr Pool#QZ4951 6.000% 01-Oct-2055, 6.00%, 10/01/55 FR 31427CQD8 - 2,903,032 $3,007,079 $3,007,079 0.05 $2,994,015
BX Trust 2021-BXMF C 4.96027% 15-OCT-2038, 4.96%, 10/15/26 BX 2021-BXMF 05609RAJ3 - 2,958,012 $2,962,410 $2,962,410 0.04 $2,957,111
COOPR Residential Mortgage Trust 2026-CES1 A2 5.158% 25-FEB-2061, 5.16%, 02/25/61 COOPR 2026-CES1 21689GAD0 - 2,949,000 $2,958,697 $2,958,697 0.04 $2,934,613
Connecticut Avenue Securities Trust 2024-R06 1M2 5.2619% 25-SEP-2044, 5.25%, 09/25/44 CAS 2024-R06 20755RAC9 - 2,919,840 $2,940,154 $2,940,154 0.04 $2,923,725
GWT Commercial Mortgage Trust 2024-WLF2 A 5.34595% 15-MAY-2041, 5.35%, 05/15/41 GWT 2024-WLF2 362414AA2 - 2,900,000 $2,909,673 $2,909,673 0.04 $2,904,075
FNMA 30yr Pool#MA4056 4.000% 01-Jun-2050, 4.00%, 06/01/50 FN 31418DQJ4 - 3,006,868 $2,887,523 $2,887,523 0.04 $2,878,503
Structured Agency Credit Risk (STACR) Debt Notes, Series 2020-DNA1 B2 9.02638% 25-JAN-2050, 9.01%, 01/25/50 STACR 2020-DNA1 35565HBE4 - 2,560,595 $2,868,889 $2,868,889 0.04 $2,847,062
FNMA 30yr Pool#BX8700 5.500% 01-Mar-2053, 5.50%, 03/01/53 FN 3140NDU21 - 2,737,503 $2,820,422 $2,820,422 0.04 $2,809,129
FHLMC 30yr Pool#QZ4131 6.000% 01-Sep-2055, 6.00%, 09/01/55 FR 31427BSV8 - 2,716,319 $2,811,468 $2,811,468 0.04 $2,799,244
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 $2,792,820 $2,792,820 0.04 $2,774,920
FHLMC 30yr Pool#QG2539 6.500% 01-May-2053, 6.50%, 05/01/53 FR 3133C2ZC5 - 2,672,056 $2,788,766 $2,788,766 0.04 $2,775,740
Chase Mortgage Reference Notes, Series 2021-CL1 M1 4.8619% 25-FEB-2050, 4.85%, 02/25/50 CHASE 2021-CL1 46591HBX7 - 2,812,956 $2,779,633 $2,779,633 0.04 $2,766,644
Fannie Mae Pool|4|03/01/2050, 4.00%, 03/01/50 FN 3140X8S24 - 2,878,158 $2,766,179 $2,766,179 0.04 $2,757,545
RCKT MORTGAGE TRUST 2025-CE 5.16% 34, 5.16%, 07/25/34 RCKTL 2025-1A 74939RAC5 - 2,750,000 $2,760,376 $2,760,376 0.04 $2,747,368
FNMA 30yr Pool#MA3496 4.500% 01-Oct-2048, 4.50%, 10/01/48 FN 31418C3E2 - 2,784,897 $2,757,072 $2,757,072 0.04 $2,747,673
OBX TRUST 2026-HE1 FLTG 2056 M1, 5.31%, 02/25/56 OBX 2026-HE1 67124BAD7 - 2,707,000 $2,719,677 $2,719,677 0.04 $2,706,098
FHLMC 30yr Pool#QE8542 5.500% 01-Aug-2052, 5.50%, 08/01/52 FR 3133BJP30 - 2,616,056 $2,693,429 $2,693,429 0.04 $2,682,637
FHLMC 30yr Pool#SD6905 6.000% 01-Nov-2054, 6.00%, 11/01/54 FR 3132DUU62 - 2,575,092 $2,663,791 $2,663,791 0.04 $2,652,203
FHLMC 30yr Pool#QF9276 5.500% 01-Mar-2053, 5.50%, 03/01/53 FR 3133BXJV4 - 2,555,463 $2,634,956 $2,634,956 0.04 $2,624,414
FNMA 30yr Pool#BV5393 3.500% 01-Apr-2052, 3.50%, 04/01/52 FN 3140MJ7F6 - 2,823,415 $2,634,043 $2,634,043 0.04 $2,626,632
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA3 M2 8.0119% 25-APR-2042, 8.00%, 04/25/42 STACR 2022-DNA3 35564KVE6 - 2,528,314 $2,625,488 $2,625,488 0.04 $2,606,358
FHLMC 30yr Pool#QE6404 5.500% 01-Jul-2052, 5.50%, 07/01/52 FR 3133BGDH8 - 2,549,080 $2,624,472 $2,624,472 0.04 $2,613,957
Vista Point Securitization Trust 2026-CES1 A2 5.226% 25-FEB-2056, 5.23%, 02/25/56 VSTA 2026-CES1 92790EAB6 - 2,600,000 $2,597,438 $2,597,438 0.04 $2,584,983
FHLMC 30yr Pool#Q57869 4.000% 01-Aug-2048, 4.00%, 08/01/48 FG 3132Y1W79 - 2,685,089 $2,583,734 $2,583,734 0.04 $2,575,679
EFMT 2026-CES1 A1B 5.116% 25-DEC-2060, 5.12%, 12/25/60 EFMT 2026-CES1 26846MAB0 - 2,575,965 $2,578,133 $2,578,133 0.04 $2,568,249
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-HQA3 B2 9.9119% 25-SEP-2041, 9.90%, 09/25/41 STACR 2021-HQA3 35564KKL2 - 2,504,211 $2,573,126 $2,573,126 0.04 $2,549,685
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 - 2,535,018 $2,570,935 $2,570,935 0.04 $2,553,146
FHLMC 30yr Pool#SD2897 5.500% 01-May-2053, 5.50%, 05/01/53 FR 3132DQGE0 - 2,464,258 $2,527,739 $2,527,739 0.04 $2,517,574
OBX 2026-CES1 Trust|5.424|04/25/2056, 5.42%, 04/25/56 OBX 2026-CES1 67124LAB9 - 2,500,000 $2,513,794 $2,513,794 0.04 $2,503,624
PRPM 2026-RCF1 A3 5.305% 25-JAN-2056, 5.30%, 01/25/56 PRPM 2026-RCF1 69383VAF0 - 2,500,000 $2,510,469 $2,510,469 0.04 $2,500,522
PRPM 2026-RCF1 A2 5.206% 25-JAN-2056, 5.21%, 01/25/56 PRPM 2026-RCF1 69383VAB9 - 2,500,000 $2,510,371 $2,510,371 0.04 $2,500,610
FIGRE Trust 2024-HE4 B 5.252% 25-SEP-2054, 5.25%, 09/25/54 FIGRE 2024-HE4 31684UAB7 - 2,490,869 $2,502,503 $2,502,503 0.04 $2,490,295
BX Trust 2021-BXMF G 7.118513% 15-OCT-2038, 7.12%, 10/15/26 BX 2021-BXMF 05609RAS3 - 2,488,884 $2,489,890 $2,489,890 0.04 $2,483,492
FHLMC 30yr Pool#SD3523 3.000% 01-Jun-2052, 3.00%, 06/01/52 FR 3132DQ4G8 - 2,708,696 $2,420,232 $2,420,232 0.04 $2,414,138
FNMA 30yr Pool#DE2839 6.000% 01-Jun-2055, 6.00%, 06/01/55 FN 3140BFEM3 - 2,334,282 $2,417,945 $2,417,945 0.04 $2,407,441
FNMA 30yr Pool#BY8533 6.500% 01-Aug-2053, 6.50%, 08/01/53 FN 3140NRPT7 - 2,297,938 $2,412,091 $2,412,091 0.04 $2,400,888
FNMA 30yr Pool#DC1302 5.000% 01-Aug-2054, 5.00%, 08/01/54 FN 3140ANNU9 - 2,411,049 $2,409,457 $2,409,457 0.04 $2,400,415
PRPM 2025-RCF3 LLC 5.25% 55, 5.25%, 07/25/55 PRPM 2025-RCF3 69392PAB1 - 2,380,125 $2,390,033 $2,390,033 0.04 $2,380,662
Ginnie Mae REMIC Trust 2017-163 LO 0.0% 16-MAY-2041, 0.00%, 05/16/41 GNR 2017-163 38380KNA9 - 3,108,477 $2,377,850 $2,377,850 0.04 $2,377,850
FNMA 30yr Pool#BY5913 5.500% 01-Sep-2053, 5.50%, 09/01/53 FN 3140NNSB2 - 2,305,215 $2,376,924 $2,376,924 0.04 $2,367,415
Connecticut Avenue Securities Trust 2022-R08 1M2 7.2619% 25-JUL-2042, 7.25%, 07/25/42 CAS 2022-R08 20755DAB2 - 2,280,000 $2,360,827 $2,360,827 0.04 $2,345,190
FHLMC 30yr Pool#QF0488 5.500% 01-Sep-2052, 5.50%, 09/01/52 FR 3133BMRH0 - 2,292,153 $2,359,945 $2,359,945 0.04 $2,350,490
FNMA 30yr Pool#DA3549 6.500% 01-Oct-2053, 6.50%, 10/01/53 FN 3140A35K5 - 2,205,650 $2,327,902 $2,327,902 0.03 $2,317,149
Bayview Opportunity Master Fund VII Trust 2024-CAR1 B 4.9619% 25-DEC-2031, 4.95%, 12/26/31 BVCLN 2024-CAR1 07336QAB8 - 2,306,744 $2,323,356 $2,323,356 0.03 $2,311,797
FNMA 30yr Pool#DF0313 6.000% 01-Sep-2055, 6.00%, 09/01/55 FN 3140BQK34 - 2,197,656 $2,276,422 $2,276,422 0.03 $2,266,532
Morgan Stanley Residential Mortgage Loan Trust 2026-NQM1 A2 5.032% 25-DEC-2070, 5.03%, 12/25/70 MSRM 2026-NQM1 61780XAF2 - 2,285,052 $2,276,183 $2,276,183 0.03 $2,267,559
FHLMC 30yr Pool#QY9883 6.000% 01-Aug-2055, 6.00%, 08/01/55 FR 31426U6V1 - 2,150,535 $2,227,613 $2,227,613 0.03 $2,217,935
PRPM 2024-RCF2 A1 3.75% 25-MAR-2054, 3.75%, 03/25/54 PRPM 2024-RCF2 693987AA7 - 2,172,830 $2,145,380 $2,145,380 0.03 $2,137,744
FHLMC 30yr Pool#QG2543 5.500% 01-May-2053, 5.50%, 05/01/53 FR 3133C2ZG6 - 2,051,836 $2,101,994 $2,101,994 0.03 $2,093,530
Ally Bank Auto Credit-Linked Notes, Series 2024-A C 6.022% 15-MAY-2032, 6.02%, 05/17/32 ABCLN 2024-A 02007GZ63 - 2,067,450 $2,096,752 $2,096,752 0.03 $2,092,256
FNMA 30yr Pool#FS1640 4.000% 01-Apr-2052, 4.00%, 04/01/52 FN 3140XGZE2 - 2,080,129 $1,996,558 $1,996,558 0.03 $1,990,318
FNMA 30yr Pool#BY0338 6.500% 01-May-2053, 6.50%, 05/01/53 FN 3140NGLU2 - 1,899,189 $1,995,571 $1,995,571 0.03 $1,986,312
FNMA 30yr Pool#FS3001 4.000% 01-Oct-2051, 4.00%, 10/01/51 FN 3140XJKP7 - 2,060,798 $1,977,912 $1,977,912 0.03 $1,971,730
FNMA 30yr Pool#CA7849 4.500% 01-Oct-2050, 4.50%, 10/01/50 FN 3140QFWK1 - 1,964,309 $1,938,548 $1,938,548 0.03 $1,931,919
FNMA 30yr Pool#DA0036 6.500% 01-Sep-2053, 6.50%, 09/01/53 FN 3140A0BE8 - 1,845,089 $1,936,746 $1,936,746 0.03 $1,927,752
FNMA 30yr Pool#BX8072 5.500% 01-Mar-2053, 5.50%, 03/01/53 FN 3140NC6J3 - 1,862,283 $1,918,691 $1,918,691 0.03 $1,911,009
Chase Mortgage Reference Notes, Series 2020-CL1 M2 6.29303% 25-OCT-2057, 6.29%, 10/25/57 CHASE 2020-CL1 46591HAH3 - 1,839,628 $1,910,502 $1,910,502 0.03 $1,899,446
FHLMC 30yr Pool#SI2017 4.000% 01-Dec-2048, 4.00%, 12/01/48 FR 3133USG21 - 1,908,239 $1,833,950 $1,833,950 0.03 $1,828,226
FNMA 30yr Pool#DF0998 6.000% 01-Oct-2055, 6.00%, 10/01/55 FN 3140BRDC0 - 1,765,045 $1,828,306 $1,828,306 0.03 $1,820,363
FHLMC 30yr Pool#QX7432 6.000% 01-Feb-2055, 6.00%, 02/01/55 FR 31426DHJ4 - 1,760,245 $1,821,904 $1,821,904 0.03 $1,813,983
Chase Mortgage Reference Notes, Series 2021-CL1 M3 5.2119% 25-FEB-2050, 5.20%, 02/25/50 CHASE 2021-CL1 46591HBZ2 - 1,834,516 $1,799,659 $1,799,659 0.03 $1,790,579
Connecticut Avenue Securities Trust 2022-R06 1B2 14.2619% 25-MAY-2042, 14.25%, 05/25/42 CAS 2022-R06 20754NAR6 - 1,596,475 $1,762,659 $1,762,659 0.03 $1,741,156
Santander Bank Auto Credit-Linked Notes, Series 2024-A B 5.622% 15-JUN-2032, 5.62%, 06/15/32 SBCLN 2024-A 80290CCJ1 - 1,739,015 $1,759,640 $1,759,640 0.03 $1,756,109
FHLMC 30yr Pool#QI4878 6.000% 01-Apr-2054, 6.00%, 04/01/54 FR 3133WBM37 - 1,686,749 $1,745,773 $1,745,773 0.03 $1,738,182
FNMA 30yr Pool#DA3538 6.000% 01-Oct-2053, 6.00%, 10/01/53 FN 3140A34Y6 - 1,682,226 $1,740,238 $1,740,238 0.03 $1,732,668
FHLMC 30yr Pool#SD1551 4.000% 01-Mar-2050, 4.00%, 03/01/50 FR 3132DNWL3 - 1,781,394 $1,712,086 $1,712,086 0.03 $1,706,742
Foundation Finance Trust 2023-2 A 6.53% 15-JUN-2049, 6.53%, 06/15/49 FFIN 2023-2A 35042RAA4 - 1,653,604 $1,705,786 $1,705,786 0.03 $1,701,887
PRPM 2025-RCF3 LLC 5.25% 55, 5.25%, 07/25/55 PRPM 2025-RCF3 69392PAC9 - 1,700,000 $1,702,814 $1,702,814 0.03 $1,696,120
RAM 2024-1 A 5.95% 15-FEB-2039, 6.67%, 02/15/39 RAM 2024-1 751313AA5 - 1,665,633 $1,670,542 $1,670,542 0.03 $1,666,530
Fannie Mae Pool|4|08/01/2050, 4.00%, 08/01/50 FN 3140X8UA3 - 1,738,028 $1,668,930 $1,668,930 0.03 $1,663,716
FNMA 30yr Pool#MA3521 4.000% 01-Nov-2048, 4.00%, 11/01/48 FN 31418C4F8 - 1,731,955 $1,664,571 $1,664,571 0.02 $1,659,375
Chase Mortgage Reference Notes, Series 2021-CL1 M2 5.0119% 25-FEB-2050, 5.00%, 02/25/50 CHASE 2021-CL1 46591HBY5 - 1,652,611 $1,622,177 $1,622,177 0.02 $1,614,311
FHLMC 30yr Pool#SD0943 3.500% 01-Apr-2052, 3.50%, 04/01/52 FR 3132DNBL6 - 1,719,282 $1,608,843 $1,608,843 0.02 $1,604,330
FNMA 30yr Pool#DD4221 6.000% 01-Feb-2055, 6.00%, 02/01/55 FN DD4221 MTGE 3140B4VP2 - 1,548,025 $1,602,194 $1,602,194 0.02 $1,595,228
NRZ MSR-Collateralized Notes, Series 2021-FHT1 A 3.104% 25-JUL-2026, 3.10%, 07/25/26 NZES 2021-FHT1 62955MAB2 - 1,602,477 $1,596,931 $1,596,931 0.02 $1,592,309
FNMA 30yr Pool#BY0361 6.500% 01-Jun-2053, 6.50%, 06/01/53 FN 3140NGMK3 - 1,512,883 $1,584,819 $1,584,819 0.02 $1,577,443
FHF Trust 2024-1 (First Help Financial) A2 5.69% 15-FEB-2030, 5.69%, 02/15/30 FHF 2024-1A 31568AAB2 - 1,566,496 $1,576,325 $1,576,325 0.02 $1,573,106
FHLMC 30yr Pool#SD4456 4.000% 01-Aug-2050, 4.00%, 08/01/50 FR 3132E05R9 - 1,604,995 $1,540,442 $1,540,442 0.02 $1,535,627
FNMA 30yr Pool#CB2681 3.500% 01-Jan-2052, 3.50%, 01/01/52 FN 3140QM6T6 - 1,629,503 $1,524,957 $1,524,957 0.02 $1,520,680
FHLMC 30yr Pool#QY7439 6.000% 01-Jun-2055, 6.00%, 06/01/55 FR 31426SHR3 - 1,421,784 $1,472,742 $1,472,742 0.02 $1,466,344
FHLMC 30yr Pool#QZ4132 6.000% 01-Sep-2055, 6.00%, 09/01/55 FR 31427BSW6 - 1,411,191 $1,461,769 $1,461,769 0.02 $1,455,419
FNMA 30yr Pool#DC9709 6.000% 01-Jan-2055, 6.00%, 01/01/55 FN 3140AXYF8 - 1,393,411 $1,441,408 $1,441,408 0.02 $1,435,137
FHLMC 30yr Pool#Q58477 4.000% 01-Sep-2048, 4.00%, 09/01/48 FG 3132Y2M37 - 1,489,871 $1,433,518 $1,433,518 0.02 $1,429,048
FNMA 30yr Pool#BT8051 5.500% 01-Jan-2053, 5.50%, 01/01/53 FN 3140LW5M5 - 1,375,296 $1,420,573 $1,420,573 0.02 $1,414,900
Santander Bank Auto Credit-Linked Notes, Series 2023-B B 5.64% 15-DEC-2033, 5.64%, 12/15/33 SBCLN 2023-B 80290CCB8 - 1,391,202 $1,406,272 $1,406,272 0.02 $1,403,439
FNMA 30yr Pool#MA3415 4.000% 01-Jul-2048, 4.00%, 07/01/48 FN 31418CYM0 - 1,458,788 $1,402,032 $1,402,032 0.02 $1,397,655
FNMA 30yr Pool#BY1896 5.500% 01-May-2053, 5.50%, 05/01/53 FN 3140NJDA9 - 1,351,340 $1,384,374 $1,384,374 0.02 $1,378,800
FNMA 30yr Pool#CA1931 4.500% 01-Jun-2048, 4.50%, 06/01/48 FN 3140Q9ED1 - 1,379,324 $1,365,543 $1,365,543 0.02 $1,360,888
FHLMC 30yr Pool#QG4340 6.500% 01-Jun-2053, 6.50%, 06/01/53 FR 3133C4ZD9 - 1,293,797 $1,350,308 $1,350,308 0.02 $1,344,000
FNMA 30yr Pool#CA5573 4.000% 01-Apr-2050, 4.00%, 04/01/50 FN 3140QDFP4 - 1,385,749 $1,330,656 $1,330,656 0.02 $1,326,499
FNMA 30yr Pool#BX7860 5.500% 01-Mar-2053, 5.50%, 03/01/53 FN 3140NCWW5 - 1,249,754 $1,283,975 $1,283,975 0.02 $1,278,820
FNMA 30yr Pool#BY0327 6.500% 01-May-2053, 6.50%, 05/01/53 FN 3140NGLH1 - 1,228,835 $1,282,156 $1,282,156 0.02 $1,276,165
FIGRE TRUST 2025-HE5 FLTG 2055 B, 5.49%, 08/25/55 FIGRE 2025-HE5 31684MAB5 - 1,268,790 $1,275,538 $1,275,538 0.02 $1,270,318
FNMA 30yr Pool#FM7725 4.500% 01-Dec-2050, 4.50%, 12/01/50 FN 3140XBSP6 - 1,234,196 $1,216,581 $1,216,581 0.02 $1,212,415
FHLMC 30yr Pool#QF2561 5.500% 01-Nov-2052, 5.50%, 11/01/52 FR 3133BPZ27 - 1,171,226 $1,209,255 $1,209,255 0.02 $1,204,424
FNMA 30yr Pool#DB3056 5.500% 01-May-2054, 5.50%, 05/01/54 FN 3140ACME0 - 1,172,351 $1,202,458 $1,202,458 0.02 $1,197,623
Ally Bank Auto Credit-Linked Notes, Series 2024-A D 6.315% 15-MAY-2032, 6.31%, 05/17/32 ABCLN 2024-A 02007GZ71 - 1,181,400 $1,198,736 $1,198,736 0.02 $1,196,042
FHLMC 30yr Pool#QG2540 6.500% 01-May-2053, 6.50%, 05/01/53 FR 3133C2ZD3 - 1,131,196 $1,180,831 $1,180,831 0.02 $1,175,317
FNMA 40yr Pool#BF0167 3.000% 01-Feb-2057, 3.00%, 02/01/57 FN 3140FXFH0 - 1,351,898 $1,179,600 $1,179,600 0.02 $1,176,559
FNMA 30yr Pool#MA3149 4.000% 01-Oct-2047, 4.00%, 10/01/47 FN 31418CQB3 - 1,214,660 $1,168,641 $1,168,641 0.02 $1,164,997
EFMT 2026-CES1 M1 5.616% 25-DEC-2060, 5.62%, 12/25/60 EFMT 2026-CES1 26846MAF1 - 1,166,000 $1,165,711 $1,165,711 0.02 $1,160,799
FNMA 30yr Pool#BX0804 5.500% 01-Nov-2052, 5.50%, 11/01/52 FN 3140N43N5 - 1,117,050 $1,149,709 $1,149,709 0.02 $1,145,101
FNMA 30yr Pool#BJ9181 5.000% 01-May-2048, 5.00%, 05/01/48 FN 3140HBFX1 - 1,132,121 $1,149,100 $1,149,100 0.02 $1,144,854
ACHV ABS Trust 2024-1PL B 6.34% 25-APR-2031, 6.34%, 04/25/31 ACHV 2024-1PL 00092BAB0 - 1,131,214 $1,145,731 $1,145,731 0.02 $1,138,653
FHLMC 30yr Pool#SD8003 4.000% 01-Jul-2049, 4.00%, 07/01/49 FR 3132DV3L7 - 1,191,371 $1,143,453 $1,143,453 0.02 $1,139,879
FNMA 30yr Pool#FM9138 4.000% 01-Mar-2050, 4.00%, 03/01/50 FN 3140XDEL6 - 1,182,589 $1,136,579 $1,136,579 0.02 $1,133,031
Bayview Opportunity Master Fund VII Trust 2024-CAR1 C 5.1619% 25-DEC-2031, 5.15%, 12/26/31 BVCLN 2024-CAR1 07336QAC6 - 1,122,615 $1,131,804 $1,131,804 0.02 $1,125,952
FHLMC 30yr Pool#QG6538 5.500% 01-Jul-2053, 5.50%, 07/01/53 FR 3133C7HP5 - 1,094,313 $1,128,354 $1,128,354 0.02 $1,123,839
FNMA 30yr Pool#AS6811 3.000% 01-Mar-2046, 3.00%, 03/01/46 FN 3138WGR97 - 1,203,092 $1,099,477 $1,099,477 0.02 $1,096,770
FHLMC 30yr Pool#ZT2087 4.000% 01-Jun-2049, 4.00%, 06/01/49 FR 3132AEJ80 - 1,127,414 $1,082,069 $1,082,069 0.02 $1,078,686
FNMA 30yr Pool#AS7492 4.000% 01-Jul-2046, 4.00%, 07/01/46 FN 3138WHKE1 - 1,080,872 $1,041,225 $1,041,225 0.02 $1,037,983
Connecticut Avenue Securities Trust 2022-R04 1M2 6.7619% 25-MAR-2042, 6.76%, 03/25/42 CAS 2022-R04 20753YCK6 - 1,000,000 $1,023,198 $1,023,198 0.02 $1,016,812
FHLMC 30yr Pool#RA1188 4.500% 01-Aug-2049, 4.50%, 08/01/49 FR 3133KGJ90 - 1,018,773 $1,007,254 $1,007,254 0.02 $1,003,815
FHLMC 30yr Pool#QG3885 6.500% 01-Jun-2053, 6.50%, 06/01/53 FR 3133C4J62 - 964,631 $1,006,764 $1,006,764 0.02 $1,002,062
FHLMC 30yr Pool#RA1087 4.500% 01-Jul-2049, 4.50%, 07/01/49 FR 3133KGF45 - 1,015,565 $1,004,082 $1,004,082 0.02 $1,000,654
FNMA 30yr Pool#CB8995 5.500% 01-Aug-2054, 5.50%, 08/01/54 FN 3140QU7H3 - 968,373 $986,928 $986,928 0.01 $982,933
FNMA 30yr Pool#BV8484 3.500% 01-Apr-2052, 3.50%, 04/01/52 FN 3140MNNA0 - 998,117 $931,171 $931,171 0.01 $928,551
FNMA 30yr Pool#BV4203 3.500% 01-Apr-2052, 3.50%, 04/01/52 FN 3140MHU56 - 991,969 $925,435 $925,435 0.01 $922,832
FNMA 30yr Pool#FM1598 4.000% 01-Feb-2049, 4.00%, 02/01/49 FN 3140X4X43 - 961,287 $923,886 $923,886 0.01 $921,002
FHLMC 30yr Pool#QG6948 5.500% 01-Jul-2053, 5.50%, 07/01/53 FR 3133C7WH6 - 885,766 $913,319 $913,319 0.01 $909,665
FHLMC 30yr Pool#QH3309 5.500% 01-Oct-2053, 5.50%, 10/01/53 FR 3133CFVA4 - 886,025 $907,684 $907,684 0.01 $904,029
U.S. Auto Funding 2021-1 C 2.2% 15-MAY-2026, 2.20%, 05/15/26 USAUT 2021-1A 90355EAC5 - 1,167,857 $905,003 $905,003 0.01 $904,076
FNMA 30yr Pool#CA6382 4.500% 01-Jul-2050, 4.50%, 07/01/50 FN 3140QECU4 - 915,870 $902,774 $902,774 0.01 $899,683
FREMF 2019-KF70 Mortgage Trust C 9.78337% 25-SEP-2029, 9.78%, 09/25/29 FREMF 2019-KF70 30298UAJ0 - 890,414 $892,700 $892,700 0.01 $884,473
BX Commercial Mortgage Trust 2021-21M A 4.499% 15-OCT-2036, 4.50%, 10/15/36 BX 2021-21M 05609CAA5 - 862,801 $863,985 $863,985 0.01 $862,583
GNMA II 30yr Pool#MA5021 4.500% 20-Feb-2048, 4.50%, 02/20/48 G2 36179TSJ5 - 868,130 $862,219 $862,219 0.01 $859,289
FHF Issuer Trust 2023-2 (First Help Financial) A2 6.79% 15-OCT-2029, 6.79%, 10/15/29 FHF 2023-2A 30333LAB4 - 845,085 $853,559 $853,559 0.01 $851,487
FHLMC 30yr Pool#ZM8197 4.000% 01-Sep-2048, 4.00%, 09/01/48 FR 3131Y3DA1 - 886,439 $851,929 $851,929 0.01 $849,270
Structured Agency Credit Risk (STACR) Debt Notes, Series 2020-DNA2 B2 8.57638% 25-FEB-2050, 8.56%, 02/25/50 STACR 2020-DNA2 35565KBE7 - 728,791 $806,206 $806,206 0.01 $800,304
FNMA 30yr Pool#CC0990 5.000% 01-Sep-2055, 5.00%, 09/01/55 FN 3140Y7C48 - 788,055 $794,293 $794,293 0.01 $791,338
FHLMC 30yr Pool#QG7338 6.000% 01-Jul-2053, 6.00%, 07/01/53 FR 3133C8EK7 - 767,346 $794,270 $794,270 0.01 $790,817
FNMA 30yr Pool#BN4541 4.000% 01-Feb-2049, 4.00%, 02/01/49 FN 3140JMBK7 - 813,531 $781,879 $781,879 0.01 $779,438
FNMA 30yr Pool#AB9341 3.000% 01-May-2043, 3.00%, 05/01/43 FN 31417GLX2 - 847,592 $780,694 $780,694 0.01 $778,787
FNMA 30yr Pool#BY0782 5.500% 01-Apr-2053, 5.50%, 04/01/53 FN 3140NG2Q2 - 738,333 $761,071 $761,071 0.01 $758,026
FNMA 30yr Pool#BY0866 5.500% 01-May-2053, 5.50%, 05/01/53 FN 3140NG6C9 - 693,072 $711,203 $711,203 0.01 $708,344
FHLMC 30yr Pool#RA1999 4.500% 01-Jan-2050, 4.50%, 01/01/50 FR 3133KHGG5 - 718,749 $710,622 $710,622 0.01 $708,196
FHLMC 30yr Pool#ZT1926 3.000% 01-Nov-2043, 3.00%, 11/01/43 FR 3132AED78 - 743,853 $685,186 $685,186 0.01 $683,512
Blue Bridge Funding 2023-1 A 7.37% 15-NOV-2030, 7.37%, 11/15/30 BBEF 2023-1A 09531MAA8 - 665,516 $670,432 $670,432 0.01 $668,660
GNMA II 30yr Pool#MA5264 4.000% 20-Jun-2048, 4.00%, 06/20/48 G2 36179TZ57 - 693,176 $665,382 $665,382 0.01 $663,302
FNMA 30yr Pool#CB6864 5.000% 01-Aug-2053, 5.00%, 08/01/53 FN 3140QSTW1 - 652,532 $657,533 $657,533 0.01 $655,086
Compass Datacenters Issuer II, Series 2024-1 B_2401 7.0% 25-FEB-2049, 7.00%, 02/25/49 CMPDC 2024-1A 20469AAC3 - 620,000 $633,350 $633,350 0.01 $629,371
ACHM Trust 2024-HE1 B 7.26% 25-MAY-2039, 7.26%, 05/25/39 ACHM 2024-HE1 00449TAB1 - 599,665 $618,551 $618,551 0.01 $614,430
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-DNA5 M2 5.3119% 25-JAN-2034, 5.30%, 01/25/34 STACR 2021-DNA5 35564KHE2 - 610,034 $615,633 $615,633 0.01 $612,316
FHLMC 30yr Pool#QE1073 3.500% 01-Apr-2052, 3.50%, 04/01/52 FR 3133BAFN6 - 642,357 $599,273 $599,273 0.01 $597,587
FNMA 30yr Pool#BW0343 4.500% 01-May-2052, 4.50%, 05/01/52 FN 3140MRLZ8 - 582,838 $570,837 $570,837 0.01 $568,870
FNMA 30yr Pool#BK9507 4.000% 01-Oct-2048, 4.00%, 10/01/48 FN 3140HPR58 - 587,556 $566,673 $566,673 0.01 $564,910
FHLMC 30yr Pool#SD8047 4.500% 01-Feb-2050, 4.50%, 02/01/50 FR 3132DV5G6 - 571,891 $564,391 $564,391 0.01 $562,461
FNMA 30yr Pool#AL6842 4.000% 01-May-2045, 4.00%, 05/01/45 FN 3138EPS88 - 577,982 $559,958 $559,958 0.01 $558,224
Reach ABS Trust 2024-2 A 5.88% 15-JUL-2031, 5.88%, 07/15/31 REACH 2024-2A 75525HAA8 - 545,373 $547,966 $547,966 0.01 $546,808
Sequoia Mortgage Trust 2013-5 A1 2.5% 25-MAY-2043, 2.50%, 05/25/43 SEMT 2013-5 81745AAA5 - 597,805 $535,052 $535,052 0.01 $533,931
ACHV ABS Trust 2024-1PL C 6.42% 25-APR-2031, 6.42%, 04/25/31 ACHV 2024-1PL 00092BAC8 - 528,423 $534,584 $534,584 0.01 $531,282
Arivo Acceptance Auto Loan Receivables Trust 2024-1 A 6.46% 15-APR-2028, 6.46%, 04/17/28 ARIVO 2024-1A 039943AA3 - 522,604 $525,267 $525,267 0.01 $524,048
FNMA 30yr Pool#AZ0869 4.000% 01-Jul-2045, 4.00%, 07/01/45 FN 3138YR6F0 - 481,183 $466,007 $466,007 0.01 $464,563
FHLMC 30yr Pool#QD9191 3.500% 01-Apr-2052, 3.50%, 04/01/52 FR 3133B7F86 - 494,194 $461,047 $461,047 0.01 $459,750
FHLMC 15yr Pool#SB0116 2.500% 01-Nov-2034, 2.50%, 11/01/34 FR 3132CWDV3 - 469,544 $448,445 $448,445 0.01 $447,565
Flagship Credit Auto Trust 2023-1 B 5.05% 15-FEB-2028, 5.05%, 01/18/28 FCAT 2023-1 337955AG3 - 440,722 $441,605 $441,605 0.01 $440,801
FHLMC 30yr Pool#SD1414 4.000% 01-Oct-2050, 4.00%, 10/01/50 FR 3132DNSB0 - 430,555 $413,238 $413,238 0.01 $411,946
FNMA 30yr Pool#BV6879 4.500% 01-Apr-2052, 4.50%, 04/01/52 FN 3140MLUD0 - 403,031 $394,769 $394,769 0.01 $393,409
FNMA 30yr Pool#CB4329 3.500% 01-Jul-2052, 3.50%, 07/01/52 FN 3140QPY35 - 421,236 $393,186 $393,186 0.01 $392,080
FNMA 30yr Pool#CA4646 3.000% 01-Feb-2048, 3.00%, 02/01/48 FN 3140QCEU6 - 407,087 $371,871 $371,871 0.01 $370,955
FHLMC 30yr Pool#QG3397 6.000% 01-May-2053, 6.00%, 05/01/53 FR 3133C3X27 - 348,993 $361,239 $361,239 0.01 $359,668
FHLMC 30yr Pool#QA8274 3.500% 01-Mar-2050, 3.50%, 03/01/50 FR 3133A3FP8 - 384,383 $356,325 $356,325 0.01 $355,316
FNMA 30yr Pool#FM3447 4.000% 01-Nov-2049, 4.00%, 11/01/49 FN 3140X6ZM6 - 348,870 $336,069 $336,069 0.01 $335,022
Connecticut Avenue Securities Trust 2023-R05 1B1 8.4119% 25-JUN-2043, 8.40%, 06/25/43 CAS 2023-R05 207942AC7 - 312,000 $333,644 $333,644 0.00 $331,165
FHLMC 30yr Pool#SD1966 4.000% 01-Nov-2052, 4.00%, 11/01/52 FR 3132DPFF0 - 319,993 $305,784 $305,784 0.00 $304,824
FNMA 30yr Pool#BV7632 4.500% 01-Apr-2052, 4.50%, 04/01/52 FN 3140MMPS1 - 309,654 $303,306 $303,306 0.00 $302,261
Hotwire Funding, Series 2021-1 B_2021_1 2.658% 20-NOV-2051, 2.66%, 11/20/51 HWIRE 2021-1 44148JAB5 - 300,000 $295,948 $295,948 0.00 $295,770
FNMA 30yr Pool#AR9225 3.000% 01-Mar-2043, 3.00%, 03/01/43 FN 3138W7HB3 - 313,112 $287,462 $287,462 0.00 $286,757
FHLMC 30yr Pool#ZN6461 4.000% 01-May-2049, 4.00%, 05/01/49 FR 3131YDFA7 - 298,487 $285,797 $285,797 0.00 $284,902
FNMA 30yr Pool#FS2548 4.000% 01-Mar-2051, 4.00%, 03/01/51 FN 3140XHZN0 - 289,098 $277,470 $277,470 0.00 $276,603
FHLMC 30yr Pool#ZT0391 4.000% 01-Nov-2047, 4.00%, 11/01/47 FR 3132ACNG1 - 285,869 $276,818 $276,818 0.00 $275,961
FNMA 30yr Pool#AS8649 3.000% 01-Jan-2047, 3.00%, 01/01/47 FN 3138WJTF5 - 300,189 $272,485 $272,485 0.00 $271,810
FNMA 30yr Pool#FS2238 4.000% 01-Mar-2051, 4.00%, 03/01/51 FN 3140XHPY7 - 281,035 $270,101 $270,101 0.00 $269,258
FHLMC 30yr Pool#QA5150 4.500% 01-Dec-2049, 4.50%, 12/01/49 FR 31346YWK5 - 263,850 $260,364 $260,364 0.00 $259,474
FNMA 30yr Pool#BN3899 4.000% 01-Dec-2048, 4.00%, 12/01/48 FN 3140JLKM5 - 261,792 $251,606 $251,606 0.00 $250,821
FHLMC 30yr Pool#QA1615 3.500% 01-Aug-2049, 3.50%, 08/01/49 FR 31334XYL7 - 267,030 $247,734 $247,734 0.00 $247,033
FHLMC 30yr Pool#ZN4240 4.500% 01-Dec-2048, 4.50%, 12/01/48 FR 3131YAV98 - 245,521 $243,739 $243,739 0.00 $242,911
Fannie Mae REMIC Trust 2012-126 SY 0.22362% 25-NOV-2042, 0.24%, 11/25/42 FNR 2012-126 3136A9ZR2 - 473,554 $243,301 $243,301 0.00 $243,204
FNMA 30yr Pool#BW0081 4.500% 01-Apr-2052, 4.50%, 04/01/52 FN 3140MRCT2 - 227,961 $223,267 $223,267 0.00 $222,497
FNMA 30yr Pool#MA3687 4.000% 01-Jun-2049, 4.00%, 06/01/49 FN 31418DCZ3 - 224,644 $215,609 $215,609 0.00 $214,935
FNMA 30yr Pool#MA3908 4.500% 01-Jan-2050, 4.50%, 01/01/50 FN 31418DKW1 - 217,790 $214,934 $214,934 0.00 $214,199
Fannie Mae REMIC Trust 2017-9 VL 3.0% 25-JUL-2028, 3.00%, 07/25/28 FNR 2017-9 3136AVYH6 - 215,282 $213,996 $213,996 0.00 $213,512
FNMA 30yr Pool#BE3616 4.000% 01-May-2047, 4.00%, 05/01/47 FN 3140FPAS8 - 215,262 $208,650 $208,650 0.00 $208,005
FNMA 30yr Pool#MA1327 3.000% 01-Jan-2043, 3.00%, 01/01/43 FN 31418APM4 - 225,371 $207,596 $207,596 0.00 $207,089
FNMA 30yr Pool#BO9819 4.500% 01-Dec-2049, 4.50%, 12/01/49 FN 3140K54D6 - 207,254 $204,516 $204,516 0.00 $203,817
FHLMC 15yr Pool#SB0040 2.500% 01-Dec-2033, 2.50%, 12/01/33 FR 3132CWBH6 - 206,757 $200,349 $200,349 0.00 $199,961
GNMA II 30yr Pool#MA5192 4.000% 20-May-2048, 4.00%, 05/20/48 G2 36179TXV2 - 207,876 $199,540 $199,540 0.00 $198,917
FHLMC 30yr Pool#RA1088 4.500% 01-Jul-2049, 4.50%, 07/01/49 FR 3133KGF52 - 201,645 $198,989 $198,989 0.00 $198,309
FHLMC 30yr Pool#QH7013 6.500% 01-Dec-2053, 6.50%, 12/01/53 FR 3133CKYJ1 - 162,326 $172,780 $172,780 0.00 $171,989
FNMA 30yr Pool#AB6280 3.000% 01-Sep-2042, 3.00%, 09/01/42 FN 31417C6S9 - 187,472 $172,686 $172,686 0.00 $172,264
FNMA 30yr Pool#BO2983 3.000% 01-Sep-2049, 3.00%, 09/01/49 FN 3140JXJ58 - 187,758 $170,103 $170,103 0.00 $169,680
FHLMC 30yr Pool#SD8040 4.500% 01-Jan-2050, 4.50%, 01/01/50 FR 3132DV4Z5 - 170,684 $168,445 $168,445 0.00 $167,869
FNMA 30yr Pool#CA4185 4.500% 01-Sep-2049, 4.50%, 09/01/49 FN 3140QBUK2 - 168,442 $166,223 $166,223 0.00 $165,655
FNMA 30yr Pool#BV7132 4.500% 01-Apr-2052, 4.50%, 04/01/52 FN 3140ML4S6 - 160,446 $157,142 $157,142 0.00 $156,601
FNMA 30yr Pool#CA4035 4.500% 01-Aug-2049, 4.50%, 08/01/49 FN 3140QBPV4 - 155,252 $153,207 $153,207 0.00 $152,683
FHLMC 30yr Pool#ZA7158 4.500% 01-Jun-2049, 4.50%, 06/01/49 FR 31329Q5T4 - 154,649 $152,900 $152,900 0.00 $152,378
FHLMC 30yr Pool#ZT1320 4.000% 01-Nov-2048, 4.00%, 11/01/48 FR 3132ADPD4 - 155,080 $149,046 $149,046 0.00 $148,581
FNMA 30yr Pool#AB7563 3.000% 01-Jan-2043, 3.00%, 01/01/43 FN 31417EMM0 - 156,591 $144,624 $144,624 0.00 $144,272
FNMA 30yr Pool#FS2546 4.000% 01-Mar-2051, 4.00%, 03/01/51 FN 3140XHZL4 - 150,180 $144,337 $144,337 0.00 $143,887
FNMA 30yr Pool#BW0072 4.500% 01-Apr-2052, 4.50%, 04/01/52 FN 3140MRCJ4 - 135,307 $132,521 $132,521 0.00 $132,064
FNMA 30yr Pool#MA1229 3.000% 01-Oct-2042, 3.00%, 10/01/42 FN 31418ALK2 - 140,018 $129,333 $129,333 0.00 $129,018
GNMA II 30yr Pool#MA5753 4.000% 20-Feb-2049, 4.00%, 02/20/49 G2 36179UMA7 - 135,701 $126,965 $126,965 0.00 $126,558
FNMA 30yr Pool#BV7131 4.500% 01-Apr-2052, 4.50%, 04/01/52 FN 3140ML4R8 - 128,084 $125,447 $125,447 0.00 $125,015
GNMA II 30yr Pool#BF6874 4.500% 20-Jul-2048, 4.50%, 07/20/48 G2 3617GDT77 - 125,099 $123,251 $123,251 0.00 $122,829
GNMA II 30yr Pool#MA5866 4.000% 20-Apr-2049, 4.00%, 04/20/49 G2 36179UQT2 - 130,700 $122,680 $122,680 0.00 $122,288
FNMA 20yr Pool#AB9283 3.000% 01-Apr-2038, 3.00%, 04/01/38 FN 31417GJ56 - 125,868 $115,921 $115,921 0.00 $115,638
GNMA II 30yr Pool#BK5879 4.500% 20-Nov-2048, 4.50%, 11/20/48 G2 3617J6Q80 - 110,338 $109,102 $109,102 0.00 $108,729
FHLMC 30yr Pool#QE0318 4.500% 01-Mar-2052, 4.50%, 03/01/52 FR 3133B9K78 - 107,366 $105,165 $105,165 0.00 $104,803
FNMA 30yr Pool#BM3282 3.500% 01-Dec-2047, 3.50%, 12/01/47 FN 3140J7UG8 - 108,914 $102,341 $102,341 0.00 $102,055
FHLMC 30yr Pool#ZT1633 4.000% 01-Mar-2047, 4.00%, 03/01/47 FR 3132ADY69 - 104,461 $101,279 $101,279 0.00 $100,966
FNMA 30yr Pool#CA3683 4.500% 01-Jun-2049, 4.50%, 06/01/49 FN 3140QBCV8 - 102,249 $100,902 $100,902 0.00 $100,557
FNMA 30yr Pool#CA0108 3.500% 01-Aug-2047, 3.50%, 08/01/47 FN 3140Q7DN4 - 101,326 $95,210 $95,210 0.00 $94,944
FHLMC 30yr Pool#ZM7577 4.500% 01-Aug-2048, 4.50%, 08/01/48 FR 3131Y2M21 - 88,972 $88,083 $88,083 0.00 $87,783
Fannie Mae REMIC Trust 2013-130 FN 4.12638% 25-OCT-2042, 4.11%, 10/25/42 FNR 2013-130 3136AHG53 - 84,222 $83,755 $83,755 0.00 $83,434
FHLMC 30yr Pool#ZM7926 5.000% 01-Sep-2048, 5.00%, 09/01/48 FR 3131Y2YX0 - 76,591 $77,734 $77,734 0.00 $77,446
Saluda Grade Alternative Mortgage Trust 2024-RTL4 A1 7.5% 25-FEB-2030, 7.50%, 02/25/30 GRADE 2024-RTL4 79584CAA9 - 76,547 $76,709 $76,709 0.00 $76,279
FNMA 30yr Pool#MA1447 3.000% 01-May-2043, 3.00%, 05/01/43 FN 31418ATD0 - 74,629 $68,515 $68,515 0.00 $68,347
FHLMC 30yr Pool#QA2159 3.000% 01-Aug-2049, 3.00%, 08/01/49 FR 31334YMG9 - 74,798 $66,276 $66,276 0.00 $66,108
Sequoia Mortgage Trust 2019-CH3 A19 4.0% 25-OCT-2049, 4.00%, 09/25/49 SEMT 2019-CH3 81748GBN0 - 68,892 $64,538 $64,538 0.00 $64,331
FNMA 30yr Pool#AS8547 3.000% 01-Nov-2046, 3.00%, 11/01/46 FN 3138WJP93 - 70,468 $63,804 $63,804 0.00 $63,646
FNMA 30yr Pool#BD2453 3.000% 01-Jan-2047, 3.00%, 01/01/47 FN 3140F9WP6 - 64,607 $58,879 $58,879 0.00 $58,734
Fannie Mae REMIC Trust 2010-109 BS 13.54815% 25-OCT-2040, 13.55%, 10/25/40 FNR 2010-109 31398NTM6 - 41,248 $53,382 $53,382 0.00 $52,968
Fannie Mae REMIC Trust 2006-20 GF 4.12638% 25-APR-2036, 4.11%, 04/25/36 FNR 2006-20 31395BU43 - 50,387 $50,291 $50,291 0.00 $50,097
FHLMC 15yr Pool#ZK8962 3.000% 01-Sep-2032, 3.00%, 09/01/32 FR 3131XC5X1 - 49,186 $47,935 $47,935 0.00 $47,825
FHLMC 15yr Pool#ZS7403 3.000% 01-May-2031, 3.00%, 05/01/31 FR 3132A8GL7 - 43,163 $42,429 $42,429 0.00 $42,332
FNMA 30yr Pool#BO1857 4.500% 01-Aug-2049, 4.50%, 08/01/49 FN 3140JWB33 - 42,450 $41,894 $41,894 0.00 $41,751
FNMA 15yr Pool#BO5957 3.000% 01-Dec-2034, 3.00%, 12/01/34 FN 3140K1TP1 - 41,729 $40,302 $40,302 0.00 $40,208
Freddie Mac Multiclass Certificates, Series 3380 FM 4.37671% 15-OCT-2037, 4.34%, 10/15/37 FHR 3380 31397KTJ0 - 39,645 $39,685 $39,685 0.00 $39,623
Freddie Mac Multiclass Certificates, Series 3721 FB 4.28671% 15-SEP-2040, 4.25%, 09/15/40 FHR 3721 3137GAD20 - 39,015 $39,120 $39,120 0.00 $39,060
Ginnie Mae REMIC Trust 2008-013 FB 4.28952% 20-FEB-2038, 4.28%, 02/20/38 GNR 2008-13 38375PNL1 - 37,274 $37,157 $37,157 0.00 $37,121
FNMA 30yr Pool#BC0870 3.500% 01-Jan-2046, 3.50%, 01/01/46 FN 3140EU6G9 - 35,434 $33,249 $33,249 0.00 $33,156
FNMA 15yr Pool#BO7717 3.000% 01-Nov-2034, 3.00%, 11/01/34 FN 3140K3SF0 - 31,413 $30,400 $30,400 0.00 $30,329
FHLMC 15yr Pool#ZK9163 3.000% 01-Jan-2033, 3.00%, 01/01/33 FR 3131XDFC4 - 29,165 $28,395 $28,395 0.00 $28,330
Ginnie Mae REMIC Trust 2007-040 FG 4.10952% 20-JUL-2037, 4.10%, 07/20/37 GNR 2007-40 38375KZS4 - 28,445 $28,207 $28,207 0.00 $28,181
Ginnie Mae REMIC Trust 2004-069 CF 4.18952% 20-JUL-2034, 4.18%, 07/20/34 GNR 2004-69 38374JAT3 - 23,894 $23,911 $23,911 0.00 $23,889
Fannie Mae REMIC Trust 2013-2 QF 4.27638% 25-FEB-2043, 4.26%, 02/25/43 FNR 2013-2 3136AB4P5 - 22,526 $22,564 $22,564 0.00 $22,475
Ginnie Mae REMIC Trust 2007-059 FA 4.28952% 20-OCT-2037, 4.28%, 10/20/37 GNR 2007-59 38375LPU8 - 22,435 $22,371 $22,371 0.00 $22,349
FHLMC 30yr Pool#ZN2165 4.500% 01-Dec-2048, 4.50%, 12/01/48 FR 3131Y8MN2 - 22,405 $22,354 $22,354 0.00 $22,279
Ginnie Mae REMIC Trust 2010-133 FD 4.20888% 16-OCT-2040, 4.21%, 10/16/40 GNR 2010-133 38377MHV1 - 19,216 $19,240 $19,240 0.00 $19,213
Ginnie Mae REMIC Trust 2008-016 FC 4.28952% 20-FEB-2038, 4.28%, 02/20/38 GNR 2008-16 383742FU2 - 18,122 $18,069 $18,069 0.00 $18,052
Ginnie Mae REMIC Trust 2007-037 FW 4.09952% 20-JUN-2037, 4.09%, 06/20/37 GNR 2007-37 38375KNR9 - 17,871 $17,698 $17,698 0.00 $17,682
Ginnie Mae REMIC Trust 2005-065 FA 3.93952% 20-AUG-2035, 3.93%, 08/20/35 GNR 2005-65 38374LL25 - 17,179 $16,988 $16,988 0.00 $16,973
Ginnie Mae REMIC Trust 2004-059 FP 4.07888% 16-AUG-2034, 4.08%, 08/16/34 GNR 2004-59 38374HYS3 - 16,810 $16,786 $16,786 0.00 $16,763
Freddie Mac Multiclass Certificates, Series 2426 FL 4.43671% 15-MAR-2032, 4.40%, 03/15/32 FHR 2426 31339W7G5 - 14,926 $14,997 $14,997 0.00 $14,973
FHLMC 30yr Pool#ZT0252 3.000% 01-Dec-2047, 3.00%, 12/01/47 FR 3132ACH52 - 16,343 $14,894 $14,894 0.00 $14,857
Fannie Mae REMIC Trust 2002-53 FK 4.17638% 25-APR-2032, 4.16%, 04/25/32 FNR 2002-53 31392EHN3 - 14,644 $14,675 $14,675 0.00 $14,617
Ginnie Mae REMIC Trust 2005-048 AF 3.98952% 20-JUN-2035, 3.98%, 06/20/35 GNR 2005-48 38374LHM6 - 14,474 $14,383 $14,383 0.00 $14,370
Fannie Mae REMIC Trust 2005-83 KT 4.07638% 25-OCT-2035, 4.06%, 10/25/35 FNR 2005-83 31394FUL7 - 12,776 $12,731 $12,731 0.00 $12,682
Fannie Mae REMIC Trust 2007-89 GF 4.29638% 25-SEP-2037, 4.28%, 09/25/37 FNR 2007-89 31396XPM0 - 12,175 $12,253 $12,253 0.00 $12,204
Freddie Mac Multiclass Certificates, Series 2551 FD 4.18671% 15-JAN-2033, 4.15%, 01/15/33 FHR 2551 31393JAZ1 - 10,773 $10,770 $10,770 0.00 $10,754
FHLMC 30yr Pool#ZM2269 3.000% 01-Dec-2046, 3.00%, 12/01/46 FR 3131XVQW8 - 11,674 $10,631 $10,631 0.00 $10,605
Ginnie Mae REMIC Trust 2012-075 FP 4.08952% 20-JUL-2041, 4.08%, 07/20/41 GNR 2012-75 38378EZ55 - 10,111 $10,124 $10,124 0.00 $10,115
Ginnie Mae REMIC Trust 2007-061 FA 4.28952% 20-OCT-2037, 4.28%, 10/20/37 GNR 2007-61 38375LLN8 - 9,100 $9,074 $9,074 0.00 $9,066
GNMA II 30yr Pool#BK6072 5.000% 20-Jan-2049, 5.00%, 01/20/49 G2 3617J6W91 - 8,879 $9,023 $9,023 0.00 $8,989
Fannie Mae REMIC Trust 2010-123 FL 4.20638% 25-NOV-2040, 4.19%, 11/25/40 FNR 2010-123 31398N2W3 - 8,346 $8,356 $8,356 0.00 $8,324
Freddie Mac Multiclass Certificates, Series 2410, excluding Group 6 FX 4.13671% 15-FEB-2032, 4.10%, 02/15/32 FHR 2410 31339NJN7 - 8,238 $8,237 $8,237 0.00 $8,224
FNMA 15yr Pool#AS8207 2.500% 01-Oct-2031, 2.50%, 10/01/31 FN 3138WJDM7 - 8,227 $7,980 $7,980 0.00 $7,965
Freddie Mac Multiclass Certificates, Series 3028 FM 4.03671% 15-SEP-2035, 4.00%, 09/15/35 FHR 3028 31396AFB5 - 7,217 $7,209 $7,209 0.00 $7,199
Fannie Mae REMIC Trust 2012-100 FG 4.17638% 25-SEP-2042, 4.16%, 09/25/42 FNR 2012-100 3136A8QW3 - 7,217 $7,207 $7,207 0.00 $7,180
FNMA 15yr Pool#AS7643 2.500% 01-Aug-2031, 2.50%, 08/01/31 FN 3138WHP55 - 7,300 $7,082 $7,082 0.00 $7,069
FNMA 15yr Pool#BM1036 2.500% 01-Feb-2032, 2.50%, 02/01/32 FN 3140J5EJ4 - 7,264 $7,043 $7,043 0.00 $7,029
Fannie Mae REMIC Trust 2003-87 FG 4.27638% 25-SEP-2033, 4.26%, 09/25/33 FNR 2003-87 31393E4W6 - 6,999 $7,036 $7,036 0.00 $7,008
Ginnie Mae REMIC Trust 2007-018 FD 4.08952% 20-APR-2037, 4.08%, 04/20/37 GNR 2007-18 38375JC86 - 6,680 $6,612 $6,612 0.00 $6,606
Ginnie Mae REMIC Trust 2010-006 FG 4.37888% 16-JAN-2040, 4.38%, 01/16/40 GNR 2010-6 38376TSC7 - 6,359 $6,365 $6,365 0.00 $6,355
Fannie Mae REMIC Trust 2002-16 VF 4.32638% 25-APR-2032, 4.31%, 04/25/32 FNR 2002-16 31392CWW0 - 6,105 $6,142 $6,142 0.00 $6,117
FHLMC 15yr Pool#ZK8405 2.500% 01-Dec-2031, 2.50%, 01/22/31 FR 3131XCKS5 - 6,285 $6,087 $6,087 0.00 $6,075
Fannie Mae REMIC Trust 2010-95 FB 4.17638% 25-SEP-2040, 4.16%, 09/25/40 FNR 2010-95 31398NEX8 - 5,229 $5,238 $5,238 0.00 $5,218
Freddie Mac Multiclass Certificates, Series 3738 FD 4.08671% 15-AUG-2040, 4.05%, 08/15/40 FHR 3738 3137GAYQ4 - 4,409 $4,416 $4,416 0.00 $4,409
FNMA 30yr Pool#MA3694 4.500% 01-Jul-2049, 4.50%, 07/01/49 FN 31418DC83 - 4,293 $4,236 $4,236 0.00 $4,222
FHLMC 30yr Pool#ZN0650 3.000% 01-Mar-2043, 3.00%, 03/01/43 FR 3131Y6WK1 - 1,601 $1,470 $1,470 0.00 $1,466
Freddie Mac Multiclass Certificates, Series 2469 FE 4.28671% 15-JUL-2032, 4.25%, 07/15/32 FHR 2469 31392RC58 - 951.00 $951 $951 0.00 $950
Ginnie Mae REMIC Trust 1999-27 FE 4.17888% 16-AUG-2029, 4.18%, 08/16/29 GNR 1999-27 3837H2WA3 - 737.00 $738 $738 0.00 $736
Ginnie Mae REMIC Trust 2010-125 VF 4.13952% 20-JUN-2040, 4.13%, 06/20/40 GNR 2010-125 38377JYJ6 - 316.00 $315 $315 0.00 $315
US 2YR NOTE (CBT) Jun26 JUN 26 TUM6 FUTURES_USD - 1,574 $326,518,921 $0 0.00 $0
US 5YR NOTE (CBT) Jun26 JUN 26 FVM6 FUTURES_USD - 62.00 $6,706,656 $0 0.00 $0
US 10YR NOTE (CBT)Jun26 JUN 26 TYM6 FUTURES_USD - -2,593 $-287,904,031 $0 0.00 $0
US 10yr Ultra Fut Jun26 JUN 26 UXYM6 FUTURES_USD - -1,888 $-213,993,000 $0 0.00 $0
US ULTRA BOND CBT Jun26 JUN 26 WNM6 FUTURES_USD - -306.00 $-35,457,750 $0 0.00 $0
UMBS TBA 30yr 6% May Delivery, 6.00%, 05/13/26 FNCL 01F060659 - -69,035,795 $-70,603,598 $-70,603,598 -1.06 $-70,603,598
UMBS TBA 30yr 5.5% May Delivery, 5.50%, 05/13/26 FNCL 01F052656 - -203,902,428 $-205,607,052 $-205,607,052 -3.08 $-205,607,052
UMBS TBA 30yr 4% May Delivery, 4.00%, 05/13/26 FNCL 01F040651 - -549,133,893 $-518,763,494 $-518,763,494 -7.77 $-518,763,494
UMBS TBA 30yr 4.5% May Delivery, 4.50%, 05/13/26 FNCL 01F042657 - -540,136,659 $-522,910,081 $-522,910,081 -7.83 $-522,910,081
UMBS TBA 30yr 5% May Delivery, 5.00%, 05/13/26 FNCL 01F050650 - -632,421,561 $-626,349,682 $-626,349,682 -9.38 $-626,349,682
SEGREGATED CASH SEGCASH $0.00 17,040,000 $17,040,000 $17,040,000 0.26 $17,040,000
ALMSUM ALMSUM $0.00 - $0 $0 0.00 $0
US DOLLARS USD MD_142224 - -2,286,963,698 $-2,286,963,698 $-2,286,963,698 -34.26 $-2,286,963,698
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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