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For Individual Investors in the US

Mortgage-Backed Securities ETF Holdings

Full Portfolio Holdings

(As of January 8, 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% February Delivery, 2.50%, 02/12/26 FNCL 01F022626 - - 1,484,544,894 $1,254,257,836 $1,254,257,836 17.84 $1,254,257,836
UMBS TBA 30yr 4% January Delivery, 4.00%, 01/14/26 FNCL 01F040610 - - 721,596,155 $683,648,856 $683,648,856 9.73 $683,648,856
UMBS TBA 30yr 3% February Delivery, 3.00%, 02/12/26 FNCL 01F030629 - - 744,569,354 $657,022,145 $657,022,145 9.34 $657,022,145
GNMA II TBA 30yr 2.5% January Delivery, 2.50%, 01/22/26 G2SF 21H022614 - - 740,243,414 $638,787,132 $638,787,132 9.08 $638,787,132
UMBS TBA 30yr 2.5% January Delivery, 2.50%, 01/14/26 FNCL 01F022618 - - 693,895,081 $586,334,404 $586,334,404 8.33 $586,334,404
UMBS TBA 30yr 6% January Delivery, 6.00%, 01/14/26 FNCL 01F060618 - - 456,492,167 $468,580,080 $468,580,080 6.66 $468,580,080
GNMA II TBA 30yr 5% January Delivery, 5.00%, 01/22/26 G2SF 21H050615 - - 411,201,194 $410,198,274 $410,198,274 5.83 $410,198,274
Fannie Mae or Freddie Mac|5.5|01/14/2026, 5.50%, 01/14/26 FNCL 01F052615 - - 389,438,442 $394,906,158 $394,906,158 5.61 $394,906,158
UMBS TBA 30yr 4.5% January Delivery, 4.50%, 01/14/26 FNCL 01F042616 - - 354,908,342 $346,042,377 $346,042,377 4.92 $346,042,377
UMBS TBA 30yr 2% February Delivery, 2.00%, 02/12/26 FNCL 01F020620 - - 402,248,255 $324,874,596 $324,874,596 4.62 $324,874,596
UMBS TBA 30yr 5% January Delivery, 5.00%, 01/14/26 FNCL 01F050619 - - 324,098,894 $323,173,916 $323,173,916 4.59 $323,173,916
UMBS TBA 30yr 3% January Delivery, 3.00%, 01/14/26 FNCL 01F030611 - - 363,677,795 $321,042,392 $321,042,392 4.56 $321,042,392
FNMA 30yr Pool#CB9430 5.500% 01-Nov-2054, 5.50%, 11/01/54 FN 3140QVPQ1 - - 182,782,552 $190,192,178 $190,192,178 2.70 $186,663,903
GNMA II TBA 30yr 5.5% January Delivery, 5.50%, 01/22/26 G2SF 21H052611 - - 183,586,000 $185,526,504 $185,526,504 2.64 $185,526,504
GNMA II TBA 30yr 3% January Delivery, 3.00%, 01/22/26 G2SF 21H030617 - - 203,159,962 $182,777,126 $182,777,126 2.60 $182,777,126
Fannie Mae REMIC Trust 2025-12 FC 5.1718% 25-MAR-2055, 4.97%, 03/25/55 FNR 2025-12 3136BVFC7 - - 151,650,274 $152,495,154 $152,495,154 2.17 $152,201,801
FNMA 30yr Pool#FA2033 6.000% 01-Jul-2054, 6.00%, 07/01/54 FN 3140W2HK0 - - 125,804,161 $135,416,062 $135,416,062 1.92 $130,225,602
GNMA II TBA 30yr 3.5% January Delivery, 3.50%, 01/22/26 G2SF 21H032613 - - 147,859,377 $134,651,542 $134,651,542 1.91 $134,651,542
FNMA 30yr Pool#CB9787 5.000% 01-Jan-2055, 5.00%, 01/01/55 FN 3140QV2V5 - - 131,045,094 $133,071,978 $133,071,978 1.89 $132,155,317
GNMA II TBA 30yr 4.5% January Delivery, 4.50%, 01/22/26 G2SF 21H042612 - - 127,692,488 $124,357,799 $124,357,799 1.77 $124,357,799
Freddie Mac Pool|6|11/01/2055, 6.00%, 11/01/55 FR 31427QWL2 - - 117,847,444 $122,260,770 $122,260,770 1.74 $122,005,434
FNMA 30yr Pool#FA2754 4.500% 01-Jan-2049, 4.50%, 01/01/49 FN 3140W3BY4 - - 117,110,671 $117,747,255 $117,747,255 1.67 $116,153,867
FNMA 30yr Pool#FS1133 4.000% 01-Oct-2051, 4.00%, 10/01/51 FN 3140XGHK8 - - 111,948,465 $108,906,175 $108,906,175 1.55 $107,399,072
GNMA II TBA 30yr 4% January Delivery, 4.00%, 01/22/26 G2SF 21H040616 - - 114,954,688 $108,410,433 $108,410,433 1.54 $108,410,433
FNMA 30yr Pool#FM7460 4.000% 01-Mar-2051, 4.00%, 03/01/51 FN 3140XBJE1 - - 105,535,647 $102,725,566 $102,725,566 1.46 $101,246,860
FHLMC 30yr Pool#SD5238 5.500% 01-Apr-2054, 5.50%, 04/01/54 FR 3132DSZB1 - - 97,915,558 $101,973,976 $101,973,976 1.45 $100,560,296
UMBS TBA 30yr 6.5% February Delivery, 6.50%, 02/12/26 FNCL 01F062622 - - 92,975,000 $96,627,988 $96,627,988 1.37 $96,627,988
UMBS TBA 30yr 6.5% January Delivery, 6.50%, 01/14/26 FNCL 01F062614 - - 92,975,000 $96,606,604 $96,606,604 1.37 $96,606,604
FNMA 30yr Pool#FA3025 5.500% 01-Sep-2055, 5.50%, 09/01/55 FN 3140W3LF4 - - 85,831,015 $89,960,940 $89,960,940 1.28 $88,576,710
Fannie Mae Pool|6|10/01/2055, 6.00%, 10/01/55 FN 3140W3RC5 - - 86,081,507 $89,310,562 $89,310,562 1.27 $89,124,052
UMBS TBA 30yr 3.5% January Delivery, 3.50%, 01/14/26 FNCL 01F032617 - - 95,653,000 $88,302,928 $88,302,928 1.26 $88,302,928
Freddie Mac Multiclass Certificates, Series 5544 FC 5.0718% 25-JUN-2055, 4.87%, 06/25/55 FHR 5544 3137HLNP3 - - 86,494,377 $86,797,714 $86,797,714 1.23 $86,633,763
FHLMC 30yr Pool#SL2464 4.500% 01-Dec-2048, 4.50%, 12/01/48 FR 31427PW26 - - 82,161,525 $83,192,771 $83,192,771 1.18 $81,490,258
FHLMC 30yr Pool#RJ4363 5.500% 01-Jun-2055, 5.50%, 06/01/55 FR 3142GUZ55 - - 75,065,265 $78,482,570 $78,482,570 1.12 $77,378,501
FNMA 30yr Pool#FA3036 5.500% 01-Oct-2055, 5.50%, 10/01/55 FN 3140W3LS6 - - 75,414,925 $78,464,993 $78,464,993 1.12 $77,682,703
FHLMC 30yr Pool#SD1046 4.000% 01-Jul-2052, 4.00%, 07/01/52 FR 3132DNET6 - - 80,242,311 $78,154,100 $78,154,100 1.11 $76,838,356
FNMA 30yr Pool#FA3037 5.500% 01-Oct-2055, 5.50%, 10/01/55 FN 3140W3LT4 - - 69,491,747 $72,493,652 $72,493,652 1.03 $71,512,375
FNMA 30yr Pool#FA0574 5.500% 01-Jan-2055, 5.50%, 01/01/55 FN 3140W0T88 - - 68,533,007 $71,427,766 $71,427,766 1.02 $70,585,899
FNMA 30yr Pool#FS8993 6.000% 01-Jul-2054, 6.00%, 07/01/54 FN 3140XQ7F8 - - 65,485,152 $69,285,671 $69,285,671 0.98 $67,688,459
FHLMC 30yr Pool#SL1188 5.500% 01-Apr-2055, 5.50%, 04/01/55 FR 31427NKA6 - - 57,366,828 $60,233,176 $60,233,176 0.86 $58,971,706
FHLMC 30yr Pool#SL2435 6.500% 01-Feb-2055, 6.50%, 02/01/55 FR 31427PV50 - - 55,406,710 $60,007,550 $60,007,550 0.85 $57,958,633
FHLMC 30yr Pool#QX7566 5.500% 01-Mar-2055, 5.50%, 03/01/55 FR 31426DMQ2 - - 55,412,400 $57,071,266 $57,071,266 0.81 $56,554,438
FNMA 30yr Pool#FA2246 5.500% 01-Jul-2055, 5.50%, 07/01/55 FN 3140W2P88 - - 50,019,624 $52,351,076 $52,351,076 0.74 $51,459,101
FNMA 30yr Pool#CB9654 5.000% 01-Dec-2054, 5.00%, 12/01/54 FN 3140QVWQ3 - - 51,304,347 $52,167,223 $52,167,223 0.74 $51,739,001
FHLMC 30yr Pool#SL0239 5.000% 01-Jan-2055, 5.00%, 01/01/55 FR 31427MHR5 - - 50,539,081 $51,305,684 $51,305,684 0.73 $50,967,252
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 $51,302,229 $51,302,229 0.73 $51,154,907
FNMA 30yr Pool#FA3827 5.000% 01-Dec-2055, 5.00%, 12/01/55 FN 3140W4HD2 - - 50,839,639 $51,153,223 $51,153,223 0.73 $50,779,218
Fannie Mae REMIC Trust 2025-9 FA 5.2718% 25-MAR-2055, 5.07%, 03/25/55 FNR 2025-9 3136BVDC9 - - 50,115,838 $50,479,895 $50,479,895 0.72 $50,381,002
FNMA 30yr Pool#FA3128 5.500% 01-Oct-2055, 5.50%, 10/01/55 FN 3140W3PN3 - - 47,026,090 $49,693,445 $49,693,445 0.71 $48,562,214
FNMA 30yr Pool#CB9613 5.500% 01-Dec-2054, 5.50%, 12/01/54 FN 3140QVVF8 - - 47,378,662 $48,742,910 $48,742,910 0.69 $48,384,739
FNMA 30yr Pool#FA3572 5.000% 01-Nov-2055, 5.00%, 11/01/55 FN 3140W36J3 - - 46,847,004 $47,939,868 $47,939,868 0.68 $47,294,374
FHLMC 30yr Pool#SD7343 5.500% 01-Jan-2055, 5.50%, 01/01/55 FR 3132DVEQ4 - - 44,666,476 $46,683,690 $46,683,690 0.66 $45,861,920
FNMA 30yr Pool#FS9779 5.500% 01-Nov-2054, 5.50%, 11/01/54 FN 3140XR2M6 - - 42,496,185 $44,430,446 $44,430,446 0.63 $43,709,345
FNMA 30yr Pool#FS8121 4.000% 01-Jul-2052, 4.00%, 07/01/52 FN 3140XQAX5 - - 42,457,688 $41,082,299 $41,082,299 0.58 $40,605,473
FNMA 40yr Pool#BF0646 2.500% 01-Jun-2062, 2.50%, 06/01/62 FN 3140FXWG3 - - 48,290,385 $41,018,078 $41,018,078 0.58 $40,378,716
Radian Mortgage Capital Trust 2025-J4 A25 5.42419% 25-MAR-2056, 5.42%, 03/25/56 RMCT 2025-J4 75024UBP1 - - 38,457,815 $40,818,098 $40,818,098 0.58 $38,531,112
PMT LOAN TRUST 2025-J3 FLTG 2056 A3, 5.27%, 11/27/56 PMTLT 2025-J3 69392XBM9 - - 40,317,837 $40,519,867 $40,519,867 0.58 $40,434,074
FHLMC 30yr Pool#SL0046 6.000% 01-Jan-2055, 6.00%, 01/01/55 FR 31427MBQ3 - - 37,898,170 $40,487,543 $40,487,543 0.58 $39,173,288
FNMA 30yr Pool#FS8881 4.500% 01-Sep-2053, 4.50%, 09/01/53 FN 3140XQ2P1 - - 40,213,702 $40,313,252 $40,313,252 0.57 $39,833,196
FHLMC 30yr Pool#ZT2413 4.000% 01-Feb-2041, 4.00%, 02/01/41 FR 3132AEVE3 - - 40,094,609 $39,846,086 $39,846,086 0.57 $39,262,062
FNMA 30yr Pool#FA1951 6.000% 01-Jun-2055, 6.00%, 06/01/55 FN 3140W2EZ0 - - 36,726,321 $39,329,707 $39,329,707 0.56 $37,989,700
New Residential Mortgage LLC 6.545% 25-MAR-2032, 6.54%, 03/25/32 NZES 2025-FHT 64832EAA7 - - 38,185,108 $38,875,361 $38,875,361 0.55 $38,778,169
FHLMC 30yr Pool#SD6787 4.000% 01-May-2053, 4.00%, 05/01/53 FR 3132DURG4 - - 40,189,593 $38,861,083 $38,861,083 0.55 $38,423,772
OBX 2025-J3 TRUST FLTG 2055 AF, 5.37%, 10/25/55 OBX 2025-J3 67449KAU7 - - 38,485,869 $38,565,260 $38,565,260 0.55 $38,484,826
FHLMC 30yr Pool#SD7344 5.500% 01-Jan-2055, 5.50%, 01/01/55 FR 3132DVER2 - - 36,754,086 $37,767,419 $37,767,419 0.54 $37,722,497
FHLMC 30yr Pool#SI2101 4.000% 01-Sep-2048, 4.00%, 09/01/48 FR 3133USKN0 - - 38,677,997 $37,693,951 $37,693,951 0.54 $37,200,584
FHLMC 30yr Pool#SL0938 4.000% 01-Jul-2050, 4.00%, 07/01/50 FR 31427NBG3 - - 37,732,261 $37,391,255 $37,391,255 0.53 $36,821,088
FNMA 40yr Pool#BF0598 2.500% 01-Mar-2062, 2.50%, 03/01/62 FN 3140FXUY6 - - 43,618,480 $36,808,051 $36,808,051 0.52 $36,475,640
FNMA 30yr Pool#FA0576 5.500% 01-Jan-2055, 5.50%, 01/01/55 FN 3140W0UA1 - - 34,978,010 $36,673,329 $36,673,329 0.52 $36,016,516
FNMA 30yr Pool#FA1557 6.000% 01-May-2055, 6.00%, 05/01/55 FN 3140W1WT6 - - 34,058,696 $36,478,508 $36,478,508 0.52 $35,204,631
FNMA 30yr Pool#FA2190 4.000% 01-Apr-2053, 4.00%, 04/01/53 FN 3140W2NG2 - - 37,355,525 $36,212,961 $36,212,961 0.51 $35,720,059
FHLMC 30yr Pool#SL1632 4.000% 01-Nov-2053, 4.00%, 11/01/53 FR 31427NY60 - - 36,976,044 $36,047,852 $36,047,852 0.51 $35,395,937
FNMA 30yr Pool#FA3105 6.000% 01-May-2055, 6.00%, 05/01/55 FN 3140W3NX3 - - 32,014,168 $33,938,916 $33,938,916 0.48 $33,112,116
FNMA 30yr Pool#FA3191 5.500% 01-Oct-2055, 5.50%, 10/01/55 FN 3140W3RM3 - - 32,521,810 $33,777,549 $33,777,549 0.48 $33,467,454
FNMA 30yr Pool#FA3682 5.500% 01-Feb-2055, 5.50%, 02/01/55 FN 3140W4CU9 - - 31,595,110 $33,053,148 $33,053,148 0.47 $32,541,534
FNMA 30yr Pool#FA2446 4.500% 01-Jul-2053, 4.50%, 07/01/53 FN 3140W2WG2 - - 32,529,436 $32,287,084 $32,287,084 0.46 $32,043,279
FNMA 30yr Pool#FA0603 4.500% 01-Sep-2051, 4.50%, 09/01/51 FN 3140W0U52 - - 32,089,463 $32,122,956 $32,122,956 0.46 $31,820,818
FNMA 30yr Pool#FA1560 5.500% 01-Apr-2055, 5.50%, 04/01/55 FN 3140W1WW9 - - 29,879,697 $31,508,138 $31,508,138 0.45 $30,808,298
FHLMC 30yr Pool#SL2558 6.000% 01-Aug-2055, 6.00%, 08/01/55 FR 31427PZY3 - - 29,574,223 $31,315,925 $31,315,925 0.45 $30,595,765
FHLMC 30yr Pool#SL0238 5.000% 01-May-2054, 5.00%, 05/01/54 FR 31427MHQ7 - - 30,097,305 $30,953,063 $30,953,063 0.44 $30,352,292
FNMA 30yr Pool#BW7371 5.500% 01-Feb-2053, 5.50%, 02/01/53 FN 3140N0FM2 - - 29,664,329 $30,880,519 $30,880,519 0.44 $30,661,273
FNMA 40yr Pool#BF0698 3.500% 01-Dec-2062, 3.50%, 12/01/62 FN 3140FXX49 - - 33,057,590 $30,747,531 $30,747,531 0.44 $30,278,663
FHLMC 30yr Pool#TA2617 5.000% 01-Jan-2056, 5.00%, 01/01/56 FR 3142JQ4B2 - - 30,079,928 $30,232,929 $30,232,929 0.43 $30,044,178
FNMA 30yr Pool#FS8335 4.500% 01-Jan-2051, 4.50%, 01/01/51 FN 3140XQHM2 - - 29,255,836 $29,467,881 $29,467,881 0.42 $29,010,913
FHLMC 30yr Pool#SL1291 4.000% 01-Nov-2054, 4.00%, 11/01/54 FR 31427NNH8 - - 30,214,590 $29,322,328 $29,322,328 0.42 $28,923,423
FNMA 30yr Pool#FS3883 4.500% 01-Feb-2053, 4.50%, 02/01/53 FN 3140XKJ50 - - 29,295,754 $29,273,696 $29,273,696 0.42 $28,880,798
FNMA 30yr Pool#FS9788 5.500% 01-Nov-2054, 5.50%, 11/01/54 FN 3140XR2W4 - - 27,479,940 $28,520,721 $28,520,721 0.41 $28,060,691
FNMA 30yr Pool#FA1798 4.000% 01-Aug-2052, 4.00%, 08/01/52 FN 3140W17L1 - - 29,199,745 $28,487,105 $28,487,105 0.40 $27,965,623
FNMA 30yr Pool#FS8681 4.500% 01-Oct-2050, 4.50%, 10/01/50 FN 3140XQUF2 - - 27,794,565 $27,865,767 $27,865,767 0.40 $27,561,876
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 $26,719,653 $26,719,653 0.38 $26,643,742
FNMA 30yr Pool#CB4798 5.000% 01-Oct-2052, 5.00%, 10/01/52 FN 3140QQKL8 - - 25,629,909 $26,029,412 $26,029,412 0.37 $25,736,845
FHF ISSUER TRUST 2024-1 0% 26, 4.84%, 12/15/26 FHF 2025-2A 30343DAA2 - - 25,876,562 $25,981,795 $25,981,795 0.37 $25,894,839
FNMA 30yr Pool#FA3714 5.000% 01-Nov-2055, 5.00%, 11/01/55 FN 3140W4DU8 - - 24,643,475 $25,186,030 $25,186,030 0.36 $24,891,780
JP MORGAN MORTGAGE TRUST 2 5.777% 55, 5.50%, 11/25/55 JPMMT 2025-5MPR 46593VAD9 - - 24,864,024 $25,090,009 $25,090,009 0.36 $24,945,660
FHLMC 30yr Pool#SD3271 5.500% 01-Jun-2053, 5.50%, 06/01/53 FR 3132DQT48 - - 24,015,809 $25,036,624 $25,036,624 0.36 $24,797,917
METRONET INFRASTRUCTURE ISSU 5.4% 55, 5.40%, 08/20/55 MNET 2025-2A 59170JAX6 - - 24,600,000 $24,990,227 $24,990,227 0.36 $24,920,117
FNMA 30yr Pool#FS9239 4.500% 01-Jan-2051, 4.50%, 01/01/51 FN 3140XRHR9 - - 23,849,834 $23,970,877 $23,970,877 0.34 $23,650,169
FNMA 30yr Pool#FS9771 4.000% 01-Oct-2052, 4.00%, 10/01/52 FN 3140XR2D6 - - 24,204,600 $23,394,256 $23,394,256 0.33 $23,138,283
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 $23,138,513 $23,138,513 0.33 $23,088,973
FNMA 30yr Pool#FA1129 6.500% 01-Jun-2054, 6.50%, 06/01/54 FN 3140W1HF3 - - 21,271,876 $23,085,210 $23,085,210 0.33 $22,251,616
FNMA 30yr Pool#FA1128 6.500% 01-Aug-2054, 6.50%, 08/01/54 FN 3140W1HE6 - - 21,058,441 $22,692,130 $22,692,130 0.32 $22,028,351
FHLMC 30yr Pool#SD5061 5.500% 01-Mar-2054, 5.50%, 03/01/54 FR 3132DSTS1 - - 21,166,107 $22,303,846 $22,303,846 0.32 $21,836,423
PRET 2025-RPL3 Trust A1 4.15% 25-APR-2065, 4.15%, 04/25/65 PRET 2025-RPL3 69382RAA1 - - 22,538,984 $22,296,905 $22,296,905 0.32 $22,198,171
Connecticut Avenue Securities Trust 2022-R02 2M2 6.87419% 25-JAN-2042, 6.87%, 01/25/42 CAS 2022-R02 20754BAB7 - - 21,764,114 $22,196,472 $22,196,472 0.32 $22,138,290
FNMA 30yr Pool#FM7840 4.000% 01-Apr-2050, 4.00%, 04/01/50 FN 3140XBWA4 - - 22,704,735 $22,086,691 $22,086,691 0.31 $21,782,054
FNMA 30yr Pool#FS4781 4.000% 01-Oct-2051, 4.00%, 10/01/51 FN 3140XLJ33 - - 22,175,522 $21,598,302 $21,598,302 0.31 $21,274,347
FNMA 30yr Pool#FS7225 4.000% 01-Aug-2051, 4.00%, 08/01/51 FN 3140XPA33 - - 22,143,576 $21,509,219 $21,509,219 0.31 $21,297,741
FHLMC 30yr Pool#SD6989 5.500% 01-Nov-2054, 5.50%, 11/01/54 FR 3132DUXS1 - - 20,450,829 $21,256,678 $21,256,678 0.30 $20,883,029
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 - - 20,964,288 $21,169,058 $21,169,058 0.30 $21,120,352
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 $21,074,766 $21,074,766 0.30 $20,790,446
Citigroup Mortgage Loan Trust 2025-LTV1 A1 5.237% 25-DEC-2055, 5.24%, 12/25/55 CMLTI 2025-LTV1 17332XAA8 - - 20,932,000 $21,064,311 $21,064,311 0.30 $20,948,600
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 $21,063,816 $21,063,816 0.30 $20,992,782
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 - - 19,236,656 $20,977,912 $20,977,912 0.30 $20,765,467
Cipher Compute LLC 7.125% 15-NOV-2030, 7.12%, 11/15/30 CIFR 17253NAA5 - - 20,244,000 $20,920,521 $20,920,521 0.30 $20,696,150
FNMA 30yr Pool#CB7112 5.500% 01-Sep-2053, 5.50%, 09/01/53 FN 3140QS3W9 - - 19,713,134 $20,685,264 $20,685,264 0.29 $20,327,103
FNMA 40yr Pool#BF0226 3.500% 01-Jan-2058, 3.50%, 01/01/58 FN 3140FXHC9 - - 21,805,126 $20,601,554 $20,601,554 0.29 $20,352,411
FNMA 40yr Pool#BF0807 3.500% 01-Apr-2064, 3.50%, 04/01/64 FN 3140FX3R1 - - 21,729,665 $20,551,565 $20,551,565 0.29 $19,906,045
FNMA 30yr Pool#FS6382 4.000% 01-Aug-2051, 4.00%, 08/01/51 FN 3140XNCU6 - - 21,010,440 $20,455,304 $20,455,304 0.29 $20,207,888
FNMA 40yr Pool#BF0713 4.000% 01-Mar-2063, 4.00%, 03/01/63 FN 3140FXYK2 - - 21,132,435 $20,383,517 $20,383,517 0.29 $20,128,226
RCKT MOR 2025-CES9 FLT 2055 A1B, 5.00%, 09/25/55 RCKT 2025-CES9 74942JAB0 - - 20,226,651 $20,282,185 $20,282,185 0.29 $20,175,497
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 $20,190,105 $20,190,105 0.29 $20,161,892
FINANCE OF AMERICA STRUC 3.28125% 74, 3.50%, 04/25/74 FASST 2024-S3 31739WAB8 - - 20,102,669 $19,681,361 $19,681,361 0.28 $19,653,999
FHLMC 30yr Pool#SL0850 4.000% 01-Jul-2049, 4.00%, 07/01/49 FR 31427M5L1 - - 19,446,283 $19,270,910 $19,270,910 0.27 $19,032,367
FHLMC 30yr Pool#QJ9063 5.000% 01-Nov-2054, 5.00%, 11/01/54 FR 3133D1B81 - - 18,935,692 $19,181,670 $19,181,670 0.27 $19,007,758
FNMA 30yr Pool#FS5028 4.000% 01-Oct-2051, 4.00%, 10/01/51 FN 3140XLSS8 - - 19,703,659 $19,103,162 $19,103,162 0.27 $18,902,936
FNMA 30yr Pool#DC4912 5.500% 01-Oct-2054, 5.50%, 10/01/54 FN 3140ASN61 - - 18,340,682 $18,861,208 $18,861,208 0.27 $18,715,266
RCKT MORTGAGE TRUST 2025-C 5.212% 55, 4.97%, 11/25/55 RCKT 2025-CES11 749423AA7 - - 18,492,932 $18,598,769 $18,598,769 0.26 $18,501,832
FNMA 30yr Pool#FA1549 5.500% 01-May-2055, 5.50%, 05/01/55 FN 3140W1WK5 - - 17,672,452 $18,342,011 $18,342,011 0.26 $18,209,109
FNMA 30yr Pool#FS2863 4.000% 01-Sep-2052, 4.00%, 09/01/52 FN 3140XJFD0 - - 18,984,442 $18,305,779 $18,305,779 0.26 $18,176,139
FNMA 30yr Pool#FS8709 4.500% 01-Jan-2051, 4.50%, 01/01/51 FN 3140XQVB0 - - 17,993,896 $18,054,768 $18,054,768 0.26 $17,843,256
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 $17,814,689 $17,814,689 0.25 $17,675,085
Flash Compute LLC 7.25% 31-DEC-2030, 7.25%, 12/31/30 FLASHC 33853QAA9 - - 17,865,000 $17,798,078 $17,798,078 0.25 $17,762,099
FHLMC 30yr Pool#QY8779 6.000% 01-Jul-2055, 6.00%, 07/01/55 FR 31426TXH5 - - 16,928,233 $17,646,688 $17,646,688 0.25 $17,514,350
Homeward Opportunities Fund Trust 2024-RTL1 A1 7.12% 25-JUL-2029, 7.12%, 07/25/29 HOF 43789FAA1 - - 17,261,000 $17,318,671 $17,318,671 0.25 $17,270,877
FNMA 30yr Pool#CB4128 4.500% 01-Jul-2052, 4.50%, 07/01/52 FN 3140QPSS7 - - 17,348,038 $17,292,353 $17,292,353 0.25 $17,115,858
FNMA 30yr Pool#CB8221 5.500% 01-Mar-2054, 5.50%, 03/01/54 FN 3140QUD37 - - 16,654,901 $17,215,327 $17,215,327 0.24 $17,003,359
FHLMC 30yr Pool#QH3192 6.000% 01-Oct-2053, 6.00%, 10/01/53 FR 3133CFRM3 - - 14,476,772 $17,060,009 $17,060,009 0.24 $15,036,192
GCAT 2025-INV5 TRUST FLT 2055 A28, 5.49%, 12/25/55 GCAT 2025-INV5 36173VBA3 - - 16,732,000 $16,767,560 $16,767,560 0.24 $16,731,866
FNMA 30yr Pool#FM4738 4.000% 01-Sep-2050, 4.00%, 09/01/50 FN 3140X8HQ3 - - 17,174,541 $16,546,365 $16,546,365 0.24 $16,436,742
FNMA 40yr Pool#BF0806 3.500% 01-Apr-2064, 3.50%, 04/01/64 FN 3140FX3Q3 - - 17,640,257 $16,371,791 $16,371,791 0.23 $16,218,230
FNMA 30yr Pool#FS9116 6.000% 01-Sep-2054, 6.00%, 09/01/54 FN 3140XRDW2 - - 15,278,216 $16,165,831 $16,165,831 0.23 $15,792,266
FNMA 40yr Pool#BF0801 2.500% 01-Apr-2064, 2.50%, 04/01/64 FN 3140FX3K6 - - 18,994,140 $16,126,958 $16,126,958 0.23 $15,867,549
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 - - 15,050,000 $16,009,350 $16,009,350 0.23 $15,875,677
FNMA 30yr Pool#DA1525 6.000% 01-Oct-2053, 6.00%, 10/01/53 FN 3140A1VT1 - - 14,533,261 $15,887,200 $15,887,200 0.23 $15,024,573
SALUDA GR ALT MTG TR 2025-LOC5 A1B, 5.53%, 10/25/55 GRADE 2025-LOC5 79581XAC2 - - 15,693,000 $15,803,488 $15,803,488 0.22 $15,767,317
Vontive Mortgage Trust 2025-RTL1 A1 6.507% 25-MAR-2030, 6.51%, 03/25/30 VNTV 2025-RTL1 928884AA3 - - 15,444,000 $15,726,369 $15,726,369 0.22 $15,687,288
FHLMC 30yr Pool#SL0644 4.500% 01-Mar-2053, 4.50%, 03/01/53 FR 31427MWE7 - - 15,555,170 $15,603,660 $15,603,660 0.22 $15,337,876
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 $15,521,968 $15,521,968 0.22 $15,402,483
PRPM 2025-RCF3 LLC 5.25% 55, 5.25%, 07/25/55 PRPM 2025-RCF3 69392PAA3 - - 14,745,643 $14,894,252 $14,894,252 0.21 $14,812,537
PRET 2025-RPL1 Trust A1 4.0% 25-JUL-2069, 4.00%, 07/25/69 PRET 2025-RPL1 69392FAA5 - - 15,240,113 $14,871,373 $14,871,373 0.21 $14,807,026
PRPM 2025-5 0%30, 5.73%, 07/25/30 PRPM 2025-5 69392RAA9 - - 14,720,248 $14,796,952 $14,796,952 0.21 $14,707,935
FHLMC 30yr Pool#SD5963 6.000% 01-Jul-2054, 6.00%, 07/01/54 FR 3132DTTU4 - - 13,563,151 $14,666,164 $14,666,164 0.21 $14,019,496
Galaxy XXVI CLO Ltd., 5.68%, 07/31/26 GLXYT 2025-1 362922AA4 - - 14,406,384 $14,492,486 $14,492,486 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 $14,325,122 $14,325,122 0.20 $14,241,338
FNMA 30yr Pool#DC7019 5.500% 01-Dec-2054, 5.50%, 12/01/54 FN 3140AUYR8 - - 13,768,957 $14,149,880 $14,149,880 0.20 $14,049,417
BMP Commercial Mortgage Trust 2024-MF23 A 5.12206% 15-JUN-2041, 5.12%, 06/15/41 BMP 2024-MF23 05593JAA8 - - 14,000,000 $14,069,990 $14,069,990 0.20 $14,020,192
Fannie Mae Pool|5.5|11/01/2055, 5.50%, 11/01/55 FN 3140W35Z8 - - 13,591,042 $14,036,862 $14,036,862 0.20 $14,009,868
Fannie Mae Pool|5.5|03/01/2055, 5.50%, 03/01/55 FN 3140Y6DB3 - - 13,576,977 $14,022,335 $14,022,335 0.20 $13,995,370
FINANCE OF AMER STR TR 2024-S2 A1, 3.50%, 04/25/74 FASST 2024-S2 31739VAA2 - - 14,228,807 $13,988,203 $13,988,203 0.20 $13,968,836
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 $13,970,771 $13,970,771 0.20 $13,935,345
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 $13,907,007 $13,907,007 0.20 $13,845,780
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 $13,691,634 $13,691,634 0.19 $13,660,263
FHLMC 30yr Pool#SD1143 4.500% 01-Sep-2050, 4.50%, 09/01/50 FR 3132DNHU0 - - 13,478,236 $13,536,854 $13,536,854 0.19 $13,365,399
WULF Compute LLC 7.75% 15-OCT-2030, 7.75%, 10/15/30 WULF 982911AA7 - - 12,852,000 $13,495,302 $13,495,302 0.19 $13,285,030
FNMA 30yr Pool#FM5350 4.500% 01-Sep-2050, 4.50%, 09/01/50 FN 3140X85L7 - - 13,235,525 $13,347,992 $13,347,992 0.19 $13,110,289
FNMA 30yr Pool#FS8717 6.000% 01-Jul-2054, 6.00%, 07/01/54 FN 3140XQVK0 - - 12,600,855 $13,345,613 $13,345,613 0.19 $13,024,823
FHLMC 30yr Pool#SD6558 6.000% 01-Sep-2054, 6.00%, 09/01/54 FR 3132DUJB4 - - 12,432,329 $13,259,799 $13,259,799 0.19 $12,850,625
Foundation Finance Trust 2025-2 B 4.94% 15-APR-2052, 4.94%, 04/15/52 FFIN 2025-2A 35042NAB1 - - 13,050,000 $13,138,261 $13,138,261 0.19 $13,095,283
FNMA 30yr Pool#DE6043 6.000% 01-Aug-2055, 6.00%, 08/01/55 FN 3140BJWD5 - - 12,172,316 $12,937,722 $12,937,722 0.18 $12,581,865
Connecticut Avenue Securities, Series 2021-R03 1M2 5.52419% 25-DEC-2041, 5.52%, 12/25/41 CAS 2021-R03 20754AAB9 - - 12,716,693 $12,862,130 $12,862,130 0.18 $12,772,154
FNMA 30yr Pool#DE1157 6.000% 01-Jun-2055, 6.00%, 06/01/55 FN 3140BDJB7 - - 11,823,515 $12,826,258 $12,826,258 0.18 $12,221,328
PRET 2025-RPL5 TRUST FLTG 2070 A1, 4.15%, 01/25/70 PRET 2025-RPL5 69393AAA5 - - 12,834,108 $12,658,123 $12,658,123 0.18 $12,601,903
FHLMC 30yr Pool#SD5994 4.500% 01-Sep-2050, 4.50%, 09/01/50 FR 3132DTUT5 - - 12,588,119 $12,618,035 $12,618,035 0.18 $12,482,734
FNMA 40yr Pool#BF0731 2.500% 01-Jun-2063, 2.50%, 06/01/63 FN 3140FXY55 - - 14,663,169 $12,409,314 $12,409,314 0.18 $12,252,810
TOWD POINT MORTGAGE TRUST 2025 0% 65, 4.97%, 09/25/65 TPMT 2025-FIX1 89183MAA1 - - 12,277,429 $12,328,135 $12,328,135 0.18 $12,263,752
FNMA 30yr Pool#FA0470 6.000% 01-Jan-2055, 6.00%, 01/01/55 FN 3140W0QY4 - - 11,437,460 $12,292,296 $12,292,296 0.17 $11,822,283
FHLMC 30yr Pool#QG6755 5.500% 01-Jun-2053, 5.50%, 06/01/53 FR 3133C7QG5 - - 11,680,061 $12,154,032 $12,154,032 0.17 $12,064,803
FNMA 30yr Pool#FS7541 4.000% 01-Jun-2052, 4.00%, 06/01/52 FN 3140XPLX5 - - 12,528,358 $12,143,198 $12,143,198 0.17 $12,019,227
TOWD PT MTG TR 2025-FIX2 FLTG A1, 5.25%, 10/25/65 TPMT 2025-FIX2 89183RAA0 - - 11,913,156 $12,025,490 $12,025,490 0.17 $11,959,484
FIGRE TRUST 2025-HE4 FLTG 2055 C, 5.71%, 07/25/55 FIGRE 2025-HE4 31684PAC6 - - 11,877,352 $12,013,437 $12,013,437 0.17 $11,941,862
FHLMC 30yr Pool#SD1436 4.500% 01-Aug-2052, 4.50%, 08/01/52 FR 3132DNSZ7 - - 11,624,427 $11,796,459 $11,796,459 0.17 $11,453,021
FNMA 30yr Pool#DF9041 5.000% 01-Jan-2056, 5.00%, 01/01/56 FN 3140U1BK0 - - 11,702,361 $11,760,792 $11,760,792 0.17 $11,688,453
FNMA 40yr Pool#BF0783 3.500% 01-Dec-2063, 3.50%, 12/01/63 FN 3140FX2R2 - - 12,482,022 $11,622,558 $11,622,558 0.17 $11,438,391
FHLMC 30yr Pool#QH3306 6.000% 01-Oct-2053, 6.00%, 10/01/53 FR 3133CFU72 - - 10,943,601 $11,452,500 $11,452,500 0.16 $11,366,490
FNMA 30yr Pool#DC5672 5.500% 01-Nov-2054, 5.50%, 11/01/54 FN 3140ATJS6 - - 10,860,041 $11,387,954 $11,387,954 0.16 $11,081,546
FNMA 30yr Pool#BY4134 5.500% 01-Jul-2053, 5.50%, 07/01/53 FN 3140NLSY6 - - 11,023,041 $11,328,114 $11,328,114 0.16 $11,250,189
FIGRE Trust 2025-HE3 A 5.56% 25-MAY-2055, 5.56%, 05/25/55 FIGRE 2025-HE3 31684LAA9 - - 11,063,184 $11,239,827 $11,239,827 0.16 $11,174,898
FNMA 30yr Pool#FS6236 6.500% 01-Nov-2053, 6.50%, 11/01/53 FN 3140XM4W3 - - 10,572,754 $11,225,662 $11,225,662 0.16 $11,069,213
FNMA 30yr Pool#FS5818 4.500% 01-Oct-2050, 4.50%, 10/01/50 FN 3140XMPC4 - - 11,075,151 $11,197,234 $11,197,234 0.16 $10,970,357
PRET 2025-NPL4 A1 6.3677% 25-MAY-2055, 6.37%, 04/25/55 PRET 2025-NPL4 74136UAA3 - - 11,119,727 $11,185,896 $11,185,896 0.16 $11,158,360
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA7 M2 10.87419% 25-SEP-2042, 10.87%, 03/25/52 STACR 2022-DNA7 35564KL72 - - 10,000,000 $11,018,536 $11,018,536 0.16 $10,973,172
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 $10,961,133 $10,961,133 0.16 $10,926,047
Acacia 2025-1 A 5.24% 15-NOV-2037, 5.24%, 11/15/37 ACACIA 2025-1 00401PAA7 - - 10,882,911 $10,933,023 $10,933,023 0.16 $10,895,006
FNMA 30yr Pool#FS5362 4.500% 01-Dec-2050, 4.50%, 12/01/50 FN 3140XL5Y0 - - 10,825,466 $10,862,025 $10,862,025 0.15 $10,734,838
FNMA 30yr Pool#FS7613 4.500% 01-May-2052, 4.50%, 05/01/52 FN 3140XPN70 - - 10,738,849 $10,838,264 $10,838,264 0.15 $10,648,945
Homeward Opportunities Fund Trust 2025-RRTL1 A1 5.476% 25-MAR-2040, 5.48%, 03/25/40 HOF 2025-RRTL1 437919AA1 - - 10,475,000 $10,531,384 $10,531,384 0.15 $10,509,077
GS MTG-BKD TRUST 2025-CES2 A1, 5.18%, 09/25/55 GSMBS 2025-CES2 36273BAA7 - - 10,279,015 $10,358,286 $10,358,286 0.15 $10,302,083
FHLMC 30yr Pool#SD5224 6.000% 01-Mar-2054, 6.00%, 03/01/54 FR 3132DSYV8 - - 9,863,783 $10,299,965 $10,299,965 0.15 $10,195,659
FNMA 30yr Pool#FS7117 6.500% 01-Feb-2054, 6.50%, 02/01/54 FN 3140XN4B7 - - 9,436,450 $10,257,217 $10,257,217 0.15 $9,879,553
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 $10,246,747 $10,246,747 0.15 $10,222,324
FNMA 30yr Pool#BX0421 5.500% 01-Nov-2052, 5.50%, 11/01/52 FN 3140N4PF8 - - 9,894,101 $10,231,316 $10,231,316 0.15 $10,145,805
FHLMC 30yr Pool#SL0869 4.500% 01-May-2053, 4.50%, 05/01/53 FR 31427M6F3 - - 10,211,868 $10,140,307 $10,140,307 0.14 $10,041,515
FNMA 30yr Pool#FS6662 4.000% 01-Oct-2051, 4.00%, 10/01/51 FN 3140XNML5 - - 10,415,919 $10,137,867 $10,137,867 0.14 $9,992,634
LHOME Mortgage Trust 2024-RTL3 A1 6.9% 25-MAY-2029, 6.90%, 05/25/29 LHOME 2024-RTL3 50205GAA0 - - 9,960,000 $10,075,803 $10,075,803 0.14 $10,049,077
FHLMC 30yr Pool#RA7104 4.500% 01-Feb-2051, 4.50%, 02/01/51 FR 3133KN3M3 - - 9,757,380 $10,017,258 $10,017,258 0.14 $9,641,310
FHLMC 30yr Pool#QH4373 6.000% 01-Nov-2053, 6.00%, 11/01/53 FR 3133CG2E6 - - 9,383,719 $9,818,140 $9,818,140 0.14 $9,746,331
Rithm Capital Corp. 8.0% 01-APR-2029, 8.00%, 04/01/29 RITM 64828TAB8 - - 9,213,000 $9,659,746 $9,659,746 0.14 $9,459,107
FNMA 30yr Pool#FS2144 3.500% 01-Jun-2052, 3.50%, 06/01/52 FN 3140XHL21 - - 10,103,505 $9,649,364 $9,649,364 0.14 $9,469,515
A&D Mortgage Trust 2025-NQM2 A1 5.79% 25-JUN-2070, 5.79%, 06/25/70 ADMT 2025-NQM2 00250EAC0 - - 9,428,256 $9,577,213 $9,577,213 0.14 $9,519,590
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 $9,405,057 $9,405,057 0.13 $9,375,073
LHOME Mortgage Trust 2024-RTL5 A2 5.751% 25-SEP-2039, 5.75%, 09/25/39 LHOME 2024-RTL5 50205WAB3 - - 9,325,000 $9,379,539 $9,379,539 0.13 $9,358,684
FIGRE TRUST 2025 HE4 FLTG 2055 B, 5.61%, 07/25/55 FIGRE 2025-HE4 31684PAB8 - - 9,195,583 $9,303,583 $9,303,583 0.13 $9,249,149
CONNECTICUT AVENUE SECUR 5.95001% 45, 5.47%, 07/25/45 CAS 2025-R05 20753CAC4 - - 9,254,000 $9,302,619 $9,302,619 0.13 $9,282,919
FNMA 30yr Pool#DA0026 6.000% 01-Sep-2053, 6.00%, 09/01/53 FN 3140A0A41 - - 8,184,687 $9,233,868 $9,233,868 0.13 $8,461,379
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 $9,153,686 $9,153,686 0.13 $9,137,476
FHLMC 30yr Pool#QZ2313 5.500% 01-Sep-2055, 5.50%, 09/01/55 FR 31426YSB3 - - 8,885,688 $9,133,484 $9,133,484 0.13 $9,067,970
Freddie Mac Multiclass Certificates, Series 5164 FA 4.0% 25-NOV-2051, 4.00%, 11/25/51 FHR 5164 3137H3PY2 - - 9,698,477 $9,017,931 $9,017,931 0.13 $9,002,845
FNMA 30yr Pool#FA1287 4.500% 01-Jul-2053, 4.50%, 07/01/53 FN 3140W1ND1 - - 9,017,927 $8,944,717 $8,944,717 0.13 $8,881,392
Alterna Funding III A 6.26% 15-MAY-2039, 6.26%, 05/16/39 TAX 2024-1A 02157JAA3 - - 8,820,371 $8,924,274 $8,924,274 0.13 $8,841,451
RCKT MORTGAGE TR 2025-CES8 A1A, 5.15%, 08/25/55 RCKT 2025-CES8 74939WAA8 - - 8,784,199 $8,869,958 $8,869,958 0.13 $8,822,227
FHLMC 30yr Pool#QY9874 6.000% 01-Aug-2055, 6.00%, 08/01/55 FR 31426U6L3 - - 8,484,007 $8,860,855 $8,860,855 0.13 $8,769,459
RCKT Mortgage Trust 2025-CES7 A1B 5.478% 25-JUL-2055, 5.48%, 07/25/55 RCKT 2025-CES7 74943AAB8 - - 8,738,280 $8,829,577 $8,829,577 0.13 $8,779,049
RCKT Mortgage Trust 2024-CES9 A1B 5.683% 25-DEC-2044, 5.68%, 12/25/44 RCKT 2024-CES9 749426AB8 - - 8,704,642 $8,812,853 $8,812,853 0.13 $8,760,636
FHLMC 30yr Pool#SD7417 5.500% 01-Jan-2055, 5.50%, 01/01/55 FR 3132DVG25 - - 8,317,534 $8,708,150 $8,708,150 0.12 $8,566,064
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 $8,388,739 $8,388,739 0.12 $8,321,107
FHLMC 30yr Pool#QZ9092 5.000% 01-Nov-2055, 5.00%, 11/01/55 FR 31427KC60 - - 8,219,157 $8,262,926 $8,262,926 0.12 $8,209,389
FHLMC 30yr Pool#QH1500 6.000% 01-Sep-2053, 6.00%, 09/01/53 FR 3133CDUZ5 - - 7,767,886 $8,136,317 $8,136,317 0.12 $8,068,057
Fannie Mae REMIC Trust 2022-65 FB 4.67419% 25-SEP-2052, 4.67%, 09/25/52 FNR 2022-65 3136BPCQ2 - - 8,130,784 $8,094,792 $8,094,792 0.12 $8,080,012
PRPM 2025-RPL4 A1, 3.00%, 05/25/55 PRPM 2025-RPL4 74448NAA2 - - 8,526,014 $8,073,258 $8,073,258 0.11 $8,046,259
COOPR Residential Mortgage Trust 2025-CES3 A1A 4.84% 25-SEP-2060, 4.84%, 09/25/60 COOPR 2025-CES3 216926AA3 - - 7,810,648 $7,830,076 $7,830,076 0.11 $7,790,173
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 $7,803,022 $7,803,022 0.11 $7,771,764
FHLMC STACR REMIC TR 2025-DNA3 M1, 4.97%, 09/25/45 STACR 2025-DNA3 35564UAR8 - - 7,756,758 $7,775,553 $7,775,553 0.11 $7,760,548
FNMA 30yr Pool#DD8495 5.500% 01-May-2055, 5.50%, 05/01/55 FN 3140B9NM7 - - 6,802,144 $7,701,699 $7,701,699 0.11 $6,941,683
FHLMC 30yr Pool#QX9929 6.000% 01-Apr-2055, 6.00%, 04/01/55 FR 31426HA78 - - 6,974,944 $7,686,401 $7,686,401 0.11 $7,214,155
ACHM Trust 2024-HE1 A 6.55% 25-MAY-2039, 6.55%, 05/25/39 ACHM 2024-HE1 00449TAA3 - - 7,335,286 $7,569,590 $7,569,590 0.11 $7,550,905
Connecticut Avenue Securities Trust 2025-R01 1M2 5.37419% 25-JAN-2045, 5.37%, 01/25/45 CAS 2025-R01 20755JAC7 - - 7,526,000 $7,541,121 $7,541,121 0.11 $7,525,392
FHLMC 30yr Pool#QX0520 5.500% 01-Dec-2054, 5.50%, 12/01/54 FR 31425USJ5 - - 7,206,435 $7,497,640 $7,497,640 0.11 $7,358,143
FIGRE TRUST 2025-HE6 FLTG 2055 C, 5.25%, 09/25/55 FIGRE 2025-HE6 31684NAC1 - - 7,437,449 $7,444,946 $7,444,946 0.11 $7,403,769
SALUDA GR ALT MTG TR 25 RRTL1 A1, 5.32%, 10/25/40 GRADE 2025-RRTL1 79582NAA7 - - 7,388,000 $7,426,879 $7,426,879 0.11 $7,385,391
RCKT MORTGAGE TRUST 2025 5.24863% 55, 5.25%, 08/25/55 RCKT 2025-CES8 74939WAB6 - - 7,228,546 $7,274,251 $7,274,251 0.10 $7,234,204
PRPM 2025-RCF3, LLC, 5.77%, 08/25/28 PRPM 2025-6 69395KAA1 - - 7,127,407 $7,170,395 $7,170,395 0.10 $7,126,955
Mello Mortgage Capital Acceptance 2024-SD1 A1 4.0% 25-APR-2054, 4.00%, 04/25/54 MELLO 58550DAA1 - - 7,197,561 $7,122,320 $7,122,320 0.10 $7,111,123
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 $7,097,028 $7,097,028 0.10 $7,073,544
FHLMC 30yr Pool#QG3912 5.500% 01-Jun-2053, 5.50%, 06/01/53 FR 3133C4KZ6 - - 6,841,443 $7,067,641 $7,067,641 0.10 $7,019,105
A&D MORTGAGE TRUST 2025 NQM1 0% 70, 5.12%, 12/25/70 ADMT 2025-NQM5 00250AAC8 - - 6,942,846 $6,990,911 $6,990,911 0.10 $6,953,389
RCKT Mortgage Trust 2024-CES1 A1B 6.325% 25-FEB-2044, 6.33%, 02/25/44 RCKT 2024-CES1 749424AB3 - - 6,883,059 $6,985,758 $6,985,758 0.10 $6,939,804
LHOME Mortgage Trust 2024-RTL4 A2 6.092% 25-JUL-2039, 6.09%, 07/25/39 LHOME 2024-RTL4 50205PAB8 - - 6,870,000 $6,905,257 $6,905,257 0.10 $6,888,981
FNMA 30yr Pool#FS4356 6.000% 01-May-2053, 6.00%, 05/01/53 FN 3140XKZW3 - - 6,492,761 $6,763,852 $6,763,852 0.10 $6,711,216
FNMA 30yr Pool#FS7397 6.000% 01-Mar-2054, 6.00%, 03/01/54 FN 3140XPGF0 - - 6,292,409 $6,706,862 $6,706,862 0.10 $6,504,122
FHLMC 30yr Pool#SD5223 6.000% 01-Apr-2054, 6.00%, 04/01/54 FR 3132DSYU0 - - 6,196,933 $6,675,576 $6,675,576 0.09 $6,405,434
FIGRE TRUST 2025-HE6 FLTG 2055 B, 5.14%, 09/25/55 FIGRE 2025-HE6 31684NAB3 - - 6,555,453 $6,565,460 $6,565,460 0.09 $6,529,865
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 $6,558,367 $6,558,367 0.09 $6,545,600
EFMT 2025-RTL1 0% 40, 5.22%, 11/25/40 EFMT 2025-RTL1 26846FAA7 - - 6,512,000 $6,535,240 $6,535,240 0.09 $6,522,018
FNMA 30yr Pool#DA1456 5.500% 01-Sep-2053, 5.50%, 09/01/53 FN 3140A1TN7 - - 6,294,508 $6,469,744 $6,469,744 0.09 $6,423,184
PRET 2025-RPL2 Trust A1 4.0% 25-FEB-2065, 4.00%, 08/25/64 PRET 2025-RPL2 69392LAA2 - - 6,522,580 $6,450,751 $6,450,751 0.09 $6,423,211
FNMA 30yr Pool#DD5556 6.000% 01-Mar-2055, 6.00%, 03/01/55 FN DD5556 MTGE 3140B6E68 - - 5,996,425 $6,433,796 $6,433,796 0.09 $6,198,180
Connecticut Avenue Securities Trust 2022-R01 1B2 9.87419% 25-DEC-2041, 9.87%, 12/25/41 CAS 2022-R01 20754LAJ8 - - 6,153,382 $6,407,757 $6,407,757 0.09 $6,384,128
FNMA 30yr Pool#FM4129 4.000% 01-Sep-2050, 4.00%, 09/01/50 FN 3140X7ST7 - - 6,584,910 $6,407,423 $6,407,423 0.09 $6,317,311
LHOME Mortgage Trust 2024-RTL1 A1 7.017% 25-JAN-2029, 7.02%, 01/25/29 LHOME 2024-RTL1 50205DAA7 - - 6,341,000 $6,372,385 $6,372,385 0.09 $6,355,081
FIGRE TRUST 2025-HE4 5.408% 55, 5.41%, 07/25/55 FIGRE 2025-HE4 31684PAA0 - - 6,294,371 $6,364,819 $6,364,819 0.09 $6,328,888
RCKT MORT 2025-CES9 FLT 2055 A1A, 4.79%, 09/25/55 RCKT 2025-CES9 74942JAA2 - - 6,284,909 $6,304,803 $6,304,803 0.09 $6,272,992
FHLMC 30yr Pool#QH7040 6.000% 01-Dec-2053, 6.00%, 12/01/53 FR 3133CKZD3 - - 6,040,450 $6,289,362 $6,289,362 0.09 $6,244,653
FNMA 30yr Pool#DB4017 6.000% 01-May-2054, 6.00%, 05/01/54 FN 3140ADPB1 - - 6,010,726 $6,259,600 $6,259,600 0.09 $6,212,962
FNMA 30yr Pool#DA1468 6.000% 01-Sep-2053, 6.00%, 09/01/53 FN 3140A1T23 - - 5,898,947 $6,171,964 $6,171,964 0.09 $6,126,898
Connecticut Avenue Securities Trust 2025-R06 1M1 4.82419% 25-SEP-2045, 4.82%, 09/25/45 CAS 2025-R06 20754YAB7 - - 6,124,145 $6,137,261 $6,137,261 0.09 $6,125,772
PRPM 2025-RPL3 A1 3.25% 25-APR-2055, 3.25%, 04/25/55 PRPM 2025-RPL3 69392NAA8 - - 6,235,531 $6,062,168 $6,062,168 0.09 $6,040,777
FNMA 30yr Pool#FM7479 4.500% 01-Jan-2050, 4.50%, 01/01/50 FN 3140XBJZ4 - - 5,951,101 $6,005,773 $6,005,773 0.09 $5,901,280
FHLMC 30yr Pool#SD3018 5.500% 01-May-2053, 5.50%, 05/01/53 FR 3132DQK70 - - 5,769,976 $5,945,428 $5,945,428 0.08 $5,897,435
FNMA 30yr Pool#DE7796 6.000% 01-Aug-2055, 6.00%, 08/01/55 FN 3140BLUW0 - - 5,637,788 $5,870,867 $5,870,867 0.08 $5,827,476
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 $5,870,786 $5,870,786 0.08 $5,855,579
Connecticut Avenue Securities, Series 2021-R02 2B2 10.07419% 25-NOV-2041, 10.07%, 11/25/41 CAS 2021-R02 20754KAJ0 - - 5,616,000 $5,846,813 $5,846,813 0.08 $5,824,811
FHLMC 30yr Pool#QH4638 6.000% 01-Nov-2053, 6.00%, 11/01/53 FR 3133CHEK7 - - 5,576,899 $5,835,138 $5,835,138 0.08 $5,792,405
FNMA 30yr Pool#FS1578 4.000% 01-Oct-2050, 4.00%, 10/01/50 FN 3140XGXG9 - - 5,864,729 $5,783,669 $5,783,669 0.08 $5,644,792
OCEANVIEW MORTGAGE TRUST 4.99888% 55, 4.77%, 12/25/55 BVINV 2025-4 67647DAU3 - - 5,763,020 $5,773,697 $5,773,697 0.08 $5,762,997
FHLMC 30yr Pool#SD3813 6.000% 01-Jul-2053, 6.00%, 07/01/53 FR 3132E0GW6 - - 5,398,231 $5,742,070 $5,742,070 0.08 $5,596,979
FNMA 30yr Pool#DC7015 5.500% 01-Dec-2054, 5.50%, 12/01/54 FN 3140AUYM9 - - 5,348,742 $5,698,654 $5,698,654 0.08 $5,461,342
FNMA 30yr Pool#DB4019 6.000% 01-May-2054, 6.00%, 05/01/54 FN 3140ADPD7 - - 5,159,320 $5,630,235 $5,630,235 0.08 $5,333,736
MS RES MTG LN TR 2025-SPL1 A1, 4.25%, 02/25/65 MSRM 2025-SPL1 617946AA6 - - 5,774,603 $5,629,631 $5,629,631 0.08 $5,603,726
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 $5,625,379 $5,625,379 0.08 $5,614,200
FNMA 30yr Pool#FS0088 4.000% 01-Mar-2050, 4.00%, 03/01/50 FN 3140XFC25 - - 5,749,192 $5,624,389 $5,624,389 0.08 $5,547,309
SF ABS ISSUER 2025-1 0%55 A2, 5.38%, 11/25/55 SFARM 2025-1A 784193AA2 - - 5,750,000 $5,601,113 $5,601,113 0.08 $5,589,089
FHLMC 30yr Pool#SD2606 4.500% 01-Sep-2051, 4.50%, 09/01/51 FR 3132DP3P1 - - 5,514,224 $5,495,272 $5,495,272 0.08 $5,448,629
RCKT Mortgage Trust 2025-CES10 A1A 4.894% 25-OCT-2055, 4.89%, 11/25/55 RCKT 2025-CES10 74939LAA2 - - 5,336,242 $5,362,683 $5,362,683 0.08 $5,335,116
BX Trust 2021-SDMF A 4.454% 15-SEP-2034, 4.45%, 09/15/34 BX 2021-SDMF 12434CAA2 - - 5,355,350 $5,356,634 $5,356,634 0.08 $5,340,071
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 $5,353,664 $5,353,664 0.08 $5,335,100
LHOME Mortgage Trust 2024-RTL2 A1 7.128% 25-MAR-2029, 7.13%, 03/25/29 LHOME 50205JAA4 - - 5,293,684 $5,345,511 $5,345,511 0.08 $5,330,837
FHLMC 30yr Pool#QJ9072 6.000% 01-Nov-2054, 6.00%, 11/01/54 FR 3133D1CH0 - - 5,031,110 $5,325,960 $5,325,960 0.08 $5,200,386
FNMA 30yr Pool#BY0337 6.500% 01-May-2053, 6.50%, 05/01/53 FN 3140NGLT5 - - 5,018,424 $5,296,638 $5,296,638 0.08 $5,252,911
FNMA 30yr Pool#BX5986 5.500% 01-Mar-2053, 5.50%, 03/01/53 FN 3140NAUL5 - - 4,938,209 $5,139,376 $5,139,376 0.07 $5,103,275
FNMA 30yr Pool#DF0300 5.500% 01-Sep-2055, 5.50%, 09/01/55 FN 3140BQKN0 - - 5,004,023 $5,121,251 $5,121,251 0.07 $5,087,241
FHLMC 30yr Pool#QH2242 5.500% 01-Sep-2053, 5.50%, 09/01/53 FR 3133CEP30 - - 4,954,521 $5,094,579 $5,094,579 0.07 $5,055,805
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 $5,091,348 $5,091,348 0.07 $5,070,088
FNMA 30yr Pool#CA0706 4.000% 01-Nov-2047, 4.00%, 11/01/47 FN 3140Q7YC5 - - 5,213,160 $5,066,548 $5,066,548 0.07 $5,029,794
FHLMC 30yr Pool#QF9863 5.500% 01-Mar-2053, 5.50%, 03/01/53 FR 3133BX5Y3 - - 4,795,731 $4,976,067 $4,976,067 0.07 $4,940,360
Connecticut Avenue Securities Trust 2022-R02 2B2 11.52419% 25-JAN-2042, 11.52%, 01/25/42 CAS 2022-R02 20754BAJ0 - - 4,655,000 $4,938,660 $4,938,660 0.07 $4,916,282
PRPM 2025 RCF4 LLC 4.5% 55, 4.50%, 08/25/55 PRPM 2025-RCF4 69382WAA0 - - 4,968,644 $4,938,474 $4,938,474 0.07 $4,914,873
ABL 2024-RTL1 A2 7.457% 25-SEP-2029, 7.46%, 09/25/29 ABL 2024-RTL1 00092EAB4 - - 4,840,000 $4,876,835 $4,876,835 0.07 $4,862,799
FNMA 30yr Pool#DA5019 6.500% 01-Nov-2053, 6.50%, 11/01/53 FN 3140A5SH2 - - 4,581,355 $4,869,703 $4,869,703 0.07 $4,833,965
FHLMC 30yr Pool#QZ1060 6.000% 01-Aug-2055, 6.00%, 08/01/55 FR 31426XFA1 - - 4,662,588 $4,849,617 $4,849,617 0.07 $4,803,034
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 $4,828,543 $4,828,543 0.07 $4,790,507
Connecticut Avenue Securities Trust 2025-R01 1M1 4.97419% 25-JAN-2045, 4.97%, 01/25/45 CAS 2025-R01 20755JAB9 - - 4,788,585 $4,800,440 $4,800,440 0.07 $4,791,177
FNMA 30yr Pool#DE9377 6.000% 01-Sep-2055, 6.00%, 09/01/55 FN 3140BNM39 - - 4,615,996 $4,793,477 $4,793,477 0.07 $4,755,039
FHLMC 30yr Pool#QH4473 6.000% 01-Nov-2053, 6.00%, 11/01/53 FR 3133CG6J1 - - 4,461,884 $4,762,807 $4,762,807 0.07 $4,634,303
Homeward Opportunities Fund Trust 2025-RRTL2 A1 5.237% 25-AUG-2040, 5.24%, 09/25/40 HOF 2025-RRTL2 437923AA3 - - 4,682,000 $4,710,690 $4,710,690 0.07 $4,701,155
FNMA 30yr Pool#BX9326 5.500% 01-Mar-2053, 5.50%, 03/01/53 FN 3140NELG8 - - 4,447,873 $4,613,223 $4,613,223 0.07 $4,582,012
FNMA 30yr Pool#DD3307 6.000% 01-Feb-2055, 6.00%, 02/01/55 FN DD3307 MTGE 3140B3U91 - - 4,253,462 $4,529,570 $4,529,570 0.06 $4,396,574
Affirm Asset Securitization Trust 2025-X2 C 4.93% 15-OCT-2030, 4.93%, 10/15/30 AFFRM 2025-X2 00835DAC6 - - 4,500,000 $4,520,403 $4,520,403 0.06 $4,505,613
FHLMC 30yr Pool#RA1100 4.000% 01-Jul-2049, 4.00%, 07/01/49 FR 3133KGGH5 - - 4,674,545 $4,513,966 $4,513,966 0.06 $4,484,580
FNMA 30yr Pool#FS3246 5.500% 01-Nov-2052, 5.50%, 11/01/52 FN 3140XJTC7 - - 4,115,473 $4,504,548 $4,504,548 0.06 $4,253,998
FIGRE Trust 2025-HE3 B 5.71% 25-MAY-2055, 5.71%, 05/25/55 FIGRE 2025-HE3 31684LAB7 - - 4,390,153 $4,478,441 $4,478,441 0.06 $4,451,981
FHLMC 30yr Pool#QH2259 6.000% 01-Sep-2053, 6.00%, 09/01/53 FR 3133CEQL9 - - 4,282,406 $4,459,560 $4,459,560 0.06 $4,427,178
Ginnie Mae REMIC Trust 2023-116 LF 5.21765% 20-AUG-2053, 5.22%, 08/20/53 GNR 2023-116 38384EFT7 - - 4,382,709 $4,422,198 $4,422,198 0.06 $4,410,129
FIGRE TRUST 2025-FL1 5.265% 55, 5.26%, 07/25/55 FIGRE 2025-FL1 31684QAA8 - - 4,364,775 $4,393,128 $4,393,128 0.06 $4,368,871
FHLMC 30yr Pool#QX6719 6.000% 01-Feb-2055, 6.00%, 02/01/55 FR 31426CPD0 - - 4,149,507 $4,320,702 $4,320,702 0.06 $4,289,120
Connecticut Avenue Securities Trust 2022-R07 1M2 8.52419% 25-JUN-2042, 8.52%, 06/25/42 CAS 2022-R07 20754MCB1 - - 4,087,000 $4,306,407 $4,306,407 0.06 $4,292,858
RCKT Mortgage Trust 2024-CES6 A1B 5.546% 25-SEP-2044, 5.55%, 09/25/44 RCKT 2024-CES6 749410AB2 - - 4,262,125 $4,301,415 $4,301,415 0.06 $4,276,464
FHLMC 30yr Pool#QF7280 5.500% 01-Jan-2053, 5.50%, 01/01/53 FR 3133BVCR4 - - 4,033,507 $4,212,415 $4,212,415 0.06 $4,170,362
FNMA 30yr Pool#BX0419 5.500% 01-Nov-2052, 5.50%, 11/01/52 FN 3140N4PD3 - - 4,084,900 $4,210,330 $4,210,330 0.06 $4,180,735
FNMA 30yr Pool#CB2907 3.500% 01-Feb-2052, 3.50%, 02/01/52 FN 3140QNGR7 - - 4,399,336 $4,206,146 $4,206,146 0.06 $4,124,653
SREIT Commercial Mortgage Trust 2021-MFP B 4.9448% 15-NOV-2038, 4.94%, 11/15/38 SREIT 2021-MFP 78472UAC2 - - 4,194,208 $4,206,003 $4,206,003 0.06 $4,191,602
FHLMC 30yr Pool#QH5204 6.500% 01-Nov-2053, 6.50%, 11/01/53 FR 3133CHX91 - - 3,941,296 $4,189,938 $4,189,938 0.06 $4,158,614
FIGRE Trust 2025-HE3 C 5.91% 25-MAY-2055, 5.91%, 05/25/55 FIGRE 2025-HE3 31684LAC5 - - 4,126,743 $4,183,658 $4,183,658 0.06 $4,157,914
A&D MORTGAGE TR 2025-NQM4 A1, 5.22%, 10/25/70 ADMT 2025-NQM4 002941AA0 - - 4,145,806 $4,179,004 $4,179,004 0.06 $4,156,139
FNMA 30yr Pool#BX6124 6.500% 01-Jan-2053, 6.50%, 01/01/53 FN 3140NAYW7 - - 3,461,666 $4,176,723 $4,176,723 0.06 $3,662,470
Connecticut Avenue Securities Trust 2024-R06 1M2 5.47419% 25-SEP-2044, 5.47%, 09/25/44 CAS 2024-R06 20755RAC9 - - 4,125,699 $4,148,463 $4,148,463 0.06 $4,139,680
FNMA 30yr Pool#DA5072 6.500% 01-Nov-2053, 6.50%, 11/01/53 FN 3140A5T65 - - 3,925,021 $4,145,995 $4,145,995 0.06 $4,113,028
EASY STREET MORTGAGE LN 5.606%40 A1, 5.61%, 10/25/40 EASY 2025-RTL2 27786YAA6 - - 4,100,000 $4,118,663 $4,118,663 0.06 $4,109,725
FHLMC 30yr Pool#QH0826 5.500% 01-Sep-2053, 5.50%, 09/01/53 FR 3133CC4K9 - - 3,946,601 $4,102,823 $4,102,823 0.06 $4,075,323
FNMA 30yr Pool#DE7795 6.000% 01-Aug-2055, 6.00%, 08/01/55 FN 3140BLUV2 - - 3,810,580 $4,055,629 $4,055,629 0.06 $3,941,663
LHOME MORTGAGE TR 2025-RTL3 A1, 5.24%, 08/25/40 LHOME 2025-RTL3 50205YAA1 - - 4,000,000 $4,027,926 $4,027,926 0.06 $4,019,777
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 $4,001,149 $4,001,149 0.06 $3,967,488
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 $3,998,493 $3,998,493 0.06 $3,988,069
FNMA 30yr Pool#BW6314 5.500% 01-Aug-2052, 5.50%, 08/01/52 FN 3140MYAQ5 - - 3,852,989 $3,984,867 $3,984,867 0.06 $3,952,525
Fannie Mae REMIC Trust 2020-98 AI 3.5% 25-JAN-2061, 3.50%, 01/25/61 FNR 2020-98 3136BDLE6 - - 18,495,565 $3,979,821 $3,979,821 0.06 $3,911,233
FNMA 30yr Pool#FS2135 4.000% 01-Nov-2049, 4.00%, 11/01/49 FN 3140XHLR6 - - 3,975,640 $3,878,984 $3,878,984 0.06 $3,823,780
FNMA 30yr Pool#BY0335 6.000% 01-May-2053, 6.00%, 05/01/53 FN 3140NGLR9 - - 3,656,224 $3,791,130 $3,791,130 0.05 $3,762,332
FHLMC 30yr Pool#QI8221 6.000% 01-Jun-2054, 6.00%, 06/01/54 FR 3133WFD20 - - 3,527,082 $3,777,645 $3,777,645 0.05 $3,645,754
FNMA 30yr Pool#DE2819 5.500% 01-Jun-2055, 5.50%, 06/01/55 FN 3140BFDZ5 - - 3,666,105 $3,766,751 $3,766,751 0.05 $3,741,311
RCKT Mortgage Trust 2023-CES1 A1A 6.515% 25-JUN-2043, 6.51%, 06/25/43 RCKT 74935WAA2 - - 3,721,173 $3,758,156 $3,758,156 0.05 $3,732,566
RCKT Mortgage Trust 2025-CES2 A1B 5.603% 25-FEB-2055, 5.60%, 02/25/55 RCKT 2025-CES2 74942BAB7 - - 3,649,653 $3,692,262 $3,692,262 0.05 $3,670,677
FHLMC 30yr Pool#QX5273 6.000% 01-Feb-2055, 6.00%, 02/01/55 FR 31426A2F4 - - 3,326,889 $3,677,593 $3,677,593 0.05 $3,438,825
FNMA 30yr Pool#FS2713 4.500% 01-Oct-2050, 4.50%, 10/01/50 FN 3140XJAP8 - - 3,661,274 $3,671,078 $3,671,078 0.05 $3,630,623
FHLMC 30yr Pool#QH1144 5.500% 01-Sep-2053, 5.50%, 09/01/53 FR 3133CDHV9 - - 3,492,969 $3,632,271 $3,632,271 0.05 $3,606,329
FHLMC 30yr Pool#QH6041 5.500% 01-Dec-2053, 5.50%, 12/01/53 FR 3133CJWA5 - - 3,412,417 $3,516,370 $3,516,370 0.05 $3,491,276
FHLMC 30yr Pool#QF7810 5.500% 01-Jan-2053, 5.50%, 01/01/53 FR 3133BVVB8 - - 3,354,975 $3,492,146 $3,492,146 0.05 $3,467,727
FNMA 30yr Pool#FM7031 4.000% 01-Jan-2051, 4.00%, 01/01/51 FN 3140XAY55 - - 3,567,175 $3,482,479 $3,482,479 0.05 $3,422,211
FHLMC 30yr Pool#QZ3837 6.000% 01-Sep-2055, 6.00%, 09/01/55 FR 31427BHP3 - - 3,345,241 $3,473,941 $3,473,941 0.05 $3,446,006
FHLMC 30yr Pool#SD1416 4.500% 01-Dec-2048, 4.50%, 12/01/48 FR 3132DNSD6 - - 3,474,460 $3,469,761 $3,469,761 0.05 $3,445,372
FHLMC 30yr Pool#QH7549 6.000% 01-Dec-2053, 6.00%, 12/01/53 FR 3133CLL61 - - 3,292,065 $3,431,674 $3,431,674 0.05 $3,403,357
FINANCE OF AMERICA STRUCTURE 3.5% 74, 3.50%, 02/25/74 FASST 2024-S1 31740RAB6 - - 3,465,323 $3,415,093 $3,415,093 0.05 $3,410,377
FNMA 30yr Pool#BX8700 5.500% 01-Mar-2053, 5.50%, 03/01/53 FN 3140NDU21 - - 3,280,198 $3,390,840 $3,390,840 0.05 $3,366,369
FNMA 30yr Pool#BX9422 5.500% 01-Mar-2053, 5.50%, 03/01/53 FN 3140NEPG4 - - 3,278,623 $3,370,969 $3,370,969 0.05 $3,346,722
Connecticut Avenue Securities Trust 2024-R02 1M1 4.97419% 25-FEB-2044, 4.97%, 02/25/44 CAS 2024-R02 20754GAA8 - - 3,333,432 $3,340,876 $3,340,876 0.05 $3,334,428
FNMA 30yr Pool#FM1540 4.000% 01-Sep-2049, 4.00%, 09/01/49 FN 3140X4WA0 - - 3,337,645 $3,244,920 $3,244,920 0.05 $3,202,009
FNMA 30yr Pool#MA4026 4.000% 01-May-2050, 4.00%, 05/01/50 FN 31418DPL0 - - 3,331,728 $3,239,513 $3,239,513 0.05 $3,188,601
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 $3,132,661 $3,132,661 0.04 $2,958,317
FHLMC 30yr Pool#SD1111 4.000% 01-Jun-2050, 4.00%, 06/01/50 FR 3132DNGU1 - - 3,190,022 $3,109,120 $3,109,120 0.04 $3,081,629
FHLMC 30yr Pool#QZ4951 6.000% 01-Oct-2055, 6.00%, 10/01/55 FR 31427CQD8 - - 2,994,647 $3,108,039 $3,108,039 0.04 $3,084,852
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 $3,029,074 $3,029,074 0.04 $3,008,583
FHLMC 30yr Pool#QG2539 6.500% 01-May-2053, 6.50%, 05/01/53 FR 3133C2ZC5 - - 2,884,246 $3,024,062 $3,024,062 0.04 $3,001,394
FNMA 30yr Pool#MA4056 4.000% 01-Jun-2050, 4.00%, 06/01/50 FN 31418DQJ4 - - 3,073,860 $3,019,662 $3,019,662 0.04 $2,941,810
BX Trust 2021-BXMF C 5.05627% 15-OCT-2038, 5.06%, 10/15/26 BX 2021-BXMF 05609RAJ3 - - 2,958,012 $2,965,938 $2,965,938 0.04 $2,955,552
FNMA 30yr Pool#DA3549 6.500% 01-Oct-2053, 6.50%, 10/01/53 FN 3140A35K5 - - 2,771,287 $2,955,062 $2,955,062 0.04 $2,932,777
FHLMC 30yr Pool#QZ4131 6.000% 01-Sep-2055, 6.00%, 09/01/55 FR 31427BSV8 - - 2,728,559 $2,935,172 $2,935,172 0.04 $2,809,857
GWT Commercial Mortgage Trust 2024-WLF2 A 5.44136% 15-MAY-2041, 5.44%, 05/15/41 GWT 2024-WLF2 362414AA2 - - 2,900,000 $2,913,832 $2,913,832 0.04 $2,902,874
FHLMC 30yr Pool#QE6404 5.500% 01-Jul-2052, 5.50%, 07/01/52 FR 3133BGDH8 - - 2,803,953 $2,903,544 $2,903,544 0.04 $2,876,756
FHLMC 30yr Pool#SD6905 6.000% 01-Nov-2054, 6.00%, 11/01/54 FR 3132DUU62 - - 2,634,796 $2,901,555 $2,901,555 0.04 $2,723,868
Fannie Mae Pool|4|03/01/2050, 4.00%, 03/01/50 FN 3140X8S24 - - 2,947,593 $2,880,034 $2,880,034 0.04 $2,835,002
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 $2,872,212 $2,872,212 0.04 $2,866,284
FNMA 30yr Pool#MA3496 4.500% 01-Oct-2048, 4.50%, 10/01/48 FN 31418C3E2 - - 2,844,771 $2,857,656 $2,857,656 0.04 $2,820,955
FHLMC 30yr Pool#QE8542 5.500% 01-Aug-2052, 5.50%, 08/01/52 FR 3133BJP30 - - 2,696,876 $2,786,431 $2,786,431 0.04 $2,766,900
RCKT MORTGAGE TRUST 2025-CE 5.16% 34, 5.16%, 07/25/34 RCKTL 2025-1A 74939RAC5 - - 2,750,000 $2,782,655 $2,782,655 0.04 $2,765,312
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 $2,772,094 $2,772,094 0.04 $2,764,500
FHLMC 30yr Pool#SD2897 5.500% 01-May-2053, 5.50%, 05/01/53 FR 3132DQGE0 - - 2,635,885 $2,768,372 $2,768,372 0.04 $2,694,256
FNMA 30yr Pool#CC0839 6.000% 01-Aug-2055, 6.00%, 08/01/55 FN 3140Y64Z0 - - - $2,768,298 $2,768,298 0.04 $0
FNMA 30yr Pool#BV5393 3.500% 01-Apr-2052, 3.50%, 04/01/52 FN 3140MJ7F6 - - 2,878,617 $2,741,847 $2,741,847 0.04 $2,696,589
FIGRE Trust 2024-HE4 B 5.252% 25-SEP-2054, 5.25%, 09/25/54 FIGRE 2024-HE4 31684UAB7 - - 2,723,999 $2,738,598 $2,738,598 0.04 $2,733,034
FNMA 30yr Pool#DA1511 5.500% 01-Oct-2053, 5.50%, 10/01/53 FN 3140A1VD6 - - 2,607,706 $2,696,688 $2,696,688 0.04 $2,660,872
FNMA 30yr Pool#DE2839 6.000% 01-Jun-2055, 6.00%, 06/01/55 FN 3140BFEM3 - - 2,574,040 $2,682,714 $2,682,714 0.04 $2,662,587
FHLMC 30yr Pool#QF9276 5.500% 01-Mar-2053, 5.50%, 03/01/53 FR 3133BXJV4 - - 2,565,015 $2,669,559 $2,669,559 0.04 $2,651,170
FHLMC 30yr Pool#Q57869 4.000% 01-Aug-2048, 4.00%, 08/01/48 FG 3132Y1W79 - - 2,704,409 $2,649,785 $2,649,785 0.04 $2,604,242
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 $2,583,059 $2,583,059 0.04 $2,573,200
FNMA 30yr Pool#DA0036 6.500% 01-Sep-2053, 6.50%, 09/01/53 FN 3140A0BE8 - - 2,422,298 $2,557,406 $2,557,406 0.04 $2,538,325
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 $2,536,430 $2,536,430 0.04 $2,526,432
FHLMC 30yr Pool#SD3523 3.000% 01-Jun-2052, 3.00%, 06/01/52 FR 3132DQ4G8 - - 2,781,066 $2,495,096 $2,495,096 0.04 $2,480,462
BX Trust 2021-BXMF G 7.214513% 15-OCT-2038, 7.21%, 10/15/26 BX 2021-BXMF 05609RAS3 - - 2,488,884 $2,492,616 $2,492,616 0.04 $2,480,147
FHLMC 30yr Pool#QY9883 6.000% 01-Aug-2055, 6.00%, 08/01/55 FR 31426U6V1 - - 2,383,577 $2,483,164 $2,483,164 0.04 $2,465,572
FHLMC 30yr Pool#QF0488 5.500% 01-Sep-2052, 5.50%, 09/01/52 FR 3133BMRH0 - - 2,373,052 $2,482,377 $2,482,377 0.04 $2,434,356
Ginnie Mae REMIC Trust 2017-163 LO 0.0% 16-MAY-2041, 0.00%, 05/16/41 GNR 2017-163 38380KNA9 - - 3,233,648 $2,473,028 $2,473,028 0.04 $2,473,028
Flagship Credit Auto Trust 2023-1 B 5.05% 15-FEB-2028, 5.05%, 01/18/28 FCAT 2023-1 337955AG3 - - 2,459,983 $2,468,115 $2,468,115 0.04 $2,459,833
RAM 2024-1 A 5.95% 15-FEB-2039, 6.67%, 02/15/39 RAM 2024-1 751313AA5 - - 2,426,750 $2,438,022 $2,438,022 0.03 $2,427,232
FNMA 30yr Pool#BY8533 6.500% 01-Aug-2053, 6.50%, 08/01/53 FN 3140NRPT7 - - 2,306,006 $2,434,904 $2,434,904 0.03 $2,416,462
FNMA 30yr Pool#BY5913 5.500% 01-Sep-2053, 5.50%, 09/01/53 FN 3140NNSB2 - - 2,318,997 $2,410,912 $2,410,912 0.03 $2,393,070
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 $2,400,909 $2,400,909 0.03 $2,384,441
PRPM 2025-RCF3 LLC 5.25% 55, 5.25%, 07/25/55 PRPM 2025-RCF3 69392PAB1 - - 2,380,125 $2,389,055 $2,389,055 0.03 $2,375,865
PRPM 2024-RCF2 A1 3.75% 25-MAR-2054, 3.75%, 03/25/54 PRPM 2024-RCF2 693987AA7 - - 2,338,652 $2,315,415 $2,315,415 0.03 $2,312,005
Connecticut Avenue Securities Trust 2022-R08 1M2 7.47419% 25-JUL-2042, 7.47%, 07/25/42 CAS 2022-R08 20755DAB2 - - 2,220,000 $2,306,234 $2,306,234 0.03 $2,299,781
FNMA 30yr Pool#DF0313 6.000% 01-Sep-2055, 6.00%, 09/01/55 FN 3140BQK34 - - 2,210,435 $2,296,159 $2,296,159 0.03 $2,277,017
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 $2,287,381 $2,287,381 0.03 $2,264,658
Connecticut Avenue Securities, Series 2021-R01 1M2 5.42419% 25-OCT-2041, 5.42%, 10/25/41 CAS 2021-R01 20754RAB2 - - 2,235,883 $2,245,490 $2,245,490 0.03 $2,240,774
FNMA 30yr Pool#DA3538 6.000% 01-Oct-2053, 6.00%, 10/01/53 FN 3140A34Y6 - - 2,113,931 $2,205,958 $2,205,958 0.03 $2,185,395
FNMA 30yr Pool#FA0517 5.500% 01-Feb-2055, 5.50%, 02/01/55 FN 3140W0SF3 - - 2,017,925 $2,159,348 $2,159,348 0.03 $2,059,249
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 $2,152,708 $2,152,708 0.03 $2,144,772
FHLMC 30yr Pool#QG2543 5.500% 01-May-2053, 5.50%, 05/01/53 FR 3133C2ZG6 - - 2,064,911 $2,129,069 $2,129,069 0.03 $2,113,796
FHLMC 30yr Pool#QI4878 6.000% 01-Apr-2054, 6.00%, 04/01/54 FR 3133WBM37 - - 1,904,142 $2,092,204 $2,092,204 0.03 $1,968,209
FNMA 30yr Pool#FS3001 4.000% 01-Oct-2051, 4.00%, 10/01/51 FN 3140XJKP7 - - 2,116,132 $2,061,292 $2,061,292 0.03 $2,030,136
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 $2,057,629 $2,057,629 0.03 $2,049,900
FHLMC 30yr Pool#QX7432 6.000% 01-Feb-2055, 6.00%, 02/01/55 FR 31426DHJ4 - - 1,966,734 $2,051,988 $2,051,988 0.03 $2,032,906
FNMA 30yr Pool#FS1640 4.000% 01-Apr-2052, 4.00%, 04/01/52 FN 3140XGZE2 - - 2,102,070 $2,028,666 $2,028,666 0.03 $2,015,862
FNMA 30yr Pool#CA7849 4.500% 01-Oct-2050, 4.50%, 10/01/50 FN 3140QFWK1 - - 1,978,018 $2,017,667 $2,017,667 0.03 $1,959,302
FNMA 30yr Pool#BY0338 6.500% 01-May-2053, 6.50%, 05/01/53 FN 3140NGLU2 - - 1,906,150 $2,009,493 $2,009,493 0.03 $1,993,943
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 $2,008,004 $2,008,004 0.03 $2,003,214
FNMA 30yr Pool#DD4221 6.000% 01-Feb-2055, 6.00%, 02/01/55 FN DD4221 MTGE 3140B4VP2 - - 1,923,650 $2,003,248 $2,003,248 0.03 $1,988,373
FIGRE Trust 2024-HE1 B 6.506% 25-MAR-2054, 6.51%, 03/25/54 FIGRE 2024-HE1 31684HAB6 - - 1,932,803 $1,977,393 $1,977,393 0.03 $1,972,503
FNMA 30yr Pool#BW0972 4.500% 01-Jul-2052, 4.50%, 07/01/52 FN 3140MSCJ2 - - 1,964,636 $1,949,132 $1,949,132 0.03 $1,936,367
FHLMC 30yr Pool#SI2017 4.000% 01-Dec-2048, 4.00%, 12/01/48 FR 3133USG21 - - 1,980,091 $1,939,011 $1,939,011 0.03 $1,904,456
FNMA 30yr Pool#BX8072 5.500% 01-Mar-2053, 5.50%, 03/01/53 FN 3140NC6J3 - - 1,868,804 $1,938,173 $1,938,173 0.03 $1,925,163
FNMA 30yr Pool#DF0998 6.000% 01-Oct-2055, 6.00%, 10/01/55 FN 3140BRDC0 - - 1,846,667 $1,917,282 $1,917,282 0.03 $1,902,292
Foundation Finance Trust 2023-2 A 6.53% 15-JUN-2049, 6.53%, 06/15/49 FFIN 2023-2A 35042RAA4 - - 1,803,722 $1,879,762 $1,879,762 0.03 $1,871,910
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 $1,856,726 $1,856,726 0.03 $1,852,749
FNMA 30yr Pool#BY0361 6.500% 01-Jun-2053, 6.50%, 06/01/53 FN 3140NGMK3 - - 1,717,291 $1,808,729 $1,808,729 0.03 $1,794,314
FHLMC 30yr Pool#SD1551 4.000% 01-Mar-2050, 4.00%, 03/01/50 FR 3132DNWL3 - - 1,836,309 $1,802,986 $1,802,986 0.03 $1,766,166
FNMA 30yr Pool#DC9709 6.000% 01-Jan-2055, 6.00%, 01/01/55 FN 3140AXYF8 - - 1,606,484 $1,772,213 $1,772,213 0.03 $1,660,793
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 $1,745,369 $1,745,369 0.02 $1,738,905
FNMA 30yr Pool#MA3521 4.000% 01-Nov-2048, 4.00%, 11/01/48 FN 31418C4F8 - - 1,772,047 $1,724,978 $1,724,978 0.02 $1,704,358
PRPM 2025-RCF3 LLC 5.25% 55, 5.25%, 07/25/55 PRPM 2025-RCF3 69392PAC9 - - 1,700,000 $1,701,124 $1,701,124 0.02 $1,691,703
Fannie Mae Pool|4|08/01/2050, 4.00%, 08/01/50 FN 3140X8UA3 - - 1,748,029 $1,683,583 $1,683,583 0.02 $1,672,936
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 $1,681,477 $1,681,477 0.02 $1,679,423
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 $1,669,728 $1,669,728 0.02 $1,666,277
FHLMC 30yr Pool#QG2540 6.500% 01-May-2053, 6.50%, 05/01/53 FR 3133C2ZD3 - - 1,589,860 $1,666,916 $1,666,916 0.02 $1,654,271
FHLMC 30yr Pool#QY7439 6.000% 01-Jun-2055, 6.00%, 06/01/55 FR 31426SHR3 - - 1,587,630 $1,657,843 $1,657,843 0.02 $1,642,244
FHLMC 30yr Pool#SD0943 3.500% 01-Apr-2052, 3.50%, 04/01/52 FR 3132DNBL6 - - 1,754,974 $1,656,913 $1,656,913 0.02 $1,645,399
FHLMC 30yr Pool#QG4340 6.500% 01-Jun-2053, 6.50%, 06/01/53 FR 3133C4ZD9 - - 1,543,208 $1,617,960 $1,617,960 0.02 $1,605,887
FHLMC 30yr Pool#SD4456 4.000% 01-Aug-2050, 4.00%, 08/01/50 FR 3132E05R9 - - 1,645,164 $1,607,125 $1,607,125 0.02 $1,578,308
FNMA 30yr Pool#CB2681 3.500% 01-Jan-2052, 3.50%, 01/01/52 FN 3140QM6T6 - - 1,670,148 $1,587,312 $1,587,312 0.02 $1,565,999
FHLMC 30yr Pool#QH7013 6.500% 01-Dec-2053, 6.50%, 12/01/53 FR 3133CKYJ1 - - 1,495,857 $1,574,496 $1,574,496 0.02 $1,560,782
FHLMC 30yr Pool#QZ4132 6.000% 01-Sep-2055, 6.00%, 09/01/55 FR 31427BSW6 - - 1,489,896 $1,546,038 $1,546,038 0.02 $1,534,775
FHLMC 30yr Pool#Q58477 4.000% 01-Sep-2048, 4.00%, 09/01/48 FG 3132Y2M37 - - 1,541,703 $1,520,391 $1,520,391 0.02 $1,484,601
ACHV ABS Trust 2024-1PL B 6.34% 25-APR-2031, 6.34%, 04/25/31 ACHV 2024-1PL 00092BAB0 - - 1,500,028 $1,516,625 $1,516,625 0.02 $1,512,926
FHLMC 30yr Pool#QH3309 5.500% 01-Oct-2053, 5.50%, 10/01/53 FR 3133CFVA4 - - 1,461,845 $1,502,213 $1,502,213 0.02 $1,491,729
Reach ABS Trust 2024-2 A 5.88% 15-JUL-2031, 5.88%, 07/15/31 REACH 2024-2A 75525HAA8 - - 1,453,756 $1,467,102 $1,467,102 0.02 $1,461,404
FNMA 30yr Pool#MA3415 4.000% 01-Jul-2048, 4.00%, 07/01/48 FN 31418CYM0 - - 1,495,997 $1,459,495 $1,459,495 0.02 $1,438,854
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 $1,448,706 $1,448,706 0.02 $1,442,715
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 $1,443,909 $1,443,909 0.02 $1,440,908
FNMA 30yr Pool#BT8051 5.500% 01-Jan-2053, 5.50%, 01/01/53 FN 3140LW5M5 - - 1,382,563 $1,439,673 $1,439,673 0.02 $1,429,250
FNMA 30yr Pool#CA5573 4.000% 01-Apr-2050, 4.00%, 04/01/50 FN 3140QDFP4 - - 1,478,467 $1,424,202 $1,424,202 0.02 $1,414,954
FNMA 30yr Pool#CA1931 4.500% 01-Jun-2048, 4.50%, 06/01/48 FN 3140Q9ED1 - - 1,389,851 $1,422,176 $1,422,176 0.02 $1,378,216
FNMA 30yr Pool#BY1896 5.500% 01-May-2053, 5.50%, 05/01/53 FN 3140NJDA9 - - 1,357,192 $1,402,507 $1,402,507 0.02 $1,392,437
FIGRE TRUST 2025-HE5 FLTG 2055 B, 5.49%, 08/25/55 FIGRE 2025-HE5 31684MAB5 - - 1,377,108 $1,381,353 $1,381,353 0.02 $1,373,380
FNMA 30yr Pool#BX7860 5.500% 01-Mar-2053, 5.50%, 03/01/53 FN 3140NCWW5 - - 1,295,052 $1,344,156 $1,344,156 0.02 $1,334,282
FNMA 30yr Pool#BY0327 6.500% 01-May-2053, 6.50%, 05/01/53 FN 3140NGLH1 - - 1,233,118 $1,292,378 $1,292,378 0.02 $1,282,499
U.S. Auto Funding 2021-1 C 2.2% 15-MAY-2026, 2.20%, 05/15/26 USAUT 2021-1A 90355EAC5 - - 1,535,749 $1,281,156 $1,281,156 0.02 $1,278,903
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 $1,272,935 $1,272,935 0.02 $1,267,259
FNMA 30yr Pool#FM7725 4.500% 01-Dec-2050, 4.50%, 12/01/50 FN 3140XBSP6 - - 1,256,113 $1,249,851 $1,249,851 0.02 $1,241,171
FHLMC 30yr Pool#QF2561 5.500% 01-Nov-2052, 5.50%, 11/01/52 FR 3133BPZ27 - - 1,175,786 $1,220,838 $1,220,838 0.02 $1,212,500
Connecticut Avenue Securities Trust 2025-R04 25-MAY-2045, 5.07%, 05/25/45 CAS 2025-R04 20755TAB7 - - 1,215,388 $1,219,838 $1,219,838 0.02 $1,217,440
FNMA 30yr Pool#DB3056 5.500% 01-May-2054, 5.50%, 05/01/54 FN 3140ACME0 - - 1,177,320 $1,214,500 $1,214,500 0.02 $1,206,156
FNMA 30yr Pool#MA3149 4.000% 01-Oct-2047, 4.00%, 10/01/47 FN 31418CQB3 - - 1,238,618 $1,211,759 $1,211,759 0.02 $1,195,052
Tricolor Auto Securitization Trust 2024-1 A 6.61% 15-OCT-2027, 6.61%, 10/15/27 TAST 2024-1A 89616LAA0 - - 1,205,445 $1,203,348 $1,203,348 0.02 $1,198,036
FNMA 40yr Pool#BF0167 3.000% 01-Feb-2057, 3.00%, 02/01/57 FN 3140FXFH0 - - 1,363,485 $1,197,220 $1,197,220 0.02 $1,187,419
FNMA 30yr Pool#BJ9181 5.000% 01-May-2048, 5.00%, 05/01/48 FN 3140HBFX1 - - 1,161,060 $1,188,488 $1,188,488 0.02 $1,179,805
FNMA 30yr Pool#FM9138 4.000% 01-Mar-2050, 4.00%, 03/01/50 FN 3140XDEL6 - - 1,202,167 $1,177,049 $1,177,049 0.02 $1,156,247
FHLMC 30yr Pool#SD8003 4.000% 01-Jul-2049, 4.00%, 07/01/49 FR 3132DV3L7 - - 1,209,718 $1,172,526 $1,172,526 0.02 $1,160,557
FNMA 30yr Pool#BX0804 5.500% 01-Nov-2052, 5.50%, 11/01/52 FN 3140N43N5 - - 1,125,746 $1,168,344 $1,168,344 0.02 $1,157,310
Blue Bridge Funding 2023-1 A 7.37% 15-NOV-2030, 7.37%, 11/15/30 BBEF 2023-1A 09531MAA8 - - 1,149,763 $1,163,695 $1,163,695 0.02 $1,158,045
FHLMC 30yr Pool#QG6538 5.500% 01-Jul-2053, 5.50%, 07/01/53 FR 3133C7HP5 - - 1,097,966 $1,141,718 $1,141,718 0.02 $1,134,133
FHLMC 30yr Pool#ZT2087 4.000% 01-Jun-2049, 4.00%, 06/01/49 FR 3132AEJ80 - - 1,162,767 $1,130,508 $1,130,508 0.02 $1,115,514
FNMA 30yr Pool#AS6811 3.000% 01-Mar-2046, 3.00%, 03/01/46 FN 3138WGR97 - - 1,221,598 $1,121,940 $1,121,940 0.02 $1,112,352
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 $1,085,362 $1,085,362 0.02 $1,080,732
FHLMC 30yr Pool#QG6948 5.500% 01-Jul-2053, 5.50%, 07/01/53 FR 3133C7WH6 - - 892,264 $1,077,218 $1,077,218 0.02 $921,510
FHLMC 30yr Pool#RA1188 4.500% 01-Aug-2049, 4.50%, 08/01/49 FR 3133KGJ90 - - 1,065,595 $1,063,446 $1,063,446 0.02 $1,056,132
FNMA 30yr Pool#AS7492 4.000% 01-Jul-2046, 4.00%, 07/01/46 FN 3138WHKE1 - - 1,090,430 $1,059,178 $1,059,178 0.02 $1,051,388
FHLMC 30yr Pool#RA1087 4.500% 01-Jul-2049, 4.50%, 07/01/49 FR 3133KGF45 - - 1,053,159 $1,051,121 $1,051,121 0.01 $1,043,807
FNMA 30yr Pool#CB8995 5.500% 01-Aug-2054, 5.50%, 08/01/54 FN 3140QU7H3 - - 1,003,901 $1,036,079 $1,036,079 0.01 $1,024,693
FHLMC 30yr Pool#QG3885 6.500% 01-Jun-2053, 6.50%, 06/01/53 FR 3133C4J62 - - 967,340 $1,014,164 $1,014,164 0.01 $1,006,630
FNMA 30yr Pool#BV4203 3.500% 01-Apr-2052, 3.50%, 04/01/52 FN 3140MHU56 - - 1,016,906 $958,906 $958,906 0.01 $952,679
FNMA 30yr Pool#FM1598 4.000% 01-Feb-2049, 4.00%, 02/01/49 FN 3140X4X43 - - 976,510 $954,422 $954,422 0.01 $939,209
FNMA 30yr Pool#BV8484 3.500% 01-Apr-2052, 3.50%, 04/01/52 FN 3140MNNA0 - - 1,004,462 $948,572 $948,572 0.01 $940,945
FNMA 30yr Pool#DA3522 5.500% 01-Oct-2053, 5.50%, 10/01/53 FN 3140A34G5 - - 920,688 $946,048 $946,048 0.01 $939,459
FNMA 30yr Pool#CA6382 4.500% 01-Jul-2050, 4.50%, 07/01/50 FN 3140QECU4 - - 921,190 $916,372 $916,372 0.01 $910,232
FHLMC 30yr Pool#ZM8197 4.000% 01-Sep-2048, 4.00%, 09/01/48 FR 3131Y3DA1 - - 917,278 $903,534 $903,534 0.01 $882,240
GNMA II 30yr Pool#MA5021 4.500% 20-Feb-2048, 4.50%, 02/20/48 G2 36179TSJ5 - - 895,219 $899,533 $899,533 0.01 $888,214
FHLMC 30yr Pool#QG7338 6.000% 01-Jul-2053, 6.00%, 07/01/53 FR 3133C8EK7 - - 803,097 $868,339 $868,339 0.01 $830,118
BX Commercial Mortgage Trust 2021-21M A 4.595% 15-OCT-2036, 4.59%, 10/15/36 BX 2021-21M 05609CAA5 - - 862,801 $865,015 $865,015 0.01 $862,262
FNMA 30yr Pool#AB9341 3.000% 01-May-2043, 3.00%, 05/01/43 FN 31417GLX2 - - 873,625 $820,038 $820,038 0.01 $802,856
FNMA 30yr Pool#BN4541 4.000% 01-Feb-2049, 4.00%, 02/01/49 FN 3140JMBK7 - - 819,808 $793,894 $793,894 0.01 $788,493
FREMF 2019-KF70 Mortgage Trust C 10.12306% 25-SEP-2029, 10.12%, 09/25/29 FREMF 2019-KF70 30298UAJ0 - - 789,970 $784,617 $784,617 0.01 $781,284
FNMA 30yr Pool#BY0782 5.500% 01-Apr-2053, 5.50%, 04/01/53 FN 3140NG2Q2 - - 740,865 $769,521 $769,521 0.01 $764,381
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 $755,142 $755,142 0.01 $753,528
FHLMC 30yr Pool#ZT1926 3.000% 01-Nov-2043, 3.00%, 11/01/43 FR 3132AED78 - - 799,122 $748,950 $748,950 0.01 $735,433
FHLMC 30yr Pool#RA1999 4.500% 01-Jan-2050, 4.50%, 01/01/50 FR 3133KHGG5 - - 724,310 $744,110 $744,110 0.01 $717,878
FNMA 30yr Pool#BY0866 5.500% 01-May-2053, 5.50%, 05/01/53 FN 3140NG6C9 - - 696,268 $720,385 $720,385 0.01 $714,349
GNMA II 30yr Pool#MA5264 4.000% 20-Jun-2048, 4.00%, 06/20/48 G2 36179TZ57 - - 710,094 $693,031 $693,031 0.01 $682,597
ACHM Trust 2024-HE1 B 7.26% 25-MAY-2039, 7.26%, 05/25/39 ACHM 2024-HE1 00449TAB1 - - 666,844 $691,928 $691,928 0.01 $690,045
ACHV ABS Trust 2024-1PL C 6.42% 25-APR-2031, 6.42%, 04/25/31 ACHV 2024-1PL 00092BAC8 - - 668,058 $673,741 $673,741 0.01 $672,073
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 $633,707 $633,707 0.01 $632,020
FNMA 30yr Pool#BW0343 4.500% 01-May-2052, 4.50%, 05/01/52 FN 3140MRLZ8 - - 631,534 $623,288 $623,288 0.01 $619,398
FHLMC 30yr Pool#QE1073 3.500% 01-Apr-2052, 3.50%, 04/01/52 FR 3133BAFN6 - - 646,190 $609,031 $609,031 0.01 $605,329
FHLMC 30yr Pool#SD8047 4.500% 01-Feb-2050, 4.50%, 02/01/50 FR 3132DV5G6 - - 587,929 $586,555 $586,555 0.01 $582,366
FNMA 30yr Pool#AL6842 4.000% 01-May-2045, 4.00%, 05/01/45 FN 3138EPS88 - - 585,793 $578,982 $578,982 0.01 $568,440
FNMA 30yr Pool#BK9507 4.000% 01-Oct-2048, 4.00%, 10/01/48 FN 3140HPR58 - - 592,044 $575,406 $575,406 0.01 $571,254
Sequoia Mortgage Trust 2013-5 A1 2.5% 25-MAY-2043, 2.50%, 05/25/43 SEMT 2013-5 81745AAA5 - - 634,078 $569,335 $569,335 0.01 $567,662
Connecticut Avenue Securities Trust 2022-R07 1B2 15.87419% 25-JUN-2042, 15.87%, 06/25/42 CAS 2022-R07 20754MAL1 - - 436,201 $509,856 $509,856 0.01 $501,127
FNMA 30yr Pool#AZ0869 4.000% 01-Jul-2045, 4.00%, 07/01/45 FN 3138YR6F0 - - 515,828 $504,782 $504,782 0.01 $500,722
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 $503,182 $503,182 0.01 $502,120
FHLMC 15yr Pool#SB0116 2.500% 01-Nov-2034, 2.50%, 11/01/34 FR 3132CWDV3 - - 504,193 $489,672 $489,672 0.01 $482,094
FHLMC 30yr Pool#QD9191 3.500% 01-Apr-2052, 3.50%, 04/01/52 FR 3133B7F86 - - 497,805 $469,463 $469,463 0.01 $466,364
Connecticut Avenue Securities Trust 2022-R01 1M1 4.87419% 25-DEC-2041, 4.87%, 12/25/41 CAS 2022-R01 20754LAA7 - - 467,323 $468,230 $468,230 0.01 $467,344
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 $446,340 $446,340 0.01 $445,445
Gracie Point International Funding, Series 2023-2 A 6.44671% 01-MAR-2027, 6.45%, 03/01/27 GPIF 2023-2A 38410JAA0 - - 418,538 $422,215 $422,215 0.01 $419,292
FHLMC 30yr Pool#SD1414 4.000% 01-Oct-2050, 4.00%, 10/01/50 FR 3132DNSB0 - - 435,098 $420,605 $420,605 0.01 $417,417
FNMA 30yr Pool#CB4329 3.500% 01-Jul-2052, 3.50%, 07/01/52 FN 3140QPY35 - - 434,064 $409,402 $409,402 0.01 $406,793
FNMA 30yr Pool#BV6879 4.500% 01-Apr-2052, 4.50%, 04/01/52 FN 3140MLUD0 - - 404,857 $399,673 $399,673 0.01 $397,140
FNMA 30yr Pool#CA4646 3.000% 01-Feb-2048, 3.00%, 02/01/48 FN 3140QCEU6 - - 419,092 $387,438 $387,438 0.01 $383,192
FHLMC 30yr Pool#QG3397 6.000% 01-May-2053, 6.00%, 05/01/53 FR 3133C3X27 - - 364,317 $379,614 $379,614 0.01 $376,575
FHLMC 30yr Pool#QA8274 3.500% 01-Mar-2050, 3.50%, 03/01/50 FR 3133A3FP8 - - 386,706 $361,297 $361,297 0.01 $359,097
FNMA 30yr Pool#FM3447 4.000% 01-Nov-2049, 4.00%, 11/01/49 FN 3140X6ZM6 - - 353,116 $342,771 $342,771 0.00 $339,874
Connecticut Avenue Securities Trust 2023-R05 1B1 8.62419% 25-JUN-2043, 8.62%, 06/25/43 CAS 2023-R05 207942AC7 - - 312,000 $335,060 $335,060 0.00 $334,014
FHLMC 30yr Pool#SD1966 4.000% 01-Nov-2052, 4.00%, 11/01/52 FR 3132DPFF0 - - 327,082 $315,180 $315,180 0.00 $312,295
FNMA 30yr Pool#BV7632 4.500% 01-Apr-2052, 4.50%, 04/01/52 FN 3140MMPS1 - - 311,083 $307,105 $307,105 0.00 $305,153
FNMA 30yr Pool#AR9225 3.000% 01-Mar-2043, 3.00%, 03/01/43 FN 3138W7HB3 - - 321,128 $301,813 $301,813 0.00 $294,071
FHLMC 30yr Pool#ZN6461 4.000% 01-May-2049, 4.00%, 05/01/49 FR 3131YDFA7 - - 302,390 $292,472 $292,472 0.00 $290,285
FHLMC 30yr Pool#QA5150 4.500% 01-Dec-2049, 4.50%, 12/01/49 FR 31346YWK5 - - 292,625 $291,848 $291,848 0.00 $289,856
FHLMC 30yr Pool#ZT0391 4.000% 01-Nov-2047, 4.00%, 11/01/47 FR 3132ACNG1 - - 298,279 $291,235 $291,235 0.00 $288,991
FNMA 30yr Pool#FS2548 4.000% 01-Mar-2051, 4.00%, 03/01/51 FN 3140XHZN0 - - 296,579 $287,740 $287,740 0.00 $284,527
FNMA 30yr Pool#FS2238 4.000% 01-Mar-2051, 4.00%, 03/01/51 FN 3140XHPY7 - - 287,758 $280,958 $280,958 0.00 $276,766
FNMA 30yr Pool#AS8649 3.000% 01-Jan-2047, 3.00%, 01/01/47 FN 3138WJTF5 - - 303,248 $276,935 $276,935 0.00 $274,829
FNMA 30yr Pool#BN3899 4.000% 01-Dec-2048, 4.00%, 12/01/48 FN 3140JLKM5 - - 266,034 $258,462 $258,462 0.00 $255,872
FHLMC 30yr Pool#QA1615 3.500% 01-Aug-2049, 3.50%, 08/01/49 FR 31334XYL7 - - 269,184 $252,938 $252,938 0.00 $251,103
FHLMC 30yr Pool#ZN4240 4.500% 01-Dec-2048, 4.50%, 12/01/48 FR 3131YAV98 - - 247,974 $247,870 $247,870 0.00 $245,995
Fannie Mae REMIC Trust 2017-9 VL 3.0% 25-JUL-2028, 3.00%, 07/25/28 FNR 2017-9 3136AVYH6 - - 239,665 $246,613 $246,613 0.00 $237,747
Fannie Mae REMIC Trust 2012-126 SY 0.0% 25-NOV-2042, 0.01%, 11/25/42 FNR 2012-126 3136A9ZR2 - - 473,554 $231,112 $231,112 0.00 $231,110
FNMA 30yr Pool#MA3908 4.500% 01-Jan-2050, 4.50%, 01/01/50 FN 31418DKW1 - - 226,950 $229,125 $229,125 0.00 $224,803
FNMA 30yr Pool#BW0081 4.500% 01-Apr-2052, 4.50%, 04/01/52 FN 3140MRCT2 - - 228,940 $225,953 $225,953 0.00 $224,541
FNMA 30yr Pool#MA3687 4.000% 01-Jun-2049, 4.00%, 06/01/49 FN 31418DCZ3 - - 229,545 $223,303 $223,303 0.00 $220,217
FHLMC 15yr Pool#SB0040 2.500% 01-Dec-2033, 2.50%, 12/01/33 FR 3132CWBH6 - - 221,515 $221,209 $221,209 0.00 $214,752
FNMA 30yr Pool#BE3616 4.000% 01-May-2047, 4.00%, 05/01/47 FN 3140FPAS8 - - 223,971 $220,623 $220,623 0.00 $217,251
Connecticut Avenue Securities, Series 2021-R03 1M1 4.72419% 25-DEC-2041, 4.72%, 12/25/41 CAS 2021-R03 20754AAA1 - - 219,733 $220,149 $220,149 0.00 $219,745
FNMA 30yr Pool#MA1327 3.000% 01-Jan-2043, 3.00%, 01/01/43 FN 31418APM4 - - 236,936 $219,962 $219,962 0.00 $218,052
FNMA 30yr Pool#BO9819 4.500% 01-Dec-2049, 4.50%, 12/01/49 FN 3140K54D6 - - 208,732 $208,239 $208,239 0.00 $206,757
GNMA II 30yr Pool#MA5192 4.000% 20-May-2048, 4.00%, 05/20/48 G2 36179TXV2 - - 212,610 $207,078 $207,078 0.00 $204,376
FHLMC 30yr Pool#RA1088 4.500% 01-Jul-2049, 4.50%, 07/01/49 FR 3133KGF52 - - 202,831 $202,270 $202,270 0.00 $200,912
FNMA 30yr Pool#AB6280 3.000% 01-Sep-2042, 3.00%, 09/01/42 FN 31417C6S9 - - 190,738 $178,302 $178,302 0.00 $175,537
FNMA 30yr Pool#CA4185 4.500% 01-Sep-2049, 4.50%, 09/01/49 FN 3140QBUK2 - - 171,356 $173,756 $173,756 0.00 $169,735
FHLMC 30yr Pool#SD8040 4.500% 01-Jan-2050, 4.50%, 01/01/50 FR 3132DV4Z5 - - 171,758 $173,661 $173,661 0.00 $170,133
FNMA 30yr Pool#BO2983 3.000% 01-Sep-2049, 3.00%, 09/01/49 FN 3140JXJ58 - - 189,677 $173,159 $173,159 0.00 $171,897
FNMA 30yr Pool#CA4035 4.500% 01-Aug-2049, 4.50%, 08/01/49 FN 3140QBPV4 - - 162,730 $165,800 $165,800 0.00 $161,191
FNMA 30yr Pool#BV7132 4.500% 01-Apr-2052, 4.50%, 04/01/52 FN 3140ML4S6 - - 161,155 $159,058 $159,058 0.00 $158,058
FHLMC 30yr Pool#ZA7158 4.500% 01-Jun-2049, 4.50%, 06/01/49 FR 31329Q5T4 - - 156,210 $156,091 $156,091 0.00 $154,822
FHLMC 30yr Pool#ZT1320 4.000% 01-Nov-2048, 4.00%, 11/01/48 FR 3132ADPD4 - - 158,468 $154,239 $154,239 0.00 $152,415
FNMA 30yr Pool#AB7563 3.000% 01-Jan-2043, 3.00%, 01/01/43 FN 31417EMM0 - - 162,277 $153,941 $153,941 0.00 $149,711
FNMA 30yr Pool#FS2546 4.000% 01-Mar-2051, 4.00%, 03/01/51 FN 3140XHZL4 - - 152,322 $147,843 $147,843 0.00 $146,504
FNMA 30yr Pool#BW0072 4.500% 01-Apr-2052, 4.50%, 04/01/52 FN 3140MRCJ4 - - 135,911 $134,145 $134,145 0.00 $133,299
FNMA 30yr Pool#MA1229 3.000% 01-Oct-2042, 3.00%, 10/01/42 FN 31418ALK2 - - 142,174 $132,365 $132,365 0.00 $131,165
GNMA II 30yr Pool#MA5753 4.000% 20-Feb-2049, 4.00%, 02/20/49 G2 36179UMA7 - - 136,599 $128,347 $128,347 0.00 $127,469
FNMA 30yr Pool#BV7131 4.500% 01-Apr-2052, 4.50%, 04/01/52 FN 3140ML4R8 - - 128,654 $126,982 $126,982 0.00 $126,182
GNMA II 30yr Pool#BF6874 4.500% 20-Jul-2048, 4.50%, 07/20/48 G2 3617GDT77 - - 126,067 $124,979 $124,979 0.00 $124,059
GNMA II 30yr Pool#MA5866 4.000% 20-Apr-2049, 4.00%, 04/20/49 G2 36179UQT2 - - 131,652 $124,305 $124,305 0.00 $123,433
FNMA 20yr Pool#AB9283 3.000% 01-Apr-2038, 3.00%, 04/01/38 FN 31417GJ56 - - 129,173 $120,597 $120,597 0.00 $118,620
GNMA II 30yr Pool#BK5879 4.500% 20-Nov-2048, 4.50%, 11/20/48 G2 3617J6Q80 - - 110,987 $110,263 $110,263 0.00 $109,520
FNMA 30yr Pool#BM3282 3.500% 01-Dec-2047, 3.50%, 12/01/47 FN 3140J7UG8 - - 112,099 $106,907 $106,907 0.00 $105,840
FHLMC 30yr Pool#QE0318 4.500% 01-Mar-2052, 4.50%, 03/01/52 FR 3133B9K78 - - 107,878 $106,504 $106,504 0.00 $105,822
FNMA 30yr Pool#CA3683 4.500% 01-Jun-2049, 4.50%, 06/01/49 FN 3140QBCV8 - - 105,747 $105,468 $105,468 0.00 $104,746
FHLMC 30yr Pool#ZT1633 4.000% 01-Mar-2047, 4.00%, 03/01/47 FR 3132ADY69 - - 105,571 $103,289 $103,289 0.00 $102,479
FNMA 30yr Pool#CA0108 3.500% 01-Aug-2047, 3.50%, 08/01/47 FN 3140Q7DN4 - - 104,228 $99,704 $99,704 0.00 $98,408
FHLMC 30yr Pool#ZM7577 4.500% 01-Aug-2048, 4.50%, 08/01/48 FR 3131Y2M21 - - 89,550 $89,418 $89,418 0.00 $88,800
Fannie Mae REMIC Trust 2013-130 FN 4.33867% 25-OCT-2042, 4.34%, 10/25/42 FNR 2013-130 3136AHG53 - - 89,468 $88,756 $88,756 0.00 $88,605
FHLMC 30yr Pool#ZM7926 5.000% 01-Sep-2048, 5.00%, 09/01/48 FR 3131Y2YX0 - - 77,369 $78,843 $78,843 0.00 $78,270
FHLMC 30yr Pool#QA2159 3.000% 01-Aug-2049, 3.00%, 08/01/49 FR 31334YMG9 - - 82,172 $73,155 $73,155 0.00 $72,671
FNMA 30yr Pool#MA1447 3.000% 01-May-2043, 3.00%, 05/01/43 FN 31418ATD0 - - 76,339 $70,521 $70,521 0.00 $69,907
Sequoia Mortgage Trust 2019-CH3 A19 4.0% 25-OCT-2049, 4.00%, 09/25/49 SEMT 2019-CH3 81748GBN0 - - 74,939 $69,544 $69,544 0.00 $69,227
FNMA 30yr Pool#AS8547 3.000% 01-Nov-2046, 3.00%, 11/01/46 FN 3138WJP93 - - 71,104 $64,737 $64,737 0.00 $64,300
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 - - 65,846 $61,153 $61,153 0.00 $60,066
Fannie Mae REMIC Trust 2010-109 BS 9.46957% 25-OCT-2040, 9.47%, 10/25/40 FNR 2010-109 31398NTM6 - - 41,248 $57,109 $57,109 0.00 $56,715
Fannie Mae REMIC Trust 2006-20 GF 4.53628% 25-APR-2036, 4.34%, 04/25/36 FNR 2006-20 31395BU43 - - 53,691 $53,411 $53,411 0.00 $53,320
FHLMC 15yr Pool#ZK8962 3.000% 01-Sep-2032, 3.00%, 09/01/32 FR 3131XC5X1 - - 51,650 $51,447 $51,447 0.00 $50,405
FHLMC 15yr Pool#ZS7403 3.000% 01-May-2031, 3.00%, 05/01/31 FR 3132A8GL7 - - 46,800 $47,424 $47,424 0.00 $45,987
FNMA 30yr Pool#BO1857 4.500% 01-Aug-2049, 4.50%, 08/01/49 FN 3140JWB33 - - 42,701 $42,579 $42,579 0.00 $42,297
FNMA 15yr Pool#BO5957 3.000% 01-Dec-2034, 3.00%, 12/01/34 FN 3140K1TP1 - - 43,136 $42,410 $42,410 0.00 $41,806
Freddie Mac Multiclass Certificates, Series 3721 FB 4.7565% 15-SEP-2040, 4.60%, 09/15/40 FHR 3721 3137GAD20 - - 41,575 $41,669 $41,669 0.00 $41,541
Freddie Mac Multiclass Certificates, Series 3380 FM 4.8465% 15-OCT-2037, 4.69%, 10/15/37 FHR 3380 31397KTJ0 - - 40,968 $41,106 $41,106 0.00 $40,978
Ginnie Mae REMIC Trust 2008-013 FB 4.57432% 20-FEB-2038, 4.35%, 02/20/38 GNR 2008-13 38375PNL1 - - 39,234 $39,224 $39,224 0.00 $39,129
FNMA 30yr Pool#BC0870 3.500% 01-Jan-2046, 3.50%, 01/01/46 FN 3140EU6G9 - - 36,998 $35,093 $35,093 0.00 $34,814
FNMA 15yr Pool#BO7717 3.000% 01-Nov-2034, 3.00%, 11/01/34 FN 3140K3SF0 - - 32,495 $32,022 $32,022 0.00 $31,566
FHLMC 15yr Pool#ZK9163 3.000% 01-Jan-2033, 3.00%, 01/01/33 FR 3131XDFC4 - - 30,860 $30,607 $30,607 0.00 $30,090
Ginnie Mae REMIC Trust 2007-040 FG 4.39432% 20-JUL-2037, 4.17%, 07/20/37 GNR 2007-40 38375KZS4 - - 29,602 $29,428 $29,428 0.00 $29,360
Ginnie Mae REMIC Trust 2004-069 CF 4.47432% 20-JUL-2034, 4.25%, 07/20/34 GNR 2004-69 38374JAT3 - - 25,505 $25,522 $25,522 0.00 $25,465
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 $24,228 $24,228 0.00 $24,123
Fannie Mae REMIC Trust 2013-2 QF 4.68628% 25-FEB-2043, 4.49%, 02/25/43 FNR 2013-2 3136AB4P5 - - 23,671 $23,689 $23,689 0.00 $23,647
Ginnie Mae REMIC Trust 2007-059 FA 4.57432% 20-OCT-2037, 4.35%, 10/20/37 GNR 2007-59 38375LPU8 - - 23,673 $23,672 $23,672 0.00 $23,617
FHLMC 30yr Pool#ZN2165 4.500% 01-Dec-2048, 4.50%, 12/01/48 FR 3131Y8MN2 - - 22,571 $22,666 $22,666 0.00 $22,498
Ginnie Mae REMIC Trust 2010-133 FD 4.27874% 16-OCT-2040, 4.28%, 10/16/40 GNR 2010-133 38377MHV1 - - 21,455 $21,522 $21,522 0.00 $21,463
Ginnie Mae REMIC Trust 2008-016 FC 4.57432% 20-FEB-2038, 4.35%, 02/20/38 GNR 2008-16 383742FU2 - - 19,053 $19,054 $19,054 0.00 $19,010
Ginnie Mae REMIC Trust 2007-037 FW 4.38432% 20-JUN-2037, 4.16%, 06/20/37 GNR 2007-37 38375KNR9 - - 18,877 $18,742 $18,742 0.00 $18,701
Ginnie Mae REMIC Trust 2004-059 FP 4.14874% 16-AUG-2034, 4.15%, 08/16/34 GNR 2004-59 38374HYS3 - - 18,095 $18,125 $18,125 0.00 $18,077
Ginnie Mae REMIC Trust 2005-065 FA 4.22432% 20-AUG-2035, 4.00%, 08/20/35 GNR 2005-65 38374LL25 - - 18,121 $17,936 $17,936 0.00 $17,898
Freddie Mac Multiclass Certificates, Series 2426 FL 4.9065% 15-MAR-2032, 4.75%, 03/15/32 FHR 2426 31339W7G5 - - 16,344 $16,466 $16,466 0.00 $16,414
Fannie Mae REMIC Trust 2002-53 FK 4.58628% 25-APR-2032, 4.39%, 04/25/32 FNR 2002-53 31392EHN3 - - 16,155 $16,158 $16,158 0.00 $16,130
FHLMC 30yr Pool#ZT0252 3.000% 01-Dec-2047, 3.00%, 12/01/47 FR 3132ACH52 - - 16,608 $15,502 $15,502 0.00 $15,151
Ginnie Mae REMIC Trust 2005-048 AF 4.27432% 20-JUN-2035, 4.05%, 06/20/35 GNR 2005-48 38374LHM6 - - 15,435 $15,305 $15,305 0.00 $15,272
Fannie Mae REMIC Trust 2005-83 KT 4.48628% 25-OCT-2035, 4.29%, 10/25/35 FNR 2005-83 31394FUL7 - - 13,838 $13,763 $13,763 0.00 $13,740
Fannie Mae REMIC Trust 2007-89 GF 4.70628% 25-SEP-2037, 4.51%, 09/25/37 FNR 2007-89 31396XPM0 - - 13,055 $13,094 $13,094 0.00 $13,070
Freddie Mac Multiclass Certificates, Series 2551 FD 4.6565% 15-JAN-2033, 4.50%, 01/15/33 FHR 2551 31393JAZ1 - - 11,855 $11,880 $11,880 0.00 $11,844
FHLMC 30yr Pool#ZM2269 3.000% 01-Dec-2046, 3.00%, 12/01/46 FR 3131XVQW8 - - 12,303 $11,300 $11,300 0.00 $11,214
Ginnie Mae REMIC Trust 2012-075 FP 4.37432% 20-JUL-2041, 4.15%, 07/20/41 GNR 2012-75 38378EZ55 - - 10,909 $10,940 $10,940 0.00 $10,916
Ginnie Mae REMIC Trust 2007-061 FA 4.57432% 20-OCT-2037, 4.35%, 10/20/37 GNR 2007-61 38375LLN8 - - 9,821 $9,822 $9,822 0.00 $9,799
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 $9,248 $9,248 0.00 $9,220
GNMA II 30yr Pool#BK6072 5.000% 20-Jan-2049, 5.00%, 01/20/49 G2 3617J6W91 - - 8,954 $9,121 $9,121 0.00 $9,049
Fannie Mae REMIC Trust 2010-123 FL 4.61628% 25-NOV-2040, 4.42%, 11/25/40 FNR 2010-123 31398N2W3 - - 9,092 $9,097 $9,097 0.00 $9,082
FNMA 15yr Pool#AS8207 2.500% 01-Oct-2031, 2.50%, 10/01/31 FN 3138WJDM7 - - 8,809 $8,812 $8,812 0.00 $8,547
Freddie Mac Multiclass Certificates, Series 3028 FM 4.34833% 15-SEP-2035, 4.35%, 09/15/35 FHR 3028 31396AFB5 - - 8,076 $8,064 $8,064 0.00 $8,040
FNMA 15yr Pool#BM1036 2.500% 01-Feb-2032, 2.50%, 02/01/32 FN 3140J5EJ4 - - 7,814 $7,786 $7,786 0.00 $7,580
FNMA 15yr Pool#AS7643 2.500% 01-Aug-2031, 2.50%, 08/01/31 FN 3138WHP55 - - 7,766 $7,753 $7,753 0.00 $7,536
Fannie Mae REMIC Trust 2003-87 FG 4.68628% 25-SEP-2033, 4.49%, 09/25/33 FNR 2003-87 31393E4W6 - - 7,702 $7,726 $7,726 0.00 $7,713
Fannie Mae REMIC Trust 2012-100 FG 4.58628% 25-SEP-2042, 4.39%, 09/25/42 FNR 2012-100 3136A8QW3 - - 7,515 $7,453 $7,453 0.00 $7,440
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 $6,824
Fannie Mae REMIC Trust 2002-16 VF 4.73628% 25-APR-2032, 4.54%, 04/25/32 FNR 2002-16 31392CWW0 - - 6,800 $6,825 $6,825 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 $6,710 $6,710 0.00 $6,691
FHLMC 15yr Pool#ZK8405 2.500% 01-Dec-2031, 2.50%, 01/22/31 FR 3131XCKS5 - - 6,686 $6,664 $6,664 0.00 $6,477
Freddie Mac Multiclass Certificates, Series 3738 FD 4.39833% 15-AUG-2040, 4.40%, 08/15/40 FHR 3738 3137GAYQ4 - - 6,249 $6,265 $6,265 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 $5,833 $5,833 0.00 $5,823
FNMA 30yr Pool#MA3694 4.500% 01-Jul-2049, 4.50%, 07/01/49 FN 31418DC83 - - 4,393 $4,426 $4,426 0.00 $4,352
Ginnie Mae REMIC Trust 1999-27 FE 4.24874% 16-AUG-2029, 4.25%, 08/16/29 GNR 1999-27 3837H2WA3 - - 1,686 $1,691 $1,691 0.00 $1,684
FHLMC 30yr Pool#ZN0650 3.000% 01-Mar-2043, 3.00%, 03/01/43 FR 3131Y6WK1 - - 1,648 $1,521 $1,521 0.00 $1,509
Freddie Mac Multiclass Certificates, Series 2469 FE 4.7565% 15-JUL-2032, 4.60%, 07/15/32 FHR 2469 31392RC58 - - 1,463 $1,466 $1,466 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 $348 $348 0.00 $347
US 5YR NOTE (CBT) Mar26 MAR 26 FVH6 FUTURES_USD - 2,844 $310,462,595 $0 0.00 $0
US 10yr Ultra Fut Mar26 MAR 26 UXYH6 FUTURES_USD - -1,258 $-144,296,531 $0 0.00 $0
US 10YR NOTE (CBT)Mar26 MAR 26 TYH6 FUTURES_USD - -163.00 $-18,296,750 $0 0.00 $0
US ULTRA BOND CBT Mar26 MAR 26 WNH6 FUTURES_USD - -312.00 $-36,669,750 $0 0.00 $0
UMBS TBA 30yr 3.5% February Delivery, 3.50%, 02/12/26 FNCL 01F032625 - - -95,653,000 $-87,934,759 $-87,934,759 -1.25 $-87,934,759
UMBS TBA 30yr 3.5% January Delivery, 3.50%, 01/14/26 FNCL 01F032617 - - -95,653,000 $-88,302,928 $-88,302,928 -1.26 $-88,302,928
UMBS TBA 30yr 6.5% January Delivery, 6.50%, 01/14/26 FNCL 01F062614 - - -92,975,000 $-96,606,604 $-96,606,604 -1.37 $-96,606,604
UMBS TBA 30yr 5% February Delivery, 5.00%, 02/12/26 FNCL 01F050627 - - -294,798,894 $-293,674,826 $-293,674,826 -4.17 $-293,674,826
UMBS TBA 30yr 3% January Delivery, 3.00%, 01/14/26 FNCL 01F030611 - - -363,677,795 $-321,042,392 $-321,042,392 -4.56 $-321,042,392
UMBS TBA 30yr 5% January Delivery, 5.00%, 01/14/26 FNCL 01F050619 - - -324,098,894 $-323,173,916 $-323,173,916 -4.59 $-323,173,916
UMBS TBA 30yr 4.5% February Delivery, 4.50%, 02/12/26 FNCL 01F042624 - - -354,908,342 $-345,818,430 $-345,818,430 -4.91 $-345,818,430
UMBS TBA 30yr 4.5% January Delivery, 4.50%, 01/14/26 FNCL 01F042616 - - -354,908,342 $-346,042,377 $-346,042,377 -4.92 $-346,042,377
UMBS TBA 30yr 5.5% February Delivery, 5.50%, 02/12/26 FNCL 01F052623 - - -350,505,442 $-355,114,589 $-355,114,589 -5.05 $-355,114,589
Fannie Mae or Freddie Mac|5.5|01/14/2026, 5.50%, 01/14/26 FNCL 01F052615 - - -389,438,442 $-394,906,158 $-394,906,158 -5.61 $-394,906,158
UMBS TBA 30yr 6% January Delivery, 6.00%, 01/14/26 FNCL 01F060618 - - -456,492,167 $-468,580,080 $-468,580,080 -6.66 $-468,580,080
UMBS TBA 30yr 6% February Delivery, 6.00%, 02/12/26 FNCL 01F060626 - - -470,167,597 $-482,420,165 $-482,420,165 -6.86 $-482,420,165
UMBS TBA 30yr 2.5% January Delivery, 2.50%, 01/14/26 FNCL 01F022618 - - -693,895,081 $-586,334,404 $-586,334,404 -8.33 $-586,334,404
UMBS TBA 30yr 4% February Delivery, 4.00%, 02/12/26 FNCL 01F040628 - - -677,221,155 $-641,313,535 $-641,313,535 -9.11 $-641,313,535
UMBS TBA 30yr 4% January Delivery, 4.00%, 01/14/26 FNCL 01F040610 - - -721,596,155 $-683,648,856 $-683,648,856 -9.72 $-683,648,856
SEGREGATED CASH SEGCASH - $0.00 9,290,251 $9,290,251 $9,290,251 0.13 $9,290,251
ALMSUM ALMSUM - $0.00 - $0 $0 0.00 $0
US DOLLARS USD MD_142224 - - -1,866,442,655 $-1,866,442,655 $-1,866,442,655 -26.53 $-1,866,442,655
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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