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For Institutional Investors in the US

Mortgage-Backed Securities ETF Holdings

Full Portfolio Holdings

(As of November 13, 2025)

Ticker Cusip Underlying Security Strike Price Quantity (Shares/ Par/ Units/ Contracts) Notional Value Market Value Weight % Current Market Value
UMBS TBA 30yr 11.5% November Delivery, 2.50%, 12/11/25 FNCL 01F0226C4 - - 1,711,613,894 $1,450,611,603 $1,450,611,603 21.56 $1,450,611,603
UMBS TBA 30yr 12% July Delivery, 3.00%, 12/11/25 FNCL 01F0306C7 - - 734,979,354 $649,651,926 $649,651,926 9.66 $649,651,926
GNMA II TBA 30yr 5% December Delivery, 5.00%, 12/18/25 G2SF 21H0506C1 - - 411,201,194 $408,710,137 $408,710,137 6.08 $408,710,137
GNMA II TBA 30yr 2.5% December Delivery, 2.50%, 12/18/25 G2SF 21H0226C0 - - 443,715,414 $383,669,626 $383,669,626 5.71 $383,669,626
UMBS TBA 30yr 2% December Delivery, 2.00%, 12/11/25 FNCL 01F0206C8 - - 402,248,255 $325,831,947 $325,831,947 4.85 $325,831,947
FNMA 30yr Pool#CC1013 5.500% 01-Sep-2055, 5.50%, 09/01/55 FN 3140Y7DT2 - - 213,527,284 $220,044,809 $220,044,809 3.28 $217,090,284
FNMA 30yr Pool#CC0839 6.000% 01-Aug-2055, 6.00%, 08/01/55 FN 3140Y64Z0 - - 194,971,623 $204,562,599 $204,562,599 3.05 $201,045,017
FNMA 30yr Pool#CB9430 5.500% 01-Nov-2054, 5.50%, 11/01/54 FN 3140QVPQ1 - - 187,240,605 $192,269,739 $192,269,739 2.87 $190,027,475
GNMA II TBA 30yr 5.5% December Delivery, 5.50%, 12/18/25 G2SF 21H0526C7 - - 183,586,000 $184,625,097 $184,625,097 2.75 $184,625,097
GNMA II TBA 30yr 3% December Delivery, 3.00%, 12/18/25 G2SF 21H0306C3 - - 203,159,962 $182,384,418 $182,384,418 2.72 $182,384,418
Fannie Mae REMIC Trust 2025-12 FC 5.28279% 25-MAR-2055, 5.28%, 03/25/55 FNR 2025-12 3136BVFC7 - - 157,030,627 $157,760,534 $157,760,534 2.35 $157,322,711
FNMA 30yr Pool#FA2033 6.000% 01-Jul-2054, 6.00%, 07/01/54 FN 3140W2HK0 - - 132,484,893 $140,622,563 $140,622,563 2.10 $136,470,027
GNMA II TBA 30yr 3.5% December Delivery, 3.50%, 12/18/25 G2SF 21H0326C9 - - 147,859,377 $134,999,160 $134,999,160 2.02 $134,999,160
FNMA 30yr Pool#CB9787 5.000% 01-Jan-2055, 5.00%, 01/01/55 FN 3140QV2V5 - - 131,537,635 $132,232,160 $132,232,160 1.97 $131,994,661
GNMA II TBA 30yr 4.5% December Delivery, 4.50%, 12/18/25 G2SF 21H0426C8 - - 127,692,488 $124,190,905 $124,190,905 1.86 $124,190,905
FNMA 30yr Pool#FA2754 4.500% 01-Jan-2049, 4.50%, 01/01/49 FN 3140W3BY4 - - 118,651,684 $118,335,968 $118,335,968 1.77 $117,377,572
FNMA 30yr Pool#FS1133 4.000% 01-Oct-2051, 4.00%, 10/01/51 FN 3140XGHK8 - - 114,180,716 $111,238,095 $111,238,095 1.65 $109,520,235
GNMA II TBA 30yr 4% December Delivery, 4.00%, 12/18/25 G2SF 21H0406C2 - - 114,954,688 $108,414,456 $108,414,456 1.61 $108,414,456
FHLMC 30yr Pool#SD5238 5.500% 01-Apr-2054, 5.50%, 04/01/54 FR 3132DSZB1 - - 99,121,266 $104,544,839 $104,544,839 1.55 $101,291,022
FNMA 30yr Pool#FM7460 4.000% 01-Mar-2051, 4.00%, 03/01/51 FN 3140XBJE1 - - 107,420,753 $104,420,651 $104,420,651 1.55 $103,036,192
UMBS TBA 30yr 4% January Delivery, 6.50%, 12/11/25 FNCL 01F0626C0 - - 92,975,000 $96,163,113 $96,163,113 1.43 $96,163,113
UMBS TBA 30yr 2% November Delivery, 5.00%, 12/11/25 FNCL 01F0506C5 - - 93,432,628 $92,754,307 $92,754,307 1.38 $92,754,307
Freddie Mac Multiclass Certificates, Series 5544 FC 5.18279% 25-JUN-2055, 5.18%, 06/25/55 FHR 5544 3137HLNP3 - - 90,516,252 $91,092,064 $91,092,064 1.35 $90,844,469
FNMA 30yr Pool#FA3025 5.500% 01-Sep-2055, 5.50%, 09/01/55 FN 3140W3LF4 - - 86,855,387 $90,567,265 $90,567,265 1.35 $89,029,890
FHLMC 30yr Pool#SL2464 4.500% 01-Dec-2048, 4.50%, 12/01/48 FR 31427PW26 - - 84,189,583 $84,547,183 $84,547,183 1.26 $83,285,534
FHLMC 30yr Pool#SD1046 4.000% 01-Jul-2052, 4.00%, 07/01/52 FR 3132DNET6 - - 81,624,760 $79,508,306 $79,508,306 1.18 $78,071,150
FHLMC 30yr Pool#RJ4363 5.500% 01-Jun-2055, 5.50%, 06/01/55 FR 3142GUZ55 - - 76,168,020 $79,058,494 $79,058,494 1.17 $78,069,621
FNMA 30yr Pool#FA0574 5.500% 01-Jan-2055, 5.50%, 01/01/55 FN 3140W0T88 - - 70,270,254 $73,659,456 $73,659,456 1.09 $72,023,744
FNMA 30yr Pool#FS8993 6.000% 01-Jul-2054, 6.00%, 07/01/54 FN 3140XQ7F8 - - 68,394,250 $73,206,575 $73,206,575 1.09 $70,368,615
FHLMC 30yr Pool#SL2435 6.500% 01-Feb-2055, 6.50%, 02/01/55 FR 31427PV50 - - 57,923,268 $63,435,731 $63,435,731 0.94 $60,325,284
FHLMC 30yr Pool#SL1188 5.500% 01-Apr-2055, 5.50%, 04/01/55 FR 31427NKA6 - - 58,953,901 $61,239,588 $61,239,588 0.91 $60,344,112
FHLMC 30yr Pool#QX7566 5.500% 01-Mar-2055, 5.50%, 03/01/55 FR 31426DMQ2 - - 55,684,292 $57,500,677 $57,500,677 0.85 $56,530,493
FNMA 30yr Pool#CB9654 5.000% 01-Dec-2054, 5.00%, 12/01/54 FN 3140QVWQ3 - - 51,637,026 $51,909,672 $51,909,672 0.77 $51,816,439
FHLMC 30yr Pool#SL0239 5.000% 01-Jan-2055, 5.00%, 01/01/55 FR 31427MHR5 - - 51,083,864 $51,353,589 $51,353,589 0.76 $51,261,354
Fannie Mae REMIC Trust 2025-9 FA 5.38279% 25-MAR-2055, 5.38%, 03/25/55 FNR 2025-9 3136BVDC9 - - 50,937,018 $51,260,288 $51,260,288 0.76 $51,115,580
FNMA 30yr Pool#FA3128 5.500% 01-Oct-2055, 5.50%, 10/01/55 FN 3140W3PN3 - - 48,504,868 $50,701,907 $50,701,907 0.75 $49,778,680
FNMA 30yr Pool#CB9613 5.500% 01-Dec-2054, 5.50%, 12/01/54 FN 3140QVVF8 - - 47,541,384 $49,210,092 $49,210,092 0.73 $48,263,842
FHLMC 30yr Pool#SD7343 5.500% 01-Jan-2055, 5.50%, 01/01/55 FR 3132DVEQ4 - - 45,390,958 $47,357,010 $47,357,010 0.70 $46,468,148
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA2 M2 7.93279% 25-FEB-2042, 7.93%, 02/25/42 STACR 2022-DNA2 35564KRN1 - - 43,256,272 $44,820,707 $44,820,707 0.67 $44,649,136
FNMA 30yr Pool#FS9779 5.500% 01-Nov-2054, 5.50%, 11/01/54 FN 3140XR2M6 - - 43,262,562 $44,780,704 $44,780,704 0.67 $44,273,449
PMT LOAN TRUST 2025-J3 FLTG 2056 A3, 5.71%, 11/27/56 PMTLT 2025-J3 69392XBM9 - - 41,972,000 $42,185,231 $42,185,231 0.63 $42,058,643
Radian Mortgage Capital Trust 2025-J4 A25 5.73078% 25-MAR-2056, 5.73%, 03/25/56 RMCT 2025-J4 75024UBP1 - - 41,983,000 $42,106,158 $42,106,158 0.63 $41,978,764
FNMA 30yr Pool#FA1951 6.000% 01-Jun-2055, 6.00%, 06/01/55 FN 3140W2EZ0 - - 39,458,749 $41,952,983 $41,952,983 0.62 $40,631,116
FNMA 40yr Pool#BF0646 2.500% 01-Jun-2062, 2.50%, 06/01/62 FN 3140FXWG3 - - 49,134,944 $41,906,278 $41,906,278 0.62 $41,323,953
FHLMC 30yr Pool#SL0046 6.000% 01-Jan-2055, 6.00%, 01/01/55 FR 31427MBQ3 - - 39,396,370 $41,794,992 $41,794,992 0.62 $40,531,755
FNMA 30yr Pool#FS8121 4.000% 01-Jul-2052, 4.00%, 07/01/52 FN 3140XQAX5 - - 43,065,943 $41,783,538 $41,783,538 0.62 $41,151,083
OBX 2025-J3 TRUST FLTG 2055 AF, 5.68%, 10/25/55 OBX 2025-J3 67449KAU7 - - 41,590,205 $41,713,893 $41,713,893 0.62 $41,589,153
FNMA 30yr Pool#FS8881 4.500% 01-Sep-2053, 4.50%, 09/01/53 FN 3140XQ2P1 - - 40,749,952 $40,750,359 $40,750,359 0.61 $40,183,923
FHLMC 30yr Pool#ZT2413 4.000% 01-Feb-2041, 4.00%, 02/01/41 FR 3132AEVE3 - - 40,963,430 $40,648,172 $40,648,172 0.60 $39,999,480
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-HQA3 M2 6.28279% 25-SEP-2041, 6.28%, 09/25/41 STACR 2021-HQA3 35564KJP5 - - 40,047,609 $40,463,186 $40,463,186 0.60 $40,337,381
New Residential Mortgage LLC 6.545% 25-MAR-2032, 6.54%, 03/25/32 NZES 2025-FHT 64832EAA7 - - 39,304,919 $39,985,429 $39,985,429 0.59 $39,849,658
FHLMC 30yr Pool#SD6787 4.000% 01-May-2053, 4.00%, 05/01/53 FR 3132DURG4 - - 40,815,018 $39,504,003 $39,504,003 0.59 $38,987,629
FNMA 30yr Pool#FA1557 6.000% 01-May-2055, 6.00%, 05/01/55 FN 3140W1WT6 - - 36,383,729 $39,419,280 $39,419,280 0.59 $37,432,291
FHLMC 30yr Pool#SL0938 4.000% 01-Jul-2050, 4.00%, 07/01/50 FR 31427NBG3 - - 38,508,424 $38,214,090 $38,214,090 0.57 $37,544,757
FHLMC 30yr Pool#SI2101 4.000% 01-Sep-2048, 4.00%, 09/01/48 FR 3133USKN0 - - 39,254,122 $38,186,595 $38,186,595 0.57 $37,704,009
FNMA 40yr Pool#BF0598 2.500% 01-Mar-2062, 2.50%, 03/01/62 FN 3140FXUY6 - - 44,060,543 $37,489,721 $37,489,721 0.56 $37,059,639
FNMA 30yr Pool#FA0576 5.500% 01-Jan-2055, 5.50%, 01/01/55 FN 3140W0UA1 - - 35,840,211 $37,284,041 $37,284,041 0.55 $36,740,546
FNMA 30yr Pool#FA2190 4.000% 01-Apr-2053, 4.00%, 04/01/53 FN 3140W2NG2 - - 37,950,312 $36,737,632 $36,737,632 0.55 $36,257,046
FHLMC 30yr Pool#SL1632 4.000% 01-Nov-2053, 4.00%, 11/01/53 FR 31427NY60 - - 37,717,711 $36,697,155 $36,697,155 0.55 $36,063,984
FNMA 30yr Pool#FA3105 6.000% 01-May-2055, 6.00%, 05/01/55 FN 3140W3NX3 - - 33,716,348 $35,395,939 $35,395,939 0.53 $34,727,048
UMBS TBA 30yr 3.5% July Delivery, 6.00%, 12/11/25 FNCL 01F0606C4 - - 33,670,000 $34,380,774 $34,380,774 0.51 $34,380,774
FHLMC 30yr Pool#SL2558 6.000% 01-Aug-2055, 6.00%, 08/01/55 FR 31427PZY3 - - 30,536,438 $34,306,122 $34,306,122 0.51 $31,451,816
FNMA 30yr Pool#FA3191 5.500% 01-Oct-2055, 5.50%, 10/01/55 FN 3140W3RM3 - - 32,703,722 $33,535,948 $33,535,948 0.50 $33,470,995
FNMA 30yr Pool#FA2446 4.500% 01-Jul-2053, 4.50%, 07/01/53 FN 3140W2WG2 - - 32,688,160 $33,264,566 $33,264,566 0.49 $32,118,259
FNMA 30yr Pool#FA0603 4.500% 01-Sep-2051, 4.50%, 09/01/51 FN 3140W0U52 - - 32,412,790 $32,725,929 $32,725,929 0.49 $32,033,122
FNMA 40yr Pool#BF0698 3.500% 01-Dec-2062, 3.50%, 12/01/62 FN 3140FXX49 - - 33,704,841 $31,730,878 $31,730,878 0.47 $30,777,595
FNMA 30yr Pool#BW7371 5.500% 01-Feb-2053, 5.50%, 02/01/53 FN 3140N0FM2 - - 29,756,420 $30,837,496 $30,837,496 0.46 $30,595,856
FHLMC 30yr Pool#SL0238 5.000% 01-May-2054, 5.00%, 05/01/54 FR 31427MHQ7 - - 30,593,412 $30,754,947 $30,754,947 0.46 $30,699,709
JP MORGAN MORTGAGE TRUST 2 5.777% 55, 5.50%, 11/25/55 JPMMT 2025-5MPR 46593VAD9 - - 30,167,475 $30,510,753 $30,510,753 0.45 $30,312,569
FNMA 30yr Pool#FS3883 4.500% 01-Feb-2053, 4.50%, 02/01/53 FN 3140XKJ50 - - 30,077,676 $29,982,906 $29,982,906 0.45 $29,577,193
FNMA 30yr Pool#FS9788 5.500% 01-Nov-2054, 5.50%, 11/01/54 FN 3140XR2W4 - - 28,363,791 $29,951,435 $29,951,435 0.45 $28,813,431
FNMA 30yr Pool#FS8335 4.500% 01-Jan-2051, 4.50%, 01/01/51 FN 3140XQHM2 - - 29,795,791 $29,780,953 $29,780,953 0.44 $29,446,777
FHLMC 30yr Pool#SL1291 4.000% 01-Nov-2054, 4.00%, 11/01/54 FR 31427NNH8 - - 30,663,047 $29,657,995 $29,657,995 0.44 $29,318,632
FNMA 30yr Pool#FA1798 4.000% 01-Aug-2052, 4.00%, 08/01/52 FN 3140W17L1 - - 29,833,682 $28,845,775 $28,845,775 0.43 $28,539,452
FNMA 30yr Pool#FS8681 4.500% 01-Oct-2050, 4.50%, 10/01/50 FN 3140XQUF2 - - 28,089,146 $28,067,957 $28,067,957 0.42 $27,760,124
NRM MSR-Collateralized Notes, Series 2024-FNT1 A 7.398% 25-NOV-2029, 7.40%, 11/25/31 NZES 2024-FNT1 62956YAA7 - - 27,410,402 $27,771,910 $27,771,910 0.41 $27,664,886
FHLMC 30yr Pool#SD3271 5.500% 01-Jun-2053, 5.50%, 06/01/53 FR 3132DQT48 - - 24,163,737 $26,208,430 $26,208,430 0.39 $24,821,928
FNMA 30yr Pool#CB4798 5.000% 01-Oct-2052, 5.00%, 10/01/52 FN 3140QQKL8 - - 25,885,968 $25,994,131 $25,994,131 0.39 $25,947,392
METRONET INFRASTRUCTURE ISSU 5.4% 55, 5.40%, 08/20/55 MNET 2025-2A 59170JAX6 - - 24,600,000 $24,966,605 $24,966,605 0.37 $24,878,045
FNMA 30yr Pool#FS6257 4.000% 01-Jun-2053, 4.00%, 06/01/53 FN 3140XM5T9 - - 25,548,322 $24,656,744 $24,656,744 0.37 $24,323,826
FNMA 30yr Pool#FA1129 6.500% 01-Jun-2054, 6.50%, 06/01/54 FN 3140W1HF3 - - 22,684,946 $24,646,339 $24,646,339 0.37 $23,626,673
FNMA 30yr Pool#FS9239 4.500% 01-Jan-2051, 4.50%, 01/01/51 FN 3140XRHR9 - - 24,254,192 $24,348,716 $24,348,716 0.36 $23,970,090
FNMA 30yr Pool#FA1128 6.500% 01-Aug-2054, 6.50%, 08/01/54 FN 3140W1HE6 - - 22,198,828 $23,827,088 $23,827,088 0.35 $23,120,375
FNMA 30yr Pool#FS9771 4.000% 01-Oct-2052, 4.00%, 10/01/52 FN 3140XR2D6 - - 24,510,531 $23,720,202 $23,720,202 0.35 $23,411,472
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2025-HQA1 M2 5.83279% 25-FEB-2045, 5.83%, 02/25/45 STACR 2025-HQA1 35564NHA4 - - 23,060,148 $23,158,494 $23,158,494 0.34 $23,091,242
FNMA 30yr Pool#FM7840 4.000% 01-Apr-2050, 4.00%, 04/01/50 FN 3140XBWA4 - - 23,190,063 $22,632,270 $22,632,270 0.34 $22,243,521
PRET 2025-RPL3 Trust A1 4.15% 25-APR-2065, 4.15%, 04/25/65 PRET 2025-RPL3 69382RAA1 - - 22,960,123 $22,566,067 $22,566,067 0.34 $22,452,255
FHLMC 30yr Pool#SD5061 5.500% 01-Mar-2054, 5.50%, 03/01/54 FR 3132DSTS1 - - 21,681,999 $22,458,423 $22,458,423 0.33 $22,256,301
FNMA 30yr Pool#FS4781 4.000% 01-Oct-2051, 4.00%, 10/01/51 FN 3140XLJ33 - - 22,745,402 $22,200,903 $22,200,903 0.33 $21,817,010
FHLMC 30yr Pool#SD6989 5.500% 01-Nov-2054, 5.50%, 11/01/54 FR 3132DUXS1 - - 20,999,657 $21,969,020 $21,969,020 0.33 $21,332,556
FNMA 30yr Pool#FS7225 4.000% 01-Aug-2051, 4.00%, 08/01/51 FN 3140XPA33 - - 22,530,776 $21,879,895 $21,879,895 0.33 $21,641,054
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-DNA6 B2 11.68279% 25-OCT-2041, 11.68%, 10/25/41 STACR 2021-DNA6 35564KLV9 - - 19,937,000 $21,261,955 $21,261,955 0.32 $20,949,362
Structured Agency Credit Risk (STACR) Debt Notes, Series 2022-HQA1 M2 9.43279% 25-MAR-2042, 9.43%, 03/25/42 STACR 2022-HQA1 35564KTJ8 - - 20,019,000 $21,168,198 $21,168,198 0.31 $21,073,781
FNMA 30yr Pool#CB7112 5.500% 01-Sep-2053, 5.50%, 09/01/53 FN 3140QS3W9 - - 20,173,462 $21,107,492 $21,107,492 0.31 $20,707,318
FNMA 40yr Pool#BF0713 4.000% 01-Mar-2063, 4.00%, 03/01/63 FN 3140FXYK2 - - 21,611,704 $20,901,628 $20,901,628 0.31 $20,395,184
FNMA 40yr Pool#BF0226 3.500% 01-Jan-2058, 3.50%, 01/01/58 FN 3140FXHC9 - - 22,123,625 $20,861,296 $20,861,296 0.31 $20,536,670
RCKT MOR 2025-CES9 FLT 2055 A1B, 5.00%, 09/25/55 RCKT 2025-CES9 74942JAB0 - - 20,733,757 $20,822,809 $20,822,809 0.31 $20,699,057
FNMA 40yr Pool#BF0807 3.500% 01-Apr-2064, 3.50%, 04/01/64 FN 3140FX3R1 - - 22,466,760 $20,760,546 $20,760,546 0.31 $20,501,642
FNMA 30yr Pool#FS6382 4.000% 01-Aug-2051, 4.00%, 08/01/51 FN 3140XNCU6 - - 21,289,312 $20,691,702 $20,691,702 0.31 $20,448,614
Finance of America Structured Securities Trust, 2025-S1 A1 3.5% 25-FEB-2075, 3.50%, 02/25/75 FASST 2025-S1 31741BAB0 - - 21,160,160 $20,529,173 $20,529,173 0.31 $20,490,085
FHLMC 30yr Pool#QJ9063 5.000% 01-Nov-2054, 5.00%, 11/01/54 FR 3133D1B81 - - 19,601,664 $20,406,368 $20,406,368 0.30 $19,590,549
Cipher Compute LLC 7.125% 15-NOV-2030, 7.12%, 11/15/30 CIFR 17253NAA5 - - 20,244,000 $20,249,396 $20,249,396 0.30 $20,245,390
FINANCE OF AMERICA STRUC 3.28125% 74, 3.50%, 04/25/74 FASST 2024-S3 31739WAB8 - - 20,326,272 $19,815,695 $19,815,695 0.29 $19,778,148
FHLMC 30yr Pool#SL0850 4.000% 01-Jul-2049, 4.00%, 07/01/49 FR 31427M5L1 - - 19,773,180 $19,586,433 $19,586,433 0.29 $19,323,322
FNMA 30yr Pool#FS5028 4.000% 01-Oct-2051, 4.00%, 10/01/51 FN 3140XLSS8 - - 19,921,442 $19,471,538 $19,471,538 0.29 $19,108,315
FNMA 30yr Pool#FS9476 4.000% 01-Jun-2053, 4.00%, 06/01/53 FN 3140XRQ65 - - 19,297,613 $18,873,691 $18,873,691 0.28 $18,366,748
FNMA 30yr Pool#FS2863 4.000% 01-Sep-2052, 4.00%, 09/01/52 FN 3140XJFD0 - - 19,073,656 $18,378,955 $18,378,955 0.27 $18,240,321
FNMA 30yr Pool#FA1549 5.500% 01-May-2055, 5.50%, 05/01/55 FN 3140W1WK5 - - 17,731,298 $18,336,106 $18,336,106 0.27 $18,166,883
FNMA 30yr Pool#FS8709 4.500% 01-Jan-2051, 4.50%, 01/01/51 FN 3140XQVB0 - - 18,250,528 $18,297,935 $18,297,935 0.27 $18,036,750
FHLMC 30yr Pool#QY8779 6.000% 01-Jul-2055, 6.00%, 07/01/55 FR 31426TXH5 - - 17,014,713 $18,265,003 $18,265,003 0.27 $17,524,756
FNMA 30yr Pool#CB4128 4.500% 01-Jul-2052, 4.50%, 07/01/52 FN 3140QPSS7 - - 17,579,410 $17,692,905 $17,692,905 0.26 $17,300,444
FHLMC 30yr Pool#QH3192 6.000% 01-Oct-2053, 6.00%, 10/01/53 FR 3133CFRM3 - - 16,417,378 $17,479,016 $17,479,016 0.26 $16,992,193
FNMA 30yr Pool#CB8221 5.500% 01-Mar-2054, 5.50%, 03/01/54 FN 3140QUD37 - - 16,837,064 $17,347,823 $17,347,823 0.26 $17,092,927
FNMA 30yr Pool#FS9116 6.000% 01-Sep-2054, 6.00%, 09/01/54 FN 3140XRDW2 - - 16,210,576 $17,331,552 $17,331,552 0.26 $16,677,758
Homeward Opportunities Fund Trust 2024-RTL1 A1 7.12% 25-JUL-2029, 7.12%, 07/25/29 HOF 43789FAA1 - - 17,261,000 $17,326,588 $17,326,588 0.26 $17,261,725
FNMA 30yr Pool#DA1525 6.000% 01-Oct-2053, 6.00%, 10/01/53 FN 3140A1VT1 - - 15,318,797 $17,291,714 $17,291,714 0.26 $15,775,410
FNMA 30yr Pool#FM4738 4.000% 01-Sep-2050, 4.00%, 09/01/50 FN 3140X8HQ3 - - 17,248,985 $17,109,624 $17,109,624 0.25 $16,508,410
FNMA 40yr Pool#BF0806 3.500% 01-Apr-2064, 3.50%, 04/01/64 FN 3140FX3Q3 - - 18,131,647 $16,830,085 $16,830,085 0.25 $16,585,029
FNMA 40yr Pool#BF0801 2.500% 01-Apr-2064, 2.50%, 04/01/64 FN 3140FX3K6 - - 19,441,519 $16,432,524 $16,432,524 0.24 $16,338,849
FHLMC 30yr Pool#SD5963 6.000% 01-Jul-2054, 6.00%, 07/01/54 FR 3132DTTU4 - - 14,709,465 $15,980,660 $15,980,660 0.24 $15,133,385
PRPM 2025-RCF3 LLC 5.25% 55, 5.25%, 07/25/55 PRPM 2025-RCF3 69392PAA3 - - 15,752,667 $15,947,500 $15,947,500 0.24 $15,848,718
FHLMC 30yr Pool#SL0644 4.500% 01-Mar-2053, 4.50%, 03/01/53 FR 31427MWE7 - - 15,957,905 $15,878,031 $15,878,031 0.24 $15,695,446
Vontive Mortgage Trust 2025-RTL1 A1 6.507% 25-MAR-2030, 6.51%, 03/25/30 VNTV 2025-RTL1 928884AA3 - - 15,444,000 $15,767,716 $15,767,716 0.23 $15,714,678
SALUDA GR ALT MTG TR 2025-LOC5 A1B, 5.79%, 10/25/55 GRADE 2025-LOC5 79581XAC2 - - 15,693,000 $15,758,399 $15,758,399 0.23 $15,712,960
RCKT Mortgage Trust|4.966|11/25/2055, 4.97%, 11/25/55 RCKT 2025-CES11 749423AA7 - - 15,467,000 $15,507,397 $15,507,397 0.23 $15,466,859
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 $15,456,646 $15,456,646 0.23 $15,321,439
Huntington Bank Auto Credit-Linked Notes, Series 2024-2 B1 5.442% 20-OCT-2032, 5.44%, 10/20/32 HACLN 2024-2 44644NAG4 - - 15,136,548 $15,326,869 $15,326,869 0.23 $15,271,954
PRET 2025-RPL1 Trust A1 4.0% 25-JUL-2069, 4.00%, 07/25/69 PRET 2025-RPL1 69392FAA5 - - 15,445,378 $15,147,218 $15,147,218 0.23 $15,073,423
PRPM 2025-5 0%30, 5.73%, 07/25/30 PRPM 2025-5 69392RAA9 - - 14,990,433 $15,072,921 $15,072,921 0.22 $14,970,341
RCKT Mortgage Trust 2025-CES7 A1A 5.377% 25-JUL-2055, 5.38%, 07/25/55 RCKT 2025-CES7 74943AAA0 - - 14,810,923 $15,023,933 $15,023,933 0.22 $14,928,810
Connecticut Avenue Securities, Series 2021-R03 1M2 5.83279% 25-DEC-2041, 5.83%, 12/25/41 CAS 2021-R03 20754AAB9 - - 14,835,000 $14,953,346 $14,953,346 0.22 $14,910,081
Vista Point Securitization Trust 2025-CES2 A1 5.601% 25-AUG-2055, 5.60%, 08/25/55 VSTA 2025-CES2 92842UAA0 - - 14,677,072 $14,833,147 $14,833,147 0.22 $14,734,956
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-DNA7 M2 5.98279% 25-NOV-2041, 5.98%, 11/25/41 STACR 2021-DNA7 35564KMH9 - - 14,550,000 $14,714,028 $14,714,028 0.22 $14,670,503
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2025-HQA1 M1 5.33279% 25-FEB-2045, 5.33%, 02/25/45 STACR 2025-HQA1 35564NGZ0 - - 14,386,614 $14,428,462 $14,428,462 0.21 $14,390,101
Galaxy XXVI CLO Ltd., 6.84%, 07/31/26 GLXYT 2025-1 362922AA4 - - 14,071,680 $14,176,338 $14,176,338 0.21 $14,146,908
FINANCE OF AMER STR TR 2024-S2 A1, 3.50%, 04/25/74 FASST 2024-S2 31739VAA2 - - 14,418,479 $14,116,103 $14,116,103 0.21 $14,089,469
GS Mortgage-Backed Securities Trust 2025-RPL3 A1 4.1% 25-JUL-2065, 4.10%, 07/25/65 GSMBS 2025-RPL3 362963AA8 - - 14,337,660 $14,076,236 $14,076,236 0.21 $14,006,022
BMP Commercial Mortgage Trust 2024-MF23 A 5.40411% 15-JUN-2041, 5.40%, 06/15/41 BMP 2024-MF23 05593JAA8 - - 14,000,000 $14,059,461 $14,059,461 0.21 $13,996,413
Chase Mortgage Reference Notes, Series 2020-CL1 M1 6.35551% 25-OCT-2057, 6.36%, 10/25/57 CHASE 2020-CL1 46591HAG5 - - 13,519,356 $13,981,589 $13,981,589 0.21 $13,938,627
FHLMC 30yr Pool#SD6558 6.000% 01-Sep-2054, 6.00%, 09/01/54 FR 3132DUJB4 - - 13,069,924 $13,932,977 $13,932,977 0.21 $13,446,593
FNMA 30yr Pool#FS8717 6.000% 01-Jul-2054, 6.00%, 07/01/54 FN 3140XQVK0 - - 12,964,913 $13,809,982 $13,809,982 0.21 $13,338,556
FHLMC 30yr Pool#SD1143 4.500% 01-Sep-2050, 4.50%, 09/01/50 FR 3132DNHU0 - - 13,711,799 $13,752,312 $13,752,312 0.20 $13,551,185
CONNECTICUT AVENUE SECUR 5.55001% 45, 5.38%, 07/25/45 CAS 2025-R05 20753CAB6 - - 13,560,780 $13,617,294 $13,617,294 0.20 $13,580,796
FNMA 30yr Pool#FM5350 4.500% 01-Sep-2050, 4.50%, 09/01/50 FN 3140X85L7 - - 13,435,199 $13,481,095 $13,481,095 0.20 $13,248,581
Foundation Finance Trust 2025-2 B 4.94% 15-APR-2052, 4.94%, 04/15/52 FFIN 2025-2A 35042NAB1 - - 13,050,000 $13,186,160 $13,186,160 0.20 $13,134,229
WULF Compute LLC 7.75% 15-OCT-2030, 7.75%, 10/15/30 WULF 982911AA7 - - 12,852,000 $13,183,189 $13,183,189 0.20 $13,125,087
FNMA 30yr Pool#DE1157 6.000% 01-Jun-2055, 6.00%, 06/01/55 FN 3140BDJB7 - - 12,545,577 $13,129,522 $13,129,522 0.20 $12,909,665
FNMA 30yr Pool#DE6043 6.000% 01-Aug-2055, 6.00%, 08/01/55 FN 3140BJWD5 - - 12,468,173 $12,939,459 $12,939,459 0.19 $12,830,014
FNMA 30yr Pool#FA0470 6.000% 01-Jan-2055, 6.00%, 01/01/55 FN 3140W0QY4 - - 12,138,008 $12,900,794 $12,900,794 0.19 $12,487,820
TOWD POINT MORTGAGE TRUST 2025 0% 65, 4.97%, 09/25/65 TPMT 2025-FIX1 89183MAA1 - - 12,810,188 $12,870,277 $12,870,277 0.19 $12,794,262
FNMA 40yr Pool#BF0731 2.500% 01-Jun-2063, 2.50%, 06/01/63 FN 3140FXY55 - - 14,950,395 $12,838,776 $12,838,776 0.19 $12,565,631
FHLMC 30yr Pool#SD5994 4.500% 01-Sep-2050, 4.50%, 09/01/50 FR 3132DTUT5 - - 12,776,708 $12,796,705 $12,796,705 0.19 $12,627,048
PRET 2025-RPL5 TRUST FLTG 2070 A1, 4.15%, 01/25/70 PRET 2025-RPL5 69393AAA5 - - 12,962,000 $12,684,072 $12,684,072 0.19 $12,619,820
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 $12,609,440 $12,609,440 0.19 $12,497,951
FIGRE TRUST 2025-HE4 FLTG 2055 C, 5.71%, 07/25/55 FIGRE 2025-HE4 31684PAC6 - - 12,404,507 $12,564,707 $12,564,707 0.19 $12,480,120
Towd Point Mortgage Trust 2025-FIX2|5.249|10/25/2065, 5.25%, 10/25/65 TPMT 2025-FIX2 89183RAA0 - - 12,320,000 $12,407,932 $12,407,932 0.18 $12,330,690
Connecticut Avenue Securities Trust 2025-R06 1M1 5.13279% 25-SEP-2045, 5.13%, 09/25/45 CAS 2025-R06 20754YAB7 - - 12,268,753 $12,293,493 $12,293,493 0.18 $12,262,007
FNMA 30yr Pool#FS7541 4.000% 01-Jun-2052, 4.00%, 06/01/52 FN 3140XPLX5 - - 12,661,356 $12,273,577 $12,273,577 0.18 $12,144,561
Acacia 2025-1 LLC|5.24|11/15/2037, 5.24%, 11/15/37 ACACIA 2025-1 00401PAA7 - - 12,249,000 $12,250,483 $12,250,483 0.18 $12,248,700
FHLMC 30yr Pool#QG6755 5.500% 01-Jun-2053, 5.50%, 06/01/53 FR 3133C7QG5 - - 11,727,752 $12,164,913 $12,164,913 0.18 $12,055,713
FHLMC 30yr Pool#SD1436 4.500% 01-Aug-2052, 4.50%, 08/01/52 FR 3132DNSZ7 - - 11,937,495 $11,818,123 $11,818,123 0.18 $11,732,230
Ally Bank Auto Credit-Linked Notes, Series 2025-A C 4.844% 15-JUN-2033, 4.84%, 06/15/33 ABCLN 2025-A 02007G5F6 - - 11,718,853 $11,797,108 $11,797,108 0.18 $11,751,380
FNMA 40yr Pool#BF0783 3.500% 01-Dec-2063, 3.50%, 12/01/63 FN 3140FX2R2 - - 12,633,615 $11,712,296 $11,712,296 0.17 $11,532,494
RCKT Mortgage Trust 2024-CES7 A1A 5.158% 25-OCT-2044, 5.16%, 10/25/44 RCKT 2024-CES7 749414AA6 - - 11,603,885 $11,681,538 $11,681,538 0.17 $11,610,047
PRET 2025-NPL4 A1 6.3677% 25-MAY-2055, 6.37%, 04/25/55 PRET 2025-NPL4 74136UAA3 - - 11,636,861 $11,631,599 $11,631,599 0.17 $11,592,491
FNMA 30yr Pool#FS6236 6.500% 01-Nov-2053, 6.50%, 11/01/53 FN 3140XM4W3 - - 10,931,507 $11,591,651 $11,591,651 0.17 $11,396,473
FIGRE Trust 2025-HE3 A 5.56% 25-MAY-2055, 5.56%, 05/25/55 FIGRE 2025-HE3 31684LAA9 - - 11,388,556 $11,567,604 $11,567,604 0.17 $11,491,971
FHLMC 30yr Pool#QH3306 6.000% 01-Oct-2053, 6.00%, 10/01/53 FR 3133CFU72 - - 10,972,828 $11,452,599 $11,452,599 0.17 $11,357,015
FNMA 30yr Pool#BY4134 5.500% 01-Jul-2053, 5.50%, 07/01/53 FN 3140NLSY6 - - 11,050,667 $11,317,546 $11,317,546 0.17 $11,221,797
FNMA 30yr Pool#FS5818 4.500% 01-Oct-2050, 4.50%, 10/01/50 FN 3140XMPC4 - - 11,278,318 $11,210,888 $11,210,888 0.17 $11,121,659
FNMA 30yr Pool#FS5362 4.500% 01-Dec-2050, 4.50%, 12/01/50 FN 3140XL5Y0 - - 11,065,357 $11,058,853 $11,058,853 0.16 $10,911,656
FNMA 30yr Pool#FS7613 4.500% 01-May-2052, 4.50%, 05/01/52 FN 3140XPN70 - - 10,947,778 $10,985,519 $10,985,519 0.16 $10,819,541
FNMA 30yr Pool#FS7117 6.500% 01-Feb-2054, 6.50%, 02/01/54 FN 3140XN4B7 - - 10,047,026 $10,957,063 $10,957,063 0.16 $10,474,370
FHLMC 30yr Pool#SD5224 6.000% 01-Mar-2054, 6.00%, 03/01/54 FR 3132DSYV8 - - 10,223,922 $10,954,097 $10,954,097 0.16 $10,519,061
GS MTG-BKD TRUST 2025-CES2 A1, 5.18%, 09/25/55 GSMBS 2025-CES2 36273BAA7 - - 10,775,312 $10,857,182 $10,857,182 0.16 $10,790,513
FHLMC 30yr Pool#RA7104 4.500% 01-Feb-2051, 4.50%, 02/01/51 FR 3133KN3M3 - - 10,104,641 $10,565,751 $10,565,751 0.16 $9,946,905
Homeward Opportunities Fund Trust 2025-RRTL1 A1 5.476% 25-MAR-2040, 5.48%, 03/25/40 HOF 2025-RRTL1 437919AA1 - - 10,475,000 $10,552,356 $10,552,356 0.16 $10,522,082
FNMA 30yr Pool#BX0421 5.500% 01-Nov-2052, 5.50%, 11/01/52 FN 3140N4PF8 - - 9,944,287 $10,412,840 $10,412,840 0.15 $10,142,206
Huntington Bank Auto Credit-Linked Notes, Series 2024-1 B1 6.153% 20-MAY-2032, 6.15%, 05/20/32 HACLN 2024-1 44644NAA7 - - 10,173,542 $10,349,862 $10,349,862 0.15 $10,308,130
FNMA 30yr Pool#FS6662 4.000% 01-Oct-2051, 4.00%, 10/01/51 FN 3140XNML5 - - 10,602,895 $10,313,231 $10,313,231 0.15 $10,170,120
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-HQA4 M2 6.53279% 25-DEC-2041, 6.53%, 12/25/41 STACR 2021-HQA4 35564KNS4 - - 10,089,878 $10,245,069 $10,245,069 0.15 $10,212,112
FHLMC 30yr Pool#SL0869 4.500% 01-May-2053, 4.50%, 05/01/53 FR 31427M6F3 - - 10,292,507 $10,237,005 $10,237,005 0.15 $10,095,743
LHOME Mortgage Trust 2024-RTL3 A1 6.9% 25-MAY-2029, 6.90%, 05/25/29 LHOME 2024-RTL3 50205GAA0 - - 9,960,000 $10,094,215 $10,094,215 0.15 $10,057,944
A&D Mortgage Trust 2025-NQM2 A1 5.79% 25-JUN-2070, 5.79%, 06/25/70 ADMT 2025-NQM2 00250EAC0 - - 9,707,895 $9,852,295 $9,852,295 0.15 $9,785,157
FHLMC 30yr Pool#QH4373 6.000% 01-Nov-2053, 6.00%, 11/01/53 FR 3133CG2E6 - - 9,408,638 $9,816,899 $9,816,899 0.15 $9,738,059
FNMA 30yr Pool#FS2144 3.500% 01-Jun-2052, 3.50%, 06/01/52 FN 3140XHL21 - - 10,352,726 $9,791,978 $9,791,978 0.15 $9,685,301
FIGRE TRUST 2025 HE4 FLTG 2055 B, 5.61%, 07/25/55 FIGRE 2025-HE4 31684PAB8 - - 9,603,713 $9,726,762 $9,726,762 0.14 $9,662,432
FHLMC STACR REMIC TR 2025-DNA3 M1, 5.28%, 09/25/45 STACR 2025-DNA3 35564UAR8 - - 9,515,888 $9,541,993 $9,541,993 0.14 $9,516,858
FNMA 30yr Pool#DA0026 6.000% 01-Sep-2053, 6.00%, 09/01/53 FN 3140A0A41 - - 8,911,286 $9,527,696 $9,527,696 0.14 $9,176,908
Rithm Capital Corp. 8.0% 01-APR-2029, 8.00%, 04/01/29 RITM 64828TAB8 - - 9,213,000 $9,430,883 $9,430,883 0.14 $9,342,848
RCKT Mortgage Trust 2024-CES9 A1B 5.683% 25-DEC-2044, 5.68%, 12/25/44 RCKT 2024-CES9 749426AB8 - - 9,284,823 $9,404,777 $9,404,777 0.14 $9,341,752
LHOME Mortgage Trust 2024-RTL5 A2 5.751% 25-SEP-2039, 5.75%, 09/25/39 LHOME 2024-RTL5 50205WAB3 - - 9,325,000 $9,399,792 $9,399,792 0.14 $9,371,488
FNMA 30yr Pool#FA1287 4.500% 01-Jul-2053, 4.50%, 07/01/53 FN 3140W1ND1 - - 9,121,546 $9,318,998 $9,318,998 0.14 $8,960,756
CONNECTICUT AVENUE SECUR 5.95001% 45, 5.78%, 07/25/45 CAS 2025-R05 20753CAC4 - - 9,254,000 $9,298,442 $9,298,442 0.14 $9,271,685
Brean Asset Backed Securities Trust 2024-RM8 A1 4.5% 25-MAY-2064, 4.50%, 05/25/64 BABS 2024-RM8 10637YAA3 - - 9,395,450 $9,243,337 $9,243,337 0.14 $9,221,023
RCKT Mortgage Trust 2025-CES7 A1B 5.478% 25-JUL-2055, 5.48%, 07/25/55 RCKT 2025-CES7 74943AAB8 - - 9,138,803 $9,237,746 $9,237,746 0.14 $9,177,949
RCKT MORTGAGE TR 2025-CES8 A1A, 5.15%, 08/25/55 RCKT 2025-CES8 74939WAA8 - - 9,053,145 $9,139,207 $9,139,207 0.14 $9,083,542
FHLMC 30yr Pool#SD7417 5.500% 01-Jan-2055, 5.50%, 01/01/55 FR 3132DVG25 - - 8,606,651 $9,052,855 $9,052,855 0.13 $8,820,772
Freddie Mac Multiclass Certificates, Series 5164 FA 4.0% 25-NOV-2051, 4.00%, 11/25/51 FHR 5164 3137H3PY2 - - 9,765,290 $9,031,351 $9,031,351 0.13 $9,010,736
Saluda Grade Alternative Mortgage Trust 2023-RTL3 A1 8.0% 25-APR-2029, 8.00%, 04/25/29 GRADE 2023-RTL3 79583YAA2 - - 8,960,858 $9,001,103 $9,001,103 0.13 $8,915,477
FHLMC 30yr Pool#QY9874 6.000% 01-Aug-2055, 6.00%, 08/01/55 FR 31426U6L3 - - 8,651,707 $8,989,986 $8,989,986 0.13 $8,902,790
FHLMC 30yr Pool#QH1500 6.000% 01-Sep-2053, 6.00%, 09/01/53 FR 3133CDUZ5 - - 8,340,741 $8,884,139 $8,884,139 0.13 $8,632,772
Alterna Funding III A 6.26% 15-MAY-2039, 6.26%, 05/16/39 TAX 2024-1A 02157JAA3 - - 8,820,371 $8,874,508 $8,874,508 0.13 $8,830,029
RCKT MORT 2025-CES9 FLT 2055 A1A, 4.79%, 09/25/55 RCKT 2025-CES9 74942JAA2 - - 8,420,891 $8,454,220 $8,454,220 0.13 $8,396,376
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 $8,411,113 $8,411,113 0.12 $8,334,582
Fannie Mae REMIC Trust 2022-65 FB 4.98279% 25-SEP-2052, 4.98%, 09/25/52 FNR 2022-65 3136BPCQ2 - - 8,430,852 $8,375,438 $8,375,438 0.12 $8,353,267
FHLMC 30yr Pool#QX9929 6.000% 01-Apr-2055, 6.00%, 04/01/55 FR 31426HA78 - - 8,025,851 $8,336,652 $8,336,652 0.12 $8,266,438
PRPM 2025-RPL4 A1, 3.00%, 05/25/55 PRPM 2025-RPL4 74448NAA2 - - 8,708,852 $8,224,357 $8,224,357 0.12 $8,193,150
Freddie Mac Pool|5|11/01/2055, 5.00%, 11/01/55 FR 31427KC60 - - 8,241,043 $8,213,554 $8,213,554 0.12 $8,198,675
FHLMC 30yr Pool#QX0520 5.500% 01-Dec-2054, 5.50%, 12/01/54 FR 31425USJ5 - - 7,730,605 $8,018,231 $8,018,231 0.12 $7,852,531
COOPR Residential Mortgage Trust 2025-CES3 A1A 4.84% 25-SEP-2060, 4.84%, 09/25/60 COOPR 2025-CES3 216926AA3 - - 7,890,471 $7,903,348 $7,903,348 0.12 $7,857,732
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 $7,821,472 $7,821,472 0.12 $7,783,701
ACHM Trust 2024-HE1 A 6.55% 25-MAY-2039, 6.55%, 05/25/39 ACHM 2024-HE1 00449TAA3 - - 7,641,861 $7,787,655 $7,787,655 0.12 $7,761,238
FIGRE TRUST 2025-HE6 FLTG 2055 C, 5.25%, 09/25/55 FIGRE 2025-HE6 31684NAC1 - - 7,623,000 $7,651,960 $7,651,960 0.11 $7,604,203
Ally Bank Auto Credit-Linked Notes, Series 2025-A D 4.991% 15-JUN-2033, 4.99%, 06/15/33 ABCLN 2025-A 02007G5G4 - - 7,612,552 $7,647,469 $7,647,469 0.11 $7,616,863
RCKT Mortgage Trust 2024-CES1 A1B 6.325% 25-FEB-2044, 6.33%, 02/25/44 RCKT 2024-CES1 749424AB3 - - 7,426,229 $7,541,188 $7,541,188 0.11 $7,485,084
Connecticut Avenue Securities Trust 2025-R01 1M2 5.68279% 25-JAN-2045, 5.68%, 01/25/45 CAS 2025-R01 20755JAC7 - - 7,526,000 $7,536,075 $7,536,075 0.11 $7,514,691
RCKT MORTGAGE TRUST 2025 5.24863% 55, 5.25%, 08/25/55 RCKT 2025-CES8 74939WAB6 - - 7,449,862 $7,496,712 $7,496,712 0.11 $7,450,007
SALUDA GR ALT MTG TR 25 RRTL1 A1, 5.32%, 10/25/40 GRADE 2025-RRTL1 79582NAA7 - - 7,388,000 $7,419,037 $7,419,037 0.11 $7,372,090
Mello Mortgage Capital Acceptance 2024-SD1 A1 4.0% 25-APR-2054, 4.00%, 04/25/54 MELLO 58550DAA1 - - 7,379,026 $7,282,836 $7,282,836 0.11 $7,267,258
PRPM 2025-RCF3, LLC, 5.77%, 08/25/28 PRPM 2025-6 69395KAA1 - - 7,221,181 $7,266,726 $7,266,726 0.11 $7,216,923
FIGRE TRUST 2025-HE4 5.408% 55, 5.41%, 07/25/55 FIGRE 2025-HE4 31684PAA0 - - 7,103,235 $7,195,154 $7,195,154 0.11 $7,137,339
FNMA 30yr Pool#FS4356 6.000% 01-May-2053, 6.00%, 05/01/53 FN 3140XKZW3 - - 6,513,525 $7,141,618 $7,141,618 0.11 $6,701,554
FNMA 30yr Pool#FS7397 6.000% 01-Mar-2054, 6.00%, 03/01/54 FN 3140XPGF0 - - 6,600,728 $7,136,254 $7,136,254 0.11 $6,790,958
FHLMC 30yr Pool#QG3912 5.500% 01-Jun-2053, 5.50%, 06/01/53 FR 3133C4KZ6 - - 6,858,546 $7,055,454 $7,055,454 0.10 $7,002,037
Structured Agency Credit Risk (STACR) Debt Notes, Series 2024-HQA1 M1 5.43279% 25-MAR-2044, 5.43%, 03/25/44 STACR 2024-HQA1 M1 35564NBX0 - - 6,946,521 $6,968,377 $6,968,377 0.10 $6,949,508
LHOME Mortgage Trust 2024-RTL4 A2 6.092% 25-JUL-2039, 6.09%, 07/25/39 LHOME 2024-RTL4 50205PAB8 - - 6,870,000 $6,915,846 $6,915,846 0.10 $6,893,757
FHLMC 30yr Pool#SD5223 6.000% 01-Apr-2054, 6.00%, 04/01/54 FR 3132DSYU0 - - 6,538,784 $6,903,550 $6,903,550 0.10 $6,727,229
FNMA 30yr Pool#DD5556 6.000% 01-Mar-2055, 6.00%, 03/01/55 FN DD5556 MTGE 3140B6E68 - - 6,411,382 $6,858,716 $6,858,716 0.10 $6,597,448
FNMA 30yr Pool#DB4017 6.000% 01-May-2054, 6.00%, 05/01/54 FN 3140ADPB1 - - 6,226,758 $6,849,206 $6,849,206 0.10 $6,406,210
FIGRE TRUST 2025-HE6 FLTG 2055 B, 5.14%, 09/25/55 FIGRE 2025-HE6 31684NAB3 - - 6,719,000 $6,743,752 $6,743,752 0.10 $6,702,469
Brean Asset Backed Securities Trust 2024-RM9 A1 5.0% 25-SEP-2064, 5.00%, 09/25/64 BABS 2024-RM9 10638DAA8 - - 6,750,458 $6,727,989 $6,727,989 0.10 $6,710,176
FHLMC 30yr Pool#QH7040 6.000% 01-Dec-2053, 6.00%, 12/01/53 FR 3133CKZD3 - - 6,468,188 $6,714,176 $6,714,176 0.10 $6,660,988
FNMA 30yr Pool#FM4129 4.000% 01-Sep-2050, 4.00%, 09/01/50 FN 3140X7ST7 - - 6,708,879 $6,513,380 $6,513,380 0.10 $6,435,045
PRET 2025-RPL2 Trust A1 4.0% 25-FEB-2065, 4.00%, 08/25/64 PRET 2025-RPL2 69392LAA2 - - 6,591,675 $6,509,913 $6,509,913 0.10 $6,478,420
EFMT 2025-RTL1|5.221|11/25/2040, 5.22%, 11/25/40 EFMT 2025-RTL1 26846FAA7 - - 6,512,000 $6,508,387 $6,508,387 0.10 $6,507,443
FNMA 30yr Pool#DA1456 5.500% 01-Sep-2053, 5.50%, 09/01/53 FN 3140A1TN7 - - 6,314,396 $6,464,659 $6,464,659 0.10 $6,411,668
Connecticut Avenue Securities Trust 2022-R01 1B2 10.18279% 25-DEC-2041, 10.18%, 12/25/41 CAS 2022-R01 20754LAJ8 - - 6,153,382 $6,449,691 $6,449,691 0.10 $6,418,362
LHOME Mortgage Trust 2024-RTL1 A1 7.017% 25-JAN-2029, 7.02%, 01/25/29 LHOME 2024-RTL1 50205DAA7 - - 6,341,000 $6,389,751 $6,389,751 0.09 $6,366,268
Huntington Bank Auto Credit-Linked Notes, Series 2025-1 B 4.957% 20-MAR-2033, 4.96%, 03/21/33 HACLN 2025-1 446438SX2 - - 6,243,020 $6,289,562 $6,289,562 0.09 $6,268,931
FNMA 30yr Pool#DC7015 5.500% 01-Dec-2054, 5.50%, 12/01/54 FN 3140AUYM9 - - 5,940,731 $6,214,627 $6,214,627 0.09 $6,034,428
FNMA 30yr Pool#DA1468 6.000% 01-Sep-2053, 6.00%, 09/01/53 FN 3140A1T23 - - 5,916,825 $6,173,630 $6,173,630 0.09 $6,123,989
FNMA 30yr Pool#BY0337 6.500% 01-May-2053, 6.50%, 05/01/53 FN 3140NGLT5 - - 5,479,423 $6,136,349 $6,136,349 0.09 $5,705,760
Connecticut Avenue Securities Trust 2025-R04 25-MAY-2045, 5.38%, 05/25/45 CAS 2025-R04 20755TAB7 - - 6,101,775 $6,124,052 $6,124,052 0.09 $6,107,630
PRPM 2025-RPL3 A1 3.25% 25-APR-2055, 3.25%, 04/25/55 PRPM 2025-RPL3 69392NAA8 - - 6,340,491 $6,119,992 $6,119,992 0.09 $6,095,379
FHLMC 30yr Pool#SD3018 5.500% 01-May-2053, 5.50%, 05/01/53 FR 3132DQK70 - - 5,873,776 $6,117,935 $6,117,935 0.09 $5,971,982
FNMA 30yr Pool#FM7479 4.500% 01-Jan-2050, 4.50%, 01/01/50 FN 3140XBJZ4 - - 6,065,763 $6,077,742 $6,077,742 0.09 $5,994,711
FHLMC 30yr Pool#SD3813 6.000% 01-Jul-2053, 6.00%, 07/01/53 FR 3132E0GW6 - - 5,535,942 $5,869,263 $5,869,263 0.09 $5,713,019
FNMA 30yr Pool#FS1578 4.000% 01-Oct-2050, 4.00%, 10/01/50 FN 3140XGXG9 - - 6,009,438 $5,865,246 $5,865,246 0.09 $5,783,776
FNMA 30yr Pool#DE7796 6.000% 01-Aug-2055, 6.00%, 08/01/55 FN 3140BLUW0 - - 5,652,947 $5,864,221 $5,864,221 0.09 $5,817,002
FHLMC 30yr Pool#QH4638 6.000% 01-Nov-2053, 6.00%, 11/01/53 FR 3133CHEK7 - - 5,590,364 $5,832,297 $5,832,297 0.09 $5,786,098
Connecticut Avenue Securities Trust 2025-R01 1M1 5.28279% 25-JAN-2045, 5.28%, 01/25/45 CAS 2025-R01 20755JAB9 - - 5,731,336 $5,747,120 $5,747,120 0.09 $5,731,982
MS RES MTG LN TR 2025-SPL1 A1, 4.25%, 02/25/65 MSRM 2025-SPL1 617946AA6 - - 5,837,374 $5,740,108 $5,740,108 0.09 $5,710,475
FNMA 30yr Pool#FS0088 4.000% 01-Mar-2050, 4.00%, 03/01/50 FN 3140XFC25 - - 5,844,157 $5,708,707 $5,708,707 0.08 $5,638,749
FHLMC 30yr Pool#SD2606 4.500% 01-Sep-2051, 4.50%, 09/01/51 FR 3132DP3P1 - - 5,634,445 $5,658,024 $5,658,024 0.08 $5,546,490
RCKT Mortgage Trust 2025-CES10 A1A 4.894% 25-OCT-2055, 4.89%, 11/25/55 RCKT 2025-CES10 74939LAA2 - - 5,450,000 $5,474,692 $5,474,692 0.08 $5,442,833
FHLMC 30yr Pool#QJ9072 6.000% 01-Nov-2054, 6.00%, 11/01/54 FR 3133D1CH0 - - 5,132,504 $5,430,597 $5,430,597 0.08 $5,280,421
FHLMC 30yr Pool#QH2242 5.500% 01-Sep-2053, 5.50%, 09/01/53 FR 3133CEP30 - - 4,974,418 $5,428,919 $5,428,919 0.08 $5,051,048
BX Trust 2021-SDMF A 4.736% 15-SEP-2034, 4.74%, 09/15/34 BX 2021-SDMF 12434CAA2 - - 5,355,350 $5,351,310 $5,351,310 0.08 $5,330,177
LHOME Mortgage Trust 2024-RTL2 A1 7.128% 25-MAR-2029, 7.13%, 03/25/29 LHOME 50205JAA4 - - 5,293,684 $5,350,651 $5,350,651 0.08 $5,330,736
FHLMC 30yr Pool#QH4473 6.000% 01-Nov-2053, 6.00%, 11/01/53 FR 3133CG6J1 - - 5,103,938 $5,341,646 $5,341,646 0.08 $5,282,640
PRPM 2025 RCF4 LLC 4.5% 55, 4.50%, 08/25/55 PRPM 2025-RCF4 69382WAA0 - - 5,331,211 $5,309,052 $5,309,052 0.08 $5,280,396
TOWD POINT MORTGAGE TRUST 2 5.75% 65, 5.40%, 08/25/65 TPMT 2025-CES3 891949BV0 - - 5,269,755 $5,299,973 $5,299,973 0.08 $5,265,983
RCKT Mortgage Trust 2025-CES6 A1A 5.472% 25-JUN-2055, 5.47%, 06/25/55 RCKT 2025-CES6 748949AA2 - - 5,140,601 $5,236,725 $5,236,725 0.08 $5,186,383
FNMA 30yr Pool#CA0706 4.000% 01-Nov-2047, 4.00%, 11/01/47 FN 3140Q7YC5 - - 5,361,784 $5,236,358 $5,236,358 0.08 $5,162,761
FNMA 30yr Pool#BX5986 5.500% 01-Mar-2053, 5.50%, 03/01/53 FN 3140NAUL5 - - 4,953,234 $5,134,367 $5,134,367 0.08 $5,092,954
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 $5,096,852 $5,096,852 0.08 $5,071,163
FHLMC 30yr Pool#QF9863 5.500% 01-Mar-2053, 5.50%, 03/01/53 FR 3133BX5Y3 - - 4,810,381 $4,968,618 $4,968,618 0.07 $4,930,238
ABL 2024-RTL1 A2 7.457% 25-SEP-2029, 7.46%, 09/25/29 ABL 2024-RTL1 00092EAB4 - - 4,840,000 $4,861,427 $4,861,427 0.07 $4,842,378
FNMA 30yr Pool#DA5019 6.500% 01-Nov-2053, 6.50%, 11/01/53 FN 3140A5SH2 - - 4,589,891 $4,857,380 $4,857,380 0.07 $4,817,492
FNMA 30yr Pool#DE9377 6.000% 01-Sep-2055, 6.00%, 09/01/55 FN 3140BNM39 - - 4,636,347 $4,854,739 $4,854,739 0.07 $4,754,684
FHLMC 30yr Pool#QZ1060 6.000% 01-Aug-2055, 6.00%, 08/01/55 FR 31426XFA1 - - 4,688,119 $4,849,158 $4,849,158 0.07 $4,807,777
Ginnie Mae REMIC Trust 2023-116 LF 5.68881% 20-AUG-2053, 5.48%, 08/20/53 GNR 2023-116 38384EFT7 - - 4,799,867 $4,841,196 $4,841,196 0.07 $4,823,648
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 - - 4,696,288 $4,760,548 $4,760,548 0.07 $4,743,721
Homeward Opportunities Fund Trust 2025-RRTL2 A1 5.237% 25-AUG-2040, 5.24%, 09/25/40 HOF 2025-RRTL2 437923AA3 - - 4,682,000 $4,706,354 $4,706,354 0.07 $4,693,413
FHLMC 30yr Pool#QX6719 6.000% 01-Feb-2055, 6.00%, 02/01/55 FR 31426CPD0 - - 4,359,840 $4,633,921 $4,633,921 0.07 $4,486,368
FHLMC 30yr Pool#RA1100 4.000% 01-Jul-2049, 4.00%, 07/01/49 FR 3133KGGH5 - - 4,693,810 $4,630,768 $4,630,768 0.07 $4,502,172
FNMA 30yr Pool#DD3307 6.000% 01-Feb-2055, 6.00%, 02/01/55 FN DD3307 MTGE 3140B3U91 - - 4,363,938 $4,616,907 $4,616,907 0.07 $4,490,585
FNMA 30yr Pool#BX9326 5.500% 01-Mar-2053, 5.50%, 03/01/53 FN 3140NELG8 - - 4,458,573 $4,604,537 $4,604,537 0.07 $4,569,664
FIGRE TRUST 2025-FL1 5.265% 55, 5.26%, 07/25/55 FIGRE 2025-FL1 31684QAA8 - - 4,557,704 $4,592,731 $4,592,731 0.07 $4,564,069
FIGRE Trust 2025-HE3 B 5.71% 25-MAY-2055, 5.71%, 05/25/55 FIGRE 2025-HE3 31684LAB7 - - 4,519,268 $4,585,918 $4,585,918 0.07 $4,555,095
RCKT Mortgage Trust 2024-CES6 A1B 5.546% 25-SEP-2044, 5.55%, 09/25/44 RCKT 2024-CES6 749410AB2 - - 4,532,232 $4,574,465 $4,574,465 0.07 $4,544,442
FNMA 30yr Pool#FS3246 5.500% 01-Nov-2052, 5.50%, 11/01/52 FN 3140XJTC7 - - 4,368,617 $4,561,825 $4,561,825 0.07 $4,490,062
Affirm Asset Securitization Trust 2025-X2|4.93|10/15/2030, 4.93%, 10/15/30 AFFRM 2025-X2 00835DAC6 - - 4,500,000 $4,499,638 $4,499,638 0.07 $4,499,021
FHLMC 30yr Pool#QH2259 6.000% 01-Sep-2053, 6.00%, 09/01/53 FR 3133CEQL9 - - 4,305,330 $4,471,653 $4,471,653 0.07 $4,433,660
FHLMC 30yr Pool#QH0826 5.500% 01-Sep-2053, 5.50%, 09/01/53 FR 3133CC4K9 - - 4,201,314 $4,351,036 $4,351,036 0.06 $4,318,120
FNMA 30yr Pool#BX0419 5.500% 01-Nov-2052, 5.50%, 11/01/52 FN 3140N4PD3 - - 4,230,609 $4,341,185 $4,341,185 0.06 $4,307,093
Connecticut Avenue Securities Trust 2022-R07 1M2 8.83279% 25-JUN-2042, 8.83%, 06/25/42 CAS 2022-R07 20754MCB1 - - 4,087,000 $4,328,215 $4,328,215 0.06 $4,310,165
FIGRE Trust 2025-HE3 C 5.91% 25-MAY-2055, 5.91%, 05/25/55 FIGRE 2025-HE3 31684LAC5 - - 4,248,112 $4,319,353 $4,319,353 0.06 $4,289,364
FNMA 30yr Pool#CB2907 3.500% 01-Feb-2052, 3.50%, 02/01/52 FN 3140QNGR7 - - 4,492,241 $4,300,821 $4,300,821 0.06 $4,204,610
FHLMC 30yr Pool#QF7280 5.500% 01-Jan-2053, 5.50%, 01/01/53 FR 3133BVCR4 - - 4,070,019 $4,245,956 $4,245,956 0.06 $4,185,489
RCKT Mortgage Trust 2023-CES1 A1A 6.515% 25-JUN-2043, 6.51%, 06/25/43 RCKT 74935WAA2 - - 4,190,511 $4,239,731 $4,239,731 0.06 $4,207,121
SREIT Commercial Mortgage Trust 2021-MFP B 5.2268% 15-NOV-2038, 5.23%, 11/15/38 SREIT 2021-MFP 78472UAC2 - - 4,194,208 $4,204,041 $4,204,041 0.06 $4,185,773
FNMA 30yr Pool#BX6124 6.500% 01-Jan-2053, 6.50%, 01/01/53 FN 3140NAYW7 - - 3,953,714 $4,195,621 $4,195,621 0.06 $4,160,741
FHLMC 30yr Pool#QH5204 6.500% 01-Nov-2053, 6.50%, 11/01/53 FR 3133CHX91 - - 3,950,092 $4,180,809 $4,180,809 0.06 $4,145,967
Fannie Mae REMIC Trust 2020-98 AI 3.5% 25-JAN-2061, 3.50%, 01/25/61 FNR 2020-98 3136BDLE6 - - 18,752,052 $4,146,119 $4,146,119 0.06 $4,067,314
FNMA 30yr Pool#DE7795 6.000% 01-Aug-2055, 6.00%, 08/01/55 FN 3140BLUV2 - - 3,985,860 $4,145,181 $4,145,181 0.06 $4,104,284
FNMA 30yr Pool#DA5072 6.500% 01-Nov-2053, 6.50%, 11/01/53 FN 3140A5T65 - - 3,937,489 $4,143,766 $4,143,766 0.06 $4,106,736
Connecticut Avenue Securities Trust 2024-R06 1M2 5.78279% 25-SEP-2044, 5.78%, 09/25/44 CAS 2024-R06 20755RAC9 - - 4,125,699 $4,141,135 $4,141,135 0.06 $4,129,206
EASY STREET MORTGAGE LN 5.606%40 A1, 5.61%, 10/25/40 EASY 2025-RTL2 27786YAA6 - - 4,100,000 $4,106,610 $4,106,610 0.06 $4,100,864
FNMA 30yr Pool#BW6314 5.500% 01-Aug-2052, 5.50%, 08/01/52 FN 3140MYAQ5 - - 3,961,660 $4,076,737 $4,076,737 0.06 $4,042,044
FHLMC 30yr Pool#QI8221 6.000% 01-Jun-2054, 6.00%, 06/01/54 FR 3133WFD20 - - 3,640,089 $4,066,847 $4,066,847 0.06 $3,744,994
LHOME MORTGAGE TR 2025-RTL3 A1, 5.24%, 08/25/40 LHOME 2025-RTL3 50205YAA1 - - 4,000,000 $4,024,627 $4,024,627 0.06 $4,013,566
RCKT Mortgage Trust 2025-CES2 A1B 5.603% 25-FEB-2055, 5.60%, 02/25/55 RCKT 2025-CES2 74942BAB7 - - 3,903,263 $3,950,649 $3,950,649 0.06 $3,924,527
FNMA 30yr Pool#FS2135 4.000% 01-Nov-2049, 4.00%, 11/01/49 FN 3140XHLR6 - - 4,043,696 $3,945,940 $3,945,940 0.06 $3,884,014
Connecticut Avenue Securities Trust 2024-R02 1M1 5.28279% 25-FEB-2044, 5.28%, 02/25/44 CAS 2024-R02 20754GAA8 - - 3,798,833 $3,809,130 $3,809,130 0.06 $3,799,095
FHLMC 30yr Pool#QX5273 6.000% 01-Feb-2055, 6.00%, 02/01/55 FR 31426A2F4 - - 3,547,865 $3,792,507 $3,792,507 0.06 $3,650,113
FNMA 30yr Pool#BY0335 6.000% 01-May-2053, 6.00%, 05/01/53 FN 3140NGLR9 - - 3,668,418 $3,789,936 $3,789,936 0.06 $3,755,047
FNMA 30yr Pool#FS2713 4.500% 01-Oct-2050, 4.50%, 10/01/50 FN 3140XJAP8 - - 3,707,205 $3,742,059 $3,742,059 0.06 $3,663,781
FHLMC 30yr Pool#QH7549 6.000% 01-Dec-2053, 6.00%, 12/01/53 FR 3133CLL61 - - 3,504,817 $3,639,496 $3,639,496 0.05 $3,609,286
FHLMC 30yr Pool#QH1144 5.500% 01-Sep-2053, 5.50%, 09/01/53 FR 3133CDHV9 - - 3,504,214 $3,630,181 $3,630,181 0.05 $3,601,356
FNMA 30yr Pool#FM7031 4.000% 01-Jan-2051, 4.00%, 01/01/51 FN 3140XAY55 - - 3,642,073 $3,545,540 $3,545,540 0.05 $3,493,415
FHLMC 30yr Pool#QH6041 5.500% 01-Dec-2053, 5.50%, 12/01/53 FR 3133CJWA5 - - 3,422,278 $3,511,714 $3,511,714 0.05 $3,484,634
FHLMC 30yr Pool#QF7810 5.500% 01-Jan-2053, 5.50%, 01/01/53 FR 3133BVVB8 - - 3,364,787 $3,486,677 $3,486,677 0.05 $3,459,709
FHLMC 30yr Pool#QZ3837 6.000% 01-Sep-2055, 6.00%, 09/01/55 FR 31427BHP3 - - 3,367,446 $3,485,139 $3,485,139 0.05 $3,453,395
FINANCE OF AMERICA STRUCTURE 3.5% 74, 3.50%, 02/25/74 FASST 2024-S1 31740RAB6 - - 3,548,232 $3,483,188 $3,483,188 0.05 $3,476,634
Flagship Credit Auto Trust 2023-1 B 5.05% 15-FEB-2028, 5.05%, 01/18/28 FCAT 2023-1 337955AG3 - - 3,465,690 $3,476,629 $3,476,629 0.05 $3,462,530
FHLMC 30yr Pool#SD1416 4.500% 01-Dec-2048, 4.50%, 12/01/48 FR 3132DNSD6 - - 3,490,084 $3,476,392 $3,476,392 0.05 $3,449,203
FNMA 30yr Pool#BX9422 5.500% 01-Mar-2053, 5.50%, 03/01/53 FN 3140NEPG4 - - 3,288,873 $3,427,010 $3,427,010 0.05 $3,340,071
FNMA 30yr Pool#DA3549 6.500% 01-Oct-2053, 6.50%, 10/01/53 FN 3140A35K5 - - 3,233,732 $3,424,639 $3,424,639 0.05 $3,394,084
FNMA 30yr Pool#BX8700 5.500% 01-Mar-2053, 5.50%, 03/01/53 FN 3140NDU21 - - 3,290,977 $3,387,720 $3,387,720 0.05 $3,360,326
FNMA 30yr Pool#DA0036 6.500% 01-Sep-2053, 6.50%, 09/01/53 FN 3140A0BE8 - - 2,429,889 $3,357,335 $3,357,335 0.05 $2,534,334
FNMA 30yr Pool#FM1540 4.000% 01-Sep-2049, 4.00%, 09/01/49 FN 3140X4WA0 - - 3,441,916 $3,335,019 $3,335,019 0.05 $3,301,390
Bayview Opportunity Master Fund VII Trust 2024-CAR1 B 5.48279% 25-DEC-2031, 5.48%, 12/26/31 BVCLN 2024-CAR1 07336QAB8 - - 3,289,818 $3,307,033 $3,307,033 0.05 $3,298,014
FNMA 30yr Pool#MA4026 4.000% 01-May-2050, 4.00%, 05/01/50 FN 31418DPL0 - - 3,392,272 $3,285,339 $3,285,339 0.05 $3,246,627
FHLMC 30yr Pool#SD1111 4.000% 01-Jun-2050, 4.00%, 06/01/50 FR 3132DNGU1 - - 3,219,393 $3,143,224 $3,143,224 0.05 $3,109,987
FNMA 30yr Pool#BV5379 3.000% 01-Apr-2052, 3.00%, 04/01/52 FN 3140MJ6R1 - - 3,435,043 $3,133,299 $3,133,299 0.05 $3,086,216
FHLMC 30yr Pool#QZ4951 6.000% 01-Oct-2055, 6.00%, 10/01/55 FR 31427CQD8 - - 3,004,290 $3,117,642 $3,117,642 0.05 $3,080,970
FNMA 30yr Pool#MA4056 4.000% 01-Jun-2050, 4.00%, 06/01/50 FN 31418DQJ4 - - 3,150,762 $3,059,636 $3,059,636 0.05 $3,015,486
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 $3,049,832 $3,049,832 0.05 $3,010,469
FHLMC 30yr Pool#QG2539 6.500% 01-May-2053, 6.50%, 05/01/53 FR 3133C2ZC5 - - 2,889,955 $3,018,441 $3,018,441 0.04 $2,993,160
FHLMC 30yr Pool#SD6905 6.000% 01-Nov-2054, 6.00%, 11/01/54 FR 3132DUU62 - - 2,868,447 $3,010,480 $3,010,480 0.04 $2,954,017
FHLMC 30yr Pool#QE6404 5.500% 01-Jul-2052, 5.50%, 07/01/52 FR 3133BGDH8 - - 2,915,653 $2,999,965 $2,999,965 0.04 $2,975,190
BX Trust 2021-BXMF C 5.33827% 15-OCT-2038, 5.34%, 10/15/26 BX 2021-BXMF 05609RAJ3 - - 2,958,012 $2,963,732 $2,963,732 0.04 $2,950,574
FHLMC 30yr Pool#QZ4131 6.000% 01-Sep-2055, 6.00%, 09/01/55 FR 31427BSV8 - - 2,839,878 $2,935,529 $2,935,529 0.04 $2,911,552
Fannie Mae Pool|4|03/01/2050, 4.00%, 03/01/50 FN 3140X8S24 - - 2,997,621 $2,921,674 $2,921,674 0.04 $2,879,247
Chase Mortgage Reference Notes, Series 2021-CL1 M1 5.38279% 25-FEB-2050, 5.38%, 02/25/50 CHASE 2021-CL1 46591HBX7 - - 2,942,743 $2,919,272 $2,919,272 0.04 $2,911,097
GWT Commercial Mortgage Trust 2024-WLF2 A 5.72341% 15-MAY-2041, 5.72%, 05/15/41 GWT 2024-WLF2 362414AA2 - - 2,900,000 $2,918,029 $2,918,029 0.04 $2,904,197
FNMA 30yr Pool#MA3496 4.500% 01-Oct-2048, 4.50%, 10/01/48 FN 31418C3E2 - - 2,896,413 $2,902,300 $2,902,300 0.04 $2,862,486
FNMA 30yr Pool#BV5393 3.500% 01-Apr-2052, 3.50%, 04/01/52 FN 3140MJ7F6 - - 2,970,528 $2,879,116 $2,879,116 0.04 $2,777,439
FIGRE Trust 2024-HE4 B 5.252% 25-SEP-2054, 5.25%, 09/25/54 FIGRE 2024-HE4 31684UAB7 - - 2,852,122 $2,868,825 $2,868,825 0.04 $2,860,919
FHLMC 30yr Pool#QE8542 5.500% 01-Aug-2052, 5.50%, 08/01/52 FR 3133BJP30 - - 2,704,851 $2,855,065 $2,855,065 0.04 $2,760,083
FHLMC 30yr Pool#SD2897 5.500% 01-May-2053, 5.50%, 05/01/53 FR 3132DQGE0 - - 2,722,972 $2,820,798 $2,820,798 0.04 $2,768,645
RAM 2024-1 A 5.95% 15-FEB-2039, 6.67%, 02/15/39 RAM 2024-1 751313AA5 - - 2,795,870 $2,810,998 $2,810,998 0.04 $2,795,978
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 $2,778,747 $2,778,747 0.04 $2,768,440
Ally Bank Auto Credit-Linked Notes, Series 2024-A C 6.022% 15-MAY-2032, 6.02%, 05/17/32 ABCLN 2024-A 02007GZ63 - - 2,719,748 $2,766,364 $2,766,364 0.04 $2,753,170
RCKT MORTGAGE TRUST 2025-CE 5.16% 34, 5.16%, 07/25/34 RCKTL 2025-1A 74939RAC5 - - 2,750,000 $2,760,887 $2,760,887 0.04 $2,754,186
FHLMC 30yr Pool#SL0335 5.500% 01-Feb-2055, 5.50%, 02/01/55 FR 31427MLR0 - - - $2,759,550 $2,759,550 0.04 $0
FNMA 30yr Pool#DE2839 6.000% 01-Jun-2055, 6.00%, 06/01/55 FN 3140BFEM3 - - 2,656,508 $2,757,539 $2,757,539 0.04 $2,735,436
FNMA 30yr Pool#DA1511 5.500% 01-Oct-2053, 5.50%, 10/01/53 FN 3140A1VD6 - - 2,633,765 $2,696,039 $2,696,039 0.04 $2,674,266
FHLMC 30yr Pool#QF9276 5.500% 01-Mar-2053, 5.50%, 03/01/53 FR 3133BXJV4 - - 2,571,959 $2,665,073 $2,665,073 0.04 $2,644,717
FHLMC 30yr Pool#Q57869 4.000% 01-Aug-2048, 4.00%, 08/01/48 FG 3132Y1W79 - - 2,744,762 $2,659,062 $2,659,062 0.04 $2,639,401
FNMA 30yr Pool#DA3538 6.000% 01-Oct-2053, 6.00%, 10/01/53 FN 3140A34Y6 - - 2,128,171 $2,637,726 $2,637,726 0.04 $2,191,606
Ginnie Mae REMIC Trust 2017-163 LO 0.0% 16-MAY-2041, 0.00%, 05/16/41 GNR 2017-163 38380KNA9 - - 3,308,909 $2,532,451 $2,532,451 0.04 $2,532,451
FHLMC 30yr Pool#SD3523 3.000% 01-Jun-2052, 3.00%, 06/01/52 FR 3132DQ4G8 - - 2,805,820 $2,525,412 $2,525,412 0.04 $2,509,321
FHLMC 30yr Pool#QF0488 5.500% 01-Sep-2052, 5.50%, 09/01/52 FR 3133BMRH0 - - 2,426,491 $2,508,687 $2,508,687 0.04 $2,475,726
BX Trust 2021-BXMF G 7.496513% 15-OCT-2038, 7.50%, 10/15/26 BX 2021-BXMF 05609RAS3 - - 2,488,884 $2,494,041 $2,494,041 0.04 $2,478,494
Saluda Grade Alternative Mortgage Trust 2024-FIG5 B 6.603% 25-APR-2054, 6.60%, 04/25/54 GRADE 2024-FIG5 79582MAB7 - - 2,443,144 $2,484,402 $2,484,402 0.04 $2,465,133
FHLMC 30yr Pool#QY9883 6.000% 01-Aug-2055, 6.00%, 08/01/55 FR 31426U6V1 - - 2,389,173 $2,480,850 $2,480,850 0.04 $2,460,158
Connecticut Avenue Securities, Series 2021-R01 1M2 5.73279% 25-OCT-2041, 5.73%, 10/25/41 CAS 2021-R01 20754RAB2 - - 2,457,760 $2,472,544 $2,472,544 0.04 $2,465,499
FNMA 30yr Pool#BY8533 6.500% 01-Aug-2053, 6.50%, 08/01/53 FN 3140NRPT7 - - 2,311,201 $2,431,187 $2,431,187 0.04 $2,410,544
FNMA 30yr Pool#BY5913 5.500% 01-Sep-2053, 5.50%, 09/01/53 FN 3140NNSB2 - - 2,326,748 $2,409,265 $2,409,265 0.04 $2,389,406
PRPM 2024-RCF2 A1 3.75% 25-MAR-2054, 3.75%, 03/25/54 PRPM 2024-RCF2 693987AA7 - - 2,429,903 $2,400,142 $2,400,142 0.04 $2,395,333
PRPM 2025-RCF3 LLC 5.25% 55, 5.25%, 07/25/55 PRPM 2025-RCF3 69392PAB1 - - 2,380,125 $2,385,351 $2,385,351 0.04 $2,370,425
FNMA 30yr Pool#DD4221 6.000% 01-Feb-2055, 6.00%, 02/01/55 FN DD4221 MTGE 3140B4VP2 - - 2,202,888 $2,380,292 $2,380,292 0.04 $2,266,818
FNMA 30yr Pool#DF0313 6.000% 01-Sep-2055, 6.00%, 09/01/55 FN 3140BQK34 - - 2,300,611 $2,380,017 $2,380,017 0.04 $2,359,331
Santander Bank Auto Credit-Linked Notes, Series 2024-A B 5.622% 15-JUN-2032, 5.62%, 06/15/32 SBCLN 2024-A 80290CCJ1 - - 2,313,100 $2,349,895 $2,349,895 0.03 $2,339,419
FHF Trust 2024-1 (First Help Financial) A2 5.69% 15-FEB-2030, 5.69%, 02/15/30 FHF 2024-1A 31568AAB2 - - 2,304,150 $2,321,331 $2,321,331 0.03 $2,310,770
Connecticut Avenue Securities Trust 2022-R08 1M2 7.78279% 25-JUL-2042, 7.78%, 07/25/42 CAS 2022-R08 20755DAB2 - - 2,220,000 $2,315,802 $2,315,802 0.03 $2,307,164
FNMA 30yr Pool#FS7252 5.000% 01-Nov-2053, 5.00%, 11/01/53 FN 3140XPBW8 - - - $2,301,575 $2,301,575 0.03 $0
FHLMC 30yr Pool#QI4878 6.000% 01-Apr-2054, 6.00%, 04/01/54 FR 3133WBM37 - - 2,018,229 $2,289,228 $2,289,228 0.03 $2,076,393
FHLMC 30yr Pool#QG2543 5.500% 01-May-2053, 5.50%, 05/01/53 FR 3133C2ZG6 - - 2,071,117 $2,127,204 $2,127,204 0.03 $2,109,433
FNMA 30yr Pool#FS3001 4.000% 01-Oct-2051, 4.00%, 10/01/51 FN 3140XJKP7 - - 2,156,623 $2,098,176 $2,098,176 0.03 $2,068,597
FNMA 30yr Pool#BP1500 3.000% 01-May-2050, 3.00%, 05/01/50 FN 3140K8U25 - - 2,294,944 $2,093,307 $2,093,307 0.03 $2,079,317
FIGRE Trust 2024-HE1 B 6.506% 25-MAR-2054, 6.51%, 03/25/54 FIGRE 2024-HE1 31684HAB6 - - 2,020,763 $2,080,699 $2,080,699 0.03 $2,073,760
FHLMC 30yr Pool#QX7432 6.000% 01-Feb-2055, 6.00%, 02/01/55 FR 31426DHJ4 - - 1,978,928 $2,057,867 $2,057,867 0.03 $2,036,358
Chase Mortgage Reference Notes, Series 2020-CL1 M2 6.60551% 25-OCT-2057, 6.61%, 10/25/57 CHASE 2020-CL1 46591HAH3 - - 1,983,012 $2,050,597 $2,050,597 0.03 $2,044,048
FNMA 30yr Pool#FS1640 4.000% 01-Apr-2052, 4.00%, 04/01/52 FN 3140XGZE2 - - 2,120,115 $2,046,468 $2,046,468 0.03 $2,032,584
FNMA 30yr Pool#CA7849 4.500% 01-Oct-2050, 4.50%, 10/01/50 FN 3140QFWK1 - - 2,031,440 $2,018,734 $2,018,734 0.03 $2,003,222
FNMA 30yr Pool#BY0338 6.500% 01-May-2053, 6.50%, 05/01/53 FN 3140NGLU2 - - 1,911,051 $2,007,665 $2,007,665 0.03 $1,990,386
Foundation Finance Trust 2023-2 A 6.53% 15-JUN-2049, 6.53%, 06/15/49 FFIN 2023-2A 35042RAA4 - - 1,874,984 $1,952,374 $1,952,374 0.03 $1,942,511
FNMA 30yr Pool#BW0972 4.500% 01-Jul-2052, 4.50%, 07/01/52 FN 3140MSCJ2 - - 1,971,173 $1,952,028 $1,952,028 0.03 $1,937,972
FHLMC 30yr Pool#SI2017 4.000% 01-Dec-2048, 4.00%, 12/01/48 FR 3133USG21 - - 2,011,158 $1,946,679 $1,946,679 0.03 $1,931,751
Reach ABS Trust 2024-2 A 5.88% 15-JUL-2031, 5.88%, 07/15/31 REACH 2024-2A 75525HAA8 - - 1,921,945 $1,940,409 $1,940,409 0.03 $1,931,306
FNMA 30yr Pool#BX8072 5.500% 01-Mar-2053, 5.50%, 03/01/53 FN 3140NC6J3 - - 1,873,093 $1,934,206 $1,934,206 0.03 $1,919,764
Santander Bank Auto Credit-Linked Notes, Series 2023-B B 5.64% 15-DEC-2033, 5.64%, 12/15/33 SBCLN 2023-B 80290CCB8 - - 1,898,971 $1,926,668 $1,926,668 0.03 $1,918,041
FHLMC 30yr Pool#QH7013 6.500% 01-Dec-2053, 6.50%, 12/01/53 FR 3133CKYJ1 - - 1,767,878 $1,924,569 $1,924,569 0.03 $1,843,868
FNMA 30yr Pool#DF0998 6.000% 01-Oct-2055, 6.00%, 10/01/55 FN 3140BRDC0 - - 1,852,569 $1,915,667 $1,915,667 0.03 $1,899,854
FHLMC 30yr Pool#QG2540 6.500% 01-May-2053, 6.50%, 05/01/53 FR 3133C2ZD3 - - 1,825,521 $1,909,053 $1,909,053 0.03 $1,892,932
Chase Mortgage Reference Notes, Series 2021-CL1 M3 5.73279% 25-FEB-2050, 5.73%, 02/25/50 CHASE 2021-CL1 46591HBZ2 - - 1,919,159 $1,887,168 $1,887,168 0.03 $1,881,667
FHLMC 30yr Pool#SD1551 4.000% 01-Mar-2050, 4.00%, 03/01/50 FR 3132DNWL3 - - 1,876,143 $1,822,866 $1,822,866 0.03 $1,802,056
FHLMC 30yr Pool#QY7439 6.000% 01-Jun-2055, 6.00%, 06/01/55 FR 31426SHR3 - - 1,742,576 $1,817,117 $1,817,117 0.03 $1,794,350
FNMA 30yr Pool#BY0361 6.500% 01-Jun-2053, 6.50%, 06/01/53 FN 3140NGMK3 - - 1,722,509 $1,806,803 $1,806,803 0.03 $1,790,831
FHLMC 30yr Pool#QH3309 5.500% 01-Oct-2053, 5.50%, 10/01/53 FR 3133CFVA4 - - 1,757,582 $1,798,508 $1,798,508 0.03 $1,784,657
FNMA 30yr Pool#MA3521 4.000% 01-Nov-2048, 4.00%, 11/01/48 FN 31418C4F8 - - 1,798,976 $1,751,894 $1,751,894 0.03 $1,727,936
ACHV ABS Trust 2024-1PL B 6.34% 25-APR-2031, 6.34%, 04/25/31 ACHV 2024-1PL 00092BAB0 - - 1,711,961 $1,730,267 $1,730,267 0.03 $1,724,539
NRZ MSR-Collateralized Notes, Series 2021-FHT1 A 3.104% 25-JUL-2026, 3.10%, 07/25/26 NZES 2021-FHT1 62955MAB2 - - 1,753,609 $1,725,005 $1,725,005 0.03 $1,722,132
FHLMC 30yr Pool#SD0943 3.500% 01-Apr-2052, 3.50%, 04/01/52 FR 3132DNBL6 - - 1,791,452 $1,707,696 $1,707,696 0.03 $1,676,748
Chase Mortgage Reference Notes, Series 2021-CL1 M2 5.53279% 25-FEB-2050, 5.53%, 02/25/50 CHASE 2021-CL1 46591HBY5 - - 1,728,862 $1,697,017 $1,697,017 0.03 $1,692,235
PRPM 2025-RCF3 LLC 5.25% 55, 5.25%, 07/25/55 PRPM 2025-RCF3 69392PAC9 - - 1,700,000 $1,695,566 $1,695,566 0.03 $1,684,905
Fannie Mae Pool|4|08/01/2050, 4.00%, 08/01/50 FN 3140X8UA3 - - 1,754,527 $1,691,055 $1,691,055 0.03 $1,679,431
FHLMC 30yr Pool#QA2039 3.000% 01-Aug-2049, 3.00%, 08/01/49 FR 31334YHQ3 - - 1,729,176 $1,670,315 $1,670,315 0.02 $1,566,657
FHLMC 30yr Pool#SD4456 4.000% 01-Aug-2050, 4.00%, 08/01/50 FR 3132E05R9 - - 1,677,586 $1,627,529 $1,627,529 0.02 $1,609,112
FNMA 30yr Pool#CB2681 3.500% 01-Jan-2052, 3.50%, 01/01/52 FN 3140QM6T6 - - 1,711,957 $1,615,782 $1,615,782 0.02 $1,602,475
FHLMC 30yr Pool#QG4340 6.500% 01-Jun-2053, 6.50%, 06/01/53 FR 3133C4ZD9 - - 1,546,153 $1,614,839 $1,614,839 0.02 $1,601,368
Bayview Opportunity Master Fund VII Trust 2024-CAR1 C 5.68279% 25-DEC-2031, 5.68%, 12/26/31 BVCLN 2024-CAR1 07336QAC6 - - 1,601,045 $1,610,911 $1,610,911 0.02 $1,606,362
Ally Bank Auto Credit-Linked Notes, Series 2024-A D 6.315% 15-MAY-2032, 6.31%, 05/17/32 ABCLN 2024-A 02007GZ71 - - 1,554,142 $1,581,198 $1,581,198 0.02 $1,573,292
FNMA 30yr Pool#BY0327 6.500% 01-May-2053, 6.50%, 05/01/53 FN 3140NGLH1 - - 1,235,931 $1,570,915 $1,570,915 0.02 $1,278,073
FHLMC 30yr Pool#QZ4132 6.000% 01-Sep-2055, 6.00%, 09/01/55 FR 31427BSW6 - - 1,493,542 $1,543,925 $1,543,925 0.02 $1,531,663
FHLMC 30yr Pool#Q58477 4.000% 01-Sep-2048, 4.00%, 09/01/48 FG 3132Y2M37 - - 1,574,643 $1,525,814 $1,525,814 0.02 $1,514,314
FNMA 30yr Pool#MA3415 4.000% 01-Jul-2048, 4.00%, 07/01/48 FN 31418CYM0 - - 1,527,746 $1,487,171 $1,487,171 0.02 $1,467,417
U.S. Auto Funding 2021-1 C 2.2% 15-MAY-2026, 2.20%, 05/15/26 USAUT 2021-1A 90355EAC5 - - 1,743,847 $1,485,595 $1,485,595 0.02 $1,482,505
FIGRE TRUST 2025-HE5 FLTG 2055 B, 5.49%, 08/25/55 FIGRE 2025-HE5 31684MAB5 - - 1,430,396 $1,445,307 $1,445,307 0.02 $1,435,935
FNMA 30yr Pool#BT8051 5.500% 01-Jan-2053, 5.50%, 01/01/53 FN 3140LW5M5 - - 1,387,321 $1,438,157 $1,438,157 0.02 $1,426,570
FNMA 30yr Pool#CA5573 4.000% 01-Apr-2050, 4.00%, 04/01/50 FN 3140QDFP4 - - 1,484,394 $1,431,014 $1,431,014 0.02 $1,420,861
FNMA 30yr Pool#CA1931 4.500% 01-Jun-2048, 4.50%, 06/01/48 FN 3140Q9ED1 - - 1,430,564 $1,425,692 $1,425,692 0.02 $1,413,807
Arivo Acceptance Auto Loan Receivables Trust 2024-1 A 6.46% 15-APR-2028, 6.46%, 04/17/28 ARIVO 2024-1A 039943AA3 - - 1,397,290 $1,411,469 $1,411,469 0.02 $1,404,198
FNMA 30yr Pool#BY1896 5.500% 01-May-2053, 5.50%, 05/01/53 FN 3140NJDA9 - - 1,361,731 $1,401,371 $1,401,371 0.02 $1,390,221
Blue Bridge Funding 2023-1 A 7.37% 15-NOV-2030, 7.37%, 11/15/30 BBEF 2023-1A 09531MAA8 - - 1,377,188 $1,394,021 $1,394,021 0.02 $1,385,845
FNMA 30yr Pool#BX7860 5.500% 01-Mar-2053, 5.50%, 03/01/53 FN 3140NCWW5 - - 1,299,688 $1,342,832 $1,342,832 0.02 $1,332,159
FNMA 30yr Pool#DB3056 5.500% 01-May-2054, 5.50%, 05/01/54 FN 3140ACME0 - - 1,267,244 $1,302,424 $1,302,424 0.02 $1,291,508
FNMA 30yr Pool#FM7725 4.500% 01-Dec-2050, 4.50%, 12/01/50 FN 3140XBSP6 - - 1,261,465 $1,251,164 $1,251,164 0.02 $1,241,773
FNMA 30yr Pool#MA3149 4.000% 01-Oct-2047, 4.00%, 10/01/47 FN 31418CQB3 - - 1,258,149 $1,226,811 $1,226,811 0.02 $1,211,467
FHLMC 30yr Pool#QF2561 5.500% 01-Nov-2052, 5.50%, 11/01/52 FR 3133BPZ27 - - 1,178,787 $1,218,312 $1,218,312 0.02 $1,209,071
FNMA 40yr Pool#BF0167 3.000% 01-Feb-2057, 3.00%, 02/01/57 FN 3140FXFH0 - - 1,385,985 $1,217,720 $1,217,720 0.02 $1,207,961
FNMA 30yr Pool#FM9138 4.000% 01-Mar-2050, 4.00%, 03/01/50 FN 3140XDEL6 - - 1,224,637 $1,191,469 $1,191,469 0.02 $1,176,277
FHLMC 30yr Pool#SD8003 4.000% 01-Jul-2049, 4.00%, 07/01/49 FR 3132DV3L7 - - 1,225,735 $1,191,033 $1,191,033 0.02 $1,175,704
FNMA 30yr Pool#BJ9181 5.000% 01-May-2048, 5.00%, 05/01/48 FN 3140HBFX1 - - 1,165,999 $1,189,831 $1,189,831 0.02 $1,180,093
Tricolor Auto Securitization Trust 2024-1 A 6.61% 15-OCT-2027, 6.61%, 10/15/27 TAST 2024-1A 89616LAA0 - - 1,205,445 $1,189,436 $1,189,436 0.02 $1,183,017
Connecticut Avenue Securities, Series 2021-R02 2B1 7.48279% 25-NOV-2041, 7.48%, 11/25/41 CAS 2021-R02 20754KAF8 - - 1,150,000 $1,180,497 $1,180,497 0.02 $1,176,194
Towd Point Mortgage Trust 2024-CES1 A1B 6.049% 25-JAN-2064, 6.05%, 01/25/64 TPMT 2024-CES1 89183CAB1 - - 1,157,895 $1,172,706 $1,172,706 0.02 $1,164,340
FNMA 30yr Pool#BX0804 5.500% 01-Nov-2052, 5.50%, 11/01/52 FN 3140N43N5 - - 1,132,640 $1,169,369 $1,169,369 0.02 $1,158,211
FHLMC 30yr Pool#QD9182 3.000% 01-Mar-2052, 3.00%, 03/01/52 FR 3133B7FX1 - - 1,274,562 $1,168,795 $1,168,795 0.02 $1,145,274
FNMA 30yr Pool#AS6811 3.000% 01-Mar-2046, 3.00%, 03/01/46 FN 3138WGR97 - - 1,232,805 $1,158,176 $1,158,176 0.02 $1,123,138
FHLMC 30yr Pool#ZT2087 4.000% 01-Jun-2049, 4.00%, 06/01/49 FR 3132AEJ80 - - 1,182,199 $1,144,618 $1,144,618 0.02 $1,133,945
FHLMC 30yr Pool#QG6538 5.500% 01-Jul-2053, 5.50%, 07/01/53 FR 3133C7HP5 - - 1,100,370 $1,139,567 $1,139,567 0.02 $1,131,141
FHLMC 30yr Pool#QG6948 5.500% 01-Jul-2053, 5.50%, 07/01/53 FR 3133C7WH6 - - 1,044,397 $1,082,669 $1,082,669 0.02 $1,073,518
FNMA 30yr Pool#AS7492 4.000% 01-Jul-2046, 4.00%, 07/01/46 FN 3138WHKE1 - - 1,096,748 $1,066,089 $1,066,089 0.02 $1,057,705
FHLMC 30yr Pool#RA1188 4.500% 01-Aug-2049, 4.50%, 08/01/49 FR 3133KGJ90 - - 1,070,092 $1,060,866 $1,060,866 0.02 $1,052,959
FNMA 30yr Pool#CB8995 5.500% 01-Aug-2054, 5.50%, 08/01/54 FN 3140QU7H3 - - 1,023,354 $1,055,871 $1,055,871 0.02 $1,039,672
FHLMC 30yr Pool#RA1087 4.500% 01-Jul-2049, 4.50%, 07/01/49 FR 3133KGF45 - - 1,057,724 $1,051,276 $1,051,276 0.02 $1,040,789
FHLMC 30yr Pool#QG3885 6.500% 01-Jun-2053, 6.50%, 06/01/53 FR 3133C4J62 - - 969,119 $1,012,137 $1,012,137 0.02 $1,003,727
FNMA 30yr Pool#BV4203 3.500% 01-Apr-2052, 3.50%, 04/01/52 FN 3140MHU56 - - 1,021,779 $998,080 $998,080 0.01 $955,437
FNMA 30yr Pool#FM1598 4.000% 01-Feb-2049, 4.00%, 02/01/49 FN 3140X4X43 - - 996,465 $980,810 $980,810 0.01 $957,116
FNMA 30yr Pool#BV8484 3.500% 01-Apr-2052, 3.50%, 04/01/52 FN 3140MNNA0 - - 1,010,323 $968,209 $968,209 0.01 $944,650
FNMA 30yr Pool#DA3522 5.500% 01-Oct-2053, 5.50%, 10/01/53 FN 3140A34G5 - - 923,158 $944,660 $944,660 0.01 $937,355
GNMA II 30yr Pool#MA5021 4.500% 20-Feb-2048, 4.50%, 02/20/48 G2 36179TSJ5 - - 910,809 $924,330 $924,330 0.01 $903,212
FNMA 30yr Pool#CA6382 4.500% 01-Jul-2050, 4.50%, 07/01/50 FN 3140QECU4 - - 924,698 $917,066 $917,066 0.01 $910,347
FHLMC 30yr Pool#ZM8197 4.000% 01-Sep-2048, 4.00%, 09/01/48 FR 3131Y3DA1 - - 936,876 $906,727 $906,727 0.01 $899,885
FHLMC 30yr Pool#QG7338 6.000% 01-Jul-2053, 6.00%, 07/01/53 FR 3133C8EK7 - - 837,159 $868,568 $868,568 0.01 $861,326
BX Commercial Mortgage Trust 2021-21M A 4.877% 15-OCT-2036, 4.88%, 10/15/36 BX 2021-21M 05609CAA5 - - 862,801 $864,156 $864,156 0.01 $860,650
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-DNA5 M2 5.83279% 25-JAN-2034, 5.83%, 01/25/34 STACR 2021-DNA5 35564KHE2 - - 851,059 $855,757 $855,757 0.01 $853,275
FNMA 30yr Pool#AB9341 3.000% 01-May-2043, 3.00%, 05/01/43 FN 31417GLX2 - - 892,381 $834,228 $834,228 0.01 $821,979
Gracie Point International Funding, Series 2023-2 A 6.60559% 01-MAR-2027, 6.61%, 03/01/27 GPIF 2023-2A 38410JAA0 - - 808,251 $820,792 $820,792 0.01 $809,966
FNMA 30yr Pool#BN4541 4.000% 01-Feb-2049, 4.00%, 02/01/49 FN 3140JMBK7 - - 823,665 $796,998 $796,998 0.01 $791,140
FREMF 2019-KF70 Mortgage Trust C 10.42205% 25-SEP-2029, 10.42%, 09/25/29 FREMF 2019-KF70 30298UAJ0 - - 789,970 $783,794 $783,794 0.01 $779,677
FNMA 30yr Pool#BY0782 5.500% 01-Apr-2053, 5.50%, 04/01/53 FN 3140NG2Q2 - - 742,530 $768,112 $768,112 0.01 $762,404
FHLMC 30yr Pool#ZT1926 3.000% 01-Nov-2043, 3.00%, 11/01/43 FR 3132AED78 - - 824,804 $765,099 $765,099 0.01 $758,473
ACHV ABS Trust 2024-1PL C 6.42% 25-APR-2031, 6.42%, 04/25/31 ACHV 2024-1PL 00092BAC8 - - 748,297 $756,644 $756,644 0.01 $754,108
FHLMC 30yr Pool#RA1999 4.500% 01-Jan-2050, 4.50%, 01/01/50 FR 3133KHGG5 - - 748,878 $742,774 $742,774 0.01 $736,888
FNMA 30yr Pool#BY0866 5.500% 01-May-2053, 5.50%, 05/01/53 FN 3140NG6C9 - - 699,850 $721,504 $721,504 0.01 $714,492
ACHM Trust 2024-HE1 B 7.26% 25-MAY-2039, 7.26%, 05/25/39 ACHM 2024-HE1 00449TAB1 - - 694,715 $720,568 $720,568 0.01 $717,906
GNMA II 30yr Pool#MA5264 4.000% 20-Jun-2048, 4.00%, 06/20/48 G2 36179TZ57 - - 722,954 $703,681 $703,681 0.01 $694,996
NRZ Excess Spread-Collateralized Notes, Series 2020-PLS1 A 3.844% 25-DEC-2025, 3.84%, 12/25/25 NZES 2020-PLS1 433674AA6 - - 671,134 $669,943 $669,943 0.01 $668,582
FHLMC 30yr Pool#QD6555 3.000% 01-Feb-2052, 3.00%, 02/01/52 FR 3133B4H81 - - 735,403 $665,210 $665,210 0.01 $660,888
FNMA 30yr Pool#BW0343 4.500% 01-May-2052, 4.50%, 05/01/52 FN 3140MRLZ8 - - 633,317 $623,745 $623,745 0.01 $619,458
Connecticut Avenue Securities Trust 2022-R01 1M1 5.18279% 25-DEC-2041, 5.18%, 12/25/41 CAS 2022-R01 20754LAA7 - - 611,471 $613,058 $613,058 0.01 $611,474
FHLMC 30yr Pool#QE1073 3.500% 01-Apr-2052, 3.50%, 04/01/52 FR 3133BAFN6 - - 648,837 $610,865 $610,865 0.01 $606,661
FHLMC 30yr Pool#SD8047 4.500% 01-Feb-2050, 4.50%, 02/01/50 FR 3132DV5G6 - - 596,640 $599,808 $599,808 0.01 $588,353
FNMA 30yr Pool#AL6842 4.000% 01-May-2045, 4.00%, 05/01/45 FN 3138EPS88 - - 596,196 $589,526 $589,526 0.01 $577,262
MHC Commercial Mortgage Trust 2021-MHC A 4.948442% 15-APR-2038, 4.95%, 04/15/38 MHC 2021-MHC 55316VAA2 - - 586,117 $587,961 $587,961 0.01 $585,544
Sequoia Mortgage Trust 2013-5 A1 2.5% 25-MAY-2043, 2.50%, 05/25/43 SEMT 2013-5 81745AAA5 - - 652,557 $583,731 $583,731 0.01 $581,782
FNMA 30yr Pool#BK9507 4.000% 01-Oct-2048, 4.00%, 10/01/48 FN 3140HPR58 - - 595,120 $578,677 $578,677 0.01 $574,203
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA2 M1A 5.48279% 25-FEB-2042, 5.48%, 02/25/42 STACR 2022-DNA2 35564KRE1 - - 534,138 $536,084 $536,084 0.01 $534,620
FNMA 30yr Pool#AZ0869 4.000% 01-Jul-2045, 4.00%, 07/01/45 FN 3138YR6F0 - - 519,564 $507,992 $507,992 0.01 $503,586
FHLMC 15yr Pool#SB0116 2.500% 01-Nov-2034, 2.50%, 11/01/34 FR 3132CWDV3 - - 518,095 $501,906 $501,906 0.01 $494,074
FNMA 30yr Pool#CB8694 6.000% 01-Jun-2054, 6.00%, 06/01/54 FN 3140QUUU8 - - - $501,097 $501,097 0.01 $0
FHLMC 30yr Pool#QD9191 3.500% 01-Apr-2052, 3.50%, 04/01/52 FR 3133B7F86 - - 500,276 $471,269 $471,269 0.01 $467,794
Towd Point Mortgage Trust 2024-CES2 A1B 6.35% 25-FEB-2064, 6.35%, 02/25/64 TPMT 2024-CES2 89182JAB7 - - 446,218 $453,151 $453,151 0.01 $449,767
Connecticut Avenue Securities, Series 2021-R03 1M1 5.03279% 25-DEC-2041, 5.03%, 12/25/41 CAS 2021-R03 20754AAA1 - - 433,223 $434,134 $434,134 0.01 $433,044
FHLMC 30yr Pool#SD1414 4.000% 01-Oct-2050, 4.00%, 10/01/50 FR 3132DNSB0 - - 437,781 $423,000 $423,000 0.01 $419,912
FNMA 30yr Pool#CB4329 3.500% 01-Jul-2052, 3.50%, 07/01/52 FN 3140QPY35 - - 442,838 $417,097 $417,097 0.01 $414,255
JP Morgan Mortgage Trust 2015-4 AM 3.0% 25-JUN-2045, 3.00%, 06/25/45 JPMMT 2015-4 46644VBP0 - - 468,349 $410,274 $410,274 0.01 $408,596
FNMA 30yr Pool#CA4646 3.000% 01-Feb-2048, 3.00%, 02/01/48 FN 3140QCEU6 - - 434,002 $400,845 $400,845 0.01 $397,227
FNMA 30yr Pool#BV6879 4.500% 01-Apr-2052, 4.50%, 04/01/52 FN 3140MLUD0 - - 406,053 $400,020 $400,020 0.01 $397,231
FHLMC 30yr Pool#QG3397 6.000% 01-May-2053, 6.00%, 05/01/53 FR 3133C3X27 - - 365,620 $388,982 $388,982 0.01 $376,174
FNMA 30yr Pool#BV7632 4.500% 01-Apr-2052, 4.50%, 04/01/52 FN 3140MMPS1 - - 312,027 $362,576 $362,576 0.01 $305,248
FHLMC 30yr Pool#QA8274 3.500% 01-Mar-2050, 3.50%, 03/01/50 FR 3133A3FP8 - - 388,246 $361,576 $361,576 0.01 $359,188
FNMA 30yr Pool#FM3447 4.000% 01-Nov-2049, 4.00%, 11/01/49 FN 3140X6ZM6 - - 359,000 $348,154 $348,154 0.01 $345,519
FHLMC 30yr Pool#SD1966 4.000% 01-Nov-2052, 4.00%, 11/01/52 FR 3132DPFF0 - - 330,944 $318,467 $318,467 0.00 $315,133
FHLMC 30yr Pool#ZN6461 4.000% 01-May-2049, 4.00%, 05/01/49 FR 3131YDFA7 - - 323,651 $314,155 $314,155 0.00 $310,655
FNMA 30yr Pool#AR9225 3.000% 01-Mar-2043, 3.00%, 03/01/43 FN 3138W7HB3 - - 329,240 $304,897 $304,897 0.00 $302,266
FHLMC 30yr Pool#ZT0391 4.000% 01-Nov-2047, 4.00%, 11/01/47 FR 3132ACNG1 - - 300,199 $293,240 $293,240 0.00 $290,869
FNMA 30yr Pool#FS2548 4.000% 01-Mar-2051, 4.00%, 03/01/51 FN 3140XHZN0 - - 299,902 $291,955 $291,955 0.00 $287,661
FHLMC 30yr Pool#QA5150 4.500% 01-Dec-2049, 4.50%, 12/01/49 FR 31346YWK5 - - 293,812 $291,903 $291,903 0.00 $289,738
FNMA 30yr Pool#FS2238 4.000% 01-Mar-2051, 4.00%, 03/01/51 FN 3140XHPY7 - - 293,060 $285,037 $285,037 0.00 $281,487
FNMA 30yr Pool#AS8649 3.000% 01-Jan-2047, 3.00%, 01/01/47 FN 3138WJTF5 - - 305,370 $279,023 $279,023 0.00 $276,841
Fannie Mae REMIC Trust 2017-9 VL 3.0% 25-JUL-2028, 3.00%, 07/25/28 FNR 2017-9 3136AVYH6 - - 255,820 $262,179 $262,179 0.00 $253,195
FNMA 30yr Pool#BN3899 4.000% 01-Dec-2048, 4.00%, 12/01/48 FN 3140JLKM5 - - 268,416 $261,491 $261,491 0.00 $257,817
FHLMC 30yr Pool#QA1615 3.500% 01-Aug-2049, 3.50%, 08/01/49 FR 31334XYL7 - - 270,623 $253,950 $253,950 0.00 $251,790
FHLMC 30yr Pool#ZN4240 4.500% 01-Dec-2048, 4.50%, 12/01/48 FR 3131YAV98 - - 249,342 $249,549 $249,549 0.00 $247,472
Reach ABS Trust 2024-1 A 6.3% 15-FEB-2031, 6.30%, 02/18/31 REACH 2024-1A 75526PAA9 - - 244,538 $245,921 $245,921 0.00 $244,680
Fannie Mae REMIC Trust 2012-126 SY 0.0% 25-NOV-2042, 0.00%, 11/25/42 FNR 2012-126 3136A9ZR2 - - 473,554 $235,242 $235,242 0.00 $235,242
FNMA 30yr Pool#MA3908 4.500% 01-Jan-2050, 4.50%, 01/01/50 FN 31418DKW1 - - 231,735 $235,152 $235,152 0.00 $228,516
FHLMC 15yr Pool#SB0040 2.500% 01-Dec-2033, 2.50%, 12/01/33 FR 3132CWBH6 - - 234,135 $232,482 $232,482 0.00 $226,577
FNMA 30yr Pool#MA3687 4.000% 01-Jun-2049, 4.00%, 06/01/49 FN 31418DCZ3 - - 234,274 $226,676 $226,676 0.00 $224,712
FNMA 30yr Pool#BW0081 4.500% 01-Apr-2052, 4.50%, 04/01/52 FN 3140MRCT2 - - 229,586 $226,118 $226,118 0.00 $224,562
FNMA 30yr Pool#BE3616 4.000% 01-May-2047, 4.00%, 05/01/47 FN 3140FPAS8 - - 227,239 $222,719 $222,719 0.00 $220,439
FNMA 30yr Pool#MA1327 3.000% 01-Jan-2043, 3.00%, 01/01/43 FN 31418APM4 - - 239,174 $221,976 $221,976 0.00 $219,940
GNMA II 30yr Pool#MA5192 4.000% 20-May-2048, 4.00%, 05/20/48 G2 36179TXV2 - - 216,262 $210,849 $210,849 0.00 $207,898
FNMA 30yr Pool#BO9819 4.500% 01-Dec-2049, 4.50%, 12/01/49 FN 3140K54D6 - - 209,707 $208,412 $208,412 0.00 $206,798
FHLMC 30yr Pool#RA1088 4.500% 01-Jul-2049, 4.50%, 07/01/49 FR 3133KGF52 - - 203,615 $202,270 $202,270 0.00 $200,785
FNMA 30yr Pool#AB6280 3.000% 01-Sep-2042, 3.00%, 09/01/42 FN 31417C6S9 - - 193,909 $180,083 $180,083 0.00 $178,315
FHLMC 30yr Pool#SD8040 4.500% 01-Jan-2050, 4.50%, 01/01/50 FR 3132DV4Z5 - - 179,263 $178,105 $178,105 0.00 $176,773
FNMA 30yr Pool#BO2983 3.000% 01-Sep-2049, 3.00%, 09/01/49 FN 3140JXJ58 - - 194,152 $177,516 $177,516 0.00 $176,190
FNMA 30yr Pool#CA4185 4.500% 01-Sep-2049, 4.50%, 09/01/49 FN 3140QBUK2 - - 174,945 $175,088 $175,088 0.00 $172,513
FNMA 30yr Pool#CA4035 4.500% 01-Aug-2049, 4.50%, 08/01/49 FN 3140QBPV4 - - 166,874 $170,422 $170,422 0.00 $164,555
FNMA 30yr Pool#BV7132 4.500% 01-Apr-2052, 4.50%, 04/01/52 FN 3140ML4S6 - - 161,622 $159,187 $159,187 0.00 $158,085
FHLMC 30yr Pool#ZT1320 4.000% 01-Nov-2048, 4.00%, 11/01/48 FR 3132ADPD4 - - 160,942 $157,110 $157,110 0.00 $154,587
FHLMC 30yr Pool#ZA7158 4.500% 01-Jun-2049, 4.50%, 06/01/49 FR 31329Q5T4 - - 157,258 $156,081 $156,081 0.00 $154,740
FNMA 30yr Pool#AB7563 3.000% 01-Jan-2043, 3.00%, 01/01/43 FN 31417EMM0 - - 166,801 $155,264 $155,264 0.00 $153,815
FNMA 30yr Pool#FS2546 4.000% 01-Mar-2051, 4.00%, 03/01/51 FN 3140XHZL4 - - 153,723 $149,072 $149,072 0.00 $147,652
GNMA II 30yr Pool#MA5753 4.000% 20-Feb-2049, 4.00%, 02/20/49 G2 36179UMA7 - - 137,220 $137,542 $137,542 0.00 $128,244
FNMA 30yr Pool#MA1229 3.000% 01-Oct-2042, 3.00%, 10/01/42 FN 31418ALK2 - - 143,628 $135,211 $135,211 0.00 $132,459
FNMA 30yr Pool#BW0072 4.500% 01-Apr-2052, 4.50%, 04/01/52 FN 3140MRCJ4 - - 136,309 $134,257 $134,257 0.00 $133,326
FNMA 30yr Pool#BV7131 4.500% 01-Apr-2052, 4.50%, 04/01/52 FN 3140ML4R8 - - 129,030 $127,140 $127,140 0.00 $126,208
GNMA II 30yr Pool#BF6874 4.500% 20-Jul-2048, 4.50%, 07/20/48 G2 3617GDT77 - - 126,705 $125,622 $125,622 0.00 $124,622
GNMA II 30yr Pool#MA5866 4.000% 20-Apr-2049, 4.00%, 04/20/49 G2 36179UQT2 - - 132,346 $125,178 $125,178 0.00 $124,171
FNMA 20yr Pool#AB9283 3.000% 01-Apr-2038, 3.00%, 04/01/38 FN 31417GJ56 - - 131,568 $122,859 $122,859 0.00 $121,183
Santander Bank Auto Credit-Linked Notes, Series 2023-A B 6.493% 15-JUN-2033, 6.49%, 06/15/33 SBCLN 2023-A 80290CBU7 - - 113,580 $114,310 $114,310 0.00 $113,716
FNMA 30yr Pool#BM3282 3.500% 01-Dec-2047, 3.50%, 12/01/47 FN 3140J7UG8 - - 113,359 $109,157 $109,157 0.00 $107,150
GNMA II 30yr Pool#BK5879 4.500% 20-Nov-2048, 4.50%, 11/20/48 G2 3617J6Q80 - - 111,416 $108,979 $108,979 0.00 $108,166
FNMA 30yr Pool#CA3683 4.500% 01-Jun-2049, 4.50%, 06/01/49 FN 3140QBCV8 - - 108,777 $108,079 $108,079 0.00 $107,265
FHLMC 30yr Pool#ZT1633 4.000% 01-Mar-2047, 4.00%, 03/01/47 FR 3132ADY69 - - 108,551 $107,543 $107,543 0.00 $105,213
FHLMC 30yr Pool#QE0318 4.500% 01-Mar-2052, 4.50%, 03/01/52 FR 3133B9K78 - - 108,215 $106,614 $106,614 0.00 $105,864
FNMA 30yr Pool#CA0108 3.500% 01-Aug-2047, 3.50%, 08/01/47 FN 3140Q7DN4 - - 106,260 $101,493 $101,493 0.00 $100,440
FHLMC 30yr Pool#ZM7577 4.500% 01-Aug-2048, 4.50%, 08/01/48 FR 3131Y2M21 - - 99,901 $99,477 $99,477 0.00 $98,731
Fannie Mae REMIC Trust 2013-130 FN 4.64727% 25-OCT-2042, 4.65%, 10/25/42 FNR 2013-130 3136AHG53 - - 91,687 $90,819 $90,819 0.00 $90,595
FNMA 30yr Pool#BJ8459 3.000% 01-Aug-2049, 3.00%, 08/01/49 FN 3140HAMH0 - - 99,395 $88,945 $88,945 0.00 $88,042
FNMA 30yr Pool#BO4113 3.000% 01-Aug-2049, 3.00%, 08/01/49 FN 3140JYSB3 - - 90,568 $80,975 $80,975 0.00 $80,223
FHLMC 30yr Pool#ZM7926 5.000% 01-Sep-2048, 5.00%, 09/01/48 FR 3131Y2YX0 - - 77,696 $78,923 $78,923 0.00 $78,296
Sequoia Mortgage Trust 2019-CH3 A19 4.0% 25-OCT-2049, 4.00%, 09/25/49 SEMT 2019-CH3 81748GBN0 - - 80,538 $75,031 $75,031 0.00 $74,646
FHLMC 30yr Pool#QA2159 3.000% 01-Aug-2049, 3.00%, 08/01/49 FR 31334YMG9 - - 82,619 $73,749 $73,749 0.00 $73,183
FNMA 30yr Pool#MA1447 3.000% 01-May-2043, 3.00%, 05/01/43 FN 31418ATD0 - - 77,018 $71,550 $71,550 0.00 $70,708
FNMA 30yr Pool#AS8547 3.000% 01-Nov-2046, 3.00%, 11/01/46 FN 3138WJP93 - - 71,520 $65,138 $65,138 0.00 $64,674
FNMA 30yr Pool#BD2453 3.000% 01-Jan-2047, 3.00%, 01/01/47 FN 3140F9WP6 - - 67,639 $63,015 $63,015 0.00 $61,766
Fannie Mae REMIC Trust 2010-109 BS 7.44678% 25-OCT-2040, 7.45%, 10/25/40 FNR 2010-109 31398NTM6 - - 41,248 $58,911 $58,911 0.00 $58,602
TOWD POINT MORTGAGE TRUST 6.125% 65, 5.67%, 08/25/65 TPMT 2025-CES3 891949AC3 - - - $55,914 $55,914 0.00 $0
Fannie Mae REMIC Trust 2006-20 GF 4.64727% 25-APR-2036, 4.65%, 04/25/36 FNR 2006-20 31395BU43 - - 55,306 $54,915 $54,915 0.00 $54,779
FHLMC 15yr Pool#ZK8962 3.000% 01-Sep-2032, 3.00%, 09/01/32 FR 3131XC5X1 - - 53,392 $53,005 $53,005 0.00 $52,077
FHLMC 15yr Pool#ZS7403 3.000% 01-May-2031, 3.00%, 05/01/31 FR 3132A8GL7 - - 49,263 $49,675 $49,675 0.00 $48,336
Freddie Mac Multiclass Certificates, Series 3380 FM 4.93815% 15-OCT-2037, 4.94%, 10/15/37 FHR 3380 31397KTJ0 - - 44,583 $44,664 $44,664 0.00 $44,486
FNMA 15yr Pool#BO5957 3.000% 01-Dec-2034, 3.00%, 12/01/34 FN 3140K1TP1 - - 44,062 $43,161 $43,161 0.00 $42,608
Freddie Mac Multiclass Certificates, Series 3721 FB 4.84815% 15-SEP-2040, 4.85%, 09/15/40 FHR 3721 3137GAD20 - - 42,933 $42,874 $42,874 0.00 $42,707
FNMA 30yr Pool#BO1857 4.500% 01-Aug-2049, 4.50%, 08/01/49 FN 3140JWB33 - - 42,860 $42,582 $42,582 0.00 $42,264
Ginnie Mae REMIC Trust 2008-013 FB 4.74992% 20-FEB-2038, 4.65%, 02/20/38 GNR 2008-13 38375PNL1 - - 39,881 $39,839 $39,839 0.00 $39,715
FNMA 30yr Pool#BC0870 3.500% 01-Jan-2046, 3.50%, 01/01/46 FN 3140EU6G9 - - 37,313 $35,747 $35,747 0.00 $35,052
FNMA 15yr Pool#BO7717 3.000% 01-Nov-2034, 3.00%, 11/01/34 FN 3140K3SF0 - - 33,205 $32,652 $32,652 0.00 $32,182
FHLMC 15yr Pool#ZK9163 3.000% 01-Jan-2033, 3.00%, 01/01/33 FR 3131XDFC4 - - 31,701 $31,442 $31,442 0.00 $30,906
Ginnie Mae REMIC Trust 2007-040 FG 4.56992% 20-JUL-2037, 4.47%, 07/20/37 GNR 2007-40 38375KZS4 - - 30,474 $30,252 $30,252 0.00 $30,161
Ginnie Mae REMIC Trust 2004-069 CF 4.54552% 20-JUL-2034, 4.55%, 07/20/34 GNR 2004-69 38374JAT3 - - 26,397 $26,384 $26,384 0.00 $26,304
Fannie Mae REMIC Trust 2013-2 QF 4.79727% 25-FEB-2043, 4.80%, 02/25/43 FNR 2013-2 3136AB4P5 - - 24,242 $24,213 $24,213 0.00 $24,152
Ginnie Mae REMIC Trust 2007-059 FA 4.74992% 20-OCT-2037, 4.65%, 10/20/37 GNR 2007-59 38375LPU8 - - 24,178 $24,153 $24,153 0.00 $24,078
FHLMC 30yr Pool#ZN2165 4.500% 01-Dec-2048, 4.50%, 12/01/48 FR 3131Y8MN2 - - 22,979 $23,509 $23,509 0.00 $22,886
Ginnie Mae REMIC Trust 2010-133 FD 4.57632% 16-OCT-2040, 4.58%, 10/16/40 GNR 2010-133 38377MHV1 - - 22,175 $22,236 $22,236 0.00 $22,157
Ginnie Mae REMIC Trust 2008-016 FC 4.74992% 20-FEB-2038, 4.65%, 02/20/38 GNR 2008-16 383742FU2 - - 19,503 $19,486 $19,486 0.00 $19,425
Ginnie Mae REMIC Trust 2007-037 FW 4.55992% 20-JUN-2037, 4.46%, 06/20/37 GNR 2007-37 38375KNR9 - - 19,391 $19,233 $19,233 0.00 $19,176
Ginnie Mae REMIC Trust 2004-059 FP 4.44632% 16-AUG-2034, 4.45%, 08/16/34 GNR 2004-59 38374HYS3 - - 18,764 $18,720 $18,720 0.00 $18,655
Ginnie Mae REMIC Trust 2005-065 FA 4.39992% 20-AUG-2035, 4.30%, 08/20/35 GNR 2005-65 38374LL25 - - 18,776 $18,552 $18,552 0.00 $18,498
Freddie Mac Multiclass Certificates, Series 2426 FL 4.99815% 15-MAR-2032, 5.00%, 03/15/32 FHR 2426 31339W7G5 - - 16,963 $17,062 $17,062 0.00 $16,994
Fannie Mae REMIC Trust 2002-53 FK 4.69727% 25-APR-2032, 4.70%, 04/25/32 FNR 2002-53 31392EHN3 - - 16,851 $16,830 $16,830 0.00 $16,789
FHLMC 30yr Pool#ZT0252 3.000% 01-Dec-2047, 3.00%, 12/01/47 FR 3132ACH52 - - 17,164 $15,897 $15,897 0.00 $15,674
Ginnie Mae REMIC Trust 2005-048 AF 4.44992% 20-JUN-2035, 4.35%, 06/20/35 GNR 2005-48 38374LHM6 - - 15,901 $15,737 $15,737 0.00 $15,691
Fannie Mae REMIC Trust 2005-83 KT 4.59727% 25-OCT-2035, 4.60%, 10/25/35 FNR 2005-83 31394FUL7 - - 14,524 $14,420 $14,420 0.00 $14,385
Fannie Mae REMIC Trust 2007-89 GF 4.81727% 25-SEP-2037, 4.82%, 09/25/37 FNR 2007-89 31396XPM0 - - 13,510 $13,535 $13,535 0.00 $13,501
Freddie Mac Multiclass Certificates, Series 2551 FD 4.74815% 15-JAN-2033, 4.75%, 01/15/33 FHR 2551 31393JAZ1 - - 12,302 $12,304 $12,304 0.00 $12,257
FHLMC 30yr Pool#ZM2269 3.000% 01-Dec-2046, 3.00%, 12/01/46 FR 3131XVQW8 - - 12,393 $11,573 $11,573 0.00 $11,308
Ginnie Mae REMIC Trust 2012-075 FP 4.54992% 20-JUL-2041, 4.45%, 07/20/41 GNR 2012-75 38378EZ55 - - 11,542 $11,552 $11,552 0.00 $11,517
Ginnie Mae REMIC Trust 2007-061 FA 4.74992% 20-OCT-2037, 4.65%, 10/20/37 GNR 2007-61 38375LLN8 - - 10,071 $10,061 $10,061 0.00 $10,030
Freddie Mac Multiclass Certificates, Series 2410, excluding Group 6 FX 4.69815% 15-FEB-2032, 4.70%, 02/15/32 FHR 2410 31339NJN7 - - 9,765 $9,764 $9,764 0.00 $9,727
Fannie Mae REMIC Trust 2010-123 FL 4.72727% 25-NOV-2040, 4.73%, 11/25/40 FNR 2010-123 31398N2W3 - - 9,438 $9,427 $9,427 0.00 $9,403
FNMA 15yr Pool#AS8207 2.500% 01-Oct-2031, 2.50%, 10/01/31 FN 3138WJDM7 - - 9,313 $9,332 $9,332 0.00 $9,019
GNMA II 30yr Pool#BK6072 5.000% 20-Jan-2049, 5.00%, 01/20/49 G2 3617J6W91 - - 9,017 $9,175 $9,175 0.00 $9,083
Freddie Mac Multiclass Certificates, Series 3028 FM 4.59815% 15-SEP-2035, 4.60%, 09/15/35 FHR 3028 31396AFB5 - - 8,532 $8,523 $8,523 0.00 $8,491
FNMA 15yr Pool#BM1036 2.500% 01-Feb-2032, 2.50%, 02/01/32 FN 3140J5EJ4 - - 8,203 $8,146 $8,146 0.00 $7,942
Fannie Mae REMIC Trust 2003-87 FG 4.79727% 25-SEP-2033, 4.80%, 09/25/33 FNR 2003-87 31393E4W6 - - 8,047 $8,059 $8,059 0.00 $8,038
FNMA 15yr Pool#AS7643 2.500% 01-Aug-2031, 2.50%, 08/01/31 FN 3138WHP55 - - 8,100 $8,053 $8,053 0.00 $7,843
Fannie Mae REMIC Trust 2012-100 FG 4.69727% 25-SEP-2042, 4.70%, 09/25/42 FNR 2012-100 3136A8QW3 - - 7,630 $7,554 $7,554 0.00 $7,535
Freddie Mac Multiclass Certificates, Series 3738 FD 4.64815% 15-AUG-2040, 4.65%, 08/15/40 FHR 3738 3137GAYQ4 - - 7,393 $7,417 $7,417 0.00 $7,389
Fannie Mae REMIC Trust 2002-16 VF 4.84727% 25-APR-2032, 4.85%, 04/25/32 FNR 2002-16 31392CWW0 - - 7,159 $7,179 $7,179 0.00 $7,161
Ginnie Mae REMIC Trust 2007-018 FD 4.54992% 20-APR-2037, 4.45%, 04/20/37 GNR 2007-18 38375JC86 - - 7,036 $6,974 $6,974 0.00 $6,954
FHLMC 15yr Pool#ZK8405 2.500% 01-Dec-2031, 2.50%, 01/22/31 FR 3131XCKS5 - - 6,972 $6,885 $6,885 0.00 $6,744
Ginnie Mae REMIC Trust 2010-006 FG 4.74632% 16-JAN-2040, 4.75%, 01/16/40 GNR 2010-6 38376TSC7 - - 6,858 $6,881 $6,881 0.00 $6,856
Fannie Mae REMIC Trust 2010-95 FB 4.69727% 25-SEP-2040, 4.70%, 09/25/40 FNR 2010-95 31398NEX8 - - 6,155 $6,151 $6,151 0.00 $6,136
FNMA 30yr Pool#MA3694 4.500% 01-Jul-2049, 4.50%, 07/01/49 FN 31418DC83 - - 4,481 $4,469 $4,469 0.00 $4,419
Ginnie Mae REMIC Trust 1999-27 FE 4.54632% 16-AUG-2029, 4.55%, 08/16/29 GNR 1999-27 3837H2WA3 - - 2,213 $2,221 $2,221 0.00 $2,211
FHLMC 30yr Pool#ZN0650 3.000% 01-Mar-2043, 3.00%, 03/01/43 FR 3131Y6WK1 - - 2,162 $2,030 $2,030 0.00 $1,985
Freddie Mac Multiclass Certificates, Series 2469 FE 4.84815% 15-JUL-2032, 4.85%, 07/15/32 FHR 2469 31392RC58 - - 1,735 $1,740 $1,740 0.00 $1,733
Ginnie Mae REMIC Trust 2010-125 VF 4.59992% 20-JUN-2040, 4.50%, 06/20/40 GNR 2010-125 38377JYJ6 - - 364.00 $364 $364 0.00 $362
US 5YR NOTE (CBT) Dec25 DEC 25 FVZ5 FUTURES_USD - 3,000 $327,773,439 $0 0.00 $0
US ULTRA BOND CBT Dec25 DEC 25 WNZ5 FUTURES_USD - -309.00 $-37,302,094 $0 0.00 $0
US 10yr Ultra Fut Dec25 DEC 25 UXYZ5 FUTURES_USD - -1,271 $-146,820,359 $0 0.00 $0
US 10YR NOTE (CBT)Dec25 DEC 25 TYZ5 FUTURES_USD - -230.00 $-25,936,094 $0 0.00 $0
UMBS TBA 30yr 12.5% January Delivery, 3.50%, 12/11/25 FNCL 01F0326C3 - - -95,653,000 $-87,977,134 $-87,977,134 -1.31 $-87,977,134
UMBS TBA 30yr 3% January Delivery, 5.50%, 12/11/25 FNCL 01F0526C1 - - -303,118,400 $-305,597,909 $-305,597,909 -4.54 $-305,597,909
UMBS TBA 30yr 2% November Delivery, 5.00%, 12/11/25 FNCL 01F0506C5 - - -332,849,248 $-330,432,762 $-330,432,762 -4.91 $-330,432,762
UMBS TBA 30yr 13.5% July Delivery, 4.50%, 12/11/25 FNCL 01F0426C2 - - -354,908,342 $-345,040,825 $-345,040,825 -5.13 $-345,040,825
UMBS TBA 30yr 3.5% July Delivery, 6.00%, 12/11/25 FNCL 01F0606C4 - - -490,162,167 $-500,509,490 $-500,509,490 -7.44 $-500,509,490
UMBS TBA 30yr 13% January Delivery, 4.00%, 12/11/25 FNCL 01F0406C6 - - -721,596,155 $-683,047,767 $-683,047,767 -10.15 $-683,047,767
SEGREGATED CASH SEGCASH - $0.00 6,227,459 $6,227,459 $6,227,459 0.09 $6,227,459
ALMSUM ALMSUM - $0.00 - $0 $0 0.00 $0
US DOLLARS USD MD_142224 - - -1,926,877,040 $-1,926,877,040 $-1,926,877,040 -28.63 $-1,926,877,040
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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