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For Institutional Investors in the US

Mortgage-Backed Securities ETF Holdings

Full Portfolio Holdings

(As of September 16, 2025)

Ticker Cusip Underlying Security Strike Price Quantity (Shares/ Par/ Units/ Contracts) Notional Value Market Value Weight % Current Market Value
UMBS TBA 30yr 2.5% October Delivery, 2.50%, 10/14/25 FNCL 01F0226A8 - - 2,052,750,894 $1,746,991,596 $1,746,991,596 27.17 $1,746,991,596
UMBS TBA 30yr 3% October Delivery, 3.00%, 10/14/25 FNCL 01F0306A1 - - 531,345,354 $471,640,733 $471,640,733 7.34 $471,640,733
GNMA II TBA 30yr 5% October Delivery, 5.00%, 10/20/25 G2SF 21H0506A5 - - 364,326,194 $364,825,321 $364,825,321 5.68 $364,825,321
UMBS TBA 30yr 2% October Delivery, 2.00%, 10/14/25 FNCL 01F0206A2 - - 402,248,255 $327,247,861 $327,247,861 5.10 $327,247,861
GNMA II TBA 30yr 5.5% October Delivery, 5.50%, 10/20/25 G2SF 21H0526A1 - - 253,922,000 $256,722,760 $256,722,760 4.00 $256,722,760
GNMA II TBA 30yr 4.5% October Delivery, 4.50%, 10/20/25 G2SF 21H0426A2 - - 259,406,488 $254,413,691 $254,413,691 3.96 $254,413,691
FNMA 30yr Pool#CC0839 6.000% 01-Aug-2055, 6.00%, 08/01/55 FN 3140Y64Z0 - - 197,652,596 $206,815,381 $206,815,381 3.23 $203,824,536
FNMA 30yr Pool#CB9430 5.500% 01-Nov-2054, 5.50%, 11/01/54 FN 3140QVPQ1 - - 188,835,212 $193,954,594 $193,954,594 3.03 $192,387,882
GNMA II TBA 30yr 3% October Delivery, 3.00%, 10/20/25 G2SF 21H0306A7 - - 187,159,962 $169,237,524 $169,237,524 2.64 $169,237,524
Fannie Mae REMIC Trust 2025-12 FC 5.44839% 25-MAR-2055, 5.45%, 03/25/55 FNR 2025-12 3136BVFC7 - - 158,100,735 $158,783,232 $158,783,232 2.48 $158,256,824
FNMA 30yr Pool#FS7252 5.000% 01-Nov-2053, 5.00%, 11/01/53 FN 3140XPBW8 - - 146,477,119 $149,272,200 $149,272,200 2.33 $147,042,774
FNMA 30yr Pool#FA2033 6.000% 01-Jul-2054, 6.00%, 07/01/54 FN 3140W2HK0 - - 139,125,558 $145,535,144 $145,535,144 2.27 $143,513,273
UMBS TBA 30yr 6.5% October Delivery, 6.50%, 10/14/25 FNCL 01F0626A4 - - 137,391,000 $142,161,216 $142,161,216 2.22 $142,161,216
UMBS TBA 30yr 4.5% October Delivery, 4.50%, 10/14/25 FNCL 01F0426A6 - - 141,255,766 $138,442,092 $138,442,092 2.16 $138,442,092
GNMA II TBA 30yr 3.5% October Delivery, 3.50%, 10/20/25 G2SF 21H0326A3 - - 147,859,377 $137,025,720 $137,025,720 2.14 $137,025,720
Fannie Mae Pool|4.5|01/01/2049, 4.50%, 01/01/49 FN 3140W3BY4 - - 120,940,110 $120,568,409 $120,568,409 1.88 $120,371,881
FNMA 30yr Pool#FS1133 4.000% 01-Oct-2051, 4.00%, 10/01/51 FN 3140XGHK8 - - 116,551,838 $114,339,173 $114,339,173 1.78 $112,657,246
FHLMC 30yr Pool#SL0335 5.500% 01-Feb-2055, 5.50%, 02/01/55 FR 31427MLR0 - - 107,286,536 $111,119,082 $111,119,082 1.73 $109,099,343
GNMA II TBA 30yr 4% October Delivery, 4.00%, 10/20/25 G2SF 21H0406A6 - - 114,954,688 $109,430,540 $109,430,540 1.70 $109,430,540
FNMA 30yr Pool#FM7460 4.000% 01-Mar-2051, 4.00%, 03/01/51 FN 3140XBJE1 - - 109,202,257 $107,038,212 $107,038,212 1.66 $105,553,253
Freddie Mac Multiclass Certificates, Series 5544 FC 5.34839% 25-JUN-2055, 5.35%, 06/25/55 FHR 5544 3137HLNP3 - - 91,800,160 $92,329,522 $92,329,522 1.44 $92,029,476
Freddie Mac Pool|4.5|12/01/2048, 4.50%, 12/01/48 FR 31427PW26 - - 85,211,864 $84,949,971 $84,949,971 1.32 $84,811,502
FNMA 30yr Pool#FS9022 5.500% 01-Aug-2054, 5.50%, 08/01/54 FN 3140XRAY1 - - 80,528,027 $82,953,180 $82,953,180 1.29 $81,913,550
FHLMC 30yr Pool#SD1046 4.000% 01-Jul-2052, 4.00%, 07/01/52 FR 3132DNET6 - - 83,389,505 $80,431,738 $80,431,738 1.25 $80,283,490
FHLMC 30yr Pool#RJ4363 5.500% 01-Jun-2055, 5.50%, 06/01/55 FR 3142GUZ55 - - 76,952,676 $80,194,065 $80,194,065 1.25 $79,077,956
FNMA 30yr Pool#FS8993 6.000% 01-Jul-2054, 6.00%, 07/01/54 FN 3140XQ7F8 - - 73,216,131 $78,345,143 $78,345,143 1.22 $75,456,861
FNMA 30yr Pool#FA0574 5.500% 01-Jan-2055, 5.50%, 01/01/55 FN 3140W0T88 - - 72,225,855 $75,024,080 $75,024,080 1.17 $74,211,186
FHLMC 30yr Pool#SL1760 5.000% 01-Jul-2055, 5.00%, 07/01/55 FR 31427N5W5 - - 66,296,933 $67,583,719 $67,583,719 1.05 $67,041,349
FNMA 30yr Pool#FA0573 5.000% 01-Jan-2055, 5.00%, 01/01/55 FN 3140W0T70 - - 63,454,095 $65,023,945 $65,023,945 1.01 $64,237,428
FHLMC 30yr Pool#SL1188 5.500% 01-Apr-2055, 5.50%, 04/01/55 FR 31427NKA6 - - 59,827,149 $61,890,416 $61,890,416 0.96 $61,384,367
FHLMC 30yr Pool#QX7566 5.500% 01-Mar-2055, 5.50%, 03/01/55 FR 31426DMQ2 - - 56,356,703 $57,899,113 $57,899,113 0.90 $57,416,976
Fannie Mae REMIC Trust 2025-9 FA 5.54839% 25-MAR-2055, 5.55%, 03/25/55 FNR 2025-9 3136BVDC9 - - 51,748,241 $52,038,822 $52,038,822 0.81 $51,863,360
FNMA 30yr Pool#CB9613 5.500% 01-Dec-2054, 5.50%, 12/01/54 FN 3140QVVF8 - - 48,400,433 $49,759,611 $49,759,611 0.77 $49,311,020
FHLMC 30yr Pool#SL1146 5.000% 01-Mar-2055, 5.00%, 03/01/55 FR 31427NHY8 - - 47,966,763 $48,936,789 $48,936,789 0.76 $48,105,206
FHLMC 30yr Pool#SD7343 5.500% 01-Jan-2055, 5.50%, 01/01/55 FR 3132DVEQ4 - - 46,507,424 $48,283,276 $48,283,276 0.75 $47,724,936
FNMA 30yr Pool#FS9779 5.500% 01-Nov-2054, 5.50%, 11/01/54 FN 3140XR2M6 - - 43,829,426 $45,675,540 $45,675,540 0.71 $44,954,083
FHLMC 30yr Pool#SL0046 6.000% 01-Jan-2055, 6.00%, 01/01/55 FR 31427MBQ3 - - 41,857,782 $44,187,119 $44,187,119 0.69 $43,139,163
FNMA 30yr Pool#CB9966 5.000% 01-Feb-2055, 5.00%, 02/01/55 FN 3140QWCC4 - - 42,926,662 $43,583,335 $43,583,335 0.68 $43,245,828
FNMA 30yr Pool#FA1951 6.000% 01-Jun-2055, 6.00%, 06/01/55 FN 3140W2EZ0 - - 40,980,146 $42,981,168 $42,981,168 0.67 $42,276,849
FNMA 30yr Pool#FS8121 4.000% 01-Jul-2052, 4.00%, 07/01/52 FN 3140XQAX5 - - 43,964,320 $42,745,923 $42,745,923 0.66 $42,264,124
FNMA 40yr Pool#BF0646 2.500% 01-Jun-2062, 2.50%, 06/01/62 FN 3140FXWG3 - - 49,917,540 $42,681,821 $42,681,821 0.66 $42,076,449
FNMA 30yr Pool#FS8881 4.500% 01-Sep-2053, 4.50%, 09/01/53 FN 3140XQ2P1 - - 41,418,612 $41,776,566 $41,776,566 0.65 $41,157,483
FHLMC 30yr Pool#ZT2413 4.000% 01-Feb-2041, 4.00%, 02/01/41 FR 3132AEVE3 - - 41,792,700 $41,746,520 $41,746,520 0.65 $41,218,098
New Residential Mortgage LLC 6.545% 25-MAR-2032, 6.54%, 03/25/32 NZES 2025-FHT 64832EAA7 - - 40,462,412 $41,226,270 $41,226,270 0.64 $41,064,432
FNMA 30yr Pool#FA1557 6.000% 01-May-2055, 6.00%, 05/01/55 FN 3140W1WT6 - - 38,806,025 $41,071,168 $41,071,168 0.64 $39,993,984
FHLMC 30yr Pool#SD6787 4.000% 01-May-2053, 4.00%, 05/01/53 FR 3132DURG4 - - 41,485,037 $40,348,232 $40,348,232 0.63 $39,867,911
FHLMC 30yr Pool#SL0938 4.000% 01-Jul-2050, 4.00%, 07/01/50 FR 31427NBG3 - - 39,307,507 $39,196,496 $39,196,496 0.61 $38,679,659
FHLMC 30yr Pool#SI2101 4.000% 01-Sep-2048, 4.00%, 09/01/48 FR 3133USKN0 - - 39,844,752 $39,087,204 $39,087,204 0.61 $38,553,371
FNMA 30yr Pool#FA0576 5.500% 01-Jan-2055, 5.50%, 01/01/55 FN 3140W0UA1 - - 36,552,125 $38,208,418 $38,208,418 0.59 $37,530,300
FHLMC 30yr Pool#SL1632 4.000% 01-Nov-2053, 4.00%, 11/01/53 FR 31427NY60 - - 38,618,032 $38,078,978 $38,078,978 0.59 $37,167,705
FNMA 40yr Pool#BF0598 2.500% 01-Mar-2062, 2.50%, 03/01/62 FN 3140FXUY6 - - 44,617,540 $37,902,745 $37,902,745 0.59 $37,612,427
FNMA 30yr Pool#FA2190 4.000% 01-Apr-2053, 4.00%, 04/01/53 FN 3140W2NG2 - - 38,495,983 $37,069,753 $37,069,753 0.58 $37,001,316
FNMA 30yr Pool#CB8694 6.000% 01-Jun-2054, 6.00%, 06/01/54 FN 3140QUUU8 - - 34,579,252 $36,964,434 $36,964,434 0.57 $36,100,099
FNMA 30yr Pool#FS9794 5.000% 01-Nov-2054, 5.00%, 11/01/54 FN 3140XR3C7 - - 35,667,513 $36,571,585 $36,571,585 0.57 $36,107,825
JP MORGAN MORTGAGE TRUST 2 5.777% 55, 5.50%, 11/25/55 JPMMT 2025-5MPR 46593VAD9 - - 33,813,815 $34,281,634 $34,281,634 0.53 $34,043,998
FHLMC 30yr Pool#SL0208 5.000% 01-Dec-2054, 5.00%, 12/01/54 FR 31427MGS4 - - 33,219,802 $34,196,968 $34,196,968 0.53 $33,629,897
FNMA 30yr Pool#FA0635 5.000% 01-Jan-2055, 5.00%, 01/01/55 FN 3140W0V51 - - 33,297,874 $33,690,598 $33,690,598 0.52 $33,393,979
FNMA 30yr Pool#FA2446 4.500% 01-Jul-2053, 4.50%, 07/01/53 FN 3140W2WG2 - - 33,731,811 $33,579,303 $33,579,303 0.52 $33,285,039
FNMA 30yr Pool#FA0603 4.500% 01-Sep-2051, 4.50%, 09/01/51 FN 3140W0U52 - - 33,180,285 $33,454,273 $33,454,273 0.52 $33,057,863
UMBS TBA 30yr 4% September Delivery, 4.00%, 09/15/25 FNCL 01F040693 - - 34,877,000 $33,244,094 $33,244,094 0.52 $33,244,094
FNMA 40yr Pool#BF0698 3.500% 01-Dec-2062, 3.50%, 12/01/62 FN 3140FXX49 - - 35,277,975 $33,099,793 $33,099,793 0.51 $32,350,135
FNMA 30yr Pool#FS9788 5.500% 01-Nov-2054, 5.50%, 11/01/54 FN 3140XR2W4 - - 30,264,572 $31,466,559 $31,466,559 0.49 $30,847,702
FNMA 30yr Pool#BW7371 5.500% 01-Feb-2053, 5.50%, 02/01/53 FN 3140N0FM2 - - 30,283,541 $31,422,899 $31,422,899 0.49 $31,166,462
FHLMC 30yr Pool#SD6982 5.000% 01-Nov-2054, 5.00%, 11/01/54 FR 3132DUXK8 - - 30,226,503 $31,012,846 $31,012,846 0.48 $30,615,895
FNMA 30yr Pool#FS8335 4.500% 01-Jan-2051, 4.50%, 01/01/51 FN 3140XQHM2 - - 30,270,464 $30,640,062 $30,640,062 0.48 $30,158,778
FNMA 30yr Pool#FS3883 4.500% 01-Feb-2053, 4.50%, 02/01/53 FN 3140XKJ50 - - 30,629,872 $30,585,760 $30,585,760 0.48 $30,249,427
FHLMC 30yr Pool#SL1291 4.000% 01-Nov-2054, 4.00%, 11/01/54 FR 31427NNH8 - - 31,208,840 $30,388,204 $30,388,204 0.47 $30,036,771
FNMA 30yr Pool#FA1798 4.000% 01-Aug-2052, 4.00%, 08/01/52 FN 3140W17L1 - - 30,228,303 $29,742,289 $29,742,289 0.46 $29,107,051
NRM MSR-Collateralized Notes, Series 2024-FNT1 A 7.398% 25-NOV-2029, 7.40%, 11/25/31 NZES 2024-FNT1 62956YAA7 - - 28,470,261 $28,898,442 $28,898,442 0.45 $28,769,728
FHLMC 30yr Pool#SL0367 4.500% 01-Dec-2054, 4.50%, 12/01/54 FR 31427MMR9 - - 29,107,243 $28,827,095 $28,827,095 0.45 $28,614,849
FNMA 30yr Pool#FS8681 4.500% 01-Oct-2050, 4.50%, 10/01/50 FN 3140XQUF2 - - 28,427,309 $28,798,081 $28,798,081 0.45 $28,322,423
UMBS TBA 30yr 6% October Delivery, 6.00%, 10/14/25 FNCL 01F0606A8 - - 26,800,000 $27,435,964 $27,435,964 0.43 $27,435,964
FHLMC 30yr Pool#SD3271 5.500% 01-Jun-2053, 5.50%, 06/01/53 FR 3132DQT48 - - 25,926,400 $26,878,344 $26,878,344 0.42 $26,660,342
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-HQA3 M2 6.44839% 25-SEP-2041, 6.45%, 09/25/41 STACR 2021-HQA3 35564KJP5 - - 26,457,865 $26,765,553 $26,765,553 0.42 $26,656,552
FNMA 30yr Pool#FS6257 4.000% 01-Jun-2053, 4.00%, 06/01/53 FN 3140XM5T9 - - 25,988,558 $25,338,858 $25,338,858 0.39 $24,900,227
METRONET INFRASTRUCTURE ISSU 5.4% 55, 5.40%, 08/20/55 MNET 2025-2A 59170JAX6 - - 24,600,000 $25,160,922 $25,160,922 0.39 $25,039,152
FNMA 30yr Pool#FS9239 4.500% 01-Jan-2051, 4.50%, 01/01/51 FN 3140XRHR9 - - 24,713,691 $24,966,749 $24,966,749 0.39 $24,622,507
FNMA 30yr Pool#FS9771 4.000% 01-Oct-2052, 4.00%, 10/01/52 FN 3140XR2D6 - - 24,905,279 $24,237,089 $24,237,089 0.38 $23,911,991
FNMA 30yr Pool#CB9642 5.000% 01-Dec-2054, 5.00%, 12/01/54 FN 3140QVWC4 - - 23,258,725 $23,765,241 $23,765,241 0.37 $23,519,886
FNMA 30yr Pool#FM7840 4.000% 01-Apr-2050, 4.00%, 04/01/50 FN 3140XBWA4 - - 23,672,565 $23,290,362 $23,290,362 0.36 $22,881,544
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2025-HQA1 M2 5.99839% 25-FEB-2045, 6.00%, 02/25/45 STACR 2025-HQA1 35564NHA4 - - 23,060,148 $23,177,347 $23,177,347 0.36 $23,088,973
FHLMC 30yr Pool#SD6989 5.500% 01-Nov-2054, 5.50%, 11/01/54 FR 3132DUXS1 - - 21,933,230 $22,873,333 $22,873,333 0.36 $22,355,834
FNMA 30yr Pool#FS4781 4.000% 01-Oct-2051, 4.00%, 10/01/51 FN 3140XLJ33 - - 23,246,235 $22,785,470 $22,785,470 0.35 $22,469,460
PRET 2025-RPL3 Trust A1 4.15% 25-APR-2065, 4.15%, 04/25/65 PRET 2025-RPL3 69382RAA1 - - 23,283,403 $22,731,411 $22,731,411 0.35 $22,607,944
FNMA 30yr Pool#FS7225 4.000% 01-Aug-2051, 4.00%, 08/01/51 FN 3140XPA33 - - 22,824,550 $22,590,026 $22,590,026 0.35 $22,084,799
FNMA 30yr Pool#CC0679 4.500% 01-Jul-2055, 4.50%, 07/01/55 FN 3140Y6XH8 - - 22,736,565 $22,397,818 $22,397,818 0.35 $22,352,345
GNMA II TBA 30yr 2.5% October Delivery, 2.50%, 10/20/25 G2SF 21H0226A4 - - 25,296,414 $22,009,777 $22,009,777 0.34 $22,009,777
FNMA 40yr Pool#BF0807 3.500% 01-Apr-2064, 3.50%, 04/01/64 FN 3140FX3R1 - - 23,379,013 $21,858,796 $21,858,796 0.34 $21,424,172
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-DNA6 B2 11.84839% 25-OCT-2041, 11.85%, 10/25/41 STACR 2021-DNA6 35564KLV9 - - 19,937,000 $21,506,197 $21,506,197 0.33 $20,955,705
FNMA 40yr Pool#BF0713 4.000% 01-Mar-2063, 4.00%, 03/01/63 FN 3140FXYK2 - - 22,034,214 $21,478,467 $21,478,467 0.33 $20,898,150
FNMA 40yr Pool#BF0226 3.500% 01-Jan-2058, 3.50%, 01/01/58 FN 3140FXHC9 - - 22,595,114 $21,476,917 $21,476,917 0.33 $21,139,941
FNMA 30yr Pool#CB7112 5.500% 01-Sep-2053, 5.50%, 09/01/53 FN 3140QS3W9 - - 20,546,000 $21,427,360 $21,427,360 0.33 $21,112,888
FNMA 30yr Pool#FS9880 4.500% 01-Sep-2054, 4.50%, 09/01/54 FN 3140XR6S9 - - 21,578,763 $21,371,625 $21,371,625 0.33 $21,213,725
FNMA 30yr Pool#FS6382 4.000% 01-Aug-2051, 4.00%, 08/01/51 FN 3140XNCU6 - - 21,579,063 $21,203,261 $21,203,261 0.33 $20,879,679
FHLMC 30yr Pool#QJ9063 5.000% 01-Nov-2054, 5.00%, 11/01/54 FR 3133D1B81 - - 20,736,178 $21,021,449 $21,021,449 0.33 $20,828,528
Finance of America Structured Securities Trust, 2025-S1 A1 3.5% 25-FEB-2075, 3.50%, 02/25/75 FASST 2025-S1 31741BAB0 - - 21,360,728 $20,726,662 $20,726,662 0.32 $20,680,974
FNMA 30yr Pool#FA0654 4.500% 01-Dec-2054, 4.50%, 12/01/54 FN 3140W0WQ4 - - 20,513,552 $20,318,007 $20,318,007 0.32 $20,166,535
FHLMC 30yr Pool#SL0850 4.000% 01-Jul-2049, 4.00%, 07/01/49 FR 31427M5L1 - - 20,188,834 $20,201,087 $20,201,087 0.31 $19,882,102
FINANCE OF AMERICA STRUC 3.28125% 74, 3.50%, 04/25/74 FASST 2024-S3 31739WAB8 - - 20,581,075 $20,058,713 $20,058,713 0.31 $20,014,692
FNMA 30yr Pool#FS5028 4.000% 01-Oct-2051, 4.00%, 10/01/51 FN 3140XLSS8 - - 20,289,794 $19,848,868 $19,848,868 0.31 $19,611,808
FNMA 30yr Pool#FS9116 6.000% 01-Sep-2054, 6.00%, 09/01/54 FN 3140XRDW2 - - 17,572,470 $19,124,849 $19,124,849 0.30 $18,110,411
FNMA 30yr Pool#FS2863 4.000% 01-Sep-2052, 4.00%, 09/01/52 FN 3140XJFD0 - - 19,527,376 $19,122,554 $19,122,554 0.30 $18,797,025
FNMA 30yr Pool#FS8709 4.500% 01-Jan-2051, 4.50%, 01/01/51 FN 3140XQVB0 - - 18,744,053 $19,121,918 $19,121,918 0.30 $18,674,894
FNMA 30yr Pool#FS9476 4.000% 01-Jun-2053, 4.00%, 06/01/53 FN 3140XRQ65 - - 19,807,511 $19,120,328 $19,120,328 0.30 $18,971,913
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA2 M2 8.09839% 25-FEB-2042, 8.10%, 02/25/42 STACR 2022-DNA2 35564KRN1 - - 18,101,929 $18,853,667 $18,853,667 0.29 $18,760,008
FNMA 30yr Pool#FA1549 5.500% 01-May-2055, 5.50%, 05/01/55 FN 3140W1WK5 - - 17,818,249 $18,454,157 $18,454,157 0.29 $18,301,546
FNMA 30yr Pool#CB4128 4.500% 01-Jul-2052, 4.50%, 07/01/52 FN 3140QPSS7 - - 18,119,608 $18,278,141 $18,278,141 0.28 $17,908,522
FNMA 30yr Pool#DA1525 6.000% 01-Oct-2053, 6.00%, 10/01/53 FN 3140A1VT1 - - 17,241,044 $18,172,881 $18,172,881 0.28 $17,771,267
Structured Agency Credit Risk (STACR) Debt Notes, Series 2024-HQA2 M2 6.14839% 25-AUG-2044, 6.15%, 08/25/44 STACR 2024-HQA2 35564NEC3 - - 18,000,000 $18,142,079 $18,142,079 0.28 $18,071,372
FNMA 30yr Pool#CB8221 5.500% 01-Mar-2054, 5.50%, 03/01/54 FN 3140QUD37 - - 17,236,868 $17,777,308 $17,777,308 0.28 $17,550,382
FHLMC 30yr Pool#QH3192 6.000% 01-Oct-2053, 6.00%, 10/01/53 FR 3133CFRM3 - - 16,803,554 $17,539,591 $17,539,591 0.27 $17,389,293
Homeward Opportunities Fund Trust 2024-RTL1 A1 7.12% 25-JUL-2029, 7.12%, 07/25/29 HOF 43789FAA1 - - 17,261,000 $17,410,669 $17,410,669 0.27 $17,335,564
FNMA 30yr Pool#FM4738 4.000% 01-Sep-2050, 4.00%, 09/01/50 FN 3140X8HQ3 - - 17,803,471 $17,266,853 $17,266,853 0.27 $17,135,250
FHLMC 30yr Pool#SD5963 6.000% 01-Jul-2054, 6.00%, 07/01/54 FR 3132DTTU4 - - 15,786,949 $17,248,756 $17,248,756 0.27 $16,270,231
FNMA 40yr Pool#BF0806 3.500% 01-Apr-2064, 3.50%, 04/01/64 FN 3140FX3Q3 - - 18,445,509 $17,127,449 $17,127,449 0.27 $16,940,349
Huntington Bank Auto Credit-Linked Notes, Series 2024-2 B1 5.442% 20-OCT-2032, 5.44%, 10/20/32 HACLN 2024-2 44644NAG4 - - 16,629,092 $16,864,460 $16,864,460 0.26 $16,796,588
FNMA 40yr Pool#BF0801 2.500% 01-Apr-2064, 2.50%, 04/01/64 FN 3140FX3K6 - - 19,689,442 $16,666,192 $16,666,192 0.26 $16,574,102
PRPM 2025-RCF3 LLC 5.25% 55, 5.25%, 07/25/55 PRPM 2025-RCF3 69392PAA3 - - 16,363,321 $16,563,493 $16,563,493 0.26 $16,453,722
FHLMC 30yr Pool#SL0644 4.500% 01-Mar-2053, 4.50%, 03/01/53 FR 31427MWE7 - - 16,184,857 $16,463,355 $16,463,355 0.26 $15,986,949
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2025-HQA1 M1 5.49839% 25-FEB-2045, 5.50%, 02/25/45 STACR 2025-HQA1 35564NGZ0 - - 15,769,539 $15,832,812 $15,832,812 0.25 $15,777,415
Vontive Mortgage Trust 2025-RTL1 A1 6.507% 25-MAR-2030, 6.51%, 03/25/30 VNTV 2025-RTL1 928884AA3 - - 15,444,000 $15,804,035 $15,804,035 0.25 $15,742,622
RCKT Mortgage Trust 2025-CES7 A1A 5.377% 25-JUL-2055, 5.38%, 07/25/55 RCKT 2025-CES7 74943AAA0 - - 15,271,272 $15,536,923 $15,536,923 0.24 $15,416,619
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 $15,508,976 $15,508,976 0.24 $15,364,336
FNMA 30yr Pool#FA0122 4.500% 01-Dec-2054, 4.50%, 12/01/54 FN 3140W0D44 - - 15,567,747 $15,416,849 $15,416,849 0.24 $15,304,395
PRET 2025-RPL1 Trust A1 4.0% 25-JUL-2069, 4.00%, 07/25/69 PRET 2025-RPL1 69392FAA5 - - 15,701,474 $15,322,620 $15,322,620 0.24 $15,242,368
PRPM 2025-5 0%30, 5.73%, 07/25/30 PRPM 2025-5 69392RAA9 - - 15,207,813 $15,318,574 $15,318,574 0.24 $15,207,247
FNMA 30yr Pool#FS9909 5.000% 01-Nov-2054, 5.00%, 11/01/54 FN 3140XSAK9 - - 14,779,373 $15,099,591 $15,099,591 0.23 $14,961,822
Vista Point Securitization Trust 2025-CES2 A1 5.601% 25-AUG-2055, 5.60%, 08/25/55 VSTA 2025-CES2 92842UAA0 - - 14,872,308 $15,088,477 $15,088,477 0.23 $14,982,039
Connecticut Avenue Securities, Series 2021-R03 1M2 5.99839% 25-DEC-2041, 6.00%, 12/25/41 CAS 2021-R03 20754AAB9 - - 14,835,000 $14,993,366 $14,993,366 0.23 $14,936,514
FHLMC 30yr Pool#SD6558 6.000% 01-Sep-2054, 6.00%, 09/01/54 FR 3132DUJB4 - - 13,822,689 $14,810,504 $14,810,504 0.23 $14,245,839
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-DNA7 M2 6.14839% 25-NOV-2041, 6.15%, 11/25/41 STACR 2021-DNA7 35564KMH9 - - 14,550,000 $14,710,794 $14,710,794 0.23 $14,653,640
FNMA 30yr Pool#FS8717 6.000% 01-Jul-2054, 6.00%, 07/01/54 FN 3140XQVK0 - - 13,712,795 $14,533,392 $14,533,392 0.23 $14,132,581
Galaxy XXVI CLO Ltd., 8.25%, 07/31/26 GLXYT 2025-1 362922AA4 - - 14,175,908 $14,398,440 $14,398,440 0.22 $14,251,693
GS Mortgage-Backed Securities Trust 2025-RPL3 A1 4.1% 25-JUL-2065, 4.10%, 07/25/65 GSMBS 2025-RPL3 362963AA8 - - 14,522,769 $14,294,529 $14,294,529 0.22 $14,218,446
CONNECTICUT AVENUE SECUR 5.55001% 45, 5.55%, 07/25/45 CAS 2025-R05 20753CAB6 - - 14,214,337 $14,292,497 $14,292,497 0.22 $14,242,110
Chase Mortgage Reference Notes, Series 2020-CL1 M1 6.68703% 25-OCT-2057, 6.69%, 10/25/57 CHASE 2020-CL1 46591HAG5 - - 13,793,521 $14,241,499 $14,241,499 0.22 $14,182,570
FINANCE OF AMER STR TR 2024-S2 A1, 3.50%, 04/25/74 FASST 2024-S2 31739VAA2 - - 14,544,871 $14,231,807 $14,231,807 0.22 $14,200,697
FHLMC 30yr Pool#SD1143 4.500% 01-Sep-2050, 4.50%, 09/01/50 FR 3132DNHU0 - - 13,993,677 $14,160,562 $14,160,562 0.22 $13,942,046
BMP Commercial Mortgage Trust 2024-MF23 A 5.73504% 15-JUN-2041, 5.52%, 06/15/41 BMP 2024-MF23 05593JAA8 - - 14,000,000 $14,022,285 $14,022,285 0.22 $14,017,990
FNMA 30yr Pool#FM5350 4.500% 01-Sep-2050, 4.50%, 09/01/50 FN 3140X85L7 - - 13,620,731 $13,718,125 $13,718,125 0.21 $13,534,858
FNMA 30yr Pool#FA0470 6.000% 01-Jan-2055, 6.00%, 01/01/55 FN 3140W0QY4 - - 12,933,764 $13,647,137 $13,647,137 0.21 $13,329,702
Foundation Finance Trust 2025-2 B 4.94% 15-APR-2052, 4.94%, 04/15/52 FFIN 2025-2A 35042NAB1 - - 13,050,000 $13,221,618 $13,221,618 0.21 $13,218,037
FIGRE TRUST 2025-HE4 FLTG 2055 C, 5.71%, 07/25/55 FIGRE 2025-HE4 31684PAC6 - - 12,950,457 $13,141,799 $13,141,799 0.20 $13,047,328
FNMA 40yr Pool#BF0731 2.500% 01-Jun-2063, 2.50%, 06/01/63 FN 3140FXY55 - - 15,397,513 $13,132,845 $13,132,845 0.20 $12,971,714
FHLMC 30yr Pool#SD5994 4.500% 01-Sep-2050, 4.50%, 09/01/50 FR 3132DTUT5 - - 12,984,878 $13,128,388 $13,128,388 0.20 $12,936,968
FNMA 30yr Pool#DE6043 6.000% 01-Aug-2055, 6.00%, 08/01/55 FN 3140BJWD5 - - 12,507,271 $13,009,187 $13,009,187 0.20 $12,892,872
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 $12,651,991 $12,651,991 0.20 $12,532,723
Homeward Opportunities Fund Trust 2025-RRTL1 A1 5.476% 25-MAR-2040, 5.48%, 03/25/40 HOF 2025-RRTL1 437919AA1 - - 12,500,000 $12,607,859 $12,607,859 0.20 $12,566,029
RCKT Mortgage Trust 2024-CES7 A1A 5.158% 25-OCT-2044, 5.16%, 10/25/44 RCKT 2024-CES7 749414AA6 - - 12,490,072 $12,601,307 $12,601,307 0.20 $12,518,988
FHLMC 30yr Pool#SL0509 4.500% 01-Jan-2055, 4.50%, 01/01/55 FR 31427MR78 - - 12,716,519 $12,598,826 $12,598,826 0.20 $12,501,400
FNMA 30yr Pool#FS7541 4.000% 01-Jun-2052, 4.00%, 06/01/52 FN 3140XPLX5 - - 12,790,599 $12,503,219 $12,503,219 0.19 $12,363,200
FHLMC 30yr Pool#QG6755 5.500% 01-Jun-2053, 5.50%, 06/01/53 FR 3133C7QG5 - - 11,840,432 $12,300,579 $12,300,579 0.19 $12,183,620
FHLMC 30yr Pool#SD1436 4.500% 01-Aug-2052, 4.50%, 08/01/52 FR 3132DNSZ7 - - 12,325,118 $12,250,073 $12,250,073 0.19 $12,155,161
Ally Bank Auto Credit-Linked Notes, Series 2025-A C 4.844% 15-JUN-2033, 4.84%, 06/15/33 ABCLN 2025-A 02007G5F6 - - 12,160,750 $12,202,240 $12,202,240 0.19 $12,198,968
PRET 2025-NPL4 A1 6.3677% 25-MAY-2055, 6.37%, 04/25/55 PRET 2025-NPL4 74136UAA3 - - 12,082,130 $12,200,293 $12,200,293 0.19 $12,153,277
TOWD POINT MORTGAGE TRUST 6.125% 65, 5.67%, 08/25/65 TPMT 2025-CES3 891949AC3 - - 11,840,000 $12,066,366 $12,066,366 0.19 $11,980,631
FIGRE Trust 2025-HE3 A 5.56% 25-MAY-2055, 5.56%, 05/25/55 FIGRE 2025-HE3 31684LAA9 - - 11,813,809 $12,064,268 $12,064,268 0.19 $11,980,338
FNMA 30yr Pool#BY4134 5.500% 01-Jul-2053, 5.50%, 07/01/53 FN 3140NLSY6 - - 11,089,232 $11,995,287 $11,995,287 0.19 $11,295,885
FHLMC 30yr Pool#SD5224 6.000% 01-Mar-2054, 6.00%, 03/01/54 FR 3132DSYV8 - - 10,983,038 $11,833,194 $11,833,194 0.18 $11,319,166
FNMA 30yr Pool#FS6236 6.500% 01-Nov-2053, 6.50%, 11/01/53 FN 3140XM4W3 - - 11,060,081 $11,802,209 $11,802,209 0.18 $11,523,849
FNMA 40yr Pool#BF0783 3.500% 01-Dec-2063, 3.50%, 12/01/63 FN 3140FX2R2 - - 12,774,773 $11,784,012 $11,784,012 0.18 $11,712,547
FNMA 30yr Pool#FS7117 6.500% 01-Feb-2054, 6.50%, 02/01/54 FN 3140XN4B7 - - 10,704,226 $11,638,910 $11,638,910 0.18 $11,153,072
FNMA 30yr Pool#FS5818 4.500% 01-Oct-2050, 4.50%, 10/01/50 FN 3140XMPC4 - - 11,544,579 $11,571,685 $11,571,685 0.18 $11,471,794
FHLMC 30yr Pool#QH3306 6.000% 01-Oct-2053, 6.00%, 10/01/53 FR 3133CFU72 - - 11,004,107 $11,484,088 $11,484,088 0.18 $11,387,689
FNMA 30yr Pool#FS5362 4.500% 01-Dec-2050, 4.50%, 12/01/50 FN 3140XL5Y0 - - 11,304,137 $11,419,691 $11,419,691 0.18 $11,232,869
Huntington Bank Auto Credit-Linked Notes, Series 2024-1 B1 6.153% 20-MAY-2032, 6.15%, 05/20/32 HACLN 2024-1 44644NAA7 - - 11,214,349 $11,417,827 $11,417,827 0.18 $11,366,076
FNMA 30yr Pool#FS7613 4.500% 01-May-2052, 4.50%, 05/01/52 FN 3140XPN70 - - 11,144,092 $11,238,885 $11,238,885 0.17 $11,102,974
FHLMC 30yr Pool#SL0869 4.500% 01-May-2053, 4.50%, 05/01/53 FR 31427M6F3 - - 10,618,095 $11,018,019 $11,018,019 0.17 $10,457,721
FNMA 30yr Pool#BX0421 5.500% 01-Nov-2052, 5.50%, 11/01/52 FN 3140N4PF8 - - 10,431,960 $10,961,555 $10,961,555 0.17 $10,671,259
FHLMC 30yr Pool#RA7104 4.500% 01-Feb-2051, 4.50%, 02/01/51 FR 3133KN3M3 - - 10,708,924 $10,735,575 $10,735,575 0.17 $10,631,740
FNMA 30yr Pool#FS6662 4.000% 01-Oct-2051, 4.00%, 10/01/51 FN 3140XNML5 - - 10,769,398 $10,554,585 $10,554,585 0.16 $10,409,537
Freddie Mac Stacr Remic Trust 2025-Dna3|5.47041|09/25/2045, 5.47%, 09/25/45 STACR 2025-DNA3 35564UAR8 - - 10,437,000 $10,443,987 $10,443,987 0.16 $10,442,401
FHLMC 30yr Pool#QH1500 6.000% 01-Sep-2053, 6.00%, 09/01/53 FR 3133CDUZ5 - - 10,007,338 $10,409,490 $10,409,490 0.16 $10,315,099
FIGRE TRUST 2025-HE4 5.408% 55, 5.41%, 07/25/55 FIGRE 2025-HE4 31684PAA0 - - 10,179,884 $10,366,802 $10,366,802 0.16 $10,296,457
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-HQA4 M2 6.69839% 25-DEC-2041, 6.70%, 12/25/41 STACR 2021-HQA4 35564KNS4 - - 10,089,878 $10,259,278 $10,259,278 0.16 $10,216,098
FIGRE TRUST 2025 HE4 FLTG 2055 B, 5.61%, 07/25/55 FIGRE 2025-HE4 31684PAB8 - - 10,026,394 $10,192,713 $10,192,713 0.16 $10,120,867
Connecticut Avenue Securities Trust 2022-R01 1B2 10.34839% 25-DEC-2041, 10.35%, 12/25/41 CAS 2022-R01 20754LAJ8 - - 9,700,000 $10,191,722 $10,191,722 0.16 $10,127,590
LHOME Mortgage Trust 2024-RTL3 A1 6.9% 25-MAY-2029, 6.90%, 05/25/29 LHOME 2024-RTL3 50205GAA0 - - 9,960,000 $10,123,657 $10,123,657 0.16 $10,081,659
Connecticut Avenue Securities Trust 2024-R05 2M2 6.04839% 25-JUL-2044, 6.05%, 07/25/44 CAS 2024-R05 20754XAC7 - - 10,060,000 $10,116,966 $10,116,966 0.16 $10,078,092
FNMA 30yr Pool#FS2144 3.500% 01-Jun-2052, 3.50%, 06/01/52 FN 3140XHL21 - - 10,506,051 $10,035,333 $10,035,333 0.16 $9,872,732
A&D Mortgage Trust 2025-NQM2 A1 5.79% 25-JUN-2070, 5.79%, 06/25/70 ADMT 2025-NQM2 00250EAC0 - - 9,819,614 $10,000,032 $10,000,032 0.16 $9,927,383
RCKT Mortgage Trust 2024-CES9 A1B 5.683% 25-DEC-2044, 5.68%, 12/25/44 RCKT 2024-CES9 749426AB8 - - 9,742,549 $9,877,328 $9,877,328 0.15 $9,806,582
FHLMC 30yr Pool#QH4373 6.000% 01-Nov-2053, 6.00%, 11/01/53 FR 3133CG2E6 - - 9,431,281 $9,844,629 $9,844,629 0.15 $9,760,038
Rithm Capital Corp. 8.0% 01-APR-2029, 8.00%, 04/01/29 RITM 64828TAB8 - - 9,213,000 $9,806,225 $9,806,225 0.15 $9,466,368
FHLMC 30yr Pool#RJ1754 4.500% 01-Jun-2054, 4.50%, 06/01/54 FR 3142GR5Q9 - - 9,850,695 $9,755,635 $9,755,635 0.15 $9,684,055
FNMA 30yr Pool#DA0026 6.000% 01-Sep-2053, 6.00%, 09/01/53 FN 3140A0A41 - - 9,207,312 $9,574,209 $9,574,209 0.15 $9,490,469
RCKT Mortgage Trust 2025-CES7 A1B 5.478% 25-JUL-2055, 5.48%, 07/25/55 RCKT 2025-CES7 74943AAB8 - - 9,422,853 $9,570,189 $9,570,189 0.15 $9,504,233
Saluda Grade Alternative Mortgage Trust 2023-RTL3 A1 7.0% 25-APR-2029, 7.00%, 04/25/29 GRADE 2023-RTL3 79583YAA2 - - 9,488,370 $9,522,551 $9,522,551 0.15 $9,437,683
Brean Asset Backed Securities Trust 2024-RM8 A1 4.5% 25-MAY-2064, 4.50%, 05/25/64 BABS 2024-RM8 10637YAA3 - - 9,586,968 $9,475,089 $9,475,089 0.15 $9,448,725
FNMA 30yr Pool#FA1287 4.500% 01-Jul-2053, 4.50%, 07/01/53 FN 3140W1ND1 - - 9,451,400 $9,414,211 $9,414,211 0.15 $9,324,387
LHOME Mortgage Trust 2024-RTL5 A2 5.751% 25-SEP-2039, 5.75%, 09/25/39 LHOME 2024-RTL5 50205WAB3 - - 9,325,000 $9,409,664 $9,409,664 0.15 $9,376,892
RCKT MORTGAGE TR 2025-CES8 A1A, 5.15%, 08/25/55 RCKT 2025-CES8 74939WAA8 - - 9,300,000 $9,400,100 $9,400,100 0.15 $9,338,928
CONNECTICUT AVENUE SECUR 5.95001% 45, 5.95%, 07/25/45 CAS 2025-R05 20753CAC4 - - 9,254,000 $9,291,401 $9,291,401 0.14 $9,256,233
RCKT Mortgage Trust 2025-CES6 A1A 5.472% 25-JUN-2055, 5.47%, 06/25/55 RCKT 2025-CES6 748949AA2 - - 9,126,432 $9,287,402 $9,287,402 0.14 $9,223,590
FHLMC 30yr Pool#SD7417 5.500% 01-Jan-2055, 5.50%, 01/01/55 FR 3132DVG25 - - 8,848,813 $9,233,904 $9,233,904 0.14 $9,091,383
Alterna Funding III A 6.26% 15-MAY-2039, 6.26%, 05/16/39 TAX 2024-1A 02157JAA3 - - 8,843,088 $8,865,148 $8,865,148 0.14 $8,862,073
FNMA 30yr Pool#FA0787 4.500% 01-Jan-2055, 4.50%, 01/01/55 FN 3140W02V6 - - 8,947,934 $8,860,300 $8,860,300 0.14 $8,796,567
Fannie Mae REMIC Trust 2022-65 FB 5.14839% 25-SEP-2052, 5.15%, 09/25/52 FNR 2022-65 3136BPCQ2 - - 8,703,522 $8,651,359 $8,651,359 0.13 $8,623,975
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 $8,440,858 $8,440,858 0.13 $8,358,988
PRPM 2025-RPL4 A1, 3.00%, 05/25/55 PRPM 2025-RPL4 74448NAA2 - - 8,863,211 $8,379,435 $8,379,435 0.13 $8,345,459
RCKT Mortgage Trust 2024-CES1 A1B 6.325% 25-FEB-2044, 6.33%, 02/25/44 RCKT 2024-CES1 749424AB3 - - 8,056,910 $8,195,752 $8,195,752 0.13 $8,130,636
ACHM Trust 2024-HE1 A 6.55% 25-MAY-2039, 6.55%, 05/25/39 ACHM 2024-HE1 00449TAA3 - - 8,036,838 $8,187,506 $8,187,506 0.13 $8,155,336
FHLMC 30yr Pool#QX0520 5.500% 01-Dec-2054, 5.50%, 12/01/54 FR 31425USJ5 - - 7,854,739 $8,071,140 $8,071,140 0.13 $8,005,447
Structured Agency Credit Risk (STACR) Debt Notes, Series 2024-HQA1 M1 5.59839% 25-MAR-2044, 5.60%, 03/25/44 STACR 2024-HQA1 M1 35564NBX0 - - 7,960,993 $7,995,683 $7,995,683 0.12 $7,967,209
COOPR Residential Mortgage Trust 2025-CES3|4.84|09/25/2060, 4.84%, 09/25/60 COOPR 2025-CES3 216926AA3 - - 7,961,457 $7,981,639 $7,981,639 0.12 $7,963,443
Ally Bank Auto Credit-Linked Notes, Series 2025-A D 4.991% 15-JUN-2033, 4.99%, 06/15/33 ABCLN 2025-A 02007G5G4 - - 7,899,608 $7,911,580 $7,911,580 0.12 $7,909,390
PRPM 2025-RCF3, LLC, 5.77%, 08/25/28 PRPM 2025-6 69395KAA1 - - 7,712,000 $7,814,346 $7,814,346 0.12 $7,719,103
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 $7,808,033 $7,808,033 0.12 $7,805,428
RCKT MORTGAGE TRUST 2025 5.24863% 55, 5.25%, 08/25/55 RCKT 2025-CES8 74939WAB6 - - 7,653,000 $7,739,191 $7,739,191 0.12 $7,687,865
Mello Mortgage Capital Acceptance 2024-SD1 A1 4.0% 25-APR-2054, 4.00%, 04/25/54 MELLO 58550DAA1 - - 7,675,625 $7,573,625 $7,573,625 0.12 $7,554,863
Connecticut Avenue Securities Trust 2025-R01 1M2 5.84839% 25-JAN-2045, 5.85%, 01/25/45 CAS 2025-R01 20755JAC7 - - 7,526,000 $7,562,743 $7,562,743 0.12 $7,534,616
FNMA 30yr Pool#DB4017 6.000% 01-May-2054, 6.00%, 05/01/54 FN 3140ADPB1 - - 6,947,281 $7,516,763 $7,516,763 0.12 $7,159,956
FNMA 30yr Pool#FS7397 6.000% 01-Mar-2054, 6.00%, 03/01/54 FN 3140XPGF0 - - 7,060,334 $7,413,045 $7,413,045 0.12 $7,276,470
FHLMC 30yr Pool#SD5223 6.000% 01-Apr-2054, 6.00%, 04/01/54 FR 3132DSYU0 - - 6,892,127 $7,356,772 $7,356,772 0.11 $7,103,113
FNMA 30yr Pool#DD5556 6.000% 01-Mar-2055, 6.00%, 03/01/55 FN DD5556 MTGE 3140B6E68 - - 6,741,060 $7,199,498 $7,199,498 0.11 $6,948,887
FHLMC 30yr Pool#QG3912 5.500% 01-Jun-2053, 5.50%, 06/01/53 FR 3133C4KZ6 - - 6,875,075 $7,091,811 $7,091,811 0.11 $7,035,312
Brean Asset Backed Securities Trust 2024-RM9 A1 5.0% 25-SEP-2064, 5.00%, 09/25/64 BABS 2024-RM9 10638DAA8 - - 6,933,850 $6,931,324 $6,931,324 0.11 $6,910,137
LHOME Mortgage Trust 2024-RTL4 A2 6.092% 25-JUL-2039, 6.09%, 07/25/39 LHOME 2024-RTL4 50205PAB8 - - 6,870,000 $6,922,879 $6,922,879 0.11 $6,897,303
Huntington Bank Auto Credit-Linked Notes, Series 2025-1 B 4.957% 20-MAR-2033, 4.96%, 03/21/33 HACLN 2025-1 446438SX2 - - 6,691,853 $6,743,421 $6,743,421 0.10 $6,718,542
FHLMC 30yr Pool#QH7040 6.000% 01-Dec-2053, 6.00%, 12/01/53 FR 3133CKZD3 - - 6,484,137 $6,741,940 $6,741,940 0.10 $6,683,547
FNMA 30yr Pool#FM4129 4.000% 01-Sep-2050, 4.00%, 09/01/50 FN 3140X7ST7 - - 6,801,043 $6,658,195 $6,658,195 0.10 $6,573,785
FNMA 30yr Pool#DA1456 5.500% 01-Sep-2053, 5.50%, 09/01/53 FN 3140A1TN7 - - 6,335,756 $6,607,086 $6,607,086 0.10 $6,453,310
PRET 2025-RPL2 Trust A1 4.0% 25-FEB-2065, 4.00%, 08/25/64 PRET 2025-RPL2 69392LAA2 - - 6,702,258 $6,597,031 $6,597,031 0.10 $6,562,775
Connecticut Avenue Securities Trust 2025-R04 25-MAY-2045, 5.55%, 05/25/45 CAS 2025-R04 20755TAB7 - - 6,509,396 $6,539,740 $6,539,740 0.10 $6,516,666
FNMA 30yr Pool#BY0337 6.500% 01-May-2053, 6.50%, 05/01/53 FN 3140NGLT5 - - 5,883,320 $6,503,546 $6,503,546 0.10 $6,120,201
LHOME Mortgage Trust 2024-RTL1 A1 7.017% 25-JAN-2029, 7.02%, 01/25/29 LHOME 2024-RTL1 50205DAA7 - - 6,341,000 $6,406,911 $6,406,911 0.10 $6,379,720
FNMA 30yr Pool#DC7015 5.500% 01-Dec-2054, 5.50%, 12/01/54 FN 3140AUYM9 - - 6,106,717 $6,378,120 $6,378,120 0.10 $6,223,886
PRPM 2025-RPL3 A1 3.25% 25-APR-2055, 3.25%, 04/25/55 PRPM 2025-RPL3 69392NAA8 - - 6,467,246 $6,312,577 $6,312,577 0.10 $6,285,720
FHLMC 30yr Pool#SD3018 5.500% 01-May-2053, 5.50%, 05/01/53 FR 3132DQK70 - - 5,994,831 $6,271,849 $6,271,849 0.10 $6,112,353
FNMA 30yr Pool#FM7479 4.500% 01-Jan-2050, 4.50%, 01/01/50 FN 3140XBJZ4 - - 6,166,025 $6,207,062 $6,207,062 0.10 $6,143,275
FNMA 30yr Pool#DA1468 6.000% 01-Sep-2053, 6.00%, 09/01/53 FN 3140A1T23 - - 5,932,677 $6,192,208 $6,192,208 0.10 $6,139,479
Connecticut Avenue Securities Trust 2025-R01 1M1 5.44839% 25-JAN-2045, 5.45%, 01/25/45 CAS 2025-R01 20755JAB9 - - 6,161,222 $6,184,212 $6,184,212 0.10 $6,162,760
FHLMC 30yr Pool#SD3813 6.000% 01-Jul-2053, 6.00%, 07/01/53 FR 3132E0GW6 - - 5,755,871 $6,009,317 $6,009,317 0.09 $5,947,320
FNMA 30yr Pool#FS1578 4.000% 01-Oct-2050, 4.00%, 10/01/50 FN 3140XGXG9 - - 6,132,147 $6,008,217 $6,008,217 0.09 $5,953,057
FHLMC 30yr Pool#QH2242 5.500% 01-Sep-2053, 5.50%, 09/01/53 FR 3133CEP30 - - 5,328,169 $5,974,808 $5,974,808 0.09 $5,427,029
FNMA 30yr Pool#FS0088 4.000% 01-Mar-2050, 4.00%, 03/01/50 FN 3140XFC25 - - 5,950,285 $5,865,016 $5,865,016 0.09 $5,785,811
FHLMC 30yr Pool#QH4638 6.000% 01-Nov-2053, 6.00%, 11/01/53 FR 3133CHEK7 - - 5,602,488 $5,848,396 $5,848,396 0.09 $5,797,780
FHLMC 30yr Pool#SD2606 4.500% 01-Sep-2051, 4.50%, 09/01/51 FR 3132DP3P1 - - 5,749,690 $5,762,772 $5,762,772 0.09 $5,708,249
FHLMC 30yr Pool#QH4473 6.000% 01-Nov-2053, 6.00%, 11/01/53 FR 3133CG6J1 - - 5,138,706 $5,702,265 $5,702,265 0.09 $5,317,831
FHLMC 30yr Pool#QJ9072 6.000% 01-Nov-2054, 6.00%, 11/01/54 FR 3133D1CH0 - - 5,452,785 $5,675,535 $5,675,535 0.09 $5,619,710
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 - - 5,569,567 $5,655,397 $5,655,397 0.09 $5,632,290
PRPM 2025 RCF4 LLC 4.5% 55, 4.50%, 08/25/55 PRPM 2025-RCF4 69382WAA0 - - 5,539,000 $5,549,714 $5,549,714 0.09 $5,497,093
TOWD POINT MORTGAGE TRUST 2 5.75% 65, 5.40%, 08/25/65 TPMT 2025-CES3 891949BV0 - - 5,412,000 $5,468,546 $5,468,546 0.09 $5,431,204
FNMA 30yr Pool#CA0706 4.000% 01-Nov-2047, 4.00%, 11/01/47 FN 3140Q7YC5 - - 5,512,431 $5,439,069 $5,439,069 0.08 $5,345,179
RCKT Mortgage Trust 2025-CES1 A1A 5.653% 25-JAN-2045, 5.65%, 01/25/45 RCKT 2025-CES1 A1 749427AA8 - - 5,331,466 $5,437,058 $5,437,058 0.08 $5,398,548
LHOME Mortgage Trust 2024-RTL2 A1 7.128% 25-MAR-2029, 7.13%, 03/25/29 LHOME 50205JAA4 - - 5,293,684 $5,367,209 $5,367,209 0.08 $5,344,149
BX Trust 2021-SDMF A 5.067% 15-SEP-2034, 4.85%, 09/15/34 BX 2021-SDMF 12434CAA2 - - 5,355,350 $5,343,082 $5,343,082 0.08 $5,341,638
Structured Agency Credit Risk (STACR) Debt Notes, Series 2024-HQA1 M2 6.34839% 25-MAR-2044, 6.35%, 03/25/44 STACR 2024-HQA1 M2 35564NCA9 - - 5,088,000 $5,161,832 $5,161,832 0.08 $5,141,196
FNMA 30yr Pool#BX5986 5.500% 01-Mar-2053, 5.50%, 03/01/53 FN 3140NAUL5 - - 4,969,069 $5,156,236 $5,156,236 0.08 $5,114,316
Ginnie Mae REMIC Trust 2023-116 LF 5.64798% 20-AUG-2053, 5.65%, 08/20/53 GNR 2023-116 38384EFT7 - - 5,119,902 $5,153,127 $5,153,127 0.08 $5,131,450
FNMA 30yr Pool#DA5019 6.500% 01-Nov-2053, 6.50%, 11/01/53 FN 3140A5SH2 - - 4,598,323 $5,113,177 $5,113,177 0.08 $4,824,091
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 $5,084,171 $5,084,171 0.08 $5,082,399
FIGRE TRUST 2025-FL1 5.265% 55, 5.26%, 07/25/55 FIGRE 2025-FL1 31684QAA8 - - 5,000,000 $5,083,338 $5,083,338 0.08 $5,027,762
FNMA 30yr Pool#DA5072 6.500% 01-Nov-2053, 6.50%, 11/01/53 FN 3140A5T65 - - 3,952,917 $5,014,653 $5,014,653 0.08 $4,123,212
FHLMC 30yr Pool#QF9863 5.500% 01-Mar-2053, 5.50%, 03/01/53 FR 3133BX5Y3 - - 4,822,669 $4,988,522 $4,988,522 0.08 $4,947,821
FNMA 30yr Pool#DD3307 6.000% 01-Feb-2055, 6.00%, 02/01/55 FN DD3307 MTGE 3140B3U91 - - 4,780,944 $4,971,207 $4,971,207 0.08 $4,928,340
RCKT Mortgage Trust 2024-CES6 A1B 5.546% 25-SEP-2044, 5.55%, 09/25/44 RCKT 2024-CES6 749410AB2 - - 4,812,698 $4,864,684 $4,864,684 0.08 $4,830,579
ABL 2024-RTL1 A2 7.457% 25-SEP-2029, 7.46%, 09/25/29 ABL 2024-RTL1 00092EAB4 - - 4,840,000 $4,864,557 $4,864,557 0.08 $4,842,501
FHLMC 30yr Pool#RA1100 4.000% 01-Jul-2049, 4.00%, 07/01/49 FR 3133KGGH5 - - 4,880,833 $4,823,972 $4,823,972 0.07 $4,717,526
FHLMC 30yr Pool#QX6719 6.000% 01-Feb-2055, 6.00%, 02/01/55 FR 31426CPD0 - - 4,593,816 $4,779,450 $4,779,450 0.07 $4,735,443
FIGRE Trust 2025-HE3 B 5.71% 25-MAY-2055, 5.71%, 05/25/55 FIGRE 2025-HE3 31684LAB7 - - 4,688,020 $4,774,545 $4,774,545 0.07 $4,740,341
RCKT Mortgage Trust 2023-CES1 A1A 6.515% 25-JUN-2043, 6.51%, 06/25/43 RCKT 74935WAA2 - - 4,667,884 $4,737,478 $4,737,478 0.07 $4,698,619
Homeward Opportunities Fund Trust 2025-RRTL2|5.237|09/25/2040, 5.24%, 09/25/40 HOF 2025-RRTL2 437923AA3 - - 4,682,000 $4,701,114 $4,701,114 0.07 $4,697,709
FNMA 30yr Pool#BX9326 5.500% 01-Mar-2053, 5.50%, 03/01/53 FN 3140NELG8 - - 4,469,658 $4,622,353 $4,622,353 0.07 $4,585,650
FNMA 30yr Pool#FS3246 5.500% 01-Nov-2052, 5.50%, 11/01/52 FN 3140XJTC7 - - 4,419,749 $4,586,016 $4,586,016 0.07 $4,546,966
FHLMC 30yr Pool#QI8221 6.000% 01-Jun-2054, 6.00%, 06/01/54 FR 3133WFD20 - - 4,241,549 $4,522,170 $4,522,170 0.07 $4,371,395
FHLMC 30yr Pool#QH2259 6.000% 01-Sep-2053, 6.00%, 09/01/53 FR 3133CEQL9 - - 4,322,493 $4,495,676 $4,495,676 0.07 $4,455,425
FIGRE Trust 2025-HE3 C 5.91% 25-MAY-2055, 5.91%, 05/25/55 FIGRE 2025-HE3 31684LAC5 - - 4,406,738 $4,488,748 $4,488,748 0.07 $4,455,470
FNMA 30yr Pool#CB2907 3.500% 01-Feb-2052, 3.50%, 02/01/52 FN 3140QNGR7 - - 4,613,482 $4,395,486 $4,395,486 0.07 $4,337,014
FHLMC 30yr Pool#QH0826 5.500% 01-Sep-2053, 5.50%, 09/01/53 FR 3133CC4K9 - - 4,211,869 $4,368,117 $4,368,117 0.07 $4,333,257
FNMA 30yr Pool#BX0419 5.500% 01-Nov-2052, 5.50%, 11/01/52 FN 3140N4PD3 - - 4,243,220 $4,366,920 $4,366,920 0.07 $4,331,265
Connecticut Avenue Securities Trust 2024-R02 1M1 5.44839% 25-FEB-2044, 5.45%, 02/25/44 CAS 2024-R02 20754GAA8 - - 4,329,341 $4,343,505 $4,343,505 0.07 $4,328,435
FHLMC 30yr Pool#QF7280 5.500% 01-Jan-2053, 5.50%, 01/01/53 FR 3133BVCR4 - - 4,121,910 $4,284,382 $4,284,382 0.07 $4,242,751
Fannie Mae REMIC Trust 2020-98 AI 3.5% 25-JAN-2061, 3.50%, 01/25/61 FNR 2020-98 3136BDLE6 - - 19,005,047 $4,225,739 $4,225,739 0.07 $4,140,624
FNMA 30yr Pool#BX6124 6.500% 01-Jan-2053, 6.50%, 01/01/53 FN 3140NAYW7 - - 3,962,012 $4,201,943 $4,201,943 0.07 $4,164,903
SREIT Commercial Mortgage Trust 2021-MFP B 5.5578% 15-NOV-2038, 5.34%, 11/15/38 SREIT 2021-MFP 78472UAC2 - - 4,194,208 $4,192,470 $4,192,470 0.07 $4,191,225
FHLMC 30yr Pool#QH5204 6.500% 01-Nov-2053, 6.50%, 11/01/53 FR 3133CHX91 - - 3,959,712 $4,191,488 $4,191,488 0.07 $4,154,126
RCKT Mortgage Trust 2025-CES2 A1B 5.603% 25-FEB-2055, 5.60%, 02/25/55 RCKT 2025-CES2 74942BAB7 - - 4,120,713 $4,184,947 $4,184,947 0.07 $4,155,445
Connecticut Avenue Securities Trust 2024-R06 1M2 5.94839% 25-SEP-2044, 5.95%, 09/25/44 CAS 2024-R06 20755RAC9 - - 4,125,699 $4,153,156 $4,153,156 0.06 $4,137,477
FHLMC 30yr Pool#QX5273 6.000% 01-Feb-2055, 6.00%, 02/01/55 FR 31426A2F4 - - 3,758,004 $4,113,610 $4,113,610 0.06 $3,873,047
FNMA 30yr Pool#BW6314 5.500% 01-Aug-2052, 5.50%, 08/01/52 FN 3140MYAQ5 - - 3,979,213 $4,110,501 $4,110,501 0.06 $4,072,037
FNMA 30yr Pool#DA3549 6.500% 01-Oct-2053, 6.50%, 10/01/53 FN 3140A35K5 - - 3,881,129 $4,108,051 $4,108,051 0.06 $4,071,685
FNMA 30yr Pool#BX9422 5.500% 01-Mar-2053, 5.50%, 03/01/53 FN 3140NEPG4 - - 3,981,009 $4,088,897 $4,088,897 0.06 $4,055,521
FNMA 30yr Pool#FS2135 4.000% 01-Nov-2049, 4.00%, 11/01/49 FN 3140XHLR6 - - 4,117,347 $4,040,323 $4,040,323 0.06 $3,983,903
LHOME MORTGAGE TR 2025-RTL3 A1, 5.24%, 08/25/40 LHOME 2025-RTL3 50205YAA1 - - 4,000,000 $4,036,634 $4,036,634 0.06 $4,021,499
FNMA 30yr Pool#FS2713 4.500% 01-Oct-2050, 4.50%, 10/01/50 FN 3140XJAP8 - - 3,807,437 $3,842,807 $3,842,807 0.06 $3,793,389
FNMA 30yr Pool#BY0335 6.000% 01-May-2053, 6.00%, 05/01/53 FN 3140NGLR9 - - 3,682,470 $3,815,276 $3,815,276 0.06 $3,781,052
Bayview Opportunity Master Fund VII Trust 2024-CAR1 B 5.64839% 25-DEC-2031, 5.65%, 12/26/31 BVCLN 2024-CAR1 07336QAB8 - - 3,662,383 $3,685,922 $3,685,922 0.06 $3,672,706
FHLMC 30yr Pool#QH7549 6.000% 01-Dec-2053, 6.00%, 12/01/53 FR 3133CLL61 - - 3,514,342 $3,653,939 $3,653,939 0.06 $3,622,421
FHLMC 30yr Pool#QH1144 5.500% 01-Sep-2053, 5.50%, 09/01/53 FR 3133CDHV9 - - 3,515,541 $3,646,679 $3,646,679 0.06 $3,616,573
FNMA 30yr Pool#FM7031 4.000% 01-Jan-2051, 4.00%, 01/01/51 FN 3140XAY55 - - 3,703,137 $3,630,691 $3,630,691 0.06 $3,579,396
FHLMC 30yr Pool#SD1416 4.500% 01-Dec-2048, 4.50%, 12/01/48 FR 3132DNSD6 - - 3,526,989 $3,542,218 $3,542,218 0.06 $3,513,976
FHLMC 30yr Pool#QH6041 5.500% 01-Dec-2053, 5.50%, 12/01/53 FR 3133CJWA5 - - 3,432,007 $3,532,195 $3,532,195 0.05 $3,503,529
FHLMC 30yr Pool#QF7810 5.500% 01-Jan-2053, 5.50%, 01/01/53 FR 3133BVVB8 - - 3,374,471 $3,503,140 $3,503,140 0.05 $3,472,854
FINANCE OF AMERICA STRUCTURE 3.5% 74, 3.50%, 02/25/74 FASST 2024-S1 31740RAB6 - - 3,568,849 $3,500,183 $3,500,183 0.05 $3,492,550
FNMA 30yr Pool#FM1540 4.000% 01-Sep-2049, 4.00%, 09/01/49 FN 3140X4WA0 - - 3,496,379 $3,460,308 $3,460,308 0.05 $3,379,394
FNMA 30yr Pool#BX8700 5.500% 01-Mar-2053, 5.50%, 03/01/53 FN 3140NDU21 - - 3,302,116 $3,422,811 $3,422,811 0.05 $3,394,718
FNMA 30yr Pool#DA0036 6.500% 01-Sep-2053, 6.50%, 09/01/53 FN 3140A0BE8 - - 3,233,927 $3,404,107 $3,404,107 0.05 $3,373,247
FNMA 30yr Pool#MA4026 4.000% 01-May-2050, 4.00%, 05/01/50 FN 31418DPL0 - - 3,423,789 $3,346,216 $3,346,216 0.05 $3,299,412
BX Trust 2021-BXMF C 5.66927% 15-OCT-2038, 5.46%, 10/15/26 BX 2021-BXMF 05609RAJ3 - - 3,337,147 $3,332,532 $3,332,532 0.05 $3,331,520
UMBS TBA 30yr 4% October Delivery, 4.00%, 10/14/25 FNCL 01F0406A0 - - 3,400,000 $3,240,377 $3,240,377 0.05 $3,240,377
FHLMC 30yr Pool#SD1111 4.000% 01-Jun-2050, 4.00%, 06/01/50 FR 3132DNGU1 - - 3,255,032 $3,223,671 $3,223,671 0.05 $3,169,086
Connecticut Avenue Securities Trust 2024-R02 1M2 6.14839% 25-FEB-2044, 6.15%, 02/25/44 CAS 2024-R02 20754GAE0 - - 3,168,862 $3,202,150 $3,202,150 0.05 $3,189,702
FHLMC 30yr Pool#QE6404 5.500% 01-Jul-2052, 5.50%, 07/01/52 FR 3133BGDH8 - - 3,018,889 $3,200,964 $3,200,964 0.05 $3,089,701
FNMA 30yr Pool#BV5379 3.000% 01-Apr-2052, 3.00%, 04/01/52 FN 3140MJ6R1 - - 3,505,086 $3,183,677 $3,183,677 0.05 $3,161,723
Connecticut Avenue Securities Trust 2024-R01 1M2 6.14839% 25-JAN-2044, 6.15%, 01/25/44 CAS 2024-R01 20753UAB6 - - 3,140,000 $3,180,255 $3,180,255 0.05 $3,167,921
FNMA 30yr Pool#MA4056 4.000% 01-Jun-2050, 4.00%, 06/01/50 FN 31418DQJ4 - - 3,226,257 $3,170,939 $3,170,939 0.05 $3,105,165
FIGRE Trust 2024-HE4 B 5.252% 25-SEP-2054, 5.25%, 09/25/54 FIGRE 2024-HE4 31684UAB7 - - 3,005,413 $3,033,889 $3,033,889 0.05 $3,024,243
FHLMC 30yr Pool#QG2539 6.500% 01-May-2053, 6.50%, 05/01/53 FR 3133C2ZC5 - - 2,895,595 $3,028,189 $3,028,189 0.05 $3,001,330
Gracie Point International Funding, Series 2024-1 B 6.45559% 01-MAR-2028, 6.46%, 03/01/28 GPIF 2024-1A 38410KAB5 - - 3,007,000 $3,020,456 $3,020,456 0.05 $3,012,368
RAM 2024-1 A 5.95% 15-FEB-2039, 6.67%, 02/15/39 RAM 2024-1 751313AA5 - - 2,995,515 $3,007,039 $3,007,039 0.05 $3,005,929
Fannie Mae Pool|4|03/01/2050, 4.00%, 03/01/50 FN 3140X8S24 - - 3,069,587 $3,006,870 $3,006,870 0.05 $2,970,101
FNMA 30yr Pool#MA3496 4.500% 01-Oct-2048, 4.50%, 10/01/48 FN 31418C3E2 - - 2,955,744 $2,993,335 $2,993,335 0.05 $2,944,838
Chase Mortgage Reference Notes, Series 2021-CL1 M1 5.54839% 25-FEB-2050, 5.55%, 02/25/50 CHASE 2021-CL1 46591HBX7 - - 2,990,927 $2,956,738 $2,956,738 0.05 $2,946,133
FNMA 30yr Pool#BV5393 3.500% 01-Apr-2052, 3.50%, 04/01/52 FN 3140MJ7F6 - - 3,079,574 $2,913,839 $2,913,839 0.05 $2,892,259
FHLMC 30yr Pool#SD2897 5.500% 01-May-2053, 5.50%, 05/01/53 FR 3132DQGE0 - - 2,780,165 $2,910,754 $2,910,754 0.05 $2,834,727
Ally Bank Auto Credit-Linked Notes, Series 2024-A C 6.022% 15-MAY-2032, 6.02%, 05/17/32 ABCLN 2024-A 02007GZ63 - - 2,842,434 $2,889,464 $2,889,464 0.04 $2,888,513
FHLMC 30yr Pool#QE8542 5.500% 01-Aug-2052, 5.50%, 08/01/52 FR 3133BJP30 - - 2,785,506 $2,874,293 $2,874,293 0.04 $2,850,844
BX Trust 2021-BXMF G 7.827513% 15-OCT-2038, 7.61%, 10/15/26 BX 2021-BXMF 05609RAS3 - - 2,807,890 $2,796,455 $2,796,455 0.04 $2,795,267
New Residential Mortgage Loan Trust 2024-RTL1 A2 7.101% 25-MAR-2039, 7.10%, 03/25/39 NRMLT 2024-RTL1 64831PAB1 - - 2,750,000 $2,787,066 $2,787,066 0.04 $2,775,133
RCKT MORTGAGE TRUST 2025-CE 5.16% 34, 5.16%, 07/25/34 RCKTL 2025-1A 74939RAC5 - - 2,750,000 $2,779,980 $2,779,980 0.04 $2,771,308
FIGRE Trust 2024-HE3 C 6.229% 25-JUL-2054, 6.23%, 07/25/54 FIGRE 2024-HE3 31684GAC6 - - 2,662,350 $2,726,026 $2,726,026 0.04 $2,715,892
FNMA 30yr Pool#DA1511 5.500% 01-Oct-2053, 5.50%, 10/01/53 FN 3140A1VD6 - - 2,643,459 $2,715,432 $2,715,432 0.04 $2,692,434
Connecticut Avenue Securities, Series 2021-R01 1M2 5.89839% 25-OCT-2041, 5.90%, 10/25/41 CAS 2021-R01 20754RAB2 - - 2,695,816 $2,713,717 $2,713,717 0.04 $2,703,558
FHLMC 30yr Pool#Q57869 4.000% 01-Aug-2048, 4.00%, 08/01/48 FG 3132Y1W79 - - 2,757,621 $2,676,358 $2,676,358 0.04 $2,671,456
FHLMC 30yr Pool#QF9276 5.500% 01-Mar-2053, 5.50%, 03/01/53 FR 3133BXJV4 - - 2,578,829 $2,675,967 $2,675,967 0.04 $2,654,420
FNMA 30yr Pool#DA3538 6.000% 01-Oct-2053, 6.00%, 10/01/53 FN 3140A34Y6 - - 2,564,334 $2,668,784 $2,668,784 0.04 $2,643,197
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2024-DNA1 M2 6.29839% 25-FEB-2044, 6.30%, 02/25/44 STACR 2024-DNA1 35564NBA0 - - 2,617,368 $2,657,187 $2,657,187 0.04 $2,646,655
Ginnie Mae REMIC Trust 2017-163 LO 0.0% 16-MAY-2041, 0.00%, 05/16/41 GNR 2017-163 38380KNA9 - - 3,351,352 $2,585,010 $2,585,010 0.04 $2,585,010
Saluda Grade Alternative Mortgage Trust 2024-FIG5 B 6.603% 25-APR-2054, 6.60%, 04/25/54 GRADE 2024-FIG5 79582MAB7 - - 2,533,529 $2,584,897 $2,584,897 0.04 $2,563,521
FHLMC 30yr Pool#QF0488 5.500% 01-Sep-2052, 5.50%, 09/01/52 FR 3133BMRH0 - - 2,459,476 $2,542,101 $2,542,101 0.04 $2,516,848
FHLMC 30yr Pool#SD3523 3.000% 01-Jun-2052, 3.00%, 06/01/52 FR 3132DQ4G8 - - 2,817,588 $2,541,530 $2,541,530 0.04 $2,525,026
FNMA 30yr Pool#DD4221 6.000% 01-Feb-2055, 6.00%, 02/01/55 FN DD4221 MTGE 3140B4VP2 - - 2,303,317 $2,495,122 $2,495,122 0.04 $2,374,329
FHF Trust 2024-1 (First Help Financial) A2 5.69% 15-FEB-2030, 5.69%, 02/15/30 FHF 2024-1A 31568AAB2 - - 2,442,703 $2,469,005 $2,469,005 0.04 $2,468,232
PRPM 2024-RCF2 A1 3.75% 25-MAR-2054, 3.75%, 03/25/54 PRPM 2024-RCF2 693987AA7 - - 2,489,826 $2,447,799 $2,447,799 0.04 $2,442,093
Santander Bank Auto Credit-Linked Notes, Series 2024-A B 5.622% 15-JUN-2032, 5.62%, 06/15/32 SBCLN 2024-A 80290CCJ1 - - 2,415,006 $2,446,424 $2,446,424 0.04 $2,445,669
FNMA 30yr Pool#BY8533 6.500% 01-Aug-2053, 6.50%, 08/01/53 FN 3140NRPT7 - - 2,316,544 $2,437,913 $2,437,913 0.04 $2,416,343
FNMA 30yr Pool#BY5913 5.500% 01-Sep-2053, 5.50%, 09/01/53 FN 3140NNSB2 - - 2,336,028 $2,420,842 $2,420,842 0.04 $2,401,433
PRPM 2025-RCF3 LLC 5.25% 55, 5.25%, 07/25/55 PRPM 2025-RCF3 69392PAB1 - - 2,380,125 $2,378,595 $2,378,595 0.04 $2,362,628
FHLMC 30yr Pool#QI4878 6.000% 01-Apr-2054, 6.00%, 04/01/54 FR 3133WBM37 - - 2,218,520 $2,306,969 $2,306,969 0.04 $2,286,435
FHLMC 30yr Pool#QX7432 6.000% 01-Feb-2055, 6.00%, 02/01/55 FR 31426DHJ4 - - 2,109,532 $2,205,148 $2,205,148 0.03 $2,174,569
FIGRE Trust 2024-HE1 B 6.506% 25-MAR-2054, 6.51%, 03/25/54 FIGRE 2024-HE1 31684HAB6 - - 2,114,828 $2,186,256 $2,186,256 0.03 $2,177,848
Reach ABS Trust 2024-2 A 5.88% 15-JUL-2031, 5.88%, 07/15/31 REACH 2024-2A 75525HAA8 - - 2,166,493 $2,181,637 $2,181,637 0.03 $2,180,929
FNMA 30yr Pool#FS3001 4.000% 01-Oct-2051, 4.00%, 10/01/51 FN 3140XJKP7 - - 2,194,066 $2,149,509 $2,149,509 0.03 $2,120,751
FHLMC 30yr Pool#QG2543 5.500% 01-May-2053, 5.50%, 05/01/53 FR 3133C2ZG6 - - 2,080,233 $2,142,029 $2,142,029 0.03 $2,124,168
FNMA 30yr Pool#FS1640 4.000% 01-Apr-2052, 4.00%, 04/01/52 FN 3140XGZE2 - - 2,184,838 $2,141,125 $2,141,125 0.03 $2,107,752
FNMA 30yr Pool#BP1500 3.000% 01-May-2050, 3.00%, 05/01/50 FN 3140K8U25 - - 2,306,403 $2,111,809 $2,111,809 0.03 $2,097,464
Chase Mortgage Reference Notes, Series 2020-CL1 M2 6.93703% 25-OCT-2057, 6.94%, 10/25/57 CHASE 2020-CL1 46591HAH3 - - 2,023,227 $2,088,823 $2,088,823 0.03 $2,079,856
FNMA 30yr Pool#CA7849 4.500% 01-Oct-2050, 4.50%, 10/01/50 FN 3140QFWK1 - - 2,040,597 $2,044,045 $2,044,045 0.03 $2,027,732
Santander Bank Auto Credit-Linked Notes, Series 2023-B B 5.64% 15-DEC-2033, 5.64%, 12/15/33 SBCLN 2023-B 80290CCB8 - - 1,994,041 $2,018,796 $2,018,796 0.03 $2,018,171
FNMA 30yr Pool#BY0338 6.500% 01-May-2053, 6.50%, 05/01/53 FN 3140NGLU2 - - 1,915,894 $2,013,058 $2,013,058 0.03 $1,994,733
ACHV ABS Trust 2024-1PL B 6.34% 25-APR-2031, 6.34%, 04/25/31 ACHV 2024-1PL 00092BAB0 - - 1,970,254 $2,000,442 $2,000,442 0.03 $1,992,808
Foundation Finance Trust 2023-2 A 6.53% 15-JUN-2049, 6.53%, 06/15/49 FFIN 2023-2A 35042RAA4 - - 1,911,085 $1,991,420 $1,991,420 0.03 $1,990,726
FHLMC 30yr Pool#QH7013 6.500% 01-Dec-2053, 6.50%, 12/01/53 FR 3133CKYJ1 - - 1,890,390 $1,990,425 $1,990,425 0.03 $1,971,830
FHLMC 30yr Pool#SI2017 4.000% 01-Dec-2048, 4.00%, 12/01/48 FR 3133USG21 - - 2,021,467 $1,971,373 $1,971,373 0.03 $1,955,909
FNMA 30yr Pool#BW0972 4.500% 01-Jul-2052, 4.50%, 07/01/52 FN 3140MSCJ2 - - 1,977,778 $1,965,773 $1,965,773 0.03 $1,951,087
FNMA 30yr Pool#BX8072 5.500% 01-Mar-2053, 5.50%, 03/01/53 FN 3140NC6J3 - - 1,877,336 $1,941,363 $1,941,363 0.03 $1,926,055
FHLMC 30yr Pool#QG2540 6.500% 01-May-2053, 6.50%, 05/01/53 FR 3133C2ZD3 - - 1,829,384 $1,915,245 $1,915,245 0.03 $1,898,226
Chase Mortgage Reference Notes, Series 2021-CL1 M3 5.89839% 25-FEB-2050, 5.90%, 02/25/50 CHASE 2021-CL1 46591HBZ2 - - 1,950,583 $1,911,628 $1,911,628 0.03 $1,904,277
FHLMC 30yr Pool#SD1551 4.000% 01-Mar-2050, 4.00%, 03/01/50 FR 3132DNWL3 - - 1,917,962 $1,877,324 $1,877,324 0.03 $1,855,800
FNMA 30yr Pool#BY0361 6.500% 01-Jun-2053, 6.50%, 06/01/53 FN 3140NGMK3 - - 1,727,502 $1,811,992 $1,811,992 0.03 $1,795,138
FHLMC 30yr Pool#QH3309 5.500% 01-Oct-2053, 5.50%, 10/01/53 FR 3133CFVA4 - - 1,762,158 $1,809,518 $1,809,518 0.03 $1,794,853
FNMA 30yr Pool#MA3521 4.000% 01-Nov-2048, 4.00%, 11/01/48 FN 31418C4F8 - - 1,829,377 $1,796,601 $1,796,601 0.03 $1,770,086
Bayview Opportunity Master Fund VII Trust 2024-CAR1 C 5.84839% 25-DEC-2031, 5.85%, 12/26/31 BVCLN 2024-CAR1 07336QAC6 - - 1,782,360 $1,795,715 $1,795,715 0.03 $1,789,055
NRZ MSR-Collateralized Notes, Series 2021-FHT1 A 3.104% 25-JUL-2026, 3.10%, 07/25/26 NZES 2021-FHT1 62955MAB2 - - 1,807,880 $1,772,335 $1,772,335 0.03 $1,768,905
FHLMC 30yr Pool#SD0943 3.500% 01-Apr-2052, 3.50%, 04/01/52 FR 3132DNBL6 - - 1,825,744 $1,741,440 $1,741,440 0.03 $1,716,334
Chase Mortgage Reference Notes, Series 2021-CL1 M2 5.69839% 25-FEB-2050, 5.70%, 02/25/50 CHASE 2021-CL1 46591HBY5 - - 1,757,169 $1,718,877 $1,718,877 0.03 $1,712,480
Fannie Mae Pool|4|08/01/2050, 4.00%, 08/01/50 FN 3140X8UA3 - - 1,760,974 $1,708,294 $1,708,294 0.03 $1,695,149
PRPM 2025-RCF3 LLC 5.25% 55, 5.25%, 07/25/55 PRPM 2025-RCF3 69392PAC9 - - 1,700,000 $1,690,451 $1,690,451 0.03 $1,679,047
FHLMC 30yr Pool#QA2039 3.000% 01-Aug-2049, 3.00%, 08/01/49 FR 31334YHQ3 - - 1,838,650 $1,687,247 $1,687,247 0.03 $1,673,425
FHLMC 30yr Pool#SD4456 4.000% 01-Aug-2050, 4.00%, 08/01/50 FR 3132E05R9 - - 1,708,909 $1,675,223 $1,675,223 0.03 $1,651,806
FNMA 30yr Pool#CB2681 3.500% 01-Jan-2052, 3.50%, 01/01/52 FN 3140QM6T6 - - 1,743,739 $1,662,494 $1,662,494 0.03 $1,639,378
Ally Bank Auto Credit-Linked Notes, Series 2024-A D 6.315% 15-MAY-2032, 6.31%, 05/17/32 ABCLN 2024-A 02007GZ71 - - 1,624,248 $1,651,113 $1,651,113 0.03 $1,650,543
FHLMC 30yr Pool#QG4340 6.500% 01-Jun-2053, 6.50%, 06/01/53 FR 3133C4ZD9 - - 1,549,062 $1,619,942 $1,619,942 0.03 $1,605,627
FNMA 30yr Pool#BY0327 6.500% 01-May-2053, 6.50%, 05/01/53 FN 3140NGLH1 - - 1,519,414 $1,590,208 $1,590,208 0.02 $1,575,828
FHLMC 30yr Pool#Q58477 4.000% 01-Sep-2048, 4.00%, 09/01/48 FG 3132Y2M37 - - 1,582,367 $1,574,116 $1,574,116 0.02 $1,532,988
Arivo Acceptance Auto Loan Receivables Trust 2024-1 A 6.46% 15-APR-2028, 6.46%, 04/17/28 ARIVO 2024-1A 039943AA3 - - 1,539,752 $1,550,635 $1,550,635 0.02 $1,550,082
U.S. Auto Funding 2021-1 C 2.2% 15-MAY-2026, 2.20%, 05/15/26 USAUT 2021-1A 90355EAC5 - - 1,856,668 $1,531,987 $1,531,987 0.02 $1,531,760
Blue Bridge Funding 2023-1 A 7.37% 15-NOV-2030, 7.37%, 11/15/30 BBEF 2023-1A 09531MAA8 - - 1,513,162 $1,525,482 $1,525,482 0.02 $1,524,863
FNMA 30yr Pool#MA3415 4.000% 01-Jul-2048, 4.00%, 07/01/48 FN 31418CYM0 - - 1,553,143 $1,523,408 $1,523,408 0.02 $1,502,805
FIGRE TRUST 2025-HE5 FLTG 2055 B, 5.49%, 08/25/55 FIGRE 2025-HE5 31684MAB5 - - 1,500,000 $1,517,017 $1,517,017 0.02 $1,506,504
FNMA 30yr Pool#CA5573 4.000% 01-Apr-2050, 4.00%, 04/01/50 FN 3140QDFP4 - - 1,490,470 $1,503,689 $1,503,689 0.02 $1,434,756
FNMA 30yr Pool#BT8051 5.500% 01-Jan-2053, 5.50%, 01/01/53 FN 3140LW5M5 - - 1,392,172 $1,445,003 $1,445,003 0.02 $1,432,873
FNMA 30yr Pool#CA1931 4.500% 01-Jun-2048, 4.50%, 06/01/48 FN 3140Q9ED1 - - 1,438,097 $1,444,850 $1,444,850 0.02 $1,432,791
FNMA 30yr Pool#BY1896 5.500% 01-May-2053, 5.50%, 05/01/53 FN 3140NJDA9 - - 1,366,108 $1,409,881 $1,409,881 0.02 $1,397,948
FNMA 30yr Pool#DB3056 5.500% 01-May-2054, 5.50%, 05/01/54 FN 3140ACME0 - - 1,271,727 $1,405,962 $1,405,962 0.02 $1,299,938
FHLMC 30yr Pool#QG3885 6.500% 01-Jun-2053, 6.50%, 06/01/53 FR 3133C4J62 - - 1,322,335 $1,382,811 $1,382,811 0.02 $1,370,622
FNMA 30yr Pool#BX7860 5.500% 01-Mar-2053, 5.50%, 03/01/53 FN 3140NCWW5 - - 1,304,268 $1,349,685 $1,349,685 0.02 $1,338,200
FNMA 30yr Pool#FM7725 4.500% 01-Dec-2050, 4.50%, 12/01/50 FN 3140XBSP6 - - 1,266,664 $1,268,214 $1,268,214 0.02 $1,257,534
FNMA 30yr Pool#MA3149 4.000% 01-Oct-2047, 4.00%, 10/01/47 FN 31418CQB3 - - 1,279,830 $1,258,249 $1,258,249 0.02 $1,241,046
Towd Point Mortgage Trust 2024-CES1 A1B 6.049% 25-JAN-2064, 6.05%, 01/25/64 TPMT 2024-CES1 89183CAB1 - - 1,236,862 $1,254,775 $1,254,775 0.02 $1,245,215
FNMA 40yr Pool#BF0167 3.000% 01-Feb-2057, 3.00%, 02/01/57 FN 3140FXFH0 - - 1,396,703 $1,242,754 $1,242,754 0.02 $1,232,018
FHLMC 30yr Pool#QF2561 5.500% 01-Nov-2052, 5.50%, 11/01/52 FR 3133BPZ27 - - 1,181,759 $1,223,033 $1,223,033 0.02 $1,213,246
FHLMC 30yr Pool#SD8003 4.000% 01-Jul-2049, 4.00%, 07/01/49 FR 3132DV3L7 - - 1,243,629 $1,219,725 $1,219,725 0.02 $1,202,073
FNMA 30yr Pool#FM9138 4.000% 01-Mar-2050, 4.00%, 03/01/50 FN 3140XDEL6 - - 1,240,748 $1,215,451 $1,215,451 0.02 $1,200,535
FNMA 30yr Pool#AS6811 3.000% 01-Mar-2046, 3.00%, 03/01/46 FN 3138WGR97 - - 1,268,876 $1,203,938 $1,203,938 0.02 $1,166,041
FNMA 30yr Pool#BJ9181 5.000% 01-May-2048, 5.00%, 05/01/48 FN 3140HBFX1 - - 1,171,140 $1,202,672 $1,202,672 0.02 $1,192,763
FHLMC 30yr Pool#QD9182 3.000% 01-Mar-2052, 3.00%, 03/01/52 FR 3133B7FX1 - - 1,311,685 $1,191,099 $1,191,099 0.02 $1,183,338
Connecticut Avenue Securities, Series 2021-R02 2B1 7.64839% 25-NOV-2041, 7.65%, 11/25/41 CAS 2021-R02 20754KAF8 - - 1,150,000 $1,179,886 $1,179,886 0.02 $1,174,266
FHLMC 30yr Pool#ZT2087 4.000% 01-Jun-2049, 4.00%, 06/01/49 FR 3132AEJ80 - - 1,196,776 $1,177,898 $1,177,898 0.02 $1,156,785
FNMA 30yr Pool#BX0804 5.500% 01-Nov-2052, 5.50%, 11/01/52 FN 3140N43N5 - - 1,138,726 $1,177,161 $1,177,161 0.02 $1,166,774
FHLMC 30yr Pool#QG6538 5.500% 01-Jul-2053, 5.50%, 07/01/53 FR 3133C7HP5 - - 1,102,747 $1,143,644 $1,143,644 0.02 $1,134,709
FHLMC 30yr Pool#RA1188 4.500% 01-Aug-2049, 4.50%, 08/01/49 FR 3133KGJ90 - - 1,074,389 $1,101,122 $1,101,122 0.02 $1,066,036
FHLMC 30yr Pool#RA1087 4.500% 01-Jul-2049, 4.50%, 07/01/49 FR 3133KGF45 - - 1,091,989 $1,092,661 $1,092,661 0.02 $1,083,498
FHLMC 30yr Pool#QG6948 5.500% 01-Jul-2053, 5.50%, 07/01/53 FR 3133C7WH6 - - 1,048,944 $1,088,898 $1,088,898 0.02 $1,079,261
FNMA 30yr Pool#AS7492 4.000% 01-Jul-2046, 4.00%, 07/01/46 FN 3138WHKE1 - - 1,103,018 $1,077,593 $1,077,593 0.02 $1,068,839
FNMA 30yr Pool#CB8995 5.500% 01-Aug-2054, 5.50%, 08/01/54 FN 3140QU7H3 - - 1,038,273 $1,069,583 $1,069,583 0.02 $1,057,916
Lendbuzz Securitization Trust 2023-2 A2 7.09% 15-OCT-2028, 7.09%, 10/16/28 LBZZ 2023-2A 52608MAB4 - - 1,001,029 $1,017,636 $1,017,636 0.02 $1,017,241
FNMA 30yr Pool#BV4203 3.500% 01-Apr-2052, 3.50%, 04/01/52 FN 3140MHU56 - - 1,069,962 $1,012,474 $1,012,474 0.02 $1,004,961
FNMA 30yr Pool#FM1598 4.000% 01-Feb-2049, 4.00%, 02/01/49 FN 3140X4X43 - - 1,018,014 $1,005,576 $1,005,576 0.02 $985,020
FNMA 30yr Pool#BV8484 3.500% 01-Apr-2052, 3.50%, 04/01/52 FN 3140MNNA0 - - 1,031,667 $975,456 $975,456 0.02 $968,916
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-DNA5 M2 5.99839% 25-JAN-2034, 6.00%, 01/25/34 STACR 2021-DNA5 35564KHE2 - - 958,642 $967,146 $967,146 0.02 $963,472
GNMA II 30yr Pool#MA5021 4.500% 20-Feb-2048, 4.50%, 02/20/48 G2 36179TSJ5 - - 946,024 $955,619 $955,619 0.01 $945,472
FNMA 30yr Pool#DA3522 5.500% 01-Oct-2053, 5.50%, 10/01/53 FN 3140A34G5 - - 925,613 $950,485 $950,485 0.01 $942,762
FHLMC 30yr Pool#ZM8197 4.000% 01-Sep-2048, 4.00%, 09/01/48 FR 3131Y3DA1 - - 941,471 $935,408 $935,408 0.01 $910,938
FNMA 30yr Pool#CA6382 4.500% 01-Jul-2050, 4.50%, 07/01/50 FN 3140QECU4 - - 928,174 $928,608 $928,608 0.01 $921,512
FNMA 30yr Pool#AB9341 3.000% 01-May-2043, 3.00%, 05/01/43 FN 31417GLX2 - - 914,619 $871,757 $871,757 0.01 $851,348
BX Commercial Mortgage Trust 2021-21M A 5.208% 15-OCT-2036, 4.99%, 10/15/36 BX 2021-21M 05609CAA5 - - 862,801 $862,155 $862,155 0.01 $861,916
ACHV ABS Trust 2024-1PL C 6.42% 25-APR-2031, 6.42%, 04/25/31 ACHV 2024-1PL 00092BAC8 - - 846,089 $858,753 $858,753 0.01 $855,433
FNMA 30yr Pool#BN4541 4.000% 01-Feb-2049, 4.00%, 02/01/49 FN 3140JMBK7 - - 856,139 $835,028 $835,028 0.01 $828,391
FNMA 30yr Pool#FA1534 4.500% 01-Jan-2054, 4.50%, 01/01/54 FN 3140W1V42 - - - $821,481 $821,481 0.01 $0
Gracie Point International Funding, Series 2023-2 A 6.60559% 01-MAR-2027, 6.61%, 03/01/27 GPIF 2023-2A 38410JAA0 - - 808,251 $812,627 $812,627 0.01 $810,402
FREMF 2019-KF70 Mortgage Trust C 10.45546% 25-SEP-2029, 10.46%, 09/25/29 FREMF 2019-KF70 30298UAJ0 - - 789,970 $783,387 $783,387 0.01 $778,110
FHLMC 30yr Pool#ZT1926 3.000% 01-Nov-2043, 3.00%, 11/01/43 FR 3132AED78 - - 832,327 $774,546 $774,546 0.01 $767,696
FNMA 30yr Pool#BY0782 5.500% 01-Apr-2053, 5.50%, 04/01/53 FN 3140NG2Q2 - - 744,178 $770,986 $770,986 0.01 $764,935
Connecticut Avenue Securities Trust 2022-R01 1M1 5.34839% 25-DEC-2041, 5.35%, 12/25/41 CAS 2022-R01 20754LAA7 - - 766,233 $768,710 $768,710 0.01 $766,092
ACHM Trust 2024-HE1 B 7.26% 25-MAY-2039, 7.26%, 05/25/39 ACHM 2024-HE1 00449TAB1 - - 730,622 $761,315 $761,315 0.01 $758,074
FHLMC 30yr Pool#RA1999 4.500% 01-Jan-2050, 4.50%, 01/01/50 FR 3133KHGG5 - - 752,918 $753,158 $753,158 0.01 $747,064
FNMA 30yr Pool#BY0866 5.500% 01-May-2053, 5.50%, 05/01/53 FN 3140NG6C9 - - 703,791 $726,753 $726,753 0.01 $720,194
GNMA II 30yr Pool#MA5264 4.000% 20-Jun-2048, 4.00%, 06/20/48 G2 36179TZ57 - - 735,038 $723,652 $723,652 0.01 $713,282
NRZ Excess Spread-Collateralized Notes, Series 2020-PLS1 A 3.844% 25-DEC-2025, 3.84%, 12/25/25 NZES 2020-PLS1 433674AA6 - - 704,623 $702,727 $702,727 0.01 $701,072
FHLMC 30yr Pool#QD6555 3.000% 01-Feb-2052, 3.00%, 02/01/52 FR 3133B4H81 - - 749,558 $680,821 $680,821 0.01 $676,299
Connecticut Avenue Securities, Series 2021-R03 1M1 5.19839% 25-DEC-2041, 5.20%, 12/25/41 CAS 2021-R03 20754AAA1 - - 672,551 $674,364 $674,364 0.01 $672,131
FNMA 30yr Pool#BW0343 4.500% 01-May-2052, 4.50%, 05/01/52 FN 3140MRLZ8 - - 665,208 $660,570 $660,570 0.01 $655,829
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA2 M1A 5.64839% 25-FEB-2042, 5.65%, 02/25/42 STACR 2022-DNA2 35564KRE1 - - 630,998 $633,932 $633,932 0.01 $631,655
FHLMC 30yr Pool#SD8047 4.500% 01-Feb-2050, 4.50%, 02/01/50 FR 3132DV5G6 - - 606,477 $622,716 $622,716 0.01 $602,654
FHLMC 30yr Pool#QE1073 3.500% 01-Apr-2052, 3.50%, 04/01/52 FR 3133BAFN6 - - 651,585 $616,237 $616,237 0.01 $611,952
FNMA 30yr Pool#AL6842 4.000% 01-May-2045, 4.00%, 05/01/45 FN 3138EPS88 - - 614,648 $613,895 $613,895 0.01 $599,801
FNMA 30yr Pool#BK9507 4.000% 01-Oct-2048, 4.00%, 10/01/48 FN 3140HPR58 - - 611,890 $599,673 $599,673 0.01 $594,976
Sequoia Mortgage Trust 2013-5 A1 2.5% 25-MAY-2043, 2.50%, 05/25/43 SEMT 2013-5 81745AAA5 - - 664,354 $598,001 $598,001 0.01 $595,878
MHC Commercial Mortgage Trust 2021-MHC A 5.279442% 15-APR-2038, 5.07%, 04/15/38 MHC 2021-MHC 55316VAA2 - - 586,117 $586,130 $586,130 0.01 $585,965
FHLMC 15yr Pool#SB0116 2.500% 01-Nov-2034, 2.50%, 11/01/34 FR 3132CWDV3 - - 539,618 $528,645 $528,645 0.01 $513,375
FHLMC 30yr Pool#SL1072 4.500% 01-Apr-2053, 4.50%, 04/01/53 FR 31427NFN4 - - - $521,421 $521,421 0.01 $0
FNMA 30yr Pool#AZ0869 4.000% 01-Jul-2045, 4.00%, 07/01/45 FN 3138YR6F0 - - 524,640 $516,930 $516,930 0.01 $512,254
FHLMC 30yr Pool#QD9191 3.500% 01-Apr-2052, 3.50%, 04/01/52 FR 3133B7F86 - - 502,819 $506,418 $506,418 0.01 $472,273
Reach ABS Trust 2024-1 A 6.3% 15-FEB-2031, 6.30%, 02/18/31 REACH 2024-1A 75526PAA9 - - 502,461 $503,946 $503,946 0.01 $503,771
Towd Point Mortgage Trust 2024-CES2 A1B 6.35% 25-FEB-2064, 6.35%, 02/25/64 TPMT 2024-CES2 89182JAB7 - - 478,261 $486,547 $486,547 0.01 $482,667
FHLMC 30yr Pool#SD1414 4.000% 01-Oct-2050, 4.00%, 10/01/50 FR 3132DNSB0 - - 440,560 $429,551 $429,551 0.01 $425,838
FNMA 30yr Pool#CB4329 3.500% 01-Jul-2052, 3.50%, 07/01/52 FN 3140QPY35 - - 444,825 $421,249 $421,249 0.01 $417,976
JP Morgan Mortgage Trust 2015-4 AM 3.0% 25-JUN-2045, 3.00%, 06/25/45 JPMMT 2015-4 46644VBP0 - - 477,725 $419,203 $419,203 0.01 $417,371
FNMA 30yr Pool#CA4646 3.000% 01-Feb-2048, 3.00%, 02/01/48 FN 3140QCEU6 - - 437,533 $404,798 $404,798 0.01 $401,451
FNMA 30yr Pool#BV6879 4.500% 01-Apr-2052, 4.50%, 04/01/52 FN 3140MLUD0 - - 407,258 $404,517 $404,517 0.01 $401,579
FNMA 30yr Pool#BV7632 4.500% 01-Apr-2052, 4.50%, 04/01/52 FN 3140MMPS1 - - 368,017 $365,547 $365,547 0.01 $362,886
FHLMC 30yr Pool#QA8274 3.500% 01-Mar-2050, 3.50%, 03/01/50 FR 3133A3FP8 - - 389,768 $364,689 $364,689 0.01 $362,187
FNMA 30yr Pool#FM3447 4.000% 01-Nov-2049, 4.00%, 11/01/49 FN 3140X6ZM6 - - 365,442 $358,090 $358,090 0.01 $354,769
FHLMC 30yr Pool#SD1966 4.000% 01-Nov-2052, 4.00%, 11/01/52 FR 3132DPFF0 - - 335,644 $325,705 $325,705 0.01 $321,640
FHLMC 30yr Pool#ZN6461 4.000% 01-May-2049, 4.00%, 05/01/49 FR 3131YDFA7 - - 332,140 $322,961 $322,961 0.01 $320,489
FNMA 30yr Pool#AR9225 3.000% 01-Mar-2043, 3.00%, 03/01/43 FN 3138W7HB3 - - 338,822 $317,933 $317,933 0.00 $312,763
FNMA 30yr Pool#FS2548 4.000% 01-Mar-2051, 4.00%, 03/01/51 FN 3140XHZN0 - - 304,407 $299,302 $299,302 0.00 $294,235
FHLMC 30yr Pool#ZT0391 4.000% 01-Nov-2047, 4.00%, 11/01/47 FR 3132ACNG1 - - 302,020 $297,422 $297,422 0.00 $294,951
FHLMC 30yr Pool#QA5150 4.500% 01-Dec-2049, 4.50%, 12/01/49 FR 31346YWK5 - - 294,978 $295,523 $295,523 0.00 $293,115
FNMA 30yr Pool#FS2238 4.000% 01-Mar-2051, 4.00%, 03/01/51 FN 3140XHPY7 - - 297,842 $291,739 $291,739 0.00 $288,189
FNMA 30yr Pool#AS8649 3.000% 01-Jan-2047, 3.00%, 01/01/47 FN 3138WJTF5 - - 310,028 $291,173 $291,173 0.00 $283,497
FHLMC 30yr Pool#SL0730 4.500% 01-Mar-2053, 4.50%, 03/01/53 FR 31427MY47 - - - $285,862 $285,862 0.00 $0
FHLMC 30yr Pool#SL1567 4.500% 01-Jan-2055, 4.50%, 01/01/55 FR 31427NW54 - - - $283,093 $283,093 0.00 $0
Fannie Mae REMIC Trust 2017-9 VL 3.0% 25-JUL-2028, 3.00%, 07/25/28 FNR 2017-9 3136AVYH6 - - 271,894 $278,104 $278,104 0.00 $269,035
FNMA 30yr Pool#BN3899 4.000% 01-Dec-2048, 4.00%, 12/01/48 FN 3140JLKM5 - - 271,484 $265,847 $265,847 0.00 $262,685
FHLMC 30yr Pool#QA1615 3.500% 01-Aug-2049, 3.50%, 08/01/49 FR 31334XYL7 - - 272,370 $256,641 $256,641 0.00 $254,717
FHLMC 30yr Pool#ZN4240 4.500% 01-Dec-2048, 4.50%, 12/01/48 FR 3131YAV98 - - 250,794 $252,831 $252,831 0.00 $250,745
FHLMC 15yr Pool#SB0040 2.500% 01-Dec-2033, 2.50%, 12/01/33 FR 3132CWBH6 - - 244,523 $243,016 $243,016 0.00 $236,624
Fannie Mae REMIC Trust 2012-126 SY 0.0% 25-NOV-2042, 0.00%, 11/25/42 FNR 2012-126 3136A9ZR2 - - 473,554 $241,307 $241,307 0.00 $241,307
FNMA 30yr Pool#MA3908 4.500% 01-Jan-2050, 4.50%, 01/01/50 FN 31418DKW1 - - 239,503 $241,279 $241,279 0.00 $237,993
FNMA 30yr Pool#MA3687 4.000% 01-Jun-2049, 4.00%, 06/01/49 FN 31418DCZ3 - - 236,889 $232,132 $232,132 0.00 $228,974
FNMA 30yr Pool#BE3616 4.000% 01-May-2047, 4.00%, 05/01/47 FN 3140FPAS8 - - 231,073 $230,866 $230,866 0.00 $225,938
FNMA 30yr Pool#MA1327 3.000% 01-Jan-2043, 3.00%, 01/01/43 FN 31418APM4 - - 241,505 $229,894 $229,894 0.00 $222,752
FNMA 30yr Pool#BW0081 4.500% 01-Apr-2052, 4.50%, 04/01/52 FN 3140MRCT2 - - 230,225 $228,622 $228,622 0.00 $226,979
GNMA II 30yr Pool#MA5192 4.000% 20-May-2048, 4.00%, 05/20/48 G2 36179TXV2 - - 220,662 $217,174 $217,174 0.00 $214,131
FHLMC 30yr Pool#SL1665 4.500% 01-Jun-2053, 4.50%, 06/01/53 FR 31427NZ77 - - - $212,566 $212,566 0.00 $0
FHLMC 30yr Pool#SL0913 4.500% 01-May-2054, 4.50%, 05/01/54 FR 31427NAP4 - - - $211,513 $211,513 0.00 $0
FNMA 30yr Pool#BO9819 4.500% 01-Dec-2049, 4.50%, 12/01/49 FN 3140K54D6 - - 210,673 $211,036 $211,036 0.00 $209,343
FHLMC 30yr Pool#RA1088 4.500% 01-Jul-2049, 4.50%, 07/01/49 FR 3133KGF52 - - 204,390 $204,661 $204,661 0.00 $203,098
FHLMC 30yr Pool#SD8040 4.500% 01-Jan-2050, 4.50%, 01/01/50 FR 3132DV4Z5 - - 184,188 $188,591 $188,591 0.00 $183,027
FNMA 30yr Pool#AB6280 3.000% 01-Sep-2042, 3.00%, 09/01/42 FN 31417C6S9 - - 196,011 $182,600 $182,600 0.00 $180,791
FNMA 30yr Pool#BO2983 3.000% 01-Sep-2049, 3.00%, 09/01/49 FN 3140JXJ58 - - 195,438 $179,580 $179,580 0.00 $178,169
FNMA 30yr Pool#CA4185 4.500% 01-Sep-2049, 4.50%, 09/01/49 FN 3140QBUK2 - - 176,956 $177,249 $177,249 0.00 $175,838
FNMA 30yr Pool#CA4035 4.500% 01-Aug-2049, 4.50%, 08/01/49 FN 3140QBPV4 - - 172,148 $172,372 $172,372 0.00 $171,060
Santander Bank Auto Credit-Linked Notes, Series 2023-A B 6.493% 15-JUN-2033, 6.49%, 06/15/33 SBCLN 2023-A 80290CBU7 - - 163,846 $164,432 $164,432 0.00 $164,373
FHLMC 30yr Pool#ZT1320 4.000% 01-Nov-2048, 4.00%, 11/01/48 FR 3132ADPD4 - - 164,278 $161,223 $161,223 0.00 $158,954
FNMA 30yr Pool#BV7132 4.500% 01-Apr-2052, 4.50%, 04/01/52 FN 3140ML4S6 - - 162,085 $160,963 $160,963 0.00 $159,800
FHLMC 30yr Pool#ZA7158 4.500% 01-Jun-2049, 4.50%, 06/01/49 FR 31329Q5T4 - - 158,192 $158,371 $158,371 0.00 $156,962
FNMA 30yr Pool#AB7563 3.000% 01-Jan-2043, 3.00%, 01/01/43 FN 31417EMM0 - - 168,492 $157,977 $157,977 0.00 $156,533
FNMA 30yr Pool#FS2546 4.000% 01-Mar-2051, 4.00%, 03/01/51 FN 3140XHZL4 - - 155,048 $151,593 $151,593 0.00 $150,023
GNMA II 30yr Pool#MA5753 4.000% 20-Feb-2049, 4.00%, 02/20/49 G2 36179UMA7 - - 146,127 $139,007 $139,007 0.00 $137,968
FNMA 30yr Pool#MA1229 3.000% 01-Oct-2042, 3.00%, 10/01/42 FN 31418ALK2 - - 146,554 $136,947 $136,947 0.00 $135,655
FNMA 30yr Pool#BW0072 4.500% 01-Apr-2052, 4.50%, 04/01/52 FN 3140MRCJ4 - - 136,704 $135,759 $135,759 0.00 $134,776
FNMA 30yr Pool#BV7131 4.500% 01-Apr-2052, 4.50%, 04/01/52 FN 3140ML4R8 - - 129,453 $128,558 $128,558 0.00 $127,628
GNMA II 30yr Pool#BF6874 4.500% 20-Jul-2048, 4.50%, 07/20/48 G2 3617GDT77 - - 127,339 $127,352 $127,352 0.00 $126,304
GNMA II 30yr Pool#MA5866 4.000% 20-Apr-2049, 4.00%, 04/20/49 G2 36179UQT2 - - 133,030 $127,107 $127,107 0.00 $126,116
FNMA 20yr Pool#AB9283 3.000% 01-Apr-2038, 3.00%, 04/01/38 FN 31417GJ56 - - 133,947 $125,692 $125,692 0.00 $124,142
FREED ABS Trust 2021-3FP D 2.37% 18-NOV-2028, 2.37%, 11/20/28 FREED 2021-3FP 30322MAD1 - - 125,291 $125,521 $125,521 0.00 $125,282
FNMA 30yr Pool#FA1548 4.500% 01-Sep-2053, 4.50%, 09/01/53 FN 3140W1WJ8 - - - $120,343 $120,343 0.00 $0
RCKT Mortgage Trust 2025-CES5 A1A 5.687% 25-MAY-2055, 5.69%, 05/25/55 RCKT 2025-CES5 74942CAA7 - - - $116,288 $116,288 0.00 $0
FNMA 30yr Pool#BM3282 3.500% 01-Dec-2047, 3.50%, 12/01/47 FN 3140J7UG8 - - 116,663 $113,184 $113,184 0.00 $110,803
GNMA II 30yr Pool#BK5879 4.500% 20-Nov-2048, 4.50%, 11/20/48 G2 3617J6Q80 - - 111,841 $110,329 $110,329 0.00 $109,474
FNMA 30yr Pool#CA3683 4.500% 01-Jun-2049, 4.50%, 06/01/49 FN 3140QBCV8 - - 109,232 $109,374 $109,374 0.00 $108,541
FHLMC 30yr Pool#ZT1633 4.000% 01-Mar-2047, 4.00%, 03/01/47 FR 3132ADY69 - - 110,838 $109,216 $109,216 0.00 $108,268
FHLMC 30yr Pool#QE0318 4.500% 01-Mar-2052, 4.50%, 03/01/52 FR 3133B9K78 - - 108,550 $107,828 $107,828 0.00 $107,037
FNMA 30yr Pool#CA0108 3.500% 01-Aug-2047, 3.50%, 08/01/47 FN 3140Q7DN4 - - 107,543 $103,798 $103,798 0.00 $102,141
FHLMC 30yr Pool#ZM7577 4.500% 01-Aug-2048, 4.50%, 08/01/48 FR 3131Y2M21 - - 100,321 $100,735 $100,735 0.00 $99,950
Fannie Mae REMIC Trust 2013-130 FN 4.81287% 25-OCT-2042, 4.81%, 10/25/42 FNR 2013-130 3136AHG53 - - 94,726 $93,894 $93,894 0.00 $93,616
FNMA 30yr Pool#BJ8459 3.000% 01-Aug-2049, 3.00%, 08/01/49 FN 3140HAMH0 - - 100,485 $90,194 $90,194 0.00 $89,368
FNMA 30yr Pool#BO4113 3.000% 01-Aug-2049, 3.00%, 08/01/49 FN 3140JYSB3 - - 91,255 $81,934 $81,934 0.00 $81,159
FHLMC 30yr Pool#ZM7926 5.000% 01-Sep-2048, 5.00%, 09/01/48 FR 3131Y2YX0 - - 78,020 $79,780 $79,780 0.00 $79,120
Sequoia Mortgage Trust 2019-CH3 A19 4.0% 25-OCT-2049, 4.00%, 09/25/49 SEMT 2019-CH3 81748GBN0 - - 84,004 $78,832 $78,832 0.00 $78,402
FHLMC 30yr Pool#QA2159 3.000% 01-Aug-2049, 3.00%, 08/01/49 FR 31334YMG9 - - 83,117 $74,443 $74,443 0.00 $73,921
FNMA 30yr Pool#MA1447 3.000% 01-May-2043, 3.00%, 05/01/43 FN 31418ATD0 - - 78,111 $73,724 $73,724 0.00 $72,104
FNMA 30yr Pool#AS8547 3.000% 01-Nov-2046, 3.00%, 11/01/46 FN 3138WJP93 - - 71,931 $65,843 $65,843 0.00 $65,363
FNMA 30yr Pool#BD2453 3.000% 01-Jan-2047, 3.00%, 01/01/47 FN 3140F9WP6 - - 69,335 $64,152 $64,152 0.00 $63,607
Prosper Marketplace Issuance Trust, Series 2024-1 A 6.12% 15-AUG-2029, 6.12%, 08/15/29 PMIT 2024-1A 74363CAA7 - - 63,830 $63,918 $63,918 0.00 $63,897
Fannie Mae REMIC Trust 2010-109 BS 5.83121% 25-OCT-2040, 5.83%, 10/25/40 FNR 2010-109 31398NTM6 - - 41,248 $62,064 $62,064 0.00 $61,751
FHLMC 15yr Pool#ZK8962 3.000% 01-Sep-2032, 3.00%, 09/01/32 FR 3131XC5X1 - - 55,853 $56,351 $56,351 0.00 $54,525
Fannie Mae REMIC Trust 2006-20 GF 4.81287% 25-APR-2036, 4.81%, 04/25/36 FNR 2006-20 31395BU43 - - 56,533 $56,236 $56,236 0.00 $56,070
FHLMC 15yr Pool#ZS7403 3.000% 01-May-2031, 3.00%, 05/01/31 FR 3132A8GL7 - - 51,734 $52,413 $52,413 0.00 $50,741
Freddie Mac Multiclass Certificates, Series 3380 FM 5.04718% 15-OCT-2037, 5.08%, 10/15/37 FHR 3380 31397KTJ0 - - 44,912 $44,870 $44,870 0.00 $44,857
FNMA 15yr Pool#BO5957 3.000% 01-Dec-2034, 3.00%, 12/01/34 FN 3140K1TP1 - - 44,872 $44,160 $44,160 0.00 $43,579
Freddie Mac Multiclass Certificates, Series 3721 FB 4.95718% 15-SEP-2040, 4.99%, 09/15/40 FHR 3721 3137GAD20 - - 43,368 $43,212 $43,212 0.00 $43,200
FNMA 30yr Pool#BO1857 4.500% 01-Aug-2049, 4.50%, 08/01/49 FN 3140JWB33 - - 43,035 $43,088 $43,088 0.00 $42,764
Ginnie Mae REMIC Trust 2008-013 FB 4.96513% 20-FEB-2038, 4.95%, 02/20/38 GNR 2008-13 38375PNL1 - - 40,779 $40,431 $40,431 0.00 $40,279
FIGRE Trust 2025-HE2 A 5.775% 25-MAR-2055, 5.78%, 03/25/55 FIGRE 2025-HE2 31684KAA1 - - - $38,577 $38,577 0.00 $0
FNMA 15yr Pool#BO7717 3.000% 01-Nov-2034, 3.00%, 11/01/34 FN 3140K3SF0 - - 37,934 $37,443 $37,443 0.00 $36,903
FNMA 30yr Pool#BC0870 3.500% 01-Jan-2046, 3.50%, 01/01/46 FN 3140EU6G9 - - 37,986 $36,267 $36,267 0.00 $35,960
FHLMC 15yr Pool#ZK9163 3.000% 01-Jan-2033, 3.00%, 01/01/33 FR 3131XDFC4 - - 32,591 $32,556 $32,556 0.00 $31,797
Ginnie Mae REMIC Trust 2007-040 FG 4.78513% 20-JUL-2037, 4.77%, 07/20/37 GNR 2007-40 38375KZS4 - - 31,197 $30,769 $30,769 0.00 $30,657
Ginnie Mae REMIC Trust 2004-069 CF 4.86513% 20-JUL-2034, 4.85%, 07/20/34 GNR 2004-69 38374JAT3 - - 27,272 $27,089 $27,089 0.00 $26,990
Ginnie Mae REMIC Trust 2010-133 FD 4.90441% 16-OCT-2040, 4.69%, 10/16/40 GNR 2010-133 38377MHV1 - - 23,979 $24,922 $24,922 0.00 $23,843
Fannie Mae REMIC Trust 2013-2 QF 4.96287% 25-FEB-2043, 4.96%, 02/25/43 FNR 2013-2 3136AB4P5 - - 24,818 $24,807 $24,807 0.00 $24,732
Ginnie Mae REMIC Trust 2007-059 FA 4.96513% 20-OCT-2037, 4.95%, 10/20/37 GNR 2007-59 38375LPU8 - - 24,903 $24,700 $24,700 0.00 $24,607
FHLMC 30yr Pool#ZN2165 4.500% 01-Dec-2048, 4.50%, 12/01/48 FR 3131Y8MN2 - - 23,543 $23,682 $23,682 0.00 $23,490
Ginnie Mae REMIC Trust 2008-016 FC 4.96513% 20-FEB-2038, 4.95%, 02/20/38 GNR 2008-16 383742FU2 - - 19,924 $19,770 $19,770 0.00 $19,696
Ginnie Mae REMIC Trust 2007-037 FW 4.77513% 20-JUN-2037, 4.76%, 06/20/37 GNR 2007-37 38375KNR9 - - 20,019 $19,726 $19,726 0.00 $19,655
Ginnie Mae REMIC Trust 2004-059 FP 4.77441% 16-AUG-2034, 4.56%, 08/16/34 GNR 2004-59 38374HYS3 - - 19,408 $19,587 $19,587 0.00 $19,198
Ginnie Mae REMIC Trust 2005-065 FA 4.61513% 20-AUG-2035, 4.60%, 08/20/35 GNR 2005-65 38374LL25 - - 19,520 $19,195 $19,195 0.00 $19,128
Fannie Mae REMIC Trust 2002-53 FK 4.86287% 25-APR-2032, 4.86%, 04/25/32 FNR 2002-53 31392EHN3 - - 17,547 $17,528 $17,528 0.00 $17,476
Freddie Mac Multiclass Certificates, Series 2426 FL 5.10718% 15-MAR-2032, 5.14%, 03/15/32 FHR 2426 31339W7G5 - - 17,292 $17,347 $17,347 0.00 $17,343
Ginnie Mae REMIC Trust 2005-048 AF 4.66513% 20-JUN-2035, 4.65%, 06/20/35 GNR 2005-48 38374LHM6 - - 16,421 $16,169 $16,169 0.00 $16,112
FHLMC 30yr Pool#ZT0252 3.000% 01-Dec-2047, 3.00%, 12/01/47 FR 3132ACH52 - - 17,430 $16,145 $16,145 0.00 $15,990
Fannie Mae REMIC Trust 2005-83 KT 4.76287% 25-OCT-2035, 4.76%, 10/25/35 FNR 2005-83 31394FUL7 - - 15,257 $15,167 $15,167 0.00 $15,122
Fannie Mae REMIC Trust 2007-89 GF 4.98287% 25-SEP-2037, 4.98%, 09/25/37 FNR 2007-89 31396XPM0 - - 14,296 $14,324 $14,324 0.00 $14,280
Freddie Mac Multiclass Certificates, Series 2551 FD 4.85718% 15-JAN-2033, 4.89%, 01/15/33 FHR 2551 31393JAZ1 - - 12,595 $12,564 $12,564 0.00 $12,560
Ginnie Mae REMIC Trust 2012-075 FP 4.76513% 20-JUL-2041, 4.75%, 07/20/41 GNR 2012-75 38378EZ55 - - 12,330 $12,272 $12,272 0.00 $12,228
FHLMC 30yr Pool#ZM2269 3.000% 01-Dec-2046, 3.00%, 12/01/46 FR 3131XVQW8 - - 12,662 $11,703 $11,703 0.00 $11,608
Ginnie Mae REMIC Trust 2007-061 FA 4.96513% 20-OCT-2037, 4.95%, 10/20/37 GNR 2007-61 38375LLN8 - - 10,334 $10,249 $10,249 0.00 $10,211
Freddie Mac Multiclass Certificates, Series 2410, excluding Group 6 FX 4.80718% 15-FEB-2032, 4.84%, 02/15/32 FHR 2410 31339NJN7 - - 9,977 $9,935 $9,935 0.00 $9,933
Fannie Mae REMIC Trust 2010-123 FL 4.89287% 25-NOV-2040, 4.89%, 11/25/40 FNR 2010-123 31398N2W3 - - 9,770 $9,757 $9,757 0.00 $9,728
FNMA 15yr Pool#AS8207 2.500% 01-Oct-2031, 2.50%, 10/01/31 FN 3138WJDM7 - - 9,852 $9,739 $9,739 0.00 $9,539
GNMA II 30yr Pool#BK6072 5.000% 20-Jan-2049, 5.00%, 01/20/49 G2 3617J6W91 - - 9,093 $9,324 $9,324 0.00 $9,228
Fannie Mae REMIC Trust 2003-87 FG 4.96287% 25-SEP-2033, 4.96%, 09/25/33 FNR 2003-87 31393E4W6 - - 8,977 $8,990 $8,990 0.00 $8,963
Freddie Mac Multiclass Certificates, Series 3028 FM 4.70718% 15-SEP-2035, 4.74%, 09/15/35 FHR 3028 31396AFB5 - - 8,766 $8,716 $8,716 0.00 $8,714
FNMA 15yr Pool#BM1036 2.500% 01-Feb-2032, 2.50%, 02/01/32 FN 3140J5EJ4 - - 8,578 $8,525 $8,525 0.00 $8,304
FNMA 15yr Pool#AS7643 2.500% 01-Aug-2031, 2.50%, 08/01/31 FN 3138WHP55 - - 8,483 $8,424 $8,424 0.00 $8,215
Freddie Mac Multiclass Certificates, Series 3738 FD 4.75718% 15-AUG-2040, 4.79%, 08/15/40 FHR 3738 3137GAYQ4 - - 7,984 $7,980 $7,980 0.00 $7,978
Fannie Mae REMIC Trust 2012-100 FG 4.86287% 25-SEP-2042, 4.86%, 09/25/42 FNR 2012-100 3136A8QW3 - - 7,933 $7,869 $7,869 0.00 $7,846
Fannie Mae REMIC Trust 2002-16 VF 5.01287% 25-APR-2032, 5.01%, 04/25/32 FNR 2002-16 31392CWW0 - - 7,698 $7,721 $7,721 0.00 $7,697
FHLMC 15yr Pool#ZK8405 2.500% 01-Dec-2031, 2.50%, 01/22/31 FR 3131XCKS5 - - 7,238 $7,210 $7,210 0.00 $7,001
Ginnie Mae REMIC Trust 2010-006 FG 5.07441% 16-JAN-2040, 4.86%, 01/16/40 GNR 2010-6 38376TSC7 - - 6,919 $7,038 $7,038 0.00 $6,848
Ginnie Mae REMIC Trust 2007-018 FD 4.76513% 20-APR-2037, 4.75%, 04/20/37 GNR 2007-18 38375JC86 - - 7,141 $7,036 $7,036 0.00 $7,010
Fannie Mae REMIC Trust 2010-95 FB 4.86287% 25-SEP-2040, 4.86%, 09/25/40 FNR 2010-95 31398NEX8 - - 6,497 $6,492 $6,492 0.00 $6,473
FNMA 30yr Pool#MA3694 4.500% 01-Jul-2049, 4.50%, 07/01/49 FN 31418DC83 - - 4,534 $4,604 $4,604 0.00 $4,505
Ginnie Mae REMIC Trust 1999-27 FE 4.87441% 16-AUG-2029, 4.66%, 08/16/29 GNR 1999-27 3837H2WA3 - - 2,669 $3,028 $3,028 0.00 $2,663
FHLMC 30yr Pool#ZN0650 3.000% 01-Mar-2043, 3.00%, 03/01/43 FR 3131Y6WK1 - - 2,208 $2,084 $2,084 0.00 $2,038
Freddie Mac Multiclass Certificates, Series 2469 FE 4.95718% 15-JUL-2032, 4.99%, 07/15/32 FHR 2469 31392RC58 - - 1,869 $1,867 $1,867 0.00 $1,867
Ginnie Mae REMIC Trust 2010-125 VF 4.81513% 20-JUN-2040, 4.80%, 06/20/40 GNR 2010-125 38377JYJ6 - - 381.00 $378 $378 0.00 $377
US ULTRA BOND CBT Dec25 DEC 25 WNZ5 FUTURES_USD - -651.00 $-79,320,281 $0 0.00 $0
US 10yr Ultra Fut Dec25 DEC 25 UXYZ5 FUTURES_USD - -567.00 $-65,904,891 $0 0.00 $0
US 5YR NOTE (CBT) Dec25 DEC 25 FVZ5 FUTURES_USD - 3,000 $329,648,439 $0 0.00 $0
US 10YR NOTE (CBT)Dec25 DEC 25 TYZ5 FUTURES_USD - -230.00 $-26,115,781 $0 0.00 $0
UMBS TBA 30yr 4% September Delivery, 4.00%, 09/15/25 FNCL 01F040693 - - -34,877,000 $-33,244,094 $-33,244,094 -0.52 $-33,244,094
UMBS TBA 30yr 3.5% October Delivery, 3.50%, 10/14/25 FNCL 01F0326A7 - - -95,653,000 $-88,395,233 $-88,395,233 -1.37 $-88,395,233
UMBS TBA 30yr 5% October Delivery, 5.00%, 10/14/25 FNCL 01F0506A9 - - -271,692,000 $-271,516,215 $-271,516,215 -4.22 $-271,516,215
UMBS TBA 30yr 5.5% October Delivery, 5.50%, 10/14/25 FNCL 01F0526A5 - - -402,700,400 $-407,770,398 $-407,770,398 -6.34 $-407,770,398
UMBS TBA 30yr 6% October Delivery, 6.00%, 10/14/25 FNCL 01F0606A8 - - -412,082,188 $-421,860,898 $-421,860,898 -6.56 $-421,860,898
UMBS TBA 30yr 4% October Delivery, 4.00%, 10/14/25 FNCL 01F0406A0 - - -744,996,155 $-710,020,076 $-710,020,076 -11.04 $-710,020,076
UMBS TBA 30yr 4.5% October Delivery, 4.50%, 10/14/25 FNCL 01F0426A6 - - -775,467,525 $-760,020,987 $-760,020,987 -11.81 $-760,020,987
SEGREGATED CASH SEGCASH - $0.00 2,570,430 $2,570,430 $2,570,430 0.04 $2,570,430
ALMSUM ALMSUM - $0.00 - $0 $0 0.00 $0
US DOLLARS USD MD_142224 - - -1,404,861,717 $-1,404,861,717 $-1,404,861,717 -21.84 $-1,404,861,717
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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