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For Financial Professionals in the US

Mortgage-Backed Securities ETF Holdings

Full Portfolio Holdings

(As of 06/10/2025)

Ticker Cusip Underlying Security Strike Price Quantity (Shares/ Par/ Units/ Contracts) Notional Value Market Value Weight % Current Market Value
UMBS TBA 30yr 2.5% July Delivery, 2.50%, 07/14/25 FNCL 01F022675 - - 1,619,120,894 $1,316,429,481 $1,316,429,481 24.15 $1,316,429,481
UMBS TBA 30yr 3% July Delivery, 3.00%, 07/14/25 FNCL 01F030678 - - 832,820,354 $706,781,322 $706,781,322 12.97 $706,781,322
GNMA II TBA 30yr 5% June Delivery, 5.00%, 06/23/25 G2SF 21H050664 - - 365,146,194 $353,500,221 $353,500,221 6.49 $353,500,221
UMBS TBA 30yr 2% July Delivery, 2.00%, 07/14/25 FNCL 01F020679 - - 376,104,255 $292,064,888 $292,064,888 5.37 $292,064,888
GNMA II TBA 30yr 5.5% June Delivery, 5.50%, 06/23/25 G2SF 21H052660 - - 237,444,000 $235,321,488 $235,321,488 4.33 $235,321,488
GNMA II TBA 30yr 4.5% June Delivery, 4.50%, 06/23/25 G2SF 21H042661 - - 242,461,488 $228,182,204 $228,182,204 4.19 $228,182,204
FNMA 30yr Pool#CB9430 5.500% 01-Nov-2054, 5.50%, 11/01/54 FN 3140QVPQ1 - - 190,893,388 $190,983,016 $190,983,016 3.51 $189,428,969
Fannie Mae REMIC Trust 2025-12 FC 5.45369% 25-MAR-2055, 5.42%, 03/25/55 FNR 2025-12 3136BVFC7 - - 161,582,049 $161,435,364 $161,435,364 2.97 $161,045,989
GNMA II TBA 30yr 3% June Delivery, 3.00%, 06/23/25 G2SF 21H030666 - - 175,024,962 $152,379,707 $152,379,707 2.80 $152,379,707
UMBS TBA 30yr 6.5% July Delivery, 6.50%, 07/14/25 FNCL 01F062671 - - 132,991,000 $136,391,580 $136,391,580 2.51 $136,391,580
FHLMC 30yr Pool#RJ2853 5.000% 01-Dec-2054, 5.00%, 12/01/54 FR 3142GTE36 - - 137,911,604 $136,015,849 $136,015,849 2.49 $134,325,975
GNMA II TBA 30yr 3.5% June Delivery, 3.50%, 06/23/25 G2SF 21H032662 - - 138,246,377 $122,988,263 $122,988,263 2.26 $122,988,263
FNMA 30yr Pool#FS1133 4.000% 01-Oct-2051, 4.00%, 10/01/51 FN 3140XGHK8 - - 120,000,625 $113,066,782 $113,066,782 2.07 $111,183,896
FHLMC 30yr Pool#SL0335 5.500% 01-Feb-2055, 5.50%, 02/01/55 FR 31427MLR0 - - 110,057,608 $110,922,927 $110,922,927 2.03 $109,194,390
FNMA 30yr Pool#FM7460 4.000% 01-Mar-2051, 4.00%, 03/01/51 FN 3140XBJE1 - - 112,127,382 $105,403,488 $105,403,488 1.93 $103,889,119
GNMA II TBA 30yr 4% June Delivery, 4.00%, 06/23/25 G2SF 21H040665 - - 107,413,688 $98,067,838 $98,067,838 1.80 $98,067,838
Freddie Mac Multiclass Certificates, Series 5544 FC 5.35068% 25-JUN-2055, 5.35%, 06/25/55 FHR 5544 3137HLNP3 - - 93,969,529 $94,084,257 $94,084,257 1.73 $93,860,790
FNMA 30yr Pool#FS9022 5.500% 01-Aug-2054, 5.50%, 08/01/54 FN 3140XRAY1 - - 81,537,017 $83,339,569 $83,339,569 1.53 $80,922,661
FNMA 30yr Pool#FS8993 6.000% 01-Jul-2054, 6.00%, 07/01/54 FN 3140XQ7F8 - - 79,216,663 $82,679,408 $82,679,408 1.52 $80,386,766
Freddie Mac Pool|5.5|06/01/2055, 5.50%, 06/01/55 FR 3142GUZ55 - - 78,158,014 $78,374,780 $78,374,780 1.44 $78,231,490
FNMA 30yr Pool#FA0574 5.500% 01-Jan-2055, 5.50%, 01/01/55 FN 3140W0T88 - - 73,881,154 $75,021,113 $75,021,113 1.38 $74,000,819
FNMA 30yr Pool#FA0198 5.500% 01-Oct-2054, 5.50%, 10/01/54 FN 3140W0GG4 - - 67,426,086 $68,145,036 $68,145,036 1.25 $67,366,486
UMBS TBA 30yr 6% July Delivery, 6.00%, 07/14/25 FNCL 01F060675 - - 66,653,000 $67,150,898 $67,150,898 1.23 $67,150,898
FNMA 30yr Pool#FA0573 5.000% 01-Jan-2055, 5.00%, 01/01/55 FN 3140W0T70 - - 64,767,990 $63,910,573 $63,910,573 1.17 $63,289,596
FHLMC 30yr Pool#SL1188 5.500% 01-Apr-2055, 5.50%, 04/01/55 FR 31427NKA6 - - 60,280,441 $60,379,087 $60,379,087 1.11 $60,268,573
FHLMC 30yr Pool#QX7566 5.500% 01-Mar-2055, 5.50%, 03/01/55 FR 31426DMQ2 - - 56,692,527 $56,798,958 $56,798,958 1.04 $56,239,900
Fannie Mae REMIC Trust 2025-9 FA 5.55369% 25-MAR-2055, 5.52%, 03/25/55 FNR 2025-9 3136BVDC9 - - 52,568,035 $52,609,178 $52,609,178 0.96 $52,480,165
UMBS TBA 30yr 3.5% July Delivery, 3.50%, 07/14/25 FNCL 01F032674 - - 58,500,000 $51,717,744 $51,717,744 0.95 $51,717,744
FNMA 30yr Pool#CB9613 5.500% 01-Dec-2054, 5.50%, 12/01/54 FN 3140QVVF8 - - 49,203,650 $49,207,508 $49,207,508 0.90 $48,826,189
FHLMC 30yr Pool#SL1146 5.000% 01-Mar-2055, 5.00%, 03/01/55 FR 31427NHY8 - - 49,842,345 $48,624,473 $48,624,473 0.89 $48,263,825
FHLMC 30yr Pool#SD7343 5.500% 01-Jan-2055, 5.50%, 01/01/55 FR 3132DVEQ4 - - 47,362,659 $47,718,647 $47,718,647 0.88 $47,360,443
FNMA 30yr Pool#FS9779 5.500% 01-Nov-2054, 5.50%, 11/01/54 FN 3140XR2M6 - - 45,368,564 $46,170,057 $46,170,057 0.85 $45,367,924
FHLMC 30yr Pool#SL0046 6.000% 01-Jan-2055, 6.00%, 01/01/55 FR 31427MBQ3 - - 44,279,570 $45,701,816 $45,701,816 0.84 $44,934,256
FNMA 30yr Pool#FA1557 6.000% 01-May-2055, 6.00%, 05/01/55 FN 3140W1WT6 - - 40,771,645 $42,549,792 $42,549,792 0.78 $41,226,210
FHLMC 30yr Pool#ZT2413 4.000% 01-Feb-2041, 4.00%, 02/01/41 FR 3132AEVE3 - - 43,363,244 $42,393,275 $42,393,275 0.78 $41,554,261
New Residential Mortgage LLC 6.545% 25-MAR-2032, 6.54%, 03/25/32 NZES 2025-FHT 64832EAA7 - - 42,278,616 $42,383,242 $42,383,242 0.78 $42,260,259
FNMA 40yr Pool#BF0646 2.500% 01-Jun-2062, 2.50%, 06/01/62 FN 3140FXWG3 - - 50,931,183 $41,577,126 $41,577,126 0.76 $40,925,667
FNMA 30yr Pool#FS8881 4.500% 01-Sep-2053, 4.50%, 09/01/53 FN 3140XQ2P1 - - 42,536,095 $41,135,335 $41,135,335 0.75 $40,611,645
FHLMC 30yr Pool#SD7344 5.500% 01-Jan-2055, 5.50%, 01/01/55 FR 3132DVER2 - - 39,284,539 $39,575,719 $39,575,719 0.73 $39,246,840
FHLMC 30yr Pool#SL0938 4.000% 01-Jul-2050, 4.00%, 07/01/50 FR 31427NBG3 - - 40,607,163 $39,041,117 $39,041,117 0.72 $38,454,031
FHLMC 30yr Pool#SI2101 4.000% 01-Sep-2048, 4.00%, 09/01/48 FR 3133USKN0 - - 40,905,340 $38,525,091 $38,525,091 0.71 $38,013,259
FNMA 30yr Pool#CB8694 6.000% 01-Jun-2054, 6.00%, 06/01/54 FN 3140QUUU8 - - 36,360,315 $38,217,753 $38,217,753 0.70 $37,323,508
FHLMC 30yr Pool#RJ2302 6.000% 01-Sep-2054, 6.00%, 09/01/54 FR 3142GSRY6 - - 36,721,902 $38,182,511 $38,182,511 0.70 $37,464,456
FNMA 30yr Pool#FA0576 5.500% 01-Jan-2055, 5.50%, 01/01/55 FN 3140W0UA1 - - 37,422,521 $38,026,282 $38,026,282 0.70 $37,427,711
FHLMC 30yr Pool#RJ1341 6.000% 01-Apr-2054, 6.00%, 04/01/54 FR 3142GRP38 - - 36,411,749 $37,852,820 $37,852,820 0.69 $37,148,032
FNMA 30yr Pool#CB8543 6.000% 01-May-2054, 6.00%, 05/01/54 FN 3140QUP59 - - 36,279,308 $37,313,952 $37,313,952 0.68 $37,012,913
UMBS TBA 30yr 5% July Delivery, 5.00%, 07/14/25 FNCL 01F050676 - - 38,600,000 $37,265,289 $37,265,289 0.68 $37,265,289
FNMA 40yr Pool#BF0598 2.500% 01-Mar-2062, 2.50%, 03/01/62 FN 3140FXUY6 - - 45,389,175 $36,530,365 $36,530,365 0.67 $36,472,396
JP Morgan Mortgage Trust|5.5|11/25/2055, 5.50%, 11/25/55 JPMMT 2025-5MPR 46593VAD9 - - 36,521,000 $36,495,355 $36,495,355 0.67 $36,272,171
FNMA 30yr Pool#FS9794 5.000% 01-Nov-2054, 5.00%, 11/01/54 FN 3140XR3C7 - - 36,676,099 $36,193,047 $36,193,047 0.66 $35,838,931
FNMA 30yr Pool#FA0034 5.000% 01-Nov-2054, 5.00%, 11/01/54 FN 3140W0BC8 - - 36,212,133 $35,575,546 $35,575,546 0.65 $35,270,637
FHLMC 30yr Pool#SL0286 5.000% 01-Jan-2055, 5.00%, 01/01/55 FR 31427MJ85 - - 36,451,379 $35,523,429 $35,523,429 0.65 $35,472,802
FHLMC 30yr Pool#RJ3274 5.500% 01-Feb-2055, 5.50%, 02/01/55 FR 3142GTT89 - - 35,033,868 $35,415,083 $35,415,083 0.65 $34,994,838
FHLMC 30yr Pool#SL0208 5.000% 01-Dec-2054, 5.00%, 12/01/54 FR 31427MGS4 - - 34,540,594 $34,418,678 $34,418,678 0.63 $33,752,171
FNMA 30yr Pool#FA0635 5.000% 01-Jan-2055, 5.00%, 01/01/55 FN 3140W0V51 - - 33,844,395 $33,050,518 $33,050,518 0.61 $32,772,534
FNMA 30yr Pool#FA0603 4.500% 01-Sep-2051, 4.50%, 09/01/51 FN 3140W0U52 - - 34,084,276 $33,036,412 $33,036,412 0.61 $32,651,606
FNMA 30yr Pool#FS9788 5.500% 01-Nov-2054, 5.50%, 11/01/54 FN 3140XR2W4 - - 31,686,437 $32,787,463 $32,787,463 0.60 $31,512,423
FNMA 40yr Pool#BF0698 3.500% 01-Dec-2062, 3.50%, 12/01/62 FN 3140FXX49 - - 36,492,264 $32,330,896 $32,330,896 0.59 $31,987,297
FNMA 30yr Pool#CB5580 4.500% 01-Oct-2052, 4.50%, 10/01/52 FN 3140QRFW8 - - 32,686,905 $31,067,333 $31,067,333 0.57 $30,843,117
FNMA 30yr Pool#BW7371 5.500% 01-Feb-2053, 5.50%, 02/01/53 FN 3140N0FM2 - - 30,419,468 $30,765,574 $30,765,574 0.56 $30,536,899
NRM MSR-Collateralized Notes, Series 2024-FNT1 A 7.398% 25-NOV-2029, 7.40%, 11/25/31 NZES 2024-FNT1 62956YAA7 - - 30,139,260 $30,396,155 $30,396,155 0.56 $30,297,057
FHLMC 30yr Pool#SD6982 5.000% 01-Nov-2054, 5.00%, 11/01/54 FR 3132DUXK8 - - 30,559,698 $30,370,502 $30,370,502 0.56 $29,883,107
FNMA 30yr Pool#FS8335 4.500% 01-Jan-2051, 4.50%, 01/01/51 FN 3140XQHM2 - - 31,183,446 $30,334,168 $30,334,168 0.56 $29,872,706
FNMA 30yr Pool#FS3883 4.500% 01-Feb-2053, 4.50%, 02/01/53 FN 3140XKJ50 - - 31,136,895 $30,095,003 $30,095,003 0.55 $29,493,311
FNMA 30yr Pool#CB6394 4.500% 01-Feb-2053, 4.50%, 02/01/53 FN 3140QSC82 - - 31,093,841 $29,518,956 $29,518,956 0.54 $29,309,953
FNMA 30yr Pool#FS3520 4.500% 01-Nov-2052, 4.50%, 11/01/52 FN 3140XJ4E0 - - 30,094,150 $28,698,431 $28,698,431 0.53 $28,398,935
FNMA 30yr Pool#FS8681 4.500% 01-Oct-2050, 4.50%, 10/01/50 FN 3140XQUF2 - - 29,145,245 $28,515,957 $28,515,957 0.52 $27,920,177
FHLMC 30yr Pool#SL0367 4.500% 01-Dec-2054, 4.50%, 12/01/54 FR 31427MMR9 - - 29,254,712 $27,782,164 $27,782,164 0.51 $27,587,884
FHLMC 30yr Pool#SD7138 5.000% 01-Nov-2054, 5.00%, 11/01/54 FR 3132DU4X2 - - 27,714,318 $27,215,730 $27,215,730 0.50 $26,993,761
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-HQA3 M2 6.42197% 25-SEP-2041, 6.42%, 09/25/41 STACR 2021-HQA3 35564KJP5 - - 26,457,865 $26,743,632 $26,743,632 0.49 $26,672,835
FHLMC 30yr Pool#SD3271 5.500% 01-Jun-2053, 5.50%, 06/01/53 FR 3132DQT48 - - 26,364,337 $26,584,676 $26,584,676 0.49 $26,379,588
RCKT Mortgage Trust 2025-CES5 A1A 5.687% 25-MAY-2055, 5.69%, 05/25/55 RCKT 2025-CES5 74942CAA7 - - 25,484,000 $25,737,016 $25,737,016 0.47 $25,575,986
FNMA 30yr Pool#FA0627 5.500% 01-Feb-2055, 5.50%, 02/01/55 FN 3140W0VV4 - - 25,074,567 $25,347,787 $25,347,787 0.46 $25,052,441
FNMA 30yr Pool#FS6257 4.000% 01-Jun-2053, 4.00%, 06/01/53 FN 3140XM5T9 - - 26,759,912 $24,930,575 $24,930,575 0.46 $24,557,344
FNMA 30yr Pool#FS9239 4.500% 01-Jan-2051, 4.50%, 01/01/51 FN 3140XRHR9 - - 25,406,857 $24,702,423 $24,702,423 0.45 $24,338,926
FNMA 30yr Pool#CB9642 5.000% 01-Dec-2054, 5.00%, 12/01/54 FN 3140QVWC4 - - 23,726,541 $23,432,288 $23,432,288 0.43 $23,150,286
FHLMC 30yr Pool#SD6989 5.500% 01-Nov-2054, 5.50%, 11/01/54 FR 3132DUXS1 - - 22,899,025 $23,284,873 $23,284,873 0.43 $22,773,269
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2025-HQA1 M2 5.97197% 25-FEB-2045, 5.97%, 02/25/45 STACR 2025-HQA1 35564NHA4 - - 23,060,148 $23,067,691 $23,067,691 0.42 $23,010,310
FNMA 30yr Pool#FM7840 4.000% 01-Apr-2050, 4.00%, 04/01/50 FN 3140XBWA4 - - 24,442,771 $22,997,166 $22,997,166 0.42 $22,646,903
PRET 2025-RPL3 Trust|4.15|04/25/2065, 4.15%, 04/25/65 PRET 2025-RPL3 69382RAA1 - - 23,800,000 $22,736,651 $22,736,651 0.42 $22,695,497
FNMA 30yr Pool#FS7225 4.000% 01-Aug-2051, 4.00%, 08/01/51 FN 3140XPA33 - - 23,771,441 $22,498,625 $22,498,625 0.41 $22,090,757
FNMA 30yr Pool#FS4781 4.000% 01-Oct-2051, 4.00%, 10/01/51 FN 3140XLJ33 - - 23,837,853 $22,410,649 $22,410,649 0.41 $22,086,430
FNMA 40yr Pool#BF0807 3.500% 01-Apr-2064, 3.50%, 04/01/64 FN 3140FX3R1 - - 24,206,205 $21,741,006 $21,741,006 0.40 $21,196,505
FNMA 40yr Pool#BF0713 4.000% 01-Mar-2063, 4.00%, 03/01/63 FN 3140FXYK2 - - 22,923,239 $21,487,830 $21,487,830 0.39 $20,826,830
GNMA II TBA 30yr 2.5% June Delivery, 2.50%, 06/23/25 G2SF 21H022663 - - 25,296,414 $21,171,480 $21,171,480 0.39 $21,171,480
FNMA 30yr Pool#CB7112 5.500% 01-Sep-2053, 5.50%, 09/01/53 FN 3140QS3W9 - - 20,785,674 $21,113,134 $21,113,134 0.39 $20,784,301
FNMA 40yr Pool#BF0226 3.500% 01-Jan-2058, 3.50%, 01/01/58 FN 3140FXHC9 - - 23,129,289 $21,073,760 $21,073,760 0.39 $20,689,047
Finance of America Structured Securities Trust, 2025-S1 A1 3.5% 25-FEB-2075, 3.50%, 02/25/75 FASST 2025-S1 31741BAB0 - - 21,868,431 $20,822,211 $20,822,211 0.38 $20,788,194
FNMA 30yr Pool#FS6382 4.000% 01-Aug-2051, 4.00%, 08/01/51 FN 3140XNCU6 - - 22,107,031 $20,812,309 $20,812,309 0.38 $20,544,024
FNMA 30yr Pool#FS9880 4.500% 01-Sep-2054, 4.50%, 09/01/54 FN 3140XR6S9 - - 21,709,749 $20,643,503 $20,643,503 0.38 $20,472,806
FHLMC 30yr Pool#QJ9063 5.000% 01-Nov-2054, 5.00%, 11/01/54 FR 3133D1B81 - - 20,854,558 $20,374,139 $20,374,139 0.37 $20,219,044
FHLMC 30yr Pool#SL0850 4.000% 01-Jul-2049, 4.00%, 07/01/49 FR 31427M5L1 - - 20,911,259 $20,261,342 $20,261,342 0.37 $20,000,108
Finance Of America Structured Securities Trust Series 2024-S3|3.5|04/25/2074, 3.50%, 04/25/74 FASST 2024-S3 31739WAB8 - - 21,058,221 $20,146,127 $20,146,127 0.37 $20,113,370
FNMA 30yr Pool#FS9116 6.000% 01-Sep-2054, 6.00%, 09/01/54 FN 3140XRDW2 - - 19,269,682 $19,976,137 $19,976,137 0.37 $19,554,590
FNMA 30yr Pool#FS5028 4.000% 01-Oct-2051, 4.00%, 10/01/51 FN 3140XLSS8 - - 21,016,690 $19,683,943 $19,683,943 0.36 $19,472,544
Huntington Bank Auto Credit-Linked Notes, Series 2024-2 B1 5.442% 20-OCT-2032, 5.44%, 10/20/32 HACLN 2024-2 44644NAG4 - - 19,062,297 $19,214,270 $19,214,270 0.35 $19,153,757
FNMA 30yr Pool#FS8709 4.500% 01-Jan-2051, 4.50%, 01/01/51 FN 3140XQVB0 - - 19,502,988 $19,191,979 $19,191,979 0.35 $18,683,216
FHLMC 30yr Pool#RJ2292 5.500% 01-Sep-2054, 5.50%, 09/01/54 FR 3142GSRN0 - - 18,831,750 $19,088,951 $19,088,951 0.35 $18,818,040
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA2 M2 8.07197% 25-FEB-2042, 8.07%, 02/25/42 STACR 2022-DNA2 35564KRN1 - - 18,101,929 $18,993,439 $18,993,439 0.35 $18,802,163
FNMA 30yr Pool#FS9476 4.000% 01-Jun-2053, 4.00%, 06/01/53 FN 3140XRQ65 - - 20,015,506 $18,801,872 $18,801,872 0.34 $18,361,896
FNMA 30yr Pool#BT8185 4.500% 01-Jun-2052, 4.50%, 06/01/52 FN 3140LXCX1 - - 19,412,369 $18,450,892 $18,450,892 0.34 $18,323,357
FNMA 30yr Pool#DA1525 6.000% 01-Oct-2053, 6.00%, 10/01/53 FN 3140A1VT1 - - 18,013,870 $18,414,550 $18,414,550 0.34 $18,274,951
FHLMC 30yr Pool#SD5963 6.000% 01-Jul-2054, 6.00%, 07/01/54 FR 3132DTTU4 - - 17,552,368 $18,323,833 $18,323,833 0.34 $17,811,884
FNMA 30yr Pool#FA1549 5.500% 01-May-2055, 5.50%, 05/01/55 FN 3140W1WK5 - - 18,097,091 $18,280,613 $18,280,613 0.34 $18,104,366
Structured Agency Credit Risk (STACR) Debt Notes, Series 2024-HQA2 M2 6.12197% 25-AUG-2044, 6.12%, 08/25/44 STACR 2024-HQA2 35564NEC3 - - 18,000,000 $18,082,919 $18,082,919 0.33 $18,037,004
FNMA 30yr Pool#CB4128 4.500% 01-Jul-2052, 4.50%, 07/01/52 FN 3140QPSS7 - - 18,738,160 $17,949,524 $17,949,524 0.33 $17,763,462
FHLMC 30yr Pool#SL0490 4.500% 01-Jul-2053, 4.50%, 07/01/53 FR 31427MRL7 - - 18,753,656 $17,915,785 $17,915,785 0.33 $17,703,931
FNMA 30yr Pool#CB8221 5.500% 01-Mar-2054, 5.50%, 03/01/54 FN 3140QUD37 - - 17,526,460 $17,579,182 $17,579,182 0.32 $17,408,438
FNMA 30yr Pool#FM4738 4.000% 01-Sep-2050, 4.00%, 09/01/50 FN 3140X8HQ3 - - 18,575,834 $17,531,223 $17,531,223 0.32 $17,146,727
FHLMC 30yr Pool#QH3192 6.000% 01-Oct-2053, 6.00%, 10/01/53 FR 3133CFRM3 - - 16,942,194 $17,477,306 $17,477,306 0.32 $17,333,712
Homeward Opportunities Fund Trust 2024-RTL1 A1 7.12% 25-JUL-2029, 7.12%, 07/25/29 HOF 43789FAA1 - - 17,261,000 $17,418,725 $17,418,725 0.32 $17,364,103
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2025-HQA1 M1 5.47197% 25-FEB-2045, 5.47%, 02/25/45 STACR 2025-HQA1 35564NGZ0 - - 16,803,892 $16,850,036 $16,850,036 0.31 $16,811,724
FNMA 40yr Pool#BF0806 3.500% 01-Apr-2064, 3.50%, 04/01/64 FN 3140FX3Q3 - - 18,656,287 $16,639,413 $16,639,413 0.31 $16,377,087
FNMA 40yr Pool#BF0801 2.500% 01-Apr-2064, 2.50%, 04/01/64 FN 3140FX3K6 - - 20,189,952 $16,596,886 $16,596,886 0.30 $16,208,332
FHLMC 30yr Pool#SD6558 6.000% 01-Sep-2054, 6.00%, 09/01/54 FR 3132DUJB4 - - 14,844,271 $15,548,678 $15,548,678 0.29 $15,063,747
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 $15,513,673 $15,513,673 0.28 $15,387,899
FNMA 30yr Pool#FA0122 4.500% 01-Dec-2054, 4.50%, 12/01/54 FN 3140W0D44 - - 16,321,681 $15,497,115 $15,497,115 0.28 $15,391,730
Vontive Mortgage Trust 2025-RTL1 A1 6.507% 25-MAR-2030, 6.51%, 03/25/30 VNTV 2025-RTL1 928884AA3 - - 15,444,000 $15,488,230 $15,488,230 0.28 $15,443,566
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2024-DNA3 M2 5.77197% 25-OCT-2044, 5.77%, 10/25/44 STACR 2024-DNA3 35564NFA6 - - 15,324,000 $15,365,643 $15,365,643 0.28 $15,328,789
PRET 2025-RPL1 Trust A1 4.0% 25-JUL-2069, 4.00%, 07/25/69 PRET 2025-RPL1 69392FAA5 - - 15,972,951 $15,348,992 $15,348,992 0.28 $15,278,001
FNMA 30yr Pool#FS8717 6.000% 01-Jul-2054, 6.00%, 07/01/54 FN 3140XQVK0 - - 14,766,602 $15,201,490 $15,201,490 0.28 $14,984,930
Connecticut Avenue Securities, Series 2021-R03 1M2 5.97197% 25-DEC-2041, 5.97%, 12/25/41 CAS 2021-R03 20754AAB9 - - 14,835,000 $14,953,623 $14,953,623 0.27 $14,916,708
Galaxy Senior Participation Interest Trust 1|6.9263834|07/31/2026, 6.93%, 07/31/26 GLXYT 2025-1 362922AA4 - - 14,638,258 $14,820,722 $14,820,722 0.27 $14,716,515
FNMA 30yr Pool#FS9909 5.000% 01-Nov-2054, 5.00%, 11/01/54 FN 3140XSAK9 - - 14,982,328 $14,802,705 $14,802,705 0.27 $14,640,341
Chase Mortgage Reference Notes, Series 2020-CL1 M1 6.68648% 25-OCT-2057, 6.69%, 10/25/57 CHASE 2020-CL1 46591HAG5 - - 14,241,841 $14,684,929 $14,684,929 0.27 $14,645,235
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-DNA7 M2 6.12197% 25-NOV-2041, 6.12%, 11/25/41 STACR 2021-DNA7 35564KMH9 - - 14,550,000 $14,675,814 $14,675,814 0.27 $14,638,699
FNMA 30yr Pool#BX0984 4.500% 01-Oct-2052, 4.50%, 10/01/52 FN 3140N5CW2 - - 15,211,842 $14,455,501 $14,455,501 0.27 $14,354,953
FINANCE OF AMER STR TR 2024-S2 A1, 3.50%, 04/25/74 FASST 2024-S2 31739VAA2 - - 14,804,485 $14,258,205 $14,258,205 0.26 $14,235,175
FNMA 30yr Pool#FA0470 6.000% 01-Jan-2055, 6.00%, 01/01/55 FN 3140W0QY4 - - 13,558,253 $14,235,409 $14,235,409 0.26 $13,758,715
BMP Commercial Mortgage Trust 2024-MF23 A 5.70065% 15-JUN-2041, 5.70%, 06/15/41 BMP 2024-MF23 05593JAA8 - - 14,000,000 $14,065,596 $14,065,596 0.26 $14,005,739
FHLMC 30yr Pool#SD1143 4.500% 01-Sep-2050, 4.50%, 09/01/50 FR 3132DNHU0 - - 14,438,301 $14,036,181 $14,036,181 0.26 $13,831,413
RCKT Mortgage Trust 2024-CES7 A1A 5.158% 25-OCT-2044, 5.16%, 10/25/44 RCKT 2024-CES7 749414AA6 - - 13,823,339 $13,788,769 $13,788,769 0.25 $13,709,546
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2023-HQA3 M1 6.17197% 25-NOV-2043, 6.17%, 11/25/43 STACR 2023-HQA3 35564K3G2 - - 13,290,217 $13,422,005 $13,422,005 0.25 $13,387,827
FNMA 30yr Pool#FM5350 4.500% 01-Sep-2050, 4.50%, 09/01/50 FN 3140X85L7 - - 13,850,404 $13,318,759 $13,318,759 0.24 $13,223,773
Connecticut Avenue Securities Trust 2024-R03 2M2 6.27197% 25-MAR-2044, 6.27%, 03/25/44 CAS 2024-R03 207941AB1 - - 13,082,000 $13,271,397 $13,271,397 0.24 $13,237,217
FHLMC 30yr Pool#SD5994 4.500% 01-Sep-2050, 4.50%, 09/01/50 FR 3132DTUT5 - - 13,536,925 $13,154,126 $13,154,126 0.24 $12,967,925
Huntington Bank Auto Credit-Linked Notes, Series 2024-1 B1 6.153% 20-MAY-2032, 6.15%, 05/20/32 HACLN 2024-1 44644NAA7 - - 12,904,049 $13,107,198 $13,107,198 0.24 $13,060,882
FNMA 40yr Pool#BF0731 2.500% 01-Jun-2063, 2.50%, 06/01/63 FN 3140FXY55 - - 15,785,633 $12,957,233 $12,957,233 0.24 $12,684,520
FNMA 30yr Pool#FS6236 6.500% 01-Nov-2053, 6.50%, 11/01/53 FN 3140XM4W3 - - 11,979,514 $12,770,533 $12,770,533 0.23 $12,386,452
PRET 2025-NPL4 A1 6.3677% 25-MAY-2055, 6.37%, 04/25/55 PRET 2025-NPL4 74136UAA3 - - 12,699,588 $12,736,589 $12,736,589 0.23 $12,705,140
FIGRE Trust 2025-HE3|5.56|05/25/2055, 5.56%, 05/25/55 FIGRE 2025-HE3 31684LAA9 - - 12,600,000 $12,629,140 $12,629,140 0.23 $12,599,950
Saluda Grade Alternative Mortgage Trust 2024-RTL4 A1 7.5% 25-FEB-2030, 7.50%, 02/25/30 GRADE 2024-RTL4 79584CAA9 - - 12,445,279 $12,619,130 $12,619,130 0.23 $12,515,419
Homeward Opportunities Fund Trust 2025-RRTL1 A1 5.476% 25-MAR-2040, 5.48%, 03/25/40 HOF 2025-RRTL1 437919AA1 - - 12,500,000 $12,496,853 $12,496,853 0.23 $12,466,431
FHLMC 30yr Pool#SD5224 6.000% 01-Mar-2054, 6.00%, 03/01/54 FR 3132DSYV8 - - 11,834,176 $12,428,949 $12,428,949 0.23 $12,008,978
FNMA 30yr Pool#FS7117 6.500% 01-Feb-2054, 6.50%, 02/01/54 FN 3140XN4B7 - - 11,476,271 $12,385,812 $12,385,812 0.23 $11,866,113
FNMA 30yr Pool#FS7541 4.000% 01-Jun-2052, 4.00%, 06/01/52 FN 3140XPLX5 - - 13,064,773 $12,230,199 $12,230,199 0.22 $12,104,873
FHLMC 30yr Pool#SL0509 4.500% 01-Jan-2055, 4.50%, 01/01/55 FR 31427MR78 - - 12,816,357 $12,181,900 $12,181,900 0.22 $12,086,127
FHLMC 30yr Pool#QG6755 5.500% 01-Jun-2053, 5.50%, 06/01/53 FR 3133C7QG5 - - 11,920,937 $12,032,694 $12,032,694 0.22 $11,934,189
FNMA 40yr Pool#BF0783 3.500% 01-Dec-2063, 3.50%, 12/01/63 FN 3140FX2R2 - - 13,125,865 $11,852,777 $11,852,777 0.22 $11,501,979
FNMA 30yr Pool#BY4134 5.500% 01-Jul-2053, 5.50%, 07/01/53 FN 3140NLSY6 - - 11,736,170 $11,742,218 $11,742,218 0.22 $11,654,458
FHLMC 30yr Pool#QH3306 6.000% 01-Oct-2053, 6.00%, 10/01/53 FR 3133CFU72 - - 11,278,268 $11,561,901 $11,561,901 0.21 $11,474,147
FNMA 30yr Pool#FS5818 4.500% 01-Oct-2050, 4.50%, 10/01/50 FN 3140XMPC4 - - 11,831,835 $11,393,966 $11,393,966 0.21 $11,296,530
FNMA 30yr Pool#FS5362 4.500% 01-Dec-2050, 4.50%, 12/01/50 FN 3140XL5Y0 - - 11,695,484 $11,354,777 $11,354,777 0.21 $11,166,348
FNMA 30yr Pool#FS7613 4.500% 01-May-2052, 4.50%, 05/01/52 FN 3140XPN70 - - 11,379,415 $11,175,292 $11,175,292 0.20 $10,901,102
Saluda Grade Alternative Mortgage Trust 2023-RTL3 A1 7.0% 25-APR-2029, 7.00%, 04/25/29 GRADE 2023-RTL3 79583YAA2 - - 10,942,514 $10,934,729 $10,934,729 0.20 $10,849,621
FNMA 30yr Pool#BX0421 5.500% 01-Nov-2052, 5.50%, 11/01/52 FN 3140N4PF8 - - 10,689,713 $10,841,450 $10,841,450 0.20 $10,663,376
FHLMC 30yr Pool#SL0869 4.500% 01-May-2053, 4.50%, 05/01/53 FR 31427M6F3 - - 11,255,679 $10,777,751 $10,777,751 0.20 $10,644,384
RCKT Mortgage Trust 2024-CES5 A1B 6.047% 25-JUL-2044, 6.05%, 08/25/44 RCKT 74938KAB3 - - 10,519,155 $10,640,683 $10,640,683 0.20 $10,570,006
FHLMC 30yr Pool#RA7104 4.500% 01-Feb-2051, 4.50%, 02/01/51 FR 3133KN3M3 - - 10,984,764 $10,551,405 $10,551,405 0.19 $10,476,650
FNMA 30yr Pool#BW2174 4.500% 01-Jun-2052, 4.50%, 06/01/52 FN 3140MTMY6 - - 11,057,958 $10,511,312 $10,511,312 0.19 $10,437,619
RCKT Mortgage Trust 2024-CES9 A1B 5.683% 25-DEC-2044, 5.68%, 12/25/44 RCKT 2024-CES9 749426AB8 - - 10,374,329 $10,434,442 $10,434,442 0.19 $10,368,934
FNMA 30yr Pool#FS6662 4.000% 01-Oct-2051, 4.00%, 10/01/51 FN 3140XNML5 - - 11,049,655 $10,399,283 $10,399,283 0.19 $10,237,811
FHLMC 30yr Pool#QH1500 6.000% 01-Sep-2053, 6.00%, 09/01/53 FR 3133CDUZ5 - - 10,057,775 $10,287,495 $10,287,495 0.19 $10,203,546
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-HQA4 M2 6.67197% 25-DEC-2041, 6.67%, 12/25/41 STACR 2021-HQA4 35564KNS4 - - 10,089,878 $10,248,317 $10,248,317 0.19 $10,220,267
A&D Mortgage Trust 2025-NQM2 A1 5.79% 25-JUN-2070, 5.79%, 06/25/70 ADMT 2025-NQM2 00250EAC0 - - 10,170,000 $10,234,669 $10,234,669 0.19 $10,169,242
Connecticut Avenue Securities Trust 2024-R05 2M2 6.02197% 25-JUL-2044, 6.02%, 07/25/44 CAS 2024-R05 20754XAC7 - - 10,060,000 $10,124,102 $10,124,102 0.19 $10,098,860
LHOME Mortgage Trust 2024-RTL3 A1 6.9% 25-MAY-2029, 6.90%, 05/25/29 LHOME 2024-RTL3 50205GAA0 - - 9,960,000 $10,086,332 $10,086,332 0.18 $10,055,788
Structured Agency Credit Risk (STACR) Debt Notes, Series 2024-HQA1 M2 6.32197% 25-MAR-2044, 6.32%, 03/25/44 STACR 2024-HQA1 M2 35564NCA9 - - 9,880,000 $9,980,769 $9,980,769 0.18 $9,954,744
Alterna Funding III A 6.26% 15-MAY-2039, 6.26%, 05/16/39 TAX 2024-1A 02157JAA3 - - 9,807,978 $9,919,900 $9,919,900 0.18 $9,875,557
GNMA II TBA 30yr 6.5% June Delivery, 6.50%, 06/23/25 G2SF 21H062669 - - 9,700,000 $9,912,042 $9,912,042 0.18 $9,912,042
FNMA 30yr Pool#FS2144 3.500% 01-Jun-2052, 3.50%, 06/01/52 FN 3140XHL21 - - 10,756,192 $9,796,420 $9,796,420 0.18 $9,679,417
FHLMC 30yr Pool#QH4373 6.000% 01-Nov-2053, 6.00%, 11/01/53 FR 3133CG2E6 - - 9,470,639 $9,763,906 $9,763,906 0.18 $9,689,496
Brean Asset Backed Securities Trust 2024-RM8 A1 4.5% 25-MAY-2064, 4.50%, 05/25/64 BABS 2024-RM8 10637YAA3 - - 9,979,148 $9,709,553 $9,709,553 0.18 $9,689,594
FNMA 30yr Pool#FA0654 4.500% 01-Dec-2054, 4.50%, 12/01/54 FN 3140W0WQ4 - - 10,077,757 $9,567,911 $9,567,911 0.18 $9,503,563
FNMA 30yr Pool#DA0026 6.000% 01-Sep-2053, 6.00%, 09/01/53 FN 3140A0A41 - - 9,241,441 $9,448,194 $9,448,194 0.17 $9,375,380
Rithm Capital Corp. 8.0% 01-APR-2029, 8.00%, 04/01/29 RITM 64828TAB8 - - 9,213,000 $9,423,900 $9,423,900 0.17 $9,280,587
Structured Agency Credit Risk (STACR) Debt Notes, Series 2024-HQA1 M1 5.57197% 25-MAR-2044, 5.57%, 03/25/44 STACR 2024-HQA1 M1 35564NBX0 - - 9,379,151 $9,419,750 $9,419,750 0.17 $9,397,974
FHLMC 30yr Pool#RJ1754 4.500% 01-Jun-2054, 4.50%, 06/01/54 FR 3142GR5Q9 - - 9,893,974 $9,394,707 $9,394,707 0.17 $9,330,251
FNMA 30yr Pool#FA1287 4.500% 01-Jul-2053, 4.50%, 07/01/53 FN 3140W1ND1 - - 9,719,985 $9,294,544 $9,294,544 0.17 $9,195,159
LHOME Mortgage Trust 2024-RTL5 A2 5.751% 25-SEP-2039, 5.75%, 09/25/39 LHOME 2024-RTL5 50205WAB3 - - 9,325,000 $9,280,245 $9,280,245 0.17 $9,256,410
RCKT Mortgage Trust 2024-CES1 A1B 6.325% 25-FEB-2044, 6.33%, 02/25/44 RCKT 2024-CES1 749424AB3 - - 9,125,228 $9,233,659 $9,233,659 0.17 $9,169,529
FHLMC 30yr Pool#SD7417 5.500% 01-Jan-2055, 5.50%, 01/01/55 FR 3132DVG25 - - 9,091,231 $9,211,372 $9,211,372 0.17 $9,101,877
Fannie Mae REMIC Trust 2022-65 FB 5.12197% 25-SEP-2052, 5.12%, 09/25/52 FNR 2022-65 3136BPCQ2 - - 9,045,862 $8,828,328 $8,828,328 0.16 $8,807,736
FIGRE Trust 2025-PF1 A 5.758% 25-JUN-2055, 5.76%, 06/25/55 FIGRE 2025-PF1 316922AA1 - - 8,749,090 $8,718,004 $8,718,004 0.16 $8,704,010
ACHM Trust 2024-HE1 A 6.55% 25-MAY-2039, 6.55%, 05/25/39 ACHM 2024-HE1 00449TAA3 - - 8,593,210 $8,701,313 $8,701,313 0.16 $8,676,297
FIGRE Trust 2025-HE2 A 5.775% 25-MAR-2055, 5.78%, 03/25/55 FIGRE 2025-HE2 31684KAA1 - - 8,572,406 $8,619,422 $8,619,422 0.16 $8,564,415
FNMA 30yr Pool#FA0787 4.500% 01-Jan-2055, 4.50%, 01/01/55 FN 3140W02V6 - - 8,982,045 $8,527,117 $8,527,117 0.16 $8,470,280
PRPM 2025-RPL4 LLC|3|05/25/2055, 3.00%, 05/25/55 PRPM 2025-RPL4 74448NAA2 - - 9,125,000 $8,483,624 $8,483,624 0.16 $8,453,207
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 $8,445,935 $8,445,935 0.15 $8,374,744
FHLMC 30yr Pool#QX0520 5.500% 01-Dec-2054, 5.50%, 12/01/54 FR 31425USJ5 - - 7,884,448 $8,099,981 $8,099,981 0.15 $7,840,471
Freddie Mac STACR REMIC Trust 2025-DNA2|5.53128|05/25/2045, 5.53%, 05/25/45 STACR 2025-DNA2 35564NHZ9 - - 7,993,000 $8,031,932 $8,031,932 0.15 $8,004,914
FNMA 30yr Pool#FS7397 6.000% 01-Mar-2054, 6.00%, 03/01/54 FN 3140XPGF0 - - 7,500,922 $7,979,928 $7,979,928 0.15 $7,611,825
FHLMC 30yr Pool#SD5223 6.000% 01-Apr-2054, 6.00%, 04/01/54 FR 3132DSYU0 - - 7,550,205 $7,850,495 $7,850,495 0.14 $7,661,837
Brex Commercial Charge Card Master Trust Series 2024-1 A1 6.05% 15-JUL-2027, 6.05%, 07/15/27 BREX 2024-1 05601DAE3 - - 7,750,000 $7,839,539 $7,839,539 0.14 $7,805,675
FIGRE Trust 2024-HE3 A 5.937% 25-JUL-2054, 5.94%, 07/25/54 FIGRE 2024-HE3 31684GAA0 - - 7,759,192 $7,818,361 $7,818,361 0.14 $7,797,887
Mello Mortgage Capital Acceptance 2024-SD1 A1 4.0% 25-APR-2054, 4.00%, 04/25/54 MELLO 58550DAA1 - - 8,000,298 $7,791,049 $7,791,049 0.14 $7,776,826
FNMA 30yr Pool#DB4017 6.000% 01-May-2054, 6.00%, 05/01/54 FN 3140ADPB1 - - 7,545,828 $7,739,338 $7,739,338 0.14 $7,657,395
Saluda Grade Alternative Mortgage Trust 2023-FIG4 A 6.718% 25-NOV-2053, 6.72%, 11/25/53 GRADE 2023-FIG4 79581UAA2 - - 7,492,007 $7,677,562 $7,677,562 0.14 $7,621,638
Connecticut Avenue Securities Trust 2025-R01 1M2 5.82197% 25-JAN-2045, 5.82%, 01/25/45 CAS 2025-R01 20755JAC7 - - 7,526,000 $7,549,374 $7,549,374 0.14 $7,528,688
Connecticut Avenue Securities, Series 2021-R01 1B1 7.42197% 25-OCT-2041, 7.42%, 10/25/41 CAS 2021-R01 20754RAF3 - - 7,320,000 $7,514,229 $7,514,229 0.14 $7,491,592
Huntington Bank Auto Credit-Linked Notes, Series 2025-1 B 4.957% 20-MAR-2033, 4.96%, 03/21/33 HACLN 2025-1 446438SX2 - - 7,428,016 $7,420,696 $7,420,696 0.14 $7,399,218
FNMA 30yr Pool#FS8486 4.500% 01-Dec-2052, 4.50%, 12/01/52 FN 3140XQNC7 - - 7,633,480 $7,288,913 $7,288,913 0.13 $7,202,894
Angel Oak Mortgage Trust 2025-6|5.768|04/25/2070, 5.77%, 04/25/70 AOMT 2025-6 034937AB8 - - 7,220,000 $7,257,556 $7,257,556 0.13 $7,211,284
ACHV ABS Trust 2023-4CP D 8.6% 25-NOV-2030, 8.60%, 11/25/30 ACHV 2023-4CP 00092CAD4 - - 7,056,000 $7,148,640 $7,148,640 0.13 $7,121,671
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 - - 7,043,035 $7,136,890 $7,136,890 0.13 $7,115,638
FNMA 30yr Pool#DD5556 6.000% 01-Mar-2055, 6.00%, 03/01/55 FN DD5556 MTGE 3140B6E68 - - 6,960,968 $7,122,327 $7,122,327 0.13 $7,064,836
Connecticut Avenue Securities Trust 2025-R04|5.52197|05/25/2045, 5.52%, 05/25/45 CAS 2025-R04 20755TAB7 - - 7,085,719 $7,094,635 $7,094,635 0.13 $7,094,635
Connecticut Avenue Securities Trust 2025-R01 1M1 5.42197% 25-JAN-2045, 5.42%, 01/25/45 CAS 2025-R01 20755JAB9 - - 6,967,521 $6,991,662 $6,991,662 0.13 $6,975,925
FHLMC 30yr Pool#QG3912 5.500% 01-Jun-2053, 5.50%, 06/01/53 FR 3133C4KZ6 - - 6,899,673 $6,942,569 $6,942,569 0.13 $6,891,978
Brean Asset Backed Securities Trust 2024-RM9 A1 5.0% 25-SEP-2064, 5.00%, 09/25/64 BABS 2024-RM9 10638DAA8 - - 7,056,064 $6,921,234 $6,921,234 0.13 $6,905,554
LHOME Mortgage Trust 2024-RTL4 A2 6.092% 25-JUL-2039, 6.09%, 07/25/39 LHOME 2024-RTL4 50205PAB8 - - 6,870,000 $6,873,938 $6,873,938 0.13 $6,855,337
FNMA 30yr Pool#BY0337 6.500% 01-May-2053, 6.50%, 05/01/53 FN 3140NGLT5 - - 6,601,269 $6,867,565 $6,867,565 0.13 $6,811,331
RCKT Mortgage Trust 2024-CES8 A1A 5.48955% 25-OCT-2044, 5.49%, 11/25/44 RCKT 2024-CES8 749421AA1 - - 6,714,081 $6,742,245 $6,742,245 0.12 $6,701,293
FHLMC 30yr Pool#QH7040 6.000% 01-Dec-2053, 6.00%, 12/01/53 FR 3133CKZD3 - - 6,506,050 $6,650,372 $6,650,372 0.12 $6,600,344
PRET 2025-RPL2 Trust A1 4.0% 25-FEB-2065, 4.00%, 08/25/64 PRET 2025-RPL2 69392LAA2 - - 6,900,569 $6,632,377 $6,632,377 0.12 $6,601,708
FNMA 30yr Pool#DA1456 5.500% 01-Sep-2053, 5.50%, 09/01/53 FN 3140A1TN7 - - 6,612,469 $6,616,295 $6,616,295 0.12 $6,565,860
FNMA 30yr Pool#FM4129 4.000% 01-Sep-2050, 4.00%, 09/01/50 FN 3140X7ST7 - - 6,969,625 $6,552,737 $6,552,737 0.12 $6,457,550
FHLMC 30yr Pool#SD3018 5.500% 01-May-2053, 5.50%, 05/01/53 FR 3132DQK70 - - 6,181,893 $6,507,917 $6,507,917 0.12 $6,149,283
FNMA 30yr Pool#DA1468 6.000% 01-Sep-2053, 6.00%, 09/01/53 FN 3140A1T23 - - 6,323,452 $6,483,089 $6,483,089 0.12 $6,433,277
Santander Bank Auto Credit-Linked Notes, Series 2024-A C 5.818% 15-JUN-2032, 5.82%, 06/15/32 SBCLN 2024-A 80290CCK8 - - 6,410,117 $6,476,476 $6,476,476 0.12 $6,449,541
FHLMC 30yr Pool#SD3813 6.000% 01-Jul-2053, 6.00%, 07/01/53 FR 3132E0GW6 - - 5,996,496 $6,419,853 $6,419,853 0.12 $6,099,393
FNMA 30yr Pool#DC7015 5.500% 01-Dec-2054, 5.50%, 12/01/54 FN 3140AUYM9 - - 6,261,856 $6,417,237 $6,417,237 0.12 $6,226,929
LHOME Mortgage Trust 2024-RTL1 A1 7.017% 25-JAN-2029, 7.02%, 01/25/29 LHOME 2024-RTL1 50205DAA7 - - 6,341,000 $6,399,747 $6,399,747 0.12 $6,379,971
PRPM 2025-RPL3 A1 3.25% 25-APR-2055, 3.25%, 04/25/55 PRPM 2025-RPL3 69392NAA8 - - 6,711,231 $6,372,677 $6,372,677 0.12 $6,348,442
FNMA 30yr Pool#FM7479 4.500% 01-Jan-2050, 4.50%, 01/01/50 FN 3140XBJZ4 - - 6,319,310 $6,140,078 $6,140,078 0.11 $6,053,689
Tricolor Auto Securitization Trust 2024-3 A 5.22% 15-JUN-2028, 5.22%, 06/15/28 TAST 2024-3A 89617AAA3 - - 6,115,570 $6,134,428 $6,134,428 0.11 $6,111,372
FHLMC 30yr Pool#QH2242 5.500% 01-Sep-2053, 5.50%, 09/01/53 FR 3133CEP30 - - 5,869,040 $5,879,198 $5,879,198 0.11 $5,827,672
FNMA 30yr Pool#FS1578 4.000% 01-Oct-2050, 4.00%, 10/01/50 FN 3140XGXG9 - - 6,229,973 $5,849,434 $5,849,434 0.11 $5,783,841
FNMA 30yr Pool#FS0088 4.000% 01-Mar-2050, 4.00%, 03/01/50 FN 3140XFC25 - - 6,132,089 $5,829,336 $5,829,336 0.11 $5,706,540
FHLMC 30yr Pool#QH4638 6.000% 01-Nov-2053, 6.00%, 11/01/53 FR 3133CHEK7 - - 5,623,345 $5,798,130 $5,798,130 0.11 $5,753,295
FHLMC 30yr Pool#SD2606 4.500% 01-Sep-2051, 4.50%, 09/01/51 FR 3132DP3P1 - - 5,962,144 $5,761,603 $5,761,603 0.11 $5,686,357
RCKT Mortgage Trust 2025-CES1 A1A 5.653% 25-JAN-2045, 5.65%, 01/25/45 RCKT 2025-CES1 A1 749427AA8 - - 5,674,775 $5,716,281 $5,716,281 0.10 $5,680,637
Ginnie Mae REMIC Trust 2023-116 LF 5.6504% 20-AUG-2053, 5.63%, 08/20/53 GNR 2023-116 38384EFT7 - - 5,631,225 $5,680,216 $5,680,216 0.10 $5,661,728
Santander Bank Auto Credit-Linked Notes, Series 2023-B C 5.933% 15-DEC-2033, 5.93%, 12/15/33 SBCLN 2023-B 80290CCC6 - - 5,615,886 $5,676,458 $5,676,458 0.10 $5,652,394
FHLMC 30yr Pool#QH4473 6.000% 01-Nov-2053, 6.00%, 11/01/53 FR 3133CG6J1 - - 5,500,206 $5,670,429 $5,670,429 0.10 $5,627,311
FHLMC 30yr Pool#QJ9072 6.000% 01-Nov-2054, 6.00%, 11/01/54 FR 3133D1CH0 - - 5,486,176 $5,621,043 $5,621,043 0.10 $5,567,291
BX Trust 2021-SDMF A 5.032% 15-SEP-2034, 5.03%, 09/15/34 BX 2021-SDMF 12434CAA2 - - 5,435,823 $5,437,979 $5,437,979 0.10 $5,417,462
RCKT Mortgage Trust 2023-CES1 A1A 6.515% 25-JUN-2043, 6.51%, 06/25/43 RCKT 74935WAA2 - - 5,326,418 $5,383,690 $5,383,690 0.10 $5,345,133
LHOME Mortgage Trust 2024-RTL2 A1 7.128% 25-MAR-2029, 7.13%, 03/25/29 LHOME 50205JAA4 - - 5,293,684 $5,358,640 $5,358,640 0.10 $5,341,870
FNMA 30yr Pool#CA0706 4.000% 01-Nov-2047, 4.00%, 11/01/47 FN 3140Q7YC5 - - 5,608,286 $5,334,954 $5,334,954 0.10 $5,219,899
FHLMC 30yr Pool#QI8221 6.000% 01-Jun-2054, 6.00%, 06/01/54 FR 3133WFD20 - - 4,578,795 $5,283,994 $5,283,994 0.10 $4,646,494
RCKT Mortgage Trust 2024-CES6 A1B 5.546% 25-SEP-2044, 5.55%, 09/25/44 RCKT 2024-CES6 749410AB2 - - 5,248,514 $5,267,611 $5,267,611 0.10 $5,235,268
Santander Bank Auto Credit Linked Notes Series 2024-B 18-JAN-2033, 5.14%, 01/18/33 SBCLN 2024-B 80280BAC2 - - 5,250,000 $5,265,614 $5,265,614 0.10 $5,246,121
FNMA 30yr Pool#DA5019 6.500% 01-Nov-2053, 6.50%, 11/01/53 FN 3140A5SH2 - - 4,857,295 $5,252,446 $5,252,446 0.10 $5,022,229
Connecticut Avenue Securities Trust 2024-R02 1M1 5.42197% 25-FEB-2044, 5.42%, 02/25/44 CAS 2024-R02 20754GAA8 - - 5,173,970 $5,184,058 $5,184,058 0.10 $5,172,369
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 $5,075,105 $5,075,105 0.09 $5,052,073
Gracie Point International Funding, Series 2024-1 A 6.04828% 01-MAR-2028, 6.12%, 03/01/28 GPIF 2024-1A A 38410KAA7 - - 5,000,000 $5,066,201 $5,066,201 0.09 $4,980,292
FNMA 30yr Pool#BX5986 5.500% 01-Mar-2053, 5.50%, 03/01/53 FN 3140NAUL5 - - 4,989,928 $5,033,888 $5,033,888 0.09 $4,996,700
FNMA 30yr Pool#DA5072 6.500% 01-Nov-2053, 6.50%, 11/01/53 FN 3140A5T65 - - 4,821,988 $5,028,264 $5,028,264 0.09 $4,985,722
FIGRE Trust 2025-HE3|5.71|05/25/2055, 5.71%, 05/25/55 FIGRE 2025-HE3 31684LAB7 - - 5,000,000 $5,011,828 $5,011,828 0.09 $4,999,932
FHLMC 30yr Pool#QX6719 6.000% 01-Feb-2055, 6.00%, 02/01/55 FR 31426CPD0 - - 4,882,621 $4,995,446 $4,995,446 0.09 $4,955,477
FNMA 30yr Pool#DD3307 6.000% 01-Feb-2055, 6.00%, 02/01/55 FN DD3307 MTGE 3140B3U91 - - 4,798,766 $4,908,094 $4,908,094 0.09 $4,870,370
FHLMC 30yr Pool#QF9863 5.500% 01-Mar-2053, 5.50%, 03/01/53 FR 3133BX5Y3 - - 4,840,710 $4,872,224 $4,872,224 0.09 $4,835,957
ABL 2024-RTL1 A2 7.457% 25-SEP-2029, 7.46%, 09/25/29 ABL 2024-RTL1 00092EAB4 - - 4,840,000 $4,816,101 $4,816,101 0.09 $4,800,060
FHLMC 30yr Pool#QH2259 6.000% 01-Sep-2053, 6.00%, 09/01/53 FR 3133CEQL9 - - 4,643,892 $4,748,244 $4,748,244 0.09 $4,711,197
FNMA 30yr Pool#FS3246 5.500% 01-Nov-2052, 5.50%, 11/01/52 FN 3140XJTC7 - - 4,634,338 $4,728,857 $4,728,857 0.09 $4,652,518
FIGRE Trust 2025-HE3|5.91|05/25/2055, 5.91%, 05/25/55 FIGRE 2025-HE3 31684LAC5 - - 4,700,000 $4,711,466 $4,711,466 0.09 $4,699,892
FHLMC 30yr Pool#RA1100 4.000% 01-Jul-2049, 4.00%, 07/01/49 FR 3133KGGH5 - - 4,982,179 $4,648,136 $4,648,136 0.09 $4,616,150
FHLMC 30yr Pool#QH5204 6.500% 01-Nov-2053, 6.50%, 11/01/53 FR 3133CHX91 - - 4,379,481 $4,580,675 $4,580,675 0.08 $4,544,248
FNMA 30yr Pool#BX9326 5.500% 01-Mar-2053, 5.50%, 03/01/53 FN 3140NELG8 - - 4,485,340 $4,513,537 $4,513,537 0.08 $4,480,936
RCKT Mortgage Trust 2025-CES2 A1B 5.603% 25-FEB-2055, 5.60%, 02/25/55 RCKT 2025-CES2 74942BAB7 - - 4,376,784 $4,396,275 $4,396,275 0.08 $4,369,027
FHLMC 30yr Pool#QX5273 6.000% 01-Feb-2055, 6.00%, 02/01/55 FR 31426A2F4 - - 4,019,794 $4,333,301 $4,333,301 0.08 $4,079,227
FNMA 30yr Pool#BX0419 5.500% 01-Nov-2052, 5.50%, 11/01/52 FN 3140N4PD3 - - 4,316,298 $4,331,221 $4,331,221 0.08 $4,299,377
FHLMC 30yr Pool#QF7280 5.500% 01-Jan-2053, 5.50%, 01/01/53 FR 3133BVCR4 - - 4,187,571 $4,304,529 $4,304,529 0.08 $4,205,361
FNMA 30yr Pool#DA3549 6.500% 01-Oct-2053, 6.50%, 10/01/53 FN 3140A35K5 - - 3,893,381 $4,299,366 $4,299,366 0.08 $4,039,860
FNMA 30yr Pool#CB2907 3.500% 01-Feb-2052, 3.50%, 02/01/52 FN 3140QNGR7 - - 4,710,212 $4,295,746 $4,295,746 0.08 $4,240,817
Bayview Opportunity Master Fund VII Trust 2024-CAR1 B 5.62197% 25-DEC-2031, 5.62%, 12/26/31 BVCLN 2024-CAR1 07336QAB8 - - 4,262,449 $4,285,811 $4,285,811 0.08 $4,275,826
FHLMC 30yr Pool#QH0826 5.500% 01-Sep-2053, 5.50%, 09/01/53 FR 3133CC4K9 - - 4,227,493 $4,262,512 $4,262,512 0.08 $4,231,500
FNMA 30yr Pool#BW6314 5.500% 01-Aug-2052, 5.50%, 08/01/52 FN 3140MYAQ5 - - 4,104,782 $4,226,344 $4,226,344 0.08 $4,096,317
SREIT Commercial Mortgage Trust 2021-MFP B 5.5228% 15-NOV-2038, 5.52%, 11/15/38 SREIT 2021-MFP 78472UAC2 - - 4,194,208 $4,201,121 $4,201,121 0.08 $4,183,748
FNMA 30yr Pool#BX9422 5.500% 01-Mar-2053, 5.50%, 03/01/53 FN 3140NEPG4 - - 4,193,151 $4,195,458 $4,195,458 0.08 $4,164,318
FNMA 30yr Pool#BX6124 6.500% 01-Jan-2053, 6.50%, 01/01/53 FN 3140NAYW7 - - 3,974,270 $4,162,471 $4,162,471 0.08 $4,129,710
Connecticut Avenue Securities Trust 2024-R06 1M2 5.92197% 25-SEP-2044, 5.92%, 09/25/44 CAS 2024-R06 20755RAC9 - - 4,125,699 $4,145,524 $4,145,524 0.08 $4,135,344
Fannie Mae REMIC Trust 2020-98 AI 3.5% 25-JAN-2061, 3.50%, 01/25/61 FNR 2020-98 3136BDLE6 - - 19,229,256 $4,137,950 $4,137,950 0.08 $4,062,617
EFMT 2025-CES1 A1B 5.877% 25-JAN-2060, 5.88%, 01/25/60 EFMT 2025-CES1 26846VAB0 - - 4,025,375 $4,063,475 $4,063,475 0.07 $4,037,189
FNMA 30yr Pool#FS2135 4.000% 01-Nov-2049, 4.00%, 11/01/49 FN 3140XHLR6 - - 4,227,566 $3,980,239 $3,980,239 0.07 $3,928,669
FNMA 30yr Pool#FS2713 4.500% 01-Oct-2050, 4.50%, 10/01/50 FN 3140XJAP8 - - 3,903,685 $3,794,137 $3,794,137 0.07 $3,739,601
FNMA 30yr Pool#BY0335 6.000% 01-May-2053, 6.00%, 05/01/53 FN 3140NGLR9 - - 3,701,768 $3,774,335 $3,774,335 0.07 $3,741,846
FNMA 30yr Pool#BX8700 5.500% 01-Mar-2053, 5.50%, 03/01/53 FN 3140NDU21 - - 3,316,390 $3,760,046 $3,760,046 0.07 $3,317,665
RAM 2024-1 A 5.95% 15-FEB-2039, 6.67%, 02/15/39 RAM 2024-1 751313AA5 - - 3,622,324 $3,650,798 $3,650,798 0.07 $3,633,351
FHLMC 30yr Pool#SD1416 4.500% 01-Dec-2048, 4.50%, 12/01/48 FR 3132DNSD6 - - 3,603,751 $3,622,809 $3,622,809 0.07 $3,452,274
FHLMC 30yr Pool#QH7549 6.000% 01-Dec-2053, 6.00%, 12/01/53 FR 3133CLL61 - - 3,527,604 $3,606,626 $3,606,626 0.07 $3,578,730
FNMA 30yr Pool#FM7031 4.000% 01-Jan-2051, 4.00%, 01/01/51 FN 3140XAY55 - - 3,824,961 $3,596,620 $3,596,620 0.07 $3,543,932
FHLMC 30yr Pool#QH1144 5.500% 01-Sep-2053, 5.50%, 09/01/53 FR 3133CDHV9 - - 3,531,183 $3,560,937 $3,560,937 0.07 $3,534,241
Finance Of America Structured Securities Trust Series 2024-S1|3.5|02/25/2074, 3.50%, 02/25/74 FASST 2024-S1 31740RAB6 - - 3,661,887 $3,538,079 $3,538,079 0.06 $3,532,382
FHLMC 30yr Pool#QH6041 5.500% 01-Dec-2053, 5.50%, 12/01/53 FR 3133CJWA5 - - 3,445,211 $3,464,986 $3,464,986 0.06 $3,439,758
FNMA 30yr Pool#FM1540 4.000% 01-Sep-2049, 4.00%, 09/01/49 FN 3140X4WA0 - - 3,703,713 $3,456,717 $3,456,717 0.06 $3,431,610
FHLMC 30yr Pool#QF7810 5.500% 01-Jan-2053, 5.50%, 01/01/53 FR 3133BVVB8 - - 3,390,554 $3,429,145 $3,429,145 0.06 $3,403,643
Ally Bank Auto Credit-Linked Notes, Series 2024-A C 6.022% 15-MAY-2032, 6.02%, 05/17/32 ABCLN 2024-A 02007GZ63 - - 3,369,288 $3,418,425 $3,418,425 0.06 $3,403,771
FNMA 30yr Pool#DA0036 6.500% 01-Sep-2053, 6.50%, 09/01/53 FN 3140A0BE8 - - 3,243,962 $3,383,720 $3,383,720 0.06 $3,354,113
FHLMC 30yr Pool#QG2539 6.500% 01-May-2053, 6.50%, 05/01/53 FR 3133C2ZC5 - - 2,903,924 $3,358,691 $3,358,691 0.06 $2,996,332
Reach ABS Trust 2024-2 A 5.88% 15-JUL-2031, 5.88%, 07/15/31 REACH 2024-2A 75525HAA8 - - 3,317,522 $3,341,760 $3,341,760 0.06 $3,327,671
BX Trust 2021-BXMF C 5.63427% 15-OCT-2038, 5.63%, 10/15/26 BX 2021-BXMF 05609RAJ3 - - 3,337,147 $3,333,221 $3,333,221 0.06 $3,319,118
FNMA 30yr Pool#MA4026 4.000% 01-May-2050, 4.00%, 05/01/50 FN 31418DPL0 - - 3,518,547 $3,293,947 $3,293,947 0.06 $3,253,828
JP Morgan Mortgage Trust 2024-CES1 A1B 6.019% 25-JUN-2054, 6.02%, 06/25/54 JPMMT 2024-CES1 46658CAB7 - - 3,228,766 $3,253,299 $3,253,299 0.06 $3,231,706
Connecticut Avenue Securities Trust 2024-R02 1M2 6.12197% 25-FEB-2044, 6.12%, 02/25/44 CAS 2024-R02 20754GAE0 - - 3,168,862 $3,200,045 $3,200,045 0.06 $3,191,961
FNMA 30yr Pool#MA4056 4.000% 01-Jun-2050, 4.00%, 06/01/50 FN 31418DQJ4 - - 3,413,388 $3,199,170 $3,199,170 0.06 $3,150,783
FIGRE Trust 2024-HE4 B 5.252% 25-SEP-2054, 5.25%, 09/25/54 FIGRE 2024-HE4 31684UAB7 - - 3,220,689 $3,190,356 $3,190,356 0.06 $3,182,839
Connecticut Avenue Securities Trust 2024-R01 1M2 6.12197% 25-JAN-2044, 6.12%, 01/25/44 CAS 2024-R01 20753UAB6 - - 3,140,000 $3,172,322 $3,172,322 0.06 $3,164,313
FHLMC 30yr Pool#SD1111 4.000% 01-Jun-2050, 4.00%, 06/01/50 FR 3132DNGU1 - - 3,337,021 $3,161,401 $3,161,401 0.06 $3,109,835
FHLMC 30yr Pool#QE6404 5.500% 01-Jul-2052, 5.50%, 07/01/52 FR 3133BGDH8 - - 3,122,777 $3,142,935 $3,142,935 0.06 $3,117,173
FNMA 30yr Pool#BV5379 3.000% 01-Apr-2052, 3.00%, 04/01/52 FN 3140MJ6R1 - - 3,570,500 $3,099,694 $3,099,694 0.06 $3,080,237
Connecticut Avenue Securities, Series 2021-R01 1M2 5.87197% 25-OCT-2041, 5.87%, 10/25/41 CAS 2021-R01 20754RAB2 - - 3,051,992 $3,067,089 $3,067,089 0.06 $3,059,622
FHF Trust 2024-1 (First Help Financial) A2 5.69% 15-FEB-2030, 5.69%, 02/15/30 FHF 2024-1A 31568AAB2 - - 3,019,626 $3,050,322 $3,050,322 0.06 $3,037,913
Chase Mortgage Reference Notes, Series 2021-CL1 M1 5.52197% 25-FEB-2050, 5.52%, 02/25/50 CHASE 2021-CL1 46591HBX7 - - 3,068,283 $3,009,690 $3,009,690 0.06 $3,002,590
Gracie Point International Funding, Series 2024-1 B 6.44828% 01-MAR-2028, 6.52%, 03/01/28 GPIF 2024-1A 38410KAB5 - - 3,007,000 $2,997,931 $2,997,931 0.05 $2,993,028
FNMA 30yr Pool#MA3496 4.500% 01-Oct-2048, 4.50%, 10/01/48 FN 31418C3E2 - - 3,081,843 $2,992,281 $2,992,281 0.05 $2,952,303
Fannie Mae Pool|4|03/01/2050, 4.00%, 03/01/50 FN 3140X8S24 - - 3,154,909 $2,976,725 $2,976,725 0.05 $2,931,851
Santander Bank Auto Credit-Linked Notes, Series 2024-A B 5.622% 15-JUN-2032, 5.62%, 06/15/32 SBCLN 2024-A 80290CCJ1 - - 2,873,501 $2,902,513 $2,902,513 0.05 $2,890,846
FHLMC 30yr Pool#SD2897 5.500% 01-May-2053, 5.50%, 05/01/53 FR 3132DQGE0 - - 2,883,651 $2,901,262 $2,901,262 0.05 $2,868,505
FIGRE Trust 2024-HE3 C 6.229% 25-JUL-2054, 6.23%, 07/25/54 FIGRE 2024-HE3 31684GAC6 - - 2,876,707 $2,898,876 $2,898,876 0.05 $2,890,912
FNMA 30yr Pool#BV5393 3.500% 01-Apr-2052, 3.50%, 04/01/52 FN 3140MJ7F6 - - 3,168,182 $2,887,024 $2,887,024 0.05 $2,849,292
FHLMC 30yr Pool#QE8542 5.500% 01-Aug-2052, 5.50%, 08/01/52 FR 3133BJP30 - - 2,797,931 $2,813,361 $2,813,361 0.05 $2,792,535
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 $2,782,168 $2,782,168 0.05 $2,773,489
BX Trust 2021-BXMF G 7.792513% 15-OCT-2038, 7.79%, 10/15/26 BX 2021-BXMF 05609RAS3 - - 2,807,890 $2,734,739 $2,734,739 0.05 $2,718,327
Saluda Grade Alternative Mortgage Trust 2024-FIG5 B 6.603% 25-APR-2054, 6.60%, 04/25/54 GRADE 2024-FIG5 79582MAB7 - - 2,677,488 $2,679,662 $2,679,662 0.05 $2,660,018
FHLMC 30yr Pool#QI4878 6.000% 01-Apr-2054, 6.00%, 04/01/54 FR 3133WBM37 - - 2,517,252 $2,673,194 $2,673,194 0.05 $2,554,470
FNMA 30yr Pool#DA1511 5.500% 01-Oct-2053, 5.50%, 10/01/53 FN 3140A1VD6 - - 2,658,236 $2,666,480 $2,666,480 0.05 $2,639,422
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2024-DNA1 M2 6.27197% 25-FEB-2044, 6.27%, 02/25/44 STACR 2024-DNA1 35564NBA0 - - 2,617,368 $2,655,732 $2,655,732 0.05 $2,648,892
FHLMC 30yr Pool#Q57869 4.000% 01-Aug-2048, 4.00%, 08/01/48 FG 3132Y1W79 - - 2,831,911 $2,654,218 $2,654,218 0.05 $2,635,164
FNMA 30yr Pool#DA3538 6.000% 01-Oct-2053, 6.00%, 10/01/53 FN 3140A34Y6 - - 2,581,931 $2,642,395 $2,642,395 0.05 $2,619,352
FHLMC 30yr Pool#QF9276 5.500% 01-Mar-2053, 5.50%, 03/01/53 FR 3133BXJV4 - - 2,588,501 $2,610,917 $2,610,917 0.05 $2,592,226
FHLMC 30yr Pool#QF0488 5.500% 01-Sep-2052, 5.50%, 09/01/52 FR 3133BMRH0 - - 2,505,587 $2,596,032 $2,596,032 0.05 $2,500,419
Ginnie Mae REMIC Trust 2017-163 LO 0.0% 16-MAY-2041, 0.00%, 05/16/41 GNR 2017-163 38380KNA9 - - 3,469,915 $2,593,414 $2,593,414 0.05 $2,593,414
PRPM 2024-RCF2 A1 3.75% 25-MAR-2054, 3.75%, 03/25/54 PRPM 2024-RCF2 693987AA7 - - 2,594,602 $2,509,944 $2,509,944 0.05 $2,505,619
FNMA 30yr Pool#DD4221 6.000% 01-Feb-2055, 6.00%, 02/01/55 FN DD4221 MTGE 3140B4VP2 - - 2,412,771 $2,469,069 $2,469,069 0.05 $2,448,773
FHLMC 30yr Pool#SD3523 3.000% 01-Jun-2052, 3.00%, 06/01/52 FR 3132DQ4G8 - - 2,835,247 $2,445,849 $2,445,849 0.04 $2,429,880
Santander Bank Auto Credit-Linked Notes, Series 2023-B B 5.64% 15-DEC-2033, 5.64%, 12/15/33 SBCLN 2023-B 80290CCB8 - - 2,420,045 $2,445,541 $2,445,541 0.04 $2,435,683
ACHV ABS Trust 2024-1PL B 6.34% 25-APR-2031, 6.34%, 04/25/31 ACHV 2024-1PL 00092BAB0 - - 2,417,920 $2,444,384 $2,444,384 0.04 $2,437,570
FNMA 30yr Pool#BY8533 6.500% 01-Aug-2053, 6.50%, 08/01/53 FN 3140NRPT7 - - 2,324,227 $2,423,232 $2,423,232 0.04 $2,403,148
FNMA 30yr Pool#BY5913 5.500% 01-Sep-2053, 5.50%, 09/01/53 FN 3140NNSB2 - - 2,344,659 $2,362,366 $2,362,366 0.04 $2,345,290
Arivo Acceptance Auto Loan Receivables Trust 2024-1 A 6.46% 15-APR-2028, 6.46%, 04/17/28 ARIVO 2024-1A 039943AA3 - - 2,327,108 $2,352,086 $2,352,086 0.04 $2,341,229
FIGRE Trust 2024-HE1 B 6.506% 25-MAR-2054, 6.51%, 03/25/54 FIGRE 2024-HE1 31684HAB6 - - 2,271,737 $2,302,238 $2,302,238 0.04 $2,295,669
FHLMC 30yr Pool#QX7432 6.000% 01-Feb-2055, 6.00%, 02/01/55 FR 31426DHJ4 - - 2,133,736 $2,183,159 $2,183,159 0.04 $2,165,574
Chase Mortgage Reference Notes, Series 2020-CL1 M2 6.93648% 25-OCT-2057, 6.94%, 10/25/57 CHASE 2020-CL1 46591HAH3 - - 2,088,986 $2,153,739 $2,153,739 0.04 $2,147,699
Blue Bridge Funding 2023-1 A 7.37% 15-NOV-2030, 7.37%, 11/15/30 BBEF 2023-1A 09531MAA8 - - 2,114,507 $2,146,527 $2,146,527 0.04 $2,135,272
Foundation Finance Trust 2023-2 A 6.53% 15-JUN-2049, 6.53%, 06/15/49 FFIN 2023-2A 35042RAA4 - - 2,070,991 $2,140,926 $2,140,926 0.04 $2,131,158
FNMA 30yr Pool#FS3001 4.000% 01-Oct-2051, 4.00%, 10/01/51 FN 3140XJKP7 - - 2,253,396 $2,119,389 $2,119,389 0.04 $2,087,834
FHLMC 30yr Pool#QG2543 5.500% 01-May-2053, 5.50%, 05/01/53 FR 3133C2ZG6 - - 2,089,296 $2,102,537 $2,102,537 0.04 $2,086,966
FNMA 30yr Pool#FS1640 4.000% 01-Apr-2052, 4.00%, 04/01/52 FN 3140XGZE2 - - 2,238,378 $2,094,670 $2,094,670 0.04 $2,069,557
Bayview Opportunity Master Fund VII Trust 2024-CAR1 C 5.82197% 25-DEC-2031, 5.82%, 12/26/31 BVCLN 2024-CAR1 07336QAC6 - - 2,074,392 $2,088,772 $2,088,772 0.04 $2,083,069
Tricolor Auto Securitization Trust 2024-2 A 6.36% 15-DEC-2027, 6.36%, 12/15/27 TAST 2024-2A 89616PAA1 - - 2,044,590 $2,060,521 $2,060,521 0.04 $2,051,129
FNMA 30yr Pool#CA7849 4.500% 01-Oct-2050, 4.50%, 10/01/50 FN 3140QFWK1 - - 2,117,513 $2,036,656 $2,036,656 0.04 $2,021,711
U.S. Auto Funding 2021-1 C 2.2% 15-MAY-2026, 2.20%, 05/15/26 USAUT 2021-1A 90355EAC5 - - 2,397,201 $2,035,816 $2,035,816 0.04 $2,032,008
FNMA 30yr Pool#BP1500 3.000% 01-May-2050, 3.00%, 05/01/50 FN 3140K8U25 - - 2,322,956 $2,033,355 $2,033,355 0.04 $2,019,728
FHLMC 30yr Pool#QH7013 6.500% 01-Dec-2053, 6.50%, 12/01/53 FR 3133CKYJ1 - - 1,898,975 $2,029,983 $2,029,983 0.04 $1,963,457
FNMA 30yr Pool#BY0338 6.500% 01-May-2053, 6.50%, 05/01/53 FN 3140NGLU2 - - 1,923,050 $2,001,505 $2,001,505 0.04 $1,985,247
FHLMC 30yr Pool#SI2017 4.000% 01-Dec-2048, 4.00%, 12/01/48 FR 3133USG21 - - 2,086,422 $1,954,710 $1,954,710 0.04 $1,938,841
Chase Mortgage Reference Notes, Series 2021-CL1 M3 5.87197% 25-FEB-2050, 5.87%, 02/25/50 CHASE 2021-CL1 46591HBZ2 - - 2,001,032 $1,949,637 $1,949,637 0.04 $1,944,088
Ally Bank Auto Credit-Linked Notes, Series 2024-A D 6.315% 15-MAY-2032, 6.31%, 05/17/32 ABCLN 2024-A 02007GZ71 - - 1,925,308 $1,947,857 $1,947,857 0.04 $1,939,076
FHLMC 30yr Pool#QG2540 6.500% 01-May-2053, 6.50%, 05/01/53 FR 3133C2ZD3 - - 1,835,838 $1,910,961 $1,910,961 0.04 $1,895,214
FNMA 30yr Pool#BW0972 4.500% 01-Jul-2052, 4.50%, 07/01/52 FN 3140MSCJ2 - - 1,987,191 $1,895,901 $1,895,901 0.03 $1,882,765
FNMA 30yr Pool#BX8072 5.500% 01-Mar-2053, 5.50%, 03/01/53 FN 3140NC6J3 - - 1,883,617 $1,895,359 $1,895,359 0.03 $1,881,767
FHLMC 30yr Pool#SD1551 4.000% 01-Mar-2050, 4.00%, 03/01/50 FR 3132DNWL3 - - 1,952,055 $1,839,097 $1,839,097 0.03 $1,814,041
NRZ MSR-Collateralized Notes, Series 2021-FHT1 A 3.104% 25-JUL-2026, 3.10%, 07/25/26 NZES 2021-FHT1 62955MAB2 - - 1,893,295 $1,832,047 $1,832,047 0.03 $1,829,435
FNMA 30yr Pool#BY0361 6.500% 01-Jun-2053, 6.50%, 06/01/53 FN 3140NGMK3 - - 1,734,759 $1,802,972 $1,802,972 0.03 $1,787,807
FNMA 30yr Pool#MA3521 4.000% 01-Nov-2048, 4.00%, 11/01/48 FN 31418C4F8 - - 1,885,901 $1,775,374 $1,775,374 0.03 $1,752,564
FHLMC 30yr Pool#QH3309 5.500% 01-Oct-2053, 5.50%, 10/01/53 FR 3133CFVA4 - - 1,768,933 $1,769,520 $1,769,520 0.03 $1,756,464
Chase Mortgage Reference Notes, Series 2021-CL1 M2 5.67197% 25-FEB-2050, 5.67%, 02/25/50 CHASE 2021-CL1 46591HBY5 - - 1,802,616 $1,752,499 $1,752,499 0.03 $1,748,239
FHLMC 30yr Pool#SD0943 3.500% 01-Apr-2052, 3.50%, 04/01/52 FR 3132DNBL6 - - 1,890,086 $1,723,608 $1,723,608 0.03 $1,701,730
Fannie Mae Pool|4|08/01/2050, 4.00%, 08/01/50 FN 3140X8UA3 - - 1,846,565 $1,718,096 $1,718,096 0.03 $1,705,645
FHLMC 30yr Pool#QA2039 3.000% 01-Aug-2049, 3.00%, 08/01/49 FR 31334YHQ3 - - 1,901,387 $1,687,761 $1,687,761 0.03 $1,655,762
Reach ABS Trust 2024-1 A 6.3% 15-FEB-2031, 6.30%, 02/18/31 REACH 2024-1A 75526PAA9 - - 1,670,028 $1,683,281 $1,683,281 0.03 $1,675,682
FNMA 30yr Pool#CB2681 3.500% 01-Jan-2052, 3.50%, 01/01/52 FN 3140QM6T6 - - 1,808,830 $1,657,716 $1,657,716 0.03 $1,628,711
FHLMC 30yr Pool#SD4456 4.000% 01-Aug-2050, 4.00%, 08/01/50 FR 3132E05R9 - - 1,754,339 $1,650,982 $1,650,982 0.03 $1,625,443
FHLMC 30yr Pool#QG4340 6.500% 01-Jun-2053, 6.50%, 06/01/53 FR 3133C4ZD9 - - 1,553,360 $1,615,432 $1,615,432 0.03 $1,602,790
FNMA 30yr Pool#BY0327 6.500% 01-May-2053, 6.50%, 05/01/53 FN 3140NGLH1 - - 1,524,634 $1,579,125 $1,579,125 0.03 $1,566,385
FHLMC 30yr Pool#Q58477 4.000% 01-Sep-2048, 4.00%, 09/01/48 FG 3132Y2M37 - - 1,678,299 $1,573,255 $1,573,255 0.03 $1,561,688
FNMA 30yr Pool#MA3415 4.000% 01-Jul-2048, 4.00%, 07/01/48 FN 31418CYM0 - - 1,602,685 $1,510,876 $1,510,876 0.03 $1,489,372
FNMA 30yr Pool#CA5573 4.000% 01-Apr-2050, 4.00%, 04/01/50 FN 3140QDFP4 - - 1,624,101 $1,510,646 $1,510,646 0.03 $1,500,158
FNMA 30yr Pool#DB3056 5.500% 01-May-2054, 5.50%, 05/01/54 FN 3140ACME0 - - 1,480,684 $1,487,707 $1,487,707 0.03 $1,476,089
FNMA 30yr Pool#CA1931 4.500% 01-Jun-2048, 4.50%, 06/01/48 FN 3140Q9ED1 - - 1,483,170 $1,452,714 $1,452,714 0.03 $1,420,828
FNMA 30yr Pool#BT8051 5.500% 01-Jan-2053, 5.50%, 01/01/53 FN 3140LW5M5 - - 1,399,411 $1,416,247 $1,416,247 0.03 $1,405,085
FNMA 30yr Pool#BX7860 5.500% 01-Mar-2053, 5.50%, 03/01/53 FN 3140NCWW5 - - 1,311,019 $1,399,001 $1,399,001 0.03 $1,309,819
FNMA 30yr Pool#BY1896 5.500% 01-May-2053, 5.50%, 05/01/53 FN 3140NJDA9 - - 1,372,735 $1,381,738 $1,381,738 0.03 $1,371,204
FHLMC 30yr Pool#QG3885 6.500% 01-Jun-2053, 6.50%, 06/01/53 FR 3133C4J62 - - 1,325,914 $1,378,868 $1,378,868 0.03 $1,368,107
Towd Point Mortgage Trust 2024-CES1 A1B 6.049% 25-JAN-2064, 6.05%, 01/25/64 TPMT 2024-CES1 89183CAB1 - - 1,355,922 $1,367,133 $1,367,133 0.03 $1,358,019
Lendbuzz Securitization Trust 2023-2 A2 7.09% 15-OCT-2028, 7.09%, 10/16/28 LBZZ 2023-2A 52608MAB4 - - 1,299,422 $1,321,300 $1,321,300 0.02 $1,314,646
BX Commercial Mortgage Trust 2021-21M A 5.173% 15-OCT-2036, 5.17%, 10/15/36 BX 2021-21M 05609CAA5 - - 1,271,945 $1,272,978 $1,272,978 0.02 $1,268,042
FNMA 30yr Pool#AS6811 3.000% 01-Mar-2046, 3.00%, 03/01/46 FN 3138WGR97 - - 1,417,991 $1,247,616 $1,247,616 0.02 $1,236,863
FNMA 30yr Pool#MA3149 4.000% 01-Oct-2047, 4.00%, 10/01/47 FN 31418CQB3 - - 1,312,321 $1,236,982 $1,236,982 0.02 $1,221,283
FNMA 30yr Pool#FM7725 4.500% 01-Dec-2050, 4.50%, 12/01/50 FN 3140XBSP6 - - 1,276,053 $1,231,577 $1,231,577 0.02 $1,217,027
FNMA 40yr Pool#BF0167 3.000% 01-Feb-2057, 3.00%, 02/01/57 FN 3140FXFH0 - - 1,419,029 $1,212,818 $1,212,818 0.02 $1,192,156
FHLMC 30yr Pool#SD8003 4.000% 01-Jul-2049, 4.00%, 07/01/49 FR 3132DV3L7 - - 1,271,757 $1,206,981 $1,206,981 0.02 $1,178,318
FNMA 30yr Pool#BJ9181 5.000% 01-May-2048, 5.00%, 05/01/48 FN 3140HBFX1 - - 1,178,119 $1,201,860 $1,201,860 0.02 $1,160,967
FHLMC 30yr Pool#QF2561 5.500% 01-Nov-2052, 5.50%, 11/01/52 FR 3133BPZ27 - - 1,186,161 $1,197,155 $1,197,155 0.02 $1,188,447
FNMA 30yr Pool#FM9138 4.000% 01-Mar-2050, 4.00%, 03/01/50 FN 3140XDEL6 - - 1,263,101 $1,188,749 $1,188,749 0.02 $1,173,797
Connecticut Avenue Securities, Series 2021-R02 2B1 7.62197% 25-NOV-2041, 7.62%, 11/25/41 CAS 2021-R02 20754KAF8 - - 1,150,000 $1,183,962 $1,183,962 0.02 $1,180,310
FHLMC 30yr Pool#ZT2087 4.000% 01-Jun-2049, 4.00%, 06/01/49 FR 3132AEJ80 - - 1,236,887 $1,161,392 $1,161,392 0.02 $1,146,010
FHLMC 30yr Pool#QD9182 3.000% 01-Mar-2052, 3.00%, 03/01/52 FR 3133B7FX1 - - 1,334,657 $1,158,775 $1,158,775 0.02 $1,151,545
FNMA 30yr Pool#BX0804 5.500% 01-Nov-2052, 5.50%, 11/01/52 FN 3140N43N5 - - 1,146,192 $1,158,330 $1,158,330 0.02 $1,148,591
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-DNA5 M2 5.97197% 25-JAN-2034, 5.97%, 01/25/34 STACR 2021-DNA5 35564KHE2 - - 1,138,704 $1,146,164 $1,146,164 0.02 $1,143,330
FHLMC 30yr Pool#QG6538 5.500% 01-Jul-2053, 5.50%, 07/01/53 FR 3133C7HP5 - - 1,106,265 $1,115,421 $1,115,421 0.02 $1,107,495
FHLMC 30yr Pool#RA1087 4.500% 01-Jul-2049, 4.50%, 07/01/49 FR 3133KGF45 - - 1,139,579 $1,112,497 $1,112,497 0.02 $1,082,336
FHLMC 30yr Pool#RA1188 4.500% 01-Aug-2049, 4.50%, 08/01/49 FR 3133KGJ90 - - 1,127,399 $1,078,802 $1,078,802 0.02 $1,070,768
FHLMC 30yr Pool#QG6948 5.500% 01-Jul-2053, 5.50%, 07/01/53 FR 3133C7WH6 - - 1,061,658 $1,071,436 $1,071,436 0.02 $1,062,751
FNMA 30yr Pool#CB8995 5.500% 01-Aug-2054, 5.50%, 08/01/54 FN 3140QU7H3 - - 1,049,362 $1,050,151 $1,050,151 0.02 $1,042,150
FNMA 30yr Pool#AS7492 4.000% 01-Jul-2046, 4.00%, 07/01/46 FN 3138WHKE1 - - 1,112,321 $1,047,291 $1,047,291 0.02 $1,039,246
ACHV ABS Trust 2024-1PL C 6.42% 25-APR-2031, 6.42%, 04/25/31 ACHV 2024-1PL 00092BAC8 - - 1,015,578 $1,025,602 $1,025,602 0.02 $1,022,704
Connecticut Avenue Securities, Series 2021-R03 1M1 5.17197% 25-DEC-2041, 5.17%, 12/25/41 CAS 2021-R03 20754AAA1 - - 1,025,211 $1,025,511 $1,025,511 0.02 $1,023,302
FNMA 30yr Pool#FM1598 4.000% 01-Feb-2049, 4.00%, 02/01/49 FN 3140X4X43 - - 1,061,495 $1,002,914 $1,002,914 0.02 $986,446
Connecticut Avenue Securities Trust 2022-R01 1M1 5.32197% 25-DEC-2041, 5.32%, 12/25/41 CAS 2022-R01 20754LAA7 - - 996,723 $997,447 $997,447 0.02 $995,237
FNMA 30yr Pool#BV4203 3.500% 01-Apr-2052, 3.50%, 04/01/52 FN 3140MHU56 - - 1,096,376 $992,928 $992,928 0.02 $986,103
FNMA 30yr Pool#BV8484 3.500% 01-Apr-2052, 3.50%, 04/01/52 FN 3140MNNA0 - - 1,056,182 $956,154 $956,154 0.02 $949,873
GNMA II 30yr Pool#MA5021 4.500% 20-Feb-2048, 4.50%, 02/20/48 G2 36179TSJ5 - - 964,097 $944,031 $944,031 0.02 $926,950
FHLMC 30yr Pool#ZM8197 4.000% 01-Sep-2048, 4.00%, 09/01/48 FR 3131Y3DA1 - - 998,549 $934,800 $934,800 0.02 $927,918
FNMA 30yr Pool#DA3522 5.500% 01-Oct-2053, 5.50%, 10/01/53 FN 3140A34G5 - - 929,231 $931,111 $931,111 0.02 $922,655
FNMA 30yr Pool#CA6382 4.500% 01-Jul-2050, 4.50%, 07/01/50 FN 3140QECU4 - - 933,330 $896,633 $896,633 0.02 $890,269
FNMA 30yr Pool#AB9341 3.000% 01-May-2043, 3.00%, 05/01/43 FN 31417GLX2 - - 948,821 $853,147 $853,147 0.02 $845,374
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA2 M1A 5.62197% 25-FEB-2042, 5.62%, 02/25/42 STACR 2022-DNA2 35564KRE1 - - 790,235 $846,366 $846,366 0.02 $790,881
FNMA 30yr Pool#BN4541 4.000% 01-Feb-2049, 4.00%, 02/01/49 FN 3140JMBK7 - - 888,635 $831,939 $831,939 0.02 $825,807
Gracie Point International Funding, Series 2023-2 A 6.59828% 01-MAR-2027, 6.60%, 03/01/27 GPIF 2023-2A 38410JAA0 - - 808,251 $812,121 $812,121 0.01 $810,787
ACHM Trust 2024-HE1 B 7.26% 25-MAY-2039, 7.26%, 05/25/39 ACHM 2024-HE1 00449TAB1 - - 781,201 $801,822 $801,822 0.01 $799,301
FHLMC 30yr Pool#ZT1926 3.000% 01-Nov-2043, 3.00%, 11/01/43 FR 3132AED78 - - 843,235 $759,287 $759,287 0.01 $752,853
FNMA 30yr Pool#BY0782 5.500% 01-Apr-2053, 5.50%, 04/01/53 FN 3140NG2Q2 - - 746,617 $751,244 $751,244 0.01 $745,834
NRZ Excess Spread-Collateralized Notes, Series 2020-PLS1 A 3.844% 25-DEC-2025, 3.84%, 12/25/25 NZES 2020-PLS1 433674AA6 - - 758,615 $750,559 $750,559 0.01 $749,263
Tricolor Auto Securitization Trust 2024-1 A 6.61% 15-OCT-2027, 6.61%, 10/15/27 TAST 2024-1A 89616LAA0 - - 738,954 $744,998 $744,998 0.01 $741,470
FREMF 2019-KF70 Mortgage Trust C 10.46516% 25-SEP-2029, 10.47%, 09/25/29 FREMF 2019-KF70 30298UAJ0 - - 789,970 $726,340 $726,340 0.01 $722,436
FHLMC 30yr Pool#RA1999 4.500% 01-Jan-2050, 4.50%, 01/01/50 FR 3133KHGG5 - - 758,383 $725,800 $725,800 0.01 $720,288
FNMA 30yr Pool#BY0866 5.500% 01-May-2053, 5.50%, 05/01/53 FN 3140NG6C9 - - 708,580 $713,706 $713,706 0.01 $707,790
GNMA II 30yr Pool#MA5264 4.000% 20-Jun-2048, 4.00%, 06/20/48 G2 36179TZ57 - - 756,084 $713,619 $713,619 0.01 $700,650
FNMA 30yr Pool#BW0343 4.500% 01-May-2052, 4.50%, 05/01/52 FN 3140MRLZ8 - - 667,943 $671,570 $671,570 0.01 $630,566
FHLMC 30yr Pool#QD6555 3.000% 01-Feb-2052, 3.00%, 02/01/52 FR 3133B4H81 - - 754,715 $666,183 $666,183 0.01 $651,255
FNMA 30yr Pool#AL6842 4.000% 01-May-2045, 4.00%, 05/01/45 FN 3138EPS88 - - 633,809 $604,980 $604,980 0.01 $597,661
Sequoia Mortgage Trust 2013-5 A1 2.5% 25-MAY-2043, 2.50%, 05/25/43 SEMT 2013-5 81745AAA5 - - 695,013 $604,384 $604,384 0.01 $602,454
FHLMC 30yr Pool#SD8047 4.500% 01-Feb-2050, 4.50%, 02/01/50 FR 3132DV5G6 - - 625,635 $601,704 $601,704 0.01 $597,329
FHLMC 30yr Pool#QE1073 3.500% 01-Apr-2052, 3.50%, 04/01/52 FR 3133BAFN6 - - 655,542 $593,617 $593,617 0.01 $589,560
FNMA 30yr Pool#BK9507 4.000% 01-Oct-2048, 4.00%, 10/01/48 FN 3140HPR58 - - 629,031 $589,717 $589,717 0.01 $585,378
MHC Commercial Mortgage Trust 2021-MHC A 5.244442% 15-APR-2038, 5.24%, 04/15/38 MHC 2021-MHC 55316VAA2 - - 586,117 $588,423 $588,423 0.01 $586,117
Prosper Marketplace Issuance Trust, Series 2024-1 A 6.12% 15-AUG-2029, 6.12%, 08/15/29 PMIT 2024-1A 74363CAA7 - - 561,788 $565,040 $565,040 0.01 $562,557
FHLMC 15yr Pool#SB0116 2.500% 01-Nov-2034, 2.50%, 11/01/34 FR 3132CWDV3 - - 567,819 $538,181 $538,181 0.01 $530,065
Towd Point Mortgage Trust 2024-CES2 A1B 6.35% 25-FEB-2064, 6.35%, 02/25/64 TPMT 2024-CES2 89182JAB7 - - 528,682 $535,027 $535,027 0.01 $531,297
FHLMC 30yr Pool#QD9191 3.500% 01-Apr-2052, 3.50%, 04/01/52 FR 3133B7F86 - - 550,891 $516,777 $516,777 0.01 $495,482
FNMA 30yr Pool#AZ0869 4.000% 01-Jul-2045, 4.00%, 07/01/45 FN 3138YR6F0 - - 530,203 $501,225 $501,225 0.01 $496,912
FNMA 30yr Pool#BV7632 4.500% 01-Apr-2052, 4.50%, 04/01/52 FN 3140MMPS1 - - 485,897 $461,853 $461,853 0.01 $458,744
Upstart Securitization Trust 2021-1 C 4.06% 20-MAR-2031, 4.06%, 03/20/31 UPST 2021-1 91681NAC8 - - 459,783 $460,539 $460,539 0.01 $459,450
FNMA 30yr Pool#CB4329 3.500% 01-Jul-2052, 3.50%, 07/01/52 FN 3140QPY35 - - 461,733 $418,241 $418,241 0.01 $415,475
FHLMC 30yr Pool#SD1414 4.000% 01-Oct-2050, 4.00%, 10/01/50 FR 3132DNSB0 - - 445,080 $416,310 $416,310 0.01 $412,379
JP Morgan Mortgage Trust 2015-4 AM 3.0% 25-JUN-2045, 3.00%, 06/25/45 JPMMT 2015-4 46644VBP0 - - 492,924 $413,025 $413,025 0.01 $411,382
FNMA 30yr Pool#CA4646 3.000% 01-Feb-2048, 3.00%, 02/01/48 FN 3140QCEU6 - - 442,343 $391,501 $391,501 0.01 $388,391
FNMA 30yr Pool#BV6879 4.500% 01-Apr-2052, 4.50%, 04/01/52 FN 3140MLUD0 - - 409,014 $388,793 $388,793 0.01 $386,157
Santander Bank Auto Credit-Linked Notes, Series 2023-A B 6.493% 15-JUN-2033, 6.49%, 06/15/33 SBCLN 2023-A 80290CBU7 - - 378,425 $381,580 $381,580 0.01 $379,806
FHLMC 30yr Pool#QA8274 3.500% 01-Mar-2050, 3.50%, 03/01/50 FR 3133A3FP8 - - 392,026 $350,737 $350,737 0.01 $348,464
FHLMC 30yr Pool#ZN6461 4.000% 01-May-2049, 4.00%, 05/01/49 FR 3131YDFA7 - - 334,708 $347,383 $347,383 0.01 $309,722
FNMA 30yr Pool#FM3447 4.000% 01-Nov-2049, 4.00%, 11/01/49 FN 3140X6ZM6 - - 369,222 $346,427 $346,427 0.01 $342,781
FHLMC 30yr Pool#SD1966 4.000% 01-Nov-2052, 4.00%, 11/01/52 FR 3132DPFF0 - - 348,433 $324,319 $324,319 0.01 $319,808
FNMA 30yr Pool#AR9225 3.000% 01-Mar-2043, 3.00%, 03/01/43 FN 3138W7HB3 - - 345,732 $309,256 $309,256 0.01 $306,570
Fannie Mae REMIC Trust 2017-9 VL 3.0% 25-JUL-2028, 3.00%, 07/25/28 FNR 2017-9 3136AVYH6 - - 295,855 $298,753 $298,753 0.01 $289,799
FHLMC 30yr Pool#ZT0391 4.000% 01-Nov-2047, 4.00%, 11/01/47 FR 3132ACNG1 - - 314,756 $296,346 $296,346 0.01 $293,947
FNMA 30yr Pool#FS2548 4.000% 01-Mar-2051, 4.00%, 03/01/51 FN 3140XHZN0 - - 312,695 $294,636 $294,636 0.01 $289,720
FNMA 30yr Pool#FS2238 4.000% 01-Mar-2051, 4.00%, 03/01/51 FN 3140XHPY7 - - 307,381 $288,825 $288,825 0.01 $285,649
FHLMC 30yr Pool#QA5150 4.500% 01-Dec-2049, 4.50%, 12/01/49 FR 31346YWK5 - - 296,836 $285,474 $285,474 0.01 $283,417
FNMA 30yr Pool#AS8649 3.000% 01-Jan-2047, 3.00%, 01/01/47 FN 3138WJTF5 - - 318,503 $279,857 $279,857 0.01 $277,819
FREED ABS Trust 2021-3FP D 2.37% 18-NOV-2028, 2.37%, 11/20/28 FREED 2021-3FP 30322MAD1 - - 276,568 $275,924 $275,924 0.01 $275,505
FNMA 30yr Pool#BO9819 4.500% 01-Dec-2049, 4.50%, 12/01/49 FN 3140K54D6 - - 279,772 $269,115 $269,115 0.00 $267,125
FNMA 30yr Pool#BN3899 4.000% 01-Dec-2048, 4.00%, 12/01/48 FN 3140JLKM5 - - 281,410 $267,358 $267,358 0.00 $261,514
FHLMC 15yr Pool#SB0040 2.500% 01-Dec-2033, 2.50%, 12/01/33 FR 3132CWBH6 - - 261,384 $255,793 $255,793 0.00 $249,218
FHLMC 30yr Pool#QA1615 3.500% 01-Aug-2049, 3.50%, 08/01/49 FR 31334XYL7 - - 274,391 $247,337 $247,337 0.00 $245,563
FNMA 30yr Pool#MA3908 4.500% 01-Jan-2050, 4.50%, 01/01/50 FN 31418DKW1 - - 250,991 $244,989 $244,989 0.00 $239,635
Santander Bank Auto Credit-Linked Notes, Series 2022-C C 6.986% 15-DEC-2032, 6.99%, 12/15/32 SBCLN 2022-C 80290CBG8 - - 242,830 $244,380 $244,380 0.00 $243,155
FHLMC 30yr Pool#ZN4240 4.500% 01-Dec-2048, 4.50%, 12/01/48 FR 3131YAV98 - - 252,635 $244,338 $244,338 0.00 $242,490
FNMA 30yr Pool#MA1327 3.000% 01-Jan-2043, 3.00%, 01/01/43 FN 31418APM4 - - 256,846 $235,878 $235,878 0.00 $229,316
Fannie Mae REMIC Trust 2012-126 SY 0.0% 25-NOV-2042, 0.00%, 11/25/42 FNR 2012-126 3136A9ZR2 - - 473,554 $231,006 $231,006 0.00 $231,006
FNMA 30yr Pool#BE3616 4.000% 01-May-2047, 4.00%, 05/01/47 FN 3140FPAS8 - - 236,394 $227,705 $227,705 0.00 $220,905
FNMA 30yr Pool#MA3687 4.000% 01-Jun-2049, 4.00%, 06/01/49 FN 31418DCZ3 - - 241,389 $227,196 $227,196 0.00 $223,654
FNMA 30yr Pool#CB3837 3.500% 01-Jun-2052, 3.50%, 06/01/52 FN 3140QPHP5 - - - $223,385 $223,385 0.00 $0
FNMA 30yr Pool#BW0081 4.500% 01-Apr-2052, 4.50%, 04/01/52 FN 3140MRCT2 - - 231,174 $219,708 $219,708 0.00 $218,238
GNMA II 30yr Pool#MA5192 4.000% 20-May-2048, 4.00%, 05/20/48 G2 36179TXV2 - - 225,980 $213,165 $213,165 0.00 $209,412
FHLMC 30yr Pool#RA1088 4.500% 01-Jul-2049, 4.50%, 07/01/49 FR 3133KGF52 - - 205,543 $197,633 $197,633 0.00 $196,223
FNMA 30yr Pool#AB6280 3.000% 01-Sep-2042, 3.00%, 09/01/42 FN 31417C6S9 - - 208,925 $188,307 $188,307 0.00 $186,532
FHLMC 30yr Pool#SD8040 4.500% 01-Jan-2050, 4.50%, 01/01/50 FR 3132DV4Z5 - - 191,289 $186,283 $186,283 0.00 $182,635
FNMA 30yr Pool#BV7132 4.500% 01-Apr-2052, 4.50%, 04/01/52 FN 3140ML4S6 - - 187,292 $178,010 $178,010 0.00 $176,812
FNMA 30yr Pool#CA4185 4.500% 01-Sep-2049, 4.50%, 09/01/49 FN 3140QBUK2 - - 181,879 $177,479 $177,479 0.00 $173,632
FNMA 30yr Pool#CA4035 4.500% 01-Aug-2049, 4.50%, 08/01/49 FN 3140QBPV4 - - 179,195 $176,136 $176,136 0.00 $171,070
FNMA 30yr Pool#BO2983 3.000% 01-Sep-2049, 3.00%, 09/01/49 FN 3140JXJ58 - - 197,440 $173,512 $173,512 0.00 $172,213
FNMA 30yr Pool#BW0072 4.500% 01-Apr-2052, 4.50%, 04/01/52 FN 3140MRCJ4 - - 171,641 $163,152 $163,152 0.00 $162,049
FHLMC 30yr Pool#ZT1320 4.000% 01-Nov-2048, 4.00%, 11/01/48 FR 3132ADPD4 - - 168,889 $159,165 $159,165 0.00 $156,948
FNMA 30yr Pool#AB7563 3.000% 01-Jan-2043, 3.00%, 01/01/43 FN 31417EMM0 - - 174,171 $158,328 $158,328 0.00 $156,099
FHLMC 30yr Pool#ZA7158 4.500% 01-Jun-2049, 4.50%, 06/01/49 FR 31329Q5T4 - - 159,677 $152,902 $152,902 0.00 $151,656
FNMA 30yr Pool#FS2546 4.000% 01-Mar-2051, 4.00%, 03/01/51 FN 3140XHZL4 - - 157,733 $148,116 $148,116 0.00 $146,581
GNMA II 30yr Pool#BK5879 4.500% 20-Nov-2048, 4.50%, 11/20/48 G2 3617J6Q80 - - 135,723 $137,895 $137,895 0.00 $129,961
FNMA 30yr Pool#BV8544 3.500% 01-May-2052, 3.50%, 05/01/52 FN 3140MNP67 - - - $137,156 $137,156 0.00 $0
FNMA 30yr Pool#MA1229 3.000% 01-Oct-2042, 3.00%, 10/01/42 FN 31418ALK2 - - 148,704 $134,174 $134,174 0.00 $132,922
GNMA II 30yr Pool#MA5753 4.000% 20-Feb-2049, 4.00%, 02/20/49 G2 36179UMA7 - - 146,999 $133,843 $133,843 0.00 $132,899
FNMA 30yr Pool#BV7131 4.500% 01-Apr-2052, 4.50%, 04/01/52 FN 3140ML4R8 - - 130,017 $123,577 $123,577 0.00 $122,743
GNMA II 30yr Pool#BF6874 4.500% 20-Jul-2048, 4.50%, 07/20/48 G2 3617GDT77 - - 128,279 $123,538 $123,538 0.00 $122,584
FNMA 20yr Pool#AB9283 3.000% 01-Apr-2038, 3.00%, 04/01/38 FN 31417GJ56 - - 137,007 $123,124 $123,124 0.00 $121,651
GNMA II 30yr Pool#MA5866 4.000% 20-Apr-2049, 4.00%, 04/20/49 G2 36179UQT2 - - 134,021 $122,586 $122,586 0.00 $121,649
FNMA 30yr Pool#BM3282 3.500% 01-Dec-2047, 3.50%, 12/01/47 FN 3140J7UG8 - - 122,489 $113,162 $113,162 0.00 $111,469
FNMA 30yr Pool#FS1666 3.500% 01-May-2052, 3.50%, 05/01/52 FN 3140XGZ85 - - - $110,921 $110,921 0.00 $0
FNMA 30yr Pool#CA3683 4.500% 01-Jun-2049, 4.50%, 06/01/49 FN 3140QBCV8 - - 112,410 $108,094 $108,094 0.00 $107,313
FHLMC 30yr Pool#ZT1633 4.000% 01-Mar-2047, 4.00%, 03/01/47 FR 3132ADY69 - - 112,069 $107,248 $107,248 0.00 $104,988
FHLMC 30yr Pool#QE0318 4.500% 01-Mar-2052, 4.50%, 03/01/52 FR 3133B9K78 - - 109,047 $103,664 $103,664 0.00 $102,954
FNMA 30yr Pool#CA0108 3.500% 01-Aug-2047, 3.50%, 08/01/47 FN 3140Q7DN4 - - 110,579 $102,664 $102,664 0.00 $100,630
Fannie Mae REMIC Trust 2013-130 FN 4.78645% 25-OCT-2042, 4.79%, 10/25/42 FNR 2013-130 3136AHG53 - - 99,328 $98,048 $98,048 0.00 $97,836
FHLMC 30yr Pool#ZM7577 4.500% 01-Aug-2048, 4.50%, 08/01/48 FR 3131Y2M21 - - 100,936 $97,404 $97,404 0.00 $96,694
FNMA 30yr Pool#BJ8459 3.000% 01-Aug-2049, 3.00%, 08/01/49 FN 3140HAMH0 - - 101,735 $87,137 $87,137 0.00 $86,524
FNMA 30yr Pool#BO4113 3.000% 01-Aug-2049, 3.00%, 08/01/49 FN 3140JYSB3 - - 92,404 $79,190 $79,190 0.00 $78,588
FHLMC 30yr Pool#ZM7926 5.000% 01-Sep-2048, 5.00%, 09/01/48 FR 3131Y2YX0 - - 78,500 $77,600 $77,600 0.00 $77,004
Sequoia Mortgage Trust 2019-CH3 A19 4.0% 25-OCT-2049, 4.00%, 09/25/49 SEMT 2019-CH3 81748GBN0 - - 84,536 $76,248 $76,248 0.00 $75,872
FNMA 30yr Pool#MA1447 3.000% 01-May-2043, 3.00%, 05/01/43 FN 31418ATD0 - - 80,512 $72,272 $72,272 0.00 $71,392
FHLMC 30yr Pool#QA2159 3.000% 01-Aug-2049, 3.00%, 08/01/49 FR 31334YMG9 - - 83,751 $71,771 $71,771 0.00 $71,229
FNMA 30yr Pool#AS8547 3.000% 01-Nov-2046, 3.00%, 11/01/46 FN 3138WJP93 - - 72,540 $63,511 $63,511 0.00 $63,067
FNMA 30yr Pool#BD2453 3.000% 01-Jan-2047, 3.00%, 01/01/47 FN 3140F9WP6 - - 70,564 $63,158 $63,158 0.00 $61,959
FHLMC 15yr Pool#ZK8962 3.000% 01-Sep-2032, 3.00%, 09/01/32 FR 3131XC5X1 - - 60,299 $60,247 $60,247 0.00 $57,913
FNMA 30yr Pool#FS1869 3.500% 01-Apr-2052, 3.50%, 04/01/52 FN 3140XHCF2 - - - $59,634 $59,634 0.00 $0
Fannie Mae REMIC Trust 2006-20 GF 4.81817% 25-APR-2036, 4.79%, 04/25/36 FNR 2006-20 31395BU43 - - 58,920 $58,311 $58,311 0.00 $58,186
FHLMC 15yr Pool#ZS7403 3.000% 01-May-2031, 3.00%, 05/01/31 FR 3132A8GL7 - - 55,963 $55,961 $55,961 0.00 $54,232
Fannie Mae REMIC Trust 2010-109 BS 5.89061% 25-OCT-2040, 6.30%, 10/25/40 FNR 2010-109 31398NTM6 - - 41,248 $52,920 $52,920 0.00 $52,650
Freddie Mac Multiclass Certificates, Series 3380 FM 5.04919% 15-OCT-2037, 5.04%, 10/15/37 FHR 3380 31397KTJ0 - - 46,165 $46,110 $46,110 0.00 $45,942
Freddie Mac Multiclass Certificates, Series 3721 FB 4.95919% 15-SEP-2040, 4.95%, 09/15/40 FHR 3721 3137GAD20 - - 45,667 $45,467 $45,467 0.00 $45,304
FNMA 15yr Pool#BO5957 3.000% 01-Dec-2034, 3.00%, 12/01/34 FN 3140K1TP1 - - 46,093 $44,337 $44,337 0.00 $43,775
FNMA 15yr Pool#BO7717 3.000% 01-Nov-2034, 3.00%, 11/01/34 FN 3140K3SF0 - - 39,111 $42,216 $42,216 0.00 $37,249
Ginnie Mae REMIC Trust 2008-013 FB 4.93307% 20-FEB-2038, 4.94%, 02/20/38 GNR 2008-13 38375PNL1 - - 42,156 $41,992 $41,992 0.00 $41,871
FNMA 30yr Pool#BO1857 4.500% 01-Aug-2049, 4.50%, 08/01/49 FN 3140JWB33 - - 43,266 $41,601 $41,601 0.00 $41,308
FHLMC 30yr Pool#QG4264 5.000% 01-Jun-2053, 5.00%, 06/01/53 FR 3133C4WZ3 - - - $41,027 $41,027 0.00 $0
FNMA 30yr Pool#CB4076 3.500% 01-Jul-2052, 3.50%, 07/01/52 FN 3140QPQ67 - - - $40,330 $40,330 0.00 $0
FHLMC 30yr Pool#QE0354 3.500% 01-Apr-2052, 3.50%, 04/01/52 FR 3133B9MB7 - - - $35,469 $35,469 0.00 $0
FNMA 30yr Pool#BC0870 3.500% 01-Jan-2046, 3.50%, 01/01/46 FN 3140EU6G9 - - 38,507 $35,271 $35,271 0.00 $34,966
FHLMC 15yr Pool#ZK9163 3.000% 01-Jan-2033, 3.00%, 01/01/33 FR 3131XDFC4 - - 34,661 $34,229 $34,229 0.00 $33,267
Ginnie Mae REMIC Trust 2007-040 FG 4.75307% 20-JUL-2037, 4.76%, 07/20/37 GNR 2007-40 38375KZS4 - - 32,426 $32,103 $32,103 0.00 $32,013
FNMA 30yr Pool#BY0350 5.000% 01-Jun-2053, 5.00%, 06/01/53 FN 3140NGL81 - - - $30,024 $30,024 0.00 $0
Ginnie Mae REMIC Trust 2004-069 CF 4.83307% 20-JUL-2034, 4.84%, 07/20/34 GNR 2004-69 38374JAT3 - - 28,618 $28,550 $28,550 0.00 $28,469
FNMA 30yr Pool#BV5394 3.500% 01-Apr-2052, 3.50%, 04/01/52 FN 3140MJ7G4 - - - $28,484 $28,484 0.00 $0
Ginnie Mae REMIC Trust 2010-133 FD 4.87315% 16-OCT-2040, 4.87%, 10/16/40 GNR 2010-133 38377MHV1 - - 26,405 $26,470 $26,470 0.00 $26,381
Ginnie Mae REMIC Trust 2007-059 FA 4.93307% 20-OCT-2037, 4.94%, 10/20/37 GNR 2007-59 38375LPU8 - - 25,678 $25,582 $25,582 0.00 $25,508
Fannie Mae REMIC Trust 2013-2 QF 4.96817% 25-FEB-2043, 4.94%, 02/25/43 FNR 2013-2 3136AB4P5 - - 25,725 $25,551 $25,551 0.00 $25,495
FHLMC 30yr Pool#QG2535 5.000% 01-May-2053, 5.00%, 05/01/53 FR 3133C2Y85 - - - $23,188 $23,188 0.00 $0
FHLMC 30yr Pool#ZN2165 4.500% 01-Dec-2048, 4.50%, 12/01/48 FR 3131Y8MN2 - - 23,730 $22,965 $22,965 0.00 $22,788
Ginnie Mae REMIC Trust 2004-059 FP 4.74315% 16-AUG-2034, 4.74%, 08/16/34 GNR 2004-59 38374HYS3 - - 20,748 $20,642 $20,642 0.00 $20,574
Ginnie Mae REMIC Trust 2007-037 FW 4.74307% 20-JUN-2037, 4.75%, 06/20/37 GNR 2007-37 38375KNR9 - - 20,869 $20,641 $20,641 0.00 $20,583
Ginnie Mae REMIC Trust 2008-016 FC 4.93307% 20-FEB-2038, 4.94%, 02/20/38 GNR 2008-16 383742FU2 - - 20,649 $20,575 $20,575 0.00 $20,516
Ginnie Mae REMIC Trust 2005-065 FA 4.58307% 20-AUG-2035, 4.59%, 08/20/35 GNR 2005-65 38374LL25 - - 20,643 $20,340 $20,340 0.00 $20,285
Freddie Mac Multiclass Certificates, Series 2426 FL 5.10919% 15-MAR-2032, 5.10%, 03/15/32 FHR 2426 31339W7G5 - - 19,709 $19,790 $19,790 0.00 $19,718
Fannie Mae REMIC Trust 2002-53 FK 4.86817% 25-APR-2032, 4.84%, 04/25/32 FNR 2002-53 31392EHN3 - - 18,882 $18,801 $18,801 0.00 $18,760
FNMA 30yr Pool#CB4320 3.500% 01-Aug-2052, 3.50%, 08/01/52 FN 3140QPYS0 - - - $17,974 $17,974 0.00 $0
Ginnie Mae REMIC Trust 2005-048 AF 4.63307% 20-JUN-2035, 4.64%, 06/20/35 GNR 2005-48 38374LHM6 - - 17,237 $17,019 $17,019 0.00 $16,972
FHLMC 30yr Pool#QG1908 5.000% 01-May-2053, 5.00%, 05/01/53 FR 3133C2DM7 - - - $16,620 $16,620 0.00 $0
Fannie Mae REMIC Trust 2005-83 KT 4.76817% 25-OCT-2035, 4.74%, 10/25/35 FNR 2005-83 31394FUL7 - - 16,012 $15,843 $15,843 0.00 $15,809
FHLMC 30yr Pool#ZT0252 3.000% 01-Dec-2047, 3.00%, 12/01/47 FR 3132ACH52 - - 17,819 $15,814 $15,814 0.00 $15,646
FNMA 30yr Pool#BX4784 5.000% 01-Mar-2053, 5.00%, 03/01/53 FN 3140N9J64 - - - $15,188 $15,188 0.00 $0
Fannie Mae REMIC Trust 2007-89 GF 4.98817% 25-SEP-2037, 4.96%, 09/25/37 FNR 2007-89 31396XPM0 - - 15,024 $15,029 $15,029 0.00 $14,995
FNMA 30yr Pool#BY0330 5.000% 01-May-2053, 5.00%, 05/01/53 FN 3140NGLL2 - - - $14,788 $14,788 0.00 $0
Freddie Mac Multiclass Certificates, Series 2551 FD 4.85919% 15-JAN-2033, 4.85%, 01/15/33 FHR 2551 31393JAZ1 - - 13,653 $13,623 $13,623 0.00 $13,575
Ginnie Mae REMIC Trust 2012-075 FP 4.73307% 20-JUL-2041, 4.74%, 07/20/41 GNR 2012-75 38378EZ55 - - 12,932 $12,922 $12,922 0.00 $12,886
FHLMC 30yr Pool#QG2098 5.000% 01-May-2053, 5.00%, 05/01/53 FR 3133C2KK3 - - - $12,776 $12,776 0.00 $0
FHLMC 30yr Pool#ZM2269 3.000% 01-Dec-2046, 3.00%, 12/01/46 FR 3131XVQW8 - - 13,141 $11,784 $11,784 0.00 $11,528
FHLMC 30yr Pool#QG2019 5.000% 01-May-2053, 5.00%, 05/01/53 FR 3133C2G44 - - - $11,063 $11,063 0.00 $0
Freddie Mac Multiclass Certificates, Series 2410, excluding Group 6 FX 4.80919% 15-FEB-2032, 4.80%, 02/15/32 FHR 2410 31339NJN7 - - 10,914 $10,890 $10,890 0.00 $10,852
FHLMC 30yr Pool#QE1072 3.500% 01-Apr-2052, 3.50%, 04/01/52 FR 3133BAFM8 - - - $10,675 $10,675 0.00 $0
Ginnie Mae REMIC Trust 2007-061 FA 4.93307% 20-OCT-2037, 4.94%, 10/20/37 GNR 2007-61 38375LLN8 - - 10,708 $10,668 $10,668 0.00 $10,637
Fannie Mae REMIC Trust 2010-123 FL 4.89817% 25-NOV-2040, 4.87%, 11/25/40 FNR 2010-123 31398N2W3 - - 10,281 $10,245 $10,245 0.00 $10,225
Fannie Mae REMIC Trust 2003-87 FG 4.96817% 25-SEP-2033, 4.94%, 09/25/33 FNR 2003-87 31393E4W6 - - 10,254 $10,244 $10,244 0.00 $10,221
FNMA 15yr Pool#AS8207 2.500% 01-Oct-2031, 2.50%, 10/01/31 FN 3138WJDM7 - - 10,437 $10,221 $10,221 0.00 $9,956
Freddie Mac Multiclass Certificates, Series 3738 FD 4.75919% 15-AUG-2040, 4.75%, 08/15/40 FHR 3738 3137GAYQ4 - - 9,921 $9,946 $9,946 0.00 $9,912
Freddie Mac Multiclass Certificates, Series 3028 FM 4.69676% 15-SEP-2035, 4.70%, 09/15/35 FHR 3028 31396AFB5 - - 9,753 $9,722 $9,722 0.00 $9,689
FHLMC 30yr Pool#QG3884 5.000% 01-Jun-2053, 5.00%, 06/01/53 FR 3133C4J54 - - - $9,650 $9,650 0.00 $0
FHLMC 30yr Pool#QG2100 5.000% 01-May-2053, 5.00%, 05/01/53 FR 3133C2KM9 - - - $9,400 $9,400 0.00 $0
FHLMC 30yr Pool#QG4266 5.000% 01-Jun-2053, 5.00%, 06/01/53 FR 3133C4W34 - - - $9,230 $9,230 0.00 $0
GNMA II 30yr Pool#BK6072 5.000% 20-Jan-2049, 5.00%, 01/20/49 G2 3617J6W91 - - 9,206 $9,123 $9,123 0.00 $9,034
FNMA 15yr Pool#BM1036 2.500% 01-Feb-2032, 2.50%, 02/01/32 FN 3140J5EJ4 - - 9,120 $8,939 $8,939 0.00 $8,701
FNMA 15yr Pool#AS7643 2.500% 01-Aug-2031, 2.50%, 08/01/31 FN 3138WHP55 - - 9,078 $8,849 $8,849 0.00 $8,662
FHLMC 30yr Pool#QG3616 5.000% 01-Jun-2053, 5.00%, 06/01/53 FR 3133C4AR5 - - - $8,382 $8,382 0.00 $0
Fannie Mae REMIC Trust 2002-16 VF 5.01817% 25-APR-2032, 4.99%, 04/25/32 FNR 2002-16 31392CWW0 - - 8,279 $8,283 $8,283 0.00 $8,267
FNMA 30yr Pool#BX4859 5.000% 01-May-2053, 5.00%, 05/01/53 FN 3140N9MH6 - - - $8,173 $8,173 0.00 $0
Fannie Mae REMIC Trust 2012-100 FG 4.86817% 25-SEP-2042, 4.84%, 09/25/42 FNR 2012-100 3136A8QW3 - - 8,255 $8,137 $8,137 0.00 $8,121
FHLMC 15yr Pool#ZK8405 2.500% 01-Dec-2031, 2.50%, 01/22/31 FR 3131XCKS5 - - 7,797 $7,633 $7,633 0.00 $7,427
Ginnie Mae REMIC Trust 2007-018 FD 4.73307% 20-APR-2037, 4.74%, 04/20/37 GNR 2007-18 38375JC86 - - 7,579 $7,488 $7,488 0.00 $7,467
Ginnie Mae REMIC Trust 2010-006 FG 5.04315% 16-JAN-2040, 5.04%, 01/16/40 GNR 2010-6 38376TSC7 - - 7,309 $7,311 $7,311 0.00 $7,285
Fannie Mae REMIC Trust 2010-95 FB 4.86817% 25-SEP-2040, 4.84%, 09/25/40 FNR 2010-95 31398NEX8 - - 7,043 $7,032 $7,032 0.00 $7,019
FHLMC 30yr Pool#QG0818 5.000% 01-Apr-2053, 5.00%, 04/01/53 FR 3133C04B5 - - - $6,952 $6,952 0.00 $0
FNMA 30yr Pool#MA3694 4.500% 01-Jul-2049, 4.50%, 07/01/49 FN 31418DC83 - - 4,734 $4,738 $4,738 0.00 $4,520
FNMA 30yr Pool#BV8485 3.500% 01-Apr-2052, 3.50%, 04/01/52 FN 3140MNNB8 - - - $4,622 $4,622 0.00 $0
Ginnie Mae REMIC Trust 1999-27 FE 4.84315% 16-AUG-2029, 4.84%, 08/16/29 GNR 1999-27 3837H2WA3 - - 3,964 $3,976 $3,976 0.00 $3,960
Freddie Mac Multiclass Certificates, Series 2469 FE 4.95919% 15-JUL-2032, 4.95%, 07/15/32 FHR 2469 31392RC58 - - 2,550 $2,556 $2,556 0.00 $2,546
FHLMC 30yr Pool#ZN0650 3.000% 01-Mar-2043, 3.00%, 03/01/43 FR 3131Y6WK1 - - 2,291 $2,047 $2,047 0.00 $2,032
Ginnie Mae REMIC Trust 2010-125 VF 4.78307% 20-JUN-2040, 4.79%, 06/20/40 GNR 2010-125 38377JYJ6 - - 409.00 $407 $407 0.00 $406
US 5YR NOTE (CBT) Sep25 SEP 25 FVU5 FUTURES_USD - 3,170 $341,418,906 $0 0.00 $0
US ULTRA BOND CBT Sep25 SEP 25 WNU5 FUTURES_USD - -352.00 $-40,777,000 $0 0.00 $0
US 10yr Ultra Fut Sep25 SEP 25 UXYU5 FUTURES_USD - -1,203 $-134,792,391 $0 0.00 $0
US 10YR NOTE (CBT)Sep25 SEP 25 TYU5 FUTURES_USD - -236.00 $-26,007,938 $0 0.00 $0
GNMA II TBA 30yr 6.5% June Delivery, 6.50%, 06/23/25 G2SF 21H062669 - - -9,700,000 $-9,912,042 $-9,912,042 -0.18 $-9,912,042
UMBS TBA 30yr 2.5% July Delivery, 2.50%, 07/14/25 FNCL 01F022675 - - -45,700,000 $-37,156,476 $-37,156,476 -0.68 $-37,156,476
UMBS TBA 30yr 3.5% July Delivery, 3.50%, 07/14/25 FNCL 01F032674 - - -154,153,000 $-136,281,118 $-136,281,118 -2.50 $-136,281,118
UMBS TBA 30yr 5% July Delivery, 5.00%, 07/14/25 FNCL 01F050676 - - -291,696,000 $-281,609,736 $-281,609,736 -5.16 $-281,609,736
UMBS TBA 30yr 4% July Delivery, 4.00%, 07/14/25 FNCL 01F040677 - - -575,916,155 $-526,303,282 $-526,303,282 -9.65 $-526,303,282
UMBS TBA 30yr 4.5% July Delivery, 4.50%, 07/14/25 FNCL 01F042673 - - -601,043,842 $-565,303,972 $-565,303,972 -10.37 $-565,303,972
UMBS TBA 30yr 5.5% July Delivery, 5.50%, 07/14/25 FNCL 01F052672 - - -954,074,239 $-942,117,781 $-942,117,781 -17.28 $-942,117,781
SEGREGATED CASH SEGCASH - $0.00 26,074,340 $26,074,340 $26,074,340 0.48 $26,074,340
ALMSUM ALMSUM - $0.00 - $0 $0 0.00 $0
US DOLLARS USD MD_142224 - - -1,499,301,042 $-1,499,301,042 $-1,499,301,042 -27.50 $-1,499,301,042
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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