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Mortgage-Backed Securities ETF Holdings

Full Portfolio Holdings

(As of 04/08/2026)

Ticker Cusip Underlying Security Strike Price Quantity (Shares/ Par/ Units/ Contracts) Notional Value Market Value Weight % Current Market Value
UMBS TBA 30yr 2.5% May Delivery, 2.50%, 05/13/26 FNCL 01F022659 - 1,560,339,894 $1,318,952,192 $1,318,952,192 19.93 $1,318,952,192
GNMA II TBA 30yr 2.5% April Delivery, 2.50%, 04/21/26 G2SF 21H022648 - 727,391,414 $628,085,029 $628,085,029 9.50 $628,085,029
GNMA II TBA 30yr 5% April Delivery, 5.00%, 04/21/26 G2SF 21H050649 - 394,649,194 $392,796,316 $392,796,316 5.94 $392,796,316
UMBS TBA 30yr 2% May Delivery, 2.00%, 05/13/26 FNCL 01F020653 - 360,986,255 $291,822,011 $291,822,011 4.42 $291,822,011
UMBS TBA 30yr 6% May Delivery, 6.00%, 05/13/26 FNCL 01F060659 - 279,770,985 $285,654,569 $285,654,569 4.33 $285,654,569
UMBS TBA 30yr 3% May Delivery, 3.00%, 05/13/26 FNCL 01F030652 - 303,281,354 $267,833,526 $267,833,526 4.06 $267,833,526
UMBS TBA 30yr 5.5% May Delivery, 5.50%, 05/13/26 FNCL 01F052656 - 177,900,000 $179,209,344 $179,209,344 2.72 $179,209,344
GNMA II TBA 30yr 5.5% April Delivery, 5.50%, 04/21/26 G2SF 21H052645 - 168,601,000 $170,155,501 $170,155,501 2.58 $170,155,501
GNMA II TBA 30yr 3% April Delivery, 3.00%, 04/21/26 G2SF 21H030641 - 182,289,962 $163,456,492 $163,456,492 2.48 $163,456,492
UMBS TBA 30yr 3.5% May Delivery, 3.50%, 05/13/26 FNCL 01F032658 - 155,843,000 $143,316,184 $143,316,184 2.17 $143,316,184
FNMA 30yr Pool#CB9787 5.000% 01-Jan-2055, 5.00%, 01/01/55 FN 3140QV2V5 - 129,734,424 $130,794,341 $130,794,341 1.99 $129,691,326
GNMA II TBA 30yr 3.5% May Delivery, 3.50%, 05/20/26 G2SF 21H032654 - 136,959,377 $125,454,789 $125,454,789 1.90 $125,454,789
FHLMC 30yr Pool#SL3350 6.000% 01-Nov-2055, 6.00%, 11/01/55 FR 31427QWL2 - 112,176,234 $119,439,288 $119,439,288 1.80 $115,761,488
FNMA 30yr Pool#FA2754 4.500% 01-Jan-2049, 4.50%, 01/01/49 FN 3140W3BY4 - 114,446,306 $113,499,895 $113,499,895 1.71 $112,356,360
GNMA II TBA 30yr 4.5% April Delivery, 4.50%, 04/21/26 G2SF 21H042646 - 115,940,488 $112,571,605 $112,571,605 1.70 $112,571,605
FHLMC 30yr Pool#SL3899 5.000% 01-Jan-2056, 5.00%, 01/01/56 FR 31427RKM1 - 110,329,379 $111,079,116 $111,079,116 1.68 $110,292,728
FNMA 30yr Pool#FS1133 4.000% 01-Oct-2051, 4.00%, 10/01/51 FN 3140XGHK8 - 108,981,455 $105,699,034 $105,699,034 1.60 $104,260,764
FNMA 30yr Pool#FM7460 4.000% 01-Mar-2051, 4.00%, 03/01/51 FN 3140XBJE1 - 103,098,688 $100,083,700 $100,083,700 1.51 $98,632,818
GNMA II TBA 30yr 4% April Delivery, 4.00%, 04/21/26 G2SF 21H040640 - 105,718,688 $99,501,478 $99,501,478 1.50 $99,501,478
UMBS TBA 30yr 6.5% May Delivery, 6.50%, 05/13/26 FNCL 01F062655 - 87,285,000 $90,399,329 $90,399,329 1.37 $90,399,329
FNMA 30yr Pool#FA4553 5.000% 01-Feb-2056, 5.00%, 02/01/56 FN 3140W5BX1 - 87,263,716 $88,507,607 $88,507,607 1.34 $87,536,203
FNMA 30yr Pool#FA3025 5.500% 01-Sep-2055, 5.50%, 09/01/55 FN 3140W3LF4 - 84,040,163 $87,109,465 $87,109,465 1.32 $86,388,775
FNMA 30yr Pool#FA3182 6.000% 01-Oct-2055, 6.00%, 10/01/55 FN 3140W3RC5 - 78,220,259 $86,034,554 $86,034,554 1.30 $80,636,915
GNMA II TBA 30yr 3.5% April Delivery, 3.50%, 04/21/26 G2SF 21H032647 - 89,397,588 $82,164,966 $82,164,966 1.24 $82,164,966
FHLMC 30yr Pool#SL2464 4.500% 01-Dec-2048, 4.50%, 12/01/48 FR 31427PW26 - 80,313,145 $80,176,739 $80,176,739 1.21 $78,846,517
FNMA 30yr Pool#FA3036 5.500% 01-Oct-2055, 5.50%, 10/01/55 FN 3140W3LS6 - 73,501,363 $77,060,418 $77,060,418 1.16 $75,402,487
FHLMC 30yr Pool#RJ4363 5.500% 01-Jun-2055, 5.50%, 06/01/55 FR 3142GUZ55 - 73,481,202 $76,385,609 $76,385,609 1.15 $75,381,804
FHLMC 30yr Pool#SD1046 4.000% 01-Jul-2052, 4.00%, 07/01/52 FR 3132DNET6 - 78,705,202 $76,019,405 $76,019,405 1.15 $75,285,911
FNMA 30yr Pool#FA3037 5.500% 01-Oct-2055, 5.50%, 10/01/55 FN 3140W3LT4 - 67,151,221 $69,689,397 $69,689,397 1.05 $68,723,645
FNMA 30yr Pool#FA0574 5.500% 01-Jan-2055, 5.50%, 01/01/55 FN 3140W0T88 - 65,681,887 $68,884,632 $68,884,632 1.04 $67,325,475
FNMA 30yr Pool#FS8993 6.000% 01-Jul-2054, 6.00%, 07/01/54 FN 3140XQ7F8 - 61,715,621 $65,334,833 $65,334,833 0.99 $63,535,058
FNMA 30yr Pool#FA0573 5.000% 01-Jan-2055, 5.00%, 01/01/55 FN 3140W0T70 - 60,013,273 $61,113,629 $61,113,629 0.92 $60,200,669
FNMA 30yr Pool#FA4270 5.000% 01-Dec-2055, 5.00%, 12/01/55 FN 3140W4W86 - 58,737,402 $59,591,993 $59,591,993 0.90 $58,882,933
FHLMC 30yr Pool#SL1188 5.500% 01-Apr-2055, 5.50%, 04/01/55 FR 31427NKA6 - 55,471,451 $57,848,353 $57,848,353 0.87 $56,729,885
FNMA 30yr Pool#FA5046 5.000% 01-Mar-2056, 5.00%, 03/01/56 FN 3140W5TC8 - 57,175,811 $57,637,307 $57,637,307 0.87 $57,250,070
FNMA 30yr Pool#FA4000 5.000% 01-Jun-2055, 5.00%, 06/01/55 FN 3140W4NS2 - 54,931,183 $55,720,587 $55,720,587 0.84 $55,102,709
FHLMC 30yr Pool#SL2435 6.500% 01-Feb-2055, 6.50%, 02/01/55 FR 31427PV50 - 50,569,973 $54,095,372 $54,095,372 0.82 $52,757,725
FNMA 30yr Pool#CB9654 5.000% 01-Dec-2054, 5.00%, 12/01/54 FN 3140QVWQ3 - 50,589,075 $50,915,977 $50,915,977 0.77 $50,572,270
FNMA 30yr Pool#FA2246 5.500% 01-Jul-2055, 5.50%, 07/01/55 FN 3140W2P88 - 48,961,579 $50,812,362 $50,812,362 0.77 $50,108,072
FNMA 30yr Pool#FA3827 5.000% 01-Dec-2055, 5.00%, 12/01/55 FN 3140W4HD2 - 50,022,412 $50,218,184 $50,218,184 0.76 $49,642,970
FHLMC 30yr Pool#SL0239 5.000% 01-Jan-2055, 5.00%, 01/01/55 FR 31427MHR5 - 49,021,026 $49,806,609 $49,806,609 0.75 $49,004,741
FNMA 30yr Pool#FA3128 5.500% 01-Oct-2055, 5.50%, 10/01/55 FN 3140W3PN3 - 46,764,244 $48,413,427 $48,413,427 0.73 $48,089,371
FNMA 30yr Pool#CC2018 5.500% 01-Feb-2056, 5.50%, 02/01/56 FN 3140Y8G42 - 46,489,359 $47,927,775 $47,927,775 0.72 $47,577,961
FNMA 30yr Pool#FA4155 5.000% 01-Jan-2056, 5.00%, 01/01/56 FN 3140W4TM9 - 45,965,504 $46,587,448 $46,587,448 0.70 $46,109,035
FNMA 30yr Pool#FA3572 5.000% 01-Nov-2055, 5.00%, 11/01/55 FN 3140W36J3 - 45,797,854 $46,426,569 $46,426,569 0.70 $45,940,861
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA2 M2 7.4119% 25-FEB-2042, 7.41%, 02/25/42 STACR 2022-DNA2 35564KRN1 - 45,174,272 $46,261,423 $46,261,423 0.70 $46,121,911
FNMA 30yr Pool#FA4202 5.000% 01-Jan-2056, 5.00%, 01/01/56 FN 3140W4U47 - 44,591,772 $45,128,053 $45,128,053 0.68 $44,702,255
FHLMC 30yr Pool#SD7343 5.500% 01-Jan-2055, 5.50%, 01/01/55 FR 3132DVEQ4 - 43,387,236 $44,688,033 $44,688,033 0.68 $44,371,526
FHLMC 30yr Pool#SL4015 5.500% 01-Jan-2056, 5.50%, 01/01/56 FR 31427RN97 - 42,571,955 $43,588,586 $43,588,586 0.66 $43,296,039
FNMA 30yr Pool#CC1926 5.000% 01-Feb-2056, 5.00%, 02/01/56 FN 3140Y8D86 - 42,177,986 $42,688,871 $42,688,871 0.64 $42,352,517
FNMA 30yr Pool#FA3435 5.000% 01-Nov-2055, 5.00%, 11/01/55 FN 3140W3Y94 - 41,923,456 $42,614,711 $42,614,711 0.64 $42,054,364
FNMA 30yr Pool#FS9779 5.500% 01-Nov-2054, 5.50%, 11/01/54 FN 3140XR2M6 - 41,091,370 $42,334,369 $42,334,369 0.64 $41,898,876
FNMA 40yr Pool#BF0646 2.500% 01-Jun-2062, 2.50%, 06/01/62 FN 3140FXWG3 - 47,268,801 $40,221,233 $40,221,233 0.61 $39,558,546
FNMA 30yr Pool#FS8881 4.500% 01-Sep-2053, 4.50%, 09/01/53 FN 3140XQ2P1 - 39,036,622 $38,904,637 $38,904,637 0.59 $38,360,771
FHLMC 30yr Pool#ZT2413 4.000% 01-Feb-2041, 4.00%, 02/01/41 FR 3132AEVE3 - 38,969,669 $38,744,678 $38,744,678 0.59 $38,177,680
FHLMC 30yr Pool#SL0046 6.000% 01-Jan-2055, 6.00%, 01/01/55 FR 31427MBQ3 - 35,813,262 $37,858,556 $37,858,556 0.57 $36,869,071
New Residential Mortgage LLC 6.545% 25-MAR-2032, 6.54%, 03/25/32 NZES 2025-FHT 64832EAA7 - 36,572,373 $36,853,219 $36,853,219 0.56 $36,760,132
FHLMC 30yr Pool#SI2101 4.000% 01-Sep-2048, 4.00%, 09/01/48 FR 3133USKN0 - 37,825,890 $36,716,543 $36,716,543 0.55 $36,236,366
FHLMC 30yr Pool#SL0938 4.000% 01-Jul-2050, 4.00%, 07/01/50 FR 31427NBG3 - 36,851,593 $36,383,498 $36,383,498 0.55 $35,877,015
FNMA 40yr Pool#BF0598 2.500% 01-Mar-2062, 2.50%, 03/01/62 FN 3140FXUY6 - 42,986,449 $36,312,896 $36,312,896 0.55 $35,978,067
FNMA 30yr Pool#FA1951 6.000% 01-Jun-2055, 6.00%, 06/01/55 FN 3140W2EZ0 - 33,774,281 $35,984,471 $35,984,471 0.54 $34,775,863
FHLMC 30yr Pool#SL4452 5.000% 01-Mar-2056, 5.00%, 03/01/56 FR 31427R5N6 - 35,278,856 $35,827,075 $35,827,075 0.54 $35,389,017
FNMA 30yr Pool#FA0576 5.500% 01-Jan-2055, 5.50%, 01/01/55 FN 3140W0UA1 - 33,797,956 $35,277,765 $35,277,765 0.53 $34,608,456
FNMA 30yr Pool#CC2016 5.500% 01-Feb-2056, 5.50%, 02/01/56 FN 3140Y8G26 - 33,875,645 $35,016,361 $35,016,361 0.53 $34,751,844
FHLMC 30yr Pool#SL1632 4.000% 01-Nov-2053, 4.00%, 11/01/53 FR 31427NY60 - 36,174,913 $34,991,076 $34,991,076 0.53 $34,597,671
FNMA 30yr Pool#FA1557 6.000% 01-May-2055, 6.00%, 05/01/55 FN 3140W1WT6 - 31,802,245 $33,578,856 $33,578,856 0.51 $32,739,806
FNMA 30yr Pool#FA3191 5.500% 01-Oct-2055, 5.50%, 10/01/55 FN 3140W3RM3 - 31,391,371 $32,914,681 $32,914,681 0.50 $32,126,437
FNMA 30yr Pool#FA3105 6.000% 01-May-2055, 6.00%, 05/01/55 FN 3140W3NX3 - 29,781,203 $31,858,138 $31,858,138 0.48 $30,672,898
FNMA 30yr Pool#FA4849 5.000% 01-Feb-2056, 5.00%, 02/01/56 FN 3140W5L77 - 31,281,076 $31,743,202 $31,743,202 0.48 $31,373,415
FNMA 30yr Pool#FA3682 5.500% 01-Feb-2055, 5.50%, 02/01/55 FN 3140W4CU9 - 30,553,700 $31,736,137 $31,736,137 0.48 $31,293,462
FNMA 30yr Pool#FA0603 4.500% 01-Sep-2051, 4.50%, 09/01/51 FN 3140W0U52 - 31,203,201 $31,285,746 $31,285,746 0.47 $30,779,238
FNMA 30yr Pool#FA1560 5.500% 01-Apr-2055, 5.50%, 04/01/55 FN 3140W1WW9 - 29,517,065 $30,520,777 $30,520,777 0.46 $30,286,777
FHLMC 30yr Pool#TA2617 5.000% 01-Jan-2056, 5.00%, 01/01/56 FR 3142JQ4B2 - 29,966,021 $29,935,706 $29,935,706 0.45 $29,738,715
FNMA 40yr Pool#BF0698 3.500% 01-Dec-2062, 3.50%, 12/01/62 FN 3140FXX49 - 32,105,512 $29,878,172 $29,878,172 0.45 $29,290,008
FHLMC 30yr Pool#SL0238 5.000% 01-May-2054, 5.00%, 05/01/54 FR 31427MHQ7 - 29,505,864 $29,794,184 $29,794,184 0.45 $29,496,062
FHLMC 30yr Pool#SL2558 6.000% 01-Aug-2055, 6.00%, 08/01/55 FR 31427PZY3 - 28,342,772 $29,722,088 $29,722,088 0.45 $29,198,369
FNMA 30yr Pool#CC1930 5.000% 01-Feb-2056, 5.00%, 02/01/56 FN 3140Y8EC6 - 29,371,473 $29,662,031 $29,662,031 0.45 $29,444,245
Structured Agency Credit Risk (STACR) Debt Notes, Series 2022-HQA1 M2 8.9119% 25-MAR-2042, 8.91%, 03/25/42 STACR 2022-HQA1 35564KTJ8 - 28,504,473 $29,624,208 $29,624,208 0.45 $29,518,363
FNMA 30yr Pool#FA4117 4.500% 01-Sep-2051, 4.50%, 09/01/51 FN 3140W4SF5 - 28,833,970 $28,914,482 $28,914,482 0.44 $28,530,012
FHLMC 30yr Pool#SL1291 4.000% 01-Nov-2054, 4.00%, 11/01/54 FR 31427NNH8 - 29,643,216 $28,651,024 $28,651,024 0.43 $28,350,759
FNMA 30yr Pool#FS8335 4.500% 01-Jan-2051, 4.50%, 01/01/51 FN 3140XQHM2 - 28,522,678 $28,444,864 $28,444,864 0.43 $28,135,136
FNMA 30yr Pool#FA1798 4.000% 01-Aug-2052, 4.00%, 08/01/52 FN 3140W17L1 - 28,332,454 $27,581,023 $27,581,023 0.42 $27,103,783
FNMA 30yr Pool#FS9788 5.500% 01-Nov-2054, 5.50%, 11/01/54 FN 3140XR2W4 - 26,126,726 $27,139,424 $27,139,424 0.41 $26,532,041
FNMA 30yr Pool#FS8681 4.500% 01-Oct-2050, 4.50%, 10/01/50 FN 3140XQUF2 - 27,011,785 $27,011,368 $27,011,368 0.41 $26,644,772
FHLMC 30yr Pool#SD1143 4.500% 01-Sep-2050, 4.50%, 09/01/50 FR 3132DNHU0 - 25,390,499 $25,485,765 $25,485,765 0.38 $25,045,514
NRM MSR-Collateralized Notes, Series 2024-FNT1 A 7.398% 25-NOV-2029, 7.40%, 11/25/31 NZES 2024-FNT1 62956YAA7 - 24,941,325 $25,178,744 $25,178,744 0.38 $25,106,988
FNMA 30yr Pool#FA3714 5.000% 01-Nov-2055, 5.00%, 11/01/55 FN 3140W4DU8 - 24,326,478 $24,732,214 $24,732,214 0.37 $24,414,130
FHLMC 30yr Pool#SD3271 5.500% 01-Jun-2053, 5.50%, 06/01/53 FR 3132DQT48 - 23,368,609 $24,712,800 $24,712,800 0.37 $23,999,574
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-HQA3 M2 5.7619% 25-SEP-2041, 5.76%, 09/25/41 STACR 2021-HQA3 35564KJP5 - 23,964,288 $24,113,180 $24,113,180 0.36 $24,055,647
FNMA 30yr Pool#FS9239 4.500% 01-Jan-2051, 4.50%, 01/01/51 FN 3140XRHR9 - 23,292,550 $23,293,576 $23,293,576 0.35 $22,976,071
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2025-HQA1 M2 5.3119% 25-FEB-2045, 5.31%, 02/25/45 STACR 2025-HQA1 35564NHA4 - 23,060,148 $23,074,846 $23,074,846 0.35 $23,023,807
FNMA 30yr Pool#FA4386 5.500% 01-Jan-2056, 5.50%, 01/01/56 FN 3140W42U0 - 21,515,354 $22,304,289 $22,304,289 0.34 $22,087,909
FHLMC 30yr Pool#TA4415 5.000% 01-Jan-2056, 5.00%, 01/01/56 FR 3142JS3Z6 - 22,310,852 $22,285,949 $22,285,949 0.34 $22,141,615
FNMA 30yr Pool#CC1195 5.000% 01-Oct-2055, 5.00%, 10/01/55 FN 3140Y7KH0 - 21,480,311 $21,708,086 $21,708,086 0.33 $21,547,384
FNMA 30yr Pool#FM7840 4.000% 01-Apr-2050, 4.00%, 04/01/50 FN 3140XBWA4 - 22,385,393 $21,610,690 $21,610,690 0.33 $21,415,737
PRET 2025-RPL3 Trust A1 4.15% 25-APR-2065, 4.15%, 04/25/65 PRET 2025-RPL3 69382RAA1 - 21,960,330 $21,584,542 $21,584,542 0.33 $21,488,344
Connecticut Avenue Securities Trust 2022-R02 2M2 6.6619% 25-JAN-2042, 6.66%, 01/25/42 CAS 2022-R02 20754BAB7 - 21,005,945 $21,296,006 $21,296,006 0.32 $21,237,698
FHLMC 30yr Pool#SD5061 5.500% 01-Mar-2054, 5.50%, 03/01/54 FR 3132DSTS1 - 20,284,372 $21,244,783 $21,244,783 0.32 $20,815,086
FNMA 30yr Pool#FA1129 6.500% 01-Jun-2054, 6.50%, 06/01/54 FN 3140W1HF3 - 19,306,269 $21,160,765 $21,160,765 0.32 $20,141,494
FNMA 30yr Pool#FS4781 4.000% 01-Oct-2051, 4.00%, 10/01/51 FN 3140XLJ33 - 21,751,578 $21,080,161 $21,080,161 0.32 $20,809,376
FNMA 30yr Pool#FS7225 4.000% 01-Aug-2051, 4.00%, 08/01/51 FN 3140XPA33 - 21,672,315 $20,980,985 $20,980,985 0.32 $20,761,599
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-DNA6 B2 11.1619% 25-OCT-2041, 11.16%, 10/25/41 STACR 2021-DNA6 35564KLV9 - 19,937,000 $20,796,542 $20,796,542 0.31 $20,507,686
FNMA 30yr Pool#FA1128 6.500% 01-Aug-2054, 6.50%, 08/01/54 FN 3140W1HE6 - 19,707,087 $20,793,041 $20,793,041 0.31 $20,518,305
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA5 M2 10.4119% 25-JUN-2042, 10.41%, 06/25/42 STACR 2022-DNA5 35564KYW3 - 19,321,656 $20,660,894 $20,660,894 0.31 $20,577,071
RCKT Mortgage Trust 2026-CES2 A3 5.255% 25-FEB-2056, 5.25%, 02/25/56 RCKT 2026-CES2 74940EAD9 - 20,600,000 $20,334,694 $20,334,694 0.31 $20,220,427
FNMA 30yr Pool#CB7112 5.500% 01-Sep-2053, 5.50%, 09/01/53 FN 3140QS3W9 - 19,394,832 $20,243,097 $20,243,097 0.31 $19,899,464
FNMA 40yr Pool#BF0226 3.500% 01-Jan-2058, 3.50%, 01/01/58 FN 3140FXHC9 - 21,403,472 $20,120,285 $20,120,285 0.30 $19,864,234
FHLMC 30yr Pool#SD6989 5.500% 01-Nov-2054, 5.50%, 11/01/54 FR 3132DUXS1 - 19,392,331 $20,061,521 $20,061,521 0.30 $19,693,173
FNMA 40yr Pool#BF0713 4.000% 01-Mar-2063, 4.00%, 03/01/63 FN 3140FXYK2 - 20,076,885 $19,942,383 $19,942,383 0.30 $19,096,254
FNMA 30yr Pool#FS6382 4.000% 01-Aug-2051, 4.00%, 08/01/51 FN 3140XNCU6 - 20,443,882 $19,885,563 $19,885,563 0.30 $19,584,787
FNMA 40yr Pool#BF0807 3.500% 01-Apr-2064, 3.50%, 04/01/64 FN 3140FX3R1 - 21,187,036 $19,736,994 $19,736,994 0.30 $19,326,364
Finance of America Structured Securities Trust, 2025-S1 A1 3.5% 25-FEB-2075, 3.50%, 02/25/75 FASST 2025-S1 31741BAB0 - 20,272,345 $19,676,101 $19,676,101 0.30 $19,648,508
FINANCE OF AMERICA STRUC 3.28125% 74, 3.50%, 04/25/74 FASST 2024-S3 31739WAB8 - 19,555,485 $19,122,859 $19,122,859 0.29 $19,096,242
FNMA 30yr Pool#FS5028 4.000% 01-Oct-2051, 4.00%, 10/01/51 FN 3140XLSS8 - 19,211,768 $18,770,430 $18,770,430 0.28 $18,379,582
FHLMC 30yr Pool#SL0850 4.000% 01-Jul-2049, 4.00%, 07/01/49 FR 31427M5L1 - 18,867,704 $18,679,160 $18,679,160 0.28 $18,444,010
RCKT MOR 2025-CES9 FLT 2055 A1B, 5.00%, 09/25/55 RCKT 2025-CES9 74942JAB0 - 18,708,534 $18,624,913 $18,624,913 0.28 $18,526,233
FNMA 30yr Pool#FA1182 4.500% 01-Jun-2049, 4.50%, 06/01/49 FN 3140W1J46 - 18,307,442 $18,288,173 $18,288,173 0.28 $18,058,696
FNMA 30yr Pool#FA1549 5.500% 01-May-2055, 5.50%, 05/01/55 FN 3140W1WK5 - 17,565,249 $18,138,570 $18,138,570 0.27 $17,987,762
FNMA 30yr Pool#FS2863 4.000% 01-Sep-2052, 4.00%, 09/01/52 FN 3140XJFD0 - 18,582,520 $18,097,781 $18,097,781 0.27 $17,773,765
FHLMC 30yr Pool#QJ9063 5.000% 01-Nov-2054, 5.00%, 11/01/54 FR 3133D1B81 - 17,896,781 $17,966,344 $17,966,344 0.27 $17,826,852
FNMA 30yr Pool#FS8709 4.500% 01-Jan-2051, 4.50%, 01/01/51 FN 3140XQVB0 - 17,672,442 $17,632,116 $17,632,116 0.27 $17,432,324
SALUDA GRADE ALTERNATIVE M 5.749% 31, 5.75%, 03/25/31 GRADE 2026-RTL7 79584UAA9 - 17,370,000 $17,421,362 $17,421,362 0.26 $17,232,737
FHLMC 30yr Pool#QY8779 6.000% 01-Jul-2055, 6.00%, 07/01/55 FR 31426TXH5 - 16,051,901 $16,866,785 $16,866,785 0.25 $16,537,784
FNMA 30yr Pool#FA1358 4.500% 01-May-2050, 4.50%, 05/01/50 FN 3140W1QL0 - 16,473,076 $16,553,275 $16,553,275 0.25 $16,264,736
FNMA 40yr Pool#BF0806 3.500% 01-Apr-2064, 3.50%, 04/01/64 FN 3140FX3Q3 - 17,199,916 $16,098,847 $16,098,847 0.24 $15,740,971
FHLMC 30yr Pool#SD0985 4.500% 01-Oct-2050, 4.50%, 10/01/50 FR 3132DNCW1 - 15,748,506 $15,898,113 $15,898,113 0.24 $15,582,491
SALUDA GR ALT MTG TR 2025-LOC5 A1B, 5.48%, 10/25/55 GRADE 2025-LOC5 79581XAC2 - 15,693,000 $15,766,984 $15,766,984 0.24 $15,731,161
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA4 M2 8.9119% 25-MAY-2042, 8.91%, 05/25/42 STACR 2022-DNA4 35564KXA2 - 15,050,000 $15,755,994 $15,755,994 0.24 $15,700,109
FNMA 40yr Pool#BF0801 2.500% 01-Apr-2064, 2.50%, 04/01/64 FN 3140FX3K6 - 18,422,905 $15,722,108 $15,722,108 0.24 $15,398,375
Vontive Mortgage Trust 2025-RTL1 A1 6.507% 25-MAR-2030, 6.51%, 03/25/30 VNTV 2025-RTL1 928884AA3 - 15,444,000 $15,640,298 $15,640,298 0.24 $15,601,217
Saluda Grade Alternative Mortgage Trust 2026-HB1 A1B 5.22855% 25-APR-2056, 5.23%, 04/25/56 GRADE 2026-HB1 795939AC1 - 15,543,448 $15,517,706 $15,517,706 0.23 $15,483,844
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 $15,423,425 $15,423,425 0.23 $15,303,940
FNMA 30yr Pool#FM4738 4.000% 01-Sep-2050, 4.00%, 09/01/50 FN 3140X8HQ3 - 15,517,037 $15,252,835 $15,252,835 0.23 $14,856,417
FNMA 30yr Pool#DA1525 6.000% 01-Oct-2053, 6.00%, 10/01/53 FN 3140A1VT1 - 14,480,376 $15,019,942 $15,019,942 0.23 $14,909,504
FNMA 30yr Pool#FS9116 6.000% 01-Sep-2054, 6.00%, 09/01/54 FN 3140XRDW2 - 14,039,889 $14,973,693 $14,973,693 0.23 $14,453,799
FHLMC 30yr Pool#QH3192 6.000% 01-Oct-2053, 6.00%, 10/01/53 FR 3133CFRM3 - 14,422,936 $14,961,545 $14,961,545 0.23 $14,850,363
PRET 2025-RPL1 Trust A1 4.0% 25-JUL-2069, 4.00%, 07/25/69 PRET 2025-RPL1 69392FAA5 - 14,912,730 $14,534,659 $14,534,659 0.22 $14,471,694
FHLMC 30yr Pool#SL3988 5.000% 01-Jan-2056, 5.00%, 01/01/56 FR 31427RNE6 - 13,915,196 $14,116,264 $14,116,264 0.21 $13,958,647
FHLMC 30yr Pool#SD6178 4.500% 01-Jan-2051, 4.50%, 01/01/51 FR 3132DT2K5 - 14,164,410 $14,089,249 $14,089,249 0.21 $13,985,269
Switch ABS Issuer, Series 2026-1 A2I_2601 5.609% 25-MAR-2056, 5.61%, 03/27/56 SWTCH 2026-1A 871044BA0 - 14,000,000 $14,074,819 $14,074,819 0.21 $14,044,281
RCKT Mortgage Trust 2026-CES2 A2 5.055% 25-FEB-2056, 5.05%, 02/25/56 RCKT 2026-CES2 74940EAC1 - 14,268,000 $14,074,623 $14,074,623 0.21 $13,998,491
BMP Commercial Mortgage Trust 2024-MF23 A 5.05194% 15-JUN-2041, 5.04%, 06/15/41 BMP 2024-MF23 05593JAA8 - 14,000,000 $14,041,746 $14,041,746 0.21 $13,992,702
Galaxy XXVI CLO Ltd., 6.01%, 07/31/26 GLXYT 2025-1 362922AA4 - 13,904,675 $13,992,931 $13,992,931 0.21 $13,979,010
FNMA 30yr Pool#FA3563 5.500% 01-Nov-2055, 5.50%, 11/01/55 FN 3140W35Z8 - 13,207,490 $13,794,751 $13,794,751 0.21 $13,558,960
PRPM 2025-RCF3 LLC 5.25% 55, 5.25%, 07/25/55 PRPM 2025-RCF3 69392PAA3 - 13,615,435 $13,653,782 $13,653,782 0.21 $13,578,330
FNMA 30yr Pool#CC0097 5.500% 01-Mar-2055, 5.50%, 03/01/55 FN 3140Y6DB3 - 12,959,212 $13,604,838 $13,604,838 0.21 $13,294,404
FINANCE OF AMER STR TR 2024-S2 A1, 3.50%, 04/25/74 FASST 2024-S2 31739VAA2 - 13,757,951 $13,523,594 $13,523,594 0.20 $13,504,868
GS Mortgage-Backed Securities Trust 2025-RPL3 A1 4.1% 25-JUL-2065, 4.10%, 07/25/65 GSMBS 2025-RPL3 362963AA8 - 13,803,223 $13,509,964 $13,509,964 0.20 $13,450,227
FHLMC 30yr Pool#SD5963 6.000% 01-Jul-2054, 6.00%, 07/01/54 FR 3132DTTU4 - 12,618,674 $13,254,601 $13,254,601 0.20 $12,990,684
Foundation Finance Trust 2025-2 B 4.94% 15-APR-2052, 4.94%, 04/15/52 FFIN 2025-2A 35042NAB1 - 13,050,000 $13,101,680 $13,101,680 0.20 $13,058,702
Chase Mortgage Reference Notes, Series 2020-CL1 M1 6.04303% 25-OCT-2057, 6.04%, 10/25/57 CHASE 2020-CL1 46591HAG5 - 12,687,789 $13,061,545 $13,061,545 0.20 $13,029,599
FNMA 30yr Pool#FM5350 4.500% 01-Sep-2050, 4.50%, 09/01/50 FN 3140X85L7 - 12,752,202 $12,783,334 $12,783,334 0.19 $12,531,419
FNMA 30yr Pool#FS8717 6.000% 01-Jul-2054, 6.00%, 07/01/54 FN 3140XQVK0 - 11,803,296 $12,538,116 $12,538,116 0.19 $12,151,269
FHLMC 30yr Pool#SD6558 6.000% 01-Sep-2054, 6.00%, 09/01/54 FR 3132DUJB4 - 11,665,571 $12,302,839 $12,302,839 0.19 $12,009,483
FHLMC 30yr Pool#SD5994 4.500% 01-Sep-2050, 4.50%, 09/01/50 FR 3132DTUT5 - 12,291,339 $12,291,498 $12,291,498 0.19 $12,124,335
PRET 2025-RPL5 TRUST FLTG 2070 A1, 4.15%, 01/25/70 PRET 2025-RPL5 69393AAA5 - 12,581,417 $12,282,185 $12,282,185 0.19 $12,227,072
FNMA 30yr Pool#DE6043 6.000% 01-Aug-2055, 6.00%, 08/01/55 FN 3140BJWD5 - 11,457,836 $12,188,726 $12,188,726 0.18 $11,795,624
FNMA 40yr Pool#BF0731 2.500% 01-Jun-2063, 2.50%, 06/01/63 FN 3140FXY55 - 14,467,810 $12,162,667 $12,162,667 0.18 $12,099,984
Huntington Bank Auto Credit-Linked Notes, Series 2024-2 B1 5.442% 20-OCT-2032, 5.44%, 10/20/32 HACLN 2024-2 44644NAG4 - 12,003,296 $12,131,077 $12,131,077 0.18 $12,096,601
FHLMC 30yr Pool#QG6755 5.500% 01-Jun-2053, 5.50%, 06/01/53 FR 3133C7QG5 - 11,619,175 $12,019,554 $12,019,554 0.18 $11,932,899
FNMA 30yr Pool#FS7541 4.000% 01-Jun-2052, 4.00%, 06/01/52 FN 3140XPLX5 - 12,310,184 $11,890,989 $11,890,989 0.18 $11,776,951
FNMA 30yr Pool#DG1554 5.000% 01-Feb-2056, 5.00%, 02/01/56 FN 3140U4WQ8 - 11,768,279 $11,755,234 $11,755,234 0.18 $11,679,012
TOWD POINT MORTGAGE TRUST 2025 0% 65, 4.97%, 09/25/65 TPMT 2025-FIX1 89183MAA1 - 11,679,087 $11,669,104 $11,669,104 0.18 $11,607,859
FNMA 30yr Pool#DF9041 5.000% 01-Jan-2056, 5.00%, 01/01/56 FN 3140U1BK0 - 11,649,623 $11,637,418 $11,637,418 0.18 $11,561,255
FHLMC 30yr Pool#TA5410 5.000% 01-Feb-2056, 5.00%, 02/01/56 FR 3142JUAL4 - 11,623,648 $11,634,871 $11,634,871 0.18 $11,535,478
FNMA 30yr Pool#DE1157 6.000% 01-Jun-2055, 6.00%, 06/01/55 FN 3140BDJB7 - 10,794,952 $11,487,691 $11,487,691 0.17 $11,113,198
FHF ISSUER TRUST 2024-1 0% 26, 4.84%, 12/15/26 FHF 2025-2A 30343DAA2 - 11,404,227 $11,442,438 $11,442,438 0.17 $11,405,648
Vista Point Securitization Trust 2025-CES2 A1 5.601% 25-AUG-2055, 5.60%, 08/25/55 VSTA 2025-CES2 92842UAA0 - 11,335,223 $11,423,572 $11,423,572 0.17 $11,356,556
FNMA 40yr Pool#BF0783 3.500% 01-Dec-2063, 3.50%, 12/01/63 FN 3140FX2R2 - 11,988,117 $11,316,964 $11,316,964 0.17 $10,935,306
FIGRE TRUST 2025-HE4 FLTG 2055 C, 5.71%, 07/25/55 FIGRE 2025-HE4 31684PAC6 - 11,135,931 $11,215,869 $11,215,869 0.17 $11,148,762
FNMA 30yr Pool#FA0470 6.000% 01-Jan-2055, 6.00%, 01/01/55 FN 3140W0QY4 - 10,498,785 $11,176,603 $11,176,603 0.17 $10,808,299
TOWD PT MTG TR 2025-FIX2 FLTG A1, 5.25%, 10/25/65 TPMT 2025-FIX2 89183RAA0 - 11,094,593 $11,132,290 $11,132,290 0.17 $11,070,820
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA7 M2 10.6619% 25-SEP-2042, 10.66%, 03/25/52 STACR 2022-DNA7 35564KL72 - 10,000,000 $10,925,462 $10,925,462 0.17 $10,881,038
PRET 2025-NPL4 A1 6.3677% 25-MAY-2055, 6.37%, 04/25/55 PRET 2025-NPL4 74136UAA3 - 10,836,005 $10,867,518 $10,867,518 0.16 $10,840,685
FNMA 30yr Pool#FS5818 4.500% 01-Oct-2050, 4.50%, 10/01/50 FN 3140XMPC4 - 10,925,398 $10,817,838 $10,817,838 0.16 $10,736,244
METRONET INFRASTRUCTURE ISSU 5.4% 55, 5.40%, 08/20/55 MNET 2025-2A 59170JAX6 - 10,600,000 $10,720,488 $10,720,488 0.16 $10,690,278
FNMA 30yr Pool#FS6236 6.500% 01-Nov-2053, 6.50%, 11/01/53 FN 3140XM4W3 - 9,667,881 $10,717,293 $10,717,293 0.16 $10,091,147
FHLMC 30yr Pool#QH3306 6.000% 01-Oct-2053, 6.00%, 10/01/53 FR 3133CFU72 - 9,915,830 $10,548,519 $10,548,519 0.16 $10,304,003
FNMA 30yr Pool#CC1844 5.500% 01-Jan-2056, 5.50%, 01/01/56 FN 3140Y8BN5 - 10,174,001 $10,532,797 $10,532,797 0.16 $10,437,153
Homeward Opportunities Fund Trust 2025-RRTL1 A1 5.476% 25-MAR-2040, 5.48%, 03/25/40 HOF 2025-RRTL1 437919AA1 - 10,475,000 $10,501,603 $10,501,603 0.16 $10,479,296
FNMA 30yr Pool#FS7613 4.500% 01-May-2052, 4.50%, 05/01/52 FN 3140XPN70 - 10,491,739 $10,454,616 $10,454,616 0.16 $10,349,186
FNMA 30yr Pool#FS5362 4.500% 01-Dec-2050, 4.50%, 12/01/50 FN 3140XL5Y0 - 10,379,771 $10,422,505 $10,422,505 0.16 $10,238,739
FNMA 30yr Pool#FS9909 5.000% 01-Nov-2054, 5.00%, 11/01/54 FN 3140XSAK9 - 10,142,904 $10,296,907 $10,296,907 0.16 $10,174,575
FNMA 30yr Pool#BX0421 5.500% 01-Nov-2052, 5.50%, 11/01/52 FN 3140N4PF8 - 9,635,021 $10,145,501 $10,145,501 0.15 $9,873,596
FNMA 30yr Pool#FA4709 5.500% 01-Jul-2055, 5.50%, 07/01/55 FN 3140W5GT5 - 9,850,995 $10,088,970 $10,088,970 0.15 $10,076,930
Connecticut Avenue Securities Trust 2022-R02 2B2 11.3119% 25-JAN-2042, 11.31%, 01/25/42 CAS 2022-R02 20754BAJ0 - 9,637,000 $10,087,197 $10,087,197 0.15 $10,041,775
LHOME Mortgage Trust 2024-RTL3 A1 6.9% 25-MAY-2029, 6.90%, 05/25/29 LHOME 2024-RTL3 50205GAA0 - 9,960,000 $10,029,982 $10,029,982 0.15 $10,003,256
FHLMC 30yr Pool#SD5224 6.000% 01-Mar-2054, 6.00%, 03/01/54 FR 3132DSYV8 - 9,335,221 $9,899,604 $9,899,604 0.15 $9,610,433
FNMA 30yr Pool#FS6662 4.000% 01-Oct-2051, 4.00%, 10/01/51 FN 3140XNML5 - 10,181,371 $9,870,334 $9,870,334 0.15 $9,740,350
FNMA 30yr Pool#DG2558 5.000% 01-Feb-2056, 5.00%, 02/01/56 FN 3140U5ZY5 - 9,879,982 $9,868,225 $9,868,225 0.15 $9,805,037
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA6 M2 9.4119% 25-SEP-2042, 9.41%, 09/25/42 STACR 2022-DNA6 35564KH77 - 9,166,000 $9,774,449 $9,774,449 0.15 $9,738,504
Ally Bank Auto Credit-Linked Notes, Series 2025-A C 4.844% 15-JUN-2033, 4.84%, 06/15/33 ABCLN 2025-A 02007G5F6 - 9,662,472 $9,705,758 $9,705,758 0.15 $9,674,555
FHLMC 30yr Pool#QH4373 6.000% 01-Nov-2053, 6.00%, 11/01/53 FR 3133CG2E6 - 9,122,195 $9,681,055 $9,681,055 0.15 $9,392,533
New Residential Mortgage Loan Trust 2026-NQM1 A2 5.078% 25-NOV-2065, 5.08%, 11/25/65 NRZT 2026-NQM1 64832LAF0 - 9,702,002 $9,660,803 $9,660,803 0.15 $9,608,799
FHLMC 30yr Pool#RA7104 4.500% 01-Feb-2051, 4.50%, 02/01/51 FR 3133KN3M3 - 9,705,904 $9,594,396 $9,594,396 0.14 $9,531,218
FNMA 30yr Pool#FS7117 6.500% 01-Feb-2054, 6.50%, 02/01/54 FN 3140XN4B7 - 8,455,016 $9,457,926 $9,457,926 0.14 $8,825,182
SALUDA GRADE ALTERNATIVE MORT A2, 6.75%, 03/25/31 GRADE 2026-RTL7 79584UAB7 - 9,418,000 $9,407,908 $9,407,908 0.14 $9,340,825
Acacia 2025-1 A 5.24% 15-NOV-2037, 5.24%, 11/15/37 ACACIA 2025-1 00401PAA7 - 9,367,465 $9,407,603 $9,407,603 0.14 $9,374,879
FNMA 30yr Pool#FS2144 3.500% 01-Jun-2052, 3.50%, 06/01/52 FN 3140XHL21 - 9,944,468 $9,351,219 $9,351,219 0.14 $9,272,643
LHOME Mortgage Trust 2024-RTL5 A2 5.751% 25-SEP-2039, 5.75%, 09/25/39 LHOME 2024-RTL5 50205WAB3 - 9,325,000 $9,350,407 $9,350,407 0.14 $9,329,552
Rithm Capital Corp. 8.0% 01-APR-2029, 8.00%, 04/01/29 RITM 64828TAB8 - 9,213,000 $9,314,811 $9,314,811 0.14 $9,298,432
CONNECTICUT AVENUE SECUR 5.95001% 45, 5.26%, 07/25/45 CAS 2025-R05 20753CAC4 - 9,254,000 $9,277,949 $9,277,949 0.14 $9,257,660
Brean Asset Backed Securities Trust 2024-RM8 A1 4.5% 25-MAY-2064, 4.50%, 05/25/64 BABS 2024-RM8 10637YAA3 - 9,170,466 $9,044,219 $9,044,219 0.14 $9,028,171
Freddie Mac Multiclass Certificates, Series 5164 FA 3.91721% 25-NOV-2051, 3.91%, 11/25/51 FHR 5164 3137H3PY2 - 9,515,599 $8,717,195 $8,717,195 0.13 $8,702,719
FIGRE TRUST 2025 HE4 FLTG 2055 B, 5.61%, 07/25/55 FIGRE 2025-HE4 31684PAB8 - 8,621,567 $8,708,934 $8,708,934 0.13 $8,657,898
FNMA 30yr Pool#DG0913 5.000% 01-Jan-2056, 5.00%, 01/01/56 FN 3140U4AP4 - 8,497,543 $8,488,642 $8,488,642 0.13 $8,433,085
Connecticut Avenue Securities Trust 2022-R01 1B2 9.6619% 25-DEC-2041, 9.66%, 12/25/41 CAS 2022-R01 20754LAJ8 - 8,116,382 $8,349,430 $8,349,430 0.13 $8,316,755
FHLMC 30yr Pool#SD7417 5.500% 01-Jan-2055, 5.50%, 01/01/55 FR 3132DVG25 - 8,044,631 $8,346,585 $8,346,585 0.13 $8,245,936
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 $8,329,905 $8,329,905 0.13 $8,262,274
Univision Communications Inc|8.875|04/15/2033, 8.88%, 04/15/33 UVN 914906BB7 - 8,199,000 $8,199,000 $8,199,000 0.12 $8,199,000
FHLMC 30yr Pool#QZ9092 5.000% 01-Nov-2055, 5.00%, 11/01/55 FR 31427KC60 - 8,056,227 $8,180,096 $8,180,096 0.12 $7,995,117
FHLMC 30yr Pool#QY9874 6.000% 01-Aug-2055, 6.00%, 08/01/55 FR 31426U6L3 - 7,683,523 $8,045,413 $8,045,413 0.12 $7,910,040
Huntington Bank Auto Credit-Linked Notes, Series 2024-1 B1 6.153% 20-MAY-2032, 6.15%, 05/20/32 HACLN 2024-1 44644NAA7 - 7,924,913 $8,043,201 $8,043,201 0.12 $8,017,466
FNMA 30yr Pool#DA0026 6.000% 01-Sep-2053, 6.00%, 09/01/53 FN 3140A0A41 - 7,728,486 $8,017,920 $8,017,920 0.12 $7,957,522
RCKT Mortgage Trust 2024-CES9 A1B 5.683% 25-DEC-2044, 5.68%, 12/25/44 RCKT 2024-CES9 749426AB8 - 7,921,939 $7,985,522 $7,985,522 0.12 $7,938,000
PRPM 2025-RPL4 A1, 3.00%, 05/25/55 PRPM 2025-RPL4 74448NAA2 - 8,212,859 $7,898,122 $7,898,122 0.12 $7,872,115
Fannie Mae REMIC Trust 2022-65 FB 4.4619% 25-SEP-2052, 4.46%, 09/25/52 FNR 2022-65 3136BPCQ2 - 7,882,836 $7,854,315 $7,854,315 0.12 $7,840,636
FNMA 30yr Pool#DF2677 6.000% 01-Nov-2055, 6.00%, 11/01/55 FN 3140BS6P7 - 6,228,165 $7,819,790 $7,819,790 0.12 $6,418,221
FHLMC 30yr Pool#QH1500 6.000% 01-Sep-2053, 6.00%, 09/01/53 FR 3133CDUZ5 - 7,493,942 $7,813,024 $7,813,024 0.12 $7,754,364
Alterna Funding III A 6.26% 15-MAY-2039, 6.26%, 05/16/39 TAX 2024-1A 02157JAA3 - 7,751,589 $7,796,026 $7,796,026 0.12 $7,763,676
FHLMC 30yr Pool#TA6739 5.000% 01-Feb-2056, 5.00%, 02/01/56 FR 3142JVPZ5 - 7,747,047 $7,738,448 $7,738,448 0.12 $7,688,282
RCKT Mortgage Trust 2025-CES7 A1B 5.478% 25-JUL-2055, 5.48%, 07/25/55 RCKT 2025-CES7 74943AAB8 - 7,669,998 $7,714,277 $7,714,277 0.12 $7,669,926
Connecticut Avenue Securities Trust 2025-R01 1M2 5.1619% 25-JAN-2045, 5.16%, 01/25/45 CAS 2025-R01 20755JAC7 - 7,526,000 $7,536,696 $7,536,696 0.11 $7,520,509
FNMA 30yr Pool#FA1613 5.000% 01-Apr-2055, 5.00%, 04/01/55 FN 3140W1YK3 - 7,422,549 $7,529,630 $7,529,630 0.11 $7,445,726
SALUDA GR ALT MTG TR 25 RRTL1 A1, 5.32%, 10/25/40 GRADE 2025-RRTL1 79582NAA7 - 7,388,000 $7,408,047 $7,408,047 0.11 $7,366,559
COOPR Residential Mortgage Trust 2025-CES3 A1A 4.84% 25-SEP-2060, 4.84%, 09/25/60 COOPR 2025-CES3 216926AA3 - 7,436,615 $7,406,385 $7,406,385 0.11 $7,368,392
COOPR Residential Mortgage Trust 2026-CES1 A1B 4.996% 25-FEB-2061, 5.00%, 01/01/61 COOPR 2026-CES1 21689GAB4 - 7,308,753 $7,304,786 $7,304,786 0.11 $7,266,243
FHLMC 30yr Pool#QX0520 5.500% 01-Dec-2054, 5.50%, 12/01/54 FR 31425USJ5 - 6,907,660 $7,063,888 $7,063,888 0.11 $7,014,821
ACHM Trust 2024-HE1 A 6.55% 25-MAY-2039, 6.55%, 05/25/39 ACHM 2024-HE1 00449TAA3 - 6,833,942 $7,005,464 $7,005,464 0.11 $6,988,057
FHLMC 30yr Pool#QG3912 5.500% 01-Jun-2053, 5.50%, 06/01/53 FR 3133C4KZ6 - 6,816,133 $7,000,402 $7,000,402 0.11 $6,952,337
PRPM 2025-RCF3, LLC, 5.77%, 08/25/28 PRPM 2025-6 69395KAA1 - 6,923,431 $6,982,471 $6,982,471 0.11 $6,940,274
FIGRE TRUST 2025-HE6 FLTG 2055 C, 5.25%, 09/25/55 FIGRE 2025-HE6 31684NAC1 - 7,018,049 $6,971,290 $6,971,290 0.11 $6,932,435
GS Mortgage-Backed Securities Trust 2026-CES1 A2 5.272% 25-MAY-2056, 5.27%, 05/25/56 GSMBS 2026-CES1 36277LAB9 - 7,000,000 $6,968,564 $6,968,564 0.11 $6,929,610
LHOME Mortgage Trust 2024-RTL4 A2 6.092% 25-JUL-2039, 6.09%, 07/25/39 LHOME 2024-RTL4 50205PAB8 - 6,870,000 $6,899,556 $6,899,556 0.10 $6,883,280
Mello Mortgage Capital Acceptance 2024-SD1 A1 4.0% 25-APR-2054, 4.00%, 04/25/54 MELLO 58550DAA1 - 6,935,984 $6,840,170 $6,840,170 0.10 $6,829,381
FNMA 30yr Pool#FA0339 5.500% 01-Jan-2055, 5.50%, 01/01/55 FN 3140W0LV5 - 6,385,391 $6,600,522 $6,600,522 0.10 $6,549,703
RCKT MORTGAGE TRUST 2025 5.24863% 55, 5.25%, 08/25/55 RCKT 2025-CES8 74939WAB6 - 6,581,293 $6,587,989 $6,587,989 0.10 $6,551,527
Research-Driven Pagaya Motor Asset Trust 2026-R1 (RPM 2026-R1) A 5.659% 25-JUL-2034, 5.66%, 07/25/34 RPM 2026-R1A 76089TAA8 - 6,500,000 $6,529,930 $6,529,930 0.10 $6,513,582
FNMA 30yr Pool#FS4356 6.000% 01-May-2053, 6.00%, 05/01/53 FN 3140XKZW3 - 6,087,248 $6,515,134 $6,515,134 0.10 $6,266,706
FNA 9 LLC|5.509|04/16/2046, 5.51%, 04/16/46 FNH 2026-1 34411JAA8 - 6,500,000 $6,501,989 $6,501,989 0.10 $6,500,000
HOMES 2026-INV1 Trust A1D 5.077% 25-AUG-2060, 5.08%, 08/25/60 HOMES 2026-INV1 43761FAD7 - 6,294,478 $6,331,348 $6,331,348 0.10 $6,270,485
PRET 2025-RPL2 Trust A1 4.0% 25-FEB-2065, 4.00%, 08/25/64 PRET 2025-RPL2 69392LAA2 - 6,377,162 $6,298,334 $6,298,334 0.10 $6,271,408
Ally Bank Auto Credit-Linked Notes, Series 2025-A D 4.991% 15-JUN-2033, 4.99%, 06/15/33 ABCLN 2025-A 02007G5G4 - 6,276,730 $6,289,477 $6,289,477 0.10 $6,268,592
FNMA 30yr Pool#FM4129 4.000% 01-Sep-2050, 4.00%, 09/01/50 FN 3140X7ST7 - 6,427,300 $6,233,612 $6,233,612 0.09 $6,142,741
Connecticut Avenue Securities Trust 2022-R04 1B2 13.1619% 25-MAR-2042, 13.16%, 03/25/42 CAS 2022-R04 20753YAL6 - 5,793,401 $6,219,005 $6,219,005 0.09 $6,187,234
FHLMC 30yr Pool#SD5223 6.000% 01-Apr-2054, 6.00%, 04/01/54 FR 3132DSYU0 - 5,799,717 $6,185,358 $6,185,358 0.09 $5,970,698
FIGRE TRUST 2025-HE6 FLTG 2055 B, 5.14%, 09/25/55 FIGRE 2025-HE6 31684NAB3 - 6,185,789 $6,143,665 $6,143,665 0.09 $6,110,077
FNMA 30yr Pool#DA1468 6.000% 01-Sep-2053, 6.00%, 09/01/53 FN 3140A1T23 - 5,875,819 $6,124,732 $6,124,732 0.09 $6,080,010
FNMA 30yr Pool#FS7397 6.000% 01-Mar-2054, 6.00%, 03/01/54 FN 3140XPGF0 - 5,751,145 $6,111,235 $6,111,235 0.09 $5,920,694
FHLMC 30yr Pool#QX9929 6.000% 01-Apr-2055, 6.00%, 04/01/55 FR 31426HA78 - 5,878,738 $6,099,630 $6,099,630 0.09 $6,054,756
Brean Asset Backed Securities Trust 2024-RM9 A1 5.0% 25-SEP-2064, 5.00%, 09/25/64 BABS 2024-RM9 10638DAA8 - 6,133,092 $6,087,748 $6,087,748 0.09 $6,075,823
FNMA 30yr Pool#DB4017 6.000% 01-May-2054, 6.00%, 05/01/54 FN 3140ADPB1 - 5,853,413 $6,072,065 $6,072,065 0.09 $6,025,977
RCKT Mortgage Trust 2024-CES1 A1B 6.325% 25-FEB-2044, 6.33%, 02/25/44 RCKT 2024-CES1 749424AB3 - 5,990,619 $6,056,207 $6,056,207 0.09 $6,016,211
FNMA 30yr Pool#DE6050 6.000% 01-Aug-2055, 6.00%, 08/01/55 FN 3140BJWL7 - 5,647,997 $6,051,629 $6,051,629 0.09 $5,877,341
FIGRE TRUST 2025-HE4 5.408% 55, 5.41%, 07/25/55 FIGRE 2025-HE4 31684PAA0 - 5,901,457 $5,956,450 $5,956,450 0.09 $5,922,761
FHLMC 30yr Pool#QH7040 6.000% 01-Dec-2053, 6.00%, 12/01/53 FR 3133CKZD3 - 5,660,099 $5,872,557 $5,872,557 0.09 $5,827,837
PRPM 2025-RPL3 A1 3.25% 25-APR-2055, 3.25%, 04/25/55 PRPM 2025-RPL3 69392NAA8 - 6,030,201 $5,823,994 $5,823,994 0.09 $5,803,308
Connecticut Avenue Securities, Series 2021-R02 2B2 9.8619% 25-NOV-2041, 9.86%, 11/25/41 CAS 2021-R02 20754KAJ0 - 5,616,000 $5,779,757 $5,779,757 0.09 $5,756,680
FHLMC 30yr Pool#QH4638 6.000% 01-Nov-2053, 6.00%, 11/01/53 FR 3133CHEK7 - 5,553,930 $5,761,703 $5,761,703 0.09 $5,718,522
FNMA 30yr Pool#FM7479 4.500% 01-Jan-2050, 4.50%, 01/01/50 FN 3140XBJZ4 - 5,743,632 $5,739,729 $5,739,729 0.09 $5,665,593
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA3 M2 8.0119% 25-APR-2042, 8.01%, 04/25/42 STACR 2022-DNA3 35564KVE6 - 5,528,314 $5,720,400 $5,720,400 0.09 $5,701,945
TVC Mortgage Trust 2025-RRTL1 A2 6.68% 25-APR-2040, 6.68%, 04/25/40 TVC 2025-RRTL1 900927AB0 - 5,597,000 $5,693,818 $5,693,818 0.09 $5,679,278
FNMA 30yr Pool#DE7796 6.000% 01-Aug-2055, 6.00%, 08/01/55 FN 3140BLUW0 - 5,477,428 $5,690,520 $5,690,520 0.09 $5,638,908
FIGRE Trust 2026-HE1 C 5.434% 25-JAN-2056, 5.43%, 01/25/56 FIGRE 2026-HE1 30249NAE7 - 5,613,757 $5,625,610 $5,625,610 0.08 $5,593,411
FHLMC 30yr Pool#SD3018 5.500% 01-May-2053, 5.50%, 05/01/53 FR 3132DQK70 - 5,322,921 $5,575,760 $5,575,760 0.08 $5,434,405
FNMA 30yr Pool#DD5556 6.000% 01-Mar-2055, 6.00%, 03/01/55 FN DD5556 MTGE 3140B6E68 - 5,272,443 $5,567,855 $5,567,855 0.08 $5,427,880
SF ABS ISSUER 2025-1 0%55 A2, 5.38%, 11/25/55 SFARM 2025-1A 784193AA2 - 5,750,000 $5,564,548 $5,564,548 0.08 $5,552,524
MS RES MTG LN TR 2025-SPL1 A1, 4.25%, 02/25/65 MSRM 2025-SPL1 617946AA6 - 5,668,838 $5,552,291 $5,552,291 0.08 $5,526,860
FNMA 30yr Pool#FS1578 4.000% 01-Oct-2050, 4.00%, 10/01/50 FN 3140XGXG9 - 5,708,450 $5,551,982 $5,551,982 0.08 $5,487,749
FNMA 30yr Pool#FS0088 4.000% 01-Mar-2050, 4.00%, 03/01/50 FN 3140XFC25 - 5,631,182 $5,484,046 $5,484,046 0.08 $5,420,503
FHLMC 30yr Pool#SD3813 6.000% 01-Jul-2053, 6.00%, 07/01/53 FR 3132E0GW6 - 5,179,814 $5,481,548 $5,481,548 0.08 $5,349,820
FHLMC 30yr Pool#SD2606 4.500% 01-Sep-2051, 4.50%, 09/01/51 FR 3132DP3P1 - 5,453,994 $5,399,161 $5,399,161 0.08 $5,355,833
BX Trust 2021-SDMF A 4.383% 15-SEP-2034, 4.38%, 09/15/34 BX 2021-SDMF 12434CAA2 - 5,355,350 $5,366,644 $5,366,644 0.08 $5,350,368
LHOME Mortgage Trust 2024-RTL2 A1 7.128% 25-MAR-2029, 7.13%, 03/25/29 LHOME 50205JAA4 - 5,293,684 $5,320,158 $5,320,158 0.08 $5,305,484
Huntington Bank Auto Credit-Linked Notes, Series 2025-1 B 4.957% 20-MAR-2033, 4.96%, 03/21/33 HACLN 2025-1 446438SX2 - 5,205,712 $5,233,439 $5,233,439 0.08 $5,219,820
OCEANVIEW MORTGAGE TRUST 4.99888% 55, 4.56%, 12/25/55 BVINV 2025-4 67647DAU3 - 5,216,742 $5,225,978 $5,225,978 0.08 $5,216,723
PRPM 2025-5 0%30, 5.73%, 07/25/30 PRPM 2025-5 69392RAA9 - 5,149,317 $5,188,112 $5,188,112 0.08 $5,156,973
FNMA 30yr Pool#DB4019 6.000% 01-May-2054, 6.00%, 05/01/54 FN 3140ADPD7 - 4,917,984 $5,100,520 $5,100,520 0.08 $5,063,729
FNMA 30yr Pool#BX5986 5.500% 01-Mar-2053, 5.50%, 03/01/53 FN 3140NAUL5 - 4,915,652 $5,085,544 $5,085,544 0.08 $5,048,378
FHLMC 30yr Pool#QJ9072 6.000% 01-Nov-2054, 6.00%, 11/01/54 FR 3133D1CH0 - 4,806,904 $5,083,646 $5,083,646 0.08 $4,948,616
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 $5,069,391 $5,069,391 0.08 $5,048,131
FNMA 30yr Pool#DC7015 5.500% 01-Dec-2054, 5.50%, 12/01/54 FN 3140AUYM9 - 4,885,410 $5,056,859 $5,056,859 0.08 $4,961,199
FNMA 30yr Pool#BY0337 6.500% 01-May-2053, 6.50%, 05/01/53 FN 3140NGLT5 - 4,748,049 $4,997,581 $4,997,581 0.08 $4,951,360
JP Morgan Mortgage Trust 2026-CES1 A3 5.332% 25-JUN-2056, 5.33%, 06/25/56 JPMMT 2026-CES1 46660BAE9 - 5,000,000 $4,980,008 $4,980,008 0.08 $4,951,867
FNMA 30yr Pool#CA0706 4.000% 01-Nov-2047, 4.00%, 11/01/47 FN 3140Q7YC5 - 5,096,640 $4,969,751 $4,969,751 0.08 $4,894,149
FHLMC 30yr Pool#QF9863 5.500% 01-Mar-2053, 5.50%, 03/01/53 FR 3133BX5Y3 - 4,776,220 $4,934,038 $4,934,038 0.07 $4,900,492
ABL 2024-RTL1 A2 7.457% 25-SEP-2029, 7.46%, 09/25/29 ABL 2024-RTL1 00092EAB4 - 4,840,000 $4,865,960 $4,865,960 0.07 $4,851,924
FNMA 30yr Pool#DA5019 6.500% 01-Nov-2053, 6.50%, 11/01/53 FN 3140A5SH2 - 4,567,166 $4,827,642 $4,827,642 0.07 $4,791,894
Saluda Grade Alternative Mortgage Trust 2024-RTL4 A2 7.5% 25-FEB-2030, 7.50%, 02/25/30 GRADE 2024-RTL4 79584CAB7 - 4,804,500 $4,824,557 $4,824,557 0.07 $4,786,522
FHLMC 30yr Pool#SD2715 4.500% 01-Sep-2050, 4.50%, 09/01/50 FR 3132DQAQ9 - 4,739,965 $4,700,141 $4,700,141 0.07 $4,657,901
Homeward Opportunities Fund Trust 2025-RRTL2 A1 5.237% 25-AUG-2040, 5.24%, 09/25/40 HOF 2025-RRTL2 437923AA3 - 4,682,000 $4,698,727 $4,698,727 0.07 $4,689,192
FHLMC 30yr Pool#QZ1060 6.000% 01-Aug-2055, 6.00%, 08/01/55 FR 31426XFA1 - 4,359,819 $4,601,723 $4,601,723 0.07 $4,489,110
Connecticut Avenue Securities Trust 2022-R07 1M2 8.3119% 25-JUN-2042, 8.31%, 06/25/42 CAS 2022-R07 20754MCB1 - 4,397,000 $4,584,785 $4,584,785 0.07 $4,569,557
FNMA 30yr Pool#BX9326 5.500% 01-Mar-2053, 5.50%, 03/01/53 FN 3140NELG8 - 4,431,575 $4,578,082 $4,578,082 0.07 $4,546,879
FNMA 30yr Pool#DC5656 5.000% 01-Nov-2054, 5.00%, 11/01/54 FN 3140ATJA5 - 4,567,402 $4,573,348 $4,573,348 0.07 $4,543,052
PRPM 2025 RCF4 LLC 4.5% 55, 4.50%, 08/25/55 PRPM 2025-RCF4 69382WAA0 - 4,591,533 $4,563,048 $4,563,048 0.07 $4,541,238
FHLMC 30yr Pool#QH4473 6.000% 01-Nov-2053, 6.00%, 11/01/53 FR 3133CG6J1 - 4,354,435 $4,547,846 $4,547,846 0.07 $4,483,479
Affirm Asset Securitization Trust 2025-X2 C 4.93% 15-OCT-2030, 4.93%, 10/15/30 AFFRM 2025-X2 00835DAC6 - 4,500,000 $4,515,991 $4,515,991 0.07 $4,501,201
FNMA 30yr Pool#DE9377 6.000% 01-Sep-2055, 6.00%, 09/01/55 FN 3140BNM39 - 4,325,523 $4,487,458 $4,487,458 0.07 $4,453,797
FHLMC 30yr Pool#RA1100 4.000% 01-Jul-2049, 4.00%, 07/01/49 FR 3133KGGH5 - 4,645,483 $4,473,673 $4,473,673 0.07 $4,444,258
FHLMC 30yr Pool#QH2259 6.000% 01-Sep-2053, 6.00%, 09/01/53 FR 3133CEQL9 - 4,208,175 $4,385,329 $4,385,329 0.07 $4,332,885
EFMT 2026-CES1 A3 5.466% 25-DEC-2060, 5.47%, 12/25/60 EFMT 2026-CES1 26846MAE4 - 4,250,000 $4,238,127 $4,238,127 0.06 $4,213,606
FNMA 30yr Pool#FS3246 5.500% 01-Nov-2052, 5.50%, 11/01/52 FN 3140XJTC7 - 3,950,187 $4,184,757 $4,184,757 0.06 $4,056,844
FNMA 30yr Pool#DD3307 6.000% 01-Feb-2055, 6.00%, 02/01/55 FN DD3307 MTGE 3140B3U91 - 3,758,657 $4,178,091 $4,178,091 0.06 $3,869,465
FIGRE Trust 2025-HE3 B 5.71% 25-MAY-2055, 5.71%, 05/25/55 FIGRE 2025-HE3 31684LAB7 - 4,092,566 $4,147,467 $4,147,467 0.06 $4,122,800
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-HQA4 B2 10.6619% 25-DEC-2041, 10.66%, 12/25/41 STACR 2021-HQA4 35564KPP8 - 4,000,000 $4,144,350 $4,144,350 0.06 $4,126,580
FNMA 30yr Pool#FA3788 5.500% 01-Nov-2055, 5.50%, 11/01/55 FN 3140W4F69 - 3,994,219 $4,137,689 $4,137,689 0.06 $4,101,959
Vista Point Securitization Trust 2026-CES1 A3 5.376% 25-FEB-2056, 5.38%, 02/25/56 VSTA 2026-CES1 92790EAC4 - 4,169,000 $4,111,877 $4,111,877 0.06 $4,103,161
FHLMC 30yr Pool#QF7280 5.500% 01-Jan-2053, 5.50%, 01/01/53 FR 3133BVCR4 - 3,950,507 $4,110,838 $4,110,838 0.06 $4,057,173
EASY STREET MORTGAGE LN 5.606%40 A1, 5.61%, 10/25/40 EASY 2025-RTL2 27786YAA6 - 4,100,000 $4,102,733 $4,102,733 0.06 $4,093,794
Ginnie Mae REMIC Trust 2023-116 LF 4.96154% 20-AUG-2053, 4.97%, 08/20/53 GNR 2023-116 38384EFT7 - 4,018,188 $4,060,137 $4,060,137 0.06 $4,049,591
FIGRE TRUST 2025-FL1 5.265% 55, 5.26%, 07/25/55 FIGRE 2025-FL1 31684QAA8 - 4,034,649 $4,051,425 $4,051,425 0.06 $4,029,002
FNMA 30yr Pool#CB2907 3.500% 01-Feb-2052, 3.50%, 02/01/52 FN 3140QNGR7 - 4,270,874 $4,048,996 $4,048,996 0.06 $3,992,682
GS Mortgage-Backed Securities Trust 2026-CES1 A3 5.422% 25-MAY-2056, 5.42%, 05/25/56 GSMBS 2026-CES1 36277LAC7 - 4,000,000 $3,989,013 $3,989,013 0.06 $3,966,120
JP Morgan Mortgage Trust 2026-CES1 A2 5.182% 25-JUN-2056, 5.18%, 06/25/56 JPMMT 2026-CES1 46660BAD1 - 4,000,000 $3,979,529 $3,979,529 0.06 $3,957,650
FNMA 30yr Pool#BW6314 5.500% 01-Aug-2052, 5.50%, 08/01/52 FN 3140MYAQ5 - 3,825,603 $3,951,999 $3,951,999 0.06 $3,920,330
FNMA 30yr Pool#DE7795 6.000% 01-Aug-2055, 6.00%, 08/01/55 FN 3140BLUV2 - 3,674,162 $3,927,969 $3,927,969 0.06 $3,783,120
FHLMC 30yr Pool#QH5204 6.500% 01-Nov-2053, 6.50%, 11/01/53 FR 3133CHX91 - 3,694,116 $3,905,527 $3,905,527 0.06 $3,875,885
Fannie Mae REMIC Trust 2020-98 AI 3.5% 25-JAN-2061, 3.50%, 01/25/61 FNR 2020-98 3136BDLE6 - 18,265,759 $3,898,867 $3,898,867 0.06 $3,831,117
FHLMC 30yr Pool#QX6719 6.000% 01-Feb-2055, 6.00%, 02/01/55 FR 31426CPD0 - 3,747,918 $3,888,411 $3,888,411 0.06 $3,858,411
FIGRE Trust 2025-HE3 C 5.91% 25-MAY-2055, 5.91%, 05/25/55 FIGRE 2025-HE3 31684LAC5 - 3,847,012 $3,886,378 $3,886,378 0.06 $3,862,379
EFMT 2026-CES1 A2 5.316% 25-DEC-2060, 5.32%, 12/25/60 EFMT 2026-CES1 26846MAD6 - 3,881,000 $3,863,339 $3,863,339 0.06 $3,841,561
FNMA 30yr Pool#DA5072 6.500% 01-Nov-2053, 6.50%, 11/01/53 FN 3140A5T65 - 3,395,637 $3,836,864 $3,836,864 0.06 $3,542,449
FIGRE Trust 2026-HE1 B 5.183% 25-JAN-2056, 5.18%, 01/25/56 FIGRE 2026-HE1 30249NAD9 - 3,769,443 $3,769,113 $3,769,113 0.06 $3,748,490
FNMA 30yr Pool#FS2135 4.000% 01-Nov-2049, 4.00%, 11/01/49 FN 3140XHLR6 - 3,872,843 $3,767,145 $3,767,145 0.06 $3,710,097
FNMA 30yr Pool#BY0335 6.000% 01-May-2053, 6.00%, 05/01/53 FN 3140NGLR9 - 3,216,144 $3,751,117 $3,751,117 0.06 $3,302,234
FHLMC 30yr Pool#QH1144 5.500% 01-Sep-2053, 5.50%, 09/01/53 FR 3133CDHV9 - 3,463,817 $3,595,321 $3,595,321 0.05 $3,557,342
FNMA 30yr Pool#FS2713 4.500% 01-Oct-2050, 4.50%, 10/01/50 FN 3140XJAP8 - 3,576,768 $3,572,417 $3,572,417 0.05 $3,528,170
FHLMC 30yr Pool#QI8221 6.000% 01-Jun-2054, 6.00%, 06/01/54 FR 3133WFD20 - 3,320,671 $3,530,637 $3,530,637 0.05 $3,418,567
FNMA 30yr Pool#DF1002 6.000% 01-Oct-2055, 6.00%, 10/01/55 FN 3140BRDG1 - 3,383,611 $3,511,239 $3,511,239 0.05 $3,486,586
FHLMC 30yr Pool#QH0826 5.500% 01-Sep-2053, 5.50%, 09/01/53 FR 3133CC4K9 - 3,368,708 $3,483,256 $3,483,256 0.05 $3,459,665
FNMA 30yr Pool#BX6124 6.500% 01-Jan-2053, 6.50%, 01/01/53 FN 3140NAYW7 - 3,257,026 $3,466,137 $3,466,137 0.05 $3,440,147
FHLMC 30yr Pool#QF7810 5.500% 01-Jan-2053, 5.50%, 01/01/53 FR 3133BVVB8 - 3,338,362 $3,452,884 $3,452,884 0.05 $3,428,500
FHLMC 30yr Pool#QZ3837 6.000% 01-Sep-2055, 6.00%, 09/01/55 FR 31427BHP3 - 3,253,595 $3,451,716 $3,451,716 0.05 $3,350,081
FHLMC 30yr Pool#SD1416 4.500% 01-Dec-2048, 4.50%, 12/01/48 FR 3132DNSD6 - 3,449,941 $3,427,425 $3,427,425 0.05 $3,403,066
FHLMC 30yr Pool#QH7549 6.000% 01-Dec-2053, 6.00%, 12/01/53 FR 3133CLL61 - 3,148,019 $3,396,434 $3,396,434 0.05 $3,241,312
FNMA 30yr Pool#FM7031 4.000% 01-Jan-2051, 4.00%, 01/01/51 FN 3140XAY55 - 3,474,670 $3,382,972 $3,382,972 0.05 $3,324,160
OBX 2026 HE1 FLTG 2056 A1B, 5.16%, 02/25/56 OBX 2026-HE1 67124BAB1 - 3,369,884 $3,374,575 $3,374,575 0.05 $3,367,327
FINANCE OF AMERICA STRUCTURE 3.5% 74, 3.50%, 02/25/74 FASST 2024-S1 31740RAB6 - 3,411,353 $3,364,052 $3,364,052 0.05 $3,359,409
Connecticut Avenue Securities Trust 2024-R06 1M2 5.2619% 25-SEP-2044, 5.26%, 09/25/44 CAS 2024-R06 20755RAC9 - 3,317,962 $3,324,890 $3,324,890 0.05 $3,317,615
FHLMC 30yr Pool#QX5273 6.000% 01-Feb-2055, 6.00%, 02/01/55 FR 31426A2F4 - 3,099,659 $3,323,020 $3,323,020 0.05 $3,191,040
RCKT Mortgage Trust 2025-CES2 A1B 5.603% 25-FEB-2055, 5.60%, 02/25/55 RCKT 2025-CES2 74942BAB7 - 3,267,122 $3,290,771 $3,290,771 0.05 $3,271,449
RCKT Mortgage Trust 2026-CES1 A1B 4.928% 25-JAN-2056, 4.93%, 01/25/56 RCKT 2026-CES1 74939BAB2 - 3,266,503 $3,258,523 $3,258,523 0.05 $3,241,532
RCKT Mortgage Trust 2023-CES1 A1A 6.515% 25-JUN-2043, 6.51%, 06/25/43 RCKT 74935WAA2 - 3,195,307 $3,214,037 $3,214,037 0.05 $3,192,063
FHLMC 30yr Pool#QH6041 5.500% 01-Dec-2053, 5.50%, 12/01/53 FR 3133CJWA5 - 3,111,660 $3,196,654 $3,196,654 0.05 $3,173,839
FNMA 30yr Pool#FM1540 4.000% 01-Sep-2049, 4.00%, 09/01/49 FN 3140X4WA0 - 3,183,412 $3,149,921 $3,149,921 0.05 $3,045,518
FNMA 30yr Pool#MA4026 4.000% 01-May-2050, 4.00%, 05/01/50 FN 31418DPL0 - 3,238,847 $3,137,702 $3,137,702 0.05 $3,100,957
EFMT 2025-RTL1 0% 40, 5.22%, 11/25/40 EFMT 2025-RTL1 26846FAA7 - 3,108,000 $3,113,564 $3,113,564 0.05 $3,107,253
FHLMC 30yr Pool#QZ4951 6.000% 01-Oct-2055, 6.00%, 10/01/55 FR 31427CQD8 - 2,903,032 $3,087,934 $3,087,934 0.05 $2,989,122
FHLMC 30yr Pool#SD1111 4.000% 01-Jun-2050, 4.00%, 06/01/50 FR 3132DNGU1 - 3,120,372 $3,055,526 $3,055,526 0.05 $3,004,409
BX Trust 2021-BXMF C 4.98527% 15-OCT-2038, 4.98%, 10/15/26 BX 2021-BXMF 05609RAJ3 - 2,958,012 $2,966,425 $2,966,425 0.04 $2,956,197
COOPR Residential Mortgage Trust 2026-CES1 A2 5.158% 25-FEB-2061, 5.16%, 01/01/61 COOPR 2026-CES1 21689GAD0 - 2,949,000 $2,937,619 $2,937,619 0.04 $2,921,563
U.S. Bank Auto Credit Linked Notes, Series 2023-1 B 6.789% 25-AUG-2032, 6.79%, 08/25/32 USCLN 2023-1 90357PAV6 - 2,890,861 $2,919,149 $2,919,149 0.04 $2,911,517
FNMA 30yr Pool#MA4056 4.000% 01-Jun-2050, 4.00%, 06/01/50 FN 31418DQJ4 - 3,006,868 $2,914,827 $2,914,827 0.04 $2,878,854
GWT Commercial Mortgage Trust 2024-WLF2 A 5.37124% 15-MAY-2041, 5.36%, 05/15/41 GWT 2024-WLF2 362414AA2 - 2,900,000 $2,911,596 $2,911,596 0.04 $2,900,794
Structured Agency Credit Risk (STACR) Debt Notes, Series 2020-DNA1 B2 9.02638% 25-JAN-2050, 9.03%, 01/25/50 STACR 2020-DNA1 35565HBE4 - 2,560,595 $2,865,203 $2,865,203 0.04 $2,855,572
FNMA 30yr Pool#BX8700 5.500% 01-Mar-2053, 5.50%, 03/01/53 FN 3140NDU21 - 2,737,503 $2,828,486 $2,828,486 0.04 $2,808,730
FHLMC 30yr Pool#QZ4131 6.000% 01-Sep-2055, 6.00%, 09/01/55 FR 31427BSV8 - 2,716,319 $2,817,847 $2,817,847 0.04 $2,796,399
Fannie Mae Pool|4|03/01/2050, 4.00%, 03/01/50 FN 3140X8S24 - 2,878,158 $2,795,858 $2,795,858 0.04 $2,757,212
FHLMC 30yr Pool#QG2539 6.500% 01-May-2053, 6.50%, 05/01/53 FR 3133C2ZC5 - 2,672,056 $2,792,886 $2,792,886 0.04 $2,771,599
Chase Mortgage Reference Notes, Series 2021-CL1 M1 4.8619% 25-FEB-2050, 4.86%, 02/25/50 CHASE 2021-CL1 46591HBX7 - 2,829,328 $2,778,771 $2,778,771 0.04 $2,773,034
FNMA 30yr Pool#MA3496 4.500% 01-Oct-2048, 4.50%, 10/01/48 FN 31418C3E2 - 2,784,897 $2,776,249 $2,776,249 0.04 $2,747,058
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 $2,759,662 $2,759,662 0.04 $2,752,068
FHLMC 30yr Pool#QE6404 5.500% 01-Jul-2052, 5.50%, 07/01/52 FR 3133BGDH8 - 2,549,080 $2,756,248 $2,756,248 0.04 $2,612,199
RCKT MORTGAGE TRUST 2025-CE 5.16% 34, 5.16%, 07/25/34 RCKTL 2025-1A 74939RAC5 - 2,750,000 $2,755,673 $2,755,673 0.04 $2,750,155
OBX TRUST 2026-HE1 FLTG 2056 M1, 5.31%, 02/25/56 OBX 2026-HE1 67124BAD7 - 2,707,000 $2,702,008 $2,702,008 0.04 $2,696,017
FHLMC 30yr Pool#QE8542 5.500% 01-Aug-2052, 5.50%, 08/01/52 FR 3133BJP30 - 2,616,056 $2,700,357 $2,700,357 0.04 $2,680,833
FNMA 30yr Pool#BV5393 3.500% 01-Apr-2052, 3.50%, 04/01/52 FN 3140MJ7F6 - 2,823,415 $2,682,874 $2,682,874 0.04 $2,631,283
FHLMC 30yr Pool#SD6905 6.000% 01-Nov-2054, 6.00%, 11/01/54 FR 3132DUU62 - 2,575,092 $2,670,751 $2,670,751 0.04 $2,651,405
FHLMC 30yr Pool#QF9276 5.500% 01-Mar-2053, 5.50%, 03/01/53 FR 3133BXJV4 - 2,555,463 $2,642,346 $2,642,346 0.04 $2,624,462
FHLMC 30yr Pool#SD2897 5.500% 01-May-2053, 5.50%, 05/01/53 FR 3132DQGE0 - 2,464,258 $2,599,001 $2,599,001 0.04 $2,515,870
FHLMC 30yr Pool#Q57869 4.000% 01-Aug-2048, 4.00%, 08/01/48 FG 3132Y1W79 - 2,685,089 $2,593,150 $2,593,150 0.04 $2,575,402
Vista Point Securitization Trust 2026-CES1 A2 5.226% 25-FEB-2056, 5.23%, 02/25/56 VSTA 2026-CES1 92790EAB6 - 2,600,000 $2,591,311 $2,591,311 0.04 $2,586,027
EFMT 2026-CES1 A1B 5.116% 25-DEC-2060, 5.12%, 12/25/60 EFMT 2026-CES1 26846MAB0 - 2,575,965 $2,575,102 $2,575,102 0.04 $2,561,191
FNMA 30yr Pool#DE2839 6.000% 01-Jun-2055, 6.00%, 06/01/55 FN 3140BFEM3 - 2,334,282 $2,567,309 $2,567,309 0.04 $2,403,506
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-HQA3 B2 9.9119% 25-SEP-2041, 9.91%, 09/25/41 STACR 2021-HQA3 35564KKL2 - 2,504,211 $2,560,409 $2,560,409 0.04 $2,550,067
FIGRE Trust 2024-HE4 B 5.252% 25-SEP-2054, 5.25%, 09/25/54 FIGRE 2024-HE4 31684UAB7 - 2,540,240 $2,542,918 $2,542,918 0.04 $2,537,730
PRPM 2026-RCF1 A3 5.305% 25-JAN-2056, 5.30%, 01/25/56 PRPM 2026-RCF1 69383VAF0 - 2,500,000 $2,510,239 $2,510,239 0.04 $2,496,240
PRPM 2026-RCF1 A2 5.206% 25-JAN-2056, 5.21%, 01/25/56 PRPM 2026-RCF1 69383VAB9 - 2,500,000 $2,510,053 $2,510,053 0.04 $2,496,315
BX Trust 2021-BXMF G 7.143513% 15-OCT-2038, 7.14%, 10/15/26 BX 2021-BXMF 05609RAS3 - 2,488,884 $2,495,250 $2,495,250 0.04 $2,482,915
Bayview Opportunity Master Fund VII Trust 2024-CAR1 B 4.9619% 25-DEC-2031, 4.96%, 12/26/31 BVCLN 2024-CAR1 07336QAB8 - 2,471,549 $2,482,106 $2,482,106 0.04 $2,476,996
FHLMC 30yr Pool#SD3523 3.000% 01-Jun-2052, 3.00%, 06/01/52 FR 3132DQ4G8 - 2,708,696 $2,473,632 $2,473,632 0.04 $2,415,903
FNMA 30yr Pool#DG3733 5.000% 01-Mar-2056, 5.00%, 03/01/56 FN 3140U7EF5 - 2,430,937 $2,427,890 $2,427,890 0.04 $2,412,497
FNMA 30yr Pool#BY8533 6.500% 01-Aug-2053, 6.50%, 08/01/53 FN 3140NRPT7 - 2,297,938 $2,415,825 $2,415,825 0.04 $2,397,291
FNMA 30yr Pool#DC1302 5.000% 01-Aug-2054, 5.00%, 08/01/54 FN 3140ANNU9 - 2,411,049 $2,413,165 $2,413,165 0.04 $2,397,263
Ginnie Mae REMIC Trust 2017-163 LO 0.0% 16-MAY-2041, 0.00%, 05/16/41 GNR 2017-163 38380KNA9 - 3,132,404 $2,395,849 $2,395,849 0.04 $2,395,849
PRPM 2025-RCF3 LLC 5.25% 55, 5.25%, 07/25/55 PRPM 2025-RCF3 69392PAB1 - 2,380,125 $2,392,147 $2,392,147 0.04 $2,378,957
FNMA 30yr Pool#BY5913 5.500% 01-Sep-2053, 5.50%, 09/01/53 FN 3140NNSB2 - 2,305,215 $2,384,641 $2,384,641 0.04 $2,367,457
FHLMC 30yr Pool#QF0488 5.500% 01-Sep-2052, 5.50%, 09/01/52 FR 3133BMRH0 - 2,292,153 $2,381,298 $2,381,298 0.04 $2,348,909
Connecticut Avenue Securities Trust 2022-R08 1M2 7.2619% 25-JUL-2042, 7.26%, 07/25/42 CAS 2022-R08 20755DAB2 - 2,280,000 $2,353,365 $2,353,365 0.04 $2,346,466
FNMA 30yr Pool#DA3549 6.500% 01-Oct-2053, 6.50%, 10/01/53 FN 3140A35K5 - 2,205,650 $2,332,122 $2,332,122 0.04 $2,314,179
Morgan Stanley Residential Mortgage Loan Trust 2026-NQM1 A2 5.032% 25-DEC-2070, 5.03%, 12/25/70 MSRM 2026-NQM1 61780XAF2 - 2,325,153 $2,321,128 $2,321,128 0.04 $2,308,778
FNMA 30yr Pool#DF0313 6.000% 01-Sep-2055, 6.00%, 09/01/55 FN 3140BQK34 - 2,197,656 $2,280,741 $2,280,741 0.03 $2,262,828
Saluda Grade Alternative Mortgage Trust 2024-FIG5 B 6.603% 25-APR-2054, 6.60%, 04/25/54 GRADE 2024-FIG5 79582MAB7 - 2,250,696 $2,272,804 $2,272,804 0.03 $2,257,117
FHLMC 30yr Pool#QY9883 6.000% 01-Aug-2055, 6.00%, 08/01/55 FR 31426U6V1 - 2,150,535 $2,230,747 $2,230,747 0.03 $2,214,310
FNMA 30yr Pool#CB9430 5.500% 01-Nov-2054, 5.50%, 11/01/54 FN 3140QVPQ1 - - $2,224,730 $2,224,730 0.03 $0
Ally Bank Auto Credit-Linked Notes, Series 2024-A C 6.022% 15-MAY-2032, 6.02%, 05/17/32 ABCLN 2024-A 02007GZ63 - 2,173,854 $2,208,548 $2,208,548 0.03 $2,199,821
PRPM 2024-RCF2 A1 3.75% 25-MAR-2054, 3.75%, 03/25/54 PRPM 2024-RCF2 693987AA7 - 2,226,444 $2,187,606 $2,187,606 0.03 $2,184,359
FHLMC 30yr Pool#QG2543 5.500% 01-May-2053, 5.50%, 05/01/53 FR 3133C2ZG6 - 2,051,836 $2,107,611 $2,107,611 0.03 $2,092,837
FNMA 30yr Pool#FS1640 4.000% 01-Apr-2052, 4.00%, 04/01/52 FN 3140XGZE2 - 2,080,129 $2,004,999 $2,004,999 0.03 $1,992,385
FNMA 30yr Pool#FS3001 4.000% 01-Oct-2051, 4.00%, 10/01/51 FN 3140XJKP7 - 2,060,798 $2,001,117 $2,001,117 0.03 $1,971,532
FNMA 30yr Pool#BY0338 6.500% 01-May-2053, 6.50%, 05/01/53 FN 3140NGLU2 - 1,899,189 $1,996,393 $1,996,393 0.03 $1,981,351
FNMA 30yr Pool#CA7849 4.500% 01-Oct-2050, 4.50%, 10/01/50 FN 3140QFWK1 - 1,964,309 $1,944,227 $1,944,227 0.03 $1,930,300
FNMA 30yr Pool#DA0036 6.500% 01-Sep-2053, 6.50%, 09/01/53 FN 3140A0BE8 - 1,845,089 $1,941,700 $1,941,700 0.03 $1,924,863
FHLMC 30yr Pool#QX7432 6.000% 01-Feb-2055, 6.00%, 02/01/55 FR 31426DHJ4 - 1,760,245 $1,925,164 $1,925,164 0.03 $1,812,138
FNMA 30yr Pool#BX8072 5.500% 01-Mar-2053, 5.50%, 03/01/53 FN 3140NC6J3 - 1,862,283 $1,923,744 $1,923,744 0.03 $1,910,737
Chase Mortgage Reference Notes, Series 2020-CL1 M2 6.29303% 25-OCT-2057, 6.29%, 10/25/57 CHASE 2020-CL1 46591HAH3 - 1,861,039 $1,921,394 $1,921,394 0.03 $1,916,514
Santander Bank Auto Credit-Linked Notes, Series 2024-A B 5.622% 15-JUN-2032, 5.62%, 06/15/32 SBCLN 2024-A 80290CCJ1 - 1,835,919 $1,860,718 $1,860,718 0.03 $1,853,837
FHLMC 30yr Pool#SI2017 4.000% 01-Dec-2048, 4.00%, 12/01/48 FR 3133USG21 - 1,908,239 $1,841,966 $1,841,966 0.03 $1,828,051
FIGRE Trust 2024-HE1 B 6.506% 25-MAR-2054, 6.51%, 03/25/54 FIGRE 2024-HE1 31684HAB6 - 1,807,872 $1,840,507 $1,840,507 0.03 $1,835,933
FNMA 30yr Pool#DF0998 6.000% 01-Oct-2055, 6.00%, 10/01/55 FN 3140BRDC0 - 1,765,045 $1,830,933 $1,830,933 0.03 $1,817,388
RAM 2024-1 A 5.95% 15-FEB-2039, 6.67%, 02/15/39 RAM 2024-1 751313AA5 - 1,798,533 $1,806,913 $1,806,913 0.03 $1,798,917
Chase Mortgage Reference Notes, Series 2021-CL1 M3 5.2119% 25-FEB-2050, 5.21%, 02/25/50 CHASE 2021-CL1 46591HBZ2 - 1,845,193 $1,798,848 $1,798,848 0.03 $1,794,841
FNMA 30yr Pool#BY0361 6.500% 01-Jun-2053, 6.50%, 06/01/53 FN 3140NGMK3 - 1,512,883 $1,785,993 $1,785,993 0.03 $1,575,204
Foundation Finance Trust 2023-2 A 6.53% 15-JUN-2049, 6.53%, 06/15/49 FFIN 2023-2A 35042RAA4 - 1,693,764 $1,751,302 $1,751,302 0.03 $1,743,929
Connecticut Avenue Securities Trust 2022-R06 1B2 14.2619% 25-MAY-2042, 14.26%, 05/25/42 CAS 2022-R06 20754NAR6 - 1,596,475 $1,750,490 $1,750,490 0.03 $1,741,003
FHLMC 30yr Pool#QI4878 6.000% 01-Apr-2054, 6.00%, 04/01/54 FR 3133WBM37 - 1,686,749 $1,749,274 $1,749,274 0.03 $1,736,476
FNMA 30yr Pool#DA3538 6.000% 01-Oct-2053, 6.00%, 10/01/53 FN 3140A34Y6 - 1,682,226 $1,748,677 $1,748,677 0.03 $1,732,079
FHLMC 30yr Pool#SD1551 4.000% 01-Mar-2050, 4.00%, 03/01/50 FR 3132DNWL3 - 1,781,394 $1,729,048 $1,729,048 0.03 $1,706,536
FHF Trust 2024-1 (First Help Financial) A2 5.69% 15-FEB-2030, 5.69%, 02/15/30 FHF 2024-1A 31568AAB2 - 1,694,254 $1,707,722 $1,707,722 0.03 $1,701,295
PRPM 2025-RCF3 LLC 5.25% 55, 5.25%, 07/25/55 PRPM 2025-RCF3 69392PAC9 - 1,700,000 $1,702,812 $1,702,812 0.03 $1,693,391
FNMA 30yr Pool#MA3521 4.000% 01-Nov-2048, 4.00%, 11/01/48 FN 31418C4F8 - 1,731,955 $1,681,122 $1,681,122 0.03 $1,659,175
Fannie Mae Pool|4|08/01/2050, 4.00%, 08/01/50 FN 3140X8UA3 - 1,738,028 $1,674,822 $1,674,822 0.03 $1,664,034
FHLMC 30yr Pool#QG2540 6.500% 01-May-2053, 6.50%, 05/01/53 FR 3133C2ZD3 - 1,131,196 $1,638,914 $1,638,914 0.02 $1,173,409
FHLMC 30yr Pool#SD0943 3.500% 01-Apr-2052, 3.50%, 04/01/52 FR 3132DNBL6 - 1,719,282 $1,633,690 $1,633,690 0.02 $1,607,293
Chase Mortgage Reference Notes, Series 2021-CL1 M2 5.0119% 25-FEB-2050, 5.01%, 02/25/50 CHASE 2021-CL1 46591HBY5 - 1,662,230 $1,621,575 $1,621,575 0.02 $1,618,103
NRZ MSR-Collateralized Notes, Series 2021-FHT1 A 3.104% 25-JUL-2026, 3.10%, 07/25/26 NZES 2021-FHT1 62955MAB2 - 1,626,552 $1,614,986 $1,614,986 0.02 $1,613,022
FNMA 30yr Pool#DD4221 6.000% 01-Feb-2055, 6.00%, 02/01/55 FN DD4221 MTGE 3140B4VP2 - 1,548,025 $1,605,188 $1,605,188 0.02 $1,593,662
FHLMC 30yr Pool#SD4456 4.000% 01-Aug-2050, 4.00%, 08/01/50 FR 3132E05R9 - 1,604,995 $1,560,341 $1,560,341 0.02 $1,535,473
FNMA 30yr Pool#CB2681 3.500% 01-Jan-2052, 3.50%, 01/01/52 FN 3140QM6T6 - 1,629,503 $1,543,318 $1,543,318 0.02 $1,523,489
FHLMC 30yr Pool#QZ4132 6.000% 01-Sep-2055, 6.00%, 09/01/55 FR 31427BSW6 - 1,411,191 $1,538,010 $1,538,010 0.02 $1,453,040
FNMA 30yr Pool#DC9709 6.000% 01-Jan-2055, 6.00%, 01/01/55 FN 3140AXYF8 - 1,393,411 $1,516,595 $1,516,595 0.02 $1,434,705
Santander Bank Auto Credit-Linked Notes, Series 2023-B B 5.64% 15-DEC-2033, 5.64%, 12/15/33 SBCLN 2023-B 80290CCB8 - 1,476,465 $1,494,747 $1,494,747 0.02 $1,489,196
FHLMC 30yr Pool#QY7439 6.000% 01-Jun-2055, 6.00%, 06/01/55 FR 31426SHR3 - 1,421,784 $1,478,913 $1,478,913 0.02 $1,463,947
FHLMC 30yr Pool#Q58477 4.000% 01-Sep-2048, 4.00%, 09/01/48 FG 3132Y2M37 - 1,489,871 $1,438,828 $1,438,828 0.02 $1,429,009
FNMA 30yr Pool#BT8051 5.500% 01-Jan-2053, 5.50%, 01/01/53 FN 3140LW5M5 - 1,375,296 $1,422,850 $1,422,850 0.02 $1,412,430
FNMA 30yr Pool#CA5573 4.000% 01-Apr-2050, 4.00%, 04/01/50 FN 3140QDFP4 - 1,385,749 $1,419,523 $1,419,523 0.02 $1,326,752
FNMA 30yr Pool#MA3415 4.000% 01-Jul-2048, 4.00%, 07/01/48 FN 31418CYM0 - 1,458,788 $1,418,573 $1,418,573 0.02 $1,397,487
FNMA 30yr Pool#BY1896 5.500% 01-May-2053, 5.50%, 05/01/53 FN 3140NJDA9 - 1,351,340 $1,388,033 $1,388,033 0.02 $1,378,344
FNMA 30yr Pool#CA1931 4.500% 01-Jun-2048, 4.50%, 06/01/48 FN 3140Q9ED1 - 1,379,324 $1,370,532 $1,370,532 0.02 $1,360,583
FHLMC 30yr Pool#QG4340 6.500% 01-Jun-2053, 6.50%, 06/01/53 FR 3133C4ZD9 - 1,293,797 $1,352,153 $1,352,153 0.02 $1,341,995
FIGRE TRUST 2025-HE5 FLTG 2055 B, 5.49%, 08/25/55 FIGRE 2025-HE5 31684MAB5 - 1,305,678 $1,309,958 $1,309,958 0.02 $1,302,399
FNMA 30yr Pool#BX7860 5.500% 01-Mar-2053, 5.50%, 03/01/53 FN 3140NCWW5 - 1,249,754 $1,288,444 $1,288,444 0.02 $1,278,592
FNMA 30yr Pool#BY0327 6.500% 01-May-2053, 6.50%, 05/01/53 FN 3140NGLH1 - 1,228,835 $1,285,891 $1,285,891 0.02 $1,276,016
Ally Bank Auto Credit-Linked Notes, Series 2024-A D 6.315% 15-MAY-2032, 6.31%, 05/17/32 ABCLN 2024-A 02007GZ71 - 1,242,202 $1,261,887 $1,261,887 0.02 $1,256,657
ACHV ABS Trust 2024-1PL B 6.34% 25-APR-2031, 6.34%, 04/25/31 ACHV 2024-1PL 00092BAB0 - 1,226,459 $1,238,533 $1,238,533 0.02 $1,235,510
FNMA 30yr Pool#FM7725 4.500% 01-Dec-2050, 4.50%, 12/01/50 FN 3140XBSP6 - 1,234,196 $1,234,384 $1,234,384 0.02 $1,211,983
FHLMC 30yr Pool#QF2561 5.500% 01-Nov-2052, 5.50%, 11/01/52 FR 3133BPZ27 - 1,171,226 $1,210,609 $1,210,609 0.02 $1,202,275
Bayview Opportunity Master Fund VII Trust 2024-CAR1 C 5.1619% 25-DEC-2031, 5.16%, 12/26/31 BVCLN 2024-CAR1 07336QAC6 - 1,202,820 $1,209,005 $1,209,005 0.02 $1,206,418
FNMA 30yr Pool#DB3056 5.500% 01-May-2054, 5.50%, 05/01/54 FN 3140ACME0 - 1,172,351 $1,205,262 $1,205,262 0.02 $1,196,783
FNMA 40yr Pool#BF0167 3.000% 01-Feb-2057, 3.00%, 02/01/57 FN 3140FXFH0 - 1,351,898 $1,183,190 $1,183,190 0.02 $1,176,610
FNMA 30yr Pool#MA3149 4.000% 01-Oct-2047, 4.00%, 10/01/47 FN 31418CQB3 - 1,214,660 $1,182,192 $1,182,192 0.02 $1,166,401
EFMT 2026-CES1 M1 5.616% 25-DEC-2060, 5.62%, 12/25/60 EFMT 2026-CES1 26846MAF1 - 1,166,000 $1,161,813 $1,161,813 0.02 $1,154,901
FHLMC 30yr Pool#SD8003 4.000% 01-Jul-2049, 4.00%, 07/01/49 FR 3132DV3L7 - 1,191,371 $1,153,994 $1,153,994 0.02 $1,139,765
FNMA 30yr Pool#BX0804 5.500% 01-Nov-2052, 5.50%, 11/01/52 FN 3140N43N5 - 1,117,050 $1,153,574 $1,153,574 0.02 $1,143,291
FNMA 30yr Pool#BJ9181 5.000% 01-May-2048, 5.00%, 05/01/48 FN 3140HBFX1 - 1,132,121 $1,152,883 $1,152,883 0.02 $1,144,335
FNMA 30yr Pool#FM9138 4.000% 01-Mar-2050, 4.00%, 03/01/50 FN 3140XDEL6 - 1,182,589 $1,144,401 $1,144,401 0.02 $1,132,894
FHLMC 30yr Pool#QG6538 5.500% 01-Jul-2053, 5.50%, 07/01/53 FR 3133C7HP5 - 1,094,313 $1,131,443 $1,131,443 0.02 $1,123,860
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA2 B2 12.1619% 25-FEB-2042, 12.16%, 02/25/42 STACR 2022-DNA2 35564KSQ3 - 1,050,000 $1,111,533 $1,111,533 0.02 $1,106,212
FNMA 30yr Pool#AS6811 3.000% 01-Mar-2046, 3.00%, 03/01/46 FN 3138WGR97 - 1,203,092 $1,105,238 $1,105,238 0.02 $1,096,012
FHLMC 30yr Pool#ZT2087 4.000% 01-Jun-2049, 4.00%, 06/01/49 FR 3132AEJ80 - 1,127,414 $1,097,130 $1,097,130 0.02 $1,078,578
FNMA 30yr Pool#AS7492 4.000% 01-Jul-2046, 4.00%, 07/01/46 FN 3138WHKE1 - 1,080,872 $1,047,351 $1,047,351 0.02 $1,039,582
U.S. Auto Funding 2021-1 C 2.2% 15-MAY-2026, 2.20%, 05/15/26 USAUT 2021-1A 90355EAC5 - 1,270,596 $1,020,647 $1,020,647 0.02 $1,018,783
Connecticut Avenue Securities Trust 2022-R04 1M2 6.7619% 25-MAR-2042, 6.76%, 03/25/42 CAS 2022-R04 20753YCK6 - 1,000,000 $1,020,436 $1,020,436 0.02 $1,017,618
FHLMC 30yr Pool#RA1188 4.500% 01-Aug-2049, 4.50%, 08/01/49 FR 3133KGJ90 - 1,018,773 $1,008,851 $1,008,851 0.02 $1,001,715
FHLMC 30yr Pool#QG3885 6.500% 01-Jun-2053, 6.50%, 06/01/53 FR 3133C4J62 - 964,631 $1,008,099 $1,008,099 0.02 $1,000,567
FNMA 30yr Pool#CB8995 5.500% 01-Aug-2054, 5.50%, 08/01/54 FN 3140QU7H3 - 968,373 $1,006,770 $1,006,770 0.02 $983,126
FHLMC 30yr Pool#RA1087 4.500% 01-Jul-2049, 4.50%, 07/01/49 FR 3133KGF45 - 1,015,565 $1,005,508 $1,005,508 0.02 $998,561
Flagship Credit Auto Trust 2023-1 B 5.05% 15-FEB-2028, 5.05%, 01/18/28 FCAT 2023-1 337955AG3 - 976,866 $980,330 $980,330 0.01 $977,042
FHF Issuer Trust 2023-2 (First Help Financial) A2 6.79% 15-OCT-2029, 6.79%, 10/15/29 FHF 2023-2A 30333LAB4 - 948,354 $960,084 $960,084 0.01 $955,791
FNMA 30yr Pool#BV4203 3.500% 01-Apr-2052, 3.50%, 04/01/52 FN 3140MHU56 - 991,969 $947,984 $947,984 0.01 $924,466
FNMA 30yr Pool#BV8484 3.500% 01-Apr-2052, 3.50%, 04/01/52 FN 3140MNNA0 - 998,117 $935,971 $935,971 0.01 $930,195
FNMA 30yr Pool#FM1598 4.000% 01-Feb-2049, 4.00%, 02/01/49 FN 3140X4X43 - 961,287 $927,573 $927,573 0.01 $920,891
FHLMC 30yr Pool#QG6948 5.500% 01-Jul-2053, 5.50%, 07/01/53 FR 3133C7WH6 - 885,766 $917,012 $917,012 0.01 $909,682
FHLMC 30yr Pool#QH3309 5.500% 01-Oct-2053, 5.50%, 10/01/53 FR 3133CFVA4 - 886,025 $910,532 $910,532 0.01 $903,730
FNMA 30yr Pool#CA6382 4.500% 01-Jul-2050, 4.50%, 07/01/50 FN 3140QECU4 - 915,870 $905,525 $905,525 0.01 $899,386
FREMF 2019-KF70 Mortgage Trust C 9.78337% 25-SEP-2029, 9.78%, 09/25/29 FREMF 2019-KF70 30298UAJ0 - 890,414 $886,511 $886,511 0.01 $882,881
GNMA II 30yr Pool#MA5021 4.500% 20-Feb-2048, 4.50%, 02/20/48 G2 36179TSJ5 - 868,130 $872,957 $872,957 0.01 $858,788
BX Commercial Mortgage Trust 2021-21M A 4.524% 15-OCT-2036, 4.52%, 10/15/36 BX 2021-21M 05609CAA5 - 862,801 $865,228 $865,228 0.01 $862,521
FHLMC 30yr Pool#ZM8197 4.000% 01-Sep-2048, 4.00%, 09/01/48 FR 3131Y3DA1 - 886,439 $855,030 $855,030 0.01 $849,188
Structured Agency Credit Risk (STACR) Debt Notes, Series 2020-DNA2 B2 8.57638% 25-FEB-2050, 8.58%, 02/25/50 STACR 2020-DNA2 35565KBE7 - 728,791 $804,576 $804,576 0.01 $801,972
FNMA 30yr Pool#CC0990 5.000% 01-Sep-2055, 5.00%, 09/01/55 FN 3140Y7C48 - 788,055 $797,991 $797,991 0.01 $790,007
FHLMC 30yr Pool#QG7338 6.000% 01-Jul-2053, 6.00%, 07/01/53 FR 3133C8EK7 - 767,346 $796,403 $796,403 0.01 $789,968
FNMA 30yr Pool#AB9341 3.000% 01-May-2043, 3.00%, 05/01/43 FN 31417GLX2 - 847,592 $789,746 $789,746 0.01 $779,956
Blue Bridge Funding 2023-1 A 7.37% 15-NOV-2030, 7.37%, 11/15/30 BBEF 2023-1A 09531MAA8 - 779,025 $786,584 $786,584 0.01 $782,756
FNMA 30yr Pool#BN4541 4.000% 01-Feb-2049, 4.00%, 02/01/49 FN 3140JMBK7 - 813,531 $784,744 $784,744 0.01 $779,344
Reach ABS Trust 2024-2 A 5.88% 15-JUL-2031, 5.88%, 07/15/31 REACH 2024-2A 75525HAA8 - 777,035 $782,309 $782,309 0.01 $779,263
FNMA 30yr Pool#BY0782 5.500% 01-Apr-2053, 5.50%, 04/01/53 FN 3140NG2Q2 - 738,333 $763,069 $763,069 0.01 $757,931
FHLMC 30yr Pool#QH7013 6.500% 01-Dec-2053, 6.50%, 12/01/53 FR 3133CKYJ1 - 162,326 $745,404 $745,404 0.01 $171,841
FNMA 30yr Pool#BY0866 5.500% 01-May-2053, 5.50%, 05/01/53 FN 3140NG6C9 - 693,072 $713,527 $713,527 0.01 $708,174
FHLMC 30yr Pool#ZT1926 3.000% 01-Nov-2043, 3.00%, 11/01/43 FR 3132AED78 - 743,853 $712,894 $712,894 0.01 $684,294
FHLMC 30yr Pool#RA1999 4.500% 01-Jan-2050, 4.50%, 01/01/50 FR 3133KHGG5 - 718,749 $712,003 $712,003 0.01 $706,715
GNMA II 30yr Pool#MA5264 4.000% 20-Jun-2048, 4.00%, 06/20/48 G2 36179TZ57 - 693,176 $673,954 $673,954 0.01 $664,586
Arivo Acceptance Auto Loan Receivables Trust 2024-1 A 6.46% 15-APR-2028, 6.46%, 04/17/28 ARIVO 2024-1A 039943AA3 - 662,743 $667,497 $667,497 0.01 $664,643
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-DNA5 M2 5.3119% 25-JAN-2034, 5.31%, 01/25/34 STACR 2021-DNA5 35564KHE2 - 662,867 $665,991 $665,991 0.01 $664,524
FNMA 30yr Pool#CB6864 5.000% 01-Aug-2053, 5.00%, 08/01/53 FN 3140QSTW1 - 652,532 $658,898 $658,898 0.01 $653,947
ACHM Trust 2024-HE1 B 7.26% 25-MAY-2039, 7.26%, 05/25/39 ACHM 2024-HE1 00449TAB1 - 621,267 $638,635 $638,635 0.01 $636,881
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 $631,737 $631,737 0.01 $630,050
FNMA 30yr Pool#BW0343 4.500% 01-May-2052, 4.50%, 05/01/52 FN 3140MRLZ8 - 582,838 $618,057 $618,057 0.01 $568,204
FHLMC 30yr Pool#QE1073 3.500% 01-Apr-2052, 3.50%, 04/01/52 FR 3133BAFN6 - 642,357 $602,308 $602,308 0.01 $598,645
Connecticut Avenue Securities Trust 2022-R07 1B2 15.6619% 25-JUN-2042, 15.66%, 06/25/42 CAS 2022-R07 20754MAL1 - 536,201 $601,701 $601,701 0.01 $598,202
FHLMC 30yr Pool#SD8047 4.500% 01-Feb-2050, 4.50%, 02/01/50 FR 3132DV5G6 - 571,891 $578,266 $578,266 0.01 $561,989
FNMA 30yr Pool#BK9507 4.000% 01-Oct-2048, 4.00%, 10/01/48 FN 3140HPR58 - 587,556 $569,559 $569,559 0.01 $565,573
ACHV ABS Trust 2024-1PL C 6.42% 25-APR-2031, 6.42%, 04/25/31 ACHV 2024-1PL 00092BAC8 - 564,483 $568,737 $568,737 0.01 $567,328
FNMA 30yr Pool#AL6842 4.000% 01-May-2045, 4.00%, 05/01/45 FN 3138EPS88 - 577,982 $563,129 $563,129 0.01 $558,358
Sequoia Mortgage Trust 2013-5 A1 2.5% 25-MAY-2043, 2.50%, 05/25/43 SEMT 2013-5 81745AAA5 - 604,374 $543,230 $543,230 0.01 $541,635
FNMA 30yr Pool#AZ0869 4.000% 01-Jul-2045, 4.00%, 07/01/45 FN 3138YR6F0 - 481,183 $497,537 $497,537 0.01 $464,829
FHLMC 30yr Pool#QD9191 3.500% 01-Apr-2052, 3.50%, 04/01/52 FR 3133B7F86 - 494,194 $463,580 $463,580 0.01 $460,564
FHLMC 15yr Pool#SB0116 2.500% 01-Nov-2034, 2.50%, 11/01/34 FR 3132CWDV3 - 469,544 $462,407 $462,407 0.01 $445,794
FHLMC 30yr Pool#SD1414 4.000% 01-Oct-2050, 4.00%, 10/01/50 FR 3132DNSB0 - 430,555 $415,173 $415,173 0.01 $411,905
FNMA 30yr Pool#BV6879 4.500% 01-Apr-2052, 4.50%, 04/01/52 FN 3140MLUD0 - 403,031 $395,486 $395,486 0.01 $392,949
FNMA 30yr Pool#CB4329 3.500% 01-Jul-2052, 3.50%, 07/01/52 FN 3140QPY35 - 421,236 $395,404 $395,404 0.01 $392,778
FNMA 30yr Pool#CA4646 3.000% 01-Feb-2048, 3.00%, 02/01/48 FN 3140QCEU6 - 407,087 $378,158 $378,158 0.01 $371,336
FHLMC 30yr Pool#QG3397 6.000% 01-May-2053, 6.00%, 05/01/53 FR 3133C3X27 - 348,993 $362,138 $362,138 0.01 $359,282
FHLMC 30yr Pool#QA8274 3.500% 01-Mar-2050, 3.50%, 03/01/50 FR 3133A3FP8 - 384,383 $358,090 $358,090 0.01 $355,886
FNMA 30yr Pool#FM3447 4.000% 01-Nov-2049, 4.00%, 11/01/49 FN 3140X6ZM6 - 348,870 $338,619 $338,619 0.01 $335,382
Connecticut Avenue Securities Trust 2023-R05 1B1 8.4119% 25-JUN-2043, 8.41%, 06/25/43 CAS 2023-R05 207942AC7 - 312,000 $331,622 $331,622 0.01 $330,528
FHLMC 30yr Pool#SD1966 4.000% 01-Nov-2052, 4.00%, 11/01/52 FR 3132DPFF0 - 319,993 $309,017 $309,017 0.00 $305,046
FNMA 30yr Pool#BV7632 4.500% 01-Apr-2052, 4.50%, 04/01/52 FN 3140MMPS1 - 309,654 $303,858 $303,858 0.00 $301,908
Hotwire Funding, Series 2021-1 B_2021_1 2.658% 20-NOV-2051, 2.66%, 11/20/51 HWIRE 2021-1 44148JAB5 - 300,000 $295,564 $295,564 0.00 $295,143
FNMA 30yr Pool#AR9225 3.000% 01-Mar-2043, 3.00%, 03/01/43 FN 3138W7HB3 - 313,112 $289,267 $289,267 0.00 $286,859
FHLMC 30yr Pool#ZN6461 4.000% 01-May-2049, 4.00%, 05/01/49 FR 3131YDFA7 - 298,487 $287,570 $287,570 0.00 $285,462
FHLMC 30yr Pool#ZT0391 4.000% 01-Nov-2047, 4.00%, 11/01/47 FR 3132ACNG1 - 285,869 $283,757 $283,757 0.00 $276,317
FNMA 30yr Pool#FS2548 4.000% 01-Mar-2051, 4.00%, 03/01/51 FN 3140XHZN0 - 289,098 $280,350 $280,350 0.00 $276,575
FNMA 30yr Pool#AS8649 3.000% 01-Jan-2047, 3.00%, 01/01/47 FN 3138WJTF5 - 300,189 $273,868 $273,868 0.00 $271,898
FNMA 30yr Pool#FS2238 4.000% 01-Mar-2051, 4.00%, 03/01/51 FN 3140XHPY7 - 281,035 $273,310 $273,310 0.00 $269,226
FHLMC 30yr Pool#QA5150 4.500% 01-Dec-2049, 4.50%, 12/01/49 FR 31346YWK5 - 263,850 $261,081 $261,081 0.00 $259,282
FNMA 30yr Pool#BN3899 4.000% 01-Dec-2048, 4.00%, 12/01/48 FN 3140JLKM5 - 261,792 $252,648 $252,648 0.00 $250,791
FHLMC 30yr Pool#QA1615 3.500% 01-Aug-2049, 3.50%, 08/01/49 FR 31334XYL7 - 267,030 $249,569 $249,569 0.00 $247,863
Fannie Mae REMIC Trust 2012-126 SY 0.21831% 25-NOV-2042, 0.22%, 11/25/42 FNR 2012-126 3136A9ZR2 - 473,554 $245,367 $245,367 0.00 $245,326
FHLMC 30yr Pool#ZN4240 4.500% 01-Dec-2048, 4.50%, 12/01/48 FR 3131YAV98 - 245,521 $245,157 $245,157 0.00 $242,933
FNMA 30yr Pool#BW0081 4.500% 01-Apr-2052, 4.50%, 04/01/52 FN 3140MRCT2 - 227,961 $223,649 $223,649 0.00 $222,237
Fannie Mae REMIC Trust 2017-9 VL 3.0% 25-JUL-2028, 3.00%, 07/25/28 FNR 2017-9 3136AVYH6 - 215,282 $222,215 $222,215 0.00 $213,365
FNMA 30yr Pool#MA3908 4.500% 01-Jan-2050, 4.50%, 01/01/50 FN 31418DKW1 - 217,790 $218,457 $218,457 0.00 $214,020
FNMA 30yr Pool#MA3687 4.000% 01-Jun-2049, 4.00%, 06/01/49 FN 31418DCZ3 - 224,644 $218,327 $218,327 0.00 $214,914
FNMA 30yr Pool#MA1327 3.000% 01-Jan-2043, 3.00%, 01/01/43 FN 31418APM4 - 225,371 $212,837 $212,837 0.00 $207,326
FNMA 30yr Pool#BE3616 4.000% 01-May-2047, 4.00%, 05/01/47 FN 3140FPAS8 - 215,262 $211,658 $211,658 0.00 $208,284
FNMA 30yr Pool#BO9819 4.500% 01-Dec-2049, 4.50%, 12/01/49 FN 3140K54D6 - 207,254 $205,147 $205,147 0.00 $203,666
FHLMC 15yr Pool#SB0040 2.500% 01-Dec-2033, 2.50%, 12/01/33 FR 3132CWBH6 - 206,757 $204,473 $204,473 0.00 $199,256
GNMA II 30yr Pool#MA5192 4.000% 20-May-2048, 4.00%, 05/20/48 G2 36179TXV2 - 207,876 $201,672 $201,672 0.00 $199,302
FHLMC 30yr Pool#RA1088 4.500% 01-Jul-2049, 4.50%, 07/01/49 FR 3133KGF52 - 201,645 $199,511 $199,511 0.00 $198,154
FNMA 30yr Pool#BW7371 5.500% 01-Feb-2053, 5.50%, 02/01/53 FN 3140N0FM2 - - $185,384 $185,384 0.00 $0
FNMA 30yr Pool#AB6280 3.000% 01-Sep-2042, 3.00%, 09/01/42 FN 31417C6S9 - 187,472 $174,160 $174,160 0.00 $172,461
FNMA 30yr Pool#BO2983 3.000% 01-Sep-2049, 3.00%, 09/01/49 FN 3140JXJ58 - 187,758 $171,161 $171,161 0.00 $169,884
FHLMC 30yr Pool#SD8040 4.500% 01-Jan-2050, 4.50%, 01/01/50 FR 3132DV4Z5 - 170,684 $168,930 $168,930 0.00 $167,729
FNMA 30yr Pool#CA4185 4.500% 01-Sep-2049, 4.50%, 09/01/49 FN 3140QBUK2 - 168,442 $166,784 $166,784 0.00 $165,525
FNMA 30yr Pool#BV7132 4.500% 01-Apr-2052, 4.50%, 04/01/52 FN 3140ML4S6 - 160,446 $157,418 $157,418 0.00 $156,418
FNMA 30yr Pool#CA4035 4.500% 01-Aug-2049, 4.50%, 08/01/49 FN 3140QBPV4 - 155,252 $153,612 $153,612 0.00 $152,564
FHLMC 30yr Pool#ZA7158 4.500% 01-Jun-2049, 4.50%, 06/01/49 FR 31329Q5T4 - 154,649 $153,301 $153,301 0.00 $152,060
FHLMC 30yr Pool#ZT1320 4.000% 01-Nov-2048, 4.00%, 11/01/48 FR 3132ADPD4 - 155,080 $150,399 $150,399 0.00 $148,563
FNMA 30yr Pool#AB7563 3.000% 01-Jan-2043, 3.00%, 01/01/43 FN 31417EMM0 - 156,591 $148,494 $148,494 0.00 $144,613
FNMA 30yr Pool#FS2546 4.000% 01-Mar-2051, 4.00%, 03/01/51 FN 3140XHZL4 - 150,180 $145,297 $145,297 0.00 $143,869
FNMA 30yr Pool#BW0072 4.500% 01-Apr-2052, 4.50%, 04/01/52 FN 3140MRCJ4 - 135,307 $132,755 $132,755 0.00 $131,909
FNMA 30yr Pool#MA1229 3.000% 01-Oct-2042, 3.00%, 10/01/42 FN 31418ALK2 - 140,018 $130,462 $130,462 0.00 $129,308
GNMA II 30yr Pool#MA5753 4.000% 20-Feb-2049, 4.00%, 02/20/49 G2 36179UMA7 - 135,701 $127,448 $127,448 0.00 $126,570
FNMA 30yr Pool#BV7131 4.500% 01-Apr-2052, 4.50%, 04/01/52 FN 3140ML4R8 - 128,084 $125,668 $125,668 0.00 $124,868
GNMA II 30yr Pool#BF6874 4.500% 20-Jul-2048, 4.50%, 07/20/48 G2 3617GDT77 - 125,099 $123,631 $123,631 0.00 $122,712
GNMA II 30yr Pool#MA5866 4.000% 20-Apr-2049, 4.00%, 04/20/49 G2 36179UQT2 - 130,700 $123,154 $123,154 0.00 $122,282
FNMA 20yr Pool#AB9283 3.000% 01-Apr-2038, 3.00%, 04/01/38 FN 31417GJ56 - 125,868 $117,453 $117,453 0.00 $115,824
GNMA II 30yr Pool#BK5879 4.500% 20-Nov-2048, 4.50%, 11/20/48 G2 3617J6Q80 - 110,338 $109,280 $109,280 0.00 $108,538
FHLMC 30yr Pool#QE0318 4.500% 01-Mar-2052, 4.50%, 03/01/52 FR 3133B9K78 - 107,366 $105,362 $105,362 0.00 $104,680
FNMA 30yr Pool#BM3282 3.500% 01-Dec-2047, 3.50%, 12/01/47 FN 3140J7UG8 - 108,914 $104,190 $104,190 0.00 $102,526
FNMA 30yr Pool#CA3683 4.500% 01-Jun-2049, 4.50%, 06/01/49 FN 3140QBCV8 - 102,249 $103,993 $103,993 0.00 $100,478
JP MORGAN MORTGAGE TRUST 2 5.777% 55, 5.50%, 11/25/55 JPMMT 2025-5MPR 46593VAD9 - - $102,380 $102,380 0.00 $0
FHLMC 30yr Pool#ZT1633 4.000% 01-Mar-2047, 4.00%, 03/01/47 FR 3132ADY69 - 104,461 $101,924 $101,924 0.00 $101,101
FNMA 30yr Pool#CA0108 3.500% 01-Aug-2047, 3.50%, 08/01/47 FN 3140Q7DN4 - 101,326 $96,706 $96,706 0.00 $95,383
FHLMC 30yr Pool#ZM7577 4.500% 01-Aug-2048, 4.50%, 08/01/48 FR 3131Y2M21 - 88,972 $88,380 $88,380 0.00 $87,763
Citigroup Mortgage Loan Trust 2025-LTV1 A1 5.237% 25-DEC-2055, 5.24%, 12/25/55 CMLTI 2025-LTV1 17332XAA8 - - $84,683 $84,683 0.00 $0
Fannie Mae REMIC Trust 2013-130 FN 4.12638% 25-OCT-2042, 4.13%, 10/25/42 FNR 2013-130 3136AHG53 - 84,823 $84,172 $84,172 0.00 $84,036
FHLMC 30yr Pool#ZM7926 5.000% 01-Sep-2048, 5.00%, 09/01/48 FR 3131Y2YX0 - 76,591 $78,271 $78,271 0.00 $77,418
Saluda Grade Alternative Mortgage Trust 2024-RTL4 A1 7.5% 25-FEB-2030, 7.50%, 02/25/30 GRADE 2024-RTL4 79584CAA9 - 76,547 $76,961 $76,961 0.00 $76,355
FHLMC 30yr Pool#QA2159 3.000% 01-Aug-2049, 3.00%, 08/01/49 FR 31334YMG9 - 74,798 $73,326 $73,326 0.00 $66,175
FNMA 30yr Pool#MA1447 3.000% 01-May-2043, 3.00%, 05/01/43 FN 31418ATD0 - 74,629 $69,130 $69,130 0.00 $68,372
Sequoia Mortgage Trust 2019-CH3 A19 4.0% 25-OCT-2049, 4.00%, 09/25/49 SEMT 2019-CH3 81748GBN0 - 69,094 $64,411 $64,411 0.00 $64,120
FNMA 30yr Pool#AS8547 3.000% 01-Nov-2046, 3.00%, 11/01/46 FN 3138WJP93 - 70,468 $64,048 $64,048 0.00 $63,608
FNMA 30yr Pool#BD2453 3.000% 01-Jan-2047, 3.00%, 01/01/47 FN 3140F9WP6 - 64,607 $59,411 $59,411 0.00 $58,809
Fannie Mae REMIC Trust 2010-109 BS 13.38656% 25-OCT-2040, 13.55%, 10/25/40 FNR 2010-109 31398NTM6 - 41,248 $54,614 $54,614 0.00 $54,032
Fannie Mae REMIC Trust 2006-20 GF 4.13169% 25-APR-2036, 4.13%, 04/25/36 FNR 2006-20 31395BU43 - 51,466 $51,321 $51,321 0.00 $51,239
FHLMC 15yr Pool#ZK8962 3.000% 01-Sep-2032, 3.00%, 09/01/32 FR 3131XC5X1 - 49,186 $48,650 $48,650 0.00 $47,690
FHLMC 15yr Pool#ZS7403 3.000% 01-May-2031, 3.00%, 05/01/31 FR 3132A8GL7 - 43,163 $43,533 $43,533 0.00 $42,235
FNMA 30yr Pool#BO1857 4.500% 01-Aug-2049, 4.50%, 08/01/49 FN 3140JWB33 - 42,450 $42,009 $42,009 0.00 $41,716
FNMA 15yr Pool#BO5957 3.000% 01-Dec-2034, 3.00%, 12/01/34 FN 3140K1TP1 - 41,729 $40,718 $40,718 0.00 $40,115
Freddie Mac Multiclass Certificates, Series 3380 FM 4.36267% 15-OCT-2037, 4.38%, 10/15/37 FHR 3380 31397KTJ0 - 40,019 $40,186 $40,186 0.00 $40,069
Freddie Mac Multiclass Certificates, Series 3721 FB 4.27267% 15-SEP-2040, 4.29%, 09/15/40 FHR 3721 3137GAD20 - 39,455 $39,603 $39,603 0.00 $39,491
Ginnie Mae REMIC Trust 2008-013 FB 4.28172% 20-FEB-2038, 4.29%, 02/20/38 GNR 2008-13 38375PNL1 - 37,881 $37,921 $37,921 0.00 $37,835
FNMA 30yr Pool#BC0870 3.500% 01-Jan-2046, 3.50%, 01/01/46 FN 3140EU6G9 - 35,434 $33,541 $33,541 0.00 $33,210
FNMA 15yr Pool#BO7717 3.000% 01-Nov-2034, 3.00%, 11/01/34 FN 3140K3SF0 - 31,413 $30,722 $30,722 0.00 $30,260
FHLMC 15yr Pool#ZK9163 3.000% 01-Jan-2033, 3.00%, 01/01/33 FR 3131XDFC4 - 29,165 $28,761 $28,761 0.00 $28,248
Ginnie Mae REMIC Trust 2007-040 FG 4.10172% 20-JUL-2037, 4.11%, 07/20/37 GNR 2007-40 38375KZS4 - 28,764 $28,624 $28,624 0.00 $28,562
Ginnie Mae REMIC Trust 2004-069 CF 4.18172% 20-JUL-2034, 4.19%, 07/20/34 GNR 2004-69 38374JAT3 - 24,305 $24,349 $24,349 0.00 $24,295
Ginnie Mae REMIC Trust 2007-059 FA 4.28172% 20-OCT-2037, 4.29%, 10/20/37 GNR 2007-59 38375LPU8 - 22,789 $22,816 $22,816 0.00 $22,764
Fannie Mae REMIC Trust 2013-2 QF 4.28169% 25-FEB-2043, 4.28%, 02/25/43 FNR 2013-2 3136AB4P5 - 22,807 $22,814 $22,814 0.00 $22,776
FHLMC 30yr Pool#ZN2165 4.500% 01-Dec-2048, 4.50%, 12/01/48 FR 3131Y8MN2 - 22,405 $22,449 $22,449 0.00 $22,287
Ginnie Mae REMIC Trust 2010-133 FD 4.21699% 16-OCT-2040, 4.22%, 10/16/40 GNR 2010-133 38377MHV1 - 19,983 $20,034 $20,034 0.00 $19,981
Ginnie Mae REMIC Trust 2008-016 FC 4.28172% 20-FEB-2038, 4.29%, 02/20/38 GNR 2008-16 383742FU2 - 18,317 $18,340 $18,340 0.00 $18,299
Ginnie Mae REMIC Trust 2007-037 FW 4.09172% 20-JUN-2037, 4.10%, 06/20/37 GNR 2007-37 38375KNR9 - 18,121 $18,021 $18,021 0.00 $17,982
Ginnie Mae REMIC Trust 2005-065 FA 3.93172% 20-AUG-2035, 3.94%, 08/20/35 GNR 2005-65 38374LL25 - 17,328 $17,176 $17,176 0.00 $17,140
Ginnie Mae REMIC Trust 2004-059 FP 4.08699% 16-AUG-2034, 4.09%, 08/16/34 GNR 2004-59 38374HYS3 - 17,123 $17,111 $17,111 0.00 $17,067
Freddie Mac Multiclass Certificates, Series 2426 FL 4.42267% 15-MAR-2032, 4.44%, 03/15/32 FHR 2426 31339W7G5 - 15,337 $15,437 $15,437 0.00 $15,392
Fannie Mae REMIC Trust 2002-53 FK 4.18169% 25-APR-2032, 4.18%, 04/25/32 FNR 2002-53 31392EHN3 - 15,130 $15,126 $15,126 0.00 $15,101
FHLMC 30yr Pool#ZT0252 3.000% 01-Dec-2047, 3.00%, 12/01/47 FR 3132ACH52 - 16,343 $15,016 $15,016 0.00 $14,876
Ginnie Mae REMIC Trust 2005-048 AF 3.98172% 20-JUN-2035, 3.99%, 06/20/35 GNR 2005-48 38374LHM6 - 14,687 $14,611 $14,611 0.00 $14,580
Fannie Mae REMIC Trust 2005-83 KT 4.08169% 25-OCT-2035, 4.08%, 10/25/35 FNR 2005-83 31394FUL7 - 12,990 $12,924 $12,924 0.00 $12,903
Fannie Mae REMIC Trust 2007-89 GF 4.30169% 25-SEP-2037, 4.30%, 09/25/37 FNR 2007-89 31396XPM0 - 12,383 $12,432 $12,432 0.00 $12,412
Freddie Mac Multiclass Certificates, Series 2551 FD 4.17267% 15-JAN-2033, 4.19%, 01/15/33 FHR 2551 31393JAZ1 - 11,018 $11,035 $11,035 0.00 $11,004
FHLMC 30yr Pool#ZM2269 3.000% 01-Dec-2046, 3.00%, 12/01/46 FR 3131XVQW8 - 11,674 $10,870 $10,870 0.00 $10,619
Ginnie Mae REMIC Trust 2012-075 FP 4.08172% 20-JUL-2041, 4.09%, 07/20/41 GNR 2012-75 38378EZ55 - 10,414 $10,438 $10,438 0.00 $10,416
Ginnie Mae REMIC Trust 2007-061 FA 4.28172% 20-OCT-2037, 4.29%, 10/20/37 GNR 2007-61 38375LLN8 - 9,236 $9,247 $9,247 0.00 $9,226
GNMA II 30yr Pool#BK6072 5.000% 20-Jan-2049, 5.00%, 01/20/49 G2 3617J6W91 - 8,879 $9,035 $9,035 0.00 $8,963
Fannie Mae REMIC Trust 2010-123 FL 4.21169% 25-NOV-2040, 4.21%, 11/25/40 FNR 2010-123 31398N2W3 - 8,519 $8,511 $8,511 0.00 $8,497
Freddie Mac Multiclass Certificates, Series 2410, excluding Group 6 FX 4.12267% 15-FEB-2032, 4.14%, 02/15/32 FHR 2410 31339NJN7 - 8,499 $8,509 $8,509 0.00 $8,486
FNMA 15yr Pool#AS8207 2.500% 01-Oct-2031, 2.50%, 10/01/31 FN 3138WJDM7 - 8,227 $8,190 $8,190 0.00 $7,937
Freddie Mac Multiclass Certificates, Series 3028 FM 4.02267% 15-SEP-2035, 4.04%, 09/15/35 FHR 3028 31396AFB5 - 7,426 $7,426 $7,426 0.00 $7,406
Fannie Mae REMIC Trust 2012-100 FG 4.18169% 25-SEP-2042, 4.18%, 09/25/42 FNR 2012-100 3136A8QW3 - 7,257 $7,228 $7,228 0.00 $7,216
FNMA 15yr Pool#BM1036 2.500% 01-Feb-2032, 2.50%, 02/01/32 FN 3140J5EJ4 - 7,264 $7,215 $7,215 0.00 $7,005
FNMA 15yr Pool#AS7643 2.500% 01-Aug-2031, 2.50%, 08/01/31 FN 3138WHP55 - 7,300 $7,204 $7,204 0.00 $7,044
Fannie Mae REMIC Trust 2003-87 FG 4.28169% 25-SEP-2033, 4.28%, 09/25/33 FNR 2003-87 31393E4W6 - 7,176 $7,190 $7,190 0.00 $7,178
Ginnie Mae REMIC Trust 2007-018 FD 4.08172% 20-APR-2037, 4.09%, 04/20/37 GNR 2007-18 38375JC86 - 6,745 $6,701 $6,701 0.00 $6,687
Ginnie Mae REMIC Trust 2010-006 FG 4.38699% 16-JAN-2040, 4.39%, 01/16/40 GNR 2010-6 38376TSC7 - 6,470 $6,503 $6,503 0.00 $6,485
Fannie Mae REMIC Trust 2002-16 VF 4.33169% 25-APR-2032, 4.33%, 04/25/32 FNR 2002-16 31392CWW0 - 6,272 $6,295 $6,295 0.00 $6,284
FHLMC 15yr Pool#ZK8405 2.500% 01-Dec-2031, 2.50%, 01/22/31 FR 3131XCKS5 - 6,285 $6,191 $6,191 0.00 $6,054
Fannie Mae REMIC Trust 2010-95 FB 4.18169% 25-SEP-2040, 4.18%, 09/25/40 FNR 2010-95 31398NEX8 - 5,373 $5,371 $5,371 0.00 $5,363
Freddie Mac Multiclass Certificates, Series 3738 FD 4.07267% 15-AUG-2040, 4.09%, 08/15/40 FHR 3738 3137GAYQ4 - 4,891 $4,904 $4,904 0.00 $4,891
FNMA 30yr Pool#MA3694 4.500% 01-Jul-2049, 4.50%, 07/01/49 FN 31418DC83 - 4,293 $4,287 $4,287 0.00 $4,218
FHLMC 30yr Pool#ZN0650 3.000% 01-Mar-2043, 3.00%, 03/01/43 FR 3131Y6WK1 - 1,601 $1,478 $1,478 0.00 $1,467
Freddie Mac Multiclass Certificates, Series 2469 FE 4.27267% 15-JUL-2032, 4.29%, 07/15/32 FHR 2469 31392RC58 - 1,076 $1,078 $1,078 0.00 $1,075
Ginnie Mae REMIC Trust 1999-27 FE 4.18699% 16-AUG-2029, 4.19%, 08/16/29 GNR 1999-27 3837H2WA3 - 949.00 $952 $952 0.00 $948
Ginnie Mae REMIC Trust 2010-125 VF 4.13172% 20-JUN-2040, 4.14%, 06/20/40 GNR 2010-125 38377JYJ6 - 324.00 $324 $324 0.00 $323
US 10yr Ultra Fut Jun26 JUN 26 UXYM6 FUTURES_USD - -1,888 $-214,701,000 $0 0.00 $0
US 5YR NOTE (CBT) Jun26 JUN 26 FVM6 FUTURES_USD - 62.00 $6,712,469 $0 0.00 $0
US ULTRA BOND CBT Jun26 JUN 26 WNM6 FUTURES_USD - -668.00 $-78,009,875 $0 0.00 $0
US 10YR NOTE (CBT)Jun26 JUN 26 TYM6 FUTURES_USD - -2,593 $-288,430,734 $0 0.00 $0
US 2YR NOTE (CBT) Jun26 JUN 26 TUM6 FUTURES_USD - 4,171 $865,352,156 $0 0.00 $0
GNMA II TBA 30yr 4.5% April Delivery, 4.50%, 04/21/26 G2SF 21H042646 - -2,039,000 $-1,979,753 $-1,979,753 -0.03 $-1,979,753
GNMA II TBA 30yr 4% April Delivery, 4.00%, 04/21/26 G2SF 21H040640 - -3,648,000 $-3,433,465 $-3,433,465 -0.05 $-3,433,465
GNMA II TBA 30yr 5.5% April Delivery, 5.50%, 04/21/26 G2SF 21H052645 - -3,904,000 $-3,939,995 $-3,939,995 -0.06 $-3,939,995
GNMA II TBA 30yr 2.5% April Delivery, 2.50%, 04/21/26 G2SF 21H022648 - -16,788,000 $-14,496,035 $-14,496,035 -0.22 $-14,496,035
GNMA II TBA 30yr 3.5% April Delivery, 3.50%, 04/21/26 G2SF 21H032647 - -94,073,588 $-86,462,658 $-86,462,658 -1.31 $-86,462,658
UMBS TBA 30yr 5.5% May Delivery, 5.50%, 05/13/26 FNCL 01F052656 - -184,316,477 $-185,673,046 $-185,673,046 -2.80 $-185,673,046
GNMA II TBA 30yr 5% April Delivery, 5.00%, 04/21/26 G2SF 21H050649 - -196,141,000 $-195,220,118 $-195,220,118 -2.95 $-195,220,118
UMBS TBA 30yr 4.5% May Delivery, 4.50%, 05/13/26 FNCL 01F042657 - -360,617,314 $-349,474,960 $-349,474,960 -5.28 $-349,474,960
UMBS TBA 30yr 5% May Delivery, 5.00%, 05/13/26 FNCL 01F050650 - -416,067,098 $-411,939,296 $-411,939,296 -6.22 $-411,939,296
UMBS TBA 30yr 4% May Delivery, 4.00%, 05/13/26 FNCL 01F040651 - -549,133,893 $-520,046,271 $-520,046,271 -7.86 $-520,046,271
SEGREGATED CASH SEGCASH $0.00 35,759,490 $35,759,490 $35,759,490 0.54 $35,759,490
ALMSUM ALMSUM $0.00 - $0 $0 0.00 $0
US DOLLARS USD MD_142224 - -2,379,714,449 $-2,379,714,449 $-2,379,714,449 -35.95 $-2,379,714,449
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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