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For Individual Investors in the US

Mortgage-Backed Securities ETF Holdings

Full Portfolio Holdings

(As of November 18, 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% December Delivery, 2.50%, 12/11/25 FNCL 01F0226C4 - - 1,711,613,894 $1,447,708,706 $1,447,708,706 21.43 $1,447,708,706
UMBS TBA 30yr 3% December Delivery, 3.00%, 12/11/25 FNCL 01F0306C7 - - 735,169,354 $648,640,656 $648,640,656 9.61 $648,640,656
GNMA II TBA 30yr 5% December Delivery, 5.00%, 12/18/25 G2SF 21H0506C1 - - 411,201,194 $408,405,848 $408,405,848 6.05 $408,405,848
GNMA II TBA 30yr 2.5% December Delivery, 2.50%, 12/18/25 G2SF 21H0226C0 - - 443,715,414 $382,836,328 $382,836,328 5.68 $382,836,328
UMBS TBA 30yr 2% December Delivery, 2.00%, 12/11/25 FNCL 01F0206C8 - - 402,248,255 $325,399,128 $325,399,128 4.83 $325,399,128
FNMA 30yr Pool#CC1013 5.500% 01-Sep-2055, 5.50%, 09/01/55 FN 3140Y7DT2 - - 213,527,284 $220,197,065 $220,197,065 3.27 $217,079,429
FNMA 30yr Pool#CC0839 6.000% 01-Aug-2055, 6.00%, 08/01/55 FN 3140Y64Z0 - - 194,971,623 $204,715,272 $204,715,272 3.04 $201,035,213
FNMA 30yr Pool#CB9430 5.500% 01-Nov-2054, 5.50%, 11/01/54 FN 3140QVPQ1 - - 187,240,605 $192,438,010 $192,438,010 2.86 $190,052,715
GNMA II TBA 30yr 5.5% December Delivery, 5.50%, 12/18/25 G2SF 21H0526C7 - - 183,586,000 $184,676,501 $184,676,501 2.74 $184,676,501
GNMA II TBA 30yr 3% December Delivery, 3.00%, 12/18/25 G2SF 21H0306C3 - - 203,159,962 $182,044,531 $182,044,531 2.70 $182,044,531
Fannie Mae REMIC Trust 2025-12 FC 5.28279% 25-MAR-2055, 5.28%, 03/25/55 FNR 2025-12 3136BVFC7 - - 157,030,627 $157,884,804 $157,884,804 2.35 $157,331,765
FNMA 30yr Pool#FA2033 6.000% 01-Jul-2054, 6.00%, 07/01/54 FN 3140W2HK0 - - 132,484,893 $140,725,371 $140,725,371 2.09 $136,462,430
GNMA II TBA 30yr 3.5% December Delivery, 3.50%, 12/18/25 G2SF 21H0326C9 - - 147,859,377 $134,725,472 $134,725,472 2.00 $134,725,472
FNMA 30yr Pool#CB9787 5.000% 01-Jan-2055, 5.00%, 01/01/55 FN 3140QV2V5 - - 131,537,635 $132,242,410 $132,242,410 1.97 $131,913,566
GNMA II TBA 30yr 4.5% December Delivery, 4.50%, 12/18/25 G2SF 21H0426C8 - - 127,692,488 $124,109,564 $124,109,564 1.85 $124,109,564
UMBS TBA 30yr 5% December Delivery, 5.00%, 12/11/25 FNCL 01F0506C5 - - 123,432,628 $122,468,619 $122,468,619 1.82 $122,468,619
FNMA 30yr Pool#FA2754 4.500% 01-Jan-2049, 4.50%, 01/01/49 FN 3140W3BY4 - - 118,651,684 $118,259,918 $118,259,918 1.76 $117,227,365
FNMA 30yr Pool#FS1133 4.000% 01-Oct-2051, 4.00%, 10/01/51 FN 3140XGHK8 - - 114,180,716 $111,223,133 $111,223,133 1.66 $109,441,839
GNMA II TBA 30yr 4% December Delivery, 4.00%, 12/18/25 G2SF 21H0406C2 - - 114,954,688 $108,260,762 $108,260,762 1.60 $108,260,762
FHLMC 30yr Pool#SD5238 5.500% 01-Apr-2054, 5.50%, 04/01/54 FR 3132DSZB1 - - 99,121,266 $104,615,762 $104,615,762 1.55 $101,286,227
FNMA 30yr Pool#FM7460 4.000% 01-Mar-2051, 4.00%, 03/01/51 FN 3140XBJE1 - - 107,420,753 $104,406,575 $104,406,575 1.55 $102,962,438
UMBS TBA 30yr 6.5% December Delivery, 6.50%, 12/11/25 FNCL 01F0626C0 - - 92,975,000 $96,175,200 $96,175,200 1.42 $96,175,200
Freddie Mac Multiclass Certificates, Series 5544 FC 5.18279% 25-JUN-2055, 5.18%, 06/25/55 FHR 5544 3137HLNP3 - - 90,516,252 $91,189,798 $91,189,798 1.35 $90,877,046
FNMA 30yr Pool#FA3025 5.500% 01-Sep-2055, 5.50%, 09/01/55 FN 3140W3LF4 - - 86,855,387 $90,624,017 $90,624,017 1.34 $89,020,294
FHLMC 30yr Pool#SL2464 4.500% 01-Dec-2048, 4.50%, 12/01/48 FR 31427PW26 - - 84,189,583 $84,493,222 $84,493,222 1.25 $83,178,954
FHLMC 30yr Pool#SD1046 4.000% 01-Jul-2052, 4.00%, 07/01/52 FR 3132DNET6 - - 81,624,760 $79,499,653 $79,499,653 1.18 $78,017,150
FHLMC 30yr Pool#RJ4363 5.500% 01-Jun-2055, 5.50%, 06/01/55 FR 3142GUZ55 - - 76,168,020 $79,115,552 $79,115,552 1.17 $78,068,494
Fannie Mae Pool|5.5|10/01/2055, 5.50%, 10/01/55 FN 3140W3LS6 - - 76,254,213 $78,239,399 $78,239,399 1.16 $78,122,900
FNMA 30yr Pool#FA0574 5.500% 01-Jan-2055, 5.50%, 01/01/55 FN 3140W0T88 - - 70,270,254 $73,709,826 $73,709,826 1.09 $72,020,436
FNMA 30yr Pool#FS8993 6.000% 01-Jul-2054, 6.00%, 07/01/54 FN 3140XQ7F8 - - 68,394,250 $73,262,979 $73,262,979 1.08 $70,368,024
Fannie Mae Pool|5.5|10/01/2055, 5.50%, 10/01/55 FN 3140W3LT4 - - 70,456,547 $72,196,211 $72,196,211 1.07 $72,088,569
FHLMC 30yr Pool#SL2435 6.500% 01-Feb-2055, 6.50%, 02/01/55 FR 31427PV50 - - 57,923,268 $63,475,929 $63,475,929 0.94 $60,313,191
FHLMC 30yr Pool#SL1188 5.500% 01-Apr-2055, 5.50%, 04/01/55 FR 31427NKA6 - - 58,953,901 $61,267,072 $61,267,072 0.91 $60,326,562
FHLMC 30yr Pool#QX7566 5.500% 01-Mar-2055, 5.50%, 03/01/55 FR 31426DMQ2 - - 55,684,292 $57,568,122 $57,568,122 0.85 $56,555,400
FNMA 30yr Pool#CB9654 5.000% 01-Dec-2054, 5.00%, 12/01/54 FN 3140QVWQ3 - - 51,637,026 $51,913,696 $51,913,696 0.77 $51,784,604
FHLMC 30yr Pool#SL0239 5.000% 01-Jan-2055, 5.00%, 01/01/55 FR 31427MHR5 - - 51,083,864 $51,357,570 $51,357,570 0.76 $51,229,860
Fannie Mae REMIC Trust 2025-9 FA 5.38279% 25-MAR-2055, 5.38%, 03/25/55 FNR 2025-9 3136BVDC9 - - 50,937,018 $51,304,331 $51,304,331 0.76 $51,121,543
FNMA 30yr Pool#FA3128 5.500% 01-Oct-2055, 5.50%, 10/01/55 FN 3140W3PN3 - - 48,504,868 $50,733,365 $50,733,365 0.75 $49,773,085
FNMA 30yr Pool#CB9613 5.500% 01-Dec-2054, 5.50%, 12/01/54 FN 3140QVVF8 - - 47,541,384 $49,267,674 $49,267,674 0.73 $48,285,107
FHLMC 30yr Pool#SD7343 5.500% 01-Jan-2055, 5.50%, 01/01/55 FR 3132DVEQ4 - - 45,390,958 $47,378,162 $47,378,162 0.70 $46,454,626
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA2 M2 7.93279% 25-FEB-2042, 7.93%, 02/25/42 STACR 2022-DNA2 35564KRN1 - - 43,256,272 $44,854,149 $44,854,149 0.66 $44,634,919
FNMA 30yr Pool#FS9779 5.500% 01-Nov-2054, 5.50%, 11/01/54 FN 3140XR2M6 - - 43,262,562 $44,812,016 $44,812,016 0.66 $44,271,713
PMT LOAN TRUST 2025-J3 FLTG 2056 A3, 5.71%, 11/27/56 PMTLT 2025-J3 69392XBM9 - - 41,972,000 $42,218,435 $42,218,435 0.62 $42,058,534
Radian Mortgage Capital Trust 2025-J4 A25 5.73078% 25-MAR-2056, 5.73%, 03/25/56 RMCT 2025-J4 75024UBP1 - - 41,983,000 $42,139,633 $42,139,633 0.62 $41,978,823
FNMA 30yr Pool#FA1951 6.000% 01-Jun-2055, 6.00%, 06/01/55 FN 3140W2EZ0 - - 39,458,749 $41,984,862 $41,984,862 0.62 $40,630,112
FHLMC 30yr Pool#SL0046 6.000% 01-Jan-2055, 6.00%, 01/01/55 FR 31427MBQ3 - - 39,396,370 $41,827,465 $41,827,465 0.62 $40,531,398
FNMA 30yr Pool#FS8121 4.000% 01-Jul-2052, 4.00%, 07/01/52 FN 3140XQAX5 - - 43,065,943 $41,765,627 $41,765,627 0.62 $41,109,246
OBX 2025-J3 TRUST FLTG 2055 AF, 5.68%, 10/25/55 OBX 2025-J3 67449KAU7 - - 41,590,205 $41,746,773 $41,746,773 0.62 $41,589,207
FNMA 40yr Pool#BF0646 2.500% 01-Jun-2062, 2.50%, 06/01/62 FN 3140FXWG3 - - 49,134,944 $41,742,555 $41,742,555 0.62 $41,143,169
FNMA 30yr Pool#FS8881 4.500% 01-Sep-2053, 4.50%, 09/01/53 FN 3140XQ2P1 - - 40,749,952 $40,743,053 $40,743,053 0.60 $40,151,148
FHLMC 30yr Pool#ZT2413 4.000% 01-Feb-2041, 4.00%, 02/01/41 FR 3132AEVE3 - - 40,963,430 $40,669,538 $40,669,538 0.60 $39,998,089
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-HQA3 M2 6.28279% 25-SEP-2041, 6.28%, 09/25/41 STACR 2021-HQA3 35564KJP5 - - 40,047,609 $40,490,629 $40,490,629 0.60 $40,329,877
New Residential Mortgage LLC 6.545% 25-MAR-2032, 6.54%, 03/25/32 NZES 2025-FHT 64832EAA7 - - 39,304,919 $39,985,996 $39,985,996 0.59 $39,814,495
FHLMC 30yr Pool#SD6787 4.000% 01-May-2053, 4.00%, 05/01/53 FR 3132DURG4 - - 40,815,018 $39,487,021 $39,487,021 0.58 $38,947,972
FNMA 30yr Pool#FA1557 6.000% 01-May-2055, 6.00%, 05/01/55 FN 3140W1WT6 - - 36,383,729 $39,449,270 $39,449,270 0.58 $37,431,962
FHLMC 30yr Pool#SL0938 4.000% 01-Jul-2050, 4.00%, 07/01/50 FR 31427NBG3 - - 38,508,424 $38,215,909 $38,215,909 0.57 $37,525,182
FHLMC 30yr Pool#SI2101 4.000% 01-Sep-2048, 4.00%, 09/01/48 FR 3133USKN0 - - 39,254,122 $38,174,858 $38,174,858 0.56 $37,670,465
FNMA 40yr Pool#BF0598 2.500% 01-Mar-2062, 2.50%, 03/01/62 FN 3140FXUY6 - - 44,060,543 $37,342,908 $37,342,908 0.55 $36,897,527
FNMA 30yr Pool#FA0576 5.500% 01-Jan-2055, 5.50%, 01/01/55 FN 3140W0UA1 - - 35,840,211 $37,300,683 $37,300,683 0.55 $36,729,809
FNMA 30yr Pool#FA2190 4.000% 01-Apr-2053, 4.00%, 04/01/53 FN 3140W2NG2 - - 37,950,312 $36,721,846 $36,721,846 0.54 $36,220,176
FHLMC 30yr Pool#SL1632 4.000% 01-Nov-2053, 4.00%, 11/01/53 FR 31427NY60 - - 37,717,711 $36,693,150 $36,693,150 0.54 $36,039,026
FNMA 30yr Pool#FA3105 6.000% 01-May-2055, 6.00%, 05/01/55 FN 3140W3NX3 - - 33,716,348 $35,429,717 $35,429,717 0.52 $34,732,729
UMBS TBA 30yr 6% December Delivery, 6.00%, 12/11/25 FNCL 01F0606C4 - - 33,670,000 $34,388,518 $34,388,518 0.51 $34,388,518
FHLMC 30yr Pool#SL2558 6.000% 01-Aug-2055, 6.00%, 08/01/55 FR 31427PZY3 - - 30,536,438 $34,336,714 $34,336,714 0.51 $31,456,961
FNMA 30yr Pool#FA3191 5.500% 01-Oct-2055, 5.50%, 10/01/55 FN 3140W3RM3 - - 32,703,722 $33,551,190 $33,551,190 0.50 $33,461,255
FNMA 30yr Pool#FA2446 4.500% 01-Jul-2053, 4.50%, 07/01/53 FN 3140W2WG2 - - 32,688,160 $33,263,199 $33,263,199 0.49 $32,096,462
FNMA 30yr Pool#FA0603 4.500% 01-Sep-2051, 4.50%, 09/01/51 FN 3140W0U52 - - 32,412,790 $32,724,433 $32,724,433 0.48 $32,011,369
FNMA 40yr Pool#BF0698 3.500% 01-Dec-2062, 3.50%, 12/01/62 FN 3140FXX49 - - 33,704,841 $31,732,235 $31,732,235 0.47 $30,762,568
FNMA 30yr Pool#BW7371 5.500% 01-Feb-2053, 5.50%, 02/01/53 FN 3140N0FM2 - - 29,756,420 $30,856,919 $30,856,919 0.46 $30,592,549
FHLMC 30yr Pool#SL0238 5.000% 01-May-2054, 5.00%, 05/01/54 FR 31427MHQ7 - - 30,593,412 $30,757,331 $30,757,331 0.46 $30,680,847
JP MORGAN MORTGAGE TRUST 2 5.777% 55, 5.50%, 11/25/55 JPMMT 2025-5MPR 46593VAD9 - - 30,167,475 $30,542,435 $30,542,435 0.45 $30,321,207
FNMA 30yr Pool#FS3883 4.500% 01-Feb-2053, 4.50%, 02/01/53 FN 3140XKJ50 - - 30,077,676 $29,981,690 $29,981,690 0.44 $29,557,179
FNMA 30yr Pool#FS9788 5.500% 01-Nov-2054, 5.50%, 11/01/54 FN 3140XR2W4 - - 28,363,791 $29,970,452 $29,970,452 0.44 $28,810,780
FNMA 30yr Pool#FS8335 4.500% 01-Jan-2051, 4.50%, 01/01/51 FN 3140XQHM2 - - 29,795,791 $29,779,579 $29,779,579 0.44 $29,426,781
FHLMC 30yr Pool#SL1291 4.000% 01-Nov-2054, 4.00%, 11/01/54 FR 31427NNH8 - - 30,663,047 $29,654,740 $29,654,740 0.44 $29,298,341
FNMA 30yr Pool#FA1798 4.000% 01-Aug-2052, 4.00%, 08/01/52 FN 3140W17L1 - - 29,833,682 $28,842,615 $28,842,615 0.43 $28,519,718
FNMA 30yr Pool#FS8681 4.500% 01-Oct-2050, 4.50%, 10/01/50 FN 3140XQUF2 - - 28,089,146 $28,066,661 $28,066,661 0.42 $27,741,272
NRM MSR-Collateralized Notes, Series 2024-FNT1 A 7.398% 25-NOV-2029, 7.40%, 11/25/31 NZES 2024-FNT1 62956YAA7 - - 27,410,402 $27,788,964 $27,788,964 0.41 $27,653,776
FHLMC 30yr Pool#SD3271 5.500% 01-Jun-2053, 5.50%, 06/01/53 FR 3132DQT48 - - 24,163,737 $26,224,958 $26,224,958 0.39 $24,819,998
FNMA 30yr Pool#CB4798 5.000% 01-Oct-2052, 5.00%, 10/01/52 FN 3140QQKL8 - - 25,885,968 $26,000,035 $26,000,035 0.38 $25,935,320
METRONET INFRASTRUCTURE ISSU 5.4% 55, 5.40%, 08/20/55 MNET 2025-2A 59170JAX6 - - 24,600,000 $24,977,324 $24,977,324 0.37 $24,870,314
FNMA 30yr Pool#FA1129 6.500% 01-Jun-2054, 6.50%, 06/01/54 FN 3140W1HF3 - - 22,684,946 $24,662,085 $24,662,085 0.36 $23,621,940
FNMA 30yr Pool#FS6257 4.000% 01-Jun-2053, 4.00%, 06/01/53 FN 3140XM5T9 - - 25,548,322 $24,655,013 $24,655,013 0.36 $24,307,902
FNMA 30yr Pool#FS9239 4.500% 01-Jan-2051, 4.50%, 01/01/51 FN 3140XRHR9 - - 24,254,192 $24,347,597 $24,347,597 0.36 $23,953,812
FNMA 30yr Pool#FA1128 6.500% 01-Aug-2054, 6.50%, 08/01/54 FN 3140W1HE6 - - 22,198,828 $23,842,496 $23,842,496 0.35 $23,115,743
FNMA 30yr Pool#FS9771 4.000% 01-Oct-2052, 4.00%, 10/01/52 FN 3140XR2D6 - - 24,510,531 $23,710,098 $23,710,098 0.35 $23,387,752
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2025-HQA1 M2 5.83279% 25-FEB-2045, 5.83%, 02/25/45 STACR 2025-HQA1 35564NHA4 - - 23,060,148 $23,176,013 $23,176,013 0.34 $23,090,079
FNMA 30yr Pool#FM7840 4.000% 01-Apr-2050, 4.00%, 04/01/50 FN 3140XBWA4 - - 23,190,063 $22,629,231 $22,629,231 0.33 $22,227,599
PRET 2025-RPL3 Trust A1 4.15% 25-APR-2065, 4.15%, 04/25/65 PRET 2025-RPL3 69382RAA1 - - 22,960,123 $22,570,663 $22,570,663 0.33 $22,443,617
FHLMC 30yr Pool#SD5061 5.500% 01-Mar-2054, 5.50%, 03/01/54 FR 3132DSTS1 - - 21,681,999 $22,473,917 $22,473,917 0.33 $22,255,232
FNMA 30yr Pool#FS4781 4.000% 01-Oct-2051, 4.00%, 10/01/51 FN 3140XLJ33 - - 22,745,402 $22,197,922 $22,197,922 0.33 $21,801,393
FHLMC 30yr Pool#SD6989 5.500% 01-Nov-2054, 5.50%, 11/01/54 FR 3132DUXS1 - - 20,999,657 $21,983,099 $21,983,099 0.33 $21,330,594
FNMA 30yr Pool#FS7225 4.000% 01-Aug-2051, 4.00%, 08/01/51 FN 3140XPA33 - - 22,530,776 $21,873,159 $21,873,159 0.32 $21,621,800
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-DNA6 B2 11.68279% 25-OCT-2041, 11.68%, 10/25/41 STACR 2021-DNA6 35564KLV9 - - 19,937,000 $21,276,893 $21,276,893 0.31 $20,931,950
Structured Agency Credit Risk (STACR) Debt Notes, Series 2022-HQA1 M2 9.43279% 25-MAR-2042, 9.43%, 03/25/42 STACR 2022-HQA1 35564KTJ8 - - 20,019,000 $21,198,538 $21,198,538 0.31 $21,077,893
FNMA 30yr Pool#CB7112 5.500% 01-Sep-2053, 5.50%, 09/01/53 FN 3140QS3W9 - - 20,173,462 $21,120,630 $21,120,630 0.31 $20,705,046
FNMA 40yr Pool#BF0713 4.000% 01-Mar-2063, 4.00%, 03/01/63 FN 3140FXYK2 - - 21,611,704 $21,068,442 $21,068,442 0.31 $20,549,992
FNMA 40yr Pool#BF0226 3.500% 01-Jan-2058, 3.50%, 01/01/58 FN 3140FXHC9 - - 22,123,625 $20,901,779 $20,901,779 0.31 $20,566,398
RCKT MOR 2025-CES9 FLT 2055 A1B, 5.00%, 09/25/55 RCKT 2025-CES9 74942JAB0 - - 20,733,757 $20,831,372 $20,831,372 0.31 $20,693,230
FNMA 40yr Pool#BF0807 3.500% 01-Apr-2064, 3.50%, 04/01/64 FN 3140FX3R1 - - 22,466,760 $20,764,390 $20,764,390 0.31 $20,494,564
FNMA 30yr Pool#FS6382 4.000% 01-Aug-2051, 4.00%, 08/01/51 FN 3140XNCU6 - - 21,289,312 $20,685,337 $20,685,337 0.31 $20,430,422
Finance of America Structured Securities Trust, 2025-S1 A1 3.5% 25-FEB-2075, 3.50%, 02/25/75 FASST 2025-S1 31741BAB0 - - 21,160,160 $20,550,246 $20,550,246 0.30 $20,500,873
FHLMC 30yr Pool#QJ9063 5.000% 01-Nov-2054, 5.00%, 11/01/54 FR 3133D1B81 - - 19,601,664 $20,407,630 $20,407,630 0.30 $19,578,199
Cipher Compute LLC 7.125% 15-NOV-2030, 7.12%, 11/15/30 CIFR 17253NAA5 - - 20,244,000 $20,313,832 $20,313,832 0.30 $20,289,792
FINANCE OF AMERICA STRUC 3.28125% 74, 3.50%, 04/25/74 FASST 2024-S3 31739WAB8 - - 20,326,272 $19,835,406 $19,835,406 0.29 $19,787,978
FHLMC 30yr Pool#SL0850 4.000% 01-Jul-2049, 4.00%, 07/01/49 FR 31427M5L1 - - 19,773,180 $19,586,715 $19,586,715 0.29 $19,312,619
FNMA 30yr Pool#FS5028 4.000% 01-Oct-2051, 4.00%, 10/01/51 FN 3140XLSS8 - - 19,921,442 $19,468,928 $19,468,928 0.29 $19,094,637
FNMA 30yr Pool#FS9476 4.000% 01-Jun-2053, 4.00%, 06/01/53 FN 3140XRQ65 - - 19,297,613 $18,872,381 $18,872,381 0.28 $18,354,716
RCKT Mortgage Trust 2025-CES11|4.966|11/25/2055, 4.97%, 11/25/55 RCKT 2025-CES11 749423AA7 - - 18,656,000 $18,695,986 $18,695,986 0.28 $18,644,516
FNMA 30yr Pool#FS2863 4.000% 01-Sep-2052, 4.00%, 09/01/52 FN 3140XJFD0 - - 19,073,656 $18,376,931 $18,376,931 0.27 $18,227,701
FNMA 30yr Pool#FA1549 5.500% 01-May-2055, 5.50%, 05/01/55 FN 3140W1WK5 - - 17,731,298 $18,344,037 $18,344,037 0.27 $18,161,269
FNMA 30yr Pool#FS8709 4.500% 01-Jan-2051, 4.50%, 01/01/51 FN 3140XQVB0 - - 18,250,528 $18,297,093 $18,297,093 0.27 $18,024,502
FHLMC 30yr Pool#QY8779 6.000% 01-Jul-2055, 6.00%, 07/01/55 FR 31426TXH5 - - 17,014,713 $18,282,049 $18,282,049 0.27 $17,527,623
Saluda Grade Alternative Mortgage Trust 2024-RTL4 A1 7.5% 25-FEB-2030, 7.50%, 02/25/30 GRADE 2024-RTL4 79584CAA9 - - 17,634,279 $17,844,610 $17,844,610 0.26 $17,700,699
FNMA 30yr Pool#CB4128 4.500% 01-Jul-2052, 4.50%, 07/01/52 FN 3140QPSS7 - - 17,579,410 $17,692,202 $17,692,202 0.26 $17,288,754
FHLMC 30yr Pool#QH3192 6.000% 01-Oct-2053, 6.00%, 10/01/53 FR 3133CFRM3 - - 16,417,378 $17,497,690 $17,497,690 0.26 $16,997,185
Homeward Opportunities Fund Trust 2024-RTL1 A1 7.12% 25-JUL-2029, 7.12%, 07/25/29 HOF 43789FAA1 - - 17,261,000 $17,371,333 $17,371,333 0.26 $17,289,401
FNMA 30yr Pool#CB8221 5.500% 01-Mar-2054, 5.50%, 03/01/54 FN 3140QUD37 - - 16,837,064 $17,368,216 $17,368,216 0.26 $17,100,458
FNMA 30yr Pool#FS9116 6.000% 01-Sep-2054, 6.00%, 09/01/54 FN 3140XRDW2 - - 16,210,576 $17,344,914 $17,344,914 0.26 $16,677,611
FNMA 30yr Pool#DA1525 6.000% 01-Oct-2053, 6.00%, 10/01/53 FN 3140A1VT1 - - 15,318,797 $17,307,025 $17,307,025 0.26 $15,777,955
FNMA 30yr Pool#FM4738 4.000% 01-Sep-2050, 4.00%, 09/01/50 FN 3140X8HQ3 - - 17,248,985 $17,104,077 $17,104,077 0.25 $16,493,280
FNMA 40yr Pool#BF0806 3.500% 01-Apr-2064, 3.50%, 04/01/64 FN 3140FX3Q3 - - 18,131,647 $16,853,440 $16,853,440 0.25 $16,599,571
FNMA 40yr Pool#BF0801 2.500% 01-Apr-2064, 2.50%, 04/01/64 FN 3140FX3K6 - - 19,441,519 $16,367,869 $16,367,869 0.24 $16,267,443
FHLMC 30yr Pool#SD5963 6.000% 01-Jul-2054, 6.00%, 07/01/54 FR 3132DTTU4 - - 14,709,465 $15,992,785 $15,992,785 0.24 $15,133,252
PRPM 2025-RCF3 LLC 5.25% 55, 5.25%, 07/25/55 PRPM 2025-RCF3 69392PAA3 - - 15,752,667 $15,964,055 $15,964,055 0.24 $15,853,787
FHLMC 30yr Pool#SL0644 4.500% 01-Mar-2053, 4.50%, 03/01/53 FR 31427MWE7 - - 15,957,905 $15,877,387 $15,877,387 0.23 $15,684,829
SALUDA GR ALT MTG TR 2025-LOC5 A1B, 5.79%, 10/25/55 GRADE 2025-LOC5 79581XAC2 - - 15,693,000 $15,794,497 $15,794,497 0.23 $15,736,436
Vontive Mortgage Trust 2025-RTL1 A1 6.507% 25-MAR-2030, 6.51%, 03/25/30 VNTV 2025-RTL1 928884AA3 - - 15,444,000 $15,771,983 $15,771,983 0.23 $15,704,987
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 $15,464,869 $15,464,869 0.23 $15,313,940
Huntington Bank Auto Credit-Linked Notes, Series 2024-2 B1 5.442% 20-OCT-2032, 5.44%, 10/20/32 HACLN 2024-2 44644NAG4 - - 15,136,548 $15,332,374 $15,332,374 0.23 $15,266,018
PRET 2025-RPL1 Trust A1 4.0% 25-JUL-2069, 4.00%, 07/25/69 PRET 2025-RPL1 69392FAA5 - - 15,445,378 $15,123,384 $15,123,384 0.22 $15,041,008
PRPM 2025-5 0%30, 5.73%, 07/25/30 PRPM 2025-5 69392RAA9 - - 14,990,433 $15,085,028 $15,085,028 0.22 $14,970,521
RCKT Mortgage Trust 2025-CES7 A1A 5.377% 25-JUL-2055, 5.38%, 07/25/55 RCKT 2025-CES7 74943AAA0 - - 14,810,923 $15,033,896 $15,033,896 0.22 $14,927,711
Connecticut Avenue Securities, Series 2021-R03 1M2 5.83279% 25-DEC-2041, 5.83%, 12/25/41 CAS 2021-R03 20754AAB9 - - 14,835,000 $14,964,035 $14,964,035 0.22 $14,908,752
Vista Point Securitization Trust 2025-CES2 A1 5.601% 25-AUG-2055, 5.60%, 08/25/55 VSTA 2025-CES2 92842UAA0 - - 14,677,072 $14,843,191 $14,843,191 0.22 $14,733,582
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-DNA7 M2 5.98279% 25-NOV-2041, 5.98%, 11/25/41 STACR 2021-DNA7 35564KMH9 - - 14,550,000 $14,721,794 $14,721,794 0.22 $14,666,179
Galaxy XXVI CLO Ltd., 6.84%, 07/31/26 GLXYT 2025-1 362922AA4 - - 14,337,654 $14,457,920 $14,457,920 0.21 $14,414,304
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2025-HQA1 M1 5.33279% 25-FEB-2045, 5.33%, 02/25/45 STACR 2025-HQA1 35564NGZ0 - - 14,386,614 $14,435,796 $14,435,796 0.21 $14,386,780
FINANCE OF AMER STR TR 2024-S2 A1, 3.50%, 04/25/74 FASST 2024-S2 31739VAA2 - - 14,418,479 $14,129,909 $14,129,909 0.21 $14,096,266
GS Mortgage-Backed Securities Trust 2025-RPL3 A1 4.1% 25-JUL-2065, 4.10%, 07/25/65 GSMBS 2025-RPL3 362963AA8 - - 14,337,660 $14,092,393 $14,092,393 0.21 $14,014,014
BMP Commercial Mortgage Trust 2024-MF23 A 5.40411% 15-JUN-2041, 5.33%, 06/15/41 BMP 2024-MF23 05593JAA8 - - 14,000,000 $14,004,131 $14,004,131 0.21 $13,995,839
Chase Mortgage Reference Notes, Series 2020-CL1 M1 6.35551% 25-OCT-2057, 6.36%, 10/25/57 CHASE 2020-CL1 46591HAG5 - - 13,519,356 $13,965,737 $13,965,737 0.21 $13,910,842
FHLMC 30yr Pool#SD6558 6.000% 01-Sep-2054, 6.00%, 09/01/54 FR 3132DUJB4 - - 13,069,924 $13,943,750 $13,943,750 0.21 $13,446,475
FNMA 30yr Pool#FS8717 6.000% 01-Jul-2054, 6.00%, 07/01/54 FN 3140XQVK0 - - 12,964,913 $13,820,668 $13,820,668 0.20 $13,338,438
FHLMC 30yr Pool#SD1143 4.500% 01-Sep-2050, 4.50%, 09/01/50 FR 3132DNHU0 - - 13,711,799 $13,751,679 $13,751,679 0.20 $13,541,983
CONNECTICUT AVENUE SECUR 5.55001% 45, 5.38%, 07/25/45 CAS 2025-R05 20753CAB6 - - 13,560,780 $13,625,782 $13,625,782 0.20 $13,579,146
FNMA 30yr Pool#FM5350 4.500% 01-Sep-2050, 4.50%, 09/01/50 FN 3140X85L7 - - 13,435,199 $13,478,686 $13,478,686 0.20 $13,237,775
FNMA 30yr Pool#DE1157 6.000% 01-Jun-2055, 6.00%, 06/01/55 FN 3140BDJB7 - - 12,545,577 $13,139,885 $13,139,885 0.19 $12,909,572
WULF Compute LLC 7.75% 15-OCT-2030, 7.75%, 10/15/30 WULF 982911AA7 - - 12,852,000 $13,112,475 $13,112,475 0.19 $13,040,539
Foundation Finance Trust 2025-2 B 4.94% 15-APR-2052, 4.94%, 04/15/52 FFIN 2025-2A 35042NAB1 - - 13,050,000 $13,065,158 $13,065,158 0.19 $13,057,995
FNMA 30yr Pool#DE6043 6.000% 01-Aug-2055, 6.00%, 08/01/55 FN 3140BJWD5 - - 12,468,173 $12,949,757 $12,949,757 0.19 $12,829,922
FNMA 30yr Pool#FA0470 6.000% 01-Jan-2055, 6.00%, 01/01/55 FN 3140W0QY4 - - 12,138,008 $12,910,799 $12,910,799 0.19 $12,487,710
TOWD POINT MORTGAGE TRUST 2025 0% 65, 4.97%, 09/25/65 TPMT 2025-FIX1 89183MAA1 - - 12,810,188 $12,875,465 $12,875,465 0.19 $12,790,611
FHLMC 30yr Pool#SD5994 4.500% 01-Sep-2050, 4.50%, 09/01/50 FR 3132DTUT5 - - 12,776,708 $12,796,115 $12,796,115 0.19 $12,618,473
FNMA 40yr Pool#BF0731 2.500% 01-Jun-2063, 2.50%, 06/01/63 FN 3140FXY55 - - 14,950,395 $12,788,955 $12,788,955 0.19 $12,510,618
PRET 2025-RPL5 TRUST FLTG 2070 A1, 4.15%, 01/25/70 PRET 2025-RPL5 69393AAA5 - - 12,962,000 $12,691,377 $12,691,377 0.19 $12,619,654
FIGRE TRUST 2025-HE4 FLTG 2055 C, 5.71%, 07/25/55 FIGRE 2025-HE4 31684PAC6 - - 12,404,507 $12,559,946 $12,559,946 0.19 $12,465,523
Towd Point Mortgage Trust 2025-FIX2|5.249|10/25/2065, 5.25%, 10/25/65 TPMT 2025-FIX2 89183RAA0 - - 12,320,000 $12,413,446 $12,413,446 0.18 $12,327,222
Connecticut Avenue Securities Trust 2025-R06 1M1 5.13279% 25-SEP-2045, 5.13%, 09/25/45 CAS 2025-R06 20754YAB7 - - 12,268,753 $12,298,569 $12,298,569 0.18 $12,258,337
FNMA 30yr Pool#FS7541 4.000% 01-Jun-2052, 4.00%, 06/01/52 FN 3140XPLX5 - - 12,661,356 $12,271,918 $12,271,918 0.18 $12,135,868
Acacia 2025-1 LLC|5.24|11/15/2037, 5.24%, 11/15/37 ACACIA 2025-1 00401PAA7 - - 12,249,000 $12,264,135 $12,264,135 0.18 $12,253,438
FHLMC 30yr Pool#QG6755 5.500% 01-Jun-2053, 5.50%, 06/01/53 FR 3133C7QG5 - - 11,727,752 $12,172,483 $12,172,483 0.18 $12,054,324
FHLMC 30yr Pool#SD1436 4.500% 01-Aug-2052, 4.50%, 08/01/52 FR 3132DNSZ7 - - 11,937,495 $11,817,580 $11,817,580 0.17 $11,724,226
PRET 2025-NPL4 A1 6.3677% 25-MAY-2055, 6.37%, 04/25/55 PRET 2025-NPL4 74136UAA3 - - 11,636,861 $11,729,714 $11,729,714 0.17 $11,680,314
FNMA 40yr Pool#BF0783 3.500% 01-Dec-2063, 3.50%, 12/01/63 FN 3140FX2R2 - - 12,633,615 $11,714,460 $11,714,460 0.17 $11,528,516
RCKT Mortgage Trust 2024-CES7 A1A 5.158% 25-OCT-2044, 5.16%, 10/25/44 RCKT 2024-CES7 749414AA6 - - 11,603,885 $11,692,849 $11,692,849 0.17 $11,613,045
FNMA 30yr Pool#FS6236 6.500% 01-Nov-2053, 6.50%, 11/01/53 FN 3140XM4W3 - - 10,931,507 $11,599,561 $11,599,561 0.17 $11,394,513
FIGRE Trust 2025-HE3 A 5.56% 25-MAY-2055, 5.56%, 05/25/55 FIGRE 2025-HE3 31684LAA9 - - 11,388,556 $11,579,448 $11,579,448 0.17 $11,495,021
FHLMC 30yr Pool#QH3306 6.000% 01-Oct-2053, 6.00%, 10/01/53 FR 3133CFU72 - - 10,972,828 $11,465,080 $11,465,080 0.17 $11,360,352
FNMA 30yr Pool#BY4134 5.500% 01-Jul-2053, 5.50%, 07/01/53 FN 3140NLSY6 - - 11,050,667 $11,324,831 $11,324,831 0.17 $11,220,641
Ally Bank Auto Credit-Linked Notes, Series 2025-A C 4.844% 15-JUN-2033, 4.84%, 06/15/33 ABCLN 2025-A 02007G5F6 - - 11,259,601 $11,301,565 $11,301,565 0.17 $11,295,505
FNMA 30yr Pool#FS5818 4.500% 01-Oct-2050, 4.50%, 10/01/50 FN 3140XMPC4 - - 11,278,318 $11,208,866 $11,208,866 0.17 $11,112,588
FNMA 30yr Pool#FS5362 4.500% 01-Dec-2050, 4.50%, 12/01/50 FN 3140XL5Y0 - - 11,065,357 $11,056,869 $11,056,869 0.16 $10,902,756
FNMA 30yr Pool#FS7613 4.500% 01-May-2052, 4.50%, 05/01/52 FN 3140XPN70 - - 10,947,778 $10,985,014 $10,985,014 0.16 $10,812,193
FNMA 30yr Pool#FS7117 6.500% 01-Feb-2054, 6.50%, 02/01/54 FN 3140XN4B7 - - 10,047,026 $10,964,333 $10,964,333 0.16 $10,472,569
FHLMC 30yr Pool#SD5224 6.000% 01-Mar-2054, 6.00%, 03/01/54 FR 3132DSYV8 - - 10,223,922 $10,962,528 $10,962,528 0.16 $10,518,972
GS MTG-BKD TRUST 2025-CES2 A1, 5.18%, 09/25/55 GSMBS 2025-CES2 36273BAA7 - - 10,775,312 $10,862,393 $10,862,393 0.16 $10,787,972
FHLMC 30yr Pool#RA7104 4.500% 01-Feb-2051, 4.50%, 02/01/51 FR 3133KN3M3 - - 10,104,641 $10,568,138 $10,568,138 0.16 $9,942,977
Homeward Opportunities Fund Trust 2025-RRTL1 A1 5.476% 25-MAR-2040, 5.48%, 03/25/40 HOF 2025-RRTL1 437919AA1 - - 10,475,000 $10,556,472 $10,556,472 0.16 $10,518,231
FNMA 30yr Pool#BX0421 5.500% 01-Nov-2052, 5.50%, 11/01/52 FN 3140N4PF8 - - 9,944,287 $10,419,579 $10,419,579 0.15 $10,141,349
Huntington Bank Auto Credit-Linked Notes, Series 2024-1 B1 6.153% 20-MAY-2032, 6.15%, 05/20/32 HACLN 2024-1 44644NAA7 - - 10,173,542 $10,354,570 $10,354,570 0.15 $10,304,144
FNMA 30yr Pool#FS6662 4.000% 01-Oct-2051, 4.00%, 10/01/51 FN 3140XNML5 - - 10,602,895 $10,311,842 $10,311,842 0.15 $10,162,840
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-HQA4 M2 6.53279% 25-DEC-2041, 6.53%, 12/25/41 STACR 2021-HQA4 35564KNS4 - - 10,089,878 $10,258,127 $10,258,127 0.15 $10,216,014
FHLMC 30yr Pool#SL0869 4.500% 01-May-2053, 4.50%, 05/01/53 FR 31427M6F3 - - 10,292,507 $10,236,466 $10,236,466 0.15 $10,088,771
LHOME Mortgage Trust 2024-RTL3 A1 6.9% 25-MAY-2029, 6.90%, 05/25/29 LHOME 2024-RTL3 50205GAA0 - - 9,960,000 $10,099,284 $10,099,284 0.15 $10,053,468
A&D Mortgage Trust 2025-NQM2 A1 5.79% 25-JUN-2070, 5.79%, 06/25/70 ADMT 2025-NQM2 00250EAC0 - - 9,707,895 $9,863,585 $9,863,585 0.15 $9,788,640
FHLMC 30yr Pool#QH4373 6.000% 01-Nov-2053, 6.00%, 11/01/53 FR 3133CG2E6 - - 9,408,638 $9,827,600 $9,827,600 0.15 $9,740,920
FNMA 30yr Pool#FS2144 3.500% 01-Jun-2052, 3.50%, 06/01/52 FN 3140XHL21 - - 10,352,726 $9,785,010 $9,785,010 0.14 $9,673,300
FIGRE TRUST 2025 HE4 FLTG 2055 B, 5.61%, 07/25/55 FIGRE 2025-HE4 31684PAB8 - - 9,603,713 $9,722,972 $9,722,972 0.14 $9,651,162
FHLMC STACR REMIC TR 2025-DNA3 M1, 5.28%, 09/25/45 STACR 2025-DNA3 35564UAR8 - - 9,515,888 $9,539,690 $9,539,690 0.14 $9,507,573
FNMA 30yr Pool#DA0026 6.000% 01-Sep-2053, 6.00%, 09/01/53 FN 3140A0A41 - - 8,911,286 $9,536,603 $9,536,603 0.14 $9,178,388
RCKT Mortgage Trust 2024-CES9 A1B 5.683% 25-DEC-2044, 5.68%, 12/25/44 RCKT 2024-CES9 749426AB8 - - 9,284,823 $9,416,060 $9,416,060 0.14 $9,345,706
Rithm Capital Corp. 8.0% 01-APR-2029, 8.00%, 04/01/29 RITM 64828TAB8 - - 9,213,000 $9,413,195 $9,413,195 0.14 $9,314,923
LHOME Mortgage Trust 2024-RTL5 A2 5.751% 25-SEP-2039, 5.75%, 09/25/39 LHOME 2024-RTL5 50205WAB3 - - 9,325,000 $9,403,017 $9,403,017 0.14 $9,367,265
FNMA 30yr Pool#FA1287 4.500% 01-Jul-2053, 4.50%, 07/01/53 FN 3140W1ND1 - - 9,121,546 $9,318,616 $9,318,616 0.14 $8,954,673
CONNECTICUT AVENUE SECUR 5.95001% 45, 5.78%, 07/25/45 CAS 2025-R05 20753CAC4 - - 9,254,000 $9,302,675 $9,302,675 0.14 $9,268,486
Brean Asset Backed Securities Trust 2024-RM8 A1 4.5% 25-MAY-2064, 4.50%, 05/25/64 BABS 2024-RM8 10637YAA3 - - 9,395,450 $9,254,269 $9,254,269 0.14 $9,226,082
RCKT Mortgage Trust 2025-CES7 A1B 5.478% 25-JUL-2055, 5.48%, 07/25/55 RCKT 2025-CES7 74943AAB8 - - 9,138,803 $9,250,789 $9,250,789 0.14 $9,184,039
RCKT MORTGAGE TR 2025-CES8 A1A, 5.15%, 08/25/55 RCKT 2025-CES8 74939WAA8 - - 9,053,145 $9,155,424 $9,155,424 0.14 $9,093,287
FHLMC 30yr Pool#SD7417 5.500% 01-Jan-2055, 5.50%, 01/01/55 FR 3132DVG25 - - 8,606,651 $9,059,025 $9,059,025 0.13 $8,820,367
Freddie Mac Multiclass Certificates, Series 5164 FA 4.0% 25-NOV-2051, 4.00%, 11/25/51 FHR 5164 3137H3PY2 - - 9,765,290 $9,058,777 $9,058,777 0.13 $9,032,736
Saluda Grade Alternative Mortgage Trust 2023-RTL3 A1 8.0% 25-APR-2029, 8.00%, 04/25/29 GRADE 2023-RTL3 79583YAA2 - - 8,960,858 $9,010,655 $9,010,655 0.13 $8,915,072
FHLMC 30yr Pool#QY9874 6.000% 01-Aug-2055, 6.00%, 08/01/55 FR 31426U6L3 - - 8,651,707 $8,997,132 $8,997,132 0.13 $8,902,726
FHLMC 30yr Pool#QH1500 6.000% 01-Sep-2053, 6.00%, 09/01/53 FR 3133CDUZ5 - - 8,340,741 $8,893,626 $8,893,626 0.13 $8,635,308
Alterna Funding III A 6.26% 15-MAY-2039, 6.26%, 05/16/39 TAX 2024-1A 02157JAA3 - - 8,820,371 $8,837,432 $8,837,432 0.13 $8,831,297
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 $8,415,538 $8,415,538 0.12 $8,330,108
Fannie Mae REMIC Trust 2022-65 FB 4.98279% 25-SEP-2052, 4.98%, 09/25/52 FNR 2022-65 3136BPCQ2 - - 8,430,852 $8,379,480 $8,379,480 0.12 $8,351,474
FHLMC 30yr Pool#QX9929 6.000% 01-Apr-2055, 6.00%, 04/01/55 FR 31426HA78 - - 8,025,851 $8,344,692 $8,344,692 0.12 $8,267,791
PRPM 2025-RPL4 A1, 3.00%, 05/25/55 PRPM 2025-RPL4 74448NAA2 - - 8,708,852 $8,234,151 $8,234,151 0.12 $8,199,315
Freddie Mac Pool|5|11/01/2055, 5.00%, 11/01/55 FR 31427KC60 - - 8,241,043 $8,213,724 $8,213,724 0.12 $8,193,121
FHLMC 30yr Pool#QX0520 5.500% 01-Dec-2054, 5.50%, 12/01/54 FR 31425USJ5 - - 7,730,605 $8,023,414 $8,023,414 0.12 $7,851,808
COOPR Residential Mortgage Trust 2025-CES3 A1A 4.84% 25-SEP-2060, 4.84%, 09/25/60 COOPR 2025-CES3 216926AA3 - - 7,890,471 $7,910,597 $7,910,597 0.12 $7,859,677
ACHM Trust 2024-HE1 A 6.55% 25-MAY-2039, 6.55%, 05/25/39 ACHM 2024-HE1 00449TAA3 - - 7,641,861 $7,904,239 $7,904,239 0.12 $7,870,869
Fannie Mae Pool|5.5|05/01/2055, 5.50%, 05/01/55 FN 3140B9NM7 - - 7,726,277 $7,839,203 $7,839,203 0.12 $7,827,399
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 $7,787,729 $7,787,729 0.12 $7,782,520
FIGRE TRUST 2025-HE6 FLTG 2055 C, 5.25%, 09/25/55 FIGRE 2025-HE6 31684NAC1 - - 7,623,000 $7,648,961 $7,648,961 0.11 $7,595,651
RCKT Mortgage Trust 2024-CES1 A1B 6.325% 25-FEB-2044, 6.33%, 02/25/44 RCKT 2024-CES1 749424AB3 - - 7,426,229 $7,550,458 $7,550,458 0.11 $7,487,830
Connecticut Avenue Securities Trust 2025-R01 1M2 5.68279% 25-JAN-2045, 5.68%, 01/25/45 CAS 2025-R01 20755JAC7 - - 7,526,000 $7,531,355 $7,531,355 0.11 $7,504,031
RCKT MORTGAGE TRUST 2025 5.24863% 55, 5.25%, 08/25/55 RCKT 2025-CES8 74939WAB6 - - 7,449,862 $7,500,338 $7,500,338 0.11 $7,448,203
SALUDA GR ALT MTG TR 25 RRTL1 A1, 5.32%, 10/25/40 GRADE 2025-RRTL1 79582NAA7 - - 7,388,000 $7,422,109 $7,422,109 0.11 $7,369,704
Ally Bank Auto Credit-Linked Notes, Series 2025-A D 4.991% 15-JUN-2033, 4.99%, 06/15/33 ABCLN 2025-A 02007G5G4 - - 7,314,223 $7,325,702 $7,325,702 0.11 $7,321,646
Mello Mortgage Capital Acceptance 2024-SD1 A1 4.0% 25-APR-2054, 4.00%, 04/25/54 MELLO 58550DAA1 - - 7,379,026 $7,284,227 $7,284,227 0.11 $7,264,549
PRPM 2025-RCF3, LLC, 5.77%, 08/25/28 PRPM 2025-6 69395KAA1 - - 7,221,181 $7,272,735 $7,272,735 0.11 $7,217,141
FNMA 30yr Pool#FS4356 6.000% 01-May-2053, 6.00%, 05/01/53 FN 3140XKZW3 - - 6,513,525 $7,146,990 $7,146,990 0.11 $6,701,497
FNMA 30yr Pool#FS7397 6.000% 01-Mar-2054, 6.00%, 03/01/54 FN 3140XPGF0 - - 6,600,728 $7,141,695 $7,141,695 0.11 $6,790,898
FHLMC 30yr Pool#QG3912 5.500% 01-Jun-2053, 5.50%, 06/01/53 FR 3133C4KZ6 - - 6,858,546 $7,060,048 $7,060,048 0.10 $7,001,393
Structured Agency Credit Risk (STACR) Debt Notes, Series 2024-HQA1 M1 5.43279% 25-MAR-2044, 5.43%, 03/25/44 STACR 2024-HQA1 M1 35564NBX0 - - 6,946,521 $6,970,246 $6,970,246 0.10 $6,946,135
LHOME Mortgage Trust 2024-RTL4 A2 6.092% 25-JUL-2039, 6.09%, 07/25/39 LHOME 2024-RTL4 50205PAB8 - - 6,870,000 $6,919,069 $6,919,069 0.10 $6,891,167
FHLMC 30yr Pool#SD5223 6.000% 01-Apr-2054, 6.00%, 04/01/54 FR 3132DSYU0 - - 6,538,784 $6,908,940 $6,908,940 0.10 $6,727,170
FNMA 30yr Pool#DD5556 6.000% 01-Mar-2055, 6.00%, 03/01/55 FN DD5556 MTGE 3140B6E68 - - 6,411,382 $6,864,011 $6,864,011 0.10 $6,597,401
FNMA 30yr Pool#DB4017 6.000% 01-May-2054, 6.00%, 05/01/54 FN 3140ADPB1 - - 6,226,758 $6,854,338 $6,854,338 0.10 $6,406,154
FIGRE TRUST 2025-HE6 FLTG 2055 B, 5.14%, 09/25/55 FIGRE 2025-HE6 31684NAB3 - - 6,719,000 $6,741,037 $6,741,037 0.10 $6,694,953
Brean Asset Backed Securities Trust 2024-RM9 A1 5.0% 25-SEP-2064, 5.00%, 09/25/64 BABS 2024-RM9 10638DAA8 - - 6,750,458 $6,736,154 $6,736,154 0.10 $6,713,652
FHLMC 30yr Pool#QH7040 6.000% 01-Dec-2053, 6.00%, 12/01/53 FR 3133CKZD3 - - 6,468,188 $6,720,641 $6,720,641 0.10 $6,662,063
FIGRE TRUST 2025-HE4 5.408% 55, 5.41%, 07/25/55 FIGRE 2025-HE4 31684PAA0 - - 6,573,735 $6,680,367 $6,680,367 0.10 $6,618,649
FNMA 30yr Pool#FM4129 4.000% 01-Sep-2050, 4.00%, 09/01/50 FN 3140X7ST7 - - 6,708,879 $6,512,501 $6,512,501 0.10 $6,430,438
PRET 2025-RPL2 Trust A1 4.0% 25-FEB-2065, 4.00%, 08/25/64 PRET 2025-RPL2 69392LAA2 - - 6,591,675 $6,509,955 $6,509,955 0.10 $6,474,799
EFMT 2025-RTL1|5.221|11/25/2040, 5.22%, 11/25/40 EFMT 2025-RTL1 26846FAA7 - - 6,512,000 $6,506,139 $6,506,139 0.10 $6,505,195
RCKT MORT 2025-CES9 FLT 2055 A1A, 4.79%, 09/25/55 RCKT 2025-CES9 74942JAA2 - - 6,442,479 $6,485,575 $6,485,575 0.10 $6,426,867
FNMA 30yr Pool#DA1456 5.500% 01-Sep-2053, 5.50%, 09/01/53 FN 3140A1TN7 - - 6,314,396 $6,468,822 $6,468,822 0.10 $6,411,007
Connecticut Avenue Securities Trust 2022-R01 1B2 10.18279% 25-DEC-2041, 10.18%, 12/25/41 CAS 2022-R01 20754LAJ8 - - 6,153,382 $6,452,698 $6,452,698 0.10 $6,412,666
LHOME Mortgage Trust 2024-RTL1 A1 7.017% 25-JAN-2029, 7.02%, 01/25/29 LHOME 2024-RTL1 50205DAA7 - - 6,341,000 $6,394,434 $6,394,434 0.09 $6,364,771
Huntington Bank Auto Credit-Linked Notes, Series 2025-1 B 4.957% 20-MAR-2033, 4.96%, 03/21/33 HACLN 2025-1 446438SX2 - - 6,243,020 $6,288,895 $6,288,895 0.09 $6,263,965
FNMA 30yr Pool#DC7015 5.500% 01-Dec-2054, 5.50%, 12/01/54 FN 3140AUYM9 - - 5,940,731 $6,218,610 $6,218,610 0.09 $6,033,872
FNMA 30yr Pool#DA1468 6.000% 01-Sep-2053, 6.00%, 09/01/53 FN 3140A1T23 - - 5,916,825 $6,180,360 $6,180,360 0.09 $6,125,788
FNMA 30yr Pool#BY0337 6.500% 01-May-2053, 6.50%, 05/01/53 FN 3140NGLT5 - - 5,479,423 $6,140,688 $6,140,688 0.09 $5,705,151
Oceanview Mortgage Trust 2025-Inv4|4.99888|12/25/2055, 5.00%, 12/25/55 BVINV 2025-4 67647DAU3 - - 6,131,000 $6,131,000 $6,131,000 0.09 $6,131,000
PRPM 2025-RPL3 A1 3.25% 25-APR-2055, 3.25%, 04/25/55 PRPM 2025-RPL3 69392NAA8 - - 6,340,491 $6,129,950 $6,129,950 0.09 $6,102,474
Connecticut Avenue Securities Trust 2025-R04 25-MAY-2045, 5.38%, 05/25/45 CAS 2025-R04 20755TAB7 - - 6,101,775 $6,124,925 $6,124,925 0.09 $6,103,941
FHLMC 30yr Pool#SD3018 5.500% 01-May-2053, 5.50%, 05/01/53 FR 3132DQK70 - - 5,873,776 $6,121,876 $6,121,876 0.09 $5,971,435
FNMA 30yr Pool#FM7479 4.500% 01-Jan-2050, 4.50%, 01/01/50 FN 3140XBJZ4 - - 6,065,763 $6,077,463 $6,077,463 0.09 $5,990,640
FHLMC 30yr Pool#SD3813 6.000% 01-Jul-2053, 6.00%, 07/01/53 FR 3132E0GW6 - - 5,535,942 $5,873,893 $5,873,893 0.09 $5,713,035
FNMA 30yr Pool#DE7796 6.000% 01-Aug-2055, 6.00%, 08/01/55 FN 3140BLUW0 - - 5,652,947 $5,868,890 $5,868,890 0.09 $5,816,960
FNMA 30yr Pool#FS1578 4.000% 01-Oct-2050, 4.00%, 10/01/50 FN 3140XGXG9 - - 6,009,438 $5,865,294 $5,865,294 0.09 $5,780,487
FHLMC 30yr Pool#QH4638 6.000% 01-Nov-2053, 6.00%, 11/01/53 FR 3133CHEK7 - - 5,590,364 $5,838,656 $5,838,656 0.09 $5,787,798
Connecticut Avenue Securities Trust 2025-R01 1M1 5.28279% 25-JAN-2045, 5.28%, 01/25/45 CAS 2025-R01 20755JAB9 - - 5,731,336 $5,754,448 $5,754,448 0.09 $5,735,104
MS RES MTG LN TR 2025-SPL1 A1, 4.25%, 02/25/65 MSRM 2025-SPL1 617946AA6 - - 5,837,374 $5,745,811 $5,745,811 0.09 $5,712,732
FNMA 30yr Pool#FS0088 4.000% 01-Mar-2050, 4.00%, 03/01/50 FN 3140XFC25 - - 5,844,157 $5,709,049 $5,709,049 0.08 $5,635,844
FHLMC 30yr Pool#SD2606 4.500% 01-Sep-2051, 4.50%, 09/01/51 FR 3132DP3P1 - - 5,634,445 $5,659,355 $5,659,355 0.08 $5,544,299
RCKT Mortgage Trust 2025-CES10 A1A 4.894% 25-OCT-2055, 4.89%, 11/25/55 RCKT 2025-CES10 74939LAA2 - - 5,450,000 $5,478,306 $5,478,306 0.08 $5,442,743
FHLMC 30yr Pool#QJ9072 6.000% 01-Nov-2054, 6.00%, 11/01/54 FR 3133D1CH0 - - 5,132,504 $5,434,828 $5,434,828 0.08 $5,280,374
FHLMC 30yr Pool#QH2242 5.500% 01-Sep-2053, 5.50%, 09/01/53 FR 3133CEP30 - - 4,974,418 $5,432,198 $5,432,198 0.08 $5,050,527
LHOME Mortgage Trust 2024-RTL2 A1 7.128% 25-MAR-2029, 7.13%, 03/25/29 LHOME 50205JAA4 - - 5,293,684 $5,354,118 $5,354,118 0.08 $5,328,962
FHLMC 30yr Pool#QH4473 6.000% 01-Nov-2053, 6.00%, 11/01/53 FR 3133CG6J1 - - 5,103,938 $5,347,451 $5,347,451 0.08 $5,284,192
BX Trust 2021-SDMF A 4.736% 15-SEP-2034, 4.66%, 09/15/34 BX 2021-SDMF 12434CAA2 - - 5,355,350 $5,333,947 $5,333,947 0.08 $5,331,172
PRPM 2025 RCF4 LLC 4.5% 55, 4.50%, 08/25/55 PRPM 2025-RCF4 69382WAA0 - - 5,331,211 $5,314,704 $5,314,704 0.08 $5,282,717
TOWD POINT MORTGAGE TRUST 2 5.75% 65, 5.40%, 08/25/65 TPMT 2025-CES3 891949BV0 - - 5,269,755 $5,303,532 $5,303,532 0.08 $5,265,590
RCKT Mortgage Trust 2025-CES6 A1A 5.472% 25-JUN-2055, 5.47%, 06/25/55 RCKT 2025-CES6 748949AA2 - - 5,140,601 $5,238,164 $5,238,164 0.08 $5,183,915
FNMA 30yr Pool#CA0706 4.000% 01-Nov-2047, 4.00%, 11/01/47 FN 3140Q7YC5 - - 5,361,784 $5,234,494 $5,234,494 0.08 $5,157,918
FNMA 30yr Pool#BX5986 5.500% 01-Mar-2053, 5.50%, 03/01/53 FN 3140NAUL5 - - 4,953,234 $5,137,562 $5,137,562 0.08 $5,092,366
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 $5,074,736 $5,074,736 0.08 $5,071,192
FHLMC 30yr Pool#QF9863 5.500% 01-Mar-2053, 5.50%, 03/01/53 FR 3133BX5Y3 - - 4,810,381 $4,971,825 $4,971,825 0.07 $4,929,770
ABL 2024-RTL1 A2 7.457% 25-SEP-2029, 7.46%, 09/25/29 ABL 2024-RTL1 00092EAB4 - - 4,840,000 $4,863,017 $4,863,017 0.07 $4,838,956
FNMA 30yr Pool#DA5019 6.500% 01-Nov-2053, 6.50%, 11/01/53 FN 3140A5SH2 - - 4,589,891 $4,860,619 $4,860,619 0.07 $4,816,589
FNMA 30yr Pool#DE9377 6.000% 01-Sep-2055, 6.00%, 09/01/55 FN 3140BNM39 - - 4,636,347 $4,858,466 $4,858,466 0.07 $4,754,548
FHLMC 30yr Pool#QZ1060 6.000% 01-Aug-2055, 6.00%, 08/01/55 FR 31426XFA1 - - 4,688,119 $4,852,928 $4,852,928 0.07 $4,807,640
Ginnie Mae REMIC Trust 2023-116 LF 5.68881% 20-AUG-2053, 5.48%, 08/20/53 GNR 2023-116 38384EFT7 - - 4,799,867 $4,844,231 $4,844,231 0.07 $4,823,027
U.S. Bank Auto Credit Linked Notes, Series 2023-1 B 6.789% 25-AUG-2032, 6.79%, 08/25/32 USCLN 2023-1 90357PAV6 - - 4,696,288 $4,763,548 $4,763,548 0.07 $4,742,292
Homeward Opportunities Fund Trust 2025-RRTL2 A1 5.237% 25-AUG-2040, 5.24%, 09/25/40 HOF 2025-RRTL2 437923AA3 - - 4,682,000 $4,711,100 $4,711,100 0.07 $4,694,754
FHLMC 30yr Pool#QX6719 6.000% 01-Feb-2055, 6.00%, 02/01/55 FR 31426CPD0 - - 4,359,840 $4,637,522 $4,637,522 0.07 $4,486,336
FHLMC 30yr Pool#RA1100 4.000% 01-Jul-2049, 4.00%, 07/01/49 FR 3133KGGH5 - - 4,693,810 $4,630,152 $4,630,152 0.07 $4,498,948
FNMA 30yr Pool#DD3307 6.000% 01-Feb-2055, 6.00%, 02/01/55 FN DD3307 MTGE 3140B3U91 - - 4,363,938 $4,620,512 $4,620,512 0.07 $4,490,553
FNMA 30yr Pool#BX9326 5.500% 01-Mar-2053, 5.50%, 03/01/53 FN 3140NELG8 - - 4,458,573 $4,607,509 $4,607,509 0.07 $4,569,230
FIGRE TRUST 2025-FL1 5.265% 55, 5.26%, 07/25/55 FIGRE 2025-FL1 31684QAA8 - - 4,557,704 $4,595,464 $4,595,464 0.07 $4,563,469
FIGRE Trust 2025-HE3 B 5.71% 25-MAY-2055, 5.71%, 05/25/55 FIGRE 2025-HE3 31684LAB7 - - 4,519,268 $4,584,077 $4,584,077 0.07 $4,549,670
RCKT Mortgage Trust 2024-CES6 A1B 5.546% 25-SEP-2044, 5.55%, 09/25/44 RCKT 2024-CES6 749410AB2 - - 4,532,232 $4,578,868 $4,578,868 0.07 $4,545,354
FNMA 30yr Pool#FS3246 5.500% 01-Nov-2052, 5.50%, 11/01/52 FN 3140XJTC7 - - 4,368,617 $4,564,815 $4,564,815 0.07 $4,489,715
Affirm Asset Securitization Trust 2025-X2 C 4.93% 15-OCT-2030, 4.93%, 10/15/30 AFFRM 2025-X2 00835DAC6 - - 4,500,000 $4,500,003 $4,500,003 0.07 $4,499,387
FHLMC 30yr Pool#QH2259 6.000% 01-Sep-2053, 6.00%, 09/01/53 FR 3133CEQL9 - - 4,305,330 $4,475,956 $4,475,956 0.07 $4,434,376
FHLMC 30yr Pool#QH0826 5.500% 01-Sep-2053, 5.50%, 09/01/53 FR 3133CC4K9 - - 4,201,314 $4,353,749 $4,353,749 0.06 $4,317,624
FNMA 30yr Pool#BX0419 5.500% 01-Nov-2052, 5.50%, 11/01/52 FN 3140N4PD3 - - 4,230,609 $4,343,996 $4,343,996 0.06 $4,306,672
Connecticut Avenue Securities Trust 2022-R07 1M2 8.83279% 25-JUN-2042, 8.83%, 06/25/42 CAS 2022-R07 20754MCB1 - - 4,087,000 $4,331,753 $4,331,753 0.06 $4,308,690
FIGRE Trust 2025-HE3 C 5.91% 25-MAY-2055, 5.91%, 05/25/55 FIGRE 2025-HE3 31684LAC5 - - 4,248,112 $4,317,662 $4,317,662 0.06 $4,284,187
FNMA 30yr Pool#CB2907 3.500% 01-Feb-2052, 3.50%, 02/01/52 FN 3140QNGR7 - - 4,492,241 $4,297,810 $4,297,810 0.06 $4,199,415
FHLMC 30yr Pool#QF7280 5.500% 01-Jan-2053, 5.50%, 01/01/53 FR 3133BVCR4 - - 4,070,019 $4,248,611 $4,248,611 0.06 $4,185,036
RCKT Mortgage Trust 2023-CES1 A1A 6.515% 25-JUN-2043, 6.51%, 06/25/43 RCKT 74935WAA2 - - 4,190,511 $4,242,959 $4,242,959 0.06 $4,206,557
FNMA 30yr Pool#BX6124 6.500% 01-Jan-2053, 6.50%, 01/01/53 FN 3140NAYW7 - - 3,953,714 $4,198,412 $4,198,412 0.06 $4,159,962
SREIT Commercial Mortgage Trust 2021-MFP B 5.2268% 15-NOV-2038, 5.15%, 11/15/38 SREIT 2021-MFP 78472UAC2 - - 4,194,208 $4,187,840 $4,187,840 0.06 $4,185,438
FHLMC 30yr Pool#QH5204 6.500% 01-Nov-2053, 6.50%, 11/01/53 FR 3133CHX91 - - 3,950,092 $4,183,597 $4,183,597 0.06 $4,145,190
Fannie Mae REMIC Trust 2020-98 AI 3.5% 25-JAN-2061, 3.50%, 01/25/61 FNR 2020-98 3136BDLE6 - - 18,752,052 $4,155,484 $4,155,484 0.06 $4,067,564
FNMA 30yr Pool#DE7795 6.000% 01-Aug-2055, 6.00%, 08/01/55 FN 3140BLUV2 - - 3,985,860 $4,148,401 $4,148,401 0.06 $4,104,183
Connecticut Avenue Securities Trust 2024-R06 1M2 5.78279% 25-SEP-2044, 5.78%, 09/25/44 CAS 2024-R06 20755RAC9 - - 4,125,699 $4,146,710 $4,146,710 0.06 $4,131,468
FNMA 30yr Pool#DA5072 6.500% 01-Nov-2053, 6.50%, 11/01/53 FN 3140A5T65 - - 3,937,489 $4,146,550 $4,146,550 0.06 $4,105,966
EASY STREET MORTGAGE LN 5.606%40 A1, 5.61%, 10/25/40 EASY 2025-RTL2 27786YAA6 - - 4,100,000 $4,108,630 $4,108,630 0.06 $4,099,691
FNMA 30yr Pool#BW6314 5.500% 01-Aug-2052, 5.50%, 08/01/52 FN 3140MYAQ5 - - 3,961,660 $4,079,423 $4,079,423 0.06 $4,041,703
FHLMC 30yr Pool#QI8221 6.000% 01-Jun-2054, 6.00%, 06/01/54 FR 3133WFD20 - - 3,640,089 $4,069,847 $4,069,847 0.06 $3,744,961
LHOME MORTGAGE TR 2025-RTL3 A1, 5.24%, 08/25/40 LHOME 2025-RTL3 50205YAA1 - - 4,000,000 $4,028,726 $4,028,726 0.06 $4,014,755
RCKT Mortgage Trust 2025-CES2 A1B 5.603% 25-FEB-2055, 5.60%, 02/25/55 RCKT 2025-CES2 74942BAB7 - - 3,903,263 $3,955,353 $3,955,353 0.06 $3,926,193
FNMA 30yr Pool#FS2135 4.000% 01-Nov-2049, 4.00%, 11/01/49 FN 3140XHLR6 - - 4,043,696 $3,944,731 $3,944,731 0.06 $3,880,558
Connecticut Avenue Securities Trust 2024-R02 1M1 5.28279% 25-FEB-2044, 5.28%, 02/25/44 CAS 2024-R02 20754GAA8 - - 3,798,833 $3,816,811 $3,816,811 0.06 $3,803,990
FHLMC 30yr Pool#QX5273 6.000% 01-Feb-2055, 6.00%, 02/01/55 FR 31426A2F4 - - 3,547,865 $3,795,432 $3,795,432 0.06 $3,650,080
FNMA 30yr Pool#BY0335 6.000% 01-May-2053, 6.00%, 05/01/53 FN 3140NGLR9 - - 3,668,418 $3,792,819 $3,792,819 0.06 $3,754,872
FNMA 30yr Pool#FS2713 4.500% 01-Oct-2050, 4.50%, 10/01/50 FN 3140XJAP8 - - 3,707,205 $3,741,888 $3,741,888 0.06 $3,661,293
FHLMC 30yr Pool#QH7549 6.000% 01-Dec-2053, 6.00%, 12/01/53 FR 3133CLL61 - - 3,504,817 $3,642,999 $3,642,999 0.05 $3,609,869
FHLMC 30yr Pool#QH1144 5.500% 01-Sep-2053, 5.50%, 09/01/53 FR 3133CDHV9 - - 3,504,214 $3,632,445 $3,632,445 0.05 $3,600,942
FNMA 30yr Pool#FM7031 4.000% 01-Jan-2051, 4.00%, 01/01/51 FN 3140XAY55 - - 3,642,073 $3,545,063 $3,545,063 0.05 $3,490,915
FHLMC 30yr Pool#QH6041 5.500% 01-Dec-2053, 5.50%, 12/01/53 FR 3133CJWA5 - - 3,422,278 $3,513,992 $3,513,992 0.05 $3,484,297
FHLMC 30yr Pool#QF7810 5.500% 01-Jan-2053, 5.50%, 01/01/53 FR 3133BVVB8 - - 3,364,787 $3,488,874 $3,488,874 0.05 $3,459,335
FHLMC 30yr Pool#QZ3837 6.000% 01-Sep-2055, 6.00%, 09/01/55 FR 31427BHP3 - - 3,367,446 $3,487,847 $3,487,847 0.05 $3,453,296
FINANCE OF AMERICA STRUCTURE 3.5% 74, 3.50%, 02/25/74 FASST 2024-S1 31740RAB6 - - 3,548,232 $3,486,548 $3,486,548 0.05 $3,478,269
FHLMC 30yr Pool#SD1416 4.500% 01-Dec-2048, 4.50%, 12/01/48 FR 3132DNSD6 - - 3,490,084 $3,476,231 $3,476,231 0.05 $3,446,861
Flagship Credit Auto Trust 2023-1 B 5.05% 15-FEB-2028, 5.05%, 01/18/28 FCAT 2023-1 337955AG3 - - 3,465,690 $3,463,934 $3,463,934 0.05 $3,461,989
FNMA 30yr Pool#BX9422 5.500% 01-Mar-2053, 5.50%, 03/01/53 FN 3140NEPG4 - - 3,288,873 $3,429,178 $3,429,178 0.05 $3,339,727
FNMA 30yr Pool#DA3549 6.500% 01-Oct-2053, 6.50%, 10/01/53 FN 3140A35K5 - - 3,233,732 $3,426,922 $3,426,922 0.05 $3,393,448
FNMA 30yr Pool#BX8700 5.500% 01-Mar-2053, 5.50%, 03/01/53 FN 3140NDU21 - - 3,290,977 $3,389,925 $3,389,925 0.05 $3,360,017
FNMA 30yr Pool#DA0036 6.500% 01-Sep-2053, 6.50%, 09/01/53 FN 3140A0BE8 - - 2,429,889 $3,359,054 $3,359,054 0.05 $2,533,859
FNMA 30yr Pool#FM1540 4.000% 01-Sep-2049, 4.00%, 09/01/49 FN 3140X4WA0 - - 3,441,916 $3,334,567 $3,334,567 0.05 $3,299,026
Bayview Opportunity Master Fund VII Trust 2024-CAR1 B 5.48279% 25-DEC-2031, 5.48%, 12/26/31 BVCLN 2024-CAR1 07336QAB8 - - 3,289,818 $3,309,412 $3,309,412 0.05 $3,297,888
FNMA 30yr Pool#MA4026 4.000% 01-May-2050, 4.00%, 05/01/50 FN 31418DPL0 - - 3,392,272 $3,284,248 $3,284,248 0.05 $3,243,652
FHLMC 30yr Pool#SD1111 4.000% 01-Jun-2050, 4.00%, 06/01/50 FR 3132DNGU1 - - 3,219,393 $3,143,490 $3,143,490 0.05 $3,108,465
FNMA 30yr Pool#BV5379 3.000% 01-Apr-2052, 3.00%, 04/01/52 FN 3140MJ6R1 - - 3,435,043 $3,128,804 $3,128,804 0.05 $3,080,289
FHLMC 30yr Pool#QZ4951 6.000% 01-Oct-2055, 6.00%, 10/01/55 FR 31427CQD8 - - 3,004,290 $3,120,057 $3,120,057 0.05 $3,080,882
FNMA 30yr Pool#MA4056 4.000% 01-Jun-2050, 4.00%, 06/01/50 FN 31418DQJ4 - - 3,150,762 $3,058,622 $3,058,622 0.05 $3,012,722
Gracie Point International Funding, Series 2024-1 B 6.45559% 01-MAR-2028, 6.46%, 03/01/28 GPIF 2024-1A 38410KAB5 - - 3,007,000 $3,052,391 $3,052,391 0.05 $3,010,332
FHLMC 30yr Pool#QG2539 6.500% 01-May-2053, 6.50%, 05/01/53 FR 3133C2ZC5 - - 2,889,955 $3,020,526 $3,020,526 0.04 $2,992,636
FHLMC 30yr Pool#SD6905 6.000% 01-Nov-2054, 6.00%, 11/01/54 FR 3132DUU62 - - 2,868,447 $3,013,348 $3,013,348 0.04 $2,954,495
FHLMC 30yr Pool#QE6404 5.500% 01-Jul-2052, 5.50%, 07/01/52 FR 3133BGDH8 - - 2,915,653 $3,001,942 $3,001,942 0.04 $2,974,939
BX Trust 2021-BXMF C 5.33827% 15-OCT-2038, 5.26%, 10/15/26 BX 2021-BXMF 05609RAJ3 - - 2,958,012 $2,952,319 $2,952,319 0.04 $2,950,589
FHLMC 30yr Pool#QZ4131 6.000% 01-Sep-2055, 6.00%, 09/01/55 FR 31427BSV8 - - 2,839,878 $2,937,835 $2,937,835 0.04 $2,911,491
Fannie Mae Pool|4|03/01/2050, 4.00%, 03/01/50 FN 3140X8S24 - - 2,997,621 $2,920,777 $2,920,777 0.04 $2,876,686
Chase Mortgage Reference Notes, Series 2021-CL1 M1 5.38279% 25-FEB-2050, 5.38%, 02/25/50 CHASE 2021-CL1 46591HBX7 - - 2,942,743 $2,914,145 $2,914,145 0.04 $2,903,699
GWT Commercial Mortgage Trust 2024-WLF2 A 5.72341% 15-MAY-2041, 5.65%, 05/15/41 GWT 2024-WLF2 362414AA2 - - 2,900,000 $2,903,812 $2,903,812 0.04 $2,901,992
FNMA 30yr Pool#MA3496 4.500% 01-Oct-2048, 4.50%, 10/01/48 FN 31418C3E2 - - 2,896,413 $2,902,167 $2,902,167 0.04 $2,860,542
FNMA 30yr Pool#BV5393 3.500% 01-Apr-2052, 3.50%, 04/01/52 FN 3140MJ7F6 - - 2,970,528 $2,877,142 $2,877,142 0.04 $2,774,021
FIGRE Trust 2024-HE4 B 5.252% 25-SEP-2054, 5.25%, 09/25/54 FIGRE 2024-HE4 31684UAB7 - - 2,852,122 $2,868,031 $2,868,031 0.04 $2,858,045
FHLMC 30yr Pool#QE8542 5.500% 01-Aug-2052, 5.50%, 08/01/52 FR 3133BJP30 - - 2,704,851 $2,856,899 $2,856,899 0.04 $2,759,851
FHLMC 30yr Pool#SD2897 5.500% 01-May-2053, 5.50%, 05/01/53 FR 3132DQGE0 - - 2,722,972 $2,822,625 $2,822,625 0.04 $2,768,391
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 $2,780,567 $2,780,567 0.04 $2,767,548
RCKT MORTGAGE TRUST 2025-CE 5.16% 34, 5.16%, 07/25/34 RCKTL 2025-1A 74939RAC5 - - 2,750,000 $2,763,871 $2,763,871 0.04 $2,755,200
FNMA 30yr Pool#DE2839 6.000% 01-Jun-2055, 6.00%, 06/01/55 FN 3140BFEM3 - - 2,656,508 $2,759,685 $2,759,685 0.04 $2,735,369
FHLMC 30yr Pool#SL0335 5.500% 01-Feb-2055, 5.50%, 02/01/55 FR 31427MLR0 - - - $2,759,550 $2,759,550 0.04 $0
FNMA 30yr Pool#DA1511 5.500% 01-Oct-2053, 5.50%, 10/01/53 FN 3140A1VD6 - - 2,633,765 $2,697,776 $2,697,776 0.04 $2,673,991
FHLMC 30yr Pool#QF9276 5.500% 01-Mar-2053, 5.50%, 03/01/53 FR 3133BXJV4 - - 2,571,959 $2,666,732 $2,666,732 0.04 $2,644,411
FHLMC 30yr Pool#Q57869 4.000% 01-Aug-2048, 4.00%, 08/01/48 FG 3132Y1W79 - - 2,744,762 $2,642,545 $2,642,545 0.04 $2,637,056
FNMA 30yr Pool#DA3538 6.000% 01-Oct-2053, 6.00%, 10/01/53 FN 3140A34Y6 - - 2,128,171 $2,639,853 $2,639,853 0.04 $2,191,959
Ally Bank Auto Credit-Linked Notes, Series 2024-A C 6.022% 15-MAY-2032, 6.02%, 05/17/32 ABCLN 2024-A 02007GZ63 - - 2,598,001 $2,632,276 $2,632,276 0.04 $2,630,537
RAM 2024-1 A 5.95% 15-FEB-2039, 6.67%, 02/15/39 RAM 2024-1 751313AA5 - - 2,612,802 $2,616,135 $2,616,135 0.04 $2,614,198
FHLMC 30yr Pool#SD3523 3.000% 01-Jun-2052, 3.00%, 06/01/52 FR 3132DQ4G8 - - 2,805,820 $2,522,878 $2,522,878 0.04 $2,505,618
FHLMC 30yr Pool#QF0488 5.500% 01-Sep-2052, 5.50%, 09/01/52 FR 3133BMRH0 - - 2,426,491 $2,510,332 $2,510,332 0.04 $2,475,517
Ginnie Mae REMIC Trust 2017-163 LO 0.0% 16-MAY-2041, 0.00%, 05/16/41 GNR 2017-163 38380KNA9 - - 3,253,569 $2,492,975 $2,492,975 0.04 $2,492,975
Saluda Grade Alternative Mortgage Trust 2024-FIG5 B 6.603% 25-APR-2054, 6.60%, 04/25/54 GRADE 2024-FIG5 79582MAB7 - - 2,443,144 $2,484,922 $2,484,922 0.04 $2,463,413
FHLMC 30yr Pool#QY9883 6.000% 01-Aug-2055, 6.00%, 08/01/55 FR 31426U6V1 - - 2,389,173 $2,482,780 $2,482,780 0.04 $2,460,098
BX Trust 2021-BXMF G 7.496513% 15-OCT-2038, 7.42%, 10/15/26 BX 2021-BXMF 05609RAS3 - - 2,488,884 $2,480,692 $2,480,692 0.04 $2,478,639
Connecticut Avenue Securities, Series 2021-R01 1M2 5.73279% 25-OCT-2041, 5.73%, 10/25/41 CAS 2021-R01 20754RAB2 - - 2,457,760 $2,475,211 $2,475,211 0.04 $2,466,210
FNMA 30yr Pool#BY8533 6.500% 01-Aug-2053, 6.50%, 08/01/53 FN 3140NRPT7 - - 2,311,201 $2,432,822 $2,432,822 0.04 $2,410,092
FNMA 30yr Pool#BY5913 5.500% 01-Sep-2053, 5.50%, 09/01/53 FN 3140NNSB2 - - 2,326,748 $2,410,856 $2,410,856 0.04 $2,389,220
PRPM 2024-RCF2 A1 3.75% 25-MAR-2054, 3.75%, 03/25/54 PRPM 2024-RCF2 693987AA7 - - 2,429,903 $2,392,680 $2,392,680 0.04 $2,386,605
PRPM 2025-RCF3 LLC 5.25% 55, 5.25%, 07/25/55 PRPM 2025-RCF3 69392PAB1 - - 2,380,125 $2,388,480 $2,388,480 0.04 $2,371,820
FNMA 30yr Pool#DD4221 6.000% 01-Feb-2055, 6.00%, 02/01/55 FN DD4221 MTGE 3140B4VP2 - - 2,202,888 $2,382,111 $2,382,111 0.04 $2,266,802
FNMA 30yr Pool#DF0313 6.000% 01-Sep-2055, 6.00%, 09/01/55 FN 3140BQK34 - - 2,300,611 $2,381,866 $2,381,866 0.04 $2,359,264
Connecticut Avenue Securities Trust 2022-R08 1M2 7.78279% 25-JUL-2042, 7.78%, 07/25/42 CAS 2022-R08 20755DAB2 - - 2,220,000 $2,317,536 $2,317,536 0.03 $2,306,498
FNMA 30yr Pool#FS7252 5.000% 01-Nov-2053, 5.00%, 11/01/53 FN 3140XPBW8 - - - $2,301,575 $2,301,575 0.03 $0
FHLMC 30yr Pool#QI4878 6.000% 01-Apr-2054, 6.00%, 04/01/54 FR 3133WBM37 - - 2,018,229 $2,290,892 $2,290,892 0.03 $2,076,375
Santander Bank Auto Credit-Linked Notes, Series 2024-A B 5.622% 15-JUN-2032, 5.62%, 06/15/32 SBCLN 2024-A 80290CCJ1 - - 2,208,881 $2,237,990 $2,237,990 0.03 $2,236,611
FHF Trust 2024-1 (First Help Financial) A2 5.69% 15-FEB-2030, 5.69%, 02/15/30 FHF 2024-1A 31568AAB2 - - 2,167,974 $2,177,698 $2,177,698 0.03 $2,176,327
FHLMC 30yr Pool#QG2543 5.500% 01-May-2053, 5.50%, 05/01/53 FR 3133C2ZG6 - - 2,071,117 $2,128,583 $2,128,583 0.03 $2,109,229
FNMA 30yr Pool#FS3001 4.000% 01-Oct-2051, 4.00%, 10/01/51 FN 3140XJKP7 - - 2,156,623 $2,097,893 $2,097,893 0.03 $2,067,116
FNMA 30yr Pool#BP1500 3.000% 01-May-2050, 3.00%, 05/01/50 FN 3140K8U25 - - 2,294,944 $2,090,303 $2,090,303 0.03 $2,075,357
FIGRE Trust 2024-HE1 B 6.506% 25-MAR-2054, 6.51%, 03/25/54 FIGRE 2024-HE1 31684HAB6 - - 2,020,763 $2,080,285 $2,080,285 0.03 $2,071,520
FHLMC 30yr Pool#QX7432 6.000% 01-Feb-2055, 6.00%, 02/01/55 FR 31426DHJ4 - - 1,978,928 $2,059,502 $2,059,502 0.03 $2,036,344
Chase Mortgage Reference Notes, Series 2020-CL1 M2 6.60551% 25-OCT-2057, 6.61%, 10/25/57 CHASE 2020-CL1 46591HAH3 - - 1,983,012 $2,048,372 $2,048,372 0.03 $2,040,004
FNMA 30yr Pool#FS1640 4.000% 01-Apr-2052, 4.00%, 04/01/52 FN 3140XGZE2 - - 2,120,115 $2,045,897 $2,045,897 0.03 $2,030,835
FNMA 30yr Pool#CA7849 4.500% 01-Oct-2050, 4.50%, 10/01/50 FN 3140QFWK1 - - 2,031,440 $2,018,370 $2,018,370 0.03 $2,001,589
FNMA 30yr Pool#BY0338 6.500% 01-May-2053, 6.50%, 05/01/53 FN 3140NGLU2 - - 1,911,051 $2,008,991 $2,008,991 0.03 $1,989,987
FNMA 30yr Pool#BW0972 4.500% 01-Jul-2052, 4.50%, 07/01/52 FN 3140MSCJ2 - - 1,971,173 $1,951,938 $1,951,938 0.03 $1,936,651
Foundation Finance Trust 2023-2 A 6.53% 15-JUN-2049, 6.53%, 06/15/49 FFIN 2023-2A 35042RAA4 - - 1,874,984 $1,946,982 $1,946,982 0.03 $1,935,419
FHLMC 30yr Pool#SI2017 4.000% 01-Dec-2048, 4.00%, 12/01/48 FR 3133USG21 - - 2,011,158 $1,946,078 $1,946,078 0.03 $1,930,033
FNMA 30yr Pool#BX8072 5.500% 01-Mar-2053, 5.50%, 03/01/53 FN 3140NC6J3 - - 1,873,093 $1,935,455 $1,935,455 0.03 $1,919,581
FHLMC 30yr Pool#QH7013 6.500% 01-Dec-2053, 6.50%, 12/01/53 FR 3133CKYJ1 - - 1,767,878 $1,925,820 $1,925,820 0.03 $1,843,522
FNMA 30yr Pool#DF0998 6.000% 01-Oct-2055, 6.00%, 10/01/55 FN 3140BRDC0 - - 1,852,569 $1,917,157 $1,917,157 0.03 $1,899,799
FHLMC 30yr Pool#QG2540 6.500% 01-May-2053, 6.50%, 05/01/53 FR 3133C2ZD3 - - 1,825,521 $1,910,345 $1,910,345 0.03 $1,892,576
Chase Mortgage Reference Notes, Series 2021-CL1 M3 5.73279% 25-FEB-2050, 5.73%, 02/25/50 CHASE 2021-CL1 46591HBZ2 - - 1,919,159 $1,884,032 $1,884,032 0.03 $1,877,003
Santander Bank Auto Credit-Linked Notes, Series 2023-B B 5.64% 15-DEC-2033, 5.64%, 12/15/33 SBCLN 2023-B 80290CCB8 - - 1,801,939 $1,823,353 $1,823,353 0.03 $1,822,224
FHLMC 30yr Pool#SD1551 4.000% 01-Mar-2050, 4.00%, 03/01/50 FR 3132DNWL3 - - 1,876,143 $1,822,305 $1,822,305 0.03 $1,800,452
FHLMC 30yr Pool#QY7439 6.000% 01-Jun-2055, 6.00%, 06/01/55 FR 31426SHR3 - - 1,742,576 $1,818,525 $1,818,525 0.03 $1,794,305
FNMA 30yr Pool#BY0361 6.500% 01-Jun-2053, 6.50%, 06/01/53 FN 3140NGMK3 - - 1,722,509 $1,808,361 $1,808,361 0.03 $1,790,835
FHLMC 30yr Pool#QH3309 5.500% 01-Oct-2053, 5.50%, 10/01/53 FR 3133CFVA4 - - 1,757,582 $1,799,667 $1,799,667 0.03 $1,784,474
FNMA 30yr Pool#MA3521 4.000% 01-Nov-2048, 4.00%, 11/01/48 FN 31418C4F8 - - 1,798,976 $1,751,356 $1,751,356 0.03 $1,726,398
ACHV ABS Trust 2024-1PL B 6.34% 25-APR-2031, 6.34%, 04/25/31 ACHV 2024-1PL 00092BAB0 - - 1,711,961 $1,730,460 $1,730,460 0.03 $1,723,224
NRZ MSR-Collateralized Notes, Series 2021-FHT1 A 3.104% 25-JUL-2026, 3.10%, 07/25/26 NZES 2021-FHT1 62955MAB2 - - 1,753,609 $1,725,457 $1,725,457 0.03 $1,721,828
FHLMC 30yr Pool#SD0943 3.500% 01-Apr-2052, 3.50%, 04/01/52 FR 3132DNBL6 - - 1,791,452 $1,706,496 $1,706,496 0.03 $1,674,677
PRPM 2025-RCF3 LLC 5.25% 55, 5.25%, 07/25/55 PRPM 2025-RCF3 69392PAC9 - - 1,700,000 $1,697,824 $1,697,824 0.03 $1,685,924
Chase Mortgage Reference Notes, Series 2021-CL1 M2 5.53279% 25-FEB-2050, 5.53%, 02/25/50 CHASE 2021-CL1 46591HBY5 - - 1,728,862 $1,694,124 $1,694,124 0.03 $1,688,013
Fannie Mae Pool|4|08/01/2050, 4.00%, 08/01/50 FN 3140X8UA3 - - 1,754,527 $1,690,496 $1,690,496 0.03 $1,677,898
Reach ABS Trust 2024-2 A 5.88% 15-JUL-2031, 5.88%, 07/15/31 REACH 2024-2A 75525HAA8 - - 1,670,358 $1,680,278 $1,680,278 0.02 $1,679,186
FHLMC 30yr Pool#QA2039 3.000% 01-Aug-2049, 3.00%, 08/01/49 FR 31334YHQ3 - - 1,729,176 $1,669,346 $1,669,346 0.02 $1,564,968
FHLMC 30yr Pool#SD4456 4.000% 01-Aug-2050, 4.00%, 08/01/50 FR 3132E05R9 - - 1,677,586 $1,627,309 $1,627,309 0.02 $1,607,961
FHLMC 30yr Pool#QG4340 6.500% 01-Jun-2053, 6.50%, 06/01/53 FR 3133C4ZD9 - - 1,546,153 $1,615,954 $1,615,954 0.02 $1,601,087
FNMA 30yr Pool#CB2681 3.500% 01-Jan-2052, 3.50%, 01/01/52 FN 3140QM6T6 - - 1,711,957 $1,614,635 $1,614,635 0.02 $1,600,496
Bayview Opportunity Master Fund VII Trust 2024-CAR1 C 5.68279% 25-DEC-2031, 5.68%, 12/26/31 BVCLN 2024-CAR1 07336QAC6 - - 1,601,045 $1,612,093 $1,612,093 0.02 $1,606,280
FNMA 30yr Pool#BY0327 6.500% 01-May-2053, 6.50%, 05/01/53 FN 3140NGLH1 - - 1,235,931 $1,571,795 $1,571,795 0.02 $1,277,837
FHLMC 30yr Pool#QZ4132 6.000% 01-Sep-2055, 6.00%, 09/01/55 FR 31427BSW6 - - 1,493,542 $1,545,125 $1,545,125 0.02 $1,531,619
FHLMC 30yr Pool#Q58477 4.000% 01-Sep-2048, 4.00%, 09/01/48 FG 3132Y2M37 - - 1,574,643 $1,516,120 $1,516,120 0.02 $1,512,971
Ally Bank Auto Credit-Linked Notes, Series 2024-A D 6.315% 15-MAY-2032, 6.31%, 05/17/32 ABCLN 2024-A 02007GZ71 - - 1,484,572 $1,504,973 $1,504,973 0.02 $1,503,932
FNMA 30yr Pool#MA3415 4.000% 01-Jul-2048, 4.00%, 07/01/48 FN 31418CYM0 - - 1,527,746 $1,486,714 $1,486,714 0.02 $1,466,111
FIGRE TRUST 2025-HE5 FLTG 2055 B, 5.49%, 08/25/55 FIGRE 2025-HE5 31684MAB5 - - 1,430,396 $1,444,769 $1,444,769 0.02 $1,434,309
FNMA 30yr Pool#BT8051 5.500% 01-Jan-2053, 5.50%, 01/01/53 FN 3140LW5M5 - - 1,387,321 $1,439,062 $1,439,062 0.02 $1,426,415
FNMA 30yr Pool#CA5573 4.000% 01-Apr-2050, 4.00%, 04/01/50 FN 3140QDFP4 - - 1,484,394 $1,430,541 $1,430,541 0.02 $1,419,563
FNMA 30yr Pool#CA1931 4.500% 01-Jun-2048, 4.50%, 06/01/48 FN 3140Q9ED1 - - 1,430,564 $1,425,626 $1,425,626 0.02 $1,412,847
FNMA 30yr Pool#BY1896 5.500% 01-May-2053, 5.50%, 05/01/53 FN 3140NJDA9 - - 1,361,731 $1,402,283 $1,402,283 0.02 $1,390,093
FHF Issuer Trust 2023-2|6.79|10/15/2029, 6.79%, 10/15/29 FHF 2023-2A 30333LAB4 - - 1,363,054 $1,374,908 $1,374,908 0.02 $1,373,622
U.S. Auto Funding 2021-1 C 2.2% 15-MAY-2026, 2.20%, 05/15/26 USAUT 2021-1A 90355EAC5 - - 1,634,251 $1,373,447 $1,373,447 0.02 $1,373,048
FNMA 30yr Pool#BX7860 5.500% 01-Mar-2053, 5.50%, 03/01/53 FN 3140NCWW5 - - 1,299,688 $1,343,698 $1,343,698 0.02 $1,332,032
FNMA 30yr Pool#DB3056 5.500% 01-May-2054, 5.50%, 05/01/54 FN 3140ACME0 - - 1,267,244 $1,303,289 $1,303,289 0.02 $1,291,404
Blue Bridge Funding 2023-1 A 7.37% 15-NOV-2030, 7.37%, 11/15/30 BBEF 2023-1A 09531MAA8 - - 1,250,787 $1,260,728 $1,260,728 0.02 $1,259,703
FNMA 30yr Pool#FM7725 4.500% 01-Dec-2050, 4.50%, 12/01/50 FN 3140XBSP6 - - 1,261,465 $1,251,461 $1,251,461 0.02 $1,241,282
Arivo Acceptance Auto Loan Receivables Trust 2024-1 A 6.46% 15-APR-2028, 6.46%, 04/17/28 ARIVO 2024-1A 039943AA3 - - 1,230,949 $1,238,493 $1,238,493 0.02 $1,237,609
FNMA 30yr Pool#MA3149 4.000% 01-Oct-2047, 4.00%, 10/01/47 FN 31418CQB3 - - 1,258,149 $1,226,374 $1,226,374 0.02 $1,210,331
FHLMC 30yr Pool#QF2561 5.500% 01-Nov-2052, 5.50%, 11/01/52 FR 3133BPZ27 - - 1,178,787 $1,219,102 $1,219,102 0.02 $1,208,961
FNMA 40yr Pool#BF0167 3.000% 01-Feb-2057, 3.00%, 02/01/57 FN 3140FXFH0 - - 1,385,985 $1,215,235 $1,215,235 0.02 $1,204,899
FNMA 30yr Pool#FM9138 4.000% 01-Mar-2050, 4.00%, 03/01/50 FN 3140XDEL6 - - 1,224,637 $1,191,103 $1,191,103 0.02 $1,175,231
FHLMC 30yr Pool#SD8003 4.000% 01-Jul-2049, 4.00%, 07/01/49 FR 3132DV3L7 - - 1,225,735 $1,190,872 $1,190,872 0.02 $1,174,863
FNMA 30yr Pool#BJ9181 5.000% 01-May-2048, 5.00%, 05/01/48 FN 3140HBFX1 - - 1,165,999 $1,189,838 $1,189,838 0.02 $1,179,291
Tricolor Auto Securitization Trust 2024-1 A 6.61% 15-OCT-2027, 6.61%, 10/15/27 TAST 2024-1A 89616LAA0 - - 1,205,445 $1,186,218 $1,186,218 0.02 $1,185,333
Connecticut Avenue Securities, Series 2021-R02 2B1 7.48279% 25-NOV-2041, 7.48%, 11/25/41 CAS 2021-R02 20754KAF8 - - 1,150,000 $1,181,642 $1,181,642 0.02 $1,176,145
Towd Point Mortgage Trust 2024-CES1 A1B 6.049% 25-JAN-2064, 6.05%, 01/25/64 TPMT 2024-CES1 89183CAB1 - - 1,157,895 $1,173,290 $1,173,290 0.02 $1,163,951
FNMA 30yr Pool#BX0804 5.500% 01-Nov-2052, 5.50%, 11/01/52 FN 3140N43N5 - - 1,132,640 $1,170,132 $1,170,132 0.02 $1,158,108
FHLMC 30yr Pool#QD9182 3.000% 01-Mar-2052, 3.00%, 03/01/52 FR 3133B7FX1 - - 1,274,562 $1,167,127 $1,167,127 0.02 $1,143,075
FNMA 30yr Pool#AS6811 3.000% 01-Mar-2046, 3.00%, 03/01/46 FN 3138WGR97 - - 1,232,805 $1,158,346 $1,158,346 0.02 $1,122,795
FHLMC 30yr Pool#ZT2087 4.000% 01-Jun-2049, 4.00%, 06/01/49 FR 3132AEJ80 - - 1,182,199 $1,144,464 $1,144,464 0.02 $1,133,133
FHLMC 30yr Pool#QG6538 5.500% 01-Jul-2053, 5.50%, 07/01/53 FR 3133C7HP5 - - 1,100,370 $1,140,277 $1,140,277 0.02 $1,131,011
FHLMC 30yr Pool#QG6948 5.500% 01-Jul-2053, 5.50%, 07/01/53 FR 3133C7WH6 - - 1,044,397 $1,083,343 $1,083,343 0.02 $1,073,394
FNMA 30yr Pool#AS7492 4.000% 01-Jul-2046, 4.00%, 07/01/46 FN 3138WHKE1 - - 1,096,748 $1,065,389 $1,065,389 0.02 $1,056,396
FHLMC 30yr Pool#RA1188 4.500% 01-Aug-2049, 4.50%, 08/01/49 FR 3133KGJ90 - - 1,070,092 $1,060,380 $1,060,380 0.02 $1,051,804
FNMA 30yr Pool#CB8995 5.500% 01-Aug-2054, 5.50%, 08/01/54 FN 3140QU7H3 - - 1,023,354 $1,056,730 $1,056,730 0.02 $1,039,749
FHLMC 30yr Pool#RA1087 4.500% 01-Jul-2049, 4.50%, 07/01/49 FR 3133KGF45 - - 1,057,724 $1,050,796 $1,050,796 0.02 $1,039,647
FHLMC 30yr Pool#QG3885 6.500% 01-Jun-2053, 6.50%, 06/01/53 FR 3133C4J62 - - 969,119 $1,012,836 $1,012,836 0.01 $1,003,551
FNMA 30yr Pool#BV4203 3.500% 01-Apr-2052, 3.50%, 04/01/52 FN 3140MHU56 - - 1,021,779 $997,402 $997,402 0.01 $954,262
FNMA 30yr Pool#FM1598 4.000% 01-Feb-2049, 4.00%, 02/01/49 FN 3140X4X43 - - 996,465 $980,512 $980,512 0.01 $956,264
FNMA 30yr Pool#BV8484 3.500% 01-Apr-2052, 3.50%, 04/01/52 FN 3140MNNA0 - - 1,010,323 $967,538 $967,538 0.01 $943,488
FNMA 30yr Pool#DA3522 5.500% 01-Oct-2053, 5.50%, 10/01/53 FN 3140A34G5 - - 923,158 $945,269 $945,269 0.01 $937,258
GNMA II 30yr Pool#MA5021 4.500% 20-Feb-2048, 4.50%, 02/20/48 G2 36179TSJ5 - - 910,809 $924,082 $924,082 0.01 $902,394
FNMA 30yr Pool#CA6382 4.500% 01-Jul-2050, 4.50%, 07/01/50 FN 3140QECU4 - - 924,698 $917,286 $917,286 0.01 $909,990
FHLMC 30yr Pool#ZM8197 4.000% 01-Sep-2048, 4.00%, 09/01/48 FR 3131Y3DA1 - - 936,876 $906,447 $906,447 0.01 $899,085
FHLMC 30yr Pool#QG7338 6.000% 01-Jul-2053, 6.00%, 07/01/53 FR 3133C8EK7 - - 837,159 $869,258 $869,258 0.01 $861,319
BX Commercial Mortgage Trust 2021-21M A 4.877% 15-OCT-2036, 4.80%, 10/15/36 BX 2021-21M 05609CAA5 - - 862,801 $861,730 $861,730 0.01 $861,270
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-DNA5 M2 5.83279% 25-JAN-2034, 5.83%, 01/25/34 STACR 2021-DNA5 35564KHE2 - - 851,059 $856,208 $856,208 0.01 $853,036
FNMA 30yr Pool#AB9341 3.000% 01-May-2043, 3.00%, 05/01/43 FN 31417GLX2 - - 892,381 $833,179 $833,179 0.01 $820,559
Gracie Point International Funding, Series 2023-2 A 6.60559% 01-MAR-2027, 6.61%, 03/01/27 GPIF 2023-2A 38410JAA0 - - 808,251 $821,522 $821,522 0.01 $809,954
FNMA 30yr Pool#BN4541 4.000% 01-Feb-2049, 4.00%, 02/01/49 FN 3140JMBK7 - - 823,665 $796,752 $796,752 0.01 $790,436
FREMF 2019-KF70 Mortgage Trust C 10.42205% 25-SEP-2029, 10.42%, 09/25/29 FREMF 2019-KF70 30298UAJ0 - - 789,970 $784,575 $784,575 0.01 $779,315
FNMA 30yr Pool#BY0782 5.500% 01-Apr-2053, 5.50%, 04/01/53 FN 3140NG2Q2 - - 742,530 $768,595 $768,595 0.01 $762,320
FHLMC 30yr Pool#ZT1926 3.000% 01-Nov-2043, 3.00%, 11/01/43 FR 3132AED78 - - 824,804 $766,235 $766,235 0.01 $759,266
ACHV ABS Trust 2024-1PL C 6.42% 25-APR-2031, 6.42%, 04/25/31 ACHV 2024-1PL 00092BAC8 - - 748,297 $757,231 $757,231 0.01 $754,028
FHLMC 30yr Pool#RA1999 4.500% 01-Jan-2050, 4.50%, 01/01/50 FR 3133KHGG5 - - 748,878 $742,434 $742,434 0.01 $736,080
FNMA 30yr Pool#BY0866 5.500% 01-May-2053, 5.50%, 05/01/53 FN 3140NG6C9 - - 699,850 $721,973 $721,973 0.01 $714,426
ACHM Trust 2024-HE1 B 7.26% 25-MAY-2039, 7.26%, 05/25/39 ACHM 2024-HE1 00449TAB1 - - 694,715 $721,356 $721,356 0.01 $717,993
GNMA II 30yr Pool#MA5264 4.000% 20-Jun-2048, 4.00%, 06/20/48 G2 36179TZ57 - - 722,954 $703,032 $703,032 0.01 $693,945
NRZ Excess Spread-Collateralized Notes, Series 2020-PLS1 A 3.844% 25-DEC-2025, 3.84%, 12/25/25 NZES 2020-PLS1 433674AA6 - - 671,134 $671,588 $671,588 0.01 $669,868
FHLMC 30yr Pool#QD6555 3.000% 01-Feb-2052, 3.00%, 02/01/52 FR 3133B4H81 - - 735,403 $664,247 $664,247 0.01 $659,619
Compass Datacenters Issuer II LLC|7|02/25/2049, 7.00%, 02/25/49 CMPDC 2024-1A 20469AAC3 - - 620,000 $635,534 $635,534 0.01 $632,520
FNMA 30yr Pool#BW0343 4.500% 01-May-2052, 4.50%, 05/01/52 FN 3140MRLZ8 - - 633,317 $623,652 $623,652 0.01 $618,970
Connecticut Avenue Securities Trust 2022-R01 1M1 5.18279% 25-DEC-2041, 5.18%, 12/25/41 CAS 2022-R01 20754LAA7 - - 611,471 $613,664 $613,664 0.01 $611,639
FHLMC 30yr Pool#QE1073 3.500% 01-Apr-2052, 3.50%, 04/01/52 FR 3133BAFN6 - - 648,837 $610,434 $610,434 0.01 $605,915
FHLMC 30yr Pool#SD8047 4.500% 01-Feb-2050, 4.50%, 02/01/50 FR 3132DV5G6 - - 596,640 $599,701 $599,701 0.01 $587,873
FNMA 30yr Pool#AL6842 4.000% 01-May-2045, 4.00%, 05/01/45 FN 3138EPS88 - - 596,196 $588,886 $588,886 0.01 $576,291
MHC Commercial Mortgage Trust 2021-MHC A 4.948442% 15-APR-2038, 4.87%, 04/15/38 MHC 2021-MHC 55316VAA2 - - 586,117 $585,826 $585,826 0.01 $585,508
Sequoia Mortgage Trust 2013-5 A1 2.5% 25-MAY-2043, 2.50%, 05/25/43 SEMT 2013-5 81745AAA5 - - 652,557 $583,866 $583,866 0.01 $581,691
FNMA 30yr Pool#BK9507 4.000% 01-Oct-2048, 4.00%, 10/01/48 FN 3140HPR58 - - 595,120 $578,712 $578,712 0.01 $573,907
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA2 M1A 5.48279% 25-FEB-2042, 5.48%, 02/25/42 STACR 2022-DNA2 35564KRE1 - - 534,138 $536,331 $536,331 0.01 $534,460
FNMA 30yr Pool#AZ0869 4.000% 01-Jul-2045, 4.00%, 07/01/45 FN 3138YR6F0 - - 519,564 $507,550 $507,550 0.01 $502,855
FNMA 30yr Pool#CB8694 6.000% 01-Jun-2054, 6.00%, 06/01/54 FN 3140QUUU8 - - - $501,097 $501,097 0.01 $0
FHLMC 15yr Pool#SB0116 2.500% 01-Nov-2034, 2.50%, 11/01/34 FR 3132CWDV3 - - 518,095 $500,679 $500,679 0.01 $492,668
FHLMC 30yr Pool#QD9191 3.500% 01-Apr-2052, 3.50%, 04/01/52 FR 3133B7F86 - - 500,276 $470,937 $470,937 0.01 $467,219
Towd Point Mortgage Trust 2024-CES2 A1B 6.35% 25-FEB-2064, 6.35%, 02/25/64 TPMT 2024-CES2 89182JAB7 - - 446,218 $453,729 $453,729 0.01 $449,951
Connecticut Avenue Securities, Series 2021-R03 1M1 5.03279% 25-DEC-2041, 5.03%, 12/25/41 CAS 2021-R03 20754AAA1 - - 433,223 $434,646 $434,646 0.01 $433,253
FHLMC 30yr Pool#SD1414 4.000% 01-Oct-2050, 4.00%, 10/01/50 FR 3132DNSB0 - - 437,781 $422,943 $422,943 0.01 $419,611
FNMA 30yr Pool#CB4329 3.500% 01-Jul-2052, 3.50%, 07/01/52 FN 3140QPY35 - - 442,838 $416,799 $416,799 0.01 $413,742
JP Morgan Mortgage Trust 2015-4 AM 3.0% 25-JUN-2045, 3.00%, 06/25/45 JPMMT 2015-4 46644VBP0 - - 468,349 $409,718 $409,718 0.01 $407,845
FNMA 30yr Pool#CA4646 3.000% 01-Feb-2048, 3.00%, 02/01/48 FN 3140QCEU6 - - 434,002 $400,701 $400,701 0.01 $396,902
FNMA 30yr Pool#BV6879 4.500% 01-Apr-2052, 4.50%, 04/01/52 FN 3140MLUD0 - - 406,053 $399,960 $399,960 0.01 $396,917
FHLMC 30yr Pool#QG3397 6.000% 01-May-2053, 6.00%, 05/01/53 FR 3133C3X27 - - 365,620 $389,284 $389,284 0.01 $376,171
FNMA 30yr Pool#BV7632 4.500% 01-Apr-2052, 4.50%, 04/01/52 FN 3140MMPS1 - - 312,027 $362,530 $362,530 0.01 $305,007
FHLMC 30yr Pool#QA8274 3.500% 01-Mar-2050, 3.50%, 03/01/50 FR 3133A3FP8 - - 388,246 $361,411 $361,411 0.01 $358,834
FNMA 30yr Pool#FM3447 4.000% 01-Nov-2049, 4.00%, 11/01/49 FN 3140X6ZM6 - - 359,000 $348,157 $348,157 0.01 $345,322
FHLMC 30yr Pool#SD1966 4.000% 01-Nov-2052, 4.00%, 11/01/52 FR 3132DPFF0 - - 330,944 $318,445 $318,445 0.00 $314,927
FHLMC 30yr Pool#ZN6461 4.000% 01-May-2049, 4.00%, 05/01/49 FR 3131YDFA7 - - 323,651 $313,996 $313,996 0.00 $310,315
FNMA 30yr Pool#AR9225 3.000% 01-Mar-2043, 3.00%, 03/01/43 FN 3138W7HB3 - - 329,240 $304,768 $304,768 0.00 $301,999
FHLMC 30yr Pool#ZT0391 4.000% 01-Nov-2047, 4.00%, 11/01/47 FR 3132ACNG1 - - 300,199 $293,283 $293,283 0.00 $290,745
FNMA 30yr Pool#FS2548 4.000% 01-Mar-2051, 4.00%, 03/01/51 FN 3140XHZN0 - - 299,902 $291,915 $291,915 0.00 $287,455
FHLMC 30yr Pool#QA5150 4.500% 01-Dec-2049, 4.50%, 12/01/49 FR 31346YWK5 - - 293,812 $291,851 $291,851 0.00 $289,502
FNMA 30yr Pool#FS2238 4.000% 01-Mar-2051, 4.00%, 03/01/51 FN 3140XHPY7 - - 293,060 $284,949 $284,949 0.00 $281,236
FNMA 30yr Pool#AS8649 3.000% 01-Jan-2047, 3.00%, 01/01/47 FN 3138WJTF5 - - 305,370 $278,481 $278,481 0.00 $276,172
Fannie Mae REMIC Trust 2017-9 VL 3.0% 25-JUL-2028, 3.00%, 07/25/28 FNR 2017-9 3136AVYH6 - - 255,820 $262,342 $262,342 0.00 $253,252
FNMA 30yr Pool#BN3899 4.000% 01-Dec-2048, 4.00%, 12/01/48 FN 3140JLKM5 - - 268,416 $261,411 $261,411 0.00 $257,587
FHLMC 30yr Pool#QA1615 3.500% 01-Aug-2049, 3.50%, 08/01/49 FR 31334XYL7 - - 270,623 $253,771 $253,771 0.00 $251,479
FHLMC 30yr Pool#ZN4240 4.500% 01-Dec-2048, 4.50%, 12/01/48 FR 3131YAV98 - - 249,342 $249,032 $249,032 0.00 $246,800
Reach ABS Trust 2024-1 A 6.3% 15-FEB-2031, 6.30%, 02/18/31 REACH 2024-1A 75526PAA9 - - - $245,822 $245,822 0.00 $0
FNMA 30yr Pool#MA3908 4.500% 01-Jan-2050, 4.50%, 01/01/50 FN 31418DKW1 - - 231,735 $235,110 $235,110 0.00 $228,330
Fannie Mae REMIC Trust 2012-126 SY 0.0% 25-NOV-2042, 0.00%, 11/25/42 FNR 2012-126 3136A9ZR2 - - 473,554 $234,761 $234,761 0.00 $234,761
FHLMC 15yr Pool#SB0040 2.500% 01-Dec-2033, 2.50%, 12/01/33 FR 3132CWBH6 - - 234,135 $231,980 $231,980 0.00 $225,995
FNMA 30yr Pool#MA3687 4.000% 01-Jun-2049, 4.00%, 06/01/49 FN 31418DCZ3 - - 234,274 $226,645 $226,645 0.00 $224,551
FNMA 30yr Pool#BW0081 4.500% 01-Apr-2052, 4.50%, 04/01/52 FN 3140MRCT2 - - 229,586 $226,084 $226,084 0.00 $224,385
FNMA 30yr Pool#BE3616 4.000% 01-May-2047, 4.00%, 05/01/47 FN 3140FPAS8 - - 227,239 $222,757 $222,757 0.00 $220,351
FNMA 30yr Pool#MA1327 3.000% 01-Jan-2043, 3.00%, 01/01/43 FN 31418APM4 - - 239,174 $222,306 $222,306 0.00 $220,170
GNMA II 30yr Pool#MA5192 4.000% 20-May-2048, 4.00%, 05/20/48 G2 36179TXV2 - - 216,262 $210,655 $210,655 0.00 $207,584
FNMA 30yr Pool#BO9819 4.500% 01-Dec-2049, 4.50%, 12/01/49 FN 3140K54D6 - - 209,707 $208,374 $208,374 0.00 $206,630
FHLMC 30yr Pool#RA1088 4.500% 01-Jul-2049, 4.50%, 07/01/49 FR 3133KGF52 - - 203,615 $202,233 $202,233 0.00 $200,621
FNMA 30yr Pool#AB6280 3.000% 01-Sep-2042, 3.00%, 09/01/42 FN 31417C6S9 - - 193,909 $180,350 $180,350 0.00 $178,501
FHLMC 30yr Pool#SD8040 4.500% 01-Jan-2050, 4.50%, 01/01/50 FR 3132DV4Z5 - - 179,263 $178,073 $178,073 0.00 $176,629
FNMA 30yr Pool#BO2983 3.000% 01-Sep-2049, 3.00%, 09/01/49 FN 3140JXJ58 - - 194,152 $177,414 $177,414 0.00 $176,007
FNMA 30yr Pool#CA4185 4.500% 01-Sep-2049, 4.50%, 09/01/49 FN 3140QBUK2 - - 174,945 $175,057 $175,057 0.00 $172,373
FNMA 30yr Pool#CA4035 4.500% 01-Aug-2049, 4.50%, 08/01/49 FN 3140QBPV4 - - 166,874 $170,392 $170,392 0.00 $164,421
FNMA 30yr Pool#BV7132 4.500% 01-Apr-2052, 4.50%, 04/01/52 FN 3140ML4S6 - - 161,622 $159,163 $159,163 0.00 $157,961
FHLMC 30yr Pool#ZT1320 4.000% 01-Nov-2048, 4.00%, 11/01/48 FR 3132ADPD4 - - 160,942 $157,062 $157,062 0.00 $154,449
FHLMC 30yr Pool#ZA7158 4.500% 01-Jun-2049, 4.50%, 06/01/49 FR 31329Q5T4 - - 157,258 $156,010 $156,010 0.00 $154,570
FNMA 30yr Pool#AB7563 3.000% 01-Jan-2043, 3.00%, 01/01/43 FN 31417EMM0 - - 166,801 $155,379 $155,379 0.00 $153,860
FNMA 30yr Pool#FS2546 4.000% 01-Mar-2051, 4.00%, 03/01/51 FN 3140XHZL4 - - 153,723 $149,026 $149,026 0.00 $147,521
GNMA II 30yr Pool#MA5753 4.000% 20-Feb-2049, 4.00%, 02/20/49 G2 36179UMA7 - - 137,220 $137,445 $137,445 0.00 $128,071
FNMA 30yr Pool#MA1229 3.000% 01-Oct-2042, 3.00%, 10/01/42 FN 31418ALK2 - - 143,628 $135,309 $135,309 0.00 $132,497
FNMA 30yr Pool#BW0072 4.500% 01-Apr-2052, 4.50%, 04/01/52 FN 3140MRCJ4 - - 136,309 $134,237 $134,237 0.00 $133,221
FNMA 30yr Pool#BV7131 4.500% 01-Apr-2052, 4.50%, 04/01/52 FN 3140ML4R8 - - 129,030 $127,121 $127,121 0.00 $126,108
GNMA II 30yr Pool#BF6874 4.500% 20-Jul-2048, 4.50%, 07/20/48 G2 3617GDT77 - - 126,705 $125,644 $125,644 0.00 $124,566
GNMA II 30yr Pool#MA5866 4.000% 20-Apr-2049, 4.00%, 04/20/49 G2 36179UQT2 - - 132,346 $125,086 $125,086 0.00 $124,005
FNMA 20yr Pool#AB9283 3.000% 01-Apr-2038, 3.00%, 04/01/38 FN 31417GJ56 - - 131,568 $122,705 $122,705 0.00 $120,974
GNMA II 30yr Pool#BK5879 4.500% 20-Nov-2048, 4.50%, 11/20/48 G2 3617J6Q80 - - 111,416 $110,585 $110,585 0.00 $109,703
FNMA 30yr Pool#BM3282 3.500% 01-Dec-2047, 3.50%, 12/01/47 FN 3140J7UG8 - - 113,359 $109,060 $109,060 0.00 $106,998
FNMA 30yr Pool#CA3683 4.500% 01-Jun-2049, 4.50%, 06/01/49 FN 3140QBCV8 - - 108,777 $108,059 $108,059 0.00 $107,177
FHLMC 30yr Pool#ZT1633 4.000% 01-Mar-2047, 4.00%, 03/01/47 FR 3132ADY69 - - 108,551 $107,450 $107,450 0.00 $105,060
FHLMC 30yr Pool#QE0318 4.500% 01-Mar-2052, 4.50%, 03/01/52 FR 3133B9K78 - - 108,215 $106,598 $106,598 0.00 $105,781
FNMA 30yr Pool#CA0108 3.500% 01-Aug-2047, 3.50%, 08/01/47 FN 3140Q7DN4 - - 106,260 $101,402 $101,402 0.00 $100,298
FHLMC 30yr Pool#ZM7577 4.500% 01-Aug-2048, 4.50%, 08/01/48 FR 3131Y2M21 - - 99,901 $99,473 $99,473 0.00 $98,663
Fannie Mae REMIC Trust 2013-130 FN 4.64727% 25-OCT-2042, 4.65%, 10/25/42 FNR 2013-130 3136AHG53 - - 91,687 $90,880 $90,880 0.00 $90,596
FHLMC 30yr Pool#ZM7926 5.000% 01-Sep-2048, 5.00%, 09/01/48 FR 3131Y2YX0 - - 77,696 $78,924 $78,924 0.00 $78,243
Sequoia Mortgage Trust 2019-CH3 A19 4.0% 25-OCT-2049, 4.00%, 09/25/49 SEMT 2019-CH3 81748GBN0 - - 80,538 $75,017 $75,017 0.00 $74,587
FHLMC 30yr Pool#QA2159 3.000% 01-Aug-2049, 3.00%, 08/01/49 FR 31334YMG9 - - 82,619 $73,672 $73,672 0.00 $73,072
FNMA 30yr Pool#MA1447 3.000% 01-May-2043, 3.00%, 05/01/43 FN 31418ATD0 - - 77,018 $71,520 $71,520 0.00 $70,646
Santander Bank Auto Credit-Linked Notes, Series 2023-A B 6.493% 15-JUN-2033, 6.49%, 06/15/33 SBCLN 2023-A 80290CBU7 - - 66,801 $66,974 $66,974 0.00 $66,926
FNMA 30yr Pool#AS8547 3.000% 01-Nov-2046, 3.00%, 11/01/46 FN 3138WJP93 - - 71,520 $65,054 $65,054 0.00 $64,561
FNMA 30yr Pool#BD2453 3.000% 01-Jan-2047, 3.00%, 01/01/47 FN 3140F9WP6 - - 67,639 $62,989 $62,989 0.00 $61,711
Fannie Mae REMIC Trust 2010-109 BS 7.44678% 25-OCT-2040, 7.45%, 10/25/40 FNR 2010-109 31398NTM6 - - 41,248 $59,560 $59,560 0.00 $59,214
TOWD POINT MORTGAGE TRUST 6.125% 65, 5.67%, 08/25/65 TPMT 2025-CES3 891949AC3 - - - $55,914 $55,914 0.00 $0
Fannie Mae REMIC Trust 2006-20 GF 4.64727% 25-APR-2036, 4.65%, 04/25/36 FNR 2006-20 31395BU43 - - 55,306 $55,002 $55,002 0.00 $54,830
FHLMC 15yr Pool#ZK8962 3.000% 01-Sep-2032, 3.00%, 09/01/32 FR 3131XC5X1 - - 53,392 $52,911 $52,911 0.00 $51,961
FHLMC 15yr Pool#ZS7403 3.000% 01-May-2031, 3.00%, 05/01/31 FR 3132A8GL7 - - 49,263 $49,582 $49,582 0.00 $48,223
FNMA 15yr Pool#BO5957 3.000% 01-Dec-2034, 3.00%, 12/01/34 FN 3140K1TP1 - - 44,062 $43,072 $43,072 0.00 $42,500
Freddie Mac Multiclass Certificates, Series 3380 FM 4.93815% 15-OCT-2037, 4.85%, 10/15/37 FHR 3380 31397KTJ0 - - 42,821 $42,792 $42,792 0.00 $42,769
FNMA 30yr Pool#BO1857 4.500% 01-Aug-2049, 4.50%, 08/01/49 FN 3140JWB33 - - 42,860 $42,574 $42,574 0.00 $42,230
Freddie Mac Multiclass Certificates, Series 3721 FB 4.84815% 15-SEP-2040, 4.76%, 09/15/40 FHR 3721 3137GAD20 - - 42,232 $42,068 $42,068 0.00 $42,046
Ginnie Mae REMIC Trust 2008-013 FB 4.74992% 20-FEB-2038, 4.65%, 02/20/38 GNR 2008-13 38375PNL1 - - 39,881 $39,910 $39,910 0.00 $39,761
FNMA 30yr Pool#BC0870 3.500% 01-Jan-2046, 3.50%, 01/01/46 FN 3140EU6G9 - - 37,313 $35,727 $35,727 0.00 $35,014
FNMA 15yr Pool#BO7717 3.000% 01-Nov-2034, 3.00%, 11/01/34 FN 3140K3SF0 - - 33,205 $32,590 $32,590 0.00 $32,106
FHLMC 15yr Pool#ZK9163 3.000% 01-Jan-2033, 3.00%, 01/01/33 FR 3131XDFC4 - - 31,701 $31,385 $31,385 0.00 $30,835
Ginnie Mae REMIC Trust 2007-040 FG 4.56992% 20-JUL-2037, 4.47%, 07/20/37 GNR 2007-40 38375KZS4 - - 30,474 $30,294 $30,294 0.00 $30,184
Ginnie Mae REMIC Trust 2004-069 CF 4.54552% 20-JUL-2034, 4.55%, 07/20/34 GNR 2004-69 38374JAT3 - - 26,397 $26,413 $26,413 0.00 $26,316
Fannie Mae REMIC Trust 2013-2 QF 4.79727% 25-FEB-2043, 4.80%, 02/25/43 FNR 2013-2 3136AB4P5 - - 24,242 $24,253 $24,253 0.00 $24,175
Ginnie Mae REMIC Trust 2007-059 FA 4.74992% 20-OCT-2037, 4.65%, 10/20/37 GNR 2007-59 38375LPU8 - - 24,178 $24,182 $24,182 0.00 $24,091
FHLMC 30yr Pool#ZN2165 4.500% 01-Dec-2048, 4.50%, 12/01/48 FR 3131Y8MN2 - - 22,979 $23,453 $23,453 0.00 $22,815
Ginnie Mae REMIC Trust 2010-133 FD 4.57632% 16-OCT-2040, 4.50%, 10/16/40 GNR 2010-133 38377MHV1 - - 21,759 $21,750 $21,750 0.00 $21,742
Ginnie Mae REMIC Trust 2008-016 FC 4.74992% 20-FEB-2038, 4.65%, 02/20/38 GNR 2008-16 383742FU2 - - 19,503 $19,520 $19,520 0.00 $19,447
Ginnie Mae REMIC Trust 2007-037 FW 4.55992% 20-JUN-2037, 4.46%, 06/20/37 GNR 2007-37 38375KNR9 - - 19,391 $19,265 $19,265 0.00 $19,195
Ginnie Mae REMIC Trust 2005-065 FA 4.39992% 20-AUG-2035, 4.30%, 08/20/35 GNR 2005-65 38374LL25 - - 18,776 $18,578 $18,578 0.00 $18,513
Ginnie Mae REMIC Trust 2004-059 FP 4.44632% 16-AUG-2034, 4.37%, 08/16/34 GNR 2004-59 38374HYS3 - - 18,389 $18,307 $18,307 0.00 $18,300
Fannie Mae REMIC Trust 2002-53 FK 4.69727% 25-APR-2032, 4.70%, 04/25/32 FNR 2002-53 31392EHN3 - - 16,851 $16,842 $16,842 0.00 $16,789
Freddie Mac Multiclass Certificates, Series 2426 FL 4.99815% 15-MAR-2032, 4.91%, 03/15/32 FHR 2426 31339W7G5 - - 16,675 $16,724 $16,724 0.00 $16,715
FHLMC 30yr Pool#ZT0252 3.000% 01-Dec-2047, 3.00%, 12/01/47 FR 3132ACH52 - - 17,164 $15,890 $15,890 0.00 $15,660
Ginnie Mae REMIC Trust 2005-048 AF 4.44992% 20-JUN-2035, 4.35%, 06/20/35 GNR 2005-48 38374LHM6 - - 15,901 $15,759 $15,759 0.00 $15,704
Fannie Mae REMIC Trust 2005-83 KT 4.59727% 25-OCT-2035, 4.60%, 10/25/35 FNR 2005-83 31394FUL7 - - 14,524 $14,441 $14,441 0.00 $14,396
Fannie Mae REMIC Trust 2007-89 GF 4.81727% 25-SEP-2037, 4.82%, 09/25/37 FNR 2007-89 31396XPM0 - - 13,510 $13,548 $13,548 0.00 $13,505
Freddie Mac Multiclass Certificates, Series 2551 FD 4.74815% 15-JAN-2033, 4.66%, 01/15/33 FHR 2551 31393JAZ1 - - 12,049 $12,020 $12,020 0.00 $12,013
FHLMC 30yr Pool#ZM2269 3.000% 01-Dec-2046, 3.00%, 12/01/46 FR 3131XVQW8 - - 12,393 $11,568 $11,568 0.00 $11,298
Ginnie Mae REMIC Trust 2012-075 FP 4.54992% 20-JUL-2041, 4.45%, 07/20/41 GNR 2012-75 38378EZ55 - - 11,542 $11,558 $11,558 0.00 $11,516
Ginnie Mae REMIC Trust 2007-061 FA 4.74992% 20-OCT-2037, 4.65%, 10/20/37 GNR 2007-61 38375LLN8 - - 10,071 $10,073 $10,073 0.00 $10,036
Fannie Mae REMIC Trust 2010-123 FL 4.72727% 25-NOV-2040, 4.73%, 11/25/40 FNR 2010-123 31398N2W3 - - 9,438 $9,433 $9,433 0.00 $9,404
Freddie Mac Multiclass Certificates, Series 2410, excluding Group 6 FX 4.69815% 15-FEB-2032, 4.61%, 02/15/32 FHR 2410 31339NJN7 - - 9,459 $9,427 $9,427 0.00 $9,422
FNMA 15yr Pool#AS8207 2.500% 01-Oct-2031, 2.50%, 10/01/31 FN 3138WJDM7 - - 9,313 $9,312 $9,312 0.00 $8,996
GNMA II 30yr Pool#BK6072 5.000% 20-Jan-2049, 5.00%, 01/20/49 G2 3617J6W91 - - 9,017 $9,168 $9,168 0.00 $9,069
Freddie Mac Multiclass Certificates, Series 3028 FM 4.59815% 15-SEP-2035, 4.51%, 09/15/35 FHR 3028 31396AFB5 - - 8,301 $8,266 $8,266 0.00 $8,262
FNMA 15yr Pool#BM1036 2.500% 01-Feb-2032, 2.50%, 02/01/32 FN 3140J5EJ4 - - 8,203 $8,129 $8,129 0.00 $7,922
Fannie Mae REMIC Trust 2003-87 FG 4.79727% 25-SEP-2033, 4.80%, 09/25/33 FNR 2003-87 31393E4W6 - - 8,047 $8,064 $8,064 0.00 $8,039
FNMA 15yr Pool#AS7643 2.500% 01-Aug-2031, 2.50%, 08/01/31 FN 3138WHP55 - - 8,100 $8,036 $8,036 0.00 $7,823
Fannie Mae REMIC Trust 2012-100 FG 4.69727% 25-SEP-2042, 4.70%, 09/25/42 FNR 2012-100 3136A8QW3 - - 7,630 $7,567 $7,567 0.00 $7,543
Fannie Mae REMIC Trust 2002-16 VF 4.84727% 25-APR-2032, 4.85%, 04/25/32 FNR 2002-16 31392CWW0 - - 7,159 $7,184 $7,184 0.00 $7,161
Ginnie Mae REMIC Trust 2007-018 FD 4.54992% 20-APR-2037, 4.45%, 04/20/37 GNR 2007-18 38375JC86 - - 7,036 $6,985 $6,985 0.00 $6,960
FHLMC 15yr Pool#ZK8405 2.500% 01-Dec-2031, 2.50%, 01/22/31 FR 3131XCKS5 - - 6,972 $6,870 $6,870 0.00 $6,727
Ginnie Mae REMIC Trust 2010-006 FG 4.74632% 16-JAN-2040, 4.67%, 01/16/40 GNR 2010-6 38376TSC7 - - 6,756 $6,765 $6,765 0.00 $6,762
Freddie Mac Multiclass Certificates, Series 3738 FD 4.64815% 15-AUG-2040, 4.56%, 08/15/40 FHR 3738 3137GAYQ4 - - 6,698 $6,697 $6,697 0.00 $6,694
Fannie Mae REMIC Trust 2010-95 FB 4.69727% 25-SEP-2040, 4.70%, 09/25/40 FNR 2010-95 31398NEX8 - - 6,155 $6,155 $6,155 0.00 $6,136
FNMA 30yr Pool#MA3694 4.500% 01-Jul-2049, 4.50%, 07/01/49 FN 31418DC83 - - 4,481 $4,468 $4,468 0.00 $4,415
FHLMC 30yr Pool#ZN0650 3.000% 01-Mar-2043, 3.00%, 03/01/43 FR 3131Y6WK1 - - 2,162 $2,030 $2,030 0.00 $1,983
Ginnie Mae REMIC Trust 1999-27 FE 4.54632% 16-AUG-2029, 4.47%, 08/16/29 GNR 1999-27 3837H2WA3 - - 1,953 $1,952 $1,952 0.00 $1,952
Freddie Mac Multiclass Certificates, Series 2469 FE 4.84815% 15-JUL-2032, 4.76%, 07/15/32 FHR 2469 31392RC58 - - 1,595 $1,594 $1,594 0.00 $1,594
FNMA 30yr Pool#BJ8459 3.000% 01-Aug-2049, 3.00%, 08/01/49 FN 3140HAMH0 - - - $796 $796 0.00 $0
FNMA 30yr Pool#BO4113 3.000% 01-Aug-2049, 3.00%, 08/01/49 FN 3140JYSB3 - - - $654 $654 0.00 $0
Ginnie Mae REMIC Trust 2010-125 VF 4.59992% 20-JUN-2040, 4.50%, 06/20/40 GNR 2010-125 38377JYJ6 - - 364.00 $364 $364 0.00 $362
US ULTRA BOND CBT Dec25 DEC 25 WNZ5 FUTURES_USD - -309.00 $-37,060,688 $0 0.00 $0
US 5YR NOTE (CBT) Dec25 DEC 25 FVZ5 FUTURES_USD - 3,000 $327,890,625 $0 0.00 $0
US 10YR NOTE (CBT)Dec25 DEC 25 TYZ5 FUTURES_USD - -230.00 $-25,939,688 $0 0.00 $0
US 10yr Ultra Fut Dec25 DEC 25 UXYZ5 FUTURES_USD - -1,271 $-146,701,203 $0 0.00 $0
UMBS TBA 30yr 3.5% December Delivery, 3.50%, 12/11/25 FNCL 01F0326C3 - - -95,653,000 $-87,882,724 $-87,882,724 -1.30 $-87,882,724
UMBS TBA 30yr 5% December Delivery, 5.00%, 12/11/25 FNCL 01F0506C5 - - -332,849,248 $-330,249,695 $-330,249,695 -4.89 $-330,249,695
UMBS TBA 30yr 4.5% December Delivery, 4.50%, 12/11/25 FNCL 01F0426C2 - - -354,908,342 $-344,807,651 $-344,807,651 -5.10 $-344,807,651
UMBS TBA 30yr 5.5% December Delivery, 5.50%, 12/11/25 FNCL 01F0526C1 - - -457,487,400 $-461,266,246 $-461,266,246 -6.83 $-461,266,246
UMBS TBA 30yr 6% December Delivery, 6.00%, 12/11/25 FNCL 01F0606C4 - - -490,162,167 $-500,622,228 $-500,622,228 -7.41 $-500,622,228
UMBS TBA 30yr 4% December Delivery, 4.00%, 12/11/25 FNCL 01F0406C6 - - -721,596,155 $-682,432,967 $-682,432,967 -10.10 $-682,432,967
SEGREGATED CASH SEGCASH - $0.00 12,955,910 $12,955,910 $12,955,910 0.19 $12,955,910
ALMSUM ALMSUM - $0.00 - $0 $0 0.00 $0
US DOLLARS USD MD_142224 - - -1,947,747,758 $-1,947,747,758 $-1,947,747,758 -28.82 $-1,947,747,758
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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