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For Individual Investors in the US

Mortgage-Backed Securities ETF Holdings

Full Portfolio Holdings

(As of December 9, 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% January Delivery, 2.50%, 01/14/26 FNCL 01F022618 - - 1,711,613,894 $1,441,317,539 $1,441,317,539 20.94 $1,441,317,539
UMBS TBA 30yr 3% January Delivery, 3.00%, 01/14/26 FNCL 01F030611 - - 735,169,354 $645,721,299 $645,721,299 9.39 $645,721,299
GNMA II TBA 30yr 5% December Delivery, 5.00%, 12/18/25 G2SF 21H0506C1 - - 411,201,194 $408,335,122 $408,335,122 5.94 $408,335,122
GNMA II TBA 30yr 2.5% December Delivery, 2.50%, 12/18/25 G2SF 21H0226C0 - - 443,715,414 $381,308,172 $381,308,172 5.55 $381,308,172
UMBS TBA 30yr 2% January Delivery, 2.00%, 01/14/26 FNCL 01F020612 - - 402,248,255 $323,973,560 $323,973,560 4.71 $323,973,560
FNMA 30yr Pool#CC0839 6.000% 01-Aug-2055, 6.00%, 08/01/55 FN 3140Y64Z0 - - 194,625,739 $202,621,480 $202,621,480 2.95 $201,008,799
FNMA 30yr Pool#CB9430 5.500% 01-Nov-2054, 5.50%, 11/01/54 FN 3140QVPQ1 - - 185,238,416 $191,314,437 $191,314,437 2.79 $188,199,360
GNMA II TBA 30yr 5.5% December Delivery, 5.50%, 12/18/25 G2SF 21H0526C7 - - 183,586,000 $184,808,683 $184,808,683 2.69 $184,808,683
GNMA II TBA 30yr 3% December Delivery, 3.00%, 12/18/25 G2SF 21H0306C3 - - 203,159,962 $181,473,246 $181,473,246 2.64 $181,473,246
Fannie Mae REMIC Trust 2025-12 FC 5.28279% 25-MAR-2055, 5.17%, 03/25/55 FNR 2025-12 3136BVFC7 - - 154,785,627 $155,498,899 $155,498,899 2.26 $155,165,349
FNMA 30yr Pool#FA2033 6.000% 01-Jul-2054, 6.00%, 07/01/54 FN 3140W2HK0 - - 130,176,002 $137,467,066 $137,467,066 2.00 $134,300,488
GNMA II TBA 30yr 3.5% December Delivery, 3.50%, 12/18/25 G2SF 21H0326C9 - - 147,859,377 $134,235,614 $134,235,614 1.95 $134,235,614
FNMA 30yr Pool#CB9787 5.000% 01-Jan-2055, 5.00%, 01/01/55 FN 3140QV2V5 - - 131,269,194 $132,692,322 $132,692,322 1.93 $131,711,720
GNMA II TBA 30yr 4.5% December Delivery, 4.50%, 12/18/25 G2SF 21H0426C8 - - 127,692,488 $123,796,973 $123,796,973 1.80 $123,796,973
FNMA 30yr Pool#FA2754 4.500% 01-Jan-2049, 4.50%, 01/01/49 FN 3140W3BY4 - - 118,143,908 $117,723,617 $117,723,617 1.71 $116,637,986
FNMA 30yr Pool#FS1133 4.000% 01-Oct-2051, 4.00%, 10/01/51 FN 3140XGHK8 - - 112,979,460 $109,617,684 $109,617,684 1.59 $107,922,847
GNMA II TBA 30yr 4% December Delivery, 4.00%, 12/18/25 G2SF 21H0406C2 - - 114,954,688 $107,917,737 $107,917,737 1.57 $107,917,737
FNMA 30yr Pool#FM7460 4.000% 01-Mar-2051, 4.00%, 03/01/51 FN 3140XBJE1 - - 106,565,326 $103,115,851 $103,115,851 1.50 $101,795,790
FHLMC 30yr Pool#SD5238 5.500% 01-Apr-2054, 5.50%, 04/01/54 FR 3132DSZB1 - - 98,756,928 $101,967,810 $101,967,810 1.48 $101,013,375
UMBS TBA 30yr 6.5% January Delivery, 6.50%, 01/14/26 FNCL 01F062614 - - 92,975,000 $96,376,955 $96,376,955 1.40 $96,376,955
FNMA 30yr Pool#FA3025 5.500% 01-Sep-2055, 5.50%, 09/01/55 FN 3140W3LF4 - - 86,712,906 $89,669,926 $89,669,926 1.30 $89,010,127
Freddie Mac Multiclass Certificates, Series 5544 FC 5.18279% 25-JUN-2055, 5.07%, 06/25/55 FHR 5544 3137HLNP3 - - 88,829,119 $89,406,060 $89,406,060 1.30 $89,218,342
FHLMC 30yr Pool#SL2464 4.500% 01-Dec-2048, 4.50%, 12/01/48 FR 31427PW26 - - 83,468,867 $83,535,260 $83,535,260 1.21 $82,404,931
FNMA 30yr Pool#FA3036 5.500% 01-Oct-2055, 5.50%, 10/01/55 FN 3140W3LS6 - - 75,757,818 $78,588,246 $78,588,246 1.14 $77,638,185
FHLMC 30yr Pool#RJ4363 5.500% 01-Jun-2055, 5.50%, 06/01/55 FR 3142GUZ55 - - 75,730,490 $78,543,925 $78,543,925 1.14 $77,653,162
FHLMC 30yr Pool#SD1046 4.000% 01-Jul-2052, 4.00%, 07/01/52 FR 3132DNET6 - - 81,216,009 $78,202,072 $78,202,072 1.14 $77,440,022
FNMA 30yr Pool#FA3037 5.500% 01-Oct-2055, 5.50%, 10/01/55 FN 3140W3LT4 - - 70,066,950 $72,548,801 $72,548,801 1.05 $71,739,936
FNMA 30yr Pool#FA0574 5.500% 01-Jan-2055, 5.50%, 01/01/55 FN 3140W0T88 - - 68,974,976 $72,431,644 $72,431,644 1.05 $70,719,453
FNMA 30yr Pool#FS8993 6.000% 01-Jul-2054, 6.00%, 07/01/54 FN 3140XQ7F8 - - 66,661,742 $70,863,410 $70,863,410 1.03 $68,688,938
FHLMC 30yr Pool#SL2435 6.500% 01-Feb-2055, 6.50%, 02/01/55 FR 31427PV50 - - 57,066,485 $60,818,298 $60,818,298 0.88 $59,555,032
FHLMC 30yr Pool#SL1188 5.500% 01-Apr-2055, 5.50%, 04/01/55 FR 31427NKA6 - - 58,291,016 $60,707,224 $60,707,224 0.88 $59,693,983
FHLMC 30yr Pool#QX7566 5.500% 01-Mar-2055, 5.50%, 03/01/55 FR 31426DMQ2 - - 55,606,638 $56,904,815 $56,904,815 0.83 $56,495,482
FNMA 30yr Pool#FA2246 5.500% 01-Jul-2055, 5.50%, 07/01/55 FN 3140W2P88 - - 50,618,463 $52,415,244 $52,415,244 0.76 $51,871,968
FNMA 30yr Pool#CB9654 5.000% 01-Dec-2054, 5.00%, 12/01/54 FN 3140QVWQ3 - - 51,461,142 $52,089,990 $52,089,990 0.76 $51,634,625
FHLMC 30yr Pool#SL0239 5.000% 01-Jan-2055, 5.00%, 01/01/55 FR 31427MHR5 - - 50,610,482 $51,530,591 $51,530,591 0.75 $50,781,096
Fannie Mae REMIC Trust 2025-9 FA 5.38279% 25-MAR-2055, 5.27%, 03/25/55 FNR 2025-9 3136BVDC9 - - 50,441,988 $50,769,469 $50,769,469 0.74 $50,658,669
FNMA 30yr Pool#FA3128 5.500% 01-Oct-2055, 5.50%, 10/01/55 FN 3140W3PN3 - - 47,880,392 $50,102,132 $50,102,132 0.73 $49,189,507
FNMA 30yr Pool#CB9613 5.500% 01-Dec-2054, 5.50%, 12/01/54 FN 3140QVVF8 - - 47,461,395 $48,583,188 $48,583,188 0.71 $48,220,041
FNMA 30yr Pool#FA3572 5.000% 01-Nov-2055, 5.00%, 11/01/55 FN 3140W36J3 - - 47,243,597 $47,511,512 $47,511,512 0.69 $47,452,458
FHLMC 30yr Pool#SD7343 5.500% 01-Jan-2055, 5.50%, 01/01/55 FR 3132DVEQ4 - - 45,226,367 $46,756,425 $46,756,425 0.68 $46,321,606
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA2 M2 7.8218% 25-FEB-2042, 7.82%, 02/25/42 STACR 2022-DNA2 35564KRN1 - - 43,256,272 $44,703,930 $44,703,930 0.65 $44,562,954
FNMA 30yr Pool#FS9779 5.500% 01-Nov-2054, 5.50%, 11/01/54 FN 3140XR2M6 - - 42,968,407 $44,537,201 $44,537,201 0.65 $43,985,678
FNMA 30yr Pool#FS8121 4.000% 01-Jul-2052, 4.00%, 07/01/52 FN 3140XQAX5 - - 42,754,260 $41,197,175 $41,197,175 0.60 $40,699,184
FNMA 40yr Pool#BF0646 2.500% 01-Jun-2062, 2.50%, 06/01/62 FN 3140FXWG3 - - 48,801,250 $41,145,968 $41,145,968 0.60 $40,679,409
FNMA 30yr Pool#FA1951 6.000% 01-Jun-2055, 6.00%, 06/01/55 FN 3140W2EZ0 - - 37,828,218 $40,895,321 $40,895,321 0.59 $39,010,753
FHLMC 30yr Pool#SL0046 6.000% 01-Jan-2055, 6.00%, 01/01/55 FR 31427MBQ3 - - 38,967,058 $40,834,859 $40,834,859 0.59 $40,150,115
PMT LOAN TRUST 2025-J3 FLTG 2056 A3, 5.47%, 11/27/56 PMTLT 2025-J3 69392XBM9 - - 40,504,887 $40,768,467 $40,768,467 0.59 $40,672,383
Radian Mortgage Capital Trust 2025-J4 A25 5.73078% 25-MAR-2056, 5.62%, 03/25/56 RMCT 2025-J4 75024UBP1 - - 40,474,114 $40,564,761 $40,564,761 0.59 $40,469,953
FNMA 30yr Pool#FS8881 4.500% 01-Sep-2053, 4.50%, 09/01/53 FN 3140XQ2P1 - - 40,501,663 $40,389,270 $40,389,270 0.59 $39,942,605
OBX 2025-J3 TRUST FLTG 2055 AF, 5.57%, 10/25/55 OBX 2025-J3 67449KAU7 - - 40,233,045 $40,325,371 $40,325,371 0.59 $40,231,967
FHLMC 30yr Pool#ZT2413 4.000% 01-Feb-2041, 4.00%, 02/01/41 FR 3132AEVE3 - - 40,507,966 $40,166,766 $40,166,766 0.58 $39,534,250
New Residential Mortgage LLC 6.545% 25-MAR-2032, 6.54%, 03/25/32 NZES 2025-FHT 64832EAA7 - - 38,739,910 $39,324,142 $39,324,142 0.57 $39,218,495
FHLMC 30yr Pool#SD6787 4.000% 01-May-2053, 4.00%, 05/01/53 FR 3132DURG4 - - 40,456,325 $39,034,411 $39,034,411 0.57 $38,499,212
FHLMC 30yr Pool#SI2101 4.000% 01-Sep-2048, 4.00%, 09/01/48 FR 3133USKN0 - - 39,006,961 $37,756,660 $37,756,660 0.55 $37,339,645
FNMA 30yr Pool#FA1557 6.000% 01-May-2055, 6.00%, 05/01/55 FN 3140W1WT6 - - 35,111,602 $37,684,318 $37,684,318 0.55 $36,177,606
FHLMC 30yr Pool#SL0938 4.000% 01-Jul-2050, 4.00%, 07/01/50 FR 31427NBG3 - - 38,141,749 $37,588,718 $37,588,718 0.55 $37,055,540
FNMA 30yr Pool#FA0576 5.500% 01-Jan-2055, 5.50%, 01/01/55 FN 3140W0UA1 - - 35,429,686 $36,962,511 $36,962,511 0.54 $36,339,003
FNMA 40yr Pool#BF0598 2.500% 01-Mar-2062, 2.50%, 03/01/62 FN 3140FXUY6 - - 43,835,335 $36,887,743 $36,887,743 0.54 $36,543,346
FNMA 30yr Pool#FA2190 4.000% 01-Apr-2053, 4.00%, 04/01/53 FN 3140W2NG2 - - 37,689,590 $36,297,052 $36,297,052 0.53 $35,872,140
FHLMC 30yr Pool#SL1632 4.000% 01-Nov-2053, 4.00%, 11/01/53 FR 31427NY60 - - 37,470,190 $36,127,234 $36,127,234 0.52 $35,716,518
FNMA 30yr Pool#FA3105 6.000% 01-May-2055, 6.00%, 05/01/55 FN 3140W3NX3 - - 32,635,107 $34,975,901 $34,975,901 0.51 $33,677,126
FNMA 30yr Pool#FA3191 5.500% 01-Oct-2055, 5.50%, 10/01/55 FN 3140W3RM3 - - 32,642,544 $33,677,902 $33,677,902 0.49 $33,421,949
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-HQA3 M2 6.1718% 25-SEP-2041, 6.17%, 09/25/41 STACR 2021-HQA3 35564KJP5 - - 33,196,721 $33,563,401 $33,563,401 0.49 $33,478,033
FNMA 30yr Pool#FA3682 5.500% 01-Feb-2055, 5.50%, 02/01/55 FN 3140W4CU9 - - 31,921,798 $32,773,039 $32,773,039 0.48 $32,729,147
FNMA 30yr Pool#FA2446 4.500% 01-Jul-2053, 4.50%, 07/01/53 FN 3140W2WG2 - - 32,618,393 $32,211,870 $32,211,870 0.47 $31,982,827
FNMA 30yr Pool#FA0603 4.500% 01-Sep-2051, 4.50%, 09/01/51 FN 3140W0U52 - - 32,238,617 $32,144,254 $32,144,254 0.47 $31,812,265
FHLMC 30yr Pool#SL2558 6.000% 01-Aug-2055, 6.00%, 08/01/55 FR 31427PZY3 - - 30,104,429 $31,695,493 $31,695,493 0.46 $31,065,645
FNMA 30yr Pool#FA1560 5.500% 01-Apr-2055, 5.50%, 04/01/55 FN 3140W1WW9 - - 30,403,666 $31,249,878 $31,249,878 0.45 $31,208,073
FNMA 30yr Pool#BW7371 5.500% 01-Feb-2053, 5.50%, 02/01/53 FN 3140N0FM2 - - 29,711,142 $30,906,213 $30,906,213 0.45 $30,683,698
FHLMC 30yr Pool#SL0238 5.000% 01-May-2054, 5.00%, 05/01/54 FR 31427MHQ7 - - 30,537,396 $30,862,002 $30,862,002 0.45 $30,640,342
FNMA 40yr Pool#BF0698 3.500% 01-Dec-2062, 3.50%, 12/01/62 FN 3140FXX49 - - 33,403,320 $30,799,331 $30,799,331 0.45 $30,370,276
FNMA 30yr Pool#FS3883 4.500% 01-Feb-2053, 4.50%, 02/01/53 FN 3140XKJ50 - - 29,548,550 $29,671,533 $29,671,533 0.43 $28,996,373
FNMA 30yr Pool#FS8335 4.500% 01-Jan-2051, 4.50%, 01/01/51 FN 3140XQHM2 - - 29,572,650 $29,549,699 $29,549,699 0.43 $29,181,555
FHLMC 30yr Pool#SL1291 4.000% 01-Nov-2054, 4.00%, 11/01/54 FR 31427NNH8 - - 30,485,022 $29,368,989 $29,368,989 0.43 $29,058,268
FNMA 30yr Pool#FS9788 5.500% 01-Nov-2054, 5.50%, 11/01/54 FN 3140XR2W4 - - 27,779,062 $28,982,598 $28,982,598 0.42 $28,229,672
FNMA 30yr Pool#FA1798 4.000% 01-Aug-2052, 4.00%, 08/01/52 FN 3140W17L1 - - 29,596,616 $28,591,252 $28,591,252 0.42 $28,225,144
FNMA 30yr Pool#FS8681 4.500% 01-Oct-2050, 4.50%, 10/01/50 FN 3140XQUF2 - - 27,965,790 $27,856,097 $27,856,097 0.40 $27,595,946
FHF ISSUER TRUST 2024-1 0% 26, 4.84%, 12/15/26 FHF 2025-2A 30343DAA2 - - 27,750,000 $27,815,539 $27,815,539 0.40 $27,759,588
NRM MSR-Collateralized Notes, Series 2024-FNT1 A 7.398% 25-NOV-2029, 7.40%, 11/25/31 NZES 2024-FNT1 62956YAA7 - - 26,895,733 $27,227,096 $27,227,096 0.40 $27,144,190
JP MORGAN MORTGAGE TRUST 2 5.777% 55, 5.50%, 11/25/55 JPMMT 2025-5MPR 46593VAD9 - - 26,964,359 $27,186,606 $27,186,606 0.39 $27,025,944
FNMA 30yr Pool#CB4798 5.000% 01-Oct-2052, 5.00%, 10/01/52 FN 3140QQKL8 - - 25,786,554 $25,983,208 $25,983,208 0.38 $25,743,702
FHLMC 30yr Pool#SD3271 5.500% 01-Jun-2053, 5.50%, 06/01/53 FR 3132DQT48 - - 24,114,638 $25,026,482 $25,026,482 0.36 $24,833,475
FNMA 30yr Pool#FA3714 5.000% 01-Nov-2055, 5.00%, 11/01/55 FN 3140W4DU8 - - 24,806,980 $24,958,983 $24,958,983 0.36 $24,927,974
METRONET INFRASTRUCTURE ISSU 5.4% 55, 5.40%, 08/20/55 MNET 2025-2A 59170JAX6 - - 24,600,000 $24,940,154 $24,940,154 0.36 $24,866,354
FNMA 30yr Pool#FS6257 4.000% 01-Jun-2053, 4.00%, 06/01/53 FN 3140XM5T9 - - 25,465,972 $24,350,731 $24,350,731 0.35 $24,157,754
FNMA 30yr Pool#FS9239 4.500% 01-Jan-2051, 4.50%, 01/01/51 FN 3140XRHR9 - - 24,056,481 $24,054,064 $24,054,064 0.35 $23,738,336
FNMA 30yr Pool#FA1129 6.500% 01-Jun-2054, 6.50%, 06/01/54 FN 3140W1HF3 - - 21,955,816 $23,801,961 $23,801,961 0.35 $22,914,276
FNMA 30yr Pool#FS9771 4.000% 01-Oct-2052, 4.00%, 10/01/52 FN 3140XR2D6 - - 24,357,865 $23,436,892 $23,436,892 0.34 $23,178,166
FNMA 30yr Pool#FA1128 6.500% 01-Aug-2054, 6.50%, 08/01/54 FN 3140W1HE6 - - 21,574,938 $23,295,963 $23,295,963 0.34 $22,516,771
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2025-HQA1 M2 5.7218% 25-FEB-2045, 5.72%, 02/25/45 STACR 2025-HQA1 35564NHA4 - - 23,060,148 $23,111,179 $23,111,179 0.34 $23,056,202
PRET 2025-RPL3 Trust A1 4.15% 25-APR-2065, 4.15%, 04/25/65 PRET 2025-RPL3 69382RAA1 - - 22,799,117 $22,443,694 $22,443,694 0.33 $22,341,193
FHLMC 30yr Pool#SD5061 5.500% 01-Mar-2054, 5.50%, 03/01/54 FR 3132DSTS1 - - 21,509,077 $22,389,182 $22,389,182 0.33 $22,087,310
FNMA 30yr Pool#FM7840 4.000% 01-Apr-2050, 4.00%, 04/01/50 FN 3140XBWA4 - - 22,912,815 $22,264,769 $22,264,769 0.32 $21,887,308
Connecticut Avenue Securities Trust 2022-R02 2M2 7.0718% 25-JAN-2042, 7.07%, 01/25/42 CAS 2022-R02 20754BAB7 - - 21,764,114 $22,242,368 $22,242,368 0.32 $22,178,238
FNMA 30yr Pool#FS4781 4.000% 01-Oct-2051, 4.00%, 10/01/51 FN 3140XLJ33 - - 22,405,082 $21,840,843 $21,840,843 0.32 $21,402,299
FNMA 30yr Pool#FS7225 4.000% 01-Aug-2051, 4.00%, 08/01/51 FN 3140XPA33 - - 22,261,168 $21,676,606 $21,676,606 0.31 $21,309,635
FHLMC 30yr Pool#SD6989 5.500% 01-Nov-2054, 5.50%, 11/01/54 FR 3132DUXS1 - - 20,704,586 $21,460,227 $21,460,227 0.31 $21,040,440
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-DNA6 B2 11.5718% 25-OCT-2041, 11.57%, 10/25/41 STACR 2021-DNA6 35564KLV9 - - 19,937,000 $21,171,207 $21,171,207 0.31 $20,878,946
Structured Agency Credit Risk (STACR) Debt Notes, Series 2022-HQA1 M2 9.3218% 25-MAR-2042, 9.32%, 03/25/42 STACR 2022-HQA1 35564KTJ8 - - 20,019,000 $21,077,767 $21,077,767 0.31 $21,000,011
FNMA 30yr Pool#CB7112 5.500% 01-Sep-2053, 5.50%, 09/01/53 FN 3140QS3W9 - - 19,955,736 $20,861,845 $20,861,845 0.30 $20,524,218
Cipher Compute LLC 7.125% 15-NOV-2030, 7.12%, 11/15/30 CIFR 17253NAA5 - - 20,244,000 $20,740,702 $20,740,702 0.30 $20,632,523
FNMA 40yr Pool#BF0226 3.500% 01-Jan-2058, 3.50%, 01/01/58 FN 3140FXHC9 - - 21,973,221 $20,605,531 $20,605,531 0.30 $20,371,373
FNMA 40yr Pool#BF0713 4.000% 01-Mar-2063, 4.00%, 03/01/63 FN 3140FXYK2 - - 21,297,949 $20,602,345 $20,602,345 0.30 $20,195,253
RCKT MOR 2025-CES9 FLT 2055 A1B, 5.00%, 09/25/55 RCKT 2025-CES9 74942JAB0 - - 20,497,373 $20,551,105 $20,551,105 0.30 $20,440,144
FNMA 40yr Pool#BF0807 3.500% 01-Apr-2064, 3.50%, 04/01/64 FN 3140FX3R1 - - 22,293,262 $20,521,494 $20,521,494 0.30 $20,262,961
FNMA 30yr Pool#FS6382 4.000% 01-Aug-2051, 4.00%, 08/01/51 FN 3140XNCU6 - - 21,168,618 $20,476,612 $20,476,612 0.30 $20,263,785
Finance of America Structured Securities Trust, 2025-S1 A1 3.5% 25-FEB-2075, 3.50%, 02/25/75 FASST 2025-S1 31741BAB0 - - 20,980,515 $20,357,054 $20,357,054 0.30 $20,326,458
UMBS TBA 30yr 5% January Delivery, 5.00%, 01/22/26 FNCL 01F050619 - - 20,000,000 $19,816,300 $19,816,300 0.29 $19,816,300
FHLMC 30yr Pool#QJ9063 5.000% 01-Nov-2054, 5.00%, 11/01/54 FR 3133D1B81 - - 19,009,359 $19,681,519 $19,681,519 0.29 $18,983,779
Fannie Mae or Freddie Mac|5.5|01/14/2026, 5.50%, 01/14/26 FNCL 01F052615 - - 19,500,000 $19,657,755 $19,657,755 0.29 $19,657,755
FINANCE OF AMERICA STRUC 3.28125% 74, 3.50%, 04/25/74 FASST 2024-S3 31739WAB8 - - 20,102,669 $19,611,107 $19,611,107 0.28 $19,581,790
FHLMC 30yr Pool#SL0850 4.000% 01-Jul-2049, 4.00%, 07/01/49 FR 31427M5L1 - - 19,602,201 $19,372,466 $19,372,466 0.28 $19,115,974
FNMA 30yr Pool#DC4912 5.500% 01-Oct-2054, 5.50%, 10/01/54 FN 3140ASN61 - - 18,379,966 $19,253,221 $19,253,221 0.28 $18,667,367
FNMA 30yr Pool#FS5028 4.000% 01-Oct-2051, 4.00%, 10/01/51 FN 3140XLSS8 - - 19,820,303 $19,120,572 $19,120,572 0.28 $18,933,207
RCKT MORTGAGE TRUST 2025-C 5.212% 55, 4.97%, 11/25/55 RCKT 2025-CES11 749423AA7 - - 18,656,000 $18,766,150 $18,766,150 0.27 $18,665,783
FNMA 30yr Pool#FS9476 4.000% 01-Jun-2053, 4.00%, 06/01/53 FN 3140XRQ65 - - 18,909,462 $18,403,613 $18,403,613 0.27 $17,932,228
FNMA 30yr Pool#FA1549 5.500% 01-May-2055, 5.50%, 05/01/55 FN 3140W1WK5 - - 17,702,617 $18,282,221 $18,282,221 0.27 $18,147,931
FNMA 30yr Pool#FS2863 4.000% 01-Sep-2052, 4.00%, 09/01/52 FN 3140XJFD0 - - 19,033,761 $18,268,392 $18,268,392 0.27 $18,145,884
FNMA 30yr Pool#FS8709 4.500% 01-Jan-2051, 4.50%, 01/01/51 FN 3140XQVB0 - - 18,119,466 $18,099,724 $18,099,724 0.26 $17,879,838
Saluda Grade Alternative Mortgage Trust 2024-RTL4 A1 7.5% 25-FEB-2030, 7.50%, 02/25/30 GRADE 2024-RTL4 79584CAA9 - - 17,634,279 $17,839,572 $17,839,572 0.26 $17,696,293
FHLMC 30yr Pool#QY8779 6.000% 01-Jul-2055, 6.00%, 07/01/55 FR 31426TXH5 - - 16,953,234 $17,666,523 $17,666,523 0.26 $17,494,541
FNMA 30yr Pool#CB4128 4.500% 01-Jul-2052, 4.50%, 07/01/52 FN 3140QPSS7 - - 17,441,777 $17,352,452 $17,352,452 0.25 $17,129,275
Homeward Opportunities Fund Trust 2024-RTL1 A1 7.12% 25-JUL-2029, 7.12%, 07/25/29 HOF 43789FAA1 - - 17,261,000 $17,325,833 $17,325,833 0.25 $17,274,626
FNMA 30yr Pool#CB8221 5.500% 01-Mar-2054, 5.50%, 03/01/54 FN 3140QUD37 - - 16,769,651 $17,200,106 $17,200,106 0.25 $17,032,465
FHLMC 30yr Pool#QH3192 6.000% 01-Oct-2053, 6.00%, 10/01/53 FR 3133CFRM3 - - 16,399,290 $17,133,881 $17,133,881 0.25 $17,009,108
FNMA 30yr Pool#FS9116 6.000% 01-Sep-2054, 6.00%, 09/01/54 FN 3140XRDW2 - - 15,553,643 $16,787,175 $16,787,175 0.24 $16,025,858
FNMA 40yr Pool#BF0806 3.500% 01-Apr-2064, 3.50%, 04/01/64 FN 3140FX3Q3 - - 17,728,390 $16,643,649 $16,643,649 0.24 $16,171,996
FNMA 30yr Pool#FM4738 4.000% 01-Sep-2050, 4.00%, 09/01/50 FN 3140X8HQ3 - - 17,211,526 $16,528,038 $16,528,038 0.24 $16,415,871
FNMA 40yr Pool#BF0801 2.500% 01-Apr-2064, 2.50%, 04/01/64 FN 3140FX3K6 - - 19,202,990 $16,285,528 $16,285,528 0.24 $15,994,495
FNMA 30yr Pool#DA1525 6.000% 01-Oct-2053, 6.00%, 10/01/53 FN 3140A1VT1 - - 15,300,010 $15,904,140 $15,904,140 0.23 $15,785,809
SALUDA GR ALT MTG TR 2025-LOC5 A1B, 5.79%, 10/25/55 GRADE 2025-LOC5 79581XAC2 - - 15,693,000 $15,789,325 $15,789,325 0.23 $15,751,459
Vontive Mortgage Trust 2025-RTL1 A1 6.507% 25-MAR-2030, 6.51%, 03/25/30 VNTV 2025-RTL1 928884AA3 - - 15,444,000 $15,745,926 $15,745,926 0.23 $15,704,054
FHLMC 30yr Pool#SL0644 4.500% 01-Mar-2053, 4.50%, 03/01/53 FR 31427MWE7 - - 15,746,349 $15,744,240 $15,744,240 0.23 $15,455,128
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 $15,435,025 $15,435,025 0.22 $15,312,396
PRPM 2025-RCF3 LLC 5.25% 55, 5.25%, 07/25/55 PRPM 2025-RCF3 69392PAA3 - - 15,266,953 $15,389,848 $15,389,848 0.22 $15,303,018
FHLMC 30yr Pool#SD5963 6.000% 01-Jul-2054, 6.00%, 07/01/54 FR 3132DTTU4 - - 14,121,130 $15,232,918 $15,232,918 0.22 $14,549,854
PRPM 2025-5 0%30, 5.73%, 07/25/30 PRPM 2025-5 69392RAA9 - - 14,861,096 $14,939,008 $14,939,008 0.22 $14,846,774
PRET 2025-RPL1 Trust A1 4.0% 25-JUL-2069, 4.00%, 07/25/69 PRET 2025-RPL1 69392FAA5 - - 15,325,748 $14,903,609 $14,903,609 0.22 $14,837,197
RCKT Mortgage Trust 2025-CES7 A1A 5.377% 25-JUL-2055, 5.38%, 07/25/55 RCKT 2025-CES7 74943AAA0 - - 14,561,258 $14,725,775 $14,725,775 0.21 $14,640,954
Huntington Bank Auto Credit-Linked Notes, Series 2024-2 B1 5.442% 20-OCT-2032, 5.44%, 10/20/32 HACLN 2024-2 44644NAG4 - - 14,523,115 $14,696,615 $14,696,615 0.21 $14,652,706
Galaxy XXVI CLO Ltd., 6.84%, 07/31/26 GLXYT 2025-1 362922AA4 - - 14,406,384 $14,575,264 $14,575,264 0.21 $14,483,402
Vista Point Securitization Trust 2025-CES2 A1 5.601% 25-AUG-2055, 5.60%, 08/25/55 VSTA 2025-CES2 92842UAA0 - - 14,390,843 $14,492,195 $14,492,195 0.21 $14,404,875
FINANCE OF AMER STR TR 2024-S2 A1, 3.50%, 04/25/74 FASST 2024-S2 31739VAA2 - - 14,335,053 $14,047,502 $14,047,502 0.20 $14,026,597
BMP Commercial Mortgage Trust 2024-MF23 A 5.3309% 15-JUN-2041, 5.33%, 06/15/41 BMP 2024-MF23 05593JAA8 - - 14,000,000 $14,038,308 $14,038,308 0.20 $13,986,480
GS Mortgage-Backed Securities Trust 2025-RPL3 A1 4.1% 25-JUL-2065, 4.10%, 07/25/65 GSMBS 2025-RPL3 362963AA8 - - 14,249,018 $13,970,457 $13,970,457 0.20 $13,907,168
Chase Mortgage Reference Notes, Series 2020-CL1 M1 6.29348% 25-OCT-2057, 6.32%, 10/25/57 CHASE 2020-CL1 46591HAG5 - - 13,359,515 $13,806,812 $13,806,812 0.20 $13,771,639
FHLMC 30yr Pool#SD1143 4.500% 01-Sep-2050, 4.50%, 09/01/50 FR 3132DNHU0 - - 13,585,267 $13,598,838 $13,598,838 0.20 $13,405,604
FHLMC 30yr Pool#SD6558 6.000% 01-Sep-2054, 6.00%, 09/01/54 FR 3132DUJB4 - - 12,761,120 $13,541,848 $13,541,848 0.20 $13,148,553
WULF Compute LLC 7.75% 15-OCT-2030, 7.75%, 10/15/30 WULF 982911AA7 - - 12,852,000 $13,463,671 $13,463,671 0.20 $13,333,633
FNMA 30yr Pool#FS8717 6.000% 01-Jul-2054, 6.00%, 07/01/54 FN 3140XQVK0 - - 12,840,642 $13,438,846 $13,438,846 0.20 $13,230,489
FNMA 30yr Pool#FM5350 4.500% 01-Sep-2050, 4.50%, 09/01/50 FN 3140X85L7 - - 13,409,706 $13,315,569 $13,315,569 0.19 $13,224,607
CONNECTICUT AVENUE SECUR 5.55001% 45, 5.27%, 07/25/45 CAS 2025-R05 20753CAB6 - - 13,037,239 $13,078,900 $13,078,900 0.19 $13,050,263
Foundation Finance Trust 2025-2 B 4.94% 15-APR-2052, 4.94%, 04/15/52 FFIN 2025-2A 35042NAB1 - - 13,050,000 $13,072,717 $13,072,717 0.19 $13,027,948
FNMA 30yr Pool#DE1157 6.000% 01-Jun-2055, 6.00%, 06/01/55 FN 3140BDJB7 - - 12,350,925 $13,004,399 $13,004,399 0.19 $12,728,493
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2025-HQA1 M1 5.2218% 25-FEB-2045, 5.22%, 02/25/45 STACR 2025-HQA1 35564NGZ0 - - 12,956,296 $12,991,214 $12,991,214 0.19 $12,963,024
FNMA 30yr Pool#DE6043 6.000% 01-Aug-2055, 6.00%, 08/01/55 FN 3140BJWD5 - - 12,449,695 $12,929,775 $12,929,775 0.19 $12,830,282
Connecticut Avenue Securities, Series 2021-R03 1M2 5.7218% 25-DEC-2041, 5.72%, 12/25/41 CAS 2021-R03 20754AAB9 - - 12,716,693 $12,828,095 $12,828,095 0.19 $12,797,777
PRET 2025-RPL5 TRUST FLTG 2070 A1, 4.15%, 01/25/70 PRET 2025-RPL5 69393AAA5 - - 12,900,664 $12,693,507 $12,693,507 0.18 $12,635,508
FHLMC 30yr Pool#SD5994 4.500% 01-Sep-2050, 4.50%, 09/01/50 FR 3132DTUT5 - - 12,663,344 $12,671,396 $12,671,396 0.18 $12,495,873
FNMA 30yr Pool#FA0470 6.000% 01-Jan-2055, 6.00%, 01/01/55 FN 3140W0QY4 - - 11,833,057 $12,575,704 $12,575,704 0.18 $12,192,313
TOWD POINT MORTGAGE TRUST 2025 0% 65, 4.97%, 09/25/65 TPMT 2025-FIX1 89183MAA1 - - 12,521,612 $12,540,820 $12,540,820 0.18 $12,473,428
FNMA 40yr Pool#BF0731 2.500% 01-Jun-2063, 2.50%, 06/01/63 FN 3140FXY55 - - 14,780,733 $12,524,011 $12,524,011 0.18 $12,313,965
Acacia 2025-1 A 5.24% 15-NOV-2037, 5.24%, 11/15/37 ACACIA 2025-1 00401PAA7 - - 12,249,000 $12,304,745 $12,304,745 0.18 $12,256,607
FIGRE TRUST 2025-HE4 FLTG 2055 C, 5.71%, 07/25/55 FIGRE 2025-HE4 31684PAC6 - - 12,091,786 $12,194,636 $12,194,636 0.18 $12,119,851
TOWD PT MTG TR 2025-FIX2 FLTG A1, 5.25%, 10/25/65 TPMT 2025-FIX2 89183RAA0 - - 12,073,654 $12,156,298 $12,156,298 0.18 $12,087,643
FHLMC 30yr Pool#QG6755 5.500% 01-Jun-2053, 5.50%, 06/01/53 FR 3133C7QG5 - - 11,701,383 $12,154,505 $12,154,505 0.18 $12,058,295
FNMA 30yr Pool#FS7541 4.000% 01-Jun-2052, 4.00%, 06/01/52 FN 3140XPLX5 - - 12,599,195 $12,152,258 $12,152,258 0.18 $12,035,294
FNMA 30yr Pool#DC5672 5.500% 01-Nov-2054, 5.50%, 11/01/54 FN 3140ATJS6 - - 11,102,290 $12,031,921 $12,031,921 0.17 $11,275,592
Connecticut Avenue Securities Trust 2025-R06 1M1 5.0218% 25-SEP-2045, 5.02%, 09/25/45 CAS 2025-R06 20754YAB7 - - 11,851,374 $11,866,927 $11,866,927 0.17 $11,842,129
FHLMC 30yr Pool#SD1436 4.500% 01-Aug-2052, 4.50%, 08/01/52 FR 3132DNSZ7 - - 11,911,572 $11,766,097 $11,766,097 0.17 $11,682,008
FNMA 40yr Pool#BF0783 3.500% 01-Dec-2063, 3.50%, 12/01/63 FN 3140FX2R2 - - 12,619,674 $11,536,107 $11,536,107 0.17 $11,474,276
FNMA 30yr Pool#FS6236 6.500% 01-Nov-2053, 6.50%, 11/01/53 FN 3140XM4W3 - - 10,656,209 $11,488,061 $11,488,061 0.17 $11,136,235
FHLMC 30yr Pool#QH3306 6.000% 01-Oct-2053, 6.00%, 10/01/53 FR 3133CFU72 - - 10,960,218 $11,451,695 $11,451,695 0.17 $11,367,780
PRET 2025-NPL4 A1 6.3677% 25-MAY-2055, 6.37%, 04/25/55 PRET 2025-NPL4 74136UAA3 - - 11,327,298 $11,401,504 $11,401,504 0.17 $11,371,450
FIGRE Trust 2025-HE3 A 5.56% 25-MAY-2055, 5.56%, 05/25/55 FIGRE 2025-HE3 31684LAA9 - - 11,204,961 $11,355,003 $11,355,003 0.16 $11,287,511
Ally Bank Auto Credit-Linked Notes, Series 2025-A C 4.844% 15-JUN-2033, 4.84%, 06/15/33 ABCLN 2025-A 02007G5F6 - - 11,259,601 $11,320,870 $11,320,870 0.16 $11,282,994
FNMA 30yr Pool#BY4134 5.500% 01-Jul-2053, 5.50%, 07/01/53 FN 3140NLSY6 - - 11,036,908 $11,298,663 $11,298,663 0.16 $11,219,080
RCKT Mortgage Trust 2024-CES7 A1A 5.158% 25-OCT-2044, 5.16%, 10/25/44 RCKT 2024-CES7 749414AA6 - - 11,162,775 $11,228,809 $11,228,809 0.16 $11,166,433
FNMA 30yr Pool#FS5818 4.500% 01-Oct-2050, 4.50%, 10/01/50 FN 3140XMPC4 - - 11,248,770 $11,177,996 $11,177,996 0.16 $11,093,499
FNMA 30yr Pool#FS5362 4.500% 01-Dec-2050, 4.50%, 12/01/50 FN 3140XL5Y0 - - 10,900,949 $10,974,952 $10,974,952 0.16 $10,756,785
FNMA 30yr Pool#FS7613 4.500% 01-May-2052, 4.50%, 05/01/52 FN 3140XPN70 - - 10,876,641 $10,857,226 $10,857,226 0.16 $10,732,799
FHLMC 30yr Pool#SD5224 6.000% 01-Mar-2054, 6.00%, 03/01/54 FR 3132DSYV8 - - 9,905,410 $10,591,126 $10,591,126 0.15 $10,206,636
FNMA 30yr Pool#FS7117 6.500% 01-Feb-2054, 6.50%, 02/01/54 FN 3140XN4B7 - - 9,747,684 $10,556,386 $10,556,386 0.15 $10,186,783
Homeward Opportunities Fund Trust 2025-RRTL1 A1 5.476% 25-MAR-2040, 5.48%, 03/25/40 HOF 2025-RRTL1 437919AA1 - - 10,475,000 $10,548,330 $10,548,330 0.15 $10,524,429
GS MTG-BKD TRUST 2025-CES2 A1, 5.18%, 09/25/55 GSMBS 2025-CES2 36273BAA7 - - 10,475,291 $10,546,827 $10,546,827 0.15 $10,488,043
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-HQA4 M2 6.4218% 25-DEC-2041, 6.42%, 12/25/41 STACR 2021-HQA4 35564KNS4 - - 10,089,878 $10,242,177 $10,242,177 0.15 $10,215,179
FNMA 30yr Pool#BX0421 5.500% 01-Nov-2052, 5.50%, 11/01/52 FN 3140N4PF8 - - 9,922,043 $10,205,810 $10,205,810 0.15 $10,124,346
FNMA 30yr Pool#FS6662 4.000% 01-Oct-2051, 4.00%, 10/01/51 FN 3140XNML5 - - 10,516,837 $10,178,054 $10,178,054 0.15 $10,046,136
FHLMC 30yr Pool#SL0869 4.500% 01-May-2053, 4.50%, 05/01/53 FR 31427M6F3 - - 10,261,967 $10,124,824 $10,124,824 0.15 $10,044,142
LHOME Mortgage Trust 2024-RTL3 A1 6.9% 25-MAY-2029, 6.90%, 05/25/29 LHOME 2024-RTL3 50205GAA0 - - 9,960,000 $10,082,647 $10,082,647 0.15 $10,054,012
FHLMC 30yr Pool#RA7104 4.500% 01-Feb-2051, 4.50%, 02/01/51 FR 3133KN3M3 - - 10,085,749 $9,982,496 $9,982,496 0.14 $9,914,366
Huntington Bank Auto Credit-Linked Notes, Series 2024-1 B1 6.153% 20-MAY-2032, 6.15%, 05/20/32 HACLN 2024-1 44644NAA7 - - 9,666,022 $9,828,635 $9,828,635 0.14 $9,795,594
FHLMC 30yr Pool#QH4373 6.000% 01-Nov-2053, 6.00%, 11/01/53 FR 3133CG2E6 - - 9,396,037 $9,819,172 $9,819,172 0.14 $9,745,435
A&D Mortgage Trust 2025-NQM2 A1 5.79% 25-JUN-2070, 5.79%, 06/25/70 ADMT 2025-NQM2 00250EAC0 - - 9,642,579 $9,773,744 $9,773,744 0.14 $9,713,261
FNMA 30yr Pool#FS2144 3.500% 01-Jun-2052, 3.50%, 06/01/52 FN 3140XHL21 - - 10,245,612 $9,697,841 $9,697,841 0.14 $9,551,567
Rithm Capital Corp. 8.0% 01-APR-2029, 8.00%, 04/01/29 RITM 64828TAB8 - - 9,213,000 $9,541,398 $9,541,398 0.14 $9,400,132
FIGRE TRUST 2025 HE4 FLTG 2055 B, 5.61%, 07/25/55 FIGRE 2025-HE4 31684PAB8 - - 9,361,601 $9,430,911 $9,430,911 0.14 $9,374,036
LHOME Mortgage Trust 2024-RTL5 A2 5.751% 25-SEP-2039, 5.75%, 09/25/39 LHOME 2024-RTL5 50205WAB3 - - 9,325,000 $9,394,470 $9,394,470 0.14 $9,372,125
CONNECTICUT AVENUE SECUR 5.95001% 45, 5.67%, 07/25/45 CAS 2025-R05 20753CAC4 - - 9,254,000 $9,310,950 $9,310,950 0.14 $9,289,080
FNMA 30yr Pool#DA0026 6.000% 01-Sep-2053, 6.00%, 09/01/53 FN 3140A0A41 - - 8,901,754 $9,251,839 $9,251,839 0.13 $9,184,398
Brean Asset Backed Securities Trust 2024-RM8 A1 4.5% 25-MAY-2064, 4.50%, 05/25/64 BABS 2024-RM8 10637YAA3 - - 9,345,555 $9,184,545 $9,184,545 0.13 $9,167,022
RCKT Mortgage Trust 2024-CES9 A1B 5.683% 25-DEC-2044, 5.68%, 12/25/44 RCKT 2024-CES9 749426AB8 - - 8,994,380 $9,097,105 $9,097,105 0.13 $9,041,730
Freddie Mac Multiclass Certificates, Series 5164 FA 4.0% 25-NOV-2051, 4.00%, 11/25/51 FHR 5164 3137H3PY2 - - 9,719,920 $9,088,213 $9,088,213 0.13 $9,072,013
FHLMC 30yr Pool#QZ2313 5.500% 01-Sep-2055, 5.50%, 09/01/55 FR 31426YSB3 - - 8,899,553 $9,070,823 $9,070,823 0.13 $9,004,074
RCKT Mortgage Trust 2025-CES7 A1B 5.478% 25-JUL-2055, 5.48%, 07/25/55 RCKT 2025-CES7 74943AAB8 - - 8,984,752 $9,066,783 $9,066,783 0.13 $9,013,463
FNMA 30yr Pool#FA1287 4.500% 01-Jul-2053, 4.50%, 07/01/53 FN 3140W1ND1 - - 9,038,340 $8,988,066 $8,988,066 0.13 $8,860,485
RCKT MORTGAGE TR 2025-CES8 A1A, 5.15%, 08/25/55 RCKT 2025-CES8 74939WAA8 - - 8,909,739 $8,973,971 $8,973,971 0.13 $8,924,284
FHLMC 30yr Pool#QY9874 6.000% 01-Aug-2055, 6.00%, 08/01/55 FR 31426U6L3 - - 8,521,484 $8,968,250 $8,968,250 0.13 $8,781,986
Alterna Funding III A 6.26% 15-MAY-2039, 6.26%, 05/16/39 TAX 2024-1A 02157JAA3 - - 8,820,371 $8,873,283 $8,873,283 0.13 $8,834,939
FHLMC 30yr Pool#SD7417 5.500% 01-Jan-2055, 5.50%, 01/01/55 FR 3132DVG25 - - 8,410,904 $8,869,763 $8,869,763 0.13 $8,623,003
FHLMC 30yr Pool#QH1500 6.000% 01-Sep-2053, 6.00%, 09/01/53 FR 3133CDUZ5 - - 7,786,854 $8,683,684 $8,683,684 0.13 $8,076,413
FHLMC STACR REMIC TR 2025-DNA3 M1, 5.17%, 09/25/45 STACR 2025-DNA3 35564UAR8 - - 8,469,601 $8,494,920 $8,494,920 0.12 $8,476,669
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 $8,399,055 $8,399,055 0.12 $8,329,644
FHLMC 30yr Pool#QX9929 6.000% 01-Apr-2055, 6.00%, 04/01/55 FR 31426HA78 - - 7,400,886 $8,313,387 $8,313,387 0.12 $7,637,192
FHLMC 30yr Pool#QZ9092 5.000% 01-Nov-2055, 5.00%, 11/01/55 FR 31427KC60 - - 8,229,273 $8,231,527 $8,231,527 0.12 $8,175,133
Fannie Mae REMIC Trust 2022-65 FB 4.8718% 25-SEP-2052, 4.87%, 09/25/52 FNR 2022-65 3136BPCQ2 - - 8,251,691 $8,206,438 $8,206,438 0.12 $8,189,688
PRPM 2025-RPL4 A1, 3.00%, 05/25/55 PRPM 2025-RPL4 74448NAA2 - - 8,600,940 $8,117,877 $8,117,877 0.12 $8,089,924
FHLMC 30yr Pool#QX0520 5.500% 01-Dec-2054, 5.50%, 12/01/54 FR 31425USJ5 - - 7,303,649 $7,893,964 $7,893,964 0.11 $7,421,534
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 $7,811,917 $7,811,917 0.11 $7,779,356
COOPR Residential Mortgage Trust 2025-CES3 A1A 4.84% 25-SEP-2060, 4.84%, 09/25/60 COOPR 2025-CES3 216926AA3 - - 7,810,648 $7,800,420 $7,800,420 0.11 $7,759,466
ACHM Trust 2024-HE1 A 6.55% 25-MAY-2039, 6.55%, 05/25/39 ACHM 2024-HE1 00449TAA3 - - 7,485,179 $7,712,161 $7,712,161 0.11 $7,691,732
FNMA 30yr Pool#DD8495 5.500% 01-May-2055, 5.50%, 05/01/55 FN 3140B9NM7 - - 7,519,382 $7,633,445 $7,633,445 0.11 $7,620,808
Connecticut Avenue Securities Trust 2025-R01 1M2 5.5718% 25-JAN-2045, 5.57%, 01/25/45 CAS 2025-R01 20755JAC7 - - 7,526,000 $7,525,230 $7,525,230 0.11 $7,507,758
FIGRE TRUST 2025-HE6 FLTG 2055 C, 5.25%, 09/25/55 FIGRE 2025-HE6 31684NAC1 - - 7,504,428 $7,470,440 $7,470,440 0.11 $7,427,799
SALUDA GR ALT MTG TR 25 RRTL1 A1, 5.32%, 10/25/40 GRADE 2025-RRTL1 79582NAA7 - - 7,388,000 $7,413,221 $7,413,221 0.11 $7,370,642
RCKT MORTGAGE TRUST 2025 5.24863% 55, 5.25%, 08/25/55 RCKT 2025-CES8 74939WAB6 - - 7,331,853 $7,368,354 $7,368,354 0.11 $7,326,665
Ally Bank Auto Credit-Linked Notes, Series 2025-A D 4.991% 15-JUN-2033, 4.99%, 06/15/33 ABCLN 2025-A 02007G5G4 - - 7,314,223 $7,347,464 $7,347,464 0.11 $7,322,113
RCKT Mortgage Trust 2024-CES1 A1B 6.325% 25-FEB-2044, 6.33%, 02/25/44 RCKT 2024-CES1 749424AB3 - - 7,134,175 $7,238,365 $7,238,365 0.11 $7,189,481
PRPM 2025-RCF3, LLC, 5.77%, 08/25/28 PRPM 2025-6 69395KAA1 - - 7,171,516 $7,214,408 $7,214,408 0.10 $7,169,549
Mello Mortgage Capital Acceptance 2024-SD1 A1 4.0% 25-APR-2054, 4.00%, 04/25/54 MELLO 58550DAA1 - - 7,309,604 $7,213,043 $7,213,043 0.10 $7,200,861
FHLMC 30yr Pool#QG3912 5.500% 01-Jun-2053, 5.50%, 06/01/53 FR 3133C4KZ6 - - 6,850,220 $7,054,420 $7,054,420 0.10 $7,005,240
LHOME Mortgage Trust 2024-RTL4 A2 6.092% 25-JUL-2039, 6.09%, 07/25/39 LHOME 2024-RTL4 50205PAB8 - - 6,870,000 $6,912,710 $6,912,710 0.10 $6,895,272
FNMA 30yr Pool#FS7397 6.000% 01-Mar-2054, 6.00%, 03/01/54 FN 3140XPGF0 - - 6,454,486 $6,839,374 $6,839,374 0.10 $6,650,447
FHLMC 30yr Pool#SD5223 6.000% 01-Apr-2054, 6.00%, 04/01/54 FR 3132DSYU0 - - 6,426,679 $6,776,235 $6,776,235 0.10 $6,621,795
FNMA 30yr Pool#FS4356 6.000% 01-May-2053, 6.00%, 05/01/53 FN 3140XKZW3 - - 6,504,219 $6,753,644 $6,753,644 0.10 $6,702,014
FHLMC 30yr Pool#QH7040 6.000% 01-Dec-2053, 6.00%, 12/01/53 FR 3133CKZD3 - - 6,046,870 $6,701,597 $6,701,597 0.10 $6,238,868
Brean Asset Backed Securities Trust 2024-RM9 A1 5.0% 25-SEP-2064, 5.00%, 09/25/64 BABS 2024-RM9 10638DAA8 - - 6,696,037 $6,663,979 $6,663,979 0.10 $6,650,029
FNMA 30yr Pool#DD5556 6.000% 01-Mar-2055, 6.00%, 03/01/55 FN DD5556 MTGE 3140B6E68 - - 6,193,080 $6,642,051 $6,642,051 0.10 $6,382,402
FIGRE TRUST 2025-HE6 FLTG 2055 B, 5.14%, 09/25/55 FIGRE 2025-HE6 31684NAB3 - - 6,614,489 $6,598,313 $6,598,313 0.10 $6,561,453
EFMT 2025-RTL1 0% 40, 5.22%, 11/25/40 EFMT 2025-RTL1 26846FAA7 - - 6,512,000 $6,528,118 $6,528,118 0.09 $6,507,341
PRET 2025-RPL2 Trust A1 4.0% 25-FEB-2065, 4.00%, 08/25/64 PRET 2025-RPL2 69392LAA2 - - 6,552,228 $6,471,501 $6,471,501 0.09 $6,443,108
FIGRE TRUST 2025-HE4 5.408% 55, 5.41%, 07/25/55 FIGRE 2025-HE4 31684PAA0 - - 6,408,010 $6,458,481 $6,458,481 0.09 $6,420,939
FNMA 30yr Pool#DA1456 5.500% 01-Sep-2053, 5.50%, 09/01/53 FN 3140A1TN7 - - 6,304,478 $6,455,043 $6,455,043 0.09 $6,407,516
FNMA 30yr Pool#DB4017 6.000% 01-May-2054, 6.00%, 05/01/54 FN 3140ADPB1 - - 6,019,253 $6,449,668 $6,449,668 0.09 $6,202,000
FNMA 30yr Pool#FM4129 4.000% 01-Sep-2050, 4.00%, 09/01/50 FN 3140X7ST7 - - 6,647,013 $6,440,389 $6,440,389 0.09 $6,349,513
Connecticut Avenue Securities Trust 2022-R01 1B2 10.0718% 25-DEC-2041, 10.07%, 12/25/41 CAS 2022-R01 20754LAJ8 - - 6,153,382 $6,413,803 $6,413,803 0.09 $6,387,980
LHOME Mortgage Trust 2024-RTL1 A1 7.017% 25-JAN-2029, 7.02%, 01/25/29 LHOME 2024-RTL1 50205DAA7 - - 6,341,000 $6,380,598 $6,380,598 0.09 $6,362,058
RCKT MORT 2025-CES9 FLT 2055 A1A, 4.79%, 09/25/55 RCKT 2025-CES9 74942JAA2 - - 6,369,029 $6,371,529 $6,371,529 0.09 $6,338,444
Structured Agency Credit Risk (STACR) Debt Notes, Series 2024-HQA1 M1 5.3218% 25-MAR-2044, 5.32%, 03/25/44 STACR 2024-HQA1 M1 35564NBX0 - - 6,222,027 $6,237,849 $6,237,849 0.09 $6,224,052
FNMA 30yr Pool#DA1468 6.000% 01-Sep-2053, 6.00%, 09/01/53 FN 3140A1T23 - - 5,906,615 $6,174,910 $6,174,910 0.09 $6,126,256
OCEANVIEW MORTGAGE TRUST 4.99888% 55, 5.00%, 12/25/55 BVINV 2025-4 67647DAU3 - - 6,131,000 $6,140,381 $6,140,381 0.09 $6,127,611
PRPM 2025-RPL3 A1 3.25% 25-APR-2055, 3.25%, 04/25/55 PRPM 2025-RPL3 69392NAA8 - - 6,296,826 $6,074,974 $6,074,974 0.09 $6,052,804
FNMA 30yr Pool#DC7015 5.500% 01-Dec-2054, 5.50%, 12/01/54 FN 3140AUYM9 - - 5,554,061 $6,065,242 $6,065,242 0.09 $5,643,706
Huntington Bank Auto Credit-Linked Notes, Series 2025-1 B 4.957% 20-MAR-2033, 4.96%, 03/21/33 HACLN 2025-1 446438SX2 - - 6,006,265 $6,042,630 $6,042,630 0.09 $6,026,089
FNMA 30yr Pool#FM7479 4.500% 01-Jan-2050, 4.50%, 01/01/50 FN 3140XBJZ4 - - 6,027,041 $6,015,583 $6,015,583 0.09 $5,947,334
FHLMC 30yr Pool#SD3018 5.500% 01-May-2053, 5.50%, 05/01/53 FR 3132DQK70 - - 5,784,404 $6,007,646 $6,007,646 0.09 $5,883,399
FNMA 30yr Pool#DE7796 6.000% 01-Aug-2055, 6.00%, 08/01/55 FN 3140BLUW0 - - 5,645,434 $5,862,261 $5,862,261 0.09 $5,818,015
FHLMC 30yr Pool#QH4638 6.000% 01-Nov-2053, 6.00%, 11/01/53 FR 3133CHEK7 - - 5,584,275 $5,834,347 $5,834,347 0.08 $5,791,930
Connecticut Avenue Securities Trust 2025-R04 25-MAY-2045, 5.27%, 05/25/45 CAS 2025-R04 20755TAB7 - - 5,790,876 $5,815,549 $5,815,549 0.08 $5,802,829
FNMA 30yr Pool#FS1578 4.000% 01-Oct-2050, 4.00%, 10/01/50 FN 3140XGXG9 - - 5,978,464 $5,794,960 $5,794,960 0.08 $5,737,976
FHLMC 30yr Pool#SD3813 6.000% 01-Jul-2053, 6.00%, 07/01/53 FR 3132E0GW6 - - 5,508,583 $5,756,414 $5,756,414 0.08 $5,693,112
FNMA 30yr Pool#BY0337 6.500% 01-May-2053, 6.50%, 05/01/53 FN 3140NGLT5 - - 5,027,668 $5,738,358 $5,738,358 0.08 $5,248,753
MS RES MTG LN TR 2025-SPL1 A1, 4.25%, 02/25/65 MSRM 2025-SPL1 617946AA6 - - 5,804,875 $5,684,202 $5,684,202 0.08 $5,657,476
FNMA 30yr Pool#FS0088 4.000% 01-Mar-2050, 4.00%, 03/01/50 FN 3140XFC25 - - 5,801,822 $5,650,850 $5,650,850 0.08 $5,583,233
SF ABS ISSUER 2025-1 0%55 A2, 5.38%, 11/25/55 SFARM 2025-1A 784193AA2 - - 5,750,000 $5,619,210 $5,619,210 0.08 $5,613,199
FNMA 30yr Pool#DB4019 6.000% 01-May-2054, 6.00%, 05/01/54 FN 3140ADPD7 - - 5,421,831 $5,589,897 $5,589,897 0.08 $5,581,764
FHLMC 30yr Pool#SD2606 4.500% 01-Sep-2051, 4.50%, 09/01/51 FR 3132DP3P1 - - 5,534,598 $5,567,753 $5,567,753 0.08 $5,440,551
RCKT Mortgage Trust 2025-CES10 A1A 4.894% 25-OCT-2055, 4.89%, 11/25/55 RCKT 2025-CES10 74939LAA2 - - 5,393,283 $5,409,604 $5,409,604 0.08 $5,381,010
Connecticut Avenue Securities Trust 2025-R01 1M1 5.1718% 25-JAN-2045, 5.17%, 01/25/45 CAS 2025-R01 20755JAB9 - - 5,390,663 $5,405,599 $5,405,599 0.08 $5,393,983
BX Trust 2021-SDMF A 4.662% 15-SEP-2034, 4.66%, 09/15/34 BX 2021-SDMF 12434CAA2 - - 5,355,350 $5,350,219 $5,350,219 0.08 $5,332,879
LHOME Mortgage Trust 2024-RTL2 A1 7.128% 25-MAR-2029, 7.13%, 03/25/29 LHOME 50205JAA4 - - 5,293,684 $5,343,471 $5,343,471 0.08 $5,327,748
FHLMC 30yr Pool#QJ9072 6.000% 01-Nov-2054, 6.00%, 11/01/54 FR 3133D1CH0 - - 5,124,354 $5,321,431 $5,321,431 0.08 $5,279,932
FHLMC 30yr Pool#QH4473 6.000% 01-Nov-2053, 6.00%, 11/01/53 FR 3133CG6J1 - - 4,561,631 $5,305,927 $5,305,927 0.08 $4,731,258
FNMA 30yr Pool#CA0706 4.000% 01-Nov-2047, 4.00%, 11/01/47 FN 3140Q7YC5 - - 5,227,853 $5,179,472 $5,179,472 0.08 $5,022,441
PRPM 2025 RCF4 LLC 4.5% 55, 4.50%, 08/25/55 PRPM 2025-RCF4 69382WAA0 - - 5,205,344 $5,161,243 $5,161,243 0.07 $5,135,867
FNMA 30yr Pool#BX5986 5.500% 01-Mar-2053, 5.50%, 03/01/53 FN 3140NAUL5 - - 4,945,606 $5,135,992 $5,135,992 0.07 $5,098,862
FNMA 30yr Pool#DF0300 5.500% 01-Sep-2055, 5.50%, 09/01/55 FN 3140BQKN0 - - 5,008,959 $5,103,566 $5,103,566 0.07 $5,067,787
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 $5,092,903 $5,092,903 0.07 $5,070,757
FHLMC 30yr Pool#QH2242 5.500% 01-Sep-2053, 5.50%, 09/01/53 FR 3133CEP30 - - 4,964,486 $5,085,181 $5,085,181 0.07 $5,045,623
Saluda Grade Alternative Mortgage Trust 2023-RTL3 A1 8.0% 25-APR-2029, 8.00%, 04/25/29 GRADE 2023-RTL3 79583YAA2 - - 5,034,856 $5,054,430 $5,054,430 0.07 $5,010,795
FHLMC 30yr Pool#QF9863 5.500% 01-Mar-2053, 5.50%, 03/01/53 FR 3133BX5Y3 - - 4,803,560 $4,968,975 $4,968,975 0.07 $4,933,502
FNMA 30yr Pool#DA5019 6.500% 01-Nov-2053, 6.50%, 11/01/53 FN 3140A5SH2 - - 4,585,636 $4,862,537 $4,862,537 0.07 $4,825,969
ABL 2024-RTL1 A2 7.457% 25-SEP-2029, 7.46%, 09/25/29 ABL 2024-RTL1 00092EAB4 - - 4,840,000 $4,859,740 $4,859,740 0.07 $4,844,702
FHLMC 30yr Pool#QZ1060 6.000% 01-Aug-2055, 6.00%, 08/01/55 FR 31426XFA1 - - 4,679,557 $4,845,444 $4,845,444 0.07 $4,806,422
FNMA 30yr Pool#DE9377 6.000% 01-Sep-2055, 6.00%, 09/01/55 FN 3140BNM39 - - 4,625,154 $4,791,857 $4,791,857 0.07 $4,750,544
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA5 M2 10.8218% 25-JUN-2042, 10.82%, 06/25/42 STACR 2022-DNA5 35564KYW3 - - 4,403,656 $4,788,730 $4,788,730 0.07 $4,768,874
Homeward Opportunities Fund Trust 2025-RRTL2 A1 5.237% 25-AUG-2040, 5.24%, 09/25/40 HOF 2025-RRTL2 437923AA3 - - 4,682,000 $4,703,162 $4,703,162 0.07 $4,692,945
FNMA 30yr Pool#BX9326 5.500% 01-Mar-2053, 5.50%, 03/01/53 FN 3140NELG8 - - 4,453,237 $4,605,596 $4,605,596 0.07 $4,573,703
Ginnie Mae REMIC Trust 2023-116 LF 5.48379% 20-AUG-2053, 5.40%, 08/20/53 GNR 2023-116 38384EFT7 - - 4,562,950 $4,597,901 $4,597,901 0.07 $4,584,215
FNMA 30yr Pool#FS3246 5.500% 01-Nov-2052, 5.50%, 11/01/52 FN 3140XJTC7 - - 4,341,097 $4,537,522 $4,537,522 0.07 $4,484,010
FIGRE Trust 2025-HE3 B 5.71% 25-MAY-2055, 5.71%, 05/25/55 FIGRE 2025-HE3 31684LAB7 - - 4,446,413 $4,526,455 $4,526,455 0.07 $4,498,950
FNMA 30yr Pool#DD3307 6.000% 01-Feb-2055, 6.00%, 02/01/55 FN DD3307 MTGE 3140B3U91 - - 4,358,992 $4,525,551 $4,525,551 0.07 $4,492,247
FHLMC 30yr Pool#QX6719 6.000% 01-Feb-2055, 6.00%, 02/01/55 FR 31426CPD0 - - 4,154,781 $4,514,883 $4,514,883 0.07 $4,281,793
Affirm Asset Securitization Trust 2025-X2 C 4.93% 15-OCT-2030, 4.93%, 10/15/30 AFFRM 2025-X2 00835DAC6 - - 4,500,000 $4,509,541 $4,509,541 0.07 $4,495,984
FHLMC 30yr Pool#RA1100 4.000% 01-Jul-2049, 4.00%, 07/01/49 FR 3133KGGH5 - - 4,684,162 $4,504,434 $4,504,434 0.07 $4,474,455
FHLMC 30yr Pool#QH2259 6.000% 01-Sep-2053, 6.00%, 09/01/53 FR 3133CEQL9 - - 4,287,640 $4,469,427 $4,469,427 0.06 $4,423,780
FIGRE TRUST 2025-FL1 5.265% 55, 5.26%, 07/25/55 FIGRE 2025-FL1 31684QAA8 - - 4,435,981 $4,461,870 $4,461,870 0.06 $4,436,568
RCKT Mortgage Trust 2024-CES6 A1B 5.546% 25-SEP-2044, 5.55%, 09/25/44 RCKT 2024-CES6 749410AB2 - - 4,393,906 $4,431,312 $4,431,312 0.06 $4,404,912
U.S. Bank Auto Credit Linked Notes, Series 2023-1 B 6.789% 25-AUG-2032, 6.79%, 08/25/32 USCLN 2023-1 90357PAV6 - - 4,296,169 $4,351,117 $4,351,117 0.06 $4,338,965
FHLMC 30yr Pool#QH0826 5.500% 01-Sep-2053, 5.50%, 09/01/53 FR 3133CC4K9 - - 3,951,169 $4,345,238 $4,345,238 0.06 $4,070,404
FNMA 30yr Pool#BX0419 5.500% 01-Nov-2052, 5.50%, 11/01/52 FN 3140N4PD3 - - 4,090,753 $4,339,447 $4,339,447 0.06 $4,174,576
Connecticut Avenue Securities Trust 2022-R07 1M2 8.7218% 25-JUN-2042, 8.72%, 06/25/42 CAS 2022-R07 20754MCB1 - - 4,087,000 $4,316,223 $4,316,223 0.06 $4,301,370
FHLMC 30yr Pool#QF7280 5.500% 01-Jan-2053, 5.50%, 01/01/53 FR 3133BVCR4 - - 4,052,058 $4,229,163 $4,229,163 0.06 $4,186,977
FIGRE Trust 2025-HE3 C 5.91% 25-MAY-2055, 5.91%, 05/25/55 FIGRE 2025-HE3 31684LAC5 - - 4,179,628 $4,213,351 $4,213,351 0.06 $4,186,591
FNMA 30yr Pool#CB2907 3.500% 01-Feb-2052, 3.50%, 02/01/52 FN 3140QNGR7 - - 4,464,385 $4,208,825 $4,208,825 0.06 $4,163,961
SREIT Commercial Mortgage Trust 2021-MFP B 5.1528% 15-NOV-2038, 5.15%, 11/15/38 SREIT 2021-MFP 78472UAC2 - - 4,194,208 $4,201,072 $4,201,072 0.06 $4,186,062
FNMA 30yr Pool#BX6124 6.500% 01-Jan-2053, 6.50%, 01/01/53 FN 3140NAYW7 - - 3,949,526 $4,199,567 $4,199,567 0.06 $4,167,545
FHLMC 30yr Pool#QH5204 6.500% 01-Nov-2053, 6.50%, 11/01/53 FR 3133CHX91 - - 3,945,555 $4,184,686 $4,184,686 0.06 $4,152,341
FNMA 30yr Pool#DA5072 6.500% 01-Nov-2053, 6.50%, 11/01/53 FN 3140A5T65 - - 3,931,025 $4,145,178 $4,145,178 0.06 $4,110,998
Connecticut Avenue Securities Trust 2024-R06 1M2 5.6718% 25-SEP-2044, 5.67%, 09/25/44 CAS 2024-R06 20755RAC9 - - 4,125,699 $4,137,381 $4,137,381 0.06 $4,127,631
FNMA 30yr Pool#DE7795 6.000% 01-Aug-2055, 6.00%, 08/01/55 FN 3140BLUV2 - - 3,899,965 $4,133,554 $4,133,554 0.06 $4,021,880
EASY STREET MORTGAGE LN 5.606%40 A1, 5.61%, 10/25/40 EASY 2025-RTL2 27786YAA6 - - 4,100,000 $4,110,110 $4,110,110 0.06 $4,100,533
Fannie Mae REMIC Trust 2020-98 AI 3.5% 25-JAN-2061, 3.50%, 01/25/61 FNR 2020-98 3136BDLE6 - - 18,583,861 $4,085,009 $4,085,009 0.06 $4,014,054
FNMA 30yr Pool#BW6314 5.500% 01-Aug-2052, 5.50%, 08/01/52 FN 3140MYAQ5 - - 3,862,917 $4,065,387 $4,065,387 0.06 $3,943,175
LHOME MORTGAGE TR 2025-RTL3 A1, 5.24%, 08/25/40 LHOME 2025-RTL3 50205YAA1 - - 4,000,000 $4,021,049 $4,021,049 0.06 $4,012,317
RCKT Mortgage Trust 2023-CES1 A1A 6.515% 25-JUN-2043, 6.51%, 06/25/43 RCKT 74935WAA2 - - 3,958,233 $4,000,478 $4,000,478 0.06 $3,972,541
FNMA 30yr Pool#FS2135 4.000% 01-Nov-2049, 4.00%, 11/01/49 FN 3140XHLR6 - - 4,013,931 $3,889,617 $3,889,617 0.06 $3,842,359
Connecticut Avenue Securities Trust 2024-R02 1M1 5.1718% 25-FEB-2044, 5.17%, 02/25/44 CAS 2024-R02 20754GAA8 - - 3,798,833 $3,808,116 $3,808,116 0.06 $3,799,930
RCKT Mortgage Trust 2025-CES2 A1B 5.603% 25-FEB-2055, 5.60%, 02/25/55 RCKT 2025-CES2 74942BAB7 - - 3,767,193 $3,806,951 $3,806,951 0.06 $3,784,085
FNMA 30yr Pool#BY0335 6.000% 01-May-2053, 6.00%, 05/01/53 FN 3140NGLR9 - - 3,661,837 $3,784,528 $3,784,528 0.05 $3,754,112
FHLMC 30yr Pool#QI8221 6.000% 01-Jun-2054, 6.00%, 06/01/54 FR 3133WFD20 - - 3,636,090 $3,774,136 $3,774,136 0.05 $3,746,483
FNMA 30yr Pool#DE2819 5.500% 01-Jun-2055, 5.50%, 06/01/55 FN 3140BFDZ5 - - 3,670,242 $3,753,037 $3,753,037 0.05 $3,727,034
FHLMC 30yr Pool#QX5273 6.000% 01-Feb-2055, 6.00%, 02/01/55 FR 31426A2F4 - - 3,543,503 $3,678,502 $3,678,502 0.05 $3,651,086
FNMA 30yr Pool#FS2713 4.500% 01-Oct-2050, 4.50%, 10/01/50 FN 3140XJAP8 - - 3,684,253 $3,676,528 $3,676,528 0.05 $3,635,529
FHLMC 30yr Pool#QH7549 6.000% 01-Dec-2053, 6.00%, 12/01/53 FR 3133CLL61 - - 3,299,496 $3,632,054 $3,632,054 0.05 $3,404,260
FHLMC 30yr Pool#QH1144 5.500% 01-Sep-2053, 5.50%, 09/01/53 FR 3133CDHV9 - - 3,498,607 $3,630,097 $3,630,097 0.05 $3,603,618
FHLMC 30yr Pool#QH6041 5.500% 01-Dec-2053, 5.50%, 12/01/53 FR 3133CJWA5 - - 3,417,676 $3,508,827 $3,508,827 0.05 $3,483,840
FNMA 30yr Pool#FM7031 4.000% 01-Jan-2051, 4.00%, 01/01/51 FN 3140XAY55 - - 3,612,231 $3,496,153 $3,496,153 0.05 $3,450,559
FHLMC 30yr Pool#QF7810 5.500% 01-Jan-2053, 5.50%, 01/01/53 FR 3133BVVB8 - - 3,359,894 $3,494,811 $3,494,811 0.05 $3,469,876
FHLMC 30yr Pool#QZ3837 6.000% 01-Sep-2055, 6.00%, 09/01/55 FR 31427BHP3 - - 3,351,956 $3,480,184 $3,480,184 0.05 $3,442,829
FHLMC 30yr Pool#SD1416 4.500% 01-Dec-2048, 4.50%, 12/01/48 FR 3132DNSD6 - - 3,482,315 $3,461,036 $3,461,036 0.05 $3,436,262
FINANCE OF AMERICA STRUCTURE 3.5% 74, 3.50%, 02/25/74 FASST 2024-S1 31740RAB6 - - 3,510,122 $3,448,970 $3,448,970 0.05 $3,443,851
FNMA 30yr Pool#DA3549 6.500% 01-Oct-2053, 6.50%, 10/01/53 FN 3140A35K5 - - 2,774,539 $3,410,342 $3,410,342 0.05 $2,929,125
FNMA 30yr Pool#BX8700 5.500% 01-Mar-2053, 5.50%, 03/01/53 FN 3140NDU21 - - 3,285,602 $3,385,922 $3,385,922 0.05 $3,360,946
FNMA 30yr Pool#BX9422 5.500% 01-Mar-2053, 5.50%, 03/01/53 FN 3140NEPG4 - - 3,283,812 $3,363,196 $3,363,196 0.05 $3,338,546
FNMA 30yr Pool#FM1540 4.000% 01-Sep-2049, 4.00%, 09/01/49 FN 3140X4WA0 - - 3,366,368 $3,306,046 $3,306,046 0.05 $3,215,658
FNMA 30yr Pool#MA4026 4.000% 01-May-2050, 4.00%, 05/01/50 FN 31418DPL0 - - 3,368,450 $3,251,232 $3,251,232 0.05 $3,212,734
Bayview Opportunity Master Fund VII Trust 2024-CAR1 B 5.3718% 25-DEC-2031, 5.37%, 12/26/31 BVCLN 2024-CAR1 07336QAB8 - - 3,105,164 $3,119,662 $3,119,662 0.05 $3,112,712
FHLMC 30yr Pool#SD1111 4.000% 01-Jun-2050, 4.00%, 06/01/50 FR 3132DNGU1 - - 3,203,997 $3,116,572 $3,116,572 0.05 $3,087,242
FHLMC 30yr Pool#QZ4951 6.000% 01-Oct-2055, 6.00%, 10/01/55 FR 31427CQD8 - - 2,998,848 $3,105,110 $3,105,110 0.05 $3,080,148
FNMA 30yr Pool#BV5379 3.000% 01-Apr-2052, 3.00%, 04/01/52 FN 3140MJ6R1 - - 3,414,680 $3,079,253 $3,079,253 0.04 $3,047,741
FHLMC 30yr Pool#QG2539 6.500% 01-May-2053, 6.50%, 05/01/53 FR 3133C2ZC5 - - 2,887,110 $3,021,306 $3,021,306 0.04 $2,998,114
FNMA 30yr Pool#MA4056 4.000% 01-Jun-2050, 4.00%, 06/01/50 FN 31418DQJ4 - - 3,138,517 $3,019,316 $3,019,316 0.04 $2,993,430
Gracie Point International Funding, Series 2024-1 B 6.29671% 01-MAR-2028, 6.29%, 03/01/28 GPIF 2024-1A 38410KAB5 - - 3,007,000 $3,014,408 $3,014,408 0.04 $3,009,680
FHLMC 30yr Pool#QE6404 5.500% 01-Jul-2052, 5.50%, 07/01/52 FR 3133BGDH8 - - 2,814,414 $2,991,724 $2,991,724 0.04 $2,873,251
FHLMC 30yr Pool#SD6905 6.000% 01-Nov-2054, 6.00%, 11/01/54 FR 3132DUU62 - - 2,794,995 $2,975,798 $2,975,798 0.04 $2,883,812
BX Trust 2021-BXMF C 5.26427% 15-OCT-2038, 5.26%, 10/15/26 BX 2021-BXMF 05609RAJ3 - - 2,958,012 $2,962,415 $2,962,415 0.04 $2,951,600
FHLMC 30yr Pool#QZ4131 6.000% 01-Sep-2055, 6.00%, 09/01/55 FR 31427BSV8 - - 2,836,056 $2,934,410 $2,934,410 0.04 $2,912,135
Flagship Credit Auto Trust 2023-1 B 5.05% 15-FEB-2028, 5.05%, 01/18/28 FCAT 2023-1 337955AG3 - - 2,914,492 $2,923,241 $2,923,241 0.04 $2,913,020
GWT Commercial Mortgage Trust 2024-WLF2 A 5.6502% 15-MAY-2041, 5.65%, 05/15/41 GWT 2024-WLF2 362414AA2 - - 2,900,000 $2,912,918 $2,912,918 0.04 $2,901,539
Chase Mortgage Reference Notes, Series 2021-CL1 M1 5.2718% 25-FEB-2050, 5.27%, 02/25/50 CHASE 2021-CL1 46591HBX7 - - 2,913,583 $2,888,939 $2,888,939 0.04 $2,882,404
Fannie Mae Pool|4|03/01/2050, 4.00%, 03/01/50 FN 3140X8S24 - - 2,980,072 $2,883,213 $2,883,213 0.04 $2,852,692
FNMA 30yr Pool#MA3496 4.500% 01-Oct-2048, 4.50%, 10/01/48 FN 31418C3E2 - - 2,867,872 $2,872,574 $2,872,574 0.04 $2,829,945
FIGRE Trust 2024-HE4 B 5.252% 25-SEP-2054, 5.25%, 09/25/54 FIGRE 2024-HE4 31684UAB7 - - 2,781,472 $2,787,994 $2,787,994 0.04 $2,781,907
FHLMC 30yr Pool#SD2897 5.500% 01-May-2053, 5.50%, 05/01/53 FR 3132DQGE0 - - 2,694,430 $2,785,415 $2,785,415 0.04 $2,740,688
FNMA 30yr Pool#BV5393 3.500% 01-Apr-2052, 3.50%, 04/01/52 FN 3140MJ7F6 - - 2,913,139 $2,782,766 $2,782,766 0.04 $2,714,164
FHLMC 30yr Pool#QE8542 5.500% 01-Aug-2052, 5.50%, 08/01/52 FR 3133BJP30 - - 2,700,733 $2,777,423 $2,777,423 0.04 $2,757,194
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 $2,775,158 $2,775,158 0.04 $2,767,021
RCKT MORTGAGE TRUST 2025-CE 5.16% 34, 5.16%, 07/25/34 RCKTL 2025-1A 74939RAC5 - - 2,750,000 $2,759,455 $2,759,455 0.04 $2,753,543
FNMA 30yr Pool#DE2839 6.000% 01-Jun-2055, 6.00%, 06/01/55 FN 3140BFEM3 - - 2,577,846 $2,754,243 $2,754,243 0.04 $2,658,431
FNMA 30yr Pool#DA1511 5.500% 01-Oct-2053, 5.50%, 10/01/53 FN 3140A1VD6 - - 2,628,288 $2,692,263 $2,692,263 0.04 $2,671,102
FHLMC 30yr Pool#QF9276 5.500% 01-Mar-2053, 5.50%, 03/01/53 FR 3133BXJV4 - - 2,568,496 $2,667,288 $2,667,288 0.04 $2,648,506
FHLMC 30yr Pool#Q57869 4.000% 01-Aug-2048, 4.00%, 08/01/48 FG 3132Y1W79 - - 2,738,420 $2,642,574 $2,642,574 0.04 $2,624,344
Ally Bank Auto Credit-Linked Notes, Series 2024-A C 6.022% 15-MAY-2032, 6.02%, 05/17/32 ABCLN 2024-A 02007GZ63 - - 2,598,001 $2,641,178 $2,641,178 0.04 $2,630,313
RAM 2024-1 A 5.95% 15-FEB-2039, 6.67%, 02/15/39 RAM 2024-1 751313AA5 - - 2,612,802 $2,625,302 $2,625,302 0.04 $2,613,202
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-HQA3 B2 10.3218% 25-SEP-2041, 10.32%, 09/25/41 STACR 2021-HQA3 35564KKL2 - - 2,504,211 $2,596,793 $2,596,793 0.04 $2,586,023
FNMA 30yr Pool#DA0036 6.500% 01-Sep-2053, 6.50%, 09/01/53 FN 3140A0BE8 - - 2,424,746 $2,558,002 $2,558,002 0.04 $2,535,757
FHLMC 30yr Pool#SD3523 3.000% 01-Jun-2052, 3.00%, 06/01/52 FR 3132DQ4G8 - - 2,786,879 $2,504,931 $2,504,931 0.04 $2,476,885
BX Trust 2021-BXMF G 7.422513% 15-OCT-2038, 7.42%, 10/15/26 BX 2021-BXMF 05609RAS3 - - 2,488,884 $2,492,080 $2,492,080 0.04 $2,479,250
FHLMC 30yr Pool#QF0488 5.500% 01-Sep-2052, 5.50%, 09/01/52 FR 3133BMRH0 - - 2,407,140 $2,490,935 $2,490,935 0.04 $2,457,152
Ginnie Mae REMIC Trust 2017-163 LO 0.0% 16-MAY-2041, 0.00%, 05/16/41 GNR 2017-163 38380KNA9 - - 3,253,569 $2,484,003 $2,484,003 0.04 $2,484,003
FHLMC 30yr Pool#QY9883 6.000% 01-Aug-2055, 6.00%, 08/01/55 FR 31426U6V1 - - 2,386,061 $2,479,288 $2,479,288 0.04 $2,460,651
Saluda Grade Alternative Mortgage Trust 2024-FIG5 B 6.603% 25-APR-2054, 6.60%, 04/25/54 GRADE 2024-FIG5 79582MAB7 - - 2,399,151 $2,435,301 $2,435,301 0.04 $2,418,139
FNMA 30yr Pool#BY8533 6.500% 01-Aug-2053, 6.50%, 08/01/53 FN 3140NRPT7 - - 2,308,611 $2,433,165 $2,433,165 0.04 $2,414,305
FNMA 30yr Pool#BY5913 5.500% 01-Sep-2053, 5.50%, 09/01/53 FN 3140NNSB2 - - 2,323,356 $2,408,429 $2,408,429 0.03 $2,391,178
PRPM 2025-RCF3 LLC 5.25% 55, 5.25%, 07/25/55 PRPM 2025-RCF3 69392PAB1 - - 2,380,125 $2,383,555 $2,383,555 0.03 $2,370,019
FNMA 30yr Pool#DF0313 6.000% 01-Sep-2055, 6.00%, 09/01/55 FN 3140BQK34 - - 2,215,552 $2,375,502 $2,375,502 0.03 $2,275,616
Connecticut Avenue Securities, Series 2021-R01 1M2 5.6218% 25-OCT-2041, 5.62%, 10/25/41 CAS 2021-R01 20754RAB2 - - 2,348,432 $2,361,685 $2,361,685 0.03 $2,356,184
PRPM 2024-RCF2 A1 3.75% 25-MAR-2054, 3.75%, 03/25/54 PRPM 2024-RCF2 693987AA7 - - 2,385,901 $2,342,648 $2,342,648 0.03 $2,338,920
Connecticut Avenue Securities Trust 2022-R08 1M2 7.6718% 25-JUL-2042, 7.67%, 07/25/42 CAS 2022-R08 20755DAB2 - - 2,220,000 $2,311,734 $2,311,734 0.03 $2,304,638
FNMA 30yr Pool#DD4221 6.000% 01-Feb-2055, 6.00%, 02/01/55 FN DD4221 MTGE 3140B4VP2 - - 1,926,329 $2,275,679 $2,275,679 0.03 $1,985,216
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA3 M2 8.4218% 25-APR-2042, 8.42%, 04/25/42 STACR 2022-DNA3 35564KVE6 - - 2,174,307 $2,273,306 $2,273,306 0.03 $2,268,728
Santander Bank Auto Credit-Linked Notes, Series 2024-A B 5.622% 15-JUN-2032, 5.62%, 06/15/32 SBCLN 2024-A 80290CCJ1 - - 2,208,881 $2,244,359 $2,244,359 0.03 $2,235,735
FNMA 30yr Pool#DA3538 6.000% 01-Oct-2053, 6.00%, 10/01/53 FN 3140A34Y6 - - 2,121,071 $2,209,340 $2,209,340 0.03 $2,188,418
FHF Trust 2024-1 (First Help Financial) A2 5.69% 15-FEB-2030, 5.69%, 02/15/30 FHF 2024-1A 31568AAB2 - - 2,167,974 $2,189,152 $2,189,152 0.03 $2,180,585
FNMA 30yr Pool#FA0517 5.500% 01-Feb-2055, 5.50%, 02/01/55 FN 3140W0SF3 - - 2,105,906 $2,171,678 $2,171,678 0.03 $2,138,892
FHLMC 30yr Pool#QG2543 5.500% 01-May-2053, 5.50%, 05/01/53 FR 3133C2ZG6 - - 2,068,180 $2,124,647 $2,124,647 0.03 $2,109,374
FHLMC 30yr Pool#QI4878 6.000% 01-Apr-2054, 6.00%, 04/01/54 FR 3133WBM37 - - 2,015,521 $2,092,535 $2,092,535 0.03 $2,076,713
FNMA 30yr Pool#BP1500 3.000% 01-May-2050, 3.00%, 05/01/50 FN 3140K8U25 - - 2,289,195 $2,074,180 $2,074,180 0.03 $2,060,977
FNMA 30yr Pool#FS3001 4.000% 01-Oct-2051, 4.00%, 10/01/51 FN 3140XJKP7 - - 2,138,280 $2,070,248 $2,070,248 0.03 $2,042,577
FHLMC 30yr Pool#QX7432 6.000% 01-Feb-2055, 6.00%, 02/01/55 FR 31426DHJ4 - - 1,973,326 $2,052,107 $2,052,107 0.03 $2,033,651
FNMA 30yr Pool#FS1640 4.000% 01-Apr-2052, 4.00%, 04/01/52 FN 3140XGZE2 - - 2,105,984 $2,034,977 $2,034,977 0.03 $2,011,673
Chase Mortgage Reference Notes, Series 2020-CL1 M2 6.54348% 25-OCT-2057, 6.57%, 10/25/57 CHASE 2020-CL1 46591HAH3 - - 1,959,567 $2,024,928 $2,024,928 0.03 $2,019,565
FIGRE Trust 2024-HE1 B 6.506% 25-MAR-2054, 6.51%, 03/25/54 FIGRE 2024-HE1 31684HAB6 - - 1,976,005 $2,020,800 $2,020,800 0.03 $2,015,444
FNMA 30yr Pool#CA7849 4.500% 01-Oct-2050, 4.50%, 10/01/50 FN 3140QFWK1 - - 2,026,805 $2,013,361 $2,013,361 0.03 $1,998,828
FNMA 30yr Pool#BY0338 6.500% 01-May-2053, 6.50%, 05/01/53 FN 3140NGLU2 - - 1,908,608 $2,007,823 $2,007,823 0.03 $1,991,926
FNMA 30yr Pool#BW0972 4.500% 01-Jul-2052, 4.50%, 07/01/52 FN 3140MSCJ2 - - 1,968,057 $1,943,541 $1,943,541 0.03 $1,930,819
FNMA 30yr Pool#BX8072 5.500% 01-Mar-2053, 5.50%, 03/01/53 FN 3140NC6J3 - - 1,870,954 $1,934,862 $1,934,862 0.03 $1,921,566
FHLMC 30yr Pool#SI2017 4.000% 01-Dec-2048, 4.00%, 12/01/48 FR 3133USG21 - - 2,006,199 $1,934,128 $1,934,128 0.03 $1,920,459
FNMA 30yr Pool#DF0998 6.000% 01-Oct-2055, 6.00%, 10/01/55 FN 3140BRDC0 - - 1,849,945 $1,914,760 $1,914,760 0.03 $1,900,098
Foundation Finance Trust 2023-2 A 6.53% 15-JUN-2049, 6.53%, 06/15/49 FFIN 2023-2A 35042RAA4 - - 1,836,685 $1,909,617 $1,909,617 0.03 $1,901,288
FHLMC 30yr Pool#QG2540 6.500% 01-May-2053, 6.50%, 05/01/53 FR 3133C2ZD3 - - 1,591,587 $1,899,164 $1,899,164 0.03 $1,652,756
Chase Mortgage Reference Notes, Series 2021-CL1 M3 5.6218% 25-FEB-2050, 5.62%, 02/25/50 CHASE 2021-CL1 46591HBZ2 - - 1,900,142 $1,867,650 $1,867,650 0.03 $1,863,199
FHLMC 30yr Pool#QH7013 6.500% 01-Dec-2053, 6.50%, 12/01/53 FR 3133CKYJ1 - - 1,499,290 $1,842,360 $1,842,360 0.03 $1,561,759
Santander Bank Auto Credit-Linked Notes, Series 2023-B B 5.64% 15-DEC-2033, 5.64%, 12/15/33 SBCLN 2023-B 80290CCB8 - - 1,801,939 $1,828,345 $1,828,345 0.03 $1,821,287
FNMA 30yr Pool#BY0361 6.500% 01-Jun-2053, 6.50%, 06/01/53 FN 3140NGMK3 - - 1,719,909 $1,807,242 $1,807,242 0.03 $1,792,516
FHLMC 30yr Pool#SD1551 4.000% 01-Mar-2050, 4.00%, 03/01/50 FR 3132DNWL3 - - 1,865,279 $1,804,532 $1,804,532 0.03 $1,785,549
FHLMC 30yr Pool#QY7439 6.000% 01-Jun-2055, 6.00%, 06/01/55 FR 31426SHR3 - - 1,593,146 $1,803,481 $1,803,481 0.03 $1,642,949
FHLMC 30yr Pool#QH3309 5.500% 01-Oct-2053, 5.50%, 10/01/53 FR 3133CFVA4 - - 1,463,833 $1,791,575 $1,791,575 0.03 $1,487,758
FNMA 30yr Pool#DC9709 6.000% 01-Jan-2055, 6.00%, 01/01/55 FN 3140AXYF8 - - 1,707,226 $1,764,037 $1,764,037 0.03 $1,761,476
FNMA 30yr Pool#MA3521 4.000% 01-Nov-2048, 4.00%, 11/01/48 FN 31418C4F8 - - 1,785,141 $1,730,453 $1,730,453 0.03 $1,708,837
NRZ MSR-Collateralized Notes, Series 2021-FHT1 A 3.104% 25-JUL-2026, 3.10%, 07/25/26 NZES 2021-FHT1 62955MAB2 - - 1,753,609 $1,728,538 $1,728,538 0.03 $1,726,270
PRPM 2025-RCF3 LLC 5.25% 55, 5.25%, 07/25/55 PRPM 2025-RCF3 69392PAC9 - - 1,700,000 $1,697,101 $1,697,101 0.02 $1,687,432
Reach ABS Trust 2024-2 A 5.88% 15-JUL-2031, 5.88%, 07/15/31 REACH 2024-2A 75525HAA8 - - 1,670,358 $1,685,951 $1,685,951 0.02 $1,679,130
Fannie Mae Pool|4|08/01/2050, 4.00%, 08/01/50 FN 3140X8UA3 - - 1,751,285 $1,681,422 $1,681,422 0.02 $1,670,580
FHLMC 30yr Pool#SD0943 3.500% 01-Apr-2052, 3.50%, 04/01/52 FR 3132DNBL6 - - 1,759,991 $1,679,781 $1,679,781 0.02 $1,641,555
Chase Mortgage Reference Notes, Series 2021-CL1 M2 5.4218% 25-FEB-2050, 5.42%, 02/25/50 CHASE 2021-CL1 46591HBY5 - - 1,711,730 $1,679,510 $1,679,510 0.02 $1,675,643
FHLMC 30yr Pool#QG4340 6.500% 01-Jun-2053, 6.50%, 06/01/53 FR 3133C4ZD9 - - 1,544,685 $1,616,428 $1,616,428 0.02 $1,604,075
ACHV ABS Trust 2024-1PL B 6.34% 25-APR-2031, 6.34%, 04/25/31 ACHV 2024-1PL 00092BAB0 - - 1,595,373 $1,610,597 $1,610,597 0.02 $1,606,383
FHLMC 30yr Pool#SD4456 4.000% 01-Aug-2050, 4.00%, 08/01/50 FR 3132E05R9 - - 1,666,962 $1,610,237 $1,610,237 0.02 $1,592,354
FNMA 30yr Pool#CB2681 3.500% 01-Jan-2052, 3.50%, 01/01/52 FN 3140QM6T6 - - 1,685,247 $1,605,148 $1,605,148 0.02 $1,571,970
FHLMC 30yr Pool#QA2039 3.000% 01-Aug-2049, 3.00%, 08/01/49 FR 31334YHQ3 - - 1,723,798 $1,564,113 $1,564,113 0.02 $1,553,119
FHLMC 30yr Pool#QZ4132 6.000% 01-Sep-2055, 6.00%, 09/01/55 FR 31427BSW6 - - 1,491,714 $1,543,689 $1,543,689 0.02 $1,532,155
Bayview Opportunity Master Fund VII Trust 2024-CAR1 C 5.5718% 25-DEC-2031, 5.57%, 12/26/31 BVCLN 2024-CAR1 07336QAC6 - - 1,511,180 $1,519,585 $1,519,585 0.02 $1,516,076
FHLMC 30yr Pool#Q58477 4.000% 01-Sep-2048, 4.00%, 09/01/48 FG 3132Y2M37 - - 1,570,887 $1,516,149 $1,516,149 0.02 $1,505,573
Ally Bank Auto Credit-Linked Notes, Series 2024-A D 6.315% 15-MAY-2032, 6.31%, 05/17/32 ABCLN 2024-A 02007GZ71 - - 1,484,572 $1,510,084 $1,510,084 0.02 $1,503,574
FNMA 30yr Pool#MA3415 4.000% 01-Jul-2048, 4.00%, 07/01/48 FN 31418CYM0 - - 1,510,274 $1,469,794 $1,469,794 0.02 $1,445,719
FNMA 30yr Pool#BT8051 5.500% 01-Jan-2053, 5.50%, 01/01/53 FN 3140LW5M5 - - 1,384,949 $1,441,308 $1,441,308 0.02 $1,430,673
FNMA 30yr Pool#CA5573 4.000% 01-Apr-2050, 4.00%, 04/01/50 FN 3140QDFP4 - - 1,481,463 $1,422,553 $1,422,553 0.02 $1,413,192
FNMA 30yr Pool#CA1931 4.500% 01-Jun-2048, 4.50%, 06/01/48 FN 3140Q9ED1 - - 1,427,070 $1,418,662 $1,418,662 0.02 $1,408,197
FIGRE TRUST 2025-HE5 FLTG 2055 B, 5.49%, 08/25/55 FIGRE 2025-HE5 31684MAB5 - - 1,403,049 $1,406,529 $1,406,529 0.02 $1,398,192
FNMA 30yr Pool#BY1896 5.500% 01-May-2053, 5.50%, 05/01/53 FN 3140NJDA9 - - 1,359,374 $1,400,604 $1,400,604 0.02 $1,390,136
FHF Issuer Trust 2023-2 (First Help Financial) A2 6.79% 15-OCT-2029, 6.79%, 10/15/29 FHF 2023-2A 30333LAB4 - - 1,363,054 $1,379,921 $1,379,921 0.02 $1,373,494
U.S. Auto Funding 2021-1 C 2.2% 15-MAY-2026, 2.20%, 05/15/26 USAUT 2021-1A 90355EAC5 - - 1,634,251 $1,378,416 $1,378,416 0.02 $1,375,919
FNMA 30yr Pool#BX7860 5.500% 01-Mar-2053, 5.50%, 03/01/53 FN 3140NCWW5 - - 1,297,397 $1,342,697 $1,342,697 0.02 $1,332,665
FNMA 30yr Pool#DB3056 5.500% 01-May-2054, 5.50%, 05/01/54 FN 3140ACME0 - - 1,178,823 $1,297,735 $1,297,735 0.02 $1,201,885
FNMA 30yr Pool#BY0327 6.500% 01-May-2053, 6.50%, 05/01/53 FN 3140NGLH1 - - 1,234,529 $1,289,994 $1,289,994 0.02 $1,279,892
Blue Bridge Funding 2023-1 A 7.37% 15-NOV-2030, 7.37%, 11/15/30 BBEF 2023-1A 09531MAA8 - - 1,250,787 $1,265,754 $1,265,754 0.02 $1,259,353
FNMA 30yr Pool#FM7725 4.500% 01-Dec-2050, 4.50%, 12/01/50 FN 3140XBSP6 - - 1,258,816 $1,246,221 $1,246,221 0.02 $1,237,425
Arivo Acceptance Auto Loan Receivables Trust 2024-1 A 6.46% 15-APR-2028, 6.46%, 04/17/28 ARIVO 2024-1A 039943AA3 - - 1,230,949 $1,243,245 $1,243,245 0.02 $1,237,722
FHLMC 30yr Pool#QF2561 5.500% 01-Nov-2052, 5.50%, 11/01/52 FR 3133BPZ27 - - 1,177,290 $1,220,863 $1,220,863 0.02 $1,212,345
FNMA 30yr Pool#MA3149 4.000% 01-Oct-2047, 4.00%, 10/01/47 FN 31418CQB3 - - 1,250,058 $1,214,495 $1,214,495 0.02 $1,200,961
FNMA 40yr Pool#BF0167 3.000% 01-Feb-2057, 3.00%, 02/01/57 FN 3140FXFH0 - - 1,368,954 $1,205,640 $1,205,640 0.02 $1,184,118
Tricolor Auto Securitization Trust 2024-1 A 6.61% 15-OCT-2027, 6.61%, 10/15/27 TAST 2024-1A 89616LAA0 - - 1,205,445 $1,200,867 $1,200,867 0.02 $1,195,333
FNMA 30yr Pool#BJ9181 5.000% 01-May-2048, 5.00%, 05/01/48 FN 3140HBFX1 - - 1,163,605 $1,184,508 $1,184,508 0.02 $1,175,801
FNMA 30yr Pool#FM9138 4.000% 01-Mar-2050, 4.00%, 03/01/50 FN 3140XDEL6 - - 1,217,841 $1,177,882 $1,177,882 0.02 $1,165,786
FHLMC 30yr Pool#SD8003 4.000% 01-Jul-2049, 4.00%, 07/01/49 FR 3132DV3L7 - - 1,216,556 $1,176,588 $1,176,588 0.02 $1,162,107
FNMA 30yr Pool#BX0804 5.500% 01-Nov-2052, 5.50%, 11/01/52 FN 3140N43N5 - - 1,130,224 $1,168,994 $1,168,994 0.02 $1,159,833
FHLMC 30yr Pool#QD9182 3.000% 01-Mar-2052, 3.00%, 03/01/52 FR 3133B7FX1 - - 1,271,878 $1,142,170 $1,142,170 0.02 $1,135,346
FHLMC 30yr Pool#QG6538 5.500% 01-Jul-2053, 5.50%, 07/01/53 FR 3133C7HP5 - - 1,099,171 $1,140,451 $1,140,451 0.02 $1,132,698
FHLMC 30yr Pool#ZT2087 4.000% 01-Jun-2049, 4.00%, 06/01/49 FR 3132AEJ80 - - 1,172,818 $1,134,820 $1,134,820 0.02 $1,120,326
FNMA 30yr Pool#AS6811 3.000% 01-Mar-2046, 3.00%, 03/01/46 FN 3138WGR97 - - 1,227,304 $1,122,744 $1,122,744 0.02 $1,113,240
FHLMC 30yr Pool#QG6948 5.500% 01-Jul-2053, 5.50%, 07/01/53 FR 3133C7WH6 - - 1,042,105 $1,082,233 $1,082,233 0.02 $1,073,722
FNMA 30yr Pool#AS7492 4.000% 01-Jul-2046, 4.00%, 07/01/46 FN 3138WHKE1 - - 1,093,605 $1,058,669 $1,058,669 0.02 $1,050,777
FHLMC 30yr Pool#RA1188 4.500% 01-Aug-2049, 4.50%, 08/01/49 FR 3133KGJ90 - - 1,067,838 $1,058,106 $1,058,106 0.02 $1,050,638
FHLMC 30yr Pool#RA1087 4.500% 01-Jul-2049, 4.50%, 07/01/49 FR 3133KGF45 - - 1,055,462 $1,045,877 $1,045,877 0.02 $1,038,461
FNMA 30yr Pool#CB8995 5.500% 01-Aug-2054, 5.50%, 08/01/54 FN 3140QU7H3 - - 1,009,434 $1,045,785 $1,045,785 0.02 $1,025,786
FHLMC 30yr Pool#QG3885 6.500% 01-Jun-2053, 6.50%, 06/01/53 FR 3133C4J62 - - 968,232 $1,013,168 $1,013,168 0.01 $1,005,459
FNMA 30yr Pool#FM1598 4.000% 01-Feb-2049, 4.00%, 02/01/49 FN 3140X4X43 - - 987,563 $958,562 $958,562 0.01 $945,350
FNMA 30yr Pool#BV4203 3.500% 01-Apr-2052, 3.50%, 04/01/52 FN 3140MHU56 - - 1,019,369 $956,101 $956,101 0.01 $949,819
FNMA 30yr Pool#BV8484 3.500% 01-Apr-2052, 3.50%, 04/01/52 FN 3140MNNA0 - - 1,008,366 $945,278 $945,278 0.01 $939,492
FNMA 30yr Pool#DA3522 5.500% 01-Oct-2053, 5.50%, 10/01/53 FN 3140A34G5 - - 921,927 $943,675 $943,675 0.01 $936,944
FNMA 30yr Pool#CA6382 4.500% 01-Jul-2050, 4.50%, 07/01/50 FN 3140QECU4 - - 922,948 $913,614 $913,614 0.01 $907,359
GNMA II 30yr Pool#MA5021 4.500% 20-Feb-2048, 4.50%, 02/20/48 G2 36179TSJ5 - - 902,260 $904,338 $904,338 0.01 $891,358
FHLMC 30yr Pool#ZM8197 4.000% 01-Sep-2048, 4.00%, 09/01/48 FR 3131Y3DA1 - - 934,641 $900,989 $900,989 0.01 $894,697
FHLMC 30yr Pool#QG7338 6.000% 01-Jul-2053, 6.00%, 07/01/53 FR 3133C8EK7 - - 836,067 $868,024 $868,024 0.01 $861,492
BX Commercial Mortgage Trust 2021-21M A 4.803% 15-OCT-2036, 4.80%, 10/15/36 BX 2021-21M 05609CAA5 - - 862,801 $863,739 $863,739 0.01 $860,861
FNMA 30yr Pool#AB9341 3.000% 01-May-2043, 3.00%, 05/01/43 FN 31417GLX2 - - 888,004 $819,828 $819,828 0.01 $812,555
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-DNA5 M2 5.7218% 25-JAN-2034, 5.72%, 01/25/34 STACR 2021-DNA5 35564KHE2 - - 795,297 $799,325 $799,325 0.01 $797,429
FNMA 30yr Pool#BN4541 4.000% 01-Feb-2049, 4.00%, 02/01/49 FN 3140JMBK7 - - 821,741 $792,108 $792,108 0.01 $786,616
FREMF 2019-KF70 Mortgage Trust C 10.31633% 25-SEP-2029, 10.32%, 09/25/29 FREMF 2019-KF70 30298UAJ0 - - 789,970 $784,071 $784,071 0.01 $780,676
FNMA 30yr Pool#BY0782 5.500% 01-Apr-2053, 5.50%, 04/01/53 FN 3140NG2Q2 - - 741,700 $768,524 $768,524 0.01 $763,271
FHLMC 30yr Pool#ZT1926 3.000% 01-Nov-2043, 3.00%, 11/01/43 FR 3132AED78 - - 810,080 $761,149 $761,149 0.01 $743,756
FHLMC 30yr Pool#RA1999 4.500% 01-Jan-2050, 4.50%, 01/01/50 FR 3133KHGG5 - - 747,016 $740,494 $740,494 0.01 $734,984
FNMA 30yr Pool#BY0866 5.500% 01-May-2053, 5.50%, 05/01/53 FN 3140NG6C9 - - 698,253 $719,819 $719,819 0.01 $714,054
ACHV ABS Trust 2024-1PL C 6.42% 25-APR-2031, 6.42%, 04/25/31 ACHV 2024-1PL 00092BAC8 - - 704,156 $710,048 $710,048 0.01 $708,165
ACHM Trust 2024-HE1 B 7.26% 25-MAY-2039, 7.26%, 05/25/39 ACHM 2024-HE1 00449TAB1 - - 680,471 $705,069 $705,069 0.01 $703,010
GNMA II 30yr Pool#MA5264 4.000% 20-Jun-2048, 4.00%, 06/20/48 G2 36179TZ57 - - 717,506 $695,174 $695,174 0.01 $686,598
FHLMC 30yr Pool#QD6555 3.000% 01-Feb-2052, 3.00%, 02/01/52 FR 3133B4H81 - - 733,758 $659,107 $659,107 0.01 $655,074
Compass Datacenters Issuer II, Series 2024-1 B_2401 7.0% 25-FEB-2049, 7.00%, 02/25/49 CMPDC 2024-1A 20469AAC3 - - 620,000 $633,768 $633,768 0.01 $631,960
FNMA 30yr Pool#BW0343 4.500% 01-May-2052, 4.50%, 05/01/52 FN 3140MRLZ8 - - 632,422 $621,024 $621,024 0.01 $617,043
FHLMC 30yr Pool#QE1073 3.500% 01-Apr-2052, 3.50%, 04/01/52 FR 3133BAFN6 - - 647,501 $607,070 $607,070 0.01 $603,275
FHLMC 30yr Pool#SD8047 4.500% 01-Feb-2050, 4.50%, 02/01/50 FR 3132DV5G6 - - 589,320 $591,406 $591,406 0.01 $581,185
MHC Commercial Mortgage Trust 2021-MHC A 4.874442% 15-APR-2038, 4.87%, 04/15/38 MHC 2021-MHC 55316VAA2 - - 586,117 $587,379 $587,379 0.01 $585,395
FNMA 30yr Pool#AL6842 4.000% 01-May-2045, 4.00%, 05/01/45 FN 3138EPS88 - - 593,835 $578,230 $578,230 0.01 $573,288
Sequoia Mortgage Trust 2013-5 A1 2.5% 25-MAY-2043, 2.50%, 05/25/43 SEMT 2013-5 81745AAA5 - - 647,454 $577,225 $577,225 0.01 $575,472
FNMA 30yr Pool#BK9507 4.000% 01-Oct-2048, 4.00%, 10/01/48 FN 3140HPR58 - - 593,691 $575,330 $575,330 0.01 $571,323
Connecticut Avenue Securities Trust 2022-R01 1M1 5.0718% 25-DEC-2041, 5.07%, 12/25/41 CAS 2022-R01 20754LAA7 - - 540,184 $541,325 $541,325 0.01 $540,184
FNMA 30yr Pool#AZ0869 4.000% 01-Jul-2045, 4.00%, 07/01/45 FN 3138YR6F0 - - 517,703 $503,730 $503,730 0.01 $499,620
Connecticut Avenue Securities Trust 2022-R07 1B2 16.0718% 25-JUN-2042, 16.07%, 06/25/42 CAS 2022-R07 20754MAL1 - - 436,201 $503,676 $503,676 0.01 $500,755
FHLMC 15yr Pool#SB0116 2.500% 01-Nov-2034, 2.50%, 11/01/34 FR 3132CWDV3 - - 510,428 $494,458 $494,458 0.01 $485,393
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA2 M1A 5.3718% 25-FEB-2042, 5.37%, 02/25/42 STACR 2022-DNA2 35564KRE1 - - 483,697 $485,252 $485,252 0.01 $484,169
FHLMC 30yr Pool#QD9191 3.500% 01-Apr-2052, 3.50%, 04/01/52 FR 3133B7F86 - - 499,061 $468,121 $468,121 0.01 $465,011
FHLMC 30yr Pool#SD1414 4.000% 01-Oct-2050, 4.00%, 10/01/50 FR 3132DNSB0 - - 436,445 $420,143 $420,143 0.01 $416,911
Gracie Point International Funding, Series 2023-2 A 6.44671% 01-MAR-2027, 6.45%, 03/01/27 GPIF 2023-2A 38410JAA0 - - 418,538 $420,045 $420,045 0.01 $419,370
FNMA 30yr Pool#CB4329 3.500% 01-Jul-2052, 3.50%, 07/01/52 FN 3140QPY35 - - 435,067 $415,006 $415,006 0.01 $405,561
FNMA 30yr Pool#BV6879 4.500% 01-Apr-2052, 4.50%, 04/01/52 FN 3140MLUD0 - - 405,464 $398,235 $398,235 0.01 $395,667
FNMA 30yr Pool#CA4646 3.000% 01-Feb-2048, 3.00%, 02/01/48 FN 3140QCEU6 - - 422,004 $397,596 $397,596 0.01 $384,196
FHLMC 30yr Pool#QG3397 6.000% 01-May-2053, 6.00%, 05/01/53 FR 3133C3X27 - - 365,046 $379,096 $379,096 0.01 $376,147
FHLMC 30yr Pool#QA8274 3.500% 01-Mar-2050, 3.50%, 03/01/50 FR 3133A3FP8 - - 387,475 $359,230 $359,230 0.01 $356,988
FNMA 30yr Pool#FM3447 4.000% 01-Nov-2049, 4.00%, 11/01/49 FN 3140X6ZM6 - - 354,518 $346,290 $346,290 0.01 $340,257
Connecticut Avenue Securities Trust 2023-R05 1B1 8.8218% 25-JUN-2043, 8.82%, 06/25/43 CAS 2023-R05 207942AC7 - - 312,000 $335,182 $335,182 0.00 $334,035
Connecticut Avenue Securities, Series 2021-R03 1M1 4.9218% 25-DEC-2041, 4.92%, 12/25/41 CAS 2021-R03 20754AAA1 - - 323,507 $324,193 $324,193 0.00 $323,529
FHLMC 30yr Pool#SD1966 4.000% 01-Nov-2052, 4.00%, 11/01/52 FR 3132DPFF0 - - 328,580 $315,547 $315,547 0.00 $311,751
FHLMC 30yr Pool#ZN6461 4.000% 01-May-2049, 4.00%, 05/01/49 FR 3131YDFA7 - - 303,297 $311,615 $311,615 0.00 $289,879
FNMA 30yr Pool#BV7632 4.500% 01-Apr-2052, 4.50%, 04/01/52 FN 3140MMPS1 - - 311,555 $306,020 $306,020 0.00 $304,027
FNMA 30yr Pool#AR9225 3.000% 01-Mar-2043, 3.00%, 03/01/43 FN 3138W7HB3 - - 327,837 $301,396 $301,396 0.00 $298,925
FHLMC 30yr Pool#ZT0391 4.000% 01-Nov-2047, 4.00%, 11/01/47 FR 3132ACNG1 - - 299,260 $291,516 $291,516 0.00 $289,277
FHLMC 30yr Pool#QA5150 4.500% 01-Dec-2049, 4.50%, 12/01/49 FR 31346YWK5 - - 293,225 $291,203 $291,203 0.00 $289,184
FNMA 30yr Pool#FS2548 4.000% 01-Mar-2051, 4.00%, 03/01/51 FN 3140XHZN0 - - 298,534 $287,839 $287,839 0.00 $285,172
FNMA 30yr Pool#FS2238 4.000% 01-Mar-2051, 4.00%, 03/01/51 FN 3140XHPY7 - - 290,724 $281,900 $281,900 0.00 $278,298
FNMA 30yr Pool#AS8649 3.000% 01-Jan-2047, 3.00%, 01/01/47 FN 3138WJTF5 - - 304,391 $275,915 $275,915 0.00 $273,944
FNMA 30yr Pool#BN3899 4.000% 01-Dec-2048, 4.00%, 12/01/48 FN 3140JLKM5 - - 267,496 $258,145 $258,145 0.00 $256,062
Fannie Mae REMIC Trust 2017-9 VL 3.0% 25-JUL-2028, 3.00%, 07/25/28 FNR 2017-9 3136AVYH6 - - 247,753 $254,313 $254,313 0.00 $245,421
FHLMC 30yr Pool#QA1615 3.500% 01-Aug-2049, 3.50%, 08/01/49 FR 31334XYL7 - - 270,021 $251,923 $251,923 0.00 $250,296
FHLMC 30yr Pool#ZN4240 4.500% 01-Dec-2048, 4.50%, 12/01/48 FR 3131YAV98 - - 248,668 $247,404 $247,404 0.00 $245,515
Fannie Mae REMIC Trust 2012-126 SY 0.0% 25-NOV-2042, 0.00%, 11/25/42 FNR 2012-126 3136A9ZR2 - - 473,554 $233,259 $233,259 0.00 $233,259
FNMA 30yr Pool#MA3908 4.500% 01-Jan-2050, 4.50%, 01/01/50 FN 31418DKW1 - - 230,182 $229,686 $229,686 0.00 $227,005
FHLMC 15yr Pool#SB0040 2.500% 01-Dec-2033, 2.50%, 12/01/33 FR 3132CWBH6 - - 227,376 $226,918 $226,918 0.00 $219,528
FNMA 30yr Pool#BW0081 4.500% 01-Apr-2052, 4.50%, 04/01/52 FN 3140MRCT2 - - 229,264 $225,130 $225,130 0.00 $223,689
FNMA 30yr Pool#MA3687 4.000% 01-Jun-2049, 4.00%, 06/01/49 FN 31418DCZ3 - - 231,655 $224,918 $224,918 0.00 $221,287
FNMA 30yr Pool#BE3616 4.000% 01-May-2047, 4.00%, 05/01/47 FN 3140FPAS8 - - 226,389 $220,948 $220,948 0.00 $219,114
FNMA 30yr Pool#MA1327 3.000% 01-Jan-2043, 3.00%, 01/01/43 FN 31418APM4 - - 238,092 $220,457 $220,457 0.00 $218,599
GNMA II 30yr Pool#MA5192 4.000% 20-May-2048, 4.00%, 05/20/48 G2 36179TXV2 - - 214,408 $207,961 $207,961 0.00 $205,172
FNMA 30yr Pool#BO9819 4.500% 01-Dec-2049, 4.50%, 12/01/49 FN 3140K54D6 - - 209,220 $207,845 $207,845 0.00 $206,337
FHLMC 30yr Pool#RA1088 4.500% 01-Jul-2049, 4.50%, 07/01/49 FR 3133KGF52 - - 203,224 $201,800 $201,800 0.00 $200,417
FNMA 30yr Pool#AB6280 3.000% 01-Sep-2042, 3.00%, 09/01/42 FN 31417C6S9 - - 192,894 $178,746 $178,746 0.00 $177,101
FHLMC 30yr Pool#SD8040 4.500% 01-Jan-2050, 4.50%, 01/01/50 FR 3132DV4Z5 - - 174,460 $177,724 $177,724 0.00 $172,052
FNMA 30yr Pool#BO2983 3.000% 01-Sep-2049, 3.00%, 09/01/49 FN 3140JXJ58 - - 190,337 $176,222 $176,222 0.00 $171,779
FNMA 30yr Pool#CA4185 4.500% 01-Sep-2049, 4.50%, 09/01/49 FN 3140QBUK2 - - 174,552 $173,386 $173,386 0.00 $172,141
FNMA 30yr Pool#CA4035 4.500% 01-Aug-2049, 4.50%, 08/01/49 FN 3140QBPV4 - - 166,553 $165,387 $165,387 0.00 $164,252
FNMA 30yr Pool#BV7132 4.500% 01-Apr-2052, 4.50%, 04/01/52 FN 3140ML4S6 - - 161,389 $158,485 $158,485 0.00 $157,464
FHLMC 30yr Pool#ZA7158 4.500% 01-Jun-2049, 4.50%, 06/01/49 FR 31329Q5T4 - - 156,734 $155,499 $155,499 0.00 $154,209
FHLMC 30yr Pool#ZT1320 4.000% 01-Nov-2048, 4.00%, 11/01/48 FR 3132ADPD4 - - 159,620 $154,816 $154,816 0.00 $152,797
FNMA 30yr Pool#AB7563 3.000% 01-Jan-2043, 3.00%, 01/01/43 FN 31417EMM0 - - 165,984 $154,206 $154,206 0.00 $152,847
FNMA 30yr Pool#FS2546 4.000% 01-Mar-2051, 4.00%, 03/01/51 FN 3140XHZL4 - - 153,016 $147,848 $147,848 0.00 $146,476
FNMA 30yr Pool#BW0072 4.500% 01-Apr-2052, 4.50%, 04/01/52 FN 3140MRCJ4 - - 136,110 $133,663 $133,663 0.00 $132,800
FNMA 30yr Pool#MA1229 3.000% 01-Oct-2042, 3.00%, 10/01/42 FN 31418ALK2 - - 142,922 $132,796 $132,796 0.00 $131,623
GNMA II 30yr Pool#MA5753 4.000% 20-Feb-2049, 4.00%, 02/20/49 G2 36179UMA7 - - 136,900 $128,075 $128,075 0.00 $127,161
FNMA 30yr Pool#BV7131 4.500% 01-Apr-2052, 4.50%, 04/01/52 FN 3140ML4R8 - - 128,843 $126,527 $126,527 0.00 $125,711
GNMA II 30yr Pool#BF6874 4.500% 20-Jul-2048, 4.50%, 07/20/48 G2 3617GDT77 - - 126,387 $124,811 $124,811 0.00 $123,875
GNMA II 30yr Pool#MA5866 4.000% 20-Apr-2049, 4.00%, 04/20/49 G2 36179UQT2 - - 131,967 $124,167 $124,167 0.00 $123,215
FNMA 20yr Pool#AB9283 3.000% 01-Apr-2038, 3.00%, 04/01/38 FN 31417GJ56 - - 130,737 $120,881 $120,881 0.00 $119,624
GNMA II 30yr Pool#BK5879 4.500% 20-Nov-2048, 4.50%, 11/20/48 G2 3617J6Q80 - - 111,202 $109,987 $109,987 0.00 $109,230
FNMA 30yr Pool#CA3683 4.500% 01-Jun-2049, 4.50%, 06/01/49 FN 3140QBCV8 - - 105,966 $107,840 $107,840 0.00 $104,502
FNMA 30yr Pool#BM3282 3.500% 01-Dec-2047, 3.50%, 12/01/47 FN 3140J7UG8 - - 112,750 $107,091 $107,091 0.00 $106,053
FHLMC 30yr Pool#QE0318 4.500% 01-Mar-2052, 4.50%, 03/01/52 FR 3133B9K78 - - 108,047 $106,132 $106,132 0.00 $105,436
FHLMC 30yr Pool#ZT1633 4.000% 01-Mar-2047, 4.00%, 03/01/47 FR 3132ADY69 - - 105,934 $105,319 $105,319 0.00 $102,234
FNMA 30yr Pool#CA0108 3.500% 01-Aug-2047, 3.50%, 08/01/47 FN 3140Q7DN4 - - 105,136 $100,417 $100,417 0.00 $98,891
FHLMC 30yr Pool#ZM7577 4.500% 01-Aug-2048, 4.50%, 08/01/48 FR 3131Y2M21 - - 89,741 $99,189 $99,189 0.00 $88,554
Fannie Mae REMIC Trust 2013-130 FN 4.53628% 25-OCT-2042, 4.54%, 10/25/42 FNR 2013-130 3136AHG53 - - 90,334 $89,442 $89,442 0.00 $89,271
FHLMC 30yr Pool#ZM7926 5.000% 01-Sep-2048, 5.00%, 09/01/48 FR 3131Y2YX0 - - 77,533 $78,589 $78,589 0.00 $78,006
FHLMC 30yr Pool#QA2159 3.000% 01-Aug-2049, 3.00%, 08/01/49 FR 31334YMG9 - - 82,395 $73,034 $73,034 0.00 $72,541
FNMA 30yr Pool#MA1447 3.000% 01-May-2043, 3.00%, 05/01/43 FN 31418ATD0 - - 76,711 $70,503 $70,503 0.00 $69,945
Sequoia Mortgage Trust 2019-CH3 A19 4.0% 25-OCT-2049, 4.00%, 09/25/49 SEMT 2019-CH3 81748GBN0 - - 75,098 $69,625 $69,625 0.00 $69,300
Santander Bank Auto Credit-Linked Notes, Series 2023-A B 6.493% 15-JUN-2033, 6.49%, 06/15/33 SBCLN 2023-A 80290CBU7 - - 66,801 $67,155 $67,155 0.00 $66,854
FNMA 30yr Pool#AS8547 3.000% 01-Nov-2046, 3.00%, 11/01/46 FN 3138WJP93 - - 71,314 $64,445 $64,445 0.00 $64,007
FNMA 30yr Pool#BD2453 3.000% 01-Jan-2047, 3.00%, 01/01/47 FN 3140F9WP6 - - 66,722 $61,737 $61,737 0.00 $60,601
Fannie Mae REMIC Trust 2010-109 BS 7.44678% 25-OCT-2040, 9.47%, 10/25/40 FNR 2010-109 31398NTM6 - - 41,248 $57,478 $57,478 0.00 $57,145
Fannie Mae REMIC Trust 2006-20 GF 4.64727% 25-APR-2036, 4.54%, 04/25/36 FNR 2006-20 31395BU43 - - 54,414 $54,031 $54,031 0.00 $53,928
FHLMC 15yr Pool#ZK8962 3.000% 01-Sep-2032, 3.00%, 09/01/32 FR 3131XC5X1 - - 52,527 $52,125 $52,125 0.00 $51,087
FHLMC 15yr Pool#ZS7403 3.000% 01-May-2031, 3.00%, 05/01/31 FR 3132A8GL7 - - 48,086 $48,423 $48,423 0.00 $47,087
Freddie Mac Multiclass Certificates, Series 3380 FM 4.93815% 15-OCT-2037, 4.85%, 10/15/37 FHR 3380 31397KTJ0 - - 42,821 $42,895 $42,895 0.00 $42,751
FNMA 15yr Pool#BO5957 3.000% 01-Dec-2034, 3.00%, 12/01/34 FN 3140K1TP1 - - 43,602 $42,680 $42,680 0.00 $42,078
FNMA 30yr Pool#BO1857 4.500% 01-Aug-2049, 4.50%, 08/01/49 FN 3140JWB33 - - 42,780 $42,478 $42,478 0.00 $42,190
Freddie Mac Multiclass Certificates, Series 3721 FB 4.84815% 15-SEP-2040, 4.76%, 09/15/40 FHR 3721 3137GAD20 - - 42,232 $42,229 $42,229 0.00 $42,089
Ginnie Mae REMIC Trust 2008-013 FB 4.64552% 20-FEB-2038, 4.57%, 02/20/38 GNR 2008-13 38375PNL1 - - 39,466 $39,397 $39,397 0.00 $39,295
FNMA 30yr Pool#BC0870 3.500% 01-Jan-2046, 3.50%, 01/01/46 FN 3140EU6G9 - - 37,141 $35,044 $35,044 0.00 $34,731
FNMA 15yr Pool#BO7717 3.000% 01-Nov-2034, 3.00%, 11/01/34 FN 3140K3SF0 - - 32,847 $32,242 $32,242 0.00 $31,776
FHLMC 15yr Pool#ZK9163 3.000% 01-Jan-2033, 3.00%, 01/01/33 FR 3131XDFC4 - - 31,278 $30,929 $30,929 0.00 $30,403
Ginnie Mae REMIC Trust 2007-040 FG 4.46552% 20-JUL-2037, 4.39%, 07/20/37 GNR 2007-40 38375KZS4 - - 30,047 $29,818 $29,818 0.00 $29,743
Ginnie Mae REMIC Trust 2004-069 CF 4.54552% 20-JUL-2034, 4.47%, 07/20/34 GNR 2004-69 38374JAT3 - - 25,950 $25,948 $25,948 0.00 $25,884
Fannie Mae REMIC Trust 2013-2 QF 4.79727% 25-FEB-2043, 4.69%, 02/25/43 FNR 2013-2 3136AB4P5 - - 23,948 $23,932 $23,932 0.00 $23,886
Ginnie Mae REMIC Trust 2007-059 FA 4.64552% 20-OCT-2037, 4.57%, 10/20/37 GNR 2007-59 38375LPU8 - - 23,844 $23,806 $23,806 0.00 $23,745
FHLMC 30yr Pool#ZN2165 4.500% 01-Dec-2048, 4.50%, 12/01/48 FR 3131Y8MN2 - - 22,631 $22,956 $22,956 0.00 $22,497
Ginnie Mae REMIC Trust 2010-133 FD 4.50344% 16-OCT-2040, 4.50%, 10/16/40 GNR 2010-133 38377MHV1 - - 21,759 $21,799 $21,799 0.00 $21,734
Ginnie Mae REMIC Trust 2008-016 FC 4.64552% 20-FEB-2038, 4.57%, 02/20/38 GNR 2008-16 383742FU2 - - 19,220 $19,190 $19,190 0.00 $19,142
Ginnie Mae REMIC Trust 2007-037 FW 4.45552% 20-JUN-2037, 4.38%, 06/20/37 GNR 2007-37 38375KNR9 - - 19,167 $19,001 $19,001 0.00 $18,955
Ginnie Mae REMIC Trust 2004-059 FP 4.37344% 16-AUG-2034, 4.37%, 08/16/34 GNR 2004-59 38374HYS3 - - 18,389 $18,394 $18,394 0.00 $18,340
Ginnie Mae REMIC Trust 2005-065 FA 4.29552% 20-AUG-2035, 4.22%, 08/20/35 GNR 2005-65 38374LL25 - - 18,524 $18,305 $18,305 0.00 $18,261
Freddie Mac Multiclass Certificates, Series 2426 FL 4.99815% 15-MAR-2032, 4.91%, 03/15/32 FHR 2426 31339W7G5 - - 16,675 $16,778 $16,778 0.00 $16,721
Fannie Mae REMIC Trust 2002-53 FK 4.69727% 25-APR-2032, 4.59%, 04/25/32 FNR 2002-53 31392EHN3 - - 16,442 $16,412 $16,412 0.00 $16,381
FHLMC 30yr Pool#ZT0252 3.000% 01-Dec-2047, 3.00%, 12/01/47 FR 3132ACH52 - - 16,906 $15,669 $15,669 0.00 $15,355
Ginnie Mae REMIC Trust 2005-048 AF 4.34552% 20-JUN-2035, 4.27%, 06/20/35 GNR 2005-48 38374LHM6 - - 15,643 $15,505 $15,505 0.00 $15,468
Fannie Mae REMIC Trust 2005-83 KT 4.59727% 25-OCT-2035, 4.49%, 10/25/35 FNR 2005-83 31394FUL7 - - 14,194 $14,101 $14,101 0.00 $14,075
Fannie Mae REMIC Trust 2007-89 GF 4.81727% 25-SEP-2037, 4.71%, 09/25/37 FNR 2007-89 31396XPM0 - - 13,266 $13,292 $13,292 0.00 $13,265
Freddie Mac Multiclass Certificates, Series 2551 FD 4.74815% 15-JAN-2033, 4.66%, 01/15/33 FHR 2551 31393JAZ1 - - 12,049 $12,058 $12,058 0.00 $12,019
FHLMC 30yr Pool#ZM2269 3.000% 01-Dec-2046, 3.00%, 12/01/46 FR 3131XVQW8 - - 12,350 $11,291 $11,291 0.00 $11,207
Ginnie Mae REMIC Trust 2012-075 FP 4.44552% 20-JUL-2041, 4.37%, 07/20/41 GNR 2012-75 38378EZ55 - - 11,207 $11,221 $11,221 0.00 $11,194
Ginnie Mae REMIC Trust 2007-061 FA 4.64552% 20-OCT-2037, 4.57%, 10/20/37 GNR 2007-61 38375LLN8 - - 9,954 $9,938 $9,938 0.00 $9,913
Freddie Mac Multiclass Certificates, Series 2410, excluding Group 6 FX 4.6065% 15-FEB-2032, 4.61%, 02/15/32 FHR 2410 31339NJN7 - - 9,459 $9,453 $9,453 0.00 $9,423
Fannie Mae REMIC Trust 2010-123 FL 4.72727% 25-NOV-2040, 4.62%, 11/25/40 FNR 2010-123 31398N2W3 - - 9,257 $9,240 $9,240 0.00 $9,222
GNMA II 30yr Pool#BK6072 5.000% 20-Jan-2049, 5.00%, 01/20/49 G2 3617J6W91 - - 8,979 $9,121 $9,121 0.00 $9,034
FNMA 15yr Pool#AS8207 2.500% 01-Oct-2031, 2.50%, 10/01/31 FN 3138WJDM7 - - 9,050 $9,032 $9,032 0.00 $8,744
Freddie Mac Multiclass Certificates, Series 3028 FM 4.59815% 15-SEP-2035, 4.51%, 09/15/35 FHR 3028 31396AFB5 - - 8,301 $8,290 $8,290 0.00 $8,264
FNMA 15yr Pool#BM1036 2.500% 01-Feb-2032, 2.50%, 02/01/32 FN 3140J5EJ4 - - 7,999 $7,953 $7,953 0.00 $7,727
Fannie Mae REMIC Trust 2003-87 FG 4.79727% 25-SEP-2033, 4.69%, 09/25/33 FNR 2003-87 31393E4W6 - - 7,876 $7,892 $7,892 0.00 $7,877
FNMA 15yr Pool#AS7643 2.500% 01-Aug-2031, 2.50%, 08/01/31 FN 3138WHP55 - - 7,963 $7,852 $7,852 0.00 $7,693
Fannie Mae REMIC Trust 2012-100 FG 4.69727% 25-SEP-2042, 4.59%, 09/25/42 FNR 2012-100 3136A8QW3 - - 7,583 $7,523 $7,523 0.00 $7,508
Fannie Mae REMIC Trust 2002-16 VF 4.84727% 25-APR-2032, 4.74%, 04/25/32 FNR 2002-16 31392CWW0 - - 6,992 $7,007 $7,007 0.00 $6,993
Ginnie Mae REMIC Trust 2007-018 FD 4.44552% 20-APR-2037, 4.37%, 04/20/37 GNR 2007-18 38375JC86 - - 6,954 $6,889 $6,889 0.00 $6,872
Ginnie Mae REMIC Trust 2010-006 FG 4.67344% 16-JAN-2040, 4.67%, 01/16/40 GNR 2010-6 38376TSC7 - - 6,756 $6,772 $6,772 0.00 $6,751
FHLMC 15yr Pool#ZK8405 2.500% 01-Dec-2031, 2.50%, 01/22/31 FR 3131XCKS5 - - 6,855 $6,748 $6,748 0.00 $6,612
Freddie Mac Multiclass Certificates, Series 3738 FD 4.64815% 15-AUG-2040, 4.56%, 08/15/40 FHR 3738 3137GAYQ4 - - 6,698 $6,716 $6,716 0.00 $6,695
Fannie Mae REMIC Trust 2010-95 FB 4.69727% 25-SEP-2040, 4.59%, 09/25/40 FNR 2010-95 31398NEX8 - - 5,990 $5,982 $5,982 0.00 $5,971
FNMA 30yr Pool#MA3694 4.500% 01-Jul-2049, 4.50%, 07/01/49 FN 31418DC83 - - 4,446 $4,441 $4,441 0.00 $4,385
FHLMC 30yr Pool#ZN0650 3.000% 01-Mar-2043, 3.00%, 03/01/43 FR 3131Y6WK1 - - 1,654 $2,022 $2,022 0.00 $1,508
Ginnie Mae REMIC Trust 1999-27 FE 4.47344% 16-AUG-2029, 4.47%, 08/16/29 GNR 1999-27 3837H2WA3 - - 1,953 $1,959 $1,959 0.00 $1,952
Freddie Mac Multiclass Certificates, Series 2469 FE 4.84815% 15-JUL-2032, 4.76%, 07/15/32 FHR 2469 31392RC58 - - 1,595 $1,599 $1,599 0.00 $1,594
Ginnie Mae REMIC Trust 2010-125 VF 4.49552% 20-JUN-2040, 4.42%, 06/20/40 GNR 2010-125 38377JYJ6 - - 355.00 $354 $354 0.00 $353
US 5YR NOTE (CBT) Mar26 MAR 26 FVH6 FUTURES_USD - 2,844 $309,796,033 $0 0.00 $0
US ULTRA BOND CBT Mar26 MAR 26 WNH6 FUTURES_USD - -312.00 $-36,923,250 $0 0.00 $0
US 10yr Ultra Fut Mar26 MAR 26 UXYH6 FUTURES_USD - -1,258 $-144,217,906 $0 0.00 $0
US 10YR NOTE (CBT)Mar26 MAR 26 TYH6 FUTURES_USD - -163.00 $-18,271,281 $0 0.00 $0
UMBS TBA 30yr 3.5% January Delivery, 3.50%, 01/14/26 FNCL 01F032617 - - -95,653,000 $-87,586,965 $-87,586,965 -1.27 $-87,586,965
UMBS TBA 30yr 5% January Delivery, 5.00%, 01/22/26 FNCL 01F050619 - - -231,349,000 $-229,224,059 $-229,224,059 -3.33 $-229,224,059
Fannie Mae or Freddie Mac|5.5|01/14/2026, 5.50%, 01/14/26 FNCL 01F052615 - - -336,527,400 $-339,249,907 $-339,249,907 -4.93 $-339,249,907
UMBS TBA 30yr 4.5% January Delivery, 4.50%, 01/14/26 FNCL 01F042616 - - -354,908,342 $-344,128,356 $-344,128,356 -5.00 $-344,128,356
UMBS TBA 30yr 6% January Delivery, 6.00%, 01/14/26 FNCL 01F060618 - - -463,616,167 $-473,954,808 $-473,954,808 -6.88 $-473,954,808
UMBS TBA 30yr 4% January Delivery, 4.00%, 01/14/26 FNCL 01F040610 - - -721,596,155 $-680,333,844 $-680,333,844 -9.88 $-680,333,844
SEGREGATED CASH SEGCASH - $0.00 17,960,050 $17,960,050 $17,960,050 0.26 $17,960,050
ALMSUM ALMSUM - $0.00 - $0 $0 0.00 $0
US DOLLARS USD MD_142224 - - -1,889,628,285 $-1,889,628,285 $-1,889,628,285 -27.44 $-1,889,628,285
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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