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For Institutional Investors in the US

Mortgage-Backed Securities ETF Holdings

Full Portfolio Holdings

(As of October 14, 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% November Delivery, 2.50%, 11/13/25 FNCL 01F0226B6 - - 1,711,613,894 $1,458,948,874 $1,458,948,874 22.31 $1,458,948,874
UMBS TBA 30yr 3% November Delivery, 3.00%, 11/13/25 FNCL 01F0306B9 - - 541,645,354 $480,860,287 $480,860,287 7.36 $480,860,287
GNMA II TBA 30yr 5% November Delivery, 5.00%, 11/20/25 G2SF 21H0506B3 - - 411,201,194 $410,206,498 $410,206,498 6.28 $410,206,498
GNMA II TBA 30yr 2.5% November Delivery, 2.50%, 11/20/25 G2SF 21H0226B2 - - 443,715,414 $385,918,375 $385,918,375 5.91 $385,918,375
UMBS TBA 30yr 2% November Delivery, 2.00%, 11/13/25 FNCL 01F0206B0 - - 402,248,255 $328,099,018 $328,099,018 5.02 $328,099,018
UMBS TBA 30yr 5% November Delivery, 5.00%, 11/13/25 FNCL 01F0506B7 - - 265,391,000 $264,607,300 $264,607,300 4.05 $264,607,300
FNMA 30yr Pool#CC1013 5.500% 01-Sep-2055, 5.50%, 09/01/55 FN 3140Y7DT2 - - 215,071,974 $219,548,993 $219,548,993 3.37 $219,088,978
FNMA 30yr Pool#CC0839 6.000% 01-Aug-2055, 6.00%, 08/01/55 FN 3140Y64Z0 - - 197,081,360 $205,410,301 $205,410,301 3.15 $203,390,946
FNMA 30yr Pool#CB9430 5.500% 01-Nov-2054, 5.50%, 11/01/54 FN 3140QVPQ1 - - 188,248,183 $193,594,656 $193,594,656 2.97 $191,739,491
GNMA II TBA 30yr 5.5% November Delivery, 5.50%, 11/20/25 G2SF 21H0526B9 - - 183,586,000 $185,129,958 $185,129,958 2.84 $185,129,958
GNMA II TBA 30yr 3% November Delivery, 3.00%, 11/20/25 G2SF 21H0306B5 - - 203,159,962 $183,328,096 $183,328,096 2.81 $183,328,096
Fannie Mae REMIC Trust 2025-12 FC 5.45603% 25-MAR-2055, 5.46%, 03/25/55 FNR 2025-12 3136BVFC7 - - 157,758,318 $158,380,648 $158,380,648 2.43 $157,902,463
FNMA 30yr Pool#FS7252 5.000% 01-Nov-2053, 5.00%, 11/01/53 FN 3140XPBW8 - - 145,351,107 $147,583,771 $147,583,771 2.27 $145,564,810
FNMA 30yr Pool#FA2033 6.000% 01-Jul-2054, 6.00%, 07/01/54 FN 3140W2HK0 - - 135,672,019 $144,475,566 $144,475,566 2.22 $140,009,831
UMBS TBA 30yr 6.5% November Delivery, 6.50%, 11/13/25 FNCL 01F0626B2 - - 137,391,000 $142,021,077 $142,021,077 2.18 $142,021,077
GNMA II TBA 30yr 3.5% November Delivery, 3.50%, 11/20/25 G2SF 21H0326B1 - - 147,859,377 $135,614,994 $135,614,994 2.08 $135,614,994
GNMA II TBA 30yr 4.5% November Delivery, 4.50%, 11/20/25 G2SF 21H0426B0 - - 127,692,488 $124,733,470 $124,733,470 1.92 $124,733,470
FNMA 30yr Pool#FA2754 4.500% 01-Jan-2049, 4.50%, 01/01/49 FN 3140W3BY4 - - 118,971,129 $120,898,202 $120,898,202 1.85 $118,267,496
FNMA 30yr Pool#FS1133 4.000% 01-Oct-2051, 4.00%, 10/01/51 FN 3140XGHK8 - - 115,349,151 $112,912,390 $112,912,390 1.73 $111,141,766
FHLMC 30yr Pool#SL0335 5.500% 01-Feb-2055, 5.50%, 02/01/55 FR 31427MLR0 - - 105,727,919 $109,741,485 $109,741,485 1.68 $107,464,998
GNMA II TBA 30yr 4% November Delivery, 4.00%, 11/20/25 G2SF 21H0406B4 - - 114,954,688 $108,923,705 $108,923,705 1.66 $108,923,705
FNMA 30yr Pool#FM7460 4.000% 01-Mar-2051, 4.00%, 03/01/51 FN 3140XBJE1 - - 108,289,085 $105,784,847 $105,784,847 1.62 $104,339,217
FHLMC 30yr Pool#SD5238 5.500% 01-Apr-2054, 5.50%, 04/01/54 FR 3132DSZB1 - - 101,712,037 $104,293,142 $104,293,142 1.59 $104,075,591
Freddie Mac Multiclass Certificates, Series 5544 FC 5.35603% 25-JUN-2055, 5.36%, 06/25/55 FHR 5544 3137HLNP3 - - 91,174,990 $91,688,013 $91,688,013 1.40 $91,416,715
FHLMC 30yr Pool#SL2464 4.500% 01-Dec-2048, 4.50%, 12/01/48 FR 31427PW26 - - 84,995,690 $85,177,459 $85,177,459 1.30 $84,492,999
UMBS TBA 30yr 5.5% November Delivery, 5.50%, 11/13/25 FNCL 01F0526B3 - - 80,000,000 $80,891,200 $80,891,200 1.24 $80,891,200
FHLMC 30yr Pool#SD1046 4.000% 01-Jul-2052, 4.00%, 07/01/52 FR 3132DNET6 - - 82,668,452 $80,513,741 $80,513,741 1.23 $79,386,128
FHLMC 30yr Pool#RJ4363 5.500% 01-Jun-2055, 5.50%, 06/01/55 FR 3142GUZ55 - - 76,654,284 $79,538,966 $79,538,966 1.22 $78,723,919
FNMA 30yr Pool#FS8993 6.000% 01-Jul-2054, 6.00%, 07/01/54 FN 3140XQ7F8 - - 70,730,371 $75,880,169 $75,880,169 1.16 $72,863,291
FNMA 30yr Pool#FA0574 5.500% 01-Jan-2055, 5.50%, 01/01/55 FN 3140W0T88 - - 71,438,973 $74,634,478 $74,634,478 1.14 $73,363,760
FHLMC 30yr Pool#SL1188 5.500% 01-Apr-2055, 5.50%, 04/01/55 FR 31427NKA6 - - 59,459,763 $61,744,776 $61,744,776 0.94 $60,976,004
FHLMC 30yr Pool#QX7566 5.500% 01-Mar-2055, 5.50%, 03/01/55 FR 31426DMQ2 - - 56,285,904 $57,761,700 $57,761,700 0.88 $57,312,210
Fannie Mae REMIC Trust 2025-9 FA 5.55603% 25-MAR-2055, 5.56%, 03/25/55 FNR 2025-9 3136BVDC9 - - 51,283,015 $51,556,510 $51,556,510 0.79 $51,398,216
FNMA 30yr Pool#CB9613 5.500% 01-Dec-2054, 5.50%, 12/01/54 FN 3140QVVF8 - - 48,172,422 $49,618,724 $49,618,724 0.76 $49,065,842
FHLMC 30yr Pool#SL1146 5.000% 01-Mar-2055, 5.00%, 03/01/55 FR 31427NHY8 - - 47,904,272 $48,284,154 $48,284,154 0.74 $47,928,654
FHLMC 30yr Pool#SD7343 5.500% 01-Jan-2055, 5.50%, 01/01/55 FR 3132DVEQ4 - - 45,978,932 $47,998,319 $47,998,319 0.73 $47,158,324
FNMA 30yr Pool#FS9779 5.500% 01-Nov-2054, 5.50%, 11/01/54 FN 3140XR2M6 - - 43,484,588 $45,236,312 $45,236,312 0.69 $44,597,581
FHLMC 30yr Pool#SL0046 6.000% 01-Jan-2055, 6.00%, 01/01/55 FR 31427MBQ3 - - 40,372,386 $43,484,182 $43,484,182 0.66 $41,590,175
FNMA 30yr Pool#FA1951 6.000% 01-Jun-2055, 6.00%, 06/01/55 FN 3140W2EZ0 - - 40,492,659 $42,526,300 $42,526,300 0.65 $41,739,429
FNMA 40yr Pool#BF0646 2.500% 01-Jun-2062, 2.50%, 06/01/62 FN 3140FXWG3 - - 49,569,642 $42,402,714 $42,402,714 0.65 $41,902,628
FNMA 30yr Pool#FS8121 4.000% 01-Jul-2052, 4.00%, 07/01/52 FN 3140XQAX5 - - 43,491,222 $42,398,569 $42,398,569 0.65 $41,711,270
OBX 2025-J3 Trust|5.80757|10/25/2055, 5.81%, 10/25/55 OBX 2025-J3 67449KAU7 - - 41,886,000 $42,019,530 $42,019,530 0.64 $41,884,387
PMT Loan Trust 2025-J3|5.6932|11/27/2056, 5.69%, 11/27/56 PMTLT 2025-J3 69392XBM9 - - 41,972,000 $41,908,794 $41,908,794 0.64 $41,908,794
FNMA 30yr Pool#FS8881 4.500% 01-Sep-2053, 4.50%, 09/01/53 FN 3140XQ2P1 - - 41,096,059 $41,272,767 $41,272,767 0.63 $40,722,977
FHLMC 30yr Pool#ZT2413 4.000% 01-Feb-2041, 4.00%, 02/01/41 FR 3132AEVE3 - - 41,414,902 $41,250,166 $41,250,166 0.63 $40,668,636
New Residential Mortgage LLC 6.545% 25-MAR-2032, 6.54%, 03/25/32 NZES 2025-FHT 64832EAA7 - - 39,877,446 $40,606,227 $40,606,227 0.62 $40,461,228
FNMA 30yr Pool#FA1557 6.000% 01-May-2055, 6.00%, 05/01/55 FN 3140W1WT6 - - 38,101,379 $40,238,245 $40,238,245 0.61 $39,250,666
FHLMC 30yr Pool#SD6787 4.000% 01-May-2053, 4.00%, 05/01/53 FR 3132DURG4 - - 41,135,319 $39,991,077 $39,991,077 0.61 $39,439,088
FHLMC 30yr Pool#SL0938 4.000% 01-Jul-2050, 4.00%, 07/01/50 FR 31427NBG3 - - 38,992,160 $38,710,825 $38,710,825 0.59 $38,203,799
FHLMC 30yr Pool#SI2101 4.000% 01-Sep-2048, 4.00%, 09/01/48 FR 3133USKN0 - - 39,548,180 $38,662,048 $38,662,048 0.59 $38,171,141
FNMA 40yr Pool#BF0598 2.500% 01-Mar-2062, 2.50%, 03/01/62 FN 3140FXUY6 - - 44,358,435 $37,896,061 $37,896,061 0.58 $37,500,876
FNMA 30yr Pool#FA0576 5.500% 01-Jan-2055, 5.50%, 01/01/55 FN 3140W0UA1 - - 36,146,850 $37,744,765 $37,744,765 0.58 $37,094,646
FHLMC 30yr Pool#SL1632 4.000% 01-Nov-2053, 4.00%, 11/01/53 FR 31427NY60 - - 38,169,170 $37,278,860 $37,278,860 0.57 $36,641,897
FNMA 30yr Pool#FA2190 4.000% 01-Apr-2053, 4.00%, 04/01/53 FN 3140W2NG2 - - 38,248,585 $37,112,508 $37,112,508 0.57 $36,677,293
FNMA 30yr Pool#CB8694 6.000% 01-Jun-2054, 6.00%, 06/01/54 FN 3140QUUU8 - - 34,001,105 $36,373,226 $36,373,226 0.56 $35,542,847
Fannie Mae Pool|6|05/01/2055, 6.00%, 05/01/55 FN 3140W3NX3 - - 34,141,479 $35,131,905 $35,131,905 0.54 $35,052,242
FHLMC 30yr Pool#SL2558 6.000% 01-Aug-2055, 6.00%, 08/01/55 FR 31427PZY3 - - 33,158,788 $34,242,981 $34,242,981 0.52 $34,165,611
FNMA 30yr Pool#FA0635 5.000% 01-Jan-2055, 5.00%, 01/01/55 FN 3140W0V51 - - 32,692,822 $33,516,825 $33,516,825 0.51 $32,709,462
FNMA 30yr Pool#FA2446 4.500% 01-Jul-2053, 4.50%, 07/01/53 FN 3140W2WG2 - - 33,655,142 $33,452,957 $33,452,957 0.51 $33,190,896
FNMA 30yr Pool#FA0603 4.500% 01-Sep-2051, 4.50%, 09/01/51 FN 3140W0U52 - - 32,929,440 $33,137,537 $33,137,537 0.51 $32,704,639
JP MORGAN MORTGAGE TRUST 2 5.777% 55, 5.50%, 11/25/55 JPMMT 2025-5MPR 46593VAD9 - - 32,539,643 $33,038,964 $33,038,964 0.50 $32,820,225
FNMA 40yr Pool#BF0698 3.500% 01-Dec-2062, 3.50%, 12/01/62 FN 3140FXX49 - - 34,514,856 $32,521,266 $32,521,266 0.50 $31,608,274
FNMA 30yr Pool#BW7371 5.500% 01-Feb-2053, 5.50%, 02/01/53 FN 3140N0FM2 - - 29,802,366 $31,346,409 $31,346,409 0.48 $30,662,691
FNMA 30yr Pool#FS9788 5.500% 01-Nov-2054, 5.50%, 11/01/54 FN 3140XR2W4 - - 29,311,119 $31,004,249 $31,004,249 0.47 $29,849,390
FNMA 30yr Pool#FS3883 4.500% 01-Feb-2053, 4.50%, 02/01/53 FN 3140XKJ50 - - 30,320,809 $30,404,617 $30,404,617 0.46 $29,927,630
FNMA 30yr Pool#FS8335 4.500% 01-Jan-2051, 4.50%, 01/01/51 FN 3140XQHM2 - - 29,969,164 $30,231,832 $30,231,832 0.46 $29,764,573
FHLMC 30yr Pool#SL1291 4.000% 01-Nov-2054, 4.00%, 11/01/54 FR 31427NNH8 - - 30,855,269 $30,126,247 $30,126,247 0.46 $29,620,649
FNMA 30yr Pool#FA1798 4.000% 01-Aug-2052, 4.00%, 08/01/52 FN 3140W17L1 - - 29,996,922 $29,189,335 $29,189,335 0.45 $28,810,532
FHLMC 30yr Pool#SL0367 4.500% 01-Dec-2054, 4.50%, 12/01/54 FR 31427MMR9 - - 28,719,435 $28,759,510 $28,759,510 0.44 $28,212,291
FNMA 30yr Pool#FS8681 4.500% 01-Oct-2050, 4.50%, 10/01/50 FN 3140XQUF2 - - 28,245,414 $28,390,517 $28,390,517 0.43 $28,052,590
NRM MSR-Collateralized Notes, Series 2024-FNT1 A 7.398% 25-NOV-2029, 7.40%, 11/25/31 NZES 2024-FNT1 62956YAA7 - - 27,934,712 $28,333,438 $28,333,438 0.43 $28,218,626
FHLMC 30yr Pool#SD3271 5.500% 01-Jun-2053, 5.50%, 06/01/53 FR 3132DQT48 - - 25,385,896 $26,811,818 $26,811,818 0.41 $26,098,187
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-HQA3 M2 6.45603% 25-SEP-2041, 6.46%, 09/25/41 STACR 2021-HQA3 35564KJP5 - - 26,457,865 $26,754,240 $26,754,240 0.41 $26,659,344
METRONET INFRASTRUCTURE ISSU 5.4% 55, 5.40%, 08/20/55 MNET 2025-2A 59170JAX6 - - 24,600,000 $25,164,673 $25,164,673 0.38 $25,072,423
FNMA 30yr Pool#FS6257 4.000% 01-Jun-2053, 4.00%, 06/01/53 FN 3140XM5T9 - - 25,758,475 $24,960,934 $24,960,934 0.38 $24,604,154
FNMA 30yr Pool#FS9239 4.500% 01-Jan-2051, 4.50%, 01/01/51 FN 3140XRHR9 - - 24,501,524 $24,681,980 $24,681,980 0.38 $24,334,258
FNMA 30yr Pool#FS9771 4.000% 01-Oct-2052, 4.00%, 10/01/52 FN 3140XR2D6 - - 24,701,518 $24,001,304 $24,001,304 0.37 $23,676,101
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2025-HQA1 M2 6.00603% 25-FEB-2045, 6.01%, 02/25/45 STACR 2025-HQA1 35564NHA4 - - 23,060,148 $23,185,760 $23,185,760 0.35 $23,108,816
FNMA 30yr Pool#FM7840 4.000% 01-Apr-2050, 4.00%, 04/01/50 FN 3140XBWA4 - - 23,467,092 $22,932,011 $22,932,011 0.35 $22,611,124
FHLMC 30yr Pool#SD5061 5.500% 01-Mar-2054, 5.50%, 03/01/54 FR 3132DSTS1 - - 21,741,409 $22,772,843 $22,772,843 0.35 $22,338,722
FNMA 30yr Pool#FS4781 4.000% 01-Oct-2051, 4.00%, 10/01/51 FN 3140XLJ33 - - 23,019,708 $22,519,882 $22,519,882 0.34 $22,180,059
PRET 2025-RPL3 Trust A1 4.15% 25-APR-2065, 4.15%, 04/25/65 PRET 2025-RPL3 69382RAA1 - - 23,087,556 $22,517,488 $22,517,488 0.34 $22,400,383
FHLMC 30yr Pool#SD6989 5.500% 01-Nov-2054, 5.50%, 11/01/54 FR 3132DUXS1 - - 21,495,890 $22,474,486 $22,474,486 0.34 $21,890,642
FNMA 30yr Pool#CC0679 4.500% 01-Jul-2055, 4.50%, 07/01/55 FN 3140Y6XH8 - - 22,476,845 $22,464,673 $22,464,673 0.34 $22,080,357
FNMA 30yr Pool#FS7225 4.000% 01-Aug-2051, 4.00%, 08/01/51 FN 3140XPA33 - - 22,661,534 $22,146,824 $22,146,824 0.34 $21,872,476
FNMA 40yr Pool#BF0807 3.500% 01-Apr-2064, 3.50%, 04/01/64 FN 3140FX3R1 - - 22,631,261 $21,547,548 $21,547,548 0.33 $20,700,804
FNMA 30yr Pool#FS9880 4.500% 01-Sep-2054, 4.50%, 09/01/54 FN 3140XR6S9 - - 21,544,311 $21,316,944 $21,316,944 0.33 $21,163,870
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-DNA6 B2 11.85603% 25-OCT-2041, 11.86%, 10/25/41 STACR 2021-DNA6 35564KLV9 - - 19,937,000 $21,273,783 $21,273,783 0.33 $20,946,331
FNMA 30yr Pool#CB7112 5.500% 01-Sep-2053, 5.50%, 09/01/53 FN 3140QS3W9 - - 20,439,887 $21,242,451 $21,242,451 0.32 $20,998,450
FNMA 40yr Pool#BF0226 3.500% 01-Jan-2058, 3.50%, 01/01/58 FN 3140FXHC9 - - 22,355,088 $21,195,661 $21,195,661 0.32 $20,859,304
RCKT MOR 2025-CES9 FLT 2055 A1B, 5.00%, 09/25/55 RCKT 2025-CES9 74942JAB0 - - 20,960,000 $21,055,438 $21,055,438 0.32 $20,927,426
FNMA 40yr Pool#BF0713 4.000% 01-Mar-2063, 4.00%, 03/01/63 FN 3140FXYK2 - - 22,013,552 $20,983,241 $20,983,241 0.32 $20,854,889
FNMA 30yr Pool#FS6382 4.000% 01-Aug-2051, 4.00%, 08/01/51 FN 3140XNCU6 - - 21,430,214 $20,938,144 $20,938,144 0.32 $20,684,029
FHLMC 30yr Pool#QJ9063 5.000% 01-Nov-2054, 5.00%, 11/01/54 FR 3133D1B81 - - 20,297,518 $20,925,020 $20,925,020 0.32 $20,360,492
Finance of America Structured Securities Trust, 2025-S1 A1 3.5% 25-FEB-2075, 3.50%, 02/25/75 FASST 2025-S1 31741BAB0 - - 21,261,783 $20,657,429 $20,657,429 0.32 $20,616,086
FNMA 30yr Pool#FA0654 4.500% 01-Dec-2054, 4.50%, 12/01/54 FN 3140W0WQ4 - - 20,487,687 $20,264,548 $20,264,548 0.31 $20,125,904
FINANCE OF AMERICA STRUC 3.28125% 74, 3.50%, 04/25/74 FASST 2024-S3 31739WAB8 - - 20,507,800 $20,012,784 $20,012,784 0.31 $19,972,908
FHLMC 30yr Pool#SL0850 4.000% 01-Jul-2049, 4.00%, 07/01/49 FR 31427M5L1 - - 19,941,259 $19,956,781 $19,956,781 0.31 $19,610,889
FNMA 30yr Pool#FS5028 4.000% 01-Oct-2051, 4.00%, 10/01/51 FN 3140XLSS8 - - 20,188,595 $19,652,447 $19,652,447 0.30 $19,452,212
FNMA 30yr Pool#FS9476 4.000% 01-Jun-2053, 4.00%, 06/01/53 FN 3140XRQ65 - - 19,710,979 $19,014,803 $19,014,803 0.29 $18,821,583
FNMA 30yr Pool#FS2863 4.000% 01-Sep-2052, 4.00%, 09/01/52 FN 3140XJFD0 - - 19,121,002 $18,860,067 $18,860,067 0.29 $18,358,859
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA2 M2 8.10603% 25-FEB-2042, 8.11%, 02/25/42 STACR 2022-DNA2 35564KRN1 - - 18,101,929 $18,817,856 $18,817,856 0.29 $18,736,336
FNMA 30yr Pool#FS8709 4.500% 01-Jan-2051, 4.50%, 01/01/51 FN 3140XQVB0 - - 18,413,007 $18,720,865 $18,720,865 0.29 $18,287,306
FNMA 30yr Pool#FA1549 5.500% 01-May-2055, 5.50%, 05/01/55 FN 3140W1WK5 - - 17,783,796 $18,408,778 $18,408,778 0.28 $18,254,620
FHLMC 30yr Pool#QY8779 6.000% 01-Jul-2055, 6.00%, 07/01/55 FR 31426TXH5 - - 17,629,945 $18,206,392 $18,206,392 0.28 $18,165,256
FNMA 30yr Pool#FS9116 6.000% 01-Sep-2054, 6.00%, 09/01/54 FN 3140XRDW2 - - 16,745,520 $18,204,516 $18,204,516 0.28 $17,250,630
FNMA 30yr Pool#CB4128 4.500% 01-Jul-2052, 4.50%, 07/01/52 FN 3140QPSS7 - - 17,876,269 $18,000,816 $18,000,816 0.28 $17,658,245
FNMA 30yr Pool#DA1525 6.000% 01-Oct-2053, 6.00%, 10/01/53 FN 3140A1VT1 - - 16,718,319 $17,872,522 $17,872,522 0.27 $17,224,583
FNMA 30yr Pool#CB8221 5.500% 01-Mar-2054, 5.50%, 03/01/54 FN 3140QUD37 - - 16,980,692 $17,645,893 $17,645,893 0.27 $17,274,395
FHLMC 30yr Pool#QH3192 6.000% 01-Oct-2053, 6.00%, 10/01/53 FR 3133CFRM3 - - 16,784,707 $17,511,124 $17,511,124 0.27 $17,369,095
Homeward Opportunities Fund Trust 2024-RTL1 A1 7.12% 25-JUL-2029, 7.12%, 07/25/29 HOF 43789FAA1 - - 17,261,000 $17,381,695 $17,381,695 0.27 $17,313,418
FNMA 30yr Pool#FM4738 4.000% 01-Sep-2050, 4.00%, 09/01/50 FN 3140X8HQ3 - - 17,766,064 $17,197,840 $17,197,840 0.26 $17,073,451
FNMA 40yr Pool#BF0806 3.500% 01-Apr-2064, 3.50%, 04/01/64 FN 3140FX3Q3 - - 18,300,410 $17,002,887 $17,002,887 0.26 $16,779,080
FNMA 40yr Pool#BF0801 2.500% 01-Apr-2064, 2.50%, 04/01/64 FN 3140FX3K6 - - 19,477,065 $16,707,667 $16,707,667 0.26 $16,435,334
FHLMC 30yr Pool#SD5963 6.000% 01-Jul-2054, 6.00%, 07/01/54 FR 3132DTTU4 - - 15,447,632 $16,367,889 $16,367,889 0.25 $15,913,593
PRPM 2025-RCF3 LLC 5.25% 55, 5.25%, 07/25/55 PRPM 2025-RCF3 69392PAA3 - - 16,122,279 $16,364,276 $16,364,276 0.25 $16,260,825
Huntington Bank Auto Credit-Linked Notes, Series 2024-2 B1 5.442% 20-OCT-2032, 5.44%, 10/20/32 HACLN 2024-2 44644NAG4 - - 15,872,348 $16,094,668 $16,094,668 0.25 $16,034,683
FHLMC 30yr Pool#SL0644 4.500% 01-Mar-2053, 4.50%, 03/01/53 FR 31427MWE7 - - 16,054,355 $16,068,558 $16,068,558 0.25 $15,849,268
Vontive Mortgage Trust 2025-RTL1 A1 6.507% 25-MAR-2030, 6.51%, 03/25/30 VNTV 2025-RTL1 928884AA3 - - 15,444,000 $15,792,999 $15,792,999 0.24 $15,737,169
Saluda Grade Alternative Mortgage Trust 2025-LOC5|5.92649|10/25/2055, 5.93%, 10/25/55 GRADE 2025-LOC5 79581XAC2 - - 15,693,000 $15,711,084 $15,711,084 0.24 $15,693,000
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 $15,480,522 $15,480,522 0.24 $15,342,170
FNMA 30yr Pool#FA0122 4.500% 01-Dec-2054, 4.50%, 12/01/54 FN 3140W0D44 - - 15,082,930 $15,386,178 $15,386,178 0.24 $14,816,587
PRET 2025-RPL1 Trust A1 4.0% 25-JUL-2069, 4.00%, 07/25/69 PRET 2025-RPL1 69392FAA5 - - 15,622,980 $15,361,102 $15,361,102 0.23 $15,284,723
RCKT Mortgage Trust 2025-CES7 A1A 5.377% 25-JUL-2055, 5.38%, 07/25/55 RCKT 2025-CES7 74943AAA0 - - 15,047,151 $15,292,575 $15,292,575 0.23 $15,193,686
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2025-HQA1 M1 5.50603% 25-FEB-2045, 5.51%, 02/25/45 STACR 2025-HQA1 35564NGZ0 - - 15,194,639 $15,252,890 $15,252,890 0.23 $15,206,411
PRPM 2025-5 0%30, 5.73%, 07/25/30 PRPM 2025-5 69392RAA9 - - 15,089,075 $15,187,156 $15,187,156 0.23 $15,081,500
Connecticut Avenue Securities, Series 2021-R03 1M2 6.00603% 25-DEC-2041, 6.01%, 12/25/41 CAS 2021-R03 20754AAB9 - - 14,835,000 $14,966,869 $14,966,869 0.23 $14,917,370
Vista Point Securitization Trust 2025-CES2 A1 5.601% 25-AUG-2055, 5.60%, 08/25/55 VSTA 2025-CES2 92842UAA0 - - 14,787,901 $14,945,324 $14,945,324 0.23 $14,844,091
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-DNA7 M2 6.15603% 25-NOV-2041, 6.16%, 11/25/41 STACR 2021-DNA7 35564KMH9 - - 14,550,000 $14,720,595 $14,720,595 0.22 $14,670,834
Galaxy XXVI CLO Ltd., 8.25%, 07/31/26 GLXYT 2025-1 362922AA4 - - 14,175,908 $14,489,399 $14,489,399 0.22 $14,251,693
FHLMC 30yr Pool#SD6558 6.000% 01-Sep-2054, 6.00%, 09/01/54 FR 3132DUJB4 - - 13,460,686 $14,329,237 $14,329,237 0.22 $13,866,713
FNMA 30yr Pool#FS8717 6.000% 01-Jul-2054, 6.00%, 07/01/54 FN 3140XQVK0 - - 13,341,540 $14,214,922 $14,214,922 0.22 $13,743,973
FINANCE OF AMER STR TR 2024-S2 A1, 3.50%, 04/25/74 FASST 2024-S2 31739VAA2 - - 14,500,741 $14,205,848 $14,205,848 0.22 $14,177,652
GS Mortgage-Backed Securities Trust 2025-RPL3 A1 4.1% 25-JUL-2065, 4.10%, 07/25/65 GSMBS 2025-RPL3 362963AA8 - - 14,419,750 $14,194,385 $14,194,385 0.22 $14,121,715
Chase Mortgage Reference Notes, Series 2020-CL1 M1 6.52239% 25-OCT-2057, 6.52%, 10/25/57 CHASE 2020-CL1 46591HAG5 - - 13,667,047 $14,100,322 $14,100,322 0.22 $14,050,799
BMP Commercial Mortgage Trust 2024-MF23 A 5.5221% 15-JUN-2041, 5.52%, 06/15/41 BMP 2024-MF23 05593JAA8 - - 14,000,000 $14,065,837 $14,065,837 0.21 $14,001,412
FHLMC 30yr Pool#SD1143 4.500% 01-Sep-2050, 4.50%, 09/01/50 FR 3132DNHU0 - - 13,838,748 $13,975,898 $13,975,898 0.21 $13,744,275
CONNECTICUT AVENUE SECUR 5.55001% 45, 5.56%, 07/25/45 CAS 2025-R05 20753CAB6 - - 13,907,983 $13,975,759 $13,975,759 0.21 $13,932,830
FNMA 30yr Pool#FM5350 4.500% 01-Sep-2050, 4.50%, 09/01/50 FN 3140X85L7 - - 13,594,901 $13,572,182 $13,572,182 0.21 $13,471,482
FNMA 30yr Pool#FA0470 6.000% 01-Jan-2055, 6.00%, 01/01/55 FN 3140W0QY4 - - 12,462,371 $13,403,426 $13,403,426 0.20 $12,838,285
Foundation Finance Trust 2025-2 B 4.94% 15-APR-2052, 4.94%, 04/15/52 FFIN 2025-2A 35042NAB1 - - 13,050,000 $13,270,749 $13,270,749 0.20 $13,217,026
FNMA 30yr Pool#DE1157 6.000% 01-Jun-2055, 6.00%, 06/01/55 FN 3140BDJB7 - - 12,674,878 $13,174,537 $13,174,537 0.20 $13,059,909
FNMA 40yr Pool#BF0731 2.500% 01-Jun-2063, 2.50%, 06/01/63 FN 3140FXY55 - - 15,178,421 $13,088,463 $13,088,463 0.20 $12,822,537
TOWD POINT MORTGAGE TRUST 2025 0% 65, 4.97%, 09/25/65 TPMT 2025-FIX1 89183MAA1 - - 13,000,000 $13,084,392 $13,084,392 0.20 $13,005,456
FNMA 30yr Pool#DE6043 6.000% 01-Aug-2055, 6.00%, 08/01/55 FN 3140BJWD5 - - 12,488,162 $12,978,306 $12,978,306 0.20 $12,867,521
FHLMC 30yr Pool#SD5994 4.500% 01-Sep-2050, 4.50%, 09/01/50 FR 3132DTUT5 - - 12,877,313 $12,968,196 $12,968,196 0.20 $12,789,403
FIGRE TRUST 2025-HE4 FLTG 2055 C, 5.71%, 07/25/55 FIGRE 2025-HE4 31684PAC6 - - 12,646,802 $12,781,471 $12,781,471 0.20 $12,693,226
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 $12,626,853 $12,626,853 0.19 $12,512,771
Homeward Opportunities Fund Trust 2025-RRTL1 A1 5.476% 25-MAR-2040, 5.48%, 03/25/40 HOF 2025-RRTL1 437919AA1 - - 12,500,000 $12,601,534 $12,601,534 0.19 $12,563,506
Connecticut Avenue Securities Trust 2025-R06|5.30603|09/25/2045, 5.31%, 09/25/45 CAS 2025-R06 20754YAB7 - - 12,559,000 $12,565,012 $12,565,012 0.19 $12,565,012
FHLMC 30yr Pool#SL0509 4.500% 01-Jan-2055, 4.50%, 01/01/55 FR 31427MR78 - - 12,655,551 $12,562,875 $12,562,875 0.19 $12,432,072
FNMA 30yr Pool#FS7541 4.000% 01-Jun-2052, 4.00%, 06/01/52 FN 3140XPLX5 - - 12,729,651 $12,388,719 $12,388,719 0.19 $12,265,335
FHLMC 30yr Pool#QG6755 5.500% 01-Jun-2053, 5.50%, 06/01/53 FR 3133C7QG5 - - 11,759,760 $12,257,234 $12,257,234 0.19 $12,097,140
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 $12,256,660 $12,256,660 0.19 $12,207,571
FHLMC 30yr Pool#SD1436 4.500% 01-Aug-2052, 4.50%, 08/01/52 FR 3132DNSZ7 - - 11,959,144 $12,231,618 $12,231,618 0.19 $11,798,496
RCKT Mortgage Trust 2024-CES7 A1A 5.158% 25-OCT-2044, 5.16%, 10/25/44 RCKT 2024-CES7 749414AA6 - - 12,090,294 $12,190,947 $12,190,947 0.19 $12,114,728
TOWD POINT MORTGAGE TRUST 6.125% 65, 5.67%, 08/25/65 TPMT 2025-CES3 891949AC3 - - 11,840,000 $11,984,604 $11,984,604 0.18 $11,902,597
PRET 2025-NPL4 A1 6.3677% 25-MAY-2055, 6.37%, 04/25/55 PRET 2025-NPL4 74136UAA3 - - 11,820,555 $11,920,421 $11,920,421 0.18 $11,878,605
Structured Agency Credit Risk (STACR) Debt Notes, Series 2024-HQA2 M2 6.15603% 25-AUG-2044, 6.16%, 08/25/44 STACR 2024-HQA2 35564NEC3 - - 11,799,604 $11,915,502 $11,915,502 0.18 $11,875,147
FIGRE Trust 2025-HE3 A 5.56% 25-MAY-2055, 5.56%, 05/25/55 FIGRE 2025-HE3 31684LAA9 - - 11,637,570 $11,860,320 $11,860,320 0.18 $11,781,236
FNMA 40yr Pool#BF0783 3.500% 01-Dec-2063, 3.50%, 12/01/63 FN 3140FX2R2 - - 12,760,232 $11,746,879 $11,746,879 0.18 $11,677,711
FNMA 30yr Pool#FS6236 6.500% 01-Nov-2053, 6.50%, 11/01/53 FN 3140XM4W3 - - 11,041,221 $11,608,521 $11,608,521 0.18 $11,501,843
FNMA 30yr Pool#FS5818 4.500% 01-Oct-2050, 4.50%, 10/01/50 FN 3140XMPC4 - - 11,306,819 $11,505,011 $11,505,011 0.18 $11,204,173
FHLMC 30yr Pool#QH3306 6.000% 01-Oct-2053, 6.00%, 10/01/53 FR 3133CFU72 - - 10,989,689 $11,467,395 $11,467,395 0.18 $11,372,314
FHLMC 30yr Pool#SD5224 6.000% 01-Mar-2054, 6.00%, 03/01/54 FR 3132DSYV8 - - 10,583,887 $11,381,813 $11,381,813 0.17 $10,903,051
FNMA 30yr Pool#BY4134 5.500% 01-Jul-2053, 5.50%, 07/01/53 FN 3140NLSY6 - - 11,073,713 $11,358,871 $11,358,871 0.17 $11,268,842
FNMA 30yr Pool#FS5362 4.500% 01-Dec-2050, 4.50%, 12/01/50 FN 3140XL5Y0 - - 11,152,750 $11,264,797 $11,264,797 0.17 $11,051,502
FNMA 30yr Pool#FS7117 6.500% 01-Feb-2054, 6.50%, 02/01/54 FN 3140XN4B7 - - 10,449,535 $11,224,559 $11,224,559 0.17 $10,885,472
GS Mortgage Backed Securities Trust 2025 CES2|5.18|09/25/2055, 5.18%, 09/25/55 GSMBS 2025-CES2 36273BAA7 - - 11,062,000 $11,164,131 $11,164,131 0.17 $11,094,096
FNMA 30yr Pool#FS7613 4.500% 01-May-2052, 4.50%, 05/01/52 FN 3140XPN70 - - 11,054,511 $11,129,761 $11,129,761 0.17 $10,979,045
RCKT MORT 2025-CES9 FLT 2055 A1A, 4.79%, 09/25/55 RCKT 2025-CES9 74942JAA2 - - 10,945,000 $10,992,144 $10,992,144 0.17 $10,928,000
Huntington Bank Auto Credit-Linked Notes, Series 2024-1 B1 6.153% 20-MAY-2032, 6.15%, 05/20/32 HACLN 2024-1 44644NAA7 - - 10,677,299 $10,875,477 $10,875,477 0.17 $10,829,854
FNMA 30yr Pool#BX0421 5.500% 01-Nov-2052, 5.50%, 11/01/52 FN 3140N4PF8 - - 10,148,656 $10,727,297 $10,727,297 0.16 $10,374,473
FHLMC 30yr Pool#RA7104 4.500% 01-Feb-2051, 4.50%, 02/01/51 FR 3133KN3M3 - - 10,667,065 $10,657,569 $10,657,569 0.16 $10,556,885
FHLMC 30yr Pool#SL0869 4.500% 01-May-2053, 4.50%, 05/01/53 FR 31427M6F3 - - 10,378,126 $10,517,260 $10,517,260 0.16 $10,219,312
FHLMC STACR REMIC TR 2025-DNA3 M1, 5.47%, 09/25/45 STACR 2025-DNA3 35564UAR8 - - 10,437,000 $10,492,991 $10,492,991 0.16 $10,446,998
FNMA 30yr Pool#FS6662 4.000% 01-Oct-2051, 4.00%, 10/01/51 FN 3140XNML5 - - 10,695,041 $10,431,829 $10,431,829 0.16 $10,304,937
FHLMC 30yr Pool#QH1500 6.000% 01-Sep-2053, 6.00%, 09/01/53 FR 3133CDUZ5 - - 8,531,379 $10,335,628 $10,335,628 0.16 $8,789,726
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-HQA4 M2 6.70603% 25-DEC-2041, 6.71%, 12/25/41 STACR 2021-HQA4 35564KNS4 - - 10,089,878 $10,257,039 $10,257,039 0.16 $10,219,449
Connecticut Avenue Securities Trust 2022-R01 1B2 10.35603% 25-DEC-2041, 10.36%, 12/25/41 CAS 2022-R01 20754LAJ8 - - 9,700,000 $10,167,929 $10,167,929 0.16 $10,112,121
LHOME Mortgage Trust 2024-RTL3 A1 6.9% 25-MAY-2029, 6.90%, 05/25/29 LHOME 2024-RTL3 50205GAA0 - - 9,960,000 $10,107,461 $10,107,461 0.15 $10,069,281
FIGRE TRUST 2025-HE4 5.408% 55, 5.41%, 07/25/55 FIGRE 2025-HE4 31684PAA0 - - 9,941,192 $10,094,416 $10,094,416 0.15 $10,028,707
A&D Mortgage Trust 2025-NQM2 A1 5.79% 25-JUN-2070, 5.79%, 06/25/70 ADMT 2025-NQM2 00250EAC0 - - 9,753,770 $9,920,691 $9,920,691 0.15 $9,851,666
FIGRE TRUST 2025 HE4 FLTG 2055 B, 5.61%, 07/25/55 FIGRE 2025-HE4 31684PAB8 - - 9,791,301 $9,913,083 $9,913,083 0.15 $9,845,971
FNMA 30yr Pool#FS2144 3.500% 01-Jun-2052, 3.50%, 06/01/52 FN 3140XHL21 - - 10,415,939 $9,902,920 $9,902,920 0.15 $9,767,988
FHLMC 30yr Pool#QH4373 6.000% 01-Nov-2053, 6.00%, 11/01/53 FR 3133CG2E6 - - 9,419,992 $9,828,391 $9,828,391 0.15 $9,747,966
FHLMC 30yr Pool#RJ1754 4.500% 01-Jun-2054, 4.50%, 06/01/54 FR 3142GR5Q9 - - 9,835,893 $9,731,160 $9,731,160 0.15 $9,662,205
RCKT Mortgage Trust 2024-CES9 A1B 5.683% 25-DEC-2044, 5.68%, 12/25/44 RCKT 2024-CES9 749426AB8 - - 9,508,191 $9,665,043 $9,665,043 0.15 $9,599,000
FNMA 30yr Pool#DA0026 6.000% 01-Sep-2053, 6.00%, 09/01/53 FN 3140A0A41 - - 9,196,783 $9,553,304 $9,553,304 0.15 $9,475,279
Saluda Grade Alternative Mortgage Trust 2023-RTL3 A1 8.0% 25-APR-2029, 8.00%, 04/25/29 GRADE 2023-RTL3 79583YAA2 - - 9,389,787 $9,431,894 $9,431,894 0.14 $9,340,083
RCKT Mortgage Trust 2025-CES7 A1B 5.478% 25-JUL-2055, 5.48%, 07/25/55 RCKT 2025-CES7 74943AAB8 - - 9,284,564 $9,424,631 $9,424,631 0.14 $9,362,467
LHOME Mortgage Trust 2024-RTL5 A2 5.751% 25-SEP-2039, 5.75%, 09/25/39 LHOME 2024-RTL5 50205WAB3 - - 9,325,000 $9,407,916 $9,407,916 0.14 $9,378,123
FNMA 30yr Pool#FA1287 4.500% 01-Jul-2053, 4.50%, 07/01/53 FN 3140W1ND1 - - 9,429,605 $9,371,445 $9,371,445 0.14 $9,297,704
Brean Asset Backed Securities Trust 2024-RM8 A1 4.5% 25-MAY-2064, 4.50%, 05/25/64 BABS 2024-RM8 10637YAA3 - - 9,486,193 $9,355,947 $9,355,947 0.14 $9,332,231
RCKT MORTGAGE TR 2025-CES8 A1A, 5.15%, 08/25/55 RCKT 2025-CES8 74939WAA8 - - 9,242,949 $9,340,315 $9,340,315 0.14 $9,282,161
Rithm Capital Corp. 8.0% 01-APR-2029, 8.00%, 04/01/29 RITM 64828TAB8 - - 9,213,000 $9,322,912 $9,322,912 0.14 $9,294,249
CONNECTICUT AVENUE SECUR 5.95001% 45, 5.96%, 07/25/45 CAS 2025-R05 20753CAC4 - - 9,254,000 $9,298,749 $9,298,749 0.14 $9,268,128
FHLMC 30yr Pool#SD7417 5.500% 01-Jan-2055, 5.50%, 01/01/55 FR 3132DVG25 - - 8,781,392 $9,144,090 $9,144,090 0.14 $9,017,330
RCKT Mortgage Trust 2025-CES6 A1A 5.472% 25-JUN-2055, 5.47%, 06/25/55 RCKT 2025-CES6 748949AA2 - - 8,978,236 $9,136,345 $9,136,345 0.14 $9,076,298
FHLMC 30yr Pool#QY9874 6.000% 01-Aug-2055, 6.00%, 08/01/55 FR 31426U6L3 - - 8,676,774 $9,028,114 $9,028,114 0.14 $8,940,353
Alterna Funding III A 6.26% 15-MAY-2039, 6.26%, 05/16/39 TAX 2024-1A 02157JAA3 - - 8,820,371 $8,884,581 $8,884,581 0.14 $8,838,568
FNMA 30yr Pool#FA0787 4.500% 01-Jan-2055, 4.50%, 01/01/55 FN 3140W02V6 - - 8,936,812 $8,839,317 $8,839,317 0.14 $8,779,001
Fannie Mae REMIC Trust 2022-65 FB 5.15603% 25-SEP-2052, 5.16%, 09/25/52 FNR 2022-65 3136BPCQ2 - - 8,561,564 $8,507,899 $8,507,899 0.13 $8,483,375
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 $8,426,122 $8,426,122 0.13 $8,347,811
PRPM 2025-RPL4 A1, 3.00%, 05/25/55 PRPM 2025-RPL4 74448NAA2 - - 8,782,256 $8,309,668 $8,309,668 0.13 $8,277,466
FHLMC 30yr Pool#QX9929 6.000% 01-Apr-2055, 6.00%, 04/01/55 FR 31426HA78 - - 8,038,482 $8,301,317 $8,301,317 0.13 $8,282,560
FHLMC 30yr Pool#QX0520 5.500% 01-Dec-2054, 5.50%, 12/01/54 FR 31425USJ5 - - 7,844,995 $8,050,952 $8,050,952 0.12 $7,988,427
COOPR Residential Mortgage Trust 2025-CES3 A1A 4.84% 25-SEP-2060, 4.84%, 09/25/60 COOPR 2025-CES3 216926AA3 - - 7,961,457 $7,989,467 $7,989,467 0.12 $7,942,370
ACHM Trust 2024-HE1 A 6.55% 25-MAY-2039, 6.55%, 05/25/39 ACHM 2024-HE1 00449TAA3 - - 7,812,593 $7,956,725 $7,956,725 0.12 $7,928,296
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 $7,947,928 $7,947,928 0.12 $7,915,072
RCKT Mortgage Trust 2024-CES1 A1B 6.325% 25-FEB-2044, 6.33%, 02/25/44 RCKT 2024-CES1 749424AB3 - - 7,743,323 $7,879,746 $7,879,746 0.12 $7,819,886
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 $7,833,452 $7,833,452 0.12 $7,794,379
RCKT MORTGAGE TRUST 2025 5.24863% 55, 5.25%, 08/25/55 RCKT 2025-CES8 74939WAB6 - - 7,606,052 $7,669,689 $7,669,689 0.12 $7,620,896
Connecticut Avenue Securities Trust 2025-R01 1M2 5.85603% 25-JAN-2045, 5.86%, 01/25/45 CAS 2025-R01 20755JAC7 - - 7,526,000 $7,553,431 $7,553,431 0.12 $7,528,947
Structured Agency Credit Risk (STACR) Debt Notes, Series 2024-HQA1 M1 5.60603% 25-MAR-2044, 5.61%, 03/25/44 STACR 2024-HQA1 M1 35564NBX0 - - 7,501,492 $7,531,028 $7,531,028 0.12 $7,507,665
Mello Mortgage Capital Acceptance 2024-SD1 A1 4.0% 25-APR-2054, 4.00%, 04/25/54 MELLO 58550DAA1 - - 7,519,340 $7,423,676 $7,423,676 0.11 $7,406,967
PRPM 2025-RCF3, LLC, 5.77%, 08/25/28 PRPM 2025-6 69395KAA1 - - 7,345,421 $7,400,718 $7,400,718 0.11 $7,348,880
FNMA 30yr Pool#FS4356 6.000% 01-May-2053, 6.00%, 05/01/53 FN 3140XKZW3 - - 6,904,952 $7,349,150 $7,349,150 0.11 $7,113,175
FNMA 30yr Pool#FS7397 6.000% 01-Mar-2054, 6.00%, 03/01/54 FN 3140XPGF0 - - 6,897,237 $7,319,776 $7,319,776 0.11 $7,105,284
FNMA 30yr Pool#DB4017 6.000% 01-May-2054, 6.00%, 05/01/54 FN 3140ADPB1 - - 6,623,146 $7,197,251 $7,197,251 0.11 $6,822,926
FHLMC 30yr Pool#SD5223 6.000% 01-Apr-2054, 6.00%, 04/01/54 FR 3132DSYU0 - - 6,667,600 $7,143,266 $7,143,266 0.11 $6,868,721
FHLMC 30yr Pool#QG3912 5.500% 01-Jun-2053, 5.50%, 06/01/53 FR 3133C4KZ6 - - 6,866,868 $7,075,689 $7,075,689 0.11 $7,021,284
FNMA 30yr Pool#DD5556 6.000% 01-Mar-2055, 6.00%, 03/01/55 FN DD5556 MTGE 3140B6E68 - - 6,625,630 $6,991,495 $6,991,495 0.11 $6,826,900
Brean Asset Backed Securities Trust 2024-RM9 A1 5.0% 25-SEP-2064, 5.00%, 09/25/64 BABS 2024-RM9 10638DAA8 - - 6,930,426 $6,926,893 $6,926,893 0.11 $6,907,642
LHOME Mortgage Trust 2024-RTL4 A2 6.092% 25-JUL-2039, 6.09%, 07/25/39 LHOME 2024-RTL4 50205PAB8 - - 6,870,000 $6,920,939 $6,920,939 0.11 $6,897,688
FHLMC 30yr Pool#QH7040 6.000% 01-Dec-2053, 6.00%, 12/01/53 FR 3133CKZD3 - - 6,474,987 $6,727,741 $6,727,741 0.10 $6,671,062
FNMA 30yr Pool#FM4129 4.000% 01-Sep-2050, 4.00%, 09/01/50 FN 3140X7ST7 - - 6,755,007 $6,587,830 $6,587,830 0.10 $6,508,617
PRET 2025-RPL2 Trust A1 4.0% 25-FEB-2065, 4.00%, 08/25/64 PRET 2025-RPL2 69392LAA2 - - 6,671,170 $6,562,266 $6,562,266 0.10 $6,529,651
Huntington Bank Auto Credit-Linked Notes, Series 2025-1 B 4.957% 20-MAR-2033, 4.96%, 03/21/33 HACLN 2025-1 446438SX2 - - 6,466,803 $6,525,875 $6,525,875 0.10 $6,503,614
FNMA 30yr Pool#DA1456 5.500% 01-Sep-2053, 5.50%, 09/01/53 FN 3140A1TN7 - - 6,325,853 $6,489,277 $6,489,277 0.10 $6,436,805
LHOME Mortgage Trust 2024-RTL1 A1 7.017% 25-JAN-2029, 7.02%, 01/25/29 LHOME 2024-RTL1 50205DAA7 - - 6,341,000 $6,396,528 $6,396,528 0.10 $6,371,809
Connecticut Avenue Securities Trust 2025-R04 25-MAY-2045, 5.56%, 05/25/45 CAS 2025-R04 20755TAB7 - - 6,318,904 $6,349,271 $6,349,271 0.10 $6,329,766
FNMA 30yr Pool#DC7015 5.500% 01-Dec-2054, 5.50%, 12/01/54 FN 3140AUYM9 - - 6,081,260 $6,258,899 $6,258,899 0.10 $6,192,444
PRPM 2025-RPL3 A1 3.25% 25-APR-2055, 3.25%, 04/25/55 PRPM 2025-RPL3 69392NAA8 - - 6,399,912 $6,234,596 $6,234,596 0.10 $6,209,175
FNMA 30yr Pool#DA1468 6.000% 01-Sep-2053, 6.00%, 09/01/53 FN 3140A1T23 - - 5,924,027 $6,182,419 $6,182,419 0.09 $6,130,282
FNMA 30yr Pool#BY0337 6.500% 01-May-2053, 6.50%, 05/01/53 FN 3140NGLT5 - - 5,865,381 $6,173,434 $6,173,434 0.09 $6,108,800
FNMA 30yr Pool#FM7479 4.500% 01-Jan-2050, 4.50%, 01/01/50 FN 3140XBJZ4 - - 6,116,002 $6,158,098 $6,158,098 0.09 $6,074,250
FHLMC 30yr Pool#SD3018 5.500% 01-May-2053, 5.50%, 05/01/53 FR 3132DQK70 - - 5,980,653 $6,146,913 $6,146,913 0.09 $6,092,466
FHLMC 30yr Pool#SD3813 6.000% 01-Jul-2053, 6.00%, 07/01/53 FR 3132E0GW6 - - 5,651,933 $5,984,981 $5,984,981 0.09 $5,839,076
Connecticut Avenue Securities Trust 2025-R01 1M1 5.45603% 25-JAN-2045, 5.46%, 01/25/45 CAS 2025-R01 20755JAB9 - - 5,960,934 $5,984,072 $5,984,072 0.09 $5,966,004
FNMA 30yr Pool#FS1578 4.000% 01-Oct-2050, 4.00%, 10/01/50 FN 3140XGXG9 - - 6,062,020 $5,957,511 $5,957,511 0.09 $5,857,514
FNMA 30yr Pool#DE7796 6.000% 01-Aug-2055, 6.00%, 08/01/55 FN 3140BLUW0 - - 5,659,620 $5,880,189 $5,880,189 0.09 $5,831,545
FHLMC 30yr Pool#QH4638 6.000% 01-Nov-2053, 6.00%, 11/01/53 FR 3133CHEK7 - - 5,596,469 $5,838,410 $5,838,410 0.09 $5,791,320
Morgan Stanley Residential Mortgage Loan Trust 2025-SPL1|4.25|02/25/2065, 4.25%, 02/25/65 MSRM 2025-SPL1 617946AA6 - - 5,882,000 $5,835,900 $5,835,900 0.09 $5,805,346
FNMA 30yr Pool#FS0088 4.000% 01-Mar-2050, 4.00%, 03/01/50 FN 3140XFC25 - - 5,886,053 $5,795,155 $5,795,155 0.09 $5,701,933
FHLMC 30yr Pool#SD2606 4.500% 01-Sep-2051, 4.50%, 09/01/51 FR 3132DP3P1 - - 5,715,391 $5,722,219 $5,722,219 0.09 $5,656,356
FHLMC 30yr Pool#QJ9072 6.000% 01-Nov-2054, 6.00%, 11/01/54 FR 3133D1CH0 - - 5,245,334 $5,650,508 $5,650,508 0.09 $5,403,554
FHLMC 30yr Pool#QH2242 5.500% 01-Sep-2053, 5.50%, 09/01/53 FR 3133CEP30 - - 5,318,035 $5,457,241 $5,457,241 0.08 $5,411,310
TOWD POINT MORTGAGE TRUST 2 5.75% 65, 5.40%, 08/25/65 TPMT 2025-CES3 891949BV0 - - 5,356,050 $5,400,388 $5,400,388 0.08 $5,365,038
PRPM 2025 RCF4 LLC 4.5% 55, 4.50%, 08/25/55 PRPM 2025-RCF4 69382WAA0 - - 5,398,180 $5,389,242 $5,389,242 0.08 $5,359,552
FNMA 30yr Pool#CA0706 4.000% 01-Nov-2047, 4.00%, 11/01/47 FN 3140Q7YC5 - - 5,409,605 $5,359,246 $5,359,246 0.08 $5,229,631
LHOME Mortgage Trust 2024-RTL2 A1 7.128% 25-MAR-2029, 7.13%, 03/25/29 LHOME 50205JAA4 - - 5,293,684 $5,357,364 $5,357,364 0.08 $5,336,401
FHLMC 30yr Pool#QH4473 6.000% 01-Nov-2053, 6.00%, 11/01/53 FR 3133CG6J1 - - 5,126,254 $5,354,840 $5,354,840 0.08 $5,304,733
BX Trust 2021-SDMF A 4.854% 15-SEP-2034, 4.85%, 09/15/34 BX 2021-SDMF 12434CAA2 - - 5,355,350 $5,349,265 $5,349,265 0.08 $5,327,604
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 - - 5,131,238 $5,203,826 $5,203,826 0.08 $5,184,473
FNMA 30yr Pool#BX5986 5.500% 01-Mar-2053, 5.50%, 03/01/53 FN 3140NAUL5 - - 4,962,067 $5,146,027 $5,146,027 0.08 $5,105,636
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 $5,105,127 $5,105,127 0.08 $5,078,551
Ginnie Mae REMIC Trust 2023-116 LF 5.64503% 20-AUG-2053, 5.69%, 08/20/53 GNR 2023-116 38384EFT7 - - 4,971,756 $5,005,617 $5,005,617 0.08 $4,985,976
FHLMC 30yr Pool#QF9863 5.500% 01-Mar-2053, 5.50%, 03/01/53 FR 3133BX5Y3 - - 4,817,129 $4,981,043 $4,981,043 0.08 $4,943,096
FNMA 30yr Pool#DD3307 6.000% 01-Feb-2055, 6.00%, 02/01/55 FN DD3307 MTGE 3140B3U91 - - 4,458,513 $4,950,690 $4,950,690 0.08 $4,593,951
FHLMC 30yr Pool#QZ1060 6.000% 01-Aug-2055, 6.00%, 08/01/55 FR 31426XFA1 - - 4,695,864 $4,888,343 $4,888,343 0.07 $4,821,903
FNMA 30yr Pool#DE9377 6.000% 01-Sep-2055, 6.00%, 09/01/55 FN 3140BNM39 - - 4,702,843 $4,882,975 $4,882,975 0.07 $4,829,069
ABL 2024-RTL1 A2 7.457% 25-SEP-2029, 7.46%, 09/25/29 ABL 2024-RTL1 00092EAB4 - - 4,840,000 $4,862,909 $4,862,909 0.07 $4,842,858
FNMA 30yr Pool#DA5019 6.500% 01-Nov-2053, 6.50%, 11/01/53 FN 3140A5SH2 - - 4,594,120 $4,859,255 $4,859,255 0.07 $4,818,532
FHLMC 30yr Pool#QX6719 6.000% 01-Feb-2055, 6.00%, 02/01/55 FR 31426CPD0 - - 4,475,569 $4,763,184 $4,763,184 0.07 $4,611,526
FIGRE TRUST 2025-FL1 5.265% 55, 5.26%, 07/25/55 FIGRE 2025-FL1 31684QAA8 - - 4,708,278 $4,762,352 $4,762,352 0.07 $4,732,054
FHLMC 30yr Pool#RA1100 4.000% 01-Jul-2049, 4.00%, 07/01/49 FR 3133KGGH5 - - 4,799,628 $4,729,270 $4,729,270 0.07 $4,624,329
RCKT Mortgage Trust 2024-CES6 A1B 5.546% 25-SEP-2044, 5.55%, 09/25/44 RCKT 2024-CES6 749410AB2 - - 4,666,735 $4,722,362 $4,722,362 0.07 $4,690,729
Homeward Opportunities Fund Trust 2025-RRTL2 A1 5.237% 25-AUG-2040, 5.24%, 09/25/40 HOF 2025-RRTL2 437923AA3 - - 4,682,000 $4,717,030 $4,717,030 0.07 $4,703,408
FIGRE Trust 2025-HE3 B 5.71% 25-MAY-2055, 5.71%, 05/25/55 FIGRE 2025-HE3 31684LAB7 - - 4,618,083 $4,684,450 $4,684,450 0.07 $4,652,221
FNMA 30yr Pool#BX9326 5.500% 01-Mar-2053, 5.50%, 03/01/53 FN 3140NELG8 - - 4,464,130 $4,616,428 $4,616,428 0.07 $4,580,866
FNMA 30yr Pool#FS3246 5.500% 01-Nov-2052, 5.50%, 11/01/52 FN 3140XJTC7 - - 4,411,484 $4,575,320 $4,575,320 0.07 $4,537,362
RCKT Mortgage Trust 2023-CES1 A1A 6.515% 25-JUN-2043, 6.51%, 06/25/43 RCKT 74935WAA2 - - 4,438,172 $4,498,169 $4,498,169 0.07 $4,462,828
FHLMC 30yr Pool#QH2259 6.000% 01-Sep-2053, 6.00%, 09/01/53 FR 3133CEQL9 - - 4,312,432 $4,484,756 $4,484,756 0.07 $4,443,021
FIGRE Trust 2025-HE3 C 5.91% 25-MAY-2055, 5.91%, 05/25/55 FIGRE 2025-HE3 31684LAC5 - - 4,340,998 $4,404,053 $4,404,053 0.07 $4,372,696
FHLMC 30yr Pool#QI8221 6.000% 01-Jun-2054, 6.00%, 06/01/54 FR 3133WFD20 - - 3,934,383 $4,390,614 $4,390,614 0.07 $4,053,059
FHLMC 30yr Pool#QH0826 5.500% 01-Sep-2053, 5.50%, 09/01/53 FR 3133CC4K9 - - 4,206,605 $4,360,171 $4,360,171 0.07 $4,326,606
FNMA 30yr Pool#BX0419 5.500% 01-Nov-2052, 5.50%, 11/01/52 FN 3140N4PD3 - - 4,236,880 $4,356,002 $4,356,002 0.07 $4,321,151
FNMA 30yr Pool#CB2907 3.500% 01-Feb-2052, 3.50%, 02/01/52 FN 3140QNGR7 - - 4,569,446 $4,350,534 $4,350,534 0.07 $4,286,822
FHLMC 30yr Pool#QF7280 5.500% 01-Jan-2053, 5.50%, 01/01/53 FR 3133BVCR4 - - 4,103,593 $4,268,700 $4,268,700 0.07 $4,222,714
SREIT Commercial Mortgage Trust 2021-MFP B 5.3448% 15-NOV-2038, 5.34%, 11/15/38 SREIT 2021-MFP 78472UAC2 - - 4,194,208 $4,203,382 $4,203,382 0.06 $4,184,702
FNMA 30yr Pool#BX6124 6.500% 01-Jan-2053, 6.50%, 01/01/53 FN 3140NAYW7 - - 3,957,876 $4,195,694 $4,195,694 0.06 $4,160,092
Fannie Mae REMIC Trust 2020-98 AI 3.5% 25-JAN-2061, 3.50%, 01/25/61 FNR 2020-98 3136BDLE6 - - 18,892,656 $4,186,664 $4,186,664 0.06 $4,105,518
FHLMC 30yr Pool#QH5204 6.500% 01-Nov-2053, 6.50%, 11/01/53 FR 3133CHX91 - - 3,954,243 $4,184,311 $4,184,311 0.06 $4,147,398
FNMA 30yr Pool#DE7795 6.000% 01-Aug-2055, 6.00%, 08/01/55 FN 3140BLUV2 - - 3,998,130 $4,158,168 $4,158,168 0.06 $4,121,232
FNMA 30yr Pool#DA5072 6.500% 01-Nov-2053, 6.50%, 11/01/53 FN 3140A5T65 - - 3,943,913 $4,151,900 $4,151,900 0.06 $4,111,516
Connecticut Avenue Securities Trust 2024-R06 1M2 5.95603% 25-SEP-2044, 5.96%, 09/25/44 CAS 2024-R06 20755RAC9 - - 4,125,699 $4,145,690 $4,145,690 0.06 $4,132,038
FNMA 30yr Pool#BW6314 5.500% 01-Aug-2052, 5.50%, 08/01/52 FN 3140MYAQ5 - - 3,970,288 $4,095,827 $4,095,827 0.06 $4,060,171
RCKT Mortgage Trust 2025-CES2 A1B 5.603% 25-FEB-2055, 5.60%, 02/25/55 RCKT 2025-CES2 74942BAB7 - - 4,010,980 $4,074,687 $4,074,687 0.06 $4,047,220
Connecticut Avenue Securities Trust 2024-R02 1M1 5.45603% 25-FEB-2044, 5.46%, 02/25/44 CAS 2024-R02 20754GAA8 - - 4,057,917 $4,070,795 $4,070,795 0.06 $4,058,495
FNMA 30yr Pool#DA3549 6.500% 01-Oct-2053, 6.50%, 10/01/53 FN 3140A35K5 - - 3,239,151 $4,068,565 $4,068,565 0.06 $3,397,376
FNMA 30yr Pool#BX9422 5.500% 01-Mar-2053, 5.50%, 03/01/53 FN 3140NEPG4 - - 3,353,907 $4,065,800 $4,065,800 0.06 $3,413,279
LHOME MORTGAGE TR 2025-RTL3 A1, 5.24%, 08/25/40 LHOME 2025-RTL3 50205YAA1 - - 4,000,000 $4,034,687 $4,034,687 0.06 $4,023,045
FNMA 30yr Pool#FS2135 4.000% 01-Nov-2049, 4.00%, 11/01/49 FN 3140XHLR6 - - 4,086,160 $3,995,151 $3,995,151 0.06 $3,943,883
FHLMC 30yr Pool#QX5273 6.000% 01-Feb-2055, 6.00%, 02/01/55 FR 31426A2F4 - - 3,664,251 $3,895,872 $3,895,872 0.06 $3,774,779
FNMA 30yr Pool#BY0335 6.000% 01-May-2053, 6.00%, 05/01/53 FN 3140NGLR9 - - 3,676,974 $3,805,235 $3,805,235 0.06 $3,772,747
FNMA 30yr Pool#FS2713 4.500% 01-Oct-2050, 4.50%, 10/01/50 FN 3140XJAP8 - - 3,765,339 $3,802,599 $3,802,599 0.06 $3,739,634
FHLMC 30yr Pool#QH7549 6.000% 01-Dec-2053, 6.00%, 12/01/53 FR 3133CLL61 - - 3,509,884 $3,646,390 $3,646,390 0.06 $3,616,170
FHLMC 30yr Pool#QH1144 5.500% 01-Sep-2053, 5.50%, 09/01/53 FR 3133CDHV9 - - 3,509,993 $3,639,004 $3,639,004 0.06 $3,609,836
FNMA 30yr Pool#FM7031 4.000% 01-Jan-2051, 4.00%, 01/01/51 FN 3140XAY55 - - 3,676,681 $3,587,092 $3,587,092 0.05 $3,542,573
FHLMC 30yr Pool#QH6041 5.500% 01-Dec-2053, 5.50%, 12/01/53 FR 3133CJWA5 - - 3,426,855 $3,523,678 $3,523,678 0.05 $3,495,466
FHLMC 30yr Pool#SD1416 4.500% 01-Dec-2048, 4.50%, 12/01/48 FR 3132DNSD6 - - 3,498,483 $3,522,455 $3,522,455 0.05 $3,474,599
Flagship Credit Auto Trust 2023-1 B 5.05% 15-FEB-2028, 5.05%, 01/18/28 FCAT 2023-1 337955AG3 - - 3,500,000 $3,513,700 $3,513,700 0.05 $3,498,971
Bayview Opportunity Master Fund VII Trust 2024-CAR1 B 5.65603% 25-DEC-2031, 5.66%, 12/26/31 BVCLN 2024-CAR1 07336QAB8 - - 3,476,039 $3,496,499 $3,496,499 0.05 $3,485,577
FHLMC 30yr Pool#QZ3837 6.000% 01-Sep-2055, 6.00%, 09/01/55 FR 31427BHP3 - - 3,375,019 $3,496,452 $3,496,452 0.05 $3,465,606
FHLMC 30yr Pool#QF7810 5.500% 01-Jan-2053, 5.50%, 01/01/53 FR 3133BVVB8 - - 3,369,629 $3,494,418 $3,494,418 0.05 $3,466,902
FINANCE OF AMERICA STRUCTURE 3.5% 74, 3.50%, 02/25/74 FASST 2024-S1 31740RAB6 - - 3,553,479 $3,489,315 $3,489,315 0.05 $3,482,405
FNMA 30yr Pool#BX8700 5.500% 01-Mar-2053, 5.50%, 03/01/53 FN 3140NDU21 - - 3,296,724 $3,398,938 $3,398,938 0.05 $3,371,359
FNMA 30yr Pool#DA0036 6.500% 01-Sep-2053, 6.50%, 09/01/53 FN 3140A0BE8 - - 3,229,692 $3,396,858 $3,396,858 0.05 $3,366,943
FNMA 30yr Pool#FM1540 4.000% 01-Sep-2049, 4.00%, 09/01/49 FN 3140X4WA0 - - 3,459,043 $3,387,078 $3,387,078 0.05 $3,332,707
BX Trust 2021-BXMF C 5.45627% 15-OCT-2038, 5.46%, 10/15/26 BX 2021-BXMF 05609RAJ3 - - 3,337,147 $3,345,215 $3,345,215 0.05 $3,330,043
FNMA 30yr Pool#MA4026 4.000% 01-May-2050, 4.00%, 05/01/50 FN 31418DPL0 - - 3,414,702 $3,307,391 $3,307,391 0.05 $3,281,579
FNMA 30yr Pool#BV5379 3.000% 01-Apr-2052, 3.00%, 04/01/52 FN 3140MJ6R1 - - 3,469,731 $3,178,775 $3,178,775 0.05 $3,130,609
FHLMC 30yr Pool#SD1111 4.000% 01-Jun-2050, 4.00%, 06/01/50 FR 3132DNGU1 - - 3,237,188 $3,173,576 $3,173,576 0.05 $3,139,847
FHLMC 30yr Pool#QZ4951 6.000% 01-Oct-2055, 6.00%, 10/01/55 FR 31427CQD8 - - 3,019,356 $3,125,241 $3,125,241 0.05 $3,100,396
FNMA 30yr Pool#MA4056 4.000% 01-Jun-2050, 4.00%, 06/01/50 FN 31418DQJ4 - - 3,179,762 $3,117,994 $3,117,994 0.05 $3,055,798
FHLMC 30yr Pool#QE6404 5.500% 01-Jul-2052, 5.50%, 07/01/52 FR 3133BGDH8 - - 2,921,248 $3,105,486 $3,105,486 0.05 $2,987,760
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 $3,034,567 $3,034,567 0.05 $3,011,381
FHLMC 30yr Pool#QG2539 6.500% 01-May-2053, 6.50%, 05/01/53 FR 3133C2ZC5 - - 2,892,784 $3,022,278 $3,022,278 0.05 $2,996,471
RAM 2024-1 A 5.95% 15-FEB-2039, 6.67%, 02/15/39 RAM 2024-1 751313AA5 - - 2,995,515 $3,019,549 $3,019,549 0.05 $3,002,901
FHLMC 30yr Pool#SD6905 6.000% 01-Nov-2054, 6.00%, 11/01/54 FR 3132DUU62 - - 2,904,174 $2,999,038 $2,999,038 0.05 $2,992,262
Fannie Mae Pool|4|03/01/2050, 4.00%, 03/01/50 FN 3140X8S24 - - 3,025,632 $2,979,175 $2,979,175 0.05 $2,920,282
FNMA 30yr Pool#MA3496 4.500% 01-Oct-2048, 4.50%, 10/01/48 FN 31418C3E2 - - 2,920,569 $2,952,001 $2,952,001 0.05 $2,900,631
FHLMC 30yr Pool#QZ4131 6.000% 01-Sep-2055, 6.00%, 09/01/55 FR 31427BSV8 - - 2,843,485 $2,943,762 $2,943,762 0.04 $2,919,311
FIGRE Trust 2024-HE4 B 5.252% 25-SEP-2054, 5.25%, 09/25/54 FIGRE 2024-HE4 31684UAB7 - - 2,923,902 $2,940,073 $2,940,073 0.04 $2,931,542
Chase Mortgage Reference Notes, Series 2021-CL1 M1 5.55603% 25-FEB-2050, 5.56%, 02/25/50 CHASE 2021-CL1 46591HBX7 - - 2,968,698 $2,933,554 $2,933,554 0.04 $2,924,404
FNMA 30yr Pool#BV5393 3.500% 01-Apr-2052, 3.50%, 04/01/52 FN 3140MJ7F6 - - 3,059,526 $2,900,750 $2,900,750 0.04 $2,867,557
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 $2,896,347 $2,896,347 0.04 $2,882,083
FHLMC 30yr Pool#QE8542 5.500% 01-Aug-2052, 5.50%, 08/01/52 FR 3133BJP30 - - 2,781,711 $2,867,558 $2,867,558 0.04 $2,845,046
FHLMC 30yr Pool#SD2897 5.500% 01-May-2053, 5.50%, 05/01/53 FR 3132DQGE0 - - 2,757,081 $2,850,410 $2,850,410 0.04 $2,808,686
BX Trust 2021-BXMF G 7.614513% 15-OCT-2038, 7.61%, 10/15/26 BX 2021-BXMF 05609RAS3 - - 2,807,890 $2,812,980 $2,812,980 0.04 $2,795,164
RCKT MORTGAGE TRUST 2025-CE 5.16% 34, 5.16%, 07/25/34 RCKTL 2025-1A 74939RAC5 - - 2,750,000 $2,783,422 $2,783,422 0.04 $2,775,539
New Residential Mortgage Loan Trust 2024-RTL1 A2 7.101% 25-MAR-2039, 7.10%, 03/25/39 NRMLT 2024-RTL1 64831PAB1 - - 2,750,000 $2,782,094 $2,782,094 0.04 $2,771,245
FNMA 30yr Pool#DE2839 6.000% 01-Jun-2055, 6.00%, 06/01/55 FN 3140BFEM3 - - 2,659,557 $2,765,477 $2,765,477 0.04 $2,741,445
FNMA 30yr Pool#DA1511 5.500% 01-Oct-2053, 5.50%, 10/01/53 FN 3140A1VD6 - - 2,638,215 $2,707,419 $2,707,419 0.04 $2,684,417
FHLMC 30yr Pool#Q57869 4.000% 01-Aug-2048, 4.00%, 08/01/48 FG 3132Y1W79 - - 2,751,288 $2,678,410 $2,678,410 0.04 $2,658,606
FHLMC 30yr Pool#QF9276 5.500% 01-Mar-2053, 5.50%, 03/01/53 FR 3133BXJV4 - - 2,575,403 $2,670,882 $2,670,882 0.04 $2,650,128
FNMA 30yr Pool#DA3538 6.000% 01-Oct-2053, 6.00%, 10/01/53 FN 3140A34Y6 - - 2,556,895 $2,660,550 $2,660,550 0.04 $2,634,323
Connecticut Avenue Securities, Series 2021-R01 1M2 5.90603% 25-OCT-2041, 5.91%, 10/25/41 CAS 2021-R01 20754RAB2 - - 2,572,685 $2,587,450 $2,587,450 0.04 $2,579,009
Ginnie Mae REMIC Trust 2017-163 LO 0.0% 16-MAY-2041, 0.00%, 05/16/41 GNR 2017-163 38380KNA9 - - 3,351,352 $2,579,541 $2,579,541 0.04 $2,579,541
FHLMC 30yr Pool#SD3523 3.000% 01-Jun-2052, 3.00%, 06/01/52 FR 3132DQ4G8 - - 2,811,841 $2,538,697 $2,538,697 0.04 $2,522,626
Saluda Grade Alternative Mortgage Trust 2024-FIG5 B 6.603% 25-APR-2054, 6.60%, 04/25/54 GRADE 2024-FIG5 79582MAB7 - - 2,485,773 $2,534,885 $2,534,885 0.04 $2,514,824
FHLMC 30yr Pool#QF0488 5.500% 01-Sep-2052, 5.50%, 09/01/52 FR 3133BMRH0 - - 2,443,434 $2,531,292 $2,531,292 0.04 $2,498,751
FHLMC 30yr Pool#QY9883 6.000% 01-Aug-2055, 6.00%, 08/01/55 FR 31426U6V1 - - 2,392,724 $2,491,311 $2,491,311 0.04 $2,466,396
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 $2,473,158 $2,473,158 0.04 $2,461,576
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 $2,457,107 $2,457,107 0.04 $2,445,792
FNMA 30yr Pool#BY8533 6.500% 01-Aug-2053, 6.50%, 08/01/53 FN 3140NRPT7 - - 2,313,885 $2,433,273 $2,433,273 0.04 $2,412,217
PRPM 2024-RCF2 A1 3.75% 25-MAR-2054, 3.75%, 03/25/54 PRPM 2024-RCF2 693987AA7 - - 2,459,476 $2,419,935 $2,419,935 0.04 $2,414,811
FNMA 30yr Pool#BY5913 5.500% 01-Sep-2053, 5.50%, 09/01/53 FN 3140NNSB2 - - 2,331,300 $2,416,411 $2,416,411 0.04 $2,395,990
PRPM 2025-RCF3 LLC 5.25% 55, 5.25%, 07/25/55 PRPM 2025-RCF3 69392PAB1 - - 2,380,125 $2,393,404 $2,393,404 0.04 $2,378,131
FNMA 30yr Pool#DD4221 6.000% 01-Feb-2055, 6.00%, 02/01/55 FN DD4221 MTGE 3140B4VP2 - - 2,300,088 $2,390,072 $2,390,072 0.04 $2,369,959
FNMA 30yr Pool#DF0313 6.000% 01-Sep-2055, 6.00%, 09/01/55 FN 3140BQK34 - - 2,304,788 $2,386,610 $2,386,610 0.04 $2,366,650
FHLMC 30yr Pool#QI4878 6.000% 01-Apr-2054, 6.00%, 04/01/54 FR 3133WBM37 - - 2,215,613 $2,301,614 $2,301,614 0.04 $2,282,445
Reach ABS Trust 2024-2 A 5.88% 15-JUL-2031, 5.88%, 07/15/31 REACH 2024-2A 75525HAA8 - - 2,166,493 $2,190,213 $2,190,213 0.03 $2,179,597
FHLMC 30yr Pool#QX7432 6.000% 01-Feb-2055, 6.00%, 02/01/55 FR 31426DHJ4 - - 1,986,218 $2,185,050 $2,185,050 0.03 $2,046,554
FHLMC 30yr Pool#QG2543 5.500% 01-May-2053, 5.50%, 05/01/53 FR 3133C2ZG6 - - 2,075,263 $2,136,338 $2,136,338 0.03 $2,117,395
FNMA 30yr Pool#FS3001 4.000% 01-Oct-2051, 4.00%, 10/01/51 FN 3140XJKP7 - - 2,175,834 $2,125,400 $2,125,400 0.03 $2,096,470
FIGRE Trust 2024-HE1 B 6.506% 25-MAR-2054, 6.51%, 03/25/54 FIGRE 2024-HE1 31684HAB6 - - 2,064,506 $2,125,383 $2,125,383 0.03 $2,117,921
FNMA 30yr Pool#FS1640 4.000% 01-Apr-2052, 4.00%, 04/01/52 FN 3140XGZE2 - - 2,123,857 $2,115,626 $2,115,626 0.03 $2,044,058
FNMA 30yr Pool#BP1500 3.000% 01-May-2050, 3.00%, 05/01/50 FN 3140K8U25 - - 2,300,695 $2,107,383 $2,107,383 0.03 $2,093,225
Chase Mortgage Reference Notes, Series 2020-CL1 M2 6.77239% 25-OCT-2057, 6.77%, 10/25/57 CHASE 2020-CL1 46591HAH3 - - 2,004,676 $2,068,079 $2,068,079 0.03 $2,060,536
FNMA 30yr Pool#CA7849 4.500% 01-Oct-2050, 4.50%, 10/01/50 FN 3140QFWK1 - - 2,036,015 $2,033,329 $2,033,329 0.03 $2,017,532
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 $2,025,657 $2,025,657 0.03 $2,016,285
FNMA 30yr Pool#BY0338 6.500% 01-May-2053, 6.50%, 05/01/53 FN 3140NGLU2 - - 1,913,480 $2,009,401 $2,009,401 0.03 $1,991,772
Foundation Finance Trust 2023-2 A 6.53% 15-JUN-2049, 6.53%, 06/15/49 FFIN 2023-2A 35042RAA4 - - 1,911,085 $2,000,892 $2,000,892 0.03 $1,990,493
FHLMC 30yr Pool#QH7013 6.500% 01-Dec-2053, 6.50%, 12/01/53 FR 3133CKYJ1 - - 1,834,493 $1,983,226 $1,983,226 0.03 $1,912,453
FNMA 30yr Pool#BW0972 4.500% 01-Jul-2052, 4.50%, 07/01/52 FN 3140MSCJ2 - - 1,974,620 $1,962,820 $1,962,820 0.03 $1,948,790
FHLMC 30yr Pool#SI2017 4.000% 01-Dec-2048, 4.00%, 12/01/48 FR 3133USG21 - - 2,016,459 $1,961,085 $1,961,085 0.03 $1,946,202
FNMA 30yr Pool#BX8072 5.500% 01-Mar-2053, 5.50%, 03/01/53 FN 3140NC6J3 - - 1,875,220 $1,938,988 $1,938,988 0.03 $1,924,257
FNMA 30yr Pool#DF0998 6.000% 01-Oct-2055, 6.00%, 10/01/55 FN 3140BRDC0 - - 1,855,093 $1,920,627 $1,920,627 0.03 $1,904,885
FHLMC 30yr Pool#QG2540 6.500% 01-May-2053, 6.50%, 05/01/53 FR 3133C2ZD3 - - 1,827,458 $1,911,177 $1,911,177 0.03 $1,894,723
Chase Mortgage Reference Notes, Series 2021-CL1 M3 5.90603% 25-FEB-2050, 5.91%, 02/25/50 CHASE 2021-CL1 46591HBZ2 - - 1,936,086 $1,896,645 $1,896,645 0.03 $1,890,293
FHLMC 30yr Pool#SD1551 4.000% 01-Mar-2050, 4.00%, 03/01/50 FR 3132DNWL3 - - 1,887,950 $1,861,555 $1,861,555 0.03 $1,822,213
ACHV ABS Trust 2024-1PL B 6.34% 25-APR-2031, 6.34%, 04/25/31 ACHV 2024-1PL 00092BAB0 - - 1,829,451 $1,855,513 $1,855,513 0.03 $1,849,069
FHLMC 30yr Pool#QY7439 6.000% 01-Jun-2055, 6.00%, 06/01/55 FR 31426SHR3 - - 1,752,803 $1,828,580 $1,828,580 0.03 $1,806,772
FNMA 30yr Pool#BY0361 6.500% 01-Jun-2053, 6.50%, 06/01/53 FN 3140NGMK3 - - 1,725,094 $1,809,948 $1,809,948 0.03 $1,793,822
FHLMC 30yr Pool#QH3309 5.500% 01-Oct-2053, 5.50%, 10/01/53 FR 3133CFVA4 - - 1,759,876 $1,804,866 $1,804,866 0.03 $1,790,744
FNMA 30yr Pool#MA3521 4.000% 01-Nov-2048, 4.00%, 11/01/48 FN 31418C4F8 - - 1,814,288 $1,775,125 $1,775,125 0.03 $1,751,115
NRZ MSR-Collateralized Notes, Series 2021-FHT1 A 3.104% 25-JUL-2026, 3.10%, 07/25/26 NZES 2021-FHT1 62955MAB2 - - 1,780,553 $1,747,970 $1,747,970 0.03 $1,744,900
FHLMC 30yr Pool#SD0943 3.500% 01-Apr-2052, 3.50%, 04/01/52 FR 3132DNBL6 - - 1,814,843 $1,721,290 $1,721,290 0.03 $1,702,593
Chase Mortgage Reference Notes, Series 2021-CL1 M2 5.70603% 25-FEB-2050, 5.71%, 02/25/50 CHASE 2021-CL1 46591HBY5 - - 1,744,110 $1,705,445 $1,705,445 0.03 $1,699,917
Bayview Opportunity Master Fund VII Trust 2024-CAR1 C 5.85603% 25-DEC-2031, 5.86%, 12/26/31 BVCLN 2024-CAR1 07336QAC6 - - 1,691,673 $1,703,363 $1,703,363 0.03 $1,697,859
Fannie Mae Pool|4|08/01/2050, 4.00%, 08/01/50 FN 3140X8UA3 - - 1,757,757 $1,701,333 $1,701,333 0.03 $1,689,512
PRPM 2025-RCF3 LLC 5.25% 55, 5.25%, 07/25/55 PRPM 2025-RCF3 69392PAC9 - - 1,700,000 $1,701,060 $1,701,060 0.03 $1,690,152
FHLMC 30yr Pool#QA2039 3.000% 01-Aug-2049, 3.00%, 08/01/49 FR 31334YHQ3 - - 1,826,395 $1,680,419 $1,680,419 0.03 $1,661,437
FHLMC 30yr Pool#SD4456 4.000% 01-Aug-2050, 4.00%, 08/01/50 FR 3132E05R9 - - 1,687,953 $1,655,663 $1,655,663 0.03 $1,626,384
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 $1,655,467 $1,655,467 0.03 $1,646,920
FNMA 30yr Pool#CB2681 3.500% 01-Jan-2052, 3.50%, 01/01/52 FN 3140QM6T6 - - 1,718,090 $1,645,031 $1,645,031 0.03 $1,611,957
FHLMC 30yr Pool#QG4340 6.500% 01-Jun-2053, 6.50%, 06/01/53 FR 3133C4ZD9 - - 1,547,612 $1,616,836 $1,616,836 0.02 $1,603,083
FNMA 30yr Pool#BY0327 6.500% 01-May-2053, 6.50%, 05/01/53 FN 3140NGLH1 - - 1,517,652 $1,584,938 $1,584,938 0.02 $1,571,109
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 $1,556,032 $1,556,032 0.02 $1,547,743
U.S. Auto Funding 2021-1 C 2.2% 15-MAY-2026, 2.20%, 05/15/26 USAUT 2021-1A 90355EAC5 - - 1,856,668 $1,547,820 $1,547,820 0.02 $1,544,416
FHLMC 30yr Pool#QZ4132 6.000% 01-Sep-2055, 6.00%, 09/01/55 FR 31427BSW6 - - 1,495,093 $1,547,560 $1,547,560 0.02 $1,535,222
FHLMC 30yr Pool#Q58477 4.000% 01-Sep-2048, 4.00%, 09/01/48 FG 3132Y2M37 - - 1,578,606 $1,536,988 $1,536,988 0.02 $1,525,498
Blue Bridge Funding 2023-1 A 7.37% 15-NOV-2030, 7.37%, 11/15/30 BBEF 2023-1A 09531MAA8 - - 1,513,162 $1,534,193 $1,534,193 0.02 $1,524,900
FNMA 30yr Pool#MA3415 4.000% 01-Jul-2048, 4.00%, 07/01/48 FN 31418CYM0 - - 1,540,160 $1,507,089 $1,507,089 0.02 $1,486,533
FIGRE TRUST 2025-HE5 FLTG 2055 B, 5.49%, 08/25/55 FIGRE 2025-HE5 31684MAB5 - - 1,459,318 $1,474,000 $1,474,000 0.02 $1,464,217
FNMA 30yr Pool#BT8051 5.500% 01-Jan-2053, 5.50%, 01/01/53 FN 3140LW5M5 - - 1,389,783 $1,441,757 $1,441,757 0.02 $1,430,015
FNMA 30yr Pool#CA5573 4.000% 01-Apr-2050, 4.00%, 04/01/50 FN 3140QDFP4 - - 1,487,446 $1,440,001 $1,440,001 0.02 $1,429,695
FNMA 30yr Pool#CA1931 4.500% 01-Jun-2048, 4.50%, 06/01/48 FN 3140Q9ED1 - - 1,434,744 $1,436,206 $1,436,206 0.02 $1,424,950
FNMA 30yr Pool#BY1896 5.500% 01-May-2053, 5.50%, 05/01/53 FN 3140NJDA9 - - 1,363,926 $1,405,958 $1,405,958 0.02 $1,394,596
FHLMC 30yr Pool#QG3885 6.500% 01-Jun-2053, 6.50%, 06/01/53 FR 3133C4J62 - - 969,999 $1,366,718 $1,366,718 0.02 $1,004,767
FNMA 30yr Pool#BX7860 5.500% 01-Mar-2053, 5.50%, 03/01/53 FN 3140NCWW5 - - 1,301,814 $1,347,161 $1,347,161 0.02 $1,335,944
FNMA 30yr Pool#DB3056 5.500% 01-May-2054, 5.50%, 05/01/54 FN 3140ACME0 - - 1,269,823 $1,307,603 $1,307,603 0.02 $1,297,155
FNMA 30yr Pool#FM7725 4.500% 01-Dec-2050, 4.50%, 12/01/50 FN 3140XBSP6 - - 1,264,065 $1,260,569 $1,260,569 0.02 $1,251,009
FNMA 30yr Pool#MA3149 4.000% 01-Oct-2047, 4.00%, 10/01/47 FN 31418CQB3 - - 1,267,452 $1,243,951 $1,243,951 0.02 $1,225,335
FNMA 40yr Pool#BF0167 3.000% 01-Feb-2057, 3.00%, 02/01/57 FN 3140FXFH0 - - 1,390,765 $1,230,930 $1,230,930 0.02 $1,219,878
FHLMC 30yr Pool#QF2561 5.500% 01-Nov-2052, 5.50%, 11/01/52 FR 3133BPZ27 - - 1,180,277 $1,221,288 $1,221,288 0.02 $1,211,865
Towd Point Mortgage Trust 2024-CES1 A1B 6.049% 25-JAN-2064, 6.05%, 01/25/64 TPMT 2024-CES1 89183CAB1 - - 1,188,809 $1,205,937 $1,205,937 0.02 $1,197,148
FHLMC 30yr Pool#SD8003 4.000% 01-Jul-2049, 4.00%, 07/01/49 FR 3132DV3L7 - - 1,235,175 $1,204,643 $1,204,643 0.02 $1,190,122
FNMA 30yr Pool#FM9138 4.000% 01-Mar-2050, 4.00%, 03/01/50 FN 3140XDEL6 - - 1,233,947 $1,203,839 $1,203,839 0.02 $1,190,981
FNMA 30yr Pool#BJ9181 5.000% 01-May-2048, 5.00%, 05/01/48 FN 3140HBFX1 - - 1,168,762 $1,196,635 $1,196,635 0.02 $1,187,105
FHLMC 30yr Pool#QD9182 3.000% 01-Mar-2052, 3.00%, 03/01/52 FR 3133B7FX1 - - 1,293,469 $1,190,199 $1,190,199 0.02 $1,167,195
Connecticut Avenue Securities, Series 2021-R02 2B1 7.65603% 25-NOV-2041, 7.66%, 11/25/41 CAS 2021-R02 20754KAF8 - - 1,150,000 $1,178,594 $1,178,594 0.02 $1,173,703
FNMA 30yr Pool#BX0804 5.500% 01-Nov-2052, 5.50%, 11/01/52 FN 3140N43N5 - - 1,136,341 $1,173,559 $1,173,559 0.02 $1,163,524
FNMA 30yr Pool#AS6811 3.000% 01-Mar-2046, 3.00%, 03/01/46 FN 3138WGR97 - - 1,263,349 $1,169,139 $1,169,139 0.02 $1,158,966
FHLMC 30yr Pool#ZT2087 4.000% 01-Jun-2049, 4.00%, 06/01/49 FR 3132AEJ80 - - 1,187,207 $1,159,308 $1,159,308 0.02 $1,143,903
FHLMC 30yr Pool#QG6538 5.500% 01-Jul-2053, 5.50%, 07/01/53 FR 3133C7HP5 - - 1,101,561 $1,141,760 $1,141,760 0.02 $1,133,165
FHLMC 30yr Pool#QG6948 5.500% 01-Jul-2053, 5.50%, 07/01/53 FR 3133C7WH6 - - 1,046,676 $1,085,933 $1,085,933 0.02 $1,076,619
FHLMC 30yr Pool#RA1087 4.500% 01-Jul-2049, 4.50%, 07/01/49 FR 3133KGF45 - - 1,062,508 $1,085,648 $1,085,648 0.02 $1,050,213
FNMA 30yr Pool#AS7492 4.000% 01-Jul-2046, 4.00%, 07/01/46 FN 3138WHKE1 - - 1,099,881 $1,072,443 $1,072,443 0.02 $1,063,919
FHLMC 30yr Pool#RA1188 4.500% 01-Aug-2049, 4.50%, 08/01/49 FR 3133KGJ90 - - 1,072,239 $1,067,887 $1,067,887 0.02 $1,059,832
FNMA 30yr Pool#CB8995 5.500% 01-Aug-2054, 5.50%, 08/01/54 FN 3140QU7H3 - - 1,032,787 $1,064,278 $1,064,278 0.02 $1,051,825
Lendbuzz Securitization Trust 2023-2 A2 7.09% 15-OCT-2028, 7.09%, 10/16/28 LBZZ 2023-2A 52608MAB4 - - 1,001,029 $1,019,503 $1,019,503 0.02 $1,013,588
FNMA 30yr Pool#BV4203 3.500% 01-Apr-2052, 3.50%, 04/01/52 FN 3140MHU56 - - 1,060,039 $1,008,092 $1,008,092 0.02 $993,605
FNMA 30yr Pool#FM1598 4.000% 01-Feb-2049, 4.00%, 02/01/49 FN 3140X4X43 - - 1,015,336 $987,633 $987,633 0.02 $979,983
FNMA 30yr Pool#BV8484 3.500% 01-Apr-2052, 3.50%, 04/01/52 FN 3140MNNA0 - - 1,029,601 $971,476 $971,476 0.01 $964,999
FNMA 30yr Pool#DA3522 5.500% 01-Oct-2053, 5.50%, 10/01/53 FN 3140A34G5 - - 924,394 $948,021 $948,021 0.01 $940,582
GNMA II 30yr Pool#MA5021 4.500% 20-Feb-2048, 4.50%, 02/20/48 G2 36179TSJ5 - - 926,972 $946,723 $946,723 0.01 $922,501
FHLMC 30yr Pool#QG7338 6.000% 01-Jul-2053, 6.00%, 07/01/53 FR 3133C8EK7 - - 838,395 $932,354 $932,354 0.01 $863,678
FNMA 30yr Pool#CA6382 4.500% 01-Jul-2050, 4.50%, 07/01/50 FN 3140QECU4 - - 926,440 $923,753 $923,753 0.01 $916,917
FHLMC 30yr Pool#ZM8197 4.000% 01-Sep-2048, 4.00%, 09/01/48 FR 3131Y3DA1 - - 939,234 $913,346 $913,346 0.01 $906,509
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-DNA5 M2 6.00603% 25-JAN-2034, 6.01%, 01/25/34 STACR 2021-DNA5 35564KHE2 - - 902,585 $908,729 $908,729 0.01 $905,717
FNMA 30yr Pool#FS9022 5.500% 01-Aug-2054, 5.50%, 08/01/54 FN 3140XRAY1 - - - $891,548 $891,548 0.01 $0
BX Commercial Mortgage Trust 2021-21M A 4.995% 15-OCT-2036, 4.99%, 10/15/36 BX 2021-21M 05609CAA5 - - 862,801 $864,279 $864,279 0.01 $860,688
FNMA 30yr Pool#AB9341 3.000% 01-May-2043, 3.00%, 05/01/43 FN 31417GLX2 - - 901,410 $853,730 $853,730 0.01 $837,182
FNMA 30yr Pool#BN4541 4.000% 01-Feb-2049, 4.00%, 02/01/49 FN 3140JMBK7 - - 825,582 $831,531 $831,531 0.01 $796,836
Gracie Point International Funding, Series 2023-2 A 6.60559% 01-MAR-2027, 6.61%, 03/01/27 GPIF 2023-2A 38410JAA0 - - 808,251 $816,444 $816,444 0.01 $810,067
ACHV ABS Trust 2024-1PL C 6.42% 25-APR-2031, 6.42%, 04/25/31 ACHV 2024-1PL 00092BAC8 - - 792,780 $802,921 $802,921 0.01 $800,094
FREMF 2019-KF70 Mortgage Trust C 10.46922% 25-SEP-2029, 10.47%, 09/25/29 FREMF 2019-KF70 30298UAJ0 - - 789,970 $783,539 $783,539 0.01 $778,944
FNMA 30yr Pool#FA0573 5.000% 01-Jan-2055, 5.00%, 01/01/55 FN 3140W0T70 - - - $774,186 $774,186 0.01 $0
FHLMC 30yr Pool#ZT1926 3.000% 01-Nov-2043, 3.00%, 11/01/43 FR 3132AED78 - - 828,465 $770,848 $770,848 0.01 $763,939
FNMA 30yr Pool#BY0782 5.500% 01-Apr-2053, 5.50%, 04/01/53 FN 3140NG2Q2 - - 743,357 $769,717 $769,717 0.01 $763,895
FHLMC 30yr Pool#RA1999 4.500% 01-Jan-2050, 4.50%, 01/01/50 FR 3133KHGG5 - - 750,732 $748,369 $748,369 0.01 $742,045
ACHM Trust 2024-HE1 B 7.26% 25-MAY-2039, 7.26%, 05/25/39 ACHM 2024-HE1 00449TAB1 - - 710,236 $739,238 $739,238 0.01 $736,374
FNMA 30yr Pool#BY0866 5.500% 01-May-2053, 5.50%, 05/01/53 FN 3140NG6C9 - - 702,253 $724,311 $724,311 0.01 $718,045
GNMA II 30yr Pool#MA5264 4.000% 20-Jun-2048, 4.00%, 06/20/48 G2 36179TZ57 - - 728,169 $713,281 $713,281 0.01 $702,829
Connecticut Avenue Securities Trust 2022-R01 1M1 5.35603% 25-DEC-2041, 5.36%, 12/25/41 CAS 2022-R01 20754LAA7 - - 686,172 $688,131 $688,131 0.01 $686,090
NRZ Excess Spread-Collateralized Notes, Series 2020-PLS1 A 3.844% 25-DEC-2025, 3.84%, 12/25/25 NZES 2020-PLS1 433674AA6 - - 687,631 $686,541 $686,541 0.01 $685,072
FHLMC 30yr Pool#QD6555 3.000% 01-Feb-2052, 3.00%, 02/01/52 FR 3133B4H81 - - 737,085 $680,417 $680,417 0.01 $665,210
FNMA 30yr Pool#BW0343 4.500% 01-May-2052, 4.50%, 05/01/52 FN 3140MRLZ8 - - 634,196 $657,825 $657,825 0.01 $623,209
FHLMC 30yr Pool#QE1073 3.500% 01-Apr-2052, 3.50%, 04/01/52 FR 3133BAFN6 - - 650,323 $613,566 $613,566 0.01 $609,519
FHLMC 30yr Pool#SD8047 4.500% 01-Feb-2050, 4.50%, 02/01/50 FR 3132DV5G6 - - 604,857 $604,319 $604,319 0.01 $599,366
FNMA 30yr Pool#AL6842 4.000% 01-May-2045, 4.00%, 05/01/45 FN 3138EPS88 - - 605,579 $601,831 $601,831 0.01 $589,772
FNMA 30yr Pool#BK9507 4.000% 01-Oct-2048, 4.00%, 10/01/48 FN 3140HPR58 - - 596,745 $596,191 $596,191 0.01 $578,079
Sequoia Mortgage Trust 2013-5 A1 2.5% 25-MAY-2043, 2.50%, 05/25/43 SEMT 2013-5 81745AAA5 - - 661,700 $594,967 $594,967 0.01 $592,945
MHC Commercial Mortgage Trust 2021-MHC A 5.066442% 15-APR-2038, 5.07%, 04/15/38 MHC 2021-MHC 55316VAA2 - - 586,117 $587,967 $587,967 0.01 $585,493
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA2 M1A 5.65603% 25-FEB-2042, 5.66%, 02/25/42 STACR 2022-DNA2 35564KRE1 - - 579,005 $581,698 $581,698 0.01 $579,878
Connecticut Avenue Securities, Series 2021-R03 1M1 5.20603% 25-DEC-2041, 5.21%, 12/25/41 CAS 2021-R03 20754AAA1 - - 546,017 $547,259 $547,259 0.01 $545,679
FHLMC 15yr Pool#SB0116 2.500% 01-Nov-2034, 2.50%, 11/01/34 FR 3132CWDV3 - - 524,367 $516,758 $516,758 0.01 $499,872
FNMA 30yr Pool#AZ0869 4.000% 01-Jul-2045, 4.00%, 07/01/45 FN 3138YR6F0 - - 521,481 $513,680 $513,680 0.01 $507,961
FHLMC 30yr Pool#SL0208 5.000% 01-Dec-2054, 5.00%, 12/01/54 FR 31427MGS4 - - - $513,393 $513,393 0.01 $0
Tricolor Auto Securitization Trust 2024-1 A 6.61% 15-OCT-2027, 6.61%, 10/15/27 TAST 2024-1A 89616LAA0 - - 524,513 $510,530 $510,530 0.01 $510,530
Reach ABS Trust 2024-1 A 6.3% 15-FEB-2031, 6.30%, 02/18/31 REACH 2024-1A 75526PAA9 - - 502,461 $506,151 $506,151 0.01 $503,513
FHLMC 30yr Pool#SL1760 5.000% 01-Jul-2055, 5.00%, 07/01/55 FR 31427N5W5 - - - $476,378 $476,378 0.01 $0
FHLMC 30yr Pool#QD9191 3.500% 01-Apr-2052, 3.50%, 04/01/52 FR 3133B7F86 - - 501,655 $473,530 $473,530 0.01 $470,216
Towd Point Mortgage Trust 2024-CES2 A1B 6.35% 25-FEB-2064, 6.35%, 02/25/64 TPMT 2024-CES2 89182JAB7 - - 461,561 $469,718 $469,718 0.01 $466,135
FHLMC 30yr Pool#SD1414 4.000% 01-Oct-2050, 4.00%, 10/01/50 FR 3132DNSB0 - - 438,774 $426,706 $426,706 0.01 $422,770
FNMA 30yr Pool#CB4329 3.500% 01-Jul-2052, 3.50%, 07/01/52 FN 3140QPY35 - - 443,826 $419,083 $419,083 0.01 $416,183
JP Morgan Mortgage Trust 2015-4 AM 3.0% 25-JUN-2045, 3.00%, 06/25/45 JPMMT 2015-4 46644VBP0 - - 470,334 $413,640 $413,640 0.01 $411,915
FNMA 30yr Pool#CA4646 3.000% 01-Feb-2048, 3.00%, 02/01/48 FN 3140QCEU6 - - 436,060 $402,890 $402,890 0.01 $399,814
FNMA 30yr Pool#BV6879 4.500% 01-Apr-2052, 4.50%, 04/01/52 FN 3140MLUD0 - - 406,658 $402,515 $402,515 0.01 $399,675
FHLMC 30yr Pool#QG3397 6.000% 01-May-2053, 6.00%, 05/01/53 FR 3133C3X27 - - 375,757 $390,411 $390,411 0.01 $387,088
FNMA 30yr Pool#BV7632 4.500% 01-Apr-2052, 4.50%, 04/01/52 FN 3140MMPS1 - - 367,470 $363,731 $363,731 0.01 $361,161
FHLMC 30yr Pool#QA8274 3.500% 01-Mar-2050, 3.50%, 03/01/50 FR 3133A3FP8 - - 389,009 $363,228 $363,228 0.01 $360,802
FNMA 30yr Pool#FM3447 4.000% 01-Nov-2049, 4.00%, 11/01/49 FN 3140X6ZM6 - - 359,916 $355,078 $355,078 0.01 $347,774
FHLMC 30yr Pool#SD1966 4.000% 01-Nov-2052, 4.00%, 11/01/52 FR 3132DPFF0 - - 332,691 $322,422 $322,422 0.00 $317,833
FHLMC 30yr Pool#ZN6461 4.000% 01-May-2049, 4.00%, 05/01/49 FR 3131YDFA7 - - 325,599 $322,175 $322,175 0.00 $314,020
FNMA 30yr Pool#CB9642 5.000% 01-Dec-2054, 5.00%, 12/01/54 FN 3140QVWC4 - - - $315,768 $315,768 0.00 $0
FNMA 30yr Pool#AR9225 3.000% 01-Mar-2043, 3.00%, 03/01/43 FN 3138W7HB3 - - 330,688 $314,707 $314,707 0.00 $305,340
FHLMC 30yr Pool#ZT0391 4.000% 01-Nov-2047, 4.00%, 11/01/47 FR 3132ACNG1 - - 301,133 $295,319 $295,319 0.00 $292,957
FNMA 30yr Pool#FS2548 4.000% 01-Mar-2051, 4.00%, 03/01/51 FN 3140XHZN0 - - 302,753 $294,849 $294,849 0.00 $291,710
FHLMC 30yr Pool#QA5150 4.500% 01-Dec-2049, 4.50%, 12/01/49 FR 31346YWK5 - - 294,396 $293,922 $293,922 0.00 $291,719
FNMA 30yr Pool#FS2238 4.000% 01-Mar-2051, 4.00%, 03/01/51 FN 3140XHPY7 - - 295,202 $289,016 $289,016 0.00 $284,924
FNMA 30yr Pool#AS8649 3.000% 01-Jan-2047, 3.00%, 01/01/47 FN 3138WJTF5 - - 306,455 $284,207 $284,207 0.00 $279,502
Fannie Mae REMIC Trust 2017-9 VL 3.0% 25-JUL-2028, 3.00%, 07/25/28 FNR 2017-9 3136AVYH6 - - 263,867 $270,285 $270,285 0.00 $261,271
FNMA 30yr Pool#BN3899 4.000% 01-Dec-2048, 4.00%, 12/01/48 FN 3140JLKM5 - - 270,800 $263,381 $263,381 0.00 $261,371
FHLMC 30yr Pool#QA1615 3.500% 01-Aug-2049, 3.50%, 08/01/49 FR 31334XYL7 - - 271,649 $255,505 $255,505 0.00 $253,620
FHLMC 30yr Pool#ZN4240 4.500% 01-Dec-2048, 4.50%, 12/01/48 FR 3131YAV98 - - 250,075 $251,230 $251,230 0.00 $249,133
FNMA 30yr Pool#CB9966 5.000% 01-Feb-2055, 5.00%, 02/01/55 FN 3140QWCC4 - - - $250,626 $250,626 0.00 $0
FNMA 30yr Pool#FS9794 5.000% 01-Nov-2054, 5.00%, 11/01/54 FN 3140XR3C7 - - - $245,818 $245,818 0.00 $0
Fannie Mae REMIC Trust 2012-126 SY 0.0% 25-NOV-2042, 0.00%, 11/25/42 FNR 2012-126 3136A9ZR2 - - 473,554 $239,284 $239,284 0.00 $239,284
FNMA 30yr Pool#MA3908 4.500% 01-Jan-2050, 4.50%, 01/01/50 FN 31418DKW1 - - 237,105 $238,664 $238,664 0.00 $234,952
FHLMC 15yr Pool#SB0040 2.500% 01-Dec-2033, 2.50%, 12/01/33 FR 3132CWBH6 - - 239,330 $237,516 $237,516 0.00 $231,580
FNMA 30yr Pool#MA3687 4.000% 01-Jun-2049, 4.00%, 06/01/49 FN 31418DCZ3 - - 235,116 $229,469 $229,469 0.00 $226,540
FNMA 30yr Pool#BW0081 4.500% 01-Apr-2052, 4.50%, 04/01/52 FN 3140MRCT2 - - 229,906 $227,508 $227,508 0.00 $225,923
FNMA 30yr Pool#BE3616 4.000% 01-May-2047, 4.00%, 05/01/47 FN 3140FPAS8 - - 228,429 $226,259 $226,259 0.00 $222,490
FNMA 30yr Pool#MA1327 3.000% 01-Jan-2043, 3.00%, 01/01/43 FN 31418APM4 - - 240,351 $223,669 $223,669 0.00 $221,631
GNMA II 30yr Pool#MA5192 4.000% 20-May-2048, 4.00%, 05/20/48 G2 36179TXV2 - - 218,173 $214,554 $214,554 0.00 $210,990
FNMA 30yr Pool#BO9819 4.500% 01-Dec-2049, 4.50%, 12/01/49 FN 3140K54D6 - - 210,191 $209,919 $209,919 0.00 $208,279
FHLMC 30yr Pool#RA1088 4.500% 01-Jul-2049, 4.50%, 07/01/49 FR 3133KGF52 - - 204,004 $203,656 $203,656 0.00 $202,146
FHLMC 30yr Pool#SD8040 4.500% 01-Jan-2050, 4.50%, 01/01/50 FR 3132DV4Z5 - - 179,630 $183,562 $183,562 0.00 $177,999
FNMA 30yr Pool#AB6280 3.000% 01-Sep-2042, 3.00%, 09/01/42 FN 31417C6S9 - - 194,980 $181,542 $181,542 0.00 $179,794
FHLMC 30yr Pool#SD6982 5.000% 01-Nov-2054, 5.00%, 11/01/54 FR 3132DUXK8 - - - $180,792 $180,792 0.00 $0
FNMA 30yr Pool#BO2983 3.000% 01-Sep-2049, 3.00%, 09/01/49 FN 3140JXJ58 - - 194,780 $178,847 $178,847 0.00 $177,474
FNMA 30yr Pool#CA4185 4.500% 01-Sep-2049, 4.50%, 09/01/49 FN 3140QBUK2 - - 176,574 $176,321 $176,321 0.00 $174,966
FNMA 30yr Pool#CA4035 4.500% 01-Aug-2049, 4.50%, 08/01/49 FN 3140QBPV4 - - 171,826 $171,529 $171,529 0.00 $170,261
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 $165,143 $165,143 0.00 $164,256
FNMA 30yr Pool#BV7132 4.500% 01-Apr-2052, 4.50%, 04/01/52 FN 3140ML4S6 - - 161,854 $160,172 $160,172 0.00 $159,050
FHLMC 30yr Pool#ZT1320 4.000% 01-Nov-2048, 4.00%, 11/01/48 FR 3132ADPD4 - - 162,690 $159,414 $159,414 0.00 $157,026
FHLMC 30yr Pool#ZA7158 4.500% 01-Jun-2049, 4.50%, 06/01/49 FR 31329Q5T4 - - 157,752 $157,236 $157,236 0.00 $155,927
FNMA 30yr Pool#AB7563 3.000% 01-Jan-2043, 3.00%, 01/01/43 FN 31417EMM0 - - 167,651 $156,823 $156,823 0.00 $155,365
FNMA 30yr Pool#FS2546 4.000% 01-Mar-2051, 4.00%, 03/01/51 FN 3140XHZL4 - - 154,406 $150,429 $150,429 0.00 $149,030
GNMA II 30yr Pool#MA5753 4.000% 20-Feb-2049, 4.00%, 02/20/49 G2 36179UMA7 - - 145,834 $137,935 $137,935 0.00 $136,928
FNMA 30yr Pool#MA1229 3.000% 01-Oct-2042, 3.00%, 10/01/42 FN 31418ALK2 - - 145,860 $136,272 $136,272 0.00 $135,042
FNMA 30yr Pool#BW0072 4.500% 01-Apr-2052, 4.50%, 04/01/52 FN 3140MRCJ4 - - 136,507 $135,090 $135,090 0.00 $134,142
FNMA 30yr Pool#BV7131 4.500% 01-Apr-2052, 4.50%, 04/01/52 FN 3140ML4R8 - - 129,268 $127,926 $127,926 0.00 $127,028
GNMA II 30yr Pool#BF6874 4.500% 20-Jul-2048, 4.50%, 07/20/48 G2 3617GDT77 - - 127,023 $126,418 $126,418 0.00 $125,402
GNMA II 30yr Pool#MA5866 4.000% 20-Apr-2049, 4.00%, 04/20/49 G2 36179UQT2 - - 132,719 $125,994 $125,994 0.00 $125,033
FNMA 20yr Pool#AB9283 3.000% 01-Apr-2038, 3.00%, 04/01/38 FN 31417GJ56 - - 132,770 $124,818 $124,818 0.00 $123,151
FNMA 30yr Pool#FS9909 5.000% 01-Nov-2054, 5.00%, 11/01/54 FN 3140XSAK9 - - - $116,996 $116,996 0.00 $0
FNMA 30yr Pool#BM3282 3.500% 01-Dec-2047, 3.50%, 12/01/47 FN 3140J7UG8 - - 114,888 $111,145 $111,145 0.00 $108,873
GNMA II 30yr Pool#BK5879 4.500% 20-Nov-2048, 4.50%, 11/20/48 G2 3617J6Q80 - - 111,629 $109,587 $109,587 0.00 $108,760
FNMA 30yr Pool#CA3683 4.500% 01-Jun-2049, 4.50%, 06/01/49 FN 3140QBCV8 - - 109,005 $108,840 $108,840 0.00 $108,012
FHLMC 30yr Pool#ZT1633 4.000% 01-Mar-2047, 4.00%, 03/01/47 FR 3132ADY69 - - 110,356 $108,510 $108,510 0.00 $107,486
FHLMC 30yr Pool#QE0318 4.500% 01-Mar-2052, 4.50%, 03/01/52 FR 3133B9K78 - - 108,383 $107,286 $107,286 0.00 $106,522
FNMA 30yr Pool#CA0108 3.500% 01-Aug-2047, 3.50%, 08/01/47 FN 3140Q7DN4 - - 106,867 $102,407 $102,407 0.00 $101,272
FHLMC 30yr Pool#ZM7577 4.500% 01-Aug-2048, 4.50%, 08/01/48 FR 3131Y2M21 - - 100,110 $100,188 $100,188 0.00 $99,426
Fannie Mae REMIC Trust 2013-130 FN 4.82051% 25-OCT-2042, 4.82%, 10/25/42 FNR 2013-130 3136AHG53 - - 93,602 $92,794 $92,794 0.00 $92,543
FNMA 30yr Pool#BJ8459 3.000% 01-Aug-2049, 3.00%, 08/01/49 FN 3140HAMH0 - - 99,941 $89,808 $89,808 0.00 $88,896
FREED ABS Trust 2021-3FP D 2.37% 18-NOV-2028, 2.37%, 11/20/28 FREED 2021-3FP 30322MAD1 - - 85,217 $85,369 $85,369 0.00 $85,217
FNMA 30yr Pool#BO4113 3.000% 01-Aug-2049, 3.00%, 08/01/49 FN 3140JYSB3 - - 90,994 $81,533 $81,533 0.00 $80,938
FHLMC 30yr Pool#ZM7926 5.000% 01-Sep-2048, 5.00%, 09/01/48 FR 3131Y2YX0 - - 77,858 $79,388 $79,388 0.00 $78,750
Sequoia Mortgage Trust 2019-CH3 A19 4.0% 25-OCT-2049, 4.00%, 09/25/49 SEMT 2019-CH3 81748GBN0 - - 83,822 $78,769 $78,769 0.00 $78,359
FHLMC 30yr Pool#QA2159 3.000% 01-Aug-2049, 3.00%, 08/01/49 FR 31334YMG9 - - 82,889 $74,260 $74,260 0.00 $73,728
FNMA 30yr Pool#MA1447 3.000% 01-May-2043, 3.00%, 05/01/43 FN 31418ATD0 - - 77,582 $72,450 $72,450 0.00 $71,636
FNMA 30yr Pool#AS8547 3.000% 01-Nov-2046, 3.00%, 11/01/46 FN 3138WJP93 - - 71,727 $65,604 $65,604 0.00 $65,136
Prosper Marketplace Issuance Trust, Series 2024-1 A 6.12% 15-AUG-2029, 6.12%, 08/15/29 PMIT 2024-1A 74363CAA7 - - 63,830 $64,155 $64,155 0.00 $63,830
FNMA 30yr Pool#BD2453 3.000% 01-Jan-2047, 3.00%, 01/01/47 FN 3140F9WP6 - - 68,644 $63,873 $63,873 0.00 $62,929
Fannie Mae REMIC Trust 2010-109 BS 6.28056% 25-OCT-2040, 6.28%, 10/25/40 FNR 2010-109 31398NTM6 - - 41,248 $61,256 $61,256 0.00 $60,962
Fannie Mae REMIC Trust 2006-20 GF 4.82051% 25-APR-2036, 4.82%, 04/25/36 FNR 2006-20 31395BU43 - - 55,844 $55,557 $55,557 0.00 $55,408
FHLMC 15yr Pool#ZK8962 3.000% 01-Sep-2032, 3.00%, 09/01/32 FR 3131XC5X1 - - 54,127 $54,721 $54,721 0.00 $52,793
FHLMC 15yr Pool#ZS7403 3.000% 01-May-2031, 3.00%, 05/01/31 FR 3132A8GL7 - - 50,422 $50,981 $50,981 0.00 $49,481
Freddie Mac Multiclass Certificates, Series 3380 FM 5.07656% 15-OCT-2037, 5.08%, 10/15/37 FHR 3380 31397KTJ0 - - 44,912 $45,055 $45,055 0.00 $44,865
FNMA 15yr Pool#BO5957 3.000% 01-Dec-2034, 3.00%, 12/01/34 FN 3140K1TP1 - - 44,457 $43,667 $43,667 0.00 $43,088
Freddie Mac Multiclass Certificates, Series 3721 FB 4.98656% 15-SEP-2040, 4.99%, 09/15/40 FHR 3721 3137GAD20 - - 43,368 $43,477 $43,477 0.00 $43,297
FNMA 30yr Pool#BO1857 4.500% 01-Aug-2049, 4.50%, 08/01/49 FN 3140JWB33 - - 42,947 $42,882 $42,882 0.00 $42,557
Ginnie Mae REMIC Trust 2008-013 FB 4.9549% 20-FEB-2038, 4.75%, 02/20/38 GNR 2008-13 38375PNL1 - - 40,237 $40,296 $40,296 0.00 $40,158
FNMA 15yr Pool#BO7717 3.000% 01-Nov-2034, 3.00%, 11/01/34 FN 3140K3SF0 - - 33,555 $37,104 $37,104 0.00 $32,591
FNMA 30yr Pool#BC0870 3.500% 01-Jan-2046, 3.50%, 01/01/46 FN 3140EU6G9 - - 37,850 $36,005 $36,005 0.00 $35,707
FHLMC 15yr Pool#ZK9163 3.000% 01-Jan-2033, 3.00%, 01/01/33 FR 3131XDFC4 - - 32,123 $31,903 $31,903 0.00 $31,316
Ginnie Mae REMIC Trust 2007-040 FG 4.7749% 20-JUL-2037, 4.57%, 07/20/37 GNR 2007-40 38375KZS4 - - 30,918 $30,733 $30,733 0.00 $30,631
Ginnie Mae REMIC Trust 2004-069 CF 4.8549% 20-JUL-2034, 4.65%, 07/20/34 GNR 2004-69 38374JAT3 - - 26,822 $26,853 $26,853 0.00 $26,766
Fannie Mae REMIC Trust 2013-2 QF 4.97051% 25-FEB-2043, 4.97%, 02/25/43 FNR 2013-2 3136AB4P5 - - 24,521 $24,543 $24,543 0.00 $24,475
Ginnie Mae REMIC Trust 2007-059 FA 4.9549% 20-OCT-2037, 4.75%, 10/20/37 GNR 2007-59 38375LPU8 - - 24,533 $24,535 $24,535 0.00 $24,454
Ginnie Mae REMIC Trust 2010-133 FD 4.69141% 16-OCT-2040, 4.69%, 10/16/40 GNR 2010-133 38377MHV1 - - 23,979 $24,050 $24,050 0.00 $23,960
FHLMC 30yr Pool#ZN2165 4.500% 01-Dec-2048, 4.50%, 12/01/48 FR 3131Y8MN2 - - 23,477 $23,674 $23,674 0.00 $23,479
Ginnie Mae REMIC Trust 2008-016 FC 4.9549% 20-FEB-2038, 4.75%, 02/20/38 GNR 2008-16 383742FU2 - - 19,701 $19,729 $19,729 0.00 $19,664
Ginnie Mae REMIC Trust 2007-037 FW 4.7649% 20-JUN-2037, 4.56%, 06/20/37 GNR 2007-37 38375KNR9 - - 19,647 $19,533 $19,533 0.00 $19,471
Ginnie Mae REMIC Trust 2004-059 FP 4.56141% 16-AUG-2034, 4.56%, 08/16/34 GNR 2004-59 38374HYS3 - - 19,408 $19,404 $19,404 0.00 $19,333
Ginnie Mae REMIC Trust 2005-065 FA 4.6049% 20-AUG-2035, 4.40%, 08/20/35 GNR 2005-65 38374LL25 - - 18,939 $18,750 $18,750 0.00 $18,692
Freddie Mac Multiclass Certificates, Series 2426 FL 5.13656% 15-MAR-2032, 5.14%, 03/15/32 FHR 2426 31339W7G5 - - 17,292 $17,426 $17,426 0.00 $17,352
Fannie Mae REMIC Trust 2002-53 FK 4.87051% 25-APR-2032, 4.87%, 04/25/32 FNR 2002-53 31392EHN3 - - 17,127 $17,114 $17,114 0.00 $17,068
FHLMC 30yr Pool#ZT0252 3.000% 01-Dec-2047, 3.00%, 12/01/47 FR 3132ACH52 - - 17,325 $16,051 $16,051 0.00 $15,883
Ginnie Mae REMIC Trust 2005-048 AF 4.6549% 20-JUN-2035, 4.45%, 06/20/35 GNR 2005-48 38374LHM6 - - 16,130 $16,029 $16,029 0.00 $15,979
Fannie Mae REMIC Trust 2005-83 KT 4.77051% 25-OCT-2035, 4.77%, 10/25/35 FNR 2005-83 31394FUL7 - - 14,920 $14,853 $14,853 0.00 $14,813
Fannie Mae REMIC Trust 2007-89 GF 4.99051% 25-SEP-2037, 4.99%, 09/25/37 FNR 2007-89 31396XPM0 - - 14,088 $14,133 $14,133 0.00 $14,094
Freddie Mac Multiclass Certificates, Series 2551 FD 4.88656% 15-JAN-2033, 4.89%, 01/15/33 FHR 2551 31393JAZ1 - - 12,595 $12,621 $12,621 0.00 $12,570
Ginnie Mae REMIC Trust 2012-075 FP 4.7549% 20-JUL-2041, 4.55%, 07/20/41 GNR 2012-75 38378EZ55 - - 12,006 $12,003 $12,003 0.00 $11,966
FHLMC 30yr Pool#ZM2269 3.000% 01-Dec-2046, 3.00%, 12/01/46 FR 3131XVQW8 - - 12,613 $11,651 $11,651 0.00 $11,556
Ginnie Mae REMIC Trust 2007-061 FA 4.9549% 20-OCT-2037, 4.75%, 10/20/37 GNR 2007-61 38375LLN8 - - 10,205 $10,206 $10,206 0.00 $10,172
Freddie Mac Multiclass Certificates, Series 2410, excluding Group 6 FX 4.83656% 15-FEB-2032, 4.84%, 02/15/32 FHR 2410 31339NJN7 - - 9,977 $9,977 $9,977 0.00 $9,937
Fannie Mae REMIC Trust 2010-123 FL 4.90051% 25-NOV-2040, 4.90%, 11/25/40 FNR 2010-123 31398N2W3 - - 9,599 $9,581 $9,581 0.00 $9,555
FNMA 15yr Pool#AS8207 2.500% 01-Oct-2031, 2.50%, 10/01/31 FN 3138WJDM7 - - 9,598 $9,578 $9,578 0.00 $9,293
GNMA II 30yr Pool#BK6072 5.000% 20-Jan-2049, 5.00%, 01/20/49 G2 3617J6W91 - - 9,055 $9,249 $9,249 0.00 $9,155
Fannie Mae REMIC Trust 2003-87 FG 4.97051% 25-SEP-2033, 4.97%, 09/25/33 FNR 2003-87 31393E4W6 - - 8,772 $8,788 $8,788 0.00 $8,763
Freddie Mac Multiclass Certificates, Series 3028 FM 4.73656% 15-SEP-2035, 4.74%, 09/15/35 FHR 3028 31396AFB5 - - 8,766 $8,756 $8,756 0.00 $8,721
FNMA 15yr Pool#BM1036 2.500% 01-Feb-2032, 2.50%, 02/01/32 FN 3140J5EJ4 - - 8,383 $8,336 $8,336 0.00 $8,115
FNMA 15yr Pool#AS7643 2.500% 01-Aug-2031, 2.50%, 08/01/31 FN 3138WHP55 - - 8,286 $8,247 $8,247 0.00 $8,025
Freddie Mac Multiclass Certificates, Series 3738 FD 4.78656% 15-AUG-2040, 4.79%, 08/15/40 FHR 3738 3137GAYQ4 - - 7,984 $8,010 $8,010 0.00 $7,978
Fannie Mae REMIC Trust 2012-100 FG 4.87051% 25-SEP-2042, 4.87%, 09/25/42 FNR 2012-100 3136A8QW3 - - 7,671 $7,609 $7,609 0.00 $7,589
Fannie Mae REMIC Trust 2002-16 VF 5.02051% 25-APR-2032, 5.02%, 04/25/32 FNR 2002-16 31392CWW0 - - 7,480 $7,503 $7,503 0.00 $7,482
Ginnie Mae REMIC Trust 2007-018 FD 4.7549% 20-APR-2037, 4.55%, 04/20/37 GNR 2007-18 38375JC86 - - 7,086 $7,039 $7,039 0.00 $7,017
FHLMC 15yr Pool#ZK8405 2.500% 01-Dec-2031, 2.50%, 01/22/31 FR 3131XCKS5 - - 7,092 $7,027 $7,027 0.00 $6,859
Ginnie Mae REMIC Trust 2010-006 FG 4.86141% 16-JAN-2040, 4.86%, 01/16/40 GNR 2010-6 38376TSC7 - - 6,919 $6,960 $6,960 0.00 $6,933
Fannie Mae REMIC Trust 2010-95 FB 4.87051% 25-SEP-2040, 4.87%, 09/25/40 FNR 2010-95 31398NEX8 - - 6,323 $6,317 $6,317 0.00 $6,300
RCKT Mortgage Trust 2025-CES1 A1A 5.653% 25-JAN-2045, 5.65%, 01/25/45 RCKT 2025-CES1 A1 749427AA8 - - - $6,070 $6,070 0.00 $0
FNMA 30yr Pool#MA3694 4.500% 01-Jul-2049, 4.50%, 07/01/49 FN 31418DC83 - - 4,507 $4,518 $4,518 0.00 $4,466
Ginnie Mae REMIC Trust 1999-27 FE 4.66141% 16-AUG-2029, 4.66%, 08/16/29 GNR 1999-27 3837H2WA3 - - 2,669 $2,679 $2,679 0.00 $2,666
FHLMC 30yr Pool#ZN0650 3.000% 01-Mar-2043, 3.00%, 03/01/43 FR 3131Y6WK1 - - 2,200 $2,047 $2,047 0.00 $2,031
Freddie Mac Multiclass Certificates, Series 2469 FE 4.98656% 15-JUL-2032, 4.99%, 07/15/32 FHR 2469 31392RC58 - - 1,869 $1,875 $1,875 0.00 $1,867
Ginnie Mae REMIC Trust 2010-125 VF 4.8049% 20-JUN-2040, 4.60%, 06/20/40 GNR 2010-125 38377JYJ6 - - 373.00 $372 $372 0.00 $371
US ULTRA BOND CBT Dec25 DEC 25 WNZ5 FUTURES_USD - -309.00 $-37,794,562 $0 0.00 $0
US 10yr Ultra Fut Dec25 DEC 25 UXYZ5 FUTURES_USD - -1,271 $-147,674,312 $0 0.00 $0
US 10YR NOTE (CBT)Dec25 DEC 25 TYZ5 FUTURES_USD - -230.00 $-26,083,438 $0 0.00 $0
US 5YR NOTE (CBT) Dec25 DEC 25 FVZ5 FUTURES_USD - 3,000 $329,250,000 $0 0.00 $0
UMBS TBA 30yr 3.5% November Delivery, 3.50%, 11/13/25 FNCL 01F0326B5 - - -95,653,000 $-88,218,275 $-88,218,275 -1.35 $-88,218,275
UMBS TBA 30yr 5.5% November Delivery, 5.50%, 11/13/25 FNCL 01F0526B3 - - -384,035,400 $-388,313,554 $-388,313,554 -5.93 $-388,313,554
UMBS TBA 30yr 5% November Delivery, 5.00%, 11/13/25 FNCL 01F0506B7 - - -472,801,826 $-471,405,642 $-471,405,642 -7.20 $-471,405,642
UMBS TBA 30yr 4.5% November Delivery, 4.50%, 11/13/25 FNCL 01F0426B4 - - -508,608,342 $-496,973,926 $-496,973,926 -7.60 $-496,973,926
UMBS TBA 30yr 6% November Delivery, 6.00%, 11/13/25 FNCL 01F0606B6 - - -490,162,167 $-501,239,832 $-501,239,832 -7.66 $-501,239,832
UMBS TBA 30yr 4% November Delivery, 4.00%, 11/13/25 FNCL 01F0406B8 - - -741,596,155 $-704,889,370 $-704,889,370 -10.77 $-704,889,370
SEGREGATED CASH SEGCASH - $0.00 6,054,682 $6,054,682 $6,054,682 0.09 $6,054,682
ALMSUM ALMSUM - $0.00 - $0 $0 0.00 $0
US DOLLARS USD MD_142224 - - -1,624,072,594 $-1,624,072,594 $-1,624,072,594 -24.82 $-1,624,072,594
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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