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For Individual Investors in the US

Mortgage-Backed Securities ETF Holdings

Full Portfolio Holdings

(As of April 13, 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 - 1,560,339,894 $1,318,682,253 $1,318,682,253 19.83 $1,318,682,253
GNMA II TBA 30yr 2.5% April Delivery, 2.50%, 04/21/26 G2SF 21H022648 - 727,391,414 $628,074,845 $628,074,845 9.44 $628,074,845
GNMA II TBA 30yr 5% April Delivery, 5.00%, 04/21/26 G2SF 21H050649 - 394,649,194 $393,735,186 $393,735,186 5.92 $393,735,186
UMBS TBA 30yr 6% May Delivery, 6.00%, 05/13/26 FNCL 01F060659 - 301,770,985 $308,575,921 $308,575,921 4.64 $308,575,921
UMBS TBA 30yr 2% May Delivery, 2.00%, 05/13/26 FNCL 01F020653 - 360,986,255 $291,622,385 $291,622,385 4.38 $291,622,385
UMBS TBA 30yr 3% May Delivery, 3.00%, 05/13/26 FNCL 01F030652 - 303,281,354 $267,882,658 $267,882,658 4.03 $267,882,658
UMBS TBA 30yr 5.5% May Delivery, 5.50%, 05/13/26 FNCL 01F052656 - 177,900,000 $179,515,332 $179,515,332 2.70 $179,515,332
GNMA II TBA 30yr 5.5% April Delivery, 5.50%, 04/21/26 G2SF 21H052645 - 168,601,000 $170,317,358 $170,317,358 2.56 $170,317,358
GNMA II TBA 30yr 3% April Delivery, 3.00%, 04/21/26 G2SF 21H030641 - 182,289,962 $163,459,044 $163,459,044 2.46 $163,459,044
UMBS TBA 30yr 3.5% May Delivery, 3.50%, 05/13/26 FNCL 01F032658 - 155,843,000 $143,357,950 $143,357,950 2.15 $143,357,950
FNMA 30yr Pool#CB9787 5.000% 01-Jan-2055, 5.00%, 01/01/55 FN 3140QV2V5 - 129,734,424 $131,015,679 $131,015,679 1.97 $129,822,571
GNMA II TBA 30yr 3.5% May Delivery, 3.50%, 05/20/26 G2SF 21H032654 - 136,959,377 $125,605,171 $125,605,171 1.89 $125,605,171
FHLMC 30yr Pool#SL3350 6.000% 01-Nov-2055, 6.00%, 11/01/55 FR 31427QWL2 - 112,176,234 $119,684,647 $119,684,647 1.80 $115,913,367
FNMA 30yr Pool#FA2754 4.500% 01-Jan-2049, 4.50%, 01/01/49 FN 3140W3BY4 - 114,446,306 $113,593,204 $113,593,204 1.71 $112,378,139
GNMA II TBA 30yr 4.5% April Delivery, 4.50%, 04/21/26 G2SF 21H042646 - 115,940,488 $112,752,936 $112,752,936 1.69 $112,752,936
FHLMC 30yr Pool#SL3899 5.000% 01-Jan-2056, 5.00%, 01/01/56 FR 31427RKM1 - 110,329,379 $111,267,574 $111,267,574 1.67 $110,404,568
FNMA 30yr Pool#FS1133 4.000% 01-Oct-2051, 4.00%, 10/01/51 FN 3140XGHK8 - 108,981,455 $105,815,938 $105,815,938 1.59 $104,317,123
FNMA 30yr Pool#FM7460 4.000% 01-Mar-2051, 4.00%, 03/01/51 FN 3140XBJE1 - 103,098,688 $100,194,293 $100,194,293 1.51 $98,686,134
GNMA II TBA 30yr 4% April Delivery, 4.00%, 04/21/26 G2SF 21H040640 - 105,718,688 $99,561,632 $99,561,632 1.50 $99,561,632
UMBS TBA 30yr 6.5% May Delivery, 6.50%, 05/13/26 FNCL 01F062655 - 87,285,000 $90,555,569 $90,555,569 1.36 $90,555,569
FNMA 30yr Pool#FA4553 5.000% 01-Feb-2056, 5.00%, 02/01/56 FN 3140W5BX1 - 87,263,716 $88,662,635 $88,662,635 1.33 $87,630,631
FNMA 30yr Pool#FA3025 5.500% 01-Sep-2055, 5.50%, 09/01/55 FN 3140W3LF4 - 84,040,163 $87,274,604 $87,274,604 1.31 $86,489,717
FNMA 30yr Pool#FA3182 6.000% 01-Oct-2055, 6.00%, 10/01/55 FN 3140W3RC5 - 78,220,259 $86,208,141 $86,208,141 1.30 $80,745,319
GNMA II TBA 30yr 3.5% April Delivery, 3.50%, 04/21/26 G2SF 21H032647 - 89,397,588 $82,280,467 $82,280,467 1.24 $82,280,467
FHLMC 30yr Pool#SL2464 4.500% 01-Dec-2048, 4.50%, 12/01/48 FR 31427PW26 - 80,313,145 $80,242,219 $80,242,219 1.21 $78,861,801
FNMA 30yr Pool#FA3036 5.500% 01-Oct-2055, 5.50%, 10/01/55 FN 3140W3LS6 - 73,501,363 $77,211,848 $77,211,848 1.16 $75,497,770
FHLMC 30yr Pool#RJ4363 5.500% 01-Jun-2055, 5.50%, 06/01/55 FR 3142GUZ55 - 73,481,202 $76,536,997 $76,536,997 1.15 $75,477,061
FHLMC 30yr Pool#SD1046 4.000% 01-Jul-2052, 4.00%, 07/01/52 FR 3132DNET6 - 78,705,202 $76,094,635 $76,094,635 1.14 $75,317,415
FNMA 30yr Pool#FA3037 5.500% 01-Oct-2055, 5.50%, 10/01/55 FN 3140W3LT4 - 67,151,221 $69,829,245 $69,829,245 1.05 $68,812,197
FNMA 30yr Pool#FA0574 5.500% 01-Jan-2055, 5.50%, 01/01/55 FN 3140W0T88 - 65,681,887 $69,013,723 $69,013,723 1.04 $67,404,392
FNMA 30yr Pool#FS8993 6.000% 01-Jul-2054, 6.00%, 07/01/54 FN 3140XQ7F8 - 61,715,621 $65,493,357 $65,493,357 0.98 $63,642,152
FNMA 30yr Pool#FA0573 5.000% 01-Jan-2055, 5.00%, 01/01/55 FN 3140W0T70 - 60,013,273 $61,218,604 $61,218,604 0.92 $60,263,968
FNMA 30yr Pool#FA4270 5.000% 01-Dec-2055, 5.00%, 12/01/55 FN 3140W4W86 - 58,737,402 $59,691,645 $59,691,645 0.90 $58,941,795
FHLMC 30yr Pool#SL1188 5.500% 01-Apr-2055, 5.50%, 04/01/55 FR 31427NKA6 - 55,471,451 $57,957,220 $57,957,220 0.87 $56,796,377
FNMA 30yr Pool#FA5046 5.000% 01-Mar-2056, 5.00%, 03/01/56 FN 3140W5TC8 - 57,175,811 $57,803,103 $57,803,103 0.87 $57,376,161
FNMA 30yr Pool#FA4000 5.000% 01-Jun-2055, 5.00%, 06/01/55 FN 3140W4NS2 - 54,931,183 $55,816,673 $55,816,673 0.84 $55,160,648
FHLMC 30yr Pool#SL2435 6.500% 01-Feb-2055, 6.50%, 02/01/55 FR 31427PV50 - 50,569,973 $54,220,065 $54,220,065 0.81 $52,836,764
FNMA 30yr Pool#CB9654 5.000% 01-Dec-2054, 5.00%, 12/01/54 FN 3140QVWQ3 - 50,589,075 $51,002,286 $51,002,286 0.77 $50,623,447
FNMA 30yr Pool#FA2246 5.500% 01-Jul-2055, 5.50%, 07/01/55 FN 3140W2P88 - 48,961,579 $50,907,779 $50,907,779 0.77 $50,166,089
FNMA 30yr Pool#FA3827 5.000% 01-Dec-2055, 5.00%, 12/01/55 FN 3140W4HD2 - 50,022,412 $50,310,101 $50,310,101 0.76 $49,700,150
FHLMC 30yr Pool#SL0239 5.000% 01-Jan-2055, 5.00%, 01/01/55 FR 31427MHR5 - 49,021,026 $49,890,243 $49,890,243 0.75 $49,054,333
FNMA 30yr Pool#FA3128 5.500% 01-Oct-2055, 5.50%, 10/01/55 FN 3140W3PN3 - 46,764,244 $48,504,201 $48,504,201 0.73 $48,144,423
FNMA 30yr Pool#CC2018 5.500% 01-Feb-2056, 5.50%, 02/01/56 FN 3140Y8G42 - 46,489,359 $48,024,593 $48,024,593 0.72 $47,639,267
Structured Agency Credit Risk (STACR) Debt Notes, Series 2022-HQA1 M2 8.9119% 25-MAR-2042, 8.91%, 03/25/42 STACR 2022-HQA1 35564KTJ8 - 45,421,486 $47,259,753 $47,259,753 0.71 $47,034,869
FNMA 30yr Pool#FA4155 5.000% 01-Jan-2056, 5.00%, 01/01/56 FN 3140W4TM9 - 45,965,504 $46,669,108 $46,669,108 0.70 $46,158,774
FNMA 30yr Pool#FA3572 5.000% 01-Nov-2055, 5.00%, 11/01/55 FN 3140W36J3 - 45,797,854 $46,506,679 $46,506,679 0.70 $45,989,167
FNMA 30yr Pool#FA4202 5.000% 01-Jan-2056, 5.00%, 01/01/56 FN 3140W4U47 - 44,591,772 $45,204,790 $45,204,790 0.68 $44,748,027
FHLMC 30yr Pool#SD7343 5.500% 01-Jan-2055, 5.50%, 01/01/55 FR 3132DVEQ4 - 43,387,236 $44,773,183 $44,773,183 0.67 $44,423,533
FHLMC 30yr Pool#SL4015 5.500% 01-Jan-2056, 5.50%, 01/01/56 FR 31427RN97 - 42,571,955 $43,679,151 $43,679,151 0.66 $43,354,083
FNMA 30yr Pool#CC1926 5.000% 01-Feb-2056, 5.00%, 02/01/56 FN 3140Y8D86 - 42,177,986 $42,762,614 $42,762,614 0.64 $42,396,970
FNMA 30yr Pool#FA3435 5.000% 01-Nov-2055, 5.00%, 11/01/55 FN 3140W3Y94 - 41,923,456 $42,689,190 $42,689,190 0.64 $42,099,730
FNMA 30yr Pool#FS9779 5.500% 01-Nov-2054, 5.50%, 11/01/54 FN 3140XR2M6 - 41,091,370 $42,417,033 $42,417,033 0.64 $41,950,151
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA2 M2 7.4119% 25-FEB-2042, 7.41%, 02/25/42 STACR 2022-DNA2 35564KRN1 - 40,247,585 $41,165,164 $41,165,164 0.62 $40,999,436
FNMA 40yr Pool#BF0646 2.500% 01-Jun-2062, 2.50%, 06/01/62 FN 3140FXWG3 - 47,268,801 $40,250,512 $40,250,512 0.60 $39,571,412
FNMA 30yr Pool#FS8881 4.500% 01-Sep-2053, 4.50%, 09/01/53 FN 3140XQ2P1 - 39,036,622 $38,969,190 $38,969,190 0.59 $38,400,925
FHLMC 30yr Pool#ZT2413 4.000% 01-Feb-2041, 4.00%, 02/01/41 FR 3132AEVE3 - 38,969,669 $38,769,531 $38,769,531 0.58 $38,180,883
FHLMC 30yr Pool#SL0046 6.000% 01-Jan-2055, 6.00%, 01/01/55 FR 31427MBQ3 - 35,813,262 $37,947,186 $37,947,186 0.57 $36,927,857
New Residential Mortgage LLC 6.545% 25-MAR-2032, 6.54%, 03/25/32 NZES 2025-FHT 64832EAA7 - 36,572,373 $36,932,315 $36,932,315 0.56 $36,805,983
FHLMC 30yr Pool#SI2101 4.000% 01-Sep-2048, 4.00%, 09/01/48 FR 3133USKN0 - 37,825,890 $36,763,738 $36,763,738 0.55 $36,262,546
FHLMC 30yr Pool#SL0938 4.000% 01-Jul-2050, 4.00%, 07/01/50 FR 31427NBG3 - 36,851,593 $36,395,628 $36,395,628 0.55 $35,868,672
FNMA 40yr Pool#BF0598 2.500% 01-Mar-2062, 2.50%, 03/01/62 FN 3140FXUY6 - 42,986,449 $36,339,492 $36,339,492 0.55 $35,989,737
FNMA 30yr Pool#FA1951 6.000% 01-Jun-2055, 6.00%, 06/01/55 FN 3140W2EZ0 - 33,774,281 $36,067,205 $36,067,205 0.54 $34,830,452
FHLMC 30yr Pool#SL4452 5.000% 01-Mar-2056, 5.00%, 03/01/56 FR 31427R5N6 - 35,278,856 $35,889,749 $35,889,749 0.54 $35,427,192
FNMA 30yr Pool#FA0576 5.500% 01-Jan-2055, 5.50%, 01/01/55 FN 3140W0UA1 - 33,797,956 $35,342,010 $35,342,010 0.53 $34,646,883
FNMA 30yr Pool#CC2016 5.500% 01-Feb-2056, 5.50%, 02/01/56 FN 3140Y8G26 - 33,875,645 $35,086,153 $35,086,153 0.53 $34,795,758
FHLMC 30yr Pool#SL1632 4.000% 01-Nov-2053, 4.00%, 11/01/53 FR 31427NY60 - 36,174,913 $35,025,721 $35,025,721 0.53 $34,612,218
FNMA 30yr Pool#FA1557 6.000% 01-May-2055, 6.00%, 05/01/55 FN 3140W1WT6 - 31,802,245 $33,657,560 $33,657,560 0.51 $32,792,007
FNMA 30yr Pool#FA3191 5.500% 01-Oct-2055, 5.50%, 10/01/55 FN 3140W3RM3 - 31,391,371 $32,980,056 $32,980,056 0.50 $32,167,833
FNMA 30yr Pool#FA3105 6.000% 01-May-2055, 6.00%, 05/01/55 FN 3140W3NX3 - 29,781,203 $31,932,918 $31,932,918 0.48 $30,722,860
FNMA 30yr Pool#FA3682 5.500% 01-Feb-2055, 5.50%, 02/01/55 FN 3140W4CU9 - 30,553,700 $31,796,599 $31,796,599 0.48 $31,330,584
FNMA 30yr Pool#FA4849 5.000% 01-Feb-2056, 5.00%, 02/01/56 FN 3140W5L77 - 31,281,076 $31,783,486 $31,783,486 0.48 $31,391,976
FNMA 30yr Pool#FA0603 4.500% 01-Sep-2051, 4.50%, 09/01/51 FN 3140W0U52 - 31,203,201 $31,324,047 $31,324,047 0.47 $30,798,038
FNMA 30yr Pool#FA1560 5.500% 01-Apr-2055, 5.50%, 04/01/55 FN 3140W1WW9 - 29,517,065 $30,577,153 $30,577,153 0.46 $30,320,605
FHLMC 30yr Pool#TA2617 5.000% 01-Jan-2056, 5.00%, 01/01/56 FR 3142JQ4B2 - 29,966,021 $29,990,769 $29,990,769 0.45 $29,772,969
FNMA 40yr Pool#BF0698 3.500% 01-Dec-2062, 3.50%, 12/01/62 FN 3140FXX49 - 32,105,512 $29,910,893 $29,910,893 0.45 $29,307,122
FHLMC 30yr Pool#SL0238 5.000% 01-May-2054, 5.00%, 05/01/54 FR 31427MHQ7 - 29,505,864 $29,844,524 $29,844,524 0.45 $29,525,912
FHLMC 30yr Pool#SL2558 6.000% 01-Aug-2055, 6.00%, 08/01/55 FR 31427PZY3 - 28,342,772 $29,793,160 $29,793,160 0.45 $29,245,822
FNMA 30yr Pool#CC1930 5.000% 01-Feb-2056, 5.00%, 02/01/56 FN 3140Y8EC6 - 29,371,473 $29,712,577 $29,712,577 0.45 $29,474,394
FNMA 30yr Pool#FA4117 4.500% 01-Sep-2051, 4.50%, 09/01/51 FN 3140W4SF5 - 28,833,970 $28,944,754 $28,944,754 0.43 $28,542,263
FHLMC 30yr Pool#SL1291 4.000% 01-Nov-2054, 4.00%, 11/01/54 FR 31427NNH8 - 29,643,216 $28,679,413 $28,679,413 0.43 $28,362,680
FNMA 30yr Pool#FS8335 4.500% 01-Jan-2051, 4.50%, 01/01/51 FN 3140XQHM2 - 28,522,678 $28,479,875 $28,479,875 0.43 $28,152,320
FNMA 30yr Pool#FA1798 4.000% 01-Aug-2052, 4.00%, 08/01/52 FN 3140W17L1 - 28,332,454 $27,608,078 $27,608,078 0.41 $27,115,098
FNMA 30yr Pool#FS9788 5.500% 01-Nov-2054, 5.50%, 11/01/54 FN 3140XR2W4 - 26,126,726 $27,192,616 $27,192,616 0.41 $26,565,275
FNMA 30yr Pool#FS8681 4.500% 01-Oct-2050, 4.50%, 10/01/50 FN 3140XQUF2 - 27,011,785 $27,044,525 $27,044,525 0.41 $26,661,046
FHLMC 30yr Pool#SL4437 6.000% 01-Sep-2054, 6.00%, 09/01/54 FR 31427R4X5 - 24,708,083 $25,831,374 $25,831,374 0.39 $25,777,840
FHLMC 30yr Pool#SD1143 4.500% 01-Sep-2050, 4.50%, 09/01/50 FR 3132DNHU0 - 25,390,499 $25,516,932 $25,516,932 0.38 $25,060,811
NRM MSR-Collateralized Notes, Series 2024-FNT1 A 7.398% 25-NOV-2029, 7.40%, 11/25/31 NZES 2024-FNT1 62956YAA7 - 24,941,325 $25,203,680 $25,203,680 0.38 $25,106,297
FNMA 30yr Pool#FA3714 5.000% 01-Nov-2055, 5.00%, 11/01/55 FN 3140W4DU8 - 24,326,478 $24,775,367 $24,775,367 0.37 $24,440,389
FHLMC 30yr Pool#SD3271 5.500% 01-Jun-2053, 5.50%, 06/01/53 FR 3132DQT48 - 23,368,609 $24,756,985 $24,756,985 0.37 $24,025,908
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-HQA3 M2 5.7619% 25-SEP-2041, 5.76%, 09/25/41 STACR 2021-HQA3 35564KJP5 - 23,964,288 $24,135,834 $24,135,834 0.36 $24,059,123
FNMA 30yr Pool#FS9239 4.500% 01-Jan-2051, 4.50%, 01/01/51 FN 3140XRHR9 - 23,292,550 $23,322,167 $23,322,167 0.35 $22,990,104
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2025-HQA1 M2 5.3119% 25-FEB-2045, 5.31%, 02/25/45 STACR 2025-HQA1 35564NHA4 - 23,060,148 $23,093,794 $23,093,794 0.35 $23,025,743
FNMA 30yr Pool#FA4386 5.500% 01-Jan-2056, 5.50%, 01/01/56 FN 3140W42U0 - 21,515,354 $22,347,893 $22,347,893 0.34 $22,115,077
FHLMC 30yr Pool#TA4415 5.000% 01-Jan-2056, 5.00%, 01/01/56 FR 3142JS3Z6 - 22,310,852 $22,326,946 $22,326,946 0.34 $22,167,118
FNMA 30yr Pool#CC1195 5.000% 01-Oct-2055, 5.00%, 10/01/55 FN 3140Y7KH0 - 21,480,311 $21,746,247 $21,746,247 0.33 $21,570,628
FNMA 30yr Pool#FM7840 4.000% 01-Apr-2050, 4.00%, 04/01/50 FN 3140XBWA4 - 22,385,393 $21,634,703 $21,634,703 0.33 $21,427,313
PRET 2025-RPL3 Trust A1 4.15% 25-APR-2065, 4.15%, 04/25/65 PRET 2025-RPL3 69382RAA1 - 21,960,330 $21,595,113 $21,595,113 0.32 $21,486,257
FHLMC 30yr Pool#SD5061 5.500% 01-Mar-2054, 5.50%, 03/01/54 FR 3132DSTS1 - 20,284,372 $21,283,833 $21,283,833 0.32 $20,838,641
FNMA 30yr Pool#FA1129 6.500% 01-Jun-2054, 6.50%, 06/01/54 FN 3140W1HF3 - 19,306,269 $21,208,623 $21,208,623 0.32 $20,171,923
FNMA 30yr Pool#FS4781 4.000% 01-Oct-2051, 4.00%, 10/01/51 FN 3140XLJ33 - 21,751,578 $21,103,494 $21,103,494 0.32 $20,820,625
FNMA 30yr Pool#FS7225 4.000% 01-Aug-2051, 4.00%, 08/01/51 FN 3140XPA33 - 21,672,315 $21,008,025 $21,008,025 0.32 $20,776,598
FNMA 30yr Pool#FA1128 6.500% 01-Aug-2054, 6.50%, 08/01/54 FN 3140W1HE6 - 19,707,087 $20,843,907 $20,843,907 0.31 $20,551,380
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-DNA6 B2 11.1619% 25-OCT-2041, 11.16%, 10/25/41 STACR 2021-DNA6 35564KLV9 - 19,937,000 $20,834,625 $20,834,625 0.31 $20,514,861
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA5 M2 10.4119% 25-JUN-2042, 10.41%, 06/25/42 STACR 2022-DNA5 35564KYW3 - 19,321,656 $20,694,947 $20,694,947 0.31 $20,583,183
RCKT Mortgage Trust 2026-CES2 A3 5.255% 25-FEB-2056, 5.25%, 02/25/56 RCKT 2026-CES2 74940EAD9 - 20,600,000 $20,499,046 $20,499,046 0.31 $20,369,744
FNMA 30yr Pool#CB7112 5.500% 01-Sep-2053, 5.50%, 09/01/53 FN 3140QS3W9 - 19,394,832 $20,280,423 $20,280,423 0.30 $19,921,975
FNMA 40yr Pool#BF0226 3.500% 01-Jan-2058, 3.50%, 01/01/58 FN 3140FXHC9 - 21,403,472 $20,133,196 $20,133,196 0.30 $19,866,741
FHLMC 30yr Pool#SD6989 5.500% 01-Nov-2054, 5.50%, 11/01/54 FR 3132DUXS1 - 19,392,331 $20,101,002 $20,101,002 0.30 $19,717,841
FNMA 40yr Pool#BF0713 4.000% 01-Mar-2063, 4.00%, 03/01/63 FN 3140FXYK2 - 20,076,885 $19,961,439 $19,961,439 0.30 $19,104,156
FNMA 30yr Pool#FS6382 4.000% 01-Aug-2051, 4.00%, 08/01/51 FN 3140XNCU6 - 20,443,882 $19,911,070 $19,911,070 0.30 $19,598,936
FNMA 40yr Pool#BF0807 3.500% 01-Apr-2064, 3.50%, 04/01/64 FN 3140FX3R1 - 21,187,036 $19,752,749 $19,752,749 0.30 $19,331,819
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 $19,698,380 $19,698,380 0.30 $19,660,933
FINANCE OF AMERICA STRUC 3.28125% 74, 3.50%, 04/25/74 FASST 2024-S3 31739WAB8 - 19,555,485 $19,141,840 $19,141,840 0.29 $19,105,716
FNMA 30yr Pool#FS5028 4.000% 01-Oct-2051, 4.00%, 10/01/51 FN 3140XLSS8 - 19,211,768 $18,791,039 $18,791,039 0.28 $18,389,517
FHLMC 30yr Pool#SL0850 4.000% 01-Jul-2049, 4.00%, 07/01/49 FR 31427M5L1 - 18,867,704 $18,695,337 $18,695,337 0.28 $18,449,705
RCKT MOR 2025-CES9 FLT 2055 A1B, 5.00%, 09/25/55 RCKT 2025-CES9 74942JAB0 - 18,708,534 $18,650,903 $18,650,903 0.28 $18,539,238
FNMA 30yr Pool#FA1182 4.500% 01-Jun-2049, 4.50%, 06/01/49 FN 3140W1J46 - 18,307,442 $18,310,645 $18,310,645 0.28 $18,069,725
FNMA 30yr Pool#FA1549 5.500% 01-May-2055, 5.50%, 05/01/55 FN 3140W1WK5 - 17,565,249 $18,174,638 $18,174,638 0.27 $18,010,412
FNMA 30yr Pool#FS2863 4.000% 01-Sep-2052, 4.00%, 09/01/52 FN 3140XJFD0 - 18,582,520 $18,115,561 $18,115,561 0.27 $17,781,221
FHLMC 30yr Pool#QJ9063 5.000% 01-Nov-2054, 5.00%, 11/01/54 FR 3133D1B81 - 17,896,781 $17,998,200 $17,998,200 0.27 $17,846,280
FNMA 30yr Pool#FS8709 4.500% 01-Jan-2051, 4.50%, 01/01/51 FN 3140XQVB0 - 17,672,442 $17,653,808 $17,653,808 0.27 $17,442,971
SALUDA GRADE ALTERNATIVE M 5.749% 31, 5.75%, 03/25/31 GRADE 2026-RTL7 79584UAA9 - 17,370,000 $17,447,823 $17,447,823 0.26 $17,245,329
FHLMC 30yr Pool#QY8779 6.000% 01-Jul-2055, 6.00%, 07/01/55 FR 31426TXH5 - 16,051,901 $16,907,019 $16,907,019 0.25 $16,564,641
FNMA 30yr Pool#FA1358 4.500% 01-May-2050, 4.50%, 05/01/50 FN 3140W1QL0 - 16,473,076 $16,572,012 $16,572,012 0.25 $16,273,178
FNMA 40yr Pool#BF0806 3.500% 01-Apr-2064, 3.50%, 04/01/64 FN 3140FX3Q3 - 17,199,916 $16,111,312 $16,111,312 0.24 $15,745,074
FHLMC 30yr Pool#SD0985 4.500% 01-Oct-2050, 4.50%, 10/01/50 FR 3132DNCW1 - 15,748,506 $15,914,647 $15,914,647 0.24 $15,589,182
SALUDA GR ALT MTG TR 2025-LOC5 A1B, 5.48%, 10/25/55 GRADE 2025-LOC5 79581XAC2 - 15,693,000 $15,783,746 $15,783,746 0.24 $15,735,982
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA4 M2 8.9119% 25-MAY-2042, 8.91%, 05/25/42 STACR 2022-DNA4 35564KXA2 - 15,050,000 $15,772,186 $15,772,186 0.24 $15,697,672
FNMA 40yr Pool#BF0801 2.500% 01-Apr-2064, 2.50%, 04/01/64 FN 3140FX3K6 - 18,422,905 $15,721,376 $15,721,376 0.24 $15,391,247
Vontive Mortgage Trust 2025-RTL1 A1 6.507% 25-MAR-2030, 6.51%, 03/25/30 VNTV 2025-RTL1 928884AA3 - 15,444,000 $15,656,102 $15,656,102 0.24 $15,603,064
Saluda Grade Alternative Mortgage Trust 2026-HB1 A1B 5.22855% 25-APR-2056, 5.23%, 04/25/56 GRADE 2026-HB1 795939AC1 - 15,543,448 $15,540,181 $15,540,181 0.23 $15,495,031
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 $15,437,414 $15,437,414 0.23 $15,302,206
FNMA 30yr Pool#FM4738 4.000% 01-Sep-2050, 4.00%, 09/01/50 FN 3140X8HQ3 - 15,517,037 $15,271,614 $15,271,614 0.23 $14,866,575
FNMA 30yr Pool#DA1525 6.000% 01-Oct-2053, 6.00%, 10/01/53 FN 3140A1VT1 - 14,480,376 $15,053,873 $15,053,873 0.23 $14,931,368
FNMA 30yr Pool#FS9116 6.000% 01-Sep-2054, 6.00%, 09/01/54 FN 3140XRDW2 - 14,039,889 $15,008,439 $15,008,439 0.23 $14,476,844
FHLMC 30yr Pool#QH3192 6.000% 01-Oct-2053, 6.00%, 10/01/53 FR 3133CFRM3 - 14,422,936 $14,995,341 $14,995,341 0.23 $14,872,140
PRET 2025-RPL1 Trust A1 4.0% 25-JUL-2069, 4.00%, 07/25/69 PRET 2025-RPL1 69392FAA5 - 14,912,730 $14,548,489 $14,548,489 0.22 $14,477,239
RCKT Mortgage Trust 2026-CES2 A2 5.055% 25-FEB-2056, 5.05%, 02/25/56 RCKT 2026-CES2 74940EAC1 - 14,268,000 $14,188,576 $14,188,576 0.21 $14,102,427
FHLMC 30yr Pool#SL3988 5.000% 01-Jan-2056, 5.00%, 01/01/56 FR 31427RNE6 - 13,915,196 $14,140,985 $14,140,985 0.21 $13,973,704
FHLMC 30yr Pool#SD6178 4.500% 01-Jan-2051, 4.50%, 01/01/51 FR 3132DT2K5 - 14,164,410 $14,105,360 $14,105,360 0.21 $13,992,527
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 $14,074,394 $14,074,394 0.21 $14,032,950
BMP Commercial Mortgage Trust 2024-MF23 A 5.05194% 15-JUN-2041, 5.04%, 06/15/41 BMP 2024-MF23 05593JAA8 - 14,000,000 $14,056,045 $14,056,045 0.21 $13,997,193
Galaxy XXVI CLO Ltd., 6.01%, 07/31/26 GLXYT 2025-1 362922AA4 - 13,904,675 $14,004,531 $14,004,531 0.21 $13,979,010
FNMA 30yr Pool#FA3563 5.500% 01-Nov-2055, 5.50%, 11/01/55 FN 3140W35Z8 - 13,207,490 $13,821,517 $13,821,517 0.21 $13,575,638
PRPM 2025-RCF3 LLC 5.25% 55, 5.25%, 07/25/55 PRPM 2025-RCF3 69392PAA3 - 13,615,435 $13,680,607 $13,680,607 0.21 $13,595,227
FNMA 30yr Pool#CC0097 5.500% 01-Mar-2055, 5.50%, 03/01/55 FN 3140Y6DB3 - 12,959,212 $13,631,537 $13,631,537 0.20 $13,311,204
GS Mortgage-Backed Securities Trust 2025-RPL3 A1 4.1% 25-JUL-2065, 4.10%, 07/25/65 GSMBS 2025-RPL3 362963AA8 - 13,803,223 $13,555,396 $13,555,396 0.20 $13,487,799
FINANCE OF AMER STR TR 2024-S2 A1, 3.50%, 04/25/74 FASST 2024-S2 31739VAA2 - 13,757,951 $13,535,758 $13,535,758 0.20 $13,510,344
FHLMC 30yr Pool#SD5963 6.000% 01-Jul-2054, 6.00%, 07/01/54 FR 3132DTTU4 - 12,618,674 $13,285,830 $13,285,830 0.20 $13,011,397
Foundation Finance Trust 2025-2 B 4.94% 15-APR-2052, 4.94%, 04/15/52 FFIN 2025-2A 35042NAB1 - 13,050,000 $13,101,618 $13,101,618 0.20 $13,049,686
Chase Mortgage Reference Notes, Series 2020-CL1 M1 6.04303% 25-OCT-2057, 6.04%, 10/25/57 CHASE 2020-CL1 46591HAG5 - 12,687,789 $13,085,926 $13,085,926 0.20 $13,043,331
FNMA 30yr Pool#FM5350 4.500% 01-Sep-2050, 4.50%, 09/01/50 FN 3140X85L7 - 12,752,202 $12,804,422 $12,804,422 0.19 $12,544,537
FNMA 30yr Pool#FS8717 6.000% 01-Jul-2054, 6.00%, 07/01/54 FN 3140XQVK0 - 11,803,296 $12,567,327 $12,567,327 0.19 $12,170,644
FHLMC 30yr Pool#SD6558 6.000% 01-Sep-2054, 6.00%, 09/01/54 FR 3132DUJB4 - 11,665,571 $12,331,709 $12,331,709 0.19 $12,028,631
FHLMC 30yr Pool#SD5994 4.500% 01-Sep-2050, 4.50%, 09/01/50 FR 3132DTUT5 - 12,291,339 $12,306,585 $12,306,585 0.18 $12,131,740
PRET 2025-RPL5 TRUST FLTG 2070 A1, 4.15%, 01/25/70 PRET 2025-RPL5 69393AAA5 - 12,581,417 $12,294,103 $12,294,103 0.18 $12,231,738
FNMA 30yr Pool#DE6043 6.000% 01-Aug-2055, 6.00%, 08/01/55 FN 3140BJWD5 - 11,457,836 $12,217,491 $12,217,491 0.18 $11,814,842
FNMA 40yr Pool#BF0731 2.500% 01-Jun-2063, 2.50%, 06/01/63 FN 3140FXY55 - 14,467,810 $12,171,700 $12,171,700 0.18 $12,103,993
Huntington Bank Auto Credit-Linked Notes, Series 2024-2 B1 5.442% 20-OCT-2032, 5.44%, 10/20/32 HACLN 2024-2 44644NAG4 - 12,003,296 $12,138,393 $12,138,393 0.18 $12,094,845
FHLMC 30yr Pool#QG6755 5.500% 01-Jun-2053, 5.50%, 06/01/53 FR 3133C7QG5 - 11,619,175 $12,041,524 $12,041,524 0.18 $11,945,993
FNMA 30yr Pool#FS7541 4.000% 01-Jun-2052, 4.00%, 06/01/52 FN 3140XPLX5 - 12,310,184 $11,904,194 $11,904,194 0.18 $11,783,317
FNMA 30yr Pool#DG1554 5.000% 01-Feb-2056, 5.00%, 02/01/56 FN 3140U4WQ8 - 11,768,279 $11,776,859 $11,776,859 0.18 $11,692,464
TOWD POINT MORTGAGE TRUST 2025 0% 65, 4.97%, 09/25/65 TPMT 2025-FIX1 89183MAA1 - 11,679,087 $11,677,872 $11,677,872 0.18 $11,608,569
FNMA 30yr Pool#DF9041 5.000% 01-Jan-2056, 5.00%, 01/01/56 FN 3140U1BK0 - 11,649,623 $11,658,824 $11,658,824 0.18 $11,574,571
FHLMC 30yr Pool#TA5410 5.000% 01-Feb-2056, 5.00%, 02/01/56 FR 3142JUAL4 - 11,623,648 $11,656,230 $11,656,230 0.18 $11,548,764
FNMA 30yr Pool#DE1157 6.000% 01-Jun-2055, 6.00%, 06/01/55 FN 3140BDJB7 - 10,794,952 $11,514,793 $11,514,793 0.17 $11,131,304
FHF ISSUER TRUST 2024-1 0% 26, 4.84%, 12/15/26 FHF 2025-2A 30343DAA2 - 11,404,227 $11,449,649 $11,449,649 0.17 $11,405,194
Vista Point Securitization Trust 2025-CES2 A1 5.601% 25-AUG-2055, 5.60%, 08/25/55 VSTA 2025-CES2 92842UAA0 - 11,335,223 $11,438,649 $11,438,649 0.17 $11,362,815
FNMA 40yr Pool#BF0783 3.500% 01-Dec-2063, 3.50%, 12/01/63 FN 3140FX2R2 - 11,988,117 $11,325,878 $11,325,878 0.17 $10,938,392
FIGRE TRUST 2025-HE4 FLTG 2055 C, 5.71%, 07/25/55 FIGRE 2025-HE4 31684PAC6 - 11,135,931 $11,246,693 $11,246,693 0.17 $11,170,756
FNMA 30yr Pool#FA0470 6.000% 01-Jan-2055, 6.00%, 01/01/55 FN 3140W0QY4 - 10,498,785 $11,202,585 $11,202,585 0.17 $10,825,532
TOWD PT MTG TR 2025-FIX2 FLTG A1, 5.25%, 10/25/65 TPMT 2025-FIX2 89183RAA0 - 11,094,593 $11,141,858 $11,141,858 0.17 $11,072,299
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA7 M2 10.6619% 25-SEP-2042, 10.66%, 03/25/52 STACR 2022-DNA7 35564KL72 - 10,000,000 $10,935,243 $10,935,243 0.16 $10,876,010
PRET 2025-NPL4 A1 6.3677% 25-MAY-2055, 6.37%, 04/25/55 PRET 2025-NPL4 74136UAA3 - 10,836,005 $10,875,650 $10,875,650 0.16 $10,839,233
FNMA 30yr Pool#FS5818 4.500% 01-Oct-2050, 4.50%, 10/01/50 FN 3140XMPC4 - 10,925,398 $10,835,904 $10,835,904 0.16 $10,747,482
FNMA 30yr Pool#FS6236 6.500% 01-Nov-2053, 6.50%, 11/01/53 FN 3140XM4W3 - 9,667,881 $10,748,982 $10,748,982 0.16 $10,114,108
METRONET INFRASTRUCTURE ISSU 5.4% 55, 5.40%, 08/20/55 MNET 2025-2A 59170JAX6 - 10,600,000 $10,734,108 $10,734,108 0.16 $10,695,948
FHLMC 30yr Pool#QH3306 6.000% 01-Oct-2053, 6.00%, 10/01/53 FR 3133CFU72 - 9,915,830 $10,569,835 $10,569,835 0.16 $10,317,055
FNMA 30yr Pool#CC1844 5.500% 01-Jan-2056, 5.50%, 01/01/56 FN 3140Y8BN5 - 10,174,001 $10,553,758 $10,553,758 0.16 $10,450,342
Homeward Opportunities Fund Trust 2025-RRTL1 A1 5.476% 25-MAR-2040, 5.48%, 03/25/40 HOF 2025-RRTL1 437919AA1 - 10,475,000 $10,510,459 $10,510,459 0.16 $10,480,185
FNMA 30yr Pool#FS7613 4.500% 01-May-2052, 4.50%, 05/01/52 FN 3140XPN70 - 10,491,739 $10,467,494 $10,467,494 0.16 $10,355,507
FNMA 30yr Pool#FS5362 4.500% 01-Dec-2050, 4.50%, 12/01/50 FN 3140XL5Y0 - 10,379,771 $10,435,246 $10,435,246 0.16 $10,244,993
FNMA 30yr Pool#FS9909 5.000% 01-Nov-2054, 5.00%, 11/01/54 FN 3140XSAK9 - 10,142,904 $10,314,649 $10,314,649 0.16 $10,185,274
FNMA 30yr Pool#BX0421 5.500% 01-Nov-2052, 5.50%, 11/01/52 FN 3140N4PF8 - 9,635,021 $10,163,867 $10,163,867 0.15 $9,884,602
FNMA 30yr Pool#FA4709 5.500% 01-Jul-2055, 5.50%, 07/01/55 FN 3140W5GT5 - 9,850,995 $10,139,738 $10,139,738 0.15 $10,120,173
Connecticut Avenue Securities Trust 2022-R02 2B2 11.3119% 25-JAN-2042, 11.31%, 01/25/42 CAS 2022-R02 20754BAJ0 - 9,637,000 $10,110,147 $10,110,147 0.15 $10,049,584
LHOME Mortgage Trust 2024-RTL3 A1 6.9% 25-MAY-2029, 6.90%, 05/25/29 LHOME 2024-RTL3 50205GAA0 - 9,960,000 $10,038,233 $10,038,233 0.15 $10,001,962
FHLMC 30yr Pool#SD5224 6.000% 01-Mar-2054, 6.00%, 03/01/54 FR 3132DSYV8 - 9,335,221 $9,923,583 $9,923,583 0.15 $9,626,632
FNMA 30yr Pool#DG2558 5.000% 01-Feb-2056, 5.00%, 02/01/56 FN 3140U5ZY5 - 9,879,982 $9,886,327 $9,886,327 0.15 $9,816,279
FNMA 30yr Pool#FS6662 4.000% 01-Oct-2051, 4.00%, 10/01/51 FN 3140XNML5 - 10,181,371 $9,881,256 $9,881,256 0.15 $9,745,615
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA6 M2 9.4119% 25-SEP-2042, 9.41%, 09/25/42 STACR 2022-DNA6 35564KH77 - 9,166,000 $9,787,409 $9,787,409 0.15 $9,739,482
Ally Bank Auto Credit-Linked Notes, Series 2025-A C 4.844% 15-JUN-2033, 4.84%, 06/15/33 ABCLN 2025-A 02007G5F6 - 9,662,472 $9,711,667 $9,711,667 0.15 $9,673,963
FHLMC 30yr Pool#QH4373 6.000% 01-Nov-2053, 6.00%, 11/01/53 FR 3133CG2E6 - 9,122,195 $9,702,430 $9,702,430 0.15 $9,406,307
New Residential Mortgage Loan Trust 2026-NQM1 A2 5.078% 25-NOV-2065, 5.08%, 11/25/65 NRZT 2026-NQM1 64832LAF0 - 9,702,002 $9,678,801 $9,678,801 0.15 $9,619,955
FHLMC 30yr Pool#RA7104 4.500% 01-Feb-2051, 4.50%, 02/01/51 FR 3133KN3M3 - 9,705,904 $9,601,849 $9,601,849 0.14 $9,532,605
FNMA 30yr Pool#FS7117 6.500% 01-Feb-2054, 6.50%, 02/01/54 FN 3140XN4B7 - 8,455,016 $9,485,639 $9,485,639 0.14 $8,845,263
Connecticut Avenue Securities Trust 2022-R04 1B2 13.1619% 25-MAR-2042, 13.16%, 03/25/42 CAS 2022-R04 20753YAL6 - 8,793,401 $9,452,184 $9,452,184 0.14 $9,387,885
SALUDA GRADE ALTERNATIVE MORT A2, 6.75%, 03/25/31 GRADE 2026-RTL7 79584UAB7 - 9,418,000 $9,424,088 $9,424,088 0.14 $9,348,178
Acacia 2025-1 A 5.24% 15-NOV-2037, 5.24%, 11/15/37 ACACIA 2025-1 00401PAA7 - 9,367,465 $9,415,609 $9,415,609 0.14 $9,376,068
FNMA 30yr Pool#FS2144 3.500% 01-Jun-2052, 3.50%, 06/01/52 FN 3140XHL21 - 9,944,468 $9,361,034 $9,361,034 0.14 $9,277,624
LHOME Mortgage Trust 2024-RTL5 A2 5.751% 25-SEP-2039, 5.75%, 09/25/39 LHOME 2024-RTL5 50205WAB3 - 9,325,000 $9,358,773 $9,358,773 0.14 $9,330,469
Rithm Capital Corp. 8.0% 01-APR-2029, 8.00%, 04/01/29 RITM 64828TAB8 - 9,213,000 $9,350,558 $9,350,558 0.14 $9,323,943
CONNECTICUT AVENUE SECUR 5.95001% 45, 5.26%, 07/25/45 CAS 2025-R05 20753CAC4 - 9,254,000 $9,283,882 $9,283,882 0.14 $9,256,830
Brean Asset Backed Securities Trust 2024-RM8 A1 4.5% 25-MAY-2064, 4.50%, 05/25/64 BABS 2024-RM8 10637YAA3 - 9,170,466 $9,056,478 $9,056,478 0.14 $9,034,699
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA2 B2 12.1619% 25-FEB-2042, 12.16%, 02/25/42 STACR 2022-DNA2 35564KSQ3 - 8,519,000 $9,042,750 $9,042,750 0.14 $8,985,191
FIGRE TRUST 2025 HE4 FLTG 2055 B, 5.61%, 07/25/55 FIGRE 2025-HE4 31684PAB8 - 8,621,567 $8,735,338 $8,735,338 0.13 $8,677,587
Freddie Mac Multiclass Certificates, Series 5164 FA 3.9119% 25-NOV-2051, 3.91%, 11/25/51 FHR 5164 3137H3PY2 - 9,515,599 $8,733,244 $8,733,244 0.13 $8,713,598
FNMA 30yr Pool#DG0913 5.000% 01-Jan-2056, 5.00%, 01/01/56 FN 3140U4AP4 - 8,497,543 $8,504,257 $8,504,257 0.13 $8,442,799
Connecticut Avenue Securities Trust 2022-R01 1B2 9.6619% 25-DEC-2041, 9.66%, 12/25/41 CAS 2022-R01 20754LAJ8 - 8,116,382 $8,383,149 $8,383,149 0.13 $8,339,583
FHLMC 30yr Pool#SD7417 5.500% 01-Jan-2055, 5.50%, 01/01/55 FR 3132DVG25 - 8,044,631 $8,362,396 $8,362,396 0.13 $8,255,601
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 $8,337,332 $8,337,332 0.13 $8,260,801
FHLMC 30yr Pool#QZ9092 5.000% 01-Nov-2055, 5.00%, 11/01/55 FR 31427KC60 - 8,056,227 $8,194,900 $8,194,900 0.12 $8,004,326
FHLMC 30yr Pool#QY9874 6.000% 01-Aug-2055, 6.00%, 08/01/55 FR 31426U6L3 - 7,683,523 $8,064,703 $8,064,703 0.12 $7,922,927
Huntington Bank Auto Credit-Linked Notes, Series 2024-1 B1 6.153% 20-MAY-2032, 6.15%, 05/20/32 HACLN 2024-1 44644NAA7 - 7,924,913 $8,048,059 $8,048,059 0.12 $8,015,551
FNMA 30yr Pool#DA0026 6.000% 01-Sep-2053, 6.00%, 09/01/53 FN 3140A0A41 - 7,728,486 $8,036,029 $8,036,029 0.12 $7,969,191
RCKT Mortgage Trust 2024-CES9 A1B 5.683% 25-DEC-2044, 5.68%, 12/25/44 RCKT 2024-CES9 749426AB8 - 7,921,939 $7,990,236 $7,990,236 0.12 $7,936,462
PRPM 2025-RPL4 A1, 3.00%, 05/25/55 PRPM 2025-RPL4 74448NAA2 - 8,212,859 $7,905,770 $7,905,770 0.12 $7,876,340
Fannie Mae REMIC Trust 2022-65 FB 4.4619% 25-SEP-2052, 4.46%, 09/25/52 FNR 2022-65 3136BPCQ2 - 7,882,836 $7,866,819 $7,866,819 0.12 $7,848,256
FNMA 30yr Pool#DF2677 6.000% 01-Nov-2055, 6.00%, 11/01/55 FN 3140BS6P7 - 6,228,165 $7,835,380 $7,835,380 0.12 $6,428,620
FHLMC 30yr Pool#QH1500 6.000% 01-Sep-2053, 6.00%, 09/01/53 FR 3133CDUZ5 - 7,493,942 $7,829,802 $7,829,802 0.12 $7,764,897
Alterna Funding III A 6.26% 15-MAY-2039, 6.26%, 05/16/39 TAX 2024-1A 02157JAA3 - 7,751,589 $7,802,331 $7,802,331 0.12 $7,763,241
FHLMC 30yr Pool#TA6739 5.000% 01-Feb-2056, 5.00%, 02/01/56 FR 3142JVPZ5 - 7,747,047 $7,752,642 $7,752,642 0.12 $7,697,097
RCKT Mortgage Trust 2025-CES7 A1B 5.478% 25-JUL-2055, 5.48%, 07/25/55 RCKT 2025-CES7 74943AAB8 - 7,669,998 $7,721,246 $7,721,246 0.12 $7,671,060
FNMA 30yr Pool#FA1613 5.000% 01-Apr-2055, 5.00%, 04/01/55 FN 3140W1YK3 - 7,422,549 $7,542,614 $7,542,614 0.11 $7,453,555
Connecticut Avenue Securities Trust 2025-R01 1M2 5.1619% 25-JAN-2045, 5.16%, 01/25/45 CAS 2025-R01 20755JAC7 - 7,526,000 $7,542,092 $7,542,092 0.11 $7,520,509
COOPR Residential Mortgage Trust 2025-CES3 A1A 4.84% 25-SEP-2060, 4.84%, 09/25/60 COOPR 2025-CES3 216926AA3 - 7,436,615 $7,419,590 $7,419,590 0.11 $7,376,598
SALUDA GR ALT MTG TR 25 RRTL1 A1, 5.32%, 10/25/40 GRADE 2025-RRTL1 79582NAA7 - 7,388,000 $7,416,633 $7,416,633 0.11 $7,369,687
COOPR Residential Mortgage Trust 2026-CES1 A1B 4.996% 25-FEB-2061, 5.00%, 01/01/61 COOPR 2026-CES1 21689GAB4 - 7,308,753 $7,319,861 $7,319,861 0.11 $7,276,247
FHLMC 30yr Pool#QX0520 5.500% 01-Dec-2054, 5.50%, 12/01/54 FR 31425USJ5 - 6,907,660 $7,077,952 $7,077,952 0.11 $7,023,608
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 $7,018,286 $7,018,286 0.11 $6,974,206
FHLMC 30yr Pool#QG3912 5.500% 01-Jun-2053, 5.50%, 06/01/53 FR 3133C4KZ6 - 6,816,133 $7,014,064 $7,014,064 0.11 $6,960,792
ACHM Trust 2024-HE1 A 6.55% 25-MAY-2039, 6.55%, 05/25/39 ACHM 2024-HE1 00449TAA3 - 6,833,942 $7,010,241 $7,010,241 0.11 $6,986,616
PRPM 2025-RCF3, LLC, 5.77%, 08/25/28 PRPM 2025-6 69395KAA1 - 6,923,431 $6,992,175 $6,992,175 0.11 $6,944,426
FIGRE TRUST 2025-HE6 FLTG 2055 C, 5.25%, 09/25/55 FIGRE 2025-HE6 31684NAC1 - 7,018,049 $6,990,437 $6,990,437 0.11 $6,946,470
LHOME Mortgage Trust 2024-RTL4 A2 6.092% 25-JUL-2039, 6.09%, 07/25/39 LHOME 2024-RTL4 50205PAB8 - 6,870,000 $6,905,482 $6,905,482 0.10 $6,883,394
Mello Mortgage Capital Acceptance 2024-SD1 A1 4.0% 25-APR-2054, 4.00%, 04/25/54 MELLO 58550DAA1 - 6,935,984 $6,848,369 $6,848,369 0.10 $6,833,726
FNMA 30yr Pool#FA0339 5.500% 01-Jan-2055, 5.50%, 01/01/55 FN 3140W0LV5 - 6,385,391 $6,612,852 $6,612,852 0.10 $6,557,155
RCKT MORTGAGE TRUST 2025 5.24863% 55, 5.25%, 08/25/55 RCKT 2025-CES8 74939WAB6 - 6,581,293 $6,595,400 $6,595,400 0.10 $6,554,141
FNMA 30yr Pool#FS4356 6.000% 01-May-2053, 6.00%, 05/01/53 FN 3140XKZW3 - 6,087,248 $6,530,770 $6,530,770 0.10 $6,277,270
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 $6,527,597 $6,527,597 0.10 $6,506,140
FNA 9 LLC|5.509|04/16/2046, 5.51%, 04/16/46 FNH 2026-1 34411JAA8 - 6,500,000 $6,507,632 $6,507,632 0.10 $6,500,670
HOMES 2026-INV1 Trust A1D 5.077% 25-AUG-2060, 5.08%, 08/25/60 HOMES 2026-INV1 43761FAD7 - 6,294,478 $6,343,864 $6,343,864 0.10 $6,278,562
PRET 2025-RPL2 Trust A1 4.0% 25-FEB-2065, 4.00%, 08/25/64 PRET 2025-RPL2 69392LAA2 - 6,377,162 $6,304,271 $6,304,271 0.09 $6,273,802
Ally Bank Auto Credit-Linked Notes, Series 2025-A D 4.991% 15-JUN-2033, 4.99%, 06/15/33 ABCLN 2025-A 02007G5G4 - 6,276,730 $6,295,269 $6,295,269 0.09 $6,270,033
FNMA 30yr Pool#FM4129 4.000% 01-Sep-2050, 4.00%, 09/01/50 FN 3140X7ST7 - 6,427,300 $6,246,658 $6,246,658 0.09 $6,152,216
FHLMC 30yr Pool#SD5223 6.000% 01-Apr-2054, 6.00%, 04/01/54 FR 3132DSYU0 - 5,799,717 $6,199,712 $6,199,712 0.09 $5,980,218
FIGRE TRUST 2025-HE6 FLTG 2055 B, 5.14%, 09/25/55 FIGRE 2025-HE6 31684NAB3 - 6,185,789 $6,161,276 $6,161,276 0.09 $6,123,269
FNMA 30yr Pool#DA1468 6.000% 01-Sep-2053, 6.00%, 09/01/53 FN 3140A1T23 - 5,875,819 $6,137,887 $6,137,887 0.09 $6,088,268
FNMA 30yr Pool#FS7397 6.000% 01-Mar-2054, 6.00%, 03/01/54 FN 3140XPGF0 - 5,751,145 $6,125,467 $6,125,467 0.09 $5,930,135
FHLMC 30yr Pool#QX9929 6.000% 01-Apr-2055, 6.00%, 04/01/55 FR 31426HA78 - 5,878,738 $6,114,391 $6,114,391 0.09 $6,064,618
Brean Asset Backed Securities Trust 2024-RM9 A1 5.0% 25-SEP-2064, 5.00%, 09/25/64 BABS 2024-RM9 10638DAA8 - 6,133,092 $6,096,324 $6,096,324 0.09 $6,080,140
FNMA 30yr Pool#DB4017 6.000% 01-May-2054, 6.00%, 05/01/54 FN 3140ADPB1 - 5,853,413 $6,086,551 $6,086,551 0.09 $6,035,585
FNMA 30yr Pool#DE6050 6.000% 01-Aug-2055, 6.00%, 08/01/55 FN 3140BJWL7 - 5,647,997 $6,064,897 $6,064,897 0.09 $5,885,903
RCKT Mortgage Trust 2024-CES1 A1B 6.325% 25-FEB-2044, 6.33%, 02/25/44 RCKT 2024-CES1 749424AB3 - 5,990,619 $6,059,551 $6,059,551 0.09 $6,014,293
FIGRE TRUST 2025-HE4 5.408% 55, 5.41%, 07/25/55 FIGRE 2025-HE4 31684PAA0 - 5,901,457 $5,961,980 $5,961,980 0.09 $5,923,859
FHLMC 30yr Pool#QH7040 6.000% 01-Dec-2053, 6.00%, 12/01/53 FR 3133CKZD3 - 5,660,099 $5,885,820 $5,885,820 0.09 $5,836,383
PRPM 2025-RPL3 A1 3.25% 25-APR-2055, 3.25%, 04/25/55 PRPM 2025-RPL3 69392NAA8 - 6,030,201 $5,834,755 $5,834,755 0.09 $5,811,347
Connecticut Avenue Securities, Series 2021-R02 2B2 9.8619% 25-NOV-2041, 9.86%, 11/25/41 CAS 2021-R02 20754KAJ0 - 5,616,000 $5,788,003 $5,788,003 0.09 $5,757,234
FHLMC 30yr Pool#QH4638 6.000% 01-Nov-2053, 6.00%, 11/01/53 FR 3133CHEK7 - 5,553,930 $5,774,717 $5,774,717 0.09 $5,726,908
FNMA 30yr Pool#FM7479 4.500% 01-Jan-2050, 4.50%, 01/01/50 FN 3140XBJZ4 - 5,743,632 $5,746,780 $5,746,780 0.09 $5,669,053
FNMA 30yr Pool#DE7796 6.000% 01-Aug-2055, 6.00%, 08/01/55 FN 3140BLUW0 - 5,477,428 $5,704,272 $5,704,272 0.09 $5,648,095
TVC Mortgage Trust 2025-RRTL1 A2 6.68% 25-APR-2040, 6.68%, 04/25/40 TVC 2025-RRTL1 900927AB0 - 5,597,000 $5,699,594 $5,699,594 0.09 $5,679,861
FIGRE Trust 2026-HE1 C 5.434% 25-JAN-2056, 5.43%, 01/25/56 FIGRE 2026-HE1 30249NAE7 - 5,613,757 $5,652,423 $5,652,423 0.08 $5,615,986
FHLMC 30yr Pool#SD3018 5.500% 01-May-2053, 5.50%, 05/01/53 FR 3132DQK70 - 5,322,921 $5,586,010 $5,586,010 0.08 $5,440,589
FNMA 30yr Pool#DD5556 6.000% 01-Mar-2055, 6.00%, 03/01/55 FN DD5556 MTGE 3140B6E68 - 5,272,443 $5,581,092 $5,581,092 0.08 $5,436,723
SF ABS ISSUER 2025-1 0%55 A2, 5.38%, 11/25/55 SFARM 2025-1A 784193AA2 - 5,750,000 $5,574,309 $5,574,309 0.08 $5,557,991
MS RES MTG LN TR 2025-SPL1 A1, 4.25%, 02/25/65 MSRM 2025-SPL1 617946AA6 - 5,668,838 $5,559,437 $5,559,437 0.08 $5,530,660
FNMA 30yr Pool#FS1578 4.000% 01-Oct-2050, 4.00%, 10/01/50 FN 3140XGXG9 - 5,708,450 $5,557,098 $5,557,098 0.08 $5,489,694
FHLMC 30yr Pool#SD3813 6.000% 01-Jul-2053, 6.00%, 07/01/53 FR 3132E0GW6 - 5,179,814 $5,494,352 $5,494,352 0.08 $5,358,308
FNMA 30yr Pool#FS0088 4.000% 01-Mar-2050, 4.00%, 03/01/50 FN 3140XFC25 - 5,631,182 $5,488,656 $5,488,656 0.08 $5,421,985
FHLMC 30yr Pool#SD2606 4.500% 01-Sep-2051, 4.50%, 09/01/51 FR 3132DP3P1 - 5,453,994 $5,403,349 $5,403,349 0.08 $5,356,613
BX Trust 2021-SDMF A 4.383% 15-SEP-2034, 4.38%, 09/15/34 BX 2021-SDMF 12434CAA2 - 5,355,350 $5,371,637 $5,371,637 0.08 $5,352,105
LHOME Mortgage Trust 2024-RTL2 A1 7.128% 25-MAR-2029, 7.13%, 03/25/29 LHOME 50205JAA4 - 5,293,684 $5,324,203 $5,324,203 0.08 $5,304,288
Huntington Bank Auto Credit-Linked Notes, Series 2025-1 B 4.957% 20-MAR-2033, 4.96%, 03/21/33 HACLN 2025-1 446438SX2 - 5,205,712 $5,236,587 $5,236,587 0.08 $5,219,384
OCEANVIEW MORTGAGE TRUST 4.99888% 55, 4.56%, 12/25/55 BVINV 2025-4 67647DAU3 - 5,216,742 $5,229,284 $5,229,284 0.08 $5,216,724
PRPM 2025-5 0%30, 5.73%, 07/25/30 PRPM 2025-5 69392RAA9 - 5,149,317 $5,195,227 $5,195,227 0.08 $5,159,990
FNMA 30yr Pool#DB4019 6.000% 01-May-2054, 6.00%, 05/01/54 FN 3140ADPD7 - 4,917,984 $5,111,844 $5,111,844 0.08 $5,070,955
FHLMC 30yr Pool#QJ9072 6.000% 01-Nov-2054, 6.00%, 11/01/54 FR 3133D1CH0 - 4,806,904 $5,095,542 $5,095,542 0.08 $4,956,506
FNMA 30yr Pool#BX5986 5.500% 01-Mar-2053, 5.50%, 03/01/53 FN 3140NAUL5 - 4,915,652 $5,094,838 $5,094,838 0.08 $5,053,917
Freddie Mac STACR REMIC Trust 2022-DNA2|8.4119|02/25/2042, 8.41%, 02/25/42 STACR 2022-DNA2 35564KSJ9 - 4,921,687 $5,078,083 $5,078,083 0.08 $5,053,933
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 $5,073,366 $5,073,366 0.08 $5,047,676
FNMA 30yr Pool#DC7015 5.500% 01-Dec-2054, 5.50%, 12/01/54 FN 3140AUYM9 - 4,885,410 $5,066,805 $5,066,805 0.08 $4,967,413
FNMA 30yr Pool#BY0337 6.500% 01-May-2053, 6.50%, 05/01/53 FN 3140NGLT5 - 4,748,049 $5,010,237 $5,010,237 0.08 $4,959,729
JP Morgan Mortgage Trust 2026-CES1 A3 5.332% 25-JUN-2056, 5.33%, 06/25/56 JPMMT 2026-CES1 46660BAE9 - 5,000,000 $4,991,110 $4,991,110 0.08 $4,959,266
FNMA 30yr Pool#CA0706 4.000% 01-Nov-2047, 4.00%, 11/01/47 FN 3140Q7YC5 - 5,096,640 $4,972,625 $4,972,625 0.07 $4,894,192
RCKT Mortgage Trust 2025-CES8 B2A 7.28202% 25-AUG-2055, 7.28%, 08/25/55 RCKT 2025-CES8 74939WAS9 - 5,040,000 $4,958,585 $4,958,585 0.07 $4,942,273
FHLMC 30yr Pool#QF9863 5.500% 01-Mar-2053, 5.50%, 03/01/53 FR 3133BX5Y3 - 4,776,220 $4,943,230 $4,943,230 0.07 $4,906,035
ABL 2024-RTL1 A2 7.457% 25-SEP-2029, 7.46%, 09/25/29 ABL 2024-RTL1 00092EAB4 - 4,840,000 $4,872,184 $4,872,184 0.07 $4,853,135
FNMA 30yr Pool#DA5019 6.500% 01-Nov-2053, 6.50%, 11/01/53 FN 3140A5SH2 - 4,567,166 $4,840,169 $4,840,169 0.07 $4,800,299
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 $4,829,562 $4,829,562 0.07 $4,786,522
FHLMC 30yr Pool#SD2715 4.500% 01-Sep-2050, 4.50%, 09/01/50 FR 3132DQAQ9 - 4,739,965 $4,707,980 $4,707,980 0.07 $4,662,776
Homeward Opportunities Fund Trust 2025-RRTL2 A1 5.237% 25-AUG-2040, 5.24%, 09/25/40 HOF 2025-RRTL2 437923AA3 - 4,682,000 $4,703,082 $4,703,082 0.07 $4,690,141
FHLMC 30yr Pool#QZ1060 6.000% 01-Aug-2055, 6.00%, 08/01/55 FR 31426XFA1 - 4,359,819 $4,612,402 $4,612,402 0.07 $4,496,157
Connecticut Avenue Securities Trust 2022-R07 1M2 8.3119% 25-JUN-2042, 8.31%, 06/25/42 CAS 2022-R07 20754MCB1 - 4,397,000 $4,591,557 $4,591,557 0.07 $4,571,253
FNMA 30yr Pool#BX9326 5.500% 01-Mar-2053, 5.50%, 03/01/53 FN 3140NELG8 - 4,431,575 $4,586,610 $4,586,610 0.07 $4,552,023
FNMA 30yr Pool#DC5656 5.000% 01-Nov-2054, 5.00%, 11/01/54 FN 3140ATJA5 - 4,567,402 $4,581,566 $4,581,566 0.07 $4,548,098
PRPM 2025 RCF4 LLC 4.5% 55, 4.50%, 08/25/55 PRPM 2025-RCF4 69382WAA0 - 4,591,533 $4,568,830 $4,568,830 0.07 $4,544,151
FHLMC 30yr Pool#QH4473 6.000% 01-Nov-2053, 6.00%, 11/01/53 FR 3133CG6J1 - 4,354,435 $4,558,049 $4,558,049 0.07 $4,490,054
Affirm Asset Securitization Trust 2025-X2 C 4.93% 15-OCT-2030, 4.93%, 10/15/30 AFFRM 2025-X2 00835DAC6 - 4,500,000 $4,517,779 $4,517,779 0.07 $4,499,908
FNMA 30yr Pool#DE9377 6.000% 01-Sep-2055, 6.00%, 09/01/55 FN 3140BNM39 - 4,325,523 $4,498,054 $4,498,054 0.07 $4,460,788
FHLMC 30yr Pool#RA1100 4.000% 01-Jul-2049, 4.00%, 07/01/49 FR 3133KGGH5 - 4,645,483 $4,479,458 $4,479,458 0.07 $4,447,462
FHLMC 30yr Pool#QH2259 6.000% 01-Sep-2053, 6.00%, 09/01/53 FR 3133CEQL9 - 4,208,175 $4,395,189 $4,395,189 0.07 $4,339,239
EFMT 2026-CES1 A3 5.466% 25-DEC-2060, 5.47%, 12/25/60 EFMT 2026-CES1 26846MAE4 - 4,250,000 $4,266,625 $4,266,625 0.06 $4,238,878
FNMA 30yr Pool#FS3246 5.500% 01-Nov-2052, 5.50%, 11/01/52 FN 3140XJTC7 - 3,950,187 $4,199,652 $4,199,652 0.06 $4,068,722
FNMA 30yr Pool#DD3307 6.000% 01-Feb-2055, 6.00%, 02/01/55 FN DD3307 MTGE 3140B3U91 - 3,758,657 $4,187,527 $4,187,527 0.06 $3,875,770
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-HQA4 B2 10.6619% 25-DEC-2041, 10.66%, 12/25/41 STACR 2021-HQA4 35564KPP8 - 4,000,000 $4,150,645 $4,150,645 0.06 $4,126,952
FNMA 30yr Pool#FA3788 5.500% 01-Nov-2055, 5.50%, 11/01/55 FN 3140W4F69 - 3,994,219 $4,145,700 $4,145,700 0.06 $4,106,919
Vista Point Securitization Trust 2026-CES1 A3 5.376% 25-FEB-2056, 5.38%, 02/25/56 VSTA 2026-CES1 92790EAC4 - 4,169,000 $4,145,161 $4,145,161 0.06 $4,133,332
FIGRE Trust 2025-HE3 B 5.71% 25-MAY-2055, 5.71%, 05/25/55 FIGRE 2025-HE3 31684LAB7 - 4,092,566 $4,133,815 $4,133,815 0.06 $4,105,902
FHLMC 30yr Pool#QF7280 5.500% 01-Jan-2053, 5.50%, 01/01/53 FR 3133BVCR4 - 3,950,507 $4,125,734 $4,125,734 0.06 $4,069,051
EASY STREET MORTGAGE LN 5.606%40 A1, 5.61%, 10/25/40 EASY 2025-RTL2 27786YAA6 - 4,100,000 $4,108,184 $4,108,184 0.06 $4,096,053
Ginnie Mae REMIC Trust 2023-116 LF 4.96154% 20-AUG-2053, 4.97%, 08/20/53 GNR 2023-116 38384EFT7 - 4,018,188 $4,062,734 $4,062,734 0.06 $4,049,413
FIGRE TRUST 2025-FL1 5.265% 55, 5.26%, 07/25/55 FIGRE 2025-FL1 31684QAA8 - 4,034,649 $4,059,781 $4,059,781 0.06 $4,034,408
FNMA 30yr Pool#CB2907 3.500% 01-Feb-2052, 3.50%, 02/01/52 FN 3140QNGR7 - 4,270,874 $4,052,922 $4,052,922 0.06 $3,994,531
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 $4,017,241 $4,017,241 0.06 $3,991,336
JP Morgan Mortgage Trust 2026-CES1 A2 5.182% 25-JUN-2056, 5.18%, 06/25/56 JPMMT 2026-CES1 46660BAD1 - 4,000,000 $3,992,179 $3,992,179 0.06 $3,967,421
FNMA 30yr Pool#BW6314 5.500% 01-Aug-2052, 5.50%, 08/01/52 FN 3140MYAQ5 - 3,825,603 $3,959,292 $3,959,292 0.06 $3,924,700
FNMA 30yr Pool#DE7795 6.000% 01-Aug-2055, 6.00%, 08/01/55 FN 3140BLUV2 - 3,674,162 $3,936,969 $3,936,969 0.06 $3,789,058
FHLMC 30yr Pool#QH5204 6.500% 01-Nov-2053, 6.50%, 11/01/53 FR 3133CHX91 - 3,694,116 $3,915,660 $3,915,660 0.06 $3,882,683
Fannie Mae REMIC Trust 2020-98 AI 3.5% 25-JAN-2061, 3.50%, 01/25/61 FNR 2020-98 3136BDLE6 - 18,265,759 $3,900,014 $3,900,014 0.06 $3,823,385
FHLMC 30yr Pool#QX6719 6.000% 01-Feb-2055, 6.00%, 02/01/55 FR 31426CPD0 - 3,747,918 $3,897,820 $3,897,820 0.06 $3,864,697
FIGRE Trust 2025-HE3 C 5.91% 25-MAY-2055, 5.91%, 05/25/55 FIGRE 2025-HE3 31684LAC5 - 3,847,012 $3,896,628 $3,896,628 0.06 $3,869,471
EFMT 2026-CES1 A2 5.316% 25-DEC-2060, 5.32%, 12/25/60 EFMT 2026-CES1 26846MAD6 - 3,881,000 $3,889,644 $3,889,644 0.06 $3,865,001
FNMA 30yr Pool#DA5072 6.500% 01-Nov-2053, 6.50%, 11/01/53 FN 3140A5T65 - 3,395,637 $3,846,805 $3,846,805 0.06 $3,549,325
Connecticut Avenue Securities Trust 2022-R02 2M2 6.6619% 25-JAN-2042, 6.66%, 01/25/42 CAS 2022-R02 20754BAB7 - 3,733,731 $3,795,227 $3,795,227 0.06 $3,781,409
FIGRE Trust 2026-HE1 B 5.183% 25-JAN-2056, 5.18%, 01/25/56 FIGRE 2026-HE1 30249NAD9 - 3,769,443 $3,787,570 $3,787,570 0.06 $3,764,234
FNMA 30yr Pool#FS2135 4.000% 01-Nov-2049, 4.00%, 11/01/49 FN 3140XHLR6 - 3,872,843 $3,771,977 $3,771,977 0.06 $3,712,778
FNMA 30yr Pool#BY0335 6.000% 01-May-2053, 6.00%, 05/01/53 FN 3140NGLR9 - 3,216,144 $3,755,895 $3,755,895 0.06 $3,304,332
FHLMC 30yr Pool#QH1144 5.500% 01-Sep-2053, 5.50%, 09/01/53 FR 3133CDHV9 - 3,463,817 $3,601,871 $3,601,871 0.05 $3,561,246
Connecticut Avenue Securities Trust 2022-R07 1B2 15.6619% 25-JUN-2042, 15.66%, 06/25/42 CAS 2022-R07 20754MAL1 - 3,206,201 $3,600,537 $3,600,537 0.05 $3,572,640
FNMA 30yr Pool#FS2713 4.500% 01-Oct-2050, 4.50%, 10/01/50 FN 3140XJAP8 - 3,576,768 $3,576,807 $3,576,807 0.05 $3,530,325
FHLMC 30yr Pool#QI8221 6.000% 01-Jun-2054, 6.00%, 06/01/54 FR 3133WFD20 - 3,320,671 $3,538,855 $3,538,855 0.05 $3,424,018
FNMA 30yr Pool#DF1002 6.000% 01-Oct-2055, 6.00%, 10/01/55 FN 3140BRDG1 - 3,383,611 $3,519,712 $3,519,712 0.05 $3,492,240
FHLMC 30yr Pool#QH0826 5.500% 01-Sep-2053, 5.50%, 09/01/53 FR 3133CC4K9 - 3,368,708 $3,489,626 $3,489,626 0.05 $3,463,461
FNMA 30yr Pool#BX6124 6.500% 01-Jan-2053, 6.50%, 01/01/53 FN 3140NAYW7 - 3,257,026 $3,476,091 $3,476,091 0.05 $3,447,161
FHLMC 30yr Pool#QF7810 5.500% 01-Jan-2053, 5.50%, 01/01/53 FR 3133BVVB8 - 3,338,362 $3,465,472 $3,465,472 0.05 $3,438,538
FHLMC 30yr Pool#QZ3837 6.000% 01-Sep-2055, 6.00%, 09/01/55 FR 31427BHP3 - 3,253,595 $3,459,687 $3,459,687 0.05 $3,355,339
FHLMC 30yr Pool#SD1416 4.500% 01-Dec-2048, 4.50%, 12/01/48 FR 3132DNSD6 - 3,449,941 $3,431,660 $3,431,660 0.05 $3,405,144
FHLMC 30yr Pool#QH7549 6.000% 01-Dec-2053, 6.00%, 12/01/53 FR 3133CLL61 - 3,148,019 $3,403,811 $3,403,811 0.05 $3,246,065
FNMA 30yr Pool#FM7031 4.000% 01-Jan-2051, 4.00%, 01/01/51 FN 3140XAY55 - 3,474,670 $3,386,700 $3,386,700 0.05 $3,325,956
OBX 2026 HE1 FLTG 2056 A1B, 5.16%, 02/25/56 OBX 2026-HE1 67124BAB1 - 3,369,884 $3,378,717 $3,378,717 0.05 $3,369,053
FINANCE OF AMERICA STRUCTURE 3.5% 74, 3.50%, 02/25/74 FASST 2024-S1 31740RAB6 - 3,411,353 $3,367,020 $3,367,020 0.05 $3,360,718
FHLMC 30yr Pool#QX5273 6.000% 01-Feb-2055, 6.00%, 02/01/55 FR 31426A2F4 - 3,099,659 $3,330,691 $3,330,691 0.05 $3,196,128
Connecticut Avenue Securities Trust 2024-R06 1M2 5.2619% 25-SEP-2044, 5.26%, 09/25/44 CAS 2024-R06 20755RAC9 - 3,317,962 $3,329,899 $3,329,899 0.05 $3,320,200
RCKT Mortgage Trust 2025-CES2 A1B 5.603% 25-FEB-2055, 5.60%, 02/25/55 RCKT 2025-CES2 74942BAB7 - 3,267,122 $3,293,866 $3,293,866 0.05 $3,272,001
RCKT Mortgage Trust 2026-CES1 A1B 4.928% 25-JAN-2056, 4.93%, 01/25/56 RCKT 2026-CES1 74939BAB2 - 3,266,503 $3,265,744 $3,265,744 0.05 $3,246,517
RCKT Mortgage Trust 2023-CES1 A1A 6.515% 25-JUN-2043, 6.51%, 06/25/43 RCKT 74935WAA2 - 3,195,307 $3,216,020 $3,216,020 0.05 $3,191,154
FHLMC 30yr Pool#QH6041 5.500% 01-Dec-2053, 5.50%, 12/01/53 FR 3133CJWA5 - 3,111,660 $3,202,891 $3,202,891 0.05 $3,177,699
FNMA 30yr Pool#FM1540 4.000% 01-Sep-2049, 4.00%, 09/01/49 FN 3140X4WA0 - 3,183,412 $3,153,885 $3,153,885 0.05 $3,047,714
FNMA 30yr Pool#MA4026 4.000% 01-May-2050, 4.00%, 05/01/50 FN 31418DPL0 - 3,238,847 $3,141,621 $3,141,621 0.05 $3,103,077
EFMT 2025-RTL1 0% 40, 5.22%, 11/25/40 EFMT 2025-RTL1 26846FAA7 - 3,108,000 $3,117,272 $3,117,272 0.05 $3,108,708
FHLMC 30yr Pool#QZ4951 6.000% 01-Oct-2055, 6.00%, 10/01/55 FR 31427CQD8 - 2,903,032 $3,095,046 $3,095,046 0.05 $2,993,814
FHLMC 30yr Pool#SD1111 4.000% 01-Jun-2050, 4.00%, 06/01/50 FR 3132DNGU1 - 3,120,372 $3,058,245 $3,058,245 0.05 $3,005,395
BX Trust 2021-BXMF C 4.98527% 15-OCT-2038, 4.98%, 10/15/26 BX 2021-BXMF 05609RAJ3 - 2,958,012 $2,969,380 $2,969,380 0.04 $2,957,107
COOPR Residential Mortgage Trust 2026-CES1 A2 5.158% 25-FEB-2061, 5.16%, 01/01/61 COOPR 2026-CES1 21689GAD0 - 2,949,000 $2,953,327 $2,953,327 0.04 $2,935,159
U.S. Bank Auto Credit Linked Notes, Series 2023-1 B 6.789% 25-AUG-2032, 6.79%, 08/25/32 USCLN 2023-1 90357PAV6 - 2,890,861 $2,921,339 $2,921,339 0.04 $2,910,981
FNMA 30yr Pool#MA4056 4.000% 01-Jun-2050, 4.00%, 06/01/50 FN 31418DQJ4 - 3,006,868 $2,918,466 $2,918,466 0.04 $2,880,823
GWT Commercial Mortgage Trust 2024-WLF2 A 5.37124% 15-MAY-2041, 5.36%, 05/15/41 GWT 2024-WLF2 362414AA2 - 2,900,000 $2,914,226 $2,914,226 0.04 $2,901,263
Structured Agency Credit Risk (STACR) Debt Notes, Series 2020-DNA1 B2 9.02638% 25-JAN-2050, 9.03%, 01/25/50 STACR 2020-DNA1 35565HBE4 - 2,560,595 $2,867,308 $2,867,308 0.04 $2,854,468
FNMA 30yr Pool#BX8700 5.500% 01-Mar-2053, 5.50%, 03/01/53 FN 3140NDU21 - 2,737,503 $2,833,755 $2,833,755 0.04 $2,811,907
FHLMC 30yr Pool#QZ4131 6.000% 01-Sep-2055, 6.00%, 09/01/55 FR 31427BSV8 - 2,716,319 $2,824,667 $2,824,667 0.04 $2,800,954
FHLMC 30yr Pool#QG2539 6.500% 01-May-2053, 6.50%, 05/01/53 FR 3133C2ZC5 - 2,672,056 $2,800,487 $2,800,487 0.04 $2,776,787
Fannie Mae Pool|4|03/01/2050, 4.00%, 03/01/50 FN 3140X8S24 - 2,878,158 $2,799,449 $2,799,449 0.04 $2,759,204
Chase Mortgage Reference Notes, Series 2021-CL1 M1 4.8619% 25-FEB-2050, 4.86%, 02/25/50 CHASE 2021-CL1 46591HBX7 - 2,829,328 $2,784,938 $2,784,938 0.04 $2,777,287
FNMA 30yr Pool#MA3496 4.500% 01-Oct-2048, 4.50%, 10/01/48 FN 31418C3E2 - 2,784,897 $2,779,667 $2,779,667 0.04 $2,748,736
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 $2,761,731 $2,761,731 0.04 $2,751,424
FHLMC 30yr Pool#QE6404 5.500% 01-Jul-2052, 5.50%, 07/01/52 FR 3133BGDH8 - 2,549,080 $2,761,107 $2,761,107 0.04 $2,615,110
RCKT MORTGAGE TRUST 2025-CE 5.16% 34, 5.16%, 07/25/34 RCKTL 2025-1A 74939RAC5 - 2,750,000 $2,756,729 $2,756,729 0.04 $2,749,240
OBX TRUST 2026-HE1 FLTG 2056 M1, 5.31%, 02/25/56 OBX 2026-HE1 67124BAD7 - 2,707,000 $2,706,036 $2,706,036 0.04 $2,698,048
FHLMC 30yr Pool#QE8542 5.500% 01-Aug-2052, 5.50%, 08/01/52 FR 3133BJP30 - 2,616,056 $2,705,344 $2,705,344 0.04 $2,683,822
FNMA 30yr Pool#BV5393 3.500% 01-Apr-2052, 3.50%, 04/01/52 FN 3140MJ7F6 - 2,823,415 $2,685,673 $2,685,673 0.04 $2,632,709
FHLMC 30yr Pool#SD6905 6.000% 01-Nov-2054, 6.00%, 11/01/54 FR 3132DUU62 - 2,575,092 $2,676,681 $2,676,681 0.04 $2,655,189
FHLMC 30yr Pool#QF9276 5.500% 01-Mar-2053, 5.50%, 03/01/53 FR 3133BXJV4 - 2,555,463 $2,647,178 $2,647,178 0.04 $2,627,341
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA3 M2 8.0119% 25-APR-2042, 8.01%, 04/25/42 STACR 2022-DNA3 35564KVE6 - 2,528,314 $2,619,022 $2,619,022 0.04 $2,607,769
FHLMC 30yr Pool#SD2897 5.500% 01-May-2053, 5.50%, 05/01/53 FR 3132DQGE0 - 2,464,258 $2,603,746 $2,603,746 0.04 $2,518,733
FHLMC 30yr Pool#Q57869 4.000% 01-Aug-2048, 4.00%, 08/01/48 FG 3132Y1W79 - 2,685,089 $2,596,466 $2,596,466 0.04 $2,577,227
Vista Point Securitization Trust 2026-CES1 A2 5.226% 25-FEB-2056, 5.23%, 02/25/56 VSTA 2026-CES1 92790EAB6 - 2,600,000 $2,593,710 $2,593,710 0.04 $2,586,539
EFMT 2026-CES1 A1B 5.116% 25-DEC-2060, 5.12%, 12/25/60 EFMT 2026-CES1 26846MAB0 - 2,575,965 $2,581,094 $2,581,094 0.04 $2,565,352
FNMA 30yr Pool#DE2839 6.000% 01-Jun-2055, 6.00%, 06/01/55 FN 3140BFEM3 - 2,334,282 $2,573,027 $2,573,027 0.04 $2,407,279
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-HQA3 B2 9.9119% 25-SEP-2041, 9.91%, 09/25/41 STACR 2021-HQA3 35564KKL2 - 2,504,211 $2,565,807 $2,565,807 0.04 $2,552,017
FIGRE Trust 2024-HE4 B 5.252% 25-SEP-2054, 5.25%, 09/25/54 FIGRE 2024-HE4 31684UAB7 - 2,540,240 $2,545,197 $2,545,197 0.04 $2,538,155
PRPM 2026-RCF1 A3 5.305% 25-JAN-2056, 5.30%, 01/25/56 PRPM 2026-RCF1 69383VAF0 - 2,500,000 $2,515,744 $2,515,744 0.04 $2,499,902
PRPM 2026-RCF1 A2 5.206% 25-JAN-2056, 5.21%, 01/25/56 PRPM 2026-RCF1 69383VAB9 - 2,500,000 $2,515,533 $2,515,533 0.04 $2,499,987
BX Trust 2021-BXMF G 7.143513% 15-OCT-2038, 7.14%, 10/15/26 BX 2021-BXMF 05609RAS3 - 2,488,884 $2,497,884 $2,497,884 0.04 $2,483,082
Bayview Opportunity Master Fund VII Trust 2024-CAR1 B 4.9619% 25-DEC-2031, 4.96%, 12/26/31 BVCLN 2024-CAR1 07336QAB8 - 2,471,549 $2,483,710 $2,483,710 0.04 $2,476,897
FHLMC 30yr Pool#SD3523 3.000% 01-Jun-2052, 3.00%, 06/01/52 FR 3132DQ4G8 - 2,708,696 $2,476,273 $2,476,273 0.04 $2,417,415
FNMA 30yr Pool#DG3733 5.000% 01-Mar-2056, 5.00%, 03/01/56 FN 3140U7EF5 - 2,430,937 $2,432,344 $2,432,344 0.04 $2,415,263
FNMA 30yr Pool#BY8533 6.500% 01-Aug-2053, 6.50%, 08/01/53 FN 3140NRPT7 - 2,297,938 $2,422,553 $2,422,553 0.04 $2,401,944
FNMA 30yr Pool#DC1302 5.000% 01-Aug-2054, 5.00%, 08/01/54 FN 3140ANNU9 - 2,411,049 $2,417,520 $2,417,520 0.04 $2,399,945
Ginnie Mae REMIC Trust 2017-163 LO 0.0% 16-MAY-2041, 0.00%, 05/16/41 GNR 2017-163 38380KNA9 - 3,132,404 $2,397,913 $2,397,913 0.04 $2,397,913
PRPM 2025-RCF3 LLC 5.25% 55, 5.25%, 07/25/55 PRPM 2025-RCF3 69392PAB1 - 2,380,125 $2,394,752 $2,394,752 0.04 $2,379,827
FNMA 30yr Pool#BY5913 5.500% 01-Sep-2053, 5.50%, 09/01/53 FN 3140NNSB2 - 2,305,215 $2,389,000 $2,389,000 0.04 $2,370,055
FHLMC 30yr Pool#QF0488 5.500% 01-Sep-2052, 5.50%, 09/01/52 FR 3133BMRH0 - 2,292,153 $2,385,667 $2,385,667 0.04 $2,351,528
Connecticut Avenue Securities Trust 2022-R08 1M2 7.2619% 25-JUL-2042, 7.26%, 07/25/42 CAS 2022-R08 20755DAB2 - 2,280,000 $2,354,508 $2,354,508 0.04 $2,345,310
FNMA 30yr Pool#DA3549 6.500% 01-Oct-2053, 6.50%, 10/01/53 FN 3140A35K5 - 2,205,650 $2,338,172 $2,338,172 0.04 $2,318,238
Morgan Stanley Residential Mortgage Loan Trust 2026-NQM1 A2 5.032% 25-DEC-2070, 5.03%, 12/25/70 MSRM 2026-NQM1 61780XAF2 - 2,325,153 $2,323,897 $2,323,897 0.03 $2,309,921
FNMA 30yr Pool#DF0313 6.000% 01-Sep-2055, 6.00%, 09/01/55 FN 3140BQK34 - 2,197,656 $2,286,124 $2,286,124 0.03 $2,266,380
FHLMC 30yr Pool#QY9883 6.000% 01-Aug-2055, 6.00%, 08/01/55 FR 31426U6V1 - 2,150,535 $2,236,015 $2,236,015 0.03 $2,217,786
FNMA 30yr Pool#CB9430 5.500% 01-Nov-2054, 5.50%, 11/01/54 FN 3140QVPQ1 - - $2,224,730 $2,224,730 0.03 $0
Ally Bank Auto Credit-Linked Notes, Series 2024-A C 6.022% 15-MAY-2032, 6.02%, 05/17/32 ABCLN 2024-A 02007GZ63 - 2,173,854 $2,209,864 $2,209,864 0.03 $2,199,319
PRPM 2024-RCF2 A1 3.75% 25-MAR-2054, 3.75%, 03/25/54 PRPM 2024-RCF2 693987AA7 - 2,226,444 $2,190,254 $2,190,254 0.03 $2,185,847
FHLMC 30yr Pool#QG2543 5.500% 01-May-2053, 5.50%, 05/01/53 FR 3133C2ZG6 - 2,051,836 $2,111,723 $2,111,723 0.03 $2,095,383
FNMA 30yr Pool#FS1640 4.000% 01-Apr-2052, 4.00%, 04/01/52 FN 3140XGZE2 - 2,080,129 $2,006,659 $2,006,659 0.03 $1,992,889
FNMA 30yr Pool#FS3001 4.000% 01-Oct-2051, 4.00%, 10/01/51 FN 3140XJKP7 - 2,060,798 $2,003,328 $2,003,328 0.03 $1,972,598
FNMA 30yr Pool#BY0338 6.500% 01-May-2053, 6.50%, 05/01/53 FN 3140NGLU2 - 1,899,189 $2,001,100 $2,001,100 0.03 $1,984,344
FNMA 30yr Pool#CA7849 4.500% 01-Oct-2050, 4.50%, 10/01/50 FN 3140QFWK1 - 1,964,309 $1,947,475 $1,947,475 0.03 $1,932,321
FNMA 30yr Pool#DA0036 6.500% 01-Sep-2053, 6.50%, 09/01/53 FN 3140A0BE8 - 1,845,089 $1,947,102 $1,947,102 0.03 $1,928,599
FHLMC 30yr Pool#QX7432 6.000% 01-Feb-2055, 6.00%, 02/01/55 FR 31426DHJ4 - 1,760,245 $1,929,583 $1,929,583 0.03 $1,815,091
FNMA 30yr Pool#BX8072 5.500% 01-Mar-2053, 5.50%, 03/01/53 FN 3140NC6J3 - 1,862,283 $1,927,328 $1,927,328 0.03 $1,912,899
Chase Mortgage Reference Notes, Series 2020-CL1 M2 6.29303% 25-OCT-2057, 6.29%, 10/25/57 CHASE 2020-CL1 46591HAH3 - 1,861,039 $1,925,015 $1,925,015 0.03 $1,918,509
Santander Bank Auto Credit-Linked Notes, Series 2024-A B 5.622% 15-JUN-2032, 5.62%, 06/15/32 SBCLN 2024-A 80290CCJ1 - 1,835,919 $1,861,767 $1,861,767 0.03 $1,853,452
FHLMC 30yr Pool#SI2017 4.000% 01-Dec-2048, 4.00%, 12/01/48 FR 3133USG21 - 1,908,239 $1,844,301 $1,844,301 0.03 $1,829,326
FNMA 30yr Pool#DF0998 6.000% 01-Oct-2055, 6.00%, 10/01/55 FN 3140BRDC0 - 1,765,045 $1,835,256 $1,835,256 0.03 $1,820,240
RAM 2024-1 A 5.95% 15-FEB-2039, 6.67%, 02/15/39 RAM 2024-1 751313AA5 - 1,798,533 $1,808,303 $1,808,303 0.03 $1,798,641
Chase Mortgage Reference Notes, Series 2021-CL1 M3 5.2119% 25-FEB-2050, 5.21%, 02/25/50 CHASE 2021-CL1 46591HBZ2 - 1,845,193 $1,802,910 $1,802,910 0.03 $1,797,567
FNMA 30yr Pool#BY0361 6.500% 01-Jun-2053, 6.50%, 06/01/53 FN 3140NGMK3 - 1,512,883 $1,790,092 $1,790,092 0.03 $1,577,937
FHLMC 30yr Pool#QI4878 6.000% 01-Apr-2054, 6.00%, 04/01/54 FR 3133WBM37 - 1,686,749 $1,753,449 $1,753,449 0.03 $1,739,245
FNMA 30yr Pool#DA3538 6.000% 01-Oct-2053, 6.00%, 10/01/53 FN 3140A34Y6 - 1,682,226 $1,752,619 $1,752,619 0.03 $1,734,619
Foundation Finance Trust 2023-2 A 6.53% 15-JUN-2049, 6.53%, 06/15/49 FFIN 2023-2A 35042RAA4 - 1,693,764 $1,752,588 $1,752,588 0.03 $1,743,678
Connecticut Avenue Securities Trust 2022-R06 1B2 14.2619% 25-MAY-2042, 14.26%, 05/25/42 CAS 2022-R06 20754NAR6 - 1,596,475 $1,751,702 $1,751,702 0.03 $1,739,052
FHLMC 30yr Pool#SD1551 4.000% 01-Mar-2050, 4.00%, 03/01/50 FR 3132DNWL3 - 1,781,394 $1,731,270 $1,731,270 0.03 $1,707,769
FHF Trust 2024-1 (First Help Financial) A2 5.69% 15-FEB-2030, 5.69%, 02/15/30 FHF 2024-1A 31568AAB2 - 1,694,254 $1,708,923 $1,708,923 0.03 $1,701,157
PRPM 2025-RCF3 LLC 5.25% 55, 5.25%, 07/25/55 PRPM 2025-RCF3 69392PAC9 - 1,700,000 $1,706,321 $1,706,321 0.03 $1,695,661
FNMA 30yr Pool#MA3521 4.000% 01-Nov-2048, 4.00%, 11/01/48 FN 31418C4F8 - 1,731,955 $1,683,283 $1,683,283 0.03 $1,660,374
Fannie Mae Pool|4|08/01/2050, 4.00%, 08/01/50 FN 3140X8UA3 - 1,738,028 $1,676,813 $1,676,813 0.03 $1,665,059
FHLMC 30yr Pool#QG2540 6.500% 01-May-2053, 6.50%, 05/01/53 FR 3133C2ZD3 - 1,131,196 $1,642,077 $1,642,077 0.02 $1,175,550
FHLMC 30yr Pool#SD0943 3.500% 01-Apr-2052, 3.50%, 04/01/52 FR 3132DNBL6 - 1,719,282 $1,635,271 $1,635,271 0.02 $1,608,037
Chase Mortgage Reference Notes, Series 2021-CL1 M2 5.0119% 25-FEB-2050, 5.01%, 02/25/50 CHASE 2021-CL1 46591HBY5 - 1,662,230 $1,625,209 $1,625,209 0.02 $1,620,580
NRZ MSR-Collateralized Notes, Series 2021-FHT1 A 3.104% 25-JUL-2026, 3.10%, 07/25/26 NZES 2021-FHT1 62955MAB2 - 1,626,552 $1,616,623 $1,616,623 0.02 $1,613,958
FNMA 30yr Pool#DD4221 6.000% 01-Feb-2055, 6.00%, 02/01/55 FN DD4221 MTGE 3140B4VP2 - 1,548,025 $1,609,019 $1,609,019 0.02 $1,596,203
FHLMC 30yr Pool#SD4456 4.000% 01-Aug-2050, 4.00%, 08/01/50 FR 3132E05R9 - 1,604,995 $1,562,062 $1,562,062 0.02 $1,536,303
FNMA 30yr Pool#CB2681 3.500% 01-Jan-2052, 3.50%, 01/01/52 FN 3140QM6T6 - 1,629,503 $1,544,814 $1,544,814 0.02 $1,524,193
FHLMC 30yr Pool#QZ4132 6.000% 01-Sep-2055, 6.00%, 09/01/55 FR 31427BSW6 - 1,411,191 $1,541,467 $1,541,467 0.02 $1,455,321
FNMA 30yr Pool#DC9709 6.000% 01-Jan-2055, 6.00%, 01/01/55 FN 3140AXYF8 - 1,393,411 $1,519,804 $1,519,804 0.02 $1,436,753
Santander Bank Auto Credit-Linked Notes, Series 2023-B B 5.64% 15-DEC-2033, 5.64%, 12/15/33 SBCLN 2023-B 80290CCB8 - 1,476,465 $1,495,597 $1,495,597 0.02 $1,488,889
FHLMC 30yr Pool#QY7439 6.000% 01-Jun-2055, 6.00%, 06/01/55 FR 31426SHR3 - 1,421,784 $1,482,396 $1,482,396 0.02 $1,466,245
FHLMC 30yr Pool#Q58477 4.000% 01-Sep-2048, 4.00%, 09/01/48 FG 3132Y2M37 - 1,489,871 $1,440,555 $1,440,555 0.02 $1,429,909
FNMA 30yr Pool#BT8051 5.500% 01-Jan-2053, 5.50%, 01/01/53 FN 3140LW5M5 - 1,375,296 $1,428,036 $1,428,036 0.02 $1,416,565
FNMA 30yr Pool#CA5573 4.000% 01-Apr-2050, 4.00%, 04/01/50 FN 3140QDFP4 - 1,385,749 $1,421,111 $1,421,111 0.02 $1,327,570
FNMA 30yr Pool#MA3415 4.000% 01-Jul-2048, 4.00%, 07/01/48 FN 31418CYM0 - 1,458,788 $1,420,393 $1,420,393 0.02 $1,398,496
FNMA 30yr Pool#BY1896 5.500% 01-May-2053, 5.50%, 05/01/53 FN 3140NJDA9 - 1,351,340 $1,390,741 $1,390,741 0.02 $1,380,020
FNMA 30yr Pool#CA1931 4.500% 01-Jun-2048, 4.50%, 06/01/48 FN 3140Q9ED1 - 1,379,324 $1,372,225 $1,372,225 0.02 $1,361,414
FHLMC 30yr Pool#QG4340 6.500% 01-Jun-2053, 6.50%, 06/01/53 FR 3133C4ZD9 - 1,293,797 $1,355,833 $1,355,833 0.02 $1,344,507
FIGRE TRUST 2025-HE5 FLTG 2055 B, 5.49%, 08/25/55 FIGRE 2025-HE5 31684MAB5 - 1,305,678 $1,315,085 $1,315,085 0.02 $1,306,531
FNMA 30yr Pool#BX7860 5.500% 01-Mar-2053, 5.50%, 03/01/53 FN 3140NCWW5 - 1,249,754 $1,290,887 $1,290,887 0.02 $1,280,080
FNMA 30yr Pool#BY0327 6.500% 01-May-2053, 6.50%, 05/01/53 FN 3140NGLH1 - 1,228,835 $1,288,242 $1,288,242 0.02 $1,277,257
Ally Bank Auto Credit-Linked Notes, Series 2024-A D 6.315% 15-MAY-2032, 6.31%, 05/17/32 ABCLN 2024-A 02007GZ71 - 1,242,202 $1,262,917 $1,262,917 0.02 $1,256,598
ACHV ABS Trust 2024-1PL B 6.34% 25-APR-2031, 6.34%, 04/25/31 ACHV 2024-1PL 00092BAB0 - 1,226,459 $1,239,326 $1,239,326 0.02 $1,235,222
FNMA 30yr Pool#FM7725 4.500% 01-Dec-2050, 4.50%, 12/01/50 FN 3140XBSP6 - 1,234,196 $1,235,332 $1,235,332 0.02 $1,212,160
FHLMC 30yr Pool#QF2561 5.500% 01-Nov-2052, 5.50%, 11/01/52 FR 3133BPZ27 - 1,171,226 $1,214,987 $1,214,987 0.02 $1,205,758
Bayview Opportunity Master Fund VII Trust 2024-CAR1 C 5.1619% 25-DEC-2031, 5.16%, 12/26/31 BVCLN 2024-CAR1 07336QAC6 - 1,202,820 $1,209,802 $1,209,802 0.02 $1,206,353
FNMA 30yr Pool#DB3056 5.500% 01-May-2054, 5.50%, 05/01/54 FN 3140ACME0 - 1,172,351 $1,207,547 $1,207,547 0.02 $1,198,172
FNMA 40yr Pool#BF0167 3.000% 01-Feb-2057, 3.00%, 02/01/57 FN 3140FXFH0 - 1,351,898 $1,185,211 $1,185,211 0.02 $1,178,068
FNMA 30yr Pool#MA3149 4.000% 01-Oct-2047, 4.00%, 10/01/47 FN 31418CQB3 - 1,214,660 $1,182,923 $1,182,923 0.02 $1,166,457
EFMT 2026-CES1 M1 5.616% 25-DEC-2060, 5.62%, 12/25/60 EFMT 2026-CES1 26846MAF1 - 1,166,000 $1,166,746 $1,166,746 0.02 $1,158,924
FNMA 30yr Pool#BX0804 5.500% 01-Nov-2052, 5.50%, 11/01/52 FN 3140N43N5 - 1,117,050 $1,157,441 $1,157,441 0.02 $1,146,304
FHLMC 30yr Pool#SD8003 4.000% 01-Jul-2049, 4.00%, 07/01/49 FR 3132DV3L7 - 1,191,371 $1,155,272 $1,155,272 0.02 $1,140,381
FNMA 30yr Pool#BJ9181 5.000% 01-May-2048, 5.00%, 05/01/48 FN 3140HBFX1 - 1,132,121 $1,154,813 $1,154,813 0.02 $1,145,478
FNMA 30yr Pool#FM9138 4.000% 01-Mar-2050, 4.00%, 03/01/50 FN 3140XDEL6 - 1,182,589 $1,145,876 $1,145,876 0.02 $1,133,713
FHLMC 30yr Pool#QG6538 5.500% 01-Jul-2053, 5.50%, 07/01/53 FR 3133C7HP5 - 1,094,313 $1,133,512 $1,133,512 0.02 $1,125,093
FNMA 30yr Pool#AS6811 3.000% 01-Mar-2046, 3.00%, 03/01/46 FN 3138WGR97 - 1,203,092 $1,107,619 $1,107,619 0.02 $1,097,892
FHLMC 30yr Pool#ZT2087 4.000% 01-Jun-2049, 4.00%, 06/01/49 FR 3132AEJ80 - 1,127,414 $1,098,340 $1,098,340 0.02 $1,079,161
FNMA 30yr Pool#AS7492 4.000% 01-Jul-2046, 4.00%, 07/01/46 FN 3138WHKE1 - 1,080,872 $1,048,430 $1,048,430 0.02 $1,040,061
U.S. Auto Funding 2021-1 C 2.2% 15-MAY-2026, 2.20%, 05/15/26 USAUT 2021-1A 90355EAC5 - 1,270,596 $1,022,675 $1,022,675 0.02 $1,020,423
Connecticut Avenue Securities Trust 2022-R04 1M2 6.7619% 25-MAR-2042, 6.76%, 03/25/42 CAS 2022-R04 20753YCK6 - 1,000,000 $1,020,944 $1,020,944 0.02 $1,017,188
FHLMC 30yr Pool#QG3885 6.500% 01-Jun-2053, 6.50%, 06/01/53 FR 3133C4J62 - 964,631 $1,010,843 $1,010,843 0.02 $1,002,440
FHLMC 30yr Pool#RA1188 4.500% 01-Aug-2049, 4.50%, 08/01/49 FR 3133KGJ90 - 1,018,773 $1,010,599 $1,010,599 0.02 $1,002,826
FNMA 30yr Pool#CB8995 5.500% 01-Aug-2054, 5.50%, 08/01/54 FN 3140QU7H3 - 968,373 $1,008,421 $1,008,421 0.02 $984,037
FHLMC 30yr Pool#RA1087 4.500% 01-Jul-2049, 4.50%, 07/01/49 FR 3133KGF45 - 1,015,565 $1,007,250 $1,007,250 0.02 $999,668
Flagship Credit Auto Trust 2023-1 B 5.05% 15-FEB-2028, 5.05%, 01/18/28 FCAT 2023-1 337955AG3 - 976,866 $980,953 $980,953 0.01 $976,979
FHF Issuer Trust 2023-2 (First Help Financial) A2 6.79% 15-OCT-2029, 6.79%, 10/15/29 FHF 2023-2A 30333LAB4 - 948,354 $960,763 $960,763 0.01 $955,576
FNMA 30yr Pool#BV4203 3.500% 01-Apr-2052, 3.50%, 04/01/52 FN 3140MHU56 - 991,969 $948,967 $948,967 0.01 $924,967
FNMA 30yr Pool#BV8484 3.500% 01-Apr-2052, 3.50%, 04/01/52 FN 3140MNNA0 - 998,117 $936,960 $936,960 0.01 $930,700
FNMA 30yr Pool#FM1598 4.000% 01-Feb-2049, 4.00%, 02/01/49 FN 3140X4X43 - 961,287 $928,772 $928,772 0.01 $921,557
FHLMC 30yr Pool#QG6948 5.500% 01-Jul-2053, 5.50%, 07/01/53 FR 3133C7WH6 - 885,766 $918,687 $918,687 0.01 $910,680
FHLMC 30yr Pool#QH3309 5.500% 01-Oct-2053, 5.50%, 10/01/53 FR 3133CFVA4 - 886,025 $912,308 $912,308 0.01 $904,829
FNMA 30yr Pool#CA6382 4.500% 01-Jul-2050, 4.50%, 07/01/50 FN 3140QECU4 - 915,870 $906,203 $906,203 0.01 $899,492
FREMF 2019-KF70 Mortgage Trust C 9.78337% 25-SEP-2029, 9.78%, 09/25/29 FREMF 2019-KF70 30298UAJ0 - 890,414 $892,950 $892,950 0.01 $882,494
GNMA II 30yr Pool#MA5021 4.500% 20-Feb-2048, 4.50%, 02/20/48 G2 36179TSJ5 - 868,130 $874,890 $874,890 0.01 $860,179
BX Commercial Mortgage Trust 2021-21M A 4.524% 15-OCT-2036, 4.52%, 10/15/36 BX 2021-21M 05609CAA5 - 862,801 $865,790 $865,790 0.01 $862,542
FHLMC 30yr Pool#ZM8197 4.000% 01-Sep-2048, 4.00%, 09/01/48 FR 3131Y3DA1 - 886,439 $856,115 $856,115 0.01 $849,781
Structured Agency Credit Risk (STACR) Debt Notes, Series 2020-DNA2 B2 8.57638% 25-FEB-2050, 8.58%, 02/25/50 STACR 2020-DNA2 35565KBE7 - 728,791 $805,074 $805,074 0.01 $801,601
FNMA 30yr Pool#CC0990 5.000% 01-Sep-2055, 5.00%, 09/01/55 FN 3140Y7C48 - 788,055 $799,347 $799,347 0.01 $790,816
FHLMC 30yr Pool#QG7338 6.000% 01-Jul-2053, 6.00%, 07/01/53 FR 3133C8EK7 - 767,346 $798,374 $798,374 0.01 $791,300
FNMA 30yr Pool#AB9341 3.000% 01-May-2043, 3.00%, 05/01/43 FN 31417GLX2 - 847,592 $788,830 $788,830 0.01 $778,686
Blue Bridge Funding 2023-1 A 7.37% 15-NOV-2030, 7.37%, 11/15/30 BBEF 2023-1A 09531MAA8 - 779,025 $787,174 $787,174 0.01 $782,549
FNMA 30yr Pool#BN4541 4.000% 01-Feb-2049, 4.00%, 02/01/49 FN 3140JMBK7 - 813,531 $785,759 $785,759 0.01 $779,907
Reach ABS Trust 2024-2 A 5.88% 15-JUL-2031, 5.88%, 07/15/31 REACH 2024-2A 75525HAA8 - 777,035 $782,877 $782,877 0.01 $779,197
FNMA 30yr Pool#BY0782 5.500% 01-Apr-2053, 5.50%, 04/01/53 FN 3140NG2Q2 - 738,333 $764,483 $764,483 0.01 $758,780
FHLMC 30yr Pool#QH7013 6.500% 01-Dec-2053, 6.50%, 12/01/53 FR 3133CKYJ1 - 162,326 $745,811 $745,811 0.01 $172,100
FNMA 30yr Pool#BY0866 5.500% 01-May-2053, 5.50%, 05/01/53 FN 3140NG6C9 - 693,072 $714,896 $714,896 0.01 $709,013
FHLMC 30yr Pool#RA1999 4.500% 01-Jan-2050, 4.50%, 01/01/50 FR 3133KHGG5 - 718,749 $713,236 $713,236 0.01 $707,499
FHLMC 30yr Pool#ZT1926 3.000% 01-Nov-2043, 3.00%, 11/01/43 FR 3132AED78 - 743,853 $712,556 $712,556 0.01 $683,646
GNMA II 30yr Pool#MA5264 4.000% 20-Jun-2048, 4.00%, 06/20/48 G2 36179TZ57 - 693,176 $675,368 $675,368 0.01 $665,615
Arivo Acceptance Auto Loan Receivables Trust 2024-1 A 6.46% 15-APR-2028, 6.46%, 04/17/28 ARIVO 2024-1A 039943AA3 - 662,743 $667,919 $667,919 0.01 $664,470
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-DNA5 M2 5.3119% 25-JAN-2034, 5.31%, 01/25/34 STACR 2021-DNA5 35564KHE2 - 662,867 $666,082 $666,082 0.01 $664,126
FNMA 30yr Pool#CB6864 5.000% 01-Aug-2053, 5.00%, 08/01/53 FN 3140QSTW1 - 652,532 $659,980 $659,980 0.01 $654,575
ACHM Trust 2024-HE1 B 7.26% 25-MAY-2039, 7.26%, 05/25/39 ACHM 2024-HE1 00449TAB1 - 621,267 $639,242 $639,242 0.01 $636,862
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 $632,169 $632,169 0.01 $629,879
FNMA 30yr Pool#BW0343 4.500% 01-May-2052, 4.50%, 05/01/52 FN 3140MRLZ8 - 582,838 $618,964 $618,964 0.01 $568,746
FHLMC 30yr Pool#QE1073 3.500% 01-Apr-2052, 3.50%, 04/01/52 FR 3133BAFN6 - 642,357 $602,945 $602,945 0.01 $598,969
FHLMC 30yr Pool#SD8047 4.500% 01-Feb-2050, 4.50%, 02/01/50 FR 3132DV5G6 - 571,891 $579,212 $579,212 0.01 $562,578
FNMA 30yr Pool#BK9507 4.000% 01-Oct-2048, 4.00%, 10/01/48 FN 3140HPR58 - 587,556 $570,040 $570,040 0.01 $565,728
ACHV ABS Trust 2024-1PL C 6.42% 25-APR-2031, 6.42%, 04/25/31 ACHV 2024-1PL 00092BAC8 - 564,483 $569,182 $569,182 0.01 $567,269
FNMA 30yr Pool#AL6842 4.000% 01-May-2045, 4.00%, 05/01/45 FN 3138EPS88 - 577,982 $563,816 $563,816 0.01 $558,724
Sequoia Mortgage Trust 2013-5 A1 2.5% 25-MAY-2043, 2.50%, 05/25/43 SEMT 2013-5 81745AAA5 - 604,374 $543,422 $543,422 0.01 $541,617
FNMA 30yr Pool#AZ0869 4.000% 01-Jul-2045, 4.00%, 07/01/45 FN 3138YR6F0 - 481,183 $497,969 $497,969 0.01 $464,994
FHLMC 30yr Pool#QD9191 3.500% 01-Apr-2052, 3.50%, 04/01/52 FR 3133B7F86 - 494,194 $464,069 $464,069 0.01 $460,814
FHLMC 15yr Pool#SB0116 2.500% 01-Nov-2034, 2.50%, 11/01/34 FR 3132CWDV3 - 469,544 $463,153 $463,153 0.01 $446,378
FHLMC 30yr Pool#SD1414 4.000% 01-Oct-2050, 4.00%, 10/01/50 FR 3132DNSB0 - 430,555 $415,635 $415,635 0.01 $412,127
FNMA 30yr Pool#BV6879 4.500% 01-Apr-2052, 4.50%, 04/01/52 FN 3140MLUD0 - 403,031 $396,112 $396,112 0.01 $393,324
FNMA 30yr Pool#CB4329 3.500% 01-Jul-2052, 3.50%, 07/01/52 FN 3140QPY35 - 421,236 $395,820 $395,820 0.01 $392,989
FNMA 30yr Pool#CA4646 3.000% 01-Feb-2048, 3.00%, 02/01/48 FN 3140QCEU6 - 407,087 $378,461 $378,461 0.01 $371,470
FHLMC 30yr Pool#QG3397 6.000% 01-May-2053, 6.00%, 05/01/53 FR 3133C3X27 - 348,993 $363,034 $363,034 0.01 $359,888
FHLMC 30yr Pool#QA8274 3.500% 01-Mar-2050, 3.50%, 03/01/50 FR 3133A3FP8 - 384,383 $358,484 $358,484 0.01 $356,093
FNMA 30yr Pool#FM3447 4.000% 01-Nov-2049, 4.00%, 11/01/49 FN 3140X6ZM6 - 348,870 $338,932 $338,932 0.01 $335,500
Connecticut Avenue Securities Trust 2023-R05 1B1 8.4119% 25-JUN-2043, 8.41%, 06/25/43 CAS 2023-R05 207942AC7 - 312,000 $331,954 $331,954 0.00 $330,496
FHLMC 30yr Pool#SD1966 4.000% 01-Nov-2052, 4.00%, 11/01/52 FR 3132DPFF0 - 319,993 $309,338 $309,338 0.00 $305,188
FNMA 30yr Pool#BV7632 4.500% 01-Apr-2052, 4.50%, 04/01/52 FN 3140MMPS1 - 309,654 $304,339 $304,339 0.00 $302,196
Hotwire Funding, Series 2021-1 B_2021_1 2.658% 20-NOV-2051, 2.66%, 11/20/51 HWIRE 2021-1 44148JAB5 - 300,000 $295,913 $295,913 0.00 $295,382
FNMA 30yr Pool#AR9225 3.000% 01-Mar-2043, 3.00%, 03/01/43 FN 3138W7HB3 - 313,112 $288,960 $288,960 0.00 $286,422
FHLMC 30yr Pool#ZN6461 4.000% 01-May-2049, 4.00%, 05/01/49 FR 3131YDFA7 - 298,487 $288,080 $288,080 0.00 $285,806
FHLMC 30yr Pool#ZT0391 4.000% 01-Nov-2047, 4.00%, 11/01/47 FR 3132ACNG1 - 285,869 $283,976 $283,976 0.00 $276,377
FNMA 30yr Pool#FS2548 4.000% 01-Mar-2051, 4.00%, 03/01/51 FN 3140XHZN0 - 289,098 $280,660 $280,660 0.00 $276,724
FNMA 30yr Pool#AS8649 3.000% 01-Jan-2047, 3.00%, 01/01/47 FN 3138WJTF5 - 300,189 $274,224 $274,224 0.00 $272,130
FNMA 30yr Pool#FS2238 4.000% 01-Mar-2051, 4.00%, 03/01/51 FN 3140XHPY7 - 281,035 $273,661 $273,661 0.00 $269,420
FHLMC 30yr Pool#QA5150 4.500% 01-Dec-2049, 4.50%, 12/01/49 FR 31346YWK5 - 263,850 $261,492 $261,492 0.00 $259,528
FNMA 30yr Pool#BN3899 4.000% 01-Dec-2048, 4.00%, 12/01/48 FN 3140JLKM5 - 261,792 $252,975 $252,975 0.00 $250,972
FHLMC 30yr Pool#QA1615 3.500% 01-Aug-2049, 3.50%, 08/01/49 FR 31334XYL7 - 267,030 $249,987 $249,987 0.00 $248,152
FHLMC 30yr Pool#ZN4240 4.500% 01-Dec-2048, 4.50%, 12/01/48 FR 3131YAV98 - 245,521 $245,417 $245,417 0.00 $243,039
Fannie Mae REMIC Trust 2012-126 SY 0.22362% 25-NOV-2042, 0.22%, 11/25/42 FNR 2012-126 3136A9ZR2 - 473,554 $242,516 $242,516 0.00 $242,460
FNMA 30yr Pool#BW0081 4.500% 01-Apr-2052, 4.50%, 04/01/52 FN 3140MRCT2 - 227,961 $224,003 $224,003 0.00 $222,449
Fannie Mae REMIC Trust 2017-9 VL 3.0% 25-JUL-2028, 3.00%, 07/25/28 FNR 2017-9 3136AVYH6 - 215,282 $222,400 $222,400 0.00 $213,461
FNMA 30yr Pool#MA3908 4.500% 01-Jan-2050, 4.50%, 01/01/50 FN 31418DKW1 - 217,790 $218,817 $218,817 0.00 $214,244
FNMA 30yr Pool#MA3687 4.000% 01-Jun-2049, 4.00%, 06/01/49 FN 31418DCZ3 - 224,644 $218,568 $218,568 0.00 $215,030
FNMA 30yr Pool#MA1327 3.000% 01-Jan-2043, 3.00%, 01/01/43 FN 31418APM4 - 225,371 $212,735 $212,735 0.00 $207,130
FNMA 30yr Pool#BE3616 4.000% 01-May-2047, 4.00%, 05/01/47 FN 3140FPAS8 - 215,262 $211,815 $211,815 0.00 $208,322
FNMA 30yr Pool#BO9819 4.500% 01-Dec-2049, 4.50%, 12/01/49 FN 3140K54D6 - 207,254 $205,470 $205,470 0.00 $203,859
FHLMC 15yr Pool#SB0040 2.500% 01-Dec-2033, 2.50%, 12/01/33 FR 3132CWBH6 - 206,757 $204,741 $204,741 0.00 $199,452
GNMA II 30yr Pool#MA5192 4.000% 20-May-2048, 4.00%, 05/20/48 G2 36179TXV2 - 207,876 $202,096 $202,096 0.00 $199,610
FHLMC 30yr Pool#RA1088 4.500% 01-Jul-2049, 4.50%, 07/01/49 FR 3133KGF52 - 201,645 $199,833 $199,833 0.00 $198,350
FNMA 30yr Pool#BW7371 5.500% 01-Feb-2053, 5.50%, 02/01/53 FN 3140N0FM2 - - $185,384 $185,384 0.00 $0
FNMA 30yr Pool#AB6280 3.000% 01-Sep-2042, 3.00%, 09/01/42 FN 31417C6S9 - 187,472 $174,075 $174,075 0.00 $172,298
FNMA 30yr Pool#BO2983 3.000% 01-Sep-2049, 3.00%, 09/01/49 FN 3140JXJ58 - 187,758 $171,259 $171,259 0.00 $169,904
FHLMC 30yr Pool#SD8040 4.500% 01-Jan-2050, 4.50%, 01/01/50 FR 3132DV4Z5 - 170,684 $169,212 $169,212 0.00 $167,904
FNMA 30yr Pool#CA4185 4.500% 01-Sep-2049, 4.50%, 09/01/49 FN 3140QBUK2 - 168,442 $167,053 $167,053 0.00 $165,689
FNMA 30yr Pool#BV7132 4.500% 01-Apr-2052, 4.50%, 04/01/52 FN 3140ML4S6 - 160,446 $157,667 $157,667 0.00 $156,567
FNMA 30yr Pool#CA4035 4.500% 01-Aug-2049, 4.50%, 08/01/49 FN 3140QBPV4 - 155,252 $153,860 $153,860 0.00 $152,715
FHLMC 30yr Pool#ZA7158 4.500% 01-Jun-2049, 4.50%, 06/01/49 FR 31329Q5T4 - 154,649 $153,566 $153,566 0.00 $152,228
FHLMC 30yr Pool#ZT1320 4.000% 01-Nov-2048, 4.00%, 11/01/48 FR 3132ADPD4 - 155,080 $150,592 $150,592 0.00 $148,671
FNMA 30yr Pool#AB7563 3.000% 01-Jan-2043, 3.00%, 01/01/43 FN 31417EMM0 - 156,591 $148,378 $148,378 0.00 $144,432
FNMA 30yr Pool#FS2546 4.000% 01-Mar-2051, 4.00%, 03/01/51 FN 3140XHZL4 - 150,180 $145,485 $145,485 0.00 $143,973
FNMA 30yr Pool#BW0072 4.500% 01-Apr-2052, 4.50%, 04/01/52 FN 3140MRCJ4 - 135,307 $132,965 $132,965 0.00 $132,035
FNMA 30yr Pool#MA1229 3.000% 01-Oct-2042, 3.00%, 10/01/42 FN 31418ALK2 - 140,018 $130,373 $130,373 0.00 $129,161
GNMA II 30yr Pool#MA5753 4.000% 20-Feb-2049, 4.00%, 02/20/49 G2 36179UMA7 - 135,701 $127,614 $127,614 0.00 $126,662
FNMA 30yr Pool#BV7131 4.500% 01-Apr-2052, 4.50%, 04/01/52 FN 3140ML4R8 - 128,084 $125,868 $125,868 0.00 $124,988
GNMA II 30yr Pool#BF6874 4.500% 20-Jul-2048, 4.50%, 07/20/48 G2 3617GDT77 - 125,099 $123,898 $123,898 0.00 $122,900
GNMA II 30yr Pool#MA5866 4.000% 20-Apr-2049, 4.00%, 04/20/49 G2 36179UQT2 - 130,700 $123,282 $123,282 0.00 $122,338
FNMA 20yr Pool#AB9283 3.000% 01-Apr-2038, 3.00%, 04/01/38 FN 31417GJ56 - 125,868 $117,304 $117,304 0.00 $115,623
GNMA II 30yr Pool#BK5879 4.500% 20-Nov-2048, 4.50%, 11/20/48 G2 3617J6Q80 - 110,338 $109,529 $109,529 0.00 $108,718
FHLMC 30yr Pool#QE0318 4.500% 01-Mar-2052, 4.50%, 03/01/52 FR 3133B9K78 - 107,366 $105,529 $105,529 0.00 $104,780
FNMA 30yr Pool#BM3282 3.500% 01-Dec-2047, 3.50%, 12/01/47 FN 3140J7UG8 - 108,914 $104,291 $104,291 0.00 $102,574
FNMA 30yr Pool#CA3683 4.500% 01-Jun-2049, 4.50%, 06/01/49 FN 3140QBCV8 - 102,249 $104,157 $104,157 0.00 $100,578
JP MORGAN MORTGAGE TRUST 2 5.777% 55, 5.50%, 11/25/55 JPMMT 2025-5MPR 46593VAD9 - - $102,380 $102,380 0.00 $0
FHLMC 30yr Pool#ZT1633 4.000% 01-Mar-2047, 4.00%, 03/01/47 FR 3132ADY69 - 104,461 $102,002 $102,002 0.00 $101,120
FNMA 30yr Pool#CA0108 3.500% 01-Aug-2047, 3.50%, 08/01/47 FN 3140Q7DN4 - 101,326 $96,800 $96,800 0.00 $95,427
FHLMC 30yr Pool#ZM7577 4.500% 01-Aug-2048, 4.50%, 08/01/48 FR 3131Y2M21 - 88,972 $88,489 $88,489 0.00 $87,816
Citigroup Mortgage Loan Trust 2025-LTV1 A1 5.237% 25-DEC-2055, 5.24%, 12/25/55 CMLTI 2025-LTV1 17332XAA8 - - $84,683 $84,683 0.00 $0
Fannie Mae REMIC Trust 2013-130 FN 4.12638% 25-OCT-2042, 4.13%, 10/25/42 FNR 2013-130 3136AHG53 - 84,823 $84,225 $84,225 0.00 $84,040
FHLMC 30yr Pool#ZM7926 5.000% 01-Sep-2048, 5.00%, 09/01/48 FR 3131Y2YX0 - 76,591 $78,395 $78,395 0.00 $77,489
Saluda Grade Alternative Mortgage Trust 2024-RTL4 A1 7.5% 25-FEB-2030, 7.50%, 02/25/30 GRADE 2024-RTL4 79584CAA9 - 76,547 $77,020 $77,020 0.00 $76,335
FHLMC 30yr Pool#QA2159 3.000% 01-Aug-2049, 3.00%, 08/01/49 FR 31334YMG9 - 74,798 $73,368 $73,368 0.00 $66,185
FNMA 30yr Pool#MA1447 3.000% 01-May-2043, 3.00%, 05/01/43 FN 31418ATD0 - 74,629 $69,057 $69,057 0.00 $68,267
Sequoia Mortgage Trust 2019-CH3 A19 4.0% 25-OCT-2049, 4.00%, 09/25/49 SEMT 2019-CH3 81748GBN0 - 69,094 $64,558 $64,558 0.00 $64,228
FNMA 30yr Pool#AS8547 3.000% 01-Nov-2046, 3.00%, 11/01/46 FN 3138WJP93 - 70,468 $64,139 $64,139 0.00 $63,669
FNMA 30yr Pool#BD2453 3.000% 01-Jan-2047, 3.00%, 01/01/47 FN 3140F9WP6 - 64,607 $59,444 $59,444 0.00 $58,815
Fannie Mae REMIC Trust 2010-109 BS 13.54815% 25-OCT-2040, 13.55%, 10/25/40 FNR 2010-109 31398NTM6 - 41,248 $54,713 $54,713 0.00 $54,053
Fannie Mae REMIC Trust 2006-20 GF 4.12638% 25-APR-2036, 4.13%, 04/25/36 FNR 2006-20 31395BU43 - 51,466 $51,354 $51,354 0.00 $51,242
FHLMC 15yr Pool#ZK8962 3.000% 01-Sep-2032, 3.00%, 09/01/32 FR 3131XC5X1 - 49,186 $48,716 $48,716 0.00 $47,736
FHLMC 15yr Pool#ZS7403 3.000% 01-May-2031, 3.00%, 05/01/31 FR 3132A8GL7 - 43,163 $43,579 $43,579 0.00 $42,263
FNMA 30yr Pool#BO1857 4.500% 01-Aug-2049, 4.50%, 08/01/49 FN 3140JWB33 - 42,450 $42,079 $42,079 0.00 $41,759
FNMA 15yr Pool#BO5957 3.000% 01-Dec-2034, 3.00%, 12/01/34 FN 3140K1TP1 - 41,729 $40,791 $40,791 0.00 $40,170
Freddie Mac Multiclass Certificates, Series 3380 FM 4.37671% 15-OCT-2037, 4.38%, 10/15/37 FHR 3380 31397KTJ0 - 40,019 $40,190 $40,190 0.00 $40,049
Freddie Mac Multiclass Certificates, Series 3721 FB 4.28671% 15-SEP-2040, 4.29%, 09/15/40 FHR 3721 3137GAD20 - 39,455 $39,635 $39,635 0.00 $39,499
Ginnie Mae REMIC Trust 2008-013 FB 4.28172% 20-FEB-2038, 4.29%, 02/20/38 GNR 2008-13 38375PNL1 - 37,881 $37,900 $37,900 0.00 $37,792
FNMA 30yr Pool#BC0870 3.500% 01-Jan-2046, 3.50%, 01/01/46 FN 3140EU6G9 - 35,434 $33,565 $33,565 0.00 $33,217
FNMA 15yr Pool#BO7717 3.000% 01-Nov-2034, 3.00%, 11/01/34 FN 3140K3SF0 - 31,413 $30,776 $30,776 0.00 $30,301
FHLMC 15yr Pool#ZK9163 3.000% 01-Jan-2033, 3.00%, 01/01/33 FR 3131XDFC4 - 29,165 $28,801 $28,801 0.00 $28,276
Ginnie Mae REMIC Trust 2007-040 FG 4.10172% 20-JUL-2037, 4.11%, 07/20/37 GNR 2007-40 38375KZS4 - 28,764 $28,618 $28,618 0.00 $28,540
Ginnie Mae REMIC Trust 2004-069 CF 4.18172% 20-JUL-2034, 4.19%, 07/20/34 GNR 2004-69 38374JAT3 - 24,305 $24,368 $24,368 0.00 $24,300
Fannie Mae REMIC Trust 2013-2 QF 4.27638% 25-FEB-2043, 4.28%, 02/25/43 FNR 2013-2 3136AB4P5 - 22,807 $22,832 $22,832 0.00 $22,780
Ginnie Mae REMIC Trust 2007-059 FA 4.28172% 20-OCT-2037, 4.29%, 10/20/37 GNR 2007-59 38375LPU8 - 22,789 $22,804 $22,804 0.00 $22,739
FHLMC 30yr Pool#ZN2165 4.500% 01-Dec-2048, 4.50%, 12/01/48 FR 3131Y8MN2 - 22,405 $22,469 $22,469 0.00 $22,293
Ginnie Mae REMIC Trust 2010-133 FD 4.21699% 16-OCT-2040, 4.22%, 10/16/40 GNR 2010-133 38377MHV1 - 19,983 $20,046 $20,046 0.00 $19,980
Ginnie Mae REMIC Trust 2008-016 FC 4.28172% 20-FEB-2038, 4.29%, 02/20/38 GNR 2008-16 383742FU2 - 18,317 $18,328 $18,328 0.00 $18,276
Ginnie Mae REMIC Trust 2007-037 FW 4.09172% 20-JUN-2037, 4.10%, 06/20/37 GNR 2007-37 38375KNR9 - 18,121 $18,009 $18,009 0.00 $17,959
Ginnie Mae REMIC Trust 2005-065 FA 3.93172% 20-AUG-2035, 3.94%, 08/20/35 GNR 2005-65 38374LL25 - 17,328 $17,189 $17,189 0.00 $17,143
Ginnie Mae REMIC Trust 2004-059 FP 4.08699% 16-AUG-2034, 4.09%, 08/16/34 GNR 2004-59 38374HYS3 - 17,123 $17,118 $17,118 0.00 $17,064
Freddie Mac Multiclass Certificates, Series 2426 FL 4.43671% 15-MAR-2032, 4.44%, 03/15/32 FHR 2426 31339W7G5 - 15,337 $15,446 $15,446 0.00 $15,391
Fannie Mae REMIC Trust 2002-53 FK 4.17638% 25-APR-2032, 4.18%, 04/25/32 FNR 2002-53 31392EHN3 - 15,130 $15,136 $15,136 0.00 $15,102
FHLMC 30yr Pool#ZT0252 3.000% 01-Dec-2047, 3.00%, 12/01/47 FR 3132ACH52 - 16,343 $15,024 $15,024 0.00 $14,877
Ginnie Mae REMIC Trust 2005-048 AF 3.98172% 20-JUN-2035, 3.99%, 06/20/35 GNR 2005-48 38374LHM6 - 14,687 $14,622 $14,622 0.00 $14,583
Fannie Mae REMIC Trust 2005-83 KT 4.07638% 25-OCT-2035, 4.08%, 10/25/35 FNR 2005-83 31394FUL7 - 12,990 $12,932 $12,932 0.00 $12,904
Fannie Mae REMIC Trust 2007-89 GF 4.29638% 25-SEP-2037, 4.30%, 09/25/37 FNR 2007-89 31396XPM0 - 12,383 $12,441 $12,441 0.00 $12,413
Saluda Grade Alternative Mortgage Trust 2024-FIG5 B 6.603% 25-APR-2054, 6.60%, 04/25/54 GRADE 2024-FIG5 79582MAB7 - - $12,384 $12,384 0.00 $0
Freddie Mac Multiclass Certificates, Series 2551 FD 4.18671% 15-JAN-2033, 4.19%, 01/15/33 FHR 2551 31393JAZ1 - 11,018 $11,039 $11,039 0.00 $11,002
FHLMC 30yr Pool#ZM2269 3.000% 01-Dec-2046, 3.00%, 12/01/46 FR 3131XVQW8 - 11,674 $10,876 $10,876 0.00 $10,619
Ginnie Mae REMIC Trust 2012-075 FP 4.08172% 20-JUL-2041, 4.09%, 07/20/41 GNR 2012-75 38378EZ55 - 10,414 $10,445 $10,445 0.00 $10,417
Ginnie Mae REMIC Trust 2007-061 FA 4.28172% 20-OCT-2037, 4.29%, 10/20/37 GNR 2007-61 38375LLN8 - 9,236 $9,242 $9,242 0.00 $9,216
GNMA II 30yr Pool#BK6072 5.000% 20-Jan-2049, 5.00%, 01/20/49 G2 3617J6W91 - 8,879 $9,070 $9,070 0.00 $8,992
Fannie Mae REMIC Trust 2010-123 FL 4.20638% 25-NOV-2040, 4.21%, 11/25/40 FNR 2010-123 31398N2W3 - 8,519 $8,516 $8,516 0.00 $8,498
Freddie Mac Multiclass Certificates, Series 2410, excluding Group 6 FX 4.13671% 15-FEB-2032, 4.14%, 02/15/32 FHR 2410 31339NJN7 - 8,499 $8,512 $8,512 0.00 $8,484
FNMA 15yr Pool#AS8207 2.500% 01-Oct-2031, 2.50%, 10/01/31 FN 3138WJDM7 - 8,227 $8,201 $8,201 0.00 $7,945
Freddie Mac Multiclass Certificates, Series 3028 FM 4.03671% 15-SEP-2035, 4.04%, 09/15/35 FHR 3028 31396AFB5 - 7,426 $7,430 $7,430 0.00 $7,406
Fannie Mae REMIC Trust 2012-100 FG 4.17638% 25-SEP-2042, 4.18%, 09/25/42 FNR 2012-100 3136A8QW3 - 7,257 $7,236 $7,236 0.00 $7,220
FNMA 15yr Pool#BM1036 2.500% 01-Feb-2032, 2.50%, 02/01/32 FN 3140J5EJ4 - 7,264 $7,224 $7,224 0.00 $7,012
FNMA 15yr Pool#AS7643 2.500% 01-Aug-2031, 2.50%, 08/01/31 FN 3138WHP55 - 7,300 $7,213 $7,213 0.00 $7,051
Fannie Mae REMIC Trust 2003-87 FG 4.27638% 25-SEP-2033, 4.28%, 09/25/33 FNR 2003-87 31393E4W6 - 7,176 $7,195 $7,195 0.00 $7,178
Ginnie Mae REMIC Trust 2007-018 FD 4.08172% 20-APR-2037, 4.09%, 04/20/37 GNR 2007-18 38375JC86 - 6,745 $6,699 $6,699 0.00 $6,681
Ginnie Mae REMIC Trust 2010-006 FG 4.38699% 16-JAN-2040, 4.39%, 01/16/40 GNR 2010-6 38376TSC7 - 6,470 $6,500 $6,500 0.00 $6,478
Fannie Mae REMIC Trust 2002-16 VF 4.32638% 25-APR-2032, 4.33%, 04/25/32 FNR 2002-16 31392CWW0 - 6,272 $6,298 $6,298 0.00 $6,284
FHLMC 15yr Pool#ZK8405 2.500% 01-Dec-2031, 2.50%, 01/22/31 FR 3131XCKS5 - 6,285 $6,200 $6,200 0.00 $6,060
Fannie Mae REMIC Trust 2010-95 FB 4.17638% 25-SEP-2040, 4.18%, 09/25/40 FNR 2010-95 31398NEX8 - 5,373 $5,375 $5,375 0.00 $5,363
Freddie Mac Multiclass Certificates, Series 3738 FD 4.08671% 15-AUG-2040, 4.09%, 08/15/40 FHR 3738 3137GAYQ4 - 4,891 $4,907 $4,907 0.00 $4,891
FNMA 30yr Pool#MA3694 4.500% 01-Jul-2049, 4.50%, 07/01/49 FN 31418DC83 - 4,293 $4,294 $4,294 0.00 $4,223
FHLMC 30yr Pool#ZN0650 3.000% 01-Mar-2043, 3.00%, 03/01/43 FR 3131Y6WK1 - 1,601 $1,477 $1,477 0.00 $1,464
Freddie Mac Multiclass Certificates, Series 2469 FE 4.28671% 15-JUL-2032, 4.29%, 07/15/32 FHR 2469 31392RC58 - 1,076 $1,079 $1,079 0.00 $1,075
Ginnie Mae REMIC Trust 1999-27 FE 4.18699% 16-AUG-2029, 4.19%, 08/16/29 GNR 1999-27 3837H2WA3 - 949.00 $953 $953 0.00 $948
Ginnie Mae REMIC Trust 2010-125 VF 4.13172% 20-JUN-2040, 4.14%, 06/20/40 GNR 2010-125 38377JYJ6 - 324.00 $324 $324 0.00 $323
US 10yr Ultra Fut Jun26 JUN 26 UXYM6 FUTURES_USD - -1,888 $-214,612,500 $0 0.00 $0
US ULTRA BOND CBT Jun26 JUN 26 WNM6 FUTURES_USD - -668.00 $-77,842,875 $0 0.00 $0
US 10YR NOTE (CBT)Jun26 JUN 26 TYM6 FUTURES_USD - -2,593 $-288,430,734 $0 0.00 $0
US 2YR NOTE (CBT) Jun26 JUN 26 TUM6 FUTURES_USD - 4,171 $865,580,260 $0 0.00 $0
US 5YR NOTE (CBT) Jun26 JUN 26 FVM6 FUTURES_USD - 62.00 $6,713,922 $0 0.00 $0
GNMA II TBA 30yr 4.5% April Delivery, 4.50%, 04/21/26 G2SF 21H042646 - -2,039,000 $-1,982,942 $-1,982,942 -0.03 $-1,982,942
GNMA II TBA 30yr 4% April Delivery, 4.00%, 04/21/26 G2SF 21H040640 - -3,648,000 $-3,435,540 $-3,435,540 -0.05 $-3,435,540
GNMA II TBA 30yr 5.5% April Delivery, 5.50%, 04/21/26 G2SF 21H052645 - -3,904,000 $-3,943,743 $-3,943,743 -0.06 $-3,943,743
GNMA II TBA 30yr 2.5% April Delivery, 2.50%, 04/21/26 G2SF 21H022648 - -16,788,000 $-14,495,800 $-14,495,800 -0.22 $-14,495,800
UMBS TBA 30yr 6% May Delivery, 6.00%, 05/13/26 FNCL 01F060659 - -24,353,133 $-24,902,296 $-24,902,296 -0.37 $-24,902,296
GNMA II TBA 30yr 3.5% April Delivery, 3.50%, 04/21/26 G2SF 21H032647 - -94,073,588 $-86,584,202 $-86,584,202 -1.30 $-86,584,202
UMBS TBA 30yr 5.5% May Delivery, 5.50%, 05/13/26 FNCL 01F052656 - -184,316,477 $-185,990,071 $-185,990,071 -2.80 $-185,990,071
GNMA II TBA 30yr 5% April Delivery, 5.00%, 04/21/26 G2SF 21H050649 - -196,141,000 $-195,686,737 $-195,686,737 -2.94 $-195,686,737
UMBS TBA 30yr 4.5% May Delivery, 4.50%, 05/13/26 FNCL 01F042657 - -360,617,314 $-349,790,500 $-349,790,500 -5.26 $-349,790,500
UMBS TBA 30yr 5% May Delivery, 5.00%, 05/13/26 FNCL 01F050650 - -416,067,098 $-412,467,702 $-412,467,702 -6.20 $-412,467,702
UMBS TBA 30yr 4% May Delivery, 4.00%, 05/13/26 FNCL 01F040651 - -549,133,893 $-520,215,404 $-520,215,404 -7.82 $-520,215,404
SEGREGATED CASH SEGCASH $0.00 35,039,490 $35,039,490 $35,039,490 0.53 $35,039,490
ALMSUM ALMSUM $0.00 - $0 $0 0.00 $0
US DOLLARS USD MD_142224 - -2,382,661,098 $-2,382,661,098 $-2,382,661,098 -35.81 $-2,382,661,098
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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