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For Individual Investors in the US

Mortgage-Backed Securities ETF Holdings

Full Portfolio Holdings

(As of May 22, 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% June Delivery, 2.50%, 06/12/25 FNCL 01F022667 - - 1,619,120,894 $1,304,185,689 $1,304,185,689 24.22 $1,304,185,689
UMBS TBA 30yr 3% June Delivery, 3.00%, 06/12/25 FNCL 01F030660 - - 827,620,354 $696,169,413 $696,169,413 12.93 $696,169,413
GNMA II TBA 30yr 5% June Delivery, 5.00%, 06/23/25 G2SF 21H050664 - - 365,146,194 $351,273,560 $351,273,560 6.53 $351,273,560
UMBS TBA 30yr 2% June Delivery, 2.00%, 06/12/25 FNCL 01F020661 - - 376,104,255 $288,778,112 $288,778,112 5.37 $288,778,112
UMBS TBA 30yr 5% June Delivery, 5.00%, 06/12/25 FNCL 01F050668 - - 271,503,000 $260,284,768 $260,284,768 4.84 $260,284,768
UMBS TBA 30yr 6% June Delivery, 6.00%, 06/12/25 FNCL 01F060667 - - 253,129,000 $254,192,142 $254,192,142 4.72 $254,192,142
GNMA II TBA 30yr 5.5% June Delivery, 5.50%, 06/23/25 G2SF 21H052660 - - 237,444,000 $234,137,355 $234,137,355 4.35 $234,137,355
GNMA II TBA 30yr 4.5% June Delivery, 4.50%, 06/23/25 G2SF 21H042661 - - 242,461,488 $226,546,801 $226,546,801 4.21 $226,546,801
FNMA 30yr Pool#CB9430 5.500% 01-Nov-2054, 5.50%, 11/01/54 FN 3140QVPQ1 - - 191,279,097 $191,618,189 $191,618,189 3.56 $188,551,821
UMBS TBA 30yr 5.5% June Delivery, 5.50%, 06/12/25 FNCL 01F052664 - - 169,300,000 $166,297,634 $166,297,634 3.09 $166,297,634
Fannie Mae REMIC Trust 2025-12 FC 5.45369% 25-MAR-2055, 5.45%, 03/25/55 FNR 2025-12 3136BVFC7 - - 161,582,049 $161,513,411 $161,513,411 3.00 $160,822,981
GNMA II TBA 30yr 3% June Delivery, 3.00%, 06/23/25 G2SF 21H030666 - - 175,024,962 $151,202,489 $151,202,489 2.81 $151,202,489
UMBS TBA 30yr 6.5% June Delivery, 6.50%, 06/12/25 FNCL 01F062663 - - 132,991,000 $136,072,401 $136,072,401 2.53 $136,072,401
FHLMC 30yr Pool#RJ2853 5.000% 01-Dec-2054, 5.00%, 12/01/54 FR 3142GTE36 - - 138,831,471 $135,946,884 $135,946,884 2.53 $134,298,234
GNMA II TBA 30yr 3.5% June Delivery, 3.50%, 06/23/25 G2SF 21H032662 - - 138,246,377 $121,823,952 $121,823,952 2.26 $121,823,952
FNMA 30yr Pool#FS1133 4.000% 01-Oct-2051, 4.00%, 10/01/51 FN 3140XGHK8 - - 121,345,692 $113,204,834 $113,204,834 2.10 $111,429,349
FHLMC 30yr Pool#SL0335 5.500% 01-Feb-2055, 5.50%, 02/01/55 FR 31427MLR0 - - 111,108,754 $112,165,806 $112,165,806 2.08 $109,606,758
FNMA 30yr Pool#FM7460 4.000% 01-Mar-2051, 4.00%, 03/01/51 FN 3140XBJE1 - - 113,140,032 $105,508,923 $105,508,923 1.96 $103,894,253
GNMA II TBA 30yr 4% June Delivery, 4.00%, 06/23/25 G2SF 21H040665 - - 107,413,688 $97,380,068 $97,380,068 1.81 $97,380,068
United States of America|5.35068|04/25/2055, 5.35%, 04/25/55 STRU JP-7441 BCCJ1VWS3 - - 94,296,522 $94,337,131 $94,337,131 1.75 $94,267,054
FNMA 30yr Pool#FS8993 6.000% 01-Jul-2054, 6.00%, 07/01/54 FN 3140XQ7F8 - - 80,972,415 $84,835,573 $84,835,573 1.58 $81,843,299
FNMA 30yr Pool#FS9022 5.500% 01-Aug-2054, 5.50%, 08/01/54 FN 3140XRAY1 - - 83,446,889 $83,167,733 $83,167,733 1.55 $82,344,629
FNMA 30yr Pool#FA0574 5.500% 01-Jan-2055, 5.50%, 01/01/55 FN 3140W0T88 - - 74,447,356 $74,325,121 $74,325,121 1.38 $74,074,895
FNMA 30yr Pool#FA0198 5.500% 01-Oct-2054, 5.50%, 10/01/54 FN 3140W0GG4 - - 67,790,916 $68,560,810 $68,560,810 1.27 $67,315,131
FNMA 30yr Pool#FA0573 5.000% 01-Jan-2055, 5.00%, 01/01/55 FN 3140W0T70 - - 65,028,060 $63,919,922 $63,919,922 1.19 $63,076,057
FHLMC 30yr Pool#QX7566 5.500% 01-Mar-2055, 5.50%, 03/01/55 FR 31426DMQ2 - - 56,904,161 $56,631,184 $56,631,184 1.05 $56,092,816
Fannie Mae REMIC Trust 2025-9 FA 5.55369% 25-MAR-2055, 5.55%, 03/25/55 FNR 2025-9 3136BVDC9 - - 52,568,035 $52,649,101 $52,649,101 0.98 $52,420,958
FNMA 30yr Pool#CB9613 5.500% 01-Dec-2054, 5.50%, 12/01/54 FN 3140QVVF8 - - 49,283,912 $49,308,350 $49,308,350 0.92 $48,581,218
FHLMC 30yr Pool#SL1146 5.000% 01-Mar-2055, 5.00%, 03/01/55 FR 31427NHY8 - - 49,925,743 $48,431,397 $48,431,397 0.90 $47,999,369
FHLMC 30yr Pool#SD7343 5.500% 01-Jan-2055, 5.50%, 01/01/55 FR 3132DVEQ4 - - 47,431,111 $47,747,453 $47,747,453 0.89 $47,128,038
FHLMC 30yr Pool#SL0046 6.000% 01-Jan-2055, 6.00%, 01/01/55 FR 31427MBQ3 - - 44,749,582 $46,662,427 $46,662,427 0.87 $45,231,393
FNMA 30yr Pool#FS9779 5.500% 01-Nov-2054, 5.50%, 11/01/54 FN 3140XR2M6 - - 45,891,050 $45,750,837 $45,750,837 0.85 $45,596,593
New Residential Mortgage LLC 6.545% 25-MAR-2032, 6.54%, 03/25/32 NZES 2025-FHT 64832EAA7 - - 42,912,515 $43,015,079 $43,015,079 0.80 $42,796,630
FHLMC 30yr Pool#ZT2413 4.000% 01-Feb-2041, 4.00%, 02/01/41 FR 3132AEVE3 - - 44,007,385 $42,360,327 $42,360,327 0.79 $41,703,802
Fannie Mae Pool|6|05/01/2055, 6.00%, 05/01/55 FN 3140W1WT6 - - 41,818,184 $42,270,652 $42,270,652 0.79 $42,117,319
FNMA 40yr Pool#BF0646 2.500% 01-Jun-2062, 2.50%, 06/01/62 FN 3140FXWG3 - - 51,440,105 $41,702,816 $41,702,816 0.77 $40,967,196
FNMA 30yr Pool#FS8881 4.500% 01-Sep-2053, 4.50%, 09/01/53 FN 3140XQ2P1 - - 42,845,943 $41,238,001 $41,238,001 0.77 $40,571,939
FHLMC 30yr Pool#SD7344 5.500% 01-Jan-2055, 5.50%, 01/01/55 FR 3132DVER2 - - 39,372,940 $39,701,946 $39,701,946 0.74 $39,081,878
FHLMC 30yr Pool#SL0938 4.000% 01-Jul-2050, 4.00%, 07/01/50 FR 31427NBG3 - - 41,012,422 $39,053,761 $39,053,761 0.73 $38,488,711
FHLMC 30yr Pool#SI2101 4.000% 01-Sep-2048, 4.00%, 09/01/48 FR 3133USKN0 - - 41,234,275 $38,495,712 $38,495,712 0.72 $37,971,126
FNMA 30yr Pool#CB8694 6.000% 01-Jun-2054, 6.00%, 06/01/54 FN 3140QUUU8 - - 37,008,915 $38,482,587 $38,482,587 0.71 $37,837,872
FHLMC 30yr Pool#RJ1341 6.000% 01-Apr-2054, 6.00%, 04/01/54 FR 3142GRP38 - - 36,871,493 $38,212,454 $38,212,454 0.71 $37,460,055
FNMA 30yr Pool#FA0576 5.500% 01-Jan-2055, 5.50%, 01/01/55 FN 3140W0UA1 - - 37,790,711 $38,184,772 $38,184,772 0.71 $37,559,953
FHLMC 30yr Pool#RJ2302 6.000% 01-Sep-2054, 6.00%, 09/01/54 FR 3142GSRY6 - - 37,192,789 $37,922,854 $37,922,854 0.70 $37,786,480
FNMA 30yr Pool#CB8543 6.000% 01-May-2054, 6.00%, 05/01/54 FN 3140QUP59 - - 36,338,191 $37,632,112 $37,632,112 0.70 $36,918,240
FNMA 30yr Pool#FS9794 5.000% 01-Nov-2054, 5.00%, 11/01/54 FN 3140XR3C7 - - 36,825,836 $36,268,963 $36,268,963 0.67 $35,720,403
FHLMC 30yr Pool#RJ3274 5.500% 01-Feb-2055, 5.50%, 02/01/55 FR 3142GTT89 - - 35,239,076 $35,346,781 $35,346,781 0.66 $34,984,621
FNMA 30yr Pool#FA0034 5.000% 01-Nov-2054, 5.00%, 11/01/54 FN 3140W0BC8 - - 36,315,434 $35,240,597 $35,240,597 0.65 $35,129,633
FHLMC 30yr Pool#SL0208 5.000% 01-Dec-2054, 5.00%, 12/01/54 FR 31427MGS4 - - 35,013,239 $34,327,370 $34,327,370 0.64 $33,962,217
FNMA 30yr Pool#FS9788 5.500% 01-Nov-2054, 5.50%, 11/01/54 FN 3140XR2W4 - - 32,762,904 $33,184,882 $33,184,882 0.62 $32,388,542
FNMA 30yr Pool#FA0603 4.500% 01-Sep-2051, 4.50%, 09/01/51 FN 3140W0U52 - - 34,297,860 $33,181,350 $33,181,350 0.62 $32,533,023
FNMA 30yr Pool#FA0635 5.000% 01-Jan-2055, 5.00%, 01/01/55 FN 3140W0V51 - - 33,933,981 $32,944,019 $32,944,019 0.61 $32,624,645
FNMA 40yr Pool#BF0698 3.500% 01-Dec-2062, 3.50%, 12/01/62 FN 3140FXX49 - - 36,693,362 $32,268,429 $32,268,429 0.60 $31,886,047
FNMA 30yr Pool#CB5580 4.500% 01-Oct-2052, 4.50%, 10/01/52 FN 3140QRFW8 - - 32,747,460 $31,221,892 $31,221,892 0.58 $30,646,864
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 $31,025,521 $31,025,521 0.58 $30,848,769
FNMA 30yr Pool#BW7371 5.500% 01-Feb-2053, 5.50%, 02/01/53 FN 3140N0FM2 - - 30,462,050 $30,634,867 $30,634,867 0.57 $30,345,694
FNMA 30yr Pool#FS8335 4.500% 01-Jan-2051, 4.50%, 01/01/51 FN 3140XQHM2 - - 31,487,849 $30,401,299 $30,401,299 0.56 $29,867,604
FNMA 30yr Pool#FS3883 4.500% 01-Feb-2053, 4.50%, 02/01/53 FN 3140XKJ50 - - 31,581,237 $30,391,927 $30,391,927 0.56 $29,647,199
FHLMC 30yr Pool#SD6982 5.000% 01-Nov-2054, 5.00%, 11/01/54 FR 3132DUXK8 - - 30,875,999 $30,301,468 $30,301,468 0.56 $29,969,928
FNMA 30yr Pool#CB6394 4.500% 01-Feb-2053, 4.50%, 02/01/53 FN 3140QSC82 - - 31,147,174 $29,196,864 $29,196,864 0.54 $29,111,209
FNMA 30yr Pool#FS8681 4.500% 01-Oct-2050, 4.50%, 10/01/50 FN 3140XQUF2 - - 29,593,617 $28,561,957 $28,561,957 0.53 $28,070,842
FNMA 30yr Pool#FS3520 4.500% 01-Nov-2052, 4.50%, 11/01/52 FN 3140XJ4E0 - - 30,242,618 $28,388,202 $28,388,202 0.53 $28,305,034
FHLMC 30yr Pool#SL0367 4.500% 01-Dec-2054, 4.50%, 12/01/54 FR 31427MMR9 - - 29,302,539 $27,689,561 $27,689,561 0.51 $27,389,202
FHLMC 30yr Pool#SD7138 5.000% 01-Nov-2054, 5.00%, 11/01/54 FR 3132DU4X2 - - 27,782,037 $26,971,869 $26,971,869 0.50 $26,874,876
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 $26,802,135 $26,802,135 0.50 $26,669,329
FHLMC 30yr Pool#SD3271 5.500% 01-Jun-2053, 5.50%, 06/01/53 FR 3132DQT48 - - 26,408,109 $26,474,464 $26,474,464 0.49 $26,226,017
RCKT Mortgage Trust 2025-CES5|5.687|06/25/2055, 5.69%, 06/25/55 RCKT 2025-CES5 74942CAA7 - - 25,484,000 $25,648,309 $25,648,309 0.48 $25,559,742
FNMA 30yr Pool#FA0627 5.500% 01-Feb-2055, 5.50%, 02/01/55 FN 3140W0VV4 - - 25,216,031 $25,489,281 $25,489,281 0.47 $25,031,509
FNMA 30yr Pool#FS6257 4.000% 01-Jun-2053, 4.00%, 06/01/53 FN 3140XM5T9 - - 27,013,365 $24,975,060 $24,975,060 0.46 $24,576,083
FNMA 30yr Pool#FS9239 4.500% 01-Jan-2051, 4.50%, 01/01/51 FN 3140XRHR9 - - 25,642,437 $24,706,262 $24,706,262 0.46 $24,322,975
FHLMC 30yr Pool#SD6989 5.500% 01-Nov-2054, 5.50%, 11/01/54 FR 3132DUXS1 - - 23,268,995 $23,441,930 $23,441,930 0.44 $23,003,114
FNMA 30yr Pool#CB9642 5.000% 01-Dec-2054, 5.00%, 12/01/54 FN 3140QVWC4 - - 23,876,106 $23,197,704 $23,197,704 0.43 $23,124,749
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2025-HQA1 M2 6.00369% 25-FEB-2045, 6.00%, 02/25/45 STACR 2025-HQA1 35564NHA4 - - 23,060,148 $23,143,185 $23,143,185 0.43 $23,035,505
FNMA 30yr Pool#FM7840 4.000% 01-Apr-2050, 4.00%, 04/01/50 FN 3140XBWA4 - - 24,683,597 $23,068,351 $23,068,351 0.43 $22,666,459
FNMA 30yr Pool#FS4781 4.000% 01-Oct-2051, 4.00%, 10/01/51 FN 3140XLJ33 - - 24,055,401 $22,470,570 $22,470,570 0.42 $22,089,599
FNMA 30yr Pool#FS7225 4.000% 01-Aug-2051, 4.00%, 08/01/51 FN 3140XPA33 - - 24,072,654 $22,425,828 $22,425,828 0.42 $22,167,621
FNMA 40yr Pool#BF0807 3.500% 01-Apr-2064, 3.50%, 04/01/64 FN 3140FX3R1 - - 24,655,262 $21,688,200 $21,688,200 0.40 $21,401,014
FNMA 40yr Pool#BF0713 4.000% 01-Mar-2063, 4.00%, 03/01/63 FN 3140FXYK2 - - 23,480,501 $21,547,537 $21,547,537 0.40 $21,238,888
FNMA 40yr Pool#BF0226 3.500% 01-Jan-2058, 3.50%, 01/01/58 FN 3140FXHC9 - - 23,423,197 $21,103,698 $21,103,698 0.39 $20,743,162
FNMA 30yr Pool#CB7112 5.500% 01-Sep-2053, 5.50%, 09/01/53 FN 3140QS3W9 - - 20,986,563 $21,033,137 $21,033,137 0.39 $20,828,583
GNMA II TBA 30yr 2.5% June Delivery, 2.50%, 06/23/25 G2SF 21H022663 - - 25,296,414 $20,991,622 $20,991,622 0.39 $20,991,622
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 $20,946,541 $20,946,541 0.39 $20,886,712
FNMA 30yr Pool#FS6382 4.000% 01-Aug-2051, 4.00%, 08/01/51 FN 3140XNCU6 - - 22,276,498 $20,808,506 $20,808,506 0.39 $20,513,607
FNMA 30yr Pool#FS9880 4.500% 01-Sep-2054, 4.50%, 09/01/54 FN 3140XR6S9 - - 21,771,666 $20,549,260 $20,549,260 0.38 $20,350,064
FHLMC 30yr Pool#SL0850 4.000% 01-Jul-2049, 4.00%, 07/01/49 FR 31427M5L1 - - 21,078,995 $20,411,065 $20,411,065 0.38 $20,082,837
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 $20,381,995 $20,381,995 0.38 $20,324,038
FNMA 30yr Pool#FS9116 6.000% 01-Sep-2054, 6.00%, 09/01/54 FN 3140XRDW2 - - 19,561,306 $20,312,281 $20,312,281 0.38 $19,771,919
FHLMC 30yr Pool#QJ9063 5.000% 01-Nov-2054, 5.00%, 11/01/54 FR 3133D1B81 - - 20,893,632 $20,282,769 $20,282,769 0.38 $20,104,796
FNMA 30yr Pool#FS5028 4.000% 01-Oct-2051, 4.00%, 10/01/51 FN 3140XLSS8 - - 21,134,290 $20,026,881 $20,026,881 0.37 $19,407,200
FNMA 30yr Pool#DA1525 6.000% 01-Oct-2053, 6.00%, 10/01/53 FN 3140A1VT1 - - 18,033,280 $19,183,701 $19,183,701 0.36 $18,217,200
Huntington Bank Auto Credit-Linked Notes, Series 2024-2 B1 5.442% 20-OCT-2032, 5.44%, 10/20/32 HACLN 2024-2 44644NAG4 - - 19,062,297 $19,159,073 $19,159,073 0.36 $19,150,428
FHLMC 30yr Pool#RJ2292 5.500% 01-Sep-2054, 5.50%, 09/01/54 FR 3142GSRN0 - - 18,986,866 $19,144,601 $19,144,601 0.36 $18,857,107
FNMA 30yr Pool#FS8709 4.500% 01-Jan-2051, 4.50%, 01/01/51 FN 3140XQVB0 - - 19,912,700 $19,144,221 $19,144,221 0.36 $18,888,068
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 - - 18,101,929 $18,944,328 $18,944,328 0.35 $18,830,234
FNMA 30yr Pool#BT8185 4.500% 01-Jun-2052, 4.50%, 06/01/52 FN 3140LXCX1 - - 19,442,729 $18,729,101 $18,729,101 0.35 $18,201,580
FNMA 30yr Pool#FS9476 4.000% 01-Jun-2053, 4.00%, 06/01/53 FN 3140XRQ65 - - 20,365,358 $18,712,913 $18,712,913 0.35 $18,521,611
FNMA 30yr Pool#FS1666 3.500% 01-May-2052, 3.50%, 05/01/52 FN 3140XGZ85 - - 20,413,659 $18,523,890 $18,523,890 0.34 $18,185,565
FHLMC 30yr Pool#SD5963 6.000% 01-Jul-2054, 6.00%, 07/01/54 FR 3132DTTU4 - - 17,945,336 $18,343,979 $18,343,979 0.34 $18,138,550
Structured Agency Credit Risk (STACR) Debt Notes, Series 2024-HQA2 M2 6.15369% 25-AUG-2044, 6.15%, 08/25/44 STACR 2024-HQA2 35564NEC3 - - 18,000,000 $18,124,704 $18,124,704 0.34 $18,038,552
FNMA 30yr Pool#CB4128 4.500% 01-Jul-2052, 4.50%, 07/01/52 FN 3140QPSS7 - - 18,830,186 $17,743,310 $17,743,310 0.33 $17,691,527
FHLMC 30yr Pool#SL0490 4.500% 01-Jul-2053, 4.50%, 07/01/53 FR 31427MRL7 - - 18,871,301 $17,716,382 $17,716,382 0.33 $17,664,485
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2025-HQA1 M1 5.50369% 25-FEB-2045, 5.50%, 02/25/45 STACR 2025-HQA1 35564NGZ0 - - 17,588,979 $17,653,190 $17,653,190 0.33 $17,577,897
FNMA 30yr Pool#CB8221 5.500% 01-Mar-2054, 5.50%, 03/01/54 FN 3140QUD37 - - 17,589,807 $17,557,871 $17,557,871 0.33 $17,355,500
FNMA 30yr Pool#FM4738 4.000% 01-Sep-2050, 4.00%, 09/01/50 FN 3140X8HQ3 - - 18,876,768 $17,510,606 $17,510,606 0.33 $17,276,427
FHLMC 30yr Pool#QH3192 6.000% 01-Oct-2053, 6.00%, 10/01/53 FR 3133CFRM3 - - 16,972,688 $17,468,841 $17,468,841 0.32 $17,285,635
Homeward Opportunities Fund Trust 2024-RTL1 A1 7.12% 25-JUL-2029, 7.12%, 07/25/29 HOF 43789FAA1 - - 17,261,000 $17,462,140 $17,462,140 0.32 $17,366,553
FNMA 30yr Pool#CB3837 3.500% 01-Jun-2052, 3.50%, 06/01/52 FN 3140QPHP5 - - 18,939,462 $17,083,145 $17,083,145 0.32 $16,869,348
FNMA 40yr Pool#BF0801 2.500% 01-Apr-2064, 2.50%, 04/01/64 FN 3140FX3K6 - - 20,521,731 $16,639,780 $16,639,780 0.31 $16,325,670
FNMA 40yr Pool#BF0806 3.500% 01-Apr-2064, 3.50%, 04/01/64 FN 3140FX3Q3 - - 18,845,509 $16,632,141 $16,632,141 0.31 $16,399,010
FNMA 30yr Pool#FS8717 6.000% 01-Jul-2054, 6.00%, 07/01/54 FN 3140XQVK0 - - 14,884,130 $15,725,356 $15,725,356 0.29 $15,044,384
FHLMC 30yr Pool#SD6558 6.000% 01-Sep-2054, 6.00%, 09/01/54 FR 3132DUJB4 - - 15,228,319 $15,667,715 $15,667,715 0.29 $15,392,279
PRET 2025-RPL1 Trust A1 4.0% 25-JUL-2069, 4.00%, 07/25/69 PRET 2025-RPL1 69392FAA5 - - 16,292,750 $15,625,886 $15,625,886 0.29 $15,531,750
Vontive Mortgage Trust 2025-RTL1 A1 6.507% 25-MAR-2030, 6.51%, 03/25/30 VNTV 2025-RTL1 928884AA3 - - 15,444,000 $15,573,441 $15,573,441 0.29 $15,495,279
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 $15,546,410 $15,546,410 0.29 $15,382,904
FNMA 30yr Pool#FA0122 4.500% 01-Dec-2054, 4.50%, 12/01/54 FN 3140W0D44 - - 16,345,369 $15,408,895 $15,408,895 0.29 $15,278,082
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 - - 15,324,000 $15,395,806 $15,395,806 0.29 $15,326,634
Connecticut Avenue Securities, Series 2021-R03 1M2 6.00369% 25-DEC-2041, 6.00%, 12/25/41 CAS 2021-R03 20754AAB9 - - 14,835,000 $14,977,592 $14,977,592 0.28 $14,908,319
Chase Mortgage Reference Notes, Series 2020-CL1 M1 6.68348% 25-OCT-2057, 6.69%, 10/25/57 CHASE 2020-CL1 46591HAG5 - - 14,414,413 $14,844,971 $14,844,971 0.28 $14,769,956
FNMA 30yr Pool#FS9909 5.000% 01-Nov-2054, 5.00%, 11/01/54 FN 3140XSAK9 - - 15,061,128 $14,800,853 $14,800,853 0.27 $14,609,025
Galaxy Senior Participation Interest Trust 1|6.9263834|07/31/2026, 6.93%, 07/31/26 GLXYT 2025-1 362922AA4 - - 14,638,258 $14,767,210 $14,767,210 0.27 $14,716,515
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-DNA7 M2 6.15369% 25-NOV-2041, 6.15%, 11/25/41 STACR 2021-DNA7 35564KMH9 - - 14,550,000 $14,734,545 $14,734,545 0.27 $14,664,906
RCKT Mortgage Trust 2025-CES4 A1A 5.811% 25-APR-2055, 5.81%, 05/25/55 RCKT 2025-CES4 74937YAA6 - - 14,359,679 $14,570,909 $14,570,909 0.27 $14,450,378
FINANCE OF AMER STR TR 2024-S2 A1, 3.50%, 04/25/74 FASST 2024-S2 31739VAA2 - - 14,969,458 $14,429,731 $14,429,731 0.27 $14,388,981
FNMA 30yr Pool#BX0984 4.500% 01-Oct-2052, 4.50%, 10/01/52 FN 3140N5CW2 - - 15,236,239 $14,383,759 $14,383,759 0.27 $14,260,084
FNMA 30yr Pool#FA0470 6.000% 01-Jan-2055, 6.00%, 01/01/55 FN 3140W0QY4 - - 13,942,636 $14,374,114 $14,374,114 0.27 $14,092,754
RCKT Mortgage Trust 2024-CES7 A1A 5.158% 25-OCT-2044, 5.16%, 10/25/44 RCKT 2024-CES7 749414AA6 - - 14,137,202 $14,136,607 $14,136,607 0.26 $14,031,278
FHLMC 30yr Pool#SD1143 4.500% 01-Sep-2050, 4.50%, 09/01/50 FR 3132DNHU0 - - 14,570,382 $14,078,850 $14,078,850 0.26 $13,820,646
BMP Commercial Mortgage Trust 2024-MF23 A 5.70065% 15-JUN-2041, 5.70%, 06/15/41 BMP 2024-MF23 05593JAA8 - - 14,000,000 $14,030,881 $14,030,881 0.26 $14,013,145
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2023-HQA3 M1 6.20369% 25-NOV-2043, 6.20%, 11/25/43 STACR 2023-HQA3 35564K3G2 - - 13,850,297 $14,001,798 $14,001,798 0.26 $13,934,969
FNMA 30yr Pool#FM5350 4.500% 01-Sep-2050, 4.50%, 09/01/50 FN 3140X85L7 - - 13,876,042 $13,372,794 $13,372,794 0.25 $13,139,585
Connecticut Avenue Securities Trust 2025-R03 2M1 5.95369% 25-MAR-2045, 5.95%, 03/25/45 CAS 2025-R03 20754VAB3 - - 13,212,417 $13,354,232 $13,354,232 0.25 $13,293,050
Connecticut Avenue Securities Trust 2024-R03 2M2 6.30369% 25-MAR-2044, 6.30%, 03/25/44 CAS 2024-R03 207941AB1 - - 13,082,000 $13,299,334 $13,299,334 0.25 $13,235,205
FNMA 40yr Pool#BF0731 2.500% 01-Jun-2063, 2.50%, 06/01/63 FN 3140FXY55 - - 16,014,022 $13,198,485 $13,198,485 0.25 $12,753,659
FHLMC 30yr Pool#SD5994 4.500% 01-Sep-2050, 4.50%, 09/01/50 FR 3132DTUT5 - - 13,654,999 $13,186,332 $13,186,332 0.24 $12,952,365
FNMA 30yr Pool#FS6236 6.500% 01-Nov-2053, 6.50%, 11/01/53 FN 3140XM4W3 - - 12,275,474 $13,127,474 $13,127,474 0.24 $12,648,935
Huntington Bank Auto Credit-Linked Notes, Series 2024-1 B1 6.153% 20-MAY-2032, 6.15%, 05/20/32 HACLN 2024-1 44644NAA7 - - 12,904,049 $13,077,588 $13,077,588 0.24 $13,070,971
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 $13,056,239 $13,056,239 0.24 $12,924,379
PRET 2025-NPL4 A1 6.3677% 25-MAY-2055, 6.37%, 04/25/55 PRET 2025-NPL4 74136UAA3 - - 12,790,000 $12,748,692 $12,748,692 0.24 $12,717,020
FHLMC 30yr Pool#SD5224 6.000% 01-Mar-2054, 6.00%, 03/01/54 FR 3132DSYV8 - - 12,173,556 $12,686,841 $12,686,841 0.24 $12,304,486
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 $12,573,951 $12,573,951 0.23 $12,516,910
Homeward Opportunities Fund Trust 2025-RRTL1 A1 5.476% 25-MAR-2040, 5.48%, 03/25/40 HOF 2025-RRTL1 437919AA1 - - 12,500,000 $12,504,871 $12,504,871 0.23 $12,451,632
FNMA 30yr Pool#FS7117 6.500% 01-Feb-2054, 6.50%, 02/01/54 FN 3140XN4B7 - - 11,910,732 $12,481,115 $12,481,115 0.23 $12,273,097
FHLMC 30yr Pool#QG6755 5.500% 01-Jun-2053, 5.50%, 06/01/53 FR 3133C7QG5 - - 11,946,475 $12,285,134 $12,285,134 0.23 $11,868,902
FNMA 30yr Pool#FS7541 4.000% 01-Jun-2052, 4.00%, 06/01/52 FN 3140XPLX5 - - 13,131,810 $12,250,680 $12,250,680 0.23 $12,058,681
FHLMC 30yr Pool#SL0509 4.500% 01-Jan-2055, 4.50%, 01/01/55 FR 31427MR78 - - 12,847,929 $12,152,325 $12,152,325 0.23 $12,009,011
FHLMC 30yr Pool#QH3306 6.000% 01-Oct-2053, 6.00%, 10/01/53 FR 3133CFU72 - - 11,290,771 $12,060,959 $12,060,959 0.22 $11,436,680
FNMA 40yr Pool#BF0783 3.500% 01-Dec-2063, 3.50%, 12/01/63 FN 3140FX2R2 - - 13,424,746 $11,905,300 $11,905,300 0.22 $11,661,143
FNMA 30yr Pool#BY4134 5.500% 01-Jul-2053, 5.50%, 07/01/53 FN 3140NLSY6 - - 11,752,136 $11,706,034 $11,706,034 0.22 $11,595,137
FNMA 30yr Pool#FS5818 4.500% 01-Oct-2050, 4.50%, 10/01/50 FN 3140XMPC4 - - 11,869,968 $11,683,141 $11,683,141 0.22 $11,239,982
FNMA 30yr Pool#FS5362 4.500% 01-Dec-2050, 4.50%, 12/01/50 FN 3140XL5Y0 - - 11,824,950 $11,404,518 $11,404,518 0.21 $11,197,353
FNMA 30yr Pool#FS7613 4.500% 01-May-2052, 4.50%, 05/01/52 FN 3140XPN70 - - 11,595,896 $11,230,057 $11,230,057 0.21 $10,980,456
FNMA 30yr Pool#BX0421 5.500% 01-Nov-2052, 5.50%, 11/01/52 FN 3140N4PF8 - - 10,801,947 $11,101,186 $11,101,186 0.21 $10,709,972
RCKT Mortgage Trust 2024-CES5 A1B 6.047% 25-JUL-2044, 6.05%, 08/25/44 RCKT 74938KAB3 - - 10,814,521 $10,964,056 $10,964,056 0.20 $10,869,596
FNMA 30yr Pool#BW2174 4.500% 01-Jun-2052, 4.50%, 06/01/52 FN 3140MTMY6 - - 11,076,292 $10,749,187 $10,749,187 0.20 $10,369,224
FHLMC 30yr Pool#SL0869 4.500% 01-May-2053, 4.50%, 05/01/53 FR 31427M6F3 - - 11,332,479 $10,733,652 $10,733,652 0.20 $10,621,571
RCKT Mortgage Trust 2024-CES9 A1B 5.683% 25-DEC-2044, 5.68%, 12/25/44 RCKT 2024-CES9 749426AB8 - - 10,545,026 $10,628,387 $10,628,387 0.20 $10,541,826
FHLMC 30yr Pool#RA7104 4.500% 01-Feb-2051, 4.50%, 02/01/51 FR 3133KN3M3 - - 11,004,521 $10,497,610 $10,497,610 0.20 $10,407,618
FNMA 30yr Pool#FS6662 4.000% 01-Oct-2051, 4.00%, 10/01/51 FN 3140XNML5 - - 11,161,644 $10,400,069 $10,400,069 0.19 $10,249,517
FHLMC 30yr Pool#QH1500 6.000% 01-Sep-2053, 6.00%, 09/01/53 FR 3133CDUZ5 - - 10,074,589 $10,333,366 $10,333,366 0.19 $10,177,339
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 $10,251,390 $10,251,390 0.19 $10,198,781
A&D Mortgage Trust 2025-NQM2|5.79|06/25/2070, 5.79%, 06/25/70 ADMT 2025-NQM2 00250EAC0 - - 10,170,000 $10,214,297 $10,214,297 0.19 $10,178,312
Connecticut Avenue Securities Trust 2024-R05 2M2 6.05369% 25-JUL-2044, 6.05%, 07/25/44 CAS 2024-R05 20754XAC7 - - 10,060,000 $10,126,164 $10,126,164 0.19 $10,078,797
LHOME Mortgage Trust 2024-RTL3 A1 6.9% 25-MAY-2029, 6.90%, 05/25/29 LHOME 2024-RTL3 50205GAA0 - - 9,960,000 $10,103,314 $10,103,314 0.19 $10,049,862
Structured Agency Credit Risk (STACR) Debt Notes, Series 2024-HQA1 M2 6.35369% 25-MAR-2044, 6.35%, 03/25/44 STACR 2024-HQA1 M2 35564NCA9 - - 9,880,000 $10,007,929 $10,007,929 0.19 $9,959,105
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 $10,004,612 $10,004,612 0.19 $9,968,648
Structured Agency Credit Risk (STACR) Debt Notes, Series 2024-HQA1 M1 5.60369% 25-MAR-2044, 5.60%, 03/25/44 STACR 2024-HQA1 M1 35564NBX0 - - 9,943,027 $9,991,404 $9,991,404 0.19 $9,948,068
Alterna Funding III A 6.26% 15-MAY-2039, 6.26%, 05/16/39 TAX 2024-1A 02157JAA3 - - 9,807,978 $9,891,842 $9,891,842 0.18 $9,878,198
FNMA 30yr Pool#FS2144 3.500% 01-Jun-2052, 3.50%, 06/01/52 FN 3140XHL21 - - 10,831,146 $9,795,356 $9,795,356 0.18 $9,665,311
FHLMC 30yr Pool#QH4373 6.000% 01-Nov-2053, 6.00%, 11/01/53 FR 3133CG2E6 - - 9,481,855 $9,750,269 $9,750,269 0.18 $9,656,684
FNMA 30yr Pool#DA0026 6.000% 01-Sep-2053, 6.00%, 09/01/53 FN 3140A0A41 - - 9,252,589 $9,742,475 $9,742,475 0.18 $9,346,956
RCKT Mortgage Trust 2024-CES1 A1B 6.325% 25-FEB-2044, 6.33%, 02/25/44 RCKT 2024-CES1 749424AB3 - - 9,464,612 $9,597,323 $9,597,323 0.18 $9,510,854
FNMA 30yr Pool#FA0654 4.500% 01-Dec-2054, 4.50%, 12/01/54 FN 3140W0WQ4 - - 10,091,664 $9,509,974 $9,509,974 0.18 $9,432,719
FIGRE Trust 2023-HE3 A 6.436% 25-NOV-2053, 6.44%, 11/25/53 FIGRE 2023-HE3 31684CAA9 - - 9,223,575 $9,427,485 $9,427,485 0.18 $9,381,314
FHLMC 30yr Pool#RJ1754 4.500% 01-Jun-2054, 4.50%, 06/01/54 FR 3142GR5Q9 - - 9,908,904 $9,340,257 $9,340,257 0.17 $9,261,893
Rithm Capital Corp. 8.0% 01-APR-2029, 8.00%, 04/01/29 RITM 64828TAB8 - - 9,213,000 $9,299,791 $9,299,791 0.17 $9,193,329
LHOME Mortgage Trust 2024-RTL5 A2 5.751% 25-SEP-2039, 5.75%, 09/25/39 LHOME 2024-RTL5 50205WAB3 - - 9,325,000 $9,286,326 $9,286,326 0.17 $9,244,616
FNMA 30yr Pool#FA1287 4.500% 01-Jul-2053, 4.50%, 07/01/53 FN 3140W1ND1 - - 9,770,581 $9,254,815 $9,254,815 0.17 $9,160,012
FHLMC 30yr Pool#SD7417 5.500% 01-Jan-2055, 5.50%, 01/01/55 FR 3132DVG25 - - 9,144,922 $9,125,624 $9,125,624 0.17 $9,094,887
ACHM Trust 2024-HE1 A 6.55% 25-MAY-2039, 6.55%, 05/25/39 ACHM 2024-HE1 00449TAA3 - - 8,817,678 $8,948,054 $8,948,054 0.17 $8,903,133
FIGRE Trust 2025-PF1 A 5.758% 25-JUN-2055, 5.76%, 06/25/55 FIGRE 2025-PF1 316922AA1 - - 8,855,000 $8,839,235 $8,839,235 0.16 $8,808,076
Fannie Mae REMIC Trust 2022-65 FB 5.15369% 25-SEP-2052, 5.15%, 09/25/52 FNR 2022-65 3136BPCQ2 - - 9,045,862 $8,827,656 $8,827,656 0.16 $8,790,873
FIGRE Trust 2025-HE2 A 5.775% 25-MAR-2055, 5.78%, 03/25/55 FIGRE 2025-HE2 31684KAA1 - - 8,758,599 $8,810,949 $8,810,949 0.16 $8,749,125
FNMA 30yr Pool#FS7397 6.000% 01-Mar-2054, 6.00%, 03/01/54 FN 3140XPGF0 - - 7,817,436 $8,496,885 $8,496,885 0.16 $7,901,605
PRPM 2025-RPL4 LLC|3|05/25/2055, 3.00%, 05/25/55 PRPM 2025-RPL4 74448NAA2 - - 9,125,000 $8,484,304 $8,484,304 0.16 $8,462,252
FNMA 30yr Pool#FA0787 4.500% 01-Jan-2055, 4.50%, 01/01/55 FN 3140W02V6 - - 8,993,927 $8,475,614 $8,475,614 0.16 $8,406,660
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 $8,462,870 $8,462,870 0.16 $8,370,322
FHLMC 30yr Pool#SD5223 6.000% 01-Apr-2054, 6.00%, 04/01/54 FR 3132DSYU0 - - 7,687,840 $8,102,232 $8,102,232 0.15 $7,770,613
FHLMC 30yr Pool#QX0520 5.500% 01-Dec-2054, 5.50%, 12/01/54 FR 31425USJ5 - - 8,094,811 $8,076,974 $8,076,974 0.15 $8,001,619
FNMA 30yr Pool#DB4017 6.000% 01-May-2054, 6.00%, 05/01/54 FN 3140ADPB1 - - 7,577,308 $8,052,130 $8,052,130 0.15 $7,658,892
FIGRE Trust 2024-HE3 A 5.937% 25-JUL-2054, 5.94%, 07/25/54 FIGRE 2024-HE3 31684GAA0 - - 7,945,295 $8,035,250 $8,035,250 0.15 $7,998,562
Freddie Mac STACR REMIC Trust 2025-DNA2|5.53128|05/25/2045, 5.53%, 05/25/45 STACR 2025-DNA2 35564NHZ9 - - 7,993,000 $7,998,663 $7,998,663 0.15 $7,994,978
Mello Mortgage Capital Acceptance 2024-SD1 A1 4.0% 25-APR-2054, 4.00%, 04/25/54 MELLO 58550DAA1 - - 8,174,791 $7,961,955 $7,961,955 0.15 $7,936,522
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 $7,844,889 $7,844,889 0.15 $7,770,680
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 $7,820,634 $7,820,634 0.15 $7,810,215
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 $7,668,335 $7,668,335 0.14 $7,628,444
FNMA 30yr Pool#BY0337 6.500% 01-May-2053, 6.50%, 05/01/53 FN 3140NGLT5 - - 6,609,781 $7,593,469 $7,593,469 0.14 $6,795,663
Connecticut Avenue Securities Trust 2025-R01 1M2 5.85369% 25-JAN-2045, 5.85%, 01/25/45 CAS 2025-R01 20755JAC7 - - 7,526,000 $7,555,526 $7,555,526 0.14 $7,521,267
Connecticut Avenue Securities, Series 2021-R01 1B1 7.45369% 25-OCT-2041, 7.45%, 10/25/41 CAS 2021-R01 20754RAF3 - - 7,320,000 $7,522,561 $7,522,561 0.14 $7,480,125
Huntington Bank Auto Credit-Linked Notes, Series 2025-1 B 4.957% 20-MAR-2033, 4.96%, 03/21/33 HACLN 2025-1 446438SX2 - - 7,428,016 $7,384,221 $7,384,221 0.14 $7,381,152
Connecticut Avenue Securities Trust 2025-R01 1M1 5.45369% 25-JAN-2045, 5.45%, 01/25/45 CAS 2025-R01 20755JAB9 - - 7,253,515 $7,286,777 $7,286,777 0.14 $7,256,015
FNMA 30yr Pool#FS8486 4.500% 01-Dec-2052, 4.50%, 12/01/52 FN 3140XQNC7 - - 7,681,153 $7,270,040 $7,270,040 0.14 $7,188,443
ACHV ABS Trust 2023-4CP D 8.6% 25-NOV-2030, 8.60%, 11/25/30 ACHV 2023-4CP 00092CAD4 - - 7,056,000 $7,175,446 $7,175,446 0.13 $7,128,249
FNMA 30yr Pool#DD5556 6.000% 01-Mar-2055, 6.00%, 03/01/55 FN DD5556 MTGE 3140B6E68 - - 6,971,998 $7,073,388 $7,073,388 0.13 $7,047,824
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 $7,033,730 $7,033,730 0.13 $7,005,894
FHLMC 30yr Pool#QG3912 5.500% 01-Jun-2053, 5.50%, 06/01/53 FR 3133C4KZ6 - - 6,908,061 $6,914,463 $6,914,463 0.13 $6,850,922
RCKT Mortgage Trust 2024-CES8 A1A 5.48955% 25-OCT-2044, 5.49%, 11/25/44 RCKT 2024-CES8 749421AA1 - - 6,843,334 $6,889,390 $6,889,390 0.13 $6,835,126
LHOME Mortgage Trust 2024-RTL4 A2 6.092% 25-JUL-2039, 6.09%, 07/25/39 LHOME 2024-RTL4 50205PAB8 - - 6,870,000 $6,880,244 $6,880,244 0.13 $6,847,692
PRET 2025-RPL2 Trust A1 4.0% 25-FEB-2065, 4.00%, 08/25/64 PRET 2025-RPL2 69392LAA2 - - 6,958,642 $6,770,387 $6,770,387 0.13 $6,634,145
FHLMC 30yr Pool#QG4264 5.000% 01-Jun-2053, 5.00%, 06/01/53 FR 3133C4WZ3 - - 6,922,200 $6,717,047 $6,717,047 0.12 $6,654,731
FHLMC 30yr Pool#SD3018 5.500% 01-May-2053, 5.50%, 05/01/53 FR 3132DQK70 - - 6,501,285 $6,701,211 $6,701,211 0.12 $6,428,627
FHLMC 30yr Pool#QH7040 6.000% 01-Dec-2053, 6.00%, 12/01/53 FR 3133CKZD3 - - 6,512,671 $6,644,264 $6,644,264 0.12 $6,579,093
FHLMC 30yr Pool#SD3813 6.000% 01-Jul-2053, 6.00%, 07/01/53 FR 3132E0GW6 - - 6,275,584 $6,625,830 $6,625,830 0.12 $6,357,924
FNMA 30yr Pool#DA1456 5.500% 01-Sep-2053, 5.50%, 09/01/53 FN 3140A1TN7 - - 6,622,449 $6,594,491 $6,594,491 0.12 $6,533,407
FNMA 30yr Pool#FM4129 4.000% 01-Sep-2050, 4.00%, 09/01/50 FN 3140X7ST7 - - 7,033,623 $6,559,168 $6,559,168 0.12 $6,458,837
FNMA 30yr Pool#DA1468 6.000% 01-Sep-2053, 6.00%, 09/01/53 FN 3140A1T23 - - 6,331,070 $6,474,567 $6,474,567 0.12 $6,412,885
PRPM 2025-RPL3 A1 3.25% 25-APR-2055, 3.25%, 04/25/55 PRPM 2025-RPL3 69392NAA8 - - 6,800,000 $6,457,181 $6,457,181 0.12 $6,406,842
Santander Bank Auto Credit-Linked Notes, Series 2024-A C 5.818% 15-JUN-2032, 5.82%, 06/15/32 SBCLN 2024-A 80290CCK8 - - 6,410,117 $6,450,453 $6,450,453 0.12 $6,442,166
LHOME Mortgage Trust 2024-RTL1 A1 7.017% 25-JAN-2029, 7.02%, 01/25/29 LHOME 2024-RTL1 50205DAA7 - - 6,341,000 $6,413,462 $6,413,462 0.12 $6,378,855
FNMA 30yr Pool#DC7015 5.500% 01-Dec-2054, 5.50%, 12/01/54 FN 3140AUYM9 - - 6,413,203 $6,413,368 $6,413,368 0.12 $6,339,371
FNMA 30yr Pool#FM7479 4.500% 01-Jan-2050, 4.50%, 01/01/50 FN 3140XBJZ4 - - 6,373,898 $6,143,634 $6,143,634 0.11 $6,045,921
Tricolor Auto Securitization Trust 2024-3 A 5.22% 15-JUN-2028, 5.22%, 06/15/28 TAST 2024-3A 89617AAA3 - - 6,115,570 $6,115,266 $6,115,266 0.11 $6,108,172
Connecticut Avenue Securities Trust 2025-R03 2M2 6.60369% 25-MAR-2045, 6.60%, 03/25/45 CAS 2025-R03 20754VAC1 - - 5,970,000 $6,103,296 $6,103,296 0.11 $6,072,633
FNMA 30yr Pool#FS1578 4.000% 01-Oct-2050, 4.00%, 10/01/50 FN 3140XGXG9 - - 6,267,751 $5,880,658 $5,880,658 0.11 $5,770,628
FHLMC 30yr Pool#QH2242 5.500% 01-Sep-2053, 5.50%, 09/01/53 FR 3133CEP30 - - 5,884,629 $5,862,406 $5,862,406 0.11 $5,805,508
FNMA 30yr Pool#FS0088 4.000% 01-Mar-2050, 4.00%, 03/01/50 FN 3140XFC25 - - 6,227,314 $5,849,577 $5,849,577 0.11 $5,747,177
RCKT Mortgage Trust 2025-CES1 A1A 5.653% 25-JAN-2045, 5.65%, 01/25/45 RCKT 2025-CES1 A1 749427AA8 - - 5,775,277 $5,837,654 $5,837,654 0.11 $5,790,496
FHLMC 30yr Pool#QH4638 6.000% 01-Nov-2053, 6.00%, 11/01/53 FR 3133CHEK7 - - 5,630,654 $5,790,322 $5,790,322 0.11 $5,734,474
FHLMC 30yr Pool#SD2606 4.500% 01-Sep-2051, 4.50%, 09/01/51 FR 3132DP3P1 - - 6,007,409 $5,786,967 $5,786,967 0.11 $5,681,558
FHLMC 30yr Pool#QJ9072 6.000% 01-Nov-2054, 6.00%, 11/01/54 FR 3133D1CH0 - - 5,503,268 $5,725,921 $5,725,921 0.11 $5,562,521
RCKT Mortgage Trust 2023-CES1 A1A 6.515% 25-JUN-2043, 6.51%, 06/25/43 RCKT 74935WAA2 - - 5,649,580 $5,723,507 $5,723,507 0.11 $5,670,342
FHLMC 30yr Pool#QH4473 6.000% 01-Nov-2053, 6.00%, 11/01/53 FR 3133CG6J1 - - 5,506,625 $5,665,431 $5,665,431 0.11 $5,608,157
Ginnie Mae REMIC Trust 2023-116 LF 5.6504% 20-AUG-2053, 5.63%, 08/20/53 GNR 2023-116 38384EFT7 - - 5,631,225 $5,657,663 $5,657,663 0.11 $5,655,022
Santander Bank Auto Credit-Linked Notes, Series 2023-B C 5.933% 15-DEC-2033, 5.93%, 12/15/33 SBCLN 2023-B 80290CCC6 - - 5,615,886 $5,648,991 $5,648,991 0.10 $5,641,586
FNMA 30yr Pool#DA5019 6.500% 01-Nov-2053, 6.50%, 11/01/53 FN 3140A5SH2 - - 5,051,380 $5,548,787 $5,548,787 0.10 $5,204,037
FNMA 30yr Pool#CA0706 4.000% 01-Nov-2047, 4.00%, 11/01/47 FN 3140Q7YC5 - - 5,698,115 $5,500,321 $5,500,321 0.10 $5,259,348
FHLMC 30yr Pool#QI8221 6.000% 01-Jun-2054, 6.00%, 06/01/54 FR 3133WFD20 - - 5,182,750 $5,479,842 $5,479,842 0.10 $5,238,552
FNMA 30yr Pool#BY0350 5.000% 01-Jun-2053, 5.00%, 06/01/53 FN 3140NGL81 - - 5,603,482 $5,434,106 $5,434,106 0.10 $5,386,967
Connecticut Avenue Securities Trust 2024-R02 1M1 5.45369% 25-FEB-2044, 5.45%, 02/25/44 CAS 2024-R02 20754GAA8 - - 5,411,521 $5,432,074 $5,432,074 0.10 $5,409,119
BX Trust 2021-SDMF A 5.032% 15-SEP-2034, 5.03%, 09/15/34 BX 2021-SDMF 12434CAA2 - - 5,435,823 $5,418,515 $5,418,515 0.10 $5,412,436
RCKT Mortgage Trust 2024-CES6 A1B 5.546% 25-SEP-2044, 5.55%, 09/25/44 RCKT 2024-CES6 749410AB2 - - 5,374,539 $5,414,183 $5,414,183 0.10 $5,371,128
FHLMC 30yr Pool#QH2259 6.000% 01-Sep-2053, 6.00%, 09/01/53 FR 3133CEQL9 - - 4,649,949 $5,396,496 $5,396,496 0.10 $4,697,374
LHOME Mortgage Trust 2024-RTL2 A1 7.128% 25-MAR-2029, 7.13%, 03/25/29 LHOME 50205JAA4 - - 5,293,684 $5,369,463 $5,369,463 0.10 $5,340,115
Santander Bank Auto Credit Linked Notes Series 2024-B 18-JAN-2033, 5.14%, 01/18/33 SBCLN 2024-B 80280BAC2 - - 5,250,000 $5,242,189 $5,242,189 0.10 $5,236,191
FNMA 30yr Pool#BX0419 5.500% 01-Nov-2052, 5.50%, 11/01/52 FN 3140N4PD3 - - 4,321,740 $5,154,618 $5,154,618 0.10 $4,276,052
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 $5,059,710 $5,059,710 0.09 $5,052,623
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 $5,047,754 $5,047,754 0.09 $4,978,884
FNMA 30yr Pool#DA5072 6.500% 01-Nov-2053, 6.50%, 11/01/53 FN 3140A5T65 - - 4,829,662 $5,031,265 $5,031,265 0.09 $4,975,618
FNMA 30yr Pool#BX5986 5.500% 01-Mar-2053, 5.50%, 03/01/53 FN 3140NAUL5 - - 4,996,591 $5,016,833 $5,016,833 0.09 $4,965,372
FHLMC 30yr Pool#QX6719 6.000% 01-Feb-2055, 6.00%, 02/01/55 FR 31426CPD0 - - 4,890,003 $4,961,116 $4,961,116 0.09 $4,943,186
FNMA 30yr Pool#DD3307 6.000% 01-Feb-2055, 6.00%, 02/01/55 FN DD3307 MTGE 3140B3U91 - - 4,804,469 $4,874,338 $4,874,338 0.09 $4,856,722
ABL 2024-RTL1 A2 7.457% 25-SEP-2029, 7.46%, 09/25/29 ABL 2024-RTL1 00092EAB4 - - 4,840,000 $4,873,182 $4,873,182 0.09 $4,845,111
FHLMC 30yr Pool#QF9863 5.500% 01-Mar-2053, 5.50%, 03/01/53 FR 3133BX5Y3 - - 4,847,363 $4,851,838 $4,851,838 0.09 $4,807,924
FNMA 30yr Pool#FS3246 5.500% 01-Nov-2052, 5.50%, 11/01/52 FN 3140XJTC7 - - 4,682,137 $4,756,674 $4,756,674 0.09 $4,665,093
FHLMC 30yr Pool#RA1100 4.000% 01-Jul-2049, 4.00%, 07/01/49 FR 3133KGGH5 - - 4,991,990 $4,622,744 $4,622,744 0.09 $4,584,071
FHLMC 30yr Pool#QH5204 6.500% 01-Nov-2053, 6.50%, 11/01/53 FR 3133CHX91 - - 4,384,253 $4,580,700 $4,580,700 0.09 $4,531,786
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 $4,505,231 $4,505,231 0.08 $4,485,568
FNMA 30yr Pool#BX9326 5.500% 01-Mar-2053, 5.50%, 03/01/53 FN 3140NELG8 - - 4,490,506 $4,494,898 $4,494,898 0.08 $4,453,970
RCKT Mortgage Trust 2025-CES2 A1B 5.603% 25-FEB-2055, 5.60%, 02/25/55 RCKT 2025-CES2 74942BAB7 - - 4,449,528 $4,457,474 $4,457,474 0.08 $4,421,463
FNMA 30yr Pool#BW6314 5.500% 01-Aug-2052, 5.50%, 08/01/52 FN 3140MYAQ5 - - 4,209,246 $4,315,055 $4,315,055 0.08 $4,175,098
FHLMC 30yr Pool#QX5273 6.000% 01-Feb-2055, 6.00%, 02/01/55 FR 31426A2F4 - - 4,245,938 $4,307,222 $4,307,222 0.08 $4,291,653
FNMA 30yr Pool#DA3549 6.500% 01-Oct-2053, 6.50%, 10/01/53 FN 3140A35K5 - - 4,123,522 $4,307,040 $4,307,040 0.08 $4,262,281
FHLMC 30yr Pool#QF7280 5.500% 01-Jan-2053, 5.50%, 01/01/53 FR 3133BVCR4 - - 4,260,813 $4,301,981 $4,301,981 0.08 $4,246,189
FNMA 30yr Pool#CB2907 3.500% 01-Feb-2052, 3.50%, 02/01/52 FN 3140QNGR7 - - 4,746,717 $4,300,462 $4,300,462 0.08 $4,237,999
FNMA 30yr Pool#BY0335 6.000% 01-May-2053, 6.00%, 05/01/53 FN 3140NGLR9 - - 3,709,540 $4,298,758 $4,298,758 0.08 $3,734,649
FHLMC 30yr Pool#QH0826 5.500% 01-Sep-2053, 5.50%, 09/01/53 FR 3133CC4K9 - - 4,232,647 $4,243,246 $4,243,246 0.08 $4,204,470
Fannie Mae REMIC Trust 2020-98 AI 3.5% 25-JAN-2061, 3.50%, 01/25/61 FNR 2020-98 3136BDLE6 - - 19,418,746 $4,206,367 $4,206,367 0.08 $4,107,999
SREIT Commercial Mortgage Trust 2021-MFP B 5.5228% 15-NOV-2038, 5.52%, 11/15/38 SREIT 2021-MFP 78472UAC2 - - 4,194,208 $4,182,767 $4,182,767 0.08 $4,177,619
FNMA 30yr Pool#BX9422 5.500% 01-Mar-2053, 5.50%, 03/01/53 FN 3140NEPG4 - - 4,198,641 $4,181,962 $4,181,962 0.08 $4,142,913
FNMA 30yr Pool#BX6124 6.500% 01-Jan-2053, 6.50%, 01/01/53 FN 3140NAYW7 - - 3,978,306 $4,159,092 $4,159,092 0.08 $4,117,707
Connecticut Avenue Securities Trust 2024-R06 1M2 5.95369% 25-SEP-2044, 5.95%, 09/25/44 CAS 2024-R06 20755RAC9 - - 4,125,699 $4,156,922 $4,156,922 0.08 $4,137,818
EFMT 2025-CES1 A1B 5.877% 25-JAN-2060, 5.88%, 01/25/60 EFMT 2025-CES1 26846VAB0 - - 4,025,375 $4,126,214 $4,126,214 0.08 $4,038,077
FHLMC 30yr Pool#QG2535 5.000% 01-May-2053, 5.00%, 05/01/53 FR 3133C2Y85 - - 4,212,831 $4,091,617 $4,091,617 0.08 $4,050,832
FNMA 30yr Pool#FS2135 4.000% 01-Nov-2049, 4.00%, 11/01/49 FN 3140XHLR6 - - 4,260,237 $3,986,161 $3,986,161 0.07 $3,923,096
FNMA 30yr Pool#FS1869 3.500% 01-Apr-2052, 3.50%, 04/01/52 FN 3140XHCF2 - - 4,352,057 $3,938,031 $3,938,031 0.07 $3,877,378
FHLMC 30yr Pool#QH7549 6.000% 01-Dec-2053, 6.00%, 12/01/53 FR 3133CLL61 - - 3,531,960 $3,885,538 $3,885,538 0.07 $3,567,983
FNMA 30yr Pool#FS2713 4.500% 01-Oct-2050, 4.50%, 10/01/50 FN 3140XJAP8 - - 3,938,572 $3,795,565 $3,795,565 0.07 $3,735,908
FNMA 30yr Pool#BX8700 5.500% 01-Mar-2053, 5.50%, 03/01/53 FN 3140NDU21 - - 3,736,578 $3,744,970 $3,744,970 0.07 $3,710,130
FHLMC 30yr Pool#SD1416 4.500% 01-Dec-2048, 4.50%, 12/01/48 FR 3132DNSD6 - - 3,755,698 $3,653,308 $3,653,308 0.07 $3,562,444
RAM 2024-1 A 5.95% 15-FEB-2039, 6.67%, 02/15/39 RAM 2024-1 751313AA5 - - 3,622,324 $3,639,695 $3,639,695 0.07 $3,634,327
FNMA 30yr Pool#FM7031 4.000% 01-Jan-2051, 4.00%, 01/01/51 FN 3140XAY55 - - 3,860,531 $3,598,879 $3,598,879 0.07 $3,545,049
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 $3,566,718 $3,566,718 0.07 $3,556,674
FHLMC 30yr Pool#QH1144 5.500% 01-Sep-2053, 5.50%, 09/01/53 FR 3133CDHV9 - - 3,536,277 $3,547,137 $3,547,137 0.07 $3,512,447
FNMA 30yr Pool#FM1540 4.000% 01-Sep-2049, 4.00%, 09/01/49 FN 3140X4WA0 - - 3,712,331 $3,504,632 $3,504,632 0.07 $3,408,979
FHLMC 30yr Pool#QH6041 5.500% 01-Dec-2053, 5.50%, 12/01/53 FR 3133CJWA5 - - 3,449,366 $3,450,860 $3,450,860 0.06 $3,419,205
FHLMC 30yr Pool#QF7810 5.500% 01-Jan-2053, 5.50%, 01/01/53 FR 3133BVVB8 - - 3,395,314 $3,414,022 $3,414,022 0.06 $3,382,345
Ally Bank Auto Credit-Linked Notes, Series 2024-A C 6.022% 15-MAY-2032, 6.02%, 05/17/32 ABCLN 2024-A 02007GZ63 - - 3,369,288 $3,403,402 $3,403,402 0.06 $3,398,893
JP Morgan Mortgage Trust 2024-CES1 A1B 6.019% 25-JUN-2054, 6.02%, 06/25/54 JPMMT 2024-CES1 46658CAB7 - - 3,355,451 $3,389,293 $3,389,293 0.06 $3,360,120
FNMA 30yr Pool#DA0036 6.500% 01-Sep-2053, 6.50%, 09/01/53 FN 3140A0BE8 - - 3,250,106 $3,382,978 $3,382,978 0.06 $3,348,327
FHLMC 30yr Pool#QG2539 6.500% 01-May-2053, 6.50%, 05/01/53 FR 3133C2ZC5 - - 3,243,472 $3,368,198 $3,368,198 0.06 $3,334,686
Reach ABS Trust 2024-2 A 5.88% 15-JUL-2031, 5.88%, 07/15/31 REACH 2024-2A 75525HAA8 - - 3,317,522 $3,333,021 $3,333,021 0.06 $3,328,686
BX Trust 2021-BXMF C 5.63427% 15-OCT-2038, 5.63%, 10/15/26 BX 2021-BXMF 05609RAJ3 - - 3,337,147 $3,321,376 $3,321,376 0.06 $3,317,197
FNMA 30yr Pool#MA4026 4.000% 01-May-2050, 4.00%, 05/01/50 FN 31418DPL0 - - 3,542,948 $3,298,734 $3,298,734 0.06 $3,247,709
FIGRE Trust 2024-HE4 B 5.252% 25-SEP-2054, 5.25%, 09/25/54 FIGRE 2024-HE4 31684UAB7 - - 3,280,854 $3,249,585 $3,249,585 0.06 $3,236,183
Connecticut Avenue Securities Trust 2024-R02 1M2 6.15369% 25-FEB-2044, 6.15%, 02/25/44 CAS 2024-R02 20754GAE0 - - 3,168,862 $3,214,130 $3,214,130 0.06 $3,198,964
Connecticut Avenue Securities Trust 2024-R01 1M2 6.15369% 25-JAN-2044, 6.15%, 01/25/44 CAS 2024-R01 20753UAB6 - - 3,140,000 $3,182,469 $3,182,469 0.06 $3,167,440
FNMA 30yr Pool#MA4056 4.000% 01-Jun-2050, 4.00%, 06/01/50 FN 31418DQJ4 - - 3,446,494 $3,181,643 $3,181,643 0.06 $3,154,306
Connecticut Avenue Securities, Series 2021-R01 1M2 5.90369% 25-OCT-2041, 5.90%, 10/25/41 CAS 2021-R01 20754RAB2 - - 3,158,965 $3,181,368 $3,181,368 0.06 $3,166,863
FHLMC 30yr Pool#SD1111 4.000% 01-Jun-2050, 4.00%, 06/01/50 FR 3132DNGU1 - - 3,373,634 $3,181,092 $3,181,092 0.06 $3,118,043
FHLMC 30yr Pool#QE6404 5.500% 01-Jul-2052, 5.50%, 07/01/52 FR 3133BGDH8 - - 3,129,425 $3,145,977 $3,145,977 0.06 $3,104,876
FNMA 30yr Pool#BV5379 3.000% 01-Apr-2052, 3.00%, 04/01/52 FN 3140MJ6R1 - - 3,578,037 $3,105,163 $3,105,163 0.06 $3,053,876
FHF Trust 2024-1 (First Help Financial) A2 5.69% 15-FEB-2030, 5.69%, 02/15/30 FHF 2024-1A 31568AAB2 - - 3,019,626 $3,040,529 $3,040,529 0.06 $3,036,711
Chase Mortgage Reference Notes, Series 2021-CL1 M1 5.55369% 25-FEB-2050, 5.55%, 02/25/50 CHASE 2021-CL1 46591HBX7 - - 3,091,911 $3,025,341 $3,025,341 0.06 $3,012,019
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 $3,024,837 $3,024,837 0.06 $2,980,712
FHLMC 30yr Pool#SD2897 5.500% 01-May-2053, 5.50%, 05/01/53 FR 3132DQGE0 - - 2,898,717 $3,005,069 $3,005,069 0.06 $2,866,387
Fannie Mae Pool|4|03/01/2050, 4.00%, 03/01/50 FN 3140X8S24 - - 3,185,658 $2,983,731 $2,983,731 0.06 $2,933,556
FNMA 30yr Pool#MA3496 4.500% 01-Oct-2048, 4.50%, 10/01/48 FN 31418C3E2 - - 3,106,320 $2,982,350 $2,982,350 0.06 $2,946,481
FIGRE Trust 2024-HE3 C 6.229% 25-JUL-2054, 6.23%, 07/25/54 FIGRE 2024-HE3 31684GAC6 - - 2,945,704 $2,971,532 $2,971,532 0.06 $2,957,261
FNMA 30yr Pool#BV8544 3.500% 01-May-2052, 3.50%, 05/01/52 FN 3140MNP67 - - 3,216,573 $2,910,544 $2,910,544 0.05 $2,863,270
FHLMC 30yr Pool#QI4878 6.000% 01-Apr-2054, 6.00%, 04/01/54 FR 3133WBM37 - - 2,618,687 $2,891,179 $2,891,179 0.05 $2,646,882
Santander Bank Auto Credit-Linked Notes, Series 2024-A B 5.622% 15-JUN-2032, 5.62%, 06/15/32 SBCLN 2024-A 80290CCJ1 - - 2,873,501 $2,889,710 $2,889,710 0.05 $2,886,120
FNMA 30yr Pool#BV5393 3.500% 01-Apr-2052, 3.50%, 04/01/52 FN 3140MJ7F6 - - 3,193,520 $2,884,409 $2,884,409 0.05 $2,848,102
FHLMC 30yr Pool#QE8542 5.500% 01-Aug-2052, 5.50%, 08/01/52 FR 3133BJP30 - - 2,801,641 $2,804,834 $2,804,834 0.05 $2,779,288
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 $2,787,681 $2,787,681 0.05 $2,772,493
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 $2,781,118 $2,781,118 0.05 $2,755,248
FNMA 30yr Pool#BX4784 5.000% 01-Mar-2053, 5.00%, 03/01/53 FN 3140N9J64 - - 2,832,583 $2,748,551 $2,748,551 0.05 $2,724,711
BX Trust 2021-BXMF G 7.792513% 15-OCT-2038, 7.79%, 10/15/26 BX 2021-BXMF 05609RAS3 - - 2,807,890 $2,719,982 $2,719,982 0.05 $2,715,120
FNMA 30yr Pool#BV5394 3.500% 01-Apr-2052, 3.50%, 04/01/52 FN 3140MJ7G4 - - 2,971,916 $2,707,789 $2,707,789 0.05 $2,645,706
FHLMC 30yr Pool#QF0488 5.500% 01-Sep-2052, 5.50%, 09/01/52 FR 3133BMRH0 - - 2,585,521 $2,694,673 $2,694,673 0.05 $2,564,546
FHLMC 30yr Pool#QG1908 5.000% 01-May-2053, 5.00%, 05/01/53 FR 3133C2DM7 - - 2,772,620 $2,689,878 $2,689,878 0.05 $2,666,002
FNMA 30yr Pool#BY0330 5.000% 01-May-2053, 5.00%, 05/01/53 FN 3140NGLL2 - - 2,764,885 $2,682,312 $2,682,312 0.05 $2,659,078
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2024-DNA1 M2 6.30369% 25-FEB-2044, 6.30%, 02/25/44 STACR 2024-DNA1 35564NBA0 - - 2,617,368 $2,667,137 $2,667,137 0.05 $2,654,304
FNMA 30yr Pool#DA1511 5.500% 01-Oct-2053, 5.50%, 10/01/53 FN 3140A1VD6 - - 2,668,999 $2,658,531 $2,658,531 0.05 $2,633,036
FNMA 30yr Pool#DA3538 6.000% 01-Oct-2053, 6.00%, 10/01/53 FN 3140A34Y6 - - 2,587,733 $2,642,350 $2,642,350 0.05 $2,614,125
ACHV ABS Trust 2024-1PL B 6.34% 25-APR-2031, 6.34%, 04/25/31 ACHV 2024-1PL 00092BAB0 - - 2,604,961 $2,636,909 $2,636,909 0.05 $2,624,064
FHLMC 30yr Pool#Q57869 4.000% 01-Aug-2048, 4.00%, 08/01/48 FG 3132Y1W79 - - 2,838,357 $2,624,074 $2,624,074 0.05 $2,617,135
FHLMC 30yr Pool#QF9276 5.500% 01-Mar-2053, 5.50%, 03/01/53 FR 3133BXJV4 - - 2,591,360 $2,598,825 $2,598,825 0.05 $2,575,381
Ginnie Mae REMIC Trust 2017-163 LO 0.0% 16-MAY-2041, 0.00%, 05/16/41 GNR 2017-163 38380KNA9 - - 3,469,915 $2,587,659 $2,587,659 0.05 $2,587,659
FNMA 30yr Pool#BY0338 6.500% 01-May-2053, 6.50%, 05/01/53 FN 3140NGLU2 - - 1,925,407 $2,556,180 $2,556,180 0.05 $1,979,306
PRPM 2024-RCF2 A1 3.75% 25-MAR-2054, 3.75%, 03/25/54 PRPM 2024-RCF2 693987AA7 - - 2,629,238 $2,542,945 $2,542,945 0.05 $2,535,276
FNMA 30yr Pool#CB4076 3.500% 01-Jul-2052, 3.50%, 07/01/52 FN 3140QPQ67 - - 2,748,056 $2,513,687 $2,513,687 0.05 $2,447,689
FNMA 30yr Pool#DD4221 6.000% 01-Feb-2055, 6.00%, 02/01/55 FN DD4221 MTGE 3140B4VP2 - - 2,416,961 $2,452,109 $2,452,109 0.05 $2,443,247
FHLMC 30yr Pool#SD3523 3.000% 01-Jun-2052, 3.00%, 06/01/52 FR 3132DQ4G8 - - 2,841,748 $2,444,246 $2,444,246 0.05 $2,413,197
Santander Bank Auto Credit-Linked Notes, Series 2023-B B 5.64% 15-DEC-2033, 5.64%, 12/15/33 SBCLN 2023-B 80290CCB8 - - 2,420,045 $2,434,482 $2,434,482 0.05 $2,431,449
FNMA 30yr Pool#BY8533 6.500% 01-Aug-2053, 6.50%, 08/01/53 FN 3140NRPT7 - - 2,327,507 $2,426,376 $2,426,376 0.05 $2,397,846
FIGRE Trust 2024-HE1 B 6.506% 25-MAR-2054, 6.51%, 03/25/54 FIGRE 2024-HE1 31684HAB6 - - 2,334,304 $2,370,509 $2,370,509 0.04 $2,358,697
FNMA 30yr Pool#BY5913 5.500% 01-Sep-2053, 5.50%, 09/01/53 FN 3140NNSB2 - - 2,347,394 $2,351,862 $2,351,862 0.04 $2,330,481
Arivo Acceptance Auto Loan Receivables Trust 2024-1 A 6.46% 15-APR-2028, 6.46%, 04/17/28 ARIVO 2024-1A 039943AA3 - - 2,327,108 $2,345,262 $2,345,262 0.04 $2,341,921
FHLMC 30yr Pool#QG2543 5.500% 01-May-2053, 5.50%, 05/01/53 FR 3133C2ZG6 - - 2,092,086 $2,326,216 $2,326,216 0.04 $2,074,782
FHLMC 30yr Pool#QG2098 5.000% 01-May-2053, 5.00%, 05/01/53 FR 3133C2KK3 - - 2,257,692 $2,219,686 $2,219,686 0.04 $2,170,875
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 $2,195,157 $2,195,157 0.04 $2,185,250
Chase Mortgage Reference Notes, Series 2020-CL1 M2 6.93348% 25-OCT-2057, 6.94%, 10/25/57 CHASE 2020-CL1 46591HAH3 - - 2,114,299 $2,177,461 $2,177,461 0.04 $2,166,046
FNMA 40yr Pool#BF0598 2.500% 01-Mar-2062, 2.50%, 03/01/62 FN 3140FXUY6 - - 2,721,184 $2,171,324 $2,171,324 0.04 $2,167,167
FHLMC 30yr Pool#QX7432 6.000% 01-Feb-2055, 6.00%, 02/01/55 FR 31426DHJ4 - - 2,137,079 $2,168,158 $2,168,158 0.04 $2,160,322
Blue Bridge Funding 2023-1 A 7.37% 15-NOV-2030, 7.37%, 11/15/30 BBEF 2023-1A 09531MAA8 - - 2,114,507 $2,140,139 $2,140,139 0.04 $2,136,676
Foundation Finance Trust 2023-2 A 6.53% 15-JUN-2049, 6.53%, 06/15/49 FFIN 2023-2A 35042RAA4 - - 2,070,991 $2,134,256 $2,134,256 0.04 $2,131,250
FNMA 30yr Pool#FS3001 4.000% 01-Oct-2051, 4.00%, 10/01/51 FN 3140XJKP7 - - 2,274,865 $2,124,520 $2,124,520 0.04 $2,088,963
FNMA 30yr Pool#FS1640 4.000% 01-Apr-2052, 4.00%, 04/01/52 FN 3140XGZE2 - - 2,253,493 $2,107,845 $2,107,845 0.04 $2,066,216
FNMA 30yr Pool#CA7849 4.500% 01-Oct-2050, 4.50%, 10/01/50 FN 3140QFWK1 - - 2,121,855 $2,076,928 $2,076,928 0.04 $2,009,239
FHLMC 30yr Pool#QH7013 6.500% 01-Dec-2053, 6.50%, 12/01/53 FR 3133CKYJ1 - - 1,951,502 $2,064,009 $2,064,009 0.04 $2,010,478
Tricolor Auto Securitization Trust 2024-2 A 6.36% 15-DEC-2027, 6.36%, 12/15/27 TAST 2024-2A 89616PAA1 - - 2,044,590 $2,054,409 $2,054,409 0.04 $2,051,519
FNMA 30yr Pool#BP1500 3.000% 01-May-2050, 3.00%, 05/01/50 FN 3140K8U25 - - 2,328,825 $2,023,340 $2,023,340 0.04 $2,007,511
U.S. Auto Funding 2021-1 C 2.2% 15-MAY-2026, 2.20%, 05/15/26 USAUT 2021-1A 90355EAC5 - - 2,397,201 $2,016,554 $2,016,554 0.04 $2,015,382
FHLMC 30yr Pool#QE0354 3.500% 01-Apr-2052, 3.50%, 04/01/52 FR 3133B9MB7 - - 2,245,043 $2,014,300 $2,014,300 0.04 $1,998,618
FHLMC 30yr Pool#QE1072 3.500% 01-Apr-2052, 3.50%, 04/01/52 FR 3133BAFM8 - - 2,171,339 $1,972,498 $1,972,498 0.04 $1,933,004
FHLMC 30yr Pool#SI2017 4.000% 01-Dec-2048, 4.00%, 12/01/48 FR 3133USG21 - - 2,092,996 $1,964,802 $1,964,802 0.04 $1,927,287
Chase Mortgage Reference Notes, Series 2021-CL1 M3 5.90369% 25-FEB-2050, 5.90%, 02/25/50 CHASE 2021-CL1 46591HBZ2 - - 2,016,442 $1,959,662 $1,959,662 0.04 $1,950,402
Ally Bank Auto Credit-Linked Notes, Series 2024-A D 6.315% 15-MAY-2032, 6.31%, 05/17/32 ABCLN 2024-A 02007GZ71 - - 1,925,308 $1,948,552 $1,948,552 0.04 $1,945,850
FHLMC 30yr Pool#QG2540 6.500% 01-May-2053, 6.50%, 05/01/53 FR 3133C2ZD3 - - 1,838,312 $1,909,506 $1,909,506 0.04 $1,889,774
FNMA 30yr Pool#BX8072 5.500% 01-Mar-2053, 5.50%, 03/01/53 FN 3140NC6J3 - - 1,885,688 $1,887,395 $1,887,395 0.04 $1,870,345
FNMA 30yr Pool#BW0972 4.500% 01-Jul-2052, 4.50%, 07/01/52 FN 3140MSCJ2 - - 1,990,380 $1,885,252 $1,885,252 0.04 $1,869,084
FHLMC 30yr Pool#SD1551 4.000% 01-Mar-2050, 4.00%, 03/01/50 FR 3132DNWL3 - - 1,968,381 $1,857,724 $1,857,724 0.03 $1,812,609
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 $1,857,523 $1,857,523 0.03 $1,852,881
FHLMC 30yr Pool#QG2019 5.000% 01-May-2053, 5.00%, 05/01/53 FR 3133C2G44 - - 1,909,256 $1,853,945 $1,853,945 0.03 $1,836,750
FNMA 30yr Pool#BY0361 6.500% 01-Jun-2053, 6.50%, 06/01/53 FN 3140NGMK3 - - 1,737,381 $1,803,050 $1,803,050 0.03 $1,784,269
FNMA 30yr Pool#MA3521 4.000% 01-Nov-2048, 4.00%, 11/01/48 FN 31418C4F8 - - 1,900,280 $1,776,894 $1,776,894 0.03 $1,749,898
FHLMC 30yr Pool#QH3309 5.500% 01-Oct-2053, 5.50%, 10/01/53 FR 3133CFVA4 - - 1,771,168 $1,763,658 $1,763,658 0.03 $1,747,354
Chase Mortgage Reference Notes, Series 2021-CL1 M2 5.70369% 25-FEB-2050, 5.70%, 02/25/50 CHASE 2021-CL1 46591HBY5 - - 1,816,498 $1,761,923 $1,761,923 0.03 $1,753,864
FHLMC 30yr Pool#QG3884 5.000% 01-Jun-2053, 5.00%, 06/01/53 FR 3133C4J54 - - 1,809,518 $1,761,051 $1,761,051 0.03 $1,745,874
FHLMC 30yr Pool#SD0943 3.500% 01-Apr-2052, 3.50%, 04/01/52 FR 3132DNBL6 - - 1,904,572 $1,731,199 $1,731,199 0.03 $1,700,454
Fannie Mae Pool|4|08/01/2050, 4.00%, 08/01/50 FN 3140X8UA3 - - 1,850,795 $1,709,142 $1,709,142 0.03 $1,695,155
FHLMC 30yr Pool#QG2100 5.000% 01-May-2053, 5.00%, 05/01/53 FR 3133C2KM9 - - 1,752,260 $1,699,882 $1,699,882 0.03 $1,684,879
Reach ABS Trust 2024-1 A 6.3% 15-FEB-2031, 6.30%, 02/18/31 REACH 2024-1A 75526PAA9 - - 1,670,028 $1,678,461 $1,678,461 0.03 $1,676,123
FHLMC 30yr Pool#QA2039 3.000% 01-Aug-2049, 3.00%, 08/01/49 FR 31334YHQ3 - - 1,926,984 $1,675,199 $1,675,199 0.03 $1,661,121
FNMA 30yr Pool#CB2681 3.500% 01-Jan-2052, 3.50%, 01/01/52 FN 3140QM6T6 - - 1,830,738 $1,674,898 $1,674,898 0.03 $1,634,674
FHLMC 30yr Pool#SD4456 4.000% 01-Aug-2050, 4.00%, 08/01/50 FR 3132E05R9 - - 1,772,021 $1,650,019 $1,650,019 0.03 $1,627,212
FHLMC 30yr Pool#QG4266 5.000% 01-Jun-2053, 5.00%, 06/01/53 FR 3133C4W34 - - 1,696,659 $1,646,351 $1,646,351 0.03 $1,631,939
FHLMC 30yr Pool#QG4340 6.500% 01-Jun-2053, 6.50%, 06/01/53 FR 3133C4ZD9 - - 1,554,776 $1,614,512 $1,614,512 0.03 $1,598,499
FNMA 30yr Pool#DB3056 5.500% 01-May-2054, 5.50%, 05/01/54 FN 3140ACME0 - - 1,483,242 $1,591,519 $1,591,519 0.03 $1,469,729
FNMA 30yr Pool#BY0327 6.500% 01-May-2053, 6.50%, 05/01/53 FN 3140NGLH1 - - 1,526,354 $1,578,919 $1,578,919 0.03 $1,562,870
FHLMC 30yr Pool#Q58477 4.000% 01-Sep-2048, 4.00%, 09/01/48 FG 3132Y2M37 - - 1,682,394 $1,555,367 $1,555,367 0.03 $1,551,254
FNMA 30yr Pool#MA3415 4.000% 01-Jul-2048, 4.00%, 07/01/48 FN 31418CYM0 - - 1,617,018 $1,514,271 $1,514,271 0.03 $1,489,052
FNMA 30yr Pool#CA5573 4.000% 01-Apr-2050, 4.00%, 04/01/50 FN 3140QDFP4 - - 1,627,359 $1,503,122 $1,503,122 0.03 $1,490,509
FNMA 30yr Pool#BX4859 5.000% 01-May-2053, 5.00%, 05/01/53 FN 3140N9MH6 - - 1,488,269 $1,444,034 $1,444,034 0.03 $1,431,316
FNMA 30yr Pool#CA1931 4.500% 01-Jun-2048, 4.50%, 06/01/48 FN 3140Q9ED1 - - 1,507,549 $1,443,382 $1,443,382 0.03 $1,429,976
FNMA 30yr Pool#BT8051 5.500% 01-Jan-2053, 5.50%, 01/01/53 FN 3140LW5M5 - - 1,402,010 $1,410,661 $1,410,661 0.03 $1,396,926
Towd Point Mortgage Trust 2024-CES1 A1B 6.049% 25-JAN-2064, 6.05%, 01/25/64 TPMT 2024-CES1 89183CAB1 - - 1,355,922 $1,410,213 $1,410,213 0.03 $1,357,623
FHLMC 30yr Pool#QF2561 5.500% 01-Nov-2052, 5.50%, 11/01/52 FR 3133BPZ27 - - 1,187,613 $1,404,815 $1,404,815 0.03 $1,181,258
FNMA 30yr Pool#BX7860 5.500% 01-Mar-2053, 5.50%, 03/01/53 FN 3140NCWW5 - - 1,391,818 $1,393,786 $1,393,786 0.03 $1,380,588
FHLMC 30yr Pool#QG3885 6.500% 01-Jun-2053, 6.50%, 06/01/53 FR 3133C4J62 - - 1,327,093 $1,378,051 $1,378,051 0.03 $1,364,413
FNMA 30yr Pool#BY1896 5.500% 01-May-2053, 5.50%, 05/01/53 FN 3140NJDA9 - - 1,374,871 $1,376,706 $1,376,706 0.03 $1,363,499
Lendbuzz Securitization Trust 2023-2 A2 7.09% 15-OCT-2028, 7.09%, 10/16/28 LBZZ 2023-2A 52608MAB4 - - 1,299,422 $1,316,926 $1,316,926 0.02 $1,314,878
FHLMC 30yr Pool#QG3616 5.000% 01-Jun-2053, 5.00%, 06/01/53 FR 3133C4AR5 - - 1,306,305 $1,271,945 $1,271,945 0.02 $1,260,602
BX Commercial Mortgage Trust 2021-21M A 5.173% 15-OCT-2036, 5.17%, 10/15/36 BX 2021-21M 05609CAA5 - - 1,271,945 $1,268,412 $1,268,412 0.02 $1,266,949
FHLMC 30yr Pool#QG0818 5.000% 01-Apr-2053, 5.00%, 04/01/53 FR 3133C04B5 - - 1,294,877 $1,260,199 $1,260,199 0.02 $1,249,292
FNMA 30yr Pool#BJ9181 5.000% 01-May-2048, 5.00%, 05/01/48 FN 3140HBFX1 - - 1,212,325 $1,246,936 $1,246,936 0.02 $1,185,858
FNMA 30yr Pool#AS6811 3.000% 01-Mar-2046, 3.00%, 03/01/46 FN 3138WGR97 - - 1,424,002 $1,243,185 $1,243,185 0.02 $1,230,000
FNMA 30yr Pool#MA3149 4.000% 01-Oct-2047, 4.00%, 10/01/47 FN 31418CQB3 - - 1,322,154 $1,240,074 $1,240,074 0.02 $1,220,169
FNMA 30yr Pool#FM7725 4.500% 01-Dec-2050, 4.50%, 12/01/50 FN 3140XBSP6 - - 1,284,191 $1,225,513 $1,225,513 0.02 $1,214,535
FNMA 40yr Pool#BF0167 3.000% 01-Feb-2057, 3.00%, 02/01/57 FN 3140FXFH0 - - 1,434,921 $1,211,171 $1,211,171 0.02 $1,193,266
FHLMC 30yr Pool#SD8003 4.000% 01-Jul-2049, 4.00%, 07/01/49 FR 3132DV3L7 - - 1,294,691 $1,204,576 $1,204,576 0.02 $1,188,890
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 $1,203,747 $1,203,747 0.02 $1,198,183
FHLMC 30yr Pool#RJ2649 5.500% 01-Oct-2054, 5.50%, 10/01/54 FR 3142GS5K0 - - - $1,195,166 $1,195,166 0.02 $0
FNMA 30yr Pool#FM9138 4.000% 01-Mar-2050, 4.00%, 03/01/50 FN 3140XDEL6 - - 1,272,407 $1,193,558 $1,193,558 0.02 $1,171,713
Connecticut Avenue Securities, Series 2021-R02 2B1 7.65369% 25-NOV-2041, 7.65%, 11/25/41 CAS 2021-R02 20754KAF8 - - 1,150,000 $1,182,676 $1,182,676 0.02 $1,175,830
FHLMC 30yr Pool#QD9182 3.000% 01-Mar-2052, 3.00%, 03/01/52 FR 3133B7FX1 - - 1,337,431 $1,181,284 $1,181,284 0.02 $1,141,655
FHLMC 30yr Pool#ZT2087 4.000% 01-Jun-2049, 4.00%, 06/01/49 FR 3132AEJ80 - - 1,246,738 $1,162,813 $1,162,813 0.02 $1,144,855
FNMA 30yr Pool#BX0804 5.500% 01-Nov-2052, 5.50%, 11/01/52 FN 3140N43N5 - - 1,148,914 $1,154,421 $1,154,421 0.02 $1,142,957
Connecticut Avenue Securities, Series 2021-R03 1M1 5.20369% 25-DEC-2041, 5.20%, 12/25/41 CAS 2021-R03 20754AAA1 - - 1,124,636 $1,126,579 $1,126,579 0.02 $1,122,028
FHLMC 30yr Pool#QG6538 5.500% 01-Jul-2053, 5.50%, 07/01/53 FR 3133C7HP5 - - 1,107,426 $1,110,192 $1,110,192 0.02 $1,100,235
FHLMC 30yr Pool#RA1087 4.500% 01-Jul-2049, 4.50%, 07/01/49 FR 3133KGF45 - - 1,163,951 $1,106,865 $1,106,865 0.02 $1,096,094
ACHV ABS Trust 2024-1PL C 6.42% 25-APR-2031, 6.42%, 04/25/31 ACHV 2024-1PL 00092BAC8 - - 1,086,393 $1,097,064 $1,097,064 0.02 $1,091,639
FHLMC 30yr Pool#RA1188 4.500% 01-Aug-2049, 4.50%, 08/01/49 FR 3133KGJ90 - - 1,129,787 $1,073,310 $1,073,310 0.02 $1,063,922
Connecticut Avenue Securities Trust 2022-R01 1M1 5.35369% 25-DEC-2041, 5.35%, 12/25/41 CAS 2022-R01 20754LAA7 - - 1,066,945 $1,069,701 $1,069,701 0.02 $1,065,259
FHLMC 30yr Pool#QG6948 5.500% 01-Jul-2053, 5.50%, 07/01/53 FR 3133C7WH6 - - 1,063,845 $1,067,487 $1,067,487 0.02 $1,056,850
FNMA 30yr Pool#CB8995 5.500% 01-Aug-2054, 5.50%, 08/01/54 FN 3140QU7H3 - - 1,050,943 $1,041,573 $1,041,573 0.02 $1,038,041
FNMA 30yr Pool#AS7492 4.000% 01-Jul-2046, 4.00%, 07/01/46 FN 3138WHKE1 - - 1,115,412 $1,040,974 $1,040,974 0.02 $1,031,460
FNMA 30yr Pool#BV4203 3.500% 01-Apr-2052, 3.50%, 04/01/52 FN 3140MHU56 - - 1,098,931 $1,005,776 $1,005,776 0.02 $980,149
FNMA 30yr Pool#FM1598 4.000% 01-Feb-2049, 4.00%, 02/01/49 FN 3140X4X43 - - 1,073,207 $1,003,471 $1,003,471 0.02 $988,277
FNMA 30yr Pool#BV8484 3.500% 01-Apr-2052, 3.50%, 04/01/52 FN 3140MNNA0 - - 1,058,349 $951,292 $951,292 0.02 $943,876
GNMA II 30yr Pool#MA5021 4.500% 20-Feb-2048, 4.50%, 02/20/48 G2 36179TSJ5 - - 976,312 $935,168 $935,168 0.02 $932,483
FHLMC 30yr Pool#ZM8197 4.000% 01-Sep-2048, 4.00%, 09/01/48 FR 3131Y3DA1 - - 1,000,985 $929,984 $929,984 0.02 $921,734
FNMA 30yr Pool#DA3522 5.500% 01-Oct-2053, 5.50%, 10/01/53 FN 3140A34G5 - - 931,996 $928,029 $928,029 0.02 $919,438
FNMA 30yr Pool#CA6382 4.500% 01-Jul-2050, 4.50%, 07/01/50 FN 3140QECU4 - - 935,021 $892,202 $892,202 0.02 $884,435
FNMA 30yr Pool#BV8485 3.500% 01-Apr-2052, 3.50%, 04/01/52 FN 3140MNNB8 - - 972,531 $872,664 $872,664 0.02 $865,782
FNMA 30yr Pool#AB9341 3.000% 01-May-2043, 3.00%, 05/01/43 FN 31417GLX2 - - 953,420 $855,898 $855,898 0.02 $843,415
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 $844,513 $844,513 0.02 $840,821
FNMA 30yr Pool#CB4320 3.500% 01-Aug-2052, 3.50%, 08/01/52 FN 3140QPYS0 - - 938,778 $843,751 $843,751 0.02 $836,096
Gracie Point International Funding, Series 2023-2 A 6.67441% 01-MAR-2027, 6.67%, 03/01/27 GPIF 2023-2A 38410JAA0 - - 816,565 $831,461 $831,461 0.02 $819,199
FNMA 30yr Pool#BN4541 4.000% 01-Feb-2049, 4.00%, 02/01/49 FN 3140JMBK7 - - 890,810 $827,493 $827,493 0.02 $820,314
ACHM Trust 2024-HE1 B 7.26% 25-MAY-2039, 7.26%, 05/25/39 ACHM 2024-HE1 00449TAB1 - - 801,607 $824,581 $824,581 0.02 $820,055
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 $769,148 $769,148 0.01 $766,823
FHLMC 30yr Pool#ZT1926 3.000% 01-Nov-2043, 3.00%, 11/01/43 FR 3132AED78 - - 846,849 $753,085 $753,085 0.01 $745,602
FNMA 30yr Pool#BY0782 5.500% 01-Apr-2053, 5.50%, 04/01/53 FN 3140NG2Q2 - - 747,460 $748,108 $748,108 0.01 $741,328
Tricolor Auto Securitization Trust 2024-1 A 6.61% 15-OCT-2027, 6.61%, 10/15/27 TAST 2024-1A 89616LAA0 - - 738,954 $742,981 $742,981 0.01 $741,896
FHLMC 30yr Pool#RA1999 4.500% 01-Jan-2050, 4.50%, 01/01/50 FR 3133KHGG5 - - 760,096 $732,591 $732,591 0.01 $715,783
FREMF 2019-KF70 Mortgage Trust C 10.44813% 25-SEP-2029, 10.45%, 09/25/29 FREMF 2019-KF70 30298UAJ0 - - 789,970 $726,942 $726,942 0.01 $720,523
FNMA 30yr Pool#BY0866 5.500% 01-May-2053, 5.50%, 05/01/53 FN 3140NG6C9 - - 710,159 $711,505 $711,505 0.01 $704,285
GNMA II 30yr Pool#MA5264 4.000% 20-Jun-2048, 4.00%, 06/20/48 G2 36179TZ57 - - 765,661 $706,119 $706,119 0.01 $704,248
FNMA 30yr Pool#BW0343 4.500% 01-May-2052, 4.50%, 05/01/52 FN 3140MRLZ8 - - 705,467 $666,074 $666,074 0.01 $660,530
FHLMC 30yr Pool#QD6555 3.000% 01-Feb-2052, 3.00%, 02/01/52 FR 3133B4H81 - - 767,097 $659,869 $659,869 0.01 $654,894
FNMA 30yr Pool#AL6842 4.000% 01-May-2045, 4.00%, 05/01/45 FN 3138EPS88 - - 638,296 $608,770 $608,770 0.01 $595,488
Sequoia Mortgage Trust 2013-5 A1 2.5% 25-MAY-2043, 2.50%, 05/25/43 SEMT 2013-5 81745AAA5 - - 697,677 $605,325 $605,325 0.01 $602,805
FHLMC 30yr Pool#SD8047 4.500% 01-Feb-2050, 4.50%, 02/01/50 FR 3132DV5G6 - - 626,877 $599,089 $599,089 0.01 $593,606
FHLMC 30yr Pool#QE1073 3.500% 01-Apr-2052, 3.50%, 04/01/52 FR 3133BAFN6 - - 657,046 $590,546 $590,546 0.01 $585,979
MHC Commercial Mortgage Trust 2021-MHC A 5.244442% 15-APR-2038, 5.24%, 04/15/38 MHC 2021-MHC 55316VAA2 - - 586,117 $589,073 $589,073 0.01 $585,832
FNMA 30yr Pool#BK9507 4.000% 01-Oct-2048, 4.00%, 10/01/48 FN 3140HPR58 - - 630,569 $587,065 $587,065 0.01 $581,951
FNMA 30yr Pool#FS9027 5.500% 01-Jul-2053, 5.50%, 07/01/53 FN 3140XRA54 - - - $584,823 $584,823 0.01 $0
Prosper Marketplace Issuance Trust, Series 2024-1 A 6.12% 15-AUG-2029, 6.12%, 08/15/29 PMIT 2024-1A 74363CAA7 - - 561,788 $563,616 $563,616 0.01 $562,852
Towd Point Mortgage Trust 2024-CES2 A1B 6.35% 25-FEB-2064, 6.35%, 02/25/64 TPMT 2024-CES2 89182JAB7 - - 528,682 $554,146 $554,146 0.01 $531,313
FHLMC 15yr Pool#SB0116 2.500% 01-Nov-2034, 2.50%, 11/01/34 FR 3132CWDV3 - - 574,344 $545,870 $545,870 0.01 $537,799
FNMA 30yr Pool#CB8119 5.000% 01-Mar-2054, 5.00%, 03/01/54 FN 3140QUAV8 - - - $542,824 $542,824 0.01 $0
FHLMC 30yr Pool#QD9191 3.500% 01-Apr-2052, 3.50%, 04/01/52 FR 3133B7F86 - - 569,988 $512,504 $512,504 0.01 $508,379
FNMA 30yr Pool#AZ0869 4.000% 01-Jul-2045, 4.00%, 07/01/45 FN 3138YR6F0 - - 532,154 $510,228 $510,228 0.01 $494,233
FNMA 30yr Pool#BV7632 4.500% 01-Apr-2052, 4.50%, 04/01/52 FN 3140MMPS1 - - 486,574 $459,456 $459,456 0.01 $455,618
Upstart Securitization Trust 2021-1 C 4.06% 20-MAR-2031, 4.06%, 03/20/31 UPST 2021-1 91681NAC8 - - 459,783 $458,823 $458,823 0.01 $458,668
FNMA 30yr Pool#CB4329 3.500% 01-Jul-2052, 3.50%, 07/01/52 FN 3140QPY35 - - 462,701 $416,224 $416,224 0.01 $412,861
FHLMC 30yr Pool#SD1414 4.000% 01-Oct-2050, 4.00%, 10/01/50 FR 3132DNSB0 - - 447,027 $414,330 $414,330 0.01 $410,496
JP Morgan Mortgage Trust 2015-4 AM 3.0% 25-JUN-2045, 3.00%, 06/25/45 JPMMT 2015-4 46644VBP0 - - 494,949 $411,509 $411,509 0.01 $409,364
FNMA 30yr Pool#CA4646 3.000% 01-Feb-2048, 3.00%, 02/01/48 FN 3140QCEU6 - - 443,973 $388,976 $388,976 0.01 $385,461
FNMA 30yr Pool#FS8308 5.000% 01-Jun-2054, 5.00%, 06/01/54 FN 3140XQGS0 - - - $388,410 $388,410 0.01 $0
FNMA 30yr Pool#BV6879 4.500% 01-Apr-2052, 4.50%, 04/01/52 FN 3140MLUD0 - - 409,602 $386,785 $386,785 0.01 $383,543
Santander Bank Auto Credit-Linked Notes, Series 2023-A B 6.493% 15-JUN-2033, 6.49%, 06/15/33 SBCLN 2023-A 80290CBU7 - - 378,425 $380,380 $380,380 0.01 $379,834
FNMA 30yr Pool#FM3447 4.000% 01-Nov-2049, 4.00%, 11/01/49 FN 3140X6ZM6 - - 371,220 $352,680 $352,680 0.01 $341,777
FHLMC 30yr Pool#QA8274 3.500% 01-Mar-2050, 3.50%, 03/01/50 FR 3133A3FP8 - - 392,773 $348,879 $348,879 0.01 $346,147
FHLMC 30yr Pool#ZN6461 4.000% 01-May-2049, 4.00%, 05/01/49 FR 3131YDFA7 - - 370,761 $343,405 $343,405 0.01 $340,304
FHLMC 30yr Pool#SD1966 4.000% 01-Nov-2052, 4.00%, 11/01/52 FR 3132DPFF0 - - 351,385 $320,595 $320,595 0.01 $319,736
FNMA 30yr Pool#BY0540 6.000% 01-May-2053, 6.00%, 05/01/53 FN 3140NGS68 - - - $317,686 $317,686 0.01 $0
FNMA 30yr Pool#FS6355 5.000% 01-Aug-2053, 5.00%, 08/01/53 FN 3140XNBZ6 - - - $312,313 $312,313 0.01 $0
FNMA 30yr Pool#AR9225 3.000% 01-Mar-2043, 3.00%, 03/01/43 FN 3138W7HB3 - - 347,262 $309,493 $309,493 0.01 $304,926
Fannie Mae REMIC Trust 2017-9 VL 3.0% 25-JUL-2028, 3.00%, 07/25/28 FNR 2017-9 3136AVYH6 - - 303,802 $306,001 $306,001 0.01 $296,737
FHLMC 30yr Pool#QF9104 6.000% 01-Mar-2053, 6.00%, 03/01/53 FR 3133BXDH1 - - - $301,029 $301,029 0.01 $0
FHLMC 30yr Pool#ZT0391 4.000% 01-Nov-2047, 4.00%, 11/01/47 FR 3132ACNG1 - - 315,753 $295,255 $295,255 0.01 $292,452
FNMA 30yr Pool#FS2548 4.000% 01-Mar-2051, 4.00%, 03/01/51 FN 3140XHZN0 - - 316,209 $295,043 $295,043 0.01 $290,369
FNMA 30yr Pool#FS2238 4.000% 01-Mar-2051, 4.00%, 03/01/51 FN 3140XHPY7 - - 309,186 $285,474 $285,474 0.01 $284,718
FHLMC 30yr Pool#QA5150 4.500% 01-Dec-2049, 4.50%, 12/01/49 FR 31346YWK5 - - 297,406 $284,138 $284,138 0.01 $281,635
FNMA 30yr Pool#AS8649 3.000% 01-Jan-2047, 3.00%, 01/01/47 FN 3138WJTF5 - - 319,477 $278,378 $278,378 0.01 $275,952
FREED ABS Trust 2021-3FP D 2.37% 18-NOV-2028, 2.37%, 11/20/28 FREED 2021-3FP 30322MAD1 - - 276,568 $275,146 $275,146 0.01 $275,055
FNMA 30yr Pool#BN3899 4.000% 01-Dec-2048, 4.00%, 12/01/48 FN 3140JLKM5 - - 285,989 $268,090 $268,090 0.00 $263,356
FNMA 30yr Pool#BO9819 4.500% 01-Dec-2049, 4.50%, 12/01/49 FN 3140K54D6 - - 280,361 $267,905 $267,905 0.00 $265,494
FHLMC 30yr Pool#ZN4240 4.500% 01-Dec-2048, 4.50%, 12/01/48 FR 3131YAV98 - - 253,218 $265,597 $265,597 0.00 $240,199
FHLMC 15yr Pool#SB0040 2.500% 01-Dec-2033, 2.50%, 12/01/33 FR 3132CWBH6 - - 267,221 $262,084 $262,084 0.00 $255,247
FHLMC 30yr Pool#RJ1505 5.000% 01-May-2054, 5.00%, 05/01/54 FR 3142GRU73 - - - $258,379 $258,379 0.00 $0
FHLMC 30yr Pool#QA1615 3.500% 01-Aug-2049, 3.50%, 08/01/49 FR 31334XYL7 - - 275,095 $246,251 $246,251 0.00 $244,172
FNMA 30yr Pool#MA3908 4.500% 01-Jan-2050, 4.50%, 01/01/50 FN 31418DKW1 - - 255,074 $245,646 $245,646 0.00 $241,536
FNMA 30yr Pool#BV7132 4.500% 01-Apr-2052, 4.50%, 04/01/52 FN 3140ML4S6 - - 187,554 $244,614 $244,614 0.00 $175,607
Santander Bank Auto Credit-Linked Notes, Series 2022-C C 6.986% 15-DEC-2032, 6.99%, 12/15/32 SBCLN 2022-C 80290CBG8 - - 242,830 $243,686 $243,686 0.00 $243,309
FNMA 30yr Pool#MA1327 3.000% 01-Jan-2043, 3.00%, 01/01/43 FN 31418APM4 - - 262,538 $233,507 $233,507 0.00 $231,149
FNMA 30yr Pool#BE3616 4.000% 01-May-2047, 4.00%, 05/01/47 FN 3140FPAS8 - - 242,124 $228,292 $228,292 0.00 $224,401
Fannie Mae REMIC Trust 2012-126 SY 0.0% 25-NOV-2042, 0.00%, 11/25/42 FNR 2012-126 3136A9ZR2 - - 473,554 $227,117 $227,117 0.00 $227,117
FNMA 30yr Pool#MA3687 4.000% 01-Jun-2049, 4.00%, 06/01/49 FN 31418DCZ3 - - 243,850 $227,086 $227,086 0.00 $223,923
FNMA 30yr Pool#FS3661 6.000% 01-Jan-2053, 6.00%, 01/01/53 FN 3140XKB74 - - - $221,493 $221,493 0.00 $0
FNMA 30yr Pool#BW0081 4.500% 01-Apr-2052, 4.50%, 04/01/52 FN 3140MRCT2 - - 231,487 $218,559 $218,559 0.00 $216,742
GNMA II 30yr Pool#MA5192 4.000% 20-May-2048, 4.00%, 05/20/48 G2 36179TXV2 - - 228,720 $211,148 $211,148 0.00 $210,589
FHLMC 30yr Pool#RA1088 4.500% 01-Jul-2049, 4.50%, 07/01/49 FR 3133KGF52 - - 205,923 $196,689 $196,689 0.00 $194,970
FNMA 30yr Pool#BW0072 4.500% 01-Apr-2052, 4.50%, 04/01/52 FN 3140MRCJ4 - - 171,885 $192,744 $192,744 0.00 $160,949
FNMA 30yr Pool#AB6280 3.000% 01-Sep-2042, 3.00%, 09/01/42 FN 31417C6S9 - - 210,002 $192,051 $192,051 0.00 $184,894
FHLMC 30yr Pool#SD8040 4.500% 01-Jan-2050, 4.50%, 01/01/50 FR 3132DV4Z5 - - 193,971 $189,292 $189,292 0.00 $183,676
FNMA 30yr Pool#CA4185 4.500% 01-Sep-2049, 4.50%, 09/01/49 FN 3140QBUK2 - - 184,805 $176,571 $176,571 0.00 $174,976
FNMA 30yr Pool#CA4035 4.500% 01-Aug-2049, 4.50%, 08/01/49 FN 3140QBPV4 - - 183,349 $175,137 $175,137 0.00 $173,597
FNMA 30yr Pool#BO2983 3.000% 01-Sep-2049, 3.00%, 09/01/49 FN 3140JXJ58 - - 198,080 $172,486 $172,486 0.00 $171,029
FHLMC 30yr Pool#ZT1320 4.000% 01-Nov-2048, 4.00%, 11/01/48 FR 3132ADPD4 - - 170,350 $159,440 $159,440 0.00 $156,869
FNMA 30yr Pool#AB7563 3.000% 01-Jan-2043, 3.00%, 01/01/43 FN 31417EMM0 - - 175,815 $157,325 $157,325 0.00 $155,747
FHLMC 30yr Pool#ZA7158 4.500% 01-Jun-2049, 4.50%, 06/01/49 FR 31329Q5T4 - - 160,123 $152,240 $152,240 0.00 $150,788
FNMA 30yr Pool#FS2546 4.000% 01-Mar-2051, 4.00%, 03/01/51 FN 3140XHZL4 - - 158,565 $147,646 $147,646 0.00 $146,016
GNMA II 30yr Pool#BK5879 4.500% 20-Nov-2048, 4.50%, 11/20/48 G2 3617J6Q80 - - 142,953 $136,386 $136,386 0.00 $135,992
FNMA 30yr Pool#MA1229 3.000% 01-Oct-2042, 3.00%, 10/01/42 FN 31418ALK2 - - 149,459 $133,559 $133,559 0.00 $132,167
GNMA II 30yr Pool#MA5753 4.000% 20-Feb-2049, 4.00%, 02/20/49 G2 36179UMA7 - - 147,288 $132,783 $132,783 0.00 $132,423
FNMA 20yr Pool#AB9283 3.000% 01-Apr-2038, 3.00%, 04/01/38 FN 31417GJ56 - - 138,020 $123,403 $123,403 0.00 $121,797
FNMA 30yr Pool#BV7131 4.500% 01-Apr-2052, 4.50%, 04/01/52 FN 3140ML4R8 - - 130,200 $122,937 $122,937 0.00 $121,908
GNMA II 30yr Pool#BF6874 4.500% 20-Jul-2048, 4.50%, 07/20/48 G2 3617GDT77 - - 128,590 $122,366 $122,366 0.00 $122,013
GNMA II 30yr Pool#MA5866 4.000% 20-Apr-2049, 4.00%, 04/20/49 G2 36179UQT2 - - 134,361 $121,627 $121,627 0.00 $121,298
FNMA 30yr Pool#BU4910 5.500% 01-Sep-2054, 5.50%, 09/01/54 FN 3140M6N41 - - - $117,822 $117,822 0.00 $0
FNMA 30yr Pool#BM3282 3.500% 01-Dec-2047, 3.50%, 12/01/47 FN 3140J7UG8 - - 123,703 $113,711 $113,711 0.00 $111,650
FHLMC 30yr Pool#ZT1633 4.000% 01-Mar-2047, 4.00%, 03/01/47 FR 3132ADY69 - - 113,824 $111,627 $111,627 0.00 $105,663
FNMA 30yr Pool#CA3683 4.500% 01-Jun-2049, 4.50%, 06/01/49 FN 3140QBCV8 - - 112,627 $109,924 $109,924 0.00 $106,637
FNMA 30yr Pool#CA0108 3.500% 01-Aug-2047, 3.50%, 08/01/47 FN 3140Q7DN4 - - 112,178 $103,279 $103,279 0.00 $101,248
FHLMC 30yr Pool#QE0318 4.500% 01-Mar-2052, 4.50%, 03/01/52 FR 3133B9K78 - - 109,212 $103,138 $103,138 0.00 $102,264
Fannie Mae REMIC Trust 2013-130 FN 4.81817% 25-OCT-2042, 4.82%, 10/25/42 FNR 2013-130 3136AHG53 - - 100,548 $99,138 $99,138 0.00 $98,762
FHLMC 30yr Pool#ZM7577 4.500% 01-Aug-2048, 4.50%, 08/01/48 FR 3131Y2M21 - - 101,141 $96,797 $96,797 0.00 $95,936
FHLMC 30yr Pool#SD2167 6.000% 01-Jan-2053, 6.00%, 01/01/53 FR 3132DPMQ8 - - - $93,724 $93,724 0.00 $0
FNMA 30yr Pool#BJ8459 3.000% 01-Aug-2049, 3.00%, 08/01/49 FN 3140HAMH0 - - 102,009 $90,656 $90,656 0.00 $86,005
FNMA 30yr Pool#BO4113 3.000% 01-Aug-2049, 3.00%, 08/01/49 FN 3140JYSB3 - - 92,697 $78,849 $78,849 0.00 $78,154
FHLMC 30yr Pool#ZM7926 5.000% 01-Sep-2048, 5.00%, 09/01/48 FR 3131Y2YX0 - - 78,659 $77,323 $77,323 0.00 $76,593
Sequoia Mortgage Trust 2019-CH3 A19 4.0% 25-OCT-2049, 4.00%, 09/25/49 SEMT 2019-CH3 81748GBN0 - - 84,713 $76,065 $76,065 0.00 $75,575
FNMA 30yr Pool#BY0334 6.000% 01-May-2053, 6.00%, 05/01/53 FN 3140NGLQ1 - - - $75,251 $75,251 0.00 $0
FNMA 30yr Pool#MA1447 3.000% 01-May-2043, 3.00%, 05/01/43 FN 31418ATD0 - - 81,122 $71,891 $71,891 0.00 $71,232
FHLMC 30yr Pool#QA2159 3.000% 01-Aug-2049, 3.00%, 08/01/49 FR 31334YMG9 - - 84,013 $71,427 $71,427 0.00 $70,833
FNMA 30yr Pool#AS8547 3.000% 01-Nov-2046, 3.00%, 11/01/46 FN 3138WJP93 - - 72,742 $63,018 $63,018 0.00 $62,497
FNMA 30yr Pool#BD2453 3.000% 01-Jan-2047, 3.00%, 01/01/47 FN 3140F9WP6 - - 71,526 $62,804 $62,804 0.00 $61,973
FHLMC 15yr Pool#ZK8962 3.000% 01-Sep-2032, 3.00%, 09/01/32 FR 3131XC5X1 - - 62,426 $60,943 $60,943 0.00 $59,870
Fannie Mae REMIC Trust 2006-20 GF 4.81817% 25-APR-2036, 4.82%, 04/25/36 FNR 2006-20 31395BU43 - - 60,073 $59,520 $59,520 0.00 $59,294
FNMA 30yr Pool#BX6266 6.000% 01-Jan-2053, 6.00%, 01/01/53 FN 3140NA6C2 - - - $57,475 $57,475 0.00 $0
FHLMC 15yr Pool#ZS7403 3.000% 01-May-2031, 3.00%, 05/01/31 FR 3132A8GL7 - - 57,502 $57,387 $57,387 0.00 $55,856
FNMA 30yr Pool#BX5075 6.000% 01-Jan-2053, 6.00%, 01/01/53 FN 3140N9T97 - - - $56,365 $56,365 0.00 $0
Fannie Mae REMIC Trust 2010-109 BS 5.89061% 25-OCT-2040, 5.89%, 10/25/40 FNR 2010-109 31398NTM6 - - 41,248 $54,563 $54,563 0.00 $54,203
Freddie Mac Multiclass Certificates, Series 3380 FM 5.04919% 15-OCT-2037, 5.04%, 10/15/37 FHR 3380 31397KTJ0 - - 46,165 $45,970 $45,970 0.00 $45,918
Freddie Mac Multiclass Certificates, Series 3721 FB 4.95919% 15-SEP-2040, 4.95%, 09/15/40 FHR 3721 3137GAD20 - - 45,667 $45,345 $45,345 0.00 $45,295
FNMA 15yr Pool#BO5957 3.000% 01-Dec-2034, 3.00%, 12/01/34 FN 3140K1TP1 - - 46,500 $44,626 $44,626 0.00 $44,017
Saluda Grade Alternative Mortgage Trust 2023-FIG3 A 7.067% 25-AUG-2053, 7.07%, 08/25/53 GRADE 79582AAA5 - - - $42,677 $42,677 0.00 $0
FNMA 15yr Pool#BO7717 3.000% 01-Nov-2034, 3.00%, 11/01/34 FN 3140K3SF0 - - 43,936 $42,315 $42,315 0.00 $41,699
Ginnie Mae REMIC Trust 2008-013 FB 4.93307% 20-FEB-2038, 4.94%, 02/20/38 GNR 2008-13 38375PNL1 - - 42,156 $41,749 $41,749 0.00 $41,731
FNMA 30yr Pool#BO1857 4.500% 01-Aug-2049, 4.50%, 08/01/49 FN 3140JWB33 - - 43,342 $41,400 $41,400 0.00 $41,042
FNMA 30yr Pool#BC0870 3.500% 01-Jan-2046, 3.50%, 01/01/46 FN 3140EU6G9 - - 38,661 $35,031 $35,031 0.00 $34,718
FHLMC 15yr Pool#ZK9163 3.000% 01-Jan-2033, 3.00%, 01/01/33 FR 3131XDFC4 - - 35,505 $34,681 $34,681 0.00 $34,028
Ginnie Mae REMIC Trust 2007-040 FG 4.75307% 20-JUL-2037, 4.76%, 07/20/37 GNR 2007-40 38375KZS4 - - 32,426 $31,968 $31,968 0.00 $31,955
Ginnie Mae REMIC Trust 2004-069 CF 4.83307% 20-JUL-2034, 4.84%, 07/20/34 GNR 2004-69 38374JAT3 - - 28,618 $28,452 $28,452 0.00 $28,441
FNMA 30yr Pool#BX4782 5.500% 01-Mar-2053, 5.50%, 03/01/53 FN 3140N9J49 - - - $26,655 $26,655 0.00 $0
Ginnie Mae REMIC Trust 2010-133 FD 4.87315% 16-OCT-2040, 4.87%, 10/16/40 GNR 2010-133 38377MHV1 - - 26,405 $26,360 $26,360 0.00 $26,335
Fannie Mae REMIC Trust 2013-2 QF 4.96817% 25-FEB-2043, 4.97%, 02/25/43 FNR 2013-2 3136AB4P5 - - 26,012 $25,858 $25,858 0.00 $25,758
Ginnie Mae REMIC Trust 2007-059 FA 4.93307% 20-OCT-2037, 4.94%, 10/20/37 GNR 2007-59 38375LPU8 - - 25,678 $25,449 $25,449 0.00 $25,438
FNMA 30yr Pool#BX8340 6.000% 01-Apr-2053, 6.00%, 04/01/53 FN 3140NDHS9 - - - $25,394 $25,394 0.00 $0
FHLMC 30yr Pool#ZN2165 4.500% 01-Dec-2048, 4.50%, 12/01/48 FR 3131Y8MN2 - - 23,788 $22,784 $22,784 0.00 $22,567
FNMA 30yr Pool#BX4791 5.500% 01-Feb-2053, 5.50%, 02/01/53 FN 3140N9KD7 - - - $22,265 $22,265 0.00 $0
FHLMC 30yr Pool#QG1347 6.000% 01-Mar-2053, 6.00%, 03/01/53 FR 3133C1P87 - - - $20,951 $20,951 0.00 $0
Ginnie Mae REMIC Trust 2004-059 FP 4.74315% 16-AUG-2034, 4.74%, 08/16/34 GNR 2004-59 38374HYS3 - - 20,748 $20,584 $20,584 0.00 $20,565
Ginnie Mae REMIC Trust 2007-037 FW 4.74307% 20-JUN-2037, 4.75%, 06/20/37 GNR 2007-37 38375KNR9 - - 20,869 $20,538 $20,538 0.00 $20,529
Ginnie Mae REMIC Trust 2008-016 FC 4.93307% 20-FEB-2038, 4.94%, 02/20/38 GNR 2008-16 383742FU2 - - 20,649 $20,470 $20,470 0.00 $20,462
Ginnie Mae REMIC Trust 2005-065 FA 4.58307% 20-AUG-2035, 4.59%, 08/20/35 GNR 2005-65 38374LL25 - - 20,643 $20,269 $20,269 0.00 $20,261
FNMA 30yr Pool#BX8585 6.000% 01-Mar-2053, 6.00%, 03/01/53 FN 3140NDRF6 - - - $20,039 $20,039 0.00 $0
Freddie Mac Multiclass Certificates, Series 2426 FL 5.10919% 15-MAR-2032, 5.10%, 03/15/32 FHR 2426 31339W7G5 - - 19,709 $19,730 $19,730 0.00 $19,708
FNMA 30yr Pool#BX3248 6.000% 01-Jan-2053, 6.00%, 01/01/53 FN 3140N7TE0 - - - $19,463 $19,463 0.00 $0
Fannie Mae REMIC Trust 2002-53 FK 4.86817% 25-APR-2032, 4.87%, 04/25/32 FNR 2002-53 31392EHN3 - - 19,218 $19,165 $19,165 0.00 $19,092
FNMA 30yr Pool#BX6955 6.000% 01-Feb-2053, 6.00%, 02/01/53 FN 3140NBWR8 - - - $18,687 $18,687 0.00 $0
Ginnie Mae REMIC Trust 2005-048 AF 4.63307% 20-JUN-2035, 4.64%, 06/20/35 GNR 2005-48 38374LHM6 - - 17,237 $16,966 $16,966 0.00 $16,960
FHLMC 30yr Pool#QG2537 5.500% 01-May-2053, 5.50%, 05/01/53 FR 3133C2ZA9 - - - $16,744 $16,744 0.00 $0
FNMA 30yr Pool#BY0905 6.000% 01-Mar-2053, 6.00%, 03/01/53 FN 3140NHAF5 - - - $16,386 $16,386 0.00 $0
Fannie Mae REMIC Trust 2005-83 KT 4.76817% 25-OCT-2035, 4.77%, 10/25/35 FNR 2005-83 31394FUL7 - - 16,269 $16,119 $16,119 0.00 $16,059
FHLMC 30yr Pool#ZT0252 3.000% 01-Dec-2047, 3.00%, 12/01/47 FR 3132ACH52 - - 17,927 $15,883 $15,883 0.00 $15,533
Fannie Mae REMIC Trust 2007-89 GF 4.98817% 25-SEP-2037, 4.99%, 09/25/37 FNR 2007-89 31396XPM0 - - 15,266 $15,284 $15,284 0.00 $15,225
FHLMC 30yr Pool#QG4267 5.500% 01-Jun-2053, 5.50%, 06/01/53 FR 3133C4W42 - - - $15,098 $15,098 0.00 $0
FNMA 30yr Pool#BX7685 6.000% 01-Feb-2053, 6.00%, 02/01/53 FN 3140NCRF8 - - - $13,743 $13,743 0.00 $0
Freddie Mac Multiclass Certificates, Series 2551 FD 4.85919% 15-JAN-2033, 4.85%, 01/15/33 FHR 2551 31393JAZ1 - - 13,653 $13,584 $13,584 0.00 $13,570
Ginnie Mae REMIC Trust 2012-075 FP 4.73307% 20-JUL-2041, 4.74%, 07/20/41 GNR 2012-75 38378EZ55 - - 12,932 $12,865 $12,865 0.00 $12,860
FHLMC 30yr Pool#ZM2269 3.000% 01-Dec-2046, 3.00%, 12/01/46 FR 3131XVQW8 - - 13,353 $11,661 $11,661 0.00 $11,559
Freddie Mac Multiclass Certificates, Series 2410, excluding Group 6 FX 4.80919% 15-FEB-2032, 4.80%, 02/15/32 FHR 2410 31339NJN7 - - 10,914 $10,865 $10,865 0.00 $10,853
Fannie Mae REMIC Trust 2003-87 FG 4.96817% 25-SEP-2033, 4.97%, 09/25/33 FNR 2003-87 31393E4W6 - - 10,796 $10,805 $10,805 0.00 $10,763
Ginnie Mae REMIC Trust 2007-061 FA 4.93307% 20-OCT-2037, 4.94%, 10/20/37 GNR 2007-61 38375LLN8 - - 10,708 $10,613 $10,613 0.00 $10,609
FNMA 15yr Pool#AS8207 2.500% 01-Oct-2031, 2.50%, 10/01/31 FN 3138WJDM7 - - 10,671 $10,439 $10,439 0.00 $10,198
Fannie Mae REMIC Trust 2010-123 FL 4.89817% 25-NOV-2040, 4.90%, 11/25/40 FNR 2010-123 31398N2W3 - - 10,452 $10,414 $10,414 0.00 $10,374
Freddie Mac Multiclass Certificates, Series 3738 FD 4.75919% 15-AUG-2040, 4.75%, 08/15/40 FHR 3738 3137GAYQ4 - - 9,921 $9,921 $9,921 0.00 $9,911
Freddie Mac Multiclass Certificates, Series 3028 FM 4.70919% 15-SEP-2035, 4.70%, 09/15/35 FHR 3028 31396AFB5 - - 9,753 $9,693 $9,693 0.00 $9,683
FNMA 15yr Pool#BM1036 2.500% 01-Feb-2032, 2.50%, 02/01/32 FN 3140J5EJ4 - - 9,332 $9,181 $9,181 0.00 $8,919
FNMA 15yr Pool#AS7643 2.500% 01-Aug-2031, 2.50%, 08/01/31 FN 3138WHP55 - - 9,240 $9,103 $9,103 0.00 $8,831
GNMA II 30yr Pool#BK6072 5.000% 20-Jan-2049, 5.00%, 01/20/49 G2 3617J6W91 - - 9,243 $9,037 $9,037 0.00 $9,009
Fannie Mae REMIC Trust 2002-16 VF 5.01817% 25-APR-2032, 5.02%, 04/25/32 FNR 2002-16 31392CWW0 - - 8,492 $8,513 $8,513 0.00 $8,480
FNMA 30yr Pool#BY0360 5.500% 01-Jun-2053, 5.50%, 06/01/53 FN 3140NGMJ6 - - - $8,297 $8,297 0.00 $0
FNMA 30yr Pool#BX0130 6.000% 01-Dec-2052, 6.00%, 12/01/52 FN 3140N4EC7 - - - $8,266 $8,266 0.00 $0
Fannie Mae REMIC Trust 2012-100 FG 4.86817% 25-SEP-2042, 4.87%, 09/25/42 FNR 2012-100 3136A8QW3 - - 8,308 $8,222 $8,222 0.00 $8,191
FHLMC 15yr Pool#ZK8405 2.500% 01-Dec-2031, 2.50%, 01/22/31 FR 3131XCKS5 - - 7,982 $7,813 $7,813 0.00 $7,616
FNMA 30yr Pool#BY0332 5.500% 01-May-2053, 5.50%, 05/01/53 FN 3140NGLN8 - - - $7,805 $7,805 0.00 $0
FNMA 30yr Pool#BY0251 6.000% 01-Apr-2053, 6.00%, 04/01/53 FN 3140NGH52 - - - $7,627 $7,627 0.00 $0
Ginnie Mae REMIC Trust 2007-018 FD 4.73307% 20-APR-2037, 4.74%, 04/20/37 GNR 2007-18 38375JC86 - - 7,579 $7,454 $7,454 0.00 $7,451
Ginnie Mae REMIC Trust 2010-006 FG 5.04315% 16-JAN-2040, 5.04%, 01/16/40 GNR 2010-6 38376TSC7 - - 7,309 $7,258 $7,258 0.00 $7,251
Fannie Mae REMIC Trust 2010-95 FB 4.86817% 25-SEP-2040, 4.87%, 09/25/40 FNR 2010-95 31398NEX8 - - 7,235 $7,219 $7,219 0.00 $7,191
FHLMC 30yr Pool#QG2104 5.500% 01-May-2053, 5.50%, 05/01/53 FR 3133C2KR8 - - - $7,042 $7,042 0.00 $0
FNMA 30yr Pool#MA3694 4.500% 01-Jul-2049, 4.50%, 07/01/49 FN 31418DC83 - - 4,928 $4,751 $4,751 0.00 $4,666
FNMA 30yr Pool#BW7489 6.000% 01-Nov-2052, 6.00%, 11/01/52 FN 3140N0KB0 - - - $4,372 $4,372 0.00 $0
Ginnie Mae REMIC Trust 1999-27 FE 4.84315% 16-AUG-2029, 4.84%, 08/16/29 GNR 1999-27 3837H2WA3 - - 3,964 $3,960 $3,960 0.00 $3,955
Freddie Mac Multiclass Certificates, Series 2469 FE 4.95919% 15-JUL-2032, 4.95%, 07/15/32 FHR 2469 31392RC58 - - 2,550 $2,545 $2,545 0.00 $2,542
FHLMC 30yr Pool#ZN0650 3.000% 01-Mar-2043, 3.00%, 03/01/43 FR 3131Y6WK1 - - 2,299 $2,046 $2,046 0.00 $2,019
Ginnie Mae REMIC Trust 2010-125 VF 4.78307% 20-JUN-2040, 4.79%, 06/20/40 GNR 2010-125 38377JYJ6 - - 409.00 $406 $406 0.00 $406
US 2YR NOTE (CBT) Jun25 JUN 25 TUM5 FUTURES_USD - 2,466 $509,498,721 $0 0.00 $0
US ULTRA BOND CBT Jun25 JUN 25 WNM5 FUTURES_USD - -795.00 $-90,480,938 $0 0.00 $0
US 10yr Ultra Fut Jun25 JUN 25 UXYM5 FUTURES_USD - 323.00 $36,009,453 $0 0.00 $0
US 10YR NOTE (CBT)Jun25 JUN 25 TYM5 FUTURES_USD - -246.00 $-27,017,719 $0 0.00 $0
US 5YR NOTE (CBT) Jun25 JUN 25 FVM5 FUTURES_USD - 3,316 $356,599,533 $0 0.00 $0
GNMA II TBA 30yr 6.5% June Delivery, 6.50%, 06/23/25 G2SF 21H062669 - - -9,700,000 $-9,873,727 $-9,873,727 -0.18 $-9,873,727
UMBS TBA 30yr 3.5% June Delivery, 3.50%, 06/12/25 FNCL 01F032666 - - -154,153,000 $-135,116,646 $-135,116,646 -2.51 $-135,116,646
UMBS TBA 30yr 6% June Delivery, 6.00%, 06/12/25 FNCL 01F060667 - - -186,476,000 $-187,259,199 $-187,259,199 -3.48 $-187,259,199
UMBS TBA 30yr 5% June Delivery, 5.00%, 06/12/25 FNCL 01F050668 - - -526,714,000 $-504,950,704 $-504,950,704 -9.38 $-504,950,704
UMBS TBA 30yr 4% June Delivery, 4.00%, 06/12/25 FNCL 01F040669 - - -575,916,155 $-521,864,120 $-521,864,120 -9.70 $-521,864,120
UMBS TBA 30yr 4.5% June Delivery, 4.50%, 06/12/25 FNCL 01F042665 - - -600,683,842 $-560,345,519 $-560,345,519 -10.41 $-560,345,519
UMBS TBA 30yr 5.5% June Delivery, 5.50%, 06/12/25 FNCL 01F052664 - - -995,855,851 $-978,195,343 $-978,195,343 -18.17 $-978,195,343
SEGREGATED CASH SEGCASH - $0.00 39,699,037 $39,699,037 $39,699,037 0.74 $39,699,037
ALMSUM ALMSUM - $0.00 - $0 $0 0.00 $0
US DOLLARS USD MD_142224 - - -1,508,456,097 $-1,508,456,097 $-1,508,456,097 -28.03 $-1,508,456,097
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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