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For Institutional Investors in the US

Mortgage-Backed Securities ETF Holdings

Full Portfolio Holdings

(As of August 15, 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% September Delivery, 2.50%, 09/15/25 FNCL 01F022691 - - 1,691,910,894 $1,394,190,410 $1,394,190,410 23.10 $1,394,190,410
UMBS TBA 30yr 3% September Delivery, 3.00%, 09/15/25 FNCL 01F030694 - - 892,185,354 $767,072,417 $767,072,417 12.71 $767,072,417
GNMA II TBA 30yr 5% September Delivery, 5.00%, 09/22/25 G2SF 21H050698 - - 364,326,194 $358,078,728 $358,078,728 5.94 $358,078,728
UMBS TBA 30yr 2% September Delivery, 2.00%, 09/15/25 FNCL 01F020695 - - 402,248,255 $316,703,728 $316,703,728 5.25 $316,703,728
GNMA II TBA 30yr 5.5% September Delivery, 5.50%, 09/22/25 G2SF 21H052694 - - 253,922,000 $254,523,795 $254,523,795 4.23 $254,523,795
GNMA II TBA 30yr 4.5% September Delivery, 4.50%, 09/22/25 G2SF 21H042695 - - 259,406,488 $247,834,624 $247,834,624 4.11 $247,834,624
FNMA 30yr Pool#CC0839 6.000% 01-Aug-2055, 6.00%, 08/01/55 FN 3140Y64Z0 - - 199,120,764 $204,536,579 $204,536,579 3.40 $203,972,404
FNMA 30yr Pool#CB9430 5.500% 01-Nov-2054, 5.50%, 11/01/54 FN 3140QVPQ1 - - 189,073,738 $192,616,288 $192,616,288 3.20 $190,106,497
UMBS TBA 30yr 5.5% September Delivery, 5.50%, 09/15/25 FNCL 01F052698 - - 177,857,000 $177,933,479 $177,933,479 2.96 $177,933,479
GNMA II TBA 30yr 3% September Delivery, 3.00%, 09/22/25 G2SF 21H030690 - - 187,159,962 $164,371,739 $164,371,739 2.73 $164,371,739
Fannie Mae REMIC Trust 2025-12 FC 5.45001% 25-MAR-2055, 5.45%, 03/25/55 FNR 2025-12 3136BVFC7 - - 158,841,651 $159,110,572 $159,110,572 2.64 $158,557,493
FNMA 30yr Pool#FS7252 5.000% 01-Nov-2053, 5.00%, 11/01/53 FN 3140XPBW8 - - 147,765,351 $147,443,701 $147,443,701 2.44 $145,187,530
UMBS TBA 30yr 6.5% September Delivery, 6.50%, 09/15/25 FNCL 01F062697 - - 132,991,000 $137,529,983 $137,529,983 2.28 $137,529,983
FHLMC 30yr Pool#RJ2853 5.000% 01-Dec-2054, 5.00%, 12/01/54 FR 3142GTE36 - - 135,872,515 $135,823,218 $135,823,218 2.25 $134,340,519
GNMA II TBA 30yr 3.5% September Delivery, 3.50%, 09/22/25 G2SF 21H032696 - - 147,859,377 $132,983,837 $132,983,837 2.20 $132,983,837
FNMA 30yr Pool#FS1133 4.000% 01-Oct-2051, 4.00%, 10/01/51 FN 3140XGHK8 - - 117,634,447 $112,239,820 $112,239,820 1.86 $110,447,273
FHLMC 30yr Pool#SL0335 5.500% 01-Feb-2055, 5.50%, 02/01/55 FR 31427MLR0 - - 108,546,514 $110,211,585 $110,211,585 1.83 $109,078,604
GNMA II TBA 30yr 4% September Delivery, 4.00%, 09/22/25 G2SF 21H040699 - - 114,954,688 $106,368,033 $106,368,033 1.76 $106,368,033
FNMA 30yr Pool#FM7460 4.000% 01-Mar-2051, 4.00%, 03/01/51 FN 3140XBJE1 - - 110,125,992 $104,961,142 $104,961,142 1.74 $103,397,566
Freddie Mac Multiclass Certificates, Series 5544 FC 5.35001% 25-JUN-2055, 5.35%, 06/25/55 FHR 5544 3137HLNP3 - - 92,567,385 $92,752,363 $92,752,363 1.54 $92,435,962
FNMA 30yr Pool#FS9022 5.500% 01-Aug-2054, 5.50%, 08/01/54 FN 3140XRAY1 - - 80,999,562 $82,434,426 $82,434,426 1.37 $81,421,602
FNMA 30yr Pool#FS8993 6.000% 01-Jul-2054, 6.00%, 07/01/54 FN 3140XQ7F8 - - 75,531,513 $80,270,369 $80,270,369 1.33 $77,365,330
FHLMC 30yr Pool#RJ4363 5.500% 01-Jun-2055, 5.50%, 06/01/55 FR 3142GUZ55 - - 77,525,354 $79,555,553 $79,555,553 1.32 $78,665,492
FNMA 30yr Pool#FA0574 5.500% 01-Jan-2055, 5.50%, 01/01/55 FN 3140W0T88 - - 72,529,768 $74,619,097 $74,619,097 1.24 $73,620,309
FHLMC 30yr Pool#SL1760 5.000% 01-Jul-2055, 5.00%, 07/01/55 FR 31427N5W5 - - 66,415,246 $66,638,415 $66,638,415 1.10 $65,798,044
FNMA 30yr Pool#FA0573 5.000% 01-Jan-2055, 5.00%, 01/01/55 FN 3140W0T70 - - 63,833,629 $64,121,231 $64,121,231 1.06 $63,295,164
FHLMC 30yr Pool#SL1188 5.500% 01-Apr-2055, 5.50%, 04/01/55 FR 31427NKA6 - - 59,912,356 $61,419,207 $61,419,207 1.02 $60,709,249
FHLMC 30yr Pool#QX7566 5.500% 01-Mar-2055, 5.50%, 03/01/55 FR 31426DMQ2 - - 56,442,385 $57,335,244 $57,335,244 0.95 $56,750,685
Fannie Mae REMIC Trust 2025-9 FA 5.55001% 25-MAR-2055, 5.55%, 03/25/55 FNR 2025-9 3136BVDC9 - - 52,162,908 $52,275,796 $52,275,796 0.87 $52,090,835
FNMA 30yr Pool#CB9613 5.500% 01-Dec-2054, 5.50%, 12/01/54 FN 3140QVVF8 - - 48,508,382 $49,231,060 $49,231,060 0.82 $48,773,345
FHLMC 30yr Pool#SL1146 5.000% 01-Mar-2055, 5.00%, 03/01/55 FR 31427NHY8 - - 48,489,712 $48,918,332 $48,918,332 0.81 $47,634,282
FNMA 30yr Pool#FA1534 4.500% 01-Jan-2054, 4.50%, 01/01/54 FN 3140W1V42 - - 49,424,493 $48,182,131 $48,182,131 0.80 $47,555,931
FHLMC 30yr Pool#SD7343 5.500% 01-Jan-2055, 5.50%, 01/01/55 FR 3132DVEQ4 - - 46,737,865 $47,936,936 $47,936,936 0.79 $47,366,516
FNMA 30yr Pool#FS9779 5.500% 01-Nov-2054, 5.50%, 11/01/54 FN 3140XR2M6 - - 44,240,973 $45,670,874 $45,670,874 0.76 $44,834,528
FHLMC 30yr Pool#SL0046 6.000% 01-Jan-2055, 6.00%, 01/01/55 FR 31427MBQ3 - - 42,581,211 $44,647,920 $44,647,920 0.74 $43,615,326
FNMA 30yr Pool#FA1951 6.000% 01-Jun-2055, 6.00%, 06/01/55 FN 3140W2EZ0 - - 41,368,343 $43,111,499 $43,111,499 0.71 $42,421,226
FNMA 30yr Pool#CB9966 5.000% 01-Feb-2055, 5.00%, 02/01/55 FN 3140QWCC4 - - 42,989,652 $42,557,715 $42,557,715 0.70 $42,456,212
FNMA 30yr Pool#FA1557 6.000% 01-May-2055, 6.00%, 05/01/55 FN 3140W1WT6 - - 39,581,818 $41,628,916 $41,628,916 0.69 $40,543,090
New Residential Mortgage LLC 6.545% 25-MAR-2032, 6.54%, 03/25/32 NZES 2025-FHT 64832EAA7 - - 41,058,824 $41,522,309 $41,522,309 0.69 $41,350,621
FNMA 40yr Pool#BF0646 2.500% 01-Jun-2062, 2.50%, 06/01/62 FN 3140FXWG3 - - 50,362,527 $41,514,578 $41,514,578 0.69 $41,088,976
FHLMC 30yr Pool#ZT2413 4.000% 01-Feb-2041, 4.00%, 02/01/41 FR 3132AEVE3 - - 42,106,470 $41,475,610 $41,475,610 0.69 $40,632,919
FNMA 30yr Pool#FS8881 4.500% 01-Sep-2053, 4.50%, 09/01/53 FN 3140XQ2P1 - - 41,798,115 $40,993,295 $40,993,295 0.68 $40,496,642
FHLMC 30yr Pool#SL0938 4.000% 01-Jul-2050, 4.00%, 07/01/50 FR 31427NBG3 - - 39,622,389 $38,680,557 $38,680,557 0.64 $37,878,644
FHLMC 30yr Pool#SI2101 4.000% 01-Sep-2048, 4.00%, 09/01/48 FR 3133USKN0 - - 40,173,837 $38,385,126 $38,385,126 0.64 $37,780,082
FNMA 30yr Pool#FA0576 5.500% 01-Jan-2055, 5.50%, 01/01/55 FN 3140W0UA1 - - 36,971,440 $38,027,133 $38,027,133 0.63 $37,472,882
FNMA 30yr Pool#CB8694 6.000% 01-Jun-2054, 6.00%, 06/01/54 FN 3140QUUU8 - - 35,175,498 $37,396,380 $37,396,380 0.62 $36,478,755
FNMA 40yr Pool#BF0598 2.500% 01-Mar-2062, 2.50%, 03/01/62 FN 3140FXUY6 - - 44,765,022 $37,076,911 $37,076,911 0.61 $36,525,633
Freddie Mac Pool|4|11/01/2053, 4.00%, 11/01/53 FR 31427NY60 - - 39,329,552 $36,816,607 $36,816,607 0.61 $36,755,428
FNMA 30yr Pool#FS9794 5.000% 01-Nov-2054, 5.00%, 11/01/54 FN 3140XR3C7 - - 35,902,419 $36,064,406 $36,064,406 0.60 $35,599,566
FNMA 30yr Pool#FA0034 5.000% 01-Nov-2054, 5.00%, 11/01/54 FN 3140W0BC8 - - 35,899,937 $35,867,104 $35,867,104 0.59 $35,495,157
FHLMC 30yr Pool#SL0286 5.000% 01-Jan-2055, 5.00%, 01/01/55 FR 31427MJ85 - - 35,902,273 $35,770,324 $35,770,324 0.59 $35,472,279
JP MORGAN MORTGAGE TRUST 2 5.777% 55, 5.50%, 11/25/55 JPMMT 2025-5MPR 46593VAD9 - - 34,569,017 $34,942,071 $34,942,071 0.58 $34,693,846
FHLMC 30yr Pool#SL0208 5.000% 01-Dec-2054, 5.00%, 12/01/54 FR 31427MGS4 - - 33,573,163 $34,168,196 $34,168,196 0.57 $33,289,959
FHLMC 30yr Pool#SL1072 4.500% 01-Apr-2053, 4.50%, 04/01/53 FR 31427NFN4 - - 35,064,935 $33,835,371 $33,835,371 0.56 $33,760,858
FNMA 30yr Pool#FA0635 5.000% 01-Jan-2055, 5.00%, 01/01/55 FN 3140W0V51 - - 33,381,408 $33,089,862 $33,089,862 0.55 $32,792,511
FNMA 30yr Pool#FA0603 4.500% 01-Sep-2051, 4.50%, 09/01/51 FN 3140W0U52 - - 33,385,141 $32,976,454 $32,976,454 0.55 $32,425,936
FNMA 40yr Pool#BF0698 3.500% 01-Dec-2062, 3.50%, 12/01/62 FN 3140FXX49 - - 35,868,141 $32,624,732 $32,624,732 0.54 $31,872,684
FNMA 30yr Pool#FS9788 5.500% 01-Nov-2054, 5.50%, 11/01/54 FN 3140XR2W4 - - 30,668,884 $31,542,201 $31,542,201 0.52 $30,883,905
FNMA 30yr Pool#BW7371 5.500% 01-Feb-2053, 5.50%, 02/01/53 FN 3140N0FM2 - - 30,326,953 $31,178,646 $31,178,646 0.52 $30,914,318
FHLMC 30yr Pool#SD6982 5.000% 01-Nov-2054, 5.00%, 11/01/54 FR 3132DUXK8 - - 30,429,495 $30,443,195 $30,443,195 0.50 $30,188,852
FNMA 30yr Pool#FS8335 4.500% 01-Jan-2051, 4.50%, 01/01/51 FN 3140XQHM2 - - 30,576,546 $30,207,393 $30,207,393 0.50 $29,698,036
FNMA 30yr Pool#FS3883 4.500% 01-Feb-2053, 4.50%, 02/01/53 FN 3140XKJ50 - - 30,789,486 $29,986,171 $29,986,171 0.50 $29,610,006
NRM MSR-Collateralized Notes, Series 2024-FNT1 A 7.398% 25-NOV-2029, 7.40%, 11/25/31 NZES 2024-FNT1 62956YAA7 - - 29,015,516 $29,372,084 $29,372,084 0.49 $29,234,942
FNMA 30yr Pool#FS8681 4.500% 01-Oct-2050, 4.50%, 10/01/50 FN 3140XQUF2 - - 28,738,343 $28,320,135 $28,320,135 0.47 $27,912,648
FHLMC 30yr Pool#SL0367 4.500% 01-Dec-2054, 4.50%, 12/01/54 FR 31427MMR9 - - 29,151,954 $28,128,946 $28,128,946 0.47 $27,906,613
FHLMC 30yr Pool#SD7138 5.000% 01-Nov-2054, 5.00%, 11/01/54 FR 3132DU4X2 - - 27,590,310 $27,502,850 $27,502,850 0.46 $27,279,223
FHLMC 30yr Pool#SD3271 5.500% 01-Jun-2053, 5.50%, 06/01/53 FR 3132DQT48 - - 25,962,033 $26,929,781 $26,929,781 0.45 $26,372,698
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-HQA3 M2 6.45001% 25-SEP-2041, 6.45%, 09/25/41 STACR 2021-HQA3 35564KJP5 - - 26,457,865 $26,794,872 $26,794,872 0.44 $26,681,103
RCKT Mortgage Trust 2025-CES5 A1A 5.687% 25-MAY-2055, 5.69%, 05/25/55 RCKT 2025-CES5 74942CAA7 - - 24,930,567 $25,381,040 $25,381,040 0.42 $25,195,938
FNMA 30yr Pool#FS6257 4.000% 01-Jun-2053, 4.00%, 06/01/53 FN 3140XM5T9 - - 26,293,343 $24,789,109 $24,789,109 0.41 $24,415,576
METRONET INFRASTRUCTURE ISSU 5.4% 55, 5.40%, 08/20/55 MNET 2025-2A 59170JAX6 - - 24,600,000 $24,784,021 $24,784,021 0.41 $24,769,261
FNMA 30yr Pool#FS9239 4.500% 01-Jan-2051, 4.50%, 01/01/51 FN 3140XRHR9 - - 24,915,074 $24,590,775 $24,590,775 0.41 $24,199,227
FNMA 30yr Pool#CB9642 5.000% 01-Dec-2054, 5.00%, 12/01/54 FN 3140QVWC4 - - 23,355,081 $23,479,103 $23,479,103 0.39 $23,138,040
FHLMC 30yr Pool#SL0730 4.500% 01-Mar-2053, 4.50%, 03/01/53 FR 31427MY47 - - 23,949,391 $23,343,237 $23,343,237 0.39 $23,036,220
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2025-HQA1 M2 6.00001% 25-FEB-2045, 6.00%, 02/25/45 STACR 2025-HQA1 35564NHA4 - - 23,060,148 $23,212,105 $23,212,105 0.38 $23,119,864
PRET 2025-RPL3 Trust A1 4.15% 25-APR-2065, 4.15%, 04/25/65 PRET 2025-RPL3 69382RAA1 - - 23,515,277 $23,002,706 $23,002,706 0.38 $22,875,299
FHLMC 30yr Pool#SD6989 5.500% 01-Nov-2054, 5.50%, 11/01/54 FR 3132DUXS1 - - 22,294,930 $22,863,817 $22,863,817 0.38 $22,451,241
FNMA 30yr Pool#FM7840 4.000% 01-Apr-2050, 4.00%, 04/01/50 FN 3140XBWA4 - - 23,959,434 $22,832,934 $22,832,934 0.38 $22,495,572
FNMA 30yr Pool#FS7225 4.000% 01-Aug-2051, 4.00%, 08/01/51 FN 3140XPA33 - - 23,211,827 $22,345,336 $22,345,336 0.37 $21,828,752
FNMA 30yr Pool#FS4781 4.000% 01-Oct-2051, 4.00%, 10/01/51 FN 3140XLJ33 - - 23,442,776 $22,268,524 $22,268,524 0.37 $22,010,481
FNMA 40yr Pool#BF0807 3.500% 01-Apr-2064, 3.50%, 04/01/64 FN 3140FX3R1 - - 23,708,121 $21,498,858 $21,498,858 0.36 $21,048,918
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-DNA6 B2 11.85001% 25-OCT-2041, 11.81%, 10/25/41 STACR 2021-DNA6 35564KLV9 - - 19,937,000 $21,480,698 $21,480,698 0.36 $21,134,196
GNMA II TBA 30yr 2.5% September Delivery, 2.50%, 09/22/25 G2SF 21H022697 - - 25,296,414 $21,382,907 $21,382,907 0.35 $21,382,907
FHLMC 30yr Pool#SL1567 4.500% 01-Jan-2055, 4.50%, 01/01/55 FR 31427NW54 - - 21,747,813 $21,264,017 $21,264,017 0.35 $20,941,858
FNMA 30yr Pool#CB7112 5.500% 01-Sep-2053, 5.50%, 09/01/53 FN 3140QS3W9 - - 20,715,303 $21,210,732 $21,210,732 0.35 $21,027,101
FNMA 40yr Pool#BF0713 4.000% 01-Mar-2063, 4.00%, 03/01/63 FN 3140FXYK2 - - 22,500,358 $21,105,035 $21,105,035 0.35 $20,711,245
FNMA 40yr Pool#BF0226 3.500% 01-Jan-2058, 3.50%, 01/01/58 FN 3140FXHC9 - - 22,830,354 $20,955,187 $20,955,187 0.35 $20,719,225
FNMA 30yr Pool#FS9880 4.500% 01-Sep-2054, 4.50%, 09/01/54 FN 3140XR6S9 - - 21,612,458 $20,845,255 $20,845,255 0.35 $20,689,197
Finance of America Structured Securities Trust, 2025-S1 A1 3.5% 25-FEB-2075, 3.50%, 02/25/75 FASST 2025-S1 31741BAB0 - - 21,577,712 $20,792,177 $20,792,177 0.34 $20,743,927
FNMA 30yr Pool#FS6382 4.000% 01-Aug-2051, 4.00%, 08/01/51 FN 3140XNCU6 - - 21,791,643 $20,777,888 $20,777,888 0.34 $20,493,190
FHLMC 30yr Pool#QJ9063 5.000% 01-Nov-2054, 5.00%, 11/01/54 FR 3133D1B81 - - 20,796,367 $20,641,861 $20,641,861 0.34 $20,474,845
FHLMC 30yr Pool#SL0913 4.500% 01-May-2054, 4.50%, 05/01/54 FR 31427NAP4 - - 20,343,723 $20,104,742 $20,104,742 0.33 $19,558,622
FINANCE OF AMERICA STRUC 3.28125% 74, 3.50%, 04/25/74 FASST 2024-S3 31739WAB8 - - 20,759,752 $20,088,650 $20,088,650 0.33 $20,042,228
FHLMC 30yr Pool#SL0850 4.000% 01-Jul-2049, 4.00%, 07/01/49 FR 31427M5L1 - - 20,403,915 $20,054,214 $20,054,214 0.33 $19,665,461
FNMA 30yr Pool#FA0654 4.500% 01-Dec-2054, 4.50%, 12/01/54 FN 3140W0WQ4 - - 20,546,946 $19,814,496 $19,814,496 0.33 $19,669,202
FNMA 30yr Pool#FS9116 6.000% 01-Sep-2054, 6.00%, 09/01/54 FN 3140XRDW2 - - 18,447,809 $19,571,401 $19,571,401 0.32 $18,895,826
FNMA 30yr Pool#FS5028 4.000% 01-Oct-2051, 4.00%, 10/01/51 FN 3140XLSS8 - - 20,422,707 $19,407,885 $19,407,885 0.32 $19,174,930
RCKT Mortgage Trust 2025-CES7 A1A 5.377% 25-JUL-2055, 5.38%, 07/25/55 RCKT 2025-CES7 74943AAA0 - - 18,857,000 $19,079,543 $19,079,543 0.32 $18,947,167
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA2 M2 8.10001% 25-FEB-2042, 8.10%, 02/25/42 STACR 2022-DNA2 35564KRN1 - - 18,101,929 $18,866,120 $18,866,120 0.31 $18,768,370
FNMA 30yr Pool#FS8709 4.500% 01-Jan-2051, 4.50%, 01/01/51 FN 3140XQVB0 - - 19,082,030 $18,759,500 $18,759,500 0.31 $18,533,776
FNMA 30yr Pool#FS9476 4.000% 01-Jun-2053, 4.00%, 06/01/53 FN 3140XRQ65 - - 19,854,531 $18,599,772 $18,599,772 0.31 $18,430,474
Fannie Mae Pool|4|09/01/2052, 4.00%, 09/01/52 FN 3140XJFD0 - - 19,752,349 $18,493,327 $18,493,327 0.31 $18,462,601
FNMA 30yr Pool#FA1549 5.500% 01-May-2055, 5.50%, 05/01/55 FN 3140W1WK5 - - 17,845,513 $18,437,490 $18,437,490 0.31 $18,092,799
Structured Agency Credit Risk (STACR) Debt Notes, Series 2024-HQA2 M2 6.15001% 25-AUG-2044, 6.15%, 08/25/44 STACR 2024-HQA2 35564NEC3 - - 18,000,000 $18,174,643 $18,174,643 0.30 $18,100,843
FNMA 30yr Pool#DA1525 6.000% 01-Oct-2053, 6.00%, 10/01/53 FN 3140A1VT1 - - 17,509,136 $18,100,799 $18,100,799 0.30 $17,941,578
FNMA 30yr Pool#CB4128 4.500% 01-Jul-2052, 4.50%, 07/01/52 FN 3140QPSS7 - - 18,384,049 $17,971,739 $17,971,739 0.30 $17,693,963
FNMA 30yr Pool#CB8221 5.500% 01-Mar-2054, 5.50%, 03/01/54 FN 3140QUD37 - - 17,342,174 $17,693,241 $17,693,241 0.29 $17,458,578
Huntington Bank Auto Credit-Linked Notes, Series 2024-2 B1 5.442% 20-OCT-2032, 5.44%, 10/20/32 HACLN 2024-2 44644NAG4 - - 17,458,094 $17,641,686 $17,641,686 0.29 $17,567,792
FHLMC 30yr Pool#SD5963 6.000% 01-Jul-2054, 6.00%, 07/01/54 FR 3132DTTU4 - - 16,640,175 $17,584,415 $17,584,415 0.29 $17,044,293
FHLMC 30yr Pool#QH3192 6.000% 01-Oct-2053, 6.00%, 10/01/53 FR 3133CFRM3 - - 16,824,917 $17,537,568 $17,537,568 0.29 $17,308,389
PRPM 2025-RCF3 LLC 5.25% 55, 5.25%, 07/25/55 PRPM 2025-RCF3 69392PAA3 - - 17,310,000 $17,512,291 $17,512,291 0.29 $17,317,914
Homeward Opportunities Fund Trust 2024-RTL1 A1 7.12% 25-JUL-2029, 7.12%, 07/25/29 HOF 43789FAA1 - - 17,261,000 $17,420,887 $17,420,887 0.29 $17,342,368
FNMA 30yr Pool#FM4738 4.000% 01-Sep-2050, 4.00%, 09/01/50 FN 3140X8HQ3 - - 17,843,943 $17,101,353 $17,101,353 0.28 $16,686,943
FNMA 40yr Pool#BF0806 3.500% 01-Apr-2064, 3.50%, 04/01/64 FN 3140FX3Q3 - - 18,549,812 $16,615,428 $16,615,428 0.28 $16,509,416
FNMA 40yr Pool#BF0801 2.500% 01-Apr-2064, 2.50%, 04/01/64 FN 3140FX3K6 - - 19,718,574 $16,370,584 $16,370,584 0.27 $16,058,842
FHLMC 30yr Pool#SL0644 4.500% 01-Mar-2053, 4.50%, 03/01/53 FR 31427MWE7 - - 16,566,767 $16,119,501 $16,119,501 0.27 $15,935,321
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2025-HQA1 M1 5.50001% 25-FEB-2045, 5.50%, 02/25/45 STACR 2025-HQA1 35564NGZ0 - - 15,769,539 $15,845,665 $15,845,665 0.26 $15,787,844
Vontive Mortgage Trust 2025-RTL1 A1 6.507% 25-MAR-2030, 6.51%, 03/25/30 VNTV 2025-RTL1 928884AA3 - - 15,444,000 $15,601,882 $15,601,882 0.26 $15,537,677
PRPM 2025-5 0%30, 5.93%, 07/25/30 PRPM 2025-5 69392RAA9 - - 15,326,000 $15,545,328 $15,545,328 0.26 $15,354,718
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 $15,487,668 $15,487,668 0.26 $15,339,883
PRET 2025-RPL1 Trust A1 4.0% 25-JUL-2069, 4.00%, 07/25/69 PRET 2025-RPL1 69392FAA5 - - 15,785,618 $15,361,232 $15,361,232 0.25 $15,278,796
FNMA 30yr Pool#FA0122 4.500% 01-Dec-2054, 4.50%, 12/01/54 FN 3140W0D44 - - 15,590,601 $15,239,798 $15,239,798 0.25 $14,924,587
FHLMC 30yr Pool#SD6558 6.000% 01-Sep-2054, 6.00%, 09/01/54 FR 3132DUJB4 - - 14,279,098 $15,132,166 $15,132,166 0.25 $14,625,876
Vista Point Securitization Trust 2025-CES2 A1 5.601% 25-AUG-2055, 5.60%, 08/25/55 VSTA 2025-CES2 92842UAA0 - - 15,000,000 $15,130,170 $15,130,170 0.25 $15,020,484
Connecticut Avenue Securities, Series 2021-R03 1M2 6.00001% 25-DEC-2041, 6.00%, 12/25/41 CAS 2021-R03 20754AAB9 - - 14,835,000 $14,970,695 $14,970,695 0.25 $14,911,355
FNMA 30yr Pool#FS8717 6.000% 01-Jul-2054, 6.00%, 07/01/54 FN 3140XQVK0 - - 14,007,003 $14,875,074 $14,875,074 0.25 $14,347,173
FNMA 30yr Pool#FS9909 5.000% 01-Nov-2054, 5.00%, 11/01/54 FN 3140XSAK9 - - 14,822,538 $14,874,919 $14,874,919 0.25 $14,697,503
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-DNA7 M2 6.15001% 25-NOV-2041, 6.15%, 11/25/41 STACR 2021-DNA7 35564KMH9 - - 14,550,000 $14,718,739 $14,718,739 0.24 $14,659,084
CONNECTICUT AVENUE SECUR 5.55001% 45, 5.52%, 07/25/45 CAS 2025-R05 20753CAB6 - - 14,508,136 $14,586,793 $14,586,793 0.24 $14,540,083
Chase Mortgage Reference Notes, Series 2020-CL1 M1 6.71448% 25-OCT-2057, 6.72%, 10/25/57 CHASE 2020-CL1 46591HAG5 - - 13,912,344 $14,337,908 $14,337,908 0.24 $14,275,611
Galaxy Senior Participation Interest Trust 1|8.249753|07/31/2026, 8.25%, 07/31/26 GLXYT 2025-1 362922AA4 - - 14,167,383 $14,291,822 $14,291,822 0.24 $14,243,123
FINANCE OF AMER STR TR 2024-S2 A1, 3.50%, 04/25/74 FASST 2024-S2 31739VAA2 - - 14,641,257 $14,242,831 $14,242,831 0.24 $14,210,091
GS Mortgage-Backed Securities Trust 2025-RPL3 A1 4.1% 25-JUL-2065, 4.10%, 07/25/65 GSMBS 2025-RPL3 362963AA8 - - 14,588,260 $14,118,428 $14,118,428 0.23 $14,040,596
BMP Commercial Mortgage Trust 2024-MF23 A 5.71388% 15-JUN-2041, 5.74%, 06/15/41 BMP 2024-MF23 05593JAA8 - - 14,000,000 $14,096,633 $14,096,633 0.23 $14,021,058
FHLMC 30yr Pool#SD1143 4.500% 01-Sep-2050, 4.50%, 09/01/50 FR 3132DNHU0 - - 14,131,214 $13,957,833 $13,957,833 0.23 $13,725,203
FNMA 30yr Pool#FA0470 6.000% 01-Jan-2055, 6.00%, 01/01/55 FN 3140W0QY4 - - 13,150,954 $13,776,616 $13,776,616 0.23 $13,470,334
FIGRE TRUST 2025-HE4 FLTG 2055 C, 5.71%, 07/25/55 FIGRE 2025-HE4 31684PAC6 - - 13,414,944 $13,486,155 $13,486,155 0.22 $13,386,168
FNMA 30yr Pool#FM5350 4.500% 01-Sep-2050, 4.50%, 09/01/50 FN 3140X85L7 - - 13,725,287 $13,477,955 $13,477,955 0.22 $13,297,921
FHLMC 30yr Pool#SL1665 4.500% 01-Jun-2053, 4.50%, 06/01/53 FR 31427NZ77 - - 13,839,754 $13,430,094 $13,430,094 0.22 $13,305,653
Foundation Finance Trust 2025-2 B 4.94% 15-APR-2052, 4.94%, 04/15/52 FFIN 2025-2A 35042NAB1 - - 13,050,000 $13,153,465 $13,153,465 0.22 $13,081,835
Ally Bank Auto Credit-Linked Notes, Series 2025-A C 4.844% 15-JUN-2033, 4.84%, 06/15/33 ABCLN 2025-A 02007G5F6 - - 13,085,000 $13,085,604 $13,085,604 0.22 $13,080,322
RCKT Mortgage Trust 2024-CES7 A1A 5.158% 25-OCT-2044, 5.16%, 10/25/44 RCKT 2024-CES7 749414AA6 - - 12,958,706 $12,983,624 $12,983,624 0.22 $12,896,359
FNMA 30yr Pool#DE6043 6.000% 01-Aug-2055, 6.00%, 08/01/55 FN 3140BJWD5 - - 12,527,596 $12,946,730 $12,946,730 0.21 $12,834,058
FHLMC 30yr Pool#SD5994 4.500% 01-Sep-2050, 4.50%, 09/01/50 FR 3132DTUT5 - - 13,101,198 $12,917,835 $12,917,835 0.21 $12,724,781
FNMA 40yr Pool#BF0731 2.500% 01-Jun-2063, 2.50%, 06/01/63 FN 3140FXY55 - - 15,509,224 $12,837,255 $12,837,255 0.21 $12,645,029
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 $12,592,048 $12,592,048 0.21 $12,470,188
Homeward Opportunities Fund Trust 2025-RRTL1 A1 5.476% 25-MAR-2040, 5.48%, 03/25/40 HOF 2025-RRTL1 437919AA1 - - 12,500,000 $12,561,607 $12,561,607 0.21 $12,517,875
PRET 2025-NPL4 A1 6.3677% 25-MAY-2055, 6.37%, 04/25/55 PRET 2025-NPL4 74136UAA3 - - 12,366,088 $12,456,538 $12,456,538 0.21 $12,406,229
FNMA 30yr Pool#FS6236 6.500% 01-Nov-2053, 6.50%, 11/01/53 FN 3140XM4W3 - - 11,245,575 $12,319,451 $12,319,451 0.20 $11,704,850
FHLMC 30yr Pool#SL0509 4.500% 01-Jan-2055, 4.50%, 01/01/55 FR 31427MR78 - - 12,740,734 $12,316,884 $12,316,884 0.20 $12,196,464
FNMA 30yr Pool#FA1548 4.500% 01-Sep-2053, 4.50%, 09/01/53 FN 3140W1WJ8 - - 12,489,506 $12,215,825 $12,215,825 0.20 $12,027,298
FNMA 30yr Pool#FS7541 4.000% 01-Jun-2052, 4.00%, 06/01/52 FN 3140XPLX5 - - 12,864,996 $12,205,783 $12,205,783 0.20 $12,078,976
FHLMC 30yr Pool#QG6755 5.500% 01-Jun-2053, 5.50%, 06/01/53 FR 3133C7QG5 - - 11,874,025 $12,182,827 $12,182,827 0.20 $12,069,382
FIGRE Trust 2025-HE3 A 5.56% 25-MAY-2055, 5.56%, 05/25/55 FIGRE 2025-HE3 31684LAA9 - - 12,047,367 $12,177,826 $12,177,826 0.20 $12,090,375
Huntington Bank Auto Credit-Linked Notes, Series 2024-1 B1 6.153% 20-MAY-2032, 6.15%, 05/20/32 HACLN 2024-1 44644NAA7 - - 11,777,312 $11,970,003 $11,970,003 0.20 $11,913,640
FHLMC 30yr Pool#SD5224 6.000% 01-Mar-2054, 6.00%, 03/01/54 FR 3132DSYV8 - - 11,410,724 $11,944,197 $11,944,197 0.20 $11,687,763
FNMA 30yr Pool#BY4134 5.500% 01-Jul-2053, 5.50%, 07/01/53 FN 3140NLSY6 - - 11,707,866 $11,879,714 $11,879,714 0.20 $11,781,330
TOWD POINT MORTGAGE TRUST 6.125% 65, 5.67%, 08/25/65 TPMT 2025-CES3 891949AC3 - - 11,840,000 $11,875,307 $11,875,307 0.20 $11,839,895
FNMA 30yr Pool#FS7117 6.500% 01-Feb-2054, 6.50%, 02/01/54 FN 3140XN4B7 - - 11,099,020 $11,676,859 $11,676,859 0.19 $11,552,309
FNMA 40yr Pool#BF0783 3.500% 01-Dec-2063, 3.50%, 12/01/63 FN 3140FX2R2 - - 12,789,064 $11,575,593 $11,575,593 0.19 $11,362,513
FHLMC 30yr Pool#QH3306 6.000% 01-Oct-2053, 6.00%, 10/01/53 FR 3133CFU72 - - 11,016,082 $11,430,893 $11,430,893 0.19 $11,332,634
FNMA 30yr Pool#FS5818 4.500% 01-Oct-2050, 4.50%, 10/01/50 FN 3140XMPC4 - - 11,577,963 $11,318,018 $11,318,018 0.19 $11,217,458
FNMA 30yr Pool#FS5362 4.500% 01-Dec-2050, 4.50%, 12/01/50 FN 3140XL5Y0 - - 11,425,506 $11,257,428 $11,257,428 0.19 $11,069,748
FNMA 30yr Pool#FS7613 4.500% 01-May-2052, 4.50%, 05/01/52 FN 3140XPN70 - - 11,215,656 $11,031,039 $11,031,039 0.18 $10,893,414
FNMA 30yr Pool#BX0421 5.500% 01-Nov-2052, 5.50%, 11/01/52 FN 3140N4PF8 - - 10,647,953 $10,855,366 $10,855,366 0.18 $10,758,036
FHLMC 30yr Pool#SL0869 4.500% 01-May-2053, 4.50%, 05/01/53 FR 31427M6F3 - - 11,115,474 $10,769,488 $10,769,488 0.18 $10,658,341
FHLMC 30yr Pool#RA7104 4.500% 01-Feb-2051, 4.50%, 02/01/51 FR 3133KN3M3 - - 10,751,025 $10,674,735 $10,674,735 0.18 $10,396,139
FIGRE TRUST 2025 HE4 FLTG 2055 B, 5.61%, 07/25/55 FIGRE 2025-HE4 31684PAB8 - - 10,386,005 $10,459,623 $10,459,623 0.17 $10,383,581
FIGRE TRUST 2025-HE4 5.408% 55, 5.41%, 07/25/55 FIGRE 2025-HE4 31684PAA0 - - 10,357,169 $10,438,568 $10,438,568 0.17 $10,365,442
FHLMC 30yr Pool#QH1500 6.000% 01-Sep-2053, 6.00%, 09/01/53 FR 3133CDUZ5 - - 10,024,918 $10,367,593 $10,367,593 0.17 $10,272,514
FNMA 30yr Pool#FS6662 4.000% 01-Oct-2051, 4.00%, 10/01/51 FN 3140XNML5 - - 10,859,103 $10,344,898 $10,344,898 0.17 $10,195,639
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-HQA4 M2 6.70001% 25-DEC-2041, 6.70%, 12/25/41 STACR 2021-HQA4 35564KNS4 - - 10,089,878 $10,284,840 $10,284,840 0.17 $10,239,772
Connecticut Avenue Securities Trust 2022-R01 1B2 10.35001% 25-DEC-2041, 10.35%, 12/25/41 CAS 2022-R01 20754LAJ8 - - 9,700,000 $10,238,423 $10,238,423 0.17 $10,171,493
Connecticut Avenue Securities Trust 2024-R05 2M2 6.05001% 25-JUL-2044, 6.05%, 07/25/44 CAS 2024-R05 20754XAC7 - - 10,060,000 $10,161,436 $10,161,436 0.17 $10,120,860
LHOME Mortgage Trust 2024-RTL3 A1 6.9% 25-MAY-2029, 6.90%, 05/25/29 LHOME 2024-RTL3 50205GAA0 - - 9,960,000 $10,107,327 $10,107,327 0.17 $10,063,420
RCKT Mortgage Trust 2024-CES9 A1B 5.683% 25-DEC-2044, 5.68%, 12/25/44 RCKT 2024-CES9 749426AB8 - - 9,967,635 $10,074,717 $10,074,717 0.17 $10,000,763
A&D Mortgage Trust 2025-NQM2 A1 5.79% 25-JUN-2070, 5.79%, 06/25/70 ADMT 2025-NQM2 00250EAC0 - - 9,924,015 $10,066,283 $10,066,283 0.17 $9,991,265
FHLMC 30yr Pool#QH4373 6.000% 01-Nov-2053, 6.00%, 11/01/53 FR 3133CG2E6 - - 9,443,505 $9,803,298 $9,803,298 0.16 $9,714,868
FNMA 30yr Pool#FS2144 3.500% 01-Jun-2052, 3.50%, 06/01/52 FN 3140XHL21 - - 10,621,330 $9,797,125 $9,797,125 0.16 $9,676,484
Saluda Grade Alternative Mortgage Trust 2023-RTL3 A1 7.0% 25-APR-2029, 7.00%, 04/25/29 GRADE 2023-RTL3 79583YAA2 - - 9,728,639 $9,756,535 $9,756,535 0.16 $9,667,626
Rithm Capital Corp. 8.0% 01-APR-2029, 8.00%, 04/01/29 RITM 64828TAB8 - - 9,213,000 $9,666,468 $9,666,468 0.16 $9,385,983
RCKT Mortgage Trust 2025-CES7 A1B 5.478% 25-JUL-2055, 5.48%, 07/25/55 RCKT 2025-CES7 74943AAB8 - - 9,500,000 $9,612,303 $9,612,303 0.16 $9,544,361
Brean Asset Backed Securities Trust 2024-RM8 A1 4.5% 25-MAY-2064, 4.50%, 05/25/64 BABS 2024-RM8 10637YAA3 - - 9,732,394 $9,561,952 $9,561,952 0.16 $9,533,971
FNMA 30yr Pool#DA0026 6.000% 01-Sep-2053, 6.00%, 09/01/53 FN 3140A0A41 - - 9,220,397 $9,530,994 $9,530,994 0.16 $9,448,123
FHLMC 30yr Pool#RJ1754 4.500% 01-Jun-2054, 4.50%, 06/01/54 FR 3142GR5Q9 - - 9,865,577 $9,517,234 $9,517,234 0.16 $9,444,130
RCKT Mortgage Trust 2025-CES6 A1A 5.472% 25-JUN-2055, 5.47%, 06/25/55 RCKT 2025-CES6 748949AA2 - - 9,266,801 $9,390,092 $9,390,092 0.16 $9,323,890
LHOME Mortgage Trust 2024-RTL5 A2 5.751% 25-SEP-2039, 5.75%, 09/25/39 LHOME 2024-RTL5 50205WAB3 - - 9,325,000 $9,344,071 $9,344,071 0.15 $9,309,809
RCKT Mortgage Trust 2025-CES8|5.14773|08/25/2055, 5.15%, 08/25/55 RCKT 2025-CES8 74939WAA8 - - 9,300,000 $9,326,597 $9,326,597 0.15 $9,300,000
FNMA 30yr Pool#FA1287 4.500% 01-Jul-2053, 4.50%, 07/01/53 FN 3140W1ND1 - - 9,486,747 $9,315,033 $9,315,033 0.15 $9,112,464
Alterna Funding III A 6.26% 15-MAY-2039, 6.26%, 05/16/39 TAX 2024-1A 02157JAA3 - - 9,172,989 $9,297,270 $9,297,270 0.15 $9,241,320
CONNECTICUT AVENUE SECUR 5.95001% 45, 5.92%, 07/25/45 CAS 2025-R05 20753CAC4 - - 9,254,000 $9,279,979 $9,279,979 0.15 $9,248,026
FHLMC 30yr Pool#SD7417 5.500% 01-Jan-2055, 5.50%, 01/01/55 FR 3132DVG25 - - 8,928,780 $9,143,625 $9,143,625 0.15 $9,062,363
Fannie Mae REMIC Trust 2022-65 FB 5.15001% 25-SEP-2052, 5.15%, 09/25/52 FNR 2022-65 3136BPCQ2 - - 8,835,689 $8,724,338 $8,724,338 0.14 $8,695,266
FNMA 30yr Pool#FA0787 4.500% 01-Jan-2055, 4.50%, 01/01/55 FN 3140W02V6 - - 8,960,171 $8,640,945 $8,640,945 0.14 $8,577,402
RCKT Mortgage Trust 2024-CES1 A1B 6.325% 25-FEB-2044, 6.33%, 02/25/44 RCKT 2024-CES1 749424AB3 - - 8,391,742 $8,513,979 $8,513,979 0.14 $8,444,683
Ally Bank Auto Credit-Linked Notes, Series 2025-A D 4.991% 15-JUN-2033, 4.99%, 06/15/33 ABCLN 2025-A 02007G5G4 - - 8,500,000 $8,501,606 $8,501,606 0.14 $8,498,071
Structured Agency Credit Risk (STACR) Debt Notes, Series 2024-HQA1 M1 5.60001% 25-MAR-2044, 5.60%, 03/25/44 STACR 2024-HQA1 M1 35564NBX0 - - 8,409,435 $8,466,066 $8,466,066 0.14 $8,434,670
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 $8,428,301 $8,428,301 0.14 $8,344,651
PRPM 2025-RPL4 A1, 3.00%, 05/25/55 PRPM 2025-RPL4 74448NAA2 - - 8,936,386 $8,392,071 $8,392,071 0.14 $8,357,070
ACHM Trust 2024-HE1 A 6.55% 25-MAY-2039, 6.55%, 05/25/39 ACHM 2024-HE1 00449TAA3 - - 8,238,358 $8,371,078 $8,371,078 0.14 $8,336,603
FIGRE Trust 2025-HE2 A 5.775% 25-MAR-2055, 5.78%, 03/25/55 FIGRE 2025-HE2 31684KAA1 - - 8,210,790 $8,336,741 $8,336,741 0.14 $8,274,836
FHLMC 30yr Pool#QX0520 5.500% 01-Dec-2054, 5.50%, 12/01/54 FR 31425USJ5 - - 7,865,183 $7,986,639 $7,986,639 0.13 $7,919,691
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 $7,845,562 $7,845,562 0.13 $7,802,581
UMBS TBA 30yr 4.5% September Delivery, 4.50%, 09/15/25 FNCL 01F042699 - - 8,200,000 $7,823,694 $7,823,694 0.13 $7,823,694
PRPM 2025-RCF3, LLC, 5.77%, 08/25/30 PRPM 2025-6 69395KAA1 - - 7,712,000 $7,760,470 $7,760,470 0.13 $7,701,098
RCKT Mortgage Trust 2025-CES8|5.24863|08/25/2055, 5.25%, 08/25/55 RCKT 2025-CES8 74939WAB6 - - 7,653,000 $7,676,430 $7,676,430 0.13 $7,652,999
Mello Mortgage Capital Acceptance 2024-SD1 A1 4.0% 25-APR-2054, 4.00%, 04/25/54 MELLO 58550DAA1 - - 7,774,305 $7,630,858 $7,630,858 0.13 $7,610,990
FNMA 30yr Pool#FS7397 6.000% 01-Mar-2054, 6.00%, 03/01/54 FN 3140XPGF0 - - 7,142,369 $7,618,699 $7,618,699 0.13 $7,315,827
FNMA 30yr Pool#DB4017 6.000% 01-May-2054, 6.00%, 05/01/54 FN 3140ADPB1 - - 7,249,315 $7,582,778 $7,582,778 0.13 $7,425,370
Connecticut Avenue Securities Trust 2025-R01 1M2 5.85001% 25-JAN-2045, 5.85%, 01/25/45 CAS 2025-R01 20755JAC7 - - 7,526,000 $7,582,358 $7,582,358 0.13 $7,553,008
FHLMC 30yr Pool#SD5223 6.000% 01-Apr-2054, 6.00%, 04/01/54 FR 3132DSYU0 - - 7,091,946 $7,577,959 $7,577,959 0.13 $7,264,179
FNMA 30yr Pool#DD5556 6.000% 01-Mar-2055, 6.00%, 03/01/55 FN DD5556 MTGE 3140B6E68 - - 6,939,000 $7,174,523 $7,174,523 0.12 $7,108,748
FHLMC 30yr Pool#QG3912 5.500% 01-Jun-2053, 5.50%, 06/01/53 FR 3133C4KZ6 - - 6,883,221 $7,016,215 $7,016,215 0.12 $6,958,636
Huntington Bank Auto Credit-Linked Notes, Series 2025-1 B 4.957% 20-MAR-2033, 4.96%, 03/21/33 HACLN 2025-1 446438SX2 - - 6,937,924 $6,969,641 $6,969,641 0.12 $6,942,892
LHOME Mortgage Trust 2024-RTL4 A2 6.092% 25-JUL-2039, 6.09%, 07/25/39 LHOME 2024-RTL4 50205PAB8 - - 6,870,000 $6,902,171 $6,902,171 0.11 $6,875,432
Brean Asset Backed Securities Trust 2024-RM9 A1 5.0% 25-SEP-2064, 5.00%, 09/25/64 BABS 2024-RM9 10638DAA8 - - 6,942,617 $6,888,653 $6,888,653 0.11 $6,866,476
FNMA 30yr Pool#BY0337 6.500% 01-May-2053, 6.50%, 05/01/53 FN 3140NGLT5 - - 6,215,999 $6,857,540 $6,857,540 0.11 $6,456,499
FHLMC 30yr Pool#QH7040 6.000% 01-Dec-2053, 6.00%, 12/01/53 FR 3133CKZD3 - - 6,492,775 $6,710,684 $6,710,684 0.11 $6,653,135
UMBS TBA 30yr 5% September Delivery, 5.00%, 09/15/25 FNCL 01F050692 - - 6,850,000 $6,709,191 $6,709,191 0.11 $6,709,191
Connecticut Avenue Securities Trust 2025-R04 25-MAY-2045, 5.55%, 05/25/45 CAS 2025-R04 20755TAB7 - - 6,659,213 $6,689,446 $6,689,446 0.11 $6,664,807
PRET 2025-RPL2 Trust A1 4.0% 25-FEB-2065, 4.00%, 08/25/64 PRET 2025-RPL2 69392LAA2 - - 6,778,830 $6,645,045 $6,645,045 0.11 $6,609,645
FNMA 30yr Pool#DA1456 5.500% 01-Sep-2053, 5.50%, 09/01/53 FN 3140A1TN7 - - 6,444,507 $6,640,461 $6,640,461 0.11 $6,484,420
FNMA 30yr Pool#DA1468 6.000% 01-Sep-2053, 6.00%, 09/01/53 FN 3140A1T23 - - 5,939,887 $6,535,727 $6,535,727 0.11 $6,110,572
FNMA 30yr Pool#FM4129 4.000% 01-Sep-2050, 4.00%, 09/01/50 FN 3140X7ST7 - - 6,850,527 $6,519,545 $6,519,545 0.11 $6,431,977
LHOME Mortgage Trust 2024-RTL1 A1 7.017% 25-JAN-2029, 7.02%, 01/25/29 LHOME 2024-RTL1 50205DAA7 - - 6,341,000 $6,406,071 $6,406,071 0.11 $6,377,644
Connecticut Avenue Securities Trust 2025-R01 1M1 5.45001% 25-JAN-2045, 5.45%, 01/25/45 CAS 2025-R01 20755JAB9 - - 6,368,342 $6,395,459 $6,395,459 0.11 $6,372,322
PRPM 2025-RPL3 A1 3.25% 25-APR-2055, 3.25%, 04/25/55 PRPM 2025-RPL3 69392NAA8 - - 6,525,404 $6,353,444 $6,353,444 0.11 $6,325,757
FNMA 30yr Pool#DC7015 5.500% 01-Dec-2054, 5.50%, 12/01/54 FN 3140AUYM9 - - 6,217,526 $6,319,792 $6,319,792 0.10 $6,260,615
FHLMC 30yr Pool#SD3018 5.500% 01-May-2053, 5.50%, 05/01/53 FR 3132DQK70 - - 6,111,661 $6,246,686 $6,246,686 0.10 $6,155,529
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 - - 6,052,803 $6,138,491 $6,138,491 0.10 $6,112,238
FNMA 30yr Pool#FM7479 4.500% 01-Jan-2050, 4.50%, 01/01/50 FN 3140XBJZ4 - - 6,194,252 $6,122,104 $6,122,104 0.10 $6,016,282
FHLMC 30yr Pool#SD3813 6.000% 01-Jul-2053, 6.00%, 07/01/53 FR 3132E0GW6 - - 5,773,651 $6,082,541 $6,082,541 0.10 $5,928,183
FHLMC 30yr Pool#QH2242 5.500% 01-Sep-2053, 5.50%, 09/01/53 FR 3133CEP30 - - 5,836,175 $5,936,959 $5,936,959 0.10 $5,872,321
FNMA 30yr Pool#FS1578 4.000% 01-Oct-2050, 4.00%, 10/01/50 FN 3140XGXG9 - - 6,155,886 $5,877,474 $5,877,474 0.10 $5,800,702
FHLMC 30yr Pool#QH4638 6.000% 01-Nov-2053, 6.00%, 11/01/53 FR 3133CHEK7 - - 5,610,114 $5,821,937 $5,821,937 0.10 $5,771,323
FNMA 30yr Pool#FS0088 4.000% 01-Mar-2050, 4.00%, 03/01/50 FN 3140XFC25 - - 5,998,915 $5,778,280 $5,778,280 0.10 $5,661,561
FHLMC 30yr Pool#SD2606 4.500% 01-Sep-2051, 4.50%, 09/01/51 FR 3132DP3P1 - - 5,771,072 $5,716,270 $5,716,270 0.09 $5,580,572
FHLMC 30yr Pool#QH4473 6.000% 01-Nov-2053, 6.00%, 11/01/53 FR 3133CG6J1 - - 5,482,026 $5,691,126 $5,691,126 0.09 $5,639,554
FHLMC 30yr Pool#QJ9072 6.000% 01-Nov-2054, 6.00%, 11/01/54 FR 3133D1CH0 - - 5,466,735 $5,651,201 $5,651,201 0.09 $5,599,499
RCKT Mortgage Trust 2025-CES1 A1A 5.653% 25-JAN-2045, 5.65%, 01/25/45 RCKT 2025-CES1 A1 749427AA8 - - 5,454,189 $5,536,086 $5,536,086 0.09 $5,495,832
PRPM 2025 RCF4 LLC 4.5% 55, 4.50%, 08/25/55 PRPM 2025-RCF4 69382WAA0 - - 5,539,000 $5,498,075 $5,498,075 0.09 $5,465,533
TOWD POINT MORTGAGE TRUST 2 5.75% 65, 5.40%, 08/25/65 TPMT 2025-CES3 891949BV0 - - 5,412,000 $5,427,418 $5,427,418 0.09 $5,411,994
BX Trust 2021-SDMF A 5.045% 15-SEP-2034, 5.07%, 09/15/34 BX 2021-SDMF 12434CAA2 - - 5,355,350 $5,370,849 $5,370,849 0.09 $5,344,971
LHOME Mortgage Trust 2024-RTL2 A1 7.128% 25-MAR-2029, 7.13%, 03/25/29 LHOME 50205JAA4 - - 5,293,684 $5,363,754 $5,363,754 0.09 $5,339,646
Ginnie Mae REMIC Trust 2023-116 LF 5.64798% 20-AUG-2053, 5.65%, 08/20/53 GNR 2023-116 38384EFT7 - - 5,289,923 $5,343,108 $5,343,108 0.09 $5,319,870
FNMA 30yr Pool#CA0706 4.000% 01-Nov-2047, 4.00%, 11/01/47 FN 3140Q7YC5 - - 5,577,927 $5,297,622 $5,297,622 0.09 $5,253,358
Structured Agency Credit Risk (STACR) Debt Notes, Series 2024-HQA1 M2 6.35001% 25-MAR-2044, 6.35%, 03/25/44 STACR 2024-HQA1 M2 35564NCA9 - - 5,088,000 $5,167,452 $5,167,452 0.09 $5,145,912
RCKT Mortgage Trust 2023-CES1 A1A 6.515% 25-JUN-2043, 6.51%, 06/25/43 RCKT 74935WAA2 - - 4,887,509 $5,146,142 $5,146,142 0.09 $4,903,106
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 $5,102,449 $5,102,449 0.08 $5,073,216
FNMA 30yr Pool#BX5986 5.500% 01-Mar-2053, 5.50%, 03/01/53 FN 3140NAUL5 - - 4,976,036 $5,101,618 $5,101,618 0.08 $5,059,124
FNMA 30yr Pool#DA5019 6.500% 01-Nov-2053, 6.50%, 11/01/53 FN 3140A5SH2 - - 4,847,865 $5,094,695 $5,094,695 0.08 $5,048,797
FNMA 30yr Pool#DA5072 6.500% 01-Nov-2053, 6.50%, 11/01/53 FN 3140A5T65 - - 4,806,901 $5,054,534 $5,054,534 0.08 $5,006,135
FIGRE TRUST 2025-FL1 5.265% 55, 5.26%, 07/25/55 FIGRE 2025-FL1 31684QAA8 - - 5,000,000 $5,034,353 $5,034,353 0.08 $4,999,984
RCKT Mortgage Trust 2024-CES6 A1B 5.546% 25-SEP-2044, 5.55%, 09/25/44 RCKT 2024-CES6 749410AB2 - - 4,986,992 $5,026,371 $5,026,371 0.08 $4,990,263
FNMA 30yr Pool#DD3307 6.000% 01-Feb-2055, 6.00%, 02/01/55 FN DD3307 MTGE 3140B3U91 - - 4,787,126 $4,947,144 $4,947,144 0.08 $4,904,233
FHLMC 30yr Pool#QF9863 5.500% 01-Mar-2053, 5.50%, 03/01/53 FR 3133BX5Y3 - - 4,829,446 $4,935,689 $4,935,689 0.08 $4,895,265
FHLMC 30yr Pool#QX6719 6.000% 01-Feb-2055, 6.00%, 02/01/55 FR 31426CPD0 - - 4,602,559 $4,859,615 $4,859,615 0.08 $4,715,151
ABL 2024-RTL1 A2 7.457% 25-SEP-2029, 7.46%, 09/25/29 ABL 2024-RTL1 00092EAB4 - - 4,840,000 $4,850,059 $4,850,059 0.08 $4,827,000
FIGRE Trust 2025-HE3 B 5.71% 25-MAY-2055, 5.71%, 05/25/55 FIGRE 2025-HE3 31684LAB7 - - 4,780,701 $4,824,065 $4,824,065 0.08 $4,788,426
FHLMC 30yr Pool#QH2259 6.000% 01-Sep-2053, 6.00%, 09/01/53 FR 3133CEQL9 - - 4,329,569 $4,781,192 $4,781,192 0.08 $4,436,502
FNMA 30yr Pool#FS3246 5.500% 01-Nov-2052, 5.50%, 11/01/52 FN 3140XJTC7 - - 4,427,702 $4,744,424 $4,744,424 0.08 $4,513,374
FHLMC 30yr Pool#QI8221 6.000% 01-Jun-2054, 6.00%, 06/01/54 FR 3133WFD20 - - 4,359,218 $4,711,373 $4,711,373 0.08 $4,465,084
FHLMC 30yr Pool#RA1100 4.000% 01-Jul-2049, 4.00%, 07/01/49 FR 3133KGGH5 - - 4,962,062 $4,694,512 $4,694,512 0.08 $4,658,480
Connecticut Avenue Securities Trust 2024-R02 1M1 5.45001% 25-FEB-2044, 5.45%, 02/25/44 CAS 2024-R02 20754GAA8 - - 4,593,446 $4,610,478 $4,610,478 0.08 $4,593,788
FHLMC 30yr Pool#QH5204 6.500% 01-Nov-2053, 6.50%, 11/01/53 FR 3133CHX91 - - 3,964,162 $4,595,792 $4,595,792 0.08 $4,149,380
FNMA 30yr Pool#BX9326 5.500% 01-Mar-2053, 5.50%, 03/01/53 FN 3140NELG8 - - 4,474,926 $4,573,290 $4,573,290 0.08 $4,535,913
FIGRE Trust 2025-HE3 C 5.91% 25-MAY-2055, 5.91%, 05/25/55 FIGRE 2025-HE3 31684LAC5 - - 4,493,859 $4,535,424 $4,535,424 0.08 $4,500,750
FNMA 30yr Pool#BX0419 5.500% 01-Nov-2052, 5.50%, 11/01/52 FN 3140N4PD3 - - 4,249,028 $4,382,703 $4,382,703 0.07 $4,290,411
FHLMC 30yr Pool#QH0826 5.500% 01-Sep-2053, 5.50%, 09/01/53 FR 3133CC4K9 - - 4,217,104 $4,321,918 $4,321,918 0.07 $4,285,797
FNMA 30yr Pool#CB2907 3.500% 01-Feb-2052, 3.50%, 02/01/52 FN 3140QNGR7 - - 4,651,211 $4,287,897 $4,287,897 0.07 $4,239,211
FHLMC 30yr Pool#QF7280 5.500% 01-Jan-2053, 5.50%, 01/01/53 FR 3133BVCR4 - - 4,134,515 $4,284,378 $4,284,378 0.07 $4,216,192
RCKT Mortgage Trust 2025-CES2 A1B 5.603% 25-FEB-2055, 5.60%, 02/25/55 RCKT 2025-CES2 74942BAB7 - - 4,213,225 $4,262,193 $4,262,193 0.07 $4,231,373
FNMA 30yr Pool#BX9422 5.500% 01-Mar-2053, 5.50%, 03/01/53 FN 3140NEPG4 - - 3,986,382 $4,242,512 $4,242,512 0.07 $4,011,720
Fannie Mae REMIC Trust 2020-98 AI 3.5% 25-JAN-2061, 3.50%, 01/25/61 FNR 2020-98 3136BDLE6 - - 19,046,430 $4,240,153 $4,240,153 0.07 $4,152,935
SREIT Commercial Mortgage Trust 2021-MFP B 5.5358% 15-NOV-2038, 5.56%, 11/15/38 SREIT 2021-MFP 78472UAC2 - - 4,194,208 $4,214,836 $4,214,836 0.07 $4,192,900
FNMA 30yr Pool#BX6124 6.500% 01-Jan-2053, 6.50%, 01/01/53 FN 3140NAYW7 - - 3,966,123 $4,193,654 $4,193,654 0.07 $4,155,889
Connecticut Avenue Securities Trust 2024-R06 1M2 5.95001% 25-SEP-2044, 5.95%, 09/25/44 CAS 2024-R06 20755RAC9 - - 4,125,699 $4,152,695 $4,152,695 0.07 $4,136,329
FHLMC 30yr Pool#QX5273 6.000% 01-Feb-2055, 6.00%, 02/01/55 FR 31426A2F4 - - 3,968,703 $4,117,206 $4,117,206 0.07 $4,065,085
FNMA 30yr Pool#DA3549 6.500% 01-Oct-2053, 6.50%, 10/01/53 FN 3140A35K5 - - 3,885,238 $4,103,846 $4,103,846 0.07 $4,066,769
FNMA 30yr Pool#BW6314 5.500% 01-Aug-2052, 5.50%, 08/01/52 FN 3140MYAQ5 - - 3,989,665 $4,070,872 $4,070,872 0.07 $4,032,459
FNMA 30yr Pool#FS2135 4.000% 01-Nov-2049, 4.00%, 11/01/49 FN 3140XHLR6 - - 4,152,606 $3,962,159 $3,962,159 0.07 $3,905,173
Bayview Opportunity Master Fund VII Trust 2024-CAR1 B 5.65001% 25-DEC-2031, 5.65%, 12/26/31 BVCLN 2024-CAR1 07336QAB8 - - 3,859,019 $3,884,763 $3,884,763 0.06 $3,870,228
FNMA 30yr Pool#BY0335 6.000% 01-May-2053, 6.00%, 05/01/53 FN 3140NGLR9 - - 3,688,432 $3,802,959 $3,802,959 0.06 $3,766,076
FNMA 30yr Pool#FS2713 4.500% 01-Oct-2050, 4.50%, 10/01/50 FN 3140XJAP8 - - 3,834,859 $3,774,281 $3,774,281 0.06 $3,724,678
FHLMC 30yr Pool#QH7549 6.000% 01-Dec-2053, 6.00%, 12/01/53 FR 3133CLL61 - - 3,518,895 $3,637,718 $3,637,718 0.06 $3,605,805
FHLMC 30yr Pool#QH1144 5.500% 01-Sep-2053, 5.50%, 09/01/53 FR 3133CDHV9 - - 3,520,915 $3,608,433 $3,608,433 0.06 $3,577,980
FNMA 30yr Pool#FM7031 4.000% 01-Jan-2051, 4.00%, 01/01/51 FN 3140XAY55 - - 3,735,397 $3,571,120 $3,571,120 0.06 $3,507,173
FINANCE OF AMERICA STRUCTURE 3.5% 74, 3.50%, 02/25/74 FASST 2024-S1 31740RAB6 - - 3,609,562 $3,520,582 $3,520,582 0.06 $3,512,511
FHLMC 30yr Pool#QH6041 5.500% 01-Dec-2053, 5.50%, 12/01/53 FR 3133CJWA5 - - 3,436,533 $3,494,755 $3,494,755 0.06 $3,465,557
FHLMC 30yr Pool#QF7810 5.500% 01-Jan-2053, 5.50%, 01/01/53 FR 3133BVVB8 - - 3,381,012 $3,475,551 $3,475,551 0.06 $3,446,495
FHLMC 30yr Pool#SD1416 4.500% 01-Dec-2048, 4.50%, 12/01/48 FR 3132DNSD6 - - 3,534,921 $3,462,673 $3,462,673 0.06 $3,433,357
FNMA 30yr Pool#FM1540 4.000% 01-Sep-2049, 4.00%, 09/01/49 FN 3140X4WA0 - - 3,559,214 $3,429,489 $3,429,489 0.06 $3,341,459
FNMA 30yr Pool#DA0036 6.500% 01-Sep-2053, 6.50%, 09/01/53 FN 3140A0BE8 - - 3,237,905 $3,402,642 $3,402,642 0.06 $3,372,108
FNMA 30yr Pool#BX8700 5.500% 01-Mar-2053, 5.50%, 03/01/53 FN 3140NDU21 - - 3,306,981 $3,386,706 $3,386,706 0.06 $3,358,244
BX Trust 2021-BXMF C 5.64727% 15-OCT-2038, 5.67%, 10/15/26 BX 2021-BXMF 05609RAJ3 - - 3,337,147 $3,349,038 $3,349,038 0.06 $3,331,232
FNMA 30yr Pool#MA4026 4.000% 01-May-2050, 4.00%, 05/01/50 FN 31418DPL0 - - 3,452,996 $3,279,130 $3,279,130 0.05 $3,233,993
Connecticut Avenue Securities Trust 2024-R02 1M2 6.15001% 25-FEB-2044, 6.15%, 02/25/44 CAS 2024-R02 20754GAE0 - - 3,168,862 $3,212,533 $3,212,533 0.05 $3,199,540
Connecticut Avenue Securities Trust 2024-R01 1M2 6.15001% 25-JAN-2044, 6.15%, 01/25/44 CAS 2024-R01 20753UAB6 - - 3,140,000 $3,182,001 $3,182,001 0.05 $3,169,127
FHLMC 30yr Pool#QE6404 5.500% 01-Jul-2052, 5.50%, 07/01/52 FR 3133BGDH8 - - 3,108,525 $3,171,077 $3,171,077 0.05 $3,142,672
FNMA 30yr Pool#MA4056 4.000% 01-Jun-2050, 4.00%, 06/01/50 FN 31418DQJ4 - - 3,275,377 $3,156,764 $3,156,764 0.05 $3,063,002
FHLMC 30yr Pool#SD1111 4.000% 01-Jun-2050, 4.00%, 06/01/50 FR 3132DNGU1 - - 3,292,853 $3,155,563 $3,155,563 0.05 $3,111,634
RAM 2024-1 A 5.95% 15-FEB-2039, 6.67%, 02/15/39 RAM 2024-1 751313AA5 - - 3,118,150 $3,143,927 $3,143,927 0.05 $3,124,657
FNMA 30yr Pool#BV5379 3.000% 01-Apr-2052, 3.00%, 04/01/52 FN 3140MJ6R1 - - 3,513,582 $3,133,580 $3,133,580 0.05 $3,070,340
FIGRE Trust 2024-HE4 B 5.252% 25-SEP-2054, 5.25%, 09/25/54 FIGRE 2024-HE4 31684UAB7 - - 3,064,351 $3,062,347 $3,062,347 0.05 $3,052,065
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 $3,045,575 $3,045,575 0.05 $3,003,629
FHLMC 30yr Pool#QG2539 6.500% 01-May-2053, 6.50%, 05/01/53 FR 3133C2ZC5 - - 2,898,389 $3,029,014 $3,029,014 0.05 $3,001,626
Ally Bank Auto Credit-Linked Notes, Series 2024-A C 6.022% 15-MAY-2032, 6.02%, 05/17/32 ABCLN 2024-A 02007GZ63 - - 2,966,253 $3,020,654 $3,020,654 0.05 $3,003,603
FNMA 30yr Pool#MA3496 4.500% 01-Oct-2048, 4.50%, 10/01/48 FN 31418C3E2 - - 2,987,128 $2,984,207 $2,984,207 0.05 $2,901,303
Chase Mortgage Reference Notes, Series 2021-CL1 M1 5.55001% 25-FEB-2050, 5.55%, 02/25/50 CHASE 2021-CL1 46591HBX7 - - 3,016,958 $2,975,579 $2,975,579 0.05 $2,964,506
Fannie Mae Pool|4|03/01/2050, 4.00%, 03/01/50 FN 3140X8S24 - - 3,090,597 $2,956,236 $2,956,236 0.05 $2,906,444
FHLMC 30yr Pool#SD2897 5.500% 01-May-2053, 5.50%, 05/01/53 FR 3132DQGE0 - - 2,836,396 $2,899,281 $2,899,281 0.05 $2,856,816
FHLMC 30yr Pool#QE8542 5.500% 01-Aug-2052, 5.50%, 08/01/52 FR 3133BJP30 - - 2,789,361 $2,843,443 $2,843,443 0.05 $2,819,641
Connecticut Avenue Securities, Series 2021-R01 1M2 5.90001% 25-OCT-2041, 5.90%, 10/25/41 CAS 2021-R01 20754RAB2 - - 2,816,029 $2,838,066 $2,838,066 0.05 $2,826,990
FNMA 30yr Pool#BV5393 3.500% 01-Apr-2052, 3.50%, 04/01/52 FN 3140MJ7F6 - - 3,087,359 $2,832,271 $2,832,271 0.05 $2,811,133
New Residential Mortgage Loan Trust 2024-RTL1 A2 7.101% 25-MAR-2039, 7.10%, 03/25/39 NRMLT 2024-RTL1 64831PAB1 - - 2,750,000 $2,785,131 $2,785,131 0.05 $2,772,655
FIGRE Trust 2024-HE3 C 6.229% 25-JUL-2054, 6.23%, 07/25/54 FIGRE 2024-HE3 31684GAC6 - - 2,742,874 $2,782,014 $2,782,014 0.05 $2,771,098
RCKT MORTGAGE TRUST 2025-CE 5.16% 34, 5.16%, 07/25/34 RCKTL 2025-1A 74939RAC5 - - 2,750,000 $2,762,645 $2,762,645 0.05 $2,755,550
BX Trust 2021-BXMF G 7.805513% 15-OCT-2038, 7.83%, 10/15/26 BX 2021-BXMF 05609RAS3 - - 2,807,890 $2,750,110 $2,750,110 0.05 $2,729,404
FNMA 30yr Pool#DA1511 5.500% 01-Oct-2053, 5.50%, 10/01/53 FN 3140A1VD6 - - 2,647,859 $2,689,173 $2,689,173 0.04 $2,664,186
FHLMC 30yr Pool#Q57869 4.000% 01-Aug-2048, 4.00%, 08/01/48 FG 3132Y1W79 - - 2,791,963 $2,676,857 $2,676,857 0.04 $2,628,797
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2024-DNA1 M2 6.30001% 25-FEB-2044, 6.30%, 02/25/44 STACR 2024-DNA1 35564NBA0 - - 2,617,368 $2,663,800 $2,663,800 0.04 $2,652,807
FNMA 30yr Pool#DA3538 6.000% 01-Oct-2053, 6.00%, 10/01/53 FN 3140A34Y6 - - 2,570,232 $2,659,741 $2,659,741 0.04 $2,633,712
FHLMC 30yr Pool#QF9276 5.500% 01-Mar-2053, 5.50%, 03/01/53 FR 3133BXJV4 - - 2,582,237 $2,647,512 $2,647,512 0.04 $2,625,565
FHF Trust 2024-1 (First Help Financial) A2 5.69% 15-FEB-2030, 5.69%, 02/15/30 FHF 2024-1A 31568AAB2 - - 2,570,838 $2,605,061 $2,605,061 0.04 $2,591,006
Saluda Grade Alternative Mortgage Trust 2024-FIG5 B 6.603% 25-APR-2054, 6.60%, 04/25/54 GRADE 2024-FIG5 79582MAB7 - - 2,578,133 $2,602,951 $2,602,951 0.04 $2,580,726
Ginnie Mae REMIC Trust 2017-163 LO 0.0% 16-MAY-2041, 0.00%, 05/16/41 GNR 2017-163 38380KNA9 - - 3,382,586 $2,564,294 $2,564,294 0.04 $2,564,294
Santander Bank Auto Credit-Linked Notes, Series 2024-A B 5.622% 15-JUN-2032, 5.62%, 06/15/32 SBCLN 2024-A 80290CCJ1 - - 2,526,272 $2,560,642 $2,560,642 0.04 $2,547,095
FHLMC 30yr Pool#QF0488 5.500% 01-Sep-2052, 5.50%, 09/01/52 FR 3133BMRH0 - - 2,467,407 $2,531,395 $2,531,395 0.04 $2,493,873
FHLMC 30yr Pool#QI4878 6.000% 01-Apr-2054, 6.00%, 04/01/54 FR 3133WBM37 - - 2,222,028 $2,503,379 $2,503,379 0.04 $2,275,992
FNMA 30yr Pool#DD4221 6.000% 01-Feb-2055, 6.00%, 02/01/55 FN DD4221 MTGE 3140B4VP2 - - 2,405,939 $2,487,084 $2,487,084 0.04 $2,464,795
Reach ABS Trust 2024-2 A 5.88% 15-JUL-2031, 5.88%, 07/15/31 REACH 2024-2A 75525HAA8 - - 2,446,038 $2,474,002 $2,474,002 0.04 $2,459,581
PRPM 2024-RCF2 A1 3.75% 25-MAR-2054, 3.75%, 03/25/54 PRPM 2024-RCF2 693987AA7 - - 2,522,959 $2,468,873 $2,468,873 0.04 $2,462,829
FHLMC 30yr Pool#SD3523 3.000% 01-Jun-2052, 3.00%, 06/01/52 FR 3132DQ4G8 - - 2,823,277 $2,466,816 $2,466,816 0.04 $2,449,386
FNMA 30yr Pool#BY8533 6.500% 01-Aug-2053, 6.50%, 08/01/53 FN 3140NRPT7 - - 2,318,862 $2,437,469 $2,437,469 0.04 $2,414,973
FNMA 30yr Pool#BY5913 5.500% 01-Sep-2053, 5.50%, 09/01/53 FN 3140NNSB2 - - 2,339,006 $2,394,992 $2,394,992 0.04 $2,375,279
PRPM 2025-RCF3 LLC 5.25% 55, 5.25%, 07/25/55 PRPM 2025-RCF3 69392PAB1 - - 2,380,125 $2,369,125 $2,369,125 0.04 $2,342,398
FIGRE Trust 2024-HE1 B 6.506% 25-MAR-2054, 6.51%, 03/25/54 FIGRE 2024-HE1 31684HAB6 - - 2,154,611 $2,205,996 $2,205,996 0.04 $2,197,040
FHLMC 30yr Pool#QX7432 6.000% 01-Feb-2055, 6.00%, 02/01/55 FR 31426DHJ4 - - 2,123,866 $2,196,034 $2,196,034 0.04 $2,175,822
ACHV ABS Trust 2024-1PL B 6.34% 25-APR-2031, 6.34%, 04/25/31 ACHV 2024-1PL 00092BAB0 - - 2,116,684 $2,146,911 $2,146,911 0.04 $2,138,338
Santander Bank Auto Credit-Linked Notes, Series 2023-B B 5.64% 15-DEC-2033, 5.64%, 12/15/33 SBCLN 2023-B 80290CCB8 - - 2,097,862 $2,122,857 $2,122,857 0.04 $2,111,510
FHLMC 30yr Pool#QG2543 5.500% 01-May-2053, 5.50%, 05/01/53 FR 3133C2ZG6 - - 2,083,460 $2,119,611 $2,119,611 0.04 $2,101,641
FNMA 30yr Pool#FS3001 4.000% 01-Oct-2051, 4.00%, 10/01/51 FN 3140XJKP7 - - 2,211,551 $2,108,993 $2,108,993 0.03 $2,076,431
Chase Mortgage Reference Notes, Series 2020-CL1 M2 6.96448% 25-OCT-2057, 6.97%, 10/25/57 CHASE 2020-CL1 46591HAH3 - - 2,040,656 $2,103,010 $2,103,010 0.03 $2,093,532
FNMA 30yr Pool#FS1640 4.000% 01-Apr-2052, 4.00%, 04/01/52 FN 3140XGZE2 - - 2,206,971 $2,092,824 $2,092,824 0.03 $2,065,584
FNMA 30yr Pool#BP1500 3.000% 01-May-2050, 3.00%, 05/01/50 FN 3140K8U25 - - 2,311,894 $2,051,564 $2,051,564 0.03 $2,036,846
Foundation Finance Trust 2023-2 A 6.53% 15-JUN-2049, 6.53%, 06/15/49 FFIN 2023-2A 35042RAA4 - - 1,950,792 $2,037,193 $2,037,193 0.03 $2,025,300
FNMA 30yr Pool#BY0338 6.500% 01-May-2053, 6.50%, 05/01/53 FN 3140NGLU2 - - 1,918,294 $2,012,892 $2,012,892 0.03 $1,994,215
FNMA 30yr Pool#CA7849 4.500% 01-Oct-2050, 4.50%, 10/01/50 FN 3140QFWK1 - - 2,045,159 $1,998,043 $1,998,043 0.03 $1,981,479
FHLMC 30yr Pool#QH7013 6.500% 01-Dec-2053, 6.50%, 12/01/53 FR 3133CKYJ1 - - 1,893,269 $1,990,684 $1,990,684 0.03 $1,971,741
FHLMC 30yr Pool#SI2017 4.000% 01-Dec-2048, 4.00%, 12/01/48 FR 3133USG21 - - 2,026,583 $1,971,132 $1,971,132 0.03 $1,905,749
Chase Mortgage Reference Notes, Series 2021-CL1 M3 5.90001% 25-FEB-2050, 5.90%, 02/25/50 CHASE 2021-CL1 46591HBZ2 - - 1,967,559 $1,924,124 $1,924,124 0.03 $1,916,385
FNMA 30yr Pool#BX8072 5.500% 01-Mar-2053, 5.50%, 03/01/53 FN 3140NC6J3 - - 1,879,441 $1,920,654 $1,920,654 0.03 $1,905,056
FNMA 30yr Pool#BW0972 4.500% 01-Jul-2052, 4.50%, 07/01/52 FN 3140MSCJ2 - - 1,981,079 $1,917,804 $1,917,804 0.03 $1,903,045
FHLMC 30yr Pool#QG2540 6.500% 01-May-2053, 6.50%, 05/01/53 FR 3133C2ZD3 - - 1,831,199 $1,916,505 $1,916,505 0.03 $1,898,197
Bayview Opportunity Master Fund VII Trust 2024-CAR1 C 5.85001% 25-DEC-2031, 5.85%, 12/26/31 BVCLN 2024-CAR1 07336QAC6 - - 1,878,056 $1,892,650 $1,892,650 0.03 $1,885,326
FHLMC 30yr Pool#SD1551 4.000% 01-Mar-2050, 4.00%, 03/01/50 FR 3132DNWL3 - - 1,929,644 $1,839,136 $1,839,136 0.03 $1,814,666
FNMA 30yr Pool#BY0361 6.500% 01-Jun-2053, 6.50%, 06/01/53 FN 3140NGMK3 - - 1,729,994 $1,812,426 $1,812,426 0.03 $1,795,354
NRZ MSR-Collateralized Notes, Series 2021-FHT1 A 3.104% 25-JUL-2026, 3.10%, 07/25/26 NZES 2021-FHT1 62955MAB2 - - 1,835,800 $1,792,302 $1,792,302 0.03 $1,788,662
FHLMC 30yr Pool#QH3309 5.500% 01-Oct-2053, 5.50%, 10/01/53 FR 3133CFVA4 - - 1,764,428 $1,790,294 $1,790,294 0.03 $1,775,356
FNMA 30yr Pool#MA3521 4.000% 01-Nov-2048, 4.00%, 11/01/48 FN 31418C4F8 - - 1,846,484 $1,768,545 $1,768,545 0.03 $1,736,462
U.S. Auto Funding 2021-1 C 2.2% 15-MAY-2026, 2.20%, 05/15/26 USAUT 2021-1A 90355EAC5 - - 2,115,781 $1,746,913 $1,746,913 0.03 $1,742,646
Arivo Acceptance Auto Loan Receivables Trust 2024-1 A 6.46% 15-APR-2028, 6.46%, 04/17/28 ARIVO 2024-1A 039943AA3 - - 1,706,298 $1,732,529 $1,732,529 0.03 $1,721,275
Chase Mortgage Reference Notes, Series 2021-CL1 M2 5.70001% 25-FEB-2050, 5.70%, 02/25/50 CHASE 2021-CL1 46591HBY5 - - 1,772,463 $1,730,095 $1,730,095 0.03 $1,723,360
Ally Bank Auto Credit-Linked Notes, Series 2024-A D 6.315% 15-MAY-2032, 6.31%, 05/17/32 ABCLN 2024-A 02007GZ71 - - 1,695,002 $1,729,594 $1,729,594 0.03 $1,719,377
FHLMC 30yr Pool#SD0943 3.500% 01-Apr-2052, 3.50%, 04/01/52 FR 3132DNBL6 - - 1,842,635 $1,713,172 $1,713,172 0.03 $1,679,416
Blue Bridge Funding 2023-1 A 7.37% 15-NOV-2030, 7.37%, 11/15/30 BBEF 2023-1A 09531MAA8 - - 1,660,176 $1,685,133 $1,685,133 0.03 $1,673,010
PRPM 2025-RCF3 LLC 5.25% 55, 5.25%, 07/25/55 PRPM 2025-RCF3 69392PAC9 - - 1,700,000 $1,683,614 $1,683,614 0.03 $1,664,524
Fannie Mae Pool|4|08/01/2050, 4.00%, 08/01/50 FN 3140X8UA3 - - 1,765,105 $1,664,799 $1,664,799 0.03 $1,651,136
FHLMC 30yr Pool#QA2039 3.000% 01-Aug-2049, 3.00%, 08/01/49 FR 31334YHQ3 - - 1,845,406 $1,663,991 $1,663,991 0.03 $1,626,157
FHLMC 30yr Pool#SD4456 4.000% 01-Aug-2050, 4.00%, 08/01/50 FR 3132E05R9 - - 1,723,544 $1,640,501 $1,640,501 0.03 $1,618,239
FNMA 30yr Pool#CB2681 3.500% 01-Jan-2052, 3.50%, 01/01/52 FN 3140QM6T6 - - 1,759,012 $1,631,340 $1,631,340 0.03 $1,603,336
FHLMC 30yr Pool#QG4340 6.500% 01-Jun-2053, 6.50%, 06/01/53 FR 3133C4ZD9 - - 1,550,503 $1,620,329 $1,620,329 0.03 $1,605,731
FNMA 30yr Pool#BY0327 6.500% 01-May-2053, 6.50%, 05/01/53 FN 3140NGLH1 - - 1,521,165 $1,590,458 $1,590,458 0.03 $1,575,800
FHLMC 30yr Pool#Q58477 4.000% 01-Sep-2048, 4.00%, 09/01/48 FG 3132Y2M37 - - 1,615,297 $1,588,779 $1,588,779 0.03 $1,521,022
FNMA 30yr Pool#MA3415 4.000% 01-Jul-2048, 4.00%, 07/01/48 FN 31418CYM0 - - 1,565,766 $1,498,741 $1,498,741 0.02 $1,472,470
FNMA 30yr Pool#CA5573 4.000% 01-Apr-2050, 4.00%, 04/01/50 FN 3140QDFP4 - - 1,551,581 $1,462,484 $1,462,484 0.02 $1,451,399
FNMA 30yr Pool#CA1931 4.500% 01-Jun-2048, 4.50%, 06/01/48 FN 3140Q9ED1 - - 1,441,873 $1,447,035 $1,447,035 0.02 $1,400,446
FNMA 30yr Pool#BT8051 5.500% 01-Jan-2053, 5.50%, 01/01/53 FN 3140LW5M5 - - 1,394,506 $1,434,030 $1,434,030 0.02 $1,421,785
FNMA 30yr Pool#BY1896 5.500% 01-May-2053, 5.50%, 05/01/53 FN 3140NJDA9 - - 1,368,430 $1,395,418 $1,395,418 0.02 $1,383,423
FNMA 30yr Pool#DB3056 5.500% 01-May-2054, 5.50%, 05/01/54 FN 3140ACME0 - - 1,368,371 $1,393,499 $1,393,499 0.02 $1,381,924
FHLMC 30yr Pool#QG3885 6.500% 01-Jun-2053, 6.50%, 06/01/53 FR 3133C4J62 - - 1,323,536 $1,383,110 $1,383,110 0.02 $1,370,679
Tricolor Auto Securitization Trust 2024-2 A 6.36% 15-DEC-2027, 6.36%, 12/15/27 TAST 2024-2A 89616PAA1 - - 1,334,646 $1,345,002 $1,345,002 0.02 $1,337,221
FNMA 30yr Pool#BX7860 5.500% 01-Mar-2053, 5.50%, 03/01/53 FN 3140NCWW5 - - 1,306,577 $1,336,047 $1,336,047 0.02 $1,324,469
Towd Point Mortgage Trust 2024-CES1 A1B 6.049% 25-JAN-2064, 6.05%, 01/25/64 TPMT 2024-CES1 89183CAB1 - - 1,277,526 $1,292,482 $1,292,482 0.02 $1,282,393
FNMA 30yr Pool#FM7725 4.500% 01-Dec-2050, 4.50%, 12/01/50 FN 3140XBSP6 - - 1,270,047 $1,238,994 $1,238,994 0.02 $1,228,123
FNMA 30yr Pool#MA3149 4.000% 01-Oct-2047, 4.00%, 10/01/47 FN 31418CQB3 - - 1,290,457 $1,234,469 $1,234,469 0.02 $1,215,461
FHLMC 30yr Pool#QF2561 5.500% 01-Nov-2052, 5.50%, 11/01/52 FR 3133BPZ27 - - 1,183,233 $1,213,062 $1,213,062 0.02 $1,203,091
FNMA 40yr Pool#BF0167 3.000% 01-Feb-2057, 3.00%, 02/01/57 FN 3140FXFH0 - - 1,402,071 $1,212,507 $1,212,507 0.02 $1,195,248
FHLMC 30yr Pool#SD8003 4.000% 01-Jul-2049, 4.00%, 07/01/49 FR 3132DV3L7 - - 1,254,887 $1,194,933 $1,194,933 0.02 $1,178,217
FNMA 30yr Pool#FM9138 4.000% 01-Mar-2050, 4.00%, 03/01/50 FN 3140XDEL6 - - 1,249,294 $1,187,918 $1,187,918 0.02 $1,174,855
FNMA 30yr Pool#BJ9181 5.000% 01-May-2048, 5.00%, 05/01/48 FN 3140HBFX1 - - 1,173,556 $1,182,802 $1,182,802 0.02 $1,172,813
Connecticut Avenue Securities, Series 2021-R02 2B1 7.65001% 25-NOV-2041, 7.65%, 11/25/41 CAS 2021-R02 20754KAF8 - - 1,150,000 $1,182,491 $1,182,491 0.02 $1,176,626
FNMA 30yr Pool#AS6811 3.000% 01-Mar-2046, 3.00%, 03/01/46 FN 3138WGR97 - - 1,301,826 $1,174,880 $1,174,880 0.02 $1,164,005
FHLMC 30yr Pool#QD9182 3.000% 01-Mar-2052, 3.00%, 03/01/52 FR 3133B7FX1 - - 1,314,411 $1,171,454 $1,171,454 0.02 $1,148,744
FNMA 30yr Pool#BX0804 5.500% 01-Nov-2052, 5.50%, 11/01/52 FN 3140N43N5 - - 1,141,099 $1,168,518 $1,168,518 0.02 $1,157,568
Lendbuzz Securitization Trust 2023-2 A2 7.09% 15-OCT-2028, 7.09%, 10/16/28 LBZZ 2023-2A 52608MAB4 - - 1,135,770 $1,159,308 $1,159,308 0.02 $1,151,927
FHLMC 30yr Pool#ZT2087 4.000% 01-Jun-2049, 4.00%, 06/01/49 FR 3132AEJ80 - - 1,211,721 $1,157,045 $1,157,045 0.02 $1,137,688
FHLMC 30yr Pool#QG6538 5.500% 01-Jul-2053, 5.50%, 07/01/53 FR 3133C7HP5 - - 1,103,926 $1,131,193 $1,131,193 0.02 $1,122,088
FHLMC 30yr Pool#RA1188 4.500% 01-Aug-2049, 4.50%, 08/01/49 FR 3133KGJ90 - - 1,103,190 $1,093,778 $1,093,778 0.02 $1,065,221
FHLMC 30yr Pool#RA1087 4.500% 01-Jul-2049, 4.50%, 07/01/49 FR 3133KGF45 - - 1,094,862 $1,087,362 $1,087,362 0.02 $1,057,179
FHLMC 30yr Pool#QG6948 5.500% 01-Jul-2053, 5.50%, 07/01/53 FR 3133C7WH6 - - 1,051,199 $1,081,223 $1,081,223 0.02 $1,068,408
FNMA 30yr Pool#CB8995 5.500% 01-Aug-2054, 5.50%, 08/01/54 FN 3140QU7H3 - - 1,042,624 $1,058,010 $1,058,010 0.02 $1,048,383
FNMA 30yr Pool#AS7492 4.000% 01-Jul-2046, 4.00%, 07/01/46 FN 3138WHKE1 - - 1,106,124 $1,054,115 $1,054,115 0.02 $1,045,219
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-DNA5 M2 6.00001% 25-JAN-2034, 6.00%, 01/25/34 STACR 2021-DNA5 35564KHE2 - - 1,019,462 $1,026,966 $1,026,966 0.02 $1,022,888
FNMA 30yr Pool#FM1598 4.000% 01-Feb-2049, 4.00%, 02/01/49 FN 3140X4X43 - - 1,033,316 $984,778 $984,778 0.02 $971,746
FNMA 30yr Pool#BV4203 3.500% 01-Apr-2052, 3.50%, 04/01/52 FN 3140MHU56 - - 1,072,682 $984,143 $984,143 0.02 $976,788
FNMA 30yr Pool#BV8484 3.500% 01-Apr-2052, 3.50%, 04/01/52 FN 3140MNNA0 - - 1,033,587 $947,735 $947,735 0.02 $941,112
FHLMC 30yr Pool#ZM8197 4.000% 01-Sep-2048, 4.00%, 09/01/48 FR 3131Y3DA1 - - 961,064 $944,074 $944,074 0.02 $903,761
GNMA II 30yr Pool#MA5021 4.500% 20-Feb-2048, 4.50%, 02/20/48 G2 36179TSJ5 - - 950,714 $941,322 $941,322 0.02 $928,545
FNMA 30yr Pool#DA3522 5.500% 01-Oct-2053, 5.50%, 10/01/53 FN 3140A34G5 - - 926,825 $940,407 $940,407 0.02 $932,540
ACHV ABS Trust 2024-1PL C 6.42% 25-APR-2031, 6.42%, 04/25/31 ACHV 2024-1PL 00092BAC8 - - 901,528 $913,758 $913,758 0.02 $910,060
FNMA 30yr Pool#CA6382 4.500% 01-Jul-2050, 4.50%, 07/01/50 FN 3140QECU4 - - 929,926 $906,586 $906,586 0.02 $899,410
BX Commercial Mortgage Trust 2021-21M A 5.186% 15-OCT-2036, 5.21%, 10/15/36 BX 2021-21M 05609CAA5 - - 862,801 $866,510 $866,510 0.01 $862,282
FNMA 30yr Pool#AB9341 3.000% 01-May-2043, 3.00%, 05/01/43 FN 31417GLX2 - - 931,480 $855,557 $855,557 0.01 $840,263
Connecticut Avenue Securities Trust 2022-R01 1M1 5.35001% 25-DEC-2041, 5.35%, 12/25/41 CAS 2022-R01 20754LAA7 - - 847,194 $850,123 $850,123 0.01 $847,101
FNMA 30yr Pool#BN4541 4.000% 01-Feb-2049, 4.00%, 02/01/49 FN 3140JMBK7 - - 858,393 $832,549 $832,549 0.01 $807,246
Gracie Point International Funding, Series 2023-2 A 6.59828% 01-MAR-2027, 6.60%, 03/01/27 GPIF 2023-2A 38410JAA0 - - 808,251 $821,924 $821,924 0.01 $810,517
Reach ABS Trust 2024-1 A 6.3% 15-FEB-2031, 6.30%, 02/18/31 REACH 2024-1A 75526PAA9 - - 804,716 $813,678 $813,678 0.01 $807,523
Connecticut Avenue Securities, Series 2021-R03 1M1 5.20001% 25-DEC-2041, 5.20%, 12/25/41 CAS 2021-R03 20754AAA1 - - 796,574 $798,466 $798,466 0.01 $795,705
ACHM Trust 2024-HE1 B 7.26% 25-MAY-2039, 7.26%, 05/25/39 ACHM 2024-HE1 00449TAB1 - - 748,942 $775,560 $775,560 0.01 $772,086
FNMA 30yr Pool#BY0782 5.500% 01-Apr-2053, 5.50%, 04/01/53 FN 3140NG2Q2 - - 744,996 $762,598 $762,598 0.01 $756,432
FHLMC 30yr Pool#ZT1926 3.000% 01-Nov-2043, 3.00%, 11/01/43 FR 3132AED78 - - 835,978 $762,282 $762,282 0.01 $755,425
FHLMC 30yr Pool#RA1999 4.500% 01-Jan-2050, 4.50%, 01/01/50 FR 3133KHGG5 - - 754,676 $734,892 $734,892 0.01 $728,702
FREMF 2019-KF70 Mortgage Trust C 10.43374% 25-SEP-2029, 10.43%, 09/25/29 FREMF 2019-KF70 30298UAJ0 - - 789,970 $730,174 $730,174 0.01 $724,679
FNMA 30yr Pool#BY0866 5.500% 01-May-2053, 5.50%, 05/01/53 FN 3140NG6C9 - - 705,396 $719,793 $719,793 0.01 $713,125
NRZ Excess Spread-Collateralized Notes, Series 2020-PLS1 A 3.844% 25-DEC-2025, 3.84%, 12/25/25 NZES 2020-PLS1 433674AA6 - - 722,088 $718,713 $718,713 0.01 $716,940
GNMA II 30yr Pool#MA5264 4.000% 20-Jun-2048, 4.00%, 06/20/48 G2 36179TZ57 - - 741,629 $710,937 $710,937 0.01 $699,945
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA2 M1A 5.65001% 25-FEB-2042, 5.65%, 02/25/42 STACR 2022-DNA2 35564KRE1 - - 684,896 $688,329 $688,329 0.01 $685,749
FHLMC 30yr Pool#QD6555 3.000% 01-Feb-2052, 3.00%, 02/01/52 FR 3133B4H81 - - 751,203 $661,364 $661,364 0.01 $656,607
FNMA 30yr Pool#BW0343 4.500% 01-May-2052, 4.50%, 05/01/52 FN 3140MRLZ8 - - 666,120 $644,005 $644,005 0.01 $639,173
Sequoia Mortgage Trust 2013-5 A1 2.5% 25-MAY-2043, 2.50%, 05/25/43 SEMT 2013-5 81745AAA5 - - 689,592 $610,392 $610,392 0.01 $608,141
FHLMC 30yr Pool#SD8047 4.500% 01-Feb-2050, 4.50%, 02/01/50 FR 3132DV5G6 - - 622,990 $608,557 $608,557 0.01 $603,592
FNMA 30yr Pool#AL6842 4.000% 01-May-2045, 4.00%, 05/01/45 FN 3138EPS88 - - 625,563 $604,965 $604,965 0.01 $595,913
FHLMC 30yr Pool#QE1073 3.500% 01-Apr-2052, 3.50%, 04/01/52 FR 3133BAFN6 - - 652,951 $598,811 $598,811 0.01 $594,532
FNMA 30yr Pool#BK9507 4.000% 01-Oct-2048, 4.00%, 10/01/48 FN 3140HPR58 - - 613,454 $596,132 $596,132 0.01 $578,956
MHC Commercial Mortgage Trust 2021-MHC A 5.257442% 15-APR-2038, 5.28%, 04/15/38 MHC 2021-MHC 55316VAA2 - - 586,117 $588,905 $588,905 0.01 $585,993
FHLMC 30yr Pool#RJ4549 5.500% 01-Aug-2055, 5.50%, 08/01/55 FR 3142GVBT7 - - - $563,212 $563,212 0.01 $0
FHLMC 15yr Pool#SB0116 2.500% 01-Nov-2034, 2.50%, 11/01/34 FR 3132CWDV3 - - 553,137 $532,829 $532,829 0.01 $522,385
FNMA 30yr Pool#AZ0869 4.000% 01-Jul-2045, 4.00%, 07/01/45 FN 3138YR6F0 - - 526,628 $504,616 $504,616 0.01 $500,070
Towd Point Mortgage Trust 2024-CES2 A1B 6.35% 25-FEB-2064, 6.35%, 02/25/64 TPMT 2024-CES2 89182JAB7 - - 494,074 $501,317 $501,317 0.01 $497,221
FHLMC 30yr Pool#QD9191 3.500% 01-Apr-2052, 3.50%, 04/01/52 FR 3133B7F86 - - 534,623 $490,590 $490,590 0.01 $486,830
Tricolor Auto Securitization Trust 2024-1 A 6.61% 15-OCT-2027, 6.61%, 10/15/27 TAST 2024-1A 89616LAA0 - - 459,179 $463,029 $463,029 0.01 $460,247
FNMA 30yr Pool#BV7632 4.500% 01-Apr-2052, 4.50%, 04/01/52 FN 3140MMPS1 - - 368,560 $428,732 $428,732 0.01 $353,708
FHLMC 30yr Pool#SD1414 4.000% 01-Oct-2050, 4.00%, 10/01/50 FR 3132DNSB0 - - 442,016 $418,435 $418,435 0.01 $415,010
JP Morgan Mortgage Trust 2015-4 AM 3.0% 25-JUN-2045, 3.00%, 06/25/45 JPMMT 2015-4 46644VBP0 - - 485,541 $412,516 $412,516 0.01 $410,614
FNMA 30yr Pool#CB4329 3.500% 01-Jul-2052, 3.50%, 07/01/52 FN 3140QPY35 - - 446,105 $409,406 $409,406 0.01 $406,386
FNMA 30yr Pool#CA4646 3.000% 01-Feb-2048, 3.00%, 02/01/48 FN 3140QCEU6 - - 439,199 $394,543 $394,543 0.01 $391,197
FNMA 30yr Pool#BV6879 4.500% 01-Apr-2052, 4.50%, 04/01/52 FN 3140MLUD0 - - 407,852 $394,391 $394,391 0.01 $391,416
FHLMC 30yr Pool#QA8274 3.500% 01-Mar-2050, 3.50%, 03/01/50 FR 3133A3FP8 - - 390,525 $354,465 $354,465 0.01 $351,927
FNMA 30yr Pool#FM3447 4.000% 01-Nov-2049, 4.00%, 11/01/49 FN 3140X6ZM6 - - 366,890 $348,568 $348,568 0.01 $345,721
FHLMC 30yr Pool#SD1966 4.000% 01-Nov-2052, 4.00%, 11/01/52 FR 3132DPFF0 - - 337,986 $322,027 $322,027 0.01 $313,900
FHLMC 30yr Pool#ZN6461 4.000% 01-May-2049, 4.00%, 05/01/49 FR 3131YDFA7 - - 332,912 $315,262 $315,262 0.01 $312,486
FNMA 30yr Pool#AR9225 3.000% 01-Mar-2043, 3.00%, 03/01/43 FN 3138W7HB3 - - 342,684 $310,708 $310,708 0.01 $307,797
FHLMC 30yr Pool#ZT0391 4.000% 01-Nov-2047, 4.00%, 11/01/47 FR 3132ACNG1 - - 302,944 $294,859 $294,859 0.00 $287,121
FNMA 30yr Pool#FS2548 4.000% 01-Mar-2051, 4.00%, 03/01/51 FN 3140XHZN0 - - 307,906 $293,645 $293,645 0.00 $289,094
FHLMC 30yr Pool#QA5150 4.500% 01-Dec-2049, 4.50%, 12/01/49 FR 31346YWK5 - - 295,686 $288,772 $288,772 0.00 $286,457
Fannie Mae REMIC Trust 2017-9 VL 3.0% 25-JUL-2028, 3.00%, 07/25/28 FNR 2017-9 3136AVYH6 - - 279,901 $287,454 $287,454 0.00 $278,351
FNMA 30yr Pool#FS2238 4.000% 01-Mar-2051, 4.00%, 03/01/51 FN 3140XHPY7 - - 299,863 $286,618 $286,618 0.00 $281,996
FNMA 30yr Pool#AS8649 3.000% 01-Jan-2047, 3.00%, 01/01/47 FN 3138WJTF5 - - 316,500 $282,297 $282,297 0.00 $280,029
FNMA 30yr Pool#BO9819 4.500% 01-Dec-2049, 4.50%, 12/01/49 FN 3140K54D6 - - 211,153 $274,085 $274,085 0.00 $204,562
FNMA 30yr Pool#BN3899 4.000% 01-Dec-2048, 4.00%, 12/01/48 FN 3140JLKM5 - - 273,252 $261,295 $261,295 0.00 $256,971
FNMA 30yr Pool#FA2187 5.500% 01-Jul-2055, 5.50%, 07/01/55 FN 3140W2ND9 - - - $252,310 $252,310 0.00 $0
FHLMC 30yr Pool#QA1615 3.500% 01-Aug-2049, 3.50%, 08/01/49 FR 31334XYL7 - - 273,074 $249,286 $249,286 0.00 $247,434
FHLMC 30yr Pool#ZN4240 4.500% 01-Dec-2048, 4.50%, 12/01/48 FR 3131YAV98 - - 251,436 $246,997 $246,997 0.00 $244,905
FHLMC 15yr Pool#SB0040 2.500% 01-Dec-2033, 2.50%, 12/01/33 FR 3132CWBH6 - - 250,122 $246,947 $246,947 0.00 $240,666
FNMA 30yr Pool#MA3908 4.500% 01-Jan-2050, 4.50%, 01/01/50 FN 31418DKW1 - - 241,405 $239,353 $239,353 0.00 $233,888
Fannie Mae REMIC Trust 2012-126 SY 0.0% 25-NOV-2042, 0.00%, 11/25/42 FNR 2012-126 3136A9ZR2 - - 473,554 $234,280 $234,280 0.00 $234,280
FNMA 30yr Pool#MA1327 3.000% 01-Jan-2043, 3.00%, 01/01/43 FN 31418APM4 - - 247,705 $227,758 $227,758 0.00 $223,837
FNMA 30yr Pool#MA3687 4.000% 01-Jun-2049, 4.00%, 06/01/49 FN 31418DCZ3 - - 238,831 $226,754 $226,754 0.00 $224,239
FNMA 30yr Pool#BE3616 4.000% 01-May-2047, 4.00%, 05/01/47 FN 3140FPAS8 - - 234,807 $224,831 $224,831 0.00 $222,797
FNMA 30yr Pool#BW0081 4.500% 01-Apr-2052, 4.50%, 04/01/52 FN 3140MRCT2 - - 230,543 $222,888 $222,888 0.00 $221,217
Santander Bank Auto Credit-Linked Notes, Series 2023-A B 6.493% 15-JUN-2033, 6.49%, 06/15/33 SBCLN 2023-A 80290CBU7 - - 215,567 $217,787 $217,787 0.00 $216,233
GNMA II 30yr Pool#MA5192 4.000% 20-May-2048, 4.00%, 05/20/48 G2 36179TXV2 - - 222,571 $213,002 $213,002 0.00 $210,061
FHLMC 30yr Pool#RA1088 4.500% 01-Jul-2049, 4.50%, 07/01/49 FR 3133KGF52 - - 204,776 $199,964 $199,964 0.00 $198,376
FHLMC 30yr Pool#SD8040 4.500% 01-Jan-2050, 4.50%, 01/01/50 FR 3132DV4Z5 - - 188,676 $186,180 $186,180 0.00 $182,801
FNMA 30yr Pool#AB6280 3.000% 01-Sep-2042, 3.00%, 09/01/42 FN 31417C6S9 - - 197,066 $183,028 $183,028 0.00 $178,077
FNMA 30yr Pool#BV7132 4.500% 01-Apr-2052, 4.50%, 04/01/52 FN 3140ML4S6 - - 162,315 $181,510 $181,510 0.00 $155,749
FREED ABS Trust 2021-3FP D 2.37% 18-NOV-2028, 2.37%, 11/20/28 FREED 2021-3FP 30322MAD1 - - 177,222 $177,132 $177,132 0.00 $176,782
FNMA 30yr Pool#CA4185 4.500% 01-Sep-2049, 4.50%, 09/01/49 FN 3140QBUK2 - - 177,349 $174,781 $174,781 0.00 $171,806
FNMA 30yr Pool#BO2983 3.000% 01-Sep-2049, 3.00%, 09/01/49 FN 3140JXJ58 - - 196,098 $174,546 $174,546 0.00 $173,089
FNMA 30yr Pool#CA4035 4.500% 01-Aug-2049, 4.50%, 08/01/49 FN 3140QBPV4 - - 172,468 $174,513 $174,513 0.00 $167,078
Prosper Marketplace Issuance Trust, Series 2024-1 A 6.12% 15-AUG-2029, 6.12%, 08/15/29 PMIT 2024-1A 74363CAA7 - - 166,376 $168,141 $168,141 0.00 $166,558
FHLMC 30yr Pool#ZT1320 4.000% 01-Nov-2048, 4.00%, 11/01/48 FR 3132ADPD4 - - 165,703 $158,558 $158,558 0.00 $155,829
FNMA 30yr Pool#AB7563 3.000% 01-Jan-2043, 3.00%, 01/01/43 FN 31417EMM0 - - 169,288 $158,206 $158,206 0.00 $153,517
FHLMC 30yr Pool#ZA7158 4.500% 01-Jun-2049, 4.50%, 06/01/49 FR 31329Q5T4 - - 158,689 $154,657 $154,657 0.00 $153,228
FNMA 30yr Pool#FS2546 4.000% 01-Mar-2051, 4.00%, 03/01/51 FN 3140XHZL4 - - 155,823 $148,564 $148,564 0.00 $146,539
GNMA II 30yr Pool#MA5753 4.000% 20-Feb-2049, 4.00%, 02/20/49 G2 36179UMA7 - - 146,419 $135,242 $135,242 0.00 $134,185
FNMA 30yr Pool#MA1229 3.000% 01-Oct-2042, 3.00%, 10/01/42 FN 31418ALK2 - - 147,282 $134,802 $134,802 0.00 $133,516
FNMA 30yr Pool#BW0072 4.500% 01-Apr-2052, 4.50%, 04/01/52 FN 3140MRCJ4 - - 136,900 $132,365 $132,365 0.00 $131,362
FNMA 30yr Pool#BV7131 4.500% 01-Apr-2052, 4.50%, 04/01/52 FN 3140ML4R8 - - 129,638 $125,341 $125,341 0.00 $124,395
Angel Oak Mortgage Trust 2025-7 A2 5.763% 25-JUN-2070, 5.76%, 06/25/70 AOMT 2025-7 03466TAB3 - - - $124,753 $124,753 0.00 $0
GNMA II 30yr Pool#BF6874 4.500% 20-Jul-2048, 4.50%, 07/20/48 G2 3617GDT77 - - 127,653 $124,595 $124,595 0.00 $123,531
GNMA II 30yr Pool#MA5866 4.000% 20-Apr-2049, 4.00%, 04/20/49 G2 36179UQT2 - - 133,340 $123,940 $123,940 0.00 $122,869
FNMA 20yr Pool#AB9283 3.000% 01-Apr-2038, 3.00%, 04/01/38 FN 31417GJ56 - - 134,981 $123,232 $123,232 0.00 $121,681
FNMA 30yr Pool#CB5580 4.500% 01-Oct-2052, 4.50%, 10/01/52 FN 3140QRFW8 - - - $121,803 $121,803 0.00 $0
FNMA 30yr Pool#CB6051 4.500% 01-Apr-2053, 4.50%, 04/01/53 FN 3140QRWM1 - - - $120,276 $120,276 0.00 $0
FNMA 30yr Pool#CB6394 4.500% 01-Feb-2053, 4.50%, 02/01/53 FN 3140QSC82 - - - $116,402 $116,402 0.00 $0
FNMA 30yr Pool#FS3520 4.500% 01-Nov-2052, 4.50%, 11/01/52 FN 3140XJ4E0 - - - $112,137 $112,137 0.00 $0
FNMA 30yr Pool#BM3282 3.500% 01-Dec-2047, 3.50%, 12/01/47 FN 3140J7UG8 - - 118,516 $111,234 $111,234 0.00 $109,106
FNMA 30yr Pool#CA3683 4.500% 01-Jun-2049, 4.50%, 06/01/49 FN 3140QBCV8 - - 109,436 $109,370 $109,370 0.00 $106,015
GNMA II 30yr Pool#BK5879 4.500% 20-Nov-2048, 4.50%, 11/20/48 G2 3617J6Q80 - - 112,052 $107,678 $107,678 0.00 $106,808
FHLMC 30yr Pool#ZT1633 4.000% 01-Mar-2047, 4.00%, 03/01/47 FR 3132ADY69 - - 111,218 $106,565 $106,565 0.00 $105,592
FHLMC 30yr Pool#QE0318 4.500% 01-Mar-2052, 4.50%, 03/01/52 FR 3133B9K78 - - 108,717 $105,140 $105,140 0.00 $104,335
FNMA 30yr Pool#CA0108 3.500% 01-Aug-2047, 3.50%, 08/01/47 FN 3140Q7DN4 - - 108,715 $101,688 $101,688 0.00 $100,083
FHLMC 30yr Pool#ZM7577 4.500% 01-Aug-2048, 4.50%, 08/01/48 FR 3131Y2M21 - - 100,528 $98,436 $98,436 0.00 $97,639
Fannie Mae REMIC Trust 2013-130 FN 4.81449% 25-OCT-2042, 4.81%, 10/25/42 FNR 2013-130 3136AHG53 - - 96,495 $95,518 $95,518 0.00 $95,221
FNMA 30yr Pool#BJ8459 3.000% 01-Aug-2049, 3.00%, 08/01/49 FN 3140HAMH0 - - 100,925 $87,616 $87,616 0.00 $86,943
FNMA 30yr Pool#BO4113 3.000% 01-Aug-2049, 3.00%, 08/01/49 FN 3140JYSB3 - - 91,679 $79,658 $79,658 0.00 $78,978
FHLMC 30yr Pool#ZM7926 5.000% 01-Sep-2048, 5.00%, 09/01/48 FR 3131Y2YX0 - - 78,181 $78,440 $78,440 0.00 $77,769
Sequoia Mortgage Trust 2019-CH3 A19 4.0% 25-OCT-2049, 4.00%, 09/25/49 SEMT 2019-CH3 81748GBN0 - - 84,182 $77,673 $77,673 0.00 $77,233
FNMA 30yr Pool#BT8185 4.500% 01-Jun-2052, 4.50%, 06/01/52 FN 3140LXCX1 - - - $72,681 $72,681 0.00 $0
FNMA 30yr Pool#MA1447 3.000% 01-May-2043, 3.00%, 05/01/43 FN 31418ATD0 - - 79,429 $72,428 $72,428 0.00 $71,343
FHLMC 30yr Pool#QA2159 3.000% 01-Aug-2049, 3.00%, 08/01/49 FR 31334YMG9 - - 83,319 $72,306 $72,306 0.00 $71,777
FHLMC 30yr Pool#SL0490 4.500% 01-Jul-2053, 4.50%, 07/01/53 FR 31427MRL7 - - - $69,519 $69,519 0.00 $0
FNMA 30yr Pool#AS8547 3.000% 01-Nov-2046, 3.00%, 11/01/46 FN 3138WJP93 - - 72,135 $64,115 $64,115 0.00 $63,629
FNMA 30yr Pool#BD2453 3.000% 01-Jan-2047, 3.00%, 01/01/47 FN 3140F9WP6 - - 69,613 $62,750 $62,750 0.00 $61,820
FHLMC 30yr Pool#SL0371 4.500% 01-Feb-2054, 4.50%, 02/01/54 FR 31427MMV0 - - - $58,031 $58,031 0.00 $0
Fannie Mae REMIC Trust 2006-20 GF 4.81449% 25-APR-2036, 4.81%, 04/25/36 FNR 2006-20 31395BU43 - - 57,680 $57,276 $57,276 0.00 $57,099
FNMA 30yr Pool#BX0984 4.500% 01-Oct-2052, 4.50%, 10/01/52 FN 3140N5CW2 - - - $56,951 $56,951 0.00 $0
FHLMC 15yr Pool#ZK8962 3.000% 01-Sep-2032, 3.00%, 09/01/32 FR 3131XC5X1 - - 57,461 $56,675 $56,675 0.00 $55,649
Fannie Mae REMIC Trust 2010-109 BS 5.94209% 25-OCT-2040, 5.94%, 10/25/40 FNR 2010-109 31398NTM6 - - 41,248 $55,861 $55,861 0.00 $55,522
FHLMC 15yr Pool#ZS7403 3.000% 01-May-2031, 3.00%, 05/01/31 FR 3132A8GL7 - - 53,204 $53,523 $53,523 0.00 $51,912
Freddie Mac Multiclass Certificates, Series 3380 FM 5.0441% 15-OCT-2037, 5.05%, 10/15/37 FHR 3380 31397KTJ0 - - 45,230 $45,086 $45,086 0.00 $45,067
Santander Bank Auto Credit-Linked Notes, Series 2022-C C 6.986% 15-DEC-2032, 6.99%, 12/15/32 SBCLN 2022-C 80290CBG8 - - 44,500 $44,785 $44,785 0.00 $44,500
FNMA 15yr Pool#BO5957 3.000% 01-Dec-2034, 3.00%, 12/01/34 FN 3140K1TP1 - - 45,280 $44,073 $44,073 0.00 $43,491
Freddie Mac Multiclass Certificates, Series 3721 FB 4.9541% 15-SEP-2040, 4.96%, 09/15/40 FHR 3721 3137GAD20 - - 43,857 $43,615 $43,615 0.00 $43,597
FNMA 30yr Pool#BO1857 4.500% 01-Aug-2049, 4.50%, 08/01/49 FN 3140JWB33 - - 43,112 $42,100 $42,100 0.00 $41,769
Ginnie Mae REMIC Trust 2008-013 FB 4.96513% 20-FEB-2038, 4.97%, 02/20/38 GNR 2008-13 38375PNL1 - - 41,193 $41,196 $41,196 0.00 $41,038
FNMA 30yr Pool#BW2174 4.500% 01-Jun-2052, 4.50%, 06/01/52 FN 3140MTMY6 - - - $40,417 $40,417 0.00 $0
FNMA 15yr Pool#BO7717 3.000% 01-Nov-2034, 3.00%, 11/01/34 FN 3140K3SF0 - - 38,327 $37,442 $37,442 0.00 $36,898
FNMA 30yr Pool#BC0870 3.500% 01-Jan-2046, 3.50%, 01/01/46 FN 3140EU6G9 - - 38,123 $35,362 $35,362 0.00 $35,053
FHLMC 15yr Pool#ZK9163 3.000% 01-Jan-2033, 3.00%, 01/01/33 FR 3131XDFC4 - - 33,223 $33,208 $33,208 0.00 $32,149
Ginnie Mae REMIC Trust 2007-040 FG 4.78513% 20-JUL-2037, 4.79%, 07/20/37 GNR 2007-40 38375KZS4 - - 31,533 $31,315 $31,315 0.00 $31,199
FNMA 30yr Pool#FS8486 4.500% 01-Dec-2052, 4.50%, 12/01/52 FN 3140XQNC7 - - - $28,437 $28,437 0.00 $0
Ginnie Mae REMIC Trust 2004-069 CF 4.86513% 20-JUL-2034, 4.87%, 07/20/34 GNR 2004-69 38374JAT3 - - 27,722 $27,724 $27,724 0.00 $27,619
Ginnie Mae REMIC Trust 2007-059 FA 4.96513% 20-OCT-2037, 4.97%, 10/20/37 GNR 2007-59 38375LPU8 - - 25,138 $25,128 $25,128 0.00 $25,031
Fannie Mae REMIC Trust 2013-2 QF 4.96449% 25-FEB-2043, 4.96%, 02/25/43 FNR 2013-2 3136AB4P5 - - 25,156 $25,124 $25,124 0.00 $25,044
Ginnie Mae REMIC Trust 2010-133 FD 4.88449% 16-OCT-2040, 4.88%, 10/16/40 GNR 2010-133 38377MHV1 - - 24,953 $24,123 $24,123 0.00 $24,932
FHLMC 30yr Pool#ZN2165 4.500% 01-Dec-2048, 4.50%, 12/01/48 FR 3131Y8MN2 - - 23,599 $23,144 $23,144 0.00 $22,937
Ginnie Mae REMIC Trust 2007-037 FW 4.77513% 20-JUN-2037, 4.78%, 06/20/37 GNR 2007-37 38375KNR9 - - 20,352 $20,209 $20,209 0.00 $20,133
Ginnie Mae REMIC Trust 2008-016 FC 4.96513% 20-FEB-2038, 4.97%, 02/20/38 GNR 2008-16 383742FU2 - - 20,140 $20,146 $20,146 0.00 $20,069
Ginnie Mae REMIC Trust 2005-065 FA 4.61513% 20-AUG-2035, 4.62%, 08/20/35 GNR 2005-65 38374LL25 - - 19,800 $19,582 $19,582 0.00 $19,511
Ginnie Mae REMIC Trust 2004-059 FP 4.75449% 16-AUG-2034, 4.75%, 08/16/34 GNR 2004-59 38374HYS3 - - 19,717 $19,241 $19,241 0.00 $19,617
Fannie Mae REMIC Trust 2002-53 FK 4.86449% 25-APR-2032, 4.86%, 04/25/32 FNR 2002-53 31392EHN3 - - 18,085 $18,068 $18,068 0.00 $18,011
Freddie Mac Multiclass Certificates, Series 2426 FL 5.1041% 15-MAR-2032, 5.11%, 03/15/32 FHR 2426 31339W7G5 - - 17,554 $17,609 $17,609 0.00 $17,602
Ginnie Mae REMIC Trust 2005-048 AF 4.66513% 20-JUN-2035, 4.67%, 06/20/35 GNR 2005-48 38374LHM6 - - 16,720 $16,568 $16,568 0.00 $16,507
FHLMC 30yr Pool#ZT0252 3.000% 01-Dec-2047, 3.00%, 12/01/47 FR 3132ACH52 - - 17,517 $15,723 $15,723 0.00 $15,556
Fannie Mae REMIC Trust 2005-83 KT 4.76449% 25-OCT-2035, 4.76%, 10/25/35 FNR 2005-83 31394FUL7 - - 15,476 $15,366 $15,366 0.00 $15,318
Fannie Mae REMIC Trust 2007-89 GF 4.98449% 25-SEP-2037, 4.98%, 09/25/37 FNR 2007-89 31396XPM0 - - 14,512 $14,536 $14,536 0.00 $14,490
Freddie Mac Multiclass Certificates, Series 2551 FD 4.8541% 15-JAN-2033, 4.86%, 01/15/33 FHR 2551 31393JAZ1 - - 12,900 $12,865 $12,865 0.00 $12,860
Ginnie Mae REMIC Trust 2012-075 FP 4.76513% 20-JUL-2041, 4.77%, 07/20/41 GNR 2012-75 38378EZ55 - - 12,569 $12,576 $12,576 0.00 $12,529
FHLMC 30yr Pool#ZM2269 3.000% 01-Dec-2046, 3.00%, 12/01/46 FR 3131XVQW8 - - 12,708 $11,543 $11,543 0.00 $11,278
Ginnie Mae REMIC Trust 2007-061 FA 4.96513% 20-OCT-2037, 4.97%, 10/20/37 GNR 2007-61 38375LLN8 - - 10,466 $10,462 $10,462 0.00 $10,422
Freddie Mac Multiclass Certificates, Series 2410, excluding Group 6 FX 4.8041% 15-FEB-2032, 4.81%, 02/15/32 FHR 2410 31339NJN7 - - 10,188 $10,143 $10,143 0.00 $10,139
Fannie Mae REMIC Trust 2010-123 FL 4.89449% 25-NOV-2040, 4.89%, 11/25/40 FNR 2010-123 31398N2W3 - - 9,975 $9,960 $9,960 0.00 $9,929
FNMA 15yr Pool#AS8207 2.500% 01-Oct-2031, 2.50%, 10/01/31 FN 3138WJDM7 - - 10,020 $9,934 $9,934 0.00 $9,647
Fannie Mae REMIC Trust 2003-87 FG 4.96449% 25-SEP-2033, 4.96%, 09/25/33 FNR 2003-87 31393E4W6 - - 9,237 $9,248 $9,248 0.00 $9,219
GNMA II 30yr Pool#BK6072 5.000% 20-Jan-2049, 5.00%, 01/20/49 G2 3617J6W91 - - 9,131 $9,202 $9,202 0.00 $9,104
Freddie Mac Multiclass Certificates, Series 3028 FM 4.7041% 15-SEP-2035, 4.71%, 09/15/35 FHR 3028 31396AFB5 - - 9,250 $9,197 $9,197 0.00 $9,193
FNMA 15yr Pool#BM1036 2.500% 01-Feb-2032, 2.50%, 02/01/32 FN 3140J5EJ4 - - 8,771 $8,647 $8,647 0.00 $8,443
FNMA 15yr Pool#AS7643 2.500% 01-Aug-2031, 2.50%, 08/01/31 FN 3138WHP55 - - 8,665 $8,524 $8,524 0.00 $8,343
Freddie Mac Multiclass Certificates, Series 3738 FD 4.7541% 15-AUG-2040, 4.76%, 08/15/40 FHR 3738 3137GAYQ4 - - 8,446 $8,442 $8,442 0.00 $8,439
Fannie Mae REMIC Trust 2002-16 VF 5.01449% 25-APR-2032, 5.01%, 04/25/32 FNR 2002-16 31392CWW0 - - 7,900 $7,925 $7,925 0.00 $7,899
Fannie Mae REMIC Trust 2012-100 FG 4.86449% 25-SEP-2042, 4.86%, 09/25/42 FNR 2012-100 3136A8QW3 - - 7,989 $7,903 $7,903 0.00 $7,878
FHLMC 15yr Pool#ZK8405 2.500% 01-Dec-2031, 2.50%, 01/22/31 FR 3131XCKS5 - - 7,424 $7,335 $7,335 0.00 $7,138
Ginnie Mae REMIC Trust 2007-018 FD 4.76513% 20-APR-2037, 4.77%, 04/20/37 GNR 2007-18 38375JC86 - - 7,347 $7,290 $7,290 0.00 $7,263
Ginnie Mae REMIC Trust 2010-006 FG 5.05449% 16-JAN-2040, 5.05%, 01/16/40 GNR 2010-6 38376TSC7 - - 7,143 $7,143 $7,143 0.00 $7,143
Fannie Mae REMIC Trust 2010-95 FB 4.86449% 25-SEP-2040, 4.86%, 09/25/40 FNR 2010-95 31398NEX8 - - 6,674 $6,671 $6,671 0.00 $6,650
FNMA 30yr Pool#MA3694 4.500% 01-Jul-2049, 4.50%, 07/01/49 FN 31418DC83 - - 4,606 $4,520 $4,520 0.00 $4,463
Ginnie Mae REMIC Trust 1999-27 FE 4.85449% 16-AUG-2029, 4.85%, 08/16/29 GNR 1999-27 3837H2WA3 - - 3,021 $2,726 $2,726 0.00 $3,018
FHLMC 30yr Pool#ZN0650 3.000% 01-Mar-2043, 3.00%, 03/01/43 FR 3131Y6WK1 - - 2,246 $2,034 $2,034 0.00 $2,017
Freddie Mac Multiclass Certificates, Series 2469 FE 4.9541% 15-JUL-2032, 4.96%, 07/15/32 FHR 2469 31392RC58 - - 2,009 $2,007 $2,007 0.00 $2,006
Ginnie Mae REMIC Trust 2010-125 VF 4.81513% 20-JUN-2040, 4.82%, 06/20/40 GNR 2010-125 38377JYJ6 - - 390.00 $389 $389 0.00 $388
US 10yr Ultra Fut Sep25 SEP 25 UXYU5 FUTURES_USD - -586.00 $-66,511,000 $0 0.00 $0
US ULTRA BOND CBT Sep25 SEP 25 WNU5 FUTURES_USD - -645.00 $-75,223,125 $0 0.00 $0
US 5YR NOTE (CBT) Sep25 SEP 25 FVU5 FUTURES_USD - 3,170 $344,514,611 $0 0.00 $0
US 10YR NOTE (CBT)Sep25 SEP 25 TYU5 FUTURES_USD - -236.00 $-26,336,125 $0 0.00 $0
UMBS TBA 30yr 3.5% September Delivery, 3.50%, 09/15/25 FNCL 01F032690 - - -95,653,000 $-85,718,288 $-85,718,288 -1.42 $-85,718,288
UMBS TBA 30yr 6% September Delivery, 6.00%, 09/15/25 FNCL 01F060691 - - -271,982,188 $-276,856,109 $-276,856,109 -4.59 $-276,856,109
UMBS TBA 30yr 5% September Delivery, 5.00%, 09/15/25 FNCL 01F050692 - - -465,672,000 $-456,099,646 $-456,099,646 -7.55 $-456,099,646
UMBS TBA 30yr 4.5% September Delivery, 4.50%, 09/15/25 FNCL 01F042699 - - -579,018,638 $-552,446,894 $-552,446,894 -9.15 $-552,446,894
UMBS TBA 30yr 4% September Delivery, 4.00%, 09/15/25 FNCL 01F040693 - - -632,016,155 $-585,080,739 $-585,080,739 -9.69 $-585,080,739
UMBS TBA 30yr 5.5% September Delivery, 5.50%, 09/15/25 FNCL 01F052698 - - -656,932,400 $-657,214,881 $-657,214,881 -10.88 $-657,214,881
SEGREGATED CASH SEGCASH - $0.00 7,800,000 $7,800,000 $7,800,000 0.13 $7,800,000
ALMSUM ALMSUM - $0.00 - $0 $0 0.00 $0
US DOLLARS USD MD_142224 - - -1,464,118,502 $-1,464,118,502 $-1,464,118,502 -24.25 $-1,464,118,502
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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