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For Financial Professionals in the US

Mortgage-Backed Securities ETF Holdings

Full Portfolio Holdings

(As of 07/11/2025)

Ticker Cusip Underlying Security Strike Price Quantity (Shares/ Par/ Units/ Contracts) Notional Value Market Value Weight % Current Market Value
UMBS TBA 30yr 2.5% August Delivery, 2.50%, 08/13/25 FNCL 01F022683 - - 1,691,910,894 $1,385,399,241 $1,385,399,241 23.57 $1,385,399,241
UMBS TBA 30yr 3% August Delivery, 3.00%, 08/13/25 FNCL 01F030686 - - 892,185,354 $762,885,392 $762,885,392 12.98 $762,885,392
GNMA II TBA 30yr 5% July Delivery, 5.00%, 07/21/25 G2SF 21H050672 - - 388,826,194 $378,972,561 $378,972,561 6.46 $378,972,561
UMBS TBA 30yr 2% August Delivery, 2.00%, 08/13/25 FNCL 01F020687 - - 402,248,255 $314,508,257 $314,508,257 5.36 $314,508,257
GNMA II TBA 30yr 5.5% July Delivery, 5.50%, 07/21/25 G2SF 21H052678 - - 253,922,000 $252,990,360 $252,990,360 4.31 $252,990,360
GNMA II TBA 30yr 4.5% July Delivery, 4.50%, 07/21/25 G2SF 21H042679 - - 259,406,488 $245,937,066 $245,937,066 4.19 $245,937,066
UMBS TBA 30yr 6% August Delivery, 6.00%, 08/13/25 FNCL 01F060683 - - 213,767,000 $216,327,929 $216,327,929 3.69 $216,327,929
FNMA 30yr Pool#CB9430 5.500% 01-Nov-2054, 5.50%, 11/01/54 FN 3140QVPQ1 - - 190,220,618 $191,810,319 $191,810,319 3.27 $189,884,822
GNMA II TBA 30yr 3% July Delivery, 3.00%, 07/21/25 G2SF 21H030674 - - 187,159,962 $163,666,895 $163,666,895 2.79 $163,666,895
Fannie Mae REMIC Trust 2025-12 FC 5.40517% 25-MAR-2055, 5.41%, 03/25/55 FNR 2025-12 3136BVFC7 - - 160,086,318 $159,990,538 $159,990,538 2.73 $159,533,855
FNMA 30yr Pool#FS7252 5.000% 01-Nov-2053, 5.00%, 11/01/53 FN 3140XPBW8 - - 149,051,584 $145,536,472 $145,536,472 2.49 $145,267,351
UMBS TBA 30yr 6.5% August Delivery, 6.50%, 08/13/25 FNCL 01F062689 - - 132,991,000 $136,938,173 $136,938,173 2.34 $136,938,173
FHLMC 30yr Pool#RJ2853 5.000% 01-Dec-2054, 5.00%, 12/01/54 FR 3142GTE36 - - 136,465,796 $136,117,230 $136,117,230 2.32 $133,850,393
GNMA II TBA 30yr 3.5% July Delivery, 3.50%, 07/21/25 G2SF 21H032670 - - 147,859,377 $132,952,934 $132,952,934 2.27 $132,952,934
GNMA II TBA 30yr 3.5% August Delivery, 3.50%, 08/20/25 G2SF 21H032688 - - 138,246,377 $123,816,773 $123,816,773 2.12 $123,816,773
FNMA 30yr Pool#FS1133 4.000% 01-Oct-2051, 4.00%, 10/01/51 FN 3140XGHK8 - - 118,808,766 $112,773,620 $112,773,620 1.93 $111,010,147
FHLMC 30yr Pool#SL0335 5.500% 01-Feb-2055, 5.50%, 02/01/55 FR 31427MLR0 - - 108,898,458 $110,379,288 $110,379,288 1.89 $108,499,423
GNMA II TBA 30yr 4% July Delivery, 4.00%, 07/21/25 G2SF 21H040673 - - 114,954,688 $106,248,135 $106,248,135 1.82 $106,248,135
FNMA 30yr Pool#FM7460 4.000% 01-Mar-2051, 4.00%, 03/01/51 FN 3140XBJE1 - - 111,111,181 $105,368,285 $105,368,285 1.80 $103,817,832
GNMA II TBA 30yr 4% August Delivery, 4.00%, 08/20/25 G2SF 21H040681 - - 107,413,688 $98,868,177 $98,868,177 1.69 $98,868,177
Freddie Mac Multiclass Certificates, Series 5544 FC 5.30517% 25-JUN-2055, 5.31%, 06/25/55 FHR 5544 3137HLNP3 - - 93,402,418 $93,590,558 $93,590,558 1.60 $93,329,036
FNMA 30yr Pool#FS9022 5.500% 01-Aug-2054, 5.50%, 08/01/54 FN 3140XRAY1 - - 81,428,797 $81,799,187 $81,799,187 1.39 $81,155,529
FNMA 30yr Pool#FS8993 6.000% 01-Jul-2054, 6.00%, 07/01/54 FN 3140XQ7F8 - - 77,833,379 $81,237,917 $81,237,917 1.38 $79,289,910
FHLMC 30yr Pool#RJ4363 5.500% 01-Jun-2055, 5.50%, 06/01/55 FR 3142GUZ55 - - 77,857,218 $79,230,352 $79,230,352 1.35 $78,416,699
FNMA 30yr Pool#FA0574 5.500% 01-Jan-2055, 5.50%, 01/01/55 FN 3140W0T88 - - 73,005,572 $74,943,158 $74,943,158 1.27 $73,583,957
FNMA 30yr Pool#FA0573 5.000% 01-Jan-2055, 5.00%, 01/01/55 FN 3140W0T70 - - 64,241,305 $64,114,297 $64,114,297 1.09 $63,201,754
FHLMC 30yr Pool#SL1188 5.500% 01-Apr-2055, 5.50%, 04/01/55 FR 31427NKA6 - - 60,190,833 $61,033,112 $61,033,112 1.04 $60,547,673
FHLMC 30yr Pool#QX7566 5.500% 01-Mar-2055, 5.50%, 03/01/55 FR 31426DMQ2 - - 56,620,839 $56,964,871 $56,964,871 0.97 $56,520,886
Fannie Mae REMIC Trust 2025-9 FA 5.50517% 25-MAR-2055, 5.51%, 03/25/55 FNR 2025-9 3136BVDC9 - - 52,284,960 $52,337,692 $52,337,692 0.89 $52,185,777
FNMA 30yr Pool#CB9613 5.500% 01-Dec-2054, 5.50%, 12/01/54 FN 3140QVVF8 - - 48,617,282 $49,439,902 $49,439,902 0.84 $48,531,458
FHLMC 30yr Pool#SL1146 5.000% 01-Mar-2055, 5.00%, 03/01/55 FR 31427NHY8 - - 49,453,218 $48,880,707 $48,880,707 0.83 $48,194,612
FHLMC 30yr Pool#SD7343 5.500% 01-Jan-2055, 5.50%, 01/01/55 FR 3132DVEQ4 - - 46,971,610 $47,958,564 $47,958,564 0.82 $47,257,146
FNMA 30yr Pool#FS9779 5.500% 01-Nov-2054, 5.50%, 11/01/54 FN 3140XR2M6 - - 44,757,277 $45,937,809 $45,937,809 0.78 $45,029,690
FHLMC 30yr Pool#SL0046 6.000% 01-Jan-2055, 6.00%, 01/01/55 FR 31427MBQ3 - - 43,276,775 $45,404,824 $45,404,824 0.77 $44,086,865
FNMA 30yr Pool#FA1951 6.000% 01-Jun-2055, 6.00%, 06/01/55 FN 3140W2EZ0 - - 41,732,743 $43,355,365 $43,355,365 0.74 $42,548,221
FHLMC 30yr Pool#ZT2413 4.000% 01-Feb-2041, 4.00%, 02/01/41 FR 3132AEVE3 - - 42,727,202 $41,907,652 $41,907,652 0.71 $41,065,349
New Residential Mortgage LLC 6.545% 25-MAR-2032, 6.54%, 03/25/32 NZES 2025-FHT 64832EAA7 - - 41,660,756 $41,887,165 $41,887,165 0.71 $41,743,256
FNMA 30yr Pool#FA1557 6.000% 01-May-2055, 6.00%, 05/01/55 FN 3140W1WT6 - - 40,353,727 $41,818,311 $41,818,311 0.71 $41,109,101
FNMA 40yr Pool#BF0646 2.500% 01-Jun-2062, 2.50%, 06/01/62 FN 3140FXWG3 - - 50,623,207 $41,457,401 $41,457,401 0.71 $40,997,618
FNMA 30yr Pool#FS8881 4.500% 01-Sep-2053, 4.50%, 09/01/53 FN 3140XQ2P1 - - 42,048,266 $41,128,725 $41,128,725 0.70 $40,413,057
FHLMC 30yr Pool#SL0938 4.000% 01-Jul-2050, 4.00%, 07/01/50 FR 31427NBG3 - - 40,215,408 $38,879,355 $38,879,355 0.66 $38,294,153
FHLMC 30yr Pool#SI2101 4.000% 01-Sep-2048, 4.00%, 09/01/48 FR 3133USKN0 - - 40,567,771 $38,501,502 $38,501,502 0.65 $37,968,984
FNMA 30yr Pool#FA0576 5.500% 01-Jan-2055, 5.50%, 01/01/55 FN 3140W0UA1 - - 37,258,899 $37,900,220 $37,900,220 0.64 $37,491,077
FNMA 30yr Pool#CB8694 6.000% 01-Jun-2054, 6.00%, 06/01/54 FN 3140QUUU8 - - 35,814,387 $37,761,813 $37,761,813 0.64 $36,956,485
FNMA 40yr Pool#BF0598 2.500% 01-Mar-2062, 2.50%, 03/01/62 FN 3140FXUY6 - - 45,169,350 $36,935,931 $36,935,931 0.63 $36,580,767
FNMA 30yr Pool#FS9794 5.000% 01-Nov-2054, 5.00%, 11/01/54 FN 3140XR3C7 - - 36,131,939 $36,309,469 $36,309,469 0.62 $35,547,253
FHLMC 30yr Pool#SL0286 5.000% 01-Jan-2055, 5.00%, 01/01/55 FR 31427MJ85 - - 35,965,692 $35,938,540 $35,938,540 0.61 $35,236,033
FNMA 30yr Pool#FA0034 5.000% 01-Nov-2054, 5.00%, 11/01/54 FN 3140W0BC8 - - 36,036,966 $35,737,426 $35,737,426 0.61 $35,346,308
JP MORGAN MORTGAGE TRUST 2 5.777% 55, 5.50%, 11/25/55 JPMMT 2025-5MPR 46593VAD9 - - 35,517,522 $35,657,348 $35,657,348 0.61 $35,424,018
FHLMC 30yr Pool#SL0208 5.000% 01-Dec-2054, 5.00%, 12/01/54 FR 31427MGS4 - - 34,229,507 $34,192,415 $34,192,415 0.58 $33,675,606
FNMA 30yr Pool#FA0635 5.000% 01-Jan-2055, 5.00%, 01/01/55 FN 3140W0V51 - - 33,460,523 $33,194,244 $33,194,244 0.56 $32,608,939
FNMA 30yr Pool#FA0603 4.500% 01-Sep-2051, 4.50%, 09/01/51 FN 3140W0U52 - - 33,738,197 $33,060,176 $33,060,176 0.56 $32,531,456
UMBS TBA 30yr 5.5% August Delivery, 5.50%, 08/13/25 FNCL 01F052680 - - 32,774,000 $32,542,157 $32,542,157 0.55 $32,542,157
FNMA 40yr Pool#BF0698 3.500% 01-Dec-2062, 3.50%, 12/01/62 FN 3140FXX49 - - 36,454,582 $32,399,187 $32,399,187 0.55 $32,208,994
FNMA 30yr Pool#FS9788 5.500% 01-Nov-2054, 5.50%, 11/01/54 FN 3140XR2W4 - - 31,104,961 $31,891,961 $31,891,961 0.54 $31,103,479
FNMA 30yr Pool#CB5580 4.500% 01-Oct-2052, 4.50%, 10/01/52 FN 3140QRFW8 - - 32,480,877 $31,226,927 $31,226,927 0.53 $30,845,541
FNMA 30yr Pool#CB6051 4.500% 01-Apr-2053, 4.50%, 04/01/53 FN 3140QRWM1 - - 32,073,630 $31,090,655 $31,090,655 0.53 $30,451,225
FNMA 30yr Pool#BW7371 5.500% 01-Feb-2053, 5.50%, 02/01/53 FN 3140N0FM2 - - 30,373,304 $30,929,683 $30,929,683 0.53 $30,683,772
FHLMC 30yr Pool#SD6982 5.000% 01-Nov-2054, 5.00%, 11/01/54 FR 3132DUXK8 - - 30,484,970 $30,268,125 $30,268,125 0.51 $30,011,023
FNMA 30yr Pool#FS8335 4.500% 01-Jan-2051, 4.50%, 01/01/51 FN 3140XQHM2 - - 30,905,033 $30,245,199 $30,245,199 0.51 $29,799,628
FNMA 30yr Pool#FS3883 4.500% 01-Feb-2053, 4.50%, 02/01/53 FN 3140XKJ50 - - 30,984,033 $29,881,819 $29,881,819 0.51 $29,561,844
NRM MSR-Collateralized Notes, Series 2024-FNT1 A 7.398% 25-NOV-2029, 7.40%, 11/25/31 NZES 2024-FNT1 62956YAA7 - - 29,571,369 $29,868,792 $29,868,792 0.51 $29,753,330
FNMA 30yr Pool#CB6394 4.500% 01-Feb-2053, 4.50%, 02/01/53 FN 3140QSC82 - - 31,040,450 $29,670,281 $29,670,281 0.50 $29,449,848
FNMA 30yr Pool#FS3520 4.500% 01-Nov-2052, 4.50%, 11/01/52 FN 3140XJ4E0 - - 29,903,329 $28,752,340 $28,752,340 0.49 $28,400,073
FNMA 30yr Pool#FS8681 4.500% 01-Oct-2050, 4.50%, 10/01/50 FN 3140XQUF2 - - 28,976,101 $28,265,214 $28,265,214 0.48 $27,939,690
FHLMC 30yr Pool#SL0367 4.500% 01-Dec-2054, 4.50%, 12/01/54 FR 31427MMR9 - - 29,202,828 $27,947,334 $27,947,334 0.48 $27,738,290
FHLMC 30yr Pool#SD7138 5.000% 01-Nov-2054, 5.00%, 11/01/54 FR 3132DU4X2 - - 27,633,653 $27,350,083 $27,350,083 0.47 $27,104,047
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-HQA3 M2 6.40517% 25-SEP-2041, 6.41%, 09/25/41 STACR 2021-HQA3 35564KJP5 - - 26,457,865 $26,799,435 $26,799,435 0.46 $26,709,994
FHLMC 30yr Pool#SD3271 5.500% 01-Jun-2053, 5.50%, 06/01/53 FR 3132DQT48 - - 26,331,003 $26,715,044 $26,715,044 0.45 $26,508,576
RCKT Mortgage Trust 2025-CES5 A1A 5.687% 25-MAY-2055, 5.69%, 05/25/55 RCKT 2025-CES5 74942CAA7 - - 25,219,945 $25,479,076 $25,479,076 0.43 $25,307,761
FNMA 30yr Pool#FS6257 4.000% 01-Jun-2053, 4.00%, 06/01/53 FN 3140XM5T9 - - 26,528,781 $24,908,818 $24,908,818 0.42 $24,550,168
FNMA 30yr Pool#FS9239 4.500% 01-Jan-2051, 4.50%, 01/01/51 FN 3140XRHR9 - - 25,159,330 $24,643,122 $24,643,122 0.42 $24,259,436
FNMA 30yr Pool#CB9642 5.000% 01-Dec-2054, 5.00%, 12/01/54 FN 3140QVWC4 - - 23,542,905 $23,450,440 $23,450,440 0.40 $23,125,435
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2025-HQA1 M2 5.95517% 25-FEB-2045, 5.96%, 02/25/45 STACR 2025-HQA1 35564NHA4 - - 23,060,148 $23,171,539 $23,171,539 0.39 $23,099,061
FHLMC 30yr Pool#SD6989 5.500% 01-Nov-2054, 5.50%, 11/01/54 FR 3132DUXS1 - - 22,546,264 $23,047,683 $23,047,683 0.39 $22,545,189
FNMA 30yr Pool#FM7840 4.000% 01-Apr-2050, 4.00%, 04/01/50 FN 3140XBWA4 - - 24,170,970 $22,972,576 $22,972,576 0.39 $22,584,385
PRET 2025-RPL3 Trust A1 4.15% 25-APR-2065, 4.15%, 04/25/65 PRET 2025-RPL3 69382RAA1 - - 23,621,523 $22,896,018 $22,896,018 0.39 $22,599,833
FNMA 30yr Pool#FS4781 4.000% 01-Oct-2051, 4.00%, 10/01/51 FN 3140XLJ33 - - 23,577,946 $22,403,711 $22,403,711 0.38 $22,030,287
FNMA 30yr Pool#FS7225 4.000% 01-Aug-2051, 4.00%, 08/01/51 FN 3140XPA33 - - 23,605,880 $22,372,575 $22,372,575 0.38 $22,093,678
FNMA 40yr Pool#BF0807 3.500% 01-Apr-2064, 3.50%, 04/01/64 FN 3140FX3R1 - - 24,048,734 $21,484,619 $21,484,619 0.37 $21,226,152
GNMA II TBA 30yr 2.5% July Delivery, 2.50%, 07/21/25 G2SF 21H022671 - - 25,296,414 $21,268,036 $21,268,036 0.36 $21,268,036
FNMA 40yr Pool#BF0713 4.000% 01-Mar-2063, 4.00%, 03/01/63 FN 3140FXYK2 - - 22,775,727 $21,115,129 $21,115,129 0.36 $20,858,308
FNMA 30yr Pool#CB7112 5.500% 01-Sep-2053, 5.50%, 09/01/53 FN 3140QS3W9 - - 20,750,027 $21,048,792 $21,048,792 0.36 $20,876,666
FNMA 40yr Pool#BF0226 3.500% 01-Jan-2058, 3.50%, 01/01/58 FN 3140FXHC9 - - 22,961,612 $21,005,784 $21,005,784 0.36 $20,741,625
FNMA 30yr Pool#FS6382 4.000% 01-Aug-2051, 4.00%, 08/01/51 FN 3140XNCU6 - - 21,961,973 $20,805,552 $20,805,552 0.35 $20,555,080
FNMA 30yr Pool#FS9880 4.500% 01-Sep-2054, 4.50%, 09/01/54 FN 3140XR6S9 - - 21,641,435 $20,740,998 $20,740,998 0.35 $20,556,105
Finance of America Structured Securities Trust, 2025-S1 A1 3.5% 25-FEB-2075, 3.50%, 02/25/75 FASST 2025-S1 31741BAB0 - - 21,677,540 $20,728,656 $20,728,656 0.35 $20,688,613
FHLMC 30yr Pool#QJ9063 5.000% 01-Nov-2054, 5.00%, 11/01/54 FR 3133D1B81 - - 20,827,499 $20,490,125 $20,490,125 0.35 $20,338,566
FHLMC 30yr Pool#SL0850 4.000% 01-Jul-2049, 4.00%, 07/01/49 FR 31427M5L1 - - 20,685,177 $20,174,979 $20,174,979 0.34 $19,849,314
UMBS TBA 30yr 5% August Delivery, 5.00%, 08/13/25 FNCL 01F050684 - - 20,751,000 $20,161,423 $20,161,423 0.34 $20,161,423
FINANCE OF AMERICA STRUC 3.28125% 74, 3.50%, 04/25/74 FASST 2024-S3 31739WAB8 - - 20,809,412 $19,993,792 $19,993,792 0.34 $19,955,352
FNMA 30yr Pool#FS5028 4.000% 01-Oct-2051, 4.00%, 10/01/51 FN 3140XLSS8 - - 20,548,590 $19,767,616 $19,767,616 0.34 $19,199,779
FNMA 30yr Pool#FS9116 6.000% 01-Sep-2054, 6.00%, 09/01/54 FN 3140XRDW2 - - 18,976,233 $19,762,359 $19,762,359 0.34 $19,331,446
FNMA 30yr Pool#FA0654 4.500% 01-Dec-2054, 4.50%, 12/01/54 FN 3140W0WQ4 - - 20,571,435 $19,639,405 $19,639,405 0.33 $19,539,766
FNMA 30yr Pool#FS8709 4.500% 01-Jan-2051, 4.50%, 01/01/51 FN 3140XQVB0 - - 19,195,224 $18,920,746 $18,920,746 0.32 $18,508,653
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA2 M2 8.05517% 25-FEB-2042, 8.06%, 02/25/42 STACR 2022-DNA2 35564KRN1 - - 18,101,929 $18,878,290 $18,878,290 0.32 $18,801,332
FNMA 30yr Pool#FS9476 4.000% 01-Jun-2053, 4.00%, 06/01/53 FN 3140XRQ65 - - 19,919,925 $18,619,154 $18,619,154 0.32 $18,428,082
FNMA 30yr Pool#BT8185 4.500% 01-Jun-2052, 4.50%, 06/01/52 FN 3140LXCX1 - - 19,381,639 $18,546,818 $18,546,818 0.32 $18,411,797
FNMA 30yr Pool#DA1525 6.000% 01-Oct-2053, 6.00%, 10/01/53 FN 3140A1VT1 - - 17,531,092 $18,471,195 $18,471,195 0.31 $17,860,363
Huntington Bank Auto Credit-Linked Notes, Series 2024-2 B1 5.442% 20-OCT-2032, 5.44%, 10/20/32 HACLN 2024-2 44644NAG4 - - 18,234,138 $18,404,738 $18,404,738 0.31 $18,338,584
FNMA 30yr Pool#FA1549 5.500% 01-May-2055, 5.50%, 05/01/55 FN 3140W1WK5 - - 18,061,075 $18,334,375 $18,334,375 0.31 $18,179,542
Structured Agency Credit Risk (STACR) Debt Notes, Series 2024-HQA2 M2 6.10517% 25-AUG-2044, 6.11%, 08/25/44 STACR 2024-HQA2 35564NEC3 - - 18,000,000 $18,124,231 $18,124,231 0.31 $18,066,232
FNMA 30yr Pool#CB4128 4.500% 01-Jul-2052, 4.50%, 07/01/52 FN 3140QPSS7 - - 18,553,184 $18,001,268 $18,001,268 0.31 $17,715,876
FHLMC 30yr Pool#SD5963 6.000% 01-Jul-2054, 6.00%, 07/01/54 FR 3132DTTU4 - - 17,047,910 $17,996,183 $17,996,183 0.31 $17,367,027
FHLMC 30yr Pool#SL0490 4.500% 01-Jul-2053, 4.50%, 07/01/53 FR 31427MRL7 - - 18,538,289 $17,922,389 $17,922,389 0.30 $17,606,571
FNMA 30yr Pool#CB8221 5.500% 01-Mar-2054, 5.50%, 03/01/54 FN 3140QUD37 - - 17,451,808 $17,632,458 $17,632,458 0.30 $17,442,815
FHLMC 30yr Pool#QH3192 6.000% 01-Oct-2053, 6.00%, 10/01/53 FR 3133CFRM3 - - 16,921,816 $17,558,381 $17,558,381 0.30 $17,416,628
Homeward Opportunities Fund Trust 2024-RTL1 A1 7.12% 25-JUL-2029, 7.12%, 07/25/29 HOF 43789FAA1 - - 17,261,000 $17,417,156 $17,417,156 0.30 $17,352,293
FNMA 30yr Pool#FM4738 4.000% 01-Sep-2050, 4.00%, 09/01/50 FN 3140X8HQ3 - - 18,164,101 $17,407,886 $17,407,886 0.30 $16,907,996
PRPM 2025-RCF3 LLC|5.25|07/25/2055, 5.25%, 07/25/55 PRPM 2025-RCF3 69392PAA3 - - 17,310,000 $17,358,718 $17,358,718 0.30 $17,250,170
FNMA 40yr Pool#BF0806 3.500% 01-Apr-2064, 3.50%, 04/01/64 FN 3140FX3Q3 - - 18,570,999 $16,594,774 $16,594,774 0.28 $16,431,600
FNMA 40yr Pool#BF0801 2.500% 01-Apr-2064, 2.50%, 04/01/64 FN 3140FX3K6 - - 19,965,443 $16,432,552 $16,432,552 0.28 $16,147,956
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2025-HQA1 M1 5.45517% 25-FEB-2045, 5.46%, 02/25/45 STACR 2025-HQA1 35564NGZ0 - - 16,184,641 $16,235,104 $16,235,104 0.28 $16,188,507
FR SL0644|4.5|03/01/2053, 4.50%, 03/01/53 FR - - 16,653,293 $15,917,083 $15,917,083 0.27 $15,892,103
FNMA 30yr Pool#FA0122 4.500% 01-Dec-2054, 4.50%, 12/01/54 FN 3140W0D44 - - 15,813,382 $15,615,534 $15,615,534 0.27 $15,020,333
Vontive Mortgage Trust 2025-RTL1 A1 6.507% 25-MAR-2030, 6.51%, 03/25/30 VNTV 2025-RTL1 928884AA3 - - 15,444,000 $15,549,247 $15,549,247 0.26 $15,496,208
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 $15,517,706 $15,517,706 0.26 $15,382,499
PRPM 2025-5 LLC|5.729|07/25/2030, 5.73%, 07/25/30 PRPM 2025-5 69392RAA9 - - 15,326,000 $15,439,692 $15,439,692 0.26 $15,329,939
PRET 2025-RPL1 Trust A1 4.0% 25-JUL-2069, 4.00%, 07/25/69 PRET 2025-RPL1 69392FAA5 - - 15,883,506 $15,253,796 $15,253,796 0.26 $15,177,908
FHLMC 30yr Pool#SD6558 6.000% 01-Sep-2054, 6.00%, 09/01/54 FR 3132DUJB4 - - 14,671,573 $15,224,915 $15,224,915 0.26 $14,946,208
FNMA 30yr Pool#FS8717 6.000% 01-Jul-2054, 6.00%, 07/01/54 FN 3140XQVK0 - - 14,423,102 $15,141,669 $15,141,669 0.26 $14,693,085
Connecticut Avenue Securities, Series 2021-R03 1M2 5.95517% 25-DEC-2041, 5.96%, 12/25/41 CAS 2021-R03 20754AAB9 - - 14,835,000 $14,980,491 $14,980,491 0.25 $14,933,865
FHLMC 30yr Pool#SL0371 4.500% 01-Feb-2054, 4.50%, 02/01/54 FR 31427MMV0 - - 15,475,022 $14,881,707 $14,881,707 0.25 $14,680,842
FNMA 30yr Pool#FS9909 5.000% 01-Nov-2054, 5.00%, 11/01/54 FN 3140XSAK9 - - 14,902,861 $14,830,504 $14,830,504 0.25 $14,661,703
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-DNA7 M2 6.10517% 25-NOV-2041, 6.11%, 11/25/41 STACR 2021-DNA7 35564KMH9 - - 14,550,000 $14,716,669 $14,716,669 0.25 $14,669,786
COOPR Residential Mortgage Trust 2025-CES2 A1A 5.502% 25-JUN-2060, 5.50%, 06/25/60 COOPR 2025-CES2 12674UAA1 - - 14,453,000 $14,599,274 $14,599,274 0.25 $14,504,292
Chase Mortgage Reference Notes, Series 2020-CL1 M1 6.68648% 25-OCT-2057, 6.68%, 10/25/57 CHASE 2020-CL1 46591HAG5 - - 14,081,424 $14,568,839 $14,568,839 0.25 $14,519,167
FNMA 30yr Pool#BX0984 4.500% 01-Oct-2052, 4.50%, 10/01/52 FN 3140N5CW2 - - 15,186,993 $14,530,107 $14,530,107 0.25 $14,423,535
Galaxy Senior Participation Interest Trust 1|8.249753|07/31/2026, 8.25%, 07/31/26 GLXYT 2025-1 362922AA4 - - 14,249,089 $14,367,715 $14,367,715 0.24 $14,325,266
FINANCE OF AMER STR TR 2024-S2 A1, 3.50%, 04/25/74 FASST 2024-S2 31739VAA2 - - 14,719,987 $14,225,579 $14,225,579 0.24 $14,198,388
GS Mortgage-Backed Securities Trust 2025-RPL3 A1 4.1% 25-JUL-2065, 4.10%, 07/25/65 GSMBS 2025-RPL3 362963AA8 - - 14,697,180 $14,195,629 $14,195,629 0.24 $14,123,653
BMP Commercial Mortgage Trust 2024-MF23 A 5.6837% 15-JUN-2041, 5.68%, 06/15/41 BMP 2024-MF23 05593JAA8 - - 14,000,000 $14,074,153 $14,074,153 0.24 $14,010,047
FHLMC 30yr Pool#SD1143 4.500% 01-Sep-2050, 4.50%, 09/01/50 FR 3132DNHU0 - - 14,280,264 $14,004,876 $14,004,876 0.24 $13,769,490
FNMA 30yr Pool#FA0470 6.000% 01-Jan-2055, 6.00%, 01/01/55 FN 3140W0QY4 - - 13,353,209 $13,904,932 $13,904,932 0.24 $13,603,165
FIGRE Trust 2025-HE4|5.709|07/25/2055, 5.71%, 07/25/55 FIGRE 2025-HE4 31684PAC6 - - 13,414,944 $13,442,560 $13,442,560 0.23 $13,414,904
FNMA 30yr Pool#FM5350 4.500% 01-Sep-2050, 4.50%, 09/01/50 FN 3140X85L7 - - 13,824,313 $13,387,196 $13,387,196 0.23 $13,286,701
RCKT Mortgage Trust 2024-CES7 A1A 5.158% 25-OCT-2044, 5.16%, 10/25/44 RCKT 2024-CES7 749414AA6 - - 13,377,142 $13,373,729 $13,373,729 0.23 $13,291,313
FHLMC 30yr Pool#SD5994 4.500% 01-Sep-2050, 4.50%, 09/01/50 FR 3132DTUT5 - - 13,216,849 $13,136,429 $13,136,429 0.22 $12,744,111
Foundation Finance Trust 2025-2|4.94|04/15/2052, 4.94%, 04/15/52 FFIN 2025-2A 35042NAB1 - - 13,050,000 $12,991,251 $12,991,251 0.22 $12,980,506
UMBS TBA 30yr 4.5% August Delivery, 4.50%, 08/13/25 FNCL 01F042681 - - 13,610,000 $12,886,452 $12,886,452 0.22 $12,886,452
FNMA 40yr Pool#BF0731 2.500% 01-Jun-2063, 2.50%, 06/01/63 FN 3140FXY55 - - 15,650,535 $12,856,828 $12,856,828 0.22 $12,674,714
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 $12,614,452 $12,614,452 0.21 $12,502,963
PRET 2025-NPL4 A1 6.3677% 25-MAY-2055, 6.37%, 04/25/55 PRET 2025-NPL4 74136UAA3 - - 12,567,875 $12,612,728 $12,612,728 0.21 $12,570,491
Huntington Bank Auto Credit-Linked Notes, Series 2024-1 B1 6.153% 20-MAY-2032, 6.15%, 05/20/32 HACLN 2024-1 44644NAA7 - - 12,326,608 $12,528,659 $12,528,659 0.21 $12,478,095
Homeward Opportunities Fund Trust 2025-RRTL1 A1 5.476% 25-MAR-2040, 5.48%, 03/25/40 HOF 2025-RRTL1 437919AA1 - - 12,500,000 $12,527,330 $12,527,330 0.21 $12,491,204
FNMA 30yr Pool#FS6236 6.500% 01-Nov-2053, 6.50%, 11/01/53 FN 3140XM4W3 - - 11,761,948 $12,501,888 $12,501,888 0.21 $12,191,824
FIGRE Trust 2025-HE3 A 5.56% 25-MAY-2055, 5.56%, 05/25/55 FIGRE 2025-HE3 31684LAA9 - - 12,268,815 $12,323,982 $12,323,982 0.21 $12,242,504
FNMA 30yr Pool#FS7541 4.000% 01-Jun-2052, 4.00%, 06/01/52 FN 3140XPLX5 - - 12,924,420 $12,278,630 $12,278,630 0.21 $12,076,060
FHLMC 30yr Pool#SL0509 4.500% 01-Jan-2055, 4.50%, 01/01/55 FR 31427MR78 - - 12,786,132 $12,243,964 $12,243,964 0.21 $12,144,901
FHLMC 30yr Pool#SD5224 6.000% 01-Mar-2054, 6.00%, 03/01/54 FR 3132DSYV8 - - 11,576,942 $12,135,075 $12,135,075 0.21 $11,793,587
FHLMC 30yr Pool#QG6755 5.500% 01-Jun-2053, 5.50%, 06/01/53 FR 3133C7QG5 - - 11,902,080 $12,087,089 $12,087,089 0.21 $11,989,955
FNMA 30yr Pool#FS7117 6.500% 01-Feb-2054, 6.50%, 02/01/54 FN 3140XN4B7 - - 11,129,219 $11,971,308 $11,971,308 0.20 $11,535,970
FNMA 30yr Pool#BY4134 5.500% 01-Jul-2053, 5.50%, 07/01/53 FN 3140NLSY6 - - 11,722,115 $11,793,489 $11,793,489 0.20 $11,702,361
FNMA 40yr Pool#BF0783 3.500% 01-Dec-2063, 3.50%, 12/01/63 FN 3140FX2R2 - - 12,943,255 $11,669,385 $11,669,385 0.20 $11,432,132
FHLMC 30yr Pool#QH3306 6.000% 01-Oct-2053, 6.00%, 10/01/53 FR 3133CFU72 - - 11,027,988 $11,609,093 $11,609,093 0.20 $11,278,528
FNMA 30yr Pool#FS5818 4.500% 01-Oct-2050, 4.50%, 10/01/50 FN 3140XMPC4 - - 11,610,380 $11,443,557 $11,443,557 0.19 $11,158,866
FNMA 30yr Pool#FS5362 4.500% 01-Dec-2050, 4.50%, 12/01/50 FN 3140XL5Y0 - - 11,545,610 $11,309,108 $11,309,108 0.19 $11,096,615
FNMA 30yr Pool#FS7613 4.500% 01-May-2052, 4.50%, 05/01/52 FN 3140XPN70 - - 11,287,121 $11,036,714 $11,036,714 0.19 $10,883,406
Angel Oak Mortgage Trust 2025-7|5.763|06/25/2070, 5.76%, 06/25/70 AOMT 2025-7 03466TAB3 - - 10,910,000 $10,996,352 $10,996,352 0.19 $10,921,252
FNMA 30yr Pool#BX0421 5.500% 01-Nov-2052, 5.50%, 11/01/52 FN 3140N4PF8 - - 10,668,730 $10,794,465 $10,794,465 0.18 $10,703,299
FHLMC 30yr Pool#SL0869 4.500% 01-May-2053, 4.50%, 05/01/53 FR 31427M6F3 - - 11,161,147 $10,773,037 $10,773,037 0.18 $10,618,159
FIGRE Trust 2025-HE4|5.408|07/25/2055, 5.41%, 07/25/55 FIGRE 2025-HE4 31684PAA0 - - 10,545,000 $10,612,980 $10,612,980 0.18 $10,544,864
FHLMC 30yr Pool#RA7104 4.500% 01-Feb-2051, 4.50%, 02/01/51 FR 3133KN3M3 - - 10,965,655 $10,603,967 $10,603,967 0.18 $10,525,846
FNMA 30yr Pool#BW2174 4.500% 01-Jun-2052, 4.50%, 06/01/52 FN 3140MTMY6 - - 10,777,798 $10,577,626 $10,577,626 0.18 $10,238,486
FIGRE Trust 2025-HE4|5.608|07/25/2055, 5.61%, 07/25/55 FIGRE 2025-HE4 31684PAB8 - - 10,386,005 $10,406,754 $10,406,754 0.18 $10,385,721
FNMA 30yr Pool#FS6662 4.000% 01-Oct-2051, 4.00%, 10/01/51 FN 3140XNML5 - - 10,951,346 $10,383,458 $10,383,458 0.18 $10,232,499
FHLMC 30yr Pool#QH1500 6.000% 01-Sep-2053, 6.00%, 09/01/53 FR 3133CDUZ5 - - 10,041,386 $10,318,419 $10,318,419 0.18 $10,229,984
Saluda Grade Alternative Mortgage Trust 2023-RTL3 A1 7.0% 25-APR-2029, 7.00%, 04/25/29 GRADE 2023-RTL3 79583YAA2 - - 10,275,154 $10,284,627 $10,284,627 0.17 $10,198,715
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-HQA4 M2 6.65517% 25-DEC-2041, 6.66%, 12/25/41 STACR 2021-HQA4 35564KNS4 - - 10,089,878 $10,264,054 $10,264,054 0.17 $10,228,614
RCKT Mortgage Trust 2024-CES9 A1B 5.683% 25-DEC-2044, 5.68%, 12/25/44 RCKT 2024-CES9 749426AB8 - - 10,181,449 $10,253,567 $10,253,567 0.17 $10,184,455
RCKT Mortgage Trust 2024-CES5 A1B 6.047% 25-JUL-2044, 6.05%, 08/25/44 RCKT 74938KAB3 - - 10,129,902 $10,219,798 $10,219,798 0.17 $10,146,632
Connecticut Avenue Securities Trust 2024-R05 2M2 6.00517% 25-JUL-2044, 6.01%, 07/25/44 CAS 2024-R05 20754XAC7 - - 10,060,000 $10,139,922 $10,139,922 0.17 $10,108,038
A&D Mortgage Trust 2025-NQM2 A1 5.79% 25-JUN-2070, 5.79%, 06/25/70 ADMT 2025-NQM2 00250EAC0 - - 10,025,484 $10,119,158 $10,119,158 0.17 $10,049,824
LHOME Mortgage Trust 2024-RTL3 A1 6.9% 25-MAY-2029, 6.90%, 05/25/29 LHOME 2024-RTL3 50205GAA0 - - 9,960,000 $10,093,716 $10,093,716 0.17 $10,057,445
Structured Agency Credit Risk (STACR) Debt Notes, Series 2024-HQA1 M2 6.30517% 25-MAR-2044, 6.31%, 03/25/44 STACR 2024-HQA1 M2 35564NCA9 - - 9,880,000 $10,008,724 $10,008,724 0.17 $9,975,846
Alterna Funding III A 6.26% 15-MAY-2039, 6.26%, 05/16/39 TAX 2024-1A 02157JAA3 - - 9,807,978 $9,932,410 $9,932,410 0.17 $9,882,950
FHLMC 30yr Pool#QH4373 6.000% 01-Nov-2053, 6.00%, 11/01/53 FR 3133CG2E6 - - 9,457,889 $9,815,043 $9,815,043 0.17 $9,734,447
FNMA 30yr Pool#FS2144 3.500% 01-Jun-2052, 3.50%, 06/01/52 FN 3140XHL21 - - 10,693,228 $9,797,313 $9,797,313 0.17 $9,689,462
Brean Asset Backed Securities Trust 2024-RM8 A1 4.5% 25-MAY-2064, 4.50%, 05/25/64 BABS 2024-RM8 10637YAA3 - - 9,889,061 $9,639,906 $9,639,906 0.16 $9,616,419
Rithm Capital Corp. 8.0% 01-APR-2029, 8.00%, 04/01/29 RITM 64828TAB8 - - 9,213,000 $9,554,829 $9,554,829 0.16 $9,343,954
FNMA 30yr Pool#DA0026 6.000% 01-Sep-2053, 6.00%, 09/01/53 FN 3140A0A41 - - 9,230,988 $9,481,026 $9,481,026 0.16 $9,404,366
RCKT Mortgage Trust 2025-CES6|5.472|06/25/2055, 5.47%, 06/25/55 RCKT 2025-CES6 748949AA2 - - 9,372,000 $9,455,038 $9,455,038 0.16 $9,393,782
FHLMC 30yr Pool#RJ1754 4.500% 01-Jun-2054, 4.50%, 06/01/54 FR 3142GR5Q9 - - 9,880,664 $9,451,612 $9,451,612 0.16 $9,385,143
FNMA 30yr Pool#FA1287 4.500% 01-Jul-2053, 4.50%, 07/01/53 FN 3140W1ND1 - - 9,633,033 $9,318,527 $9,318,527 0.16 $9,179,470
LHOME Mortgage Trust 2024-RTL5 A2 5.751% 25-SEP-2039, 5.75%, 09/25/39 LHOME 2024-RTL5 50205WAB3 - - 9,325,000 $9,313,031 $9,313,031 0.16 $9,284,727
FHLMC 30yr Pool#SD7417 5.500% 01-Jan-2055, 5.50%, 01/01/55 FR 3132DVG25 - - 8,945,849 $9,217,559 $9,217,559 0.16 $9,012,741
Structured Agency Credit Risk (STACR) Debt Notes, Series 2024-HQA1 M1 5.55517% 25-MAR-2044, 5.56%, 03/25/44 STACR 2024-HQA1 M1 35564NBX0 - - 8,856,879 $8,891,330 $8,891,330 0.15 $8,865,363
RCKT Mortgage Trust 2024-CES1 A1B 6.325% 25-FEB-2044, 6.33%, 02/25/44 RCKT 2024-CES1 749424AB3 - - 8,782,952 $8,886,574 $8,886,574 0.15 $8,820,220
Fannie Mae REMIC Trust 2022-65 FB 5.10517% 25-SEP-2052, 5.11%, 09/25/52 FNR 2022-65 3136BPCQ2 - - 8,948,402 $8,790,095 $8,790,095 0.15 $8,765,984
FNMA 30yr Pool#FA0787 4.500% 01-Jan-2055, 4.50%, 01/01/55 FN 3140W02V6 - - 8,971,032 $8,580,403 $8,580,403 0.15 $8,521,130
ACHM Trust 2024-HE1 A 6.55% 25-MAY-2039, 6.55%, 05/25/39 ACHM 2024-HE1 00449TAA3 - - 8,414,727 $8,530,929 $8,530,929 0.15 $8,501,840
FIGRE Trust 2025-PF1 A 5.758% 25-JUN-2055, 5.76%, 06/25/55 FIGRE 2025-PF1 316922AA1 - - 8,460,814 $8,492,007 $8,492,007 0.14 $8,433,817
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 $8,450,770 $8,450,770 0.14 $8,374,239
PRPM 2025-RPL4 A1, 3.00%, 05/25/55 PRPM 2025-RPL4 74448NAA2 - - 9,049,170 $8,450,247 $8,450,247 0.14 $8,417,850
FIGRE Trust 2025-HE2 A 5.775% 25-MAR-2055, 5.78%, 03/25/55 FIGRE 2025-HE2 31684KAA1 - - 8,358,954 $8,433,569 $8,433,569 0.14 $8,375,909
FHLMC 30yr Pool#QX0520 5.500% 01-Dec-2054, 5.50%, 12/01/54 FR 31425USJ5 - - 7,875,607 $7,935,215 $7,935,215 0.13 $7,874,596
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 $7,843,887 $7,843,887 0.13 $7,806,116
Mello Mortgage Capital Acceptance 2024-SD1 A1 4.0% 25-APR-2054, 4.00%, 04/25/54 MELLO 58550DAA1 - - 7,936,357 $7,759,751 $7,759,751 0.13 $7,742,996
FHLMC 30yr Pool#SD5223 6.000% 01-Apr-2054, 6.00%, 04/01/54 FR 3132DSYU0 - - 7,348,888 $7,741,441 $7,741,441 0.13 $7,486,450
FNMA 30yr Pool#DB4017 6.000% 01-May-2054, 6.00%, 05/01/54 FN 3140ADPB1 - - 7,349,437 $7,737,053 $7,737,053 0.13 $7,487,009
FNMA 30yr Pool#FS7397 6.000% 01-Mar-2054, 6.00%, 03/01/54 FN 3140XPGF0 - - 7,388,064 $7,692,730 $7,692,730 0.13 $7,526,360
FIGRE Trust 2024-HE3 A 5.937% 25-JUL-2054, 5.94%, 07/25/54 FIGRE 2024-HE3 31684GAA0 - - 7,587,446 $7,676,817 $7,676,817 0.13 $7,653,043
Connecticut Avenue Securities Trust 2025-R01 1M2 5.80517% 25-JAN-2045, 5.81%, 01/25/45 CAS 2025-R01 20755JAC7 - - 7,526,000 $7,572,647 $7,572,647 0.13 $7,549,584
FNMA 30yr Pool#FS8486 4.500% 01-Dec-2052, 4.50%, 12/01/52 FN 3140XQNC7 - - 7,583,093 $7,292,638 $7,292,638 0.12 $7,201,303
Angel Oak Mortgage Trust 2025-6 A2 5.768% 25-APR-2070, 5.77%, 04/25/70 AOMT 2025-6 034937AB8 - - 7,183,400 $7,254,420 $7,254,420 0.12 $7,204,930
Huntington Bank Auto Credit-Linked Notes, Series 2025-1 B 4.957% 20-MAR-2033, 4.96%, 03/21/33 HACLN 2025-1 446438SX2 - - 7,173,924 $7,203,248 $7,203,248 0.12 $7,179,541
FNMA 30yr Pool#DD5556 6.000% 01-Mar-2055, 6.00%, 03/01/55 FN DD5556 MTGE 3140B6E68 - - 6,950,362 $7,141,899 $7,141,899 0.12 $7,081,429
FHLMC 30yr Pool#QG3912 5.500% 01-Jun-2053, 5.50%, 06/01/53 FR 3133C4KZ6 - - 6,891,337 $6,978,558 $6,978,558 0.12 $6,924,911
COLT 2025-6 Mortgage Loan Trust|5.783|08/25/2070, 5.78%, 08/25/70 COLT 2025-6 19689BAB9 - - 6,910,000 $6,969,530 $6,969,530 0.12 $6,921,800
Brean Asset Backed Securities Trust 2024-RM9 A1 5.0% 25-SEP-2064, 5.00%, 09/25/64 BABS 2024-RM9 10638DAA8 - - 7,049,672 $6,944,889 $6,944,889 0.12 $6,926,285
LHOME Mortgage Trust 2024-RTL4 A2 6.092% 25-JUL-2039, 6.09%, 07/25/39 LHOME 2024-RTL4 50205PAB8 - - 6,870,000 $6,885,855 $6,885,855 0.12 $6,863,766
FNMA 30yr Pool#BY0337 6.500% 01-May-2053, 6.50%, 05/01/53 FN 3140NGLT5 - - 6,562,414 $6,879,591 $6,879,591 0.12 $6,789,575
Connecticut Avenue Securities Trust 2025-R04 25-MAY-2045, 5.51%, 05/25/45 CAS 2025-R04 20755TAB7 - - 6,851,092 $6,878,315 $6,878,315 0.12 $6,858,409
FHLMC 30yr Pool#QH7040 6.000% 01-Dec-2053, 6.00%, 12/01/53 FR 3133CKZD3 - - 6,499,432 $6,674,735 $6,674,735 0.11 $6,621,505
Connecticut Avenue Securities Trust 2025-R01 1M1 5.40517% 25-JAN-2045, 5.41%, 01/25/45 CAS 2025-R01 20755JAB9 - - 6,629,662 $6,648,579 $6,648,579 0.11 $6,629,663
FNMA 30yr Pool#DA1456 5.500% 01-Sep-2053, 5.50%, 09/01/53 FN 3140A1TN7 - - 6,553,772 $6,644,215 $6,644,215 0.11 $6,542,194
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 - - 6,532,020 $6,620,357 $6,620,357 0.11 $6,596,952
PRET 2025-RPL2 Trust A1 4.0% 25-FEB-2065, 4.00%, 08/25/64 PRET 2025-RPL2 69392LAA2 - - 6,846,478 $6,567,241 $6,567,241 0.11 $6,534,530
FNMA 30yr Pool#FM4129 4.000% 01-Sep-2050, 4.00%, 09/01/50 FN 3140X7ST7 - - 6,902,149 $6,549,769 $6,549,769 0.11 $6,449,091
FNMA 30yr Pool#DA1468 6.000% 01-Sep-2053, 6.00%, 09/01/53 FN 3140A1T23 - - 6,316,628 $6,512,260 $6,512,260 0.11 $6,460,133
LHOME Mortgage Trust 2024-RTL1 A1 7.017% 25-JAN-2029, 7.02%, 01/25/29 LHOME 2024-RTL1 50205DAA7 - - 6,341,000 $6,400,743 $6,400,743 0.11 $6,377,260
PRPM 2025-RPL3 A1 3.25% 25-APR-2055, 3.25%, 04/25/55 PRPM 2025-RPL3 69392NAA8 - - 6,618,391 $6,306,842 $6,306,842 0.11 $6,281,150
FNMA 30yr Pool#DC7015 5.500% 01-Dec-2054, 5.50%, 12/01/54 FN 3140AUYM9 - - 6,231,992 $6,302,133 $6,302,133 0.11 $6,231,191
FHLMC 30yr Pool#SD3018 5.500% 01-May-2053, 5.50%, 05/01/53 FR 3132DQK70 - - 6,158,718 $6,223,275 $6,223,275 0.11 $6,159,534
FHLMC 30yr Pool#SD3813 6.000% 01-Jul-2053, 6.00%, 07/01/53 FR 3132E0GW6 - - 5,882,239 $6,164,478 $6,164,478 0.10 $6,007,494
FNMA 30yr Pool#FM7479 4.500% 01-Jan-2050, 4.50%, 01/01/50 FN 3140XBJZ4 - - 6,263,424 $6,129,157 $6,129,157 0.10 $6,039,395
FHLMC 30yr Pool#QH2242 5.500% 01-Sep-2053, 5.50%, 09/01/53 FR 3133CEP30 - - 5,858,802 $5,897,227 $5,897,227 0.10 $5,848,452
FNMA 30yr Pool#FS1578 4.000% 01-Oct-2050, 4.00%, 10/01/50 FN 3140XGXG9 - - 6,200,361 $5,861,280 $5,861,280 0.10 $5,801,946
FHLMC 30yr Pool#QH4638 6.000% 01-Nov-2053, 6.00%, 11/01/53 FR 3133CHEK7 - - 5,616,749 $5,827,871 $5,827,871 0.10 $5,780,988
FNMA 30yr Pool#FS0088 4.000% 01-Mar-2050, 4.00%, 03/01/50 FN 3140XFC25 - - 6,084,023 $5,784,860 $5,784,860 0.10 $5,707,566
FHLMC 30yr Pool#SD2606 4.500% 01-Sep-2051, 4.50%, 09/01/51 FR 3132DP3P1 - - 5,872,485 $5,758,512 $5,758,512 0.10 $5,636,952
FHLMC 30yr Pool#QH4473 6.000% 01-Nov-2053, 6.00%, 11/01/53 FR 3133CG6J1 - - 5,490,612 $5,700,155 $5,700,155 0.10 $5,651,163
FHLMC 30yr Pool#QJ9072 6.000% 01-Nov-2054, 6.00%, 11/01/54 FR 3133D1CH0 - - 5,475,570 $5,627,967 $5,627,967 0.10 $5,578,066
RCKT Mortgage Trust 2025-CES1 A1A 5.653% 25-JAN-2045, 5.65%, 01/25/45 RCKT 2025-CES1 A1 749427AA8 - - 5,568,538 $5,613,578 $5,613,578 0.10 $5,575,978
Ginnie Mae REMIC Trust 2023-116 LF 5.62827% 20-AUG-2053, 5.60%, 08/20/53 GNR 2023-116 38384EFT7 - - 5,433,493 $5,477,338 $5,477,338 0.09 $5,457,046
BX Trust 2021-SDMF A 5.015% 15-SEP-2034, 5.02%, 09/15/34 BX 2021-SDMF 12434CAA2 - - 5,435,823 $5,445,952 $5,445,952 0.09 $5,423,990
LHOME Mortgage Trust 2024-RTL2 A1 7.128% 25-MAR-2029, 7.13%, 03/25/29 LHOME 50205JAA4 - - 5,293,684 $5,358,842 $5,358,842 0.09 $5,338,928
FNMA 30yr Pool#CA0706 4.000% 01-Nov-2047, 4.00%, 11/01/47 FN 3140Q7YC5 - - 5,593,012 $5,285,985 $5,285,985 0.09 $5,243,939
RCKT Mortgage Trust 2023-CES1 A1A 6.515% 25-JUN-2043, 6.51%, 06/25/43 RCKT 74935WAA2 - - 5,088,973 $5,143,358 $5,143,358 0.09 $5,103,757
RCKT Mortgage Trust 2024-CES6 A1B 5.546% 25-SEP-2044, 5.55%, 09/25/44 RCKT 2024-CES6 749410AB2 - - 5,115,541 $5,136,533 $5,136,533 0.09 $5,102,646
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 $5,078,375 $5,078,375 0.09 $5,052,685
FNMA 30yr Pool#DA5019 6.500% 01-Nov-2053, 6.50%, 11/01/53 FN 3140A5SH2 - - 4,852,597 $5,076,038 $5,076,038 0.09 $5,033,639
FNMA 30yr Pool#BX5986 5.500% 01-Mar-2053, 5.50%, 03/01/53 FN 3140NAUL5 - - 4,982,770 $5,060,713 $5,060,713 0.09 $5,020,788
FNMA 30yr Pool#DA5072 6.500% 01-Nov-2053, 6.50%, 11/01/53 FN 3140A5T65 - - 4,814,467 $5,039,027 $5,039,027 0.09 $4,994,087
FHLMC 30yr Pool#QX6719 6.000% 01-Feb-2055, 6.00%, 02/01/55 FR 31426CPD0 - - 4,710,430 $5,006,067 $5,006,067 0.09 $4,799,257
FNMA 30yr Pool#DD3307 6.000% 01-Feb-2055, 6.00%, 02/01/55 FN DD3307 MTGE 3140B3U91 - - 4,792,511 $4,923,519 $4,923,519 0.08 $4,882,886
FHLMC 30yr Pool#QF9863 5.500% 01-Mar-2053, 5.50%, 03/01/53 FR 3133BX5Y3 - - 4,835,166 $4,896,700 $4,896,700 0.08 $4,859,366
FIGRE Trust 2025-HE3 B 5.71% 25-MAY-2055, 5.71%, 05/25/55 FIGRE 2025-HE3 31684LAB7 - - 4,868,578 $4,891,074 $4,891,074 0.08 $4,857,869
Connecticut Avenue Securities Trust 2024-R02 1M1 5.40517% 25-FEB-2044, 5.41%, 02/25/44 CAS 2024-R02 20754GAA8 - - 4,873,310 $4,887,213 $4,887,213 0.08 $4,873,311
ABL 2024-RTL1 A2 7.457% 25-SEP-2029, 7.46%, 09/25/29 ABL 2024-RTL1 00092EAB4 - - 4,840,000 $4,832,248 $4,832,248 0.08 $4,813,199
FHLMC 30yr Pool#QH2259 6.000% 01-Sep-2053, 6.00%, 09/01/53 FR 3133CEQL9 - - 4,638,799 $4,764,288 $4,764,288 0.08 $4,725,926
FNMA 30yr Pool#FS3246 5.500% 01-Nov-2052, 5.50%, 11/01/52 FN 3140XJTC7 - - 4,626,049 $4,711,889 $4,711,889 0.08 $4,673,171
FHLMC 30yr Pool#QI8221 6.000% 01-Jun-2054, 6.00%, 06/01/54 FR 3133WFD20 - - 4,570,304 $4,697,142 $4,697,142 0.08 $4,655,855
FHLMC 30yr Pool#RA1100 4.000% 01-Jul-2049, 4.00%, 07/01/49 FR 3133KGGH5 - - 4,972,147 $4,679,151 $4,679,151 0.08 $4,645,330
FHLMC 30yr Pool#QH5204 6.500% 01-Nov-2053, 6.50%, 11/01/53 FR 3133CHX91 - - 4,374,709 $4,600,251 $4,600,251 0.08 $4,561,489
FIGRE Trust 2025-HE3 C 5.91% 25-MAY-2055, 5.91%, 05/25/55 FIGRE 2025-HE3 31684LAC5 - - 4,576,463 $4,598,378 $4,598,378 0.08 $4,566,072
FNMA 30yr Pool#BX9326 5.500% 01-Mar-2053, 5.50%, 03/01/53 FN 3140NELG8 - - 4,480,147 $4,537,220 $4,537,220 0.08 $4,502,570
FNMA 30yr Pool#BX0419 5.500% 01-Nov-2052, 5.50%, 11/01/52 FN 3140N4PD3 - - 4,310,528 $4,351,205 $4,351,205 0.07 $4,317,091
RCKT Mortgage Trust 2025-CES2 A1B 5.603% 25-FEB-2055, 5.60%, 02/25/55 RCKT 2025-CES2 74942BAB7 - - 4,300,740 $4,327,349 $4,327,349 0.07 $4,298,566
FNMA 30yr Pool#CB2907 3.500% 01-Feb-2052, 3.50%, 02/01/52 FN 3140QNGR7 - - 4,678,563 $4,292,478 $4,292,478 0.07 $4,241,178
FHLMC 30yr Pool#QH0826 5.500% 01-Sep-2053, 5.50%, 09/01/53 FR 3133CC4K9 - - 4,222,918 $4,285,740 $4,285,740 0.07 $4,253,401
FHLMC 30yr Pool#QF7280 5.500% 01-Jan-2053, 5.50%, 01/01/53 FR 3133BVCR4 - - 4,172,837 $4,259,331 $4,259,331 0.07 $4,217,116
FNMA 30yr Pool#BX9422 5.500% 01-Mar-2053, 5.50%, 03/01/53 FN 3140NEPG4 - - 4,187,627 $4,213,971 $4,213,971 0.07 $4,180,911
SREIT Commercial Mortgage Trust 2021-MFP B 5.5058% 15-NOV-2038, 5.51%, 11/15/38 SREIT 2021-MFP 78472UAC2 - - 4,194,208 $4,205,849 $4,205,849 0.07 $4,187,246
FNMA 30yr Pool#BX6124 6.500% 01-Jan-2053, 6.50%, 01/01/53 FN 3140NAYW7 - - 3,970,209 $4,179,289 $4,179,289 0.07 $4,144,382
Connecticut Avenue Securities Trust 2024-R06 1M2 5.90517% 25-SEP-2044, 5.91%, 09/25/44 CAS 2024-R06 20755RAC9 - - 4,125,699 $4,155,698 $4,155,698 0.07 $4,142,840
FNMA 30yr Pool#BW6314 5.500% 01-Aug-2052, 5.50%, 08/01/52 FN 3140MYAQ5 - - 3,999,385 $4,146,049 $4,146,049 0.07 $4,013,895
Fannie Mae REMIC Trust 2020-98 AI 3.5% 25-JAN-2061, 3.50%, 01/25/61 FNR 2020-98 3136BDLE6 - - 19,110,148 $4,126,726 $4,126,726 0.07 $4,046,488
FHLMC 30yr Pool#QX5273 6.000% 01-Feb-2055, 6.00%, 02/01/55 FR 31426A2F4 - - 3,989,630 $4,123,218 $4,123,218 0.07 $4,064,312
FNMA 30yr Pool#DA3549 6.500% 01-Oct-2053, 6.50%, 10/01/53 FN 3140A35K5 - - 3,889,322 $4,089,656 $4,089,656 0.07 $4,055,379
Bayview Opportunity Master Fund VII Trust 2024-CAR1 B 5.60517% 25-DEC-2031, 5.61%, 12/26/31 BVCLN 2024-CAR1 07336QAB8 - - 4,054,823 $4,079,103 $4,079,103 0.07 $4,067,108
EFMT 2025-CES1 A1B 5.877% 25-JAN-2060, 5.88%, 01/25/60 EFMT 2025-CES1 26846VAB0 - - 3,970,602 $4,012,406 $4,012,406 0.07 $3,984,533
FNMA 30yr Pool#FS2135 4.000% 01-Nov-2049, 4.00%, 11/01/49 FN 3140XHLR6 - - 4,187,788 $3,979,435 $3,979,435 0.07 $3,919,517
FNMA 30yr Pool#FS2713 4.500% 01-Oct-2050, 4.50%, 10/01/50 FN 3140XJAP8 - - 3,861,831 $3,786,470 $3,786,470 0.06 $3,723,702
FNMA 30yr Pool#BY0335 6.000% 01-May-2053, 6.00%, 05/01/53 FN 3140NGLR9 - - 3,696,382 $3,784,478 $3,784,478 0.06 $3,752,575
FHLMC 30yr Pool#QH7549 6.000% 01-Dec-2053, 6.00%, 12/01/53 FR 3133CLL61 - - 3,523,222 $3,619,049 $3,619,049 0.06 $3,589,396
FNMA 30yr Pool#FM7031 4.000% 01-Jan-2051, 4.00%, 01/01/51 FN 3140XAY55 - - 3,779,688 $3,595,071 $3,595,071 0.06 $3,531,589
FHLMC 30yr Pool#QH1144 5.500% 01-Sep-2053, 5.50%, 09/01/53 FR 3133CDHV9 - - 3,526,063 $3,579,534 $3,579,534 0.06 $3,551,226
FINANCE OF AMERICA STRUCTURE 3.5% 74, 3.50%, 02/25/74 FASST 2024-S1 31740RAB6 - - 3,610,080 $3,498,672 $3,498,672 0.06 $3,492,004
FHLMC 30yr Pool#SD1416 4.500% 01-Dec-2048, 4.50%, 12/01/48 FR 3132DNSD6 - - 3,543,437 $3,496,282 $3,496,282 0.06 $3,416,696
RAM 2024-1 A 5.95% 15-FEB-2039, 6.67%, 02/15/39 RAM 2024-1 751313AA5 - - 3,459,042 $3,485,479 $3,485,479 0.06 $3,466,896
FHLMC 30yr Pool#QH6041 5.500% 01-Dec-2053, 5.50%, 12/01/53 FR 3133CJWA5 - - 3,441,034 $3,482,996 $3,482,996 0.06 $3,456,194
FNMA 30yr Pool#FM1540 4.000% 01-Sep-2049, 4.00%, 09/01/49 FN 3140X4WA0 - - 3,628,425 $3,482,805 $3,482,805 0.06 $3,389,930
FHLMC 30yr Pool#QF7810 5.500% 01-Jan-2053, 5.50%, 01/01/53 FR 3133BVVB8 - - 3,385,769 $3,447,427 $3,447,427 0.06 $3,420,377
FNMA 30yr Pool#DA0036 6.500% 01-Sep-2053, 6.50%, 09/01/53 FN 3140A0BE8 - - 3,240,946 $3,390,054 $3,390,054 0.06 $3,361,860
FNMA 30yr Pool#BX8700 5.500% 01-Mar-2053, 5.50%, 03/01/53 FN 3140NDU21 - - 3,311,675 $3,359,877 $3,359,877 0.06 $3,333,385
BX Trust 2021-BXMF C 5.61727% 15-OCT-2038, 5.62%, 10/15/26 BX 2021-BXMF 05609RAJ3 - - 3,337,147 $3,347,022 $3,347,022 0.06 $3,331,920
FNMA 30yr Pool#MA4026 4.000% 01-May-2050, 4.00%, 05/01/50 FN 31418DPL0 - - 3,480,011 $3,298,362 $3,298,362 0.06 $3,243,070
Ally Bank Auto Credit-Linked Notes, Series 2024-A C 6.022% 15-MAY-2032, 6.02%, 05/17/32 ABCLN 2024-A 02007GZ63 - - 3,232,531 $3,286,253 $3,286,253 0.06 $3,270,571
Connecticut Avenue Securities Trust 2024-R02 1M2 6.10517% 25-FEB-2044, 6.11%, 02/25/44 CAS 2024-R02 20754GAE0 - - 3,168,862 $3,207,238 $3,207,238 0.05 $3,197,027
FNMA 30yr Pool#MA4056 4.000% 01-Jun-2050, 4.00%, 06/01/50 FN 31418DQJ4 - - 3,351,780 $3,197,821 $3,197,821 0.05 $3,119,994
Connecticut Avenue Securities Trust 2024-R01 1M2 6.10517% 25-JAN-2044, 6.11%, 01/25/44 CAS 2024-R01 20753UAB6 - - 3,140,000 $3,186,474 $3,186,474 0.05 $3,176,356
FHLMC 30yr Pool#QE6404 5.500% 01-Jul-2052, 5.50%, 07/01/52 FR 3133BGDH8 - - 3,114,582 $3,155,381 $3,155,381 0.05 $3,126,687
FHLMC 30yr Pool#SD1111 4.000% 01-Jun-2050, 4.00%, 06/01/50 FR 3132DNGU1 - - 3,319,497 $3,151,786 $3,151,786 0.05 $3,118,344
FIGRE Trust 2024-HE4 B 5.252% 25-SEP-2054, 5.25%, 09/25/54 FIGRE 2024-HE4 31684UAB7 - - 3,139,253 $3,126,131 $3,126,131 0.05 $3,117,429
FNMA 30yr Pool#BV5379 3.000% 01-Apr-2052, 3.00%, 04/01/52 FN 3140MJ6R1 - - 3,562,938 $3,117,109 $3,117,109 0.05 $3,096,761
Reach ABS Trust 2024-2 A 5.88% 15-JUL-2031, 5.88%, 07/15/31 REACH 2024-2A 75525HAA8 - - 3,006,451 $3,029,344 $3,029,344 0.05 $3,015,595
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 $3,025,878 $3,025,878 0.05 $3,002,999
FHLMC 30yr Pool#QG2539 6.500% 01-May-2053, 6.50%, 05/01/53 FR 3133C2ZC5 - - 2,901,165 $3,017,594 $3,017,594 0.05 $2,992,295
Chase Mortgage Reference Notes, Series 2021-CL1 M1 5.50517% 25-FEB-2050, 5.51%, 02/25/50 CHASE 2021-CL1 46591HBX7 - - 3,046,188 $3,000,519 $3,000,519 0.05 $2,991,641
FNMA 30yr Pool#MA3496 4.500% 01-Oct-2048, 4.50%, 10/01/48 FN 31418C3E2 - - 3,052,238 $2,989,188 $2,989,188 0.05 $2,943,066
Fannie Mae Pool|4|03/01/2050, 4.00%, 03/01/50 FN 3140X8S24 - - 3,124,137 $2,969,804 $2,969,804 0.05 $2,924,004
Connecticut Avenue Securities, Series 2021-R01 1M2 5.85517% 25-OCT-2041, 5.86%, 10/25/41 CAS 2021-R01 20754RAB2 - - 2,937,406 $2,956,170 $2,956,170 0.05 $2,947,093
FHLMC 30yr Pool#SD2897 5.500% 01-May-2053, 5.50%, 05/01/53 FR 3132DQGE0 - - 2,858,394 $2,902,985 $2,902,985 0.05 $2,858,834
FHF Trust 2024-1 (First Help Financial) A2 5.69% 15-FEB-2030, 5.69%, 02/15/30 FHF 2024-1A 31568AAB2 - - 2,864,067 $2,896,814 $2,896,814 0.05 $2,883,687
FNMA 30yr Pool#BV5393 3.500% 01-Apr-2052, 3.50%, 04/01/52 FN 3140MJ7F6 - - 3,094,369 $2,889,238 $2,889,238 0.05 $2,802,274
FIGRE Trust 2024-HE3 C 6.229% 25-JUL-2054, 6.23%, 07/25/54 FIGRE 2024-HE3 31684GAC6 - - 2,813,032 $2,843,795 $2,843,795 0.05 $2,834,547
FHLMC 30yr Pool#QE8542 5.500% 01-Aug-2052, 5.50%, 08/01/52 FR 3133BJP30 - - 2,793,116 $2,826,797 $2,826,797 0.05 $2,803,610
New Residential Mortgage Loan Trust 2024-RTL1 A2 7.101% 25-MAR-2039, 7.10%, 03/25/39 NRMLT 2024-RTL1 64831PAB1 - - 2,750,000 $2,782,425 $2,782,425 0.05 $2,772,119
Santander Bank Auto Credit-Linked Notes, Series 2024-A B 5.622% 15-JUN-2032, 5.62%, 06/15/32 SBCLN 2024-A 80290CCJ1 - - 2,753,546 $2,775,941 $2,775,941 0.05 $2,763,901
BX Trust 2021-BXMF G 7.775513% 15-OCT-2038, 7.78%, 10/15/26 BX 2021-BXMF 05609RAS3 - - 2,807,890 $2,741,579 $2,741,579 0.05 $2,723,990
FNMA 30yr Pool#DA1511 5.500% 01-Oct-2053, 5.50%, 10/01/53 FN 3140A1VD6 - - 2,653,805 $2,670,930 $2,670,930 0.05 $2,649,045
FHLMC 30yr Pool#Q57869 4.000% 01-Aug-2048, 4.00%, 08/01/48 FG 3132Y1W79 - - 2,825,332 $2,667,698 $2,667,698 0.05 $2,647,598
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2024-DNA1 M2 6.25517% 25-FEB-2044, 6.26%, 02/25/44 STACR 2024-DNA1 35564NBA0 - - 2,617,368 $2,660,169 $2,660,169 0.05 $2,651,529
Saluda Grade Alternative Mortgage Trust 2024-FIG5 B 6.603% 25-APR-2054, 6.60%, 04/25/54 GRADE 2024-FIG5 79582MAB7 - - 2,641,444 $2,651,925 $2,651,925 0.05 $2,631,092
FNMA 30yr Pool#DA3538 6.000% 01-Oct-2053, 6.00%, 10/01/53 FN 3140A34Y6 - - 2,576,098 $2,648,807 $2,648,807 0.05 $2,624,483
FHLMC 30yr Pool#QF9276 5.500% 01-Mar-2053, 5.50%, 03/01/53 FR 3133BXJV4 - - 2,585,627 $2,625,441 $2,625,441 0.04 $2,605,568
Ginnie Mae REMIC Trust 2017-163 LO 0.0% 16-MAY-2041, 0.00%, 05/16/41 GNR 2017-163 38380KNA9 - - 3,436,697 $2,586,613 $2,586,613 0.04 $2,586,613
FHLMC 30yr Pool#QI4878 6.000% 01-Apr-2054, 6.00%, 04/01/54 FR 3133WBM37 - - 2,430,965 $2,580,610 $2,580,610 0.04 $2,476,470
FHLMC 30yr Pool#QF0488 5.500% 01-Sep-2052, 5.50%, 09/01/52 FR 3133BMRH0 - - 2,487,121 $2,531,034 $2,531,034 0.04 $2,496,144
PRPM 2024-RCF2 A1 3.75% 25-MAR-2054, 3.75%, 03/25/54 PRPM 2024-RCF2 693987AA7 - - 2,553,241 $2,481,469 $2,481,469 0.04 $2,476,416
FNMA 30yr Pool#DD4221 6.000% 01-Feb-2055, 6.00%, 02/01/55 FN DD4221 MTGE 3140B4VP2 - - 2,409,364 $2,475,490 $2,475,490 0.04 $2,454,799
FHLMC 30yr Pool#SD3523 3.000% 01-Jun-2052, 3.00%, 06/01/52 FR 3132DQ4G8 - - 2,829,633 $2,458,436 $2,458,436 0.04 $2,442,669
FNMA 30yr Pool#BY8533 6.500% 01-Aug-2053, 6.50%, 08/01/53 FN 3140NRPT7 - - 2,321,664 $2,428,883 $2,428,883 0.04 $2,408,281
FNMA 30yr Pool#BY5913 5.500% 01-Sep-2053, 5.50%, 09/01/53 FN 3140NNSB2 - - 2,341,910 $2,375,125 $2,375,125 0.04 $2,356,978
PRPM 2025-RCF3 LLC|5.25|07/25/2055, 5.25%, 07/25/55 PRPM 2025-RCF3 69392PAB1 - - 2,380,125 $2,339,945 $2,339,945 0.04 $2,325,020
Santander Bank Auto Credit-Linked Notes, Series 2023-B B 5.64% 15-DEC-2033, 5.64%, 12/15/33 SBCLN 2023-B 80290CCB8 - - 2,308,517 $2,322,521 $2,322,521 0.04 $2,312,394
ACHV ABS Trust 2024-1PL B 6.34% 25-APR-2031, 6.34%, 04/25/31 ACHV 2024-1PL 00092BAB0 - - 2,261,945 $2,287,415 $2,287,415 0.04 $2,279,846
FIGRE Trust 2024-HE1 B 6.506% 25-MAR-2054, 6.51%, 03/25/54 FIGRE 2024-HE1 31684HAB6 - - 2,207,569 $2,252,921 $2,252,921 0.04 $2,245,340
FHLMC 30yr Pool#QX7432 6.000% 01-Feb-2055, 6.00%, 02/01/55 FR 31426DHJ4 - - 2,127,423 $2,189,132 $2,189,132 0.04 $2,167,541
Chase Mortgage Reference Notes, Series 2020-CL1 M2 6.93648% 25-OCT-2057, 6.93%, 10/25/57 CHASE 2020-CL1 46591HAH3 - - 2,065,456 $2,136,728 $2,136,728 0.04 $2,129,170
Arivo Acceptance Auto Loan Receivables Trust 2024-1 A 6.46% 15-APR-2028, 6.46%, 04/17/28 ARIVO 2024-1A 039943AA3 - - 2,102,345 $2,124,660 $2,124,660 0.04 $2,113,719
FNMA 30yr Pool#FS3001 4.000% 01-Oct-2051, 4.00%, 10/01/51 FN 3140XJKP7 - - 2,232,494 $2,117,591 $2,117,591 0.04 $2,085,953
FHLMC 30yr Pool#QG2543 5.500% 01-May-2053, 5.50%, 05/01/53 FR 3133C2ZG6 - - 2,086,457 $2,113,181 $2,113,181 0.04 $2,096,622
Foundation Finance Trust 2023-2 A 6.53% 15-JUN-2049, 6.53%, 06/15/49 FFIN 2023-2A 35042RAA4 - - 2,028,264 $2,105,543 $2,105,543 0.04 $2,094,874
FNMA 30yr Pool#FS1640 4.000% 01-Apr-2052, 4.00%, 04/01/52 FN 3140XGZE2 - - 2,222,634 $2,096,392 $2,096,392 0.04 $2,069,976
FNMA 30yr Pool#CA7849 4.500% 01-Oct-2050, 4.50%, 10/01/50 FN 3140QFWK1 - - 2,049,691 $2,049,074 $2,049,074 0.03 $1,969,981
FNMA 30yr Pool#BP1500 3.000% 01-May-2050, 3.00%, 05/01/50 FN 3140K8U25 - - 2,317,543 $2,044,324 $2,044,324 0.03 $2,030,593
FNMA 30yr Pool#BY0338 6.500% 01-May-2053, 6.50%, 05/01/53 FN 3140NGLU2 - - 1,920,679 $2,007,018 $2,007,018 0.03 $1,989,723
Bayview Opportunity Master Fund VII Trust 2024-CAR1 C 5.80517% 25-DEC-2031, 5.81%, 12/26/31 BVCLN 2024-CAR1 07336QAC6 - - 1,973,347 $1,987,361 $1,987,361 0.03 $1,981,315
Blue Bridge Funding 2023-1 A 7.37% 15-NOV-2030, 7.37%, 11/15/30 BBEF 2023-1A 09531MAA8 - - 1,959,173 $1,985,653 $1,985,653 0.03 $1,974,022
FHLMC 30yr Pool#QH7013 6.500% 01-Dec-2053, 6.50%, 12/01/53 FR 3133CKYJ1 - - 1,896,131 $1,984,453 $1,984,453 0.03 $1,966,872
FHLMC 30yr Pool#SI2017 4.000% 01-Dec-2048, 4.00%, 12/01/48 FR 3133USG21 - - 2,081,201 $1,962,971 $1,962,971 0.03 $1,947,789
Chase Mortgage Reference Notes, Series 2021-CL1 M3 5.85517% 25-FEB-2050, 5.86%, 02/25/50 CHASE 2021-CL1 46591HBZ2 - - 1,986,622 $1,942,992 $1,942,992 0.03 $1,936,853
U.S. Auto Funding 2021-1 C 2.2% 15-MAY-2026, 2.20%, 05/15/26 USAUT 2021-1A 90355EAC5 - - 2,245,255 $1,942,192 $1,942,192 0.03 $1,938,213
FHLMC 30yr Pool#QG2540 6.500% 01-May-2053, 6.50%, 05/01/53 FR 3133C2ZD3 - - 1,833,952 $1,909,803 $1,909,803 0.03 $1,893,668
FNMA 30yr Pool#BX8072 5.500% 01-Mar-2053, 5.50%, 03/01/53 FN 3140NC6J3 - - 1,881,535 $1,905,404 $1,905,404 0.03 $1,890,952
FNMA 30yr Pool#BW0972 4.500% 01-Jul-2052, 4.50%, 07/01/52 FN 3140MSCJ2 - - 1,984,188 $1,904,802 $1,904,802 0.03 $1,891,122
Ally Bank Auto Credit-Linked Notes, Series 2024-A D 6.315% 15-MAY-2032, 6.31%, 05/17/32 ABCLN 2024-A 02007GZ71 - - 1,847,161 $1,877,532 $1,877,532 0.03 $1,868,135
FHLMC 30yr Pool#SD1551 4.000% 01-Mar-2050, 4.00%, 03/01/50 FR 3132DNWL3 - - 1,943,989 $1,836,837 $1,836,837 0.03 $1,819,456
NRZ MSR-Collateralized Notes, Series 2021-FHT1 A 3.104% 25-JUL-2026, 3.10%, 07/25/26 NZES 2021-FHT1 62955MAB2 - - 1,864,332 $1,811,468 $1,811,468 0.03 $1,808,414
FNMA 30yr Pool#BY0361 6.500% 01-Jun-2053, 6.50%, 06/01/53 FN 3140NGMK3 - - 1,732,373 $1,806,543 $1,806,543 0.03 $1,790,694
FHLMC 30yr Pool#QH3309 5.500% 01-Oct-2053, 5.50%, 10/01/53 FR 3133CFVA4 - - 1,766,687 $1,777,429 $1,777,429 0.03 $1,763,566
FNMA 30yr Pool#MA3521 4.000% 01-Nov-2048, 4.00%, 11/01/48 FN 31418C4F8 - - 1,868,850 $1,775,167 $1,775,167 0.03 $1,749,131
Chase Mortgage Reference Notes, Series 2021-CL1 M2 5.65517% 25-FEB-2050, 5.66%, 02/25/50 CHASE 2021-CL1 46591HBY5 - - 1,789,635 $1,747,118 $1,747,118 0.03 $1,741,776
Fannie Mae Pool|4|08/01/2050, 4.00%, 08/01/50 FN 3140X8UA3 - - 1,769,534 $1,733,423 $1,733,423 0.03 $1,647,681
FHLMC 30yr Pool#SD0943 3.500% 01-Apr-2052, 3.50%, 04/01/52 FR 3132DNBL6 - - 1,867,898 $1,723,336 $1,723,336 0.03 $1,693,273
Tricolor Auto Securitization Trust 2024-2 A 6.36% 15-DEC-2027, 6.36%, 12/15/27 TAST 2024-2A 89616PAA1 - - 1,692,877 $1,704,581 $1,704,581 0.03 $1,696,207
FHLMC 30yr Pool#QA2039 3.000% 01-Aug-2049, 3.00%, 08/01/49 FR 31334YHQ3 - - 1,875,937 $1,676,668 $1,676,668 0.03 $1,644,431
FNMA 30yr Pool#CB2681 3.500% 01-Jan-2052, 3.50%, 01/01/52 FN 3140QM6T6 - - 1,778,920 $1,650,186 $1,650,186 0.03 $1,612,752
FHLMC 30yr Pool#SD4456 4.000% 01-Aug-2050, 4.00%, 08/01/50 FR 3132E05R9 - - 1,736,761 $1,648,694 $1,648,694 0.03 $1,622,760
PRPM 2025-RCF3 LLC|5.25|07/25/2055, 5.25%, 07/25/55 PRPM 2025-RCF3 69392PAC9 - - 1,700,000 $1,642,707 $1,642,707 0.03 $1,632,047
FHLMC 30yr Pool#QG4340 6.500% 01-Jun-2053, 6.50%, 06/01/53 FR 3133C4ZD9 - - 1,551,936 $1,614,165 $1,614,165 0.03 $1,600,685
FNMA 30yr Pool#BY0327 6.500% 01-May-2053, 6.50%, 05/01/53 FN 3140NGLH1 - - 1,522,905 $1,584,265 $1,584,265 0.03 $1,570,703
FHLMC 30yr Pool#Q58477 4.000% 01-Sep-2048, 4.00%, 09/01/48 FG 3132Y2M37 - - 1,674,421 $1,581,120 $1,581,120 0.03 $1,569,229
FNMA 30yr Pool#CA5573 4.000% 01-Apr-2050, 4.00%, 04/01/50 FN 3140QDFP4 - - 1,554,553 $1,524,711 $1,524,711 0.03 $1,447,504
FNMA 30yr Pool#MA3415 4.000% 01-Jul-2048, 4.00%, 07/01/48 FN 31418CYM0 - - 1,583,800 $1,508,856 $1,508,856 0.03 $1,482,341
FNMA 30yr Pool#DB3056 5.500% 01-May-2054, 5.50%, 05/01/54 FN 3140ACME0 - - 1,370,112 $1,494,245 $1,494,245 0.03 $1,374,165
FNMA 30yr Pool#CA1931 4.500% 01-Jun-2048, 4.50%, 06/01/48 FN 3140Q9ED1 - - 1,479,849 $1,438,206 $1,438,206 0.02 $1,426,918
FNMA 30yr Pool#BT8051 5.500% 01-Jan-2053, 5.50%, 01/01/53 FN 3140LW5M5 - - 1,396,728 $1,423,148 $1,423,148 0.02 $1,411,277
FNMA 30yr Pool#BY1896 5.500% 01-May-2053, 5.50%, 05/01/53 FN 3140NJDA9 - - 1,370,589 $1,390,424 $1,390,424 0.02 $1,379,263
FHLMC 30yr Pool#QG3885 6.500% 01-Jun-2053, 6.50%, 06/01/53 FR 3133C4J62 - - 1,324,729 $1,377,817 $1,377,817 0.02 $1,366,340
Reach ABS Trust 2024-1 A 6.3% 15-FEB-2031, 6.30%, 02/18/31 REACH 2024-1A 75526PAA9 - - 1,364,234 $1,374,504 $1,374,504 0.02 $1,367,581
Towd Point Mortgage Trust 2024-CES1 A1B 6.049% 25-JAN-2064, 6.05%, 01/25/64 TPMT 2024-CES1 89183CAB1 - - 1,319,437 $1,331,269 $1,331,269 0.02 $1,321,735
FNMA 30yr Pool#BX7860 5.500% 01-Mar-2053, 5.50%, 03/01/53 FN 3140NCWW5 - - 1,308,762 $1,328,207 $1,328,207 0.02 $1,317,342
FNMA 30yr Pool#AS6811 3.000% 01-Mar-2046, 3.00%, 03/01/46 FN 3138WGR97 - - 1,307,588 $1,277,099 $1,277,099 0.02 $1,161,735
Lendbuzz Securitization Trust 2023-2 A2 7.09% 15-OCT-2028, 7.09%, 10/16/28 LBZZ 2023-2A 52608MAB4 - - 1,218,772 $1,243,767 $1,243,767 0.02 $1,236,806
FNMA 30yr Pool#MA3149 4.000% 01-Oct-2047, 4.00%, 10/01/47 FN 31418CQB3 - - 1,302,685 $1,237,375 $1,237,375 0.02 $1,221,483
FNMA 30yr Pool#FM7725 4.500% 01-Dec-2050, 4.50%, 12/01/50 FN 3140XBSP6 - - 1,273,443 $1,231,832 $1,231,832 0.02 $1,222,368
FNMA 40yr Pool#BF0167 3.000% 01-Feb-2057, 3.00%, 02/01/57 FN 3140FXFH0 - - 1,413,810 $1,207,180 $1,207,180 0.02 $1,196,882
FHLMC 30yr Pool#QF2561 5.500% 01-Nov-2052, 5.50%, 11/01/52 FR 3133BPZ27 - - 1,184,701 $1,203,460 $1,203,460 0.02 $1,194,211
FHLMC 30yr Pool#SD8003 4.000% 01-Jul-2049, 4.00%, 07/01/49 FR 3132DV3L7 - - 1,265,016 $1,194,788 $1,194,788 0.02 $1,181,980
FNMA 30yr Pool#FM9138 4.000% 01-Mar-2050, 4.00%, 03/01/50 FN 3140XDEL6 - - 1,255,811 $1,188,677 $1,188,677 0.02 $1,175,364
Connecticut Avenue Securities, Series 2021-R02 2B1 7.62197% 25-NOV-2041, 7.61%, 11/25/41 CAS 2021-R02 20754KAF8 - - 1,150,000 $1,180,826 $1,180,826 0.02 $1,176,210
FNMA 30yr Pool#BJ9181 5.000% 01-May-2048, 5.00%, 05/01/48 FN 3140HBFX1 - - 1,175,875 $1,175,470 $1,175,470 0.02 $1,166,194
FHLMC 30yr Pool#QD9182 3.000% 01-Mar-2052, 3.00%, 03/01/52 FR 3133B7FX1 - - 1,331,929 $1,165,315 $1,165,315 0.02 $1,157,808
FNMA 30yr Pool#BX0804 5.500% 01-Nov-2052, 5.50%, 11/01/52 FN 3140N43N5 - - 1,143,843 $1,163,088 $1,163,088 0.02 $1,153,214
FHLMC 30yr Pool#ZT2087 4.000% 01-Jun-2049, 4.00%, 06/01/49 FR 3132AEJ80 - - 1,224,707 $1,162,389 $1,162,389 0.02 $1,144,317
FHLMC 30yr Pool#QG6538 5.500% 01-Jul-2053, 5.50%, 07/01/53 FR 3133C7HP5 - - 1,105,099 $1,121,690 $1,121,690 0.02 $1,113,258
FHLMC 30yr Pool#RA1087 4.500% 01-Jul-2049, 4.50%, 07/01/49 FR 3133KGF45 - - 1,118,524 $1,096,181 $1,096,181 0.02 $1,069,035
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-DNA5 M2 5.95517% 25-JAN-2034, 5.96%, 01/25/34 STACR 2021-DNA5 35564KHE2 - - 1,080,105 $1,088,760 $1,088,760 0.02 $1,085,366
FHLMC 30yr Pool#RA1188 4.500% 01-Aug-2049, 4.50%, 08/01/49 FR 3133KGJ90 - - 1,125,184 $1,083,671 $1,083,671 0.02 $1,075,400
FHLMC 30yr Pool#QG6948 5.500% 01-Jul-2053, 5.50%, 07/01/53 FR 3133C7WH6 - - 1,056,442 $1,076,335 $1,076,335 0.02 $1,064,155
FNMA 30yr Pool#CB8995 5.500% 01-Aug-2054, 5.50%, 08/01/54 FN 3140QU7H3 - - 1,044,754 $1,055,301 $1,055,301 0.02 $1,043,808
FNMA 30yr Pool#AS7492 4.000% 01-Jul-2046, 4.00%, 07/01/46 FN 3138WHKE1 - - 1,109,233 $1,053,071 $1,053,071 0.02 $1,044,674
FNMA 30yr Pool#FM1598 4.000% 01-Feb-2049, 4.00%, 02/01/49 FN 3140X4X43 - - 1,040,926 $999,855 $999,855 0.02 $974,244
FNMA 30yr Pool#BV4203 3.500% 01-Apr-2052, 3.50%, 04/01/52 FN 3140MHU56 - - 1,075,128 $999,525 $999,525 0.02 $973,720
ACHV ABS Trust 2024-1PL C 6.42% 25-APR-2031, 6.42%, 04/25/31 ACHV 2024-1PL 00092BAC8 - - 956,525 $967,320 $967,320 0.02 $964,079
FNMA 30yr Pool#BV8484 3.500% 01-Apr-2052, 3.50%, 04/01/52 FN 3140MNNA0 - - 1,035,482 $962,827 $962,827 0.02 $937,737
FHLMC 30yr Pool#ZM8197 4.000% 01-Sep-2048, 4.00%, 09/01/48 FR 3131Y3DA1 - - 996,241 $939,454 $939,454 0.02 $932,379
GNMA II 30yr Pool#MA5021 4.500% 20-Feb-2048, 4.50%, 02/20/48 G2 36179TSJ5 - - 957,879 $939,345 $939,345 0.02 $927,955
FNMA 30yr Pool#DA3522 5.500% 01-Oct-2053, 5.50%, 10/01/53 FN 3140A34G5 - - 928,031 $933,669 $933,669 0.02 $926,367
Connecticut Avenue Securities Trust 2022-R01 1M1 5.30517% 25-DEC-2041, 5.31%, 12/25/41 CAS 2022-R01 20754LAA7 - - 925,991 $928,010 $928,010 0.02 $925,417
Connecticut Avenue Securities, Series 2021-R03 1M1 5.15517% 25-DEC-2041, 5.16%, 12/25/41 CAS 2021-R03 20754AAA1 - - 916,691 $918,249 $918,249 0.02 $915,755
FNMA 30yr Pool#CA6382 4.500% 01-Jul-2050, 4.50%, 07/01/50 FN 3140QECU4 - - 931,632 $901,203 $901,203 0.02 $894,490
BX Commercial Mortgage Trust 2021-21M A 5.156% 15-OCT-2036, 5.16%, 10/15/36 BX 2021-21M 05609CAA5 - - 862,801 $865,137 $865,137 0.01 $861,553
FNMA 30yr Pool#AB9341 3.000% 01-May-2043, 3.00%, 05/01/43 FN 31417GLX2 - - 943,097 $854,751 $854,751 0.01 $845,633
FNMA 30yr Pool#BN4541 4.000% 01-Feb-2049, 4.00%, 02/01/49 FN 3140JMBK7 - - 879,144 $836,549 $836,549 0.01 $822,826
Gracie Point International Funding, Series 2023-2 A 6.59828% 01-MAR-2027, 6.60%, 03/01/27 GPIF 2023-2A 38410JAA0 - - 808,251 $816,849 $816,849 0.01 $810,627
ACHM Trust 2024-HE1 B 7.26% 25-MAY-2039, 7.26%, 05/25/39 ACHM 2024-HE1 00449TAB1 - - 764,975 $788,536 $788,536 0.01 $785,605
FHLMC 30yr Pool#ZT1926 3.000% 01-Nov-2043, 3.00%, 11/01/43 FR 3132AED78 - - 839,552 $760,625 $760,625 0.01 $753,924
FNMA 30yr Pool#BY0782 5.500% 01-Apr-2053, 5.50%, 04/01/53 FN 3140NG2Q2 - - 745,808 $756,550 $756,550 0.01 $750,838
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA2 M1A 5.60517% 25-FEB-2042, 5.61%, 02/25/42 STACR 2022-DNA2 35564KRE1 - - 737,796 $740,875 $740,875 0.01 $738,692
NRZ Excess Spread-Collateralized Notes, Series 2020-PLS1 A 3.844% 25-DEC-2025, 3.84%, 12/25/25 NZES 2020-PLS1 433674AA6 - - 740,080 $734,352 $734,352 0.01 $732,851
FHLMC 30yr Pool#RA1999 4.500% 01-Jan-2050, 4.50%, 01/01/50 FR 3133KHGG5 - - 756,426 $728,988 $728,988 0.01 $722,958
FREMF 2019-KF70 Mortgage Trust C 10.42603% 25-SEP-2029, 10.43%, 09/25/29 FREMF 2019-KF70 30298UAJ0 - - 789,970 $727,961 $727,961 0.01 $723,614
FNMA 30yr Pool#BY0866 5.500% 01-May-2053, 5.50%, 05/01/53 FN 3140NG6C9 - - 706,992 $716,676 $716,676 0.01 $710,437
GNMA II 30yr Pool#MA5264 4.000% 20-Jun-2048, 4.00%, 06/20/48 G2 36179TZ57 - - 748,724 $713,942 $713,942 0.01 $702,980
FHLMC 30yr Pool#QD6555 3.000% 01-Feb-2052, 3.00%, 02/01/52 FR 3133B4H81 - - 753,015 $659,062 $659,062 0.01 $654,658
FNMA 30yr Pool#BW0343 4.500% 01-May-2052, 4.50%, 05/01/52 FN 3140MRLZ8 - - 667,035 $638,301 $638,301 0.01 $633,804
Tricolor Auto Securitization Trust 2024-1 A 6.61% 15-OCT-2027, 6.61%, 10/15/27 TAST 2024-1A 89616LAA0 - - 610,087 $614,780 $614,780 0.01 $611,644
Sequoia Mortgage Trust 2013-5 A1 2.5% 25-MAY-2043, 2.50%, 05/25/43 SEMT 2013-5 81745AAA5 - - 692,338 $607,172 $607,172 0.01 $605,104
FHLMC 30yr Pool#SD8047 4.500% 01-Feb-2050, 4.50%, 02/01/50 FR 3132DV5G6 - - 624,290 $604,717 $604,717 0.01 $600,012
FNMA 30yr Pool#AL6842 4.000% 01-May-2045, 4.00%, 05/01/45 FN 3138EPS88 - - 631,330 $604,574 $604,574 0.01 $599,071
FHLMC 30yr Pool#QE1073 3.500% 01-Apr-2052, 3.50%, 04/01/52 FR 3133BAFN6 - - 654,243 $596,524 $596,524 0.01 $592,485
FNMA 30yr Pool#BK9507 4.000% 01-Oct-2048, 4.00%, 10/01/48 FN 3140HPR58 - - 627,380 $593,214 $593,214 0.01 $588,560
MHC Commercial Mortgage Trust 2021-MHC A 5.227442% 15-APR-2038, 5.23%, 04/15/38 MHC 2021-MHC 55316VAA2 - - 586,117 $587,832 $587,832 0.01 $585,364
FHLMC 15yr Pool#SB0116 2.500% 01-Nov-2034, 2.50%, 11/01/34 FR 3132CWDV3 - - 561,757 $535,867 $535,867 0.01 $528,115
Towd Point Mortgage Trust 2024-CES2 A1B 6.35% 25-FEB-2064, 6.35%, 02/25/64 TPMT 2024-CES2 89182JAB7 - - 511,450 $517,536 $517,536 0.01 $513,656
FNMA 30yr Pool#AZ0869 4.000% 01-Jul-2045, 4.00%, 07/01/45 FN 3138YR6F0 - - 528,418 $503,491 $503,491 0.01 $499,175
FHLMC 30yr Pool#QD9191 3.500% 01-Apr-2052, 3.50%, 04/01/52 FR 3133B7F86 - - 535,936 $502,624 $502,624 0.01 $485,386
FNMA 30yr Pool#BV7632 4.500% 01-Apr-2052, 4.50%, 04/01/52 FN 3140MMPS1 - - 441,147 $466,492 $466,492 0.01 $419,204
Prosper Marketplace Issuance Trust, Series 2024-1 A 6.12% 15-AUG-2029, 6.12%, 08/15/29 PMIT 2024-1A 74363CAA7 - - 426,424 $428,981 $428,981 0.01 $426,878
FNMA 30yr Pool#CB4329 3.500% 01-Jul-2052, 3.50%, 07/01/52 FN 3140QPY35 - - 447,083 $421,643 $421,643 0.01 $405,081
FHLMC 30yr Pool#SD1414 4.000% 01-Oct-2050, 4.00%, 10/01/50 FR 3132DNSB0 - - 443,129 $418,117 $418,117 0.01 $414,042
JP Morgan Mortgage Trust 2015-4 AM 3.0% 25-JUN-2045, 3.00%, 06/25/45 JPMMT 2015-4 46644VBP0 - - 487,485 $411,717 $411,717 0.01 $409,970
FNMA 30yr Pool#CA4646 3.000% 01-Feb-2048, 3.00%, 02/01/48 FN 3140QCEU6 - - 440,820 $393,164 $393,164 0.01 $390,057
FNMA 30yr Pool#BV6879 4.500% 01-Apr-2052, 4.50%, 04/01/52 FN 3140MLUD0 - - 408,429 $390,895 $390,895 0.01 $388,113
FHLMC 30yr Pool#QA8274 3.500% 01-Mar-2050, 3.50%, 03/01/50 FR 3133A3FP8 - - 391,277 $352,968 $352,968 0.01 $350,581
FNMA 30yr Pool#FM3447 4.000% 01-Nov-2049, 4.00%, 11/01/49 FN 3140X6ZM6 - - 367,817 $347,349 $347,349 0.01 $344,183
FHLMC 30yr Pool#SD1966 4.000% 01-Nov-2052, 4.00%, 11/01/52 FR 3132DPFF0 - - 344,327 $324,464 $324,464 0.01 $318,699
Santander Bank Auto Credit-Linked Notes, Series 2023-A B 6.493% 15-JUN-2033, 6.49%, 06/15/33 SBCLN 2023-A 80290CBU7 - - 319,397 $321,992 $321,992 0.01 $320,321
FHLMC 30yr Pool#ZN6461 4.000% 01-May-2049, 4.00%, 05/01/49 FR 3131YDFA7 - - 333,947 $314,384 $314,384 0.01 $312,025
FNMA 30yr Pool#AR9225 3.000% 01-Mar-2043, 3.00%, 03/01/43 FN 3138W7HB3 - - 344,248 $310,066 $310,066 0.01 $307,345
FHLMC 30yr Pool#ZT0391 4.000% 01-Nov-2047, 4.00%, 11/01/47 FR 3132ACNG1 - - 309,080 $298,186 $298,186 0.01 $291,015
FNMA 30yr Pool#FS2548 4.000% 01-Mar-2051, 4.00%, 03/01/51 FN 3140XHZN0 - - 310,840 $293,783 $293,783 0.00 $290,436
Fannie Mae REMIC Trust 2017-9 VL 3.0% 25-JUL-2028, 3.00%, 07/25/28 FNR 2017-9 3136AVYH6 - - 287,888 $291,772 $291,772 0.00 $282,753
FNMA 30yr Pool#FS2238 4.000% 01-Mar-2051, 4.00%, 03/01/51 FN 3140XHPY7 - - 302,909 $289,439 $289,439 0.00 $283,504
FHLMC 30yr Pool#QA5150 4.500% 01-Dec-2049, 4.50%, 12/01/49 FR 31346YWK5 - - 296,262 $286,880 $286,880 0.00 $284,712
FNMA 30yr Pool#AS8649 3.000% 01-Jan-2047, 3.00%, 01/01/47 FN 3138WJTF5 - - 317,526 $281,168 $281,168 0.00 $279,051
FNMA 30yr Pool#BO9819 4.500% 01-Dec-2049, 4.50%, 12/01/49 FN 3140K54D6 - - 279,180 $270,390 $270,390 0.00 $268,296
FNMA 30yr Pool#BN3899 4.000% 01-Dec-2048, 4.00%, 12/01/48 FN 3140JLKM5 - - 276,140 $265,057 $265,057 0.00 $258,450
FHLMC 15yr Pool#SB0040 2.500% 01-Dec-2033, 2.50%, 12/01/33 FR 3132CWBH6 - - 255,576 $251,542 $251,542 0.00 $244,958
FHLMC 30yr Pool#QA1615 3.500% 01-Aug-2049, 3.50%, 08/01/49 FR 31334XYL7 - - 273,676 $248,901 $248,901 0.00 $247,040
FHLMC 30yr Pool#ZN4240 4.500% 01-Dec-2048, 4.50%, 12/01/48 FR 3131YAV98 - - 252,048 $245,470 $245,470 0.00 $243,526
FNMA 30yr Pool#MA3908 4.500% 01-Jan-2050, 4.50%, 01/01/50 FN 31418DKW1 - - 245,436 $242,786 $242,786 0.00 $235,891
Fannie Mae REMIC Trust 2012-126 SY 0.0% 25-NOV-2042, 0.00%, 11/25/42 FNR 2012-126 3136A9ZR2 - - 473,554 $235,908 $235,908 0.00 $235,908
FNMA 30yr Pool#MA1327 3.000% 01-Jan-2043, 3.00%, 01/01/43 FN 31418APM4 - - 250,649 $232,196 $232,196 0.00 $225,085
FNMA 30yr Pool#MA3687 4.000% 01-Jun-2049, 4.00%, 06/01/49 FN 31418DCZ3 - - 240,094 $226,781 $226,781 0.00 $224,334
FNMA 30yr Pool#BE3616 4.000% 01-May-2047, 4.00%, 05/01/47 FN 3140FPAS8 - - 235,611 $223,883 $223,883 0.00 $221,972
FREED ABS Trust 2021-3FP D 2.37% 18-NOV-2028, 2.37%, 11/20/28 FREED 2021-3FP 30322MAD1 - - 223,942 $223,561 $223,561 0.00 $223,178
FNMA 30yr Pool#BW0081 4.500% 01-Apr-2052, 4.50%, 04/01/52 FN 3140MRCT2 - - 230,859 $220,915 $220,915 0.00 $219,358
GNMA II 30yr Pool#MA5192 4.000% 20-May-2048, 4.00%, 05/20/48 G2 36179TXV2 - - 224,343 $213,351 $213,351 0.00 $210,637
FHLMC 30yr Pool#RA1088 4.500% 01-Jul-2049, 4.50%, 07/01/49 FR 3133KGF52 - - 205,159 $198,638 $198,638 0.00 $197,150
FNMA 30yr Pool#AB6280 3.000% 01-Sep-2042, 3.00%, 09/01/42 FN 31417C6S9 - - 201,235 $189,141 $189,141 0.00 $180,710
FHLMC 30yr Pool#SD8040 4.500% 01-Jan-2050, 4.50%, 01/01/50 FR 3132DV4Z5 - - 190,938 $184,892 $184,892 0.00 $183,513
FNMA 30yr Pool#BV7132 4.500% 01-Apr-2052, 4.50%, 04/01/52 FN 3140ML4S6 - - 187,030 $178,981 $178,981 0.00 $177,713
FNMA 30yr Pool#CA4185 4.500% 01-Sep-2049, 4.50%, 09/01/49 FN 3140QBUK2 - - 179,275 $175,853 $175,853 0.00 $172,276
FNMA 30yr Pool#BO2983 3.000% 01-Sep-2049, 3.00%, 09/01/49 FN 3140JXJ58 - - 196,785 $174,154 $174,154 0.00 $172,793
FNMA 30yr Pool#CA4035 4.500% 01-Aug-2049, 4.50%, 08/01/49 FN 3140QBPV4 - - 178,866 $173,175 $173,175 0.00 $171,884
FNMA 30yr Pool#BW0072 4.500% 01-Apr-2052, 4.50%, 04/01/52 FN 3140MRCJ4 - - 137,098 $165,677 $165,677 0.00 $130,267
FHLMC 30yr Pool#ZT1320 4.000% 01-Nov-2048, 4.00%, 11/01/48 FR 3132ADPD4 - - 167,559 $158,960 $158,960 0.00 $156,825
FNMA 30yr Pool#AB7563 3.000% 01-Jan-2043, 3.00%, 01/01/43 FN 31417EMM0 - - 173,303 $157,667 $157,667 0.00 $156,177
FHLMC 30yr Pool#ZA7158 4.500% 01-Jun-2049, 4.50%, 06/01/49 FR 31329Q5T4 - - 159,184 $153,491 $153,491 0.00 $152,141
FNMA 30yr Pool#FS2546 4.000% 01-Mar-2051, 4.00%, 03/01/51 FN 3140XHZL4 - - 157,031 $148,426 $148,426 0.00 $146,972
Santander Bank Auto Credit-Linked Notes, Series 2022-C C 6.986% 15-DEC-2032, 6.99%, 12/15/32 SBCLN 2022-C 80290CBG8 - - 142,034 $142,906 $142,906 0.00 $142,107
GNMA II 30yr Pool#MA5753 4.000% 20-Feb-2049, 4.00%, 02/20/49 G2 36179UMA7 - - 146,709 $135,284 $135,284 0.00 $134,292
FNMA 30yr Pool#MA1229 3.000% 01-Oct-2042, 3.00%, 10/01/42 FN 31418ALK2 - - 147,989 $134,223 $134,223 0.00 $132,976
GNMA II 30yr Pool#BK5879 4.500% 20-Nov-2048, 4.50%, 11/20/48 G2 3617J6Q80 - - 112,262 $130,902 $130,902 0.00 $106,750
FNMA 30yr Pool#BV7131 4.500% 01-Apr-2052, 4.50%, 04/01/52 FN 3140ML4R8 - - 129,823 $124,249 $124,249 0.00 $123,356
GNMA II 30yr Pool#BF6874 4.500% 20-Jul-2048, 4.50%, 07/20/48 G2 3617GDT77 - - 127,967 $124,073 $124,073 0.00 $123,072
GNMA II 30yr Pool#MA5866 4.000% 20-Apr-2049, 4.00%, 04/20/49 G2 36179UQT2 - - 133,714 $123,699 $123,699 0.00 $122,752
FNMA 20yr Pool#AB9283 3.000% 01-Apr-2038, 3.00%, 04/01/38 FN 31417GJ56 - - 136,001 $123,001 $123,001 0.00 $121,505
Upstart Securitization Trust 2021-1 C 4.06% 20-MAR-2031, 4.06%, 03/20/31 UPST 2021-1 91681NAC8 - - 112,820 $113,078 $113,078 0.00 $112,772
FNMA 30yr Pool#BM3282 3.500% 01-Dec-2047, 3.50%, 12/01/47 FN 3140J7UG8 - - 120,098 $112,904 $112,904 0.00 $110,004
FNMA 30yr Pool#CA3683 4.500% 01-Jun-2049, 4.50%, 06/01/49 FN 3140QBCV8 - - 112,137 $108,636 $108,636 0.00 $107,759
FHLMC 30yr Pool#ZT1633 4.000% 01-Mar-2047, 4.00%, 03/01/47 FR 3132ADY69 - - 111,609 $106,408 $106,408 0.00 $105,413
FHLMC 30yr Pool#QE0318 4.500% 01-Mar-2052, 4.50%, 03/01/52 FR 3133B9K78 - - 108,882 $104,217 $104,217 0.00 $103,466
FNMA 30yr Pool#CA0108 3.500% 01-Aug-2047, 3.50%, 08/01/47 FN 3140Q7DN4 - - 109,819 $101,810 $101,810 0.00 $100,589
FHLMC 30yr Pool#ZM7577 4.500% 01-Aug-2048, 4.50%, 08/01/48 FR 3131Y2M21 - - 100,733 $97,876 $97,876 0.00 $97,130
Fannie Mae REMIC Trust 2013-130 FN 4.76965% 25-OCT-2042, 4.77%, 10/25/42 FNR 2013-130 3136AHG53 - - 97,964 $96,850 $96,850 0.00 $96,603
FNMA 30yr Pool#BJ8459 3.000% 01-Aug-2049, 3.00%, 08/01/49 FN 3140HAMH0 - - 101,202 $87,602 $87,602 0.00 $86,705
FNMA 30yr Pool#BO4113 3.000% 01-Aug-2049, 3.00%, 08/01/49 FN 3140JYSB3 - - 91,999 $79,556 $79,556 0.00 $78,820
FHLMC 30yr Pool#ZM7926 5.000% 01-Sep-2048, 5.00%, 09/01/48 FR 3131Y2YX0 - - 78,341 $77,956 $77,956 0.00 $77,328
Sequoia Mortgage Trust 2019-CH3 A19 4.0% 25-OCT-2049, 4.00%, 09/25/49 SEMT 2019-CH3 81748GBN0 - - 84,357 $76,671 $76,671 0.00 $76,268
FNMA 30yr Pool#MA1447 3.000% 01-May-2043, 3.00%, 05/01/43 FN 31418ATD0 - - 80,202 $72,203 $72,203 0.00 $71,604
FHLMC 30yr Pool#QA2159 3.000% 01-Aug-2049, 3.00%, 08/01/49 FR 31334YMG9 - - 83,522 $72,086 $72,086 0.00 $71,557
FNMA 30yr Pool#AS8547 3.000% 01-Nov-2046, 3.00%, 11/01/46 FN 3138WJP93 - - 72,338 $63,843 $63,843 0.00 $63,381
FNMA 30yr Pool#BD2453 3.000% 01-Jan-2047, 3.00%, 01/01/47 FN 3140F9WP6 - - 70,269 $62,632 $62,632 0.00 $62,084
FHLMC 15yr Pool#ZK8962 3.000% 01-Sep-2032, 3.00%, 09/01/32 FR 3131XC5X1 - - 58,259 $58,494 $58,494 0.00 $56,240
Fannie Mae REMIC Trust 2006-20 GF 4.76965% 25-APR-2036, 4.77%, 04/25/36 FNR 2006-20 31395BU43 - - 58,332 $57,849 $57,849 0.00 $57,703
Fannie Mae REMIC Trust 2010-109 BS 6.2876% 25-OCT-2040, 6.29%, 10/25/40 FNR 2010-109 31398NTM6 - - 41,248 $56,539 $56,539 0.00 $56,229
FHLMC 15yr Pool#ZS7403 3.000% 01-May-2031, 3.00%, 05/01/31 FR 3132A8GL7 - - 54,603 $54,705 $54,705 0.00 $53,146
Freddie Mac Multiclass Certificates, Series 3380 FM 5.00833% 15-OCT-2037, 5.01%, 10/15/37 FHR 3380 31397KTJ0 - - 45,849 $45,849 $45,849 0.00 $45,664
Freddie Mac Multiclass Certificates, Series 3721 FB 4.91833% 15-SEP-2040, 4.92%, 09/15/40 FHR 3721 3137GAD20 - - 45,150 $45,048 $45,048 0.00 $44,869
FNMA 15yr Pool#BO5957 3.000% 01-Dec-2034, 3.00%, 12/01/34 FN 3140K1TP1 - - 45,684 $44,276 $44,276 0.00 $43,703
FNMA 30yr Pool#BO1857 4.500% 01-Aug-2049, 4.50%, 08/01/49 FN 3140JWB33 - - 43,189 $41,819 $41,819 0.00 $41,510
Ginnie Mae REMIC Trust 2008-013 FB 4.93886% 20-FEB-2038, 4.93%, 02/20/38 GNR 2008-13 38375PNL1 - - 41,491 $41,399 $41,399 0.00 $41,263
Saluda Grade Alternative Mortgage Trust 2023-FIG4 A 6.718% 25-NOV-2053, 6.72%, 11/25/53 GRADE 2023-FIG4 79581UAA2 - - - $41,183 $41,183 0.00 $0
FNMA 15yr Pool#BO7717 3.000% 01-Nov-2034, 3.00%, 11/01/34 FN 3140K3SF0 - - 38,720 $37,664 $37,664 0.00 $37,133
FNMA 30yr Pool#BC0870 3.500% 01-Jan-2046, 3.50%, 01/01/46 FN 3140EU6G9 - - 38,257 $35,445 $35,445 0.00 $35,035
FHLMC 15yr Pool#ZK9163 3.000% 01-Jan-2033, 3.00%, 01/01/33 FR 3131XDFC4 - - 34,150 $33,570 $33,570 0.00 $32,936
Ginnie Mae REMIC Trust 2007-040 FG 4.75886% 20-JUL-2037, 4.75%, 07/20/37 GNR 2007-40 38375KZS4 - - 32,028 $31,756 $31,756 0.00 $31,654
RCKT Mortgage Trust 2024-CES8 A1A 5.48955% 25-OCT-2044, 5.49%, 11/25/44 RCKT 2024-CES8 749421AA1 - - - $29,945 $29,945 0.00 $0
Ginnie Mae REMIC Trust 2004-069 CF 4.83886% 20-JUL-2034, 4.83%, 07/20/34 GNR 2004-69 38374JAT3 - - 28,158 $28,149 $28,149 0.00 $28,059
Ginnie Mae REMIC Trust 2010-133 FD 4.85624% 16-OCT-2040, 4.86%, 10/16/40 GNR 2010-133 38377MHV1 - - 26,080 $26,108 $26,108 0.00 $26,010
Ginnie Mae REMIC Trust 2007-059 FA 4.93886% 20-OCT-2037, 4.93%, 10/20/37 GNR 2007-59 38375LPU8 - - 25,488 $25,432 $25,432 0.00 $25,348
Fannie Mae REMIC Trust 2013-2 QF 4.91965% 25-FEB-2043, 4.92%, 02/25/43 FNR 2013-2 3136AB4P5 - - 25,435 $25,389 $25,389 0.00 $25,323
FHLMC 30yr Pool#ZN2165 4.500% 01-Dec-2048, 4.50%, 12/01/48 FR 3131Y8MN2 - - 23,667 $23,009 $23,009 0.00 $22,819
Ginnie Mae REMIC Trust 2007-037 FW 4.74886% 20-JUN-2037, 4.74%, 06/20/37 GNR 2007-37 38375KNR9 - - 20,607 $20,417 $20,417 0.00 $20,351
Ginnie Mae REMIC Trust 2004-059 FP 4.72624% 16-AUG-2034, 4.73%, 08/16/34 GNR 2004-59 38374HYS3 - - 20,415 $20,387 $20,387 0.00 $20,312
Ginnie Mae REMIC Trust 2008-016 FC 4.93886% 20-FEB-2038, 4.93%, 02/20/38 GNR 2008-16 383742FU2 - - 20,348 $20,309 $20,309 0.00 $20,242
Ginnie Mae REMIC Trust 2005-065 FA 4.58886% 20-AUG-2035, 4.58%, 08/20/35 GNR 2005-65 38374LL25 - - 19,977 $19,718 $19,718 0.00 $19,657
Freddie Mac Multiclass Certificates, Series 2426 FL 5.06833% 15-MAR-2032, 5.07%, 03/15/32 FHR 2426 31339W7G5 - - 18,916 $19,057 $19,057 0.00 $18,980
Fannie Mae REMIC Trust 2002-53 FK 4.81965% 25-APR-2032, 4.82%, 04/25/32 FNR 2002-53 31392EHN3 - - 18,441 $18,404 $18,404 0.00 $18,357
Ginnie Mae REMIC Trust 2005-048 AF 4.63886% 20-JUN-2035, 4.63%, 06/20/35 GNR 2005-48 38374LHM6 - - 16,981 $16,798 $16,798 0.00 $16,745
FHLMC 30yr Pool#ZT0252 3.000% 01-Dec-2047, 3.00%, 12/01/47 FR 3132ACH52 - - 17,615 $15,831 $15,831 0.00 $15,563
Fannie Mae REMIC Trust 2005-83 KT 4.71965% 25-OCT-2035, 4.72%, 10/25/35 FNR 2005-83 31394FUL7 - - 15,756 $15,646 $15,646 0.00 $15,607
Fannie Mae REMIC Trust 2007-89 GF 4.93965% 25-SEP-2037, 4.94%, 09/25/37 FNR 2007-89 31396XPM0 - - 14,778 $14,802 $14,802 0.00 $14,764
Freddie Mac Multiclass Certificates, Series 2551 FD 4.81833% 15-JAN-2033, 4.82%, 01/15/33 FHR 2551 31393JAZ1 - - 13,458 $13,473 $13,473 0.00 $13,423
Ginnie Mae REMIC Trust 2012-075 FP 4.73886% 20-JUL-2041, 4.73%, 07/20/41 GNR 2012-75 38378EZ55 - - 12,696 $12,667 $12,667 0.00 $12,627
FHLMC 30yr Pool#ZM2269 3.000% 01-Dec-2046, 3.00%, 12/01/46 FR 3131XVQW8 - - 12,922 $11,675 $11,675 0.00 $11,410
Freddie Mac Multiclass Certificates, Series 2410, excluding Group 6 FX 4.76833% 15-FEB-2032, 4.77%, 02/15/32 FHR 2410 31339NJN7 - - 10,691 $10,672 $10,672 0.00 $10,633
Ginnie Mae REMIC Trust 2007-061 FA 4.93886% 20-OCT-2037, 4.93%, 10/20/37 GNR 2007-61 38375LLN8 - - 10,625 $10,602 $10,602 0.00 $10,567
Fannie Mae REMIC Trust 2010-123 FL 4.84965% 25-NOV-2040, 4.85%, 11/25/40 FNR 2010-123 31398N2W3 - - 10,104 $10,064 $10,064 0.00 $10,038
FNMA 15yr Pool#AS8207 2.500% 01-Oct-2031, 2.50%, 10/01/31 FN 3138WJDM7 - - 10,274 $10,047 $10,047 0.00 $9,853
Fannie Mae REMIC Trust 2003-87 FG 4.91965% 25-SEP-2033, 4.92%, 09/25/33 FNR 2003-87 31393E4W6 - - 9,704 $9,704 $9,704 0.00 $9,679
Freddie Mac Multiclass Certificates, Series 3028 FM 4.66833% 15-SEP-2035, 4.67%, 09/15/35 FHR 3028 31396AFB5 - - 9,499 $9,473 $9,473 0.00 $9,439
Freddie Mac Multiclass Certificates, Series 3738 FD 4.71833% 15-AUG-2040, 4.72%, 08/15/40 FHR 3738 3137GAYQ4 - - 9,414 $9,442 $9,442 0.00 $9,406
GNMA II 30yr Pool#BK6072 5.000% 20-Jan-2049, 5.00%, 01/20/49 G2 3617J6W91 - - 9,168 $9,148 $9,148 0.00 $9,056
FNMA 15yr Pool#BM1036 2.500% 01-Feb-2032, 2.50%, 02/01/32 FN 3140J5EJ4 - - 8,946 $8,779 $8,779 0.00 $8,578
FNMA 15yr Pool#AS7643 2.500% 01-Aug-2031, 2.50%, 08/01/31 FN 3138WHP55 - - 8,817 $8,745 $8,745 0.00 $8,457
Fannie Mae REMIC Trust 2002-16 VF 4.96965% 25-APR-2032, 4.97%, 04/25/32 FNR 2002-16 31392CWW0 - - 8,072 $8,089 $8,089 0.00 $8,068
Fannie Mae REMIC Trust 2012-100 FG 4.81965% 25-SEP-2042, 4.82%, 09/25/42 FNR 2012-100 3136A8QW3 - - 8,072 $7,961 $7,961 0.00 $7,940
FHLMC 15yr Pool#ZK8405 2.500% 01-Dec-2031, 2.50%, 01/22/31 FR 3131XCKS5 - - 7,596 $7,498 $7,498 0.00 $7,275
Ginnie Mae REMIC Trust 2007-018 FD 4.73886% 20-APR-2037, 4.73%, 04/20/37 GNR 2007-18 38375JC86 - - 7,496 $7,421 $7,421 0.00 $7,397
Ginnie Mae REMIC Trust 2010-006 FG 5.02624% 16-JAN-2040, 5.03%, 01/16/40 GNR 2010-6 38376TSC7 - - 7,220 $7,233 $7,233 0.00 $7,205
Fannie Mae REMIC Trust 2010-95 FB 4.81965% 25-SEP-2040, 4.82%, 09/25/40 FNR 2010-95 31398NEX8 - - 6,856 $6,836 $6,836 0.00 $6,819
FNMA 30yr Pool#MA3694 4.500% 01-Jul-2049, 4.50%, 07/01/49 FN 31418DC83 - - 4,636 $4,579 $4,579 0.00 $4,456
Ginnie Mae REMIC Trust 1999-27 FE 4.82624% 16-AUG-2029, 4.83%, 08/16/29 GNR 1999-27 3837H2WA3 - - 3,615 $3,628 $3,628 0.00 $3,611
Freddie Mac Multiclass Certificates, Series 2469 FE 4.91833% 15-JUL-2032, 4.92%, 07/15/32 FHR 2469 31392RC58 - - 2,396 $2,403 $2,403 0.00 $2,393
FHLMC 30yr Pool#ZN0650 3.000% 01-Mar-2043, 3.00%, 03/01/43 FR 3131Y6WK1 - - 2,254 $2,058 $2,058 0.00 $2,012
Ginnie Mae REMIC Trust 2010-125 VF 4.78886% 20-JUN-2040, 4.78%, 06/20/40 GNR 2010-125 38377JYJ6 - - 400.00 $399 $399 0.00 $398
US 10yr Ultra Fut Sep25 SEP 25 UXYU5 FUTURES_USD - -586.00 $-65,934,156 $0 0.00 $0
US 10YR NOTE (CBT)Sep25 SEP 25 TYU5 FUTURES_USD - -236.00 $-26,129,625 $0 0.00 $0
US 5YR NOTE (CBT) Sep25 SEP 25 FVU5 FUTURES_USD - 3,170 $342,657,188 $0 0.00 $0
US ULTRA BOND CBT Sep25 SEP 25 WNU5 FUTURES_USD - -645.00 $-74,719,219 $0 0.00 $0
GNMA II TBA 30yr 5% July Delivery, 5.00%, 07/21/25 G2SF 21H050672 - - -24,500,000 $-23,879,121 $-23,879,121 -0.41 $-23,879,121
UMBS TBA 30yr 3.5% August Delivery, 3.50%, 08/13/25 FNCL 01F032682 - - -95,653,000 $-85,229,788 $-85,229,788 -1.45 $-85,229,788
GNMA II TBA 30yr 4% July Delivery, 4.00%, 07/21/25 G2SF 21H040673 - - -107,413,688 $-99,278,283 $-99,278,283 -1.69 $-99,278,283
GNMA II TBA 30yr 3.5% July Delivery, 3.50%, 07/21/25 G2SF 21H032670 - - -138,246,377 $-124,309,068 $-124,309,068 -2.11 $-124,309,068
UMBS TBA 30yr 5% August Delivery, 5.00%, 08/13/25 FNCL 01F050684 - - -407,666,000 $-396,083,394 $-396,083,394 -6.74 $-396,083,394
UMBS TBA 30yr 4% August Delivery, 4.00%, 08/13/25 FNCL 01F040685 - - -575,916,155 $-530,466,580 $-530,466,580 -9.02 $-530,466,580
UMBS TBA 30yr 4.5% August Delivery, 4.50%, 08/13/25 FNCL 01F042681 - - -665,848,988 $-630,450,458 $-630,450,458 -10.72 $-630,450,458
UMBS TBA 30yr 5.5% August Delivery, 5.50%, 08/13/25 FNCL 01F052680 - - -755,024,239 $-749,683,198 $-749,683,198 -12.75 $-749,683,198
SEGREGATED CASH SEGCASH - $0.00 8,993,153 $8,993,153 $8,993,153 0.15 $8,993,153
ALMSUM ALMSUM - $0.00 - $0 $0 0.00 $0
US DOLLARS USD MD_142224 - - -1,453,071,604 $-1,453,071,604 $-1,453,071,604 -24.71 $-1,453,071,604
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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