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For Financial Professionals in the US

Mortgage-Backed Securities ETF Holdings

Full Portfolio Holdings

(As of 12/03/2025)

Ticker Cusip Underlying Security Strike Price Quantity (Shares/ Par/ Units/ Contracts) Notional Value Market Value Weight % Current Market Value
UMBS TBA 30yr 2.5% December Delivery, 2.50%, 12/11/25 FNCL 01F0226C4 - - 1,711,613,894 $1,454,243,648 $1,454,243,648 21.30 $1,454,243,648
UMBS TBA 30yr 3% December Delivery, 3.00%, 12/11/25 FNCL 01F0306C7 - - 735,169,354 $651,692,344 $651,692,344 9.55 $651,692,344
GNMA II TBA 30yr 5% December Delivery, 5.00%, 12/18/25 G2SF 21H0506C1 - - 411,201,194 $410,577,402 $410,577,402 6.02 $410,577,402
GNMA II TBA 30yr 2.5% December Delivery, 2.50%, 12/18/25 G2SF 21H0226C0 - - 443,715,414 $384,729,662 $384,729,662 5.64 $384,729,662
UMBS TBA 30yr 2% December Delivery, 2.00%, 12/11/25 FNCL 01F0206C8 - - 402,248,255 $326,991,227 $326,991,227 4.80 $326,991,227
FNMA 30yr Pool#CC0839 6.000% 01-Aug-2055, 6.00%, 08/01/55 FN 3140Y64Z0 - - 194,971,623 $202,629,798 $202,629,798 2.98 $201,557,454
FNMA 30yr Pool#CB9430 5.500% 01-Nov-2054, 5.50%, 11/01/54 FN 3140QVPQ1 - - 187,240,605 $191,898,340 $191,898,340 2.82 $190,954,335
GNMA II TBA 30yr 5.5% December Delivery, 5.50%, 12/18/25 G2SF 21H0526C7 - - 183,586,000 $185,344,754 $185,344,754 2.72 $185,344,754
GNMA II TBA 30yr 3% December Delivery, 3.00%, 12/18/25 G2SF 21H0306C3 - - 203,159,962 $183,101,979 $183,101,979 2.69 $183,101,979
Fannie Mae REMIC Trust 2025-12 FC 5.28279% 25-MAR-2055, 5.17%, 03/25/55 FNR 2025-12 3136BVFC7 - - 154,785,627 $155,292,094 $155,292,094 2.28 $155,091,964
FNMA 30yr Pool#FA2033 6.000% 01-Jul-2054, 6.00%, 07/01/54 FN 3140W2HK0 - - 132,484,893 $137,688,688 $137,688,688 2.03 $136,960,021
GNMA II TBA 30yr 3.5% December Delivery, 3.50%, 12/18/25 G2SF 21H0326C9 - - 147,859,377 $135,361,859 $135,361,859 1.99 $135,361,859
FNMA 30yr Pool#CB9787 5.000% 01-Jan-2055, 5.00%, 01/01/55 FN 3140QV2V5 - - 131,537,635 $133,400,435 $133,400,435 1.96 $132,797,555
GNMA II TBA 30yr 4.5% December Delivery, 4.50%, 12/18/25 G2SF 21H0426C8 - - 127,692,488 $124,774,204 $124,774,204 1.84 $124,774,204
FNMA 30yr Pool#FA2754 4.500% 01-Jan-2049, 4.50%, 01/01/49 FN 3140W3BY4 - - 118,651,684 $118,282,556 $118,282,556 1.73 $117,793,118
FNMA 30yr Pool#FS1133 4.000% 01-Oct-2051, 4.00%, 10/01/51 FN 3140XGHK8 - - 114,180,716 $110,386,237 $110,386,237 1.62 $109,967,575
GNMA II TBA 30yr 4% December Delivery, 4.00%, 12/18/25 G2SF 21H0406C2 - - 114,954,688 $108,873,010 $108,873,010 1.59 $108,873,010
FNMA 30yr Pool#FM7460 4.000% 01-Mar-2051, 4.00%, 03/01/51 FN 3140XBJE1 - - 107,420,753 $103,850,924 $103,850,924 1.52 $103,457,047
FHLMC 30yr Pool#SD5238 5.500% 01-Apr-2054, 5.50%, 04/01/54 FR 3132DSZB1 - - 99,121,266 $102,204,988 $102,204,988 1.50 $101,705,252
UMBS TBA 30yr 5% December Delivery, 5.00%, 12/11/25 FNCL 01F0506C5 - - 96,713,620 $96,534,023 $96,534,023 1.41 $96,534,023
UMBS TBA 30yr 6.5% December Delivery, 6.50%, 12/11/25 FNCL 01F0626C0 - - 92,975,000 $96,349,992 $96,349,992 1.41 $96,349,992
FNMA 30yr Pool#FA3025 5.500% 01-Sep-2055, 5.50%, 09/01/55 FN 3140W3LF4 - - 86,855,387 $89,815,195 $89,815,195 1.31 $89,377,299
Freddie Mac Multiclass Certificates, Series 5544 FC 5.18279% 25-JUN-2055, 5.07%, 06/25/55 FHR 5544 3137HLNP3 - - 88,829,119 $89,268,236 $89,268,236 1.31 $89,155,606
FHLMC 30yr Pool#SL2464 4.500% 01-Dec-2048, 4.50%, 12/01/48 FR 31427PW26 - - 84,189,583 $83,927,668 $83,927,668 1.23 $83,580,386
FNMA 30yr Pool#FA3036 5.500% 01-Oct-2055, 5.50%, 10/01/55 FN 3140W3LS6 - - 76,254,213 $78,791,794 $78,791,794 1.15 $78,407,346
FHLMC 30yr Pool#SD1046 4.000% 01-Jul-2052, 4.00%, 07/01/52 FR 3132DNET6 - - 81,624,760 $78,760,840 $78,760,840 1.15 $78,461,549
FHLMC 30yr Pool#RJ4363 5.500% 01-Jun-2055, 5.50%, 06/01/55 FR 3142GUZ55 - - 76,168,020 $78,744,841 $78,744,841 1.15 $78,360,827
FNMA 30yr Pool#FA3037 5.500% 01-Oct-2055, 5.50%, 10/01/55 FN 3140W3LT4 - - 70,456,547 $72,742,276 $72,742,276 1.07 $72,387,058
FNMA 30yr Pool#FA0574 5.500% 01-Jan-2055, 5.50%, 01/01/55 FN 3140W0T88 - - 70,270,254 $72,645,746 $72,645,746 1.06 $72,291,467
FNMA 30yr Pool#FS8993 6.000% 01-Jul-2054, 6.00%, 07/01/54 FN 3140XQ7F8 - - 68,394,250 $70,917,133 $70,917,133 1.04 $70,540,965
FHLMC 30yr Pool#SL1188 5.500% 01-Apr-2055, 5.50%, 04/01/55 FR 31427NKA6 - - 58,953,901 $60,879,785 $60,879,785 0.89 $60,582,559
FHLMC 30yr Pool#SL2435 6.500% 01-Feb-2055, 6.50%, 02/01/55 FR 31427PV50 - - 57,923,268 $60,768,785 $60,768,785 0.89 $60,423,659
FHLMC 30yr Pool#QX7566 5.500% 01-Mar-2055, 5.50%, 03/01/55 FR 31426DMQ2 - - 55,684,292 $57,086,877 $57,086,877 0.84 $56,806,135
FNMA 30yr Pool#FA2246 5.500% 01-Jul-2055, 5.50%, 07/01/55 FN 3140W2P88 - - 50,859,034 $52,555,402 $52,555,402 0.77 $52,298,988
FNMA 30yr Pool#CB9654 5.000% 01-Dec-2054, 5.00%, 12/01/54 FN 3140QVWQ3 - - 51,637,026 $52,368,296 $52,368,296 0.77 $52,131,626
FHLMC 30yr Pool#SL0239 5.000% 01-Jan-2055, 5.00%, 01/01/55 FR 31427MHR5 - - 51,083,864 $51,807,300 $51,807,300 0.76 $51,573,165
Fannie Mae REMIC Trust 2025-9 FA 5.38279% 25-MAR-2055, 5.27%, 03/25/55 FNR 2025-9 3136BVDC9 - - 50,441,988 $50,689,512 $50,689,512 0.74 $50,623,032
FNMA 30yr Pool#FA3128 5.500% 01-Oct-2055, 5.50%, 10/01/55 FN 3140W3PN3 - - 48,504,868 $50,224,548 $50,224,548 0.74 $49,980,003
FNMA 30yr Pool#CB9613 5.500% 01-Dec-2054, 5.50%, 12/01/54 FN 3140QVVF8 - - 47,541,384 $48,738,864 $48,738,864 0.71 $48,499,177
FNMA 30yr Pool#FA3572 5.000% 01-Nov-2055, 5.00%, 11/01/55 FN 3140W36J3 - - 47,413,500 $47,942,522 $47,942,522 0.70 $47,922,766
FHLMC 30yr Pool#SD7343 5.500% 01-Jan-2055, 5.50%, 01/01/55 FR 3132DVEQ4 - - 45,390,958 $46,880,609 $46,880,609 0.69 $46,651,763
FNMA 30yr Pool#FS9779 5.500% 01-Nov-2054, 5.50%, 11/01/54 FN 3140XR2M6 - - 43,262,562 $44,656,926 $44,656,926 0.65 $44,438,811
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA2 M2 7.8218% 25-FEB-2042, 7.82%, 02/25/42 STACR 2022-DNA2 35564KRN1 - - 43,256,272 $44,656,066 $44,656,066 0.65 $44,571,480
FNMA 30yr Pool#FS8121 4.000% 01-Jul-2052, 4.00%, 07/01/52 FN 3140XQAX5 - - 43,065,943 $41,489,465 $41,489,465 0.61 $41,331,556
FNMA 40yr Pool#BF0646 2.500% 01-Jun-2062, 2.50%, 06/01/62 FN 3140FXWG3 - - 49,134,944 $41,416,771 $41,416,771 0.61 $41,304,170
FNMA 30yr Pool#FA1951 6.000% 01-Jun-2055, 6.00%, 06/01/55 FN 3140W2EZ0 - - 39,458,749 $40,942,222 $40,942,222 0.60 $40,725,199
FHLMC 30yr Pool#SL0046 6.000% 01-Jan-2055, 6.00%, 01/01/55 FR 31427MBQ3 - - 39,396,370 $40,849,598 $40,849,598 0.60 $40,632,918
PMT LOAN TRUST 2025-J3 FLTG 2056 A3, 5.47%, 11/27/56 PMTLT 2025-J3 69392XBM9 - - 40,504,887 $40,729,229 $40,729,229 0.60 $40,673,821
FNMA 30yr Pool#FS8881 4.500% 01-Sep-2053, 4.50%, 09/01/53 FN 3140XQ2P1 - - 40,749,952 $40,647,077 $40,647,077 0.60 $40,478,983
Radian Mortgage Capital Trust 2025-J4 A25 5.73078% 25-MAR-2056, 5.62%, 03/25/56 RMCT 2025-J4 75024UBP1 - - 40,474,114 $40,526,842 $40,526,842 0.59 $40,469,957
FHLMC 30yr Pool#ZT2413 4.000% 01-Feb-2041, 4.00%, 02/01/41 FR 3132AEVE3 - - 40,963,430 $40,421,797 $40,421,797 0.59 $40,271,598
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-HQA3 M2 6.1718% 25-SEP-2041, 6.17%, 09/25/41 STACR 2021-HQA3 35564KJP5 - - 40,047,609 $40,340,548 $40,340,548 0.59 $40,278,756
OBX 2025-J3 TRUST FLTG 2055 AF, 5.57%, 10/25/55 OBX 2025-J3 67449KAU7 - - 40,233,045 $40,288,042 $40,288,042 0.59 $40,231,999
New Residential Mortgage LLC 6.545% 25-MAR-2032, 6.54%, 03/25/32 NZES 2025-FHT 64832EAA7 - - 38,739,910 $39,416,117 $39,416,117 0.58 $39,352,729
FHLMC 30yr Pool#SD6787 4.000% 01-May-2053, 4.00%, 05/01/53 FR 3132DURG4 - - 40,815,018 $39,308,193 $39,308,193 0.58 $39,158,538
FHLMC 30yr Pool#SI2101 4.000% 01-Sep-2048, 4.00%, 09/01/48 FR 3133USKN0 - - 39,254,122 $38,016,531 $38,016,531 0.56 $37,872,600
FHLMC 30yr Pool#SL0938 4.000% 01-Jul-2050, 4.00%, 07/01/50 FR 31427NBG3 - - 38,508,424 $37,879,712 $37,879,712 0.55 $37,738,515
FNMA 30yr Pool#FA1557 6.000% 01-May-2055, 6.00%, 05/01/55 FN 3140W1WT6 - - 36,383,729 $37,725,828 $37,725,828 0.55 $37,525,718
FNMA 40yr Pool#BF0598 2.500% 01-Mar-2062, 2.50%, 03/01/62 FN 3140FXUY6 - - 44,060,543 $37,142,902 $37,142,902 0.54 $37,041,930
FNMA 30yr Pool#FA0576 5.500% 01-Jan-2055, 5.50%, 01/01/55 FN 3140W0UA1 - - 35,840,211 $37,067,708 $37,067,708 0.54 $36,887,014
FNMA 30yr Pool#FA2190 4.000% 01-Apr-2053, 4.00%, 04/01/53 FN 3140W2NG2 - - 37,950,312 $36,555,172 $36,555,172 0.54 $36,416,021
FHLMC 30yr Pool#SL1632 4.000% 01-Nov-2053, 4.00%, 11/01/53 FR 31427NY60 - - 37,717,711 $36,382,555 $36,382,555 0.53 $36,244,256
FNMA 30yr Pool#FA3105 6.000% 01-May-2055, 6.00%, 05/01/55 FN 3140W3NX3 - - 33,716,348 $34,994,942 $34,994,942 0.51 $34,809,502
UMBS TBA 30yr 6% December Delivery, 6.00%, 12/11/25 FNCL 01F0606C4 - - 33,670,000 $34,483,467 $34,483,467 0.50 $34,483,467
FNMA 30yr Pool#FA3191 5.500% 01-Oct-2055, 5.50%, 10/01/55 FN 3140W3RM3 - - 32,703,722 $33,764,686 $33,764,686 0.49 $33,599,804
FNMA 30yr Pool#FA3682 5.500% 01-Feb-2055, 5.50%, 02/01/55 FN 3140W4CU9 - - 32,225,378 $33,167,060 $33,167,060 0.49 $33,152,290
FNMA 30yr Pool#FA2446 4.500% 01-Jul-2053, 4.50%, 07/01/53 FN 3140W2WG2 - - 32,688,160 $32,419,678 $32,419,678 0.47 $32,284,839
FNMA 30yr Pool#FA0603 4.500% 01-Sep-2051, 4.50%, 09/01/51 FN 3140W0U52 - - 32,412,790 $32,373,452 $32,373,452 0.47 $32,239,749
FNMA 30yr Pool#FA1560 5.500% 01-Apr-2055, 5.50%, 04/01/55 FN 3140W1WW9 - - 30,781,916 $31,715,507 $31,715,507 0.46 $31,701,398
FHLMC 30yr Pool#SL2558 6.000% 01-Aug-2055, 6.00%, 08/01/55 FR 31427PZY3 - - 30,536,438 $31,694,444 $31,694,444 0.46 $31,526,493
FHLMC 30yr Pool#SL0238 5.000% 01-May-2054, 5.00%, 05/01/54 FR 31427MHQ7 - - 30,593,412 $31,026,668 $31,026,668 0.45 $30,886,448
FNMA 40yr Pool#BF0698 3.500% 01-Dec-2062, 3.50%, 12/01/62 FN 3140FXX49 - - 33,704,841 $30,994,723 $30,994,723 0.45 $30,886,587
FNMA 30yr Pool#BW7371 5.500% 01-Feb-2053, 5.50%, 02/01/53 FN 3140N0FM2 - - 29,756,420 $30,967,068 $30,967,068 0.45 $30,817,046
FNMA 30yr Pool#FS3883 4.500% 01-Feb-2053, 4.50%, 02/01/53 FN 3140XKJ50 - - 30,077,676 $29,854,113 $29,854,113 0.44 $29,730,043
FNMA 30yr Pool#FS8335 4.500% 01-Jan-2051, 4.50%, 01/01/51 FN 3140XQHM2 - - 29,795,791 $29,759,629 $29,759,629 0.44 $29,636,722
FHLMC 30yr Pool#SL1291 4.000% 01-Nov-2054, 4.00%, 11/01/54 FR 31427NNH8 - - 30,663,047 $29,577,617 $29,577,617 0.43 $29,465,186
FNMA 30yr Pool#FS9788 5.500% 01-Nov-2054, 5.50%, 11/01/54 FN 3140XR2W4 - - 28,363,791 $29,072,126 $29,072,126 0.43 $28,929,125
FNMA 30yr Pool#FA1798 4.000% 01-Aug-2052, 4.00%, 08/01/52 FN 3140W17L1 - - 29,833,682 $28,791,582 $28,791,582 0.42 $28,682,192
FNMA 30yr Pool#FS8681 4.500% 01-Oct-2050, 4.50%, 10/01/50 FN 3140XQUF2 - - 28,089,146 $28,055,056 $28,055,056 0.41 $27,939,188
FHF ISSUER TRUST 2024-1 0% 26, 4.84%, 12/15/26 FHF 2025-2A 30343DAA2 - - 27,750,000 $27,793,875 $27,793,875 0.41 $27,760,305
JP MORGAN MORTGAGE TRUST 2 5.777% 55, 5.50%, 11/25/55 JPMMT 2025-5MPR 46593VAD9 - - 26,964,359 $27,328,873 $27,328,873 0.40 $27,192,928
NRM MSR-Collateralized Notes, Series 2024-FNT1 A 7.398% 25-NOV-2029, 7.40%, 11/25/31 NZES 2024-FNT1 62956YAA7 - - 26,895,733 $27,206,519 $27,206,519 0.40 $27,156,775
FNMA 30yr Pool#CB4798 5.000% 01-Oct-2052, 5.00%, 10/01/52 FN 3140QQKL8 - - 25,885,968 $26,125,724 $26,125,724 0.38 $26,007,080
FNMA 30yr Pool#FA3714 5.000% 01-Nov-2055, 5.00%, 11/01/55 FN 3140W4DU8 - - 25,003,791 $25,293,530 $25,293,530 0.37 $25,283,112
FHLMC 30yr Pool#SD3271 5.500% 01-Jun-2053, 5.50%, 06/01/53 FR 3132DQT48 - - 24,163,737 $25,080,458 $25,080,458 0.37 $24,958,633
METRONET INFRASTRUCTURE ISSU 5.4% 55, 5.40%, 08/20/55 MNET 2025-2A 59170JAX6 - - 24,600,000 $24,802,881 $24,802,881 0.36 $24,751,221
FNMA 30yr Pool#FS6257 4.000% 01-Jun-2053, 4.00%, 06/01/53 FN 3140XM5T9 - - 25,548,322 $24,528,698 $24,528,698 0.36 $24,435,020
FNMA 30yr Pool#FS9239 4.500% 01-Jan-2051, 4.50%, 01/01/51 FN 3140XRHR9 - - 24,254,192 $24,224,756 $24,224,756 0.35 $24,124,707
FNMA 30yr Pool#FA1129 6.500% 01-Jun-2054, 6.50%, 06/01/54 FN 3140W1HF3 - - 22,684,946 $23,799,358 $23,799,358 0.35 $23,664,194
FNMA 30yr Pool#FS9771 4.000% 01-Oct-2052, 4.00%, 10/01/52 FN 3140XR2D6 - - 24,510,531 $23,601,251 $23,601,251 0.35 $23,511,379
FNMA 30yr Pool#FA1128 6.500% 01-Aug-2054, 6.50%, 08/01/54 FN 3140W1HE6 - - 22,198,828 $23,289,359 $23,289,359 0.34 $23,157,091
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2025-HQA1 M2 5.7218% 25-FEB-2045, 5.72%, 02/25/45 STACR 2025-HQA1 35564NHA4 - - 23,060,148 $23,136,848 $23,136,848 0.34 $23,103,862
PRET 2025-RPL3 Trust A1 4.15% 25-APR-2065, 4.15%, 04/25/65 PRET 2025-RPL3 69382RAA1 - - 22,799,117 $22,488,945 $22,488,945 0.33 $22,402,213
FHLMC 30yr Pool#SD5061 5.500% 01-Mar-2054, 5.50%, 03/01/54 FR 3132DSTS1 - - 21,681,999 $22,449,252 $22,449,252 0.33 $22,339,938
FNMA 30yr Pool#FM7840 4.000% 01-Apr-2050, 4.00%, 04/01/50 FN 3140XBWA4 - - 23,190,063 $22,419,406 $22,419,406 0.33 $22,334,376
FNMA 30yr Pool#FS4781 4.000% 01-Oct-2051, 4.00%, 10/01/51 FN 3140XLJ33 - - 22,745,402 $21,989,522 $21,989,522 0.32 $21,906,122
FNMA 30yr Pool#FS7225 4.000% 01-Aug-2051, 4.00%, 08/01/51 FN 3140XPA33 - - 22,530,776 $21,820,433 $21,820,433 0.32 $21,737,820
FHLMC 30yr Pool#SD6989 5.500% 01-Nov-2054, 5.50%, 11/01/54 FR 3132DUXS1 - - 20,999,657 $21,524,085 $21,524,085 0.32 $21,418,212
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-DNA6 B2 11.5718% 25-OCT-2041, 11.57%, 10/25/41 STACR 2021-DNA6 35564KLV9 - - 19,937,000 $21,135,011 $21,135,011 0.31 $20,881,201
Structured Agency Credit Risk (STACR) Debt Notes, Series 2022-HQA1 M2 9.3218% 25-MAR-2042, 9.32%, 03/25/42 STACR 2022-HQA1 35564KTJ8 - - 20,019,000 $21,051,680 $21,051,680 0.31 $21,005,027
FNMA 30yr Pool#CB7112 5.500% 01-Sep-2053, 5.50%, 09/01/53 FN 3140QS3W9 - - 20,173,462 $20,912,578 $20,912,578 0.31 $20,810,870
FNMA 40yr Pool#BF0713 4.000% 01-Mar-2063, 4.00%, 03/01/63 FN 3140FXYK2 - - 21,611,704 $20,739,641 $20,739,641 0.30 $20,660,399
FNMA 40yr Pool#BF0226 3.500% 01-Jan-2058, 3.50%, 01/01/58 FN 3140FXHC9 - - 22,123,625 $20,738,995 $20,738,995 0.30 $20,668,015
Cipher Compute LLC 7.125% 15-NOV-2030, 7.12%, 11/15/30 CIFR 17253NAA5 - - 20,244,000 $20,715,267 $20,715,267 0.30 $20,631,128
FNMA 40yr Pool#BF0807 3.500% 01-Apr-2064, 3.50%, 04/01/64 FN 3140FX3R1 - - 22,466,760 $20,655,149 $20,655,149 0.30 $20,583,068
FNMA 30yr Pool#FS6382 4.000% 01-Aug-2051, 4.00%, 08/01/51 FN 3140XNCU6 - - 21,289,312 $20,618,109 $20,618,109 0.30 $20,540,048
RCKT MOR 2025-CES9 FLT 2055 A1B, 5.00%, 09/25/55 RCKT 2025-CES9 74942JAB0 - - 20,497,373 $20,574,605 $20,574,605 0.30 $20,480,715
Finance of America Structured Securities Trust, 2025-S1 A1 3.5% 25-FEB-2075, 3.50%, 02/25/75 FASST 2025-S1 31741BAB0 - - 20,980,515 $20,387,071 $20,387,071 0.30 $20,368,713
FHLMC 30yr Pool#QJ9063 5.000% 01-Nov-2054, 5.00%, 11/01/54 FR 3133D1B81 - - 19,601,664 $19,789,368 $19,789,368 0.29 $19,699,527
FINANCE OF AMERICA STRUC 3.28125% 74, 3.50%, 04/25/74 FASST 2024-S3 31739WAB8 - - 20,102,669 $19,624,225 $19,624,225 0.29 $19,606,635
FHLMC 30yr Pool#SL0850 4.000% 01-Jul-2049, 4.00%, 07/01/49 FR 31427M5L1 - - 19,773,180 $19,515,762 $19,515,762 0.29 $19,443,260
FNMA 30yr Pool#DC4912 5.500% 01-Oct-2054, 5.50%, 10/01/54 FN 3140ASN61 - - 18,854,133 $19,308,022 $19,308,022 0.28 $19,212,966
FNMA 30yr Pool#FS5028 4.000% 01-Oct-2051, 4.00%, 10/01/51 FN 3140XLSS8 - - 19,921,442 $19,259,409 $19,259,409 0.28 $19,186,363
RCKT MORTGAGE TRUST 2025-C 5.212% 55, 4.97%, 11/25/55 RCKT 2025-CES11 749423AA7 - - 18,656,000 $18,787,904 $18,787,904 0.28 $18,702,978
FNMA 30yr Pool#FS9476 4.000% 01-Jun-2053, 4.00%, 06/01/53 FN 3140XRQ65 - - 19,297,613 $18,521,427 $18,521,427 0.27 $18,450,669
FNMA 30yr Pool#FS2863 4.000% 01-Sep-2052, 4.00%, 09/01/52 FN 3140XJFD0 - - 19,073,656 $18,401,452 $18,401,452 0.27 $18,331,515
FNMA 30yr Pool#FA1549 5.500% 01-May-2055, 5.50%, 05/01/55 FN 3140W1WK5 - - 17,731,298 $18,328,434 $18,328,434 0.27 $18,239,039
FNMA 30yr Pool#FS8709 4.500% 01-Jan-2051, 4.50%, 01/01/51 FN 3140XQVB0 - - 18,250,528 $18,228,378 $18,228,378 0.27 $18,153,095
Saluda Grade Alternative Mortgage Trust 2024-RTL4 A1 7.5% 25-FEB-2030, 7.50%, 02/25/30 GRADE 2024-RTL4 79584CAA9 - - 17,634,279 $17,821,229 $17,821,229 0.26 $17,699,993
FHLMC 30yr Pool#QY8779 6.000% 01-Jul-2055, 6.00%, 07/01/55 FR 31426TXH5 - - 17,014,713 $17,659,947 $17,659,947 0.26 $17,566,366
FNMA 30yr Pool#CB4128 4.500% 01-Jul-2052, 4.50%, 07/01/52 FN 3140QPSS7 - - 17,579,410 $17,462,467 $17,462,467 0.26 $17,389,952
Homeward Opportunities Fund Trust 2024-RTL1 A1 7.12% 25-JUL-2029, 7.12%, 07/25/29 HOF 43789FAA1 - - 17,261,000 $17,310,341 $17,310,341 0.25 $17,279,616
FNMA 30yr Pool#CB8221 5.500% 01-Mar-2054, 5.50%, 03/01/54 FN 3140QUD37 - - 16,837,064 $17,255,897 $17,255,897 0.25 $17,171,010
FHLMC 30yr Pool#QH3192 6.000% 01-Oct-2053, 6.00%, 10/01/53 FR 3133CFRM3 - - 16,417,378 $17,129,006 $17,129,006 0.25 $17,038,711
FNMA 30yr Pool#FS9116 6.000% 01-Sep-2054, 6.00%, 09/01/54 FN 3140XRDW2 - - 16,210,576 $16,808,542 $16,808,542 0.25 $16,719,383
FNMA 40yr Pool#BF0806 3.500% 01-Apr-2064, 3.50%, 04/01/64 FN 3140FX3Q3 - - 18,131,647 $16,729,608 $16,729,608 0.24 $16,671,436
FNMA 30yr Pool#FM4738 4.000% 01-Sep-2050, 4.00%, 09/01/50 FN 3140X8HQ3 - - 17,248,985 $16,647,809 $16,647,809 0.24 $16,584,562
FNMA 40yr Pool#BF0801 2.500% 01-Apr-2064, 2.50%, 04/01/64 FN 3140FX3K6 - - 19,441,519 $16,374,761 $16,374,761 0.24 $16,330,208
FNMA 30yr Pool#DA1525 6.000% 01-Oct-2053, 6.00%, 10/01/53 FN 3140A1VT1 - - 15,318,797 $15,899,718 $15,899,718 0.23 $15,815,465
SALUDA GR ALT MTG TR 2025-LOC5 A1B, 5.79%, 10/25/55 GRADE 2025-LOC5 79581XAC2 - - 15,693,000 $15,858,829 $15,858,829 0.23 $15,757,853
FHLMC 30yr Pool#SL0644 4.500% 01-Mar-2053, 4.50%, 03/01/53 FR 31427MWE7 - - 15,957,905 $15,842,406 $15,842,406 0.23 $15,776,580
Vontive Mortgage Trust 2025-RTL1 A1 6.507% 25-MAR-2030, 6.51%, 03/25/30 VNTV 2025-RTL1 928884AA3 - - 15,444,000 $15,753,287 $15,753,287 0.23 $15,728,163
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 $15,420,571 $15,420,571 0.23 $15,316,807
PRPM 2025-RCF3 LLC 5.25% 55, 5.25%, 07/25/55 PRPM 2025-RCF3 69392PAA3 - - 15,266,953 $15,417,005 $15,417,005 0.23 $15,343,533
FHLMC 30yr Pool#SD5963 6.000% 01-Jul-2054, 6.00%, 07/01/54 FR 3132DTTU4 - - 14,709,465 $15,252,058 $15,252,058 0.22 $15,171,156
PRET 2025-RPL1 Trust A1 4.0% 25-JUL-2069, 4.00%, 07/25/69 PRET 2025-RPL1 69392FAA5 - - 15,325,748 $15,027,204 $15,027,204 0.22 $14,971,009
PRPM 2025-5 0%30, 5.73%, 07/25/30 PRPM 2025-5 69392RAA9 - - 14,861,096 $14,926,566 $14,926,566 0.22 $14,848,522
Connecticut Avenue Securities, Series 2021-R03 1M2 5.7218% 25-DEC-2041, 5.72%, 12/25/41 CAS 2021-R03 20754AAB9 - - 14,835,000 $14,917,411 $14,917,411 0.22 $14,896,190
RCKT Mortgage Trust 2025-CES7 A1A 5.377% 25-JUL-2055, 5.38%, 07/25/55 RCKT 2025-CES7 74943AAA0 - - 14,561,258 $14,742,149 $14,742,149 0.22 $14,670,377
Huntington Bank Auto Credit-Linked Notes, Series 2024-2 B1 5.442% 20-OCT-2032, 5.44%, 10/20/32 HACLN 2024-2 44644NAG4 - - 14,523,115 $14,698,683 $14,698,683 0.22 $14,667,948
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-DNA7 M2 5.8718% 25-NOV-2041, 5.87%, 11/25/41 STACR 2021-DNA7 35564KMH9 - - 14,550,000 $14,650,887 $14,650,887 0.21 $14,629,528
Vista Point Securitization Trust 2025-CES2 A1 5.601% 25-AUG-2055, 5.60%, 08/25/55 VSTA 2025-CES2 92842UAA0 - - 14,390,843 $14,554,459 $14,554,459 0.21 $14,480,573
Galaxy XXVI CLO Ltd., 6.84%, 07/31/26 GLXYT 2025-1 362922AA4 - - 14,337,654 $14,498,810 $14,498,810 0.21 $14,414,304
FINANCE OF AMER STR TR 2024-S2 A1, 3.50%, 04/25/74 FASST 2024-S2 31739VAA2 - - 14,335,053 $14,050,803 $14,050,803 0.21 $14,038,260
BMP Commercial Mortgage Trust 2024-MF23 A 5.3309% 15-JUN-2041, 5.33%, 06/15/41 BMP 2024-MF23 05593JAA8 - - 14,000,000 $14,026,209 $14,026,209 0.21 $13,986,819
GS Mortgage-Backed Securities Trust 2025-RPL3 A1 4.1% 25-JUL-2065, 4.10%, 07/25/65 GSMBS 2025-RPL3 362963AA8 - - 14,249,018 $14,007,547 $14,007,547 0.21 $13,953,995
Chase Mortgage Reference Notes, Series 2020-CL1 M1 6.29348% 25-OCT-2057, 6.32%, 10/25/57 CHASE 2020-CL1 46591HAG5 - - 13,359,515 $13,790,615 $13,790,615 0.20 $13,769,511
FHLMC 30yr Pool#SD1143 4.500% 01-Sep-2050, 4.50%, 09/01/50 FR 3132DNHU0 - - 13,711,799 $13,695,157 $13,695,157 0.20 $13,638,596
FHLMC 30yr Pool#SD6558 6.000% 01-Sep-2054, 6.00%, 09/01/54 FR 3132DUJB4 - - 13,069,924 $13,552,039 $13,552,039 0.20 $13,480,154
WULF Compute LLC 7.75% 15-OCT-2030, 7.75%, 10/15/30 WULF 982911AA7 - - 12,852,000 $13,444,065 $13,444,065 0.20 $13,330,628
FNMA 30yr Pool#FS8717 6.000% 01-Jul-2054, 6.00%, 07/01/54 FN 3140XQVK0 - - 12,964,913 $13,443,154 $13,443,154 0.20 $13,371,847
FNMA 30yr Pool#FM5350 4.500% 01-Sep-2050, 4.50%, 09/01/50 FN 3140X85L7 - - 13,435,199 $13,401,282 $13,401,282 0.20 $13,345,862
Foundation Finance Trust 2025-2 B 4.94% 15-APR-2052, 4.94%, 04/15/52 FFIN 2025-2A 35042NAB1 - - 13,050,000 $13,091,730 $13,091,730 0.19 $13,057,706
CONNECTICUT AVENUE SECUR 5.55001% 45, 5.27%, 07/25/45 CAS 2025-R05 20753CAB6 - - 13,037,239 $13,069,017 $13,069,017 0.19 $13,051,834
FNMA 30yr Pool#DE1157 6.000% 01-Jun-2055, 6.00%, 06/01/55 FN 3140BDJB7 - - 12,545,577 $13,008,350 $13,008,350 0.19 $12,939,350
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2025-HQA1 M1 5.2218% 25-FEB-2045, 5.22%, 02/25/45 STACR 2025-HQA1 35564NGZ0 - - 12,956,296 $12,980,374 $12,980,374 0.19 $12,963,460
FNMA 30yr Pool#DE6043 6.000% 01-Aug-2055, 6.00%, 08/01/55 FN 3140BJWD5 - - 12,468,173 $12,928,091 $12,928,091 0.19 $12,859,516
FHLMC 30yr Pool#SD5994 4.500% 01-Sep-2050, 4.50%, 09/01/50 FR 3132DTUT5 - - 12,776,708 $12,761,202 $12,761,202 0.19 $12,708,498
PRET 2025-RPL5 TRUST FLTG 2070 A1, 4.15%, 01/25/70 PRET 2025-RPL5 69393AAA5 - - 12,900,664 $12,647,808 $12,647,808 0.19 $12,598,732
FNMA 40yr Pool#BF0731 2.500% 01-Jun-2063, 2.50%, 06/01/63 FN 3140FXY55 - - 14,950,395 $12,593,801 $12,593,801 0.18 $12,559,540
FNMA 30yr Pool#FA0470 6.000% 01-Jan-2055, 6.00%, 01/01/55 FN 3140W0QY4 - - 12,138,008 $12,585,747 $12,585,747 0.18 $12,518,988
TOWD POINT MORTGAGE TRUST 2025 0% 65, 4.97%, 09/25/65 TPMT 2025-FIX1 89183MAA1 - - 12,521,612 $12,574,332 $12,574,332 0.18 $12,517,308
TOWD PT MTG TR 2025-FIX2 FLTG A1, 5.25%, 10/25/65 TPMT 2025-FIX2 89183RAA0 - - 12,073,654 $12,403,635 $12,403,635 0.18 $12,098,118
Acacia 2025-1 A 5.24% 15-NOV-2037, 5.24%, 11/15/37 ACACIA 2025-1 00401PAA7 - - 12,249,000 $12,300,162 $12,300,162 0.18 $12,262,721
FNMA 30yr Pool#FS7541 4.000% 01-Jun-2052, 4.00%, 06/01/52 FN 3140XPLX5 - - 12,661,356 $12,240,591 $12,240,591 0.18 $12,194,166
FIGRE TRUST 2025-HE4 FLTG 2055 C, 5.71%, 07/25/55 FIGRE 2025-HE4 31684PAC6 - - 12,091,786 $12,220,269 $12,220,269 0.18 $12,156,989
FHLMC 30yr Pool#QG6755 5.500% 01-Jun-2053, 5.50%, 06/01/53 FR 3133C7QG5 - - 11,727,752 $12,180,003 $12,180,003 0.18 $12,120,875
FNMA 30yr Pool#DC5672 5.500% 01-Nov-2054, 5.50%, 11/01/54 FN 3140ATJS6 - - 11,789,320 $12,072,810 $12,072,810 0.18 $12,013,372
Connecticut Avenue Securities Trust 2025-R06 1M1 5.0218% 25-SEP-2045, 5.02%, 09/25/45 CAS 2025-R06 20754YAB7 - - 11,851,374 $11,859,280 $11,859,280 0.17 $11,844,401
FHLMC 30yr Pool#SD1436 4.500% 01-Aug-2052, 4.50%, 08/01/52 FR 3132DNSZ7 - - 11,937,495 $11,842,546 $11,842,546 0.17 $11,793,304
FNMA 40yr Pool#BF0783 3.500% 01-Dec-2063, 3.50%, 12/01/63 FN 3140FX2R2 - - 12,633,615 $11,618,845 $11,618,845 0.17 $11,578,313
FNMA 30yr Pool#FS6236 6.500% 01-Nov-2053, 6.50%, 11/01/53 FN 3140XM4W3 - - 10,931,507 $11,476,838 $11,476,838 0.17 $11,411,704
FHLMC 30yr Pool#QH3306 6.000% 01-Oct-2053, 6.00%, 10/01/53 FR 3133CFU72 - - 10,972,828 $11,448,456 $11,448,456 0.17 $11,388,106
UMBS TBA 30yr 5.5% December Delivery, 5.50%, 12/11/25 FNCL 01F0526C1 - - 11,300,000 $11,443,736 $11,443,736 0.17 $11,443,736
PRET 2025-NPL4 A1 6.3677% 25-MAY-2055, 6.37%, 04/25/55 PRET 2025-NPL4 74136UAA3 - - 11,327,298 $11,390,645 $11,390,645 0.17 $11,372,613
FIGRE Trust 2025-HE3 A 5.56% 25-MAY-2055, 5.56%, 05/25/55 FIGRE 2025-HE3 31684LAA9 - - 11,204,961 $11,382,047 $11,382,047 0.17 $11,324,939
Ally Bank Auto Credit-Linked Notes, Series 2025-A C 4.844% 15-JUN-2033, 4.84%, 06/15/33 ABCLN 2025-A 02007G5F6 - - 11,259,601 $11,330,752 $11,330,752 0.17 $11,301,966
FNMA 30yr Pool#BY4134 5.500% 01-Jul-2053, 5.50%, 07/01/53 FN 3140NLSY6 - - 11,050,667 $11,326,358 $11,326,358 0.17 $11,270,645
FNMA 30yr Pool#FS5818 4.500% 01-Oct-2050, 4.50%, 10/01/50 FN 3140XMPC4 - - 11,278,318 $11,249,845 $11,249,845 0.16 $11,203,322
RCKT Mortgage Trust 2024-CES7 A1A 5.158% 25-OCT-2044, 5.16%, 10/25/44 RCKT 2024-CES7 749414AA6 - - 11,162,775 $11,231,773 $11,231,773 0.16 $11,178,993
FNMA 30yr Pool#FS5362 4.500% 01-Dec-2050, 4.50%, 12/01/50 FN 3140XL5Y0 - - 11,065,357 $11,037,422 $11,037,422 0.16 $10,991,778
FNMA 30yr Pool#FS7613 4.500% 01-May-2052, 4.50%, 05/01/52 FN 3140XPN70 - - 10,947,778 $10,934,491 $10,934,491 0.16 $10,889,331
FHLMC 30yr Pool#SD5224 6.000% 01-Mar-2054, 6.00%, 03/01/54 FR 3132DSYV8 - - 10,223,922 $10,601,056 $10,601,056 0.16 $10,544,824
GS MTG-BKD TRUST 2025-CES2 A1, 5.18%, 09/25/55 GSMBS 2025-CES2 36273BAA7 - - 10,475,291 $10,557,342 $10,557,342 0.15 $10,507,602
FNMA 30yr Pool#FS7117 6.500% 01-Feb-2054, 6.50%, 02/01/54 FN 3140XN4B7 - - 10,047,026 $10,548,233 $10,548,233 0.15 $10,488,369
Homeward Opportunities Fund Trust 2025-RRTL1 A1 5.476% 25-MAR-2040, 5.48%, 03/25/40 HOF 2025-RRTL1 437919AA1 - - 10,475,000 $10,545,453 $10,545,453 0.15 $10,531,112
FNMA 30yr Pool#FS6662 4.000% 01-Oct-2051, 4.00%, 10/01/51 FN 3140XNML5 - - 10,602,895 $10,250,537 $10,250,537 0.15 $10,211,660
FNMA 30yr Pool#BX0421 5.500% 01-Nov-2052, 5.50%, 11/01/52 FN 3140N4PF8 - - 9,944,287 $10,233,629 $10,233,629 0.15 $10,183,493
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-HQA4 M2 6.4218% 25-DEC-2041, 6.42%, 12/25/41 STACR 2021-HQA4 35564KNS4 - - 10,089,878 $10,228,534 $10,228,534 0.15 $10,212,335
FHLMC 30yr Pool#SL0869 4.500% 01-May-2053, 4.50%, 05/01/53 FR 31427M6F3 - - 10,292,507 $10,191,313 $10,191,313 0.15 $10,148,857
LHOME Mortgage Trust 2024-RTL3 A1 6.9% 25-MAY-2029, 6.90%, 05/25/29 LHOME 2024-RTL3 50205GAA0 - - 9,960,000 $10,073,556 $10,073,556 0.15 $10,056,375
FHLMC 30yr Pool#RA7104 4.500% 01-Feb-2051, 4.50%, 02/01/51 FR 3133KN3M3 - - 10,104,641 $10,058,596 $10,058,596 0.15 $10,016,915
Huntington Bank Auto Credit-Linked Notes, Series 2024-1 B1 6.153% 20-MAY-2032, 6.15%, 05/20/32 HACLN 2024-1 44644NAA7 - - 9,666,022 $9,825,740 $9,825,740 0.14 $9,802,611
FHLMC 30yr Pool#QH4373 6.000% 01-Nov-2053, 6.00%, 11/01/53 FR 3133CG2E6 - - 9,408,638 $9,816,465 $9,816,465 0.14 $9,764,717
A&D Mortgage Trust 2025-NQM2 A1 5.79% 25-JUN-2070, 5.79%, 06/25/70 ADMT 2025-NQM2 00250EAC0 - - 9,642,579 $9,784,949 $9,784,949 0.14 $9,733,771
FNMA 30yr Pool#FS2144 3.500% 01-Jun-2052, 3.50%, 06/01/52 FN 3140XHL21 - - 10,352,726 $9,757,533 $9,757,533 0.14 $9,724,318
Rithm Capital Corp. 8.0% 01-APR-2029, 8.00%, 04/01/29 RITM 64828TAB8 - - 9,213,000 $9,582,911 $9,582,911 0.14 $9,453,929
FIGRE TRUST 2025 HE4 FLTG 2055 B, 5.61%, 07/25/55 FIGRE 2025-HE4 31684PAB8 - - 9,361,601 $9,455,841 $9,455,841 0.14 $9,407,716
LHOME Mortgage Trust 2024-RTL5 A2 5.751% 25-SEP-2039, 5.75%, 09/25/39 LHOME 2024-RTL5 50205WAB3 - - 9,325,000 $9,395,320 $9,395,320 0.14 $9,381,913
CONNECTICUT AVENUE SECUR 5.95001% 45, 5.67%, 07/25/45 CAS 2025-R05 20753CAC4 - - 9,254,000 $9,276,854 $9,276,854 0.14 $9,263,733
FNMA 30yr Pool#DA0026 6.000% 01-Sep-2053, 6.00%, 09/01/53 FN 3140A0A41 - - 8,911,286 $9,249,221 $9,249,221 0.14 $9,200,208
Brean Asset Backed Securities Trust 2024-RM8 A1 4.5% 25-MAY-2064, 4.50%, 05/25/64 BABS 2024-RM8 10637YAA3 - - 9,345,555 $9,204,635 $9,204,635 0.13 $9,194,121
RCKT Mortgage Trust 2024-CES9 A1B 5.683% 25-DEC-2044, 5.68%, 12/25/44 RCKT 2024-CES9 749426AB8 - - 8,994,380 $9,103,626 $9,103,626 0.13 $9,056,771
FHLMC 30yr Pool#QZ2313 5.500% 01-Sep-2055, 5.50%, 09/01/55 FR 31426YSB3 - - 8,913,213 $9,093,899 $9,093,899 0.13 $9,048,961
RCKT Mortgage Trust 2025-CES7 A1B 5.478% 25-JUL-2055, 5.48%, 07/25/55 RCKT 2025-CES7 74943AAB8 - - 8,984,752 $9,078,856 $9,078,856 0.13 $9,033,739
Freddie Mac Multiclass Certificates, Series 5164 FA 4.0% 25-NOV-2051, 4.00%, 11/25/51 FHR 5164 3137H3PY2 - - 9,719,920 $9,076,105 $9,076,105 0.13 $9,066,385
FNMA 30yr Pool#FA1287 4.500% 01-Jul-2053, 4.50%, 07/01/53 FN 3140W1ND1 - - 9,121,546 $9,044,847 $9,044,847 0.13 $9,007,220
RCKT MORTGAGE TR 2025-CES8 A1A, 5.15%, 08/25/55 RCKT 2025-CES8 74939WAA8 - - 8,909,739 $8,982,592 $8,982,592 0.13 $8,940,549
FHLMC 30yr Pool#QY9874 6.000% 01-Aug-2055, 6.00%, 08/01/55 FR 31426U6L3 - - 8,651,707 $8,970,846 $8,970,846 0.13 $8,923,261
FHLMC 30yr Pool#SD7417 5.500% 01-Jan-2055, 5.50%, 01/01/55 FR 3132DVG25 - - 8,606,651 $8,896,951 $8,896,951 0.13 $8,853,560
Alterna Funding III A 6.26% 15-MAY-2039, 6.26%, 05/16/39 TAX 2024-1A 02157JAA3 - - 8,820,371 $8,867,100 $8,867,100 0.13 $8,837,959
FHLMC 30yr Pool#QH1500 6.000% 01-Sep-2053, 6.00%, 09/01/53 FR 3133CDUZ5 - - 8,340,741 $8,702,279 $8,702,279 0.13 $8,656,405
FHLMC STACR REMIC TR 2025-DNA3 M1, 5.17%, 09/25/45 STACR 2025-DNA3 35564UAR8 - - 8,469,601 $8,487,912 $8,487,912 0.12 $8,476,962
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 $8,391,608 $8,391,608 0.12 $8,332,875
FHLMC 30yr Pool#QX9929 6.000% 01-Apr-2055, 6.00%, 04/01/55 FR 31426HA78 - - 8,025,851 $8,330,208 $8,330,208 0.12 $8,286,066
FHLMC 30yr Pool#QZ9092 5.000% 01-Nov-2055, 5.00%, 11/01/55 FR 31427KC60 - - 8,241,043 $8,277,635 $8,277,635 0.12 $8,239,864
Fannie Mae REMIC Trust 2022-65 FB 4.8718% 25-SEP-2052, 4.87%, 09/25/52 FNR 2022-65 3136BPCQ2 - - 8,251,691 $8,192,060 $8,192,060 0.12 $8,182,009
PRPM 2025-RPL4 A1, 3.00%, 05/25/55 PRPM 2025-RPL4 74448NAA2 - - 8,600,940 $8,137,335 $8,137,335 0.12 $8,113,683
FHLMC 30yr Pool#QX0520 5.500% 01-Dec-2054, 5.50%, 12/01/54 FR 31425USJ5 - - 7,730,605 $7,923,029 $7,923,029 0.12 $7,884,054
FNMA 30yr Pool#DD8495 5.500% 01-May-2055, 5.50%, 05/01/55 FN 3140B9NM7 - - 7,726,277 $7,867,028 $7,867,028 0.12 $7,854,044
COOPR Residential Mortgage Trust 2025-CES3 A1A 4.84% 25-SEP-2060, 4.84%, 09/25/60 COOPR 2025-CES3 216926AA3 - - 7,810,648 $7,828,342 $7,828,342 0.11 $7,793,689
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 $7,805,895 $7,805,895 0.11 $7,781,149
ACHM Trust 2024-HE1 A 6.55% 25-MAY-2039, 6.55%, 05/25/39 ACHM 2024-HE1 00449TAA3 - - 7,485,179 $7,719,361 $7,719,361 0.11 $7,707,104
Connecticut Avenue Securities Trust 2025-R01 1M2 5.5718% 25-JAN-2045, 5.57%, 01/25/45 CAS 2025-R01 20755JAC7 - - 7,526,000 $7,531,701 $7,531,701 0.11 $7,521,218
FIGRE TRUST 2025-HE6 FLTG 2055 C, 5.25%, 09/25/55 FIGRE 2025-HE6 31684NAC1 - - 7,504,428 $7,488,461 $7,488,461 0.11 $7,452,380
SALUDA GR ALT MTG TR 25 RRTL1 A1, 5.32%, 10/25/40 GRADE 2025-RRTL1 79582NAA7 - - 7,388,000 $7,421,973 $7,421,973 0.11 $7,385,944
RCKT MORTGAGE TRUST 2025 5.24863% 55, 5.25%, 08/25/55 RCKT 2025-CES8 74939WAB6 - - 7,331,853 $7,378,912 $7,378,912 0.11 $7,343,637
Ally Bank Auto Credit-Linked Notes, Series 2025-A D 4.991% 15-JUN-2033, 4.99%, 06/15/33 ABCLN 2025-A 02007G5G4 - - 7,314,223 $7,351,672 $7,351,672 0.11 $7,332,405
RCKT Mortgage Trust 2024-CES1 A1B 6.325% 25-FEB-2044, 6.33%, 02/25/44 RCKT 2024-CES1 749424AB3 - - 7,134,175 $7,233,634 $7,233,634 0.11 $7,192,271
Mello Mortgage Capital Acceptance 2024-SD1 A1 4.0% 25-APR-2054, 4.00%, 04/25/54 MELLO 58550DAA1 - - 7,309,604 $7,217,961 $7,217,961 0.11 $7,210,652
PRPM 2025-RCF3, LLC, 5.77%, 08/25/28 PRPM 2025-6 69395KAA1 - - 7,171,516 $7,209,037 $7,209,037 0.11 $7,171,080
FHLMC 30yr Pool#QG3912 5.500% 01-Jun-2053, 5.50%, 06/01/53 FR 3133C4KZ6 - - 6,858,546 $7,070,663 $7,070,663 0.10 $7,036,084
LHOME Mortgage Trust 2024-RTL4 A2 6.092% 25-JUL-2039, 6.09%, 07/25/39 LHOME 2024-RTL4 50205PAB8 - - 6,870,000 $6,910,614 $6,910,614 0.10 $6,900,151
FNMA 30yr Pool#FS7397 6.000% 01-Mar-2054, 6.00%, 03/01/54 FN 3140XPGF0 - - 6,600,728 $6,844,211 $6,844,211 0.10 $6,807,907
FHLMC 30yr Pool#SD5223 6.000% 01-Apr-2054, 6.00%, 04/01/54 FR 3132DSYU0 - - 6,538,784 $6,779,983 $6,779,983 0.10 $6,744,019
FNMA 30yr Pool#FS4356 6.000% 01-May-2053, 6.00%, 05/01/53 FN 3140XKZW3 - - 6,513,525 $6,753,792 $6,753,792 0.10 $6,717,967
FHLMC 30yr Pool#QH7040 6.000% 01-Dec-2053, 6.00%, 12/01/53 FR 3133CKZD3 - - 6,468,188 $6,713,476 $6,713,476 0.10 $6,677,901
Brean Asset Backed Securities Trust 2024-RM9 A1 5.0% 25-SEP-2064, 5.00%, 09/25/64 BABS 2024-RM9 10638DAA8 - - 6,696,037 $6,679,961 $6,679,961 0.10 $6,671,591
FNMA 30yr Pool#DD5556 6.000% 01-Mar-2055, 6.00%, 03/01/55 FN DD5556 MTGE 3140B6E68 - - 6,411,382 $6,647,881 $6,647,881 0.10 $6,612,618
FIGRE TRUST 2025-HE6 FLTG 2055 B, 5.14%, 09/25/55 FIGRE 2025-HE6 31684NAB3 - - 6,614,489 $6,614,117 $6,614,117 0.10 $6,582,927
EFMT 2025-RTL1 0% 40, 5.22%, 11/25/40 EFMT 2025-RTL1 26846FAA7 - - 6,512,000 $6,532,738 $6,532,738 0.10 $6,517,628
PRET 2025-RPL2 Trust A1 4.0% 25-FEB-2065, 4.00%, 08/25/64 PRET 2025-RPL2 69392LAA2 - - 6,552,228 $6,494,445 $6,494,445 0.10 $6,470,420
FNMA 30yr Pool#FM4129 4.000% 01-Sep-2050, 4.00%, 09/01/50 FN 3140X7ST7 - - 6,708,879 $6,485,928 $6,485,928 0.09 $6,461,329
FIGRE TRUST 2025-HE4 5.408% 55, 5.41%, 07/25/55 FIGRE 2025-HE4 31684PAA0 - - 6,408,010 $6,475,281 $6,475,281 0.09 $6,443,515
FNMA 30yr Pool#DA1456 5.500% 01-Sep-2053, 5.50%, 09/01/53 FN 3140A1TN7 - - 6,314,396 $6,470,892 $6,470,892 0.09 $6,439,057
FNMA 30yr Pool#DB4017 6.000% 01-May-2054, 6.00%, 05/01/54 FN 3140ADPB1 - - 6,226,758 $6,456,446 $6,456,446 0.09 $6,422,199
Connecticut Avenue Securities Trust 2022-R01 1B2 10.0718% 25-DEC-2041, 10.07%, 12/25/41 CAS 2022-R01 20754LAJ8 - - 6,153,382 $6,410,444 $6,410,444 0.09 $6,394,950
RCKT MORT 2025-CES9 FLT 2055 A1A, 4.79%, 09/25/55 RCKT 2025-CES9 74942JAA2 - - 6,369,029 $6,382,252 $6,382,252 0.09 $6,354,258
LHOME Mortgage Trust 2024-RTL1 A1 7.017% 25-JAN-2029, 7.02%, 01/25/29 LHOME 2024-RTL1 50205DAA7 - - 6,341,000 $6,374,540 $6,374,540 0.09 $6,363,416
Structured Agency Credit Risk (STACR) Debt Notes, Series 2024-HQA1 M1 5.3218% 25-MAR-2044, 5.32%, 03/25/44 STACR 2024-HQA1 M1 35564NBX0 - - 6,222,027 $6,234,164 $6,234,164 0.09 $6,225,886
FNMA 30yr Pool#DA1468 6.000% 01-Sep-2053, 6.00%, 09/01/53 FN 3140A1T23 - - 5,916,825 $6,173,296 $6,173,296 0.09 $6,140,754
OCEANVIEW MORTGAGE TRUST 4.99888% 55, 5.00%, 12/25/55 BVINV 2025-4 67647DAU3 - - 6,131,000 $6,135,273 $6,135,273 0.09 $6,127,611
FNMA 30yr Pool#DC7015 5.500% 01-Dec-2054, 5.50%, 12/01/54 FN 3140AUYM9 - - 5,940,731 $6,088,604 $6,088,604 0.09 $6,058,652
PRPM 2025-RPL3 A1 3.25% 25-APR-2055, 3.25%, 04/25/55 PRPM 2025-RPL3 69392NAA8 - - 6,296,826 $6,082,672 $6,082,672 0.09 $6,063,913
FNMA 30yr Pool#FM7479 4.500% 01-Jan-2050, 4.50%, 01/01/50 FN 3140XBJZ4 - - 6,065,763 $6,058,401 $6,058,401 0.09 $6,033,380
Huntington Bank Auto Credit-Linked Notes, Series 2025-1 B 4.957% 20-MAR-2033, 4.96%, 03/21/33 HACLN 2025-1 446438SX2 - - 6,006,265 $6,046,774 $6,046,774 0.09 $6,035,196
FHLMC 30yr Pool#SD3018 5.500% 01-May-2053, 5.50%, 05/01/53 FR 3132DQK70 - - 5,873,776 $6,025,759 $6,025,759 0.09 $5,996,146
FNMA 30yr Pool#DE7796 6.000% 01-Aug-2055, 6.00%, 08/01/55 FN 3140BLUW0 - - 5,652,947 $5,861,469 $5,861,469 0.09 $5,830,378
FNMA 30yr Pool#FS1578 4.000% 01-Oct-2050, 4.00%, 10/01/50 FN 3140XGXG9 - - 6,009,438 $5,836,794 $5,836,794 0.09 $5,814,759
FHLMC 30yr Pool#QH4638 6.000% 01-Nov-2053, 6.00%, 11/01/53 FR 3133CHEK7 - - 5,590,364 $5,832,685 $5,832,685 0.09 $5,801,938
Connecticut Avenue Securities Trust 2025-R04 25-MAY-2045, 5.27%, 05/25/45 CAS 2025-R04 20755TAB7 - - 5,790,876 $5,806,024 $5,806,024 0.09 $5,798,392
FHLMC 30yr Pool#SD3813 6.000% 01-Jul-2053, 6.00%, 07/01/53 FR 3132E0GW6 - - 5,535,942 $5,757,629 $5,757,629 0.08 $5,727,181
FNMA 30yr Pool#BY0337 6.500% 01-May-2053, 6.50%, 05/01/53 FN 3140NGLT5 - - 5,479,423 $5,752,379 $5,752,379 0.08 $5,719,730
MS RES MTG LN TR 2025-SPL1 A1, 4.25%, 02/25/65 MSRM 2025-SPL1 617946AA6 - - 5,804,875 $5,707,155 $5,707,155 0.08 $5,684,540
FNMA 30yr Pool#FS0088 4.000% 01-Mar-2050, 4.00%, 03/01/50 FN 3140XFC25 - - 5,844,157 $5,691,410 $5,691,410 0.08 $5,669,981
SF ABS ISSUER 2025-1 0%55 A2, 5.38%, 11/25/55 SFARM 2025-1A 784193AA2 - - 5,750,000 $5,649,949 $5,649,949 0.08 $5,649,090
FHLMC 30yr Pool#SD2606 4.500% 01-Sep-2051, 4.50%, 09/01/51 FR 3132DP3P1 - - 5,634,445 $5,608,770 $5,608,770 0.08 $5,585,528
RCKT Mortgage Trust 2025-CES10 A1A 4.894% 25-OCT-2055, 4.89%, 11/25/55 RCKT 2025-CES10 74939LAA2 - - 5,393,283 $5,420,764 $5,420,764 0.08 $5,396,569
Connecticut Avenue Securities Trust 2025-R01 1M1 5.1718% 25-JAN-2045, 5.17%, 01/25/45 CAS 2025-R01 20755JAB9 - - 5,390,663 $5,398,820 $5,398,820 0.08 $5,391,850
BX Trust 2021-SDMF A 4.662% 15-SEP-2034, 4.66%, 09/15/34 BX 2021-SDMF 12434CAA2 - - 5,355,350 $5,343,885 $5,343,885 0.08 $5,330,707
LHOME Mortgage Trust 2024-RTL2 A1 7.128% 25-MAR-2029, 7.13%, 03/25/29 LHOME 50205JAA4 - - 5,293,684 $5,338,273 $5,338,273 0.08 $5,328,839
FHLMC 30yr Pool#QH4473 6.000% 01-Nov-2053, 6.00%, 11/01/53 FR 3133CG6J1 - - 5,103,938 $5,325,173 $5,325,173 0.08 $5,297,102
FHLMC 30yr Pool#QJ9072 6.000% 01-Nov-2054, 6.00%, 11/01/54 FR 3133D1CH0 - - 5,132,504 $5,321,829 $5,321,829 0.08 $5,293,600
FNMA 30yr Pool#CA0706 4.000% 01-Nov-2047, 4.00%, 11/01/47 FN 3140Q7YC5 - - 5,361,784 $5,207,220 $5,207,220 0.08 $5,187,560
PRPM 2025 RCF4 LLC 4.5% 55, 4.50%, 08/25/55 PRPM 2025-RCF4 69382WAA0 - - 5,205,344 $5,171,575 $5,171,575 0.08 $5,150,103
FNMA 30yr Pool#BX5986 5.500% 01-Mar-2053, 5.50%, 03/01/53 FN 3140NAUL5 - - 4,953,234 $5,146,674 $5,146,674 0.08 $5,121,702
FNMA 30yr Pool#DF0300 5.500% 01-Sep-2055, 5.50%, 09/01/55 FN 3140BQKN0 - - 5,014,866 $5,116,526 $5,116,526 0.07 $5,091,242
FHLMC 30yr Pool#QH2242 5.500% 01-Sep-2053, 5.50%, 09/01/53 FR 3133CEP30 - - 4,974,418 $5,097,704 $5,097,704 0.07 $5,072,625
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 $5,089,187 $5,089,187 0.07 $5,072,356
Saluda Grade Alternative Mortgage Trust 2023-RTL3 A1 8.0% 25-APR-2029, 8.00%, 04/25/29 GRADE 2023-RTL3 79583YAA2 - - 5,034,856 $5,047,797 $5,047,797 0.07 $5,010,875
FHLMC 30yr Pool#QF9863 5.500% 01-Mar-2053, 5.50%, 03/01/53 FR 3133BX5Y3 - - 4,810,381 $4,980,146 $4,980,146 0.07 $4,955,893
ABL 2024-RTL1 A2 7.457% 25-SEP-2029, 7.46%, 09/25/29 ABL 2024-RTL1 00092EAB4 - - 4,840,000 $4,855,312 $4,855,312 0.07 $4,846,289
FNMA 30yr Pool#DA5019 6.500% 01-Nov-2053, 6.50%, 11/01/53 FN 3140A5SH2 - - 4,589,891 $4,853,381 $4,853,381 0.07 $4,826,033
FHLMC 30yr Pool#QZ1060 6.000% 01-Aug-2055, 6.00%, 08/01/55 FR 31426XFA1 - - 4,688,119 $4,844,515 $4,844,515 0.07 $4,818,731
FNMA 30yr Pool#DE9377 6.000% 01-Sep-2055, 6.00%, 09/01/55 FN 3140BNM39 - - 4,636,347 $4,791,016 $4,791,016 0.07 $4,765,516
Homeward Opportunities Fund Trust 2025-RRTL2 A1 5.237% 25-AUG-2040, 5.24%, 09/25/40 HOF 2025-RRTL2 437923AA3 - - 4,682,000 $4,706,796 $4,706,796 0.07 $4,700,666
FNMA 30yr Pool#BX9326 5.500% 01-Mar-2053, 5.50%, 03/01/53 FN 3140NELG8 - - 4,458,573 $4,615,922 $4,615,922 0.07 $4,593,443
Ginnie Mae REMIC Trust 2023-116 LF 5.48379% 20-AUG-2053, 5.40%, 08/20/53 GNR 2023-116 38384EFT7 - - 4,562,950 $4,592,663 $4,592,663 0.07 $4,583,083
FNMA 30yr Pool#FS3246 5.500% 01-Nov-2052, 5.50%, 11/01/52 FN 3140XJTC7 - - 4,368,617 $4,547,482 $4,547,482 0.07 $4,525,457
FIGRE Trust 2025-HE3 B 5.71% 25-MAY-2055, 5.71%, 05/25/55 FIGRE 2025-HE3 31684LAB7 - - 4,446,413 $4,540,923 $4,540,923 0.07 $4,517,650
FHLMC 30yr Pool#RA1100 4.000% 01-Jul-2049, 4.00%, 07/01/49 FR 3133KGGH5 - - 4,693,810 $4,537,825 $4,537,825 0.07 $4,520,614
FNMA 30yr Pool#DD3307 6.000% 01-Feb-2055, 6.00%, 02/01/55 FN DD3307 MTGE 3140B3U91 - - 4,363,938 $4,524,912 $4,524,912 0.07 $4,500,910
FHLMC 30yr Pool#QX6719 6.000% 01-Feb-2055, 6.00%, 02/01/55 FR 31426CPD0 - - 4,359,840 $4,520,663 $4,520,663 0.07 $4,496,684
Affirm Asset Securitization Trust 2025-X2 C 4.93% 15-OCT-2030, 4.93%, 10/15/30 AFFRM 2025-X2 00835DAC6 - - 4,500,000 $4,512,422 $4,512,422 0.07 $4,502,562
FHLMC 30yr Pool#QH2259 6.000% 01-Sep-2053, 6.00%, 09/01/53 FR 3133CEQL9 - - 4,305,330 $4,468,597 $4,468,597 0.07 $4,444,918
FIGRE TRUST 2025-FL1 5.265% 55, 5.26%, 07/25/55 FIGRE 2025-FL1 31684QAA8 - - 4,435,981 $4,463,663 $4,463,663 0.07 $4,442,253
RCKT Mortgage Trust 2024-CES6 A1B 5.546% 25-SEP-2044, 5.55%, 09/25/44 RCKT 2024-CES6 749410AB2 - - 4,393,906 $4,430,228 $4,430,228 0.06 $4,407,890
FHLMC 30yr Pool#QH0826 5.500% 01-Sep-2053, 5.50%, 09/01/53 FR 3133CC4K9 - - 4,201,314 $4,361,952 $4,361,952 0.06 $4,340,770
FNMA 30yr Pool#BX0419 5.500% 01-Nov-2052, 5.50%, 11/01/52 FN 3140N4PD3 - - 4,230,609 $4,352,508 $4,352,508 0.06 $4,331,179
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 - - 4,296,169 $4,347,862 $4,347,862 0.06 $4,340,570
Connecticut Avenue Securities Trust 2022-R07 1M2 8.7218% 25-JUN-2042, 8.72%, 06/25/42 CAS 2022-R07 20754MCB1 - - 4,087,000 $4,312,540 $4,312,540 0.06 $4,303,628
FHLMC 30yr Pool#QF7280 5.500% 01-Jan-2053, 5.50%, 01/01/53 FR 3133BVCR4 - - 4,070,019 $4,237,918 $4,237,918 0.06 $4,217,398
FNMA 30yr Pool#CB2907 3.500% 01-Feb-2052, 3.50%, 02/01/52 FN 3140QNGR7 - - 4,492,241 $4,235,378 $4,235,378 0.06 $4,220,965
FIGRE Trust 2025-HE3 C 5.91% 25-MAY-2055, 5.91%, 05/25/55 FIGRE 2025-HE3 31684LAC5 - - 4,179,628 $4,225,978 $4,225,978 0.06 $4,203,335
SREIT Commercial Mortgage Trust 2021-MFP B 5.1528% 15-NOV-2038, 5.15%, 11/15/38 SREIT 2021-MFP 78472UAC2 - - 4,194,208 $4,200,998 $4,200,998 0.06 $4,189,591
FNMA 30yr Pool#BX6124 6.500% 01-Jan-2053, 6.50%, 01/01/53 FN 3140NAYW7 - - 3,953,714 $4,191,267 $4,191,267 0.06 $4,167,709
FHLMC 30yr Pool#QH5204 6.500% 01-Nov-2053, 6.50%, 11/01/53 FR 3133CHX91 - - 3,950,092 $4,176,853 $4,176,853 0.06 $4,153,317
FNMA 30yr Pool#DA5072 6.500% 01-Nov-2053, 6.50%, 11/01/53 FN 3140A5T65 - - 3,937,489 $4,136,930 $4,136,930 0.06 $4,113,470
FNMA 30yr Pool#DE7795 6.000% 01-Aug-2055, 6.00%, 08/01/55 FN 3140BLUV2 - - 3,985,860 $4,135,710 $4,135,710 0.06 $4,113,788
Connecticut Avenue Securities Trust 2024-R06 1M2 5.6718% 25-SEP-2044, 5.67%, 09/25/44 CAS 2024-R06 20755RAC9 - - 4,125,699 $4,133,914 $4,133,914 0.06 $4,128,064
Fannie Mae REMIC Trust 2020-98 AI 3.5% 25-JAN-2061, 3.50%, 01/25/61 FNR 2020-98 3136BDLE6 - - 18,752,052 $4,128,267 $4,128,267 0.06 $4,068,104
EASY STREET MORTGAGE LN 5.606%40 A1, 5.61%, 10/25/40 EASY 2025-RTL2 27786YAA6 - - 4,100,000 $4,116,478 $4,116,478 0.06 $4,110,732
FNMA 30yr Pool#BW6314 5.500% 01-Aug-2052, 5.50%, 08/01/52 FN 3140MYAQ5 - - 3,961,660 $4,078,488 $4,078,488 0.06 $4,058,515
LHOME MORTGAGE TR 2025-RTL3 A1, 5.24%, 08/25/40 LHOME 2025-RTL3 50205YAA1 - - 4,000,000 $4,025,233 $4,025,233 0.06 $4,019,994
RCKT Mortgage Trust 2023-CES1 A1A 6.515% 25-JUN-2043, 6.51%, 06/25/43 RCKT 74935WAA2 - - 3,958,233 $3,996,928 $3,996,928 0.06 $3,973,289
FNMA 30yr Pool#FS2135 4.000% 01-Nov-2049, 4.00%, 11/01/49 FN 3140XHLR6 - - 4,043,696 $3,916,207 $3,916,207 0.06 $3,901,381
RCKT Mortgage Trust 2025-CES2 A1B 5.603% 25-FEB-2055, 5.60%, 02/25/55 RCKT 2025-CES2 74942BAB7 - - 3,767,193 $3,810,331 $3,810,331 0.06 $3,790,983
Connecticut Avenue Securities Trust 2024-R02 1M1 5.1718% 25-FEB-2044, 5.17%, 02/25/44 CAS 2024-R02 20754GAA8 - - 3,798,833 $3,804,285 $3,804,285 0.06 $3,799,373
FNMA 30yr Pool#BY0335 6.000% 01-May-2053, 6.00%, 05/01/53 FN 3140NGLR9 - - 3,668,418 $3,786,502 $3,786,502 0.06 $3,766,325
FHLMC 30yr Pool#QI8221 6.000% 01-Jun-2054, 6.00%, 06/01/54 FR 3133WFD20 - - 3,640,089 $3,774,362 $3,774,362 0.06 $3,754,341
FNMA 30yr Pool#DE2819 5.500% 01-Jun-2055, 5.50%, 06/01/55 FN 3140BFDZ5 - - 3,674,357 $3,762,210 $3,762,210 0.06 $3,743,685
FNMA 30yr Pool#FS2713 4.500% 01-Oct-2050, 4.50%, 10/01/50 FN 3140XJAP8 - - 3,707,205 $3,702,706 $3,702,706 0.05 $3,687,413
FHLMC 30yr Pool#QX5273 6.000% 01-Feb-2055, 6.00%, 02/01/55 FR 31426A2F4 - - 3,547,865 $3,678,736 $3,678,736 0.05 $3,659,223
FHLMC 30yr Pool#QH7549 6.000% 01-Dec-2053, 6.00%, 12/01/53 FR 3133CLL61 - - 3,504,817 $3,637,727 $3,637,727 0.05 $3,618,451
FHLMC 30yr Pool#QH1144 5.500% 01-Sep-2053, 5.50%, 09/01/53 FR 3133CDHV9 - - 3,504,214 $3,637,625 $3,637,625 0.05 $3,619,958
FNMA 30yr Pool#FM7031 4.000% 01-Jan-2051, 4.00%, 01/01/51 FN 3140XAY55 - - 3,642,073 $3,521,039 $3,521,039 0.05 $3,507,684
FHLMC 30yr Pool#QH6041 5.500% 01-Dec-2053, 5.50%, 12/01/53 FR 3133CJWA5 - - 3,422,278 $3,517,126 $3,517,126 0.05 $3,499,872
FHLMC 30yr Pool#QF7810 5.500% 01-Jan-2053, 5.50%, 01/01/53 FR 3133BVVB8 - - 3,364,787 $3,501,685 $3,501,685 0.05 $3,484,720
FHLMC 30yr Pool#SD1416 4.500% 01-Dec-2048, 4.50%, 12/01/48 FR 3132DNSD6 - - 3,490,084 $3,485,848 $3,485,848 0.05 $3,471,452
FHLMC 30yr Pool#QZ3837 6.000% 01-Sep-2055, 6.00%, 09/01/55 FR 31427BHP3 - - 3,367,446 $3,479,784 $3,479,784 0.05 $3,461,263
FINANCE OF AMERICA STRUCTURE 3.5% 74, 3.50%, 02/25/74 FASST 2024-S1 31740RAB6 - - 3,510,122 $3,448,845 $3,448,845 0.05 $3,445,773
FNMA 30yr Pool#DA3549 6.500% 01-Oct-2053, 6.50%, 10/01/53 FN 3140A35K5 - - 3,233,732 $3,419,369 $3,419,369 0.05 $3,400,101
FNMA 30yr Pool#BX8700 5.500% 01-Mar-2053, 5.50%, 03/01/53 FN 3140NDU21 - - 3,290,977 $3,393,762 $3,393,762 0.05 $3,377,170
FNMA 30yr Pool#BX9422 5.500% 01-Mar-2053, 5.50%, 03/01/53 FN 3140NEPG4 - - 3,288,873 $3,371,463 $3,371,463 0.05 $3,354,881
FNMA 30yr Pool#FM1540 4.000% 01-Sep-2049, 4.00%, 09/01/49 FN 3140X4WA0 - - 3,441,916 $3,327,534 $3,327,534 0.05 $3,314,913
FNMA 30yr Pool#MA4026 4.000% 01-May-2050, 4.00%, 05/01/50 FN 31418DPL0 - - 3,392,272 $3,274,042 $3,274,042 0.05 $3,261,604
FHLMC 30yr Pool#SD1111 4.000% 01-Jun-2050, 4.00%, 06/01/50 FR 3132DNGU1 - - 3,219,393 $3,139,222 $3,139,222 0.05 $3,127,418
Bayview Opportunity Master Fund VII Trust 2024-CAR1 B 5.3718% 25-DEC-2031, 5.37%, 12/26/31 BVCLN 2024-CAR1 07336QAB8 - - 3,105,164 $3,117,037 $3,117,037 0.05 $3,112,867
FHLMC 30yr Pool#QZ4951 6.000% 01-Oct-2055, 6.00%, 10/01/55 FR 31427CQD8 - - 3,004,290 $3,104,513 $3,104,513 0.05 $3,087,990
FNMA 30yr Pool#BV5379 3.000% 01-Apr-2052, 3.00%, 04/01/52 FN 3140MJ6R1 - - 3,435,043 $3,101,090 $3,101,090 0.05 $3,091,643
Gracie Point International Funding, Series 2024-1 B 6.45559% 01-MAR-2028, 6.29%, 03/01/28 GPIF 2024-1A 38410KAB5 - - 3,007,000 $3,060,560 $3,060,560 0.04 $3,009,916
FNMA 30yr Pool#MA4056 4.000% 01-Jun-2050, 4.00%, 06/01/50 FN 31418DQJ4 - - 3,150,762 $3,040,949 $3,040,949 0.04 $3,029,396
FHLMC 30yr Pool#QG2539 6.500% 01-May-2053, 6.50%, 05/01/53 FR 3133C2ZC5 - - 2,889,955 $3,016,732 $3,016,732 0.04 $2,999,512
FHLMC 30yr Pool#QE6404 5.500% 01-Jul-2052, 5.50%, 07/01/52 FR 3133BGDH8 - - 2,915,653 $3,002,017 $3,002,017 0.04 $2,987,317
FHLMC 30yr Pool#SD6905 6.000% 01-Nov-2054, 6.00%, 11/01/54 FR 3132DUU62 - - 2,868,447 $2,972,760 $2,972,760 0.04 $2,956,983
BX Trust 2021-BXMF C 5.26427% 15-OCT-2038, 5.26%, 10/15/26 BX 2021-BXMF 05609RAJ3 - - 2,958,012 $2,958,493 $2,958,493 0.04 $2,950,273
FHLMC 30yr Pool#QZ4131 6.000% 01-Sep-2055, 6.00%, 09/01/55 FR 31427BSV8 - - 2,839,878 $2,933,745 $2,933,745 0.04 $2,918,125
Flagship Credit Auto Trust 2023-1 B 5.05% 15-FEB-2028, 5.05%, 01/18/28 FCAT 2023-1 337955AG3 - - 2,914,492 $2,920,635 $2,920,635 0.04 $2,912,867
GWT Commercial Mortgage Trust 2024-WLF2 A 5.6502% 15-MAY-2041, 5.65%, 05/15/41 GWT 2024-WLF2 362414AA2 - - 2,900,000 $2,908,163 $2,908,163 0.04 $2,899,515
Fannie Mae Pool|4|03/01/2050, 4.00%, 03/01/50 FN 3140X8S24 - - 2,997,621 $2,903,113 $2,903,113 0.04 $2,892,122
FNMA 30yr Pool#MA3496 4.500% 01-Oct-2048, 4.50%, 10/01/48 FN 31418C3E2 - - 2,896,413 $2,892,898 $2,892,898 0.04 $2,880,950
Chase Mortgage Reference Notes, Series 2021-CL1 M1 5.2718% 25-FEB-2050, 5.27%, 02/25/50 CHASE 2021-CL1 46591HBX7 - - 2,913,583 $2,884,592 $2,884,592 0.04 $2,880,671
Connecticut Avenue Securities Trust 2022-R02 2M2 7.0718% 25-JAN-2042, 7.07%, 01/25/42 CAS 2022-R02 20754BAB7 - - 2,806,000 $2,863,735 $2,863,735 0.04 $2,858,774
FNMA 30yr Pool#BV5393 3.500% 01-Apr-2052, 3.50%, 04/01/52 FN 3140MJ7F6 - - 2,970,528 $2,798,085 $2,798,085 0.04 $2,788,555
FHLMC 30yr Pool#SD2897 5.500% 01-May-2053, 5.50%, 05/01/53 FR 3132DQGE0 - - 2,722,972 $2,793,577 $2,793,577 0.04 $2,779,849
FIGRE Trust 2024-HE4 B 5.252% 25-SEP-2054, 5.25%, 09/25/54 FIGRE 2024-HE4 31684UAB7 - - 2,781,472 $2,789,497 $2,789,497 0.04 $2,785,845
FHLMC 30yr Pool#QE8542 5.500% 01-Aug-2052, 5.50%, 08/01/52 FR 3133BJP30 - - 2,704,851 $2,784,971 $2,784,971 0.04 $2,771,334
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 $2,772,440 $2,772,440 0.04 $2,767,558
RCKT MORTGAGE TRUST 2025-CE 5.16% 34, 5.16%, 07/25/34 RCKTL 2025-1A 74939RAC5 - - 2,750,000 $2,764,902 $2,764,902 0.04 $2,761,354
FNMA 30yr Pool#DE2839 6.000% 01-Jun-2055, 6.00%, 06/01/55 FN 3140BFEM3 - - 2,656,508 $2,756,381 $2,756,381 0.04 $2,741,770
FNMA 30yr Pool#DA1511 5.500% 01-Oct-2053, 5.50%, 10/01/53 FN 3140A1VD6 - - 2,633,765 $2,698,896 $2,698,896 0.04 $2,685,618
FHLMC 30yr Pool#QF9276 5.500% 01-Mar-2053, 5.50%, 03/01/53 FR 3133BXJV4 - - 2,571,959 $2,672,823 $2,672,823 0.04 $2,659,856
FHLMC 30yr Pool#Q57869 4.000% 01-Aug-2048, 4.00%, 08/01/48 FG 3132Y1W79 - - 2,744,762 $2,661,337 $2,661,337 0.04 $2,651,272
Ally Bank Auto Credit-Linked Notes, Series 2024-A C 6.022% 15-MAY-2032, 6.02%, 05/17/32 ABCLN 2024-A 02007GZ63 - - 2,598,001 $2,640,460 $2,640,460 0.04 $2,632,203
RAM 2024-1 A 5.95% 15-FEB-2039, 6.67%, 02/15/39 RAM 2024-1 751313AA5 - - 2,612,802 $2,622,762 $2,622,762 0.04 $2,613,565
FNMA 30yr Pool#DA0036 6.500% 01-Sep-2053, 6.50%, 09/01/53 FN 3140A0BE8 - - 2,429,889 $2,552,968 $2,552,968 0.04 $2,538,489
FHLMC 30yr Pool#SD3523 3.000% 01-Jun-2052, 3.00%, 06/01/52 FR 3132DQ4G8 - - 2,805,820 $2,524,067 $2,524,067 0.04 $2,516,351
FHLMC 30yr Pool#QF0488 5.500% 01-Sep-2052, 5.50%, 09/01/52 FR 3133BMRH0 - - 2,426,491 $2,498,048 $2,498,048 0.04 $2,485,814
Ginnie Mae REMIC Trust 2017-163 LO 0.0% 16-MAY-2041, 0.00%, 05/16/41 GNR 2017-163 38380KNA9 - - 3,253,569 $2,497,820 $2,497,820 0.04 $2,497,820
BX Trust 2021-BXMF G 7.422513% 15-OCT-2038, 7.42%, 10/15/26 BX 2021-BXMF 05609RAS3 - - 2,488,884 $2,488,824 $2,488,824 0.04 $2,479,073
FHLMC 30yr Pool#QY9883 6.000% 01-Aug-2055, 6.00%, 08/01/55 FR 31426U6V1 - - 2,389,173 $2,478,995 $2,478,995 0.04 $2,465,855
Saluda Grade Alternative Mortgage Trust 2024-FIG5 B 6.603% 25-APR-2054, 6.60%, 04/25/54 GRADE 2024-FIG5 79582MAB7 - - 2,399,151 $2,439,508 $2,439,508 0.04 $2,424,987
FNMA 30yr Pool#BY8533 6.500% 01-Aug-2053, 6.50%, 08/01/53 FN 3140NRPT7 - - 2,311,201 $2,428,268 $2,428,268 0.04 $2,414,497
FNMA 30yr Pool#BY5913 5.500% 01-Sep-2053, 5.50%, 09/01/53 FN 3140NNSB2 - - 2,326,748 $2,413,566 $2,413,566 0.04 $2,401,836
PRPM 2025-RCF3 LLC 5.25% 55, 5.25%, 07/25/55 PRPM 2025-RCF3 69392PAB1 - - 2,380,125 $2,392,202 $2,392,202 0.04 $2,380,748
FNMA 30yr Pool#DF0313 6.000% 01-Sep-2055, 6.00%, 09/01/55 FN 3140BQK34 - - 2,300,611 $2,377,360 $2,377,360 0.03 $2,364,706
Connecticut Avenue Securities, Series 2021-R01 1M2 5.6218% 25-OCT-2041, 5.62%, 10/25/41 CAS 2021-R01 20754RAB2 - - 2,348,432 $2,358,939 $2,358,939 0.03 $2,355,638
PRPM 2024-RCF2 A1 3.75% 25-MAR-2054, 3.75%, 03/25/54 PRPM 2024-RCF2 693987AA7 - - 2,385,901 $2,346,503 $2,346,503 0.03 $2,344,266
Connecticut Avenue Securities Trust 2022-R08 1M2 7.6718% 25-JUL-2042, 7.67%, 07/25/42 CAS 2022-R08 20755DAB2 - - 2,220,000 $2,312,151 $2,312,151 0.03 $2,307,894
FNMA 30yr Pool#DD4221 6.000% 01-Feb-2055, 6.00%, 02/01/55 FN DD4221 MTGE 3140B4VP2 - - 2,202,888 $2,284,146 $2,284,146 0.03 $2,272,030
Santander Bank Auto Credit-Linked Notes, Series 2024-A B 5.622% 15-JUN-2032, 5.62%, 06/15/32 SBCLN 2024-A 80290CCJ1 - - 2,208,881 $2,248,122 $2,248,122 0.03 $2,241,568
FNMA 30yr Pool#DA3538 6.000% 01-Oct-2053, 6.00%, 10/01/53 FN 3140A34Y6 - - 2,128,171 $2,208,875 $2,208,875 0.03 $2,197,170
FHF Trust 2024-1 (First Help Financial) A2 5.69% 15-FEB-2030, 5.69%, 02/15/30 FHF 2024-1A 31568AAB2 - - 2,167,974 $2,185,815 $2,185,815 0.03 $2,179,305
FNMA 30yr Pool#FA0517 5.500% 01-Feb-2055, 5.50%, 02/01/55 FN 3140W0SF3 - - 2,126,051 $2,177,291 $2,177,291 0.03 $2,166,572
FHLMC 30yr Pool#QG2543 5.500% 01-May-2053, 5.50%, 05/01/53 FR 3133C2ZG6 - - 2,071,117 $2,129,688 $2,129,688 0.03 $2,119,246
FHLMC 30yr Pool#QI4878 6.000% 01-Apr-2054, 6.00%, 04/01/54 FR 3133WBM37 - - 2,018,229 $2,092,676 $2,092,676 0.03 $2,081,576
FNMA 30yr Pool#BP1500 3.000% 01-May-2050, 3.00%, 05/01/50 FN 3140K8U25 - - 2,294,944 $2,089,755 $2,089,755 0.03 $2,083,444
FNMA 30yr Pool#FS3001 4.000% 01-Oct-2051, 4.00%, 10/01/51 FN 3140XJKP7 - - 2,156,623 $2,084,954 $2,084,954 0.03 $2,077,046
FHLMC 30yr Pool#QX7432 6.000% 01-Feb-2055, 6.00%, 02/01/55 FR 31426DHJ4 - - 1,978,928 $2,051,925 $2,051,925 0.03 $2,041,041
FNMA 30yr Pool#FS1640 4.000% 01-Apr-2052, 4.00%, 04/01/52 FN 3140XGZE2 - - 2,120,115 $2,049,660 $2,049,660 0.03 $2,041,886
FNMA 30yr Pool#CA7849 4.500% 01-Oct-2050, 4.50%, 10/01/50 FN 3140QFWK1 - - 2,031,440 $2,026,311 $2,026,311 0.03 $2,017,932
Chase Mortgage Reference Notes, Series 2020-CL1 M2 6.54348% 25-OCT-2057, 6.57%, 10/25/57 CHASE 2020-CL1 46591HAH3 - - 1,959,567 $2,022,471 $2,022,471 0.03 $2,019,253
FIGRE Trust 2024-HE1 B 6.506% 25-MAR-2054, 6.51%, 03/25/54 FIGRE 2024-HE1 31684HAB6 - - 1,976,005 $2,018,542 $2,018,542 0.03 $2,015,328
FNMA 30yr Pool#BY0338 6.500% 01-May-2053, 6.50%, 05/01/53 FN 3140NGLU2 - - 1,911,051 $2,004,933 $2,004,933 0.03 $1,993,546
FNMA 30yr Pool#BW0972 4.500% 01-Jul-2052, 4.50%, 07/01/52 FN 3140MSCJ2 - - 1,971,173 $1,956,197 $1,956,197 0.03 $1,948,066
FHLMC 30yr Pool#SI2017 4.000% 01-Dec-2048, 4.00%, 12/01/48 FR 3133USG21 - - 2,011,158 $1,947,751 $1,947,751 0.03 $1,940,377
FNMA 30yr Pool#BX8072 5.500% 01-Mar-2053, 5.50%, 03/01/53 FN 3140NC6J3 - - 1,873,093 $1,939,197 $1,939,197 0.03 $1,929,753
FNMA 30yr Pool#DF0998 6.000% 01-Oct-2055, 6.00%, 10/01/55 FN 3140BRDC0 - - 1,852,569 $1,914,371 $1,914,371 0.03 $1,904,182
Foundation Finance Trust 2023-2 A 6.53% 15-JUN-2049, 6.53%, 06/15/49 FFIN 2023-2A 35042RAA4 - - 1,836,685 $1,911,355 $1,911,355 0.03 $1,905,025
FHLMC 30yr Pool#QG2540 6.500% 01-May-2053, 6.50%, 05/01/53 FR 3133C2ZD3 - - 1,825,521 $1,907,404 $1,907,404 0.03 $1,896,527
Chase Mortgage Reference Notes, Series 2021-CL1 M3 5.6218% 25-FEB-2050, 5.62%, 02/25/50 CHASE 2021-CL1 46591HBZ2 - - 1,900,142 $1,864,636 $1,864,636 0.03 $1,861,966
FHLMC 30yr Pool#QH7013 6.500% 01-Dec-2053, 6.50%, 12/01/53 FR 3133CKYJ1 - - 1,767,878 $1,857,424 $1,857,424 0.03 $1,846,891
Santander Bank Auto Credit-Linked Notes, Series 2023-B B 5.64% 15-DEC-2033, 5.64%, 12/15/33 SBCLN 2023-B 80290CCB8 - - 1,801,939 $1,830,991 $1,830,991 0.03 $1,825,627
FHLMC 30yr Pool#SD1551 4.000% 01-Mar-2050, 4.00%, 03/01/50 FR 3132DNWL3 - - 1,876,143 $1,816,993 $1,816,993 0.03 $1,810,113
FHLMC 30yr Pool#QY7439 6.000% 01-Jun-2055, 6.00%, 06/01/55 FR 31426SHR3 - - 1,742,576 $1,808,089 $1,808,089 0.03 $1,798,505
FNMA 30yr Pool#BY0361 6.500% 01-Jun-2053, 6.50%, 06/01/53 FN 3140NGMK3 - - 1,722,509 $1,805,131 $1,805,131 0.03 $1,794,868
FHLMC 30yr Pool#QH3309 5.500% 01-Oct-2053, 5.50%, 10/01/53 FR 3133CFVA4 - - 1,757,582 $1,801,142 $1,801,142 0.03 $1,792,281
FNMA 30yr Pool#MA3521 4.000% 01-Nov-2048, 4.00%, 11/01/48 FN 31418C4F8 - - 1,798,976 $1,742,258 $1,742,258 0.03 $1,735,662
NRZ MSR-Collateralized Notes, Series 2021-FHT1 A 3.104% 25-JUL-2026, 3.10%, 07/25/26 NZES 2021-FHT1 62955MAB2 - - 1,753,609 $1,726,804 $1,726,804 0.03 $1,725,443
PRPM 2025-RCF3 LLC 5.25% 55, 5.25%, 07/25/55 PRPM 2025-RCF3 69392PAC9 - - 1,700,000 $1,703,224 $1,703,224 0.02 $1,695,043
Fannie Mae Pool|4|08/01/2050, 4.00%, 08/01/50 FN 3140X8UA3 - - 1,754,527 $1,693,377 $1,693,377 0.02 $1,686,944
FHLMC 30yr Pool#SD0943 3.500% 01-Apr-2052, 3.50%, 04/01/52 FR 3132DNBL6 - - 1,791,452 $1,689,018 $1,689,018 0.02 $1,683,271
Reach ABS Trust 2024-2 A 5.88% 15-JUL-2031, 5.88%, 07/15/31 REACH 2024-2A 75525HAA8 - - 1,670,358 $1,684,369 $1,684,369 0.02 $1,679,186
Chase Mortgage Reference Notes, Series 2021-CL1 M2 5.4218% 25-FEB-2050, 5.42%, 02/25/50 CHASE 2021-CL1 46591HBY5 - - 1,711,730 $1,676,823 $1,676,823 0.02 $1,674,503
FHLMC 30yr Pool#SD4456 4.000% 01-Aug-2050, 4.00%, 08/01/50 FR 3132E05R9 - - 1,677,586 $1,621,836 $1,621,836 0.02 $1,615,685
FNMA 30yr Pool#CB2681 3.500% 01-Jan-2052, 3.50%, 01/01/52 FN 3140QM6T6 - - 1,711,957 $1,614,203 $1,614,203 0.02 $1,608,710
FHLMC 30yr Pool#QG4340 6.500% 01-Jun-2053, 6.50%, 06/01/53 FR 3133C4ZD9 - - 1,546,153 $1,613,979 $1,613,979 0.02 $1,604,766
ACHV ABS Trust 2024-1PL B 6.34% 25-APR-2031, 6.34%, 04/25/31 ACHV 2024-1PL 00092BAB0 - - 1,595,373 $1,609,768 $1,609,768 0.02 $1,607,239
FHLMC 30yr Pool#QA2039 3.000% 01-Aug-2049, 3.00%, 08/01/49 FR 31334YHQ3 - - 1,729,176 $1,576,379 $1,576,379 0.02 $1,571,624
FHLMC 30yr Pool#QZ4132 6.000% 01-Sep-2055, 6.00%, 09/01/55 FR 31427BSW6 - - 1,493,542 $1,543,367 $1,543,367 0.02 $1,535,152
FHLMC 30yr Pool#Q58477 4.000% 01-Sep-2048, 4.00%, 09/01/48 FG 3132Y2M37 - - 1,574,643 $1,526,782 $1,526,782 0.02 $1,521,009
Bayview Opportunity Master Fund VII Trust 2024-CAR1 C 5.5718% 25-DEC-2031, 5.57%, 12/26/31 BVCLN 2024-CAR1 07336QAC6 - - 1,511,180 $1,518,282 $1,518,282 0.02 $1,516,177
Ally Bank Auto Credit-Linked Notes, Series 2024-A D 6.315% 15-MAY-2032, 6.31%, 05/17/32 ABCLN 2024-A 02007GZ71 - - 1,484,572 $1,509,744 $1,509,744 0.02 $1,504,796
FNMA 30yr Pool#MA3415 4.000% 01-Jul-2048, 4.00%, 07/01/48 FN 31418CYM0 - - 1,527,746 $1,479,580 $1,479,580 0.02 $1,473,978
FNMA 30yr Pool#BT8051 5.500% 01-Jan-2053, 5.50%, 01/01/53 FN 3140LW5M5 - - 1,387,321 $1,444,159 $1,444,159 0.02 $1,437,164
FNMA 30yr Pool#CA5573 4.000% 01-Apr-2050, 4.00%, 04/01/50 FN 3140QDFP4 - - 1,484,394 $1,432,659 $1,432,659 0.02 $1,427,216
FNMA 30yr Pool#CA1931 4.500% 01-Jun-2048, 4.50%, 06/01/48 FN 3140Q9ED1 - - 1,430,564 $1,428,828 $1,428,828 0.02 $1,422,927
FIGRE TRUST 2025-HE5 FLTG 2055 B, 5.49%, 08/25/55 FIGRE 2025-HE5 31684MAB5 - - 1,403,049 $1,409,101 $1,409,101 0.02 $1,402,047
FNMA 30yr Pool#BY1896 5.500% 01-May-2053, 5.50%, 05/01/53 FN 3140NJDA9 - - 1,361,731 $1,403,846 $1,403,846 0.02 $1,396,981
FHF Issuer Trust 2023-2 (First Help Financial) A2 6.79% 15-OCT-2029, 6.79%, 10/15/29 FHF 2023-2A 30333LAB4 - - 1,363,054 $1,378,553 $1,378,553 0.02 $1,373,668
U.S. Auto Funding 2021-1 C 2.2% 15-MAY-2026, 2.20%, 05/15/26 USAUT 2021-1A 90355EAC5 - - 1,634,251 $1,374,127 $1,374,127 0.02 $1,372,230
FNMA 30yr Pool#BX7860 5.500% 01-Mar-2053, 5.50%, 03/01/53 FN 3140NCWW5 - - 1,299,688 $1,345,730 $1,345,730 0.02 $1,339,178
FNMA 30yr Pool#DB3056 5.500% 01-May-2054, 5.50%, 05/01/54 FN 3140ACME0 - - 1,267,244 $1,303,179 $1,303,179 0.02 $1,296,790
FNMA 30yr Pool#BY0327 6.500% 01-May-2053, 6.50%, 05/01/53 FN 3140NGLH1 - - 1,235,931 $1,289,348 $1,289,348 0.02 $1,281,983
Blue Bridge Funding 2023-1 A 7.37% 15-NOV-2030, 7.37%, 11/15/30 BBEF 2023-1A 09531MAA8 - - 1,250,787 $1,264,516 $1,264,516 0.02 $1,259,651
FNMA 30yr Pool#FM7725 4.500% 01-Dec-2050, 4.50%, 12/01/50 FN 3140XBSP6 - - 1,261,465 $1,255,716 $1,255,716 0.02 $1,250,513
Arivo Acceptance Auto Loan Receivables Trust 2024-1 A 6.46% 15-APR-2028, 6.46%, 04/17/28 ARIVO 2024-1A 039943AA3 - - 1,230,949 $1,241,724 $1,241,724 0.02 $1,237,527
FHLMC 30yr Pool#QF2561 5.500% 01-Nov-2052, 5.50%, 11/01/52 FR 3133BPZ27 - - 1,178,787 $1,223,459 $1,223,459 0.02 $1,217,515
FNMA 30yr Pool#MA3149 4.000% 01-Oct-2047, 4.00%, 10/01/47 FN 31418CQB3 - - 1,258,149 $1,221,880 $1,221,880 0.02 $1,217,267
FNMA 40yr Pool#BF0167 3.000% 01-Feb-2057, 3.00%, 02/01/57 FN 3140FXFH0 - - 1,385,985 $1,212,679 $1,212,679 0.02 $1,208,868
Tricolor Auto Securitization Trust 2024-1 A 6.61% 15-OCT-2027, 6.61%, 10/15/27 TAST 2024-1A 89616LAA0 - - 1,205,445 $1,193,815 $1,193,815 0.02 $1,189,610
FNMA 30yr Pool#BJ9181 5.000% 01-May-2048, 5.00%, 05/01/48 FN 3140HBFX1 - - 1,165,999 $1,191,327 $1,191,327 0.02 $1,185,983
FNMA 30yr Pool#FM9138 4.000% 01-Mar-2050, 4.00%, 03/01/50 FN 3140XDEL6 - - 1,224,637 $1,186,027 $1,186,027 0.02 $1,181,537
FHLMC 30yr Pool#SD8003 4.000% 01-Jul-2049, 4.00%, 07/01/49 FR 3132DV3L7 - - 1,225,735 $1,185,001 $1,185,001 0.02 $1,180,507
FNMA 30yr Pool#BX0804 5.500% 01-Nov-2052, 5.50%, 11/01/52 FN 3140N43N5 - - 1,132,640 $1,171,581 $1,171,581 0.02 $1,165,871
FHLMC 30yr Pool#QD9182 3.000% 01-Mar-2052, 3.00%, 03/01/52 FR 3133B7FX1 - - 1,274,562 $1,150,794 $1,150,794 0.02 $1,147,289
FHLMC 30yr Pool#ZT2087 4.000% 01-Jun-2049, 4.00%, 06/01/49 FR 3132AEJ80 - - 1,182,199 $1,142,911 $1,142,911 0.02 $1,138,577
FHLMC 30yr Pool#QG6538 5.500% 01-Jul-2053, 5.50%, 07/01/53 FR 3133C7HP5 - - 1,100,370 $1,142,802 $1,142,802 0.02 $1,137,255
FNMA 30yr Pool#AS6811 3.000% 01-Mar-2046, 3.00%, 03/01/46 FN 3138WGR97 - - 1,232,805 $1,129,958 $1,129,958 0.02 $1,126,568
FHLMC 30yr Pool#QG6948 5.500% 01-Jul-2053, 5.50%, 07/01/53 FR 3133C7WH6 - - 1,044,397 $1,084,500 $1,084,500 0.02 $1,079,235
FNMA 30yr Pool#AS7492 4.000% 01-Jul-2046, 4.00%, 07/01/46 FN 3138WHKE1 - - 1,096,748 $1,066,997 $1,066,997 0.02 $1,062,976
FHLMC 30yr Pool#RA1188 4.500% 01-Aug-2049, 4.50%, 08/01/49 FR 3133KGJ90 - - 1,070,092 $1,063,607 $1,063,607 0.02 $1,059,193
FHLMC 30yr Pool#RA1087 4.500% 01-Jul-2049, 4.50%, 07/01/49 FR 3133KGF45 - - 1,057,724 $1,051,314 $1,051,314 0.02 $1,046,951
FNMA 30yr Pool#CB8995 5.500% 01-Aug-2054, 5.50%, 08/01/54 FN 3140QU7H3 - - 1,023,354 $1,049,011 $1,049,011 0.02 $1,043,852
FHLMC 30yr Pool#QG3885 6.500% 01-Jun-2053, 6.50%, 06/01/53 FR 3133C4J62 - - 969,119 $1,011,632 $1,011,632 0.01 $1,005,857
FNMA 30yr Pool#FM1598 4.000% 01-Feb-2049, 4.00%, 02/01/49 FN 3140X4X43 - - 996,465 $965,049 $965,049 0.01 $961,395
FNMA 30yr Pool#BV4203 3.500% 01-Apr-2052, 3.50%, 04/01/52 FN 3140MHU56 - - 1,021,779 $962,540 $962,540 0.01 $959,262
FNMA 30yr Pool#BV8484 3.500% 01-Apr-2052, 3.50%, 04/01/52 FN 3140MNNA0 - - 1,010,323 $951,672 $951,672 0.01 $948,431
FNMA 30yr Pool#DA3522 5.500% 01-Oct-2053, 5.50%, 10/01/53 FN 3140A34G5 - - 923,158 $945,988 $945,988 0.01 $941,333
FNMA 30yr Pool#CA6382 4.500% 01-Jul-2050, 4.50%, 07/01/50 FN 3140QECU4 - - 924,698 $920,484 $920,484 0.01 $916,670
GNMA II 30yr Pool#MA5021 4.500% 20-Feb-2048, 4.50%, 02/20/48 G2 36179TSJ5 - - 910,809 $910,416 $910,416 0.01 $906,659
FHLMC 30yr Pool#ZM8197 4.000% 01-Sep-2048, 4.00%, 09/01/48 FR 3131Y3DA1 - - 936,876 $907,338 $907,338 0.01 $903,903
FHLMC 30yr Pool#QG7338 6.000% 01-Jul-2053, 6.00%, 07/01/53 FR 3133C8EK7 - - 837,159 $868,040 $868,040 0.01 $863,435
BX Commercial Mortgage Trust 2021-21M A 4.803% 15-OCT-2036, 4.80%, 10/15/36 BX 2021-21M 05609CAA5 - - 862,801 $863,405 $863,405 0.01 $861,217
Connecticut Avenue Securities, Series 2021-R02 2B1 7.3718% 25-NOV-2041, 7.37%, 11/25/41 CAS 2021-R02 20754KAF8 - - 838,000 $856,198 $856,198 0.01 $854,654
FNMA 30yr Pool#AB9341 3.000% 01-May-2043, 3.00%, 05/01/43 FN 31417GLX2 - - 892,381 $826,350 $826,350 0.01 $823,896
Gracie Point International Funding, Series 2023-2 A 6.60559% 01-MAR-2027, 6.45%, 03/01/27 GPIF 2023-2A 38410JAA0 - - 418,538 $822,675 $822,675 0.01 $419,389
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-DNA5 M2 5.7218% 25-JAN-2034, 5.72%, 01/25/34 STACR 2021-DNA5 35564KHE2 - - 795,297 $798,505 $798,505 0.01 $797,367
FNMA 30yr Pool#BN4541 4.000% 01-Feb-2049, 4.00%, 02/01/49 FN 3140JMBK7 - - 823,665 $797,697 $797,697 0.01 $794,677
FREMF 2019-KF70 Mortgage Trust C 10.31633% 25-SEP-2029, 10.32%, 09/25/29 FREMF 2019-KF70 30298UAJ0 - - 789,970 $783,032 $783,032 0.01 $780,995
FNMA 30yr Pool#BY0782 5.500% 01-Apr-2053, 5.50%, 04/01/53 FN 3140NG2Q2 - - 742,530 $770,183 $770,183 0.01 $766,439
FHLMC 30yr Pool#ZT1926 3.000% 01-Nov-2043, 3.00%, 11/01/43 FR 3132AED78 - - 824,804 $765,638 $765,638 0.01 $763,370
FHLMC 30yr Pool#RA1999 4.500% 01-Jan-2050, 4.50%, 01/01/50 FR 3133KHGG5 - - 748,878 $744,340 $744,340 0.01 $741,251
FNMA 30yr Pool#BY0866 5.500% 01-May-2053, 5.50%, 05/01/53 FN 3140NG6C9 - - 699,850 $721,494 $721,494 0.01 $717,966
ACHV ABS Trust 2024-1PL C 6.42% 25-APR-2031, 6.42%, 04/25/31 ACHV 2024-1PL 00092BAC8 - - 704,156 $709,509 $709,509 0.01 $708,379
ACHM Trust 2024-HE1 B 7.26% 25-MAY-2039, 7.26%, 05/25/39 ACHM 2024-HE1 00449TAB1 - - 680,471 $705,929 $705,929 0.01 $704,694
GNMA II 30yr Pool#MA5264 4.000% 20-Jun-2048, 4.00%, 06/20/48 G2 36179TZ57 - - 722,954 $700,488 $700,488 0.01 $697,837
FHLMC 30yr Pool#QD6555 3.000% 01-Feb-2052, 3.00%, 02/01/52 FR 3133B4H81 - - 735,403 $664,074 $664,074 0.01 $662,052
Compass Datacenters Issuer II, Series 2024-1 B_2401 7.0% 25-FEB-2049, 7.00%, 02/25/49 CMPDC 2024-1A 20469AAC3 - - 620,000 $633,838 $633,838 0.01 $632,753
FNMA 30yr Pool#BW0343 4.500% 01-May-2052, 4.50%, 05/01/52 FN 3140MRLZ8 - - 633,317 $625,568 $625,568 0.01 $622,956
FHLMC 30yr Pool#QE1073 3.500% 01-Apr-2052, 3.50%, 04/01/52 FR 3133BAFN6 - - 648,837 $611,171 $611,171 0.01 $609,089
FHLMC 30yr Pool#SD8047 4.500% 01-Feb-2050, 4.50%, 02/01/50 FR 3132DV5G6 - - 596,640 $595,134 $595,134 0.01 $592,673
MHC Commercial Mortgage Trust 2021-MHC A 4.874442% 15-APR-2038, 4.87%, 04/15/38 MHC 2021-MHC 55316VAA2 - - 586,117 $587,103 $587,103 0.01 $585,595
FNMA 30yr Pool#AL6842 4.000% 01-May-2045, 4.00%, 05/01/45 FN 3138EPS88 - - 596,196 $582,365 $582,365 0.01 $580,179
Sequoia Mortgage Trust 2013-5 A1 2.5% 25-MAY-2043, 2.50%, 05/25/43 SEMT 2013-5 81745AAA5 - - 647,454 $580,524 $580,524 0.01 $579,040
FNMA 30yr Pool#BK9507 4.000% 01-Oct-2048, 4.00%, 10/01/48 FN 3140HPR58 - - 595,120 $579,566 $579,566 0.01 $577,384
Connecticut Avenue Securities Trust 2022-R01 1M1 5.0718% 25-DEC-2041, 5.07%, 12/25/41 CAS 2022-R01 20754LAA7 - - 540,184 $540,872 $540,872 0.01 $540,187
FNMA 30yr Pool#AZ0869 4.000% 01-Jul-2045, 4.00%, 07/01/45 FN 3138YR6F0 - - 519,564 $507,407 $507,407 0.01 $505,502
FHLMC 15yr Pool#SB0116 2.500% 01-Nov-2034, 2.50%, 11/01/34 FR 3132CWDV3 - - 518,095 $495,069 $495,069 0.01 $493,881
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA2 M1A 5.3718% 25-FEB-2042, 5.37%, 02/25/42 STACR 2022-DNA2 35564KRE1 - - 483,697 $484,894 $484,894 0.01 $484,245
FHLMC 30yr Pool#QD9191 3.500% 01-Apr-2052, 3.50%, 04/01/52 FR 3133B7F86 - - 500,276 $471,272 $471,272 0.01 $469,667
FHLMC 30yr Pool#SD1414 4.000% 01-Oct-2050, 4.00%, 10/01/50 FR 3132DNSB0 - - 437,781 $423,232 $423,232 0.01 $421,627
FNMA 30yr Pool#CB4329 3.500% 01-Jul-2052, 3.50%, 07/01/52 FN 3140QPY35 - - 442,838 $417,344 $417,344 0.01 $415,924
FNMA 30yr Pool#BV6879 4.500% 01-Apr-2052, 4.50%, 04/01/52 FN 3140MLUD0 - - 406,053 $401,149 $401,149 0.01 $399,474
FNMA 30yr Pool#CA4646 3.000% 01-Feb-2048, 3.00%, 02/01/48 FN 3140QCEU6 - - 434,002 $399,833 $399,833 0.01 $398,639
FHLMC 30yr Pool#QG3397 6.000% 01-May-2053, 6.00%, 05/01/53 FR 3133C3X27 - - 365,620 $379,106 $379,106 0.01 $377,096
FHLMC 30yr Pool#QA8274 3.500% 01-Mar-2050, 3.50%, 03/01/50 FR 3133A3FP8 - - 388,246 $361,779 $361,779 0.01 $360,533
FNMA 30yr Pool#FM3447 4.000% 01-Nov-2049, 4.00%, 11/01/49 FN 3140X6ZM6 - - 359,000 $348,686 $348,686 0.01 $347,370
Connecticut Avenue Securities Trust 2023-R05 1B1 8.8218% 25-JUN-2043, 8.82%, 06/25/43 CAS 2023-R05 207942AC7 - - 312,000 $334,939 $334,939 0.00 $334,251
Connecticut Avenue Securities, Series 2021-R03 1M1 4.9218% 25-DEC-2041, 4.92%, 12/25/41 CAS 2021-R03 20754AAA1 - - 323,507 $323,927 $323,927 0.00 $323,529
FHLMC 30yr Pool#SD1966 4.000% 01-Nov-2052, 4.00%, 11/01/52 FR 3132DPFF0 - - 330,944 $317,788 $317,788 0.00 $316,574
FHLMC 30yr Pool#ZN6461 4.000% 01-May-2049, 4.00%, 05/01/49 FR 3131YDFA7 - - 323,651 $313,201 $313,201 0.00 $312,015
FNMA 30yr Pool#BV7632 4.500% 01-Apr-2052, 4.50%, 04/01/52 FN 3140MMPS1 - - 312,027 $308,258 $308,258 0.00 $306,971
FNMA 30yr Pool#AR9225 3.000% 01-Mar-2043, 3.00%, 03/01/43 FN 3138W7HB3 - - 329,240 $303,657 $303,657 0.00 $302,751
FHLMC 30yr Pool#ZT0391 4.000% 01-Nov-2047, 4.00%, 11/01/47 FR 3132ACNG1 - - 300,199 $293,650 $293,650 0.00 $292,549
FHLMC 30yr Pool#QA5150 4.500% 01-Dec-2049, 4.50%, 12/01/49 FR 31346YWK5 - - 293,812 $293,071 $293,071 0.00 $291,859
FNMA 30yr Pool#FS2548 4.000% 01-Mar-2051, 4.00%, 03/01/51 FN 3140XHZN0 - - 299,902 $289,935 $289,935 0.00 $288,836
FNMA 30yr Pool#FS2238 4.000% 01-Mar-2051, 4.00%, 03/01/51 FN 3140XHPY7 - - 293,060 $283,820 $283,820 0.00 $282,746
FNMA 30yr Pool#AS8649 3.000% 01-Jan-2047, 3.00%, 01/01/47 FN 3138WJTF5 - - 305,370 $277,999 $277,999 0.00 $277,159
FNMA 30yr Pool#BN3899 4.000% 01-Dec-2048, 4.00%, 12/01/48 FN 3140JLKM5 - - 268,416 $259,954 $259,954 0.00 $258,970
Fannie Mae REMIC Trust 2017-9 VL 3.0% 25-JUL-2028, 3.00%, 07/25/28 FNR 2017-9 3136AVYH6 - - 255,820 $254,200 $254,200 0.00 $253,497
FHLMC 30yr Pool#QA1615 3.500% 01-Aug-2049, 3.50%, 08/01/49 FR 31334XYL7 - - 270,623 $253,577 $253,577 0.00 $252,709
FHLMC 30yr Pool#ZN4240 4.500% 01-Dec-2048, 4.50%, 12/01/48 FR 3131YAV98 - - 249,342 $249,283 $249,283 0.00 $248,255
Fannie Mae REMIC Trust 2012-126 SY 0.0% 25-NOV-2042, 0.00%, 11/25/42 FNR 2012-126 3136A9ZR2 - - 473,554 $236,513 $236,513 0.00 $236,513
FNMA 30yr Pool#MA3908 4.500% 01-Jan-2050, 4.50%, 01/01/50 FN 31418DKW1 - - 231,735 $231,150 $231,150 0.00 $230,194
FHLMC 15yr Pool#SB0040 2.500% 01-Dec-2033, 2.50%, 12/01/33 FR 3132CWBH6 - - 234,135 $227,048 $227,048 0.00 $226,512
FNMA 30yr Pool#BW0081 4.500% 01-Apr-2052, 4.50%, 04/01/52 FN 3140MRCT2 - - 229,586 $226,777 $226,777 0.00 $225,830
FNMA 30yr Pool#MA3687 4.000% 01-Jun-2049, 4.00%, 06/01/49 FN 31418DCZ3 - - 234,274 $226,489 $226,489 0.00 $225,630
FNMA 30yr Pool#BE3616 4.000% 01-May-2047, 4.00%, 05/01/47 FN 3140FPAS8 - - 227,239 $222,562 $222,562 0.00 $221,729
FNMA 30yr Pool#MA1327 3.000% 01-Jan-2043, 3.00%, 01/01/43 FN 31418APM4 - - 239,174 $222,017 $222,017 0.00 $221,360
GNMA II 30yr Pool#MA5192 4.000% 20-May-2048, 4.00%, 05/20/48 G2 36179TXV2 - - 216,262 $209,541 $209,541 0.00 $208,749
FNMA 30yr Pool#BO9819 4.500% 01-Dec-2049, 4.50%, 12/01/49 FN 3140K54D6 - - 209,707 $209,177 $209,177 0.00 $208,312
FHLMC 30yr Pool#RA1088 4.500% 01-Jul-2049, 4.50%, 07/01/49 FR 3133KGF52 - - 203,615 $203,101 $203,101 0.00 $202,261
FNMA 30yr Pool#AB6280 3.000% 01-Sep-2042, 3.00%, 09/01/42 FN 31417C6S9 - - 193,909 $179,999 $179,999 0.00 $179,466
FHLMC 30yr Pool#SD8040 4.500% 01-Jan-2050, 4.50%, 01/01/50 FR 3132DV4Z5 - - 179,263 $178,811 $178,811 0.00 $178,071
FNMA 30yr Pool#BO2983 3.000% 01-Sep-2049, 3.00%, 09/01/49 FN 3140JXJ58 - - 194,152 $177,269 $177,269 0.00 $176,735
FNMA 30yr Pool#CA4185 4.500% 01-Sep-2049, 4.50%, 09/01/49 FN 3140QBUK2 - - 174,945 $174,503 $174,503 0.00 $173,782
FNMA 30yr Pool#CA4035 4.500% 01-Aug-2049, 4.50%, 08/01/49 FN 3140QBPV4 - - 166,874 $166,453 $166,453 0.00 $165,765
FNMA 30yr Pool#BV7132 4.500% 01-Apr-2052, 4.50%, 04/01/52 FN 3140ML4S6 - - 161,622 $159,645 $159,645 0.00 $158,978
FHLMC 30yr Pool#ZA7158 4.500% 01-Jun-2049, 4.50%, 06/01/49 FR 31329Q5T4 - - 157,258 $156,305 $156,305 0.00 $155,656
FHLMC 30yr Pool#ZT1320 4.000% 01-Nov-2048, 4.00%, 11/01/48 FR 3132ADPD4 - - 160,942 $155,868 $155,868 0.00 $155,278
FNMA 30yr Pool#AB7563 3.000% 01-Jan-2043, 3.00%, 01/01/43 FN 31417EMM0 - - 166,801 $155,309 $155,309 0.00 $154,851
FNMA 30yr Pool#FS2546 4.000% 01-Mar-2051, 4.00%, 03/01/51 FN 3140XHZL4 - - 153,723 $148,876 $148,876 0.00 $148,313
FNMA 30yr Pool#BW0072 4.500% 01-Apr-2052, 4.50%, 04/01/52 FN 3140MRCJ4 - - 136,309 $134,641 $134,641 0.00 $134,079
FNMA 30yr Pool#MA1229 3.000% 01-Oct-2042, 3.00%, 10/01/42 FN 31418ALK2 - - 143,628 $133,734 $133,734 0.00 $133,339
GNMA II 30yr Pool#MA5753 4.000% 20-Feb-2049, 4.00%, 02/20/49 G2 36179UMA7 - - 137,220 $129,095 $129,095 0.00 $128,592
FNMA 30yr Pool#BV7131 4.500% 01-Apr-2052, 4.50%, 04/01/52 FN 3140ML4R8 - - 129,030 $127,452 $127,452 0.00 $126,920
GNMA II 30yr Pool#BF6874 4.500% 20-Jul-2048, 4.50%, 07/20/48 G2 3617GDT77 - - 126,705 $125,688 $125,688 0.00 $125,166
GNMA II 30yr Pool#MA5866 4.000% 20-Apr-2049, 4.00%, 04/20/49 G2 36179UQT2 - - 132,346 $125,096 $125,096 0.00 $124,611
FNMA 20yr Pool#AB9283 3.000% 01-Apr-2038, 3.00%, 04/01/38 FN 31417GJ56 - - 131,568 $121,767 $121,767 0.00 $121,405
GNMA II 30yr Pool#BK5879 4.500% 20-Nov-2048, 4.50%, 11/20/48 G2 3617J6Q80 - - 111,416 $110,740 $110,740 0.00 $110,280
FNMA 30yr Pool#CA3683 4.500% 01-Jun-2049, 4.50%, 06/01/49 FN 3140QBCV8 - - 108,777 $108,502 $108,502 0.00 $108,053
FNMA 30yr Pool#BM3282 3.500% 01-Dec-2047, 3.50%, 12/01/47 FN 3140J7UG8 - - 113,359 $107,798 $107,798 0.00 $107,434
FHLMC 30yr Pool#QE0318 4.500% 01-Mar-2052, 4.50%, 03/01/52 FR 3133B9K78 - - 108,215 $106,908 $106,908 0.00 $106,462
FHLMC 30yr Pool#ZT1633 4.000% 01-Mar-2047, 4.00%, 03/01/47 FR 3132ADY69 - - 108,551 $106,011 $106,011 0.00 $105,613
FNMA 30yr Pool#CA0108 3.500% 01-Aug-2047, 3.50%, 08/01/47 FN 3140Q7DN4 - - 106,260 $101,047 $101,047 0.00 $100,706
FHLMC 30yr Pool#ZM7577 4.500% 01-Aug-2048, 4.50%, 08/01/48 FR 3131Y2M21 - - 99,901 $99,779 $99,779 0.00 $99,367
Fannie Mae REMIC Trust 2013-130 FN 4.53628% 25-OCT-2042, 4.54%, 10/25/42 FNR 2013-130 3136AHG53 - - 90,334 $89,381 $89,381 0.00 $89,278
FHLMC 30yr Pool#ZM7926 5.000% 01-Sep-2048, 5.00%, 09/01/48 FR 3131Y2YX0 - - 77,696 $79,036 $79,036 0.00 $78,680
FHLMC 30yr Pool#QA2159 3.000% 01-Aug-2049, 3.00%, 08/01/49 FR 31334YMG9 - - 82,619 $73,601 $73,601 0.00 $73,373
FNMA 30yr Pool#MA1447 3.000% 01-May-2043, 3.00%, 05/01/43 FN 31418ATD0 - - 77,018 $71,033 $71,033 0.00 $70,822
Sequoia Mortgage Trust 2019-CH3 A19 4.0% 25-OCT-2049, 4.00%, 09/25/49 SEMT 2019-CH3 81748GBN0 - - 75,098 $70,184 $70,184 0.00 $69,909
Santander Bank Auto Credit-Linked Notes, Series 2023-A B 6.493% 15-JUN-2033, 6.49%, 06/15/33 SBCLN 2023-A 80290CBU7 - - 66,801 $67,115 $67,115 0.00 $66,886
FNMA 30yr Pool#AS8547 3.000% 01-Nov-2046, 3.00%, 11/01/46 FN 3138WJP93 - - 71,520 $64,933 $64,933 0.00 $64,736
FNMA 30yr Pool#BD2453 3.000% 01-Jan-2047, 3.00%, 01/01/47 FN 3140F9WP6 - - 67,639 $62,168 $62,168 0.00 $61,982
Fannie Mae REMIC Trust 2010-109 BS 7.44678% 25-OCT-2040, 7.45%, 10/25/40 FNR 2010-109 31398NTM6 - - 41,248 $60,191 $60,191 0.00 $59,914
Fannie Mae REMIC Trust 2006-20 GF 4.64727% 25-APR-2036, 4.54%, 04/25/36 FNR 2006-20 31395BU43 - - 54,414 $53,993 $53,993 0.00 $53,932
FHLMC 15yr Pool#ZK8962 3.000% 01-Sep-2032, 3.00%, 09/01/32 FR 3131XC5X1 - - 53,392 $52,161 $52,161 0.00 $52,014
FHLMC 15yr Pool#ZS7403 3.000% 01-May-2031, 3.00%, 05/01/31 FR 3132A8GL7 - - 49,263 $48,454 $48,454 0.00 $48,318
Freddie Mac Multiclass Certificates, Series 3380 FM 4.93815% 15-OCT-2037, 4.85%, 10/15/37 FHR 3380 31397KTJ0 - - 42,821 $42,856 $42,856 0.00 $42,747
FNMA 15yr Pool#BO5957 3.000% 01-Dec-2034, 3.00%, 12/01/34 FN 3140K1TP1 - - 44,062 $42,766 $42,766 0.00 $42,644
FNMA 30yr Pool#BO1857 4.500% 01-Aug-2049, 4.50%, 08/01/49 FN 3140JWB33 - - 42,860 $42,752 $42,752 0.00 $42,575
Freddie Mac Multiclass Certificates, Series 3721 FB 4.84815% 15-SEP-2040, 4.76%, 09/15/40 FHR 3721 3137GAD20 - - 42,232 $42,167 $42,167 0.00 $42,061
Ginnie Mae REMIC Trust 2008-013 FB 4.64552% 20-FEB-2038, 4.57%, 02/20/38 GNR 2008-13 38375PNL1 - - 39,466 $39,369 $39,369 0.00 $39,298
FNMA 30yr Pool#BC0870 3.500% 01-Jan-2046, 3.50%, 01/01/46 FN 3140EU6G9 - - 37,313 $35,271 $35,271 0.00 $35,151
FNMA 15yr Pool#BO7717 3.000% 01-Nov-2034, 3.00%, 11/01/34 FN 3140K3SF0 - - 33,205 $32,300 $32,300 0.00 $32,208
FHLMC 15yr Pool#ZK9163 3.000% 01-Jan-2033, 3.00%, 01/01/33 FR 3131XDFC4 - - 31,701 $30,954 $30,954 0.00 $30,867
Ginnie Mae REMIC Trust 2007-040 FG 4.46552% 20-JUL-2037, 4.39%, 07/20/37 GNR 2007-40 38375KZS4 - - 30,047 $29,796 $29,796 0.00 $29,744
Ginnie Mae REMIC Trust 2004-069 CF 4.54552% 20-JUL-2034, 4.47%, 07/20/34 GNR 2004-69 38374JAT3 - - 25,950 $25,929 $25,929 0.00 $25,884
Fannie Mae REMIC Trust 2013-2 QF 4.79727% 25-FEB-2043, 4.69%, 02/25/43 FNR 2013-2 3136AB4P5 - - 23,948 $23,920 $23,920 0.00 $23,892
Ginnie Mae REMIC Trust 2007-059 FA 4.64552% 20-OCT-2037, 4.57%, 10/20/37 GNR 2007-59 38375LPU8 - - 23,844 $23,790 $23,790 0.00 $23,747
FHLMC 30yr Pool#ZN2165 4.500% 01-Dec-2048, 4.50%, 12/01/48 FR 3131Y8MN2 - - 22,979 $23,041 $23,041 0.00 $22,946
Ginnie Mae REMIC Trust 2010-133 FD 4.50344% 16-OCT-2040, 4.50%, 10/16/40 GNR 2010-133 38377MHV1 - - 21,759 $21,792 $21,792 0.00 $21,743
Ginnie Mae REMIC Trust 2008-016 FC 4.64552% 20-FEB-2038, 4.57%, 02/20/38 GNR 2008-16 383742FU2 - - 19,220 $19,177 $19,177 0.00 $19,143
Ginnie Mae REMIC Trust 2007-037 FW 4.45552% 20-JUN-2037, 4.38%, 06/20/37 GNR 2007-37 38375KNR9 - - 19,167 $18,987 $18,987 0.00 $18,955
Ginnie Mae REMIC Trust 2004-059 FP 4.37344% 16-AUG-2034, 4.37%, 08/16/34 GNR 2004-59 38374HYS3 - - 18,389 $18,380 $18,380 0.00 $18,340
Ginnie Mae REMIC Trust 2005-065 FA 4.29552% 20-AUG-2035, 4.22%, 08/20/35 GNR 2005-65 38374LL25 - - 18,524 $18,290 $18,290 0.00 $18,260
Freddie Mac Multiclass Certificates, Series 2426 FL 4.99815% 15-MAR-2032, 4.91%, 03/15/32 FHR 2426 31339W7G5 - - 16,675 $16,763 $16,763 0.00 $16,720
Fannie Mae REMIC Trust 2002-53 FK 4.69727% 25-APR-2032, 4.59%, 04/25/32 FNR 2002-53 31392EHN3 - - 16,442 $16,399 $16,399 0.00 $16,380
FHLMC 30yr Pool#ZT0252 3.000% 01-Dec-2047, 3.00%, 12/01/47 FR 3132ACH52 - - 17,164 $15,776 $15,776 0.00 $15,729
Ginnie Mae REMIC Trust 2005-048 AF 4.34552% 20-JUN-2035, 4.27%, 06/20/35 GNR 2005-48 38374LHM6 - - 15,643 $15,482 $15,482 0.00 $15,456
Fannie Mae REMIC Trust 2005-83 KT 4.59727% 25-OCT-2035, 4.49%, 10/25/35 FNR 2005-83 31394FUL7 - - 14,194 $14,089 $14,089 0.00 $14,073
Fannie Mae REMIC Trust 2007-89 GF 4.81727% 25-SEP-2037, 4.71%, 09/25/37 FNR 2007-89 31396XPM0 - - 13,266 $13,281 $13,281 0.00 $13,265
Freddie Mac Multiclass Certificates, Series 2551 FD 4.74815% 15-JAN-2033, 4.66%, 01/15/33 FHR 2551 31393JAZ1 - - 12,049 $12,048 $12,048 0.00 $12,018
FHLMC 30yr Pool#ZM2269 3.000% 01-Dec-2046, 3.00%, 12/01/46 FR 3131XVQW8 - - 12,393 $11,382 $11,382 0.00 $11,348
Ginnie Mae REMIC Trust 2012-075 FP 4.44552% 20-JUL-2041, 4.37%, 07/20/41 GNR 2012-75 38378EZ55 - - 11,207 $11,213 $11,213 0.00 $11,194
Ginnie Mae REMIC Trust 2007-061 FA 4.64552% 20-OCT-2037, 4.57%, 10/20/37 GNR 2007-61 38375LLN8 - - 9,954 $9,931 $9,931 0.00 $9,914
Freddie Mac Multiclass Certificates, Series 2410, excluding Group 6 FX 4.6065% 15-FEB-2032, 4.61%, 02/15/32 FHR 2410 31339NJN7 - - 9,459 $9,445 $9,445 0.00 $9,422
Fannie Mae REMIC Trust 2010-123 FL 4.72727% 25-NOV-2040, 4.62%, 11/25/40 FNR 2010-123 31398N2W3 - - 9,257 $9,234 $9,234 0.00 $9,223
GNMA II 30yr Pool#BK6072 5.000% 20-Jan-2049, 5.00%, 01/20/49 G2 3617J6W91 - - 9,017 $9,165 $9,165 0.00 $9,124
FNMA 15yr Pool#AS8207 2.500% 01-Oct-2031, 2.50%, 10/01/31 FN 3138WJDM7 - - 9,313 $9,038 $9,038 0.00 $9,016
Freddie Mac Multiclass Certificates, Series 3028 FM 4.59815% 15-SEP-2035, 4.51%, 09/15/35 FHR 3028 31396AFB5 - - 8,301 $8,283 $8,283 0.00 $8,263
FNMA 15yr Pool#BM1036 2.500% 01-Feb-2032, 2.50%, 02/01/32 FN 3140J5EJ4 - - 8,203 $7,958 $7,958 0.00 $7,939
Fannie Mae REMIC Trust 2003-87 FG 4.79727% 25-SEP-2033, 4.69%, 09/25/33 FNR 2003-87 31393E4W6 - - 7,876 $7,886 $7,886 0.00 $7,877
FNMA 15yr Pool#AS7643 2.500% 01-Aug-2031, 2.50%, 08/01/31 FN 3138WHP55 - - 8,100 $7,859 $7,859 0.00 $7,841
Fannie Mae REMIC Trust 2012-100 FG 4.69727% 25-SEP-2042, 4.59%, 09/25/42 FNR 2012-100 3136A8QW3 - - 7,583 $7,520 $7,520 0.00 $7,511
Fannie Mae REMIC Trust 2002-16 VF 4.84727% 25-APR-2032, 4.74%, 04/25/32 FNR 2002-16 31392CWW0 - - 6,992 $7,001 $7,001 0.00 $6,993
Ginnie Mae REMIC Trust 2007-018 FD 4.44552% 20-APR-2037, 4.37%, 04/20/37 GNR 2007-18 38375JC86 - - 6,954 $6,886 $6,886 0.00 $6,874
Ginnie Mae REMIC Trust 2010-006 FG 4.67344% 16-JAN-2040, 4.67%, 01/16/40 GNR 2010-6 38376TSC7 - - 6,756 $6,767 $6,767 0.00 $6,752
FHLMC 15yr Pool#ZK8405 2.500% 01-Dec-2031, 2.50%, 01/22/31 FR 3131XCKS5 - - 6,972 $6,758 $6,758 0.00 $6,742
Freddie Mac Multiclass Certificates, Series 3738 FD 4.64815% 15-AUG-2040, 4.56%, 08/15/40 FHR 3738 3137GAYQ4 - - 6,698 $6,711 $6,711 0.00 $6,695
Fannie Mae REMIC Trust 2010-95 FB 4.69727% 25-SEP-2040, 4.59%, 09/25/40 FNR 2010-95 31398NEX8 - - 5,990 $5,979 $5,979 0.00 $5,972
FNMA 30yr Pool#MA3694 4.500% 01-Jul-2049, 4.50%, 07/01/49 FN 31418DC83 - - 4,481 $4,470 $4,470 0.00 $4,451
FHLMC 30yr Pool#ZN0650 3.000% 01-Mar-2043, 3.00%, 03/01/43 FR 3131Y6WK1 - - 2,162 $1,994 $1,994 0.00 $1,988
Ginnie Mae REMIC Trust 1999-27 FE 4.47344% 16-AUG-2029, 4.47%, 08/16/29 GNR 1999-27 3837H2WA3 - - 1,953 $1,957 $1,957 0.00 $1,952
Freddie Mac Multiclass Certificates, Series 2469 FE 4.84815% 15-JUL-2032, 4.76%, 07/15/32 FHR 2469 31392RC58 - - 1,595 $1,598 $1,598 0.00 $1,594
Ginnie Mae REMIC Trust 2010-125 VF 4.49552% 20-JUN-2040, 4.42%, 06/20/40 GNR 2010-125 38377JYJ6 - - 355.00 $354 $354 0.00 $353
US 10YR NOTE (CBT)Mar26 MAR 26 TYH6 FUTURES_USD - -163.00 $-18,436,828 $0 0.00 $0
US 10yr Ultra Fut Mar26 MAR 26 UXYH6 FUTURES_USD - -3,078 $-356,567,062 $0 0.00 $0
US ULTRA BOND CBT Mar26 MAR 26 WNH6 FUTURES_USD - -312.00 $-37,430,250 $0 0.00 $0
US 5YR NOTE (CBT) Mar26 MAR 26 FVH6 FUTURES_USD - 2,844 $311,817,938 $0 0.00 $0
UMBS TBA 30yr 3.5% December Delivery, 3.50%, 12/11/25 FNCL 01F0326C3 - - -95,653,000 $-88,335,067 $-88,335,067 -1.29 $-88,335,067
UMBS TBA 30yr 4.5% December Delivery, 4.50%, 12/11/25 FNCL 01F0426C2 - - -354,908,342 $-347,177,728 $-347,177,728 -5.08 $-347,177,728
UMBS TBA 30yr 5% December Delivery, 5.00%, 12/11/25 FNCL 01F0506C5 - - -352,762,620 $-352,107,540 $-352,107,540 -5.16 $-352,107,540
UMBS TBA 30yr 5.5% December Delivery, 5.50%, 12/11/25 FNCL 01F0526C1 - - -379,927,400 $-384,760,077 $-384,760,077 -5.63 $-384,760,077
UMBS TBA 30yr 6% December Delivery, 6.00%, 12/11/25 FNCL 01F0606C4 - - -490,162,167 $-502,004,485 $-502,004,485 -7.35 $-502,004,485
UMBS TBA 30yr 4% December Delivery, 4.00%, 12/11/25 FNCL 01F0406C6 - - -721,596,155 $-686,405,354 $-686,405,354 -10.05 $-686,405,354
SEGREGATED CASH SEGCASH - $0.00 11,970,000 $11,970,000 $11,970,000 0.18 $11,970,000
ALMSUM ALMSUM - $0.00 - $0 $0 0.00 $0
US DOLLARS USD MD_142224 - - -1,878,273,429 $-1,878,273,429 $-1,878,273,429 -27.50 $-1,878,273,429
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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