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For Individual Investors in the US

Mortgage-Backed Securities ETF Holdings

Full Portfolio Holdings

(As of January 5, 2026)

Ticker Cusip Underlying Security Strike Price Quantity (Shares/ Par/ Units/ Contracts) Notional Value Market Value Weight % Current Market Value
UMBS TBA 30yr 2.5% January Delivery, 2.50%, 01/14/26 FNCL 01F022618 - - 1,600,178,894 $1,353,202,483 $1,353,202,483 19.29 $1,353,202,483
UMBS TBA 30yr 3% January Delivery, 3.00%, 01/14/26 FNCL 01F030611 - - 744,569,354 $658,824,747 $658,824,747 9.40 $658,824,747
GNMA II TBA 30yr 2.5% January Delivery, 2.50%, 01/22/26 G2SF 21H022614 - - 740,243,414 $638,830,807 $638,830,807 9.11 $638,830,807
GNMA II TBA 30yr 5% January Delivery, 5.00%, 01/22/26 G2SF 21H050615 - - 411,201,194 $410,432,659 $410,432,659 5.86 $410,432,659
UMBS TBA 30yr 2% January Delivery, 2.00%, 01/14/26 FNCL 01F020612 - - 402,248,255 $325,124,795 $325,124,795 4.64 $325,124,795
FNMA 30yr Pool#CC0839 6.000% 01-Aug-2055, 6.00%, 08/01/55 FN 3140Y64Z0 - - 194,625,739 $202,682,783 $202,682,783 2.90 $201,547,466
FNMA 30yr Pool#CB9430 5.500% 01-Nov-2054, 5.50%, 11/01/54 FN 3140QVPQ1 - - 185,238,416 $190,363,560 $190,363,560 2.72 $189,373,049
GNMA II TBA 30yr 5.5% January Delivery, 5.50%, 01/22/26 G2SF 21H052611 - - 183,586,000 $185,460,413 $185,460,413 2.65 $185,460,413
GNMA II TBA 30yr 3% January Delivery, 3.00%, 01/22/26 G2SF 21H030617 - - 203,159,962 $182,851,686 $182,851,686 2.62 $182,851,686
Fannie Mae REMIC Trust 2025-12 FC 5.1718% 25-MAR-2055, 4.97%, 03/25/55 FNR 2025-12 3136BVFC7 - - 151,650,274 $152,333,110 $152,333,110 2.18 $152,102,618
FNMA 30yr Pool#FA2033 6.000% 01-Jul-2054, 6.00%, 07/01/54 FN 3140W2HK0 - - 130,176,002 $135,707,229 $135,707,229 1.94 $134,947,869
GNMA II TBA 30yr 3.5% January Delivery, 3.50%, 01/22/26 G2SF 21H032613 - - 147,859,377 $134,586,189 $134,586,189 1.92 $134,586,189
FNMA 30yr Pool#CB9787 5.000% 01-Jan-2055, 5.00%, 01/01/55 FN 3140QV2V5 - - 131,269,194 $133,217,881 $133,217,881 1.90 $132,579,767
GNMA II TBA 30yr 4.5% January Delivery, 4.50%, 01/22/26 G2SF 21H042612 - - 127,692,488 $124,463,145 $124,463,145 1.77 $124,463,145
FNMA 30yr Pool#FA2754 4.500% 01-Jan-2049, 4.50%, 01/01/49 FN 3140W3BY4 - - 118,143,908 $118,195,608 $118,195,608 1.68 $117,678,728
FNMA 30yr Pool#FS1133 4.000% 01-Oct-2051, 4.00%, 10/01/51 FN 3140XGHK8 - - 112,979,460 $109,035,828 $109,035,828 1.55 $108,596,463
GNMA II TBA 30yr 4% January Delivery, 4.00%, 01/22/26 G2SF 21H040616 - - 114,954,688 $108,539,412 $108,539,412 1.55 $108,539,412
FNMA 30yr Pool#FM7460 4.000% 01-Mar-2051, 4.00%, 03/01/51 FN 3140XBJE1 - - 106,565,326 $102,845,584 $102,845,584 1.47 $102,431,163
FHLMC 30yr Pool#SD5238 5.500% 01-Apr-2054, 5.50%, 04/01/54 FR 3132DSZB1 - - 98,756,928 $102,196,535 $102,196,535 1.46 $101,668,460
UMBS TBA 30yr 6.5% January Delivery, 6.50%, 01/14/26 FNCL 01F062614 - - 92,975,000 $96,627,988 $96,627,988 1.38 $96,627,988
FNMA 30yr Pool#FA3025 5.500% 01-Sep-2055, 5.50%, 09/01/55 FN 3140W3LF4 - - 86,712,906 $89,965,338 $89,965,338 1.28 $89,501,665
Freddie Mac Multiclass Certificates, Series 5544 FC 5.0718% 25-JUN-2055, 4.87%, 06/25/55 FHR 5544 3137HLNP3 - - 86,494,377 $87,057,541 $87,057,541 1.24 $86,928,722
FHLMC 30yr Pool#SL2464 4.500% 01-Dec-2048, 4.50%, 12/01/48 FR 31427PW26 - - 83,468,867 $83,505,393 $83,505,393 1.19 $83,140,217
FHLMC 30yr Pool#RJ4363 5.500% 01-Jun-2055, 5.50%, 06/01/55 FR 3142GUZ55 - - 75,730,490 $78,575,965 $78,575,965 1.12 $78,171,018
FNMA 30yr Pool#FA3036 5.500% 01-Oct-2055, 5.50%, 10/01/55 FN 3140W3LS6 - - 75,757,818 $78,546,577 $78,546,577 1.12 $78,141,483
FHLMC 30yr Pool#SD1046 4.000% 01-Jul-2052, 4.00%, 07/01/52 FR 3132DNET6 - - 81,216,009 $78,231,613 $78,231,613 1.11 $77,915,773
FNMA 30yr Pool#FA3037 5.500% 01-Oct-2055, 5.50%, 10/01/55 FN 3140W3LT4 - - 70,066,950 $72,525,097 $72,525,097 1.03 $72,150,434
FNMA 30yr Pool#FA0574 5.500% 01-Jan-2055, 5.50%, 01/01/55 FN 3140W0T88 - - 68,974,976 $71,555,198 $71,555,198 1.02 $71,186,373
FNMA 30yr Pool#FS8993 6.000% 01-Jul-2054, 6.00%, 07/01/54 FN 3140XQ7F8 - - 66,661,742 $69,356,327 $69,356,327 0.99 $68,967,467
FHLMC 30yr Pool#SL1188 5.500% 01-Apr-2055, 5.50%, 04/01/55 FR 31427NKA6 - - 58,291,016 $60,353,418 $60,353,418 0.86 $60,041,723
FHLMC 30yr Pool#SL2435 6.500% 01-Feb-2055, 6.50%, 02/01/55 FR 31427PV50 - - 57,066,485 $60,061,306 $60,061,306 0.86 $59,700,677
FHLMC 30yr Pool#QX7566 5.500% 01-Mar-2055, 5.50%, 03/01/55 FR 31426DMQ2 - - 55,606,638 $57,127,775 $57,127,775 0.81 $56,830,434
FNMA 30yr Pool#FA2246 5.500% 01-Jul-2055, 5.50%, 07/01/55 FN 3140W2P88 - - 50,618,463 $52,452,506 $52,452,506 0.75 $52,181,838
FNMA 30yr Pool#CB9654 5.000% 01-Dec-2054, 5.00%, 12/01/54 FN 3140QVWQ3 - - 51,461,142 $52,225,082 $52,225,082 0.74 $51,974,923
FHLMC 30yr Pool#SL0239 5.000% 01-Jan-2055, 5.00%, 01/01/55 FR 31427MHR5 - - 50,610,482 $51,361,793 $51,361,793 0.73 $51,115,770
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA2 M2 7.62419% 25-FEB-2042, 7.62%, 02/25/42 STACR 2022-DNA2 35564KRN1 - - 49,687,745 $51,282,484 $51,282,484 0.73 $51,166,731
FNMA 30yr Pool#FA3827 5.000% 01-Dec-2055, 5.00%, 12/01/55 FN 3140W4HD2 - - 50,944,886 $51,191,863 $51,191,863 0.73 $50,944,214
Fannie Mae or Freddie Mac|5.5|01/14/2026, 5.50%, 01/14/26 FNCL 01F052615 - - 50,200,000 $50,937,438 $50,937,438 0.73 $50,937,438
Fannie Mae REMIC Trust 2025-9 FA 5.2718% 25-MAR-2055, 5.07%, 03/25/55 FNR 2025-9 3136BVDC9 - - 50,115,838 $50,432,949 $50,432,949 0.72 $50,355,247
FNMA 30yr Pool#FA3128 5.500% 01-Oct-2055, 5.50%, 10/01/55 FN 3140W3PN3 - - 47,880,392 $49,706,946 $49,706,946 0.71 $49,450,918
FNMA 30yr Pool#CB9613 5.500% 01-Dec-2054, 5.50%, 12/01/54 FN 3140QVVF8 - - 47,461,395 $48,774,548 $48,774,548 0.70 $48,520,761
FNMA 30yr Pool#FA3572 5.000% 01-Nov-2055, 5.00%, 11/01/55 FN 3140W36J3 - - 47,243,597 $48,015,102 $48,015,102 0.68 $47,785,445
FHLMC 30yr Pool#SD7343 5.500% 01-Jan-2055, 5.50%, 01/01/55 FR 3132DVEQ4 - - 45,226,367 $46,833,272 $46,833,272 0.67 $46,591,437
FNMA 30yr Pool#FS9779 5.500% 01-Nov-2054, 5.50%, 11/01/54 FN 3140XR2M6 - - 42,968,407 $44,509,866 $44,509,866 0.63 $44,280,105
UMBS TBA 30yr 4% January Delivery, 4.00%, 01/14/26 FNCL 01F040610 - - 44,375,000 $42,122,658 $42,122,658 0.60 $42,122,658
FNMA 30yr Pool#FS8121 4.000% 01-Jul-2052, 4.00%, 07/01/52 FN 3140XQAX5 - - 42,754,260 $41,130,770 $41,130,770 0.59 $40,964,504
FNMA 40yr Pool#BF0646 2.500% 01-Jun-2062, 2.50%, 06/01/62 FN 3140FXWG3 - - 48,801,250 $40,948,044 $40,948,044 0.58 $40,829,430
FHLMC 30yr Pool#SL0046 6.000% 01-Jan-2055, 6.00%, 01/01/55 FR 31427MBQ3 - - 38,967,058 $40,542,176 $40,542,176 0.58 $40,314,868
PMT LOAN TRUST 2025-J3 FLTG 2056 A3, 5.27%, 11/27/56 PMTLT 2025-J3 69392XBM9 - - 40,317,837 $40,501,725 $40,501,725 0.58 $40,434,316
FNMA 30yr Pool#FS8881 4.500% 01-Sep-2053, 4.50%, 09/01/53 FN 3140XQ2P1 - - 40,501,663 $40,380,541 $40,380,541 0.58 $40,203,346
FHLMC 30yr Pool#ZT2413 4.000% 01-Feb-2041, 4.00%, 02/01/41 FR 3132AEVE3 - - 40,507,966 $39,919,241 $39,919,241 0.57 $39,761,710
FNMA 30yr Pool#FA1951 6.000% 01-Jun-2055, 6.00%, 06/01/55 FN 3140W2EZ0 - - 37,828,218 $39,385,547 $39,385,547 0.56 $39,164,882
FHLMC 30yr Pool#SD6787 4.000% 01-May-2053, 4.00%, 05/01/53 FR 3132DURG4 - - 40,456,325 $38,907,463 $38,907,463 0.55 $38,750,133
New Residential Mortgage LLC 6.545% 25-MAR-2032, 6.54%, 03/25/32 NZES 2025-FHT 64832EAA7 - - 38,185,108 $38,891,753 $38,891,753 0.55 $38,815,388
Radian Mortgage Capital Trust 2025-J4 A25 5.42419% 25-MAR-2056, 5.42%, 03/25/56 RMCT 2025-J4 75024UBP1 - - 38,457,815 $38,784,693 $38,784,693 0.55 $38,531,339
OBX 2025-J3 TRUST FLTG 2055 AF, 5.37%, 10/25/55 OBX 2025-J3 67449KAU7 - - 38,485,869 $38,548,036 $38,548,036 0.55 $38,484,838
FHLMC 30yr Pool#SI2101 4.000% 01-Sep-2048, 4.00%, 09/01/48 FR 3133USKN0 - - 39,006,961 $37,747,966 $37,747,966 0.54 $37,596,272
FHLMC 30yr Pool#SL0938 4.000% 01-Jul-2050, 4.00%, 07/01/50 FR 31427NBG3 - - 38,141,749 $37,435,143 $37,435,143 0.53 $37,286,814
FNMA 40yr Pool#BF0598 2.500% 01-Mar-2062, 2.50%, 03/01/62 FN 3140FXUY6 - - 43,835,335 $36,784,677 $36,784,677 0.52 $36,678,133
FNMA 30yr Pool#FA0576 5.500% 01-Jan-2055, 5.50%, 01/01/55 FN 3140W0UA1 - - 35,429,686 $36,741,355 $36,741,355 0.52 $36,551,905
FNMA 30yr Pool#FA1557 6.000% 01-May-2055, 6.00%, 05/01/55 FN 3140W1WT6 - - 35,111,602 $36,530,875 $36,530,875 0.52 $36,326,058
FNMA 30yr Pool#FA2190 4.000% 01-Apr-2053, 4.00%, 04/01/53 FN 3140W2NG2 - - 37,689,590 $36,252,535 $36,252,535 0.52 $36,105,965
FHLMC 30yr Pool#SL1632 4.000% 01-Nov-2053, 4.00%, 11/01/53 FR 31427NY60 - - 37,470,190 $36,081,597 $36,081,597 0.51 $35,935,880
FNMA 30yr Pool#FA3105 6.000% 01-May-2055, 6.00%, 05/01/55 FN 3140W3NX3 - - 32,635,107 $33,966,943 $33,966,943 0.48 $33,776,572
FNMA 30yr Pool#FA3191 5.500% 01-Oct-2055, 5.50%, 10/01/55 FN 3140W3RM3 - - 32,642,544 $33,787,737 $33,787,737 0.48 $33,613,190
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-HQA3 M2 5.97419% 25-SEP-2041, 5.97%, 09/25/41 STACR 2021-HQA3 35564KJP5 - - 33,196,721 $33,484,686 $33,484,686 0.48 $33,424,087
FNMA 30yr Pool#FA3682 5.500% 01-Feb-2055, 5.50%, 02/01/55 FN 3140W4CU9 - - 31,921,798 $33,115,932 $33,115,932 0.47 $32,945,239
FNMA 30yr Pool#FA2446 4.500% 01-Jul-2053, 4.50%, 07/01/53 FN 3140W2WG2 - - 32,618,393 $32,305,297 $32,305,297 0.46 $32,162,592
FNMA 30yr Pool#FA0603 4.500% 01-Sep-2051, 4.50%, 09/01/51 FN 3140W0U52 - - 32,238,617 $32,162,110 $32,162,110 0.46 $32,021,066
FNMA 30yr Pool#FA1560 5.500% 01-Apr-2055, 5.50%, 04/01/55 FN 3140W1WW9 - - 30,403,666 $31,577,896 $31,577,896 0.45 $31,415,320
FHLMC 30yr Pool#SL2558 6.000% 01-Aug-2055, 6.00%, 08/01/55 FR 31427PZY3 - - 30,104,429 $31,340,390 $31,340,390 0.45 $31,164,780
FNMA 30yr Pool#BW7371 5.500% 01-Feb-2053, 5.50%, 02/01/53 FN 3140N0FM2 - - 29,711,142 $31,007,982 $31,007,982 0.44 $30,849,110
FHLMC 30yr Pool#SL0238 5.000% 01-May-2054, 5.00%, 05/01/54 FR 31427MHQ7 - - 30,537,396 $30,990,723 $30,990,723 0.44 $30,842,277
FNMA 40yr Pool#BF0698 3.500% 01-Dec-2062, 3.50%, 12/01/62 FN 3140FXX49 - - 33,403,320 $30,765,655 $30,765,655 0.44 $30,651,991
FHLMC 30yr Pool#TA2617 5.000% 01-Jan-2056, 5.00%, 01/01/56 FR 3142JQ4B2 - - 30,109,799 $30,255,769 $30,255,769 0.43 $30,109,402
FNMA 30yr Pool#FS8335 4.500% 01-Jan-2051, 4.50%, 01/01/51 FN 3140XQHM2 - - 29,572,650 $29,502,471 $29,502,471 0.42 $29,373,090
FHLMC 30yr Pool#SL1291 4.000% 01-Nov-2054, 4.00%, 11/01/54 FR 31427NNH8 - - 30,485,022 $29,355,289 $29,355,289 0.42 $29,236,736
FNMA 30yr Pool#FS3883 4.500% 01-Feb-2053, 4.50%, 02/01/53 FN 3140XKJ50 - - 29,548,550 $29,287,985 $29,287,985 0.42 $29,158,710
UMBS TBA 30yr 5% January Delivery, 5.00%, 01/14/26 FNCL 01F050619 - - 29,300,000 $29,246,117 $29,246,117 0.42 $29,246,117
FNMA 30yr Pool#FS9788 5.500% 01-Nov-2054, 5.50%, 11/01/54 FN 3140XR2W4 - - 27,779,062 $28,538,506 $28,538,506 0.41 $28,389,965
FNMA 30yr Pool#FA1798 4.000% 01-Aug-2052, 4.00%, 08/01/52 FN 3140W17L1 - - 29,596,616 $28,513,667 $28,513,667 0.41 $28,398,569
FNMA 30yr Pool#FS8681 4.500% 01-Oct-2050, 4.50%, 10/01/50 FN 3140XQUF2 - - 27,965,790 $27,899,424 $27,899,424 0.40 $27,777,073
NRM MSR-Collateralized Notes, Series 2024-FNT1 A 7.398% 25-NOV-2029, 7.40%, 11/25/31 NZES 2024-FNT1 62956YAA7 - - 26,385,429 $26,707,476 $26,707,476 0.38 $26,647,832
FNMA 30yr Pool#CB4798 5.000% 01-Oct-2052, 5.00%, 10/01/52 FN 3140QQKL8 - - 25,786,554 $26,042,233 $26,042,233 0.37 $25,916,882
FHF ISSUER TRUST 2024-1 0% 26, 4.84%, 12/15/26 FHF 2025-2A 30343DAA2 - - 25,876,562 $25,975,871 $25,975,871 0.37 $25,899,350
FNMA 30yr Pool#FA3714 5.000% 01-Nov-2055, 5.00%, 11/01/55 FN 3140W4DU8 - - 24,806,980 $25,225,096 $25,225,096 0.36 $25,104,507
JP MORGAN MORTGAGE TRUST 2 5.777% 55, 5.50%, 11/25/55 JPMMT 2025-5MPR 46593VAD9 - - 24,864,024 $25,106,617 $25,106,617 0.36 $24,973,664
FHLMC 30yr Pool#SD3271 5.500% 01-Jun-2053, 5.50%, 06/01/53 FR 3132DQT48 - - 24,114,638 $25,101,949 $25,101,949 0.36 $24,973,003
METRONET INFRASTRUCTURE ISSU 5.4% 55, 5.40%, 08/20/55 MNET 2025-2A 59170JAX6 - - 24,600,000 $24,912,655 $24,912,655 0.35 $24,853,615
FNMA 30yr Pool#FS9239 4.500% 01-Jan-2051, 4.50%, 01/01/51 FN 3140XRHR9 - - 24,056,481 $23,999,392 $23,999,392 0.34 $23,894,144
FNMA 30yr Pool#FS9771 4.000% 01-Oct-2052, 4.00%, 10/01/52 FN 3140XR2D6 - - 24,357,865 $23,424,509 $23,424,509 0.33 $23,329,784
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2025-HQA1 M2 5.52419% 25-FEB-2045, 5.52%, 02/25/45 STACR 2025-HQA1 35564NHA4 - - 23,060,148 $23,127,898 $23,127,898 0.33 $23,088,973
FNMA 30yr Pool#FA1129 6.500% 01-Jun-2054, 6.50%, 06/01/54 FN 3140W1HF3 - - 21,955,816 $23,108,046 $23,108,046 0.33 $22,969,298
FNMA 30yr Pool#FA1128 6.500% 01-Aug-2054, 6.50%, 08/01/54 FN 3140W1HE6 - - 21,574,938 $22,707,180 $22,707,180 0.32 $22,570,839
FHLMC 30yr Pool#SD5061 5.500% 01-Mar-2054, 5.50%, 03/01/54 FR 3132DSTS1 - - 21,509,077 $22,348,978 $22,348,978 0.32 $22,233,965
PRET 2025-RPL3 Trust A1 4.15% 25-APR-2065, 4.15%, 04/25/65 PRET 2025-RPL3 69382RAA1 - - 22,538,984 $22,339,527 $22,339,527 0.32 $22,248,588
Connecticut Avenue Securities Trust 2022-R02 2M2 6.87419% 25-JAN-2042, 6.87%, 01/25/42 CAS 2022-R02 20754BAB7 - - 21,764,114 $22,187,353 $22,187,353 0.32 $22,141,638
FNMA 30yr Pool#FM7840 4.000% 01-Apr-2050, 4.00%, 04/01/50 FN 3140XBWA4 - - 22,912,815 $22,113,026 $22,113,026 0.32 $22,023,920
FNMA 30yr Pool#FS4781 4.000% 01-Oct-2051, 4.00%, 10/01/51 FN 3140XLJ33 - - 22,405,082 $21,623,016 $21,623,016 0.31 $21,535,885
FNMA 30yr Pool#FS7225 4.000% 01-Aug-2051, 4.00%, 08/01/51 FN 3140XPA33 - - 22,261,168 $21,542,663 $21,542,663 0.31 $21,456,091
Citigroup Mortgage Loan Trust 2025-LTV1 A1 5.237% 25-DEC-2055, 5.24%, 12/25/55 CMLTI 2025-LTV1 17332XAA8 - - 20,932,000 $21,435,874 $21,435,874 0.31 $20,965,607
FHLMC 30yr Pool#SD6989 5.500% 01-Nov-2054, 5.50%, 11/01/54 FR 3132DUXS1 - - 20,704,586 $21,270,622 $21,270,622 0.30 $21,159,910
Structured Agency Credit Risk (STACR) Debt Notes, Series 2022-HQA1 M2 9.12419% 25-MAR-2042, 9.12%, 03/25/42 STACR 2022-HQA1 35564KTJ8 - - 20,019,000 $21,079,277 $21,079,277 0.30 $21,023,465
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-DNA6 B2 11.37419% 25-OCT-2041, 11.37%, 10/25/41 STACR 2021-DNA6 35564KLV9 - - 19,937,000 $21,047,971 $21,047,971 0.30 $20,782,548
Cipher Compute LLC 7.125% 15-NOV-2030, 7.12%, 11/15/30 CIFR 17253NAA5 - - 20,244,000 $20,926,110 $20,926,110 0.30 $20,713,759
FNMA 30yr Pool#CB7112 5.500% 01-Sep-2053, 5.50%, 09/01/53 FN 3140QS3W9 - - 19,955,736 $20,742,659 $20,742,659 0.30 $20,635,951
FNMA 40yr Pool#BF0226 3.500% 01-Jan-2058, 3.50%, 01/01/58 FN 3140FXHC9 - - 21,973,221 $20,629,731 $20,629,731 0.29 $20,554,961
FNMA 40yr Pool#BF0807 3.500% 01-Apr-2064, 3.50%, 04/01/64 FN 3140FX3R1 - - 22,293,262 $20,533,854 $20,533,854 0.29 $20,457,995
FNMA 30yr Pool#FS6382 4.000% 01-Aug-2051, 4.00%, 08/01/51 FN 3140XNCU6 - - 21,168,618 $20,485,376 $20,485,376 0.29 $20,403,054
FNMA 40yr Pool#BF0713 4.000% 01-Mar-2063, 4.00%, 03/01/63 FN 3140FXYK2 - - 21,297,949 $20,405,431 $20,405,431 0.29 $20,322,605
RCKT MOR 2025-CES9 FLT 2055 A1B, 5.00%, 09/25/55 RCKT 2025-CES9 74942JAB0 - - 20,226,651 $20,297,939 $20,297,939 0.29 $20,199,674
Finance of America Structured Securities Trust, 2025-S1 A1 3.5% 25-FEB-2075, 3.50%, 02/25/75 FASST 2025-S1 31741BAB0 - - 20,728,454 $20,177,835 $20,177,835 0.29 $20,155,667
FINANCE OF AMERICA STRUC 3.28125% 74, 3.50%, 04/25/74 FASST 2024-S3 31739WAB8 - - 20,102,669 $19,667,813 $19,667,813 0.28 $19,646,314
FHLMC 30yr Pool#SL0850 4.000% 01-Jul-2049, 4.00%, 07/01/49 FR 31427M5L1 - - 19,602,201 $19,298,945 $19,298,945 0.27 $19,222,714
FHLMC 30yr Pool#QJ9063 5.000% 01-Nov-2054, 5.00%, 11/01/54 FR 3133D1B81 - - 19,009,359 $19,199,911 $19,199,911 0.27 $19,107,504
FNMA 30yr Pool#FS5028 4.000% 01-Oct-2051, 4.00%, 10/01/51 FN 3140XLSS8 - - 19,820,303 $19,128,460 $19,128,460 0.27 $19,051,381
FNMA 30yr Pool#DC4912 5.500% 01-Oct-2054, 5.50%, 10/01/54 FN 3140ASN61 - - 18,379,966 $18,869,431 $18,869,431 0.27 $18,771,149
RCKT MORTGAGE TRUST 2025-C 5.212% 55, 4.97%, 11/25/55 RCKT 2025-CES11 749423AA7 - - 18,492,932 $18,606,596 $18,606,596 0.27 $18,517,311
FNMA 30yr Pool#FA1549 5.500% 01-May-2055, 5.50%, 05/01/55 FN 3140W1WK5 - - 17,702,617 $18,345,913 $18,345,913 0.26 $18,251,253
FNMA 30yr Pool#FS2863 4.000% 01-Sep-2052, 4.00%, 09/01/52 FN 3140XJFD0 - - 19,033,761 $18,331,368 $18,331,368 0.26 $18,257,347
FNMA 30yr Pool#FS8709 4.500% 01-Jan-2051, 4.50%, 01/01/51 FN 3140XQVB0 - - 18,119,466 $18,076,466 $18,076,466 0.26 $17,997,194
Saluda Grade Alternative Mortgage Trust 2024-RTL4 A1 7.5% 25-FEB-2030, 7.50%, 02/25/30 GRADE 2024-RTL4 79584CAA9 - - 17,634,279 $17,806,001 $17,806,001 0.25 $17,677,418
Flash Compute LLC 7.25% 31-DEC-2030, 7.25%, 12/31/30 FLASHC 33853QAA9 - - 17,865,000 $17,797,481 $17,797,481 0.25 $17,772,296
FHLMC 30yr Pool#QY8779 6.000% 01-Jul-2055, 6.00%, 07/01/55 FR 31426TXH5 - - 16,953,234 $17,650,652 $17,650,652 0.25 $17,551,758
Homeward Opportunities Fund Trust 2024-RTL1 A1 7.12% 25-JUL-2029, 7.12%, 07/25/29 HOF 43789FAA1 - - 17,261,000 $17,336,404 $17,336,404 0.25 $17,298,852
FNMA 30yr Pool#CB4128 4.500% 01-Jul-2052, 4.50%, 07/01/52 FN 3140QPSS7 - - 17,441,777 $17,301,586 $17,301,586 0.25 $17,225,278
FNMA 30yr Pool#CB8221 5.500% 01-Mar-2054, 5.50%, 03/01/54 FN 3140QUD37 - - 16,769,651 $17,217,910 $17,217,910 0.25 $17,128,239
FHLMC 30yr Pool#QH3192 6.000% 01-Oct-2053, 6.00%, 10/01/53 FR 3133CFRM3 - - 16,399,290 $17,137,569 $17,137,569 0.24 $17,041,906
GCAT 2025-INV5 TRUST FLT 2055 A28, 5.49%, 12/25/55 GCAT 2025-INV5 36173VBA3 - - 16,732,000 $16,759,918 $16,759,918 0.24 $16,731,873
FNMA 30yr Pool#FM4738 4.000% 01-Sep-2050, 4.00%, 09/01/50 FN 3140X8HQ3 - - 17,211,526 $16,566,414 $16,566,414 0.24 $16,499,480
FNMA 40yr Pool#BF0806 3.500% 01-Apr-2064, 3.50%, 04/01/64 FN 3140FX3Q3 - - 17,728,390 $16,387,918 $16,387,918 0.23 $16,327,592
FNMA 30yr Pool#FS9116 6.000% 01-Sep-2054, 6.00%, 09/01/54 FN 3140XRDW2 - - 15,553,643 $16,182,348 $16,182,348 0.23 $16,091,619
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA5 M2 10.62419% 25-JUN-2042, 10.62%, 06/25/42 STACR 2022-DNA5 35564KYW3 - - 14,751,656 $16,112,372 $16,112,372 0.23 $15,931,372
FNMA 40yr Pool#BF0801 2.500% 01-Apr-2064, 2.50%, 04/01/64 FN 3140FX3K6 - - 19,202,990 $16,099,886 $16,099,886 0.23 $16,053,212
FNMA 30yr Pool#DA1525 6.000% 01-Oct-2053, 6.00%, 10/01/53 FN 3140A1VT1 - - 15,300,010 $15,915,942 $15,915,942 0.23 $15,826,692
SALUDA GR ALT MTG TR 2025-LOC5 A1B, 5.53%, 10/25/55 GRADE 2025-LOC5 79581XAC2 - - 15,693,000 $15,781,743 $15,781,743 0.22 $15,752,807
Vontive Mortgage Trust 2025-RTL1 A1 6.507% 25-MAR-2030, 6.51%, 03/25/30 VNTV 2025-RTL1 928884AA3 - - 15,444,000 $15,767,417 $15,767,417 0.22 $15,736,710
FHLMC 30yr Pool#SL0644 4.500% 01-Mar-2053, 4.50%, 03/01/53 FR 31427MWE7 - - 15,746,349 $15,610,568 $15,610,568 0.22 $15,541,677
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 $15,413,246 $15,413,246 0.22 $15,303,194
PRPM 2025-RCF3 LLC 5.25% 55, 5.25%, 07/25/55 PRPM 2025-RCF3 69392PAA3 - - 14,745,643 $14,898,984 $14,898,984 0.21 $14,823,720
PRET 2025-RPL1 Trust A1 4.0% 25-JUL-2069, 4.00%, 07/25/69 PRET 2025-RPL1 69392FAA5 - - 15,240,113 $14,849,656 $14,849,656 0.21 $14,790,389
PRPM 2025-5 0%30, 5.73%, 07/25/30 PRPM 2025-5 69392RAA9 - - 14,720,248 $14,789,978 $14,789,978 0.21 $14,707,988
FHLMC 30yr Pool#SD5963 6.000% 01-Jul-2054, 6.00%, 07/01/54 FR 3132DTTU4 - - 14,121,130 $14,691,931 $14,691,931 0.21 $14,609,558
Galaxy XXVI CLO Ltd., 5.68%, 07/31/26 GLXYT 2025-1 362922AA4 - - 14,406,384 $14,485,673 $14,485,673 0.21 $14,483,402
Vista Point Securitization Trust 2025-CES2 A1 5.601% 25-AUG-2055, 5.60%, 08/25/55 VSTA 2025-CES2 92842UAA0 - - 14,171,525 $14,330,940 $14,330,940 0.20 $14,253,770
FNMA 30yr Pool#DC7019 5.500% 01-Dec-2054, 5.50%, 12/01/54 FN 3140AUYR8 - - 13,789,390 $14,155,852 $14,155,852 0.20 $14,082,117
BMP Commercial Mortgage Trust 2024-MF23 A 5.12206% 15-JUN-2041, 5.12%, 06/15/41 BMP 2024-MF23 05593JAA8 - - 14,000,000 $14,061,133 $14,061,133 0.20 $14,017,311
Huntington Bank Auto Credit-Linked Notes, Series 2024-2 B1 5.442% 20-OCT-2032, 5.44%, 10/20/32 HACLN 2024-2 44644NAG4 - - 13,785,292 $14,038,629 $14,038,629 0.20 $13,939,984
FINANCE OF AMER STR TR 2024-S2 A1, 3.50%, 04/25/74 FASST 2024-S2 31739VAA2 - - 14,228,807 $13,978,641 $13,978,641 0.20 $13,963,424
GS Mortgage-Backed Securities Trust 2025-RPL3 A1 4.1% 25-JUL-2065, 4.10%, 07/25/65 GSMBS 2025-RPL3 362963AA8 - - 14,147,569 $13,913,622 $13,913,622 0.20 $13,857,228
Chase Mortgage Reference Notes, Series 2020-CL1 M1 6.09621% 25-OCT-2057, 6.10%, 10/25/57 CHASE 2020-CL1 46591HAG5 - - 13,232,587 $13,686,055 $13,686,055 0.20 $13,661,406
FHLMC 30yr Pool#SD1143 4.500% 01-Sep-2050, 4.50%, 09/01/50 FR 3132DNHU0 - - 13,585,267 $13,553,028 $13,553,028 0.19 $13,493,592
WULF Compute LLC 7.75% 15-OCT-2030, 7.75%, 10/15/30 WULF 982911AA7 - - 12,852,000 $13,497,972 $13,497,972 0.19 $13,295,999
FNMA 30yr Pool#FM5350 4.500% 01-Sep-2050, 4.50%, 09/01/50 FN 3140X85L7 - - 13,409,706 $13,369,603 $13,369,603 0.19 $13,310,936
FNMA 30yr Pool#FS8717 6.000% 01-Jul-2054, 6.00%, 07/01/54 FN 3140XQVK0 - - 12,840,642 $13,359,683 $13,359,683 0.19 $13,284,779
FHLMC 30yr Pool#SD6558 6.000% 01-Sep-2054, 6.00%, 09/01/54 FR 3132DUJB4 - - 12,761,120 $13,276,947 $13,276,947 0.19 $13,202,507
Foundation Finance Trust 2025-2 B 4.94% 15-APR-2052, 4.94%, 04/15/52 FFIN 2025-2A 35042NAB1 - - 13,050,000 $13,139,737 $13,139,737 0.19 $13,102,131
FNMA 30yr Pool#DE6043 6.000% 01-Aug-2055, 6.00%, 08/01/55 FN 3140BJWD5 - - 12,449,695 $12,952,933 $12,952,933 0.18 $12,880,310
Connecticut Avenue Securities, Series 2021-R03 1M2 5.52419% 25-DEC-2041, 5.52%, 12/25/41 CAS 2021-R03 20754AAB9 - - 12,716,693 $12,854,543 $12,854,543 0.18 $12,772,442
FNMA 30yr Pool#DE1157 6.000% 01-Jun-2055, 6.00%, 06/01/55 FN 3140BDJB7 - - 12,350,925 $12,850,172 $12,850,172 0.18 $12,778,125
PRET 2025-RPL5 TRUST FLTG 2070 A1, 4.15%, 01/25/70 PRET 2025-RPL5 69393AAA5 - - 12,834,108 $12,665,230 $12,665,230 0.18 $12,613,448
FHLMC 30yr Pool#SD5994 4.500% 01-Sep-2050, 4.50%, 09/01/50 FR 3132DTUT5 - - 12,663,344 $12,633,292 $12,633,292 0.18 $12,577,890
FNMA 40yr Pool#BF0731 2.500% 01-Jun-2063, 2.50%, 06/01/63 FN 3140FXY55 - - 14,780,733 $12,395,263 $12,395,263 0.18 $12,359,337
TOWD POINT MORTGAGE TRUST 2025 0% 65, 4.97%, 09/25/65 TPMT 2025-FIX1 89183MAA1 - - 12,277,429 $12,335,298 $12,335,298 0.18 $12,275,998
FNMA 30yr Pool#FA0470 6.000% 01-Jan-2055, 6.00%, 01/01/55 FN 3140W0QY4 - - 11,833,057 $12,311,370 $12,311,370 0.18 $12,242,344
FHLMC 30yr Pool#QG6755 5.500% 01-Jun-2053, 5.50%, 06/01/53 FR 3133C7QG5 - - 11,701,383 $12,185,677 $12,185,677 0.17 $12,123,107
CONNECTICUT AVENUE SECUR 5.55001% 45, 5.07%, 07/25/45 CAS 2025-R05 20753CAB6 - - 12,148,470 $12,171,639 $12,171,639 0.17 $12,152,803
FNMA 30yr Pool#FS7541 4.000% 01-Jun-2052, 4.00%, 06/01/52 FN 3140XPLX5 - - 12,599,195 $12,159,411 $12,159,411 0.17 $12,110,414
TOWD PT MTG TR 2025-FIX2 FLTG A1, 5.25%, 10/25/65 TPMT 2025-FIX2 89183RAA0 - - 11,913,156 $12,032,066 $12,032,066 0.17 $11,971,271
FIGRE TRUST 2025-HE4 FLTG 2055 C, 5.71%, 07/25/55 FIGRE 2025-HE4 31684PAC6 - - 11,877,352 $12,020,729 $12,020,729 0.17 $11,954,805
FHLMC 30yr Pool#SD1436 4.500% 01-Aug-2052, 4.50%, 08/01/52 FR 3132DNSZ7 - - 11,911,572 $11,800,369 $11,800,369 0.17 $11,748,256
FNMA 30yr Pool#DF9041 5.000% 01-Jan-2056, 5.00%, 01/01/56 FN 3140U1BK0 - - 11,712,894 $11,769,677 $11,769,677 0.17 $11,712,740
FNMA 40yr Pool#BF0783 3.500% 01-Dec-2063, 3.50%, 12/01/63 FN 3140FX2R2 - - 12,619,674 $11,627,656 $11,627,656 0.17 $11,584,714
FHLMC 30yr Pool#QH3306 6.000% 01-Oct-2053, 6.00%, 10/01/53 FR 3133CFU72 - - 10,960,218 $11,453,635 $11,453,635 0.16 $11,389,701
FNMA 30yr Pool#DC5672 5.500% 01-Nov-2054, 5.50%, 11/01/54 FN 3140ATJS6 - - 11,102,290 $11,397,644 $11,397,644 0.16 $11,338,278
FNMA 30yr Pool#BY4134 5.500% 01-Jul-2053, 5.50%, 07/01/53 FN 3140NLSY6 - - 11,036,908 $11,340,774 $11,340,774 0.16 $11,281,758
FIGRE Trust 2025-HE3 A 5.56% 25-MAY-2055, 5.56%, 05/25/55 FIGRE 2025-HE3 31684LAA9 - - 11,063,184 $11,243,529 $11,243,529 0.16 $11,183,727
FNMA 30yr Pool#FS6236 6.500% 01-Nov-2053, 6.50%, 11/01/53 FN 3140XM4W3 - - 10,656,209 $11,227,416 $11,227,416 0.16 $11,160,075
FNMA 30yr Pool#FS5818 4.500% 01-Oct-2050, 4.50%, 10/01/50 FN 3140XMPC4 - - 11,248,770 $11,215,130 $11,215,130 0.16 $11,165,916
PRET 2025-NPL4 A1 6.3677% 25-MAY-2055, 6.37%, 04/25/55 PRET 2025-NPL4 74136UAA3 - - 11,119,727 $11,180,910 $11,180,910 0.16 $11,159,275
Ally Bank Auto Credit-Linked Notes, Series 2025-A C 4.844% 15-JUN-2033, 4.84%, 06/15/33 ABCLN 2025-A 02007G5F6 - - 10,864,755 $10,964,520 $10,964,520 0.16 $10,933,820
Acacia 2025-1 A 5.24% 15-NOV-2037, 5.24%, 11/15/37 ACACIA 2025-1 00401PAA7 - - 10,882,911 $10,928,919 $10,928,919 0.16 $10,895,653
FNMA 30yr Pool#FS5362 4.500% 01-Dec-2050, 4.50%, 12/01/50 FN 3140XL5Y0 - - 10,900,949 $10,875,080 $10,875,080 0.15 $10,827,388
FNMA 30yr Pool#FS7613 4.500% 01-May-2052, 4.50%, 05/01/52 FN 3140XPN70 - - 10,876,641 $10,850,829 $10,850,829 0.15 $10,803,244
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA4 M2 9.12419% 25-MAY-2042, 9.32%, 05/25/42 STACR 2022-DNA4 35564KXA2 - - 10,000,000 $10,637,086 $10,637,086 0.15 $10,546,875
Homeward Opportunities Fund Trust 2025-RRTL1 A1 5.476% 25-MAR-2040, 5.48%, 03/25/40 HOF 2025-RRTL1 437919AA1 - - 10,475,000 $10,546,383 $10,546,383 0.15 $10,528,856
GS MTG-BKD TRUST 2025-CES2 A1, 5.18%, 09/25/55 GSMBS 2025-CES2 36273BAA7 - - 10,279,015 $10,364,819 $10,364,819 0.15 $10,313,053
FHLMC 30yr Pool#SD5224 6.000% 01-Mar-2054, 6.00%, 03/01/54 FR 3132DSYV8 - - 9,905,410 $10,305,804 $10,305,804 0.15 $10,248,023
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-HQA4 M2 6.22419% 25-DEC-2041, 6.22%, 12/25/41 STACR 2021-HQA4 35564KNS4 - - 10,089,878 $10,292,295 $10,292,295 0.15 $10,217,310
FNMA 30yr Pool#FS7117 6.500% 01-Feb-2054, 6.50%, 02/01/54 FN 3140XN4B7 - - 9,747,684 $10,270,191 $10,270,191 0.15 $10,208,591
FNMA 30yr Pool#BX0421 5.500% 01-Nov-2052, 5.50%, 11/01/52 FN 3140N4PF8 - - 9,922,043 $10,235,192 $10,235,192 0.15 $10,182,137
FNMA 30yr Pool#FS6662 4.000% 01-Oct-2051, 4.00%, 10/01/51 FN 3140XNML5 - - 10,516,837 $10,149,739 $10,149,739 0.14 $10,108,840
FHLMC 30yr Pool#SL0869 4.500% 01-May-2053, 4.50%, 05/01/53 FR 31427M6F3 - - 10,261,967 $10,146,943 $10,146,943 0.14 $10,102,047
LHOME Mortgage Trust 2024-RTL3 A1 6.9% 25-MAY-2029, 6.90%, 05/25/29 LHOME 2024-RTL3 50205GAA0 - - 9,960,000 $10,070,990 $10,070,990 0.14 $10,049,991
FHLMC 30yr Pool#RA7104 4.500% 01-Feb-2051, 4.50%, 02/01/51 FR 3133KN3M3 - - 10,085,749 $10,024,259 $10,024,259 0.14 $9,980,134
FHLMC 30yr Pool#QH4373 6.000% 01-Nov-2053, 6.00%, 11/01/53 FR 3133CG2E6 - - 9,396,037 $9,819,037 $9,819,037 0.14 $9,764,227
Rithm Capital Corp. 8.0% 01-APR-2029, 8.00%, 04/01/29 RITM 64828TAB8 - - 9,213,000 $9,664,420 $9,664,420 0.14 $9,469,923
FNMA 30yr Pool#FS2144 3.500% 01-Jun-2052, 3.50%, 06/01/52 FN 3140XHL21 - - 10,245,612 $9,651,714 $9,651,714 0.14 $9,616,850
A&D Mortgage Trust 2025-NQM2 A1 5.79% 25-JUN-2070, 5.79%, 06/25/70 ADMT 2025-NQM2 00250EAC0 - - 9,428,256 $9,578,164 $9,578,164 0.14 $9,525,090
LHOME Mortgage Trust 2024-RTL5 A2 5.751% 25-SEP-2039, 5.75%, 09/25/39 LHOME 2024-RTL5 50205WAB3 - - 9,325,000 $9,409,216 $9,409,216 0.13 $9,392,830
Huntington Bank Auto Credit-Linked Notes, Series 2024-1 B1 6.153% 20-MAY-2032, 6.15%, 05/20/32 HACLN 2024-1 44644NAA7 - - 9,233,311 $9,404,759 $9,404,759 0.13 $9,379,509
FIGRE TRUST 2025 HE4 FLTG 2055 B, 5.61%, 07/25/55 FIGRE 2025-HE4 31684PAB8 - - 9,195,583 $9,311,079 $9,311,079 0.13 $9,260,943
CONNECTICUT AVENUE SECUR 5.95001% 45, 5.47%, 07/25/45 CAS 2025-R05 20753CAC4 - - 9,254,000 $9,298,398 $9,298,398 0.13 $9,282,919
FNMA 30yr Pool#DA0026 6.000% 01-Sep-2053, 6.00%, 09/01/53 FN 3140A0A41 - - 8,901,754 $9,260,112 $9,260,112 0.13 $9,208,185
Brean Asset Backed Securities Trust 2024-RM8 A1 4.5% 25-MAY-2064, 4.50%, 05/25/64 BABS 2024-RM8 10637YAA3 - - 9,262,880 $9,158,002 $9,158,002 0.13 $9,145,265
FHLMC 30yr Pool#QZ2313 5.500% 01-Sep-2055, 5.50%, 09/01/55 FR 31426YSB3 - - 8,899,553 $9,101,510 $9,101,510 0.13 $9,053,922
Freddie Mac Multiclass Certificates, Series 5164 FA 4.0% 25-NOV-2051, 4.00%, 11/25/51 FHR 5164 3137H3PY2 - - 9,698,477 $8,998,905 $8,998,905 0.13 $8,987,051
FNMA 30yr Pool#FA1287 4.500% 01-Jul-2053, 4.50%, 07/01/53 FN 3140W1ND1 - - 9,038,340 $8,949,819 $8,949,819 0.13 $8,910,277
Alterna Funding III A 6.26% 15-MAY-2039, 6.26%, 05/16/39 TAX 2024-1A 02157JAA3 - - 8,820,371 $8,874,458 $8,874,458 0.13 $8,842,249
RCKT MORTGAGE TR 2025-CES8 A1A, 5.15%, 08/25/55 RCKT 2025-CES8 74939WAA8 - - 8,784,199 $8,872,886 $8,872,886 0.13 $8,828,924
FHLMC 30yr Pool#QY9874 6.000% 01-Aug-2055, 6.00%, 08/01/55 FR 31426U6L3 - - 8,521,484 $8,865,937 $8,865,937 0.13 $8,816,229
RCKT Mortgage Trust 2025-CES7 A1B 5.478% 25-JUL-2055, 5.48%, 07/25/55 RCKT 2025-CES7 74943AAB8 - - 8,738,280 $8,835,032 $8,835,032 0.13 $8,788,494
RCKT Mortgage Trust 2024-CES9 A1B 5.683% 25-DEC-2044, 5.68%, 12/25/44 RCKT 2024-CES9 749426AB8 - - 8,704,642 $8,816,104 $8,816,104 0.13 $8,768,010
FHLMC 30yr Pool#SD7417 5.500% 01-Jan-2055, 5.50%, 01/01/55 FR 3132DVG25 - - 8,410,904 $8,724,912 $8,724,912 0.12 $8,679,937
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 $8,384,675 $8,384,675 0.12 $8,322,382
FHLMC 30yr Pool#QZ9092 5.000% 01-Nov-2055, 5.00%, 11/01/55 FR 31427KC60 - - 8,229,273 $8,269,168 $8,269,168 0.12 $8,229,164
FHLMC 30yr Pool#QH1500 6.000% 01-Sep-2053, 6.00%, 09/01/53 FR 3133CDUZ5 - - 7,786,854 $8,137,410 $8,137,410 0.12 $8,091,987
Fannie Mae REMIC Trust 2022-65 FB 4.67419% 25-SEP-2052, 4.67%, 09/25/52 FNR 2022-65 3136BPCQ2 - - 8,130,784 $8,088,667 $8,088,667 0.12 $8,077,054
PRPM 2025-RPL4 A1, 3.00%, 05/25/55 PRPM 2025-RPL4 74448NAA2 - - 8,526,014 $8,076,541 $8,076,541 0.12 $8,051,674
COOPR Residential Mortgage Trust 2025-CES3 A1A 4.84% 25-SEP-2060, 4.84%, 09/25/60 COOPR 2025-CES3 216926AA3 - - 7,810,648 $7,836,165 $7,836,165 0.11 $7,799,412
Brex Commercial Charge Card Master Trust Series 2024-1 A1 6.05% 15-JUL-2027, 6.05%, 07/15/27 BREX 2024-1 05601DAE3 - - 7,750,000 $7,799,844 $7,799,844 0.11 $7,772,493
FHLMC STACR REMIC TR 2025-DNA3 M1, 4.97%, 09/25/45 STACR 2025-DNA3 35564UAR8 - - 7,756,758 $7,769,779 $7,769,779 0.11 $7,757,989
FNMA 30yr Pool#DD8495 5.500% 01-May-2055, 5.50%, 05/01/55 FN 3140B9NM7 - - 7,519,382 $7,718,188 $7,718,188 0.11 $7,677,980
FHLMC 30yr Pool#QX9929 6.000% 01-Apr-2055, 6.00%, 04/01/55 FR 31426HA78 - - 7,400,886 $7,702,915 $7,702,915 0.11 $7,659,744
ACHM Trust 2024-HE1 A 6.55% 25-MAY-2039, 6.55%, 05/25/39 ACHM 2024-HE1 00449TAA3 - - 7,335,286 $7,572,670 $7,572,670 0.11 $7,557,989
Connecticut Avenue Securities Trust 2025-R01 1M2 5.37419% 25-JAN-2045, 5.37%, 01/25/45 CAS 2025-R01 20755JAC7 - - 7,526,000 $7,536,058 $7,536,058 0.11 $7,523,700
FHLMC 30yr Pool#QX0520 5.500% 01-Dec-2054, 5.50%, 12/01/54 FR 31425USJ5 - - 7,303,649 $7,502,723 $7,502,723 0.11 $7,463,669
FIGRE TRUST 2025-HE6 FLTG 2055 C, 5.25%, 09/25/55 FIGRE 2025-HE6 31684NAC1 - - 7,437,449 $7,451,739 $7,451,739 0.11 $7,413,813
SALUDA GR ALT MTG TR 25 RRTL1 A1, 5.32%, 10/25/40 GRADE 2025-RRTL1 79582NAA7 - - 7,388,000 $7,427,845 $7,427,845 0.11 $7,389,633
RCKT MORTGAGE TRUST 2025 5.24863% 55, 5.25%, 08/25/55 RCKT 2025-CES8 74939WAB6 - - 7,228,546 $7,278,615 $7,278,615 0.10 $7,241,729
PRPM 2025-RCF3, LLC, 5.77%, 08/25/28 PRPM 2025-6 69395KAA1 - - 7,127,407 $7,167,180 $7,167,180 0.10 $7,127,169
Mello Mortgage Capital Acceptance 2024-SD1 A1 4.0% 25-APR-2054, 4.00%, 04/25/54 MELLO 58550DAA1 - - 7,197,561 $7,122,760 $7,122,760 0.10 $7,113,963
Ally Bank Auto Credit-Linked Notes, Series 2025-A D 4.991% 15-JUN-2033, 4.99%, 06/15/33 ABCLN 2025-A 02007G5G4 - - 7,057,732 $7,096,958 $7,096,958 0.10 $7,076,410
FHLMC 30yr Pool#QG3912 5.500% 01-Jun-2053, 5.50%, 06/01/53 FR 3133C4KZ6 - - 6,850,220 $7,080,204 $7,080,204 0.10 $7,043,574
A&D MORTGAGE TRUST 2025 NQM1 0% 70, 5.12%, 12/25/70 ADMT 2025-NQM5 00250AAC8 - - 6,942,846 $6,993,078 $6,993,078 0.10 $6,958,518
RCKT Mortgage Trust 2024-CES1 A1B 6.325% 25-FEB-2044, 6.33%, 02/25/44 RCKT 2024-CES1 749424AB3 - - 6,883,059 $6,984,192 $6,984,192 0.10 $6,941,866
LHOME Mortgage Trust 2024-RTL4 A2 6.092% 25-JUL-2039, 6.09%, 07/25/39 LHOME 2024-RTL4 50205PAB8 - - 6,870,000 $6,920,109 $6,920,109 0.10 $6,907,321
FNMA 30yr Pool#FS4356 6.000% 01-May-2053, 6.00%, 05/01/53 FN 3140XKZW3 - - 6,504,219 $6,767,131 $6,767,131 0.10 $6,729,190
FNMA 30yr Pool#FS7397 6.000% 01-Mar-2054, 6.00%, 03/01/54 FN 3140XPGF0 - - 6,454,486 $6,715,388 $6,715,388 0.10 $6,677,736
FHLMC 30yr Pool#SD5223 6.000% 01-Apr-2054, 6.00%, 04/01/54 FR 3132DSYU0 - - 6,426,679 $6,686,456 $6,686,456 0.10 $6,648,967
UMBS TBA 30yr 6% January Delivery, 6.00%, 01/14/26 FNCL 01F060618 - - 6,500,000 $6,675,630 $6,675,630 0.10 $6,675,630
FIGRE TRUST 2025-HE6 FLTG 2055 B, 5.14%, 09/25/55 FIGRE 2025-HE6 31684NAB3 - - 6,555,453 $6,571,605 $6,571,605 0.09 $6,538,820
Brean Asset Backed Securities Trust 2024-RM9 A1 5.0% 25-SEP-2064, 5.00%, 09/25/64 BABS 2024-RM9 10638DAA8 - - 6,565,886 $6,561,663 $6,561,663 0.09 $6,551,632
EFMT 2025-RTL1 0% 40, 5.22%, 11/25/40 EFMT 2025-RTL1 26846FAA7 - - 6,512,000 $6,536,458 $6,536,458 0.09 $6,526,070
Connecticut Avenue Securities Trust 2025-R06 1M1 4.82419% 25-SEP-2045, 4.82%, 09/25/45 CAS 2025-R06 20754YAB7 - - 6,124,145 $6,500,264 $6,500,264 0.09 $6,118,647
FNMA 30yr Pool#DA1456 5.500% 01-Sep-2053, 5.50%, 09/01/53 FN 3140A1TN7 - - 6,304,478 $6,477,019 $6,477,019 0.09 $6,443,307
PRET 2025-RPL2 Trust A1 4.0% 25-FEB-2065, 4.00%, 08/25/64 PRET 2025-RPL2 69392LAA2 - - 6,522,580 $6,464,881 $6,464,881 0.09 $6,439,515
FNMA 30yr Pool#DD5556 6.000% 01-Mar-2055, 6.00%, 03/01/55 FN DD5556 MTGE 3140B6E68 - - 6,193,080 $6,443,415 $6,443,415 0.09 $6,407,289
FNMA 30yr Pool#FM4129 4.000% 01-Sep-2050, 4.00%, 09/01/50 FN 3140X7ST7 - - 6,647,013 $6,414,994 $6,414,994 0.09 $6,389,144
Connecticut Avenue Securities Trust 2022-R01 1B2 9.87419% 25-DEC-2041, 9.87%, 12/25/41 CAS 2022-R01 20754LAJ8 - - 6,153,382 $6,404,613 $6,404,613 0.09 $6,386,047
FIGRE TRUST 2025-HE4 5.408% 55, 5.41%, 07/25/55 FIGRE 2025-HE4 31684PAA0 - - 6,294,371 $6,375,303 $6,375,303 0.09 $6,342,209
LHOME Mortgage Trust 2024-RTL1 A1 7.017% 25-JAN-2029, 7.02%, 01/25/29 LHOME 2024-RTL1 50205DAA7 - - 6,341,000 $6,369,531 $6,369,531 0.09 $6,355,936
RCKT MORT 2025-CES9 FLT 2055 A1A, 4.79%, 09/25/55 RCKT 2025-CES9 74942JAA2 - - 6,284,909 $6,306,622 $6,306,622 0.09 $6,277,323
FHLMC 30yr Pool#QH7040 6.000% 01-Dec-2053, 6.00%, 12/01/53 FR 3133CKZD3 - - 6,046,870 $6,290,299 $6,290,299 0.09 $6,255,026
FNMA 30yr Pool#DB4017 6.000% 01-May-2054, 6.00%, 05/01/54 FN 3140ADPB1 - - 6,019,253 $6,262,562 $6,262,562 0.09 $6,227,449
FNMA 30yr Pool#DA1468 6.000% 01-Sep-2053, 6.00%, 09/01/53 FN 3140A1T23 - - 5,906,615 $6,172,524 $6,172,524 0.09 $6,138,069
PRPM 2025-RPL3 A1 3.25% 25-APR-2055, 3.25%, 04/25/55 PRPM 2025-RPL3 69392NAA8 - - 6,235,531 $6,070,047 $6,070,047 0.09 $6,050,344
FNMA 30yr Pool#FM7479 4.500% 01-Jan-2050, 4.50%, 01/01/50 FN 3140XBJZ4 - - 6,027,041 $6,012,739 $6,012,739 0.09 $5,986,370
FHLMC 30yr Pool#SD3018 5.500% 01-May-2053, 5.50%, 05/01/53 FR 3132DQK70 - - 5,784,404 $5,947,915 $5,947,915 0.08 $5,916,985
FNMA 30yr Pool#DE7796 6.000% 01-Aug-2055, 6.00%, 08/01/55 FN 3140BLUW0 - - 5,645,434 $5,873,632 $5,873,632 0.08 $5,840,701
Huntington Bank Auto Credit-Linked Notes, Series 2025-1 B 4.957% 20-MAR-2033, 4.96%, 03/21/33 HACLN 2025-1 446438SX2 - - 5,812,450 $5,872,734 $5,872,734 0.08 $5,859,929
Connecticut Avenue Securities, Series 2021-R02 2B2 10.07419% 25-NOV-2041, 10.07%, 11/25/41 CAS 2021-R02 20754KAJ0 - - 5,616,000 $5,846,927 $5,846,927 0.08 $5,829,640
FHLMC 30yr Pool#QH4638 6.000% 01-Nov-2053, 6.00%, 11/01/53 FR 3133CHEK7 - - 5,584,275 $5,835,673 $5,835,673 0.08 $5,803,098
FNMA 30yr Pool#FS1578 4.000% 01-Oct-2050, 4.00%, 10/01/50 FN 3140XGXG9 - - 5,978,464 $5,790,949 $5,790,949 0.08 $5,767,700
OCEANVIEW MORTGAGE TRUST 4.99888% 55, 4.77%, 12/25/55 BVINV 2025-4 67647DAU3 - - 5,763,020 $5,771,407 $5,771,407 0.08 $5,763,000
FHLMC 30yr Pool#SD3813 6.000% 01-Jul-2053, 6.00%, 07/01/53 FR 3132E0GW6 - - 5,508,583 $5,749,278 $5,749,278 0.08 $5,717,145
FNMA 30yr Pool#DC7015 5.500% 01-Dec-2054, 5.50%, 12/01/54 FN 3140AUYM9 - - 5,554,061 $5,705,446 $5,705,446 0.08 $5,675,748
MS RES MTG LN TR 2025-SPL1 A1, 4.25%, 02/25/65 MSRM 2025-SPL1 617946AA6 - - 5,774,603 $5,671,461 $5,671,461 0.08 $5,647,601
Structured Agency Credit Risk (STACR) Debt Notes, Series 2024-HQA1 M1 5.12419% 25-MAR-2044, 5.12%, 03/25/44 STACR 2024-HQA1 M1 35564NBX0 - - 5,609,894 $5,648,878 $5,648,878 0.08 $5,612,501
FNMA 30yr Pool#DB4019 6.000% 01-May-2054, 6.00%, 05/01/54 FN 3140ADPD7 - - 5,421,831 $5,640,097 $5,640,097 0.08 $5,608,470
FNMA 30yr Pool#FS0088 4.000% 01-Mar-2050, 4.00%, 03/01/50 FN 3140XFC25 - - 5,801,822 $5,634,040 $5,634,040 0.08 $5,611,477
SF ABS ISSUER 2025-1 0%55 A2, 5.38%, 11/25/55 SFARM 2025-1A 784193AA2 - - 5,750,000 $5,609,314 $5,609,314 0.08 $5,599,867
FHLMC 30yr Pool#SD2606 4.500% 01-Sep-2051, 4.50%, 09/01/51 FR 3132DP3P1 - - 5,534,598 $5,500,855 $5,500,855 0.08 $5,476,641
RCKT Mortgage Trust 2025-CES10 A1A 4.894% 25-OCT-2055, 4.89%, 11/25/55 RCKT 2025-CES10 74939LAA2 - - 5,336,242 $5,364,300 $5,364,300 0.08 $5,338,910
BX Trust 2021-SDMF A 4.454% 15-SEP-2034, 4.45%, 09/15/34 BX 2021-SDMF 12434CAA2 - - 5,355,350 $5,353,377 $5,353,377 0.08 $5,338,802
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA6 M2 9.62419% 25-SEP-2042, 9.62%, 09/25/42 STACR 2022-DNA6 35564KH77 - - 4,960,000 $5,351,236 $5,351,236 0.08 $5,336,650
LHOME Mortgage Trust 2024-RTL2 A1 7.128% 25-MAR-2029, 7.13%, 03/25/29 LHOME 50205JAA4 - - 5,293,684 $5,334,860 $5,334,860 0.08 $5,323,330
FHLMC 30yr Pool#QJ9072 6.000% 01-Nov-2054, 6.00%, 11/01/54 FR 3133D1CH0 - - 5,124,354 $5,331,490 $5,331,490 0.08 $5,301,598
FNMA 30yr Pool#BY0337 6.500% 01-May-2053, 6.50%, 05/01/53 FN 3140NGLT5 - - 5,027,668 $5,293,501 $5,293,501 0.08 $5,261,728
FNMA 30yr Pool#BX5986 5.500% 01-Mar-2053, 5.50%, 03/01/53 FN 3140NAUL5 - - 4,945,606 $5,152,697 $5,152,697 0.07 $5,126,252
FNMA 30yr Pool#DF0300 5.500% 01-Sep-2055, 5.50%, 09/01/55 FN 3140BQKN0 - - 5,008,959 $5,122,627 $5,122,627 0.07 $5,095,843
FHLMC 30yr Pool#QH2242 5.500% 01-Sep-2053, 5.50%, 09/01/53 FR 3133CEP30 - - 4,964,486 $5,100,354 $5,100,354 0.07 $5,073,807
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 $5,089,090 $5,089,090 0.07 $5,070,487
FNMA 30yr Pool#CA0706 4.000% 01-Nov-2047, 4.00%, 11/01/47 FN 3140Q7YC5 - - 5,227,853 $5,073,675 $5,073,675 0.07 $5,053,344
FHLMC 30yr Pool#QF9863 5.500% 01-Mar-2053, 5.50%, 03/01/53 FR 3133BX5Y3 - - 4,803,560 $4,987,237 $4,987,237 0.07 $4,961,552
PRPM 2025 RCF4 LLC 4.5% 55, 4.50%, 08/25/55 PRPM 2025-RCF4 69382WAA0 - - 4,968,644 $4,940,272 $4,940,272 0.07 $4,918,535
Connecticut Avenue Securities Trust 2022-R02|11.52419|01/25/2042, 11.52%, 01/25/42 CAS 2022-R02 20754BAJ0 - - 4,655,000 $4,937,684 $4,937,684 0.07 $4,918,287
ABL 2024-RTL1 A2 7.457% 25-SEP-2029, 7.46%, 09/25/29 ABL 2024-RTL1 00092EAB4 - - 4,840,000 $4,872,417 $4,872,417 0.07 $4,861,389
FNMA 30yr Pool#DA5019 6.500% 01-Nov-2053, 6.50%, 11/01/53 FN 3140A5SH2 - - 4,585,636 $4,867,145 $4,867,145 0.07 $4,838,166
FHLMC 30yr Pool#QZ1060 6.000% 01-Aug-2055, 6.00%, 08/01/55 FR 31426XFA1 - - 4,679,557 $4,851,629 $4,851,629 0.07 $4,824,332
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 $4,824,242 $4,824,242 0.07 $4,789,210
Connecticut Avenue Securities Trust 2025-R01 1M1 4.97419% 25-JAN-2045, 4.97%, 01/25/45 CAS 2025-R01 20755JAB9 - - 4,788,585 $4,797,360 $4,797,360 0.07 $4,790,081
FNMA 30yr Pool#DE9377 6.000% 01-Sep-2055, 6.00%, 09/01/55 FN 3140BNM39 - - 4,625,154 $4,795,226 $4,795,226 0.07 $4,768,246
FHLMC 30yr Pool#QH4473 6.000% 01-Nov-2053, 6.00%, 11/01/53 FR 3133CG6J1 - - 4,561,631 $4,766,991 $4,766,991 0.07 $4,740,381
Homeward Opportunities Fund Trust 2025-RRTL2 A1 5.237% 25-AUG-2040, 5.24%, 09/25/40 HOF 2025-RRTL2 437923AA3 - - 4,682,000 $4,710,651 $4,710,651 0.07 $4,703,159
FNMA 30yr Pool#BX9326 5.500% 01-Mar-2053, 5.50%, 03/01/53 FN 3140NELG8 - - 4,453,237 $4,623,519 $4,623,519 0.07 $4,599,707
FNMA 30yr Pool#DD3307 6.000% 01-Feb-2055, 6.00%, 02/01/55 FN DD3307 MTGE 3140B3U91 - - 4,358,992 $4,535,190 $4,535,190 0.06 $4,509,763
FNMA 30yr Pool#FS3246 5.500% 01-Nov-2052, 5.50%, 11/01/52 FN 3140XJTC7 - - 4,341,097 $4,532,385 $4,532,385 0.06 $4,509,172
Affirm Asset Securitization Trust 2025-X2 C 4.93% 15-OCT-2030, 4.93%, 10/15/30 AFFRM 2025-X2 00835DAC6 - - 4,500,000 $4,520,946 $4,520,946 0.06 $4,508,005
FHLMC 30yr Pool#RA1100 4.000% 01-Jul-2049, 4.00%, 07/01/49 FR 3133KGGH5 - - 4,684,162 $4,520,658 $4,520,658 0.06 $4,502,442
FIGRE Trust 2025-HE3 B 5.71% 25-MAY-2055, 5.71%, 05/25/55 FIGRE 2025-HE3 31684LAB7 - - 4,390,153 $4,482,283 $4,482,283 0.06 $4,457,911
FHLMC 30yr Pool#QH2259 6.000% 01-Sep-2053, 6.00%, 09/01/53 FR 3133CEQL9 - - 4,287,640 $4,460,248 $4,460,248 0.06 $4,435,237
Ginnie Mae REMIC Trust 2023-116 LF 5.21765% 20-AUG-2053, 5.22%, 08/20/53 GNR 2023-116 38384EFT7 - - 4,382,709 $4,417,359 $4,417,359 0.06 $4,407,196
FIGRE TRUST 2025-FL1 5.265% 55, 5.26%, 07/25/55 FIGRE 2025-FL1 31684QAA8 - - 4,364,775 $4,388,303 $4,388,303 0.06 $4,365,960
FHLMC 30yr Pool#QX6719 6.000% 01-Feb-2055, 6.00%, 02/01/55 FR 31426CPD0 - - 4,154,781 $4,322,725 $4,322,725 0.06 $4,298,488
Connecticut Avenue Securities Trust 2022-R07 1M2 8.52419% 25-JUN-2042, 8.52%, 06/25/42 CAS 2022-R07 20754MCB1 - - 4,087,000 $4,303,715 $4,303,715 0.06 $4,293,070
RCKT Mortgage Trust 2024-CES6 A1B 5.546% 25-SEP-2044, 5.55%, 09/25/44 RCKT 2024-CES6 749410AB2 - - 4,262,125 $4,302,173 $4,302,173 0.06 $4,279,192
FHLMC 30yr Pool#QF7280 5.500% 01-Jan-2053, 5.50%, 01/01/53 FR 3133BVCR4 - - 4,052,058 $4,231,204 $4,231,204 0.06 $4,209,537
FNMA 30yr Pool#BX0419 5.500% 01-Nov-2052, 5.50%, 11/01/52 FN 3140N4PD3 - - 4,090,753 $4,219,767 $4,219,767 0.06 $4,197,892
FNMA 30yr Pool#CB2907 3.500% 01-Feb-2052, 3.50%, 02/01/52 FN 3140QNGR7 - - 4,464,385 $4,206,996 $4,206,996 0.06 $4,191,804
FNMA 30yr Pool#BX6124 6.500% 01-Jan-2053, 6.50%, 01/01/53 FN 3140NAYW7 - - 3,949,526 $4,202,937 $4,202,937 0.06 $4,177,979
SREIT Commercial Mortgage Trust 2021-MFP B 4.9448% 15-NOV-2038, 4.94%, 11/15/38 SREIT 2021-MFP 78472UAC2 - - 4,194,208 $4,201,282 $4,201,282 0.06 $4,188,609
FHLMC 30yr Pool#QH5204 6.500% 01-Nov-2053, 6.50%, 11/01/53 FR 3133CHX91 - - 3,945,555 $4,187,770 $4,187,770 0.06 $4,162,836
FIGRE Trust 2025-HE3 C 5.91% 25-MAY-2055, 5.91%, 05/25/55 FIGRE 2025-HE3 31684LAC5 - - 4,126,743 $4,186,025 $4,186,025 0.06 $4,162,314
A&D MORTGAGE TR 2025-NQM4 A1, 5.22%, 10/25/70 ADMT 2025-NQM4 002941AA0 - - 4,145,806 $4,181,214 $4,181,214 0.06 $4,160,154
FNMA 30yr Pool#DA5072 6.500% 01-Nov-2053, 6.50%, 11/01/53 FN 3140A5T65 - - 3,931,025 $4,144,840 $4,144,840 0.06 $4,119,998
Connecticut Avenue Securities Trust 2024-R06 1M2 5.47419% 25-SEP-2044, 5.47%, 09/25/44 CAS 2024-R06 20755RAC9 - - 4,125,699 $4,134,532 $4,134,532 0.06 $4,127,631
EASY STREET MORTGAGE LN 5.606%40 A1, 5.61%, 10/25/40 EASY 2025-RTL2 27786YAA6 - - 4,100,000 $4,119,708 $4,119,708 0.06 $4,112,685
FHLMC 30yr Pool#QH0826 5.500% 01-Sep-2053, 5.50%, 09/01/53 FR 3133CC4K9 - - 3,951,169 $4,113,419 $4,113,419 0.06 $4,092,291
FNMA 30yr Pool#DE7795 6.000% 01-Aug-2055, 6.00%, 08/01/55 FN 3140BLUV2 - - 3,899,965 $4,060,520 $4,060,520 0.06 $4,037,771
LHOME MORTGAGE TR 2025-RTL3 A1, 5.24%, 08/25/40 LHOME 2025-RTL3 50205YAA1 - - 4,000,000 $4,028,290 $4,028,290 0.06 $4,021,887
U.S. Bank Auto Credit Linked Notes, Series 2023-1 B 6.789% 25-AUG-2032, 6.79%, 08/25/32 USCLN 2023-1 90357PAV6 - - 3,948,411 $3,998,774 $3,998,774 0.06 $3,990,583
Saluda Grade Alternative Mortgage Trust 2023-RTL3 A1 8.0% 25-APR-2029, 8.00%, 04/25/29 GRADE 2023-RTL3 79583YAA2 - - 3,986,147 $3,998,643 $3,998,643 0.06 $3,967,640
Fannie Mae REMIC Trust 2020-98 AI 3.5% 25-JAN-2061, 3.50%, 01/25/61 FNR 2020-98 3136BDLE6 - - 18,583,861 $3,996,286 $3,996,286 0.06 $3,933,049
FNMA 30yr Pool#BW6314 5.500% 01-Aug-2052, 5.50%, 08/01/52 FN 3140MYAQ5 - - 3,862,917 $3,986,354 $3,986,354 0.06 $3,965,698
FNMA 30yr Pool#FS2135 4.000% 01-Nov-2049, 4.00%, 11/01/49 FN 3140XHLR6 - - 4,013,931 $3,884,377 $3,884,377 0.06 $3,868,767
FNMA 30yr Pool#BY0335 6.000% 01-May-2053, 6.00%, 05/01/53 FN 3140NGLR9 - - 3,661,837 $3,791,855 $3,791,855 0.05 $3,770,494
FHLMC 30yr Pool#QI8221 6.000% 01-Jun-2054, 6.00%, 06/01/54 FR 3133WFD20 - - 3,636,090 $3,783,067 $3,783,067 0.05 $3,761,857
FNMA 30yr Pool#DE2819 5.500% 01-Jun-2055, 5.50%, 06/01/55 FN 3140BFDZ5 - - 3,670,242 $3,767,280 $3,767,280 0.05 $3,747,654
RCKT Mortgage Trust 2023-CES1 A1A 6.515% 25-JUN-2043, 6.51%, 06/25/43 RCKT 74935WAA2 - - 3,721,173 $3,756,422 $3,756,422 0.05 $3,732,852
RCKT Mortgage Trust 2025-CES2 A1B 5.603% 25-FEB-2055, 5.60%, 02/25/55 RCKT 2025-CES2 74942BAB7 - - 3,649,653 $3,693,939 $3,693,939 0.05 $3,674,058
FHLMC 30yr Pool#QX5273 6.000% 01-Feb-2055, 6.00%, 02/01/55 FR 31426A2F4 - - 3,543,503 $3,686,738 $3,686,738 0.05 $3,666,068
FNMA 30yr Pool#FS2713 4.500% 01-Oct-2050, 4.50%, 10/01/50 FN 3140XJAP8 - - 3,684,253 $3,675,509 $3,675,509 0.05 $3,659,391
FHLMC 30yr Pool#QH1144 5.500% 01-Sep-2053, 5.50%, 09/01/53 FR 3133CDHV9 - - 3,498,607 $3,641,706 $3,641,706 0.05 $3,622,998
FHLMC 30yr Pool#QH6041 5.500% 01-Dec-2053, 5.50%, 12/01/53 FR 3133CJWA5 - - 3,417,676 $3,521,597 $3,521,597 0.05 $3,503,322
FHLMC 30yr Pool#QF7810 5.500% 01-Jan-2053, 5.50%, 01/01/53 FR 3133BVVB8 - - 3,359,894 $3,506,548 $3,506,548 0.05 $3,488,581
FNMA 30yr Pool#FM7031 4.000% 01-Jan-2051, 4.00%, 01/01/51 FN 3140XAY55 - - 3,612,231 $3,486,144 $3,486,144 0.05 $3,472,096
FHLMC 30yr Pool#QZ3837 6.000% 01-Sep-2055, 6.00%, 09/01/55 FR 31427BHP3 - - 3,351,956 $3,475,211 $3,475,211 0.05 $3,455,658
FHLMC 30yr Pool#SD1416 4.500% 01-Dec-2048, 4.50%, 12/01/48 FR 3132DNSD6 - - 3,482,315 $3,474,051 $3,474,051 0.05 $3,458,816
FHLMC 30yr Pool#QH7549 6.000% 01-Dec-2053, 6.00%, 12/01/53 FR 3133CLL61 - - 3,299,496 $3,432,324 $3,432,324 0.05 $3,413,077
FINANCE OF AMERICA STRUCTURE 3.5% 74, 3.50%, 02/25/74 FASST 2024-S1 31740RAB6 - - 3,465,323 $3,412,732 $3,412,732 0.05 $3,409,026
FNMA 30yr Pool#BX8700 5.500% 01-Mar-2053, 5.50%, 03/01/53 FN 3140NDU21 - - 3,285,602 $3,396,902 $3,396,902 0.05 $3,379,333
FNMA 30yr Pool#BX9422 5.500% 01-Mar-2053, 5.50%, 03/01/53 FN 3140NEPG4 - - 3,283,812 $3,374,759 $3,374,759 0.05 $3,357,200
Connecticut Avenue Securities Trust 2024-R02 1M1 4.97419% 25-FEB-2044, 4.97%, 02/25/44 CAS 2024-R02 20754GAA8 - - 3,333,432 $3,338,498 $3,338,498 0.05 $3,333,432
FNMA 30yr Pool#FM1540 4.000% 01-Sep-2049, 4.00%, 09/01/49 FN 3140X4WA0 - - 3,366,368 $3,248,862 $3,248,862 0.05 $3,235,771
FNMA 30yr Pool#MA4026 4.000% 01-May-2050, 4.00%, 05/01/50 FN 31418DPL0 - - 3,368,450 $3,244,660 $3,244,660 0.05 $3,231,560
Bayview Opportunity Master Fund VII Trust 2024-CAR1 B 5.17419% 25-DEC-2031, 5.17%, 12/26/31 BVCLN 2024-CAR1 07336QAB8 - - 2,950,952 $3,131,167 $3,131,167 0.04 $2,958,389
FHLMC 30yr Pool#SD1111 4.000% 01-Jun-2050, 4.00%, 06/01/50 FR 3132DNGU1 - - 3,203,997 $3,115,073 $3,115,073 0.04 $3,102,613
FHLMC 30yr Pool#QZ4951 6.000% 01-Oct-2055, 6.00%, 10/01/55 FR 31427CQD8 - - 2,998,848 $3,109,119 $3,109,119 0.04 $3,091,625
Gracie Point International Funding, Series 2024-1 B 6.29671% 01-MAR-2028, 6.29%, 03/01/28 GPIF 2024-1A 38410KAB5 - - 3,007,000 $3,027,601 $3,027,601 0.04 $3,008,687
FHLMC 30yr Pool#QG2539 6.500% 01-May-2053, 6.50%, 05/01/53 FR 3133C2ZC5 - - 2,887,110 $3,023,639 $3,023,639 0.04 $3,005,394
FNMA 30yr Pool#MA4056 4.000% 01-Jun-2050, 4.00%, 06/01/50 FN 31418DQJ4 - - 3,138,517 $3,020,881 $3,020,881 0.04 $3,008,676
BX Trust 2021-BXMF C 5.05627% 15-OCT-2038, 5.06%, 10/15/26 BX 2021-BXMF 05609RAJ3 - - 2,958,012 $2,963,858 $2,963,858 0.04 $2,954,719
FNMA 30yr Pool#DA3549 6.500% 01-Oct-2053, 6.50%, 10/01/53 FN 3140A35K5 - - 2,774,539 $2,953,476 $2,953,476 0.04 $2,935,943
FHLMC 30yr Pool#QZ4131 6.000% 01-Sep-2055, 6.00%, 09/01/55 FR 31427BSV8 - - 2,836,056 $2,939,423 $2,939,423 0.04 $2,922,879
GWT Commercial Mortgage Trust 2024-WLF2 A 5.44136% 15-MAY-2041, 5.44%, 05/15/41 GWT 2024-WLF2 362414AA2 - - 2,900,000 $2,917,674 $2,917,674 0.04 $2,908,031
FHLMC 30yr Pool#SD6905 6.000% 01-Nov-2054, 6.00%, 11/01/54 FR 3132DUU62 - - 2,794,995 $2,907,513 $2,907,513 0.04 $2,891,209
FHLMC 30yr Pool#QE6404 5.500% 01-Jul-2052, 5.50%, 07/01/52 FR 3133BGDH8 - - 2,814,414 $2,904,716 $2,904,716 0.04 $2,889,666
Fannie Mae Pool|4|03/01/2050, 4.00%, 03/01/50 FN 3140X8S24 - - 2,980,072 $2,883,887 $2,883,887 0.04 $2,872,298
Chase Mortgage Reference Notes, Series 2021-CL1 M1 5.07419% 25-FEB-2050, 5.07%, 02/25/50 CHASE 2021-CL1 46591HBX7 - - 2,891,301 $2,870,886 $2,870,886 0.04 $2,866,228
FNMA 30yr Pool#MA3496 4.500% 01-Oct-2048, 4.50%, 10/01/48 FN 31418C3E2 - - 2,867,872 $2,861,066 $2,861,066 0.04 $2,848,519
FHLMC 30yr Pool#QE8542 5.500% 01-Aug-2052, 5.50%, 08/01/52 FR 3133BJP30 - - 2,700,733 $2,787,388 $2,787,388 0.04 $2,772,946
RCKT MORTGAGE TRUST 2025-CE 5.16% 34, 5.16%, 07/25/34 RCKTL 2025-1A 74939RAC5 - - 2,750,000 $2,784,757 $2,784,757 0.04 $2,768,596
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 $2,770,821 $2,770,821 0.04 $2,764,855
FHLMC 30yr Pool#SD2897 5.500% 01-May-2053, 5.50%, 05/01/53 FR 3132DQGE0 - - 2,694,430 $2,770,742 $2,770,742 0.04 $2,756,335
FNMA 30yr Pool#BV5393 3.500% 01-Apr-2052, 3.50%, 04/01/52 FN 3140MJ7F6 - - 2,913,139 $2,742,903 $2,742,903 0.04 $2,732,990
FIGRE Trust 2024-HE4 B 5.252% 25-SEP-2054, 5.25%, 09/25/54 FIGRE 2024-HE4 31684UAB7 - - 2,723,999 $2,739,560 $2,739,560 0.04 $2,735,189
FNMA 30yr Pool#DA1511 5.500% 01-Oct-2053, 5.50%, 10/01/53 FN 3140A1VD6 - - 2,628,288 $2,700,075 $2,700,075 0.04 $2,686,021
FNMA 30yr Pool#DE2839 6.000% 01-Jun-2055, 6.00%, 06/01/55 FN 3140BFEM3 - - 2,577,846 $2,683,972 $2,683,972 0.04 $2,668,934
FHLMC 30yr Pool#QF9276 5.500% 01-Mar-2053, 5.50%, 03/01/53 FR 3133BXJV4 - - 2,568,496 $2,676,465 $2,676,465 0.04 $2,662,730
FHLMC 30yr Pool#Q57869 4.000% 01-Aug-2048, 4.00%, 08/01/48 FG 3132Y1W79 - - 2,738,420 $2,653,209 $2,653,209 0.04 $2,642,560
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-HQA3 B2 10.12419% 25-SEP-2041, 10.12%, 09/25/41 STACR 2021-HQA3 35564KKL2 - - 2,504,211 $2,580,824 $2,580,824 0.04 $2,573,077
FNMA 30yr Pool#DA0036 6.500% 01-Sep-2053, 6.50%, 09/01/53 FN 3140A0BE8 - - 2,424,746 $2,556,632 $2,556,632 0.04 $2,541,309
Ally Bank Auto Credit-Linked Notes, Series 2024-A C 6.022% 15-MAY-2032, 6.02%, 05/17/32 ABCLN 2024-A 02007GZ63 - - 2,490,495 $2,536,406 $2,536,406 0.04 $2,527,657
FHLMC 30yr Pool#SD3523 3.000% 01-Jun-2052, 3.00%, 06/01/52 FR 3132DQ4G8 - - 2,786,879 $2,499,954 $2,499,954 0.04 $2,491,825
BX Trust 2021-BXMF G 7.214513% 15-OCT-2038, 7.21%, 10/15/26 BX 2021-BXMF 05609RAS3 - - 2,488,884 $2,491,023 $2,491,023 0.04 $2,480,051
FHLMC 30yr Pool#QY9883 6.000% 01-Aug-2055, 6.00%, 08/01/55 FR 31426U6V1 - - 2,386,061 $2,484,291 $2,484,291 0.04 $2,470,372
FHLMC 30yr Pool#QF0488 5.500% 01-Sep-2052, 5.50%, 09/01/52 FR 3133BMRH0 - - 2,407,140 $2,484,058 $2,484,058 0.04 $2,471,187
Ginnie Mae REMIC Trust 2017-163 LO 0.0% 16-MAY-2041, 0.00%, 05/16/41 GNR 2017-163 38380KNA9 - - 3,233,648 $2,475,439 $2,475,439 0.04 $2,475,439
Flagship Credit Auto Trust 2023-1 B 5.05% 15-FEB-2028, 5.05%, 01/18/28 FCAT 2023-1 337955AG3 - - 2,459,983 $2,467,049 $2,467,049 0.04 $2,459,802
RAM 2024-1 A 5.95% 15-FEB-2039, 6.67%, 02/15/39 RAM 2024-1 751313AA5 - - 2,426,750 $2,436,874 $2,436,874 0.03 $2,427,434
FNMA 30yr Pool#BY8533 6.500% 01-Aug-2053, 6.50%, 08/01/53 FN 3140NRPT7 - - 2,308,611 $2,434,180 $2,434,180 0.03 $2,419,591
FNMA 30yr Pool#BY5913 5.500% 01-Sep-2053, 5.50%, 09/01/53 FN 3140NNSB2 - - 2,323,356 $2,417,029 $2,417,029 0.03 $2,404,606
Saluda Grade Alternative Mortgage Trust 2024-FIG5 B 6.603% 25-APR-2054, 6.60%, 04/25/54 GRADE 2024-FIG5 79582MAB7 - - 2,362,830 $2,402,347 $2,402,347 0.03 $2,387,179
PRPM 2025-RCF3 LLC 5.25% 55, 5.25%, 07/25/55 PRPM 2025-RCF3 69392PAB1 - - 2,380,125 $2,390,665 $2,390,665 0.03 $2,378,516
PRPM 2024-RCF2 A1 3.75% 25-MAR-2054, 3.75%, 03/25/54 PRPM 2024-RCF2 693987AA7 - - 2,338,652 $2,309,498 $2,309,498 0.03 $2,306,818
Connecticut Avenue Securities Trust 2022-R08 1M2 7.47419% 25-JUL-2042, 7.47%, 07/25/42 CAS 2022-R08 20755DAB2 - - 2,220,000 $2,301,735 $2,301,735 0.03 $2,296,665
FNMA 30yr Pool#DF0313 6.000% 01-Sep-2055, 6.00%, 09/01/55 FN 3140BQK34 - - 2,215,552 $2,297,020 $2,297,020 0.03 $2,284,096
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA3 M2 8.22419% 25-APR-2042, 8.42%, 04/25/42 STACR 2022-DNA3 35564KVE6 - - 2,174,307 $2,284,339 $2,284,339 0.03 $2,266,027
Connecticut Avenue Securities, Series 2021-R01 1M2 5.42419% 25-OCT-2041, 5.42%, 10/25/41 CAS 2021-R01 20754RAB2 - - 2,235,883 $2,244,480 $2,244,480 0.03 $2,240,774
FNMA 30yr Pool#DA3538 6.000% 01-Oct-2053, 6.00%, 10/01/53 FN 3140A34Y6 - - 2,121,071 $2,206,458 $2,206,458 0.03 $2,194,086
FNMA 30yr Pool#FA0517 5.500% 01-Feb-2055, 5.50%, 02/01/55 FN 3140W0SF3 - - 2,105,906 $2,162,045 $2,162,045 0.03 $2,150,784
Santander Bank Auto Credit-Linked Notes, Series 2024-A B 5.622% 15-JUN-2032, 5.62%, 06/15/32 SBCLN 2024-A 80290CCJ1 - - 2,117,359 $2,152,043 $2,152,043 0.03 $2,145,099
FHLMC 30yr Pool#QG2543 5.500% 01-May-2053, 5.50%, 05/01/53 FR 3133C2ZG6 - - 2,068,180 $2,132,235 $2,132,235 0.03 $2,121,176
FHLMC 30yr Pool#QI4878 6.000% 01-Apr-2054, 6.00%, 04/01/54 FR 3133WBM37 - - 2,015,521 $2,096,992 $2,096,992 0.03 $2,085,235
FNMA 30yr Pool#FS3001 4.000% 01-Oct-2051, 4.00%, 10/01/51 FN 3140XJKP7 - - 2,138,280 $2,063,641 $2,063,641 0.03 $2,055,326
FHF Trust 2024-1 (First Help Financial) A2 5.69% 15-FEB-2030, 5.69%, 02/15/30 FHF 2024-1A 31568AAB2 - - 2,037,464 $2,059,740 $2,059,740 0.03 $2,052,977
FHLMC 30yr Pool#QX7432 6.000% 01-Feb-2055, 6.00%, 02/01/55 FR 31426DHJ4 - - 1,973,326 $2,053,091 $2,053,091 0.03 $2,041,580
FNMA 30yr Pool#FS1640 4.000% 01-Apr-2052, 4.00%, 04/01/52 FN 3140XGZE2 - - 2,105,984 $2,031,860 $2,031,860 0.03 $2,023,670
FNMA 30yr Pool#CA7849 4.500% 01-Oct-2050, 4.50%, 10/01/50 FN 3140QFWK1 - - 2,026,805 $2,020,744 $2,020,744 0.03 $2,011,876
FNMA 30yr Pool#BY0338 6.500% 01-May-2053, 6.50%, 05/01/53 FN 3140NGLU2 - - 1,908,608 $2,008,771 $2,008,771 0.03 $1,996,709
Chase Mortgage Reference Notes, Series 2020-CL1 M2 6.34621% 25-OCT-2057, 6.35%, 10/25/57 CHASE 2020-CL1 46591HAH3 - - 1,940,949 $2,007,144 $2,007,144 0.03 $2,003,380
FNMA 30yr Pool#DD4221 6.000% 01-Feb-2055, 6.00%, 02/01/55 FN DD4221 MTGE 3140B4VP2 - - 1,926,329 $2,004,194 $2,004,194 0.03 $1,992,957
FIGRE Trust 2024-HE1 B 6.506% 25-MAR-2054, 6.51%, 03/25/54 FIGRE 2024-HE1 31684HAB6 - - 1,932,803 $1,977,548 $1,977,548 0.03 $1,973,706
FNMA 30yr Pool#BW0972 4.500% 01-Jul-2052, 4.50%, 07/01/52 FN 3140MSCJ2 - - 1,968,057 $1,950,384 $1,950,384 0.03 $1,941,774
FNMA 30yr Pool#BX8072 5.500% 01-Mar-2053, 5.50%, 03/01/53 FN 3140NC6J3 - - 1,870,954 $1,942,495 $1,942,495 0.03 $1,932,491
FHLMC 30yr Pool#SI2017 4.000% 01-Dec-2048, 4.00%, 12/01/48 FR 3133USG21 - - 2,006,199 $1,941,447 $1,941,447 0.03 $1,933,645
FNMA 30yr Pool#DF0998 6.000% 01-Oct-2055, 6.00%, 10/01/55 FN 3140BRDC0 - - 1,849,945 $1,917,970 $1,917,970 0.03 $1,907,179
Foundation Finance Trust 2023-2 A 6.53% 15-JUN-2049, 6.53%, 06/15/49 FFIN 2023-2A 35042RAA4 - - 1,803,722 $1,879,353 $1,879,353 0.03 $1,872,483
Chase Mortgage Reference Notes, Series 2021-CL1 M3 5.42419% 25-FEB-2050, 5.42%, 02/25/50 CHASE 2021-CL1 46591HBZ2 - - 1,885,610 $1,855,800 $1,855,800 0.03 $1,852,675
FNMA 30yr Pool#BY0361 6.500% 01-Jun-2053, 6.50%, 06/01/53 FN 3140NGMK3 - - 1,719,909 $1,807,898 $1,807,898 0.03 $1,797,029
FHLMC 30yr Pool#SD1551 4.000% 01-Mar-2050, 4.00%, 03/01/50 FR 3132DNWL3 - - 1,865,279 $1,805,075 $1,805,075 0.03 $1,797,821
FNMA 30yr Pool#DC9709 6.000% 01-Jan-2055, 6.00%, 01/01/55 FN 3140AXYF8 - - 1,707,226 $1,775,953 $1,775,953 0.03 $1,765,995
Santander Bank Auto Credit-Linked Notes, Series 2023-B B 5.64% 15-DEC-2033, 5.64%, 12/15/33 SBCLN 2023-B 80290CCB8 - - 1,719,306 $1,744,736 $1,744,736 0.02 $1,739,079
FNMA 30yr Pool#MA3521 4.000% 01-Nov-2048, 4.00%, 11/01/48 FN 31418C4F8 - - 1,785,141 $1,727,523 $1,727,523 0.02 $1,720,581
PRPM 2025-RCF3 LLC 5.25% 55, 5.25%, 07/25/55 PRPM 2025-RCF3 69392PAC9 - - 1,700,000 $1,702,255 $1,702,255 0.02 $1,693,578
Fannie Mae Pool|4|08/01/2050, 4.00%, 08/01/50 FN 3140X8UA3 - - 1,751,285 $1,685,644 $1,685,644 0.02 $1,678,834
NRZ MSR-Collateralized Notes, Series 2021-FHT1 A 3.104% 25-JUL-2026, 3.10%, 07/25/26 NZES 2021-FHT1 62955MAB2 - - 1,701,401 $1,680,182 $1,680,182 0.02 $1,678,568
Chase Mortgage Reference Notes, Series 2021-CL1 M2 5.22419% 25-FEB-2050, 5.22%, 02/25/50 CHASE 2021-CL1 46591HBY5 - - 1,698,639 $1,668,916 $1,668,916 0.02 $1,666,204
FHLMC 30yr Pool#QG2540 6.500% 01-May-2053, 6.50%, 05/01/53 FR 3133C2ZD3 - - 1,591,587 $1,666,756 $1,666,756 0.02 $1,656,698
FHLMC 30yr Pool#QY7439 6.000% 01-Jun-2055, 6.00%, 06/01/55 FR 31426SHR3 - - 1,593,146 $1,658,733 $1,658,733 0.02 $1,649,440
FHLMC 30yr Pool#SD0943 3.500% 01-Apr-2052, 3.50%, 04/01/52 FR 3132DNBL6 - - 1,759,991 $1,658,520 $1,658,520 0.02 $1,652,531
FHLMC 30yr Pool#QG4340 6.500% 01-Jun-2053, 6.50%, 06/01/53 FR 3133C4ZD9 - - 1,544,685 $1,617,732 $1,617,732 0.02 $1,607,970
FHLMC 30yr Pool#SD4456 4.000% 01-Aug-2050, 4.00%, 08/01/50 FR 3132E05R9 - - 1,666,962 $1,608,776 $1,608,776 0.02 $1,602,293
FNMA 30yr Pool#CB2681 3.500% 01-Jan-2052, 3.50%, 01/01/52 FN 3140QM6T6 - - 1,685,247 $1,588,217 $1,588,217 0.02 $1,582,483
FHLMC 30yr Pool#QH7013 6.500% 01-Dec-2053, 6.50%, 12/01/53 FR 3133CKYJ1 - - 1,499,290 $1,574,322 $1,574,322 0.02 $1,564,847
FHLMC 30yr Pool#QZ4132 6.000% 01-Sep-2055, 6.00%, 09/01/55 FR 31427BSW6 - - 1,491,714 $1,546,566 $1,546,566 0.02 $1,537,865
FHLMC 30yr Pool#Q58477 4.000% 01-Sep-2048, 4.00%, 09/01/48 FG 3132Y2M37 - - 1,570,887 $1,522,006 $1,522,006 0.02 $1,515,897
ACHV ABS Trust 2024-1PL B 6.34% 25-APR-2031, 6.34%, 04/25/31 ACHV 2024-1PL 00092BAB0 - - 1,500,028 $1,515,499 $1,515,499 0.02 $1,512,593
FHLMC 30yr Pool#QH3309 5.500% 01-Oct-2053, 5.50%, 10/01/53 FR 3133CFVA4 - - 1,463,833 $1,503,895 $1,503,895 0.02 $1,496,068
Reach ABS Trust 2024-2 A 5.88% 15-JUL-2031, 5.88%, 07/15/31 REACH 2024-2A 75525HAA8 - - 1,453,756 $1,466,524 $1,466,524 0.02 $1,461,538
FNMA 30yr Pool#MA3415 4.000% 01-Jul-2048, 4.00%, 07/01/48 FN 31418CYM0 - - 1,510,274 $1,461,528 $1,461,528 0.02 $1,455,655
Bayview Opportunity Master Fund VII Trust 2024-CAR1 C 5.37419% 25-DEC-2031, 5.37%, 12/26/31 BVCLN 2024-CAR1 07336QAC6 - - 1,436,130 $1,450,329 $1,450,329 0.02 $1,440,955
Ally Bank Auto Credit-Linked Notes, Series 2024-A D 6.315% 15-MAY-2032, 6.31%, 05/17/32 ABCLN 2024-A 02007GZ71 - - 1,423,140 $1,448,251 $1,448,251 0.02 $1,443,008
FNMA 30yr Pool#BT8051 5.500% 01-Jan-2053, 5.50%, 01/01/53 FN 3140LW5M5 - - 1,384,949 $1,445,789 $1,445,789 0.02 $1,438,383
FNMA 30yr Pool#CA5573 4.000% 01-Apr-2050, 4.00%, 04/01/50 FN 3140QDFP4 - - 1,481,463 $1,425,936 $1,425,936 0.02 $1,420,174
FNMA 30yr Pool#CA1931 4.500% 01-Jun-2048, 4.50%, 06/01/48 FN 3140Q9ED1 - - 1,427,070 $1,423,684 $1,423,684 0.02 $1,417,440
FNMA 30yr Pool#BY1896 5.500% 01-May-2053, 5.50%, 05/01/53 FN 3140NJDA9 - - 1,359,374 $1,405,012 $1,405,012 0.02 $1,397,743
FIGRE TRUST 2025-HE5 FLTG 2055 B, 5.49%, 08/25/55 FIGRE 2025-HE5 31684MAB5 - - 1,377,108 $1,382,416 $1,382,416 0.02 $1,375,072
Connecticut Avenue Securities Trust 2025-R04 25-MAY-2045, 5.07%, 05/25/45 CAS 2025-R04 20755TAB7 - - 1,215,388 $1,350,466 $1,350,466 0.02 $1,216,268
FNMA 30yr Pool#BX7860 5.500% 01-Mar-2053, 5.50%, 03/01/53 FN 3140NCWW5 - - 1,297,397 $1,347,181 $1,347,181 0.02 $1,340,244
FNMA 30yr Pool#BY0327 6.500% 01-May-2053, 6.50%, 05/01/53 FN 3140NGLH1 - - 1,234,529 $1,292,327 $1,292,327 0.02 $1,284,525
U.S. Auto Funding 2021-1 C 2.2% 15-MAY-2026, 2.20%, 05/15/26 USAUT 2021-1A 90355EAC5 - - 1,535,749 $1,279,478 $1,279,478 0.02 $1,277,507
FHF Issuer Trust 2023-2 (First Help Financial) A2 6.79% 15-OCT-2029, 6.79%, 10/15/29 FHF 2023-2A 30333LAB4 - - 1,254,009 $1,271,458 $1,271,458 0.02 $1,266,491
FNMA 30yr Pool#FM7725 4.500% 01-Dec-2050, 4.50%, 12/01/50 FN 3140XBSP6 - - 1,258,816 $1,251,141 $1,251,141 0.02 $1,245,634
FHLMC 30yr Pool#QF2561 5.500% 01-Nov-2052, 5.50%, 11/01/52 FR 3133BPZ27 - - 1,177,290 $1,225,513 $1,225,513 0.02 $1,219,218
FNMA 30yr Pool#DB3056 5.500% 01-May-2054, 5.50%, 05/01/54 FN 3140ACME0 - - 1,178,823 $1,215,044 $1,215,044 0.02 $1,208,741
FNMA 30yr Pool#MA3149 4.000% 01-Oct-2047, 4.00%, 10/01/47 FN 31418CQB3 - - 1,250,058 $1,213,192 $1,213,192 0.02 $1,208,331
Tricolor Auto Securitization Trust 2024-1 A 6.61% 15-OCT-2027, 6.61%, 10/15/27 TAST 2024-1A 89616LAA0 - - 1,205,445 $1,202,187 $1,202,187 0.02 $1,197,539
FNMA 40yr Pool#BF0167 3.000% 01-Feb-2057, 3.00%, 02/01/57 FN 3140FXFH0 - - 1,368,954 $1,198,783 $1,198,783 0.02 $1,194,790
FNMA 30yr Pool#BJ9181 5.000% 01-May-2048, 5.00%, 05/01/48 FN 3140HBFX1 - - 1,163,605 $1,189,173 $1,189,173 0.02 $1,183,516
FNMA 30yr Pool#FM9138 4.000% 01-Mar-2050, 4.00%, 03/01/50 FN 3140XDEL6 - - 1,217,841 $1,178,534 $1,178,534 0.02 $1,173,798
FHLMC 30yr Pool#SD8003 4.000% 01-Jul-2049, 4.00%, 07/01/49 FR 3132DV3L7 - - 1,216,556 $1,174,092 $1,174,092 0.02 $1,169,360
FNMA 30yr Pool#BX0804 5.500% 01-Nov-2052, 5.50%, 11/01/52 FN 3140N43N5 - - 1,130,224 $1,172,231 $1,172,231 0.02 $1,166,187
Blue Bridge Funding 2023-1 A 7.37% 15-NOV-2030, 7.37%, 11/15/30 BBEF 2023-1A 09531MAA8 - - 1,149,763 $1,162,978 $1,162,978 0.02 $1,158,035
FHLMC 30yr Pool#QG6538 5.500% 01-Jul-2053, 5.50%, 07/01/53 FR 3133C7HP5 - - 1,099,171 $1,144,663 $1,144,663 0.02 $1,138,786
FHLMC 30yr Pool#ZT2087 4.000% 01-Jun-2049, 4.00%, 06/01/49 FR 3132AEJ80 - - 1,172,818 $1,131,880 $1,131,880 0.02 $1,127,319
FNMA 30yr Pool#AS6811 3.000% 01-Mar-2046, 3.00%, 03/01/46 FN 3138WGR97 - - 1,227,304 $1,123,813 $1,123,813 0.02 $1,120,234
Arivo Acceptance Auto Loan Receivables Trust 2024-1 A 6.46% 15-APR-2028, 6.46%, 04/17/28 ARIVO 2024-1A 039943AA3 - - 1,075,194 $1,085,553 $1,085,553 0.02 $1,081,502
FHLMC 30yr Pool#QG6948 5.500% 01-Jul-2053, 5.50%, 07/01/53 FR 3133C7WH6 - - 1,042,105 $1,085,067 $1,085,067 0.02 $1,079,494
FHLMC 30yr Pool#RA1188 4.500% 01-Aug-2049, 4.50%, 08/01/49 FR 3133KGJ90 - - 1,067,838 $1,065,117 $1,065,117 0.02 $1,060,445
FNMA 30yr Pool#AS7492 4.000% 01-Jul-2046, 4.00%, 07/01/46 FN 3138WHKE1 - - 1,093,605 $1,061,561 $1,061,561 0.02 $1,057,308
FHLMC 30yr Pool#RA1087 4.500% 01-Jul-2049, 4.50%, 07/01/49 FR 3133KGF45 - - 1,055,462 $1,052,772 $1,052,772 0.02 $1,048,154
FNMA 30yr Pool#CB8995 5.500% 01-Aug-2054, 5.50%, 08/01/54 FN 3140QU7H3 - - 1,009,434 $1,037,200 $1,037,200 0.01 $1,031,803
FHLMC 30yr Pool#QG3885 6.500% 01-Jun-2053, 6.50%, 06/01/53 FR 3133C4J62 - - 968,232 $1,014,019 $1,014,019 0.01 $1,007,900
FNMA 30yr Pool#BV4203 3.500% 01-Apr-2052, 3.50%, 04/01/52 FN 3140MHU56 - - 1,019,369 $959,877 $959,877 0.01 $956,408
FNMA 30yr Pool#FM1598 4.000% 01-Feb-2049, 4.00%, 02/01/49 FN 3140X4X43 - - 987,563 $955,688 $955,688 0.01 $951,847
FNMA 30yr Pool#BV8484 3.500% 01-Apr-2052, 3.50%, 04/01/52 FN 3140MNNA0 - - 1,008,366 $949,440 $949,440 0.01 $946,009
FNMA 30yr Pool#DA3522 5.500% 01-Oct-2053, 5.50%, 10/01/53 FN 3140A34G5 - - 921,927 $947,107 $947,107 0.01 $942,178
FNMA 30yr Pool#CA6382 4.500% 01-Jul-2050, 4.50%, 07/01/50 FN 3140QECU4 - - 922,948 $917,321 $917,321 0.01 $913,283
FHLMC 30yr Pool#ZM8197 4.000% 01-Sep-2048, 4.00%, 09/01/48 FR 3131Y3DA1 - - 934,641 $904,474 $904,474 0.01 $900,840
GNMA II 30yr Pool#MA5021 4.500% 20-Feb-2048, 4.50%, 02/20/48 G2 36179TSJ5 - - 902,260 $900,035 $900,035 0.01 $896,088
FHLMC 30yr Pool#QG7338 6.000% 01-Jul-2053, 6.00%, 07/01/53 FR 3133C8EK7 - - 836,067 $869,863 $869,863 0.01 $864,986
BX Commercial Mortgage Trust 2021-21M A 4.595% 15-OCT-2036, 4.59%, 10/15/36 BX 2021-21M 05609CAA5 - - 862,801 $864,069 $864,069 0.01 $861,647
FNMA 30yr Pool#AB9341 3.000% 01-May-2043, 3.00%, 05/01/43 FN 31417GLX2 - - 888,004 $820,696 $820,696 0.01 $818,106
FNMA 30yr Pool#BN4541 4.000% 01-Feb-2049, 4.00%, 02/01/49 FN 3140JMBK7 - - 821,741 $795,218 $795,218 0.01 $792,022
FREMF 2019-KF70 Mortgage Trust C 10.12306% 25-SEP-2029, 10.12%, 09/25/29 FREMF 2019-KF70 30298UAJ0 - - 789,970 $789,828 $789,828 0.01 $781,471
FNMA 30yr Pool#BY0782 5.500% 01-Apr-2053, 5.50%, 04/01/53 FN 3140NG2Q2 - - 741,700 $771,390 $771,390 0.01 $767,424
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-DNA5 M2 5.52419% 25-JAN-2034, 5.52%, 01/25/34 STACR 2021-DNA5 35564KHE2 - - 751,181 $754,662 $754,662 0.01 $753,394
FHLMC 30yr Pool#ZT1926 3.000% 01-Nov-2043, 3.00%, 11/01/43 FR 3132AED78 - - 810,080 $749,831 $749,831 0.01 $747,468
FHLMC 30yr Pool#RA1999 4.500% 01-Jan-2050, 4.50%, 01/01/50 FR 3133KHGG5 - - 747,016 $745,113 $745,113 0.01 $741,844
FNMA 30yr Pool#BY0866 5.500% 01-May-2053, 5.50%, 05/01/53 FN 3140NG6C9 - - 698,253 $721,695 $721,695 0.01 $717,962
GNMA II 30yr Pool#MA5264 4.000% 20-Jun-2048, 4.00%, 06/20/48 G2 36179TZ57 - - 717,506 $693,478 $693,478 0.01 $690,687
ACHM Trust 2024-HE1 B 7.26% 25-MAY-2039, 7.26%, 05/25/39 ACHM 2024-HE1 00449TAB1 - - 666,844 $692,278 $692,278 0.01 $690,799
ACHV ABS Trust 2024-1PL C 6.42% 25-APR-2031, 6.42%, 04/25/31 ACHV 2024-1PL 00092BAC8 - - 668,058 $673,318 $673,318 0.01 $672,008
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 $633,000 $633,000 0.01 $631,673
FNMA 30yr Pool#BW0343 4.500% 01-May-2052, 4.50%, 05/01/52 FN 3140MRLZ8 - - 632,422 $624,049 $624,049 0.01 $621,282
FHLMC 30yr Pool#QE1073 3.500% 01-Apr-2052, 3.50%, 04/01/52 FR 3133BAFN6 - - 647,501 $609,663 $609,663 0.01 $607,460
FHLMC 30yr Pool#SD8047 4.500% 01-Feb-2050, 4.50%, 02/01/50 FR 3132DV5G6 - - 589,320 $587,557 $587,557 0.01 $584,979
FNMA 30yr Pool#AL6842 4.000% 01-May-2045, 4.00%, 05/01/45 FN 3138EPS88 - - 593,835 $579,400 $579,400 0.01 $577,090
FNMA 30yr Pool#BK9507 4.000% 01-Oct-2048, 4.00%, 10/01/48 FN 3140HPR58 - - 593,691 $576,522 $576,522 0.01 $574,213
Sequoia Mortgage Trust 2013-5 A1 2.5% 25-MAY-2043, 2.50%, 05/25/43 SEMT 2013-5 81745AAA5 - - 634,078 $567,915 $567,915 0.01 $566,374
Connecticut Avenue Securities Trust 2022-R07 1B2 15.87419% 25-JUN-2042, 15.87%, 06/25/42 CAS 2022-R07 20754MAL1 - - 436,201 $509,169 $509,169 0.01 $501,017
FNMA 30yr Pool#AZ0869 4.000% 01-Jul-2045, 4.00%, 07/01/45 FN 3138YR6F0 - - 517,703 $505,120 $505,120 0.01 $503,106
Compass Datacenters Issuer II, Series 2025-1 A2_2501 5.463% 25-MAY-2050, 5.46%, 05/25/50 CMPDC 2025-1A 20469CAB1 - - 500,000 $503,635 $503,635 0.01 $502,801
FHLMC 15yr Pool#SB0116 2.500% 01-Nov-2034, 2.50%, 11/01/34 FR 3132CWDV3 - - 510,428 $489,842 $489,842 0.01 $488,602
Connecticut Avenue Securities Trust 2022-R01 1M1 4.87419% 25-DEC-2041, 4.87%, 12/25/41 CAS 2022-R01 20754LAA7 - - 467,323 $470,302 $470,302 0.01 $467,323
FHLMC 30yr Pool#QD9191 3.500% 01-Apr-2052, 3.50%, 04/01/52 FR 3133B7F86 - - 499,061 $469,935 $469,935 0.01 $468,237
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA2 M1A 5.17419% 25-FEB-2042, 5.17%, 02/25/42 STACR 2022-DNA2 35564KRE1 - - 445,093 $446,146 $446,146 0.01 $445,442
Gracie Point International Funding, Series 2023-2 A 6.44671% 01-MAR-2027, 6.45%, 03/01/27 GPIF 2023-2A 38410JAA0 - - 418,538 $421,997 $421,997 0.01 $419,299
FHLMC 30yr Pool#SD1414 4.000% 01-Oct-2050, 4.00%, 10/01/50 FR 3132DNSB0 - - 436,445 $421,211 $421,211 0.01 $419,514
FNMA 30yr Pool#CB4329 3.500% 01-Jul-2052, 3.50%, 07/01/52 FN 3140QPY35 - - 435,067 $409,813 $409,813 0.01 $408,333
FNMA 30yr Pool#BV6879 4.500% 01-Apr-2052, 4.50%, 04/01/52 FN 3140MLUD0 - - 405,464 $400,160 $400,160 0.01 $398,386
FNMA 30yr Pool#CA4646 3.000% 01-Feb-2048, 3.00%, 02/01/48 FN 3140QCEU6 - - 422,004 $388,039 $388,039 0.01 $386,808
FHLMC 30yr Pool#QG3397 6.000% 01-May-2053, 6.00%, 05/01/53 FR 3133C3X27 - - 365,046 $379,801 $379,801 0.01 $377,672
FHLMC 30yr Pool#QA8274 3.500% 01-Mar-2050, 3.50%, 03/01/50 FR 3133A3FP8 - - 387,475 $361,753 $361,753 0.01 $360,435
FNMA 30yr Pool#FM3447 4.000% 01-Nov-2049, 4.00%, 11/01/49 FN 3140X6ZM6 - - 354,518 $343,398 $343,398 0.00 $342,020
Connecticut Avenue Securities Trust 2023-R05 1B1 8.62419% 25-JUN-2043, 8.62%, 06/25/43 CAS 2023-R05 207942AC7 - - 312,000 $334,857 $334,857 0.00 $334,035
FHLMC 30yr Pool#SD1966 4.000% 01-Nov-2052, 4.00%, 11/01/52 FR 3132DPFF0 - - 328,580 $315,519 $315,519 0.00 $314,241
FNMA 30yr Pool#BV7632 4.500% 01-Apr-2052, 4.50%, 04/01/52 FN 3140MMPS1 - - 311,555 $307,479 $307,479 0.00 $306,116
FNMA 30yr Pool#AR9225 3.000% 01-Mar-2043, 3.00%, 03/01/43 FN 3138W7HB3 - - 327,837 $301,835 $301,835 0.00 $300,879
FHLMC 30yr Pool#ZN6461 4.000% 01-May-2049, 4.00%, 05/01/49 FR 3131YDFA7 - - 303,297 $292,941 $292,941 0.00 $291,762
FHLMC 30yr Pool#QA5150 4.500% 01-Dec-2049, 4.50%, 12/01/49 FR 31346YWK5 - - 293,225 $292,348 $292,348 0.00 $291,065
FHLMC 30yr Pool#ZT0391 4.000% 01-Nov-2047, 4.00%, 11/01/47 FR 3132ACNG1 - - 299,260 $291,826 $291,826 0.00 $290,662
FNMA 30yr Pool#FS2548 4.000% 01-Mar-2051, 4.00%, 03/01/51 FN 3140XHZN0 - - 298,534 $288,113 $288,113 0.00 $286,952
FNMA 30yr Pool#FS2238 4.000% 01-Mar-2051, 4.00%, 03/01/51 FN 3140XHPY7 - - 290,724 $281,341 $281,341 0.00 $280,210
FNMA 30yr Pool#AS8649 3.000% 01-Jan-2047, 3.00%, 01/01/47 FN 3138WJTF5 - - 304,391 $277,330 $277,330 0.00 $276,442
FNMA 30yr Pool#BN3899 4.000% 01-Dec-2048, 4.00%, 12/01/48 FN 3140JLKM5 - - 267,496 $258,862 $258,862 0.00 $257,822
FHLMC 30yr Pool#QA1615 3.500% 01-Aug-2049, 3.50%, 08/01/49 FR 31334XYL7 - - 270,021 $253,534 $253,534 0.00 $252,615
FHLMC 30yr Pool#ZN4240 4.500% 01-Dec-2048, 4.50%, 12/01/48 FR 3131YAV98 - - 248,668 $248,180 $248,180 0.00 $247,092
Fannie Mae REMIC Trust 2017-9 VL 3.0% 25-JUL-2028, 3.00%, 07/25/28 FNR 2017-9 3136AVYH6 - - 247,753 $246,496 $246,496 0.00 $245,773
Fannie Mae REMIC Trust 2012-126 SY 0.0% 25-NOV-2042, 0.01%, 11/25/42 FNR 2012-126 3136A9ZR2 - - 473,554 $232,206 $232,206 0.00 $232,205
FNMA 30yr Pool#MA3908 4.500% 01-Jan-2050, 4.50%, 01/01/50 FN 31418DKW1 - - 230,182 $229,494 $229,494 0.00 $228,487
FNMA 30yr Pool#BW0081 4.500% 01-Apr-2052, 4.50%, 04/01/52 FN 3140MRCT2 - - 229,264 $226,229 $226,229 0.00 $225,226
FNMA 30yr Pool#MA3687 4.000% 01-Jun-2049, 4.00%, 06/01/49 FN 31418DCZ3 - - 231,655 $223,569 $223,569 0.00 $222,668
FHLMC 15yr Pool#SB0040 2.500% 01-Dec-2033, 2.50%, 12/01/33 FR 3132CWBH6 - - 227,376 $221,323 $221,323 0.00 $220,770
FNMA 30yr Pool#BE3616 4.000% 01-May-2047, 4.00%, 05/01/47 FN 3140FPAS8 - - 226,389 $221,029 $221,029 0.00 $220,148
FNMA 30yr Pool#MA1327 3.000% 01-Jan-2043, 3.00%, 01/01/43 FN 31418APM4 - - 238,092 $220,384 $220,384 0.00 $219,690
Connecticut Avenue Securities, Series 2021-R03 1M1 4.72419% 25-DEC-2041, 4.72%, 12/25/41 CAS 2021-R03 20754AAA1 - - 219,733 $220,063 $220,063 0.00 $219,746
FNMA 30yr Pool#BO9819 4.500% 01-Dec-2049, 4.50%, 12/01/49 FN 3140K54D6 - - 209,220 $208,595 $208,595 0.00 $207,679
GNMA II 30yr Pool#MA5192 4.000% 20-May-2048, 4.00%, 05/20/48 G2 36179TXV2 - - 214,408 $207,227 $207,227 0.00 $206,394
FHLMC 30yr Pool#RA1088 4.500% 01-Jul-2049, 4.50%, 07/01/49 FR 3133KGF52 - - 203,224 $202,616 $202,616 0.00 $201,727
FNMA 30yr Pool#AB6280 3.000% 01-Sep-2042, 3.00%, 09/01/42 FN 31417C6S9 - - 192,894 $178,547 $178,547 0.00 $177,985
FNMA 30yr Pool#CA4185 4.500% 01-Sep-2049, 4.50%, 09/01/49 FN 3140QBUK2 - - 174,552 $174,030 $174,030 0.00 $173,266
FHLMC 30yr Pool#SD8040 4.500% 01-Jan-2050, 4.50%, 01/01/50 FR 3132DV4Z5 - - 174,460 $173,938 $173,938 0.00 $173,175
FNMA 30yr Pool#BO2983 3.000% 01-Sep-2049, 3.00%, 09/01/49 FN 3140JXJ58 - - 190,337 $173,471 $173,471 0.00 $172,916
FNMA 30yr Pool#CA4035 4.500% 01-Aug-2049, 4.50%, 08/01/49 FN 3140QBPV4 - - 166,553 $166,055 $166,055 0.00 $165,326
FNMA 30yr Pool#BV7132 4.500% 01-Apr-2052, 4.50%, 04/01/52 FN 3140ML4S6 - - 161,389 $159,252 $159,252 0.00 $158,546
FHLMC 30yr Pool#ZA7158 4.500% 01-Jun-2049, 4.50%, 06/01/49 FR 31329Q5T4 - - 156,734 $156,334 $156,334 0.00 $155,649
FHLMC 30yr Pool#ZT1320 4.000% 01-Nov-2048, 4.00%, 11/01/48 FR 3132ADPD4 - - 159,620 $154,468 $154,468 0.00 $153,847
FNMA 30yr Pool#AB7563 3.000% 01-Jan-2043, 3.00%, 01/01/43 FN 31417EMM0 - - 165,984 $154,035 $154,035 0.00 $153,551
FNMA 30yr Pool#FS2546 4.000% 01-Mar-2051, 4.00%, 03/01/51 FN 3140XHZL4 - - 153,016 $148,077 $148,077 0.00 $147,482
FNMA 30yr Pool#BW0072 4.500% 01-Apr-2052, 4.50%, 04/01/52 FN 3140MRCJ4 - - 136,110 $134,308 $134,308 0.00 $133,713
FNMA 30yr Pool#MA1229 3.000% 01-Oct-2042, 3.00%, 10/01/42 FN 31418ALK2 - - 142,922 $132,633 $132,633 0.00 $132,217
GNMA II 30yr Pool#MA5753 4.000% 20-Feb-2049, 4.00%, 02/20/49 G2 36179UMA7 - - 136,900 $128,505 $128,505 0.00 $127,972
FNMA 30yr Pool#BV7131 4.500% 01-Apr-2052, 4.50%, 04/01/52 FN 3140ML4R8 - - 128,843 $127,137 $127,137 0.00 $126,573
GNMA II 30yr Pool#BF6874 4.500% 20-Jul-2048, 4.50%, 07/20/48 G2 3617GDT77 - - 126,387 $125,054 $125,054 0.00 $124,501
GNMA II 30yr Pool#MA5866 4.000% 20-Apr-2049, 4.00%, 04/20/49 G2 36179UQT2 - - 131,967 $124,441 $124,441 0.00 $123,928
FNMA 20yr Pool#AB9283 3.000% 01-Apr-2038, 3.00%, 04/01/38 FN 31417GJ56 - - 130,737 $120,720 $120,720 0.00 $120,339
GNMA II 30yr Pool#BK5879 4.500% 20-Nov-2048, 4.50%, 11/20/48 G2 3617J6Q80 - - 111,202 $110,328 $110,328 0.00 $109,842
FNMA 30yr Pool#BM3282 3.500% 01-Dec-2047, 3.50%, 12/01/47 FN 3140J7UG8 - - 112,750 $106,981 $106,981 0.00 $106,597
FHLMC 30yr Pool#QE0318 4.500% 01-Mar-2052, 4.50%, 03/01/52 FR 3133B9K78 - - 108,047 $106,633 $106,633 0.00 $106,161
FNMA 30yr Pool#CA3683 4.500% 01-Jun-2049, 4.50%, 06/01/49 FN 3140QBCV8 - - 105,966 $105,649 $105,649 0.00 $105,185
FHLMC 30yr Pool#ZT1633 4.000% 01-Mar-2047, 4.00%, 03/01/47 FR 3132ADY69 - - 105,934 $103,359 $103,359 0.00 $102,947
FNMA 30yr Pool#CA0108 3.500% 01-Aug-2047, 3.50%, 08/01/47 FN 3140Q7DN4 - - 105,136 $99,756 $99,756 0.00 $99,398
FHLMC 30yr Pool#ZM7577 4.500% 01-Aug-2048, 4.50%, 08/01/48 FR 3131Y2M21 - - 89,741 $89,528 $89,528 0.00 $89,136
Fannie Mae REMIC Trust 2013-130 FN 4.33867% 25-OCT-2042, 4.34%, 10/25/42 FNR 2013-130 3136AHG53 - - 89,468 $88,737 $88,737 0.00 $88,619
FHLMC 30yr Pool#ZM7926 5.000% 01-Sep-2048, 5.00%, 09/01/48 FR 3131Y2YX0 - - 77,533 $78,891 $78,891 0.00 $78,514
FHLMC 30yr Pool#QA2159 3.000% 01-Aug-2049, 3.00%, 08/01/49 FR 31334YMG9 - - 82,395 $73,278 $73,278 0.00 $73,038
FNMA 30yr Pool#MA1447 3.000% 01-May-2043, 3.00%, 05/01/43 FN 31418ATD0 - - 76,711 $70,626 $70,626 0.00 $70,403
Sequoia Mortgage Trust 2019-CH3 A19 4.0% 25-OCT-2049, 4.00%, 09/25/49 SEMT 2019-CH3 81748GBN0 - - 74,939 $69,665 $69,665 0.00 $69,373
FNMA 30yr Pool#AS8547 3.000% 01-Nov-2046, 3.00%, 11/01/46 FN 3138WJP93 - - 71,314 $64,826 $64,826 0.00 $64,618
RCKT Mortgage Trust 2025-CES7 A1A 5.377% 25-JUL-2055, 5.38%, 07/25/55 RCKT 2025-CES7 74943AAA0 - - - $63,457 $63,457 0.00 $0
FNMA 30yr Pool#BD2453 3.000% 01-Jan-2047, 3.00%, 01/01/47 FN 3140F9WP6 - - 66,722 $61,210 $61,210 0.00 $61,015
Fannie Mae REMIC Trust 2010-109 BS 9.46957% 25-OCT-2040, 9.47%, 10/25/40 FNR 2010-109 31398NTM6 - - 41,248 $57,899 $57,899 0.00 $57,531
Fannie Mae REMIC Trust 2006-20 GF 4.53628% 25-APR-2036, 4.34%, 04/25/36 FNR 2006-20 31395BU43 - - 53,691 $53,388 $53,388 0.00 $53,317
FHLMC 15yr Pool#ZK8962 3.000% 01-Sep-2032, 3.00%, 09/01/32 FR 3131XC5X1 - - 52,527 $51,471 $51,471 0.00 $51,318
FHLMC 15yr Pool#ZS7403 3.000% 01-May-2031, 3.00%, 05/01/31 FR 3132A8GL7 - - 48,086 $47,458 $47,458 0.00 $47,318
FNMA 30yr Pool#BO1857 4.500% 01-Aug-2049, 4.50%, 08/01/49 FN 3140JWB33 - - 42,780 $42,652 $42,652 0.00 $42,465
FNMA 15yr Pool#BO5957 3.000% 01-Dec-2034, 3.00%, 12/01/34 FN 3140K1TP1 - - 43,602 $42,405 $42,405 0.00 $42,278
Freddie Mac Multiclass Certificates, Series 3721 FB 4.7565% 15-SEP-2040, 4.60%, 09/15/40 FHR 3721 3137GAD20 - - 41,575 $41,635 $41,635 0.00 $41,524
Freddie Mac Multiclass Certificates, Series 3380 FM 4.8465% 15-OCT-2037, 4.69%, 10/15/37 FHR 3380 31397KTJ0 - - 40,968 $41,096 $41,096 0.00 $40,984
Ginnie Mae REMIC Trust 2008-013 FB 4.57432% 20-FEB-2038, 4.35%, 02/20/38 GNR 2008-13 38375PNL1 - - 39,234 $39,202 $39,202 0.00 $39,122
FNMA 30yr Pool#BC0870 3.500% 01-Jan-2046, 3.50%, 01/01/46 FN 3140EU6G9 - - 37,141 $35,167 $35,167 0.00 $35,041
FNMA 15yr Pool#BO7717 3.000% 01-Nov-2034, 3.00%, 11/01/34 FN 3140K3SF0 - - 32,847 $32,019 $32,019 0.00 $31,923
FHLMC 15yr Pool#ZK9163 3.000% 01-Jan-2033, 3.00%, 01/01/33 FR 3131XDFC4 - - 31,278 $30,633 $30,633 0.00 $30,542
Ginnie Mae REMIC Trust 2007-040 FG 4.39432% 20-JUL-2037, 4.17%, 07/20/37 GNR 2007-40 38375KZS4 - - 29,602 $29,425 $29,425 0.00 $29,368
Ginnie Mae REMIC Trust 2004-069 CF 4.47432% 20-JUL-2034, 4.25%, 07/20/34 GNR 2004-69 38374JAT3 - - 25,505 $25,502 $25,502 0.00 $25,454
Santander Bank Auto Credit-Linked Notes, Series 2023-A B 6.493% 15-JUN-2033, 6.49%, 06/15/33 SBCLN 2023-A 80290CBU7 - - 24,115 $24,219 $24,219 0.00 $24,127
Fannie Mae REMIC Trust 2013-2 QF 4.68628% 25-FEB-2043, 4.49%, 02/25/43 FNR 2013-2 3136AB4P5 - - 23,671 $23,668 $23,668 0.00 $23,636
Ginnie Mae REMIC Trust 2007-059 FA 4.57432% 20-OCT-2037, 4.35%, 10/20/37 GNR 2007-59 38375LPU8 - - 23,673 $23,660 $23,660 0.00 $23,614
FHLMC 30yr Pool#ZN2165 4.500% 01-Dec-2048, 4.50%, 12/01/48 FR 3131Y8MN2 - - 22,631 $22,718 $22,718 0.00 $22,619
Ginnie Mae REMIC Trust 2010-133 FD 4.27874% 16-OCT-2040, 4.28%, 10/16/40 GNR 2010-133 38377MHV1 - - 21,455 $21,512 $21,512 0.00 $21,461
Ginnie Mae REMIC Trust 2008-016 FC 4.57432% 20-FEB-2038, 4.35%, 02/20/38 GNR 2008-16 383742FU2 - - 19,053 $19,048 $19,048 0.00 $19,011
Ginnie Mae REMIC Trust 2007-037 FW 4.38432% 20-JUN-2037, 4.16%, 06/20/37 GNR 2007-37 38375KNR9 - - 18,877 $18,737 $18,737 0.00 $18,702
Ginnie Mae REMIC Trust 2004-059 FP 4.14874% 16-AUG-2034, 4.15%, 08/16/34 GNR 2004-59 38374HYS3 - - 18,095 $18,114 $18,114 0.00 $18,072
Ginnie Mae REMIC Trust 2005-065 FA 4.22432% 20-AUG-2035, 4.00%, 08/20/35 GNR 2005-65 38374LL25 - - 18,121 $17,933 $17,933 0.00 $17,900
Freddie Mac Multiclass Certificates, Series 2426 FL 4.9065% 15-MAR-2032, 4.75%, 03/15/32 FHR 2426 31339W7G5 - - 16,344 $16,457 $16,457 0.00 $16,412
Fannie Mae REMIC Trust 2002-53 FK 4.58628% 25-APR-2032, 4.39%, 04/25/32 FNR 2002-53 31392EHN3 - - 16,155 $16,156 $16,156 0.00 $16,134
FHLMC 30yr Pool#ZT0252 3.000% 01-Dec-2047, 3.00%, 12/01/47 FR 3132ACH52 - - 16,906 $15,510 $15,510 0.00 $15,460
Ginnie Mae REMIC Trust 2005-048 AF 4.27432% 20-JUN-2035, 4.05%, 06/20/35 GNR 2005-48 38374LHM6 - - 15,435 $15,299 $15,299 0.00 $15,271
Fannie Mae REMIC Trust 2005-83 KT 4.48628% 25-OCT-2035, 4.29%, 10/25/35 FNR 2005-83 31394FUL7 - - 13,838 $13,754 $13,754 0.00 $13,736
Fannie Mae REMIC Trust 2007-89 GF 4.70628% 25-SEP-2037, 4.51%, 09/25/37 FNR 2007-89 31396XPM0 - - 13,055 $13,085 $13,085 0.00 $13,066
Freddie Mac Multiclass Certificates, Series 2551 FD 4.6565% 15-JAN-2033, 4.50%, 01/15/33 FHR 2551 31393JAZ1 - - 11,855 $11,873 $11,873 0.00 $11,842
FHLMC 30yr Pool#ZM2269 3.000% 01-Dec-2046, 3.00%, 12/01/46 FR 3131XVQW8 - - 12,350 $11,321 $11,321 0.00 $11,285
Ginnie Mae REMIC Trust 2012-075 FP 4.37432% 20-JUL-2041, 4.15%, 07/20/41 GNR 2012-75 38378EZ55 - - 10,909 $10,933 $10,933 0.00 $10,913
Ginnie Mae REMIC Trust 2007-061 FA 4.57432% 20-OCT-2037, 4.35%, 10/20/37 GNR 2007-61 38375LLN8 - - 9,821 $9,816 $9,816 0.00 $9,797
Freddie Mac Multiclass Certificates, Series 2410, excluding Group 6 FX 4.6065% 15-FEB-2032, 4.45%, 02/15/32 FHR 2410 31339NJN7 - - 9,245 $9,242 $9,242 0.00 $9,218
GNMA II 30yr Pool#BK6072 5.000% 20-Jan-2049, 5.00%, 01/20/49 G2 3617J6W91 - - 8,979 $9,130 $9,130 0.00 $9,086
Fannie Mae REMIC Trust 2010-123 FL 4.61628% 25-NOV-2040, 4.42%, 11/25/40 FNR 2010-123 31398N2W3 - - 9,092 $9,092 $9,092 0.00 $9,080
FNMA 15yr Pool#AS8207 2.500% 01-Oct-2031, 2.50%, 10/01/31 FN 3138WJDM7 - - 9,050 $8,815 $8,815 0.00 $8,793
Freddie Mac Multiclass Certificates, Series 3028 FM 4.34833% 15-SEP-2035, 4.35%, 09/15/35 FHR 3028 31396AFB5 - - 8,076 $8,060 $8,060 0.00 $8,040
FNMA 15yr Pool#BM1036 2.500% 01-Feb-2032, 2.50%, 02/01/32 FN 3140J5EJ4 - - 7,999 $7,789 $7,789 0.00 $7,770
FNMA 15yr Pool#AS7643 2.500% 01-Aug-2031, 2.50%, 08/01/31 FN 3138WHP55 - - 7,963 $7,755 $7,755 0.00 $7,736
Fannie Mae REMIC Trust 2003-87 FG 4.68628% 25-SEP-2033, 4.49%, 09/25/33 FNR 2003-87 31393E4W6 - - 7,702 $7,721 $7,721 0.00 $7,711
Fannie Mae REMIC Trust 2012-100 FG 4.58628% 25-SEP-2042, 4.39%, 09/25/42 FNR 2012-100 3136A8QW3 - - 7,515 $7,447 $7,447 0.00 $7,436
Ginnie Mae REMIC Trust 2007-018 FD 4.37432% 20-APR-2037, 4.15%, 04/20/37 GNR 2007-18 38375JC86 - - 6,891 $6,839 $6,839 0.00 $6,826
Fannie Mae REMIC Trust 2002-16 VF 4.73628% 25-APR-2032, 4.54%, 04/25/32 FNR 2002-16 31392CWW0 - - 6,800 $6,822 $6,822 0.00 $6,813
Ginnie Mae REMIC Trust 2010-006 FG 4.44874% 16-JAN-2040, 4.45%, 01/16/40 GNR 2010-6 38376TSC7 - - 6,686 $6,705 $6,705 0.00 $6,688
FHLMC 15yr Pool#ZK8405 2.500% 01-Dec-2031, 2.50%, 01/22/31 FR 3131XCKS5 - - 6,855 $6,666 $6,666 0.00 $6,650
Freddie Mac Multiclass Certificates, Series 3738 FD 4.39833% 15-AUG-2040, 4.40%, 08/15/40 FHR 3738 3137GAYQ4 - - 6,249 $6,263 $6,263 0.00 $6,247
Fannie Mae REMIC Trust 2010-95 FB 4.58628% 25-SEP-2040, 4.39%, 09/25/40 FNR 2010-95 31398NEX8 - - 5,830 $5,830 $5,830 0.00 $5,822
FNMA 30yr Pool#MA3694 4.500% 01-Jul-2049, 4.50%, 07/01/49 FN 31418DC83 - - 4,446 $4,433 $4,433 0.00 $4,414
Ginnie Mae REMIC Trust 1999-27 FE 4.24874% 16-AUG-2029, 4.25%, 08/16/29 GNR 1999-27 3837H2WA3 - - 1,686 $1,690 $1,690 0.00 $1,684
FHLMC 30yr Pool#ZN0650 3.000% 01-Mar-2043, 3.00%, 03/01/43 FR 3131Y6WK1 - - 1,654 $1,523 $1,523 0.00 $1,518
Freddie Mac Multiclass Certificates, Series 2469 FE 4.7565% 15-JUL-2032, 4.60%, 07/15/32 FHR 2469 31392RC58 - - 1,463 $1,465 $1,465 0.00 $1,461
Ginnie Mae REMIC Trust 2010-125 VF 4.42432% 20-JUN-2040, 4.20%, 06/20/40 GNR 2010-125 38377JYJ6 - - 348.00 $347 $347 0.00 $347
US 5YR NOTE (CBT) Mar26 MAR 26 FVH6 FUTURES_USD - 2,844 $310,840,312 $0 0.00 $0
US ULTRA BOND CBT Mar26 MAR 26 WNH6 FUTURES_USD - -312.00 $-36,679,500 $0 0.00 $0
US 10yr Ultra Fut Mar26 MAR 26 UXYH6 FUTURES_USD - -1,258 $-144,493,094 $0 0.00 $0
US 10YR NOTE (CBT)Mar26 MAR 26 TYH6 FUTURES_USD - -163.00 $-18,324,766 $0 0.00 $0
UMBS TBA 30yr 3.5% January Delivery, 3.50%, 01/14/26 FNCL 01F032617 - - -95,653,000 $-88,467,642 $-88,467,642 -1.26 $-88,467,642
UMBS TBA 30yr 2.5% January Delivery, 2.50%, 01/14/26 FNCL 01F022618 - - -126,434,000 $-106,919,797 $-106,919,797 -1.52 $-106,919,797
UMBS TBA 30yr 5% January Delivery, 5.00%, 01/14/26 FNCL 01F050619 - - -324,098,894 $-323,502,876 $-323,502,876 -4.61 $-323,502,876
UMBS TBA 30yr 4.5% January Delivery, 4.50%, 01/14/26 FNCL 01F042616 - - -354,908,342 $-346,612,360 $-346,612,360 -4.94 $-346,612,360
Fannie Mae or Freddie Mac|5.5|01/14/2026, 5.50%, 01/14/26 FNCL 01F052615 - - -350,278,442 $-355,424,032 $-355,424,032 -5.06 $-355,424,032
UMBS TBA 30yr 6% January Delivery, 6.00%, 01/14/26 FNCL 01F060618 - - -463,616,167 $-476,143,076 $-476,143,076 -6.78 $-476,143,076
UMBS TBA 30yr 4% January Delivery, 4.00%, 01/14/26 FNCL 01F040610 - - -721,596,155 $-684,970,099 $-684,970,099 -9.76 $-684,970,099
SEGREGATED CASH SEGCASH - $0.00 14,817,060 $14,817,060 $14,817,060 0.21 $14,817,060
ALMSUM ALMSUM - $0.00 - $0 $0 0.00 $0
US DOLLARS USD MD_142224 - - -1,875,534,715 $-1,875,534,715 $-1,875,534,715 -26.73 $-1,875,534,715
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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