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For Institutional Investors in the US

Mortgage-Backed Securities ETF Holdings

Full Portfolio Holdings

(As of October 24, 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 $1,466,156,480 $1,466,156,480 22.11 $1,466,156,480
UMBS TBA 30yr 3% November Delivery, 3.00%, 11/13/25 FNCL 01F0306B9 - - 688,979,354 $615,202,067 $615,202,067 9.28 $615,202,067
GNMA II TBA 30yr 5% November Delivery, 5.00%, 11/20/25 G2SF 21H0506B3 - - 411,201,194 $410,601,251 $410,601,251 6.20 $410,601,251
GNMA II TBA 30yr 2.5% November Delivery, 2.50%, 11/20/25 G2SF 21H0226B2 - - 443,715,414 $387,727,403 $387,727,403 5.85 $387,727,403
UMBS TBA 30yr 2% November Delivery, 2.00%, 11/13/25 FNCL 01F0206B0 - - 402,248,255 $329,556,364 $329,556,364 4.98 $329,556,364
UMBS TBA 30yr 5% November Delivery, 5.00%, 11/13/25 FNCL 01F0506B7 - - 265,391,000 $264,993,444 $264,993,444 4.00 $264,993,444
FNMA 30yr Pool#CC1013 5.500% 01-Sep-2055, 5.50%, 09/01/55 FN 3140Y7DT2 - - 215,071,974 $220,346,997 $220,346,997 3.33 $219,492,683
FNMA 30yr Pool#CC0839 6.000% 01-Aug-2055, 6.00%, 08/01/55 FN 3140Y64Z0 - - 197,081,360 $205,992,428 $205,992,428 3.12 $203,578,909
FNMA 30yr Pool#CB9430 5.500% 01-Nov-2054, 5.50%, 11/01/54 FN 3140QVPQ1 - - 188,248,183 $194,154,719 $194,154,719 2.94 $191,954,433
GNMA II TBA 30yr 5.5% November Delivery, 5.50%, 11/20/25 G2SF 21H0526B9 - - 183,586,000 $185,274,991 $185,274,991 2.80 $185,274,991
GNMA II TBA 30yr 3% November Delivery, 3.00%, 11/20/25 G2SF 21H0306B5 - - 203,159,962 $184,232,361 $184,232,361 2.79 $184,232,361
Fannie Mae REMIC Trust 2025-12 FC 5.45603% 25-MAR-2055, 5.46%, 03/25/55 FNR 2025-12 3136BVFC7 - - 157,030,627 $157,930,604 $157,930,604 2.39 $157,165,507
UMBS TBA 30yr 4.5% November Delivery, 4.50%, 11/13/25 FNCL 01F0426B4 - - 153,700,000 $150,595,106 $150,595,106 2.28 $150,595,106
FNMA 30yr Pool#FS7252 5.000% 01-Nov-2053, 5.00%, 11/01/53 FN 3140XPBW8 - - 145,351,107 $148,014,802 $148,014,802 2.24 $145,753,590
FNMA 30yr Pool#FA2033 6.000% 01-Jul-2054, 6.00%, 07/01/54 FN 3140W2HK0 - - 135,672,019 $144,876,059 $144,876,059 2.19 $140,138,980
UMBS TBA 30yr 6.5% November Delivery, 6.50%, 11/13/25 FNCL 01F0626B2 - - 139,226,000 $144,175,484 $144,175,484 2.18 $144,175,484
GNMA II TBA 30yr 3.5% November Delivery, 3.50%, 11/20/25 G2SF 21H0326B1 - - 147,859,377 $136,486,625 $136,486,625 2.07 $136,486,625
GNMA II TBA 30yr 4.5% November Delivery, 4.50%, 11/20/25 G2SF 21H0426B0 - - 127,692,488 $125,165,964 $125,165,964 1.90 $125,165,964
FNMA 30yr Pool#FA2754 4.500% 01-Jan-2049, 4.50%, 01/01/49 FN 3140W3BY4 - - 118,971,129 $121,239,540 $121,239,540 1.83 $118,430,377
FNMA 30yr Pool#FS1133 4.000% 01-Oct-2051, 4.00%, 10/01/51 FN 3140XGHK8 - - 115,349,151 $113,608,054 $113,608,054 1.71 $111,683,631
FHLMC 30yr Pool#SL0335 5.500% 01-Feb-2055, 5.50%, 02/01/55 FR 31427MLR0 - - 105,727,919 $110,029,802 $110,029,802 1.66 $107,559,480
GNMA II TBA 30yr 4% November Delivery, 4.00%, 11/20/25 G2SF 21H0406B4 - - 114,954,688 $109,442,496 $109,442,496 1.65 $109,442,496
FNMA 30yr Pool#FM7460 4.000% 01-Mar-2051, 4.00%, 03/01/51 FN 3140XBJE1 - - 108,289,085 $106,437,932 $106,437,932 1.60 $104,847,917
FHLMC 30yr Pool#SD5238 5.500% 01-Apr-2054, 5.50%, 04/01/54 FR 3132DSZB1 - - 101,712,037 $104,613,592 $104,613,592 1.58 $104,209,569
Freddie Mac Multiclass Certificates, Series 5544 FC 5.35603% 25-JUN-2055, 5.36%, 06/25/55 FHR 5544 3137HLNP3 - - 90,516,252 $91,176,117 $91,176,117 1.37 $90,742,918
FHLMC 30yr Pool#SL2464 4.500% 01-Dec-2048, 4.50%, 12/01/48 FR 31427PW26 - - 84,995,690 $85,421,319 $85,421,319 1.29 $84,609,365
FHLMC 30yr Pool#SD1046 4.000% 01-Jul-2052, 4.00%, 07/01/52 FR 3132DNET6 - - 82,668,452 $81,039,981 $81,039,981 1.22 $79,802,143
UMBS TBA 30yr 5.5% November Delivery, 5.50%, 11/13/25 FNCL 01F0526B3 - - 80,000,000 $80,996,800 $80,996,800 1.22 $80,996,800
FHLMC 30yr Pool#RJ4363 5.500% 01-Jun-2055, 5.50%, 06/01/55 FR 3142GUZ55 - - 76,654,284 $79,830,534 $79,830,534 1.20 $78,874,954
FNMA 30yr Pool#FS8993 6.000% 01-Jul-2054, 6.00%, 07/01/54 FN 3140XQ7F8 - - 70,730,371 $76,066,737 $76,066,737 1.15 $72,908,398
FNMA 30yr Pool#FA0574 5.500% 01-Jan-2055, 5.50%, 01/01/55 FN 3140W0T88 - - 71,438,973 $74,910,547 $74,910,547 1.13 $73,508,858
FHLMC 30yr Pool#SL2435 6.500% 01-Feb-2055, 6.50%, 02/01/55 FR 31427PV50 - - 60,569,670 $63,436,979 $63,436,979 0.96 $63,152,638
FHLMC 30yr Pool#SL1188 5.500% 01-Apr-2055, 5.50%, 04/01/55 FR 31427NKA6 - - 59,459,763 $61,977,203 $61,977,203 0.93 $61,099,422
FHLMC 30yr Pool#QX7566 5.500% 01-Mar-2055, 5.50%, 03/01/55 FR 31426DMQ2 - - 56,285,904 $57,929,158 $57,929,158 0.87 $57,376,477
Fannie Mae REMIC Trust 2025-9 FA 5.55603% 25-MAR-2055, 5.56%, 03/25/55 FNR 2025-9 3136BVDC9 - - 50,937,018 $51,302,321 $51,302,321 0.77 $51,049,050
Fannie Mae Pool|5.5|10/01/2055, 5.50%, 10/01/55 FN 3140W3PN3 - - 49,106,687 $50,717,837 $50,717,837 0.76 $50,522,774
FNMA 30yr Pool#CB9613 5.500% 01-Dec-2054, 5.50%, 12/01/54 FN 3140QVVF8 - - 48,172,422 $49,762,044 $49,762,044 0.75 $49,120,845
FHLMC 30yr Pool#SL1146 5.000% 01-Mar-2055, 5.00%, 03/01/55 FR 31427NHY8 - - 47,904,272 $48,459,176 $48,459,176 0.73 $48,023,836
FHLMC 30yr Pool#SD7343 5.500% 01-Jan-2055, 5.50%, 01/01/55 FR 3132DVEQ4 - - 45,978,932 $48,164,009 $48,164,009 0.73 $47,239,720
FNMA 30yr Pool#FS9779 5.500% 01-Nov-2054, 5.50%, 11/01/54 FN 3140XR2M6 - - 43,484,588 $45,394,243 $45,394,243 0.68 $44,675,790
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 - - 43,256,272 $45,058,925 $45,058,925 0.68 $44,747,248
FHLMC 30yr Pool#SL0046 6.000% 01-Jan-2055, 6.00%, 01/01/55 FR 31427MBQ3 - - 40,372,386 $43,590,686 $43,590,686 0.66 $41,615,934
FNMA 40yr Pool#BF0646 2.500% 01-Jun-2062, 2.50%, 06/01/62 FN 3140FXWG3 - - 49,569,642 $42,678,299 $42,678,299 0.64 $42,136,906
FNMA 30yr Pool#FS8121 4.000% 01-Jul-2052, 4.00%, 07/01/52 FN 3140XQAX5 - - 43,491,222 $42,677,566 $42,677,566 0.64 $41,932,278
FNMA 30yr Pool#FA1951 6.000% 01-Jun-2055, 6.00%, 06/01/55 FN 3140W2EZ0 - - 40,492,659 $42,649,810 $42,649,810 0.64 $41,781,953
PMT LOAN TRUST 2025-J3 FLTG 2056 A3, 5.69%, 11/27/56 PMTLT 2025-J3 69392XBM9 - - 41,972,000 $41,988,855 $41,988,855 0.63 $41,975,530
Radian Mortgage Capital Trust 2025-J4|5.73078|03/25/2056, 5.73%, 03/25/56 RMCT 2025-J4 75024UBP1 - - 41,983,000 $41,979,045 $41,979,045 0.63 $41,979,045
OBX 2025-J3 TRUST FLTG 2055 AF, 5.81%, 10/25/55 OBX 2025-J3 67449KAU7 - - 41,590,205 $41,805,535 $41,805,535 0.63 $41,589,307
FNMA 30yr Pool#FS8881 4.500% 01-Sep-2053, 4.50%, 09/01/53 FN 3140XQ2P1 - - 41,096,059 $41,436,049 $41,436,049 0.62 $40,824,615
FHLMC 30yr Pool#ZT2413 4.000% 01-Feb-2041, 4.00%, 02/01/41 FR 3132AEVE3 - - 41,414,902 $41,420,976 $41,420,976 0.62 $40,784,226
FNMA 30yr Pool#FA1557 6.000% 01-May-2055, 6.00%, 05/01/55 FN 3140W1WT6 - - 38,101,379 $40,338,758 $40,338,758 0.61 $39,274,976
FHLMC 30yr Pool#SD6787 4.000% 01-May-2053, 4.00%, 05/01/53 FR 3132DURG4 - - 41,135,319 $40,254,946 $40,254,946 0.61 $39,648,109
New Residential Mortgage LLC 6.545% 25-MAR-2032, 6.54%, 03/25/32 NZES 2025-FHT 64832EAA7 - - 39,304,919 $40,130,064 $40,130,064 0.60 $39,898,066
FHLMC 30yr Pool#SI2101 4.000% 01-Sep-2048, 4.00%, 09/01/48 FR 3133USKN0 - - 39,548,180 $38,901,760 $38,901,760 0.59 $38,358,122
FHLMC 30yr Pool#SL0938 4.000% 01-Jul-2050, 4.00%, 07/01/50 FR 31427NBG3 - - 38,992,160 $38,891,321 $38,891,321 0.59 $38,332,306
FNMA 40yr Pool#BF0598 2.500% 01-Mar-2062, 2.50%, 03/01/62 FN 3140FXUY6 - - 44,358,435 $38,142,678 $38,142,678 0.57 $37,710,528
FNMA 30yr Pool#FA0576 5.500% 01-Jan-2055, 5.50%, 01/01/55 FN 3140W0UA1 - - 36,146,850 $37,874,947 $37,874,947 0.57 $37,158,559
FHLMC 30yr Pool#SL1632 4.000% 01-Nov-2053, 4.00%, 11/01/53 FR 31427NY60 - - 38,169,170 $37,521,819 $37,521,819 0.57 $36,833,963
FNMA 30yr Pool#FA2190 4.000% 01-Apr-2053, 4.00%, 04/01/53 FN 3140W2NG2 - - 38,248,585 $37,357,866 $37,357,866 0.56 $36,871,653
FNMA 30yr Pool#CB8694 6.000% 01-Jun-2054, 6.00%, 06/01/54 FN 3140QUUU8 - - 34,001,105 $36,487,526 $36,487,526 0.55 $35,589,145
Fannie Mae Pool|6|05/01/2055, 6.00%, 05/01/55 FN 3140W3NX3 - - 34,141,479 $35,216,793 $35,216,793 0.53 $35,068,847
FHLMC 30yr Pool#SL2558 6.000% 01-Aug-2055, 6.00%, 08/01/55 FR 31427PZY3 - - 33,158,788 $34,332,017 $34,332,017 0.52 $34,188,329
FNMA 30yr Pool#FA0635 5.000% 01-Jan-2055, 5.00%, 01/01/55 FN 3140W0V51 - - 32,692,822 $33,636,271 $33,636,271 0.51 $32,774,420
FNMA 30yr Pool#FA2446 4.500% 01-Jul-2053, 4.50%, 07/01/53 FN 3140W2WG2 - - 33,655,142 $33,566,127 $33,566,127 0.51 $33,253,584
FNMA 30yr Pool#FA0603 4.500% 01-Sep-2051, 4.50%, 09/01/51 FN 3140W0U52 - - 32,929,440 $33,208,215 $33,208,215 0.50 $32,725,923
JP MORGAN MORTGAGE TRUST 2 5.777% 55, 5.50%, 11/25/55 JPMMT 2025-5MPR 46593VAD9 - - 30,167,475 $33,066,779 $33,066,779 0.50 $30,425,638
FNMA 40yr Pool#BF0698 3.500% 01-Dec-2062, 3.50%, 12/01/62 FN 3140FXX49 - - 34,514,856 $32,776,932 $32,776,932 0.49 $31,823,672
FNMA 30yr Pool#BW7371 5.500% 01-Feb-2053, 5.50%, 02/01/53 FN 3140N0FM2 - - 29,802,366 $31,454,995 $31,454,995 0.47 $30,716,638
FNMA 30yr Pool#FS9788 5.500% 01-Nov-2054, 5.50%, 11/01/54 FN 3140XR2W4 - - 29,311,119 $31,096,806 $31,096,806 0.47 $29,888,210
FNMA 30yr Pool#FS3883 4.500% 01-Feb-2053, 4.50%, 02/01/53 FN 3140XKJ50 - - 30,320,809 $30,506,307 $30,506,307 0.46 $29,983,839
FHLMC 30yr Pool#SL1291 4.000% 01-Nov-2054, 4.00%, 11/01/54 FR 31427NNH8 - - 30,855,269 $30,322,651 $30,322,651 0.46 $29,775,912
FNMA 30yr Pool#FS8335 4.500% 01-Jan-2051, 4.50%, 01/01/51 FN 3140XQHM2 - - 29,969,164 $30,296,156 $30,296,156 0.46 $29,783,943
FNMA 30yr Pool#FA1798 4.000% 01-Aug-2052, 4.00%, 08/01/52 FN 3140W17L1 - - 29,996,922 $29,380,291 $29,380,291 0.44 $28,961,492
FNMA 30yr Pool#FS8681 4.500% 01-Oct-2050, 4.50%, 10/01/50 FN 3140XQUF2 - - 28,245,414 $28,451,141 $28,451,141 0.43 $28,070,846
NRM MSR-Collateralized Notes, Series 2024-FNT1 A 7.398% 25-NOV-2029, 7.40%, 11/25/31 NZES 2024-FNT1 62956YAA7 - - 27,410,402 $27,874,128 $27,874,128 0.42 $27,690,430
FHLMC 30yr Pool#SD3271 5.500% 01-Jun-2053, 5.50%, 06/01/53 FR 3132DQT48 - - 25,385,896 $26,901,873 $26,901,873 0.41 $26,141,701
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 $26,818,722 $26,818,722 0.40 $26,666,888
FNMA 30yr Pool#FS6257 4.000% 01-Jun-2053, 4.00%, 06/01/53 FN 3140XM5T9 - - 25,758,475 $25,141,827 $25,141,827 0.38 $24,750,702
METRONET INFRASTRUCTURE ISSU 5.4% 55, 5.40%, 08/20/55 MNET 2025-2A 59170JAX6 - - 24,600,000 $25,004,308 $25,004,308 0.38 $24,978,478
FNMA 30yr Pool#FS9239 4.500% 01-Jan-2051, 4.50%, 01/01/51 FN 3140XRHR9 - - 24,501,524 $24,734,568 $24,734,568 0.37 $24,350,095
FNMA 30yr Pool#FA1129 6.500% 01-Jun-2054, 6.50%, 06/01/54 FN 3140W1HF3 - - 23,523,944 $24,634,986 $24,634,986 0.37 $24,524,554
FNMA 30yr Pool#FS9771 4.000% 01-Oct-2052, 4.00%, 10/01/52 FN 3140XR2D6 - - 24,701,518 $24,159,747 $24,159,747 0.36 $23,801,608
FNMA 30yr Pool#FA1128 6.500% 01-Aug-2054, 6.50%, 08/01/54 FN 3140W1HE6 - - 22,730,313 $23,803,871 $23,803,871 0.36 $23,697,165
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 $23,243,363 $23,243,363 0.35 $23,120,252
FNMA 30yr Pool#FM7840 4.000% 01-Apr-2050, 4.00%, 04/01/50 FN 3140XBWA4 - - 23,467,092 $23,073,540 $23,073,540 0.35 $22,721,363
FHLMC 30yr Pool#SD5061 5.500% 01-Mar-2054, 5.50%, 03/01/54 FR 3132DSTS1 - - 21,741,409 $22,856,782 $22,856,782 0.34 $22,382,802
PRET 2025-RPL3 Trust A1 4.15% 25-APR-2065, 4.15%, 04/25/65 PRET 2025-RPL3 69382RAA1 - - 22,960,123 $22,667,672 $22,667,672 0.34 $22,391,578
FNMA 30yr Pool#FS4781 4.000% 01-Oct-2051, 4.00%, 10/01/51 FN 3140XLJ33 - - 23,019,708 $22,658,712 $22,658,712 0.34 $22,288,197
FHLMC 30yr Pool#SD6989 5.500% 01-Nov-2054, 5.50%, 11/01/54 FR 3132DUXS1 - - 21,495,890 $22,542,365 $22,542,365 0.34 $21,919,112
FNMA 30yr Pool#FS7225 4.000% 01-Aug-2051, 4.00%, 08/01/51 FN 3140XPA33 - - 22,661,534 $22,284,182 $22,284,182 0.34 $21,979,618
FNMA 40yr Pool#BF0807 3.500% 01-Apr-2064, 3.50%, 04/01/64 FN 3140FX3R1 - - 22,631,261 $21,709,829 $21,709,829 0.33 $20,836,682
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 $21,424,691 $21,424,691 0.32 $21,018,448
FNMA 40yr Pool#BF0226 3.500% 01-Jan-2058, 3.50%, 01/01/58 FN 3140FXHC9 - - 22,355,088 $21,338,010 $21,338,010 0.32 $20,975,572
FNMA 30yr Pool#CB7112 5.500% 01-Sep-2053, 5.50%, 09/01/53 FN 3140QS3W9 - - 20,439,887 $21,316,511 $21,316,511 0.32 $21,035,037
Structured Agency Credit Risk (STACR) Debt Notes, Series 2022-HQA1 M2 9.60603% 25-MAR-2042, 9.61%, 03/25/42 STACR 2022-HQA1 35564KTJ8 - - 20,019,000 $21,252,608 $21,252,608 0.32 $21,081,672
RCKT MOR 2025-CES9 FLT 2055 A1B, 5.00%, 09/25/55 RCKT 2025-CES9 74942JAB0 - - 20,733,757 $21,144,930 $21,144,930 0.32 $20,756,580
FNMA 40yr Pool#BF0713 4.000% 01-Mar-2063, 4.00%, 03/01/63 FN 3140FXYK2 - - 22,013,552 $21,126,082 $21,126,082 0.32 $20,968,378
FNMA 30yr Pool#FS6382 4.000% 01-Aug-2051, 4.00%, 08/01/51 FN 3140XNCU6 - - 21,430,214 $21,068,039 $21,068,039 0.32 $20,785,350
FHLMC 30yr Pool#QJ9063 5.000% 01-Nov-2054, 5.00%, 11/01/54 FR 3133D1B81 - - 20,297,518 $20,985,447 $20,985,447 0.32 $20,387,089
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 $20,688,987 $20,688,987 0.31 $20,622,839
FHLMC 30yr Pool#SL0850 4.000% 01-Jul-2049, 4.00%, 07/01/49 FR 31427M5L1 - - 19,941,259 $20,062,322 $20,062,322 0.30 $19,689,843
FINANCE OF AMERICA STRUC 3.28125% 74, 3.50%, 04/25/74 FASST 2024-S3 31739WAB8 - - 20,507,800 $20,043,071 $20,043,071 0.30 $19,979,269
FNMA 30yr Pool#FS5028 4.000% 01-Oct-2051, 4.00%, 10/01/51 FN 3140XLSS8 - - 20,188,595 $19,774,204 $19,774,204 0.30 $19,547,050
FNMA 30yr Pool#FS9476 4.000% 01-Jun-2053, 4.00%, 06/01/53 FN 3140XRQ65 - - 19,710,979 $19,153,219 $19,153,219 0.29 $18,933,719
FNMA 30yr Pool#FS2863 4.000% 01-Sep-2052, 4.00%, 09/01/52 FN 3140XJFD0 - - 19,121,002 $18,981,782 $18,981,782 0.29 $18,455,079
FNMA 30yr Pool#FS8709 4.500% 01-Jan-2051, 4.50%, 01/01/51 FN 3140XQVB0 - - 18,413,007 $18,760,385 $18,760,385 0.28 $18,299,207
FNMA 30yr Pool#FA1549 5.500% 01-May-2055, 5.50%, 05/01/55 FN 3140W1WK5 - - 17,783,796 $18,473,778 $18,473,778 0.28 $18,287,017
FHLMC 30yr Pool#QY8779 6.000% 01-Jul-2055, 6.00%, 07/01/55 FR 31426TXH5 - - 17,629,945 $18,253,731 $18,253,731 0.28 $18,177,334
FNMA 30yr Pool#FS9116 6.000% 01-Sep-2054, 6.00%, 09/01/54 FN 3140XRDW2 - - 16,745,520 $18,248,691 $18,248,691 0.28 $17,261,315
FNMA 30yr Pool#CB4128 4.500% 01-Jul-2052, 4.50%, 07/01/52 FN 3140QPSS7 - - 17,876,269 $18,060,785 $18,060,785 0.27 $17,691,399
FNMA 30yr Pool#DA1525 6.000% 01-Oct-2053, 6.00%, 10/01/53 FN 3140A1VT1 - - 16,718,319 $17,917,362 $17,917,362 0.27 $17,235,987
FNMA 30yr Pool#CB8221 5.500% 01-Mar-2054, 5.50%, 03/01/54 FN 3140QUD37 - - 16,980,692 $17,691,106 $17,691,106 0.27 $17,288,477
FHLMC 30yr Pool#QH3192 6.000% 01-Oct-2053, 6.00%, 10/01/53 FR 3133CFRM3 - - 16,784,707 $17,559,863 $17,559,863 0.26 $17,384,264
Homeward Opportunities Fund Trust 2024-RTL1 A1 7.12% 25-JUL-2029, 7.12%, 07/25/29 HOF 43789FAA1 - - 17,261,000 $17,411,889 $17,411,889 0.26 $17,302,646
FNMA 30yr Pool#FM4738 4.000% 01-Sep-2050, 4.00%, 09/01/50 FN 3140X8HQ3 - - 17,766,064 $17,311,290 $17,311,290 0.26 $17,163,214
FNMA 40yr Pool#BF0806 3.500% 01-Apr-2064, 3.50%, 04/01/64 FN 3140FX3Q3 - - 18,300,410 $17,134,159 $17,134,159 0.26 $16,889,001
FNMA 40yr Pool#BF0801 2.500% 01-Apr-2064, 2.50%, 04/01/64 FN 3140FX3K6 - - 19,477,065 $16,818,494 $16,818,494 0.25 $16,529,930
FHLMC 30yr Pool#SD5963 6.000% 01-Jul-2054, 6.00%, 07/01/54 FR 3132DTTU4 - - 15,447,632 $16,408,641 $16,408,641 0.25 $15,923,449
PRPM 2025-RCF3 LLC 5.25% 55, 5.25%, 07/25/55 PRPM 2025-RCF3 69392PAA3 - - 15,752,667 $16,385,781 $16,385,781 0.25 $15,885,905
FHLMC 30yr Pool#SL0644 4.500% 01-Mar-2053, 4.50%, 03/01/53 FR 31427MWE7 - - 16,054,355 $16,122,405 $16,122,405 0.24 $15,879,033
Vontive Mortgage Trust 2025-RTL1 A1 6.507% 25-MAR-2030, 6.51%, 03/25/30 VNTV 2025-RTL1 928884AA3 - - 15,444,000 $15,824,659 $15,824,659 0.24 $15,735,331
SALUDA GR ALT MTG TR 2025-LOC5 A1B, 5.93%, 10/25/55 GRADE 2025-LOC5 79581XAC2 - - 15,693,000 $15,797,907 $15,797,907 0.24 $15,748,822
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 $15,513,780 $15,513,780 0.23 $15,337,696
PRET 2025-RPL1 Trust A1 4.0% 25-JUL-2069, 4.00%, 07/25/69 PRET 2025-RPL1 69392FAA5 - - 15,445,378 $15,430,308 $15,430,308 0.23 $15,156,009
Huntington Bank Auto Credit-Linked Notes, Series 2024-2 B1 5.442% 20-OCT-2032, 5.44%, 10/20/32 HACLN 2024-2 44644NAG4 - - 15,136,548 $15,314,778 $15,314,778 0.23 $15,298,761
RCKT Mortgage Trust 2025-CES7 A1A 5.377% 25-JUL-2055, 5.38%, 07/25/55 RCKT 2025-CES7 74943AAA0 - - 15,047,151 $15,297,219 $15,297,219 0.23 $15,171,362
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 $15,281,393 $15,281,393 0.23 $15,207,027
PRPM 2025-5 0%30, 5.73%, 07/25/30 PRPM 2025-5 69392RAA9 - - 14,990,433 $15,214,920 $15,214,920 0.23 $14,982,215
Connecticut Avenue Securities, Series 2021-R03 1M2 6.00603% 25-DEC-2041, 6.01%, 12/25/41 CAS 2021-R03 20754AAB9 - - 14,835,000 $14,995,238 $14,995,238 0.23 $14,916,039
Vista Point Securitization Trust 2025-CES2 A1 5.601% 25-AUG-2055, 5.60%, 08/25/55 VSTA 2025-CES2 92842UAA0 - - 14,677,072 $14,950,012 $14,950,012 0.23 $14,710,790
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 $14,755,355 $14,755,355 0.22 $14,675,737
FHLMC 30yr Pool#SD6558 6.000% 01-Sep-2054, 6.00%, 09/01/54 FR 3132DUJB4 - - 13,460,686 $14,364,747 $14,364,747 0.22 $13,875,301
FNMA 30yr Pool#FS8717 6.000% 01-Jul-2054, 6.00%, 07/01/54 FN 3140XQVK0 - - 13,341,540 $14,250,118 $14,250,118 0.21 $13,752,486
FINANCE OF AMER STR TR 2024-S2 A1, 3.50%, 04/25/74 FASST 2024-S2 31739VAA2 - - 14,500,741 $14,227,653 $14,227,653 0.21 $14,182,540
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 $14,215,482 $14,215,482 0.21 $14,123,105
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 $14,143,014 $14,143,014 0.21 $14,063,777
BMP Commercial Mortgage Trust 2024-MF23 A 5.40411% 15-JUN-2041, 5.40%, 06/15/41 BMP 2024-MF23 05593JAA8 - - 14,000,000 $14,011,672 $14,011,672 0.21 $13,986,453
FHLMC 30yr Pool#SD1143 4.500% 01-Sep-2050, 4.50%, 09/01/50 FR 3132DNHU0 - - 13,838,748 $14,005,600 $14,005,600 0.21 $13,753,219
CONNECTICUT AVENUE SECUR 5.55001% 45, 5.56%, 07/25/45 CAS 2025-R05 20753CAB6 - - 13,907,983 $13,999,744 $13,999,744 0.21 $13,931,057
Galaxy XXVI CLO Ltd., 6.99%, 07/31/26 GLXYT 2025-1 362922AA4 - - 13,669,356 $13,806,117 $13,806,117 0.21 $13,742,433
FNMA 30yr Pool#FM5350 4.500% 01-Sep-2050, 4.50%, 09/01/50 FN 3140X85L7 - - 13,594,901 $13,626,197 $13,626,197 0.21 $13,505,105
FNMA 30yr Pool#FA0470 6.000% 01-Jan-2055, 6.00%, 01/01/55 FN 3140W0QY4 - - 12,462,371 $13,436,302 $13,436,302 0.20 $12,846,236
Foundation Finance Trust 2025-2 B 4.94% 15-APR-2052, 4.94%, 04/15/52 FFIN 2025-2A 35042NAB1 - - 13,050,000 $13,224,169 $13,224,169 0.20 $13,202,680
FNMA 30yr Pool#DE1157 6.000% 01-Jun-2055, 6.00%, 06/01/55 FN 3140BDJB7 - - 12,674,878 $13,208,070 $13,208,070 0.20 $13,068,093
FNMA 40yr Pool#BF0731 2.500% 01-Jun-2063, 2.50%, 06/01/63 FN 3140FXY55 - - 15,178,421 $13,172,839 $13,172,839 0.20 $12,894,265
TOWD POINT MORTGAGE TRUST 2025 0% 65, 4.97%, 09/25/65 TPMT 2025-FIX1 89183MAA1 - - 13,000,000 $13,120,210 $13,120,210 0.20 $13,019,746
FNMA 30yr Pool#DE6043 6.000% 01-Aug-2055, 6.00%, 08/01/55 FN 3140BJWD5 - - 12,488,162 $13,011,345 $13,011,345 0.20 $12,875,584
FHLMC 30yr Pool#SD5994 4.500% 01-Sep-2050, 4.50%, 09/01/50 FR 3132DTUT5 - - 12,877,313 $12,995,835 $12,995,835 0.20 $12,797,726
FIGRE TRUST 2025-HE4 FLTG 2055 C, 5.71%, 07/25/55 FIGRE 2025-HE4 31684PAC6 - - 12,646,802 $12,802,756 $12,802,756 0.19 $12,690,444
PRET 2025-RPL5 Trust|4.15|01/25/2070, 4.15%, 01/25/70 PRET 2025-RPL5 69393AAA5 - - 12,962,000 $12,700,100 $12,700,100 0.19 $12,656,767
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 $12,654,390 $12,654,390 0.19 $12,509,195
Homeward Opportunities Fund Trust 2025-RRTL1 A1 5.476% 25-MAR-2040, 5.48%, 03/25/40 HOF 2025-RRTL1 437919AA1 - - 12,500,000 $12,625,679 $12,625,679 0.19 $12,564,835
Connecticut Avenue Securities Trust 2025-R06 1M1 5.30603% 25-SEP-2045, 5.31%, 09/25/45 CAS 2025-R06 20754YAB7 - - 12,559,000 $12,581,456 $12,581,456 0.19 $12,559,244
FNMA 30yr Pool#FS7541 4.000% 01-Jun-2052, 4.00%, 06/01/52 FN 3140XPLX5 - - 12,729,651 $12,465,491 $12,465,491 0.19 $12,325,134
FHLMC 30yr Pool#QG6755 5.500% 01-Jun-2053, 5.50%, 06/01/53 FR 3133C7QG5 - - 11,759,760 $12,300,403 $12,300,403 0.19 $12,118,750
FHLMC 30yr Pool#SD1436 4.500% 01-Aug-2052, 4.50%, 08/01/52 FR 3132DNSZ7 - - 11,959,144 $12,272,382 $12,272,382 0.18 $11,821,321
RCKT Mortgage Trust 2024-CES7 A1A 5.158% 25-OCT-2044, 5.16%, 10/25/44 RCKT 2024-CES7 749414AA6 - - 11,603,885 $12,200,190 $12,200,190 0.18 $11,618,585
PRET 2025-NPL4 A1 6.3677% 25-MAY-2055, 6.37%, 04/25/55 PRET 2025-NPL4 74136UAA3 - - 11,820,555 $11,941,708 $11,941,708 0.18 $11,874,802
TOWD POINT MORTGAGE TRUST 6.125% 65, 5.67%, 08/25/65 TPMT 2025-CES3 891949AC3 - - 11,840,000 $11,899,053 $11,899,053 0.18 $11,794,679
FIGRE Trust 2025-HE3 A 5.56% 25-MAY-2055, 5.56%, 05/25/55 FIGRE 2025-HE3 31684LAA9 - - 11,637,570 $11,857,370 $11,857,370 0.18 $11,756,717
FNMA 40yr Pool#BF0783 3.500% 01-Dec-2063, 3.50%, 12/01/63 FN 3140FX2R2 - - 12,760,232 $11,838,385 $11,838,385 0.18 $11,754,330
Ally Bank Auto Credit-Linked Notes, Series 2025-A C 4.844% 15-JUN-2033, 4.84%, 06/15/33 ABCLN 2025-A 02007G5F6 - - 11,718,853 $11,787,999 $11,787,999 0.18 $11,769,077
FNMA 30yr Pool#FS6236 6.500% 01-Nov-2053, 6.50%, 11/01/53 FN 3140XM4W3 - - 11,041,221 $11,649,569 $11,649,569 0.18 $11,518,968
FNMA 30yr Pool#FS5818 4.500% 01-Oct-2050, 4.50%, 10/01/50 FN 3140XMPC4 - - 11,306,819 $11,549,935 $11,549,935 0.17 $11,232,137
FHLMC 30yr Pool#QH3306 6.000% 01-Oct-2053, 6.00%, 10/01/53 FR 3133CFU72 - - 10,989,689 $11,499,306 $11,499,306 0.17 $11,382,245
FHLMC 30yr Pool#SD5224 6.000% 01-Mar-2054, 6.00%, 03/01/54 FR 3132DSYV8 - - 10,583,887 $11,409,730 $11,409,730 0.17 $10,909,801
FNMA 30yr Pool#BY4134 5.500% 01-Jul-2053, 5.50%, 07/01/53 FN 3140NLSY6 - - 11,073,713 $11,392,625 $11,392,625 0.17 $11,282,294
FNMA 30yr Pool#FS5362 4.500% 01-Dec-2050, 4.50%, 12/01/50 FN 3140XL5Y0 - - 11,152,750 $11,309,109 $11,309,109 0.17 $11,079,085
FNMA 30yr Pool#FS7117 6.500% 01-Feb-2054, 6.50%, 02/01/54 FN 3140XN4B7 - - 10,449,535 $11,263,408 $11,263,408 0.17 $10,901,680
GS MTG-BKD TRUST 2025-CES2 A1, 5.18%, 09/25/55 GSMBS 2025-CES2 36273BAA7 - - 11,062,000 $11,194,760 $11,194,760 0.17 $11,105,625
FNMA 30yr Pool#FS7613 4.500% 01-May-2052, 4.50%, 05/01/52 FN 3140XPN70 - - 11,054,511 $11,153,488 $11,153,488 0.17 $10,986,190
RCKT MORT 2025-CES9 FLT 2055 A1A, 4.79%, 09/25/55 RCKT 2025-CES9 74942JAA2 - - 10,826,859 $11,040,398 $11,040,398 0.17 $10,841,029
FNMA 30yr Pool#BX0421 5.500% 01-Nov-2052, 5.50%, 11/01/52 FN 3140N4PF8 - - 10,148,656 $10,760,297 $10,760,297 0.16 $10,388,867
FHLMC 30yr Pool#RA7104 4.500% 01-Feb-2051, 4.50%, 02/01/51 FR 3133KN3M3 - - 10,667,065 $10,702,425 $10,702,425 0.16 $10,585,740
FHLMC 30yr Pool#SL0869 4.500% 01-May-2053, 4.50%, 05/01/53 FR 31427M6F3 - - 10,378,126 $10,553,304 $10,553,304 0.16 $10,239,788
FHLMC STACR REMIC TR 2025-DNA3 M1, 5.47%, 09/25/45 STACR 2025-DNA3 35564UAR8 - - 10,437,000 $10,507,685 $10,507,685 0.16 $10,442,661
FNMA 30yr Pool#FS6662 4.000% 01-Oct-2051, 4.00%, 10/01/51 FN 3140XNML5 - - 10,695,041 $10,496,330 $10,496,330 0.16 $10,355,178
FHLMC 30yr Pool#QH1500 6.000% 01-Sep-2053, 6.00%, 09/01/53 FR 3133CDUZ5 - - 8,531,379 $10,358,510 $10,358,510 0.16 $8,795,546
Huntington Bank Auto Credit-Linked Notes, Series 2024-1 B1 6.153% 20-MAY-2032, 6.15%, 05/20/32 HACLN 2024-1 44644NAA7 - - 10,173,542 $10,337,550 $10,337,550 0.16 $10,325,378
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 $10,280,713 $10,280,713 0.15 $10,220,568
LHOME Mortgage Trust 2024-RTL3 A1 6.9% 25-MAY-2029, 6.90%, 05/25/29 LHOME 2024-RTL3 50205GAA0 - - 9,960,000 $10,128,464 $10,128,464 0.15 $10,067,376
FIGRE TRUST 2025-HE4 5.408% 55, 5.41%, 07/25/55 FIGRE 2025-HE4 31684PAA0 - - 9,941,192 $10,096,189 $10,096,189 0.15 $10,012,559
FNMA 30yr Pool#FS2144 3.500% 01-Jun-2052, 3.50%, 06/01/52 FN 3140XHL21 - - 10,415,939 $9,971,394 $9,971,394 0.15 $9,824,310
A&D Mortgage Trust 2025-NQM2 A1 5.79% 25-JUN-2070, 5.79%, 06/25/70 ADMT 2025-NQM2 00250EAC0 - - 9,707,895 $9,929,167 $9,929,167 0.15 $9,795,636
FIGRE TRUST 2025 HE4 FLTG 2055 B, 5.61%, 07/25/55 FIGRE 2025-HE4 31684PAB8 - - 9,791,301 $9,929,061 $9,929,061 0.15 $9,843,646
FHLMC 30yr Pool#QH4373 6.000% 01-Nov-2053, 6.00%, 11/01/53 FR 3133CG2E6 - - 9,419,992 $9,855,744 $9,855,744 0.15 $9,756,479
RCKT Mortgage Trust 2024-CES9 A1B 5.683% 25-DEC-2044, 5.68%, 12/25/44 RCKT 2024-CES9 749426AB8 - - 9,284,823 $9,666,478 $9,666,478 0.15 $9,359,973
FNMA 30yr Pool#DA0026 6.000% 01-Sep-2053, 6.00%, 09/01/53 FN 3140A0A41 - - 9,196,783 $9,577,971 $9,577,971 0.14 $9,481,553
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 $9,455,623 $9,455,623 0.14 $9,338,772
Rithm Capital Corp. 8.0% 01-APR-2029, 8.00%, 04/01/29 RITM 64828TAB8 - - 9,213,000 $9,447,736 $9,447,736 0.14 $9,394,505
RCKT Mortgage Trust 2025-CES7 A1B 5.478% 25-JUL-2055, 5.48%, 07/25/55 RCKT 2025-CES7 74943AAB8 - - 9,138,803 $9,430,100 $9,430,100 0.14 $9,205,799
LHOME Mortgage Trust 2024-RTL5 A2 5.751% 25-SEP-2039, 5.75%, 09/25/39 LHOME 2024-RTL5 50205WAB3 - - 9,325,000 $9,427,089 $9,427,089 0.14 $9,379,420
FNMA 30yr Pool#FA1287 4.500% 01-Jul-2053, 4.50%, 07/01/53 FN 3140W1ND1 - - 9,429,605 $9,403,151 $9,403,151 0.14 $9,315,266
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 $9,371,418 $9,371,418 0.14 $9,333,473
RCKT MORTGAGE TR 2025-CES8 A1A, 5.15%, 08/25/55 RCKT 2025-CES8 74939WAA8 - - 9,053,145 $9,339,961 $9,339,961 0.14 $9,076,850
CONNECTICUT AVENUE SECUR 5.95001% 45, 5.96%, 07/25/45 CAS 2025-R05 20753CAC4 - - 9,254,000 $9,313,827 $9,313,827 0.14 $9,264,834
FHLMC 30yr Pool#SD7417 5.500% 01-Jan-2055, 5.50%, 01/01/55 FR 3132DVG25 - - 8,781,392 $9,178,020 $9,178,020 0.14 $9,035,161
RCKT Mortgage Trust 2025-CES6 A1A 5.472% 25-JUN-2055, 5.47%, 06/25/55 RCKT 2025-CES6 748949AA2 - - 8,812,459 $9,136,567 $9,136,567 0.14 $8,895,022
Freddie Mac Multiclass Certificates, Series 5164 FA 4.0% 25-NOV-2051, 4.00%, 11/25/51 FHR 5164 3137H3PY2 - - 9,765,290 $9,067,879 $9,067,879 0.14 $9,032,952
FHLMC 30yr Pool#QY9874 6.000% 01-Aug-2055, 6.00%, 08/01/55 FR 31426U6L3 - - 8,676,774 $9,051,069 $9,051,069 0.14 $8,945,955
Alterna Funding III A 6.26% 15-MAY-2039, 6.26%, 05/16/39 TAX 2024-1A 02157JAA3 - - 8,820,371 $8,857,800 $8,857,800 0.13 $8,839,395
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 $8,444,111 $8,444,111 0.13 $8,344,442
Fannie Mae REMIC Trust 2022-65 FB 5.15603% 25-SEP-2052, 5.16%, 09/25/52 FNR 2022-65 3136BPCQ2 - - 8,430,852 $8,391,159 $8,391,159 0.13 $8,351,920
PRPM 2025-RPL4 A1, 3.00%, 05/25/55 PRPM 2025-RPL4 74448NAA2 - - 8,708,852 $8,326,955 $8,326,955 0.13 $8,212,726
FHLMC 30yr Pool#QX9929 6.000% 01-Apr-2055, 6.00%, 04/01/55 FR 31426HA78 - - 8,038,482 $8,322,901 $8,322,901 0.13 $8,288,068
FHLMC 30yr Pool#QX0520 5.500% 01-Dec-2054, 5.50%, 12/01/54 FR 31425USJ5 - - 7,844,995 $8,075,724 $8,075,724 0.12 $7,998,816
COOPR Residential Mortgage Trust 2025-CES3 A1A 4.84% 25-SEP-2060, 4.84%, 09/25/60 COOPR 2025-CES3 216926AA3 - - 7,961,457 $8,025,630 $8,025,630 0.12 $7,965,689
ACHM Trust 2024-HE1 A 6.55% 25-MAY-2039, 6.55%, 05/25/39 ACHM 2024-HE1 00449TAA3 - - 7,812,593 $7,975,451 $7,975,451 0.12 $7,929,964
RCKT Mortgage Trust 2024-CES1 A1B 6.325% 25-FEB-2044, 6.33%, 02/25/44 RCKT 2024-CES1 749424AB3 - - 7,426,222 $7,882,745 $7,882,745 0.12 $7,490,906
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 $7,806,235 $7,806,235 0.12 $7,790,606
RCKT MORTGAGE TRUST 2025 5.24863% 55, 5.25%, 08/25/55 RCKT 2025-CES8 74939WAB6 - - 7,449,862 $7,691,076 $7,691,076 0.12 $7,473,379
FIGRE TRUST 2025-HE6 FLTG 2055 C, 5.25%, 09/25/55 FIGRE 2025-HE6 31684NAC1 - - 7,623,000 $7,651,814 $7,651,814 0.12 $7,622,937
Ally Bank Auto Credit-Linked Notes, Series 2025-A D 4.991% 15-JUN-2033, 4.99%, 06/15/33 ABCLN 2025-A 02007G5G4 - - 7,612,552 $7,648,499 $7,648,499 0.12 $7,635,834
Connecticut Avenue Securities Trust 2025-R01 1M2 5.85603% 25-JAN-2045, 5.86%, 01/25/45 CAS 2025-R01 20755JAC7 - - 7,526,000 $7,568,995 $7,568,995 0.11 $7,529,819
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 $7,545,578 $7,545,578 0.11 $7,508,197
PRPM 2025-RCF3, LLC, 5.77%, 08/25/28 PRPM 2025-6 69395KAA1 - - 7,221,181 $7,413,412 $7,413,412 0.11 $7,223,715
FNMA 30yr Pool#FS4356 6.000% 01-May-2053, 6.00%, 05/01/53 FN 3140XKZW3 - - 6,904,952 $7,367,364 $7,367,364 0.11 $7,117,579
FNMA 30yr Pool#FS7397 6.000% 01-Mar-2054, 6.00%, 03/01/54 FN 3140XPGF0 - - 6,897,237 $7,337,972 $7,337,972 0.11 $7,109,685
Mello Mortgage Capital Acceptance 2024-SD1 A1 4.0% 25-APR-2054, 4.00%, 04/25/54 MELLO 58550DAA1 - - 7,379,026 $7,298,158 $7,298,158 0.11 $7,271,423
FNMA 30yr Pool#DB4017 6.000% 01-May-2054, 6.00%, 05/01/54 FN 3140ADPB1 - - 6,623,146 $7,214,723 $7,214,723 0.11 $6,827,152
FHLMC 30yr Pool#SD5223 6.000% 01-Apr-2054, 6.00%, 04/01/54 FR 3132DSYU0 - - 6,667,600 $7,160,855 $7,160,855 0.11 $6,872,975
FHLMC 30yr Pool#QG3912 5.500% 01-Jun-2053, 5.50%, 06/01/53 FR 3133C4KZ6 - - 6,866,868 $7,098,208 $7,098,208 0.11 $7,031,214
FNMA 30yr Pool#DD5556 6.000% 01-Mar-2055, 6.00%, 03/01/55 FN DD5556 MTGE 3140B6E68 - - 6,625,630 $7,009,024 $7,009,024 0.11 $6,831,178
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 $6,938,523 $6,938,523 0.10 $6,907,721
LHOME Mortgage Trust 2024-RTL4 A2 6.092% 25-JUL-2039, 6.09%, 07/25/39 LHOME 2024-RTL4 50205PAB8 - - 6,870,000 $6,935,870 $6,935,870 0.10 $6,898,669
FHLMC 30yr Pool#QH7040 6.000% 01-Dec-2053, 6.00%, 12/01/53 FR 3133CKZD3 - - 6,474,987 $6,745,108 $6,745,108 0.10 $6,675,479
FIGRE TRUST 2025-HE6 FLTG 2055 B, 5.14%, 09/25/55 FIGRE 2025-HE6 31684NAB3 - - 6,719,000 $6,743,780 $6,743,780 0.10 $6,718,818
FNMA 30yr Pool#FM4129 4.000% 01-Sep-2050, 4.00%, 09/01/50 FN 3140X7ST7 - - 6,755,007 $6,628,569 $6,628,569 0.10 $6,540,349
PRET 2025-RPL2 Trust A1 4.0% 25-FEB-2065, 4.00%, 08/25/64 PRET 2025-RPL2 69392LAA2 - - 6,591,675 $6,593,454 $6,593,454 0.10 $6,472,679
FNMA 30yr Pool#DA1456 5.500% 01-Sep-2053, 5.50%, 09/01/53 FN 3140A1TN7 - - 6,325,853 $6,508,559 $6,508,559 0.10 $6,444,489
Connecticut Avenue Securities Trust 2022-R01 1B2 10.35603% 25-DEC-2041, 10.36%, 12/25/41 CAS 2022-R01 20754LAJ8 - - 6,153,382 $6,482,943 $6,482,943 0.10 $6,426,299
LHOME Mortgage Trust 2024-RTL1 A1 7.017% 25-JAN-2029, 7.02%, 01/25/29 LHOME 2024-RTL1 50205DAA7 - - 6,341,000 $6,410,094 $6,410,094 0.10 $6,370,543
Connecticut Avenue Securities Trust 2025-R04 25-MAY-2045, 5.56%, 05/25/45 CAS 2025-R04 20755TAB7 - - 6,318,904 $6,359,489 $6,359,489 0.10 $6,328,282
Huntington Bank Auto Credit-Linked Notes, Series 2025-1 B 4.957% 20-MAR-2033, 4.96%, 03/21/33 HACLN 2025-1 446438SX2 - - 6,243,020 $6,288,603 $6,288,603 0.09 $6,282,586
FNMA 30yr Pool#DC7015 5.500% 01-Dec-2054, 5.50%, 12/01/54 FN 3140AUYM9 - - 6,081,260 $6,278,101 $6,278,101 0.09 $6,200,498
FNMA 30yr Pool#DA1468 6.000% 01-Sep-2053, 6.00%, 09/01/53 FN 3140A1T23 - - 5,924,027 $6,199,620 $6,199,620 0.09 $6,135,635
FNMA 30yr Pool#BY0337 6.500% 01-May-2053, 6.50%, 05/01/53 FN 3140NGLT5 - - 5,865,381 $6,198,332 $6,198,332 0.09 $6,120,989
PRPM 2025-RPL3 A1 3.25% 25-APR-2055, 3.25%, 04/25/55 PRPM 2025-RPL3 69392NAA8 - - 6,340,491 $6,195,307 $6,195,307 0.09 $6,103,671
FNMA 30yr Pool#FM7479 4.500% 01-Jan-2050, 4.50%, 01/01/50 FN 3140XBJZ4 - - 6,116,002 $6,171,226 $6,171,226 0.09 $6,078,203
FHLMC 30yr Pool#SD3018 5.500% 01-May-2053, 5.50%, 05/01/53 FR 3132DQK70 - - 5,980,653 $6,165,789 $6,165,789 0.09 $6,100,378
FHLMC 30yr Pool#SD3813 6.000% 01-Jul-2053, 6.00%, 07/01/53 FR 3132E0GW6 - - 5,651,933 $6,000,691 $6,000,691 0.09 $5,843,482
FNMA 30yr Pool#FS1578 4.000% 01-Oct-2050, 4.00%, 10/01/50 FN 3140XGXG9 - - 6,062,020 $5,994,437 $5,994,437 0.09 $5,886,358
Connecticut Avenue Securities Trust 2025-R01 1M1 5.45603% 25-JAN-2045, 5.46%, 01/25/45 CAS 2025-R01 20755JAB9 - - 5,960,934 $5,992,854 $5,992,854 0.09 $5,963,945
FNMA 30yr Pool#DE7796 6.000% 01-Aug-2055, 6.00%, 08/01/55 FN 3140BLUW0 - - 5,659,620 $5,895,162 $5,895,162 0.09 $5,835,199
FHLMC 30yr Pool#QH4638 6.000% 01-Nov-2053, 6.00%, 11/01/53 FR 3133CHEK7 - - 5,596,469 $5,854,660 $5,854,660 0.09 $5,796,377
FNMA 30yr Pool#FS0088 4.000% 01-Mar-2050, 4.00%, 03/01/50 FN 3140XFC25 - - 5,886,053 $5,830,754 $5,830,754 0.09 $5,729,684
MS RES MTG LN TR 2025-SPL1 A1, 4.25%, 02/25/65 MSRM 2025-SPL1 617946AA6 - - 5,882,000 $5,792,703 $5,792,703 0.09 $5,753,816
FHLMC 30yr Pool#SD2606 4.500% 01-Sep-2051, 4.50%, 09/01/51 FR 3132DP3P1 - - 5,715,391 $5,746,252 $5,746,252 0.09 $5,671,817
FHLMC 30yr Pool#QJ9072 6.000% 01-Nov-2054, 6.00%, 11/01/54 FR 3133D1CH0 - - 5,245,334 $5,664,345 $5,664,345 0.09 $5,406,900
FHLMC 30yr Pool#QH2242 5.500% 01-Sep-2053, 5.50%, 09/01/53 FR 3133CEP30 - - 5,318,035 $5,473,450 $5,473,450 0.08 $5,417,770
RCKT Mortgage Trust 2025-CES10|4.894|11/01/2055, 4.89%, 11/01/55 RCKT 2025-CES10 74939LAA2 - - 5,450,000 $5,470,334 $5,470,334 0.08 $5,449,589
TOWD POINT MORTGAGE TRUST 2 5.75% 65, 5.40%, 08/25/65 TPMT 2025-CES3 891949BV0 - - 5,269,755 $5,409,566 $5,409,566 0.08 $5,278,617
PRPM 2025 RCF4 LLC 4.5% 55, 4.50%, 08/25/55 PRPM 2025-RCF4 69382WAA0 - - 5,331,211 $5,397,936 $5,397,936 0.08 $5,293,398
FNMA 30yr Pool#CA0706 4.000% 01-Nov-2047, 4.00%, 11/01/47 FN 3140Q7YC5 - - 5,409,605 $5,395,109 $5,395,109 0.08 $5,258,280
FHLMC 30yr Pool#QH4473 6.000% 01-Nov-2053, 6.00%, 11/01/53 FR 3133CG6J1 - - 5,126,254 $5,369,725 $5,369,725 0.08 $5,309,366
LHOME Mortgage Trust 2024-RTL2 A1 7.128% 25-MAR-2029, 7.13%, 03/25/29 LHOME 50205JAA4 - - 5,293,684 $5,368,709 $5,368,709 0.08 $5,335,168
BX Trust 2021-SDMF A 4.736% 15-SEP-2034, 4.74%, 09/15/34 BX 2021-SDMF 12434CAA2 - - 5,355,350 $5,338,251 $5,338,251 0.08 $5,329,798
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 $5,218,447 $5,218,447 0.08 $5,187,482
FNMA 30yr Pool#BX5986 5.500% 01-Mar-2053, 5.50%, 03/01/53 FN 3140NAUL5 - - 4,962,067 $5,164,250 $5,164,250 0.08 $5,114,762
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 $5,088,306 $5,088,306 0.08 $5,077,676
FHLMC 30yr Pool#QF9863 5.500% 01-Mar-2053, 5.50%, 03/01/53 FR 3133BX5Y3 - - 4,817,129 $4,997,489 $4,997,489 0.08 $4,950,711
FNMA 30yr Pool#DD3307 6.000% 01-Feb-2055, 6.00%, 02/01/55 FN DD3307 MTGE 3140B3U91 - - 4,458,513 $4,962,486 $4,962,486 0.07 $4,596,830
FHLMC 30yr Pool#QZ1060 6.000% 01-Aug-2055, 6.00%, 08/01/55 FR 31426XFA1 - - 4,695,864 $4,900,758 $4,900,758 0.07 $4,824,926
FNMA 30yr Pool#DE9377 6.000% 01-Sep-2055, 6.00%, 09/01/55 FN 3140BNM39 - - 4,702,843 $4,895,409 $4,895,409 0.07 $4,832,097
FNMA 30yr Pool#DA5019 6.500% 01-Nov-2053, 6.50%, 11/01/53 FN 3140A5SH2 - - 4,594,120 $4,882,012 $4,882,012 0.07 $4,831,335
ABL 2024-RTL1 A2 7.457% 25-SEP-2029, 7.46%, 09/25/29 ABL 2024-RTL1 00092EAB4 - - 4,840,000 $4,876,853 $4,876,853 0.07 $4,844,771
Ginnie Mae REMIC Trust 2023-116 LF 5.68881% 20-AUG-2053, 5.48%, 08/20/53 GNR 2023-116 38384EFT7 - - 4,799,867 $4,819,646 $4,819,646 0.07 $4,814,528
FHLMC 30yr Pool#QX6719 6.000% 01-Feb-2055, 6.00%, 02/01/55 FR 31426CPD0 - - 4,475,569 $4,775,025 $4,775,025 0.07 $4,614,416
FHLMC 30yr Pool#RA1100 4.000% 01-Jul-2049, 4.00%, 07/01/49 FR 3133KGGH5 - - 4,799,628 $4,758,248 $4,758,248 0.07 $4,646,907
FIGRE TRUST 2025-FL1 5.265% 55, 5.26%, 07/25/55 FIGRE 2025-FL1 31684QAA8 - - 4,708,278 $4,757,034 $4,757,034 0.07 $4,718,474
RCKT Mortgage Trust 2024-CES6 A1B 5.546% 25-SEP-2044, 5.55%, 09/25/44 RCKT 2024-CES6 749410AB2 - - 4,532,232 $4,724,474 $4,724,474 0.07 $4,550,249
Homeward Opportunities Fund Trust 2025-RRTL2 A1 5.237% 25-AUG-2040, 5.24%, 09/25/40 HOF 2025-RRTL2 437923AA3 - - 4,682,000 $4,724,277 $4,724,277 0.07 $4,702,482
FIGRE Trust 2025-HE3 B 5.71% 25-MAY-2055, 5.71%, 05/25/55 FIGRE 2025-HE3 31684LAB7 - - 4,618,083 $4,692,004 $4,692,004 0.07 $4,650,985
FNMA 30yr Pool#BX9326 5.500% 01-Mar-2053, 5.50%, 03/01/53 FN 3140NELG8 - - 4,464,130 $4,631,669 $4,631,669 0.07 $4,587,923
FNMA 30yr Pool#FS3246 5.500% 01-Nov-2052, 5.50%, 11/01/52 FN 3140XJTC7 - - 4,411,484 $4,590,953 $4,590,953 0.07 $4,544,907
RCKT Mortgage Trust 2023-CES1 A1A 6.515% 25-JUN-2043, 6.51%, 06/25/43 RCKT 74935WAA2 - - 4,190,483 $4,503,483 $4,503,483 0.07 $4,211,981
FHLMC 30yr Pool#QH2259 6.000% 01-Sep-2053, 6.00%, 09/01/53 FR 3133CEQL9 - - 4,312,432 $4,496,323 $4,496,323 0.07 $4,445,962
FIGRE Trust 2025-HE3 C 5.91% 25-MAY-2055, 5.91%, 05/25/55 FIGRE 2025-HE3 31684LAC5 - - 4,340,998 $4,411,388 $4,411,388 0.07 $4,371,480
FHLMC 30yr Pool#QI8221 6.000% 01-Jun-2054, 6.00%, 06/01/54 FR 3133WFD20 - - 3,934,383 $4,400,993 $4,400,993 0.07 $4,055,569
FNMA 30yr Pool#CB2907 3.500% 01-Feb-2052, 3.50%, 02/01/52 FN 3140QNGR7 - - 4,569,446 $4,380,555 $4,380,555 0.07 $4,311,513
FHLMC 30yr Pool#QH0826 5.500% 01-Sep-2053, 5.50%, 09/01/53 FR 3133CC4K9 - - 4,206,605 $4,375,609 $4,375,609 0.07 $4,334,331
FNMA 30yr Pool#BX0419 5.500% 01-Nov-2052, 5.50%, 11/01/52 FN 3140N4PD3 - - 4,236,880 $4,369,325 $4,369,325 0.07 $4,326,707
Connecticut Avenue Securities Trust 2022-R07 1M2 9.00603% 25-JUN-2042, 9.01%, 06/25/42 CAS 2022-R07 20754MCB1 - - 4,087,000 $4,352,873 $4,352,873 0.07 $4,320,156
FHLMC 30yr Pool#QF7280 5.500% 01-Jan-2053, 5.50%, 01/01/53 FR 3133BVCR4 - - 4,103,593 $4,283,655 $4,283,655 0.06 $4,230,146
FNMA 30yr Pool#BX6124 6.500% 01-Jan-2053, 6.50%, 01/01/53 FN 3140NAYW7 - - 3,957,876 $4,216,365 $4,216,365 0.06 $4,172,187
FHLMC 30yr Pool#QH5204 6.500% 01-Nov-2053, 6.50%, 11/01/53 FR 3133CHX91 - - 3,954,243 $4,203,898 $4,203,898 0.06 $4,158,418
Fannie Mae REMIC Trust 2020-98 AI 3.5% 25-JAN-2061, 3.50%, 01/25/61 FNR 2020-98 3136BDLE6 - - 18,892,656 $4,197,413 $4,197,413 0.06 $4,094,226
SREIT Commercial Mortgage Trust 2021-MFP B 5.2268% 15-NOV-2038, 5.23%, 11/15/38 SREIT 2021-MFP 78472UAC2 - - 4,194,208 $4,191,542 $4,191,542 0.06 $4,184,235
FNMA 30yr Pool#DE7795 6.000% 01-Aug-2055, 6.00%, 08/01/55 FN 3140BLUV2 - - 3,998,130 $4,170,363 $4,170,363 0.06 $4,125,431
FNMA 30yr Pool#DA5072 6.500% 01-Nov-2053, 6.50%, 11/01/53 FN 3140A5T65 - - 3,943,913 $4,168,566 $4,168,566 0.06 $4,119,636
Connecticut Avenue Securities Trust 2024-R06 1M2 5.95603% 25-SEP-2044, 5.96%, 09/25/44 CAS 2024-R06 20755RAC9 - - 4,125,699 $4,156,044 $4,156,044 0.06 $4,134,201
FNMA 30yr Pool#BW6314 5.500% 01-Aug-2052, 5.50%, 08/01/52 FN 3140MYAQ5 - - 3,970,288 $4,108,738 $4,108,738 0.06 $4,065,804
FNMA 30yr Pool#DA3549 6.500% 01-Oct-2053, 6.50%, 10/01/53 FN 3140A35K5 - - 3,239,151 $4,084,610 $4,084,610 0.06 $3,406,402
Connecticut Avenue Securities Trust 2024-R02 1M1 5.45603% 25-FEB-2044, 5.46%, 02/25/44 CAS 2024-R02 20754GAA8 - - 4,057,917 $4,081,083 $4,081,083 0.06 $4,061,402
FNMA 30yr Pool#BX9422 5.500% 01-Mar-2053, 5.50%, 03/01/53 FN 3140NEPG4 - - 3,353,907 $4,076,024 $4,076,024 0.06 $3,417,354
RCKT Mortgage Trust 2025-CES2 A1B 5.603% 25-FEB-2055, 5.60%, 02/25/55 RCKT 2025-CES2 74942BAB7 - - 3,903,263 $4,075,752 $4,075,752 0.06 $3,933,512
LHOME MORTGAGE TR 2025-RTL3 A1, 5.24%, 08/25/40 LHOME 2025-RTL3 50205YAA1 - - 4,000,000 $4,040,655 $4,040,655 0.06 $4,022,028
FNMA 30yr Pool#FS2135 4.000% 01-Nov-2049, 4.00%, 11/01/49 FN 3140XHLR6 - - 4,086,160 $4,019,918 $4,019,918 0.06 $3,963,202
FHLMC 30yr Pool#QX5273 6.000% 01-Feb-2055, 6.00%, 02/01/55 FR 31426A2F4 - - 3,664,251 $3,905,539 $3,905,539 0.06 $3,777,117
FNMA 30yr Pool#BY0335 6.000% 01-May-2053, 6.00%, 05/01/53 FN 3140NGLR9 - - 3,676,974 $3,813,882 $3,813,882 0.06 $3,774,041
FNMA 30yr Pool#FS2713 4.500% 01-Oct-2050, 4.50%, 10/01/50 FN 3140XJAP8 - - 3,765,339 $3,810,680 $3,810,680 0.06 $3,742,068
FHLMC 30yr Pool#QH7549 6.000% 01-Dec-2053, 6.00%, 12/01/53 FR 3133CLL61 - - 3,509,884 $3,655,804 $3,655,804 0.06 $3,618,564
FHLMC 30yr Pool#QH1144 5.500% 01-Sep-2053, 5.50%, 09/01/53 FR 3133CDHV9 - - 3,509,993 $3,651,884 $3,651,884 0.06 $3,616,280
FNMA 30yr Pool#FM7031 4.000% 01-Jan-2051, 4.00%, 01/01/51 FN 3140XAY55 - - 3,676,681 $3,609,266 $3,609,266 0.05 $3,559,845
FHLMC 30yr Pool#QH6041 5.500% 01-Dec-2053, 5.50%, 12/01/53 FR 3133CJWA5 - - 3,426,855 $3,534,547 $3,534,547 0.05 $3,500,053
FHLMC 30yr Pool#SD1416 4.500% 01-Dec-2048, 4.50%, 12/01/48 FR 3132DNSD6 - - 3,498,483 $3,529,964 $3,529,964 0.05 $3,476,861
Flagship Credit Auto Trust 2023-1 B 5.05% 15-FEB-2028, 5.05%, 01/18/28 FCAT 2023-1 337955AG3 - - 3,465,690 $3,520,034 $3,520,034 0.05 $3,465,161
FHLMC 30yr Pool#QF7810 5.500% 01-Jan-2053, 5.50%, 01/01/53 FR 3133BVVB8 - - 3,369,629 $3,506,695 $3,506,695 0.05 $3,473,002
FHLMC 30yr Pool#QZ3837 6.000% 01-Sep-2055, 6.00%, 09/01/55 FR 31427BHP3 - - 3,375,019 $3,505,376 $3,505,376 0.05 $3,467,779
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 $3,503,245 $3,503,245 0.05 $3,485,769
FINANCE OF AMERICA STRUCTURE 3.5% 74, 3.50%, 02/25/74 FASST 2024-S1 31740RAB6 - - 3,553,479 $3,494,751 $3,494,751 0.05 $3,483,696
FNMA 30yr Pool#DA0036 6.500% 01-Sep-2053, 6.50%, 09/01/53 FN 3140A0BE8 - - 3,229,692 $3,410,505 $3,410,505 0.05 $3,373,592
FNMA 30yr Pool#BX8700 5.500% 01-Mar-2053, 5.50%, 03/01/53 FN 3140NDU21 - - 3,296,724 $3,409,749 $3,409,749 0.05 $3,376,127
FNMA 30yr Pool#FM1540 4.000% 01-Sep-2049, 4.00%, 09/01/49 FN 3140X4WA0 - - 3,459,043 $3,407,962 $3,407,962 0.05 $3,348,979
FNMA 30yr Pool#MA4026 4.000% 01-May-2050, 4.00%, 05/01/50 FN 31418DPL0 - - 3,414,702 $3,329,196 $3,329,196 0.05 $3,298,832
FNMA 30yr Pool#BV5379 3.000% 01-Apr-2052, 3.00%, 04/01/52 FN 3140MJ6R1 - - 3,469,731 $3,200,407 $3,200,407 0.05 $3,148,771
FHLMC 30yr Pool#SD1111 4.000% 01-Jun-2050, 4.00%, 06/01/50 FR 3132DNGU1 - - 3,237,188 $3,193,064 $3,193,064 0.05 $3,155,019
FNMA 30yr Pool#MA4056 4.000% 01-Jun-2050, 4.00%, 06/01/50 FN 31418DQJ4 - - 3,179,762 $3,138,299 $3,138,299 0.05 $3,071,864
FHLMC 30yr Pool#QZ4951 6.000% 01-Oct-2055, 6.00%, 10/01/55 FR 31427CQD8 - - 3,019,356 $3,133,224 $3,133,224 0.05 $3,102,340
FHLMC 30yr Pool#QE6404 5.500% 01-Jul-2052, 5.50%, 07/01/52 FR 3133BGDH8 - - 2,921,248 $3,114,986 $3,114,986 0.05 $2,991,906
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 $3,040,716 $3,040,716 0.05 $3,011,060
FHLMC 30yr Pool#QG2539 6.500% 01-May-2053, 6.50%, 05/01/53 FR 3133C2ZC5 - - 2,892,784 $3,032,381 $3,032,381 0.05 $3,000,305
RAM 2024-1 A 5.95% 15-FEB-2039, 6.67%, 02/15/39 RAM 2024-1 751313AA5 - - 2,795,870 $3,019,430 $3,019,430 0.05 $2,796,922
FHLMC 30yr Pool#SD6905 6.000% 01-Nov-2054, 6.00%, 11/01/54 FR 3132DUU62 - - 2,904,174 $3,006,833 $3,006,833 0.05 $2,994,248
Fannie Mae Pool|4|03/01/2050, 4.00%, 03/01/50 FN 3140X8S24 - - 3,025,632 $2,997,514 $2,997,514 0.05 $2,934,587
FNMA 30yr Pool#MA3496 4.500% 01-Oct-2048, 4.50%, 10/01/48 FN 31418C3E2 - - 2,920,569 $2,958,270 $2,958,270 0.04 $2,902,518
BX Trust 2021-BXMF C 5.33827% 15-OCT-2038, 5.34%, 10/15/26 BX 2021-BXMF 05609RAJ3 - - 2,958,012 $2,956,717 $2,956,717 0.04 $2,951,454
FHLMC 30yr Pool#QZ4131 6.000% 01-Sep-2055, 6.00%, 09/01/55 FR 31427BSV8 - - 2,843,485 $2,950,781 $2,950,781 0.04 $2,920,643
FIGRE Trust 2024-HE4 B 5.252% 25-SEP-2054, 5.25%, 09/25/54 FIGRE 2024-HE4 31684UAB7 - - 2,923,902 $2,945,040 $2,945,040 0.04 $2,931,390
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 $2,941,902 $2,941,902 0.04 $2,927,261
FNMA 30yr Pool#BV5393 3.500% 01-Apr-2052, 3.50%, 04/01/52 FN 3140MJ7F6 - - 3,059,526 $2,920,903 $2,920,903 0.04 $2,884,140
FHLMC 30yr Pool#QE8542 5.500% 01-Aug-2052, 5.50%, 08/01/52 FR 3133BJP30 - - 2,781,711 $2,876,605 $2,876,605 0.04 $2,848,993
FHLMC 30yr Pool#SD2897 5.500% 01-May-2053, 5.50%, 05/01/53 FR 3132DQGE0 - - 2,757,081 $2,859,112 $2,859,112 0.04 $2,812,334
New Residential Mortgage Loan Trust 2024-RTL1 A2 7.101% 25-MAR-2039, 7.10%, 03/25/39 NRMLT 2024-RTL1 64831PAB1 - - 2,750,000 $2,788,022 $2,788,022 0.04 $2,770,664
RCKT MORTGAGE TRUST 2025-CE 5.16% 34, 5.16%, 07/25/34 RCKTL 2025-1A 74939RAC5 - - 2,750,000 $2,785,456 $2,785,456 0.04 $2,772,842
FNMA 30yr Pool#DE2839 6.000% 01-Jun-2055, 6.00%, 06/01/55 FN 3140BFEM3 - - 2,659,557 $2,773,589 $2,773,589 0.04 $2,744,238
Ally Bank Auto Credit-Linked Notes, Series 2024-A C 6.022% 15-MAY-2032, 6.02%, 05/17/32 ABCLN 2024-A 02007GZ63 - - 2,719,748 $2,763,150 $2,763,150 0.04 $2,757,690
FNMA 30yr Pool#DA1511 5.500% 01-Oct-2053, 5.50%, 10/01/53 FN 3140A1VD6 - - 2,638,215 $2,715,460 $2,715,460 0.04 $2,687,621
FHLMC 30yr Pool#QF9276 5.500% 01-Mar-2053, 5.50%, 03/01/53 FR 3133BXJV4 - - 2,575,403 $2,680,341 $2,680,341 0.04 $2,654,866
FHLMC 30yr Pool#Q57869 4.000% 01-Aug-2048, 4.00%, 08/01/48 FG 3132Y1W79 - - 2,751,288 $2,679,572 $2,679,572 0.04 $2,671,624
FNMA 30yr Pool#DA3538 6.000% 01-Oct-2053, 6.00%, 10/01/53 FN 3140A34Y6 - - 2,556,895 $2,667,408 $2,667,408 0.04 $2,636,067
Connecticut Avenue Securities, Series 2021-R01 1M2 5.90603% 25-OCT-2041, 5.91%, 10/25/41 CAS 2021-R01 20754RAB2 - - 2,572,685 $2,593,550 $2,593,550 0.04 $2,580,044
FHLMC 30yr Pool#SD3523 3.000% 01-Jun-2052, 3.00%, 06/01/52 FR 3132DQ4G8 - - 2,811,841 $2,556,742 $2,556,742 0.04 $2,537,859
Ginnie Mae REMIC Trust 2017-163 LO 0.0% 16-MAY-2041, 0.00%, 05/16/41 GNR 2017-163 38380KNA9 - - 3,308,909 $2,552,839 $2,552,839 0.04 $2,552,839
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 $2,541,081 $2,541,081 0.04 $2,515,549
FHLMC 30yr Pool#QF0488 5.500% 01-Sep-2052, 5.50%, 09/01/52 FR 3133BMRH0 - - 2,443,434 $2,539,238 $2,539,238 0.04 $2,502,217
FHLMC 30yr Pool#QY9883 6.000% 01-Aug-2055, 6.00%, 08/01/55 FR 31426U6V1 - - 2,392,724 $2,498,609 $2,498,609 0.04 $2,468,909
BX Trust 2021-BXMF G 7.496513% 15-OCT-2038, 7.50%, 10/15/26 BX 2021-BXMF 05609RAS3 - - 2,488,884 $2,484,154 $2,484,154 0.04 $2,477,935
FNMA 30yr Pool#BY8533 6.500% 01-Aug-2053, 6.50%, 08/01/53 FN 3140NRPT7 - - 2,313,885 $2,443,050 $2,443,050 0.04 $2,416,981
PRPM 2024-RCF2 A1 3.75% 25-MAR-2054, 3.75%, 03/25/54 PRPM 2024-RCF2 693987AA7 - - 2,459,476 $2,429,686 $2,429,686 0.04 $2,421,488
FNMA 30yr Pool#BY5913 5.500% 01-Sep-2053, 5.50%, 09/01/53 FN 3140NNSB2 - - 2,331,300 $2,424,680 $2,424,680 0.04 $2,399,985
PRPM 2025-RCF3 LLC 5.25% 55, 5.25%, 07/25/55 PRPM 2025-RCF3 69392PAB1 - - 2,380,125 $2,397,980 $2,397,980 0.04 $2,378,542
FNMA 30yr Pool#DD4221 6.000% 01-Feb-2055, 6.00%, 02/01/55 FN DD4221 MTGE 3140B4VP2 - - 2,300,088 $2,396,157 $2,396,157 0.04 $2,371,444
FNMA 30yr Pool#DF0313 6.000% 01-Sep-2055, 6.00%, 09/01/55 FN 3140BQK34 - - 2,304,788 $2,392,704 $2,392,704 0.04 $2,368,134
Santander Bank Auto Credit-Linked Notes, Series 2024-A B 5.622% 15-JUN-2032, 5.62%, 06/15/32 SBCLN 2024-A 80290CCJ1 - - 2,313,100 $2,346,330 $2,346,330 0.04 $2,341,995
FHF Trust 2024-1 (First Help Financial) A2 5.69% 15-FEB-2030, 5.69%, 02/15/30 FHF 2024-1A 31568AAB2 - - 2,304,150 $2,315,739 $2,315,739 0.03 $2,311,369
FHLMC 30yr Pool#QI4878 6.000% 01-Apr-2054, 6.00%, 04/01/54 FR 3133WBM37 - - 2,215,613 $2,307,459 $2,307,459 0.03 $2,283,858
FHLMC 30yr Pool#QX7432 6.000% 01-Feb-2055, 6.00%, 02/01/55 FR 31426DHJ4 - - 1,986,218 $2,190,305 $2,190,305 0.03 $2,047,836
FHLMC 30yr Pool#QG2543 5.500% 01-May-2053, 5.50%, 05/01/53 FR 3133C2ZG6 - - 2,075,263 $2,142,921 $2,142,921 0.03 $2,120,173
FNMA 30yr Pool#FS3001 4.000% 01-Oct-2051, 4.00%, 10/01/51 FN 3140XJKP7 - - 2,175,834 $2,138,522 $2,138,522 0.03 $2,106,691
FIGRE Trust 2024-HE1 B 6.506% 25-MAR-2054, 6.51%, 03/25/54 FIGRE 2024-HE1 31684HAB6 - - 2,064,506 $2,130,224 $2,130,224 0.03 $2,118,285
FNMA 30yr Pool#FS1640 4.000% 01-Apr-2052, 4.00%, 04/01/52 FN 3140XGZE2 - - 2,123,857 $2,128,902 $2,128,902 0.03 $2,054,502
FNMA 30yr Pool#BP1500 3.000% 01-May-2050, 3.00%, 05/01/50 FN 3140K8U25 - - 2,300,695 $2,121,743 $2,121,743 0.03 $2,105,284
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 $2,074,496 $2,074,496 0.03 $2,062,428
FNMA 30yr Pool#CA7849 4.500% 01-Oct-2050, 4.50%, 10/01/50 FN 3140QFWK1 - - 2,036,015 $2,041,419 $2,041,419 0.03 $2,022,567
FNMA 30yr Pool#BY0338 6.500% 01-May-2053, 6.50%, 05/01/53 FN 3140NGLU2 - - 1,913,480 $2,016,646 $2,016,646 0.03 $1,994,872
FHLMC 30yr Pool#QH7013 6.500% 01-Dec-2053, 6.50%, 12/01/53 FR 3133CKYJ1 - - 1,834,493 $1,990,978 $1,990,978 0.03 $1,916,230
FHLMC 30yr Pool#SI2017 4.000% 01-Dec-2048, 4.00%, 12/01/48 FR 3133USG21 - - 2,016,459 $1,973,314 $1,973,314 0.03 $1,955,742
FNMA 30yr Pool#BW0972 4.500% 01-Jul-2052, 4.50%, 07/01/52 FN 3140MSCJ2 - - 1,974,620 $1,969,552 $1,969,552 0.03 $1,952,560
Foundation Finance Trust 2023-2 A 6.53% 15-JUN-2049, 6.53%, 06/15/49 FFIN 2023-2A 35042RAA4 - - 1,874,984 $1,956,394 $1,956,394 0.03 $1,952,313
FNMA 30yr Pool#BX8072 5.500% 01-Mar-2053, 5.50%, 03/01/53 FN 3140NC6J3 - - 1,875,220 $1,945,391 $1,945,391 0.03 $1,927,221
Reach ABS Trust 2024-2 A 5.88% 15-JUL-2031, 5.88%, 07/15/31 REACH 2024-2A 75525HAA8 - - 1,921,945 $1,936,741 $1,936,741 0.03 $1,932,974
FNMA 30yr Pool#DF0998 6.000% 01-Oct-2055, 6.00%, 10/01/55 FN 3140BRDC0 - - 1,855,093 $1,925,532 $1,925,532 0.03 $1,906,079
Santander Bank Auto Credit-Linked Notes, Series 2023-B B 5.64% 15-DEC-2033, 5.64%, 12/15/33 SBCLN 2023-B 80290CCB8 - - 1,898,971 $1,923,813 $1,923,813 0.03 $1,920,243
FHLMC 30yr Pool#QG2540 6.500% 01-May-2053, 6.50%, 05/01/53 FR 3133C2ZD3 - - 1,827,458 $1,917,558 $1,917,558 0.03 $1,897,144
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 $1,902,190 $1,902,190 0.03 $1,892,026
FHLMC 30yr Pool#SD1551 4.000% 01-Mar-2050, 4.00%, 03/01/50 FR 3132DNWL3 - - 1,887,950 $1,872,998 $1,872,998 0.03 $1,831,139
ACHV ABS Trust 2024-1PL B 6.34% 25-APR-2031, 6.34%, 04/25/31 ACHV 2024-1PL 00092BAB0 - - 1,829,451 $1,857,800 $1,857,800 0.03 $1,847,490
FHLMC 30yr Pool#QY7439 6.000% 01-Jun-2055, 6.00%, 06/01/55 FR 31426SHR3 - - 1,752,803 $1,833,926 $1,833,926 0.03 $1,808,613
FNMA 30yr Pool#BY0361 6.500% 01-Jun-2053, 6.50%, 06/01/53 FN 3140NGMK3 - - 1,725,094 $1,816,892 $1,816,892 0.03 $1,797,029
FHLMC 30yr Pool#QH3309 5.500% 01-Oct-2053, 5.50%, 10/01/53 FR 3133CFVA4 - - 1,759,876 $1,810,230 $1,810,230 0.03 $1,792,881
FNMA 30yr Pool#MA3521 4.000% 01-Nov-2048, 4.00%, 11/01/48 FN 31418C4F8 - - 1,814,288 $1,786,122 $1,786,122 0.03 $1,759,693
FHLMC 30yr Pool#SD0943 3.500% 01-Apr-2052, 3.50%, 04/01/52 FR 3132DNBL6 - - 1,814,843 $1,733,213 $1,733,213 0.03 $1,712,399
NRZ MSR-Collateralized Notes, Series 2021-FHT1 A 3.104% 25-JUL-2026, 3.10%, 07/25/26 NZES 2021-FHT1 62955MAB2 - - 1,753,609 $1,725,208 $1,725,208 0.03 $1,720,295
Fannie Mae Pool|4|08/01/2050, 4.00%, 08/01/50 FN 3140X8UA3 - - 1,757,757 $1,712,518 $1,712,518 0.03 $1,698,354
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 $1,710,321 $1,710,321 0.03 $1,701,475
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 $1,706,788 $1,706,788 0.03 $1,697,982
PRPM 2025-RCF3 LLC 5.25% 55, 5.25%, 07/25/55 PRPM 2025-RCF3 69392PAC9 - - 1,700,000 $1,704,455 $1,704,455 0.03 $1,690,572
FHLMC 30yr Pool#QA2039 3.000% 01-Aug-2049, 3.00%, 08/01/49 FR 31334YHQ3 - - 1,826,395 $1,691,369 $1,691,369 0.03 $1,670,560
FHLMC 30yr Pool#SD4456 4.000% 01-Aug-2050, 4.00%, 08/01/50 FR 3132E05R9 - - 1,687,953 $1,665,842 $1,665,842 0.03 $1,634,314
FNMA 30yr Pool#CB2681 3.500% 01-Jan-2052, 3.50%, 01/01/52 FN 3140QM6T6 - - 1,718,090 $1,656,319 $1,656,319 0.02 $1,621,240
FHLMC 30yr Pool#QG4340 6.500% 01-Jun-2053, 6.50%, 06/01/53 FR 3133C4ZD9 - - 1,547,612 $1,622,241 $1,622,241 0.02 $1,605,134
FNMA 30yr Pool#BY0327 6.500% 01-May-2053, 6.50%, 05/01/53 FN 3140NGLH1 - - 1,517,652 $1,590,140 $1,590,140 0.02 $1,573,023
Ally Bank Auto Credit-Linked Notes, Series 2024-A D 6.315% 15-MAY-2032, 6.31%, 05/17/32 ABCLN 2024-A 02007GZ71 - - 1,554,142 $1,579,715 $1,579,715 0.02 $1,576,444
FHLMC 30yr Pool#QZ4132 6.000% 01-Sep-2055, 6.00%, 09/01/55 FR 31427BSW6 - - 1,495,093 $1,551,513 $1,551,513 0.02 $1,536,184
FHLMC 30yr Pool#Q58477 4.000% 01-Sep-2048, 4.00%, 09/01/48 FG 3132Y2M37 - - 1,578,606 $1,537,517 $1,537,517 0.02 $1,532,957
FNMA 30yr Pool#MA3415 4.000% 01-Jul-2048, 4.00%, 07/01/48 FN 31418CYM0 - - 1,540,160 $1,516,424 $1,516,424 0.02 $1,493,814
FIGRE TRUST 2025-HE5 FLTG 2055 B, 5.49%, 08/25/55 FIGRE 2025-HE5 31684MAB5 - - 1,459,318 $1,476,376 $1,476,376 0.02 $1,463,925
U.S. Auto Funding 2021-1 C 2.2% 15-MAY-2026, 2.20%, 05/15/26 USAUT 2021-1A 90355EAC5 - - 1,743,847 $1,470,902 $1,470,902 0.02 $1,469,624
FNMA 30yr Pool#CA5573 4.000% 01-Apr-2050, 4.00%, 04/01/50 FN 3140QDFP4 - - 1,487,446 $1,449,467 $1,449,467 0.02 $1,437,178
FNMA 30yr Pool#BT8051 5.500% 01-Jan-2053, 5.50%, 01/01/53 FN 3140LW5M5 - - 1,389,783 $1,446,821 $1,446,821 0.02 $1,432,531
FNMA 30yr Pool#CA1931 4.500% 01-Jun-2048, 4.50%, 06/01/48 FN 3140Q9ED1 - - 1,434,744 $1,439,286 $1,439,286 0.02 $1,425,877
FNMA 30yr Pool#BY1896 5.500% 01-May-2053, 5.50%, 05/01/53 FN 3140NJDA9 - - 1,363,926 $1,410,431 $1,410,431 0.02 $1,396,569
Arivo Acceptance Auto Loan Receivables Trust 2024-1 A 6.46% 15-APR-2028, 6.46%, 04/17/28 ARIVO 2024-1A 039943AA3 - - 1,397,290 $1,405,206 $1,405,206 0.02 $1,402,197
Blue Bridge Funding 2023-1 A 7.37% 15-NOV-2030, 7.37%, 11/15/30 BBEF 2023-1A 09531MAA8 - - 1,377,188 $1,391,065 $1,391,065 0.02 $1,387,682
FHLMC 30yr Pool#QG3885 6.500% 01-Jun-2053, 6.50%, 06/01/53 FR 3133C4J62 - - 969,999 $1,370,105 $1,370,105 0.02 $1,006,053
FNMA 30yr Pool#BX7860 5.500% 01-Mar-2053, 5.50%, 03/01/53 FN 3140NCWW5 - - 1,301,814 $1,351,606 $1,351,606 0.02 $1,338,002
FNMA 30yr Pool#DB3056 5.500% 01-May-2054, 5.50%, 05/01/54 FN 3140ACME0 - - 1,269,823 $1,311,841 $1,311,841 0.02 $1,299,065
FNMA 30yr Pool#FM7725 4.500% 01-Dec-2050, 4.50%, 12/01/50 FN 3140XBSP6 - - 1,264,065 $1,265,885 $1,265,885 0.02 $1,254,428
FNMA 30yr Pool#MA3149 4.000% 01-Oct-2047, 4.00%, 10/01/47 FN 31418CQB3 - - 1,267,452 $1,252,345 $1,252,345 0.02 $1,232,039
FNMA 40yr Pool#BF0167 3.000% 01-Feb-2057, 3.00%, 02/01/57 FN 3140FXFH0 - - 1,390,765 $1,237,824 $1,237,824 0.02 $1,225,381
FHLMC 30yr Pool#QF2561 5.500% 01-Nov-2052, 5.50%, 11/01/52 FR 3133BPZ27 - - 1,180,277 $1,225,344 $1,225,344 0.02 $1,213,757
FHLMC 30yr Pool#SD8003 4.000% 01-Jul-2049, 4.00%, 07/01/49 FR 3132DV3L7 - - 1,235,175 $1,212,092 $1,212,092 0.02 $1,195,924
FNMA 30yr Pool#FM9138 4.000% 01-Mar-2050, 4.00%, 03/01/50 FN 3140XDEL6 - - 1,233,947 $1,211,318 $1,211,318 0.02 $1,196,816
Towd Point Mortgage Trust 2024-CES1 A1B 6.049% 25-JAN-2064, 6.05%, 01/25/64 TPMT 2024-CES1 89183CAB1 - - 1,157,895 $1,207,278 $1,207,278 0.02 $1,165,314
FNMA 30yr Pool#BJ9181 5.000% 01-May-2048, 5.00%, 05/01/48 FN 3140HBFX1 - - 1,168,762 $1,200,190 $1,200,190 0.02 $1,188,712
FHLMC 30yr Pool#QD9182 3.000% 01-Mar-2052, 3.00%, 03/01/52 FR 3133B7FX1 - - 1,293,469 $1,198,263 $1,198,263 0.02 $1,173,965
Connecticut Avenue Securities, Series 2021-R02 2B1 7.65603% 25-NOV-2041, 7.66%, 11/25/41 CAS 2021-R02 20754KAF8 - - 1,150,000 $1,181,262 $1,181,262 0.02 $1,173,436
Tricolor Auto Securitization Trust 2024-1 A 6.61% 15-OCT-2027, 6.61%, 10/15/27 TAST 2024-1A 89616LAA0 - - 1,205,445 $1,177,955 $1,177,955 0.02 $1,175,299
FNMA 30yr Pool#BX0804 5.500% 01-Nov-2052, 5.50%, 11/01/52 FN 3140N43N5 - - 1,136,341 $1,177,342 $1,177,342 0.02 $1,165,224
FNMA 30yr Pool#AS6811 3.000% 01-Mar-2046, 3.00%, 03/01/46 FN 3138WGR97 - - 1,263,349 $1,175,297 $1,175,297 0.02 $1,163,861
FHLMC 30yr Pool#ZT2087 4.000% 01-Jun-2049, 4.00%, 06/01/49 FR 3132AEJ80 - - 1,187,207 $1,166,468 $1,166,468 0.02 $1,149,480
FHLMC 30yr Pool#QG6538 5.500% 01-Jul-2053, 5.50%, 07/01/53 FR 3133C7HP5 - - 1,101,561 $1,145,804 $1,145,804 0.02 $1,135,189
FHLMC 30yr Pool#QG6948 5.500% 01-Jul-2053, 5.50%, 07/01/53 FR 3133C7WH6 - - 1,046,676 $1,089,775 $1,089,775 0.02 $1,078,542
FHLMC 30yr Pool#RA1087 4.500% 01-Jul-2049, 4.50%, 07/01/49 FR 3133KGF45 - - 1,062,508 $1,089,260 $1,089,260 0.02 $1,052,232
FNMA 30yr Pool#AS7492 4.000% 01-Jul-2046, 4.00%, 07/01/46 FN 3138WHKE1 - - 1,099,881 $1,080,190 $1,080,190 0.02 $1,070,199
FHLMC 30yr Pool#RA1188 4.500% 01-Aug-2049, 4.50%, 08/01/49 FR 3133KGJ90 - - 1,072,239 $1,071,533 $1,071,533 0.02 $1,061,869
FNMA 30yr Pool#CB8995 5.500% 01-Aug-2054, 5.50%, 08/01/54 FN 3140QU7H3 - - 1,032,787 $1,067,366 $1,067,366 0.02 $1,053,020
FNMA 30yr Pool#BV4203 3.500% 01-Apr-2052, 3.50%, 04/01/52 FN 3140MHU56 - - 1,060,039 $1,015,075 $1,015,075 0.02 $999,351
FNMA 30yr Pool#FM1598 4.000% 01-Feb-2049, 4.00%, 02/01/49 FN 3140X4X43 - - 1,015,336 $993,788 $993,788 0.01 $984,783
FNMA 30yr Pool#BV8484 3.500% 01-Apr-2052, 3.50%, 04/01/52 FN 3140MNNA0 - - 1,029,601 $978,258 $978,258 0.01 $970,580
FNMA 30yr Pool#DA3522 5.500% 01-Oct-2053, 5.50%, 10/01/53 FN 3140A34G5 - - 924,394 $950,838 $950,838 0.01 $941,705
Lendbuzz Securitization Trust 2023-2 A2 7.09% 15-OCT-2028, 7.09%, 10/16/28 LBZZ 2023-2A 52608MAB4 - - 926,546 $939,884 $939,884 0.01 $937,694
FHLMC 30yr Pool#QG7338 6.000% 01-Jul-2053, 6.00%, 07/01/53 FR 3133C8EK7 - - 838,395 $934,565 $934,565 0.01 $864,212
GNMA II 30yr Pool#MA5021 4.500% 20-Feb-2048, 4.50%, 02/20/48 G2 36179TSJ5 - - 926,972 $928,610 $928,610 0.01 $925,598
FNMA 30yr Pool#CA6382 4.500% 01-Jul-2050, 4.50%, 07/01/50 FN 3140QECU4 - - 926,440 $927,632 $927,632 0.01 $919,406
FHLMC 30yr Pool#ZM8197 4.000% 01-Sep-2048, 4.00%, 09/01/48 FR 3131Y3DA1 - - 939,234 $919,042 $919,042 0.01 $910,953
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 $909,555 $909,555 0.01 $904,736
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 4.877% 15-OCT-2036, 4.88%, 10/15/36 BX 2021-21M 05609CAA5 - - 862,801 $862,015 $862,015 0.01 $860,613
FNMA 30yr Pool#AB9341 3.000% 01-May-2043, 3.00%, 05/01/43 FN 31417GLX2 - - 901,410 $859,198 $859,198 0.01 $841,749
FNMA 30yr Pool#BN4541 4.000% 01-Feb-2049, 4.00%, 02/01/49 FN 3140JMBK7 - - 825,582 $836,535 $836,535 0.01 $800,740
Gracie Point International Funding, Series 2023-2 A 6.60559% 01-MAR-2027, 6.61%, 03/01/27 GPIF 2023-2A 38410JAA0 - - 808,251 $818,179 $818,179 0.01 $810,022
ACHV ABS Trust 2024-1PL C 6.42% 25-APR-2031, 6.42%, 04/25/31 ACHV 2024-1PL 00092BAC8 - - 792,780 $805,015 $805,015 0.01 $800,491
FREMF 2019-KF70 Mortgage Trust C 10.46922% 25-SEP-2029, 10.47%, 09/25/29 FREMF 2019-KF70 30298UAJ0 - - 789,970 $785,617 $785,617 0.01 $778,266
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 $774,051 $774,051 0.01 $766,313
FNMA 30yr Pool#BY0782 5.500% 01-Apr-2053, 5.50%, 04/01/53 FN 3140NG2Q2 - - 743,357 $772,412 $772,412 0.01 $765,227
FHLMC 30yr Pool#RA1999 4.500% 01-Jan-2050, 4.50%, 01/01/50 FR 3133KHGG5 - - 750,732 $750,921 $750,921 0.01 $743,471
ACHM Trust 2024-HE1 B 7.26% 25-MAY-2039, 7.26%, 05/25/39 ACHM 2024-HE1 00449TAB1 - - 710,236 $740,496 $740,496 0.01 $735,912
FNMA 30yr Pool#BY0866 5.500% 01-May-2053, 5.50%, 05/01/53 FN 3140NG6C9 - - 702,253 $726,614 $726,614 0.01 $719,061
GNMA II 30yr Pool#MA5264 4.000% 20-Jun-2048, 4.00%, 06/20/48 G2 36179TZ57 - - 728,169 $708,487 $708,487 0.01 $706,384
Connecticut Avenue Securities Trust 2022-R01 1M1 5.35603% 25-DEC-2041, 5.36%, 12/25/41 CAS 2022-R01 20754LAA7 - - 686,172 $689,412 $689,412 0.01 $686,146
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 $687,768 $687,768 0.01 $685,418
FHLMC 30yr Pool#QD6555 3.000% 01-Feb-2052, 3.00%, 02/01/52 FR 3133B4H81 - - 737,085 $685,013 $685,013 0.01 $669,069
FNMA 30yr Pool#BW0343 4.500% 01-May-2052, 4.50%, 05/01/52 FN 3140MRLZ8 - - 634,196 $660,443 $660,443 0.01 $624,876
FHLMC 30yr Pool#QE1073 3.500% 01-Apr-2052, 3.50%, 04/01/52 FR 3133BAFN6 - - 650,323 $617,850 $617,850 0.01 $613,044
FHLMC 30yr Pool#SD8047 4.500% 01-Feb-2050, 4.50%, 02/01/50 FR 3132DV5G6 - - 604,857 $606,722 $606,722 0.01 $600,862
FNMA 30yr Pool#AL6842 4.000% 01-May-2045, 4.00%, 05/01/45 FN 3138EPS88 - - 605,579 $604,848 $604,848 0.01 $591,981
FNMA 30yr Pool#BK9507 4.000% 01-Oct-2048, 4.00%, 10/01/48 FN 3140HPR58 - - 596,745 $599,800 $599,800 0.01 $580,892
Sequoia Mortgage Trust 2013-5 A1 2.5% 25-MAY-2043, 2.50%, 05/25/43 SEMT 2013-5 81745AAA5 - - 652,557 $596,938 $596,938 0.01 $585,239
MHC Commercial Mortgage Trust 2021-MHC A 4.948442% 15-APR-2038, 4.95%, 04/15/38 MHC 2021-MHC 55316VAA2 - - 586,117 $586,367 $586,367 0.01 $585,401
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 $582,852 $582,852 0.01 $579,941
Connecticut Avenue Securities, Series 2021-R03 1M1 5.20603% 25-DEC-2041, 5.21%, 12/25/41 CAS 2021-R03 20754AAA1 - - 546,017 $548,224 $548,224 0.01 $545,698
FNMA 30yr Pool#FA0122 4.500% 01-Dec-2054, 4.50%, 12/01/54 FN 3140W0D44 - - - $543,195 $543,195 0.01 $0
FHLMC 15yr Pool#SB0116 2.500% 01-Nov-2034, 2.50%, 11/01/34 FR 3132CWDV3 - - 524,367 $517,809 $517,809 0.01 $500,486
FNMA 30yr Pool#AZ0869 4.000% 01-Jul-2045, 4.00%, 07/01/45 FN 3138YR6F0 - - 521,481 $517,006 $517,006 0.01 $510,593
FHLMC 30yr Pool#SL0208 5.000% 01-Dec-2054, 5.00%, 12/01/54 FR 31427MGS4 - - - $513,393 $513,393 0.01 $0
FHLMC 30yr Pool#SL0367 4.500% 01-Dec-2054, 4.50%, 12/01/54 FR 31427MMR9 - - - $496,960 $496,960 0.01 $0
FHLMC 30yr Pool#QD9191 3.500% 01-Apr-2052, 3.50%, 04/01/52 FR 3133B7F86 - - 501,655 $476,834 $476,834 0.01 $472,935
FHLMC 30yr Pool#SL1760 5.000% 01-Jul-2055, 5.00%, 07/01/55 FR 31427N5W5 - - - $476,378 $476,378 0.01 $0
Towd Point Mortgage Trust 2024-CES2 A1B 6.35% 25-FEB-2064, 6.35%, 02/25/64 TPMT 2024-CES2 89182JAB7 - - 446,218 $469,929 $469,929 0.01 $450,097
FHLMC 30yr Pool#SD1414 4.000% 01-Oct-2050, 4.00%, 10/01/50 FR 3132DNSB0 - - 438,774 $429,353 $429,353 0.01 $424,831
FNMA 30yr Pool#CB4329 3.500% 01-Jul-2052, 3.50%, 07/01/52 FN 3140QPY35 - - 443,826 $422,001 $422,001 0.01 $418,582
JP Morgan Mortgage Trust 2015-4 AM 3.0% 25-JUN-2045, 3.00%, 06/25/45 JPMMT 2015-4 46644VBP0 - - 468,349 $416,991 $416,991 0.01 $412,815
FNMA 30yr Pool#CA4646 3.000% 01-Feb-2048, 3.00%, 02/01/48 FN 3140QCEU6 - - 436,060 $405,460 $405,460 0.01 $401,948
FNMA 30yr Pool#BV6879 4.500% 01-Apr-2052, 4.50%, 04/01/52 FN 3140MLUD0 - - 406,658 $404,193 $404,193 0.01 $400,744
FHLMC 30yr Pool#QG3397 6.000% 01-May-2053, 6.00%, 05/01/53 FR 3133C3X27 - - 375,757 $391,402 $391,402 0.01 $387,327
FHLMC 30yr Pool#QA8274 3.500% 01-Mar-2050, 3.50%, 03/01/50 FR 3133A3FP8 - - 389,009 $365,915 $365,915 0.01 $363,035
FNMA 30yr Pool#BV7632 4.500% 01-Apr-2052, 4.50%, 04/01/52 FN 3140MMPS1 - - 367,470 $365,248 $365,248 0.01 $362,127
FNMA 30yr Pool#FM3447 4.000% 01-Nov-2049, 4.00%, 11/01/49 FN 3140X6ZM6 - - 359,916 $357,271 $357,271 0.01 $349,487
FNMA 30yr Pool#CC0679 4.500% 01-Jul-2055, 4.50%, 07/01/55 FN 3140Y6XH8 - - - $344,982 $344,982 0.01 $0
FHLMC 30yr Pool#SD1966 4.000% 01-Nov-2052, 4.00%, 11/01/52 FR 3132DPFF0 - - 332,691 $324,759 $324,759 0.00 $319,726
FHLMC 30yr Pool#ZN6461 4.000% 01-May-2049, 4.00%, 05/01/49 FR 3131YDFA7 - - 325,599 $324,242 $324,242 0.00 $315,653
FNMA 30yr Pool#AR9225 3.000% 01-Mar-2043, 3.00%, 03/01/43 FN 3138W7HB3 - - 330,688 $316,627 $316,627 0.00 $306,930
FNMA 30yr Pool#CB9642 5.000% 01-Dec-2054, 5.00%, 12/01/54 FN 3140QVWC4 - - - $315,768 $315,768 0.00 $0
FHLMC 30yr Pool#ZT0391 4.000% 01-Nov-2047, 4.00%, 11/01/47 FR 3132ACNG1 - - 301,133 $297,116 $297,116 0.00 $294,353
FNMA 30yr Pool#FS2548 4.000% 01-Mar-2051, 4.00%, 03/01/51 FN 3140XHZN0 - - 302,753 $296,675 $296,675 0.00 $293,132
FHLMC 30yr Pool#QA5150 4.500% 01-Dec-2049, 4.50%, 12/01/49 FR 31346YWK5 - - 294,396 $295,093 $295,093 0.00 $292,449
FNMA 30yr Pool#FS2238 4.000% 01-Mar-2051, 4.00%, 03/01/51 FN 3140XHPY7 - - 295,202 $290,805 $290,805 0.00 $286,319
FNMA 30yr Pool#AS8649 3.000% 01-Jan-2047, 3.00%, 01/01/47 FN 3138WJTF5 - - 306,455 $285,740 $285,740 0.00 $280,728
Fannie Mae REMIC Trust 2017-9 VL 3.0% 25-JUL-2028, 3.00%, 07/25/28 FNR 2017-9 3136AVYH6 - - 263,867 $270,627 $270,627 0.00 $261,349
FNMA 30yr Pool#BN3899 4.000% 01-Dec-2048, 4.00%, 12/01/48 FN 3140JLKM5 - - 270,800 $265,023 $265,023 0.00 $262,651
FHLMC 30yr Pool#QA1615 3.500% 01-Aug-2049, 3.50%, 08/01/49 FR 31334XYL7 - - 271,649 $257,369 $257,369 0.00 $255,167
FHLMC 30yr Pool#ZN4240 4.500% 01-Dec-2048, 4.50%, 12/01/48 FR 3131YAV98 - - 250,075 $251,854 $251,854 0.00 $249,383
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
Reach ABS Trust 2024-1 A 6.3% 15-FEB-2031, 6.30%, 02/18/31 REACH 2024-1A 75526PAA9 - - 244,538 $245,344 $245,344 0.00 $244,831
Fannie Mae REMIC Trust 2012-126 SY 0.0% 25-NOV-2042, 0.00%, 11/25/42 FNR 2012-126 3136A9ZR2 - - 473,554 $240,975 $240,975 0.00 $240,975
FNMA 30yr Pool#MA3908 4.500% 01-Jan-2050, 4.50%, 01/01/50 FN 31418DKW1 - - 237,105 $239,606 $239,606 0.00 $235,539
FHLMC 15yr Pool#SB0040 2.500% 01-Dec-2033, 2.50%, 12/01/33 FR 3132CWBH6 - - 239,330 $237,907 $237,907 0.00 $231,772
FNMA 30yr Pool#MA3687 4.000% 01-Jun-2049, 4.00%, 06/01/49 FN 31418DCZ3 - - 235,116 $230,887 $230,887 0.00 $227,644
FNMA 30yr Pool#BW0081 4.500% 01-Apr-2052, 4.50%, 04/01/52 FN 3140MRCT2 - - 229,906 $228,457 $228,457 0.00 $226,528
FNMA 30yr Pool#BE3616 4.000% 01-May-2047, 4.00%, 05/01/47 FN 3140FPAS8 - - 228,429 $227,618 $227,618 0.00 $223,545
FNMA 30yr Pool#MA1327 3.000% 01-Jan-2043, 3.00%, 01/01/43 FN 31418APM4 - - 240,351 $224,599 $224,599 0.00 $222,319
GNMA II 30yr Pool#MA5192 4.000% 20-May-2048, 4.00%, 05/20/48 G2 36179TXV2 - - 218,173 $212,685 $212,685 0.00 $212,055
FNMA 30yr Pool#BO9819 4.500% 01-Dec-2049, 4.50%, 12/01/49 FN 3140K54D6 - - 210,191 $210,756 $210,756 0.00 $208,800
FHLMC 30yr Pool#RA1088 4.500% 01-Jul-2049, 4.50%, 07/01/49 FR 3133KGF52 - - 204,004 $204,469 $204,469 0.00 $202,653
FHLMC 30yr Pool#SD8040 4.500% 01-Jan-2050, 4.50%, 01/01/50 FR 3132DV4Z5 - - 179,630 $184,276 $184,276 0.00 $178,443
FNMA 30yr Pool#AB6280 3.000% 01-Sep-2042, 3.00%, 09/01/42 FN 31417C6S9 - - 194,980 $182,296 $182,296 0.00 $180,352
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 $180,010 $180,010 0.00 $178,442
FNMA 30yr Pool#CA4185 4.500% 01-Sep-2049, 4.50%, 09/01/49 FN 3140QBUK2 - - 176,574 $177,024 $177,024 0.00 $175,404
FNMA 30yr Pool#CA4035 4.500% 01-Aug-2049, 4.50%, 08/01/49 FN 3140QBPV4 - - 171,826 $172,214 $172,214 0.00 $170,688
FNMA 30yr Pool#BV7132 4.500% 01-Apr-2052, 4.50%, 04/01/52 FN 3140ML4S6 - - 161,854 $160,840 $160,840 0.00 $159,475
FHLMC 30yr Pool#ZT1320 4.000% 01-Nov-2048, 4.00%, 11/01/48 FR 3132ADPD4 - - 162,690 $160,400 $160,400 0.00 $157,795
FHLMC 30yr Pool#ZA7158 4.500% 01-Jun-2049, 4.50%, 06/01/49 FR 31329Q5T4 - - 157,752 $157,773 $157,773 0.00 $156,226
FNMA 30yr Pool#AB7563 3.000% 01-Jan-2043, 3.00%, 01/01/43 FN 31417EMM0 - - 167,651 $157,512 $157,512 0.00 $155,886
FNMA 30yr Pool#FS2546 4.000% 01-Mar-2051, 4.00%, 03/01/51 FN 3140XHZL4 - - 154,406 $151,365 $151,365 0.00 $149,760
GNMA II 30yr Pool#MA5753 4.000% 20-Feb-2049, 4.00%, 02/20/49 G2 36179UMA7 - - 145,834 $137,913 $137,913 0.00 $137,492
FNMA 30yr Pool#MA1229 3.000% 01-Oct-2042, 3.00%, 10/01/42 FN 31418ALK2 - - 145,860 $136,951 $136,951 0.00 $135,574
FNMA 30yr Pool#BW0072 4.500% 01-Apr-2052, 4.50%, 04/01/52 FN 3140MRCJ4 - - 136,507 $135,654 $135,654 0.00 $134,501
FNMA 30yr Pool#BV7131 4.500% 01-Apr-2052, 4.50%, 04/01/52 FN 3140ML4R8 - - 129,268 $128,460 $128,460 0.00 $127,368
GNMA II 30yr Pool#BF6874 4.500% 20-Jul-2048, 4.50%, 07/20/48 G2 3617GDT77 - - 127,023 $126,245 $126,245 0.00 $125,832
GNMA II 30yr Pool#MA5866 4.000% 20-Apr-2049, 4.00%, 04/20/49 G2 36179UQT2 - - 132,719 $125,906 $125,906 0.00 $125,523
FNMA 20yr Pool#AB9283 3.000% 01-Apr-2038, 3.00%, 04/01/38 FN 31417GJ56 - - 132,770 $125,707 $125,707 0.00 $123,907
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#FS9880 4.500% 01-Sep-2054, 4.50%, 09/01/54 FN 3140XR6S9 - - - $115,372 $115,372 0.00 $0
Santander Bank Auto Credit-Linked Notes, Series 2023-A B 6.493% 15-JUN-2033, 6.49%, 06/15/33 SBCLN 2023-A 80290CBU7 - - 113,580 $114,052 $114,052 0.00 $113,806
FNMA 30yr Pool#BM3282 3.500% 01-Dec-2047, 3.50%, 12/01/47 FN 3140J7UG8 - - 114,888 $111,869 $111,869 0.00 $109,462
GNMA II 30yr Pool#BK5879 4.500% 20-Nov-2048, 4.50%, 11/20/48 G2 3617J6Q80 - - 111,629 $109,517 $109,517 0.00 $109,154
FNMA 30yr Pool#CA3683 4.500% 01-Jun-2049, 4.50%, 06/01/49 FN 3140QBCV8 - - 109,005 $109,274 $109,274 0.00 $108,283
FHLMC 30yr Pool#ZT1633 4.000% 01-Mar-2047, 4.00%, 03/01/47 FR 3132ADY69 - - 110,356 $109,215 $109,215 0.00 $108,045
FHLMC 30yr Pool#SL0509 4.500% 01-Jan-2055, 4.50%, 01/01/55 FR 31427MR78 - - - $108,656 $108,656 0.00 $0
FHLMC 30yr Pool#QE0318 4.500% 01-Mar-2052, 4.50%, 03/01/52 FR 3133B9K78 - - 108,383 $107,733 $107,733 0.00 $106,807
FNMA 30yr Pool#CA0108 3.500% 01-Aug-2047, 3.50%, 08/01/47 FN 3140Q7DN4 - - 106,867 $103,080 $103,080 0.00 $101,820
FNMA 30yr Pool#FA0654 4.500% 01-Dec-2054, 4.50%, 12/01/54 FN 3140W0WQ4 - - - $102,791 $102,791 0.00 $0
FHLMC 30yr Pool#ZM7577 4.500% 01-Aug-2048, 4.50%, 08/01/48 FR 3131Y2M21 - - 100,110 $100,403 $100,403 0.00 $99,491
Fannie Mae REMIC Trust 2013-130 FN 4.82051% 25-OCT-2042, 4.82%, 10/25/42 FNR 2013-130 3136AHG53 - - 93,602 $92,928 $92,928 0.00 $92,526
FNMA 30yr Pool#BJ8459 3.000% 01-Aug-2049, 3.00%, 08/01/49 FN 3140HAMH0 - - 99,941 $90,445 $90,445 0.00 $89,433
FNMA 30yr Pool#BO4113 3.000% 01-Aug-2049, 3.00%, 08/01/49 FN 3140JYSB3 - - 90,994 $82,113 $82,113 0.00 $81,427
FHLMC 30yr Pool#ZM7926 5.000% 01-Sep-2048, 5.00%, 09/01/48 FR 3131Y2YX0 - - 77,858 $79,622 $79,622 0.00 $78,854
Sequoia Mortgage Trust 2019-CH3 A19 4.0% 25-OCT-2049, 4.00%, 09/25/49 SEMT 2019-CH3 81748GBN0 - - 80,538 $79,001 $79,001 0.00 $75,205
FHLMC 30yr Pool#QA2159 3.000% 01-Aug-2049, 3.00%, 08/01/49 FR 31334YMG9 - - 82,889 $74,789 $74,789 0.00 $74,174
FNMA 30yr Pool#MA1447 3.000% 01-May-2043, 3.00%, 05/01/43 FN 31418ATD0 - - 77,582 $72,901 $72,901 0.00 $72,009
FNMA 30yr Pool#AS8547 3.000% 01-Nov-2046, 3.00%, 11/01/46 FN 3138WJP93 - - 71,727 $65,948 $65,948 0.00 $65,408
FNMA 30yr Pool#BD2453 3.000% 01-Jan-2047, 3.00%, 01/01/47 FN 3140F9WP6 - - 68,644 $64,278 $64,278 0.00 $63,265
Fannie Mae REMIC Trust 2010-109 BS 6.28056% 25-OCT-2040, 6.28%, 10/25/40 FNR 2010-109 31398NTM6 - - 41,248 $61,081 $61,081 0.00 $60,706
Fannie Mae REMIC Trust 2006-20 GF 4.82051% 25-APR-2036, 4.82%, 04/25/36 FNR 2006-20 31395BU43 - - 55,844 $55,690 $55,690 0.00 $55,450
FHLMC 15yr Pool#ZK8962 3.000% 01-Sep-2032, 3.00%, 09/01/32 FR 3131XC5X1 - - 54,127 $54,834 $54,834 0.00 $52,852
FHLMC 30yr Pool#RJ1754 4.500% 01-Jun-2054, 4.50%, 06/01/54 FR 3142GR5Q9 - - - $51,742 $51,742 0.00 $0
FHLMC 15yr Pool#ZS7403 3.000% 01-May-2031, 3.00%, 05/01/31 FR 3132A8GL7 - - 50,422 $51,047 $51,047 0.00 $49,496
FNMA 30yr Pool#FA0787 4.500% 01-Jan-2055, 4.50%, 01/01/55 FN 3140W02V6 - - - $44,677 $44,677 0.00 $0
Freddie Mac Multiclass Certificates, Series 3380 FM 5.07656% 15-OCT-2037, 4.94%, 10/15/37 FHR 3380 31397KTJ0 - - 44,583 $44,607 $44,607 0.00 $44,533
RCKT Mortgage Trust 2025-CES1 A1A 5.653% 25-JAN-2045, 5.65%, 01/25/45 RCKT 2025-CES1 A1 749427AA8 - - - $44,593 $44,593 0.00 $0
FNMA 15yr Pool#BO5957 3.000% 01-Dec-2034, 3.00%, 12/01/34 FN 3140K1TP1 - - 44,457 $43,738 $43,738 0.00 $43,114
FNMA 30yr Pool#BO1857 4.500% 01-Aug-2049, 4.50%, 08/01/49 FN 3140JWB33 - - 42,947 $43,052 $43,052 0.00 $42,663
Freddie Mac Multiclass Certificates, Series 3721 FB 4.98656% 15-SEP-2040, 4.85%, 09/15/40 FHR 3721 3137GAD20 - - 42,933 $42,882 $42,882 0.00 $42,812
Ginnie Mae REMIC Trust 2008-013 FB 4.74992% 20-FEB-2038, 4.65%, 02/20/38 GNR 2008-13 38375PNL1 - - 39,881 $39,878 $39,878 0.00 $39,842
FNMA 15yr Pool#BO7717 3.000% 01-Nov-2034, 3.00%, 11/01/34 FN 3140K3SF0 - - 33,555 $37,155 $37,155 0.00 $32,610
FNMA 30yr Pool#BC0870 3.500% 01-Jan-2046, 3.50%, 01/01/46 FN 3140EU6G9 - - 37,850 $36,213 $36,213 0.00 $35,871
FHLMC 15yr Pool#ZK9163 3.000% 01-Jan-2033, 3.00%, 01/01/33 FR 3131XDFC4 - - 32,123 $31,971 $31,971 0.00 $31,352
Ginnie Mae REMIC Trust 2007-040 FG 4.56992% 20-JUL-2037, 4.47%, 07/20/37 GNR 2007-40 38375KZS4 - - 30,474 $30,220 $30,220 0.00 $30,193
Ginnie Mae REMIC Trust 2004-069 CF 4.64992% 20-JUL-2034, 4.55%, 07/20/34 GNR 2004-69 38374JAT3 - - 26,397 $26,343 $26,343 0.00 $26,320
Fannie Mae REMIC Trust 2013-2 QF 4.97051% 25-FEB-2043, 4.97%, 02/25/43 FNR 2013-2 3136AB4P5 - - 24,521 $24,557 $24,557 0.00 $24,449
Ginnie Mae REMIC Trust 2007-059 FA 4.74992% 20-OCT-2037, 4.65%, 10/20/37 GNR 2007-59 38375LPU8 - - 24,178 $24,130 $24,130 0.00 $24,108
FHLMC 30yr Pool#ZN2165 4.500% 01-Dec-2048, 4.50%, 12/01/48 FR 3131Y8MN2 - - 23,477 $23,726 $23,726 0.00 $23,495
Ginnie Mae REMIC Trust 2010-133 FD 4.57632% 16-OCT-2040, 4.58%, 10/16/40 GNR 2010-133 38377MHV1 - - 22,175 $22,189 $22,189 0.00 $22,158
Ginnie Mae REMIC Trust 2008-016 FC 4.74992% 20-FEB-2038, 4.65%, 02/20/38 GNR 2008-16 383742FU2 - - 19,503 $19,503 $19,503 0.00 $19,485
Ginnie Mae REMIC Trust 2007-037 FW 4.55992% 20-JUN-2037, 4.46%, 06/20/37 GNR 2007-37 38375KNR9 - - 19,391 $19,251 $19,251 0.00 $19,234
Ginnie Mae REMIC Trust 2004-059 FP 4.44632% 16-AUG-2034, 4.45%, 08/16/34 GNR 2004-59 38374HYS3 - - 18,764 $18,697 $18,697 0.00 $18,671
Ginnie Mae REMIC Trust 2005-065 FA 4.39992% 20-AUG-2035, 4.30%, 08/20/35 GNR 2005-65 38374LL25 - - 18,776 $18,562 $18,562 0.00 $18,546
Fannie Mae REMIC Trust 2002-53 FK 4.87051% 25-APR-2032, 4.87%, 04/25/32 FNR 2002-53 31392EHN3 - - 17,127 $17,144 $17,144 0.00 $17,070
Freddie Mac Multiclass Certificates, Series 2426 FL 5.13656% 15-MAR-2032, 5.00%, 03/15/32 FHR 2426 31339W7G5 - - 16,963 $17,038 $17,038 0.00 $17,009
FHLMC 30yr Pool#ZT0252 3.000% 01-Dec-2047, 3.00%, 12/01/47 FR 3132ACH52 - - 17,325 $16,153 $16,153 0.00 $15,968
Ginnie Mae REMIC Trust 2005-048 AF 4.44992% 20-JUN-2035, 4.35%, 06/20/35 GNR 2005-48 38374LHM6 - - 15,901 $15,744 $15,744 0.00 $15,731
Fannie Mae REMIC Trust 2005-83 KT 4.77051% 25-OCT-2035, 4.77%, 10/25/35 FNR 2005-83 31394FUL7 - - 14,920 $14,875 $14,875 0.00 $14,812
Fannie Mae REMIC Trust 2007-89 GF 4.99051% 25-SEP-2037, 4.99%, 09/25/37 FNR 2007-89 31396XPM0 - - 14,088 $14,146 $14,146 0.00 $14,083
Freddie Mac Multiclass Certificates, Series 2551 FD 4.88656% 15-JAN-2033, 4.75%, 01/15/33 FHR 2551 31393JAZ1 - - 12,302 $12,288 $12,288 0.00 $12,269
FHLMC 30yr Pool#ZM2269 3.000% 01-Dec-2046, 3.00%, 12/01/46 FR 3131XVQW8 - - 12,613 $11,725 $11,725 0.00 $11,618
Ginnie Mae REMIC Trust 2012-075 FP 4.54992% 20-JUL-2041, 4.45%, 07/20/41 GNR 2012-75 38378EZ55 - - 11,542 $11,513 $11,513 0.00 $11,503
Ginnie Mae REMIC Trust 2007-061 FA 4.74992% 20-OCT-2037, 4.65%, 10/20/37 GNR 2007-61 38375LLN8 - - 10,071 $10,051 $10,051 0.00 $10,042
Freddie Mac Multiclass Certificates, Series 2410, excluding Group 6 FX 4.83656% 15-FEB-2032, 4.70%, 02/15/32 FHR 2410 31339NJN7 - - 9,765 $9,742 $9,742 0.00 $9,727
Fannie Mae REMIC Trust 2010-123 FL 4.90051% 25-NOV-2040, 4.90%, 11/25/40 FNR 2010-123 31398N2W3 - - 9,599 $9,596 $9,596 0.00 $9,554
FNMA 15yr Pool#AS8207 2.500% 01-Oct-2031, 2.50%, 10/01/31 FN 3138WJDM7 - - 9,598 $9,593 $9,593 0.00 $9,301
GNMA II 30yr Pool#BK6072 5.000% 20-Jan-2049, 5.00%, 01/20/49 G2 3617J6W91 - - 9,055 $9,192 $9,192 0.00 $9,159
Fannie Mae REMIC Trust 2003-87 FG 4.97051% 25-SEP-2033, 4.97%, 09/25/33 FNR 2003-87 31393E4W6 - - 8,772 $8,801 $8,801 0.00 $8,763
Freddie Mac Multiclass Certificates, Series 3028 FM 4.73656% 15-SEP-2035, 4.60%, 09/15/35 FHR 3028 31396AFB5 - - 8,532 $8,506 $8,506 0.00 $8,493
FNMA 15yr Pool#BM1036 2.500% 01-Feb-2032, 2.50%, 02/01/32 FN 3140J5EJ4 - - 8,383 $8,350 $8,350 0.00 $8,122
FNMA 15yr Pool#AS7643 2.500% 01-Aug-2031, 2.50%, 08/01/31 FN 3138WHP55 - - 8,286 $8,261 $8,261 0.00 $8,032
Fannie Mae REMIC Trust 2012-100 FG 4.87051% 25-SEP-2042, 4.87%, 09/25/42 FNR 2012-100 3136A8QW3 - - 7,671 $7,616 $7,616 0.00 $7,583
Fannie Mae REMIC Trust 2002-16 VF 5.02051% 25-APR-2032, 5.02%, 04/25/32 FNR 2002-16 31392CWW0 - - 7,480 $7,516 $7,516 0.00 $7,483
Freddie Mac Multiclass Certificates, Series 3738 FD 4.78656% 15-AUG-2040, 4.65%, 08/15/40 FHR 3738 3137GAYQ4 - - 7,393 $7,401 $7,401 0.00 $7,389
FHLMC 15yr Pool#ZK8405 2.500% 01-Dec-2031, 2.50%, 01/22/31 FR 3131XCKS5 - - 7,092 $7,039 $7,039 0.00 $6,865
Ginnie Mae REMIC Trust 2007-018 FD 4.54992% 20-APR-2037, 4.45%, 04/20/37 GNR 2007-18 38375JC86 - - 7,036 $6,980 $6,980 0.00 $6,974
Ginnie Mae REMIC Trust 2010-006 FG 4.74632% 16-JAN-2040, 4.75%, 01/16/40 GNR 2010-6 38376TSC7 - - 6,858 $6,889 $6,889 0.00 $6,879
Fannie Mae REMIC Trust 2010-95 FB 4.87051% 25-SEP-2040, 4.87%, 09/25/40 FNR 2010-95 31398NEX8 - - 6,323 $6,325 $6,325 0.00 $6,297
FNMA 30yr Pool#MA3694 4.500% 01-Jul-2049, 4.50%, 07/01/49 FN 31418DC83 - - 4,507 $4,535 $4,535 0.00 $4,477
Ginnie Mae REMIC Trust 1999-27 FE 4.54632% 16-AUG-2029, 4.55%, 08/16/29 GNR 1999-27 3837H2WA3 - - 2,213 $2,215 $2,215 0.00 $2,211
FHLMC 30yr Pool#ZN0650 3.000% 01-Mar-2043, 3.00%, 03/01/43 FR 3131Y6WK1 - - 2,200 $2,060 $2,060 0.00 $2,042
Freddie Mac Multiclass Certificates, Series 2469 FE 4.98656% 15-JUL-2032, 4.85%, 07/15/32 FHR 2469 31392RC58 - - 1,735 $1,736 $1,736 0.00 $1,733
Ginnie Mae REMIC Trust 2010-125 VF 4.59992% 20-JUN-2040, 4.50%, 06/20/40 GNR 2010-125 38377JYJ6 - - 364.00 $363 $363 0.00 $362
FREED ABS Trust 2021-3FP D 2.37% 18-NOV-2028, 2.37%, 11/20/28 FREED 2021-3FP 30322MAD1 - - - $180 $180 0.00 $0
US 5YR NOTE (CBT) Dec25 DEC 25 FVZ5 FUTURES_USD - 3,000 $329,156,250 $0 0.00 $0
US 10YR NOTE (CBT)Dec25 DEC 25 TYZ5 FUTURES_USD - -230.00 $-26,090,625 $0 0.00 $0
US 10yr Ultra Fut Dec25 DEC 25 UXYZ5 FUTURES_USD - -1,271 $-147,992,062 $0 0.00 $0
US ULTRA BOND CBT Dec25 DEC 25 WNZ5 FUTURES_USD - -309.00 $-37,997,344 $0 0.00 $0
UMBS TBA 30yr 6.5% November Delivery, 6.50%, 11/13/25 FNCL 01F0626B2 - - -46,251,000 $-47,895,223 $-47,895,223 -0.72 $-47,895,223
UMBS TBA 30yr 3.5% November Delivery, 3.50%, 11/13/25 FNCL 01F0326B5 - - -95,653,000 $-88,763,880 $-88,763,880 -1.34 $-88,763,880
UMBS TBA 30yr 5.5% November Delivery, 5.50%, 11/13/25 FNCL 01F0526B3 - - -384,035,400 $-388,820,481 $-388,820,481 -5.86 $-388,820,481
UMBS TBA 30yr 4.5% November Delivery, 4.50%, 11/13/25 FNCL 01F0426B4 - - -508,608,342 $-498,333,945 $-498,333,945 -7.51 $-498,333,945
UMBS TBA 30yr 6% November Delivery, 6.00%, 11/13/25 FNCL 01F0606B6 - - -490,162,167 $-501,646,667 $-501,646,667 -7.56 $-501,646,667
UMBS TBA 30yr 5% November Delivery, 5.00%, 11/13/25 FNCL 01F0506B7 - - -512,087,826 $-511,320,718 $-511,320,718 -7.71 $-511,320,718
UMBS TBA 30yr 4% November Delivery, 4.00%, 11/13/25 FNCL 01F0406B8 - - -721,596,155 $-689,554,399 $-689,554,399 -10.39 $-689,554,399
SEGREGATED CASH SEGCASH - $0.00 5,296,576 $5,296,576 $5,296,576 0.08 $5,296,576
ALMSUM ALMSUM - $0.00 - $0 $0 0.00 $0
US DOLLARS USD MD_142224 - - -1,916,037,089 $-1,916,037,089 $-1,916,037,089 -28.88 $-1,916,037,089
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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