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For Institutional Investors in the US

Mortgage-Backed Securities ETF Holdings

Full Portfolio Holdings

(As of July 2, 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% July Delivery, 2.50%, 07/14/25 FNCL 01F022675 - - 1,619,120,894 $1,339,829,016 $1,339,829,016 24.29 $1,339,829,016
UMBS TBA 30yr 3% July Delivery, 3.00%, 07/14/25 FNCL 01F030678 - - 832,820,354 $719,047,933 $719,047,933 13.04 $719,047,933
GNMA II TBA 30yr 5% July Delivery, 5.00%, 07/21/25 G2SF 21H050672 - - 365,146,194 $357,891,104 $357,891,104 6.49 $357,891,104
UMBS TBA 30yr 2% July Delivery, 2.00%, 07/14/25 FNCL 01F020679 - - 376,104,255 $297,104,685 $297,104,685 5.39 $297,104,685
GNMA II TBA 30yr 5.5% July Delivery, 5.50%, 07/21/25 G2SF 21H052678 - - 237,444,000 $237,389,388 $237,389,388 4.31 $237,389,388
GNMA II TBA 30yr 4.5% July Delivery, 4.50%, 07/21/25 G2SF 21H042679 - - 242,461,488 $231,555,085 $231,555,085 4.21 $231,555,085
UMBS TBA 30yr 5.5% July Delivery, 5.50%, 07/14/25 FNCL 01F052672 - - 199,050,000 $198,723,956 $198,723,956 3.61 $198,723,956
FNMA 30yr Pool#CB9430 5.500% 01-Nov-2054, 5.50%, 11/01/54 FN 3140QVPQ1 - - 190,893,388 $192,418,300 $192,418,300 3.50 $191,485,043
UMBS TBA 30yr 6% July Delivery, 6.00%, 07/14/25 FNCL 01F060675 - - 176,053,000 $178,801,187 $178,801,187 3.25 $178,801,187
Fannie Mae REMIC Trust 2025-12 FC 5.42197% 25-MAR-2055, 5.41%, 03/25/55 FNR 2025-12 3136BVFC7 - - 160,086,318 $159,654,580 $159,654,580 2.90 $159,462,293
GNMA II TBA 30yr 3% July Delivery, 3.00%, 07/21/25 G2SF 21H030674 - - 175,024,962 $154,393,895 $154,393,895 2.81 $154,393,895
UMBS TBA 30yr 6.5% July Delivery, 6.50%, 07/14/25 FNCL 01F062671 - - 132,991,000 $137,264,001 $137,264,001 2.50 $137,264,001
FHLMC 30yr Pool#RJ2853 5.000% 01-Dec-2054, 5.00%, 12/01/54 FR 3142GTE36 - - 137,911,604 $136,735,279 $136,735,279 2.49 $136,122,338
GNMA II TBA 30yr 3.5% July Delivery, 3.50%, 07/21/25 G2SF 21H032670 - - 138,246,377 $125,218,315 $125,218,315 2.28 $125,218,315
FNMA 30yr Pool#FS1133 4.000% 01-Oct-2051, 4.00%, 10/01/51 FN 3140XGHK8 - - 120,000,625 $113,269,462 $113,269,462 2.06 $112,842,793
FHLMC 30yr Pool#SL0335 5.500% 01-Feb-2055, 5.50%, 02/01/55 FR 31427MLR0 - - 110,057,608 $110,869,102 $110,869,102 2.02 $110,331,042
FNMA 30yr Pool#FM7460 4.000% 01-Mar-2051, 4.00%, 03/01/51 FN 3140XBJE1 - - 112,127,382 $105,837,851 $105,837,851 1.93 $105,439,176
GNMA II TBA 30yr 4% July Delivery, 4.00%, 07/21/25 G2SF 21H040673 - - 107,413,688 $99,708,367 $99,708,367 1.81 $99,708,367
Freddie Mac Multiclass Certificates, Series 5544 FC 5.35068% 25-JUN-2055, 5.31%, 06/25/55 FHR 5544 3137HLNP3 - - 93,402,418 $93,498,597 $93,498,597 1.69 $93,388,483
FNMA 30yr Pool#FS9022 5.500% 01-Aug-2054, 5.50%, 08/01/54 FN 3140XRAY1 - - 81,537,017 $82,163,662 $82,163,662 1.49 $81,765,036
FNMA 30yr Pool#FS8993 6.000% 01-Jul-2054, 6.00%, 07/01/54 FN 3140XQ7F8 - - 79,216,663 $81,365,006 $81,365,006 1.47 $80,942,517
Freddie Mac Pool|5.5|06/01/2055, 5.50%, 06/01/55 FR 3142GUZ55 - - 78,158,014 $79,473,963 $79,473,963 1.44 $79,091,857
FNMA 30yr Pool#FA0574 5.500% 01-Jan-2055, 5.50%, 01/01/55 FN 3140W0T88 - - 73,881,154 $75,176,966 $75,176,966 1.36 $74,815,769
FNMA 30yr Pool#FA0573 5.000% 01-Jan-2055, 5.00%, 01/01/55 FN 3140W0T70 - - 64,767,990 $64,408,438 $64,408,438 1.17 $64,120,580
FHLMC 30yr Pool#SL1188 5.500% 01-Apr-2055, 5.50%, 04/01/55 FR 31427NKA6 - - 60,280,441 $61,243,124 $61,243,124 1.11 $60,948,419
FHLMC 30yr Pool#QX7566 5.500% 01-Mar-2055, 5.50%, 03/01/55 FR 31426DMQ2 - - 56,692,527 $57,145,404 $57,145,404 1.04 $56,868,240
UMBS TBA 30yr 5% July Delivery, 5.00%, 07/14/25 FNCL 01F050676 - - 58,100,000 $56,840,392 $56,840,392 1.03 $56,840,392
UMBS TBA 30yr 3.5% July Delivery, 3.50%, 07/14/25 FNCL 01F032674 - - 58,500,000 $52,587,639 $52,587,639 0.95 $52,587,639
Fannie Mae REMIC Trust 2025-9 FA 5.52197% 25-MAR-2055, 5.51%, 03/25/55 FNR 2025-9 3136BVDC9 - - 52,284,960 $52,293,042 $52,293,042 0.95 $52,229,078
FNMA 30yr Pool#CB9613 5.500% 01-Dec-2054, 5.50%, 12/01/54 FN 3140QVVF8 - - 49,203,650 $49,596,703 $49,596,703 0.90 $49,356,151
FHLMC 30yr Pool#SL1146 5.000% 01-Mar-2055, 5.00%, 03/01/55 FR 31427NHY8 - - 49,842,345 $49,105,242 $49,105,242 0.89 $48,883,720
FHLMC 30yr Pool#SD7343 5.500% 01-Jan-2055, 5.50%, 01/01/55 FR 3132DVEQ4 - - 47,362,659 $48,126,433 $48,126,433 0.87 $47,894,882
FNMA 30yr Pool#FS9779 5.500% 01-Nov-2054, 5.50%, 11/01/54 FN 3140XR2M6 - - 45,368,564 $46,083,022 $46,083,022 0.83 $45,861,220
FHLMC 30yr Pool#SL0046 6.000% 01-Jan-2055, 6.00%, 01/01/55 FR 31427MBQ3 - - 44,279,570 $45,480,424 $45,480,424 0.82 $45,244,266
Fannie Mae Pool|6|06/01/2055, 6.00%, 06/01/55 FN 3140W2EZ0 - - 42,238,275 $43,415,414 $43,415,414 0.79 $43,190,144
FHLMC 30yr Pool#ZT2413 4.000% 01-Feb-2041, 4.00%, 02/01/41 FR 3132AEVE3 - - 43,363,244 $42,174,999 $42,174,999 0.76 $42,020,819
New Residential Mortgage LLC 6.545% 25-MAR-2032, 6.54%, 03/25/32 NZES 2025-FHT 64832EAA7 - - 41,660,756 $41,923,762 $41,923,762 0.76 $41,863,169
FNMA 30yr Pool#FA1557 6.000% 01-May-2055, 6.00%, 05/01/55 FN 3140W1WT6 - - 40,771,645 $41,877,366 $41,877,366 0.76 $41,659,917
FNMA 40yr Pool#BF0646 2.500% 01-Jun-2062, 2.50%, 06/01/62 FN 3140FXWG3 - - 50,931,183 $41,748,659 $41,748,659 0.76 $41,635,478
FNMA 30yr Pool#FS8881 4.500% 01-Sep-2053, 4.50%, 09/01/53 FN 3140XQ2P1 - - 42,536,095 $41,350,499 $41,350,499 0.75 $41,180,355
FHLMC 30yr Pool#SL0938 4.000% 01-Jul-2050, 4.00%, 07/01/50 FR 31427NBG3 - - 40,607,163 $39,123,862 $39,123,862 0.71 $38,979,481
FHLMC 30yr Pool#SI2101 4.000% 01-Sep-2048, 4.00%, 09/01/48 FR 3133USKN0 - - 40,905,340 $38,682,656 $38,682,656 0.70 $38,537,215
FNMA 30yr Pool#FA0576 5.500% 01-Jan-2055, 5.50%, 01/01/55 FN 3140W0UA1 - - 37,422,521 $38,033,590 $38,033,590 0.69 $37,850,636
FNMA 30yr Pool#CB8694 6.000% 01-Jun-2054, 6.00%, 06/01/54 FN 3140QUUU8 - - 36,360,315 $37,825,117 $37,825,117 0.69 $37,631,196
FNMA 40yr Pool#BF0598 2.500% 01-Mar-2062, 2.50%, 03/01/62 FN 3140FXUY6 - - 45,389,175 $37,205,835 $37,205,835 0.67 $37,104,970
FNMA 30yr Pool#FS9794 5.000% 01-Nov-2054, 5.00%, 11/01/54 FN 3140XR3C7 - - 36,676,099 $36,472,496 $36,472,496 0.66 $36,309,491
FHLMC 30yr Pool#SL0286 5.000% 01-Jan-2055, 5.00%, 01/01/55 FR 31427MJ85 - - 36,451,379 $36,104,614 $36,104,614 0.65 $35,942,608
FNMA 30yr Pool#FA0034 5.000% 01-Nov-2054, 5.00%, 11/01/54 FN 3140W0BC8 - - 36,212,133 $35,903,260 $35,903,260 0.65 $35,742,317
JP MORGAN MORTGAGE TRUST 2 5.777% 55, 5.50%, 11/25/55 JPMMT 2025-5MPR 46593VAD9 - - 35,517,522 $35,682,032 $35,682,032 0.65 $35,508,391
FHLMC 30yr Pool#SL0208 5.000% 01-Dec-2054, 5.00%, 12/01/54 FR 31427MGS4 - - 34,540,594 $34,348,846 $34,348,846 0.62 $34,195,332
FNMA 30yr Pool#FA0635 5.000% 01-Jan-2055, 5.00%, 01/01/55 FN 3140W0V51 - - 33,844,395 $33,343,880 $33,343,880 0.60 $33,193,461
FNMA 30yr Pool#FA0603 4.500% 01-Sep-2051, 4.50%, 09/01/51 FN 3140W0U52 - - 34,084,276 $33,234,523 $33,234,523 0.60 $33,098,186
FNMA 40yr Pool#BF0698 3.500% 01-Dec-2062, 3.50%, 12/01/62 FN 3140FXX49 - - 36,492,264 $32,616,264 $32,616,264 0.59 $32,502,732
FNMA 30yr Pool#FS9788 5.500% 01-Nov-2054, 5.50%, 11/01/54 FN 3140XR2W4 - - 31,686,437 $31,992,844 $31,992,844 0.58 $31,837,932
FNMA 30yr Pool#CB5580 4.500% 01-Oct-2052, 4.50%, 10/01/52 FN 3140QRFW8 - - 32,686,905 $31,408,112 $31,408,112 0.57 $31,277,364
FNMA 30yr Pool#CB6051 4.500% 01-Apr-2053, 4.50%, 04/01/53 FN 3140QRWM1 - - 32,538,918 $31,255,788 $31,255,788 0.57 $31,125,633
FNMA 30yr Pool#BW7371 5.500% 01-Feb-2053, 5.50%, 02/01/53 FN 3140N0FM2 - - 30,419,468 $31,055,173 $31,055,173 0.56 $30,906,456
FHLMC 30yr Pool#SD6982 5.000% 01-Nov-2054, 5.00%, 11/01/54 FR 3132DUXK8 - - 30,559,698 $30,411,312 $30,411,312 0.55 $30,275,491
FNMA 30yr Pool#FS8335 4.500% 01-Jan-2051, 4.50%, 01/01/51 FN 3140XQHM2 - - 31,183,446 $30,406,013 $30,406,013 0.55 $30,281,279
FNMA 30yr Pool#FS3883 4.500% 01-Feb-2053, 4.50%, 02/01/53 FN 3140XKJ50 - - 31,136,895 $30,030,282 $30,030,282 0.54 $29,905,735
FNMA 30yr Pool#CB6394 4.500% 01-Feb-2053, 4.50%, 02/01/53 FN 3140QSC82 - - 31,093,841 $29,844,417 $29,844,417 0.54 $29,720,042
NRM MSR-Collateralized Notes, Series 2024-FNT1 A 7.398% 25-NOV-2029, 7.40%, 11/25/31 NZES 2024-FNT1 62956YAA7 - - 29,571,369 $29,840,368 $29,840,368 0.54 $29,791,752
FNMA 30yr Pool#FS3520 4.500% 01-Nov-2052, 4.50%, 11/01/52 FN 3140XJ4E0 - - 30,094,150 $28,919,139 $28,919,139 0.52 $28,798,763
FNMA 30yr Pool#FS8681 4.500% 01-Oct-2050, 4.50%, 10/01/50 FN 3140XQUF2 - - 29,145,245 $28,418,626 $28,418,626 0.51 $28,302,045
FHLMC 30yr Pool#SL0367 4.500% 01-Dec-2054, 4.50%, 12/01/54 FR 31427MMR9 - - 29,254,712 $28,100,881 $28,100,881 0.51 $27,983,862
FHLMC 30yr Pool#SD7138 5.000% 01-Nov-2054, 5.00%, 11/01/54 FR 3132DU4X2 - - 27,714,318 $27,477,927 $27,477,927 0.50 $27,354,753
FHLMC 30yr Pool#SD3271 5.500% 01-Jun-2053, 5.50%, 06/01/53 FR 3132DQT48 - - 26,364,337 $26,823,294 $26,823,294 0.49 $26,694,402
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-HQA3 M2 6.40517% 25-SEP-2041, 6.41%, 09/25/41 STACR 2021-HQA3 35564KJP5 - - 26,457,865 $26,737,204 $26,737,204 0.48 $26,699,545
RCKT Mortgage Trust 2025-CES5 A1A 5.687% 25-MAY-2055, 5.69%, 05/25/55 RCKT 2025-CES5 74942CAA7 - - 25,219,945 $25,485,480 $25,485,480 0.46 $25,357,990
FNMA 30yr Pool#FS6257 4.000% 01-Jun-2053, 4.00%, 06/01/53 FN 3140XM5T9 - - 26,759,912 $25,015,614 $25,015,614 0.45 $24,920,468
FNMA 30yr Pool#FS9239 4.500% 01-Jan-2051, 4.50%, 01/01/51 FN 3140XRHR9 - - 25,406,857 $24,773,439 $24,773,439 0.45 $24,671,812
FNMA 30yr Pool#CB9642 5.000% 01-Dec-2054, 5.00%, 12/01/54 FN 3140QVWC4 - - 23,726,541 $23,562,949 $23,562,949 0.43 $23,457,497
FHLMC 30yr Pool#SD6989 5.500% 01-Nov-2054, 5.50%, 11/01/54 FR 3132DUXS1 - - 22,899,025 $23,120,458 $23,120,458 0.42 $23,008,507
FNMA 30yr Pool#FM7840 4.000% 01-Apr-2050, 4.00%, 04/01/50 FN 3140XBWA4 - - 24,442,771 $23,071,710 $23,071,710 0.42 $22,984,802
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2025-HQA1 M2 5.95517% 25-FEB-2045, 5.96%, 02/25/45 STACR 2025-HQA1 35564NHA4 - - 23,060,148 $23,048,808 $23,048,808 0.42 $23,018,290
PRET 2025-RPL3 Trust A1 4.15% 25-APR-2065, 4.15%, 04/25/65 PRET 2025-RPL3 69382RAA1 - - 23,621,523 $22,753,217 $22,753,217 0.41 $22,666,080
FNMA 30yr Pool#FS4781 4.000% 01-Oct-2051, 4.00%, 10/01/51 FN 3140XLJ33 - - 23,837,853 $22,500,723 $22,500,723 0.41 $22,415,966
FNMA 30yr Pool#FS7225 4.000% 01-Aug-2051, 4.00%, 08/01/51 FN 3140XPA33 - - 23,771,441 $22,479,766 $22,479,766 0.41 $22,395,245
FNMA 40yr Pool#BF0807 3.500% 01-Apr-2064, 3.50%, 04/01/64 FN 3140FX3R1 - - 24,206,205 $21,621,144 $21,621,144 0.39 $21,545,836
GNMA II TBA 30yr 2.5% July Delivery, 2.50%, 07/21/25 G2SF 21H022671 - - 25,296,414 $21,457,025 $21,457,025 0.39 $21,457,025
FNMA 40yr Pool#BF0713 4.000% 01-Mar-2063, 4.00%, 03/01/63 FN 3140FXYK2 - - 22,923,239 $21,211,883 $21,211,883 0.38 $21,130,378
FNMA 30yr Pool#CB7112 5.500% 01-Sep-2053, 5.50%, 09/01/53 FN 3140QS3W9 - - 20,785,674 $21,134,390 $21,134,390 0.38 $21,032,771
FNMA 40yr Pool#BF0226 3.500% 01-Jan-2058, 3.50%, 01/01/58 FN 3140FXHC9 - - 23,129,289 $21,110,507 $21,110,507 0.38 $21,038,549
FNMA 30yr Pool#FS6382 4.000% 01-Aug-2051, 4.00%, 08/01/51 FN 3140XNCU6 - - 22,107,031 $20,905,795 $20,905,795 0.38 $20,827,193
FNMA 30yr Pool#FS9880 4.500% 01-Sep-2054, 4.50%, 09/01/54 FN 3140XR6S9 - - 21,709,749 $20,853,498 $20,853,498 0.38 $20,766,659
Finance of America Structured Securities Trust, 2025-S1 A1 3.5% 25-FEB-2075, 3.50%, 02/25/75 FASST 2025-S1 31741BAB0 - - 21,677,540 $20,744,430 $20,744,430 0.38 $20,727,570
FHLMC 30yr Pool#QJ9063 5.000% 01-Nov-2054, 5.00%, 11/01/54 FR 3133D1B81 - - 20,854,558 $20,589,039 $20,589,039 0.37 $20,496,352
FHLMC 30yr Pool#SL0850 4.000% 01-Jul-2049, 4.00%, 07/01/49 FR 31427M5L1 - - 20,911,259 $20,297,463 $20,297,463 0.37 $20,223,112
FINANCE OF AMERICA STRUC 3.28125% 74, 3.50%, 04/25/74 FASST 2024-S3 31739WAB8 - - 20,809,412 $20,002,298 $20,002,298 0.36 $19,986,113
FNMA 30yr Pool#FS5028 4.000% 01-Oct-2051, 4.00%, 10/01/51 FN 3140XLSS8 - - 21,016,690 $19,837,807 $19,837,807 0.36 $19,763,081
FNMA 30yr Pool#FS9116 6.000% 01-Sep-2054, 6.00%, 09/01/54 FN 3140XRDW2 - - 19,269,682 $19,792,273 $19,792,273 0.36 $19,689,501
FNMA 30yr Pool#FS8709 4.500% 01-Jan-2051, 4.50%, 01/01/51 FN 3140XQVB0 - - 19,502,988 $19,016,760 $19,016,760 0.34 $18,938,748
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA2 M2 8.05517% 25-FEB-2042, 8.06%, 02/25/42 STACR 2022-DNA2 35564KRN1 - - 18,101,929 $18,841,439 $18,841,439 0.34 $18,809,036
FNMA 30yr Pool#FS9476 4.000% 01-Jun-2053, 4.00%, 06/01/53 FN 3140XRQ65 - - 20,015,506 $18,704,584 $18,704,584 0.34 $18,633,418
FNMA 30yr Pool#BT8185 4.500% 01-Jun-2052, 4.50%, 06/01/52 FN 3140LXCX1 - - 19,412,369 $18,658,965 $18,658,965 0.34 $18,581,315
FNMA 30yr Pool#DA1525 6.000% 01-Oct-2053, 6.00%, 10/01/53 FN 3140A1VT1 - - 18,013,870 $18,499,685 $18,499,685 0.34 $18,403,611
Huntington Bank Auto Credit-Linked Notes, Series 2024-2 B1 5.442% 20-OCT-2032, 5.44%, 10/20/32 HACLN 2024-2 44644NAG4 - - 18,234,138 $18,397,974 $18,397,974 0.33 $18,362,141
FNMA 30yr Pool#FA1549 5.500% 01-May-2055, 5.50%, 05/01/55 FN 3140W1WK5 - - 18,097,091 $18,393,085 $18,393,085 0.33 $18,304,611
FNMA 30yr Pool#CB4128 4.500% 01-Jul-2052, 4.50%, 07/01/52 FN 3140QPSS7 - - 18,738,160 $18,086,819 $18,086,819 0.33 $18,011,867
Structured Agency Credit Risk (STACR) Debt Notes, Series 2024-HQA2 M2 6.10517% 25-AUG-2044, 6.11%, 08/25/44 STACR 2024-HQA2 35564NEC3 - - 18,000,000 $18,081,554 $18,081,554 0.33 $18,057,134
FHLMC 30yr Pool#SD5963 6.000% 01-Jul-2054, 6.00%, 07/01/54 FR 3132DTTU4 - - 17,552,368 $18,028,385 $18,028,385 0.33 $17,934,772
FHLMC 30yr Pool#SL0490 4.500% 01-Jul-2053, 4.50%, 07/01/53 FR 31427MRL7 - - 18,753,656 $18,019,980 $18,019,980 0.33 $17,944,966
FNMA 30yr Pool#CB8221 5.500% 01-Mar-2054, 5.50%, 03/01/54 FN 3140QUD37 - - 17,526,460 $17,688,374 $17,688,374 0.32 $17,602,689
FHLMC 30yr Pool#QH3192 6.000% 01-Oct-2053, 6.00%, 10/01/53 FR 3133CFRM3 - - 16,942,194 $17,572,260 $17,572,260 0.32 $17,481,902
FNMA 30yr Pool#FM4738 4.000% 01-Sep-2050, 4.00%, 09/01/50 FN 3140X8HQ3 - - 18,575,834 $17,470,891 $17,470,891 0.32 $17,404,843
Homeward Opportunities Fund Trust 2024-RTL1 A1 7.12% 25-JUL-2029, 7.12%, 07/25/29 HOF 43789FAA1 - - 17,261,000 $17,388,673 $17,388,673 0.32 $17,361,362
PRPM 2025-RCF3 LLC|5.25|07/25/2055, 5.25%, 07/25/55 PRPM 2025-RCF3 69392PAA3 - - 17,310,000 $17,365,585 $17,365,585 0.31 $17,284,805
FNMA 40yr Pool#BF0806 3.500% 01-Apr-2064, 3.50%, 04/01/64 FN 3140FX3Q3 - - 18,656,287 $16,704,672 $16,704,672 0.30 $16,646,630
FNMA 40yr Pool#BF0801 2.500% 01-Apr-2064, 2.50%, 04/01/64 FN 3140FX3K6 - - 20,189,952 $16,551,664 $16,551,664 0.30 $16,506,798
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2025-HQA1 M1 5.45517% 25-FEB-2045, 5.46%, 02/25/45 STACR 2025-HQA1 35564NGZ0 - - 16,184,641 $16,203,245 $16,203,245 0.29 $16,183,625
FNMA 30yr Pool#FA0122 4.500% 01-Dec-2054, 4.50%, 12/01/54 FN 3140W0D44 - - 16,321,681 $15,677,940 $15,677,940 0.28 $15,612,653
Vontive Mortgage Trust 2025-RTL1 A1 6.507% 25-MAR-2030, 6.51%, 03/25/30 VNTV 2025-RTL1 928884AA3 - - 15,444,000 $15,549,445 $15,549,445 0.28 $15,527,113
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 $15,505,794 $15,505,794 0.28 $15,405,175
PRET 2025-RPL1 Trust A1 4.0% 25-JUL-2069, 4.00%, 07/25/69 PRET 2025-RPL1 69392FAA5 - - 15,883,506 $15,367,580 $15,367,580 0.28 $15,311,105
FHLMC 30yr Pool#SD6558 6.000% 01-Sep-2054, 6.00%, 09/01/54 FR 3132DUJB4 - - 14,844,271 $15,246,845 $15,246,845 0.28 $15,167,675
FNMA 30yr Pool#FS8717 6.000% 01-Jul-2054, 6.00%, 07/01/54 FN 3140XQVK0 - - 14,766,602 $15,167,070 $15,167,070 0.27 $15,088,315
FHLMC 30yr Pool#SL0371 4.500% 01-Feb-2054, 4.50%, 02/01/54 FR 31427MMV0 - - 15,592,269 $14,964,519 $14,964,519 0.27 $14,902,150
Connecticut Avenue Securities, Series 2021-R03 1M2 5.95517% 25-DEC-2041, 5.96%, 12/25/41 CAS 2021-R03 20754AAB9 - - 14,835,000 $14,939,448 $14,939,448 0.27 $14,919,816
FNMA 30yr Pool#FS9909 5.000% 01-Nov-2054, 5.00%, 11/01/54 FN 3140XSAK9 - - 14,982,328 $14,899,155 $14,899,155 0.27 $14,832,567
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-DNA7 M2 6.10517% 25-NOV-2041, 6.11%, 11/25/41 STACR 2021-DNA7 35564KMH9 - - 14,550,000 $14,676,155 $14,676,155 0.27 $14,656,415
FNMA 30yr Pool#BX0984 4.500% 01-Oct-2052, 4.50%, 10/01/52 FN 3140N5CW2 - - 15,211,842 $14,617,903 $14,617,903 0.26 $14,557,056
COOPR Residential Mortgage Trust 2025-CES2|5.502|06/25/2060, 5.50%, 06/25/60 COOPR 2025-CES2 12674UAA1 - - 14,453,000 $14,580,678 $14,580,678 0.26 $14,509,993
Chase Mortgage Reference Notes, Series 2020-CL1 M1 6.68648% 25-OCT-2057, 6.68%, 10/25/57 CHASE 2020-CL1 46591HAG5 - - 14,081,424 $14,544,116 $14,544,116 0.26 $14,523,201
Galaxy Senior Participation Interest Trust 1|8.63746|07/31/2026, 8.64%, 07/31/26 GLXYT 2025-1 362922AA4 - - 14,249,089 $14,427,829 $14,427,829 0.26 $14,325,266
FINANCE OF AMER STR TR 2024-S2 A1, 3.50%, 04/25/74 FASST 2024-S2 31739VAA2 - - 14,719,987 $14,228,677 $14,228,677 0.26 $14,217,228
GS Mortgage-Backed Securities Trust 2025-RPL3|4.1|07/25/2065, 4.10%, 07/25/65 GSMBS 2025-RPL3 362963AA8 - - 14,697,180 $14,202,531 $14,202,531 0.26 $14,148,968
FHLMC 30yr Pool#SD1143 4.500% 01-Sep-2050, 4.50%, 09/01/50 FR 3132DNHU0 - - 14,438,301 $14,078,340 $14,078,340 0.26 $14,020,587
BMP Commercial Mortgage Trust 2024-MF23 A 5.6837% 15-JUN-2041, 5.68%, 06/15/41 BMP 2024-MF23 05593JAA8 - - 14,000,000 $14,053,323 $14,053,323 0.25 $14,013,531
FNMA 30yr Pool#FA0470 6.000% 01-Jan-2055, 6.00%, 01/01/55 FN 3140W0QY4 - - 13,558,253 $13,925,950 $13,925,950 0.25 $13,853,640
FNMA 30yr Pool#FM5350 4.500% 01-Sep-2050, 4.50%, 09/01/50 FN 3140X85L7 - - 13,850,404 $13,464,356 $13,464,356 0.24 $13,408,954
FIGRE Trust 2025-HE4|5.709|07/25/2055, 5.71%, 07/25/55 FIGRE 2025-HE4 31684PAC6 - - 13,414,944 $13,434,050 $13,434,050 0.24 $13,414,904
RCKT Mortgage Trust 2024-CES7 A1A 5.158% 25-OCT-2044, 5.16%, 10/25/44 RCKT 2024-CES7 749414AA6 - - 13,377,142 $13,385,375 $13,385,375 0.24 $13,324,042
FHLMC 30yr Pool#SD5994 4.500% 01-Sep-2050, 4.50%, 09/01/50 FR 3132DTUT5 - - 13,536,925 $13,199,437 $13,199,437 0.24 $13,145,289
Foundation Finance Trust 2025-2|4.94|04/15/2052, 4.94%, 04/15/52 FFIN 2025-2A 35042NAB1 - - 13,050,000 $13,030,696 $13,030,696 0.24 $13,030,696
FNMA 40yr Pool#BF0731 2.500% 01-Jun-2063, 2.50%, 06/01/63 FN 3140FXY55 - - 15,785,633 $12,939,598 $12,939,598 0.23 $12,904,519
PRET 2025-NPL4 A1 6.3677% 25-MAY-2055, 6.37%, 04/25/55 PRET 2025-NPL4 74136UAA3 - - 12,567,875 $12,743,677 $12,743,677 0.23 $12,662,996
FIGRE Trust 2025-HE3 A 5.56% 25-MAY-2055, 5.56%, 05/25/55 FIGRE 2025-HE3 31684LAA9 - - 12,268,815 $12,719,476 $12,719,476 0.23 $12,267,742
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 $12,596,908 $12,596,908 0.23 $12,513,940
Huntington Bank Auto Credit-Linked Notes, Series 2024-1 B1 6.153% 20-MAY-2032, 6.15%, 05/20/32 HACLN 2024-1 44644NAA7 - - 12,326,608 $12,525,062 $12,525,062 0.23 $12,497,674
Homeward Opportunities Fund Trust 2025-RRTL1 A1 5.476% 25-MAR-2040, 5.48%, 03/25/40 HOF 2025-RRTL1 437919AA1 - - 12,500,000 $12,524,177 $12,524,177 0.23 $12,508,966
FNMA 30yr Pool#FS6236 6.500% 01-Nov-2053, 6.50%, 11/01/53 FN 3140XM4W3 - - 11,979,514 $12,512,427 $12,512,427 0.23 $12,443,212
FNMA 30yr Pool#FS7541 4.000% 01-Jun-2052, 4.00%, 06/01/52 FN 3140XPLX5 - - 13,064,773 $12,331,934 $12,331,934 0.22 $12,285,482
FHLMC 30yr Pool#SL0509 4.500% 01-Jan-2055, 4.50%, 01/01/55 FR 31427MR78 - - 12,816,357 $12,310,869 $12,310,869 0.22 $12,259,603
FHLMC 30yr Pool#SD5224 6.000% 01-Mar-2054, 6.00%, 03/01/54 FR 3132DSYV8 - - 11,834,176 $12,155,117 $12,155,117 0.22 $12,092,001
FHLMC 30yr Pool#QG6755 5.500% 01-Jun-2053, 5.50%, 06/01/53 FR 3133C7QG5 - - 11,920,937 $12,137,145 $12,137,145 0.22 $12,078,865
FNMA 30yr Pool#FS7117 6.500% 01-Feb-2054, 6.50%, 02/01/54 FN 3140XN4B7 - - 11,476,271 $11,986,796 $11,986,796 0.22 $11,920,489
FNMA 30yr Pool#BY4134 5.500% 01-Jul-2053, 5.50%, 07/01/53 FN 3140NLSY6 - - 11,736,170 $11,834,830 $11,834,830 0.21 $11,777,453
FNMA 40yr Pool#BF0783 3.500% 01-Dec-2063, 3.50%, 12/01/63 FN 3140FX2R2 - - 13,125,865 $11,732,302 $11,732,302 0.21 $11,691,466
FHLMC 30yr Pool#QH3306 6.000% 01-Oct-2053, 6.00%, 10/01/53 FR 3133CFU72 - - 11,278,268 $11,625,743 $11,625,743 0.21 $11,565,593
FNMA 30yr Pool#FS5818 4.500% 01-Oct-2050, 4.50%, 10/01/50 FN 3140XMPC4 - - 11,831,835 $11,502,050 $11,502,050 0.21 $11,454,723
FNMA 30yr Pool#FS5362 4.500% 01-Dec-2050, 4.50%, 12/01/50 FN 3140XL5Y0 - - 11,695,484 $11,369,499 $11,369,499 0.21 $11,322,717
FNMA 30yr Pool#FS7613 4.500% 01-May-2052, 4.50%, 05/01/52 FN 3140XPN70 - - 11,379,415 $11,095,716 $11,095,716 0.20 $11,050,198
Angel Oak Mortgage Trust 2025-7|5.763|06/25/2070, 5.76%, 06/25/70 AOMT 2025-7 03466TAB3 - - 10,910,000 $10,993,265 $10,993,265 0.20 $10,937,377
FHLMC 30yr Pool#SL0869 4.500% 01-May-2053, 4.50%, 05/01/53 FR 31427M6F3 - - 11,255,679 $10,829,374 $10,829,374 0.20 $10,784,351
FNMA 30yr Pool#BX0421 5.500% 01-Nov-2052, 5.50%, 11/01/52 FN 3140N4PF8 - - 10,689,713 $10,827,349 $10,827,349 0.20 $10,775,089
FHLMC 30yr Pool#RA7104 4.500% 01-Feb-2051, 4.50%, 02/01/51 FR 3133KN3M3 - - 10,984,764 $10,664,746 $10,664,746 0.19 $10,620,807
FNMA 30yr Pool#BW2174 4.500% 01-Jun-2052, 4.50%, 06/01/52 FN 3140MTMY6 - - 11,057,958 $10,628,793 $10,628,793 0.19 $10,584,561
FIGRE Trust 2025-HE4|5.408|07/25/2055, 5.41%, 07/25/55 FIGRE 2025-HE4 31684PAA0 - - 10,545,000 $10,559,121 $10,559,121 0.19 $10,544,864
FNMA 30yr Pool#FS6662 4.000% 01-Oct-2051, 4.00%, 10/01/51 FN 3140XNML5 - - 11,049,655 $10,429,850 $10,429,850 0.19 $10,390,562
FIGRE Trust 2025-HE4|5.608|07/25/2055, 5.61%, 07/25/55 FIGRE 2025-HE4 31684PAB8 - - 10,386,005 $10,400,283 $10,400,283 0.19 $10,385,721
FHLMC 30yr Pool#QH1500 6.000% 01-Sep-2053, 6.00%, 09/01/53 FR 3133CDUZ5 - - 10,057,775 $10,329,023 $10,329,023 0.19 $10,275,381
Saluda Grade Alternative Mortgage Trust 2023-RTL3 A1 7.0% 25-APR-2029, 7.00%, 04/25/29 GRADE 2023-RTL3 79583YAA2 - - 10,275,154 $10,259,097 $10,259,097 0.19 $10,195,163
RCKT Mortgage Trust 2024-CES9 A1B 5.683% 25-DEC-2044, 5.68%, 12/25/44 RCKT 2024-CES9 749426AB8 - - 10,181,449 $10,256,288 $10,256,288 0.19 $10,204,856
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-HQA4 M2 6.65517% 25-DEC-2041, 6.66%, 12/25/41 STACR 2021-HQA4 35564KNS4 - - 10,089,878 $10,249,764 $10,249,764 0.19 $10,234,842
RCKT Mortgage Trust 2024-CES5 A1B 6.047% 25-JUL-2044, 6.05%, 08/25/44 RCKT 74938KAB3 - - 10,129,902 $10,219,549 $10,219,549 0.19 $10,165,099
Connecticut Avenue Securities Trust 2024-R05 2M2 6.00517% 25-JUL-2044, 6.01%, 07/25/44 CAS 2024-R05 20754XAC7 - - 10,060,000 $10,171,459 $10,171,459 0.18 $10,109,228
A&D Mortgage Trust 2025-NQM2 A1 5.79% 25-JUN-2070, 5.79%, 06/25/70 ADMT 2025-NQM2 00250EAC0 - - 10,025,484 $10,123,641 $10,123,641 0.18 $10,072,044
LHOME Mortgage Trust 2024-RTL3 A1 6.9% 25-MAY-2029, 6.90%, 05/25/29 LHOME 2024-RTL3 50205GAA0 - - 9,960,000 $10,085,675 $10,085,675 0.18 $10,070,403
Structured Agency Credit Risk (STACR) Debt Notes, Series 2024-HQA1 M2 6.30517% 25-MAR-2044, 6.31%, 03/25/44 STACR 2024-HQA1 M2 35564NCA9 - - 9,880,000 $9,987,170 $9,987,170 0.18 $9,973,327
Alterna Funding III A 6.26% 15-MAY-2039, 6.26%, 05/16/39 TAX 2024-1A 02157JAA3 - - 9,807,978 $9,926,818 $9,926,818 0.18 $9,896,120
FNMA 30yr Pool#FS2144 3.500% 01-Jun-2052, 3.50%, 06/01/52 FN 3140XHL21 - - 10,756,192 $9,858,248 $9,858,248 0.18 $9,824,785
FHLMC 30yr Pool#QH4373 6.000% 01-Nov-2053, 6.00%, 11/01/53 FR 3133CG2E6 - - 9,470,639 $9,822,844 $9,822,844 0.18 $9,772,334
FNMA 30yr Pool#FA0654 4.500% 01-Dec-2054, 4.50%, 12/01/54 FN 3140W0WQ4 - - 10,077,757 $9,680,281 $9,680,281 0.18 $9,639,970
Brean Asset Backed Securities Trust 2024-RM8 A1 4.5% 25-MAY-2064, 4.50%, 05/25/64 BABS 2024-RM8 10637YAA3 - - 9,889,061 $9,650,477 $9,650,477 0.17 $9,640,588
Rithm Capital Corp. 8.0% 01-APR-2029, 8.00%, 04/01/29 RITM 64828TAB8 - - 9,213,000 $9,529,381 $9,529,381 0.17 $9,341,026
FHLMC 30yr Pool#RJ1754 4.500% 01-Jun-2054, 4.50%, 06/01/54 FR 3142GR5Q9 - - 9,893,974 $9,503,747 $9,503,747 0.17 $9,464,171
FNMA 30yr Pool#DA0026 6.000% 01-Sep-2053, 6.00%, 09/01/53 FN 3140A0A41 - - 9,241,441 $9,490,673 $9,490,673 0.17 $9,441,385
RCKT Mortgage Trust 2025-CES6|5.472|06/25/2055, 5.47%, 06/25/55 RCKT 2025-CES6 748949AA2 - - 9,372,000 $9,457,863 $9,457,863 0.17 $9,412,278
FNMA 30yr Pool#FA1287 4.500% 01-Jul-2053, 4.50%, 07/01/53 FN 3140W1ND1 - - 9,719,985 $9,365,056 $9,365,056 0.17 $9,326,176
LHOME Mortgage Trust 2024-RTL5 A2 5.751% 25-SEP-2039, 5.75%, 09/25/39 LHOME 2024-RTL5 50205WAB3 - - 9,325,000 $9,312,145 $9,312,145 0.17 $9,300,227
FHLMC 30yr Pool#SD7417 5.500% 01-Jan-2055, 5.50%, 01/01/55 FR 3132DVG25 - - 9,091,231 $9,246,991 $9,246,991 0.17 $9,202,545
FIGRE Trust 2025-PF1 A 5.758% 25-JUN-2055, 5.76%, 06/25/55 FIGRE 2025-PF1 316922AA1 - - 8,460,814 $9,079,203 $9,079,203 0.16 $8,450,825
Structured Agency Credit Risk (STACR) Debt Notes, Series 2024-HQA1 M1 5.55517% 25-MAR-2044, 5.56%, 03/25/44 STACR 2024-HQA1 M1 35564NBX0 - - 8,856,879 $8,891,059 $8,891,059 0.16 $8,880,126
RCKT Mortgage Trust 2024-CES1 A1B 6.325% 25-FEB-2044, 6.33%, 02/25/44 RCKT 2024-CES1 749424AB3 - - 8,782,952 $8,880,109 $8,880,109 0.16 $8,830,730
Fannie Mae REMIC Trust 2022-65 FB 5.10517% 25-SEP-2052, 5.11%, 09/25/52 FNR 2022-65 3136BPCQ2 - - 8,948,402 $8,780,218 $8,780,218 0.16 $8,770,066
FNMA 30yr Pool#FA0787 4.500% 01-Jan-2055, 4.50%, 01/01/55 FN 3140W02V6 - - 8,982,045 $8,627,785 $8,627,785 0.16 $8,591,857
ACHM Trust 2024-HE1 A 6.55% 25-MAY-2039, 6.55%, 05/25/39 ACHM 2024-HE1 00449TAA3 - - 8,414,727 $8,527,257 $8,527,257 0.15 $8,515,009
PRPM 2025-RPL4 A1, 3.00%, 05/25/55 PRPM 2025-RPL4 74448NAA2 - - 9,037,486 $8,450,403 $8,450,403 0.15 $8,426,303
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 $8,444,358 $8,444,358 0.15 $8,387,405
FIGRE Trust 2025-HE2 A 5.775% 25-MAR-2055, 5.78%, 03/25/55 FIGRE 2025-HE2 31684KAA1 - - 8,358,954 $8,436,841 $8,436,841 0.15 $8,393,931
FHLMC 30yr Pool#QX0520 5.500% 01-Dec-2054, 5.50%, 12/01/54 FR 31425USJ5 - - 7,884,448 $7,960,045 $7,960,045 0.14 $7,921,498
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 $7,827,676 $7,827,676 0.14 $7,804,233
Mello Mortgage Capital Acceptance 2024-SD1 A1 4.0% 25-APR-2054, 4.00%, 04/25/54 MELLO 58550DAA1 - - 7,936,357 $7,761,972 $7,761,972 0.14 $7,754,917
FHLMC 30yr Pool#SD5223 6.000% 01-Apr-2054, 6.00%, 04/01/54 FR 3132DSYU0 - - 7,550,205 $7,754,965 $7,754,965 0.14 $7,714,697
FNMA 30yr Pool#DB4017 6.000% 01-May-2054, 6.00%, 05/01/54 FN 3140ADPB1 - - 7,545,828 $7,750,469 $7,750,469 0.14 $7,710,225
FNMA 30yr Pool#FS7397 6.000% 01-Mar-2054, 6.00%, 03/01/54 FN 3140XPGF0 - - 7,500,922 $7,704,346 $7,704,346 0.14 $7,664,341
FIGRE Trust 2024-HE3 A 5.937% 25-JUL-2054, 5.94%, 07/25/54 FIGRE 2024-HE3 31684GAA0 - - 7,587,446 $7,664,518 $7,664,518 0.14 $7,654,508
Connecticut Avenue Securities Trust 2025-R01 1M2 5.80517% 25-JAN-2045, 5.81%, 01/25/45 CAS 2025-R01 20755JAC7 - - 7,526,000 $7,540,414 $7,540,414 0.14 $7,530,704
FNMA 30yr Pool#FS8486 4.500% 01-Dec-2052, 4.50%, 12/01/52 FN 3140XQNC7 - - 7,633,480 $7,334,840 $7,334,840 0.13 $7,304,306
Angel Oak Mortgage Trust 2025-6 A2 5.768% 25-APR-2070, 5.77%, 04/25/70 AOMT 2025-6 034937AB8 - - 7,183,400 $7,245,700 $7,245,700 0.13 $7,208,870
Huntington Bank Auto Credit-Linked Notes, Series 2025-1 B 4.957% 20-MAR-2033, 4.96%, 03/21/33 HACLN 2025-1 446438SX2 - - 7,173,924 $7,206,007 $7,206,007 0.13 $7,193,165
FNMA 30yr Pool#DD5556 6.000% 01-Mar-2055, 6.00%, 03/01/55 FN DD5556 MTGE 3140B6E68 - - 6,960,968 $7,149,748 $7,149,748 0.13 $7,112,623
FHLMC 30yr Pool#QG3912 5.500% 01-Jun-2053, 5.50%, 06/01/53 FR 3133C4KZ6 - - 6,899,673 $7,006,159 $7,006,159 0.13 $6,972,427
COLT 2025-6 Mortgage Loan Trust|5.783|08/25/2070, 5.78%, 08/25/70 COLT 2025-6 19689BAB9 - - 6,910,000 $6,968,819 $6,968,819 0.13 $6,933,298
Brean Asset Backed Securities Trust 2024-RM9 A1 5.0% 25-SEP-2064, 5.00%, 09/25/64 BABS 2024-RM9 10638DAA8 - - 7,049,672 $6,952,720 $6,952,720 0.13 $6,944,887
FNMA 30yr Pool#BY0337 6.500% 01-May-2053, 6.50%, 05/01/53 FN 3140NGLT5 - - 6,601,269 $6,883,314 $6,883,314 0.12 $6,845,174
LHOME Mortgage Trust 2024-RTL4 A2 6.092% 25-JUL-2039, 6.09%, 07/25/39 LHOME 2024-RTL4 50205PAB8 - - 6,870,000 $6,880,404 $6,880,404 0.12 $6,871,103
Connecticut Avenue Securities Trust 2025-R04 25-MAY-2045, 5.51%, 05/25/45 CAS 2025-R04 20755TAB7 - - 6,851,092 $6,875,446 $6,875,446 0.12 $6,867,064
FHLMC 30yr Pool#QH7040 6.000% 01-Dec-2053, 6.00%, 12/01/53 FR 3133CKZD3 - - 6,506,050 $6,681,511 $6,681,511 0.12 $6,646,812
Connecticut Avenue Securities Trust 2025-R01 1M1 5.40517% 25-JAN-2045, 5.41%, 01/25/45 CAS 2025-R01 20755JAB9 - - 6,629,662 $6,673,818 $6,673,818 0.12 $6,635,429
FNMA 30yr Pool#DA1456 5.500% 01-Sep-2053, 5.50%, 09/01/53 FN 3140A1TN7 - - 6,612,469 $6,667,514 $6,667,514 0.12 $6,635,187
PRET 2025-RPL2 Trust A1 4.0% 25-FEB-2065, 4.00%, 08/25/64 PRET 2025-RPL2 69392LAA2 - - 6,846,478 $6,626,604 $6,626,604 0.12 $6,602,261
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 - - 6,532,020 $6,610,891 $6,610,891 0.12 $6,601,036
RCKT Mortgage Trust 2024-CES8 A1A 5.48955% 25-OCT-2044, 5.49%, 11/25/44 RCKT 2024-CES8 749421AA1 - - 6,545,958 $6,580,264 $6,580,264 0.12 $6,548,323
FNMA 30yr Pool#FM4129 4.000% 01-Sep-2050, 4.00%, 09/01/50 FN 3140X7ST7 - - 6,969,625 $6,578,680 $6,578,680 0.12 $6,553,899
FNMA 30yr Pool#DA1468 6.000% 01-Sep-2053, 6.00%, 09/01/53 FN 3140A1T23 - - 6,323,452 $6,518,273 $6,518,273 0.12 $6,484,548
LHOME Mortgage Trust 2024-RTL1 A1 7.017% 25-JAN-2029, 7.02%, 01/25/29 LHOME 2024-RTL1 50205DAA7 - - 6,341,000 $6,391,451 $6,391,451 0.12 $6,381,563
PRPM 2025-RPL3 A1 3.25% 25-APR-2055, 3.25%, 04/25/55 PRPM 2025-RPL3 69392NAA8 - - 6,618,391 $6,322,803 $6,322,803 0.11 $6,303,683
FNMA 30yr Pool#DC7015 5.500% 01-Dec-2054, 5.50%, 12/01/54 FN 3140AUYM9 - - 6,261,856 $6,321,895 $6,321,895 0.11 $6,291,282
FHLMC 30yr Pool#SD3018 5.500% 01-May-2053, 5.50%, 05/01/53 FR 3132DQK70 - - 6,181,893 $6,242,853 $6,242,853 0.11 $6,212,631
FHLMC 30yr Pool#SD3813 6.000% 01-Jul-2053, 6.00%, 07/01/53 FR 3132E0GW6 - - 5,996,496 $6,174,909 $6,174,909 0.11 $6,142,928
FNMA 30yr Pool#FM7479 4.500% 01-Jan-2050, 4.50%, 01/01/50 FN 3140XBJZ4 - - 6,319,310 $6,161,763 $6,161,763 0.11 $6,136,486
FHLMC 30yr Pool#QH2242 5.500% 01-Sep-2053, 5.50%, 09/01/53 FR 3133CEP30 - - 5,869,040 $5,917,897 $5,917,897 0.11 $5,889,204
FNMA 30yr Pool#FS1578 4.000% 01-Oct-2050, 4.00%, 10/01/50 FN 3140XGXG9 - - 6,229,973 $5,890,516 $5,890,516 0.11 $5,868,365
FHLMC 30yr Pool#QH4638 6.000% 01-Nov-2053, 6.00%, 11/01/53 FR 3133CHEK7 - - 5,623,345 $5,832,473 $5,832,473 0.11 $5,802,482
FNMA 30yr Pool#FS0088 4.000% 01-Mar-2050, 4.00%, 03/01/50 FN 3140XFC25 - - 6,132,089 $5,812,416 $5,812,416 0.11 $5,790,613
FHLMC 30yr Pool#SD2606 4.500% 01-Sep-2051, 4.50%, 09/01/51 FR 3132DP3P1 - - 5,962,144 $5,788,449 $5,788,449 0.10 $5,764,601
FHLMC 30yr Pool#QH4473 6.000% 01-Nov-2053, 6.00%, 11/01/53 FR 3133CG6J1 - - 5,500,206 $5,704,754 $5,704,754 0.10 $5,675,420
FHLMC 30yr Pool#QJ9072 6.000% 01-Nov-2054, 6.00%, 11/01/54 FR 3133D1CH0 - - 5,486,176 $5,634,960 $5,634,960 0.10 $5,605,701
RCKT Mortgage Trust 2025-CES1 A1A 5.653% 25-JAN-2045, 5.65%, 01/25/45 RCKT 2025-CES1 A1 749427AA8 - - 5,568,538 $5,620,395 $5,620,395 0.10 $5,592,413
Ginnie Mae REMIC Trust 2023-116 LF 5.62827% 20-AUG-2053, 5.60%, 08/20/53 GNR 2023-116 38384EFT7 - - 5,433,493 $5,462,131 $5,462,131 0.10 $5,451,140
BX Trust 2021-SDMF A 5.015% 15-SEP-2034, 5.02%, 09/15/34 BX 2021-SDMF 12434CAA2 - - 5,435,823 $5,434,582 $5,434,582 0.10 $5,420,950
LHOME Mortgage Trust 2024-RTL2 A1 7.128% 25-MAR-2029, 7.13%, 03/25/29 LHOME 50205JAA4 - - 5,293,684 $5,352,871 $5,352,871 0.10 $5,344,485
FNMA 30yr Pool#CA0706 4.000% 01-Nov-2047, 4.00%, 11/01/47 FN 3140Q7YC5 - - 5,608,286 $5,312,725 $5,312,725 0.10 $5,292,785
RCKT Mortgage Trust 2023-CES1 A1A 6.515% 25-JUN-2043, 6.51%, 06/25/43 RCKT 74935WAA2 - - 5,088,973 $5,136,047 $5,136,047 0.09 $5,106,576
RCKT Mortgage Trust 2024-CES6 A1B 5.546% 25-SEP-2044, 5.55%, 09/25/44 RCKT 2024-CES6 749410AB2 - - 5,115,541 $5,135,937 $5,135,937 0.09 $5,110,718
FNMA 30yr Pool#BX5986 5.500% 01-Mar-2053, 5.50%, 03/01/53 FN 3140NAUL5 - - 4,989,928 $5,081,673 $5,081,673 0.09 $5,057,278
FNMA 30yr Pool#DA5019 6.500% 01-Nov-2053, 6.50%, 11/01/53 FN 3140A5SH2 - - 4,857,295 $5,075,211 $5,075,211 0.09 $5,047,147
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 $5,074,513 $5,074,513 0.09 $5,058,568
FNMA 30yr Pool#DA5072 6.500% 01-Nov-2053, 6.50%, 11/01/53 FN 3140A5T65 - - 4,821,988 $5,038,319 $5,038,319 0.09 $5,010,459
FHLMC 30yr Pool#QX6719 6.000% 01-Feb-2055, 6.00%, 02/01/55 FR 31426CPD0 - - 4,882,621 $5,015,037 $5,015,037 0.09 $4,988,996
FNMA 30yr Pool#DD3307 6.000% 01-Feb-2055, 6.00%, 02/01/55 FN DD3307 MTGE 3140B3U91 - - 4,798,766 $4,928,908 $4,928,908 0.09 $4,903,314
FHLMC 30yr Pool#QF9863 5.500% 01-Mar-2053, 5.50%, 03/01/53 FR 3133BX5Y3 - - 4,840,710 $4,916,070 $4,916,070 0.09 $4,892,404
FIGRE Trust 2025-HE3 B 5.71% 25-MAY-2055, 5.71%, 05/25/55 FIGRE 2025-HE3 31684LAB7 - - 4,868,578 $4,892,614 $4,892,614 0.09 $4,867,903
Connecticut Avenue Securities Trust 2024-R02 1M1 5.40517% 25-FEB-2044, 5.41%, 02/25/44 CAS 2024-R02 20754GAA8 - - 4,873,310 $4,878,468 $4,878,468 0.09 $4,872,614
ABL 2024-RTL1 A2 7.457% 25-SEP-2029, 7.46%, 09/25/29 ABL 2024-RTL1 00092EAB4 - - 4,840,000 $4,826,555 $4,826,555 0.09 $4,818,534
FHLMC 30yr Pool#QH2259 6.000% 01-Sep-2053, 6.00%, 09/01/53 FR 3133CEQL9 - - 4,643,892 $4,769,132 $4,769,132 0.09 $4,744,365
FNMA 30yr Pool#FS3246 5.500% 01-Nov-2052, 5.50%, 11/01/52 FN 3140XJTC7 - - 4,634,338 $4,730,705 $4,730,705 0.09 $4,708,048
FHLMC 30yr Pool#QI8221 6.000% 01-Jun-2054, 6.00%, 06/01/54 FR 3133WFD20 - - 4,578,795 $4,702,971 $4,702,971 0.09 $4,678,551
FHLMC 30yr Pool#RA1100 4.000% 01-Jul-2049, 4.00%, 07/01/49 FR 3133KGGH5 - - 4,982,179 $4,702,715 $4,702,715 0.09 $4,685,001
FHLMC 30yr Pool#QH5204 6.500% 01-Nov-2053, 6.50%, 11/01/53 FR 3133CHX91 - - 4,379,481 $4,599,674 $4,599,674 0.08 $4,574,370
FIGRE Trust 2025-HE3 C 5.91% 25-MAY-2055, 5.91%, 05/25/55 FIGRE 2025-HE3 31684LAC5 - - 4,576,463 $4,599,571 $4,599,571 0.08 $4,575,529
FNMA 30yr Pool#BX9326 5.500% 01-Mar-2053, 5.50%, 03/01/53 FN 3140NELG8 - - 4,485,340 $4,555,167 $4,555,167 0.08 $4,533,239
FNMA 30yr Pool#BX0419 5.500% 01-Nov-2052, 5.50%, 11/01/52 FN 3140N4PD3 - - 4,316,298 $4,366,781 $4,366,781 0.08 $4,345,679
RCKT Mortgage Trust 2025-CES2 A1B 5.603% 25-FEB-2055, 5.60%, 02/25/55 RCKT 2025-CES2 74942BAB7 - - 4,300,740 $4,328,411 $4,328,411 0.08 $4,306,992
FNMA 30yr Pool#CB2907 3.500% 01-Feb-2052, 3.50%, 02/01/52 FN 3140QNGR7 - - 4,710,212 $4,318,466 $4,318,466 0.08 $4,303,812
FHLMC 30yr Pool#QH0826 5.500% 01-Sep-2053, 5.50%, 09/01/53 FR 3133CC4K9 - - 4,227,493 $4,303,464 $4,303,464 0.08 $4,282,796
FHLMC 30yr Pool#QF7280 5.500% 01-Jan-2053, 5.50%, 01/01/53 FR 3133BVCR4 - - 4,187,571 $4,276,733 $4,276,733 0.08 $4,256,260
FNMA 30yr Pool#BX9422 5.500% 01-Mar-2053, 5.50%, 03/01/53 FN 3140NEPG4 - - 4,193,151 $4,228,744 $4,228,744 0.08 $4,208,244
SREIT Commercial Mortgage Trust 2021-MFP B 5.5058% 15-NOV-2038, 5.51%, 11/15/38 SREIT 2021-MFP 78472UAC2 - - 4,194,208 $4,203,140 $4,203,140 0.08 $4,191,593
FNMA 30yr Pool#BX6124 6.500% 01-Jan-2053, 6.50%, 01/01/53 FN 3140NAYW7 - - 3,974,270 $4,179,725 $4,179,725 0.08 $4,156,763
FNMA 30yr Pool#BW6314 5.500% 01-Aug-2052, 5.50%, 08/01/52 FN 3140MYAQ5 - - 4,104,782 $4,159,248 $4,159,248 0.08 $4,139,180
Fannie Mae REMIC Trust 2020-98 AI 3.5% 25-JAN-2061, 3.50%, 01/25/61 FNR 2020-98 3136BDLE6 - - 19,229,256 $4,149,341 $4,149,341 0.08 $4,089,517
Connecticut Avenue Securities Trust 2024-R06 1M2 5.90517% 25-SEP-2044, 5.91%, 09/25/44 CAS 2024-R06 20755RAC9 - - 4,125,699 $4,144,006 $4,144,006 0.08 $4,138,592
FHLMC 30yr Pool#QX5273 6.000% 01-Feb-2055, 6.00%, 02/01/55 FR 31426A2F4 - - 4,019,794 $4,128,810 $4,128,810 0.07 $4,107,371
Bayview Opportunity Master Fund VII Trust 2024-CAR1 B 5.60517% 25-DEC-2031, 5.61%, 12/26/31 BVCLN 2024-CAR1 07336QAB8 - - 4,054,823 $4,091,827 $4,091,827 0.07 $4,067,472
FNMA 30yr Pool#DA3549 6.500% 01-Oct-2053, 6.50%, 10/01/53 FN 3140A35K5 - - 3,893,381 $4,089,134 $4,089,134 0.07 $4,066,639
EFMT 2025-CES1 A1B 5.877% 25-JAN-2060, 5.88%, 01/25/60 EFMT 2025-CES1 26846VAB0 - - 3,970,602 $4,013,738 $4,013,738 0.07 $3,992,996
FNMA 30yr Pool#FS2135 4.000% 01-Nov-2049, 4.00%, 11/01/49 FN 3140XHLR6 - - 4,227,566 $3,997,851 $3,997,851 0.07 $3,982,820
FNMA 30yr Pool#FS2713 4.500% 01-Oct-2050, 4.50%, 10/01/50 FN 3140XJAP8 - - 3,903,685 $3,806,363 $3,806,363 0.07 $3,790,748
FNMA 30yr Pool#BY0335 6.000% 01-May-2053, 6.00%, 05/01/53 FN 3140NGLR9 - - 3,701,768 $3,788,972 $3,788,972 0.07 $3,769,229
FHLMC 30yr Pool#QH7549 6.000% 01-Dec-2053, 6.00%, 12/01/53 FR 3133CLL61 - - 3,527,604 $3,622,739 $3,622,739 0.07 $3,603,926
FNMA 30yr Pool#FM7031 4.000% 01-Jan-2051, 4.00%, 01/01/51 FN 3140XAY55 - - 3,824,961 $3,610,409 $3,610,409 0.07 $3,596,809
FHLMC 30yr Pool#QH1144 5.500% 01-Sep-2053, 5.50%, 09/01/53 FR 3133CDHV9 - - 3,531,183 $3,594,347 $3,594,347 0.07 $3,577,084
FHLMC 30yr Pool#SD1416 4.500% 01-Dec-2048, 4.50%, 12/01/48 FR 3132DNSD6 - - 3,603,751 $3,513,906 $3,513,906 0.06 $3,499,491
FINANCE OF AMERICA STRUCTURE 3.5% 74, 3.50%, 02/25/74 FASST 2024-S1 31740RAB6 - - 3,610,080 $3,498,811 $3,498,811 0.06 $3,496,003
FHLMC 30yr Pool#QH6041 5.500% 01-Dec-2053, 5.50%, 12/01/53 FR 3133CJWA5 - - 3,445,211 $3,496,762 $3,496,762 0.06 $3,479,919
FNMA 30yr Pool#FM1540 4.000% 01-Sep-2049, 4.00%, 09/01/49 FN 3140X4WA0 - - 3,703,713 $3,495,962 $3,495,962 0.06 $3,482,793
RAM 2024-1 A 5.95% 15-FEB-2039, 6.67%, 02/15/39 RAM 2024-1 751313AA5 - - 3,459,042 $3,479,802 $3,479,802 0.06 $3,468,268
FHLMC 30yr Pool#QF7810 5.500% 01-Jan-2053, 5.50%, 01/01/53 FR 3133BVVB8 - - 3,390,554 $3,461,410 $3,461,410 0.06 $3,444,834
FNMA 30yr Pool#DA0036 6.500% 01-Sep-2053, 6.50%, 09/01/53 FN 3140A0BE8 - - 3,243,962 $3,389,497 $3,389,497 0.06 $3,370,754
FNMA 30yr Pool#BX8700 5.500% 01-Mar-2053, 5.50%, 03/01/53 FN 3140NDU21 - - 3,316,390 $3,373,544 $3,373,544 0.06 $3,357,330
Reach ABS Trust 2024-2 A 5.88% 15-JUL-2031, 5.88%, 07/15/31 REACH 2024-2A 75525HAA8 - - 3,006,451 $3,352,867 $3,352,867 0.06 $3,017,193
BX Trust 2021-BXMF C 5.61727% 15-OCT-2038, 5.62%, 10/15/26 BX 2021-BXMF 05609RAJ3 - - 3,337,147 $3,340,450 $3,340,450 0.06 $3,331,077
FNMA 30yr Pool#MA4026 4.000% 01-May-2050, 4.00%, 05/01/50 FN 31418DPL0 - - 3,518,547 $3,313,246 $3,313,246 0.06 $3,300,736
Ally Bank Auto Credit-Linked Notes, Series 2024-A C 6.022% 15-MAY-2032, 6.02%, 05/17/32 ABCLN 2024-A 02007GZ63 - - 3,232,531 $3,283,638 $3,283,638 0.06 $3,273,904
FNMA 30yr Pool#MA4056 4.000% 01-Jun-2050, 4.00%, 06/01/50 FN 31418DQJ4 - - 3,413,388 $3,210,350 $3,210,350 0.06 $3,198,213
Connecticut Avenue Securities Trust 2024-R02 1M2 6.10517% 25-FEB-2044, 6.11%, 02/25/44 CAS 2024-R02 20754GAE0 - - 3,168,862 $3,201,879 $3,201,879 0.06 $3,197,580
Connecticut Avenue Securities Trust 2024-R01 1M2 6.10517% 25-JAN-2044, 6.11%, 01/25/44 CAS 2024-R01 20753UAB6 - - 3,140,000 $3,176,641 $3,176,641 0.06 $3,172,381
FHLMC 30yr Pool#SD1111 4.000% 01-Jun-2050, 4.00%, 06/01/50 FR 3132DNGU1 - - 3,337,021 $3,166,990 $3,166,990 0.06 $3,155,125
FHLMC 30yr Pool#QE6404 5.500% 01-Jul-2052, 5.50%, 07/01/52 FR 3133BGDH8 - - 3,122,777 $3,165,031 $3,165,031 0.06 $3,149,764
FNMA 30yr Pool#BV5379 3.000% 01-Apr-2052, 3.00%, 04/01/52 FN 3140MJ6R1 - - 3,570,500 $3,143,107 $3,143,107 0.06 $3,133,586
FIGRE Trust 2024-HE4 B 5.252% 25-SEP-2054, 5.25%, 09/25/54 FIGRE 2024-HE4 31684UAB7 - - 3,139,253 $3,118,104 $3,118,104 0.06 $3,114,440
FHLMC 30yr Pool#QG2539 6.500% 01-May-2053, 6.50%, 05/01/53 FR 3133C2ZC5 - - 2,903,924 $3,027,997 $3,027,997 0.05 $3,011,219
Gracie Point International Funding, Series 2024-1 B 6.44828% 01-MAR-2028, 6.52%, 03/01/28 GPIF 2024-1A 38410KAB5 - - 3,007,000 $3,019,765 $3,019,765 0.05 $3,002,878
FNMA 30yr Pool#MA3496 4.500% 01-Oct-2048, 4.50%, 10/01/48 FN 31418C3E2 - - 3,081,843 $3,005,010 $3,005,010 0.05 $2,992,682
Chase Mortgage Reference Notes, Series 2021-CL1 M1 5.50517% 25-FEB-2050, 5.51%, 02/25/50 CHASE 2021-CL1 46591HBX7 - - 3,046,188 $2,994,906 $2,994,906 0.05 $2,991,168
Fannie Mae Pool|4|03/01/2050, 4.00%, 03/01/50 FN 3140X8S24 - - 3,154,909 $2,983,480 $2,983,480 0.05 $2,972,262
Connecticut Avenue Securities, Series 2021-R01 1M2 5.85517% 25-OCT-2041, 5.86%, 10/25/41 CAS 2021-R01 20754RAB2 - - 2,937,406 $2,949,489 $2,949,489 0.05 $2,945,667
FHLMC 30yr Pool#SD2897 5.500% 01-May-2053, 5.50%, 05/01/53 FR 3132DQGE0 - - 2,883,651 $2,912,150 $2,912,150 0.05 $2,898,052
FNMA 30yr Pool#BV5393 3.500% 01-Apr-2052, 3.50%, 04/01/52 FN 3140MJ7F6 - - 3,168,182 $2,902,023 $2,902,023 0.05 $2,892,167
FHF Trust 2024-1 (First Help Financial) A2 5.69% 15-FEB-2030, 5.69%, 02/15/30 FHF 2024-1A 31568AAB2 - - 2,864,067 $2,891,764 $2,891,764 0.05 $2,883,616
FIGRE Trust 2024-HE3 C 6.229% 25-JUL-2054, 6.23%, 07/25/54 FIGRE 2024-HE3 31684GAC6 - - 2,813,032 $2,841,575 $2,841,575 0.05 $2,837,681
FHLMC 30yr Pool#QE8542 5.500% 01-Aug-2052, 5.50%, 08/01/52 FR 3133BJP30 - - 2,797,931 $2,835,423 $2,835,423 0.05 $2,821,744
New Residential Mortgage Loan Trust 2024-RTL1 A2 7.101% 25-MAR-2039, 7.10%, 03/25/39 NRMLT 2024-RTL1 64831PAB1 - - 2,750,000 $2,779,291 $2,779,291 0.05 $2,774,952
Santander Bank Auto Credit-Linked Notes, Series 2024-A B 5.622% 15-JUN-2032, 5.62%, 06/15/32 SBCLN 2024-A 80290CCJ1 - - 2,753,546 $2,774,482 $2,774,482 0.05 $2,766,742
BX Trust 2021-BXMF G 7.775513% 15-OCT-2038, 7.78%, 10/15/26 BX 2021-BXMF 05609RAS3 - - 2,807,890 $2,733,002 $2,733,002 0.05 $2,722,085
Saluda Grade Alternative Mortgage Trust 2024-FIG5 B 6.603% 25-APR-2054, 6.60%, 04/25/54 GRADE 2024-FIG5 79582MAB7 - - 2,641,444 $2,695,571 $2,695,571 0.05 $2,644,024
FHLMC 30yr Pool#Q57869 4.000% 01-Aug-2048, 4.00%, 08/01/48 FG 3132Y1W79 - - 2,831,911 $2,681,547 $2,681,547 0.05 $2,671,478
FNMA 30yr Pool#DA1511 5.500% 01-Oct-2053, 5.50%, 10/01/53 FN 3140A1VD6 - - 2,658,236 $2,680,292 $2,680,292 0.05 $2,667,296
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2024-DNA1 M2 6.25517% 25-FEB-2044, 6.26%, 02/25/44 STACR 2024-DNA1 35564NBA0 - - 2,617,368 $2,659,610 $2,659,610 0.05 $2,655,972
FNMA 30yr Pool#DA3538 6.000% 01-Oct-2053, 6.00%, 10/01/53 FN 3140A34Y6 - - 2,581,931 $2,651,563 $2,651,563 0.05 $2,637,793
FHLMC 30yr Pool#QF9276 5.500% 01-Mar-2053, 5.50%, 03/01/53 FR 3133BXJV4 - - 2,588,501 $2,636,309 $2,636,309 0.05 $2,623,654
Ginnie Mae REMIC Trust 2017-163 LO 0.0% 16-MAY-2041, 0.00%, 05/16/41 GNR 2017-163 38380KNA9 - - 3,436,697 $2,600,361 $2,600,361 0.05 $2,600,361
FHLMC 30yr Pool#QI4878 6.000% 01-Apr-2054, 6.00%, 04/01/54 FR 3133WBM37 - - 2,517,252 $2,585,519 $2,585,519 0.05 $2,572,094
FHLMC 30yr Pool#QF0488 5.500% 01-Sep-2052, 5.50%, 09/01/52 FR 3133BMRH0 - - 2,505,587 $2,538,833 $2,538,833 0.05 $2,526,583
PRPM 2024-RCF2 A1 3.75% 25-MAR-2054, 3.75%, 03/25/54 PRPM 2024-RCF2 693987AA7 - - 2,553,241 $2,482,528 $2,482,528 0.04 $2,480,401
FNMA 30yr Pool#DD4221 6.000% 01-Feb-2055, 6.00%, 02/01/55 FN DD4221 MTGE 3140B4VP2 - - 2,412,771 $2,478,205 $2,478,205 0.04 $2,465,337
FHLMC 30yr Pool#SD3523 3.000% 01-Jun-2052, 3.00%, 06/01/52 FR 3132DQ4G8 - - 2,835,247 $2,477,503 $2,477,503 0.04 $2,469,942
Santander Bank Auto Credit-Linked Notes, Series 2023-B B 5.64% 15-DEC-2033, 5.64%, 12/15/33 SBCLN 2023-B 80290CCB8 - - 2,308,517 $2,443,387 $2,443,387 0.04 $2,314,337
FNMA 30yr Pool#BY8533 6.500% 01-Aug-2053, 6.50%, 08/01/53 FN 3140NRPT7 - - 2,324,227 $2,428,500 $2,428,500 0.04 $2,415,071
FNMA 30yr Pool#BY5913 5.500% 01-Sep-2053, 5.50%, 09/01/53 FN 3140NNSB2 - - 2,344,659 $2,384,744 $2,384,744 0.04 $2,373,281
PRPM 2025-RCF3 LLC|5.25|07/25/2055, 5.25%, 07/25/55 PRPM 2025-RCF3 69392PAB1 - - 2,380,125 $2,342,871 $2,342,871 0.04 $2,331,764
ACHV ABS Trust 2024-1PL B 6.34% 25-APR-2031, 6.34%, 04/25/31 ACHV 2024-1PL 00092BAB0 - - 2,261,945 $2,285,083 $2,285,083 0.04 $2,281,896
FIGRE Trust 2024-HE1 B 6.506% 25-MAR-2054, 6.51%, 03/25/54 FIGRE 2024-HE1 31684HAB6 - - 2,207,569 $2,242,872 $2,242,872 0.04 $2,239,680
FHLMC 30yr Pool#QX7432 6.000% 01-Feb-2055, 6.00%, 02/01/55 FR 31426DHJ4 - - 2,133,736 $2,191,602 $2,191,602 0.04 $2,180,222
Chase Mortgage Reference Notes, Series 2020-CL1 M2 6.93648% 25-OCT-2057, 6.93%, 10/25/57 CHASE 2020-CL1 46591HAH3 - - 2,065,456 $2,132,938 $2,132,938 0.04 $2,129,755
FNMA 30yr Pool#FS3001 4.000% 01-Oct-2051, 4.00%, 10/01/51 FN 3140XJKP7 - - 2,253,396 $2,126,997 $2,126,997 0.04 $2,118,985
Arivo Acceptance Auto Loan Receivables Trust 2024-1 A 6.46% 15-APR-2028, 6.46%, 04/17/28 ARIVO 2024-1A 039943AA3 - - 2,102,345 $2,121,805 $2,121,805 0.04 $2,115,014
FHLMC 30yr Pool#QG2543 5.500% 01-May-2053, 5.50%, 05/01/53 FR 3133C2ZG6 - - 2,089,296 $2,121,541 $2,121,541 0.04 $2,111,327
FNMA 30yr Pool#FS1640 4.000% 01-Apr-2052, 4.00%, 04/01/52 FN 3140XGZE2 - - 2,238,378 $2,106,496 $2,106,496 0.04 $2,098,538
Foundation Finance Trust 2023-2 A 6.53% 15-JUN-2049, 6.53%, 06/15/49 FFIN 2023-2A 35042RAA4 - - 2,028,264 $2,104,053 $2,104,053 0.04 $2,097,430
FNMA 30yr Pool#BP1500 3.000% 01-May-2050, 3.00%, 05/01/50 FN 3140K8U25 - - 2,322,956 $2,060,907 $2,060,907 0.04 $2,054,713
FNMA 30yr Pool#CA7849 4.500% 01-Oct-2050, 4.50%, 10/01/50 FN 3140QFWK1 - - 2,117,513 $2,058,492 $2,058,492 0.04 $2,050,022
FNMA 30yr Pool#BY0338 6.500% 01-May-2053, 6.50%, 05/01/53 FN 3140NGLU2 - - 1,923,050 $2,007,809 $2,007,809 0.04 $1,996,698
Bayview Opportunity Master Fund VII Trust 2024-CAR1 C 5.80517% 25-DEC-2031, 5.81%, 12/26/31 BVCLN 2024-CAR1 07336QAC6 - - 1,973,347 $1,994,496 $1,994,496 0.04 $1,981,551
Blue Bridge Funding 2023-1 A 7.37% 15-NOV-2030, 7.37%, 11/15/30 BBEF 2023-1A 09531MAA8 - - 1,959,173 $1,984,251 $1,984,251 0.04 $1,977,032
FHLMC 30yr Pool#QH7013 6.500% 01-Dec-2053, 6.50%, 12/01/53 FR 3133CKYJ1 - - 1,898,975 $1,984,170 $1,984,170 0.04 $1,973,198
FHLMC 30yr Pool#SI2017 4.000% 01-Dec-2048, 4.00%, 12/01/48 FR 3133USG21 - - 2,086,422 $1,973,051 $1,973,051 0.04 $1,965,633
Chase Mortgage Reference Notes, Series 2021-CL1 M3 5.85517% 25-FEB-2050, 5.86%, 02/25/50 CHASE 2021-CL1 46591HBZ2 - - 1,986,622 $1,948,802 $1,948,802 0.04 $1,936,426
U.S. Auto Funding 2021-1 C 2.2% 15-MAY-2026, 2.20%, 05/15/26 USAUT 2021-1A 90355EAC5 - - 2,245,255 $1,931,412 $1,931,412 0.03 $1,928,943
FHLMC 30yr Pool#QG2540 6.500% 01-May-2053, 6.50%, 05/01/53 FR 3133C2ZD3 - - 1,835,838 $1,916,753 $1,916,753 0.03 $1,906,146
FNMA 30yr Pool#BW0972 4.500% 01-Jul-2052, 4.50%, 07/01/52 FN 3140MSCJ2 - - 1,987,191 $1,914,901 $1,914,901 0.03 $1,906,952
FNMA 30yr Pool#BX8072 5.500% 01-Mar-2053, 5.50%, 03/01/53 FN 3140NC6J3 - - 1,883,617 $1,912,941 $1,912,941 0.03 $1,903,732
Ally Bank Auto Credit-Linked Notes, Series 2024-A D 6.315% 15-MAY-2032, 6.31%, 05/17/32 ABCLN 2024-A 02007GZ71 - - 1,847,161 $1,876,795 $1,876,795 0.03 $1,870,962
FHLMC 30yr Pool#SD1551 4.000% 01-Mar-2050, 4.00%, 03/01/50 FR 3132DNWL3 - - 1,952,055 $1,845,986 $1,845,986 0.03 $1,839,045
NRZ MSR-Collateralized Notes, Series 2021-FHT1 A 3.104% 25-JUL-2026, 3.10%, 07/25/26 NZES 2021-FHT1 62955MAB2 - - 1,864,332 $1,809,785 $1,809,785 0.03 $1,808,499
FNMA 30yr Pool#BY0361 6.500% 01-Jun-2053, 6.50%, 06/01/53 FN 3140NGMK3 - - 1,734,759 $1,807,082 $1,807,082 0.03 $1,797,059
FHLMC 30yr Pool#QH3309 5.500% 01-Oct-2053, 5.50%, 10/01/53 FR 3133CFVA4 - - 1,768,933 $1,783,659 $1,783,659 0.03 $1,775,010
FNMA 30yr Pool#MA3521 4.000% 01-Nov-2048, 4.00%, 11/01/48 FN 31418C4F8 - - 1,885,901 $1,783,426 $1,783,426 0.03 $1,776,720
Chase Mortgage Reference Notes, Series 2021-CL1 M2 5.65517% 25-FEB-2050, 5.66%, 02/25/50 CHASE 2021-CL1 46591HBY5 - - 1,789,635 $1,743,613 $1,743,613 0.03 $1,741,364
Fannie Mae Pool|4|08/01/2050, 4.00%, 08/01/50 FN 3140X8UA3 - - 1,846,565 $1,736,726 $1,736,726 0.03 $1,730,160
FHLMC 30yr Pool#SD0943 3.500% 01-Apr-2052, 3.50%, 04/01/52 FR 3132DNBL6 - - 1,890,086 $1,732,889 $1,732,889 0.03 $1,727,009
Tricolor Auto Securitization Trust 2024-2 A 6.36% 15-DEC-2027, 6.36%, 12/15/27 TAST 2024-2A 89616PAA1 - - 1,692,877 $1,713,830 $1,713,830 0.03 $1,697,549
FHLMC 30yr Pool#QA2039 3.000% 01-Aug-2049, 3.00%, 08/01/49 FR 31334YHQ3 - - 1,901,387 $1,689,795 $1,689,795 0.03 $1,684,724
FNMA 30yr Pool#CB2681 3.500% 01-Jan-2052, 3.50%, 01/01/52 FN 3140QM6T6 - - 1,808,830 $1,658,532 $1,658,532 0.03 $1,652,905
FHLMC 30yr Pool#SD4456 4.000% 01-Aug-2050, 4.00%, 08/01/50 FR 3132E05R9 - - 1,754,339 $1,655,933 $1,655,933 0.03 $1,649,696
PRPM 2025-RCF3 LLC|5.25|07/25/2055, 5.25%, 07/25/55 PRPM 2025-RCF3 69392PAC9 - - 1,700,000 $1,644,499 $1,644,499 0.03 $1,636,566
FHLMC 30yr Pool#QG4340 6.500% 01-Jun-2053, 6.50%, 06/01/53 FR 3133C4ZD9 - - 1,553,360 $1,619,729 $1,619,729 0.03 $1,610,754
FHLMC 30yr Pool#Q58477 4.000% 01-Sep-2048, 4.00%, 09/01/48 FG 3132Y2M37 - - 1,678,299 $1,589,188 $1,589,188 0.03 $1,583,221
FNMA 30yr Pool#BY0327 6.500% 01-May-2053, 6.50%, 05/01/53 FN 3140NGLH1 - - 1,524,634 $1,584,390 $1,584,390 0.03 $1,575,581
FNMA 30yr Pool#CA5573 4.000% 01-Apr-2050, 4.00%, 04/01/50 FN 3140QDFP4 - - 1,624,101 $1,527,495 $1,527,495 0.03 $1,521,720
FNMA 30yr Pool#MA3415 4.000% 01-Jul-2048, 4.00%, 07/01/48 FN 31418CYM0 - - 1,602,685 $1,515,599 $1,515,599 0.03 $1,509,901
FNMA 30yr Pool#DB3056 5.500% 01-May-2054, 5.50%, 05/01/54 FN 3140ACME0 - - 1,480,684 $1,499,426 $1,499,426 0.03 $1,492,188
FNMA 30yr Pool#CA1931 4.500% 01-Jun-2048, 4.50%, 06/01/48 FN 3140Q9ED1 - - 1,483,170 $1,446,193 $1,446,193 0.03 $1,440,261
FNMA 30yr Pool#BT8051 5.500% 01-Jan-2053, 5.50%, 01/01/53 FN 3140LW5M5 - - 1,399,411 $1,428,932 $1,428,932 0.03 $1,422,090
FNMA 30yr Pool#BY1896 5.500% 01-May-2053, 5.50%, 05/01/53 FN 3140NJDA9 - - 1,372,735 $1,393,922 $1,393,922 0.03 $1,387,210
FHLMC 30yr Pool#QG3885 6.500% 01-Jun-2053, 6.50%, 06/01/53 FR 3133C4J62 - - 1,325,914 $1,382,565 $1,382,565 0.03 $1,374,904
Reach ABS Trust 2024-1 A 6.3% 15-FEB-2031, 6.30%, 02/18/31 REACH 2024-1A 75526PAA9 - - 1,364,234 $1,372,634 $1,372,634 0.02 $1,368,337
FNMA 30yr Pool#BX7860 5.500% 01-Mar-2053, 5.50%, 03/01/53 FN 3140NCWW5 - - 1,311,019 $1,331,517 $1,331,517 0.02 $1,325,108
Towd Point Mortgage Trust 2024-CES1 A1B 6.049% 25-JAN-2064, 6.05%, 01/25/64 TPMT 2024-CES1 89183CAB1 - - 1,319,437 $1,329,191 $1,329,191 0.02 $1,322,096
FNMA 30yr Pool#AS6811 3.000% 01-Mar-2046, 3.00%, 03/01/46 FN 3138WGR97 - - 1,417,991 $1,260,530 $1,260,530 0.02 $1,256,749
FNMA 30yr Pool#MA3149 4.000% 01-Oct-2047, 4.00%, 10/01/47 FN 31418CQB3 - - 1,312,321 $1,243,161 $1,243,161 0.02 $1,238,494
Lendbuzz Securitization Trust 2023-2 A2 7.09% 15-OCT-2028, 7.09%, 10/16/28 LBZZ 2023-2A 52608MAB4 - - 1,218,772 $1,243,104 $1,243,104 0.02 $1,238,783
FNMA 30yr Pool#FM7725 4.500% 01-Dec-2050, 4.50%, 12/01/50 FN 3140XBSP6 - - 1,276,053 $1,238,878 $1,238,878 0.02 $1,233,773
FNMA 40yr Pool#BF0167 3.000% 01-Feb-2057, 3.00%, 02/01/57 FN 3140FXFH0 - - 1,419,029 $1,214,958 $1,214,958 0.02 $1,211,174
FHLMC 30yr Pool#QF2561 5.500% 01-Nov-2052, 5.50%, 11/01/52 FR 3133BPZ27 - - 1,186,161 $1,208,175 $1,208,175 0.02 $1,202,376
FHLMC 30yr Pool#SD8003 4.000% 01-Jul-2049, 4.00%, 07/01/49 FR 3132DV3L7 - - 1,271,757 $1,200,421 $1,200,421 0.02 $1,195,899
FNMA 30yr Pool#FM9138 4.000% 01-Mar-2050, 4.00%, 03/01/50 FN 3140XDEL6 - - 1,263,101 $1,194,467 $1,194,467 0.02 $1,189,976
Connecticut Avenue Securities, Series 2021-R02 2B1 7.62197% 25-NOV-2041, 7.61%, 11/25/41 CAS 2021-R02 20754KAF8 - - 1,150,000 $1,182,992 $1,182,992 0.02 $1,181,049
FNMA 30yr Pool#BJ9181 5.000% 01-May-2048, 5.00%, 05/01/48 FN 3140HBFX1 - - 1,178,119 $1,180,863 $1,180,863 0.02 $1,175,627
FHLMC 30yr Pool#QD9182 3.000% 01-Mar-2052, 3.00%, 03/01/52 FR 3133B7FX1 - - 1,334,657 $1,175,048 $1,175,048 0.02 $1,171,489
FNMA 30yr Pool#BX0804 5.500% 01-Nov-2052, 5.50%, 11/01/52 FN 3140N43N5 - - 1,146,192 $1,167,656 $1,167,656 0.02 $1,162,052
FHLMC 30yr Pool#ZT2087 4.000% 01-Jun-2049, 4.00%, 06/01/49 FR 3132AEJ80 - - 1,236,887 $1,167,506 $1,167,506 0.02 $1,163,108
FHLMC 30yr Pool#QG6538 5.500% 01-Jul-2053, 5.50%, 07/01/53 FR 3133C7HP5 - - 1,106,265 $1,126,330 $1,126,330 0.02 $1,120,921
FHLMC 30yr Pool#RA1087 4.500% 01-Jul-2049, 4.50%, 07/01/49 FR 3133KGF45 - - 1,139,579 $1,101,173 $1,101,173 0.02 $1,096,614
FHLMC 30yr Pool#RA1188 4.500% 01-Aug-2049, 4.50%, 08/01/49 FR 3133KGJ90 - - 1,127,399 $1,089,403 $1,089,403 0.02 $1,084,893
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-DNA5 M2 5.95517% 25-JAN-2034, 5.96%, 01/25/34 STACR 2021-DNA5 35564KHE2 - - 1,080,105 $1,085,801 $1,085,801 0.02 $1,084,371
FHLMC 30yr Pool#QG6948 5.500% 01-Jul-2053, 5.50%, 07/01/53 FR 3133C7WH6 - - 1,061,658 $1,080,825 $1,080,825 0.02 $1,075,634
FNMA 30yr Pool#AS7492 4.000% 01-Jul-2046, 4.00%, 07/01/46 FN 3138WHKE1 - - 1,112,321 $1,058,589 $1,058,589 0.02 $1,054,634
FNMA 30yr Pool#CB8995 5.500% 01-Aug-2054, 5.50%, 08/01/54 FN 3140QU7H3 - - 1,049,362 $1,058,350 $1,058,350 0.02 $1,053,219
FNMA 30yr Pool#BV4203 3.500% 01-Apr-2052, 3.50%, 04/01/52 FN 3140MHU56 - - 1,096,376 $1,004,352 $1,004,352 0.02 $1,000,941
FNMA 30yr Pool#FM1598 4.000% 01-Feb-2049, 4.00%, 02/01/49 FN 3140X4X43 - - 1,061,495 $1,003,817 $1,003,817 0.02 $1,000,042
FNMA 30yr Pool#BV8484 3.500% 01-Apr-2052, 3.50%, 04/01/52 FN 3140MNNA0 - - 1,056,182 $967,452 $967,452 0.02 $964,167
ACHV ABS Trust 2024-1PL C 6.42% 25-APR-2031, 6.42%, 04/25/31 ACHV 2024-1PL 00092BAC8 - - 956,525 $967,325 $967,325 0.02 $965,960
GNMA II 30yr Pool#MA5021 4.500% 20-Feb-2048, 4.50%, 02/20/48 G2 36179TSJ5 - - 964,097 $944,698 $944,698 0.02 $940,841
FHLMC 30yr Pool#ZM8197 4.000% 01-Sep-2048, 4.00%, 09/01/48 FR 3131Y3DA1 - - 998,549 $944,291 $944,291 0.02 $940,740
FNMA 30yr Pool#DA3522 5.500% 01-Oct-2053, 5.50%, 10/01/53 FN 3140A34G5 - - 929,231 $936,941 $936,941 0.02 $932,398
Connecticut Avenue Securities Trust 2022-R01 1M1 5.30517% 25-DEC-2041, 5.31%, 12/25/41 CAS 2022-R01 20754LAA7 - - 925,991 $926,859 $926,859 0.02 $925,767
Connecticut Avenue Securities, Series 2021-R03 1M1 5.15517% 25-DEC-2041, 5.16%, 12/25/41 CAS 2021-R03 20754AAA1 - - 916,691 $916,315 $916,315 0.02 $915,265
FNMA 30yr Pool#CA6382 4.500% 01-Jul-2050, 4.50%, 07/01/50 FN 3140QECU4 - - 933,330 $906,140 $906,140 0.02 $902,407
BX Commercial Mortgage Trust 2021-21M A 5.156% 15-OCT-2036, 5.16%, 10/15/36 BX 2021-21M 05609CAA5 - - 862,801 $864,758 $864,758 0.02 $862,534
FNMA 30yr Pool#AB9341 3.000% 01-May-2043, 3.00%, 05/01/43 FN 31417GLX2 - - 948,821 $860,900 $860,900 0.02 $858,369
FNMA 30yr Pool#BN4541 4.000% 01-Feb-2049, 4.00%, 02/01/49 FN 3140JMBK7 - - 888,635 $840,349 $840,349 0.02 $837,190
Gracie Point International Funding, Series 2023-2 A 6.59828% 01-MAR-2027, 6.60%, 03/01/27 GPIF 2023-2A 38410JAA0 - - 808,251 $815,270 $815,270 0.01 $810,678
ACHM Trust 2024-HE1 B 7.26% 25-MAY-2039, 7.26%, 05/25/39 ACHM 2024-HE1 00449TAB1 - - 764,975 $789,150 $789,150 0.01 $787,916
FHLMC 30yr Pool#ZT1926 3.000% 01-Nov-2043, 3.00%, 11/01/43 FR 3132AED78 - - 843,235 $766,078 $766,078 0.01 $763,829
FNMA 30yr Pool#BY0782 5.500% 01-Apr-2053, 5.50%, 04/01/53 FN 3140NG2Q2 - - 746,617 $758,190 $758,190 0.01 $754,540
Tricolor Auto Securitization Trust 2024-1 A 6.61% 15-OCT-2027, 6.61%, 10/15/27 TAST 2024-1A 89616LAA0 - - 610,087 $746,708 $746,708 0.01 $611,866
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA2 M1A 5.60517% 25-FEB-2042, 5.61%, 02/25/42 STACR 2022-DNA2 35564KRE1 - - 737,796 $740,623 $740,623 0.01 $739,704
NRZ Excess Spread-Collateralized Notes, Series 2020-PLS1 A 3.844% 25-DEC-2025, 3.84%, 12/25/25 NZES 2020-PLS1 433674AA6 - - 740,080 $733,068 $733,068 0.01 $732,436
FHLMC 30yr Pool#RA1999 4.500% 01-Jan-2050, 4.50%, 01/01/50 FR 3133KHGG5 - - 758,383 $732,823 $732,823 0.01 $729,790
FREMF 2019-KF70 Mortgage Trust C 10.42603% 25-SEP-2029, 10.43%, 09/25/29 FREMF 2019-KF70 30298UAJ0 - - 789,970 $725,649 $725,649 0.01 $723,819
FNMA 30yr Pool#BY0866 5.500% 01-May-2053, 5.50%, 05/01/53 FN 3140NG6C9 - - 708,580 $719,516 $719,516 0.01 $716,052
GNMA II 30yr Pool#MA5264 4.000% 20-Jun-2048, 4.00%, 06/20/48 G2 36179TZ57 - - 756,084 $714,914 $714,914 0.01 $712,225
FHLMC 30yr Pool#QD6555 3.000% 01-Feb-2052, 3.00%, 02/01/52 FR 3133B4H81 - - 754,715 $664,546 $664,546 0.01 $662,533
FNMA 30yr Pool#BW0343 4.500% 01-May-2052, 4.50%, 05/01/52 FN 3140MRLZ8 - - 667,943 $642,124 $642,124 0.01 $639,453
Sequoia Mortgage Trust 2013-5 A1 2.5% 25-MAY-2043, 2.50%, 05/25/43 SEMT 2013-5 81745AAA5 - - 692,338 $608,778 $608,778 0.01 $607,239
FNMA 30yr Pool#AL6842 4.000% 01-May-2045, 4.00%, 05/01/45 FN 3138EPS88 - - 633,809 $608,617 $608,617 0.01 $606,363
FHLMC 30yr Pool#SD8047 4.500% 01-Feb-2050, 4.50%, 02/01/50 FR 3132DV5G6 - - 625,635 $608,196 $608,196 0.01 $605,694
FHLMC 30yr Pool#QE1073 3.500% 01-Apr-2052, 3.50%, 04/01/52 FR 3133BAFN6 - - 655,542 $600,470 $600,470 0.01 $598,431
FNMA 30yr Pool#BK9507 4.000% 01-Oct-2048, 4.00%, 10/01/48 FN 3140HPR58 - - 629,031 $596,239 $596,239 0.01 $594,003
MHC Commercial Mortgage Trust 2021-MHC A 5.227442% 15-APR-2038, 5.23%, 04/15/38 MHC 2021-MHC 55316VAA2 - - 586,117 $585,961 $585,961 0.01 $584,429
FHLMC 15yr Pool#SB0116 2.500% 01-Nov-2034, 2.50%, 11/01/34 FR 3132CWDV3 - - 567,819 $535,684 $535,684 0.01 $534,423
Towd Point Mortgage Trust 2024-CES2 A1B 6.35% 25-FEB-2064, 6.35%, 02/25/64 TPMT 2024-CES2 89182JAB7 - - 511,450 $517,157 $517,157 0.01 $514,270
FNMA 30yr Pool#AZ0869 4.000% 01-Jul-2045, 4.00%, 07/01/45 FN 3138YR6F0 - - 530,203 $505,636 $505,636 0.01 $503,751
FHLMC 30yr Pool#QD9191 3.500% 01-Apr-2052, 3.50%, 04/01/52 FR 3133B7F86 - - 550,891 $504,651 $504,651 0.01 $502,938
FNMA 30yr Pool#BV7632 4.500% 01-Apr-2052, 4.50%, 04/01/52 FN 3140MMPS1 - - 485,897 $467,153 $467,153 0.01 $465,209
Prosper Marketplace Issuance Trust, Series 2024-1 A 6.12% 15-AUG-2029, 6.12%, 08/15/29 PMIT 2024-1A 74363CAA7 - - 426,424 $428,231 $428,231 0.01 $426,926
FNMA 30yr Pool#CB4329 3.500% 01-Jul-2052, 3.50%, 07/01/52 FN 3140QPY35 - - 461,733 $423,151 $423,151 0.01 $421,714
FHLMC 30yr Pool#SD1414 4.000% 01-Oct-2050, 4.00%, 10/01/50 FR 3132DNSB0 - - 445,080 $420,114 $420,114 0.01 $418,532
JP Morgan Mortgage Trust 2015-4 AM 3.0% 25-JUN-2045, 3.00%, 06/25/45 JPMMT 2015-4 46644VBP0 - - 487,485 $415,323 $415,323 0.01 $414,023
FNMA 30yr Pool#CA4646 3.000% 01-Feb-2048, 3.00%, 02/01/48 FN 3140QCEU6 - - 442,343 $396,533 $396,533 0.01 $395,354
FNMA 30yr Pool#BV6879 4.500% 01-Apr-2052, 4.50%, 04/01/52 FN 3140MLUD0 - - 409,014 $393,235 $393,235 0.01 $391,599
FHLMC 30yr Pool#QA8274 3.500% 01-Mar-2050, 3.50%, 03/01/50 FR 3133A3FP8 - - 392,026 $355,336 $355,336 0.01 $354,116
FNMA 30yr Pool#FM3447 4.000% 01-Nov-2049, 4.00%, 11/01/49 FN 3140X6ZM6 - - 369,222 $349,104 $349,104 0.01 $347,791
FHLMC 30yr Pool#SD1966 4.000% 01-Nov-2052, 4.00%, 11/01/52 FR 3132DPFF0 - - 348,433 $325,775 $325,775 0.01 $324,536
Santander Bank Auto Credit-Linked Notes, Series 2023-A B 6.493% 15-JUN-2033, 6.49%, 06/15/33 SBCLN 2023-A 80290CBU7 - - 319,397 $321,396 $321,396 0.01 $320,360
FHLMC 30yr Pool#ZN6461 4.000% 01-May-2049, 4.00%, 05/01/49 FR 3131YDFA7 - - 334,708 $315,609 $315,609 0.01 $314,419
FNMA 30yr Pool#AR9225 3.000% 01-Mar-2043, 3.00%, 03/01/43 FN 3138W7HB3 - - 345,732 $312,154 $312,154 0.01 $311,233
FHLMC 30yr Pool#ZT0391 4.000% 01-Nov-2047, 4.00%, 11/01/47 FR 3132ACNG1 - - 314,756 $299,386 $299,386 0.01 $298,267
FNMA 30yr Pool#FS2548 4.000% 01-Mar-2051, 4.00%, 03/01/51 FN 3140XHZN0 - - 312,695 $295,155 $295,155 0.01 $294,043
Fannie Mae REMIC Trust 2017-9 VL 3.0% 25-JUL-2028, 3.00%, 07/25/28 FNR 2017-9 3136AVYH6 - - 295,855 $291,186 $291,186 0.01 $290,397
FNMA 30yr Pool#FS2238 4.000% 01-Mar-2051, 4.00%, 03/01/51 FN 3140XHPY7 - - 307,381 $290,679 $290,679 0.01 $289,586
FHLMC 30yr Pool#QA5150 4.500% 01-Dec-2049, 4.50%, 12/01/49 FR 31346YWK5 - - 296,836 $288,562 $288,562 0.01 $287,375
Santander Bank Auto Credit-Linked Notes, Series 2023-B C 5.933% 15-DEC-2033, 5.93%, 12/15/33 SBCLN 2023-B 80290CCC6 - - - $286,573 $286,573 0.01 $0
FNMA 30yr Pool#AS8649 3.000% 01-Jan-2047, 3.00%, 01/01/47 FN 3138WJTF5 - - 318,503 $283,135 $283,135 0.01 $282,285
FNMA 30yr Pool#BO9819 4.500% 01-Dec-2049, 4.50%, 12/01/49 FN 3140K54D6 - - 279,772 $271,974 $271,974 0.00 $270,855
FNMA 30yr Pool#BN3899 4.000% 01-Dec-2048, 4.00%, 12/01/48 FN 3140JLKM5 - - 281,410 $266,119 $266,119 0.00 $265,118
FHLMC 15yr Pool#SB0040 2.500% 01-Dec-2033, 2.50%, 12/01/33 FR 3132CWBH6 - - 261,384 $251,145 $251,145 0.00 $250,564
FHLMC 30yr Pool#QA1615 3.500% 01-Aug-2049, 3.50%, 08/01/49 FR 31334XYL7 - - 274,391 $250,292 $250,292 0.00 $249,439
FHLMC 30yr Pool#ZN4240 4.500% 01-Dec-2048, 4.50%, 12/01/48 FR 3131YAV98 - - 252,635 $246,745 $246,745 0.00 $245,734
FNMA 30yr Pool#MA3908 4.500% 01-Jan-2050, 4.50%, 01/01/50 FN 31418DKW1 - - 250,991 $243,995 $243,995 0.00 $242,991
Fannie Mae REMIC Trust 2012-126 SY 0.0% 25-NOV-2042, 0.00%, 11/25/42 FNR 2012-126 3136A9ZR2 - - 473,554 $241,265 $241,265 0.00 $241,265
FNMA 30yr Pool#MA1327 3.000% 01-Jan-2043, 3.00%, 01/01/43 FN 31418APM4 - - 256,846 $233,344 $233,344 0.00 $232,660
FNMA 30yr Pool#MA3687 4.000% 01-Jun-2049, 4.00%, 06/01/49 FN 31418DCZ3 - - 241,389 $227,849 $227,849 0.00 $226,991
FNMA 30yr Pool#BE3616 4.000% 01-May-2047, 4.00%, 05/01/47 FN 3140FPAS8 - - 236,394 $224,989 $224,989 0.00 $224,149
FREED ABS Trust 2021-3FP D 2.37% 18-NOV-2028, 2.37%, 11/20/28 FREED 2021-3FP 30322MAD1 - - 223,942 $223,155 $223,155 0.00 $222,934
FNMA 30yr Pool#BW0081 4.500% 01-Apr-2052, 4.50%, 04/01/52 FN 3140MRCT2 - - 231,174 $222,238 $222,238 0.00 $221,313
GNMA II 30yr Pool#MA5192 4.000% 20-May-2048, 4.00%, 05/20/48 G2 36179TXV2 - - 225,980 $213,675 $213,675 0.00 $212,871
FHLMC 30yr Pool#RA1088 4.500% 01-Jul-2049, 4.50%, 07/01/49 FR 3133KGF52 - - 205,543 $199,814 $199,814 0.00 $198,992
FNMA 30yr Pool#AB6280 3.000% 01-Sep-2042, 3.00%, 09/01/42 FN 31417C6S9 - - 208,925 $189,808 $189,808 0.00 $189,251
FHLMC 30yr Pool#SD8040 4.500% 01-Jan-2050, 4.50%, 01/01/50 FR 3132DV4Z5 - - 191,289 $185,958 $185,958 0.00 $185,192
FNMA 30yr Pool#BV7132 4.500% 01-Apr-2052, 4.50%, 04/01/52 FN 3140ML4S6 - - 187,292 $180,053 $180,053 0.00 $179,304
FNMA 30yr Pool#CA4185 4.500% 01-Sep-2049, 4.50%, 09/01/49 FN 3140QBUK2 - - 181,879 $176,809 $176,809 0.00 $176,082
FNMA 30yr Pool#BO2983 3.000% 01-Sep-2049, 3.00%, 09/01/49 FN 3140JXJ58 - - 197,440 $175,751 $175,751 0.00 $175,225
FNMA 30yr Pool#CA4035 4.500% 01-Aug-2049, 4.50%, 08/01/49 FN 3140QBPV4 - - 179,195 $174,200 $174,200 0.00 $173,484
FNMA 30yr Pool#BW0072 4.500% 01-Apr-2052, 4.50%, 04/01/52 FN 3140MRCJ4 - - 171,641 $165,019 $165,019 0.00 $164,333
FHLMC 30yr Pool#ZT1320 4.000% 01-Nov-2048, 4.00%, 11/01/48 FR 3132ADPD4 - - 168,889 $159,712 $159,712 0.00 $159,112
FNMA 30yr Pool#AB7563 3.000% 01-Jan-2043, 3.00%, 01/01/43 FN 31417EMM0 - - 174,171 $158,920 $158,920 0.00 $158,456
FHLMC 30yr Pool#ZA7158 4.500% 01-Jun-2049, 4.50%, 06/01/49 FR 31329Q5T4 - - 159,677 $154,295 $154,295 0.00 $153,657
FNMA 30yr Pool#FS2546 4.000% 01-Mar-2051, 4.00%, 03/01/51 FN 3140XHZL4 - - 157,733 $149,162 $149,162 0.00 $148,602
Santander Bank Auto Credit-Linked Notes, Series 2022-C C 6.986% 15-DEC-2032, 6.99%, 12/15/32 SBCLN 2022-C 80290CBG8 - - 142,034 $142,681 $142,681 0.00 $142,185
GNMA II 30yr Pool#MA5753 4.000% 20-Feb-2049, 4.00%, 02/20/49 G2 36179UMA7 - - 146,999 $135,471 $135,471 0.00 $134,949
FNMA 30yr Pool#MA1229 3.000% 01-Oct-2042, 3.00%, 10/01/42 FN 31418ALK2 - - 148,704 $135,250 $135,250 0.00 $134,853
GNMA II 30yr Pool#BK5879 4.500% 20-Nov-2048, 4.50%, 11/20/48 G2 3617J6Q80 - - 135,723 $132,472 $132,472 0.00 $131,929
FNMA 30yr Pool#BV7131 4.500% 01-Apr-2052, 4.50%, 04/01/52 FN 3140ML4R8 - - 130,017 $124,991 $124,991 0.00 $124,471
GNMA II 30yr Pool#BF6874 4.500% 20-Jul-2048, 4.50%, 07/20/48 G2 3617GDT77 - - 128,279 $124,955 $124,955 0.00 $124,442
GNMA II 30yr Pool#MA5866 4.000% 20-Apr-2049, 4.00%, 04/20/49 G2 36179UQT2 - - 134,021 $124,151 $124,151 0.00 $123,674
FNMA 20yr Pool#AB9283 3.000% 01-Apr-2038, 3.00%, 04/01/38 FN 31417GJ56 - - 137,007 $123,860 $123,860 0.00 $123,494
FNMA 30yr Pool#BM3282 3.500% 01-Dec-2047, 3.50%, 12/01/47 FN 3140J7UG8 - - 122,489 $113,484 $113,484 0.00 $113,103
Upstart Securitization Trust 2021-1 C 4.06% 20-MAR-2031, 4.06%, 03/20/31 UPST 2021-1 91681NAC8 - - 112,820 $112,849 $112,849 0.00 $112,684
FNMA 30yr Pool#CA3683 4.500% 01-Jun-2049, 4.50%, 06/01/49 FN 3140QBCV8 - - 112,410 $109,277 $109,277 0.00 $108,827
FHLMC 30yr Pool#ZT1633 4.000% 01-Mar-2047, 4.00%, 03/01/47 FR 3132ADY69 - - 112,069 $106,876 $106,876 0.00 $106,477
FHLMC 30yr Pool#QE0318 4.500% 01-Mar-2052, 4.50%, 03/01/52 FR 3133B9K78 - - 109,047 $104,841 $104,841 0.00 $104,404
FNMA 30yr Pool#CA0108 3.500% 01-Aug-2047, 3.50%, 08/01/47 FN 3140Q7DN4 - - 110,579 $102,449 $102,449 0.00 $102,105
FHLMC 30yr Pool#ZM7577 4.500% 01-Aug-2048, 4.50%, 08/01/48 FR 3131Y2M21 - - 100,936 $98,420 $98,420 0.00 $98,016
Fannie Mae REMIC Trust 2013-130 FN 4.76965% 25-OCT-2042, 4.77%, 10/25/42 FNR 2013-130 3136AHG53 - - 97,964 $96,700 $96,700 0.00 $96,596
FNMA 30yr Pool#BJ8459 3.000% 01-Aug-2049, 3.00%, 08/01/49 FN 3140HAMH0 - - 101,735 $88,248 $88,248 0.00 $87,976
FNMA 30yr Pool#BO4113 3.000% 01-Aug-2049, 3.00%, 08/01/49 FN 3140JYSB3 - - 92,404 $80,153 $80,153 0.00 $79,907
FHLMC 30yr Pool#ZM7926 5.000% 01-Sep-2048, 5.00%, 09/01/48 FR 3131Y2YX0 - - 78,500 $78,319 $78,319 0.00 $77,971
Sequoia Mortgage Trust 2019-CH3 A19 4.0% 25-OCT-2049, 4.00%, 09/25/49 SEMT 2019-CH3 81748GBN0 - - 84,357 $76,794 $76,794 0.00 $76,494
FNMA 30yr Pool#MA1447 3.000% 01-May-2043, 3.00%, 05/01/43 FN 31418ATD0 - - 80,512 $72,693 $72,693 0.00 $72,478
FHLMC 30yr Pool#QA2159 3.000% 01-Aug-2049, 3.00%, 08/01/49 FR 31334YMG9 - - 83,751 $72,647 $72,647 0.00 $72,424
Connecticut Avenue Securities Trust 2024-R03 2M2 6.25517% 25-MAR-2044, 6.26%, 03/25/44 CAS 2024-R03 207941AB1 - - - $66,082 $66,082 0.00 $0
FNMA 30yr Pool#AS8547 3.000% 01-Nov-2046, 3.00%, 11/01/46 FN 3138WJP93 - - 72,540 $64,236 $64,236 0.00 $64,043
FNMA 30yr Pool#BD2453 3.000% 01-Jan-2047, 3.00%, 01/01/47 FN 3140F9WP6 - - 70,564 $63,257 $63,257 0.00 $63,069
FHLMC 15yr Pool#ZK8962 3.000% 01-Sep-2032, 3.00%, 09/01/32 FR 3131XC5X1 - - 60,299 $58,437 $58,437 0.00 $58,276
Fannie Mae REMIC Trust 2006-20 GF 4.78645% 25-APR-2036, 4.77%, 04/25/36 FNR 2006-20 31395BU43 - - 58,332 $57,764 $57,764 0.00 $57,703
Fannie Mae REMIC Trust 2010-109 BS 6.30267% 25-OCT-2040, 6.30%, 10/25/40 FNR 2010-109 31398NTM6 - - 41,248 $56,868 $56,868 0.00 $56,637
FHLMC 15yr Pool#ZS7403 3.000% 01-May-2031, 3.00%, 05/01/31 FR 3132A8GL7 - - 55,963 $54,588 $54,588 0.00 $54,438
Freddie Mac Multiclass Certificates, Series 3380 FM 5.03676% 15-OCT-2037, 5.01%, 10/15/37 FHR 3380 31397KTJ0 - - 45,849 $45,783 $45,783 0.00 $45,668
Freddie Mac Multiclass Certificates, Series 3721 FB 4.94676% 15-SEP-2040, 4.92%, 09/15/40 FHR 3721 3137GAD20 - - 45,150 $44,992 $44,992 0.00 $44,881
FNMA 15yr Pool#BO5957 3.000% 01-Dec-2034, 3.00%, 12/01/34 FN 3140K1TP1 - - 46,093 $44,312 $44,312 0.00 $44,189
FNMA 30yr Pool#BO1857 4.500% 01-Aug-2049, 4.50%, 08/01/49 FN 3140JWB33 - - 43,266 $42,060 $42,060 0.00 $41,887
Ginnie Mae REMIC Trust 2008-013 FB 4.93886% 20-FEB-2038, 4.93%, 02/20/38 GNR 2008-13 38375PNL1 - - 41,491 $41,337 $41,337 0.00 $41,263
FNMA 15yr Pool#BO7717 3.000% 01-Nov-2034, 3.00%, 11/01/34 FN 3140K3SF0 - - 39,111 $37,689 $37,689 0.00 $37,584
FNMA 30yr Pool#BC0870 3.500% 01-Jan-2046, 3.50%, 01/01/46 FN 3140EU6G9 - - 38,507 $35,668 $35,668 0.00 $35,548
FHLMC 15yr Pool#ZK9163 3.000% 01-Jan-2033, 3.00%, 01/01/33 FR 3131XDFC4 - - 34,661 $33,572 $33,572 0.00 $33,480
Ginnie Mae REMIC Trust 2007-040 FG 4.75886% 20-JUL-2037, 4.75%, 07/20/37 GNR 2007-40 38375KZS4 - - 32,028 $31,704 $31,704 0.00 $31,649
Ginnie Mae REMIC Trust 2004-069 CF 4.83886% 20-JUL-2034, 4.83%, 07/20/34 GNR 2004-69 38374JAT3 - - 28,158 $28,106 $28,106 0.00 $28,057
Ginnie Mae REMIC Trust 2010-133 FD 4.85624% 16-OCT-2040, 4.86%, 10/16/40 GNR 2010-133 38377MHV1 - - 26,080 $26,071 $26,071 0.00 $26,011
Ginnie Mae REMIC Trust 2007-059 FA 4.93886% 20-OCT-2037, 4.93%, 10/20/37 GNR 2007-59 38375LPU8 - - 25,488 $25,392 $25,392 0.00 $25,346
Fannie Mae REMIC Trust 2013-2 QF 4.93645% 25-FEB-2043, 4.92%, 02/25/43 FNR 2013-2 3136AB4P5 - - 25,435 $25,353 $25,353 0.00 $25,325
FHLMC 30yr Pool#ZN2165 4.500% 01-Dec-2048, 4.50%, 12/01/48 FR 3131Y8MN2 - - 23,730 $23,130 $23,130 0.00 $23,035
Ginnie Mae REMIC Trust 2007-037 FW 4.74886% 20-JUN-2037, 4.74%, 06/20/37 GNR 2007-37 38375KNR9 - - 20,607 $20,386 $20,386 0.00 $20,351
Ginnie Mae REMIC Trust 2004-059 FP 4.72624% 16-AUG-2034, 4.73%, 08/16/34 GNR 2004-59 38374HYS3 - - 20,415 $20,367 $20,367 0.00 $20,321
Ginnie Mae REMIC Trust 2008-016 FC 4.93886% 20-FEB-2038, 4.93%, 02/20/38 GNR 2008-16 383742FU2 - - 20,348 $20,278 $20,278 0.00 $20,242
Ginnie Mae REMIC Trust 2005-065 FA 4.58886% 20-AUG-2035, 4.58%, 08/20/35 GNR 2005-65 38374LL25 - - 19,977 $19,690 $19,690 0.00 $19,657
Freddie Mac Multiclass Certificates, Series 2426 FL 5.09676% 15-MAR-2032, 5.07%, 03/15/32 FHR 2426 31339W7G5 - - 18,916 $19,032 $19,032 0.00 $18,984
Fannie Mae REMIC Trust 2002-53 FK 4.83645% 25-APR-2032, 4.82%, 04/25/32 FNR 2002-53 31392EHN3 - - 18,441 $18,376 $18,376 0.00 $18,356
Ginnie Mae REMIC Trust 2005-048 AF 4.63886% 20-JUN-2035, 4.63%, 06/20/35 GNR 2005-48 38374LHM6 - - 16,981 $16,772 $16,772 0.00 $16,744
FHLMC 30yr Pool#ZT0252 3.000% 01-Dec-2047, 3.00%, 12/01/47 FR 3132ACH52 - - 17,819 $15,974 $15,974 0.00 $15,926
Fannie Mae REMIC Trust 2005-83 KT 4.73645% 25-OCT-2035, 4.72%, 10/25/35 FNR 2005-83 31394FUL7 - - 15,756 $15,622 $15,622 0.00 $15,606
Fannie Mae REMIC Trust 2007-89 GF 4.95645% 25-SEP-2037, 4.94%, 09/25/37 FNR 2007-89 31396XPM0 - - 14,778 $14,779 $14,779 0.00 $14,763
Freddie Mac Multiclass Certificates, Series 2551 FD 4.84676% 15-JAN-2033, 4.82%, 01/15/33 FHR 2551 31393JAZ1 - - 13,458 $13,458 $13,458 0.00 $13,427
Ginnie Mae REMIC Trust 2012-075 FP 4.73886% 20-JUL-2041, 4.73%, 07/20/41 GNR 2012-75 38378EZ55 - - 12,696 $12,649 $12,649 0.00 $12,628
FHLMC 30yr Pool#ZM2269 3.000% 01-Dec-2046, 3.00%, 12/01/46 FR 3131XVQW8 - - 13,141 $11,770 $11,770 0.00 $11,735
Freddie Mac Multiclass Certificates, Series 2410, excluding Group 6 FX 4.79676% 15-FEB-2032, 4.77%, 02/15/32 FHR 2410 31339NJN7 - - 10,691 $10,658 $10,658 0.00 $10,634
Ginnie Mae REMIC Trust 2007-061 FA 4.93886% 20-OCT-2037, 4.93%, 10/20/37 GNR 2007-61 38375LLN8 - - 10,625 $10,585 $10,585 0.00 $10,566
Fannie Mae REMIC Trust 2010-123 FL 4.86645% 25-NOV-2040, 4.85%, 11/25/40 FNR 2010-123 31398N2W3 - - 10,104 $10,050 $10,050 0.00 $10,039
FNMA 15yr Pool#AS8207 2.500% 01-Oct-2031, 2.50%, 10/01/31 FN 3138WJDM7 - - 10,437 $10,033 $10,033 0.00 $10,010
Fannie Mae REMIC Trust 2003-87 FG 4.93645% 25-SEP-2033, 4.92%, 09/25/33 FNR 2003-87 31393E4W6 - - 9,704 $9,689 $9,689 0.00 $9,679
Freddie Mac Multiclass Certificates, Series 3028 FM 4.69676% 15-SEP-2035, 4.67%, 09/15/35 FHR 3028 31396AFB5 - - 9,499 $9,460 $9,460 0.00 $9,439
Freddie Mac Multiclass Certificates, Series 3738 FD 4.74676% 15-AUG-2040, 4.72%, 08/15/40 FHR 3738 3137GAYQ4 - - 9,414 $9,428 $9,428 0.00 $9,406
GNMA II 30yr Pool#BK6072 5.000% 20-Jan-2049, 5.00%, 01/20/49 G2 3617J6W91 - - 9,206 $9,179 $9,179 0.00 $9,138
FNMA 15yr Pool#BM1036 2.500% 01-Feb-2032, 2.50%, 02/01/32 FN 3140J5EJ4 - - 9,120 $8,767 $8,767 0.00 $8,747
FNMA 15yr Pool#AS7643 2.500% 01-Aug-2031, 2.50%, 08/01/31 FN 3138WHP55 - - 9,078 $8,729 $8,729 0.00 $8,708
Fannie Mae REMIC Trust 2002-16 VF 4.98645% 25-APR-2032, 4.97%, 04/25/32 FNR 2002-16 31392CWW0 - - 8,072 $8,077 $8,077 0.00 $8,068
Fannie Mae REMIC Trust 2012-100 FG 4.83645% 25-SEP-2042, 4.82%, 09/25/42 FNR 2012-100 3136A8QW3 - - 8,072 $7,948 $7,948 0.00 $7,939
FHLMC 15yr Pool#ZK8405 2.500% 01-Dec-2031, 2.50%, 01/22/31 FR 3131XCKS5 - - 7,797 $7,485 $7,485 0.00 $7,467
Ginnie Mae REMIC Trust 2007-018 FD 4.73886% 20-APR-2037, 4.73%, 04/20/37 GNR 2007-18 38375JC86 - - 7,496 $7,409 $7,409 0.00 $7,396
Ginnie Mae REMIC Trust 2010-006 FG 5.02624% 16-JAN-2040, 5.03%, 01/16/40 GNR 2010-6 38376TSC7 - - 7,220 $7,223 $7,223 0.00 $7,206
Fannie Mae REMIC Trust 2010-95 FB 4.83645% 25-SEP-2040, 4.82%, 09/25/40 FNR 2010-95 31398NEX8 - - 6,856 $6,826 $6,826 0.00 $6,819
FNMA 30yr Pool#MA3694 4.500% 01-Jul-2049, 4.50%, 07/01/49 FN 31418DC83 - - 4,734 $4,602 $4,602 0.00 $4,583
Ginnie Mae REMIC Trust 1999-27 FE 4.82624% 16-AUG-2029, 4.83%, 08/16/29 GNR 1999-27 3837H2WA3 - - 3,615 $3,622 $3,622 0.00 $3,612
Freddie Mac Multiclass Certificates, Series 2469 FE 4.94676% 15-JUL-2032, 4.92%, 07/15/32 FHR 2469 31392RC58 - - 2,396 $2,399 $2,399 0.00 $2,394
FHLMC 30yr Pool#ZN0650 3.000% 01-Mar-2043, 3.00%, 03/01/43 FR 3131Y6WK1 - - 2,291 $2,069 $2,069 0.00 $2,063
Ginnie Mae REMIC Trust 2010-125 VF 4.78886% 20-JUN-2040, 4.78%, 06/20/40 GNR 2010-125 38377JYJ6 - - 400.00 $399 $399 0.00 $398
US 10yr Ultra Fut Sep25 SEP 25 UXYU5 FUTURES_USD - -586.00 $-66,630,031 $0 0.00 $0
US 10YR NOTE (CBT)Sep25 SEP 25 TYU5 FUTURES_USD - -236.00 $-26,343,500 $0 0.00 $0
US ULTRA BOND CBT Sep25 SEP 25 WNU5 FUTURES_USD - -645.00 $-76,291,406 $0 0.00 $0
US 5YR NOTE (CBT) Sep25 SEP 25 FVU5 FUTURES_USD - 3,170 $344,440,312 $0 0.00 $0
GNMA II TBA 30yr 5% July Delivery, 5.00%, 07/21/25 G2SF 21H050672 - - -24,500,000 $-24,013,210 $-24,013,210 -0.44 $-24,013,210
UMBS TBA 30yr 6% July Delivery, 6.00%, 07/14/25 FNCL 01F060675 - - -23,700,000 $-24,069,957 $-24,069,957 -0.44 $-24,069,957
UMBS TBA 30yr 2.5% July Delivery, 2.50%, 07/14/25 FNCL 01F022675 - - -45,700,000 $-37,816,933 $-37,816,933 -0.69 $-37,816,933
UMBS TBA 30yr 3.5% July Delivery, 3.50%, 07/14/25 FNCL 01F032674 - - -154,153,000 $-138,573,373 $-138,573,373 -2.51 $-138,573,373
UMBS TBA 30yr 5% July Delivery, 5.00%, 07/14/25 FNCL 01F050676 - - -316,696,000 $-309,830,031 $-309,830,031 -5.61 $-309,830,031
UMBS TBA 30yr 4% July Delivery, 4.00%, 07/14/25 FNCL 01F040677 - - -575,916,155 $-534,347,679 $-534,347,679 -9.68 $-534,347,679
UMBS TBA 30yr 4.5% July Delivery, 4.50%, 07/14/25 FNCL 01F042673 - - -649,198,988 $-619,580,583 $-619,580,583 -11.23 $-619,580,583
UMBS TBA 30yr 5.5% July Delivery, 5.50%, 07/14/25 FNCL 01F052672 - - -954,074,239 $-952,511,465 $-952,511,465 -17.26 $-952,511,465
SEGREGATED CASH SEGCASH - $0.00 10,999,576 $10,999,576 $10,999,576 0.20 $10,999,576
ALMSUM ALMSUM - $0.00 - $0 $0 0.00 $0
US DOLLARS USD MD_142224 - - -1,452,516,729 $-1,452,516,729 $-1,452,516,729 -26.32 $-1,452,516,729
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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