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For Individual Investors in the US

Mortgage-Backed Securities ETF Holdings

Full Portfolio Holdings

(As of August 29, 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% September Delivery, 2.50%, 09/15/25 FNCL 01F022691 - - 1,691,910,894 $1,404,656,571 $1,404,656,571 22.44 $1,404,656,571
UMBS TBA 30yr 3% September Delivery, 3.00%, 09/15/25 FNCL 01F030694 - - 892,185,354 $772,972,439 $772,972,439 12.35 $772,972,439
GNMA II TBA 30yr 5% September Delivery, 5.00%, 09/22/25 G2SF 21H050698 - - 364,326,194 $360,365,240 $360,365,240 5.77 $360,365,240
UMBS TBA 30yr 2% September Delivery, 2.00%, 09/15/25 FNCL 01F020695 - - 402,248,255 $319,467,978 $319,467,978 5.11 $319,467,978
UMBS TBA 30yr 5.5% September Delivery, 5.50%, 09/15/25 FNCL 01F052698 - - 287,857,000 $289,546,721 $289,546,721 4.63 $289,546,721
GNMA II TBA 30yr 5.5% September Delivery, 5.50%, 09/22/25 G2SF 21H052694 - - 253,922,000 $255,762,934 $255,762,934 4.09 $255,762,934
GNMA II TBA 30yr 4.5% September Delivery, 4.50%, 09/22/25 G2SF 21H042695 - - 259,406,488 $249,706,501 $249,706,501 4.00 $249,706,501
FNMA 30yr Pool#CC0839 6.000% 01-Aug-2055, 6.00%, 08/01/55 FN 3140Y64Z0 - - 199,120,764 $205,701,130 $205,701,130 3.30 $204,705,527
FNMA 30yr Pool#CB9430 5.500% 01-Nov-2054, 5.50%, 11/01/54 FN 3140QVPQ1 - - 189,073,738 $191,923,445 $191,923,445 3.07 $191,056,857
UMBS TBA 30yr 5% September Delivery, 5.00%, 09/15/25 FNCL 01F050692 - - 184,830,000 $182,278,237 $182,278,237 2.91 $182,278,237
GNMA II TBA 30yr 3% September Delivery, 3.00%, 09/22/25 G2SF 21H030690 - - 187,159,962 $165,715,922 $165,715,922 2.65 $165,715,922
Fannie Mae REMIC Trust 2025-12 FC 5.45001% 25-MAR-2055, 5.45%, 03/25/55 FNR 2025-12 3136BVFC7 - - 158,100,735 $158,311,072 $158,311,072 2.53 $158,167,506
FNMA 30yr Pool#FS7252 5.000% 01-Nov-2053, 5.00%, 11/01/53 FN 3140XPBW8 - - 147,765,351 $146,906,620 $146,906,620 2.35 $146,290,931
FNMA 30yr Pool#FA2033 6.000% 01-Jul-2054, 6.00%, 07/01/54 FN 3140W2HK0 - - 140,076,047 $144,691,536 $144,691,536 2.31 $143,991,156
UMBS TBA 30yr 6.5% September Delivery, 6.50%, 09/15/25 FNCL 01F062697 - - 132,991,000 $137,823,893 $137,823,893 2.20 $137,823,893
GNMA II TBA 30yr 3.5% September Delivery, 3.50%, 09/22/25 G2SF 21H032696 - - 147,859,377 $134,501,909 $134,501,909 2.15 $134,501,909
FNMA 30yr Pool#FS1133 4.000% 01-Oct-2051, 4.00%, 10/01/51 FN 3140XGHK8 - - 117,634,447 $111,725,888 $111,725,888 1.78 $111,333,773
FHLMC 30yr Pool#SL0335 5.500% 01-Feb-2055, 5.50%, 02/01/55 FR 31427MLR0 - - 108,546,514 $110,052,532 $110,052,532 1.76 $109,555,027
GNMA II TBA 30yr 4% September Delivery, 4.00%, 09/22/25 G2SF 21H040699 - - 114,954,688 $107,163,519 $107,163,519 1.71 $107,163,519
FNMA 30yr Pool#FM7460 4.000% 01-Mar-2051, 4.00%, 03/01/51 FN 3140XBJE1 - - 110,125,992 $104,594,569 $104,594,569 1.67 $104,227,482
Freddie Mac Multiclass Certificates, Series 5544 FC 5.34839% 25-JUN-2055, 5.35%, 06/25/55 FHR 5544 3137HLNP3 - - 91,800,160 $92,081,173 $92,081,173 1.47 $91,999,343
FNMA 30yr Pool#FS9022 5.500% 01-Aug-2054, 5.50%, 08/01/54 FN 3140XRAY1 - - 80,999,562 $82,148,409 $82,148,409 1.31 $81,777,161
FHLMC 30yr Pool#RJ4363 5.500% 01-Jun-2055, 5.50%, 06/01/55 FR 3142GUZ55 - - 77,525,354 $79,436,218 $79,436,218 1.27 $79,080,894
FNMA 30yr Pool#FS8993 6.000% 01-Jul-2054, 6.00%, 07/01/54 FN 3140XQ7F8 - - 75,531,513 $77,980,015 $77,980,015 1.25 $77,602,357
FNMA 30yr Pool#FA0574 5.500% 01-Jan-2055, 5.50%, 01/01/55 FN 3140W0T88 - - 72,529,768 $74,299,721 $74,299,721 1.19 $73,967,293
FHLMC 30yr Pool#SL1760 5.000% 01-Jul-2055, 5.00%, 07/01/55 FR 31427N5W5 - - 66,415,246 $66,548,391 $66,548,391 1.06 $66,271,661
FNMA 30yr Pool#FA0573 5.000% 01-Jan-2055, 5.00%, 01/01/55 FN 3140W0T70 - - 63,833,629 $63,989,294 $63,989,294 1.02 $63,723,321
FHLMC 30yr Pool#SL1188 5.500% 01-Apr-2055, 5.50%, 04/01/55 FR 31427NKA6 - - 59,912,356 $61,303,394 $61,303,394 0.98 $61,028,796
FHLMC 30yr Pool#QX7566 5.500% 01-Mar-2055, 5.50%, 03/01/55 FR 31426DMQ2 - - 56,442,385 $57,293,081 $57,293,081 0.91 $57,034,387
Fannie Mae REMIC Trust 2025-9 FA 5.55001% 25-MAR-2055, 5.55%, 03/25/55 FNR 2025-9 3136BVDC9 - - 51,748,241 $51,865,840 $51,865,840 0.83 $51,817,986
FNMA 30yr Pool#CB9613 5.500% 01-Dec-2054, 5.50%, 12/01/54 FN 3140QVVF8 - - 48,508,382 $49,239,497 $49,239,497 0.79 $49,017,167
FHLMC 30yr Pool#SL1146 5.000% 01-Mar-2055, 5.00%, 03/01/55 FR 31427NHY8 - - 48,489,712 $48,155,462 $48,155,462 0.77 $47,953,421
FNMA 30yr Pool#FA1534 4.500% 01-Jan-2054, 4.50%, 01/01/54 FN 3140W1V42 - - 49,424,493 $48,111,501 $48,111,501 0.77 $47,926,159
FHLMC 30yr Pool#SD7343 5.500% 01-Jan-2055, 5.50%, 01/01/55 FR 3132DVEQ4 - - 46,737,865 $47,830,018 $47,830,018 0.76 $47,615,803
FNMA 30yr Pool#FS9779 5.500% 01-Nov-2054, 5.50%, 11/01/54 FN 3140XR2M6 - - 44,240,973 $45,246,696 $45,246,696 0.72 $45,043,925
FHLMC 30yr Pool#SL0046 6.000% 01-Jan-2055, 6.00%, 01/01/55 FR 31427MBQ3 - - 42,581,211 $43,961,901 $43,961,901 0.70 $43,748,995
FNMA 30yr Pool#CB9966 5.000% 01-Feb-2055, 5.00%, 02/01/55 FN 3140QWCC4 - - 42,989,652 $42,955,745 $42,955,745 0.69 $42,776,621
FNMA 30yr Pool#FA1951 6.000% 01-Jun-2055, 6.00%, 06/01/55 FN 3140W2EZ0 - - 41,368,343 $42,756,239 $42,756,239 0.68 $42,549,397
FNMA 30yr Pool#FS8121 4.000% 01-Jul-2052, 4.00%, 07/01/52 FN 3140XQAX5 - - 44,220,559 $41,767,159 $41,767,159 0.67 $41,619,757
FNMA 40yr Pool#BF0646 2.500% 01-Jun-2062, 2.50%, 06/01/62 FN 3140FXWG3 - - 50,362,527 $41,561,010 $41,561,010 0.66 $41,456,088
FHLMC 30yr Pool#ZT2413 4.000% 01-Feb-2041, 4.00%, 02/01/41 FR 3132AEVE3 - - 42,106,470 $41,116,036 $41,116,036 0.66 $40,975,681
FNMA 30yr Pool#FS8881 4.500% 01-Sep-2053, 4.50%, 09/01/53 FN 3140XQ2P1 - - 41,798,115 $40,950,377 $40,950,377 0.65 $40,793,634
New Residential Mortgage LLC 6.545% 25-MAR-2032, 6.54%, 03/25/32 NZES 2025-FHT 64832EAA7 - - 40,462,412 $40,930,163 $40,930,163 0.65 $40,886,025
FNMA 30yr Pool#FA1557 6.000% 01-May-2055, 6.00%, 05/01/55 FN 3140W1WT6 - - 39,581,818 $40,865,253 $40,865,253 0.65 $40,667,344
FHLMC 30yr Pool#SD6787 4.000% 01-May-2053, 4.00%, 05/01/53 FR 3132DURG4 - - 41,752,432 $39,423,059 $39,423,059 0.63 $39,283,884
FHLMC 30yr Pool#SL0938 4.000% 01-Jul-2050, 4.00%, 07/01/50 FR 31427NBG3 - - 39,622,389 $38,357,653 $38,357,653 0.61 $38,225,579
FHLMC 30yr Pool#SI2101 4.000% 01-Sep-2048, 4.00%, 09/01/48 FR 3133USKN0 - - 40,173,837 $38,209,669 $38,209,669 0.61 $38,075,756
FNMA 30yr Pool#FA0576 5.500% 01-Jan-2055, 5.50%, 01/01/55 FN 3140W0UA1 - - 36,971,440 $37,858,134 $37,858,134 0.60 $37,688,681
FHLMC 30yr Pool#SL1632 4.000% 01-Nov-2053, 4.00%, 11/01/53 FR 31427NY60 - - 39,329,552 $37,183,224 $37,183,224 0.59 $37,052,125
FNMA 40yr Pool#BF0598 2.500% 01-Mar-2062, 2.50%, 03/01/62 FN 3140FXUY6 - - 44,765,022 $36,945,209 $36,945,209 0.59 $36,851,948
FNMA 30yr Pool#CB8694 6.000% 01-Jun-2054, 6.00%, 06/01/54 FN 3140QUUU8 - - 35,175,498 $36,784,312 $36,784,312 0.59 $36,608,435
FNMA 30yr Pool#FS9794 5.000% 01-Nov-2054, 5.00%, 11/01/54 FN 3140XR3C7 - - 35,902,419 $35,989,971 $35,989,971 0.57 $35,840,378
JP MORGAN MORTGAGE TRUST 2 5.777% 55, 5.50%, 11/25/55 JPMMT 2025-5MPR 46593VAD9 - - 33,813,815 $34,168,524 $34,168,524 0.55 $34,013,544
FHLMC 30yr Pool#SL1072 4.500% 01-Apr-2053, 4.50%, 04/01/53 FR 31427NFN4 - - 35,064,935 $34,155,053 $34,155,053 0.55 $34,023,559
FHLMC 30yr Pool#SL0208 5.000% 01-Dec-2054, 5.00%, 12/01/54 FR 31427MGS4 - - 33,573,163 $33,655,035 $33,655,035 0.54 $33,515,147
FNMA 30yr Pool#FA0635 5.000% 01-Jan-2055, 5.00%, 01/01/55 FN 3140W0V51 - - 33,381,408 $33,151,302 $33,151,302 0.53 $33,012,213
Fannie Mae Pool|4.5|07/01/2053, 4.50%, 07/01/53 FN 3140W2WG2 - - 33,831,742 $32,878,398 $32,878,398 0.53 $32,751,529
FNMA 30yr Pool#FA0603 4.500% 01-Sep-2051, 4.50%, 09/01/51 FN 3140W0U52 - - 33,385,141 $32,790,651 $32,790,651 0.52 $32,665,456
FNMA 40yr Pool#BF0698 3.500% 01-Dec-2062, 3.50%, 12/01/62 FN 3140FXX49 - - 35,868,141 $32,238,439 $32,238,439 0.51 $32,133,824
FNMA 30yr Pool#BW7371 5.500% 01-Feb-2053, 5.50%, 02/01/53 FN 3140N0FM2 - - 30,326,953 $31,201,473 $31,201,473 0.50 $31,062,474
FNMA 30yr Pool#FS9788 5.500% 01-Nov-2054, 5.50%, 11/01/54 FN 3140XR2W4 - - 30,668,884 $31,174,671 $31,174,671 0.50 $31,034,106
FHLMC 30yr Pool#SD6982 5.000% 01-Nov-2054, 5.00%, 11/01/54 FR 3132DUXK8 - - 30,429,495 $30,519,797 $30,519,797 0.49 $30,393,007
FNMA 30yr Pool#FS8335 4.500% 01-Jan-2051, 4.50%, 01/01/51 FN 3140XQHM2 - - 30,576,546 $30,032,068 $30,032,068 0.48 $29,917,406
FNMA 30yr Pool#FS3883 4.500% 01-Feb-2053, 4.50%, 02/01/53 FN 3140XKJ50 - - 30,789,486 $29,950,049 $29,950,049 0.48 $29,834,588
FHLMC 30yr Pool#SL1291 4.000% 01-Nov-2054, 4.00%, 11/01/54 FR 31427NNH8 - - 31,400,125 $29,686,528 $29,686,528 0.47 $29,581,861
FNMA 30yr Pool#FA1798 4.000% 01-Aug-2052, 4.00%, 08/01/52 FN 3140W17L1 - - 30,707,443 $29,045,881 $29,045,881 0.46 $28,943,523
NRM MSR-Collateralized Notes, Series 2024-FNT1 A 7.398% 25-NOV-2029, 7.40%, 11/25/31 NZES 2024-FNT1 62956YAA7 - - 28,470,261 $28,742,917 $28,742,917 0.46 $28,707,814
FHLMC 30yr Pool#SL0367 4.500% 01-Dec-2054, 4.50%, 12/01/54 FR 31427MMR9 - - 29,151,954 $28,229,313 $28,229,313 0.45 $28,119,993
FNMA 30yr Pool#FS8681 4.500% 01-Oct-2050, 4.50%, 10/01/50 FN 3140XQUF2 - - 28,738,343 $28,226,599 $28,226,599 0.45 $28,118,830
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-HQA3 M2 6.44839% 25-SEP-2041, 6.45%, 09/25/41 STACR 2021-HQA3 35564KJP5 - - 26,457,865 $26,722,546 $26,722,546 0.43 $26,689,371
FHLMC 30yr Pool#SD3271 5.500% 01-Jun-2053, 5.50%, 06/01/53 FR 3132DQT48 - - 25,962,033 $26,617,292 $26,617,292 0.43 $26,498,300
RCKT Mortgage Trust 2025-CES5 A1A 5.687% 25-MAY-2055, 5.69%, 05/25/55 RCKT 2025-CES5 74942CAA7 - - 24,537,728 $25,484,759 $25,484,759 0.41 $24,857,481
METRONET INFRASTRUCTURE ISSU 5.4% 55, 5.40%, 08/20/55 MNET 2025-2A 59170JAX6 - - 24,600,000 $24,964,832 $24,964,832 0.40 $24,902,102
FNMA 30yr Pool#FS6257 4.000% 01-Jun-2053, 4.00%, 06/01/53 FN 3140XM5T9 - - 26,293,343 $24,740,028 $24,740,028 0.40 $24,652,383
FNMA 30yr Pool#FS9239 4.500% 01-Jan-2051, 4.50%, 01/01/51 FN 3140XRHR9 - - 24,915,074 $24,471,410 $24,471,410 0.39 $24,377,979
FNMA 30yr Pool#FS9771 4.000% 01-Oct-2052, 4.00%, 10/01/52 FN 3140XR2D6 - - 25,102,425 $23,679,867 $23,679,867 0.38 $23,596,192
FNMA 30yr Pool#CB9642 5.000% 01-Dec-2054, 5.00%, 12/01/54 FN 3140QVWC4 - - 23,355,081 $23,401,902 $23,401,902 0.37 $23,304,589
FHLMC 30yr Pool#SL0730 4.500% 01-Mar-2053, 4.50%, 03/01/53 FR 31427MY47 - - 23,949,391 $23,312,604 $23,312,604 0.37 $23,222,793
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2025-HQA1 M2 5.99839% 25-FEB-2045, 6.00%, 02/25/45 STACR 2025-HQA1 35564NHA4 - - 23,060,148 $23,109,633 $23,109,633 0.37 $23,082,736
FNMA 30yr Pool#FM7840 4.000% 01-Apr-2050, 4.00%, 04/01/50 FN 3140XBWA4 - - 23,959,434 $22,755,996 $22,755,996 0.36 $22,676,131
FHLMC 30yr Pool#SD6989 5.500% 01-Nov-2054, 5.50%, 11/01/54 FR 3132DUXS1 - - 22,294,930 $22,662,616 $22,662,616 0.36 $22,560,431
PRET 2025-RPL3 Trust A1 4.15% 25-APR-2065, 4.15%, 04/25/65 PRET 2025-RPL3 69382RAA1 - - 23,283,403 $22,654,251 $22,654,251 0.36 $22,573,729
UMBS TBA 30yr 4.5% September Delivery, 4.50%, 09/15/25 FNCL 01F042699 - - 23,200,000 $22,314,920 $22,314,920 0.36 $22,314,920
FNMA 30yr Pool#FS4781 4.000% 01-Oct-2051, 4.00%, 10/01/51 FN 3140XLJ33 - - 23,442,776 $22,265,289 $22,265,289 0.36 $22,187,147
FNMA 30yr Pool#FS7225 4.000% 01-Aug-2051, 4.00%, 08/01/51 FN 3140XPA33 - - 23,211,827 $22,076,961 $22,076,961 0.35 $21,999,588
GNMA II TBA 30yr 2.5% September Delivery, 2.50%, 09/22/25 G2SF 21H022697 - - 25,296,414 $21,538,278 $21,538,278 0.34 $21,538,278
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-DNA6 B2 11.84839% 25-OCT-2041, 11.81%, 10/25/41 STACR 2021-DNA6 35564KLV9 - - 19,937,000 $21,473,527 $21,473,527 0.34 $21,035,497
FNMA 40yr Pool#BF0807 3.500% 01-Apr-2064, 3.50%, 04/01/64 FN 3140FX3R1 - - 23,708,121 $21,292,240 $21,292,240 0.34 $21,223,092
FNMA 30yr Pool#CB7112 5.500% 01-Sep-2053, 5.50%, 09/01/53 FN 3140QS3W9 - - 20,715,303 $21,221,990 $21,221,990 0.34 $21,127,045
FHLMC 30yr Pool#SL1567 4.500% 01-Jan-2055, 4.50%, 01/01/55 FR 31427NW54 - - 21,747,813 $21,180,899 $21,180,899 0.34 $21,099,345
FNMA 40yr Pool#BF0226 3.500% 01-Jan-2058, 3.50%, 01/01/58 FN 3140FXHC9 - - 22,830,354 $20,966,283 $20,966,283 0.33 $20,899,694
FNMA 40yr Pool#BF0713 4.000% 01-Mar-2063, 4.00%, 03/01/63 FN 3140FXYK2 - - 22,500,358 $20,951,923 $20,951,923 0.33 $20,876,921
FNMA 30yr Pool#FS9880 4.500% 01-Sep-2054, 4.50%, 09/01/54 FN 3140XR6S9 - - 21,612,458 $20,928,438 $20,928,438 0.33 $20,847,391
FNMA 30yr Pool#FS6382 4.000% 01-Aug-2051, 4.00%, 08/01/51 FN 3140XNCU6 - - 21,791,643 $20,726,212 $20,726,212 0.33 $20,653,574
FHLMC 30yr Pool#QJ9063 5.000% 01-Nov-2054, 5.00%, 11/01/54 FR 3133D1B81 - - 20,796,367 $20,706,096 $20,706,096 0.33 $20,619,444
Finance of America Structured Securities Trust, 2025-S1 A1 3.5% 25-FEB-2075, 3.50%, 02/25/75 FASST 2025-S1 31741BAB0 - - 21,360,728 $20,637,112 $20,637,112 0.33 $20,624,652
FINANCE OF AMERICA STRUC 3.28125% 74, 3.50%, 04/25/74 FASST 2024-S3 31739WAB8 - - 20,581,075 $19,974,163 $19,974,163 0.32 $19,962,157
FNMA 30yr Pool#FA0654 4.500% 01-Dec-2054, 4.50%, 12/01/54 FN 3140W0WQ4 - - 20,546,946 $19,896,648 $19,896,648 0.32 $19,819,597
FHLMC 30yr Pool#SL0850 4.000% 01-Jul-2049, 4.00%, 07/01/49 FR 31427M5L1 - - 20,403,915 $19,879,335 $19,879,335 0.32 $19,811,322
FHLMC 30yr Pool#SL0913 4.500% 01-May-2054, 4.50%, 05/01/54 FR 31427NAP4 - - 20,343,723 $19,793,379 $19,793,379 0.32 $19,717,090
FNMA 30yr Pool#FS5028 4.000% 01-Oct-2051, 4.00%, 10/01/51 FN 3140XLSS8 - - 20,422,707 $19,396,912 $19,396,912 0.31 $19,328,837
RCKT Mortgage Trust 2025-CES7 A1A 5.377% 25-JUL-2055, 5.38%, 07/25/55 RCKT 2025-CES7 74943AAA0 - - 18,703,868 $19,185,653 $19,185,653 0.31 $18,864,217
FNMA 30yr Pool#FS9116 6.000% 01-Sep-2054, 6.00%, 09/01/54 FN 3140XRDW2 - - 18,447,809 $19,045,976 $19,045,976 0.30 $18,953,737
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA2 M2 8.09839% 25-FEB-2042, 8.10%, 02/25/42 STACR 2022-DNA2 35564KRN1 - - 18,101,929 $18,811,774 $18,811,774 0.30 $18,783,269
FNMA 30yr Pool#FS8709 4.500% 01-Jan-2051, 4.50%, 01/01/51 FN 3140XQVB0 - - 19,082,030 $18,742,236 $18,742,236 0.30 $18,670,678
FNMA 30yr Pool#FS2863 4.000% 01-Sep-2052, 4.00%, 09/01/52 FN 3140XJFD0 - - 19,752,349 $18,677,457 $18,677,457 0.30 $18,611,616
FNMA 30yr Pool#FS9476 4.000% 01-Jun-2053, 4.00%, 06/01/53 FN 3140XRQ65 - - 19,854,531 $18,675,462 $18,675,462 0.30 $18,609,281
FNMA 30yr Pool#FA1549 5.500% 01-May-2055, 5.50%, 05/01/55 FN 3140W1WK5 - - 17,845,513 $18,282,269 $18,282,269 0.29 $18,200,477
Structured Agency Credit Risk (STACR) Debt Notes, Series 2024-HQA2 M2 6.14839% 25-AUG-2044, 6.15%, 08/25/44 STACR 2024-HQA2 35564NEC3 - - 18,000,000 $18,097,038 $18,097,038 0.29 $18,075,518
FNMA 30yr Pool#DA1525 6.000% 01-Oct-2053, 6.00%, 10/01/53 FN 3140A1VT1 - - 17,509,136 $18,087,291 $18,087,291 0.29 $17,999,746
FNMA 30yr Pool#CB4128 4.500% 01-Jul-2052, 4.50%, 07/01/52 FN 3140QPSS7 - - 18,384,049 $17,897,023 $17,897,023 0.29 $17,828,083
FNMA 30yr Pool#CB8221 5.500% 01-Mar-2054, 5.50%, 03/01/54 FN 3140QUD37 - - 17,342,174 $17,636,071 $17,636,071 0.28 $17,556,586
FHLMC 30yr Pool#QH3192 6.000% 01-Oct-2053, 6.00%, 10/01/53 FR 3133CFRM3 - - 16,824,917 $17,455,025 $17,455,025 0.28 $17,370,900
Homeward Opportunities Fund Trust 2024-RTL1 A1 7.12% 25-JUL-2029, 7.12%, 07/25/29 HOF 43789FAA1 - - 17,261,000 $17,356,551 $17,356,551 0.28 $17,336,068
FHLMC 30yr Pool#SD5963 6.000% 01-Jul-2054, 6.00%, 07/01/54 FR 3132DTTU4 - - 16,640,175 $17,179,730 $17,179,730 0.27 $17,096,529
FNMA 30yr Pool#FM4738 4.000% 01-Sep-2050, 4.00%, 09/01/50 FN 3140X8HQ3 - - 17,843,943 $16,876,262 $16,876,262 0.27 $16,816,782
Huntington Bank Auto Credit-Linked Notes, Series 2024-2 B1 5.442% 20-OCT-2032, 5.44%, 10/20/32 HACLN 2024-2 44644NAG4 - - 16,629,092 $16,786,486 $16,786,486 0.27 $16,758,834
FNMA 40yr Pool#BF0806 3.500% 01-Apr-2064, 3.50%, 04/01/64 FN 3140FX3Q3 - - 18,549,812 $16,699,867 $16,699,867 0.27 $16,645,764
PRPM 2025-RCF3 LLC 5.25% 55, 5.25%, 07/25/55 PRPM 2025-RCF3 69392PAA3 - - 16,363,321 $16,490,764 $16,490,764 0.26 $16,419,174
FNMA 40yr Pool#BF0801 2.500% 01-Apr-2064, 2.50%, 04/01/64 FN 3140FX3K6 - - 19,718,574 $16,242,231 $16,242,231 0.26 $16,201,150
FHLMC 30yr Pool#SL0644 4.500% 01-Mar-2053, 4.50%, 03/01/53 FR 31427MWE7 - - 16,566,767 $16,118,292 $16,118,292 0.26 $16,056,167
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2025-HQA1 M1 5.49839% 25-FEB-2045, 5.50%, 02/25/45 STACR 2025-HQA1 35564NGZ0 - - 15,769,539 $15,796,119 $15,796,119 0.25 $15,779,260
Vontive Mortgage Trust 2025-RTL1 A1 6.507% 25-MAR-2030, 6.51%, 03/25/30 VNTV 2025-RTL1 928884AA3 - - 15,444,000 $15,717,950 $15,717,950 0.25 $15,701,201
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 $15,436,950 $15,436,950 0.25 $15,342,619
PRPM 2025-5 0%30, 5.73%, 07/25/30 PRPM 2025-5 69392RAA9 - - 15,207,813 $15,261,028 $15,261,028 0.24 $15,188,423
PRET 2025-RPL1 Trust A1 4.0% 25-JUL-2069, 4.00%, 07/25/69 PRET 2025-RPL1 69392FAA5 - - 15,701,474 $15,255,647 $15,255,647 0.24 $15,203,308
FNMA 30yr Pool#FA0122 4.500% 01-Dec-2054, 4.50%, 12/01/54 FN 3140W0D44 - - 15,590,601 $15,097,169 $15,097,169 0.24 $15,038,704
Vista Point Securitization Trust 2025-CES2 A1 5.601% 25-AUG-2055, 5.60%, 08/25/55 VSTA 2025-CES2 92842UAA0 - - 14,872,308 $15,017,273 $15,017,273 0.24 $14,947,856
Connecticut Avenue Securities, Series 2021-R03 1M2 5.99839% 25-DEC-2041, 6.00%, 12/25/41 CAS 2021-R03 20754AAB9 - - 14,835,000 $14,947,509 $14,947,509 0.24 $14,930,206
FNMA 30yr Pool#FS9909 5.000% 01-Nov-2054, 5.00%, 11/01/54 FN 3140XSAK9 - - 14,822,538 $14,858,684 $14,858,684 0.24 $14,796,924
FHLMC 30yr Pool#SD6558 6.000% 01-Sep-2054, 6.00%, 09/01/54 FR 3132DUJB4 - - 14,279,098 $14,742,095 $14,742,095 0.24 $14,670,700
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-DNA7 M2 6.14839% 25-NOV-2041, 6.15%, 11/25/41 STACR 2021-DNA7 35564KMH9 - - 14,550,000 $14,674,103 $14,674,103 0.23 $14,656,709
FNMA 30yr Pool#FS8717 6.000% 01-Jul-2054, 6.00%, 07/01/54 FN 3140XQVK0 - - 14,007,003 $14,461,178 $14,461,178 0.23 $14,391,143
Galaxy Senior Participation Interest Trust 1|8.249753|07/31/2026, 8.25%, 07/31/26 GLXYT 2025-1 362922AA4 - - 14,255,018 $14,425,960 $14,425,960 0.23 $14,331,226
CONNECTICUT AVENUE SECUR 5.55001% 45, 5.55%, 07/25/45 CAS 2025-R05 20753CAB6 - - 14,214,337 $14,324,958 $14,324,958 0.23 $14,247,343
GS Mortgage-Backed Securities Trust 2025-RPL3 A1 4.1% 25-JUL-2065, 4.10%, 07/25/65 GSMBS 2025-RPL3 362963AA8 - - 14,522,769 $14,232,552 $14,232,552 0.23 $14,182,932
FINANCE OF AMER STR TR 2024-S2 A1, 3.50%, 04/25/74 FASST 2024-S2 31739VAA2 - - 14,544,871 $14,170,159 $14,170,159 0.23 $14,161,675
Chase Mortgage Reference Notes, Series 2020-CL1 M1 6.68703% 25-OCT-2057, 6.69%, 10/25/57 CHASE 2020-CL1 46591HAG5 - - 13,793,521 $14,168,785 $14,168,785 0.23 $14,150,850
BMP Commercial Mortgage Trust 2024-MF23 A 5.73504% 15-JUN-2041, 5.74%, 06/15/41 BMP 2024-MF23 05593JAA8 - - 14,000,000 $14,059,155 $14,059,155 0.22 $14,021,240
FHLMC 30yr Pool#SD1143 4.500% 01-Sep-2050, 4.50%, 09/01/50 FR 3132DNHU0 - - 14,131,214 $13,879,579 $13,879,579 0.22 $13,826,587
FNMA 30yr Pool#FA0470 6.000% 01-Jan-2055, 6.00%, 01/01/55 FN 3140W0QY4 - - 13,150,954 $13,577,372 $13,577,372 0.22 $13,511,618
FHLMC 30yr Pool#SL1665 4.500% 01-Jun-2053, 4.50%, 06/01/53 FR 31427NZ77 - - 13,839,754 $13,465,357 $13,465,357 0.22 $13,413,458
FNMA 30yr Pool#FM5350 4.500% 01-Sep-2050, 4.50%, 09/01/50 FN 3140X85L7 - - 13,725,287 $13,446,914 $13,446,914 0.21 $13,395,445
Foundation Finance Trust 2025-2 B 4.94% 15-APR-2052, 4.94%, 04/15/52 FFIN 2025-2A 35042NAB1 - - 13,050,000 $13,188,690 $13,188,690 0.21 $13,160,038
Ally Bank Auto Credit-Linked Notes, Series 2025-A C 4.844% 15-JUN-2033, 4.84%, 06/15/33 ABCLN 2025-A 02007G5F6 - - 13,085,000 $13,125,155 $13,125,155 0.21 $13,096,985
FIGRE TRUST 2025-HE4 FLTG 2055 C, 5.71%, 07/25/55 FIGRE 2025-HE4 31684PAC6 - - 12,950,457 $13,018,749 $13,018,749 0.21 $12,957,137
FNMA 30yr Pool#DE6043 6.000% 01-Aug-2055, 6.00%, 08/01/55 FN 3140BJWD5 - - 12,527,596 $12,936,360 $12,936,360 0.21 $12,873,722
FHLMC 30yr Pool#SD5994 4.500% 01-Sep-2050, 4.50%, 09/01/50 FR 3132DTUT5 - - 13,101,198 $12,867,904 $12,867,904 0.21 $12,818,775
FNMA 40yr Pool#BF0731 2.500% 01-Jun-2063, 2.50%, 06/01/63 FN 3140FXY55 - - 15,509,224 $12,790,378 $12,790,378 0.20 $12,758,067
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 $12,598,157 $12,598,157 0.20 $12,520,374
RCKT Mortgage Trust 2024-CES7 A1A 5.158% 25-OCT-2044, 5.16%, 10/25/44 RCKT 2024-CES7 749414AA6 - - 12,490,072 $12,556,213 $12,556,213 0.20 $12,502,526
Homeward Opportunities Fund Trust 2025-RRTL1 A1 5.476% 25-MAR-2040, 5.48%, 03/25/40 HOF 2025-RRTL1 437919AA1 - - 12,500,000 $12,543,397 $12,543,397 0.20 $12,531,989
FHLMC 30yr Pool#SL0509 4.500% 01-Jan-2055, 4.50%, 01/01/55 FR 31427MR78 - - 12,740,734 $12,337,498 $12,337,498 0.20 $12,289,720
FNMA 30yr Pool#FS7541 4.000% 01-Jun-2052, 4.00%, 06/01/52 FN 3140XPLX5 - - 12,864,996 $12,218,811 $12,218,811 0.20 $12,175,928
FHLMC 30yr Pool#QG6755 5.500% 01-Jun-2053, 5.50%, 06/01/53 FR 3133C7QG5 - - 11,874,025 $12,181,931 $12,181,931 0.19 $12,127,509
FNMA 30yr Pool#FA1548 4.500% 01-Sep-2053, 4.50%, 09/01/53 FN 3140W1WJ8 - - 12,489,506 $12,164,577 $12,164,577 0.19 $12,117,742
PRET 2025-NPL4 A1 6.3677% 25-MAY-2055, 6.37%, 04/25/55 PRET 2025-NPL4 74136UAA3 - - 12,082,130 $12,153,765 $12,153,765 0.19 $12,140,942
FHLMC 30yr Pool#SD1436 4.500% 01-Aug-2052, 4.50%, 08/01/52 FR 3132DNSZ7 - - 12,349,071 $11,995,448 $11,995,448 0.19 $11,949,139
TOWD POINT MORTGAGE TRUST 6.125% 65, 5.67%, 08/25/65 TPMT 2025-CES3 891949AC3 - - 11,840,000 $11,955,687 $11,955,687 0.19 $11,899,773
FIGRE Trust 2025-HE3 A 5.56% 25-MAY-2055, 5.56%, 05/25/55 FIGRE 2025-HE3 31684LAA9 - - 11,813,809 $11,943,340 $11,943,340 0.19 $11,888,602
FNMA 30yr Pool#BY4134 5.500% 01-Jul-2053, 5.50%, 07/01/53 FN 3140NLSY6 - - 11,707,866 $11,890,566 $11,890,566 0.19 $11,836,905
FHLMC 30yr Pool#SD5224 6.000% 01-Mar-2054, 6.00%, 03/01/54 FR 3132DSYV8 - - 11,410,724 $11,780,625 $11,780,625 0.19 $11,723,571
FNMA 30yr Pool#FS6236 6.500% 01-Nov-2053, 6.50%, 11/01/53 FN 3140XM4W3 - - 11,245,575 $11,779,148 $11,779,148 0.19 $11,718,235
FNMA 30yr Pool#FS7117 6.500% 01-Feb-2054, 6.50%, 02/01/54 FN 3140XN4B7 - - 11,099,020 $11,625,639 $11,625,639 0.19 $11,565,520
FNMA 40yr Pool#BF0783 3.500% 01-Dec-2063, 3.50%, 12/01/63 FN 3140FX2R2 - - 12,789,064 $11,493,784 $11,493,784 0.18 $11,456,483
FHLMC 30yr Pool#QH3306 6.000% 01-Oct-2053, 6.00%, 10/01/53 FR 3133CFU72 - - 11,016,082 $11,428,643 $11,428,643 0.18 $11,373,563
Huntington Bank Auto Credit-Linked Notes, Series 2024-1 B1 6.153% 20-MAY-2032, 6.15%, 05/20/32 HACLN 2024-1 44644NAA7 - - 11,214,349 $11,369,733 $11,369,733 0.18 $11,348,650
FNMA 30yr Pool#FS5818 4.500% 01-Oct-2050, 4.50%, 10/01/50 FN 3140XMPC4 - - 11,577,963 $11,343,142 $11,343,142 0.18 $11,299,724
FNMA 30yr Pool#FS5362 4.500% 01-Dec-2050, 4.50%, 12/01/50 FN 3140XL5Y0 - - 11,425,506 $11,193,777 $11,193,777 0.18 $11,150,931
FNMA 30yr Pool#FS7613 4.500% 01-May-2052, 4.50%, 05/01/52 FN 3140XPN70 - - 11,215,656 $11,015,938 $11,015,938 0.18 $10,973,880
FNMA 30yr Pool#BX0421 5.500% 01-Nov-2052, 5.50%, 11/01/52 FN 3140N4PF8 - - 10,647,953 $10,862,110 $10,862,110 0.17 $10,813,307
FHLMC 30yr Pool#SL0869 4.500% 01-May-2053, 4.50%, 05/01/53 FR 31427M6F3 - - 11,115,474 $10,781,555 $10,781,555 0.17 $10,739,872
FHLMC 30yr Pool#RA7104 4.500% 01-Feb-2051, 4.50%, 02/01/51 FR 3133KN3M3 - - 10,751,025 $10,516,050 $10,516,050 0.17 $10,475,734
FHLMC 30yr Pool#QH1500 6.000% 01-Sep-2053, 6.00%, 09/01/53 FR 3133CDUZ5 - - 10,024,918 $10,355,943 $10,355,943 0.17 $10,305,818
FNMA 30yr Pool#FS6662 4.000% 01-Oct-2051, 4.00%, 10/01/51 FN 3140XNML5 - - 10,859,103 $10,313,670 $10,313,670 0.16 $10,277,473
FIGRE TRUST 2025-HE4 5.408% 55, 5.41%, 07/25/55 FIGRE 2025-HE4 31684PAA0 - - 10,179,884 $10,261,765 $10,261,765 0.16 $10,215,888
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-HQA4 M2 6.69839% 25-DEC-2041, 6.70%, 12/25/41 STACR 2021-HQA4 35564KNS4 - - 10,089,878 $10,238,602 $10,238,602 0.16 $10,225,461
Connecticut Avenue Securities Trust 2022-R01 1B2 10.34839% 25-DEC-2041, 10.35%, 12/25/41 CAS 2022-R01 20754LAJ8 - - 9,700,000 $10,166,888 $10,166,888 0.16 $10,147,370
Connecticut Avenue Securities Trust 2024-R05 2M2 6.04839% 25-JUL-2044, 6.05%, 07/25/44 CAS 2024-R05 20754XAC7 - - 10,060,000 $10,148,339 $10,148,339 0.16 $10,084,098
FIGRE TRUST 2025 HE4 FLTG 2055 B, 5.61%, 07/25/55 FIGRE 2025-HE4 31684PAB8 - - 10,026,394 $10,098,052 $10,098,052 0.16 $10,051,195
LHOME Mortgage Trust 2024-RTL3 A1 6.9% 25-MAY-2029, 6.90%, 05/25/29 LHOME 2024-RTL3 50205GAA0 - - 9,960,000 $10,077,579 $10,077,579 0.16 $10,066,125
A&D Mortgage Trust 2025-NQM2 A1 5.79% 25-JUN-2070, 5.79%, 06/25/70 ADMT 2025-NQM2 00250EAC0 - - 9,819,614 $9,955,953 $9,955,953 0.16 $9,908,574
RCKT Mortgage Trust 2024-CES9 A1B 5.683% 25-DEC-2044, 5.68%, 12/25/44 RCKT 2024-CES9 749426AB8 - - 9,742,549 $9,848,158 $9,848,158 0.16 $9,802,018
FHLMC 30yr Pool#QH4373 6.000% 01-Nov-2053, 6.00%, 11/01/53 FR 3133CG2E6 - - 9,443,505 $9,797,173 $9,797,173 0.16 $9,749,955
FNMA 30yr Pool#FS2144 3.500% 01-Jun-2052, 3.50%, 06/01/52 FN 3140XHL21 - - 10,621,330 $9,788,972 $9,788,972 0.16 $9,757,993
Rithm Capital Corp. 8.0% 01-APR-2029, 8.00%, 04/01/29 RITM 64828TAB8 - - 9,213,000 $9,738,310 $9,738,310 0.16 $9,431,210
FHLMC 30yr Pool#RJ1754 4.500% 01-Jun-2054, 4.50%, 06/01/54 FR 3142GR5Q9 - - 9,865,577 $9,553,337 $9,553,337 0.15 $9,516,342
RCKT Mortgage Trust 2025-CES7 A1B 5.478% 25-JUL-2055, 5.48%, 07/25/55 RCKT 2025-CES7 74943AAB8 - - 9,422,853 $9,537,268 $9,537,268 0.15 $9,494,253
FNMA 30yr Pool#DA0026 6.000% 01-Sep-2053, 6.00%, 09/01/53 FN 3140A0A41 - - 9,220,397 $9,524,856 $9,524,856 0.15 $9,478,754
Saluda Grade Alternative Mortgage Trust 2023-RTL3 A1 7.0% 25-APR-2029, 7.00%, 04/25/29 GRADE 2023-RTL3 79583YAA2 - - 9,488,370 $9,488,933 $9,488,933 0.15 $9,433,585
Brean Asset Backed Securities Trust 2024-RM8 A1 4.5% 25-MAY-2064, 4.50%, 05/25/64 BABS 2024-RM8 10637YAA3 - - 9,586,968 $9,431,660 $9,431,660 0.15 $9,424,470
RCKT MORTGAGE TR 2025-CES8 A1A, 5.15%, 08/25/55 RCKT 2025-CES8 74939WAA8 - - 9,300,000 $9,370,925 $9,370,925 0.15 $9,331,030
LHOME Mortgage Trust 2024-RTL5 A2 5.751% 25-SEP-2039, 5.75%, 09/25/39 LHOME 2024-RTL5 50205WAB3 - - 9,325,000 $9,358,384 $9,358,384 0.15 $9,349,445
CONNECTICUT AVENUE SECUR 5.95001% 45, 5.95%, 07/25/45 CAS 2025-R05 20753CAC4 - - 9,254,000 $9,305,474 $9,305,474 0.15 $9,252,166
Alterna Funding III A 6.26% 15-MAY-2039, 6.26%, 05/16/39 TAX 2024-1A 02157JAA3 - - 9,172,989 $9,279,446 $9,279,446 0.15 $9,253,925
RCKT Mortgage Trust 2025-CES6 A1A 5.472% 25-JUN-2055, 5.47%, 06/25/55 RCKT 2025-CES6 748949AA2 - - 9,126,432 $9,259,425 $9,259,425 0.15 $9,217,808
FNMA 30yr Pool#FA1287 4.500% 01-Jul-2053, 4.50%, 07/01/53 FN 3140W1ND1 - - 9,486,747 $9,217,580 $9,217,580 0.15 $9,182,004
FHLMC 30yr Pool#SD7417 5.500% 01-Jan-2055, 5.50%, 01/01/55 FR 3132DVG25 - - 8,928,780 $9,146,002 $9,146,002 0.15 $9,105,078
FNMA 30yr Pool#FA0787 4.500% 01-Jan-2055, 4.50%, 01/01/55 FN 3140W02V6 - - 8,960,171 $8,676,588 $8,676,588 0.14 $8,642,987
Fannie Mae REMIC Trust 2022-65 FB 5.15001% 25-SEP-2052, 5.15%, 09/25/52 FNR 2022-65 3136BPCQ2 - - 8,703,522 $8,601,568 $8,601,568 0.14 $8,594,099
Ally Bank Auto Credit-Linked Notes, Series 2025-A D 4.991% 15-JUN-2033, 4.99%, 06/15/33 ABCLN 2025-A 02007G5G4 - - 8,500,000 $8,529,077 $8,529,077 0.14 $8,510,222
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 $8,401,198 $8,401,198 0.13 $8,347,805
PRPM 2025-RPL4 A1, 3.00%, 05/25/55 PRPM 2025-RPL4 74448NAA2 - - 8,863,211 $8,342,203 $8,342,203 0.13 $8,320,045
RCKT Mortgage Trust 2024-CES1 A1B 6.325% 25-FEB-2044, 6.33%, 02/25/44 RCKT 2024-CES1 749424AB3 - - 8,056,910 $8,165,643 $8,165,643 0.13 $8,123,176
ACHM Trust 2024-HE1 A 6.55% 25-MAY-2039, 6.55%, 05/25/39 ACHM 2024-HE1 00449TAA3 - - 8,036,838 $8,153,617 $8,153,617 0.13 $8,144,844
FIGRE Trust 2025-HE2 A 5.775% 25-MAR-2055, 5.78%, 03/25/55 FIGRE 2025-HE2 31684KAA1 - - 8,015,950 $8,139,895 $8,139,895 0.13 $8,101,318
FHLMC 30yr Pool#QX0520 5.500% 01-Dec-2054, 5.50%, 12/01/54 FR 31425USJ5 - - 7,865,183 $7,994,258 $7,994,258 0.13 $7,958,210
Structured Agency Credit Risk (STACR) Debt Notes, Series 2024-HQA1 M1 5.59839% 25-MAR-2044, 5.60%, 03/25/44 STACR 2024-HQA1 M1 35564NBX0 - - 7,960,993 $7,978,175 $7,978,175 0.13 $7,969,509
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 $7,822,558 $7,822,558 0.12 $7,801,719
PRPM 2025-RCF3, LLC, 5.77%, 08/25/30 PRPM 2025-6 69395KAA1 - - 7,712,000 $7,797,164 $7,797,164 0.12 $7,721,712
RCKT MORTGAGE TRUST 2025 5.24863% 55, 5.25%, 08/25/55 RCKT 2025-CES8 74939WAB6 - - 7,653,000 $7,706,062 $7,706,062 0.12 $7,672,589
Connecticut Avenue Securities Trust 2025-R01 1M2 5.84839% 25-JAN-2045, 5.85%, 01/25/45 CAS 2025-R01 20755JAC7 - - 7,526,000 $7,548,790 $7,548,790 0.12 $7,540,229
Mello Mortgage Capital Acceptance 2024-SD1 A1 4.0% 25-APR-2054, 4.00%, 04/25/54 MELLO 58550DAA1 - - 7,675,625 $7,533,597 $7,533,597 0.12 $7,528,480
FNMA 30yr Pool#DB4017 6.000% 01-May-2054, 6.00%, 05/01/54 FN 3140ADPB1 - - 7,249,315 $7,484,373 $7,484,373 0.12 $7,448,127
FNMA 30yr Pool#FS7397 6.000% 01-Mar-2054, 6.00%, 03/01/54 FN 3140XPGF0 - - 7,142,369 $7,373,960 $7,373,960 0.12 $7,338,248
FHLMC 30yr Pool#SD5223 6.000% 01-Apr-2054, 6.00%, 04/01/54 FR 3132DSYU0 - - 7,091,946 $7,321,902 $7,321,902 0.12 $7,286,442
FNMA 30yr Pool#DD5556 6.000% 01-Mar-2055, 6.00%, 03/01/55 FN DD5556 MTGE 3140B6E68 - - 6,939,000 $7,165,413 $7,165,413 0.11 $7,130,718
FHLMC 30yr Pool#QG3912 5.500% 01-Jun-2053, 5.50%, 06/01/53 FR 3133C4KZ6 - - 6,883,221 $7,022,831 $7,022,831 0.11 $6,991,283
Brean Asset Backed Securities Trust 2024-RM9 A1 5.0% 25-SEP-2064, 5.00%, 09/25/64 BABS 2024-RM9 10638DAA8 - - 6,933,850 $6,898,801 $6,898,801 0.11 $6,893,023
LHOME Mortgage Trust 2024-RTL4 A2 6.092% 25-JUL-2039, 6.09%, 07/25/39 LHOME 2024-RTL4 50205PAB8 - - 6,870,000 $6,885,030 $6,885,030 0.11 $6,878,055
Huntington Bank Auto Credit-Linked Notes, Series 2025-1 B 4.957% 20-MAR-2033, 4.96%, 03/21/33 HACLN 2025-1 446438SX2 - - 6,691,853 $6,720,264 $6,720,264 0.11 $6,710,128
FHLMC 30yr Pool#QH7040 6.000% 01-Dec-2053, 6.00%, 12/01/53 FR 3133CKZD3 - - 6,492,775 $6,707,168 $6,707,168 0.11 $6,674,704
PRET 2025-RPL2 Trust A1 4.0% 25-FEB-2065, 4.00%, 08/25/64 PRET 2025-RPL2 69392LAA2 - - 6,702,258 $6,680,814 $6,680,814 0.11 $6,559,305
FNMA 30yr Pool#DA1456 5.500% 01-Sep-2053, 5.50%, 09/01/53 FN 3140A1TN7 - - 6,444,507 $6,544,547 $6,544,547 0.10 $6,515,010
Connecticut Avenue Securities Trust 2025-R04 25-MAY-2045, 5.55%, 05/25/45 CAS 2025-R04 20755TAB7 - - 6,509,396 $6,524,459 $6,524,459 0.10 $6,517,437
FNMA 30yr Pool#FM4129 4.000% 01-Sep-2050, 4.00%, 09/01/50 FN 3140X7ST7 - - 6,850,527 $6,506,438 $6,506,438 0.10 $6,483,603
FNMA 30yr Pool#BY0337 6.500% 01-May-2053, 6.50%, 05/01/53 FN 3140NGLT5 - - 6,215,999 $6,500,743 $6,500,743 0.10 $6,467,073
LHOME Mortgage Trust 2024-RTL1 A1 7.017% 25-JAN-2029, 7.02%, 01/25/29 LHOME 2024-RTL1 50205DAA7 - - 6,341,000 $6,384,421 $6,384,421 0.10 $6,377,005
FNMA 30yr Pool#DC7015 5.500% 01-Dec-2054, 5.50%, 12/01/54 FN 3140AUYM9 - - 6,217,526 $6,319,562 $6,319,562 0.10 $6,291,065
PRPM 2025-RPL3 A1 3.25% 25-APR-2055, 3.25%, 04/25/55 PRPM 2025-RPL3 69392NAA8 - - 6,467,246 $6,302,453 $6,302,453 0.10 $6,284,937
FHLMC 30yr Pool#SD3018 5.500% 01-May-2053, 5.50%, 05/01/53 FR 3132DQK70 - - 6,111,661 $6,214,588 $6,214,588 0.10 $6,186,577
Connecticut Avenue Securities Trust 2025-R01 1M1 5.44839% 25-JAN-2045, 5.45%, 01/25/45 CAS 2025-R01 20755JAB9 - - 6,161,222 $6,171,550 $6,171,550 0.10 $6,165,021
FNMA 30yr Pool#DA1468 6.000% 01-Sep-2053, 6.00%, 09/01/53 FN 3140A1T23 - - 5,939,887 $6,162,341 $6,162,341 0.10 $6,132,641
FNMA 30yr Pool#FM7479 4.500% 01-Jan-2050, 4.50%, 01/01/50 FN 3140XBJZ4 - - 6,194,252 $6,083,950 $6,083,950 0.10 $6,060,722
FHLMC 30yr Pool#SD3813 6.000% 01-Jul-2053, 6.00%, 07/01/53 FR 3132E0GW6 - - 5,773,651 $5,976,187 $5,976,187 0.10 $5,947,318
FHLMC 30yr Pool#QH2242 5.500% 01-Sep-2053, 5.50%, 09/01/53 FR 3133CEP30 - - 5,836,175 $5,926,773 $5,926,773 0.09 $5,900,024
FNMA 30yr Pool#FS1578 4.000% 01-Oct-2050, 4.00%, 10/01/50 FN 3140XGXG9 - - 6,155,886 $5,874,432 $5,874,432 0.09 $5,853,912
FHLMC 30yr Pool#QH4638 6.000% 01-Nov-2053, 6.00%, 11/01/53 FR 3133CHEK7 - - 5,610,114 $5,820,217 $5,820,217 0.09 $5,792,167
FNMA 30yr Pool#FS0088 4.000% 01-Mar-2050, 4.00%, 03/01/50 FN 3140XFC25 - - 5,998,915 $5,734,135 $5,734,135 0.09 $5,714,138
FHLMC 30yr Pool#QH4473 6.000% 01-Nov-2053, 6.00%, 11/01/53 FR 3133CG6J1 - - 5,482,026 $5,687,333 $5,687,333 0.09 $5,659,922
FHLMC 30yr Pool#SD2606 4.500% 01-Sep-2051, 4.50%, 09/01/51 FR 3132DP3P1 - - 5,771,072 $5,644,939 $5,644,939 0.09 $5,623,298
FHLMC 30yr Pool#QJ9072 6.000% 01-Nov-2054, 6.00%, 11/01/54 FR 3133D1CH0 - - 5,466,735 $5,643,994 $5,643,994 0.09 $5,616,660
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 - - 5,569,567 $5,639,005 $5,639,005 0.09 $5,632,703
PRPM 2025 RCF4 LLC 4.5% 55, 4.50%, 08/25/55 PRPM 2025-RCF4 69382WAA0 - - 5,539,000 $5,518,963 $5,518,963 0.09 $5,477,420
TOWD POINT MORTGAGE TRUST 2 5.75% 65, 5.40%, 08/25/65 TPMT 2025-CES3 891949BV0 - - 5,412,000 $5,448,247 $5,448,247 0.09 $5,423,893
RCKT Mortgage Trust 2025-CES1 A1A 5.653% 25-JAN-2045, 5.65%, 01/25/45 RCKT 2025-CES1 A1 749427AA8 - - 5,331,466 $5,413,325 $5,413,325 0.09 $5,388,209
BX Trust 2021-SDMF A 5.067% 15-SEP-2034, 5.07%, 09/15/34 BX 2021-SDMF 12434CAA2 - - 5,355,350 $5,359,510 $5,359,510 0.09 $5,346,697
LHOME Mortgage Trust 2024-RTL2 A1 7.128% 25-MAR-2029, 7.13%, 03/25/29 LHOME 50205JAA4 - - 5,293,684 $5,345,934 $5,345,934 0.09 $5,339,645
FNMA 30yr Pool#CA0706 4.000% 01-Nov-2047, 4.00%, 11/01/47 FN 3140Q7YC5 - - 5,577,927 $5,314,982 $5,314,982 0.08 $5,296,389
FIGRE TRUST 2025-FL1 5.265% 55, 5.26%, 07/25/55 FIGRE 2025-FL1 31684QAA8 - - 5,000,000 $5,245,710 $5,245,710 0.08 $5,014,558
Structured Agency Credit Risk (STACR) Debt Notes, Series 2024-HQA1 M2 6.34839% 25-MAR-2044, 6.35%, 03/25/44 STACR 2024-HQA1 M2 35564NCA9 - - 5,088,000 $5,146,823 $5,146,823 0.08 $5,140,542
Ginnie Mae REMIC Trust 2023-116 LF 5.64798% 20-AUG-2053, 5.65%, 08/20/53 GNR 2023-116 38384EFT7 - - 5,119,902 $5,141,946 $5,141,946 0.08 $5,133,115
FNMA 30yr Pool#BX5986 5.500% 01-Mar-2053, 5.50%, 03/01/53 FN 3140NAUL5 - - 4,976,036 $5,106,296 $5,106,296 0.08 $5,083,489
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 $5,090,201 $5,090,201 0.08 $5,076,027
FNMA 30yr Pool#DA5019 6.500% 01-Nov-2053, 6.50%, 11/01/53 FN 3140A5SH2 - - 4,847,865 $5,079,861 $5,079,861 0.08 $5,053,601
FNMA 30yr Pool#DA5072 6.500% 01-Nov-2053, 6.50%, 11/01/53 FN 3140A5T65 - - 4,806,901 $5,036,935 $5,036,935 0.08 $5,010,898
FNMA 30yr Pool#DD3307 6.000% 01-Feb-2055, 6.00%, 02/01/55 FN DD3307 MTGE 3140B3U91 - - 4,787,126 $4,943,325 $4,943,325 0.08 $4,919,390
FHLMC 30yr Pool#QF9863 5.500% 01-Mar-2053, 5.50%, 03/01/53 FR 3133BX5Y3 - - 4,829,446 $4,940,438 $4,940,438 0.08 $4,918,303
RCKT Mortgage Trust 2024-CES6 A1B 5.546% 25-SEP-2044, 5.55%, 09/25/44 RCKT 2024-CES6 749410AB2 - - 4,812,698 $4,846,818 $4,846,818 0.08 $4,824,575
ABL 2024-RTL1 A2 7.457% 25-SEP-2029, 7.46%, 09/25/29 ABL 2024-RTL1 00092EAB4 - - 4,840,000 $4,837,423 $4,837,423 0.08 $4,831,408
FHLMC 30yr Pool#QX6719 6.000% 01-Feb-2055, 6.00%, 02/01/55 FR 31426CPD0 - - 4,602,559 $4,752,736 $4,752,736 0.08 $4,729,723
FIGRE Trust 2025-HE3 B 5.71% 25-MAY-2055, 5.71%, 05/25/55 FIGRE 2025-HE3 31684LAB7 - - 4,688,020 $4,730,649 $4,730,649 0.08 $4,708,342
RCKT Mortgage Trust 2023-CES1 A1A 6.515% 25-JUN-2043, 6.51%, 06/25/43 RCKT 74935WAA2 - - 4,667,884 $4,718,332 $4,718,332 0.08 $4,692,989
FHLMC 30yr Pool#RA1100 4.000% 01-Jul-2049, 4.00%, 07/01/49 FR 3133KGGH5 - - 4,962,062 $4,712,469 $4,712,469 0.08 $4,695,929
Homeward Opportunities Fund Trust 2025-RRTL2|5.237|09/25/2040, 5.24%, 09/25/40 HOF 2025-RRTL2 437923AA3 - - 4,682,000 $4,688,688 $4,688,688 0.07 $4,688,688
FNMA 30yr Pool#BX9326 5.500% 01-Mar-2053, 5.50%, 03/01/53 FN 3140NELG8 - - 4,474,926 $4,577,770 $4,577,770 0.07 $4,557,260
FNMA 30yr Pool#FS3246 5.500% 01-Nov-2052, 5.50%, 11/01/52 FN 3140XJTC7 - - 4,427,702 $4,555,063 $4,555,063 0.07 $4,534,769
FHLMC 30yr Pool#QI8221 6.000% 01-Jun-2054, 6.00%, 06/01/54 FR 3133WFD20 - - 4,359,218 $4,500,565 $4,500,565 0.07 $4,478,769
FHLMC 30yr Pool#QH2259 6.000% 01-Sep-2053, 6.00%, 09/01/53 FR 3133CEQL9 - - 4,329,569 $4,472,533 $4,472,533 0.07 $4,450,885
FIGRE Trust 2025-HE3 C 5.91% 25-MAY-2055, 5.91%, 05/25/55 FIGRE 2025-HE3 31684LAC5 - - 4,406,738 $4,447,138 $4,447,138 0.07 $4,425,434
Connecticut Avenue Securities Trust 2024-R02 1M1 5.44839% 25-FEB-2044, 5.45%, 02/25/44 CAS 2024-R02 20754GAA8 - - 4,329,341 $4,335,238 $4,335,238 0.07 $4,330,651
FNMA 30yr Pool#BX0419 5.500% 01-Nov-2052, 5.50%, 11/01/52 FN 3140N4PD3 - - 4,249,028 $4,330,094 $4,330,094 0.07 $4,310,619
FHLMC 30yr Pool#QH0826 5.500% 01-Sep-2053, 5.50%, 09/01/53 FR 3133CC4K9 - - 4,217,104 $4,325,766 $4,325,766 0.07 $4,306,437
FNMA 30yr Pool#CB2907 3.500% 01-Feb-2052, 3.50%, 02/01/52 FN 3140QNGR7 - - 4,651,211 $4,288,445 $4,288,445 0.07 $4,274,879
FHLMC 30yr Pool#QF7280 5.500% 01-Jan-2053, 5.50%, 01/01/53 FR 3133BVCR4 - - 4,134,515 $4,255,347 $4,255,347 0.07 $4,236,397
Fannie Mae REMIC Trust 2020-98 AI 3.5% 25-JAN-2061, 3.50%, 01/25/61 FNR 2020-98 3136BDLE6 - - 19,046,430 $4,204,093 $4,204,093 0.07 $4,148,541
SREIT Commercial Mortgage Trust 2021-MFP B 5.5578% 15-NOV-2038, 5.56%, 11/15/38 SREIT 2021-MFP 78472UAC2 - - 4,194,208 $4,197,989 $4,197,989 0.07 $4,186,982
FNMA 30yr Pool#BX6124 6.500% 01-Jan-2053, 6.50%, 01/01/53 FN 3140NAYW7 - - 3,966,123 $4,180,801 $4,180,801 0.07 $4,159,318
FHLMC 30yr Pool#QH5204 6.500% 01-Nov-2053, 6.50%, 11/01/53 FR 3133CHX91 - - 3,964,162 $4,174,417 $4,174,417 0.07 $4,152,945
RCKT Mortgage Trust 2025-CES2 A1B 5.603% 25-FEB-2055, 5.60%, 02/25/55 RCKT 2025-CES2 74942BAB7 - - 4,120,713 $4,169,728 $4,169,728 0.07 $4,150,487
Connecticut Avenue Securities Trust 2024-R06 1M2 5.94839% 25-SEP-2044, 5.95%, 09/25/44 CAS 2024-R06 20755RAC9 - - 4,125,699 $4,141,000 $4,141,000 0.07 $4,136,228
FHLMC 30yr Pool#QX5273 6.000% 01-Feb-2055, 6.00%, 02/01/55 FR 31426A2F4 - - 3,968,703 $4,097,387 $4,097,387 0.07 $4,077,544
FNMA 30yr Pool#DA3549 6.500% 01-Oct-2053, 6.50%, 10/01/53 FN 3140A35K5 - - 3,885,238 $4,091,307 $4,091,307 0.07 $4,070,262
FNMA 30yr Pool#BW6314 5.500% 01-Aug-2052, 5.50%, 08/01/52 FN 3140MYAQ5 - - 3,989,665 $4,071,457 $4,071,457 0.07 $4,053,171
FNMA 30yr Pool#BX9422 5.500% 01-Mar-2053, 5.50%, 03/01/53 FN 3140NEPG4 - - 3,986,382 $4,048,914 $4,048,914 0.06 $4,030,643
LHOME MORTGAGE TR 2025-RTL3 A1, 5.24%, 08/25/40 LHOME 2025-RTL3 50205YAA1 - - 4,000,000 $4,005,813 $4,005,813 0.06 $3,999,992
FNMA 30yr Pool#FS2135 4.000% 01-Nov-2049, 4.00%, 11/01/49 FN 3140XHLR6 - - 4,152,606 $3,949,578 $3,949,578 0.06 $3,935,736
FNMA 30yr Pool#BY0335 6.000% 01-May-2053, 6.00%, 05/01/53 FN 3140NGLR9 - - 3,688,432 $3,794,702 $3,794,702 0.06 $3,776,260
FNMA 30yr Pool#FS2713 4.500% 01-Oct-2050, 4.50%, 10/01/50 FN 3140XJAP8 - - 3,834,859 $3,766,572 $3,766,572 0.06 $3,752,191
Bayview Opportunity Master Fund VII Trust 2024-CAR1 B 5.64839% 25-DEC-2031, 5.65%, 12/26/31 BVCLN 2024-CAR1 07336QAB8 - - 3,662,383 $3,695,930 $3,695,930 0.06 $3,673,133
FHLMC 30yr Pool#QH7549 6.000% 01-Dec-2053, 6.00%, 12/01/53 FR 3133CLL61 - - 3,518,895 $3,635,089 $3,635,089 0.06 $3,617,495
FHLMC 30yr Pool#QH1144 5.500% 01-Sep-2053, 5.50%, 09/01/53 FR 3133CDHV9 - - 3,520,915 $3,611,349 $3,611,349 0.06 $3,595,212
FNMA 30yr Pool#FM7031 4.000% 01-Jan-2051, 4.00%, 01/01/51 FN 3140XAY55 - - 3,735,397 $3,547,775 $3,547,775 0.06 $3,535,323
FHLMC 30yr Pool#QH6041 5.500% 01-Dec-2053, 5.50%, 12/01/53 FR 3133CJWA5 - - 3,436,533 $3,497,699 $3,497,699 0.06 $3,481,948
FINANCE OF AMERICA STRUCTURE 3.5% 74, 3.50%, 02/25/74 FASST 2024-S1 31740RAB6 - - 3,568,849 $3,484,868 $3,484,868 0.06 $3,482,787
FHLMC 30yr Pool#QF7810 5.500% 01-Jan-2053, 5.50%, 01/01/53 FR 3133BVVB8 - - 3,381,012 $3,478,508 $3,478,508 0.06 $3,463,012
FHLMC 30yr Pool#SD1416 4.500% 01-Dec-2048, 4.50%, 12/01/48 FR 3132DNSD6 - - 3,534,921 $3,471,974 $3,471,974 0.06 $3,458,718
FNMA 30yr Pool#DA0036 6.500% 01-Sep-2053, 6.50%, 09/01/53 FN 3140A0BE8 - - 3,237,905 $3,392,855 $3,392,855 0.05 $3,375,317
FNMA 30yr Pool#BX8700 5.500% 01-Mar-2053, 5.50%, 03/01/53 FN 3140NDU21 - - 3,306,981 $3,389,357 $3,389,357 0.05 $3,374,200
FNMA 30yr Pool#FM1540 4.000% 01-Sep-2049, 4.00%, 09/01/49 FN 3140X4WA0 - - 3,559,214 $3,380,184 $3,380,184 0.05 $3,368,320
BX Trust 2021-BXMF C 5.66927% 15-OCT-2038, 5.67%, 10/15/26 BX 2021-BXMF 05609RAJ3 - - 3,337,147 $3,339,484 $3,339,484 0.05 $3,330,550
FNMA 30yr Pool#MA4026 4.000% 01-May-2050, 4.00%, 05/01/50 FN 31418DPL0 - - 3,452,996 $3,270,426 $3,270,426 0.05 $3,258,916
Connecticut Avenue Securities Trust 2024-R02 1M2 6.14839% 25-FEB-2044, 6.15%, 02/25/44 CAS 2024-R02 20754GAE0 - - 3,168,862 $3,198,017 $3,198,017 0.05 $3,194,229
Connecticut Avenue Securities Trust 2024-R01 1M2 6.14839% 25-JAN-2044, 6.15%, 01/25/44 CAS 2024-R01 20753UAB6 - - 3,140,000 $3,178,533 $3,178,533 0.05 $3,174,779
FHLMC 30yr Pool#QE6404 5.500% 01-Jul-2052, 5.50%, 07/01/52 FR 3133BGDH8 - - 3,108,525 $3,173,058 $3,173,058 0.05 $3,158,811
FHLMC 30yr Pool#SD1111 4.000% 01-Jun-2050, 4.00%, 06/01/50 FR 3132DNGU1 - - 3,292,853 $3,151,732 $3,151,732 0.05 $3,140,756
RAM 2024-1 A 5.95% 15-FEB-2039, 6.67%, 02/15/39 RAM 2024-1 751313AA5 - - 3,118,150 $3,134,019 $3,134,019 0.05 $3,124,777
FNMA 30yr Pool#BV5379 3.000% 01-Apr-2052, 3.00%, 04/01/52 FN 3140MJ6R1 - - 3,513,582 $3,109,402 $3,109,402 0.05 $3,100,618
FNMA 30yr Pool#MA4056 4.000% 01-Jun-2050, 4.00%, 06/01/50 FN 31418DQJ4 - - 3,275,377 $3,097,752 $3,097,752 0.05 $3,086,834
Gracie Point International Funding, Series 2024-1 B 6.44828% 01-MAR-2028, 6.52%, 03/01/28 GPIF 2024-1A 38410KAB5 - - 3,007,000 $3,053,524 $3,053,524 0.05 $3,003,951
FHLMC 30yr Pool#QG2539 6.500% 01-May-2053, 6.50%, 05/01/53 FR 3133C2ZC5 - - 2,898,389 $3,020,737 $3,020,737 0.05 $3,005,037
Ally Bank Auto Credit-Linked Notes, Series 2024-A C 6.022% 15-MAY-2032, 6.02%, 05/17/32 ABCLN 2024-A 02007GZ63 - - 2,966,253 $3,014,562 $3,014,562 0.05 $3,006,623
FIGRE Trust 2024-HE4 B 5.252% 25-SEP-2054, 5.25%, 09/25/54 FIGRE 2024-HE4 31684UAB7 - - 3,005,413 $3,003,563 $3,003,563 0.05 $3,000,932
Chase Mortgage Reference Notes, Series 2021-CL1 M1 5.54839% 25-FEB-2050, 5.55%, 02/25/50 CHASE 2021-CL1 46591HBX7 - - 2,990,927 $2,940,241 $2,940,241 0.05 $2,937,013
Fannie Mae Pool|4|03/01/2050, 4.00%, 03/01/50 FN 3140X8S24 - - 3,090,597 $2,939,493 $2,939,493 0.05 $2,929,191
FNMA 30yr Pool#MA3496 4.500% 01-Oct-2048, 4.50%, 10/01/48 FN 31418C3E2 - - 2,987,128 $2,933,936 $2,933,936 0.05 $2,922,734
FHLMC 30yr Pool#SD2897 5.500% 01-May-2053, 5.50%, 05/01/53 FR 3132DQGE0 - - 2,836,396 $2,884,225 $2,884,225 0.05 $2,871,225
FHLMC 30yr Pool#QE8542 5.500% 01-Aug-2052, 5.50%, 08/01/52 FR 3133BJP30 - - 2,789,361 $2,846,907 $2,846,907 0.05 $2,834,123
FNMA 30yr Pool#BV5393 3.500% 01-Apr-2052, 3.50%, 04/01/52 FN 3140MJ7F6 - - 3,087,359 $2,843,756 $2,843,756 0.05 $2,834,751
New Residential Mortgage Loan Trust 2024-RTL1 A2 7.101% 25-MAR-2039, 7.10%, 03/25/39 NRMLT 2024-RTL1 64831PAB1 - - 2,750,000 $2,775,977 $2,775,977 0.04 $2,772,722
RCKT MORTGAGE TRUST 2025-CE 5.16% 34, 5.16%, 07/25/34 RCKTL 2025-1A 74939RAC5 - - 2,750,000 $2,766,946 $2,766,946 0.04 $2,764,581
BX Trust 2021-BXMF G 7.827513% 15-OCT-2038, 7.83%, 10/15/26 BX 2021-BXMF 05609RAS3 - - 2,807,890 $2,742,371 $2,742,371 0.04 $2,731,993
Connecticut Avenue Securities, Series 2021-R01 1M2 5.89839% 25-OCT-2041, 5.90%, 10/25/41 CAS 2021-R01 20754RAB2 - - 2,695,816 $2,707,873 $2,707,873 0.04 $2,704,781
FIGRE Trust 2024-HE3 C 6.229% 25-JUL-2054, 6.23%, 07/25/54 FIGRE 2024-HE3 31684GAC6 - - 2,662,350 $2,699,333 $2,699,333 0.04 $2,696,569
FNMA 30yr Pool#DA1511 5.500% 01-Oct-2053, 5.50%, 10/01/53 FN 3140A1VD6 - - 2,647,859 $2,688,890 $2,688,890 0.04 $2,676,754
FHLMC 30yr Pool#Q57869 4.000% 01-Aug-2048, 4.00%, 08/01/48 FG 3132Y1W79 - - 2,791,963 $2,658,667 $2,658,667 0.04 $2,649,361
FNMA 30yr Pool#DA3538 6.000% 01-Oct-2053, 6.00%, 10/01/53 FN 3140A34Y6 - - 2,570,232 $2,655,102 $2,655,102 0.04 $2,642,251
FHLMC 30yr Pool#QF9276 5.500% 01-Mar-2053, 5.50%, 03/01/53 FR 3133BXJV4 - - 2,582,237 $2,650,045 $2,650,045 0.04 $2,638,210
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2024-DNA1 M2 6.29839% 25-FEB-2044, 6.30%, 02/25/44 STACR 2024-DNA1 35564NBA0 - - 2,617,368 $2,645,905 $2,645,905 0.04 $2,642,699
Saluda Grade Alternative Mortgage Trust 2024-FIG5 B 6.603% 25-APR-2054, 6.60%, 04/25/54 GRADE 2024-FIG5 79582MAB7 - - 2,578,133 $2,606,441 $2,606,441 0.04 $2,592,254
FHF Trust 2024-1 (First Help Financial) A2 5.69% 15-FEB-2030, 5.69%, 02/15/30 FHF 2024-1A 31568AAB2 - - 2,570,838 $2,601,353 $2,601,353 0.04 $2,594,851
Ginnie Mae REMIC Trust 2017-163 LO 0.0% 16-MAY-2041, 0.00%, 05/16/41 GNR 2017-163 38380KNA9 - - 3,382,586 $2,585,356 $2,585,356 0.04 $2,585,356
Santander Bank Auto Credit-Linked Notes, Series 2024-A B 5.622% 15-JUN-2032, 5.62%, 06/15/32 SBCLN 2024-A 80290CCJ1 - - 2,526,272 $2,555,796 $2,555,796 0.04 $2,549,484
FHLMC 30yr Pool#QF0488 5.500% 01-Sep-2052, 5.50%, 09/01/52 FR 3133BMRH0 - - 2,467,407 $2,517,992 $2,517,992 0.04 $2,506,683
FNMA 30yr Pool#DD4221 6.000% 01-Feb-2055, 6.00%, 02/01/55 FN DD4221 MTGE 3140B4VP2 - - 2,405,939 $2,484,442 $2,484,442 0.04 $2,472,413
FHLMC 30yr Pool#SD3523 3.000% 01-Jun-2052, 3.00%, 06/01/52 FR 3132DQ4G8 - - 2,823,277 $2,476,374 $2,476,374 0.04 $2,469,316
Reach ABS Trust 2024-2 A 5.88% 15-JUL-2031, 5.88%, 07/15/31 REACH 2024-2A 75525HAA8 - - 2,446,038 $2,466,356 $2,466,356 0.04 $2,459,963
PRPM 2024-RCF2 A1 3.75% 25-MAR-2054, 3.75%, 03/25/54 PRPM 2024-RCF2 693987AA7 - - 2,489,826 $2,437,262 $2,437,262 0.04 $2,435,706
FNMA 30yr Pool#BY8533 6.500% 01-Aug-2053, 6.50%, 08/01/53 FN 3140NRPT7 - - 2,318,862 $2,429,831 $2,429,831 0.04 $2,417,271
FNMA 30yr Pool#BY5913 5.500% 01-Sep-2053, 5.50%, 09/01/53 FN 3140NNSB2 - - 2,339,006 $2,397,314 $2,397,314 0.04 $2,386,594
PRPM 2025-RCF3 LLC 5.25% 55, 5.25%, 07/25/55 PRPM 2025-RCF3 69392PAB1 - - 2,380,125 $2,364,515 $2,364,515 0.04 $2,354,102
FHLMC 30yr Pool#QI4878 6.000% 01-Apr-2054, 6.00%, 04/01/54 FR 3133WBM37 - - 2,222,028 $2,294,077 $2,294,077 0.04 $2,282,967
FHLMC 30yr Pool#QX7432 6.000% 01-Feb-2055, 6.00%, 02/01/55 FR 31426DHJ4 - - 2,123,866 $2,193,166 $2,193,166 0.04 $2,182,546
FIGRE Trust 2024-HE1 B 6.506% 25-MAR-2054, 6.51%, 03/25/54 FIGRE 2024-HE1 31684HAB6 - - 2,114,828 $2,164,568 $2,164,568 0.03 $2,162,274
Santander Bank Auto Credit-Linked Notes, Series 2023-B B 5.64% 15-DEC-2033, 5.64%, 12/15/33 SBCLN 2023-B 80290CCB8 - - 2,097,862 $2,121,199 $2,121,199 0.03 $2,115,940
FHLMC 30yr Pool#QG2543 5.500% 01-May-2053, 5.50%, 05/01/53 FR 3133C2ZG6 - - 2,083,460 $2,121,128 $2,121,128 0.03 $2,111,579
FNMA 30yr Pool#FS3001 4.000% 01-Oct-2051, 4.00%, 10/01/51 FN 3140XJKP7 - - 2,211,551 $2,100,469 $2,100,469 0.03 $2,093,097
FNMA 30yr Pool#FS1640 4.000% 01-Apr-2052, 4.00%, 04/01/52 FN 3140XGZE2 - - 2,206,971 $2,091,571 $2,091,571 0.03 $2,084,214
Chase Mortgage Reference Notes, Series 2020-CL1 M2 6.93703% 25-OCT-2057, 6.94%, 10/25/57 CHASE 2020-CL1 46591HAH3 - - 2,023,227 $2,077,968 $2,077,968 0.03 $2,075,239
FNMA 30yr Pool#BP1500 3.000% 01-May-2050, 3.00%, 05/01/50 FN 3140K8U25 - - 2,311,894 $2,062,609 $2,062,609 0.03 $2,056,829
Foundation Finance Trust 2023-2 A 6.53% 15-JUN-2049, 6.53%, 06/15/49 FFIN 2023-2A 35042RAA4 - - 1,950,792 $2,031,295 $2,031,295 0.03 $2,025,633
FNMA 30yr Pool#BY0338 6.500% 01-May-2053, 6.50%, 05/01/53 FN 3140NGLU2 - - 1,918,294 $2,007,541 $2,007,541 0.03 $1,997,150
FNMA 30yr Pool#CA7849 4.500% 01-Oct-2050, 4.50%, 10/01/50 FN 3140QFWK1 - - 2,045,159 $2,003,680 $2,003,680 0.03 $1,996,011
ACHV ABS Trust 2024-1PL B 6.34% 25-APR-2031, 6.34%, 04/25/31 ACHV 2024-1PL 00092BAB0 - - 1,970,254 $1,994,365 $1,994,365 0.03 $1,992,283
FHLMC 30yr Pool#QH7013 6.500% 01-Dec-2053, 6.50%, 12/01/53 FR 3133CKYJ1 - - 1,893,269 $1,983,872 $1,983,872 0.03 $1,973,617
FHLMC 30yr Pool#SI2017 4.000% 01-Dec-2048, 4.00%, 12/01/48 FR 3133USG21 - - 2,026,583 $1,927,430 $1,927,430 0.03 $1,920,675
FNMA 30yr Pool#BW0972 4.500% 01-Jul-2052, 4.50%, 07/01/52 FN 3140MSCJ2 - - 1,981,079 $1,924,932 $1,924,932 0.03 $1,917,503
FNMA 30yr Pool#BX8072 5.500% 01-Mar-2053, 5.50%, 03/01/53 FN 3140NC6J3 - - 1,879,441 $1,922,635 $1,922,635 0.03 $1,914,021
FHLMC 30yr Pool#QG2540 6.500% 01-May-2053, 6.50%, 05/01/53 FR 3133C2ZD3 - - 1,831,199 $1,910,370 $1,910,370 0.03 $1,900,451
Chase Mortgage Reference Notes, Series 2021-CL1 M3 5.89839% 25-FEB-2050, 5.90%, 02/25/50 CHASE 2021-CL1 46591HBZ2 - - 1,950,583 $1,900,740 $1,900,740 0.03 $1,898,503
FHLMC 30yr Pool#SD1551 4.000% 01-Mar-2050, 4.00%, 03/01/50 FR 3132DNWL3 - - 1,929,644 $1,835,300 $1,835,300 0.03 $1,828,868
FNMA 30yr Pool#BY0361 6.500% 01-Jun-2053, 6.50%, 06/01/53 FN 3140NGMK3 - - 1,729,994 $1,807,400 $1,807,400 0.03 $1,798,029
Bayview Opportunity Master Fund VII Trust 2024-CAR1 C 5.84839% 25-DEC-2031, 5.85%, 12/26/31 BVCLN 2024-CAR1 07336QAC6 - - 1,782,360 $1,800,820 $1,800,820 0.03 $1,789,332
FHLMC 30yr Pool#QH3309 5.500% 01-Oct-2053, 5.50%, 10/01/53 FR 3133CFVA4 - - 1,764,428 $1,791,818 $1,791,818 0.03 $1,783,731
NRZ MSR-Collateralized Notes, Series 2021-FHT1 A 3.104% 25-JUL-2026, 3.10%, 07/25/26 NZES 2021-FHT1 62955MAB2 - - 1,807,880 $1,764,785 $1,764,785 0.03 $1,763,850
FNMA 30yr Pool#MA3521 4.000% 01-Nov-2048, 4.00%, 11/01/48 FN 31418C4F8 - - 1,846,484 $1,756,207 $1,756,207 0.03 $1,750,052
Arivo Acceptance Auto Loan Receivables Trust 2024-1 A 6.46% 15-APR-2028, 6.46%, 04/17/28 ARIVO 2024-1A 039943AA3 - - 1,706,298 $1,724,444 $1,724,444 0.03 $1,719,545
Ally Bank Auto Credit-Linked Notes, Series 2024-A D 6.315% 15-MAY-2032, 6.31%, 05/17/32 ABCLN 2024-A 02007GZ71 - - 1,695,002 $1,723,927 $1,723,927 0.03 $1,719,170
Chase Mortgage Reference Notes, Series 2021-CL1 M2 5.69839% 25-FEB-2050, 5.70%, 02/25/50 CHASE 2021-CL1 46591HBY5 - - 1,757,169 $1,709,196 $1,709,196 0.03 $1,707,249
FHLMC 30yr Pool#SD0943 3.500% 01-Apr-2052, 3.50%, 04/01/52 FR 3132DNBL6 - - 1,842,635 $1,698,921 $1,698,921 0.03 $1,693,547
PRPM 2025-RCF3 LLC 5.25% 55, 5.25%, 07/25/55 PRPM 2025-RCF3 69392PAC9 - - 1,700,000 $1,680,349 $1,680,349 0.03 $1,672,911
Blue Bridge Funding 2023-1 A 7.37% 15-NOV-2030, 7.37%, 11/15/30 BBEF 2023-1A 09531MAA8 - - 1,660,176 $1,675,407 $1,675,407 0.03 $1,669,969
Fannie Mae Pool|4|08/01/2050, 4.00%, 08/01/50 FN 3140X8UA3 - - 1,765,105 $1,669,807 $1,669,807 0.03 $1,663,923
U.S. Auto Funding 2021-1 C 2.2% 15-MAY-2026, 2.20%, 05/15/26 USAUT 2021-1A 90355EAC5 - - 1,988,954 $1,650,747 $1,650,747 0.03 $1,648,802
FHLMC 30yr Pool#QA2039 3.000% 01-Aug-2049, 3.00%, 08/01/49 FR 31334YHQ3 - - 1,845,406 $1,648,849 $1,648,849 0.03 $1,644,236
FHLMC 30yr Pool#SD4456 4.000% 01-Aug-2050, 4.00%, 08/01/50 FR 3132E05R9 - - 1,723,544 $1,636,973 $1,636,973 0.03 $1,631,228
FNMA 30yr Pool#CB2681 3.500% 01-Jan-2052, 3.50%, 01/01/52 FN 3140QM6T6 - - 1,759,012 $1,621,956 $1,621,956 0.03 $1,616,825
FHLMC 30yr Pool#QG4340 6.500% 01-Jun-2053, 6.50%, 06/01/53 FR 3133C4ZD9 - - 1,550,503 $1,615,954 $1,615,954 0.03 $1,607,555
FNMA 30yr Pool#BY0327 6.500% 01-May-2053, 6.50%, 05/01/53 FN 3140NGLH1 - - 1,521,165 $1,586,973 $1,586,973 0.03 $1,578,733
FHLMC 30yr Pool#Q58477 4.000% 01-Sep-2048, 4.00%, 09/01/48 FG 3132Y2M37 - - 1,615,297 $1,538,288 $1,538,288 0.02 $1,532,903
FIGRE TRUST 2025-HE5 FLTG 2055 B, 5.49%, 08/25/55 FIGRE 2025-HE5 31684MAB5 - - 1,500,000 $1,514,087 $1,514,087 0.02 $1,507,230
FNMA 30yr Pool#MA3415 4.000% 01-Jul-2048, 4.00%, 07/01/48 FN 31418CYM0 - - 1,565,766 $1,489,213 $1,489,213 0.02 $1,483,994
FNMA 30yr Pool#CA5573 4.000% 01-Apr-2050, 4.00%, 04/01/50 FN 3140QDFP4 - - 1,551,581 $1,467,811 $1,467,811 0.02 $1,462,639
FNMA 30yr Pool#BT8051 5.500% 01-Jan-2053, 5.50%, 01/01/53 FN 3140LW5M5 - - 1,394,506 $1,434,990 $1,434,990 0.02 $1,428,599
FNMA 30yr Pool#CA1931 4.500% 01-Jun-2048, 4.50%, 06/01/48 FN 3140Q9ED1 - - 1,441,873 $1,416,198 $1,416,198 0.02 $1,410,791
FNMA 30yr Pool#BY1896 5.500% 01-May-2053, 5.50%, 05/01/53 FN 3140NJDA9 - - 1,368,430 $1,396,186 $1,396,186 0.02 $1,389,914
FNMA 30yr Pool#DB3056 5.500% 01-May-2054, 5.50%, 05/01/54 FN 3140ACME0 - - 1,368,371 $1,395,051 $1,395,051 0.02 $1,388,780
FHLMC 30yr Pool#QG3885 6.500% 01-Jun-2053, 6.50%, 06/01/53 FR 3133C4J62 - - 1,323,536 $1,379,405 $1,379,405 0.02 $1,372,236
FNMA 30yr Pool#BX7860 5.500% 01-Mar-2053, 5.50%, 03/01/53 FN 3140NCWW5 - - 1,306,577 $1,336,691 $1,336,691 0.02 $1,330,702
Towd Point Mortgage Trust 2024-CES1 A1B 6.049% 25-JAN-2064, 6.05%, 01/25/64 TPMT 2024-CES1 89183CAB1 - - 1,236,862 $1,249,833 $1,249,833 0.02 $1,243,598
FNMA 30yr Pool#FM7725 4.500% 01-Dec-2050, 4.50%, 12/01/50 FN 3140XBSP6 - - 1,270,047 $1,242,289 $1,242,289 0.02 $1,237,526
FNMA 30yr Pool#MA3149 4.000% 01-Oct-2047, 4.00%, 10/01/47 FN 31418CQB3 - - 1,290,457 $1,229,704 $1,229,704 0.02 $1,225,403
FHLMC 30yr Pool#QF2561 5.500% 01-Nov-2052, 5.50%, 11/01/52 FR 3133BPZ27 - - 1,183,233 $1,214,157 $1,214,157 0.02 $1,208,734
FNMA 40yr Pool#BF0167 3.000% 01-Feb-2057, 3.00%, 02/01/57 FN 3140FXFH0 - - 1,402,071 $1,210,013 $1,210,013 0.02 $1,206,507
FHLMC 30yr Pool#SD8003 4.000% 01-Jul-2049, 4.00%, 07/01/49 FR 3132DV3L7 - - 1,254,887 $1,191,856 $1,191,856 0.02 $1,187,674
FNMA 30yr Pool#FM9138 4.000% 01-Mar-2050, 4.00%, 03/01/50 FN 3140XDEL6 - - 1,249,294 $1,188,214 $1,188,214 0.02 $1,184,050
FNMA 30yr Pool#BJ9181 5.000% 01-May-2048, 5.00%, 05/01/48 FN 3140HBFX1 - - 1,173,556 $1,184,152 $1,184,152 0.02 $1,179,262
FNMA 30yr Pool#AS6811 3.000% 01-Mar-2046, 3.00%, 03/01/46 FN 3138WGR97 - - 1,301,826 $1,178,027 $1,178,027 0.02 $1,174,772
Connecticut Avenue Securities, Series 2021-R02 2B1 7.64839% 25-NOV-2041, 7.65%, 11/25/41 CAS 2021-R02 20754KAF8 - - 1,150,000 $1,176,324 $1,176,324 0.02 $1,174,614
FNMA 30yr Pool#BX0804 5.500% 01-Nov-2052, 5.50%, 11/01/52 FN 3140N43N5 - - 1,141,099 $1,168,213 $1,168,213 0.02 $1,162,983
FHLMC 30yr Pool#QD9182 3.000% 01-Mar-2052, 3.00%, 03/01/52 FR 3133B7FX1 - - 1,314,411 $1,163,357 $1,163,357 0.02 $1,160,071
FHLMC 30yr Pool#ZT2087 4.000% 01-Jun-2049, 4.00%, 06/01/49 FR 3132AEJ80 - - 1,211,721 $1,150,859 $1,150,859 0.02 $1,146,820
FHLMC 30yr Pool#QG6538 5.500% 01-Jul-2053, 5.50%, 07/01/53 FR 3133C7HP5 - - 1,103,926 $1,132,552 $1,132,552 0.02 $1,127,492
Lendbuzz Securitization Trust 2023-2 A2 7.09% 15-OCT-2028, 7.09%, 10/16/28 LBZZ 2023-2A 52608MAB4 - - 1,069,008 $1,088,532 $1,088,532 0.02 $1,085,163
FHLMC 30yr Pool#QG6948 5.500% 01-Jul-2053, 5.50%, 07/01/53 FR 3133C7WH6 - - 1,051,199 $1,078,371 $1,078,371 0.02 $1,073,553
FHLMC 30yr Pool#RA1188 4.500% 01-Aug-2049, 4.50%, 08/01/49 FR 3133KGJ90 - - 1,103,190 $1,078,322 $1,078,322 0.02 $1,074,185
FHLMC 30yr Pool#RA1087 4.500% 01-Jul-2049, 4.50%, 07/01/49 FR 3133KGF45 - - 1,094,862 $1,070,181 $1,070,181 0.02 $1,066,075
FNMA 30yr Pool#CB8995 5.500% 01-Aug-2054, 5.50%, 08/01/54 FN 3140QU7H3 - - 1,042,624 $1,058,832 $1,058,832 0.02 $1,054,053
FNMA 30yr Pool#AS7492 4.000% 01-Jul-2046, 4.00%, 07/01/46 FN 3138WHKE1 - - 1,106,124 $1,057,744 $1,057,744 0.02 $1,054,057
Tricolor Auto Securitization Trust 2024-2 A 6.36% 15-DEC-2027, 6.36%, 12/15/27 TAST 2024-2A 89616PAA1 - - 1,035,417 $1,040,102 $1,040,102 0.02 $1,037,175
FNMA 30yr Pool#BV4203 3.500% 01-Apr-2052, 3.50%, 04/01/52 FN 3140MHU56 - - 1,072,682 $988,123 $988,123 0.02 $984,995
FNMA 30yr Pool#FM1598 4.000% 01-Feb-2049, 4.00%, 02/01/49 FN 3140X4X43 - - 1,033,316 $982,795 $982,795 0.02 $979,351
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-DNA5 M2 5.99839% 25-JAN-2034, 6.00%, 01/25/34 STACR 2021-DNA5 35564KHE2 - - 958,642 $963,797 $963,797 0.02 $962,679
FNMA 30yr Pool#BV8484 3.500% 01-Apr-2052, 3.50%, 04/01/52 FN 3140MNNA0 - - 1,033,587 $952,034 $952,034 0.02 $949,019
FNMA 30yr Pool#DA3522 5.500% 01-Oct-2053, 5.50%, 10/01/53 FN 3140A34G5 - - 926,825 $941,188 $941,188 0.02 $936,940
GNMA II 30yr Pool#MA5021 4.500% 20-Feb-2048, 4.50%, 02/20/48 G2 36179TSJ5 - - 950,714 $938,153 $938,153 0.01 $934,588
FHLMC 30yr Pool#ZM8197 4.000% 01-Sep-2048, 4.00%, 09/01/48 FR 3131Y3DA1 - - 961,064 $914,043 $914,043 0.01 $910,839
FNMA 30yr Pool#CA6382 4.500% 01-Jul-2050, 4.50%, 07/01/50 FN 3140QECU4 - - 929,926 $909,736 $909,736 0.01 $906,249
BX Commercial Mortgage Trust 2021-21M A 5.208% 15-OCT-2036, 5.21%, 10/15/36 BX 2021-21M 05609CAA5 - - 862,801 $864,674 $864,674 0.01 $862,553
ACHV ABS Trust 2024-1PL C 6.42% 25-APR-2031, 6.42%, 04/25/31 ACHV 2024-1PL 00092BAC8 - - 846,089 $855,394 $855,394 0.01 $854,488
FNMA 30yr Pool#AB9341 3.000% 01-May-2043, 3.00%, 05/01/43 FN 31417GLX2 - - 931,480 $852,361 $852,361 0.01 $850,032
Gracie Point International Funding, Series 2023-2 A 6.59828% 01-MAR-2027, 6.60%, 03/01/27 GPIF 2023-2A 38410JAA0 - - 808,251 $823,969 $823,969 0.01 $810,488
FNMA 30yr Pool#BN4541 4.000% 01-Feb-2049, 4.00%, 02/01/49 FN 3140JMBK7 - - 858,393 $816,425 $816,425 0.01 $813,563
Reach ABS Trust 2024-1 A 6.3% 15-FEB-2031, 6.30%, 02/18/31 REACH 2024-1A 75526PAA9 - - 804,716 $809,200 $809,200 0.01 $806,947
Connecticut Avenue Securities Trust 2022-R01 1M1 5.34839% 25-DEC-2041, 5.35%, 12/25/41 CAS 2022-R01 20754LAA7 - - 766,233 $766,798 $766,798 0.01 $766,001
FHLMC 30yr Pool#ZT1926 3.000% 01-Nov-2043, 3.00%, 11/01/43 FR 3132AED78 - - 835,978 $763,514 $763,514 0.01 $761,424
FNMA 30yr Pool#BY0782 5.500% 01-Apr-2053, 5.50%, 04/01/53 FN 3140NG2Q2 - - 744,996 $763,441 $763,441 0.01 $760,027
ACHM Trust 2024-HE1 B 7.26% 25-MAY-2039, 7.26%, 05/25/39 ACHM 2024-HE1 00449TAB1 - - 730,622 $757,220 $757,220 0.01 $756,335
FHLMC 30yr Pool#RA1999 4.500% 01-Jan-2050, 4.50%, 01/01/50 FR 3133KHGG5 - - 754,676 $737,664 $737,664 0.01 $734,834
FREMF 2019-KF70 Mortgage Trust C 10.45546% 25-SEP-2029, 10.46%, 09/25/29 FREMF 2019-KF70 30298UAJ0 - - 789,970 $735,338 $735,338 0.01 $726,634
FNMA 30yr Pool#BY0866 5.500% 01-May-2053, 5.50%, 05/01/53 FN 3140NG6C9 - - 705,396 $719,703 $719,703 0.01 $716,470
GNMA II 30yr Pool#MA5264 4.000% 20-Jun-2048, 4.00%, 06/20/48 G2 36179TZ57 - - 741,629 $708,005 $708,005 0.01 $705,533
NRZ Excess Spread-Collateralized Notes, Series 2020-PLS1 A 3.844% 25-DEC-2025, 3.84%, 12/25/25 NZES 2020-PLS1 433674AA6 - - 704,623 $700,602 $700,602 0.01 $700,150
Connecticut Avenue Securities, Series 2021-R03 1M1 5.19839% 25-DEC-2041, 5.20%, 12/25/41 CAS 2021-R03 20754AAA1 - - 672,551 $672,612 $672,612 0.01 $671,932
FHLMC 30yr Pool#QD6555 3.000% 01-Feb-2052, 3.00%, 02/01/52 FR 3133B4H81 - - 751,203 $664,958 $664,958 0.01 $663,080
FNMA 30yr Pool#BW0343 4.500% 01-May-2052, 4.50%, 05/01/52 FN 3140MRLZ8 - - 666,120 $646,660 $646,660 0.01 $644,162
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA2 M1A 5.64839% 25-FEB-2042, 5.65%, 02/25/42 STACR 2022-DNA2 35564KRE1 - - 630,998 $632,394 $632,394 0.01 $631,701
FHLMC 30yr Pool#SD8047 4.500% 01-Feb-2050, 4.50%, 02/01/50 FR 3132DV5G6 - - 622,990 $610,355 $610,355 0.01 $608,019
FNMA 30yr Pool#AL6842 4.000% 01-May-2045, 4.00%, 05/01/45 FN 3138EPS88 - - 625,563 $603,011 $603,011 0.01 $600,926
FHLMC 30yr Pool#QE1073 3.500% 01-Apr-2052, 3.50%, 04/01/52 FR 3133BAFN6 - - 652,951 $601,431 $601,431 0.01 $599,527
Sequoia Mortgage Trust 2013-5 A1 2.5% 25-MAY-2043, 2.50%, 05/25/43 SEMT 2013-5 81745AAA5 - - 664,354 $591,786 $591,786 0.01 $590,401
MHC Commercial Mortgage Trust 2021-MHC A 5.279442% 15-APR-2038, 5.28%, 04/15/38 MHC 2021-MHC 55316VAA2 - - 586,117 $587,463 $587,463 0.01 $586,003
FNMA 30yr Pool#BK9507 4.000% 01-Oct-2048, 4.00%, 10/01/48 FN 3140HPR58 - - 613,454 $586,377 $586,377 0.01 $584,333
FHLMC 15yr Pool#SB0116 2.500% 01-Nov-2034, 2.50%, 11/01/34 FR 3132CWDV3 - - 553,137 $525,785 $525,785 0.01 $524,633
FNMA 30yr Pool#AZ0869 4.000% 01-Jul-2045, 4.00%, 07/01/45 FN 3138YR6F0 - - 526,628 $505,761 $505,761 0.01 $504,005
FHLMC 30yr Pool#QD9191 3.500% 01-Apr-2052, 3.50%, 04/01/52 FR 3133B7F86 - - 534,623 $492,479 $492,479 0.01 $490,920
Towd Point Mortgage Trust 2024-CES2 A1B 6.35% 25-FEB-2064, 6.35%, 02/25/64 TPMT 2024-CES2 89182JAB7 - - 478,261 $484,780 $484,780 0.01 $482,249
FHLMC 30yr Pool#SD1414 4.000% 01-Oct-2050, 4.00%, 10/01/50 FR 3132DNSB0 - - 442,016 $419,814 $419,814 0.01 $418,341
FNMA 30yr Pool#CB4329 3.500% 01-Jul-2052, 3.50%, 07/01/52 FN 3140QPY35 - - 446,105 $411,111 $411,111 0.01 $409,810
JP Morgan Mortgage Trust 2015-4 AM 3.0% 25-JUN-2045, 3.00%, 06/25/45 JPMMT 2015-4 46644VBP0 - - 477,725 $408,358 $408,358 0.01 $407,163
FNMA 30yr Pool#CA4646 3.000% 01-Feb-2048, 3.00%, 02/01/48 FN 3140QCEU6 - - 439,199 $396,044 $396,044 0.01 $394,946
FNMA 30yr Pool#BV6879 4.500% 01-Apr-2052, 4.50%, 04/01/52 FN 3140MLUD0 - - 407,852 $396,000 $396,000 0.01 $394,471
FNMA 30yr Pool#BV7632 4.500% 01-Apr-2052, 4.50%, 04/01/52 FN 3140MMPS1 - - 368,560 $357,850 $357,850 0.01 $356,468
FHLMC 30yr Pool#QA8274 3.500% 01-Mar-2050, 3.50%, 03/01/50 FR 3133A3FP8 - - 390,525 $355,867 $355,867 0.01 $354,728
FNMA 30yr Pool#FM3447 4.000% 01-Nov-2049, 4.00%, 11/01/49 FN 3140X6ZM6 - - 366,890 $350,116 $350,116 0.01 $348,893
Tricolor Auto Securitization Trust 2024-1 A 6.61% 15-OCT-2027, 6.61%, 10/15/27 TAST 2024-1A 89616LAA0 - - 340,466 $342,246 $342,246 0.01 $341,246
FHLMC 30yr Pool#SD1966 4.000% 01-Nov-2052, 4.00%, 11/01/52 FR 3132DPFF0 - - 337,986 $318,071 $318,071 0.01 $316,945
FHLMC 30yr Pool#ZN6461 4.000% 01-May-2049, 4.00%, 05/01/49 FR 3131YDFA7 - - 332,912 $316,206 $316,206 0.01 $315,096
FNMA 30yr Pool#AR9225 3.000% 01-Mar-2043, 3.00%, 03/01/43 FN 3138W7HB3 - - 342,684 $312,150 $312,150 0.00 $311,294
FNMA 30yr Pool#FS2548 4.000% 01-Mar-2051, 4.00%, 03/01/51 FN 3140XHZN0 - - 307,906 $292,440 $292,440 0.00 $291,414
FHLMC 30yr Pool#ZT0391 4.000% 01-Nov-2047, 4.00%, 11/01/47 FR 3132ACNG1 - - 302,944 $290,880 $290,880 0.00 $289,870
FHLMC 30yr Pool#QA5150 4.500% 01-Dec-2049, 4.50%, 12/01/49 FR 31346YWK5 - - 295,686 $289,673 $289,673 0.00 $288,564
FNMA 30yr Pool#FS2238 4.000% 01-Mar-2051, 4.00%, 03/01/51 FN 3140XHPY7 - - 299,863 $285,202 $285,202 0.00 $284,203
FNMA 30yr Pool#AS8649 3.000% 01-Jan-2047, 3.00%, 01/01/47 FN 3138WJTF5 - - 316,500 $283,382 $283,382 0.00 $282,591
Fannie Mae REMIC Trust 2017-9 VL 3.0% 25-JUL-2028, 3.00%, 07/25/28 FNR 2017-9 3136AVYH6 - - 279,901 $279,230 $279,230 0.00 $278,530
FNMA 30yr Pool#BN3899 4.000% 01-Dec-2048, 4.00%, 12/01/48 FN 3140JLKM5 - - 273,252 $259,892 $259,892 0.00 $258,982
FHLMC 30yr Pool#QA1615 3.500% 01-Aug-2049, 3.50%, 08/01/49 FR 31334XYL7 - - 273,074 $250,369 $250,369 0.00 $249,573
FHLMC 30yr Pool#ZN4240 4.500% 01-Dec-2048, 4.50%, 12/01/48 FR 3131YAV98 - - 251,436 $247,687 $247,687 0.00 $246,744
FHLMC 15yr Pool#SB0040 2.500% 01-Dec-2033, 2.50%, 12/01/33 FR 3132CWBH6 - - 250,122 $241,860 $241,860 0.00 $241,339
Fannie Mae REMIC Trust 2012-126 SY 0.0% 25-NOV-2042, 0.00%, 11/25/42 FNR 2012-126 3136A9ZR2 - - 473,554 $236,872 $236,872 0.00 $236,872
FNMA 30yr Pool#MA3908 4.500% 01-Jan-2050, 4.50%, 01/01/50 FN 31418DKW1 - - 241,405 $236,509 $236,509 0.00 $235,603
FNMA 30yr Pool#MA3687 4.000% 01-Jun-2049, 4.00%, 06/01/49 FN 31418DCZ3 - - 238,831 $226,835 $226,835 0.00 $226,039
FNMA 30yr Pool#MA1327 3.000% 01-Jan-2043, 3.00%, 01/01/43 FN 31418APM4 - - 247,705 $226,234 $226,234 0.00 $225,615
FNMA 30yr Pool#BE3616 4.000% 01-May-2047, 4.00%, 05/01/47 FN 3140FPAS8 - - 234,807 $225,735 $225,735 0.00 $224,952
FNMA 30yr Pool#BW0081 4.500% 01-Apr-2052, 4.50%, 04/01/52 FN 3140MRCT2 - - 230,543 $223,808 $223,808 0.00 $222,943
Santander Bank Auto Credit-Linked Notes, Series 2023-A B 6.493% 15-JUN-2033, 6.49%, 06/15/33 SBCLN 2023-A 80290CBU7 - - 215,567 $216,764 $216,764 0.00 $216,142
GNMA II 30yr Pool#MA5192 4.000% 20-May-2048, 4.00%, 05/20/48 G2 36179TXV2 - - 222,571 $212,480 $212,480 0.00 $211,738
FNMA 30yr Pool#BO9819 4.500% 01-Dec-2049, 4.50%, 12/01/49 FN 3140K54D6 - - 211,153 $206,858 $206,858 0.00 $206,067
FHLMC 30yr Pool#RA1088 4.500% 01-Jul-2049, 4.50%, 07/01/49 FR 3133KGF52 - - 204,776 $200,605 $200,605 0.00 $199,837
FHLMC 30yr Pool#SD8040 4.500% 01-Jan-2050, 4.50%, 01/01/50 FR 3132DV4Z5 - - 188,676 $184,849 $184,849 0.00 $184,142
FNMA 30yr Pool#AB6280 3.000% 01-Sep-2042, 3.00%, 09/01/42 FN 31417C6S9 - - 197,066 $179,984 $179,984 0.00 $179,491
FNMA 30yr Pool#BO2983 3.000% 01-Sep-2049, 3.00%, 09/01/49 FN 3140JXJ58 - - 196,098 $175,536 $175,536 0.00 $175,045
FNMA 30yr Pool#CA4185 4.500% 01-Sep-2049, 4.50%, 09/01/49 FN 3140QBUK2 - - 177,349 $173,736 $173,736 0.00 $173,071
FNMA 30yr Pool#CA4035 4.500% 01-Aug-2049, 4.50%, 08/01/49 FN 3140QBPV4 - - 172,468 $168,955 $168,955 0.00 $168,309
Prosper Marketplace Issuance Trust, Series 2024-1 A 6.12% 15-AUG-2029, 6.12%, 08/15/29 PMIT 2024-1A 74363CAA7 - - 166,376 $166,945 $166,945 0.00 $166,493
FHLMC 30yr Pool#ZT1320 4.000% 01-Nov-2048, 4.00%, 11/01/48 FR 3132ADPD4 - - 165,703 $157,601 $157,601 0.00 $157,049
FNMA 30yr Pool#BV7132 4.500% 01-Apr-2052, 4.50%, 04/01/52 FN 3140ML4S6 - - 162,315 $157,573 $157,573 0.00 $156,964
FNMA 30yr Pool#AB7563 3.000% 01-Jan-2043, 3.00%, 01/01/43 FN 31417EMM0 - - 169,288 $155,202 $155,202 0.00 $154,779
FHLMC 30yr Pool#ZA7158 4.500% 01-Jun-2049, 4.50%, 06/01/49 FR 31329Q5T4 - - 158,689 $155,112 $155,112 0.00 $154,517
FNMA 30yr Pool#FS2546 4.000% 01-Mar-2051, 4.00%, 03/01/51 FN 3140XHZL4 - - 155,823 $148,205 $148,205 0.00 $147,685
GNMA II 30yr Pool#MA5753 4.000% 20-Feb-2049, 4.00%, 02/20/49 G2 36179UMA7 - - 146,419 $136,079 $136,079 0.00 $135,591
FNMA 30yr Pool#MA1229 3.000% 01-Oct-2042, 3.00%, 10/01/42 FN 31418ALK2 - - 147,282 $134,844 $134,844 0.00 $134,476
FNMA 30yr Pool#BW0072 4.500% 01-Apr-2052, 4.50%, 04/01/52 FN 3140MRCJ4 - - 136,900 $132,900 $132,900 0.00 $132,387
FNMA 30yr Pool#BV7131 4.500% 01-Apr-2052, 4.50%, 04/01/52 FN 3140ML4R8 - - 129,638 $125,852 $125,852 0.00 $125,366
FREED ABS Trust 2021-3FP D 2.37% 18-NOV-2028, 2.37%, 11/20/28 FREED 2021-3FP 30322MAD1 - - 125,291 $125,247 $125,247 0.00 $125,140
GNMA II 30yr Pool#BF6874 4.500% 20-Jul-2048, 4.50%, 07/20/48 G2 3617GDT77 - - 127,653 $124,886 $124,886 0.00 $124,407
GNMA II 30yr Pool#MA5866 4.000% 20-Apr-2049, 4.00%, 04/20/49 G2 36179UQT2 - - 133,340 $124,473 $124,473 0.00 $124,028
FNMA 20yr Pool#AB9283 3.000% 01-Apr-2038, 3.00%, 04/01/38 FN 31417GJ56 - - 134,981 $123,295 $123,295 0.00 $122,957
FNMA 30yr Pool#BM3282 3.500% 01-Dec-2047, 3.50%, 12/01/47 FN 3140J7UG8 - - 118,516 $110,413 $110,413 0.00 $110,067
GNMA II 30yr Pool#BK5879 4.500% 20-Nov-2048, 4.50%, 11/20/48 G2 3617J6Q80 - - 112,052 $108,030 $108,030 0.00 $107,610
FNMA 30yr Pool#CA3683 4.500% 01-Jun-2049, 4.50%, 06/01/49 FN 3140QBCV8 - - 109,436 $107,206 $107,206 0.00 $106,796
FHLMC 30yr Pool#ZT1633 4.000% 01-Mar-2047, 4.00%, 03/01/47 FR 3132ADY69 - - 111,218 $106,811 $106,811 0.00 $106,440
FHLMC 30yr Pool#QE0318 4.500% 01-Mar-2052, 4.50%, 03/01/52 FR 3133B9K78 - - 108,717 $105,557 $105,557 0.00 $105,150
FNMA 30yr Pool#CA0108 3.500% 01-Aug-2047, 3.50%, 08/01/47 FN 3140Q7DN4 - - 108,715 $101,282 $101,282 0.00 $100,965
FHLMC 30yr Pool#ZM7577 4.500% 01-Aug-2048, 4.50%, 08/01/48 FR 3131Y2M21 - - 100,528 $98,738 $98,738 0.00 $98,361
Fannie Mae REMIC Trust 2013-130 FN 4.81449% 25-OCT-2042, 4.81%, 10/25/42 FNR 2013-130 3136AHG53 - - 94,726 $93,685 $93,685 0.00 $93,609
FNMA 30yr Pool#BJ8459 3.000% 01-Aug-2049, 3.00%, 08/01/49 FN 3140HAMH0 - - 100,925 $87,881 $87,881 0.00 $87,629
FNMA 30yr Pool#BO4113 3.000% 01-Aug-2049, 3.00%, 08/01/49 FN 3140JYSB3 - - 91,679 $79,830 $79,830 0.00 $79,601
FHLMC 30yr Pool#ZM7926 5.000% 01-Sep-2048, 5.00%, 09/01/48 FR 3131Y2YX0 - - 78,181 $78,538 $78,538 0.00 $78,212
Sequoia Mortgage Trust 2019-CH3 A19 4.0% 25-OCT-2049, 4.00%, 09/25/49 SEMT 2019-CH3 81748GBN0 - - 84,004 $77,894 $77,894 0.00 $77,613
FHLMC 30yr Pool#QA2159 3.000% 01-Aug-2049, 3.00%, 08/01/49 FR 31334YMG9 - - 83,319 $72,551 $72,551 0.00 $72,343
FNMA 30yr Pool#MA1447 3.000% 01-May-2043, 3.00%, 05/01/43 FN 31418ATD0 - - 79,429 $72,352 $72,352 0.00 $72,153
FNMA 30yr Pool#AS8547 3.000% 01-Nov-2046, 3.00%, 11/01/46 FN 3138WJP93 - - 72,135 $64,376 $64,376 0.00 $64,195
FNMA 30yr Pool#BD2453 3.000% 01-Jan-2047, 3.00%, 01/01/47 FN 3140F9WP6 - - 69,613 $62,748 $62,748 0.00 $62,573
Fannie Mae REMIC Trust 2010-109 BS 5.94209% 25-OCT-2040, 5.94%, 10/25/40 FNR 2010-109 31398NTM6 - - 41,248 $58,430 $58,430 0.00 $58,213
Fannie Mae REMIC Trust 2006-20 GF 4.81449% 25-APR-2036, 4.81%, 04/25/36 FNR 2006-20 31395BU43 - - 56,533 $56,064 $56,064 0.00 $56,019
FHLMC 15yr Pool#ZK8962 3.000% 01-Sep-2032, 3.00%, 09/01/32 FR 3131XC5X1 - - 57,461 $56,035 $56,035 0.00 $55,891
FHLMC 15yr Pool#ZS7403 3.000% 01-May-2031, 3.00%, 05/01/31 FR 3132A8GL7 - - 53,204 $52,166 $52,166 0.00 $52,033
Freddie Mac Multiclass Certificates, Series 3380 FM 5.0441% 15-OCT-2037, 5.05%, 10/15/37 FHR 3380 31397KTJ0 - - 45,230 $45,257 $45,257 0.00 $45,155
FNMA 15yr Pool#BO5957 3.000% 01-Dec-2034, 3.00%, 12/01/34 FN 3140K1TP1 - - 45,280 $43,819 $43,819 0.00 $43,706
Freddie Mac Multiclass Certificates, Series 3721 FB 4.9541% 15-SEP-2040, 4.96%, 09/15/40 FHR 3721 3137GAD20 - - 43,857 $43,754 $43,754 0.00 $43,657
FNMA 30yr Pool#BO1857 4.500% 01-Aug-2049, 4.50%, 08/01/49 FN 3140JWB33 - - 43,112 $42,237 $42,237 0.00 $42,075
Ginnie Mae REMIC Trust 2008-013 FB 4.96513% 20-FEB-2038, 4.95%, 02/20/38 GNR 2008-13 38375PNL1 - - 40,779 $40,596 $40,596 0.00 $40,534
FNMA 15yr Pool#BO7717 3.000% 01-Nov-2034, 3.00%, 11/01/34 FN 3140K3SF0 - - 38,327 $37,166 $37,166 0.00 $37,070
FNMA 30yr Pool#BC0870 3.500% 01-Jan-2046, 3.50%, 01/01/46 FN 3140EU6G9 - - 38,123 $35,467 $35,467 0.00 $35,355
FHLMC 15yr Pool#ZK9163 3.000% 01-Jan-2033, 3.00%, 01/01/33 FR 3131XDFC4 - - 33,223 $32,377 $32,377 0.00 $32,293
Ginnie Mae REMIC Trust 2007-040 FG 4.78513% 20-JUL-2037, 4.77%, 07/20/37 GNR 2007-40 38375KZS4 - - 31,197 $30,866 $30,866 0.00 $30,820
Ginnie Mae REMIC Trust 2004-069 CF 4.86513% 20-JUL-2034, 4.85%, 07/20/34 GNR 2004-69 38374JAT3 - - 27,272 $27,166 $27,166 0.00 $27,125
Ginnie Mae REMIC Trust 2010-133 FD 4.90441% 16-OCT-2040, 4.90%, 10/16/40 GNR 2010-133 38377MHV1 - - 24,953 $24,940 $24,940 0.00 $24,889
Ginnie Mae REMIC Trust 2007-059 FA 4.96513% 20-OCT-2037, 4.95%, 10/20/37 GNR 2007-59 38375LPU8 - - 24,903 $24,785 $24,785 0.00 $24,748
Fannie Mae REMIC Trust 2013-2 QF 4.96449% 25-FEB-2043, 4.96%, 02/25/43 FNR 2013-2 3136AB4P5 - - 24,818 $24,753 $24,753 0.00 $24,733
FHLMC 30yr Pool#ZN2165 4.500% 01-Dec-2048, 4.50%, 12/01/48 FR 3131Y8MN2 - - 23,599 $23,198 $23,198 0.00 $23,110
Ginnie Mae REMIC Trust 2008-016 FC 4.96513% 20-FEB-2038, 4.95%, 02/20/38 GNR 2008-16 383742FU2 - - 19,924 $19,840 $19,840 0.00 $19,810
Ginnie Mae REMIC Trust 2007-037 FW 4.77513% 20-JUN-2037, 4.76%, 06/20/37 GNR 2007-37 38375KNR9 - - 20,019 $19,791 $19,791 0.00 $19,762
Ginnie Mae REMIC Trust 2004-059 FP 4.77441% 16-AUG-2034, 4.77%, 08/16/34 GNR 2004-59 38374HYS3 - - 19,717 $19,632 $19,632 0.00 $19,593
Ginnie Mae REMIC Trust 2005-065 FA 4.61513% 20-AUG-2035, 4.60%, 08/20/35 GNR 2005-65 38374LL25 - - 19,520 $19,228 $19,228 0.00 $19,201
Freddie Mac Multiclass Certificates, Series 2426 FL 5.1041% 15-MAR-2032, 5.11%, 03/15/32 FHR 2426 31339W7G5 - - 17,554 $17,642 $17,642 0.00 $17,602
Fannie Mae REMIC Trust 2002-53 FK 4.86449% 25-APR-2032, 4.86%, 04/25/32 FNR 2002-53 31392EHN3 - - 17,547 $17,490 $17,490 0.00 $17,476
Ginnie Mae REMIC Trust 2005-048 AF 4.66513% 20-JUN-2035, 4.65%, 06/20/35 GNR 2005-48 38374LHM6 - - 16,421 $16,206 $16,206 0.00 $16,183
FHLMC 30yr Pool#ZT0252 3.000% 01-Dec-2047, 3.00%, 12/01/47 FR 3132ACH52 - - 17,517 $15,790 $15,790 0.00 $15,746
Fannie Mae REMIC Trust 2005-83 KT 4.76449% 25-OCT-2035, 4.76%, 10/25/35 FNR 2005-83 31394FUL7 - - 15,257 $15,130 $15,130 0.00 $15,118
Fannie Mae REMIC Trust 2007-89 GF 4.98449% 25-SEP-2037, 4.98%, 09/25/37 FNR 2007-89 31396XPM0 - - 14,296 $14,298 $14,298 0.00 $14,286
Freddie Mac Multiclass Certificates, Series 2551 FD 4.8541% 15-JAN-2033, 4.86%, 01/15/33 FHR 2551 31393JAZ1 - - 12,900 $12,892 $12,892 0.00 $12,865
Ginnie Mae REMIC Trust 2012-075 FP 4.76513% 20-JUL-2041, 4.75%, 07/20/41 GNR 2012-75 38378EZ55 - - 12,330 $12,285 $12,285 0.00 $12,268
FHLMC 30yr Pool#ZM2269 3.000% 01-Dec-2046, 3.00%, 12/01/46 FR 3131XVQW8 - - 12,708 $11,446 $11,446 0.00 $11,414
Ginnie Mae REMIC Trust 2007-061 FA 4.96513% 20-OCT-2037, 4.95%, 10/20/37 GNR 2007-61 38375LLN8 - - 10,334 $10,285 $10,285 0.00 $10,269
Freddie Mac Multiclass Certificates, Series 2410, excluding Group 6 FX 4.8041% 15-FEB-2032, 4.81%, 02/15/32 FHR 2410 31339NJN7 - - 10,188 $10,166 $10,166 0.00 $10,144
Fannie Mae REMIC Trust 2010-123 FL 4.89449% 25-NOV-2040, 4.89%, 11/25/40 FNR 2010-123 31398N2W3 - - 9,770 $9,733 $9,733 0.00 $9,725
FNMA 15yr Pool#AS8207 2.500% 01-Oct-2031, 2.50%, 10/01/31 FN 3138WJDM7 - - 10,020 $9,694 $9,694 0.00 $9,673
GNMA II 30yr Pool#BK6072 5.000% 20-Jan-2049, 5.00%, 01/20/49 G2 3617J6W91 - - 9,131 $9,192 $9,192 0.00 $9,154
Freddie Mac Multiclass Certificates, Series 3028 FM 4.7041% 15-SEP-2035, 4.71%, 09/15/35 FHR 3028 31396AFB5 - - 9,006 $8,971 $8,971 0.00 $8,952
Fannie Mae REMIC Trust 2003-87 FG 4.96449% 25-SEP-2033, 4.96%, 09/25/33 FNR 2003-87 31393E4W6 - - 8,977 $8,971 $8,971 0.00 $8,963
FNMA 15yr Pool#BM1036 2.500% 01-Feb-2032, 2.50%, 02/01/32 FN 3140J5EJ4 - - 8,771 $8,485 $8,485 0.00 $8,467
Freddie Mac Multiclass Certificates, Series 3738 FD 4.7541% 15-AUG-2040, 4.76%, 08/15/40 FHR 3738 3137GAYQ4 - - 8,446 $8,458 $8,458 0.00 $8,440
FNMA 15yr Pool#AS7643 2.500% 01-Aug-2031, 2.50%, 08/01/31 FN 3138WHP55 - - 8,665 $8,384 $8,384 0.00 $8,366
Fannie Mae REMIC Trust 2012-100 FG 4.86449% 25-SEP-2042, 4.86%, 09/25/42 FNR 2012-100 3136A8QW3 - - 7,933 $7,847 $7,847 0.00 $7,841
Fannie Mae REMIC Trust 2002-16 VF 5.01449% 25-APR-2032, 5.01%, 04/25/32 FNR 2002-16 31392CWW0 - - 7,698 $7,704 $7,704 0.00 $7,697
FHLMC 15yr Pool#ZK8405 2.500% 01-Dec-2031, 2.50%, 01/22/31 FR 3131XCKS5 - - 7,424 $7,174 $7,174 0.00 $7,158
Ginnie Mae REMIC Trust 2010-006 FG 5.07441% 16-JAN-2040, 5.07%, 01/16/40 GNR 2010-6 38376TSC7 - - 7,078 $7,076 $7,076 0.00 $7,061
Ginnie Mae REMIC Trust 2007-018 FD 4.76513% 20-APR-2037, 4.75%, 04/20/37 GNR 2007-18 38375JC86 - - 7,141 $7,055 $7,055 0.00 $7,044
Fannie Mae REMIC Trust 2010-95 FB 4.86449% 25-SEP-2040, 4.86%, 09/25/40 FNR 2010-95 31398NEX8 - - 6,497 $6,478 $6,478 0.00 $6,473
FNMA 30yr Pool#MA3694 4.500% 01-Jul-2049, 4.50%, 07/01/49 FN 31418DC83 - - 4,606 $4,513 $4,513 0.00 $4,496
Ginnie Mae REMIC Trust 1999-27 FE 4.87441% 16-AUG-2029, 4.87%, 08/16/29 GNR 1999-27 3837H2WA3 - - 3,021 $3,024 $3,024 0.00 $3,017
FHLMC 30yr Pool#ZN0650 3.000% 01-Mar-2043, 3.00%, 03/01/43 FR 3131Y6WK1 - - 2,246 $2,046 $2,046 0.00 $2,040
Freddie Mac Multiclass Certificates, Series 2469 FE 4.9541% 15-JUL-2032, 4.96%, 07/15/32 FHR 2469 31392RC58 - - 2,009 $2,011 $2,011 0.00 $2,006
Ginnie Mae REMIC Trust 2010-125 VF 4.81513% 20-JUN-2040, 4.80%, 06/20/40 GNR 2010-125 38377JYJ6 - - 381.00 $379 $379 0.00 $378
US 10yr Ultra Fut Dec25 DEC 25 UXYZ5 FUTURES_USD - -567.00 $-64,868,344 $0 0.00 $0
US 5YR NOTE (CBT) Dec25 DEC 25 FVZ5 FUTURES_USD - 3,000 $328,406,250 $0 0.00 $0
US 10YR NOTE (CBT)Dec25 DEC 25 TYZ5 FUTURES_USD - -230.00 $-25,875,000 $0 0.00 $0
US ULTRA BOND CBT Dec25 DEC 25 WNZ5 FUTURES_USD - -651.00 $-75,882,188 $0 0.00 $0
UMBS TBA 30yr 3.5% September Delivery, 3.50%, 09/15/25 FNCL 01F032690 - - -95,653,000 $-86,410,529 $-86,410,529 -1.38 $-86,410,529
UMBS TBA 30yr 6% September Delivery, 6.00%, 09/15/25 FNCL 01F060691 - - -412,082,188 $-420,987,284 $-420,987,284 -6.72 $-420,987,284
UMBS TBA 30yr 5% September Delivery, 5.00%, 09/15/25 FNCL 01F050692 - - -465,672,000 $-459,242,932 $-459,242,932 -7.33 $-459,242,932
UMBS TBA 30yr 4.5% September Delivery, 4.50%, 09/15/25 FNCL 01F042699 - - -612,896,638 $-589,514,631 $-589,514,631 -9.41 $-589,514,631
UMBS TBA 30yr 4% September Delivery, 4.00%, 09/15/25 FNCL 01F040693 - - -659,886,155 $-615,841,394 $-615,841,394 -9.84 $-615,841,394
UMBS TBA 30yr 5.5% September Delivery, 5.50%, 09/15/25 FNCL 01F052698 - - -690,557,400 $-694,610,972 $-694,610,972 -11.09 $-694,610,972
SEGREGATED CASH SEGCASH - $0.00 6,986,267 $6,986,267 $6,986,267 0.11 $6,986,267
ALMSUM ALMSUM - $0.00 - $0 $0 0.00 $0
US DOLLARS USD MD_142224 - - -1,406,891,638 $-1,406,891,638 $-1,406,891,638 -22.47 $-1,406,891,638
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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