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For Institutional Investors in the US

Mortgage-Backed Securities ETF Holdings

Full Portfolio Holdings

(As of September 12, 2025)

Ticker Cusip Underlying Security Strike Price Quantity (Shares/ Par/ Units/ Contracts) Notional Value Market Value Weight % Current Market Value
UMBS TBA 30yr 2.5% October Delivery, 2.50%, 10/14/25 FNCL 01F0226A8 - - 2,052,750,894 $1,738,532,209 $1,738,532,209 27.18 $1,738,532,209
UMBS TBA 30yr 3% October Delivery, 3.00%, 10/14/25 FNCL 01F0306A1 - - 531,345,354 $469,584,958 $469,584,958 7.35 $469,584,958
GNMA II TBA 30yr 5% September Delivery, 5.00%, 09/22/25 G2SF 21H050698 - - 364,326,194 $364,214,710 $364,214,710 5.70 $364,214,710
UMBS TBA 30yr 2% October Delivery, 2.00%, 10/14/25 FNCL 01F0206A2 - - 402,248,255 $325,853,266 $325,853,266 5.10 $325,853,266
GNMA II TBA 30yr 5.5% September Delivery, 5.50%, 09/22/25 G2SF 21H052694 - - 253,922,000 $256,710,064 $256,710,064 4.02 $256,710,064
GNMA II TBA 30yr 4.5% September Delivery, 4.50%, 09/22/25 G2SF 21H042695 - - 259,406,488 $253,534,044 $253,534,044 3.97 $253,534,044
FNMA 30yr Pool#CC0839 6.000% 01-Aug-2055, 6.00%, 08/01/55 FN 3140Y64Z0 - - 197,652,596 $206,810,818 $206,810,818 3.24 $203,885,856
FNMA 30yr Pool#CB9430 5.500% 01-Nov-2054, 5.50%, 11/01/54 FN 3140QVPQ1 - - 188,835,212 $193,707,587 $193,707,587 3.04 $192,198,574
GNMA II TBA 30yr 3% September Delivery, 3.00%, 09/22/25 G2SF 21H030690 - - 187,159,962 $168,698,878 $168,698,878 2.65 $168,698,878
Fannie Mae REMIC Trust 2025-12 FC 5.44839% 25-MAR-2055, 5.45%, 03/25/55 FNR 2025-12 3136BVFC7 - - 158,100,735 $158,744,119 $158,744,119 2.49 $158,265,566
FNMA 30yr Pool#FS7252 5.000% 01-Nov-2053, 5.00%, 11/01/53 FN 3140XPBW8 - - 146,477,119 $148,867,829 $148,867,829 2.34 $146,679,092
FNMA 30yr Pool#FA2033 6.000% 01-Jul-2054, 6.00%, 07/01/54 FN 3140W2HK0 - - 139,125,558 $145,551,302 $145,551,302 2.28 $143,575,807
UMBS TBA 30yr 6.5% October Delivery, 6.50%, 10/14/25 FNCL 01F0626A4 - - 137,391,000 $142,324,711 $142,324,711 2.23 $142,324,711
UMBS TBA 30yr 4.5% October Delivery, 4.50%, 10/14/25 FNCL 01F0426A6 - - 141,255,766 $137,858,141 $137,858,141 2.16 $137,858,141
GNMA II TBA 30yr 3.5% September Delivery, 3.50%, 09/22/25 G2SF 21H032696 - - 147,859,377 $136,749,371 $136,749,371 2.15 $136,749,371
Fannie Mae Pool|4.5|01/01/2049, 4.50%, 01/01/49 FN 3140W3BY4 - - 120,940,110 $120,130,790 $120,130,790 1.89 $119,888,910
FNMA 30yr Pool#FS1133 4.000% 01-Oct-2051, 4.00%, 10/01/51 FN 3140XGHK8 - - 116,551,838 $113,812,272 $113,812,272 1.79 $112,156,245
FHLMC 30yr Pool#SL0335 5.500% 01-Feb-2055, 5.50%, 02/01/55 FR 31427MLR0 - - 107,286,536 $110,985,376 $110,985,376 1.74 $108,998,419
GNMA II TBA 30yr 4% September Delivery, 4.00%, 09/22/25 G2SF 21H040699 - - 114,954,688 $109,021,417 $109,021,417 1.71 $109,021,417
FNMA 30yr Pool#FM7460 4.000% 01-Mar-2051, 4.00%, 03/01/51 FN 3140XBJE1 - - 109,202,257 $106,544,536 $106,544,536 1.67 $105,083,844
Freddie Mac Multiclass Certificates, Series 5544 FC 5.34839% 25-JUN-2055, 5.35%, 06/25/55 FHR 5544 3137HLNP3 - - 91,800,160 $92,304,454 $92,304,454 1.45 $92,031,686
Freddie Mac Pool|4.5|12/01/2048, 4.50%, 12/01/48 FR 31427PW26 - - 85,211,864 $84,641,634 $84,641,634 1.33 $84,471,210
FNMA 30yr Pool#FS9022 5.500% 01-Aug-2054, 5.50%, 08/01/54 FN 3140XRAY1 - - 80,528,027 $82,852,809 $82,852,809 1.30 $81,837,786
FHLMC 30yr Pool#RJ4363 5.500% 01-Jun-2055, 5.50%, 06/01/55 FR 3142GUZ55 - - 76,952,676 $80,105,627 $80,105,627 1.26 $79,013,031
FHLMC 30yr Pool#SD1046 4.000% 01-Jul-2052, 4.00%, 07/01/52 FR 3132DNET6 - - 83,389,505 $80,050,054 $80,050,054 1.26 $79,920,337
FNMA 30yr Pool#FS8993 6.000% 01-Jul-2054, 6.00%, 07/01/54 FN 3140XQ7F8 - - 73,216,131 $78,360,377 $78,360,377 1.22 $75,496,500
FNMA 30yr Pool#FA0574 5.500% 01-Jan-2055, 5.50%, 01/01/55 FN 3140W0T88 - - 72,225,855 $74,940,683 $74,940,683 1.17 $74,149,858
FHLMC 30yr Pool#SL1760 5.000% 01-Jul-2055, 5.00%, 07/01/55 FR 31427N5W5 - - 66,296,933 $67,396,700 $67,396,700 1.05 $66,872,747
FNMA 30yr Pool#FA0573 5.000% 01-Jan-2055, 5.00%, 01/01/55 FN 3140W0T70 - - 63,454,095 $64,845,947 $64,845,947 1.01 $64,077,056
FHLMC 30yr Pool#SL1188 5.500% 01-Apr-2055, 5.50%, 04/01/55 FR 31427NKA6 - - 59,827,149 $61,819,848 $61,819,848 0.97 $61,332,079
FHLMC 30yr Pool#QX7566 5.500% 01-Mar-2055, 5.50%, 03/01/55 FR 31426DMQ2 - - 56,356,703 $57,825,395 $57,825,395 0.90 $57,360,478
Fannie Mae REMIC Trust 2025-9 FA 5.54839% 25-MAR-2055, 5.55%, 03/25/55 FNR 2025-9 3136BVDC9 - - 51,748,241 $52,023,268 $52,023,268 0.81 $51,863,757
FNMA 30yr Pool#CB9613 5.500% 01-Dec-2054, 5.50%, 12/01/54 FN 3140QVVF8 - - 48,400,433 $49,696,301 $49,696,301 0.78 $49,262,498
FHLMC 30yr Pool#SL1146 5.000% 01-Mar-2055, 5.00%, 03/01/55 FR 31427NHY8 - - 47,966,763 $48,810,195 $48,810,195 0.76 $47,991,937
FHLMC 30yr Pool#SD7343 5.500% 01-Jan-2055, 5.50%, 01/01/55 FR 3132DVEQ4 - - 46,507,424 $48,228,412 $48,228,412 0.75 $47,684,282
FNMA 30yr Pool#FS9779 5.500% 01-Nov-2054, 5.50%, 11/01/54 FN 3140XR2M6 - - 43,829,426 $45,626,398 $45,626,398 0.71 $44,918,333
FHLMC 30yr Pool#SL0046 6.000% 01-Jan-2055, 6.00%, 01/01/55 FR 31427MBQ3 - - 41,857,782 $44,195,832 $44,195,832 0.69 $43,161,829
FNMA 30yr Pool#CB9966 5.000% 01-Feb-2055, 5.00%, 02/01/55 FN 3140QWCC4 - - 42,926,662 $43,461,917 $43,461,917 0.68 $43,136,334
FNMA 30yr Pool#FA1951 6.000% 01-Jun-2055, 6.00%, 06/01/55 FN 3140W2EZ0 - - 40,980,146 $42,989,674 $42,989,674 0.67 $42,299,016
FNMA 30yr Pool#FS8121 4.000% 01-Jul-2052, 4.00%, 07/01/52 FN 3140XQAX5 - - 43,964,320 $42,543,931 $42,543,931 0.66 $42,071,902
FNMA 40yr Pool#BF0646 2.500% 01-Jun-2062, 2.50%, 06/01/62 FN 3140FXWG3 - - 49,917,540 $42,469,168 $42,469,168 0.66 $41,870,729
FHLMC 30yr Pool#ZT2413 4.000% 01-Feb-2041, 4.00%, 02/01/41 FR 3132AEVE3 - - 41,792,700 $41,640,223 $41,640,223 0.65 $41,121,088
FNMA 30yr Pool#FS8881 4.500% 01-Sep-2053, 4.50%, 09/01/53 FN 3140XQ2P1 - - 41,418,612 $41,604,528 $41,604,528 0.65 $40,995,799
New Residential Mortgage LLC 6.545% 25-MAR-2032, 6.54%, 03/25/32 NZES 2025-FHT 64832EAA7 - - 40,462,412 $41,155,542 $41,155,542 0.64 $41,008,416
FNMA 30yr Pool#FA1557 6.000% 01-May-2055, 6.00%, 05/01/55 FN 3140W1WT6 - - 38,806,025 $41,079,246 $41,079,246 0.64 $40,014,996
FHLMC 30yr Pool#SD6787 4.000% 01-May-2053, 4.00%, 05/01/53 FR 3132DURG4 - - 41,485,037 $40,157,637 $40,157,637 0.63 $39,686,535
FHLMC 30yr Pool#SL0938 4.000% 01-Jul-2050, 4.00%, 07/01/50 FR 31427NBG3 - - 39,307,507 $39,035,775 $39,035,775 0.61 $38,527,673
FHLMC 30yr Pool#SI2101 4.000% 01-Sep-2048, 4.00%, 09/01/48 FR 3133USKN0 - - 39,844,752 $38,901,297 $38,901,297 0.61 $38,376,319
FNMA 30yr Pool#FA0576 5.500% 01-Jan-2055, 5.50%, 01/01/55 FN 3140W0UA1 - - 36,552,125 $38,165,390 $38,165,390 0.60 $37,498,441
FHLMC 30yr Pool#SL1632 4.000% 01-Nov-2053, 4.00%, 11/01/53 FR 31427NY60 - - 38,618,032 $37,902,224 $37,902,224 0.59 $36,999,533
FNMA 40yr Pool#BF0598 2.500% 01-Mar-2062, 2.50%, 03/01/62 FN 3140FXUY6 - - 44,617,540 $37,712,669 $37,712,669 0.59 $37,428,548
FNMA 30yr Pool#CB8694 6.000% 01-Jun-2054, 6.00%, 06/01/54 FN 3140QUUU8 - - 34,579,252 $36,970,981 $36,970,981 0.58 $36,118,172
FNMA 30yr Pool#FA2190 4.000% 01-Apr-2053, 4.00%, 04/01/53 FN 3140W2NG2 - - 38,495,983 $36,892,888 $36,892,888 0.58 $36,833,005
FNMA 30yr Pool#FS9794 5.000% 01-Nov-2054, 5.00%, 11/01/54 FN 3140XR3C7 - - 35,667,513 $36,471,532 $36,471,532 0.57 $36,017,680
JP MORGAN MORTGAGE TRUST 2 5.777% 55, 5.50%, 11/25/55 JPMMT 2025-5MPR 46593VAD9 - - 33,813,815 $34,225,870 $34,225,870 0.53 $33,998,566
FHLMC 30yr Pool#SL0208 5.000% 01-Dec-2054, 5.00%, 12/01/54 FR 31427MGS4 - - 33,219,802 $34,103,782 $34,103,782 0.53 $33,545,938
FNMA 30yr Pool#FA0635 5.000% 01-Jan-2055, 5.00%, 01/01/55 FN 3140W0V51 - - 33,297,874 $33,602,718 $33,602,718 0.53 $33,315,349
FNMA 30yr Pool#FA2446 4.500% 01-Jul-2053, 4.50%, 07/01/53 FN 3140W2WG2 - - 33,731,811 $33,437,934 $33,437,934 0.52 $33,152,104
FNMA 30yr Pool#FA0603 4.500% 01-Sep-2051, 4.50%, 09/01/51 FN 3140W0U52 - - 33,180,285 $33,311,442 $33,311,442 0.52 $32,923,327
UMBS TBA 30yr 4% September Delivery, 4.00%, 09/15/25 FNCL 01F040693 - - 34,877,000 $33,091,786 $33,091,786 0.52 $33,091,786
FNMA 40yr Pool#BF0698 3.500% 01-Dec-2062, 3.50%, 12/01/62 FN 3140FXX49 - - 35,277,975 $32,947,301 $32,947,301 0.51 $32,204,502
FNMA 30yr Pool#FS9788 5.500% 01-Nov-2054, 5.50%, 11/01/54 FN 3140XR2W4 - - 30,264,572 $31,431,116 $31,431,116 0.49 $30,821,506
FNMA 30yr Pool#BW7371 5.500% 01-Feb-2053, 5.50%, 02/01/53 FN 3140N0FM2 - - 30,283,541 $31,383,889 $31,383,889 0.49 $31,136,706
FHLMC 30yr Pool#SD6982 5.000% 01-Nov-2054, 5.00%, 11/01/54 FR 3132DUXK8 - - 30,226,503 $30,927,994 $30,927,994 0.48 $30,539,439
FNMA 30yr Pool#FS8335 4.500% 01-Jan-2051, 4.50%, 01/01/51 FN 3140XQHM2 - - 30,270,464 $30,509,757 $30,509,757 0.48 $30,036,040
FNMA 30yr Pool#FS3883 4.500% 01-Feb-2053, 4.50%, 02/01/53 FN 3140XKJ50 - - 30,629,872 $30,457,986 $30,457,986 0.48 $30,129,310
FHLMC 30yr Pool#SL1291 4.000% 01-Nov-2054, 4.00%, 11/01/54 FR 31427NNH8 - - 31,208,840 $30,245,362 $30,245,362 0.47 $29,900,864
FNMA 30yr Pool#FA1798 4.000% 01-Aug-2052, 4.00%, 08/01/52 FN 3140W17L1 - - 30,228,303 $29,603,928 $29,603,928 0.46 $28,975,408
NRM MSR-Collateralized Notes, Series 2024-FNT1 A 7.398% 25-NOV-2029, 7.40%, 11/25/31 NZES 2024-FNT1 62956YAA7 - - 28,470,261 $28,877,929 $28,877,929 0.45 $28,760,916
FHLMC 30yr Pool#SL0367 4.500% 01-Dec-2054, 4.50%, 12/01/54 FR 31427MMR9 - - 29,107,243 $28,705,234 $28,705,234 0.45 $28,500,265
FNMA 30yr Pool#FS8681 4.500% 01-Oct-2050, 4.50%, 10/01/50 FN 3140XQUF2 - - 28,427,309 $28,675,710 $28,675,710 0.45 $28,207,159
FHLMC 30yr Pool#SD3271 5.500% 01-Jun-2053, 5.50%, 06/01/53 FR 3132DQT48 - - 25,926,400 $26,844,631 $26,844,631 0.42 $26,634,551
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-HQA3 M2 6.44839% 25-SEP-2041, 6.45%, 09/25/41 STACR 2021-HQA3 35564KJP5 - - 26,457,865 $26,788,894 $26,788,894 0.42 $26,689,371
FNMA 30yr Pool#FS6257 4.000% 01-Jun-2053, 4.00%, 06/01/53 FN 3140XM5T9 - - 25,988,558 $25,221,770 $25,221,770 0.39 $24,788,914
METRONET INFRASTRUCTURE ISSU 5.4% 55, 5.40%, 08/20/55 MNET 2025-2A 59170JAX6 - - 24,600,000 $25,106,354 $25,106,354 0.39 $24,991,964
FNMA 30yr Pool#FS9239 4.500% 01-Jan-2051, 4.50%, 01/01/51 FN 3140XRHR9 - - 24,713,691 $24,860,364 $24,860,364 0.39 $24,522,301
FNMA 30yr Pool#FS9771 4.000% 01-Oct-2052, 4.00%, 10/01/52 FN 3140XR2D6 - - 24,905,279 $24,122,832 $24,122,832 0.38 $23,803,270
FNMA 30yr Pool#CB9642 5.000% 01-Dec-2054, 5.00%, 12/01/54 FN 3140QVWC4 - - 23,258,725 $23,699,630 $23,699,630 0.37 $23,460,736
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2025-HQA1 M2 5.99839% 25-FEB-2045, 6.00%, 02/25/45 STACR 2025-HQA1 35564NHA4 - - 23,060,148 $23,226,322 $23,226,322 0.36 $23,145,633
FNMA 30yr Pool#FM7840 4.000% 01-Apr-2050, 4.00%, 04/01/50 FN 3140XBWA4 - - 23,672,565 $23,183,344 $23,183,344 0.36 $22,779,787
FHLMC 30yr Pool#SD6989 5.500% 01-Nov-2054, 5.50%, 11/01/54 FR 3132DUXS1 - - 21,933,230 $22,847,647 $22,847,647 0.36 $22,336,849
PRET 2025-RPL3 Trust A1 4.15% 25-APR-2065, 4.15%, 04/25/65 PRET 2025-RPL3 69382RAA1 - - 23,283,403 $22,746,200 $22,746,200 0.36 $22,628,102
FNMA 30yr Pool#FS4781 4.000% 01-Oct-2051, 4.00%, 10/01/51 FN 3140XLJ33 - - 23,246,235 $22,680,380 $22,680,380 0.35 $22,369,535
FNMA 30yr Pool#FS7225 4.000% 01-Aug-2051, 4.00%, 08/01/51 FN 3140XPA33 - - 22,824,550 $22,483,532 $22,483,532 0.35 $21,983,377
FNMA 30yr Pool#CC0679 4.500% 01-Jul-2055, 4.50%, 07/01/55 FN 3140Y6XH8 - - 22,736,565 $22,305,583 $22,305,583 0.35 $22,262,952
GNMA II TBA 30yr 2.5% September Delivery, 2.50%, 09/22/25 G2SF 21H022697 - - 25,296,414 $21,935,431 $21,935,431 0.34 $21,935,431
FNMA 40yr Pool#BF0807 3.500% 01-Apr-2064, 3.50%, 04/01/64 FN 3140FX3R1 - - 23,379,013 $21,757,756 $21,757,756 0.34 $21,327,678
FNMA 30yr Pool#CB7112 5.500% 01-Sep-2053, 5.50%, 09/01/53 FN 3140QS3W9 - - 20,546,000 $21,400,553 $21,400,553 0.33 $21,092,359
FNMA 40yr Pool#BF0226 3.500% 01-Jan-2058, 3.50%, 01/01/58 FN 3140FXHC9 - - 22,595,114 $21,382,804 $21,382,804 0.33 $21,050,221
FNMA 40yr Pool#BF0713 4.000% 01-Mar-2063, 4.00%, 03/01/63 FN 3140FXYK2 - - 22,034,214 $21,377,049 $21,377,049 0.33 $20,801,629
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-DNA6 B2 11.84839% 25-OCT-2041, 11.85%, 10/25/41 STACR 2021-DNA6 35564KLV9 - - 19,937,000 $21,286,470 $21,286,470 0.33 $20,952,541
FNMA 30yr Pool#FS9880 4.500% 01-Sep-2054, 4.50%, 09/01/54 FN 3140XR6S9 - - 21,578,763 $21,281,283 $21,281,283 0.33 $21,128,778
FNMA 30yr Pool#FS6382 4.000% 01-Aug-2051, 4.00%, 08/01/51 FN 3140XNCU6 - - 21,579,063 $21,102,578 $21,102,578 0.33 $20,783,791
FHLMC 30yr Pool#QJ9063 5.000% 01-Nov-2054, 5.00%, 11/01/54 FR 3133D1B81 - - 20,736,178 $20,963,309 $20,963,309 0.33 $20,776,148
Finance of America Structured Securities Trust, 2025-S1 A1 3.5% 25-FEB-2075, 3.50%, 02/25/75 FASST 2025-S1 31741BAB0 - - 21,360,728 $20,700,436 $20,700,436 0.32 $20,658,902
FNMA 30yr Pool#FA0654 4.500% 01-Dec-2054, 4.50%, 12/01/54 FN 3140W0WQ4 - - 20,513,552 $20,232,124 $20,232,124 0.32 $20,085,780
FHLMC 30yr Pool#SL0850 4.000% 01-Jul-2049, 4.00%, 07/01/49 FR 31427M5L1 - - 20,188,834 $20,154,604 $20,154,604 0.31 $19,840,105
FINANCE OF AMERICA STRUC 3.28125% 74, 3.50%, 04/25/74 FASST 2024-S3 31739WAB8 - - 20,581,075 $20,036,838 $20,036,838 0.31 $19,996,820
FNMA 30yr Pool#FS5028 4.000% 01-Oct-2051, 4.00%, 10/01/51 FN 3140XLSS8 - - 20,289,794 $19,757,143 $19,757,143 0.31 $19,524,592
FNMA 30yr Pool#FS9116 6.000% 01-Sep-2054, 6.00%, 09/01/54 FN 3140XRDW2 - - 17,572,470 $19,128,507 $19,128,507 0.30 $18,119,927
FNMA 30yr Pool#FS8709 4.500% 01-Jan-2051, 4.50%, 01/01/51 FN 3140XQVB0 - - 18,744,053 $19,041,230 $19,041,230 0.30 $18,598,893
FNMA 30yr Pool#FS2863 4.000% 01-Sep-2052, 4.00%, 09/01/52 FN 3140XJFD0 - - 19,527,376 $19,033,177 $19,033,177 0.30 $18,711,986
FNMA 30yr Pool#FS9476 4.000% 01-Jun-2053, 4.00%, 06/01/53 FN 3140XRQ65 - - 19,807,511 $19,031,090 $19,031,090 0.30 $18,887,078
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA2 M2 8.09839% 25-FEB-2042, 8.10%, 02/25/42 STACR 2022-DNA2 35564KRN1 - - 18,101,929 $18,848,882 $18,848,882 0.29 $18,763,367
FNMA 30yr Pool#FA1549 5.500% 01-May-2055, 5.50%, 05/01/55 FN 3140W1WK5 - - 17,818,249 $18,433,519 $18,433,519 0.29 $18,286,352
UMBS TBA 30yr 6% October Delivery, 6.00%, 10/14/25 FNCL 01F0606A8 - - 17,800,000 $18,228,980 $18,228,980 0.28 $18,228,980
FNMA 30yr Pool#CB4128 4.500% 01-Jul-2052, 4.50%, 07/01/52 FN 3140QPSS7 - - 18,119,608 $18,202,548 $18,202,548 0.28 $17,837,458
FNMA 30yr Pool#DA1525 6.000% 01-Oct-2053, 6.00%, 10/01/53 FN 3140A1VT1 - - 17,241,044 $18,176,499 $18,176,499 0.28 $17,780,632
Structured Agency Credit Risk (STACR) Debt Notes, Series 2024-HQA2 M2 6.14839% 25-AUG-2044, 6.15%, 08/25/44 STACR 2024-HQA2 35564NEC3 - - 18,000,000 $18,139,333 $18,139,333 0.28 $18,074,775
FNMA 30yr Pool#CB8221 5.500% 01-Mar-2054, 5.50%, 03/01/54 FN 3140QUD37 - - 17,236,868 $17,760,148 $17,760,148 0.28 $17,538,489
FHLMC 30yr Pool#QH3192 6.000% 01-Oct-2053, 6.00%, 10/01/53 FR 3133CFRM3 - - 16,803,554 $17,543,065 $17,543,065 0.27 $17,398,369
Homeward Opportunities Fund Trust 2024-RTL1 A1 7.12% 25-JUL-2029, 7.12%, 07/25/29 HOF 43789FAA1 - - 17,261,000 $17,402,790 $17,402,790 0.27 $17,334,513
FHLMC 30yr Pool#SD5963 6.000% 01-Jul-2054, 6.00%, 07/01/54 FR 3132DTTU4 - - 15,786,949 $17,252,042 $17,252,042 0.27 $16,278,779
FNMA 30yr Pool#FM4738 4.000% 01-Sep-2050, 4.00%, 09/01/50 FN 3140X8HQ3 - - 17,803,471 $17,185,590 $17,185,590 0.27 $17,057,944
FNMA 40yr Pool#BF0806 3.500% 01-Apr-2064, 3.50%, 04/01/64 FN 3140FX3Q3 - - 18,445,509 $17,047,714 $17,047,714 0.27 $16,864,200
Huntington Bank Auto Credit-Linked Notes, Series 2024-2 B1 5.442% 20-OCT-2032, 5.44%, 10/20/32 HACLN 2024-2 44644NAG4 - - 16,629,092 $16,830,565 $16,830,565 0.26 $16,767,721
FNMA 40yr Pool#BF0801 2.500% 01-Apr-2064, 2.50%, 04/01/64 FN 3140FX3K6 - - 19,689,442 $16,580,980 $16,580,980 0.26 $16,491,626
PRPM 2025-RCF3 LLC 5.25% 55, 5.25%, 07/25/55 PRPM 2025-RCF3 69392PAA3 - - 16,363,321 $16,541,575 $16,541,575 0.26 $16,436,577
FHLMC 30yr Pool#SL0644 4.500% 01-Mar-2053, 4.50%, 03/01/53 FR 31427MWE7 - - 16,184,857 $16,395,837 $16,395,837 0.26 $15,923,478
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2025-HQA1 M1 5.49839% 25-FEB-2045, 5.50%, 02/25/45 STACR 2025-HQA1 35564NGZ0 - - 15,769,539 $15,828,325 $15,828,325 0.25 $15,777,745
Vontive Mortgage Trust 2025-RTL1 A1 6.507% 25-MAR-2030, 6.51%, 03/25/30 VNTV 2025-RTL1 928884AA3 - - 15,444,000 $15,787,329 $15,787,329 0.25 $15,731,499
RCKT Mortgage Trust 2025-CES7 A1A 5.377% 25-JUL-2055, 5.38%, 07/25/55 RCKT 2025-CES7 74943AAA0 - - 15,271,272 $15,513,250 $15,513,250 0.24 $15,397,508
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 $15,498,436 $15,498,436 0.24 $15,360,085
FNMA 30yr Pool#FA0122 4.500% 01-Dec-2054, 4.50%, 12/01/54 FN 3140W0D44 - - 15,567,747 $15,351,673 $15,351,673 0.24 $15,243,110
PRPM 2025-5 0%30, 5.73%, 07/25/30 PRPM 2025-5 69392RAA9 - - 15,207,813 $15,311,188 $15,311,188 0.24 $15,204,701
PRET 2025-RPL1 Trust A1 4.0% 25-JUL-2069, 4.00%, 07/25/69 PRET 2025-RPL1 69392FAA5 - - 15,701,474 $15,310,283 $15,310,283 0.24 $15,233,520
Vista Point Securitization Trust 2025-CES2 A1 5.601% 25-AUG-2055, 5.60%, 08/25/55 VSTA 2025-CES2 92842UAA0 - - 14,872,308 $15,074,006 $15,074,006 0.24 $14,972,195
FNMA 30yr Pool#FS9909 5.000% 01-Nov-2054, 5.00%, 11/01/54 FN 3140XSAK9 - - 14,779,373 $15,058,133 $15,058,133 0.24 $14,924,469
Connecticut Avenue Securities, Series 2021-R03 1M2 5.99839% 25-DEC-2041, 6.00%, 12/25/41 CAS 2021-R03 20754AAB9 - - 14,835,000 $15,004,310 $15,004,310 0.23 $14,952,401
FHLMC 30yr Pool#SD6558 6.000% 01-Sep-2054, 6.00%, 09/01/54 FR 3132DUJB4 - - 13,822,689 $14,813,381 $14,813,381 0.23 $14,253,324
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-DNA7 M2 6.14839% 25-NOV-2041, 6.15%, 11/25/41 STACR 2021-DNA7 35564KMH9 - - 14,550,000 $14,726,643 $14,726,643 0.23 $14,674,459
CONNECTICUT AVENUE SECUR 5.55001% 45, 5.55%, 07/25/45 CAS 2025-R05 20753CAB6 - - 14,214,337 $14,645,867 $14,645,867 0.23 $14,243,436
FNMA 30yr Pool#FS8717 6.000% 01-Jul-2054, 6.00%, 07/01/54 FN 3140XQVK0 - - 13,712,795 $14,536,246 $14,536,246 0.23 $14,140,007
Galaxy XXVI CLO Ltd., 8.25%, 07/31/26 GLXYT 2025-1 362922AA4 - - 14,255,018 $14,471,694 $14,471,694 0.23 $14,331,226
GS Mortgage-Backed Securities Trust 2025-RPL3 A1 4.1% 25-JUL-2065, 4.10%, 07/25/65 GSMBS 2025-RPL3 362963AA8 - - 14,522,769 $14,273,665 $14,273,665 0.22 $14,200,890
Chase Mortgage Reference Notes, Series 2020-CL1 M1 6.68703% 25-OCT-2057, 6.69%, 10/25/57 CHASE 2020-CL1 46591HAG5 - - 13,793,521 $14,236,469 $14,236,469 0.22 $14,182,663
FINANCE OF AMER STR TR 2024-S2 A1, 3.50%, 04/25/74 FASST 2024-S2 31739VAA2 - - 14,544,871 $14,218,078 $14,218,078 0.22 $14,189,796
FHLMC 30yr Pool#SD1143 4.500% 01-Sep-2050, 4.50%, 09/01/50 FR 3132DNHU0 - - 13,993,677 $14,100,323 $14,100,323 0.22 $13,885,306
BMP Commercial Mortgage Trust 2024-MF23 A 5.73504% 15-JUN-2041, 5.74%, 06/15/41 BMP 2024-MF23 05593JAA8 - - 14,000,000 $14,087,792 $14,087,792 0.22 $14,018,653
FNMA 30yr Pool#FM5350 4.500% 01-Sep-2050, 4.50%, 09/01/50 FN 3140X85L7 - - 13,620,731 $13,661,549 $13,661,549 0.21 $13,481,687
FNMA 30yr Pool#FA0470 6.000% 01-Jan-2055, 6.00%, 01/01/55 FN 3140W0QY4 - - 12,933,764 $13,649,829 $13,649,829 0.21 $13,336,705
Foundation Finance Trust 2025-2 B 4.94% 15-APR-2052, 4.94%, 04/15/52 FFIN 2025-2A 35042NAB1 - - 13,050,000 $13,248,128 $13,248,128 0.21 $13,194,406
Ally Bank Auto Credit-Linked Notes, Series 2025-A C 4.844% 15-JUN-2033, 4.84%, 06/15/33 ABCLN 2025-A 02007G5F6 - - 13,085,000 $13,150,703 $13,150,703 0.21 $13,097,884
FIGRE TRUST 2025-HE4 FLTG 2055 C, 5.71%, 07/25/55 FIGRE 2025-HE4 31684PAC6 - - 12,950,457 $13,127,039 $13,127,039 0.21 $13,036,675
FHLMC 30yr Pool#SD5994 4.500% 01-Sep-2050, 4.50%, 09/01/50 FR 3132DTUT5 - - 12,984,878 $13,072,492 $13,072,492 0.20 $12,884,319
FNMA 40yr Pool#BF0731 2.500% 01-Jun-2063, 2.50%, 06/01/63 FN 3140FXY55 - - 15,397,513 $13,067,253 $13,067,253 0.20 $12,908,262
FNMA 30yr Pool#DE6043 6.000% 01-Aug-2055, 6.00%, 08/01/55 FN 3140BJWD5 - - 12,507,271 $13,011,820 $13,011,820 0.20 $12,899,673
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 $12,643,412 $12,643,412 0.20 $12,529,331
Homeward Opportunities Fund Trust 2025-RRTL1 A1 5.476% 25-MAR-2040, 5.48%, 03/25/40 HOF 2025-RRTL1 437919AA1 - - 12,500,000 $12,598,239 $12,598,239 0.20 $12,560,211
RCKT Mortgage Trust 2024-CES7 A1A 5.158% 25-OCT-2044, 5.16%, 10/25/44 RCKT 2024-CES7 749414AA6 - - 12,490,072 $12,588,352 $12,588,352 0.20 $12,509,612
FHLMC 30yr Pool#SL0509 4.500% 01-Jan-2055, 4.50%, 01/01/55 FR 31427MR78 - - 12,716,519 $12,545,586 $12,545,586 0.20 $12,451,340
FNMA 30yr Pool#FS7541 4.000% 01-Jun-2052, 4.00%, 06/01/52 FN 3140XPLX5 - - 12,790,599 $12,445,396 $12,445,396 0.19 $12,308,219
FHLMC 30yr Pool#QG6755 5.500% 01-Jun-2053, 5.50%, 06/01/53 FR 3133C7QG5 - - 11,840,432 $12,285,324 $12,285,324 0.19 $12,171,982
FHLMC 30yr Pool#SD1436 4.500% 01-Aug-2052, 4.50%, 08/01/52 FR 3132DNSZ7 - - 12,325,118 $12,198,317 $12,198,317 0.19 $12,106,486
PRET 2025-NPL4 A1 6.3677% 25-MAY-2055, 6.37%, 04/25/55 PRET 2025-NPL4 74136UAA3 - - 12,082,130 $12,192,479 $12,192,479 0.19 $12,149,737
FIGRE Trust 2025-HE3 A 5.56% 25-MAY-2055, 5.56%, 05/25/55 FIGRE 2025-HE3 31684LAA9 - - 11,813,809 $12,051,383 $12,051,383 0.19 $11,971,102
TOWD POINT MORTGAGE TRUST 6.125% 65, 5.67%, 08/25/65 TPMT 2025-CES3 891949AC3 - - 11,840,000 $12,039,397 $12,039,397 0.19 $11,957,389
FNMA 30yr Pool#BY4134 5.500% 01-Jul-2053, 5.50%, 07/01/53 FN 3140NLSY6 - - 11,089,232 $11,981,838 $11,981,838 0.19 $11,285,824
FHLMC 30yr Pool#SD5224 6.000% 01-Mar-2054, 6.00%, 03/01/54 FR 3132DSYV8 - - 10,983,038 $11,835,479 $11,835,479 0.18 $11,325,113
FNMA 30yr Pool#FS6236 6.500% 01-Nov-2053, 6.50%, 11/01/53 FN 3140XM4W3 - - 11,060,081 $11,813,707 $11,813,707 0.18 $11,539,341
FNMA 40yr Pool#BF0783 3.500% 01-Dec-2063, 3.50%, 12/01/63 FN 3140FX2R2 - - 12,774,773 $11,728,799 $11,728,799 0.18 $11,659,818
FNMA 30yr Pool#FS7117 6.500% 01-Feb-2054, 6.50%, 02/01/54 FN 3140XN4B7 - - 10,704,226 $11,650,038 $11,650,038 0.18 $11,168,066
FNMA 30yr Pool#FS5818 4.500% 01-Oct-2050, 4.50%, 10/01/50 FN 3140XMPC4 - - 11,544,579 $11,523,733 $11,523,733 0.18 $11,426,728
FHLMC 30yr Pool#QH3306 6.000% 01-Oct-2053, 6.00%, 10/01/53 FR 3133CFU72 - - 11,004,107 $11,486,364 $11,486,364 0.18 $11,393,633
Huntington Bank Auto Credit-Linked Notes, Series 2024-1 B1 6.153% 20-MAY-2032, 6.15%, 05/20/32 HACLN 2024-1 44644NAA7 - - 11,214,349 $11,401,172 $11,401,172 0.18 $11,353,254
FNMA 30yr Pool#FS5362 4.500% 01-Dec-2050, 4.50%, 12/01/50 FN 3140XL5Y0 - - 11,304,137 $11,372,738 $11,372,738 0.18 $11,188,742
FNMA 30yr Pool#FS7613 4.500% 01-May-2052, 4.50%, 05/01/52 FN 3140XPN70 - - 11,144,092 $11,190,914 $11,190,914 0.17 $11,057,788
FHLMC 30yr Pool#SL0869 4.500% 01-May-2053, 4.50%, 05/01/53 FR 31427M6F3 - - 10,618,095 $10,973,148 $10,973,148 0.17 $10,415,504
FNMA 30yr Pool#BX0421 5.500% 01-Nov-2052, 5.50%, 11/01/52 FN 3140N4PF8 - - 10,431,960 $10,949,295 $10,949,295 0.17 $10,662,186
FHLMC 30yr Pool#RA7104 4.500% 01-Feb-2051, 4.50%, 02/01/51 FR 3133KN3M3 - - 10,708,924 $10,690,475 $10,690,475 0.17 $10,589,318
FNMA 30yr Pool#FS6662 4.000% 01-Oct-2051, 4.00%, 10/01/51 FN 3140XNML5 - - 10,769,398 $10,505,899 $10,505,899 0.16 $10,363,245
FHLMC 30yr Pool#QH1500 6.000% 01-Sep-2053, 6.00%, 09/01/53 FR 3133CDUZ5 - - 10,007,338 $10,411,590 $10,411,590 0.16 $10,320,535
FIGRE TRUST 2025-HE4 5.408% 55, 5.41%, 07/25/55 FIGRE 2025-HE4 31684PAA0 - - 10,179,884 $10,355,638 $10,355,638 0.16 $10,288,351
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-HQA4 M2 6.69839% 25-DEC-2041, 6.70%, 12/25/41 STACR 2021-HQA4 35564KNS4 - - 10,089,878 $10,264,886 $10,264,886 0.16 $10,225,461
Connecticut Avenue Securities Trust 2022-R01 1B2 10.34839% 25-DEC-2041, 10.35%, 12/25/41 CAS 2022-R01 20754LAJ8 - - 9,700,000 $10,192,192 $10,192,192 0.16 $10,133,637
FIGRE TRUST 2025 HE4 FLTG 2055 B, 5.61%, 07/25/55 FIGRE 2025-HE4 31684PAB8 - - 10,026,394 $10,181,454 $10,181,454 0.16 $10,112,731
LHOME Mortgage Trust 2024-RTL3 A1 6.9% 25-MAY-2029, 6.90%, 05/25/29 LHOME 2024-RTL3 50205GAA0 - - 9,960,000 $10,116,879 $10,116,879 0.16 $10,078,699
Connecticut Avenue Securities Trust 2024-R05 2M2 6.04839% 25-JUL-2044, 6.05%, 07/25/44 CAS 2024-R05 20754XAC7 - - 10,060,000 $10,113,103 $10,113,103 0.16 $10,077,609
FNMA 30yr Pool#FS2144 3.500% 01-Jun-2052, 3.50%, 06/01/52 FN 3140XHL21 - - 10,506,051 $9,990,835 $9,990,835 0.16 $9,830,277
A&D Mortgage Trust 2025-NQM2 A1 5.79% 25-JUN-2070, 5.79%, 06/25/70 ADMT 2025-NQM2 00250EAC0 - - 9,819,614 $9,990,266 $9,990,266 0.16 $9,920,776
RCKT Mortgage Trust 2024-CES9 A1B 5.683% 25-DEC-2044, 5.68%, 12/25/44 RCKT 2024-CES9 749426AB8 - - 9,742,549 $9,873,192 $9,873,192 0.15 $9,805,521
FHLMC 30yr Pool#QH4373 6.000% 01-Nov-2053, 6.00%, 11/01/53 FR 3133CG2E6 - - 9,431,281 $9,846,579 $9,846,579 0.15 $9,765,132
Rithm Capital Corp. 8.0% 01-APR-2029, 8.00%, 04/01/29 RITM 64828TAB8 - - 9,213,000 $9,796,185 $9,796,185 0.15 $9,460,422
FHLMC 30yr Pool#RJ1754 4.500% 01-Jun-2054, 4.50%, 06/01/54 FR 3142GR5Q9 - - 9,850,695 $9,714,393 $9,714,393 0.15 $9,645,277
FNMA 30yr Pool#DA0026 6.000% 01-Sep-2053, 6.00%, 09/01/53 FN 3140A0A41 - - 9,207,312 $9,576,141 $9,576,141 0.15 $9,495,471
RCKT Mortgage Trust 2025-CES7 A1B 5.478% 25-JUL-2055, 5.48%, 07/25/55 RCKT 2025-CES7 74943AAB8 - - 9,422,853 $9,562,542 $9,562,542 0.15 $9,499,453
Saluda Grade Alternative Mortgage Trust 2023-RTL3 A1 7.0% 25-APR-2029, 7.00%, 04/25/29 GRADE 2023-RTL3 79583YAA2 - - 9,488,370 $9,518,086 $9,518,086 0.15 $9,436,907
Brean Asset Backed Securities Trust 2024-RM8 A1 4.5% 25-MAY-2064, 4.50%, 05/25/64 BABS 2024-RM8 10637YAA3 - - 9,586,968 $9,461,661 $9,461,661 0.15 $9,437,694
LHOME Mortgage Trust 2024-RTL5 A2 5.751% 25-SEP-2039, 5.75%, 09/25/39 LHOME 2024-RTL5 50205WAB3 - - 9,325,000 $9,400,830 $9,400,830 0.15 $9,371,037
RCKT MORTGAGE TR 2025-CES8 A1A, 5.15%, 08/25/55 RCKT 2025-CES8 74939WAA8 - - 9,300,000 $9,395,577 $9,395,577 0.15 $9,337,065
FNMA 30yr Pool#FA1287 4.500% 01-Jul-2053, 4.50%, 07/01/53 FN 3140W1ND1 - - 9,451,400 $9,374,602 $9,374,602 0.15 $9,287,140
CONNECTICUT AVENUE SECUR 5.95001% 45, 5.95%, 07/25/45 CAS 2025-R05 20753CAC4 - - 9,254,000 $9,289,766 $9,289,766 0.15 $9,257,656
RCKT Mortgage Trust 2025-CES6 A1A 5.472% 25-JUN-2055, 5.47%, 06/25/55 RCKT 2025-CES6 748949AA2 - - 9,126,432 $9,273,190 $9,273,190 0.14 $9,212,152
Alterna Funding III A 6.26% 15-MAY-2039, 6.26%, 05/16/39 TAX 2024-1A 02157JAA3 - - 9,172,989 $9,237,695 $9,237,695 0.14 $9,189,842
FHLMC 30yr Pool#SD7417 5.500% 01-Jan-2055, 5.50%, 01/01/55 FR 3132DVG25 - - 8,848,813 $9,223,687 $9,223,687 0.14 $9,083,870
FNMA 30yr Pool#FA0787 4.500% 01-Jan-2055, 4.50%, 01/01/55 FN 3140W02V6 - - 8,947,934 $8,822,838 $8,822,838 0.14 $8,761,342
Fannie Mae REMIC Trust 2022-65 FB 5.14839% 25-SEP-2052, 5.15%, 09/25/52 FNR 2022-65 3136BPCQ2 - - 8,703,522 $8,647,118 $8,647,118 0.14 $8,622,224
Ally Bank Auto Credit-Linked Notes, Series 2025-A D 4.991% 15-JUN-2033, 4.99%, 06/15/33 ABCLN 2025-A 02007G5G4 - - 8,500,000 $8,542,182 $8,542,182 0.13 $8,506,829
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 $8,435,144 $8,435,144 0.13 $8,356,833
PRPM 2025-RPL4 A1, 3.00%, 05/25/55 PRPM 2025-RPL4 74448NAA2 - - 8,863,211 $8,367,397 $8,367,397 0.13 $8,334,899
RCKT Mortgage Trust 2024-CES1 A1B 6.325% 25-FEB-2044, 6.33%, 02/25/44 RCKT 2024-CES1 749424AB3 - - 8,056,910 $8,189,015 $8,189,015 0.13 $8,126,731
ACHM Trust 2024-HE1 A 6.55% 25-MAY-2039, 6.55%, 05/25/39 ACHM 2024-HE1 00449TAA3 - - 8,036,838 $8,180,494 $8,180,494 0.13 $8,151,249
FHLMC 30yr Pool#QX0520 5.500% 01-Dec-2054, 5.50%, 12/01/54 FR 31425USJ5 - - 7,854,739 $8,061,942 $8,061,942 0.13 $7,998,649
Structured Agency Credit Risk (STACR) Debt Notes, Series 2024-HQA1 M1 5.59839% 25-MAR-2044, 5.60%, 03/25/44 STACR 2024-HQA1 M1 35564NBX0 - - 7,960,993 $7,993,622 $7,993,622 0.12 $7,967,624
COOPR Residential Mortgage Trust 2025-CES3|4.84|09/25/2060, 4.84%, 09/25/60 COOPR 2025-CES3 216926AA3 - - 7,961,457 $7,973,480 $7,973,480 0.12 $7,955,284
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 $7,842,461 $7,842,461 0.12 $7,803,388
PRPM 2025-RCF3, LLC, 5.77%, 08/25/28 PRPM 2025-6 69395KAA1 - - 7,712,000 $7,809,257 $7,809,257 0.12 $7,716,488
RCKT MORTGAGE TRUST 2025 5.24863% 55, 5.25%, 08/25/55 RCKT 2025-CES8 74939WAB6 - - 7,653,000 $7,734,729 $7,734,729 0.12 $7,685,635
Mello Mortgage Capital Acceptance 2024-SD1 A1 4.0% 25-APR-2054, 4.00%, 04/25/54 MELLO 58550DAA1 - - 7,675,625 $7,565,678 $7,565,678 0.12 $7,548,621
Connecticut Avenue Securities Trust 2025-R01 1M2 5.84839% 25-JAN-2045, 5.85%, 01/25/45 CAS 2025-R01 20755JAC7 - - 7,526,000 $7,561,089 $7,561,089 0.12 $7,535,408
FNMA 30yr Pool#DB4017 6.000% 01-May-2054, 6.00%, 05/01/54 FN 3140ADPB1 - - 6,947,281 $7,518,209 $7,518,209 0.12 $7,163,718
FNMA 30yr Pool#FS7397 6.000% 01-Mar-2054, 6.00%, 03/01/54 FN 3140XPGF0 - - 7,060,334 $7,414,514 $7,414,514 0.12 $7,280,293
FHLMC 30yr Pool#SD5223 6.000% 01-Apr-2054, 6.00%, 04/01/54 FR 3132DSYU0 - - 6,892,127 $7,358,206 $7,358,206 0.11 $7,106,845
FNMA 30yr Pool#DD5556 6.000% 01-Mar-2055, 6.00%, 03/01/55 FN DD5556 MTGE 3140B6E68 - - 6,741,060 $7,200,917 $7,200,917 0.11 $6,952,553
FHLMC 30yr Pool#QG3912 5.500% 01-Jun-2053, 5.50%, 06/01/53 FR 3133C4KZ6 - - 6,875,075 $7,083,374 $7,083,374 0.11 $7,028,975
Brean Asset Backed Securities Trust 2024-RM9 A1 5.0% 25-SEP-2064, 5.00%, 09/25/64 BABS 2024-RM9 10638DAA8 - - 6,933,850 $6,921,080 $6,921,080 0.11 $6,901,819
LHOME Mortgage Trust 2024-RTL4 A2 6.092% 25-JUL-2039, 6.09%, 07/25/39 LHOME 2024-RTL4 50205PAB8 - - 6,870,000 $6,917,107 $6,917,107 0.11 $6,893,856
FHLMC 30yr Pool#QH7040 6.000% 01-Dec-2053, 6.00%, 12/01/53 FR 3133CKZD3 - - 6,484,137 $6,743,301 $6,743,301 0.11 $6,687,069
Huntington Bank Auto Credit-Linked Notes, Series 2025-1 B 4.957% 20-MAR-2033, 4.96%, 03/21/33 HACLN 2025-1 446438SX2 - - 6,691,853 $6,731,882 $6,731,882 0.11 $6,708,846
FNMA 30yr Pool#FM4129 4.000% 01-Sep-2050, 4.00%, 09/01/50 FN 3140X7ST7 - - 6,801,043 $6,627,449 $6,627,449 0.10 $6,544,551
PRET 2025-RPL2 Trust A1 4.0% 25-FEB-2065, 4.00%, 08/25/64 PRET 2025-RPL2 69392LAA2 - - 6,702,258 $6,600,874 $6,600,874 0.10 $6,568,107
FNMA 30yr Pool#DA1456 5.500% 01-Sep-2053, 5.50%, 09/01/53 FN 3140A1TN7 - - 6,335,756 $6,599,402 $6,599,402 0.10 $6,447,562
Connecticut Avenue Securities Trust 2025-R04 25-MAY-2045, 5.55%, 05/25/45 CAS 2025-R04 20755TAB7 - - 6,509,396 $6,536,555 $6,536,555 0.10 $6,515,487
FNMA 30yr Pool#BY0337 6.500% 01-May-2053, 6.50%, 05/01/53 FN 3140NGLT5 - - 5,883,320 $6,509,500 $6,509,500 0.10 $6,128,280
LHOME Mortgage Trust 2024-RTL1 A1 7.017% 25-JAN-2029, 7.02%, 01/25/29 LHOME 2024-RTL1 50205DAA7 - - 6,341,000 $6,403,279 $6,403,279 0.10 $6,378,560
FNMA 30yr Pool#DC7015 5.500% 01-Dec-2054, 5.50%, 12/01/54 FN 3140AUYM9 - - 6,106,717 $6,370,968 $6,370,968 0.10 $6,218,601
PRPM 2025-RPL3 A1 3.25% 25-APR-2055, 3.25%, 04/25/55 PRPM 2025-RPL3 69392NAA8 - - 6,467,246 $6,314,359 $6,314,359 0.10 $6,288,670
FHLMC 30yr Pool#SD3018 5.500% 01-May-2053, 5.50%, 05/01/53 FR 3132DQK70 - - 5,994,831 $6,264,834 $6,264,834 0.10 $6,107,170
FNMA 30yr Pool#DA1468 6.000% 01-Sep-2053, 6.00%, 09/01/53 FN 3140A1T23 - - 5,932,677 $6,193,435 $6,193,435 0.10 $6,142,683
Connecticut Avenue Securities Trust 2025-R01 1M1 5.44839% 25-JAN-2045, 5.45%, 01/25/45 CAS 2025-R01 20755JAB9 - - 6,161,222 $6,181,185 $6,181,185 0.10 $6,161,599
FNMA 30yr Pool#FM7479 4.500% 01-Jan-2050, 4.50%, 01/01/50 FN 3140XBJZ4 - - 6,166,025 $6,180,519 $6,180,519 0.10 $6,118,274
FHLMC 30yr Pool#SD3813 6.000% 01-Jul-2053, 6.00%, 07/01/53 FR 3132E0GW6 - - 5,755,871 $6,010,499 $6,010,499 0.09 $5,950,420
FNMA 30yr Pool#FS1578 4.000% 01-Oct-2050, 4.00%, 10/01/50 FN 3140XGXG9 - - 6,132,147 $5,981,388 $5,981,388 0.09 $5,927,591
FHLMC 30yr Pool#QH2242 5.500% 01-Sep-2053, 5.50%, 09/01/53 FR 3133CEP30 - - 5,328,169 $5,968,347 $5,968,347 0.09 $5,422,195
FHLMC 30yr Pool#QH4638 6.000% 01-Nov-2053, 6.00%, 11/01/53 FR 3133CHEK7 - - 5,602,488 $5,849,555 $5,849,555 0.09 $5,800,806
FNMA 30yr Pool#FS0088 4.000% 01-Mar-2050, 4.00%, 03/01/50 FN 3140XFC25 - - 5,950,285 $5,839,092 $5,839,092 0.09 $5,761,210
FHLMC 30yr Pool#SD2606 4.500% 01-Sep-2051, 4.50%, 09/01/51 FR 3132DP3P1 - - 5,749,690 $5,738,558 $5,738,558 0.09 $5,685,472
FHLMC 30yr Pool#QH4473 6.000% 01-Nov-2053, 6.00%, 11/01/53 FR 3133CG6J1 - - 5,138,706 $5,703,327 $5,703,327 0.09 $5,320,607
FHLMC 30yr Pool#QJ9072 6.000% 01-Nov-2054, 6.00%, 11/01/54 FR 3133D1CH0 - - 5,452,785 $5,676,670 $5,676,670 0.09 $5,622,662
U.S. Bank Auto Credit Linked Notes, Series 2023-1 B 6.789% 25-AUG-2032, 6.79%, 08/25/32 USCLN 2023-1 90357PAV6 - - 5,569,567 $5,651,702 $5,651,702 0.09 $5,630,695
PRPM 2025 RCF4 LLC 4.5% 55, 4.50%, 08/25/55 PRPM 2025-RCF4 69382WAA0 - - 5,539,000 $5,542,128 $5,542,128 0.09 $5,490,893
TOWD POINT MORTGAGE TRUST 2 5.75% 65, 5.40%, 08/25/65 TPMT 2025-CES3 891949BV0 - - 5,412,000 $5,464,101 $5,464,101 0.09 $5,428,381
RCKT Mortgage Trust 2025-CES1 A1A 5.653% 25-JAN-2045, 5.65%, 01/25/45 RCKT 2025-CES1 A1 749427AA8 - - 5,331,466 $5,431,833 $5,431,833 0.08 $5,394,997
FNMA 30yr Pool#CA0706 4.000% 01-Nov-2047, 4.00%, 11/01/47 FN 3140Q7YC5 - - 5,512,431 $5,414,251 $5,414,251 0.08 $5,321,587
BX Trust 2021-SDMF A 5.067% 15-SEP-2034, 5.07%, 09/15/34 BX 2021-SDMF 12434CAA2 - - 5,355,350 $5,365,396 $5,365,396 0.08 $5,342,032
LHOME Mortgage Trust 2024-RTL2 A1 7.128% 25-MAR-2029, 7.13%, 03/25/29 LHOME 50205JAA4 - - 5,293,684 $5,363,691 $5,363,691 0.08 $5,342,728
Structured Agency Credit Risk (STACR) Debt Notes, Series 2024-HQA1 M2 6.34839% 25-MAR-2044, 6.35%, 03/25/44 STACR 2024-HQA1 M2 35564NCA9 - - 5,088,000 $5,157,900 $5,157,900 0.08 $5,139,058
Ginnie Mae REMIC Trust 2023-116 LF 5.64798% 20-AUG-2053, 5.65%, 08/20/53 GNR 2023-116 38384EFT7 - - 5,119,902 $5,151,921 $5,151,921 0.08 $5,131,850
FNMA 30yr Pool#BX5986 5.500% 01-Mar-2053, 5.50%, 03/01/53 FN 3140NAUL5 - - 4,969,069 $5,149,835 $5,149,835 0.08 $5,109,433
FNMA 30yr Pool#DA5019 6.500% 01-Nov-2053, 6.50%, 11/01/53 FN 3140A5SH2 - - 4,598,323 $5,117,759 $5,117,759 0.08 $4,830,333
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 $5,108,019 $5,108,019 0.08 $5,081,444
FIGRE TRUST 2025-FL1 5.265% 55, 5.26%, 07/25/55 FIGRE 2025-FL1 31684QAA8 - - 5,000,000 $5,076,742 $5,076,742 0.08 $5,022,629
FNMA 30yr Pool#DA5072 6.500% 01-Nov-2053, 6.50%, 11/01/53 FN 3140A5T65 - - 3,952,917 $5,018,683 $5,018,683 0.08 $4,128,670
FHLMC 30yr Pool#QF9863 5.500% 01-Mar-2053, 5.50%, 03/01/53 FR 3133BX5Y3 - - 4,822,669 $4,982,491 $4,982,491 0.08 $4,943,263
FNMA 30yr Pool#DD3307 6.000% 01-Feb-2055, 6.00%, 02/01/55 FN DD3307 MTGE 3140B3U91 - - 4,780,944 $4,972,214 $4,972,214 0.08 $4,930,940
RCKT Mortgage Trust 2024-CES6 A1B 5.546% 25-SEP-2044, 5.55%, 09/25/44 RCKT 2024-CES6 749410AB2 - - 4,812,698 $4,860,849 $4,860,849 0.08 $4,828,227
ABL 2024-RTL1 A2 7.457% 25-SEP-2029, 7.46%, 09/25/29 ABL 2024-RTL1 00092EAB4 - - 4,840,000 $4,860,649 $4,860,649 0.08 $4,840,598
FHLMC 30yr Pool#RA1100 4.000% 01-Jul-2049, 4.00%, 07/01/49 FR 3133KGGH5 - - 4,880,833 $4,801,877 $4,801,877 0.08 $4,696,515
FHLMC 30yr Pool#QX6719 6.000% 01-Feb-2055, 6.00%, 02/01/55 FR 31426CPD0 - - 4,593,816 $4,780,417 $4,780,417 0.07 $4,737,942
FIGRE Trust 2025-HE3 B 5.71% 25-MAY-2055, 5.71%, 05/25/55 FIGRE 2025-HE3 31684LAB7 - - 4,688,020 $4,769,313 $4,769,313 0.07 $4,736,595
RCKT Mortgage Trust 2023-CES1 A1A 6.515% 25-JUN-2043, 6.51%, 06/25/43 RCKT 74935WAA2 - - 4,667,884 $4,733,990 $4,733,990 0.07 $4,696,821
Homeward Opportunities Fund Trust 2025-RRTL2|5.237|09/25/2040, 5.24%, 09/25/40 HOF 2025-RRTL2 437923AA3 - - 4,682,000 $4,699,914 $4,699,914 0.07 $4,697,871
FNMA 30yr Pool#BX9326 5.500% 01-Mar-2053, 5.50%, 03/01/53 FN 3140NELG8 - - 4,469,658 $4,616,763 $4,616,763 0.07 $4,581,425
FNMA 30yr Pool#FS3246 5.500% 01-Nov-2052, 5.50%, 11/01/52 FN 3140XJTC7 - - 4,419,749 $4,580,279 $4,580,279 0.07 $4,542,579
FHLMC 30yr Pool#QI8221 6.000% 01-Jun-2054, 6.00%, 06/01/54 FR 3133WFD20 - - 4,241,549 $4,523,053 $4,523,053 0.07 $4,373,692
FHLMC 30yr Pool#QH2259 6.000% 01-Sep-2053, 6.00%, 09/01/53 FR 3133CEQL9 - - 4,322,493 $4,496,583 $4,496,583 0.07 $4,457,773
FIGRE Trust 2025-HE3 C 5.91% 25-MAY-2055, 5.91%, 05/25/55 FIGRE 2025-HE3 31684LAC5 - - 4,406,738 $4,483,746 $4,483,746 0.07 $4,451,915
FNMA 30yr Pool#CB2907 3.500% 01-Feb-2052, 3.50%, 02/01/52 FN 3140QNGR7 - - 4,613,482 $4,375,960 $4,375,960 0.07 $4,318,386
FHLMC 30yr Pool#QH0826 5.500% 01-Sep-2053, 5.50%, 09/01/53 FR 3133CC4K9 - - 4,211,869 $4,362,690 $4,362,690 0.07 $4,329,117
FNMA 30yr Pool#BX0419 5.500% 01-Nov-2052, 5.50%, 11/01/52 FN 3140N4PD3 - - 4,243,220 $4,361,709 $4,361,709 0.07 $4,327,351
Connecticut Avenue Securities Trust 2024-R02 1M1 5.44839% 25-FEB-2044, 5.45%, 02/25/44 CAS 2024-R02 20754GAA8 - - 4,329,341 $4,341,743 $4,341,743 0.07 $4,327,984
FHLMC 30yr Pool#QF7280 5.500% 01-Jan-2053, 5.50%, 01/01/53 FR 3133BVCR4 - - 4,121,910 $4,279,072 $4,279,072 0.07 $4,238,701
Fannie Mae REMIC Trust 2020-98 AI 3.5% 25-JAN-2061, 3.50%, 01/25/61 FNR 2020-98 3136BDLE6 - - 19,005,047 $4,226,982 $4,226,982 0.07 $4,145,561
SREIT Commercial Mortgage Trust 2021-MFP B 5.5578% 15-NOV-2038, 5.56%, 11/15/38 SREIT 2021-MFP 78472UAC2 - - 4,194,208 $4,210,376 $4,210,376 0.07 $4,190,305
FNMA 30yr Pool#BX6124 6.500% 01-Jan-2053, 6.50%, 01/01/53 FN 3140NAYW7 - - 3,962,012 $4,205,832 $4,205,832 0.07 $4,170,223
FHLMC 30yr Pool#QH5204 6.500% 01-Nov-2053, 6.50%, 11/01/53 FR 3133CHX91 - - 3,959,712 $4,195,433 $4,195,433 0.07 $4,159,501
RCKT Mortgage Trust 2025-CES2 A1B 5.603% 25-FEB-2055, 5.60%, 02/25/55 RCKT 2025-CES2 74942BAB7 - - 4,120,713 $4,181,821 $4,181,821 0.07 $4,153,602
Connecticut Avenue Securities Trust 2024-R06 1M2 5.94839% 25-SEP-2044, 5.95%, 09/25/44 CAS 2024-R06 20755RAC9 - - 4,125,699 $4,152,175 $4,152,175 0.06 $4,137,859
FHLMC 30yr Pool#QX5273 6.000% 01-Feb-2055, 6.00%, 02/01/55 FR 31426A2F4 - - 3,758,004 $4,114,392 $4,114,392 0.06 $3,875,082
FNMA 30yr Pool#DA3549 6.500% 01-Oct-2053, 6.50%, 10/01/53 FN 3140A35K5 - - 3,881,129 $4,111,918 $4,111,918 0.06 $4,076,954
FNMA 30yr Pool#BW6314 5.500% 01-Aug-2052, 5.50%, 08/01/52 FN 3140MYAQ5 - - 3,979,213 $4,105,824 $4,105,824 0.06 $4,068,575
FNMA 30yr Pool#BX9422 5.500% 01-Mar-2053, 5.50%, 03/01/53 FN 3140NEPG4 - - 3,981,009 $4,084,068 $4,084,068 0.06 $4,051,909
LHOME MORTGAGE TR 2025-RTL3 A1, 5.24%, 08/25/40 LHOME 2025-RTL3 50205YAA1 - - 4,000,000 $4,032,087 $4,032,087 0.06 $4,018,116
FNMA 30yr Pool#FS2135 4.000% 01-Nov-2049, 4.00%, 11/01/49 FN 3140XHLR6 - - 4,117,347 $4,021,112 $4,021,112 0.06 $3,965,607
FNMA 30yr Pool#FS2713 4.500% 01-Oct-2050, 4.50%, 10/01/50 FN 3140XJAP8 - - 3,807,437 $3,826,417 $3,826,417 0.06 $3,777,951
FNMA 30yr Pool#BY0335 6.000% 01-May-2053, 6.00%, 05/01/53 FN 3140NGLR9 - - 3,682,470 $3,816,010 $3,816,010 0.06 $3,783,013
Bayview Opportunity Master Fund VII Trust 2024-CAR1 B 5.64839% 25-DEC-2031, 5.65%, 12/26/31 BVCLN 2024-CAR1 07336QAB8 - - 3,662,383 $3,684,828 $3,684,828 0.06 $3,672,761
FHLMC 30yr Pool#QH7549 6.000% 01-Dec-2053, 6.00%, 12/01/53 FR 3133CLL61 - - 3,514,342 $3,654,677 $3,654,677 0.06 $3,624,330
FHLMC 30yr Pool#QH1144 5.500% 01-Sep-2053, 5.50%, 09/01/53 FR 3133CDHV9 - - 3,515,541 $3,642,148 $3,642,148 0.06 $3,613,117
FNMA 30yr Pool#FM7031 4.000% 01-Jan-2051, 4.00%, 01/01/51 FN 3140XAY55 - - 3,703,137 $3,613,950 $3,613,950 0.06 $3,563,478
FHLMC 30yr Pool#QH6041 5.500% 01-Dec-2053, 5.50%, 12/01/53 FR 3133CJWA5 - - 3,432,007 $3,527,956 $3,527,956 0.06 $3,500,339
FHLMC 30yr Pool#SD1416 4.500% 01-Dec-2048, 4.50%, 12/01/48 FR 3132DNSD6 - - 3,526,989 $3,527,035 $3,527,035 0.06 $3,499,675
FHLMC 30yr Pool#QF7810 5.500% 01-Jan-2053, 5.50%, 01/01/53 FR 3133BVVB8 - - 3,374,471 $3,498,794 $3,498,794 0.05 $3,469,539
FINANCE OF AMERICA STRUCTURE 3.5% 74, 3.50%, 02/25/74 FASST 2024-S1 31740RAB6 - - 3,568,849 $3,497,093 $3,497,093 0.05 $3,490,153
FNMA 30yr Pool#FM1540 4.000% 01-Sep-2049, 4.00%, 09/01/49 FN 3140X4WA0 - - 3,496,379 $3,444,481 $3,444,481 0.05 $3,364,343
FNMA 30yr Pool#BX8700 5.500% 01-Mar-2053, 5.50%, 03/01/53 FN 3140NDU21 - - 3,302,116 $3,418,501 $3,418,501 0.05 $3,391,417
FNMA 30yr Pool#DA0036 6.500% 01-Sep-2053, 6.50%, 09/01/53 FN 3140A0BE8 - - 3,233,927 $3,407,404 $3,407,404 0.05 $3,377,712
BX Trust 2021-BXMF C 5.66927% 15-OCT-2038, 5.67%, 10/15/26 BX 2021-BXMF 05609RAJ3 - - 3,337,147 $3,348,164 $3,348,164 0.05 $3,331,874
FNMA 30yr Pool#MA4026 4.000% 01-May-2050, 4.00%, 05/01/50 FN 31418DPL0 - - 3,423,789 $3,330,755 $3,330,755 0.05 $3,284,712
FHLMC 30yr Pool#SD1111 4.000% 01-Jun-2050, 4.00%, 06/01/50 FR 3132DNGU1 - - 3,255,032 $3,209,555 $3,209,555 0.05 $3,155,694
Connecticut Avenue Securities Trust 2024-R02 1M2 6.14839% 25-FEB-2044, 6.15%, 02/25/44 CAS 2024-R02 20754GAE0 - - 3,168,862 $3,207,189 $3,207,189 0.05 $3,195,824
FHLMC 30yr Pool#QE6404 5.500% 01-Jul-2052, 5.50%, 07/01/52 FR 3133BGDH8 - - 3,018,889 $3,197,415 $3,197,415 0.05 $3,087,075
Connecticut Avenue Securities Trust 2024-R01 1M2 6.14839% 25-JAN-2044, 6.15%, 01/25/44 CAS 2024-R01 20753UAB6 - - 3,140,000 $3,181,825 $3,181,825 0.05 $3,170,563
FNMA 30yr Pool#BV5379 3.000% 01-Apr-2052, 3.00%, 04/01/52 FN 3140MJ6R1 - - 3,505,086 $3,170,058 $3,170,058 0.05 $3,148,688
FNMA 30yr Pool#MA4056 4.000% 01-Jun-2050, 4.00%, 06/01/50 FN 31418DQJ4 - - 3,226,257 $3,156,213 $3,156,213 0.05 $3,091,156
RAM 2024-1 A 5.95% 15-FEB-2039, 6.67%, 02/15/39 RAM 2024-1 751313AA5 - - 3,118,150 $3,142,434 $3,142,434 0.05 $3,125,105
FHLMC 30yr Pool#QG2539 6.500% 01-May-2053, 6.50%, 05/01/53 FR 3133C2ZC5 - - 2,895,595 $3,031,178 $3,031,178 0.05 $3,005,365
FIGRE Trust 2024-HE4 B 5.252% 25-SEP-2054, 5.25%, 09/25/54 FIGRE 2024-HE4 31684UAB7 - - 3,005,413 $3,030,557 $3,030,557 0.05 $3,021,788
Ally Bank Auto Credit-Linked Notes, Series 2024-A C 6.022% 15-MAY-2032, 6.02%, 05/17/32 ABCLN 2024-A 02007GZ63 - - 2,966,253 $3,024,695 $3,024,695 0.05 $3,009,809
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 $3,019,530 $3,019,530 0.05 $3,012,520
Fannie Mae Pool|4|03/01/2050, 4.00%, 03/01/50 FN 3140X8S24 - - 3,069,587 $2,992,548 $2,992,548 0.05 $2,956,461
FNMA 30yr Pool#MA3496 4.500% 01-Oct-2048, 4.50%, 10/01/48 FN 31418C3E2 - - 2,955,744 $2,980,612 $2,980,612 0.05 $2,932,854
Chase Mortgage Reference Notes, Series 2021-CL1 M1 5.54839% 25-FEB-2050, 5.55%, 02/25/50 CHASE 2021-CL1 46591HBX7 - - 2,990,927 $2,955,823 $2,955,823 0.05 $2,946,140
FHLMC 30yr Pool#SD2897 5.500% 01-May-2053, 5.50%, 05/01/53 FR 3132DQGE0 - - 2,780,165 $2,907,500 $2,907,500 0.05 $2,832,323
FNMA 30yr Pool#BV5393 3.500% 01-Apr-2052, 3.50%, 04/01/52 FN 3140MJ7F6 - - 3,079,574 $2,900,774 $2,900,774 0.05 $2,879,793
FHLMC 30yr Pool#QE8542 5.500% 01-Aug-2052, 5.50%, 08/01/52 FR 3133BJP30 - - 2,785,506 $2,871,018 $2,871,018 0.04 $2,848,421
BX Trust 2021-BXMF G 7.827513% 15-OCT-2038, 7.83%, 10/15/26 BX 2021-BXMF 05609RAS3 - - 2,807,890 $2,814,131 $2,814,131 0.04 $2,795,206
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 $2,785,234 $2,785,234 0.04 $2,774,385
RCKT MORTGAGE TRUST 2025-CE 5.16% 34, 5.16%, 07/25/34 RCKTL 2025-1A 74939RAC5 - - 2,750,000 $2,776,487 $2,776,487 0.04 $2,768,604
FIGRE Trust 2024-HE3 C 6.229% 25-JUL-2054, 6.23%, 07/25/54 FIGRE 2024-HE3 31684GAC6 - - 2,662,350 $2,723,059 $2,723,059 0.04 $2,713,845
Connecticut Avenue Securities, Series 2021-R01 1M2 5.89839% 25-OCT-2041, 5.90%, 10/25/41 CAS 2021-R01 20754RAB2 - - 2,695,816 $2,714,155 $2,714,155 0.04 $2,704,879
FNMA 30yr Pool#DA1511 5.500% 01-Oct-2053, 5.50%, 10/01/53 FN 3140A1VD6 - - 2,643,459 $2,712,226 $2,712,226 0.04 $2,690,036
FHLMC 30yr Pool#Q57869 4.000% 01-Aug-2048, 4.00%, 08/01/48 FG 3132Y1W79 - - 2,757,621 $2,707,131 $2,707,131 0.04 $2,659,193
FHLMC 30yr Pool#QF9276 5.500% 01-Mar-2053, 5.50%, 03/01/53 FR 3133BXJV4 - - 2,578,829 $2,672,645 $2,672,645 0.04 $2,651,886
FNMA 30yr Pool#DA3538 6.000% 01-Oct-2053, 6.00%, 10/01/53 FN 3140A34Y6 - - 2,564,334 $2,669,322 $2,669,322 0.04 $2,644,590
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2024-DNA1 M2 6.29839% 25-FEB-2044, 6.30%, 02/25/44 STACR 2024-DNA1 35564NBA0 - - 2,617,368 $2,657,490 $2,657,490 0.04 $2,647,874
FHF Trust 2024-1 (First Help Financial) A2 5.69% 15-FEB-2030, 5.69%, 02/15/30 FHF 2024-1A 31568AAB2 - - 2,570,838 $2,610,141 $2,610,141 0.04 $2,597,951
Ginnie Mae REMIC Trust 2017-163 LO 0.0% 16-MAY-2041, 0.00%, 05/16/41 GNR 2017-163 38380KNA9 - - 3,382,586 $2,603,583 $2,603,583 0.04 $2,603,583
Saluda Grade Alternative Mortgage Trust 2024-FIG5 B 6.603% 25-APR-2054, 6.60%, 04/25/54 GRADE 2024-FIG5 79582MAB7 - - 2,533,529 $2,580,466 $2,580,466 0.04 $2,560,019
Santander Bank Auto Credit-Linked Notes, Series 2024-A B 5.622% 15-JUN-2032, 5.62%, 06/15/32 SBCLN 2024-A 80290CCJ1 - - 2,526,272 $2,569,395 $2,569,395 0.04 $2,557,559
FHLMC 30yr Pool#QF0488 5.500% 01-Sep-2052, 5.50%, 09/01/52 FR 3133BMRH0 - - 2,459,476 $2,539,210 $2,539,210 0.04 $2,514,709
FHLMC 30yr Pool#SD3523 3.000% 01-Jun-2052, 3.00%, 06/01/52 FR 3132DQ4G8 - - 2,817,588 $2,529,573 $2,529,573 0.04 $2,513,539
FNMA 30yr Pool#DD4221 6.000% 01-Feb-2055, 6.00%, 02/01/55 FN DD4221 MTGE 3140B4VP2 - - 2,303,317 $2,495,607 $2,495,607 0.04 $2,375,582
Reach ABS Trust 2024-2 A 5.88% 15-JUL-2031, 5.88%, 07/15/31 REACH 2024-2A 75525HAA8 - - 2,446,038 $2,473,828 $2,473,828 0.04 $2,461,842
PRPM 2024-RCF2 A1 3.75% 25-MAR-2054, 3.75%, 03/25/54 PRPM 2024-RCF2 693987AA7 - - 2,489,826 $2,444,902 $2,444,902 0.04 $2,439,714
FNMA 30yr Pool#BY8533 6.500% 01-Aug-2053, 6.50%, 08/01/53 FN 3140NRPT7 - - 2,316,544 $2,440,275 $2,440,275 0.04 $2,419,541
FNMA 30yr Pool#BY5913 5.500% 01-Sep-2053, 5.50%, 09/01/53 FN 3140NNSB2 - - 2,336,028 $2,417,805 $2,417,805 0.04 $2,399,110
PRPM 2025-RCF3 LLC 5.25% 55, 5.25%, 07/25/55 PRPM 2025-RCF3 69392PAB1 - - 2,380,125 $2,374,260 $2,374,260 0.04 $2,358,988
FHLMC 30yr Pool#QI4878 6.000% 01-Apr-2054, 6.00%, 04/01/54 FR 3133WBM37 - - 2,218,520 $2,307,431 $2,307,431 0.04 $2,287,636
FHLMC 30yr Pool#QX7432 6.000% 01-Feb-2055, 6.00%, 02/01/55 FR 31426DHJ4 - - 2,109,532 $2,205,592 $2,205,592 0.03 $2,175,716
FIGRE Trust 2024-HE1 B 6.506% 25-MAR-2054, 6.51%, 03/25/54 FIGRE 2024-HE1 31684HAB6 - - 2,114,828 $2,183,841 $2,183,841 0.03 $2,176,197
FNMA 30yr Pool#FS3001 4.000% 01-Oct-2051, 4.00%, 10/01/51 FN 3140XJKP7 - - 2,194,066 $2,139,590 $2,139,590 0.03 $2,111,319
FHLMC 30yr Pool#QG2543 5.500% 01-May-2053, 5.50%, 05/01/53 FR 3133C2ZG6 - - 2,080,233 $2,139,460 $2,139,460 0.03 $2,122,234
Santander Bank Auto Credit-Linked Notes, Series 2023-B B 5.64% 15-DEC-2033, 5.64%, 12/15/33 SBCLN 2023-B 80290CCB8 - - 2,097,862 $2,132,182 $2,132,182 0.03 $2,122,322
FNMA 30yr Pool#FS1640 4.000% 01-Apr-2052, 4.00%, 04/01/52 FN 3140XGZE2 - - 2,184,838 $2,131,268 $2,131,268 0.03 $2,098,380
FNMA 30yr Pool#BP1500 3.000% 01-May-2050, 3.00%, 05/01/50 FN 3140K8U25 - - 2,306,403 $2,102,845 $2,102,845 0.03 $2,088,884
Chase Mortgage Reference Notes, Series 2020-CL1 M2 6.93703% 25-OCT-2057, 6.94%, 10/25/57 CHASE 2020-CL1 46591HAH3 - - 2,023,227 $2,088,057 $2,088,057 0.03 $2,079,870
Foundation Finance Trust 2023-2 A 6.53% 15-JUN-2049, 6.53%, 06/15/49 FFIN 2023-2A 35042RAA4 - - 1,950,792 $2,041,186 $2,041,186 0.03 $2,030,570
FNMA 30yr Pool#CA7849 4.500% 01-Oct-2050, 4.50%, 10/01/50 FN 3140QFWK1 - - 2,040,597 $2,035,569 $2,035,569 0.03 $2,019,766
FNMA 30yr Pool#BY0338 6.500% 01-May-2053, 6.50%, 05/01/53 FN 3140NGLU2 - - 1,915,894 $2,015,048 $2,015,048 0.03 $1,997,414
ACHV ABS Trust 2024-1PL B 6.34% 25-APR-2031, 6.34%, 04/25/31 ACHV 2024-1PL 00092BAB0 - - 1,970,254 $1,999,271 $1,999,271 0.03 $1,992,331
FHLMC 30yr Pool#QH7013 6.500% 01-Dec-2053, 6.50%, 12/01/53 FR 3133CKYJ1 - - 1,890,390 $1,992,353 $1,992,353 0.03 $1,974,440
FHLMC 30yr Pool#SI2017 4.000% 01-Dec-2048, 4.00%, 12/01/48 FR 3133USG21 - - 2,021,467 $1,961,935 $1,961,935 0.03 $1,946,920
FNMA 30yr Pool#BW0972 4.500% 01-Jul-2052, 4.50%, 07/01/52 FN 3140MSCJ2 - - 1,977,778 $1,957,467 $1,957,467 0.03 $1,943,276
FNMA 30yr Pool#BX8072 5.500% 01-Mar-2053, 5.50%, 03/01/53 FN 3140NC6J3 - - 1,877,336 $1,939,015 $1,939,015 0.03 $1,924,281
FHLMC 30yr Pool#QG2540 6.500% 01-May-2053, 6.50%, 05/01/53 FR 3133C2ZD3 - - 1,829,384 $1,917,137 $1,917,137 0.03 $1,900,779
Chase Mortgage Reference Notes, Series 2021-CL1 M3 5.89839% 25-FEB-2050, 5.90%, 02/25/50 CHASE 2021-CL1 46591HBZ2 - - 1,950,583 $1,910,997 $1,910,997 0.03 $1,904,285
FHLMC 30yr Pool#SD1551 4.000% 01-Mar-2050, 4.00%, 03/01/50 FR 3132DNWL3 - - 1,917,962 $1,868,375 $1,868,375 0.03 $1,847,278
FNMA 30yr Pool#BY0361 6.500% 01-Jun-2053, 6.50%, 06/01/53 FN 3140NGMK3 - - 1,727,502 $1,813,751 $1,813,751 0.03 $1,797,521
FHLMC 30yr Pool#QH3309 5.500% 01-Oct-2053, 5.50%, 10/01/53 FR 3133CFVA4 - - 1,762,158 $1,807,381 $1,807,381 0.03 $1,793,255
Bayview Opportunity Master Fund VII Trust 2024-CAR1 C 5.84839% 25-DEC-2031, 5.85%, 12/26/31 BVCLN 2024-CAR1 07336QAC6 - - 1,782,360 $1,795,172 $1,795,172 0.03 $1,789,091
FNMA 30yr Pool#MA3521 4.000% 01-Nov-2048, 4.00%, 11/01/48 FN 31418C4F8 - - 1,829,377 $1,788,065 $1,788,065 0.03 $1,761,957
NRZ MSR-Collateralized Notes, Series 2021-FHT1 A 3.104% 25-JUL-2026, 3.10%, 07/25/26 NZES 2021-FHT1 62955MAB2 - - 1,807,880 $1,771,102 $1,771,102 0.03 $1,767,985
FHLMC 30yr Pool#SD0943 3.500% 01-Apr-2052, 3.50%, 04/01/52 FR 3132DNBL6 - - 1,825,744 $1,733,713 $1,733,713 0.03 $1,708,962
Ally Bank Auto Credit-Linked Notes, Series 2024-A D 6.315% 15-MAY-2032, 6.31%, 05/17/32 ABCLN 2024-A 02007GZ71 - - 1,695,002 $1,731,064 $1,731,064 0.03 $1,722,144
Arivo Acceptance Auto Loan Receivables Trust 2024-1 A 6.46% 15-APR-2028, 6.46%, 04/17/28 ARIVO 2024-1A 039943AA3 - - 1,706,298 $1,727,733 $1,727,733 0.03 $1,718,548
Chase Mortgage Reference Notes, Series 2021-CL1 M2 5.69839% 25-FEB-2050, 5.70%, 02/25/50 CHASE 2021-CL1 46591HBY5 - - 1,757,169 $1,718,328 $1,718,328 0.03 $1,712,487
Fannie Mae Pool|4|08/01/2050, 4.00%, 08/01/50 FN 3140X8UA3 - - 1,760,974 $1,700,290 $1,700,290 0.03 $1,687,536
PRPM 2025-RCF3 LLC 5.25% 55, 5.25%, 07/25/55 PRPM 2025-RCF3 69392PAC9 - - 1,700,000 $1,687,360 $1,687,360 0.03 $1,676,451
Blue Bridge Funding 2023-1 A 7.37% 15-NOV-2030, 7.37%, 11/15/30 BBEF 2023-1A 09531MAA8 - - 1,660,176 $1,682,288 $1,682,288 0.03 $1,672,091
FHLMC 30yr Pool#QA2039 3.000% 01-Aug-2049, 3.00%, 08/01/49 FR 31334YHQ3 - - 1,838,650 $1,680,436 $1,680,436 0.03 $1,666,921
FHLMC 30yr Pool#SD4456 4.000% 01-Aug-2050, 4.00%, 08/01/50 FR 3132E05R9 - - 1,708,909 $1,667,498 $1,667,498 0.03 $1,644,460
FNMA 30yr Pool#CB2681 3.500% 01-Jan-2052, 3.50%, 01/01/52 FN 3140QM6T6 - - 1,743,739 $1,655,114 $1,655,114 0.03 $1,632,337
U.S. Auto Funding 2021-1 C 2.2% 15-MAY-2026, 2.20%, 05/15/26 USAUT 2021-1A 90355EAC5 - - 1,988,954 $1,644,463 $1,644,463 0.03 $1,640,816
FHLMC 30yr Pool#QG4340 6.500% 01-Jun-2053, 6.50%, 06/01/53 FR 3133C4ZD9 - - 1,549,062 $1,621,541 $1,621,541 0.03 $1,607,786
FNMA 30yr Pool#BY0327 6.500% 01-May-2053, 6.50%, 05/01/53 FN 3140NGLH1 - - 1,519,414 $1,592,456 $1,592,456 0.02 $1,578,624
FHLMC 30yr Pool#Q58477 4.000% 01-Sep-2048, 4.00%, 09/01/48 FG 3132Y2M37 - - 1,582,367 $1,566,737 $1,566,737 0.02 $1,525,961
FNMA 30yr Pool#MA3415 4.000% 01-Jul-2048, 4.00%, 07/01/48 FN 31418CYM0 - - 1,553,143 $1,516,162 $1,516,162 0.02 $1,495,904
FIGRE TRUST 2025-HE5 FLTG 2055 B, 5.49%, 08/25/55 FIGRE 2025-HE5 31684MAB5 - - 1,500,000 $1,515,305 $1,515,305 0.02 $1,505,249
FNMA 30yr Pool#CA5573 4.000% 01-Apr-2050, 4.00%, 04/01/50 FN 3140QDFP4 - - 1,490,470 $1,496,914 $1,496,914 0.02 $1,428,313
FNMA 30yr Pool#BT8051 5.500% 01-Jan-2053, 5.50%, 01/01/53 FN 3140LW5M5 - - 1,392,172 $1,443,209 $1,443,209 0.02 $1,431,506
FNMA 30yr Pool#CA1931 4.500% 01-Jun-2048, 4.50%, 06/01/48 FN 3140Q9ED1 - - 1,438,097 $1,438,660 $1,438,660 0.02 $1,426,960
FNMA 30yr Pool#BY1896 5.500% 01-May-2053, 5.50%, 05/01/53 FN 3140NJDA9 - - 1,366,108 $1,408,205 $1,408,205 0.02 $1,396,689
FNMA 30yr Pool#DB3056 5.500% 01-May-2054, 5.50%, 05/01/54 FN 3140ACME0 - - 1,271,727 $1,404,465 $1,404,465 0.02 $1,298,830
FHLMC 30yr Pool#QG3885 6.500% 01-Jun-2053, 6.50%, 06/01/53 FR 3133C4J62 - - 1,322,335 $1,384,176 $1,384,176 0.02 $1,372,464
FNMA 30yr Pool#BX7860 5.500% 01-Mar-2053, 5.50%, 03/01/53 FN 3140NCWW5 - - 1,304,268 $1,348,054 $1,348,054 0.02 $1,336,967
FNMA 30yr Pool#FM7725 4.500% 01-Dec-2050, 4.50%, 12/01/50 FN 3140XBSP6 - - 1,266,664 $1,262,879 $1,262,879 0.02 $1,252,517
Towd Point Mortgage Trust 2024-CES1 A1B 6.049% 25-JAN-2064, 6.05%, 01/25/64 TPMT 2024-CES1 89183CAB1 - - 1,236,862 $1,253,972 $1,253,972 0.02 $1,244,827
FNMA 30yr Pool#MA3149 4.000% 01-Oct-2047, 4.00%, 10/01/47 FN 31418CQB3 - - 1,279,830 $1,252,494 $1,252,494 0.02 $1,235,575
FNMA 40yr Pool#BF0167 3.000% 01-Feb-2057, 3.00%, 02/01/57 FN 3140FXFH0 - - 1,396,703 $1,237,234 $1,237,234 0.02 $1,226,731
FHLMC 30yr Pool#QF2561 5.500% 01-Nov-2052, 5.50%, 11/01/52 FR 3133BPZ27 - - 1,181,759 $1,221,546 $1,221,546 0.02 $1,212,121
FHLMC 30yr Pool#SD8003 4.000% 01-Jul-2049, 4.00%, 07/01/49 FR 3132DV3L7 - - 1,243,629 $1,214,103 $1,214,103 0.02 $1,196,728
FNMA 30yr Pool#FM9138 4.000% 01-Mar-2050, 4.00%, 03/01/50 FN 3140XDEL6 - - 1,240,748 $1,209,662 $1,209,662 0.02 $1,195,022
FNMA 30yr Pool#AS6811 3.000% 01-Mar-2046, 3.00%, 03/01/46 FN 3138WGR97 - - 1,268,876 $1,200,297 $1,200,297 0.02 $1,162,612
FNMA 30yr Pool#BJ9181 5.000% 01-May-2048, 5.00%, 05/01/48 FN 3140HBFX1 - - 1,171,140 $1,199,445 $1,199,445 0.02 $1,189,861
FHLMC 30yr Pool#QD9182 3.000% 01-Mar-2052, 3.00%, 03/01/52 FR 3133B7FX1 - - 1,311,685 $1,186,002 $1,186,002 0.02 $1,178,460
Connecticut Avenue Securities, Series 2021-R02 2B1 7.64839% 25-NOV-2041, 7.65%, 11/25/41 CAS 2021-R02 20754KAF8 - - 1,150,000 $1,179,928 $1,179,928 0.02 $1,174,797
FNMA 30yr Pool#BX0804 5.500% 01-Nov-2052, 5.50%, 11/01/52 FN 3140N43N5 - - 1,138,726 $1,175,750 $1,175,750 0.02 $1,165,711
FHLMC 30yr Pool#ZT2087 4.000% 01-Jun-2049, 4.00%, 06/01/49 FR 3132AEJ80 - - 1,196,776 $1,172,487 $1,172,487 0.02 $1,151,641
FHLMC 30yr Pool#QG6538 5.500% 01-Jul-2053, 5.50%, 07/01/53 FR 3133C7HP5 - - 1,102,747 $1,142,223 $1,142,223 0.02 $1,133,626
FHLMC 30yr Pool#RA1188 4.500% 01-Aug-2049, 4.50%, 08/01/49 FR 3133KGJ90 - - 1,074,389 $1,096,451 $1,096,451 0.02 $1,061,633
Lendbuzz Securitization Trust 2023-2 A2 7.09% 15-OCT-2028, 7.09%, 10/16/28 LBZZ 2023-2A 52608MAB4 - - 1,069,008 $1,091,930 $1,091,930 0.02 $1,085,614
FHLMC 30yr Pool#RA1087 4.500% 01-Jul-2049, 4.50%, 07/01/49 FR 3133KGF45 - - 1,091,989 $1,087,913 $1,087,913 0.02 $1,079,023
FHLMC 30yr Pool#QG6948 5.500% 01-Jul-2053, 5.50%, 07/01/53 FR 3133C7WH6 - - 1,048,944 $1,087,546 $1,087,546 0.02 $1,078,230
FNMA 30yr Pool#AS7492 4.000% 01-Jul-2046, 4.00%, 07/01/46 FN 3138WHKE1 - - 1,103,018 $1,074,038 $1,074,038 0.02 $1,065,529
FNMA 30yr Pool#CB8995 5.500% 01-Aug-2054, 5.50%, 08/01/54 FN 3140QU7H3 - - 1,038,273 $1,068,372 $1,068,372 0.02 $1,057,022
FNMA 30yr Pool#BV4203 3.500% 01-Apr-2052, 3.50%, 04/01/52 FN 3140MHU56 - - 1,069,962 $1,007,934 $1,007,934 0.02 $1,000,630
FNMA 30yr Pool#FM1598 4.000% 01-Feb-2049, 4.00%, 02/01/49 FN 3140X4X43 - - 1,018,014 $1,000,826 $1,000,826 0.02 $980,496
FNMA 30yr Pool#BV8484 3.500% 01-Apr-2052, 3.50%, 04/01/52 FN 3140MNNA0 - - 1,031,667 $971,079 $971,079 0.02 $964,740
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-DNA5 M2 5.99839% 25-JAN-2034, 6.00%, 01/25/34 STACR 2021-DNA5 35564KHE2 - - 958,642 $967,179 $967,179 0.02 $963,825
GNMA II 30yr Pool#MA5021 4.500% 20-Feb-2048, 4.50%, 02/20/48 G2 36179TSJ5 - - 946,024 $952,373 $952,373 0.01 $942,462
FNMA 30yr Pool#DA3522 5.500% 01-Oct-2053, 5.50%, 10/01/53 FN 3140A34G5 - - 925,613 $949,362 $949,362 0.01 $941,922
FHLMC 30yr Pool#ZM8197 4.000% 01-Sep-2048, 4.00%, 09/01/48 FR 3131Y3DA1 - - 941,471 $931,013 $931,013 0.01 $906,752
FNMA 30yr Pool#CA6382 4.500% 01-Jul-2050, 4.50%, 07/01/50 FN 3140QECU4 - - 928,174 $924,722 $924,722 0.01 $917,859
FNMA 30yr Pool#AB9341 3.000% 01-May-2043, 3.00%, 05/01/43 FN 31417GLX2 - - 914,619 $869,150 $869,150 0.01 $848,894
BX Commercial Mortgage Trust 2021-21M A 5.208% 15-OCT-2036, 5.21%, 10/15/36 BX 2021-21M 05609CAA5 - - 862,801 $865,452 $865,452 0.01 $861,583
ACHV ABS Trust 2024-1PL C 6.42% 25-APR-2031, 6.42%, 04/25/31 ACHV 2024-1PL 00092BAC8 - - 846,089 $858,248 $858,248 0.01 $855,231
FNMA 30yr Pool#BN4541 4.000% 01-Feb-2049, 4.00%, 02/01/49 FN 3140JMBK7 - - 856,139 $831,034 $831,034 0.01 $824,587
FNMA 30yr Pool#FA1534 4.500% 01-Jan-2054, 4.50%, 01/01/54 FN 3140W1V42 - - - $821,481 $821,481 0.01 $0
Gracie Point International Funding, Series 2023-2 A 6.60559% 01-MAR-2027, 6.61%, 03/01/27 GPIF 2023-2A 38410JAA0 - - 808,251 $812,341 $812,341 0.01 $810,413
Reach ABS Trust 2024-1 A 6.3% 15-FEB-2031, 6.30%, 02/18/31 REACH 2024-1A 75526PAA9 - - 804,716 $811,487 $811,487 0.01 $807,262
FHLMC 30yr Pool#ZT1926 3.000% 01-Nov-2043, 3.00%, 11/01/43 FR 3132AED78 - - 832,327 $773,106 $773,106 0.01 $766,394
FNMA 30yr Pool#BY0782 5.500% 01-Apr-2053, 5.50%, 04/01/53 FN 3140NG2Q2 - - 744,178 $770,015 $770,015 0.01 $764,191
Connecticut Avenue Securities Trust 2022-R01 1M1 5.34839% 25-DEC-2041, 5.35%, 12/25/41 CAS 2022-R01 20754LAA7 - - 766,233 $768,296 $768,296 0.01 $765,906
ACHM Trust 2024-HE1 B 7.26% 25-MAY-2039, 7.26%, 05/25/39 ACHM 2024-HE1 00449TAB1 - - 730,622 $760,107 $760,107 0.01 $757,160
FHLMC 30yr Pool#RA1999 4.500% 01-Jan-2050, 4.50%, 01/01/50 FR 3133KHGG5 - - 752,918 $749,884 $749,884 0.01 $743,979
FREMF 2019-KF70 Mortgage Trust C 10.45546% 25-SEP-2029, 10.46%, 09/25/29 FREMF 2019-KF70 30298UAJ0 - - 789,970 $736,743 $736,743 0.01 $725,954
FNMA 30yr Pool#BY0866 5.500% 01-May-2053, 5.50%, 05/01/53 FN 3140NG6C9 - - 703,791 $725,889 $725,889 0.01 $719,546
GNMA II 30yr Pool#MA5264 4.000% 20-Jun-2048, 4.00%, 06/20/48 G2 36179TZ57 - - 735,038 $720,855 $720,855 0.01 $710,649
NRZ Excess Spread-Collateralized Notes, Series 2020-PLS1 A 3.844% 25-DEC-2025, 3.84%, 12/25/25 NZES 2020-PLS1 433674AA6 - - 704,623 $702,403 $702,403 0.01 $700,898
FHLMC 30yr Pool#QD6555 3.000% 01-Feb-2052, 3.00%, 02/01/52 FR 3133B4H81 - - 749,558 $677,909 $677,909 0.01 $673,511
Connecticut Avenue Securities, Series 2021-R03 1M1 5.19839% 25-DEC-2041, 5.20%, 12/25/41 CAS 2021-R03 20754AAA1 - - 672,551 $674,170 $674,170 0.01 $672,131
FNMA 30yr Pool#BW0343 4.500% 01-May-2052, 4.50%, 05/01/52 FN 3140MRLZ8 - - 665,208 $657,684 $657,684 0.01 $653,109
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA2 M1A 5.64839% 25-FEB-2042, 5.65%, 02/25/42 STACR 2022-DNA2 35564KRE1 - - 630,998 $633,866 $633,866 0.01 $631,787
FHLMC 30yr Pool#SD8047 4.500% 01-Feb-2050, 4.50%, 02/01/50 FR 3132DV5G6 - - 606,477 $620,197 $620,197 0.01 $600,286
FHLMC 30yr Pool#QE1073 3.500% 01-Apr-2052, 3.50%, 04/01/52 FR 3133BAFN6 - - 651,585 $613,472 $613,472 0.01 $609,315
FNMA 30yr Pool#AL6842 4.000% 01-May-2045, 4.00%, 05/01/45 FN 3138EPS88 - - 614,648 $612,142 $612,142 0.01 $598,186
FNMA 30yr Pool#BK9507 4.000% 01-Oct-2048, 4.00%, 10/01/48 FN 3140HPR58 - - 611,890 $597,007 $597,007 0.01 $592,446
Sequoia Mortgage Trust 2013-5 A1 2.5% 25-MAY-2043, 2.50%, 05/25/43 SEMT 2013-5 81745AAA5 - - 664,354 $596,164 $596,164 0.01 $594,134
MHC Commercial Mortgage Trust 2021-MHC A 5.279442% 15-APR-2038, 5.28%, 04/15/38 MHC 2021-MHC 55316VAA2 - - 586,117 $588,601 $588,601 0.01 $585,937
FHLMC 15yr Pool#SB0116 2.500% 01-Nov-2034, 2.50%, 11/01/34 FR 3132CWDV3 - - 539,618 $528,314 $528,314 0.01 $513,119
FHLMC 30yr Pool#SL1072 4.500% 01-Apr-2053, 4.50%, 04/01/53 FR 31427NFN4 - - - $521,421 $521,421 0.01 $0
FNMA 30yr Pool#AZ0869 4.000% 01-Jul-2045, 4.00%, 07/01/45 FN 3138YR6F0 - - 524,640 $514,671 $514,671 0.01 $510,112
FHLMC 30yr Pool#QD9191 3.500% 01-Apr-2052, 3.50%, 04/01/52 FR 3133B7F86 - - 502,819 $504,284 $504,284 0.01 $470,237
Towd Point Mortgage Trust 2024-CES2 A1B 6.35% 25-FEB-2064, 6.35%, 02/25/64 TPMT 2024-CES2 89182JAB7 - - 478,261 $486,151 $486,151 0.01 $482,439
FHLMC 30yr Pool#SD1414 4.000% 01-Oct-2050, 4.00%, 10/01/50 FR 3132DNSB0 - - 440,560 $427,560 $427,560 0.01 $423,945
FNMA 30yr Pool#CB4329 3.500% 01-Jul-2052, 3.50%, 07/01/52 FN 3140QPY35 - - 444,825 $419,365 $419,365 0.01 $416,179
JP Morgan Mortgage Trust 2015-4 AM 3.0% 25-JUN-2045, 3.00%, 06/25/45 JPMMT 2015-4 46644VBP0 - - 477,725 $417,275 $417,275 0.01 $415,523
FNMA 30yr Pool#CA4646 3.000% 01-Feb-2048, 3.00%, 02/01/48 FN 3140QCEU6 - - 437,533 $403,231 $403,231 0.01 $399,957
FNMA 30yr Pool#BV6879 4.500% 01-Apr-2052, 4.50%, 04/01/52 FN 3140MLUD0 - - 407,258 $402,750 $402,750 0.01 $399,914
FNMA 30yr Pool#BV7632 4.500% 01-Apr-2052, 4.50%, 04/01/52 FN 3140MMPS1 - - 368,017 $363,950 $363,950 0.01 $361,381
FHLMC 30yr Pool#QA8274 3.500% 01-Mar-2050, 3.50%, 03/01/50 FR 3133A3FP8 - - 389,768 $362,999 $362,999 0.01 $360,572
FNMA 30yr Pool#FM3447 4.000% 01-Nov-2049, 4.00%, 11/01/49 FN 3140X6ZM6 - - 365,442 $356,491 $356,491 0.01 $353,252
FHLMC 30yr Pool#SD1966 4.000% 01-Nov-2052, 4.00%, 11/01/52 FR 3132DPFF0 - - 335,644 $324,193 $324,193 0.01 $320,202
FHLMC 30yr Pool#ZN6461 4.000% 01-May-2049, 4.00%, 05/01/49 FR 3131YDFA7 - - 332,140 $321,481 $321,481 0.01 $319,083
FNMA 30yr Pool#AR9225 3.000% 01-Mar-2043, 3.00%, 03/01/43 FN 3138W7HB3 - - 338,822 $317,082 $317,082 0.00 $311,968
FNMA 30yr Pool#FS2548 4.000% 01-Mar-2051, 4.00%, 03/01/51 FN 3140XHZN0 - - 304,407 $297,926 $297,926 0.00 $292,926
FHLMC 30yr Pool#ZT0391 4.000% 01-Nov-2047, 4.00%, 11/01/47 FR 3132ACNG1 - - 302,020 $296,122 $296,122 0.00 $293,719
FHLMC 30yr Pool#QA5150 4.500% 01-Dec-2049, 4.50%, 12/01/49 FR 31346YWK5 - - 294,978 $294,294 $294,294 0.00 $291,961
FNMA 30yr Pool#FS2238 4.000% 01-Mar-2051, 4.00%, 03/01/51 FN 3140XHPY7 - - 297,842 $290,349 $290,349 0.00 $286,866
FNMA 30yr Pool#AS8649 3.000% 01-Jan-2047, 3.00%, 01/01/47 FN 3138WJTF5 - - 310,028 $289,942 $289,942 0.00 $282,317
FHLMC 30yr Pool#SL0730 4.500% 01-Mar-2053, 4.50%, 03/01/53 FR 31427MY47 - - - $285,862 $285,862 0.00 $0
FHLMC 30yr Pool#SL1567 4.500% 01-Jan-2055, 4.50%, 01/01/55 FR 31427NW54 - - - $283,093 $283,093 0.00 $0
Fannie Mae REMIC Trust 2017-9 VL 3.0% 25-JUL-2028, 3.00%, 07/25/28 FNR 2017-9 3136AVYH6 - - 271,894 $277,950 $277,950 0.00 $268,926
FNMA 30yr Pool#BN3899 4.000% 01-Dec-2048, 4.00%, 12/01/48 FN 3140JLKM5 - - 271,484 $264,580 $264,580 0.00 $261,479
FHLMC 30yr Pool#QA1615 3.500% 01-Aug-2049, 3.50%, 08/01/49 FR 31334XYL7 - - 272,370 $255,519 $255,519 0.00 $253,649
FHLMC 30yr Pool#ZN4240 4.500% 01-Dec-2048, 4.50%, 12/01/48 FR 3131YAV98 - - 250,794 $251,758 $251,758 0.00 $249,735
FHLMC 15yr Pool#SB0040 2.500% 01-Dec-2033, 2.50%, 12/01/33 FR 3132CWBH6 - - 244,523 $242,762 $242,762 0.00 $236,404
Fannie Mae REMIC Trust 2012-126 SY 0.0% 25-NOV-2042, 0.00%, 11/25/42 FNR 2012-126 3136A9ZR2 - - 473,554 $240,979 $240,979 0.00 $240,979
FNMA 30yr Pool#MA3908 4.500% 01-Jan-2050, 4.50%, 01/01/50 FN 31418DKW1 - - 239,503 $240,284 $240,284 0.00 $237,058
FNMA 30yr Pool#MA3687 4.000% 01-Jun-2049, 4.00%, 06/01/49 FN 31418DCZ3 - - 236,889 $231,062 $231,062 0.00 $227,956
FNMA 30yr Pool#BE3616 4.000% 01-May-2047, 4.00%, 05/01/47 FN 3140FPAS8 - - 231,073 $229,874 $229,874 0.00 $224,998
FNMA 30yr Pool#MA1327 3.000% 01-Jan-2043, 3.00%, 01/01/43 FN 31418APM4 - - 241,505 $229,476 $229,476 0.00 $222,374
FNMA 30yr Pool#BW0081 4.500% 01-Apr-2052, 4.50%, 04/01/52 FN 3140MRCT2 - - 230,225 $227,623 $227,623 0.00 $226,038
Santander Bank Auto Credit-Linked Notes, Series 2023-A B 6.493% 15-JUN-2033, 6.49%, 06/15/33 SBCLN 2023-A 80290CBU7 - - 215,567 $217,455 $217,455 0.00 $216,289
GNMA II 30yr Pool#MA5192 4.000% 20-May-2048, 4.00%, 05/20/48 G2 36179TXV2 - - 220,662 $216,334 $216,334 0.00 $213,340
FHLMC 30yr Pool#SL1665 4.500% 01-Jun-2053, 4.50%, 06/01/53 FR 31427NZ77 - - - $212,566 $212,566 0.00 $0
FHLMC 30yr Pool#SL0913 4.500% 01-May-2054, 4.50%, 05/01/54 FR 31427NAP4 - - - $211,513 $211,513 0.00 $0
FNMA 30yr Pool#BO9819 4.500% 01-Dec-2049, 4.50%, 12/01/49 FN 3140K54D6 - - 210,673 $210,158 $210,158 0.00 $208,518
FHLMC 30yr Pool#RA1088 4.500% 01-Jul-2049, 4.50%, 07/01/49 FR 3133KGF52 - - 204,390 $203,808 $203,808 0.00 $202,297
FHLMC 30yr Pool#SD8040 4.500% 01-Jan-2050, 4.50%, 01/01/50 FR 3132DV4Z5 - - 184,188 $187,826 $187,826 0.00 $182,308
FNMA 30yr Pool#AB6280 3.000% 01-Sep-2042, 3.00%, 09/01/42 FN 31417C6S9 - - 196,011 $182,260 $182,260 0.00 $180,484
FNMA 30yr Pool#BO2983 3.000% 01-Sep-2049, 3.00%, 09/01/49 FN 3140JXJ58 - - 195,438 $178,862 $178,862 0.00 $177,483
FNMA 30yr Pool#CA4185 4.500% 01-Sep-2049, 4.50%, 09/01/49 FN 3140QBUK2 - - 176,956 $176,511 $176,511 0.00 $175,144
FNMA 30yr Pool#CA4035 4.500% 01-Aug-2049, 4.50%, 08/01/49 FN 3140QBPV4 - - 172,148 $171,654 $171,654 0.00 $170,385
Prosper Marketplace Issuance Trust, Series 2024-1 A 6.12% 15-AUG-2029, 6.12%, 08/15/29 PMIT 2024-1A 74363CAA7 - - 166,376 $167,409 $167,409 0.00 $166,560
FHLMC 30yr Pool#ZT1320 4.000% 01-Nov-2048, 4.00%, 11/01/48 FR 3132ADPD4 - - 164,278 $160,456 $160,456 0.00 $158,224
FNMA 30yr Pool#BV7132 4.500% 01-Apr-2052, 4.50%, 04/01/52 FN 3140ML4S6 - - 162,085 $160,259 $160,259 0.00 $159,137
FHLMC 30yr Pool#ZA7158 4.500% 01-Jun-2049, 4.50%, 06/01/49 FR 31329Q5T4 - - 158,192 $157,683 $157,683 0.00 $156,314
FNMA 30yr Pool#AB7563 3.000% 01-Jan-2043, 3.00%, 01/01/43 FN 31417EMM0 - - 168,492 $157,634 $157,634 0.00 $156,218
FNMA 30yr Pool#FS2546 4.000% 01-Mar-2051, 4.00%, 03/01/51 FN 3140XHZL4 - - 155,048 $150,870 $150,870 0.00 $149,334
GNMA II 30yr Pool#MA5753 4.000% 20-Feb-2049, 4.00%, 02/20/49 G2 36179UMA7 - - 146,127 $138,591 $138,591 0.00 $137,584
FNMA 30yr Pool#MA1229 3.000% 01-Oct-2042, 3.00%, 10/01/42 FN 31418ALK2 - - 146,554 $136,648 $136,648 0.00 $135,381
FNMA 30yr Pool#BW0072 4.500% 01-Apr-2052, 4.50%, 04/01/52 FN 3140MRCJ4 - - 136,704 $135,166 $135,166 0.00 $134,217
FNMA 30yr Pool#BV7131 4.500% 01-Apr-2052, 4.50%, 04/01/52 FN 3140ML4R8 - - 129,453 $127,997 $127,997 0.00 $127,099
GNMA II 30yr Pool#BF6874 4.500% 20-Jul-2048, 4.50%, 07/20/48 G2 3617GDT77 - - 127,339 $126,855 $126,855 0.00 $125,839
GNMA II 30yr Pool#MA5866 4.000% 20-Apr-2049, 4.00%, 04/20/49 G2 36179UQT2 - - 133,030 $126,743 $126,743 0.00 $125,781
FREED ABS Trust 2021-3FP D 2.37% 18-NOV-2028, 2.37%, 11/20/28 FREED 2021-3FP 30322MAD1 - - 125,291 $125,487 $125,487 0.00 $125,264
FNMA 20yr Pool#AB9283 3.000% 01-Apr-2038, 3.00%, 04/01/38 FN 31417GJ56 - - 133,947 $125,309 $125,309 0.00 $123,781
FNMA 30yr Pool#FA1548 4.500% 01-Sep-2053, 4.50%, 09/01/53 FN 3140W1WJ8 - - - $120,343 $120,343 0.00 $0
RCKT Mortgage Trust 2025-CES5 A1A 5.687% 25-MAY-2055, 5.69%, 05/25/55 RCKT 2025-CES5 74942CAA7 - - - $116,288 $116,288 0.00 $0
FNMA 30yr Pool#BM3282 3.500% 01-Dec-2047, 3.50%, 12/01/47 FN 3140J7UG8 - - 116,663 $112,699 $112,699 0.00 $110,342
GNMA II 30yr Pool#BK5879 4.500% 20-Nov-2048, 4.50%, 11/20/48 G2 3617J6Q80 - - 111,841 $109,814 $109,814 0.00 $108,987
FNMA 30yr Pool#CA3683 4.500% 01-Jun-2049, 4.50%, 06/01/49 FN 3140QBCV8 - - 109,232 $108,919 $108,919 0.00 $108,113
FHLMC 30yr Pool#ZT1633 4.000% 01-Mar-2047, 4.00%, 03/01/47 FR 3132ADY69 - - 110,838 $108,739 $108,739 0.00 $107,816
FHLMC 30yr Pool#QE0318 4.500% 01-Mar-2052, 4.50%, 03/01/52 FR 3133B9K78 - - 108,550 $107,357 $107,357 0.00 $106,593
FNMA 30yr Pool#CA0108 3.500% 01-Aug-2047, 3.50%, 08/01/47 FN 3140Q7DN4 - - 107,543 $103,351 $103,351 0.00 $101,716
FHLMC 30yr Pool#ZM7577 4.500% 01-Aug-2048, 4.50%, 08/01/48 FR 3131Y2M21 - - 100,321 $100,303 $100,303 0.00 $99,544
Fannie Mae REMIC Trust 2013-130 FN 4.81287% 25-OCT-2042, 4.81%, 10/25/42 FNR 2013-130 3136AHG53 - - 94,726 $93,867 $93,867 0.00 $93,613
FNMA 30yr Pool#BJ8459 3.000% 01-Aug-2049, 3.00%, 08/01/49 FN 3140HAMH0 - - 100,485 $89,785 $89,785 0.00 $88,975
FNMA 30yr Pool#BO4113 3.000% 01-Aug-2049, 3.00%, 08/01/49 FN 3140JYSB3 - - 91,255 $81,562 $81,562 0.00 $80,802
FHLMC 30yr Pool#ZM7926 5.000% 01-Sep-2048, 5.00%, 09/01/48 FR 3131Y2YX0 - - 78,020 $79,564 $79,564 0.00 $78,925
Sequoia Mortgage Trust 2019-CH3 A19 4.0% 25-OCT-2049, 4.00%, 09/25/49 SEMT 2019-CH3 81748GBN0 - - 84,004 $78,778 $78,778 0.00 $78,368
FHLMC 30yr Pool#QA2159 3.000% 01-Aug-2049, 3.00%, 08/01/49 FR 31334YMG9 - - 83,117 $74,105 $74,105 0.00 $73,596
FNMA 30yr Pool#MA1447 3.000% 01-May-2043, 3.00%, 05/01/43 FN 31418ATD0 - - 78,111 $73,528 $73,528 0.00 $71,920
FNMA 30yr Pool#AS8547 3.000% 01-Nov-2046, 3.00%, 11/01/46 FN 3138WJP93 - - 71,931 $65,576 $65,576 0.00 $65,109
FNMA 30yr Pool#BD2453 3.000% 01-Jan-2047, 3.00%, 01/01/47 FN 3140F9WP6 - - 69,335 $63,904 $63,904 0.00 $63,370
Fannie Mae REMIC Trust 2010-109 BS 5.83121% 25-OCT-2040, 5.83%, 10/25/40 FNR 2010-109 31398NTM6 - - 41,248 $61,657 $61,657 0.00 $61,358
FHLMC 15yr Pool#ZK8962 3.000% 01-Sep-2032, 3.00%, 09/01/32 FR 3131XC5X1 - - 55,853 $56,292 $56,292 0.00 $54,475
Fannie Mae REMIC Trust 2006-20 GF 4.81287% 25-APR-2036, 4.81%, 04/25/36 FNR 2006-20 31395BU43 - - 56,533 $56,177 $56,177 0.00 $56,025
FHLMC 15yr Pool#ZS7403 3.000% 01-May-2031, 3.00%, 05/01/31 FR 3132A8GL7 - - 51,734 $52,378 $52,378 0.00 $50,715
Freddie Mac Multiclass Certificates, Series 3380 FM 5.04718% 15-OCT-2037, 5.05%, 10/15/37 FHR 3380 31397KTJ0 - - 45,230 $45,351 $45,351 0.00 $45,161
FNMA 15yr Pool#BO5957 3.000% 01-Dec-2034, 3.00%, 12/01/34 FN 3140K1TP1 - - 44,872 $44,146 $44,146 0.00 $43,572
Freddie Mac Multiclass Certificates, Series 3721 FB 4.95718% 15-SEP-2040, 4.96%, 09/15/40 FHR 3721 3137GAD20 - - 43,857 $43,835 $43,835 0.00 $43,654
FNMA 30yr Pool#BO1857 4.500% 01-Aug-2049, 4.50%, 08/01/49 FN 3140JWB33 - - 43,035 $42,909 $42,909 0.00 $42,596
Ginnie Mae REMIC Trust 2008-013 FB 4.96513% 20-FEB-2038, 4.95%, 02/20/38 GNR 2008-13 38375PNL1 - - 40,779 $40,427 $40,427 0.00 $40,286
FIGRE Trust 2025-HE2 A 5.775% 25-MAR-2055, 5.78%, 03/25/55 FIGRE 2025-HE2 31684KAA1 - - - $38,577 $38,577 0.00 $0
FNMA 15yr Pool#BO7717 3.000% 01-Nov-2034, 3.00%, 11/01/34 FN 3140K3SF0 - - 37,934 $37,430 $37,430 0.00 $36,896
FNMA 30yr Pool#BC0870 3.500% 01-Jan-2046, 3.50%, 01/01/46 FN 3140EU6G9 - - 37,986 $36,132 $36,132 0.00 $35,833
FHLMC 15yr Pool#ZK9163 3.000% 01-Jan-2033, 3.00%, 01/01/33 FR 3131XDFC4 - - 32,591 $32,521 $32,521 0.00 $31,767
Ginnie Mae REMIC Trust 2007-040 FG 4.78513% 20-JUL-2037, 4.77%, 07/20/37 GNR 2007-40 38375KZS4 - - 31,197 $30,767 $30,767 0.00 $30,664
Ginnie Mae REMIC Trust 2004-069 CF 4.86513% 20-JUL-2034, 4.85%, 07/20/34 GNR 2004-69 38374JAT3 - - 27,272 $27,095 $27,095 0.00 $27,003
Ginnie Mae REMIC Trust 2010-133 FD 4.90441% 16-OCT-2040, 4.90%, 10/16/40 GNR 2010-133 38377MHV1 - - 24,953 $24,917 $24,917 0.00 $24,818
Fannie Mae REMIC Trust 2013-2 QF 4.96287% 25-FEB-2043, 4.96%, 02/25/43 FNR 2013-2 3136AB4P5 - - 24,818 $24,797 $24,797 0.00 $24,729
Ginnie Mae REMIC Trust 2007-059 FA 4.96513% 20-OCT-2037, 4.95%, 10/20/37 GNR 2007-59 38375LPU8 - - 24,903 $24,701 $24,701 0.00 $24,615
FHLMC 30yr Pool#ZN2165 4.500% 01-Dec-2048, 4.50%, 12/01/48 FR 3131Y8MN2 - - 23,543 $23,581 $23,581 0.00 $23,395
Ginnie Mae REMIC Trust 2008-016 FC 4.96513% 20-FEB-2038, 4.95%, 02/20/38 GNR 2008-16 383742FU2 - - 19,924 $19,765 $19,765 0.00 $19,696
Ginnie Mae REMIC Trust 2007-037 FW 4.77513% 20-JUN-2037, 4.76%, 06/20/37 GNR 2007-37 38375KNR9 - - 20,019 $19,720 $19,720 0.00 $19,654
Ginnie Mae REMIC Trust 2004-059 FP 4.77441% 16-AUG-2034, 4.77%, 08/16/34 GNR 2004-59 38374HYS3 - - 19,717 $19,584 $19,584 0.00 $19,508
Ginnie Mae REMIC Trust 2005-065 FA 4.61513% 20-AUG-2035, 4.60%, 08/20/35 GNR 2005-65 38374LL25 - - 19,520 $19,184 $19,184 0.00 $19,122
Freddie Mac Multiclass Certificates, Series 2426 FL 5.10718% 15-MAR-2032, 5.11%, 03/15/32 FHR 2426 31339W7G5 - - 17,554 $17,673 $17,673 0.00 $17,598
Fannie Mae REMIC Trust 2002-53 FK 4.86287% 25-APR-2032, 4.86%, 04/25/32 FNR 2002-53 31392EHN3 - - 17,547 $17,523 $17,523 0.00 $17,476
Ginnie Mae REMIC Trust 2005-048 AF 4.66513% 20-JUN-2035, 4.65%, 06/20/35 GNR 2005-48 38374LHM6 - - 16,421 $16,160 $16,160 0.00 $16,107
FHLMC 30yr Pool#ZT0252 3.000% 01-Dec-2047, 3.00%, 12/01/47 FR 3132ACH52 - - 17,430 $16,082 $16,082 0.00 $15,930
Fannie Mae REMIC Trust 2005-83 KT 4.76287% 25-OCT-2035, 4.76%, 10/25/35 FNR 2005-83 31394FUL7 - - 15,257 $15,162 $15,162 0.00 $15,122
Fannie Mae REMIC Trust 2007-89 GF 4.98287% 25-SEP-2037, 4.98%, 09/25/37 FNR 2007-89 31396XPM0 - - 14,296 $14,320 $14,320 0.00 $14,280
Freddie Mac Multiclass Certificates, Series 2551 FD 4.85718% 15-JAN-2033, 4.86%, 01/15/33 FHR 2551 31393JAZ1 - - 12,900 $12,913 $12,913 0.00 $12,861
Ginnie Mae REMIC Trust 2012-075 FP 4.76513% 20-JUL-2041, 4.75%, 07/20/41 GNR 2012-75 38378EZ55 - - 12,330 $12,273 $12,273 0.00 $12,232
FHLMC 30yr Pool#ZM2269 3.000% 01-Dec-2046, 3.00%, 12/01/46 FR 3131XVQW8 - - 12,662 $11,657 $11,657 0.00 $11,565
Ginnie Mae REMIC Trust 2007-061 FA 4.96513% 20-OCT-2037, 4.95%, 10/20/37 GNR 2007-61 38375LLN8 - - 10,334 $10,250 $10,250 0.00 $10,214
Freddie Mac Multiclass Certificates, Series 2410, excluding Group 6 FX 4.80718% 15-FEB-2032, 4.81%, 02/15/32 FHR 2410 31339NJN7 - - 10,188 $10,184 $10,184 0.00 $10,143
Fannie Mae REMIC Trust 2010-123 FL 4.89287% 25-NOV-2040, 4.89%, 11/25/40 FNR 2010-123 31398N2W3 - - 9,770 $9,754 $9,754 0.00 $9,728
FNMA 15yr Pool#AS8207 2.500% 01-Oct-2031, 2.50%, 10/01/31 FN 3138WJDM7 - - 9,852 $9,729 $9,729 0.00 $9,531
GNMA II 30yr Pool#BK6072 5.000% 20-Jan-2049, 5.00%, 01/20/49 G2 3617J6W91 - - 9,093 $9,303 $9,303 0.00 $9,210
Fannie Mae REMIC Trust 2003-87 FG 4.96287% 25-SEP-2033, 4.96%, 09/25/33 FNR 2003-87 31393E4W6 - - 8,977 $8,988 $8,988 0.00 $8,963
Freddie Mac Multiclass Certificates, Series 3028 FM 4.70718% 15-SEP-2035, 4.71%, 09/15/35 FHR 3028 31396AFB5 - - 9,006 $8,986 $8,986 0.00 $8,951
FNMA 15yr Pool#BM1036 2.500% 01-Feb-2032, 2.50%, 02/01/32 FN 3140J5EJ4 - - 8,578 $8,516 $8,516 0.00 $8,297
Freddie Mac Multiclass Certificates, Series 3738 FD 4.75718% 15-AUG-2040, 4.76%, 08/15/40 FHR 3738 3137GAYQ4 - - 8,446 $8,473 $8,473 0.00 $8,440
FNMA 15yr Pool#AS7643 2.500% 01-Aug-2031, 2.50%, 08/01/31 FN 3138WHP55 - - 8,483 $8,416 $8,416 0.00 $8,207
Fannie Mae REMIC Trust 2012-100 FG 4.86287% 25-SEP-2042, 4.86%, 09/25/42 FNR 2012-100 3136A8QW3 - - 7,933 $7,867 $7,867 0.00 $7,846
Fannie Mae REMIC Trust 2002-16 VF 5.01287% 25-APR-2032, 5.01%, 04/25/32 FNR 2002-16 31392CWW0 - - 7,698 $7,718 $7,718 0.00 $7,697
FHLMC 15yr Pool#ZK8405 2.500% 01-Dec-2031, 2.50%, 01/22/31 FR 3131XCKS5 - - 7,238 $7,202 $7,202 0.00 $6,994
Ginnie Mae REMIC Trust 2010-006 FG 5.07441% 16-JAN-2040, 5.07%, 01/16/40 GNR 2010-6 38376TSC7 - - 7,078 $7,039 $7,039 0.00 $7,010
Ginnie Mae REMIC Trust 2007-018 FD 4.76513% 20-APR-2037, 4.75%, 04/20/37 GNR 2007-18 38375JC86 - - 7,141 $7,032 $7,032 0.00 $7,009
Fannie Mae REMIC Trust 2010-95 FB 4.86287% 25-SEP-2040, 4.86%, 09/25/40 FNR 2010-95 31398NEX8 - - 6,497 $6,491 $6,491 0.00 $6,473
FNMA 30yr Pool#MA3694 4.500% 01-Jul-2049, 4.50%, 07/01/49 FN 31418DC83 - - 4,534 $4,585 $4,585 0.00 $4,487
Ginnie Mae REMIC Trust 1999-27 FE 4.87441% 16-AUG-2029, 4.87%, 08/16/29 GNR 1999-27 3837H2WA3 - - 3,021 $3,029 $3,029 0.00 $3,015
FHLMC 30yr Pool#ZN0650 3.000% 01-Mar-2043, 3.00%, 03/01/43 FR 3131Y6WK1 - - 2,208 $2,079 $2,079 0.00 $2,033
Freddie Mac Multiclass Certificates, Series 2469 FE 4.95718% 15-JUL-2032, 4.96%, 07/15/32 FHR 2469 31392RC58 - - 2,009 $2,015 $2,015 0.00 $2,006
Ginnie Mae REMIC Trust 2010-125 VF 4.81513% 20-JUN-2040, 4.80%, 06/20/40 GNR 2010-125 38377JYJ6 - - 381.00 $378 $378 0.00 $377
US 5YR NOTE (CBT) Dec25 DEC 25 FVZ5 FUTURES_USD - 3,000 $329,085,939 $0 0.00 $0
US ULTRA BOND CBT Dec25 DEC 25 WNZ5 FUTURES_USD - -651.00 $-78,893,062 $0 0.00 $0
US 10yr Ultra Fut Dec25 DEC 25 UXYZ5 FUTURES_USD - -567.00 $-65,727,703 $0 0.00 $0
US 10YR NOTE (CBT)Dec25 DEC 25 TYZ5 FUTURES_USD - -230.00 $-26,054,688 $0 0.00 $0
UMBS TBA 30yr 4% September Delivery, 4.00%, 09/15/25 FNCL 01F040693 - - -34,877,000 $-33,091,786 $-33,091,786 -0.52 $-33,091,786
UMBS TBA 30yr 3.5% October Delivery, 3.50%, 10/14/25 FNCL 01F0326A7 - - -95,653,000 $-87,999,134 $-87,999,134 -1.38 $-87,999,134
UMBS TBA 30yr 5% October Delivery, 5.00%, 10/14/25 FNCL 01F0506A9 - - -271,692,000 $-270,811,446 $-270,811,446 -4.23 $-270,811,446
UMBS TBA 30yr 5.5% October Delivery, 5.50%, 10/14/25 FNCL 01F0526A5 - - -402,700,400 $-407,367,698 $-407,367,698 -6.37 $-407,367,698
UMBS TBA 30yr 6% October Delivery, 6.00%, 10/14/25 FNCL 01F0606A8 - - -412,082,188 $-422,013,369 $-422,013,369 -6.59 $-422,013,369
UMBS TBA 30yr 4% October Delivery, 4.00%, 10/14/25 FNCL 01F0406A0 - - -744,996,155 $-706,750,287 $-706,750,287 -11.04 $-706,750,287
UMBS TBA 30yr 4.5% October Delivery, 4.50%, 10/14/25 FNCL 01F0426A6 - - -775,467,525 $-756,815,205 $-756,815,205 -11.83 $-756,815,205
SEGREGATED CASH SEGCASH - $0.00 13,007,965 $13,007,965 $13,007,965 0.20 $13,007,965
ALMSUM ALMSUM - $0.00 - $0 $0 0.00 $0
US DOLLARS USD MD_142224 - - -1,410,342,365 $-1,410,342,365 $-1,410,342,365 -22.04 $-1,410,342,365
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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