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For Individual Investors in the US

Mortgage-Backed Securities ETF Holdings

Full Portfolio Holdings

(As of April 30, 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% May Delivery, 2.50%, 05/13/25 FNCL 01F022659 - - 1,622,789,894 $1,348,695,813 $1,348,695,813 24.82 $1,348,695,813
UMBS TBA 30yr 3% May Delivery, 3.00%, 05/13/25 FNCL 01F030652 - - 827,620,354 $717,515,397 $717,515,397 13.21 $717,515,397
UMBS TBA 30yr 6% May Delivery, 6.00%, 05/13/25 FNCL 01F060659 - - 360,000,000 $365,169,600 $365,169,600 6.73 $365,169,600
GNMA II TBA 30yr 5% May Delivery, 5.00%, 05/20/25 G2SF 21H050656 - - 336,146,194 $329,620,252 $329,620,252 6.06 $329,620,252
UMBS TBA 30yr 2% May Delivery, 2.00%, 05/13/25 FNCL 01F020653 - - 376,104,255 $298,183,352 $298,183,352 5.48 $298,183,352
GNMA II TBA 30yr 5.5% May Delivery, 5.50%, 05/20/25 G2SF 21H052652 - - 237,444,000 $237,216,291 $237,216,291 4.36 $237,216,291
GNMA II TBA 30yr 4.5% May Delivery, 4.50%, 05/20/25 G2SF 21H042653 - - 242,461,488 $231,969,694 $231,969,694 4.27 $231,969,694
FNMA 30yr Pool#CB9430 5.500% 01-Nov-2054, 5.50%, 11/01/54 FN 3140QVPQ1 - - 192,818,802 $193,932,704 $193,932,704 3.57 $193,048,951
Fannie Mae REMIC Trust 2025-12 FC 5.45369% 25-MAR-2055, 5.45%, 03/25/55 FNR 2025-12 3136BVFC7 - - 162,769,758 $161,905,694 $161,905,694 2.98 $161,757,744
GNMA II TBA 30yr 3% May Delivery, 3.00%, 05/20/25 G2SF 21H030658 - - 175,024,962 $154,984,254 $154,984,254 2.85 $154,984,254
FHLMC 30yr Pool#RJ2853 5.000% 01-Dec-2054, 5.00%, 12/01/54 FR 3142GTE36 - - 139,474,769 $138,299,791 $138,299,791 2.54 $137,718,647
UMBS TBA 30yr 6.5% May Delivery, 6.50%, 05/13/25 FNCL 01F062655 - - 132,991,000 $136,954,132 $136,954,132 2.52 $136,954,132
GNMA II TBA 30yr 3.5% May Delivery, 3.50%, 05/20/25 G2SF 21H032654 - - 138,246,377 $125,568,908 $125,568,908 2.31 $125,568,908
FNMA 30yr Pool#FS1133 4.000% 01-Oct-2051, 4.00%, 10/01/51 FN 3140XGHK8 - - 122,416,499 $115,841,647 $115,841,647 2.13 $115,433,592
FHLMC 30yr Pool#SL0335 5.500% 01-Feb-2055, 5.50%, 02/01/55 FR 31427MLR0 - - 112,777,456 $113,619,685 $113,619,685 2.09 $113,102,788
FNMA 30yr Pool#FM7460 4.000% 01-Mar-2051, 4.00%, 03/01/51 FN 3140XBJE1 - - 114,097,811 $107,969,746 $107,969,746 1.99 $107,589,420
GNMA II TBA 30yr 4% May Delivery, 4.00%, 05/20/25 G2SF 21H040657 - - 107,413,688 $99,943,496 $99,943,496 1.84 $99,943,496
FNMA 30yr Pool#FS8993 6.000% 01-Jul-2054, 6.00%, 07/01/54 FN 3140XQ7F8 - - 83,251,532 $85,416,739 $85,416,739 1.57 $85,000,481
FNMA 30yr Pool#FS9022 5.500% 01-Aug-2054, 5.50%, 08/01/54 FN 3140XRAY1 - - 83,606,324 $84,256,592 $84,256,592 1.55 $83,873,396
FNMA 30yr Pool#FA0574 5.500% 01-Jan-2055, 5.50%, 01/01/55 FN 3140W0T88 - - 74,959,916 $75,956,218 $75,956,218 1.40 $75,750,078
UMBS TBA 30yr 3.5% May Delivery, 3.50%, 05/13/25 FNCL 01F032658 - - 82,500,000 $74,420,115 $74,420,115 1.37 $74,420,115
FHLMC 30yr Pool#RJ2649 5.500% 01-Oct-2054, 5.50%, 10/01/54 FR 3142GS5K0 - - 73,044,565 $73,985,095 $73,985,095 1.36 $73,650,307
FNMA 30yr Pool#FA0198 5.500% 01-Oct-2054, 5.50%, 10/01/54 FN 3140W0GG4 - - 68,494,808 $69,397,956 $69,397,956 1.28 $69,084,021
FNMA 30yr Pool#FA0573 5.000% 01-Jan-2055, 5.00%, 01/01/55 FN 3140W0T70 - - 65,400,725 $65,087,070 $65,087,070 1.20 $64,814,567
FHLMC 30yr Pool#QX7566 5.500% 01-Mar-2055, 5.50%, 03/01/55 FR 31426DMQ2 - - 56,990,064 $57,319,291 $57,319,291 1.05 $57,058,087
FNMA 30yr Pool#FS6355 5.000% 01-Aug-2053, 5.00%, 08/01/53 FN 3140XNBZ6 - - 53,483,040 $52,936,803 $52,936,803 0.97 $52,713,957
Fannie Mae REMIC Trust 2025-9 FA 5.55369% 25-MAR-2055, 5.55%, 03/25/55 FNR 2025-9 3136BVDC9 - - 52,816,575 $52,624,997 $52,624,997 0.97 $52,576,109
FNMA 30yr Pool#CB9613 5.500% 01-Dec-2054, 5.50%, 12/01/54 FN 3140QVVF8 - - 49,617,980 $49,904,620 $49,904,620 0.92 $49,677,204
Freddie Mac Pool|5|03/01/2055, 5.00%, 03/01/55 FR 31427NHY8 - - 49,996,900 $49,322,145 $49,322,145 0.91 $49,113,825
FHLMC 30yr Pool#SD7343 5.500% 01-Jan-2055, 5.50%, 01/01/55 FR 3132DVEQ4 - - 47,672,605 $48,312,806 $48,312,806 0.89 $48,094,306
FNMA 30yr Pool#FS9027 5.500% 01-Jul-2053, 5.50%, 07/01/53 FN 3140XRA54 - - 47,080,530 $47,761,072 $47,761,072 0.88 $47,545,287
FNMA 30yr Pool#FS9779 5.500% 01-Nov-2054, 5.50%, 11/01/54 FN 3140XR2M6 - - 46,461,571 $47,013,500 $47,013,500 0.86 $46,885,730
FHLMC 30yr Pool#SL0046 6.000% 01-Jan-2055, 6.00%, 01/01/55 FR 31427MBQ3 - - 45,787,597 $46,980,286 $46,980,286 0.86 $46,751,348
New Residential Mortgage LLC 6.545% 25-MAR-2032, 6.54%, 03/25/32 NZES 2025-FHT 64832EAA7 - - 44,248,000 $44,743,862 $44,743,862 0.82 $44,414,036
FHLMC 30yr Pool#ZT2413 4.000% 01-Feb-2041, 4.00%, 02/01/41 FR 3132AEVE3 - - 44,408,309 $43,252,773 $43,252,773 0.80 $43,104,745
FNMA 30yr Pool#FS8881 4.500% 01-Sep-2053, 4.50%, 09/01/53 FN 3140XQ2P1 - - 43,232,058 $42,077,594 $42,077,594 0.77 $41,915,474
FNMA 40yr Pool#BF0646 2.500% 01-Jun-2062, 2.50%, 06/01/62 FN 3140FXWG3 - - 51,022,235 $42,031,714 $42,031,714 0.77 $41,925,418
FNMA 30yr Pool#CB8119 5.000% 01-Mar-2054, 5.00%, 03/01/54 FN 3140QUAV8 - - 41,270,539 $40,797,457 $40,797,457 0.75 $40,625,496
FHLMC 30yr Pool#SD7344 5.500% 01-Jan-2055, 5.50%, 01/01/55 FR 3132DVER2 - - 39,678,811 $40,186,649 $40,186,649 0.74 $40,004,788
Freddie Mac Pool|4|07/01/2050, 4.00%, 07/01/50 FR 31427NBG3 - - 41,339,421 $39,913,443 $39,913,443 0.73 $39,775,645
FHLMC 30yr Pool#SI2101 4.000% 01-Sep-2048, 4.00%, 09/01/48 FR 3133USKN0 - - 41,519,666 $39,375,229 $39,375,229 0.72 $39,236,830
FNMA 30yr Pool#FS8308 5.000% 01-Jun-2054, 5.00%, 06/01/54 FN 3140XQGS0 - - 39,549,473 $39,096,120 $39,096,120 0.72 $38,931,330
FNMA 30yr Pool#CB8694 6.000% 01-Jun-2054, 6.00%, 06/01/54 FN 3140QUUU8 - - 37,331,274 $38,783,636 $38,783,636 0.71 $38,596,979
FNMA 30yr Pool#FA0576 5.500% 01-Jan-2055, 5.50%, 01/01/55 FN 3140W0UA1 - - 38,113,822 $38,632,487 $38,632,487 0.71 $38,457,799
FHLMC 30yr Pool#RJ1341 6.000% 01-Apr-2054, 6.00%, 04/01/54 FR 3142GRP38 - - 37,302,185 $38,485,261 $38,485,261 0.71 $38,298,750
FHLMC 30yr Pool#RJ1505 5.000% 01-May-2054, 5.00%, 05/01/54 FR 3142GRU73 - - 38,755,967 $38,311,709 $38,311,709 0.70 $38,150,226
FNMA 30yr Pool#CB8543 6.000% 01-May-2054, 6.00%, 05/01/54 FN 3140QUP59 - - 36,735,147 $37,900,239 $37,900,239 0.70 $37,716,563
FNMA 30yr Pool#FS9794 5.000% 01-Nov-2054, 5.00%, 11/01/54 FN 3140XR3C7 - - 37,107,259 $36,929,296 $36,929,296 0.68 $36,774,683
FHLMC 30yr Pool#RJ3274 5.500% 01-Feb-2055, 5.50%, 02/01/55 FR 3142GTT89 - - 35,320,906 $35,767,502 $35,767,502 0.66 $35,605,615
FHLMC 30yr Pool#SL0208 5.000% 01-Dec-2054, 5.00%, 12/01/54 FR 31427MGS4 - - 35,125,053 $34,945,173 $34,945,173 0.64 $34,798,819
UMBS TBA 30yr 4.5% May Delivery, 4.50%, 05/13/25 FNCL 01F042657 - - 36,400,000 $34,801,276 $34,801,276 0.64 $34,801,276
FNMA 30yr Pool#FA0603 4.500% 01-Sep-2051, 4.50%, 09/01/51 FN 3140W0U52 - - 34,721,661 $33,833,290 $33,833,290 0.62 $33,703,083
FNMA 30yr Pool#FS9788 5.500% 01-Nov-2054, 5.50%, 11/01/54 FN 3140XR2W4 - - 33,296,515 $33,582,330 $33,582,330 0.62 $33,429,721
FNMA 30yr Pool#FA0635 5.000% 01-Jan-2055, 5.00%, 01/01/55 FN 3140W0V51 - - 34,007,968 $33,548,999 $33,548,999 0.62 $33,407,299
FNMA 40yr Pool#BF0698 3.500% 01-Dec-2062, 3.50%, 12/01/62 FN 3140FXX49 - - 36,889,666 $33,094,203 $33,094,203 0.61 $32,986,608
FNMA 30yr Pool#CB5580 4.500% 01-Oct-2052, 4.50%, 10/01/52 FN 3140QRFW8 - - 33,108,276 $31,858,381 $31,858,381 0.59 $31,734,225
NRM MSR-Collateralized Notes, Series 2024-FNT1 A 7.398% 25-NOV-2029, 7.40%, 11/25/31 NZES 2024-FNT1 62956YAA7 - - 30,718,006 $31,741,887 $31,741,887 0.58 $30,918,158
FNMA 30yr Pool#BW7371 5.500% 01-Feb-2053, 5.50%, 02/01/53 FN 3140N0FM2 - - 30,509,005 $31,041,483 $31,041,483 0.57 $30,901,650
FNMA 30yr Pool#FS8335 4.500% 01-Jan-2051, 4.50%, 01/01/51 FN 3140XQHM2 - - 31,815,644 $31,001,624 $31,001,624 0.57 $30,882,315
FNMA 30yr Pool#FS3883 4.500% 01-Feb-2053, 4.50%, 02/01/53 FN 3140XKJ50 - - 32,118,671 $30,983,560 $30,983,560 0.57 $30,863,115
FHLMC 30yr Pool#SD6982 5.000% 01-Nov-2054, 5.00%, 11/01/54 FR 3132DUXK8 - - 30,984,095 $30,858,533 $30,858,533 0.57 $30,729,432
FNMA 30yr Pool#FS8681 4.500% 01-Oct-2050, 4.50%, 10/01/50 FN 3140XQUF2 - - 29,891,257 $29,126,474 $29,126,474 0.54 $29,014,381
FHLMC 30yr Pool#SL0367 4.500% 01-Dec-2054, 4.50%, 12/01/54 FR 31427MMR9 - - 29,412,022 $28,295,894 $28,295,894 0.52 $28,185,599
FHLMC 30yr Pool#SD3271 5.500% 01-Jun-2053, 5.50%, 06/01/53 FR 3132DQT48 - - 26,446,583 $26,828,776 $26,828,776 0.49 $26,707,562
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-HQA3 M2 6.45369% 25-SEP-2041, 6.45%, 09/25/41 STACR 2021-HQA3 35564KJP5 - - 26,457,865 $26,453,251 $26,453,251 0.49 $26,424,793
FNMA 30yr Pool#FA0627 5.500% 01-Feb-2055, 5.50%, 02/01/55 FN 3140W0VV4 - - 25,472,301 $25,800,285 $25,800,285 0.47 $25,683,537
FNMA 30yr Pool#FS6257 4.000% 01-Jun-2053, 4.00%, 06/01/53 FN 3140XM5T9 - - 27,255,458 $25,602,814 $25,602,814 0.47 $25,511,963
FNMA 30yr Pool#FS9239 4.500% 01-Jan-2051, 4.50%, 01/01/51 FN 3140XRHR9 - - 25,858,239 $25,196,642 $25,196,642 0.46 $25,099,674
FHLMC 30yr Pool#SD6989 5.500% 01-Nov-2054, 5.50%, 11/01/54 FR 3132DUXS1 - - 23,521,793 $23,723,702 $23,723,702 0.44 $23,615,894
FNMA 30yr Pool#FM7840 4.000% 01-Apr-2050, 4.00%, 04/01/50 FN 3140XBWA4 - - 24,942,012 $23,602,404 $23,602,404 0.43 $23,519,264
FNMA 30yr Pool#FS4781 4.000% 01-Oct-2051, 4.00%, 10/01/51 FN 3140XLJ33 - - 24,296,581 $22,991,640 $22,991,640 0.42 $22,910,651
FNMA 30yr Pool#FS7225 4.000% 01-Aug-2051, 4.00%, 08/01/51 FN 3140XPA33 - - 24,191,379 $22,941,925 $22,941,925 0.42 $22,861,288
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2025-HQA1 M2 5.98969% 25-FEB-2045, 6.00%, 02/25/45 STACR 2025-HQA1 35564NHA4 - - 23,060,148 $22,895,631 $22,895,631 0.42 $22,872,556
FNMA 40yr Pool#BF0807 3.500% 01-Apr-2064, 3.50%, 04/01/64 FN 3140FX3R1 - - 24,817,329 $22,245,483 $22,245,483 0.41 $22,173,099
FNMA 40yr Pool#BF0713 4.000% 01-Mar-2063, 4.00%, 03/01/63 FN 3140FXYK2 - - 23,652,911 $22,059,234 $22,059,234 0.41 $21,980,391
FNMA 40yr Pool#BF0226 3.500% 01-Jan-2058, 3.50%, 01/01/58 FN 3140FXHC9 - - 23,664,612 $21,619,500 $21,619,500 0.40 $21,550,478
GNMA II TBA 30yr 2.5% May Delivery, 2.50%, 05/20/25 G2SF 21H022655 - - 25,296,414 $21,545,361 $21,545,361 0.40 $21,545,361
FNMA 30yr Pool#CB7112 5.500% 01-Sep-2053, 5.50%, 09/01/53 FN 3140QS3W9 - - 21,024,218 $21,314,653 $21,314,653 0.39 $21,218,292
FNMA 30yr Pool#FS6382 4.000% 01-Aug-2051, 4.00%, 08/01/51 FN 3140XNCU6 - - 22,442,136 $21,283,029 $21,283,029 0.39 $21,208,222
Finance of America Structured Securities Trust, 2025-S1 A1 3.5% 25-FEB-2075, 3.50%, 02/25/75 FASST 2025-S1 31741BAB0 - - 21,977,724 $21,098,355 $21,098,355 0.39 $20,970,608
FNMA 30yr Pool#FS9880 4.500% 01-Sep-2054, 4.50%, 09/01/54 FN 3140XR6S9 - - 21,829,131 $21,026,597 $21,026,597 0.39 $20,944,738
Freddie Mac Pool|4|07/01/2049, 4.00%, 07/01/49 FR 31427M5L1 - - 21,284,747 $20,740,645 $20,740,645 0.38 $20,669,696
FHLMC 30yr Pool#QJ9063 5.000% 01-Nov-2054, 5.00%, 11/01/54 FR 3133D1B81 - - 20,920,594 $20,705,406 $20,705,406 0.38 $20,618,237
FNMA 30yr Pool#FS5028 4.000% 01-Oct-2051, 4.00%, 10/01/51 FN 3140XLSS8 - - 21,630,208 $20,468,474 $20,468,474 0.38 $20,396,373
FNMA 30yr Pool#FS9116 6.000% 01-Sep-2054, 6.00%, 09/01/54 FN 3140XRDW2 - - 19,930,292 $20,449,443 $20,449,443 0.38 $20,349,791
Finance Of America Structured Securities Trust Series 2024-S3|3.5|04/25/2074, 3.50%, 04/25/74 FASST 2024-S3 31739WAB8 - - 21,290,238 $20,404,435 $20,404,435 0.38 $20,392,016
Huntington Bank Auto Credit-Linked Notes, Series 2024-2 B1 5.442% 20-OCT-2032, 5.44%, 10/20/32 HACLN 2024-2 44644NAG4 - - 19,931,941 $20,052,026 $20,052,026 0.37 $20,018,883
FNMA 30yr Pool#FS8709 4.500% 01-Jan-2051, 4.50%, 01/01/51 FN 3140XQVB0 - - 20,038,947 $19,526,240 $19,526,240 0.36 $19,451,094
FHLMC 30yr Pool#RJ2292 5.500% 01-Sep-2054, 5.50%, 09/01/54 FR 3142GSRN0 - - 19,122,897 $19,372,085 $19,372,085 0.36 $19,284,439
FNMA 30yr Pool#BU4910 5.500% 01-Sep-2054, 5.50%, 09/01/54 FN 3140M6N41 - - 19,086,929 $19,317,221 $19,317,221 0.36 $19,229,739
FNMA 30yr Pool#DA1525 6.000% 01-Oct-2053, 6.00%, 10/01/53 FN 3140A1VT1 - - 18,839,461 $19,272,880 $19,272,880 0.35 $19,178,682
FNMA 30yr Pool#FS9476 4.000% 01-Jun-2053, 4.00%, 06/01/53 FN 3140XRQ65 - - 20,438,749 $19,193,114 $19,193,114 0.35 $19,124,985
FNMA 30yr Pool#BT8185 4.500% 01-Jun-2052, 4.50%, 06/01/52 FN 3140LXCX1 - - 19,842,373 $19,105,561 $19,105,561 0.35 $19,031,152
FNMA 30yr Pool#FS1666 3.500% 01-May-2052, 3.50%, 05/01/52 FN 3140XGZ85 - - 20,648,098 $18,972,024 $18,972,024 0.35 $18,911,800
Structured Agency Credit Risk (STACR) Debt Notes, Series 2024-HQA2 M2 6.13969% 25-AUG-2044, 6.15%, 08/25/44 STACR 2024-HQA2 35564NEC3 - - 18,000,000 $17,973,601 $17,973,601 0.33 $17,955,140
FNMA 30yr Pool#FM4738 4.000% 01-Sep-2050, 4.00%, 09/01/50 FN 3140X8HQ3 - - 19,001,465 $17,933,024 $17,933,024 0.33 $17,869,686
FNMA 30yr Pool#CB8221 5.500% 01-Mar-2054, 5.50%, 03/01/54 FN 3140QUD37 - - 17,652,150 $17,765,158 $17,765,158 0.33 $17,684,253
FHLMC 30yr Pool#QH3192 6.000% 01-Oct-2053, 6.00%, 10/01/53 FR 3133CFRM3 - - 17,008,617 $17,596,385 $17,596,385 0.32 $17,511,342
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2025-HQA1 M1 5.48969% 25-FEB-2045, 5.50%, 02/25/45 STACR 2025-HQA1 35564NGZ0 - - 17,588,979 $17,545,594 $17,545,594 0.32 $17,529,460
FNMA 30yr Pool#CB3837 3.500% 01-Jun-2052, 3.50%, 06/01/52 FN 3140QPHP5 - - 19,057,166 $17,507,279 $17,507,279 0.32 $17,451,696
Homeward Opportunities Fund Trust 2024-RTL1 A1 7.12% 25-JUL-2029, 7.12%, 07/25/29 HOF 43789FAA1 - - 17,261,000 $17,350,888 $17,350,888 0.32 $17,330,405
FNMA 40yr Pool#BF0801 2.500% 01-Apr-2064, 2.50%, 04/01/64 FN 3140FX3K6 - - 20,761,236 $17,132,457 $17,132,457 0.32 $17,089,205
FNMA 40yr Pool#BF0806 3.500% 01-Apr-2064, 3.50%, 04/01/64 FN 3140FX3Q3 - - 18,982,964 $17,056,933 $17,056,933 0.31 $17,001,566
FNMA 30yr Pool#FS8717 6.000% 01-Jul-2054, 6.00%, 07/01/54 FN 3140XQVK0 - - 15,433,360 $15,835,373 $15,835,373 0.29 $15,758,206
FHLMC 30yr Pool#SD6558 6.000% 01-Sep-2054, 6.00%, 09/01/54 FR 3132DUJB4 - - 15,371,062 $15,771,453 $15,771,453 0.29 $15,694,597
FNMA 30yr Pool#FA0122 4.500% 01-Dec-2054, 4.50%, 12/01/54 FN 3140W0D44 - - 16,369,845 $15,768,018 $15,768,018 0.29 $15,706,632
PRET 2025-RPL1 Trust A1 4.0% 25-JUL-2069, 4.00%, 07/25/69 PRET 2025-RPL1 69392FAA5 - - 16,292,750 $15,693,550 $15,693,550 0.29 $15,639,241
Vontive Mortgage Trust 2025-RTL1 A1 6.507% 25-MAR-2030, 6.51%, 03/25/30 VNTV 2025-RTL1 928884AA3 - - 15,444,000 $15,663,721 $15,663,721 0.29 $15,566,018
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 $15,377,512 $15,377,512 0.28 $15,283,181
FNMA 30yr Pool#FS9909 5.000% 01-Nov-2054, 5.00%, 11/01/54 FN 3140XSAK9 - - 15,143,836 $15,071,208 $15,071,208 0.28 $15,008,109
Connecticut Avenue Securities, Series 2021-R03 1M2 6.00369% 25-DEC-2041, 6.00%, 12/25/41 CAS 2021-R03 20754AAB9 - - 14,835,000 $14,883,543 $14,883,543 0.27 $14,868,699
Galaxy Senior Participation Interest Trust 1|7.819298735|07/31/2026, 7.82%, 07/31/26 GLXYT 2025-1 362922AA4 - - 14,638,258 $14,815,079 $14,815,079 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 - - 14,414,413 $14,699,900 $14,699,900 0.27 $14,683,825
FNMA 30yr Pool#BX0984 4.500% 01-Oct-2052, 4.50%, 10/01/52 FN 3140N5CW2 - - 15,260,786 $14,687,025 $14,687,025 0.27 $14,629,797
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-DNA7 M2 6.13969% 25-NOV-2041, 6.15%, 11/25/41 STACR 2021-DNA7 35564KMH9 - - 14,550,000 $14,607,825 $14,607,825 0.27 $14,592,902
RCKT Mortgage Trust 2025-CES4|5.811|05/25/2055, 5.81%, 05/25/55 RCKT 2025-CES4 74937YAA6 - - 14,359,679 $14,563,942 $14,563,942 0.27 $14,494,405
FNMA 30yr Pool#FA0470 6.000% 01-Jan-2055, 6.00%, 01/01/55 FN 3140W0QY4 - - 14,102,361 $14,469,704 $14,469,704 0.27 $14,399,192
Finance Of America Structured Securities Trust Series 2024-S2|3.5|04/25/2074, 3.50%, 04/25/74 FASST 2024-S2 31739VAA2 - - 14,969,458 $14,438,453 $14,438,453 0.27 $14,429,721
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA2 M2 8.10369% 25-FEB-2042, 8.10%, 02/25/42 STACR 2022-DNA2 35564KRN1 - - 13,840,929 $14,362,610 $14,362,610 0.26 $14,343,916
FHLMC 30yr Pool#SD1143 4.500% 01-Sep-2050, 4.50%, 09/01/50 FR 3132DNHU0 - - 14,733,268 $14,356,309 $14,356,309 0.26 $14,301,060
RCKT Mortgage Trust 2024-CES7 A1A 5.158% 25-OCT-2044, 5.16%, 10/25/44 RCKT 2024-CES7 749414AA6 - - 14,137,202 $14,152,830 $14,152,830 0.26 $14,092,064
BMP Commercial Mortgage Trust 2024-MF23 A 5.6938% 15-JUN-2041, 5.69%, 06/15/41 BMP 2024-MF23 05593JAA8 - - 14,000,000 $14,008,779 $14,008,779 0.26 $13,977,779
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2023-HQA3 M1 6.18969% 25-NOV-2043, 6.20%, 11/25/43 STACR 2023-HQA3 35564K3G2 - - 13,850,297 $13,923,028 $13,923,028 0.26 $13,908,707
Huntington Bank Auto Credit-Linked Notes, Series 2024-1 B1 6.153% 20-MAY-2032, 6.15%, 05/20/32 HACLN 2024-1 44644NAA7 - - 13,522,227 $13,702,220 $13,702,220 0.25 $13,676,797
FNMA 30yr Pool#FM5350 4.500% 01-Sep-2050, 4.50%, 09/01/50 FN 3140X85L7 - - 14,018,522 $13,644,173 $13,644,173 0.25 $13,591,603
FNMA 40yr Pool#BF0731 2.500% 01-Jun-2063, 2.50%, 06/01/63 FN 3140FXY55 - - 16,400,215 $13,510,367 $13,510,367 0.25 $13,476,200
FHLMC 30yr Pool#SD5994 4.500% 01-Sep-2050, 4.50%, 09/01/50 FR 3132DTUT5 - - 13,799,666 $13,446,594 $13,446,594 0.25 $13,394,845
Connecticut Avenue Securities Trust 2025-R03|5.95369|03/25/2045, 5.95%, 03/25/45 CAS 2025-R03 20754VAB3 - - 13,212,417 $13,262,028 $13,262,028 0.24 $13,248,918
FNMA 30yr Pool#FS6236 6.500% 01-Nov-2053, 6.50%, 11/01/53 FN 3140XM4W3 - - 12,636,803 $13,179,522 $13,179,522 0.24 $13,111,073
Connecticut Avenue Securities Trust 2024-R03 2M2 6.28969% 25-MAR-2044, 6.30%, 03/25/44 CAS 2024-R03 207941AB1 - - 13,082,000 $13,164,956 $13,164,956 0.24 $13,080,360
Saluda Grade Alternative Mortgage Trust 2023-RTL3 A1 7.0% 25-APR-2029, 7.00%, 04/25/29 GRADE 2023-RTL3 79583YAA2 - - 13,041,070 $12,989,210 $12,989,210 0.24 $12,913,137
PRET 2025-NPL4 LLC|6.3677|04/25/2055, 6.37%, 04/25/55 PRET 2025-NPL4 74136UAA3 - - 12,790,000 $12,796,784 $12,796,784 0.24 $12,789,997
FHLMC 30yr Pool#SD5224 6.000% 01-Mar-2054, 6.00%, 03/01/54 FR 3132DSYV8 - - 12,449,029 $12,772,804 $12,772,804 0.23 $12,710,558
FNMA 30yr Pool#FS7541 4.000% 01-Jun-2052, 4.00%, 06/01/52 FN 3140XPLX5 - - 13,247,550 $12,536,039 $12,536,039 0.23 $12,491,880
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 $12,528,884 $12,528,884 0.23 $12,451,101
FNMA 30yr Pool#FS7117 6.500% 01-Feb-2054, 6.50%, 02/01/54 FN 3140XN4B7 - - 12,006,404 $12,522,049 $12,522,049 0.23 $12,457,014
Homeward Opportunities Fund Trust 2025-RRTL1 A1 5.476% 25-MAR-2040, 5.48%, 03/25/40 HOF 2025-RRTL1 437919AA1 - - 12,500,000 $12,502,123 $12,502,123 0.23 $12,490,715
FHLMC 30yr Pool#QG6755 5.500% 01-Jun-2053, 5.50%, 06/01/53 FR 3133C7QG5 - - 12,266,333 $12,449,036 $12,449,036 0.23 $12,392,815
FHLMC 30yr Pool#SL0509 4.500% 01-Jan-2055, 4.50%, 01/01/55 FR 31427MR78 - - 12,907,508 $12,432,972 $12,432,972 0.23 $12,384,569
FNMA 40yr Pool#BF0783 3.500% 01-Dec-2063, 3.50%, 12/01/63 FN 3140FX2R2 - - 13,600,521 $12,199,517 $12,199,517 0.22 $12,159,849
FHLMC 30yr Pool#QH3306 6.000% 01-Oct-2053, 6.00%, 10/01/53 FR 3133CFU72 - - 11,814,577 $12,150,834 $12,150,834 0.22 $12,091,761
FNMA 30yr Pool#FS5818 4.500% 01-Oct-2050, 4.50%, 10/01/50 FN 3140XMPC4 - - 12,234,605 $11,907,894 $11,907,894 0.22 $11,862,014
FNMA 30yr Pool#BY4134 5.500% 01-Jul-2053, 5.50%, 07/01/53 FN 3140NLSY6 - - 11,769,588 $11,823,790 $11,823,790 0.22 $11,769,846
FNMA 30yr Pool#BY0334 6.000% 01-May-2053, 6.00%, 05/01/53 FN 3140NGLQ1 - - 11,525,662 $11,815,941 $11,815,941 0.22 $11,758,313
FNMA 30yr Pool#FS5362 4.500% 01-Dec-2050, 4.50%, 12/01/50 FN 3140XL5Y0 - - 11,954,766 $11,635,528 $11,635,528 0.21 $11,590,697
FNMA 30yr Pool#FS7613 4.500% 01-May-2052, 4.50%, 05/01/52 FN 3140XPN70 - - 11,769,473 $11,455,182 $11,455,182 0.21 $11,411,047
Connecticut Avenue Securities Trust 2023-R08 1B1 7.90369% 25-OCT-2043, 7.90%, 10/25/43 CAS 2023-R08 20755CAF5 - - 10,982,476 $11,357,461 $11,357,461 0.21 $11,342,994
FNMA 30yr Pool#BX0421 5.500% 01-Nov-2052, 5.50%, 11/01/52 FN 3140N4PF8 - - 11,105,952 $11,241,755 $11,241,755 0.21 $11,190,852
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2024-DNA3 M2 5.80369% 25-OCT-2044, 5.80%, 10/25/44 STACR 2024-DNA3 35564NFA6 - - 11,192,000 $11,151,496 $11,151,496 0.21 $11,140,670
RCKT Mortgage Trust 2024-CES5 A1B 6.047% 25-JUL-2044, 6.05%, 08/25/44 RCKT 74938KAB3 - - 10,814,521 $10,972,841 $10,972,841 0.20 $10,918,345
FNMA 30yr Pool#BW2174 4.500% 01-Jun-2052, 4.50%, 06/01/52 FN 3140MTMY6 - - 11,383,108 $10,960,416 $10,960,416 0.20 $10,917,730
Freddie Mac Pool|4.5|05/01/2053, 4.50%, 05/01/53 FR 31427M6F3 - - 11,370,756 $10,950,246 $10,950,246 0.20 $10,907,606
FHLMC 30yr Pool#RA7104 4.500% 01-Feb-2051, 4.50%, 02/01/51 FR 3133KN3M3 - - 11,022,914 $10,712,719 $10,712,719 0.20 $10,671,383
FNMA 30yr Pool#FS6662 4.000% 01-Oct-2051, 4.00%, 10/01/51 FN 3140XNML5 - - 11,247,421 $10,643,334 $10,643,334 0.20 $10,605,843
RCKT Mortgage Trust 2024-CES9 A1B 5.683% 25-DEC-2044, 5.68%, 12/25/44 RCKT 2024-CES9 749426AB8 - - 10,545,026 $10,602,756 $10,602,756 0.20 $10,552,816
FHLMC 30yr Pool#QH1500 6.000% 01-Sep-2053, 6.00%, 09/01/53 FR 3133CDUZ5 - - 10,142,961 $10,401,104 $10,401,104 0.19 $10,350,389
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-HQA4 M2 6.70369% 25-DEC-2041, 6.70%, 12/25/41 STACR 2021-HQA4 35564KNS4 - - 10,089,878 $10,138,717 $10,138,717 0.19 $10,127,443
LHOME Mortgage Trust 2024-RTL3 A1 6.9% 25-MAY-2029, 6.90%, 05/25/29 LHOME 2024-RTL3 50205GAA0 - - 9,960,000 $10,082,569 $10,082,569 0.19 $10,071,115
Connecticut Avenue Securities Trust 2024-R05 2M2 6.05369% 25-JUL-2044, 6.05%, 07/25/44 CAS 2024-R05 20754XAC7 - - 10,060,000 $10,078,803 $10,078,803 0.19 $10,016,333
FNMA 30yr Pool#FS2144 3.500% 01-Jun-2052, 3.50%, 06/01/52 FN 3140XHL21 - - 10,906,215 $10,033,932 $10,033,932 0.18 $10,002,122
Brean Asset Backed Securities Trust 2024-RM8 A1 4.5% 25-MAY-2064, 4.50%, 05/25/64 BABS 2024-RM8 10637YAA3 - - 10,275,377 $10,026,395 $10,026,395 0.18 $10,018,688
Structured Agency Credit Risk (STACR) Debt Notes, Series 2024-HQA1 M1 5.58969% 25-MAR-2044, 5.60%, 03/25/44 STACR 2024-HQA1 M1 35564NBX0 - - 9,943,027 $9,938,834 $9,938,834 0.18 $9,929,547
Alterna Funding III A 6.26% 15-MAY-2039, 6.26%, 05/16/39 TAX 2024-1A 02157JAA3 - - 9,807,978 $9,919,853 $9,919,853 0.18 $9,892,565
Structured Agency Credit Risk (STACR) Debt Notes, Series 2024-HQA1 M2 6.33969% 25-MAR-2044, 6.35%, 03/25/44 STACR 2024-HQA1 M2 35564NCA9 - - 9,880,000 $9,884,929 $9,884,929 0.18 $9,874,466
FHLMC 30yr Pool#QH4373 6.000% 01-Nov-2053, 6.00%, 11/01/53 FR 3133CG2E6 - - 9,493,207 $9,821,264 $9,821,264 0.18 $9,773,798
FHLMC 30yr Pool#SD2167 6.000% 01-Jan-2053, 6.00%, 01/01/53 FR 3132DPMQ8 - - 9,561,769 $9,806,813 $9,806,813 0.18 $9,759,004
FNMA 30yr Pool#DA0026 6.000% 01-Sep-2053, 6.00%, 09/01/53 FN 3140A0A41 - - 9,566,350 $9,786,433 $9,786,433 0.18 $9,738,601
FNMA 30yr Pool#FA0654 4.500% 01-Dec-2054, 4.50%, 12/01/54 FN 3140W0WQ4 - - 10,103,280 $9,719,880 $9,719,880 0.18 $9,681,993
RCKT Mortgage Trust 2024-CES1 A1B 6.325% 25-FEB-2044, 6.33%, 02/25/44 RCKT 2024-CES1 749424AB3 - - 9,464,612 $9,586,032 $9,586,032 0.18 $9,536,146
FHLMC 30yr Pool#RJ1754 4.500% 01-Jun-2054, 4.50%, 06/01/54 FR 3142GR5Q9 - - 9,922,809 $9,558,003 $9,558,003 0.18 $9,520,793
FNMA 30yr Pool#BX5075 6.000% 01-Jan-2053, 6.00%, 01/01/53 FN 3140N9T97 - - 9,197,402 $9,449,487 $9,449,487 0.17 $9,403,500
Fannie Mae Pool|4.5|07/01/2053, 4.50%, 07/01/53 FN 3140W1ND1 - - 9,801,758 $9,442,441 $9,442,441 0.17 $9,405,684
FIGRE Trust 2023-HE3 A 6.436% 25-NOV-2053, 6.44%, 11/25/53 FIGRE 2023-HE3 31684CAA9 - - 9,223,575 $9,429,785 $9,429,785 0.17 $9,419,891
LHOME Mortgage Trust 2024-RTL5 A2 5.751% 25-SEP-2039, 5.75%, 09/25/39 LHOME 2024-RTL5 50205WAB3 - - 9,325,000 $9,288,631 $9,288,631 0.17 $9,279,693
Rithm Capital Corp. 8.0% 01-APR-2029, 8.00%, 04/01/29 RITM 64828TAB8 - - 9,213,000 $9,259,395 $9,259,395 0.17 $9,197,975
ACHM Trust 2024-HE1 A 6.55% 25-MAY-2039, 6.55%, 05/25/39 ACHM 2024-HE1 00449TAA3 - - 8,817,678 $8,960,513 $8,960,513 0.16 $8,950,887
Fannie Mae REMIC Trust 2022-65 FB 5.15369% 25-SEP-2052, 5.15%, 09/25/52 FNR 2022-65 3136BPCQ2 - - 9,176,491 $8,924,514 $8,924,514 0.16 $8,916,631
FIGRE Trust 2025-PF1|5.758|06/25/2055, 5.76%, 06/25/55 FIGRE 2025-PF1 316922AA1 - - 8,855,000 $8,894,726 $8,894,726 0.16 $8,886,228
FNMA 30yr Pool#FA0787 4.500% 01-Jan-2055, 4.50%, 01/01/55 FN 3140W02V6 - - 9,004,381 $8,673,341 $8,673,341 0.16 $8,639,575
FNMA 30yr Pool#FS7397 6.000% 01-Mar-2054, 6.00%, 03/01/54 FN 3140XPGF0 - - 8,342,341 $8,559,645 $8,559,645 0.16 $8,517,933
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 $8,372,690 $8,372,690 0.15 $8,319,296
FHLMC 30yr Pool#QX0520 5.500% 01-Dec-2054, 5.50%, 12/01/54 FR 31425USJ5 - - 8,105,807 $8,174,693 $8,174,693 0.15 $8,137,541
FHLMC 30yr Pool#SD5223 6.000% 01-Apr-2054, 6.00%, 04/01/54 FR 3132DSYU0 - - 7,951,512 $8,158,636 $8,158,636 0.15 $8,118,878
FNMA 30yr Pool#DB4017 6.000% 01-May-2054, 6.00%, 05/01/54 FN 3140ADPB1 - - 7,903,247 $8,109,113 $8,109,113 0.15 $8,069,596
Mello Mortgage Capital Acceptance 2024-SD1 A1 4.0% 25-APR-2054, 4.00%, 04/25/54 MELLO 58550DAA1 - - 8,174,791 $7,968,870 $7,968,870 0.15 $7,963,420
Saluda Grade Alternative Mortgage Trust 2023-FIG4 A 6.718% 25-NOV-2053, 6.72%, 11/25/53 GRADE 2023-FIG4 79581UAA2 - - 7,647,421 $7,905,688 $7,905,688 0.15 $7,862,875
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 $7,855,031 $7,855,031 0.14 $7,834,192
Huntington Bank Auto Credit-Linked Notes, Series 2025-1 B 4.957% 20-MAR-2033, 4.96%, 03/21/33 HACLN 2025-1 446438SX2 - - 7,699,910 $7,764,836 $7,764,836 0.14 $7,753,174
FHLMC 30yr Pool#SD5963 6.000% 01-Jul-2054, 6.00%, 07/01/54 FR 3132DTTU4 - - 7,478,354 $7,668,217 $7,668,217 0.14 $7,630,826
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 - - 7,554,656 $7,653,608 $7,653,608 0.14 $7,645,060
FNMA 30yr Pool#BY0337 6.500% 01-May-2053, 6.50%, 05/01/53 FN 3140NGLT5 - - 7,341,565 $7,643,466 $7,643,466 0.14 $7,603,699
FNMA 30yr Pool#BX6266 6.000% 01-Jan-2053, 6.00%, 01/01/53 FN 3140NA6C2 - - 7,370,581 $7,566,310 $7,566,310 0.14 $7,529,457
Saluda Grade Alternative Mortgage Trust 2023-FIG3 A 7.067% 25-AUG-2053, 7.07%, 08/25/53 GRADE 79582AAA5 - - 7,246,694 $7,523,237 $7,523,237 0.14 $7,480,560
Connecticut Avenue Securities Trust 2025-R01 1M2 5.85369% 25-JAN-2045, 5.85%, 01/25/45 CAS 2025-R01 20755JAC7 - - 7,526,000 $7,516,291 $7,516,291 0.14 $7,471,104
Connecticut Avenue Securities, Series 2021-R01 1B1 7.45369% 25-OCT-2041, 7.45%, 10/25/41 CAS 2021-R01 20754RAF3 - - 7,320,000 $7,445,756 $7,445,756 0.14 $7,436,662
Connecticut Avenue Securities Trust 2025-R01 1M1 5.45369% 25-JAN-2045, 5.45%, 01/25/45 CAS 2025-R01 20755JAB9 - - 7,253,515 $7,429,213 $7,429,213 0.14 $7,218,908
FNMA 30yr Pool#FS8486 4.500% 01-Dec-2052, 4.50%, 12/01/52 FN 3140XQNC7 - - 7,712,704 $7,421,536 $7,421,536 0.14 $7,392,614
FNMA 30yr Pool#FS3661 6.000% 01-Jan-2053, 6.00%, 01/01/53 FN 3140XKB74 - - 7,205,629 $7,403,123 $7,403,123 0.14 $7,367,095
ACHV ABS Trust 2023-4CP D 8.6% 25-NOV-2030, 8.60%, 11/25/30 ACHV 2023-4CP 00092CAD4 - - 7,056,000 $7,144,789 $7,144,789 0.13 $7,134,675
Brean Asset Backed Securities Trust 2024-RM9 A1 5.0% 25-SEP-2064, 5.00%, 09/25/64 BABS 2024-RM9 10638DAA8 - - 7,157,875 $7,052,379 $7,052,379 0.13 $7,046,414
FHLMC 30yr Pool#QG3912 5.500% 01-Jun-2053, 5.50%, 06/01/53 FR 3133C4KZ6 - - 6,916,682 $7,006,035 $7,006,035 0.13 $6,974,334
RCKT Mortgage Trust 2024-CES8 A1A 5.48955% 25-OCT-2044, 5.49%, 11/25/44 RCKT 2024-CES8 749421AA1 - - 6,843,334 $6,893,210 $6,893,210 0.13 $6,861,904
LHOME Mortgage Trust 2024-RTL4 A2 6.092% 25-JUL-2039, 6.09%, 07/25/39 LHOME 2024-RTL4 50205PAB8 - - 6,870,000 $6,866,544 $6,866,544 0.13 $6,859,569
Tricolor Auto Securitization Trust 2024-3 A 5.22% 15-JUN-2028, 5.22%, 06/15/28 TAST 2024-3A 89617AAA3 - - 6,849,157 $6,856,483 $6,856,483 0.13 $6,840,593
FHLMC 30yr Pool#QG4264 5.000% 01-Jun-2053, 5.00%, 06/01/53 FR 3133C4WZ3 - - 6,934,472 $6,835,094 $6,835,094 0.13 $6,806,201
PRET 2025-RPL2 Trust A1 4.0% 25-FEB-2065, 4.00%, 08/25/64 PRET 2025-RPL2 69392LAA2 - - 7,031,000 $6,821,057 $6,821,057 0.13 $6,750,747
FHLMC 30yr Pool#SD3018 5.500% 01-May-2053, 5.50%, 05/01/53 FR 3132DQK70 - - 6,721,212 $6,780,282 $6,780,282 0.12 $6,749,476
Santander Bank Auto Credit-Linked Notes, Series 2024-A C 5.818% 15-JUN-2032, 5.82%, 06/15/32 SBCLN 2024-A 80290CCK8 - - 6,684,715 $6,747,181 $6,747,181 0.12 $6,729,896
FNMA 30yr Pool#FM4129 4.000% 01-Sep-2050, 4.00%, 09/01/50 FN 3140X7ST7 - - 7,093,117 $6,712,154 $6,712,154 0.12 $6,688,510
FIGRE Trust 2025-HE2 A 5.775% 25-MAR-2055, 5.78%, 03/25/55 FIGRE 2025-HE2 31684KAA1 - - 6,621,000 $6,676,839 $6,676,839 0.12 $6,644,975
FNMA 30yr Pool#DA1456 5.500% 01-Sep-2053, 5.50%, 09/01/53 FN 3140A1TN7 - - 6,630,883 $6,675,838 $6,675,838 0.12 $6,645,447
FHLMC 30yr Pool#SD3813 6.000% 01-Jul-2053, 6.00%, 07/01/53 FR 3132E0GW6 - - 6,488,040 $6,673,683 $6,673,683 0.12 $6,641,243
FHLMC 30yr Pool#QH7040 6.000% 01-Dec-2053, 6.00%, 12/01/53 FR 3133CKZD3 - - 6,521,355 $6,671,384 $6,671,384 0.12 $6,638,777
FNMA 30yr Pool#DA1468 6.000% 01-Sep-2053, 6.00%, 09/01/53 FN 3140A1T23 - - 6,337,848 $6,518,231 $6,518,231 0.12 $6,486,542
FNMA 30yr Pool#DC7015 5.500% 01-Dec-2054, 5.50%, 12/01/54 FN 3140AUYM9 - - 6,436,146 $6,490,843 $6,490,843 0.12 $6,461,344
PRPM 2025-RPL3 LLC|3.25|04/25/2055, 3.25%, 04/25/55 PRPM 2025-RPL3 69392NAA8 - - 6,800,000 $6,475,673 $6,475,673 0.12 $6,438,840
LHOME Mortgage Trust 2024-RTL1 A1 7.017% 25-JAN-2029, 7.02%, 01/25/29 LHOME 2024-RTL1 50205DAA7 - - 6,341,000 $6,393,506 $6,393,506 0.12 $6,386,090
FNMA 30yr Pool#FM7479 4.500% 01-Jan-2050, 4.50%, 01/01/50 FN 3140XBJZ4 - - 6,429,970 $6,265,456 $6,265,456 0.12 $6,241,344
FNMA 30yr Pool#FS1578 4.000% 01-Oct-2050, 4.00%, 10/01/50 FN 3140XGXG9 - - 6,341,322 $6,006,111 $6,006,111 0.11 $5,984,973
Connecticut Avenue Securities Trust 2025-R03|6.60369|03/25/2045, 6.60%, 03/25/45 CAS 2025-R03 20754VAC1 - - 5,970,000 $6,000,305 $6,000,305 0.11 $5,993,735
FNMA 30yr Pool#FS0088 4.000% 01-Mar-2050, 4.00%, 03/01/50 FN 3140XFC25 - - 6,293,513 $5,971,573 $5,971,573 0.11 $5,950,595
FHLMC 30yr Pool#QH2242 5.500% 01-Sep-2053, 5.50%, 09/01/53 FR 3133CEP30 - - 5,894,731 $5,934,696 $5,934,696 0.11 $5,907,678
Santander Bank Auto Credit-Linked Notes, Series 2023-B C 5.933% 15-DEC-2033, 5.93%, 12/15/33 SBCLN 2023-B 80290CCC6 - - 5,875,968 $5,926,065 $5,926,065 0.11 $5,910,571
FHLMC 30yr Pool#SD2606 4.500% 01-Sep-2051, 4.50%, 09/01/51 FR 3132DP3P1 - - 6,073,523 $5,902,608 $5,902,608 0.11 $5,879,832
Ginnie Mae REMIC Trust 2023-116 LF 5.6504% 20-AUG-2053, 5.65%, 08/20/53 GNR 2023-116 38384EFT7 - - 5,851,957 $5,874,464 $5,874,464 0.11 $5,864,361
RCKT Mortgage Trust 2025-CES1 A1A 5.653% 25-JAN-2045, 5.65%, 01/25/45 RCKT 2025-CES1 A1 749427AA8 - - 5,775,277 $5,837,985 $5,837,985 0.11 $5,810,779
FHLMC 30yr Pool#QH4638 6.000% 01-Nov-2053, 6.00%, 11/01/53 FR 3133CHEK7 - - 5,637,669 $5,832,490 $5,832,490 0.11 $5,804,302
FHLMC 30yr Pool#QJ9072 6.000% 01-Nov-2054, 6.00%, 11/01/54 FR 3133D1CH0 - - 5,618,398 $5,764,748 $5,764,748 0.11 $5,736,656
RCKT Mortgage Trust 2023-CES1 A1A 6.515% 25-JUN-2043, 6.51%, 06/25/43 RCKT 74935WAA2 - - 5,649,580 $5,711,163 $5,711,163 0.11 $5,680,491
FHLMC 30yr Pool#QH4473 6.000% 01-Nov-2053, 6.00%, 11/01/53 FR 3133CG6J1 - - 5,516,127 $5,706,748 $5,706,748 0.10 $5,679,167
FNMA 30yr Pool#CA0706 4.000% 01-Nov-2047, 4.00%, 11/01/47 FN 3140Q7YC5 - - 5,905,475 $5,614,376 $5,614,376 0.10 $5,594,691
FNMA 30yr Pool#DA5019 6.500% 01-Nov-2053, 6.50%, 11/01/53 FN 3140A5SH2 - - 5,347,102 $5,572,766 $5,572,766 0.10 $5,543,802
FNMA 30yr Pool#BY0350 5.000% 01-Jun-2053, 5.00%, 06/01/53 FN 3140NGL81 - - 5,610,124 $5,529,725 $5,529,725 0.10 $5,506,350
FHLMC 30yr Pool#QI8221 6.000% 01-Jun-2054, 6.00%, 06/01/54 FR 3133WFD20 - - 5,378,146 $5,518,237 $5,518,237 0.10 $5,491,347
LHOME Mortgage Trust 2022-RTL3 A1 8.15% 25-NOV-2027, 8.15%, 11/25/27 LHOME 2022-RTL3 50204UAA0 - - 4,090,638 $5,494,538 $5,494,538 0.10 $4,095,244
FHLMC 30yr Pool#QH2259 6.000% 01-Sep-2053, 6.00%, 09/01/53 FR 3133CEQL9 - - 5,305,494 $5,440,521 $5,440,521 0.10 $5,413,993
BX Trust 2021-SDMF A 5.025% 15-SEP-2034, 5.03%, 09/15/34 BX 2021-SDMF 12434CAA2 - - 5,435,823 $5,412,466 $5,412,466 0.10 $5,400,325
RCKT Mortgage Trust 2024-CES6 A1B 5.546% 25-SEP-2044, 5.55%, 09/25/44 RCKT 2024-CES6 749410AB2 - - 5,374,539 $5,408,336 $5,408,336 0.10 $5,383,497
Connecticut Avenue Securities Trust 2024-R02 1M1 5.45369% 25-FEB-2044, 5.45%, 02/25/44 CAS 2024-R02 20754GAA8 - - 5,411,521 $5,400,540 $5,400,540 0.10 $5,395,622
LHOME Mortgage Trust 2024-RTL2 A1 7.128% 25-MAR-2029, 7.13%, 03/25/29 LHOME 50205JAA4 - - 5,293,684 $5,355,836 $5,355,836 0.10 $5,349,547
Santander Bank Auto Credit Linked Notes Series 2024-B 18-JAN-2033, 5.14%, 01/18/33 SBCLN 2024-B 80280BAC2 - - 5,250,000 $5,261,339 $5,261,339 0.10 $5,249,343
FNMA 30yr Pool#BY0540 6.000% 01-May-2053, 6.00%, 05/01/53 FN 3140NGS68 - - 5,121,785 $5,251,157 $5,251,157 0.10 $5,225,548
FNMA 30yr Pool#BX0419 5.500% 01-Nov-2052, 5.50%, 11/01/52 FN 3140N4PD3 - - 5,162,121 $5,201,101 $5,201,101 0.10 $5,177,441
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 $5,092,334 $5,092,334 0.09 $5,078,160
FNMA 30yr Pool#BX5986 5.500% 01-Mar-2053, 5.50%, 03/01/53 FN 3140NAUL5 - - 5,008,303 $5,084,125 $5,084,125 0.09 $5,061,170
FNMA 30yr Pool#DA5072 6.500% 01-Nov-2053, 6.50%, 11/01/53 FN 3140A5T65 - - 4,839,908 $5,044,167 $5,044,167 0.09 $5,017,951
Gracie Point International Funding, Series 2024-1 A 6.12441% 01-MAR-2028, 6.12%, 03/01/28 GPIF 2024-1A A 38410KAA7 - - 5,000,000 $5,027,308 $5,027,308 0.09 $4,977,142
FHLMC 30yr Pool#QF9863 5.500% 01-Mar-2053, 5.50%, 03/01/53 FR 3133BX5Y3 - - 4,852,743 $4,916,094 $4,916,094 0.09 $4,893,852
ABL 2024-RTL1 A2 7.457% 25-SEP-2029, 7.46%, 09/25/29 ABL 2024-RTL1 00092EAB4 - - 4,840,000 $4,846,784 $4,846,784 0.09 $4,840,769
FNMA 30yr Pool#FS3246 5.500% 01-Nov-2052, 5.50%, 11/01/52 FN 3140XJTC7 - - 4,736,273 $4,819,704 $4,819,704 0.09 $4,797,996
Bayview Opportunity Master Fund VII Trust 2024-CAR1 B 5.65369% 25-DEC-2031, 5.65%, 12/26/31 BVCLN 2024-CAR1 07336QAB8 - - 4,471,513 $4,734,836 $4,734,836 0.09 $4,486,374
FHLMC 30yr Pool#RA1100 4.000% 01-Jul-2049, 4.00%, 07/01/49 FR 3133KGGH5 - - 5,001,788 $4,733,363 $4,733,363 0.09 $4,716,690
FNMA 30yr Pool#BX4782 5.500% 01-Mar-2053, 5.50%, 03/01/53 FN 3140N9J49 - - 4,656,834 $4,674,678 $4,674,678 0.09 $4,653,334
FHLMC 30yr Pool#QH5204 6.500% 01-Nov-2053, 6.50%, 11/01/53 FR 3133CHX91 - - 4,391,962 $4,593,006 $4,593,006 0.08 $4,569,216
FNMA 30yr Pool#BX9326 5.500% 01-Mar-2053, 5.50%, 03/01/53 FN 3140NELG8 - - 4,495,736 $4,554,425 $4,554,425 0.08 $4,533,820
RCKT Mortgage Trust 2025-CES2 A1B 5.603% 25-FEB-2055, 5.60%, 02/25/55 RCKT 2025-CES2 74942BAB7 - - 4,449,528 $4,451,566 $4,451,566 0.08 $4,430,791
FNMA 30yr Pool#CB2907 3.500% 01-Feb-2052, 3.50%, 02/01/52 FN 3140QNGR7 - - 4,785,071 $4,403,746 $4,403,746 0.08 $4,389,789
FNMA 30yr Pool#BW6314 5.500% 01-Aug-2052, 5.50%, 08/01/52 FN 3140MYAQ5 - - 4,315,277 $4,369,773 $4,369,773 0.08 $4,349,994
FHLMC 30yr Pool#QF7280 5.500% 01-Jan-2053, 5.50%, 01/01/53 FR 3133BVCR4 - - 4,282,655 $4,359,061 $4,359,061 0.08 $4,339,432
FNMA 30yr Pool#BY0335 6.000% 01-May-2053, 6.00%, 05/01/53 FN 3140NGLR9 - - 4,238,853 $4,329,477 $4,329,477 0.08 $4,308,283
FNMA 30yr Pool#DA3549 6.500% 01-Oct-2053, 6.50%, 10/01/53 FN 3140A35K5 - - 4,129,533 $4,318,564 $4,318,564 0.08 $4,296,196
FHLMC 30yr Pool#QH0826 5.500% 01-Sep-2053, 5.50%, 09/01/53 FR 3133CC4K9 - - 4,237,773 $4,300,202 $4,300,202 0.08 $4,280,779
FNMA 30yr Pool#BX8340 6.000% 01-Apr-2053, 6.00%, 04/01/53 FN 3140NDHS9 - - 4,168,202 $4,282,796 $4,282,796 0.08 $4,261,955
FNMA 30yr Pool#BX9422 5.500% 01-Mar-2053, 5.50%, 03/01/53 FN 3140NEPG4 - - 4,204,308 $4,223,843 $4,223,843 0.08 $4,204,574
Fannie Mae REMIC Trust 2020-98 AI 3.5% 25-JAN-2061, 3.50%, 01/25/61 FNR 2020-98 3136BDLE6 - - 19,485,844 $4,207,055 $4,207,055 0.08 $4,150,222
SREIT Commercial Mortgage Trust 2021-MFP B 5.5158% 15-NOV-2038, 5.52%, 11/15/38 SREIT 2021-MFP 78472UAC2 - - 4,194,208 $4,173,203 $4,173,203 0.08 $4,162,920
FNMA 30yr Pool#BX6124 6.500% 01-Jan-2053, 6.50%, 01/01/53 FN 3140NAYW7 - - 3,982,317 $4,170,994 $4,170,994 0.08 $4,149,423
FHLMC 30yr Pool#QG2535 5.000% 01-May-2053, 5.00%, 05/01/53 FR 3133C2Y85 - - 4,223,147 $4,163,607 $4,163,607 0.08 $4,146,011
Connecticut Avenue Securities Trust 2024-R06 1M2 5.95369% 25-SEP-2044, 5.95%, 09/25/44 CAS 2024-R06 20755RAC9 - - 4,125,699 $4,123,958 $4,123,958 0.08 $4,119,864
EFMT 2025-CES1 A1B 5.877% 25-JAN-2060, 5.88%, 01/25/60 EFMT 2025-CES1 26846VAB0 - - 4,079,078 $4,109,998 $4,109,998 0.08 $4,090,020
FNMA 30yr Pool#FS2135 4.000% 01-Nov-2049, 4.00%, 11/01/49 FN 3140XHLR6 - - 4,298,560 $4,076,545 $4,076,545 0.07 $4,062,216
FNMA 30yr Pool#FS1869 3.500% 01-Apr-2052, 3.50%, 04/01/52 FN 3140XHCF2 - - 4,390,595 $4,034,536 $4,034,536 0.07 $4,021,730
RAM 2024-1 A 5.95% 15-FEB-2039, 6.67%, 02/15/39 RAM 2024-1 751313AA5 - - 3,961,417 $3,992,741 $3,992,741 0.07 $3,980,999
FHLMC 30yr Pool#QH7549 6.000% 01-Dec-2053, 6.00%, 12/01/53 FR 3133CLL61 - - 3,817,478 $3,914,635 $3,914,635 0.07 $3,895,547
FNMA 30yr Pool#FS2713 4.500% 01-Oct-2050, 4.50%, 10/01/50 FN 3140XJAP8 - - 3,972,501 $3,870,863 $3,870,863 0.07 $3,855,966
FNMA 30yr Pool#BX8700 5.500% 01-Mar-2053, 5.50%, 03/01/53 FN 3140NDU21 - - 3,741,710 $3,795,091 $3,795,091 0.07 $3,777,941
FHLMC 30yr Pool#SD1416 4.500% 01-Dec-2048, 4.50%, 12/01/48 FR 3132DNSD6 - - 3,821,901 $3,724,116 $3,724,116 0.07 $3,709,784
FNMA 30yr Pool#FM7031 4.000% 01-Jan-2051, 4.00%, 01/01/51 FN 3140XAY55 - - 3,891,951 $3,682,919 $3,682,919 0.07 $3,669,946
Reach ABS Trust 2024-2 A 5.88% 15-JUL-2031, 5.88%, 07/15/31 REACH 2024-2A 75525HAA8 - - 3,632,407 $3,655,189 $3,655,189 0.07 $3,645,697
FHLMC 30yr Pool#QH1144 5.500% 01-Sep-2053, 5.50%, 09/01/53 FR 3133CDHV9 - - 3,542,843 $3,594,747 $3,594,747 0.07 $3,578,509
FHLMC 30yr Pool#QG1347 6.000% 01-Mar-2053, 6.00%, 03/01/53 FR 3133C1P87 - - 3,491,784 $3,589,930 $3,589,930 0.07 $3,572,471
FNMA 30yr Pool#FM1540 4.000% 01-Sep-2049, 4.00%, 09/01/49 FN 3140X4WA0 - - 3,786,288 $3,583,094 $3,583,094 0.07 $3,570,473
Ally Bank Auto Credit-Linked Notes, Series 2024-A C 6.022% 15-MAY-2032, 6.02%, 05/17/32 ABCLN 2024-A 02007GZ63 - - 3,514,268 $3,569,243 $3,569,243 0.07 $3,559,837
Finance Of America Structured Securities Trust Series 2024-S1|3.5|02/25/2074, 3.50%, 02/25/74 FASST 2024-S1 31740RAB6 - - 3,689,373 $3,567,701 $3,567,701 0.07 $3,565,549
FHLMC 30yr Pool#QH6041 5.500% 01-Dec-2053, 5.50%, 12/01/53 FR 3133CJWA5 - - 3,453,599 $3,496,569 $3,496,569 0.06 $3,480,740
FHLMC 30yr Pool#QF7810 5.500% 01-Jan-2053, 5.50%, 01/01/53 FR 3133BVVB8 - - 3,399,996 $3,459,337 $3,459,337 0.06 $3,443,754
JP Morgan Mortgage Trust 2024-CES1 A1B 6.019% 25-JUN-2054, 6.02%, 06/25/54 JPMMT 2024-CES1 46658CAB7 - - 3,355,451 $3,396,354 $3,396,354 0.06 $3,379,524
FNMA 30yr Pool#DA0036 6.500% 01-Sep-2053, 6.50%, 09/01/53 FN 3140A0BE8 - - 3,254,220 $3,391,558 $3,391,558 0.06 $3,373,931
FHLMC 30yr Pool#QG2539 6.500% 01-May-2053, 6.50%, 05/01/53 FR 3133C2ZC5 - - 3,246,515 $3,380,018 $3,380,018 0.06 $3,362,433
FNMA 30yr Pool#MA4026 4.000% 01-May-2050, 4.00%, 05/01/50 FN 31418DPL0 - - 3,573,401 $3,377,446 $3,377,446 0.06 $3,365,534
BX Trust 2021-BXMF C 5.62727% 15-OCT-2038, 5.63%, 10/15/26 BX 2021-BXMF 05609RAJ3 - - 3,337,147 $3,317,024 $3,317,024 0.06 $3,308,677
FNMA 30yr Pool#BX8585 6.000% 01-Mar-2053, 6.00%, 03/01/53 FN 3140NDRF6 - - 3,246,395 $3,314,913 $3,314,913 0.06 $3,298,681
FNMA 30yr Pool#MA4056 4.000% 01-Jun-2050, 4.00%, 06/01/50 FN 31418DQJ4 - - 3,453,893 $3,259,683 $3,259,683 0.06 $3,248,170
FIGRE Trust 2024-HE4 B 5.252% 25-SEP-2054, 5.25%, 09/25/54 FIGRE 2024-HE4 31684UAB7 - - 3,280,854 $3,255,358 $3,255,358 0.06 $3,252,486
FNMA 30yr Pool#BX3248 6.000% 01-Jan-2053, 6.00%, 01/01/53 FN 3140N7TE0 - - 3,165,307 $3,253,616 $3,253,616 0.06 $3,237,789
FHLMC 30yr Pool#SD1111 4.000% 01-Jun-2050, 4.00%, 06/01/50 FR 3132DNGU1 - - 3,417,046 $3,248,486 $3,248,486 0.06 $3,237,095
FHF Trust 2024-1 (First Help Financial) A2 5.69% 15-FEB-2030, 5.69%, 02/15/30 FHF 2024-1A 31568AAB2 - - 3,196,602 $3,229,244 $3,229,244 0.06 $3,221,160
FHLMC 30yr Pool#QE6404 5.500% 01-Jul-2052, 5.50%, 07/01/52 FR 3133BGDH8 - - 3,145,591 $3,186,155 $3,186,155 0.06 $3,171,737
FNMA 30yr Pool#BV5379 3.000% 01-Apr-2052, 3.00%, 04/01/52 FN 3140MJ6R1 - - 3,613,730 $3,185,347 $3,185,347 0.06 $3,176,313
Connecticut Avenue Securities Trust 2024-R02 1M2 6.15369% 25-FEB-2044, 6.15%, 02/25/44 CAS 2024-R02 20754GAE0 - - 3,168,862 $3,166,236 $3,166,236 0.06 $3,162,986
Connecticut Avenue Securities, Series 2021-R01 1M2 5.90369% 25-OCT-2041, 5.90%, 10/25/41 CAS 2021-R01 20754RAB2 - - 3,158,965 $3,159,203 $3,159,203 0.06 $3,156,095
Connecticut Avenue Securities Trust 2024-R01 1M2 6.15369% 25-JAN-2044, 6.15%, 01/25/44 CAS 2024-R01 20753UAB6 - - 3,140,000 $3,144,501 $3,144,501 0.06 $3,141,281
Fannie Mae Pool|4|03/01/2050, 4.00%, 03/01/50 FN 3140X8S24 - - 3,217,322 $3,051,152 $3,051,152 0.06 $3,040,427
FNMA 30yr Pool#MA3496 4.500% 01-Oct-2048, 4.50%, 10/01/48 FN 31418C3E2 - - 3,121,940 $3,042,064 $3,042,064 0.06 $3,030,356
FHLMC 30yr Pool#SD2897 5.500% 01-May-2053, 5.50%, 05/01/53 FR 3132DQGE0 - - 3,013,842 $3,040,398 $3,040,398 0.06 $3,026,585
Santander Bank Auto Credit-Linked Notes, Series 2024-A B 5.622% 15-JUN-2032, 5.62%, 06/15/32 SBCLN 2024-A 80290CCJ1 - - 2,996,597 $3,020,890 $3,020,890 0.06 $3,013,403
Gracie Point International Funding, Series 2024-1 B 6.52441% 01-MAR-2028, 6.52%, 03/01/28 GPIF 2024-1A 38410KAB5 - - 3,007,000 $3,010,769 $3,010,769 0.06 $2,978,629
Chase Mortgage Reference Notes, Series 2021-CL1 M1 5.53969% 25-FEB-2050, 5.55%, 02/25/50 CHASE 2021-CL1 46591HBX7 - - 3,091,911 $2,988,005 $2,988,005 0.05 $2,985,150
FNMA 30yr Pool#BV8544 3.500% 01-May-2052, 3.50%, 05/01/52 FN 3140MNP67 - - 3,247,494 $2,981,660 $2,981,660 0.05 $2,972,188
FIGRE Trust 2024-HE3 C 6.229% 25-JUL-2054, 6.23%, 07/25/54 FIGRE 2024-HE3 31684GAC6 - - 2,945,704 $2,973,275 $2,973,275 0.05 $2,970,217
FNMA 30yr Pool#BX6955 6.000% 01-Feb-2053, 6.00%, 02/01/53 FN 3140NBWR8 - - 2,897,844 $2,971,041 $2,971,041 0.05 $2,956,552
FNMA 30yr Pool#BV5393 3.500% 01-Apr-2052, 3.50%, 04/01/52 FN 3140MJ7F6 - - 3,213,624 $2,954,993 $2,954,993 0.05 $2,945,620
FHLMC 30yr Pool#QI4878 6.000% 01-Apr-2054, 6.00%, 04/01/54 FR 3133WBM37 - - 2,839,187 $2,913,143 $2,913,143 0.05 $2,898,947
FHLMC 30yr Pool#QE8542 5.500% 01-Aug-2052, 5.50%, 08/01/52 FR 3133BJP30 - - 2,804,914 $2,840,710 $2,840,710 0.05 $2,827,855
Saluda Grade Alternative Mortgage Trust 2024-FIG5 B 6.603% 25-APR-2054, 6.60%, 04/25/54 GRADE 2024-FIG5 79582MAB7 - - 2,712,416 $2,797,658 $2,797,658 0.05 $2,782,733
FNMA 30yr Pool#BX4784 5.000% 01-Mar-2053, 5.00%, 03/01/53 FN 3140N9J64 - - 2,835,951 $2,797,287 $2,797,287 0.05 $2,785,471
FNMA 30yr Pool#BY0905 6.000% 01-Mar-2053, 6.00%, 03/01/53 FN 3140NHAF5 - - 2,716,988 $2,793,356 $2,793,356 0.05 $2,779,771
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 $2,780,540 $2,780,540 0.05 $2,777,286
FHLMC 30yr Pool#QG2537 5.500% 01-May-2053, 5.50%, 05/01/53 FR 3133C2ZA9 - - 2,764,602 $2,774,682 $2,774,682 0.05 $2,762,011
FNMA 30yr Pool#BV5394 3.500% 01-Apr-2052, 3.50%, 04/01/52 FN 3140MJ7G4 - - 3,018,836 $2,771,944 $2,771,944 0.05 $2,763,139
FHLMC 30yr Pool#Q57869 4.000% 01-Aug-2048, 4.00%, 08/01/48 FG 3132Y1W79 - - 2,884,125 $2,738,451 $2,738,451 0.05 $2,728,837
FHLMC 30yr Pool#QG1908 5.000% 01-May-2053, 5.00%, 05/01/53 FR 3133C2DM7 - - 2,776,455 $2,737,311 $2,737,311 0.05 $2,725,742
FNMA 30yr Pool#BY0330 5.000% 01-May-2053, 5.00%, 05/01/53 FN 3140NGLL2 - - 2,768,137 $2,729,754 $2,729,754 0.05 $2,718,220
FHLMC 30yr Pool#QF0488 5.500% 01-Sep-2052, 5.50%, 09/01/52 FR 3133BMRH0 - - 2,694,608 $2,728,637 $2,728,637 0.05 $2,716,287
BX Trust 2021-BXMF G 7.785513% 15-OCT-2038, 7.79%, 10/15/26 BX 2021-BXMF 05609RAS3 - - 2,807,890 $2,719,890 $2,719,890 0.05 $2,711,388
FNMA 30yr Pool#BX4791 5.500% 01-Feb-2053, 5.50%, 02/01/53 FN 3140N9KD7 - - 2,702,163 $2,712,518 $2,712,518 0.05 $2,700,133
FNMA 30yr Pool#DA1511 5.500% 01-Oct-2053, 5.50%, 10/01/53 FN 3140A1VD6 - - 2,673,270 $2,691,318 $2,691,318 0.05 $2,679,065
Ginnie Mae REMIC Trust 2017-163 LO 0.0% 16-MAY-2041, 0.00%, 05/16/41 GNR 2017-163 38380KNA9 - - 3,503,534 $2,666,973 $2,666,973 0.05 $2,666,973
FNMA 30yr Pool#DA3538 6.000% 01-Oct-2053, 6.00%, 10/01/53 FN 3140A34Y6 - - 2,593,502 $2,659,508 $2,659,508 0.05 $2,646,541
FHLMC 30yr Pool#QF9276 5.500% 01-Mar-2053, 5.50%, 03/01/53 FR 3133BXJV4 - - 2,594,205 $2,633,690 $2,633,690 0.05 $2,621,800
ACHV ABS Trust 2024-1PL B 6.34% 25-APR-2031, 6.34%, 04/25/31 ACHV 2024-1PL 00092BAB0 - - 2,604,961 $2,632,261 $2,632,261 0.05 $2,629,509
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2024-DNA1 M2 6.28969% 25-FEB-2044, 6.30%, 02/25/44 STACR 2024-DNA1 35564NBA0 - - 2,617,368 $2,631,137 $2,631,137 0.05 $2,628,387
FNMA 30yr Pool#BY0338 6.500% 01-May-2053, 6.50%, 05/01/53 FN 3140NGLU2 - - 2,481,193 $2,584,594 $2,584,594 0.05 $2,571,154
FHLMC 30yr Pool#QG4267 5.500% 01-Jun-2053, 5.50%, 06/01/53 FR 3133C4W42 - - 2,572,136 $2,582,881 $2,582,881 0.05 $2,571,092
FNMA 30yr Pool#CB4076 3.500% 01-Jul-2052, 3.50%, 07/01/52 FN 3140QPQ67 - - 2,800,010 $2,572,290 $2,572,290 0.05 $2,564,123
Arivo Acceptance Auto Loan Receivables Trust 2024-1 A 6.46% 15-APR-2028, 6.46%, 04/17/28 ARIVO 2024-1A 039943AA3 - - 2,541,161 $2,562,782 $2,562,782 0.05 $2,555,486
Santander Bank Auto Credit-Linked Notes, Series 2023-B B 5.64% 15-DEC-2033, 5.64%, 12/15/33 SBCLN 2023-B 80290CCB8 - - 2,532,121 $2,551,644 $2,551,644 0.05 $2,545,297
PRPM 2024-RCF2 A1 3.75% 25-MAR-2054, 3.75%, 03/25/54 PRPM 2024-RCF2 693987AA7 - - 2,629,238 $2,545,927 $2,545,927 0.05 $2,544,284
FHLMC 30yr Pool#SD3523 3.000% 01-Jun-2052, 3.00%, 06/01/52 FR 3132DQ4G8 - - 2,860,436 $2,507,819 $2,507,819 0.05 $2,500,668
U.S. Auto Funding 2021-1 C 2.2% 15-MAY-2026, 2.20%, 05/15/26 USAUT 2021-1A 90355EAC5 - - 2,568,048 $2,502,386 $2,502,386 0.05 $2,499,875
FNMA 30yr Pool#BY8533 6.500% 01-Aug-2053, 6.50%, 08/01/53 FN 3140NRPT7 - - 2,334,148 $2,432,656 $2,432,656 0.04 $2,420,013
Tricolor Auto Securitization Trust 2024-2 A 6.36% 15-DEC-2027, 6.36%, 12/15/27 TAST 2024-2A 89616PAA1 - - 2,416,828 $2,431,626 $2,431,626 0.04 $2,424,795
FIGRE Trust 2024-HE1 B 6.506% 25-MAR-2054, 6.51%, 03/25/54 FIGRE 2024-HE1 31684HAB6 - - 2,334,304 $2,395,620 $2,395,620 0.04 $2,393,089
FNMA 30yr Pool#BY5913 5.500% 01-Sep-2053, 5.50%, 09/01/53 FN 3140NNSB2 - - 2,350,115 $2,383,348 $2,383,348 0.04 $2,372,577
FHLMC 30yr Pool#QG2543 5.500% 01-May-2053, 5.50%, 05/01/53 FR 3133C2ZG6 - - 2,325,829 $2,355,875 $2,355,875 0.04 $2,345,215
Bayview Opportunity Master Fund VII Trust 2024-CAR1 C 5.85369% 25-DEC-2031, 5.85%, 12/26/31 BVCLN 2024-CAR1 07336QAC6 - - 2,176,136 $2,307,157 $2,307,157 0.04 $2,185,773
Blue Bridge Funding 2023-1 A 7.37% 15-NOV-2030, 7.37%, 11/15/30 BBEF 2023-1A 09531MAA8 - - 2,273,811 $2,294,109 $2,294,109 0.04 $2,286,661
FHLMC 30yr Pool#QG2098 5.000% 01-May-2053, 5.00%, 05/01/53 FR 3133C2KK3 - - 2,290,062 $2,257,776 $2,257,776 0.04 $2,248,234
Foundation Finance Trust 2023-2 A 6.53% 15-JUN-2049, 6.53%, 06/15/49 FFIN 2023-2A 35042RAA4 - - 2,113,592 $2,188,273 $2,188,273 0.04 $2,182,139
FNMA 30yr Pool#BX7685 6.000% 01-Feb-2053, 6.00%, 02/01/53 FN 3140NCRF8 - - 2,119,251 $2,175,248 $2,175,248 0.04 $2,164,651
FIGRE Trust 2024-HE3 A 5.937% 25-JUL-2054, 5.94%, 07/25/54 FIGRE 2024-HE3 31684GAA0 - - 2,154,041 $2,174,262 $2,174,262 0.04 $2,172,131
FNMA 30yr Pool#FS3001 4.000% 01-Oct-2051, 4.00%, 10/01/51 FN 3140XJKP7 - - 2,297,203 $2,173,823 $2,173,823 0.04 $2,166,165
FNMA 30yr Pool#FS1640 4.000% 01-Apr-2052, 4.00%, 04/01/52 FN 3140XGZE2 - - 2,282,006 $2,156,667 $2,156,667 0.04 $2,149,061
Chase Mortgage Reference Notes, Series 2020-CL1 M2 6.93648% 25-OCT-2057, 6.94%, 10/25/57 CHASE 2020-CL1 46591HAH3 - - 2,114,299 $2,155,954 $2,155,954 0.04 $2,153,508
FNMA 30yr Pool#CA7849 4.500% 01-Oct-2050, 4.50%, 10/01/50 FN 3140QFWK1 - - 2,175,550 $2,117,455 $2,117,455 0.04 $2,109,296
FNMA 30yr Pool#BP1500 3.000% 01-May-2050, 3.00%, 05/01/50 FN 3140K8U25 - - 2,334,548 $2,079,188 $2,079,188 0.04 $2,073,352
FHLMC 30yr Pool#QH7013 6.500% 01-Dec-2053, 6.50%, 12/01/53 FR 3133CKYJ1 - - 1,986,521 $2,077,455 $2,077,455 0.04 $2,066,695
FHLMC 30yr Pool#QE0354 3.500% 01-Apr-2052, 3.50%, 04/01/52 FR 3133B9MB7 - - 2,249,362 $2,065,400 $2,065,400 0.04 $2,058,840
Ally Bank Auto Credit-Linked Notes, Series 2024-A D 6.315% 15-MAY-2032, 6.31%, 05/17/32 ABCLN 2024-A 02007GZ71 - - 2,008,153 $2,028,889 $2,028,889 0.04 $2,023,253
FHLMC 30yr Pool#QE1072 3.500% 01-Apr-2052, 3.50%, 04/01/52 FR 3133BAFM8 - - 2,199,773 $2,019,867 $2,019,867 0.04 $2,013,451
FHLMC 30yr Pool#SI2017 4.000% 01-Dec-2048, 4.00%, 12/01/48 FR 3133USG21 - - 2,118,333 $2,008,996 $2,008,996 0.04 $2,001,935
Reach ABS Trust 2024-1 A 6.3% 15-FEB-2031, 6.30%, 02/18/31 REACH 2024-1A 75526PAA9 - - 1,973,967 $1,986,597 $1,986,597 0.04 $1,981,070
FHLMC 30yr Pool#QF9104 6.000% 01-Mar-2053, 6.00%, 03/01/53 FR 3133BXDH1 - - 1,903,469 $1,953,764 $1,953,764 0.04 $1,944,247
Chase Mortgage Reference Notes, Series 2021-CL1 M3 5.88969% 25-FEB-2050, 5.90%, 02/25/50 CHASE 2021-CL1 46591HBZ2 - - 2,016,442 $1,934,979 $1,934,979 0.04 $1,932,995
FHLMC 30yr Pool#SD7138 5.000% 01-Nov-2054, 5.00%, 11/01/54 FR 3132DU4X2 - - 1,947,595 $1,931,188 $1,931,188 0.04 $1,923,073
FNMA 30yr Pool#BW0972 4.500% 01-Jul-2052, 4.50%, 07/01/52 FN 3140MSCJ2 - - 1,993,598 $1,923,560 $1,923,560 0.04 $1,916,084
FHLMC 30yr Pool#QG2540 6.500% 01-May-2053, 6.50%, 05/01/53 FR 3133C2ZD3 - - 1,840,772 $1,917,484 $1,917,484 0.04 $1,907,513
FNMA 30yr Pool#BX8072 5.500% 01-Mar-2053, 5.50%, 03/01/53 FN 3140NC6J3 - - 1,887,748 $1,912,391 $1,912,391 0.04 $1,903,739
FHLMC 30yr Pool#SD1551 4.000% 01-Mar-2050, 4.00%, 03/01/50 FR 3132DNWL3 - - 2,002,010 $1,898,609 $1,898,609 0.03 $1,891,936
FHLMC 30yr Pool#QG2019 5.000% 01-May-2053, 5.00%, 05/01/53 FR 3133C2G44 - - 1,912,647 $1,886,134 $1,886,134 0.03 $1,878,165
NRZ MSR-Collateralized Notes, Series 2021-FHT1 A 3.104% 25-JUL-2026, 3.10%, 07/25/26 NZES 2021-FHT1 62955MAB2 - - 1,922,903 $1,848,050 $1,848,050 0.03 $1,847,055
FNMA 30yr Pool#MA3521 4.000% 01-Nov-2048, 4.00%, 11/01/48 FN 31418C4F8 - - 1,916,244 $1,817,272 $1,817,272 0.03 $1,810,885
FNMA 30yr Pool#BY0361 6.500% 01-Jun-2053, 6.50%, 06/01/53 FN 3140NGMK3 - - 1,739,837 $1,808,809 $1,808,809 0.03 $1,799,385
FHLMC 30yr Pool#QG3884 5.000% 01-Jun-2053, 5.00%, 06/01/53 FR 3133C4J54 - - 1,811,618 $1,793,140 $1,793,140 0.03 $1,785,592
FHLMC 30yr Pool#QH3309 5.500% 01-Oct-2053, 5.50%, 10/01/53 FR 3133CFVA4 - - 1,773,391 $1,785,414 $1,785,414 0.03 $1,777,286
FHLMC 30yr Pool#SD0943 3.500% 01-Apr-2052, 3.50%, 04/01/52 FR 3132DNBL6 - - 1,925,627 $1,772,321 $1,772,321 0.03 $1,766,705
Fannie Mae Pool|4|08/01/2050, 4.00%, 08/01/50 FN 3140X8UA3 - - 1,854,078 $1,750,117 $1,750,117 0.03 $1,743,937
Chase Mortgage Reference Notes, Series 2021-CL1 M2 5.68969% 25-FEB-2050, 5.70%, 02/25/50 CHASE 2021-CL1 46591HBY5 - - 1,816,498 $1,739,749 $1,739,749 0.03 $1,738,022
FHLMC 30yr Pool#QG2100 5.000% 01-May-2053, 5.00%, 05/01/53 FR 3133C2KM9 - - 1,754,598 $1,729,861 $1,729,861 0.03 $1,722,550
FHLMC 30yr Pool#QA2039 3.000% 01-Aug-2049, 3.00%, 08/01/49 FR 31334YHQ3 - - 1,932,697 $1,721,584 $1,721,584 0.03 $1,716,753
FNMA 30yr Pool#CB2681 3.500% 01-Jan-2052, 3.50%, 01/01/52 FN 3140QM6T6 - - 1,861,616 $1,713,407 $1,713,407 0.03 $1,707,977
FHLMC 30yr Pool#SD4456 4.000% 01-Aug-2050, 4.00%, 08/01/50 FR 3132E05R9 - - 1,784,548 $1,688,702 $1,688,702 0.03 $1,682,754
FHLMC 30yr Pool#QG4266 5.000% 01-Jun-2053, 5.00%, 06/01/53 FR 3133C4W34 - - 1,698,809 $1,675,410 $1,675,410 0.03 $1,668,332
FHLMC 30yr Pool#QG4340 6.500% 01-Jun-2053, 6.50%, 06/01/53 FR 3133C4ZD9 - - 1,556,183 $1,620,176 $1,620,176 0.03 $1,611,747
FNMA 30yr Pool#DB3056 5.500% 01-May-2054, 5.50%, 05/01/54 FN 3140ACME0 - - 1,592,747 $1,610,547 $1,610,547 0.03 $1,603,247
FHLMC 30yr Pool#Q58477 4.000% 01-Sep-2048, 4.00%, 09/01/48 FG 3132Y2M37 - - 1,686,525 $1,601,295 $1,601,295 0.03 $1,595,673
FNMA 30yr Pool#BY0327 6.500% 01-May-2053, 6.50%, 05/01/53 FN 3140NGLH1 - - 1,528,062 $1,582,143 $1,582,143 0.03 $1,573,866
FNMA 30yr Pool#MA3415 4.000% 01-Jul-2048, 4.00%, 07/01/48 FN 31418CYM0 - - 1,632,842 $1,548,507 $1,548,507 0.03 $1,543,065
FNMA 30yr Pool#CA5573 4.000% 01-Apr-2050, 4.00%, 04/01/50 FN 3140QDFP4 - - 1,630,559 $1,539,132 $1,539,132 0.03 $1,533,697
FNMA 30yr Pool#CA1931 4.500% 01-Jun-2048, 4.50%, 06/01/48 FN 3140Q9ED1 - - 1,511,142 $1,472,479 $1,472,479 0.03 $1,466,812
FNMA 30yr Pool#BX4859 5.000% 01-May-2053, 5.00%, 05/01/53 FN 3140N9MH6 - - 1,490,231 $1,469,567 $1,469,567 0.03 $1,463,358
FNMA 30yr Pool#BY0360 5.500% 01-Jun-2053, 5.50%, 06/01/53 FN 3140NGMJ6 - - 1,442,912 $1,448,084 $1,448,084 0.03 $1,441,471
FNMA 30yr Pool#BT8051 5.500% 01-Jan-2053, 5.50%, 01/01/53 FN 3140LW5M5 - - 1,404,594 $1,429,381 $1,429,381 0.03 $1,422,943
FHLMC 30yr Pool#QF2561 5.500% 01-Nov-2052, 5.50%, 11/01/52 FR 3133BPZ27 - - 1,400,758 $1,422,885 $1,422,885 0.03 $1,416,465
FNMA 30yr Pool#BX7860 5.500% 01-Mar-2053, 5.50%, 03/01/53 FN 3140NCWW5 - - 1,393,950 $1,412,242 $1,412,242 0.03 $1,405,853
Towd Point Mortgage Trust 2024-CES1 A1B 6.049% 25-JAN-2064, 6.05%, 01/25/64 TPMT 2024-CES1 89183CAB1 - - 1,396,460 $1,408,323 $1,408,323 0.03 $1,401,284
FNMA 30yr Pool#BX0130 6.000% 01-Dec-2052, 6.00%, 12/01/52 FN 3140N4EC7 - - 1,366,097 $1,404,210 $1,404,210 0.03 $1,397,380
Lendbuzz Securitization Trust 2023-2 A2 7.09% 15-OCT-2028, 7.09%, 10/16/28 LBZZ 2023-2A 52608MAB4 - - 1,376,340 $1,397,610 $1,397,610 0.03 $1,393,273
FNMA 30yr Pool#BY1896 5.500% 01-May-2053, 5.50%, 05/01/53 FN 3140NJDA9 - - 1,377,145 $1,394,936 $1,394,936 0.03 $1,388,624
FHLMC 30yr Pool#QG3885 6.500% 01-Jun-2053, 6.50%, 06/01/53 FR 3133C4J62 - - 1,328,264 $1,382,885 $1,382,885 0.03 $1,375,690
FNMA 30yr Pool#BY0332 5.500% 01-May-2053, 5.50%, 05/01/53 FN 3140NGLN8 - - 1,376,535 $1,381,639 $1,381,639 0.03 $1,375,330
FHLMC 30yr Pool#QG3616 5.000% 01-Jun-2053, 5.00%, 06/01/53 FR 3133C4AR5 - - 1,308,206 $1,295,136 $1,295,136 0.02 $1,289,685
FHLMC 30yr Pool#QG0818 5.000% 01-Apr-2053, 5.00%, 04/01/53 FR 3133C04B5 - - 1,296,425 $1,282,613 $1,282,613 0.02 $1,277,211
FNMA 30yr Pool#AS6811 3.000% 01-Mar-2046, 3.00%, 03/01/46 FN 3138WGR97 - - 1,430,999 $1,275,794 $1,275,794 0.02 $1,272,216
FNMA 30yr Pool#BY0251 6.000% 01-Apr-2053, 6.00%, 04/01/53 FN 3140NGH52 - - 1,235,183 $1,269,141 $1,269,141 0.02 $1,262,966
FNMA 30yr Pool#MA3149 4.000% 01-Oct-2047, 4.00%, 10/01/47 FN 31418CQB3 - - 1,334,379 $1,268,524 $1,268,524 0.02 $1,264,076
BX Commercial Mortgage Trust 2021-21M A 5.166% 15-OCT-2036, 5.17%, 10/15/36 BX 2021-21M 05609CAA5 - - 1,271,945 $1,267,749 $1,267,749 0.02 $1,264,828
FNMA 30yr Pool#BJ9181 5.000% 01-May-2048, 5.00%, 05/01/48 FN 3140HBFX1 - - 1,264,430 $1,266,509 $1,266,509 0.02 $1,261,240
FNMA 30yr Pool#FM7725 4.500% 01-Dec-2050, 4.50%, 12/01/50 FN 3140XBSP6 - - 1,286,813 $1,250,601 $1,250,601 0.02 $1,245,775
FHLMC 30yr Pool#QG2104 5.500% 01-May-2053, 5.50%, 05/01/53 FR 3133C2KR8 - - 1,241,910 $1,246,439 $1,246,439 0.02 $1,240,747
FNMA 40yr Pool#BF0167 3.000% 01-Feb-2057, 3.00%, 02/01/57 FN 3140FXFH0 - - 1,446,579 $1,242,273 $1,242,273 0.02 $1,238,656
FHLMC 30yr Pool#SD8003 4.000% 01-Jul-2049, 4.00%, 07/01/49 FR 3132DV3L7 - - 1,302,870 $1,232,894 $1,232,894 0.02 $1,228,551
FNMA 30yr Pool#FM9138 4.000% 01-Mar-2050, 4.00%, 03/01/50 FN 3140XDEL6 - - 1,286,852 $1,220,388 $1,220,388 0.02 $1,216,098
FHLMC 30yr Pool#QD9182 3.000% 01-Mar-2052, 3.00%, 03/01/52 FR 3133B7FX1 - - 1,371,180 $1,208,790 $1,208,790 0.02 $1,205,362
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-DNA5 M2 6.00369% 25-JAN-2034, 6.00%, 01/25/34 STACR 2021-DNA5 35564KHE2 - - 1,191,541 $1,195,890 $1,195,890 0.02 $1,194,698
FHLMC 30yr Pool#ZT2087 4.000% 01-Jun-2049, 4.00%, 06/01/49 FR 3132AEJ80 - - 1,257,457 $1,189,921 $1,189,921 0.02 $1,185,729
Connecticut Avenue Securities, Series 2021-R02 2B1 7.65369% 25-NOV-2041, 7.65%, 11/25/41 CAS 2021-R02 20754KAF8 - - 1,150,000 $1,171,592 $1,171,592 0.02 $1,170,125
FNMA 30yr Pool#BX0804 5.500% 01-Nov-2052, 5.50%, 11/01/52 FN 3140N43N5 - - 1,151,239 $1,169,618 $1,169,618 0.02 $1,164,342
FHLMC 30yr Pool#RA1087 4.500% 01-Jul-2049, 4.50%, 07/01/49 FR 3133KGF45 - - 1,167,144 $1,130,801 $1,130,801 0.02 $1,126,424
FHLMC 30yr Pool#QG6538 5.500% 01-Jul-2053, 5.50%, 07/01/53 FR 3133C7HP5 - - 1,108,580 $1,125,091 $1,125,091 0.02 $1,120,010
Connecticut Avenue Securities, Series 2021-R03 1M1 5.20369% 25-DEC-2041, 5.20%, 12/25/41 CAS 2021-R03 20754AAA1 - - 1,124,636 $1,121,622 $1,121,622 0.02 $1,120,647
FHLMC 30yr Pool#RA1188 4.500% 01-Aug-2049, 4.50%, 08/01/49 FR 3133KGJ90 - - 1,131,824 $1,096,581 $1,096,581 0.02 $1,092,336
ACHV ABS Trust 2024-1PL C 6.42% 25-APR-2031, 6.42%, 04/25/31 ACHV 2024-1PL 00092BAC8 - - 1,086,393 $1,094,557 $1,094,557 0.02 $1,093,394
FHLMC 30yr Pool#QG6948 5.500% 01-Jul-2053, 5.50%, 07/01/53 FR 3133C7WH6 - - 1,066,021 $1,081,812 $1,081,812 0.02 $1,076,926
FNMA 30yr Pool#AS7492 4.000% 01-Jul-2046, 4.00%, 07/01/46 FN 3138WHKE1 - - 1,118,471 $1,066,020 $1,066,020 0.02 $1,062,291
Connecticut Avenue Securities Trust 2022-R01 1M1 5.35369% 25-DEC-2041, 5.35%, 12/25/41 CAS 2022-R01 20754LAA7 - - 1,066,945 $1,064,776 $1,064,776 0.02 $1,063,824
FNMA 30yr Pool#BV4203 3.500% 01-Apr-2052, 3.50%, 04/01/52 FN 3140MHU56 - - 1,118,943 $1,028,974 $1,028,974 0.02 $1,025,711
FNMA 30yr Pool#FM1598 4.000% 01-Feb-2049, 4.00%, 02/01/49 FN 3140X4X43 - - 1,082,171 $1,026,278 $1,026,278 0.02 $1,022,671
FNMA 30yr Pool#BV8484 3.500% 01-Apr-2052, 3.50%, 04/01/52 FN 3140MNNA0 - - 1,060,409 $975,068 $975,068 0.02 $971,975
GNMA II 30yr Pool#MA5021 4.500% 20-Feb-2048, 4.50%, 02/20/48 G2 36179TSJ5 - - 982,671 $964,849 $964,849 0.02 $961,164
FHLMC 30yr Pool#ZM8197 4.000% 01-Sep-2048, 4.00%, 09/01/48 FR 3131Y3DA1 - - 1,003,443 $951,651 $951,651 0.02 $948,306
FNMA 30yr Pool#DA3522 5.500% 01-Oct-2053, 5.50%, 10/01/53 FN 3140A34G5 - - 933,177 $939,477 $939,477 0.02 $935,200
FNMA 30yr Pool#CA6382 4.500% 01-Jul-2050, 4.50%, 07/01/50 FN 3140QECU4 - - 936,704 $910,357 $910,357 0.02 $906,844
FNMA 30yr Pool#BV8485 3.500% 01-Apr-2052, 3.50%, 04/01/52 FN 3140MNNB8 - - 974,491 $894,793 $894,793 0.02 $891,951
Tricolor Auto Securitization Trust 2024-1 A 6.61% 15-OCT-2027, 6.61%, 10/15/27 TAST 2024-1A 89616LAA0 - - 887,256 $893,134 $893,134 0.02 $890,527
FNMA 30yr Pool#AB9341 3.000% 01-May-2043, 3.00%, 05/01/43 FN 31417GLX2 - - 961,751 $876,299 $876,299 0.02 $873,895
FNMA 30yr Pool#CB4320 3.500% 01-Aug-2052, 3.50%, 08/01/52 FN 3140QPYS0 - - 941,679 $865,021 $865,021 0.02 $862,274
FNMA 30yr Pool#BN4541 4.000% 01-Feb-2049, 4.00%, 02/01/49 FN 3140JMBK7 - - 892,835 $846,721 $846,721 0.02 $843,745
Upstart Securitization Trust 2021-1 C 4.06% 20-MAR-2031, 4.06%, 03/20/31 UPST 2021-1 91681NAC8 - - 842,444 $841,017 $841,017 0.02 $839,972
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA2 M1A 5.65369% 25-FEB-2042, 5.65%, 02/25/42 STACR 2022-DNA2 35564KRE1 - - 839,649 $839,598 $839,598 0.02 $838,806
ACHM Trust 2024-HE1 B 7.26% 25-MAY-2039, 7.26%, 05/25/39 ACHM 2024-HE1 00449TAB1 - - 801,607 $829,833 $829,833 0.02 $828,863
Gracie Point International Funding, Series 2023-2 A 6.67441% 01-MAR-2027, 6.67%, 03/01/27 GPIF 2023-2A 38410JAA0 - - 816,565 $828,197 $828,197 0.02 $819,265
FHLMC 30yr Pool#ZT1926 3.000% 01-Nov-2043, 3.00%, 11/01/43 FR 3132AED78 - - 850,653 $771,485 $771,485 0.01 $769,358
NRZ Excess Spread-Collateralized Notes, Series 2020-PLS1 A 3.844% 25-DEC-2025, 3.84%, 12/25/25 NZES 2020-PLS1 433674AA6 - - 777,671 $765,142 $765,142 0.01 $764,644
FNMA 30yr Pool#BY0782 5.500% 01-Apr-2053, 5.50%, 04/01/53 FN 3140NG2Q2 - - 748,298 $758,016 $758,016 0.01 $754,586
FHLMC 30yr Pool#RA1999 4.500% 01-Jan-2050, 4.50%, 01/01/50 FR 3133KHGG5 - - 771,919 $747,882 $747,882 0.01 $744,988
GNMA II 30yr Pool#MA5264 4.000% 20-Jun-2048, 4.00%, 06/20/48 G2 36179TZ57 - - 773,367 $733,775 $733,775 0.01 $731,197
FREMF 2019-KF70 Mortgage Trust C 10.44813% 25-SEP-2029, 10.45%, 09/25/29 FREMF 2019-KF70 30298UAJ0 - - 789,970 $728,600 $728,600 0.01 $720,698
FNMA 30yr Pool#BY0866 5.500% 01-May-2053, 5.50%, 05/01/53 FN 3140NG6C9 - - 711,730 $720,924 $720,924 0.01 $717,662
Prosper Marketplace Issuance Trust, Series 2024-1 A 6.12% 15-AUG-2029, 6.12%, 08/15/29 PMIT 2024-1A 74363CAA7 - - 709,907 $712,650 $712,650 0.01 $710,719
FNMA 30yr Pool#BW0343 4.500% 01-May-2052, 4.50%, 05/01/52 FN 3140MRLZ8 - - 706,422 $680,387 $680,387 0.01 $677,738
FHLMC 30yr Pool#QD6555 3.000% 01-Feb-2052, 3.00%, 02/01/52 FR 3133B4H81 - - 768,744 $677,788 $677,788 0.01 $675,866
FNMA 30yr Pool#BW7489 6.000% 01-Nov-2052, 6.00%, 11/01/52 FN 3140N0KB0 - - 620,130 $637,431 $637,431 0.01 $634,331
FNMA 30yr Pool#AL6842 4.000% 01-May-2045, 4.00%, 05/01/45 FN 3138EPS88 - - 647,858 $623,147 $623,147 0.01 $620,987
FHLMC 30yr Pool#SD8047 4.500% 01-Feb-2050, 4.50%, 02/01/50 FR 3132DV5G6 - - 628,280 $611,502 $611,502 0.01 $609,146
Sequoia Mortgage Trust 2013-5 A1 2.5% 25-MAY-2043, 2.50%, 05/25/43 SEMT 2013-5 81745AAA5 - - 697,677 $605,555 $605,555 0.01 $604,101
FHLMC 30yr Pool#QE1073 3.500% 01-Apr-2052, 3.50%, 04/01/52 FR 3133BAFN6 - - 658,288 $605,309 $605,309 0.01 $603,389
FNMA 30yr Pool#BK9507 4.000% 01-Oct-2048, 4.00%, 10/01/48 FN 3140HPR58 - - 632,035 $599,704 $599,704 0.01 $597,597
MHC Commercial Mortgage Trust 2021-MHC A 5.237442% 15-APR-2038, 5.24%, 04/15/38 MHC 2021-MHC 55316VAA2 - - 586,117 $585,901 $585,901 0.01 $584,707
Towd Point Mortgage Trust 2024-CES2 A1B 6.35% 25-FEB-2064, 6.35%, 02/25/64 TPMT 2024-CES2 89182JAB7 - - 546,572 $553,612 $553,612 0.01 $550,720
FHLMC 15yr Pool#SB0116 2.500% 01-Nov-2034, 2.50%, 11/01/34 FR 3132CWDV3 - - 580,329 $548,264 $548,264 0.01 $547,055
FHLMC 30yr Pool#QD9191 3.500% 01-Apr-2052, 3.50%, 04/01/52 FR 3133B7F86 - - 571,228 $525,298 $525,298 0.01 $523,632
FNMA 30yr Pool#AZ0869 4.000% 01-Jul-2045, 4.00%, 07/01/45 FN 3138YR6F0 - - 545,031 $520,780 $520,780 0.01 $518,963
FNMA 30yr Pool#BV7632 4.500% 01-Apr-2052, 4.50%, 04/01/52 FN 3140MMPS1 - - 487,247 $469,365 $469,365 0.01 $467,538
Santander Bank Auto Credit-Linked Notes, Series 2023-A B 6.493% 15-JUN-2033, 6.49%, 06/15/33 SBCLN 2023-A 80290CBU7 - - 435,114 $438,125 $438,125 0.01 $436,869
FNMA 30yr Pool#CB4329 3.500% 01-Jul-2052, 3.50%, 07/01/52 FN 3140QPY35 - - 463,721 $426,597 $426,597 0.01 $425,244
FHLMC 30yr Pool#SD1414 4.000% 01-Oct-2050, 4.00%, 10/01/50 FR 3132DNSB0 - - 448,274 $424,197 $424,197 0.01 $422,703
JP Morgan Mortgage Trust 2015-4 AM 3.0% 25-JUN-2045, 3.00%, 06/25/45 JPMMT 2015-4 46644VBP0 - - 494,949 $423,367 $423,367 0.01 $422,130
FNMA 30yr Pool#CA4646 3.000% 01-Feb-2048, 3.00%, 02/01/48 FN 3140QCEU6 - - 445,561 $399,443 $399,443 0.01 $398,329
FNMA 30yr Pool#BV6879 4.500% 01-Apr-2052, 4.50%, 04/01/52 FN 3140MLUD0 - - 410,179 $395,126 $395,126 0.01 $393,587
FNMA 30yr Pool#FM3447 4.000% 01-Nov-2049, 4.00%, 11/01/49 FN 3140X6ZM6 - - 379,949 $359,865 $359,865 0.01 $358,598
FHLMC 30yr Pool#QA8274 3.500% 01-Mar-2050, 3.50%, 03/01/50 FR 3133A3FP8 - - 393,517 $357,911 $357,911 0.01 $356,763
FHLMC 30yr Pool#ZN6461 4.000% 01-May-2049, 4.00%, 05/01/49 FR 3131YDFA7 - - 371,717 $351,634 $351,634 0.01 $350,395
Santander Bank Auto Credit Linked Notes Series 2022-C 6.986% 15-DEC-2032, 6.99%, 12/15/32 SBCLN 2022-C 80290CBG8 - - 344,329 $346,107 $346,107 0.01 $345,038
FREED ABS Trust 2021-3FP D 2.37% 18-NOV-2028, 2.37%, 11/20/28 FREED 2021-3FP 30322MAD1 - - 333,370 $331,672 $331,672 0.01 $331,387
FNMA 30yr Pool#AR9225 3.000% 01-Mar-2043, 3.00%, 03/01/43 FN 3138W7HB3 - - 350,316 $317,463 $317,463 0.01 $316,587
Fannie Mae REMIC Trust 2017-9 VL 3.0% 25-JUL-2028, 3.00%, 07/25/28 FNR 2017-9 3136AVYH6 - - 311,729 $306,184 $306,184 0.01 $305,405
FNMA 30yr Pool#FS2548 4.000% 01-Mar-2051, 4.00%, 03/01/51 FN 3140XHZN0 - - 319,047 $301,911 $301,911 0.01 $300,848
FHLMC 30yr Pool#ZT0391 4.000% 01-Nov-2047, 4.00%, 11/01/47 FR 3132ACNG1 - - 316,729 $301,860 $301,860 0.01 $300,805
FHLMC 30yr Pool#QA5150 4.500% 01-Dec-2049, 4.50%, 12/01/49 FR 31346YWK5 - - 297,974 $290,010 $290,010 0.01 $288,893
FNMA 30yr Pool#AS8649 3.000% 01-Jan-2047, 3.00%, 01/01/47 FN 3138WJTF5 - - 320,516 $285,753 $285,753 0.01 $284,952
FNMA 30yr Pool#BN3899 4.000% 01-Dec-2048, 4.00%, 12/01/48 FN 3140JLKM5 - - 289,060 $274,130 $274,130 0.01 $273,167
FNMA 30yr Pool#BO9819 4.500% 01-Dec-2049, 4.50%, 12/01/49 FN 3140K54D6 - - 280,948 $273,438 $273,438 0.01 $272,385
FHLMC 30yr Pool#ZN4240 4.500% 01-Dec-2048, 4.50%, 12/01/48 FR 3131YAV98 - - 276,881 $271,057 $271,057 0.00 $270,019
FHLMC 15yr Pool#SB0040 2.500% 01-Dec-2033, 2.50%, 12/01/33 FR 3132CWBH6 - - 273,081 $262,389 $262,389 0.00 $261,820
FHLMC 30yr Pool#QA1615 3.500% 01-Aug-2049, 3.50%, 08/01/49 FR 31334XYL7 - - 275,782 $252,357 $252,357 0.00 $251,553
FNMA 30yr Pool#MA3908 4.500% 01-Jan-2050, 4.50%, 01/01/50 FN 31418DKW1 - - 257,517 $250,640 $250,640 0.00 $249,675
FNMA 30yr Pool#BV7132 4.500% 01-Apr-2052, 4.50%, 04/01/52 FN 3140ML4S6 - - 255,088 $245,687 $245,687 0.00 $244,730
Fannie Mae REMIC Trust 2012-126 SY 0.0% 25-NOV-2042, 0.00%, 11/25/42 FNR 2012-126 3136A9ZR2 - - 473,554 $243,867 $243,867 0.00 $243,867
FNMA 30yr Pool#MA1327 3.000% 01-Jan-2043, 3.00%, 01/01/43 FN 31418APM4 - - 263,754 $239,207 $239,207 0.00 $238,548
FNMA 30yr Pool#BE3616 4.000% 01-May-2047, 4.00%, 05/01/47 FN 3140FPAS8 - - 244,608 $233,280 $233,280 0.00 $232,465
FNMA 30yr Pool#MA3687 4.000% 01-Jun-2049, 4.00%, 06/01/49 FN 31418DCZ3 - - 245,599 $232,408 $232,408 0.00 $231,589
FNMA 30yr Pool#BW0081 4.500% 01-Apr-2052, 4.50%, 04/01/52 FN 3140MRCT2 - - 231,799 $223,256 $223,256 0.00 $222,387
GNMA II 30yr Pool#MA5192 4.000% 20-May-2048, 4.00%, 05/20/48 G2 36179TXV2 - - 230,963 $219,139 $219,139 0.00 $218,369
FHLMC 30yr Pool#RA1088 4.500% 01-Jul-2049, 4.50%, 07/01/49 FR 3133KGF52 - - 206,302 $200,777 $200,777 0.00 $200,003
FNMA 30yr Pool#AB6280 3.000% 01-Sep-2042, 3.00%, 09/01/42 FN 31417C6S9 - - 216,233 $196,109 $196,109 0.00 $195,568
FNMA 30yr Pool#BW0072 4.500% 01-Apr-2052, 4.50%, 04/01/52 FN 3140MRCJ4 - - 202,448 $194,987 $194,987 0.00 $194,228
FHLMC 30yr Pool#SD8040 4.500% 01-Jan-2050, 4.50%, 01/01/50 FR 3132DV4Z5 - - 198,310 $193,015 $193,015 0.00 $192,271
FNMA 30yr Pool#CA4185 4.500% 01-Sep-2049, 4.50%, 09/01/49 FN 3140QBUK2 - - 185,198 $180,238 $180,238 0.00 $179,544
FNMA 30yr Pool#CA4035 4.500% 01-Aug-2049, 4.50%, 08/01/49 FN 3140QBPV4 - - 183,696 $178,776 $178,776 0.00 $178,087
FNMA 30yr Pool#BO2983 3.000% 01-Sep-2049, 3.00%, 09/01/49 FN 3140JXJ58 - - 198,677 $177,298 $177,298 0.00 $176,801
FHLMC 30yr Pool#ZT1320 4.000% 01-Nov-2048, 4.00%, 11/01/48 FR 3132ADPD4 - - 171,931 $163,051 $163,051 0.00 $162,478
FNMA 30yr Pool#AB7563 3.000% 01-Jan-2043, 3.00%, 01/01/43 FN 31417EMM0 - - 176,628 $161,033 $161,033 0.00 $160,591
Santander Bank Auto Credit-Linked Notes, Series 2022-A B 5.281% 15-MAY-2032, 5.28%, 05/15/32 SBCLN 2022-A 80290CAS3 - - 160,571 $160,901 $160,901 0.00 $160,524
FHLMC 30yr Pool#ZA7158 4.500% 01-Jun-2049, 4.50%, 06/01/49 FR 31329Q5T4 - - 160,532 $155,534 $155,534 0.00 $154,932
FNMA 30yr Pool#FS2546 4.000% 01-Mar-2051, 4.00%, 03/01/51 FN 3140XHZL4 - - 159,276 $151,049 $151,049 0.00 $150,519
GNMA II 30yr Pool#BK5879 4.500% 20-Nov-2048, 4.50%, 11/20/48 G2 3617J6Q80 - - 143,216 $140,024 $140,024 0.00 $139,487
FNMA 30yr Pool#MA1229 3.000% 01-Oct-2042, 3.00%, 10/01/42 FN 31418ALK2 - - 150,201 $136,947 $136,947 0.00 $136,572
GNMA II 30yr Pool#MA5753 4.000% 20-Feb-2049, 4.00%, 02/20/49 G2 36179UMA7 - - 147,574 $136,348 $136,348 0.00 $135,856
GNMA II 30yr Pool#MA5866 4.000% 20-Apr-2049, 4.00%, 04/20/49 G2 36179UQT2 - - 141,615 $131,450 $131,450 0.00 $130,978
FNMA 20yr Pool#AB9283 3.000% 01-Apr-2038, 3.00%, 04/01/38 FN 31417GJ56 - - 139,025 $126,659 $126,659 0.00 $126,312
GNMA II 30yr Pool#BF6874 4.500% 20-Jul-2048, 4.50%, 07/20/48 G2 3617GDT77 - - 128,899 $125,851 $125,851 0.00 $125,368
FNMA 30yr Pool#BV7131 4.500% 01-Apr-2052, 4.50%, 04/01/52 FN 3140ML4R8 - - 130,381 $125,580 $125,580 0.00 $125,091
FNMA 30yr Pool#BM3282 3.500% 01-Dec-2047, 3.50%, 12/01/47 FN 3140J7UG8 - - 125,135 $116,395 $116,395 0.00 $116,030
FHLMC 30yr Pool#ZT1633 4.000% 01-Mar-2047, 4.00%, 03/01/47 FR 3132ADY69 - - 119,113 $113,818 $113,818 0.00 $113,421
FNMA 30yr Pool#CA3683 4.500% 01-Jun-2049, 4.50%, 06/01/49 FN 3140QBCV8 - - 115,173 $112,088 $112,088 0.00 $111,656
FNMA 30yr Pool#CA0108 3.500% 01-Aug-2047, 3.50%, 08/01/47 FN 3140Q7DN4 - - 113,639 $105,702 $105,702 0.00 $105,370
FHLMC 30yr Pool#QE0318 4.500% 01-Mar-2052, 4.50%, 03/01/52 FR 3133B9K78 - - 109,375 $105,361 $105,361 0.00 $104,951
FHLMC 30yr Pool#ZM7577 4.500% 01-Aug-2048, 4.50%, 08/01/48 FR 3131Y2M21 - - 101,343 $98,750 $98,750 0.00 $98,370
Fannie Mae REMIC Trust 2013-130 FN 4.81817% 25-OCT-2042, 4.82%, 10/25/42 FNR 2013-130 3136AHG53 - - 100,548 $98,310 $98,310 0.00 $98,230
FNMA 30yr Pool#BJ8459 3.000% 01-Aug-2049, 3.00%, 08/01/49 FN 3140HAMH0 - - 106,207 $92,559 $92,559 0.00 $92,293
FNMA 30yr Pool#BO4113 3.000% 01-Aug-2049, 3.00%, 08/01/49 FN 3140JYSB3 - - 92,989 $81,040 $81,040 0.00 $80,807
FHLMC 30yr Pool#ZM7926 5.000% 01-Sep-2048, 5.00%, 09/01/48 FR 3131Y2YX0 - - 78,820 $78,722 $78,722 0.00 $78,393
Sequoia Mortgage Trust 2019-CH3 A19 4.0% 25-OCT-2049, 4.00%, 09/25/49 SEMT 2019-CH3 81748GBN0 - - 84,713 $77,227 $77,227 0.00 $76,945
FNMA 30yr Pool#MA1447 3.000% 01-May-2043, 3.00%, 05/01/43 FN 31418ATD0 - - 81,428 $73,792 $73,792 0.00 $73,588
FHLMC 30yr Pool#QA2159 3.000% 01-Aug-2049, 3.00%, 08/01/49 FR 31334YMG9 - - 84,243 $73,417 $73,417 0.00 $73,207
FNMA 30yr Pool#AS8547 3.000% 01-Nov-2046, 3.00%, 11/01/46 FN 3138WJP93 - - 72,947 $64,664 $64,664 0.00 $64,482
FNMA 30yr Pool#BD2453 3.000% 01-Jan-2047, 3.00%, 01/01/47 FN 3140F9WP6 - - 72,046 $64,422 $64,422 0.00 $64,242
FHLMC 15yr Pool#ZK8962 3.000% 01-Sep-2032, 3.00%, 09/01/32 FR 3131XC5X1 - - 63,227 $61,265 $61,265 0.00 $61,107
Fannie Mae REMIC Trust 2010-109 BS 6.04824% 25-OCT-2040, 6.05%, 10/25/40 FNR 2010-109 31398NTM6 - - 41,248 $61,215 $61,215 0.00 $61,013
Fannie Mae REMIC Trust 2006-20 GF 4.81817% 25-APR-2036, 4.82%, 04/25/36 FNR 2006-20 31395BU43 - - 60,073 $59,175 $59,175 0.00 $59,127
FHLMC 15yr Pool#ZS7403 3.000% 01-May-2031, 3.00%, 05/01/31 FR 3132A8GL7 - - 58,780 $57,367 $57,367 0.00 $57,220
Freddie Mac Multiclass Certificates, Series 3380 FM 5.04919% 15-OCT-2037, 5.05%, 10/15/37 FHR 3380 31397KTJ0 - - 46,473 $46,182 $46,182 0.00 $46,077
Freddie Mac Multiclass Certificates, Series 3721 FB 4.95919% 15-SEP-2040, 4.96%, 09/15/40 FHR 3721 3137GAD20 - - 46,408 $46,011 $46,011 0.00 $45,908
FNMA 15yr Pool#BO5957 3.000% 01-Dec-2034, 3.00%, 12/01/34 FN 3140K1TP1 - - 46,906 $45,080 $45,080 0.00 $44,963
FNMA 15yr Pool#BO7717 3.000% 01-Nov-2034, 3.00%, 11/01/34 FN 3140K3SF0 - - 44,360 $42,720 $42,720 0.00 $42,609
Ginnie Mae REMIC Trust 2008-013 FB 4.93307% 20-FEB-2038, 4.93%, 02/20/38 GNR 2008-13 38375PNL1 - - 42,691 $42,330 $42,330 0.00 $42,266
FNMA 30yr Pool#BO1857 4.500% 01-Aug-2049, 4.50%, 08/01/49 FN 3140JWB33 - - 43,418 $42,259 $42,259 0.00 $42,096
FNMA 30yr Pool#BC0870 3.500% 01-Jan-2046, 3.50%, 01/01/46 FN 3140EU6G9 - - 38,779 $35,893 $35,893 0.00 $35,780
FHLMC 15yr Pool#ZK9163 3.000% 01-Jan-2033, 3.00%, 01/01/33 FR 3131XDFC4 - - 36,003 $34,867 $34,867 0.00 $34,777
Ginnie Mae REMIC Trust 2007-040 FG 4.75307% 20-JUL-2037, 4.75%, 07/20/37 GNR 2007-40 38375KZS4 - - 32,755 $32,272 $32,272 0.00 $32,224
PRPM 2024-RPL1 A2 4.296966% 25-DEC-2064, 4.20%, 12/25/64 PRPM 2024-RPL1 69380XAB8 - - - $29,233 $29,233 0.00 $0
Ginnie Mae REMIC Trust 2004-069 CF 4.83307% 20-JUL-2034, 4.83%, 07/20/34 GNR 2004-69 38374JAT3 - - 29,051 $28,762 $28,762 0.00 $28,719
Ginnie Mae REMIC Trust 2010-133 FD 4.86541% 16-OCT-2040, 4.87%, 10/16/40 GNR 2010-133 38377MHV1 - - 26,844 $26,741 $26,741 0.00 $26,686
Fannie Mae REMIC Trust 2013-2 QF 4.96817% 25-FEB-2043, 4.97%, 02/25/43 FNR 2013-2 3136AB4P5 - - 26,012 $25,711 $25,711 0.00 $25,689
Ginnie Mae REMIC Trust 2007-059 FA 4.93307% 20-OCT-2037, 4.93%, 10/20/37 GNR 2007-59 38375LPU8 - - 25,898 $25,560 $25,560 0.00 $25,521
FHLMC 30yr Pool#ZN2165 4.500% 01-Dec-2048, 4.50%, 12/01/48 FR 3131Y8MN2 - - 23,850 $23,378 $23,378 0.00 $23,288
Ginnie Mae REMIC Trust 2004-059 FP 4.73541% 16-AUG-2034, 4.74%, 08/16/34 GNR 2004-59 38374HYS3 - - 21,207 $20,984 $20,984 0.00 $20,945
Ginnie Mae REMIC Trust 2008-016 FC 4.93307% 20-FEB-2038, 4.93%, 02/20/38 GNR 2008-16 383742FU2 - - 20,948 $20,776 $20,776 0.00 $20,745
Ginnie Mae REMIC Trust 2007-037 FW 4.74307% 20-JUN-2037, 4.74%, 06/20/37 GNR 2007-37 38375KNR9 - - 21,068 $20,737 $20,737 0.00 $20,707
Freddie Mac Multiclass Certificates, Series 2426 FL 5.10919% 15-MAR-2032, 5.11%, 03/15/32 FHR 2426 31339W7G5 - - 20,714 $20,682 $20,682 0.00 $20,635
Ginnie Mae REMIC Trust 2005-065 FA 4.58307% 20-AUG-2035, 4.58%, 08/20/35 GNR 2005-65 38374LL25 - - 21,068 $20,637 $20,637 0.00 $20,607
Fannie Mae REMIC Trust 2002-53 FK 4.86817% 25-APR-2032, 4.87%, 04/25/32 FNR 2002-53 31392EHN3 - - 19,218 $19,011 $19,011 0.00 $18,995
Ginnie Mae REMIC Trust 2005-048 AF 4.63307% 20-JUN-2035, 4.63%, 06/20/35 GNR 2005-48 38374LHM6 - - 17,404 $17,099 $17,099 0.00 $17,075
FHLMC 30yr Pool#ZT0252 3.000% 01-Dec-2047, 3.00%, 12/01/47 FR 3132ACH52 - - 18,199 $16,273 $16,273 0.00 $16,228
Fannie Mae REMIC Trust 2005-83 KT 4.76817% 25-OCT-2035, 4.77%, 10/25/35 FNR 2005-83 31394FUL7 - - 16,269 $16,004 $16,004 0.00 $15,991
Fannie Mae REMIC Trust 2007-89 GF 4.98817% 25-SEP-2037, 4.99%, 09/25/37 FNR 2007-89 31396XPM0 - - 15,266 $15,149 $15,149 0.00 $15,136
Freddie Mac Multiclass Certificates, Series 2551 FD 4.85919% 15-JAN-2033, 4.86%, 01/15/33 FHR 2551 31393JAZ1 - - 13,933 $13,825 $13,825 0.00 $13,794
Ginnie Mae REMIC Trust 2012-075 FP 4.73307% 20-JUL-2041, 4.73%, 07/20/41 GNR 2012-75 38378EZ55 - - 13,152 $13,075 $13,075 0.00 $13,056
FHLMC 30yr Pool#ZM2269 3.000% 01-Dec-2046, 3.00%, 12/01/46 FR 3131XVQW8 - - 13,396 $11,965 $11,965 0.00 $11,931
Freddie Mac Multiclass Certificates, Series 2410, excluding Group 6 FX 4.80919% 15-FEB-2032, 4.81%, 02/15/32 FHR 2410 31339NJN7 - - 11,190 $11,131 $11,131 0.00 $11,107
Ginnie Mae REMIC Trust 2007-061 FA 4.93307% 20-OCT-2037, 4.75%, 10/20/37 GNR 2007-61 38375LLN8 - - 10,864 $10,775 $10,775 0.00 $10,759
Fannie Mae REMIC Trust 2003-87 FG 4.96817% 25-SEP-2033, 4.97%, 09/25/33 FNR 2003-87 31393E4W6 - - 10,796 $10,748 $10,748 0.00 $10,740
Freddie Mac Multiclass Certificates, Series 3738 FD 4.75919% 15-AUG-2040, 4.76%, 08/15/40 FHR 3738 3137GAYQ4 - - 10,524 $10,579 $10,579 0.00 $10,556
FNMA 15yr Pool#AS8207 2.500% 01-Oct-2031, 2.50%, 10/01/31 FN 3138WJDM7 - - 10,874 $10,451 $10,451 0.00 $10,429
Fannie Mae REMIC Trust 2010-123 FL 4.89817% 25-NOV-2040, 4.90%, 11/25/40 FNR 2010-123 31398N2W3 - - 10,452 $10,360 $10,360 0.00 $10,352
Freddie Mac Multiclass Certificates, Series 3028 FM 4.70919% 15-SEP-2035, 4.71%, 09/15/35 FHR 3028 31396AFB5 - - 10,012 $9,922 $9,922 0.00 $9,901
GNMA II 30yr Pool#BK6072 5.000% 20-Jan-2049, 5.00%, 01/20/49 G2 3617J6W91 - - 9,280 $9,240 $9,240 0.00 $9,202
FNMA 15yr Pool#BM1036 2.500% 01-Feb-2032, 2.50%, 02/01/32 FN 3140J5EJ4 - - 9,561 $9,190 $9,190 0.00 $9,170
FNMA 15yr Pool#AS7643 2.500% 01-Aug-2031, 2.50%, 08/01/31 FN 3138WHP55 - - 9,477 $9,110 $9,110 0.00 $9,090
Fannie Mae REMIC Trust 2002-16 VF 5.01817% 25-APR-2032, 5.02%, 04/25/32 FNR 2002-16 31392CWW0 - - 8,492 $8,468 $8,468 0.00 $8,461
Fannie Mae REMIC Trust 2012-100 FG 4.86817% 25-SEP-2042, 4.87%, 09/25/42 FNR 2012-100 3136A8QW3 - - 8,308 $8,202 $8,202 0.00 $8,195
FHLMC 15yr Pool#ZK8405 2.500% 01-Dec-2031, 2.50%, 01/22/31 FR 3131XCKS5 - - 8,149 $7,822 $7,822 0.00 $7,805
Ginnie Mae REMIC Trust 2007-018 FD 4.73307% 20-APR-2037, 4.73%, 04/20/37 GNR 2007-18 38375JC86 - - 7,677 $7,547 $7,547 0.00 $7,536
Ginnie Mae REMIC Trust 2010-006 FG 5.03541% 16-JAN-2040, 5.04%, 01/16/40 GNR 2010-6 38376TSC7 - - 7,354 $7,324 $7,324 0.00 $7,308
Fannie Mae REMIC Trust 2010-95 FB 4.86817% 25-SEP-2040, 4.87%, 09/25/40 FNR 2010-95 31398NEX8 - - 7,235 $7,178 $7,178 0.00 $7,172
FNMA 30yr Pool#MA3694 4.500% 01-Jul-2049, 4.50%, 07/01/49 FN 31418DC83 - - 4,980 $4,847 $4,847 0.00 $4,828
Ginnie Mae REMIC Trust 1999-27 FE 4.83541% 16-AUG-2029, 4.84%, 08/16/29 GNR 1999-27 3837H2WA3 - - 4,330 $4,355 $4,355 0.00 $4,344
Freddie Mac Multiclass Certificates, Series 2469 FE 4.95919% 15-JUL-2032, 4.96%, 07/15/32 FHR 2469 31392RC58 - - 2,705 $2,725 $2,725 0.00 $2,719
FHLMC 30yr Pool#ZN0650 3.000% 01-Mar-2043, 3.00%, 03/01/43 FR 3131Y6WK1 - - 2,317 $2,099 $2,099 0.00 $2,094
Ginnie Mae REMIC Trust 2010-125 VF 4.78307% 20-JUN-2040, 4.78%, 06/20/40 GNR 2010-125 38377JYJ6 - - 415.00 $413 $413 0.00 $412
US 10YR NOTE (CBT)Jun25 JUN 25 TYM5 FUTURES_USD - -1,093 $-122,655,094 $0 0.00 $0
US 5YR NOTE (CBT) Jun25 JUN 25 FVM5 FUTURES_USD - 1,725 $188,361,915 $0 0.00 $0
US 2YR NOTE (CBT) Jun25 JUN 25 TUM5 FUTURES_USD - -531.00 $-110,526,821 $0 0.00 $0
US 10yr Ultra Fut Jun25 JUN 25 UXYM5 FUTURES_USD - -452.00 $-51,859,938 $0 0.00 $0
US ULTRA BOND CBT Jun25 JUN 25 WNM5 FUTURES_USD - -795.00 $-96,219,844 $0 0.00 $0
GNMA II TBA 30yr 6.5% May Delivery, 6.50%, 05/20/25 G2SF 21H062651 - - -9,700,000 $-9,915,243 $-9,915,243 -0.18 $-9,915,243
UMBS TBA 30yr 3.5% May Delivery, 3.50%, 05/13/25 FNCL 01F032658 - - -236,653,000 $-213,475,678 $-213,475,678 -3.93 $-213,475,678
UMBS TBA 30yr 6% May Delivery, 6.00%, 05/13/25 FNCL 01F060659 - - -253,280,000 $-256,917,101 $-256,917,101 -4.73 $-256,917,101
UMBS TBA 30yr 5% May Delivery, 5.00%, 05/13/25 FNCL 01F050650 - - -349,233,000 $-341,871,867 $-341,871,867 -6.29 $-341,871,867
UMBS TBA 30yr 4.5% May Delivery, 4.50%, 05/13/25 FNCL 01F042657 - - -484,242,390 $-462,973,980 $-462,973,980 -8.52 $-462,973,980
UMBS TBA 30yr 4% May Delivery, 4.00%, 05/13/25 FNCL 01F040651 - - -575,916,155 $-536,475,689 $-536,475,689 -9.87 $-536,475,689
UMBS TBA 30yr 5.5% May Delivery, 5.50%, 05/13/25 FNCL 01F052656 - - -728,305,851 $-726,615,453 $-726,615,453 -13.36 $-726,615,453
SEGREGATED CASH SEGCASH - $0.00 13,140,692 $13,140,692 $13,140,692 0.24 $13,140,692
ALMSUM ALMSUM - $0.00 - $0 $0 0.00 $0
US DOLLARS USD MD_142224 - - -1,671,206,754 $-1,671,206,754 $-1,671,206,754 -30.74 $-1,671,206,754
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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