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For Individual Investors in the US

Mortgage-Backed Securities ETF Holdings

Full Portfolio Holdings

(As of July 17, 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% August Delivery, 2.50%, 08/13/25 FNCL 01F022683 - - 1,691,910,894 $1,379,631,516 $1,379,631,516 23.53 $1,379,631,516
UMBS TBA 30yr 3% August Delivery, 3.00%, 08/13/25 FNCL 01F030686 - - 892,185,354 $760,339,095 $760,339,095 12.97 $760,339,095
GNMA II TBA 30yr 5% August Delivery, 5.00%, 08/20/25 G2SF 21H050680 - - 364,326,194 $353,913,387 $353,913,387 6.04 $353,913,387
UMBS TBA 30yr 2% August Delivery, 2.00%, 08/13/25 FNCL 01F020687 - - 402,248,255 $312,991,378 $312,991,378 5.35 $312,991,378
GNMA II TBA 30yr 5.5% August Delivery, 5.50%, 08/20/25 G2SF 21H052686 - - 253,922,000 $252,269,476 $252,269,476 4.31 $252,269,476
GNMA II TBA 30yr 4.5% August Delivery, 4.50%, 08/20/25 G2SF 21H042687 - - 259,406,488 $245,083,618 $245,083,618 4.19 $245,083,618
UMBS TBA 30yr 6% August Delivery, 6.00%, 08/13/25 FNCL 01F060683 - - 213,767,000 $216,079,959 $216,079,959 3.69 $216,079,959
FNMA 30yr Pool#CB9430 5.500% 01-Nov-2054, 5.50%, 11/01/54 FN 3140QVPQ1 - - 190,220,618 $191,479,775 $191,479,775 3.27 $189,438,031
GNMA II TBA 30yr 3% August Delivery, 3.00%, 08/20/25 G2SF 21H030682 - - 187,159,962 $163,134,238 $163,134,238 2.79 $163,134,238
Fannie Mae REMIC Trust 2025-12 FC 5.40517% 25-MAR-2055, 5.41%, 03/25/55 FNR 2025-12 3136BVFC7 - - 160,086,318 $160,211,610 $160,211,610 2.74 $159,658,783
FNMA 30yr Pool#FS7252 5.000% 01-Nov-2053, 5.00%, 11/01/53 FN 3140XPBW8 - - 149,051,584 $145,190,003 $145,190,003 2.48 $144,838,075
UMBS TBA 30yr 6.5% August Delivery, 6.50%, 08/13/25 FNCL 01F062689 - - 132,991,000 $136,871,677 $136,871,677 2.34 $136,871,677
FHLMC 30yr Pool#RJ2853 5.000% 01-Dec-2054, 5.00%, 12/01/54 FR 3142GTE36 - - 136,465,796 $135,811,682 $135,811,682 2.33 $133,469,031
GNMA II TBA 30yr 3.5% August Delivery, 3.50%, 08/20/25 G2SF 21H032688 - - 147,859,377 $132,311,964 $132,311,964 2.27 $132,311,964
FNMA 30yr Pool#FS1133 4.000% 01-Oct-2051, 4.00%, 10/01/51 FN 3140XGHK8 - - 118,808,766 $112,569,918 $112,569,918 1.93 $110,753,640
FHLMC 30yr Pool#SL0335 5.500% 01-Feb-2055, 5.50%, 02/01/55 FR 31427MLR0 - - 108,898,458 $110,253,815 $110,253,815 1.89 $108,307,401
GNMA II TBA 30yr 4% August Delivery, 4.00%, 08/20/25 G2SF 21H040681 - - 114,954,688 $105,497,941 $105,497,941 1.81 $105,497,941
FNMA 30yr Pool#FM7460 4.000% 01-Mar-2051, 4.00%, 03/01/51 FN 3140XBJE1 - - 111,111,181 $105,177,780 $105,177,780 1.80 $103,577,945
Freddie Mac Multiclass Certificates, Series 5544 FC 5.30517% 25-JUN-2055, 5.31%, 06/25/55 FHR 5544 3137HLNP3 - - 93,402,418 $93,651,512 $93,651,512 1.60 $93,334,932
FNMA 30yr Pool#FS9022 5.500% 01-Aug-2054, 5.50%, 08/01/54 FN 3140XRAY1 - - 81,428,797 $81,705,382 $81,705,382 1.39 $81,011,962
FNMA 30yr Pool#FS8993 6.000% 01-Jul-2054, 6.00%, 07/01/54 FN 3140XQ7F8 - - 77,833,379 $81,164,207 $81,164,207 1.38 $79,164,312
FHLMC 30yr Pool#RJ4363 5.500% 01-Jun-2055, 5.50%, 06/01/55 FR 3142GUZ55 - - 77,857,218 $79,065,418 $79,065,418 1.35 $78,204,186
FNMA 30yr Pool#FA0574 5.500% 01-Jan-2055, 5.50%, 01/01/55 FN 3140W0T88 - - 73,005,572 $74,789,225 $74,789,225 1.27 $73,385,410
FNMA 30yr Pool#FA0573 5.000% 01-Jan-2055, 5.00%, 01/01/55 FN 3140W0T70 - - 64,241,305 $63,956,844 $63,956,844 1.09 $63,008,612
FHLMC 30yr Pool#SL1188 5.500% 01-Apr-2055, 5.50%, 04/01/55 FR 31427NKA6 - - 60,190,833 $60,921,317 $60,921,317 1.04 $60,399,094
FHLMC 30yr Pool#QX7566 5.500% 01-Mar-2055, 5.50%, 03/01/55 FR 31426DMQ2 - - 56,620,839 $56,866,481 $56,866,481 0.97 $56,387,895
Fannie Mae REMIC Trust 2025-9 FA 5.50517% 25-MAR-2055, 5.51%, 03/25/55 FNR 2025-9 3136BVDC9 - - 52,284,960 $52,313,967 $52,313,967 0.89 $52,130,071
FNMA 30yr Pool#CB9613 5.500% 01-Dec-2054, 5.50%, 12/01/54 FN 3140QVVF8 - - 48,617,282 $49,355,420 $49,355,420 0.84 $48,417,265
FHLMC 30yr Pool#SL1146 5.000% 01-Mar-2055, 5.00%, 03/01/55 FR 31427NHY8 - - 49,453,218 $48,745,904 $48,745,904 0.83 $48,032,336
FHLMC 30yr Pool#SD7343 5.500% 01-Jan-2055, 5.50%, 01/01/55 FR 3132DVEQ4 - - 46,971,610 $47,871,299 $47,871,299 0.82 $47,141,176
FNMA 30yr Pool#FS9779 5.500% 01-Nov-2054, 5.50%, 11/01/54 FN 3140XR2M6 - - 44,757,277 $45,845,342 $45,845,342 0.78 $44,909,871
FHLMC 30yr Pool#SL0046 6.000% 01-Jan-2055, 6.00%, 01/01/55 FR 31427MBQ3 - - 43,276,775 $45,363,826 $45,363,826 0.77 $44,017,016
FNMA 30yr Pool#FA1951 6.000% 01-Jun-2055, 6.00%, 06/01/55 FN 3140W2EZ0 - - 41,732,743 $43,320,496 $43,320,496 0.74 $42,485,529
New Residential Mortgage LLC 6.545% 25-MAR-2032, 6.54%, 03/25/32 NZES 2025-FHT 64832EAA7 - - 41,660,756 $41,889,416 $41,889,416 0.71 $41,715,210
FHLMC 30yr Pool#ZT2413 4.000% 01-Feb-2041, 4.00%, 02/01/41 FR 3132AEVE3 - - 42,727,202 $41,849,341 $41,849,341 0.71 $40,988,048
FNMA 30yr Pool#FA1557 6.000% 01-May-2055, 6.00%, 05/01/55 FN 3140W1WT6 - - 40,353,727 $41,780,082 $41,780,082 0.71 $41,043,969
FNMA 40yr Pool#BF0646 2.500% 01-Jun-2062, 2.50%, 06/01/62 FN 3140FXWG3 - - 50,623,207 $41,303,203 $41,303,203 0.70 $40,829,358
FNMA 30yr Pool#FS8881 4.500% 01-Sep-2053, 4.50%, 09/01/53 FN 3140XQ2P1 - - 42,048,266 $41,023,836 $41,023,836 0.70 $40,287,144
FHLMC 30yr Pool#SL0938 4.000% 01-Jul-2050, 4.00%, 07/01/50 FR 31427NBG3 - - 40,215,408 $38,799,530 $38,799,530 0.66 $38,196,455
FHLMC 30yr Pool#SI2101 4.000% 01-Sep-2048, 4.00%, 09/01/48 FR 3133USKN0 - - 40,567,771 $38,427,837 $38,427,837 0.66 $37,877,289
FNMA 30yr Pool#FA0576 5.500% 01-Jan-2055, 5.50%, 01/01/55 FN 3140W0UA1 - - 37,258,899 $37,831,251 $37,831,251 0.64 $37,399,340
FNMA 30yr Pool#CB8694 6.000% 01-Jun-2054, 6.00%, 06/01/54 FN 3140QUUU8 - - 35,814,387 $37,711,395 $37,711,395 0.64 $36,882,192
FNMA 40yr Pool#BF0598 2.500% 01-Mar-2062, 2.50%, 03/01/62 FN 3140FXUY6 - - 45,169,350 $36,798,345 $36,798,345 0.63 $36,430,634
FNMA 30yr Pool#FS9794 5.000% 01-Nov-2054, 5.00%, 11/01/54 FN 3140XR3C7 - - 36,131,939 $36,220,911 $36,220,911 0.62 $35,438,622
FHLMC 30yr Pool#SL0286 5.000% 01-Jan-2055, 5.00%, 01/01/55 FR 31427MJ85 - - 35,965,692 $35,855,084 $35,855,084 0.61 $35,132,597
JP MORGAN MORTGAGE TRUST 2 5.777% 55, 5.50%, 11/25/55 JPMMT 2025-5MPR 46593VAD9 - - 35,517,522 $35,656,957 $35,656,957 0.61 $35,401,921
FNMA 30yr Pool#FA0034 5.000% 01-Nov-2054, 5.00%, 11/01/54 FN 3140W0BC8 - - 36,036,966 $35,656,739 $35,656,739 0.61 $35,245,601
FHLMC 30yr Pool#SL0208 5.000% 01-Dec-2054, 5.00%, 12/01/54 FR 31427MGS4 - - 34,229,507 $34,108,520 $34,108,520 0.58 $33,572,695
FNMA 30yr Pool#FA0635 5.000% 01-Jan-2055, 5.00%, 01/01/55 FN 3140W0V51 - - 33,460,523 $33,103,035 $33,103,035 0.56 $32,499,141
FNMA 30yr Pool#FA0603 4.500% 01-Sep-2051, 4.50%, 09/01/51 FN 3140W0U52 - - 33,738,197 $32,979,406 $32,979,406 0.56 $32,433,817
UMBS TBA 30yr 5.5% August Delivery, 5.50%, 08/13/25 FNCL 01F052680 - - 32,774,000 $32,474,511 $32,474,511 0.55 $32,474,511
FNMA 40yr Pool#BF0698 3.500% 01-Dec-2062, 3.50%, 12/01/62 FN 3140FXX49 - - 36,454,582 $32,352,310 $32,352,310 0.55 $32,147,941
FNMA 30yr Pool#FS9788 5.500% 01-Nov-2054, 5.50%, 11/01/54 FN 3140XR2W4 - - 31,104,961 $31,836,298 $31,836,298 0.54 $31,028,807
FNMA 30yr Pool#CB5580 4.500% 01-Oct-2052, 4.50%, 10/01/52 FN 3140QRFW8 - - 32,480,877 $31,149,085 $31,149,085 0.53 $30,751,460
FNMA 30yr Pool#CB6051 4.500% 01-Apr-2053, 4.50%, 04/01/53 FN 3140QRWM1 - - 32,073,630 $31,017,964 $31,017,964 0.53 $30,362,498
FNMA 30yr Pool#BW7371 5.500% 01-Feb-2053, 5.50%, 02/01/53 FN 3140N0FM2 - - 30,373,304 $30,883,454 $30,883,454 0.53 $30,618,982
FHLMC 30yr Pool#SD6982 5.000% 01-Nov-2054, 5.00%, 11/01/54 FR 3132DUXK8 - - 30,484,970 $30,192,697 $30,192,697 0.51 $29,918,659
FNMA 30yr Pool#FS8335 4.500% 01-Jan-2051, 4.50%, 01/01/51 FN 3140XQHM2 - - 30,905,033 $30,171,212 $30,171,212 0.51 $29,710,188
NRM MSR-Collateralized Notes, Series 2024-FNT1 A 7.398% 25-NOV-2029, 7.40%, 11/25/31 NZES 2024-FNT1 62956YAA7 - - 29,571,369 $29,881,475 $29,881,475 0.51 $29,741,706
FNMA 30yr Pool#FS3883 4.500% 01-Feb-2053, 4.50%, 02/01/53 FN 3140XKJ50 - - 30,984,033 $29,787,545 $29,787,545 0.51 $29,452,078
FNMA 30yr Pool#CB6394 4.500% 01-Feb-2053, 4.50%, 02/01/53 FN 3140QSC82 - - 31,040,450 $29,592,292 $29,592,292 0.50 $29,356,339
FNMA 30yr Pool#FS3520 4.500% 01-Nov-2052, 4.50%, 11/01/52 FN 3140XJ4E0 - - 29,903,329 $28,680,677 $28,680,677 0.49 $28,313,458
FNMA 30yr Pool#FS8681 4.500% 01-Oct-2050, 4.50%, 10/01/50 FN 3140XQUF2 - - 28,976,101 $28,195,845 $28,195,845 0.48 $27,855,833
FHLMC 30yr Pool#SL0367 4.500% 01-Dec-2054, 4.50%, 12/01/54 FR 31427MMR9 - - 29,202,828 $27,857,950 $27,857,950 0.47 $27,634,304
FHLMC 30yr Pool#SD7138 5.000% 01-Nov-2054, 5.00%, 11/01/54 FR 3132DU4X2 - - 27,633,653 $27,288,211 $27,288,211 0.47 $27,026,823
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-HQA3 M2 6.40517% 25-SEP-2041, 6.41%, 09/25/41 STACR 2021-HQA3 35564KJP5 - - 26,457,865 $26,815,777 $26,815,777 0.46 $26,707,506
FHLMC 30yr Pool#SD3271 5.500% 01-Jun-2053, 5.50%, 06/01/53 FR 3132DQT48 - - 26,331,003 $26,675,018 $26,675,018 0.45 $26,452,459
RCKT Mortgage Trust 2025-CES5 A1A 5.687% 25-MAY-2055, 5.69%, 05/25/55 RCKT 2025-CES5 74942CAA7 - - 25,219,945 $25,566,054 $25,566,054 0.44 $25,378,803
FNMA 30yr Pool#FS6257 4.000% 01-Jun-2053, 4.00%, 06/01/53 FN 3140XM5T9 - - 26,528,781 $24,859,326 $24,859,326 0.42 $24,488,886
FNMA 30yr Pool#FS9239 4.500% 01-Jan-2051, 4.50%, 01/01/51 FN 3140XRHR9 - - 25,159,330 $24,582,891 $24,582,891 0.42 $24,186,625
FNMA 30yr Pool#CB9642 5.000% 01-Dec-2054, 5.00%, 12/01/54 FN 3140QVWC4 - - 23,542,905 $23,394,354 $23,394,354 0.40 $23,056,270
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2025-HQA1 M2 5.95517% 25-FEB-2045, 5.96%, 02/25/45 STACR 2025-HQA1 35564NHA4 - - 23,060,148 $23,211,919 $23,211,919 0.40 $23,124,182
FHLMC 30yr Pool#SD6989 5.500% 01-Nov-2054, 5.50%, 11/01/54 FR 3132DUXS1 - - 22,546,264 $23,007,336 $23,007,336 0.39 $22,491,064
FHLMC 30yr Pool#SL0730 4.500% 01-Mar-2053, 4.50%, 03/01/53 FR 31427MY47 - - 24,115,084 $22,989,914 $22,989,914 0.39 $22,938,670
FNMA 30yr Pool#FM7840 4.000% 01-Apr-2050, 4.00%, 04/01/50 FN 3140XBWA4 - - 24,170,970 $22,931,134 $22,931,134 0.39 $22,532,200
PRET 2025-RPL3 Trust A1 4.15% 25-APR-2065, 4.15%, 04/25/65 PRET 2025-RPL3 69382RAA1 - - 23,621,523 $22,898,454 $22,898,454 0.39 $22,591,377
FNMA 30yr Pool#FS4781 4.000% 01-Oct-2051, 4.00%, 10/01/51 FN 3140XLJ33 - - 23,577,946 $22,363,285 $22,363,285 0.38 $21,979,383
FNMA 30yr Pool#FS7225 4.000% 01-Aug-2051, 4.00%, 08/01/51 FN 3140XPA33 - - 23,605,880 $22,329,710 $22,329,710 0.38 $22,040,322
FNMA 40yr Pool#BF0807 3.500% 01-Apr-2064, 3.50%, 04/01/64 FN 3140FX3R1 - - 24,048,734 $21,453,700 $21,453,700 0.37 $21,185,881
GNMA II TBA 30yr 2.5% August Delivery, 2.50%, 08/20/25 G2SF 21H022689 - - 25,296,414 $21,180,637 $21,180,637 0.36 $21,180,637
FNMA 40yr Pool#BF0713 4.000% 01-Mar-2063, 4.00%, 03/01/63 FN 3140FXYK2 - - 22,775,727 $21,071,773 $21,071,773 0.36 $20,804,829
FNMA 30yr Pool#CB7112 5.500% 01-Sep-2053, 5.50%, 09/01/53 FN 3140QS3W9 - - 20,750,027 $21,016,207 $21,016,207 0.36 $20,831,401
FNMA 40yr Pool#BF0226 3.500% 01-Jan-2058, 3.50%, 01/01/58 FN 3140FXHC9 - - 22,961,612 $20,983,066 $20,983,066 0.36 $20,709,978
FNMA 30yr Pool#FS6382 4.000% 01-Aug-2051, 4.00%, 08/01/51 FN 3140XNCU6 - - 21,961,973 $20,765,672 $20,765,672 0.35 $20,505,440
Finance of America Structured Securities Trust, 2025-S1 A1 3.5% 25-FEB-2075, 3.50%, 02/25/75 FASST 2025-S1 31741BAB0 - - 21,677,540 $20,734,112 $20,734,112 0.35 $20,685,639
FNMA 30yr Pool#FS9880 4.500% 01-Sep-2054, 4.50%, 09/01/54 FN 3140XR6S9 - - 21,641,435 $20,674,758 $20,674,758 0.35 $20,479,044
FHLMC 30yr Pool#QJ9063 5.000% 01-Nov-2054, 5.00%, 11/01/54 FR 3133D1B81 - - 20,827,499 $20,435,134 $20,435,134 0.35 $20,272,005
FHLMC 30yr Pool#SL0850 4.000% 01-Jul-2049, 4.00%, 07/01/49 FR 31427M5L1 - - 20,685,177 $20,138,656 $20,138,656 0.34 $19,803,798
UMBS TBA 30yr 5% August Delivery, 5.00%, 08/13/25 FNCL 01F050684 - - 20,751,000 $20,103,673 $20,103,673 0.34 $20,103,673
FINANCE OF AMERICA STRUC 3.28125% 74, 3.50%, 04/25/74 FASST 2024-S3 31739WAB8 - - 20,809,412 $19,999,379 $19,999,379 0.34 $19,952,847
FHLMC 30yr Pool#SL0913 4.500% 01-May-2054, 4.50%, 05/01/54 FR 31427NAP4 - - 20,768,729 $19,794,890 $19,794,890 0.34 $19,750,757
FNMA 30yr Pool#FS9116 6.000% 01-Sep-2054, 6.00%, 09/01/54 FN 3140XRDW2 - - 18,976,233 $19,744,381 $19,744,381 0.34 $19,300,818
FNMA 30yr Pool#FS5028 4.000% 01-Oct-2051, 4.00%, 10/01/51 FN 3140XLSS8 - - 20,548,590 $19,732,384 $19,732,384 0.34 $19,155,414
FNMA 30yr Pool#FA0654 4.500% 01-Dec-2054, 4.50%, 12/01/54 FN 3140W0WQ4 - - 20,571,435 $19,575,124 $19,575,124 0.33 $19,466,515
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA2 M2 8.05517% 25-FEB-2042, 8.06%, 02/25/42 STACR 2022-DNA2 35564KRN1 - - 18,101,929 $18,891,199 $18,891,199 0.32 $18,798,040
FNMA 30yr Pool#FS8709 4.500% 01-Jan-2051, 4.50%, 01/01/51 FN 3140XQVB0 - - 19,195,224 $18,874,792 $18,874,792 0.32 $18,453,102
FNMA 30yr Pool#FS9476 4.000% 01-Jun-2053, 4.00%, 06/01/53 FN 3140XRQ65 - - 19,919,925 $18,581,987 $18,581,987 0.32 $18,382,062
FNMA 30yr Pool#BT8185 4.500% 01-Jun-2052, 4.50%, 06/01/52 FN 3140LXCX1 - - 19,381,639 $18,500,374 $18,500,374 0.32 $18,355,662
FNMA 30yr Pool#DA1525 6.000% 01-Oct-2053, 6.00%, 10/01/53 FN 3140A1VT1 - - 17,531,092 $18,453,644 $18,453,644 0.31 $17,831,125
Huntington Bank Auto Credit-Linked Notes, Series 2024-2 B1 5.442% 20-OCT-2032, 5.44%, 10/20/32 HACLN 2024-2 44644NAG4 - - 18,234,138 $18,407,353 $18,407,353 0.31 $18,330,174
FNMA 30yr Pool#FA1549 5.500% 01-May-2055, 5.50%, 05/01/55 FN 3140W1WK5 - - 18,061,075 $18,300,995 $18,300,995 0.31 $18,135,125
Structured Agency Credit Risk (STACR) Debt Notes, Series 2024-HQA2 M2 6.10517% 25-AUG-2044, 6.11%, 08/25/44 STACR 2024-HQA2 35564NEC3 - - 18,000,000 $18,131,683 $18,131,683 0.31 $18,061,473
FHLMC 30yr Pool#SD5963 6.000% 01-Jul-2054, 6.00%, 07/01/54 FR 3132DTTU4 - - 17,047,910 $17,980,033 $17,980,033 0.31 $17,339,511
FNMA 30yr Pool#CB4128 4.500% 01-Jul-2052, 4.50%, 07/01/52 FN 3140QPSS7 - - 18,553,184 $17,944,827 $17,944,827 0.31 $17,650,158
FHLMC 30yr Pool#SL0490 4.500% 01-Jul-2053, 4.50%, 07/01/53 FR 31427MRL7 - - 18,538,289 $17,880,477 $17,880,477 0.30 $17,555,390
FNMA 30yr Pool#CB8221 5.500% 01-Mar-2054, 5.50%, 03/01/54 FN 3140QUD37 - - 17,451,808 $17,602,132 $17,602,132 0.30 $17,401,824
FHLMC 30yr Pool#QH3192 6.000% 01-Oct-2053, 6.00%, 10/01/53 FR 3133CFRM3 - - 16,921,816 $17,534,521 $17,534,521 0.30 $17,381,488
Homeward Opportunities Fund Trust 2024-RTL1 A1 7.12% 25-JUL-2029, 7.12%, 07/25/29 HOF 43789FAA1 - - 17,261,000 $17,426,892 $17,426,892 0.30 $17,348,373
FNMA 30yr Pool#FM4738 4.000% 01-Sep-2050, 4.00%, 09/01/50 FN 3140X8HQ3 - - 18,164,101 $17,376,919 $17,376,919 0.30 $16,868,956
PRPM 2025-RCF3 LLC|5.25|07/25/2055, 5.25%, 07/25/55 PRPM 2025-RCF3 69392PAA3 - - 17,310,000 $17,360,117 $17,360,117 0.30 $17,241,471
FNMA 40yr Pool#BF0806 3.500% 01-Apr-2064, 3.50%, 04/01/64 FN 3140FX3Q3 - - 18,570,999 $16,570,927 $16,570,927 0.28 $16,400,531
FNMA 40yr Pool#BF0801 2.500% 01-Apr-2064, 2.50%, 04/01/64 FN 3140FX3K6 - - 19,965,443 $16,372,815 $16,372,815 0.28 $16,082,673
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2025-HQA1 M1 5.45517% 25-FEB-2045, 5.46%, 02/25/45 STACR 2025-HQA1 35564NGZ0 - - 16,184,641 $16,256,076 $16,256,076 0.28 $16,199,668
FHLMC 30yr Pool#SL0644 4.500% 01-Mar-2053, 4.50%, 03/01/53 FR 31427MWE7 - - 16,653,293 $15,868,496 $15,868,496 0.27 $15,833,108
FNMA 30yr Pool#FA0122 4.500% 01-Dec-2054, 4.50%, 12/01/54 FN 3140W0D44 - - 15,813,382 $15,567,132 $15,567,132 0.27 $14,964,024
Vontive Mortgage Trust 2025-RTL1 A1 6.507% 25-MAR-2030, 6.51%, 03/25/30 VNTV 2025-RTL1 928884AA3 - - 15,444,000 $15,550,858 $15,550,858 0.27 $15,486,653
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 $15,522,993 $15,522,993 0.26 $15,375,208
PRPM 2025-5 LLC|5.729|07/25/2030, 5.73%, 07/25/30 PRPM 2025-5 69392RAA9 - - 15,326,000 $15,443,341 $15,443,341 0.26 $15,328,710
PRET 2025-RPL1 Trust A1 4.0% 25-JUL-2069, 4.00%, 07/25/69 PRET 2025-RPL1 69392FAA5 - - 15,883,506 $15,253,225 $15,253,225 0.26 $15,170,277
FHLMC 30yr Pool#SD6558 6.000% 01-Sep-2054, 6.00%, 09/01/54 FR 3132DUJB4 - - 14,671,573 $15,211,016 $15,211,016 0.26 $14,922,527
FNMA 30yr Pool#FS8717 6.000% 01-Jul-2054, 6.00%, 07/01/54 FN 3140XQVK0 - - 14,423,102 $15,128,005 $15,128,005 0.26 $14,669,806
Connecticut Avenue Securities, Series 2021-R03 1M2 5.95517% 25-DEC-2041, 5.96%, 12/25/41 CAS 2021-R03 20754AAB9 - - 14,835,000 $14,981,875 $14,981,875 0.26 $14,925,433
FHLMC 30yr Pool#SL0371 4.500% 01-Feb-2054, 4.50%, 02/01/54 FR 31427MMV0 - - 15,475,022 $14,842,825 $14,842,825 0.25 $14,634,223
FNMA 30yr Pool#FS9909 5.000% 01-Nov-2054, 5.00%, 11/01/54 FN 3140XSAK9 - - 14,902,861 $14,793,978 $14,793,978 0.25 $14,616,897
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-DNA7 M2 6.10517% 25-NOV-2041, 6.11%, 11/25/41 STACR 2021-DNA7 35564KMH9 - - 14,550,000 $14,713,957 $14,713,957 0.25 $14,657,205
COOPR Residential Mortgage Trust 2025-CES2 A1A 5.502% 25-JUN-2060, 5.50%, 06/25/60 COOPR 2025-CES2 12674UAA1 - - 14,453,000 $14,625,523 $14,625,523 0.25 $14,521,704
Connecticut Avenue Securities Trust 2025-R05|5.51926|07/25/2045, 5.52%, 07/25/45 CAS 2025-R05 20753CAB6 - - 14,508,136 $14,520,604 $14,520,604 0.25 $14,520,604
Chase Mortgage Reference Notes, Series 2020-CL1 M1 6.68648% 25-OCT-2057, 6.68%, 10/25/57 CHASE 2020-CL1 46591HAG5 - - 14,081,424 $14,504,131 $14,504,131 0.25 $14,444,001
FNMA 30yr Pool#BX0984 4.500% 01-Oct-2052, 4.50%, 10/01/52 FN 3140N5CW2 - - 15,186,993 $14,493,711 $14,493,711 0.25 $14,379,546
Galaxy Senior Participation Interest Trust 1|8.249753|07/31/2026, 8.25%, 07/31/26 GLXYT 2025-1 362922AA4 - - 14,124,656 $14,255,193 $14,255,193 0.24 $14,200,167
FINANCE OF AMER STR TR 2024-S2 A1, 3.50%, 04/25/74 FASST 2024-S2 31739VAA2 - - 14,719,987 $14,230,078 $14,230,078 0.24 $14,197,162
GS Mortgage-Backed Securities Trust 2025-RPL3 A1 4.1% 25-JUL-2065, 4.10%, 07/25/65 GSMBS 2025-RPL3 362963AA8 - - 14,697,180 $14,151,404 $14,151,404 0.24 $14,072,734
BMP Commercial Mortgage Trust 2024-MF23 A 5.6837% 15-JUN-2041, 5.71%, 06/15/41 BMP 2024-MF23 05593JAA8 - - 14,000,000 $14,080,460 $14,080,460 0.24 $14,009,694
FHLMC 30yr Pool#SD1143 4.500% 01-Sep-2050, 4.50%, 09/01/50 FR 3132DNHU0 - - 14,280,264 $13,970,689 $13,970,689 0.24 $13,728,163
FNMA 30yr Pool#FA0470 6.000% 01-Jan-2055, 6.00%, 01/01/55 FN 3140W0QY4 - - 13,353,209 $13,892,282 $13,892,282 0.24 $13,581,612
FIGRE Trust 2025-HE4|5.709|07/25/2055, 5.71%, 07/25/55 FIGRE 2025-HE4 31684PAC6 - - 13,414,944 $13,451,069 $13,451,069 0.23 $13,414,904
RCKT Mortgage Trust 2024-CES7 A1A 5.158% 25-OCT-2044, 5.16%, 10/25/44 RCKT 2024-CES7 749414AA6 - - 13,377,142 $13,390,112 $13,390,112 0.23 $13,300,030
FNMA 30yr Pool#FM5350 4.500% 01-Sep-2050, 4.50%, 09/01/50 FN 3140X85L7 - - 13,824,313 $13,352,711 $13,352,711 0.23 $13,245,305
FHLMC 30yr Pool#SD5994 4.500% 01-Sep-2050, 4.50%, 09/01/50 FR 3132DTUT5 - - 13,216,849 $13,104,787 $13,104,787 0.22 $12,705,861
Foundation Finance Trust 2025-2 B 4.94% 15-APR-2052, 4.94%, 04/15/52 FFIN 2025-2A 35042NAB1 - - 13,050,000 $12,988,359 $12,988,359 0.22 $12,970,451
UMBS TBA 30yr 4.5% August Delivery, 4.50%, 08/13/25 FNCL 01F042681 - - 13,610,000 $12,845,785 $12,845,785 0.22 $12,845,785
FNMA 40yr Pool#BF0731 2.500% 01-Jun-2063, 2.50%, 06/01/63 FN 3140FXY55 - - 15,650,535 $12,809,156 $12,809,156 0.22 $12,622,695
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 $12,620,626 $12,620,626 0.22 $12,498,766
PRET 2025-NPL4 A1 6.3677% 25-MAY-2055, 6.37%, 04/25/55 PRET 2025-NPL4 74136UAA3 - - 12,567,875 $12,619,047 $12,619,047 0.22 $12,567,917
Huntington Bank Auto Credit-Linked Notes, Series 2024-1 B1 6.153% 20-MAY-2032, 6.15%, 05/20/32 HACLN 2024-1 44644NAA7 - - 12,326,608 $12,532,463 $12,532,463 0.21 $12,473,472
Homeward Opportunities Fund Trust 2025-RRTL1 A1 5.476% 25-MAR-2040, 5.48%, 03/25/40 HOF 2025-RRTL1 437919AA1 - - 12,500,000 $12,529,559 $12,529,559 0.21 $12,485,828
FNMA 30yr Pool#FS6236 6.500% 01-Nov-2053, 6.50%, 11/01/53 FN 3140XM4W3 - - 11,761,948 $12,500,731 $12,500,731 0.21 $12,182,173
FIGRE Trust 2025-HE3 A 5.56% 25-MAY-2055, 5.56%, 05/25/55 FIGRE 2025-HE3 31684LAA9 - - 12,268,815 $12,327,393 $12,327,393 0.21 $12,238,335
FNMA 30yr Pool#FS7541 4.000% 01-Jun-2052, 4.00%, 06/01/52 FN 3140XPLX5 - - 12,924,420 $12,256,471 $12,256,471 0.21 $12,048,156
FHLMC 30yr Pool#SL0509 4.500% 01-Jan-2055, 4.50%, 01/01/55 FR 31427MR78 - - 12,786,132 $12,204,828 $12,204,828 0.21 $12,099,372
FHLMC 30yr Pool#SD5224 6.000% 01-Mar-2054, 6.00%, 03/01/54 FR 3132DSYV8 - - 11,576,942 $12,124,112 $12,124,112 0.21 $11,774,905
FHLMC 30yr Pool#QG6755 5.500% 01-Jun-2053, 5.50%, 06/01/53 FR 3133C7QG5 - - 11,902,080 $12,068,912 $12,068,912 0.21 $11,964,505
FNMA 30yr Pool#FS7117 6.500% 01-Feb-2054, 6.50%, 02/01/54 FN 3140XN4B7 - - 11,129,219 $11,970,214 $11,970,214 0.20 $11,526,839
FNMA 30yr Pool#BY4134 5.500% 01-Jul-2053, 5.50%, 07/01/53 FN 3140NLSY6 - - 11,722,115 $11,774,744 $11,774,744 0.20 $11,676,454
FNMA 40yr Pool#BF0783 3.500% 01-Dec-2063, 3.50%, 12/01/63 FN 3140FX2R2 - - 12,943,255 $11,652,750 $11,652,750 0.20 $11,410,464
FHLMC 30yr Pool#QH3306 6.000% 01-Oct-2053, 6.00%, 10/01/53 FR 3133CFU72 - - 11,027,988 $11,596,161 $11,596,161 0.20 $11,258,245
FNMA 30yr Pool#FS5818 4.500% 01-Oct-2050, 4.50%, 10/01/50 FN 3140XMPC4 - - 11,610,380 $11,414,595 $11,414,595 0.19 $11,124,099
FNMA 30yr Pool#FS5362 4.500% 01-Dec-2050, 4.50%, 12/01/50 FN 3140XL5Y0 - - 11,545,610 $11,280,307 $11,280,307 0.19 $11,062,041
FNMA 30yr Pool#FS7613 4.500% 01-May-2052, 4.50%, 05/01/52 FN 3140XPN70 - - 11,287,121 $11,009,693 $11,009,693 0.19 $10,850,740
FNMA 30yr Pool#BX0421 5.500% 01-Nov-2052, 5.50%, 11/01/52 FN 3140N4PF8 - - 10,668,730 $10,774,977 $10,774,977 0.18 $10,677,291
FHLMC 30yr Pool#SL0869 4.500% 01-May-2053, 4.50%, 05/01/53 FR 31427M6F3 - - 11,161,147 $10,740,562 $10,740,562 0.18 $10,580,104
FIGRE Trust 2025-HE4|5.408|07/25/2055, 5.41%, 07/25/55 FIGRE 2025-HE4 31684PAA0 - - 10,545,000 $10,619,316 $10,619,316 0.18 $10,544,864
FHLMC 30yr Pool#RA7104 4.500% 01-Feb-2051, 4.50%, 02/01/51 FR 3133KN3M3 - - 10,965,655 $10,578,799 $10,578,799 0.18 $10,495,195
FNMA 30yr Pool#BW2174 4.500% 01-Jun-2052, 4.50%, 06/01/52 FN 3140MTMY6 - - 10,777,798 $10,551,799 $10,551,799 0.18 $10,207,270
FIGRE Trust 2025-HE4|5.608|07/25/2055, 5.61%, 07/25/55 FIGRE 2025-HE4 31684PAB8 - - 10,386,005 $10,413,226 $10,413,226 0.18 $10,385,721
FNMA 30yr Pool#FS6662 4.000% 01-Oct-2051, 4.00%, 10/01/51 FN 3140XNML5 - - 10,951,346 $10,364,682 $10,364,682 0.18 $10,208,855
FHLMC 30yr Pool#QH1500 6.000% 01-Sep-2053, 6.00%, 09/01/53 FR 3133CDUZ5 - - 10,041,386 $10,308,367 $10,308,367 0.18 $10,213,237
Saluda Grade Alternative Mortgage Trust 2023-RTL3 A1 7.0% 25-APR-2029, 7.00%, 04/25/29 GRADE 2023-RTL3 79583YAA2 - - 10,275,154 $10,293,738 $10,293,738 0.18 $10,199,834
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-HQA4 M2 6.65517% 25-DEC-2041, 6.66%, 12/25/41 STACR 2021-HQA4 35564KNS4 - - 10,089,878 $10,277,866 $10,277,866 0.18 $10,234,964
RCKT Mortgage Trust 2024-CES9 A1B 5.683% 25-DEC-2044, 5.68%, 12/25/44 RCKT 2024-CES9 749426AB8 - - 10,181,449 $10,253,876 $10,253,876 0.17 $10,178,335
Connecticut Avenue Securities Trust 2024-R05 2M2 6.00517% 25-JUL-2044, 6.01%, 07/25/44 CAS 2024-R05 20754XAC7 - - 10,060,000 $10,129,429 $10,129,429 0.17 $10,090,832
A&D Mortgage Trust 2025-NQM2 A1 5.79% 25-JUN-2070, 5.79%, 06/25/70 ADMT 2025-NQM2 00250EAC0 - - 10,025,484 $10,120,511 $10,120,511 0.17 $10,044,727
LHOME Mortgage Trust 2024-RTL3 A1 6.9% 25-MAY-2029, 6.90%, 05/25/29 LHOME 2024-RTL3 50205GAA0 - - 9,960,000 $10,097,263 $10,097,263 0.17 $10,053,356
Alterna Funding III A 6.26% 15-MAY-2039, 6.26%, 05/16/39 TAX 2024-1A 02157JAA3 - - 9,807,978 $9,876,328 $9,876,328 0.17 $9,871,211
FHLMC 30yr Pool#QH4373 6.000% 01-Nov-2053, 6.00%, 11/01/53 FR 3133CG2E6 - - 9,457,889 $9,801,707 $9,801,707 0.17 $9,714,807
FNMA 30yr Pool#FS2144 3.500% 01-Jun-2052, 3.50%, 06/01/52 FN 3140XHL21 - - 10,693,228 $9,783,440 $9,783,440 0.17 $9,671,431
Brean Asset Backed Securities Trust 2024-RM8 A1 4.5% 25-MAY-2064, 4.50%, 05/25/64 BABS 2024-RM8 10637YAA3 - - 9,889,061 $9,641,960 $9,641,960 0.16 $9,613,529
Rithm Capital Corp. 8.0% 01-APR-2029, 8.00%, 04/01/29 RITM 64828TAB8 - - 9,213,000 $9,575,249 $9,575,249 0.16 $9,356,184
FNMA 30yr Pool#DA0026 6.000% 01-Sep-2053, 6.00%, 09/01/53 FN 3140A0A41 - - 9,230,988 $9,471,785 $9,471,785 0.16 $9,388,971
RCKT Mortgage Trust 2025-CES6 A1A 5.472% 25-JUN-2055, 5.47%, 06/25/55 RCKT 2025-CES6 748949AA2 - - 9,372,000 $9,455,979 $9,455,979 0.16 $9,389,025
FHLMC 30yr Pool#RJ1754 4.500% 01-Jun-2054, 4.50%, 06/01/54 FR 3142GR5Q9 - - 9,880,664 $9,421,369 $9,421,369 0.16 $9,349,960
LHOME Mortgage Trust 2024-RTL5 A2 5.751% 25-SEP-2039, 5.75%, 09/25/39 LHOME 2024-RTL5 50205WAB3 - - 9,325,000 $9,314,339 $9,314,339 0.16 $9,280,077
FNMA 30yr Pool#FA1287 4.500% 01-Jul-2053, 4.50%, 07/01/53 FN 3140W1ND1 - - 9,633,033 $9,289,041 $9,289,041 0.16 $9,145,168
Connecticut Avenue Securities Trust 2025-R05|5.91926|07/25/2045, 5.92%, 07/25/45 CAS 2025-R05 20753CAC4 - - 9,254,000 $9,261,209 $9,261,209 0.16 $9,261,209
FHLMC 30yr Pool#SD7417 5.500% 01-Jan-2055, 5.50%, 01/01/55 FR 3132DVG25 - - 8,945,849 $9,198,362 $9,198,362 0.16 $8,988,078
RCKT Mortgage Trust 2024-CES1 A1B 6.325% 25-FEB-2044, 6.33%, 02/25/44 RCKT 2024-CES1 749424AB3 - - 8,782,952 $8,901,220 $8,901,220 0.15 $8,828,693
Structured Agency Credit Risk (STACR) Debt Notes, Series 2024-HQA1 M1 5.55517% 25-MAR-2044, 5.56%, 03/25/44 STACR 2024-HQA1 M1 35564NBX0 - - 8,856,879 $8,898,358 $8,898,358 0.15 $8,866,924
Fannie Mae REMIC Trust 2022-65 FB 5.10517% 25-SEP-2052, 5.11%, 09/25/52 FNR 2022-65 3136BPCQ2 - - 8,948,402 $8,770,755 $8,770,755 0.15 $8,741,569
FNMA 30yr Pool#FA0787 4.500% 01-Jan-2055, 4.50%, 01/01/55 FN 3140W02V6 - - 8,971,032 $8,552,944 $8,552,944 0.15 $8,489,186
ACHM Trust 2024-HE1 A 6.55% 25-MAY-2039, 6.55%, 05/25/39 ACHM 2024-HE1 00449TAA3 - - 8,414,727 $8,534,840 $8,534,840 0.15 $8,499,627
FIGRE Trust 2025-PF1 A 5.758% 25-JUN-2055, 5.76%, 06/25/55 FIGRE 2025-PF1 316922AA1 - - 8,460,814 $8,494,768 $8,494,768 0.14 $8,431,165
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 $8,453,626 $8,453,626 0.14 $8,369,976
PRPM 2025-RPL4 A1, 3.00%, 05/25/55 PRPM 2025-RPL4 74448NAA2 - - 9,049,170 $8,451,973 $8,451,973 0.14 $8,416,560
FIGRE Trust 2025-HE2 A 5.775% 25-MAR-2055, 5.78%, 03/25/55 FIGRE 2025-HE2 31684KAA1 - - 8,358,954 $8,435,849 $8,435,849 0.14 $8,372,826
FHLMC 30yr Pool#QX0520 5.500% 01-Dec-2054, 5.50%, 12/01/54 FR 31425USJ5 - - 7,875,607 $7,921,121 $7,921,121 0.14 $7,855,689
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 $7,808,090 $7,808,090 0.13 $7,804,183
Mello Mortgage Capital Acceptance 2024-SD1 A1 4.0% 25-APR-2054, 4.00%, 04/25/54 MELLO 58550DAA1 - - 7,936,357 $7,760,268 $7,760,268 0.13 $7,739,987
FHLMC 30yr Pool#SD5223 6.000% 01-Apr-2054, 6.00%, 04/01/54 FR 3132DSYU0 - - 7,348,888 $7,734,479 $7,734,479 0.13 $7,474,589
FNMA 30yr Pool#DB4017 6.000% 01-May-2054, 6.00%, 05/01/54 FN 3140ADPB1 - - 7,349,437 $7,730,091 $7,730,091 0.13 $7,475,147
FNMA 30yr Pool#FS7397 6.000% 01-Mar-2054, 6.00%, 03/01/54 FN 3140XPGF0 - - 7,388,064 $7,685,731 $7,685,731 0.13 $7,514,435
Connecticut Avenue Securities Trust 2025-R01 1M2 5.80517% 25-JAN-2045, 5.81%, 01/25/45 CAS 2025-R01 20755JAC7 - - 7,526,000 $7,561,658 $7,561,658 0.13 $7,533,740
FNMA 30yr Pool#FS8486 4.500% 01-Dec-2052, 4.50%, 12/01/52 FN 3140XQNC7 - - 7,583,093 $7,274,464 $7,274,464 0.12 $7,179,338
Angel Oak Mortgage Trust 2025-6 A2 5.768% 25-APR-2070, 5.77%, 04/25/70 AOMT 2025-6 034937AB8 - - 7,183,400 $7,251,789 $7,251,789 0.12 $7,197,695
Huntington Bank Auto Credit-Linked Notes, Series 2025-1 B 4.957% 20-MAR-2033, 4.96%, 03/21/33 HACLN 2025-1 446438SX2 - - 7,173,924 $7,203,611 $7,203,611 0.12 $7,175,952
FNMA 30yr Pool#DD5556 6.000% 01-Mar-2055, 6.00%, 03/01/55 FN DD5556 MTGE 3140B6E68 - - 6,950,362 $7,135,253 $7,135,253 0.12 $7,070,150
FHLMC 30yr Pool#QG3912 5.500% 01-Jun-2053, 5.50%, 06/01/53 FR 3133C4KZ6 - - 6,891,337 $6,967,809 $6,967,809 0.12 $6,909,952
Brean Asset Backed Securities Trust 2024-RM9 A1 5.0% 25-SEP-2064, 5.00%, 09/25/64 BABS 2024-RM9 10638DAA8 - - 7,049,672 $6,946,301 $6,946,301 0.12 $6,923,781
LHOME Mortgage Trust 2024-RTL4 A2 6.092% 25-JUL-2039, 6.09%, 07/25/39 LHOME 2024-RTL4 50205PAB8 - - 6,870,000 $6,888,294 $6,888,294 0.12 $6,861,555
Connecticut Avenue Securities Trust 2025-R04 25-MAY-2045, 5.51%, 05/25/45 CAS 2025-R04 20755TAB7 - - 6,851,092 $6,883,919 $6,883,919 0.12 $6,859,823
FNMA 30yr Pool#BY0337 6.500% 01-May-2053, 6.50%, 05/01/53 FN 3140NGLT5 - - 6,562,414 $6,880,196 $6,880,196 0.12 $6,785,441
FHLMC 30yr Pool#QH7040 6.000% 01-Dec-2053, 6.00%, 12/01/53 FR 3133CKZD3 - - 6,499,432 $6,668,228 $6,668,228 0.11 $6,610,665
Connecticut Avenue Securities Trust 2025-R01 1M1 5.40517% 25-JAN-2045, 5.41%, 01/25/45 CAS 2025-R01 20755JAB9 - - 6,629,662 $6,651,185 $6,651,185 0.11 $6,628,287
FNMA 30yr Pool#DA1456 5.500% 01-Sep-2053, 5.50%, 09/01/53 FN 3140A1TN7 - - 6,553,772 $6,633,735 $6,633,735 0.11 $6,527,709
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 - - 6,532,020 $6,622,482 $6,622,482 0.11 $6,594,150
PRET 2025-RPL2 Trust A1 4.0% 25-FEB-2065, 4.00%, 08/25/64 PRET 2025-RPL2 69392LAA2 - - 6,846,478 $6,566,958 $6,566,958 0.11 $6,531,204
FNMA 30yr Pool#FM4129 4.000% 01-Sep-2050, 4.00%, 09/01/50 FN 3140X7ST7 - - 6,902,149 $6,537,935 $6,537,935 0.11 $6,434,189
FNMA 30yr Pool#DA1468 6.000% 01-Sep-2053, 6.00%, 09/01/53 FN 3140A1T23 - - 6,316,628 $6,504,853 $6,504,853 0.11 $6,448,515
LHOME Mortgage Trust 2024-RTL1 A1 7.017% 25-JAN-2029, 7.02%, 01/25/29 LHOME 2024-RTL1 50205DAA7 - - 6,341,000 $6,404,018 $6,404,018 0.11 $6,375,591
PRPM 2025-RPL3 A1 3.25% 25-APR-2055, 3.25%, 04/25/55 PRPM 2025-RPL3 69392NAA8 - - 6,618,391 $6,306,918 $6,306,918 0.11 $6,278,836
FNMA 30yr Pool#DC7015 5.500% 01-Dec-2054, 5.50%, 12/01/54 FN 3140AUYM9 - - 6,231,992 $6,290,981 $6,290,981 0.11 $6,216,230
FHLMC 30yr Pool#SD3018 5.500% 01-May-2053, 5.50%, 05/01/53 FR 3132DQK70 - - 6,158,718 $6,212,270 $6,212,270 0.11 $6,144,765
FHLMC 30yr Pool#SD3813 6.000% 01-Jul-2053, 6.00%, 07/01/53 FR 3132E0GW6 - - 5,882,239 $6,158,385 $6,158,385 0.10 $5,997,479
FNMA 30yr Pool#FM7479 4.500% 01-Jan-2050, 4.50%, 01/01/50 FN 3140XBJZ4 - - 6,263,424 $6,114,162 $6,114,162 0.10 $6,021,268
FHLMC 30yr Pool#QH2242 5.500% 01-Sep-2053, 5.50%, 09/01/53 FR 3133CEP30 - - 5,858,802 $5,887,858 $5,887,858 0.10 $5,835,503
FNMA 30yr Pool#FS1578 4.000% 01-Oct-2050, 4.00%, 10/01/50 FN 3140XGXG9 - - 6,200,361 $5,858,721 $5,858,721 0.10 $5,796,631
FHLMC 30yr Pool#QH4638 6.000% 01-Nov-2053, 6.00%, 11/01/53 FR 3133CHEK7 - - 5,616,749 $5,819,952 $5,819,952 0.10 $5,769,324
FNMA 30yr Pool#FS0088 4.000% 01-Mar-2050, 4.00%, 03/01/50 FN 3140XFC25 - - 6,084,023 $5,778,537 $5,778,537 0.10 $5,698,539
FHLMC 30yr Pool#SD2606 4.500% 01-Sep-2051, 4.50%, 09/01/51 FR 3132DP3P1 - - 5,872,485 $5,745,034 $5,745,034 0.10 $5,620,538
FHLMC 30yr Pool#QH4473 6.000% 01-Nov-2053, 6.00%, 11/01/53 FR 3133CG6J1 - - 5,490,612 $5,692,413 $5,692,413 0.10 $5,639,761
RCKT Mortgage Trust 2025-CES1 A1A 5.653% 25-JAN-2045, 5.65%, 01/25/45 RCKT 2025-CES1 A1 749427AA8 - - 5,568,538 $5,626,851 $5,626,851 0.10 $5,585,753
FHLMC 30yr Pool#QJ9072 6.000% 01-Nov-2054, 6.00%, 11/01/54 FR 3133D1CH0 - - 5,475,570 $5,622,780 $5,622,780 0.10 $5,569,229
Ginnie Mae REMIC Trust 2023-116 LF 5.62827% 20-AUG-2053, 5.60%, 08/20/53 GNR 2023-116 38384EFT7 - - 5,433,493 $5,486,143 $5,486,143 0.09 $5,462,469
BX Trust 2021-SDMF A 5.015% 15-SEP-2034, 5.05%, 09/15/34 BX 2021-SDMF 12434CAA2 - - 5,435,823 $5,424,578 $5,424,578 0.09 $5,422,293
LHOME Mortgage Trust 2024-RTL2 A1 7.128% 25-MAR-2029, 7.13%, 03/25/29 LHOME 50205JAA4 - - 5,293,684 $5,361,268 $5,361,268 0.09 $5,337,161
FNMA 30yr Pool#CA0706 4.000% 01-Nov-2047, 4.00%, 11/01/47 FN 3140Q7YC5 - - 5,593,012 $5,274,902 $5,274,902 0.09 $5,230,370
Structured Agency Credit Risk (STACR) Debt Notes, Series 2024-HQA1 M2 6.30517% 25-MAR-2044, 6.31%, 03/25/44 STACR 2024-HQA1 M2 35564NCA9 - - 5,088,000 $5,170,704 $5,170,704 0.09 $5,150,208
RCKT Mortgage Trust 2023-CES1 A1A 6.515% 25-JUN-2043, 6.51%, 06/25/43 RCKT 74935WAA2 - - 5,088,973 $5,144,927 $5,144,927 0.09 $5,101,642
RCKT Mortgage Trust 2024-CES6 A1B 5.546% 25-SEP-2044, 5.55%, 09/25/44 RCKT 2024-CES6 749410AB2 - - 5,115,541 $5,141,916 $5,141,916 0.09 $5,104,876
FNMA 30yr Pool#DA5019 6.500% 01-Nov-2053, 6.50%, 11/01/53 FN 3140A5SH2 - - 4,852,597 $5,072,885 $5,072,885 0.09 $5,026,982
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 $5,054,000 $5,054,000 0.09 $5,051,343
FNMA 30yr Pool#BX5986 5.500% 01-Mar-2053, 5.50%, 03/01/53 FN 3140NAUL5 - - 4,982,770 $5,053,103 $5,053,103 0.09 $5,010,133
FNMA 30yr Pool#DA5072 6.500% 01-Nov-2053, 6.50%, 11/01/53 FN 3140A5T65 - - 4,814,467 $5,035,898 $5,035,898 0.09 $4,987,481
FHLMC 30yr Pool#QX6719 6.000% 01-Feb-2055, 6.00%, 02/01/55 FR 31426CPD0 - - 4,710,430 $5,001,563 $5,001,563 0.09 $4,791,613
FNMA 30yr Pool#DD3307 6.000% 01-Feb-2055, 6.00%, 02/01/55 FN DD3307 MTGE 3140B3U91 - - 4,792,511 $4,918,936 $4,918,936 0.08 $4,875,109
FIGRE Trust 2025-HE3 B 5.71% 25-MAY-2055, 5.71%, 05/25/55 FIGRE 2025-HE3 31684LAB7 - - 4,868,578 $4,892,550 $4,892,550 0.08 $4,856,256
Connecticut Avenue Securities Trust 2024-R02 1M1 5.40517% 25-FEB-2044, 5.41%, 02/25/44 CAS 2024-R02 20754GAA8 - - 4,873,310 $4,890,142 $4,890,142 0.08 $4,873,313
FHLMC 30yr Pool#QF9863 5.500% 01-Mar-2053, 5.50%, 03/01/53 FR 3133BX5Y3 - - 4,835,166 $4,889,158 $4,889,158 0.08 $4,848,869
ABL 2024-RTL1 A2 7.457% 25-SEP-2029, 7.46%, 09/25/29 ABL 2024-RTL1 00092EAB4 - - 4,840,000 $4,836,928 $4,836,928 0.08 $4,813,869
FHLMC 30yr Pool#QH2259 6.000% 01-Sep-2053, 6.00%, 09/01/53 FR 3133CEQL9 - - 4,638,799 $4,759,644 $4,759,644 0.08 $4,718,189
FNMA 30yr Pool#FS3246 5.500% 01-Nov-2052, 5.50%, 11/01/52 FN 3140XJTC7 - - 4,626,049 $4,704,888 $4,704,888 0.08 $4,663,343
FHLMC 30yr Pool#QI8221 6.000% 01-Jun-2054, 6.00%, 06/01/54 FR 3133WFD20 - - 4,570,304 $4,692,812 $4,692,812 0.08 $4,648,478
FHLMC 30yr Pool#RA1100 4.000% 01-Jul-2049, 4.00%, 07/01/49 FR 3133KGGH5 - - 4,972,147 $4,670,611 $4,670,611 0.08 $4,634,580
FIGRE Trust 2025-HE3 C 5.91% 25-MAY-2055, 5.91%, 05/25/55 FIGRE 2025-HE3 31684LAC5 - - 4,576,463 $4,599,918 $4,599,918 0.08 $4,564,607
FHLMC 30yr Pool#QH5204 6.500% 01-Nov-2053, 6.50%, 11/01/53 FR 3133CHX91 - - 4,374,709 $4,595,399 $4,595,399 0.08 $4,553,477
FNMA 30yr Pool#BX9326 5.500% 01-Mar-2053, 5.50%, 03/01/53 FN 3140NELG8 - - 4,480,147 $4,530,231 $4,530,231 0.08 $4,492,844
FNMA 30yr Pool#BX0419 5.500% 01-Nov-2052, 5.50%, 11/01/52 FN 3140N4PD3 - - 4,310,528 $4,344,404 $4,344,404 0.07 $4,307,655
RCKT Mortgage Trust 2025-CES2 A1B 5.603% 25-FEB-2055, 5.60%, 02/25/55 RCKT 2025-CES2 74942BAB7 - - 4,300,740 $4,333,571 $4,333,571 0.07 $4,302,111
FNMA 30yr Pool#CB2907 3.500% 01-Feb-2052, 3.50%, 02/01/52 FN 3140QNGR7 - - 4,678,563 $4,286,416 $4,286,416 0.07 $4,233,297
FHLMC 30yr Pool#QH0826 5.500% 01-Sep-2053, 5.50%, 09/01/53 FR 3133CC4K9 - - 4,222,918 $4,279,291 $4,279,291 0.07 $4,244,372
FHLMC 30yr Pool#QF7280 5.500% 01-Jan-2053, 5.50%, 01/01/53 FR 3133BVCR4 - - 4,172,837 $4,252,979 $4,252,979 0.07 $4,208,214
Fannie Mae REMIC Trust 2020-98 AI 3.5% 25-JAN-2061, 3.50%, 01/25/61 FNR 2020-98 3136BDLE6 - - 19,110,148 $4,236,869 $4,236,869 0.07 $4,149,199
FNMA 30yr Pool#BX9422 5.500% 01-Mar-2053, 5.50%, 03/01/53 FN 3140NEPG4 - - 4,187,627 $4,207,275 $4,207,275 0.07 $4,171,656
SREIT Commercial Mortgage Trust 2021-MFP B 5.5058% 15-NOV-2038, 5.54%, 11/15/38 SREIT 2021-MFP 78472UAC2 - - 4,194,208 $4,190,889 $4,190,889 0.07 $4,188,954
FNMA 30yr Pool#BX6124 6.500% 01-Jan-2053, 6.50%, 01/01/53 FN 3140NAYW7 - - 3,970,209 $4,174,440 $4,174,440 0.07 $4,136,665
Connecticut Avenue Securities Trust 2024-R06 1M2 5.90517% 25-SEP-2044, 5.91%, 09/25/44 CAS 2024-R06 20755RAC9 - - 4,125,699 $4,156,768 $4,156,768 0.07 $4,141,203
FNMA 30yr Pool#BW6314 5.500% 01-Aug-2052, 5.50%, 08/01/52 FN 3140MYAQ5 - - 3,999,385 $4,138,744 $4,138,744 0.07 $4,004,147
FHLMC 30yr Pool#QX5273 6.000% 01-Feb-2055, 6.00%, 02/01/55 FR 31426A2F4 - - 3,989,630 $4,119,438 $4,119,438 0.07 $4,057,872
FNMA 30yr Pool#DA3549 6.500% 01-Oct-2053, 6.50%, 10/01/53 FN 3140A35K5 - - 3,889,322 $4,085,342 $4,085,342 0.07 $4,048,255
Bayview Opportunity Master Fund VII Trust 2024-CAR1 B 5.60517% 25-DEC-2031, 5.61%, 12/26/31 BVCLN 2024-CAR1 07336QAB8 - - 4,054,823 $4,081,501 $4,081,501 0.07 $4,066,980
EFMT 2025-CES1 A1B 5.877% 25-JAN-2060, 5.88%, 01/25/60 EFMT 2025-CES1 26846VAB0 - - 3,970,602 $4,016,489 $4,016,489 0.07 $3,986,024
FNMA 30yr Pool#FS2135 4.000% 01-Nov-2049, 4.00%, 11/01/49 FN 3140XHLR6 - - 4,187,788 $3,971,831 $3,971,831 0.07 $3,910,051
FNMA 30yr Pool#BY0335 6.000% 01-May-2053, 6.00%, 05/01/53 FN 3140NGLR9 - - 3,696,382 $3,781,777 $3,781,777 0.06 $3,747,409
FNMA 30yr Pool#FS2713 4.500% 01-Oct-2050, 4.50%, 10/01/50 FN 3140XJAP8 - - 3,861,831 $3,777,225 $3,777,225 0.06 $3,712,526
FHLMC 30yr Pool#QH7549 6.000% 01-Dec-2053, 6.00%, 12/01/53 FR 3133CLL61 - - 3,523,222 $3,615,522 $3,615,522 0.06 $3,583,520
FNMA 30yr Pool#FM7031 4.000% 01-Jan-2051, 4.00%, 01/01/51 FN 3140XAY55 - - 3,779,688 $3,588,591 $3,588,591 0.06 $3,523,429
FHLMC 30yr Pool#QH1144 5.500% 01-Sep-2053, 5.50%, 09/01/53 FR 3133CDHV9 - - 3,526,063 $3,574,149 $3,574,149 0.06 $3,543,687
FINANCE OF AMERICA STRUCTURE 3.5% 74, 3.50%, 02/25/74 FASST 2024-S1 31740RAB6 - - 3,610,080 $3,500,021 $3,500,021 0.06 $3,491,948
FHLMC 30yr Pool#SD1416 4.500% 01-Dec-2048, 4.50%, 12/01/48 FR 3132DNSD6 - - 3,543,437 $3,487,799 $3,487,799 0.06 $3,406,441
FHLMC 30yr Pool#QH6041 5.500% 01-Dec-2053, 5.50%, 12/01/53 FR 3133CJWA5 - - 3,441,034 $3,477,632 $3,477,632 0.06 $3,448,726
FNMA 30yr Pool#FM1540 4.000% 01-Sep-2049, 4.00%, 09/01/49 FN 3140X4WA0 - - 3,628,425 $3,476,572 $3,476,572 0.06 $3,382,085
FHLMC 30yr Pool#QF7810 5.500% 01-Jan-2053, 5.50%, 01/01/53 FR 3133BVVB8 - - 3,385,769 $3,442,274 $3,442,274 0.06 $3,413,155
FNMA 30yr Pool#DA0036 6.500% 01-Sep-2053, 6.50%, 09/01/53 FN 3140A0BE8 - - 3,240,946 $3,387,948 $3,387,948 0.06 $3,357,413
FNMA 30yr Pool#BX8700 5.500% 01-Mar-2053, 5.50%, 03/01/53 FN 3140NDU21 - - 3,311,675 $3,354,672 $3,354,672 0.06 $3,326,156
BX Trust 2021-BXMF C 5.61727% 15-OCT-2038, 5.65%, 10/15/26 BX 2021-BXMF 05609RAJ3 - - 3,337,147 $3,333,212 $3,333,212 0.06 $3,331,642
FNMA 30yr Pool#MA4026 4.000% 01-May-2050, 4.00%, 05/01/50 FN 31418DPL0 - - 3,480,011 $3,291,513 $3,291,513 0.06 $3,234,675
Connecticut Avenue Securities Trust 2024-R02 1M2 6.10517% 25-FEB-2044, 6.11%, 02/25/44 CAS 2024-R02 20754GAE0 - - 3,168,862 $3,211,765 $3,211,765 0.05 $3,199,405
FNMA 30yr Pool#MA4056 4.000% 01-Jun-2050, 4.00%, 06/01/50 FN 31418DQJ4 - - 3,351,780 $3,192,107 $3,192,107 0.05 $3,112,790
Connecticut Avenue Securities Trust 2024-R01 1M2 6.10517% 25-JAN-2044, 6.11%, 01/25/44 CAS 2024-R01 20753UAB6 - - 3,140,000 $3,188,429 $3,188,429 0.05 $3,176,181
RAM 2024-1 A 5.95% 15-FEB-2039, 6.67%, 02/15/39 RAM 2024-1 751313AA5 - - 3,155,550 $3,162,885 $3,162,885 0.05 $3,161,131
FHLMC 30yr Pool#QE6404 5.500% 01-Jul-2052, 5.50%, 07/01/52 FR 3133BGDH8 - - 3,114,582 $3,149,693 $3,149,693 0.05 $3,119,095
FHLMC 30yr Pool#SD1111 4.000% 01-Jun-2050, 4.00%, 06/01/50 FR 3132DNGU1 - - 3,319,497 $3,148,267 $3,148,267 0.05 $3,113,350
Ally Bank Auto Credit-Linked Notes, Series 2024-A C 6.022% 15-MAY-2032, 6.02%, 05/17/32 ABCLN 2024-A 02007GZ63 - - 3,101,066 $3,139,126 $3,139,126 0.05 $3,137,570
FIGRE Trust 2024-HE4 B 5.252% 25-SEP-2054, 5.25%, 09/25/54 FIGRE 2024-HE4 31684UAB7 - - 3,139,253 $3,127,113 $3,127,113 0.05 $3,116,579
FNMA 30yr Pool#BV5379 3.000% 01-Apr-2052, 3.00%, 04/01/52 FN 3140MJ6R1 - - 3,562,938 $3,107,854 $3,107,854 0.05 $3,086,318
Reach ABS Trust 2024-2 A 5.88% 15-JUL-2031, 5.88%, 07/15/31 REACH 2024-2A 75525HAA8 - - 2,698,480 $3,030,942 $3,030,942 0.05 $2,707,407
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 $3,028,148 $3,028,148 0.05 $3,003,089
FHLMC 30yr Pool#QG2539 6.500% 01-May-2053, 6.50%, 05/01/53 FR 3133C2ZC5 - - 2,901,165 $3,017,359 $3,017,359 0.05 $2,989,965
FNMA 30yr Pool#MA3496 4.500% 01-Oct-2048, 4.50%, 10/01/48 FN 31418C3E2 - - 3,052,238 $2,981,881 $2,981,881 0.05 $2,934,233
Chase Mortgage Reference Notes, Series 2021-CL1 M1 5.50517% 25-FEB-2050, 5.51%, 02/25/50 CHASE 2021-CL1 46591HBX7 - - 3,046,188 $2,978,233 $2,978,233 0.05 $2,967,486
Fannie Mae Pool|4|03/01/2050, 4.00%, 03/01/50 FN 3140X8S24 - - 3,124,137 $2,964,131 $2,964,131 0.05 $2,916,942
Connecticut Avenue Securities, Series 2021-R01 1M2 5.85517% 25-OCT-2041, 5.86%, 10/25/41 CAS 2021-R01 20754RAB2 - - 2,937,406 $2,958,120 $2,958,120 0.05 $2,947,132
FHLMC 30yr Pool#SD2897 5.500% 01-May-2053, 5.50%, 05/01/53 FR 3132DQGE0 - - 2,858,394 $2,897,878 $2,897,878 0.05 $2,851,980
FNMA 30yr Pool#BV5393 3.500% 01-Apr-2052, 3.50%, 04/01/52 FN 3140MJ7F6 - - 3,094,369 $2,885,223 $2,885,223 0.05 $2,797,055
FIGRE Trust 2024-HE3 C 6.229% 25-JUL-2054, 6.23%, 07/25/54 FIGRE 2024-HE3 31684GAC6 - - 2,813,032 $2,844,833 $2,844,833 0.05 $2,833,638
FHLMC 30yr Pool#QE8542 5.500% 01-Aug-2052, 5.50%, 08/01/52 FR 3133BJP30 - - 2,793,116 $2,821,696 $2,821,696 0.05 $2,796,802
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 $2,783,697 $2,783,697 0.05 $2,771,221
FHF Trust 2024-1 (First Help Financial) A2 5.69% 15-FEB-2030, 5.69%, 02/15/30 FHF 2024-1A 31568AAB2 - - 2,707,203 $2,727,730 $2,727,730 0.05 $2,726,446
BX Trust 2021-BXMF G 7.775513% 15-OCT-2038, 7.81%, 10/15/26 BX 2021-BXMF 05609RAS3 - - 2,807,890 $2,726,514 $2,726,514 0.05 $2,724,687
FNMA 30yr Pool#DA1511 5.500% 01-Oct-2053, 5.50%, 10/01/53 FN 3140A1VD6 - - 2,653,805 $2,666,686 $2,666,686 0.05 $2,643,180
Santander Bank Auto Credit-Linked Notes, Series 2024-A B 5.622% 15-JUN-2032, 5.62%, 06/15/32 SBCLN 2024-A 80290CCJ1 - - 2,639,057 $2,662,906 $2,662,906 0.05 $2,649,199
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2024-DNA1 M2 6.25517% 25-FEB-2044, 6.26%, 02/25/44 STACR 2024-DNA1 35564NBA0 - - 2,617,368 $2,662,049 $2,662,049 0.05 $2,651,589
Saluda Grade Alternative Mortgage Trust 2024-FIG5 B 6.603% 25-APR-2054, 6.60%, 04/25/54 GRADE 2024-FIG5 79582MAB7 - - 2,641,444 $2,650,553 $2,650,553 0.05 $2,627,782
FHLMC 30yr Pool#Q57869 4.000% 01-Aug-2048, 4.00%, 08/01/48 FG 3132Y1W79 - - 2,825,332 $2,646,544 $2,646,544 0.05 $2,641,207
FNMA 30yr Pool#DA3538 6.000% 01-Oct-2053, 6.00%, 10/01/53 FN 3140A34Y6 - - 2,576,098 $2,646,228 $2,646,228 0.05 $2,620,186
FHLMC 30yr Pool#QF9276 5.500% 01-Mar-2053, 5.50%, 03/01/53 FR 3133BXJV4 - - 2,585,627 $2,621,492 $2,621,492 0.04 $2,600,039
FHLMC 30yr Pool#QI4878 6.000% 01-Apr-2054, 6.00%, 04/01/54 FR 3133WBM37 - - 2,430,965 $2,578,307 $2,578,307 0.04 $2,472,546
Ginnie Mae REMIC Trust 2017-163 LO 0.0% 16-MAY-2041, 0.00%, 05/16/41 GNR 2017-163 38380KNA9 - - 3,411,225 $2,562,848 $2,562,848 0.04 $2,562,848
FHLMC 30yr Pool#QF0488 5.500% 01-Sep-2052, 5.50%, 09/01/52 FR 3133BMRH0 - - 2,487,121 $2,526,491 $2,526,491 0.04 $2,490,082
PRPM 2024-RCF2 A1 3.75% 25-MAR-2054, 3.75%, 03/25/54 PRPM 2024-RCF2 693987AA7 - - 2,553,241 $2,487,955 $2,487,955 0.04 $2,481,838
FNMA 30yr Pool#DD4221 6.000% 01-Feb-2055, 6.00%, 02/01/55 FN DD4221 MTGE 3140B4VP2 - - 2,409,364 $2,473,186 $2,473,186 0.04 $2,450,889
FHLMC 30yr Pool#SD3523 3.000% 01-Jun-2052, 3.00%, 06/01/52 FR 3132DQ4G8 - - 2,829,633 $2,451,279 $2,451,279 0.04 $2,434,568
FNMA 30yr Pool#BY8533 6.500% 01-Aug-2053, 6.50%, 08/01/53 FN 3140NRPT7 - - 2,321,664 $2,427,374 $2,427,374 0.04 $2,405,096
FNMA 30yr Pool#BY5913 5.500% 01-Sep-2053, 5.50%, 09/01/53 FN 3140NNSB2 - - 2,341,910 $2,371,565 $2,371,565 0.04 $2,351,987
PRPM 2025-RCF3 LLC|5.25|07/25/2055, 5.25%, 07/25/55 PRPM 2025-RCF3 69392PAB1 - - 2,380,125 $2,337,862 $2,337,862 0.04 $2,321,548
ACHV ABS Trust 2024-1PL B 6.34% 25-APR-2031, 6.34%, 04/25/31 ACHV 2024-1PL 00092BAB0 - - 2,261,945 $2,288,523 $2,288,523 0.04 $2,279,361
FIGRE Trust 2024-HE1 B 6.506% 25-MAR-2054, 6.51%, 03/25/54 FIGRE 2024-HE1 31684HAB6 - - 2,207,569 $2,253,650 $2,253,650 0.04 $2,244,474
Santander Bank Auto Credit-Linked Notes, Series 2023-B B 5.64% 15-DEC-2033, 5.64%, 12/15/33 SBCLN 2023-B 80290CCB8 - - 2,204,451 $2,219,842 $2,219,842 0.04 $2,208,318
FHLMC 30yr Pool#QX7432 6.000% 01-Feb-2055, 6.00%, 02/01/55 FR 31426DHJ4 - - 2,127,423 $2,187,098 $2,187,098 0.04 $2,164,089
Chase Mortgage Reference Notes, Series 2020-CL1 M2 6.93648% 25-OCT-2057, 6.93%, 10/25/57 CHASE 2020-CL1 46591HAH3 - - 2,065,456 $2,124,915 $2,124,915 0.04 $2,115,765
FNMA 30yr Pool#FS3001 4.000% 01-Oct-2051, 4.00%, 10/01/51 FN 3140XJKP7 - - 2,232,494 $2,113,763 $2,113,763 0.04 $2,081,133
FHLMC 30yr Pool#QG2543 5.500% 01-May-2053, 5.50%, 05/01/53 FR 3133C2ZG6 - - 2,086,457 $2,109,927 $2,109,927 0.04 $2,092,092
FNMA 30yr Pool#FS1640 4.000% 01-Apr-2052, 4.00%, 04/01/52 FN 3140XGZE2 - - 2,222,634 $2,092,325 $2,092,325 0.04 $2,064,921
Foundation Finance Trust 2023-2 A 6.53% 15-JUN-2049, 6.53%, 06/15/49 FFIN 2023-2A 35042RAA4 - - 1,990,468 $2,057,842 $2,057,842 0.04 $2,056,759
FNMA 30yr Pool#CA7849 4.500% 01-Oct-2050, 4.50%, 10/01/50 FN 3140QFWK1 - - 2,049,691 $2,043,961 $2,043,961 0.03 $1,963,843
FNMA 30yr Pool#BP1500 3.000% 01-May-2050, 3.00%, 05/01/50 FN 3140K8U25 - - 2,317,543 $2,038,312 $2,038,312 0.03 $2,023,808
FNMA 30yr Pool#BY0338 6.500% 01-May-2053, 6.50%, 05/01/53 FN 3140NGLU2 - - 1,920,679 $2,005,554 $2,005,554 0.03 $1,986,872
Bayview Opportunity Master Fund VII Trust 2024-CAR1 C 5.80517% 25-DEC-2031, 5.81%, 12/26/31 BVCLN 2024-CAR1 07336QAC6 - - 1,973,347 $1,988,551 $1,988,551 0.03 $1,981,232
FHLMC 30yr Pool#QH7013 6.500% 01-Dec-2053, 6.50%, 12/01/53 FR 3133CKYJ1 - - 1,896,131 $1,983,221 $1,983,221 0.03 $1,964,271
Blue Bridge Funding 2023-1 A 7.37% 15-NOV-2030, 7.37%, 11/15/30 BBEF 2023-1A 09531MAA8 - - 1,959,173 $1,975,126 $1,975,126 0.03 $1,973,923
FHLMC 30yr Pool#SI2017 4.000% 01-Dec-2048, 4.00%, 12/01/48 FR 3133USG21 - - 2,081,201 $1,959,188 $1,959,188 0.03 $1,943,082
Arivo Acceptance Auto Loan Receivables Trust 2024-1 A 6.46% 15-APR-2028, 6.46%, 04/17/28 ARIVO 2024-1A 039943AA3 - - 1,919,869 $1,932,396 $1,932,396 0.03 $1,931,363
Chase Mortgage Reference Notes, Series 2021-CL1 M3 5.85517% 25-FEB-2050, 5.86%, 02/25/50 CHASE 2021-CL1 46591HBZ2 - - 1,986,622 $1,928,993 $1,928,993 0.03 $1,921,561
FHLMC 30yr Pool#QG2540 6.500% 01-May-2053, 6.50%, 05/01/53 FR 3133C2ZD3 - - 1,833,952 $1,909,194 $1,909,194 0.03 $1,891,734
FNMA 30yr Pool#BX8072 5.500% 01-Mar-2053, 5.50%, 03/01/53 FN 3140NC6J3 - - 1,881,535 $1,902,469 $1,902,469 0.03 $1,886,867
FNMA 30yr Pool#BW0972 4.500% 01-Jul-2052, 4.50%, 07/01/52 FN 3140MSCJ2 - - 1,984,188 $1,899,000 $1,899,000 0.03 $1,884,329
U.S. Auto Funding 2021-1 C 2.2% 15-MAY-2026, 2.20%, 05/15/26 USAUT 2021-1A 90355EAC5 - - 2,115,781 $1,838,295 $1,838,295 0.03 $1,837,907
FHLMC 30yr Pool#SD1551 4.000% 01-Mar-2050, 4.00%, 03/01/50 FR 3132DNWL3 - - 1,943,989 $1,833,307 $1,833,307 0.03 $1,815,062
NRZ MSR-Collateralized Notes, Series 2021-FHT1 A 3.104% 25-JUL-2026, 3.10%, 07/25/26 NZES 2021-FHT1 62955MAB2 - - 1,864,332 $1,812,908 $1,812,908 0.03 $1,809,210
FNMA 30yr Pool#BY0361 6.500% 01-Jun-2053, 6.50%, 06/01/53 FN 3140NGMK3 - - 1,732,373 $1,806,614 $1,806,614 0.03 $1,789,513
Ally Bank Auto Credit-Linked Notes, Series 2024-A D 6.315% 15-MAY-2032, 6.31%, 05/17/32 ABCLN 2024-A 02007GZ71 - - 1,772,037 $1,793,437 $1,793,437 0.03 $1,792,504
FHLMC 30yr Pool#QH3309 5.500% 01-Oct-2053, 5.50%, 10/01/53 FR 3133CFVA4 - - 1,766,687 $1,774,603 $1,774,603 0.03 $1,759,661
FNMA 30yr Pool#MA3521 4.000% 01-Nov-2048, 4.00%, 11/01/48 FN 31418C4F8 - - 1,868,850 $1,771,774 $1,771,774 0.03 $1,744,907
Chase Mortgage Reference Notes, Series 2021-CL1 M2 5.65517% 25-FEB-2050, 5.66%, 02/25/50 CHASE 2021-CL1 46591HBY5 - - 1,789,635 $1,734,398 $1,734,398 0.03 $1,727,932
Fannie Mae Pool|4|08/01/2050, 4.00%, 08/01/50 FN 3140X8UA3 - - 1,769,534 $1,730,423 $1,730,423 0.03 $1,643,895
FHLMC 30yr Pool#SD0943 3.500% 01-Apr-2052, 3.50%, 04/01/52 FR 3132DNBL6 - - 1,867,898 $1,720,916 $1,720,916 0.03 $1,690,127
FHLMC 30yr Pool#QA2039 3.000% 01-Aug-2049, 3.00%, 08/01/49 FR 31334YHQ3 - - 1,875,937 $1,671,603 $1,671,603 0.03 $1,638,741
FNMA 30yr Pool#CB2681 3.500% 01-Jan-2052, 3.50%, 01/01/52 FN 3140QM6T6 - - 1,778,920 $1,647,881 $1,647,881 0.03 $1,609,755
FHLMC 30yr Pool#SD4456 4.000% 01-Aug-2050, 4.00%, 08/01/50 FR 3132E05R9 - - 1,736,761 $1,645,716 $1,645,716 0.03 $1,619,010
PRPM 2025-RCF3 LLC|5.25|07/25/2055, 5.25%, 07/25/55 PRPM 2025-RCF3 69392PAC9 - - 1,700,000 $1,641,342 $1,641,342 0.03 $1,629,690
FHLMC 30yr Pool#QG4340 6.500% 01-Jun-2053, 6.50%, 06/01/53 FR 3133C4ZD9 - - 1,551,936 $1,614,040 $1,614,040 0.03 $1,599,438
FNMA 30yr Pool#BY0327 6.500% 01-May-2053, 6.50%, 05/01/53 FN 3140NGLH1 - - 1,522,905 $1,584,616 $1,584,616 0.03 $1,569,953
FHLMC 30yr Pool#Q58477 4.000% 01-Sep-2048, 4.00%, 09/01/48 FG 3132Y2M37 - - 1,674,421 $1,568,609 $1,568,609 0.03 $1,565,446
FNMA 30yr Pool#CA5573 4.000% 01-Apr-2050, 4.00%, 04/01/50 FN 3140QDFP4 - - 1,554,553 $1,522,076 $1,522,076 0.03 $1,444,178
FNMA 30yr Pool#MA3415 4.000% 01-Jul-2048, 4.00%, 07/01/48 FN 31418CYM0 - - 1,583,800 $1,505,980 $1,505,980 0.03 $1,478,761
FNMA 30yr Pool#DB3056 5.500% 01-May-2054, 5.50%, 05/01/54 FN 3140ACME0 - - 1,370,112 $1,491,688 $1,491,688 0.03 $1,370,771
FNMA 30yr Pool#CA1931 4.500% 01-Jun-2048, 4.50%, 06/01/48 FN 3140Q9ED1 - - 1,479,849 $1,434,663 $1,434,663 0.02 $1,422,635
FNMA 30yr Pool#BT8051 5.500% 01-Jan-2053, 5.50%, 01/01/53 FN 3140LW5M5 - - 1,396,728 $1,421,022 $1,421,022 0.02 $1,408,298
FNMA 30yr Pool#BY1896 5.500% 01-May-2053, 5.50%, 05/01/53 FN 3140NJDA9 - - 1,370,589 $1,388,271 $1,388,271 0.02 $1,376,273
FHLMC 30yr Pool#QG3885 6.500% 01-Jun-2053, 6.50%, 06/01/53 FR 3133C4J62 - - 1,324,729 $1,377,710 $1,377,710 0.02 $1,365,276
Tricolor Auto Securitization Trust 2024-2 A 6.36% 15-DEC-2027, 6.36%, 12/15/27 TAST 2024-2A 89616PAA1 - - 1,334,646 $1,347,025 $1,347,025 0.02 $1,337,644
Towd Point Mortgage Trust 2024-CES1 A1B 6.049% 25-JAN-2064, 6.05%, 01/25/64 TPMT 2024-CES1 89183CAB1 - - 1,319,437 $1,332,421 $1,332,421 0.02 $1,322,001
FNMA 30yr Pool#BX7860 5.500% 01-Mar-2053, 5.50%, 03/01/53 FN 3140NCWW5 - - 1,308,762 $1,326,150 $1,326,150 0.02 $1,314,485
FNMA 30yr Pool#AS6811 3.000% 01-Mar-2046, 3.00%, 03/01/46 FN 3138WGR97 - - 1,307,588 $1,275,339 $1,275,339 0.02 $1,159,539
FNMA 30yr Pool#MA3149 4.000% 01-Oct-2047, 4.00%, 10/01/47 FN 31418CQB3 - - 1,302,685 $1,234,797 $1,234,797 0.02 $1,218,326
FNMA 30yr Pool#FM7725 4.500% 01-Dec-2050, 4.50%, 12/01/50 FN 3140XBSP6 - - 1,273,443 $1,228,909 $1,228,909 0.02 $1,218,809
FNMA 40yr Pool#BF0167 3.000% 01-Feb-2057, 3.00%, 02/01/57 FN 3140FXFH0 - - 1,413,810 $1,204,907 $1,204,907 0.02 $1,194,137
FHLMC 30yr Pool#QF2561 5.500% 01-Nov-2052, 5.50%, 11/01/52 FR 3133BPZ27 - - 1,184,701 $1,201,624 $1,201,624 0.02 $1,191,651
FHLMC 30yr Pool#SD8003 4.000% 01-Jul-2049, 4.00%, 07/01/49 FR 3132DV3L7 - - 1,265,016 $1,192,619 $1,192,619 0.02 $1,179,249
FNMA 30yr Pool#FM9138 4.000% 01-Mar-2050, 4.00%, 03/01/50 FN 3140XDEL6 - - 1,255,811 $1,186,397 $1,186,397 0.02 $1,172,525
Connecticut Avenue Securities, Series 2021-R02 2B1 7.62197% 25-NOV-2041, 7.61%, 11/25/41 CAS 2021-R02 20754KAF8 - - 1,150,000 $1,179,718 $1,179,718 0.02 $1,174,130
FNMA 30yr Pool#BJ9181 5.000% 01-May-2048, 5.00%, 05/01/48 FN 3140HBFX1 - - 1,175,875 $1,172,680 $1,172,680 0.02 $1,162,752
FHLMC 30yr Pool#QD9182 3.000% 01-Mar-2052, 3.00%, 03/01/52 FR 3133B7FX1 - - 1,331,929 $1,161,856 $1,161,856 0.02 $1,153,904
FNMA 30yr Pool#BX0804 5.500% 01-Nov-2052, 5.50%, 11/01/52 FN 3140N43N5 - - 1,143,843 $1,161,315 $1,161,315 0.02 $1,150,742
FHLMC 30yr Pool#ZT2087 4.000% 01-Jun-2049, 4.00%, 06/01/49 FR 3132AEJ80 - - 1,224,707 $1,160,289 $1,160,289 0.02 $1,141,673
Lendbuzz Securitization Trust 2023-2 A2 7.09% 15-OCT-2028, 7.09%, 10/16/28 LBZZ 2023-2A 52608MAB4 - - 1,135,770 $1,153,941 $1,153,941 0.02 $1,153,269
FHLMC 30yr Pool#QG6538 5.500% 01-Jul-2053, 5.50%, 07/01/53 FR 3133C7HP5 - - 1,105,099 $1,120,002 $1,120,002 0.02 $1,110,895
Reach ABS Trust 2024-1 A 6.3% 15-FEB-2031, 6.30%, 02/18/31 REACH 2024-1A 75526PAA9 - - 1,091,911 $1,095,474 $1,095,474 0.02 $1,094,901
FHLMC 30yr Pool#RA1087 4.500% 01-Jul-2049, 4.50%, 07/01/49 FR 3133KGF45 - - 1,118,524 $1,093,406 $1,093,406 0.02 $1,065,701
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-DNA5 M2 5.95517% 25-JAN-2034, 5.96%, 01/25/34 STACR 2021-DNA5 35564KHE2 - - 1,080,105 $1,089,502 $1,089,502 0.02 $1,085,393
FHLMC 30yr Pool#RA1188 4.500% 01-Aug-2049, 4.50%, 08/01/49 FR 3133KGJ90 - - 1,125,184 $1,080,880 $1,080,880 0.02 $1,072,046
FHLMC 30yr Pool#QG6948 5.500% 01-Jul-2053, 5.50%, 07/01/53 FR 3133C7WH6 - - 1,056,442 $1,074,721 $1,074,721 0.02 $1,061,896
FNMA 30yr Pool#CB8995 5.500% 01-Aug-2054, 5.50%, 08/01/54 FN 3140QU7H3 - - 1,044,754 $1,053,570 $1,053,570 0.02 $1,041,439
FNMA 30yr Pool#AS7492 4.000% 01-Jul-2046, 4.00%, 07/01/46 FN 3138WHKE1 - - 1,109,233 $1,050,171 $1,050,171 0.02 $1,041,280
FNMA 30yr Pool#BV4203 3.500% 01-Apr-2052, 3.50%, 04/01/52 FN 3140MHU56 - - 1,075,128 $998,130 $998,130 0.02 $971,907
FNMA 30yr Pool#FM1598 4.000% 01-Feb-2049, 4.00%, 02/01/49 FN 3140X4X43 - - 1,040,926 $997,965 $997,965 0.02 $971,891
ACHV ABS Trust 2024-1PL C 6.42% 25-APR-2031, 6.42%, 04/25/31 ACHV 2024-1PL 00092BAC8 - - 956,525 $967,757 $967,757 0.02 $963,834
FNMA 30yr Pool#BV8484 3.500% 01-Apr-2052, 3.50%, 04/01/52 FN 3140MNNA0 - - 1,035,482 $961,483 $961,483 0.02 $935,990
FHLMC 30yr Pool#ZM8197 4.000% 01-Sep-2048, 4.00%, 09/01/48 FR 3131Y3DA1 - - 996,241 $937,644 $937,644 0.02 $930,126
GNMA II 30yr Pool#MA5021 4.500% 20-Feb-2048, 4.50%, 02/20/48 G2 36179TSJ5 - - 957,879 $936,603 $936,603 0.02 $924,733
FNMA 30yr Pool#DA3522 5.500% 01-Oct-2053, 5.50%, 10/01/53 FN 3140A34G5 - - 928,031 $932,185 $932,185 0.02 $924,316
Connecticut Avenue Securities Trust 2022-R01 1M1 5.30517% 25-DEC-2041, 5.31%, 12/25/41 CAS 2022-R01 20754LAA7 - - 925,991 $928,716 $928,716 0.02 $925,577
Connecticut Avenue Securities, Series 2021-R03 1M1 5.15517% 25-DEC-2041, 5.16%, 12/25/41 CAS 2021-R03 20754AAA1 - - 916,691 $918,857 $918,857 0.02 $915,837
FNMA 30yr Pool#CA6382 4.500% 01-Jul-2050, 4.50%, 07/01/50 FN 3140QECU4 - - 931,632 $899,081 $899,081 0.02 $891,903
BX Commercial Mortgage Trust 2021-21M A 5.156% 15-OCT-2036, 5.19%, 10/15/36 BX 2021-21M 05609CAA5 - - 862,801 $862,915 $862,915 0.01 $862,542
FNMA 30yr Pool#AB9341 3.000% 01-May-2043, 3.00%, 05/01/43 FN 31417GLX2 - - 943,097 $853,504 $853,504 0.01 $844,072
FNMA 30yr Pool#BN4541 4.000% 01-Feb-2049, 4.00%, 02/01/49 FN 3140JMBK7 - - 879,144 $834,953 $834,953 0.01 $820,839
Gracie Point International Funding, Series 2023-2 A 6.59828% 01-MAR-2027, 6.60%, 03/01/27 GPIF 2023-2A 38410JAA0 - - 808,251 $817,425 $817,425 0.01 $810,610
ACHM Trust 2024-HE1 B 7.26% 25-MAY-2039, 7.26%, 05/25/39 ACHM 2024-HE1 00449TAB1 - - 764,975 $788,779 $788,779 0.01 $785,231
FHLMC 30yr Pool#ZT1926 3.000% 01-Nov-2043, 3.00%, 11/01/43 FR 3132AED78 - - 839,552 $759,236 $759,236 0.01 $752,255
FNMA 30yr Pool#BY0782 5.500% 01-Apr-2053, 5.50%, 04/01/53 FN 3140NG2Q2 - - 745,808 $755,416 $755,416 0.01 $749,249
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA2 M1A 5.60517% 25-FEB-2042, 5.61%, 02/25/42 STACR 2022-DNA2 35564KRE1 - - 737,796 $741,310 $741,310 0.01 $738,668
NRZ Excess Spread-Collateralized Notes, Series 2020-PLS1 A 3.844% 25-DEC-2025, 3.84%, 12/25/25 NZES 2020-PLS1 433674AA6 - - 740,080 $734,909 $734,909 0.01 $733,091
FREMF 2019-KF70 Mortgage Trust C 10.42603% 25-SEP-2029, 10.43%, 09/25/29 FREMF 2019-KF70 30298UAJ0 - - 789,970 $728,680 $728,680 0.01 $723,418
FHLMC 30yr Pool#RA1999 4.500% 01-Jan-2050, 4.50%, 01/01/50 FR 3133KHGG5 - - 756,426 $727,111 $727,111 0.01 $720,704
FNMA 30yr Pool#BY0866 5.500% 01-May-2053, 5.50%, 05/01/53 FN 3140NG6C9 - - 706,992 $715,574 $715,574 0.01 $708,902
GNMA II 30yr Pool#MA5264 4.000% 20-Jun-2048, 4.00%, 06/20/48 G2 36179TZ57 - - 748,724 $712,767 $712,767 0.01 $701,472
FHLMC 30yr Pool#QD6555 3.000% 01-Feb-2052, 3.00%, 02/01/52 FR 3133B4H81 - - 753,015 $657,106 $657,106 0.01 $652,451
FNMA 30yr Pool#BW0343 4.500% 01-May-2052, 4.50%, 05/01/52 FN 3140MRLZ8 - - 667,035 $636,654 $636,654 0.01 $631,824
Sequoia Mortgage Trust 2013-5 A1 2.5% 25-MAY-2043, 2.50%, 05/25/43 SEMT 2013-5 81745AAA5 - - 692,338 $607,055 $607,055 0.01 $604,795
FHLMC 30yr Pool#SD8047 4.500% 01-Feb-2050, 4.50%, 02/01/50 FR 3132DV5G6 - - 624,290 $603,160 $603,160 0.01 $598,142
FNMA 30yr Pool#AL6842 4.000% 01-May-2045, 4.00%, 05/01/45 FN 3138EPS88 - - 631,330 $602,842 $602,842 0.01 $597,058
FHLMC 30yr Pool#QE1073 3.500% 01-Apr-2052, 3.50%, 04/01/52 FR 3133BAFN6 - - 654,243 $595,675 $595,675 0.01 $591,382
FNMA 30yr Pool#BK9507 4.000% 01-Oct-2048, 4.00%, 10/01/48 FN 3140HPR58 - - 627,380 $592,562 $592,562 0.01 $587,629
MHC Commercial Mortgage Trust 2021-MHC A 5.227442% 15-APR-2038, 5.26%, 04/15/38 MHC 2021-MHC 55316VAA2 - - 586,117 $585,610 $585,610 0.01 $585,354
FHLMC 15yr Pool#SB0116 2.500% 01-Nov-2034, 2.50%, 11/01/34 FR 3132CWDV3 - - 561,757 $535,485 $535,485 0.01 $527,577
Towd Point Mortgage Trust 2024-CES2 A1B 6.35% 25-FEB-2064, 6.35%, 02/25/64 TPMT 2024-CES2 89182JAB7 - - 511,450 $518,421 $518,421 0.01 $514,181
FNMA 30yr Pool#AZ0869 4.000% 01-Jul-2045, 4.00%, 07/01/45 FN 3138YR6F0 - - 528,418 $503,248 $503,248 0.01 $498,697
FHLMC 30yr Pool#QD9191 3.500% 01-Apr-2052, 3.50%, 04/01/52 FR 3133B7F86 - - 535,936 $501,929 $501,929 0.01 $484,482
FNMA 30yr Pool#BV7632 4.500% 01-Apr-2052, 4.50%, 04/01/52 FN 3140MMPS1 - - 441,147 $465,403 $465,403 0.01 $417,894
Tricolor Auto Securitization Trust 2024-1 A 6.61% 15-OCT-2027, 6.61%, 10/15/27 TAST 2024-1A 89616LAA0 - - 459,179 $463,994 $463,994 0.01 $460,493
FNMA 30yr Pool#CB4329 3.500% 01-Jul-2052, 3.50%, 07/01/52 FN 3140QPY35 - - 447,083 $421,063 $421,063 0.01 $404,327
FHLMC 30yr Pool#SD1414 4.000% 01-Oct-2050, 4.00%, 10/01/50 FR 3132DNSB0 - - 443,129 $417,357 $417,357 0.01 $413,085
JP Morgan Mortgage Trust 2015-4 AM 3.0% 25-JUN-2045, 3.00%, 06/25/45 JPMMT 2015-4 46644VBP0 - - 487,485 $410,488 $410,488 0.01 $408,579
FNMA 30yr Pool#CA4646 3.000% 01-Feb-2048, 3.00%, 02/01/48 FN 3140QCEU6 - - 440,820 $392,542 $392,542 0.01 $389,289
FNMA 30yr Pool#BV6879 4.500% 01-Apr-2052, 4.50%, 04/01/52 FN 3140MLUD0 - - 408,429 $389,887 $389,887 0.01 $386,900
FHLMC 30yr Pool#QA8274 3.500% 01-Mar-2050, 3.50%, 03/01/50 FR 3133A3FP8 - - 391,277 $352,456 $352,456 0.01 $349,917
FNMA 30yr Pool#FM3447 4.000% 01-Nov-2049, 4.00%, 11/01/49 FN 3140X6ZM6 - - 367,817 $347,197 $347,197 0.01 $343,867
FHLMC 30yr Pool#SD1966 4.000% 01-Nov-2052, 4.00%, 11/01/52 FR 3132DPFF0 - - 344,327 $323,821 $323,821 0.01 $317,903
FHLMC 30yr Pool#ZN6461 4.000% 01-May-2049, 4.00%, 05/01/49 FR 3131YDFA7 - - 333,947 $313,723 $313,723 0.01 $311,216
FNMA 30yr Pool#AR9225 3.000% 01-Mar-2043, 3.00%, 03/01/43 FN 3138W7HB3 - - 344,248 $309,743 $309,743 0.01 $306,907
FHLMC 30yr Pool#ZT0391 4.000% 01-Nov-2047, 4.00%, 11/01/47 FR 3132ACNG1 - - 309,080 $298,096 $298,096 0.01 $290,787
Prosper Marketplace Issuance Trust, Series 2024-1 A 6.12% 15-AUG-2029, 6.12%, 08/15/29 PMIT 2024-1A 74363CAA7 - - 293,932 $294,517 $294,517 0.01 $294,367
FNMA 30yr Pool#FS2548 4.000% 01-Mar-2051, 4.00%, 03/01/51 FN 3140XHZN0 - - 310,840 $293,250 $293,250 0.00 $289,765
Fannie Mae REMIC Trust 2017-9 VL 3.0% 25-JUL-2028, 3.00%, 07/25/28 FNR 2017-9 3136AVYH6 - - 287,888 $291,986 $291,986 0.00 $282,871
FNMA 30yr Pool#FS2238 4.000% 01-Mar-2051, 4.00%, 03/01/51 FN 3140XHPY7 - - 302,909 $288,889 $288,889 0.00 $282,820
FHLMC 30yr Pool#QA5150 4.500% 01-Dec-2049, 4.50%, 12/01/49 FR 31346YWK5 - - 296,262 $286,138 $286,138 0.00 $283,822
FNMA 30yr Pool#AS8649 3.000% 01-Jan-2047, 3.00%, 01/01/47 FN 3138WJTF5 - - 317,526 $280,664 $280,664 0.00 $278,441
FNMA 30yr Pool#BO9819 4.500% 01-Dec-2049, 4.50%, 12/01/49 FN 3140K54D6 - - 279,180 $269,692 $269,692 0.00 $267,458
Santander Bank Auto Credit-Linked Notes, Series 2023-A B 6.493% 15-JUN-2033, 6.49%, 06/15/33 SBCLN 2023-A 80290CBU7 - - 265,662 $266,674 $266,674 0.00 $266,530
FNMA 30yr Pool#BN3899 4.000% 01-Dec-2048, 4.00%, 12/01/48 FN 3140JLKM5 - - 276,140 $264,556 $264,556 0.00 $257,826
FHLMC 15yr Pool#SB0040 2.500% 01-Dec-2033, 2.50%, 12/01/33 FR 3132CWBH6 - - 255,576 $251,352 $251,352 0.00 $244,698
FHLMC 30yr Pool#QA1615 3.500% 01-Aug-2049, 3.50%, 08/01/49 FR 31334XYL7 - - 273,676 $248,551 $248,551 0.00 $246,584
FHLMC 30yr Pool#ZN4240 4.500% 01-Dec-2048, 4.50%, 12/01/48 FR 3131YAV98 - - 252,048 $244,643 $244,643 0.00 $242,573
FNMA 30yr Pool#MA3908 4.500% 01-Jan-2050, 4.50%, 01/01/50 FN 31418DKW1 - - 245,436 $242,174 $242,174 0.00 $235,156
FNMA 30yr Pool#MA1327 3.000% 01-Jan-2043, 3.00%, 01/01/43 FN 31418APM4 - - 250,649 $231,781 $231,781 0.00 $224,586
Fannie Mae REMIC Trust 2012-126 SY 0.0% 25-NOV-2042, 0.00%, 11/25/42 FNR 2012-126 3136A9ZR2 - - 473,554 $227,246 $227,246 0.00 $227,246
FNMA 30yr Pool#MA3687 4.000% 01-Jun-2049, 4.00%, 06/01/49 FN 31418DCZ3 - - 240,094 $226,369 $226,369 0.00 $223,816
FNMA 30yr Pool#BE3616 4.000% 01-May-2047, 4.00%, 05/01/47 FN 3140FPAS8 - - 235,611 $224,022 $224,022 0.00 $222,006
FREED ABS Trust 2021-3FP D 2.37% 18-NOV-2028, 2.37%, 11/20/28 FREED 2021-3FP 30322MAD1 - - 223,942 $223,486 $223,486 0.00 $223,044
FNMA 30yr Pool#BW0081 4.500% 01-Apr-2052, 4.50%, 04/01/52 FN 3140MRCT2 - - 230,859 $220,345 $220,345 0.00 $218,672
GNMA II 30yr Pool#MA5192 4.000% 20-May-2048, 4.00%, 05/20/48 G2 36179TXV2 - - 224,343 $212,999 $212,999 0.00 $210,185
FHLMC 30yr Pool#RA1088 4.500% 01-Jul-2049, 4.50%, 07/01/49 FR 3133KGF52 - - 205,159 $198,123 $198,123 0.00 $196,533
FNMA 30yr Pool#AB6280 3.000% 01-Sep-2042, 3.00%, 09/01/42 FN 31417C6S9 - - 201,235 $188,808 $188,808 0.00 $180,310
FHLMC 30yr Pool#SD8040 4.500% 01-Jan-2050, 4.50%, 01/01/50 FR 3132DV4Z5 - - 190,938 $184,415 $184,415 0.00 $182,941
FNMA 30yr Pool#BV7132 4.500% 01-Apr-2052, 4.50%, 04/01/52 FN 3140ML4S6 - - 187,030 $178,519 $178,519 0.00 $177,157
FNMA 30yr Pool#CA4185 4.500% 01-Sep-2049, 4.50%, 09/01/49 FN 3140QBUK2 - - 179,275 $175,404 $175,404 0.00 $171,737
FNMA 30yr Pool#BO2983 3.000% 01-Sep-2049, 3.00%, 09/01/49 FN 3140JXJ58 - - 196,785 $173,620 $173,620 0.00 $172,193
FNMA 30yr Pool#CA4035 4.500% 01-Aug-2049, 4.50%, 08/01/49 FN 3140QBPV4 - - 178,866 $172,726 $172,726 0.00 $171,346
FNMA 30yr Pool#BW0072 4.500% 01-Apr-2052, 4.50%, 04/01/52 FN 3140MRCJ4 - - 137,098 $165,338 $165,338 0.00 $129,860
FHLMC 30yr Pool#ZT1320 4.000% 01-Nov-2048, 4.00%, 11/01/48 FR 3132ADPD4 - - 167,559 $158,656 $158,656 0.00 $156,447
FNMA 30yr Pool#AB7563 3.000% 01-Jan-2043, 3.00%, 01/01/43 FN 31417EMM0 - - 173,303 $157,321 $157,321 0.00 $155,772
FHLMC 30yr Pool#ZA7158 4.500% 01-Jun-2049, 4.50%, 06/01/49 FR 31329Q5T4 - - 159,184 $153,096 $153,096 0.00 $151,667
FNMA 30yr Pool#FS2546 4.000% 01-Mar-2051, 4.00%, 03/01/51 FN 3140XHZL4 - - 157,031 $148,141 $148,141 0.00 $146,617
GNMA II 30yr Pool#MA5753 4.000% 20-Feb-2049, 4.00%, 02/20/49 G2 36179UMA7 - - 146,709 $134,490 $134,490 0.00 $133,434
FNMA 30yr Pool#MA1229 3.000% 01-Oct-2042, 3.00%, 10/01/42 FN 31418ALK2 - - 147,989 $133,930 $133,930 0.00 $132,634
GNMA II 30yr Pool#BK5879 4.500% 20-Nov-2048, 4.50%, 11/20/48 G2 3617J6Q80 - - 112,262 $130,493 $130,493 0.00 $106,284
FNMA 30yr Pool#BV7131 4.500% 01-Apr-2052, 4.50%, 04/01/52 FN 3140ML4R8 - - 129,823 $123,928 $123,928 0.00 $122,970
GNMA II 30yr Pool#BF6874 4.500% 20-Jul-2048, 4.50%, 07/20/48 G2 3617GDT77 - - 127,967 $123,712 $123,712 0.00 $122,647
GNMA II 30yr Pool#MA5866 4.000% 20-Apr-2049, 4.00%, 04/20/49 G2 36179UQT2 - - 133,714 $122,931 $122,931 0.00 $121,925
FNMA 20yr Pool#AB9283 3.000% 01-Apr-2038, 3.00%, 04/01/38 FN 31417GJ56 - - 136,001 $122,824 $122,824 0.00 $121,282
Upstart Securitization Trust 2021-1 C 4.06% 20-MAR-2031, 4.06%, 03/20/31 UPST 2021-1 91681NAC8 - - 112,820 $113,163 $113,163 0.00 $112,807
FNMA 30yr Pool#BM3282 3.500% 01-Dec-2047, 3.50%, 12/01/47 FN 3140J7UG8 - - 120,098 $112,750 $112,750 0.00 $109,802
FNMA 30yr Pool#CA3683 4.500% 01-Jun-2049, 4.50%, 06/01/49 FN 3140QBCV8 - - 112,137 $108,355 $108,355 0.00 $107,422
FHLMC 30yr Pool#ZT1633 4.000% 01-Mar-2047, 4.00%, 03/01/47 FR 3132ADY69 - - 111,609 $106,356 $106,356 0.00 $105,312
FHLMC 30yr Pool#QE0318 4.500% 01-Mar-2052, 4.50%, 03/01/52 FR 3133B9K78 - - 108,882 $103,948 $103,948 0.00 $103,143
FNMA 30yr Pool#CA0108 3.500% 01-Aug-2047, 3.50%, 08/01/47 FN 3140Q7DN4 - - 109,819 $101,669 $101,669 0.00 $100,405
FHLMC 30yr Pool#ZM7577 4.500% 01-Aug-2048, 4.50%, 08/01/48 FR 3131Y2M21 - - 100,733 $97,634 $97,634 0.00 $96,838
Fannie Mae REMIC Trust 2013-130 FN 4.76965% 25-OCT-2042, 4.77%, 10/25/42 FNR 2013-130 3136AHG53 - - 97,964 $96,920 $96,920 0.00 $96,622
FNMA 30yr Pool#BJ8459 3.000% 01-Aug-2049, 3.00%, 08/01/49 FN 3140HAMH0 - - 101,202 $87,364 $87,364 0.00 $86,433
FNMA 30yr Pool#BO4113 3.000% 01-Aug-2049, 3.00%, 08/01/49 FN 3140JYSB3 - - 91,999 $79,339 $79,339 0.00 $78,572
FHLMC 30yr Pool#ZM7926 5.000% 01-Sep-2048, 5.00%, 09/01/48 FR 3131Y2YX0 - - 78,341 $77,771 $77,771 0.00 $77,099
Sequoia Mortgage Trust 2019-CH3 A19 4.0% 25-OCT-2049, 4.00%, 09/25/49 SEMT 2019-CH3 81748GBN0 - - 84,357 $76,497 $76,497 0.00 $76,056
FNMA 30yr Pool#MA1447 3.000% 01-May-2043, 3.00%, 05/01/43 FN 31418ATD0 - - 80,202 $72,127 $72,127 0.00 $71,502
FHLMC 30yr Pool#QA2159 3.000% 01-Aug-2049, 3.00%, 08/01/49 FR 31334YMG9 - - 83,522 $71,889 $71,889 0.00 $71,333
FNMA 30yr Pool#AS8547 3.000% 01-Nov-2046, 3.00%, 11/01/46 FN 3138WJP93 - - 72,338 $63,750 $63,750 0.00 $63,264
FNMA 30yr Pool#BD2453 3.000% 01-Jan-2047, 3.00%, 01/01/47 FN 3140F9WP6 - - 70,269 $62,434 $62,434 0.00 $61,862
FHLMC 15yr Pool#ZK8962 3.000% 01-Sep-2032, 3.00%, 09/01/32 FR 3131XC5X1 - - 58,259 $58,495 $58,495 0.00 $56,221
Fannie Mae REMIC Trust 2006-20 GF 4.76965% 25-APR-2036, 4.77%, 04/25/36 FNR 2006-20 31395BU43 - - 58,332 $57,896 $57,896 0.00 $57,718
Fannie Mae REMIC Trust 2010-109 BS 6.2876% 25-OCT-2040, 6.29%, 10/25/40 FNR 2010-109 31398NTM6 - - 41,248 $56,038 $56,038 0.00 $55,699
FHLMC 15yr Pool#ZS7403 3.000% 01-May-2031, 3.00%, 05/01/31 FR 3132A8GL7 - - 54,603 $54,630 $54,630 0.00 $53,053
Angel Oak Mortgage Trust 2025-7 A2 5.763% 25-JUN-2070, 5.76%, 06/25/70 AOMT 2025-7 03466TAB3 - - - $52,395 $52,395 0.00 $0
RCKT Mortgage Trust 2024-CES5 A1B 6.047% 25-JUL-2044, 6.05%, 08/25/44 RCKT 74938KAB3 - - - $51,046 $51,046 0.00 $0
Freddie Mac Multiclass Certificates, Series 3380 FM 5.00833% 15-OCT-2037, 5.04%, 10/15/37 FHR 3380 31397KTJ0 - - 45,531 $45,400 $45,400 0.00 $45,381
Freddie Mac Multiclass Certificates, Series 3721 FB 4.91833% 15-SEP-2040, 4.95%, 09/15/40 FHR 3721 3137GAD20 - - 45,150 $44,888 $44,888 0.00 $44,870
Santander Bank Auto Credit-Linked Notes, Series 2022-C C 6.986% 15-DEC-2032, 6.99%, 12/15/32 SBCLN 2022-C 80290CBG8 - - 44,500 $44,582 $44,582 0.00 $44,556
FNMA 15yr Pool#BO5957 3.000% 01-Dec-2034, 3.00%, 12/01/34 FN 3140K1TP1 - - 45,684 $44,164 $44,164 0.00 $43,576
FNMA 30yr Pool#BO1857 4.500% 01-Aug-2049, 4.50%, 08/01/49 FN 3140JWB33 - - 43,189 $41,711 $41,711 0.00 $41,380
Ginnie Mae REMIC Trust 2008-013 FB 4.93886% 20-FEB-2038, 4.93%, 02/20/38 GNR 2008-13 38375PNL1 - - 41,491 $41,444 $41,444 0.00 $41,284
Saluda Grade Alternative Mortgage Trust 2023-FIG4 A 6.718% 25-NOV-2053, 6.72%, 11/25/53 GRADE 2023-FIG4 79581UAA2 - - - $41,183 $41,183 0.00 $0
FNMA 15yr Pool#BO7717 3.000% 01-Nov-2034, 3.00%, 11/01/34 FN 3140K3SF0 - - 38,720 $37,576 $37,576 0.00 $37,032
FNMA 30yr Pool#BC0870 3.500% 01-Jan-2046, 3.50%, 01/01/46 FN 3140EU6G9 - - 38,257 $35,396 $35,396 0.00 $34,971
FHLMC 15yr Pool#ZK9163 3.000% 01-Jan-2033, 3.00%, 01/01/33 FR 3131XDFC4 - - 34,150 $33,570 $33,570 0.00 $32,924
Ginnie Mae REMIC Trust 2007-040 FG 4.75886% 20-JUL-2037, 4.75%, 07/20/37 GNR 2007-40 38375KZS4 - - 32,028 $31,791 $31,791 0.00 $31,672
RCKT Mortgage Trust 2024-CES8 A1A 5.48955% 25-OCT-2044, 5.49%, 11/25/44 RCKT 2024-CES8 749421AA1 - - - $29,945 $29,945 0.00 $0
Ginnie Mae REMIC Trust 2004-069 CF 4.83886% 20-JUL-2034, 4.83%, 07/20/34 GNR 2004-69 38374JAT3 - - 28,158 $28,149 $28,149 0.00 $28,043
Ginnie Mae REMIC Trust 2010-133 FD 4.85624% 16-OCT-2040, 4.88%, 10/16/40 GNR 2010-133 38377MHV1 - - 25,769 $25,706 $25,706 0.00 $25,699
Ginnie Mae REMIC Trust 2007-059 FA 4.93886% 20-OCT-2037, 4.93%, 10/20/37 GNR 2007-59 38375LPU8 - - 25,488 $25,463 $25,463 0.00 $25,365
Fannie Mae REMIC Trust 2013-2 QF 4.91965% 25-FEB-2043, 4.92%, 02/25/43 FNR 2013-2 3136AB4P5 - - 25,435 $25,394 $25,394 0.00 $25,314
FHLMC 30yr Pool#ZN2165 4.500% 01-Dec-2048, 4.50%, 12/01/48 FR 3131Y8MN2 - - 23,667 $22,934 $22,934 0.00 $22,732
Ginnie Mae REMIC Trust 2007-037 FW 4.74886% 20-JUN-2037, 4.74%, 06/20/37 GNR 2007-37 38375KNR9 - - 20,607 $20,435 $20,435 0.00 $20,359
Ginnie Mae REMIC Trust 2008-016 FC 4.93886% 20-FEB-2038, 4.93%, 02/20/38 GNR 2008-16 383742FU2 - - 20,348 $20,330 $20,330 0.00 $20,252
Ginnie Mae REMIC Trust 2004-059 FP 4.72624% 16-AUG-2034, 4.75%, 08/16/34 GNR 2004-59 38374HYS3 - - 20,098 $20,005 $20,005 0.00 $20,000
Ginnie Mae REMIC Trust 2005-065 FA 4.58886% 20-AUG-2035, 4.58%, 08/20/35 GNR 2005-65 38374LL25 - - 19,977 $19,730 $19,730 0.00 $19,659
Freddie Mac Multiclass Certificates, Series 2426 FL 5.06833% 15-MAR-2032, 5.10%, 03/15/32 FHR 2426 31339W7G5 - - 18,916 $18,989 $18,989 0.00 $18,981
Fannie Mae REMIC Trust 2002-53 FK 4.81965% 25-APR-2032, 4.82%, 04/25/32 FNR 2002-53 31392EHN3 - - 18,441 $18,430 $18,430 0.00 $18,373
Ginnie Mae REMIC Trust 2005-048 AF 4.63886% 20-JUN-2035, 4.63%, 06/20/35 GNR 2005-48 38374LHM6 - - 16,981 $16,807 $16,807 0.00 $16,745
FHLMC 30yr Pool#ZT0252 3.000% 01-Dec-2047, 3.00%, 12/01/47 FR 3132ACH52 - - 17,615 $15,781 $15,781 0.00 $15,508
Fannie Mae REMIC Trust 2005-83 KT 4.71965% 25-OCT-2035, 4.72%, 10/25/35 FNR 2005-83 31394FUL7 - - 15,756 $15,655 $15,655 0.00 $15,608
Fannie Mae REMIC Trust 2007-89 GF 4.93965% 25-SEP-2037, 4.94%, 09/25/37 FNR 2007-89 31396XPM0 - - 14,778 $14,804 $14,804 0.00 $14,757
Freddie Mac Multiclass Certificates, Series 2551 FD 4.81833% 15-JAN-2033, 4.85%, 01/15/33 FHR 2551 31393JAZ1 - - 13,183 $13,156 $13,156 0.00 $13,150
Ginnie Mae REMIC Trust 2012-075 FP 4.73886% 20-JUL-2041, 4.73%, 07/20/41 GNR 2012-75 38378EZ55 - - 12,696 $12,673 $12,673 0.00 $12,627
FHLMC 30yr Pool#ZM2269 3.000% 01-Dec-2046, 3.00%, 12/01/46 FR 3131XVQW8 - - 12,922 $11,639 $11,639 0.00 $11,370
Ginnie Mae REMIC Trust 2007-061 FA 4.93886% 20-OCT-2037, 4.93%, 10/20/37 GNR 2007-61 38375LLN8 - - 10,625 $10,614 $10,614 0.00 $10,573
Freddie Mac Multiclass Certificates, Series 2410, excluding Group 6 FX 4.8041% 15-FEB-2032, 4.80%, 02/15/32 FHR 2410 31339NJN7 - - 10,481 $10,429 $10,429 0.00 $10,424
Fannie Mae REMIC Trust 2010-123 FL 4.84965% 25-NOV-2040, 4.85%, 11/25/40 FNR 2010-123 31398N2W3 - - 10,104 $10,069 $10,069 0.00 $10,038
FNMA 15yr Pool#AS8207 2.500% 01-Oct-2031, 2.50%, 10/01/31 FN 3138WJDM7 - - 10,274 $10,039 $10,039 0.00 $9,843
Fannie Mae REMIC Trust 2003-87 FG 4.91965% 25-SEP-2033, 4.92%, 09/25/33 FNR 2003-87 31393E4W6 - - 9,704 $9,710 $9,710 0.00 $9,679
Freddie Mac Multiclass Certificates, Series 3028 FM 4.66833% 15-SEP-2035, 4.70%, 09/15/35 FHR 3028 31396AFB5 - - 9,250 $9,195 $9,195 0.00 $9,192
GNMA II 30yr Pool#BK6072 5.000% 20-Jan-2049, 5.00%, 01/20/49 G2 3617J6W91 - - 9,168 $9,127 $9,127 0.00 $9,030
Freddie Mac Multiclass Certificates, Series 3738 FD 4.71833% 15-AUG-2040, 4.75%, 08/15/40 FHR 3738 3137GAYQ4 - - 8,845 $8,840 $8,840 0.00 $8,837
FNMA 15yr Pool#BM1036 2.500% 01-Feb-2032, 2.50%, 02/01/32 FN 3140J5EJ4 - - 8,946 $8,772 $8,772 0.00 $8,569
FNMA 15yr Pool#AS7643 2.500% 01-Aug-2031, 2.50%, 08/01/31 FN 3138WHP55 - - 8,817 $8,739 $8,739 0.00 $8,448
Fannie Mae REMIC Trust 2002-16 VF 4.96965% 25-APR-2032, 4.97%, 04/25/32 FNR 2002-16 31392CWW0 - - 8,072 $8,098 $8,098 0.00 $8,072
Fannie Mae REMIC Trust 2012-100 FG 4.81965% 25-SEP-2042, 4.82%, 09/25/42 FNR 2012-100 3136A8QW3 - - 8,072 $7,957 $7,957 0.00 $7,932
FHLMC 15yr Pool#ZK8405 2.500% 01-Dec-2031, 2.50%, 01/22/31 FR 3131XCKS5 - - 7,596 $7,492 $7,492 0.00 $7,267
Ginnie Mae REMIC Trust 2007-018 FD 4.73886% 20-APR-2037, 4.73%, 04/20/37 GNR 2007-18 38375JC86 - - 7,496 $7,425 $7,425 0.00 $7,398
Ginnie Mae REMIC Trust 2010-006 FG 5.02624% 16-JAN-2040, 5.05%, 01/16/40 GNR 2010-6 38376TSC7 - - 7,143 $7,135 $7,135 0.00 $7,133
Fannie Mae REMIC Trust 2010-95 FB 4.81965% 25-SEP-2040, 4.82%, 09/25/40 FNR 2010-95 31398NEX8 - - 6,856 $6,840 $6,840 0.00 $6,819
FNMA 30yr Pool#MA3694 4.500% 01-Jul-2049, 4.50%, 07/01/49 FN 31418DC83 - - 4,636 $4,567 $4,567 0.00 $4,442
Ginnie Mae REMIC Trust 1999-27 FE 4.82624% 16-AUG-2029, 4.85%, 08/16/29 GNR 1999-27 3837H2WA3 - - 3,314 $3,312 $3,312 0.00 $3,311
Freddie Mac Multiclass Certificates, Series 2469 FE 4.91833% 15-JUL-2032, 4.95%, 07/15/32 FHR 2469 31392RC58 - - 2,396 $2,394 $2,394 0.00 $2,393
FHLMC 30yr Pool#ZN0650 3.000% 01-Mar-2043, 3.00%, 03/01/43 FR 3131Y6WK1 - - 2,254 $2,056 $2,056 0.00 $2,009
Ginnie Mae REMIC Trust 2010-125 VF 4.78886% 20-JUN-2040, 4.78%, 06/20/40 GNR 2010-125 38377JYJ6 - - 400.00 $399 $399 0.00 $398
US 5YR NOTE (CBT) Sep25 SEP 25 FVU5 FUTURES_USD - 3,170 $342,459,062 $0 0.00 $0
US 10YR NOTE (CBT)Sep25 SEP 25 TYU5 FUTURES_USD - -236.00 $-26,081,688 $0 0.00 $0
US ULTRA BOND CBT Sep25 SEP 25 WNU5 FUTURES_USD - -645.00 $-74,033,906 $0 0.00 $0
US 10yr Ultra Fut Sep25 SEP 25 UXYU5 FUTURES_USD - -586.00 $-65,741,875 $0 0.00 $0
UMBS TBA 30yr 3.5% August Delivery, 3.50%, 08/13/25 FNCL 01F032682 - - -95,653,000 $-85,060,100 $-85,060,100 -1.45 $-85,060,100
UMBS TBA 30yr 5% August Delivery, 5.00%, 08/13/25 FNCL 01F050684 - - -407,666,000 $-394,948,859 $-394,948,859 -6.73 $-394,948,859
UMBS TBA 30yr 4% August Delivery, 4.00%, 08/13/25 FNCL 01F040685 - - -575,916,155 $-529,122,967 $-529,122,967 -9.02 $-529,122,967
UMBS TBA 30yr 4.5% August Delivery, 4.50%, 08/13/25 FNCL 01F042681 - - -710,727,988 $-670,819,901 $-670,819,901 -11.43 $-670,819,901
UMBS TBA 30yr 5.5% August Delivery, 5.50%, 08/13/25 FNCL 01F052680 - - -755,024,239 $-748,124,828 $-748,124,828 -12.75 $-748,124,828
SEGREGATED CASH SEGCASH - $0.00 10,400,000 $10,400,000 $10,400,000 0.18 $10,400,000
ALMSUM ALMSUM - $0.00 - $0 $0 0.00 $0
US DOLLARS USD MD_142224 - - -1,433,499,345 $-1,433,499,345 $-1,433,499,345 -24.44 $-1,433,499,345
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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