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Mortgage-Backed Securities ETF Holdings

Full Portfolio Holdings

(As of 03/13/2026)

Ticker Cusip Underlying Security Strike Price Quantity (Shares/ Par/ Units/ Contracts) Notional Value Market Value Weight % Current Market Value
UMBS TBA 30yr 2.5% April Delivery, 2.50%, 04/13/26 FNCL 01F022642 - - 1,384,437,894 $1,166,312,782 $1,166,312,782 17.35 $1,166,312,782
GNMA II TBA 30yr 2.5% April Delivery, 2.50%, 04/21/26 G2SF 21H022648 - - 727,391,414 $625,819,932 $625,819,932 9.32 $625,819,932
UMBS TBA 30yr 3% April Delivery, 3.00%, 04/13/26 FNCL 01F030645 - - 502,748,354 $442,236,557 $442,236,557 6.59 $442,236,557
GNMA II TBA 30yr 5% April Delivery, 5.00%, 04/21/26 G2SF 21H050649 - - 377,689,194 $374,245,424 $374,245,424 5.58 $374,245,424
UMBS TBA 30yr 2% April Delivery, 2.00%, 04/13/26 FNCL 01F020646 - - 369,488,255 $297,748,785 $297,748,785 4.44 $297,748,785
UMBS TBA 30yr 6% April Delivery, 6.00%, 04/13/26 FNCL 01F060642 - - 282,272,985 $287,881,749 $287,881,749 4.29 $287,881,749
FNMA 30yr Pool#CB9430 5.500% 01-Nov-2054, 5.50%, 11/01/54 FN 3140QVPQ1 - - 179,303,569 $184,331,545 $184,331,545 2.75 $182,078,238
GNMA II TBA 30yr 5.5% April Delivery, 5.50%, 04/21/26 G2SF 21H052645 - - 168,601,000 $169,417,029 $169,417,029 2.52 $169,417,029
UMBS TBA 30yr 5% April Delivery, 5.00%, 04/13/26 FNCL 01F050643 - - 170,935,000 $168,964,119 $168,964,119 2.51 $168,964,119
GNMA II TBA 30yr 3% April Delivery, 3.00%, 04/21/26 G2SF 21H030641 - - 186,578,962 $166,494,856 $166,494,856 2.48 $166,494,856
Fannie Mae REMIC Trust 2025-12 FC 4.76721% 25-MAR-2055, 4.77%, 03/25/55 FNR 2025-12 3136BVFC7 - - 147,955,514 $149,369,978 $149,369,978 2.22 $148,958,532
UMBS TBA 30yr 3.5% April Delivery, 3.50%, 04/13/26 FNCL 01F032641 - - 162,615,000 $149,037,461 $149,037,461 2.22 $149,037,461
FNMA 30yr Pool#CB9787 5.000% 01-Jan-2055, 5.00%, 01/01/55 FN 3140QV2V5 - - 130,150,994 $131,442,163 $131,442,163 1.95 $130,219,314
GNMA II TBA 30yr 3.5% April Delivery, 3.50%, 04/21/26 G2SF 21H032647 - - 135,399,377 $123,275,040 $123,275,040 1.83 $123,275,040
FHLMC 30yr Pool#SL3350 6.000% 01-Nov-2055, 6.00%, 11/01/55 FR 31427QWL2 - - 115,128,821 $121,610,853 $121,610,853 1.81 $118,841,234
FNMA 30yr Pool#FA2754 4.500% 01-Jan-2049, 4.50%, 01/01/49 FN 3140W3BY4 - - 115,043,980 $114,352,566 $114,352,566 1.70 $112,865,412
UMBS TBA 30yr 5.5% April Delivery, 5.50%, 04/13/26 FNCL 01F052649 - - 113,307,000 $114,001,572 $114,001,572 1.70 $114,001,572
GNMA II TBA 30yr 4.5% April Delivery, 4.50%, 04/21/26 G2SF 21H042646 - - 116,624,488 $112,815,299 $112,815,299 1.68 $112,815,299
FHLMC 30yr Pool#SL3899 5.000% 01-Jan-2056, 5.00%, 01/01/56 FR 31427RKM1 - - 110,532,627 $111,546,055 $111,546,055 1.66 $110,591,164
FNMA 30yr Pool#FS1133 4.000% 01-Oct-2051, 4.00%, 10/01/51 FN 3140XGHK8 - - 109,956,331 $106,371,652 $106,371,652 1.58 $104,805,486
FNMA 30yr Pool#FM7460 4.000% 01-Mar-2051, 4.00%, 03/01/51 FN 3140XBJE1 - - 104,110,891 $100,435,088 $100,435,088 1.49 $99,233,871
GNMA II TBA 30yr 4% April Delivery, 4.00%, 04/21/26 G2SF 21H040640 - - 104,502,688 $98,008,473 $98,008,473 1.46 $98,008,473
UMBS TBA 30yr 6.5% April Delivery, 6.50%, 04/13/26 FNCL 01F062648 - - 92,975,000 $96,227,266 $96,227,266 1.43 $96,227,266
FNMA 30yr Pool#FA3182 6.000% 01-Oct-2055, 6.00%, 10/01/55 FN 3140W3RC5 - - 83,098,114 $89,208,428 $89,208,428 1.33 $85,689,185
FNMA 30yr Pool#FA4553 5.000% 01-Feb-2056, 5.00%, 02/01/56 FN 3140W5BX1 - - 87,772,442 $88,619,828 $88,619,828 1.32 $88,052,079
FNMA 30yr Pool#FA3025 5.500% 01-Sep-2055, 5.50%, 09/01/55 FN 3140W3LF4 - - 84,271,891 $87,554,719 $87,554,719 1.30 $86,783,440
FHLMC 30yr Pool#SL2464 4.500% 01-Dec-2048, 4.50%, 12/01/48 FR 31427PW26 - - 81,258,335 $80,408,161 $80,408,161 1.20 $79,719,560
FNMA 30yr Pool#FA3036 5.500% 01-Oct-2055, 5.50%, 10/01/55 FN 3140W3LS6 - - 74,726,961 $77,645,055 $77,645,055 1.15 $76,670,996
FHLMC 30yr Pool#RJ4363 5.500% 01-Jun-2055, 5.50%, 06/01/55 FR 3142GUZ55 - - 74,055,774 $77,071,976 $77,071,976 1.15 $75,982,348
FHLMC 30yr Pool#SD1046 4.000% 01-Jul-2052, 4.00%, 07/01/52 FR 3132DNET6 - - 79,105,053 $76,358,301 $76,358,301 1.14 $75,415,986
FNMA 30yr Pool#FA3037 5.500% 01-Oct-2055, 5.50%, 10/01/55 FN 3140W3LT4 - - 67,724,494 $70,479,462 $70,479,462 1.05 $69,379,767
FNMA 30yr Pool#FA0574 5.500% 01-Jan-2055, 5.50%, 01/01/55 FN 3140W0T88 - - 66,854,351 $69,498,637 $69,498,637 1.03 $68,524,528
FNMA 30yr Pool#FS8993 6.000% 01-Jul-2054, 6.00%, 07/01/54 FN 3140XQ7F8 - - 63,117,522 $66,451,233 $66,451,233 0.99 $64,970,529
FNMA 30yr Pool#FA0573 5.000% 01-Jan-2055, 5.00%, 01/01/55 FN 3140W0T70 - - 60,607,023 $60,925,114 $60,925,114 0.91 $60,798,849
FHLMC 30yr Pool#SL1188 5.500% 01-Apr-2055, 5.50%, 04/01/55 FR 31427NKA6 - - 56,264,243 $58,488,891 $58,488,891 0.87 $57,586,467
FHLMC 30yr Pool#SL2435 6.500% 01-Feb-2055, 6.50%, 02/01/55 FR 31427PV50 - - 51,555,318 $56,472,837 $56,472,837 0.84 $53,783,552
FNMA 30yr Pool#FA4000 5.000% 01-Jun-2055, 5.00%, 06/01/55 FN 3140W4NS2 - - 55,257,785 $55,547,801 $55,547,801 0.83 $55,432,681
FNMA 30yr Pool#FA2246 5.500% 01-Jul-2055, 5.50%, 07/01/55 FN 3140W2P88 - - 49,379,703 $51,472,758 $51,472,758 0.77 $50,580,386
FNMA 30yr Pool#CB9654 5.000% 01-Dec-2054, 5.00%, 12/01/54 FN 3140QVWQ3 - - 50,665,467 $51,402,100 $51,402,100 0.76 $50,692,063
FNMA 30yr Pool#FA3827 5.000% 01-Dec-2055, 5.00%, 12/01/55 FN 3140W4HD2 - - 50,332,328 $50,271,200 $50,271,200 0.75 $49,876,429
FHLMC 30yr Pool#SL0239 5.000% 01-Jan-2055, 5.00%, 01/01/55 FR 31427MHR5 - - 49,561,918 $50,264,684 $50,264,684 0.75 $49,587,935
Fannie Mae REMIC Trust 2025-9 FA 4.86721% 25-MAR-2055, 4.87%, 03/25/55 FNR 2025-9 3136BVDC9 - - 49,404,968 $49,975,296 $49,975,296 0.74 $49,835,026
FNMA 30yr Pool#FA3128 5.500% 01-Oct-2055, 5.50%, 10/01/55 FN 3140W3PN3 - - 46,816,567 $48,614,083 $48,614,083 0.72 $48,236,922
FNMA 30yr Pool#CC2018 5.500% 01-Feb-2056, 5.50%, 02/01/56 FN 3140Y8G42 - - 46,568,911 $48,097,796 $48,097,796 0.72 $47,694,827
FNMA 30yr Pool#FA3572 5.000% 01-Nov-2055, 5.00%, 11/01/55 FN 3140W36J3 - - 46,040,839 $47,010,130 $47,010,130 0.70 $46,186,562
FNMA 30yr Pool#FA4155 5.000% 01-Jan-2056, 5.00%, 01/01/56 FN 3140W4TM9 - - 46,200,344 $46,874,126 $46,874,126 0.70 $46,347,535
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA2 M2 7.41721% 25-FEB-2042, 7.42%, 02/25/42 STACR 2022-DNA2 35564KRN1 - - 45,174,272 $46,380,018 $46,380,018 0.69 $46,203,177
FNMA 30yr Pool#FA4202 5.000% 01-Jan-2056, 5.00%, 01/01/56 FN 3140W4U47 - - 44,781,434 $45,649,978 $45,649,978 0.68 $44,869,571
FHLMC 30yr Pool#SD7343 5.500% 01-Jan-2055, 5.50%, 01/01/55 FR 3132DVEQ4 - - 43,451,561 $45,618,650 $45,618,650 0.68 $44,472,685
FHLMC 30yr Pool#SL4015 5.500% 01-Jan-2056, 5.50%, 01/01/56 FR 31427RN97 - - 42,617,142 $43,678,061 $43,678,061 0.65 $43,340,597
FNMA 30yr Pool#FS9779 5.500% 01-Nov-2054, 5.50%, 11/01/54 FN 3140XR2M6 - - 41,287,405 $42,866,763 $42,866,763 0.64 $42,073,933
FNMA 30yr Pool#CC1926 5.000% 01-Feb-2056, 5.00%, 02/01/56 FN 3140Y8D86 - - 42,291,261 $42,721,115 $42,721,115 0.64 $42,438,793
FNMA 30yr Pool#FA3435 5.000% 01-Nov-2055, 5.00%, 11/01/55 FN 3140W3Y94 - - 42,261,133 $42,483,818 $42,483,818 0.63 $42,395,774
FNMA 40yr Pool#BF0646 2.500% 01-Jun-2062, 2.50%, 06/01/62 FN 3140FXWG3 - - 47,805,632 $40,291,564 $40,291,564 0.60 $39,876,505
FNMA 30yr Pool#FS8881 4.500% 01-Sep-2053, 4.50%, 09/01/53 FN 3140XQ2P1 - - 39,393,726 $39,422,638 $39,422,638 0.59 $38,638,441
FHLMC 30yr Pool#SL0046 6.000% 01-Jan-2055, 6.00%, 01/01/55 FR 31427MBQ3 - - 36,572,135 $38,852,166 $38,852,166 0.58 $37,643,195
FHLMC 30yr Pool#ZT2413 4.000% 01-Feb-2041, 4.00%, 02/01/41 FR 3132AEVE3 - - 39,370,792 $38,731,596 $38,731,596 0.58 $38,162,456
New Residential Mortgage LLC 6.545% 25-MAR-2032, 6.54%, 03/25/32 NZES 2025-FHT 64832EAA7 - - 37,104,294 $37,486,417 $37,486,417 0.56 $37,344,756
FNMA 30yr Pool#FA1951 6.000% 01-Jun-2055, 6.00%, 06/01/55 FN 3140W2EZ0 - - 34,764,036 $37,043,175 $37,043,175 0.55 $35,812,401
FHLMC 30yr Pool#SI2101 4.000% 01-Sep-2048, 4.00%, 09/01/48 FR 3133USKN0 - - 38,145,293 $36,827,518 $36,827,518 0.55 $36,400,515
FHLMC 30yr Pool#SL0938 4.000% 01-Jul-2050, 4.00%, 07/01/50 FR 31427NBG3 - - 37,201,315 $36,431,079 $36,431,079 0.54 $35,989,811
FNMA 40yr Pool#BF0598 2.500% 01-Mar-2062, 2.50%, 03/01/62 FN 3140FXUY6 - - 43,207,381 $36,378,103 $36,378,103 0.54 $36,044,273
FNMA 30yr Pool#FA0576 5.500% 01-Jan-2055, 5.50%, 01/01/55 FN 3140W0UA1 - - 34,268,891 $35,702,148 $35,702,148 0.53 $35,124,693
FNMA 30yr Pool#CC2016 5.500% 01-Feb-2056, 5.50%, 02/01/56 FN 3140Y8G26 - - 33,943,186 $35,283,264 $35,283,264 0.52 $34,818,026
FHLMC 30yr Pool#SL1632 4.000% 01-Nov-2053, 4.00%, 11/01/53 FR 31427NY60 - - 36,414,781 $35,212,382 $35,212,382 0.52 $34,710,945
FNMA 30yr Pool#FA1557 6.000% 01-May-2055, 6.00%, 05/01/55 FN 3140W1WT6 - - 32,436,709 $33,910,750 $33,910,750 0.50 $33,386,658
FNMA 30yr Pool#FA3191 5.500% 01-Oct-2055, 5.50%, 10/01/55 FN 3140W3RM3 - - 31,994,606 $33,170,192 $33,170,192 0.49 $32,776,595
FNMA 30yr Pool#FA3105 6.000% 01-May-2055, 6.00%, 05/01/55 FN 3140W3NX3 - - 30,772,871 $32,937,722 $32,937,722 0.49 $31,668,475
FNMA 30yr Pool#FA3682 5.500% 01-Feb-2055, 5.50%, 02/01/55 FN 3140W4CU9 - - 30,817,783 $32,100,555 $32,100,555 0.48 $31,561,581
FNMA 30yr Pool#FA0603 4.500% 01-Sep-2051, 4.50%, 09/01/51 FN 3140W0U52 - - 31,560,155 $31,364,407 $31,364,407 0.47 $31,012,361
FNMA 30yr Pool#FA1560 5.500% 01-Apr-2055, 5.50%, 04/01/55 FN 3140W1WW9 - - 29,579,417 $30,770,963 $30,770,963 0.46 $30,353,164
FNMA 30yr Pool#BW7371 5.500% 01-Feb-2053, 5.50%, 02/01/53 FN 3140N0FM2 - - 29,555,957 $30,669,893 $30,669,893 0.46 $30,401,548
FHLMC 30yr Pool#SL2558 6.000% 01-Aug-2055, 6.00%, 08/01/55 FR 31427PZY3 - - 28,685,273 $30,600,359 $30,600,359 0.46 $29,527,105
FNMA 40yr Pool#BF0698 3.500% 01-Dec-2062, 3.50%, 12/01/62 FN 3140FXX49 - - 32,573,698 $30,235,173 $30,235,173 0.45 $29,641,863
FHLMC 30yr Pool#SL0238 5.000% 01-May-2054, 5.00%, 05/01/54 FR 31427MHQ7 - - 29,647,670 $30,124,668 $30,124,668 0.45 $29,663,233
FHLMC 30yr Pool#TA2617 5.000% 01-Jan-2056, 5.00%, 01/01/56 FR 3142JQ4B2 - - 30,004,697 $29,957,376 $29,957,376 0.45 $29,732,921
FNMA 30yr Pool#CC1930 5.000% 01-Feb-2056, 5.00%, 02/01/56 FN 3140Y8EC6 - - 29,433,983 $29,835,001 $29,835,001 0.44 $29,481,346
Structured Agency Credit Risk (STACR) Debt Notes, Series 2022-HQA1 M2 8.91721% 25-MAR-2042, 8.92%, 03/25/42 STACR 2022-HQA1 35564KTJ8 - - 28,504,473 $29,745,012 $29,745,012 0.44 $29,610,861
FNMA 30yr Pool#FA4117 4.500% 01-Sep-2051, 4.50%, 09/01/51 FN 3140W4SF5 - - 29,080,554 $29,060,268 $29,060,268 0.43 $28,683,137
FHLMC 30yr Pool#SL1291 4.000% 01-Nov-2054, 4.00%, 11/01/54 FR 31427NNH8 - - 29,817,739 $28,803,855 $28,803,855 0.43 $28,422,577
FNMA 30yr Pool#FS8335 4.500% 01-Jan-2051, 4.50%, 01/01/51 FN 3140XQHM2 - - 28,696,272 $28,629,044 $28,629,044 0.43 $28,198,188
FNMA 30yr Pool#FS9788 5.500% 01-Nov-2054, 5.50%, 11/01/54 FN 3140XR2W4 - - 26,580,349 $27,828,018 $27,828,018 0.41 $26,965,644
FNMA 30yr Pool#FA1798 4.000% 01-Aug-2052, 4.00%, 08/01/52 FN 3140W17L1 - - 28,688,880 $27,780,314 $27,780,314 0.41 $27,353,192
FNMA 30yr Pool#FS8681 4.500% 01-Oct-2050, 4.50%, 10/01/50 FN 3140XQUF2 - - 27,249,185 $27,207,436 $27,207,436 0.40 $26,776,218
NRM MSR-Collateralized Notes, Series 2024-FNT1 A 7.398% 25-NOV-2029, 7.40%, 11/25/31 NZES 2024-FNT1 62956YAA7 - - 25,409,085 $25,674,272 $25,674,272 0.38 $25,564,619
FHLMC 30yr Pool#SD1143 4.500% 01-Sep-2050, 4.50%, 09/01/50 FR 3132DNHU0 - - 25,708,951 $25,606,830 $25,606,830 0.38 $25,262,718
METRONET INFRASTRUCTURE ISSU 5.4% 55, 5.40%, 08/20/55 MNET 2025-2A 59170JAX6 - - 24,600,000 $24,881,397 $24,881,397 0.37 $24,785,457
FHLMC 30yr Pool#SD3271 5.500% 01-Jun-2053, 5.50%, 06/01/53 FR 3132DQT48 - - 23,943,532 $24,830,786 $24,830,786 0.37 $24,628,556
FNMA 30yr Pool#FA3714 5.000% 01-Nov-2055, 5.00%, 11/01/55 FN 3140W4DU8 - - 24,515,385 $24,830,087 $24,830,087 0.37 $24,607,306
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-HQA3 M2 5.76721% 25-SEP-2041, 5.77%, 09/25/41 STACR 2021-HQA3 35564KJP5 - - 23,964,288 $24,151,559 $24,151,559 0.36 $24,078,617
FNMA 30yr Pool#FS9239 4.500% 01-Jan-2051, 4.50%, 01/01/51 FN 3140XRHR9 - - 23,498,643 $23,395,397 $23,395,397 0.35 $23,090,775
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2025-HQA1 M2 5.31721% 25-FEB-2045, 5.32%, 02/25/45 STACR 2025-HQA1 35564NHA4 - - 23,060,148 $23,141,334 $23,141,334 0.34 $23,076,620
JP MORGAN MORTGAGE TRUST 2 5.777% 55, 5.50%, 11/25/55 JPMMT 2025-5MPR 46593VAD9 - - 22,930,234 $23,035,584 $23,035,584 0.34 $22,877,938
FHLMC 30yr Pool#TA4415 5.000% 01-Jan-2056, 5.00%, 01/01/56 FR 3142JS3Z6 - - 22,337,325 $22,301,054 $22,301,054 0.33 $22,134,998
FNMA 30yr Pool#FA4386 5.500% 01-Jan-2056, 5.50%, 01/01/56 FN 3140W42U0 - - 21,606,408 $22,234,847 $22,234,847 0.33 $22,185,332
FNMA 30yr Pool#FA1129 6.500% 01-Jun-2054, 6.50%, 06/01/54 FN 3140W1HF3 - - 20,188,300 $21,768,687 $21,768,687 0.32 $21,064,032
FNMA 30yr Pool#CC1195 5.000% 01-Oct-2055, 5.00%, 10/01/55 FN 3140Y7KH0 - - 21,527,448 $21,765,055 $21,765,055 0.32 $21,596,033
PRET 2025-RPL3 Trust A1 4.15% 25-APR-2065, 4.15%, 04/25/65 PRET 2025-RPL3 69382RAA1 - - 22,146,132 $21,749,194 $21,749,194 0.32 $21,634,311
FNMA 30yr Pool#FM7840 4.000% 01-Apr-2050, 4.00%, 04/01/50 FN 3140XBWA4 - - 22,485,496 $21,671,208 $21,671,208 0.32 $21,432,175
Connecticut Avenue Securities Trust 2022-R02 2M2 6.66721% 25-JAN-2042, 6.67%, 01/25/42 CAS 2022-R02 20754BAB7 - - 21,305,167 $21,662,557 $21,662,557 0.32 $21,587,588
FNMA 30yr Pool#FA1128 6.500% 01-Aug-2054, 6.50%, 08/01/54 FN 3140W1HE6 - - 19,845,859 $21,627,883 $21,627,883 0.32 $20,661,494
Cipher Compute LLC 7.125% 15-NOV-2030, 7.12%, 11/15/30 CIFR 17253NAA5 - - 20,244,000 $21,356,544 $21,356,544 0.32 $20,863,730
FHLMC 30yr Pool#SD5061 5.500% 01-Mar-2054, 5.50%, 03/01/54 FR 3132DSTS1 - - 20,594,884 $21,324,048 $21,324,048 0.32 $21,134,730
FNMA 30yr Pool#FS4781 4.000% 01-Oct-2051, 4.00%, 10/01/51 FN 3140XLJ33 - - 21,929,928 $21,131,100 $21,131,100 0.31 $20,902,632
FNMA 30yr Pool#FS7225 4.000% 01-Aug-2051, 4.00%, 08/01/51 FN 3140XPA33 - - 21,799,771 $21,050,518 $21,050,518 0.31 $20,802,643
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-DNA6 B2 11.16721% 25-OCT-2041, 11.17%, 10/25/41 STACR 2021-DNA6 35564KLV9 - - 19,937,000 $20,911,146 $20,911,146 0.31 $20,597,508
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA5 M2 10.41721% 25-JUN-2042, 10.42%, 06/25/42 STACR 2022-DNA5 35564KYW3 - - 19,321,656 $20,725,570 $20,725,570 0.31 $20,619,340
RCKT Mortgage Trust 2026-CES2 A3 5.255% 25-FEB-2056, 5.25%, 02/25/56 RCKT 2026-CES2 74940EAD9 - - 20,600,000 $20,652,020 $20,652,020 0.31 $20,516,703
FHLMC 30yr Pool#SD6989 5.500% 01-Nov-2054, 5.50%, 11/01/54 FR 3132DUXS1 - - 19,646,929 $20,537,416 $20,537,416 0.31 $19,931,721
RCKT MOR 2025-CES9 FLT 2055 A1B, 5.00%, 09/25/55 RCKT 2025-CES9 74942JAB0 - - 19,439,822 $20,357,753 $20,357,753 0.30 $19,299,297
FNMA 30yr Pool#CB7112 5.500% 01-Sep-2053, 5.50%, 09/01/53 FN 3140QS3W9 - - 19,624,812 $20,333,334 $20,333,334 0.30 $20,164,701
FNMA 40yr Pool#BF0226 3.500% 01-Jan-2058, 3.50%, 01/01/58 FN 3140FXHC9 - - 21,579,934 $20,147,480 $20,147,480 0.30 $19,970,809
FNMA 40yr Pool#BF0713 4.000% 01-Mar-2063, 4.00%, 03/01/63 FN 3140FXYK2 - - 20,835,715 $19,995,287 $19,995,287 0.30 $19,724,466
Finance of America Structured Securities Trust, 2025-S1 A1 3.5% 25-FEB-2075, 3.50%, 02/25/75 FASST 2025-S1 31741BAB0 - - 20,529,994 $19,946,648 $19,946,648 0.30 $19,904,733
FNMA 30yr Pool#FS6382 4.000% 01-Aug-2051, 4.00%, 08/01/51 FN 3140XNCU6 - - 20,657,627 $19,938,474 $19,938,474 0.30 $19,712,740
Citigroup Mortgage Loan Trust 2025-LTV1 A1 5.237% 25-DEC-2055, 5.24%, 12/25/55 CMLTI 2025-LTV1 17332XAA8 - - 19,819,501 $19,912,441 $19,912,441 0.30 $19,782,698
FNMA 40yr Pool#BF0807 3.500% 01-Apr-2064, 3.50%, 04/01/64 FN 3140FX3R1 - - 21,518,426 $19,708,351 $19,708,351 0.29 $19,588,219
FINANCE OF AMERICA STRUC 3.28125% 74, 3.50%, 04/25/74 FASST 2024-S3 31739WAB8 - - 19,669,887 $19,243,023 $19,243,023 0.29 $19,202,863
FHLMC 30yr Pool#SL0850 4.000% 01-Jul-2049, 4.00%, 07/01/49 FR 31427M5L1 - - 19,022,674 $18,820,225 $18,820,225 0.28 $18,516,748
FNMA 30yr Pool#FS5028 4.000% 01-Oct-2051, 4.00%, 10/01/51 FN 3140XLSS8 - - 19,520,471 $18,793,455 $18,793,455 0.28 $18,606,045
FNMA 30yr Pool#FA1182 4.500% 01-Jun-2049, 4.50%, 06/01/49 FN 3140W1J46 - - 18,449,426 $18,372,317 $18,372,317 0.27 $18,129,197
Flash Compute LLC 7.25% 31-DEC-2030, 7.25%, 12/31/30 FLASHC 33853QAA9 - - 17,865,000 $18,280,396 $18,280,396 0.27 $18,003,364
FNMA 30yr Pool#FA1549 5.500% 01-May-2055, 5.50%, 05/01/55 FN 3140W1WK5 - - 17,613,858 $18,212,713 $18,212,713 0.27 $18,064,392
FNMA 30yr Pool#FS2863 4.000% 01-Sep-2052, 4.00%, 09/01/52 FN 3140XJFD0 - - 18,827,261 $18,080,310 $18,080,310 0.27 $17,947,796
FHLMC 30yr Pool#QJ9063 5.000% 01-Nov-2054, 5.00%, 11/01/54 FR 3133D1B81 - - 17,941,631 $18,032,413 $18,032,413 0.27 $17,866,127
FNMA 30yr Pool#FS8709 4.500% 01-Jan-2051, 4.50%, 01/01/51 FN 3140XQVB0 - - 17,787,857 $17,678,808 $17,678,808 0.26 $17,479,111
SALUDA GRADE ALTERNATIVE M 5.749% 31, 5.75%, 03/25/31 GRADE 2026-RTL7 79584UAA9 - - 17,370,000 $17,445,706 $17,445,706 0.26 $17,320,881
FHF ISSUER TRUST 2024-1 0% 26, 4.84%, 12/15/26 FHF 2025-2A 30343DAA2 - - 17,130,065 $17,199,387 $17,199,387 0.26 $17,132,613
FHLMC 30yr Pool#QY8779 6.000% 01-Jul-2055, 6.00%, 07/01/55 FR 31426TXH5 - - 16,278,109 $16,897,252 $16,897,252 0.25 $16,757,147
FNMA 30yr Pool#FA1358 4.500% 01-May-2050, 4.50%, 05/01/50 FN 3140W1QL0 - - 16,682,582 $16,563,509 $16,563,509 0.25 $16,420,896
FNMA 30yr Pool#FM4738 4.000% 01-Sep-2050, 4.00%, 09/01/50 FN 3140X8HQ3 - - 15,846,839 $16,303,060 $16,303,060 0.24 $15,105,568
FNMA 40yr Pool#BF0806 3.500% 01-Apr-2064, 3.50%, 04/01/64 FN 3140FX3Q3 - - 17,493,392 $16,076,526 $16,076,526 0.24 $15,981,615
FHLMC 30yr Pool#SD0985 4.500% 01-Oct-2050, 4.50%, 10/01/50 FR 3132DNCW1 - - 15,988,424 $15,967,710 $15,967,710 0.24 $15,769,925
Saluda Grade Alternative Mortgage Trust 2026-HB1 A1B 5.22373% 25-APR-2056, 5.22%, 04/25/56 GRADE 2026-HB1 795939AC1 - - 15,910,743 $15,915,465 $15,915,465 0.24 $15,871,599
FNMA 40yr Pool#BF0801 2.500% 01-Apr-2064, 2.50%, 04/01/64 FN 3140FX3K6 - - 18,697,450 $15,825,862 $15,825,862 0.24 $15,590,588
SALUDA GR ALT MTG TR 2025-LOC5 A1B, 5.47%, 10/25/55 GRADE 2025-LOC5 79581XAC2 - - 15,693,000 $15,820,885 $15,820,885 0.24 $15,775,549
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA4 M2 8.91721% 25-MAY-2042, 8.92%, 05/25/42 STACR 2022-DNA4 35564KXA2 - - 15,050,000 $15,808,060 $15,808,060 0.24 $15,737,231
Vontive Mortgage Trust 2025-RTL1 A1 6.507% 25-MAR-2030, 6.51%, 03/25/30 VNTV 2025-RTL1 928884AA3 - - 15,444,000 $15,660,072 $15,660,072 0.23 $15,601,450
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 $15,458,275 $15,458,275 0.23 $15,316,779
FNMA 30yr Pool#FS9116 6.000% 01-Sep-2054, 6.00%, 09/01/54 FN 3140XRDW2 - - 14,468,720 $15,351,920 $15,351,920 0.23 $14,892,454
FNMA 30yr Pool#DA1525 6.000% 01-Oct-2053, 6.00%, 10/01/53 FN 3140A1VT1 - - 14,499,011 $15,038,260 $15,038,260 0.22 $14,912,520
FHLMC 30yr Pool#QH3192 6.000% 01-Oct-2053, 6.00%, 10/01/53 FR 3133CFRM3 - - 14,442,675 $14,981,620 $14,981,620 0.22 $14,854,577
PRET 2025-RPL1 Trust A1 4.0% 25-JUL-2069, 4.00%, 07/25/69 PRET 2025-RPL1 69392FAA5 - - 15,055,008 $14,865,329 $14,865,329 0.22 $14,790,054
Galaxy XXVI CLO Ltd., 5.83%, 07/31/26 GLXYT 2025-1 362922AA4 - - 14,410,000 $14,590,071 $14,590,071 0.22 $14,487,037
RCKT Mortgage Trust 2026-CES2 A2 5.055% 25-FEB-2056, 5.05%, 02/25/56 RCKT 2026-CES2 74940EAC1 - - 14,268,000 $14,291,517 $14,291,517 0.21 $14,201,361
PRPM 2025-RCF3 LLC 5.25% 55, 5.25%, 07/25/55 PRPM 2025-RCF3 69392PAA3 - - 14,128,953 $14,263,781 $14,263,781 0.21 $14,171,060
FHLMC 30yr Pool#SD6178 4.500% 01-Jan-2051, 4.50%, 01/01/51 FR 3132DT2K5 - - 14,200,972 $14,094,010 $14,094,010 0.21 $13,978,213
BMP Commercial Mortgage Trust 2024-MF23 A 5.03159% 15-JUN-2041, 5.03%, 06/15/41 BMP 2024-MF23 05593JAA8 - - 14,000,000 $14,044,608 $14,044,608 0.21 $13,987,863
FNMA 30yr Pool#FA3563 5.500% 01-Nov-2055, 5.50%, 11/01/55 FN 3140W35Z8 - - 13,365,877 $13,868,476 $13,868,476 0.21 $13,724,003
FNMA 30yr Pool#CC0097 5.500% 01-Mar-2055, 5.50%, 03/01/55 FN 3140Y6DB3 - - 13,193,338 $13,842,742 $13,842,742 0.21 $13,536,565
FINANCE OF AMER STR TR 2024-S2 A1, 3.50%, 04/25/74 FASST 2024-S2 31739VAA2 - - 13,959,645 $13,725,333 $13,725,333 0.20 $13,696,832
GS Mortgage-Backed Securities Trust 2025-RPL3 A1 4.1% 25-JUL-2065, 4.10%, 07/25/65 GSMBS 2025-RPL3 362963AA8 - - 13,913,711 $13,687,221 $13,687,221 0.20 $13,615,914
FHLMC 30yr Pool#SD5963 6.000% 01-Jul-2054, 6.00%, 07/01/54 FR 3132DTTU4 - - 12,801,757 $13,570,386 $13,570,386 0.20 $13,176,672
Chase Mortgage Reference Notes, Series 2020-CL1 M1 6.03821% 25-OCT-2057, 6.04%, 10/25/57 CHASE 2020-CL1 46591HAG5 - - 12,866,419 $13,210,998 $13,210,998 0.20 $13,169,995
Foundation Finance Trust 2025-2 B 4.94% 15-APR-2052, 4.94%, 04/15/52 FFIN 2025-2A 35042NAB1 - - 13,050,000 $13,146,231 $13,146,231 0.20 $13,090,717
FNMA 30yr Pool#FM5350 4.500% 01-Sep-2050, 4.50%, 09/01/50 FN 3140X85L7 - - 12,942,829 $12,792,630 $12,792,630 0.19 $12,694,679
Huntington Bank Auto Credit-Linked Notes, Series 2024-2 B1 5.442% 20-OCT-2032, 5.44%, 10/20/32 HACLN 2024-2 44644NAG4 - - 12,565,890 $12,727,319 $12,727,319 0.19 $12,677,931
FNMA 30yr Pool#FS8717 6.000% 01-Jul-2054, 6.00%, 07/01/54 FN 3140XQVK0 - - 12,113,836 $12,709,535 $12,709,535 0.19 $12,468,605
FHLMC 30yr Pool#SD6558 6.000% 01-Sep-2054, 6.00%, 09/01/54 FR 3132DUJB4 - - 11,883,953 $12,557,668 $12,557,668 0.19 $12,231,989
FNMA 30yr Pool#DE6043 6.000% 01-Aug-2055, 6.00%, 08/01/55 FN 3140BJWD5 - - 11,776,777 $12,409,591 $12,409,591 0.18 $12,123,161
PRET 2025-RPL5 TRUST FLTG 2070 A1, 4.15%, 01/25/70 PRET 2025-RPL5 69393AAA5 - - 12,655,269 $12,403,358 $12,403,358 0.18 $12,337,708
FHLMC 30yr Pool#SD5994 4.500% 01-Sep-2050, 4.50%, 09/01/50 FR 3132DTUT5 - - 12,399,712 $12,365,070 $12,365,070 0.18 $12,184,489
FNMA 40yr Pool#BF0731 2.500% 01-Jun-2063, 2.50%, 06/01/63 FN 3140FXY55 - - 14,492,263 $12,232,594 $12,232,594 0.18 $12,080,697
FHLMC 30yr Pool#QG6755 5.500% 01-Jun-2053, 5.50%, 06/01/53 FR 3133C7QG5 - - 11,638,287 $12,071,297 $12,071,297 0.18 $11,971,258
FNMA 30yr Pool#DE1157 6.000% 01-Jun-2055, 6.00%, 06/01/55 FN 3140BDJB7 - - 11,099,555 $11,917,559 $11,917,559 0.18 $11,426,020
TOWD POINT MORTGAGE TRUST 2025 0% 65, 4.97%, 09/25/65 TPMT 2025-FIX1 89183MAA1 - - 11,903,761 $11,915,872 $11,915,872 0.18 $11,841,950
FNMA 30yr Pool#FS7541 4.000% 01-Jun-2052, 4.00%, 06/01/52 FN 3140XPLX5 - - 12,372,040 $11,907,402 $11,907,402 0.18 $11,792,478
Vista Point Securitization Trust 2025-CES2 A1 5.601% 25-AUG-2055, 5.60%, 08/25/55 VSTA 2025-CES2 92842UAA0 - - 11,690,288 $11,788,947 $11,788,947 0.18 $11,707,100
FNMA 30yr Pool#DG1554 5.000% 01-Feb-2056, 5.00%, 02/01/56 FN 3140U4WQ8 - - 11,782,333 $11,764,598 $11,764,598 0.17 $11,675,611
FHLMC 30yr Pool#TA5410 5.000% 01-Feb-2056, 5.00%, 02/01/56 FR 3142JUAL4 - - 11,661,537 $11,673,369 $11,673,369 0.17 $11,555,909
FNMA 30yr Pool#DF9041 5.000% 01-Jan-2056, 5.00%, 01/01/56 FN 3140U1BK0 - - 11,664,241 $11,646,116 $11,646,116 0.17 $11,558,588
FNMA 30yr Pool#FA0470 6.000% 01-Jan-2055, 6.00%, 01/01/55 FN 3140W0QY4 - - 10,799,094 $11,571,145 $11,571,145 0.17 $11,115,359
FIGRE TRUST 2025-HE4 FLTG 2055 C, 5.71%, 07/25/55 FIGRE 2025-HE4 31684PAC6 - - 11,364,897 $11,490,021 $11,490,021 0.17 $11,408,918
TOWD PT MTG TR 2025-FIX2 FLTG A1, 5.25%, 10/25/65 TPMT 2025-FIX2 89183RAA0 - - 11,377,028 $11,445,617 $11,445,617 0.17 $11,370,969
FNMA 40yr Pool#BF0783 3.500% 01-Dec-2063, 3.50%, 12/01/63 FN 3140FX2R2 - - 12,324,505 $11,419,750 $11,419,750 0.17 $11,222,808
FHLMC 30yr Pool#QH3306 6.000% 01-Oct-2053, 6.00%, 10/01/53 FR 3133CFU72 - - 10,096,643 $11,281,246 $11,281,246 0.17 $10,478,242
PRET 2025-NPL4 A1 6.3677% 25-MAY-2055, 6.37%, 04/25/55 PRET 2025-NPL4 74136UAA3 - - 11,026,924 $11,079,637 $11,079,637 0.16 $11,038,677
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA7 M2 10.66721% 25-SEP-2042, 10.67%, 03/25/52 STACR 2022-DNA7 35564KL72 - - 10,000,000 $10,995,103 $10,995,103 0.16 $10,938,804
FNMA 30yr Pool#FS6236 6.500% 01-Nov-2053, 6.50%, 11/01/53 FN 3140XM4W3 - - 10,224,678 $10,928,659 $10,928,659 0.16 $10,681,243
FNMA 30yr Pool#FS5818 4.500% 01-Oct-2050, 4.50%, 10/01/50 FN 3140XMPC4 - - 10,954,986 $10,833,604 $10,833,604 0.16 $10,744,949
FNMA 30yr Pool#FS5362 4.500% 01-Dec-2050, 4.50%, 12/01/50 FN 3140XL5Y0 - - 10,513,731 $10,620,082 $10,620,082 0.16 $10,331,243
FNMA 30yr Pool#CC1844 5.500% 01-Jan-2056, 5.50%, 01/01/56 FN 3140Y8BN5 - - 10,210,412 $10,577,052 $10,577,052 0.16 $10,476,038
FNMA 30yr Pool#FS7613 4.500% 01-May-2052, 4.50%, 05/01/52 FN 3140XPN70 - - 10,547,125 $10,559,020 $10,559,020 0.16 $10,364,058
Homeward Opportunities Fund Trust 2025-RRTL1 A1 5.476% 25-MAR-2040, 5.48%, 03/25/40 HOF 2025-RRTL1 437919AA1 - - 10,475,000 $10,510,996 $10,510,996 0.16 $10,477,535
FNMA 30yr Pool#BX0421 5.500% 01-Nov-2052, 5.50%, 11/01/52 FN 3140N4PF8 - - 9,850,004 $10,182,022 $10,182,022 0.15 $10,092,985
Connecticut Avenue Securities Trust 2022-R02 2B2 11.31721% 25-JAN-2042, 11.32%, 01/25/42 CAS 2022-R02 20754BAJ0 - - 9,637,000 $10,155,055 $10,155,055 0.15 $10,097,494
Ally Bank Auto Credit-Linked Notes, Series 2025-A C 4.844% 15-JUN-2033, 4.84%, 06/15/33 ABCLN 2025-A 02007G5F6 - - 10,044,701 $10,113,151 $10,113,151 0.15 $10,071,252
FHLMC 30yr Pool#SD5224 6.000% 01-Mar-2054, 6.00%, 03/01/54 FR 3132DSYV8 - - 9,564,125 $10,069,349 $10,069,349 0.15 $9,844,910
LHOME Mortgage Trust 2024-RTL3 A1 6.9% 25-MAY-2029, 6.90%, 05/25/29 LHOME 2024-RTL3 50205GAA0 - - 9,960,000 $10,050,003 $10,050,003 0.15 $10,009,914
FNMA 30yr Pool#FS6662 4.000% 01-Oct-2051, 4.00%, 10/01/51 FN 3140XNML5 - - 10,268,078 $9,907,654 $9,907,654 0.15 $9,787,075
New Residential Mortgage Loan Trust 2026-NQM1 A2 5.078% 25-NOV-2065, 5.08%, 11/25/65 NRZT 2026-NQM1 64832LAF0 - - 9,872,124 $9,882,053 $9,882,053 0.15 $9,819,390
FNMA 30yr Pool#DG2558 5.000% 01-Feb-2056, 5.00%, 02/01/56 FN 3140U5ZY5 - - 9,890,979 $9,875,151 $9,875,151 0.15 $9,801,377
FNMA 30yr Pool#FS7117 6.500% 01-Feb-2054, 6.50%, 02/01/54 FN 3140XN4B7 - - 9,026,653 $9,827,001 $9,827,001 0.15 $9,429,722
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA6 M2 9.41721% 25-SEP-2042, 9.42%, 09/25/42 STACR 2022-DNA6 35564KH77 - - 9,166,000 $9,816,907 $9,816,907 0.15 $9,771,350
FHLMC 30yr Pool#QH4373 6.000% 01-Nov-2053, 6.00%, 11/01/53 FR 3133CG2E6 - - 9,351,795 $9,709,133 $9,709,133 0.14 $9,618,506
FHLMC 30yr Pool#RA7104 4.500% 01-Feb-2051, 4.50%, 02/01/51 FR 3133KN3M3 - - 9,722,915 $9,594,699 $9,594,699 0.14 $9,522,454
SALUDA GRADE ALTERNATIVE MORT A2, 6.75%, 03/25/31 GRADE 2026-RTL7 79584UAB7 - - 9,418,000 $9,469,359 $9,469,359 0.14 $9,389,918
Rithm Capital Corp. 8.0% 01-APR-2029, 8.00%, 04/01/29 RITM 64828TAB8 - - 9,213,000 $9,447,371 $9,447,371 0.14 $9,109,561
Acacia 2025-1 A 5.24% 15-NOV-2037, 5.24%, 11/15/37 ACACIA 2025-1 00401PAA7 - - 9,367,465 $9,415,220 $9,415,220 0.14 $9,371,038
FNMA 30yr Pool#FS2144 3.500% 01-Jun-2052, 3.50%, 06/01/52 FN 3140XHL21 - - 9,986,183 $9,414,087 $9,414,087 0.14 $9,279,076
LHOME Mortgage Trust 2024-RTL5 A2 5.751% 25-SEP-2039, 5.75%, 09/25/39 LHOME 2024-RTL5 50205WAB3 - - 9,325,000 $9,359,248 $9,359,248 0.14 $9,327,965
CONNECTICUT AVENUE SECUR 5.95001% 45, 5.27%, 07/25/45 CAS 2025-R05 20753CAC4 - - 9,254,000 $9,278,780 $9,278,780 0.14 $9,253,054
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 $9,086,969 $9,086,969 0.14 $9,062,840
FIGRE TRUST 2025 HE4 FLTG 2055 B, 5.61%, 07/25/55 FIGRE 2025-HE4 31684PAB8 - - 8,798,835 $8,903,344 $8,903,344 0.13 $8,841,664
Freddie Mac Multiclass Certificates, Series 5164 FA 3.91721% 25-NOV-2051, 3.92%, 11/25/51 FHR 5164 3137H3PY2 - - 9,594,188 $8,832,527 $8,832,527 0.13 $8,810,604
FNMA 30yr Pool#DG0913 5.000% 01-Jan-2056, 5.00%, 01/01/56 FN 3140U4AP4 - - 8,508,207 $8,495,637 $8,495,637 0.13 $8,431,142
Huntington Bank Auto Credit-Linked Notes, Series 2024-1 B1 6.153% 20-MAY-2032, 6.15%, 05/20/32 HACLN 2024-1 44644NAA7 - - 8,340,247 $8,482,685 $8,482,685 0.13 $8,445,622
Connecticut Avenue Securities Trust 2022-R01 1B2 9.66721% 25-DEC-2041, 9.67%, 12/25/41 CAS 2022-R01 20754LAJ8 - - 8,116,382 $8,414,230 $8,414,230 0.13 $8,372,820
FHLMC 30yr Pool#SD7417 5.500% 01-Jan-2055, 5.50%, 01/01/55 FR 3132DVG25 - - 8,098,331 $8,407,747 $8,407,747 0.13 $8,300,646
FHLMC 30yr Pool#QY9874 6.000% 01-Aug-2055, 6.00%, 08/01/55 FR 31426U6L3 - - 7,769,802 $8,368,088 $8,368,088 0.12 $7,998,331
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 $8,354,555 $8,354,555 0.12 $8,274,465
RCKT Mortgage Trust 2024-CES9 A1B 5.683% 25-DEC-2044, 5.68%, 12/25/44 RCKT 2024-CES9 749426AB8 - - 8,171,634 $8,250,958 $8,250,958 0.12 $8,192,909
FHLMC 30yr Pool#QZ9092 5.000% 01-Nov-2055, 5.00%, 11/01/55 FR 31427KC60 - - 8,198,096 $8,184,818 $8,184,818 0.12 $8,123,840
RCKT Mortgage Trust 2025-CES7 A1B 5.478% 25-JUL-2055, 5.48%, 07/25/55 RCKT 2025-CES7 74943AAB8 - - 8,064,714 $8,126,173 $8,126,173 0.12 $8,070,950
FHLMC 30yr Pool#QH1500 6.000% 01-Sep-2053, 6.00%, 09/01/53 FR 3133CDUZ5 - - 7,505,085 $8,064,673 $8,064,673 0.12 $7,757,068
PRPM 2025-RPL4 A1, 3.00%, 05/25/55 PRPM 2025-RPL4 74448NAA2 - - 8,342,569 $8,041,101 $8,041,101 0.12 $8,009,816
FNMA 30yr Pool#DA0026 6.000% 01-Sep-2053, 6.00%, 09/01/53 FN 3140A0A41 - - 7,739,880 $8,027,823 $8,027,823 0.12 $7,960,620
Fannie Mae REMIC Trust 2022-65 FB 4.46721% 25-SEP-2052, 4.47%, 09/25/52 FNR 2022-65 3136BPCQ2 - - 7,945,648 $7,946,821 $7,946,821 0.12 $7,926,116
FNMA 30yr Pool#DF2677 6.000% 01-Nov-2055, 6.00%, 11/01/55 FN 3140BS6P7 - - 7,583,513 $7,873,097 $7,873,097 0.12 $7,808,529
Alterna Funding III A 6.26% 15-MAY-2039, 6.26%, 05/16/39 TAX 2024-1A 02157JAA3 - - 7,751,589 $7,801,672 $7,801,672 0.12 $7,759,887
FHLMC 30yr Pool#TA6739 5.000% 01-Feb-2056, 5.00%, 02/01/56 FR 3142JVPZ5 - - 7,756,287 $7,742,945 $7,742,945 0.12 $7,686,023
COOPR Residential Mortgage Trust 2025-CES3 A1A 4.84% 25-SEP-2060, 4.84%, 09/25/60 COOPR 2025-CES3 216926AA3 - - 7,553,275 $7,561,048 $7,561,048 0.11 $7,515,351
Connecticut Avenue Securities Trust 2025-R01 1M2 5.16721% 25-JAN-2045, 5.17%, 01/25/45 CAS 2025-R01 20755JAC7 - - 7,526,000 $7,540,688 $7,540,688 0.11 $7,520,164
SALUDA GR ALT MTG TR 25 RRTL1 A1, 5.32%, 10/25/40 GRADE 2025-RRTL1 79582NAA7 - - 7,388,000 $7,410,075 $7,410,075 0.11 $7,360,944
COOPR Residential Mortgage Trust 2026-CES1 A1B 4.996% 25-FEB-2061, 5.00%, 01/01/61 COOPR 2026-CES1 21689GAB4 - - 7,363,345 $7,394,231 $7,394,231 0.11 $7,348,247
FHLMC 30yr Pool#QX0520 5.500% 01-Dec-2054, 5.50%, 12/01/54 FR 31425USJ5 - - 6,916,583 $7,248,809 $7,248,809 0.11 $7,016,842
ACHM Trust 2024-HE1 A 6.55% 25-MAY-2039, 6.55%, 05/25/39 ACHM 2024-HE1 00449TAA3 - - 6,942,374 $7,159,124 $7,159,124 0.11 $7,132,598
FIGRE TRUST 2025-HE6 FLTG 2055 C, 5.25%, 09/25/55 FIGRE 2025-HE6 31684NAC1 - - 7,167,677 $7,154,654 $7,154,654 0.11 $7,107,661
GS Mortgage-Backed Securities Trust 2026-CES1 A2 5.272% 25-MAY-2056, 5.27%, 05/25/56 GSMBS 2026-CES1 36277LAB9 - - 7,000,000 $7,038,059 $7,038,059 0.10 $6,991,929
FHLMC 30yr Pool#QG3912 5.500% 01-Jun-2053, 5.50%, 06/01/53 FR 3133C4KZ6 - - 6,824,588 $7,019,082 $7,019,082 0.10 $6,963,388
PRPM 2025-RCF3, LLC, 5.77%, 08/25/28 PRPM 2025-6 69395KAA1 - - 6,980,213 $7,017,950 $7,017,950 0.10 $6,967,570
Mello Mortgage Capital Acceptance 2024-SD1 A1 4.0% 25-APR-2054, 4.00%, 04/25/54 MELLO 58550DAA1 - - 7,063,818 $6,965,258 $6,965,258 0.10 $6,948,776
LHOME Mortgage Trust 2024-RTL4 A2 6.092% 25-JUL-2039, 6.09%, 07/25/39 LHOME 2024-RTL4 50205PAB8 - - 6,870,000 $6,908,165 $6,908,165 0.10 $6,883,751
RCKT MORTGAGE TRUST 2025 5.24863% 55, 5.25%, 08/25/55 RCKT 2025-CES8 74939WAB6 - - 6,826,844 $6,851,630 $6,851,630 0.10 $6,806,840
FHLMC 30yr Pool#QX9929 6.000% 01-Apr-2055, 6.00%, 04/01/55 FR 31426HA78 - - 5,886,341 $6,775,589 $6,775,589 0.10 $6,057,656
FNMA 30yr Pool#FA0339 5.500% 01-Jan-2055, 5.50%, 01/01/55 FN 3140W0LV5 - - 6,399,077 $6,664,537 $6,664,537 0.10 $6,563,657
FNMA 30yr Pool#FS4356 6.000% 01-May-2053, 6.00%, 05/01/53 FN 3140XKZW3 - - 6,296,079 $6,640,223 $6,640,223 0.10 $6,480,920
Ally Bank Auto Credit-Linked Notes, Series 2025-A D 4.991% 15-JUN-2033, 4.99%, 06/15/33 ABCLN 2025-A 02007G5G4 - - 6,525,026 $6,566,477 $6,566,477 0.10 $6,538,434
HOMES 2026-INV1 Trust A1D 5.077% 25-AUG-2060, 5.08%, 08/25/60 HOMES 2026-INV1 43761FAD7 - - 6,412,713 $6,412,504 $6,412,504 0.10 $6,393,512
LHOME Mortgage Trust 2024-RTL1 A1 7.017% 25-JAN-2029, 7.02%, 01/25/29 LHOME 2024-RTL1 50205DAA7 - - 6,341,000 $6,375,524 $6,375,524 0.09 $6,349,569
FNMA 30yr Pool#FS7397 6.000% 01-Mar-2054, 6.00%, 03/01/54 FN 3140XPGF0 - - 5,904,495 $6,355,641 $6,355,641 0.09 $6,077,415
PRET 2025-RPL2 Trust A1 4.0% 25-FEB-2065, 4.00%, 08/25/64 PRET 2025-RPL2 69392LAA2 - - 6,409,748 $6,350,087 $6,350,087 0.09 $6,318,039
RCKT Mortgage Trust 2024-CES1 A1B 6.325% 25-FEB-2044, 6.33%, 02/25/44 RCKT 2024-CES1 749424AB3 - - 6,265,665 $6,346,157 $6,346,157 0.09 $6,296,620
FHLMC 30yr Pool#SD5223 6.000% 01-Apr-2054, 6.00%, 04/01/54 FR 3132DSYU0 - - 5,976,760 $6,314,976 $6,314,976 0.09 $6,151,797
FIGRE TRUST 2025-HE6 FLTG 2055 B, 5.14%, 09/25/55 FIGRE 2025-HE6 31684NAB3 - - 6,317,673 $6,308,254 $6,308,254 0.09 $6,267,631
Connecticut Avenue Securities Trust 2022-R04 1B2 13.16721% 25-MAR-2042, 13.17%, 03/25/42 CAS 2022-R04 20753YAL6 - - 5,793,401 $6,274,533 $6,274,533 0.09 $6,234,272
Brean Asset Backed Securities Trust 2024-RM9 A1 5.0% 25-SEP-2064, 5.00%, 09/25/64 BABS 2024-RM9 10638DAA8 - - 6,299,579 $6,269,710 $6,269,710 0.09 $6,251,337
FNMA 30yr Pool#FM4129 4.000% 01-Sep-2050, 4.00%, 09/01/50 FN 3140X7ST7 - - 6,490,822 $6,259,312 $6,259,312 0.09 $6,186,763
FNMA 30yr Pool#DB4017 6.000% 01-May-2054, 6.00%, 05/01/54 FN 3140ADPB1 - - 5,862,384 $6,218,266 $6,218,266 0.09 $6,034,071
FNMA 30yr Pool#DA1468 6.000% 01-Sep-2053, 6.00%, 09/01/53 FN 3140A1T23 - - 5,883,290 $6,132,075 $6,132,075 0.09 $6,080,822
FNMA 30yr Pool#DE6050 6.000% 01-Aug-2055, 6.00%, 08/01/55 FN 3140BJWL7 - - 5,785,825 $6,099,635 $6,099,635 0.09 $6,015,414
FIGRE TRUST 2025-HE4 5.408% 55, 5.41%, 07/25/55 FIGRE 2025-HE4 31684PAA0 - - 6,022,797 $6,083,177 $6,083,177 0.09 $6,042,463
FNMA 30yr Pool#DD5556 6.000% 01-Mar-2055, 6.00%, 03/01/55 FN DD5556 MTGE 3140B6E68 - - 5,378,496 $5,987,896 $5,987,896 0.09 $5,536,691
PRPM 2025-RPL3 A1 3.25% 25-APR-2055, 3.25%, 04/25/55 PRPM 2025-RPL3 69392NAA8 - - 6,106,037 $5,897,948 $5,897,948 0.09 $5,873,142
FHLMC 30yr Pool#QH7040 6.000% 01-Dec-2053, 6.00%, 12/01/53 FR 3133CKZD3 - - 5,668,927 $5,879,208 $5,879,208 0.09 $5,830,604
FNMA 30yr Pool#DE7796 6.000% 01-Aug-2055, 6.00%, 08/01/55 FN 3140BLUW0 - - 5,494,266 $5,823,424 $5,823,424 0.09 $5,655,866
Connecticut Avenue Securities, Series 2021-R02 2B2 9.86721% 25-NOV-2041, 9.87%, 11/25/41 CAS 2021-R02 20754KAJ0 - - 5,616,000 $5,810,253 $5,810,253 0.09 $5,781,007
FNMA 30yr Pool#FM7479 4.500% 01-Jan-2050, 4.50%, 01/01/50 FN 3140XBJZ4 - - 5,790,312 $5,786,931 $5,786,931 0.09 $5,689,809
FHLMC 30yr Pool#QH4638 6.000% 01-Nov-2053, 6.00%, 11/01/53 FR 3133CHEK7 - - 5,561,896 $5,768,791 $5,768,791 0.09 $5,720,520
FHLMC 30yr Pool#SD3018 5.500% 01-May-2053, 5.50%, 05/01/53 FR 3132DQK70 - - 5,432,869 $5,760,541 $5,760,541 0.09 $5,544,181
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA3 M2 8.01721% 25-APR-2042, 8.02%, 04/25/42 STACR 2022-DNA3 35564KVE6 - - 5,528,314 $5,736,920 $5,736,920 0.09 $5,713,528
FIGRE Trust 2026-HE1 C 5.434% 25-JAN-2056, 5.43%, 01/25/56 FIGRE 2026-HE1 30249NAE7 - - 5,692,946 $5,711,891 $5,711,891 0.08 $5,693,845
TVC Mortgage Trust 2025-RRTL1 A2 6.68% 25-APR-2040, 6.68%, 04/25/40 TVC 2025-RRTL1 900927AB0 - - 5,597,000 $5,702,094 $5,702,094 0.08 $5,680,284
MS RES MTG LN TR 2025-SPL1 A1, 4.25%, 02/25/65 MSRM 2025-SPL1 617946AA6 - - 5,702,719 $5,617,389 $5,617,389 0.08 $5,587,094
FNMA 30yr Pool#FS1578 4.000% 01-Oct-2050, 4.00%, 10/01/50 FN 3140XGXG9 - - 5,748,447 $5,610,751 $5,610,751 0.08 $5,506,892
SF ABS ISSUER 2025-1 0%55 A2, 5.38%, 11/25/55 SFARM 2025-1A 784193AA2 - - 5,750,000 $5,588,608 $5,588,608 0.08 $5,570,573
FNMA 30yr Pool#FS0088 4.000% 01-Mar-2050, 4.00%, 03/01/50 FN 3140XFC25 - - 5,670,817 $5,516,160 $5,516,160 0.08 $5,441,464
FHLMC 30yr Pool#SD3813 6.000% 01-Jul-2053, 6.00%, 07/01/53 FR 3132E0GW6 - - 5,278,245 $5,504,789 $5,504,789 0.08 $5,453,316
OCEANVIEW MORTGAGE TRUST 4.99888% 55, 4.57%, 12/25/55 BVINV 2025-4 67647DAU3 - - 5,487,555 $5,502,159 $5,502,159 0.08 $5,487,539
Huntington Bank Auto Credit-Linked Notes, Series 2025-1 B 4.957% 20-MAR-2033, 4.96%, 03/21/33 HACLN 2025-1 446438SX2 - - 5,396,042 $5,436,854 $5,436,854 0.08 $5,417,536
FHLMC 30yr Pool#SD2606 4.500% 01-Sep-2051, 4.50%, 09/01/51 FR 3132DP3P1 - - 5,471,350 $5,414,747 $5,414,747 0.08 $5,358,545
BX Trust 2021-SDMF A 4.363% 15-SEP-2034, 4.36%, 09/15/34 BX 2021-SDMF 12434CAA2 - - 5,355,350 $5,369,240 $5,369,240 0.08 $5,350,415
LHOME Mortgage Trust 2024-RTL2 A1 7.128% 25-MAR-2029, 7.13%, 03/25/29 LHOME 50205JAA4 - - 5,293,684 $5,332,122 $5,332,122 0.08 $5,310,111
PRPM 2025-5 0%30, 5.73%, 07/25/30 PRPM 2025-5 69392RAA9 - - 5,176,969 $5,201,921 $5,201,921 0.08 $5,164,847
FNMA 30yr Pool#DC7015 5.500% 01-Dec-2054, 5.50%, 12/01/54 FN 3140AUYM9 - - 4,952,400 $5,166,748 $5,166,748 0.08 $5,024,187
FNMA 30yr Pool#DB4019 6.000% 01-May-2054, 6.00%, 05/01/54 FN 3140ADPD7 - - 4,923,600 $5,107,259 $5,107,259 0.08 $5,064,268
FNMA 30yr Pool#BX5986 5.500% 01-Mar-2053, 5.50%, 03/01/53 FN 3140NAUL5 - - 4,924,241 $5,105,715 $5,105,715 0.08 $5,065,123
FHLMC 30yr Pool#QJ9072 6.000% 01-Nov-2054, 6.00%, 11/01/54 FR 3133D1CH0 - - 4,910,969 $5,100,387 $5,100,387 0.08 $5,054,793
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 $5,076,109 $5,076,109 0.08 $5,048,648
FNMA 30yr Pool#BY0337 6.500% 01-May-2053, 6.50%, 05/01/53 FN 3140NGLT5 - - 4,761,620 $5,015,198 $5,015,198 0.07 $4,969,916
JP Morgan Mortgage Trust 2026-CES1 A3 5.332% 25-JUN-2056, 5.33%, 06/25/56 JPMMT 2026-CES1 46660BAE9 - - 5,000,000 $5,010,480 $5,010,480 0.07 $4,977,155
FNMA 30yr Pool#CA0706 4.000% 01-Nov-2047, 4.00%, 11/01/47 FN 3140Q7YC5 - - 5,150,543 $4,962,183 $4,962,183 0.07 $4,920,659
FHLMC 30yr Pool#QF9863 5.500% 01-Mar-2053, 5.50%, 03/01/53 FR 3133BX5Y3 - - 4,782,011 $4,953,302 $4,953,302 0.07 $4,913,567
ABL 2024-RTL1 A2 7.457% 25-SEP-2029, 7.46%, 09/25/29 ABL 2024-RTL1 00092EAB4 - - 4,840,000 $4,874,661 $4,874,661 0.07 $4,853,608
FNMA 30yr Pool#DA5019 6.500% 01-Nov-2053, 6.50%, 11/01/53 FN 3140A5SH2 - - 4,571,554 $4,844,829 $4,844,829 0.07 $4,803,300
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 $4,843,995 $4,843,995 0.07 $4,798,953
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 $4,832,877 $4,832,877 0.07 $4,798,698
FHLMC 30yr Pool#QZ1060 6.000% 01-Aug-2055, 6.00%, 08/01/55 FR 31426XFA1 - - 4,444,396 $4,820,927 $4,820,927 0.07 $4,578,424
FHLMC 30yr Pool#SD2715 4.500% 01-Sep-2050, 4.50%, 09/01/50 FR 3132DQAQ9 - - 4,759,617 $4,714,665 $4,714,665 0.07 $4,668,362
Homeward Opportunities Fund Trust 2025-RRTL2 A1 5.237% 25-AUG-2040, 5.24%, 09/25/40 HOF 2025-RRTL2 437923AA3 - - 4,682,000 $4,701,377 $4,701,377 0.07 $4,687,073
PRPM 2025 RCF4 LLC 4.5% 55, 4.50%, 08/25/55 PRPM 2025-RCF4 69382WAA0 - - 4,711,277 $4,697,195 $4,697,195 0.07 $4,670,694
FNMA 30yr Pool#DE9377 6.000% 01-Sep-2055, 6.00%, 09/01/55 FN 3140BNM39 - - 4,331,758 $4,692,189 $4,692,189 0.07 $4,462,389
Connecticut Avenue Securities Trust 2022-R07 1M2 8.31721% 25-JUN-2042, 8.32%, 06/25/42 CAS 2022-R07 20754MCB1 - - 4,397,000 $4,595,074 $4,595,074 0.07 $4,575,773
FNMA 30yr Pool#BX9326 5.500% 01-Mar-2053, 5.50%, 03/01/53 FN 3140NELG8 - - 4,437,024 $4,595,039 $4,595,039 0.07 $4,559,089
FNMA 30yr Pool#DC5656 5.000% 01-Nov-2054, 5.00%, 11/01/54 FN 3140ATJA5 - - 4,573,566 $4,579,990 $4,579,990 0.07 $4,545,804
FHLMC 30yr Pool#QH4473 6.000% 01-Nov-2053, 6.00%, 11/01/53 FR 3133CG6J1 - - 4,391,040 $4,565,826 $4,565,826 0.07 $4,516,271
Affirm Asset Securitization Trust 2025-X2 C 4.93% 15-OCT-2030, 4.93%, 10/15/30 AFFRM 2025-X2 00835DAC6 - - 4,500,000 $4,528,872 $4,528,872 0.07 $4,509,768
FHLMC 30yr Pool#RA1100 4.000% 01-Jul-2049, 4.00%, 07/01/49 FR 3133KGGH5 - - 4,655,252 $4,470,501 $4,470,501 0.07 $4,437,535
FHLMC 30yr Pool#QH2259 6.000% 01-Sep-2053, 6.00%, 09/01/53 FR 3133CEQL9 - - 4,233,839 $4,411,481 $4,411,481 0.07 $4,354,587
FNMA 30yr Pool#DD3307 6.000% 01-Feb-2055, 6.00%, 02/01/55 FN DD3307 MTGE 3140B3U91 - - 4,042,060 $4,293,363 $4,293,363 0.06 $4,160,947
EFMT 2026-CES1 A3 5.466% 25-DEC-2060, 5.47%, 12/25/60 EFMT 2026-CES1 26846MAE4 - - 4,250,000 $4,266,824 $4,266,824 0.06 $4,237,786
FNMA 30yr Pool#FS3246 5.500% 01-Nov-2052, 5.50%, 11/01/52 FN 3140XJTC7 - - 4,054,688 $4,251,947 $4,251,947 0.06 $4,170,692
FIGRE Trust 2025-HE3 B 5.71% 25-MAY-2055, 5.71%, 05/25/55 FIGRE 2025-HE3 31684LAB7 - - 4,172,572 $4,246,550 $4,246,550 0.06 $4,216,768
SREIT Commercial Mortgage Trust 2021-MFP B 4.8538% 15-NOV-2038, 4.85%, 11/15/38 SREIT 2021-MFP 78472UAC2 - - 4,194,208 $4,204,470 $4,204,470 0.06 $4,188,070
Ginnie Mae REMIC Trust 2023-116 LF 5.003% 20-AUG-2053, 4.96%, 08/20/53 GNR 2023-116 38384EFT7 - - 4,129,032 $4,180,603 $4,180,603 0.06 $4,165,808
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-HQA4 B2 10.66721% 25-DEC-2041, 10.67%, 12/25/41 STACR 2021-HQA4 35564KPP8 - - 4,000,000 $4,180,041 $4,180,041 0.06 $4,157,521
FIGRE TRUST 2025-FL1 5.265% 55, 5.26%, 07/25/55 FIGRE 2025-FL1 31684QAA8 - - 4,145,686 $4,167,311 $4,167,311 0.06 $4,140,027
FHLMC 30yr Pool#QF7280 5.500% 01-Jan-2053, 5.50%, 01/01/53 FR 3133BVCR4 - - 3,981,097 $4,155,892 $4,155,892 0.06 $4,094,995
FHLMC 30yr Pool#QH5204 6.500% 01-Nov-2053, 6.50%, 11/01/53 FR 3133CHX91 - - 3,698,389 $4,155,291 $4,155,291 0.06 $3,885,872
FNMA 30yr Pool#FA3788 5.500% 01-Nov-2055, 5.50%, 11/01/55 FN 3140W4F69 - - 4,006,703 $4,153,330 $4,153,330 0.06 $4,115,917
Vista Point Securitization Trust 2026-CES1 A3 5.376% 25-FEB-2056, 5.38%, 02/25/56 VSTA 2026-CES1 92790EAC4 - - 4,169,000 $4,145,546 $4,145,546 0.06 $4,133,094
EASY STREET MORTGAGE LN 5.606%40 A1, 5.61%, 10/25/40 EASY 2025-RTL2 27786YAA6 - - 4,100,000 $4,103,464 $4,103,464 0.06 $4,090,057
FHLMC 30yr Pool#QX6719 6.000% 01-Feb-2055, 6.00%, 02/01/55 FR 31426CPD0 - - 3,754,151 $4,080,183 $4,080,183 0.06 $3,864,570
FHLMC 30yr Pool#QH0826 5.500% 01-Sep-2053, 5.50%, 09/01/53 FR 3133CC4K9 - - 3,372,724 $4,063,689 $4,063,689 0.06 $3,469,217
FNMA 30yr Pool#CB2907 3.500% 01-Feb-2052, 3.50%, 02/01/52 FN 3140QNGR7 - - 4,311,292 $4,052,248 $4,052,248 0.06 $4,008,041
LHOME MORTGAGE TR 2025-RTL3 A1, 5.24%, 08/25/40 LHOME 2025-RTL3 50205YAA1 - - 4,000,000 $4,025,815 $4,025,815 0.06 $4,013,591
GS Mortgage-Backed Securities Trust 2026-CES1 A3 5.422% 25-MAY-2056, 5.42%, 05/25/56 GSMBS 2026-CES1 36277LAC7 - - 4,000,000 $4,025,083 $4,025,083 0.06 $3,997,973
JP Morgan Mortgage Trust 2026-CES1 A2 5.182% 25-JUN-2056, 5.18%, 06/25/56 JPMMT 2026-CES1 46660BAD1 - - 4,000,000 $4,004,755 $4,004,755 0.06 $3,978,845
FIGRE Trust 2025-HE3 C 5.91% 25-MAY-2055, 5.91%, 05/25/55 FIGRE 2025-HE3 31684LAC5 - - 3,922,218 $3,980,140 $3,980,140 0.06 $3,951,164
FNMA 30yr Pool#BW6314 5.500% 01-Aug-2052, 5.50%, 08/01/52 FN 3140MYAQ5 - - 3,835,020 $3,964,378 $3,964,378 0.06 $3,929,622
FNMA 30yr Pool#DE7795 6.000% 01-Aug-2055, 6.00%, 08/01/55 FN 3140BLUV2 - - 3,795,136 $3,944,062 $3,944,062 0.06 $3,909,585
FIGRE Trust 2026-HE1 B 5.183% 25-JAN-2056, 5.18%, 01/25/56 FIGRE 2026-HE1 30249NAD9 - - 3,822,616 $3,942,967 $3,942,967 0.06 $3,822,404
Fannie Mae REMIC Trust 2020-98 AI 3.5% 25-JAN-2061, 3.50%, 01/25/61 FNR 2020-98 3136BDLE6 - - 18,357,737 $3,938,102 $3,938,102 0.06 $3,857,596
FNMA 30yr Pool#DF1002 6.000% 01-Oct-2055, 6.00%, 10/01/55 FN 3140BRDG1 - - 3,386,818 $3,921,441 $3,921,441 0.06 $3,487,036
EFMT 2026-CES1 A2 5.316% 25-DEC-2060, 5.32%, 12/25/60 EFMT 2026-CES1 26846MAD6 - - 3,881,000 $3,892,876 $3,892,876 0.06 $3,867,087
FNMA 30yr Pool#DA5072 6.500% 01-Nov-2053, 6.50%, 11/01/53 FN 3140A5T65 - - 3,665,293 $3,862,516 $3,862,516 0.06 $3,826,583
FNMA 30yr Pool#FS2135 4.000% 01-Nov-2049, 4.00%, 11/01/49 FN 3140XHLR6 - - 3,913,403 $3,784,827 $3,784,827 0.06 $3,734,402
FNMA 30yr Pool#BY0335 6.000% 01-May-2053, 6.00%, 05/01/53 FN 3140NGLR9 - - 3,642,526 $3,765,827 $3,765,827 0.06 $3,732,789
Connecticut Avenue Securities Trust 2024-R06 1M2 5.26721% 25-SEP-2044, 5.27%, 09/25/44 CAS 2024-R06 20755RAC9 - - 3,665,867 $3,679,899 $3,679,899 0.05 $3,669,708
FHLMC 30yr Pool#QI8221 6.000% 01-Jun-2054, 6.00%, 06/01/54 FR 3133WFD20 - - 3,411,256 $3,648,557 $3,648,557 0.05 $3,511,159
FHLMC 30yr Pool#QH1144 5.500% 01-Sep-2053, 5.50%, 09/01/53 FR 3133CDHV9 - - 3,481,605 $3,610,873 $3,610,873 0.05 $3,581,214
FNMA 30yr Pool#FS2713 4.500% 01-Oct-2050, 4.50%, 10/01/50 FN 3140XJAP8 - - 3,603,924 $3,585,117 $3,585,117 0.05 $3,541,370
FNMA 30yr Pool#BX6124 6.500% 01-Jan-2053, 6.50%, 01/01/53 FN 3140NAYW7 - - 3,260,649 $3,480,940 $3,480,940 0.05 $3,450,826
FHLMC 30yr Pool#QF7810 5.500% 01-Jan-2053, 5.50%, 01/01/53 FR 3133BVVB8 - - 3,343,343 $3,466,984 $3,466,984 0.05 $3,438,995
FHLMC 30yr Pool#QZ3837 6.000% 01-Sep-2055, 6.00%, 09/01/55 FR 31427BHP3 - - 3,334,221 $3,464,286 $3,464,286 0.05 $3,434,770
FHLMC 30yr Pool#QX5273 6.000% 01-Feb-2055, 6.00%, 02/01/55 FR 31426A2F4 - - 3,211,449 $3,438,878 $3,438,878 0.05 $3,305,501
OBX 2026 HE1 FLTG 2056 A1B, 5.16%, 02/25/56 OBX 2026-HE1 67124BAB1 - - 3,428,000 $3,437,849 $3,437,849 0.05 $3,429,009
FHLMC 30yr Pool#SD1416 4.500% 01-Dec-2048, 4.50%, 12/01/48 FR 3132DNSD6 - - 3,457,883 $3,426,217 $3,426,217 0.05 $3,397,864
RCKT Mortgage Trust 2025-CES2 A1B 5.603% 25-FEB-2055, 5.60%, 02/25/55 RCKT 2025-CES2 74942BAB7 - - 3,378,883 $3,410,781 $3,410,781 0.05 $3,387,116
FHLMC 30yr Pool#QH7549 6.000% 01-Dec-2053, 6.00%, 12/01/53 FR 3133CLL61 - - 3,282,532 $3,405,572 $3,405,572 0.05 $3,376,149
FNMA 30yr Pool#FM7031 4.000% 01-Jan-2051, 4.00%, 01/01/51 FN 3140XAY55 - - 3,518,665 $3,390,944 $3,390,944 0.05 $3,353,835
RCKT Mortgage Trust 2023-CES1 A1A 6.515% 25-JUN-2043, 6.51%, 06/25/43 RCKT 74935WAA2 - - 3,361,464 $3,388,316 $3,388,316 0.05 $3,360,941
FINANCE OF AMERICA STRUCTURE 3.5% 74, 3.50%, 02/25/74 FASST 2024-S1 31740RAB6 - - 3,424,725 $3,377,705 $3,377,705 0.05 $3,370,713
FNMA 30yr Pool#BX8700 5.500% 01-Mar-2053, 5.50%, 03/01/53 FN 3140NDU21 - - 2,741,349 $3,359,577 $3,359,577 0.05 $2,807,089
RCKT Mortgage Trust 2026-CES1 A1B 4.928% 25-JAN-2056, 4.93%, 01/25/56 RCKT 2026-CES1 74939BAB2 - - 3,309,904 $3,317,538 $3,317,538 0.05 $3,297,149
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 - - 3,216,543 $3,254,309 $3,254,309 0.05 $3,241,571
FHLMC 30yr Pool#QH6041 5.500% 01-Dec-2053, 5.50%, 12/01/53 FR 3133CJWA5 - - 3,116,389 $3,206,269 $3,206,269 0.05 $3,179,770
FNMA 30yr Pool#FM1540 4.000% 01-Sep-2049, 4.00%, 09/01/49 FN 3140X4WA0 - - 3,274,071 $3,175,351 $3,175,351 0.05 $3,120,950
FNMA 30yr Pool#MA4026 4.000% 01-May-2050, 4.00%, 05/01/50 FN 31418DPL0 - - 3,261,840 $3,156,055 $3,156,055 0.05 $3,114,504
EFMT 2025-RTL1 0% 40, 5.22%, 11/25/40 EFMT 2025-RTL1 26846FAA7 - - 3,108,000 $3,114,177 $3,114,177 0.05 $3,104,711
FHLMC 30yr Pool#QZ4951 6.000% 01-Oct-2055, 6.00%, 10/01/55 FR 31427CQD8 - - 2,983,058 $3,101,066 $3,101,066 0.05 $3,073,017
FHLMC 30yr Pool#SD1111 4.000% 01-Jun-2050, 4.00%, 06/01/50 FR 3132DNGU1 - - 3,158,188 $3,066,984 $3,066,984 0.05 $3,033,281
BX Trust 2021-BXMF C 4.96527% 15-OCT-2038, 4.97%, 10/15/26 BX 2021-BXMF 05609RAJ3 - - 2,958,012 $2,966,202 $2,966,202 0.04 $2,954,369
COOPR Residential Mortgage Trust 2026-CES1 A2 5.158% 25-FEB-2061, 5.16%, 01/01/61 COOPR 2026-CES1 21689GAD0 - - 2,949,000 $2,965,130 $2,965,130 0.04 $2,946,117
FNMA 30yr Pool#MA4056 4.000% 01-Jun-2050, 4.00%, 06/01/50 FN 31418DQJ4 - - 3,030,068 $2,923,851 $2,923,851 0.04 $2,888,330
GWT Commercial Mortgage Trust 2024-WLF2 A 5.35089% 15-MAY-2041, 5.35%, 05/15/41 GWT 2024-WLF2 362414AA2 - - 2,900,000 $2,911,340 $2,911,340 0.04 $2,898,840
FNMA 30yr Pool#DA3549 6.500% 01-Oct-2053, 6.50%, 10/01/53 FN 3140A35K5 - - 2,208,444 $2,900,942 $2,900,942 0.04 $2,320,397
FHLMC 30yr Pool#QE6404 5.500% 01-Jul-2052, 5.50%, 07/01/52 FR 3133BGDH8 - - 2,677,741 $2,870,647 $2,870,647 0.04 $2,743,796
Structured Agency Credit Risk (STACR) Debt Notes, Series 2020-DNA1 B2 9.03169% 25-JAN-2050, 9.03%, 01/25/50 STACR 2020-DNA1 35565HBE4 - - 2,560,595 $2,868,952 $2,868,952 0.04 $2,856,747
FHLMC 30yr Pool#QZ4131 6.000% 01-Sep-2055, 6.00%, 09/01/55 FR 31427BSV8 - - 2,720,543 $2,824,247 $2,824,247 0.04 $2,800,561
Fannie Mae Pool|4|03/01/2050, 4.00%, 03/01/50 FN 3140X8S24 - - 2,904,565 $2,812,290 $2,812,290 0.04 $2,771,709
FHLMC 30yr Pool#QG2539 6.500% 01-May-2053, 6.50%, 05/01/53 FR 3133C2ZC5 - - 2,674,994 $2,801,317 $2,801,317 0.04 $2,774,413
FNMA 30yr Pool#MA3496 4.500% 01-Oct-2048, 4.50%, 10/01/48 FN 31418C3E2 - - 2,800,799 $2,788,810 $2,788,810 0.04 $2,752,186
Chase Mortgage Reference Notes, Series 2021-CL1 M1 4.86721% 25-FEB-2050, 4.87%, 02/25/50 CHASE 2021-CL1 46591HBX7 - - 2,849,996 $2,787,970 $2,787,970 0.04 $2,780,604
FHLMC 30yr Pool#QE8542 5.500% 01-Aug-2052, 5.50%, 08/01/52 FR 3133BJP30 - - 2,620,373 $2,775,987 $2,775,987 0.04 $2,685,013
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 $2,766,026 $2,766,026 0.04 $2,754,635
RCKT MORTGAGE TRUST 2025-CE 5.16% 34, 5.16%, 07/25/34 RCKTL 2025-1A 74939RAC5 - - 2,750,000 $2,764,358 $2,764,358 0.04 $2,756,080
OBX TRUST 2026-HE1 FLTG 2056 M1, 5.31%, 02/25/56 OBX 2026-HE1 67124BAD7 - - 2,707,000 $2,708,006 $2,708,006 0.04 $2,700,822
FHLMC 30yr Pool#SD6905 6.000% 01-Nov-2054, 6.00%, 11/01/54 FR 3132DUU62 - - 2,578,114 $2,693,366 $2,693,366 0.04 $2,651,771
FNMA 30yr Pool#BV5393 3.500% 01-Apr-2052, 3.50%, 04/01/52 FN 3140MJ7F6 - - 2,864,456 $2,679,694 $2,679,694 0.04 $2,660,449
FNMA 30yr Pool#DE2839 6.000% 01-Jun-2055, 6.00%, 06/01/55 FN 3140BFEM3 - - 2,482,560 $2,664,135 $2,664,135 0.04 $2,557,426
FHLMC 30yr Pool#SD2897 5.500% 01-May-2053, 5.50%, 05/01/53 FR 3132DQGE0 - - 2,532,769 $2,656,824 $2,656,824 0.04 $2,584,661
FHLMC 30yr Pool#QF9276 5.500% 01-Mar-2053, 5.50%, 03/01/53 FR 3133BXJV4 - - 2,558,497 $2,652,317 $2,652,317 0.04 $2,631,696
Bayview Opportunity Master Fund VII Trust 2024-CAR1 B 4.96721% 25-DEC-2031, 4.97%, 12/26/31 BVCLN 2024-CAR1 07336QAB8 - - 2,623,509 $2,636,286 $2,636,286 0.04 $2,629,408
EFMT 2026-CES1 A1B 5.116% 25-DEC-2060, 5.12%, 12/25/60 EFMT 2026-CES1 26846MAB0 - - 2,615,634 $2,622,243 $2,622,243 0.04 $2,605,516
FIGRE Trust 2024-HE4 B 5.252% 25-SEP-2054, 5.25%, 09/25/54 FIGRE 2024-HE4 31684UAB7 - - 2,604,442 $2,612,985 $2,612,985 0.04 $2,605,005
FHLMC 30yr Pool#Q57869 4.000% 01-Aug-2048, 4.00%, 08/01/48 FG 3132Y1W79 - - 2,691,478 $2,591,107 $2,591,107 0.04 $2,571,258
Vista Point Securitization Trust 2026-CES1 A2 5.226% 25-FEB-2056, 5.23%, 02/25/56 VSTA 2026-CES1 92790EAB6 - - 2,600,000 $2,586,527 $2,586,527 0.04 $2,578,979
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-HQA3 B2 9.91721% 25-SEP-2041, 9.92%, 09/25/41 STACR 2021-HQA3 35564KKL2 - - 2,504,211 $2,575,220 $2,575,220 0.04 $2,562,113
PRPM 2026-RCF1 A3 5.305% 25-JAN-2056, 5.30%, 01/25/56 PRPM 2026-RCF1 69383VAF0 - - 2,500,000 $2,509,662 $2,509,662 0.04 $2,493,084
PRPM 2026-RCF1 A2 5.206% 25-JAN-2056, 5.21%, 01/25/56 PRPM 2026-RCF1 69383VAB9 - - 2,500,000 $2,509,420 $2,509,420 0.04 $2,493,151
BX Trust 2021-BXMF G 7.123513% 15-OCT-2038, 7.12%, 10/15/26 BX 2021-BXMF 05609RAS3 - - 2,488,884 $2,496,473 $2,496,473 0.04 $2,482,190
FHLMC 30yr Pool#SD3523 3.000% 01-Jun-2052, 3.00%, 06/01/52 FR 3132DQ4G8 - - 2,757,726 $2,479,943 $2,479,943 0.04 $2,452,226
Ginnie Mae REMIC Trust 2017-163 LO 0.0% 16-MAY-2041, 0.00%, 05/16/41 GNR 2017-163 38380KNA9 - - 3,132,404 $2,439,291 $2,439,291 0.04 $2,399,535
FNMA 30yr Pool#DG3733 5.000% 01-Mar-2056, 5.00%, 03/01/56 FN 3140U7EF5 - - 2,433,489 $2,427,263 $2,427,263 0.04 $2,411,444
FNMA 30yr Pool#BY8533 6.500% 01-Aug-2053, 6.50%, 08/01/53 FN 3140NRPT7 - - 2,300,691 $2,423,330 $2,423,330 0.04 $2,401,932
FNMA 30yr Pool#DC1302 5.000% 01-Aug-2054, 5.00%, 08/01/54 FN 3140ANNU9 - - 2,414,212 $2,416,835 $2,416,835 0.04 $2,398,327
FHLMC 30yr Pool#QF0488 5.500% 01-Sep-2052, 5.50%, 09/01/52 FR 3133BMRH0 - - 2,311,147 $2,416,354 $2,416,354 0.04 $2,368,159
FNMA 30yr Pool#BY5913 5.500% 01-Sep-2053, 5.50%, 09/01/53 FN 3140NNSB2 - - 2,308,999 $2,394,715 $2,394,715 0.04 $2,375,059
PRPM 2025-RCF3 LLC 5.25% 55, 5.25%, 07/25/55 PRPM 2025-RCF3 69392PAB1 - - 2,380,125 $2,393,311 $2,393,311 0.04 $2,377,691
Morgan Stanley Residential Mortgage Loan Trust 2026-NQM1 A2 5.032% 25-DEC-2070, 5.03%, 12/25/70 MSRM 2026-NQM1 61780XAF2 - - 2,377,465 $2,380,766 $2,380,766 0.04 $2,365,811
Connecticut Avenue Securities Trust 2022-R08 1M2 7.26721% 25-JUL-2042, 7.27%, 07/25/42 CAS 2022-R08 20755DAB2 - - 2,280,000 $2,358,561 $2,358,561 0.04 $2,349,816
Ally Bank Auto Credit-Linked Notes, Series 2024-A C 6.022% 15-MAY-2032, 6.02%, 05/17/32 ABCLN 2024-A 02007GZ63 - - 2,274,406 $2,317,100 $2,317,100 0.03 $2,305,305
Saluda Grade Alternative Mortgage Trust 2024-FIG5 B 6.603% 25-APR-2054, 6.60%, 04/25/54 GRADE 2024-FIG5 79582MAB7 - - 2,285,964 $2,314,630 $2,314,630 0.03 $2,295,762
FHLMC 30yr Pool#QY9883 6.000% 01-Aug-2055, 6.00%, 08/01/55 FR 31426U6V1 - - 2,153,338 $2,311,885 $2,311,885 0.03 $2,218,275
FNMA 30yr Pool#DF0313 6.000% 01-Sep-2055, 6.00%, 09/01/55 FN 3140BQK34 - - 2,201,631 $2,288,263 $2,288,263 0.03 $2,268,025
PRPM 2024-RCF2 A1 3.75% 25-MAR-2054, 3.75%, 03/25/54 PRPM 2024-RCF2 693987AA7 - - 2,273,231 $2,240,129 $2,240,129 0.03 $2,235,157
FNMA 30yr Pool#DA3538 6.000% 01-Oct-2053, 6.00%, 10/01/53 FN 3140A34Y6 - - 1,688,141 $2,170,471 $2,170,471 0.03 $1,736,286
FHLMC 30yr Pool#QG2543 5.500% 01-May-2053, 5.50%, 05/01/53 FR 3133C2ZG6 - - 2,054,685 $2,113,445 $2,113,445 0.03 $2,096,473
FHLMC 30yr Pool#QX7432 6.000% 01-Feb-2055, 6.00%, 02/01/55 FR 31426DHJ4 - - 1,861,615 $2,032,366 $2,032,366 0.03 $1,916,369
FNMA 30yr Pool#FS3001 4.000% 01-Oct-2051, 4.00%, 10/01/51 FN 3140XJKP7 - - 2,081,613 $2,011,020 $2,011,020 0.03 $1,984,101
FNMA 30yr Pool#FS1640 4.000% 01-Apr-2052, 4.00%, 04/01/52 FN 3140XGZE2 - - 2,083,948 $2,002,482 $2,002,482 0.03 $1,987,998
FNMA 30yr Pool#BY0338 6.500% 01-May-2053, 6.50%, 05/01/53 FN 3140NGLU2 - - 1,901,189 $2,001,608 $2,001,608 0.03 $1,983,659
Santander Bank Auto Credit-Linked Notes, Series 2024-A B 5.622% 15-JUN-2032, 5.62%, 06/15/32 SBCLN 2024-A 80290CCJ1 - - 1,926,904 $1,960,056 $1,960,056 0.03 $1,950,728
FNMA 30yr Pool#DA0036 6.500% 01-Sep-2053, 6.50%, 09/01/53 FN 3140A0BE8 - - 1,849,244 $1,947,624 $1,947,624 0.03 $1,930,620
FNMA 30yr Pool#CA7849 4.500% 01-Oct-2050, 4.50%, 10/01/50 FN 3140QFWK1 - - 1,968,888 $1,946,831 $1,946,831 0.03 $1,931,139
Chase Mortgage Reference Notes, Series 2020-CL1 M2 6.28821% 25-OCT-2057, 6.29%, 10/25/57 CHASE 2020-CL1 46591HAH3 - - 1,887,240 $1,936,266 $1,936,266 0.03 $1,930,002
FNMA 30yr Pool#BX8072 5.500% 01-Mar-2053, 5.50%, 03/01/53 FN 3140NC6J3 - - 1,864,468 $1,930,762 $1,930,762 0.03 $1,915,760
FNMA 30yr Pool#DF0998 6.000% 01-Oct-2055, 6.00%, 10/01/55 FN 3140BRDC0 - - 1,767,400 $1,910,711 $1,910,711 0.03 $1,820,698
FNMA 30yr Pool#DD4221 6.000% 01-Feb-2055, 6.00%, 02/01/55 FN DD4221 MTGE 3140B4VP2 - - 1,549,738 $1,892,875 $1,892,875 0.03 $1,595,124
FIGRE Trust 2024-HE1 B 6.506% 25-MAR-2054, 6.51%, 03/25/54 FIGRE 2024-HE1 31684HAB6 - - 1,846,289 $1,889,951 $1,889,951 0.03 $1,882,944
FHLMC 30yr Pool#SI2017 4.000% 01-Dec-2048, 4.00%, 12/01/48 FR 3133USG21 - - 1,914,077 $1,863,033 $1,863,033 0.03 $1,826,520
FHLMC 30yr Pool#QI4878 6.000% 01-Apr-2054, 6.00%, 04/01/54 FR 3133WBM37 - - 1,688,854 $1,858,075 $1,858,075 0.03 $1,738,314
FHF Trust 2024-1 (First Help Financial) A2 5.69% 15-FEB-2030, 5.69%, 02/15/30 FHF 2024-1A 31568AAB2 - - 1,807,109 $1,823,761 $1,823,761 0.03 $1,814,907
RAM 2024-1 A 5.95% 15-FEB-2039, 6.67%, 02/15/39 RAM 2024-1 751313AA5 - - 1,798,533 $1,809,799 $1,809,799 0.03 $1,798,627
Chase Mortgage Reference Notes, Series 2021-CL1 M3 5.21721% 25-FEB-2050, 5.22%, 02/25/50 CHASE 2021-CL1 46591HBZ2 - - 1,858,672 $1,804,980 $1,804,980 0.03 $1,799,862
FNMA 30yr Pool#BY0361 6.500% 01-Jun-2053, 6.50%, 06/01/53 FN 3140NGMK3 - - 1,712,212 $1,800,242 $1,800,242 0.03 $1,783,770
Foundation Finance Trust 2023-2 A 6.53% 15-JUN-2049, 6.53%, 06/15/49 FFIN 2023-2A 35042RAA4 - - 1,730,120 $1,796,689 $1,796,689 0.03 $1,786,960
Connecticut Avenue Securities Trust 2022-R06 1B2 14.26721% 25-MAY-2042, 14.27%, 05/25/42 CAS 2022-R06 20754NAR6 - - 1,596,475 $1,786,421 $1,786,421 0.03 $1,774,400
FHLMC 30yr Pool#SD1551 4.000% 01-Mar-2050, 4.00%, 03/01/50 FR 3132DNWL3 - - 1,796,335 $1,742,567 $1,742,567 0.03 $1,714,170
PRPM 2025-RCF3 LLC 5.25% 55, 5.25%, 07/25/55 PRPM 2025-RCF3 69392PAC9 - - 1,700,000 $1,702,814 $1,702,814 0.03 $1,691,658
FNMA 30yr Pool#MA3521 4.000% 01-Nov-2048, 4.00%, 11/01/48 FN 31418C4F8 - - 1,746,541 $1,692,159 $1,692,159 0.03 $1,666,654
Fannie Mae Pool|4|08/01/2050, 4.00%, 08/01/50 FN 3140X8UA3 - - 1,741,466 $1,672,092 $1,672,092 0.02 $1,660,080
FHLMC 30yr Pool#QG2540 6.500% 01-May-2053, 6.50%, 05/01/53 FR 3133C2ZD3 - - 1,586,474 $1,659,898 $1,659,898 0.02 $1,645,300
NRZ MSR-Collateralized Notes, Series 2021-FHT1 A 3.104% 25-JUL-2026, 3.10%, 07/25/26 NZES 2021-FHT1 62955MAB2 - - 1,650,989 $1,637,296 $1,637,296 0.02 $1,634,307
FHLMC 30yr Pool#SD0943 3.500% 01-Apr-2052, 3.50%, 04/01/52 FR 3132DNBL6 - - 1,739,269 $1,635,947 $1,635,947 0.02 $1,616,931
Chase Mortgage Reference Notes, Series 2021-CL1 M2 5.01721% 25-FEB-2050, 5.02%, 02/25/50 CHASE 2021-CL1 46591HBY5 - - 1,674,373 $1,627,003 $1,627,003 0.02 $1,622,569
FNMA 30yr Pool#DC9709 6.000% 01-Jan-2055, 6.00%, 01/01/55 FN 3140AXYF8 - - 1,466,113 $1,618,920 $1,618,920 0.02 $1,508,000
FHLMC 30yr Pool#QG4340 6.500% 01-Jun-2053, 6.50%, 06/01/53 FR 3133C4ZD9 - - 1,295,071 $1,601,713 $1,601,713 0.02 $1,343,203
Santander Bank Auto Credit-Linked Notes, Series 2023-B B 5.64% 15-DEC-2033, 5.64%, 12/15/33 SBCLN 2023-B 80290CCB8 - - 1,554,128 $1,579,213 $1,579,213 0.02 $1,571,665
FHLMC 30yr Pool#QY7439 6.000% 01-Jun-2055, 6.00%, 06/01/55 FR 31426SHR3 - - 1,427,716 $1,563,896 $1,563,896 0.02 $1,470,771
FHLMC 30yr Pool#SD4456 4.000% 01-Aug-2050, 4.00%, 08/01/50 FR 3132E05R9 - - 1,623,027 $1,563,690 $1,563,690 0.02 $1,546,997
FNMA 30yr Pool#CB2681 3.500% 01-Jan-2052, 3.50%, 01/01/52 FN 3140QM6T6 - - 1,643,271 $1,545,531 $1,545,531 0.02 $1,527,813
FHLMC 30yr Pool#QZ4132 6.000% 01-Sep-2055, 6.00%, 09/01/55 FR 31427BSW6 - - 1,486,845 $1,544,183 $1,544,183 0.02 $1,531,684
Flagship Credit Auto Trust 2023-1 B 5.05% 15-FEB-2028, 5.05%, 01/18/28 FCAT 2023-1 337955AG3 - - 1,494,234 $1,501,162 $1,501,162 0.02 $1,494,664
FHLMC 30yr Pool#QH3309 5.500% 01-Oct-2053, 5.50%, 10/01/53 FR 3133CFVA4 - - 887,675 $1,486,624 $1,486,624 0.02 $905,729
FHLMC 30yr Pool#Q58477 4.000% 01-Sep-2048, 4.00%, 09/01/48 FG 3132Y2M37 - - 1,493,387 $1,478,549 $1,478,549 0.02 $1,426,504
FNMA 30yr Pool#BT8051 5.500% 01-Jan-2053, 5.50%, 01/01/53 FN 3140LW5M5 - - 1,377,721 $1,429,031 $1,429,031 0.02 $1,417,137
FNMA 30yr Pool#MA3415 4.000% 01-Jul-2048, 4.00%, 07/01/48 FN 31418CYM0 - - 1,473,666 $1,423,611 $1,423,611 0.02 $1,406,260
FNMA 30yr Pool#CA5573 4.000% 01-Apr-2050, 4.00%, 04/01/50 FN 3140QDFP4 - - 1,472,380 $1,413,913 $1,413,913 0.02 $1,403,569
FNMA 30yr Pool#BY1896 5.500% 01-May-2053, 5.50%, 05/01/53 FN 3140NJDA9 - - 1,353,176 $1,392,213 $1,392,213 0.02 $1,380,697
FNMA 30yr Pool#CA1931 4.500% 01-Jun-2048, 4.50%, 06/01/48 FN 3140Q9ED1 - - 1,382,708 $1,370,074 $1,370,074 0.02 $1,358,708
FIGRE TRUST 2025-HE5 FLTG 2055 B, 5.49%, 08/25/55 FIGRE 2025-HE5 31684MAB5 - - 1,327,178 $1,335,500 $1,335,500 0.02 $1,326,401
FNMA 30yr Pool#BX7860 5.500% 01-Mar-2053, 5.50%, 03/01/53 FN 3140NCWW5 - - 1,252,338 $1,331,426 $1,331,426 0.02 $1,282,371
Ally Bank Auto Credit-Linked Notes, Series 2024-A D 6.315% 15-MAY-2032, 6.31%, 05/17/32 ABCLN 2024-A 02007GZ71 - - 1,299,660 $1,325,918 $1,325,918 0.02 $1,318,851
ACHV ABS Trust 2024-1PL B 6.34% 25-APR-2031, 6.34%, 04/25/31 ACHV 2024-1PL 00092BAB0 - - 1,309,321 $1,324,238 $1,324,238 0.02 $1,319,396
FNMA 30yr Pool#BY0327 6.500% 01-May-2053, 6.50%, 05/01/53 FN 3140NGLH1 - - 1,230,271 $1,287,279 $1,287,279 0.02 $1,275,848
Bayview Opportunity Master Fund VII Trust 2024-CAR1 C 5.16721% 25-DEC-2031, 5.17%, 12/26/31 BVCLN 2024-CAR1 07336QAC6 - - 1,276,774 $1,284,152 $1,284,152 0.02 $1,280,670
FNMA 30yr Pool#FM7725 4.500% 01-Dec-2050, 4.50%, 12/01/50 FN 3140XBSP6 - - 1,250,673 $1,234,669 $1,234,669 0.02 $1,224,887
FHLMC 30yr Pool#QF2561 5.500% 01-Nov-2052, 5.50%, 11/01/52 FR 3133BPZ27 - - 1,172,754 $1,215,251 $1,215,251 0.02 $1,205,661
FNMA 30yr Pool#DB3056 5.500% 01-May-2054, 5.50%, 05/01/54 FN 3140ACME0 - - 1,174,017 $1,207,616 $1,207,616 0.02 $1,197,881
FNMA 40yr Pool#BF0167 3.000% 01-Feb-2057, 3.00%, 02/01/57 FN 3140FXFH0 - - 1,354,191 $1,183,576 $1,183,576 0.02 $1,173,525
FNMA 30yr Pool#MA3149 4.000% 01-Oct-2047, 4.00%, 10/01/47 FN 31418CQB3 - - 1,225,287 $1,182,411 $1,182,411 0.02 $1,170,642
EFMT 2026-CES1 M1 5.616% 25-DEC-2060, 5.62%, 12/25/60 EFMT 2026-CES1 26846MAF1 - - 1,166,000 $1,179,926 $1,179,926 0.02 $1,171,741
U.S. Auto Funding 2021-1 C 2.2% 15-MAY-2026, 2.20%, 05/15/26 USAUT 2021-1A 90355EAC5 - - 1,362,789 $1,166,920 $1,166,920 0.02 $1,164,338
FNMA 30yr Pool#BX0804 5.500% 01-Nov-2052, 5.50%, 11/01/52 FN 3140N43N5 - - 1,120,831 $1,158,443 $1,158,443 0.02 $1,148,262
FHLMC 30yr Pool#SD8003 4.000% 01-Jul-2049, 4.00%, 07/01/49 FR 3132DV3L7 - - 1,200,540 $1,154,895 $1,154,895 0.02 $1,144,301
FNMA 30yr Pool#BJ9181 5.000% 01-May-2048, 5.00%, 05/01/48 FN 3140HBFX1 - - 1,134,684 $1,153,242 $1,153,242 0.02 $1,143,775
FNMA 30yr Pool#FM9138 4.000% 01-Mar-2050, 4.00%, 03/01/50 FN 3140XDEL6 - - 1,189,081 $1,147,636 $1,147,636 0.02 $1,134,692
FHLMC 30yr Pool#QG6538 5.500% 01-Jul-2053, 5.50%, 07/01/53 FR 3133C7HP5 - - 1,095,537 $1,135,636 $1,135,636 0.02 $1,126,880
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA2 B2 12.16721% 25-FEB-2042, 12.17%, 02/25/42 STACR 2022-DNA2 35564KSQ3 - - 1,050,000 $1,120,808 $1,120,808 0.02 $1,114,065
FNMA 30yr Pool#AS6811 3.000% 01-Mar-2046, 3.00%, 03/01/46 FN 3138WGR97 - - 1,208,495 $1,109,049 $1,109,049 0.02 $1,096,470
FHLMC 30yr Pool#ZT2087 4.000% 01-Jun-2049, 4.00%, 06/01/49 FR 3132AEJ80 - - 1,141,160 $1,104,666 $1,104,666 0.02 $1,087,703
FHF Issuer Trust 2023-2 (First Help Financial) A2 6.79% 15-OCT-2029, 6.79%, 10/15/29 FHF 2023-2A 30333LAB4 - - 1,050,168 $1,066,464 $1,066,464 0.02 $1,060,323
FNMA 30yr Pool#AS7492 4.000% 01-Jul-2046, 4.00%, 07/01/46 FN 3138WHKE1 - - 1,084,067 $1,047,079 $1,047,079 0.02 $1,038,467
FHLMC 30yr Pool#RA1087 4.500% 01-Jul-2049, 4.50%, 07/01/49 FR 3133KGF45 - - 1,017,681 $1,037,618 $1,037,618 0.02 $998,450
Connecticut Avenue Securities Trust 2022-R04 1M2 6.76721% 25-MAR-2042, 6.77%, 03/25/42 CAS 2022-R04 20753YCK6 - - 1,000,000 $1,023,733 $1,023,733 0.02 $1,020,162
FNMA 30yr Pool#CB8995 5.500% 01-Aug-2054, 5.50%, 08/01/54 FN 3140QU7H3 - - 986,313 $1,020,045 $1,020,045 0.02 $1,000,185
Reach ABS Trust 2024-2 A 5.88% 15-JUL-2031, 5.88%, 07/15/31 REACH 2024-2A 75525HAA8 - - 1,004,999 $1,013,709 $1,013,709 0.02 $1,008,621
FHLMC 30yr Pool#QG3885 6.500% 01-Jun-2053, 6.50%, 06/01/53 FR 3133C4J62 - - 965,540 $1,010,178 $1,010,178 0.02 $1,001,425
FHLMC 30yr Pool#RA1188 4.500% 01-Aug-2049, 4.50%, 08/01/49 FR 3133KGJ90 - - 1,021,062 $1,009,715 $1,009,715 0.02 $1,001,767
FNMA 30yr Pool#BV4203 3.500% 01-Apr-2052, 3.50%, 04/01/52 FN 3140MHU56 - - 1,011,764 $946,731 $946,731 0.01 $939,781
FNMA 30yr Pool#BV8484 3.500% 01-Apr-2052, 3.50%, 04/01/52 FN 3140MNNA0 - - 1,000,199 $935,475 $935,475 0.01 $928,964
FNMA 30yr Pool#FM1598 4.000% 01-Feb-2049, 4.00%, 02/01/49 FN 3140X4X43 - - 963,901 $927,231 $927,231 0.01 $919,812
FHLMC 30yr Pool#QG6948 5.500% 01-Jul-2053, 5.50%, 07/01/53 FR 3133C7WH6 - - 887,943 $921,628 $921,628 0.01 $913,347
FNMA 30yr Pool#CA6382 4.500% 01-Jul-2050, 4.50%, 07/01/50 FN 3140QECU4 - - 917,651 $905,659 $905,659 0.01 $898,717
Blue Bridge Funding 2023-1 A 7.37% 15-NOV-2030, 7.37%, 11/15/30 BBEF 2023-1A 09531MAA8 - - 889,578 $900,562 $900,562 0.01 $894,916
FREMF 2019-KF70 Mortgage Trust C 9.79372% 25-SEP-2029, 9.79%, 09/25/29 FREMF 2019-KF70 30298UAJ0 - - 890,414 $886,518 $886,518 0.01 $881,915
GNMA II 30yr Pool#MA5021 4.500% 20-Feb-2048, 4.50%, 02/20/48 G2 36179TSJ5 - - 878,138 $882,952 $882,952 0.01 $865,939
FHLMC 30yr Pool#ZM8197 4.000% 01-Sep-2048, 4.00%, 09/01/48 FR 3131Y3DA1 - - 888,531 $878,851 $878,851 0.01 $847,886
BX Commercial Mortgage Trust 2021-21M A 4.504% 15-OCT-2036, 4.50%, 10/15/36 BX 2021-21M 05609CAA5 - - 862,801 $865,047 $865,047 0.01 $861,917
FHLMC 30yr Pool#QH7013 6.500% 01-Dec-2053, 6.50%, 12/01/53 FR 3133CKYJ1 - - 731,692 $830,687 $830,687 0.01 $760,851
FHLMC 30yr Pool#QG7338 6.000% 01-Jul-2053, 6.00%, 07/01/53 FR 3133C8EK7 - - 768,913 $830,544 $830,544 0.01 $791,487
Structured Agency Credit Risk (STACR) Debt Notes, Series 2020-DNA2 B2 8.58169% 25-FEB-2050, 8.58%, 02/25/50 STACR 2020-DNA2 35565KBE7 - - 728,791 $805,506 $805,506 0.01 $802,205
Arivo Acceptance Auto Loan Receivables Trust 2024-1 A 6.46% 15-APR-2028, 6.46%, 04/17/28 ARIVO 2024-1A 039943AA3 - - 794,608 $801,978 $801,978 0.01 $797,558
FNMA 30yr Pool#AB9341 3.000% 01-May-2043, 3.00%, 05/01/43 FN 31417GLX2 - - 854,681 $798,304 $798,304 0.01 $782,387
FNMA 30yr Pool#CC0990 5.000% 01-Sep-2055, 5.00%, 09/01/55 FN 3140Y7C48 - - 791,863 $795,071 $795,071 0.01 $793,422
FNMA 30yr Pool#BN4541 4.000% 01-Feb-2049, 4.00%, 02/01/49 FN 3140JMBK7 - - 815,488 $785,436 $785,436 0.01 $779,399
FNMA 30yr Pool#BY0782 5.500% 01-Apr-2053, 5.50%, 04/01/53 FN 3140NG2Q2 - - 739,182 $765,881 $765,881 0.01 $759,951
Saluda Grade Alternative Mortgage Trust 2024-RTL4 A1 7.5% 25-FEB-2030, 7.50%, 02/25/30 GRADE 2024-RTL4 79584CAA9 - - 722,020 $728,789 $728,789 0.01 $722,020
FHLMC 30yr Pool#ZT1926 3.000% 01-Nov-2043, 3.00%, 11/01/43 FR 3132AED78 - - 770,032 $722,072 $722,072 0.01 $705,839
FNMA 30yr Pool#DC5672 5.500% 01-Nov-2054, 5.50%, 11/01/54 FN 3140ATJS6 - - - $721,114 $721,114 0.01 $0
FNMA 30yr Pool#BY0866 5.500% 01-May-2053, 5.50%, 05/01/53 FN 3140NG6C9 - - 694,395 $715,714 $715,714 0.01 $709,997
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-DNA5 M2 5.31721% 25-JAN-2034, 5.32%, 01/25/34 STACR 2021-DNA5 35564KHE2 - - 710,505 $715,480 $715,480 0.01 $713,487
FHLMC 30yr Pool#RA1999 4.500% 01-Jan-2050, 4.50%, 01/01/50 FR 3133KHGG5 - - 720,616 $712,911 $712,911 0.01 $706,999
GNMA II 30yr Pool#MA5264 4.000% 20-Jun-2048, 4.00%, 06/20/48 G2 36179TZ57 - - 699,597 $677,222 $677,222 0.01 $668,672
FNMA 30yr Pool#CB6864 5.000% 01-Aug-2053, 5.00%, 08/01/53 FN 3140QSTW1 - - 654,033 $656,750 $656,750 0.01 $655,387
ACHM Trust 2024-HE1 B 7.26% 25-MAY-2039, 7.26%, 05/25/39 ACHM 2024-HE1 00449TAB1 - - 631,125 $654,508 $654,508 0.01 $651,835
Compass Datacenters Issuer II, Series 2024-1 B_2401 7.0% 25-FEB-2049, 7.00%, 02/25/49 CMPDC 2024-1A 20469AAC3 - - 620,000 $632,713 $632,713 0.01 $630,182
FNMA 30yr Pool#BW0343 4.500% 01-May-2052, 4.50%, 05/01/52 FN 3140MRLZ8 - - 629,748 $616,655 $616,655 0.01 $612,214
Connecticut Avenue Securities Trust 2022-R07 1B2 15.66721% 25-JUN-2042, 15.67%, 06/25/42 CAS 2022-R07 20754MAL1 - - 536,201 $607,576 $607,576 0.01 $603,142
ACHV ABS Trust 2024-1PL C 6.42% 25-APR-2031, 6.42%, 04/25/31 ACHV 2024-1PL 00092BAC8 - - 595,855 $601,949 $601,949 0.01 $599,718
FHLMC 30yr Pool#QE1073 3.500% 01-Apr-2052, 3.50%, 04/01/52 FR 3133BAFN6 - - 643,644 $601,852 $601,852 0.01 $597,803
FNMA 30yr Pool#DC4912 5.500% 01-Oct-2054, 5.50%, 10/01/54 FN 3140ASN61 - - - $591,155 $591,155 0.01 $0
FHLMC 30yr Pool#SD8047 4.500% 01-Feb-2050, 4.50%, 02/01/50 FR 3132DV5G6 - - 585,400 $578,737 $578,737 0.01 $574,177
FNMA 30yr Pool#BK9507 4.000% 01-Oct-2048, 4.00%, 10/01/48 FN 3140HPR58 - - 589,055 $569,637 $569,637 0.01 $565,231
FNMA 30yr Pool#AL6842 4.000% 01-May-2045, 4.00%, 05/01/45 FN 3138EPS88 - - 580,304 $563,302 $563,302 0.01 $557,796
Sequoia Mortgage Trust 2013-5 A1 2.5% 25-MAY-2043, 2.50%, 05/25/43 SEMT 2013-5 81745AAA5 - - 616,701 $554,058 $554,058 0.01 $552,130
Compass Datacenters Issuer II, Series 2025-1 A2_2501 5.463% 25-MAY-2050, 5.46%, 05/25/50 CMPDC 2025-1A 20469CAB1 - - 500,000 $503,705 $503,705 0.01 $502,111
FNMA 30yr Pool#AZ0869 4.000% 01-Jul-2045, 4.00%, 07/01/45 FN 3138YR6F0 - - 511,758 $496,033 $496,033 0.01 $491,626
FHLMC 15yr Pool#SB0116 2.500% 01-Nov-2034, 2.50%, 11/01/34 FR 3132CWDV3 - - 484,886 $476,956 $476,956 0.01 $462,284
FHLMC 30yr Pool#QD9191 3.500% 01-Apr-2052, 3.50%, 04/01/52 FR 3133B7F86 - - 495,380 $463,481 $463,481 0.01 $460,136
FHLMC 30yr Pool#SD1414 4.000% 01-Oct-2050, 4.00%, 10/01/50 FR 3132DNSB0 - - 432,000 $415,247 $415,247 0.01 $411,764
FNMA 30yr Pool#CB4329 3.500% 01-Jul-2052, 3.50%, 07/01/52 FN 3140QPY35 - - 422,302 $395,330 $395,330 0.01 $392,367
FNMA 30yr Pool#BV6879 4.500% 01-Apr-2052, 4.50%, 04/01/52 FN 3140MLUD0 - - 403,651 $395,323 $395,323 0.01 $392,450
FNMA 30yr Pool#CA4646 3.000% 01-Feb-2048, 3.00%, 02/01/48 FN 3140QCEU6 - - 412,605 $381,191 $381,191 0.01 $375,042
FHLMC 30yr Pool#QG3397 6.000% 01-May-2053, 6.00%, 05/01/53 FR 3133C3X27 - - 349,636 $369,690 $369,690 0.01 $359,900
FHLMC 30yr Pool#QA8274 3.500% 01-Mar-2050, 3.50%, 03/01/50 FR 3133A3FP8 - - 385,166 $357,860 $357,860 0.01 $355,401
FNMA 30yr Pool#FM3447 4.000% 01-Nov-2049, 4.00%, 11/01/49 FN 3140X6ZM6 - - 350,629 $339,006 $339,006 0.01 $335,895
Connecticut Avenue Securities Trust 2023-R05 1B1 8.41721% 25-JUN-2043, 8.42%, 06/25/43 CAS 2023-R05 207942AC7 - - 312,000 $333,304 $333,304 0.00 $331,918
FHLMC 30yr Pool#SD1966 4.000% 01-Nov-2052, 4.00%, 11/01/52 FR 3132DPFF0 - - 322,605 $310,475 $310,475 0.00 $306,327
FNMA 30yr Pool#BV7632 4.500% 01-Apr-2052, 4.50%, 04/01/52 FN 3140MMPS1 - - 310,131 $303,748 $303,748 0.00 $301,525
FNMA 30yr Pool#AR9225 3.000% 01-Mar-2043, 3.00%, 03/01/43 FN 3138W7HB3 - - 314,525 $290,169 $290,169 0.00 $287,584
FHLMC 30yr Pool#ZN6461 4.000% 01-May-2049, 4.00%, 05/01/49 FR 3131YDFA7 - - 299,332 $289,160 $289,160 0.00 $285,510
FHLMC 30yr Pool#ZT0391 4.000% 01-Nov-2047, 4.00%, 11/01/47 FR 3132ACNG1 - - 292,081 $288,045 $288,045 0.00 $281,293
FNMA 30yr Pool#FS2548 4.000% 01-Mar-2051, 4.00%, 03/01/51 FN 3140XHZN0 - - 291,644 $282,274 $282,274 0.00 $277,982
FNMA 30yr Pool#FS2238 4.000% 01-Mar-2051, 4.00%, 03/01/51 FN 3140XHPY7 - - 283,924 $274,250 $274,250 0.00 $270,937
FNMA 30yr Pool#AS8649 3.000% 01-Jan-2047, 3.00%, 01/01/47 FN 3138WJTF5 - - 301,205 $273,646 $273,646 0.00 $271,519
FHLMC 30yr Pool#QA5150 4.500% 01-Dec-2049, 4.50%, 12/01/49 FR 31346YWK5 - - 264,394 $261,316 $261,316 0.00 $259,284
FNMA 30yr Pool#BN3899 4.000% 01-Dec-2048, 4.00%, 12/01/48 FN 3140JLKM5 - - 262,541 $254,470 $254,470 0.00 $250,532
FHLMC 30yr Pool#QA1615 3.500% 01-Aug-2049, 3.50%, 08/01/49 FR 31334XYL7 - - 267,747 $249,543 $249,543 0.00 $247,549
FHLMC 30yr Pool#ZN4240 4.500% 01-Dec-2048, 4.50%, 12/01/48 FR 3131YAV98 - - 246,575 $245,299 $245,299 0.00 $243,208
Fannie Mae REMIC Trust 2012-126 SY 0.21831% 25-NOV-2042, 0.22%, 11/25/42 FNR 2012-126 3136A9ZR2 - - 473,554 $241,601 $241,601 0.00 $241,541
Fannie Mae REMIC Trust 2017-9 VL 3.0% 25-JUL-2028, 3.00%, 07/25/28 FNR 2017-9 3136AVYH6 - - 223,430 $230,361 $230,361 0.00 $221,375
FNMA 30yr Pool#BW0081 4.500% 01-Apr-2052, 4.50%, 04/01/52 FN 3140MRCT2 - - 228,289 $223,544 $223,544 0.00 $221,933
FNMA 30yr Pool#MA3908 4.500% 01-Jan-2050, 4.50%, 01/01/50 FN 31418DKW1 - - 221,181 $222,562 $222,562 0.00 $216,940
FNMA 30yr Pool#MA3687 4.000% 01-Jun-2049, 4.00%, 06/01/49 FN 31418DCZ3 - - 227,102 $218,949 $218,949 0.00 $216,463
FNMA 30yr Pool#MA1327 3.000% 01-Jan-2043, 3.00%, 01/01/43 FN 31418APM4 - - 230,157 $215,420 $215,420 0.00 $210,970
FNMA 30yr Pool#BX9422 5.500% 01-Mar-2053, 5.50%, 03/01/53 FN 3140NEPG4 - - - $215,176 $215,176 0.00 $0
FNMA 30yr Pool#BE3616 4.000% 01-May-2047, 4.00%, 05/01/47 FN 3140FPAS8 - - 217,719 $213,338 $213,338 0.00 $209,871
FHLMC 15yr Pool#SB0040 2.500% 01-Dec-2033, 2.50%, 12/01/33 FR 3132CWBH6 - - 211,418 $210,043 $210,043 0.00 $204,425
FNMA 30yr Pool#BO9819 4.500% 01-Dec-2049, 4.50%, 12/01/49 FN 3140K54D6 - - 207,749 $205,397 $205,397 0.00 $203,734
GNMA II 30yr Pool#MA5192 4.000% 20-May-2048, 4.00%, 05/20/48 G2 36179TXV2 - - 209,363 $202,968 $202,968 0.00 $200,239
FHLMC 30yr Pool#RA1088 4.500% 01-Jul-2049, 4.50%, 07/01/49 FR 3133KGF52 - - 202,043 $199,690 $199,690 0.00 $198,156
FNMA 30yr Pool#AB6280 3.000% 01-Sep-2042, 3.00%, 09/01/42 FN 31417C6S9 - - 188,574 $174,662 $174,662 0.00 $172,854
FNMA 30yr Pool#BO2983 3.000% 01-Sep-2049, 3.00%, 09/01/49 FN 3140JXJ58 - - 188,438 $171,241 $171,241 0.00 $169,912
FHLMC 30yr Pool#SD8040 4.500% 01-Jan-2050, 4.50%, 01/01/50 FR 3132DV4Z5 - - 171,073 $169,097 $169,097 0.00 $167,793
FNMA 30yr Pool#CA4185 4.500% 01-Sep-2049, 4.50%, 09/01/49 FN 3140QBUK2 - - 168,898 $168,712 $168,712 0.00 $165,650
FNMA 30yr Pool#CA4035 4.500% 01-Aug-2049, 4.50%, 08/01/49 FN 3140QBPV4 - - 155,561 $160,320 $160,320 0.00 $152,569
FNMA 30yr Pool#BV7132 4.500% 01-Apr-2052, 4.50%, 04/01/52 FN 3140ML4S6 - - 160,683 $157,351 $157,351 0.00 $156,210
FHLMC 30yr Pool#ZA7158 4.500% 01-Jun-2049, 4.50%, 06/01/49 FR 31329Q5T4 - - 155,154 $153,674 $153,674 0.00 $152,222
FHLMC 30yr Pool#ZT1320 4.000% 01-Nov-2048, 4.00%, 11/01/48 FR 3132ADPD4 - - 156,257 $150,959 $150,959 0.00 $149,110
FNMA 30yr Pool#AB7563 3.000% 01-Jan-2043, 3.00%, 01/01/43 FN 31417EMM0 - - 159,967 $148,863 $148,863 0.00 $146,773
FNMA 30yr Pool#FS2546 4.000% 01-Mar-2051, 4.00%, 03/01/51 FN 3140XHZL4 - - 150,972 $145,518 $145,518 0.00 $144,066
FNMA 30yr Pool#BW0072 4.500% 01-Apr-2052, 4.50%, 04/01/52 FN 3140MRCJ4 - - 135,509 $132,700 $132,700 0.00 $131,736
FNMA 30yr Pool#MA1229 3.000% 01-Oct-2042, 3.00%, 10/01/42 FN 31418ALK2 - - 140,727 $130,372 $130,372 0.00 $129,127
GNMA II 30yr Pool#MA5753 4.000% 20-Feb-2049, 4.00%, 02/20/49 G2 36179UMA7 - - 136,005 $127,338 $127,338 0.00 $126,374
FNMA 30yr Pool#BV7131 4.500% 01-Apr-2052, 4.50%, 04/01/52 FN 3140ML4R8 - - 128,275 $125,614 $125,614 0.00 $124,702
GNMA II 30yr Pool#BF6874 4.500% 20-Jul-2048, 4.50%, 07/20/48 G2 3617GDT77 - - 125,423 $123,646 $123,646 0.00 $122,616
GNMA II 30yr Pool#MA5866 4.000% 20-Apr-2049, 4.00%, 04/20/49 G2 36179UQT2 - - 131,018 $123,062 $123,062 0.00 $122,088
FNMA 20yr Pool#AB9283 3.000% 01-Apr-2038, 3.00%, 04/01/38 FN 31417GJ56 - - 127,095 $118,046 $118,046 0.00 $116,343
GNMA II 30yr Pool#BK5879 4.500% 20-Nov-2048, 4.50%, 11/20/48 G2 3617J6Q80 - - 110,555 $109,293 $109,293 0.00 $108,454
FHLMC 30yr Pool#QE0318 4.500% 01-Mar-2052, 4.50%, 03/01/52 FR 3133B9K78 - - 107,538 $105,329 $105,329 0.00 $104,553
FNMA 30yr Pool#BM3282 3.500% 01-Dec-2047, 3.50%, 12/01/47 FN 3140J7UG8 - - 110,172 $104,490 $104,490 0.00 $102,977
FNMA 30yr Pool#CA3683 4.500% 01-Jun-2049, 4.50%, 06/01/49 FN 3140QBCV8 - - 105,267 $104,076 $104,076 0.00 $103,242
FHLMC 30yr Pool#ZT1633 4.000% 01-Mar-2047, 4.00%, 03/01/47 FR 3132ADY69 - - 104,842 $101,737 $101,737 0.00 $100,835
FNMA 30yr Pool#CA0108 3.500% 01-Aug-2047, 3.50%, 08/01/47 FN 3140Q7DN4 - - 102,272 $96,931 $96,931 0.00 $95,593
FHLMC 30yr Pool#ZM7577 4.500% 01-Aug-2048, 4.50%, 08/01/48 FR 3131Y2M21 - - 89,165 $88,313 $88,313 0.00 $87,618
Fannie Mae REMIC Trust 2013-130 FN 4.13169% 25-OCT-2042, 4.13%, 10/25/42 FNR 2013-130 3136AHG53 - - 85,546 $85,163 $85,163 0.00 $84,957
FNMA 30yr Pool#DC7019 5.500% 01-Dec-2054, 5.50%, 12/01/54 FN 3140AUYR8 - - - $81,424 $81,424 0.00 $0
FHLMC 30yr Pool#ZM7926 5.000% 01-Sep-2048, 5.00%, 09/01/48 FR 3131Y2YX0 - - 77,039 $78,018 $78,018 0.00 $77,370
FHLMC 30yr Pool#TA2596 5.500% 01-Jan-2056, 5.50%, 01/01/56 FR 3142JQ3E7 - - - $72,938 $72,938 0.00 $0
FHLMC 30yr Pool#QA2159 3.000% 01-Aug-2049, 3.00%, 08/01/49 FR 31334YMG9 - - 81,695 $72,537 $72,537 0.00 $72,000
FNMA 30yr Pool#MA1447 3.000% 01-May-2043, 3.00%, 05/01/43 FN 31418ATD0 - - 75,150 $69,645 $69,645 0.00 $68,713
FNMA 30yr Pool#BY4134 5.500% 01-Jul-2053, 5.50%, 07/01/53 FN 3140NLSY6 - - - $64,822 $64,822 0.00 $0
Sequoia Mortgage Trust 2019-CH3 A19 4.0% 25-OCT-2049, 4.00%, 09/25/49 SEMT 2019-CH3 81748GBN0 - - 69,228 $64,554 $64,554 0.00 $64,208
FNMA 30yr Pool#AS8547 3.000% 01-Nov-2046, 3.00%, 11/01/46 FN 3138WJP93 - - 70,685 $64,150 $64,150 0.00 $63,676
FNMA 30yr Pool#BD2453 3.000% 01-Jan-2047, 3.00%, 01/01/47 FN 3140F9WP6 - - 65,003 $59,476 $59,476 0.00 $58,958
Fannie Mae REMIC Trust 2010-109 BS 13.38656% 25-OCT-2040, 13.39%, 10/25/40 FNR 2010-109 31398NTM6 - - 41,248 $56,172 $56,172 0.00 $55,489
FHLMC 30yr Pool#QZ2313 5.500% 01-Sep-2055, 5.50%, 09/01/55 FR 31426YSB3 - - - $52,003 $52,003 0.00 $0
Fannie Mae REMIC Trust 2006-20 GF 4.13169% 25-APR-2036, 4.13%, 04/25/36 FNR 2006-20 31395BU43 - - 52,007 $51,858 $51,858 0.00 $51,733
FHLMC 15yr Pool#ZK8962 3.000% 01-Sep-2032, 3.00%, 09/01/32 FR 3131XC5X1 - - 49,988 $49,580 $49,580 0.00 $48,623
FHLMC 15yr Pool#ZS7403 3.000% 01-May-2031, 3.00%, 05/01/31 FR 3132A8GL7 - - 44,321 $44,892 $44,892 0.00 $43,461
FNMA 30yr Pool#DD8495 5.500% 01-May-2055, 5.50%, 05/01/55 FN 3140B9NM7 - - - $42,680 $42,680 0.00 $0
FNMA 30yr Pool#BO1857 4.500% 01-Aug-2049, 4.50%, 08/01/49 FN 3140JWB33 - - 42,542 $42,046 $42,046 0.00 $41,726
FNMA 30yr Pool#FA0517 5.500% 01-Feb-2055, 5.50%, 02/01/55 FN 3140W0SF3 - - - $41,966 $41,966 0.00 $0
FNMA 15yr Pool#BO5957 3.000% 01-Dec-2034, 3.00%, 12/01/34 FN 3140K1TP1 - - 42,199 $41,300 $41,300 0.00 $40,672
Freddie Mac Multiclass Certificates, Series 3380 FM 4.36267% 15-OCT-2037, 4.36%, 10/15/37 FHR 3380 31397KTJ0 - - 40,332 $40,558 $40,558 0.00 $40,407
Freddie Mac Multiclass Certificates, Series 3721 FB 4.27267% 15-SEP-2040, 4.27%, 09/15/40 FHR 3721 3137GAD20 - - 40,071 $40,262 $40,262 0.00 $40,114
FNMA 30yr Pool#DA1456 5.500% 01-Sep-2053, 5.50%, 09/01/53 FN 3140A1TN7 - - - $38,881 $38,881 0.00 $0
Ginnie Mae REMIC Trust 2008-013 FB 4.28984% 20-FEB-2038, 4.28%, 02/20/38 GNR 2008-13 38375PNL1 - - 38,146 $38,236 $38,236 0.00 $38,118
FNMA 30yr Pool#BC0870 3.500% 01-Jan-2046, 3.50%, 01/01/46 FN 3140EU6G9 - - 35,633 $34,199 $34,199 0.00 $33,379
FHLMC 30yr Pool#QH2242 5.500% 01-Sep-2053, 5.50%, 09/01/53 FR 3133CEP30 - - - $32,738 $32,738 0.00 $0
FNMA 15yr Pool#BO7717 3.000% 01-Nov-2034, 3.00%, 11/01/34 FN 3140K3SF0 - - 31,775 $31,165 $31,165 0.00 $30,684
FNMA 30yr Pool#DF0300 5.500% 01-Sep-2055, 5.50%, 09/01/55 FN 3140BQKN0 - - - $29,295 $29,295 0.00 $0
FHLMC 15yr Pool#ZK9163 3.000% 01-Jan-2033, 3.00%, 01/01/33 FR 3131XDFC4 - - 29,584 $29,266 $29,266 0.00 $28,749
Ginnie Mae REMIC Trust 2007-040 FG 4.10172% 20-JUL-2037, 4.10%, 07/20/37 GNR 2007-40 38375KZS4 - - 29,080 $28,981 $28,981 0.00 $28,895
Ginnie Mae REMIC Trust 2004-069 CF 4.18984% 20-JUL-2034, 4.18%, 07/20/34 GNR 2004-69 38374JAT3 - - 24,692 $24,760 $24,760 0.00 $24,686
FNMA 30yr Pool#BX0419 5.500% 01-Nov-2052, 5.50%, 11/01/52 FN 3140N4PD3 - - - $24,610 $24,610 0.00 $0
Ginnie Mae REMIC Trust 2007-059 FA 4.28172% 20-OCT-2037, 4.28%, 10/20/37 GNR 2007-59 38375LPU8 - - 23,142 $23,204 $23,204 0.00 $23,133
Fannie Mae REMIC Trust 2013-2 QF 4.28169% 25-FEB-2043, 4.28%, 02/25/43 FNR 2013-2 3136AB4P5 - - 23,101 $23,103 $23,103 0.00 $23,045
FHLMC 30yr Pool#ZN2165 4.500% 01-Dec-2048, 4.50%, 12/01/48 FR 3131Y8MN2 - - 22,461 $22,451 $22,451 0.00 $22,268
FNMA 30yr Pool#DE2819 5.500% 01-Jun-2055, 5.50%, 06/01/55 FN 3140BFDZ5 - - - $20,714 $20,714 0.00 $0
Ginnie Mae REMIC Trust 2010-133 FD 4.20413% 16-OCT-2040, 4.20%, 10/16/40 GNR 2010-133 38377MHV1 - - 20,351 $20,425 $20,425 0.00 $20,354
Ginnie Mae REMIC Trust 2008-016 FC 4.28984% 20-FEB-2038, 4.28%, 02/20/38 GNR 2008-16 383742FU2 - - 18,502 $18,551 $18,551 0.00 $18,494
Ginnie Mae REMIC Trust 2007-037 FW 4.09172% 20-JUN-2037, 4.09%, 06/20/37 GNR 2007-37 38375KNR9 - - 18,372 $18,296 $18,296 0.00 $18,241
FNMA 30yr Pool#DA1511 5.500% 01-Oct-2053, 5.50%, 10/01/53 FN 3140A1VD6 - - - $17,569 $17,569 0.00 $0
Ginnie Mae REMIC Trust 2004-059 FP 4.07413% 16-AUG-2034, 4.07%, 08/16/34 GNR 2004-59 38374HYS3 - - 17,407 $17,416 $17,416 0.00 $17,357
Ginnie Mae REMIC Trust 2005-065 FA 3.93984% 20-AUG-2035, 3.93%, 08/20/35 GNR 2005-65 38374LL25 - - 17,507 $17,360 $17,360 0.00 $17,311
Freddie Mac Multiclass Certificates, Series 2426 FL 4.42267% 15-MAR-2032, 4.42%, 03/15/32 FHR 2426 31339W7G5 - - 15,730 $15,841 $15,841 0.00 $15,781
Fannie Mae REMIC Trust 2002-53 FK 4.18169% 25-APR-2032, 4.18%, 04/25/32 FNR 2002-53 31392EHN3 - - 15,431 $15,441 $15,441 0.00 $15,403
FHLMC 30yr Pool#ZT0252 3.000% 01-Dec-2047, 3.00%, 12/01/47 FR 3132ACH52 - - 16,431 $15,064 $15,064 0.00 $14,903
Ginnie Mae REMIC Trust 2005-048 AF 3.98172% 20-JUN-2035, 3.98%, 06/20/35 GNR 2005-48 38374LHM6 - - 14,871 $14,809 $14,809 0.00 $14,766
Connecticut Avenue Securities, Series 2021-R03 1M1 4.51721% 25-DEC-2041, 4.52%, 12/25/41 CAS 2021-R03 20754AAA1 - - 13,600 $13,633 $13,633 0.00 $13,601
Fannie Mae REMIC Trust 2005-83 KT 4.08169% 25-OCT-2035, 4.08%, 10/25/35 FNR 2005-83 31394FUL7 - - 13,248 $13,177 $13,177 0.00 $13,146
Fannie Mae REMIC Trust 2007-89 GF 4.30169% 25-SEP-2037, 4.30%, 09/25/37 FNR 2007-89 31396XPM0 - - 12,602 $12,665 $12,665 0.00 $12,633
Freddie Mac Multiclass Certificates, Series 2551 FD 4.17267% 15-JAN-2033, 4.17%, 01/15/33 FHR 2551 31393JAZ1 - - 11,249 $11,269 $11,269 0.00 $11,229
FHLMC 30yr Pool#ZM2269 3.000% 01-Dec-2046, 3.00%, 12/01/46 FR 3131XVQW8 - - 11,888 $11,191 $11,191 0.00 $10,774
Ginnie Mae REMIC Trust 2012-075 FP 4.08172% 20-JUL-2041, 4.08%, 07/20/41 GNR 2012-75 38378EZ55 - - 10,561 $10,628 $10,628 0.00 $10,597
Ginnie Mae REMIC Trust 2007-061 FA 4.28984% 20-OCT-2037, 4.28%, 10/20/37 GNR 2007-61 38375LLN8 - - 9,399 $9,425 $9,425 0.00 $9,396
GNMA II 30yr Pool#BK6072 5.000% 20-Jan-2049, 5.00%, 01/20/49 G2 3617J6W91 - - 8,904 $9,039 $9,039 0.00 $8,958
Freddie Mac Multiclass Certificates, Series 2410, excluding Group 6 FX 4.12267% 15-FEB-2032, 4.12%, 02/15/32 FHR 2410 31339NJN7 - - 8,717 $8,733 $8,733 0.00 $8,702
Fannie Mae REMIC Trust 2010-123 FL 4.21169% 25-NOV-2040, 4.21%, 11/25/40 FNR 2010-123 31398N2W3 - - 8,652 $8,666 $8,666 0.00 $8,645
FNMA 15yr Pool#AS8207 2.500% 01-Oct-2031, 2.50%, 10/01/31 FN 3138WJDM7 - - 8,458 $8,373 $8,373 0.00 $8,185
Freddie Mac Multiclass Certificates, Series 3028 FM 4.02267% 15-SEP-2035, 4.02%, 09/15/35 FHR 3028 31396AFB5 - - 7,638 $7,647 $7,647 0.00 $7,621
FNMA 15yr Pool#BM1036 2.500% 01-Feb-2032, 2.50%, 02/01/32 FN 3140J5EJ4 - - 7,454 $7,418 $7,418 0.00 $7,211
FNMA 15yr Pool#AS7643 2.500% 01-Aug-2031, 2.50%, 08/01/31 FN 3138WHP55 - - 7,440 $7,417 $7,417 0.00 $7,201
Fannie Mae REMIC Trust 2003-87 FG 4.28169% 25-SEP-2033, 4.28%, 09/25/33 FNR 2003-87 31393E4W6 - - 7,358 $7,388 $7,388 0.00 $7,370
Fannie Mae REMIC Trust 2012-100 FG 4.18169% 25-SEP-2042, 4.18%, 09/25/42 FNR 2012-100 3136A8QW3 - - 7,369 $7,350 $7,350 0.00 $7,332
Ginnie Mae REMIC Trust 2007-018 FD 4.08984% 20-APR-2037, 4.08%, 04/20/37 GNR 2007-18 38375JC86 - - 6,794 $6,759 $6,759 0.00 $6,739
Ginnie Mae REMIC Trust 2010-006 FG 4.37413% 16-JAN-2040, 4.37%, 01/16/40 GNR 2010-6 38376TSC7 - - 6,523 $6,565 $6,565 0.00 $6,541
Fannie Mae REMIC Trust 2002-16 VF 4.33169% 25-APR-2032, 4.33%, 04/25/32 FNR 2002-16 31392CWW0 - - 6,459 $6,488 $6,488 0.00 $6,472
FHLMC 15yr Pool#ZK8405 2.500% 01-Dec-2031, 2.50%, 01/22/31 FR 3131XCKS5 - - 6,406 $6,350 $6,350 0.00 $6,190
Fannie Mae REMIC Trust 2010-95 FB 4.18169% 25-SEP-2040, 4.18%, 09/25/40 FNR 2010-95 31398NEX8 - - 5,522 $5,532 $5,532 0.00 $5,518
FNMA 30yr Pool#DA3522 5.500% 01-Oct-2053, 5.50%, 10/01/53 FN 3140A34G5 - - - $5,466 $5,466 0.00 $0
Freddie Mac Multiclass Certificates, Series 3738 FD 4.07267% 15-AUG-2040, 4.07%, 08/15/40 FHR 3738 3137GAYQ4 - - 5,294 $5,311 $5,311 0.00 $5,293
FNMA 30yr Pool#MA3694 4.500% 01-Jul-2049, 4.50%, 07/01/49 FN 31418DC83 - - 4,340 $4,291 $4,291 0.00 $4,257
FHLMC 30yr Pool#ZN0650 3.000% 01-Mar-2043, 3.00%, 03/01/43 FR 3131Y6WK1 - - 1,607 $1,490 $1,490 0.00 $1,470
Ginnie Mae REMIC Trust 1999-27 FE 4.17413% 16-AUG-2029, 4.17%, 08/16/29 GNR 1999-27 3837H2WA3 - - 1,212 $1,218 $1,218 0.00 $1,212
Freddie Mac Multiclass Certificates, Series 2469 FE 4.27267% 15-JUL-2032, 4.27%, 07/15/32 FHR 2469 31392RC58 - - 1,201 $1,205 $1,205 0.00 $1,200
Ginnie Mae REMIC Trust 2010-125 VF 4.13172% 20-JUN-2040, 4.13%, 06/20/40 GNR 2010-125 38377JYJ6 - - 331.00 $332 $332 0.00 $331
US 5YR NOTE (CBT) Jun26 JUN 26 FVM6 FUTURES_USD - 1,341 $145,467,071 $0 0.00 $0
US 2YR NOTE (CBT) Jun26 JUN 26 TUM6 FUTURES_USD - 4,171 $866,655,594 $0 0.00 $0
US ULTRA BOND CBT Jun26 JUN 26 WNM6 FUTURES_USD - -668.00 $-77,738,500 $0 0.00 $0
US 10yr Ultra Fut Jun26 JUN 26 UXYM6 FUTURES_USD - -1,266 $-144,047,062 $0 0.00 $0
US 10YR NOTE (CBT)Jun26 JUN 26 TYM6 FUTURES_USD - -1,578 $-175,799,062 $0 0.00 $0
UMBS TBA 30yr 5.5% May Delivery, 5.50%, 05/13/26 FNCL 01F052656 - - -175,000,000 $-175,866,250 $-175,866,250 -2.62 $-175,866,250
UMBS TBA 30yr 5% May Delivery, 5.00%, 05/13/26 FNCL 01F050650 - - -250,000,000 $-246,834,750 $-246,834,750 -3.67 $-246,834,750
UMBS TBA 30yr 5.5% April Delivery, 5.50%, 04/13/26 FNCL 01F052649 - - -294,657,479 $-296,463,729 $-296,463,729 -4.41 $-296,463,729
UMBS TBA 30yr 4.5% April Delivery, 4.50%, 04/13/26 FNCL 01F042640 - - -354,858,314 $-343,052,178 $-343,052,178 -5.10 $-343,052,178
UMBS TBA 30yr 5% April Delivery, 5.00%, 04/13/26 FNCL 01F050643 - - -399,586,400 $-394,979,169 $-394,979,169 -5.87 $-394,979,169
UMBS TBA 30yr 4% April Delivery, 4.00%, 04/13/26 FNCL 01F040644 - - -543,048,893 $-512,783,692 $-512,783,692 -7.63 $-512,783,692
SEGREGATED CASH SEGCASH - $0.00 33,900,000 $33,900,000 $33,900,000 0.50 $33,900,000
ALMSUM ALMSUM - $0.00 - $0 $0 0.00 $0
US DOLLARS USD MD_142224 - - -2,462,008,169 $-2,462,008,169 $-2,462,008,169 -36.61 $-2,462,008,169
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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