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For Financial Professionals in the US

Mortgage-Backed Securities ETF Holdings

Full Portfolio Holdings

(As of 05/16/2025)

Ticker Cusip Underlying Security Strike Price Quantity (Shares/ Par/ Units/ Contracts) Notional Value Market Value Weight % Current Market Value
UMBS TBA 30yr 2.5% June Delivery, 2.50%, 06/12/25 FNCL 01F022667 - - 1,619,120,894 $1,320,257,083 $1,320,257,083 24.36 $1,320,257,083
UMBS TBA 30yr 3% June Delivery, 3.00%, 06/12/25 FNCL 01F030660 - - 827,620,354 $704,669,902 $704,669,902 13.01 $704,669,902
GNMA II TBA 30yr 5% June Delivery, 5.00%, 06/23/25 G2SF 21H050664 - - 365,146,194 $353,835,791 $353,835,791 6.54 $353,835,791
UMBS TBA 30yr 2% June Delivery, 2.00%, 06/12/25 FNCL 01F020661 - - 376,104,255 $292,403,757 $292,403,757 5.39 $292,403,757
UMBS TBA 30yr 5% June Delivery, 5.00%, 06/12/25 FNCL 01F050668 - - 271,503,000 $262,427,741 $262,427,741 4.84 $262,427,741
UMBS TBA 30yr 6% June Delivery, 6.00%, 06/12/25 FNCL 01F060667 - - 253,129,000 $255,073,031 $255,073,031 4.71 $255,073,031
GNMA II TBA 30yr 5.5% June Delivery, 5.50%, 06/23/25 G2SF 21H052660 - - 237,444,000 $235,147,679 $235,147,679 4.34 $235,147,679
GNMA II TBA 30yr 4.5% June Delivery, 4.50%, 06/23/25 G2SF 21H042661 - - 242,461,488 $228,704,466 $228,704,466 4.22 $228,704,466
FNMA 30yr Pool#CB9430 5.500% 01-Nov-2054, 5.50%, 11/01/54 FN 3140QVPQ1 - - 191,279,097 $192,595,011 $192,595,011 3.55 $189,645,535
UMBS TBA 30yr 5.5% June Delivery, 5.50%, 06/12/25 FNCL 01F052664 - - 169,300,000 $167,291,425 $167,291,425 3.09 $167,291,425
Fannie Mae REMIC Trust 2025-12 FC 5.45369% 25-MAR-2055, 5.45%, 03/25/55 FNR 2025-12 3136BVFC7 - - 162,769,758 $162,775,758 $162,775,758 3.00 $162,183,961
GNMA II TBA 30yr 3% June Delivery, 3.00%, 06/23/25 G2SF 21H030666 - - 175,024,962 $152,892,881 $152,892,881 2.82 $152,892,881
FHLMC 30yr Pool#RJ2853 5.000% 01-Dec-2054, 5.00%, 12/01/54 FR 3142GTE36 - - 138,831,471 $136,994,997 $136,994,997 2.53 $135,423,476
UMBS TBA 30yr 6.5% June Delivery, 6.50%, 06/12/25 FNCL 01F062663 - - 132,991,000 $136,363,652 $136,363,652 2.52 $136,363,652
GNMA II TBA 30yr 3.5% June Delivery, 3.50%, 06/23/25 G2SF 21H032662 - - 138,246,377 $123,220,517 $123,220,517 2.27 $123,220,517
FNMA 30yr Pool#FS1133 4.000% 01-Oct-2051, 4.00%, 10/01/51 FN 3140XGHK8 - - 121,345,692 $114,329,763 $114,329,763 2.11 $112,608,209
FHLMC 30yr Pool#SL0335 5.500% 01-Feb-2055, 5.50%, 02/01/55 FR 31427MLR0 - - 111,108,754 $112,878,834 $112,878,834 2.08 $110,387,685
FNMA 30yr Pool#FM7460 4.000% 01-Mar-2051, 4.00%, 03/01/51 FN 3140XBJE1 - - 113,140,032 $106,557,782 $106,557,782 1.97 $104,993,397
GNMA II TBA 30yr 4% June Delivery, 4.00%, 06/23/25 G2SF 21H040665 - - 107,413,688 $98,411,776 $98,411,776 1.82 $98,411,776
United States of America|5.35068|04/25/2055, 5.35%, 04/25/55 STRU JP-7441 BCCJ1VWS3 - - 94,296,522 $94,337,131 $94,337,131 1.74 $94,267,054
FNMA 30yr Pool#FS8993 6.000% 01-Jul-2054, 6.00%, 07/01/54 FN 3140XQ7F8 - - 80,972,415 $85,108,687 $85,108,687 1.57 $82,170,394
FNMA 30yr Pool#FS9022 5.500% 01-Aug-2054, 5.50%, 08/01/54 FN 3140XRAY1 - - 83,446,889 $83,703,225 $83,703,225 1.54 $82,931,116
FNMA 30yr Pool#FA0574 5.500% 01-Jan-2055, 5.50%, 01/01/55 FN 3140W0T88 - - 74,447,356 $74,775,803 $74,775,803 1.38 $74,571,073
FNMA 30yr Pool#FA0198 5.500% 01-Oct-2054, 5.50%, 10/01/54 FN 3140W0GG4 - - 67,790,916 $68,970,402 $68,970,402 1.27 $67,766,151
FNMA 30yr Pool#FA0573 5.000% 01-Jan-2055, 5.00%, 01/01/55 FN 3140W0T70 - - 65,028,060 $64,423,480 $64,423,480 1.19 $63,615,742
FHLMC 30yr Pool#QX7566 5.500% 01-Mar-2055, 5.50%, 03/01/55 FR 31426DMQ2 - - 56,904,161 $56,921,782 $56,921,782 1.05 $56,418,188
Fannie Mae REMIC Trust 2025-9 FA 5.55369% 25-MAR-2055, 5.55%, 03/25/55 FNR 2025-9 3136BVDC9 - - 52,816,575 $53,051,866 $53,051,866 0.98 $52,856,315
FNMA 30yr Pool#CB9613 5.500% 01-Dec-2054, 5.50%, 12/01/54 FN 3140QVVF8 - - 49,283,912 $49,560,032 $49,560,032 0.91 $48,863,018
FHLMC 30yr Pool#SL1146 5.000% 01-Mar-2055, 5.00%, 03/01/55 FR 31427NHY8 - - 49,925,743 $48,818,704 $48,818,704 0.90 $48,414,413
FHLMC 30yr Pool#SD7343 5.500% 01-Jan-2055, 5.50%, 01/01/55 FR 3132DVEQ4 - - 47,431,111 $48,033,165 $48,033,165 0.89 $47,442,735
FHLMC 30yr Pool#SL0046 6.000% 01-Jan-2055, 6.00%, 01/01/55 FR 31427MBQ3 - - 44,749,582 $46,813,509 $46,813,509 0.86 $45,412,308
FNMA 30yr Pool#FS9779 5.500% 01-Nov-2054, 5.50%, 11/01/54 FN 3140XR2M6 - - 45,891,050 $46,025,475 $46,025,475 0.85 $45,899,275
New Residential Mortgage LLC 6.545% 25-MAR-2032, 6.54%, 03/25/32 NZES 2025-FHT 64832EAA7 - - 42,912,515 $43,063,814 $43,063,814 0.79 $42,876,572
FHLMC 30yr Pool#ZT2413 4.000% 01-Feb-2041, 4.00%, 02/01/41 FR 3132AEVE3 - - 44,007,385 $42,714,439 $42,714,439 0.79 $42,077,473
Fannie Mae Pool|6|05/01/2055, 6.00%, 05/01/55 FN 3140W1WT6 - - 41,818,184 $42,402,939 $42,402,939 0.78 $42,277,485
FNMA 40yr Pool#BF0646 2.500% 01-Jun-2062, 2.50%, 06/01/62 FN 3140FXWG3 - - 51,440,105 $42,184,902 $42,184,902 0.78 $41,463,571
FNMA 30yr Pool#FS8881 4.500% 01-Sep-2053, 4.50%, 09/01/53 FN 3140XQ2P1 - - 42,845,943 $41,623,776 $41,623,776 0.77 $40,979,138
FHLMC 30yr Pool#SD7344 5.500% 01-Jan-2055, 5.50%, 01/01/55 FR 3132DVER2 - - 39,372,940 $39,939,846 $39,939,846 0.74 $39,343,838
FHLMC 30yr Pool#SL0938 4.000% 01-Jul-2050, 4.00%, 07/01/50 FR 31427NBG3 - - 41,012,422 $39,439,117 $39,439,117 0.73 $38,892,294
FHLMC 30yr Pool#SI2101 4.000% 01-Sep-2048, 4.00%, 09/01/48 FR 3133USKN0 - - 41,234,275 $38,860,497 $38,860,497 0.72 $38,354,238
FNMA 30yr Pool#CB8694 6.000% 01-Jun-2054, 6.00%, 06/01/54 FN 3140QUUU8 - - 37,008,915 $38,632,882 $38,632,882 0.71 $38,012,840
FNMA 30yr Pool#FA0576 5.500% 01-Jan-2055, 5.50%, 01/01/55 FN 3140W0UA1 - - 37,790,711 $38,411,404 $38,411,404 0.71 $37,809,680
FHLMC 30yr Pool#RJ1341 6.000% 01-Apr-2054, 6.00%, 04/01/54 FR 3142GRP38 - - 36,871,493 $38,352,023 $38,352,023 0.71 $37,624,206
FHLMC 30yr Pool#RJ2302 6.000% 01-Sep-2054, 6.00%, 09/01/54 FR 3142GSRY6 - - 37,192,789 $38,063,639 $38,063,639 0.70 $37,952,061
FNMA 30yr Pool#CB8543 6.000% 01-May-2054, 6.00%, 05/01/54 FN 3140QUP59 - - 36,338,191 $37,769,663 $37,769,663 0.70 $37,080,016
FNMA 30yr Pool#FS9794 5.000% 01-Nov-2054, 5.00%, 11/01/54 FN 3140XR3C7 - - 36,825,836 $36,554,132 $36,554,132 0.67 $36,026,030
FHLMC 30yr Pool#RJ3274 5.500% 01-Feb-2055, 5.50%, 02/01/55 FR 3142GTT89 - - 35,239,076 $35,560,424 $35,560,424 0.66 $35,219,799
FNMA 30yr Pool#FA0034 5.000% 01-Nov-2054, 5.00%, 11/01/54 FN 3140W0BC8 - - 36,315,434 $35,514,762 $35,514,762 0.66 $35,423,973
FHLMC 30yr Pool#SL0208 5.000% 01-Dec-2054, 5.00%, 12/01/54 FR 31427MGS4 - - 35,013,239 $34,598,502 $34,598,502 0.64 $34,252,801
FNMA 30yr Pool#FA0603 4.500% 01-Sep-2051, 4.50%, 09/01/51 FN 3140W0U52 - - 34,297,860 $33,491,854 $33,491,854 0.62 $32,860,677
FNMA 30yr Pool#FS9788 5.500% 01-Nov-2054, 5.50%, 11/01/54 FN 3140XR2W4 - - 32,762,904 $33,370,932 $33,370,932 0.62 $32,594,614
FNMA 30yr Pool#FA0635 5.000% 01-Jan-2055, 5.00%, 01/01/55 FN 3140W0V51 - - 33,933,981 $33,207,268 $33,207,268 0.61 $32,906,746
FNMA 40yr Pool#BF0698 3.500% 01-Dec-2062, 3.50%, 12/01/62 FN 3140FXX49 - - 36,693,362 $32,610,070 $32,610,070 0.60 $32,241,957
FNMA 30yr Pool#CB5580 4.500% 01-Oct-2052, 4.50%, 10/01/52 FN 3140QRFW8 - - 32,747,460 $31,513,835 $31,513,835 0.58 $30,955,181
NRM MSR-Collateralized Notes, Series 2024-FNT1 A 7.398% 25-NOV-2029, 7.40%, 11/25/31 NZES 2024-FNT1 62956YAA7 - - 30,718,006 $31,023,260 $31,023,260 0.57 $30,871,759
FNMA 30yr Pool#BW7371 5.500% 01-Feb-2053, 5.50%, 02/01/53 FN 3140N0FM2 - - 30,462,050 $30,838,229 $30,838,229 0.57 $30,567,671
FNMA 30yr Pool#FS8335 4.500% 01-Jan-2051, 4.50%, 01/01/51 FN 3140XQHM2 - - 31,487,849 $30,686,364 $30,686,364 0.57 $30,168,413
FNMA 30yr Pool#FS3883 4.500% 01-Feb-2053, 4.50%, 02/01/53 FN 3140XKJ50 - - 31,581,237 $30,661,907 $30,661,907 0.57 $29,932,970
FHLMC 30yr Pool#SD6982 5.000% 01-Nov-2054, 5.00%, 11/01/54 FR 3132DUXK8 - - 30,875,999 $30,541,198 $30,541,198 0.56 $30,226,811
FNMA 30yr Pool#CB6394 4.500% 01-Feb-2053, 4.50%, 02/01/53 FN 3140QSC82 - - 31,147,174 $29,474,902 $29,474,902 0.54 $29,404,821
FNMA 30yr Pool#FS8681 4.500% 01-Oct-2050, 4.50%, 10/01/50 FN 3140XQUF2 - - 29,593,617 $28,829,873 $28,829,873 0.53 $28,353,555
FNMA 30yr Pool#FS3520 4.500% 01-Nov-2052, 4.50%, 11/01/52 FN 3140XJ4E0 - - 30,242,618 $28,657,812 $28,657,812 0.53 $28,589,766
FHLMC 30yr Pool#SL0367 4.500% 01-Dec-2054, 4.50%, 12/01/54 FR 31427MMR9 - - 29,302,539 $27,941,835 $27,941,835 0.52 $27,656,127
FHLMC 30yr Pool#SD7138 5.000% 01-Nov-2054, 5.00%, 11/01/54 FR 3132DU4X2 - - 27,782,037 $27,181,611 $27,181,611 0.50 $27,100,052
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-HQA3 M2 6.45369% 25-SEP-2041, 6.45%, 09/25/41 STACR 2021-HQA3 35564KJP5 - - 26,457,865 $26,761,865 $26,761,865 0.49 $26,648,031
FHLMC 30yr Pool#SD3271 5.500% 01-Jun-2053, 5.50%, 06/01/53 FR 3132DQT48 - - 26,408,109 $26,649,875 $26,649,875 0.49 $26,417,566
FNMA 30yr Pool#FA0627 5.500% 01-Feb-2055, 5.50%, 02/01/55 FN 3140W0VV4 - - 25,216,031 $25,641,641 $25,641,641 0.47 $25,199,278
RCKT Mortgage Trust 2025-CES5|5.687|06/25/2055, 5.69%, 06/25/55 RCKT 2025-CES5 74942CAA7 - - 25,484,000 $25,606,007 $25,606,007 0.47 $25,521,466
FNMA 30yr Pool#FS6257 4.000% 01-Jun-2053, 4.00%, 06/01/53 FN 3140XM5T9 - - 27,013,365 $25,232,242 $25,232,242 0.47 $24,845,271
FNMA 30yr Pool#FS9239 4.500% 01-Jan-2051, 4.50%, 01/01/51 FN 3140XRHR9 - - 25,642,437 $24,938,407 $24,938,407 0.46 $24,567,941
FHLMC 30yr Pool#SD6989 5.500% 01-Nov-2054, 5.50%, 11/01/54 FR 3132DUXS1 - - 23,268,995 $23,574,067 $23,574,067 0.43 $23,149,471
FNMA 30yr Pool#CB9642 5.000% 01-Dec-2054, 5.00%, 12/01/54 FN 3140QVWC4 - - 23,876,106 $23,381,384 $23,381,384 0.43 $23,321,693
FNMA 30yr Pool#FM7840 4.000% 01-Apr-2050, 4.00%, 04/01/50 FN 3140XBWA4 - - 24,683,597 $23,297,179 $23,297,179 0.43 $22,906,257
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2025-HQA1 M2 6.00369% 25-FEB-2045, 6.00%, 02/25/45 STACR 2025-HQA1 35564NHA4 - - 23,060,148 $23,065,970 $23,065,970 0.43 $22,973,672
FNMA 30yr Pool#FS4781 4.000% 01-Oct-2051, 4.00%, 10/01/51 FN 3140XLJ33 - - 24,055,401 $22,693,574 $22,693,574 0.42 $22,323,295
FNMA 30yr Pool#FS7225 4.000% 01-Aug-2051, 4.00%, 08/01/51 FN 3140XPA33 - - 24,072,654 $22,638,791 $22,638,791 0.42 $22,391,282
FNMA 40yr Pool#BF0807 3.500% 01-Apr-2064, 3.50%, 04/01/64 FN 3140FX3R1 - - 24,655,262 $21,918,586 $21,918,586 0.40 $21,640,988
FNMA 40yr Pool#BF0713 4.000% 01-Mar-2063, 4.00%, 03/01/63 FN 3140FXYK2 - - 23,480,501 $21,768,847 $21,768,847 0.40 $21,470,633
FNMA 40yr Pool#BF0226 3.500% 01-Jan-2058, 3.50%, 01/01/58 FN 3140FXHC9 - - 23,423,197 $21,316,199 $21,316,199 0.39 $20,964,772
GNMA II TBA 30yr 2.5% June Delivery, 2.50%, 06/23/25 G2SF 21H022663 - - 25,296,414 $21,231,381 $21,231,381 0.39 $21,231,381
FNMA 30yr Pool#CB7112 5.500% 01-Sep-2053, 5.50%, 09/01/53 FN 3140QS3W9 - - 20,986,563 $21,171,724 $21,171,724 0.39 $20,979,995
FNMA 30yr Pool#FS6382 4.000% 01-Aug-2051, 4.00%, 08/01/51 FN 3140XNCU6 - - 22,276,498 $21,005,579 $21,005,579 0.39 $20,720,580
Finance of America Structured Securities Trust, 2025-S1 A1 3.5% 25-FEB-2075, 3.50%, 02/25/75 FASST 2025-S1 31741BAB0 - - 21,977,724 $20,929,983 $20,929,983 0.39 $20,878,701
FNMA 30yr Pool#FS9880 4.500% 01-Sep-2054, 4.50%, 09/01/54 FN 3140XR6S9 - - 21,771,666 $20,736,698 $20,736,698 0.38 $20,548,388
FHLMC 30yr Pool#SL0850 4.000% 01-Jul-2049, 4.00%, 07/01/49 FR 31427M5L1 - - 21,078,995 $20,542,603 $20,542,603 0.38 $20,223,744
FHLMC 30yr Pool#QJ9063 5.000% 01-Nov-2054, 5.00%, 11/01/54 FR 3133D1B81 - - 20,893,632 $20,470,662 $20,470,662 0.38 $20,304,297
FNMA 30yr Pool#FS9116 6.000% 01-Sep-2054, 6.00%, 09/01/54 FN 3140XRDW2 - - 19,561,306 $20,378,324 $20,378,324 0.38 $19,851,002
Finance Of America Structured Securities Trust Series 2024-S3|3.5|04/25/2074, 3.50%, 04/25/74 FASST 2024-S3 31739WAB8 - - 21,290,238 $20,364,978 $20,364,978 0.38 $20,315,301
FNMA 30yr Pool#FS5028 4.000% 01-Oct-2051, 4.00%, 10/01/51 FN 3140XLSS8 - - 21,134,290 $20,222,805 $20,222,805 0.37 $19,612,518
Huntington Bank Auto Credit-Linked Notes, Series 2024-2 B1 5.442% 20-OCT-2032, 5.44%, 10/20/32 HACLN 2024-2 44644NAG4 - - 19,931,941 $20,093,400 $20,093,400 0.37 $20,006,022
FNMA 30yr Pool#FS8709 4.500% 01-Jan-2051, 4.50%, 01/01/51 FN 3140XQVB0 - - 19,912,700 $19,324,495 $19,324,495 0.36 $19,078,298
FHLMC 30yr Pool#RJ2292 5.500% 01-Sep-2054, 5.50%, 09/01/54 FR 3142GSRN0 - - 18,986,866 $19,259,707 $19,259,707 0.36 $18,983,816
FNMA 30yr Pool#DA1525 6.000% 01-Oct-2053, 6.00%, 10/01/53 FN 3140A1VT1 - - 18,033,280 $19,244,194 $19,244,194 0.35 $18,289,715
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA2 M2 8.10369% 25-FEB-2042, 8.10%, 02/25/42 STACR 2022-DNA2 35564KRN1 - - 18,101,929 $18,953,483 $18,953,483 0.35 $18,855,688
FNMA 30yr Pool#FS9476 4.000% 01-Jun-2053, 4.00%, 06/01/53 FN 3140XRQ65 - - 20,365,358 $18,906,808 $18,906,808 0.35 $18,724,557
FNMA 30yr Pool#BT8185 4.500% 01-Jun-2052, 4.50%, 06/01/52 FN 3140LXCX1 - - 19,442,729 $18,902,428 $18,902,428 0.35 $18,384,629
FNMA 30yr Pool#FS1666 3.500% 01-May-2052, 3.50%, 05/01/52 FN 3140XGZ85 - - 20,413,659 $18,714,272 $18,714,272 0.35 $18,383,885
FHLMC 30yr Pool#SD5963 6.000% 01-Jul-2054, 6.00%, 07/01/54 FR 3132DTTU4 - - 17,945,336 $18,377,724 $18,377,724 0.34 $18,184,259
Structured Agency Credit Risk (STACR) Debt Notes, Series 2024-HQA2 M2 6.15369% 25-AUG-2044, 6.15%, 08/25/44 STACR 2024-HQA2 35564NEC3 - - 18,000,000 $18,109,682 $18,109,682 0.33 $18,035,837
FNMA 30yr Pool#CB4128 4.500% 01-Jul-2052, 4.50%, 07/01/52 FN 3140QPSS7 - - 18,830,186 $17,904,274 $17,904,274 0.33 $17,861,906
FHLMC 30yr Pool#SL0490 4.500% 01-Jul-2053, 4.50%, 07/01/53 FR 31427MRL7 - - 18,871,301 $17,882,506 $17,882,506 0.33 $17,840,046
FNMA 30yr Pool#FM4738 4.000% 01-Sep-2050, 4.00%, 09/01/50 FN 3140X8HQ3 - - 18,876,768 $17,689,634 $17,689,634 0.33 $17,463,845
FNMA 30yr Pool#CB8221 5.500% 01-Mar-2054, 5.50%, 03/01/54 FN 3140QUD37 - - 17,589,807 $17,642,201 $17,642,201 0.33 $17,450,580
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2025-HQA1 M1 5.50369% 25-FEB-2045, 5.50%, 02/25/45 STACR 2025-HQA1 35564NGZ0 - - 17,588,979 $17,631,529 $17,631,529 0.33 $17,566,993
FHLMC 30yr Pool#QH3192 6.000% 01-Oct-2053, 6.00%, 10/01/53 FR 3133CFRM3 - - 16,972,688 $17,533,262 $17,533,262 0.32 $17,361,372
Homeward Opportunities Fund Trust 2024-RTL1 A1 7.12% 25-JUL-2029, 7.12%, 07/25/29 HOF 43789FAA1 - - 17,261,000 $17,459,572 $17,459,572 0.32 $17,377,639
FNMA 30yr Pool#CB3837 3.500% 01-Jun-2052, 3.50%, 06/01/52 FN 3140QPHP5 - - 18,939,462 $17,259,780 $17,259,780 0.32 $17,053,348
FNMA 40yr Pool#BF0801 2.500% 01-Apr-2064, 2.50%, 04/01/64 FN 3140FX3K6 - - 20,521,731 $16,830,877 $16,830,877 0.31 $16,522,468
FNMA 40yr Pool#BF0806 3.500% 01-Apr-2064, 3.50%, 04/01/64 FN 3140FX3Q3 - - 18,845,509 $16,808,209 $16,808,209 0.31 $16,582,408
FNMA 30yr Pool#FS8717 6.000% 01-Jul-2054, 6.00%, 07/01/54 FN 3140XQVK0 - - 14,884,130 $15,775,608 $15,775,608 0.29 $15,104,558
FHLMC 30yr Pool#SD6558 6.000% 01-Sep-2054, 6.00%, 09/01/54 FR 3132DUJB4 - - 15,228,319 $15,719,129 $15,719,129 0.29 $15,453,845
PRET 2025-RPL1 Trust A1 4.0% 25-JUL-2069, 4.00%, 07/25/69 PRET 2025-RPL1 69392FAA5 - - 16,292,750 $15,620,298 $15,620,298 0.29 $15,533,404
Vontive Mortgage Trust 2025-RTL1 A1 6.507% 25-MAR-2030, 6.51%, 03/25/30 VNTV 2025-RTL1 928884AA3 - - 15,444,000 $15,578,567 $15,578,567 0.29 $15,511,571
FNMA 30yr Pool#FA0122 4.500% 01-Dec-2054, 4.50%, 12/01/54 FN 3140W0D44 - - 16,345,369 $15,549,617 $15,549,617 0.29 $15,426,976
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 $15,481,454 $15,481,454 0.29 $15,330,525
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2024-DNA3 M2 5.80369% 25-OCT-2044, 5.80%, 10/25/44 STACR 2024-DNA3 35564NFA6 - - 15,324,000 $15,383,571 $15,383,571 0.28 $15,324,280
Connecticut Avenue Securities, Series 2021-R03 1M2 6.00369% 25-DEC-2041, 6.00%, 12/25/41 CAS 2021-R03 20754AAB9 - - 14,835,000 $14,968,975 $14,968,975 0.28 $14,909,598
FNMA 30yr Pool#FS9909 5.000% 01-Nov-2054, 5.00%, 11/01/54 FN 3140XSAK9 - - 15,061,128 $14,917,482 $14,917,482 0.28 $14,734,021
Chase Mortgage Reference Notes, Series 2020-CL1 M1 6.68348% 25-OCT-2057, 6.69%, 10/25/57 CHASE 2020-CL1 46591HAG5 - - 14,414,413 $14,870,073 $14,870,073 0.27 $14,805,774
Galaxy Senior Participation Interest Trust 1|6.9263834|07/31/2026, 6.93%, 07/31/26 GLXYT 2025-1 362922AA4 - - 14,638,258 $14,755,945 $14,755,945 0.27 $14,716,515
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-DNA7 M2 6.15369% 25-NOV-2041, 6.15%, 11/25/41 STACR 2021-DNA7 35564KMH9 - - 14,550,000 $14,719,709 $14,719,709 0.27 $14,660,018
RCKT Mortgage Trust 2025-CES4 A1A 5.811% 25-APR-2055, 5.81%, 05/25/55 RCKT 2025-CES4 74937YAA6 - - 14,359,679 $14,547,455 $14,547,455 0.27 $14,436,197
FNMA 30yr Pool#BX0984 4.500% 01-Oct-2052, 4.50%, 10/01/52 FN 3140N5CW2 - - 15,236,239 $14,519,589 $14,519,589 0.27 $14,403,532
FNMA 30yr Pool#FA0470 6.000% 01-Jan-2055, 6.00%, 01/01/55 FN 3140W0QY4 - - 13,942,636 $14,421,186 $14,421,186 0.27 $14,149,122
Finance Of America Structured Securities Trust Series 2024-S2|3.5|04/25/2074, 3.50%, 04/25/74 FASST 2024-S2 31739VAA2 - - 14,969,458 $14,417,930 $14,417,930 0.27 $14,383,001
FHLMC 30yr Pool#SD1143 4.500% 01-Sep-2050, 4.50%, 09/01/50 FR 3132DNHU0 - - 14,570,382 $14,210,758 $14,210,758 0.26 $13,959,839
RCKT Mortgage Trust 2024-CES7 A1A 5.158% 25-OCT-2044, 5.16%, 10/25/44 RCKT 2024-CES7 749414AA6 - - 14,137,202 $14,106,662 $14,106,662 0.26 $14,009,436
BMP Commercial Mortgage Trust 2024-MF23 A 5.6938% 15-JUN-2041, 5.70%, 06/15/41 BMP 2024-MF23 05593JAA8 - - 14,000,000 $14,084,661 $14,084,661 0.26 $14,013,794
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2023-HQA3 M1 6.20369% 25-NOV-2043, 6.20%, 11/25/43 STACR 2023-HQA3 35564K3G2 - - 13,850,297 $13,996,416 $13,996,416 0.26 $13,939,134
Huntington Bank Auto Credit-Linked Notes, Series 2024-1 B1 6.153% 20-MAY-2032, 6.15%, 05/20/32 HACLN 2024-1 44644NAA7 - - 13,522,227 $13,749,559 $13,749,559 0.25 $13,682,534
FNMA 30yr Pool#FM5350 4.500% 01-Sep-2050, 4.50%, 09/01/50 FN 3140X85L7 - - 13,876,042 $13,497,731 $13,497,731 0.25 $13,271,460
FNMA 40yr Pool#BF0731 2.500% 01-Jun-2063, 2.50%, 06/01/63 FN 3140FXY55 - - 16,014,022 $13,348,565 $13,348,565 0.25 $12,908,188
Connecticut Avenue Securities Trust 2025-R03 2M1 5.95369% 25-MAR-2045, 5.95%, 03/25/45 CAS 2025-R03 20754VAB3 - - 13,212,417 $13,343,451 $13,343,451 0.25 $13,291,009
FHLMC 30yr Pool#SD5994 4.500% 01-Sep-2050, 4.50%, 09/01/50 FR 3132DTUT5 - - 13,654,999 $13,309,953 $13,309,953 0.25 $13,082,813
Connecticut Avenue Securities Trust 2024-R03 2M2 6.30369% 25-MAR-2044, 6.30%, 03/25/44 CAS 2024-R03 207941AB1 - - 13,082,000 $13,235,083 $13,235,083 0.24 $13,180,115
FNMA 30yr Pool#FS6236 6.500% 01-Nov-2053, 6.50%, 11/01/53 FN 3140XM4W3 - - 12,275,474 $13,154,357 $13,154,357 0.24 $12,684,683
Saluda Grade Alternative Mortgage Trust 2023-RTL3 A1 7.0% 25-APR-2029, 7.00%, 04/25/29 GRADE 2023-RTL3 79583YAA2 - - 13,041,070 $13,047,177 $13,047,177 0.24 $12,925,461
PRET 2025-NPL4 A1 6.3677% 25-MAY-2055, 6.37%, 04/25/55 PRET 2025-NPL4 74136UAA3 - - 12,790,000 $12,749,579 $12,749,579 0.24 $12,726,956
FHLMC 30yr Pool#SD5224 6.000% 01-Mar-2054, 6.00%, 03/01/54 FR 3132DSYV8 - - 12,173,556 $12,727,902 $12,727,902 0.23 $12,353,662
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 $12,606,754 $12,606,754 0.23 $12,482,301
Homeward Opportunities Fund Trust 2025-RRTL1 A1 5.476% 25-MAR-2040, 5.48%, 03/25/40 HOF 2025-RRTL1 437919AA1 - - 12,500,000 $12,507,206 $12,507,206 0.23 $12,461,572
FNMA 30yr Pool#FS7117 6.500% 01-Feb-2054, 6.50%, 02/01/54 FN 3140XN4B7 - - 11,910,732 $12,507,199 $12,507,199 0.23 $12,307,783
FNMA 30yr Pool#FS7541 4.000% 01-Jun-2052, 4.00%, 06/01/52 FN 3140XPLX5 - - 13,131,810 $12,372,417 $12,372,417 0.23 $12,186,255
FHLMC 30yr Pool#QG6755 5.500% 01-Jun-2053, 5.50%, 06/01/53 FR 3133C7QG5 - - 11,946,475 $12,365,242 $12,365,242 0.23 $11,956,311
FHLMC 30yr Pool#SL0509 4.500% 01-Jan-2055, 4.50%, 01/01/55 FR 31427MR78 - - 12,847,929 $12,262,936 $12,262,936 0.23 $12,126,047
FHLMC 30yr Pool#QH3306 6.000% 01-Oct-2053, 6.00%, 10/01/53 FR 3133CFU72 - - 11,290,771 $12,100,602 $12,100,602 0.22 $11,483,850
FNMA 40yr Pool#BF0783 3.500% 01-Dec-2063, 3.50%, 12/01/63 FN 3140FX2R2 - - 13,424,746 $12,030,739 $12,030,739 0.22 $11,791,802
FNMA 30yr Pool#FS5818 4.500% 01-Oct-2050, 4.50%, 10/01/50 FN 3140XMPC4 - - 11,869,968 $11,790,016 $11,790,016 0.22 $11,352,792
FNMA 30yr Pool#BY4134 5.500% 01-Jul-2053, 5.50%, 07/01/53 FN 3140NLSY6 - - 11,752,136 $11,775,008 $11,775,008 0.22 $11,671,293
FNMA 30yr Pool#FS5362 4.500% 01-Dec-2050, 4.50%, 12/01/50 FN 3140XL5Y0 - - 11,824,950 $11,510,987 $11,510,987 0.21 $11,309,735
FNMA 30yr Pool#FS7613 4.500% 01-May-2052, 4.50%, 05/01/52 FN 3140XPN70 - - 11,595,896 $11,334,464 $11,334,464 0.21 $11,090,661
FNMA 30yr Pool#BX0421 5.500% 01-Nov-2052, 5.50%, 11/01/52 FN 3140N4PF8 - - 10,801,947 $11,162,904 $11,162,904 0.21 $10,778,291
RCKT Mortgage Trust 2024-CES5 A1B 6.047% 25-JUL-2044, 6.05%, 08/25/44 RCKT 74938KAB3 - - 10,814,521 $10,956,890 $10,956,890 0.20 $10,869,696
FNMA 30yr Pool#BW2174 4.500% 01-Jun-2052, 4.50%, 06/01/52 FN 3140MTMY6 - - 11,076,292 $10,847,930 $10,847,930 0.20 $10,473,505
FHLMC 30yr Pool#SL0869 4.500% 01-May-2053, 4.50%, 05/01/53 FR 31427M6F3 - - 11,332,479 $10,831,432 $10,831,432 0.20 $10,725,017
RCKT Mortgage Trust 2024-CES9 A1B 5.683% 25-DEC-2044, 5.68%, 12/25/44 RCKT 2024-CES9 749426AB8 - - 10,545,026 $10,618,929 $10,618,929 0.20 $10,539,026
FHLMC 30yr Pool#RA7104 4.500% 01-Feb-2051, 4.50%, 02/01/51 FR 3133KN3M3 - - 11,004,521 $10,592,641 $10,592,641 0.20 $10,508,151
FNMA 30yr Pool#FS6662 4.000% 01-Oct-2051, 4.00%, 10/01/51 FN 3140XNML5 - - 11,161,644 $10,503,543 $10,503,543 0.19 $10,357,951
FHLMC 30yr Pool#QH1500 6.000% 01-Sep-2053, 6.00%, 09/01/53 FR 3133CDUZ5 - - 10,074,589 $10,367,162 $10,367,162 0.19 $10,217,851
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-HQA4 M2 6.70369% 25-DEC-2041, 6.70%, 12/25/41 STACR 2021-HQA4 35564KNS4 - - 10,089,878 $10,249,784 $10,249,784 0.19 $10,204,691
A&D Mortgage Trust 2025-NQM2|5.79|06/25/2070, 5.79%, 06/25/70 ADMT 2025-NQM2 00250EAC0 - - 10,170,000 $10,201,767 $10,201,767 0.19 $10,172,324
Connecticut Avenue Securities Trust 2024-R05 2M2 6.05369% 25-JUL-2044, 6.05%, 07/25/44 CAS 2024-R05 20754XAC7 - - 10,060,000 $10,117,893 $10,117,893 0.19 $10,077,293
LHOME Mortgage Trust 2024-RTL3 A1 6.9% 25-MAY-2029, 6.90%, 05/25/29 LHOME 2024-RTL3 50205GAA0 - - 9,960,000 $10,103,030 $10,103,030 0.19 $10,057,214
Structured Agency Credit Risk (STACR) Debt Notes, Series 2024-HQA1 M2 6.35369% 25-MAR-2044, 6.35%, 03/25/44 STACR 2024-HQA1 M2 35564NCA9 - - 9,880,000 $9,999,474 $9,999,474 0.18 $9,957,625
Brean Asset Backed Securities Trust 2024-RM8 A1 4.5% 25-MAY-2064, 4.50%, 05/25/64 BABS 2024-RM8 10637YAA3 - - 10,275,377 $9,997,605 $9,997,605 0.18 $9,966,779
Structured Agency Credit Risk (STACR) Debt Notes, Series 2024-HQA1 M1 5.60369% 25-MAR-2044, 5.60%, 03/25/44 STACR 2024-HQA1 M1 35564NBX0 - - 9,943,027 $9,983,319 $9,983,319 0.18 $9,946,174
FNMA 30yr Pool#FS2144 3.500% 01-Jun-2052, 3.50%, 06/01/52 FN 3140XHL21 - - 10,831,146 $9,895,050 $9,895,050 0.18 $9,769,216
Alterna Funding III A 6.26% 15-MAY-2039, 6.26%, 05/16/39 TAX 2024-1A 02157JAA3 - - 9,807,978 $9,885,550 $9,885,550 0.18 $9,878,728
FHLMC 30yr Pool#QH4373 6.000% 01-Nov-2053, 6.00%, 11/01/53 FR 3133CG2E6 - - 9,481,855 $9,786,258 $9,786,258 0.18 $9,698,995
FHLMC 30yr Pool#SD2167 6.000% 01-Jan-2053, 6.00%, 01/01/53 FR 3132DPMQ8 - - 9,515,854 $9,784,043 $9,784,043 0.18 $9,661,772
FNMA 30yr Pool#DA0026 6.000% 01-Sep-2053, 6.00%, 09/01/53 FN 3140A0A41 - - 9,252,589 $9,773,513 $9,773,513 0.18 $9,384,162
FNMA 30yr Pool#FA0654 4.500% 01-Dec-2054, 4.50%, 12/01/54 FN 3140W0WQ4 - - 10,091,664 $9,596,856 $9,596,856 0.18 $9,524,647
RCKT Mortgage Trust 2024-CES1 A1B 6.325% 25-FEB-2044, 6.33%, 02/25/44 RCKT 2024-CES1 749424AB3 - - 9,464,612 $9,590,280 $9,590,280 0.18 $9,510,462
FNMA 30yr Pool#BX5075 6.000% 01-Jan-2053, 6.00%, 01/01/53 FN 3140N9T97 - - 9,187,024 $9,429,703 $9,429,703 0.17 $9,345,777
FHLMC 30yr Pool#RJ1754 4.500% 01-Jun-2054, 4.50%, 06/01/54 FR 3142GR5Q9 - - 9,908,904 $9,425,566 $9,425,566 0.17 $9,352,156
FIGRE Trust 2023-HE3 A 6.436% 25-NOV-2053, 6.44%, 11/25/53 FIGRE 2023-HE3 31684CAA9 - - 9,223,575 $9,386,093 $9,386,093 0.17 $9,346,517
FNMA 30yr Pool#FA1287 4.500% 01-Jul-2053, 4.50%, 07/01/53 FN 3140W1ND1 - - 9,770,581 $9,338,776 $9,338,776 0.17 $9,248,858
Rithm Capital Corp. 8.0% 01-APR-2029, 8.00%, 04/01/29 RITM 64828TAB8 - - 9,213,000 $9,304,940 $9,304,940 0.17 $9,206,668
LHOME Mortgage Trust 2024-RTL5 A2 5.751% 25-SEP-2039, 5.75%, 09/25/39 LHOME 2024-RTL5 50205WAB3 - - 9,325,000 $9,288,450 $9,288,450 0.17 $9,252,698
FHLMC 30yr Pool#SD7417 5.500% 01-Jan-2055, 5.50%, 01/01/55 FR 3132DVG25 - - 9,144,922 $9,180,804 $9,180,804 0.17 $9,155,655
Fannie Mae REMIC Trust 2022-65 FB 5.15369% 25-SEP-2052, 5.15%, 09/25/52 FNR 2022-65 3136BPCQ2 - - 9,176,491 $8,995,384 $8,995,384 0.17 $8,963,855
ACHM Trust 2024-HE1 A 6.55% 25-MAY-2039, 6.55%, 05/25/39 ACHM 2024-HE1 00449TAA3 - - 8,817,678 $8,941,675 $8,941,675 0.16 $8,903,171
FIGRE Trust 2025-PF1 A 5.758% 25-JUN-2055, 5.76%, 06/25/55 FIGRE 2025-PF1 316922AA1 - - 8,855,000 $8,834,531 $8,834,531 0.16 $8,809,037
FIGRE Trust 2025-HE2 A 5.775% 25-MAR-2055, 5.78%, 03/25/55 FIGRE 2025-HE2 31684KAA1 - - 8,758,599 $8,806,520 $8,806,520 0.16 $8,750,317
FNMA 30yr Pool#FA0787 4.500% 01-Jan-2055, 4.50%, 01/01/55 FN 3140W02V6 - - 8,993,927 $8,553,045 $8,553,045 0.16 $8,488,588
FNMA 30yr Pool#FS7397 6.000% 01-Mar-2054, 6.00%, 03/01/54 FN 3140XPGF0 - - 7,817,436 $8,523,278 $8,523,278 0.16 $7,933,210
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 $8,430,255 $8,430,255 0.16 $8,344,825
FHLMC 30yr Pool#SD5223 6.000% 01-Apr-2054, 6.00%, 04/01/54 FR 3132DSYU0 - - 7,687,840 $8,128,188 $8,128,188 0.15 $7,801,694
FHLMC 30yr Pool#QX0520 5.500% 01-Dec-2054, 5.50%, 12/01/54 FR 31425USJ5 - - 8,094,811 $8,122,942 $8,122,942 0.15 $8,052,534
FNMA 30yr Pool#DB4017 6.000% 01-May-2054, 6.00%, 05/01/54 FN 3140ADPB1 - - 7,577,308 $8,077,712 $8,077,712 0.15 $7,689,526
FIGRE Trust 2024-HE3 A 5.937% 25-JUL-2054, 5.94%, 07/25/54 FIGRE 2024-HE3 31684GAA0 - - 7,945,295 $8,023,584 $8,023,584 0.15 $7,992,137
Freddie Mac STACR REMIC Trust 2025-DNA2|5.53128|05/25/2045, 5.53%, 05/25/45 STACR 2025-DNA2 35564NHZ9 - - 7,993,000 $7,995,912 $7,995,912 0.15 $7,995,912
Mello Mortgage Capital Acceptance 2024-SD1 A1 4.0% 25-APR-2054, 4.00%, 04/25/54 MELLO 58550DAA1 - - 8,174,791 $7,964,403 $7,964,403 0.15 $7,942,604
Saluda Grade Alternative Mortgage Trust 2023-FIG4 A 6.718% 25-NOV-2053, 6.72%, 11/25/53 GRADE 2023-FIG4 79581UAA2 - - 7,647,421 $7,849,069 $7,849,069 0.14 $7,780,568
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 $7,816,940 $7,816,940 0.14 $7,811,730
Huntington Bank Auto Credit-Linked Notes, Series 2025-1 B 4.957% 20-MAR-2033, 4.96%, 03/21/33 HACLN 2025-1 446438SX2 - - 7,699,910 $7,671,868 $7,671,868 0.14 $7,641,121
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 - - 7,554,656 $7,662,881 $7,662,881 0.14 $7,628,689
FNMA 30yr Pool#BY0337 6.500% 01-May-2053, 6.50%, 05/01/53 FN 3140NGLT5 - - 6,609,781 $7,611,503 $7,611,503 0.14 $6,818,471
Connecticut Avenue Securities Trust 2025-R01 1M2 5.85369% 25-JAN-2045, 5.85%, 01/25/45 CAS 2025-R01 20755JAC7 - - 7,526,000 $7,555,792 $7,555,792 0.14 $7,526,428
FNMA 30yr Pool#BX6266 6.000% 01-Jan-2053, 6.00%, 01/01/53 FN 3140NA6C2 - - 7,349,959 $7,549,247 $7,549,247 0.14 $7,469,721
Connecticut Avenue Securities, Series 2021-R01 1B1 7.45369% 25-OCT-2041, 7.45%, 10/25/41 CAS 2021-R01 20754RAF3 - - 7,320,000 $7,525,475 $7,525,475 0.14 $7,489,101
FNMA 30yr Pool#FS3661 6.000% 01-Jan-2053, 6.00%, 01/01/53 FN 3140XKB74 - - 7,020,164 $7,384,027 $7,384,027 0.14 $7,141,474
FNMA 30yr Pool#FS8486 4.500% 01-Dec-2052, 4.50%, 12/01/52 FN 3140XQNC7 - - 7,681,153 $7,338,518 $7,338,518 0.14 $7,260,761
Connecticut Avenue Securities Trust 2025-R01 1M1 5.45369% 25-JAN-2045, 5.45%, 01/25/45 CAS 2025-R01 20755JAB9 - - 7,253,515 $7,273,647 $7,273,647 0.13 $7,247,279
ACHV ABS Trust 2023-4CP D 8.6% 25-NOV-2030, 8.60%, 11/25/30 ACHV 2023-4CP 00092CAD4 - - 7,056,000 $7,168,118 $7,168,118 0.13 $7,127,663
FNMA 30yr Pool#DD5556 6.000% 01-Mar-2055, 6.00%, 03/01/55 FN DD5556 MTGE 3140B6E68 - - 6,971,998 $7,097,141 $7,097,141 0.13 $7,076,225
Brean Asset Backed Securities Trust 2024-RM9 A1 5.0% 25-SEP-2064, 5.00%, 09/25/64 BABS 2024-RM9 10638DAA8 - - 7,157,875 $7,029,637 $7,029,637 0.13 $7,005,778
FHLMC 30yr Pool#QG3912 5.500% 01-Jun-2053, 5.50%, 06/01/53 FR 3133C4KZ6 - - 6,908,061 $6,959,347 $6,959,347 0.13 $6,900,028
RCKT Mortgage Trust 2024-CES8 A1A 5.48955% 25-OCT-2044, 5.49%, 11/25/44 RCKT 2024-CES8 749421AA1 - - 6,843,334 $6,883,831 $6,883,831 0.13 $6,833,742
LHOME Mortgage Trust 2024-RTL4 A2 6.092% 25-JUL-2039, 6.09%, 07/25/39 LHOME 2024-RTL4 50205PAB8 - - 6,870,000 $6,880,109 $6,880,109 0.13 $6,852,207
FHLMC 30yr Pool#QG4264 5.000% 01-Jun-2053, 5.00%, 06/01/53 FR 3133C4WZ3 - - 6,922,200 $6,771,762 $6,771,762 0.12 $6,713,291
PRET 2025-RPL2 Trust A1 4.0% 25-FEB-2065, 4.00%, 08/25/64 PRET 2025-RPL2 69392LAA2 - - 6,958,642 $6,768,377 $6,768,377 0.12 $6,635,228
FHLMC 30yr Pool#SD3018 5.500% 01-May-2053, 5.50%, 05/01/53 FR 3132DQK70 - - 6,501,285 $6,737,925 $6,737,925 0.12 $6,469,314
FHLMC 30yr Pool#QH7040 6.000% 01-Dec-2053, 6.00%, 12/01/53 FR 3133CKZD3 - - 6,512,671 $6,666,110 $6,666,110 0.12 $6,605,282
FHLMC 30yr Pool#SD3813 6.000% 01-Jul-2053, 6.00%, 07/01/53 FR 3132E0GW6 - - 6,275,584 $6,647,920 $6,647,920 0.12 $6,384,197
FNMA 30yr Pool#DA1456 5.500% 01-Sep-2053, 5.50%, 09/01/53 FN 3140A1TN7 - - 6,622,449 $6,633,359 $6,633,359 0.12 $6,576,322
FNMA 30yr Pool#FM4129 4.000% 01-Sep-2050, 4.00%, 09/01/50 FN 3140X7ST7 - - 7,033,623 $6,624,373 $6,624,373 0.12 $6,527,167
FNMA 30yr Pool#DA1468 6.000% 01-Sep-2053, 6.00%, 09/01/53 FN 3140A1T23 - - 6,331,070 $6,496,796 $6,496,796 0.12 $6,439,335
PRPM 2025-RPL3 A1 3.25% 25-APR-2055, 3.25%, 04/25/55 PRPM 2025-RPL3 69392NAA8 - - 6,800,000 $6,453,297 $6,453,297 0.12 $6,405,414
FNMA 30yr Pool#DC7015 5.500% 01-Dec-2054, 5.50%, 12/01/54 FN 3140AUYM9 - - 6,413,203 $6,449,787 $6,449,787 0.12 $6,379,709
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 $6,442,157 $6,442,157 0.12 $6,438,013
LHOME Mortgage Trust 2024-RTL1 A1 7.017% 25-JAN-2029, 7.02%, 01/25/29 LHOME 2024-RTL1 50205DAA7 - - 6,341,000 $6,412,681 $6,412,681 0.12 $6,383,018
FNMA 30yr Pool#FM7479 4.500% 01-Jan-2050, 4.50%, 01/01/50 FN 3140XBJZ4 - - 6,373,898 $6,201,338 $6,201,338 0.11 $6,106,812
Tricolor Auto Securitization Trust 2024-3 A 5.22% 15-JUN-2028, 5.22%, 06/15/28 TAST 2024-3A 89617AAA3 - - 6,115,570 $6,111,090 $6,111,090 0.11 $6,107,543
Connecticut Avenue Securities Trust 2025-R03 2M2 6.60369% 25-MAR-2045, 6.60%, 03/25/45 CAS 2025-R03 20754VAC1 - - 5,970,000 $6,095,709 $6,095,709 0.11 $6,069,427
FNMA 30yr Pool#FS1578 4.000% 01-Oct-2050, 4.00%, 10/01/50 FN 3140XGXG9 - - 6,267,751 $5,939,235 $5,939,235 0.11 $5,831,991
FNMA 30yr Pool#FS0088 4.000% 01-Mar-2050, 4.00%, 03/01/50 FN 3140XFC25 - - 6,227,314 $5,907,772 $5,907,772 0.11 $5,808,140
FHLMC 30yr Pool#QH2242 5.500% 01-Sep-2053, 5.50%, 09/01/53 FR 3133CEP30 - - 5,884,629 $5,896,943 $5,896,943 0.11 $5,843,641
FHLMC 30yr Pool#SD2606 4.500% 01-Sep-2051, 4.50%, 09/01/51 FR 3132DP3P1 - - 6,007,409 $5,838,845 $5,838,845 0.11 $5,736,439
RCKT Mortgage Trust 2025-CES1 A1A 5.653% 25-JAN-2045, 5.65%, 01/25/45 RCKT 2025-CES1 A1 749427AA8 - - 5,775,277 $5,828,661 $5,828,661 0.11 $5,785,131
FHLMC 30yr Pool#QH4638 6.000% 01-Nov-2053, 6.00%, 11/01/53 FR 3133CHEK7 - - 5,630,654 $5,811,694 $5,811,694 0.11 $5,759,599
FHLMC 30yr Pool#QJ9072 6.000% 01-Nov-2054, 6.00%, 11/01/54 FR 3133D1CH0 - - 5,503,268 $5,744,501 $5,744,501 0.11 $5,584,770
RCKT Mortgage Trust 2023-CES1 A1A 6.515% 25-JUN-2043, 6.51%, 06/25/43 RCKT 74935WAA2 - - 5,649,580 $5,718,932 $5,718,932 0.11 $5,669,856
FHLMC 30yr Pool#QH4473 6.000% 01-Nov-2053, 6.00%, 11/01/53 FR 3133CG6J1 - - 5,506,625 $5,686,332 $5,686,332 0.10 $5,632,730
Ginnie Mae REMIC Trust 2023-116 LF 5.6504% 20-AUG-2053, 5.65%, 08/20/53 GNR 2023-116 38384EFT7 - - 5,631,225 $5,681,450 $5,681,450 0.10 $5,654,815
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 $5,637,723 $5,637,723 0.10 $5,634,021
FNMA 30yr Pool#DA5019 6.500% 01-Nov-2053, 6.50%, 11/01/53 FN 3140A5SH2 - - 5,051,380 $5,560,761 $5,560,761 0.10 $5,219,659
FNMA 30yr Pool#CA0706 4.000% 01-Nov-2047, 4.00%, 11/01/47 FN 3140Q7YC5 - - 5,698,115 $5,550,577 $5,550,577 0.10 $5,312,136
FHLMC 30yr Pool#QI8221 6.000% 01-Jun-2054, 6.00%, 06/01/54 FR 3133WFD20 - - 5,182,750 $5,497,339 $5,497,339 0.10 $5,259,505
FNMA 30yr Pool#BY0350 5.000% 01-Jun-2053, 5.00%, 06/01/53 FN 3140NGL81 - - 5,603,482 $5,478,398 $5,478,398 0.10 $5,434,372
Connecticut Avenue Securities Trust 2024-R02 1M1 5.45369% 25-FEB-2044, 5.45%, 02/25/44 CAS 2024-R02 20754GAA8 - - 5,411,521 $5,426,270 $5,426,270 0.10 $5,406,595
FHLMC 30yr Pool#QH2259 6.000% 01-Sep-2053, 6.00%, 09/01/53 FR 3133CEQL9 - - 4,649,949 $5,412,094 $5,412,094 0.10 $4,716,072
BX Trust 2021-SDMF A 5.025% 15-SEP-2034, 5.03%, 09/15/34 BX 2021-SDMF 12434CAA2 - - 5,435,823 $5,411,935 $5,411,935 0.10 $5,408,896
RCKT Mortgage Trust 2024-CES6 A1B 5.546% 25-SEP-2044, 5.55%, 09/25/44 RCKT 2024-CES6 749410AB2 - - 5,374,539 $5,410,947 $5,410,947 0.10 $5,371,204
LHOME Mortgage Trust 2024-RTL2 A1 7.128% 25-MAR-2029, 7.13%, 03/25/29 LHOME 50205JAA4 - - 5,293,684 $5,368,832 $5,368,832 0.10 $5,343,676
FNMA 30yr Pool#BY0540 6.000% 01-May-2053, 6.00%, 05/01/53 FN 3140NGS68 - - 4,829,709 $5,234,046 $5,234,046 0.10 $4,901,871
Santander Bank Auto Credit Linked Notes Series 2024-B 18-JAN-2033, 5.14%, 01/18/33 SBCLN 2024-B 80280BAC2 - - 5,250,000 $5,233,542 $5,233,542 0.10 $5,230,543
FNMA 30yr Pool#BX0419 5.500% 01-Nov-2052, 5.50%, 11/01/52 FN 3140N4PD3 - - 4,321,740 $5,180,591 $5,180,591 0.10 $4,304,666
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 $5,061,330 $5,061,330 0.09 $5,057,787
FNMA 30yr Pool#BX5986 5.500% 01-Mar-2053, 5.50%, 03/01/53 FN 3140NAUL5 - - 4,996,591 $5,050,337 $5,050,337 0.09 $5,001,929
Gracie Point International Funding, Series 2024-1 A 6.12441% 01-MAR-2028, 6.12%, 03/01/28 GPIF 2024-1A A 38410KAA7 - - 5,000,000 $5,043,863 $5,043,863 0.09 $4,978,393
FNMA 30yr Pool#DA5072 6.500% 01-Nov-2053, 6.50%, 11/01/53 FN 3140A5T65 - - 4,829,662 $5,042,714 $5,042,714 0.09 $4,990,555
FHLMC 30yr Pool#QX6719 6.000% 01-Feb-2055, 6.00%, 02/01/55 FR 31426CPD0 - - 4,890,003 $4,977,775 $4,977,775 0.09 $4,963,105
FNMA 30yr Pool#DD3307 6.000% 01-Feb-2055, 6.00%, 02/01/55 FN DD3307 MTGE 3140B3U91 - - 4,804,469 $4,890,706 $4,890,706 0.09 $4,876,293
FHLMC 30yr Pool#QF9863 5.500% 01-Mar-2053, 5.50%, 03/01/53 FR 3133BX5Y3 - - 4,847,363 $4,883,333 $4,883,333 0.09 $4,842,381
ABL 2024-RTL1 A2 7.457% 25-SEP-2029, 7.46%, 09/25/29 ABL 2024-RTL1 00092EAB4 - - 4,840,000 $4,873,446 $4,873,446 0.09 $4,849,385
FNMA 30yr Pool#FS3246 5.500% 01-Nov-2052, 5.50%, 11/01/52 FN 3140XJTC7 - - 4,682,137 $4,787,698 $4,787,698 0.09 $4,698,978
FHLMC 30yr Pool#RA1100 4.000% 01-Jul-2049, 4.00%, 07/01/49 FR 3133KGGH5 - - 4,991,990 $4,669,019 $4,669,019 0.09 $4,632,565
FHLMC 30yr Pool#QH5204 6.500% 01-Nov-2053, 6.50%, 11/01/53 FR 3133CHX91 - - 4,384,253 $4,592,492 $4,592,492 0.08 $4,546,745
FNMA 30yr Pool#BX9326 5.500% 01-Mar-2053, 5.50%, 03/01/53 FN 3140NELG8 - - 4,490,506 $4,524,075 $4,524,075 0.08 $4,485,891
Bayview Opportunity Master Fund VII Trust 2024-CAR1 B 5.65369% 25-DEC-2031, 5.65%, 12/26/31 BVCLN 2024-CAR1 07336QAB8 - - 4,471,513 $4,502,552 $4,502,552 0.08 $4,485,698
RCKT Mortgage Trust 2025-CES2 A1B 5.603% 25-FEB-2055, 5.60%, 02/25/55 RCKT 2025-CES2 74942BAB7 - - 4,449,528 $4,449,864 $4,449,864 0.08 $4,416,623
FNMA 30yr Pool#CB2907 3.500% 01-Feb-2052, 3.50%, 02/01/52 FN 3140QNGR7 - - 4,746,717 $4,344,082 $4,344,082 0.08 $4,283,465
FNMA 30yr Pool#BW6314 5.500% 01-Aug-2052, 5.50%, 08/01/52 FN 3140MYAQ5 - - 4,209,246 $4,339,104 $4,339,104 0.08 $4,201,719
FHLMC 30yr Pool#QF7280 5.500% 01-Jan-2053, 5.50%, 01/01/53 FR 3133BVCR4 - - 4,260,813 $4,330,424 $4,330,424 0.08 $4,277,236
FHLMC 30yr Pool#QX5273 6.000% 01-Feb-2055, 6.00%, 02/01/55 FR 31426A2F4 - - 4,245,938 $4,321,557 $4,321,557 0.08 $4,308,819
FNMA 30yr Pool#DA3549 6.500% 01-Oct-2053, 6.50%, 10/01/53 FN 3140A35K5 - - 4,123,522 $4,318,131 $4,318,131 0.08 $4,276,350
FNMA 30yr Pool#BY0335 6.000% 01-May-2053, 6.00%, 05/01/53 FN 3140NGLR9 - - 3,709,540 $4,309,962 $4,309,962 0.08 $3,748,327
FNMA 30yr Pool#BX8340 6.000% 01-Apr-2053, 6.00%, 04/01/53 FN 3140NDHS9 - - 4,163,649 $4,273,928 $4,273,928 0.08 $4,236,043
FHLMC 30yr Pool#QH0826 5.500% 01-Sep-2053, 5.50%, 09/01/53 FR 3133CC4K9 - - 4,232,647 $4,271,629 $4,271,629 0.08 $4,235,440
FNMA 30yr Pool#BX9422 5.500% 01-Mar-2053, 5.50%, 03/01/53 FN 3140NEPG4 - - 4,198,641 $4,206,604 $4,206,604 0.08 $4,170,121
Fannie Mae REMIC Trust 2020-98 AI 3.5% 25-JAN-2061, 3.50%, 01/25/61 FNR 2020-98 3136BDLE6 - - 19,418,746 $4,192,421 $4,192,421 0.08 $4,101,604
SREIT Commercial Mortgage Trust 2021-MFP B 5.5158% 15-NOV-2038, 5.52%, 11/15/38 SREIT 2021-MFP 78472UAC2 - - 4,194,208 $4,180,341 $4,180,341 0.08 $4,177,767
FNMA 30yr Pool#BX6124 6.500% 01-Jan-2053, 6.50%, 01/01/53 FN 3140NAYW7 - - 3,978,306 $4,170,301 $4,170,301 0.08 $4,131,789
Connecticut Avenue Securities Trust 2024-R06 1M2 5.95369% 25-SEP-2044, 5.95%, 09/25/44 CAS 2024-R06 20755RAC9 - - 4,125,699 $4,154,948 $4,154,948 0.08 $4,138,572
FHLMC 30yr Pool#QG2535 5.000% 01-May-2053, 5.00%, 05/01/53 FR 3133C2Y85 - - 4,212,831 $4,125,111 $4,125,111 0.08 $4,086,667
EFMT 2025-CES1 A1B 5.877% 25-JAN-2060, 5.88%, 01/25/60 EFMT 2025-CES1 26846VAB0 - - 4,079,078 $4,123,397 $4,123,397 0.08 $4,091,433
FNMA 30yr Pool#FS2135 4.000% 01-Nov-2049, 4.00%, 11/01/49 FN 3140XHLR6 - - 4,260,237 $4,023,849 $4,023,849 0.07 $3,962,678
FNMA 30yr Pool#FS1869 3.500% 01-Apr-2052, 3.50%, 04/01/52 FN 3140XHCF2 - - 4,352,057 $3,978,618 $3,978,618 0.07 $3,919,658
FHLMC 30yr Pool#QH7549 6.000% 01-Dec-2053, 6.00%, 12/01/53 FR 3133CLL61 - - 3,531,960 $3,897,386 $3,897,386 0.07 $3,582,185
FNMA 30yr Pool#FS2713 4.500% 01-Oct-2050, 4.50%, 10/01/50 FN 3140XJAP8 - - 3,938,572 $3,831,222 $3,831,222 0.07 $3,773,534
FNMA 30yr Pool#BX8700 5.500% 01-Mar-2053, 5.50%, 03/01/53 FN 3140NDU21 - - 3,736,578 $3,769,644 $3,769,644 0.07 $3,737,087
FHLMC 30yr Pool#SD1416 4.500% 01-Dec-2048, 4.50%, 12/01/48 FR 3132DNSD6 - - 3,755,698 $3,687,309 $3,687,309 0.07 $3,598,323
RAM 2024-1 A 5.95% 15-FEB-2039, 6.67%, 02/15/39 RAM 2024-1 751313AA5 - - 3,622,324 $3,637,563 $3,637,563 0.07 $3,634,879
FNMA 30yr Pool#FM7031 4.000% 01-Jan-2051, 4.00%, 01/01/51 FN 3140XAY55 - - 3,860,531 $3,634,668 $3,634,668 0.07 $3,582,554
FHLMC 30yr Pool#QG1347 6.000% 01-Mar-2053, 6.00%, 03/01/53 FR 3133C1P87 - - 3,488,292 $3,582,776 $3,582,776 0.07 $3,551,360
FHLMC 30yr Pool#QH1144 5.500% 01-Sep-2053, 5.50%, 09/01/53 FR 3133CDHV9 - - 3,536,277 $3,570,851 $3,570,851 0.07 $3,538,322
Finance Of America Structured Securities Trust Series 2024-S1|3.5|02/25/2074, 3.50%, 02/25/74 FASST 2024-S1 31740RAB6 - - 3,689,373 $3,563,895 $3,563,895 0.07 $3,555,286
FNMA 30yr Pool#FM1540 4.000% 01-Sep-2049, 4.00%, 09/01/49 FN 3140X4WA0 - - 3,712,331 $3,539,045 $3,539,045 0.07 $3,445,042
FHLMC 30yr Pool#QH6041 5.500% 01-Dec-2053, 5.50%, 12/01/53 FR 3133CJWA5 - - 3,449,366 $3,473,271 $3,473,271 0.06 $3,443,724
FHLMC 30yr Pool#QF7810 5.500% 01-Jan-2053, 5.50%, 01/01/53 FR 3133BVVB8 - - 3,395,314 $3,436,689 $3,436,689 0.06 $3,407,087
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 $3,400,714 $3,400,714 0.06 $3,398,460
JP Morgan Mortgage Trust 2024-CES1 A1B 6.019% 25-JUN-2054, 6.02%, 06/25/54 JPMMT 2024-CES1 46658CAB7 - - 3,355,451 $3,394,599 $3,394,599 0.06 $3,367,671
FNMA 30yr Pool#DA0036 6.500% 01-Sep-2053, 6.50%, 09/01/53 FN 3140A0BE8 - - 3,250,106 $3,390,682 $3,390,682 0.06 $3,358,379
FHLMC 30yr Pool#QG2539 6.500% 01-May-2053, 6.50%, 05/01/53 FR 3133C2ZC5 - - 3,243,472 $3,377,047 $3,377,047 0.06 $3,345,878
FNMA 30yr Pool#MA4026 4.000% 01-May-2050, 4.00%, 05/01/50 FN 31418DPL0 - - 3,542,948 $3,332,132 $3,332,132 0.06 $3,282,682
Reach ABS Trust 2024-2 A 5.88% 15-JUL-2031, 5.88%, 07/15/31 REACH 2024-2A 75525HAA8 - - 3,317,522 $3,331,242 $3,331,242 0.06 $3,329,075
BX Trust 2021-BXMF C 5.62727% 15-OCT-2038, 5.63%, 10/15/26 BX 2021-BXMF 05609RAJ3 - - 3,337,147 $3,318,525 $3,318,525 0.06 $3,316,435
FNMA 30yr Pool#BX8585 6.000% 01-Mar-2053, 6.00%, 03/01/53 FN 3140NDRF6 - - 3,242,587 $3,303,889 $3,303,889 0.06 $3,274,122
FIGRE Trust 2024-HE4 B 5.252% 25-SEP-2054, 5.25%, 09/25/54 FIGRE 2024-HE4 31684UAB7 - - 3,280,854 $3,247,684 $3,247,684 0.06 $3,236,196
FNMA 30yr Pool#BX3248 6.000% 01-Jan-2053, 6.00%, 01/01/53 FN 3140N7TE0 - - 3,161,670 $3,246,996 $3,246,996 0.06 $3,218,048
FNMA 30yr Pool#MA4056 4.000% 01-Jun-2050, 4.00%, 06/01/50 FN 31418DQJ4 - - 3,446,494 $3,214,330 $3,214,330 0.06 $3,188,524
FHLMC 30yr Pool#SD1111 4.000% 01-Jun-2050, 4.00%, 06/01/50 FR 3132DNGU1 - - 3,373,634 $3,212,512 $3,212,512 0.06 $3,150,962
Connecticut Avenue Securities Trust 2024-R02 1M2 6.15369% 25-FEB-2044, 6.15%, 02/25/44 CAS 2024-R02 20754GAE0 - - 3,168,862 $3,211,766 $3,211,766 0.06 $3,198,766
Connecticut Avenue Securities Trust 2024-R01 1M2 6.15369% 25-JAN-2044, 6.15%, 01/25/44 CAS 2024-R01 20753UAB6 - - 3,140,000 $3,183,332 $3,183,332 0.06 $3,170,451
Connecticut Avenue Securities, Series 2021-R01 1M2 5.90369% 25-OCT-2041, 5.90%, 10/25/41 CAS 2021-R01 20754RAB2 - - 3,158,965 $3,179,296 $3,179,296 0.06 $3,166,863
FHLMC 30yr Pool#QE6404 5.500% 01-Jul-2052, 5.50%, 07/01/52 FR 3133BGDH8 - - 3,129,425 $3,163,856 $3,163,856 0.06 $3,124,667
FNMA 30yr Pool#BV5379 3.000% 01-Apr-2052, 3.00%, 04/01/52 FN 3140MJ6R1 - - 3,578,037 $3,140,022 $3,140,022 0.06 $3,089,928
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 $3,038,952 $3,038,952 0.06 $3,037,042
Chase Mortgage Reference Notes, Series 2021-CL1 M1 5.55369% 25-FEB-2050, 5.55%, 02/25/50 CHASE 2021-CL1 46591HBX7 - - 3,091,911 $3,032,461 $3,032,461 0.06 $3,021,042
Gracie Point International Funding, Series 2024-1 B 6.52441% 01-MAR-2028, 6.52%, 03/01/28 GPIF 2024-1A 38410KAB5 - - 3,007,000 $3,022,078 $3,022,078 0.06 $2,980,132
FHLMC 30yr Pool#SD2897 5.500% 01-May-2053, 5.50%, 05/01/53 FR 3132DQGE0 - - 2,898,717 $3,021,439 $3,021,439 0.06 $2,884,528
Fannie Mae Pool|4|03/01/2050, 4.00%, 03/01/50 FN 3140X8S24 - - 3,185,658 $3,011,914 $3,011,914 0.06 $2,963,154
FNMA 30yr Pool#MA3496 4.500% 01-Oct-2048, 4.50%, 10/01/48 FN 31418C3E2 - - 3,106,320 $3,010,472 $3,010,472 0.06 $2,976,156
FIGRE Trust 2024-HE3 C 6.229% 25-JUL-2054, 6.23%, 07/25/54 FIGRE 2024-HE3 31684GAC6 - - 2,945,704 $2,969,700 $2,969,700 0.05 $2,957,468
FNMA 30yr Pool#BX6955 6.000% 01-Feb-2053, 6.00%, 02/01/53 FN 3140NBWR8 - - 2,893,647 $2,964,250 $2,964,250 0.05 $2,936,882
FNMA 30yr Pool#BV8544 3.500% 01-May-2052, 3.50%, 05/01/52 FN 3140MNP67 - - 3,216,573 $2,940,548 $2,940,548 0.05 $2,894,525
FNMA 30yr Pool#BV5393 3.500% 01-Apr-2052, 3.50%, 04/01/52 FN 3140MJ7F6 - - 3,193,520 $2,913,824 $2,913,824 0.05 $2,878,758
FHLMC 30yr Pool#QI4878 6.000% 01-Apr-2054, 6.00%, 04/01/54 FR 3133WBM37 - - 2,618,687 $2,900,020 $2,900,020 0.05 $2,657,469
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 $2,884,139 $2,884,139 0.05 $2,882,344
FHLMC 30yr Pool#QE8542 5.500% 01-Aug-2052, 5.50%, 08/01/52 FR 3133BJP30 - - 2,801,641 $2,820,840 $2,820,840 0.05 $2,797,006
Saluda Grade Alternative Mortgage Trust 2024-FIG5 B 6.603% 25-APR-2054, 6.60%, 04/25/54 GRADE 2024-FIG5 79582MAB7 - - 2,712,416 $2,791,232 $2,791,232 0.05 $2,767,351
FNMA 30yr Pool#BY0905 6.000% 01-Mar-2053, 6.00%, 03/01/53 FN 3140NHAF5 - - 2,714,186 $2,787,788 $2,787,788 0.05 $2,763,259
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 $2,787,341 $2,787,341 0.05 $2,774,323
FNMA 30yr Pool#BX4784 5.000% 01-Mar-2053, 5.00%, 03/01/53 FN 3140N9J64 - - 2,832,583 $2,770,358 $2,770,358 0.05 $2,748,091
FNMA 30yr Pool#BV5394 3.500% 01-Apr-2052, 3.50%, 04/01/52 FN 3140MJ7G4 - - 2,971,916 $2,735,510 $2,735,510 0.05 $2,674,584
BX Trust 2021-BXMF G 7.785513% 15-OCT-2038, 7.79%, 10/15/26 BX 2021-BXMF 05609RAS3 - - 2,807,890 $2,733,898 $2,733,898 0.05 $2,714,463
FHLMC 30yr Pool#QG1908 5.000% 01-May-2053, 5.00%, 05/01/53 FR 3133C2DM7 - - 2,772,620 $2,711,921 $2,711,921 0.05 $2,689,587
FHLMC 30yr Pool#QF0488 5.500% 01-Sep-2052, 5.50%, 09/01/52 FR 3133BMRH0 - - 2,585,521 $2,709,445 $2,709,445 0.05 $2,580,898
FNMA 30yr Pool#BY0330 5.000% 01-May-2053, 5.00%, 05/01/53 FN 3140NGLL2 - - 2,764,885 $2,703,537 $2,703,537 0.05 $2,681,839
FNMA 30yr Pool#DA1511 5.500% 01-Oct-2053, 5.50%, 10/01/53 FN 3140A1VD6 - - 2,668,999 $2,674,195 $2,674,195 0.05 $2,650,332
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2024-DNA1 M2 6.30369% 25-FEB-2044, 6.30%, 02/25/44 STACR 2024-DNA1 35564NBA0 - - 2,617,368 $2,659,406 $2,659,406 0.05 $2,648,406
FNMA 30yr Pool#DA3538 6.000% 01-Oct-2053, 6.00%, 10/01/53 FN 3140A34Y6 - - 2,587,733 $2,651,031 $2,651,031 0.05 $2,624,531
FHLMC 30yr Pool#Q57869 4.000% 01-Aug-2048, 4.00%, 08/01/48 FG 3132Y1W79 - - 2,838,357 $2,649,189 $2,649,189 0.05 $2,643,512
ACHV ABS Trust 2024-1PL B 6.34% 25-APR-2031, 6.34%, 04/25/31 ACHV 2024-1PL 00092BAB0 - - 2,604,961 $2,636,167 $2,636,167 0.05 $2,625,156
FHLMC 30yr Pool#QF9276 5.500% 01-Mar-2053, 5.50%, 03/01/53 FR 3133BXJV4 - - 2,591,360 $2,616,201 $2,616,201 0.05 $2,594,340
Ginnie Mae REMIC Trust 2017-163 LO 0.0% 16-MAY-2041, 0.00%, 05/16/41 GNR 2017-163 38380KNA9 - - 3,469,915 $2,591,704 $2,591,704 0.05 $2,591,704
FNMA 30yr Pool#BY0338 6.500% 01-May-2053, 6.50%, 05/01/53 FN 3140NGLU2 - - 1,925,407 $2,561,018 $2,561,018 0.05 $1,985,535
PRPM 2024-RCF2 A1 3.75% 25-MAR-2054, 3.75%, 03/25/54 PRPM 2024-RCF2 693987AA7 - - 2,629,238 $2,543,971 $2,543,971 0.05 $2,537,398
FNMA 30yr Pool#CB4076 3.500% 01-Jul-2052, 3.50%, 07/01/52 FN 3140QPQ67 - - 2,748,056 $2,539,316 $2,539,316 0.05 $2,474,387
FHLMC 30yr Pool#SD3523 3.000% 01-Jun-2052, 3.00%, 06/01/52 FR 3132DQ4G8 - - 2,841,748 $2,471,388 $2,471,388 0.05 $2,441,287
FNMA 30yr Pool#DD4221 6.000% 01-Feb-2055, 6.00%, 02/01/55 FN DD4221 MTGE 3140B4VP2 - - 2,416,961 $2,460,344 $2,460,344 0.05 $2,453,093
FNMA 30yr Pool#BY8533 6.500% 01-Aug-2053, 6.50%, 08/01/53 FN 3140NRPT7 - - 2,327,507 $2,431,893 $2,431,893 0.04 $2,405,044
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 $2,427,534 $2,427,534 0.04 $2,426,017
FIGRE Trust 2024-HE1 B 6.506% 25-MAR-2054, 6.51%, 03/25/54 FIGRE 2024-HE1 31684HAB6 - - 2,334,304 $2,369,048 $2,369,048 0.04 $2,358,924
FNMA 30yr Pool#BY5913 5.500% 01-Sep-2053, 5.50%, 09/01/53 FN 3140NNSB2 - - 2,347,394 $2,367,455 $2,367,455 0.04 $2,347,508
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 $2,341,375 $2,341,375 0.04 $2,339,705
FHLMC 30yr Pool#QG2543 5.500% 01-May-2053, 5.50%, 05/01/53 FR 3133C2ZG6 - - 2,092,086 $2,339,809 $2,339,809 0.04 $2,089,653
FHLMC 30yr Pool#QG2098 5.000% 01-May-2053, 5.00%, 05/01/53 FR 3133C2KK3 - - 2,257,692 $2,237,636 $2,237,636 0.04 $2,190,080
FNMA 40yr Pool#BF0598 2.500% 01-Mar-2062, 2.50%, 03/01/62 FN 3140FXUY6 - - 2,721,184 $2,196,826 $2,196,826 0.04 $2,193,425
Bayview Opportunity Master Fund VII Trust 2024-CAR1 C 5.85369% 25-DEC-2031, 5.85%, 12/26/31 BVCLN 2024-CAR1 07336QAC6 - - 2,176,136 $2,193,828 $2,193,828 0.04 $2,185,336
Chase Mortgage Reference Notes, Series 2020-CL1 M2 6.93348% 25-OCT-2057, 6.94%, 10/25/57 CHASE 2020-CL1 46591HAH3 - - 2,114,299 $2,181,042 $2,181,042 0.04 $2,171,258
FHLMC 30yr Pool#QX7432 6.000% 01-Feb-2055, 6.00%, 02/01/55 FR 31426DHJ4 - - 2,137,079 $2,175,438 $2,175,438 0.04 $2,169,027
FNMA 30yr Pool#BX7685 6.000% 01-Feb-2053, 6.00%, 02/01/53 FN 3140NCRF8 - - 2,116,104 $2,170,367 $2,170,367 0.04 $2,150,275
FNMA 30yr Pool#FS3001 4.000% 01-Oct-2051, 4.00%, 10/01/51 FN 3140XJKP7 - - 2,274,865 $2,145,609 $2,145,609 0.04 $2,111,063
Blue Bridge Funding 2023-1 A 7.37% 15-NOV-2030, 7.37%, 11/15/30 BBEF 2023-1A 09531MAA8 - - 2,114,507 $2,138,523 $2,138,523 0.04 $2,136,791
Foundation Finance Trust 2023-2 A 6.53% 15-JUN-2049, 6.53%, 06/15/49 FFIN 2023-2A 35042RAA4 - - 2,070,991 $2,131,887 $2,131,887 0.04 $2,130,384
FNMA 30yr Pool#FS1640 4.000% 01-Apr-2052, 4.00%, 04/01/52 FN 3140XGZE2 - - 2,253,493 $2,129,134 $2,129,134 0.04 $2,088,507
FNMA 30yr Pool#CA7849 4.500% 01-Oct-2050, 4.50%, 10/01/50 FN 3140QFWK1 - - 2,121,855 $2,096,033 $2,096,033 0.04 $2,029,405
FHLMC 30yr Pool#QH7013 6.500% 01-Dec-2053, 6.50%, 12/01/53 FR 3133CKYJ1 - - 1,951,502 $2,068,635 $2,068,635 0.04 $2,016,513
Tricolor Auto Securitization Trust 2024-2 A 6.36% 15-DEC-2027, 6.36%, 12/15/27 TAST 2024-2A 89616PAA1 - - 2,044,590 $2,052,266 $2,052,266 0.04 $2,050,821
FNMA 30yr Pool#BP1500 3.000% 01-May-2050, 3.00%, 05/01/50 FN 3140K8U25 - - 2,328,825 $2,046,039 $2,046,039 0.04 $2,030,987
FHLMC 30yr Pool#QE0354 3.500% 01-Apr-2052, 3.50%, 04/01/52 FR 3133B9MB7 - - 2,245,043 $2,035,241 $2,035,241 0.04 $2,020,433
U.S. Auto Funding 2021-1 C 2.2% 15-MAY-2026, 2.20%, 05/15/26 USAUT 2021-1A 90355EAC5 - - 2,397,201 $2,012,413 $2,012,413 0.04 $2,011,827
FHLMC 30yr Pool#QE1072 3.500% 01-Apr-2052, 3.50%, 04/01/52 FR 3133BAFM8 - - 2,171,339 $1,992,753 $1,992,753 0.04 $1,954,103
FHLMC 30yr Pool#SI2017 4.000% 01-Dec-2048, 4.00%, 12/01/48 FR 3133USG21 - - 2,092,996 $1,983,327 $1,983,327 0.04 $1,946,743
Chase Mortgage Reference Notes, Series 2021-CL1 M3 5.90369% 25-FEB-2050, 5.90%, 02/25/50 CHASE 2021-CL1 46591HBZ2 - - 2,016,442 $1,964,028 $1,964,028 0.04 $1,956,091
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 $1,946,794 $1,946,794 0.04 $1,945,443
FHLMC 30yr Pool#QF9104 6.000% 01-Mar-2053, 6.00%, 03/01/53 FR 3133BXDH1 - - 1,611,958 $1,943,853 $1,943,853 0.04 $1,637,988
FHLMC 30yr Pool#QG2540 6.500% 01-May-2053, 6.50%, 05/01/53 FR 3133C2ZD3 - - 1,838,312 $1,914,125 $1,914,125 0.04 $1,895,720
FNMA 30yr Pool#BW0972 4.500% 01-Jul-2052, 4.50%, 07/01/52 FN 3140MSCJ2 - - 1,990,380 $1,902,323 $1,902,323 0.04 $1,887,150
FNMA 30yr Pool#BX8072 5.500% 01-Mar-2053, 5.50%, 03/01/53 FN 3140NC6J3 - - 1,885,688 $1,899,647 $1,899,647 0.04 $1,883,750
FHLMC 30yr Pool#SD1551 4.000% 01-Mar-2050, 4.00%, 03/01/50 FR 3132DNWL3 - - 1,968,381 $1,875,137 $1,875,137 0.03 $1,830,898
FHLMC 30yr Pool#QG2019 5.000% 01-May-2053, 5.00%, 05/01/53 FR 3133C2G44 - - 1,909,256 $1,868,600 $1,868,600 0.03 $1,852,466
NRZ MSR-Collateralized Notes, Series 2021-FHT1 A 3.104% 25-JUL-2026, 3.10%, 07/25/26 NZES 2021-FHT1 62955MAB2 - - 1,922,903 $1,857,453 $1,857,453 0.03 $1,853,474
FNMA 30yr Pool#BY0361 6.500% 01-Jun-2053, 6.50%, 06/01/53 FN 3140NGMK3 - - 1,737,381 $1,807,368 $1,807,368 0.03 $1,789,841
FNMA 30yr Pool#MA3521 4.000% 01-Nov-2048, 4.00%, 11/01/48 FN 31418C4F8 - - 1,900,280 $1,793,705 $1,793,705 0.03 $1,767,554
FHLMC 30yr Pool#QG3884 5.000% 01-Jun-2053, 5.00%, 06/01/53 FR 3133C4J54 - - 1,809,518 $1,775,826 $1,775,826 0.03 $1,761,654
FHLMC 30yr Pool#QH3309 5.500% 01-Oct-2053, 5.50%, 10/01/53 FR 3133CFVA4 - - 1,771,168 $1,774,053 $1,774,053 0.03 $1,758,831
Chase Mortgage Reference Notes, Series 2021-CL1 M2 5.70369% 25-FEB-2050, 5.70%, 02/25/50 CHASE 2021-CL1 46591HBY5 - - 1,816,498 $1,765,917 $1,765,917 0.03 $1,759,010
FHLMC 30yr Pool#SD0943 3.500% 01-Apr-2052, 3.50%, 04/01/52 FR 3132DNBL6 - - 1,904,572 $1,748,701 $1,748,701 0.03 $1,718,696
Fannie Mae Pool|4|08/01/2050, 4.00%, 08/01/50 FN 3140X8UA3 - - 1,850,795 $1,726,540 $1,726,540 0.03 $1,713,376
FHLMC 30yr Pool#QG2100 5.000% 01-May-2053, 5.00%, 05/01/53 FR 3133C2KM9 - - 1,752,260 $1,713,813 $1,713,813 0.03 $1,699,784
FHLMC 30yr Pool#QA2039 3.000% 01-Aug-2049, 3.00%, 08/01/49 FR 31334YHQ3 - - 1,926,984 $1,693,991 $1,693,991 0.03 $1,680,555
FNMA 30yr Pool#CB2681 3.500% 01-Jan-2052, 3.50%, 01/01/52 FN 3140QM6T6 - - 1,830,738 $1,691,721 $1,691,721 0.03 $1,652,209
Reach ABS Trust 2024-1 A 6.3% 15-FEB-2031, 6.30%, 02/18/31 REACH 2024-1A 75526PAA9 - - 1,670,028 $1,677,058 $1,677,058 0.03 $1,675,889
FHLMC 30yr Pool#SD4456 4.000% 01-Aug-2050, 4.00%, 08/01/50 FR 3132E05R9 - - 1,772,021 $1,666,447 $1,666,447 0.03 $1,644,427
FHLMC 30yr Pool#QG4266 5.000% 01-Jun-2053, 5.00%, 06/01/53 FR 3133C4W34 - - 1,696,659 $1,659,853 $1,659,853 0.03 $1,646,383
FHLMC 30yr Pool#QG4340 6.500% 01-Jun-2053, 6.50%, 06/01/53 FR 3133C4ZD9 - - 1,554,776 $1,618,754 $1,618,754 0.03 $1,603,864
FNMA 30yr Pool#DB3056 5.500% 01-May-2054, 5.50%, 05/01/54 FN 3140ACME0 - - 1,483,242 $1,600,104 $1,600,104 0.03 $1,479,220
FNMA 30yr Pool#BY0327 6.500% 01-May-2053, 6.50%, 05/01/53 FN 3140NGLH1 - - 1,526,354 $1,581,393 $1,581,393 0.03 $1,566,447
FHLMC 30yr Pool#Q58477 4.000% 01-Sep-2048, 4.00%, 09/01/48 FG 3132Y2M37 - - 1,682,394 $1,580,008 $1,580,008 0.03 $1,566,891
FNMA 30yr Pool#MA3415 4.000% 01-Jul-2048, 4.00%, 07/01/48 FN 31418CYM0 - - 1,617,018 $1,528,577 $1,528,577 0.03 $1,504,076
FNMA 30yr Pool#CA5573 4.000% 01-Apr-2050, 4.00%, 04/01/50 FN 3140QDFP4 - - 1,627,359 $1,518,420 $1,518,420 0.03 $1,506,530
FNMA 30yr Pool#CA1931 4.500% 01-Jun-2048, 4.50%, 06/01/48 FN 3140Q9ED1 - - 1,507,549 $1,457,030 $1,457,030 0.03 $1,444,378
FNMA 30yr Pool#BX4859 5.000% 01-May-2053, 5.00%, 05/01/53 FN 3140N9MH6 - - 1,488,269 $1,455,459 $1,455,459 0.03 $1,443,567
FNMA 30yr Pool#BT8051 5.500% 01-Jan-2053, 5.50%, 01/01/53 FN 3140LW5M5 - - 1,402,010 $1,420,020 $1,420,020 0.03 $1,407,142
FHLMC 30yr Pool#QF2561 5.500% 01-Nov-2052, 5.50%, 11/01/52 FR 3133BPZ27 - - 1,187,613 $1,412,550 $1,412,550 0.03 $1,189,719
Towd Point Mortgage Trust 2024-CES1 A1B 6.049% 25-JAN-2064, 6.05%, 01/25/64 TPMT 2024-CES1 89183CAB1 - - 1,396,460 $1,409,078 $1,409,078 0.03 $1,397,815
FNMA 30yr Pool#BX7860 5.500% 01-Mar-2053, 5.50%, 03/01/53 FN 3140NCWW5 - - 1,391,818 $1,402,829 $1,402,829 0.03 $1,390,482
FNMA 30yr Pool#BX0130 6.000% 01-Dec-2052, 6.00%, 12/01/52 FN 3140N4EC7 - - 1,364,662 $1,401,356 $1,401,356 0.03 $1,388,996
FNMA 30yr Pool#BY1896 5.500% 01-May-2053, 5.50%, 05/01/53 FN 3140NJDA9 - - 1,374,871 $1,385,639 $1,385,639 0.03 $1,373,272
FHLMC 30yr Pool#QG3885 6.500% 01-Jun-2053, 6.50%, 06/01/53 FR 3133C4J62 - - 1,327,093 $1,381,672 $1,381,672 0.03 $1,368,993
Lendbuzz Securitization Trust 2023-2 A2 7.09% 15-OCT-2028, 7.09%, 10/16/28 LBZZ 2023-2A 52608MAB4 - - 1,299,422 $1,315,956 $1,315,956 0.02 $1,314,932
FHLMC 30yr Pool#QG3616 5.000% 01-Jun-2053, 5.00%, 06/01/53 FR 3133C4AR5 - - 1,306,305 $1,282,640 $1,282,640 0.02 $1,272,023
FHLMC 30yr Pool#QG0818 5.000% 01-Apr-2053, 5.00%, 04/01/53 FR 3133C04B5 - - 1,294,877 $1,270,664 $1,270,664 0.02 $1,260,477
BX Commercial Mortgage Trust 2021-21M A 5.166% 15-OCT-2036, 5.17%, 10/15/36 BX 2021-21M 05609CAA5 - - 1,271,945 $1,267,764 $1,267,764 0.02 $1,267,033
FNMA 30yr Pool#BY0251 6.000% 01-Apr-2053, 6.00%, 04/01/53 FN 3140NGH52 - - 1,233,732 $1,266,511 $1,266,511 0.02 $1,255,183
FNMA 30yr Pool#AS6811 3.000% 01-Mar-2046, 3.00%, 03/01/46 FN 3138WGR97 - - 1,424,002 $1,256,775 $1,256,775 0.02 $1,244,064
FNMA 30yr Pool#BJ9181 5.000% 01-May-2048, 5.00%, 05/01/48 FN 3140HBFX1 - - 1,212,325 $1,255,802 $1,255,802 0.02 $1,195,398
FNMA 30yr Pool#MA3149 4.000% 01-Oct-2047, 4.00%, 10/01/47 FN 31418CQB3 - - 1,322,154 $1,251,757 $1,251,757 0.02 $1,232,440
FNMA 30yr Pool#FM7725 4.500% 01-Dec-2050, 4.50%, 12/01/50 FN 3140XBSP6 - - 1,284,191 $1,236,603 $1,236,603 0.02 $1,226,267
FNMA 40yr Pool#BF0167 3.000% 01-Feb-2057, 3.00%, 02/01/57 FN 3140FXFH0 - - 1,434,921 $1,224,864 $1,224,864 0.02 $1,207,437
FHLMC 30yr Pool#SD8003 4.000% 01-Jul-2049, 4.00%, 07/01/49 FR 3132DV3L7 - - 1,294,691 $1,216,578 $1,216,578 0.02 $1,201,467
FNMA 30yr Pool#FM9138 4.000% 01-Mar-2050, 4.00%, 03/01/50 FN 3140XDEL6 - - 1,272,407 $1,204,814 $1,204,814 0.02 $1,183,535
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-DNA5 M2 6.00369% 25-JAN-2034, 6.00%, 01/25/34 STACR 2021-DNA5 35564KHE2 - - 1,191,541 $1,201,523 $1,201,523 0.02 $1,196,754
FHLMC 30yr Pool#RJ2649 5.500% 01-Oct-2054, 5.50%, 10/01/54 FR 3142GS5K0 - - - $1,195,166 $1,195,166 0.02 $0
FHLMC 30yr Pool#QD9182 3.000% 01-Mar-2052, 3.00%, 03/01/52 FR 3133B7FX1 - - 1,337,431 $1,194,314 $1,194,314 0.02 $1,155,131
Connecticut Avenue Securities, Series 2021-R02 2B1 7.65369% 25-NOV-2041, 7.65%, 11/25/41 CAS 2021-R02 20754KAF8 - - 1,150,000 $1,182,715 $1,182,715 0.02 $1,176,847
FHLMC 30yr Pool#ZT2087 4.000% 01-Jun-2049, 4.00%, 06/01/49 FR 3132AEJ80 - - 1,246,738 $1,174,371 $1,174,371 0.02 $1,156,967
FNMA 30yr Pool#BX0804 5.500% 01-Nov-2052, 5.50%, 11/01/52 FN 3140N43N5 - - 1,148,914 $1,161,904 $1,161,904 0.02 $1,151,143
Connecticut Avenue Securities, Series 2021-R03 1M1 5.20369% 25-DEC-2041, 5.20%, 12/25/41 CAS 2021-R03 20754AAA1 - - 1,124,636 $1,126,271 $1,126,271 0.02 $1,122,369
FHLMC 30yr Pool#QG6538 5.500% 01-Jul-2053, 5.50%, 07/01/53 FR 3133C7HP5 - - 1,107,426 $1,117,618 $1,117,618 0.02 $1,108,337
FHLMC 30yr Pool#RA1087 4.500% 01-Jul-2049, 4.50%, 07/01/49 FR 3133KGF45 - - 1,163,951 $1,117,157 $1,117,157 0.02 $1,106,968
ACHV ABS Trust 2024-1PL C 6.42% 25-APR-2031, 6.42%, 04/25/31 ACHV 2024-1PL 00092BAC8 - - 1,086,393 $1,094,796 $1,094,796 0.02 $1,090,146
FHLMC 30yr Pool#RA1188 4.500% 01-Aug-2049, 4.50%, 08/01/49 FR 3133KGJ90 - - 1,129,787 $1,083,299 $1,083,299 0.02 $1,074,477
FHLMC 30yr Pool#QG6948 5.500% 01-Jul-2053, 5.50%, 07/01/53 FR 3133C7WH6 - - 1,063,845 $1,074,621 $1,074,621 0.02 $1,064,634
Connecticut Avenue Securities Trust 2022-R01 1M1 5.35369% 25-DEC-2041, 5.35%, 12/25/41 CAS 2022-R01 20754LAA7 - - 1,066,945 $1,069,171 $1,069,171 0.02 $1,065,363
FNMA 30yr Pool#AS7492 4.000% 01-Jul-2046, 4.00%, 07/01/46 FN 3138WHKE1 - - 1,115,412 $1,051,259 $1,051,259 0.02 $1,042,241
Fannie Mae Pool|5.5|08/01/2054, 5.50%, 08/01/54 FN 3140QU7H3 - - 1,050,943 $1,046,011 $1,046,011 0.02 $1,044,245
FNMA 30yr Pool#BV4203 3.500% 01-Apr-2052, 3.50%, 04/01/52 FN 3140MHU56 - - 1,098,931 $1,015,898 $1,015,898 0.02 $990,699
FNMA 30yr Pool#FM1598 4.000% 01-Feb-2049, 4.00%, 02/01/49 FN 3140X4X43 - - 1,073,207 $1,012,965 $1,012,965 0.02 $998,248
FNMA 30yr Pool#BV8484 3.500% 01-Apr-2052, 3.50%, 04/01/52 FN 3140MNNA0 - - 1,058,349 $961,040 $961,040 0.02 $954,036
GNMA II 30yr Pool#MA5021 4.500% 20-Feb-2048, 4.50%, 02/20/48 G2 36179TSJ5 - - 976,312 $953,532 $953,532 0.02 $941,290
FHLMC 30yr Pool#ZM8197 4.000% 01-Sep-2048, 4.00%, 09/01/48 FR 3131Y3DA1 - - 1,000,985 $938,843 $938,843 0.02 $931,039
FNMA 30yr Pool#DA3522 5.500% 01-Oct-2053, 5.50%, 10/01/53 FN 3140A34G5 - - 931,996 $933,499 $933,499 0.02 $925,478
FNMA 30yr Pool#CA6382 4.500% 01-Jul-2050, 4.50%, 07/01/50 FN 3140QECU4 - - 935,021 $900,254 $900,254 0.02 $892,954
Tricolor Auto Securitization Trust 2024-1 A 6.61% 15-OCT-2027, 6.61%, 10/15/27 TAST 2024-1A 89616LAA0 - - 738,954 $895,454 $895,454 0.02 $741,723
FNMA 30yr Pool#BV8485 3.500% 01-Apr-2052, 3.50%, 04/01/52 FN 3140MNNB8 - - 972,531 $881,736 $881,736 0.02 $875,232
FNMA 30yr Pool#AB9341 3.000% 01-May-2043, 3.00%, 05/01/43 FN 31417GLX2 - - 953,420 $865,982 $865,982 0.02 $853,817
FNMA 30yr Pool#CB4320 3.500% 01-Aug-2052, 3.50%, 08/01/52 FN 3140QPYS0 - - 938,778 $852,506 $852,506 0.02 $845,216
Upstart Securitization Trust 2021-1 C 4.06% 20-MAR-2031, 4.06%, 03/20/31 UPST 2021-1 91681NAC8 - - 842,444 $844,292 $844,292 0.02 $841,537
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA2 M1A 5.65369% 25-FEB-2042, 5.65%, 02/25/42 STACR 2022-DNA2 35564KRE1 - - 839,649 $844,049 $844,049 0.02 $840,885
FNMA 30yr Pool#BN4541 4.000% 01-Feb-2049, 4.00%, 02/01/49 FN 3140JMBK7 - - 890,810 $835,373 $835,373 0.02 $828,591
Gracie Point International Funding, Series 2023-2 A 6.67441% 01-MAR-2027, 6.67%, 03/01/27 GPIF 2023-2A 38410JAA0 - - 816,565 $830,864 $830,864 0.02 $819,206
ACHM Trust 2024-HE1 B 7.26% 25-MAY-2039, 7.26%, 05/25/39 ACHM 2024-HE1 00449TAB1 - - 801,607 $824,040 $824,040 0.02 $820,160
NRZ Excess Spread-Collateralized Notes, Series 2020-PLS1 A 3.844% 25-DEC-2025, 3.84%, 12/25/25 NZES 2020-PLS1 433674AA6 - - 777,671 $769,022 $769,022 0.01 $767,029
FHLMC 30yr Pool#ZT1926 3.000% 01-Nov-2043, 3.00%, 11/01/43 FR 3132AED78 - - 846,849 $761,533 $761,533 0.01 $754,332
FNMA 30yr Pool#BY0782 5.500% 01-Apr-2053, 5.50%, 04/01/53 FN 3140NG2Q2 - - 747,460 $752,965 $752,965 0.01 $746,641
FHLMC 30yr Pool#RA1999 4.500% 01-Jan-2050, 4.50%, 01/01/50 FR 3133KHGG5 - - 760,096 $739,312 $739,312 0.01 $722,884
FREMF 2019-KF70 Mortgage Trust C 10.44813% 25-SEP-2029, 10.45%, 09/25/29 FREMF 2019-KF70 30298UAJ0 - - 789,970 $726,310 $726,310 0.01 $720,807
GNMA II 30yr Pool#MA5264 4.000% 20-Jun-2048, 4.00%, 06/20/48 G2 36179TZ57 - - 765,661 $722,755 $722,755 0.01 $710,940
FNMA 30yr Pool#BY0866 5.500% 01-May-2053, 5.50%, 05/01/53 FN 3140NG6C9 - - 710,159 $716,119 $716,119 0.01 $709,333
FNMA 30yr Pool#BW0343 4.500% 01-May-2052, 4.50%, 05/01/52 FN 3140MRLZ8 - - 705,467 $672,365 $672,365 0.01 $667,174
FHLMC 30yr Pool#QD6555 3.000% 01-Feb-2052, 3.00%, 02/01/52 FR 3133B4H81 - - 767,097 $667,342 $667,342 0.01 $662,623
FNMA 30yr Pool#BW7489 6.000% 01-Nov-2052, 6.00%, 11/01/52 FN 3140N0KB0 - - 618,859 $636,123 $636,123 0.01 $629,895
FNMA 30yr Pool#AL6842 4.000% 01-May-2045, 4.00%, 05/01/45 FN 3138EPS88 - - 638,296 $614,283 $614,283 0.01 $601,285
Sequoia Mortgage Trust 2013-5 A1 2.5% 25-MAY-2043, 2.50%, 05/25/43 SEMT 2013-5 81745AAA5 - - 697,677 $606,057 $606,057 0.01 $603,731
FHLMC 30yr Pool#SD8047 4.500% 01-Feb-2050, 4.50%, 02/01/50 FR 3132DV5G6 - - 626,877 $604,733 $604,733 0.01 $599,564
FHLMC 30yr Pool#QE1073 3.500% 01-Apr-2052, 3.50%, 04/01/52 FR 3133BAFN6 - - 657,046 $596,598 $596,598 0.01 $592,286
FNMA 30yr Pool#BK9507 4.000% 01-Oct-2048, 4.00%, 10/01/48 FN 3140HPR58 - - 630,569 $592,958 $592,958 0.01 $588,124
MHC Commercial Mortgage Trust 2021-MHC A 5.237442% 15-APR-2038, 5.24%, 04/15/38 MHC 2021-MHC 55316VAA2 - - 586,117 $588,619 $588,619 0.01 $585,890
FNMA 30yr Pool#FS9027 5.500% 01-Jul-2053, 5.50%, 07/01/53 FN 3140XRA54 - - - $584,823 $584,823 0.01 $0
Prosper Marketplace Issuance Trust, Series 2024-1 A 6.12% 15-AUG-2029, 6.12%, 08/15/29 PMIT 2024-1A 74363CAA7 - - 561,788 $562,499 $562,499 0.01 $562,117
Towd Point Mortgage Trust 2024-CES2 A1B 6.35% 25-FEB-2064, 6.35%, 02/25/64 TPMT 2024-CES2 89182JAB7 - - 546,572 $553,900 $553,900 0.01 $549,272
FHLMC 15yr Pool#SB0116 2.500% 01-Nov-2034, 2.50%, 11/01/34 FR 3132CWDV3 - - 574,344 $544,604 $544,604 0.01 $536,693
FNMA 30yr Pool#CB8119 5.000% 01-Mar-2054, 5.00%, 03/01/54 FN 3140QUAV8 - - - $542,824 $542,824 0.01 $0
FHLMC 30yr Pool#QD9191 3.500% 01-Apr-2052, 3.50%, 04/01/52 FR 3133B7F86 - - 569,988 $517,754 $517,754 0.01 $513,851
FNMA 30yr Pool#AZ0869 4.000% 01-Jul-2045, 4.00%, 07/01/45 FN 3138YR6F0 - - 532,154 $515,048 $515,048 0.01 $499,290
FNMA 30yr Pool#BV7632 4.500% 01-Apr-2052, 4.50%, 04/01/52 FN 3140MMPS1 - - 486,574 $463,795 $463,795 0.01 $460,200
FNMA 30yr Pool#CB4329 3.500% 01-Jul-2052, 3.50%, 07/01/52 FN 3140QPY35 - - 462,701 $420,482 $420,482 0.01 $417,300
FHLMC 30yr Pool#SD1414 4.000% 01-Oct-2050, 4.00%, 10/01/50 FR 3132DNSB0 - - 447,027 $418,474 $418,474 0.01 $414,839
JP Morgan Mortgage Trust 2015-4 AM 3.0% 25-JUN-2045, 3.00%, 06/25/45 JPMMT 2015-4 46644VBP0 - - 494,949 $416,428 $416,428 0.01 $414,448
FNMA 30yr Pool#CA4646 3.000% 01-Feb-2048, 3.00%, 02/01/48 FN 3140QCEU6 - - 443,973 $393,125 $393,125 0.01 $389,757
FNMA 30yr Pool#BV6879 4.500% 01-Apr-2052, 4.50%, 04/01/52 FN 3140MLUD0 - - 409,602 $390,437 $390,437 0.01 $387,401
FNMA 30yr Pool#FS8308 5.000% 01-Jun-2054, 5.00%, 06/01/54 FN 3140XQGS0 - - - $388,410 $388,410 0.01 $0
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 $380,150 $380,150 0.01 $379,877
FNMA 30yr Pool#FM3447 4.000% 01-Nov-2049, 4.00%, 11/01/49 FN 3140X6ZM6 - - 371,220 $356,150 $356,150 0.01 $345,411
FHLMC 30yr Pool#QA8274 3.500% 01-Mar-2050, 3.50%, 03/01/50 FR 3133A3FP8 - - 392,773 $352,541 $352,541 0.01 $349,962
FHLMC 30yr Pool#ZN6461 4.000% 01-May-2049, 4.00%, 05/01/49 FR 3131YDFA7 - - 370,761 $346,620 $346,620 0.01 $343,684
FREED ABS Trust 2021-3FP D 2.37% 18-NOV-2028, 2.37%, 11/20/28 FREED 2021-3FP 30322MAD1 - - 333,370 $332,042 $332,042 0.01 $331,362
FHLMC 30yr Pool#SD1966 4.000% 01-Nov-2052, 4.00%, 11/01/52 FR 3132DPFF0 - - 351,385 $323,940 $323,940 0.01 $323,237
FNMA 30yr Pool#AR9225 3.000% 01-Mar-2043, 3.00%, 03/01/43 FN 3138W7HB3 - - 347,262 $313,551 $313,551 0.01 $309,100
FNMA 30yr Pool#FS6355 5.000% 01-Aug-2053, 5.00%, 08/01/53 FN 3140XNBZ6 - - - $312,313 $312,313 0.01 $0
Fannie Mae REMIC Trust 2017-9 VL 3.0% 25-JUL-2028, 3.00%, 07/25/28 FNR 2017-9 3136AVYH6 - - 303,802 $305,676 $305,676 0.01 $296,514
FHLMC 30yr Pool#ZT0391 4.000% 01-Nov-2047, 4.00%, 11/01/47 FR 3132ACNG1 - - 315,753 $298,197 $298,197 0.01 $295,534
FNMA 30yr Pool#FS2548 4.000% 01-Mar-2051, 4.00%, 03/01/51 FN 3140XHZN0 - - 316,209 $297,974 $297,974 0.01 $293,441
Fannie Mae Pool|4|03/01/2051, 4.00%, 03/01/51 FN 3140XHPY7 - - 309,186 $287,968 $287,968 0.01 $287,590
FHLMC 30yr Pool#QA5150 4.500% 01-Dec-2049, 4.50%, 12/01/49 FR 31346YWK5 - - 297,406 $286,814 $286,814 0.01 $284,459
FNMA 30yr Pool#AS8649 3.000% 01-Jan-2047, 3.00%, 01/01/47 FN 3138WJTF5 - - 319,477 $281,427 $281,427 0.01 $279,108
FNMA 30yr Pool#BN3899 4.000% 01-Dec-2048, 4.00%, 12/01/48 FN 3140JLKM5 - - 285,989 $270,620 $270,620 0.00 $266,014
FNMA 30yr Pool#BO9819 4.500% 01-Dec-2049, 4.50%, 12/01/49 FN 3140K54D6 - - 280,361 $270,427 $270,427 0.00 $268,156
FHLMC 30yr Pool#ZN4240 4.500% 01-Dec-2048, 4.50%, 12/01/48 FR 3131YAV98 - - 253,218 $267,863 $267,863 0.00 $242,592
FHLMC 15yr Pool#SB0040 2.500% 01-Dec-2033, 2.50%, 12/01/33 FR 3132CWBH6 - - 267,221 $261,594 $261,594 0.00 $254,832
FHLMC 30yr Pool#RJ1505 5.000% 01-May-2054, 5.00%, 05/01/54 FR 3142GRU73 - - - $258,379 $258,379 0.00 $0
FHLMC 30yr Pool#QA1615 3.500% 01-Aug-2049, 3.50%, 08/01/49 FR 31334XYL7 - - 275,095 $248,560 $248,560 0.00 $246,587
FNMA 30yr Pool#MA3908 4.500% 01-Jan-2050, 4.50%, 01/01/50 FN 31418DKW1 - - 255,074 $247,943 $247,943 0.00 $243,961
FNMA 30yr Pool#BV7132 4.500% 01-Apr-2052, 4.50%, 04/01/52 FN 3140ML4S6 - - 187,554 $246,286 $246,286 0.00 $177,373
Santander Bank Auto Credit Linked Notes Series 2022-C 6.986% 15-DEC-2032, 6.99%, 12/15/32 SBCLN 2022-C 80290CBG8 - - 242,830 $243,517 $243,517 0.00 $243,328
FNMA 30yr Pool#MA1327 3.000% 01-Jan-2043, 3.00%, 01/01/43 FN 31418APM4 - - 262,538 $236,125 $236,125 0.00 $233,856
Fannie Mae REMIC Trust 2012-126 SY 0.0% 25-NOV-2042, 0.00%, 11/25/42 FNR 2012-126 3136A9ZR2 - - 473,554 $233,480 $233,480 0.00 $233,480
FNMA 30yr Pool#BE3616 4.000% 01-May-2047, 4.00%, 05/01/47 FN 3140FPAS8 - - 242,124 $230,546 $230,546 0.00 $226,763
FNMA 30yr Pool#MA3687 4.000% 01-Jun-2049, 4.00%, 06/01/49 FN 31418DCZ3 - - 243,850 $229,347 $229,347 0.00 $226,292
FNMA 30yr Pool#BW0081 4.500% 01-Apr-2052, 4.50%, 04/01/52 FN 3140MRCT2 - - 231,487 $220,624 $220,624 0.00 $218,922
GNMA II 30yr Pool#MA5192 4.000% 20-May-2048, 4.00%, 05/20/48 G2 36179TXV2 - - 228,720 $216,058 $216,058 0.00 $212,588
FHLMC 30yr Pool#RA1088 4.500% 01-Jul-2049, 4.50%, 07/01/49 FR 3133KGF52 - - 205,923 $198,548 $198,548 0.00 $196,932
FNMA 30yr Pool#BW0072 4.500% 01-Apr-2052, 4.50%, 04/01/52 FN 3140MRCJ4 - - 171,885 $194,277 $194,277 0.00 $162,568
FNMA 30yr Pool#AB6280 3.000% 01-Sep-2042, 3.00%, 09/01/42 FN 31417C6S9 - - 210,002 $194,146 $194,146 0.00 $187,059
FHLMC 30yr Pool#SD8040 4.500% 01-Jan-2050, 4.50%, 01/01/50 FR 3132DV4Z5 - - 193,971 $191,039 $191,039 0.00 $185,520
FNMA 30yr Pool#CA4185 4.500% 01-Sep-2049, 4.50%, 09/01/49 FN 3140QBUK2 - - 184,805 $178,239 $178,239 0.00 $176,736
FNMA 30yr Pool#CA4035 4.500% 01-Aug-2049, 4.50%, 08/01/49 FN 3140QBPV4 - - 183,349 $176,791 $176,791 0.00 $175,343
FNMA 30yr Pool#BO2983 3.000% 01-Sep-2049, 3.00%, 09/01/49 FN 3140JXJ58 - - 198,080 $174,417 $174,417 0.00 $173,026
FHLMC 30yr Pool#ZT1320 4.000% 01-Nov-2048, 4.00%, 11/01/48 FR 3132ADPD4 - - 170,350 $160,947 $160,947 0.00 $158,452
FNMA 30yr Pool#AB7563 3.000% 01-Jan-2043, 3.00%, 01/01/43 FN 31417EMM0 - - 175,815 $159,020 $159,020 0.00 $157,501
FHLMC 30yr Pool#ZA7158 4.500% 01-Jun-2049, 4.50%, 06/01/49 FR 31329Q5T4 - - 160,123 $153,656 $153,656 0.00 $152,284
FNMA 30yr Pool#FS2546 4.000% 01-Mar-2051, 4.00%, 03/01/51 FN 3140XHZL4 - - 158,565 $149,049 $149,049 0.00 $147,490
GNMA II 30yr Pool#BK5879 4.500% 20-Nov-2048, 4.50%, 11/20/48 G2 3617J6Q80 - - 142,953 $138,379 $138,379 0.00 $137,257
FNMA 30yr Pool#MA1229 3.000% 01-Oct-2042, 3.00%, 10/01/42 FN 31418ALK2 - - 149,459 $135,262 $135,262 0.00 $133,920
GNMA II 30yr Pool#MA5753 4.000% 20-Feb-2049, 4.00%, 02/20/49 G2 36179UMA7 - - 147,288 $134,856 $134,856 0.00 $133,783
GNMA II 30yr Pool#MA5866 4.000% 20-Apr-2049, 4.00%, 04/20/49 G2 36179UQT2 - - 134,361 $130,546 $130,546 0.00 $122,551
FNMA 20yr Pool#AB9283 3.000% 01-Apr-2038, 3.00%, 04/01/38 FN 31417GJ56 - - 138,020 $125,142 $125,142 0.00 $123,583
GNMA II 30yr Pool#BF6874 4.500% 20-Jul-2048, 4.50%, 07/20/48 G2 3617GDT77 - - 128,590 $124,265 $124,265 0.00 $123,183
FNMA 30yr Pool#BV7131 4.500% 01-Apr-2052, 4.50%, 04/01/52 FN 3140ML4R8 - - 130,200 $124,098 $124,098 0.00 $123,134
FNMA 30yr Pool#BU4910 5.500% 01-Sep-2054, 5.50%, 09/01/54 FN 3140M6N41 - - - $117,822 $117,822 0.00 $0
FNMA 30yr Pool#BM3282 3.500% 01-Dec-2047, 3.50%, 12/01/47 FN 3140J7UG8 - - 123,703 $114,842 $114,842 0.00 $112,829
FHLMC 30yr Pool#ZT1633 4.000% 01-Mar-2047, 4.00%, 03/01/47 FR 3132ADY69 - - 113,824 $112,665 $112,665 0.00 $106,752
FNMA 30yr Pool#CA3683 4.500% 01-Jun-2049, 4.50%, 06/01/49 FN 3140QBCV8 - - 112,627 $110,940 $110,940 0.00 $107,710
FNMA 30yr Pool#CA0108 3.500% 01-Aug-2047, 3.50%, 08/01/47 FN 3140Q7DN4 - - 112,178 $104,305 $104,305 0.00 $102,317
FHLMC 30yr Pool#QE0318 4.500% 01-Mar-2052, 4.50%, 03/01/52 FR 3133B9K78 - - 109,212 $104,112 $104,112 0.00 $103,292
Fannie Mae REMIC Trust 2013-130 FN 4.81817% 25-OCT-2042, 4.82%, 10/25/42 FNR 2013-130 3136AHG53 - - 100,548 $98,972 $98,972 0.00 $98,650
FHLMC 30yr Pool#ZM7577 4.500% 01-Aug-2048, 4.50%, 08/01/48 FR 3131Y2M21 - - 101,141 $97,712 $97,712 0.00 $96,903
FNMA 30yr Pool#BJ8459 3.000% 01-Aug-2049, 3.00%, 08/01/49 FN 3140HAMH0 - - 102,009 $91,651 $91,651 0.00 $87,034
FNMA 30yr Pool#BO4113 3.000% 01-Aug-2049, 3.00%, 08/01/49 FN 3140JYSB3 - - 92,697 $79,753 $79,753 0.00 $79,090
FHLMC 30yr Pool#ZM7926 5.000% 01-Sep-2048, 5.00%, 09/01/48 FR 3131Y2YX0 - - 78,659 $78,016 $78,016 0.00 $77,329
Sequoia Mortgage Trust 2019-CH3 A19 4.0% 25-OCT-2049, 4.00%, 09/25/49 SEMT 2019-CH3 81748GBN0 - - 84,713 $76,367 $76,367 0.00 $75,915
FNMA 30yr Pool#BY0334 6.000% 01-May-2053, 6.00%, 05/01/53 FN 3140NGLQ1 - - - $75,251 $75,251 0.00 $0
FNMA 30yr Pool#MA1447 3.000% 01-May-2043, 3.00%, 05/01/43 FN 31418ATD0 - - 81,122 $72,839 $72,839 0.00 $72,207
FHLMC 30yr Pool#QA2159 3.000% 01-Aug-2049, 3.00%, 08/01/49 FR 31334YMG9 - - 84,013 $72,247 $72,247 0.00 $71,680
FNMA 30yr Pool#AS8547 3.000% 01-Nov-2046, 3.00%, 11/01/46 FN 3138WJP93 - - 72,742 $63,683 $63,683 0.00 $63,187
FNMA 30yr Pool#BD2453 3.000% 01-Jan-2047, 3.00%, 01/01/47 FN 3140F9WP6 - - 71,526 $63,502 $63,502 0.00 $62,695
FHLMC 15yr Pool#ZK8962 3.000% 01-Sep-2032, 3.00%, 09/01/32 FR 3131XC5X1 - - 62,426 $60,992 $60,992 0.00 $59,940
Fannie Mae REMIC Trust 2006-20 GF 4.81817% 25-APR-2036, 4.82%, 04/25/36 FNR 2006-20 31395BU43 - - 60,073 $59,497 $59,497 0.00 $59,304
FHLMC 15yr Pool#ZS7403 3.000% 01-May-2031, 3.00%, 05/01/31 FR 3132A8GL7 - - 57,502 $57,246 $57,246 0.00 $55,735
Fannie Mae REMIC Trust 2010-109 BS 5.89061% 25-OCT-2040, 5.89%, 10/25/40 FNR 2010-109 31398NTM6 - - 41,248 $54,542 $54,542 0.00 $54,209
Freddie Mac Multiclass Certificates, Series 3380 FM 5.04919% 15-OCT-2037, 5.04%, 10/15/37 FHR 3380 31397KTJ0 - - 46,165 $45,947 $45,947 0.00 $45,921
Freddie Mac Multiclass Certificates, Series 3721 FB 4.95919% 15-SEP-2040, 4.95%, 09/15/40 FHR 3721 3137GAD20 - - 45,667 $45,114 $45,114 0.00 $45,089
FNMA 15yr Pool#BO5957 3.000% 01-Dec-2034, 3.00%, 12/01/34 FN 3140K1TP1 - - 46,500 $44,769 $44,769 0.00 $44,176
Saluda Grade Alternative Mortgage Trust 2023-FIG3 A 7.067% 25-AUG-2053, 7.07%, 08/25/53 GRADE 79582AAA5 - - - $42,677 $42,677 0.00 $0
Ginnie Mae REMIC Trust 2008-013 FB 4.93307% 20-FEB-2038, 4.93%, 02/20/38 GNR 2008-13 38375PNL1 - - 42,691 $42,616 $42,616 0.00 $42,446
FNMA 15yr Pool#BO7717 3.000% 01-Nov-2034, 3.00%, 11/01/34 FN 3140K3SF0 - - 43,936 $42,440 $42,440 0.00 $41,839
FNMA 30yr Pool#BO1857 4.500% 01-Aug-2049, 4.50%, 08/01/49 FN 3140JWB33 - - 43,342 $41,790 $41,790 0.00 $41,454
FNMA 30yr Pool#BC0870 3.500% 01-Jan-2046, 3.50%, 01/01/46 FN 3140EU6G9 - - 38,661 $35,382 $35,382 0.00 $35,084
FHLMC 15yr Pool#ZK9163 3.000% 01-Jan-2033, 3.00%, 01/01/33 FR 3131XDFC4 - - 35,505 $34,711 $34,711 0.00 $34,069
Ginnie Mae REMIC Trust 2007-040 FG 4.75307% 20-JUL-2037, 4.75%, 07/20/37 GNR 2007-40 38375KZS4 - - 32,755 $32,470 $32,470 0.00 $32,345
Ginnie Mae REMIC Trust 2004-069 CF 4.83307% 20-JUL-2034, 4.83%, 07/20/34 GNR 2004-69 38374JAT3 - - 29,051 $28,781 $28,781 0.00 $28,668
Ginnie Mae REMIC Trust 2010-133 FD 4.86541% 16-OCT-2040, 4.87%, 10/16/40 GNR 2010-133 38377MHV1 - - 26,405 $26,761 $26,761 0.00 $26,203
FNMA 30yr Pool#BX4782 5.500% 01-Mar-2053, 5.50%, 03/01/53 FN 3140N9J49 - - - $26,655 $26,655 0.00 $0
Fannie Mae REMIC Trust 2013-2 QF 4.96817% 25-FEB-2043, 4.97%, 02/25/43 FNR 2013-2 3136AB4P5 - - 26,012 $25,832 $25,832 0.00 $25,746
Ginnie Mae REMIC Trust 2007-059 FA 4.93307% 20-OCT-2037, 4.93%, 10/20/37 GNR 2007-59 38375LPU8 - - 25,898 $25,728 $25,728 0.00 $25,625
FHLMC 30yr Pool#ZN2165 4.500% 01-Dec-2048, 4.50%, 12/01/48 FR 3131Y8MN2 - - 23,788 $23,017 $23,017 0.00 $22,812
FNMA 30yr Pool#BX4791 5.500% 01-Feb-2053, 5.50%, 02/01/53 FN 3140N9KD7 - - - $22,265 $22,265 0.00 $0
Ginnie Mae REMIC Trust 2004-059 FP 4.73541% 16-AUG-2034, 4.74%, 08/16/34 GNR 2004-59 38374HYS3 - - 20,748 $21,087 $21,087 0.00 $20,539
Ginnie Mae REMIC Trust 2008-016 FC 4.93307% 20-FEB-2038, 4.93%, 02/20/38 GNR 2008-16 383742FU2 - - 20,948 $20,911 $20,911 0.00 $20,828
Ginnie Mae REMIC Trust 2007-037 FW 4.74307% 20-JUN-2037, 4.74%, 06/20/37 GNR 2007-37 38375KNR9 - - 21,068 $20,869 $20,869 0.00 $20,788
Ginnie Mae REMIC Trust 2005-065 FA 4.58307% 20-AUG-2035, 4.58%, 08/20/35 GNR 2005-65 38374LL25 - - 21,068 $20,745 $20,745 0.00 $20,667
Freddie Mac Multiclass Certificates, Series 2426 FL 5.10919% 15-MAR-2032, 5.10%, 03/15/32 FHR 2426 31339W7G5 - - 19,709 $19,680 $19,680 0.00 $19,669
Fannie Mae REMIC Trust 2002-53 FK 4.86817% 25-APR-2032, 4.87%, 04/25/32 FNR 2002-53 31392EHN3 - - 19,218 $19,102 $19,102 0.00 $19,039
Ginnie Mae REMIC Trust 2005-048 AF 4.63307% 20-JUN-2035, 4.63%, 06/20/35 GNR 2005-48 38374LHM6 - - 17,404 $17,109 $17,109 0.00 $17,044
FHLMC 30yr Pool#QG2537 5.500% 01-May-2053, 5.50%, 05/01/53 FR 3133C2ZA9 - - - $16,744 $16,744 0.00 $0
Fannie Mae REMIC Trust 2005-83 KT 4.76817% 25-OCT-2035, 4.77%, 10/25/35 FNR 2005-83 31394FUL7 - - 16,269 $16,108 $16,108 0.00 $16,057
FHLMC 30yr Pool#ZT0252 3.000% 01-Dec-2047, 3.00%, 12/01/47 FR 3132ACH52 - - 17,927 $16,058 $16,058 0.00 $15,714
Fannie Mae REMIC Trust 2007-89 GF 4.98817% 25-SEP-2037, 4.99%, 09/25/37 FNR 2007-89 31396XPM0 - - 15,266 $15,161 $15,161 0.00 $15,111
FHLMC 30yr Pool#QG4267 5.500% 01-Jun-2053, 5.50%, 06/01/53 FR 3133C4W42 - - - $15,098 $15,098 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 $13,550 $13,550 0.00 $13,543
Ginnie Mae REMIC Trust 2012-075 FP 4.73307% 20-JUL-2041, 4.73%, 07/20/41 GNR 2012-75 38378EZ55 - - 13,152 $13,084 $13,084 0.00 $13,034
FHLMC 30yr Pool#ZM2269 3.000% 01-Dec-2046, 3.00%, 12/01/46 FR 3131XVQW8 - - 13,353 $11,791 $11,791 0.00 $11,694
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 $10,850 $10,850 0.00 $10,845
Ginnie Mae REMIC Trust 2007-061 FA 4.93307% 20-OCT-2037, 4.75%, 10/20/37 GNR 2007-61 38375LLN8 - - 10,864 $10,845 $10,845 0.00 $10,804
Fannie Mae REMIC Trust 2003-87 FG 4.96817% 25-SEP-2033, 4.97%, 09/25/33 FNR 2003-87 31393E4W6 - - 10,796 $10,792 $10,792 0.00 $10,756
FNMA 15yr Pool#AS8207 2.500% 01-Oct-2031, 2.50%, 10/01/31 FN 3138WJDM7 - - 10,671 $10,420 $10,420 0.00 $10,181
Fannie Mae REMIC Trust 2010-123 FL 4.89817% 25-NOV-2040, 4.90%, 11/25/40 FNR 2010-123 31398N2W3 - - 10,452 $10,368 $10,368 0.00 $10,334
Freddie Mac Multiclass Certificates, Series 3738 FD 4.75919% 15-AUG-2040, 4.75%, 08/15/40 FHR 3738 3137GAYQ4 - - 9,921 $9,957 $9,957 0.00 $9,952
Freddie Mac Multiclass Certificates, Series 3028 FM 4.70919% 15-SEP-2035, 4.70%, 09/15/35 FHR 3028 31396AFB5 - - 9,753 $9,632 $9,632 0.00 $9,626
GNMA II 30yr Pool#BK6072 5.000% 20-Jan-2049, 5.00%, 01/20/49 G2 3617J6W91 - - 9,243 $9,167 $9,167 0.00 $9,069
FNMA 15yr Pool#BM1036 2.500% 01-Feb-2032, 2.50%, 02/01/32 FN 3140J5EJ4 - - 9,332 $9,164 $9,164 0.00 $8,904
FNMA 15yr Pool#AS7643 2.500% 01-Aug-2031, 2.50%, 08/01/31 FN 3138WHP55 - - 9,240 $9,086 $9,086 0.00 $8,817
Fannie Mae REMIC Trust 2002-16 VF 5.01817% 25-APR-2032, 5.02%, 04/25/32 FNR 2002-16 31392CWW0 - - 8,492 $8,489 $8,489 0.00 $8,460
FNMA 30yr Pool#BY0360 5.500% 01-Jun-2053, 5.50%, 06/01/53 FN 3140NGMJ6 - - - $8,297 $8,297 0.00 $0
Fannie Mae REMIC Trust 2012-100 FG 4.86817% 25-SEP-2042, 4.87%, 09/25/42 FNR 2012-100 3136A8QW3 - - 8,308 $8,207 $8,207 0.00 $8,181
FNMA 30yr Pool#BY0332 5.500% 01-May-2053, 5.50%, 05/01/53 FN 3140NGLN8 - - - $7,805 $7,805 0.00 $0
FHLMC 15yr Pool#ZK8405 2.500% 01-Dec-2031, 2.50%, 01/22/31 FR 3131XCKS5 - - 7,982 $7,798 $7,798 0.00 $7,603
Ginnie Mae REMIC Trust 2007-018 FD 4.73307% 20-APR-2037, 4.73%, 04/20/37 GNR 2007-18 38375JC86 - - 7,677 $7,592 $7,592 0.00 $7,563
Ginnie Mae REMIC Trust 2010-006 FG 5.03541% 16-JAN-2040, 5.04%, 01/16/40 GNR 2010-6 38376TSC7 - - 7,309 $7,378 $7,378 0.00 $7,299
Fannie Mae REMIC Trust 2010-95 FB 4.86817% 25-SEP-2040, 4.87%, 09/25/40 FNR 2010-95 31398NEX8 - - 7,235 $7,185 $7,185 0.00 $7,161
FHLMC 30yr Pool#QG2104 5.500% 01-May-2053, 5.50%, 05/01/53 FR 3133C2KR8 - - - $7,042 $7,042 0.00 $0
FNMA 30yr Pool#MA3694 4.500% 01-Jul-2049, 4.50%, 07/01/49 FN 31418DC83 - - 4,928 $4,795 $4,795 0.00 $4,713
Ginnie Mae REMIC Trust 1999-27 FE 4.83541% 16-AUG-2029, 4.84%, 08/16/29 GNR 1999-27 3837H2WA3 - - 3,964 $4,362 $4,362 0.00 $3,977
Freddie Mac Multiclass Certificates, Series 2469 FE 4.95919% 15-JUL-2032, 4.95%, 07/15/32 FHR 2469 31392RC58 - - 2,550 $2,564 $2,564 0.00 $2,563
FHLMC 30yr Pool#ZN0650 3.000% 01-Mar-2043, 3.00%, 03/01/43 FR 3131Y6WK1 - - 2,299 $2,073 $2,073 0.00 $2,046
Ginnie Mae REMIC Trust 2010-125 VF 4.78307% 20-JUN-2040, 4.78%, 06/20/40 GNR 2010-125 38377JYJ6 - - 415.00 $413 $413 0.00 $412
US 5YR NOTE (CBT) Jun25 JUN 25 FVM5 FUTURES_USD - 1,725 $185,801,368 $0 0.00 $0
US 2YR NOTE (CBT) Jun25 JUN 25 TUM5 FUTURES_USD - 2,466 $509,614,312 $0 0.00 $0
US 10YR NOTE (CBT)Jun25 JUN 25 TYM5 FUTURES_USD - -246.00 $-27,140,719 $0 0.00 $0
US ULTRA BOND CBT Jun25 JUN 25 WNM5 FUTURES_USD - -795.00 $-92,915,625 $0 0.00 $0
US 10yr Ultra Fut Jun25 JUN 25 UXYM5 FUTURES_USD - -452.00 $-50,814,688 $0 0.00 $0
GNMA II TBA 30yr 6.5% June Delivery, 6.50%, 06/23/25 G2SF 21H062669 - - -9,700,000 $-9,890,411 $-9,890,411 -0.18 $-9,890,411
UMBS TBA 30yr 3.5% June Delivery, 3.50%, 06/12/25 FNCL 01F032666 - - -154,153,000 $-136,635,824 $-136,635,824 -2.52 $-136,635,824
UMBS TBA 30yr 6% June Delivery, 6.00%, 06/12/25 FNCL 01F060667 - - -250,976,000 $-252,903,496 $-252,903,496 -4.67 $-252,903,496
UMBS TBA 30yr 4.5% June Delivery, 4.50%, 06/12/25 FNCL 01F042665 - - -370,562,390 $-349,178,717 $-349,178,717 -6.44 $-349,178,717
UMBS TBA 30yr 5% June Delivery, 5.00%, 06/12/25 FNCL 01F050668 - - -526,714,000 $-509,108,058 $-509,108,058 -9.39 $-509,108,058
UMBS TBA 30yr 4% June Delivery, 4.00%, 06/12/25 FNCL 01F040669 - - -575,916,155 $-527,608,884 $-527,608,884 -9.73 $-527,608,884
UMBS TBA 30yr 5.5% June Delivery, 5.50%, 06/12/25 FNCL 01F052664 - - -995,855,851 $-984,041,017 $-984,041,017 -18.15 $-984,041,017
SEGREGATED CASH SEGCASH - $0.00 26,024,745 $26,024,745 $26,024,745 0.48 $26,024,745
ALMSUM ALMSUM - $0.00 - $0 $0 0.00 $0
US DOLLARS USD MD_142224 - - -1,716,722,634 $-1,716,722,634 $-1,716,722,634 -31.67 $-1,716,722,634
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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