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Mortgage-Backed Securities ETF Holdings

Full Portfolio Holdings

(As of 02/10/2026)

Ticker Cusip Underlying Security Strike Price Quantity (Shares/ Par/ Units/ Contracts) Notional Value Market Value Weight % Current Market Value
UMBS TBA 30yr 2.5% March Delivery, 2.50%, 03/12/26 FNCL 01F022634 - - 1,384,437,894 $1,181,277,171 $1,181,277,171 17.80 $1,181,277,171
GNMA II TBA 30yr 2.5% February Delivery, 2.50%, 02/19/26 G2SF 21H022622 - - 724,131,414 $630,425,188 $630,425,188 9.50 $630,425,188
UMBS TBA 30yr 3% March Delivery, 3.00%, 03/12/26 FNCL 01F030637 - - 502,748,354 $447,689,868 $447,689,868 6.75 $447,689,868
GNMA II TBA 30yr 5% February Delivery, 5.00%, 02/19/26 G2SF 21H050623 - - 411,201,194 $412,081,165 $412,081,165 6.22 $412,081,165
UMBS TBA 30yr 2% March Delivery, 2.00%, 03/12/26 FNCL 01F020638 - - 369,488,255 $301,296,611 $301,296,611 4.55 $301,296,611
UMBS TBA 30yr 6% March Delivery, 6.00%, 03/12/26 FNCL 01F060634 - - 282,272,985 $289,273,355 $289,273,355 4.37 $289,273,355
FNMA 30yr Pool#CB9430 5.500% 01-Nov-2054, 5.50%, 11/01/54 FN 3140QVPQ1 - - 180,319,508 $188,083,462 $188,083,462 2.84 $184,507,176
GNMA II TBA 30yr 5.5% February Delivery, 5.50%, 02/19/26 G2SF 21H052629 - - 183,586,000 $185,945,080 $185,945,080 2.81 $185,945,080
GNMA II TBA 30yr 3% February Delivery, 3.00%, 02/19/26 G2SF 21H030625 - - 203,159,962 $183,865,048 $183,865,048 2.78 $183,865,048
Fannie Mae REMIC Trust 2025-12 FC 4.97419% 25-MAR-2055, 4.80%, 03/25/55 FNR 2025-12 3136BVFC7 - - 150,244,245 $151,658,121 $151,658,121 2.29 $151,337,782
UMBS TBA 30yr 3.5% March Delivery, 3.50%, 03/12/26 FNCL 01F032633 - - 162,615,000 $150,973,880 $150,973,880 2.28 $150,973,880
GNMA II TBA 30yr 3.5% February Delivery, 3.50%, 02/19/26 G2SF 21H032621 - - 147,859,377 $135,994,845 $135,994,845 2.05 $135,994,845
FNMA 30yr Pool#CB9787 5.000% 01-Jan-2055, 5.00%, 01/01/55 FN 3140QV2V5 - - 130,558,700 $133,455,607 $133,455,607 2.01 $132,241,861
FHLMC 30yr Pool#SL3350 6.000% 01-Nov-2055, 6.00%, 11/01/55 FR 31427QWL2 - - 117,025,491 $123,050,119 $123,050,119 1.85 $121,443,886
GNMA II TBA 30yr 4.5% February Delivery, 4.50%, 02/19/26 G2SF 21H042620 - - 124,302,488 $121,991,829 $121,991,829 1.84 $121,991,829
FNMA 30yr Pool#FA2754 4.500% 01-Jan-2049, 4.50%, 01/01/49 FN 3140W3BY4 - - 115,880,873 $117,423,092 $117,423,092 1.77 $115,609,278
FHLMC 30yr Pool#SL3899 5.000% 01-Jan-2056, 5.00%, 01/01/56 FR 31427RKM1 - - 110,795,592 $113,173,479 $113,173,479 1.70 $112,225,392
FNMA 30yr Pool#FS1133 4.000% 01-Oct-2051, 4.00%, 10/01/51 FN 3140XGHK8 - - 110,969,340 $109,401,529 $109,401,529 1.65 $107,925,943
GNMA II TBA 30yr 4% February Delivery, 4.00%, 02/19/26 G2SF 21H040624 - - 114,954,688 $109,264,661 $109,264,661 1.65 $109,264,661
FNMA 30yr Pool#FM7460 4.000% 01-Mar-2051, 4.00%, 03/01/51 FN 3140XBJE1 - - 104,789,291 $103,129,960 $103,129,960 1.55 $101,915,386
UMBS TBA 30yr 6.5% March Delivery, 6.50%, 03/12/26 FNCL 01F062630 - - 92,975,000 $96,521,066 $96,521,066 1.45 $96,521,066
FNMA 30yr Pool#FA3182 6.000% 01-Oct-2055, 6.00%, 10/01/55 FN 3140W3RC5 - - 85,979,712 $89,805,056 $89,805,056 1.35 $89,129,554
FNMA 30yr Pool#FA3025 5.500% 01-Sep-2055, 5.50%, 09/01/55 FN 3140W3LF4 - - 84,462,925 $89,352,395 $89,352,395 1.35 $87,461,872
FHLMC 30yr Pool#SL2464 4.500% 01-Dec-2048, 4.50%, 12/01/48 FR 31427PW26 - - 81,488,993 $82,380,502 $82,380,502 1.24 $81,298,003
FNMA 30yr Pool#FA3036 5.500% 01-Oct-2055, 5.50%, 10/01/55 FN 3140W3LS6 - - 75,185,172 $78,386,101 $78,386,101 1.18 $77,695,830
FHLMC 30yr Pool#SD1046 4.000% 01-Jul-2052, 4.00%, 07/01/52 FR 3132DNET6 - - 79,650,026 $78,065,916 $78,065,916 1.18 $77,117,656
FHLMC 30yr Pool#RJ4363 5.500% 01-Jun-2055, 5.50%, 06/01/55 FR 3142GUZ55 - - 74,633,621 $78,015,579 $78,015,579 1.17 $77,125,861
FNMA 30yr Pool#FA3037 5.500% 01-Oct-2055, 5.50%, 10/01/55 FN 3140W3LT4 - - 68,355,690 $72,091,165 $72,091,165 1.09 $70,532,172
FNMA 30yr Pool#FA0574 5.500% 01-Jan-2055, 5.50%, 01/01/55 FN 3140W0T88 - - 67,366,489 $71,179,570 $71,179,570 1.07 $69,596,021
FNMA 30yr Pool#FS8993 6.000% 01-Jul-2054, 6.00%, 07/01/54 FN 3140XQ7F8 - - 64,119,833 $68,097,128 $68,097,128 1.03 $66,297,518
FHLMC 30yr Pool#SL1188 5.500% 01-Apr-2055, 5.50%, 04/01/55 FR 31427NKA6 - - 56,777,497 $59,418,096 $59,418,096 0.89 $58,479,090
FHLMC 30yr Pool#SL2435 6.500% 01-Feb-2055, 6.50%, 02/01/55 FR 31427PV50 - - 53,813,484 $58,272,171 $58,272,171 0.88 $56,281,662
FNMA 30yr Pool#CB9654 5.000% 01-Dec-2054, 5.00%, 12/01/54 FN 3140QVWQ3 - - 51,057,213 $52,247,257 $52,247,257 0.79 $51,715,441
FNMA 30yr Pool#FA2246 5.500% 01-Jul-2055, 5.50%, 07/01/55 FN 3140W2P88 - - 49,930,067 $51,856,509 $51,856,509 0.78 $51,461,414
FHLMC 30yr Pool#SL0239 5.000% 01-Jan-2055, 5.00%, 01/01/55 FR 31427MHR5 - - 49,927,383 $51,462,667 $51,462,667 0.78 $50,571,046
FNMA 30yr Pool#FA3827 5.000% 01-Dec-2055, 5.00%, 12/01/55 FN 3140W4HD2 - - 50,412,189 $51,302,569 $51,302,569 0.77 $50,593,270
Fannie Mae REMIC Trust 2025-9 FA 5.07419% 25-MAR-2055, 4.90%, 03/25/55 FNR 2025-9 3136BVDC9 - - 49,780,873 $50,326,639 $50,326,639 0.76 $50,218,288
FNMA 30yr Pool#FA3128 5.500% 01-Oct-2055, 5.50%, 10/01/55 FN 3140W3PN3 - - 46,871,612 $49,009,044 $49,009,044 0.74 $48,567,420
FNMA 30yr Pool#CB9613 5.500% 01-Dec-2054, 5.50%, 12/01/54 FN 3140QVVF8 - - 47,203,296 $48,749,410 $48,749,410 0.73 $48,284,775
FNMA 30yr Pool#CC2018 5.500% 01-Feb-2056, 5.50%, 02/01/56 FN 3140Y8G42 - - 46,651,341 $48,173,802 $48,173,802 0.73 $48,088,275
FNMA 30yr Pool#FA3572 5.000% 01-Nov-2055, 5.00%, 11/01/55 FN 3140W36J3 - - 46,574,429 $47,754,269 $47,754,269 0.72 $47,221,812
FNMA 30yr Pool#FA4155 5.000% 01-Jan-2056, 5.00%, 01/01/56 FN 3140W4TM9 - - 46,437,195 $47,504,667 $47,504,667 0.72 $47,085,852
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA2 M2 7.44728% 25-FEB-2042, 7.45%, 02/25/42 STACR 2022-DNA2 35564KRN1 - - 45,174,272 $46,503,945 $46,503,945 0.70 $46,354,423
FHLMC 30yr Pool#SD7343 5.500% 01-Jan-2055, 5.50%, 01/01/55 FR 3132DVEQ4 - - 44,294,932 $46,272,683 $46,272,683 0.70 $45,628,745
FNMA 30yr Pool#FA4202 5.000% 01-Jan-2056, 5.00%, 01/01/56 FN 3140W4U47 - - 45,279,880 $46,188,942 $46,188,942 0.70 $45,864,645
FNMA 30yr Pool#FS9779 5.500% 01-Nov-2054, 5.50%, 11/01/54 FN 3140XR2M6 - - 41,794,062 $43,898,316 $43,898,316 0.66 $42,937,568
FHLMC 30yr Pool#SL4015 5.500% 01-Jan-2056, 5.50%, 01/01/56 FR 31427RN97 - - 42,661,411 $43,789,173 $43,789,173 0.66 $43,723,996
FNMA 40yr Pool#BF0646 2.500% 01-Jun-2062, 2.50%, 06/01/62 FN 3140FXWG3 - - 48,070,746 $40,979,334 $40,979,334 0.62 $40,625,708
FNMA 30yr Pool#FS8881 4.500% 01-Sep-2053, 4.50%, 09/01/53 FN 3140XQ2P1 - - 39,954,231 $40,245,700 $40,245,700 0.61 $39,785,485
FHLMC 30yr Pool#ZT2413 4.000% 01-Feb-2041, 4.00%, 02/01/41 FR 3132AEVE3 - - 39,741,841 $39,649,162 $39,649,162 0.60 $39,118,588
FHLMC 30yr Pool#SL0046 6.000% 01-Jan-2055, 6.00%, 01/01/55 FR 31427MBQ3 - - 37,502,164 $39,423,627 $39,423,627 0.59 $38,775,628
New Residential Mortgage LLC 6.545% 25-MAR-2032, 6.54%, 03/25/32 NZES 2025-FHT 64832EAA7 - - 37,640,049 $38,399,516 $38,399,516 0.58 $38,290,025
FNMA 30yr Pool#FA1951 6.000% 01-Jun-2055, 6.00%, 06/01/55 FN 3140W2EZ0 - - 35,729,253 $38,210,151 $38,210,151 0.58 $36,969,902
FHLMC 30yr Pool#SI2101 4.000% 01-Sep-2048, 4.00%, 09/01/48 FR 3133USKN0 - - 38,380,785 $37,766,176 $37,766,176 0.57 $37,297,392
FHLMC 30yr Pool#SL0938 4.000% 01-Jul-2050, 4.00%, 07/01/50 FR 31427NBG3 - - 37,455,728 $37,232,625 $37,232,625 0.56 $36,788,701
FNMA 40yr Pool#BF0598 2.500% 01-Mar-2062, 2.50%, 03/01/62 FN 3140FXUY6 - - 43,405,774 $37,020,311 $37,020,311 0.56 $36,686,591
FNMA 30yr Pool#FA0576 5.500% 01-Jan-2055, 5.50%, 01/01/55 FN 3140W0UA1 - - 34,609,187 $36,286,450 $36,286,450 0.55 $35,704,436
FHLMC 30yr Pool#SL1632 4.000% 01-Nov-2053, 4.00%, 11/01/53 FR 31427NY60 - - 36,733,083 $35,960,891 $35,960,891 0.54 $35,553,863
FNMA 30yr Pool#FA1557 6.000% 01-May-2055, 6.00%, 05/01/55 FN 3140W1WT6 - - 32,716,128 $35,394,460 $35,394,460 0.53 $33,827,072
FNMA 30yr Pool#CC2016 5.500% 01-Feb-2056, 5.50%, 02/01/56 FN 3140Y8G26 - - 34,174,007 $35,348,009 $35,348,009 0.53 $35,285,356
FNMA 30yr Pool#FA3191 5.500% 01-Oct-2055, 5.50%, 10/01/55 FN 3140W3RM3 - - 32,167,448 $33,744,241 $33,744,241 0.51 $33,191,677
FNMA 30yr Pool#FA3105 6.000% 01-May-2055, 6.00%, 05/01/55 FN 3140W3NX3 - - 31,806,154 $33,326,195 $33,326,195 0.50 $32,905,100
FNMA 30yr Pool#FA3682 5.500% 01-Feb-2055, 5.50%, 02/01/55 FN 3140W4CU9 - - 31,143,393 $32,798,011 $32,798,011 0.49 $32,153,903
FNMA 30yr Pool#FA0603 4.500% 01-Sep-2051, 4.50%, 09/01/51 FN 3140W0U52 - - 31,734,023 $32,148,462 $32,148,462 0.48 $31,633,019
FNMA 30yr Pool#FA1560 5.500% 01-Apr-2055, 5.50%, 04/01/55 FN 3140W1WW9 - - 29,792,878 $31,080,065 $31,080,065 0.47 $30,810,782
FNMA 30yr Pool#BW7371 5.500% 01-Feb-2053, 5.50%, 02/01/53 FN 3140N0FM2 - - 29,620,807 $30,940,398 $30,940,398 0.47 $30,715,661
FHLMC 30yr Pool#SL2558 6.000% 01-Aug-2055, 6.00%, 08/01/55 FR 31427PZY3 - - 29,539,118 $30,799,137 $30,799,137 0.46 $30,566,929
FHLMC 30yr Pool#SL0238 5.000% 01-May-2054, 5.00%, 05/01/54 FR 31427MHQ7 - - 29,922,662 $30,650,032 $30,650,032 0.46 $30,308,424
FNMA 40yr Pool#BF0698 3.500% 01-Dec-2062, 3.50%, 12/01/62 FN 3140FXX49 - - 33,023,188 $30,611,768 $30,611,768 0.46 $30,448,842
FHLMC 30yr Pool#TA2617 5.000% 01-Jan-2056, 5.00%, 01/01/56 FR 3142JQ4B2 - - 30,041,469 $30,354,894 $30,354,894 0.46 $30,149,378
Structured Agency Credit Risk (STACR) Debt Notes, Series 2022-HQA1 M2 8.94728% 25-MAR-2042, 8.95%, 03/25/42 STACR 2022-HQA1 35564KTJ8 - - 28,504,473 $29,864,894 $29,864,894 0.45 $29,751,544
FNMA 30yr Pool#FA4117 4.500% 01-Sep-2051, 4.50%, 09/01/51 FN 3140W4SF5 - - 29,293,309 $29,571,366 $29,571,366 0.45 $29,199,988
FHLMC 30yr Pool#SL1291 4.000% 01-Nov-2054, 4.00%, 11/01/54 FR 31427NNH8 - - 30,049,157 $29,384,043 $29,384,043 0.44 $29,084,506
FNMA 30yr Pool#FS8335 4.500% 01-Jan-2051, 4.50%, 01/01/51 FN 3140XQHM2 - - 28,964,705 $29,309,562 $29,309,562 0.44 $28,872,515
FNMA 30yr Pool#FA1798 4.000% 01-Aug-2052, 4.00%, 08/01/52 FN 3140W17L1 - - 28,971,616 $28,412,625 $28,412,625 0.43 $28,054,973
FNMA 30yr Pool#FS9788 5.500% 01-Nov-2054, 5.50%, 11/01/54 FN 3140XR2W4 - - 27,256,882 $28,274,724 $28,274,724 0.43 $27,884,074
FNMA 30yr Pool#FS8681 4.500% 01-Oct-2050, 4.50%, 10/01/50 FN 3140XQUF2 - - 27,526,088 $27,845,591 $27,845,591 0.42 $27,438,477
NRM MSR-Collateralized Notes, Series 2024-FNT1 A 7.398% 25-NOV-2029, 7.40%, 11/25/31 NZES 2024-FNT1 62956YAA7 - - 25,890,198 $26,213,787 $26,213,787 0.39 $26,128,660
FHLMC 30yr Pool#SD1143 4.500% 01-Sep-2050, 4.50%, 09/01/50 FR 3132DNHU0 - - 25,907,705 $26,157,970 $26,157,970 0.39 $25,825,245
FNMA 30yr Pool#FA3714 5.000% 01-Nov-2055, 5.00%, 11/01/55 FN 3140W4DU8 - - 24,584,657 $25,137,166 $25,137,166 0.38 $24,941,521
METRONET INFRASTRUCTURE ISSU 5.4% 55, 5.40%, 08/20/55 MNET 2025-2A 59170JAX6 - - 24,600,000 $25,125,258 $25,125,258 0.38 $25,047,768
FHLMC 30yr Pool#SD3271 5.500% 01-Jun-2053, 5.50%, 06/01/53 FR 3132DQT48 - - 23,980,979 $25,024,306 $25,024,306 0.38 $24,842,766
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-HQA3 M2 5.79728% 25-SEP-2041, 5.80%, 09/25/41 STACR 2021-HQA3 35564KJP5 - - 23,964,288 $24,201,806 $24,201,806 0.36 $24,140,060
JP MORGAN MORTGAGE TRUST 2 5.777% 55, 5.50%, 11/25/55 JPMMT 2025-5MPR 46593VAD9 - - 23,665,826 $23,907,387 $23,907,387 0.36 $23,762,762
FNMA 30yr Pool#FS9239 4.500% 01-Jan-2051, 4.50%, 01/01/51 FN 3140XRHR9 - - 23,670,441 $23,893,520 $23,893,520 0.36 $23,595,102
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2025-HQA1 M2 5.34728% 25-FEB-2045, 5.35%, 02/25/45 STACR 2025-HQA1 35564NHA4 - - 23,060,148 $23,155,647 $23,155,647 0.35 $23,100,843
FHLMC 30yr Pool#TA4415 5.000% 01-Jan-2056, 5.00%, 01/01/56 FR 3142JS3Z6 - - 22,363,662 $22,597,973 $22,597,973 0.34 $22,443,993
FNMA 30yr Pool#FA1129 6.500% 01-Jun-2054, 6.50%, 06/01/54 FN 3140W1HF3 - - 20,726,013 $22,370,882 $22,370,882 0.34 $21,672,374
PRET 2025-RPL3 Trust A1 4.15% 25-APR-2065, 4.15%, 04/25/65 PRET 2025-RPL3 69382RAA1 - - 22,362,305 $22,308,556 $22,308,556 0.34 $22,205,440
FNMA 30yr Pool#FM7840 4.000% 01-Apr-2050, 4.00%, 04/01/50 FN 3140XBWA4 - - 22,611,681 $22,185,403 $22,185,403 0.33 $21,991,543
FNMA 30yr Pool#CC1195 5.000% 01-Oct-2055, 5.00%, 10/01/55 FN 3140Y7KH0 - - 21,561,780 $22,166,306 $22,166,306 0.33 $21,862,965
FNMA 30yr Pool#FA1128 6.500% 01-Aug-2054, 6.50%, 08/01/54 FN 3140W1HE6 - - 20,646,664 $22,152,524 $22,152,524 0.33 $21,589,402
Connecticut Avenue Securities Trust 2022-R02 2M2 6.69728% 25-JAN-2042, 6.70%, 01/25/42 CAS 2022-R02 20754BAB7 - - 21,665,987 $22,097,733 $22,097,733 0.33 $22,033,243
FHLMC 30yr Pool#SD5061 5.500% 01-Mar-2054, 5.50%, 03/01/54 FR 3132DSTS1 - - 20,642,394 $22,014,385 $22,014,385 0.33 $21,362,125
FNMA 30yr Pool#FS4781 4.000% 01-Oct-2051, 4.00%, 10/01/51 FN 3140XLJ33 - - 22,048,351 $21,669,251 $21,669,251 0.33 $21,443,663
FHF ISSUER TRUST 2024-1 0% 26, 4.84%, 12/15/26 FHF 2025-2A 30343DAA2 - - 21,545,431 $21,636,892 $21,636,892 0.33 $21,558,699
FNMA 30yr Pool#FS7225 4.000% 01-Aug-2051, 4.00%, 08/01/51 FN 3140XPA33 - - 21,938,187 $21,622,503 $21,622,503 0.33 $21,318,927
Cipher Compute LLC 7.125% 15-NOV-2030, 7.12%, 11/15/30 CIFR 17253NAA5 - - 20,244,000 $21,469,484 $21,469,484 0.32 $21,116,901
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-DNA6 B2 11.19728% 25-OCT-2041, 11.20%, 10/25/41 STACR 2021-DNA6 35564KLV9 - - 19,937,000 $21,041,768 $21,041,768 0.32 $20,746,417
FHLMC 30yr Pool#SD6989 5.500% 01-Nov-2054, 5.50%, 11/01/54 FR 3132DUXS1 - - 20,115,405 $21,038,157 $21,038,157 0.32 $20,578,268
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA5 M2 10.44728% 25-JUN-2042, 10.45%, 06/25/42 STACR 2022-DNA5 35564KYW3 - - 19,321,656 $20,910,878 $20,910,878 0.31 $20,821,163
Citigroup Mortgage Loan Trust 2025-LTV1 A1 5.237% 25-DEC-2055, 5.24%, 12/25/55 CMLTI 2025-LTV1 17332XAA8 - - 20,374,477 $20,576,474 $20,576,474 0.31 $20,457,917
FNMA 30yr Pool#FS6382 4.000% 01-Aug-2051, 4.00%, 08/01/51 FN 3140XNCU6 - - 20,779,666 $20,517,005 $20,517,005 0.31 $20,193,108
FNMA 30yr Pool#CB7112 5.500% 01-Sep-2053, 5.50%, 09/01/53 FN 3140QS3W9 - - 19,658,372 $20,499,296 $20,499,296 0.31 $20,324,149
FNMA 40yr Pool#BF0226 3.500% 01-Jan-2058, 3.50%, 01/01/58 FN 3140FXHC9 - - 21,661,954 $20,497,006 $20,497,006 0.31 $20,269,175
FNMA 40yr Pool#BF0713 4.000% 01-Mar-2063, 4.00%, 03/01/63 FN 3140FXYK2 - - 21,001,803 $20,446,395 $20,446,395 0.31 $20,221,987
FNMA 40yr Pool#BF0807 3.500% 01-Apr-2064, 3.50%, 04/01/64 FN 3140FX3R1 - - 21,544,339 $20,138,314 $20,138,314 0.30 $19,868,664
Finance of America Structured Securities Trust, 2025-S1 A1 3.5% 25-FEB-2075, 3.50%, 02/25/75 FASST 2025-S1 31741BAB0 - - 20,538,625 $20,054,699 $20,054,699 0.30 $20,022,750
RCKT MOR 2025-CES9 FLT 2055 A1B, 5.00%, 09/25/55 RCKT 2025-CES9 74942JAB0 - - 19,848,781 $19,971,191 $19,971,191 0.30 $19,860,986
FHLMC 30yr Pool#SL0850 4.000% 01-Jul-2049, 4.00%, 07/01/49 FR 31427M5L1 - - 19,230,345 $19,356,068 $19,356,068 0.29 $19,053,942
FINANCE OF AMERICA STRUC 3.28125% 74, 3.50%, 04/25/74 FASST 2024-S3 31739WAB8 - - 19,708,581 $19,345,670 $19,345,670 0.29 $19,315,012
FNMA 30yr Pool#FS5028 4.000% 01-Oct-2051, 4.00%, 10/01/51 FN 3140XLSS8 - - 19,609,980 $19,253,312 $19,253,312 0.29 $19,072,166
FHLMC 30yr Pool#QJ9063 5.000% 01-Nov-2054, 5.00%, 11/01/54 FR 3133D1B81 - - 17,995,557 $19,190,189 $19,190,189 0.29 $18,146,161
FNMA 30yr Pool#DC4912 5.500% 01-Oct-2054, 5.50%, 10/01/54 FN 3140ASN61 - - 18,315,807 $18,866,418 $18,866,418 0.28 $18,729,499
FNMA 30yr Pool#FA1182 4.500% 01-Jun-2049, 4.50%, 06/01/49 FN 3140W1J46 - - 18,588,247 $18,746,976 $18,746,976 0.28 $18,529,084
FNMA 30yr Pool#FS2863 4.000% 01-Sep-2052, 4.00%, 09/01/52 FN 3140XJFD0 - - 18,865,512 $18,465,968 $18,465,968 0.28 $18,262,796
FNMA 30yr Pool#FA1549 5.500% 01-May-2055, 5.50%, 05/01/55 FN 3140W1WK5 - - 17,640,959 $18,363,408 $18,363,408 0.28 $18,223,965
Flash Compute LLC 7.25% 31-DEC-2030, 7.25%, 12/31/30 FLASHC 33853QAA9 - - 17,865,000 $18,254,534 $18,254,534 0.27 $18,103,426
FNMA 30yr Pool#FS8709 4.500% 01-Jan-2051, 4.50%, 01/01/51 FN 3140XQVB0 - - 17,887,125 $18,026,801 $18,026,801 0.27 $17,830,194
Saluda Grade Alternative Mortgage Trust 2024-RTL4 A1 7.5% 25-FEB-2030, 7.50%, 02/25/30 GRADE 2024-RTL4 79584CAA9 - - 17,634,279 $17,791,461 $17,791,461 0.27 $17,644,509
FHLMC 30yr Pool#QY8779 6.000% 01-Jul-2055, 6.00%, 07/01/55 FR 31426TXH5 - - 16,296,039 $17,608,376 $17,608,376 0.27 $16,864,381
Homeward Opportunities Fund Trust 2024-RTL1 A1 7.12% 25-JUL-2029, 7.12%, 07/25/29 HOF 43789FAA1 - - 17,261,000 $17,418,037 $17,418,037 0.26 $17,261,000
FNMA 30yr Pool#FA1358 4.500% 01-May-2050, 4.50%, 05/01/50 FN 3140W1QL0 - - 16,731,173 $17,138,947 $17,138,947 0.26 $16,660,471
FNMA 30yr Pool#CB8221 5.500% 01-Mar-2054, 5.50%, 03/01/54 FN 3140QUD37 - - 16,466,598 $17,133,661 $17,133,661 0.26 $16,843,865
FNMA 30yr Pool#FM4738 4.000% 01-Sep-2050, 4.00%, 09/01/50 FN 3140X8HQ3 - - 16,961,382 $16,744,343 $16,744,343 0.25 $16,455,090
FHLMC 30yr Pool#SD0985 4.500% 01-Oct-2050, 4.50%, 10/01/50 FR 3132DNCW1 - - 16,095,871 $16,405,095 $16,405,095 0.25 $16,044,594
FNMA 40yr Pool#BF0806 3.500% 01-Apr-2064, 3.50%, 04/01/64 FN 3140FX3Q3 - - 17,511,716 $16,404,171 $16,404,171 0.25 $16,207,154
Saluda Grade Alternative Mortgage Trust 2026-HB1|5.22134|04/25/2056, 5.22%, 04/25/56 GRADE 2026-HB1 795939AC1 - - 16,306,000 $16,324,968 $16,324,968 0.25 $16,308,413
FNMA 40yr Pool#BF0801 2.500% 01-Apr-2064, 2.50%, 04/01/64 FN 3140FX3K6 - - 18,873,927 $16,093,404 $16,093,404 0.24 $15,920,513
SALUDA GR ALT MTG TR 2025-LOC5 A1B, 5.47%, 10/25/55 GRADE 2025-LOC5 79581XAC2 - - 15,693,000 $15,924,963 $15,924,963 0.24 $15,807,244
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA4 M2 8.94728% 25-MAY-2042, 8.95%, 05/25/42 STACR 2022-DNA4 35564KXA2 - - 15,050,000 $15,915,474 $15,915,474 0.24 $15,855,627
FNMA 30yr Pool#FS9116 6.000% 01-Sep-2054, 6.00%, 09/01/54 FN 3140XRDW2 - - 14,817,924 $15,882,477 $15,882,477 0.24 $15,321,097
Vontive Mortgage Trust 2025-RTL1 A1 6.507% 25-MAR-2030, 6.51%, 03/25/30 VNTV 2025-RTL1 928884AA3 - - 15,444,000 $15,733,915 $15,733,915 0.24 $15,689,251
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 $15,508,259 $15,508,259 0.23 $15,382,485
Galaxy XXVI CLO Ltd., 5.83%, 07/31/26 GLXYT 2025-1 362922AA4 - - 15,169,469 $15,270,235 $15,270,235 0.23 $15,250,566
FNMA 30yr Pool#DA1525 6.000% 01-Oct-2053, 6.00%, 10/01/53 FN 3140A1VT1 - - 14,515,924 $15,120,568 $15,120,568 0.23 $15,006,372
FHLMC 30yr Pool#QH3192 6.000% 01-Oct-2053, 6.00%, 10/01/53 FR 3133CFRM3 - - 14,461,305 $15,002,569 $15,002,569 0.23 $14,890,616
PRET 2025-RPL1 Trust A1 4.0% 25-JUL-2069, 4.00%, 07/25/69 PRET 2025-RPL1 69392FAA5 - - 15,144,303 $14,941,730 $14,941,730 0.23 $14,874,422
PRPM 2025-5 0%30, 5.73%, 07/25/30 PRPM 2025-5 69392RAA9 - - 14,606,797 $14,677,661 $14,677,661 0.22 $14,584,681
PRPM 2025-RCF3 LLC 5.25% 55, 5.25%, 07/25/55 PRPM 2025-RCF3 69392PAA3 - - 14,386,619 $14,619,134 $14,619,134 0.22 $14,535,212
FHLMC 30yr Pool#SD6178 4.500% 01-Jan-2051, 4.50%, 01/01/51 FR 3132DT2K5 - - 14,236,754 $14,284,103 $14,284,103 0.22 $14,176,593
FNMA 30yr Pool#DC7019 5.500% 01-Dec-2054, 5.50%, 12/01/54 FN 3140AUYR8 - - 13,750,270 $14,162,902 $14,162,902 0.21 $14,060,100
FNMA 30yr Pool#FA3563 5.500% 01-Nov-2055, 5.50%, 11/01/55 FN 3140W35Z8 - - 13,418,220 $14,131,307 $14,131,307 0.21 $13,875,692
FNMA 30yr Pool#CC0097 5.500% 01-Mar-2055, 5.50%, 03/01/55 FN 3140Y6DB3 - - 13,407,827 $14,107,417 $14,107,417 0.21 $13,855,555
FHLMC 30yr Pool#SD5963 6.000% 01-Jul-2054, 6.00%, 07/01/54 FR 3132DTTU4 - - 13,097,976 $14,097,566 $14,097,566 0.21 $13,542,745
BMP Commercial Mortgage Trust 2024-MF23 A 5.05213% 15-JUN-2041, 5.05%, 06/15/41 BMP 2024-MF23 05593JAA8 - - 14,000,000 $14,059,574 $14,059,574 0.21 $14,006,527
Vista Point Securitization Trust 2025-CES2 A1 5.601% 25-AUG-2055, 5.60%, 08/25/55 VSTA 2025-CES2 92842UAA0 - - 13,771,759 $13,958,947 $13,958,947 0.21 $13,873,241
GS Mortgage-Backed Securities Trust 2025-RPL3 A1 4.1% 25-JUL-2065, 4.10%, 07/25/65 GSMBS 2025-RPL3 362963AA8 - - 14,053,704 $13,938,290 $13,938,290 0.21 $13,874,267
FINANCE OF AMER STR TR 2024-S2 A1, 3.50%, 04/25/74 FASST 2024-S2 31739VAA2 - - 13,976,035 $13,774,209 $13,774,209 0.21 $13,752,469
Chase Mortgage Reference Notes, Series 2020-CL1 M1 6.03707% 25-OCT-2057, 6.04%, 10/25/57 CHASE 2020-CL1 46591HAG5 - - 13,042,980 $13,481,401 $13,481,401 0.20 $13,446,405
Huntington Bank Auto Credit-Linked Notes, Series 2024-2 B1 5.442% 20-OCT-2032, 5.44%, 10/20/32 HACLN 2024-2 44644NAG4 - - 13,138,819 $13,345,127 $13,345,127 0.20 $13,303,418
FHLMC 30yr Pool#TA2596 5.500% 01-Jan-2056, 5.50%, 01/01/56 FR 3142JQ3E7 - - 12,996,763 $13,331,877 $13,331,877 0.20 $13,236,288
FNMA 30yr Pool#FM5350 4.500% 01-Sep-2050, 4.50%, 09/01/50 FN 3140X85L7 - - 12,967,882 $13,246,599 $13,246,599 0.20 $12,913,112
Foundation Finance Trust 2025-2 B 4.94% 15-APR-2052, 4.94%, 04/15/52 FFIN 2025-2A 35042NAB1 - - 13,050,000 $13,191,343 $13,191,343 0.20 $13,144,784
FNMA 30yr Pool#FS8717 6.000% 01-Jul-2054, 6.00%, 07/01/54 FN 3140XQVK0 - - 12,263,166 $13,100,719 $13,100,719 0.20 $12,679,587
FHLMC 30yr Pool#SD6558 6.000% 01-Sep-2054, 6.00%, 09/01/54 FR 3132DUJB4 - - 12,119,326 $12,926,226 $12,926,226 0.19 $12,530,862
FNMA 30yr Pool#DE6043 6.000% 01-Aug-2055, 6.00%, 08/01/55 FN 3140BJWD5 - - 11,973,895 $12,661,695 $12,661,695 0.19 $12,382,455
PRET 2025-RPL5 TRUST FLTG 2070 A1, 4.15%, 01/25/70 PRET 2025-RPL5 69393AAA5 - - 12,738,379 $12,636,883 $12,636,883 0.19 $12,578,145
FHLMC 30yr Pool#SD5994 4.500% 01-Sep-2050, 4.50%, 09/01/50 FR 3132DTUT5 - - 12,510,131 $12,611,144 $12,611,144 0.19 $12,470,313
FNMA 40yr Pool#BF0731 2.500% 01-Jun-2063, 2.50%, 06/01/63 FN 3140FXY55 - - 14,598,651 $12,434,956 $12,434,956 0.19 $12,329,752
Acacia 2025-1 A 5.24% 15-NOV-2037, 5.24%, 11/15/37 ACACIA 2025-1 00401PAA7 - - 10,568,260 $12,352,711 $12,352,711 0.19 $10,584,453
FNMA 30yr Pool#DE1157 6.000% 01-Jun-2055, 6.00%, 06/01/55 FN 3140BDJB7 - - 11,505,815 $12,294,398 $12,294,398 0.19 $11,898,405
FNMA 30yr Pool#FS7541 4.000% 01-Jun-2052, 4.00%, 06/01/52 FN 3140XPLX5 - - 12,424,927 $12,243,164 $12,243,164 0.18 $12,084,167
TOWD POINT MORTGAGE TRUST 2025 0% 65, 4.97%, 09/25/65 TPMT 2025-FIX1 89183MAA1 - - 12,112,953 $12,240,155 $12,240,155 0.18 $12,173,291
FHLMC 30yr Pool#QG6755 5.500% 01-Jun-2053, 5.50%, 06/01/53 FR 3133C7QG5 - - 11,658,222 $12,174,675 $12,174,675 0.18 $12,081,491
FNMA 30yr Pool#DG1554 5.000% 01-Feb-2056, 5.00%, 02/01/56 FN 3140U4WQ8 - - 11,797,617 $11,915,067 $11,915,067 0.18 $11,839,994
FHLMC 30yr Pool#TA5410 5.000% 01-Feb-2056, 5.00%, 02/01/56 FR 3142JUAL4 - - 11,705,927 $11,893,145 $11,893,145 0.18 $11,747,975
FNMA 30yr Pool#FA0470 6.000% 01-Jan-2055, 6.00%, 01/01/55 FN 3140W0QY4 - - 11,172,022 $11,892,636 $11,892,636 0.18 $11,551,391
FNMA 30yr Pool#DF9041 5.000% 01-Jan-2056, 5.00%, 01/01/56 FN 3140U1BK0 - - 11,678,806 $11,809,291 $11,809,291 0.18 $11,720,757
FIGRE TRUST 2025-HE4 FLTG 2055 C, 5.71%, 07/25/55 FIGRE 2025-HE4 31684PAC6 - - 11,599,671 $11,781,369 $11,781,369 0.18 $11,707,789
TOWD PT MTG TR 2025-FIX2 FLTG A1, 5.25%, 10/25/65 TPMT 2025-FIX2 89183RAA0 - - 11,600,583 $11,737,880 $11,737,880 0.18 $11,670,223
FNMA 40yr Pool#BF0783 3.500% 01-Dec-2063, 3.50%, 12/01/63 FN 3140FX2R2 - - 12,467,111 $11,564,741 $11,564,741 0.17 $11,501,304
FHLMC 30yr Pool#QH3306 6.000% 01-Oct-2053, 6.00%, 10/01/53 FR 3133CFU72 - - 10,820,303 $11,436,371 $11,436,371 0.17 $11,240,321
FNMA 30yr Pool#BY4134 5.500% 01-Jul-2053, 5.50%, 07/01/53 FN 3140NLSY6 - - 11,004,486 $11,340,681 $11,340,681 0.17 $11,254,791
FNMA 30yr Pool#DC5672 5.500% 01-Nov-2054, 5.50%, 11/01/54 FN 3140ATJS6 - - 10,793,035 $11,169,792 $11,169,792 0.17 $11,036,521
FNMA 30yr Pool#FS6236 6.500% 01-Nov-2053, 6.50%, 11/01/53 FN 3140XM4W3 - - 10,388,133 $11,145,830 $11,145,830 0.17 $10,885,184
PRET 2025-NPL4 A1 6.3677% 25-MAY-2055, 6.37%, 04/25/55 PRET 2025-NPL4 74136UAA3 - - 11,052,207 $11,109,167 $11,109,167 0.17 $11,077,888
FNMA 30yr Pool#FS5818 4.500% 01-Oct-2050, 4.50%, 10/01/50 FN 3140XMPC4 - - 10,981,918 $11,084,028 $11,084,028 0.17 $10,935,536
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA7 M2 10.69728% 25-SEP-2042, 10.70%, 03/25/52 STACR 2022-DNA7 35564KL72 - - 10,000,000 $11,020,668 $11,020,668 0.17 $10,973,124
FNMA 30yr Pool#FS5362 4.500% 01-Dec-2050, 4.50%, 12/01/50 FN 3140XL5Y0 - - 10,742,572 $10,845,298 $10,845,298 0.16 $10,708,381
FNMA 30yr Pool#FS7613 4.500% 01-May-2052, 4.50%, 05/01/52 FN 3140XPN70 - - 10,682,254 $10,758,472 $10,758,472 0.16 $10,648,254
FNMA 30yr Pool#CC1844 5.500% 01-Jan-2056, 5.50%, 01/01/56 FN 3140Y8BN5 - - 10,241,089 $10,590,350 $10,590,350 0.16 $10,571,575
Ally Bank Auto Credit-Linked Notes, Series 2025-A C 4.844% 15-JUN-2033, 4.84%, 06/15/33 ABCLN 2025-A 02007G5F6 - - 10,439,613 $10,553,239 $10,553,239 0.16 $10,516,717
Homeward Opportunities Fund Trust 2025-RRTL1 A1 5.476% 25-MAR-2040, 5.48%, 03/25/40 HOF 2025-RRTL1 437919AA1 - - 10,475,000 $10,521,993 $10,521,993 0.16 $10,496,499
FHLMC 30yr Pool#SD5224 6.000% 01-Mar-2054, 6.00%, 03/01/54 FR 3132DSYV8 - - 9,716,074 $10,259,280 $10,259,280 0.15 $10,046,059
FNMA 30yr Pool#BX0421 5.500% 01-Nov-2052, 5.50%, 11/01/52 FN 3140N4PF8 - - 9,871,225 $10,225,948 $10,225,948 0.15 $10,142,643
Connecticut Avenue Securities Trust 2022-R02 2B2 11.34728% 25-JAN-2042, 11.35%, 01/25/42 CAS 2022-R02 20754BAJ0 - - 9,637,000 $10,193,894 $10,193,894 0.15 $10,145,292
FNMA 30yr Pool#FS6662 4.000% 01-Oct-2051, 4.00%, 10/01/51 FN 3140XNML5 - - 10,337,086 $10,178,624 $10,178,624 0.15 $10,053,586
New Residential Mortgage Loan Trust 2026-NQM1 A2 5.078% 25-NOV-2065, 5.08%, 11/25/65 NRZT 2026-NQM1 64832LAF0 - - 10,000,000 $10,083,158 $10,083,158 0.15 $10,026,736
LHOME Mortgage Trust 2024-RTL3 A1 6.9% 25-MAY-2029, 6.90%, 05/25/29 LHOME 2024-RTL3 50205GAA0 - - 9,960,000 $10,064,470 $10,064,470 0.15 $10,033,926
FNMA 30yr Pool#FS7117 6.500% 01-Feb-2054, 6.50%, 02/01/54 FN 3140XN4B7 - - 9,348,845 $9,951,767 $9,951,767 0.15 $9,796,168
Fannie Mae Pool|5|02/01/2056, 5.00%, 02/01/56 FN 3140U5ZY5 - - 9,902,885 $9,941,583 $9,941,583 0.15 $9,925,078
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA6 M2 9.44728% 25-SEP-2042, 9.45%, 09/25/42 STACR 2022-DNA6 35564KH77 - - 9,166,000 $9,897,787 $9,897,787 0.15 $9,859,301
FHLMC 30yr Pool#RA7104 4.500% 01-Feb-2051, 4.50%, 02/01/51 FR 3133KN3M3 - - 9,740,403 $9,753,071 $9,753,071 0.15 $9,687,328
FHLMC 30yr Pool#QH4373 6.000% 01-Nov-2053, 6.00%, 11/01/53 FR 3133CG2E6 - - 9,372,182 $9,724,489 $9,724,489 0.15 $9,650,412
Rithm Capital Corp. 8.0% 01-APR-2029, 8.00%, 04/01/29 RITM 64828TAB8 - - 9,213,000 $9,708,640 $9,708,640 0.15 $9,442,487
FNMA 30yr Pool#FS2144 3.500% 01-Jun-2052, 3.50%, 06/01/52 FN 3140XHL21 - - 10,077,240 $9,573,119 $9,573,119 0.14 $9,507,588
LHOME Mortgage Trust 2024-RTL5 A2 5.751% 25-SEP-2039, 5.75%, 09/25/39 LHOME 2024-RTL5 50205WAB3 - - 9,325,000 $9,372,954 $9,372,954 0.14 $9,349,119
CONNECTICUT AVENUE SECUR 5.95001% 45, 5.30%, 07/25/45 CAS 2025-R05 20753CAC4 - - 9,254,000 $9,305,901 $9,305,901 0.14 $9,284,114
Brean Asset Backed Securities Trust 2024-RM8 A1 4.5% 25-MAY-2064, 4.50%, 05/25/64 BABS 2024-RM8 10637YAA3 - - 9,191,949 $9,158,092 $9,158,092 0.14 $9,139,708
FIGRE TRUST 2025 HE4 FLTG 2055 B, 5.61%, 07/25/55 FIGRE 2025-HE4 31684PAB8 - - 8,980,599 $9,146,755 $9,146,755 0.14 $9,090,796
FHLMC 30yr Pool#QZ2313 5.500% 01-Sep-2055, 5.50%, 09/01/55 FR 31426YSB3 - - 8,872,996 $9,141,643 $9,141,643 0.14 $9,074,669
Huntington Bank Auto Credit-Linked Notes, Series 2024-1 B1 6.153% 20-MAY-2032, 6.15%, 05/20/32 HACLN 2024-1 44644NAA7 - - 8,753,684 $8,920,278 $8,920,278 0.13 $8,888,859
FHLMC 30yr Pool#QY9874 6.000% 01-Aug-2055, 6.00%, 08/01/55 FR 31426U6L3 - - 8,079,735 $8,815,581 $8,815,581 0.13 $8,355,424
Freddie Mac Multiclass Certificates, Series 5164 FA 4.0% 25-NOV-2051, 3.95%, 11/25/51 FHR 5164 3137H3PY2 - - 9,638,577 $8,782,158 $8,782,158 0.13 $8,765,248
FHLMC 30yr Pool#SD7417 5.500% 01-Jan-2055, 5.50%, 01/01/55 FR 3132DVG25 - - 8,149,521 $8,637,216 $8,637,216 0.13 $8,418,631
FNMA 30yr Pool#DG0913 5.000% 01-Jan-2056, 5.00%, 01/01/56 FN 3140U4AP4 - - 8,519,479 $8,606,496 $8,606,496 0.13 $8,550,081
RCKT Mortgage Trust 2024-CES9 A1B 5.683% 25-DEC-2044, 5.68%, 12/25/44 RCKT 2024-CES9 749426AB8 - - 8,418,255 $8,559,705 $8,559,705 0.13 $8,506,548
RCKT Mortgage Trust 2025-CES7 A1B 5.478% 25-JUL-2055, 5.48%, 07/25/55 RCKT 2025-CES7 74943AAB8 - - 8,394,323 $8,512,701 $8,512,701 0.13 $8,461,607
FNMA 30yr Pool#DA0026 6.000% 01-Sep-2053, 6.00%, 09/01/53 FN 3140A0A41 - - 7,748,988 $8,500,339 $8,500,339 0.13 $8,010,802
Connecticut Avenue Securities Trust 2022-R01 1B2 9.69728% 25-DEC-2041, 9.70%, 12/25/41 CAS 2022-R01 20754LAJ8 - - 8,116,382 $8,452,253 $8,452,253 0.13 $8,417,272
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 $8,374,308 $8,374,308 0.13 $8,303,117
FHLMC 30yr Pool#QZ9092 5.000% 01-Nov-2055, 5.00%, 11/01/55 FR 31427KC60 - - 8,207,796 $8,294,286 $8,294,286 0.12 $8,237,279
Alterna Funding III A 6.26% 15-MAY-2039, 6.26%, 05/16/39 TAX 2024-1A 02157JAA3 - - 8,129,054 $8,178,780 $8,178,780 0.12 $8,142,028
PRPM 2025-RPL4 A1, 3.00%, 05/25/55 PRPM 2025-RPL4 74448NAA2 - - 8,435,878 $8,160,114 $8,160,114 0.12 $8,131,994
FHLMC 30yr Pool#QH1500 6.000% 01-Sep-2053, 6.00%, 09/01/53 FR 3133CDUZ5 - - 7,755,151 $8,120,687 $8,120,687 0.12 $8,056,187
Fannie Mae REMIC Trust 2022-65 FB 4.49728% 25-SEP-2052, 4.50%, 09/25/52 FNR 2022-65 3136BPCQ2 - - 8,030,649 $8,036,017 $8,036,017 0.12 $8,019,965
FNMA 30yr Pool#DF2677 6.000% 01-Nov-2055, 6.00%, 11/01/55 FN 3140BS6P7 - - 7,591,166 $7,899,364 $7,899,364 0.12 $7,821,891
Freddie Mac Pool|5|02/01/2056, 5.00%, 02/01/56 FR 3142JVPZ5 - - 7,764,697 $7,795,039 $7,795,039 0.12 $7,782,098
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 $7,794,426 $7,794,426 0.12 $7,760,563
COOPR Residential Mortgage Trust 2025-CES3 A1A 4.84% 25-SEP-2060, 4.84%, 09/25/60 COOPR 2025-CES3 216926AA3 - - 7,629,996 $7,681,856 $7,681,856 0.12 $7,640,823
Connecticut Avenue Securities Trust 2025-R01 1M2 5.19728% 25-JAN-2045, 5.20%, 01/25/45 CAS 2025-R01 20755JAC7 - - 7,526,000 $7,556,709 $7,556,709 0.11 $7,539,324
COOPR Residential Mortgage Trust 2026-CES1 A1B 4.996% 25-FEB-2061, 5.00%, 01/01/61 COOPR 2026-CES1 21689GAB4 - - 7,410,000 $7,483,923 $7,483,923 0.11 $7,442,790
SALUDA GR ALT MTG TR 25 RRTL1 A1, 5.32%, 10/25/40 GRADE 2025-RRTL1 79582NAA7 - - 7,388,000 $7,439,833 $7,439,833 0.11 $7,396,162
FHLMC 30yr Pool#QX0520 5.500% 01-Dec-2054, 5.50%, 12/01/54 FR 31425USJ5 - - 7,100,157 $7,413,118 $7,413,118 0.11 $7,262,963
ACHM Trust 2024-HE1 A 6.55% 25-MAY-2039, 6.55%, 05/25/39 ACHM 2024-HE1 00449TAA3 - - 7,079,254 $7,348,057 $7,348,057 0.11 $7,327,449
FIGRE TRUST 2025-HE6 FLTG 2055 C, 5.25%, 09/25/55 FIGRE 2025-HE6 31684NAC1 - - 7,280,545 $7,327,545 $7,327,545 0.11 $7,285,116
FHLMC 30yr Pool#QX9929 6.000% 01-Apr-2055, 6.00%, 04/01/55 FR 31426HA78 - - 6,556,775 $7,247,292 $7,247,292 0.11 $6,783,321
RCKT MORTGAGE TRUST 2025 5.24863% 55, 5.25%, 08/25/55 RCKT 2025-CES8 74939WAB6 - - 7,056,005 $7,129,311 $7,129,311 0.11 $7,088,162
PRPM 2025-RCF3, LLC, 5.77%, 08/25/28 PRPM 2025-6 69395KAA1 - - 7,040,214 $7,080,030 $7,080,030 0.11 $7,034,863
GS Mortgage-Backed Securities Trust 2026-CES1|5.272|05/25/2056, 5.27%, 05/25/56 GSMBS 2026-CES1 36277LAB9 - - 7,000,000 $7,078,303 $7,078,303 0.11 $7,037,299
Mello Mortgage Capital Acceptance 2024-SD1 A1 4.0% 25-APR-2054, 4.00%, 04/25/54 MELLO 58550DAA1 - - 7,101,884 $7,040,515 $7,040,515 0.11 $7,027,890
FHLMC 30yr Pool#QG3912 5.500% 01-Jun-2053, 5.50%, 06/01/53 FR 3133C4KZ6 - - 6,833,323 $7,039,037 $7,039,037 0.11 $6,989,121
FNMA 30yr Pool#DD8495 5.500% 01-May-2055, 5.50%, 05/01/55 FN 3140B9NM7 - - 6,591,156 $6,993,199 $6,993,199 0.11 $6,740,965
LHOME Mortgage Trust 2024-RTL4 A2 6.092% 25-JUL-2039, 6.09%, 07/25/39 LHOME 2024-RTL4 50205PAB8 - - 6,870,000 $6,914,764 $6,914,764 0.10 $6,896,163
UMBS TBA 30yr 5% March Delivery, 5.00%, 03/12/26 FNCL 01F050635 - - 6,900,000 $6,905,796 $6,905,796 0.10 $6,905,796
Ally Bank Auto Credit-Linked Notes, Series 2025-A D 4.991% 15-JUN-2033, 4.99%, 06/15/33 ABCLN 2025-A 02007G5G4 - - 6,781,560 $6,842,318 $6,842,318 0.10 $6,817,873
FNMA 30yr Pool#FA0339 5.500% 01-Jan-2055, 5.50%, 01/01/55 FN 3140W0LV5 - - 6,455,703 $6,837,046 $6,837,046 0.10 $6,673,824
FNMA 30yr Pool#FS4356 6.000% 01-May-2053, 6.00%, 05/01/53 FN 3140XKZW3 - - 6,407,604 $6,753,524 $6,753,524 0.10 $6,625,224
RCKT Mortgage Trust 2024-CES1 A1B 6.325% 25-FEB-2044, 6.33%, 02/25/44 RCKT 2024-CES1 749424AB3 - - 6,534,163 $6,639,121 $6,639,121 0.10 $6,593,200
HOMES 2026-INV1 Trust|5.077|08/25/2060, 5.08%, 08/25/60 HOMES 2026-INV1 43761FAD7 - - 6,587,000 $6,621,970 $6,621,970 0.10 $6,612,680
EFMT 2025-RTL1 0% 40, 5.22%, 11/25/40 EFMT 2025-RTL1 26846FAA7 - - 6,512,000 $6,552,707 $6,552,707 0.10 $6,537,596
FNMA 30yr Pool#FS7397 6.000% 01-Mar-2054, 6.00%, 03/01/54 FN 3140XPGF0 - - 6,137,273 $6,542,503 $6,542,503 0.10 $6,345,676
Brean Asset Backed Securities Trust 2024-RM9 A1 5.0% 25-SEP-2064, 5.00%, 09/25/64 BABS 2024-RM9 10638DAA8 - - 6,514,853 $6,538,991 $6,538,991 0.10 $6,524,514
FNMA 30yr Pool#DA1456 5.500% 01-Sep-2053, 5.50%, 09/01/53 FN 3140A1TN7 - - 6,284,484 $6,474,887 $6,474,887 0.10 $6,426,412
FIGRE TRUST 2025-HE6 FLTG 2055 B, 5.14%, 09/25/55 FIGRE 2025-HE6 31684NAB3 - - 6,417,156 $6,463,227 $6,463,227 0.10 $6,426,549
FHLMC 30yr Pool#SD5223 6.000% 01-Apr-2054, 6.00%, 04/01/54 FR 3132DSYU0 - - 6,094,524 $6,445,027 $6,445,027 0.10 $6,301,476
PRET 2025-RPL2 Trust A1 4.0% 25-FEB-2065, 4.00%, 08/25/64 PRET 2025-RPL2 69392LAA2 - - 6,469,420 $6,435,076 $6,435,076 0.10 $6,406,323
FNMA 30yr Pool#FM4129 4.000% 01-Sep-2050, 4.00%, 09/01/50 FN 3140X7ST7 - - 6,530,783 $6,410,747 $6,410,747 0.10 $6,327,414
LHOME Mortgage Trust 2024-RTL1 A1 7.017% 25-JAN-2029, 7.02%, 01/25/29 LHOME 2024-RTL1 50205DAA7 - - 6,341,000 $6,364,939 $6,364,939 0.10 $6,345,164
Connecticut Avenue Securities Trust 2022-R04 1B2 13.19728% 25-MAR-2042, 13.20%, 03/25/42 CAS 2022-R04 20753YAL6 - - 5,793,401 $6,336,601 $6,336,601 0.10 $6,302,620
FHLMC 30yr Pool#QH7040 6.000% 01-Dec-2053, 6.00%, 12/01/53 FR 3133CKZD3 - - 5,674,984 $6,271,850 $6,271,850 0.09 $5,866,724
FIGRE TRUST 2025-HE4 5.408% 55, 5.41%, 07/25/55 FIGRE 2025-HE4 31684PAA0 - - 6,147,215 $6,269,069 $6,269,069 0.09 $6,232,131
FNMA 30yr Pool#DB4017 6.000% 01-May-2054, 6.00%, 05/01/54 FN 3140ADPB1 - - 6,001,914 $6,254,590 $6,254,590 0.09 $6,205,721
FNMA 30yr Pool#DD5556 6.000% 01-Mar-2055, 6.00%, 03/01/55 FN DD5556 MTGE 3140B6E68 - - 5,787,318 $6,233,521 $6,233,521 0.09 $5,984,787
FNMA 30yr Pool#DA1468 6.000% 01-Sep-2053, 6.00%, 09/01/53 FN 3140A1T23 - - 5,890,384 $6,166,909 $6,166,909 0.09 $6,119,034
FNMA 30yr Pool#DE6050 6.000% 01-Aug-2055, 6.00%, 08/01/55 FN 3140BJWL7 - - 5,826,450 $6,079,399 $6,079,399 0.09 $6,029,653
PRPM 2025-RPL3 A1 3.25% 25-APR-2055, 3.25%, 04/25/55 PRPM 2025-RPL3 69392NAA8 - - 6,161,461 $6,040,904 $6,040,904 0.09 $6,018,654
FNMA 30yr Pool#FM7479 4.500% 01-Jan-2050, 4.50%, 01/01/50 FN 3140XBJZ4 - - 5,854,622 $5,962,101 $5,962,101 0.09 $5,835,988
FHLMC 30yr Pool#SD3018 5.500% 01-May-2053, 5.50%, 05/01/53 FR 3132DQK70 - - 5,611,062 $5,939,662 $5,939,662 0.09 $5,745,730
FNMA 30yr Pool#DE7796 6.000% 01-Aug-2055, 6.00%, 08/01/55 FN 3140BLUW0 - - 5,619,989 $5,867,103 $5,867,103 0.09 $5,811,748
FIGRE Trust 2026-HE1|5.434|01/25/2056, 5.43%, 01/25/56 FIGRE 2026-HE1 30249NAE7 - - 5,835,000 $5,862,981 $5,862,981 0.09 $5,854,174
Connecticut Avenue Securities, Series 2021-R02 2B2 9.89728% 25-NOV-2041, 9.90%, 11/25/41 CAS 2021-R02 20754KAJ0 - - 5,616,000 $5,837,532 $5,837,532 0.09 $5,812,829
FHLMC 30yr Pool#QH4638 6.000% 01-Nov-2053, 6.00%, 11/01/53 FR 3133CHEK7 - - 5,568,420 $5,779,373 $5,779,373 0.09 $5,733,729
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA3 M2 8.04728% 25-APR-2042, 8.05%, 04/25/42 STACR 2022-DNA3 35564KVE6 - - 5,528,314 $5,754,624 $5,754,624 0.09 $5,734,852
FNMA 30yr Pool#FS1578 4.000% 01-Oct-2050, 4.00%, 10/01/50 FN 3140XGXG9 - - 5,823,314 $5,731,081 $5,731,081 0.09 $5,663,646
TVC Mortgage Trust 2025-RRTL1 A2 6.68% 25-APR-2040, 6.68%, 04/25/40 TVC 2025-RRTL1 900927AB0 - - 5,597,000 $5,722,932 $5,722,932 0.09 $5,706,316
SF ABS ISSUER 2025-1 0%55 A2, 5.38%, 11/25/55 SFARM 2025-1A 784193AA2 - - 5,750,000 $5,695,341 $5,695,341 0.09 $5,681,599
MS RES MTG LN TR 2025-SPL1 A1, 4.25%, 02/25/65 MSRM 2025-SPL1 617946AA6 - - 5,743,603 $5,676,277 $5,676,277 0.09 $5,649,154
Huntington Bank Auto Credit-Linked Notes, Series 2025-1 B 4.957% 20-MAR-2033, 4.96%, 03/21/33 HACLN 2025-1 446438SX2 - - 5,590,522 $5,651,845 $5,651,845 0.09 $5,635,679
FHLMC 30yr Pool#SD3813 6.000% 01-Jul-2053, 6.00%, 07/01/53 FR 3132E0GW6 - - 5,290,072 $5,631,930 $5,631,930 0.08 $5,487,962
FNMA 30yr Pool#FS0088 4.000% 01-Mar-2050, 4.00%, 03/01/50 FN 3140XFC25 - - 5,717,005 $5,629,102 $5,629,102 0.08 $5,571,399
OCEANVIEW MORTGAGE TRUST 4.99888% 55, 4.60%, 12/25/55 BVINV 2025-4 67647DAU3 - - 5,608,554 $5,619,993 $5,619,993 0.08 $5,608,534
FHLMC 30yr Pool#SD2606 4.500% 01-Sep-2051, 4.50%, 09/01/51 FR 3132DP3P1 - - 5,496,681 $5,511,822 $5,511,822 0.08 $5,466,730
FNMA 30yr Pool#DC7015 5.500% 01-Dec-2054, 5.50%, 12/01/54 FN 3140AUYM9 - - 5,060,417 $5,497,023 $5,497,023 0.08 $5,176,452
BX Trust 2021-SDMF A 4.384% 15-SEP-2034, 4.38%, 09/15/34 BX 2021-SDMF 12434CAA2 - - 5,355,350 $5,370,167 $5,370,167 0.08 $5,352,560
FNMA 30yr Pool#DB4019 6.000% 01-May-2054, 6.00%, 05/01/54 FN 3140ADPD7 - - 4,929,634 $5,360,082 $5,360,082 0.08 $5,096,384
LHOME Mortgage Trust 2024-RTL2 A1 7.128% 25-MAR-2029, 7.13%, 03/25/29 LHOME 50205JAA4 - - 5,293,684 $5,338,150 $5,338,150 0.08 $5,321,380
FNMA 30yr Pool#BY0337 6.500% 01-May-2053, 6.50%, 05/01/53 FN 3140NGLT5 - - 4,768,178 $5,278,466 $5,278,466 0.08 $4,992,428
FHLMC 30yr Pool#QJ9072 6.000% 01-Nov-2054, 6.00%, 11/01/54 FR 3133D1CH0 - - 4,919,687 $5,231,523 $5,231,523 0.08 $5,086,745
FNMA 30yr Pool#BX5986 5.500% 01-Mar-2053, 5.50%, 03/01/53 FN 3140NAUL5 - - 4,930,948 $5,149,765 $5,149,765 0.08 $5,112,338
FNMA 30yr Pool#DF0300 5.500% 01-Sep-2055, 5.50%, 09/01/55 FN 3140BQKN0 - - 4,997,817 $5,126,701 $5,126,701 0.08 $5,089,925
FHLMC 30yr Pool#QH2242 5.500% 01-Sep-2053, 5.50%, 09/01/53 FR 3133CEP30 - - 4,940,009 $5,096,341 $5,096,341 0.08 $5,051,574
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 $5,087,427 $5,087,427 0.08 $5,064,395
FNMA 30yr Pool#CA0706 4.000% 01-Nov-2047, 4.00%, 11/01/47 FN 3140Q7YC5 - - 5,166,262 $5,082,920 $5,082,920 0.08 $5,012,905
JP Morgan Mortgage Trust 2026-CES1 A3 5.332% 25-JUN-2056, 5.33%, 06/25/56 JPMMT 2026-CES1 46660BAE9 - - 5,000,000 $5,046,159 $5,046,159 0.08 $5,016,537
FHLMC 30yr Pool#SD2715 4.500% 01-Sep-2050, 4.50%, 09/01/50 FR 3132DQAQ9 - - 4,779,074 $5,018,317 $5,018,317 0.08 $4,758,890
FHLMC 30yr Pool#QF9863 5.500% 01-Mar-2053, 5.50%, 03/01/53 FR 3133BX5Y3 - - 4,788,839 $4,990,637 $4,990,637 0.08 $4,954,449
ABL 2024-RTL1 A2 7.457% 25-SEP-2029, 7.46%, 09/25/29 ABL 2024-RTL1 00092EAB4 - - 4,840,000 $4,888,265 $4,888,265 0.07 $4,872,224
FNMA 30yr Pool#DA5019 6.500% 01-Nov-2053, 6.50%, 11/01/53 FN 3140A5SH2 - - 4,575,915 $4,868,100 $4,868,100 0.07 $4,829,582
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 $4,847,417 $4,847,417 0.07 $4,807,379
Kinetic ABS Issuer, Secured Fiber Network Revenue Term Notes, Series 2026-1 B_261 5.561% 25-FEB-2056, 5.56%, 02/25/56 UNITK 2026-1A 49459AAC4 - - 4,810,000 $4,835,583 $4,835,583 0.07 $4,827,410
FHLMC 30yr Pool#QZ1060 6.000% 01-Aug-2055, 6.00%, 08/01/55 FR 31426XFA1 - - 4,652,525 $4,833,997 $4,833,997 0.07 $4,792,867
PRPM 2025 RCF4 LLC 4.5% 55, 4.50%, 08/25/55 PRPM 2025-RCF4 69382WAA0 - - 4,774,945 $4,806,699 $4,806,699 0.07 $4,782,825
FNMA 30yr Pool#DE9377 6.000% 01-Sep-2055, 6.00%, 09/01/55 FN 3140BNM39 - - 4,528,088 $4,783,211 $4,783,211 0.07 $4,664,676
Homeward Opportunities Fund Trust 2025-RRTL2 A1 5.237% 25-AUG-2040, 5.24%, 09/25/40 HOF 2025-RRTL2 437923AA3 - - 4,682,000 $4,712,286 $4,712,286 0.07 $4,701,388
FNMA 30yr Pool#DC5656 5.000% 01-Nov-2054, 5.00%, 11/01/54 FN 3140ATJA5 - - 4,579,144 $4,642,446 $4,642,446 0.07 $4,608,875
FNMA 30yr Pool#BX9326 5.500% 01-Mar-2053, 5.50%, 03/01/53 FN 3140NELG8 - - 4,442,445 $4,628,677 $4,628,677 0.07 $4,596,076
FHLMC 30yr Pool#QH4473 6.000% 01-Nov-2053, 6.00%, 11/01/53 FR 3133CG6J1 - - 4,407,579 $4,622,387 $4,622,387 0.07 $4,538,426
Connecticut Avenue Securities Trust 2022-R07 1M2 8.34728% 25-JUN-2042, 8.35%, 06/25/42 CAS 2022-R07 20754MCB1 - - 4,397,000 $4,618,744 $4,618,744 0.07 $4,602,432
FHLMC 30yr Pool#RA1100 4.000% 01-Jul-2049, 4.00%, 07/01/49 FR 3133KGGH5 - - 4,664,909 $4,567,634 $4,567,634 0.07 $4,537,233
Affirm Asset Securitization Trust 2025-X2 C 4.93% 15-OCT-2030, 4.93%, 10/15/30 AFFRM 2025-X2 00835DAC6 - - 4,500,000 $4,535,850 $4,535,850 0.07 $4,519,827
FHLMC 30yr Pool#QH2259 6.000% 01-Sep-2053, 6.00%, 09/01/53 FR 3133CEQL9 - - 4,258,853 $4,454,810 $4,454,810 0.07 $4,402,747
FNMA 30yr Pool#DD3307 6.000% 01-Feb-2055, 6.00%, 02/01/55 FN DD3307 MTGE 3140B3U91 - - 4,143,652 $4,423,021 $4,423,021 0.07 $4,285,037
FIGRE Trust 2025-HE3 B 5.71% 25-MAY-2055, 5.71%, 05/25/55 FIGRE 2025-HE3 31684LAB7 - - 4,258,460 $4,352,253 $4,352,253 0.07 $4,325,235
FHLMC 30yr Pool#QX6719 6.000% 01-Feb-2055, 6.00%, 02/01/55 FR 31426CPD0 - - 3,940,676 $4,311,282 $4,311,282 0.06 $4,075,135
FNMA 30yr Pool#FS3246 5.500% 01-Nov-2052, 5.50%, 11/01/52 FN 3140XJTC7 - - 4,107,823 $4,292,666 $4,292,666 0.06 $4,259,877
FIGRE TRUST 2025-FL1 5.265% 55, 5.26%, 07/25/55 FIGRE 2025-FL1 31684QAA8 - - 4,230,119 $4,287,592 $4,287,592 0.06 $4,262,846
EFMT 2026-CES1 A3 5.466% 25-DEC-2060, 5.47%, 12/25/60 EFMT 2026-CES1 26846MAE4 - - 4,250,000 $4,285,077 $4,285,077 0.06 $4,259,266
Ginnie Mae REMIC Trust 2023-116 LF 5.21765% 20-AUG-2053, 5.00%, 08/20/53 GNR 2023-116 38384EFT7 - - 4,220,913 $4,276,087 $4,276,087 0.06 $4,263,769
FNMA 30yr Pool#BX0419 5.500% 01-Nov-2052, 5.50%, 11/01/52 FN 3140N4PD3 - - 4,078,915 $4,215,249 $4,215,249 0.06 $4,184,310
SREIT Commercial Mortgage Trust 2021-MFP B 4.8748% 15-NOV-2038, 4.87%, 11/15/38 SREIT 2021-MFP 78472UAC2 - - 4,194,208 $4,208,254 $4,208,254 0.06 $4,192,921
FHLMC 30yr Pool#QF7280 5.500% 01-Jan-2053, 5.50%, 01/01/53 FR 3133BVCR4 - - 4,014,471 $4,207,786 $4,207,786 0.06 $4,164,130
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-HQA4 B2 10.69728% 25-DEC-2041, 10.70%, 12/25/41 STACR 2021-HQA4 35564KPP8 - - 4,000,000 $4,191,278 $4,191,278 0.06 $4,172,261
FHLMC 30yr Pool#QH5204 6.500% 01-Nov-2053, 6.50%, 11/01/53 FR 3133CHX91 - - 3,936,469 $4,187,971 $4,187,971 0.06 $4,154,688
A&D MORTGAGE TR 2025-NQM4 A1, 5.22%, 10/25/70 ADMT 2025-NQM4 002941AA0 - - 4,125,670 $4,176,779 $4,176,779 0.06 $4,152,827
FNMA 30yr Pool#CB2907 3.500% 01-Feb-2052, 3.50%, 02/01/52 FN 3140QNGR7 - - 4,336,563 $4,172,778 $4,172,778 0.06 $4,092,958
FNMA 30yr Pool#FA3788 5.500% 01-Nov-2055, 5.50%, 11/01/55 FN 3140W4F69 - - 4,016,525 $4,162,110 $4,162,110 0.06 $4,155,973
RCKT Mortgage Trust 2024-CES6 A1B 5.546% 25-SEP-2044, 5.55%, 09/25/44 RCKT 2024-CES6 749410AB2 - - 4,121,864 $4,157,096 $4,157,096 0.06 $4,131,696
FNMA 30yr Pool#DA5072 6.500% 01-Nov-2053, 6.50%, 11/01/53 FN 3140A5T65 - - 3,671,412 $4,129,803 $4,129,803 0.06 $3,848,304
EASY STREET MORTGAGE LN 5.606%40 A1, 5.61%, 10/25/40 EASY 2025-RTL2 27786YAA6 - - 4,100,000 $4,122,831 $4,122,831 0.06 $4,112,616
FHLMC 30yr Pool#QH0826 5.500% 01-Sep-2053, 5.50%, 09/01/53 FR 3133CC4K9 - - 3,941,401 $4,112,550 $4,112,550 0.06 $4,083,240
Connecticut Avenue Securities Trust 2024-R06 1M2 5.29728% 25-SEP-2044, 5.30%, 09/25/44 CAS 2024-R06 20755RAC9 - - 4,077,228 $4,100,978 $4,100,978 0.06 $4,091,379
FIGRE Trust 2025-HE3 C 5.91% 25-MAY-2055, 5.91%, 05/25/55 FIGRE 2025-HE3 31684LAC5 - - 4,002,952 $4,080,290 $4,080,290 0.06 $4,054,004
GS Mortgage-Backed Securities Trust 2026-CES1|5.422|05/25/2056, 5.42%, 05/25/56 GSMBS 2026-CES1 36277LAC7 - - 4,000,000 $4,044,932 $4,044,932 0.06 $4,020,834
LHOME MORTGAGE TR 2025-RTL3 A1, 5.24%, 08/25/40 LHOME 2025-RTL3 50205YAA1 - - 4,000,000 $4,041,842 $4,041,842 0.06 $4,032,528
JP Morgan Mortgage Trust 2026-CES1 A2 5.182% 25-JUN-2056, 5.18%, 06/25/56 JPMMT 2026-CES1 46660BAD1 - - 4,000,000 $4,037,132 $4,037,132 0.06 $4,014,101
FNMA 30yr Pool#BW6314 5.500% 01-Aug-2052, 5.50%, 08/01/52 FN 3140MYAQ5 - - 3,843,371 $3,983,685 $3,983,685 0.06 $3,950,535
FNMA 30yr Pool#DE7795 6.000% 01-Aug-2055, 6.00%, 08/01/55 FN 3140BLUV2 - - 3,801,121 $3,967,956 $3,967,956 0.06 $3,933,109
Fannie Mae REMIC Trust 2020-98 AI 3.5% 25-JAN-2061, 3.50%, 01/25/61 FNR 2020-98 3136BDLE6 - - 18,423,322 $3,951,926 $3,951,926 0.06 $3,880,069
FNMA 30yr Pool#DF1002 6.000% 01-Oct-2055, 6.00%, 10/01/55 FN 3140BRDG1 - - 3,793,787 $3,937,698 $3,937,698 0.06 $3,908,962
FIGRE Trust 2026-HE1|5.183|01/25/2056, 5.18%, 01/25/56 FIGRE 2026-HE1 30249NAD9 - - 3,918,000 $3,936,574 $3,936,574 0.06 $3,930,933
EFMT 2026-CES1 A2 5.316% 25-DEC-2060, 5.32%, 12/25/60 EFMT 2026-CES1 26846MAD6 - - 3,881,000 $3,912,396 $3,912,396 0.06 $3,889,472
FNMA 30yr Pool#FS2135 4.000% 01-Nov-2049, 4.00%, 11/01/49 FN 3140XHLR6 - - 3,944,158 $3,881,941 $3,881,941 0.06 $3,832,824
FNMA 30yr Pool#BY0335 6.000% 01-May-2053, 6.00%, 05/01/53 FN 3140NGLR9 - - 3,648,216 $3,784,793 $3,784,793 0.06 $3,752,424
FNMA 30yr Pool#DE2819 5.500% 01-Jun-2055, 5.50%, 06/01/55 FN 3140BFDZ5 - - 3,661,946 $3,771,734 $3,771,734 0.06 $3,745,178
FNMA 30yr Pool#BX6124 6.500% 01-Jan-2053, 6.50%, 01/01/53 FN 3140NAYW7 - - 3,264,251 $3,676,697 $3,676,697 0.06 $3,454,637
FHLMC 30yr Pool#QI8221 6.000% 01-Jun-2054, 6.00%, 06/01/54 FR 3133WFD20 - - 3,522,514 $3,670,202 $3,670,202 0.06 $3,642,128
FNMA 30yr Pool#FS2713 4.500% 01-Oct-2050, 4.50%, 10/01/50 FN 3140XJAP8 - - 3,627,311 $3,667,993 $3,667,993 0.06 $3,615,766
FHLMC 30yr Pool#QH1144 5.500% 01-Sep-2053, 5.50%, 09/01/53 FR 3133CDHV9 - - 3,487,302 $3,639,246 $3,639,246 0.05 $3,612,242
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 - - 3,561,235 $3,603,515 $3,603,515 0.05 $3,592,770
RCKT Mortgage Trust 2023-CES1 A1A 6.515% 25-JUN-2043, 6.51%, 06/25/43 RCKT 74935WAA2 - - 3,540,130 $3,572,632 $3,572,632 0.05 $3,547,005
RCKT Mortgage Trust 2025-CES2 A1B 5.603% 25-FEB-2055, 5.60%, 02/25/55 RCKT 2025-CES2 74942BAB7 - - 3,504,518 $3,559,224 $3,559,224 0.05 $3,537,406
FHLMC 30yr Pool#QF7810 5.500% 01-Jan-2053, 5.50%, 01/01/53 FR 3133BVVB8 - - 3,348,323 $3,499,229 $3,499,229 0.05 $3,472,085
FHLMC 30yr Pool#QH6041 5.500% 01-Dec-2053, 5.50%, 12/01/53 FR 3133CJWA5 - - 3,121,439 $3,489,920 $3,489,920 0.05 $3,178,533
FNMA 30yr Pool#FM7031 4.000% 01-Jan-2051, 4.00%, 01/01/51 FN 3140XAY55 - - 3,538,116 $3,485,962 $3,485,962 0.05 $3,441,081
FHLMC 30yr Pool#SD1416 4.500% 01-Dec-2048, 4.50%, 12/01/48 FR 3132DNSD6 - - 3,466,752 $3,480,788 $3,480,788 0.05 $3,455,718
FHLMC 30yr Pool#QZ3837 6.000% 01-Sep-2055, 6.00%, 09/01/55 FR 31427BHP3 - - 3,338,708 $3,468,243 $3,468,243 0.05 $3,439,419
FHLMC 30yr Pool#QX5273 6.000% 01-Feb-2055, 6.00%, 02/01/55 FR 31426A2F4 - - 3,320,198 $3,461,801 $3,461,801 0.05 $3,432,942
FHLMC 30yr Pool#QH7549 6.000% 01-Dec-2053, 6.00%, 12/01/53 FR 3133CLL61 - - 3,287,312 $3,425,072 $3,425,072 0.05 $3,398,380
FNMA 30yr Pool#BX8700 5.500% 01-Mar-2053, 5.50%, 03/01/53 FN 3140NDU21 - - 3,272,556 $3,394,633 $3,394,633 0.05 $3,366,956
FINANCE OF AMERICA STRUCTURE 3.5% 74, 3.50%, 02/25/74 FASST 2024-S1 31740RAB6 - - 3,435,909 $3,394,383 $3,394,383 0.05 $3,389,038
RCKT Mortgage Trust 2026-CES1 A1B 4.928% 25-JAN-2056, 4.93%, 01/25/56 RCKT 2026-CES1 74939BAB2 - - 3,350,000 $3,377,962 $3,377,962 0.05 $3,359,619
FNMA 30yr Pool#BX9422 5.500% 01-Mar-2053, 5.50%, 03/01/53 FN 3140NEPG4 - - 3,075,588 $3,368,803 $3,368,803 0.05 $3,146,042
FNMA 30yr Pool#FM1540 4.000% 01-Sep-2049, 4.00%, 09/01/49 FN 3140X4WA0 - - 3,311,976 $3,261,804 $3,261,804 0.05 $3,221,329
FNMA 30yr Pool#MA4026 4.000% 01-May-2050, 4.00%, 05/01/50 FN 31418DPL0 - - 3,286,998 $3,248,371 $3,248,371 0.05 $3,188,882
Saluda Grade Alternative Mortgage Trust 2023-RTL3 A1 8.0% 25-APR-2029, 8.00%, 04/25/29 GRADE 2023-RTL3 79583YAA2 - - 3,230,175 $3,247,111 $3,247,111 0.05 $3,218,398
FHLMC 30yr Pool#SD1111 4.000% 01-Jun-2050, 4.00%, 06/01/50 FR 3132DNGU1 - - 3,176,040 $3,126,403 $3,126,403 0.05 $3,098,259
FHLMC 30yr Pool#QZ4951 6.000% 01-Oct-2055, 6.00%, 10/01/55 FR 31427CQD8 - - 2,988,706 $3,104,755 $3,104,755 0.05 $3,078,859
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 $3,045,373 $3,045,373 0.05 $3,007,544
FHLMC 30yr Pool#QG2539 6.500% 01-May-2053, 6.50%, 05/01/53 FR 3133C2ZC5 - - 2,680,137 $3,013,189 $3,013,189 0.05 $2,788,618
FNMA 30yr Pool#MA4056 4.000% 01-Jun-2050, 4.00%, 06/01/50 FN 31418DQJ4 - - 3,050,371 $2,996,443 $2,996,443 0.05 $2,959,318
COOPR Residential Mortgage Trust 2026-CES1 A2 5.158% 25-FEB-2061, 5.16%, 01/01/61 COOPR 2026-CES1 21689GAD0 - - 2,949,000 $2,985,934 $2,985,934 0.04 $2,969,033
BX Trust 2021-BXMF C 4.98627% 15-OCT-2038, 4.99%, 10/15/26 BX 2021-BXMF 05609RAJ3 - - 2,958,012 $2,967,251 $2,967,251 0.04 $2,956,190
FNMA 30yr Pool#DA3549 6.500% 01-Oct-2053, 6.50%, 10/01/53 FN 3140A35K5 - - 2,768,014 $2,953,269 $2,953,269 0.04 $2,929,988
GWT Commercial Mortgage Trust 2024-WLF2 A 5.37143% 15-MAY-2041, 5.37%, 05/15/41 GWT 2024-WLF2 362414AA2 - - 2,900,000 $2,916,677 $2,916,677 0.04 $2,904,994
FHLMC 30yr Pool#QE6404 5.500% 01-Jul-2052, 5.50%, 07/01/52 FR 3133BGDH8 - - 2,785,688 $2,899,092 $2,899,092 0.04 $2,863,720
Fannie Mae Pool|4|03/01/2050, 4.00%, 03/01/50 FN 3140X8S24 - - 2,930,536 $2,877,953 $2,877,953 0.04 $2,847,814
FNMA 30yr Pool#MA3496 4.500% 01-Oct-2048, 4.50%, 10/01/48 FN 31418C3E2 - - 2,821,592 $2,849,985 $2,849,985 0.04 $2,812,611
Chase Mortgage Reference Notes, Series 2021-CL1 M1 4.89728% 25-FEB-2050, 4.90%, 02/25/50 CHASE 2021-CL1 46591HBX7 - - 2,872,773 $2,834,286 $2,834,286 0.04 $2,827,807
FHLMC 30yr Pool#QZ4131 6.000% 01-Sep-2055, 6.00%, 09/01/55 FR 31427BSV8 - - 2,723,808 $2,828,232 $2,828,232 0.04 $2,805,299
Bayview Opportunity Master Fund VII Trust 2024-CAR1 B 4.99728% 25-DEC-2031, 5.00%, 12/26/31 BVCLN 2024-CAR1 07336QAB8 - - 2,778,381 $2,791,148 $2,791,148 0.04 $2,784,977
FHLMC 30yr Pool#QE8542 5.500% 01-Aug-2052, 5.50%, 08/01/52 FR 3133BJP30 - - 2,692,999 $2,788,787 $2,788,787 0.04 $2,768,435
RCKT MORTGAGE TRUST 2025-CE 5.16% 34, 5.16%, 07/25/34 RCKTL 2025-1A 74939RAC5 - - 2,750,000 $2,781,794 $2,781,794 0.04 $2,775,487
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 $2,768,496 $2,768,496 0.04 $2,759,817
FHLMC 30yr Pool#SD6905 6.000% 01-Nov-2054, 6.00%, 11/01/54 FR 3132DUU62 - - 2,600,262 $2,740,260 $2,740,260 0.04 $2,688,218
FNMA 30yr Pool#BV5393 3.500% 01-Apr-2052, 3.50%, 04/01/52 FN 3140MJ7F6 - - 2,871,150 $2,726,108 $2,726,108 0.04 $2,707,453
FHLMC 30yr Pool#SD2897 5.500% 01-May-2053, 5.50%, 05/01/53 FR 3132DQGE0 - - 2,587,268 $2,714,153 $2,714,153 0.04 $2,649,503
EFMT 2026-CES1 A1B 5.116% 25-DEC-2060, 5.12%, 12/25/60 EFMT 2026-CES1 26846MAB0 - - 2,670,349 $2,690,266 $2,690,266 0.04 $2,674,849
FIGRE Trust 2024-HE4 B 5.252% 25-SEP-2054, 5.25%, 09/25/54 FIGRE 2024-HE4 31684UAB7 - - 2,661,760 $2,684,328 $2,684,328 0.04 $2,678,115
FNMA 30yr Pool#DA1511 5.500% 01-Oct-2053, 5.50%, 10/01/53 FN 3140A1VD6 - - 2,599,408 $2,682,194 $2,682,194 0.04 $2,657,973
FNMA 30yr Pool#DE2839 6.000% 01-Jun-2055, 6.00%, 06/01/55 FN 3140BFEM3 - - 2,570,212 $2,680,441 $2,680,441 0.04 $2,659,460
FHLMC 30yr Pool#QF9276 5.500% 01-Mar-2053, 5.50%, 03/01/53 FR 3133BXJV4 - - 2,561,515 $2,675,322 $2,675,322 0.04 $2,656,153
FHLMC 30yr Pool#Q57869 4.000% 01-Aug-2048, 4.00%, 08/01/48 FG 3132Y1W79 - - 2,697,849 $2,643,447 $2,643,447 0.04 $2,624,875
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-HQA3 B2 9.94728% 25-SEP-2041, 9.95%, 09/25/41 STACR 2021-HQA3 35564KKL2 - - 2,504,211 $2,581,434 $2,581,434 0.04 $2,570,363
PRPM 2026-RCF1 A3 5.305% 25-JAN-2056, 5.30%, 01/25/56 PRPM 2026-RCF1 69383VAF0 - - 2,500,000 $2,535,770 $2,535,770 0.04 $2,509,982
PRPM 2026-RCF1 A2 5.206% 25-JAN-2056, 5.21%, 01/25/56 PRPM 2026-RCF1 69383VAB9 - - 2,500,000 $2,535,392 $2,535,392 0.04 $2,510,086
FNMA 30yr Pool#DA0036 6.500% 01-Sep-2053, 6.50%, 09/01/53 FN 3140A0BE8 - - 1,851,212 $2,527,954 $2,527,954 0.04 $1,940,406
FHLMC 30yr Pool#SD3523 3.000% 01-Jun-2052, 3.00%, 06/01/52 FR 3132DQ4G8 - - 2,775,057 $2,513,385 $2,513,385 0.04 $2,498,111
BX Trust 2021-BXMF G 7.144513% 15-OCT-2038, 7.14%, 10/15/26 BX 2021-BXMF 05609RAS3 - - 2,488,884 $2,494,491 $2,494,491 0.04 $2,481,155
FHLMC 30yr Pool#QY9883 6.000% 01-Aug-2055, 6.00%, 08/01/55 FR 31426U6V1 - - 2,230,412 $2,476,660 $2,476,660 0.04 $2,307,860
Ginnie Mae REMIC Trust 2017-163 LO 0.0% 16-MAY-2041, 0.00%, 05/16/41 GNR 2017-163 38380KNA9 - - 3,202,154 $2,461,216 $2,461,216 0.04 $2,461,216
FHLMC 30yr Pool#QF0488 5.500% 01-Sep-2052, 5.50%, 09/01/52 FR 3133BMRH0 - - 2,343,306 $2,452,846 $2,452,846 0.04 $2,408,644
FNMA 30yr Pool#DC1302 5.000% 01-Aug-2054, 5.00%, 08/01/54 FN 3140ANNU9 - - 2,417,617 $2,449,908 $2,449,908 0.04 $2,432,083
FNMA 30yr Pool#BY8533 6.500% 01-Aug-2053, 6.50%, 08/01/53 FN 3140NRPT7 - - 2,303,381 $2,433,635 $2,433,635 0.04 $2,414,361
Ally Bank Auto Credit-Linked Notes, Series 2024-A C 6.022% 15-MAY-2032, 6.02%, 05/17/32 ABCLN 2024-A 02007GZ63 - - 2,379,764 $2,429,560 $2,429,560 0.04 $2,419,210
Morgan Stanley Residential Mortgage Loan Trust 2026-NQM1 A2 5.032% 25-DEC-2070, 5.03%, 12/25/70 MSRM 2026-NQM1 61780XAF2 - - 2,400,000 $2,420,854 $2,420,854 0.04 $2,407,435
FNMA 30yr Pool#BY5913 5.500% 01-Sep-2053, 5.50%, 09/01/53 FN 3140NNSB2 - - 2,312,763 $2,414,842 $2,414,842 0.04 $2,394,445
PRPM 2025-RCF3 LLC 5.25% 55, 5.25%, 07/25/55 PRPM 2025-RCF3 69392PAB1 - - 2,380,125 $2,401,454 $2,401,454 0.04 $2,387,570
Saluda Grade Alternative Mortgage Trust 2024-FIG5 B 6.603% 25-APR-2054, 6.60%, 04/25/54 GRADE 2024-FIG5 79582MAB7 - - 2,320,364 $2,362,942 $2,362,942 0.04 $2,345,919
PRPM 2024-RCF2 A1 3.75% 25-MAR-2054, 3.75%, 03/25/54 PRPM 2024-RCF2 693987AA7 - - 2,313,057 $2,301,800 $2,301,800 0.03 $2,297,945
Connecticut Avenue Securities Trust 2022-R08 1M2 7.29728% 25-JUL-2042, 7.30%, 07/25/42 CAS 2022-R08 20755DAB2 - - 2,220,000 $2,300,387 $2,300,387 0.03 $2,293,187
FNMA 30yr Pool#DF0313 6.000% 01-Sep-2055, 6.00%, 09/01/55 FN 3140BQK34 - - 2,205,338 $2,291,686 $2,291,686 0.03 $2,271,862
RAM 2024-1 A 5.95% 15-FEB-2039, 6.67%, 02/15/39 RAM 2024-1 751313AA5 - - 2,219,417 $2,230,401 $2,230,401 0.03 $2,219,711
FNMA 30yr Pool#DA3538 6.000% 01-Oct-2053, 6.00%, 10/01/53 FN 3140A34Y6 - - 2,107,568 $2,199,222 $2,199,222 0.03 $2,178,776
FHLMC 30yr Pool#QG2543 5.500% 01-May-2053, 5.50%, 05/01/53 FR 3133C2ZG6 - - 2,057,518 $2,115,442 $2,115,442 0.03 $2,095,441
FNMA 30yr Pool#FA0517 5.500% 01-Feb-2055, 5.50%, 02/01/55 FN 3140W0SF3 - - 1,963,992 $2,074,641 $2,074,641 0.03 $2,008,458
FNMA 30yr Pool#FS3001 4.000% 01-Oct-2051, 4.00%, 10/01/51 FN 3140XJKP7 - - 2,098,069 $2,067,976 $2,067,976 0.03 $2,040,528
Santander Bank Auto Credit-Linked Notes, Series 2024-A B 5.622% 15-JUN-2032, 5.62%, 06/15/32 SBCLN 2024-A 80290CCJ1 - - 2,019,471 $2,056,430 $2,056,430 0.03 $2,048,231
FNMA 30yr Pool#FS1640 4.000% 01-Apr-2052, 4.00%, 04/01/52 FN 3140XGZE2 - - 2,087,999 $2,048,633 $2,048,633 0.03 $2,025,236
FHLMC 30yr Pool#QX7432 6.000% 01-Feb-2055, 6.00%, 02/01/55 FR 31426DHJ4 - - 1,963,142 $2,046,824 $2,046,824 0.03 $2,030,126
FNMA 30yr Pool#BY0338 6.500% 01-May-2053, 6.50%, 05/01/53 FN 3140NGLU2 - - 1,903,677 $2,006,835 $2,006,835 0.03 $1,990,600
FNMA 30yr Pool#DD4221 6.000% 01-Feb-2055, 6.00%, 02/01/55 FN DD4221 MTGE 3140B4VP2 - - 1,834,442 $1,998,919 $1,998,919 0.03 $1,897,035
FNMA 30yr Pool#CA7849 4.500% 01-Oct-2050, 4.50%, 10/01/50 FN 3140QFWK1 - - 1,973,488 $1,979,567 $1,979,567 0.03 $1,965,153
FHLMC 30yr Pool#QI4878 6.000% 01-Apr-2054, 6.00%, 04/01/54 FR 3133WBM37 - - 1,795,416 $1,977,622 $1,977,622 0.03 $1,856,383
Flagship Credit Auto Trust 2023-1 B 5.05% 15-FEB-2028, 5.05%, 01/18/28 FCAT 2023-1 337955AG3 - - 1,966,729 $1,975,185 $1,975,185 0.03 $1,968,012
Chase Mortgage Reference Notes, Series 2020-CL1 M2 6.28707% 25-OCT-2057, 6.29%, 10/25/57 CHASE 2020-CL1 46591HAH3 - - 1,913,138 $1,973,488 $1,973,488 0.03 $1,968,142
FNMA 30yr Pool#BX8072 5.500% 01-Mar-2053, 5.50%, 03/01/53 FN 3140NC6J3 - - 1,866,642 $1,944,774 $1,944,774 0.03 $1,931,195
FHF Trust 2024-1 (First Help Financial) A2 5.69% 15-FEB-2030, 5.69%, 02/15/30 FHF 2024-1A 31568AAB2 - - 1,920,175 $1,942,069 $1,942,069 0.03 $1,934,179
FIGRE Trust 2024-HE1 B 6.506% 25-MAR-2054, 6.51%, 03/25/54 FIGRE 2024-HE1 31684HAB6 - - 1,881,892 $1,937,589 $1,937,589 0.03 $1,932,148
FHLMC 30yr Pool#SI2017 4.000% 01-Dec-2048, 4.00%, 12/01/48 FR 3133USG21 - - 1,940,930 $1,934,009 $1,934,009 0.03 $1,886,091
FNMA 30yr Pool#DF0998 6.000% 01-Oct-2055, 6.00%, 10/01/55 FN 3140BRDC0 - - 1,843,775 $1,914,590 $1,914,590 0.03 $1,899,392
Foundation Finance Trust 2023-2 A 6.53% 15-JUN-2049, 6.53%, 06/15/49 FFIN 2023-2A 35042RAA4 - - 1,767,456 $1,845,202 $1,845,202 0.03 $1,836,867
Chase Mortgage Reference Notes, Series 2021-CL1 M3 5.24728% 25-FEB-2050, 5.25%, 02/25/50 CHASE 2021-CL1 46591HBZ2 - - 1,873,527 $1,834,351 $1,834,351 0.03 $1,829,982
FNMA 30yr Pool#BY0361 6.500% 01-Jun-2053, 6.50%, 06/01/53 FN 3140NGMK3 - - 1,714,759 $1,807,109 $1,807,109 0.03 $1,792,179
FHLMC 30yr Pool#SD1551 4.000% 01-Mar-2050, 4.00%, 03/01/50 FR 3132DNWL3 - - 1,815,686 $1,793,195 $1,793,195 0.03 $1,764,434
Connecticut Avenue Securities Trust 2022-R06 1B2 14.29728% 25-MAY-2042, 14.30%, 05/25/42 CAS 2022-R06 20754NAR6 - - 1,596,475 $1,787,333 $1,787,333 0.03 $1,777,822
FNMA 30yr Pool#MA3521 4.000% 01-Nov-2048, 4.00%, 11/01/48 FN 31418C4F8 - - 1,763,258 $1,730,140 $1,730,140 0.03 $1,713,486
PRPM 2025-RCF3 LLC 5.25% 55, 5.25%, 07/25/55 PRPM 2025-RCF3 69392PAC9 - - 1,700,000 $1,714,491 $1,714,491 0.03 $1,704,574
Fannie Mae Pool|4|08/01/2050, 4.00%, 08/01/50 FN 3140X8UA3 - - 1,744,761 $1,703,366 $1,703,366 0.03 $1,692,332
FNMA 30yr Pool#DC9709 6.000% 01-Jan-2055, 6.00%, 01/01/55 FN 3140AXYF8 - - 1,565,540 $1,670,082 $1,670,082 0.03 $1,618,496
FHLMC 30yr Pool#QG2540 6.500% 01-May-2053, 6.50%, 05/01/53 FR 3133C2ZD3 - - 1,588,172 $1,665,133 $1,665,133 0.03 $1,651,966
FHLMC 30yr Pool#SD0943 3.500% 01-Apr-2052, 3.50%, 04/01/52 FR 3132DNBL6 - - 1,750,642 $1,663,453 $1,663,453 0.03 $1,652,300
Santander Bank Auto Credit-Linked Notes, Series 2023-B B 5.64% 15-DEC-2033, 5.64%, 12/15/33 SBCLN 2023-B 80290CCB8 - - 1,633,576 $1,660,560 $1,660,560 0.03 $1,653,906
NRZ MSR-Collateralized Notes, Series 2021-FHT1 A 3.104% 25-JUL-2026, 3.10%, 07/25/26 NZES 2021-FHT1 62955MAB2 - - 1,675,934 $1,659,834 $1,659,834 0.02 $1,657,522
Chase Mortgage Reference Notes, Series 2021-CL1 M2 5.04728% 25-FEB-2050, 5.05%, 02/25/50 CHASE 2021-CL1 46591HBY5 - - 1,687,754 $1,653,646 $1,653,646 0.02 $1,649,860
FHLMC 30yr Pool#QY7439 6.000% 01-Jun-2055, 6.00%, 06/01/55 FR 31426SHR3 - - 1,509,723 $1,650,507 $1,650,507 0.02 $1,562,146
FHLMC 30yr Pool#QG4340 6.500% 01-Jun-2053, 6.50%, 06/01/53 FR 3133C4ZD9 - - 1,541,722 $1,616,753 $1,616,753 0.02 $1,604,125
FHLMC 30yr Pool#SD4456 4.000% 01-Aug-2050, 4.00%, 08/01/50 FR 3132E05R9 - - 1,631,576 $1,607,714 $1,607,714 0.02 $1,586,829
FHLMC 30yr Pool#QX7566 5.500% 01-Mar-2055, 5.50%, 03/01/55 FR 31426DMQ2 - - - $1,586,840 $1,586,840 0.02 $0
FNMA 30yr Pool#CB2681 3.500% 01-Jan-2052, 3.50%, 01/01/52 FN 3140QM6T6 - - 1,653,770 $1,583,854 $1,583,854 0.02 $1,560,997
FHLMC 30yr Pool#QZ4132 6.000% 01-Sep-2055, 6.00%, 09/01/55 FR 31427BSW6 - - 1,488,187 $1,544,717 $1,544,717 0.02 $1,533,077
FHLMC 30yr Pool#QH7013 6.500% 01-Dec-2053, 6.50%, 12/01/53 FR 3133CKYJ1 - - 795,239 $1,543,711 $1,543,711 0.02 $833,554
FHLMC 30yr Pool#Q58477 4.000% 01-Sep-2048, 4.00%, 09/01/48 FG 3132Y2M37 - - 1,537,817 $1,507,056 $1,507,056 0.02 $1,496,322
FHLMC 30yr Pool#QH3309 5.500% 01-Oct-2053, 5.50%, 10/01/53 FR 3133CFVA4 - - 1,459,845 $1,503,744 $1,503,744 0.02 $1,492,814
FNMA 30yr Pool#MA3415 4.000% 01-Jul-2048, 4.00%, 07/01/48 FN 31418CYM0 - - 1,483,615 $1,460,754 $1,460,754 0.02 $1,441,736
FNMA 30yr Pool#BT8051 5.500% 01-Jan-2053, 5.50%, 01/01/53 FN 3140LW5M5 - - 1,380,132 $1,442,240 $1,442,240 0.02 $1,431,364
FNMA 30yr Pool#CA5573 4.000% 01-Apr-2050, 4.00%, 04/01/50 FN 3140QDFP4 - - 1,475,352 $1,440,701 $1,440,701 0.02 $1,431,019
ACHV ABS Trust 2024-1PL B 6.34% 25-APR-2031, 6.34%, 04/25/31 ACHV 2024-1PL 00092BAB0 - - 1,402,088 $1,417,242 $1,417,242 0.02 $1,413,291
FNMA 30yr Pool#BY1896 5.500% 01-May-2053, 5.50%, 05/01/53 FN 3140NJDA9 - - 1,355,379 $1,396,386 $1,396,386 0.02 $1,386,281
FNMA 30yr Pool#CA1931 4.500% 01-Jun-2048, 4.50%, 06/01/48 FN 3140Q9ED1 - - 1,386,283 $1,392,384 $1,392,384 0.02 $1,381,871
Ally Bank Auto Credit-Linked Notes, Series 2024-A D 6.315% 15-MAY-2032, 6.31%, 05/17/32 ABCLN 2024-A 02007GZ71 - - 1,359,865 $1,389,053 $1,389,053 0.02 $1,382,851
FIGRE TRUST 2025-HE5 FLTG 2055 B, 5.49%, 08/25/55 FIGRE 2025-HE5 31684MAB5 - - 1,348,991 $1,362,784 $1,362,784 0.02 $1,354,563
Bayview Opportunity Master Fund VII Trust 2024-CAR1 C 5.19728% 25-DEC-2031, 5.20%, 12/26/31 BVCLN 2024-CAR1 07336QAC6 - - 1,352,145 $1,359,548 $1,359,548 0.02 $1,356,425
FNMA 30yr Pool#BX7860 5.500% 01-Mar-2053, 5.50%, 03/01/53 FN 3140NCWW5 - - 1,292,599 $1,340,249 $1,340,249 0.02 $1,329,886
FNMA 30yr Pool#BY0327 6.500% 01-May-2053, 6.50%, 05/01/53 FN 3140NGLH1 - - 1,231,699 $1,290,538 $1,290,538 0.02 $1,280,215
FNMA 30yr Pool#FM7725 4.500% 01-Dec-2050, 4.50%, 12/01/50 FN 3140XBSP6 - - 1,253,409 $1,255,561 $1,255,561 0.02 $1,246,580
Reach ABS Trust 2024-2 A 5.88% 15-JUL-2031, 5.88%, 07/15/31 REACH 2024-2A 75525HAA8 - - 1,240,113 $1,250,248 $1,250,248 0.02 $1,244,982
U.S. Auto Funding 2021-1 C 2.2% 15-MAY-2026, 2.20%, 05/15/26 USAUT 2021-1A 90355EAC5 - - 1,447,139 $1,229,542 $1,229,542 0.02 $1,227,243
FHLMC 30yr Pool#QF2561 5.500% 01-Nov-2052, 5.50%, 11/01/52 FR 3133BPZ27 - - 1,174,273 $1,224,612 $1,224,612 0.02 $1,215,917
FNMA 30yr Pool#DB3056 5.500% 01-May-2054, 5.50%, 05/01/54 FN 3140ACME0 - - 1,175,673 $1,215,804 $1,215,804 0.02 $1,206,964
FNMA 30yr Pool#MA3149 4.000% 01-Oct-2047, 4.00%, 10/01/47 FN 31418CQB3 - - 1,230,911 $1,207,586 $1,207,586 0.02 $1,194,383
Tricolor Auto Securitization Trust 2024-1 A 6.61% 15-OCT-2027, 6.61%, 10/15/27 TAST 2024-1A 89616LAA0 - - 1,205,445 $1,204,523 $1,204,523 0.02 $1,198,769
FNMA 40yr Pool#BF0167 3.000% 01-Feb-2057, 3.00%, 02/01/57 FN 3140FXFH0 - - 1,359,152 $1,202,820 $1,202,820 0.02 $1,193,946
FNMA 30yr Pool#BJ9181 5.000% 01-May-2048, 5.00%, 05/01/48 FN 3140HBFX1 - - 1,137,050 $1,190,583 $1,190,583 0.02 $1,160,155
FHLMC 30yr Pool#SD8003 4.000% 01-Jul-2049, 4.00%, 07/01/49 FR 3132DV3L7 - - 1,205,116 $1,182,038 $1,182,038 0.02 $1,172,065
EFMT 2026-CES1 M1 5.616% 25-DEC-2060, 5.62%, 12/25/60 EFMT 2026-CES1 26846MAF1 - - 1,166,000 $1,176,434 $1,176,434 0.02 $1,169,158
FNMA 30yr Pool#FM9138 4.000% 01-Mar-2050, 4.00%, 03/01/50 FN 3140XDEL6 - - 1,196,057 $1,173,742 $1,173,742 0.02 $1,162,295
FHF Issuer Trust 2023-2 (First Help Financial) A2 6.79% 15-OCT-2029, 6.79%, 10/15/29 FHF 2023-2A 30333LAB4 - - 1,153,052 $1,170,988 $1,170,988 0.02 $1,165,334
FNMA 30yr Pool#BX0804 5.500% 01-Nov-2052, 5.50%, 11/01/52 FN 3140N43N5 - - 1,123,295 $1,161,730 $1,161,730 0.02 $1,152,402
FHLMC 30yr Pool#QG6538 5.500% 01-Jul-2053, 5.50%, 07/01/53 FR 3133C7HP5 - - 1,096,755 $1,144,494 $1,144,494 0.02 $1,136,574
FHLMC 30yr Pool#ZT2087 4.000% 01-Jun-2049, 4.00%, 06/01/49 FR 3132AEJ80 - - 1,152,380 $1,136,319 $1,136,319 0.02 $1,120,775
FNMA 30yr Pool#AS6811 3.000% 01-Mar-2046, 3.00%, 03/01/46 FN 3138WGR97 - - 1,216,522 $1,125,299 $1,125,299 0.02 $1,116,156
FHLMC 30yr Pool#RA1188 4.500% 01-Aug-2049, 4.50%, 08/01/49 FR 3133KGJ90 - - 1,023,258 $1,067,694 $1,067,694 0.02 $1,020,082
FNMA 30yr Pool#AS7492 4.000% 01-Jul-2046, 4.00%, 07/01/46 FN 3138WHKE1 - - 1,087,248 $1,066,410 $1,066,410 0.02 $1,058,385
FHLMC 30yr Pool#RA1087 4.500% 01-Jul-2049, 4.50%, 07/01/49 FR 3133KGF45 - - 1,050,999 $1,055,161 $1,055,161 0.02 $1,047,738
FNMA 30yr Pool#CB8995 5.500% 01-Aug-2054, 5.50%, 08/01/54 FN 3140QU7H3 - - 999,333 $1,032,333 $1,032,333 0.02 $1,021,636
Blue Bridge Funding 2023-1 A 7.37% 15-NOV-2030, 7.37%, 11/15/30 BBEF 2023-1A 09531MAA8 - - 1,009,004 $1,020,621 $1,020,621 0.02 $1,015,250
FHLMC 30yr Pool#QG3885 6.500% 01-Jun-2053, 6.50%, 06/01/53 FR 3133C4J62 - - 966,443 $1,013,443 $1,013,443 0.02 $1,005,561
FNMA 30yr Pool#BV4203 3.500% 01-Apr-2052, 3.50%, 04/01/52 FN 3140MHU56 - - 1,014,280 $963,105 $963,105 0.01 $956,527
FNMA 30yr Pool#FM1598 4.000% 01-Feb-2049, 4.00%, 02/01/49 FN 3140X4X43 - - 966,492 $953,557 $953,557 0.01 $939,210
FNMA 30yr Pool#BV8484 3.500% 01-Apr-2052, 3.50%, 04/01/52 FN 3140MNNA0 - - 1,002,328 $951,219 $951,219 0.01 $945,181
FNMA 30yr Pool#DA3522 5.500% 01-Oct-2053, 5.50%, 10/01/53 FN 3140A34G5 - - 917,895 $946,990 $946,990 0.01 $938,575
Arivo Acceptance Auto Loan Receivables Trust 2024-1 A 6.46% 15-APR-2028, 6.46%, 04/17/28 ARIVO 2024-1A 039943AA3 - - 938,221 $946,981 $946,981 0.01 $942,603
FHLMC 30yr Pool#QG6948 5.500% 01-Jul-2053, 5.50%, 07/01/53 FR 3133C7WH6 - - 890,109 $929,888 $929,888 0.01 $922,284
FNMA 30yr Pool#CA6382 4.500% 01-Jul-2050, 4.50%, 07/01/50 FN 3140QECU4 - - 919,425 $920,789 $920,789 0.01 $914,420
GNMA II 30yr Pool#MA5021 4.500% 20-Feb-2048, 4.50%, 02/20/48 G2 36179TSJ5 - - 890,166 $899,036 $899,036 0.01 $889,513
FHLMC 30yr Pool#ZM8197 4.000% 01-Sep-2048, 4.00%, 09/01/48 FR 3131Y3DA1 - - 914,965 $895,500 $895,500 0.01 $889,114
FREMF 2019-KF70 Mortgage Trust C 9.90107% 25-SEP-2029, 9.90%, 09/25/29 FREMF 2019-KF70 30298UAJ0 - - 890,414 $885,283 $885,283 0.01 $881,120
BX Commercial Mortgage Trust 2021-21M A 4.525% 15-OCT-2036, 4.52%, 10/15/36 BX 2021-21M 05609CAA5 - - 862,801 $864,789 $864,789 0.01 $861,861
FHLMC 30yr Pool#QG7338 6.000% 01-Jul-2053, 6.00%, 07/01/53 FR 3133C8EK7 - - 802,037 $835,689 $835,689 0.01 $829,277
FNMA 30yr Pool#AB9341 3.000% 01-May-2043, 3.00%, 05/01/43 FN 31417GLX2 - - 867,361 $813,968 $813,968 0.01 $804,798
FNMA 30yr Pool#BN4541 4.000% 01-Feb-2049, 4.00%, 02/01/49 FN 3140JMBK7 - - 817,442 $800,375 $800,375 0.01 $794,368
FNMA 30yr Pool#BY0782 5.500% 01-Apr-2053, 5.50%, 04/01/53 FN 3140NG2Q2 - - 740,026 $771,413 $771,413 0.01 $766,048
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-DNA5 M2 5.34728% 25-JAN-2034, 5.35%, 01/25/34 STACR 2021-DNA5 35564KHE2 - - 756,595 $761,073 $761,073 0.01 $759,275
FHLMC 30yr Pool#ZT1926 3.000% 01-Nov-2043, 3.00%, 11/01/43 FR 3132AED78 - - 783,344 $746,549 $746,549 0.01 $728,121
FHLMC 30yr Pool#RA1999 4.500% 01-Jan-2050, 4.50%, 01/01/50 FR 3133KHGG5 - - 722,467 $725,687 $725,687 0.01 $720,225
FNMA 30yr Pool#BY0866 5.500% 01-May-2053, 5.50%, 05/01/53 FN 3140NG6C9 - - 695,334 $718,700 $718,700 0.01 $713,512
GNMA II 30yr Pool#MA5264 4.000% 20-Jun-2048, 4.00%, 06/20/48 G2 36179TZ57 - - 704,631 $690,582 $690,582 0.01 $681,969
ACHM Trust 2024-HE1 B 7.26% 25-MAY-2039, 7.26%, 05/25/39 ACHM 2024-HE1 00449TAB1 - - 643,569 $670,844 $670,844 0.01 $668,767
ACHV ABS Trust 2024-1PL C 6.42% 25-APR-2031, 6.42%, 04/25/31 ACHV 2024-1PL 00092BAC8 - - 630,977 $637,214 $637,214 0.01 $635,413
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 $634,314 $634,314 0.01 $632,385
FNMA 30yr Pool#BW0343 4.500% 01-May-2052, 4.50%, 05/01/52 FN 3140MRLZ8 - - 630,643 $626,706 $626,706 0.01 $622,658
Connecticut Avenue Securities Trust 2022-R07 1B2 15.69728% 25-JUN-2042, 15.70%, 06/25/42 CAS 2022-R07 20754MAL1 - - 536,201 $620,683 $620,683 0.01 $616,942
FHLMC 30yr Pool#QE1073 3.500% 01-Apr-2052, 3.50%, 04/01/52 FR 3133BAFN6 - - 644,873 $611,935 $611,935 0.01 $608,106
FHLMC 30yr Pool#SD8047 4.500% 01-Feb-2050, 4.50%, 02/01/50 FR 3132DV5G6 - - 586,663 $588,390 $588,390 0.01 $584,185
FNMA 30yr Pool#BK9507 4.000% 01-Oct-2048, 4.00%, 10/01/48 FN 3140HPR58 - - 590,511 $579,634 $579,634 0.01 $575,472
FNMA 30yr Pool#AL6842 4.000% 01-May-2045, 4.00%, 05/01/45 FN 3138EPS88 - - 582,900 $575,147 $575,147 0.01 $569,654
Sequoia Mortgage Trust 2013-5 A1 2.5% 25-MAY-2043, 2.50%, 05/25/43 SEMT 2013-5 81745AAA5 - - 619,419 $561,683 $561,683 0.01 $559,962
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 $507,769 $507,769 0.01 $506,555
FNMA 30yr Pool#AZ0869 4.000% 01-Jul-2045, 4.00%, 07/01/45 FN 3138YR6F0 - - 513,601 $505,450 $505,450 0.01 $500,933
FHLMC 15yr Pool#SB0116 2.500% 01-Nov-2034, 2.50%, 11/01/34 FR 3132CWDV3 - - 498,016 $484,241 $484,241 0.01 $476,668
FHLMC 30yr Pool#QD9191 3.500% 01-Apr-2052, 3.50%, 04/01/52 FR 3133B7F86 - - 496,555 $471,466 $471,466 0.01 $468,281
FHLMC 30yr Pool#SD1414 4.000% 01-Oct-2050, 4.00%, 10/01/50 FR 3132DNSB0 - - 433,319 $425,146 $425,146 0.01 $421,435
Gracie Point International Funding, Series 2023-2 A 6.44671% 01-MAR-2027, 6.45%, 03/01/27 GPIF 2023-2A 38410JAA0 - - 418,538 $424,628 $424,628 0.01 $419,231
FNMA 30yr Pool#CB4329 3.500% 01-Jul-2052, 3.50%, 07/01/52 FN 3140QPY35 - - 423,414 $411,774 $411,774 0.01 $399,447
FNMA 30yr Pool#BV6879 4.500% 01-Apr-2052, 4.50%, 04/01/52 FN 3140MLUD0 - - 404,252 $401,800 $401,800 0.01 $399,171
FNMA 30yr Pool#CA4646 3.000% 01-Feb-2048, 3.00%, 02/01/48 FN 3140QCEU6 - - 417,196 $387,494 $387,494 0.01 $384,202
FHLMC 30yr Pool#QG3397 6.000% 01-May-2053, 6.00%, 05/01/53 FR 3133C3X27 - - 356,768 $378,850 $378,850 0.01 $368,884
FHLMC 30yr Pool#QA8274 3.500% 01-Mar-2050, 3.50%, 03/01/50 FR 3133A3FP8 - - 385,938 $362,955 $362,955 0.01 $360,683
FNMA 30yr Pool#FM3447 4.000% 01-Nov-2049, 4.00%, 11/01/49 FN 3140X6ZM6 - - 351,982 $345,033 $345,033 0.01 $342,331
Connecticut Avenue Securities Trust 2023-R05 1B1 8.44728% 25-JUN-2043, 8.45%, 06/25/43 CAS 2023-R05 207942AC7 - - 312,000 $336,755 $336,755 0.01 $335,584
FHLMC 30yr Pool#SD1966 4.000% 01-Nov-2052, 4.00%, 11/01/52 FR 3132DPFF0 - - 325,132 $317,011 $317,011 0.00 $313,610
FNMA 30yr Pool#BV7632 4.500% 01-Apr-2052, 4.50%, 04/01/52 FN 3140MMPS1 - - 310,608 $308,734 $308,734 0.00 $306,704
FNMA 30yr Pool#AR9225 3.000% 01-Mar-2043, 3.00%, 03/01/43 FN 3138W7HB3 - - 315,927 $298,731 $298,731 0.00 $292,464
FHLMC 30yr Pool#ZN6461 4.000% 01-May-2049, 4.00%, 05/01/49 FR 3131YDFA7 - - 301,479 $294,519 $294,519 0.00 $292,266
FHLMC 30yr Pool#ZT0391 4.000% 01-Nov-2047, 4.00%, 11/01/47 FR 3132ACNG1 - - 297,356 $293,038 $293,038 0.00 $290,790
FHLMC 30yr Pool#QA5150 4.500% 01-Dec-2049, 4.50%, 12/01/49 FR 31346YWK5 - - 264,936 $292,935 $292,935 0.00 $263,818
FNMA 30yr Pool#FS2548 4.000% 01-Mar-2051, 4.00%, 03/01/51 FN 3140XHZN0 - - 294,468 $289,819 $289,819 0.00 $286,392
FNMA 30yr Pool#FS2238 4.000% 01-Mar-2051, 4.00%, 03/01/51 FN 3140XHPY7 - - 285,811 $280,967 $280,967 0.00 $277,743
FNMA 30yr Pool#AS8649 3.000% 01-Jan-2047, 3.00%, 01/01/47 FN 3138WJTF5 - - 302,201 $278,107 $278,107 0.00 $276,050
FNMA 30yr Pool#BN3899 4.000% 01-Dec-2048, 4.00%, 12/01/48 FN 3140JLKM5 - - 265,157 $259,730 $259,730 0.00 $257,673
FHLMC 30yr Pool#QA1615 3.500% 01-Aug-2049, 3.50%, 08/01/49 FR 31334XYL7 - - 268,567 $253,236 $253,236 0.00 $251,573
FHLMC 30yr Pool#ZN4240 4.500% 01-Dec-2048, 4.50%, 12/01/48 FR 3131YAV98 - - 247,277 $249,025 $249,025 0.00 $247,089
Fannie Mae REMIC Trust 2017-9 VL 3.0% 25-JUL-2028, 3.00%, 07/25/28 FNR 2017-9 3136AVYH6 - - 231,558 $238,759 $238,759 0.00 $229,860
Fannie Mae REMIC Trust 2012-126 SY 0.01133% 25-NOV-2042, 0.19%, 11/25/42 FNR 2012-126 3136A9ZR2 - - 473,554 $234,096 $234,096 0.00 $234,056
FNMA 30yr Pool#BW0081 4.500% 01-Apr-2052, 4.50%, 04/01/52 FN 3140MRCT2 - - 228,615 $227,190 $227,190 0.00 $225,721
FNMA 30yr Pool#MA3908 4.500% 01-Jan-2050, 4.50%, 01/01/50 FN 31418DKW1 - - 225,542 $227,131 $227,131 0.00 $224,589
FNMA 30yr Pool#MA3687 4.000% 01-Jun-2049, 4.00%, 06/01/49 FN 31418DCZ3 - - 228,447 $224,299 $224,299 0.00 $222,182
FNMA 30yr Pool#MA1327 3.000% 01-Jan-2043, 3.00%, 01/01/43 FN 31418APM4 - - 233,735 $221,245 $221,245 0.00 $217,257
FNMA 30yr Pool#BE3616 4.000% 01-May-2047, 4.00%, 05/01/47 FN 3140FPAS8 - - 220,089 $220,320 $220,320 0.00 $215,447
FHLMC 15yr Pool#SB0040 2.500% 01-Dec-2033, 2.50%, 12/01/33 FR 3132CWBH6 - - 216,365 $215,569 $215,569 0.00 $209,806
FNMA 30yr Pool#BO9819 4.500% 01-Dec-2049, 4.50%, 12/01/49 FN 3140K54D6 - - 208,242 $208,896 $208,896 0.00 $207,362
GNMA II 30yr Pool#MA5192 4.000% 20-May-2048, 4.00%, 05/20/48 G2 36179TXV2 - - 211,039 $206,765 $206,765 0.00 $204,252
FHLMC 30yr Pool#RA1088 4.500% 01-Jul-2049, 4.50%, 07/01/49 FR 3133KGF52 - - 202,438 $202,990 $202,990 0.00 $201,583
FNMA 30yr Pool#AB6280 3.000% 01-Sep-2042, 3.00%, 09/01/42 FN 31417C6S9 - - 189,672 $178,002 $178,002 0.00 $176,301
FNMA 30yr Pool#BO2983 3.000% 01-Sep-2049, 3.00%, 09/01/49 FN 3140JXJ58 - - 189,060 $173,944 $173,944 0.00 $172,694
FHLMC 30yr Pool#SD8040 4.500% 01-Jan-2050, 4.50%, 01/01/50 FR 3132DV4Z5 - - 171,414 $171,893 $171,893 0.00 $170,690
FNMA 30yr Pool#CA4185 4.500% 01-Sep-2049, 4.50%, 09/01/49 FN 3140QBUK2 - - 171,003 $171,093 $171,093 0.00 $169,883
FNMA 30yr Pool#CA4035 4.500% 01-Aug-2049, 4.50%, 08/01/49 FN 3140QBPV4 - - 162,411 $162,858 $162,858 0.00 $161,726
FNMA 30yr Pool#BV7132 4.500% 01-Apr-2052, 4.50%, 04/01/52 FN 3140ML4S6 - - 160,920 $159,923 $159,923 0.00 $158,882
FHLMC 30yr Pool#ZA7158 4.500% 01-Jun-2049, 4.50%, 06/01/49 FR 31329Q5T4 - - 155,731 $156,507 $156,507 0.00 $155,248
FHLMC 30yr Pool#ZT1320 4.000% 01-Nov-2048, 4.00%, 11/01/48 FR 3132ADPD4 - - 157,322 $154,730 $154,730 0.00 $152,881
FNMA 30yr Pool#AB7563 3.000% 01-Jan-2043, 3.00%, 01/01/43 FN 31417EMM0 - - 161,454 $151,731 $151,731 0.00 $150,368
FNMA 30yr Pool#FS2546 4.000% 01-Mar-2051, 4.00%, 03/01/51 FN 3140XHZL4 - - 151,666 $148,718 $148,718 0.00 $147,385
FNMA 30yr Pool#BW0072 4.500% 01-Apr-2052, 4.50%, 04/01/52 FN 3140MRCJ4 - - 135,710 $134,872 $134,872 0.00 $133,992
FNMA 30yr Pool#MA1229 3.000% 01-Oct-2042, 3.00%, 10/01/42 FN 31418ALK2 - - 141,443 $132,937 $132,937 0.00 $131,732
GNMA II 30yr Pool#MA5753 4.000% 20-Feb-2049, 4.00%, 02/20/49 G2 36179UMA7 - - 136,287 $129,212 $129,212 0.00 $128,293
FNMA 30yr Pool#BV7131 4.500% 01-Apr-2052, 4.50%, 04/01/52 FN 3140ML4R8 - - 128,465 $127,672 $127,672 0.00 $126,840
GNMA II 30yr Pool#BF6874 4.500% 20-Jul-2048, 4.50%, 07/20/48 G2 3617GDT77 - - 125,745 $125,547 $125,547 0.00 $124,596
GNMA II 30yr Pool#MA5866 4.000% 20-Apr-2049, 4.00%, 04/20/49 G2 36179UQT2 - - 131,336 $124,876 $124,876 0.00 $123,975
Connecticut Avenue Securities, Series 2021-R03 1M1 4.54728% 25-DEC-2041, 4.55%, 12/25/41 CAS 2021-R03 20754AAA1 - - 122,436 $122,694 $122,694 0.00 $122,446
FNMA 20yr Pool#AB9283 3.000% 01-Apr-2038, 3.00%, 04/01/38 FN 31417GJ56 - - 128,319 $120,341 $120,341 0.00 $119,056
GNMA II 30yr Pool#BK5879 4.500% 20-Nov-2048, 4.50%, 11/20/48 G2 3617J6Q80 - - 110,772 $110,896 $110,896 0.00 $110,126
FHLMC 30yr Pool#QE0318 4.500% 01-Mar-2052, 4.50%, 03/01/52 FR 3133B9K78 - - 107,708 $107,063 $107,063 0.00 $106,354
FNMA 30yr Pool#BM3282 3.500% 01-Dec-2047, 3.50%, 12/01/47 FN 3140J7UG8 - - 111,201 $106,998 $106,998 0.00 $105,665
FNMA 30yr Pool#CA3683 4.500% 01-Jun-2049, 4.50%, 06/01/49 FN 3140QBCV8 - - 105,508 $105,830 $105,830 0.00 $105,062
FHLMC 30yr Pool#ZT1633 4.000% 01-Mar-2047, 4.00%, 03/01/47 FR 3132ADY69 - - 105,218 $103,585 $103,585 0.00 $102,763
FNMA 30yr Pool#CA0108 3.500% 01-Aug-2047, 3.50%, 08/01/47 FN 3140Q7DN4 - - 103,161 $99,497 $99,497 0.00 $98,025
FHLMC 30yr Pool#ZM7577 4.500% 01-Aug-2048, 4.50%, 08/01/48 FR 3131Y2M21 - - 89,358 $89,713 $89,713 0.00 $89,074
Fannie Mae REMIC Trust 2013-130 FN 4.16176% 25-OCT-2042, 4.16%, 10/25/42 FNR 2013-130 3136AHG53 - - 88,091 $87,624 $87,624 0.00 $87,461
FHLMC 30yr Pool#ZM7926 5.000% 01-Sep-2048, 5.00%, 09/01/48 FR 3131Y2YX0 - - 77,204 $79,088 $79,088 0.00 $78,494
FHLMC 30yr Pool#QA2159 3.000% 01-Aug-2049, 3.00%, 08/01/49 FR 31334YMG9 - - 81,925 $73,656 $73,656 0.00 $73,136
FNMA 30yr Pool#MA1447 3.000% 01-May-2043, 3.00%, 05/01/43 FN 31418ATD0 - - 75,799 $70,964 $70,964 0.00 $70,169
Sequoia Mortgage Trust 2019-CH3 A19 4.0% 25-OCT-2049, 4.00%, 09/25/49 SEMT 2019-CH3 81748GBN0 - - 72,184 $67,799 $67,799 0.00 $67,478
FNMA 30yr Pool#AS8547 3.000% 01-Nov-2046, 3.00%, 11/01/46 FN 3138WJP93 - - 70,893 $65,095 $65,095 0.00 $64,647
FNMA 30yr Pool#BD2453 3.000% 01-Jan-2047, 3.00%, 01/01/47 FN 3140F9WP6 - - 65,276 $60,777 $60,777 0.00 $59,988
Fannie Mae REMIC Trust 2010-109 BS 11.93742% 25-OCT-2040, 13.25%, 10/25/40 FNR 2010-109 31398NTM6 - - 41,248 $57,968 $57,968 0.00 $57,421
Fannie Mae REMIC Trust 2006-20 GF 4.33867% 25-APR-2036, 4.16%, 04/25/36 FNR 2006-20 31395BU43 - - 52,708 $52,692 $52,692 0.00 $52,594
A&D Mortgage Trust 2026-NQM1 A1 4.912% 25-FEB-2070, 4.91%, 02/25/71 ADMT 2026-NQM1 00040DAC7 - - - $50,815 $50,815 0.00 $0
FHLMC 15yr Pool#ZK8962 3.000% 01-Sep-2032, 3.00%, 09/01/32 FR 3131XC5X1 - - 50,756 $50,667 $50,667 0.00 $49,601
FHLMC 15yr Pool#ZS7403 3.000% 01-May-2031, 3.00%, 05/01/31 FR 3132A8GL7 - - 45,583 $46,198 $46,198 0.00 $44,826
GS MTG-BKD TRUST 2025-CES2 A1, 5.18%, 09/25/55 GSMBS 2025-CES2 36273BAA7 - - - $43,504 $43,504 0.00 $0
FNMA 30yr Pool#BO1857 4.500% 01-Aug-2049, 4.50%, 08/01/49 FN 3140JWB33 - - 42,622 $42,734 $42,734 0.00 $42,442
FNMA 15yr Pool#BO5957 3.000% 01-Dec-2034, 3.00%, 12/01/34 FN 3140K1TP1 - - 42,668 $41,980 $41,980 0.00 $41,369
Freddie Mac Multiclass Certificates, Series 3721 FB 4.59833% 15-SEP-2040, 4.32%, 09/15/40 FHR 3721 3137GAD20 - - 40,818 $41,024 $41,024 0.00 $40,897
Freddie Mac Multiclass Certificates, Series 3380 FM 4.68833% 15-OCT-2037, 4.41%, 10/15/37 FHR 3380 31397KTJ0 - - 40,641 $40,839 $40,839 0.00 $40,709
Ginnie Mae REMIC Trust 2008-013 FB 4.34838% 20-FEB-2038, 4.29%, 02/20/38 GNR 2008-13 38375PNL1 - - 38,727 $38,900 $38,900 0.00 $38,802
FNMA 30yr Pool#BC0870 3.500% 01-Jan-2046, 3.50%, 01/01/46 FN 3140EU6G9 - - 36,295 $35,141 $35,141 0.00 $34,295
FNMA 15yr Pool#BO7717 3.000% 01-Nov-2034, 3.00%, 11/01/34 FN 3140K3SF0 - - 32,135 $31,696 $31,696 0.00 $31,229
FHLMC 15yr Pool#ZK9163 3.000% 01-Jan-2033, 3.00%, 01/01/33 FR 3131XDFC4 - - 29,988 $30,256 $30,256 0.00 $29,282
A&D MORTGAGE TRUST 2025 NQM1 0% 70, 5.12%, 12/25/70 ADMT 2025-NQM5 00250AAC8 - - - $29,455 $29,455 0.00 $0
Ginnie Mae REMIC Trust 2007-040 FG 4.16838% 20-JUL-2037, 4.11%, 07/20/37 GNR 2007-40 38375KZS4 - - 29,313 $29,173 $29,173 0.00 $29,102
Ginnie Mae REMIC Trust 2004-069 CF 4.24838% 20-JUL-2034, 4.19%, 07/20/34 GNR 2004-69 38374JAT3 - - 25,117 $25,183 $25,183 0.00 $25,121
Fannie Mae REMIC Trust 2013-2 QF 4.48867% 25-FEB-2043, 4.31%, 02/25/43 FNR 2013-2 3136AB4P5 - - 23,386 $23,455 $23,455 0.00 $23,410
Ginnie Mae REMIC Trust 2007-059 FA 4.34838% 20-OCT-2037, 4.29%, 10/20/37 GNR 2007-59 38375LPU8 - - 23,369 $23,404 $23,404 0.00 $23,345
FHLMC 30yr Pool#ZN2165 4.500% 01-Dec-2048, 4.50%, 12/01/48 FR 3131Y8MN2 - - 22,517 $22,724 $22,724 0.00 $22,558
Ginnie Mae REMIC Trust 2010-133 FD 4.22186% 16-OCT-2040, 4.22%, 10/16/40 GNR 2010-133 38377MHV1 - - 20,668 $20,734 $20,734 0.00 $20,674
Ginnie Mae REMIC Trust 2008-016 FC 4.34838% 20-FEB-2038, 4.29%, 02/20/38 GNR 2008-16 383742FU2 - - 18,814 $18,900 $18,900 0.00 $18,853
Ginnie Mae REMIC Trust 2007-037 FW 4.15838% 20-JUN-2037, 4.10%, 06/20/37 GNR 2007-37 38375KNR9 - - 18,702 $18,655 $18,655 0.00 $18,610
Ginnie Mae REMIC Trust 2005-065 FA 3.99838% 20-AUG-2035, 3.94%, 08/20/35 GNR 2005-65 38374LL25 - - 17,973 $17,853 $17,853 0.00 $17,812
Ginnie Mae REMIC Trust 2004-059 FP 4.09186% 16-AUG-2034, 4.09%, 08/16/34 GNR 2004-59 38374HYS3 - - 17,727 $17,736 $17,736 0.00 $17,685
Freddie Mac Multiclass Certificates, Series 2426 FL 4.74833% 15-MAR-2032, 4.47%, 03/15/32 FHR 2426 31339W7G5 - - 16,026 $16,132 $16,132 0.00 $16,081
Fannie Mae REMIC Trust 2002-53 FK 4.38867% 25-APR-2032, 4.21%, 04/25/32 FNR 2002-53 31392EHN3 - - 15,831 $15,833 $15,833 0.00 $15,803
FHLMC 30yr Pool#ZT0252 3.000% 01-Dec-2047, 3.00%, 12/01/47 FR 3132ACH52 - - 16,530 $15,325 $15,325 0.00 $15,191
Ginnie Mae REMIC Trust 2005-048 AF 4.04838% 20-JUN-2035, 3.99%, 06/20/35 GNR 2005-48 38374LHM6 - - 15,154 $15,094 $15,094 0.00 $15,059
Fannie Mae REMIC Trust 2005-83 KT 4.28867% 25-OCT-2035, 4.11%, 10/25/35 FNR 2005-83 31394FUL7 - - 13,650 $13,602 $13,602 0.00 $13,578
Fannie Mae REMIC Trust 2007-89 GF 4.50867% 25-SEP-2037, 4.33%, 09/25/37 FNR 2007-89 31396XPM0 - - 12,816 $12,877 $12,877 0.00 $12,851
Freddie Mac Multiclass Certificates, Series 2551 FD 4.49833% 15-JAN-2033, 4.22%, 01/15/33 FHR 2551 31393JAZ1 - - 11,561 $11,577 $11,577 0.00 $11,541
FHLMC 30yr Pool#ZM2269 3.000% 01-Dec-2046, 3.00%, 12/01/46 FR 3131XVQW8 - - 12,259 $11,342 $11,342 0.00 $11,257
Ginnie Mae REMIC Trust 2012-075 FP 4.14838% 20-JUL-2041, 4.09%, 07/20/41 GNR 2012-75 38378EZ55 - - 10,790 $10,841 $10,841 0.00 $10,815
Ginnie Mae REMIC Trust 2007-061 FA 4.34838% 20-OCT-2037, 4.29%, 10/20/37 GNR 2007-61 38375LLN8 - - 9,602 $9,617 $9,617 0.00 $9,593
GNMA II 30yr Pool#BK6072 5.000% 20-Jan-2049, 5.00%, 01/20/49 G2 3617J6W91 - - 8,929 $9,136 $9,136 0.00 $9,061
Freddie Mac Multiclass Certificates, Series 2410, excluding Group 6 FX 4.17183% 15-FEB-2032, 4.17%, 02/15/32 FHR 2410 31339NJN7 - - 8,951 $8,957 $8,957 0.00 $8,930
Fannie Mae REMIC Trust 2010-123 FL 4.41867% 25-NOV-2040, 4.24%, 11/25/40 FNR 2010-123 31398N2W3 - - 8,836 $8,847 $8,847 0.00 $8,830
FNMA 15yr Pool#AS8207 2.500% 01-Oct-2031, 2.50%, 10/01/31 FN 3138WJDM7 - - 8,619 $8,579 $8,579 0.00 $8,364
Freddie Mac Multiclass Certificates, Series 3028 FM 4.34833% 15-SEP-2035, 4.07%, 09/15/35 FHR 3028 31396AFB5 - - 7,855 $7,858 $7,858 0.00 $7,835
FNMA 15yr Pool#BM1036 2.500% 01-Feb-2032, 2.50%, 02/01/32 FN 3140J5EJ4 - - 7,636 $7,608 $7,608 0.00 $7,409
FNMA 15yr Pool#AS7643 2.500% 01-Aug-2031, 2.50%, 08/01/31 FN 3138WHP55 - - 7,632 $7,563 $7,563 0.00 $7,407
Fannie Mae REMIC Trust 2003-87 FG 4.48867% 25-SEP-2033, 4.31%, 09/25/33 FNR 2003-87 31393E4W6 - - 7,532 $7,559 $7,559 0.00 $7,545
Fannie Mae REMIC Trust 2012-100 FG 4.38867% 25-SEP-2042, 4.21%, 09/25/42 FNR 2012-100 3136A8QW3 - - 7,436 $7,420 $7,420 0.00 $7,406
Ginnie Mae REMIC Trust 2007-018 FD 4.14838% 20-APR-2037, 4.09%, 04/20/37 GNR 2007-18 38375JC86 - - 6,842 $6,820 $6,820 0.00 $6,803
Ginnie Mae REMIC Trust 2010-006 FG 4.39186% 16-JAN-2040, 4.39%, 01/16/40 GNR 2010-6 38376TSC7 - - 6,638 $6,697 $6,697 0.00 $6,676
Fannie Mae REMIC Trust 2002-16 VF 4.53867% 25-APR-2032, 4.36%, 04/25/32 FNR 2002-16 31392CWW0 - - 6,629 $6,653 $6,653 0.00 $6,640
FHLMC 15yr Pool#ZK8405 2.500% 01-Dec-2031, 2.50%, 01/22/31 FR 3131XCKS5 - - 6,546 $6,502 $6,502 0.00 $6,343
Freddie Mac Multiclass Certificates, Series 3738 FD 4.39833% 15-AUG-2040, 4.12%, 08/15/40 FHR 3738 3137GAYQ4 - - 5,712 $5,727 $5,727 0.00 $5,710
Fannie Mae REMIC Trust 2010-95 FB 4.38867% 25-SEP-2040, 4.21%, 09/25/40 FNR 2010-95 31398NEX8 - - 5,674 $5,681 $5,681 0.00 $5,671
FNMA 30yr Pool#MA3694 4.500% 01-Jul-2049, 4.50%, 07/01/49 FN 31418DC83 - - 4,349 $4,397 $4,397 0.00 $4,331
FHLMC 30yr Pool#ZN0650 3.000% 01-Mar-2043, 3.00%, 03/01/43 FR 3131Y6WK1 - - 1,621 $1,533 $1,533 0.00 $1,501
Ginnie Mae REMIC Trust 1999-27 FE 4.19186% 16-AUG-2029, 4.19%, 08/16/29 GNR 1999-27 3837H2WA3 - - 1,447 $1,452 $1,452 0.00 $1,446
Freddie Mac Multiclass Certificates, Series 2469 FE 4.59833% 15-JUL-2032, 4.32%, 07/15/32 FHR 2469 31392RC58 - - 1,330 $1,333 $1,333 0.00 $1,329
Ginnie Mae REMIC Trust 2010-125 VF 4.19838% 20-JUN-2040, 4.14%, 06/20/40 GNR 2010-125 38377JYJ6 - - 338.00 $338 $338 0.00 $337
US 10YR NOTE (CBT)Mar26 MAR 26 TYH6 FUTURES_USD - -1,625 $-182,837,891 $0 0.00 $0
US 10yr Ultra Fut Mar26 MAR 26 UXYH6 FUTURES_USD - -1,920 $-220,920,000 $0 0.00 $0
US ULTRA BOND CBT Mar26 MAR 26 WNH6 FUTURES_USD - -312.00 $-37,147,500 $0 0.00 $0
US 5YR NOTE (CBT) Mar26 MAR 26 FVH6 FUTURES_USD - 4,215 $460,818,047 $0 0.00 $0
GNMA II TBA 30yr 4.5% February Delivery, 4.50%, 02/19/26 G2SF 21H042620 - - -7,678,000 $-7,535,274 $-7,535,274 -0.11 $-7,535,274
GNMA II TBA 30yr 4% February Delivery, 4.00%, 02/19/26 G2SF 21H040624 - - -10,452,000 $-9,934,647 $-9,934,647 -0.15 $-9,934,647
GNMA II TBA 30yr 3.5% February Delivery, 3.50%, 02/19/26 G2SF 21H032621 - - -12,460,000 $-11,460,185 $-11,460,185 -0.17 $-11,460,185
GNMA II TBA 30yr 3% February Delivery, 3.00%, 02/19/26 G2SF 21H030625 - - -16,581,000 $-15,006,236 $-15,006,236 -0.23 $-15,006,236
GNMA II TBA 30yr 5.5% February Delivery, 5.50%, 02/19/26 G2SF 21H052629 - - -14,985,000 $-15,177,557 $-15,177,557 -0.23 $-15,177,557
GNMA II TBA 30yr 5% February Delivery, 5.00%, 02/19/26 G2SF 21H050623 - - -33,512,000 $-33,583,716 $-33,583,716 -0.51 $-33,583,716
GNMA II TBA 30yr 2.5% February Delivery, 2.50%, 02/19/26 G2SF 21H022622 - - -44,240,000 $-38,515,123 $-38,515,123 -0.58 $-38,515,123
UMBS TBA 30yr 4.5% March Delivery, 4.50%, 03/12/26 FNCL 01F042632 - - -354,858,314 $-348,539,707 $-348,539,707 -5.25 $-348,539,707
UMBS TBA 30yr 5% March Delivery, 5.00%, 03/12/26 FNCL 01F050635 - - -414,049,840 $-414,397,642 $-414,397,642 -6.24 $-414,397,642
UMBS TBA 30yr 4% March Delivery, 4.00%, 03/12/26 FNCL 01F040636 - - -543,048,893 $-520,625,861 $-520,625,861 -7.84 $-520,625,861
UMBS TBA 30yr 5.5% March Delivery, 5.50%, 03/12/26 FNCL 01F052631 - - -522,951,479 $-530,377,390 $-530,377,390 -7.99 $-530,377,390
SEGREGATED CASH SEGCASH - $0.00 11,195,767 $11,195,767 $11,195,767 0.17 $11,195,767
ALMSUM ALMSUM - $0.00 - $0 $0 0.00 $0
US DOLLARS USD MD_142224 - - -2,364,488,426 $-2,364,488,426 $-2,364,488,426 -35.61 $-2,364,488,426
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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