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For Institutional Investors in the US

Mortgage-Backed Securities ETF Holdings

Full Portfolio Holdings

(As of May 1, 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% May Delivery, 2.50%, 05/13/25 FNCL 01F022659 - - 1,622,789,894 $1,342,715,832 $1,342,715,832 24.88 $1,342,715,832
UMBS TBA 30yr 3% May Delivery, 3.00%, 05/13/25 FNCL 01F030652 - - 827,620,354 $714,878,599 $714,878,599 13.25 $714,878,599
UMBS TBA 30yr 6% May Delivery, 6.00%, 05/13/25 FNCL 01F060659 - - 360,000,000 $364,561,200 $364,561,200 6.76 $364,561,200
GNMA II TBA 30yr 5% May Delivery, 5.00%, 05/20/25 G2SF 21H050656 - - 336,146,194 $328,727,111 $328,727,111 6.10 $328,727,111
UMBS TBA 30yr 2% May Delivery, 2.00%, 05/13/25 FNCL 01F020653 - - 376,104,255 $297,057,672 $297,057,672 5.51 $297,057,672
GNMA II TBA 30yr 5.5% May Delivery, 5.50%, 05/20/25 G2SF 21H052652 - - 237,444,000 $236,724,307 $236,724,307 4.39 $236,724,307
GNMA II TBA 30yr 4.5% May Delivery, 4.50%, 05/20/25 G2SF 21H042653 - - 242,461,488 $231,190,181 $231,190,181 4.29 $231,190,181
UMBS TBA 30yr 4.5% May Delivery, 4.50%, 05/13/25 FNCL 01F042657 - - 203,710,000 $194,128,296 $194,128,296 3.60 $194,128,296
FNMA 30yr Pool#CB9430 5.500% 01-Nov-2054, 5.50%, 11/01/54 FN 3140QVPQ1 - - 192,818,802 $193,539,619 $193,539,619 3.58 $192,626,408
Fannie Mae REMIC Trust 2025-12 FC 5.45369% 25-MAR-2055, 5.45%, 03/25/55 FNR 2025-12 3136BVFC7 - - 162,769,758 $161,704,192 $161,704,192 2.99 $161,531,585
GNMA II TBA 30yr 3% May Delivery, 3.00%, 05/20/25 G2SF 21H030658 - - 175,024,962 $154,370,441 $154,370,441 2.86 $154,370,441
FHLMC 30yr Pool#RJ2853 5.000% 01-Dec-2054, 5.00%, 12/01/54 FR 3142GTE36 - - 139,474,769 $137,926,911 $137,926,911 2.55 $137,326,395
UMBS TBA 30yr 6.5% May Delivery, 6.50%, 05/13/25 FNCL 01F062655 - - 132,991,000 $136,774,594 $136,774,594 2.53 $136,774,594
GNMA II TBA 30yr 3.5% May Delivery, 3.50%, 05/20/25 G2SF 21H032654 - - 138,246,377 $125,112,833 $125,112,833 2.32 $125,112,833
FNMA 30yr Pool#FS1133 4.000% 01-Oct-2051, 4.00%, 10/01/51 FN 3140XGHK8 - - 122,416,499 $115,344,838 $115,344,838 2.14 $114,923,181
FHLMC 30yr Pool#SL0335 5.500% 01-Feb-2055, 5.50%, 02/01/55 FR 31427MLR0 - - 112,777,456 $113,417,277 $113,417,277 2.10 $112,883,150
FNMA 30yr Pool#FM7460 4.000% 01-Mar-2051, 4.00%, 03/01/51 FN 3140XBJE1 - - 114,097,811 $107,506,697 $107,506,697 1.99 $107,113,694
GNMA II TBA 30yr 4% May Delivery, 4.00%, 05/20/25 G2SF 21H040657 - - 107,413,688 $99,579,793 $99,579,793 1.84 $99,579,793
FNMA 30yr Pool#FS8993 6.000% 01-Jul-2054, 6.00%, 07/01/54 FN 3140XQ7F8 - - 83,251,532 $85,332,080 $85,332,080 1.58 $84,901,947
FNMA 30yr Pool#FS9022 5.500% 01-Aug-2054, 5.50%, 08/01/54 FN 3140XRAY1 - - 83,606,324 $84,106,737 $84,106,737 1.56 $83,710,768
FNMA 30yr Pool#FA0574 5.500% 01-Jan-2055, 5.50%, 01/01/55 FN 3140W0T88 - - 74,959,916 $75,830,690 $75,830,690 1.40 $75,613,098
UMBS TBA 30yr 3.5% May Delivery, 3.50%, 05/13/25 FNCL 01F032658 - - 82,500,000 $74,119,732 $74,119,732 1.37 $74,119,732
FHLMC 30yr Pool#RJ2649 5.500% 01-Oct-2054, 5.50%, 10/01/54 FR 3142GS5K0 - - 73,044,565 $73,862,561 $73,862,561 1.37 $73,516,614
FNMA 30yr Pool#FA0198 5.500% 01-Oct-2054, 5.50%, 10/01/54 FN 3140W0GG4 - - 68,494,808 $69,283,227 $69,283,227 1.28 $68,958,828
FNMA 30yr Pool#FA0573 5.000% 01-Jan-2055, 5.00%, 01/01/55 FN 3140W0T70 - - 65,400,725 $64,905,082 $64,905,082 1.20 $64,623,496
FHLMC 30yr Pool#QX7566 5.500% 01-Mar-2055, 5.50%, 03/01/55 FR 31426DMQ2 - - 56,990,064 $57,203,110 $57,203,110 1.06 $56,933,199
FNMA 30yr Pool#FS6355 5.000% 01-Aug-2053, 5.00%, 08/01/53 FN 3140XNBZ6 - - 53,483,040 $52,787,272 $52,787,272 0.98 $52,556,998
Fannie Mae REMIC Trust 2025-9 FA 5.55369% 25-MAR-2055, 5.55%, 03/25/55 FNR 2025-9 3136BVDC9 - - 52,816,575 $52,577,898 $52,577,898 0.97 $52,520,862
FNMA 30yr Pool#CB9613 5.500% 01-Dec-2054, 5.50%, 12/01/54 FN 3140QVVF8 - - 49,617,980 $49,803,468 $49,803,468 0.92 $49,568,471
Freddie Mac Pool|5|03/01/2055, 5.00%, 03/01/55 FR 31427NHY8 - - 49,996,900 $49,183,750 $49,183,750 0.91 $48,968,486
FHLMC 30yr Pool#SD7343 5.500% 01-Jan-2055, 5.50%, 01/01/55 FR 3132DVEQ4 - - 47,672,605 $48,231,603 $48,231,603 0.89 $48,005,820
FNMA 30yr Pool#FS9027 5.500% 01-Jul-2053, 5.50%, 07/01/53 FN 3140XRA54 - - 47,080,530 $47,683,992 $47,683,992 0.88 $47,461,014
FNMA 30yr Pool#FS9779 5.500% 01-Nov-2054, 5.50%, 11/01/54 FN 3140XR2M6 - - 46,461,571 $46,934,644 $46,934,644 0.87 $46,799,776
FHLMC 30yr Pool#SL0046 6.000% 01-Jan-2055, 6.00%, 01/01/55 FR 31427MBQ3 - - 45,787,597 $46,931,879 $46,931,879 0.87 $46,695,310
FHLMC 30yr Pool#ZT2413 4.000% 01-Feb-2041, 4.00%, 02/01/41 FR 3132AEVE3 - - 44,408,309 $43,082,127 $43,082,127 0.80 $42,929,165
New Residential Mortgage LLC 6.545% 25-MAR-2032, 6.54%, 03/25/32 NZES 2025-FHT 64832EAA7 - - 42,912,515 $43,005,723 $43,005,723 0.80 $42,951,111
FNMA 30yr Pool#FS8881 4.500% 01-Sep-2053, 4.50%, 09/01/53 FN 3140XQ2P1 - - 43,232,058 $41,946,000 $41,946,000 0.78 $41,778,476
FNMA 40yr Pool#BF0646 2.500% 01-Jun-2062, 2.50%, 06/01/62 FN 3140FXWG3 - - 51,022,235 $41,796,381 $41,796,381 0.77 $41,686,541
FNMA 30yr Pool#CB8119 5.000% 01-Mar-2054, 5.00%, 03/01/54 FN 3140QUAV8 - - 41,270,539 $40,683,909 $40,683,909 0.75 $40,506,216
FHLMC 30yr Pool#SD7344 5.500% 01-Jan-2055, 5.50%, 01/01/55 FR 3132DVER2 - - 39,678,811 $40,120,062 $40,120,062 0.74 $39,932,139
Freddie Mac Pool|4|07/01/2050, 4.00%, 07/01/50 FR 31427NBG3 - - 41,339,421 $39,742,115 $39,742,115 0.74 $39,599,724
FHLMC 30yr Pool#SI2101 4.000% 01-Sep-2048, 4.00%, 09/01/48 FR 3133USKN0 - - 41,519,666 $39,208,878 $39,208,878 0.73 $39,065,866
FNMA 30yr Pool#FS8308 5.000% 01-Jun-2054, 5.00%, 06/01/54 FN 3140XQGS0 - - 39,549,473 $38,987,307 $38,987,307 0.72 $38,817,024
FNMA 30yr Pool#CB8694 6.000% 01-Jun-2054, 6.00%, 06/01/54 FN 3140QUUU8 - - 37,331,274 $38,754,842 $38,754,842 0.72 $38,561,964
FNMA 30yr Pool#FA0576 5.500% 01-Jan-2055, 5.50%, 01/01/55 FN 3140W0UA1 - - 38,113,822 $38,569,407 $38,569,407 0.71 $38,388,896
FHLMC 30yr Pool#RJ1341 6.000% 01-Apr-2054, 6.00%, 04/01/54 FR 3142GRP38 - - 37,302,185 $38,445,614 $38,445,614 0.71 $38,252,887
FHLMC 30yr Pool#RJ1505 5.000% 01-May-2054, 5.00%, 05/01/54 FR 3142GRU73 - - 38,755,967 $38,205,079 $38,205,079 0.71 $38,038,214
FNMA 30yr Pool#CB8543 6.000% 01-May-2054, 6.00%, 05/01/54 FN 3140QUP59 - - 36,735,147 $37,861,195 $37,861,195 0.70 $37,671,397
FNMA 30yr Pool#FS9794 5.000% 01-Nov-2054, 5.00%, 11/01/54 FN 3140XR3C7 - - 37,107,259 $36,826,040 $36,826,040 0.68 $36,666,272
FHLMC 30yr Pool#RJ3274 5.500% 01-Feb-2055, 5.50%, 02/01/55 FR 3142GTT89 - - 35,320,906 $35,708,184 $35,708,184 0.66 $35,540,900
FHLMC 30yr Pool#SL0208 5.000% 01-Dec-2054, 5.00%, 12/01/54 FR 31427MGS4 - - 35,125,053 $34,847,396 $34,847,396 0.65 $34,696,164
FNMA 30yr Pool#FA0603 4.500% 01-Sep-2051, 4.50%, 09/01/51 FN 3140W0U52 - - 34,721,661 $33,725,763 $33,725,763 0.62 $33,591,217
FNMA 30yr Pool#FS9788 5.500% 01-Nov-2054, 5.50%, 11/01/54 FN 3140XR2W4 - - 33,296,515 $33,517,732 $33,517,732 0.62 $33,360,036
FNMA 30yr Pool#FA0635 5.000% 01-Jan-2055, 5.00%, 01/01/55 FN 3140W0V51 - - 34,007,968 $33,454,863 $33,454,863 0.62 $33,308,440
FNMA 40yr Pool#BF0698 3.500% 01-Dec-2062, 3.50%, 12/01/62 FN 3140FXX49 - - 36,889,666 $32,941,535 $32,941,535 0.61 $32,830,354
FNMA 30yr Pool#CB5580 4.500% 01-Oct-2052, 4.50%, 10/01/52 FN 3140QRFW8 - - 33,108,276 $31,755,645 $31,755,645 0.59 $31,627,350
FNMA 30yr Pool#BW7371 5.500% 01-Feb-2053, 5.50%, 02/01/53 FN 3140N0FM2 - - 30,509,005 $30,993,703 $30,993,703 0.57 $30,849,209
NRM MSR-Collateralized Notes, Series 2024-FNT1 A 7.398% 25-NOV-2029, 7.40%, 11/25/31 NZES 2024-FNT1 62956YAA7 - - 30,718,006 $30,928,750 $30,928,750 0.57 $30,884,562
FNMA 30yr Pool#FS8335 4.500% 01-Jan-2051, 4.50%, 01/01/51 FN 3140XQHM2 - - 31,815,644 $30,903,097 $30,903,097 0.57 $30,779,811
FNMA 30yr Pool#FS3883 4.500% 01-Feb-2053, 4.50%, 02/01/53 FN 3140XKJ50 - - 32,118,671 $30,881,737 $30,881,737 0.57 $30,757,277
FHLMC 30yr Pool#SD6982 5.000% 01-Nov-2054, 5.00%, 11/01/54 FR 3132DUXK8 - - 30,984,095 $30,772,397 $30,772,397 0.57 $30,638,993
FNMA 30yr Pool#FS8681 4.500% 01-Oct-2050, 4.50%, 10/01/50 FN 3140XQUF2 - - 29,891,257 $29,033,906 $29,033,906 0.54 $28,918,078
FHLMC 30yr Pool#SL0367 4.500% 01-Dec-2054, 4.50%, 12/01/54 FR 31427MMR9 - - 29,412,022 $28,242,672 $28,242,672 0.52 $28,128,700
FHLMC 30yr Pool#SD3271 5.500% 01-Jun-2053, 5.50%, 06/01/53 FR 3132DQT48 - - 26,446,583 $26,786,838 $26,786,838 0.50 $26,661,584
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-HQA3 M2 6.45369% 25-SEP-2041, 6.45%, 09/25/41 STACR 2021-HQA3 35564KJP5 - - 26,457,865 $26,457,994 $26,457,994 0.49 $26,424,793
FNMA 30yr Pool#FA0627 5.500% 01-Feb-2055, 5.50%, 02/01/55 FN 3140W0VV4 - - 25,472,301 $25,757,555 $25,757,555 0.48 $25,636,916
FNMA 30yr Pool#FS6257 4.000% 01-Jun-2053, 4.00%, 06/01/53 FN 3140XM5T9 - - 27,255,458 $25,489,080 $25,489,080 0.47 $25,395,200
FNMA 30yr Pool#FS9239 4.500% 01-Jan-2051, 4.50%, 01/01/51 FN 3140XRHR9 - - 25,858,239 $25,116,564 $25,116,564 0.47 $25,016,363
FHLMC 30yr Pool#SD6989 5.500% 01-Nov-2054, 5.50%, 11/01/54 FR 3132DUXS1 - - 23,521,793 $23,678,068 $23,678,068 0.44 $23,566,666
FNMA 30yr Pool#FM7840 4.000% 01-Apr-2050, 4.00%, 04/01/50 FN 3140XBWA4 - - 24,942,012 $23,501,181 $23,501,181 0.44 $23,415,270
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2025-HQA1 M2 5.98969% 25-FEB-2045, 6.00%, 02/25/45 STACR 2025-HQA1 35564NHA4 - - 23,060,148 $22,893,900 $22,893,900 0.42 $22,866,980
FNMA 30yr Pool#FS4781 4.000% 01-Oct-2051, 4.00%, 10/01/51 FN 3140XLJ33 - - 24,296,581 $22,893,035 $22,893,035 0.42 $22,809,347
FNMA 30yr Pool#FS7225 4.000% 01-Aug-2051, 4.00%, 08/01/51 FN 3140XPA33 - - 24,191,379 $22,845,001 $22,845,001 0.42 $22,761,675
FNMA 40yr Pool#BF0807 3.500% 01-Apr-2064, 3.50%, 04/01/64 FN 3140FX3R1 - - 24,817,329 $22,143,944 $22,143,944 0.41 $22,069,147
FNMA 40yr Pool#BF0713 4.000% 01-Mar-2063, 4.00%, 03/01/63 FN 3140FXYK2 - - 23,652,911 $21,961,588 $21,961,588 0.41 $21,880,117
FNMA 40yr Pool#BF0226 3.500% 01-Jan-2058, 3.50%, 01/01/58 FN 3140FXHC9 - - 23,664,612 $21,521,102 $21,521,102 0.40 $21,449,779
GNMA II TBA 30yr 2.5% May Delivery, 2.50%, 05/20/25 G2SF 21H022655 - - 25,296,414 $21,463,248 $21,463,248 0.40 $21,463,248
FNMA 30yr Pool#CB7112 5.500% 01-Sep-2053, 5.50%, 09/01/53 FN 3140QS3W9 - - 21,024,218 $21,281,188 $21,281,188 0.39 $21,181,615
FNMA 30yr Pool#FS6382 4.000% 01-Aug-2051, 4.00%, 08/01/51 FN 3140XNCU6 - - 22,442,136 $21,193,113 $21,193,113 0.39 $21,115,812
FNMA 30yr Pool#FS9880 4.500% 01-Sep-2054, 4.50%, 09/01/54 FN 3140XR6S9 - - 21,829,131 $20,961,258 $20,961,258 0.39 $20,876,670
Finance of America Structured Securities Trust, 2025-S1 A1 3.5% 25-FEB-2075, 3.50%, 02/25/75 FASST 2025-S1 31741BAB0 - - 21,977,724 $20,938,221 $20,938,221 0.39 $20,923,263
Freddie Mac Pool|4|07/01/2049, 4.00%, 07/01/49 FR 31427M5L1 - - 21,284,747 $20,675,846 $20,675,846 0.38 $20,602,532
FHLMC 30yr Pool#QJ9063 5.000% 01-Nov-2054, 5.00%, 11/01/54 FR 3133D1B81 - - 20,920,594 $20,650,697 $20,650,697 0.38 $20,560,622
FNMA 30yr Pool#FS9116 6.000% 01-Sep-2054, 6.00%, 09/01/54 FN 3140XRDW2 - - 19,930,292 $20,428,372 $20,428,372 0.38 $20,325,399
FNMA 30yr Pool#FS5028 4.000% 01-Oct-2051, 4.00%, 10/01/51 FN 3140XLSS8 - - 21,630,208 $20,380,691 $20,380,691 0.38 $20,306,187
Finance Of America Structured Securities Trust Series 2024-S3|3.5|04/25/2074, 3.50%, 04/25/74 FASST 2024-S3 31739WAB8 - - 21,290,238 $20,365,947 $20,365,947 0.38 $20,351,458
Huntington Bank Auto Credit-Linked Notes, Series 2024-2 B1 5.442% 20-OCT-2032, 5.44%, 10/20/32 HACLN 2024-2 44644NAG4 - - 19,931,941 $20,021,598 $20,021,598 0.37 $19,985,441
FNMA 30yr Pool#FS8709 4.500% 01-Jan-2051, 4.50%, 01/01/51 FN 3140XQVB0 - - 20,038,947 $19,464,183 $19,464,183 0.36 $19,386,533
FHLMC 30yr Pool#RJ2292 5.500% 01-Sep-2054, 5.50%, 09/01/54 FR 3142GSRN0 - - 19,122,897 $19,340,031 $19,340,031 0.36 $19,249,462
FNMA 30yr Pool#BU4910 5.500% 01-Sep-2054, 5.50%, 09/01/54 FN 3140M6N41 - - 19,086,929 $19,284,815 $19,284,815 0.36 $19,194,417
FNMA 30yr Pool#DA1525 6.000% 01-Oct-2053, 6.00%, 10/01/53 FN 3140A1VT1 - - 18,839,461 $19,249,181 $19,249,181 0.36 $19,151,844
FNMA 30yr Pool#FS9476 4.000% 01-Jun-2053, 4.00%, 06/01/53 FN 3140XRQ65 - - 20,438,749 $19,107,772 $19,107,772 0.35 $19,037,372
FNMA 30yr Pool#BT8185 4.500% 01-Jun-2052, 4.50%, 06/01/52 FN 3140LXCX1 - - 19,842,373 $19,044,081 $19,044,081 0.35 $18,967,192
FNMA 30yr Pool#FS1666 3.500% 01-May-2052, 3.50%, 05/01/52 FN 3140XGZ85 - - 20,648,098 $18,889,785 $18,889,785 0.35 $18,827,554
Structured Agency Credit Risk (STACR) Debt Notes, Series 2024-HQA2 M2 6.15369% 25-AUG-2044, 6.15%, 08/25/44 STACR 2024-HQA2 35564NEC3 - - 18,000,000 $18,021,370 $18,021,370 0.33 $17,999,832
FNMA 30yr Pool#FM4738 4.000% 01-Sep-2050, 4.00%, 09/01/50 FN 3140X8HQ3 - - 19,001,465 $17,855,116 $17,855,116 0.33 $17,789,666
FNMA 30yr Pool#CB8221 5.500% 01-Mar-2054, 5.50%, 03/01/54 FN 3140QUD37 - - 17,652,150 $17,729,172 $17,729,172 0.33 $17,645,570
FHLMC 30yr Pool#QH3192 6.000% 01-Oct-2053, 6.00%, 10/01/53 FR 3133CFRM3 - - 17,008,617 $17,576,872 $17,576,872 0.33 $17,488,995
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2025-HQA1 M1 5.48969% 25-FEB-2045, 5.50%, 02/25/45 STACR 2025-HQA1 35564NGZ0 - - 17,588,979 $17,548,476 $17,548,476 0.32 $17,529,652
FNMA 30yr Pool#CB3837 3.500% 01-Jun-2052, 3.50%, 06/01/52 FN 3140QPHP5 - - 19,057,166 $17,431,358 $17,431,358 0.32 $17,373,922
Homeward Opportunities Fund Trust 2024-RTL1 A1 7.12% 25-JUL-2029, 7.12%, 07/25/29 HOF 43789FAA1 - - 17,261,000 $17,349,653 $17,349,653 0.32 $17,325,756
FNMA 40yr Pool#BF0801 2.500% 01-Apr-2064, 2.50%, 04/01/64 FN 3140FX3K6 - - 20,761,236 $17,007,370 $17,007,370 0.31 $16,962,676
FNMA 40yr Pool#BF0806 3.500% 01-Apr-2064, 3.50%, 04/01/64 FN 3140FX3Q3 - - 18,982,964 $16,979,537 $16,979,537 0.31 $16,922,324
FNMA 30yr Pool#FS8717 6.000% 01-Jul-2054, 6.00%, 07/01/54 FN 3140XQVK0 - - 15,433,360 $15,819,056 $15,819,056 0.29 $15,739,317
FHLMC 30yr Pool#SD6558 6.000% 01-Sep-2054, 6.00%, 09/01/54 FR 3132DUJB4 - - 15,371,062 $15,755,202 $15,755,202 0.29 $15,675,785
FNMA 30yr Pool#FA0122 4.500% 01-Dec-2054, 4.50%, 12/01/54 FN 3140W0D44 - - 16,369,845 $15,719,020 $15,719,020 0.29 $15,655,586
PRET 2025-RPL1 Trust A1 4.0% 25-JUL-2069, 4.00%, 07/25/69 PRET 2025-RPL1 69392FAA5 - - 16,292,750 $15,656,819 $15,656,819 0.29 $15,600,699
Vontive Mortgage Trust 2025-RTL1 A1 6.507% 25-MAR-2030, 6.51%, 03/25/30 VNTV 2025-RTL1 928884AA3 - - 15,444,000 $15,557,207 $15,557,207 0.29 $15,537,666
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 $15,367,506 $15,367,506 0.28 $15,270,031
FNMA 30yr Pool#FS9909 5.000% 01-Nov-2054, 5.00%, 11/01/54 FN 3140XSAK9 - - 15,143,836 $15,029,068 $15,029,068 0.28 $14,963,865
Connecticut Avenue Securities, Series 2021-R03 1M2 6.00369% 25-DEC-2041, 6.00%, 12/25/41 CAS 2021-R03 20754AAB9 - - 14,835,000 $14,886,000 $14,886,000 0.28 $14,868,682
Galaxy Senior Participation Interest Trust 1|7.819298735|07/31/2026, 7.82%, 07/31/26 GLXYT 2025-1 362922AA4 - - 14,638,258 $14,818,258 $14,818,258 0.27 $14,716,515
Chase Mortgage Reference Notes, Series 2020-CL1 M1 6.68348% 25-OCT-2057, 6.69%, 10/25/57 CHASE 2020-CL1 46591HAG5 - - 14,414,413 $14,701,758 $14,701,758 0.27 $14,683,004
FNMA 30yr Pool#BX0984 4.500% 01-Oct-2052, 4.50%, 10/01/52 FN 3140N5CW2 - - 15,260,786 $14,639,688 $14,639,688 0.27 $14,580,552
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-DNA7 M2 6.15369% 25-NOV-2041, 6.15%, 11/25/41 STACR 2021-DNA7 35564KMH9 - - 14,550,000 $14,609,928 $14,609,928 0.27 $14,592,518
RCKT Mortgage Trust 2025-CES4 A1A 5.811% 25-APR-2055, 5.81%, 05/25/55 RCKT 2025-CES4 74937YAA6 - - 14,359,679 $14,542,862 $14,542,862 0.27 $14,471,007
FNMA 30yr Pool#FA0470 6.000% 01-Jan-2055, 6.00%, 01/01/55 FN 3140W0QY4 - - 14,102,361 $14,454,795 $14,454,795 0.27 $14,381,933
Finance Of America Structured Securities Trust Series 2024-S2|3.5|04/25/2074, 3.50%, 04/25/74 FASST 2024-S2 31739VAA2 - - 14,969,458 $14,414,908 $14,414,908 0.27 $14,404,720
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA2 M2 8.10369% 25-FEB-2042, 8.10%, 02/25/42 STACR 2022-DNA2 35564KRN1 - - 13,840,929 $14,365,225 $14,365,225 0.27 $14,343,416
FHLMC 30yr Pool#SD1143 4.500% 01-Sep-2050, 4.50%, 09/01/50 FR 3132DNHU0 - - 14,733,268 $14,310,683 $14,310,683 0.27 $14,253,592
RCKT Mortgage Trust 2024-CES7 A1A 5.158% 25-OCT-2044, 5.16%, 10/25/44 RCKT 2024-CES7 749414AA6 - - 14,137,202 $14,131,213 $14,131,213 0.26 $14,068,421
BMP Commercial Mortgage Trust 2024-MF23 A 5.6938% 15-JUN-2041, 5.69%, 06/15/41 BMP 2024-MF23 05593JAA8 - - 14,000,000 $14,011,006 $14,011,006 0.26 $13,977,793
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2023-HQA3 M1 6.20369% 25-NOV-2043, 6.20%, 11/25/43 STACR 2023-HQA3 35564K3G2 - - 13,850,297 $13,925,414 $13,925,414 0.26 $13,908,707
Huntington Bank Auto Credit-Linked Notes, Series 2024-1 B1 6.153% 20-MAY-2032, 6.15%, 05/20/32 HACLN 2024-1 44644NAA7 - - 13,522,227 $13,688,834 $13,688,834 0.25 $13,661,099
FNMA 30yr Pool#FM5350 4.500% 01-Sep-2050, 4.50%, 09/01/50 FN 3140X85L7 - - 14,018,522 $13,601,502 $13,601,502 0.25 $13,547,180
FNMA 40yr Pool#BF0731 2.500% 01-Jun-2063, 2.50%, 06/01/63 FN 3140FXY55 - - 16,400,215 $13,434,723 $13,434,723 0.25 $13,399,417
FHLMC 30yr Pool#SD5994 4.500% 01-Sep-2050, 4.50%, 09/01/50 FR 3132DTUT5 - - 13,799,666 $13,403,859 $13,403,859 0.25 $13,350,385
Connecticut Avenue Securities Trust 2025-R03|5.95369|03/25/2045, 5.95%, 03/25/45 CAS 2025-R03 20754VAB3 - - 13,212,417 $13,265,240 $13,265,240 0.25 $13,249,944
FNMA 30yr Pool#FS6236 6.500% 01-Nov-2053, 6.50%, 11/01/53 FN 3140XM4W3 - - 12,636,803 $13,174,329 $13,174,329 0.24 $13,103,598
Connecticut Avenue Securities Trust 2024-R03 2M2 6.30369% 25-MAR-2044, 6.30%, 03/25/44 CAS 2024-R03 207941AB1 - - 13,082,000 $13,163,323 $13,163,323 0.24 $13,147,291
Saluda Grade Alternative Mortgage Trust 2023-RTL3 A1 7.0% 25-APR-2029, 7.00%, 04/25/29 GRADE 2023-RTL3 79583YAA2 - - 13,041,070 $12,991,404 $12,991,404 0.24 $12,912,795
PRET 2025-NPL4 LLC|6.3677|04/25/2055, 6.37%, 04/25/55 PRET 2025-NPL4 74136UAA3 - - 12,790,000 $12,796,784 $12,796,784 0.24 $12,789,997
FHLMC 30yr Pool#SD5224 6.000% 01-Mar-2054, 6.00%, 03/01/54 FR 3132DSYV8 - - 12,449,029 $12,760,144 $12,760,144 0.24 $12,695,824
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 $12,526,002 $12,526,002 0.23 $12,445,626
FNMA 30yr Pool#FS7117 6.500% 01-Feb-2054, 6.50%, 02/01/54 FN 3140XN4B7 - - 12,006,404 $12,517,115 $12,517,115 0.23 $12,449,912
Homeward Opportunities Fund Trust 2025-RRTL1 A1 5.476% 25-MAR-2040, 5.48%, 03/25/40 HOF 2025-RRTL1 437919AA1 - - 12,500,000 $12,488,000 $12,488,000 0.23 $12,474,690
FNMA 30yr Pool#FS7541 4.000% 01-Jun-2052, 4.00%, 06/01/52 FN 3140XPLX5 - - 13,247,550 $12,482,276 $12,482,276 0.23 $12,436,645
FHLMC 30yr Pool#QG6755 5.500% 01-Jun-2053, 5.50%, 06/01/53 FR 3133C7QG5 - - 12,266,333 $12,429,850 $12,429,850 0.23 $12,371,755
FHLMC 30yr Pool#SL0509 4.500% 01-Jan-2055, 4.50%, 01/01/55 FR 31427MR78 - - 12,907,508 $12,394,337 $12,394,337 0.23 $12,344,320
FNMA 40yr Pool#BF0783 3.500% 01-Dec-2063, 3.50%, 12/01/63 FN 3140FX2R2 - - 13,600,521 $12,143,927 $12,143,927 0.22 $12,102,936
FHLMC 30yr Pool#QH3306 6.000% 01-Oct-2053, 6.00%, 10/01/53 FR 3133CFU72 - - 11,814,577 $12,136,884 $12,136,884 0.22 $12,075,842
FNMA 30yr Pool#FS5818 4.500% 01-Oct-2050, 4.50%, 10/01/50 FN 3140XMPC4 - - 12,234,605 $11,870,653 $11,870,653 0.22 $11,823,244
FNMA 30yr Pool#BY0334 6.000% 01-May-2053, 6.00%, 05/01/53 FN 3140NGLQ1 - - 11,525,662 $11,803,675 $11,803,675 0.22 $11,744,126
FNMA 30yr Pool#BY4134 5.500% 01-Jul-2053, 5.50%, 07/01/53 FN 3140NLSY6 - - 11,769,588 $11,802,665 $11,802,665 0.22 $11,746,923
FNMA 30yr Pool#FS5362 4.500% 01-Dec-2050, 4.50%, 12/01/50 FN 3140XL5Y0 - - 11,954,766 $11,599,138 $11,599,138 0.21 $11,552,814
FNMA 30yr Pool#FS7613 4.500% 01-May-2052, 4.50%, 05/01/52 FN 3140XPN70 - - 11,769,473 $11,419,357 $11,419,357 0.21 $11,373,750
Connecticut Avenue Securities Trust 2023-R08 1B1 7.90369% 25-OCT-2043, 7.90%, 10/25/43 CAS 2023-R08 20755CAF5 - - 10,982,476 $11,359,872 $11,359,872 0.21 $11,342,994
FNMA 30yr Pool#BX0421 5.500% 01-Nov-2052, 5.50%, 11/01/52 FN 3140N4PF8 - - 11,105,952 $11,220,371 $11,220,371 0.21 $11,167,772
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2024-DNA3 M2 5.80369% 25-OCT-2044, 5.80%, 10/25/44 STACR 2024-DNA3 35564NFA6 - - 11,192,000 $11,152,387 $11,152,387 0.21 $11,139,757
RCKT Mortgage Trust 2024-CES5 A1B 6.047% 25-JUL-2044, 6.05%, 08/25/44 RCKT 74938KAB3 - - 10,814,521 $10,958,262 $10,958,262 0.20 $10,901,949
FNMA 30yr Pool#BW2174 4.500% 01-Jun-2052, 4.50%, 06/01/52 FN 3140MTMY6 - - 11,383,108 $10,925,147 $10,925,147 0.20 $10,881,037
Freddie Mac Pool|4.5|05/01/2053, 4.50%, 05/01/53 FR 31427M6F3 - - 11,370,756 $10,914,930 $10,914,930 0.20 $10,870,868
FHLMC 30yr Pool#RA7104 4.500% 01-Feb-2051, 4.50%, 02/01/51 FR 3133KN3M3 - - 11,022,914 $10,677,286 $10,677,286 0.20 $10,634,572
FNMA 30yr Pool#FS6662 4.000% 01-Oct-2051, 4.00%, 10/01/51 FN 3140XNML5 - - 11,247,421 $10,597,688 $10,597,688 0.20 $10,558,947
RCKT Mortgage Trust 2024-CES9 A1B 5.683% 25-DEC-2044, 5.68%, 12/25/44 RCKT 2024-CES9 749426AB8 - - 10,545,026 $10,588,495 $10,588,495 0.20 $10,536,891
FHLMC 30yr Pool#QH1500 6.000% 01-Sep-2053, 6.00%, 09/01/53 FR 3133CDUZ5 - - 10,142,961 $10,388,442 $10,388,442 0.19 $10,336,037
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-HQA4 M2 6.70369% 25-DEC-2041, 6.70%, 12/25/41 STACR 2021-HQA4 35564KNS4 - - 10,089,878 $10,144,093 $10,144,093 0.19 $10,130,941
Connecticut Avenue Securities Trust 2024-R05 2M2 6.05369% 25-JUL-2044, 6.05%, 07/25/44 CAS 2024-R05 20754XAC7 - - 10,060,000 $10,080,025 $10,080,025 0.19 $10,015,863
LHOME Mortgage Trust 2024-RTL3 A1 6.9% 25-MAY-2029, 6.90%, 05/25/29 LHOME 2024-RTL3 50205GAA0 - - 9,960,000 $10,075,768 $10,075,768 0.19 $10,062,405
Brean Asset Backed Securities Trust 2024-RM8 A1 4.5% 25-MAY-2064, 4.50%, 05/25/64 BABS 2024-RM8 10637YAA3 - - 10,275,377 $10,002,922 $10,002,922 0.19 $9,993,931
FNMA 30yr Pool#FS2144 3.500% 01-Jun-2052, 3.50%, 06/01/52 FN 3140XHL21 - - 10,906,215 $9,988,562 $9,988,562 0.18 $9,955,692
Structured Agency Credit Risk (STACR) Debt Notes, Series 2024-HQA1 M2 6.35369% 25-MAR-2044, 6.35%, 03/25/44 STACR 2024-HQA1 M2 35564NCA9 - - 9,880,000 $9,946,977 $9,946,977 0.18 $9,934,771
Structured Agency Credit Risk (STACR) Debt Notes, Series 2024-HQA1 M1 5.60369% 25-MAR-2044, 5.60%, 03/25/44 STACR 2024-HQA1 M1 35564NBX0 - - 9,943,027 $9,940,381 $9,940,381 0.18 $9,929,547
Alterna Funding III A 6.26% 15-MAY-2039, 6.26%, 05/16/39 TAX 2024-1A 02157JAA3 - - 9,807,978 $9,912,305 $9,912,305 0.18 $9,883,311
FHLMC 30yr Pool#QH4373 6.000% 01-Nov-2053, 6.00%, 11/01/53 FR 3133CG2E6 - - 9,493,207 $9,810,373 $9,810,373 0.18 $9,761,325
FHLMC 30yr Pool#SD2167 6.000% 01-Jan-2053, 6.00%, 01/01/53 FR 3132DPMQ8 - - 9,561,769 $9,796,683 $9,796,683 0.18 $9,747,281
FNMA 30yr Pool#DA0026 6.000% 01-Sep-2053, 6.00%, 09/01/53 FN 3140A0A41 - - 9,566,350 $9,774,399 $9,774,399 0.18 $9,724,973
FNMA 30yr Pool#FA0654 4.500% 01-Dec-2054, 4.50%, 12/01/54 FN 3140W0WQ4 - - 10,103,280 $9,701,598 $9,701,598 0.18 $9,662,448
RCKT Mortgage Trust 2024-CES1 A1B 6.325% 25-FEB-2044, 6.33%, 02/25/44 RCKT 2024-CES1 749424AB3 - - 9,464,612 $9,578,506 $9,578,506 0.18 $9,526,957
FHLMC 30yr Pool#RJ1754 4.500% 01-Jun-2054, 4.50%, 06/01/54 FR 3142GR5Q9 - - 9,922,809 $9,528,302 $9,528,302 0.18 $9,489,851
FNMA 30yr Pool#BX5075 6.000% 01-Jan-2053, 6.00%, 01/01/53 FN 3140N9T97 - - 9,197,402 $9,440,011 $9,440,011 0.17 $9,392,491
FIGRE Trust 2023-HE3 A 6.436% 25-NOV-2053, 6.44%, 11/25/53 FIGRE 2023-HE3 31684CAA9 - - 9,223,575 $9,413,631 $9,413,631 0.17 $9,402,088
Fannie Mae Pool|4.5|07/01/2053, 4.50%, 07/01/53 FN 3140W1ND1 - - 9,801,758 $9,412,064 $9,412,064 0.17 $9,374,082
LHOME Mortgage Trust 2024-RTL5 A2 5.751% 25-SEP-2039, 5.75%, 09/25/39 LHOME 2024-RTL5 50205WAB3 - - 9,325,000 $9,274,763 $9,274,763 0.17 $9,264,335
Rithm Capital Corp. 8.0% 01-APR-2029, 8.00%, 04/01/29 RITM 64828TAB8 - - 9,213,000 $9,253,477 $9,253,477 0.17 $9,190,010
ACHM Trust 2024-HE1 A 6.55% 25-MAY-2039, 6.55%, 05/25/39 ACHM 2024-HE1 00449TAA3 - - 8,817,678 $8,950,730 $8,950,730 0.17 $8,939,500
Fannie Mae REMIC Trust 2022-65 FB 5.15369% 25-SEP-2052, 5.15%, 09/25/52 FNR 2022-65 3136BPCQ2 - - 9,176,491 $8,914,824 $8,914,824 0.17 $8,905,628
FIGRE Trust 2025-PF1|5.758|06/25/2055, 5.76%, 06/25/55 FIGRE 2025-PF1 316922AA1 - - 8,855,000 $8,912,274 $8,912,274 0.17 $8,903,776
FNMA 30yr Pool#FA0787 4.500% 01-Jan-2055, 4.50%, 01/01/55 FN 3140W02V6 - - 9,004,381 $8,646,389 $8,646,389 0.16 $8,611,497
FNMA 30yr Pool#FS7397 6.000% 01-Mar-2054, 6.00%, 03/01/54 FN 3140XPGF0 - - 8,342,341 $8,550,825 $8,550,825 0.16 $8,507,723
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 $8,367,521 $8,367,521 0.15 $8,312,348
FHLMC 30yr Pool#QX0520 5.500% 01-Dec-2054, 5.50%, 12/01/54 FR 31425USJ5 - - 8,105,807 $8,158,959 $8,158,959 0.15 $8,120,569
FHLMC 30yr Pool#SD5223 6.000% 01-Apr-2054, 6.00%, 04/01/54 FR 3132DSYU0 - - 7,951,512 $8,150,229 $8,150,229 0.15 $8,109,147
FNMA 30yr Pool#DB4017 6.000% 01-May-2054, 6.00%, 05/01/54 FN 3140ADPB1 - - 7,903,247 $8,100,757 $8,100,757 0.15 $8,059,924
Mello Mortgage Capital Acceptance 2024-SD1 A1 4.0% 25-APR-2054, 4.00%, 04/25/54 MELLO 58550DAA1 - - 8,174,791 $7,955,437 $7,955,437 0.15 $7,949,079
Saluda Grade Alternative Mortgage Trust 2023-FIG4 A 6.718% 25-NOV-2053, 6.72%, 11/25/53 GRADE 2023-FIG4 79581UAA2 - - 7,647,421 $7,888,478 $7,888,478 0.15 $7,844,238
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 $7,851,718 $7,851,718 0.15 $7,829,577
Huntington Bank Auto Credit-Linked Notes, Series 2025-1 B 4.957% 20-MAR-2033, 4.96%, 03/21/33 HACLN 2025-1 446438SX2 - - 7,699,910 $7,753,432 $7,753,432 0.14 $7,740,709
FHLMC 30yr Pool#SD5963 6.000% 01-Jul-2054, 6.00%, 07/01/54 FR 3132DTTU4 - - 7,478,354 $7,665,246 $7,665,246 0.14 $7,626,608
U.S. Bank Auto Credit Linked Notes, Series 2023-1 B 6.789% 25-AUG-2032, 6.79%, 08/25/32 USCLN 2023-1 90357PAV6 - - 7,554,656 $7,651,232 $7,651,232 0.14 $7,641,259
FNMA 30yr Pool#BY0337 6.500% 01-May-2053, 6.50%, 05/01/53 FN 3140NGLT5 - - 7,341,565 $7,640,368 $7,640,368 0.14 $7,599,276
FNMA 30yr Pool#BX6266 6.000% 01-Jan-2053, 6.00%, 01/01/53 FN 3140NA6C2 - - 7,370,581 $7,558,584 $7,558,584 0.14 $7,520,502
Saluda Grade Alternative Mortgage Trust 2023-FIG3 A 7.067% 25-AUG-2053, 7.07%, 08/25/53 GRADE 79582AAA5 - - 7,246,694 $7,507,111 $7,507,111 0.14 $7,463,012
Connecticut Avenue Securities Trust 2025-R01 1M2 5.85369% 25-JAN-2045, 5.85%, 01/25/45 CAS 2025-R01 20755JAC7 - - 7,526,000 $7,479,695 $7,479,695 0.14 $7,471,131
Connecticut Avenue Securities, Series 2021-R01 1B1 7.45369% 25-OCT-2041, 7.45%, 10/25/41 CAS 2021-R01 20754RAF3 - - 7,320,000 $7,437,131 $7,437,131 0.14 $7,426,522
FNMA 30yr Pool#FS8486 4.500% 01-Dec-2052, 4.50%, 12/01/52 FN 3140XQNC7 - - 7,712,704 $7,397,603 $7,397,603 0.14 $7,367,717
FNMA 30yr Pool#FS3661 6.000% 01-Jan-2053, 6.00%, 01/01/53 FN 3140XKB74 - - 7,205,629 $7,395,699 $7,395,699 0.14 $7,358,470
Connecticut Avenue Securities Trust 2025-R01 1M1 5.45369% 25-JAN-2045, 5.45%, 01/25/45 CAS 2025-R01 20755JAB9 - - 7,253,515 $7,226,706 $7,226,706 0.13 $7,219,016
ACHV ABS Trust 2023-4CP D 8.6% 25-NOV-2030, 8.60%, 11/25/30 ACHV 2023-4CP 00092CAD4 - - 7,056,000 $7,145,319 $7,145,319 0.13 $7,133,520
Fannie Mae Pool|6|03/01/2055, 6.00%, 03/01/55 FN DD5556 MTGE 3140B6E68 - - 6,984,021 $7,136,443 $7,136,443 0.13 $7,122,475
Brean Asset Backed Securities Trust 2024-RM9 A1 5.0% 25-SEP-2064, 5.00%, 09/25/64 BABS 2024-RM9 10638DAA8 - - 7,157,875 $7,034,191 $7,034,191 0.13 $7,027,232
FHLMC 30yr Pool#QG3912 5.500% 01-Jun-2053, 5.50%, 06/01/53 FR 3133C4KZ6 - - 6,916,682 $6,994,826 $6,994,826 0.13 $6,962,067
RCKT Mortgage Trust 2024-CES8 A1A 5.48955% 25-OCT-2044, 5.49%, 11/25/44 RCKT 2024-CES8 749421AA1 - - 6,843,334 $6,880,905 $6,880,905 0.13 $6,848,555
LHOME Mortgage Trust 2024-RTL4 A2 6.092% 25-JUL-2039, 6.09%, 07/25/39 LHOME 2024-RTL4 50205PAB8 - - 6,870,000 $6,861,396 $6,861,396 0.13 $6,853,258
Tricolor Auto Securitization Trust 2024-3 A 5.22% 15-JUN-2028, 5.22%, 06/15/28 TAST 2024-3A 89617AAA3 - - 6,849,157 $6,857,428 $6,857,428 0.13 $6,840,545
FHLMC 30yr Pool#QG4264 5.000% 01-Jun-2053, 5.00%, 06/01/53 FR 3133C4WZ3 - - 6,934,472 $6,815,529 $6,815,529 0.13 $6,785,672
PRET 2025-RPL2 Trust A1 4.0% 25-FEB-2065, 4.00%, 08/25/64 PRET 2025-RPL2 69392LAA2 - - 7,031,000 $6,804,974 $6,804,974 0.13 $6,733,883
FHLMC 30yr Pool#SD3018 5.500% 01-May-2053, 5.50%, 05/01/53 FR 3132DQK70 - - 6,721,212 $6,767,301 $6,767,301 0.13 $6,735,469
Santander Bank Auto Credit-Linked Notes, Series 2024-A C 5.818% 15-JUN-2032, 5.82%, 06/15/32 SBCLN 2024-A 80290CCK8 - - 6,684,715 $6,742,186 $6,742,186 0.12 $6,723,821
FNMA 30yr Pool#FM4129 4.000% 01-Sep-2050, 4.00%, 09/01/50 FN 3140X7ST7 - - 7,093,117 $6,683,368 $6,683,368 0.12 $6,658,936
FHLMC 30yr Pool#SD3813 6.000% 01-Jul-2053, 6.00%, 07/01/53 FR 3132E0GW6 - - 6,488,040 $6,667,237 $6,667,237 0.12 $6,633,715
FNMA 30yr Pool#DA1456 5.500% 01-Sep-2053, 5.50%, 09/01/53 FN 3140A1TN7 - - 6,630,883 $6,664,300 $6,664,300 0.12 $6,632,895
FHLMC 30yr Pool#QH7040 6.000% 01-Dec-2053, 6.00%, 12/01/53 FR 3133CKZD3 - - 6,521,355 $6,663,181 $6,663,181 0.12 $6,629,487
FNMA 30yr Pool#DA1468 6.000% 01-Sep-2053, 6.00%, 09/01/53 FN 3140A1T23 - - 6,337,848 $6,510,748 $6,510,748 0.12 $6,478,002
FNMA 30yr Pool#DC7015 5.500% 01-Dec-2054, 5.50%, 12/01/54 FN 3140AUYM9 - - 6,436,146 $6,478,350 $6,478,350 0.12 $6,447,868
FIGRE Trust 2025-HE2 A 5.775% 25-MAR-2055, 5.78%, 03/25/55 FIGRE 2025-HE2 31684KAA1 - - 6,423,425 $6,466,882 $6,466,882 0.12 $6,434,939
PRPM 2025-RPL3 A1 3.25% 25-APR-2055, 3.25%, 04/25/55 PRPM 2025-RPL3 69392NAA8 - - 6,800,000 $6,462,673 $6,462,673 0.12 $6,425,226
LHOME Mortgage Trust 2024-RTL1 A1 7.017% 25-JAN-2029, 7.02%, 01/25/29 LHOME 2024-RTL1 50205DAA7 - - 6,341,000 $6,391,905 $6,391,905 0.12 $6,383,253
FNMA 30yr Pool#FM7479 4.500% 01-Jan-2050, 4.50%, 01/01/50 FN 3140XBJZ4 - - 6,429,970 $6,245,544 $6,245,544 0.12 $6,220,627
Connecticut Avenue Securities Trust 2025-R03|6.60369|03/25/2045, 6.60%, 03/25/45 CAS 2025-R03 20754VAC1 - - 5,970,000 $6,004,043 $6,004,043 0.11 $5,996,377
FNMA 30yr Pool#FS1578 4.000% 01-Oct-2050, 4.00%, 10/01/50 FN 3140XGXG9 - - 6,341,322 $5,979,967 $5,979,967 0.11 $5,958,125
FNMA 30yr Pool#FS0088 4.000% 01-Mar-2050, 4.00%, 03/01/50 FN 3140XFC25 - - 6,293,513 $5,946,141 $5,946,141 0.11 $5,924,464
FHLMC 30yr Pool#QH2242 5.500% 01-Sep-2053, 5.50%, 09/01/53 FR 3133CEP30 - - 5,894,731 $5,924,438 $5,924,438 0.11 $5,896,520
Santander Bank Auto Credit-Linked Notes, Series 2023-B C 5.933% 15-DEC-2033, 5.93%, 12/15/33 SBCLN 2023-B 80290CCC6 - - 5,875,968 $5,921,882 $5,921,882 0.11 $5,905,420
FHLMC 30yr Pool#SD2606 4.500% 01-Sep-2051, 4.50%, 09/01/51 FR 3132DP3P1 - - 6,073,523 $5,883,085 $5,883,085 0.11 $5,859,550
Ginnie Mae REMIC Trust 2023-116 LF 5.6504% 20-AUG-2053, 5.65%, 08/20/53 GNR 2023-116 38384EFT7 - - 5,851,957 $5,866,388 $5,866,388 0.11 $5,855,367
RCKT Mortgage Trust 2025-CES1 A1A 5.653% 25-JAN-2045, 5.65%, 01/25/45 RCKT 2025-CES1 A1 749427AA8 - - 5,775,277 $5,829,656 $5,829,656 0.11 $5,801,543
FHLMC 30yr Pool#QH4638 6.000% 01-Nov-2053, 6.00%, 11/01/53 FR 3133CHEK7 - - 5,637,669 $5,826,022 $5,826,022 0.11 $5,796,895
FHLMC 30yr Pool#QJ9072 6.000% 01-Nov-2054, 6.00%, 11/01/54 FR 3133D1CH0 - - 5,618,398 $5,758,808 $5,758,808 0.11 $5,729,780
RCKT Mortgage Trust 2023-CES1 A1A 6.515% 25-JUN-2043, 6.51%, 06/25/43 RCKT 74935WAA2 - - 5,649,580 $5,708,497 $5,708,497 0.11 $5,676,802
FHLMC 30yr Pool#QH4473 6.000% 01-Nov-2053, 6.00%, 11/01/53 FR 3133CG6J1 - - 5,516,127 $5,700,420 $5,700,420 0.11 $5,671,920
FNMA 30yr Pool#CA0706 4.000% 01-Nov-2047, 4.00%, 11/01/47 FN 3140Q7YC5 - - 5,905,475 $5,589,972 $5,589,972 0.10 $5,569,631
FNMA 30yr Pool#DA5019 6.500% 01-Nov-2053, 6.50%, 11/01/53 FN 3140A5SH2 - - 5,347,102 $5,569,900 $5,569,900 0.10 $5,539,971
FNMA 30yr Pool#BY0350 5.000% 01-Jun-2053, 5.00%, 06/01/53 FN 3140NGL81 - - 5,610,124 $5,513,897 $5,513,897 0.10 $5,489,742
FHLMC 30yr Pool#QI8221 6.000% 01-Jun-2054, 6.00%, 06/01/54 FR 3133WFD20 - - 5,378,146 $5,512,551 $5,512,551 0.10 $5,484,764
LHOME Mortgage Trust 2022-RTL3 A1 8.15% 25-NOV-2027, 8.15%, 11/25/27 LHOME 2022-RTL3 50204UAA0 - - 4,090,638 $5,495,269 $5,495,269 0.10 $4,095,049
FHLMC 30yr Pool#QH2259 6.000% 01-Sep-2053, 6.00%, 09/01/53 FR 3133CEQL9 - - 5,305,494 $5,433,898 $5,433,898 0.10 $5,406,486
BX Trust 2021-SDMF A 5.025% 15-SEP-2034, 5.03%, 09/15/34 BX 2021-SDMF 12434CAA2 - - 5,435,823 $5,409,141 $5,409,141 0.10 $5,396,241
Connecticut Avenue Securities Trust 2024-R02 1M1 5.45369% 25-FEB-2044, 5.45%, 02/25/44 CAS 2024-R02 20754GAA8 - - 5,411,521 $5,401,360 $5,401,360 0.10 $5,395,622
RCKT Mortgage Trust 2024-CES6 A1B 5.546% 25-SEP-2044, 5.55%, 09/25/44 RCKT 2024-CES6 749410AB2 - - 5,374,539 $5,401,335 $5,401,335 0.10 $5,375,668
LHOME Mortgage Trust 2024-RTL2 A1 7.128% 25-MAR-2029, 7.13%, 03/25/29 LHOME 50205JAA4 - - 5,293,684 $5,353,420 $5,353,420 0.10 $5,346,082
Santander Bank Auto Credit Linked Notes Series 2024-B 18-JAN-2033, 5.14%, 01/18/33 SBCLN 2024-B 80280BAC2 - - 5,250,000 $5,253,629 $5,253,629 0.10 $5,240,883
FNMA 30yr Pool#BY0540 6.000% 01-May-2053, 6.00%, 05/01/53 FN 3140NGS68 - - 5,121,785 $5,245,300 $5,245,300 0.10 $5,218,838
FNMA 30yr Pool#BX0419 5.500% 01-Nov-2052, 5.50%, 11/01/52 FN 3140N4PD3 - - 5,162,121 $5,192,053 $5,192,053 0.10 $5,167,605
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 $5,087,694 $5,087,694 0.09 $5,072,634
FNMA 30yr Pool#BX5986 5.500% 01-Mar-2053, 5.50%, 03/01/53 FN 3140NAUL5 - - 5,008,303 $5,076,299 $5,076,299 0.09 $5,052,579
FNMA 30yr Pool#DA5072 6.500% 01-Nov-2053, 6.50%, 11/01/53 FN 3140A5T65 - - 4,839,908 $5,041,573 $5,041,573 0.09 $5,014,483
Gracie Point International Funding, Series 2024-1 A 6.12441% 01-MAR-2028, 6.12%, 03/01/28 GPIF 2024-1A A 38410KAA7 - - 5,000,000 $5,028,237 $5,028,237 0.09 $4,977,222
Freddie Mac Pool|6|02/01/2055, 6.00%, 02/01/55 FR 31426CPD0 - - 4,896,857 $5,003,728 $5,003,728 0.09 $4,993,935
Fannie Mae Pool|6|02/01/2055, 6.00%, 02/01/55 FN DD3307 MTGE 3140B3U91 - - 4,810,010 $4,914,986 $4,914,986 0.09 $4,905,366
FHLMC 30yr Pool#QF9863 5.500% 01-Mar-2053, 5.50%, 03/01/53 FR 3133BX5Y3 - - 4,852,743 $4,908,233 $4,908,233 0.09 $4,885,250
ABL 2024-RTL1 A2 7.457% 25-SEP-2029, 7.46%, 09/25/29 ABL 2024-RTL1 00092EAB4 - - 4,840,000 $4,842,588 $4,842,588 0.09 $4,835,570
FNMA 30yr Pool#FS3246 5.500% 01-Nov-2052, 5.50%, 11/01/52 FN 3140XJTC7 - - 4,736,273 $4,812,210 $4,812,210 0.09 $4,789,779
FHLMC 30yr Pool#RA1100 4.000% 01-Jul-2049, 4.00%, 07/01/49 FR 3133KGGH5 - - 5,001,788 $4,712,848 $4,712,848 0.09 $4,695,620
FNMA 30yr Pool#BX4782 5.500% 01-Mar-2053, 5.50%, 03/01/53 FN 3140N9J49 - - 4,656,834 $4,666,173 $4,666,173 0.09 $4,644,118
FHLMC 30yr Pool#QH5204 6.500% 01-Nov-2053, 6.50%, 11/01/53 FR 3133CHX91 - - 4,391,962 $4,591,009 $4,591,009 0.09 $4,566,426
FNMA 30yr Pool#BX9326 5.500% 01-Mar-2053, 5.50%, 03/01/53 FN 3140NELG8 - - 4,495,736 $4,547,143 $4,547,143 0.08 $4,525,851
Bayview Opportunity Master Fund VII Trust 2024-CAR1 B 5.65369% 25-DEC-2031, 5.65%, 12/26/31 BVCLN 2024-CAR1 07336QAB8 - - 4,471,513 $4,491,243 $4,491,243 0.08 $4,486,327
RCKT Mortgage Trust 2025-CES2 A1B 5.603% 25-FEB-2055, 5.60%, 02/25/55 RCKT 2025-CES2 74942BAB7 - - 4,449,528 $4,445,167 $4,445,167 0.08 $4,423,699
FNMA 30yr Pool#CB2907 3.500% 01-Feb-2052, 3.50%, 02/01/52 FN 3140QNGR7 - - 4,785,071 $4,383,947 $4,383,947 0.08 $4,369,525
FNMA 30yr Pool#BW6314 5.500% 01-Aug-2052, 5.50%, 08/01/52 FN 3140MYAQ5 - - 4,315,277 $4,361,488 $4,361,488 0.08 $4,341,050
FHLMC 30yr Pool#QF7280 5.500% 01-Jan-2053, 5.50%, 01/01/53 FR 3133BVCR4 - - 4,282,655 $4,352,363 $4,352,363 0.08 $4,332,080
Freddie Mac Pool|6|02/01/2055, 6.00%, 02/01/55 FR 31426A2F4 - - 4,254,082 $4,339,000 $4,339,000 0.08 $4,330,491
FNMA 30yr Pool#BY0335 6.000% 01-May-2053, 6.00%, 05/01/53 FN 3140NGLR9 - - 4,238,853 $4,324,603 $4,324,603 0.08 $4,302,702
FNMA 30yr Pool#DA3549 6.500% 01-Oct-2053, 6.50%, 10/01/53 FN 3140A35K5 - - 4,129,533 $4,316,687 $4,316,687 0.08 $4,293,573
FHLMC 30yr Pool#QH0826 5.500% 01-Sep-2053, 5.50%, 09/01/53 FR 3133CC4K9 - - 4,237,773 $4,293,569 $4,293,569 0.08 $4,273,499
FNMA 30yr Pool#BX8340 6.000% 01-Apr-2053, 6.00%, 04/01/53 FN 3140NDHS9 - - 4,168,202 $4,278,151 $4,278,151 0.08 $4,256,615
Fannie Mae REMIC Trust 2020-98 AI 3.5% 25-JAN-2061, 3.50%, 01/25/61 FNR 2020-98 3136BDLE6 - - 19,485,844 $4,230,870 $4,230,870 0.08 $4,172,141
FNMA 30yr Pool#BX9422 5.500% 01-Mar-2053, 5.50%, 03/01/53 FN 3140NEPG4 - - 4,204,308 $4,216,298 $4,216,298 0.08 $4,196,386
SREIT Commercial Mortgage Trust 2021-MFP B 5.5158% 15-NOV-2038, 5.52%, 11/15/38 SREIT 2021-MFP 78472UAC2 - - 4,194,208 $4,174,615 $4,174,615 0.08 $4,163,690
FNMA 30yr Pool#BX6124 6.500% 01-Jan-2053, 6.50%, 01/01/53 FN 3140NAYW7 - - 3,982,317 $4,167,970 $4,167,970 0.08 $4,145,680
FHLMC 30yr Pool#QG2535 5.000% 01-May-2053, 5.00%, 05/01/53 FR 3133C2Y85 - - 4,223,147 $4,151,699 $4,151,699 0.08 $4,133,516
Connecticut Avenue Securities Trust 2024-R06 1M2 5.95369% 25-SEP-2044, 5.95%, 09/25/44 CAS 2024-R06 20755RAC9 - - 4,125,699 $4,113,237 $4,113,237 0.08 $4,108,460
EFMT 2025-CES1 A1B 5.877% 25-JAN-2060, 5.88%, 01/25/60 EFMT 2025-CES1 26846VAB0 - - 4,079,078 $4,105,003 $4,105,003 0.08 $4,084,360
FNMA 30yr Pool#FS2135 4.000% 01-Nov-2049, 4.00%, 11/01/49 FN 3140XHLR6 - - 4,298,560 $4,059,322 $4,059,322 0.08 $4,044,516
FNMA 30yr Pool#FS1869 3.500% 01-Apr-2052, 3.50%, 04/01/52 FN 3140XHCF2 - - 4,390,595 $4,017,051 $4,017,051 0.07 $4,003,818
RAM 2024-1 A 5.95% 15-FEB-2039, 6.67%, 02/15/39 RAM 2024-1 751313AA5 - - 3,961,417 $3,991,533 $3,991,533 0.07 $3,979,057
FHLMC 30yr Pool#QH7549 6.000% 01-Dec-2053, 6.00%, 12/01/53 FR 3133CLL61 - - 3,817,478 $3,909,869 $3,909,869 0.07 $3,890,145
FNMA 30yr Pool#FS2713 4.500% 01-Oct-2050, 4.50%, 10/01/50 FN 3140XJAP8 - - 3,972,501 $3,858,560 $3,858,560 0.07 $3,843,167
FNMA 30yr Pool#BX8700 5.500% 01-Mar-2053, 5.50%, 03/01/53 FN 3140NDU21 - - 3,741,710 $3,789,145 $3,789,145 0.07 $3,771,424
FHLMC 30yr Pool#SD1416 4.500% 01-Dec-2048, 4.50%, 12/01/48 FR 3132DNSD6 - - 3,821,901 $3,712,280 $3,712,280 0.07 $3,697,470
FNMA 30yr Pool#FM7031 4.000% 01-Jan-2051, 4.00%, 01/01/51 FN 3140XAY55 - - 3,891,951 $3,667,124 $3,667,124 0.07 $3,653,718
Reach ABS Trust 2024-2 A 5.88% 15-JUL-2031, 5.88%, 07/15/31 REACH 2024-2A 75525HAA8 - - 3,632,407 $3,657,762 $3,657,762 0.07 $3,647,676
FHLMC 30yr Pool#QH1144 5.500% 01-Sep-2053, 5.50%, 09/01/53 FR 3133CDHV9 - - 3,542,843 $3,589,200 $3,589,200 0.07 $3,572,420
FHLMC 30yr Pool#QG1347 6.000% 01-Mar-2053, 6.00%, 03/01/53 FR 3133C1P87 - - 3,491,784 $3,586,061 $3,586,061 0.07 $3,568,020
FNMA 30yr Pool#FM1540 4.000% 01-Sep-2049, 4.00%, 09/01/49 FN 3140X4WA0 - - 3,786,288 $3,567,565 $3,567,565 0.07 $3,554,523
Ally Bank Auto Credit-Linked Notes, Series 2024-A C 6.022% 15-MAY-2032, 6.02%, 05/17/32 ABCLN 2024-A 02007GZ63 - - 3,514,268 $3,565,831 $3,565,831 0.07 $3,555,838
Finance Of America Structured Securities Trust Series 2024-S1|3.5|02/25/2074, 3.50%, 02/25/74 FASST 2024-S1 31740RAB6 - - 3,689,373 $3,562,429 $3,562,429 0.07 $3,559,918
FHLMC 30yr Pool#QH6041 5.500% 01-Dec-2053, 5.50%, 12/01/53 FR 3133CJWA5 - - 3,453,599 $3,490,963 $3,490,963 0.06 $3,474,607
FHLMC 30yr Pool#QF7810 5.500% 01-Jan-2053, 5.50%, 01/01/53 FR 3133BVVB8 - - 3,399,996 $3,454,012 $3,454,012 0.06 $3,437,909
JP Morgan Mortgage Trust 2024-CES1 A1B 6.019% 25-JUN-2054, 6.02%, 06/25/54 JPMMT 2024-CES1 46658CAB7 - - 3,355,451 $3,392,664 $3,392,664 0.06 $3,375,273
FNMA 30yr Pool#DA0036 6.500% 01-Sep-2053, 6.50%, 09/01/53 FN 3140A0BE8 - - 3,254,220 $3,389,814 $3,389,814 0.06 $3,371,599
FHLMC 30yr Pool#QG2539 6.500% 01-May-2053, 6.50%, 05/01/53 FR 3133C2ZC5 - - 3,246,515 $3,378,649 $3,378,649 0.06 $3,360,477
FNMA 30yr Pool#MA4026 4.000% 01-May-2050, 4.00%, 05/01/50 FN 31418DPL0 - - 3,573,401 $3,362,836 $3,362,836 0.06 $3,350,528
BX Trust 2021-BXMF C 5.62727% 15-OCT-2038, 5.63%, 10/15/26 BX 2021-BXMF 05609RAJ3 - - 3,337,147 $3,317,603 $3,317,603 0.06 $3,308,735
FNMA 30yr Pool#BX8585 6.000% 01-Mar-2053, 6.00%, 03/01/53 FN 3140NDRF6 - - 3,246,395 $3,311,083 $3,311,083 0.06 $3,294,310
FNMA 30yr Pool#BX3248 6.000% 01-Jan-2053, 6.00%, 01/01/53 FN 3140N7TE0 - - 3,165,307 $3,250,376 $3,250,376 0.06 $3,234,022
FIGRE Trust 2024-HE4 B 5.252% 25-SEP-2054, 5.25%, 09/25/54 FIGRE 2024-HE4 31684UAB7 - - 3,280,854 $3,250,141 $3,250,141 0.06 $3,246,791
FNMA 30yr Pool#MA4056 4.000% 01-Jun-2050, 4.00%, 06/01/50 FN 31418DQJ4 - - 3,453,893 $3,245,521 $3,245,521 0.06 $3,233,625
FHLMC 30yr Pool#SD1111 4.000% 01-Jun-2050, 4.00%, 06/01/50 FR 3132DNGU1 - - 3,417,046 $3,234,555 $3,234,555 0.06 $3,222,785
FHF Trust 2024-1 (First Help Financial) A2 5.69% 15-FEB-2030, 5.69%, 02/15/30 FHF 2024-1A 31568AAB2 - - 3,196,602 $3,227,888 $3,227,888 0.06 $3,219,299
FHLMC 30yr Pool#QE6404 5.500% 01-Jul-2052, 5.50%, 07/01/52 FR 3133BGDH8 - - 3,145,591 $3,180,127 $3,180,127 0.06 $3,165,229
FNMA 30yr Pool#BV5379 3.000% 01-Apr-2052, 3.00%, 04/01/52 FN 3140MJ6R1 - - 3,613,730 $3,171,633 $3,171,633 0.06 $3,162,298
Connecticut Avenue Securities Trust 2024-R02 1M2 6.15369% 25-FEB-2044, 6.15%, 02/25/44 CAS 2024-R02 20754GAE0 - - 3,168,862 $3,166,351 $3,166,351 0.06 $3,162,559
Connecticut Avenue Securities, Series 2021-R01 1M2 5.90369% 25-OCT-2041, 5.90%, 10/25/41 CAS 2021-R01 20754RAB2 - - 3,158,965 $3,159,785 $3,159,785 0.06 $3,156,159
Connecticut Avenue Securities Trust 2024-R01 1M2 6.15369% 25-JAN-2044, 6.15%, 01/25/44 CAS 2024-R01 20753UAB6 - - 3,140,000 $3,145,307 $3,145,307 0.06 $3,141,549
Fannie Mae Pool|4|03/01/2050, 4.00%, 03/01/50 FN 3140X8S24 - - 3,217,322 $3,038,261 $3,038,261 0.06 $3,027,180
FHLMC 30yr Pool#SD2897 5.500% 01-May-2053, 5.50%, 05/01/53 FR 3132DQGE0 - - 3,013,842 $3,034,579 $3,034,579 0.06 $3,020,305
FNMA 30yr Pool#MA3496 4.500% 01-Oct-2048, 4.50%, 10/01/48 FN 31418C3E2 - - 3,121,940 $3,032,396 $3,032,396 0.06 $3,020,298
Santander Bank Auto Credit-Linked Notes, Series 2024-A B 5.622% 15-JUN-2032, 5.62%, 06/15/32 SBCLN 2024-A 80290CCJ1 - - 2,996,597 $3,018,925 $3,018,925 0.06 $3,010,970
Gracie Point International Funding, Series 2024-1 B 6.52441% 01-MAR-2028, 6.52%, 03/01/28 GPIF 2024-1A 38410KAB5 - - 3,007,000 $3,011,410 $3,011,410 0.06 $2,978,725
Chase Mortgage Reference Notes, Series 2021-CL1 M1 5.55369% 25-FEB-2050, 5.55%, 02/25/50 CHASE 2021-CL1 46591HBX7 - - 3,091,911 $2,988,839 $2,988,839 0.06 $2,985,509
FNMA 30yr Pool#BV8544 3.500% 01-May-2052, 3.50%, 05/01/52 FN 3140MNP67 - - 3,247,494 $2,968,718 $2,968,718 0.05 $2,958,930
FIGRE Trust 2024-HE3 C 6.229% 25-JUL-2054, 6.23%, 07/25/54 FIGRE 2024-HE3 31684GAC6 - - 2,945,704 $2,968,698 $2,968,698 0.05 $2,965,130
FNMA 30yr Pool#BX6955 6.000% 01-Feb-2053, 6.00%, 02/01/53 FN 3140NBWR8 - - 2,897,844 $2,967,728 $2,967,728 0.05 $2,952,756
FNMA 30yr Pool#BV5393 3.500% 01-Apr-2052, 3.50%, 04/01/52 FN 3140MJ7F6 - - 3,213,624 $2,941,612 $2,941,612 0.05 $2,931,927
FHLMC 30yr Pool#QI4878 6.000% 01-Apr-2054, 6.00%, 04/01/54 FR 3133WBM37 - - 2,839,187 $2,910,141 $2,910,141 0.05 $2,895,472
FHLMC 30yr Pool#QE8542 5.500% 01-Aug-2052, 5.50%, 08/01/52 FR 3133BJP30 - - 2,804,914 $2,835,330 $2,835,330 0.05 $2,822,046
FNMA 30yr Pool#BY0905 6.000% 01-Mar-2053, 6.00%, 03/01/53 FN 3140NHAF5 - - 2,716,988 $2,790,346 $2,790,346 0.05 $2,776,308
Saluda Grade Alternative Mortgage Trust 2024-FIG5 B 6.603% 25-APR-2054, 6.60%, 04/25/54 GRADE 2024-FIG5 79582MAB7 - - 2,712,416 $2,789,596 $2,789,596 0.05 $2,774,174
FNMA 30yr Pool#BX4784 5.000% 01-Mar-2053, 5.00%, 03/01/53 FN 3140N9J64 - - 2,835,951 $2,788,408 $2,788,408 0.05 $2,776,198
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 $2,779,289 $2,779,289 0.05 $2,775,492
FHLMC 30yr Pool#QG2537 5.500% 01-May-2053, 5.50%, 05/01/53 FR 3133C2ZA9 - - 2,764,602 $2,769,629 $2,769,629 0.05 $2,756,535
FNMA 30yr Pool#BV5394 3.500% 01-Apr-2052, 3.50%, 04/01/52 FN 3140MJ7G4 - - 3,018,836 $2,759,915 $2,759,915 0.05 $2,750,817
FHLMC 30yr Pool#QG1908 5.000% 01-May-2053, 5.00%, 05/01/53 FR 3133C2DM7 - - 2,776,455 $2,729,482 $2,729,482 0.05 $2,717,527
FHLMC 30yr Pool#Q57869 4.000% 01-Aug-2048, 4.00%, 08/01/48 FG 3132Y1W79 - - 2,884,125 $2,726,996 $2,726,996 0.05 $2,717,062
FHLMC 30yr Pool#QF0488 5.500% 01-Sep-2052, 5.50%, 09/01/52 FR 3133BMRH0 - - 2,694,608 $2,723,464 $2,723,464 0.05 $2,710,702
FNMA 30yr Pool#BY0330 5.000% 01-May-2053, 5.00%, 05/01/53 FN 3140NGLL2 - - 2,768,137 $2,721,953 $2,721,953 0.05 $2,710,034
BX Trust 2021-BXMF G 7.785513% 15-OCT-2038, 7.79%, 10/15/26 BX 2021-BXMF 05609RAS3 - - 2,807,890 $2,720,671 $2,720,671 0.05 $2,711,562
FNMA 30yr Pool#BX4791 5.500% 01-Feb-2053, 5.50%, 02/01/53 FN 3140N9KD7 - - 2,702,163 $2,707,583 $2,707,583 0.05 $2,694,785
FNMA 30yr Pool#DA1511 5.500% 01-Oct-2053, 5.50%, 10/01/53 FN 3140A1VD6 - - 2,673,270 $2,686,665 $2,686,665 0.05 $2,674,004
FNMA 30yr Pool#DA3538 6.000% 01-Oct-2053, 6.00%, 10/01/53 FN 3140A34Y6 - - 2,593,502 $2,656,270 $2,656,270 0.05 $2,642,871
Ginnie Mae REMIC Trust 2017-163 LO 0.0% 16-MAY-2041, 0.00%, 05/16/41 GNR 2017-163 38380KNA9 - - 3,503,534 $2,650,152 $2,650,152 0.05 $2,650,152
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2024-DNA1 M2 6.30369% 25-FEB-2044, 6.30%, 02/25/44 STACR 2024-DNA1 35564NBA0 - - 2,617,368 $2,631,321 $2,631,321 0.05 $2,628,113
ACHV ABS Trust 2024-1PL B 6.34% 25-APR-2031, 6.34%, 04/25/31 ACHV 2024-1PL 00092BAB0 - - 2,604,961 $2,631,227 $2,631,227 0.05 $2,628,016
FHLMC 30yr Pool#QF9276 5.500% 01-Mar-2053, 5.50%, 03/01/53 FR 3133BXJV4 - - 2,594,205 $2,629,638 $2,629,638 0.05 $2,617,352
FNMA 30yr Pool#BY0338 6.500% 01-May-2053, 6.50%, 05/01/53 FN 3140NGLU2 - - 2,481,193 $2,583,777 $2,583,777 0.05 $2,569,889
FHLMC 30yr Pool#QG4267 5.500% 01-Jun-2053, 5.50%, 06/01/53 FR 3133C4W42 - - 2,572,136 $2,578,194 $2,578,194 0.05 $2,566,012
Arivo Acceptance Auto Loan Receivables Trust 2024-1 A 6.46% 15-APR-2028, 6.46%, 04/17/28 ARIVO 2024-1A 039943AA3 - - 2,541,161 $2,562,697 $2,562,697 0.05 $2,554,945
FNMA 30yr Pool#CB4076 3.500% 01-Jul-2052, 3.50%, 07/01/52 FN 3140QPQ67 - - 2,800,010 $2,561,135 $2,561,135 0.05 $2,552,696
Santander Bank Auto Credit-Linked Notes, Series 2023-B B 5.64% 15-DEC-2033, 5.64%, 12/15/33 SBCLN 2023-B 80290CCB8 - - 2,532,121 $2,550,537 $2,550,537 0.05 $2,543,793
PRPM 2024-RCF2 A1 3.75% 25-MAR-2054, 3.75%, 03/25/54 PRPM 2024-RCF2 693987AA7 - - 2,629,238 $2,541,324 $2,541,324 0.05 $2,539,406
U.S. Auto Funding 2021-1 C 2.2% 15-MAY-2026, 2.20%, 05/15/26 USAUT 2021-1A 90355EAC5 - - 2,568,048 $2,502,884 $2,502,884 0.05 $2,500,216
FHLMC 30yr Pool#SD3523 3.000% 01-Jun-2052, 3.00%, 06/01/52 FR 3132DQ4G8 - - 2,860,436 $2,496,737 $2,496,737 0.05 $2,489,348
Fannie Mae Pool|6|02/01/2055, 6.00%, 02/01/55 FN DD4221 MTGE 3140B4VP2 - - 2,420,473 $2,473,298 $2,473,298 0.05 $2,468,457
Tricolor Auto Securitization Trust 2024-2 A 6.36% 15-DEC-2027, 6.36%, 12/15/27 TAST 2024-2A 89616PAA1 - - 2,416,828 $2,431,903 $2,431,903 0.05 $2,424,645
FNMA 30yr Pool#BY8533 6.500% 01-Aug-2053, 6.50%, 08/01/53 FN 3140NRPT7 - - 2,334,148 $2,431,405 $2,431,405 0.05 $2,418,340
FIGRE Trust 2024-HE1 B 6.506% 25-MAR-2054, 6.51%, 03/25/54 FIGRE 2024-HE1 31684HAB6 - - 2,334,304 $2,391,634 $2,391,634 0.04 $2,388,681
FNMA 30yr Pool#BY5913 5.500% 01-Sep-2053, 5.50%, 09/01/53 FN 3140NNSB2 - - 2,350,115 $2,379,617 $2,379,617 0.04 $2,368,487
FHLMC 30yr Pool#QG2543 5.500% 01-May-2053, 5.50%, 05/01/53 FR 3133C2ZG6 - - 2,325,829 $2,352,106 $2,352,106 0.04 $2,341,091
Blue Bridge Funding 2023-1 A 7.37% 15-NOV-2030, 7.37%, 11/15/30 BBEF 2023-1A 09531MAA8 - - 2,273,811 $2,294,002 $2,294,002 0.04 $2,286,088
FHLMC 30yr Pool#QG2098 5.000% 01-May-2053, 5.00%, 05/01/53 FR 3133C2KK3 - - 2,290,062 $2,251,318 $2,251,318 0.04 $2,241,458
Freddie Mac Pool|6|02/01/2055, 6.00%, 02/01/55 FR 31426DHJ4 - - 2,155,623 $2,196,662 $2,196,662 0.04 $2,192,350
Bayview Opportunity Master Fund VII Trust 2024-CAR1 C 5.85369% 25-DEC-2031, 5.85%, 12/26/31 BVCLN 2024-CAR1 07336QAC6 - - 2,176,136 $2,188,220 $2,188,220 0.04 $2,185,744
Foundation Finance Trust 2023-2 A 6.53% 15-JUN-2049, 6.53%, 06/15/49 FFIN 2023-2A 35042RAA4 - - 2,113,592 $2,184,252 $2,184,252 0.04 $2,177,734
FNMA 30yr Pool#BX7685 6.000% 01-Feb-2053, 6.00%, 02/01/53 FN 3140NCRF8 - - 2,119,251 $2,172,846 $2,172,846 0.04 $2,161,896
FIGRE Trust 2024-HE3 A 5.937% 25-JUL-2054, 5.94%, 07/25/54 FIGRE 2024-HE3 31684GAA0 - - 2,154,041 $2,170,876 $2,170,876 0.04 $2,168,389
FNMA 30yr Pool#FS3001 4.000% 01-Oct-2051, 4.00%, 10/01/51 FN 3140XJKP7 - - 2,297,203 $2,164,500 $2,164,500 0.04 $2,156,587
Chase Mortgage Reference Notes, Series 2020-CL1 M2 6.93348% 25-OCT-2057, 6.94%, 10/25/57 CHASE 2020-CL1 46591HAH3 - - 2,114,299 $2,156,242 $2,156,242 0.04 $2,153,389
FNMA 30yr Pool#FS1640 4.000% 01-Apr-2052, 4.00%, 04/01/52 FN 3140XGZE2 - - 2,282,006 $2,147,060 $2,147,060 0.04 $2,139,200
FNMA 30yr Pool#CA7849 4.500% 01-Oct-2050, 4.50%, 10/01/50 FN 3140QFWK1 - - 2,175,550 $2,110,832 $2,110,832 0.04 $2,102,402
FHLMC 30yr Pool#QH7013 6.500% 01-Dec-2053, 6.50%, 12/01/53 FR 3133CKYJ1 - - 1,986,521 $2,076,552 $2,076,552 0.04 $2,065,433
FNMA 30yr Pool#BP1500 3.000% 01-May-2050, 3.00%, 05/01/50 FN 3140K8U25 - - 2,334,548 $2,070,145 $2,070,145 0.04 $2,064,114
FHLMC 30yr Pool#QE0354 3.500% 01-Apr-2052, 3.50%, 04/01/52 FR 3133B9MB7 - - 2,249,362 $2,056,437 $2,056,437 0.04 $2,049,658
Ally Bank Auto Credit-Linked Notes, Series 2024-A D 6.315% 15-MAY-2032, 6.31%, 05/17/32 ABCLN 2024-A 02007GZ71 - - 2,008,153 $2,027,006 $2,027,006 0.04 $2,021,018
FHLMC 30yr Pool#QE1072 3.500% 01-Apr-2052, 3.50%, 04/01/52 FR 3133BAFM8 - - 2,199,773 $2,011,102 $2,011,102 0.04 $2,004,472
FHLMC 30yr Pool#SI2017 4.000% 01-Dec-2048, 4.00%, 12/01/48 FR 3133USG21 - - 2,118,333 $2,000,437 $2,000,437 0.04 $1,993,140
Reach ABS Trust 2024-1 A 6.3% 15-FEB-2031, 6.30%, 02/18/31 REACH 2024-1A 75526PAA9 - - 1,973,967 $1,987,795 $1,987,795 0.04 $1,981,922
FHLMC 30yr Pool#QF9104 6.000% 01-Mar-2053, 6.00%, 03/01/53 FR 3133BXDH1 - - 1,903,469 $1,951,607 $1,951,607 0.04 $1,941,772
Chase Mortgage Reference Notes, Series 2021-CL1 M3 5.90369% 25-FEB-2050, 5.90%, 02/25/50 CHASE 2021-CL1 46591HBZ2 - - 2,016,442 $1,935,588 $1,935,588 0.04 $1,933,273
FHLMC 30yr Pool#SD7138 5.000% 01-Nov-2054, 5.00%, 11/01/54 FR 3132DU4X2 - - 1,947,595 $1,925,981 $1,925,981 0.04 $1,917,596
FNMA 30yr Pool#BW0972 4.500% 01-Jul-2052, 4.50%, 07/01/52 FN 3140MSCJ2 - - 1,993,598 $1,917,238 $1,917,238 0.04 $1,909,513
FHLMC 30yr Pool#QG2540 6.500% 01-May-2053, 6.50%, 05/01/53 FR 3133C2ZD3 - - 1,840,772 $1,916,878 $1,916,878 0.04 $1,906,574
FNMA 30yr Pool#BX8072 5.500% 01-Mar-2053, 5.50%, 03/01/53 FN 3140NC6J3 - - 1,887,748 $1,909,333 $1,909,333 0.04 $1,900,393
FHLMC 30yr Pool#SD1551 4.000% 01-Mar-2050, 4.00%, 03/01/50 FR 3132DNWL3 - - 2,002,010 $1,890,588 $1,890,588 0.04 $1,883,692
FHLMC 30yr Pool#QG2019 5.000% 01-May-2053, 5.00%, 05/01/53 FR 3133C2G44 - - 1,912,647 $1,880,767 $1,880,767 0.03 $1,872,532
NRZ MSR-Collateralized Notes, Series 2021-FHT1 A 3.104% 25-JUL-2026, 3.10%, 07/25/26 NZES 2021-FHT1 62955MAB2 - - 1,922,903 $1,846,817 $1,846,817 0.03 $1,845,656
FNMA 30yr Pool#MA3521 4.000% 01-Nov-2048, 4.00%, 11/01/48 FN 31418C4F8 - - 1,916,244 $1,809,595 $1,809,595 0.03 $1,802,994
FNMA 30yr Pool#BY0361 6.500% 01-Jun-2053, 6.50%, 06/01/53 FN 3140NGMK3 - - 1,739,837 $1,808,052 $1,808,052 0.03 $1,798,314
FHLMC 30yr Pool#QG3884 5.000% 01-Jun-2053, 5.00%, 06/01/53 FR 3133C4J54 - - 1,811,618 $1,788,169 $1,788,169 0.03 $1,780,369
FHLMC 30yr Pool#QH3309 5.500% 01-Oct-2053, 5.50%, 10/01/53 FR 3133CFVA4 - - 1,773,391 $1,782,328 $1,782,328 0.03 $1,773,929
FHLMC 30yr Pool#SD0943 3.500% 01-Apr-2052, 3.50%, 04/01/52 FR 3132DNBL6 - - 1,925,627 $1,764,355 $1,764,355 0.03 $1,758,551
Fannie Mae Pool|4|08/01/2050, 4.00%, 08/01/50 FN 3140X8UA3 - - 1,854,078 $1,742,222 $1,742,222 0.03 $1,735,836
Chase Mortgage Reference Notes, Series 2021-CL1 M2 5.70369% 25-FEB-2050, 5.70%, 02/25/50 CHASE 2021-CL1 46591HBY5 - - 1,816,498 $1,740,299 $1,740,299 0.03 $1,738,284
FHLMC 30yr Pool#QG2100 5.000% 01-May-2053, 5.00%, 05/01/53 FR 3133C2KM9 - - 1,754,598 $1,724,913 $1,724,913 0.03 $1,717,358
FHLMC 30yr Pool#QA2039 3.000% 01-Aug-2049, 3.00%, 08/01/49 FR 31334YHQ3 - - 1,932,697 $1,714,125 $1,714,125 0.03 $1,709,132
FNMA 30yr Pool#CB2681 3.500% 01-Jan-2052, 3.50%, 01/01/52 FN 3140QM6T6 - - 1,861,616 $1,705,705 $1,705,705 0.03 $1,700,094
FHLMC 30yr Pool#SD4456 4.000% 01-Aug-2050, 4.00%, 08/01/50 FR 3132E05R9 - - 1,784,548 $1,681,460 $1,681,460 0.03 $1,675,313
FHLMC 30yr Pool#QG4266 5.000% 01-Jun-2053, 5.00%, 06/01/53 FR 3133C4W34 - - 1,698,809 $1,670,634 $1,670,634 0.03 $1,663,320
FHLMC 30yr Pool#QG4340 6.500% 01-Jun-2053, 6.50%, 06/01/53 FR 3133C4ZD9 - - 1,556,183 $1,619,520 $1,619,520 0.03 $1,610,809
FNMA 30yr Pool#DB3056 5.500% 01-May-2054, 5.50%, 05/01/54 FN 3140ACME0 - - 1,592,747 $1,607,345 $1,607,345 0.03 $1,599,802
FHLMC 30yr Pool#Q58477 4.000% 01-Sep-2048, 4.00%, 09/01/48 FG 3132Y2M37 - - 1,686,525 $1,594,642 $1,594,642 0.03 $1,588,833
FNMA 30yr Pool#BY0327 6.500% 01-May-2053, 6.50%, 05/01/53 FN 3140NGLH1 - - 1,528,062 $1,581,741 $1,581,741 0.03 $1,573,189
FNMA 30yr Pool#MA3415 4.000% 01-Jul-2048, 4.00%, 07/01/48 FN 31418CYM0 - - 1,632,842 $1,541,965 $1,541,965 0.03 $1,536,341
FNMA 30yr Pool#CA5573 4.000% 01-Apr-2050, 4.00%, 04/01/50 FN 3140QDFP4 - - 1,630,559 $1,532,189 $1,532,189 0.03 $1,526,572
FNMA 30yr Pool#CA1931 4.500% 01-Jun-2048, 4.50%, 06/01/48 FN 3140Q9ED1 - - 1,511,142 $1,467,799 $1,467,799 0.03 $1,461,944
FNMA 30yr Pool#BX4859 5.000% 01-May-2053, 5.00%, 05/01/53 FN 3140N9MH6 - - 1,490,231 $1,465,367 $1,465,367 0.03 $1,458,951
FNMA 30yr Pool#BY0360 5.500% 01-Jun-2053, 5.50%, 06/01/53 FN 3140NGMJ6 - - 1,442,912 $1,445,446 $1,445,446 0.03 $1,438,612
FNMA 30yr Pool#BT8051 5.500% 01-Jan-2053, 5.50%, 01/01/53 FN 3140LW5M5 - - 1,404,594 $1,427,183 $1,427,183 0.03 $1,420,531
FHLMC 30yr Pool#QF2561 5.500% 01-Nov-2052, 5.50%, 11/01/52 FR 3133BPZ27 - - 1,400,758 $1,420,627 $1,420,627 0.03 $1,413,992
FNMA 30yr Pool#BX7860 5.500% 01-Mar-2053, 5.50%, 03/01/53 FN 3140NCWW5 - - 1,393,950 $1,409,984 $1,409,984 0.03 $1,403,382
Towd Point Mortgage Trust 2024-CES1 A1B 6.049% 25-JAN-2064, 6.05%, 01/25/64 TPMT 2024-CES1 89183CAB1 - - 1,396,460 $1,407,667 $1,407,667 0.03 $1,400,393
FNMA 30yr Pool#BX0130 6.000% 01-Dec-2052, 6.00%, 12/01/52 FN 3140N4EC7 - - 1,366,097 $1,402,812 $1,402,812 0.03 $1,395,754
Lendbuzz Securitization Trust 2023-2 A2 7.09% 15-OCT-2028, 7.09%, 10/16/28 LBZZ 2023-2A 52608MAB4 - - 1,376,340 $1,397,697 $1,397,697 0.03 $1,393,089
FNMA 30yr Pool#BY1896 5.500% 01-May-2053, 5.50%, 05/01/53 FN 3140NJDA9 - - 1,377,145 $1,392,704 $1,392,704 0.03 $1,386,182
FHLMC 30yr Pool#QG3885 6.500% 01-Jun-2053, 6.50%, 06/01/53 FR 3133C4J62 - - 1,328,264 $1,382,324 $1,382,324 0.03 $1,374,890
FNMA 30yr Pool#BY0332 5.500% 01-May-2053, 5.50%, 05/01/53 FN 3140NGLN8 - - 1,376,535 $1,379,124 $1,379,124 0.03 $1,372,605
FHLMC 30yr Pool#QG3616 5.000% 01-Jun-2053, 5.00%, 06/01/53 FR 3133C4AR5 - - 1,308,206 $1,291,548 $1,291,548 0.02 $1,285,915
FHLMC 30yr Pool#QG0818 5.000% 01-Apr-2053, 5.00%, 04/01/53 FR 3133C04B5 - - 1,296,425 $1,278,997 $1,278,997 0.02 $1,273,415
FNMA 30yr Pool#AS6811 3.000% 01-Mar-2046, 3.00%, 03/01/46 FN 3138WGR97 - - 1,430,999 $1,269,877 $1,269,877 0.02 $1,266,180
BX Commercial Mortgage Trust 2021-21M A 5.166% 15-OCT-2036, 5.17%, 10/15/36 BX 2021-21M 05609CAA5 - - 1,271,945 $1,268,165 $1,268,165 0.02 $1,265,062
FNMA 30yr Pool#BY0251 6.000% 01-Apr-2053, 6.00%, 04/01/53 FN 3140NGH52 - - 1,235,183 $1,267,765 $1,267,765 0.02 $1,261,383
FNMA 30yr Pool#MA3149 4.000% 01-Oct-2047, 4.00%, 10/01/47 FN 31418CQB3 - - 1,334,379 $1,263,089 $1,263,089 0.02 $1,258,493
FNMA 30yr Pool#BJ9181 5.000% 01-May-2048, 5.00%, 05/01/48 FN 3140HBFX1 - - 1,264,430 $1,263,063 $1,263,063 0.02 $1,257,619
FNMA 30yr Pool#FM7725 4.500% 01-Dec-2050, 4.50%, 12/01/50 FN 3140XBSP6 - - 1,286,813 $1,246,464 $1,246,464 0.02 $1,241,478
FHLMC 30yr Pool#QG2104 5.500% 01-May-2053, 5.50%, 05/01/53 FR 3133C2KR8 - - 1,241,910 $1,244,169 $1,244,169 0.02 $1,238,287
FNMA 40yr Pool#BF0167 3.000% 01-Feb-2057, 3.00%, 02/01/57 FN 3140FXFH0 - - 1,446,579 $1,236,306 $1,236,306 0.02 $1,232,569
FHLMC 30yr Pool#SD8003 4.000% 01-Jul-2049, 4.00%, 07/01/49 FR 3132DV3L7 - - 1,302,870 $1,227,607 $1,227,607 0.02 $1,223,119
FNMA 30yr Pool#FM9138 4.000% 01-Mar-2050, 4.00%, 03/01/50 FN 3140XDEL6 - - 1,286,852 $1,215,232 $1,215,232 0.02 $1,210,799
FHLMC 30yr Pool#QD9182 3.000% 01-Mar-2052, 3.00%, 03/01/52 FR 3133B7FX1 - - 1,371,180 $1,203,588 $1,203,588 0.02 $1,200,045
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-DNA5 M2 6.00369% 25-JAN-2034, 6.00%, 01/25/34 STACR 2021-DNA5 35564KHE2 - - 1,191,541 $1,193,876 $1,193,876 0.02 $1,192,485
FHLMC 30yr Pool#ZT2087 4.000% 01-Jun-2049, 4.00%, 06/01/49 FR 3132AEJ80 - - 1,257,457 $1,184,818 $1,184,818 0.02 $1,180,486
Connecticut Avenue Securities, Series 2021-R02 2B1 7.65369% 25-NOV-2041, 7.65%, 11/25/41 CAS 2021-R02 20754KAF8 - - 1,150,000 $1,171,836 $1,171,836 0.02 $1,170,125
FNMA 30yr Pool#BX0804 5.500% 01-Nov-2052, 5.50%, 11/01/52 FN 3140N43N5 - - 1,151,239 $1,167,763 $1,167,763 0.02 $1,162,311
FHLMC 30yr Pool#RA1087 4.500% 01-Jul-2049, 4.50%, 07/01/49 FR 3133KGF45 - - 1,167,144 $1,127,032 $1,127,032 0.02 $1,122,509
FHLMC 30yr Pool#QG6538 5.500% 01-Jul-2053, 5.50%, 07/01/53 FR 3133C7HP5 - - 1,108,580 $1,123,358 $1,123,358 0.02 $1,118,107
Connecticut Avenue Securities, Series 2021-R03 1M1 5.20369% 25-DEC-2041, 5.20%, 12/25/41 CAS 2021-R03 20754AAA1 - - 1,124,636 $1,121,785 $1,121,785 0.02 $1,120,647
ACHV ABS Trust 2024-1PL C 6.42% 25-APR-2031, 6.42%, 04/25/31 ACHV 2024-1PL 00092BAC8 - - 1,086,393 $1,094,097 $1,094,097 0.02 $1,092,741
FHLMC 30yr Pool#RA1188 4.500% 01-Aug-2049, 4.50%, 08/01/49 FR 3133KGJ90 - - 1,131,824 $1,092,925 $1,092,925 0.02 $1,088,539
FHLMC 30yr Pool#QG6948 5.500% 01-Jul-2053, 5.50%, 07/01/53 FR 3133C7WH6 - - 1,066,021 $1,080,144 $1,080,144 0.02 $1,075,095
Connecticut Avenue Securities Trust 2022-R01 1M1 5.35369% 25-DEC-2041, 5.35%, 12/25/41 CAS 2022-R01 20754LAA7 - - 1,066,945 $1,064,939 $1,064,939 0.02 $1,063,828
FNMA 30yr Pool#AS7492 4.000% 01-Jul-2046, 4.00%, 07/01/46 FN 3138WHKE1 - - 1,118,471 $1,061,738 $1,061,738 0.02 $1,057,886
FNMA 30yr Pool#BV4203 3.500% 01-Apr-2052, 3.50%, 04/01/52 FN 3140MHU56 - - 1,118,943 $1,024,316 $1,024,316 0.02 $1,020,944
FNMA 30yr Pool#FM1598 4.000% 01-Feb-2049, 4.00%, 02/01/49 FN 3140X4X43 - - 1,082,171 $1,021,942 $1,021,942 0.02 $1,018,215
FNMA 30yr Pool#BV8484 3.500% 01-Apr-2052, 3.50%, 04/01/52 FN 3140MNNA0 - - 1,060,409 $970,653 $970,653 0.02 $967,457
GNMA II 30yr Pool#MA5021 4.500% 20-Feb-2048, 4.50%, 02/20/48 G2 36179TSJ5 - - 982,671 $961,670 $961,670 0.02 $957,862
FHLMC 30yr Pool#ZM8197 4.000% 01-Sep-2048, 4.00%, 09/01/48 FR 3131Y3DA1 - - 1,003,443 $947,596 $947,596 0.02 $944,140
FNMA 30yr Pool#DA3522 5.500% 01-Oct-2053, 5.50%, 10/01/53 FN 3140A34G5 - - 933,177 $937,853 $937,853 0.02 $933,434
FNMA 30yr Pool#CA6382 4.500% 01-Jul-2050, 4.50%, 07/01/50 FN 3140QECU4 - - 936,704 $907,333 $907,333 0.02 $903,704
Tricolor Auto Securitization Trust 2024-1 A 6.61% 15-OCT-2027, 6.61%, 10/15/27 TAST 2024-1A 89616LAA0 - - 887,256 $893,271 $893,271 0.02 $890,502
FNMA 30yr Pool#BV8485 3.500% 01-Apr-2052, 3.50%, 04/01/52 FN 3140MNNB8 - - 974,491 $890,910 $890,910 0.02 $887,973
FNMA 30yr Pool#AB9341 3.000% 01-May-2043, 3.00%, 05/01/43 FN 31417GLX2 - - 961,751 $872,821 $872,821 0.02 $870,336
FNMA 30yr Pool#CB4320 3.500% 01-Aug-2052, 3.50%, 08/01/52 FN 3140QPYS0 - - 941,679 $861,269 $861,269 0.02 $858,431
FNMA 30yr Pool#BN4541 4.000% 01-Feb-2049, 4.00%, 02/01/49 FN 3140JMBK7 - - 892,835 $843,144 $843,144 0.02 $840,069
Upstart Securitization Trust 2021-1 C 4.06% 20-MAR-2031, 4.06%, 03/20/31 UPST 2021-1 91681NAC8 - - 842,444 $841,182 $841,182 0.02 $840,042
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA2 M1A 5.65369% 25-FEB-2042, 5.65%, 02/25/42 STACR 2022-DNA2 35564KRE1 - - 839,649 $839,745 $839,745 0.02 $838,821
Gracie Point International Funding, Series 2023-2 A 6.67441% 01-MAR-2027, 6.67%, 03/01/27 GPIF 2023-2A 38410JAA0 - - 816,565 $828,343 $828,343 0.02 $819,260
ACHM Trust 2024-HE1 B 7.26% 25-MAY-2039, 7.26%, 05/25/39 ACHM 2024-HE1 00449TAB1 - - 801,607 $827,878 $827,878 0.02 $826,746
FHLMC 30yr Pool#ZT1926 3.000% 01-Nov-2043, 3.00%, 11/01/43 FR 3132AED78 - - 850,653 $768,129 $768,129 0.01 $765,931
NRZ Excess Spread-Collateralized Notes, Series 2020-PLS1 A 3.844% 25-DEC-2025, 3.84%, 12/25/25 NZES 2020-PLS1 433674AA6 - - 777,671 $765,099 $765,099 0.01 $764,518
FNMA 30yr Pool#BY0782 5.500% 01-Apr-2053, 5.50%, 04/01/53 FN 3140NG2Q2 - - 748,298 $756,804 $756,804 0.01 $753,260
FHLMC 30yr Pool#RA1999 4.500% 01-Jan-2050, 4.50%, 01/01/50 FR 3133KHGG5 - - 771,919 $745,390 $745,390 0.01 $742,398
GNMA II 30yr Pool#MA5264 4.000% 20-Jun-2048, 4.00%, 06/20/48 G2 36179TZ57 - - 773,367 $730,761 $730,761 0.01 $728,098
FREMF 2019-KF70 Mortgage Trust C 10.44813% 25-SEP-2029, 10.45%, 09/25/29 FREMF 2019-KF70 30298UAJ0 - - 789,970 $728,972 $728,972 0.01 $720,841
FNMA 30yr Pool#BY0866 5.500% 01-May-2053, 5.50%, 05/01/53 FN 3140NG6C9 - - 711,730 $719,771 $719,771 0.01 $716,400
Prosper Marketplace Issuance Trust, Series 2024-1 A 6.12% 15-AUG-2029, 6.12%, 08/15/29 PMIT 2024-1A 74363CAA7 - - 709,907 $712,610 $712,610 0.01 $710,559
FNMA 30yr Pool#BW0343 4.500% 01-May-2052, 4.50%, 05/01/52 FN 3140MRLZ8 - - 706,422 $678,222 $678,222 0.01 $675,484
FHLMC 30yr Pool#QD6555 3.000% 01-Feb-2052, 3.00%, 02/01/52 FR 3133B4H81 - - 768,744 $674,872 $674,872 0.01 $672,886
FNMA 30yr Pool#BW7489 6.000% 01-Nov-2052, 6.00%, 11/01/52 FN 3140N0KB0 - - 620,130 $636,797 $636,797 0.01 $633,593
FNMA 30yr Pool#AL6842 4.000% 01-May-2045, 4.00%, 05/01/45 FN 3138EPS88 - - 647,858 $620,439 $620,439 0.01 $618,208
FHLMC 30yr Pool#SD8047 4.500% 01-Feb-2050, 4.50%, 02/01/50 FR 3132DV5G6 - - 628,280 $609,590 $609,590 0.01 $607,155
Sequoia Mortgage Trust 2013-5 A1 2.5% 25-MAY-2043, 2.50%, 05/25/43 SEMT 2013-5 81745AAA5 - - 697,677 $603,354 $603,354 0.01 $601,852
FHLMC 30yr Pool#QE1073 3.500% 01-Apr-2052, 3.50%, 04/01/52 FR 3133BAFN6 - - 658,288 $602,568 $602,568 0.01 $600,584
FNMA 30yr Pool#BK9507 4.000% 01-Oct-2048, 4.00%, 10/01/48 FN 3140HPR58 - - 632,035 $597,150 $597,150 0.01 $594,973
MHC Commercial Mortgage Trust 2021-MHC A 5.237442% 15-APR-2038, 5.24%, 04/15/38 MHC 2021-MHC 55316VAA2 - - 586,117 $585,992 $585,992 0.01 $584,713
Towd Point Mortgage Trust 2024-CES2 A1B 6.35% 25-FEB-2064, 6.35%, 02/25/64 TPMT 2024-CES2 89182JAB7 - - 546,572 $553,173 $553,173 0.01 $550,184
FHLMC 15yr Pool#SB0116 2.500% 01-Nov-2034, 2.50%, 11/01/34 FR 3132CWDV3 - - 580,329 $547,783 $547,783 0.01 $546,533
FHLMC 30yr Pool#QD9191 3.500% 01-Apr-2052, 3.50%, 04/01/52 FR 3133B7F86 - - 571,228 $522,920 $522,920 0.01 $521,198
FNMA 30yr Pool#AZ0869 4.000% 01-Jul-2045, 4.00%, 07/01/45 FN 3138YR6F0 - - 545,031 $518,535 $518,535 0.01 $516,658
FNMA 30yr Pool#BV7632 4.500% 01-Apr-2052, 4.50%, 04/01/52 FN 3140MMPS1 - - 487,247 $467,872 $467,872 0.01 $465,984
Santander Bank Auto Credit-Linked Notes, Series 2023-A B 6.493% 15-JUN-2033, 6.49%, 06/15/33 SBCLN 2023-A 80290CBU7 - - 435,114 $438,165 $438,165 0.01 $436,831
FNMA 30yr Pool#CB4329 3.500% 01-Jul-2052, 3.50%, 07/01/52 FN 3140QPY35 - - 463,721 $424,667 $424,667 0.01 $423,270
FHLMC 30yr Pool#SD1414 4.000% 01-Oct-2050, 4.00%, 10/01/50 FR 3132DNSB0 - - 448,274 $422,378 $422,378 0.01 $420,834
JP Morgan Mortgage Trust 2015-4 AM 3.0% 25-JUN-2045, 3.00%, 06/25/45 JPMMT 2015-4 46644VBP0 - - 494,949 $421,832 $421,832 0.01 $420,553
FREED ABS Trust 2021-3FP D 2.37% 18-NOV-2028, 2.37%, 11/20/28 FREED 2021-3FP 30322MAD1 - - 333,370 $402,257 $402,257 0.01 $331,410
FNMA 30yr Pool#CA4646 3.000% 01-Feb-2048, 3.00%, 02/01/48 FN 3140QCEU6 - - 445,561 $397,742 $397,742 0.01 $396,591
FNMA 30yr Pool#BV6879 4.500% 01-Apr-2052, 4.50%, 04/01/52 FN 3140MLUD0 - - 410,179 $393,869 $393,869 0.01 $392,279
FNMA 30yr Pool#FM3447 4.000% 01-Nov-2049, 4.00%, 11/01/49 FN 3140X6ZM6 - - 379,949 $358,298 $358,298 0.01 $356,990
FHLMC 30yr Pool#QA8274 3.500% 01-Mar-2050, 3.50%, 03/01/50 FR 3133A3FP8 - - 393,517 $356,355 $356,355 0.01 $355,169
FHLMC 30yr Pool#ZN6461 4.000% 01-May-2049, 4.00%, 05/01/49 FR 3131YDFA7 - - 371,717 $350,102 $350,102 0.01 $348,822
Santander Bank Auto Credit Linked Notes Series 2022-C 6.986% 15-DEC-2032, 6.99%, 12/15/32 SBCLN 2022-C 80290CBG8 - - 344,329 $346,148 $346,148 0.01 $345,012
FNMA 30yr Pool#AR9225 3.000% 01-Mar-2043, 3.00%, 03/01/43 FN 3138W7HB3 - - 350,316 $316,194 $316,194 0.01 $315,289
Fannie Mae REMIC Trust 2017-9 VL 3.0% 25-JUL-2028, 3.00%, 07/25/28 FNR 2017-9 3136AVYH6 - - 311,729 $305,843 $305,843 0.01 $305,037
FNMA 30yr Pool#FS2548 4.000% 01-Mar-2051, 4.00%, 03/01/51 FN 3140XHZN0 - - 319,047 $300,616 $300,616 0.01 $299,517
FHLMC 30yr Pool#ZT0391 4.000% 01-Nov-2047, 4.00%, 11/01/47 FR 3132ACNG1 - - 316,729 $300,569 $300,569 0.01 $299,478
FHLMC 30yr Pool#QA5150 4.500% 01-Dec-2049, 4.50%, 12/01/49 FR 31346YWK5 - - 297,974 $289,110 $289,110 0.01 $287,956
FNMA 30yr Pool#AS8649 3.000% 01-Jan-2047, 3.00%, 01/01/47 FN 3138WJTF5 - - 320,516 $284,428 $284,428 0.01 $283,600
FNMA 30yr Pool#BN3899 4.000% 01-Dec-2048, 4.00%, 12/01/48 FN 3140JLKM5 - - 289,060 $272,972 $272,972 0.01 $271,976
FNMA 30yr Pool#BO9819 4.500% 01-Dec-2049, 4.50%, 12/01/49 FN 3140K54D6 - - 280,948 $272,590 $272,590 0.01 $271,501
FHLMC 30yr Pool#ZN4240 4.500% 01-Dec-2048, 4.50%, 12/01/48 FR 3131YAV98 - - 276,881 $270,171 $270,171 0.01 $269,099
FHLMC 15yr Pool#SB0040 2.500% 01-Dec-2033, 2.50%, 12/01/33 FR 3132CWBH6 - - 273,081 $262,210 $262,210 0.00 $261,623
FHLMC 30yr Pool#QA1615 3.500% 01-Aug-2049, 3.50%, 08/01/49 FR 31334XYL7 - - 275,782 $251,147 $251,147 0.00 $250,316
FNMA 30yr Pool#MA3908 4.500% 01-Jan-2050, 4.50%, 01/01/50 FN 31418DKW1 - - 257,517 $249,856 $249,856 0.00 $248,858
FNMA 30yr Pool#BV7132 4.500% 01-Apr-2052, 4.50%, 04/01/52 FN 3140ML4S6 - - 255,088 $244,905 $244,905 0.00 $243,917
Fannie Mae REMIC Trust 2012-126 SY 0.0% 25-NOV-2042, 0.00%, 11/25/42 FNR 2012-126 3136A9ZR2 - - 473,554 $243,971 $243,971 0.00 $243,971
FNMA 30yr Pool#MA1327 3.000% 01-Jan-2043, 3.00%, 01/01/43 FN 31418APM4 - - 263,754 $238,167 $238,167 0.00 $237,485
FNMA 30yr Pool#BE3616 4.000% 01-May-2047, 4.00%, 05/01/47 FN 3140FPAS8 - - 244,608 $232,274 $232,274 0.00 $231,431
FNMA 30yr Pool#MA3687 4.000% 01-Jun-2049, 4.00%, 06/01/49 FN 31418DCZ3 - - 245,599 $231,411 $231,411 0.00 $230,565
FNMA 30yr Pool#BW0081 4.500% 01-Apr-2052, 4.50%, 04/01/52 FN 3140MRCT2 - - 231,799 $222,545 $222,545 0.00 $221,647
GNMA II 30yr Pool#MA5192 4.000% 20-May-2048, 4.00%, 05/20/48 G2 36179TXV2 - - 230,963 $218,239 $218,239 0.00 $217,444
FHLMC 30yr Pool#RA1088 4.500% 01-Jul-2049, 4.50%, 07/01/49 FR 3133KGF52 - - 206,302 $200,165 $200,165 0.00 $199,366
FNMA 30yr Pool#AB6280 3.000% 01-Sep-2042, 3.00%, 09/01/42 FN 31417C6S9 - - 216,233 $195,256 $195,256 0.00 $194,697
FNMA 30yr Pool#BW0072 4.500% 01-Apr-2052, 4.50%, 04/01/52 FN 3140MRCJ4 - - 202,448 $194,366 $194,366 0.00 $193,582
FHLMC 30yr Pool#SD8040 4.500% 01-Jan-2050, 4.50%, 01/01/50 FR 3132DV4Z5 - - 198,310 $192,411 $192,411 0.00 $191,642
FNMA 30yr Pool#CA4185 4.500% 01-Sep-2049, 4.50%, 09/01/49 FN 3140QBUK2 - - 185,198 $179,689 $179,689 0.00 $178,971
FNMA 30yr Pool#CA4035 4.500% 01-Aug-2049, 4.50%, 08/01/49 FN 3140QBPV4 - - 183,696 $178,231 $178,231 0.00 $177,519
FNMA 30yr Pool#BO2983 3.000% 01-Sep-2049, 3.00%, 09/01/49 FN 3140JXJ58 - - 198,677 $176,513 $176,513 0.00 $176,000
FHLMC 30yr Pool#ZT1320 4.000% 01-Nov-2048, 4.00%, 11/01/48 FR 3132ADPD4 - - 171,931 $162,362 $162,362 0.00 $161,770
Santander Bank Auto Credit-Linked Notes, Series 2022-A B 5.281% 15-MAY-2032, 5.28%, 05/15/32 SBCLN 2022-A 80290CAS3 - - 160,571 $160,928 $160,928 0.00 $160,527
FNMA 30yr Pool#AB7563 3.000% 01-Jan-2043, 3.00%, 01/01/43 FN 31417EMM0 - - 176,628 $160,365 $160,365 0.00 $159,909
FHLMC 30yr Pool#ZA7158 4.500% 01-Jun-2049, 4.50%, 06/01/49 FR 31329Q5T4 - - 160,532 $155,015 $155,015 0.00 $154,393
FNMA 30yr Pool#FS2546 4.000% 01-Mar-2051, 4.00%, 03/01/51 FN 3140XHZL4 - - 159,276 $150,411 $150,411 0.00 $149,863
GNMA II 30yr Pool#BK5879 4.500% 20-Nov-2048, 4.50%, 11/20/48 G2 3617J6Q80 - - 143,216 $139,542 $139,542 0.00 $138,987
FNMA 30yr Pool#MA1229 3.000% 01-Oct-2042, 3.00%, 10/01/42 FN 31418ALK2 - - 150,201 $136,371 $136,371 0.00 $135,983
GNMA II 30yr Pool#MA5753 4.000% 20-Feb-2049, 4.00%, 02/20/49 G2 36179UMA7 - - 147,574 $135,803 $135,803 0.00 $135,295
GNMA II 30yr Pool#MA5866 4.000% 20-Apr-2049, 4.00%, 04/20/49 G2 36179UQT2 - - 141,615 $130,907 $130,907 0.00 $130,419
FNMA 20yr Pool#AB9283 3.000% 01-Apr-2038, 3.00%, 04/01/38 FN 31417GJ56 - - 139,025 $126,170 $126,170 0.00 $125,811
GNMA II 30yr Pool#BF6874 4.500% 20-Jul-2048, 4.50%, 07/20/48 G2 3617GDT77 - - 128,899 $125,415 $125,415 0.00 $124,915
FNMA 30yr Pool#BV7131 4.500% 01-Apr-2052, 4.50%, 04/01/52 FN 3140ML4R8 - - 130,381 $125,176 $125,176 0.00 $124,671
FNMA 30yr Pool#BM3282 3.500% 01-Dec-2047, 3.50%, 12/01/47 FN 3140J7UG8 - - 125,135 $115,883 $115,883 0.00 $115,506
FHLMC 30yr Pool#ZT1633 4.000% 01-Mar-2047, 4.00%, 03/01/47 FR 3132ADY69 - - 119,113 $113,322 $113,322 0.00 $112,912
FNMA 30yr Pool#CA3683 4.500% 01-Jun-2049, 4.50%, 06/01/49 FN 3140QBCV8 - - 115,173 $111,747 $111,747 0.00 $111,300
FNMA 30yr Pool#CA0108 3.500% 01-Aug-2047, 3.50%, 08/01/47 FN 3140Q7DN4 - - 113,639 $105,237 $105,237 0.00 $104,894
FHLMC 30yr Pool#QE0318 4.500% 01-Mar-2052, 4.50%, 03/01/52 FR 3133B9K78 - - 109,375 $105,026 $105,026 0.00 $104,602
FHLMC 30yr Pool#ZM7577 4.500% 01-Aug-2048, 4.50%, 08/01/48 FR 3131Y2M21 - - 101,343 $98,436 $98,436 0.00 $98,043
Fannie Mae REMIC Trust 2013-130 FN 4.81817% 25-OCT-2042, 4.82%, 10/25/42 FNR 2013-130 3136AHG53 - - 100,548 $98,186 $98,186 0.00 $98,092
FNMA 30yr Pool#BJ8459 3.000% 01-Aug-2049, 3.00%, 08/01/49 FN 3140HAMH0 - - 106,207 $92,159 $92,159 0.00 $91,885
FNMA 30yr Pool#BO4113 3.000% 01-Aug-2049, 3.00%, 08/01/49 FN 3140JYSB3 - - 92,989 $80,690 $80,690 0.00 $80,450
FHLMC 30yr Pool#ZM7926 5.000% 01-Sep-2048, 5.00%, 09/01/48 FR 3131Y2YX0 - - 78,820 $78,504 $78,504 0.00 $78,164
Sequoia Mortgage Trust 2019-CH3 A19 4.0% 25-OCT-2049, 4.00%, 09/25/49 SEMT 2019-CH3 81748GBN0 - - 84,713 $76,969 $76,969 0.00 $76,677
FNMA 30yr Pool#MA1447 3.000% 01-May-2043, 3.00%, 05/01/43 FN 31418ATD0 - - 81,428 $73,497 $73,497 0.00 $73,286
FHLMC 30yr Pool#QA2159 3.000% 01-Aug-2049, 3.00%, 08/01/49 FR 31334YMG9 - - 84,243 $73,100 $73,100 0.00 $72,883
FNMA 30yr Pool#AS8547 3.000% 01-Nov-2046, 3.00%, 11/01/46 FN 3138WJP93 - - 72,947 $64,373 $64,373 0.00 $64,185
FNMA 30yr Pool#BD2453 3.000% 01-Jan-2047, 3.00%, 01/01/47 FN 3140F9WP6 - - 72,046 $64,149 $64,149 0.00 $63,963
FHLMC 15yr Pool#ZK8962 3.000% 01-Sep-2032, 3.00%, 09/01/32 FR 3131XC5X1 - - 63,227 $61,242 $61,242 0.00 $61,079
Fannie Mae REMIC Trust 2010-109 BS 6.04824% 25-OCT-2040, 6.05%, 10/25/40 FNR 2010-109 31398NTM6 - - 41,248 $59,869 $59,869 0.00 $59,654
Fannie Mae REMIC Trust 2006-20 GF 4.81817% 25-APR-2036, 4.82%, 04/25/36 FNR 2006-20 31395BU43 - - 60,073 $59,085 $59,085 0.00 $59,029
FHLMC 15yr Pool#ZS7403 3.000% 01-May-2031, 3.00%, 05/01/31 FR 3132A8GL7 - - 58,780 $57,340 $57,340 0.00 $57,188
Freddie Mac Multiclass Certificates, Series 3380 FM 5.04919% 15-OCT-2037, 5.05%, 10/15/37 FHR 3380 31397KTJ0 - - 46,473 $46,123 $46,123 0.00 $46,012
Freddie Mac Multiclass Certificates, Series 3721 FB 4.95919% 15-SEP-2040, 4.96%, 09/15/40 FHR 3721 3137GAD20 - - 46,408 $45,977 $45,977 0.00 $45,869
FNMA 15yr Pool#BO5957 3.000% 01-Dec-2034, 3.00%, 12/01/34 FN 3140K1TP1 - - 46,906 $45,154 $45,154 0.00 $45,033
FNMA 15yr Pool#BO7717 3.000% 01-Nov-2034, 3.00%, 11/01/34 FN 3140K3SF0 - - 44,360 $42,786 $42,786 0.00 $42,672
Ginnie Mae REMIC Trust 2008-013 FB 4.93307% 20-FEB-2038, 4.93%, 02/20/38 GNR 2008-13 38375PNL1 - - 42,691 $42,280 $42,280 0.00 $42,210
FNMA 30yr Pool#BO1857 4.500% 01-Aug-2049, 4.50%, 08/01/49 FN 3140JWB33 - - 43,418 $42,127 $42,127 0.00 $41,959
FNMA 30yr Pool#BC0870 3.500% 01-Jan-2046, 3.50%, 01/01/46 FN 3140EU6G9 - - 38,779 $35,737 $35,737 0.00 $35,620
FHLMC 15yr Pool#ZK9163 3.000% 01-Jan-2033, 3.00%, 01/01/33 FR 3131XDFC4 - - 36,003 $34,855 $34,855 0.00 $34,762
Ginnie Mae REMIC Trust 2007-040 FG 4.75307% 20-JUL-2037, 4.75%, 07/20/37 GNR 2007-40 38375KZS4 - - 32,755 $32,231 $32,231 0.00 $32,179
PRPM 2024-RPL1 A2 4.296966% 25-DEC-2064, 4.20%, 12/25/64 PRPM 2024-RPL1 69380XAB8 - - - $29,233 $29,233 0.00 $0
Ginnie Mae REMIC Trust 2004-069 CF 4.83307% 20-JUL-2034, 4.83%, 07/20/34 GNR 2004-69 38374JAT3 - - 29,051 $28,740 $28,740 0.00 $28,694
Ginnie Mae REMIC Trust 2010-133 FD 4.86541% 16-OCT-2040, 4.87%, 10/16/40 GNR 2010-133 38377MHV1 - - 26,844 $26,726 $26,726 0.00 $26,668
Fannie Mae REMIC Trust 2013-2 QF 4.96817% 25-FEB-2043, 4.97%, 02/25/43 FNR 2013-2 3136AB4P5 - - 26,012 $25,681 $25,681 0.00 $25,656
Ginnie Mae REMIC Trust 2007-059 FA 4.93307% 20-OCT-2037, 4.93%, 10/20/37 GNR 2007-59 38375LPU8 - - 25,898 $25,529 $25,529 0.00 $25,486
FHLMC 30yr Pool#ZN2165 4.500% 01-Dec-2048, 4.50%, 12/01/48 FR 3131Y8MN2 - - 23,850 $23,305 $23,305 0.00 $23,212
Ginnie Mae REMIC Trust 2004-059 FP 4.73541% 16-AUG-2034, 4.74%, 08/16/34 GNR 2004-59 38374HYS3 - - 21,207 $20,969 $20,969 0.00 $20,927
Ginnie Mae REMIC Trust 2008-016 FC 4.93307% 20-FEB-2038, 4.93%, 02/20/38 GNR 2008-16 383742FU2 - - 20,948 $20,750 $20,750 0.00 $20,715
Ginnie Mae REMIC Trust 2007-037 FW 4.74307% 20-JUN-2037, 4.74%, 06/20/37 GNR 2007-37 38375KNR9 - - 21,068 $20,711 $20,711 0.00 $20,678
Freddie Mac Multiclass Certificates, Series 2426 FL 5.10919% 15-MAR-2032, 5.11%, 03/15/32 FHR 2426 31339W7G5 - - 20,714 $20,671 $20,671 0.00 $20,622
Ginnie Mae REMIC Trust 2005-065 FA 4.58307% 20-AUG-2035, 4.58%, 08/20/35 GNR 2005-65 38374LL25 - - 21,068 $20,605 $20,605 0.00 $20,572
Fannie Mae REMIC Trust 2002-53 FK 4.86817% 25-APR-2032, 4.87%, 04/25/32 FNR 2002-53 31392EHN3 - - 19,218 $18,999 $18,999 0.00 $18,981
Ginnie Mae REMIC Trust 2005-048 AF 4.63307% 20-JUN-2035, 4.63%, 06/20/35 GNR 2005-48 38374LHM6 - - 17,404 $17,085 $17,085 0.00 $17,058
FHLMC 30yr Pool#ZT0252 3.000% 01-Dec-2047, 3.00%, 12/01/47 FR 3132ACH52 - - 18,199 $16,204 $16,204 0.00 $16,157
Fannie Mae REMIC Trust 2005-83 KT 4.76817% 25-OCT-2035, 4.77%, 10/25/35 FNR 2005-83 31394FUL7 - - 16,269 $15,989 $15,989 0.00 $15,974
Fannie Mae REMIC Trust 2007-89 GF 4.98817% 25-SEP-2037, 4.99%, 09/25/37 FNR 2007-89 31396XPM0 - - 15,266 $15,140 $15,140 0.00 $15,125
Freddie Mac Multiclass Certificates, Series 2551 FD 4.85919% 15-JAN-2033, 4.86%, 01/15/33 FHR 2551 31393JAZ1 - - 13,933 $13,817 $13,817 0.00 $13,785
Ginnie Mae REMIC Trust 2012-075 FP 4.73307% 20-JUL-2041, 4.73%, 07/20/41 GNR 2012-75 38378EZ55 - - 13,152 $13,067 $13,067 0.00 $13,046
FHLMC 30yr Pool#ZM2269 3.000% 01-Dec-2046, 3.00%, 12/01/46 FR 3131XVQW8 - - 13,396 $11,913 $11,913 0.00 $11,878
Freddie Mac Multiclass Certificates, Series 2410, excluding Group 6 FX 4.80919% 15-FEB-2032, 4.81%, 02/15/32 FHR 2410 31339NJN7 - - 11,190 $11,123 $11,123 0.00 $11,097
Ginnie Mae REMIC Trust 2007-061 FA 4.93307% 20-OCT-2037, 4.75%, 10/20/37 GNR 2007-61 38375LLN8 - - 10,864 $10,762 $10,762 0.00 $10,744
Fannie Mae REMIC Trust 2003-87 FG 4.96817% 25-SEP-2033, 4.97%, 09/25/33 FNR 2003-87 31393E4W6 - - 10,796 $10,741 $10,741 0.00 $10,730
Freddie Mac Multiclass Certificates, Series 3738 FD 4.75919% 15-AUG-2040, 4.76%, 08/15/40 FHR 3738 3137GAYQ4 - - 10,524 $10,580 $10,580 0.00 $10,556
FNMA 15yr Pool#AS8207 2.500% 01-Oct-2031, 2.50%, 10/01/31 FN 3138WJDM7 - - 10,874 $10,444 $10,444 0.00 $10,421
Fannie Mae REMIC Trust 2010-123 FL 4.89817% 25-NOV-2040, 4.90%, 11/25/40 FNR 2010-123 31398N2W3 - - 10,452 $10,353 $10,353 0.00 $10,343
Freddie Mac Multiclass Certificates, Series 3028 FM 4.70919% 15-SEP-2035, 4.71%, 09/15/35 FHR 3028 31396AFB5 - - 10,012 $9,917 $9,917 0.00 $9,895
GNMA II 30yr Pool#BK6072 5.000% 20-Jan-2049, 5.00%, 01/20/49 G2 3617J6W91 - - 9,280 $9,217 $9,217 0.00 $9,177
FNMA 15yr Pool#BM1036 2.500% 01-Feb-2032, 2.50%, 02/01/32 FN 3140J5EJ4 - - 9,561 $9,184 $9,184 0.00 $9,163
FNMA 15yr Pool#AS7643 2.500% 01-Aug-2031, 2.50%, 08/01/31 FN 3138WHP55 - - 9,477 $9,104 $9,104 0.00 $9,084
Fannie Mae REMIC Trust 2002-16 VF 5.01817% 25-APR-2032, 5.02%, 04/25/32 FNR 2002-16 31392CWW0 - - 8,492 $8,464 $8,464 0.00 $8,456
Fannie Mae REMIC Trust 2012-100 FG 4.86817% 25-SEP-2042, 4.87%, 09/25/42 FNR 2012-100 3136A8QW3 - - 8,308 $8,193 $8,193 0.00 $8,185
FHLMC 15yr Pool#ZK8405 2.500% 01-Dec-2031, 2.50%, 01/22/31 FR 3131XCKS5 - - 8,149 $7,816 $7,816 0.00 $7,799
Ginnie Mae REMIC Trust 2007-018 FD 4.73307% 20-APR-2037, 4.73%, 04/20/37 GNR 2007-18 38375JC86 - - 7,677 $7,537 $7,537 0.00 $7,525
Ginnie Mae REMIC Trust 2010-006 FG 5.03541% 16-JAN-2040, 5.04%, 01/16/40 GNR 2010-6 38376TSC7 - - 7,354 $7,316 $7,316 0.00 $7,300
Fannie Mae REMIC Trust 2010-95 FB 4.86817% 25-SEP-2040, 4.87%, 09/25/40 FNR 2010-95 31398NEX8 - - 7,235 $7,174 $7,174 0.00 $7,167
FNMA 30yr Pool#MA3694 4.500% 01-Jul-2049, 4.50%, 07/01/49 FN 31418DC83 - - 4,980 $4,832 $4,832 0.00 $4,812
Ginnie Mae REMIC Trust 1999-27 FE 4.83541% 16-AUG-2029, 4.84%, 08/16/29 GNR 1999-27 3837H2WA3 - - 4,330 $4,355 $4,355 0.00 $4,344
Freddie Mac Multiclass Certificates, Series 2469 FE 4.95919% 15-JUL-2032, 4.96%, 07/15/32 FHR 2469 31392RC58 - - 2,705 $2,725 $2,725 0.00 $2,719
FHLMC 30yr Pool#ZN0650 3.000% 01-Mar-2043, 3.00%, 03/01/43 FR 3131Y6WK1 - - 2,317 $2,091 $2,091 0.00 $2,085
Ginnie Mae REMIC Trust 2010-125 VF 4.78307% 20-JUN-2040, 4.78%, 06/20/40 GNR 2010-125 38377JYJ6 - - 415.00 $413 $413 0.00 $412
US ULTRA BOND CBT Jun25 JUN 25 WNM5 FUTURES_USD - -795.00 $-95,424,844 $0 0.00 $0
US 2YR NOTE (CBT) Jun25 JUN 25 TUM5 FUTURES_USD - -531.00 $-110,352,586 $0 0.00 $0
US 10YR NOTE (CBT)Jun25 JUN 25 TYM5 FUTURES_USD - -1,093 $-122,262,297 $0 0.00 $0
US 10yr Ultra Fut Jun25 JUN 25 UXYM5 FUTURES_USD - -452.00 $-51,655,125 $0 0.00 $0
US 5YR NOTE (CBT) Jun25 JUN 25 FVM5 FUTURES_USD - 1,725 $187,876,759 $0 0.00 $0
GNMA II TBA 30yr 6.5% May Delivery, 6.50%, 05/20/25 G2SF 21H062651 - - -9,700,000 $-9,907,774 $-9,907,774 -0.18 $-9,907,774
UMBS TBA 30yr 3.5% May Delivery, 3.50%, 05/13/25 FNCL 01F032658 - - -236,653,000 $-212,614,025 $-212,614,025 -3.94 $-212,614,025
UMBS TBA 30yr 6% May Delivery, 6.00%, 05/13/25 FNCL 01F060659 - - -278,880,000 $-282,413,410 $-282,413,410 -5.23 $-282,413,410
UMBS TBA 30yr 5% May Delivery, 5.00%, 05/13/25 FNCL 01F050650 - - -349,233,000 $-340,827,311 $-340,827,311 -6.31 $-340,827,311
UMBS TBA 30yr 4.5% May Delivery, 4.50%, 05/13/25 FNCL 01F042657 - - -484,242,390 $-461,465,565 $-461,465,565 -8.55 $-461,465,565
UMBS TBA 30yr 4% May Delivery, 4.00%, 05/13/25 FNCL 01F040651 - - -575,916,155 $-534,248,045 $-534,248,045 -9.89 $-534,248,045
UMBS TBA 30yr 5.5% May Delivery, 5.50%, 05/13/25 FNCL 01F052656 - - -985,705,851 $-981,313,546 $-981,313,546 -18.17 $-981,313,546
SEGREGATED CASH SEGCASH - $0.00 13,140,692 $13,140,692 $13,140,692 0.24 $13,140,692
ALMSUM ALMSUM - $0.00 - $0 $0 0.00 $0
US DOLLARS USD MD_142224 - - -1,589,483,331 $-1,589,483,331 $-1,589,483,331 -29.44 $-1,589,483,331
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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