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For Financial Professionals in the US

Mortgage-Backed Securities ETF Holdings

Full Portfolio Holdings

(As of 08/22/2025)

Ticker Cusip Underlying Security Strike Price Quantity (Shares/ Par/ Units/ Contracts) Notional Value Market Value Weight % Current Market Value
UMBS TBA 30yr 2.5% September Delivery, 2.50%, 09/15/25 FNCL 01F022691 - - 1,691,910,894 $1,401,907,215 $1,401,907,215 23.40 $1,401,907,215
UMBS TBA 30yr 3% September Delivery, 3.00%, 09/15/25 FNCL 01F030694 - - 892,185,354 $771,432,527 $771,432,527 12.88 $771,432,527
GNMA II TBA 30yr 5% September Delivery, 5.00%, 09/22/25 G2SF 21H050698 - - 364,326,194 $359,592,504 $359,592,504 6.01 $359,592,504
UMBS TBA 30yr 2% September Delivery, 2.00%, 09/15/25 FNCL 01F020695 - - 402,248,255 $318,511,029 $318,511,029 5.32 $318,511,029
GNMA II TBA 30yr 5.5% September Delivery, 5.50%, 09/22/25 G2SF 21H052694 - - 253,922,000 $255,277,943 $255,277,943 4.27 $255,277,943
GNMA II TBA 30yr 4.5% September Delivery, 4.50%, 09/22/25 G2SF 21H042695 - - 259,406,488 $249,223,746 $249,223,746 4.17 $249,223,746
FNMA 30yr Pool#CC0839 6.000% 01-Aug-2055, 6.00%, 08/01/55 FN 3140Y64Z0 - - 199,120,764 $205,278,636 $205,278,636 3.43 $204,482,153
FNMA 30yr Pool#CB9430 5.500% 01-Nov-2054, 5.50%, 11/01/54 FN 3140QVPQ1 - - 189,073,738 $193,384,332 $193,384,332 3.24 $190,672,338
UMBS TBA 30yr 5% September Delivery, 5.00%, 09/15/25 FNCL 01F050692 - - 184,830,000 $181,809,138 $181,809,138 3.04 $181,809,138
UMBS TBA 30yr 5.5% September Delivery, 5.50%, 09/15/25 FNCL 01F052698 - - 177,857,000 $178,527,521 $178,527,521 2.99 $178,527,521
GNMA II TBA 30yr 3% September Delivery, 3.00%, 09/22/25 G2SF 21H030690 - - 187,159,962 $165,320,453 $165,320,453 2.77 $165,320,453
Fannie Mae REMIC Trust 2025-12 FC 5.45001% 25-MAR-2055, 5.45%, 03/25/55 FNR 2025-12 3136BVFC7 - - 158,100,735 $158,800,913 $158,800,913 2.66 $158,079,506
FNMA 30yr Pool#FS7252 5.000% 01-Nov-2053, 5.00%, 11/01/53 FN 3140XPBW8 - - 147,765,351 $148,295,973 $148,295,973 2.48 $145,896,141
UMBS TBA 30yr 6.5% September Delivery, 6.50%, 09/15/25 FNCL 01F062697 - - 132,991,000 $137,670,953 $137,670,953 2.31 $137,670,953
GNMA II TBA 30yr 3.5% September Delivery, 3.50%, 09/22/25 G2SF 21H032696 - - 147,859,377 $134,094,260 $134,094,260 2.25 $134,094,260
FNMA 30yr Pool#FS1133 4.000% 01-Oct-2051, 4.00%, 10/01/51 FN 3140XGHK8 - - 117,634,447 $112,897,596 $112,897,596 1.88 $111,013,556
FHLMC 30yr Pool#SL0335 5.500% 01-Feb-2055, 5.50%, 02/01/55 FR 31427MLR0 - - 108,546,514 $110,652,357 $110,652,357 1.85 $109,403,291
GNMA II TBA 30yr 4% September Delivery, 4.00%, 09/22/25 G2SF 21H040699 - - 114,954,688 $106,937,288 $106,937,288 1.78 $106,937,288
FNMA 30yr Pool#FM7460 4.000% 01-Mar-2051, 4.00%, 03/01/51 FN 3140XBJE1 - - 110,125,992 $105,576,933 $105,576,933 1.76 $103,927,704
Freddie Mac Multiclass Certificates, Series 5544 FC 5.35001% 25-JUN-2055, 5.35%, 06/25/55 FHR 5544 3137HLNP3 - - 91,800,160 $92,394,293 $92,394,293 1.54 $91,981,596
FNMA 30yr Pool#FS9022 5.500% 01-Aug-2054, 5.50%, 08/01/54 FN 3140XRAY1 - - 80,999,562 $82,763,360 $82,763,360 1.38 $81,663,911
FNMA 30yr Pool#FS8993 6.000% 01-Jul-2054, 6.00%, 07/01/54 FN 3140XQ7F8 - - 75,531,513 $80,535,444 $80,535,444 1.34 $77,542,285
FHLMC 30yr Pool#RJ4363 5.500% 01-Jun-2055, 5.50%, 06/01/55 FR 3142GUZ55 - - 77,525,354 $79,909,716 $79,909,716 1.33 $78,936,746
FNMA 30yr Pool#FA0574 5.500% 01-Jan-2055, 5.50%, 01/01/55 FN 3140W0T88 - - 72,529,768 $74,948,330 $74,948,330 1.25 $73,871,975
FHLMC 30yr Pool#SL1760 5.000% 01-Jul-2055, 5.00%, 07/01/55 FR 31427N5W5 - - 66,415,246 $66,984,182 $66,984,182 1.12 $66,079,240
FNMA 30yr Pool#FA0573 5.000% 01-Jan-2055, 5.00%, 01/01/55 FN 3140W0T70 - - 63,833,629 $64,478,231 $64,478,231 1.08 $63,590,104
FHLMC 30yr Pool#SL1188 5.500% 01-Apr-2055, 5.50%, 04/01/55 FR 31427NKA6 - - 59,912,356 $61,696,295 $61,696,295 1.03 $60,922,264
FHLMC 30yr Pool#QX7566 5.500% 01-Mar-2055, 5.50%, 03/01/55 FR 31426DMQ2 - - 56,442,385 $57,564,522 $57,564,522 0.96 $56,919,600
Fannie Mae REMIC Trust 2025-9 FA 5.55001% 25-MAR-2055, 5.55%, 03/25/55 FNR 2025-9 3136BVDC9 - - 51,748,241 $52,047,631 $52,047,631 0.87 $51,806,377
FNMA 30yr Pool#CB9613 5.500% 01-Dec-2054, 5.50%, 12/01/54 FN 3140QVVF8 - - 48,508,382 $49,428,108 $49,428,108 0.82 $48,918,516
FHLMC 30yr Pool#SL1146 5.000% 01-Mar-2055, 5.00%, 03/01/55 FR 31427NHY8 - - 48,489,712 $49,168,354 $49,168,354 0.82 $47,837,162
FNMA 30yr Pool#FA1534 4.500% 01-Jan-2054, 4.50%, 01/01/54 FN 3140W1V42 - - 49,424,493 $48,472,334 $48,472,334 0.81 $47,802,888
FHLMC 30yr Pool#SD7343 5.500% 01-Jan-2055, 5.50%, 01/01/55 FR 3132DVEQ4 - - 46,737,865 $48,153,097 $48,153,097 0.80 $47,532,693
FNMA 30yr Pool#FS9779 5.500% 01-Nov-2054, 5.50%, 11/01/54 FN 3140XR2M6 - - 44,240,973 $45,868,762 $45,868,762 0.77 $44,985,103
FHLMC 30yr Pool#SL0046 6.000% 01-Jan-2055, 6.00%, 01/01/55 FR 31427MBQ3 - - 42,581,211 $44,797,386 $44,797,386 0.75 $43,715,114
FNMA 30yr Pool#FA1951 6.000% 01-Jun-2055, 6.00%, 06/01/55 FN 3140W2EZ0 - - 41,368,343 $43,251,177 $43,251,177 0.72 $42,512,640
FNMA 30yr Pool#CB9966 5.000% 01-Feb-2055, 5.00%, 02/01/55 FN 3140QWCC4 - - 42,989,652 $42,782,400 $42,782,400 0.71 $42,639,101
FNMA 40yr Pool#BF0646 2.500% 01-Jun-2062, 2.50%, 06/01/62 FN 3140FXWG3 - - 50,362,527 $41,815,098 $41,815,098 0.70 $41,365,015
FHLMC 30yr Pool#ZT2413 4.000% 01-Feb-2041, 4.00%, 02/01/41 FR 3132AEVE3 - - 42,106,470 $41,769,529 $41,769,529 0.70 $40,894,088
FNMA 30yr Pool#FA1557 6.000% 01-May-2055, 6.00%, 05/01/55 FN 3140W1WT6 - - 39,581,818 $41,767,854 $41,767,854 0.70 $40,635,849
New Residential Mortgage LLC 6.545% 25-MAR-2032, 6.54%, 03/25/32 NZES 2025-FHT 64832EAA7 - - 41,058,824 $41,655,177 $41,655,177 0.69 $41,431,236
FNMA 30yr Pool#FS8121 4.000% 01-Jul-2052, 4.00%, 07/01/52 FN 3140XQAX5 - - 44,220,559 $41,624,085 $41,624,085 0.69 $41,506,163
FNMA 30yr Pool#FS8881 4.500% 01-Sep-2053, 4.50%, 09/01/53 FN 3140XQ2P1 - - 41,798,115 $41,234,176 $41,234,176 0.69 $40,700,949
FHLMC 30yr Pool#SD6787 4.000% 01-May-2053, 4.00%, 05/01/53 FR 3132DURG4 - - 41,752,432 $39,287,982 $39,287,982 0.66 $39,176,642
FHLMC 30yr Pool#SL0938 4.000% 01-Jul-2050, 4.00%, 07/01/50 FR 31427NBG3 - - 39,622,389 $38,943,964 $38,943,964 0.65 $38,111,234
FHLMC 30yr Pool#SI2101 4.000% 01-Sep-2048, 4.00%, 09/01/48 FR 3133USKN0 - - 40,173,837 $38,612,035 $38,612,035 0.64 $37,975,745
FNMA 30yr Pool#FA0576 5.500% 01-Jan-2055, 5.50%, 01/01/55 FN 3140W0UA1 - - 36,971,440 $38,197,680 $38,197,680 0.64 $37,603,890
FNMA 30yr Pool#CB8694 6.000% 01-Jun-2054, 6.00%, 06/01/54 FN 3140QUUU8 - - 35,175,498 $37,528,641 $37,528,641 0.63 $36,569,978
FNMA 40yr Pool#BF0598 2.500% 01-Mar-2062, 2.50%, 03/01/62 FN 3140FXUY6 - - 44,765,022 $37,344,033 $37,344,033 0.62 $36,770,995
FHLMC 30yr Pool#SL1632 4.000% 01-Nov-2053, 4.00%, 11/01/53 FR 31427NY60 - - 39,329,552 $37,056,958 $37,056,958 0.62 $36,952,079
FNMA 30yr Pool#FS9794 5.000% 01-Nov-2054, 5.00%, 11/01/54 FN 3140XR3C7 - - 35,902,419 $36,265,197 $36,265,197 0.60 $35,765,452
JP MORGAN MORTGAGE TRUST 2 5.777% 55, 5.50%, 11/25/55 JPMMT 2025-5MPR 46593VAD9 - - 33,813,815 $35,024,746 $35,024,746 0.58 $33,987,119
FHLMC 30yr Pool#SL0208 5.000% 01-Dec-2054, 5.00%, 12/01/54 FR 31427MGS4 - - 33,573,163 $34,355,959 $34,355,959 0.57 $33,445,082
FHLMC 30yr Pool#SL1072 4.500% 01-Apr-2053, 4.50%, 04/01/53 FR 31427NFN4 - - 35,064,935 $34,041,278 $34,041,278 0.57 $33,936,084
FNMA 30yr Pool#FA0635 5.000% 01-Jan-2055, 5.00%, 01/01/55 FN 3140W0V51 - - 33,381,408 $33,261,983 $33,261,983 0.55 $32,932,177
FNMA 30yr Pool#FA0603 4.500% 01-Sep-2051, 4.50%, 09/01/51 FN 3140W0U52 - - 33,385,141 $33,191,602 $33,191,602 0.55 $32,611,873
FNMA 40yr Pool#BF0698 3.500% 01-Dec-2062, 3.50%, 12/01/62 FN 3140FXX49 - - 35,868,141 $32,830,858 $32,830,858 0.55 $32,054,399
Fannie Mae Pool|4.5|07/01/2053, 4.50%, 07/01/53 FN 3140W2WG2 - - 33,831,742 $32,773,097 $32,773,097 0.55 $32,671,601
FNMA 30yr Pool#FS9788 5.500% 01-Nov-2054, 5.50%, 11/01/54 FN 3140XR2W4 - - 30,668,884 $31,674,194 $31,674,194 0.53 $30,983,099
FNMA 30yr Pool#BW7371 5.500% 01-Feb-2053, 5.50%, 02/01/53 FN 3140N0FM2 - - 30,326,953 $31,290,747 $31,290,747 0.52 $30,993,986
FHLMC 30yr Pool#SD6982 5.000% 01-Nov-2054, 5.00%, 11/01/54 FR 3132DUXK8 - - 30,429,495 $30,614,025 $30,614,025 0.51 $30,330,097
FNMA 30yr Pool#FS8335 4.500% 01-Jan-2051, 4.50%, 01/01/51 FN 3140XQHM2 - - 30,576,546 $30,404,441 $30,404,441 0.51 $29,868,330
FNMA 30yr Pool#FS3883 4.500% 01-Feb-2053, 4.50%, 02/01/53 FN 3140XKJ50 - - 30,789,486 $30,165,333 $30,165,333 0.50 $29,762,227
NRM MSR-Collateralized Notes, Series 2024-FNT1 A 7.398% 25-NOV-2029, 7.40%, 11/25/31 NZES 2024-FNT1 62956YAA7 - - 29,015,516 $29,430,345 $29,430,345 0.49 $29,251,464
FNMA 30yr Pool#FS8681 4.500% 01-Oct-2050, 4.50%, 10/01/50 FN 3140XQUF2 - - 28,738,343 $28,505,338 $28,505,338 0.48 $28,072,704
FHLMC 30yr Pool#SL0367 4.500% 01-Dec-2054, 4.50%, 12/01/54 FR 31427MMR9 - - 29,151,954 $28,299,100 $28,299,100 0.47 $28,051,260
FHLMC 30yr Pool#SD3271 5.500% 01-Jun-2053, 5.50%, 06/01/53 FR 3132DQT48 - - 25,962,033 $27,025,762 $27,025,762 0.45 $26,440,915
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-HQA3 M2 6.45001% 25-SEP-2041, 6.45%, 09/25/41 STACR 2021-HQA3 35564KJP5 - - 26,457,865 $26,812,925 $26,812,925 0.45 $26,665,973
RCKT Mortgage Trust 2025-CES5 A1A 5.687% 25-MAY-2055, 5.69%, 05/25/55 RCKT 2025-CES5 74942CAA7 - - 24,537,728 $25,029,386 $25,029,386 0.42 $24,818,205
FNMA 30yr Pool#FS6257 4.000% 01-Jun-2053, 4.00%, 06/01/53 FN 3140XM5T9 - - 26,293,343 $24,946,425 $24,946,425 0.42 $24,552,442
METRONET INFRASTRUCTURE ISSU 5.4% 55, 5.40%, 08/20/55 MNET 2025-2A 59170JAX6 - - 24,600,000 $24,881,444 $24,881,444 0.42 $24,840,854
FNMA 30yr Pool#FS9239 4.500% 01-Jan-2051, 4.50%, 01/01/51 FN 3140XRHR9 - - 24,915,074 $24,751,338 $24,751,338 0.41 $24,337,989
FNMA 30yr Pool#CB9642 5.000% 01-Dec-2054, 5.00%, 12/01/54 FN 3140QVWC4 - - 23,355,081 $23,600,693 $23,600,693 0.39 $23,236,924
FNMA 30yr Pool#FS9771 4.000% 01-Oct-2052, 4.00%, 10/01/52 FN 3140XR2D6 - - 25,102,425 $23,599,628 $23,599,628 0.39 $23,532,689
FHLMC 30yr Pool#SL0730 4.500% 01-Mar-2053, 4.50%, 03/01/53 FR 31427MY47 - - 23,949,391 $23,485,099 $23,485,099 0.39 $23,157,126
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2025-HQA1 M2 6.00001% 25-FEB-2045, 6.00%, 02/25/45 STACR 2025-HQA1 35564NHA4 - - 23,060,148 $23,217,659 $23,217,659 0.39 $23,098,515
PRET 2025-RPL3 Trust A1 4.15% 25-APR-2065, 4.15%, 04/25/65 PRET 2025-RPL3 69382RAA1 - - 23,283,403 $23,022,314 $23,022,314 0.38 $22,644,699
FNMA 30yr Pool#FM7840 4.000% 01-Apr-2050, 4.00%, 04/01/50 FN 3140XBWA4 - - 23,959,434 $22,966,908 $22,966,908 0.38 $22,610,910
FHLMC 30yr Pool#SD6989 5.500% 01-Nov-2054, 5.50%, 11/01/54 FR 3132DUXS1 - - 22,294,930 $22,959,770 $22,959,770 0.38 $22,523,351
FNMA 30yr Pool#FS7225 4.000% 01-Aug-2051, 4.00%, 08/01/51 FN 3140XPA33 - - 23,211,827 $22,476,440 $22,476,440 0.37 $21,941,803
FNMA 30yr Pool#FS4781 4.000% 01-Oct-2051, 4.00%, 10/01/51 FN 3140XLJ33 - - 23,442,776 $22,399,609 $22,399,609 0.37 $22,123,332
UMBS TBA 30yr 4.5% September Delivery, 4.50%, 09/15/25 FNCL 01F042699 - - 23,200,000 $22,252,953 $22,252,953 0.37 $22,252,953
FNMA 40yr Pool#BF0807 3.500% 01-Apr-2064, 3.50%, 04/01/64 FN 3140FX3R1 - - 23,708,121 $21,636,044 $21,636,044 0.36 $21,169,970
GNMA II TBA 30yr 2.5% September Delivery, 2.50%, 09/22/25 G2SF 21H022697 - - 25,296,414 $21,494,768 $21,494,768 0.36 $21,494,768
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-DNA6 B2 11.85001% 25-OCT-2041, 11.81%, 10/25/41 STACR 2021-DNA6 35564KLV9 - - 19,937,000 $21,418,580 $21,418,580 0.36 $21,026,314
FHLMC 30yr Pool#SL1567 4.500% 01-Jan-2055, 4.50%, 01/01/55 FR 31427NW54 - - 21,747,813 $21,384,288 $21,384,288 0.36 $21,043,099
FNMA 30yr Pool#CB7112 5.500% 01-Sep-2053, 5.50%, 09/01/53 FN 3140QS3W9 - - 20,715,303 $21,287,557 $21,287,557 0.36 $21,081,773
FNMA 40yr Pool#BF0713 4.000% 01-Mar-2063, 4.00%, 03/01/63 FN 3140FXYK2 - - 22,500,358 $21,231,661 $21,231,661 0.35 $20,820,371
FNMA 40yr Pool#BF0226 3.500% 01-Jan-2058, 3.50%, 01/01/58 FN 3140FXHC9 - - 22,830,354 $21,102,229 $21,102,229 0.35 $20,850,729
FNMA 30yr Pool#FS9880 4.500% 01-Sep-2054, 4.50%, 09/01/54 FN 3140XR6S9 - - 21,612,458 $20,971,403 $20,971,403 0.35 $20,796,434
FNMA 30yr Pool#FS6382 4.000% 01-Aug-2051, 4.00%, 08/01/51 FN 3140XNCU6 - - 21,791,643 $20,900,971 $20,900,971 0.35 $20,599,324
FHLMC 30yr Pool#QJ9063 5.000% 01-Nov-2054, 5.00%, 11/01/54 FR 3133D1B81 - - 20,796,367 $20,748,925 $20,748,925 0.35 $20,561,690
Finance of America Structured Securities Trust, 2025-S1 A1 3.5% 25-FEB-2075, 3.50%, 02/25/75 FASST 2025-S1 31741BAB0 - - 21,360,728 $20,654,241 $20,654,241 0.34 $20,591,306
FHLMC 30yr Pool#SL0913 4.500% 01-May-2054, 4.50%, 05/01/54 FR 31427NAP4 - - 20,343,723 $20,225,237 $20,225,237 0.34 $19,661,317
FHLMC 30yr Pool#SL0850 4.000% 01-Jul-2049, 4.00%, 07/01/49 FR 31427M5L1 - - 20,403,915 $20,183,222 $20,183,222 0.34 $19,778,599
FINANCE OF AMERICA STRUC 3.28125% 74, 3.50%, 04/25/74 FASST 2024-S3 31739WAB8 - - 20,581,075 $19,995,729 $19,995,729 0.33 $19,935,179
FNMA 30yr Pool#FA0654 4.500% 01-Dec-2054, 4.50%, 12/01/54 FN 3140W0WQ4 - - 20,546,946 $19,934,425 $19,934,425 0.33 $19,771,152
FNMA 30yr Pool#FS9116 6.000% 01-Sep-2054, 6.00%, 09/01/54 FN 3140XRDW2 - - 18,447,809 $19,636,155 $19,636,155 0.33 $18,939,059
FNMA 30yr Pool#FS5028 4.000% 01-Oct-2051, 4.00%, 10/01/51 FN 3140XLSS8 - - 20,422,707 $19,522,082 $19,522,082 0.33 $19,273,243
RCKT Mortgage Trust 2025-CES7 A1A 5.377% 25-JUL-2055, 5.38%, 07/25/55 RCKT 2025-CES7 74943AAA0 - - 18,857,000 $19,132,205 $19,132,205 0.32 $18,980,114
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA2 M2 8.10001% 25-FEB-2042, 8.10%, 02/25/42 STACR 2022-DNA2 35564KRN1 - - 18,101,929 $18,905,263 $18,905,263 0.32 $18,779,002
FNMA 30yr Pool#FS8709 4.500% 01-Jan-2051, 4.50%, 01/01/51 FN 3140XQVB0 - - 19,082,030 $18,882,473 $18,882,473 0.31 $18,640,052
FNMA 30yr Pool#FS9476 4.000% 01-Jun-2053, 4.00%, 06/01/53 FN 3140XRQ65 - - 19,854,531 $18,718,559 $18,718,559 0.31 $18,533,819
FNMA 30yr Pool#FS2863 4.000% 01-Sep-2052, 4.00%, 09/01/52 FN 3140XJFD0 - - 19,752,349 $18,614,041 $18,614,041 0.31 $18,561,368
FNMA 30yr Pool#FA1549 5.500% 01-May-2055, 5.50%, 05/01/55 FN 3140W1WK5 - - 17,845,513 $18,521,384 $18,521,384 0.31 $18,157,609
Structured Agency Credit Risk (STACR) Debt Notes, Series 2024-HQA2 M2 6.15001% 25-AUG-2044, 6.15%, 08/25/44 STACR 2024-HQA2 35564NEC3 - - 18,000,000 $18,203,954 $18,203,954 0.30 $18,108,629
FNMA 30yr Pool#DA1525 6.000% 01-Oct-2053, 6.00%, 10/01/53 FN 3140A1VT1 - - 17,509,136 $18,163,002 $18,163,002 0.30 $17,983,354
FNMA 30yr Pool#CB4128 4.500% 01-Jul-2052, 4.50%, 07/01/52 FN 3140QPSS7 - - 18,384,049 $18,078,727 $18,078,727 0.30 $17,784,865
FNMA 30yr Pool#CB8221 5.500% 01-Mar-2054, 5.50%, 03/01/54 FN 3140QUD37 - - 17,342,174 $17,758,268 $17,758,268 0.30 $17,505,059
FHLMC 30yr Pool#SD5963 6.000% 01-Jul-2054, 6.00%, 07/01/54 FR 3132DTTU4 - - 16,640,175 $17,642,824 $17,642,824 0.29 $17,083,289
FHLMC 30yr Pool#QH3192 6.000% 01-Oct-2053, 6.00%, 10/01/53 FR 3133CFRM3 - - 16,824,917 $17,598,947 $17,598,947 0.29 $17,350,139
PRPM 2025-RCF3 LLC 5.25% 55, 5.25%, 07/25/55 PRPM 2025-RCF3 69392PAA3 - - 17,310,000 $17,553,669 $17,553,669 0.29 $17,341,622
Homeward Opportunities Fund Trust 2024-RTL1 A1 7.12% 25-JUL-2029, 7.12%, 07/25/29 HOF 43789FAA1 - - 17,261,000 $17,441,312 $17,441,312 0.29 $17,338,897
FNMA 30yr Pool#FM4738 4.000% 01-Sep-2050, 4.00%, 09/01/50 FN 3140X8HQ3 - - 17,843,943 $17,201,024 $17,201,024 0.29 $16,772,735
Huntington Bank Auto Credit-Linked Notes, Series 2024-2 B1 5.442% 20-OCT-2032, 5.44%, 10/20/32 HACLN 2024-2 44644NAG4 - - 16,629,092 $16,760,315 $16,760,315 0.28 $16,747,746
FNMA 40yr Pool#BF0806 3.500% 01-Apr-2064, 3.50%, 04/01/64 FN 3140FX3Q3 - - 18,549,812 $16,722,800 $16,722,800 0.28 $16,604,165
FNMA 40yr Pool#BF0801 2.500% 01-Apr-2064, 2.50%, 04/01/64 FN 3140FX3K6 - - 19,718,574 $16,487,223 $16,487,223 0.28 $16,165,896
FHLMC 30yr Pool#SL0644 4.500% 01-Mar-2053, 4.50%, 03/01/53 FR 31427MWE7 - - 16,566,767 $16,215,905 $16,215,905 0.27 $16,017,229
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2025-HQA1 M1 5.50001% 25-FEB-2045, 5.50%, 02/25/45 STACR 2025-HQA1 35564NGZ0 - - 15,769,539 $15,858,618 $15,858,618 0.26 $15,783,931
Vontive Mortgage Trust 2025-RTL1 A1 6.507% 25-MAR-2030, 6.51%, 03/25/30 VNTV 2025-RTL1 928884AA3 - - 15,444,000 $15,773,749 $15,773,749 0.26 $15,690,004
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 $15,511,997 $15,511,997 0.26 $15,342,202
PRPM 2025-5 0%30, 5.93%, 07/25/30 PRPM 2025-5 69392RAA9 - - 15,326,000 $15,509,739 $15,509,739 0.26 $15,301,460
FNMA 30yr Pool#FA0122 4.500% 01-Dec-2054, 4.50%, 12/01/54 FN 3140W0D44 - - 15,590,601 $15,330,798 $15,330,798 0.26 $15,001,945
PRET 2025-RPL1 Trust A1 4.0% 25-JUL-2069, 4.00%, 07/25/69 PRET 2025-RPL1 69392FAA5 - - 15,701,474 $15,280,120 $15,280,120 0.25 $15,101,487
FHLMC 30yr Pool#SD6558 6.000% 01-Sep-2054, 6.00%, 09/01/54 FR 3132DUJB4 - - 14,279,098 $15,182,288 $15,182,288 0.25 $14,659,338
Vista Point Securitization Trust 2025-CES2 A1 5.601% 25-AUG-2055, 5.60%, 08/25/55 VSTA 2025-CES2 92842UAA0 - - 15,000,000 $15,171,140 $15,171,140 0.25 $15,045,118
Connecticut Avenue Securities, Series 2021-R03 1M2 6.00001% 25-DEC-2041, 6.00%, 12/25/41 CAS 2021-R03 20754AAB9 - - 14,835,000 $15,002,221 $15,002,221 0.25 $14,925,573
FNMA 30yr Pool#FS9909 5.000% 01-Nov-2054, 5.00%, 11/01/54 FN 3140XSAK9 - - 14,822,538 $14,957,817 $14,957,817 0.25 $14,765,990
FNMA 30yr Pool#FS8717 6.000% 01-Jul-2054, 6.00%, 07/01/54 FN 3140XQVK0 - - 14,007,003 $14,924,240 $14,924,240 0.25 $14,379,998
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-DNA7 M2 6.15001% 25-NOV-2041, 6.15%, 11/25/41 STACR 2021-DNA7 35564KMH9 - - 14,550,000 $14,748,885 $14,748,885 0.25 $14,671,830
Galaxy Senior Participation Interest Trust 1|8.249753|07/31/2026, 8.25%, 07/31/26 GLXYT 2025-1 362922AA4 - - 14,167,383 $14,314,548 $14,314,548 0.24 $14,243,123
GS Mortgage-Backed Securities Trust 2025-RPL3 A1 4.1% 25-JUL-2065, 4.10%, 07/25/65 GSMBS 2025-RPL3 362963AA8 - - 14,588,260 $14,307,564 $14,307,564 0.24 $14,218,102
CONNECTICUT AVENUE SECUR 5.55001% 45, 5.52%, 07/25/45 CAS 2025-R05 20753CAB6 - - 14,214,337 $14,301,783 $14,301,783 0.24 $14,239,503
Chase Mortgage Reference Notes, Series 2020-CL1 M1 6.71448% 25-OCT-2057, 6.72%, 10/25/57 CHASE 2020-CL1 46591HAG5 - - 13,793,521 $14,237,812 $14,237,812 0.24 $14,157,345
FINANCE OF AMER STR TR 2024-S2 A1, 3.50%, 04/25/74 FASST 2024-S2 31739VAA2 - - 14,544,871 $14,188,638 $14,188,638 0.24 $14,145,934
FHLMC 30yr Pool#SD1143 4.500% 01-Sep-2050, 4.50%, 09/01/50 FR 3132DNHU0 - - 14,131,214 $14,048,901 $14,048,901 0.23 $13,803,906
BMP Commercial Mortgage Trust 2024-MF23 A 5.73504% 15-JUN-2041, 5.74%, 06/15/41 BMP 2024-MF23 05593JAA8 - - 14,000,000 $14,044,354 $14,044,354 0.23 $14,022,051
FNMA 30yr Pool#FA0470 6.000% 01-Jan-2055, 6.00%, 01/01/55 FN 3140W0QY4 - - 13,150,954 $13,822,777 $13,822,777 0.23 $13,501,153
FNMA 30yr Pool#FM5350 4.500% 01-Sep-2050, 4.50%, 09/01/50 FN 3140X85L7 - - 13,725,287 $13,557,053 $13,557,053 0.23 $13,365,010
FIGRE TRUST 2025-HE4 FLTG 2055 C, 5.71%, 07/25/55 FIGRE 2025-HE4 31684PAC6 - - 13,414,944 $13,516,864 $13,516,864 0.23 $13,401,985
FHLMC 30yr Pool#SL1665 4.500% 01-Jun-2053, 4.50%, 06/01/53 FR 31427NZ77 - - 13,839,754 $13,512,067 $13,512,067 0.23 $13,375,516
Foundation Finance Trust 2025-2 B 4.94% 15-APR-2052, 4.94%, 04/15/52 FFIN 2025-2A 35042NAB1 - - 13,050,000 $13,133,403 $13,133,403 0.22 $13,115,495
Ally Bank Auto Credit-Linked Notes, Series 2025-A C 4.844% 15-JUN-2033, 4.84%, 06/15/33 ABCLN 2025-A 02007G5F6 - - 13,085,000 $13,106,276 $13,106,276 0.22 $13,088,670
RCKT Mortgage Trust 2024-CES7 A1A 5.158% 25-OCT-2044, 5.16%, 10/25/44 RCKT 2024-CES7 749414AA6 - - 12,490,072 $13,054,277 $13,054,277 0.22 $12,486,993
FHLMC 30yr Pool#SD5994 4.500% 01-Sep-2050, 4.50%, 09/01/50 FR 3132DTUT5 - - 13,101,198 $13,002,265 $13,002,265 0.22 $12,797,747
FNMA 30yr Pool#DE6043 6.000% 01-Aug-2055, 6.00%, 08/01/55 FN 3140BJWD5 - - 12,527,596 $12,990,924 $12,990,924 0.22 $12,863,637
FNMA 40yr Pool#BF0731 2.500% 01-Jun-2063, 2.50%, 06/01/63 FN 3140FXY55 - - 15,509,224 $12,929,794 $12,929,794 0.22 $12,730,028
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 $12,660,850 $12,660,850 0.21 $12,520,841
Homeward Opportunities Fund Trust 2025-RRTL1 A1 5.476% 25-MAR-2040, 5.48%, 03/25/40 HOF 2025-RRTL1 437919AA1 - - 12,500,000 $12,583,445 $12,583,445 0.21 $12,526,404
PRET 2025-NPL4 A1 6.3677% 25-MAY-2055, 6.37%, 04/25/55 PRET 2025-NPL4 74136UAA3 - - 12,366,088 $12,490,453 $12,490,453 0.21 $12,424,833
FHLMC 30yr Pool#SL0509 4.500% 01-Jan-2055, 4.50%, 01/01/55 FR 31427MR78 - - 12,740,734 $12,391,249 $12,391,249 0.21 $12,259,681
FNMA 30yr Pool#FS6236 6.500% 01-Nov-2053, 6.50%, 11/01/53 FN 3140XM4W3 - - 11,245,575 $12,341,636 $12,341,636 0.21 $11,712,823
FNMA 30yr Pool#FA1548 4.500% 01-Sep-2053, 4.50%, 09/01/53 FN 3140W1WJ8 - - 12,489,506 $12,284,896 $12,284,896 0.20 $12,085,440
FNMA 30yr Pool#FS7541 4.000% 01-Jun-2052, 4.00%, 06/01/52 FN 3140XPLX5 - - 12,864,996 $12,277,720 $12,277,720 0.20 $12,140,907
FHLMC 30yr Pool#QG6755 5.500% 01-Jun-2053, 5.50%, 06/01/53 FR 3133C7QG5 - - 11,874,025 $12,226,705 $12,226,705 0.20 $12,100,561
FIGRE Trust 2025-HE3 A 5.56% 25-MAY-2055, 5.56%, 05/25/55 FIGRE 2025-HE3 31684LAA9 - - 12,047,367 $12,204,467 $12,204,467 0.20 $12,103,992
FHLMC 30yr Pool#SD5224 6.000% 01-Mar-2054, 6.00%, 03/01/54 FR 3132DSYV8 - - 11,410,724 $11,984,242 $11,984,242 0.20 $11,714,496
FNMA 30yr Pool#BY4134 5.500% 01-Jul-2053, 5.50%, 07/01/53 FN 3140NLSY6 - - 11,707,866 $11,926,679 $11,926,679 0.20 $11,815,774
TOWD POINT MORTGAGE TRUST 6.125% 65, 5.67%, 08/25/65 TPMT 2025-CES3 891949AC3 - - 11,840,000 $11,914,309 $11,914,309 0.20 $11,869,578
FNMA 30yr Pool#FS7117 6.500% 01-Feb-2054, 6.50%, 02/01/54 FN 3140XN4B7 - - 11,099,020 $11,698,756 $11,698,756 0.20 $11,560,178
FNMA 40yr Pool#BF0783 3.500% 01-Dec-2063, 3.50%, 12/01/63 FN 3140FX2R2 - - 12,789,064 $11,649,603 $11,649,603 0.19 $11,427,820
FHLMC 30yr Pool#QH3306 6.000% 01-Oct-2053, 6.00%, 10/01/53 FR 3133CFU72 - - 11,016,082 $11,471,080 $11,471,080 0.19 $11,359,970
FNMA 30yr Pool#FS5818 4.500% 01-Oct-2050, 4.50%, 10/01/50 FN 3140XMPC4 - - 11,577,963 $11,384,741 $11,384,741 0.19 $11,274,051
Huntington Bank Auto Credit-Linked Notes, Series 2024-1 B1 6.153% 20-MAY-2032, 6.15%, 05/20/32 HACLN 2024-1 44644NAA7 - - 11,214,349 $11,357,372 $11,357,372 0.19 $11,347,788
FNMA 30yr Pool#FS5362 4.500% 01-Dec-2050, 4.50%, 12/01/50 FN 3140XL5Y0 - - 11,425,506 $11,323,273 $11,323,273 0.19 $11,125,596
FNMA 30yr Pool#FS7613 4.500% 01-May-2052, 4.50%, 05/01/52 FN 3140XPN70 - - 11,215,656 $11,103,317 $11,103,317 0.19 $10,955,878
FNMA 30yr Pool#BX0421 5.500% 01-Nov-2052, 5.50%, 11/01/52 FN 3140N4PF8 - - 10,647,953 $10,901,583 $10,901,583 0.18 $10,792,865
FHLMC 30yr Pool#SL0869 4.500% 01-May-2053, 4.50%, 05/01/53 FR 31427M6F3 - - 11,115,474 $10,834,481 $10,834,481 0.18 $10,713,607
FHLMC 30yr Pool#RA7104 4.500% 01-Feb-2051, 4.50%, 02/01/51 FR 3133KN3M3 - - 10,751,025 $10,736,762 $10,736,762 0.18 $10,448,758
FIGRE TRUST 2025 HE4 FLTG 2055 B, 5.61%, 07/25/55 FIGRE 2025-HE4 31684PAB8 - - 10,386,005 $10,483,104 $10,483,104 0.17 $10,395,737
FIGRE TRUST 2025-HE4 5.408% 55, 5.41%, 07/25/55 FIGRE 2025-HE4 31684PAA0 - - 10,357,169 $10,461,589 $10,461,589 0.17 $10,377,571
FNMA 30yr Pool#FS6662 4.000% 01-Oct-2051, 4.00%, 10/01/51 FN 3140XNML5 - - 10,859,103 $10,405,619 $10,405,619 0.17 $10,247,913
FHLMC 30yr Pool#QH1500 6.000% 01-Sep-2053, 6.00%, 09/01/53 FR 3133CDUZ5 - - 10,024,918 $10,403,208 $10,403,208 0.17 $10,296,433
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-HQA4 M2 6.70001% 25-DEC-2041, 6.70%, 12/25/41 STACR 2021-HQA4 35564KNS4 - - 10,089,878 $10,285,209 $10,285,209 0.17 $10,226,996
Connecticut Avenue Securities Trust 2022-R01 1B2 10.35001% 25-DEC-2041, 10.35%, 12/25/41 CAS 2022-R01 20754LAJ8 - - 9,700,000 $10,254,279 $10,254,279 0.17 $10,167,827
Connecticut Avenue Securities Trust 2024-R05 2M2 6.05001% 25-JUL-2044, 6.05%, 07/25/44 CAS 2024-R05 20754XAC7 - - 10,060,000 $10,156,147 $10,156,147 0.17 $10,103,737
LHOME Mortgage Trust 2024-RTL3 A1 6.9% 25-MAY-2029, 6.90%, 05/25/29 LHOME 2024-RTL3 50205GAA0 - - 9,960,000 $10,122,813 $10,122,813 0.17 $10,065,543
RCKT Mortgage Trust 2024-CES9 A1B 5.683% 25-DEC-2044, 5.68%, 12/25/44 RCKT 2024-CES9 749426AB8 - - 9,742,549 $10,088,890 $10,088,890 0.17 $9,779,688
A&D Mortgage Trust 2025-NQM2 A1 5.79% 25-JUN-2070, 5.79%, 06/25/70 ADMT 2025-NQM2 00250EAC0 - - 9,924,015 $10,080,943 $10,080,943 0.17 $9,994,753
FNMA 30yr Pool#FS2144 3.500% 01-Jun-2052, 3.50%, 06/01/52 FN 3140XHL21 - - 10,621,330 $9,859,489 $9,859,489 0.16 $9,731,619
FHLMC 30yr Pool#QH4373 6.000% 01-Nov-2053, 6.00%, 11/01/53 FR 3133CG2E6 - - 9,443,505 $9,837,749 $9,837,749 0.16 $9,738,302
Saluda Grade Alternative Mortgage Trust 2023-RTL3 A1 7.0% 25-APR-2029, 7.00%, 04/25/29 GRADE 2023-RTL3 79583YAA2 - - 9,728,639 $9,772,296 $9,772,296 0.16 $9,670,145
Rithm Capital Corp. 8.0% 01-APR-2029, 8.00%, 04/01/29 RITM 64828TAB8 - - 9,213,000 $9,685,304 $9,685,304 0.16 $9,390,488
RCKT Mortgage Trust 2025-CES7 A1B 5.478% 25-JUL-2055, 5.48%, 07/25/55 RCKT 2025-CES7 74943AAB8 - - 9,500,000 $9,628,259 $9,628,259 0.16 $9,550,197
FHLMC 30yr Pool#RJ1754 4.500% 01-Jun-2054, 4.50%, 06/01/54 FR 3142GR5Q9 - - 9,865,577 $9,574,817 $9,574,817 0.16 $9,493,081
FNMA 30yr Pool#DA0026 6.000% 01-Sep-2053, 6.00%, 09/01/53 FN 3140A0A41 - - 9,220,397 $9,563,750 $9,563,750 0.16 $9,470,122
Brean Asset Backed Securities Trust 2024-RM8 A1 4.5% 25-MAY-2064, 4.50%, 05/25/64 BABS 2024-RM8 10637YAA3 - - 9,586,968 $9,445,516 $9,445,516 0.16 $9,409,019
RCKT Mortgage Trust 2025-CES6 A1A 5.472% 25-JUN-2055, 5.47%, 06/25/55 RCKT 2025-CES6 748949AA2 - - 9,126,432 $9,414,752 $9,414,752 0.16 $9,198,834
LHOME Mortgage Trust 2024-RTL5 A2 5.751% 25-SEP-2039, 5.75%, 09/25/39 LHOME 2024-RTL5 50205WAB3 - - 9,325,000 $9,387,851 $9,387,851 0.16 $9,343,161
FNMA 30yr Pool#FA1287 4.500% 01-Jul-2053, 4.50%, 07/01/53 FN 3140W1ND1 - - 9,486,747 $9,370,464 $9,370,464 0.16 $9,159,593
RCKT Mortgage Trust 2025-CES8|5.14773|08/25/2055, 5.15%, 08/25/55 RCKT 2025-CES8 74939WAA8 - - 9,300,000 $9,346,960 $9,346,960 0.16 $9,315,044
CONNECTICUT AVENUE SECUR 5.95001% 45, 5.92%, 07/25/45 CAS 2025-R05 20753CAC4 - - 9,254,000 $9,294,669 $9,294,669 0.16 $9,252,064
Alterna Funding III A 6.26% 15-MAY-2039, 6.26%, 05/16/39 TAX 2024-1A 02157JAA3 - - 9,172,989 $9,267,775 $9,267,775 0.15 $9,251,824
FHLMC 30yr Pool#SD7417 5.500% 01-Jan-2055, 5.50%, 01/01/55 FR 3132DVG25 - - 8,928,780 $9,184,155 $9,184,155 0.15 $9,093,344
FNMA 30yr Pool#FA0787 4.500% 01-Jan-2055, 4.50%, 01/01/55 FN 3140W02V6 - - 8,960,171 $8,693,243 $8,693,243 0.15 $8,621,861
Fannie Mae REMIC Trust 2022-65 FB 5.15001% 25-SEP-2052, 5.15%, 09/25/52 FNR 2022-65 3136BPCQ2 - - 8,703,522 $8,608,491 $8,608,491 0.14 $8,570,572
RCKT Mortgage Trust 2024-CES1 A1B 6.325% 25-FEB-2044, 6.33%, 02/25/44 RCKT 2024-CES1 749424AB3 - - 8,056,910 $8,528,235 $8,528,235 0.14 $8,115,198
Ally Bank Auto Credit-Linked Notes, Series 2025-A D 4.991% 15-JUN-2033, 4.99%, 06/15/33 ABCLN 2025-A 02007G5G4 - - 8,500,000 $8,516,300 $8,516,300 0.14 $8,504,516
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 $8,441,569 $8,441,569 0.14 $8,345,460
PRPM 2025-RPL4 A1, 3.00%, 05/25/55 PRPM 2025-RPL4 74448NAA2 - - 8,863,211 $8,419,131 $8,419,131 0.14 $8,305,889
ACHM Trust 2024-HE1 A 6.55% 25-MAY-2039, 6.55%, 05/25/39 ACHM 2024-HE1 00449TAA3 - - 8,238,358 $8,388,379 $8,388,379 0.14 $8,343,411
FIGRE Trust 2025-HE2 A 5.775% 25-MAR-2055, 5.78%, 03/25/55 FIGRE 2025-HE2 31684KAA1 - - 8,210,790 $8,355,202 $8,355,202 0.14 $8,284,076
FHLMC 30yr Pool#QX0520 5.500% 01-Dec-2054, 5.50%, 12/01/54 FR 31425USJ5 - - 7,865,183 $8,020,489 $8,020,489 0.13 $7,945,129
Structured Agency Credit Risk (STACR) Debt Notes, Series 2024-HQA1 M1 5.60001% 25-MAR-2044, 5.60%, 03/25/44 STACR 2024-HQA1 M1 35564NBX0 - - 7,960,993 $8,016,034 $8,016,034 0.13 $7,975,482
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 $7,813,872 $7,813,872 0.13 $7,800,848
PRPM 2025-RCF3, LLC, 5.77%, 08/25/30 PRPM 2025-6 69395KAA1 - - 7,712,000 $7,768,338 $7,768,338 0.13 $7,700,308
RCKT Mortgage Trust 2025-CES8|5.24863|08/25/2055, 5.25%, 08/25/55 RCKT 2025-CES8 74939WAB6 - - 7,653,000 $7,691,710 $7,691,710 0.13 $7,664,931
FNMA 30yr Pool#FS7397 6.000% 01-Mar-2054, 6.00%, 03/01/54 FN 3140XPGF0 - - 7,142,369 $7,643,769 $7,643,769 0.13 $7,332,565
Mello Mortgage Capital Acceptance 2024-SD1 A1 4.0% 25-APR-2054, 4.00%, 04/25/54 MELLO 58550DAA1 - - 7,774,305 $7,643,522 $7,643,522 0.13 $7,617,607
FNMA 30yr Pool#DB4017 6.000% 01-May-2054, 6.00%, 05/01/54 FN 3140ADPB1 - - 7,249,315 $7,608,224 $7,608,224 0.13 $7,442,359
FHLMC 30yr Pool#SD5223 6.000% 01-Apr-2054, 6.00%, 04/01/54 FR 3132DSYU0 - - 7,091,946 $7,602,853 $7,602,853 0.13 $7,280,799
Connecticut Avenue Securities Trust 2025-R01 1M2 5.85001% 25-JAN-2045, 5.85%, 01/25/45 CAS 2025-R01 20755JAC7 - - 7,526,000 $7,580,918 $7,580,918 0.13 $7,543,008
FNMA 30yr Pool#DD5556 6.000% 01-Mar-2055, 6.00%, 03/01/55 FN DD5556 MTGE 3140B6E68 - - 6,939,000 $7,199,002 $7,199,002 0.12 $7,125,132
FHLMC 30yr Pool#QG3912 5.500% 01-Jun-2053, 5.50%, 06/01/53 FR 3133C4KZ6 - - 6,883,221 $7,042,676 $7,042,676 0.12 $6,977,735
LHOME Mortgage Trust 2024-RTL4 A2 6.092% 25-JUL-2039, 6.09%, 07/25/39 LHOME 2024-RTL4 50205PAB8 - - 6,870,000 $6,913,522 $6,913,522 0.12 $6,878,645
Brean Asset Backed Securities Trust 2024-RM9 A1 5.0% 25-SEP-2064, 5.00%, 09/25/64 BABS 2024-RM9 10638DAA8 - - 6,933,850 $6,909,546 $6,909,546 0.12 $6,880,619
FNMA 30yr Pool#BY0337 6.500% 01-May-2053, 6.50%, 05/01/53 FN 3140NGLT5 - - 6,215,999 $6,872,090 $6,872,090 0.11 $6,463,193
FHLMC 30yr Pool#QH7040 6.000% 01-Dec-2053, 6.00%, 12/01/53 FR 3133CKZD3 - - 6,492,775 $6,733,751 $6,733,751 0.11 $6,668,626
Huntington Bank Auto Credit-Linked Notes, Series 2025-1 B 4.957% 20-MAR-2033, 4.96%, 03/21/33 HACLN 2025-1 446438SX2 - - 6,691,853 $6,708,205 $6,708,205 0.11 $6,703,597
Connecticut Avenue Securities Trust 2025-R04 25-MAY-2045, 5.55%, 05/25/45 CAS 2025-R04 20755TAB7 - - 6,659,213 $6,698,480 $6,698,480 0.11 $6,666,655
FNMA 30yr Pool#DA1456 5.500% 01-Sep-2053, 5.50%, 09/01/53 FN 3140A1TN7 - - 6,444,507 $6,666,312 $6,666,312 0.11 $6,503,379
PRET 2025-RPL2 Trust A1 4.0% 25-FEB-2065, 4.00%, 08/25/64 PRET 2025-RPL2 69392LAA2 - - 6,778,830 $6,644,744 $6,644,744 0.11 $6,604,071
FNMA 30yr Pool#FM4129 4.000% 01-Sep-2050, 4.00%, 09/01/50 FN 3140X7ST7 - - 6,850,527 $6,557,851 $6,557,851 0.11 $6,464,955
FNMA 30yr Pool#DA1468 6.000% 01-Sep-2053, 6.00%, 09/01/53 FN 3140A1T23 - - 5,939,887 $6,557,396 $6,557,396 0.11 $6,125,312
LHOME Mortgage Trust 2024-RTL1 A1 7.017% 25-JAN-2029, 7.02%, 01/25/29 LHOME 2024-RTL1 50205DAA7 - - 6,341,000 $6,414,173 $6,414,173 0.11 $6,377,094
PRPM 2025-RPL3 A1 3.25% 25-APR-2055, 3.25%, 04/25/55 PRPM 2025-RPL3 69392NAA8 - - 6,467,246 $6,354,370 $6,354,370 0.11 $6,264,526
FNMA 30yr Pool#DC7015 5.500% 01-Dec-2054, 5.50%, 12/01/54 FN 3140AUYM9 - - 6,217,526 $6,346,551 $6,346,551 0.11 $6,280,725
FHLMC 30yr Pool#SD3018 5.500% 01-May-2053, 5.50%, 05/01/53 FR 3132DQK70 - - 6,111,661 $6,272,967 $6,272,967 0.10 $6,175,273
Connecticut Avenue Securities Trust 2025-R01 1M1 5.45001% 25-JAN-2045, 5.45%, 01/25/45 CAS 2025-R01 20755JAB9 - - 6,161,222 $6,194,178 $6,194,178 0.10 $6,164,293
FNMA 30yr Pool#FM7479 4.500% 01-Jan-2050, 4.50%, 01/01/50 FN 3140XBJZ4 - - 6,194,252 $6,162,023 $6,162,023 0.10 $6,050,780
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 - - 6,052,803 $6,152,061 $6,152,061 0.10 $6,117,817
FHLMC 30yr Pool#SD3813 6.000% 01-Jul-2053, 6.00%, 07/01/53 FR 3132E0GW6 - - 5,773,651 $6,103,056 $6,103,056 0.10 $5,941,963
FHLMC 30yr Pool#QH2242 5.500% 01-Sep-2053, 5.50%, 09/01/53 FR 3133CEP30 - - 5,836,175 $5,960,369 $5,960,369 0.10 $5,889,491
FNMA 30yr Pool#FS1578 4.000% 01-Oct-2050, 4.00%, 10/01/50 FN 3140XGXG9 - - 6,155,886 $5,916,249 $5,916,249 0.10 $5,834,689
FHLMC 30yr Pool#QH4638 6.000% 01-Nov-2053, 6.00%, 11/01/53 FR 3133CHEK7 - - 5,610,114 $5,842,403 $5,842,403 0.10 $5,785,244
FNMA 30yr Pool#FS0088 4.000% 01-Mar-2050, 4.00%, 03/01/50 FN 3140XFC25 - - 5,998,915 $5,816,433 $5,816,433 0.10 $5,695,048
FHLMC 30yr Pool#SD2606 4.500% 01-Sep-2051, 4.50%, 09/01/51 FR 3132DP3P1 - - 5,771,072 $5,749,565 $5,749,565 0.10 $5,608,817
FHLMC 30yr Pool#QH4473 6.000% 01-Nov-2053, 6.00%, 11/01/53 FR 3133CG6J1 - - 5,482,026 $5,711,125 $5,711,125 0.10 $5,653,158
FHLMC 30yr Pool#QJ9072 6.000% 01-Nov-2054, 6.00%, 11/01/54 FR 3133D1CH0 - - 5,466,735 $5,670,390 $5,670,390 0.09 $5,612,310
RCKT Mortgage Trust 2025-CES1 A1A 5.653% 25-JAN-2045, 5.65%, 01/25/45 RCKT 2025-CES1 A1 749427AA8 - - 5,331,466 $5,550,026 $5,550,026 0.09 $5,381,517
PRPM 2025 RCF4 LLC 4.5% 55, 4.50%, 08/25/55 PRPM 2025-RCF4 69382WAA0 - - 5,539,000 $5,502,314 $5,502,314 0.09 $5,464,925
TOWD POINT MORTGAGE TRUST 2 5.75% 65, 5.40%, 08/25/65 TPMT 2025-CES3 891949BV0 - - 5,412,000 $5,440,594 $5,440,594 0.09 $5,421,111
LHOME Mortgage Trust 2024-RTL2 A1 7.128% 25-MAR-2029, 7.13%, 03/25/29 LHOME 50205JAA4 - - 5,293,684 $5,371,002 $5,371,002 0.09 $5,339,557
BX Trust 2021-SDMF A 5.067% 15-SEP-2034, 5.07%, 09/15/34 BX 2021-SDMF 12434CAA2 - - 5,355,350 $5,337,535 $5,337,535 0.09 $5,329,998
FNMA 30yr Pool#CA0706 4.000% 01-Nov-2047, 4.00%, 11/01/47 FN 3140Q7YC5 - - 5,577,927 $5,330,846 $5,330,846 0.09 $5,282,243
Structured Agency Credit Risk (STACR) Debt Notes, Series 2024-HQA1 M2 6.35001% 25-MAR-2044, 6.35%, 03/25/44 STACR 2024-HQA1 M2 35564NCA9 - - 5,088,000 $5,175,283 $5,175,283 0.09 $5,147,462
RCKT Mortgage Trust 2023-CES1 A1A 6.515% 25-JUN-2043, 6.51%, 06/25/43 RCKT 74935WAA2 - - 4,887,509 $5,159,041 $5,159,041 0.09 $4,909,814
Ginnie Mae REMIC Trust 2023-116 LF 5.64798% 20-AUG-2053, 5.65%, 08/20/53 GNR 2023-116 38384EFT7 - - 5,119,902 $5,142,724 $5,142,724 0.09 $5,138,710
FNMA 30yr Pool#BX5986 5.500% 01-Mar-2053, 5.50%, 03/01/53 FN 3140NAUL5 - - 4,976,036 $5,120,009 $5,120,009 0.09 $5,072,193
FNMA 30yr Pool#DA5019 6.500% 01-Nov-2053, 6.50%, 11/01/53 FN 3140A5SH2 - - 4,847,865 $5,103,388 $5,103,388 0.09 $5,051,364
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 $5,083,816 $5,083,816 0.08 $5,074,958
FNMA 30yr Pool#DA5072 6.500% 01-Nov-2053, 6.50%, 11/01/53 FN 3140A5T65 - - 4,806,901 $5,063,154 $5,063,154 0.08 $5,008,679
FIGRE TRUST 2025-FL1 5.265% 55, 5.26%, 07/25/55 FIGRE 2025-FL1 31684QAA8 - - 5,000,000 $5,043,861 $5,043,861 0.08 $5,004,374
RCKT Mortgage Trust 2024-CES6 A1B 5.546% 25-SEP-2044, 5.55%, 09/25/44 RCKT 2024-CES6 749410AB2 - - 4,812,698 $5,034,347 $5,034,347 0.08 $4,819,211
FNMA 30yr Pool#DD3307 6.000% 01-Feb-2055, 6.00%, 02/01/55 FN DD3307 MTGE 3140B3U91 - - 4,787,126 $4,964,032 $4,964,032 0.08 $4,915,536
FHLMC 30yr Pool#QF9863 5.500% 01-Mar-2053, 5.50%, 03/01/53 FR 3133BX5Y3 - - 4,829,446 $4,953,798 $4,953,798 0.08 $4,908,210
FHLMC 30yr Pool#QX6719 6.000% 01-Feb-2055, 6.00%, 02/01/55 FR 31426CPD0 - - 4,602,559 $4,875,851 $4,875,851 0.08 $4,726,018
ABL 2024-RTL1 A2 7.457% 25-SEP-2029, 7.46%, 09/25/29 ABL 2024-RTL1 00092EAB4 - - 4,840,000 $4,860,574 $4,860,574 0.08 $4,830,497
FIGRE Trust 2025-HE3 B 5.71% 25-MAY-2055, 5.71%, 05/25/55 FIGRE 2025-HE3 31684LAB7 - - 4,780,701 $4,834,812 $4,834,812 0.08 $4,793,865
FHLMC 30yr Pool#QH2259 6.000% 01-Sep-2053, 6.00%, 09/01/53 FR 3133CEQL9 - - 4,329,569 $4,796,574 $4,796,574 0.08 $4,446,832
FNMA 30yr Pool#FS3246 5.500% 01-Nov-2052, 5.50%, 11/01/52 FN 3140XJTC7 - - 4,427,702 $4,760,780 $4,760,780 0.08 $4,524,995
FHLMC 30yr Pool#QI8221 6.000% 01-Jun-2054, 6.00%, 06/01/54 FR 3133WFD20 - - 4,359,218 $4,726,675 $4,726,675 0.08 $4,475,300
FHLMC 30yr Pool#RA1100 4.000% 01-Jul-2049, 4.00%, 07/01/49 FR 3133KGGH5 - - 4,962,062 $4,722,292 $4,722,292 0.08 $4,682,401
Connecticut Avenue Securities Trust 2024-R02 1M1 5.45001% 25-FEB-2044, 5.45%, 02/25/44 CAS 2024-R02 20754GAA8 - - 4,593,446 $4,615,760 $4,615,760 0.08 $4,594,202
FHLMC 30yr Pool#QH5204 6.500% 01-Nov-2053, 6.50%, 11/01/53 FR 3133CHX91 - - 3,964,162 $4,602,384 $4,602,384 0.08 $4,150,963
FNMA 30yr Pool#BX9326 5.500% 01-Mar-2053, 5.50%, 03/01/53 FN 3140NELG8 - - 4,474,926 $4,590,070 $4,590,070 0.08 $4,547,907
FIGRE Trust 2025-HE3 C 5.91% 25-MAY-2055, 5.91%, 05/25/55 FIGRE 2025-HE3 31684LAC5 - - 4,493,859 $4,545,671 $4,545,671 0.08 $4,505,833
FNMA 30yr Pool#BX0419 5.500% 01-Nov-2052, 5.50%, 11/01/52 FN 3140N4PD3 - - 4,249,028 $4,399,458 $4,399,458 0.07 $4,302,622
FHLMC 30yr Pool#QH0826 5.500% 01-Sep-2053, 5.50%, 09/01/53 FR 3133CC4K9 - - 4,217,104 $4,337,499 $4,337,499 0.07 $4,296,868
FNMA 30yr Pool#CB2907 3.500% 01-Feb-2052, 3.50%, 02/01/52 FN 3140QNGR7 - - 4,651,211 $4,315,189 $4,315,189 0.07 $4,263,338
FHLMC 30yr Pool#QF7280 5.500% 01-Jan-2053, 5.50%, 01/01/53 FR 3133BVCR4 - - 4,134,515 $4,299,664 $4,299,664 0.07 $4,227,057
RCKT Mortgage Trust 2025-CES2 A1B 5.603% 25-FEB-2055, 5.60%, 02/25/55 RCKT 2025-CES2 74942BAB7 - - 4,120,713 $4,267,341 $4,267,341 0.07 $4,139,763
FNMA 30yr Pool#BX9422 5.500% 01-Mar-2053, 5.50%, 03/01/53 FN 3140NEPG4 - - 3,986,382 $4,258,503 $4,258,503 0.07 $4,023,448
Fannie Mae REMIC Trust 2020-98 AI 3.5% 25-JAN-2061, 3.50%, 01/25/61 FNR 2020-98 3136BDLE6 - - 19,046,430 $4,250,477 $4,250,477 0.07 $4,150,297
FNMA 30yr Pool#BX6124 6.500% 01-Jan-2053, 6.50%, 01/01/53 FN 3140NAYW7 - - 3,966,123 $4,200,099 $4,200,099 0.07 $4,157,321
SREIT Commercial Mortgage Trust 2021-MFP B 5.5578% 15-NOV-2038, 5.56%, 11/15/38 SREIT 2021-MFP 78472UAC2 - - 4,194,208 $4,194,015 $4,194,015 0.07 $4,187,540
Connecticut Avenue Securities Trust 2024-R06 1M2 5.95001% 25-SEP-2044, 5.95%, 09/25/44 CAS 2024-R06 20755RAC9 - - 4,125,699 $4,157,769 $4,157,769 0.07 $4,136,631
FHLMC 30yr Pool#QX5273 6.000% 01-Feb-2055, 6.00%, 02/01/55 FR 31426A2F4 - - 3,968,703 $4,131,137 $4,131,137 0.07 $4,074,386
FNMA 30yr Pool#DA3549 6.500% 01-Oct-2053, 6.50%, 10/01/53 FN 3140A35K5 - - 3,885,238 $4,110,307 $4,110,307 0.07 $4,068,320
FNMA 30yr Pool#BW6314 5.500% 01-Aug-2052, 5.50%, 08/01/52 FN 3140MYAQ5 - - 3,989,665 $4,088,191 $4,088,191 0.07 $4,045,511
LHOME Mortgage Trust 2025-RTL3|5.239|08/25/2040, 5.24%, 08/25/40 LHOME 2025-RTL3 50205YAA1 - - 4,000,000 $4,002,280 $4,002,280 0.07 $3,999,952
FNMA 30yr Pool#FS2135 4.000% 01-Nov-2049, 4.00%, 11/01/49 FN 3140XHLR6 - - 4,152,606 $3,985,613 $3,985,613 0.07 $3,925,398
Bayview Opportunity Master Fund VII Trust 2024-CAR1 B 5.65001% 25-DEC-2031, 5.65%, 12/26/31 BVCLN 2024-CAR1 07336QAB8 - - 3,859,019 $3,889,381 $3,889,381 0.06 $3,870,606
FNMA 30yr Pool#BY0335 6.000% 01-May-2053, 6.00%, 05/01/53 FN 3140NGLR9 - - 3,688,432 $3,815,534 $3,815,534 0.06 $3,774,348
FNMA 30yr Pool#FS2713 4.500% 01-Oct-2050, 4.50%, 10/01/50 FN 3140XJAP8 - - 3,834,859 $3,798,994 $3,798,994 0.06 $3,746,036
FHLMC 30yr Pool#QH7549 6.000% 01-Dec-2053, 6.00%, 12/01/53 FR 3133CLL61 - - 3,518,895 $3,650,220 $3,650,220 0.06 $3,614,201
FHLMC 30yr Pool#QH1144 5.500% 01-Sep-2053, 5.50%, 09/01/53 FR 3133CDHV9 - - 3,520,915 $3,621,442 $3,621,442 0.06 $3,587,223
FNMA 30yr Pool#FM7031 4.000% 01-Jan-2051, 4.00%, 01/01/51 FN 3140XAY55 - - 3,735,397 $3,592,007 $3,592,007 0.06 $3,525,155
FHLMC 30yr Pool#QH6041 5.500% 01-Dec-2053, 5.50%, 12/01/53 FR 3133CJWA5 - - 3,436,533 $3,508,262 $3,508,262 0.06 $3,475,389
FINANCE OF AMERICA STRUCTURE 3.5% 74, 3.50%, 02/25/74 FASST 2024-S1 31740RAB6 - - 3,568,849 $3,489,962 $3,489,962 0.06 $3,479,434
FHLMC 30yr Pool#QF7810 5.500% 01-Jan-2053, 5.50%, 01/01/53 FR 3133BVVB8 - - 3,381,012 $3,488,048 $3,488,048 0.06 $3,455,377
FHLMC 30yr Pool#SD1416 4.500% 01-Dec-2048, 4.50%, 12/01/48 FR 3132DNSD6 - - 3,534,921 $3,485,454 $3,485,454 0.06 $3,453,045
FNMA 30yr Pool#FM1540 4.000% 01-Sep-2049, 4.00%, 09/01/49 FN 3140X4WA0 - - 3,559,214 $3,449,415 $3,449,415 0.06 $3,358,617
FNMA 30yr Pool#DA0036 6.500% 01-Sep-2053, 6.50%, 09/01/53 FN 3140A0BE8 - - 3,237,905 $3,408,449 $3,408,449 0.06 $3,373,822
FNMA 30yr Pool#BX8700 5.500% 01-Mar-2053, 5.50%, 03/01/53 FN 3140NDU21 - - 3,306,981 $3,398,971 $3,398,971 0.06 $3,366,972
BX Trust 2021-BXMF C 5.66927% 15-OCT-2038, 5.67%, 10/15/26 BX 2021-BXMF 05609RAJ3 - - 3,337,147 $3,335,945 $3,335,945 0.06 $3,330,690
FNMA 30yr Pool#MA4026 4.000% 01-May-2050, 4.00%, 05/01/50 FN 31418DPL0 - - 3,452,996 $3,297,176 $3,297,176 0.06 $3,249,354
Connecticut Avenue Securities Trust 2024-R02 1M2 6.15001% 25-FEB-2044, 6.15%, 02/25/44 CAS 2024-R02 20754GAE0 - - 3,168,862 $3,206,675 $3,206,675 0.05 $3,189,893
Connecticut Avenue Securities Trust 2024-R01 1M2 6.15001% 25-JAN-2044, 6.15%, 01/25/44 CAS 2024-R01 20753UAB6 - - 3,140,000 $3,185,410 $3,185,410 0.05 $3,168,781
FHLMC 30yr Pool#QE6404 5.500% 01-Jul-2052, 5.50%, 07/01/52 FR 3133BGDH8 - - 3,108,525 $3,184,571 $3,184,571 0.05 $3,152,841
FHLMC 30yr Pool#SD1111 4.000% 01-Jun-2050, 4.00%, 06/01/50 FR 3132DNGU1 - - 3,292,853 $3,176,632 $3,176,632 0.05 $3,130,142
FNMA 30yr Pool#MA4056 4.000% 01-Jun-2050, 4.00%, 06/01/50 FN 31418DQJ4 - - 3,275,377 $3,175,059 $3,175,059 0.05 $3,078,749
FNMA 30yr Pool#BV5379 3.000% 01-Apr-2052, 3.00%, 04/01/52 FN 3140MJ6R1 - - 3,513,582 $3,157,249 $3,157,249 0.05 $3,091,959
RAM 2024-1 A 5.95% 15-FEB-2039, 6.67%, 02/15/39 RAM 2024-1 751313AA5 - - 3,118,150 $3,130,486 $3,130,486 0.05 $3,124,710
FIGRE Trust 2024-HE4 B 5.252% 25-SEP-2054, 5.25%, 09/25/54 FIGRE 2024-HE4 31684UAB7 - - 3,064,351 $3,068,962 $3,068,962 0.05 $3,055,551
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 $3,049,544 $3,049,544 0.05 $3,003,785
FHLMC 30yr Pool#QG2539 6.500% 01-May-2053, 6.50%, 05/01/53 FR 3133C2ZC5 - - 2,898,389 $3,034,812 $3,034,812 0.05 $3,003,761
Ally Bank Auto Credit-Linked Notes, Series 2024-A C 6.022% 15-MAY-2032, 6.02%, 05/17/32 ABCLN 2024-A 02007GZ63 - - 2,966,253 $3,010,161 $3,010,161 0.05 $3,005,199
FNMA 30yr Pool#MA3496 4.500% 01-Oct-2048, 4.50%, 10/01/48 FN 31418C3E2 - - 2,987,128 $3,003,457 $3,003,457 0.05 $2,917,940
Fannie Mae Pool|4|03/01/2050, 4.00%, 03/01/50 FN 3140X8S24 - - 3,090,597 $2,973,692 $2,973,692 0.05 $2,921,497
Chase Mortgage Reference Notes, Series 2021-CL1 M1 5.55001% 25-FEB-2050, 5.55%, 02/25/50 CHASE 2021-CL1 46591HBX7 - - 2,990,927 $2,952,772 $2,952,772 0.05 $2,938,469
FHLMC 30yr Pool#SD2897 5.500% 01-May-2053, 5.50%, 05/01/53 FR 3132DQGE0 - - 2,836,396 $2,911,478 $2,911,478 0.05 $2,865,979
FHLMC 30yr Pool#QE8542 5.500% 01-Aug-2052, 5.50%, 08/01/52 FR 3133BJP30 - - 2,789,361 $2,855,551 $2,855,551 0.05 $2,828,767
FNMA 30yr Pool#BV5393 3.500% 01-Apr-2052, 3.50%, 04/01/52 FN 3140MJ7F6 - - 3,087,359 $2,850,365 $2,850,365 0.05 $2,827,126
Connecticut Avenue Securities, Series 2021-R01 1M2 5.90001% 25-OCT-2041, 5.90%, 10/25/41 CAS 2021-R01 20754RAB2 - - 2,816,029 $2,838,147 $2,838,147 0.05 $2,823,840
FIGRE Trust 2024-HE3 C 6.229% 25-JUL-2054, 6.23%, 07/25/54 FIGRE 2024-HE3 31684GAC6 - - 2,742,874 $2,789,107 $2,789,107 0.05 $2,774,869
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 $2,788,916 $2,788,916 0.05 $2,772,643
RCKT MORTGAGE TRUST 2025-CE 5.16% 34, 5.16%, 07/25/34 RCKTL 2025-1A 74939RAC5 - - 2,750,000 $2,771,233 $2,771,233 0.05 $2,761,379
BX Trust 2021-BXMF G 7.827513% 15-OCT-2038, 7.83%, 10/15/26 BX 2021-BXMF 05609RAS3 - - 2,807,890 $2,755,614 $2,755,614 0.05 $2,730,635
FNMA 30yr Pool#DA1511 5.500% 01-Oct-2053, 5.50%, 10/01/53 FN 3140A1VD6 - - 2,647,859 $2,699,795 $2,699,795 0.05 $2,671,976
FNMA 30yr Pool#DA3538 6.000% 01-Oct-2053, 6.00%, 10/01/53 FN 3140A34Y6 - - 2,570,232 $2,668,872 $2,668,872 0.04 $2,639,845
FHLMC 30yr Pool#QF9276 5.500% 01-Mar-2053, 5.50%, 03/01/53 FR 3133BXJV4 - - 2,582,237 $2,657,056 $2,657,056 0.04 $2,632,347
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2024-DNA1 M2 6.30001% 25-FEB-2044, 6.30%, 02/25/44 STACR 2024-DNA1 35564NBA0 - - 2,617,368 $2,656,960 $2,656,960 0.04 $2,642,760
FHLMC 30yr Pool#Q57869 4.000% 01-Aug-2048, 4.00%, 08/01/48 FG 3132Y1W79 - - 2,791,963 $2,649,850 $2,649,850 0.04 $2,642,405
Saluda Grade Alternative Mortgage Trust 2024-FIG5 B 6.603% 25-APR-2054, 6.60%, 04/25/54 GRADE 2024-FIG5 79582MAB7 - - 2,578,133 $2,612,679 $2,612,679 0.04 $2,587,144
FHF Trust 2024-1 (First Help Financial) A2 5.69% 15-FEB-2030, 5.69%, 02/15/30 FHF 2024-1A 31568AAB2 - - 2,570,838 $2,597,054 $2,597,054 0.04 $2,592,990
Ginnie Mae REMIC Trust 2017-163 LO 0.0% 16-MAY-2041, 0.00%, 05/16/41 GNR 2017-163 38380KNA9 - - 3,382,586 $2,574,184 $2,574,184 0.04 $2,574,184
Santander Bank Auto Credit-Linked Notes, Series 2024-A B 5.622% 15-JUN-2032, 5.62%, 06/15/32 SBCLN 2024-A 80290CCJ1 - - 2,526,272 $2,552,791 $2,552,791 0.04 $2,548,846
FHLMC 30yr Pool#QF0488 5.500% 01-Sep-2052, 5.50%, 09/01/52 FR 3133BMRH0 - - 2,467,407 $2,542,106 $2,542,106 0.04 $2,501,945
FHLMC 30yr Pool#QI4878 6.000% 01-Apr-2054, 6.00%, 04/01/54 FR 3133WBM37 - - 2,222,028 $2,511,178 $2,511,178 0.04 $2,281,199
FNMA 30yr Pool#DD4221 6.000% 01-Feb-2055, 6.00%, 02/01/55 FN DD4221 MTGE 3140B4VP2 - - 2,405,939 $2,495,572 $2,495,572 0.04 $2,470,476
FHLMC 30yr Pool#SD3523 3.000% 01-Jun-2052, 3.00%, 06/01/52 FR 3132DQ4G8 - - 2,823,277 $2,483,592 $2,483,592 0.04 $2,464,516
Reach ABS Trust 2024-2 A 5.88% 15-JUL-2031, 5.88%, 07/15/31 REACH 2024-2A 75525HAA8 - - 2,446,038 $2,463,465 $2,463,465 0.04 $2,459,470
FNMA 30yr Pool#BY8533 6.500% 01-Aug-2053, 6.50%, 08/01/53 FN 3140NRPT7 - - 2,318,862 $2,441,627 $2,441,627 0.04 $2,416,200
PRPM 2024-RCF2 A1 3.75% 25-MAR-2054, 3.75%, 03/25/54 PRPM 2024-RCF2 693987AA7 - - 2,489,826 $2,440,645 $2,440,645 0.04 $2,432,761
FNMA 30yr Pool#BY5913 5.500% 01-Sep-2053, 5.50%, 09/01/53 FN 3140NNSB2 - - 2,339,006 $2,403,639 $2,403,639 0.04 $2,381,424
PRPM 2025-RCF3 LLC 5.25% 55, 5.25%, 07/25/55 PRPM 2025-RCF3 69392PAB1 - - 2,380,125 $2,377,860 $2,377,860 0.04 $2,348,704
FIGRE Trust 2024-HE1 B 6.506% 25-MAR-2054, 6.51%, 03/25/54 FIGRE 2024-HE1 31684HAB6 - - 2,154,611 $2,212,144 $2,212,144 0.04 $2,200,462
FHLMC 30yr Pool#QX7432 6.000% 01-Feb-2055, 6.00%, 02/01/55 FR 31426DHJ4 - - 2,123,866 $2,203,526 $2,203,526 0.04 $2,180,836
ACHV ABS Trust 2024-1PL B 6.34% 25-APR-2031, 6.34%, 04/25/31 ACHV 2024-1PL 00092BAB0 - - 2,116,684 $2,152,129 $2,152,129 0.04 $2,140,946
FHLMC 30yr Pool#QG2543 5.500% 01-May-2053, 5.50%, 05/01/53 FR 3133C2ZG6 - - 2,083,460 $2,127,801 $2,127,801 0.04 $2,107,602
FNMA 30yr Pool#FS3001 4.000% 01-Oct-2051, 4.00%, 10/01/51 FN 3140XJKP7 - - 2,211,551 $2,121,359 $2,121,359 0.04 $2,087,077
Santander Bank Auto Credit-Linked Notes, Series 2023-B B 5.64% 15-DEC-2033, 5.64%, 12/15/33 SBCLN 2023-B 80290CCB8 - - 2,097,862 $2,118,757 $2,118,757 0.04 $2,115,470
FNMA 30yr Pool#FS1640 4.000% 01-Apr-2052, 4.00%, 04/01/52 FN 3140XGZE2 - - 2,206,971 $2,106,595 $2,106,595 0.04 $2,077,638
Chase Mortgage Reference Notes, Series 2020-CL1 M2 6.96448% 25-OCT-2057, 6.97%, 10/25/57 CHASE 2020-CL1 46591HAH3 - - 2,023,227 $2,088,428 $2,088,428 0.03 $2,076,186
FNMA 30yr Pool#BP1500 3.000% 01-May-2050, 3.00%, 05/01/50 FN 3140K8U25 - - 2,311,894 $2,067,171 $2,067,171 0.03 $2,051,104
Foundation Finance Trust 2023-2 A 6.53% 15-JUN-2049, 6.53%, 06/15/49 FFIN 2023-2A 35042RAA4 - - 1,950,792 $2,031,559 $2,031,559 0.03 $2,028,020
FNMA 30yr Pool#BY0338 6.500% 01-May-2053, 6.50%, 05/01/53 FN 3140NGLU2 - - 1,918,294 $2,016,102 $2,016,102 0.03 $1,995,001
FNMA 30yr Pool#CA7849 4.500% 01-Oct-2050, 4.50%, 10/01/50 FN 3140QFWK1 - - 2,045,159 $2,009,829 $2,009,829 0.03 $1,991,476
FHLMC 30yr Pool#QH7013 6.500% 01-Dec-2053, 6.50%, 12/01/53 FR 3133CKYJ1 - - 1,893,269 $1,994,079 $1,994,079 0.03 $1,972,743
FHLMC 30yr Pool#SI2017 4.000% 01-Dec-2048, 4.00%, 12/01/48 FR 3133USG21 - - 2,026,583 $1,982,585 $1,982,585 0.03 $1,915,626
FNMA 30yr Pool#BW0972 4.500% 01-Jul-2052, 4.50%, 07/01/52 FN 3140MSCJ2 - - 1,981,079 $1,929,339 $1,929,339 0.03 $1,912,846
FNMA 30yr Pool#BX8072 5.500% 01-Mar-2053, 5.50%, 03/01/53 FN 3140NC6J3 - - 1,879,441 $1,927,701 $1,927,701 0.03 $1,910,093
FHLMC 30yr Pool#QG2540 6.500% 01-May-2053, 6.50%, 05/01/53 FR 3133C2ZD3 - - 1,831,199 $1,919,894 $1,919,894 0.03 $1,899,272
Chase Mortgage Reference Notes, Series 2021-CL1 M3 5.90001% 25-FEB-2050, 5.90%, 02/25/50 CHASE 2021-CL1 46591HBZ2 - - 1,950,583 $1,909,397 $1,909,397 0.03 $1,899,401
Bayview Opportunity Master Fund VII Trust 2024-CAR1 C 5.85001% 25-DEC-2031, 5.85%, 12/26/31 BVCLN 2024-CAR1 07336QAC6 - - 1,878,056 $1,895,030 $1,895,030 0.03 $1,885,569
FHLMC 30yr Pool#SD1551 4.000% 01-Mar-2050, 4.00%, 03/01/50 FR 3132DNWL3 - - 1,929,644 $1,850,035 $1,850,035 0.03 $1,824,064
FNMA 30yr Pool#BY0361 6.500% 01-Jun-2053, 6.50%, 06/01/53 FN 3140NGMK3 - - 1,729,994 $1,816,301 $1,816,301 0.03 $1,797,042
FHLMC 30yr Pool#QH3309 5.500% 01-Oct-2053, 5.50%, 10/01/53 FR 3133CFVA4 - - 1,764,428 $1,797,372 $1,797,372 0.03 $1,780,547
NRZ MSR-Collateralized Notes, Series 2021-FHT1 A 3.104% 25-JUL-2026, 3.10%, 07/25/26 NZES 2021-FHT1 62955MAB2 - - 1,835,800 $1,794,583 $1,794,583 0.03 $1,789,834
FNMA 30yr Pool#MA3521 4.000% 01-Nov-2048, 4.00%, 11/01/48 FN 31418C4F8 - - 1,846,484 $1,778,974 $1,778,974 0.03 $1,745,455
FHLMC 30yr Pool#SD0943 3.500% 01-Apr-2052, 3.50%, 04/01/52 FR 3132DNBL6 - - 1,842,635 $1,723,984 $1,723,984 0.03 $1,688,974
Arivo Acceptance Auto Loan Receivables Trust 2024-1 A 6.46% 15-APR-2028, 6.46%, 04/17/28 ARIVO 2024-1A 039943AA3 - - 1,706,298 $1,723,779 $1,723,779 0.03 $1,720,717
Ally Bank Auto Credit-Linked Notes, Series 2024-A D 6.315% 15-MAY-2032, 6.31%, 05/17/32 ABCLN 2024-A 02007GZ71 - - 1,695,002 $1,722,369 $1,722,369 0.03 $1,719,396
Chase Mortgage Reference Notes, Series 2021-CL1 M2 5.70001% 25-FEB-2050, 5.70%, 02/25/50 CHASE 2021-CL1 46591HBY5 - - 1,757,169 $1,716,758 $1,716,758 0.03 $1,708,058
PRPM 2025-RCF3 LLC 5.25% 55, 5.25%, 07/25/55 PRPM 2025-RCF3 69392PAC9 - - 1,700,000 $1,689,864 $1,689,864 0.03 $1,669,039
FHLMC 30yr Pool#QA2039 3.000% 01-Aug-2049, 3.00%, 08/01/49 FR 31334YHQ3 - - 1,845,406 $1,677,750 $1,677,750 0.03 $1,638,839
Blue Bridge Funding 2023-1 A 7.37% 15-NOV-2030, 7.37%, 11/15/30 BBEF 2023-1A 09531MAA8 - - 1,660,176 $1,675,717 $1,675,717 0.03 $1,672,318
Fannie Mae Pool|4|08/01/2050, 4.00%, 08/01/50 FN 3140X8UA3 - - 1,765,105 $1,674,621 $1,674,621 0.03 $1,659,586
FHLMC 30yr Pool#SD4456 4.000% 01-Aug-2050, 4.00%, 08/01/50 FR 3132E05R9 - - 1,723,544 $1,650,139 $1,650,139 0.03 $1,626,536
U.S. Auto Funding 2021-1 C 2.2% 15-MAY-2026, 2.20%, 05/15/26 USAUT 2021-1A 90355EAC5 - - 1,988,954 $1,646,354 $1,646,354 0.03 $1,645,138
FNMA 30yr Pool#CB2681 3.500% 01-Jan-2052, 3.50%, 01/01/52 FN 3140QM6T6 - - 1,759,012 $1,641,662 $1,641,662 0.03 $1,612,461
FHLMC 30yr Pool#QG4340 6.500% 01-Jun-2053, 6.50%, 06/01/53 FR 3133C4ZD9 - - 1,550,503 $1,623,431 $1,623,431 0.03 $1,606,873
FNMA 30yr Pool#BY0327 6.500% 01-May-2053, 6.50%, 05/01/53 FN 3140NGLH1 - - 1,521,165 $1,594,227 $1,594,227 0.03 $1,577,646
FHLMC 30yr Pool#Q58477 4.000% 01-Sep-2048, 4.00%, 09/01/48 FG 3132Y2M37 - - 1,615,297 $1,533,192 $1,533,192 0.03 $1,528,885
FNMA 30yr Pool#MA3415 4.000% 01-Jul-2048, 4.00%, 07/01/48 FN 31418CYM0 - - 1,565,766 $1,507,584 $1,507,584 0.03 $1,480,096
FIGRE Trust 2025-HE5|5.485|08/25/2055, 5.49%, 08/25/55 FIGRE 2025-HE5 31684MAB5 - - 1,500,000 $1,506,368 $1,506,368 0.03 $1,499,969
FNMA 30yr Pool#CA5573 4.000% 01-Apr-2050, 4.00%, 04/01/50 FN 3140QDFP4 - - 1,551,581 $1,471,118 $1,471,118 0.02 $1,458,827
FNMA 30yr Pool#CA1931 4.500% 01-Jun-2048, 4.50%, 06/01/48 FN 3140Q9ED1 - - 1,441,873 $1,456,327 $1,456,327 0.02 $1,408,477
FNMA 30yr Pool#BT8051 5.500% 01-Jan-2053, 5.50%, 01/01/53 FN 3140LW5M5 - - 1,394,506 $1,439,186 $1,439,186 0.02 $1,425,449
FNMA 30yr Pool#BY1896 5.500% 01-May-2053, 5.50%, 05/01/53 FN 3140NJDA9 - - 1,368,430 $1,400,678 $1,400,678 0.02 $1,387,220
FNMA 30yr Pool#DB3056 5.500% 01-May-2054, 5.50%, 05/01/54 FN 3140ACME0 - - 1,368,371 $1,399,484 $1,399,484 0.02 $1,386,445
FHLMC 30yr Pool#QG3885 6.500% 01-Jun-2053, 6.50%, 06/01/53 FR 3133C4J62 - - 1,323,536 $1,385,757 $1,385,757 0.02 $1,371,653
FNMA 30yr Pool#BX7860 5.500% 01-Mar-2053, 5.50%, 03/01/53 FN 3140NCWW5 - - 1,306,577 $1,340,946 $1,340,946 0.02 $1,327,971
Towd Point Mortgage Trust 2024-CES1 A1B 6.049% 25-JAN-2064, 6.05%, 01/25/64 TPMT 2024-CES1 89183CAB1 - - 1,236,862 $1,294,922 $1,294,922 0.02 $1,242,830
FNMA 30yr Pool#FM7725 4.500% 01-Dec-2050, 4.50%, 12/01/50 FN 3140XBSP6 - - 1,270,047 $1,246,321 $1,246,321 0.02 $1,234,340
FNMA 30yr Pool#MA3149 4.000% 01-Oct-2047, 4.00%, 10/01/47 FN 31418CQB3 - - 1,290,457 $1,242,146 $1,242,146 0.02 $1,222,135
FNMA 40yr Pool#BF0167 3.000% 01-Feb-2057, 3.00%, 02/01/57 FN 3140FXFH0 - - 1,402,071 $1,221,670 $1,221,670 0.02 $1,203,592
FHLMC 30yr Pool#QF2561 5.500% 01-Nov-2052, 5.50%, 11/01/52 FR 3133BPZ27 - - 1,183,233 $1,217,477 $1,217,477 0.02 $1,206,241
FHLMC 30yr Pool#SD8003 4.000% 01-Jul-2049, 4.00%, 07/01/49 FR 3132DV3L7 - - 1,254,887 $1,201,950 $1,201,950 0.02 $1,184,258
FNMA 30yr Pool#FM9138 4.000% 01-Mar-2050, 4.00%, 03/01/50 FN 3140XDEL6 - - 1,249,294 $1,194,974 $1,194,974 0.02 $1,180,939
FNMA 30yr Pool#BJ9181 5.000% 01-May-2048, 5.00%, 05/01/48 FN 3140HBFX1 - - 1,173,556 $1,188,479 $1,188,479 0.02 $1,177,349
FNMA 30yr Pool#AS6811 3.000% 01-Mar-2046, 3.00%, 03/01/46 FN 3138WGR97 - - 1,301,826 $1,184,998 $1,184,998 0.02 $1,173,364
Connecticut Avenue Securities, Series 2021-R02 2B1 7.65001% 25-NOV-2041, 7.65%, 11/25/41 CAS 2021-R02 20754KAF8 - - 1,150,000 $1,183,169 $1,183,169 0.02 $1,175,593
FHLMC 30yr Pool#QD9182 3.000% 01-Mar-2052, 3.00%, 03/01/52 FR 3133B7FX1 - - 1,314,411 $1,180,308 $1,180,308 0.02 $1,156,832
FNMA 30yr Pool#BX0804 5.500% 01-Nov-2052, 5.50%, 11/01/52 FN 3140N43N5 - - 1,141,099 $1,172,863 $1,172,863 0.02 $1,160,693
FHLMC 30yr Pool#ZT2087 4.000% 01-Jun-2049, 4.00%, 06/01/49 FR 3132AEJ80 - - 1,211,721 $1,163,821 $1,163,821 0.02 $1,143,521
FHLMC 30yr Pool#RJ2853 5.000% 01-Dec-2054, 5.00%, 12/01/54 FR 3142GTE36 - - - $1,161,889 $1,161,889 0.02 $0
FHLMC 30yr Pool#QG6538 5.500% 01-Jul-2053, 5.50%, 07/01/53 FR 3133C7HP5 - - 1,103,926 $1,135,273 $1,135,273 0.02 $1,124,987
FHLMC 30yr Pool#RA1188 4.500% 01-Aug-2049, 4.50%, 08/01/49 FR 3133KGJ90 - - 1,103,190 $1,100,389 $1,100,389 0.02 $1,070,867
FHLMC 30yr Pool#RA1087 4.500% 01-Jul-2049, 4.50%, 07/01/49 FR 3133KGF45 - - 1,094,862 $1,093,924 $1,093,924 0.02 $1,062,782
Lendbuzz Securitization Trust 2023-2 A2 7.09% 15-OCT-2028, 7.09%, 10/16/28 LBZZ 2023-2A 52608MAB4 - - 1,069,008 $1,087,058 $1,087,058 0.02 $1,084,952
FHLMC 30yr Pool#QG6948 5.500% 01-Jul-2053, 5.50%, 07/01/53 FR 3133C7WH6 - - 1,051,199 $1,085,108 $1,085,108 0.02 $1,071,168
FNMA 30yr Pool#CB8995 5.500% 01-Aug-2054, 5.50%, 08/01/54 FN 3140QU7H3 - - 1,042,624 $1,063,281 $1,063,281 0.02 $1,052,539
FNMA 30yr Pool#AS7492 4.000% 01-Jul-2046, 4.00%, 07/01/46 FN 3138WHKE1 - - 1,106,124 $1,061,651 $1,061,651 0.02 $1,051,894
Tricolor Auto Securitization Trust 2024-2 A 6.36% 15-DEC-2027, 6.36%, 12/15/27 TAST 2024-2A 89616PAA1 - - 1,035,417 $1,039,228 $1,039,228 0.02 $1,037,398
FNMA 30yr Pool#FM1598 4.000% 01-Feb-2049, 4.00%, 02/01/49 FN 3140X4X43 - - 1,033,316 $990,614 $990,614 0.02 $976,778
FNMA 30yr Pool#BV4203 3.500% 01-Apr-2052, 3.50%, 04/01/52 FN 3140MHU56 - - 1,072,682 $990,430 $990,430 0.02 $982,345
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-DNA5 M2 6.00001% 25-JAN-2034, 6.00%, 01/25/34 STACR 2021-DNA5 35564KHE2 - - 958,642 $967,704 $967,704 0.02 $962,437
FNMA 30yr Pool#BV8484 3.500% 01-Apr-2052, 3.50%, 04/01/52 FN 3140MNNA0 - - 1,033,587 $953,792 $953,792 0.02 $946,466
FHLMC 30yr Pool#ZM8197 4.000% 01-Sep-2048, 4.00%, 09/01/48 FR 3131Y3DA1 - - 961,064 $949,506 $949,506 0.02 $908,445
FNMA 30yr Pool#DA3522 5.500% 01-Oct-2053, 5.50%, 10/01/53 FN 3140A34G5 - - 926,825 $944,125 $944,125 0.02 $935,267
GNMA II 30yr Pool#MA5021 4.500% 20-Feb-2048, 4.50%, 02/20/48 G2 36179TSJ5 - - 950,714 $936,444 $936,444 0.02 $933,591
ACHV ABS Trust 2024-1PL C 6.42% 25-APR-2031, 6.42%, 04/25/31 ACHV 2024-1PL 00092BAC8 - - 901,528 $915,673 $915,673 0.02 $910,849
FNMA 30yr Pool#CA6382 4.500% 01-Jul-2050, 4.50%, 07/01/50 FN 3140QECU4 - - 929,926 $911,922 $911,922 0.02 $903,932
BX Commercial Mortgage Trust 2021-21M A 5.208% 15-OCT-2036, 5.21%, 10/15/36 BX 2021-21M 05609CAA5 - - 862,801 $863,709 $863,709 0.01 $862,460
FNMA 30yr Pool#AB9341 3.000% 01-May-2043, 3.00%, 05/01/43 FN 31417GLX2 - - 931,480 $862,383 $862,383 0.01 $846,546
Connecticut Avenue Securities Trust 2022-R01 1M1 5.35001% 25-DEC-2041, 5.35%, 12/25/41 CAS 2022-R01 20754LAA7 - - 847,194 $850,479 $850,479 0.01 $846,576
FNMA 30yr Pool#BN4541 4.000% 01-Feb-2049, 4.00%, 02/01/49 FN 3140JMBK7 - - 858,393 $837,397 $837,397 0.01 $811,426
Gracie Point International Funding, Series 2023-2 A 6.59828% 01-MAR-2027, 6.60%, 03/01/27 GPIF 2023-2A 38410JAA0 - - 808,251 $822,947 $822,947 0.01 $810,503
Reach ABS Trust 2024-1 A 6.3% 15-FEB-2031, 6.30%, 02/18/31 REACH 2024-1A 75526PAA9 - - 804,716 $808,449 $808,449 0.01 $807,041
Connecticut Avenue Securities, Series 2021-R03 1M1 5.20001% 25-DEC-2041, 5.20%, 12/25/41 CAS 2021-R03 20754AAA1 - - 796,574 $799,670 $799,670 0.01 $796,103
FHLMC 30yr Pool#RJ4549 5.500% 01-Aug-2055, 5.50%, 08/01/55 FR 3142GVBT7 - - - $780,741 $780,741 0.01 $0
ACHM Trust 2024-HE1 B 7.26% 25-MAY-2039, 7.26%, 05/25/39 ACHM 2024-HE1 00449TAB1 - - 748,942 $778,605 $778,605 0.01 $774,074
FHLMC 30yr Pool#ZT1926 3.000% 01-Nov-2043, 3.00%, 11/01/43 FR 3132AED78 - - 835,978 $768,684 $768,684 0.01 $761,339
FNMA 30yr Pool#BY0782 5.500% 01-Apr-2053, 5.50%, 04/01/53 FN 3140NG2Q2 - - 744,996 $765,362 $765,362 0.01 $758,399
FHLMC 30yr Pool#RA1999 4.500% 01-Jan-2050, 4.50%, 01/01/50 FR 3133KHGG5 - - 754,676 $739,415 $739,415 0.01 $732,564
FREMF 2019-KF70 Mortgage Trust C 10.43374% 25-SEP-2029, 10.43%, 09/25/29 FREMF 2019-KF70 30298UAJ0 - - 789,970 $731,371 $731,371 0.01 $724,273
FNMA 30yr Pool#BY0866 5.500% 01-May-2053, 5.50%, 05/01/53 FN 3140NG6C9 - - 705,396 $722,505 $722,505 0.01 $715,082
NRZ Excess Spread-Collateralized Notes, Series 2020-PLS1 A 3.844% 25-DEC-2025, 3.84%, 12/25/25 NZES 2020-PLS1 433674AA6 - - 722,088 $719,504 $719,504 0.01 $717,191
GNMA II 30yr Pool#MA5264 4.000% 20-Jun-2048, 4.00%, 06/20/48 G2 36179TZ57 - - 741,629 $706,081 $706,081 0.01 $704,103
FHLMC 30yr Pool#QD6555 3.000% 01-Feb-2052, 3.00%, 02/01/52 FR 3133B4H81 - - 751,203 $666,425 $666,425 0.01 $661,229
FNMA 30yr Pool#BW0343 4.500% 01-May-2052, 4.50%, 05/01/52 FN 3140MRLZ8 - - 666,120 $647,996 $647,996 0.01 $642,581
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA2 M1A 5.65001% 25-FEB-2042, 5.65%, 02/25/42 STACR 2022-DNA2 35564KRE1 - - 630,998 $635,415 $635,415 0.01 $632,083
Sequoia Mortgage Trust 2013-5 A1 2.5% 25-MAY-2043, 2.50%, 05/25/43 SEMT 2013-5 81745AAA5 - - 664,354 $616,132 $616,132 0.01 $588,350
FHLMC 30yr Pool#SD8047 4.500% 01-Feb-2050, 4.50%, 02/01/50 FR 3132DV5G6 - - 622,990 $612,147 $612,147 0.01 $606,637
FNMA 30yr Pool#AL6842 4.000% 01-May-2045, 4.00%, 05/01/45 FN 3138EPS88 - - 625,563 $609,526 $609,526 0.01 $599,987
FHLMC 30yr Pool#QE1073 3.500% 01-Apr-2052, 3.50%, 04/01/52 FR 3133BAFN6 - - 652,951 $602,637 $602,637 0.01 $597,914
FNMA 30yr Pool#BK9507 4.000% 01-Oct-2048, 4.00%, 10/01/48 FN 3140HPR58 - - 613,454 $600,033 $600,033 0.01 $582,380
MHC Commercial Mortgage Trust 2021-MHC A 5.279442% 15-APR-2038, 5.28%, 04/15/38 MHC 2021-MHC 55316VAA2 - - 586,117 $586,894 $586,894 0.01 $586,034
FNMA 30yr Pool#FA2187 5.500% 01-Jul-2055, 5.50%, 07/01/55 FN 3140W2ND9 - - - $534,716 $534,716 0.01 $0
FHLMC 15yr Pool#SB0116 2.500% 01-Nov-2034, 2.50%, 11/01/34 FR 3132CWDV3 - - 553,137 $534,335 $534,335 0.01 $523,623
FNMA 30yr Pool#AZ0869 4.000% 01-Jul-2045, 4.00%, 07/01/45 FN 3138YR6F0 - - 526,628 $507,663 $507,663 0.01 $502,707
Towd Point Mortgage Trust 2024-CES2 A1B 6.35% 25-FEB-2064, 6.35%, 02/25/64 TPMT 2024-CES2 89182JAB7 - - 478,261 $502,216 $502,216 0.01 $481,764
FHLMC 30yr Pool#QD9191 3.500% 01-Apr-2052, 3.50%, 04/01/52 FR 3133B7F86 - - 534,623 $493,723 $493,723 0.01 $489,599
FNMA 30yr Pool#BV7632 4.500% 01-Apr-2052, 4.50%, 04/01/52 FN 3140MMPS1 - - 368,560 $430,940 $430,940 0.01 $355,593
FHLMC 30yr Pool#SD1414 4.000% 01-Oct-2050, 4.00%, 10/01/50 FR 3132DNSB0 - - 442,016 $420,906 $420,906 0.01 $417,138
JP Morgan Mortgage Trust 2015-4 AM 3.0% 25-JUN-2045, 3.00%, 06/25/45 JPMMT 2015-4 46644VBP0 - - 477,725 $416,324 $416,324 0.01 $406,339
FNMA 30yr Pool#CB4329 3.500% 01-Jul-2052, 3.50%, 07/01/52 FN 3140QPY35 - - 446,105 $412,025 $412,025 0.01 $408,702
FNMA 30yr Pool#CA4646 3.000% 01-Feb-2048, 3.00%, 02/01/48 FN 3140QCEU6 - - 439,199 $398,058 $398,058 0.01 $394,456
FNMA 30yr Pool#BV6879 4.500% 01-Apr-2052, 4.50%, 04/01/52 FN 3140MLUD0 - - 407,852 $396,834 $396,834 0.01 $393,502
FHLMC 30yr Pool#QA8274 3.500% 01-Mar-2050, 3.50%, 03/01/50 FR 3133A3FP8 - - 390,525 $356,685 $356,685 0.01 $353,881
FNMA 30yr Pool#FM3447 4.000% 01-Nov-2049, 4.00%, 11/01/49 FN 3140X6ZM6 - - 366,890 $350,879 $350,879 0.01 $347,747
Tricolor Auto Securitization Trust 2024-1 A 6.61% 15-OCT-2027, 6.61%, 10/15/27 TAST 2024-1A 89616LAA0 - - 340,466 $341,836 $341,836 0.01 $341,210
FHLMC 30yr Pool#SD1966 4.000% 01-Nov-2052, 4.00%, 11/01/52 FR 3132DPFF0 - - 337,986 $324,050 $324,050 0.01 $315,660
FHLMC 30yr Pool#ZN6461 4.000% 01-May-2049, 4.00%, 05/01/49 FR 3131YDFA7 - - 332,912 $317,288 $317,288 0.01 $314,252
FNMA 30yr Pool#AR9225 3.000% 01-Mar-2043, 3.00%, 03/01/43 FN 3138W7HB3 - - 342,684 $313,502 $313,502 0.01 $310,392
FNMA 30yr Pool#FS3520 4.500% 01-Nov-2052, 4.50%, 11/01/52 FN 3140XJ4E0 - - - $307,456 $307,456 0.01 $0
FHLMC 30yr Pool#ZT0391 4.000% 01-Nov-2047, 4.00%, 11/01/47 FR 3132ACNG1 - - 302,944 $296,833 $296,833 0.00 $288,859
FNMA 30yr Pool#FS2548 4.000% 01-Mar-2051, 4.00%, 03/01/51 FN 3140XHZN0 - - 307,906 $295,367 $295,367 0.00 $290,576
FNMA 30yr Pool#CB6394 4.500% 01-Feb-2053, 4.50%, 02/01/53 FN 3140QSC82 - - - $295,021 $295,021 0.00 $0
FHLMC 30yr Pool#QA5150 4.500% 01-Dec-2049, 4.50%, 12/01/49 FR 31346YWK5 - - 295,686 $290,480 $290,480 0.00 $287,906
FNMA 30yr Pool#FS2238 4.000% 01-Mar-2051, 4.00%, 03/01/51 FN 3140XHPY7 - - 299,863 $288,311 $288,311 0.00 $283,456
Fannie Mae REMIC Trust 2017-9 VL 3.0% 25-JUL-2028, 3.00%, 07/25/28 FNR 2017-9 3136AVYH6 - - 279,901 $287,676 $287,676 0.00 $278,409
FNMA 30yr Pool#FA0034 5.000% 01-Nov-2054, 5.00%, 11/01/54 FN 3140W0BC8 - - - $287,183 $287,183 0.00 $0
FNMA 30yr Pool#CB5580 4.500% 01-Oct-2052, 4.50%, 10/01/52 FN 3140QRFW8 - - - $285,539 $285,539 0.00 $0
FNMA 30yr Pool#AS8649 3.000% 01-Jan-2047, 3.00%, 01/01/47 FN 3138WJTF5 - - 316,500 $284,376 $284,376 0.00 $281,923
FNMA 30yr Pool#CB6051 4.500% 01-Apr-2053, 4.50%, 04/01/53 FN 3140QRWM1 - - - $281,259 $281,259 0.00 $0
FNMA 30yr Pool#BO9819 4.500% 01-Dec-2049, 4.50%, 12/01/49 FN 3140K54D6 - - 211,153 $275,305 $275,305 0.00 $205,597
FHLMC 30yr Pool#SL0490 4.500% 01-Jul-2053, 4.50%, 07/01/53 FR 31427MRL7 - - - $267,399 $267,399 0.00 $0
FNMA 30yr Pool#BN3899 4.000% 01-Dec-2048, 4.00%, 12/01/48 FN 3140JLKM5 - - 273,252 $262,838 $262,838 0.00 $258,301
FHLMC 30yr Pool#QA1615 3.500% 01-Aug-2049, 3.50%, 08/01/49 FR 31334XYL7 - - 273,074 $250,952 $250,952 0.00 $248,914
FHLMC 30yr Pool#ZN4240 4.500% 01-Dec-2048, 4.50%, 12/01/48 FR 3131YAV98 - - 251,436 $248,457 $248,457 0.00 $246,145
FHLMC 15yr Pool#SB0040 2.500% 01-Dec-2033, 2.50%, 12/01/33 FR 3132CWBH6 - - 250,122 $247,559 $247,559 0.00 $241,156
FNMA 30yr Pool#MA3908 4.500% 01-Jan-2050, 4.50%, 01/01/50 FN 31418DKW1 - - 241,405 $240,744 $240,744 0.00 $235,068
Fannie Mae REMIC Trust 2012-126 SY 0.0% 25-NOV-2042, 0.00%, 11/25/42 FNR 2012-126 3136A9ZR2 - - 473,554 $233,354 $233,354 0.00 $233,354
FNMA 30yr Pool#MA1327 3.000% 01-Jan-2043, 3.00%, 01/01/43 FN 31418APM4 - - 247,705 $229,655 $229,655 0.00 $225,589
FNMA 30yr Pool#MA3687 4.000% 01-Jun-2049, 4.00%, 06/01/49 FN 31418DCZ3 - - 238,831 $228,089 $228,089 0.00 $225,389
FNMA 30yr Pool#BE3616 4.000% 01-May-2047, 4.00%, 05/01/47 FN 3140FPAS8 - - 234,807 $226,373 $226,373 0.00 $224,157
FNMA 30yr Pool#BW0081 4.500% 01-Apr-2052, 4.50%, 04/01/52 FN 3140MRCT2 - - 230,543 $224,269 $224,269 0.00 $222,396
Santander Bank Auto Credit-Linked Notes, Series 2023-A B 6.493% 15-JUN-2033, 6.49%, 06/15/33 SBCLN 2023-A 80290CBU7 - - 215,567 $216,586 $216,586 0.00 $216,197
FHLMC 30yr Pool#SL0286 5.000% 01-Jan-2055, 5.00%, 01/01/55 FR 31427MJ85 - - - $213,276 $213,276 0.00 $0
GNMA II 30yr Pool#MA5192 4.000% 20-May-2048, 4.00%, 05/20/48 G2 36179TXV2 - - 222,571 $211,903 $211,903 0.00 $211,309
FHLMC 30yr Pool#RA1088 4.500% 01-Jul-2049, 4.50%, 07/01/49 FR 3133KGF52 - - 204,776 $201,148 $201,148 0.00 $199,381
FHLMC 30yr Pool#SD8040 4.500% 01-Jan-2050, 4.50%, 01/01/50 FR 3132DV4Z5 - - 188,676 $187,267 $187,267 0.00 $183,723
FNMA 30yr Pool#AB6280 3.000% 01-Sep-2042, 3.00%, 09/01/42 FN 31417C6S9 - - 197,066 $184,537 $184,537 0.00 $179,471
FNMA 30yr Pool#BV7132 4.500% 01-Apr-2052, 4.50%, 04/01/52 FN 3140ML4S6 - - 162,315 $182,483 $182,483 0.00 $156,579
FNMA 30yr Pool#BO2983 3.000% 01-Sep-2049, 3.00%, 09/01/49 FN 3140JXJ58 - - 196,098 $176,029 $176,029 0.00 $174,458
FNMA 30yr Pool#CA4185 4.500% 01-Sep-2049, 4.50%, 09/01/49 FN 3140QBUK2 - - 177,349 $175,807 $175,807 0.00 $172,676
FNMA 30yr Pool#CA4035 4.500% 01-Aug-2049, 4.50%, 08/01/49 FN 3140QBPV4 - - 172,468 $175,511 $175,511 0.00 $167,925
FHLMC 30yr Pool#SL0371 4.500% 01-Feb-2054, 4.50%, 02/01/54 FR 31427MMV0 - - - $168,080 $168,080 0.00 $0
Prosper Marketplace Issuance Trust, Series 2024-1 A 6.12% 15-AUG-2029, 6.12%, 08/15/29 PMIT 2024-1A 74363CAA7 - - 166,376 $166,808 $166,808 0.00 $166,525
FHLMC 30yr Pool#ZT1320 4.000% 01-Nov-2048, 4.00%, 11/01/48 FR 3132ADPD4 - - 165,703 $159,493 $159,493 0.00 $156,636
FNMA 30yr Pool#AB7563 3.000% 01-Jan-2043, 3.00%, 01/01/43 FN 31417EMM0 - - 169,288 $159,381 $159,381 0.00 $154,594
FHLMC 30yr Pool#SD7138 5.000% 01-Nov-2054, 5.00%, 11/01/54 FR 3132DU4X2 - - - $158,483 $158,483 0.00 $0
FHLMC 30yr Pool#ZA7158 4.500% 01-Jun-2049, 4.50%, 06/01/49 FR 31329Q5T4 - - 158,689 $155,608 $155,608 0.00 $154,040
FNMA 30yr Pool#FS2546 4.000% 01-Mar-2051, 4.00%, 03/01/51 FN 3140XHZL4 - - 155,823 $149,444 $149,444 0.00 $147,297
FNMA 30yr Pool#MA1229 3.000% 01-Oct-2042, 3.00%, 10/01/42 FN 31418ALK2 - - 147,282 $135,872 $135,872 0.00 $134,500
GNMA II 30yr Pool#MA5753 4.000% 20-Feb-2049, 4.00%, 02/20/49 G2 36179UMA7 - - 146,419 $135,529 $135,529 0.00 $135,139
FNMA 30yr Pool#BW0072 4.500% 01-Apr-2052, 4.50%, 04/01/52 FN 3140MRCJ4 - - 136,900 $133,185 $133,185 0.00 $132,062
FNMA 30yr Pool#BV7131 4.500% 01-Apr-2052, 4.50%, 04/01/52 FN 3140ML4R8 - - 129,638 $126,118 $126,118 0.00 $125,058
FREED ABS Trust 2021-3FP D 2.37% 18-NOV-2028, 2.37%, 11/20/28 FREED 2021-3FP 30322MAD1 - - 125,291 $125,130 $125,130 0.00 $125,073
GNMA II 30yr Pool#BF6874 4.500% 20-Jul-2048, 4.50%, 07/20/48 G2 3617GDT77 - - 127,653 $124,665 $124,665 0.00 $124,282
FNMA 20yr Pool#AB9283 3.000% 01-Apr-2038, 3.00%, 04/01/38 FN 31417GJ56 - - 134,981 $124,272 $124,272 0.00 $122,642
GNMA II 30yr Pool#MA5866 4.000% 20-Apr-2049, 4.00%, 04/20/49 G2 36179UQT2 - - 133,340 $124,032 $124,032 0.00 $123,676
FNMA 30yr Pool#FS8486 4.500% 01-Dec-2052, 4.50%, 12/01/52 FN 3140XQNC7 - - - $119,030 $119,030 0.00 $0
FNMA 30yr Pool#BM3282 3.500% 01-Dec-2047, 3.50%, 12/01/47 FN 3140J7UG8 - - 118,516 $111,950 $111,950 0.00 $109,741
FNMA 30yr Pool#CA3683 4.500% 01-Jun-2049, 4.50%, 06/01/49 FN 3140QBCV8 - - 109,436 $110,003 $110,003 0.00 $106,552
GNMA II 30yr Pool#BK5879 4.500% 20-Nov-2048, 4.50%, 11/20/48 G2 3617J6Q80 - - 112,052 $107,818 $107,818 0.00 $107,482
FHLMC 30yr Pool#ZT1633 4.000% 01-Mar-2047, 4.00%, 03/01/47 FR 3132ADY69 - - 111,218 $107,210 $107,210 0.00 $106,151
FHLMC 30yr Pool#QE0318 4.500% 01-Mar-2052, 4.50%, 03/01/52 FR 3133B9K78 - - 108,717 $105,792 $105,792 0.00 $104,892
FNMA 30yr Pool#CA0108 3.500% 01-Aug-2047, 3.50%, 08/01/47 FN 3140Q7DN4 - - 108,715 $102,344 $102,344 0.00 $100,665
FHLMC 30yr Pool#ZM7577 4.500% 01-Aug-2048, 4.50%, 08/01/48 FR 3131Y2M21 - - 100,528 $99,083 $99,083 0.00 $98,199
Fannie Mae REMIC Trust 2013-130 FN 4.81449% 25-OCT-2042, 4.81%, 10/25/42 FNR 2013-130 3136AHG53 - - 96,495 $95,660 $95,660 0.00 $95,273
FNMA 30yr Pool#BJ8459 3.000% 01-Aug-2049, 3.00%, 08/01/49 FN 3140HAMH0 - - 100,925 $88,183 $88,183 0.00 $87,451
FNMA 30yr Pool#BO4113 3.000% 01-Aug-2049, 3.00%, 08/01/49 FN 3140JYSB3 - - 91,679 $80,173 $80,173 0.00 $79,439
FHLMC 30yr Pool#ZM7926 5.000% 01-Sep-2048, 5.00%, 09/01/48 FR 3131Y2YX0 - - 78,181 $78,822 $78,822 0.00 $78,075
Sequoia Mortgage Trust 2019-CH3 A19 4.0% 25-OCT-2049, 4.00%, 09/25/49 SEMT 2019-CH3 81748GBN0 - - 84,004 $77,939 $77,939 0.00 $77,256
FNMA 30yr Pool#MA1447 3.000% 01-May-2043, 3.00%, 05/01/43 FN 31418ATD0 - - 79,429 $73,076 $73,076 0.00 $71,945
FHLMC 30yr Pool#QA2159 3.000% 01-Aug-2049, 3.00%, 08/01/49 FR 31334YMG9 - - 83,319 $72,774 $72,774 0.00 $72,196
FNMA 30yr Pool#BT8185 4.500% 01-Jun-2052, 4.50%, 06/01/52 FN 3140LXCX1 - - - $72,681 $72,681 0.00 $0
FNMA 30yr Pool#AS8547 3.000% 01-Nov-2046, 3.00%, 11/01/46 FN 3138WJP93 - - 72,135 $64,634 $64,634 0.00 $64,106
FNMA 30yr Pool#BD2453 3.000% 01-Jan-2047, 3.00%, 01/01/47 FN 3140F9WP6 - - 69,613 $63,312 $63,312 0.00 $62,342
Fannie Mae REMIC Trust 2006-20 GF 4.81449% 25-APR-2036, 4.81%, 04/25/36 FNR 2006-20 31395BU43 - - 57,680 $57,392 $57,392 0.00 $57,160
Fannie Mae REMIC Trust 2010-109 BS 5.94209% 25-OCT-2040, 5.94%, 10/25/40 FNR 2010-109 31398NTM6 - - 41,248 $57,279 $57,279 0.00 $56,890
FNMA 30yr Pool#BX0984 4.500% 01-Oct-2052, 4.50%, 10/01/52 FN 3140N5CW2 - - - $56,951 $56,951 0.00 $0
FHLMC 15yr Pool#ZK8962 3.000% 01-Sep-2032, 3.00%, 09/01/32 FR 3131XC5X1 - - 57,461 $56,815 $56,815 0.00 $55,755
FHLMC 15yr Pool#ZS7403 3.000% 01-May-2031, 3.00%, 05/01/31 FR 3132A8GL7 - - 53,204 $53,647 $53,647 0.00 $52,005
Freddie Mac Multiclass Certificates, Series 3380 FM 5.0441% 15-OCT-2037, 5.05%, 10/15/37 FHR 3380 31397KTJ0 - - 45,230 $45,195 $45,195 0.00 $45,132
FNMA 15yr Pool#BO5957 3.000% 01-Dec-2034, 3.00%, 12/01/34 FN 3140K1TP1 - - 45,280 $44,078 $44,078 0.00 $43,469
Freddie Mac Multiclass Certificates, Series 3721 FB 4.9541% 15-SEP-2040, 4.96%, 09/15/40 FHR 3721 3137GAD20 - - 43,857 $43,708 $43,708 0.00 $43,648
FNMA 30yr Pool#BO1857 4.500% 01-Aug-2049, 4.50%, 08/01/49 FN 3140JWB33 - - 43,112 $42,349 $42,349 0.00 $41,980
Ginnie Mae REMIC Trust 2008-013 FB 4.96513% 20-FEB-2038, 4.95%, 02/20/38 GNR 2008-13 38375PNL1 - - 40,779 $40,616 $40,616 0.00 $40,588
FNMA 30yr Pool#BW2174 4.500% 01-Jun-2052, 4.50%, 06/01/52 FN 3140MTMY6 - - - $40,417 $40,417 0.00 $0
FNMA 15yr Pool#BO7717 3.000% 01-Nov-2034, 3.00%, 11/01/34 FN 3140K3SF0 - - 38,327 $37,447 $37,447 0.00 $36,881
FNMA 30yr Pool#BC0870 3.500% 01-Jan-2046, 3.50%, 01/01/46 FN 3140EU6G9 - - 38,123 $35,618 $35,618 0.00 $35,283
FHLMC 15yr Pool#ZK9163 3.000% 01-Jan-2033, 3.00%, 01/01/33 FR 3131XDFC4 - - 33,223 $33,292 $33,292 0.00 $32,213
Ginnie Mae REMIC Trust 2007-040 FG 4.78513% 20-JUL-2037, 4.77%, 07/20/37 GNR 2007-40 38375KZS4 - - 31,197 $30,875 $30,875 0.00 $30,854
Ginnie Mae REMIC Trust 2004-069 CF 4.86513% 20-JUL-2034, 4.85%, 07/20/34 GNR 2004-69 38374JAT3 - - 27,272 $27,171 $27,171 0.00 $27,153
Fannie Mae REMIC Trust 2013-2 QF 4.96449% 25-FEB-2043, 4.96%, 02/25/43 FNR 2013-2 3136AB4P5 - - 25,156 $25,146 $25,146 0.00 $25,042
Ginnie Mae REMIC Trust 2010-133 FD 4.90441% 16-OCT-2040, 4.90%, 10/16/40 GNR 2010-133 38377MHV1 - - 24,953 $24,942 $24,942 0.00 $24,911
Ginnie Mae REMIC Trust 2007-059 FA 4.96513% 20-OCT-2037, 4.95%, 10/20/37 GNR 2007-59 38375LPU8 - - 24,903 $24,795 $24,795 0.00 $24,778
FHLMC 30yr Pool#ZN2165 4.500% 01-Dec-2048, 4.50%, 12/01/48 FR 3131Y8MN2 - - 23,599 $23,281 $23,281 0.00 $23,053
Ginnie Mae REMIC Trust 2008-016 FC 4.96513% 20-FEB-2038, 4.95%, 02/20/38 GNR 2008-16 383742FU2 - - 19,924 $19,854 $19,854 0.00 $19,841
Ginnie Mae REMIC Trust 2007-037 FW 4.77513% 20-JUN-2037, 4.76%, 06/20/37 GNR 2007-37 38375KNR9 - - 20,019 $19,805 $19,805 0.00 $19,792
Ginnie Mae REMIC Trust 2004-059 FP 4.77441% 16-AUG-2034, 4.77%, 08/16/34 GNR 2004-59 38374HYS3 - - 19,717 $19,620 $19,620 0.00 $19,597
Ginnie Mae REMIC Trust 2005-065 FA 4.61513% 20-AUG-2035, 4.60%, 08/20/35 GNR 2005-65 38374LL25 - - 19,520 $19,247 $19,247 0.00 $19,234
Fannie Mae REMIC Trust 2002-53 FK 4.86449% 25-APR-2032, 4.86%, 04/25/32 FNR 2002-53 31392EHN3 - - 18,085 $18,082 $18,082 0.00 $18,009
Freddie Mac Multiclass Certificates, Series 2426 FL 5.1041% 15-MAR-2032, 5.11%, 03/15/32 FHR 2426 31339W7G5 - - 17,554 $17,627 $17,627 0.00 $17,602
Ginnie Mae REMIC Trust 2005-048 AF 4.66513% 20-JUN-2035, 4.65%, 06/20/35 GNR 2005-48 38374LHM6 - - 16,421 $16,221 $16,221 0.00 $16,210
FHLMC 30yr Pool#ZT0252 3.000% 01-Dec-2047, 3.00%, 12/01/47 FR 3132ACH52 - - 17,517 $15,864 $15,864 0.00 $15,688
Fannie Mae REMIC Trust 2005-83 KT 4.76449% 25-OCT-2035, 4.76%, 10/25/35 FNR 2005-83 31394FUL7 - - 15,476 $15,377 $15,377 0.00 $15,316
Fannie Mae REMIC Trust 2007-89 GF 4.98449% 25-SEP-2037, 4.98%, 09/25/37 FNR 2007-89 31396XPM0 - - 14,512 $14,550 $14,550 0.00 $14,491
Freddie Mac Multiclass Certificates, Series 2551 FD 4.8541% 15-JAN-2033, 4.86%, 01/15/33 FHR 2551 31393JAZ1 - - 12,900 $12,878 $12,878 0.00 $12,861
Ginnie Mae REMIC Trust 2012-075 FP 4.76513% 20-JUL-2041, 4.75%, 07/20/41 GNR 2012-75 38378EZ55 - - 12,330 $12,288 $12,288 0.00 $12,280
FHLMC 30yr Pool#ZM2269 3.000% 01-Dec-2046, 3.00%, 12/01/46 FR 3131XVQW8 - - 12,708 $11,645 $11,645 0.00 $11,372
Ginnie Mae REMIC Trust 2007-061 FA 4.96513% 20-OCT-2037, 4.95%, 10/20/37 GNR 2007-61 38375LLN8 - - 10,334 $10,289 $10,289 0.00 $10,282
Freddie Mac Multiclass Certificates, Series 2410, excluding Group 6 FX 4.8041% 15-FEB-2032, 4.81%, 02/15/32 FHR 2410 31339NJN7 - - 10,188 $10,154 $10,154 0.00 $10,140
Fannie Mae REMIC Trust 2010-123 FL 4.89449% 25-NOV-2040, 4.89%, 11/25/40 FNR 2010-123 31398N2W3 - - 9,975 $9,968 $9,968 0.00 $9,928
FNMA 15yr Pool#AS8207 2.500% 01-Oct-2031, 2.50%, 10/01/31 FN 3138WJDM7 - - 10,020 $9,958 $9,958 0.00 $9,666
Fannie Mae REMIC Trust 2003-87 FG 4.96449% 25-SEP-2033, 4.96%, 09/25/33 FNR 2003-87 31393E4W6 - - 9,237 $9,258 $9,258 0.00 $9,219
Freddie Mac Multiclass Certificates, Series 3028 FM 4.7041% 15-SEP-2035, 4.71%, 09/15/35 FHR 3028 31396AFB5 - - 9,250 $9,206 $9,206 0.00 $9,194
GNMA II 30yr Pool#BK6072 5.000% 20-Jan-2049, 5.00%, 01/20/49 G2 3617J6W91 - - 9,131 $9,172 $9,172 0.00 $9,141
FNMA 15yr Pool#BM1036 2.500% 01-Feb-2032, 2.50%, 02/01/32 FN 3140J5EJ4 - - 8,771 $8,668 $8,668 0.00 $8,460
FNMA 15yr Pool#AS7643 2.500% 01-Aug-2031, 2.50%, 08/01/31 FN 3138WHP55 - - 8,665 $8,545 $8,545 0.00 $8,360
Freddie Mac Multiclass Certificates, Series 3738 FD 4.7541% 15-AUG-2040, 4.76%, 08/15/40 FHR 3738 3137GAYQ4 - - 8,446 $8,451 $8,451 0.00 $8,439
Fannie Mae REMIC Trust 2002-16 VF 5.01449% 25-APR-2032, 5.01%, 04/25/32 FNR 2002-16 31392CWW0 - - 7,900 $7,932 $7,932 0.00 $7,899
Fannie Mae REMIC Trust 2012-100 FG 4.86449% 25-SEP-2042, 4.86%, 09/25/42 FNR 2012-100 3136A8QW3 - - 7,989 $7,930 $7,930 0.00 $7,898
FHLMC 15yr Pool#ZK8405 2.500% 01-Dec-2031, 2.50%, 01/22/31 FR 3131XCKS5 - - 7,424 $7,354 $7,354 0.00 $7,153
Ginnie Mae REMIC Trust 2010-006 FG 5.07441% 16-JAN-2040, 5.07%, 01/16/40 GNR 2010-6 38376TSC7 - - 7,078 $7,076 $7,076 0.00 $7,067
Ginnie Mae REMIC Trust 2007-018 FD 4.76513% 20-APR-2037, 4.75%, 04/20/37 GNR 2007-18 38375JC86 - - 7,141 $7,061 $7,061 0.00 $7,056
Fannie Mae REMIC Trust 2010-95 FB 4.86449% 25-SEP-2040, 4.86%, 09/25/40 FNR 2010-95 31398NEX8 - - 6,674 $6,677 $6,677 0.00 $6,650
FNMA 30yr Pool#MA3694 4.500% 01-Jul-2049, 4.50%, 07/01/49 FN 31418DC83 - - 4,606 $4,547 $4,547 0.00 $4,485
Ginnie Mae REMIC Trust 1999-27 FE 4.87441% 16-AUG-2029, 4.87%, 08/16/29 GNR 1999-27 3837H2WA3 - - 3,021 $3,022 $3,022 0.00 $3,017
FHLMC 30yr Pool#ZN0650 3.000% 01-Mar-2043, 3.00%, 03/01/43 FR 3131Y6WK1 - - 2,246 $2,052 $2,052 0.00 $2,034
Freddie Mac Multiclass Certificates, Series 2469 FE 4.9541% 15-JUL-2032, 4.96%, 07/15/32 FHR 2469 31392RC58 - - 2,009 $2,009 $2,009 0.00 $2,006
Ginnie Mae REMIC Trust 2010-125 VF 4.81513% 20-JUN-2040, 4.80%, 06/20/40 GNR 2010-125 38377JYJ6 - - 381.00 $379 $379 0.00 $378
US 5YR NOTE (CBT) Sep25 SEP 25 FVU5 FUTURES_USD - 3,170 $345,678,594 $0 0.00 $0
US ULTRA BOND CBT Sep25 SEP 25 WNU5 FUTURES_USD - -645.00 $-75,767,344 $0 0.00 $0
US 10YR NOTE (CBT)Sep25 SEP 25 TYU5 FUTURES_USD - -236.00 $-26,465,188 $0 0.00 $0
US 10yr Ultra Fut Sep25 SEP 25 UXYU5 FUTURES_USD - -586.00 $-66,868,094 $0 0.00 $0
UMBS TBA 30yr 3.5% September Delivery, 3.50%, 09/15/25 FNCL 01F032690 - - -95,653,000 $-86,192,631 $-86,192,631 -1.44 $-86,192,631
UMBS TBA 30yr 6% September Delivery, 6.00%, 09/15/25 FNCL 01F060691 - - -271,982,188 $-277,552,383 $-277,552,383 -4.63 $-277,552,383
UMBS TBA 30yr 5% September Delivery, 5.00%, 09/15/25 FNCL 01F050692 - - -465,672,000 $-458,061,057 $-458,061,057 -7.64 $-458,061,057
UMBS TBA 30yr 4.5% September Delivery, 4.50%, 09/15/25 FNCL 01F042699 - - -612,896,638 $-587,877,584 $-587,877,584 -9.81 $-587,877,584
UMBS TBA 30yr 4% September Delivery, 4.00%, 09/15/25 FNCL 01F040693 - - -737,636,155 $-686,437,567 $-686,437,567 -11.45 $-686,437,567
UMBS TBA 30yr 5.5% September Delivery, 5.50%, 09/15/25 FNCL 01F052698 - - -690,557,400 $-693,160,801 $-693,160,801 -11.56 $-693,160,801
SEGREGATED CASH SEGCASH - $0.00 18,170,000 $18,170,000 $18,170,000 0.30 $18,170,000
ALMSUM ALMSUM - $0.00 - $0 $0 0.00 $0
US DOLLARS USD MD_142224 - - -1,480,387,541 $-1,480,387,541 $-1,480,387,541 -24.69 $-1,480,387,541
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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