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For Individual Investors in the US

Mortgage-Backed Securities ETF Holdings

Full Portfolio Holdings

(As of November 4, 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% November Delivery, 2.50%, 11/13/25 FNCL 01F0226B6 - - 1,711,613,894 $1,455,017,297 $1,455,017,297 21.76 $1,455,017,297
UMBS TBA 30yr 3% November Delivery, 3.00%, 11/13/25 FNCL 01F0306B9 - - 688,979,354 $610,728,524 $610,728,524 9.14 $610,728,524
GNMA II TBA 30yr 5% November Delivery, 5.00%, 11/20/25 G2SF 21H0506B3 - - 411,201,194 $409,822,025 $409,822,025 6.14 $409,822,025
GNMA II TBA 30yr 2.5% November Delivery, 2.50%, 11/20/25 G2SF 21H0226B2 - - 443,715,414 $384,850,796 $384,850,796 5.76 $384,850,796
UMBS TBA 30yr 2% November Delivery, 2.00%, 11/13/25 FNCL 01F0206B0 - - 402,248,255 $326,844,004 $326,844,004 4.90 $326,844,004
UMBS TBA 30yr 5% November Delivery, 5.00%, 11/13/25 FNCL 01F0506B7 - - 299,891,000 $298,557,685 $298,557,685 4.47 $298,557,685
FNMA 30yr Pool#CC1013 5.500% 01-Sep-2055, 5.50%, 09/01/55 FN 3140Y7DT2 - - 215,071,974 $220,104,135 $220,104,135 3.30 $218,986,956
FNMA 30yr Pool#CC0839 6.000% 01-Aug-2055, 6.00%, 08/01/55 FN 3140Y64Z0 - - 197,081,360 $204,528,180 $204,528,180 3.07 $203,411,385
FNMA 30yr Pool#CB9430 5.500% 01-Nov-2054, 5.50%, 11/01/54 FN 3140QVPQ1 - - 188,248,183 $192,593,092 $192,593,092 2.89 $191,615,247
GNMA II TBA 30yr 5.5% November Delivery, 5.50%, 11/20/25 G2SF 21H0526B9 - - 183,586,000 $185,067,539 $185,067,539 2.78 $185,067,539
GNMA II TBA 30yr 3% November Delivery, 3.00%, 11/20/25 G2SF 21H0306B5 - - 203,159,962 $182,789,722 $182,789,722 2.74 $182,789,722
Fannie Mae REMIC Trust 2025-12 FC 5.45603% 25-MAR-2055, 5.28%, 03/25/55 FNR 2025-12 3136BVFC7 - - 157,030,627 $157,600,007 $157,600,007 2.37 $157,369,573
UMBS TBA 30yr 4.5% November Delivery, 4.50%, 11/13/25 FNCL 01F0426B4 - - 153,700,000 $149,909,451 $149,909,451 2.24 $149,909,451
FNMA 30yr Pool#FS7252 5.000% 01-Nov-2053, 5.00%, 11/01/53 FN 3140XPBW8 - - 145,351,107 $145,997,347 $145,997,347 2.18 $145,310,967
UMBS TBA 30yr 6.5% November Delivery, 6.50%, 11/13/25 FNCL 01F0626B2 - - 139,226,000 $144,158,777 $144,158,777 2.16 $144,158,777
FNMA 30yr Pool#FA2033 6.000% 01-Jul-2054, 6.00%, 07/01/54 FN 3140W2HK0 - - 135,672,019 $140,798,455 $140,798,455 2.10 $140,029,647
GNMA II TBA 30yr 3.5% November Delivery, 3.50%, 11/20/25 G2SF 21H0326B1 - - 147,859,377 $135,314,100 $135,314,100 2.02 $135,314,100
GNMA II TBA 30yr 4.5% November Delivery, 4.50%, 11/20/25 G2SF 21H0426B0 - - 127,692,488 $124,605,394 $124,605,394 1.86 $124,605,394
FNMA 30yr Pool#FA2754 4.500% 01-Jan-2049, 4.50%, 01/01/49 FN 3140W3BY4 - - 118,971,129 $118,287,554 $118,287,554 1.77 $117,781,927
FNMA 30yr Pool#FS1133 4.000% 01-Oct-2051, 4.00%, 10/01/51 FN 3140XGHK8 - - 115,349,151 $111,368,352 $111,368,352 1.66 $110,932,589
GNMA II TBA 30yr 4% November Delivery, 4.00%, 11/20/25 G2SF 21H0406B4 - - 114,954,688 $108,654,826 $108,654,826 1.62 $108,654,826
FHLMC 30yr Pool#SL0335 5.500% 01-Feb-2055, 5.50%, 02/01/55 FR 31427MLR0 - - 105,727,919 $107,926,712 $107,926,712 1.61 $107,377,514
FHLMC 30yr Pool#SD5238 5.500% 01-Apr-2054, 5.50%, 04/01/54 FR 3132DSZB1 - - 101,712,037 $104,635,947 $104,635,947 1.56 $104,107,610
FNMA 30yr Pool#FM7460 4.000% 01-Mar-2051, 4.00%, 03/01/51 FN 3140XBJE1 - - 108,289,085 $104,551,935 $104,551,935 1.56 $104,142,843
Freddie Mac Multiclass Certificates, Series 5544 FC 5.35603% 25-JUN-2055, 5.18%, 06/25/55 FHR 5544 3137HLNP3 - - 90,516,252 $90,971,868 $90,971,868 1.36 $90,841,555
FNMA 30yr Pool#FA3025 5.500% 01-Sep-2055, 5.50%, 09/01/55 FN 3140W3LF4 - - 87,817,759 $90,578,427 $90,578,427 1.35 $90,122,262
FHLMC 30yr Pool#SL2464 4.500% 01-Dec-2048, 4.50%, 12/01/48 FR 31427PW26 - - 84,995,690 $84,507,329 $84,507,329 1.26 $84,146,097
UMBS TBA 30yr 5.5% November Delivery, 5.50%, 11/13/25 FNCL 01F0526B3 - - 80,000,000 $80,858,400 $80,858,400 1.21 $80,858,400
FHLMC 30yr Pool#SD1046 4.000% 01-Jul-2052, 4.00%, 07/01/52 FR 3132DNET6 - - 82,668,452 $79,593,978 $79,593,978 1.19 $79,281,675
FHLMC 30yr Pool#RJ4363 5.500% 01-Jun-2055, 5.50%, 06/01/55 FR 3142GUZ55 - - 76,654,284 $79,140,046 $79,140,046 1.18 $78,741,870
FNMA 30yr Pool#FA0574 5.500% 01-Jan-2055, 5.50%, 01/01/55 FN 3140W0T88 - - 71,438,973 $73,759,690 $73,759,690 1.10 $73,388,604
FNMA 30yr Pool#FS8993 6.000% 01-Jul-2054, 6.00%, 07/01/54 FN 3140XQ7F8 - - 70,730,371 $73,255,278 $73,255,278 1.10 $72,854,473
FHLMC 30yr Pool#SL2435 6.500% 01-Feb-2055, 6.50%, 02/01/55 FR 31427PV50 - - 60,569,670 $63,542,889 $63,542,889 0.95 $63,171,058
FHLMC 30yr Pool#SL1188 5.500% 01-Apr-2055, 5.50%, 04/01/55 FR 31427NKA6 - - 59,459,763 $61,289,927 $61,289,927 0.92 $60,981,067
FHLMC 30yr Pool#QX7566 5.500% 01-Mar-2055, 5.50%, 03/01/55 FR 31426DMQ2 - - 56,285,904 $57,567,436 $57,567,436 0.86 $57,275,062
Fannie Mae REMIC Trust 2025-9 FA 5.55603% 25-MAR-2055, 5.38%, 03/25/55 FNR 2025-9 3136BVDC9 - - 50,937,018 $51,202,511 $51,202,511 0.77 $51,126,349
Fannie Mae Pool|5.5|10/01/2055, 5.50%, 10/01/55 FN 3140W3PN3 - - 49,106,687 $50,707,887 $50,707,887 0.76 $50,452,805
FNMA 30yr Pool#CB9613 5.500% 01-Dec-2054, 5.50%, 12/01/54 FN 3140QVVF8 - - 48,172,422 $49,284,277 $49,284,277 0.74 $49,034,048
FHLMC 30yr Pool#SD7343 5.500% 01-Jan-2055, 5.50%, 01/01/55 FR 3132DVEQ4 - - 45,978,932 $47,401,157 $47,401,157 0.71 $47,162,322
FNMA 30yr Pool#FS9779 5.500% 01-Nov-2054, 5.50%, 11/01/54 FN 3140XR2M6 - - 43,484,588 $44,828,476 $44,828,476 0.67 $44,602,598
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA2 M2 7.93279% 25-FEB-2042, 7.93%, 02/25/42 STACR 2022-DNA2 35564KRN1 - - 43,256,272 $44,771,197 $44,771,197 0.67 $44,685,411
OBX 2025-J3 TRUST FLTG 2055 AF, 5.68%, 10/25/55 OBX 2025-J3 67449KAU7 - - 41,590,205 $42,155,017 $42,155,017 0.63 $41,589,166
PMT LOAN TRUST 2025-J3 FLTG 2056 A3, 5.71%, 11/27/56 PMTLT 2025-J3 69392XBM9 - - 41,972,000 $42,125,755 $42,125,755 0.63 $42,059,130
Radian Mortgage Capital Trust 2025-J4|5.73078|03/25/2056, 5.73%, 03/25/56 RMCT 2025-J4 75024UBP1 - - 41,983,000 $42,046,177 $42,046,177 0.63 $41,978,932
FNMA 30yr Pool#FA1951 6.000% 01-Jun-2055, 6.00%, 06/01/55 FN 3140W2EZ0 - - 40,492,659 $41,967,783 $41,967,783 0.63 $41,738,325
FNMA 40yr Pool#BF0646 2.500% 01-Jun-2062, 2.50%, 06/01/62 FN 3140FXWG3 - - 49,569,642 $41,903,060 $41,903,060 0.63 $41,786,020
FNMA 30yr Pool#FS8121 4.000% 01-Jul-2052, 4.00%, 07/01/52 FN 3140XQAX5 - - 43,491,222 $41,814,225 $41,814,225 0.63 $41,649,924
FHLMC 30yr Pool#SL0046 6.000% 01-Jan-2055, 6.00%, 01/01/55 FR 31427MBQ3 - - 40,372,386 $41,813,585 $41,813,585 0.63 $41,584,808
FNMA 30yr Pool#FS8881 4.500% 01-Sep-2053, 4.50%, 09/01/53 FN 3140XQ2P1 - - 41,096,059 $40,802,077 $40,802,077 0.61 $40,627,419
FHLMC 30yr Pool#ZT2413 4.000% 01-Feb-2041, 4.00%, 02/01/41 FR 3132AEVE3 - - 41,414,902 $40,633,631 $40,633,631 0.61 $40,477,175
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-HQA3 M2 6.28279% 25-SEP-2041, 6.28%, 09/25/41 STACR 2021-HQA3 35564KJP5 - - 40,047,609 $40,418,623 $40,418,623 0.60 $40,355,720
New Residential Mortgage LLC 6.545% 25-MAR-2032, 6.54%, 03/25/32 NZES 2025-FHT 64832EAA7 - - 39,304,919 $39,923,396 $39,923,396 0.60 $39,851,937
FHLMC 30yr Pool#SD6787 4.000% 01-May-2053, 4.00%, 05/01/53 FR 3132DURG4 - - 41,135,319 $39,536,322 $39,536,322 0.59 $39,380,922
FNMA 30yr Pool#FA1557 6.000% 01-May-2055, 6.00%, 05/01/55 FN 3140W1WT6 - - 38,101,379 $39,461,509 $39,461,509 0.59 $39,245,601
FHLMC 30yr Pool#SI2101 4.000% 01-Sep-2048, 4.00%, 09/01/48 FR 3133USKN0 - - 39,548,180 $38,239,915 $38,239,915 0.57 $38,090,511
FHLMC 30yr Pool#SL0938 4.000% 01-Jul-2050, 4.00%, 07/01/50 FR 31427NBG3 - - 38,992,160 $38,232,676 $38,232,676 0.57 $38,085,372
FNMA 40yr Pool#BF0598 2.500% 01-Mar-2062, 2.50%, 03/01/62 FN 3140FXUY6 - - 44,358,435 $37,501,295 $37,501,295 0.56 $37,396,560
FNMA 30yr Pool#FA0576 5.500% 01-Jan-2055, 5.50%, 01/01/55 FN 3140W0UA1 - - 36,146,850 $37,314,472 $37,314,472 0.56 $37,126,709
FNMA 30yr Pool#FA2190 4.000% 01-Apr-2053, 4.00%, 04/01/53 FN 3140W2NG2 - - 38,248,585 $36,767,771 $36,767,771 0.55 $36,623,276
FHLMC 30yr Pool#SL1632 4.000% 01-Nov-2053, 4.00%, 11/01/53 FR 31427NY60 - - 38,169,170 $36,737,726 $36,737,726 0.55 $36,593,532
FNMA 30yr Pool#CB8694 6.000% 01-Jun-2054, 6.00%, 06/01/54 FN 3140QUUU8 - - 34,001,105 $35,754,603 $35,754,603 0.53 $35,561,930
Fannie Mae Pool|6|05/01/2055, 6.00%, 05/01/55 FN 3140W3NX3 - - 34,141,479 $35,225,781 $35,225,781 0.53 $35,032,312
FHLMC 30yr Pool#SL2558 6.000% 01-Aug-2055, 6.00%, 08/01/55 FR 31427PZY3 - - 33,158,788 $34,336,095 $34,336,095 0.51 $34,148,195
Fannie Mae Pool|5.5|10/01/2055, 5.50%, 10/01/55 FN 3140W3RM3 - - 32,766,086 $33,659,504 $33,659,504 0.50 $33,599,432
FNMA 30yr Pool#FA2446 4.500% 01-Jul-2053, 4.50%, 07/01/53 FN 3140W2WG2 - - 33,655,142 $33,253,593 $33,253,593 0.50 $33,110,558
FNMA 30yr Pool#FA0603 4.500% 01-Sep-2051, 4.50%, 09/01/51 FN 3140W0U52 - - 32,929,440 $32,751,579 $32,751,579 0.49 $32,611,629
FNMA 40yr Pool#BF0698 3.500% 01-Dec-2062, 3.50%, 12/01/62 FN 3140FXX49 - - 34,514,856 $31,697,409 $31,697,409 0.47 $31,583,318
FNMA 30yr Pool#BW7371 5.500% 01-Feb-2053, 5.50%, 02/01/53 FN 3140N0FM2 - - 29,802,366 $30,832,359 $30,832,359 0.46 $30,677,552
JP MORGAN MORTGAGE TRUST 2 5.777% 55, 5.50%, 11/25/55 JPMMT 2025-5MPR 46593VAD9 - - 30,167,475 $30,463,913 $30,463,913 0.46 $30,307,210
FNMA 30yr Pool#FS9788 5.500% 01-Nov-2054, 5.50%, 11/01/54 FN 3140XR2W4 - - 29,311,119 $29,988,154 $29,988,154 0.45 $29,835,899
FNMA 30yr Pool#FS3883 4.500% 01-Feb-2053, 4.50%, 02/01/53 FN 3140XKJ50 - - 30,320,809 $29,982,708 $29,982,708 0.45 $29,853,844
FNMA 30yr Pool#FS8335 4.500% 01-Jan-2051, 4.50%, 01/01/51 FN 3140XQHM2 - - 29,969,164 $29,807,293 $29,807,293 0.45 $29,679,924
FHLMC 30yr Pool#SL1291 4.000% 01-Nov-2054, 4.00%, 11/01/54 FR 31427NNH8 - - 30,855,269 $29,698,116 $29,698,116 0.44 $29,581,552
FNMA 30yr Pool#FA1798 4.000% 01-Aug-2052, 4.00%, 08/01/52 FN 3140W17L1 - - 29,996,922 $28,886,006 $28,886,006 0.43 $28,772,684
FNMA 30yr Pool#FS8681 4.500% 01-Oct-2050, 4.50%, 10/01/50 FN 3140XQUF2 - - 28,245,414 $28,092,853 $28,092,853 0.42 $27,972,810
NRM MSR-Collateralized Notes, Series 2024-FNT1 A 7.398% 25-NOV-2029, 7.40%, 11/25/31 NZES 2024-FNT1 62956YAA7 - - 27,410,402 $27,732,187 $27,732,187 0.41 $27,675,858
FHLMC 30yr Pool#SD3271 5.500% 01-Jun-2053, 5.50%, 06/01/53 FR 3132DQT48 - - 25,385,896 $26,239,267 $26,239,267 0.39 $26,107,402
Fannie Mae Pool|5|10/01/2052, 5.00%, 10/01/52 FN 3140QQKL8 - - 26,036,120 $26,158,019 $26,158,019 0.39 $26,118,241
METRONET INFRASTRUCTURE ISSU 5.4% 55, 5.40%, 08/20/55 MNET 2025-2A 59170JAX6 - - 24,600,000 $24,931,353 $24,931,353 0.37 $24,876,003
FNMA 30yr Pool#FA1129 6.500% 01-Jun-2054, 6.50%, 06/01/54 FN 3140W1HF3 - - 23,523,944 $24,678,677 $24,678,677 0.37 $24,534,267
FNMA 30yr Pool#FS6257 4.000% 01-Jun-2053, 4.00%, 06/01/53 FN 3140XM5T9 - - 25,758,475 $24,676,332 $24,676,332 0.37 $24,579,023
FNMA 30yr Pool#FS9239 4.500% 01-Jan-2051, 4.50%, 01/01/51 FN 3140XRHR9 - - 24,501,524 $24,369,184 $24,369,184 0.36 $24,265,053
FNMA 30yr Pool#FA1128 6.500% 01-Aug-2054, 6.50%, 08/01/54 FN 3140W1HE6 - - 22,730,313 $23,846,089 $23,846,089 0.36 $23,706,550
FNMA 30yr Pool#FS9771 4.000% 01-Oct-2052, 4.00%, 10/01/52 FN 3140XR2D6 - - 24,701,518 $23,739,730 $23,739,730 0.35 $23,646,413
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2025-HQA1 M2 5.83279% 25-FEB-2045, 5.83%, 02/25/45 STACR 2025-HQA1 35564NHA4 - - 23,060,148 $23,141,089 $23,141,089 0.35 $23,107,463
FNMA 30yr Pool#FM7840 4.000% 01-Apr-2050, 4.00%, 04/01/50 FN 3140XBWA4 - - 23,467,092 $22,657,222 $22,657,222 0.34 $22,568,568
PRET 2025-RPL3 Trust A1 4.15% 25-APR-2065, 4.15%, 04/25/65 PRET 2025-RPL3 69382RAA1 - - 22,960,123 $22,482,138 $22,482,138 0.34 $22,392,147
FHLMC 30yr Pool#SD5061 5.500% 01-Mar-2054, 5.50%, 03/01/54 FR 3132DSTS1 - - 21,741,409 $22,480,782 $22,480,782 0.34 $22,367,848
FNMA 30yr Pool#FS4781 4.000% 01-Oct-2051, 4.00%, 10/01/51 FN 3140XLJ33 - - 23,019,708 $22,225,278 $22,225,278 0.33 $22,138,315
FHLMC 30yr Pool#SD6989 5.500% 01-Nov-2054, 5.50%, 11/01/54 FR 3132DUXS1 - - 21,495,890 $21,992,407 $21,992,407 0.33 $21,880,748
FNMA 30yr Pool#FS7225 4.000% 01-Aug-2051, 4.00%, 08/01/51 FN 3140XPA33 - - 22,661,534 $21,911,884 $21,911,884 0.33 $21,826,274
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-DNA6 B2 11.68279% 25-OCT-2041, 11.68%, 10/25/41 STACR 2021-DNA6 35564KLV9 - - 19,937,000 $21,252,115 $21,252,115 0.32 $20,997,752
Structured Agency Credit Risk (STACR) Debt Notes, Series 2022-HQA1 M2 9.43279% 25-MAR-2042, 9.43%, 03/25/42 STACR 2022-HQA1 35564KTJ8 - - 20,019,000 $21,113,244 $21,113,244 0.32 $21,066,035
FNMA 30yr Pool#CB7112 5.500% 01-Sep-2053, 5.50%, 09/01/53 FN 3140QS3W9 - - 20,439,887 $21,112,001 $21,112,001 0.32 $21,005,828
FNMA 40yr Pool#BF0713 4.000% 01-Mar-2063, 4.00%, 03/01/63 FN 3140FXYK2 - - 22,013,552 $20,902,865 $20,902,865 0.31 $20,819,703
FNMA 40yr Pool#BF0226 3.500% 01-Jan-2058, 3.50%, 01/01/58 FN 3140FXHC9 - - 22,355,088 $20,889,678 $20,889,678 0.31 $20,815,782
RCKT MOR 2025-CES9 FLT 2055 A1B, 5.00%, 09/25/55 RCKT 2025-CES9 74942JAB0 - - 20,733,757 $20,799,009 $20,799,009 0.31 $20,701,158
FNMA 40yr Pool#BF0807 3.500% 01-Apr-2064, 3.50%, 04/01/64 FN 3140FX3R1 - - 22,631,261 $20,772,879 $20,772,879 0.31 $20,698,070
FNMA 30yr Pool#FS6382 4.000% 01-Aug-2051, 4.00%, 08/01/51 FN 3140XNCU6 - - 21,430,214 $20,721,296 $20,721,296 0.31 $20,640,338
Finance of America Structured Securities Trust, 2025-S1 A1 3.5% 25-FEB-2075, 3.50%, 02/25/75 FASST 2025-S1 31741BAB0 - - 21,160,160 $20,508,825 $20,508,825 0.31 $20,488,253
FHLMC 30yr Pool#QJ9063 5.000% 01-Nov-2054, 5.00%, 11/01/54 FR 3133D1B81 - - 20,297,518 $20,420,286 $20,420,286 0.31 $20,324,437
FINANCE OF AMERICA STRUC 3.28125% 74, 3.50%, 04/25/74 FASST 2024-S3 31739WAB8 - - 20,326,272 $19,795,696 $19,795,696 0.30 $19,775,934
FHLMC 30yr Pool#SL0850 4.000% 01-Jul-2049, 4.00%, 07/01/49 FR 31427M5L1 - - 19,941,259 $19,580,695 $19,580,695 0.29 $19,505,362
FNMA 30yr Pool#FS5028 4.000% 01-Oct-2051, 4.00%, 10/01/51 FN 3140XLSS8 - - 20,188,595 $19,491,870 $19,491,870 0.29 $19,415,602
FNMA 30yr Pool#FS9476 4.000% 01-Jun-2053, 4.00%, 06/01/53 FN 3140XRQ65 - - 19,710,979 $18,876,745 $18,876,745 0.28 $18,802,281
FNMA 30yr Pool#FS2863 4.000% 01-Sep-2052, 4.00%, 09/01/52 FN 3140XJFD0 - - 19,121,002 $18,406,900 $18,406,900 0.28 $18,334,665
FNMA 30yr Pool#FA1549 5.500% 01-May-2055, 5.50%, 05/01/55 FN 3140W1WK5 - - 17,783,796 $18,348,172 $18,348,172 0.27 $18,255,795
FNMA 30yr Pool#FS8709 4.500% 01-Jan-2051, 4.50%, 01/01/51 FN 3140XQVB0 - - 18,413,007 $18,313,553 $18,313,553 0.27 $18,235,298
FHLMC 30yr Pool#QY8779 6.000% 01-Jul-2055, 6.00%, 07/01/55 FR 31426TXH5 - - 17,629,945 $18,255,899 $18,255,899 0.27 $18,155,996
FNMA 30yr Pool#CB4128 4.500% 01-Jul-2052, 4.50%, 07/01/52 FN 3140QPSS7 - - 17,876,269 $17,690,886 $17,690,886 0.26 $17,614,912
FHLMC 30yr Pool#QH3192 6.000% 01-Oct-2053, 6.00%, 10/01/53 FR 3133CFRM3 - - 16,784,707 $17,457,798 $17,457,798 0.26 $17,362,685
FNMA 30yr Pool#CB8221 5.500% 01-Mar-2054, 5.50%, 03/01/54 FN 3140QUD37 - - 16,980,692 $17,346,087 $17,346,087 0.26 $17,257,882
FNMA 30yr Pool#FS9116 6.000% 01-Sep-2054, 6.00%, 09/01/54 FN 3140XRDW2 - - 16,745,520 $17,343,296 $17,343,296 0.26 $17,248,405
Homeward Opportunities Fund Trust 2024-RTL1 A1 7.12% 25-JUL-2029, 7.12%, 07/25/29 HOF 43789FAA1 - - 17,261,000 $17,336,045 $17,336,045 0.26 $17,301,907
FNMA 30yr Pool#DA1525 6.000% 01-Oct-2053, 6.00%, 10/01/53 FN 3140A1VT1 - - 16,718,319 $17,311,906 $17,311,906 0.26 $17,217,168
FNMA 30yr Pool#FM4738 4.000% 01-Sep-2050, 4.00%, 09/01/50 FN 3140X8HQ3 - - 17,766,064 $17,103,867 $17,103,867 0.26 $17,036,751
FNMA 40yr Pool#BF0806 3.500% 01-Apr-2064, 3.50%, 04/01/64 FN 3140FX3Q3 - - 18,300,410 $16,837,651 $16,837,651 0.25 $16,777,158
FNMA 40yr Pool#BF0801 2.500% 01-Apr-2064, 2.50%, 04/01/64 FN 3140FX3K6 - - 19,477,065 $16,452,389 $16,452,389 0.25 $16,406,402
FHLMC 30yr Pool#SD5963 6.000% 01-Jul-2054, 6.00%, 07/01/54 FR 3132DTTU4 - - 15,447,632 $15,999,076 $15,999,076 0.24 $15,911,539
PRPM 2025-RCF3 LLC 5.25% 55, 5.25%, 07/25/55 PRPM 2025-RCF3 69392PAA3 - - 15,752,667 $15,932,031 $15,932,031 0.24 $15,853,924
FHLMC 30yr Pool#SL0644 4.500% 01-Mar-2053, 4.50%, 03/01/53 FR 31427MWE7 - - 16,054,355 $15,878,468 $15,878,468 0.24 $15,810,237
Vontive Mortgage Trust 2025-RTL1 A1 6.507% 25-MAR-2030, 6.51%, 03/25/30 VNTV 2025-RTL1 928884AA3 - - 15,444,000 $15,749,905 $15,749,905 0.24 $15,721,990
SALUDA GR ALT MTG TR 2025-LOC5 A1B, 5.79%, 10/25/55 GRADE 2025-LOC5 79581XAC2 - - 15,693,000 $15,720,928 $15,720,928 0.24 $15,698,208
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 $15,436,966 $15,436,966 0.23 $15,330,058
Huntington Bank Auto Credit-Linked Notes, Series 2024-2 B1 5.442% 20-OCT-2032, 5.44%, 10/20/32 HACLN 2024-2 44644NAG4 - - 15,136,548 $15,313,129 $15,313,129 0.23 $15,278,806
PRET 2025-RPL1 Trust A1 4.0% 25-JUL-2069, 4.00%, 07/25/69 PRET 2025-RPL1 69392FAA5 - - 15,445,378 $15,125,116 $15,125,116 0.23 $15,066,767
PRPM 2025-5 0%30, 5.73%, 07/25/30 PRPM 2025-5 69392RAA9 - - 14,990,433 $15,054,982 $15,054,982 0.23 $14,973,873
Connecticut Avenue Securities, Series 2021-R03 1M2 5.83279% 25-DEC-2041, 5.83%, 12/25/41 CAS 2021-R03 20754AAB9 - - 14,835,000 $15,011,667 $15,011,667 0.22 $14,910,835
RCKT Mortgage Trust 2025-CES7 A1A 5.377% 25-JUL-2055, 5.38%, 07/25/55 RCKT 2025-CES7 74943AAA0 - - 14,810,923 $14,993,087 $14,993,087 0.22 $14,917,873
Vista Point Securitization Trust 2025-CES2 A1 5.601% 25-AUG-2055, 5.60%, 08/25/55 VSTA 2025-CES2 92842UAA0 - - 14,677,072 $14,776,146 $14,776,146 0.22 $14,698,507
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-DNA7 M2 5.98279% 25-NOV-2041, 5.98%, 11/25/41 STACR 2021-DNA7 35564KMH9 - - 14,550,000 $14,766,973 $14,766,973 0.22 $14,670,568
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2025-HQA1 M1 5.33279% 25-FEB-2045, 5.33%, 02/25/45 STACR 2025-HQA1 35564NGZ0 - - 14,386,614 $14,418,327 $14,418,327 0.22 $14,399,147
FINANCE OF AMER STR TR 2024-S2 A1, 3.50%, 04/25/74 FASST 2024-S2 31739VAA2 - - 14,418,479 $14,101,120 $14,101,120 0.21 $14,087,102
GS Mortgage-Backed Securities Trust 2025-RPL3 A1 4.1% 25-JUL-2065, 4.10%, 07/25/65 GSMBS 2025-RPL3 362963AA8 - - 14,337,660 $14,060,584 $14,060,584 0.21 $14,005,065
BMP Commercial Mortgage Trust 2024-MF23 A 5.40411% 15-JUN-2041, 5.40%, 06/15/41 BMP 2024-MF23 05593JAA8 - - 14,000,000 $14,041,591 $14,041,591 0.21 $13,997,457
Chase Mortgage Reference Notes, Series 2020-CL1 M1 6.35551% 25-OCT-2057, 6.36%, 10/25/57 CHASE 2020-CL1 46591HAG5 - - 13,519,356 $13,962,464 $13,962,464 0.21 $13,940,984
Galaxy XXVI CLO Ltd., 6.99%, 07/31/26 GLXYT 2025-1 362922AA4 - - 13,792,254 $13,954,340 $13,954,340 0.21 $13,865,988
FHLMC 30yr Pool#SD6558 6.000% 01-Sep-2054, 6.00%, 09/01/54 FR 3132DUJB4 - - 13,460,686 $13,941,201 $13,941,201 0.21 $13,864,924
FNMA 30yr Pool#FS8717 6.000% 01-Jul-2054, 6.00%, 07/01/54 FN 3140XQVK0 - - 13,341,540 $13,817,802 $13,817,802 0.21 $13,742,200
FHLMC 30yr Pool#SD1143 4.500% 01-Sep-2050, 4.50%, 09/01/50 FR 3132DNHU0 - - 13,838,748 $13,764,001 $13,764,001 0.21 $13,705,187
CONNECTICUT AVENUE SECUR 5.55001% 45, 5.38%, 07/25/45 CAS 2025-R05 20753CAB6 - - 13,560,780 $13,603,547 $13,603,547 0.20 $13,585,298
FNMA 30yr Pool#FM5350 4.500% 01-Sep-2050, 4.50%, 09/01/50 FN 3140X85L7 - - 13,594,901 $13,497,649 $13,497,649 0.20 $13,439,871
Foundation Finance Trust 2025-2 B 4.94% 15-APR-2052, 4.94%, 04/15/52 FFIN 2025-2A 35042NAB1 - - 13,050,000 $13,164,923 $13,164,923 0.20 $13,129,108
FNMA 30yr Pool#DE1157 6.000% 01-Jun-2055, 6.00%, 06/01/55 FN 3140BDJB7 - - 12,674,878 $13,127,342 $13,127,342 0.20 $13,055,517
FNMA 30yr Pool#DE6043 6.000% 01-Aug-2055, 6.00%, 08/01/55 FN 3140BJWD5 - - 12,488,162 $12,933,960 $12,933,960 0.19 $12,863,194
FNMA 30yr Pool#FA0470 6.000% 01-Jan-2055, 6.00%, 01/01/55 FN 3140W0QY4 - - 12,462,371 $12,907,248 $12,907,248 0.19 $12,836,628
TOWD POINT MORTGAGE TRUST 2025 0% 65, 4.97%, 09/25/65 TPMT 2025-FIX1 89183MAA1 - - 12,810,188 $12,856,029 $12,856,029 0.19 $12,795,924
FNMA 40yr Pool#BF0731 2.500% 01-Jun-2063, 2.50%, 06/01/63 FN 3140FXY55 - - 15,178,421 $12,822,591 $12,822,591 0.19 $12,786,753
FHLMC 30yr Pool#SD5994 4.500% 01-Sep-2050, 4.50%, 09/01/50 FR 3132DTUT5 - - 12,877,313 $12,807,759 $12,807,759 0.19 $12,753,030
PRET 2025-RPL5 Trust|4.15|01/25/2070, 4.15%, 01/25/70 PRET 2025-RPL5 69393AAA5 - - 12,962,000 $12,665,903 $12,665,903 0.19 $12,615,099
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 $12,593,050 $12,593,050 0.19 $12,504,896
Homeward Opportunities Fund Trust 2025-RRTL1 A1 5.476% 25-MAR-2040, 5.48%, 03/25/40 HOF 2025-RRTL1 437919AA1 - - 12,500,000 $12,578,526 $12,578,526 0.19 $12,559,512
FIGRE TRUST 2025-HE4 FLTG 2055 C, 5.71%, 07/25/55 FIGRE 2025-HE4 31684PAC6 - - 12,404,507 $12,532,042 $12,532,042 0.19 $12,465,159
Towd Point Mortgage Trust 2025-FIX2|5.249|10/25/2065, 5.25%, 10/25/65 TPMT 2025-FIX2 89183RAA0 - - 12,320,000 $12,390,852 $12,390,852 0.19 $12,326,184
Connecticut Avenue Securities Trust 2025-R06 1M1 5.30603% 25-SEP-2045, 5.13%, 09/25/45 CAS 2025-R06 20754YAB7 - - 12,268,753 $12,291,459 $12,291,459 0.18 $12,275,716
FNMA 30yr Pool#FS7541 4.000% 01-Jun-2052, 4.00%, 06/01/52 FN 3140XPLX5 - - 12,729,651 $12,290,340 $12,290,340 0.18 $12,242,250
FHLMC 30yr Pool#QG6755 5.500% 01-Jun-2053, 5.50%, 06/01/53 FR 3133C7QG5 - - 11,759,760 $12,163,454 $12,163,454 0.18 $12,102,369
TOWD POINT MORTGAGE TRUST 6.125% 65, 5.67%, 08/25/65 TPMT 2025-CES3 891949AC3 - - 11,840,000 $11,831,783 $11,831,783 0.18 $11,768,413
FHLMC 30yr Pool#SD1436 4.500% 01-Aug-2052, 4.50%, 08/01/52 FR 3132DNSZ7 - - 11,959,144 $11,820,556 $11,820,556 0.18 $11,769,730
Ally Bank Auto Credit-Linked Notes, Series 2025-A C 4.844% 15-JUN-2033, 4.84%, 06/15/33 ABCLN 2025-A 02007G5F6 - - 11,718,853 $11,781,852 $11,781,852 0.18 $11,750,315
FNMA 40yr Pool#BF0783 3.500% 01-Dec-2063, 3.50%, 12/01/63 FN 3140FX2R2 - - 12,760,232 $11,718,392 $11,718,392 0.18 $11,676,212
PRET 2025-NPL4 A1 6.3677% 25-MAY-2055, 6.37%, 04/25/55 PRET 2025-NPL4 74136UAA3 - - 11,636,861 $11,707,989 $11,707,989 0.18 $11,687,406
RCKT Mortgage Trust 2024-CES7 A1A 5.158% 25-OCT-2044, 5.16%, 10/25/44 RCKT 2024-CES7 749414AA6 - - 11,603,885 $11,659,542 $11,659,542 0.17 $11,603,014
FNMA 30yr Pool#FS6236 6.500% 01-Nov-2053, 6.50%, 11/01/53 FN 3140XM4W3 - - 11,041,221 $11,590,320 $11,590,320 0.17 $11,522,539
FIGRE Trust 2025-HE3 A 5.56% 25-MAY-2055, 5.56%, 05/25/55 FIGRE 2025-HE3 31684LAA9 - - 11,388,556 $11,544,919 $11,544,919 0.17 $11,485,116
FHLMC 30yr Pool#QH3306 6.000% 01-Oct-2053, 6.00%, 10/01/53 FR 3133CFU72 - - 10,989,689 $11,430,392 $11,430,392 0.17 $11,368,117
FNMA 30yr Pool#BY4134 5.500% 01-Jul-2053, 5.50%, 07/01/53 FN 3140NLSY6 - - 11,073,713 $11,320,646 $11,320,646 0.17 $11,263,125
FNMA 30yr Pool#FS5818 4.500% 01-Oct-2050, 4.50%, 10/01/50 FN 3140XMPC4 - - 11,306,819 $11,225,936 $11,225,936 0.17 $11,177,882
FNMA 30yr Pool#FS5362 4.500% 01-Dec-2050, 4.50%, 12/01/50 FN 3140XL5Y0 - - 11,152,750 $11,072,969 $11,072,969 0.17 $11,025,570
FNMA 30yr Pool#FS7613 4.500% 01-May-2052, 4.50%, 05/01/52 FN 3140XPN70 - - 11,054,511 $10,994,803 $10,994,803 0.16 $10,947,821
FNMA 30yr Pool#FS7117 6.500% 01-Feb-2054, 6.50%, 02/01/54 FN 3140XN4B7 - - 10,449,535 $10,969,209 $10,969,209 0.16 $10,905,060
FHLMC 30yr Pool#SD5224 6.000% 01-Mar-2054, 6.00%, 03/01/54 FR 3132DSYV8 - - 10,583,887 $10,961,707 $10,961,707 0.16 $10,901,732
RCKT MORT 2025-CES9 FLT 2055 A1A, 4.79%, 09/25/55 RCKT 2025-CES9 74942JAA2 - - 10,826,859 $10,844,835 $10,844,835 0.16 $10,795,805
GS MTG-BKD TRUST 2025-CES2 A1, 5.18%, 09/25/55 GSMBS 2025-CES2 36273BAA7 - - 10,775,312 $10,840,365 $10,840,365 0.16 $10,787,650
FHLMC 30yr Pool#RA7104 4.500% 01-Feb-2051, 4.50%, 02/01/51 FR 3133KN3M3 - - 10,667,065 $10,581,775 $10,581,775 0.16 $10,536,440
FHLMC STACR REMIC TR 2025-DNA3 M1, 5.28%, 09/25/45 STACR 2025-DNA3 35564UAR8 - - 9,515,888 $10,521,368 $10,521,368 0.16 $9,522,664
FNMA 30yr Pool#BX0421 5.500% 01-Nov-2052, 5.50%, 11/01/52 FN 3140N4PF8 - - 10,148,656 $10,423,821 $10,423,821 0.16 $10,371,105
Huntington Bank Auto Credit-Linked Notes, Series 2024-1 B1 6.153% 20-MAY-2032, 6.15%, 05/20/32 HACLN 2024-1 44644NAA7 - - 10,173,542 $10,339,514 $10,339,514 0.15 $10,313,432
FNMA 30yr Pool#FS6662 4.000% 01-Oct-2051, 4.00%, 10/01/51 FN 3140XNML5 - - 10,695,041 $10,325,946 $10,325,946 0.15 $10,285,542
FHLMC 30yr Pool#SL0869 4.500% 01-May-2053, 4.50%, 05/01/53 FR 31427M6F3 - - 10,378,126 $10,239,236 $10,239,236 0.15 $10,195,129
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-HQA4 M2 6.70603% 25-DEC-2041, 6.53%, 12/25/41 STACR 2021-HQA4 35564KNS4 - - 10,089,878 $10,234,081 $10,234,081 0.15 $10,217,602
LHOME Mortgage Trust 2024-RTL3 A1 6.9% 25-MAY-2029, 6.90%, 05/25/29 LHOME 2024-RTL3 50205GAA0 - - 9,960,000 $10,081,892 $10,081,892 0.15 $10,062,802
FIGRE TRUST 2025-HE4 5.408% 55, 5.41%, 07/25/55 FIGRE 2025-HE4 31684PAA0 - - 9,750,732 $9,846,977 $9,846,977 0.15 $9,797,174
A&D Mortgage Trust 2025-NQM2 A1 5.79% 25-JUN-2070, 5.79%, 06/25/70 ADMT 2025-NQM2 00250EAC0 - - 9,707,895 $9,842,740 $9,842,740 0.15 $9,789,654
FNMA 30yr Pool#FS2144 3.500% 01-Jun-2052, 3.50%, 06/01/52 FN 3140XHL21 - - 10,415,939 $9,798,031 $9,798,031 0.15 $9,763,601
FHLMC 30yr Pool#QH4373 6.000% 01-Nov-2053, 6.00%, 11/01/53 FR 3133CG2E6 - - 9,419,992 $9,797,748 $9,797,748 0.15 $9,744,368
FIGRE TRUST 2025 HE4 FLTG 2055 B, 5.61%, 07/25/55 FIGRE 2025-HE4 31684PAB8 - - 9,603,713 $9,701,725 $9,701,725 0.15 $9,650,859
FNMA 30yr Pool#DA0026 6.000% 01-Sep-2053, 6.00%, 09/01/53 FN 3140A0A41 - - 9,196,783 $9,523,316 $9,523,316 0.14 $9,471,201
Rithm Capital Corp. 8.0% 01-APR-2029, 8.00%, 04/01/29 RITM 64828TAB8 - - 9,213,000 $9,437,812 $9,437,812 0.14 $9,368,202
RCKT Mortgage Trust 2024-CES9 A1B 5.683% 25-DEC-2044, 5.68%, 12/25/44 RCKT 2024-CES9 749426AB8 - - 9,284,823 $9,390,614 $9,390,614 0.14 $9,340,780
LHOME Mortgage Trust 2024-RTL5 A2 5.751% 25-SEP-2039, 5.75%, 09/25/39 LHOME 2024-RTL5 50205WAB3 - - 9,325,000 $9,388,929 $9,388,929 0.14 $9,374,033
FNMA 30yr Pool#FA1287 4.500% 01-Jul-2053, 4.50%, 07/01/53 FN 3140W1ND1 - - 9,429,605 $9,315,257 $9,315,257 0.14 $9,275,182
CONNECTICUT AVENUE SECUR 5.95001% 45, 5.78%, 07/25/45 CAS 2025-R05 20753CAC4 - - 9,254,000 $9,290,989 $9,290,989 0.14 $9,277,611
Brean Asset Backed Securities Trust 2024-RM8 A1 4.5% 25-MAY-2064, 4.50%, 05/25/64 BABS 2024-RM8 10637YAA3 - - 9,395,450 $9,233,491 $9,233,491 0.14 $9,221,746
RCKT Mortgage Trust 2025-CES7 A1B 5.478% 25-JUL-2055, 5.48%, 07/25/55 RCKT 2025-CES7 74943AAB8 - - 9,138,803 $9,225,649 $9,225,649 0.14 $9,178,367
RCKT MORTGAGE TR 2025-CES8 A1A, 5.15%, 08/25/55 RCKT 2025-CES8 74939WAA8 - - 9,053,145 $9,119,517 $9,119,517 0.14 $9,075,503
FHLMC 30yr Pool#SD7417 5.500% 01-Jan-2055, 5.50%, 01/01/55 FR 3132DVG25 - - 8,781,392 $9,065,990 $9,065,990 0.14 $9,020,376
FHLMC 30yr Pool#QY9874 6.000% 01-Aug-2055, 6.00%, 08/01/55 FR 31426U6L3 - - 8,676,774 $8,986,515 $8,986,515 0.13 $8,937,346
Saluda Grade Alternative Mortgage Trust 2023-RTL3 A1 8.0% 25-APR-2029, 8.00%, 04/25/29 GRADE 2023-RTL3 79583YAA2 - - 8,960,858 $8,984,414 $8,984,414 0.13 $8,916,710
Freddie Mac Multiclass Certificates, Series 5164 FA 4.0% 25-NOV-2051, 4.00%, 11/25/51 FHR 5164 3137H3PY2 - - 9,765,290 $8,981,993 $8,981,993 0.13 $8,971,143
RCKT Mortgage Trust 2025-CES6 A1A 5.472% 25-JUN-2055, 5.47%, 06/25/55 RCKT 2025-CES6 748949AA2 - - 8,812,459 $8,938,570 $8,938,570 0.13 $8,893,027
Alterna Funding III A 6.26% 15-MAY-2039, 6.26%, 05/16/39 TAX 2024-1A 02157JAA3 - - 8,820,371 $8,862,212 $8,862,212 0.13 $8,831,537
FHLMC 30yr Pool#QH1500 6.000% 01-Sep-2053, 6.00%, 09/01/53 FR 3133CDUZ5 - - 8,531,379 $8,834,287 $8,834,287 0.13 $8,785,943
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 $8,399,915 $8,399,915 0.13 $8,339,402
Fannie Mae REMIC Trust 2022-65 FB 4.98279% 25-SEP-2052, 4.98%, 09/25/52 FNR 2022-65 3136BPCQ2 - - 8,430,852 $8,377,513 $8,377,513 0.13 $8,365,844
FHLMC 30yr Pool#QX9929 6.000% 01-Apr-2055, 6.00%, 04/01/55 FR 31426HA78 - - 8,038,482 $8,323,890 $8,323,890 0.12 $8,278,338
PRPM 2025-RPL4 A1, 3.00%, 05/25/55 PRPM 2025-RPL4 74448NAA2 - - 8,708,852 $8,214,552 $8,214,552 0.12 $8,189,877
FHLMC 30yr Pool#QX0520 5.500% 01-Dec-2054, 5.50%, 12/01/54 FR 31425USJ5 - - 7,844,995 $8,025,558 $8,025,558 0.12 $7,984,808
COOPR Residential Mortgage Trust 2025-CES3 A1A 4.84% 25-SEP-2060, 4.84%, 09/25/60 COOPR 2025-CES3 216926AA3 - - 7,890,471 $7,895,138 $7,895,138 0.12 $7,859,070
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 $7,812,499 $7,812,499 0.12 $7,786,450
ACHM Trust 2024-HE1 A 6.55% 25-MAY-2039, 6.55%, 05/25/39 ACHM 2024-HE1 00449TAA3 - - 7,641,861 $7,763,330 $7,763,330 0.12 $7,749,426
Ally Bank Auto Credit-Linked Notes, Series 2025-A D 4.991% 15-JUN-2033, 4.99%, 06/15/33 ABCLN 2025-A 02007G5G4 - - 7,612,552 $7,639,237 $7,639,237 0.11 $7,618,130
FIGRE TRUST 2025-HE6 FLTG 2055 C, 5.25%, 09/25/55 FIGRE 2025-HE6 31684NAC1 - - 7,623,000 $7,632,000 $7,632,000 0.11 $7,594,238
Connecticut Avenue Securities Trust 2025-R01 1M2 5.68279% 25-JAN-2045, 5.68%, 01/25/45 CAS 2025-R01 20755JAC7 - - 7,526,000 $7,537,637 $7,537,637 0.11 $7,526,945
RCKT Mortgage Trust 2024-CES1 A1B 6.325% 25-FEB-2044, 6.33%, 02/25/44 RCKT 2024-CES1 749424AB3 - - 7,426,229 $7,530,110 $7,530,110 0.11 $7,485,749
RCKT MORTGAGE TRUST 2025 5.24863% 55, 5.25%, 08/25/55 RCKT 2025-CES8 74939WAB6 - - 7,449,862 $7,485,118 $7,485,118 0.11 $7,448,188
Saluds Grade Alternative Mortgage Trust 2025-RRTL1|5.32|10/25/2040, 5.32%, 10/25/40 GRADE 2025-RRTL1 79582NAA7 - - 7,388,000 $7,408,202 $7,408,202 0.11 $7,371,081
Mello Mortgage Capital Acceptance 2024-SD1 A1 4.0% 25-APR-2054, 4.00%, 04/25/54 MELLO 58550DAA1 - - 7,379,026 $7,275,601 $7,275,601 0.11 $7,267,402
PRPM 2025-RCF3, LLC, 5.77%, 08/25/28 PRPM 2025-6 69395KAA1 - - 7,221,181 $7,258,162 $7,258,162 0.11 $7,218,783
FNMA 30yr Pool#FS4356 6.000% 01-May-2053, 6.00%, 05/01/53 FN 3140XKZW3 - - 6,904,952 $7,151,443 $7,151,443 0.11 $7,112,315
FNMA 30yr Pool#FS7397 6.000% 01-Mar-2054, 6.00%, 03/01/54 FN 3140XPGF0 - - 6,897,237 $7,143,452 $7,143,452 0.11 $7,104,367
FHLMC 30yr Pool#QG3912 5.500% 01-Jun-2053, 5.50%, 06/01/53 FR 3133C4KZ6 - - 6,866,868 $7,055,941 $7,055,941 0.11 $7,020,272
Structured Agency Credit Risk (STACR) Debt Notes, Series 2024-HQA1 M1 5.43279% 25-MAR-2044, 5.43%, 03/25/44 STACR 2024-HQA1 M1 35564NBX0 - - 6,946,521 $6,964,151 $6,964,151 0.10 $6,954,716
LHOME Mortgage Trust 2024-RTL4 A2 6.092% 25-JUL-2039, 6.09%, 07/25/39 LHOME 2024-RTL4 50205PAB8 - - 6,870,000 $6,907,089 $6,907,089 0.10 $6,895,464
FHLMC 30yr Pool#SD5223 6.000% 01-Apr-2054, 6.00%, 04/01/54 FR 3132DSYU0 - - 6,667,600 $6,905,618 $6,905,618 0.10 $6,867,835
FNMA 30yr Pool#DD5556 6.000% 01-Mar-2055, 6.00%, 03/01/55 FN DD5556 MTGE 3140B6E68 - - 6,625,630 $6,862,150 $6,862,150 0.10 $6,824,604
FNMA 30yr Pool#DB4017 6.000% 01-May-2054, 6.00%, 05/01/54 FN 3140ADPB1 - - 6,623,146 $6,859,577 $6,859,577 0.10 $6,822,046
FIGRE TRUST 2025-HE6 FLTG 2055 B, 5.14%, 09/25/55 FIGRE 2025-HE6 31684NAB3 - - 6,719,000 $6,726,335 $6,726,335 0.10 $6,693,692
Brean Asset Backed Securities Trust 2024-RM9 A1 5.0% 25-SEP-2064, 5.00%, 09/25/64 BABS 2024-RM9 10638DAA8 - - 6,750,458 $6,720,753 $6,720,753 0.10 $6,711,378
FHLMC 30yr Pool#QH7040 6.000% 01-Dec-2053, 6.00%, 12/01/53 FR 3133CKZD3 - - 6,474,987 $6,704,882 $6,704,882 0.10 $6,668,191
FNMA 30yr Pool#FM4129 4.000% 01-Sep-2050, 4.00%, 09/01/50 FN 3140X7ST7 - - 6,755,007 $6,521,886 $6,521,886 0.10 $6,496,367
PRET 2025-RPL2 Trust A1 4.0% 25-FEB-2065, 4.00%, 08/25/64 PRET 2025-RPL2 69392LAA2 - - 6,591,675 $6,492,766 $6,492,766 0.10 $6,467,864
FNMA 30yr Pool#DA1456 5.500% 01-Sep-2053, 5.50%, 09/01/53 FN 3140A1TN7 - - 6,325,853 $6,466,395 $6,466,395 0.10 $6,433,536
Connecticut Avenue Securities Trust 2022-R01 1B2 10.35603% 25-DEC-2041, 10.18%, 12/25/41 CAS 2022-R01 20754LAJ8 - - 6,153,382 $6,455,447 $6,455,447 0.10 $6,439,783
LHOME Mortgage Trust 2024-RTL1 A1 7.017% 25-JAN-2029, 7.02%, 01/25/29 LHOME 2024-RTL1 50205DAA7 - - 6,341,000 $6,381,433 $6,381,433 0.10 $6,369,073
Huntington Bank Auto Credit-Linked Notes, Series 2025-1 B 4.957% 20-MAR-2033, 4.96%, 03/21/33 HACLN 2025-1 446438SX2 - - 6,243,020 $6,284,686 $6,284,686 0.09 $6,271,791
FNMA 30yr Pool#DC7015 5.500% 01-Dec-2054, 5.50%, 12/01/54 FN 3140AUYM9 - - 6,081,260 $6,221,227 $6,221,227 0.09 $6,189,639
FNMA 30yr Pool#BY0337 6.500% 01-May-2053, 6.50%, 05/01/53 FN 3140NGLT5 - - 5,865,381 $6,162,128 $6,162,128 0.09 $6,126,121
FNMA 30yr Pool#DA1468 6.000% 01-Sep-2053, 6.00%, 09/01/53 FN 3140A1T23 - - 5,924,027 $6,161,589 $6,161,589 0.09 $6,128,019
FHLMC 30yr Pool#SD3018 5.500% 01-May-2053, 5.50%, 05/01/53 FR 3132DQK70 - - 5,980,653 $6,124,023 $6,124,023 0.09 $6,092,957
Connecticut Avenue Securities Trust 2025-R04 25-MAY-2045, 5.38%, 05/25/45 CAS 2025-R04 20755TAB7 - - 6,101,775 $6,120,704 $6,120,704 0.09 $6,112,493
PRPM 2025-RPL3 A1 3.25% 25-APR-2055, 3.25%, 04/25/55 PRPM 2025-RPL3 69392NAA8 - - 6,340,491 $6,111,494 $6,111,494 0.09 $6,092,033
FNMA 30yr Pool#FM7479 4.500% 01-Jan-2050, 4.50%, 01/01/50 FN 3140XBJZ4 - - 6,116,002 $6,082,968 $6,082,968 0.09 $6,056,975
FNMA 30yr Pool#FS1578 4.000% 01-Oct-2050, 4.00%, 10/01/50 FN 3140XGXG9 - - 6,062,020 $5,872,268 $5,872,268 0.09 $5,849,367
FHLMC 30yr Pool#SD3813 6.000% 01-Jul-2053, 6.00%, 07/01/53 FR 3132E0GW6 - - 5,651,933 $5,871,637 $5,871,637 0.09 $5,839,610
FNMA 30yr Pool#DE7796 6.000% 01-Aug-2055, 6.00%, 08/01/55 FN 3140BLUW0 - - 5,659,620 $5,861,655 $5,861,655 0.09 $5,829,584
FHLMC 30yr Pool#QH4638 6.000% 01-Nov-2053, 6.00%, 11/01/53 FR 3133CHEK7 - - 5,596,469 $5,820,896 $5,820,896 0.09 $5,789,182
Connecticut Avenue Securities Trust 2025-R01 1M1 5.28279% 25-JAN-2045, 5.28%, 01/25/45 CAS 2025-R01 20755JAB9 - - 5,731,336 $5,743,480 $5,743,480 0.09 $5,735,911
FNMA 30yr Pool#FS0088 4.000% 01-Mar-2050, 4.00%, 03/01/50 FN 3140XFC25 - - 5,886,053 $5,716,413 $5,716,413 0.09 $5,694,176
MS RES MTG LN TR 2025-SPL1 A1, 4.25%, 02/25/65 MSRM 2025-SPL1 617946AA6 - - 5,848,579 $5,713,418 $5,713,418 0.09 $5,689,942
FHLMC 30yr Pool#SD2606 4.500% 01-Sep-2051, 4.50%, 09/01/51 FR 3132DP3P1 - - 5,715,391 $5,669,692 $5,669,692 0.08 $5,645,402
RCKT Mortgage Trust 2025-CES10|4.894|11/25/2055, 4.89%, 11/25/55 RCKT 2025-CES10 74939LAA2 - - 5,450,000 $5,458,921 $5,458,921 0.08 $5,433,731
FHLMC 30yr Pool#QH2242 5.500% 01-Sep-2053, 5.50%, 09/01/53 FR 3133CEP30 - - 5,318,035 $5,436,186 $5,436,186 0.08 $5,408,562
FHLMC 30yr Pool#QJ9072 6.000% 01-Nov-2054, 6.00%, 11/01/54 FR 3133D1CH0 - - 5,245,334 $5,432,580 $5,432,580 0.08 $5,402,856
BX Trust 2021-SDMF A 4.736% 15-SEP-2034, 4.74%, 09/15/34 BX 2021-SDMF 12434CAA2 - - 5,355,350 $5,345,621 $5,345,621 0.08 $5,330,827
LHOME Mortgage Trust 2024-RTL2 A1 7.128% 25-MAR-2029, 7.13%, 03/25/29 LHOME 50205JAA4 - - 5,293,684 $5,344,060 $5,344,060 0.08 $5,333,578
FHLMC 30yr Pool#QH4473 6.000% 01-Nov-2053, 6.00%, 11/01/53 FR 3133CG6J1 - - 5,126,254 $5,331,824 $5,331,824 0.08 $5,302,775
PRPM 2025 RCF4 LLC 4.5% 55, 4.50%, 08/25/55 PRPM 2025-RCF4 69382WAA0 - - 5,331,211 $5,303,771 $5,303,771 0.08 $5,281,113
TOWD POINT MORTGAGE TRUST 2 5.75% 65, 5.40%, 08/25/65 TPMT 2025-CES3 891949BV0 - - 5,269,755 $5,288,108 $5,288,108 0.08 $5,261,233
FNMA 30yr Pool#CA0706 4.000% 01-Nov-2047, 4.00%, 11/01/47 FN 3140Q7YC5 - - 5,409,605 $5,243,256 $5,243,256 0.08 $5,222,820
FNMA 30yr Pool#BX5986 5.500% 01-Mar-2053, 5.50%, 03/01/53 FN 3140NAUL5 - - 4,962,067 $5,133,627 $5,133,627 0.08 $5,107,852
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 $5,090,698 $5,090,698 0.08 $5,072,981
FHLMC 30yr Pool#QF9863 5.500% 01-Mar-2053, 5.50%, 03/01/53 FR 3133BX5Y3 - - 4,817,129 $4,968,696 $4,968,696 0.07 $4,943,674
FNMA 30yr Pool#DA5019 6.500% 01-Nov-2053, 6.50%, 11/01/53 FN 3140A5SH2 - - 4,594,120 $4,859,910 $4,859,910 0.07 $4,831,707
FNMA 30yr Pool#DE9377 6.000% 01-Sep-2055, 6.00%, 09/01/55 FN 3140BNM39 - - 4,702,843 $4,854,084 $4,854,084 0.07 $4,827,435
ABL 2024-RTL1 A2 7.457% 25-SEP-2029, 7.46%, 09/25/29 ABL 2024-RTL1 00092EAB4 - - 4,840,000 $4,853,190 $4,853,190 0.07 $4,843,164
FHLMC 30yr Pool#QZ1060 6.000% 01-Aug-2055, 6.00%, 08/01/55 FR 31426XFA1 - - 4,695,864 $4,846,881 $4,846,881 0.07 $4,820,271
Ginnie Mae REMIC Trust 2023-116 LF 5.68881% 20-AUG-2053, 5.48%, 08/20/53 GNR 2023-116 38384EFT7 - - 4,799,867 $4,836,238 $4,836,238 0.07 $4,825,271
U.S. Bank Auto Credit Linked Notes, Series 2023-1 B 6.789% 25-AUG-2032, 6.79%, 08/25/32 USCLN 2023-1 90357PAV6 - - 4,696,288 $4,756,111 $4,756,111 0.07 $4,747,254
Homeward Opportunities Fund Trust 2025-RRTL2 A1 5.237% 25-AUG-2040, 5.24%, 09/25/40 HOF 2025-RRTL2 437923AA3 - - 4,682,000 $4,701,426 $4,701,426 0.07 $4,694,615
FHLMC 30yr Pool#QX6719 6.000% 01-Feb-2055, 6.00%, 02/01/55 FR 31426CPD0 - - 4,475,569 $4,635,337 $4,635,337 0.07 $4,609,975
FHLMC 30yr Pool#RA1100 4.000% 01-Jul-2049, 4.00%, 07/01/49 FR 3133KGGH5 - - 4,799,628 $4,633,988 $4,633,988 0.07 $4,615,856
FNMA 30yr Pool#DD3307 6.000% 01-Feb-2055, 6.00%, 02/01/55 FN DD3307 MTGE 3140B3U91 - - 4,458,513 $4,617,671 $4,617,671 0.07 $4,592,406
FNMA 30yr Pool#BX9326 5.500% 01-Mar-2053, 5.50%, 03/01/53 FN 3140NELG8 - - 4,464,130 $4,604,590 $4,604,590 0.07 $4,581,401
FIGRE TRUST 2025-FL1 5.265% 55, 5.26%, 07/25/55 FIGRE 2025-FL1 31684QAA8 - - 4,557,704 $4,583,724 $4,583,724 0.07 $4,561,061
FIGRE Trust 2025-HE3 B 5.71% 25-MAY-2055, 5.71%, 05/25/55 FIGRE 2025-HE3 31684LAB7 - - 4,519,268 $4,574,070 $4,574,070 0.07 $4,549,698
RCKT Mortgage Trust 2024-CES6 A1B 5.546% 25-SEP-2044, 5.55%, 09/25/44 RCKT 2024-CES6 749410AB2 - - 4,532,232 $4,567,567 $4,567,567 0.07 $4,543,827
FNMA 30yr Pool#FS3246 5.500% 01-Nov-2052, 5.50%, 11/01/52 FN 3140XJTC7 - - 4,411,484 $4,562,190 $4,562,190 0.07 $4,539,275
Affirm Asset Securitization Trust 2025-X2|4.93|10/15/2030, 4.93%, 10/15/30 AFFRM 2025-X2 00835DAC6 - - 4,500,000 $4,499,430 $4,499,430 0.07 $4,499,430
FHLMC 30yr Pool#QH2259 6.000% 01-Sep-2053, 6.00%, 09/01/53 FR 3133CEQL9 - - 4,312,432 $4,465,545 $4,465,545 0.07 $4,441,108
FHLMC 30yr Pool#QH0826 5.500% 01-Sep-2053, 5.50%, 09/01/53 FR 3133CC4K9 - - 4,206,605 $4,350,321 $4,350,321 0.07 $4,328,470
FNMA 30yr Pool#BX0419 5.500% 01-Nov-2052, 5.50%, 11/01/52 FN 3140N4PD3 - - 4,236,880 $4,341,927 $4,341,927 0.06 $4,319,919
Connecticut Avenue Securities Trust 2022-R07 1M2 9.00603% 25-JUN-2042, 8.83%, 06/25/42 CAS 2022-R07 20754MCB1 - - 4,087,000 $4,323,304 $4,323,304 0.06 $4,314,280
FIGRE Trust 2025-HE3 C 5.91% 25-MAY-2055, 5.91%, 05/25/55 FIGRE 2025-HE3 31684LAC5 - - 4,248,112 $4,308,080 $4,308,080 0.06 $4,284,368
FNMA 30yr Pool#CB2907 3.500% 01-Feb-2052, 3.50%, 02/01/52 FN 3140QNGR7 - - 4,569,446 $4,299,798 $4,299,798 0.06 $4,284,694
FHLMC 30yr Pool#QF7280 5.500% 01-Jan-2053, 5.50%, 01/01/53 FR 3133BVCR4 - - 4,103,593 $4,246,083 $4,246,083 0.06 $4,224,767
RCKT Mortgage Trust 2023-CES1 A1A 6.515% 25-JUN-2043, 6.51%, 06/25/43 RCKT 74935WAA2 - - 4,190,511 $4,235,602 $4,235,602 0.06 $4,209,818
FNMA 30yr Pool#BX6124 6.500% 01-Jan-2053, 6.50%, 01/01/53 FN 3140NAYW7 - - 3,957,876 $4,198,257 $4,198,257 0.06 $4,173,960
SREIT Commercial Mortgage Trust 2021-MFP B 5.2268% 15-NOV-2038, 5.23%, 11/15/38 SREIT 2021-MFP 78472UAC2 - - 4,194,208 $4,197,958 $4,197,958 0.06 $4,185,171
FHLMC 30yr Pool#QH5204 6.500% 01-Nov-2053, 6.50%, 11/01/53 FR 3133CHX91 - - 3,954,243 $4,183,013 $4,183,013 0.06 $4,158,738
Fannie Mae REMIC Trust 2020-98 AI 3.5% 25-JAN-2061, 3.50%, 01/25/61 FNR 2020-98 3136BDLE6 - - 18,892,656 $4,165,747 $4,165,747 0.06 $4,103,296
FNMA 30yr Pool#DE7795 6.000% 01-Aug-2055, 6.00%, 08/01/55 FN 3140BLUV2 - - 3,998,130 $4,143,779 $4,143,779 0.06 $4,121,123
FNMA 30yr Pool#DA5072 6.500% 01-Nov-2053, 6.50%, 11/01/53 FN 3140A5T65 - - 3,943,913 $4,143,421 $4,143,421 0.06 $4,119,210
Connecticut Avenue Securities Trust 2024-R06 1M2 5.78279% 25-SEP-2044, 5.78%, 09/25/44 CAS 2024-R06 20755RAC9 - - 4,125,699 $4,134,684 $4,134,684 0.06 $4,128,720
Easy Street Mortgage Loan Trust 2025-RTL2|5.606|10/25/2040, 5.61%, 10/25/40 EASY 2025-RTL2 27786YAA6 - - 4,100,000 $4,101,041 $4,101,041 0.06 $4,100,403
FNMA 30yr Pool#BW6314 5.500% 01-Aug-2052, 5.50%, 08/01/52 FN 3140MYAQ5 - - 3,970,288 $4,079,498 $4,079,498 0.06 $4,058,875
FHLMC 30yr Pool#QI8221 6.000% 01-Jun-2054, 6.00%, 06/01/54 FR 3133WFD20 - - 3,934,383 $4,074,831 $4,074,831 0.06 $4,052,536
LHOME MORTGAGE TR 2025-RTL3 A1, 5.24%, 08/25/40 LHOME 2025-RTL3 50205YAA1 - - 4,000,000 $4,020,510 $4,020,510 0.06 $4,014,689
FNMA 30yr Pool#FS2135 4.000% 01-Nov-2049, 4.00%, 11/01/49 FN 3140XHLR6 - - 4,086,160 $3,950,989 $3,950,989 0.06 $3,935,552
RCKT Mortgage Trust 2025-CES2 A1B 5.603% 25-FEB-2055, 5.60%, 02/25/55 RCKT 2025-CES2 74942BAB7 - - 3,903,263 $3,944,737 $3,944,737 0.06 $3,924,082
Connecticut Avenue Securities Trust 2024-R02 1M1 5.28279% 25-FEB-2044, 5.28%, 02/25/44 CAS 2024-R02 20754GAA8 - - 3,798,833 $3,805,328 $3,805,328 0.06 $3,800,311
FHLMC 30yr Pool#QX5273 6.000% 01-Feb-2055, 6.00%, 02/01/55 FR 31426A2F4 - - 3,664,251 $3,795,056 $3,795,056 0.06 $3,774,292
FNMA 30yr Pool#BY0335 6.000% 01-May-2053, 6.00%, 05/01/53 FN 3140NGLR9 - - 3,676,974 $3,792,018 $3,792,018 0.06 $3,771,182
FNMA 30yr Pool#FS2713 4.500% 01-Oct-2050, 4.50%, 10/01/50 FN 3140XJAP8 - - 3,765,339 $3,745,002 $3,745,002 0.06 $3,728,999
FHLMC 30yr Pool#QH7549 6.000% 01-Dec-2053, 6.00%, 12/01/53 FR 3133CLL61 - - 3,509,884 $3,634,503 $3,634,503 0.05 $3,614,613
FHLMC 30yr Pool#QH1144 5.500% 01-Sep-2053, 5.50%, 09/01/53 FR 3133CDHV9 - - 3,509,993 $3,629,622 $3,629,622 0.05 $3,611,389
FNMA 30yr Pool#FM7031 4.000% 01-Jan-2051, 4.00%, 01/01/51 FN 3140XAY55 - - 3,676,681 $3,549,796 $3,549,796 0.05 $3,535,906
FHLMC 30yr Pool#QH6041 5.500% 01-Dec-2053, 5.50%, 12/01/53 FR 3133CJWA5 - - 3,426,855 $3,512,249 $3,512,249 0.05 $3,494,449
Bayview Opportunity Master Fund VII Trust 2024-CAR1 B 5.48279% 25-DEC-2031, 5.48%, 12/26/31 BVCLN 2024-CAR1 07336QAB8 - - 3,289,818 $3,506,308 $3,506,308 0.05 $3,298,251
FHLMC 30yr Pool#QF7810 5.500% 01-Jan-2053, 5.50%, 01/01/53 FR 3133BVVB8 - - 3,369,629 $3,486,086 $3,486,086 0.05 $3,468,583
FHLMC 30yr Pool#QZ3837 6.000% 01-Sep-2055, 6.00%, 09/01/55 FR 31427BHP3 - - 3,375,019 $3,483,558 $3,483,558 0.05 $3,464,433
FHLMC 30yr Pool#SD1416 4.500% 01-Dec-2048, 4.50%, 12/01/48 FR 3132DNSD6 - - 3,498,483 $3,479,586 $3,479,586 0.05 $3,464,718
FINANCE OF AMERICA STRUCTURE 3.5% 74, 3.50%, 02/25/74 FASST 2024-S1 31740RAB6 - - 3,548,232 $3,479,406 $3,479,406 0.05 $3,475,956
Flagship Credit Auto Trust 2023-1 B 5.05% 15-FEB-2028, 5.05%, 01/18/28 FCAT 2023-1 337955AG3 - - 3,465,690 $3,473,370 $3,473,370 0.05 $3,463,647
FNMA 30yr Pool#BX9422 5.500% 01-Mar-2053, 5.50%, 03/01/53 FN 3140NEPG4 - - 3,353,907 $3,428,971 $3,428,971 0.05 $3,411,549
FNMA 30yr Pool#DA3549 6.500% 01-Oct-2053, 6.50%, 10/01/53 FN 3140A35K5 - - 3,239,151 $3,426,550 $3,426,550 0.05 $3,406,665
FNMA 30yr Pool#DA0036 6.500% 01-Sep-2053, 6.50%, 09/01/53 FN 3140A0BE8 - - 3,229,692 $3,393,070 $3,393,070 0.05 $3,373,243
FNMA 30yr Pool#BX8700 5.500% 01-Mar-2053, 5.50%, 03/01/53 FN 3140NDU21 - - 3,296,724 $3,388,000 $3,388,000 0.05 $3,370,875
FNMA 30yr Pool#FM1540 4.000% 01-Sep-2049, 4.00%, 09/01/49 FN 3140X4WA0 - - 3,459,043 $3,339,669 $3,339,669 0.05 $3,326,601
FNMA 30yr Pool#MA4026 4.000% 01-May-2050, 4.00%, 05/01/50 FN 31418DPL0 - - 3,414,702 $3,287,425 $3,287,425 0.05 $3,274,525
FHLMC 30yr Pool#SD1111 4.000% 01-Jun-2050, 4.00%, 06/01/50 FR 3132DNGU1 - - 3,237,188 $3,147,715 $3,147,715 0.05 $3,135,485
FNMA 30yr Pool#BV5379 3.000% 01-Apr-2052, 3.00%, 04/01/52 FN 3140MJ6R1 - - 3,469,731 $3,134,278 $3,134,278 0.05 $3,124,447
FHLMC 30yr Pool#QZ4951 6.000% 01-Oct-2055, 6.00%, 10/01/55 FR 31427CQD8 - - 3,019,356 $3,116,457 $3,116,457 0.05 $3,099,347
FNMA 30yr Pool#MA4056 4.000% 01-Jun-2050, 4.00%, 06/01/50 FN 31418DQJ4 - - 3,179,762 $3,061,242 $3,061,242 0.05 $3,049,230
Gracie Point International Funding, Series 2024-1 B 6.45559% 01-MAR-2028, 6.46%, 03/01/28 GPIF 2024-1A 38410KAB5 - - 3,007,000 $3,045,236 $3,045,236 0.05 $3,010,726
FHLMC 30yr Pool#QG2539 6.500% 01-May-2053, 6.50%, 05/01/53 FR 3133C2ZC5 - - 2,892,784 $3,018,351 $3,018,351 0.05 $3,000,592
FHLMC 30yr Pool#SD6905 6.000% 01-Nov-2054, 6.00%, 11/01/54 FR 3132DUU62 - - 2,904,174 $3,007,287 $3,007,287 0.04 $2,990,830
FHLMC 30yr Pool#QE6404 5.500% 01-Jul-2052, 5.50%, 07/01/52 FR 3133BGDH8 - - 2,921,248 $3,001,986 $3,001,986 0.04 $2,986,812
BX Trust 2021-BXMF C 5.33827% 15-OCT-2038, 5.34%, 10/15/26 BX 2021-BXMF 05609RAJ3 - - 2,958,012 $2,960,149 $2,960,149 0.04 $2,950,938
Chase Mortgage Reference Notes, Series 2021-CL1 M1 5.38279% 25-FEB-2050, 5.38%, 02/25/50 CHASE 2021-CL1 46591HBX7 - - 2,942,743 $2,954,619 $2,954,619 0.04 $2,910,959
FHLMC 30yr Pool#QZ4131 6.000% 01-Sep-2055, 6.00%, 09/01/55 FR 31427BSV8 - - 2,843,485 $2,934,029 $2,934,029 0.04 $2,917,916
Fannie Mae Pool|4|03/01/2050, 4.00%, 03/01/50 FN 3140X8S24 - - 3,025,632 $2,925,543 $2,925,543 0.04 $2,914,113
GWT Commercial Mortgage Trust 2024-WLF2 A 5.72341% 15-MAY-2041, 5.72%, 05/15/41 GWT 2024-WLF2 362414AA2 - - 2,900,000 $2,914,729 $2,914,729 0.04 $2,905,047
FNMA 30yr Pool#MA3496 4.500% 01-Oct-2048, 4.50%, 10/01/48 FN 31418C3E2 - - 2,920,569 $2,904,794 $2,904,794 0.04 $2,892,381
FNMA 30yr Pool#BV5393 3.500% 01-Apr-2052, 3.50%, 04/01/52 FN 3140MJ7F6 - - 3,059,526 $2,876,383 $2,876,383 0.04 $2,866,270
FIGRE Trust 2024-HE4 B 5.252% 25-SEP-2054, 5.25%, 09/25/54 FIGRE 2024-HE4 31684UAB7 - - 2,852,122 $2,861,717 $2,861,717 0.04 $2,857,557
FHLMC 30yr Pool#QE8542 5.500% 01-Aug-2052, 5.50%, 08/01/52 FR 3133BJP30 - - 2,781,711 $2,858,592 $2,858,592 0.04 $2,844,143
FHLMC 30yr Pool#SD2897 5.500% 01-May-2053, 5.50%, 05/01/53 FR 3132DQGE0 - - 2,757,081 $2,823,325 $2,823,325 0.04 $2,809,004
RAM 2024-1 A 5.95% 15-FEB-2039, 6.67%, 02/15/39 RAM 2024-1 751313AA5 - - 2,795,870 $2,806,828 $2,806,828 0.04 $2,796,469
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 $2,775,302 $2,775,302 0.04 $2,769,877
RCKT MORTGAGE TRUST 2025-CE 5.16% 34, 5.16%, 07/25/34 RCKTL 2025-1A 74939RAC5 - - 2,750,000 $2,769,049 $2,769,049 0.04 $2,753,282
Ally Bank Auto Credit-Linked Notes, Series 2024-A C 6.022% 15-MAY-2032, 6.02%, 05/17/32 ABCLN 2024-A 02007GZ63 - - 2,719,748 $2,763,614 $2,763,614 0.04 $2,754,515
FNMA 30yr Pool#DE2839 6.000% 01-Jun-2055, 6.00%, 06/01/55 FN 3140BFEM3 - - 2,659,557 $2,756,443 $2,756,443 0.04 $2,741,372
FNMA 30yr Pool#DA1511 5.500% 01-Oct-2053, 5.50%, 10/01/53 FN 3140A1VD6 - - 2,638,215 $2,696,757 $2,696,757 0.04 $2,683,052
FHLMC 30yr Pool#QF9276 5.500% 01-Mar-2053, 5.50%, 03/01/53 FR 3133BXJV4 - - 2,575,403 $2,664,657 $2,664,657 0.04 $2,651,280
FHLMC 30yr Pool#Q57869 4.000% 01-Aug-2048, 4.00%, 08/01/48 FG 3132Y1W79 - - 2,751,288 $2,663,458 $2,663,458 0.04 $2,653,064
FNMA 30yr Pool#DA3538 6.000% 01-Oct-2053, 6.00%, 10/01/53 FN 3140A34Y6 - - 2,556,895 $2,647,678 $2,647,678 0.04 $2,633,189
Connecticut Avenue Securities, Series 2021-R01 1M2 5.73279% 25-OCT-2041, 5.73%, 10/25/41 CAS 2021-R01 20754RAB2 - - 2,457,760 $2,596,495 $2,596,495 0.04 $2,465,386
Ginnie Mae REMIC Trust 2017-163 LO 0.0% 16-MAY-2041, 0.00%, 05/16/41 GNR 2017-163 38380KNA9 - - 3,308,909 $2,534,738 $2,534,738 0.04 $2,534,738
FHLMC 30yr Pool#SD3523 3.000% 01-Jun-2052, 3.00%, 06/01/52 FR 3132DQ4G8 - - 2,811,841 $2,527,869 $2,527,869 0.04 $2,519,902
FHLMC 30yr Pool#QF0488 5.500% 01-Sep-2052, 5.50%, 09/01/52 FR 3133BMRH0 - - 2,443,434 $2,510,645 $2,510,645 0.04 $2,497,953
BX Trust 2021-BXMF G 7.496513% 15-OCT-2038, 7.50%, 10/15/26 BX 2021-BXMF 05609RAS3 - - 2,488,884 $2,489,084 $2,489,084 0.04 $2,478,201
FHLMC 30yr Pool#QY9883 6.000% 01-Aug-2055, 6.00%, 08/01/55 FR 31426U6V1 - - 2,392,724 $2,479,890 $2,479,890 0.04 $2,466,331
Saluda Grade Alternative Mortgage Trust 2024-FIG5 B 6.603% 25-APR-2054, 6.60%, 04/25/54 GRADE 2024-FIG5 79582MAB7 - - 2,443,144 $2,479,866 $2,479,866 0.04 $2,464,630
FNMA 30yr Pool#BY8533 6.500% 01-Aug-2053, 6.50%, 08/01/53 FN 3140NRPT7 - - 2,313,885 $2,430,936 $2,430,936 0.04 $2,416,731
FNMA 30yr Pool#BY5913 5.500% 01-Sep-2053, 5.50%, 09/01/53 FN 3140NNSB2 - - 2,331,300 $2,408,941 $2,408,941 0.04 $2,396,831
PRPM 2024-RCF2 A1 3.75% 25-MAR-2054, 3.75%, 03/25/54 PRPM 2024-RCF2 693987AA7 - - 2,429,903 $2,392,649 $2,392,649 0.04 $2,390,118
PRPM 2025-RCF3 LLC 5.25% 55, 5.25%, 07/25/55 PRPM 2025-RCF3 69392PAB1 - - 2,380,125 $2,382,334 $2,382,334 0.04 $2,370,533
FNMA 30yr Pool#DD4221 6.000% 01-Feb-2055, 6.00%, 02/01/55 FN DD4221 MTGE 3140B4VP2 - - 2,300,088 $2,382,196 $2,382,196 0.04 $2,369,162
FNMA 30yr Pool#DF0313 6.000% 01-Sep-2055, 6.00%, 09/01/55 FN 3140BQK34 - - 2,304,788 $2,378,909 $2,378,909 0.04 $2,365,849
Santander Bank Auto Credit-Linked Notes, Series 2024-A B 5.622% 15-JUN-2032, 5.62%, 06/15/32 SBCLN 2024-A 80290CCJ1 - - 2,313,100 $2,346,798 $2,346,798 0.04 $2,339,573
FHF Trust 2024-1 (First Help Financial) A2 5.69% 15-FEB-2030, 5.69%, 02/15/30 FHF 2024-1A 31568AAB2 - - 2,304,150 $2,318,587 $2,318,587 0.03 $2,311,303
FHLMC 30yr Pool#QI4878 6.000% 01-Apr-2054, 6.00%, 04/01/54 FR 3133WBM37 - - 2,215,613 $2,294,705 $2,294,705 0.03 $2,282,150
FHLMC 30yr Pool#QG2543 5.500% 01-May-2053, 5.50%, 05/01/53 FR 3133C2ZG6 - - 2,075,263 $2,127,563 $2,127,563 0.03 $2,116,783
FNMA 30yr Pool#FS3001 4.000% 01-Oct-2051, 4.00%, 10/01/51 FN 3140XJKP7 - - 2,175,834 $2,100,744 $2,100,744 0.03 $2,092,524
FNMA 30yr Pool#BP1500 3.000% 01-May-2050, 3.00%, 05/01/50 FN 3140K8U25 - - 2,300,695 $2,095,803 $2,095,803 0.03 $2,089,285
FIGRE Trust 2024-HE1 B 6.506% 25-MAR-2054, 6.51%, 03/25/54 FIGRE 2024-HE1 31684HAB6 - - 2,020,763 $2,075,694 $2,075,694 0.03 $2,072,042
FHLMC 30yr Pool#QX7432 6.000% 01-Feb-2055, 6.00%, 02/01/55 FR 31426DHJ4 - - 1,986,218 $2,057,121 $2,057,121 0.03 $2,045,866
FNMA 30yr Pool#FS1640 4.000% 01-Apr-2052, 4.00%, 04/01/52 FN 3140XGZE2 - - 2,123,857 $2,049,173 $2,049,173 0.03 $2,041,150
Chase Mortgage Reference Notes, Series 2020-CL1 M2 6.60551% 25-OCT-2057, 6.61%, 10/25/57 CHASE 2020-CL1 46591HAH3 - - 1,983,012 $2,047,664 $2,047,664 0.03 $2,044,390
FNMA 30yr Pool#CA7849 4.500% 01-Oct-2050, 4.50%, 10/01/50 FN 3140QFWK1 - - 2,036,015 $2,021,451 $2,021,451 0.03 $2,012,798
FNMA 30yr Pool#BY0338 6.500% 01-May-2053, 6.50%, 05/01/53 FN 3140NGLU2 - - 1,913,480 $2,007,408 $2,007,408 0.03 $1,995,662
FNMA 30yr Pool#BW0972 4.500% 01-Jul-2052, 4.50%, 07/01/52 FN 3140MSCJ2 - - 1,974,620 $1,952,441 $1,952,441 0.03 $1,944,049
FHLMC 30yr Pool#SI2017 4.000% 01-Dec-2048, 4.00%, 12/01/48 FR 3133USG21 - - 2,016,459 $1,949,754 $1,949,754 0.03 $1,942,136
Foundation Finance Trust 2023-2 A 6.53% 15-JUN-2049, 6.53%, 06/15/49 FFIN 2023-2A 35042RAA4 - - 1,874,984 $1,948,486 $1,948,486 0.03 $1,941,684
Reach ABS Trust 2024-2 A 5.88% 15-JUL-2031, 5.88%, 07/15/31 REACH 2024-2A 75525HAA8 - - 1,921,945 $1,938,305 $1,938,305 0.03 $1,932,027
FNMA 30yr Pool#BX8072 5.500% 01-Mar-2053, 5.50%, 03/01/53 FN 3140NC6J3 - - 1,875,220 $1,934,223 $1,934,223 0.03 $1,924,482
FHLMC 30yr Pool#QH7013 6.500% 01-Dec-2053, 6.50%, 12/01/53 FR 3133CKYJ1 - - 1,834,493 $1,927,293 $1,927,293 0.03 $1,916,031
Santander Bank Auto Credit-Linked Notes, Series 2023-B B 5.64% 15-DEC-2033, 5.64%, 12/15/33 SBCLN 2023-B 80290CCB8 - - 1,898,971 $1,924,188 $1,924,188 0.03 $1,918,238
FNMA 30yr Pool#DF0998 6.000% 01-Oct-2055, 6.00%, 10/01/55 FN 3140BRDC0 - - 1,855,093 $1,914,753 $1,914,753 0.03 $1,904,240
Chase Mortgage Reference Notes, Series 2021-CL1 M3 5.73279% 25-FEB-2050, 5.73%, 02/25/50 CHASE 2021-CL1 46591HBZ2 - - 1,919,159 $1,910,711 $1,910,711 0.03 $1,881,504
FHLMC 30yr Pool#QG2540 6.500% 01-May-2053, 6.50%, 05/01/53 FR 3133C2ZD3 - - 1,827,458 $1,908,538 $1,908,538 0.03 $1,897,319
FHLMC 30yr Pool#SD1551 4.000% 01-Mar-2050, 4.00%, 03/01/50 FR 3132DNWL3 - - 1,887,950 $1,825,496 $1,825,496 0.03 $1,818,364
FHLMC 30yr Pool#QY7439 6.000% 01-Jun-2055, 6.00%, 06/01/55 FR 31426SHR3 - - 1,752,803 $1,816,657 $1,816,657 0.03 $1,806,724
FNMA 30yr Pool#BY0361 6.500% 01-Jun-2053, 6.50%, 06/01/53 FN 3140NGMK3 - - 1,725,094 $1,808,734 $1,808,734 0.03 $1,798,144
FHLMC 30yr Pool#QH3309 5.500% 01-Oct-2053, 5.50%, 10/01/53 FR 3133CFVA4 - - 1,759,876 $1,798,976 $1,798,976 0.03 $1,789,834
FNMA 30yr Pool#MA3521 4.000% 01-Nov-2048, 4.00%, 11/01/48 FN 31418C4F8 - - 1,814,288 $1,754,270 $1,754,270 0.03 $1,747,416
ACHV ABS Trust 2024-1PL B 6.34% 25-APR-2031, 6.34%, 04/25/31 ACHV 2024-1PL 00092BAB0 - - 1,711,961 $1,727,717 $1,727,717 0.03 $1,724,702
NRZ MSR-Collateralized Notes, Series 2021-FHT1 A 3.104% 25-JUL-2026, 3.10%, 07/25/26 NZES 2021-FHT1 62955MAB2 - - 1,753,609 $1,722,729 $1,722,729 0.03 $1,721,217
Chase Mortgage Reference Notes, Series 2021-CL1 M2 5.53279% 25-FEB-2050, 5.53%, 02/25/50 CHASE 2021-CL1 46591HBY5 - - 1,728,862 $1,718,562 $1,718,562 0.03 $1,692,076
FHLMC 30yr Pool#SD0943 3.500% 01-Apr-2052, 3.50%, 04/01/52 FR 3132DNBL6 - - 1,814,843 $1,707,747 $1,707,747 0.03 $1,701,748
PRPM 2025-RCF3 LLC 5.25% 55, 5.25%, 07/25/55 PRPM 2025-RCF3 69392PAC9 - - 1,700,000 $1,693,360 $1,693,360 0.03 $1,684,931
Fannie Mae Pool|4|08/01/2050, 4.00%, 08/01/50 FN 3140X8UA3 - - 1,757,757 $1,692,240 $1,692,240 0.03 $1,685,600
FHLMC 30yr Pool#QA2039 3.000% 01-Aug-2049, 3.00%, 08/01/49 FR 31334YHQ3 - - 1,826,395 $1,663,676 $1,663,676 0.02 $1,658,501
FHLMC 30yr Pool#SD4456 4.000% 01-Aug-2050, 4.00%, 08/01/50 FR 3132E05R9 - - 1,687,953 $1,629,700 $1,629,700 0.02 $1,623,323
Bayview Opportunity Master Fund VII Trust 2024-CAR1 C 5.68279% 25-DEC-2031, 5.68%, 12/26/31 BVCLN 2024-CAR1 07336QAC6 - - 1,601,045 $1,617,596 $1,617,596 0.02 $1,606,515
FNMA 30yr Pool#CB2681 3.500% 01-Jan-2052, 3.50%, 01/01/52 FN 3140QM6T6 - - 1,718,090 $1,616,837 $1,616,837 0.02 $1,611,158
FHLMC 30yr Pool#QG4340 6.500% 01-Jun-2053, 6.50%, 06/01/53 FR 3133C4ZD9 - - 1,547,612 $1,614,789 $1,614,789 0.02 $1,605,288
FNMA 30yr Pool#BY0327 6.500% 01-May-2053, 6.50%, 05/01/53 FN 3140NGLH1 - - 1,517,652 $1,582,332 $1,582,332 0.02 $1,573,015
Ally Bank Auto Credit-Linked Notes, Series 2024-A D 6.315% 15-MAY-2032, 6.31%, 05/17/32 ABCLN 2024-A 02007GZ71 - - 1,554,142 $1,579,260 $1,579,260 0.02 $1,573,808
FHLMC 30yr Pool#QZ4132 6.000% 01-Sep-2055, 6.00%, 09/01/55 FR 31427BSW6 - - 1,495,093 $1,543,174 $1,543,174 0.02 $1,534,702
FHLMC 30yr Pool#Q58477 4.000% 01-Sep-2048, 4.00%, 09/01/48 FG 3132Y2M37 - - 1,578,606 $1,528,212 $1,528,212 0.02 $1,522,248
FNMA 30yr Pool#MA3415 4.000% 01-Jul-2048, 4.00%, 07/01/48 FN 31418CYM0 - - 1,540,160 $1,489,211 $1,489,211 0.02 $1,483,393
U.S. Auto Funding 2021-1 C 2.2% 15-MAY-2026, 2.20%, 05/15/26 USAUT 2021-1A 90355EAC5 - - 1,743,847 $1,477,644 $1,477,644 0.02 $1,475,512
FIGRE TRUST 2025-HE5 FLTG 2055 B, 5.49%, 08/25/55 FIGRE 2025-HE5 31684MAB5 - - 1,430,396 $1,441,610 $1,441,610 0.02 $1,434,200
FNMA 30yr Pool#BT8051 5.500% 01-Jan-2053, 5.50%, 01/01/53 FN 3140LW5M5 - - 1,389,783 $1,437,928 $1,437,928 0.02 $1,430,709
FNMA 30yr Pool#CA5573 4.000% 01-Apr-2050, 4.00%, 04/01/50 FN 3140QDFP4 - - 1,487,446 $1,432,004 $1,432,004 0.02 $1,426,385
FNMA 30yr Pool#CA1931 4.500% 01-Jun-2048, 4.50%, 06/01/48 FN 3140Q9ED1 - - 1,434,744 $1,426,995 $1,426,995 0.02 $1,420,897
Arivo Acceptance Auto Loan Receivables Trust 2024-1 A 6.46% 15-APR-2028, 6.46%, 04/17/28 ARIVO 2024-1A 039943AA3 - - 1,397,290 $1,408,545 $1,408,545 0.02 $1,403,531
FNMA 30yr Pool#BY1896 5.500% 01-May-2053, 5.50%, 05/01/53 FN 3140NJDA9 - - 1,363,926 $1,401,480 $1,401,480 0.02 $1,394,395
Blue Bridge Funding 2023-1 A 7.37% 15-NOV-2030, 7.37%, 11/15/30 BBEF 2023-1A 09531MAA8 - - 1,377,188 $1,391,547 $1,391,547 0.02 $1,385,908
FNMA 30yr Pool#BX7860 5.500% 01-Mar-2053, 5.50%, 03/01/53 FN 3140NCWW5 - - 1,301,814 $1,342,863 $1,342,863 0.02 $1,336,100
FNMA 30yr Pool#DB3056 5.500% 01-May-2054, 5.50%, 05/01/54 FN 3140ACME0 - - 1,269,823 $1,303,426 $1,303,426 0.02 $1,296,829
FNMA 30yr Pool#FM7725 4.500% 01-Dec-2050, 4.50%, 12/01/50 FN 3140XBSP6 - - 1,264,065 $1,253,958 $1,253,958 0.02 $1,248,586
FNMA 30yr Pool#MA3149 4.000% 01-Oct-2047, 4.00%, 10/01/47 FN 31418CQB3 - - 1,267,452 $1,228,477 $1,228,477 0.02 $1,223,688
FNMA 40yr Pool#BF0167 3.000% 01-Feb-2057, 3.00%, 02/01/57 FN 3140FXFH0 - - 1,390,765 $1,219,006 $1,219,006 0.02 $1,215,065
FHLMC 30yr Pool#QF2561 5.500% 01-Nov-2052, 5.50%, 11/01/52 FR 3133BPZ27 - - 1,180,277 $1,218,270 $1,218,270 0.02 $1,212,139
FNMA 30yr Pool#FM9138 4.000% 01-Mar-2050, 4.00%, 03/01/50 FN 3140XDEL6 - - 1,233,947 $1,193,127 $1,193,127 0.02 $1,188,466
FHLMC 30yr Pool#SD8003 4.000% 01-Jul-2049, 4.00%, 07/01/49 FR 3132DV3L7 - - 1,235,175 $1,192,548 $1,192,548 0.02 $1,187,882
FNMA 30yr Pool#BJ9181 5.000% 01-May-2048, 5.00%, 05/01/48 FN 3140HBFX1 - - 1,168,762 $1,190,938 $1,190,938 0.02 $1,185,419
Connecticut Avenue Securities, Series 2021-R02 2B1 7.65603% 25-NOV-2041, 7.48%, 11/25/41 CAS 2021-R02 20754KAF8 - - 1,150,000 $1,185,096 $1,185,096 0.02 $1,175,119
Tricolor Auto Securitization Trust 2024-1 A 6.61% 15-OCT-2027, 6.61%, 10/15/27 TAST 2024-1A 89616LAA0 - - 1,205,445 $1,183,498 $1,183,498 0.02 $1,179,071
Towd Point Mortgage Trust 2024-CES1 A1B 6.049% 25-JAN-2064, 6.05%, 01/25/64 TPMT 2024-CES1 89183CAB1 - - 1,157,895 $1,170,725 $1,170,725 0.02 $1,164,110
FNMA 30yr Pool#BX0804 5.500% 01-Nov-2052, 5.50%, 11/01/52 FN 3140N43N5 - - 1,136,341 $1,169,442 $1,169,442 0.02 $1,163,539
FHLMC 30yr Pool#QD9182 3.000% 01-Mar-2052, 3.00%, 03/01/52 FR 3133B7FX1 - - 1,293,469 $1,168,564 $1,168,564 0.02 $1,164,899
FNMA 30yr Pool#AS6811 3.000% 01-Mar-2046, 3.00%, 03/01/46 FN 3138WGR97 - - 1,263,349 $1,153,124 $1,153,124 0.02 $1,149,544
FHLMC 30yr Pool#ZT2087 4.000% 01-Jun-2049, 4.00%, 06/01/49 FR 3132AEJ80 - - 1,187,207 $1,146,235 $1,146,235 0.02 $1,141,750
FHLMC 30yr Pool#QG6538 5.500% 01-Jul-2053, 5.50%, 07/01/53 FR 3133C7HP5 - - 1,101,561 $1,139,376 $1,139,376 0.02 $1,133,654
FHLMC 30yr Pool#QG6948 5.500% 01-Jul-2053, 5.50%, 07/01/53 FR 3133C7WH6 - - 1,046,676 $1,082,521 $1,082,521 0.02 $1,077,084
FNMA 30yr Pool#AS7492 4.000% 01-Jul-2046, 4.00%, 07/01/46 FN 3138WHKE1 - - 1,099,881 $1,064,874 $1,064,874 0.02 $1,060,719
FHLMC 30yr Pool#RA1188 4.500% 01-Aug-2049, 4.50%, 08/01/49 FR 3133KGJ90 - - 1,072,239 $1,061,514 $1,061,514 0.02 $1,056,957
FNMA 30yr Pool#CB8995 5.500% 01-Aug-2054, 5.50%, 08/01/54 FN 3140QU7H3 - - 1,032,787 $1,056,269 $1,056,269 0.02 $1,050,905
FHLMC 30yr Pool#RA1087 4.500% 01-Jul-2049, 4.50%, 07/01/49 FR 3133KGF45 - - 1,062,508 $1,051,880 $1,051,880 0.02 $1,047,364
FHLMC 30yr Pool#QG3885 6.500% 01-Jun-2053, 6.50%, 06/01/53 FR 3133C4J62 - - 969,999 $1,012,104 $1,012,104 0.02 $1,006,149
FNMA 30yr Pool#BV4203 3.500% 01-Apr-2052, 3.50%, 04/01/52 FN 3140MHU56 - - 1,060,039 $996,664 $996,664 0.01 $993,160
FNMA 30yr Pool#FM1598 4.000% 01-Feb-2049, 4.00%, 02/01/49 FN 3140X4X43 - - 1,015,336 $981,748 $981,748 0.01 $977,913
FNMA 30yr Pool#BV8484 3.500% 01-Apr-2052, 3.50%, 04/01/52 FN 3140MNNA0 - - 1,029,601 $967,970 $967,970 0.01 $964,566
FNMA 30yr Pool#DA3522 5.500% 01-Oct-2053, 5.50%, 10/01/53 FN 3140A34G5 - - 924,394 $944,906 $944,906 0.01 $940,104
Lendbuzz Securitization Trust 2023-2 A2 7.09% 15-OCT-2028, 7.09%, 10/16/28 LBZZ 2023-2A 52608MAB4 - - 926,546 $940,979 $940,979 0.01 $937,330
GNMA II 30yr Pool#MA5021 4.500% 20-Feb-2048, 4.50%, 02/20/48 G2 36179TSJ5 - - 926,972 $925,571 $925,571 0.01 $921,631
FNMA 30yr Pool#CA6382 4.500% 01-Jul-2050, 4.50%, 07/01/50 FN 3140QECU4 - - 926,440 $919,032 $919,032 0.01 $915,095
FHLMC 30yr Pool#ZM8197 4.000% 01-Sep-2048, 4.00%, 09/01/48 FR 3131Y3DA1 - - 939,234 $908,164 $908,164 0.01 $904,616
FHLMC 30yr Pool#QG7338 6.000% 01-Jul-2053, 6.00%, 07/01/53 FR 3133C8EK7 - - 838,395 $868,324 $868,324 0.01 $863,573
BX Commercial Mortgage Trust 2021-21M A 4.877% 15-OCT-2036, 4.88%, 10/15/36 BX 2021-21M 05609CAA5 - - 862,801 $863,254 $863,254 0.01 $860,799
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-DNA5 M2 5.83279% 25-JAN-2034, 5.83%, 01/25/34 STACR 2021-DNA5 35564KHE2 - - 851,059 $854,299 $854,299 0.01 $853,058
FNMA 30yr Pool#AB9341 3.000% 01-May-2043, 3.00%, 05/01/43 FN 31417GLX2 - - 901,410 $837,465 $837,465 0.01 $834,911
Gracie Point International Funding, Series 2023-2 A 6.60559% 01-MAR-2027, 6.61%, 03/01/27 GPIF 2023-2A 38410JAA0 - - 808,251 $819,483 $819,483 0.01 $809,991
FNMA 30yr Pool#BN4541 4.000% 01-Feb-2049, 4.00%, 02/01/49 FN 3140JMBK7 - - 825,582 $798,272 $798,272 0.01 $795,153
FREMF 2019-KF70 Mortgage Trust C 10.42205% 25-SEP-2029, 10.42%, 09/25/29 FREMF 2019-KF70 30298UAJ0 - - 789,970 $788,143 $788,143 0.01 $780,287
FNMA 30yr Pool#BY0782 5.500% 01-Apr-2053, 5.50%, 04/01/53 FN 3140NG2Q2 - - 743,357 $768,026 $768,026 0.01 $764,165
FHLMC 30yr Pool#ZT1926 3.000% 01-Nov-2043, 3.00%, 11/01/43 FR 3132AED78 - - 828,465 $762,493 $762,493 0.01 $760,146
ACHV ABS Trust 2024-1PL C 6.42% 25-APR-2031, 6.42%, 04/25/31 ACHV 2024-1PL 00092BAC8 - - 748,297 $755,736 $755,736 0.01 $754,402
FHLMC 30yr Pool#RA1999 4.500% 01-Jan-2050, 4.50%, 01/01/50 FR 3133KHGG5 - - 750,732 $743,223 $743,223 0.01 $740,032
FNMA 30yr Pool#BY0866 5.500% 01-May-2053, 5.50%, 05/01/53 FN 3140NG6C9 - - 702,253 $721,589 $721,589 0.01 $717,942
ACHM Trust 2024-HE1 B 7.26% 25-MAY-2039, 7.26%, 05/25/39 ACHM 2024-HE1 00449TAB1 - - 694,715 $719,462 $719,462 0.01 $718,061
GNMA II 30yr Pool#MA5264 4.000% 20-Jun-2048, 4.00%, 06/20/48 G2 36179TZ57 - - 728,169 $703,960 $703,960 0.01 $701,209
Connecticut Avenue Securities Trust 2022-R01 1M1 5.35603% 25-DEC-2041, 5.18%, 12/25/41 CAS 2022-R01 20754LAA7 - - 611,471 $690,524 $690,524 0.01 $611,764
NRZ Excess Spread-Collateralized Notes, Series 2020-PLS1 A 3.844% 25-DEC-2025, 3.84%, 12/25/25 NZES 2020-PLS1 433674AA6 - - 671,134 $670,186 $670,186 0.01 $669,469
FHLMC 30yr Pool#QD6555 3.000% 01-Feb-2052, 3.00%, 02/01/52 FR 3133B4H81 - - 737,085 $665,991 $665,991 0.01 $663,903
FNMA 30yr Pool#BW0343 4.500% 01-May-2052, 4.50%, 05/01/52 FN 3140MRLZ8 - - 634,196 $624,646 $624,646 0.01 $621,951
FHLMC 30yr Pool#QE1073 3.500% 01-Apr-2052, 3.50%, 04/01/52 FR 3133BAFN6 - - 650,323 $611,395 $611,395 0.01 $609,245
FHLMC 30yr Pool#SD8047 4.500% 01-Feb-2050, 4.50%, 02/01/50 FR 3132DV5G6 - - 604,857 $600,530 $600,530 0.01 $597,960
FNMA 30yr Pool#AL6842 4.000% 01-May-2045, 4.00%, 05/01/45 FN 3138EPS88 - - 605,579 $589,236 $589,236 0.01 $586,948
MHC Commercial Mortgage Trust 2021-MHC A 4.948442% 15-APR-2038, 4.95%, 04/15/38 MHC 2021-MHC 55316VAA2 - - 586,117 $587,349 $587,349 0.01 $585,658
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA2 M1A 5.48279% 25-FEB-2042, 5.48%, 02/25/42 STACR 2022-DNA2 35564KRE1 - - 534,138 $583,527 $583,527 0.01 $535,199
Sequoia Mortgage Trust 2013-5 A1 2.5% 25-MAY-2043, 2.50%, 05/25/43 SEMT 2013-5 81745AAA5 - - 652,557 $582,744 $582,744 0.01 $581,204
FNMA 30yr Pool#BK9507 4.000% 01-Oct-2048, 4.00%, 10/01/48 FN 3140HPR58 - - 596,745 $579,547 $579,547 0.01 $577,292
FNMA 30yr Pool#AZ0869 4.000% 01-Jul-2045, 4.00%, 07/01/45 FN 3138YR6F0 - - 521,481 $508,836 $508,836 0.01 $506,866
FHLMC 15yr Pool#SB0116 2.500% 01-Nov-2034, 2.50%, 11/01/34 FR 3132CWDV3 - - 524,367 $499,991 $499,991 0.01 $498,753
FHLMC 30yr Pool#QD9191 3.500% 01-Apr-2052, 3.50%, 04/01/52 FR 3133B7F86 - - 501,655 $471,664 $471,664 0.01 $470,005
Towd Point Mortgage Trust 2024-CES2 A1B 6.35% 25-FEB-2064, 6.35%, 02/25/64 TPMT 2024-CES2 89182JAB7 - - 446,218 $452,494 $452,494 0.01 $449,818
Connecticut Avenue Securities, Series 2021-R03 1M1 5.03279% 25-DEC-2041, 5.03%, 12/25/41 CAS 2021-R03 20754AAA1 - - 433,223 $433,525 $433,525 0.01 $432,980
FHLMC 30yr Pool#SD1414 4.000% 01-Oct-2050, 4.00%, 10/01/50 FR 3132DNSB0 - - 438,774 $423,632 $423,632 0.01 $421,974
FNMA 30yr Pool#CB4329 3.500% 01-Jul-2052, 3.50%, 07/01/52 FN 3140QPY35 - - 443,826 $417,462 $417,462 0.01 $415,995
JP Morgan Mortgage Trust 2015-4 AM 3.0% 25-JUN-2045, 3.00%, 06/25/45 JPMMT 2015-4 46644VBP0 - - 468,349 $411,103 $411,103 0.01 $409,776
FNMA 30yr Pool#CA4646 3.000% 01-Feb-2048, 3.00%, 02/01/48 FN 3140QCEU6 - - 436,060 $401,288 $401,288 0.01 $400,053
FNMA 30yr Pool#BV6879 4.500% 01-Apr-2052, 4.50%, 04/01/52 FN 3140MLUD0 - - 406,658 $400,598 $400,598 0.01 $398,869
FHLMC 30yr Pool#QG3397 6.000% 01-May-2053, 6.00%, 05/01/53 FR 3133C3X27 - - 375,757 $389,170 $389,170 0.01 $387,041
FNMA 30yr Pool#BV7632 4.500% 01-Apr-2052, 4.50%, 04/01/52 FN 3140MMPS1 - - 367,470 $361,994 $361,994 0.01 $360,432
FHLMC 30yr Pool#QA8274 3.500% 01-Mar-2050, 3.50%, 03/01/50 FR 3133A3FP8 - - 389,009 $361,988 $361,988 0.01 $360,702
FNMA 30yr Pool#FM3447 4.000% 01-Nov-2049, 4.00%, 11/01/49 FN 3140X6ZM6 - - 359,916 $348,650 $348,650 0.01 $347,291
FHLMC 30yr Pool#SD1966 4.000% 01-Nov-2052, 4.00%, 11/01/52 FR 3132DPFF0 - - 332,691 $318,766 $318,766 0.00 $317,509
FHLMC 30yr Pool#ZN6461 4.000% 01-May-2049, 4.00%, 05/01/49 FR 3131YDFA7 - - 325,599 $314,426 $314,426 0.00 $313,196
FNMA 30yr Pool#AR9225 3.000% 01-Mar-2043, 3.00%, 03/01/43 FN 3138W7HB3 - - 330,688 $305,565 $305,565 0.00 $304,628
FHLMC 30yr Pool#ZT0391 4.000% 01-Nov-2047, 4.00%, 11/01/47 FR 3132ACNG1 - - 301,133 $293,700 $293,700 0.00 $292,562
FNMA 30yr Pool#FS2548 4.000% 01-Mar-2051, 4.00%, 03/01/51 FN 3140XHZN0 - - 302,753 $292,305 $292,305 0.00 $291,161
FHLMC 30yr Pool#QA5150 4.500% 01-Dec-2049, 4.50%, 12/01/49 FR 31346YWK5 - - 294,396 $292,290 $292,290 0.00 $291,039
FNMA 30yr Pool#FS2238 4.000% 01-Mar-2051, 4.00%, 03/01/51 FN 3140XHPY7 - - 295,202 $285,437 $285,437 0.00 $284,322
FNMA 30yr Pool#AS8649 3.000% 01-Jan-2047, 3.00%, 01/01/47 FN 3138WJTF5 - - 306,455 $279,457 $279,457 0.00 $278,589
Fannie Mae REMIC Trust 2017-9 VL 3.0% 25-JUL-2028, 3.00%, 07/25/28 FNR 2017-9 3136AVYH6 - - 263,867 $261,870 $261,870 0.00 $261,122
FNMA 30yr Pool#BN3899 4.000% 01-Dec-2048, 4.00%, 12/01/48 FN 3140JLKM5 - - 270,800 $261,842 $261,842 0.00 $260,819
FHLMC 30yr Pool#QA1615 3.500% 01-Aug-2049, 3.50%, 08/01/49 FR 31334XYL7 - - 271,649 $254,309 $254,309 0.00 $253,411
FHLMC 30yr Pool#ZN4240 4.500% 01-Dec-2048, 4.50%, 12/01/48 FR 3131YAV98 - - 250,075 $249,358 $249,358 0.00 $248,296
Reach ABS Trust 2024-1 A 6.3% 15-FEB-2031, 6.30%, 02/18/31 REACH 2024-1A 75526PAA9 - - 244,538 $245,621 $245,621 0.00 $244,765
FNMA 30yr Pool#MA3908 4.500% 01-Jan-2050, 4.50%, 01/01/50 FN 31418DKW1 - - 237,105 $235,409 $235,409 0.00 $234,401
Fannie Mae REMIC Trust 2012-126 SY 0.0% 25-NOV-2042, 0.00%, 11/25/42 FNR 2012-126 3136A9ZR2 - - 473,554 $234,393 $234,393 0.00 $234,393
FHLMC 15yr Pool#SB0040 2.500% 01-Dec-2033, 2.50%, 12/01/33 FR 3132CWBH6 - - 239,330 $231,723 $231,723 0.00 $231,158
FNMA 30yr Pool#MA3687 4.000% 01-Jun-2049, 4.00%, 06/01/49 FN 31418DCZ3 - - 235,116 $227,002 $227,002 0.00 $226,114
FNMA 30yr Pool#BW0081 4.500% 01-Apr-2052, 4.50%, 04/01/52 FN 3140MRCT2 - - 229,906 $226,444 $226,444 0.00 $225,467
FNMA 30yr Pool#BE3616 4.000% 01-May-2047, 4.00%, 05/01/47 FN 3140FPAS8 - - 228,429 $223,060 $223,060 0.00 $222,197
FNMA 30yr Pool#MA1327 3.000% 01-Jan-2043, 3.00%, 01/01/43 FN 31418APM4 - - 240,351 $221,211 $221,211 0.00 $220,530
GNMA II 30yr Pool#MA5192 4.000% 20-May-2048, 4.00%, 05/20/48 G2 36179TXV2 - - 218,173 $211,124 $211,124 0.00 $210,300
FNMA 30yr Pool#BO9819 4.500% 01-Dec-2049, 4.50%, 12/01/49 FN 3140K54D6 - - 210,191 $208,687 $208,687 0.00 $207,794
FHLMC 30yr Pool#RA1088 4.500% 01-Jul-2049, 4.50%, 07/01/49 FR 3133KGF52 - - 204,004 $202,544 $202,544 0.00 $201,677
FNMA 30yr Pool#AB6280 3.000% 01-Sep-2042, 3.00%, 09/01/42 FN 31417C6S9 - - 194,980 $179,453 $179,453 0.00 $178,901
FHLMC 30yr Pool#SD8040 4.500% 01-Jan-2050, 4.50%, 01/01/50 FR 3132DV4Z5 - - 179,630 $178,345 $178,345 0.00 $177,581
FNMA 30yr Pool#BO2983 3.000% 01-Sep-2049, 3.00%, 09/01/49 FN 3140JXJ58 - - 194,780 $177,692 $177,692 0.00 $177,140
FNMA 30yr Pool#CA4185 4.500% 01-Sep-2049, 4.50%, 09/01/49 FN 3140QBUK2 - - 176,574 $175,310 $175,310 0.00 $174,560
FNMA 30yr Pool#CA4035 4.500% 01-Aug-2049, 4.50%, 08/01/49 FN 3140QBPV4 - - 171,826 $170,597 $170,597 0.00 $169,867
FNMA 30yr Pool#BV7132 4.500% 01-Apr-2052, 4.50%, 04/01/52 FN 3140ML4S6 - - 161,854 $159,417 $159,417 0.00 $158,729
FHLMC 30yr Pool#ZT1320 4.000% 01-Nov-2048, 4.00%, 11/01/48 FR 3132ADPD4 - - 162,690 $157,309 $157,309 0.00 $156,694
FHLMC 30yr Pool#ZA7158 4.500% 01-Jun-2049, 4.50%, 06/01/49 FR 31329Q5T4 - - 157,752 $156,174 $156,174 0.00 $155,504
FNMA 30yr Pool#AB7563 3.000% 01-Jan-2043, 3.00%, 01/01/43 FN 31417EMM0 - - 167,651 $155,047 $155,047 0.00 $154,572
FNMA 30yr Pool#FS2546 4.000% 01-Mar-2051, 4.00%, 03/01/51 FN 3140XHZL4 - - 154,406 $149,298 $149,298 0.00 $148,715
GNMA II 30yr Pool#MA5753 4.000% 20-Feb-2049, 4.00%, 02/20/49 G2 36179UMA7 - - 145,834 $137,097 $137,097 0.00 $136,546
FNMA 30yr Pool#MA1229 3.000% 01-Oct-2042, 3.00%, 10/01/42 FN 31418ALK2 - - 145,860 $134,894 $134,894 0.00 $134,481
FNMA 30yr Pool#BW0072 4.500% 01-Apr-2052, 4.50%, 04/01/52 FN 3140MRCJ4 - - 136,507 $134,451 $134,451 0.00 $133,871
FNMA 30yr Pool#BV7131 4.500% 01-Apr-2052, 4.50%, 04/01/52 FN 3140ML4R8 - - 129,268 $127,321 $127,321 0.00 $126,772
GNMA II 30yr Pool#BF6874 4.500% 20-Jul-2048, 4.50%, 07/20/48 G2 3617GDT77 - - 127,023 $125,819 $125,819 0.00 $125,279
GNMA II 30yr Pool#MA5866 4.000% 20-Apr-2049, 4.00%, 04/20/49 G2 36179UQT2 - - 132,719 $125,214 $125,214 0.00 $124,712
FNMA 20yr Pool#AB9283 3.000% 01-Apr-2038, 3.00%, 04/01/38 FN 31417GJ56 - - 132,770 $123,351 $123,351 0.00 $122,975
Santander Bank Auto Credit-Linked Notes, Series 2023-A B 6.493% 15-JUN-2033, 6.49%, 06/15/33 SBCLN 2023-A 80290CBU7 - - 113,580 $114,176 $114,176 0.00 $113,766
FNMA 30yr Pool#BM3282 3.500% 01-Dec-2047, 3.50%, 12/01/47 FN 3140J7UG8 - - 114,888 $109,198 $109,198 0.00 $108,819
GNMA II 30yr Pool#BK5879 4.500% 20-Nov-2048, 4.50%, 11/20/48 G2 3617J6Q80 - - 111,629 $109,136 $109,136 0.00 $108,662
FNMA 30yr Pool#CA3683 4.500% 01-Jun-2049, 4.50%, 06/01/49 FN 3140QBCV8 - - 109,005 $108,225 $108,225 0.00 $107,762
FHLMC 30yr Pool#ZT1633 4.000% 01-Mar-2047, 4.00%, 03/01/47 FR 3132ADY69 - - 110,356 $107,680 $107,680 0.00 $107,263
FHLMC 30yr Pool#QE0318 4.500% 01-Mar-2052, 4.50%, 03/01/52 FR 3133B9K78 - - 108,383 $106,768 $106,768 0.00 $106,307
FNMA 30yr Pool#CA0108 3.500% 01-Aug-2047, 3.50%, 08/01/47 FN 3140Q7DN4 - - 106,867 $101,575 $101,575 0.00 $101,222
FHLMC 30yr Pool#ZM7577 4.500% 01-Aug-2048, 4.50%, 08/01/48 FR 3131Y2M21 - - 100,110 $99,569 $99,569 0.00 $99,144
Fannie Mae REMIC Trust 2013-130 FN 4.64727% 25-OCT-2042, 4.65%, 10/25/42 FNR 2013-130 3136AHG53 - - 91,687 $90,753 $90,753 0.00 $90,635
FNMA 30yr Pool#BJ8459 3.000% 01-Aug-2049, 3.00%, 08/01/49 FN 3140HAMH0 - - 99,941 $89,013 $89,013 0.00 $88,730
FNMA 30yr Pool#BO4113 3.000% 01-Aug-2049, 3.00%, 08/01/49 FN 3140JYSB3 - - 90,994 $81,045 $81,045 0.00 $80,787
FHLMC 30yr Pool#ZM7926 5.000% 01-Sep-2048, 5.00%, 09/01/48 FR 3131Y2YX0 - - 77,858 $78,993 $78,993 0.00 $78,625
Sequoia Mortgage Trust 2019-CH3 A19 4.0% 25-OCT-2049, 4.00%, 09/25/49 SEMT 2019-CH3 81748GBN0 - - 80,538 $75,031 $75,031 0.00 $74,727
FHLMC 30yr Pool#QA2159 3.000% 01-Aug-2049, 3.00%, 08/01/49 FR 31334YMG9 - - 82,889 $73,826 $73,826 0.00 $73,591
FNMA 30yr Pool#MA1447 3.000% 01-May-2043, 3.00%, 05/01/43 FN 31418ATD0 - - 77,582 $71,688 $71,688 0.00 $71,469
FNMA 30yr Pool#AS8547 3.000% 01-Nov-2046, 3.00%, 11/01/46 FN 3138WJP93 - - 71,727 $65,130 $65,130 0.00 $64,927
FNMA 30yr Pool#BD2453 3.000% 01-Jan-2047, 3.00%, 01/01/47 FN 3140F9WP6 - - 68,644 $63,027 $63,027 0.00 $62,833
Fannie Mae REMIC Trust 2010-109 BS 6.28056% 25-OCT-2040, 6.28%, 10/25/40 FNR 2010-109 31398NTM6 - - 41,248 $59,243 $59,243 0.00 $59,000
Fannie Mae REMIC Trust 2006-20 GF 4.82051% 25-APR-2036, 4.65%, 04/25/36 FNR 2006-20 31395BU43 - - 55,306 $54,969 $54,969 0.00 $54,897
FHLMC 15yr Pool#ZK8962 3.000% 01-Sep-2032, 3.00%, 09/01/32 FR 3131XC5X1 - - 54,127 $52,852 $52,852 0.00 $52,699
FHLMC 15yr Pool#ZS7403 3.000% 01-May-2031, 3.00%, 05/01/31 FR 3132A8GL7 - - 50,422 $49,527 $49,527 0.00 $49,384
Freddie Mac Multiclass Certificates, Series 3380 FM 5.07656% 15-OCT-2037, 4.94%, 10/15/37 FHR 3380 31397KTJ0 - - 44,583 $44,643 $44,643 0.00 $44,521
FNMA 15yr Pool#BO5957 3.000% 01-Dec-2034, 3.00%, 12/01/34 FN 3140K1TP1 - - 44,457 $43,057 $43,057 0.00 $42,931
Freddie Mac Multiclass Certificates, Series 3721 FB 4.98656% 15-SEP-2040, 4.85%, 09/15/40 FHR 3721 3137GAD20 - - 42,933 $42,923 $42,923 0.00 $42,807
FNMA 30yr Pool#BO1857 4.500% 01-Aug-2049, 4.50%, 08/01/49 FN 3140JWB33 - - 42,947 $42,640 $42,640 0.00 $42,457
Ginnie Mae REMIC Trust 2008-013 FB 4.74992% 20-FEB-2038, 4.65%, 02/20/38 GNR 2008-13 38375PNL1 - - 39,881 $39,897 $39,897 0.00 $39,820
FNMA 30yr Pool#BC0870 3.500% 01-Jan-2046, 3.50%, 01/01/46 FN 3140EU6G9 - - 37,850 $35,739 $35,739 0.00 $35,614
FNMA 15yr Pool#BO7717 3.000% 01-Nov-2034, 3.00%, 11/01/34 FN 3140K3SF0 - - 33,555 $32,574 $32,574 0.00 $32,479
FHLMC 15yr Pool#ZK9163 3.000% 01-Jan-2033, 3.00%, 01/01/33 FR 3131XDFC4 - - 32,123 $31,350 $31,350 0.00 $31,259
Ginnie Mae REMIC Trust 2007-040 FG 4.56992% 20-JUL-2037, 4.47%, 07/20/37 GNR 2007-40 38375KZS4 - - 30,474 $30,242 $30,242 0.00 $30,185
Ginnie Mae REMIC Trust 2004-069 CF 4.54552% 20-JUL-2034, 4.55%, 07/20/34 GNR 2004-69 38374JAT3 - - 26,397 $26,387 $26,387 0.00 $26,337
Fannie Mae REMIC Trust 2013-2 QF 4.97051% 25-FEB-2043, 4.80%, 02/25/43 FNR 2013-2 3136AB4P5 - - 24,242 $24,218 $24,218 0.00 $24,185
Ginnie Mae REMIC Trust 2007-059 FA 4.74992% 20-OCT-2037, 4.65%, 10/20/37 GNR 2007-59 38375LPU8 - - 24,178 $24,148 $24,148 0.00 $24,101
FHLMC 30yr Pool#ZN2165 4.500% 01-Dec-2048, 4.50%, 12/01/48 FR 3131Y8MN2 - - 23,477 $23,482 $23,482 0.00 $23,382
Ginnie Mae REMIC Trust 2010-133 FD 4.57632% 16-OCT-2040, 4.58%, 10/16/40 GNR 2010-133 38377MHV1 - - 22,175 $22,211 $22,211 0.00 $22,157
Ginnie Mae REMIC Trust 2008-016 FC 4.74992% 20-FEB-2038, 4.65%, 02/20/38 GNR 2008-16 383742FU2 - - 19,503 $19,512 $19,512 0.00 $19,474
Ginnie Mae REMIC Trust 2007-037 FW 4.55992% 20-JUN-2037, 4.46%, 06/20/37 GNR 2007-37 38375KNR9 - - 19,391 $19,260 $19,260 0.00 $19,224
Ginnie Mae REMIC Trust 2004-059 FP 4.44632% 16-AUG-2034, 4.45%, 08/16/34 GNR 2004-59 38374HYS3 - - 18,764 $18,707 $18,707 0.00 $18,663
Ginnie Mae REMIC Trust 2005-065 FA 4.39992% 20-AUG-2035, 4.30%, 08/20/35 GNR 2005-65 38374LL25 - - 18,776 $18,573 $18,573 0.00 $18,540
Freddie Mac Multiclass Certificates, Series 2426 FL 5.13656% 15-MAR-2032, 5.00%, 03/15/32 FHR 2426 31339W7G5 - - 16,963 $17,042 $17,042 0.00 $16,995
Fannie Mae REMIC Trust 2002-53 FK 4.87051% 25-APR-2032, 4.70%, 04/25/32 FNR 2002-53 31392EHN3 - - 16,851 $16,813 $16,813 0.00 $16,791
FHLMC 30yr Pool#ZT0252 3.000% 01-Dec-2047, 3.00%, 12/01/47 FR 3132ACH52 - - 17,325 $15,908 $15,908 0.00 $15,858
Ginnie Mae REMIC Trust 2005-048 AF 4.44992% 20-JUN-2035, 4.35%, 06/20/35 GNR 2005-48 38374LHM6 - - 15,901 $15,755 $15,755 0.00 $15,726
Fannie Mae REMIC Trust 2005-83 KT 4.77051% 25-OCT-2035, 4.60%, 10/25/35 FNR 2005-83 31394FUL7 - - 14,524 $14,427 $14,427 0.00 $14,408
Fannie Mae REMIC Trust 2007-89 GF 4.99051% 25-SEP-2037, 4.82%, 09/25/37 FNR 2007-89 31396XPM0 - - 13,510 $13,530 $13,530 0.00 $13,512
Freddie Mac Multiclass Certificates, Series 2551 FD 4.88656% 15-JAN-2033, 4.75%, 01/15/33 FHR 2551 31393JAZ1 - - 12,302 $12,292 $12,292 0.00 $12,260
FHLMC 30yr Pool#ZM2269 3.000% 01-Dec-2046, 3.00%, 12/01/46 FR 3131XVQW8 - - 12,613 $11,573 $11,573 0.00 $11,537
Ginnie Mae REMIC Trust 2012-075 FP 4.54992% 20-JUL-2041, 4.45%, 07/20/41 GNR 2012-75 38378EZ55 - - 11,542 $11,525 $11,525 0.00 $11,504
Ginnie Mae REMIC Trust 2007-061 FA 4.74992% 20-OCT-2037, 4.65%, 10/20/37 GNR 2007-61 38375LLN8 - - 10,071 $10,059 $10,059 0.00 $10,039
Freddie Mac Multiclass Certificates, Series 2410, excluding Group 6 FX 4.83656% 15-FEB-2032, 4.70%, 02/15/32 FHR 2410 31339NJN7 - - 9,765 $9,753 $9,753 0.00 $9,727
Fannie Mae REMIC Trust 2010-123 FL 4.90051% 25-NOV-2040, 4.73%, 11/25/40 FNR 2010-123 31398N2W3 - - 9,438 $9,413 $9,413 0.00 $9,400
FNMA 15yr Pool#AS8207 2.500% 01-Oct-2031, 2.50%, 10/01/31 FN 3138WJDM7 - - 9,598 $9,300 $9,300 0.00 $9,277
GNMA II 30yr Pool#BK6072 5.000% 20-Jan-2049, 5.00%, 01/20/49 G2 3617J6W91 - - 9,055 $9,183 $9,183 0.00 $9,140
Freddie Mac Multiclass Certificates, Series 3028 FM 4.73656% 15-SEP-2035, 4.60%, 09/15/35 FHR 3028 31396AFB5 - - 8,532 $8,515 $8,515 0.00 $8,493
FNMA 15yr Pool#BM1036 2.500% 01-Feb-2032, 2.50%, 02/01/32 FN 3140J5EJ4 - - 8,383 $8,120 $8,120 0.00 $8,101
Fannie Mae REMIC Trust 2003-87 FG 4.97051% 25-SEP-2033, 4.80%, 09/25/33 FNR 2003-87 31393E4W6 - - 8,047 $8,049 $8,049 0.00 $8,039
FNMA 15yr Pool#AS7643 2.500% 01-Aug-2031, 2.50%, 08/01/31 FN 3138WHP55 - - 8,286 $8,031 $8,031 0.00 $8,011
Fannie Mae REMIC Trust 2012-100 FG 4.87051% 25-SEP-2042, 4.70%, 09/25/42 FNR 2012-100 3136A8QW3 - - 7,630 $7,566 $7,566 0.00 $7,556
Freddie Mac Multiclass Certificates, Series 3738 FD 4.78656% 15-AUG-2040, 4.65%, 08/15/40 FHR 3738 3137GAYQ4 - - 7,393 $7,408 $7,408 0.00 $7,389
Fannie Mae REMIC Trust 2002-16 VF 5.02051% 25-APR-2032, 4.85%, 04/25/32 FNR 2002-16 31392CWW0 - - 7,159 $7,170 $7,170 0.00 $7,161
Ginnie Mae REMIC Trust 2007-018 FD 4.54992% 20-APR-2037, 4.45%, 04/20/37 GNR 2007-18 38375JC86 - - 7,036 $6,984 $6,984 0.00 $6,970
Ginnie Mae REMIC Trust 2010-006 FG 4.74632% 16-JAN-2040, 4.75%, 01/16/40 GNR 2010-6 38376TSC7 - - 6,858 $6,892 $6,892 0.00 $6,875
FHLMC 15yr Pool#ZK8405 2.500% 01-Dec-2031, 2.50%, 01/22/31 FR 3131XCKS5 - - 7,092 $6,863 $6,863 0.00 $6,846
Fannie Mae REMIC Trust 2010-95 FB 4.87051% 25-SEP-2040, 4.70%, 09/25/40 FNR 2010-95 31398NEX8 - - 6,155 $6,141 $6,141 0.00 $6,133
FNMA 30yr Pool#MA3694 4.500% 01-Jul-2049, 4.50%, 07/01/49 FN 31418DC83 - - 4,507 $4,475 $4,475 0.00 $4,456
Ginnie Mae REMIC Trust 1999-27 FE 4.54632% 16-AUG-2029, 4.55%, 08/16/29 GNR 1999-27 3837H2WA3 - - 2,213 $2,218 $2,218 0.00 $2,211
FHLMC 30yr Pool#ZN0650 3.000% 01-Mar-2043, 3.00%, 03/01/43 FR 3131Y6WK1 - - 2,200 $2,033 $2,033 0.00 $2,026
Freddie Mac Multiclass Certificates, Series 2469 FE 4.98656% 15-JUL-2032, 4.85%, 07/15/32 FHR 2469 31392RC58 - - 1,735 $1,738 $1,738 0.00 $1,733
Ginnie Mae REMIC Trust 2010-125 VF 4.59992% 20-JUN-2040, 4.50%, 06/20/40 GNR 2010-125 38377JYJ6 - - 364.00 $363 $363 0.00 $362
FREED ABS Trust 2021-3FP D 2.37% 18-NOV-2028, 2.37%, 11/20/28 FREED 2021-3FP 30322MAD1 - - - $180 $180 0.00 $0
US 5YR NOTE (CBT) Dec25 DEC 25 FVZ5 FUTURES_USD - 3,000 $327,820,314 $0 0.00 $0
US ULTRA BOND CBT Dec25 DEC 25 WNZ5 FUTURES_USD - -309.00 $-37,485,562 $0 0.00 $0
US 10yr Ultra Fut Dec25 DEC 25 UXYZ5 FUTURES_USD - -1,271 $-146,899,797 $0 0.00 $0
US 10YR NOTE (CBT)Dec25 DEC 25 TYZ5 FUTURES_USD - -230.00 $-25,939,688 $0 0.00 $0
UMBS TBA 30yr 6.5% November Delivery, 6.50%, 11/13/25 FNCL 01F0626B2 - - -46,251,000 $-47,889,673 $-47,889,673 -0.72 $-47,889,673
UMBS TBA 30yr 3.5% November Delivery, 3.50%, 11/13/25 FNCL 01F0326B5 - - -95,653,000 $-88,222,292 $-88,222,292 -1.32 $-88,222,292
UMBS TBA 30yr 5% November Delivery, 5.00%, 11/13/25 FNCL 01F0506B7 - - -410,323,826 $-408,499,526 $-408,499,526 -6.11 $-408,499,526
UMBS TBA 30yr 5.5% November Delivery, 5.50%, 11/13/25 FNCL 01F0526B3 - - -486,618,400 $-491,839,815 $-491,839,815 -7.35 $-491,839,815
UMBS TBA 30yr 4.5% November Delivery, 4.50%, 11/13/25 FNCL 01F0426B4 - - -508,608,342 $-496,065,043 $-496,065,043 -7.42 $-496,065,043
UMBS TBA 30yr 6% November Delivery, 6.00%, 11/13/25 FNCL 01F0606B6 - - -490,162,167 $-501,313,356 $-501,313,356 -7.49 $-501,313,356
UMBS TBA 30yr 4% November Delivery, 4.00%, 11/13/25 FNCL 01F0406B8 - - -721,596,155 $-684,991,747 $-684,991,747 -10.24 $-684,991,747
SEGREGATED CASH SEGCASH - $0.00 11,582,995 $11,582,995 $11,582,995 0.17 $11,582,995
ALMSUM ALMSUM - $0.00 - $0 $0 0.00 $0
US DOLLARS USD MD_142224 - - -1,894,018,167 $-1,894,018,167 $-1,894,018,167 -28.32 $-1,894,018,167
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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