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For Institutional Investors in the US

Mortgage-Backed Securities ETF Holdings

Full Portfolio Holdings

(As of June 11, 2025)

Ticker Cusip Underlying Security Strike Price Quantity (Shares/ Par/ Units/ Contracts) Notional Value Market Value Weight % Current Market Value
UMBS TBA 30yr 2.5% July Delivery, 2.50%, 07/14/25 FNCL 01F022675 - - 1,619,120,894 $1,324,287,075 $1,324,287,075 24.18 $1,324,287,075
UMBS TBA 30yr 3% July Delivery, 3.00%, 07/14/25 FNCL 01F030678 - - 832,820,354 $710,720,562 $710,720,562 12.98 $710,720,562
GNMA II TBA 30yr 5% June Delivery, 5.00%, 06/23/25 G2SF 21H050664 - - 365,146,194 $354,927,943 $354,927,943 6.49 $354,927,943
UMBS TBA 30yr 2% July Delivery, 2.00%, 07/14/25 FNCL 01F020679 - - 376,104,255 $293,693,795 $293,693,795 5.37 $293,693,795
GNMA II TBA 30yr 5.5% June Delivery, 5.50%, 06/23/25 G2SF 21H052660 - - 237,444,000 $235,933,381 $235,933,381 4.32 $235,933,381
GNMA II TBA 30yr 4.5% June Delivery, 4.50%, 06/23/25 G2SF 21H042661 - - 242,461,488 $229,288,798 $229,288,798 4.20 $229,288,798
FNMA 30yr Pool#CB9430 5.500% 01-Nov-2054, 5.50%, 11/01/54 FN 3140QVPQ1 - - 190,893,388 $191,607,691 $191,607,691 3.51 $190,024,480
UMBS TBA 30yr 5.5% July Delivery, 5.50%, 07/14/25 FNCL 01F052672 - - 185,650,000 $183,920,113 $183,920,113 3.37 $183,920,113
Fannie Mae REMIC Trust 2025-12 FC 5.42197% 25-MAR-2055, 5.42%, 03/25/55 FNR 2025-12 3136BVFC7 - - 161,582,049 $160,811,789 $160,811,789 2.94 $160,398,078
GNMA II TBA 30yr 3% June Delivery, 3.00%, 06/23/25 G2SF 21H030666 - - 175,024,962 $153,224,903 $153,224,903 2.80 $153,224,903
UMBS TBA 30yr 6.5% July Delivery, 6.50%, 07/14/25 FNCL 01F062671 - - 132,991,000 $136,617,665 $136,617,665 2.49 $136,617,665
FHLMC 30yr Pool#RJ2853 5.000% 01-Dec-2054, 5.00%, 12/01/54 FR 3142GTE36 - - 137,911,604 $136,591,038 $136,591,038 2.49 $134,882,009
GNMA II TBA 30yr 3.5% June Delivery, 3.50%, 06/23/25 G2SF 21H032662 - - 138,246,377 $123,670,923 $123,670,923 2.26 $123,670,923
FNMA 30yr Pool#FS1133 4.000% 01-Oct-2051, 4.00%, 10/01/51 FN 3140XGHK8 - - 120,000,625 $113,672,752 $113,672,752 2.08 $111,776,533
FHLMC 30yr Pool#SL0335 5.500% 01-Feb-2055, 5.50%, 02/01/55 FR 31427MLR0 - - 110,057,608 $111,281,934 $111,281,934 2.03 $109,536,582
FNMA 30yr Pool#FM7460 4.000% 01-Mar-2051, 4.00%, 03/01/51 FN 3140XBJE1 - - 112,127,382 $105,969,700 $105,969,700 1.93 $104,442,873
GNMA II TBA 30yr 4% June Delivery, 4.00%, 06/23/25 G2SF 21H040665 - - 107,413,688 $98,588,579 $98,588,579 1.80 $98,588,579
Freddie Mac Multiclass Certificates, Series 5544 FC 5.35068% 25-JUN-2055, 5.35%, 06/25/55 FHR 5544 3137HLNP3 - - 93,969,529 $93,925,014 $93,925,014 1.71 $93,687,581
FNMA 30yr Pool#FS9022 5.500% 01-Aug-2054, 5.50%, 08/01/54 FN 3140XRAY1 - - 81,537,017 $83,605,496 $83,605,496 1.53 $81,176,131
FNMA 30yr Pool#FS8993 6.000% 01-Jul-2054, 6.00%, 07/01/54 FN 3140XQ7F8 - - 79,216,663 $82,863,914 $82,863,914 1.51 $80,558,069
Freddie Mac Pool|5.5|06/01/2055, 5.50%, 06/01/55 FR 3142GUZ55 - - 78,158,014 $78,624,928 $78,624,928 1.44 $78,481,639
FNMA 30yr Pool#FA0574 5.500% 01-Jan-2055, 5.50%, 01/01/55 FN 3140W0T88 - - 73,881,154 $75,268,191 $75,268,191 1.37 $74,236,610
UMBS TBA 30yr 6% July Delivery, 6.00%, 07/14/25 FNCL 01F060675 - - 66,653,000 $67,300,201 $67,300,201 1.23 $67,300,201
FNMA 30yr Pool#FA0573 5.000% 01-Jan-2055, 5.00%, 01/01/55 FN 3140W0T70 - - 64,767,990 $64,183,164 $64,183,164 1.17 $63,553,192
FHLMC 30yr Pool#SL1188 5.500% 01-Apr-2055, 5.50%, 04/01/55 FR 31427NKA6 - - 60,280,441 $60,576,477 $60,576,477 1.11 $60,465,963
FHLMC 30yr Pool#QX7566 5.500% 01-Mar-2055, 5.50%, 03/01/55 FR 31426DMQ2 - - 56,692,527 $56,984,477 $56,984,477 1.04 $56,416,758
Fannie Mae REMIC Trust 2025-9 FA 5.52197% 25-MAR-2055, 5.52%, 03/25/55 FNR 2025-9 3136BVDC9 - - 52,568,035 $52,604,700 $52,604,700 0.96 $52,467,624
UMBS TBA 30yr 3.5% July Delivery, 3.50%, 07/14/25 FNCL 01F032674 - - 58,500,000 $52,009,191 $52,009,191 0.95 $52,009,191
FNMA 30yr Pool#CB9613 5.500% 01-Dec-2054, 5.50%, 12/01/54 FN 3140QVVF8 - - 49,203,650 $49,368,521 $49,368,521 0.90 $48,979,684
FHLMC 30yr Pool#SL1146 5.000% 01-Mar-2055, 5.00%, 03/01/55 FR 31427NHY8 - - 49,842,345 $48,831,695 $48,831,695 0.89 $48,464,124
FHLMC 30yr Pool#SD7343 5.500% 01-Jan-2055, 5.50%, 01/01/55 FR 3132DVEQ4 - - 47,362,659 $47,880,958 $47,880,958 0.87 $47,515,518
FNMA 30yr Pool#FS9779 5.500% 01-Nov-2054, 5.50%, 11/01/54 FN 3140XR2M6 - - 45,368,564 $46,322,083 $46,322,083 0.85 $45,513,019
FHLMC 30yr Pool#SL0046 6.000% 01-Jan-2055, 6.00%, 01/01/55 FR 31427MBQ3 - - 44,279,570 $45,805,546 $45,805,546 0.84 $45,030,607
FNMA 30yr Pool#FA1557 6.000% 01-May-2055, 6.00%, 05/01/55 FN 3140W1WT6 - - 40,771,645 $42,644,944 $42,644,944 0.78 $41,314,567
FHLMC 30yr Pool#ZT2413 4.000% 01-Feb-2041, 4.00%, 02/01/41 FR 3132AEVE3 - - 43,363,244 $42,549,237 $42,549,237 0.78 $41,705,405
New Residential Mortgage LLC 6.545% 25-MAR-2032, 6.54%, 03/25/32 NZES 2025-FHT 64832EAA7 - - 42,278,616 $42,496,693 $42,496,693 0.78 $42,366,023
FNMA 40yr Pool#BF0646 2.500% 01-Jun-2062, 2.50%, 06/01/62 FN 3140FXWG3 - - 50,931,183 $41,824,063 $41,824,063 0.76 $41,169,067
FNMA 30yr Pool#FS8881 4.500% 01-Sep-2053, 4.50%, 09/01/53 FN 3140XQ2P1 - - 42,536,095 $41,328,056 $41,328,056 0.75 $40,799,049
FHLMC 30yr Pool#SL0938 4.000% 01-Jul-2050, 4.00%, 07/01/50 FR 31427NBG3 - - 40,607,163 $39,246,646 $39,246,646 0.72 $38,655,048
FHLMC 30yr Pool#SI2101 4.000% 01-Sep-2048, 4.00%, 09/01/48 FR 3133USKN0 - - 40,905,340 $38,730,088 $38,730,088 0.71 $38,213,711
FNMA 30yr Pool#CB8694 6.000% 01-Jun-2054, 6.00%, 06/01/54 FN 3140QUUU8 - - 36,360,315 $38,303,968 $38,303,968 0.70 $37,403,663
FHLMC 30yr Pool#RJ2302 6.000% 01-Sep-2054, 6.00%, 09/01/54 FR 3142GSRY6 - - 36,721,902 $38,271,285 $38,271,285 0.70 $37,547,110
FNMA 30yr Pool#FA0576 5.500% 01-Jan-2055, 5.50%, 01/01/55 FN 3140W0UA1 - - 37,422,521 $38,154,404 $38,154,404 0.70 $37,550,117
FHLMC 30yr Pool#RJ1341 6.000% 01-Apr-2054, 6.00%, 04/01/54 FR 3142GRP38 - - 36,411,749 $37,940,844 $37,940,844 0.69 $37,229,988
UMBS TBA 30yr 5% July Delivery, 5.00%, 07/14/25 FNCL 01F050676 - - 38,600,000 $37,424,784 $37,424,784 0.68 $37,424,784
FNMA 30yr Pool#CB8543 6.000% 01-May-2054, 6.00%, 05/01/54 FN 3140QUP59 - - 36,279,308 $37,401,656 $37,401,656 0.68 $37,094,571
FNMA 40yr Pool#BF0598 2.500% 01-Mar-2062, 2.50%, 03/01/62 FN 3140FXUY6 - - 45,389,175 $36,750,432 $36,750,432 0.67 $36,689,311
JP Morgan Mortgage Trust|5.5|11/25/2055, 5.50%, 11/25/55 JPMMT 2025-5MPR 46593VAD9 - - 36,521,000 $36,500,745 $36,500,745 0.67 $36,271,982
FNMA 30yr Pool#FS9794 5.000% 01-Nov-2054, 5.00%, 11/01/54 FN 3140XR3C7 - - 36,676,099 $36,347,407 $36,347,407 0.66 $35,988,197
FNMA 30yr Pool#FA0034 5.000% 01-Nov-2054, 5.00%, 11/01/54 FN 3140W0BC8 - - 36,212,133 $35,726,576 $35,726,576 0.65 $35,416,638
FHLMC 30yr Pool#SL0286 5.000% 01-Jan-2055, 5.00%, 01/01/55 FR 31427MJ85 - - 36,451,379 $35,677,706 $35,677,706 0.65 $35,622,016
FHLMC 30yr Pool#SL0208 5.000% 01-Dec-2054, 5.00%, 12/01/54 FR 31427MGS4 - - 34,540,594 $34,564,050 $34,564,050 0.63 $33,892,745
FNMA 30yr Pool#FA0603 4.500% 01-Sep-2051, 4.50%, 09/01/51 FN 3140W0U52 - - 34,084,276 $33,203,121 $33,203,121 0.61 $32,814,054
FNMA 30yr Pool#FA0635 5.000% 01-Jan-2055, 5.00%, 01/01/55 FN 3140W0V51 - - 33,844,395 $33,191,228 $33,191,228 0.61 $32,908,543
FNMA 30yr Pool#FS9788 5.500% 01-Nov-2054, 5.50%, 11/01/54 FN 3140XR2W4 - - 31,686,437 $32,892,289 $32,892,289 0.60 $31,612,408
FNMA 40yr Pool#BF0698 3.500% 01-Dec-2062, 3.50%, 12/01/62 FN 3140FXX49 - - 36,492,264 $32,514,830 $32,514,830 0.59 $32,167,683
FNMA 30yr Pool#CB5580 4.500% 01-Oct-2052, 4.50%, 10/01/52 FN 3140QRFW8 - - 32,686,905 $31,218,718 $31,218,718 0.57 $30,990,416
FNMA 30yr Pool#BW7371 5.500% 01-Feb-2053, 5.50%, 02/01/53 FN 3140N0FM2 - - 30,419,468 $30,869,900 $30,869,900 0.56 $30,636,578
FHLMC 30yr Pool#SD6982 5.000% 01-Nov-2054, 5.00%, 11/01/54 FR 3132DUXK8 - - 30,559,698 $30,499,116 $30,499,116 0.56 $30,007,477
FNMA 30yr Pool#FS8335 4.500% 01-Jan-2051, 4.50%, 01/01/51 FN 3140XQHM2 - - 31,183,446 $30,486,689 $30,486,689 0.56 $30,021,329
NRM MSR-Collateralized Notes, Series 2024-FNT1 A 7.398% 25-NOV-2029, 7.40%, 11/25/31 NZES 2024-FNT1 62956YAA7 - - 30,139,260 $30,420,718 $30,420,718 0.56 $30,315,427
FNMA 30yr Pool#FS3883 4.500% 01-Feb-2053, 4.50%, 02/01/53 FN 3140XKJ50 - - 31,136,895 $30,236,487 $30,236,487 0.55 $29,630,903
FNMA 30yr Pool#CB6394 4.500% 01-Feb-2053, 4.50%, 02/01/53 FN 3140QSC82 - - 31,093,841 $29,663,329 $29,663,329 0.54 $29,450,440
FNMA 30yr Pool#FS3520 4.500% 01-Nov-2052, 4.50%, 11/01/52 FN 3140XJ4E0 - - 30,094,150 $28,837,808 $28,837,808 0.53 $28,534,550
FNMA 30yr Pool#FS8681 4.500% 01-Oct-2050, 4.50%, 10/01/50 FN 3140XQUF2 - - 29,145,245 $28,658,509 $28,658,509 0.52 $28,059,086
FHLMC 30yr Pool#SL0367 4.500% 01-Dec-2054, 4.50%, 12/01/54 FR 31427MMR9 - - 29,254,712 $27,919,605 $27,919,605 0.51 $27,721,668
FHLMC 30yr Pool#SD7138 5.000% 01-Nov-2054, 5.00%, 11/01/54 FR 3132DU4X2 - - 27,714,318 $27,331,318 $27,331,318 0.50 $27,105,500
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-HQA3 M2 6.42197% 25-SEP-2041, 6.42%, 09/25/41 STACR 2021-HQA3 35564KJP5 - - 26,457,865 $26,748,351 $26,748,351 0.49 $26,672,835
FHLMC 30yr Pool#SD3271 5.500% 01-Jun-2053, 5.50%, 06/01/53 FR 3132DQT48 - - 26,364,337 $26,675,040 $26,675,040 0.49 $26,465,925
RCKT Mortgage Trust 2025-CES5 A1A 5.687% 25-MAY-2055, 5.69%, 05/25/55 RCKT 2025-CES5 74942CAA7 - - 25,484,000 $25,784,747 $25,784,747 0.47 $25,619,691
FNMA 30yr Pool#FS6257 4.000% 01-Jun-2053, 4.00%, 06/01/53 FN 3140XM5T9 - - 26,759,912 $25,060,274 $25,060,274 0.46 $24,684,069
FNMA 30yr Pool#FS9239 4.500% 01-Jan-2051, 4.50%, 01/01/51 FN 3140XRHR9 - - 25,406,857 $24,826,690 $24,826,690 0.45 $24,460,017
FNMA 30yr Pool#CB9642 5.000% 01-Dec-2054, 5.00%, 12/01/54 FN 3140QVWC4 - - 23,726,541 $23,532,612 $23,532,612 0.43 $23,247,314
FHLMC 30yr Pool#SD6989 5.500% 01-Nov-2054, 5.50%, 11/01/54 FR 3132DUXS1 - - 22,899,025 $23,360,628 $23,360,628 0.43 $22,845,526
FNMA 30yr Pool#FM7840 4.000% 01-Apr-2050, 4.00%, 04/01/50 FN 3140XBWA4 - - 24,442,771 $23,120,595 $23,120,595 0.42 $22,767,617
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2025-HQA1 M2 5.97197% 25-FEB-2045, 5.97%, 02/25/45 STACR 2025-HQA1 35564NHA4 - - 23,060,148 $23,071,145 $23,071,145 0.42 $23,009,939
PRET 2025-RPL3 Trust|4.15|04/25/2065, 4.15%, 04/25/65 PRET 2025-RPL3 69382RAA1 - - 23,800,000 $22,736,641 $22,736,641 0.42 $22,695,487
FNMA 30yr Pool#FS7225 4.000% 01-Aug-2051, 4.00%, 08/01/51 FN 3140XPA33 - - 23,771,441 $22,617,755 $22,617,755 0.41 $22,207,247
FNMA 30yr Pool#FS4781 4.000% 01-Oct-2051, 4.00%, 10/01/51 FN 3140XLJ33 - - 23,837,853 $22,531,024 $22,531,024 0.41 $22,204,156
FNMA 40yr Pool#BF0807 3.500% 01-Apr-2064, 3.50%, 04/01/64 FN 3140FX3R1 - - 24,206,205 $21,866,006 $21,866,006 0.40 $21,319,152
FNMA 40yr Pool#BF0713 4.000% 01-Mar-2063, 4.00%, 03/01/63 FN 3140FXYK2 - - 22,923,239 $21,601,992 $21,601,992 0.39 $20,938,444
GNMA II TBA 30yr 2.5% June Delivery, 2.50%, 06/23/25 G2SF 21H022663 - - 25,296,414 $21,282,607 $21,282,607 0.39 $21,282,607
FNMA 40yr Pool#BF0226 3.500% 01-Jan-2058, 3.50%, 01/01/58 FN 3140FXHC9 - - 23,129,289 $21,191,972 $21,191,972 0.39 $20,805,010
FNMA 30yr Pool#CB7112 5.500% 01-Sep-2053, 5.50%, 09/01/53 FN 3140QS3W9 - - 20,785,674 $21,184,065 $21,184,065 0.39 $20,852,056
FNMA 30yr Pool#FS6382 4.000% 01-Aug-2051, 4.00%, 08/01/51 FN 3140XNCU6 - - 22,107,031 $20,923,098 $20,923,098 0.38 $20,652,357
Finance of America Structured Securities Trust, 2025-S1 A1 3.5% 25-FEB-2075, 3.50%, 02/25/75 FASST 2025-S1 31741BAB0 - - 21,868,431 $20,859,099 $20,859,099 0.38 $20,822,956
FNMA 30yr Pool#FS9880 4.500% 01-Sep-2054, 4.50%, 09/01/54 FN 3140XR6S9 - - 21,709,749 $20,745,497 $20,745,497 0.38 $20,572,086
FHLMC 30yr Pool#QJ9063 5.000% 01-Nov-2054, 5.00%, 11/01/54 FR 3133D1B81 - - 20,854,558 $20,462,682 $20,462,682 0.37 $20,304,691
FHLMC 30yr Pool#SL0850 4.000% 01-Jul-2049, 4.00%, 07/01/49 FR 31427M5L1 - - 20,911,259 $20,340,634 $20,340,634 0.37 $20,077,076
Finance Of America Structured Securities Trust Series 2024-S3|3.5|04/25/2074, 3.50%, 04/25/74 FASST 2024-S3 31739WAB8 - - 21,058,221 $20,176,835 $20,176,835 0.37 $20,142,030
FNMA 30yr Pool#FS9116 6.000% 01-Sep-2054, 6.00%, 09/01/54 FN 3140XRDW2 - - 19,269,682 $20,021,278 $20,021,278 0.37 $19,596,520
FNMA 30yr Pool#FS5028 4.000% 01-Oct-2051, 4.00%, 10/01/51 FN 3140XLSS8 - - 21,016,690 $19,790,072 $19,790,072 0.36 $19,576,338
FNMA 30yr Pool#FS8709 4.500% 01-Jan-2051, 4.50%, 01/01/51 FN 3140XQVB0 - - 19,502,988 $19,287,370 $19,287,370 0.35 $18,776,168
Huntington Bank Auto Credit-Linked Notes, Series 2024-2 B1 5.442% 20-OCT-2032, 5.44%, 10/20/32 HACLN 2024-2 44644NAG4 - - 19,062,297 $19,230,097 $19,230,097 0.35 $19,166,703
FNMA 30yr Pool#FS9476 4.000% 01-Jun-2053, 4.00%, 06/01/53 FN 3140XRQ65 - - 20,015,506 $18,898,874 $18,898,874 0.34 $18,456,673
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA2 M2 8.07197% 25-FEB-2042, 8.07%, 02/25/42 STACR 2022-DNA2 35564KRN1 - - 18,101,929 $18,867,614 $18,867,614 0.34 $18,802,673
FNMA 30yr Pool#BT8185 4.500% 01-Jun-2052, 4.50%, 06/01/52 FN 3140LXCX1 - - 19,412,369 $18,540,796 $18,540,796 0.34 $18,410,834
FNMA 30yr Pool#DA1525 6.000% 01-Oct-2053, 6.00%, 10/01/53 FN 3140A1VT1 - - 18,013,870 $18,457,085 $18,457,085 0.34 $18,314,484
FHLMC 30yr Pool#SD5963 6.000% 01-Jul-2054, 6.00%, 07/01/54 FR 3132DTTU4 - - 17,552,368 $18,364,952 $18,364,952 0.34 $17,850,078
FNMA 30yr Pool#FA1549 5.500% 01-May-2055, 5.50%, 05/01/55 FN 3140W1WK5 - - 18,097,091 $18,343,216 $18,343,216 0.33 $18,164,204
Structured Agency Credit Risk (STACR) Debt Notes, Series 2024-HQA2 M2 6.12197% 25-AUG-2044, 6.12%, 08/25/44 STACR 2024-HQA2 35564NEC3 - - 18,000,000 $18,086,598 $18,086,598 0.33 $18,037,622
FNMA 30yr Pool#CB4128 4.500% 01-Jul-2052, 4.50%, 07/01/52 FN 3140QPSS7 - - 18,738,160 $18,034,693 $18,034,693 0.33 $17,846,288
FHLMC 30yr Pool#SL0490 4.500% 01-Jul-2053, 4.50%, 07/01/53 FR 31427MRL7 - - 18,753,656 $18,002,030 $18,002,030 0.33 $17,787,831
FNMA 30yr Pool#CB8221 5.500% 01-Mar-2054, 5.50%, 03/01/54 FN 3140QUD37 - - 17,526,460 $17,636,535 $17,636,535 0.32 $17,463,114
FNMA 30yr Pool#FM4738 4.000% 01-Sep-2050, 4.00%, 09/01/50 FN 3140X8HQ3 - - 18,575,834 $17,628,100 $17,628,100 0.32 $17,241,540
FHLMC 30yr Pool#QH3192 6.000% 01-Oct-2053, 6.00%, 10/01/53 FR 3133CFRM3 - - 16,942,194 $17,518,117 $17,518,117 0.32 $17,371,699
Homeward Opportunities Fund Trust 2024-RTL1 A1 7.12% 25-JUL-2029, 7.12%, 07/25/29 HOF 43789FAA1 - - 17,261,000 $17,423,344 $17,423,344 0.32 $17,365,308
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2025-HQA1 M1 5.47197% 25-FEB-2045, 5.47%, 02/25/45 STACR 2025-HQA1 35564NGZ0 - - 16,803,892 $16,849,366 $16,849,366 0.31 $16,808,499
FNMA 40yr Pool#BF0806 3.500% 01-Apr-2064, 3.50%, 04/01/64 FN 3140FX3Q3 - - 18,656,287 $16,735,715 $16,735,715 0.31 $16,471,576
FNMA 40yr Pool#BF0801 2.500% 01-Apr-2064, 2.50%, 04/01/64 FN 3140FX3K6 - - 20,189,952 $16,694,795 $16,694,795 0.30 $16,304,839
FHLMC 30yr Pool#SD6558 6.000% 01-Sep-2054, 6.00%, 09/01/54 FR 3132DUJB4 - - 14,844,271 $15,583,452 $15,583,452 0.28 $15,096,048
FNMA 30yr Pool#FA0122 4.500% 01-Dec-2054, 4.50%, 12/01/54 FN 3140W0D44 - - 16,321,681 $15,573,796 $15,573,796 0.28 $15,466,370
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 $15,524,383 $15,524,383 0.28 $15,395,465
Vontive Mortgage Trust 2025-RTL1 A1 6.507% 25-MAR-2030, 6.51%, 03/25/30 VNTV 2025-RTL1 928884AA3 - - 15,444,000 $15,513,854 $15,513,854 0.28 $15,466,398
PRET 2025-RPL1 Trust A1 4.0% 25-JUL-2069, 4.00%, 07/25/69 PRET 2025-RPL1 69392FAA5 - - 15,972,951 $15,383,542 $15,383,542 0.28 $15,310,776
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2024-DNA3 M2 5.77197% 25-OCT-2044, 5.77%, 10/25/44 STACR 2024-DNA3 35564NFA6 - - 15,324,000 $15,368,100 $15,368,100 0.28 $15,328,789
FNMA 30yr Pool#FS8717 6.000% 01-Jul-2054, 6.00%, 07/01/54 FN 3140XQVK0 - - 14,766,602 $15,236,082 $15,236,082 0.28 $15,017,062
Connecticut Avenue Securities, Series 2021-R03 1M2 5.97197% 25-DEC-2041, 5.97%, 12/25/41 CAS 2021-R03 20754AAB9 - - 14,835,000 $14,955,936 $14,955,936 0.27 $14,916,560
FNMA 30yr Pool#FS9909 5.000% 01-Nov-2054, 5.00%, 11/01/54 FN 3140XSAK9 - - 14,982,328 $14,865,761 $14,865,761 0.27 $14,701,317
Galaxy Senior Participation Interest Trust 1|6.9263834|07/31/2026, 6.93%, 07/31/26 GLXYT 2025-1 362922AA4 - - 14,638,258 $14,823,538 $14,823,538 0.27 $14,716,515
Chase Mortgage Reference Notes, Series 2020-CL1 M1 6.68648% 25-OCT-2057, 6.69%, 10/25/57 CHASE 2020-CL1 46591HAG5 - - 14,241,841 $14,693,938 $14,693,938 0.27 $14,651,597
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-DNA7 M2 6.12197% 25-NOV-2041, 6.12%, 11/25/41 STACR 2021-DNA7 35564KMH9 - - 14,550,000 $14,680,526 $14,680,526 0.27 $14,640,938
FNMA 30yr Pool#BX0984 4.500% 01-Oct-2052, 4.50%, 10/01/52 FN 3140N5CW2 - - 15,211,842 $14,525,953 $14,525,953 0.27 $14,423,503
FINANCE OF AMER STR TR 2024-S2 A1, 3.50%, 04/25/74 FASST 2024-S2 31739VAA2 - - 14,804,485 $14,276,266 $14,276,266 0.26 $14,251,798
FNMA 30yr Pool#FA0470 6.000% 01-Jan-2055, 6.00%, 01/01/55 FN 3140W0QY4 - - 13,558,253 $14,267,171 $14,267,171 0.26 $13,788,218
FHLMC 30yr Pool#SD1143 4.500% 01-Sep-2050, 4.50%, 09/01/50 FR 3132DNHU0 - - 14,438,301 $14,106,800 $14,106,800 0.26 $13,900,227
BMP Commercial Mortgage Trust 2024-MF23 A 5.70065% 15-JUN-2041, 5.70%, 06/15/41 BMP 2024-MF23 05593JAA8 - - 14,000,000 $14,069,414 $14,069,414 0.26 $14,007,340
RCKT Mortgage Trust 2024-CES7 A1A 5.158% 25-OCT-2044, 5.16%, 10/25/44 RCKT 2024-CES7 749414AA6 - - 13,823,339 $13,815,855 $13,815,855 0.25 $13,734,651
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2023-HQA3 M1 6.17197% 25-NOV-2043, 6.17%, 11/25/43 STACR 2023-HQA3 35564K3G2 - - 13,290,217 $13,424,460 $13,424,460 0.25 $13,388,003
FNMA 30yr Pool#FM5350 4.500% 01-Sep-2050, 4.50%, 09/01/50 FN 3140X85L7 - - 13,850,404 $13,381,512 $13,381,512 0.24 $13,284,795
Connecticut Avenue Securities Trust 2024-R03 2M2 6.27197% 25-MAR-2044, 6.27%, 03/25/44 CAS 2024-R03 207941AB1 - - 13,082,000 $13,273,036 $13,273,036 0.24 $13,236,577
FHLMC 30yr Pool#SD5994 4.500% 01-Sep-2050, 4.50%, 09/01/50 FR 3132DTUT5 - - 13,536,925 $13,220,336 $13,220,336 0.24 $13,032,443
Huntington Bank Auto Credit-Linked Notes, Series 2024-1 B1 6.153% 20-MAY-2032, 6.15%, 05/20/32 HACLN 2024-1 44644NAA7 - - 12,904,049 $13,114,803 $13,114,803 0.24 $13,066,281
FNMA 40yr Pool#BF0731 2.500% 01-Jun-2063, 2.50%, 06/01/63 FN 3140FXY55 - - 15,785,633 $13,033,768 $13,033,768 0.24 $12,759,959
FNMA 30yr Pool#FS6236 6.500% 01-Nov-2053, 6.50%, 11/01/53 FN 3140XM4W3 - - 11,979,514 $12,791,959 $12,791,959 0.23 $12,405,715
PRET 2025-NPL4 A1 6.3677% 25-MAY-2055, 6.37%, 04/25/55 PRET 2025-NPL4 74136UAA3 - - 12,699,588 $12,765,779 $12,765,779 0.23 $12,732,084
FIGRE Trust 2025-HE3|5.56|05/25/2055, 5.56%, 05/25/55 FIGRE 2025-HE3 31684LAA9 - - 12,600,000 $12,629,140 $12,629,140 0.23 $12,599,950
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 $12,622,884 $12,622,884 0.23 $12,516,580
Homeward Opportunities Fund Trust 2025-RRTL1 A1 5.476% 25-MAR-2040, 5.48%, 03/25/40 HOF 2025-RRTL1 437919AA1 - - 12,500,000 $12,510,269 $12,510,269 0.23 $12,477,945
FHLMC 30yr Pool#SD5224 6.000% 01-Mar-2054, 6.00%, 03/01/54 FR 3132DSYV8 - - 11,834,176 $12,456,512 $12,456,512 0.23 $12,034,569
FNMA 30yr Pool#FS7117 6.500% 01-Feb-2054, 6.50%, 02/01/54 FN 3140XN4B7 - - 11,476,271 $12,406,338 $12,406,338 0.23 $11,884,567
FNMA 30yr Pool#FS7541 4.000% 01-Jun-2052, 4.00%, 06/01/52 FN 3140XPLX5 - - 13,064,773 $12,296,173 $12,296,173 0.22 $12,169,395
FHLMC 30yr Pool#SL0509 4.500% 01-Jan-2055, 4.50%, 01/01/55 FR 31427MR78 - - 12,816,357 $12,242,112 $12,242,112 0.22 $12,144,737
FHLMC 30yr Pool#QG6755 5.500% 01-Jun-2053, 5.50%, 06/01/53 FR 3133C7QG5 - - 11,920,937 $12,073,521 $12,073,521 0.22 $11,973,194
FNMA 40yr Pool#BF0783 3.500% 01-Dec-2063, 3.50%, 12/01/63 FN 3140FX2R2 - - 13,125,865 $11,920,551 $11,920,551 0.22 $11,568,477
FNMA 30yr Pool#BY4134 5.500% 01-Jul-2053, 5.50%, 07/01/53 FN 3140NLSY6 - - 11,736,170 $11,781,485 $11,781,485 0.22 $11,691,932
FHLMC 30yr Pool#QH3306 6.000% 01-Oct-2053, 6.00%, 10/01/53 FR 3133CFU72 - - 11,278,268 $11,588,662 $11,588,662 0.21 $11,499,029
FNMA 30yr Pool#FS5818 4.500% 01-Oct-2050, 4.50%, 10/01/50 FN 3140XMPC4 - - 11,831,835 $11,447,573 $11,447,573 0.21 $11,348,659
FNMA 30yr Pool#FS5362 4.500% 01-Dec-2050, 4.50%, 12/01/50 FN 3140XL5Y0 - - 11,695,484 $11,407,767 $11,407,767 0.21 $11,217,875
FNMA 30yr Pool#FS7613 4.500% 01-May-2052, 4.50%, 05/01/52 FN 3140XPN70 - - 11,379,415 $11,230,950 $11,230,950 0.21 $10,955,338
Saluda Grade Alternative Mortgage Trust 2023-RTL3 A1 7.0% 25-APR-2029, 7.00%, 04/25/29 GRADE 2023-RTL3 79583YAA2 - - 10,942,514 $10,937,280 $10,937,280 0.20 $10,850,043
FNMA 30yr Pool#BX0421 5.500% 01-Nov-2052, 5.50%, 11/01/52 FN 3140N4PF8 - - 10,689,713 $10,876,654 $10,876,654 0.20 $10,696,947
FHLMC 30yr Pool#SL0869 4.500% 01-May-2053, 4.50%, 05/01/53 FR 31427M6F3 - - 11,255,679 $10,831,027 $10,831,027 0.20 $10,696,253
RCKT Mortgage Trust 2024-CES5 A1B 6.047% 25-JUL-2044, 6.05%, 08/25/44 RCKT 74938KAB3 - - 10,519,155 $10,654,486 $10,654,486 0.19 $10,582,042
FHLMC 30yr Pool#RA7104 4.500% 01-Feb-2051, 4.50%, 02/01/51 FR 3133KN3M3 - - 10,984,764 $10,606,074 $10,606,074 0.19 $10,529,946
FNMA 30yr Pool#BW2174 4.500% 01-Jun-2052, 4.50%, 06/01/52 FN 3140MTMY6 - - 11,057,958 $10,562,524 $10,562,524 0.19 $10,487,449
FNMA 30yr Pool#FS6662 4.000% 01-Oct-2051, 4.00%, 10/01/51 FN 3140XNML5 - - 11,049,655 $10,455,080 $10,455,080 0.19 $10,292,381
RCKT Mortgage Trust 2024-CES9 A1B 5.683% 25-DEC-2044, 5.68%, 12/25/44 RCKT 2024-CES9 749426AB8 - - 10,374,329 $10,451,510 $10,451,510 0.19 $10,384,364
FHLMC 30yr Pool#QH1500 6.000% 01-Sep-2053, 6.00%, 09/01/53 FR 3133CDUZ5 - - 10,057,775 $10,311,244 $10,311,244 0.19 $10,225,619
A&D Mortgage Trust 2025-NQM2 A1 5.79% 25-JUN-2070, 5.79%, 06/25/70 ADMT 2025-NQM2 00250EAC0 - - 10,170,000 $10,251,588 $10,251,588 0.19 $10,184,525
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-HQA4 M2 6.67197% 25-DEC-2041, 6.67%, 12/25/41 STACR 2021-HQA4 35564KNS4 - - 10,089,878 $10,249,562 $10,249,562 0.19 $10,219,643
Connecticut Avenue Securities Trust 2024-R05 2M2 6.02197% 25-JUL-2044, 6.02%, 07/25/44 CAS 2024-R05 20754XAC7 - - 10,060,000 $10,124,861 $10,124,861 0.18 $10,097,936
LHOME Mortgage Trust 2024-RTL3 A1 6.9% 25-MAY-2029, 6.90%, 05/25/29 LHOME 2024-RTL3 50205GAA0 - - 9,960,000 $10,093,339 $10,093,339 0.18 $10,060,886
Structured Agency Credit Risk (STACR) Debt Notes, Series 2024-HQA1 M2 6.32197% 25-MAR-2044, 6.32%, 03/25/44 STACR 2024-HQA1 M2 35564NCA9 - - 9,880,000 $9,982,050 $9,982,050 0.18 $9,954,290
Alterna Funding III A 6.26% 15-MAY-2039, 6.26%, 05/16/39 TAX 2024-1A 02157JAA3 - - 9,807,978 $9,925,540 $9,925,540 0.18 $9,879,491
GNMA II TBA 30yr 6.5% June Delivery, 6.50%, 06/23/25 G2SF 21H062669 - - 9,700,000 $9,919,026 $9,919,026 0.18 $9,919,026
FNMA 30yr Pool#FS2144 3.500% 01-Jun-2052, 3.50%, 06/01/52 FN 3140XHL21 - - 10,756,192 $9,850,049 $9,850,049 0.18 $9,732,001
FHLMC 30yr Pool#QH4373 6.000% 01-Nov-2053, 6.00%, 11/01/53 FR 3133CG2E6 - - 9,470,639 $9,786,720 $9,786,720 0.18 $9,710,731
Brean Asset Backed Securities Trust 2024-RM8 A1 4.5% 25-MAY-2064, 4.50%, 05/25/64 BABS 2024-RM8 10637YAA3 - - 9,979,148 $9,728,149 $9,728,149 0.18 $9,706,943
FNMA 30yr Pool#FA0654 4.500% 01-Dec-2054, 4.50%, 12/01/54 FN 3140W0WQ4 - - 10,077,757 $9,615,257 $9,615,257 0.18 $9,549,649
Rithm Capital Corp. 8.0% 01-APR-2029, 8.00%, 04/01/29 RITM 64828TAB8 - - 9,213,000 $9,473,514 $9,473,514 0.17 $9,328,153
FNMA 30yr Pool#DA0026 6.000% 01-Sep-2053, 6.00%, 09/01/53 FN 3140A0A41 - - 9,241,441 $9,470,016 $9,470,016 0.17 $9,395,661
FHLMC 30yr Pool#RJ1754 4.500% 01-Jun-2054, 4.50%, 06/01/54 FR 3142GR5Q9 - - 9,893,974 $9,441,190 $9,441,190 0.17 $9,375,497
Structured Agency Credit Risk (STACR) Debt Notes, Series 2024-HQA1 M1 5.57197% 25-MAR-2044, 5.57%, 03/25/44 STACR 2024-HQA1 M1 35564NBX0 - - 9,379,151 $9,420,924 $9,420,924 0.17 $9,397,697
FNMA 30yr Pool#FA1287 4.500% 01-Jul-2053, 4.50%, 07/01/53 FN 3140W1ND1 - - 9,719,985 $9,340,506 $9,340,506 0.17 $9,239,906
LHOME Mortgage Trust 2024-RTL5 A2 5.751% 25-SEP-2039, 5.75%, 09/25/39 LHOME 2024-RTL5 50205WAB3 - - 9,325,000 $9,293,571 $9,293,571 0.17 $9,268,247
RCKT Mortgage Trust 2024-CES1 A1B 6.325% 25-FEB-2044, 6.33%, 02/25/44 RCKT 2024-CES1 749424AB3 - - 9,125,228 $9,242,011 $9,242,011 0.17 $9,176,278
FHLMC 30yr Pool#SD7417 5.500% 01-Jan-2055, 5.50%, 01/01/55 FR 3132DVG25 - - 9,091,231 $9,241,654 $9,241,654 0.17 $9,130,770
Fannie Mae REMIC Trust 2022-65 FB 5.12197% 25-SEP-2052, 5.12%, 09/25/52 FNR 2022-65 3136BPCQ2 - - 9,045,862 $8,834,525 $8,834,525 0.16 $8,812,646
FIGRE Trust 2025-PF1 A 5.758% 25-JUN-2055, 5.76%, 06/25/55 FIGRE 2025-PF1 316922AA1 - - 8,749,090 $8,732,246 $8,732,246 0.16 $8,716,853
ACHM Trust 2024-HE1 A 6.55% 25-MAY-2039, 6.55%, 05/25/39 ACHM 2024-HE1 00449TAA3 - - 8,593,210 $8,710,010 $8,710,010 0.16 $8,683,431
FIGRE Trust 2025-HE2 A 5.775% 25-MAR-2055, 5.78%, 03/25/55 FIGRE 2025-HE2 31684KAA1 - - 8,572,406 $8,633,781 $8,633,781 0.16 $8,577,400
FNMA 30yr Pool#FA0787 4.500% 01-Jan-2055, 4.50%, 01/01/55 FN 3140W02V6 - - 8,982,045 $8,569,315 $8,569,315 0.16 $8,511,356
PRPM 2025-RPL4 LLC|3|05/25/2055, 3.00%, 05/25/55 PRPM 2025-RPL4 74448NAA2 - - 9,125,000 $8,484,916 $8,484,916 0.15 $8,453,739
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 $8,451,653 $8,451,653 0.15 $8,378,682
FHLMC 30yr Pool#QX0520 5.500% 01-Dec-2054, 5.50%, 12/01/54 FR 31425USJ5 - - 7,884,448 $8,126,065 $8,126,065 0.15 $7,865,351
Freddie Mac STACR REMIC Trust 2025-DNA2|5.53128|05/25/2045, 5.53%, 05/25/45 STACR 2025-DNA2 35564NHZ9 - - 7,993,000 $8,033,010 $8,033,010 0.15 $8,004,764
FNMA 30yr Pool#FS7397 6.000% 01-Mar-2054, 6.00%, 03/01/54 FN 3140XPGF0 - - 7,500,922 $7,997,500 $7,997,500 0.15 $7,628,147
FHLMC 30yr Pool#SD5223 6.000% 01-Apr-2054, 6.00%, 04/01/54 FR 3132DSYU0 - - 7,550,205 $7,868,182 $7,868,182 0.14 $7,678,266
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 $7,841,169 $7,841,169 0.14 $7,806,003
FIGRE Trust 2024-HE3 A 5.937% 25-JUL-2054, 5.94%, 07/25/54 FIGRE 2024-HE3 31684GAA0 - - 7,759,192 $7,830,753 $7,830,753 0.14 $7,808,999
Mello Mortgage Capital Acceptance 2024-SD1 A1 4.0% 25-APR-2054, 4.00%, 04/25/54 MELLO 58550DAA1 - - 8,000,298 $7,802,642 $7,802,642 0.14 $7,787,530
FNMA 30yr Pool#DB4017 6.000% 01-May-2054, 6.00%, 05/01/54 FN 3140ADPB1 - - 7,545,828 $7,757,016 $7,757,016 0.14 $7,673,814
Connecticut Avenue Securities Trust 2025-R01 1M2 5.82197% 25-JAN-2045, 5.82%, 01/25/45 CAS 2025-R01 20755JAC7 - - 7,526,000 $7,546,672 $7,546,672 0.14 $7,524,769
Connecticut Avenue Securities, Series 2021-R01 1B1 7.42197% 25-OCT-2041, 7.42%, 10/25/41 CAS 2021-R01 20754RAF3 - - 7,320,000 $7,515,210 $7,515,210 0.14 $7,491,064
Huntington Bank Auto Credit-Linked Notes, Series 2025-1 B 4.957% 20-MAR-2033, 4.96%, 03/21/33 HACLN 2025-1 446438SX2 - - 7,428,016 $7,427,742 $7,427,742 0.14 $7,405,240
FNMA 30yr Pool#FS8486 4.500% 01-Dec-2052, 4.50%, 12/01/52 FN 3140XQNC7 - - 7,633,480 $7,324,267 $7,324,267 0.13 $7,237,294
Angel Oak Mortgage Trust 2025-6|5.768|04/25/2070, 5.77%, 04/25/70 AOMT 2025-6 034937AB8 - - 7,220,000 $7,277,657 $7,277,657 0.13 $7,230,228
ACHV ABS Trust 2023-4CP D 8.6% 25-NOV-2030, 8.60%, 11/25/30 ACHV 2023-4CP 00092CAD4 - - 7,056,000 $7,149,537 $7,149,537 0.13 $7,120,882
FNMA 30yr Pool#DD5556 6.000% 01-Mar-2055, 6.00%, 03/01/55 FN DD5556 MTGE 3140B6E68 - - 6,960,968 $7,138,723 $7,138,723 0.13 $7,080,071
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 - - 7,043,035 $7,135,772 $7,135,772 0.13 $7,113,193
Connecticut Avenue Securities Trust 2025-R04|5.52197|05/25/2045, 5.52%, 05/25/45 CAS 2025-R04 20755TAB7 - - 7,085,719 $7,095,913 $7,095,913 0.13 $7,094,826
Connecticut Avenue Securities Trust 2025-R01 1M1 5.42197% 25-JAN-2045, 5.42%, 01/25/45 CAS 2025-R01 20755JAB9 - - 6,967,521 $6,992,168 $6,992,168 0.13 $6,975,382
FHLMC 30yr Pool#QG3912 5.500% 01-Jun-2053, 5.50%, 06/01/53 FR 3133C4KZ6 - - 6,899,673 $6,966,175 $6,966,175 0.13 $6,914,529
Brean Asset Backed Securities Trust 2024-RM9 A1 5.0% 25-SEP-2064, 5.00%, 09/25/64 BABS 2024-RM9 10638DAA8 - - 7,056,064 $6,938,284 $6,938,284 0.13 $6,921,624
FNMA 30yr Pool#BY0337 6.500% 01-May-2053, 6.50%, 05/01/53 FN 3140NGLT5 - - 6,601,269 $6,880,486 $6,880,486 0.13 $6,823,060
LHOME Mortgage Trust 2024-RTL4 A2 6.092% 25-JUL-2039, 6.09%, 07/25/39 LHOME 2024-RTL4 50205PAB8 - - 6,870,000 $6,879,233 $6,879,233 0.13 $6,859,470
RCKT Mortgage Trust 2024-CES8 A1A 5.48955% 25-OCT-2044, 5.49%, 11/25/44 RCKT 2024-CES8 749421AA1 - - 6,714,081 $6,755,709 $6,755,709 0.12 $6,713,733
FHLMC 30yr Pool#QH7040 6.000% 01-Dec-2053, 6.00%, 12/01/53 FR 3133CKZD3 - - 6,506,050 $6,665,735 $6,665,735 0.12 $6,614,622
PRET 2025-RPL2 Trust A1 4.0% 25-FEB-2065, 4.00%, 08/25/64 PRET 2025-RPL2 69392LAA2 - - 6,900,569 $6,647,795 $6,647,795 0.12 $6,616,359
FNMA 30yr Pool#DA1456 5.500% 01-Sep-2053, 5.50%, 09/01/53 FN 3140A1TN7 - - 6,612,469 $6,638,419 $6,638,419 0.12 $6,586,973
FNMA 30yr Pool#FM4129 4.000% 01-Sep-2050, 4.00%, 09/01/50 FN 3140X7ST7 - - 6,969,625 $6,587,932 $6,587,932 0.12 $6,491,970
FHLMC 30yr Pool#SD3018 5.500% 01-May-2053, 5.50%, 05/01/53 FR 3132DQK70 - - 6,181,893 $6,528,266 $6,528,266 0.12 $6,168,688
FNMA 30yr Pool#DA1468 6.000% 01-Sep-2053, 6.00%, 09/01/53 FN 3140A1T23 - - 6,323,452 $6,498,093 $6,498,093 0.12 $6,447,227
Santander Bank Auto Credit-Linked Notes, Series 2024-A C 5.818% 15-JUN-2032, 5.82%, 06/15/32 SBCLN 2024-A 80290CCK8 - - 6,410,117 $6,478,798 $6,478,798 0.12 $6,450,828
FNMA 30yr Pool#DC7015 5.500% 01-Dec-2054, 5.50%, 12/01/54 FN 3140AUYM9 - - 6,261,856 $6,437,953 $6,437,953 0.12 $6,246,689
FHLMC 30yr Pool#SD3813 6.000% 01-Jul-2053, 6.00%, 07/01/53 FR 3132E0GW6 - - 5,996,496 $6,433,469 $6,433,469 0.12 $6,112,010
LHOME Mortgage Trust 2024-RTL1 A1 7.017% 25-JAN-2029, 7.02%, 01/25/29 LHOME 2024-RTL1 50205DAA7 - - 6,341,000 $6,401,687 $6,401,687 0.12 $6,380,676
PRPM 2025-RPL3 A1 3.25% 25-APR-2055, 3.25%, 04/25/55 PRPM 2025-RPL3 69392NAA8 - - 6,711,231 $6,384,193 $6,384,193 0.12 $6,359,352
FNMA 30yr Pool#FM7479 4.500% 01-Jan-2050, 4.50%, 01/01/50 FN 3140XBJZ4 - - 6,319,310 $6,170,986 $6,170,986 0.11 $6,083,808
Tricolor Auto Securitization Trust 2024-3 A 5.22% 15-JUN-2028, 5.22%, 06/15/28 TAST 2024-3A 89617AAA3 - - 6,115,570 $6,134,493 $6,134,493 0.11 $6,110,551
FHLMC 30yr Pool#QH2242 5.500% 01-Sep-2053, 5.50%, 09/01/53 FR 3133CEP30 - - 5,869,040 $5,898,835 $5,898,835 0.11 $5,846,411
FNMA 30yr Pool#FS1578 4.000% 01-Oct-2050, 4.00%, 10/01/50 FN 3140XGXG9 - - 6,229,973 $5,880,233 $5,880,233 0.11 $5,813,948
FNMA 30yr Pool#FS0088 4.000% 01-Mar-2050, 4.00%, 03/01/50 FN 3140XFC25 - - 6,132,089 $5,860,409 $5,860,409 0.11 $5,736,931
FHLMC 30yr Pool#QH4638 6.000% 01-Nov-2053, 6.00%, 11/01/53 FR 3133CHEK7 - - 5,623,345 $5,811,676 $5,811,676 0.11 $5,765,904
FHLMC 30yr Pool#SD2606 4.500% 01-Sep-2051, 4.50%, 09/01/51 FR 3132DP3P1 - - 5,962,144 $5,791,276 $5,791,276 0.11 $5,715,285
RCKT Mortgage Trust 2025-CES1 A1A 5.653% 25-JAN-2045, 5.65%, 01/25/45 RCKT 2025-CES1 A1 749427AA8 - - 5,674,775 $5,728,293 $5,728,293 0.10 $5,691,758
FHLMC 30yr Pool#QH4473 6.000% 01-Nov-2053, 6.00%, 11/01/53 FR 3133CG6J1 - - 5,500,206 $5,683,679 $5,683,679 0.10 $5,639,643
Santander Bank Auto Credit-Linked Notes, Series 2023-B C 5.933% 15-DEC-2033, 5.93%, 12/15/33 SBCLN 2023-B 80290CCC6 - - 5,615,886 $5,679,814 $5,679,814 0.10 $5,654,825
Ginnie Mae REMIC Trust 2023-116 LF 5.6504% 20-AUG-2053, 5.63%, 08/20/53 GNR 2023-116 38384EFT7 - - 5,631,225 $5,654,305 $5,654,305 0.10 $5,634,937
FHLMC 30yr Pool#QJ9072 6.000% 01-Nov-2054, 6.00%, 11/01/54 FR 3133D1CH0 - - 5,486,176 $5,633,895 $5,633,895 0.10 $5,579,229
BX Trust 2021-SDMF A 5.032% 15-SEP-2034, 5.03%, 09/15/34 BX 2021-SDMF 12434CAA2 - - 5,435,823 $5,438,714 $5,438,714 0.10 $5,417,438
RCKT Mortgage Trust 2023-CES1 A1A 6.515% 25-JUN-2043, 6.51%, 06/25/43 RCKT 74935WAA2 - - 5,326,418 $5,387,690 $5,387,690 0.10 $5,348,169
FNMA 30yr Pool#CA0706 4.000% 01-Nov-2047, 4.00%, 11/01/47 FN 3140Q7YC5 - - 5,608,286 $5,362,509 $5,362,509 0.10 $5,246,830
LHOME Mortgage Trust 2024-RTL2 A1 7.128% 25-MAR-2029, 7.13%, 03/25/29 LHOME 50205JAA4 - - 5,293,684 $5,360,447 $5,360,447 0.10 $5,342,628
FHLMC 30yr Pool#QI8221 6.000% 01-Jun-2054, 6.00%, 06/01/54 FR 3133WFD20 - - 4,578,795 $5,294,720 $5,294,720 0.10 $4,656,457
RCKT Mortgage Trust 2024-CES6 A1B 5.546% 25-SEP-2044, 5.55%, 09/25/44 RCKT 2024-CES6 749410AB2 - - 5,248,514 $5,274,454 $5,274,454 0.10 $5,241,303
Santander Bank Auto Credit Linked Notes Series 2024-B 18-JAN-2033, 5.14%, 01/18/33 SBCLN 2024-B 80280BAC2 - - 5,250,000 $5,268,730 $5,268,730 0.10 $5,248,487
FNMA 30yr Pool#DA5019 6.500% 01-Nov-2053, 6.50%, 11/01/53 FN 3140A5SH2 - - 4,857,295 $5,261,119 $5,261,119 0.10 $5,030,026
Connecticut Avenue Securities Trust 2024-R02 1M1 5.42197% 25-FEB-2044, 5.42%, 02/25/44 CAS 2024-R02 20754GAA8 - - 5,173,970 $5,184,224 $5,184,224 0.09 $5,171,756
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 $5,078,216 $5,078,216 0.09 $5,054,298
FNMA 30yr Pool#BX5986 5.500% 01-Mar-2053, 5.50%, 03/01/53 FN 3140NAUL5 - - 4,989,928 $5,050,978 $5,050,978 0.09 $5,013,028
FNMA 30yr Pool#DA5072 6.500% 01-Nov-2053, 6.50%, 11/01/53 FN 3140A5T65 - - 4,821,988 $5,036,874 $5,036,874 0.09 $4,993,462
FIGRE Trust 2025-HE3|5.71|05/25/2055, 5.71%, 05/25/55 FIGRE 2025-HE3 31684LAB7 - - 5,000,000 $5,011,828 $5,011,828 0.09 $4,999,932
FHLMC 30yr Pool#QX6719 6.000% 01-Feb-2055, 6.00%, 02/01/55 FR 31426CPD0 - - 4,882,621 $5,006,947 $5,006,947 0.09 $4,966,163
Gracie Point International Funding, Series 2024-1 A 6.04828% 01-MAR-2028, 6.12%, 03/01/28 GPIF 2024-1A A 38410KAA7 - - 5,000,000 $4,988,854 $4,988,854 0.09 $4,980,352
FNMA 30yr Pool#DD3307 6.000% 01-Feb-2055, 6.00%, 02/01/55 FN DD3307 MTGE 3140B3U91 - - 4,798,766 $4,919,397 $4,919,397 0.09 $4,880,873
FHLMC 30yr Pool#QF9863 5.500% 01-Mar-2053, 5.50%, 03/01/53 FR 3133BX5Y3 - - 4,840,710 $4,888,786 $4,888,786 0.09 $4,851,781
ABL 2024-RTL1 A2 7.457% 25-SEP-2029, 7.46%, 09/25/29 ABL 2024-RTL1 00092EAB4 - - 4,840,000 $4,820,080 $4,820,080 0.09 $4,803,037
FHLMC 30yr Pool#QH2259 6.000% 01-Sep-2053, 6.00%, 09/01/53 FR 3133CEQL9 - - 4,643,892 $4,759,210 $4,759,210 0.09 $4,721,389
FNMA 30yr Pool#FS3246 5.500% 01-Nov-2052, 5.50%, 11/01/52 FN 3140XJTC7 - - 4,634,338 $4,744,772 $4,744,772 0.09 $4,667,725
FIGRE Trust 2025-HE3|5.91|05/25/2055, 5.91%, 05/25/55 FIGRE 2025-HE3 31684LAC5 - - 4,700,000 $4,711,466 $4,711,466 0.09 $4,699,892
FHLMC 30yr Pool#RA1100 4.000% 01-Jul-2049, 4.00%, 07/01/49 FR 3133KGGH5 - - 4,982,179 $4,673,040 $4,673,040 0.09 $4,640,501
FHLMC 30yr Pool#QH5204 6.500% 01-Nov-2053, 6.50%, 11/01/53 FR 3133CHX91 - - 4,379,481 $4,588,495 $4,588,495 0.08 $4,551,277
FNMA 30yr Pool#BX9326 5.500% 01-Mar-2053, 5.50%, 03/01/53 FN 3140NELG8 - - 4,485,340 $4,528,884 $4,528,884 0.08 $4,495,598
RCKT Mortgage Trust 2025-CES2 A1B 5.603% 25-FEB-2055, 5.60%, 02/25/55 RCKT 2025-CES2 74942BAB7 - - 4,376,784 $4,403,964 $4,403,964 0.08 $4,376,034
FNMA 30yr Pool#BX0419 5.500% 01-Nov-2052, 5.50%, 11/01/52 FN 3140N4PD3 - - 4,316,298 $4,345,719 $4,345,719 0.08 $4,313,214
FHLMC 30yr Pool#QX5273 6.000% 01-Feb-2055, 6.00%, 02/01/55 FR 31426A2F4 - - 4,019,794 $4,342,718 $4,342,718 0.08 $4,087,974
FHLMC 30yr Pool#QF7280 5.500% 01-Jan-2053, 5.50%, 01/01/53 FR 3133BVCR4 - - 4,187,571 $4,318,893 $4,318,893 0.08 $4,219,085
FNMA 30yr Pool#CB2907 3.500% 01-Feb-2052, 3.50%, 02/01/52 FN 3140QNGR7 - - 4,710,212 $4,318,752 $4,318,752 0.08 $4,263,364
FNMA 30yr Pool#DA3549 6.500% 01-Oct-2053, 6.50%, 10/01/53 FN 3140A35K5 - - 3,893,381 $4,306,318 $4,306,318 0.08 $4,046,109
Bayview Opportunity Master Fund VII Trust 2024-CAR1 B 5.62197% 25-DEC-2031, 5.62%, 12/26/31 BVCLN 2024-CAR1 07336QAB8 - - 4,262,449 $4,286,449 $4,286,449 0.08 $4,275,798
FHLMC 30yr Pool#QH0826 5.500% 01-Sep-2053, 5.50%, 09/01/53 FR 3133CC4K9 - - 4,227,493 $4,276,991 $4,276,991 0.08 $4,245,333
FNMA 30yr Pool#BW6314 5.500% 01-Aug-2052, 5.50%, 08/01/52 FN 3140MYAQ5 - - 4,104,782 $4,239,859 $4,239,859 0.08 $4,109,204
FNMA 30yr Pool#BX9422 5.500% 01-Mar-2053, 5.50%, 03/01/53 FN 3140NEPG4 - - 4,193,151 $4,209,488 $4,209,488 0.08 $4,177,708
SREIT Commercial Mortgage Trust 2021-MFP B 5.5228% 15-NOV-2038, 5.52%, 11/15/38 SREIT 2021-MFP 78472UAC2 - - 4,194,208 $4,198,520 $4,198,520 0.08 $4,180,503
FNMA 30yr Pool#BX6124 6.500% 01-Jan-2053, 6.50%, 01/01/53 FN 3140NAYW7 - - 3,974,270 $4,167,537 $4,167,537 0.08 $4,134,059
Connecticut Avenue Securities Trust 2024-R06 1M2 5.92197% 25-SEP-2044, 5.92%, 09/25/44 CAS 2024-R06 20755RAC9 - - 4,125,699 $4,146,908 $4,146,908 0.08 $4,136,049
Fannie Mae REMIC Trust 2020-98 AI 3.5% 25-JAN-2061, 3.50%, 01/25/61 FNR 2020-98 3136BDLE6 - - 19,229,256 $4,144,631 $4,144,631 0.08 $4,067,428
EFMT 2025-CES1 A1B 5.877% 25-JAN-2060, 5.88%, 01/25/60 EFMT 2025-CES1 26846VAB0 - - 4,025,375 $4,069,827 $4,069,827 0.07 $4,042,885
FNMA 30yr Pool#FS2135 4.000% 01-Nov-2049, 4.00%, 11/01/49 FN 3140XHLR6 - - 4,227,566 $4,001,425 $4,001,425 0.07 $3,949,386
FNMA 30yr Pool#FS2713 4.500% 01-Oct-2050, 4.50%, 10/01/50 FN 3140XJAP8 - - 3,903,685 $3,813,230 $3,813,230 0.07 $3,758,206
FNMA 30yr Pool#BY0335 6.000% 01-May-2053, 6.00%, 05/01/53 FN 3140NGLR9 - - 3,701,768 $3,783,048 $3,783,048 0.07 $3,749,941
FNMA 30yr Pool#BX8700 5.500% 01-Mar-2053, 5.50%, 03/01/53 FN 3140NDU21 - - 3,316,390 $3,771,363 $3,771,363 0.07 $3,328,476
RAM 2024-1 A 5.95% 15-FEB-2039, 6.67%, 02/15/39 RAM 2024-1 751313AA5 - - 3,622,324 $3,651,701 $3,651,701 0.07 $3,633,583
FHLMC 30yr Pool#SD1416 4.500% 01-Dec-2048, 4.50%, 12/01/48 FR 3132DNSD6 - - 3,603,751 $3,640,436 $3,640,436 0.07 $3,469,449
FNMA 30yr Pool#FM7031 4.000% 01-Jan-2051, 4.00%, 01/01/51 FN 3140XAY55 - - 3,824,961 $3,615,935 $3,615,935 0.07 $3,562,822
FHLMC 30yr Pool#QH7549 6.000% 01-Dec-2053, 6.00%, 12/01/53 FR 3133CLL61 - - 3,527,604 $3,614,956 $3,614,956 0.07 $3,586,472
FHLMC 30yr Pool#QH1144 5.500% 01-Sep-2053, 5.50%, 09/01/53 FR 3133CDHV9 - - 3,531,183 $3,573,031 $3,573,031 0.07 $3,545,795
Finance Of America Structured Securities Trust Series 2024-S1|3.5|02/25/2074, 3.50%, 02/25/74 FASST 2024-S1 31740RAB6 - - 3,661,887 $3,541,787 $3,541,787 0.06 $3,535,734
FHLMC 30yr Pool#QH6041 5.500% 01-Dec-2053, 5.50%, 12/01/53 FR 3133CJWA5 - - 3,445,211 $3,476,770 $3,476,770 0.06 $3,451,016
FNMA 30yr Pool#FM1540 4.000% 01-Sep-2049, 4.00%, 09/01/49 FN 3140X4WA0 - - 3,703,713 $3,475,231 $3,475,231 0.06 $3,449,712
FHLMC 30yr Pool#QF7810 5.500% 01-Jan-2053, 5.50%, 01/01/53 FR 3133BVVB8 - - 3,390,554 $3,440,773 $3,440,773 0.06 $3,414,753
Ally Bank Auto Credit-Linked Notes, Series 2024-A C 6.022% 15-MAY-2032, 6.02%, 05/17/32 ABCLN 2024-A 02007GZ63 - - 3,369,288 $3,420,285 $3,420,285 0.06 $3,405,068
FNMA 30yr Pool#DA0036 6.500% 01-Sep-2053, 6.50%, 09/01/53 FN 3140A0BE8 - - 3,243,962 $3,389,512 $3,389,512 0.06 $3,359,320
FHLMC 30yr Pool#QG2539 6.500% 01-May-2053, 6.50%, 05/01/53 FR 3133C2ZC5 - - 2,903,924 $3,364,375 $3,364,375 0.06 $3,001,491
Reach ABS Trust 2024-2 A 5.88% 15-JUL-2031, 5.88%, 07/15/31 REACH 2024-2A 75525HAA8 - - 3,317,522 $3,342,414 $3,342,414 0.06 $3,327,784
BX Trust 2021-BXMF C 5.63427% 15-OCT-2038, 5.63%, 10/15/26 BX 2021-BXMF 05609RAJ3 - - 3,337,147 $3,333,286 $3,333,286 0.06 $3,318,661
FNMA 30yr Pool#MA4026 4.000% 01-May-2050, 4.00%, 05/01/50 FN 31418DPL0 - - 3,518,547 $3,311,772 $3,311,772 0.06 $3,271,261
FNMA 30yr Pool#MA4056 4.000% 01-Jun-2050, 4.00%, 06/01/50 FN 31418DQJ4 - - 3,413,388 $3,216,972 $3,216,972 0.06 $3,168,205
Connecticut Avenue Securities Trust 2024-R02 1M2 6.12197% 25-FEB-2044, 6.12%, 02/25/44 CAS 2024-R02 20754GAE0 - - 3,168,862 $3,202,337 $3,202,337 0.06 $3,193,715
FIGRE Trust 2024-HE4 B 5.252% 25-SEP-2054, 5.25%, 09/25/54 FIGRE 2024-HE4 31684UAB7 - - 3,220,689 $3,195,598 $3,195,598 0.06 $3,187,610
FHLMC 30yr Pool#SD1111 4.000% 01-Jun-2050, 4.00%, 06/01/50 FR 3132DNGU1 - - 3,337,021 $3,177,558 $3,177,558 0.06 $3,125,622
Connecticut Avenue Securities Trust 2024-R01 1M2 6.12197% 25-JAN-2044, 6.12%, 01/25/44 CAS 2024-R01 20753UAB6 - - 3,140,000 $3,174,034 $3,174,034 0.06 $3,165,491
FHLMC 30yr Pool#QE6404 5.500% 01-Jul-2052, 5.50%, 07/01/52 FR 3133BGDH8 - - 3,122,777 $3,153,214 $3,153,214 0.06 $3,126,975
FNMA 30yr Pool#BV5379 3.000% 01-Apr-2052, 3.00%, 04/01/52 FN 3140MJ6R1 - - 3,570,500 $3,116,756 $3,116,756 0.06 $3,097,001
Connecticut Avenue Securities, Series 2021-R01 1M2 5.87197% 25-OCT-2041, 5.87%, 10/25/41 CAS 2021-R01 20754RAB2 - - 3,051,992 $3,067,587 $3,067,587 0.06 $3,059,622
FHF Trust 2024-1 (First Help Financial) A2 5.69% 15-FEB-2030, 5.69%, 02/15/30 FHF 2024-1A 31568AAB2 - - 3,019,626 $3,049,889 $3,049,889 0.06 $3,037,003
Chase Mortgage Reference Notes, Series 2021-CL1 M1 5.52197% 25-FEB-2050, 5.52%, 02/25/50 CHASE 2021-CL1 46591HBX7 - - 3,068,283 $3,011,573 $3,011,573 0.05 $3,004,000
FNMA 30yr Pool#MA3496 4.500% 01-Oct-2048, 4.50%, 10/01/48 FN 31418C3E2 - - 3,081,843 $3,007,355 $3,007,355 0.05 $2,966,992
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 $2,998,518 $2,998,518 0.05 $2,993,071
Fannie Mae Pool|4|03/01/2050, 4.00%, 03/01/50 FN 3140X8S24 - - 3,154,909 $2,992,536 $2,992,536 0.05 $2,947,311
FHLMC 30yr Pool#SD2897 5.500% 01-May-2053, 5.50%, 05/01/53 FR 3132DQGE0 - - 2,883,651 $2,910,755 $2,910,755 0.05 $2,877,557
Santander Bank Auto Credit-Linked Notes, Series 2024-A B 5.622% 15-JUN-2032, 5.62%, 06/15/32 SBCLN 2024-A 80290CCJ1 - - 2,873,501 $2,903,741 $2,903,741 0.05 $2,891,625
FIGRE Trust 2024-HE3 C 6.229% 25-JUL-2054, 6.23%, 07/25/54 FIGRE 2024-HE3 31684GAC6 - - 2,876,707 $2,903,464 $2,903,464 0.05 $2,895,003
FNMA 30yr Pool#BV5393 3.500% 01-Apr-2052, 3.50%, 04/01/52 FN 3140MJ7F6 - - 3,168,182 $2,902,820 $2,902,820 0.05 $2,864,780
FHLMC 30yr Pool#QE8542 5.500% 01-Aug-2052, 5.50%, 08/01/52 FR 3133BJP30 - - 2,797,931 $2,822,572 $2,822,572 0.05 $2,801,319
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 $2,783,109 $2,783,109 0.05 $2,773,888
BX Trust 2021-BXMF G 7.792513% 15-OCT-2038, 7.79%, 10/15/26 BX 2021-BXMF 05609RAS3 - - 2,807,890 $2,735,517 $2,735,517 0.05 $2,718,498
Saluda Grade Alternative Mortgage Trust 2024-FIG5 B 6.603% 25-APR-2054, 6.60%, 04/25/54 GRADE 2024-FIG5 79582MAB7 - - 2,677,488 $2,686,706 $2,686,706 0.05 $2,666,571
FHLMC 30yr Pool#QI4878 6.000% 01-Apr-2054, 6.00%, 04/01/54 FR 3133WBM37 - - 2,517,252 $2,679,091 $2,679,091 0.05 $2,559,947
FNMA 30yr Pool#DA1511 5.500% 01-Oct-2053, 5.50%, 10/01/53 FN 3140A1VD6 - - 2,658,236 $2,675,374 $2,675,374 0.05 $2,647,910
FHLMC 30yr Pool#Q57869 4.000% 01-Aug-2048, 4.00%, 08/01/48 FG 3132Y1W79 - - 2,831,911 $2,668,478 $2,668,478 0.05 $2,649,110
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2024-DNA1 M2 6.27197% 25-FEB-2044, 6.27%, 02/25/44 STACR 2024-DNA1 35564NBA0 - - 2,617,368 $2,655,984 $2,655,984 0.05 $2,648,688
FNMA 30yr Pool#DA3538 6.000% 01-Oct-2053, 6.00%, 10/01/53 FN 3140A34Y6 - - 2,581,931 $2,648,492 $2,648,492 0.05 $2,625,019
FHLMC 30yr Pool#QF9276 5.500% 01-Mar-2053, 5.50%, 03/01/53 FR 3133BXJV4 - - 2,588,501 $2,619,782 $2,619,782 0.05 $2,600,696
FHLMC 30yr Pool#QF0488 5.500% 01-Sep-2052, 5.50%, 09/01/52 FR 3133BMRH0 - - 2,505,587 $2,604,282 $2,604,282 0.05 $2,508,286
Ginnie Mae REMIC Trust 2017-163 LO 0.0% 16-MAY-2041, 0.00%, 05/16/41 GNR 2017-163 38380KNA9 - - 3,469,915 $2,599,540 $2,599,540 0.05 $2,599,540
PRPM 2024-RCF2 A1 3.75% 25-MAR-2054, 3.75%, 03/25/54 PRPM 2024-RCF2 693987AA7 - - 2,594,602 $2,514,029 $2,514,029 0.05 $2,509,435
FNMA 30yr Pool#DD4221 6.000% 01-Feb-2055, 6.00%, 02/01/55 FN DD4221 MTGE 3140B4VP2 - - 2,412,771 $2,474,752 $2,474,752 0.05 $2,454,054
FHLMC 30yr Pool#SD3523 3.000% 01-Jun-2052, 3.00%, 06/01/52 FR 3132DQ4G8 - - 2,835,247 $2,460,125 $2,460,125 0.04 $2,443,920
Santander Bank Auto Credit-Linked Notes, Series 2023-B B 5.64% 15-DEC-2033, 5.64%, 12/15/33 SBCLN 2023-B 80290CCB8 - - 2,420,045 $2,446,663 $2,446,663 0.04 $2,436,426
ACHV ABS Trust 2024-1PL B 6.34% 25-APR-2031, 6.34%, 04/25/31 ACHV 2024-1PL 00092BAB0 - - 2,417,920 $2,445,052 $2,445,052 0.04 $2,437,813
FNMA 30yr Pool#BY8533 6.500% 01-Aug-2053, 6.50%, 08/01/53 FN 3140NRPT7 - - 2,324,227 $2,427,382 $2,427,382 0.04 $2,406,878
FNMA 30yr Pool#BY5913 5.500% 01-Sep-2053, 5.50%, 09/01/53 FN 3140NNSB2 - - 2,344,659 $2,370,402 $2,370,402 0.04 $2,352,968
Arivo Acceptance Auto Loan Receivables Trust 2024-1 A 6.46% 15-APR-2028, 6.46%, 04/17/28 ARIVO 2024-1A 039943AA3 - - 2,327,108 $2,351,587 $2,351,587 0.04 $2,340,312
FIGRE Trust 2024-HE1 B 6.506% 25-MAR-2054, 6.51%, 03/25/54 FIGRE 2024-HE1 31684HAB6 - - 2,271,737 $2,306,118 $2,306,118 0.04 $2,299,139
FHLMC 30yr Pool#QX7432 6.000% 01-Feb-2055, 6.00%, 02/01/55 FR 31426DHJ4 - - 2,133,736 $2,188,185 $2,188,185 0.04 $2,170,244
Chase Mortgage Reference Notes, Series 2020-CL1 M2 6.93648% 25-OCT-2057, 6.94%, 10/25/57 CHASE 2020-CL1 46591HAH3 - - 2,088,986 $2,155,067 $2,155,067 0.04 $2,148,624
Blue Bridge Funding 2023-1 A 7.37% 15-NOV-2030, 7.37%, 11/15/30 BBEF 2023-1A 09531MAA8 - - 2,114,507 $2,148,699 $2,148,699 0.04 $2,137,011
Foundation Finance Trust 2023-2 A 6.53% 15-JUN-2049, 6.53%, 06/15/49 FFIN 2023-2A 35042RAA4 - - 2,070,991 $2,144,329 $2,144,329 0.04 $2,134,186
FNMA 30yr Pool#FS3001 4.000% 01-Oct-2051, 4.00%, 10/01/51 FN 3140XJKP7 - - 2,253,396 $2,130,768 $2,130,768 0.04 $2,098,962
FHLMC 30yr Pool#QG2543 5.500% 01-May-2053, 5.50%, 05/01/53 FR 3133C2ZG6 - - 2,089,296 $2,109,685 $2,109,685 0.04 $2,093,795
FNMA 30yr Pool#FS1640 4.000% 01-Apr-2052, 4.00%, 04/01/52 FN 3140XGZE2 - - 2,238,378 $2,105,779 $2,105,779 0.04 $2,080,417
Bayview Opportunity Master Fund VII Trust 2024-CAR1 C 5.82197% 25-DEC-2031, 5.82%, 12/26/31 BVCLN 2024-CAR1 07336QAC6 - - 2,074,392 $2,089,089 $2,089,089 0.04 $2,083,050
Tricolor Auto Securitization Trust 2024-2 A 6.36% 15-DEC-2027, 6.36%, 12/15/27 TAST 2024-2A 89616PAA1 - - 2,044,590 $2,060,733 $2,060,733 0.04 $2,050,980
FNMA 30yr Pool#CA7849 4.500% 01-Oct-2050, 4.50%, 10/01/50 FN 3140QFWK1 - - 2,117,513 $2,046,250 $2,046,250 0.04 $2,031,040
FNMA 30yr Pool#BP1500 3.000% 01-May-2050, 3.00%, 05/01/50 FN 3140K8U25 - - 2,322,956 $2,044,332 $2,044,332 0.04 $2,030,511
U.S. Auto Funding 2021-1 C 2.2% 15-MAY-2026, 2.20%, 05/15/26 USAUT 2021-1A 90355EAC5 - - 2,397,201 $2,036,976 $2,036,976 0.04 $2,033,021
FHLMC 30yr Pool#QH7013 6.500% 01-Dec-2053, 6.50%, 12/01/53 FR 3133CKYJ1 - - 1,898,975 $2,033,374 $2,033,374 0.04 $1,966,505
FNMA 30yr Pool#BY0338 6.500% 01-May-2053, 6.50%, 05/01/53 FN 3140NGLU2 - - 1,923,050 $2,005,313 $2,005,313 0.04 $1,988,708
FHLMC 30yr Pool#SI2017 4.000% 01-Dec-2048, 4.00%, 12/01/48 FR 3133USG21 - - 2,086,422 $1,965,250 $1,965,250 0.04 $1,949,149
Chase Mortgage Reference Notes, Series 2021-CL1 M3 5.87197% 25-FEB-2050, 5.87%, 02/25/50 CHASE 2021-CL1 46591HBZ2 - - 2,001,032 $1,950,830 $1,950,830 0.04 $1,944,955
Ally Bank Auto Credit-Linked Notes, Series 2024-A D 6.315% 15-MAY-2032, 6.31%, 05/17/32 ABCLN 2024-A 02007GZ71 - - 1,925,308 $1,949,250 $1,949,250 0.04 $1,940,131
FHLMC 30yr Pool#QG2540 6.500% 01-May-2053, 6.50%, 05/01/53 FR 3133C2ZD3 - - 1,835,838 $1,914,596 $1,914,596 0.03 $1,898,518
FNMA 30yr Pool#BW0972 4.500% 01-Jul-2052, 4.50%, 07/01/52 FN 3140MSCJ2 - - 1,987,191 $1,904,938 $1,904,938 0.03 $1,891,553
FNMA 30yr Pool#BX8072 5.500% 01-Mar-2053, 5.50%, 03/01/53 FN 3140NC6J3 - - 1,883,617 $1,901,804 $1,901,804 0.03 $1,887,925
FHLMC 30yr Pool#SD1551 4.000% 01-Mar-2050, 4.00%, 03/01/50 FR 3132DNWL3 - - 1,952,055 $1,848,880 $1,848,880 0.03 $1,823,607
NRZ MSR-Collateralized Notes, Series 2021-FHT1 A 3.104% 25-JUL-2026, 3.10%, 07/25/26 NZES 2021-FHT1 62955MAB2 - - 1,893,295 $1,833,034 $1,833,034 0.03 $1,830,259
FNMA 30yr Pool#BY0361 6.500% 01-Jun-2053, 6.50%, 06/01/53 FN 3140NGMK3 - - 1,734,759 $1,806,345 $1,806,345 0.03 $1,790,867
FNMA 30yr Pool#MA3521 4.000% 01-Nov-2048, 4.00%, 11/01/48 FN 31418C4F8 - - 1,885,901 $1,784,825 $1,784,825 0.03 $1,761,806
FHLMC 30yr Pool#QH3309 5.500% 01-Oct-2053, 5.50%, 10/01/53 FR 3133CFVA4 - - 1,768,933 $1,775,438 $1,775,438 0.03 $1,762,113
Chase Mortgage Reference Notes, Series 2021-CL1 M2 5.67197% 25-FEB-2050, 5.67%, 02/25/50 CHASE 2021-CL1 46591HBY5 - - 1,802,616 $1,753,562 $1,753,562 0.03 $1,749,018
FHLMC 30yr Pool#SD0943 3.500% 01-Apr-2052, 3.50%, 04/01/52 FR 3132DNBL6 - - 1,890,086 $1,732,840 $1,732,840 0.03 $1,710,778
Fannie Mae Pool|4|08/01/2050, 4.00%, 08/01/50 FN 3140X8UA3 - - 1,846,565 $1,726,194 $1,726,194 0.03 $1,713,537
FHLMC 30yr Pool#QA2039 3.000% 01-Aug-2049, 3.00%, 08/01/49 FR 31334YHQ3 - - 1,901,387 $1,696,389 $1,696,389 0.03 $1,664,232
Reach ABS Trust 2024-1 A 6.3% 15-FEB-2031, 6.30%, 02/18/31 REACH 2024-1A 75526PAA9 - - 1,670,028 $1,683,486 $1,683,486 0.03 $1,675,595
FNMA 30yr Pool#CB2681 3.500% 01-Jan-2052, 3.50%, 01/01/52 FN 3140QM6T6 - - 1,808,830 $1,666,551 $1,666,551 0.03 $1,637,370
FHLMC 30yr Pool#SD4456 4.000% 01-Aug-2050, 4.00%, 08/01/50 FR 3132E05R9 - - 1,754,339 $1,659,841 $1,659,841 0.03 $1,634,108
FHLMC 30yr Pool#QG4340 6.500% 01-Jun-2053, 6.50%, 06/01/53 FR 3133C4ZD9 - - 1,553,360 $1,618,473 $1,618,473 0.03 $1,605,550
FNMA 30yr Pool#BY0327 6.500% 01-May-2053, 6.50%, 05/01/53 FN 3140NGLH1 - - 1,524,634 $1,582,203 $1,582,203 0.03 $1,569,188
FHLMC 30yr Pool#Q58477 4.000% 01-Sep-2048, 4.00%, 09/01/48 FG 3132Y2M37 - - 1,678,299 $1,581,687 $1,581,687 0.03 $1,569,934
FNMA 30yr Pool#MA3415 4.000% 01-Jul-2048, 4.00%, 07/01/48 FN 31418CYM0 - - 1,602,685 $1,518,908 $1,518,908 0.03 $1,497,226
FNMA 30yr Pool#CA5573 4.000% 01-Apr-2050, 4.00%, 04/01/50 FN 3140QDFP4 - - 1,624,101 $1,517,768 $1,517,768 0.03 $1,507,100
FNMA 30yr Pool#DB3056 5.500% 01-May-2054, 5.50%, 05/01/54 FN 3140ACME0 - - 1,480,684 $1,492,606 $1,492,606 0.03 $1,480,762
FNMA 30yr Pool#CA1931 4.500% 01-Jun-2048, 4.50%, 06/01/48 FN 3140Q9ED1 - - 1,483,170 $1,459,968 $1,459,968 0.03 $1,427,897
FNMA 30yr Pool#BT8051 5.500% 01-Jan-2053, 5.50%, 01/01/53 FN 3140LW5M5 - - 1,399,411 $1,421,047 $1,421,047 0.03 $1,409,671
FNMA 30yr Pool#BX7860 5.500% 01-Mar-2053, 5.50%, 03/01/53 FN 3140NCWW5 - - 1,311,019 $1,403,487 $1,403,487 0.03 $1,314,105
FNMA 30yr Pool#BY1896 5.500% 01-May-2053, 5.50%, 05/01/53 FN 3140NJDA9 - - 1,372,735 $1,386,435 $1,386,435 0.03 $1,375,691
FHLMC 30yr Pool#QG3885 6.500% 01-Jun-2053, 6.50%, 06/01/53 FR 3133C4J62 - - 1,325,914 $1,381,463 $1,381,463 0.03 $1,370,463
Towd Point Mortgage Trust 2024-CES1 A1B 6.049% 25-JAN-2064, 6.05%, 01/25/64 TPMT 2024-CES1 89183CAB1 - - 1,355,922 $1,368,165 $1,368,165 0.02 $1,358,824
Lendbuzz Securitization Trust 2023-2 A2 7.09% 15-OCT-2028, 7.09%, 10/16/28 LBZZ 2023-2A 52608MAB4 - - 1,299,422 $1,321,269 $1,321,269 0.02 $1,314,359
BX Commercial Mortgage Trust 2021-21M A 5.173% 15-OCT-2036, 5.17%, 10/15/36 BX 2021-21M 05609CAA5 - - 1,271,945 $1,273,116 $1,273,116 0.02 $1,267,998
FNMA 30yr Pool#AS6811 3.000% 01-Mar-2046, 3.00%, 03/01/46 FN 3138WGR97 - - 1,417,991 $1,255,120 $1,255,120 0.02 $1,244,249
FNMA 30yr Pool#MA3149 4.000% 01-Oct-2047, 4.00%, 10/01/47 FN 31418CQB3 - - 1,312,321 $1,243,597 $1,243,597 0.02 $1,227,752
FNMA 30yr Pool#FM7725 4.500% 01-Dec-2050, 4.50%, 12/01/50 FN 3140XBSP6 - - 1,276,053 $1,237,927 $1,237,927 0.02 $1,223,219
FNMA 40yr Pool#BF0167 3.000% 01-Feb-2057, 3.00%, 02/01/57 FN 3140FXFH0 - - 1,419,029 $1,219,911 $1,219,911 0.02 $1,199,131
FHLMC 30yr Pool#SD8003 4.000% 01-Jul-2049, 4.00%, 07/01/49 FR 3132DV3L7 - - 1,271,757 $1,213,403 $1,213,403 0.02 $1,184,599
FNMA 30yr Pool#BJ9181 5.000% 01-May-2048, 5.00%, 05/01/48 FN 3140HBFX1 - - 1,178,119 $1,207,174 $1,207,174 0.02 $1,166,116
FHLMC 30yr Pool#QF2561 5.500% 01-Nov-2052, 5.50%, 11/01/52 FR 3133BPZ27 - - 1,186,161 $1,201,222 $1,201,222 0.02 $1,192,333
FNMA 30yr Pool#FM9138 4.000% 01-Mar-2050, 4.00%, 03/01/50 FN 3140XDEL6 - - 1,263,101 $1,195,079 $1,195,079 0.02 $1,179,987
Connecticut Avenue Securities, Series 2021-R02 2B1 7.62197% 25-NOV-2041, 7.62%, 11/25/41 CAS 2021-R02 20754KAF8 - - 1,150,000 $1,184,151 $1,184,151 0.02 $1,180,255
FHLMC 30yr Pool#ZT2087 4.000% 01-Jun-2049, 4.00%, 06/01/49 FR 3132AEJ80 - - 1,236,887 $1,167,638 $1,167,638 0.02 $1,152,118
FHLMC 30yr Pool#QD9182 3.000% 01-Mar-2052, 3.00%, 03/01/52 FR 3133B7FX1 - - 1,334,657 $1,165,153 $1,165,153 0.02 $1,157,812
FNMA 30yr Pool#BX0804 5.500% 01-Nov-2052, 5.50%, 11/01/52 FN 3140N43N5 - - 1,146,192 $1,162,260 $1,162,260 0.02 $1,152,346
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-DNA5 M2 5.97197% 25-JAN-2034, 5.97%, 01/25/34 STACR 2021-DNA5 35564KHE2 - - 1,138,704 $1,146,353 $1,146,353 0.02 $1,143,330
FHLMC 30yr Pool#QG6538 5.500% 01-Jul-2053, 5.50%, 07/01/53 FR 3133C7HP5 - - 1,106,265 $1,119,210 $1,119,210 0.02 $1,111,115
FHLMC 30yr Pool#RA1087 4.500% 01-Jul-2049, 4.50%, 07/01/49 FR 3133KGF45 - - 1,139,579 $1,117,753 $1,117,753 0.02 $1,087,450
FHLMC 30yr Pool#RA1188 4.500% 01-Aug-2049, 4.50%, 08/01/49 FR 3133KGJ90 - - 1,127,399 $1,084,002 $1,084,002 0.02 $1,075,827
FHLMC 30yr Pool#QG6948 5.500% 01-Jul-2053, 5.50%, 07/01/53 FR 3133C7WH6 - - 1,061,658 $1,075,072 $1,075,072 0.02 $1,066,225
FNMA 30yr Pool#CB8995 5.500% 01-Aug-2054, 5.50%, 08/01/54 FN 3140QU7H3 - - 1,049,362 $1,053,599 $1,053,599 0.02 $1,045,438
FNMA 30yr Pool#AS7492 4.000% 01-Jul-2046, 4.00%, 07/01/46 FN 3138WHKE1 - - 1,112,321 $1,052,561 $1,052,561 0.02 $1,044,393
ACHV ABS Trust 2024-1PL C 6.42% 25-APR-2031, 6.42%, 04/25/31 ACHV 2024-1PL 00092BAC8 - - 1,015,578 $1,025,798 $1,025,798 0.02 $1,022,720
Connecticut Avenue Securities, Series 2021-R03 1M1 5.17197% 25-DEC-2041, 5.17%, 12/25/41 CAS 2021-R03 20754AAA1 - - 1,025,211 $1,025,663 $1,025,663 0.02 $1,023,306
FNMA 30yr Pool#FM1598 4.000% 01-Feb-2049, 4.00%, 02/01/49 FN 3140X4X43 - - 1,061,495 $1,008,234 $1,008,234 0.02 $991,647
FNMA 30yr Pool#BV4203 3.500% 01-Apr-2052, 3.50%, 04/01/52 FN 3140MHU56 - - 1,096,376 $998,395 $998,395 0.02 $991,462
Connecticut Avenue Securities Trust 2022-R01 1M1 5.32197% 25-DEC-2041, 5.32%, 12/25/41 CAS 2022-R01 20754LAA7 - - 996,723 $998,054 $998,054 0.02 $995,696
FNMA 30yr Pool#BV8484 3.500% 01-Apr-2052, 3.50%, 04/01/52 FN 3140MNNA0 - - 1,056,182 $961,420 $961,420 0.02 $955,037
GNMA II 30yr Pool#MA5021 4.500% 20-Feb-2048, 4.50%, 02/20/48 G2 36179TSJ5 - - 964,097 $948,261 $948,261 0.02 $931,060
FHLMC 30yr Pool#ZM8197 4.000% 01-Sep-2048, 4.00%, 09/01/48 FR 3131Y3DA1 - - 998,549 $939,844 $939,844 0.02 $932,851
FNMA 30yr Pool#DA3522 5.500% 01-Oct-2053, 5.50%, 10/01/53 FN 3140A34G5 - - 929,231 $934,220 $934,220 0.02 $925,622
FNMA 30yr Pool#CA6382 4.500% 01-Jul-2050, 4.50%, 07/01/50 FN 3140QECU4 - - 933,330 $901,250 $901,250 0.02 $894,769
FNMA 30yr Pool#AB9341 3.000% 01-May-2043, 3.00%, 05/01/43 FN 31417GLX2 - - 948,821 $858,439 $858,439 0.02 $850,586
FNMA 30yr Pool#BN4541 4.000% 01-Feb-2049, 4.00%, 02/01/49 FN 3140JMBK7 - - 888,635 $836,392 $836,392 0.02 $830,162
Gracie Point International Funding, Series 2023-2 A 6.59828% 01-MAR-2027, 6.60%, 03/01/27 GPIF 2023-2A 38410JAA0 - - 808,251 $812,264 $812,264 0.01 $810,783
ACHM Trust 2024-HE1 B 7.26% 25-MAY-2039, 7.26%, 05/25/39 ACHM 2024-HE1 00449TAB1 - - 781,201 $803,882 $803,882 0.01 $801,204
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA2 M1A 5.62197% 25-FEB-2042, 5.62%, 02/25/42 STACR 2022-DNA2 35564KRE1 - - 790,235 $792,853 $792,853 0.01 $790,878
FHLMC 30yr Pool#ZT1926 3.000% 01-Nov-2043, 3.00%, 11/01/43 FR 3132AED78 - - 843,235 $762,875 $762,875 0.01 $756,371
FNMA 30yr Pool#BY0782 5.500% 01-Apr-2053, 5.50%, 04/01/53 FN 3140NG2Q2 - - 746,617 $753,798 $753,798 0.01 $748,275
NRZ Excess Spread-Collateralized Notes, Series 2020-PLS1 A 3.844% 25-DEC-2025, 3.84%, 12/25/25 NZES 2020-PLS1 433674AA6 - - 758,615 $750,722 $750,722 0.01 $749,345
Tricolor Auto Securitization Trust 2024-1 A 6.61% 15-OCT-2027, 6.61%, 10/15/27 TAST 2024-1A 89616LAA0 - - 738,954 $744,977 $744,977 0.01 $741,314
FHLMC 30yr Pool#RA1999 4.500% 01-Jan-2050, 4.50%, 01/01/50 FR 3133KHGG5 - - 758,383 $729,297 $729,297 0.01 $723,691
FREMF 2019-KF70 Mortgage Trust C 10.46516% 25-SEP-2029, 10.47%, 09/25/29 FREMF 2019-KF70 30298UAJ0 - - 789,970 $726,414 $726,414 0.01 $722,280
GNMA II 30yr Pool#MA5264 4.000% 20-Jun-2048, 4.00%, 06/20/48 G2 36179TZ57 - - 756,084 $717,266 $717,266 0.01 $704,213
FNMA 30yr Pool#BY0866 5.500% 01-May-2053, 5.50%, 05/01/53 FN 3140NG6C9 - - 708,580 $716,131 $716,131 0.01 $710,106
FNMA 30yr Pool#FA0198 5.500% 01-Oct-2054, 5.50%, 10/01/54 FN 3140W0GG4 - - - $675,539 $675,539 0.01 $0
FNMA 30yr Pool#BW0343 4.500% 01-May-2052, 4.50%, 05/01/52 FN 3140MRLZ8 - - 667,943 $674,663 $674,663 0.01 $633,576
FHLMC 30yr Pool#QD6555 3.000% 01-Feb-2052, 3.00%, 02/01/52 FR 3133B4H81 - - 754,715 $669,789 $669,789 0.01 $654,798
FNMA 30yr Pool#AL6842 4.000% 01-May-2045, 4.00%, 05/01/45 FN 3138EPS88 - - 633,809 $608,429 $608,429 0.01 $601,040
Sequoia Mortgage Trust 2013-5 A1 2.5% 25-MAY-2043, 2.50%, 05/25/43 SEMT 2013-5 81745AAA5 - - 695,013 $607,093 $607,093 0.01 $605,114
FHLMC 30yr Pool#SD8047 4.500% 01-Feb-2050, 4.50%, 02/01/50 FR 3132DV5G6 - - 625,635 $604,539 $604,539 0.01 $600,086
FHLMC 30yr Pool#QE1073 3.500% 01-Apr-2052, 3.50%, 04/01/52 FR 3133BAFN6 - - 655,542 $596,886 $596,886 0.01 $592,764
FNMA 30yr Pool#BK9507 4.000% 01-Oct-2048, 4.00%, 10/01/48 FN 3140HPR58 - - 629,031 $592,905 $592,905 0.01 $588,496
MHC Commercial Mortgage Trust 2021-MHC A 5.244442% 15-APR-2038, 5.24%, 04/15/38 MHC 2021-MHC 55316VAA2 - - 586,117 $588,556 $588,556 0.01 $586,165
Prosper Marketplace Issuance Trust, Series 2024-1 A 6.12% 15-AUG-2029, 6.12%, 08/15/29 PMIT 2024-1A 74363CAA7 - - 561,788 $565,117 $565,117 0.01 $562,538
FHLMC 15yr Pool#SB0116 2.500% 01-Nov-2034, 2.50%, 11/01/34 FR 3132CWDV3 - - 567,819 $539,065 $539,065 0.01 $530,909
Towd Point Mortgage Trust 2024-CES2 A1B 6.35% 25-FEB-2064, 6.35%, 02/25/64 TPMT 2024-CES2 89182JAB7 - - 528,682 $535,510 $535,510 0.01 $531,687
FHLMC 30yr Pool#QD9191 3.500% 01-Apr-2052, 3.50%, 04/01/52 FR 3133B7F86 - - 550,891 $519,524 $519,524 0.01 $498,175
FNMA 30yr Pool#AZ0869 4.000% 01-Jul-2045, 4.00%, 07/01/45 FN 3138YR6F0 - - 530,203 $503,728 $503,728 0.01 $499,355
FNMA 30yr Pool#BV7632 4.500% 01-Apr-2052, 4.50%, 04/01/52 FN 3140MMPS1 - - 485,897 $464,103 $464,103 0.01 $460,934
Upstart Securitization Trust 2021-1 C 4.06% 20-MAR-2031, 4.06%, 03/20/31 UPST 2021-1 91681NAC8 - - 459,783 $460,628 $460,628 0.01 $459,487
FNMA 30yr Pool#CB4329 3.500% 01-Jul-2052, 3.50%, 07/01/52 FN 3140QPY35 - - 461,733 $420,543 $420,543 0.01 $417,732
FHLMC 30yr Pool#SD1414 4.000% 01-Oct-2050, 4.00%, 10/01/50 FR 3132DNSB0 - - 445,080 $418,558 $418,558 0.01 $414,577
JP Morgan Mortgage Trust 2015-4 AM 3.0% 25-JUN-2045, 3.00%, 06/25/45 JPMMT 2015-4 46644VBP0 - - 492,924 $415,398 $415,398 0.01 $413,713
FNMA 30yr Pool#CA4646 3.000% 01-Feb-2048, 3.00%, 02/01/48 FN 3140QCEU6 - - 442,343 $393,653 $393,653 0.01 $390,507
FNMA 30yr Pool#BV6879 4.500% 01-Apr-2052, 4.50%, 04/01/52 FN 3140MLUD0 - - 409,014 $390,687 $390,687 0.01 $388,000
Santander Bank Auto Credit-Linked Notes, Series 2023-A B 6.493% 15-JUN-2033, 6.49%, 06/15/33 SBCLN 2023-A 80290CBU7 - - 378,425 $381,616 $381,616 0.01 $379,773
FHLMC 30yr Pool#RJ3274 5.500% 01-Feb-2055, 5.50%, 02/01/55 FR 3142GTT89 - - - $366,721 $366,721 0.01 $0
FHLMC 30yr Pool#QA8274 3.500% 01-Mar-2050, 3.50%, 03/01/50 FR 3133A3FP8 - - 392,026 $352,878 $352,878 0.01 $350,567
FHLMC 30yr Pool#ZN6461 4.000% 01-May-2049, 4.00%, 05/01/49 FR 3131YDFA7 - - 334,708 $349,383 $349,383 0.01 $311,685
FNMA 30yr Pool#FM3447 4.000% 01-Nov-2049, 4.00%, 11/01/49 FN 3140X6ZM6 - - 369,222 $348,253 $348,253 0.01 $344,566
FHLMC 30yr Pool#SD1966 4.000% 01-Nov-2052, 4.00%, 11/01/52 FR 3132DPFF0 - - 348,433 $326,007 $326,007 0.01 $321,458
FNMA 30yr Pool#AR9225 3.000% 01-Mar-2043, 3.00%, 03/01/43 FN 3138W7HB3 - - 345,732 $311,233 $311,233 0.01 $308,517
Fannie Mae REMIC Trust 2017-9 VL 3.0% 25-JUL-2028, 3.00%, 07/25/28 FNR 2017-9 3136AVYH6 - - 295,855 $299,032 $299,032 0.01 $290,055
FHLMC 30yr Pool#ZT0391 4.000% 01-Nov-2047, 4.00%, 11/01/47 FR 3132ACNG1 - - 314,756 $297,930 $297,930 0.01 $295,496
FNMA 30yr Pool#FS2548 4.000% 01-Mar-2051, 4.00%, 03/01/51 FN 3140XHZN0 - - 312,695 $296,215 $296,215 0.01 $291,265
FNMA 30yr Pool#FS2238 4.000% 01-Mar-2051, 4.00%, 03/01/51 FN 3140XHPY7 - - 307,381 $290,366 $290,366 0.01 $287,155
FHLMC 30yr Pool#QA5150 4.500% 01-Dec-2049, 4.50%, 12/01/49 FR 31346YWK5 - - 296,836 $286,830 $286,830 0.01 $284,736
FNMA 30yr Pool#AS8649 3.000% 01-Jan-2047, 3.00%, 01/01/47 FN 3138WJTF5 - - 318,503 $281,542 $281,542 0.01 $279,478
FREED ABS Trust 2021-3FP D 2.37% 18-NOV-2028, 2.37%, 11/20/28 FREED 2021-3FP 30322MAD1 - - 276,568 $275,967 $275,967 0.01 $275,530
FNMA 30yr Pool#BO9819 4.500% 01-Dec-2049, 4.50%, 12/01/49 FN 3140K54D6 - - 279,772 $270,393 $270,393 0.00 $268,368
FHLMC 30yr Pool#SD7344 5.500% 01-Jan-2055, 5.50%, 01/01/55 FR 3132DVER2 - - - $268,861 $268,861 0.00 $0
FNMA 30yr Pool#BN3899 4.000% 01-Dec-2048, 4.00%, 12/01/48 FN 3140JLKM5 - - 281,410 $268,769 $268,769 0.00 $262,893
FNMA 30yr Pool#FA0627 5.500% 01-Feb-2055, 5.50%, 02/01/55 FN 3140W0VV4 - - - $257,038 $257,038 0.00 $0
FHLMC 15yr Pool#SB0040 2.500% 01-Dec-2033, 2.50%, 12/01/33 FR 3132CWBH6 - - 261,384 $256,014 $256,014 0.00 $249,421
FHLMC 30yr Pool#QA1615 3.500% 01-Aug-2049, 3.50%, 08/01/49 FR 31334XYL7 - - 274,391 $248,764 $248,764 0.00 $246,963
FNMA 30yr Pool#MA3908 4.500% 01-Jan-2050, 4.50%, 01/01/50 FN 31418DKW1 - - 250,991 $246,126 $246,126 0.00 $240,741
FHLMC 30yr Pool#ZN4240 4.500% 01-Dec-2048, 4.50%, 12/01/48 FR 3131YAV98 - - 252,635 $245,422 $245,422 0.00 $243,543
Santander Bank Auto Credit-Linked Notes, Series 2022-C C 6.986% 15-DEC-2032, 6.99%, 12/15/32 SBCLN 2022-C 80290CBG8 - - 242,830 $244,411 $244,411 0.00 $243,139
FHLMC 30yr Pool#RJ2292 5.500% 01-Sep-2054, 5.50%, 09/01/54 FR 3142GSRN0 - - - $242,140 $242,140 0.00 $0
FNMA 30yr Pool#MA1327 3.000% 01-Jan-2043, 3.00%, 01/01/43 FN 31418APM4 - - 256,846 $236,971 $236,971 0.00 $230,388
Fannie Mae REMIC Trust 2012-126 SY 0.0% 25-NOV-2042, 0.00%, 11/25/42 FNR 2012-126 3136A9ZR2 - - 473,554 $232,286 $232,286 0.00 $232,286
FNMA 30yr Pool#BE3616 4.000% 01-May-2047, 4.00%, 05/01/47 FN 3140FPAS8 - - 236,394 $228,877 $228,877 0.00 $222,050
FNMA 30yr Pool#MA3687 4.000% 01-Jun-2049, 4.00%, 06/01/49 FN 31418DCZ3 - - 241,389 $228,415 $228,415 0.00 $224,846
FNMA 30yr Pool#CB3837 3.500% 01-Jun-2052, 3.50%, 06/01/52 FN 3140QPHP5 - - - $223,385 $223,385 0.00 $0
FNMA 30yr Pool#BW0081 4.500% 01-Apr-2052, 4.50%, 04/01/52 FN 3140MRCT2 - - 231,174 $220,778 $220,778 0.00 $219,279
GNMA II 30yr Pool#MA5192 4.000% 20-May-2048, 4.00%, 05/20/48 G2 36179TXV2 - - 225,980 $214,255 $214,255 0.00 $210,476
FHLMC 30yr Pool#RA1088 4.500% 01-Jul-2049, 4.50%, 07/01/49 FR 3133KGF52 - - 205,543 $198,572 $198,572 0.00 $197,136
FNMA 30yr Pool#AB6280 3.000% 01-Sep-2042, 3.00%, 09/01/42 FN 31417C6S9 - - 208,925 $189,196 $189,196 0.00 $187,403
FHLMC 30yr Pool#SD8040 4.500% 01-Jan-2050, 4.50%, 01/01/50 FR 3132DV4Z5 - - 191,289 $187,150 $187,150 0.00 $183,478
FNMA 30yr Pool#BV7132 4.500% 01-Apr-2052, 4.50%, 04/01/52 FN 3140ML4S6 - - 187,292 $178,878 $178,878 0.00 $177,656
FNMA 30yr Pool#CA4185 4.500% 01-Sep-2049, 4.50%, 09/01/49 FN 3140QBUK2 - - 181,879 $178,310 $178,310 0.00 $174,440
FNMA 30yr Pool#CA4035 4.500% 01-Aug-2049, 4.50%, 08/01/49 FN 3140QBPV4 - - 179,195 $176,954 $176,954 0.00 $171,866
FNMA 30yr Pool#BO2983 3.000% 01-Sep-2049, 3.00%, 09/01/49 FN 3140JXJ58 - - 197,440 $174,426 $174,426 0.00 $173,110
FNMA 30yr Pool#BW0072 4.500% 01-Apr-2052, 4.50%, 04/01/52 FN 3140MRCJ4 - - 171,641 $163,947 $163,947 0.00 $162,822
FHLMC 30yr Pool#ZT1320 4.000% 01-Nov-2048, 4.00%, 11/01/48 FR 3132ADPD4 - - 168,889 $160,011 $160,011 0.00 $157,776
FNMA 30yr Pool#AB7563 3.000% 01-Jan-2043, 3.00%, 01/01/43 FN 31417EMM0 - - 174,171 $159,067 $159,067 0.00 $156,824
FHLMC 30yr Pool#ZA7158 4.500% 01-Jun-2049, 4.50%, 06/01/49 FR 31329Q5T4 - - 159,677 $153,639 $153,639 0.00 $152,372
FNMA 30yr Pool#FS2546 4.000% 01-Mar-2051, 4.00%, 03/01/51 FN 3140XHZL4 - - 157,733 $148,907 $148,907 0.00 $147,354
GNMA II 30yr Pool#BK5879 4.500% 20-Nov-2048, 4.50%, 11/20/48 G2 3617J6Q80 - - 135,723 $138,514 $138,514 0.00 $130,562
FNMA 30yr Pool#BV8544 3.500% 01-May-2052, 3.50%, 05/01/52 FN 3140MNP67 - - - $137,156 $137,156 0.00 $0
FNMA 30yr Pool#MA1229 3.000% 01-Oct-2042, 3.00%, 10/01/42 FN 31418ALK2 - - 148,704 $134,780 $134,780 0.00 $133,515
GNMA II 30yr Pool#MA5753 4.000% 20-Feb-2049, 4.00%, 02/20/49 G2 36179UMA7 - - 146,999 $134,655 $134,655 0.00 $133,695
FNMA 30yr Pool#BV7131 4.500% 01-Apr-2052, 4.50%, 04/01/52 FN 3140ML4R8 - - 130,017 $124,179 $124,179 0.00 $123,329
GNMA II 30yr Pool#BF6874 4.500% 20-Jul-2048, 4.50%, 07/20/48 G2 3617GDT77 - - 128,279 $124,139 $124,139 0.00 $123,170
FNMA 20yr Pool#AB9283 3.000% 01-Apr-2038, 3.00%, 04/01/38 FN 31417GJ56 - - 137,007 $123,878 $123,878 0.00 $122,394
GNMA II 30yr Pool#MA5866 4.000% 20-Apr-2049, 4.00%, 04/20/49 G2 36179UQT2 - - 134,021 $123,318 $123,318 0.00 $122,365
FNMA 30yr Pool#BM3282 3.500% 01-Dec-2047, 3.50%, 12/01/47 FN 3140J7UG8 - - 122,489 $113,783 $113,783 0.00 $112,077
FNMA 30yr Pool#FS1666 3.500% 01-May-2052, 3.50%, 05/01/52 FN 3140XGZ85 - - - $110,921 $110,921 0.00 $0
FNMA 30yr Pool#CA3683 4.500% 01-Jun-2049, 4.50%, 06/01/49 FN 3140QBCV8 - - 112,410 $108,607 $108,607 0.00 $107,812
FHLMC 30yr Pool#ZT1633 4.000% 01-Mar-2047, 4.00%, 03/01/47 FR 3132ADY69 - - 112,069 $107,821 $107,821 0.00 $105,549
FHLMC 30yr Pool#QE0318 4.500% 01-Mar-2052, 4.50%, 03/01/52 FR 3133B9K78 - - 109,047 $104,169 $104,169 0.00 $103,445
FNMA 30yr Pool#CA0108 3.500% 01-Aug-2047, 3.50%, 08/01/47 FN 3140Q7DN4 - - 110,579 $103,224 $103,224 0.00 $101,180
Fannie Mae REMIC Trust 2013-130 FN 4.78645% 25-OCT-2042, 4.79%, 10/25/42 FNR 2013-130 3136AHG53 - - 99,328 $98,098 $98,098 0.00 $97,873
FHLMC 30yr Pool#ZM7577 4.500% 01-Aug-2048, 4.50%, 08/01/48 FR 3131Y2M21 - - 100,936 $97,897 $97,897 0.00 $97,175
FNMA 30yr Pool#BJ8459 3.000% 01-Aug-2049, 3.00%, 08/01/49 FN 3140HAMH0 - - 101,735 $87,632 $87,632 0.00 $87,011
FNMA 30yr Pool#BO4113 3.000% 01-Aug-2049, 3.00%, 08/01/49 FN 3140JYSB3 - - 92,404 $79,639 $79,639 0.00 $79,030
FHLMC 30yr Pool#ZM7926 5.000% 01-Sep-2048, 5.00%, 09/01/48 FR 3131Y2YX0 - - 78,500 $77,941 $77,941 0.00 $77,334
Sequoia Mortgage Trust 2019-CH3 A19 4.0% 25-OCT-2049, 4.00%, 09/25/49 SEMT 2019-CH3 81748GBN0 - - 84,536 $76,504 $76,504 0.00 $76,118
FNMA 30yr Pool#MA1447 3.000% 01-May-2043, 3.00%, 05/01/43 FN 31418ATD0 - - 80,512 $72,732 $72,732 0.00 $71,845
FHLMC 30yr Pool#QA2159 3.000% 01-Aug-2049, 3.00%, 08/01/49 FR 31334YMG9 - - 83,751 $72,178 $72,178 0.00 $71,629
FNMA 30yr Pool#AS8547 3.000% 01-Nov-2046, 3.00%, 11/01/46 FN 3138WJP93 - - 72,540 $63,883 $63,883 0.00 $63,433
FNMA 30yr Pool#BD2453 3.000% 01-Jan-2047, 3.00%, 01/01/47 FN 3140F9WP6 - - 70,564 $63,495 $63,495 0.00 $62,290
FHLMC 15yr Pool#ZK8962 3.000% 01-Sep-2032, 3.00%, 09/01/32 FR 3131XC5X1 - - 60,299 $60,297 $60,297 0.00 $57,959
FNMA 30yr Pool#FS1869 3.500% 01-Apr-2052, 3.50%, 04/01/52 FN 3140XHCF2 - - - $59,634 $59,634 0.00 $0
Fannie Mae REMIC Trust 2006-20 GF 4.78645% 25-APR-2036, 4.79%, 04/25/36 FNR 2006-20 31395BU43 - - 58,920 $58,334 $58,334 0.00 $58,201
FHLMC 15yr Pool#ZS7403 3.000% 01-May-2031, 3.00%, 05/01/31 FR 3132A8GL7 - - 55,963 $56,013 $56,013 0.00 $54,279
Fannie Mae REMIC Trust 2010-109 BS 6.30267% 25-OCT-2040, 6.30%, 10/25/40 FNR 2010-109 31398NTM6 - - 41,248 $53,789 $53,789 0.00 $53,512
Freddie Mac Multiclass Certificates, Series 3380 FM 5.03676% 15-OCT-2037, 5.04%, 10/15/37 FHR 3380 31397KTJ0 - - 46,165 $46,126 $46,126 0.00 $45,951
Freddie Mac Multiclass Certificates, Series 3721 FB 4.94676% 15-SEP-2040, 4.95%, 09/15/40 FHR 3721 3137GAD20 - - 45,667 $45,502 $45,502 0.00 $45,332
FNMA 15yr Pool#BO5957 3.000% 01-Dec-2034, 3.00%, 12/01/34 FN 3140K1TP1 - - 46,093 $44,431 $44,431 0.00 $43,865
FNMA 15yr Pool#BO7717 3.000% 01-Nov-2034, 3.00%, 11/01/34 FN 3140K3SF0 - - 39,111 $42,294 $42,294 0.00 $37,324
Ginnie Mae REMIC Trust 2008-013 FB 4.93307% 20-FEB-2038, 4.94%, 02/20/38 GNR 2008-13 38375PNL1 - - 42,156 $42,015 $42,015 0.00 $41,888
Saluda Grade Alternative Mortgage Trust 2023-FIG4 A 6.718% 25-NOV-2053, 6.72%, 11/25/53 GRADE 2023-FIG4 79581UAA2 - - - $41,943 $41,943 0.00 $0
FNMA 30yr Pool#BO1857 4.500% 01-Aug-2049, 4.50%, 08/01/49 FN 3140JWB33 - - 43,266 $41,797 $41,797 0.00 $41,499
FHLMC 30yr Pool#QG4264 5.000% 01-Jun-2053, 5.00%, 06/01/53 FR 3133C4WZ3 - - - $41,027 $41,027 0.00 $0
FNMA 30yr Pool#CB4076 3.500% 01-Jul-2052, 3.50%, 07/01/52 FN 3140QPQ67 - - - $40,330 $40,330 0.00 $0
FHLMC 30yr Pool#QE0354 3.500% 01-Apr-2052, 3.50%, 04/01/52 FR 3133B9MB7 - - - $35,469 $35,469 0.00 $0
FNMA 30yr Pool#BC0870 3.500% 01-Jan-2046, 3.50%, 01/01/46 FN 3140EU6G9 - - 38,507 $35,451 $35,451 0.00 $35,143
FHLMC 15yr Pool#ZK9163 3.000% 01-Jan-2033, 3.00%, 01/01/33 FR 3131XDFC4 - - 34,661 $34,260 $34,260 0.00 $33,295
Ginnie Mae REMIC Trust 2007-040 FG 4.75307% 20-JUL-2037, 4.76%, 07/20/37 GNR 2007-40 38375KZS4 - - 32,426 $32,117 $32,117 0.00 $32,023
FNMA 30yr Pool#BY0350 5.000% 01-Jun-2053, 5.00%, 06/01/53 FN 3140NGL81 - - - $30,024 $30,024 0.00 $0
Ginnie Mae REMIC Trust 2004-069 CF 4.83307% 20-JUL-2034, 4.84%, 07/20/34 GNR 2004-69 38374JAT3 - - 28,618 $28,556 $28,556 0.00 $28,471
FNMA 30yr Pool#BV5394 3.500% 01-Apr-2052, 3.50%, 04/01/52 FN 3140MJ7G4 - - - $28,484 $28,484 0.00 $0
Ginnie Mae REMIC Trust 2010-133 FD 4.87315% 16-OCT-2040, 4.87%, 10/16/40 GNR 2010-133 38377MHV1 - - 26,405 $26,474 $26,474 0.00 $26,381
Ginnie Mae REMIC Trust 2007-059 FA 4.93307% 20-OCT-2037, 4.94%, 10/20/37 GNR 2007-59 38375LPU8 - - 25,678 $25,595 $25,595 0.00 $25,517
Fannie Mae REMIC Trust 2013-2 QF 4.93645% 25-FEB-2043, 4.94%, 02/25/43 FNR 2013-2 3136AB4P5 - - 25,725 $25,576 $25,576 0.00 $25,516
FHLMC 30yr Pool#QG2535 5.000% 01-May-2053, 5.00%, 05/01/53 FR 3133C2Y85 - - - $23,188 $23,188 0.00 $0
FHLMC 30yr Pool#ZN2165 4.500% 01-Dec-2048, 4.50%, 12/01/48 FR 3131Y8MN2 - - 23,730 $23,074 $23,074 0.00 $22,894
Ginnie Mae REMIC Trust 2004-059 FP 4.74315% 16-AUG-2034, 4.74%, 08/16/34 GNR 2004-59 38374HYS3 - - 20,748 $20,662 $20,662 0.00 $20,591
Ginnie Mae REMIC Trust 2007-037 FW 4.74307% 20-JUN-2037, 4.75%, 06/20/37 GNR 2007-37 38375KNR9 - - 20,869 $20,651 $20,651 0.00 $20,591
Ginnie Mae REMIC Trust 2008-016 FC 4.93307% 20-FEB-2038, 4.94%, 02/20/38 GNR 2008-16 383742FU2 - - 20,649 $20,585 $20,585 0.00 $20,523
Ginnie Mae REMIC Trust 2005-065 FA 4.58307% 20-AUG-2035, 4.59%, 08/20/35 GNR 2005-65 38374LL25 - - 20,643 $20,349 $20,349 0.00 $20,291
Freddie Mac Multiclass Certificates, Series 2426 FL 5.09676% 15-MAR-2032, 5.10%, 03/15/32 FHR 2426 31339W7G5 - - 19,709 $19,813 $19,813 0.00 $19,738
Fannie Mae REMIC Trust 2002-53 FK 4.83645% 25-APR-2032, 4.84%, 04/25/32 FNR 2002-53 31392EHN3 - - 18,882 $18,816 $18,816 0.00 $18,773
FNMA 30yr Pool#CB4320 3.500% 01-Aug-2052, 3.50%, 08/01/52 FN 3140QPYS0 - - - $17,974 $17,974 0.00 $0
Ginnie Mae REMIC Trust 2005-048 AF 4.63307% 20-JUN-2035, 4.64%, 06/20/35 GNR 2005-48 38374LHM6 - - 17,237 $17,029 $17,029 0.00 $16,980
FHLMC 30yr Pool#QG1908 5.000% 01-May-2053, 5.00%, 05/01/53 FR 3133C2DM7 - - - $16,620 $16,620 0.00 $0
JP Morgan Mortgage Trust 2024-CES1 A1B 6.019% 25-JUN-2054, 6.02%, 06/25/54 JPMMT 2024-CES1 46658CAB7 - - - $16,195 $16,195 0.00 $0
FHLMC 30yr Pool#ZT0252 3.000% 01-Dec-2047, 3.00%, 12/01/47 FR 3132ACH52 - - 17,819 $15,899 $15,899 0.00 $15,729
Fannie Mae REMIC Trust 2005-83 KT 4.73645% 25-OCT-2035, 4.74%, 10/25/35 FNR 2005-83 31394FUL7 - - 16,012 $15,850 $15,850 0.00 $15,814
FNMA 30yr Pool#BX4784 5.000% 01-Mar-2053, 5.00%, 03/01/53 FN 3140N9J64 - - - $15,188 $15,188 0.00 $0
Fannie Mae REMIC Trust 2007-89 GF 4.95645% 25-SEP-2037, 4.96%, 09/25/37 FNR 2007-89 31396XPM0 - - 15,024 $15,032 $15,032 0.00 $14,996
FNMA 30yr Pool#BY0330 5.000% 01-May-2053, 5.00%, 05/01/53 FN 3140NGLL2 - - - $14,788 $14,788 0.00 $0
Freddie Mac Multiclass Certificates, Series 2551 FD 4.84676% 15-JAN-2033, 4.85%, 01/15/33 FHR 2551 31393JAZ1 - - 13,653 $13,638 $13,638 0.00 $13,588
Ginnie Mae REMIC Trust 2012-075 FP 4.73307% 20-JUL-2041, 4.74%, 07/20/41 GNR 2012-75 38378EZ55 - - 12,932 $12,924 $12,924 0.00 $12,887
FHLMC 30yr Pool#QG2098 5.000% 01-May-2053, 5.00%, 05/01/53 FR 3133C2KK3 - - - $12,776 $12,776 0.00 $0
FHLMC 30yr Pool#ZM2269 3.000% 01-Dec-2046, 3.00%, 12/01/46 FR 3131XVQW8 - - 13,141 $11,848 $11,848 0.00 $11,590
FHLMC 30yr Pool#QG2019 5.000% 01-May-2053, 5.00%, 05/01/53 FR 3133C2G44 - - - $11,063 $11,063 0.00 $0
Freddie Mac Multiclass Certificates, Series 2410, excluding Group 6 FX 4.79676% 15-FEB-2032, 4.80%, 02/15/32 FHR 2410 31339NJN7 - - 10,914 $10,890 $10,890 0.00 $10,850
FHLMC 30yr Pool#QE1072 3.500% 01-Apr-2052, 3.50%, 04/01/52 FR 3133BAFM8 - - - $10,675 $10,675 0.00 $0
Ginnie Mae REMIC Trust 2007-061 FA 4.93307% 20-OCT-2037, 4.94%, 10/20/37 GNR 2007-61 38375LLN8 - - 10,708 $10,674 $10,674 0.00 $10,641
Fannie Mae REMIC Trust 2010-123 FL 4.86645% 25-NOV-2040, 4.87%, 11/25/40 FNR 2010-123 31398N2W3 - - 10,281 $10,247 $10,247 0.00 $10,226
Fannie Mae REMIC Trust 2003-87 FG 4.93645% 25-SEP-2033, 4.94%, 09/25/33 FNR 2003-87 31393E4W6 - - 10,254 $10,245 $10,245 0.00 $10,221
FNMA 15yr Pool#AS8207 2.500% 01-Oct-2031, 2.50%, 10/01/31 FN 3138WJDM7 - - 10,437 $10,229 $10,229 0.00 $9,964
Freddie Mac Multiclass Certificates, Series 3738 FD 4.74676% 15-AUG-2040, 4.75%, 08/15/40 FHR 3738 3137GAYQ4 - - 9,921 $9,946 $9,946 0.00 $9,911
Freddie Mac Multiclass Certificates, Series 3028 FM 4.69676% 15-SEP-2035, 4.70%, 09/15/35 FHR 3028 31396AFB5 - - 9,753 $9,722 $9,722 0.00 $9,687
FHLMC 30yr Pool#QG3884 5.000% 01-Jun-2053, 5.00%, 06/01/53 FR 3133C4J54 - - - $9,650 $9,650 0.00 $0
FHLMC 30yr Pool#QG2100 5.000% 01-May-2053, 5.00%, 05/01/53 FR 3133C2KM9 - - - $9,400 $9,400 0.00 $0
FHLMC 30yr Pool#QG4266 5.000% 01-Jun-2053, 5.00%, 06/01/53 FR 3133C4W34 - - - $9,230 $9,230 0.00 $0
GNMA II 30yr Pool#BK6072 5.000% 20-Jan-2049, 5.00%, 01/20/49 G2 3617J6W91 - - 9,206 $9,165 $9,165 0.00 $9,075
FNMA 15yr Pool#BM1036 2.500% 01-Feb-2032, 2.50%, 02/01/32 FN 3140J5EJ4 - - 9,120 $8,946 $8,946 0.00 $8,708
FNMA 15yr Pool#AS7643 2.500% 01-Aug-2031, 2.50%, 08/01/31 FN 3138WHP55 - - 9,078 $8,857 $8,857 0.00 $8,669
FHLMC 30yr Pool#QG3616 5.000% 01-Jun-2053, 5.00%, 06/01/53 FR 3133C4AR5 - - - $8,382 $8,382 0.00 $0
Fannie Mae REMIC Trust 2002-16 VF 4.98645% 25-APR-2032, 4.99%, 04/25/32 FNR 2002-16 31392CWW0 - - 8,279 $8,285 $8,285 0.00 $8,268
FNMA 30yr Pool#BX4859 5.000% 01-May-2053, 5.00%, 05/01/53 FN 3140N9MH6 - - - $8,173 $8,173 0.00 $0
Fannie Mae REMIC Trust 2012-100 FG 4.83645% 25-SEP-2042, 4.84%, 09/25/42 FNR 2012-100 3136A8QW3 - - 8,255 $8,159 $8,159 0.00 $8,142
FHLMC 15yr Pool#ZK8405 2.500% 01-Dec-2031, 2.50%, 01/22/31 FR 3131XCKS5 - - 7,797 $7,640 $7,640 0.00 $7,433
Ginnie Mae REMIC Trust 2007-018 FD 4.73307% 20-APR-2037, 4.74%, 04/20/37 GNR 2007-18 38375JC86 - - 7,579 $7,491 $7,491 0.00 $7,469
Ginnie Mae REMIC Trust 2010-006 FG 5.04315% 16-JAN-2040, 5.04%, 01/16/40 GNR 2010-6 38376TSC7 - - 7,309 $7,313 $7,313 0.00 $7,287
Fannie Mae REMIC Trust 2010-95 FB 4.83645% 25-SEP-2040, 4.84%, 09/25/40 FNR 2010-95 31398NEX8 - - 7,043 $7,034 $7,034 0.00 $7,019
FHLMC 30yr Pool#QG0818 5.000% 01-Apr-2053, 5.00%, 04/01/53 FR 3133C04B5 - - - $6,952 $6,952 0.00 $0
FNMA 30yr Pool#MA3694 4.500% 01-Jul-2049, 4.50%, 07/01/49 FN 31418DC83 - - 4,734 $4,759 $4,759 0.00 $4,541
FNMA 30yr Pool#BV8485 3.500% 01-Apr-2052, 3.50%, 04/01/52 FN 3140MNNB8 - - - $4,622 $4,622 0.00 $0
Ginnie Mae REMIC Trust 1999-27 FE 4.84315% 16-AUG-2029, 4.84%, 08/16/29 GNR 1999-27 3837H2WA3 - - 3,964 $3,976 $3,976 0.00 $3,960
Freddie Mac Multiclass Certificates, Series 2469 FE 4.94676% 15-JUL-2032, 4.95%, 07/15/32 FHR 2469 31392RC58 - - 2,550 $2,556 $2,556 0.00 $2,546
FHLMC 30yr Pool#ZN0650 3.000% 01-Mar-2043, 3.00%, 03/01/43 FR 3131Y6WK1 - - 2,291 $2,060 $2,060 0.00 $2,045
Ginnie Mae REMIC Trust 2010-125 VF 4.78307% 20-JUN-2040, 4.79%, 06/20/40 GNR 2010-125 38377JYJ6 - - 409.00 $407 $407 0.00 $406
US 10yr Ultra Fut Sep25 SEP 25 UXYU5 FUTURES_USD - -1,203 $-135,450,281 $0 0.00 $0
US 5YR NOTE (CBT) Sep25 SEP 25 FVU5 FUTURES_USD - 3,170 $342,483,830 $0 0.00 $0
US 10YR NOTE (CBT)Sep25 SEP 25 TYU5 FUTURES_USD - -236.00 $-26,122,250 $0 0.00 $0
US ULTRA BOND CBT Sep25 SEP 25 WNU5 FUTURES_USD - -352.00 $-40,997,000 $0 0.00 $0
GNMA II TBA 30yr 6.5% June Delivery, 6.50%, 06/23/25 G2SF 21H062669 - - -9,700,000 $-9,919,026 $-9,919,026 -0.18 $-9,919,026
UMBS TBA 30yr 2.5% July Delivery, 2.50%, 07/14/25 FNCL 01F022675 - - -45,700,000 $-37,378,258 $-37,378,258 -0.68 $-37,378,258
UMBS TBA 30yr 3.5% July Delivery, 3.50%, 07/14/25 FNCL 01F032674 - - -154,153,000 $-137,049,108 $-137,049,108 -2.50 $-137,049,108
UMBS TBA 30yr 5% July Delivery, 5.00%, 07/14/25 FNCL 01F050676 - - -291,696,000 $-282,815,024 $-282,815,024 -5.16 $-282,815,024
UMBS TBA 30yr 4% July Delivery, 4.00%, 07/14/25 FNCL 01F040677 - - -575,916,155 $-529,118,360 $-529,118,360 -9.66 $-529,118,360
UMBS TBA 30yr 4.5% July Delivery, 4.50%, 07/14/25 FNCL 01F042673 - - -601,043,842 $-568,074,183 $-568,074,183 -10.37 $-568,074,183
UMBS TBA 30yr 5.5% July Delivery, 5.50%, 07/14/25 FNCL 01F052672 - - -954,074,239 $-945,184,175 $-945,184,175 -17.25 $-945,184,175
SEGREGATED CASH SEGCASH - $0.00 22,325,230 $22,325,230 $22,325,230 0.41 $22,325,230
ALMSUM ALMSUM - $0.00 - $0 $0 0.00 $0
US DOLLARS USD MD_142224 - - -1,481,975,360 $-1,481,975,360 $-1,481,975,360 -27.05 $-1,481,975,360
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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