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For Individual Investors in the US

Mortgage-Backed Securities ETF Holdings

Full Portfolio Holdings

(As of October 8, 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 $1,448,138,321 $1,448,138,321 22.41 $1,448,138,321
UMBS TBA 30yr 3% November Delivery, 3.00%, 11/13/25 FNCL 01F0306B9 - - 531,345,354 $468,412,810 $468,412,810 7.26 $468,412,810
GNMA II TBA 30yr 5% October Delivery, 5.00%, 10/20/25 G2SF 21H0506A5 - - 411,201,194 $409,436,318 $409,436,318 6.34 $409,436,318
GNMA II TBA 30yr 2.5% October Delivery, 2.50%, 10/20/25 G2SF 21H0226A4 - - 405,715,414 $350,646,849 $350,646,849 5.43 $350,646,849
UMBS TBA 30yr 2% November Delivery, 2.00%, 11/13/25 FNCL 01F0206B0 - - 402,248,255 $325,517,389 $325,517,389 5.05 $325,517,389
GNMA II TBA 30yr 5.5% October Delivery, 5.50%, 10/20/25 G2SF 21H0526A1 - - 253,922,000 $255,887,356 $255,887,356 3.97 $255,887,356
GNMA II TBA 30yr 4.5% October Delivery, 4.50%, 10/20/25 G2SF 21H0426A2 - - 259,406,488 $252,429,751 $252,429,751 3.92 $252,429,751
FNMA 30yr Pool#CC1013 5.500% 01-Sep-2055, 5.50%, 09/01/55 FN 3140Y7DT2 - - 215,071,974 $219,082,573 $219,082,573 3.40 $218,655,417
FNMA 30yr Pool#CC0839 6.000% 01-Aug-2055, 6.00%, 08/01/55 FN 3140Y64Z0 - - 197,081,360 $204,821,252 $204,821,252 3.18 $202,998,978
FNMA 30yr Pool#CB9430 5.500% 01-Nov-2054, 5.50%, 11/01/54 FN 3140QVPQ1 - - 188,248,183 $192,986,300 $192,986,300 3.00 $191,303,696
GNMA II TBA 30yr 3% October Delivery, 3.00%, 10/20/25 G2SF 21H0306A7 - - 203,159,962 $182,335,050 $182,335,050 2.83 $182,335,050
Fannie Mae REMIC Trust 2025-12 FC 5.45603% 25-MAR-2055, 5.46%, 03/25/55 FNR 2025-12 3136BVFC7 - - 157,758,318 $158,249,114 $158,249,114 2.46 $157,914,384
FNMA 30yr Pool#FS7252 5.000% 01-Nov-2053, 5.00%, 11/01/53 FN 3140XPBW8 - - 145,351,107 $146,836,122 $146,836,122 2.28 $144,938,288
FNMA 30yr Pool#FA2033 6.000% 01-Jul-2054, 6.00%, 07/01/54 FN 3140W2HK0 - - 135,672,019 $144,075,806 $144,075,806 2.24 $139,745,743
UMBS TBA 30yr 6.5% November Delivery, 6.50%, 11/13/25 FNCL 01F0626B2 - - 137,391,000 $142,070,537 $142,070,537 2.21 $142,070,537
GNMA II TBA 30yr 3.5% October Delivery, 3.50%, 10/20/25 G2SF 21H0326A3 - - 147,859,377 $135,020,156 $135,020,156 2.10 $135,020,156
FNMA 30yr Pool#FA2754 4.500% 01-Jan-2049, 4.50%, 01/01/49 FN 3140W3BY4 - - 118,971,129 $120,244,529 $120,244,529 1.86 $117,703,051
FNMA 30yr Pool#FS1133 4.000% 01-Oct-2051, 4.00%, 10/01/51 FN 3140XGHK8 - - 115,349,151 $112,169,025 $112,169,025 1.74 $110,475,299
FHLMC 30yr Pool#SL0335 5.500% 01-Feb-2055, 5.50%, 02/01/55 FR 31427MLR0 - - 105,727,919 $109,431,303 $109,431,303 1.69 $107,251,733
GNMA II TBA 30yr 4% October Delivery, 4.00%, 10/20/25 G2SF 21H0406A6 - - 114,954,688 $108,349,851 $108,349,851 1.68 $108,349,851
FNMA 30yr Pool#FM7460 4.000% 01-Mar-2051, 4.00%, 03/01/51 FN 3140XBJE1 - - 108,289,085 $105,086,979 $105,086,979 1.63 $103,713,543
Freddie Mac Pool|5.5|04/01/2054, 5.50%, 04/01/54 FR 3132DSZB1 - - 101,712,037 $104,080,434 $104,080,434 1.61 $103,878,423
Freddie Mac Multiclass Certificates, Series 5544 FC 5.34839% 25-JUN-2055, 5.36%, 06/25/55 FHR 5544 3137HLNP3 - - 91,174,990 $91,627,273 $91,627,273 1.42 $91,437,364
FHLMC 30yr Pool#SL2464 4.500% 01-Dec-2048, 4.50%, 12/01/48 FR 31427PW26 - - 84,995,690 $84,710,460 $84,710,460 1.31 $84,089,746
FNMA 30yr Pool#FS9022 5.500% 01-Aug-2054, 5.50%, 08/01/54 FN 3140XRAY1 - - 80,005,565 $82,172,971 $82,172,971 1.27 $81,183,638
FHLMC 30yr Pool#SD1046 4.000% 01-Jul-2052, 4.00%, 07/01/52 FR 3132DNET6 - - 82,668,452 $79,990,858 $79,990,858 1.24 $78,918,357
FHLMC 30yr Pool#RJ4363 5.500% 01-Jun-2055, 5.50%, 06/01/55 FR 3142GUZ55 - - 76,654,284 $79,312,332 $79,312,332 1.23 $78,567,551
FNMA 30yr Pool#FS8993 6.000% 01-Jul-2054, 6.00%, 07/01/54 FN 3140XQ7F8 - - 70,730,371 $75,711,625 $75,711,625 1.17 $72,765,477
FNMA 30yr Pool#FA0574 5.500% 01-Jan-2055, 5.50%, 01/01/55 FN 3140W0T88 - - 71,438,973 $74,431,114 $74,431,114 1.15 $73,225,882
FHLMC 30yr Pool#SL1760 5.000% 01-Jul-2055, 5.00%, 07/01/55 FR 31427N5W5 - - 66,096,793 $66,991,558 $66,991,558 1.04 $66,441,740
FNMA 30yr Pool#FA0573 5.000% 01-Jan-2055, 5.00%, 01/01/55 FN 3140W0T70 - - 62,944,301 $64,206,594 $64,206,594 0.99 $63,362,470
FHLMC 30yr Pool#SL1188 5.500% 01-Apr-2055, 5.50%, 04/01/55 FR 31427NKA6 - - 59,459,763 $61,569,863 $61,569,863 0.95 $60,855,597
FHLMC 30yr Pool#QX7566 5.500% 01-Mar-2055, 5.50%, 03/01/55 FR 31426DMQ2 - - 56,285,904 $57,579,803 $57,579,803 0.89 $57,181,908
Fannie Mae REMIC Trust 2025-9 FA 5.54839% 25-MAR-2055, 5.56%, 03/25/55 FNR 2025-9 3136BVDC9 - - 51,283,015 $51,520,995 $51,520,995 0.80 $51,410,189
FNMA 30yr Pool#CB9613 5.500% 01-Dec-2054, 5.50%, 12/01/54 FN 3140QVVF8 - - 48,172,422 $49,463,047 $49,463,047 0.77 $48,954,323
FHLMC 30yr Pool#SL1146 5.000% 01-Mar-2055, 5.00%, 03/01/55 FR 31427NHY8 - - 47,904,272 $48,068,639 $48,068,639 0.74 $47,753,060
FHLMC 30yr Pool#SD7343 5.500% 01-Jan-2055, 5.50%, 01/01/55 FR 3132DVEQ4 - - 45,978,932 $47,863,134 $47,863,134 0.74 $47,065,286
FNMA 30yr Pool#FS9779 5.500% 01-Nov-2054, 5.50%, 11/01/54 FN 3140XR2M6 - - 43,484,588 $45,111,337 $45,111,337 0.70 $44,512,466
FHLMC 30yr Pool#SL0046 6.000% 01-Jan-2055, 6.00%, 01/01/55 FR 31427MBQ3 - - 40,372,386 $43,387,645 $43,387,645 0.67 $41,534,010
FNMA 30yr Pool#FA1951 6.000% 01-Jun-2055, 6.00%, 06/01/55 FN 3140W2EZ0 - - 40,492,659 $42,423,129 $42,423,129 0.66 $41,676,751
FNMA 30yr Pool#FS8121 4.000% 01-Jul-2052, 4.00%, 07/01/52 FN 3140XQAX5 - - 43,491,222 $42,126,263 $42,126,263 0.65 $41,467,958
FNMA 40yr Pool#BF0646 2.500% 01-Jun-2062, 2.50%, 06/01/62 FN 3140FXWG3 - - 49,569,642 $42,027,439 $42,027,439 0.65 $41,548,008
OBX 2025-J3 Trust|5.80757|10/25/2055, 5.81%, 10/25/55 OBX 2025-J3 67449KAU7 - - 41,886,000 $41,978,627 $41,978,627 0.65 $41,884,027
PMT Loan Trust 2025-J3|5.71456|11/27/2056, 5.71%, 11/27/56 PMTLT 2025-J3 69392XBM9 - - 41,972,000 $41,875,532 $41,875,532 0.65 $41,875,532
FNMA 30yr Pool#FS8881 4.500% 01-Sep-2053, 4.50%, 09/01/53 FN 3140XQ2P1 - - 41,096,059 $41,044,899 $41,044,899 0.63 $40,525,931
FHLMC 30yr Pool#ZT2413 4.000% 01-Feb-2041, 4.00%, 02/01/41 FR 3132AEVE3 - - 41,414,902 $40,988,835 $40,988,835 0.63 $40,434,915
New Residential Mortgage LLC 6.545% 25-MAR-2032, 6.54%, 03/25/32 NZES 2025-FHT 64832EAA7 - - 39,877,446 $40,484,041 $40,484,041 0.63 $40,382,542
FNMA 30yr Pool#FA1557 6.000% 01-May-2055, 6.00%, 05/01/55 FN 3140W1WT6 - - 38,101,379 $40,147,138 $40,147,138 0.62 $39,197,660
FHLMC 30yr Pool#SD6787 4.000% 01-May-2053, 4.00%, 05/01/53 FR 3132DURG4 - - 41,135,319 $39,733,375 $39,733,375 0.61 $39,208,809
FHLMC 30yr Pool#SL0938 4.000% 01-Jul-2050, 4.00%, 07/01/50 FR 31427NBG3 - - 38,992,160 $38,463,795 $38,463,795 0.60 $37,982,764
FHLMC 30yr Pool#SI2101 4.000% 01-Sep-2048, 4.00%, 09/01/48 FR 3133USKN0 - - 39,548,180 $38,417,335 $38,417,335 0.59 $37,952,793
FNMA 30yr Pool#FA0576 5.500% 01-Jan-2055, 5.50%, 01/01/55 FN 3140W0UA1 - - 36,146,850 $37,642,054 $37,642,054 0.58 $37,025,069
FNMA 40yr Pool#BF0598 2.500% 01-Mar-2062, 2.50%, 03/01/62 FN 3140FXUY6 - - 44,358,435 $37,560,272 $37,560,272 0.58 $37,183,570
FHLMC 30yr Pool#SL1632 4.000% 01-Nov-2053, 4.00%, 11/01/53 FR 31427NY60 - - 38,169,170 $37,037,296 $37,037,296 0.57 $36,425,779
FNMA 30yr Pool#FA2190 4.000% 01-Apr-2053, 4.00%, 04/01/53 FN 3140W2NG2 - - 38,248,585 $36,872,959 $36,872,959 0.57 $36,463,243
FNMA 30yr Pool#CB8694 6.000% 01-Jun-2054, 6.00%, 06/01/54 FN 3140QUUU8 - - 34,001,105 $36,299,287 $36,299,287 0.56 $35,502,909
FNMA 30yr Pool#FS9794 5.000% 01-Nov-2054, 5.00%, 11/01/54 FN 3140XR3C7 - - 35,570,310 $36,091,961 $36,091,961 0.56 $35,806,620
Fannie Mae Pool|6|05/01/2055, 6.00%, 05/01/55 FN 3140W3NX3 - - 34,141,479 $35,207,689 $35,207,689 0.54 $35,133,716
FHLMC 30yr Pool#SL2558 6.000% 01-Aug-2055, 6.00%, 08/01/55 FR 31427PZY3 - - 33,158,788 $34,156,795 $34,156,795 0.53 $34,112,583
FHLMC 30yr Pool#SL0208 5.000% 01-Dec-2054, 5.00%, 12/01/54 FR 31427MGS4 - - 32,844,825 $33,612,916 $33,612,916 0.52 $33,063,029
FNMA 30yr Pool#FA0635 5.000% 01-Jan-2055, 5.00%, 01/01/55 FN 3140W0V51 - - 32,692,822 $33,369,744 $33,369,744 0.52 $32,589,625
FNMA 30yr Pool#FA2446 4.500% 01-Jul-2053, 4.50%, 07/01/53 FN 3140W2WG2 - - 33,655,142 $33,264,704 $33,264,704 0.51 $33,027,884
FNMA 30yr Pool#FA0603 4.500% 01-Sep-2051, 4.50%, 09/01/51 FN 3140W0U52 - - 32,929,440 $32,953,566 $32,953,566 0.51 $32,545,366
JP MORGAN MORTGAGE TRUST 2 5.777% 55, 5.50%, 11/25/55 JPMMT 2025-5MPR 46593VAD9 - - 32,539,643 $32,948,127 $32,948,127 0.51 $32,759,217
FNMA 40yr Pool#BF0698 3.500% 01-Dec-2062, 3.50%, 12/01/62 FN 3140FXX49 - - 34,514,856 $32,284,879 $32,284,879 0.50 $31,392,020
FNMA 30yr Pool#BW7371 5.500% 01-Feb-2053, 5.50%, 02/01/53 FN 3140N0FM2 - - 29,802,366 $31,261,299 $31,261,299 0.48 $30,604,900
FNMA 30yr Pool#FS9788 5.500% 01-Nov-2054, 5.50%, 11/01/54 FN 3140XR2W4 - - 29,311,119 $30,920,258 $30,920,258 0.48 $29,792,267
FHLMC 30yr Pool#SD6982 5.000% 01-Nov-2054, 5.00%, 11/01/54 FR 3132DUXK8 - - 30,171,655 $30,601,878 $30,601,878 0.47 $30,387,562
FNMA 30yr Pool#FS3883 4.500% 01-Feb-2053, 4.50%, 02/01/53 FN 3140XKJ50 - - 30,320,809 $30,233,615 $30,233,615 0.47 $29,779,369
FNMA 30yr Pool#FS8335 4.500% 01-Jan-2051, 4.50%, 01/01/51 FN 3140XQHM2 - - 29,969,164 $30,064,400 $30,064,400 0.47 $29,619,617
FHLMC 30yr Pool#SL1291 4.000% 01-Nov-2054, 4.00%, 11/01/54 FR 31427NNH8 - - 30,855,269 $29,930,971 $29,930,971 0.46 $29,445,943
FNMA 30yr Pool#FA1798 4.000% 01-Aug-2052, 4.00%, 08/01/52 FN 3140W17L1 - - 29,996,922 $28,999,659 $28,999,659 0.45 $28,640,853
FHLMC 30yr Pool#SL0367 4.500% 01-Dec-2054, 4.50%, 12/01/54 FR 31427MMR9 - - 28,719,435 $28,597,738 $28,597,738 0.44 $28,072,059
NRM MSR-Collateralized Notes, Series 2024-FNT1 A 7.398% 25-NOV-2029, 7.40%, 11/25/31 NZES 2024-FNT1 62956YAA7 - - 27,934,712 $28,296,754 $28,296,754 0.44 $28,216,386
FNMA 30yr Pool#FS8681 4.500% 01-Oct-2050, 4.50%, 10/01/50 FN 3140XQUF2 - - 28,245,414 $28,232,714 $28,232,714 0.44 $27,915,972
FHLMC 30yr Pool#SD3271 5.500% 01-Jun-2053, 5.50%, 06/01/53 FR 3132DQT48 - - 25,385,896 $26,737,328 $26,737,328 0.41 $26,046,967
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-HQA3 M2 6.45603% 25-SEP-2041, 6.46%, 09/25/41 STACR 2021-HQA3 35564KJP5 - - 26,457,865 $26,689,285 $26,689,285 0.41 $26,622,858
METRONET INFRASTRUCTURE ISSU 5.4% 55, 5.40%, 08/20/55 MNET 2025-2A 59170JAX6 - - 24,600,000 $25,004,368 $25,004,368 0.39 $24,934,258
FNMA 30yr Pool#FS6257 4.000% 01-Jun-2053, 4.00%, 06/01/53 FN 3140XM5T9 - - 25,758,475 $24,798,839 $24,798,839 0.38 $24,459,231
FNMA 30yr Pool#FS9239 4.500% 01-Jan-2051, 4.50%, 01/01/51 FN 3140XRHR9 - - 24,501,524 $24,545,094 $24,545,094 0.38 $24,215,749
FNMA 30yr Pool#FS9771 4.000% 01-Oct-2052, 4.00%, 10/01/52 FN 3140XR2D6 - - 24,701,518 $23,841,725 $23,841,725 0.37 $23,532,990
FNMA 30yr Pool#CB9642 5.000% 01-Dec-2054, 5.00%, 12/01/54 FN 3140QVWC4 - - 23,039,869 $23,501,477 $23,501,477 0.36 $23,160,109
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2025-HQA1 M2 6.00603% 25-FEB-2045, 6.01%, 02/25/45 STACR 2025-HQA1 35564NHA4 - - 23,060,148 $23,161,373 $23,161,373 0.36 $23,107,512
FNMA 30yr Pool#FM7840 4.000% 01-Apr-2050, 4.00%, 04/01/50 FN 3140XBWA4 - - 23,467,092 $22,780,778 $22,780,778 0.35 $22,475,536
FHLMC 30yr Pool#SD5061 5.500% 01-Mar-2054, 5.50%, 03/01/54 FR 3132DSTS1 - - 21,741,409 $22,713,296 $22,713,296 0.35 $22,299,105
FHLMC 30yr Pool#SD6989 5.500% 01-Nov-2054, 5.50%, 11/01/54 FR 3132DUXS1 - - 21,495,890 $22,412,890 $22,412,890 0.35 $21,848,750
PRET 2025-RPL3 Trust A1 4.15% 25-APR-2065, 4.15%, 04/25/65 PRET 2025-RPL3 69382RAA1 - - 23,087,556 $22,407,914 $22,407,914 0.35 $22,306,778
FNMA 30yr Pool#FS4781 4.000% 01-Oct-2051, 4.00%, 10/01/51 FN 3140XLJ33 - - 23,019,708 $22,371,532 $22,371,532 0.35 $22,047,056
FNMA 30yr Pool#CC0679 4.500% 01-Jul-2055, 4.50%, 07/01/55 FN 3140Y6XH8 - - 22,476,845 $22,337,645 $22,337,645 0.35 $21,970,186
FNMA 30yr Pool#FS7225 4.000% 01-Aug-2051, 4.00%, 08/01/51 FN 3140XPA33 - - 22,661,534 $22,006,601 $22,006,601 0.34 $21,747,361
FNMA 40yr Pool#BF0807 3.500% 01-Apr-2064, 3.50%, 04/01/64 FN 3140FX3R1 - - 22,631,261 $21,397,287 $21,397,287 0.33 $20,563,745
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-DNA6 B2 11.85603% 25-OCT-2041, 11.86%, 10/25/41 STACR 2021-DNA6 35564KLV9 - - 19,937,000 $21,222,981 $21,222,981 0.33 $20,934,925
FNMA 30yr Pool#FS9880 4.500% 01-Sep-2054, 4.50%, 09/01/54 FN 3140XR6S9 - - 21,544,311 $21,195,589 $21,195,589 0.33 $21,058,673
FNMA 30yr Pool#CB7112 5.500% 01-Sep-2053, 5.50%, 09/01/53 FN 3140QS3W9 - - 20,439,887 $21,182,393 $21,182,393 0.33 $20,957,129
RCKT MOR 2025-CES9 FLT 2055 A1B, 5.00%, 09/25/55 RCKT 2025-CES9 74942JAB0 - - 20,960,000 $21,072,023 $21,072,023 0.33 $20,961,467
FNMA 40yr Pool#BF0226 3.500% 01-Jan-2058, 3.50%, 01/01/58 FN 3140FXHC9 - - 22,355,088 $21,047,792 $21,047,792 0.33 $20,724,475
FNMA 40yr Pool#BF0713 4.000% 01-Mar-2063, 4.00%, 03/01/63 FN 3140FXYK2 - - 22,013,552 $20,837,000 $20,837,000 0.32 $20,723,323
FHLMC 30yr Pool#QJ9063 5.000% 01-Nov-2054, 5.00%, 11/01/54 FR 3133D1B81 - - 20,297,518 $20,834,098 $20,834,098 0.32 $20,286,484
FNMA 30yr Pool#FS6382 4.000% 01-Aug-2051, 4.00%, 08/01/51 FN 3140XNCU6 - - 21,430,214 $20,805,540 $20,805,540 0.32 $20,565,712
Finance of America Structured Securities Trust, 2025-S1 A1 3.5% 25-FEB-2075, 3.50%, 02/25/75 FASST 2025-S1 31741BAB0 - - 21,261,783 $20,593,258 $20,593,258 0.32 $20,564,318
FNMA 30yr Pool#FA0654 4.500% 01-Dec-2054, 4.50%, 12/01/54 FN 3140W0WQ4 - - 20,487,687 $20,149,145 $20,149,145 0.31 $20,025,867
FINANCE OF AMERICA STRUC 3.28125% 74, 3.50%, 04/25/74 FASST 2024-S3 31739WAB8 - - 20,507,800 $19,961,778 $19,961,778 0.31 $19,933,865
FHLMC 30yr Pool#SL0850 4.000% 01-Jul-2049, 4.00%, 07/01/49 FR 31427M5L1 - - 19,941,259 $19,837,880 $19,837,880 0.31 $19,505,283
FNMA 30yr Pool#FS5028 4.000% 01-Oct-2051, 4.00%, 10/01/51 FN 3140XLSS8 - - 20,188,595 $19,522,342 $19,522,342 0.30 $19,335,566
FNMA 30yr Pool#FS9476 4.000% 01-Jun-2053, 4.00%, 06/01/53 FN 3140XRQ65 - - 19,710,979 $18,890,691 $18,890,691 0.29 $18,710,612
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA2 M2 8.10603% 25-FEB-2042, 8.11%, 02/25/42 STACR 2022-DNA2 35564KRN1 - - 18,101,929 $18,772,615 $18,772,615 0.29 $18,715,552
FNMA 30yr Pool#FS2863 4.000% 01-Sep-2052, 4.00%, 09/01/52 FN 3140XJFD0 - - 19,121,002 $18,739,090 $18,739,090 0.29 $18,250,629
FNMA 30yr Pool#FS8709 4.500% 01-Jan-2051, 4.50%, 01/01/51 FN 3140XQVB0 - - 18,413,007 $18,617,995 $18,617,995 0.29 $18,198,246
FNMA 30yr Pool#FA1549 5.500% 01-May-2055, 5.50%, 05/01/55 FN 3140W1WK5 - - 17,783,796 $18,355,212 $18,355,212 0.28 $18,217,357
FNMA 30yr Pool#FS9116 6.000% 01-Sep-2054, 6.00%, 09/01/54 FN 3140XRDW2 - - 16,745,520 $18,164,474 $18,164,474 0.28 $17,227,335
FHLMC 30yr Pool#QY8779 6.000% 01-Jul-2055, 6.00%, 07/01/55 FR 31426TXH5 - - 17,629,945 $18,160,568 $18,160,568 0.28 $18,137,062
FNMA 30yr Pool#CB4128 4.500% 01-Jul-2052, 4.50%, 07/01/52 FN 3140QPSS7 - - 17,876,269 $17,900,172 $17,900,172 0.28 $17,571,008
FNMA 30yr Pool#DA1525 6.000% 01-Oct-2053, 6.00%, 10/01/53 FN 3140A1VT1 - - 16,718,319 $17,830,434 $17,830,434 0.28 $17,199,213
FNMA 30yr Pool#CB8221 5.500% 01-Mar-2054, 5.50%, 03/01/54 FN 3140QUD37 - - 16,980,692 $17,591,017 $17,591,017 0.27 $17,235,085
FHLMC 30yr Pool#QH3192 6.000% 01-Oct-2053, 6.00%, 10/01/53 FR 3133CFRM3 - - 16,784,707 $17,470,115 $17,470,115 0.27 $17,344,871
Homeward Opportunities Fund Trust 2024-RTL1 A1 7.12% 25-JUL-2029, 7.12%, 07/25/29 HOF 43789FAA1 - - 17,261,000 $17,367,296 $17,367,296 0.27 $17,319,503
FNMA 30yr Pool#FM4738 4.000% 01-Sep-2050, 4.00%, 09/01/50 FN 3140X8HQ3 - - 17,766,064 $17,084,068 $17,084,068 0.26 $16,971,524
FNMA 40yr Pool#BF0806 3.500% 01-Apr-2064, 3.50%, 04/01/64 FN 3140FX3Q3 - - 18,300,410 $16,881,682 $16,881,682 0.26 $16,668,551
FNMA 40yr Pool#BF0801 2.500% 01-Apr-2064, 2.50%, 04/01/64 FN 3140FX3K6 - - 19,477,065 $16,575,674 $16,575,674 0.26 $16,311,456
FHLMC 30yr Pool#SD5963 6.000% 01-Jul-2054, 6.00%, 07/01/54 FR 3132DTTU4 - - 15,447,632 $16,330,952 $16,330,952 0.25 $15,892,102
PRPM 2025-RCF3 LLC 5.25% 55, 5.25%, 07/25/55 PRPM 2025-RCF3 69392PAA3 - - 16,122,279 $16,268,935 $16,268,935 0.25 $16,179,591
Huntington Bank Auto Credit-Linked Notes, Series 2024-2 B1 5.442% 20-OCT-2032, 5.44%, 10/20/32 HACLN 2024-2 44644NAG4 - - 15,872,348 $16,065,382 $16,065,382 0.25 $16,019,794
FHLMC 30yr Pool#SL0644 4.500% 01-Mar-2053, 4.50%, 03/01/53 FR 31427MWE7 - - 16,054,355 $15,978,054 $15,978,054 0.25 $15,770,805
Vontive Mortgage Trust 2025-RTL1 A1 6.507% 25-MAR-2030, 6.51%, 03/25/30 VNTV 2025-RTL1 928884AA3 - - 15,444,000 $15,763,248 $15,763,248 0.24 $15,724,167
Saluda Grade Alternative Mortgage Trust 2025-LOC5|5.92649|10/25/2055, 5.93%, 10/25/55 GRADE 2025-LOC5 79581XAC2 - - 15,693,000 $15,695,583 $15,695,583 0.24 $15,693,000
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 $15,465,606 $15,465,606 0.24 $15,346,120
FNMA 30yr Pool#FA0122 4.500% 01-Dec-2054, 4.50%, 12/01/54 FN 3140W0D44 - - 15,082,930 $15,301,219 $15,301,219 0.24 $14,742,940
PRET 2025-RPL1 Trust A1 4.0% 25-JUL-2069, 4.00%, 07/25/69 PRET 2025-RPL1 69392FAA5 - - 15,622,980 $15,277,163 $15,277,163 0.24 $15,211,199
RCKT Mortgage Trust 2025-CES7 A1A 5.377% 25-JUL-2055, 5.38%, 07/25/55 RCKT 2025-CES7 74943AAA0 - - 15,047,151 $15,261,479 $15,261,479 0.24 $15,176,076
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2025-HQA1 M1 5.50603% 25-FEB-2045, 5.51%, 02/25/45 STACR 2025-HQA1 35564NGZ0 - - 15,194,639 $15,234,164 $15,234,164 0.24 $15,201,629
PRPM 2025-5 0%30, 5.73%, 07/25/30 PRPM 2025-5 69392RAA9 - - 15,089,075 $15,169,258 $15,169,258 0.23 $15,078,010
FNMA 30yr Pool#FS9909 5.000% 01-Nov-2054, 5.00%, 11/01/54 FN 3140XSAK9 - - 14,723,958 $14,955,132 $14,955,132 0.23 $14,821,776
Connecticut Avenue Securities, Series 2021-R03 1M2 6.00603% 25-DEC-2041, 6.01%, 12/25/41 CAS 2021-R03 20754AAB9 - - 14,835,000 $14,947,116 $14,947,116 0.23 $14,912,467
Vista Point Securitization Trust 2025-CES2 A1 5.601% 25-AUG-2055, 5.60%, 08/25/55 VSTA 2025-CES2 92842UAA0 - - 14,787,901 $14,929,241 $14,929,241 0.23 $14,841,813
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-DNA7 M2 6.15603% 25-NOV-2041, 6.16%, 11/25/41 STACR 2021-DNA7 35564KMH9 - - 14,550,000 $14,684,965 $14,684,965 0.23 $14,650,132
Galaxy XXVI CLO Ltd., 8.25%, 07/31/26 GLXYT 2025-1 362922AA4 - - 14,175,908 $14,469,908 $14,469,908 0.22 $14,251,693
FHLMC 30yr Pool#SD6558 6.000% 01-Sep-2054, 6.00%, 09/01/54 FR 3132DUJB4 - - 13,460,686 $14,297,051 $14,297,051 0.22 $13,847,987
FNMA 30yr Pool#FS8717 6.000% 01-Jul-2054, 6.00%, 07/01/54 FN 3140XQVK0 - - 13,341,540 $14,183,021 $14,183,021 0.22 $13,725,413
FINANCE OF AMER STR TR 2024-S2 A1, 3.50%, 04/25/74 FASST 2024-S2 31739VAA2 - - 14,500,741 $14,175,075 $14,175,075 0.22 $14,155,338
GS Mortgage-Backed Securities Trust 2025-RPL3 A1 4.1% 25-JUL-2065, 4.10%, 07/25/65 GSMBS 2025-RPL3 362963AA8 - - 14,419,750 $14,139,288 $14,139,288 0.22 $14,076,472
Chase Mortgage Reference Notes, Series 2020-CL1 M1 6.52239% 25-OCT-2057, 6.52%, 10/25/57 CHASE 2020-CL1 46591HAG5 - - 13,667,047 $14,107,517 $14,107,517 0.22 $14,072,851
BMP Commercial Mortgage Trust 2024-MF23 A 5.5221% 15-JUN-2041, 5.52%, 06/15/41 BMP 2024-MF23 05593JAA8 - - 14,000,000 $14,056,638 $14,056,638 0.22 $14,005,098
CONNECTICUT AVENUE SECUR 5.55001% 45, 5.56%, 07/25/45 CAS 2025-R05 20753CAB6 - - 13,907,983 $13,961,505 $13,961,505 0.22 $13,931,455
FHLMC 30yr Pool#SD1143 4.500% 01-Sep-2050, 4.50%, 09/01/50 FR 3132DNHU0 - - 13,838,748 $13,898,583 $13,898,583 0.22 $13,677,339
FNMA 30yr Pool#FM5350 4.500% 01-Sep-2050, 4.50%, 09/01/50 FN 3140X85L7 - - 13,594,901 $13,496,801 $13,496,801 0.21 $13,406,298
FNMA 30yr Pool#FA0470 6.000% 01-Jan-2055, 6.00%, 01/01/55 FN 3140W0QY4 - - 12,462,371 $13,373,626 $13,373,626 0.21 $12,820,948
Foundation Finance Trust 2025-2 B 4.94% 15-APR-2052, 4.94%, 04/15/52 FFIN 2025-2A 35042NAB1 - - 13,050,000 $13,205,787 $13,205,787 0.20 $13,162,809
FNMA 30yr Pool#DE1157 6.000% 01-Jun-2055, 6.00%, 06/01/55 FN 3140BDJB7 - - 12,674,878 $13,141,522 $13,141,522 0.20 $13,039,569
TOWD POINT MORTGAGE TRUST 2025 0% 65, 4.97%, 09/25/65 TPMT 2025-FIX1 89183MAA1 - - 13,000,000 $13,068,862 $13,068,862 0.20 $13,000,690
FNMA 40yr Pool#BF0731 2.500% 01-Jun-2063, 2.50%, 06/01/63 FN 3140FXY55 - - 15,178,421 $12,973,472 $12,973,472 0.20 $12,713,870
FNMA 30yr Pool#DE6043 6.000% 01-Aug-2055, 6.00%, 08/01/55 FN 3140BJWD5 - - 12,488,162 $12,945,777 $12,945,777 0.20 $12,847,481
FHLMC 30yr Pool#SD5994 4.500% 01-Sep-2050, 4.50%, 09/01/50 FR 3132DTUT5 - - 12,877,313 $12,896,253 $12,896,253 0.20 $12,727,117
FIGRE TRUST 2025-HE4 FLTG 2055 C, 5.71%, 07/25/55 FIGRE 2025-HE4 31684PAC6 - - 12,646,802 $12,744,138 $12,744,138 0.20 $12,667,926
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 $12,616,100 $12,616,100 0.20 $12,517,575
Homeward Opportunities Fund Trust 2025-RRTL1 A1 5.476% 25-MAR-2040, 5.48%, 03/25/40 HOF 2025-RRTL1 437919AA1 - - 12,500,000 $12,585,992 $12,585,992 0.19 $12,559,372
United States of America|5.30603|09/25/2045, 5.31%, 09/25/45 CAS 2025-R06 20754YAB7 - - 12,559,000 $12,559,000 $12,559,000 0.19 $12,559,000
FHLMC 30yr Pool#SL0509 4.500% 01-Jan-2055, 4.50%, 01/01/55 FR 31427MR78 - - 12,655,551 $12,491,588 $12,491,588 0.19 $12,370,277
FNMA 30yr Pool#FS7541 4.000% 01-Jun-2052, 4.00%, 06/01/52 FN 3140XPLX5 - - 12,729,651 $12,306,683 $12,306,683 0.19 $12,191,785
Ally Bank Auto Credit-Linked Notes, Series 2025-A C 4.844% 15-JUN-2033, 4.84%, 06/15/33 ABCLN 2025-A 02007G5F6 - - 12,160,750 $12,228,234 $12,228,234 0.19 $12,188,963
FHLMC 30yr Pool#QG6755 5.500% 01-Jun-2053, 5.50%, 06/01/53 FR 3133C7QG5 - - 11,759,760 $12,222,848 $12,222,848 0.19 $12,073,534
RCKT Mortgage Trust 2024-CES7 A1A 5.158% 25-OCT-2044, 5.16%, 10/25/44 RCKT 2024-CES7 749414AA6 - - 12,090,294 $12,170,341 $12,170,341 0.19 $12,104,515
FHLMC 30yr Pool#SD1436 4.500% 01-Aug-2052, 4.50%, 08/01/52 FR 3132DNSZ7 - - 11,959,144 $12,164,187 $12,164,187 0.19 $11,740,035
TOWD POINT MORTGAGE TRUST 6.125% 65, 5.67%, 08/25/65 TPMT 2025-CES3 891949AC3 - - 11,840,000 $11,966,192 $11,966,192 0.19 $11,895,367
PRET 2025-NPL4 A1 6.3677% 25-MAY-2055, 6.37%, 04/25/55 PRET 2025-NPL4 74136UAA3 - - 11,820,555 $11,911,517 $11,911,517 0.18 $11,882,245
Structured Agency Credit Risk (STACR) Debt Notes, Series 2024-HQA2 M2 6.15603% 25-AUG-2044, 6.16%, 08/25/44 STACR 2024-HQA2 35564NEC3 - - 11,799,604 $11,884,354 $11,884,354 0.18 $11,856,105
FIGRE Trust 2025-HE3 A 5.56% 25-MAY-2055, 5.56%, 05/25/55 FIGRE 2025-HE3 31684LAA9 - - 11,637,570 $11,822,370 $11,822,370 0.18 $11,754,071
FNMA 40yr Pool#BF0783 3.500% 01-Dec-2063, 3.50%, 12/01/63 FN 3140FX2R2 - - 12,760,232 $11,662,202 $11,662,202 0.18 $11,600,477
FNMA 30yr Pool#FS6236 6.500% 01-Nov-2053, 6.50%, 11/01/53 FN 3140XM4W3 - - 11,041,221 $11,585,796 $11,585,796 0.18 $11,491,079
FNMA 30yr Pool#FS5818 4.500% 01-Oct-2050, 4.50%, 10/01/50 FN 3140XMPC4 - - 11,306,819 $11,442,317 $11,442,317 0.18 $11,149,959
FHLMC 30yr Pool#QH3306 6.000% 01-Oct-2053, 6.00%, 10/01/53 FR 3133CFU72 - - 10,989,689 $11,440,545 $11,440,545 0.18 $11,356,453
FHLMC 30yr Pool#SD5224 6.000% 01-Mar-2054, 6.00%, 03/01/54 FR 3132DSYV8 - - 10,583,887 $11,356,592 $11,356,592 0.18 $10,888,415
FNMA 30yr Pool#BY4134 5.500% 01-Jul-2053, 5.50%, 07/01/53 FN 3140NLSY6 - - 11,073,713 $11,325,386 $11,325,386 0.18 $11,245,507
FNMA 30yr Pool#FS7117 6.500% 01-Feb-2054, 6.50%, 02/01/54 FN 3140XN4B7 - - 10,449,535 $11,203,052 $11,203,052 0.17 $10,875,286
FNMA 30yr Pool#FS5362 4.500% 01-Dec-2050, 4.50%, 12/01/50 FN 3140XL5Y0 - - 11,152,750 $11,202,958 $11,202,958 0.17 $10,998,027
GS Mortgage Backed Securities Trust 2025 CES2|5.18|09/25/2055, 5.18%, 09/25/55 GSMBS 2025-CES2 36273BAA7 - - 11,062,000 $11,149,215 $11,149,215 0.17 $11,088,731
FNMA 30yr Pool#FS7613 4.500% 01-May-2052, 4.50%, 05/01/52 FN 3140XPN70 - - 11,054,511 $11,068,001 $11,068,001 0.17 $10,925,576
RCKT MORT 2025-CES9 FLT 2055 A1A, 4.79%, 09/25/55 RCKT 2025-CES9 74942JAA2 - - 10,945,000 $11,001,163 $11,001,163 0.17 $10,945,766
Huntington Bank Auto Credit-Linked Notes, Series 2024-1 B1 6.153% 20-MAY-2032, 6.15%, 05/20/32 HACLN 2024-1 44644NAA7 - - 10,677,299 $10,859,793 $10,859,793 0.17 $10,825,119
FNMA 30yr Pool#BX0421 5.500% 01-Nov-2052, 5.50%, 11/01/52 FN 3140N4PF8 - - 10,148,656 $10,698,760 $10,698,760 0.17 $10,355,238
FHLMC 30yr Pool#RA7104 4.500% 01-Feb-2051, 4.50%, 02/01/51 FR 3133KN3M3 - - 10,667,065 $10,596,404 $10,596,404 0.16 $10,503,720
FHLMC STACR REMIC TR 2025-DNA3 M1, 5.47%, 09/25/45 STACR 2025-DNA3 35564UAR8 - - 10,437,000 $10,483,947 $10,483,947 0.16 $10,447,470
FHLMC 30yr Pool#SL0869 4.500% 01-May-2053, 4.50%, 05/01/53 FR 31427M6F3 - - 10,378,126 $10,459,247 $10,459,247 0.16 $10,169,082
FNMA 30yr Pool#FS6662 4.000% 01-Oct-2051, 4.00%, 10/01/51 FN 3140XNML5 - - 10,695,041 $10,362,904 $10,362,904 0.16 $10,243,143
FHLMC 30yr Pool#QH1500 6.000% 01-Sep-2053, 6.00%, 09/01/53 FR 3133CDUZ5 - - 8,531,379 $10,314,150 $10,314,150 0.16 $8,776,780
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-HQA4 M2 6.70603% 25-DEC-2041, 6.71%, 12/25/41 STACR 2021-HQA4 35564KNS4 - - 10,089,878 $10,228,050 $10,228,050 0.16 $10,201,736
Connecticut Avenue Securities Trust 2022-R01 1B2 10.35603% 25-DEC-2041, 10.36%, 12/25/41 CAS 2022-R01 20754LAJ8 - - 9,700,000 $10,167,489 $10,167,489 0.16 $10,128,424
LHOME Mortgage Trust 2024-RTL3 A1 6.9% 25-MAY-2029, 6.90%, 05/25/29 LHOME 2024-RTL3 50205GAA0 - - 9,960,000 $10,098,072 $10,098,072 0.16 $10,071,346
FIGRE TRUST 2025-HE4 5.408% 55, 5.41%, 07/25/55 FIGRE 2025-HE4 31684PAA0 - - 9,941,192 $10,058,137 $10,058,137 0.16 $10,001,388
A&D Mortgage Trust 2025-NQM2 A1 5.79% 25-JUN-2070, 5.79%, 06/25/70 ADMT 2025-NQM2 00250EAC0 - - 9,753,770 $9,897,798 $9,897,798 0.15 $9,838,186
FIGRE TRUST 2025 HE4 FLTG 2055 B, 5.61%, 07/25/55 FIGRE 2025-HE4 31684PAB8 - - 9,791,301 $9,884,364 $9,884,364 0.15 $9,826,403
FNMA 30yr Pool#FS2144 3.500% 01-Jun-2052, 3.50%, 06/01/52 FN 3140XHL21 - - 10,415,939 $9,833,965 $9,833,965 0.15 $9,705,109
FHLMC 30yr Pool#QH4373 6.000% 01-Nov-2053, 6.00%, 11/01/53 FR 3133CG2E6 - - 9,419,992 $9,805,376 $9,805,376 0.15 $9,734,370
FHLMC 30yr Pool#RJ1754 4.500% 01-Jun-2054, 4.50%, 06/01/54 FR 3142GR5Q9 - - 9,835,893 $9,675,756 $9,675,756 0.15 $9,614,178
RCKT Mortgage Trust 2024-CES9 A1B 5.683% 25-DEC-2044, 5.68%, 12/25/44 RCKT 2024-CES9 749426AB8 - - 9,508,191 $9,635,425 $9,635,425 0.15 $9,578,388
FNMA 30yr Pool#DA0026 6.000% 01-Sep-2053, 6.00%, 09/01/53 FN 3140A0A41 - - 9,196,783 $9,530,151 $9,530,151 0.15 $9,461,324
Saluda Grade Alternative Mortgage Trust 2023-RTL3 A1 8.0% 25-APR-2029, 8.00%, 04/25/29 GRADE 2023-RTL3 79583YAA2 - - 9,389,787 $9,420,303 $9,420,303 0.15 $9,341,012
Rithm Capital Corp. 8.0% 01-APR-2029, 8.00%, 04/01/29 RITM 64828TAB8 - - 9,213,000 $9,405,264 $9,405,264 0.15 $9,388,885
RCKT Mortgage Trust 2025-CES7 A1B 5.478% 25-JUL-2055, 5.48%, 07/25/55 RCKT 2025-CES7 74943AAB8 - - 9,284,564 $9,396,262 $9,396,262 0.15 $9,342,575
LHOME Mortgage Trust 2024-RTL5 A2 5.751% 25-SEP-2039, 5.75%, 09/25/39 LHOME 2024-RTL5 50205WAB3 - - 9,325,000 $9,392,684 $9,392,684 0.15 $9,371,828
Brean Asset Backed Securities Trust 2024-RM8 A1 4.5% 25-MAY-2064, 4.50%, 05/25/64 BABS 2024-RM8 10637YAA3 - - 9,486,193 $9,321,963 $9,321,963 0.14 $9,305,362
RCKT MORTGAGE TR 2025-CES8 A1A, 5.15%, 08/25/55 RCKT 2025-CES8 74939WAA8 - - 9,242,949 $9,320,907 $9,320,907 0.14 $9,270,683
FNMA 30yr Pool#FA1287 4.500% 01-Jul-2053, 4.50%, 07/01/53 FN 3140W1ND1 - - 9,429,605 $9,318,685 $9,318,685 0.14 $9,252,017
CONNECTICUT AVENUE SECUR 5.95001% 45, 5.96%, 07/25/45 CAS 2025-R05 20753CAC4 - - 9,254,000 $9,290,343 $9,290,343 0.14 $9,268,909
FHLMC 30yr Pool#SD7417 5.500% 01-Jan-2055, 5.50%, 01/01/55 FR 3132DVG25 - - 8,781,392 $9,119,085 $9,119,085 0.14 $9,000,375
RCKT Mortgage Trust 2025-CES6 A1A 5.472% 25-JUN-2055, 5.47%, 06/25/55 RCKT 2025-CES6 748949AA2 - - 8,978,236 $9,118,361 $9,118,361 0.14 $9,066,503
FHLMC 30yr Pool#QY9874 6.000% 01-Aug-2055, 6.00%, 08/01/55 FR 31426U6L3 - - 8,676,774 $9,005,513 $9,005,513 0.14 $8,926,429
Alterna Funding III A 6.26% 15-MAY-2039, 6.26%, 05/16/39 TAX 2024-1A 02157JAA3 - - 8,820,371 $8,871,037 $8,871,037 0.14 $8,834,227
FNMA 30yr Pool#FA0787 4.500% 01-Jan-2055, 4.50%, 01/01/55 FN 3140W02V6 - - 8,936,812 $8,788,978 $8,788,978 0.14 $8,735,364
Fannie Mae REMIC Trust 2022-65 FB 5.15603% 25-SEP-2052, 5.16%, 09/25/52 FNR 2022-65 3136BPCQ2 - - 8,561,564 $8,502,010 $8,502,010 0.13 $8,484,844
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 $8,417,741 $8,417,741 0.13 $8,350,109
FHLMC 30yr Pool#QX9929 6.000% 01-Apr-2055, 6.00%, 04/01/55 FR 31426HA78 - - 8,038,482 $8,280,423 $8,280,423 0.13 $8,269,705
PRPM 2025-RPL4 A1, 3.00%, 05/25/55 PRPM 2025-RPL4 74448NAA2 - - 8,782,256 $8,277,957 $8,277,957 0.13 $8,250,146
FHLMC 30yr Pool#QX0520 5.500% 01-Dec-2054, 5.50%, 12/01/54 FR 31425USJ5 - - 7,844,995 $8,028,463 $8,028,463 0.12 $7,973,130
COOPR Residential Mortgage Trust 2025-CES3 A1A 4.84% 25-SEP-2060, 4.84%, 09/25/60 COOPR 2025-CES3 216926AA3 - - 7,961,457 $7,990,396 $7,990,396 0.12 $7,949,722
ACHM Trust 2024-HE1 A 6.55% 25-MAY-2039, 6.55%, 05/25/39 ACHM 2024-HE1 00449TAA3 - - 7,812,593 $7,940,894 $7,940,894 0.12 $7,920,994
Ally Bank Auto Credit-Linked Notes, Series 2025-A D 4.991% 15-JUN-2033, 4.99%, 06/15/33 ABCLN 2025-A 02007G5G4 - - 7,899,608 $7,932,451 $7,932,451 0.12 $7,906,166
RCKT Mortgage Trust 2024-CES1 A1B 6.325% 25-FEB-2044, 6.33%, 02/25/44 RCKT 2024-CES1 749424AB3 - - 7,743,323 $7,867,825 $7,867,825 0.12 $7,816,128
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 $7,827,000 $7,827,000 0.12 $7,795,742
RCKT MORTGAGE TRUST 2025 5.24863% 55, 5.25%, 08/25/55 RCKT 2025-CES8 74939WAB6 - - 7,606,052 $7,658,146 $7,658,146 0.12 $7,616,007
Connecticut Avenue Securities Trust 2025-R01 1M2 5.85603% 25-JAN-2045, 5.86%, 01/25/45 CAS 2025-R01 20755JAC7 - - 7,526,000 $7,546,411 $7,546,411 0.12 $7,529,272
Structured Agency Credit Risk (STACR) Debt Notes, Series 2024-HQA1 M1 5.60603% 25-MAR-2044, 5.61%, 03/25/44 STACR 2024-HQA1 M1 35564NBX0 - - 7,501,492 $7,524,165 $7,524,165 0.12 $7,507,811
Mello Mortgage Capital Acceptance 2024-SD1 A1 4.0% 25-APR-2054, 4.00%, 04/25/54 MELLO 58550DAA1 - - 7,519,340 $7,410,276 $7,410,276 0.11 $7,398,579
PRPM 2025-RCF3, LLC, 5.77%, 08/25/28 PRPM 2025-6 69395KAA1 - - 7,345,421 $7,391,231 $7,391,231 0.11 $7,346,463
FNMA 30yr Pool#FS4356 6.000% 01-May-2053, 6.00%, 05/01/53 FN 3140XKZW3 - - 6,904,952 $7,332,696 $7,332,696 0.11 $7,103,627
FNMA 30yr Pool#FS7397 6.000% 01-Mar-2054, 6.00%, 03/01/54 FN 3140XPGF0 - - 6,897,237 $7,303,284 $7,303,284 0.11 $7,095,689
FNMA 30yr Pool#DB4017 6.000% 01-May-2054, 6.00%, 05/01/54 FN 3140ADPB1 - - 6,623,146 $7,181,414 $7,181,414 0.11 $6,813,712
FHLMC 30yr Pool#SD5223 6.000% 01-Apr-2054, 6.00%, 04/01/54 FR 3132DSYU0 - - 6,667,600 $7,127,322 $7,127,322 0.11 $6,859,445
FHLMC 30yr Pool#QG3912 5.500% 01-Jun-2053, 5.50%, 06/01/53 FR 3133C4KZ6 - - 6,866,868 $7,055,153 $7,055,153 0.11 $7,007,042
FNMA 30yr Pool#DD5556 6.000% 01-Mar-2055, 6.00%, 03/01/55 FN DD5556 MTGE 3140B6E68 - - 6,625,630 $6,974,237 $6,974,237 0.11 $6,816,268
LHOME Mortgage Trust 2024-RTL4 A2 6.092% 25-JUL-2039, 6.09%, 07/25/39 LHOME 2024-RTL4 50205PAB8 - - 6,870,000 $6,911,032 $6,911,032 0.11 $6,894,756
Brean Asset Backed Securities Trust 2024-RM9 A1 5.0% 25-SEP-2064, 5.00%, 09/25/64 BABS 2024-RM9 10638DAA8 - - 6,930,426 $6,900,584 $6,900,584 0.11 $6,887,108
FHLMC 30yr Pool#QH7040 6.000% 01-Dec-2053, 6.00%, 12/01/53 FR 3133CKZD3 - - 6,474,987 $6,711,440 $6,711,440 0.10 $6,661,237
FNMA 30yr Pool#FM4129 4.000% 01-Sep-2050, 4.00%, 09/01/50 FN 3140X7ST7 - - 6,755,007 $6,544,298 $6,544,298 0.10 $6,469,588
PRET 2025-RPL2 Trust A1 4.0% 25-FEB-2065, 4.00%, 08/25/64 PRET 2025-RPL2 69392LAA2 - - 6,671,170 $6,535,623 $6,535,623 0.10 $6,507,456
Huntington Bank Auto Credit-Linked Notes, Series 2025-1 B 4.957% 20-MAR-2033, 4.96%, 03/21/33 HACLN 2025-1 446438SX2 - - 6,466,803 $6,511,140 $6,511,140 0.10 $6,494,221
FNMA 30yr Pool#DA1456 5.500% 01-Sep-2053, 5.50%, 09/01/53 FN 3140A1TN7 - - 6,325,853 $6,470,145 $6,470,145 0.10 $6,423,472
LHOME Mortgage Trust 2024-RTL1 A1 7.017% 25-JAN-2029, 7.02%, 01/25/29 LHOME 2024-RTL1 50205DAA7 - - 6,341,000 $6,391,419 $6,391,419 0.10 $6,374,115
Connecticut Avenue Securities Trust 2025-R04 25-MAY-2045, 5.56%, 05/25/45 CAS 2025-R04 20755TAB7 - - 6,318,904 $6,343,078 $6,343,078 0.10 $6,329,425
FNMA 30yr Pool#DC7015 5.500% 01-Dec-2054, 5.50%, 12/01/54 FN 3140AUYM9 - - 6,081,260 $6,241,466 $6,241,466 0.10 $6,180,586
PRPM 2025-RPL3 A1 3.25% 25-APR-2055, 3.25%, 04/25/55 PRPM 2025-RPL3 69392NAA8 - - 6,399,912 $6,215,723 $6,215,723 0.10 $6,193,768
FNMA 30yr Pool#DA1468 6.000% 01-Sep-2053, 6.00%, 09/01/53 FN 3140A1T23 - - 5,924,027 $6,167,945 $6,167,945 0.10 $6,121,732
FNMA 30yr Pool#BY0337 6.500% 01-May-2053, 6.50%, 05/01/53 FN 3140NGLT5 - - 5,865,381 $6,160,869 $6,160,869 0.10 $6,102,589
FHLMC 30yr Pool#SD3018 5.500% 01-May-2053, 5.50%, 05/01/53 FR 3132DQK70 - - 5,980,653 $6,129,948 $6,129,948 0.09 $6,080,984
FNMA 30yr Pool#FM7479 4.500% 01-Jan-2050, 4.50%, 01/01/50 FN 3140XBJZ4 - - 6,116,002 $6,123,929 $6,123,929 0.09 $6,044,667
Connecticut Avenue Securities Trust 2025-R01 1M1 5.45603% 25-JAN-2045, 5.46%, 01/25/45 CAS 2025-R01 20755JAB9 - - 5,960,934 $5,976,257 $5,976,257 0.09 $5,963,609
FHLMC 30yr Pool#SD3813 6.000% 01-Jul-2053, 6.00%, 07/01/53 FR 3132E0GW6 - - 5,651,933 $5,972,212 $5,972,212 0.09 $5,831,958
FNMA 30yr Pool#FS1578 4.000% 01-Oct-2050, 4.00%, 10/01/50 FN 3140XGXG9 - - 6,062,020 $5,920,979 $5,920,979 0.09 $5,825,024
FNMA 30yr Pool#DE7796 6.000% 01-Aug-2055, 6.00%, 08/01/55 FN 3140BLUW0 - - 5,659,620 $5,865,447 $5,865,447 0.09 $5,822,463
FHLMC 30yr Pool#QH4638 6.000% 01-Nov-2053, 6.00%, 11/01/53 FR 3133CHEK7 - - 5,596,469 $5,824,736 $5,824,736 0.09 $5,783,242
Morgan Stanley Residential Mortgage Loan Trust 2025-SPL1|4.25|02/25/2065, 4.25%, 02/25/65 MSRM 2025-SPL1 617946AA6 - - 5,882,000 $5,807,630 $5,807,630 0.09 $5,781,242
FNMA 30yr Pool#FS0088 4.000% 01-Mar-2050, 4.00%, 03/01/50 FN 3140XFC25 - - 5,886,053 $5,760,004 $5,760,004 0.09 $5,670,706
FHLMC 30yr Pool#SD2606 4.500% 01-Sep-2051, 4.50%, 09/01/51 FR 3132DP3P1 - - 5,715,391 $5,689,446 $5,689,446 0.09 $5,627,870
FHLMC 30yr Pool#QJ9072 6.000% 01-Nov-2054, 6.00%, 11/01/54 FR 3133D1CH0 - - 5,245,334 $5,637,966 $5,637,966 0.09 $5,396,256
FHLMC 30yr Pool#QH2242 5.500% 01-Sep-2053, 5.50%, 09/01/53 FR 3133CEP30 - - 5,318,035 $5,441,157 $5,441,157 0.08 $5,400,101
TOWD POINT MORTGAGE TRUST 2 5.75% 65, 5.40%, 08/25/65 TPMT 2025-CES3 891949BV0 - - 5,356,050 $5,389,990 $5,389,990 0.08 $5,359,460
PRPM 2025 RCF4 LLC 4.5% 55, 4.50%, 08/25/55 PRPM 2025-RCF4 69382WAA0 - - 5,398,180 $5,371,675 $5,371,675 0.08 $5,346,033
BX Trust 2021-SDMF A 4.854% 15-SEP-2034, 4.85%, 09/15/34 BX 2021-SDMF 12434CAA2 - - 5,355,350 $5,356,242 $5,356,242 0.08 $5,338,914
LHOME Mortgage Trust 2024-RTL2 A1 7.128% 25-MAR-2029, 7.13%, 03/25/29 LHOME 50205JAA4 - - 5,293,684 $5,353,161 $5,353,161 0.08 $5,338,487
FHLMC 30yr Pool#QH4473 6.000% 01-Nov-2053, 6.00%, 11/01/53 FR 3133CG6J1 - - 5,126,254 $5,342,315 $5,342,315 0.08 $5,297,334
FNMA 30yr Pool#CA0706 4.000% 01-Nov-2047, 4.00%, 11/01/47 FN 3140Q7YC5 - - 5,409,605 $5,326,682 $5,326,682 0.08 $5,200,672
U.S. Bank Auto Credit Linked Notes, Series 2023-1 B 6.789% 25-AUG-2032, 6.79%, 08/25/32 USCLN 2023-1 90357PAV6 - - 5,131,238 $5,199,293 $5,199,293 0.08 $5,185,746
FNMA 30yr Pool#BX5986 5.500% 01-Mar-2053, 5.50%, 03/01/53 FN 3140NAUL5 - - 4,962,067 $5,131,527 $5,131,527 0.08 $5,095,685
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 $5,098,469 $5,098,469 0.08 $5,077,208
Ginnie Mae REMIC Trust 2023-116 LF 5.64503% 20-AUG-2053, 5.69%, 08/20/53 GNR 2023-116 38384EFT7 - - 4,971,756 $5,001,974 $5,001,974 0.08 $4,987,047
FHLMC 30yr Pool#QF9863 5.500% 01-Mar-2053, 5.50%, 03/01/53 FR 3133BX5Y3 - - 4,817,129 $4,966,782 $4,966,782 0.08 $4,933,251
FNMA 30yr Pool#DD3307 6.000% 01-Feb-2055, 6.00%, 02/01/55 FN DD3307 MTGE 3140B3U91 - - 4,458,513 $4,939,077 $4,939,077 0.08 $4,586,796
FHLMC 30yr Pool#QZ1060 6.000% 01-Aug-2055, 6.00%, 08/01/55 FR 31426XFA1 - - 4,695,864 $4,876,118 $4,876,118 0.08 $4,814,373
FNMA 30yr Pool#DE9377 6.000% 01-Sep-2055, 6.00%, 09/01/55 FN 3140BNM39 - - 4,702,843 $4,870,732 $4,870,732 0.08 $4,821,528
ABL 2024-RTL1 A2 7.457% 25-SEP-2029, 7.46%, 09/25/29 ABL 2024-RTL1 00092EAB4 - - 4,840,000 $4,856,543 $4,856,543 0.08 $4,842,508
FNMA 30yr Pool#DA5019 6.500% 01-Nov-2053, 6.50%, 11/01/53 FN 3140A5SH2 - - 4,594,120 $4,850,274 $4,850,274 0.08 $4,814,527
FHLMC 30yr Pool#QX6719 6.000% 01-Feb-2055, 6.00%, 02/01/55 FR 31426CPD0 - - 4,475,569 $4,751,526 $4,751,526 0.07 $4,604,344
FIGRE TRUST 2025-FL1 5.265% 55, 5.26%, 07/25/55 FIGRE 2025-FL1 31684QAA8 - - 4,708,278 $4,747,069 $4,747,069 0.07 $4,720,903
RCKT Mortgage Trust 2024-CES6 A1B 5.546% 25-SEP-2044, 5.55%, 09/25/44 RCKT 2024-CES6 749410AB2 - - 4,666,735 $4,712,834 $4,712,834 0.07 $4,685,514
Homeward Opportunities Fund Trust 2025-RRTL2 A1 5.237% 25-AUG-2040, 5.24%, 09/25/40 HOF 2025-RRTL2 437923AA3 - - 4,682,000 $4,704,909 $4,704,909 0.07 $4,695,373
FHLMC 30yr Pool#RA1100 4.000% 01-Jul-2049, 4.00%, 07/01/49 FR 3133KGGH5 - - 4,799,628 $4,698,570 $4,698,570 0.07 $4,596,829
FIGRE Trust 2025-HE3 B 5.71% 25-MAY-2055, 5.71%, 05/25/55 FIGRE 2025-HE3 31684LAB7 - - 4,618,083 $4,670,981 $4,670,981 0.07 $4,643,147
FNMA 30yr Pool#BX9326 5.500% 01-Mar-2053, 5.50%, 03/01/53 FN 3140NELG8 - - 4,464,130 $4,603,212 $4,603,212 0.07 $4,571,742
FNMA 30yr Pool#FS3246 5.500% 01-Nov-2052, 5.50%, 11/01/52 FN 3140XJTC7 - - 4,411,484 $4,562,688 $4,562,688 0.07 $4,528,774
RCKT Mortgage Trust 2023-CES1 A1A 6.515% 25-JUN-2043, 6.51%, 06/25/43 RCKT 74935WAA2 - - 4,438,172 $4,496,076 $4,496,076 0.07 $4,465,555
FHLMC 30yr Pool#QH2259 6.000% 01-Sep-2053, 6.00%, 09/01/53 FR 3133CEQL9 - - 4,312,432 $4,473,900 $4,473,900 0.07 $4,436,477
FIGRE Trust 2025-HE3 C 5.91% 25-MAY-2055, 5.91%, 05/25/55 FIGRE 2025-HE3 31684LAC5 - - 4,340,998 $4,391,289 $4,391,289 0.07 $4,364,209
FHLMC 30yr Pool#QI8221 6.000% 01-Jun-2054, 6.00%, 06/01/54 FR 3133WFD20 - - 3,934,383 $4,381,206 $4,381,206 0.07 $4,047,586
FHLMC 30yr Pool#QH0826 5.500% 01-Sep-2053, 5.50%, 09/01/53 FR 3133CC4K9 - - 4,206,605 $4,347,865 $4,347,865 0.07 $4,318,156
FNMA 30yr Pool#BX0419 5.500% 01-Nov-2052, 5.50%, 11/01/52 FN 3140N4PD3 - - 4,236,880 $4,343,476 $4,343,476 0.07 $4,312,510
FNMA 30yr Pool#CB2907 3.500% 01-Feb-2052, 3.50%, 02/01/52 FN 3140QNGR7 - - 4,569,446 $4,320,080 $4,320,080 0.07 $4,259,034
FHLMC 30yr Pool#QF7280 5.500% 01-Jan-2053, 5.50%, 01/01/53 FR 3133BVCR4 - - 4,103,593 $4,256,987 $4,256,987 0.07 $4,214,763
SREIT Commercial Mortgage Trust 2021-MFP B 5.3448% 15-NOV-2038, 5.34%, 11/15/38 SREIT 2021-MFP 78472UAC2 - - 4,194,208 $4,200,566 $4,200,566 0.06 $4,185,622
FNMA 30yr Pool#BX6124 6.500% 01-Jan-2053, 6.50%, 01/01/53 FN 3140NAYW7 - - 3,957,876 $4,189,435 $4,189,435 0.06 $4,158,121
FHLMC 30yr Pool#QH5204 6.500% 01-Nov-2053, 6.50%, 11/01/53 FR 3133CHX91 - - 3,954,243 $4,176,581 $4,176,581 0.06 $4,143,951
Fannie Mae REMIC Trust 2020-98 AI 3.5% 25-JAN-2061, 3.50%, 01/25/61 FNR 2020-98 3136BDLE6 - - 18,892,656 $4,173,263 $4,173,263 0.06 $4,103,137
FNMA 30yr Pool#DE7795 6.000% 01-Aug-2055, 6.00%, 08/01/55 FN 3140BLUV2 - - 3,998,130 $4,147,981 $4,147,981 0.06 $4,115,044
FNMA 30yr Pool#DA5072 6.500% 01-Nov-2053, 6.50%, 11/01/53 FN 3140A5T65 - - 3,943,913 $4,143,184 $4,143,184 0.06 $4,107,072
Connecticut Avenue Securities Trust 2024-R06 1M2 5.95603% 25-SEP-2044, 5.96%, 09/25/44 CAS 2024-R06 20755RAC9 - - 4,125,699 $4,142,719 $4,142,719 0.06 $4,133,163
FNMA 30yr Pool#BW6314 5.500% 01-Aug-2052, 5.50%, 08/01/52 FN 3140MYAQ5 - - 3,970,288 $4,084,684 $4,084,684 0.06 $4,052,668
Connecticut Avenue Securities Trust 2024-R02 1M1 5.45603% 25-FEB-2044, 5.46%, 02/25/44 CAS 2024-R02 20754GAA8 - - 4,057,917 $4,066,502 $4,066,502 0.06 $4,057,892
RCKT Mortgage Trust 2025-CES2 A1B 5.603% 25-FEB-2055, 5.60%, 02/25/55 RCKT 2025-CES2 74942BAB7 - - 4,010,980 $4,062,458 $4,062,458 0.06 $4,038,736
FNMA 30yr Pool#DA3549 6.500% 01-Oct-2053, 6.50%, 10/01/53 FN 3140A35K5 - - 3,239,151 $4,062,232 $4,062,232 0.06 $3,394,552
FNMA 30yr Pool#BX9422 5.500% 01-Mar-2053, 5.50%, 03/01/53 FN 3140NEPG4 - - 3,353,907 $4,055,661 $4,055,661 0.06 $3,406,214
LHOME MORTGAGE TR 2025-RTL3 A1, 5.24%, 08/25/40 LHOME 2025-RTL3 50205YAA1 - - 4,000,000 $4,023,460 $4,023,460 0.06 $4,015,311
FNMA 30yr Pool#FS2135 4.000% 01-Nov-2049, 4.00%, 11/01/49 FN 3140XHLR6 - - 4,086,160 $3,969,867 $3,969,867 0.06 $3,921,323
FHLMC 30yr Pool#QX5273 6.000% 01-Feb-2055, 6.00%, 02/01/55 FR 31426A2F4 - - 3,664,251 $3,887,111 $3,887,111 0.06 $3,769,682
FNMA 30yr Pool#BY0335 6.000% 01-May-2053, 6.00%, 05/01/53 FN 3140NGLR9 - - 3,676,974 $3,796,011 $3,796,011 0.06 $3,767,201
FNMA 30yr Pool#FS2713 4.500% 01-Oct-2050, 4.50%, 10/01/50 FN 3140XJAP8 - - 3,765,339 $3,781,562 $3,781,562 0.06 $3,721,422
FHLMC 30yr Pool#QH7549 6.000% 01-Dec-2053, 6.00%, 12/01/53 FR 3133CLL61 - - 3,509,884 $3,637,554 $3,637,554 0.06 $3,610,844
FHLMC 30yr Pool#QH1144 5.500% 01-Sep-2053, 5.50%, 09/01/53 FR 3133CDHV9 - - 3,509,993 $3,628,734 $3,628,734 0.06 $3,602,783
FNMA 30yr Pool#FM7031 4.000% 01-Jan-2051, 4.00%, 01/01/51 FN 3140XAY55 - - 3,676,681 $3,563,398 $3,563,398 0.06 $3,521,330
FHLMC 30yr Pool#QH6041 5.500% 01-Dec-2053, 5.50%, 12/01/53 FR 3133CJWA5 - - 3,426,855 $3,513,387 $3,513,387 0.05 $3,488,316
Flagship Credit Auto Trust 2023-1 B 5.05% 15-FEB-2028, 5.05%, 01/18/28 FCAT 2023-1 337955AG3 - - 3,500,000 $3,510,665 $3,510,665 0.05 $3,498,882
FHLMC 30yr Pool#SD1416 4.500% 01-Dec-2048, 4.50%, 12/01/48 FR 3132DNSD6 - - 3,498,483 $3,502,909 $3,502,909 0.05 $3,457,678
Bayview Opportunity Master Fund VII Trust 2024-CAR1 B 5.65603% 25-DEC-2031, 5.66%, 12/26/31 BVCLN 2024-CAR1 07336QAB8 - - 3,476,039 $3,493,381 $3,493,381 0.05 $3,485,735
FHLMC 30yr Pool#QZ3837 6.000% 01-Sep-2055, 6.00%, 09/01/55 FR 31427BHP3 - - 3,375,019 $3,487,666 $3,487,666 0.05 $3,460,194
FHLMC 30yr Pool#QF7810 5.500% 01-Jan-2053, 5.50%, 01/01/53 FR 3133BVVB8 - - 3,369,629 $3,484,795 $3,484,795 0.05 $3,460,368
FINANCE OF AMERICA STRUCTURE 3.5% 74, 3.50%, 02/25/74 FASST 2024-S1 31740RAB6 - - 3,553,479 $3,482,688 $3,482,688 0.05 $3,477,851
FNMA 30yr Pool#DA0036 6.500% 01-Sep-2053, 6.50%, 09/01/53 FN 3140A0BE8 - - 3,229,692 $3,389,720 $3,389,720 0.05 $3,363,303
FNMA 30yr Pool#BX8700 5.500% 01-Mar-2053, 5.50%, 03/01/53 FN 3140NDU21 - - 3,296,724 $3,389,081 $3,389,081 0.05 $3,364,525
FNMA 30yr Pool#FM1540 4.000% 01-Sep-2049, 4.00%, 09/01/49 FN 3140X4WA0 - - 3,459,043 $3,364,953 $3,364,953 0.05 $3,312,888
BX Trust 2021-BXMF C 5.45627% 15-OCT-2038, 5.46%, 10/15/26 BX 2021-BXMF 05609RAJ3 - - 3,337,147 $3,344,192 $3,344,192 0.05 $3,332,055
FNMA 30yr Pool#MA4026 4.000% 01-May-2050, 4.00%, 05/01/50 FN 31418DPL0 - - 3,414,702 $3,285,523 $3,285,523 0.05 $3,261,988
FNMA 30yr Pool#BV5379 3.000% 01-Apr-2052, 3.00%, 04/01/52 FN 3140MJ6R1 - - 3,469,731 $3,154,862 $3,154,862 0.05 $3,108,431
FHLMC 30yr Pool#SD1111 4.000% 01-Jun-2050, 4.00%, 06/01/50 FR 3132DNGU1 - - 3,237,188 $3,154,191 $3,154,191 0.05 $3,122,620
FHLMC 30yr Pool#QZ4951 6.000% 01-Oct-2055, 6.00%, 10/01/55 FR 31427CQD8 - - 3,019,356 $3,117,380 $3,117,380 0.05 $3,095,555
FNMA 30yr Pool#MA4056 4.000% 01-Jun-2050, 4.00%, 06/01/50 FN 31418DQJ4 - - 3,179,762 $3,097,631 $3,097,631 0.05 $3,037,555
FHLMC 30yr Pool#QE6404 5.500% 01-Jul-2052, 5.50%, 07/01/52 FR 3133BGDH8 - - 2,921,248 $3,097,292 $3,097,292 0.05 $2,982,245
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 $3,031,533 $3,031,533 0.05 $3,011,582
RAM 2024-1 A 5.95% 15-FEB-2039, 6.67%, 02/15/39 RAM 2024-1 751313AA5 - - 2,995,515 $3,016,611 $3,016,611 0.05 $3,003,293
FHLMC 30yr Pool#QG2539 6.500% 01-May-2053, 6.50%, 05/01/53 FR 3133C2ZC5 - - 2,892,784 $3,015,863 $3,015,863 0.05 $2,993,189
FHLMC 30yr Pool#SD6905 6.000% 01-Nov-2054, 6.00%, 11/01/54 FR 3132DUU62 - - 2,904,174 $2,991,583 $2,991,583 0.05 $2,987,711
Fannie Mae Pool|4|03/01/2050, 4.00%, 03/01/50 FN 3140X8S24 - - 3,025,632 $2,960,453 $2,960,453 0.05 $2,903,577
Chase Mortgage Reference Notes, Series 2021-CL1 M1 5.55603% 25-FEB-2050, 5.56%, 02/25/50 CHASE 2021-CL1 46591HBX7 - - 2,968,698 $2,936,916 $2,936,916 0.05 $2,930,510
FHLMC 30yr Pool#QZ4131 6.000% 01-Sep-2055, 6.00%, 09/01/55 FR 31427BSV8 - - 2,843,485 $2,936,275 $2,936,275 0.05 $2,914,668
FNMA 30yr Pool#MA3496 4.500% 01-Oct-2048, 4.50%, 10/01/48 FN 31418C3E2 - - 2,920,569 $2,935,684 $2,935,684 0.05 $2,886,504
FIGRE Trust 2024-HE4 B 5.252% 25-SEP-2054, 5.25%, 09/25/54 FIGRE 2024-HE4 31684UAB7 - - 2,923,902 $2,931,693 $2,931,693 0.05 $2,925,721
Ally Bank Auto Credit-Linked Notes, Series 2024-A C 6.022% 15-MAY-2032, 6.02%, 05/17/32 ABCLN 2024-A 02007GZ63 - - 2,842,434 $2,890,220 $2,890,220 0.04 $2,878,809
FNMA 30yr Pool#BV5393 3.500% 01-Apr-2052, 3.50%, 04/01/52 FN 3140MJ7F6 - - 3,059,526 $2,880,461 $2,880,461 0.04 $2,849,052
FHLMC 30yr Pool#QE8542 5.500% 01-Aug-2052, 5.50%, 08/01/52 FR 3133BJP30 - - 2,781,711 $2,859,756 $2,859,756 0.04 $2,839,794
FHLMC 30yr Pool#SD2897 5.500% 01-May-2053, 5.50%, 05/01/53 FR 3132DQGE0 - - 2,757,081 $2,842,590 $2,842,590 0.04 $2,803,394
BX Trust 2021-BXMF G 7.614513% 15-OCT-2038, 7.61%, 10/15/26 BX 2021-BXMF 05609RAS3 - - 2,807,890 $2,809,213 $2,809,213 0.04 $2,794,960
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 $2,779,894 $2,779,894 0.04 $2,772,299
RCKT MORTGAGE TRUST 2025-CE 5.16% 34, 5.16%, 07/25/34 RCKTL 2025-1A 74939RAC5 - - 2,750,000 $2,773,061 $2,773,061 0.04 $2,767,543
FNMA 30yr Pool#DE2839 6.000% 01-Jun-2055, 6.00%, 06/01/55 FN 3140BFEM3 - - 2,659,557 $2,758,700 $2,758,700 0.04 $2,737,328
FNMA 30yr Pool#DA1511 5.500% 01-Oct-2053, 5.50%, 10/01/53 FN 3140A1VD6 - - 2,638,215 $2,699,439 $2,699,439 0.04 $2,678,855
FHLMC 30yr Pool#QF9276 5.500% 01-Mar-2053, 5.50%, 03/01/53 FR 3133BXJV4 - - 2,575,403 $2,663,358 $2,663,358 0.04 $2,644,965
FHLMC 30yr Pool#Q57869 4.000% 01-Aug-2048, 4.00%, 08/01/48 FG 3132Y1W79 - - 2,751,288 $2,661,433 $2,661,433 0.04 $2,643,463
FNMA 30yr Pool#DA3538 6.000% 01-Oct-2053, 6.00%, 10/01/53 FN 3140A34Y6 - - 2,556,895 $2,654,113 $2,654,113 0.04 $2,630,443
FIGRE Trust 2024-HE3 C 6.229% 25-JUL-2054, 6.23%, 07/25/54 FIGRE 2024-HE3 31684GAC6 - - 2,600,763 $2,645,256 $2,645,256 0.04 $2,638,956
Connecticut Avenue Securities, Series 2021-R01 1M2 5.90603% 25-OCT-2041, 5.91%, 10/25/41 CAS 2021-R01 20754RAB2 - - 2,572,685 $2,585,506 $2,585,506 0.04 $2,579,597
Ginnie Mae REMIC Trust 2017-163 LO 0.0% 16-MAY-2041, 0.00%, 05/16/41 GNR 2017-163 38380KNA9 - - 3,351,352 $2,563,479 $2,563,479 0.04 $2,563,479
FHLMC 30yr Pool#QF0488 5.500% 01-Sep-2052, 5.50%, 09/01/52 FR 3133BMRH0 - - 2,443,434 $2,524,434 $2,524,434 0.04 $2,494,133
Saluda Grade Alternative Mortgage Trust 2024-FIG5 B 6.603% 25-APR-2054, 6.60%, 04/25/54 GRADE 2024-FIG5 79582MAB7 - - 2,485,773 $2,521,791 $2,521,791 0.04 $2,504,465
FHLMC 30yr Pool#SD3523 3.000% 01-Jun-2052, 3.00%, 06/01/52 FR 3132DQ4G8 - - 2,811,841 $2,518,642 $2,518,642 0.04 $2,503,976
FHLMC 30yr Pool#QY9883 6.000% 01-Aug-2055, 6.00%, 08/01/55 FR 31426U6V1 - - 2,392,724 $2,485,214 $2,485,214 0.04 $2,462,693
FHF Trust 2024-1 (First Help Financial) A2 5.69% 15-FEB-2030, 5.69%, 02/15/30 FHF 2024-1A 31568AAB2 - - 2,442,703 $2,468,904 $2,468,904 0.04 $2,459,638
Santander Bank Auto Credit-Linked Notes, Series 2024-A B 5.622% 15-JUN-2032, 5.62%, 06/15/32 SBCLN 2024-A 80290CCJ1 - - 2,415,006 $2,451,363 $2,451,363 0.04 $2,442,312
FNMA 30yr Pool#BY8533 6.500% 01-Aug-2053, 6.50%, 08/01/53 FN 3140NRPT7 - - 2,313,885 $2,428,159 $2,428,159 0.04 $2,409,610
PRPM 2024-RCF2 A1 3.75% 25-MAR-2054, 3.75%, 03/25/54 PRPM 2024-RCF2 693987AA7 - - 2,459,476 $2,414,920 $2,414,920 0.04 $2,411,333
FNMA 30yr Pool#BY5913 5.500% 01-Sep-2053, 5.50%, 09/01/53 FN 3140NNSB2 - - 2,331,300 $2,409,565 $2,409,565 0.04 $2,391,281
FNMA 30yr Pool#DD4221 6.000% 01-Feb-2055, 6.00%, 02/01/55 FN DD4221 MTGE 3140B4VP2 - - 2,300,088 $2,384,081 $2,384,081 0.04 $2,366,268
FNMA 30yr Pool#DF0313 6.000% 01-Sep-2055, 6.00%, 09/01/55 FN 3140BQK34 - - 2,304,788 $2,380,610 $2,380,610 0.04 $2,362,954
PRPM 2025-RCF3 LLC 5.25% 55, 5.25%, 07/25/55 PRPM 2025-RCF3 69392PAB1 - - 2,380,125 $2,378,107 $2,378,107 0.04 $2,364,917
FHLMC 30yr Pool#QI4878 6.000% 01-Apr-2054, 6.00%, 04/01/54 FR 3133WBM37 - - 2,215,613 $2,296,316 $2,296,316 0.04 $2,279,362
Reach ABS Trust 2024-2 A 5.88% 15-JUL-2031, 5.88%, 07/15/31 REACH 2024-2A 75525HAA8 - - 2,166,493 $2,187,043 $2,187,043 0.03 $2,178,551
FHLMC 30yr Pool#QX7432 6.000% 01-Feb-2055, 6.00%, 02/01/55 FR 31426DHJ4 - - 1,986,218 $2,179,877 $2,179,877 0.03 $2,043,367
FHLMC 30yr Pool#QG2543 5.500% 01-May-2053, 5.50%, 05/01/53 FR 3133C2ZG6 - - 2,075,263 $2,130,110 $2,130,110 0.03 $2,113,070
FIGRE Trust 2024-HE1 B 6.506% 25-MAR-2054, 6.51%, 03/25/54 FIGRE 2024-HE1 31684HAB6 - - 2,064,506 $2,119,367 $2,119,367 0.03 $2,114,143
FNMA 30yr Pool#FS3001 4.000% 01-Oct-2051, 4.00%, 10/01/51 FN 3140XJKP7 - - 2,175,834 $2,111,378 $2,111,378 0.03 $2,083,898
FNMA 30yr Pool#FS1640 4.000% 01-Apr-2052, 4.00%, 04/01/52 FN 3140XGZE2 - - 2,123,857 $2,102,399 $2,102,399 0.03 $2,032,247
FNMA 30yr Pool#BP1500 3.000% 01-May-2050, 3.00%, 05/01/50 FN 3140K8U25 - - 2,300,695 $2,091,683 $2,091,683 0.03 $2,078,675
Chase Mortgage Reference Notes, Series 2020-CL1 M2 6.77239% 25-OCT-2057, 6.77%, 10/25/57 CHASE 2020-CL1 46591HAH3 - - 2,004,676 $2,069,026 $2,069,026 0.03 $2,063,747
FNMA 30yr Pool#CA7849 4.500% 01-Oct-2050, 4.50%, 10/01/50 FN 3140QFWK1 - - 2,036,015 $2,022,040 $2,022,040 0.03 $2,007,770
Santander Bank Auto Credit-Linked Notes, Series 2023-B B 5.64% 15-DEC-2033, 5.64%, 12/15/33 SBCLN 2023-B 80290CCB8 - - 1,994,041 $2,021,060 $2,021,060 0.03 $2,013,563
FNMA 30yr Pool#BY0338 6.500% 01-May-2053, 6.50%, 05/01/53 FN 3140NGLU2 - - 1,913,480 $2,005,299 $2,005,299 0.03 $1,989,744
Foundation Finance Trust 2023-2 A 6.53% 15-JUN-2049, 6.53%, 06/15/49 FFIN 2023-2A 35042RAA4 - - 1,911,085 $1,994,394 $1,994,394 0.03 $1,986,074
FHLMC 30yr Pool#QH7013 6.500% 01-Dec-2053, 6.50%, 12/01/53 FR 3133CKYJ1 - - 1,834,493 $1,979,172 $1,979,172 0.03 $1,910,385
FNMA 30yr Pool#BW0972 4.500% 01-Jul-2052, 4.50%, 07/01/52 FN 3140MSCJ2 - - 1,974,620 $1,951,695 $1,951,695 0.03 $1,939,146
FHLMC 30yr Pool#SI2017 4.000% 01-Dec-2048, 4.00%, 12/01/48 FR 3133USG21 - - 2,016,459 $1,948,653 $1,948,653 0.03 $1,935,114
FNMA 30yr Pool#BX8072 5.500% 01-Mar-2053, 5.50%, 03/01/53 FN 3140NC6J3 - - 1,875,220 $1,933,437 $1,933,437 0.03 $1,920,424
FNMA 30yr Pool#DF0998 6.000% 01-Oct-2055, 6.00%, 10/01/55 FN 3140BRDC0 - - 1,855,093 $1,915,798 $1,915,798 0.03 $1,901,910
FHLMC 30yr Pool#QG2540 6.500% 01-May-2053, 6.50%, 05/01/53 FR 3133C2ZD3 - - 1,827,458 $1,907,126 $1,907,126 0.03 $1,892,652
Chase Mortgage Reference Notes, Series 2021-CL1 M3 5.90603% 25-FEB-2050, 5.91%, 02/25/50 CHASE 2021-CL1 46591HBZ2 - - 1,936,086 $1,898,635 $1,898,635 0.03 $1,894,188
ACHV ABS Trust 2024-1PL B 6.34% 25-APR-2031, 6.34%, 04/25/31 ACHV 2024-1PL 00092BAB0 - - 1,829,451 $1,854,040 $1,854,040 0.03 $1,849,529
FHLMC 30yr Pool#SD1551 4.000% 01-Mar-2050, 4.00%, 03/01/50 FR 3132DNWL3 - - 1,887,950 $1,849,873 $1,849,873 0.03 $1,811,789
FHLMC 30yr Pool#QY7439 6.000% 01-Jun-2055, 6.00%, 06/01/55 FR 31426SHR3 - - 1,752,803 $1,824,114 $1,824,114 0.03 $1,804,059
FNMA 30yr Pool#BY0361 6.500% 01-Jun-2053, 6.50%, 06/01/53 FN 3140NGMK3 - - 1,725,094 $1,806,214 $1,806,214 0.03 $1,791,957
FHLMC 30yr Pool#QH3309 5.500% 01-Oct-2053, 5.50%, 10/01/53 FR 3133CFVA4 - - 1,759,876 $1,799,544 $1,799,544 0.03 $1,787,034
FNMA 30yr Pool#MA3521 4.000% 01-Nov-2048, 4.00%, 11/01/48 FN 31418C4F8 - - 1,814,288 $1,763,898 $1,763,898 0.03 $1,741,099
NRZ MSR-Collateralized Notes, Series 2021-FHT1 A 3.104% 25-JUL-2026, 3.10%, 07/25/26 NZES 2021-FHT1 62955MAB2 - - 1,780,553 $1,746,537 $1,746,537 0.03 $1,744,388
FHLMC 30yr Pool#SD0943 3.500% 01-Apr-2052, 3.50%, 04/01/52 FR 3132DNBL6 - - 1,814,843 $1,709,194 $1,709,194 0.03 $1,691,556
Chase Mortgage Reference Notes, Series 2021-CL1 M2 5.70603% 25-FEB-2050, 5.71%, 02/25/50 CHASE 2021-CL1 46591HBY5 - - 1,744,110 $1,707,321 $1,707,321 0.03 $1,703,451
Bayview Opportunity Master Fund VII Trust 2024-CAR1 C 5.85603% 25-DEC-2031, 5.86%, 12/26/31 BVCLN 2024-CAR1 07336QAC6 - - 1,691,673 $1,701,815 $1,701,815 0.03 $1,697,962
Fannie Mae Pool|4|08/01/2050, 4.00%, 08/01/50 FN 3140X8UA3 - - 1,757,757 $1,689,795 $1,689,795 0.03 $1,679,146
PRPM 2025-RCF3 LLC 5.25% 55, 5.25%, 07/25/55 PRPM 2025-RCF3 69392PAC9 - - 1,700,000 $1,681,925 $1,681,925 0.03 $1,672,504
FHLMC 30yr Pool#QA2039 3.000% 01-Aug-2049, 3.00%, 08/01/49 FR 31334YHQ3 - - 1,826,395 $1,668,024 $1,668,024 0.03 $1,649,956
Ally Bank Auto Credit-Linked Notes, Series 2024-A D 6.315% 15-MAY-2032, 6.31%, 05/17/32 ABCLN 2024-A 02007GZ71 - - 1,624,248 $1,652,303 $1,652,303 0.03 $1,645,465
FHLMC 30yr Pool#SD4456 4.000% 01-Aug-2050, 4.00%, 08/01/50 FR 3132E05R9 - - 1,687,953 $1,644,785 $1,644,785 0.03 $1,616,632
FNMA 30yr Pool#CB2681 3.500% 01-Jan-2052, 3.50%, 01/01/52 FN 3140QM6T6 - - 1,718,090 $1,633,582 $1,633,582 0.03 $1,601,510
FHLMC 30yr Pool#QG4340 6.500% 01-Jun-2053, 6.50%, 06/01/53 FR 3133C4ZD9 - - 1,547,612 $1,613,404 $1,613,404 0.02 $1,601,327
FNMA 30yr Pool#BY0327 6.500% 01-May-2053, 6.50%, 05/01/53 FN 3140NGLH1 - - 1,517,652 $1,581,572 $1,581,572 0.02 $1,569,388
Arivo Acceptance Auto Loan Receivables Trust 2024-1 A 6.46% 15-APR-2028, 6.46%, 04/17/28 ARIVO 2024-1A 039943AA3 - - 1,539,752 $1,553,689 $1,553,689 0.02 $1,547,057
U.S. Auto Funding 2021-1 C 2.2% 15-MAY-2026, 2.20%, 05/15/26 USAUT 2021-1A 90355EAC5 - - 1,856,668 $1,552,002 $1,552,002 0.02 $1,549,279
FHLMC 30yr Pool#QZ4132 6.000% 01-Sep-2055, 6.00%, 09/01/55 FR 31427BSW6 - - 1,495,093 $1,543,667 $1,543,667 0.02 $1,532,824
Blue Bridge Funding 2023-1 A 7.37% 15-NOV-2030, 7.37%, 11/15/30 BBEF 2023-1A 09531MAA8 - - 1,513,162 $1,531,399 $1,531,399 0.02 $1,523,964
FHLMC 30yr Pool#Q58477 4.000% 01-Sep-2048, 4.00%, 09/01/48 FG 3132Y2M37 - - 1,578,606 $1,527,177 $1,527,177 0.02 $1,516,739
FNMA 30yr Pool#MA3415 4.000% 01-Jul-2048, 4.00%, 07/01/48 FN 31418CYM0 - - 1,540,160 $1,497,559 $1,497,559 0.02 $1,478,029
FIGRE TRUST 2025-HE5 FLTG 2055 B, 5.49%, 08/25/55 FIGRE 2025-HE5 31684MAB5 - - 1,459,318 $1,469,675 $1,469,675 0.02 $1,461,226
FNMA 30yr Pool#BT8051 5.500% 01-Jan-2053, 5.50%, 01/01/53 FN 3140LW5M5 - - 1,389,783 $1,437,789 $1,437,789 0.02 $1,427,321
FNMA 30yr Pool#CA5573 4.000% 01-Apr-2050, 4.00%, 04/01/50 FN 3140QDFP4 - - 1,487,446 $1,430,238 $1,430,238 0.02 $1,420,924
FNMA 30yr Pool#CA1931 4.500% 01-Jun-2048, 4.50%, 06/01/48 FN 3140Q9ED1 - - 1,434,744 $1,428,191 $1,428,191 0.02 $1,418,010
FNMA 30yr Pool#BY1896 5.500% 01-May-2053, 5.50%, 05/01/53 FN 3140NJDA9 - - 1,363,926 $1,401,879 $1,401,879 0.02 $1,391,768
FHLMC 30yr Pool#QG3885 6.500% 01-Jun-2053, 6.50%, 06/01/53 FR 3133C4J62 - - 969,999 $1,364,567 $1,364,567 0.02 $1,003,667
FNMA 30yr Pool#BX7860 5.500% 01-Mar-2053, 5.50%, 03/01/53 FN 3140NCWW5 - - 1,301,814 $1,343,308 $1,343,308 0.02 $1,333,284
FNMA 30yr Pool#DB3056 5.500% 01-May-2054, 5.50%, 05/01/54 FN 3140ACME0 - - 1,269,823 $1,304,034 $1,304,034 0.02 $1,294,750
FNMA 30yr Pool#FM7725 4.500% 01-Dec-2050, 4.50%, 12/01/50 FN 3140XBSP6 - - 1,264,065 $1,253,321 $1,253,321 0.02 $1,244,708
FNMA 30yr Pool#MA3149 4.000% 01-Oct-2047, 4.00%, 10/01/47 FN 31418CQB3 - - 1,267,452 $1,236,271 $1,236,271 0.02 $1,218,499
FNMA 40yr Pool#BF0167 3.000% 01-Feb-2057, 3.00%, 02/01/57 FN 3140FXFH0 - - 1,390,765 $1,225,183 $1,225,183 0.02 $1,214,827
FHLMC 30yr Pool#QF2561 5.500% 01-Nov-2052, 5.50%, 11/01/52 FR 3133BPZ27 - - 1,180,277 $1,217,876 $1,217,876 0.02 $1,209,535
Towd Point Mortgage Trust 2024-CES1 A1B 6.049% 25-JAN-2064, 6.05%, 01/25/64 TPMT 2024-CES1 89183CAB1 - - 1,188,809 $1,204,485 $1,204,485 0.02 $1,196,894
FHLMC 30yr Pool#SD8003 4.000% 01-Jul-2049, 4.00%, 07/01/49 FR 3132DV3L7 - - 1,235,175 $1,196,683 $1,196,683 0.02 $1,182,985
FNMA 30yr Pool#FM9138 4.000% 01-Mar-2050, 4.00%, 03/01/50 FN 3140XDEL6 - - 1,233,947 $1,196,203 $1,196,203 0.02 $1,184,169
FNMA 30yr Pool#BJ9181 5.000% 01-May-2048, 5.00%, 05/01/48 FN 3140HBFX1 - - 1,168,762 $1,192,017 $1,192,017 0.02 $1,183,460
FHLMC 30yr Pool#QD9182 3.000% 01-Mar-2052, 3.00%, 03/01/52 FR 3133B7FX1 - - 1,293,469 $1,181,286 $1,181,286 0.02 $1,158,928
Connecticut Avenue Securities, Series 2021-R02 2B1 7.65603% 25-NOV-2041, 7.66%, 11/25/41 CAS 2021-R02 20754KAF8 - - 1,150,000 $1,177,124 $1,177,124 0.02 $1,173,700
FNMA 30yr Pool#BX0804 5.500% 01-Nov-2052, 5.50%, 11/01/52 FN 3140N43N5 - - 1,136,341 $1,170,241 $1,170,241 0.02 $1,161,247
FNMA 30yr Pool#AS6811 3.000% 01-Mar-2046, 3.00%, 03/01/46 FN 3138WGR97 - - 1,263,349 $1,158,490 $1,158,490 0.02 $1,148,949
FHLMC 30yr Pool#ZT2087 4.000% 01-Jun-2049, 4.00%, 06/01/49 FR 3132AEJ80 - - 1,187,207 $1,151,657 $1,151,657 0.02 $1,137,044
FHLMC 30yr Pool#QG6538 5.500% 01-Jul-2053, 5.50%, 07/01/53 FR 3133C7HP5 - - 1,101,561 $1,138,539 $1,138,539 0.02 $1,130,953
FHLMC 30yr Pool#QG6948 5.500% 01-Jul-2053, 5.50%, 07/01/53 FR 3133C7WH6 - - 1,046,676 $1,082,872 $1,082,872 0.02 $1,074,518
FHLMC 30yr Pool#RA1087 4.500% 01-Jul-2049, 4.50%, 07/01/49 FR 3133KGF45 - - 1,062,508 $1,080,096 $1,080,096 0.02 $1,045,459
FNMA 30yr Pool#AS7492 4.000% 01-Jul-2046, 4.00%, 07/01/46 FN 3138WHKE1 - - 1,099,881 $1,064,514 $1,064,514 0.02 $1,056,723
FHLMC 30yr Pool#RA1188 4.500% 01-Aug-2049, 4.50%, 08/01/49 FR 3133KGJ90 - - 1,072,239 $1,062,285 $1,062,285 0.02 $1,055,034
FNMA 30yr Pool#CB8995 5.500% 01-Aug-2054, 5.50%, 08/01/54 FN 3140QU7H3 - - 1,032,787 $1,061,149 $1,061,149 0.02 $1,049,643
Lendbuzz Securitization Trust 2023-2 A2 7.09% 15-OCT-2028, 7.09%, 10/16/28 LBZZ 2023-2A 52608MAB4 - - 1,001,029 $1,017,414 $1,017,414 0.02 $1,012,682
FNMA 30yr Pool#BV4203 3.500% 01-Apr-2052, 3.50%, 04/01/52 FN 3140MHU56 - - 1,060,039 $1,001,064 $1,001,064 0.02 $987,195
FNMA 30yr Pool#FM1598 4.000% 01-Feb-2049, 4.00%, 02/01/49 FN 3140X4X43 - - 1,015,336 $981,351 $981,351 0.02 $974,377
FNMA 30yr Pool#BV8484 3.500% 01-Apr-2052, 3.50%, 04/01/52 FN 3140MNNA0 - - 1,029,601 $964,648 $964,648 0.01 $958,772
FNMA 30yr Pool#DA3522 5.500% 01-Oct-2053, 5.50%, 10/01/53 FN 3140A34G5 - - 924,394 $945,225 $945,225 0.01 $938,634
GNMA II 30yr Pool#MA5021 4.500% 20-Feb-2048, 4.50%, 02/20/48 G2 36179TSJ5 - - 926,972 $942,506 $942,506 0.01 $918,979
FHLMC 30yr Pool#QG7338 6.000% 01-Jul-2053, 6.00%, 07/01/53 FR 3133C8EK7 - - 838,395 $930,356 $930,356 0.01 $862,518
FNMA 30yr Pool#CA6382 4.500% 01-Jul-2050, 4.50%, 07/01/50 FN 3140QECU4 - - 926,440 $918,394 $918,394 0.01 $912,253
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-DNA5 M2 6.00603% 25-JAN-2034, 6.01%, 01/25/34 STACR 2021-DNA5 35564KHE2 - - 902,585 $907,866 $907,866 0.01 $905,758
FHLMC 30yr Pool#ZM8197 4.000% 01-Sep-2048, 4.00%, 09/01/48 FR 3131Y3DA1 - - 939,234 $907,555 $907,555 0.01 $901,345
BX Commercial Mortgage Trust 2021-21M A 4.995% 15-OCT-2036, 4.99%, 10/15/36 BX 2021-21M 05609CAA5 - - 862,801 $864,596 $864,596 0.01 $861,723
FNMA 30yr Pool#AB9341 3.000% 01-May-2043, 3.00%, 05/01/43 FN 31417GLX2 - - 901,410 $849,109 $849,109 0.01 $833,012
FNMA 30yr Pool#BN4541 4.000% 01-Feb-2049, 4.00%, 02/01/49 FN 3140JMBK7 - - 825,582 $826,423 $826,423 0.01 $792,278
Gracie Point International Funding, Series 2023-2 A 6.60559% 01-MAR-2027, 6.61%, 03/01/27 GPIF 2023-2A 38410JAA0 - - 808,251 $815,578 $815,578 0.01 $810,091
ACHV ABS Trust 2024-1PL C 6.42% 25-APR-2031, 6.42%, 04/25/31 ACHV 2024-1PL 00092BAC8 - - 792,780 $802,409 $802,409 0.01 $800,429
FREMF 2019-KF70 Mortgage Trust C 10.46922% 25-SEP-2029, 10.47%, 09/25/29 FREMF 2019-KF70 30298UAJ0 - - 789,970 $782,647 $782,647 0.01 $779,431
FNMA 30yr Pool#BY0782 5.500% 01-Apr-2053, 5.50%, 04/01/53 FN 3140NG2Q2 - - 743,357 $767,535 $767,535 0.01 $762,393
FHLMC 30yr Pool#ZT1926 3.000% 01-Nov-2043, 3.00%, 11/01/43 FR 3132AED78 - - 828,465 $765,618 $765,618 0.01 $759,123
FHLMC 30yr Pool#RA1999 4.500% 01-Jan-2050, 4.50%, 01/01/50 FR 3133KHGG5 - - 750,732 $744,446 $744,446 0.01 $738,686
ACHM Trust 2024-HE1 B 7.26% 25-MAY-2039, 7.26%, 05/25/39 ACHM 2024-HE1 00449TAB1 - - 710,236 $736,285 $736,285 0.01 $734,280
FNMA 30yr Pool#BY0866 5.500% 01-May-2053, 5.50%, 05/01/53 FN 3140NG6C9 - - 702,253 $722,210 $722,210 0.01 $716,589
GNMA II 30yr Pool#MA5264 4.000% 20-Jun-2048, 4.00%, 06/20/48 G2 36179TZ57 - - 728,169 $708,948 $708,948 0.01 $698,982
Connecticut Avenue Securities Trust 2022-R01 1M1 5.35603% 25-DEC-2041, 5.36%, 12/25/41 CAS 2022-R01 20754LAA7 - - 686,172 $687,464 $687,464 0.01 $686,035
NRZ Excess Spread-Collateralized Notes, Series 2020-PLS1 A 3.844% 25-DEC-2025, 3.84%, 12/25/25 NZES 2020-PLS1 433674AA6 - - 687,631 $685,965 $685,965 0.01 $684,937
FHLMC 30yr Pool#QD6555 3.000% 01-Feb-2052, 3.00%, 02/01/52 FR 3133B4H81 - - 737,085 $675,339 $675,339 0.01 $660,501
FNMA 30yr Pool#BW0343 4.500% 01-May-2052, 4.50%, 05/01/52 FN 3140MRLZ8 - - 634,196 $654,317 $654,317 0.01 $620,176
FHLMC 30yr Pool#QE1073 3.500% 01-Apr-2052, 3.50%, 04/01/52 FR 3133BAFN6 - - 650,323 $609,254 $609,254 0.01 $605,586
FHLMC 30yr Pool#SD8047 4.500% 01-Feb-2050, 4.50%, 02/01/50 FR 3132DV5G6 - - 604,857 $600,965 $600,965 0.01 $596,466
FNMA 30yr Pool#AL6842 4.000% 01-May-2045, 4.00%, 05/01/45 FN 3138EPS88 - - 605,579 $598,086 $598,086 0.01 $586,430
FNMA 30yr Pool#BK9507 4.000% 01-Oct-2048, 4.00%, 10/01/48 FN 3140HPR58 - - 596,745 $592,627 $592,627 0.01 $574,913
Sequoia Mortgage Trust 2013-5 A1 2.5% 25-MAY-2043, 2.50%, 05/25/43 SEMT 2013-5 81745AAA5 - - 661,700 $591,079 $591,079 0.01 $589,332
MHC Commercial Mortgage Trust 2021-MHC A 5.066442% 15-APR-2038, 5.07%, 04/15/38 MHC 2021-MHC 55316VAA2 - - 586,117 $587,930 $587,930 0.01 $585,950
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA2 M1A 5.65603% 25-FEB-2042, 5.66%, 02/25/42 STACR 2022-DNA2 35564KRE1 - - 579,005 $581,086 $581,086 0.01 $579,812
Connecticut Avenue Securities, Series 2021-R03 1M1 5.20603% 25-DEC-2041, 5.21%, 12/25/41 CAS 2021-R03 20754AAA1 - - 546,017 $546,779 $546,779 0.01 $545,673
FHLMC 15yr Pool#SB0116 2.500% 01-Nov-2034, 2.50%, 11/01/34 FR 3132CWDV3 - - 524,367 $514,812 $514,812 0.01 $498,145
FNMA 30yr Pool#AZ0869 4.000% 01-Jul-2045, 4.00%, 07/01/45 FN 3138YR6F0 - - 521,481 $510,402 $510,402 0.01 $505,032
Reach ABS Trust 2024-1 A 6.3% 15-FEB-2031, 6.30%, 02/18/31 REACH 2024-1A 75526PAA9 - - 502,461 $505,399 $505,399 0.01 $503,288
FHLMC 30yr Pool#QD9191 3.500% 01-Apr-2052, 3.50%, 04/01/52 FR 3133B7F86 - - 501,655 $470,203 $470,203 0.01 $467,182
Towd Point Mortgage Trust 2024-CES2 A1B 6.35% 25-FEB-2064, 6.35%, 02/25/64 TPMT 2024-CES2 89182JAB7 - - 461,561 $469,024 $469,024 0.01 $465,930
FHLMC 30yr Pool#SD1414 4.000% 01-Oct-2050, 4.00%, 10/01/50 FR 3132DNSB0 - - 438,774 $423,879 $423,879 0.01 $420,235
FNMA 30yr Pool#CB4329 3.500% 01-Jul-2052, 3.50%, 07/01/52 FN 3140QPY35 - - 443,826 $416,144 $416,144 0.01 $413,503
JP Morgan Mortgage Trust 2015-4 AM 3.0% 25-JUN-2045, 3.00%, 06/25/45 JPMMT 2015-4 46644VBP0 - - 470,334 $410,303 $410,303 0.01 $408,813
FNMA 30yr Pool#BV6879 4.500% 01-Apr-2052, 4.50%, 04/01/52 FN 3140MLUD0 - - 406,658 $400,266 $400,266 0.01 $397,732
FNMA 30yr Pool#CA4646 3.000% 01-Feb-2048, 3.00%, 02/01/48 FN 3140QCEU6 - - 436,060 $399,987 $399,987 0.01 $397,129
FHLMC 30yr Pool#QG3397 6.000% 01-May-2053, 6.00%, 05/01/53 FR 3133C3X27 - - 375,757 $389,516 $389,516 0.01 $386,568
FNMA 30yr Pool#BV7632 4.500% 01-Apr-2052, 4.50%, 04/01/52 FN 3140MMPS1 - - 367,470 $361,699 $361,699 0.01 $359,404
FHLMC 30yr Pool#QA8274 3.500% 01-Mar-2050, 3.50%, 03/01/50 FR 3133A3FP8 - - 389,009 $360,611 $360,611 0.01 $358,412
FNMA 30yr Pool#FM3447 4.000% 01-Nov-2049, 4.00%, 11/01/49 FN 3140X6ZM6 - - 359,916 $352,909 $352,909 0.01 $345,845
FHLMC 30yr Pool#SD1966 4.000% 01-Nov-2052, 4.00%, 11/01/52 FR 3132DPFF0 - - 332,691 $320,329 $320,329 0.00 $315,962
FHLMC 30yr Pool#ZN6461 4.000% 01-May-2049, 4.00%, 05/01/49 FR 3131YDFA7 - - 325,599 $320,148 $320,148 0.00 $312,210
FNMA 30yr Pool#AR9225 3.000% 01-Mar-2043, 3.00%, 03/01/43 FN 3138W7HB3 - - 330,688 $313,012 $313,012 0.00 $303,811
FHLMC 30yr Pool#ZT0391 4.000% 01-Nov-2047, 4.00%, 11/01/47 FR 3132ACNG1 - - 301,133 $293,537 $293,537 0.00 $291,375
FNMA 30yr Pool#FS2548 4.000% 01-Mar-2051, 4.00%, 03/01/51 FN 3140XHZN0 - - 302,753 $292,898 $292,898 0.00 $289,961
FHLMC 30yr Pool#QA5150 4.500% 01-Dec-2049, 4.50%, 12/01/49 FR 31346YWK5 - - 294,396 $292,294 $292,294 0.00 $290,312
FNMA 30yr Pool#FS2238 4.000% 01-Mar-2051, 4.00%, 03/01/51 FN 3140XHPY7 - - 295,202 $287,189 $287,189 0.00 $283,294
FNMA 30yr Pool#AS8649 3.000% 01-Jan-2047, 3.00%, 01/01/47 FN 3138WJTF5 - - 306,455 $282,288 $282,288 0.00 $277,736
Fannie Mae REMIC Trust 2017-9 VL 3.0% 25-JUL-2028, 3.00%, 07/25/28 FNR 2017-9 3136AVYH6 - - 263,867 $269,975 $269,975 0.00 $261,093
FNMA 30yr Pool#BN3899 4.000% 01-Dec-2048, 4.00%, 12/01/48 FN 3140JLKM5 - - 270,800 $261,706 $261,706 0.00 $259,876
FHLMC 30yr Pool#QA1615 3.500% 01-Aug-2049, 3.50%, 08/01/49 FR 31334XYL7 - - 271,649 $253,741 $253,741 0.00 $252,014
FNMA 30yr Pool#CB9966 5.000% 01-Feb-2055, 5.00%, 02/01/55 FN 3140QWCC4 - - - $250,626 $250,626 0.00 $0
FHLMC 30yr Pool#ZN4240 4.500% 01-Dec-2048, 4.50%, 12/01/48 FR 3131YAV98 - - 250,075 $249,733 $249,733 0.00 $247,824
FNMA 30yr Pool#MA3908 4.500% 01-Jan-2050, 4.50%, 01/01/50 FN 31418DKW1 - - 237,105 $237,349 $237,349 0.00 $233,816
FHLMC 15yr Pool#SB0040 2.500% 01-Dec-2033, 2.50%, 12/01/33 FR 3132CWBH6 - - 239,330 $236,824 $236,824 0.00 $230,989
Fannie Mae REMIC Trust 2012-126 SY 0.0% 25-NOV-2042, 0.00%, 11/25/42 FNR 2012-126 3136A9ZR2 - - 473,554 $234,391 $234,391 0.00 $234,391
FNMA 30yr Pool#MA3687 4.000% 01-Jun-2049, 4.00%, 06/01/49 FN 31418DCZ3 - - 235,116 $227,954 $227,954 0.00 $225,181
FNMA 30yr Pool#BW0081 4.500% 01-Apr-2052, 4.50%, 04/01/52 FN 3140MRCT2 - - 229,906 $226,236 $226,236 0.00 $224,824
FNMA 30yr Pool#BE3616 4.000% 01-May-2047, 4.00%, 05/01/47 FN 3140FPAS8 - - 228,429 $224,917 $224,917 0.00 $221,300
FNMA 30yr Pool#MA1327 3.000% 01-Jan-2043, 3.00%, 01/01/43 FN 31418APM4 - - 240,351 $222,152 $222,152 0.00 $220,233
GNMA II 30yr Pool#MA5192 4.000% 20-May-2048, 4.00%, 05/20/48 G2 36179TXV2 - - 218,173 $213,256 $213,256 0.00 $209,837
FNMA 30yr Pool#BO9819 4.500% 01-Dec-2049, 4.50%, 12/01/49 FN 3140K54D6 - - 210,191 $208,757 $208,757 0.00 $207,275
FHLMC 30yr Pool#RA1088 4.500% 01-Jul-2049, 4.50%, 07/01/49 FR 3133KGF52 - - 204,004 $202,530 $202,530 0.00 $201,174
FHLMC 30yr Pool#SD8040 4.500% 01-Jan-2050, 4.50%, 01/01/50 FR 3132DV4Z5 - - 179,630 $182,566 $182,566 0.00 $177,138
FNMA 30yr Pool#AB6280 3.000% 01-Sep-2042, 3.00%, 09/01/42 FN 31417C6S9 - - 194,980 $180,311 $180,311 0.00 $178,660
FNMA 30yr Pool#BO2983 3.000% 01-Sep-2049, 3.00%, 09/01/49 FN 3140JXJ58 - - 194,780 $177,507 $177,507 0.00 $176,231
FNMA 30yr Pool#CA4185 4.500% 01-Sep-2049, 4.50%, 09/01/49 FN 3140QBUK2 - - 176,574 $175,347 $175,347 0.00 $174,124
FNMA 30yr Pool#CA4035 4.500% 01-Aug-2049, 4.50%, 08/01/49 FN 3140QBPV4 - - 171,826 $170,581 $170,581 0.00 $169,442
Santander Bank Auto Credit-Linked Notes, Series 2023-A B 6.493% 15-JUN-2033, 6.49%, 06/15/33 SBCLN 2023-A 80290CBU7 - - 163,846 $164,874 $164,874 0.00 $164,165
FNMA 30yr Pool#BV7132 4.500% 01-Apr-2052, 4.50%, 04/01/52 FN 3140ML4S6 - - 161,854 $159,277 $159,277 0.00 $158,276
FHLMC 30yr Pool#ZT1320 4.000% 01-Nov-2048, 4.00%, 11/01/48 FR 3132ADPD4 - - 162,690 $158,407 $158,407 0.00 $156,127
FHLMC 30yr Pool#ZA7158 4.500% 01-Jun-2049, 4.50%, 06/01/49 FR 31329Q5T4 - - 157,752 $156,412 $156,412 0.00 $155,221
FNMA 30yr Pool#AB7563 3.000% 01-Jan-2043, 3.00%, 01/01/43 FN 31417EMM0 - - 167,651 $155,793 $155,793 0.00 $154,419
FNMA 30yr Pool#FS2546 4.000% 01-Mar-2051, 4.00%, 03/01/51 FN 3140XHZL4 - - 154,406 $149,474 $149,474 0.00 $148,177
GNMA II 30yr Pool#MA5753 4.000% 20-Feb-2049, 4.00%, 02/20/49 G2 36179UMA7 - - 145,834 $137,118 $137,118 0.00 $136,208
FNMA 30yr Pool#MA1229 3.000% 01-Oct-2042, 3.00%, 10/01/42 FN 31418ALK2 - - 145,860 $135,351 $135,351 0.00 $134,194
FNMA 30yr Pool#BW0072 4.500% 01-Apr-2052, 4.50%, 04/01/52 FN 3140MRCJ4 - - 136,507 $134,335 $134,335 0.00 $133,489
FNMA 30yr Pool#BV7131 4.500% 01-Apr-2052, 4.50%, 04/01/52 FN 3140ML4R8 - - 129,268 $127,211 $127,211 0.00 $126,410
GNMA II 30yr Pool#BF6874 4.500% 20-Jul-2048, 4.50%, 07/20/48 G2 3617GDT77 - - 127,023 $125,854 $125,854 0.00 $124,933
GNMA II 30yr Pool#MA5866 4.000% 20-Apr-2049, 4.00%, 04/20/49 G2 36179UQT2 - - 132,719 $125,303 $125,303 0.00 $124,431
FNMA 20yr Pool#AB9283 3.000% 01-Apr-2038, 3.00%, 04/01/38 FN 31417GJ56 - - 132,770 $124,137 $124,137 0.00 $122,536
FNMA 30yr Pool#BM3282 3.500% 01-Dec-2047, 3.50%, 12/01/47 FN 3140J7UG8 - - 114,888 $110,405 $110,405 0.00 $108,200
GNMA II 30yr Pool#BK5879 4.500% 20-Nov-2048, 4.50%, 11/20/48 G2 3617J6Q80 - - 111,629 $109,098 $109,098 0.00 $108,355
FNMA 30yr Pool#CA3683 4.500% 01-Jun-2049, 4.50%, 06/01/49 FN 3140QBCV8 - - 109,005 $108,238 $108,238 0.00 $107,493
FHLMC 30yr Pool#ZT1633 4.000% 01-Mar-2047, 4.00%, 03/01/47 FR 3132ADY69 - - 110,356 $107,824 $107,824 0.00 $106,875
FHLMC 30yr Pool#QE0318 4.500% 01-Mar-2052, 4.50%, 03/01/52 FR 3133B9K78 - - 108,383 $106,687 $106,687 0.00 $106,004
FNMA 30yr Pool#CA0108 3.500% 01-Aug-2047, 3.50%, 08/01/47 FN 3140Q7DN4 - - 106,867 $101,719 $101,719 0.00 $100,646
FHLMC 30yr Pool#ZM7577 4.500% 01-Aug-2048, 4.50%, 08/01/48 FR 3131Y2M21 - - 100,110 $99,629 $99,629 0.00 $98,942
Fannie Mae REMIC Trust 2013-130 FN 4.82051% 25-OCT-2042, 4.82%, 10/25/42 FNR 2013-130 3136AHG53 - - 93,602 $92,717 $92,717 0.00 $92,541
FNMA 30yr Pool#BJ8459 3.000% 01-Aug-2049, 3.00%, 08/01/49 FN 3140HAMH0 - - 99,941 $89,116 $89,116 0.00 $88,253
FREED ABS Trust 2021-3FP D 2.37% 18-NOV-2028, 2.37%, 11/20/28 FREED 2021-3FP 30322MAD1 - - 85,217 $85,335 $85,335 0.00 $85,217
FNMA 30yr Pool#BO4113 3.000% 01-Aug-2049, 3.00%, 08/01/49 FN 3140JYSB3 - - 90,994 $80,902 $80,902 0.00 $80,353
FHLMC 30yr Pool#ZM7926 5.000% 01-Sep-2048, 5.00%, 09/01/48 FR 3131Y2YX0 - - 77,858 $79,065 $79,065 0.00 $78,492
Sequoia Mortgage Trust 2019-CH3 A19 4.0% 25-OCT-2049, 4.00%, 09/25/49 SEMT 2019-CH3 81748GBN0 - - 83,822 $77,648 $77,648 0.00 $77,294
FHLMC 30yr Pool#QA2159 3.000% 01-Aug-2049, 3.00%, 08/01/49 FR 31334YMG9 - - 82,889 $73,686 $73,686 0.00 $73,196
FNMA 30yr Pool#MA1447 3.000% 01-May-2043, 3.00%, 05/01/43 FN 31418ATD0 - - 77,582 $72,053 $72,053 0.00 $71,277
FNMA 30yr Pool#AS8547 3.000% 01-Nov-2046, 3.00%, 11/01/46 FN 3138WJP93 - - 71,727 $65,139 $65,139 0.00 $64,707
Prosper Marketplace Issuance Trust, Series 2024-1 A 6.12% 15-AUG-2029, 6.12%, 08/15/29 PMIT 2024-1A 74363CAA7 - - 63,830 $64,105 $64,105 0.00 $63,844
FNMA 30yr Pool#BD2453 3.000% 01-Jan-2047, 3.00%, 01/01/47 FN 3140F9WP6 - - 68,644 $63,425 $63,425 0.00 $62,516
Fannie Mae REMIC Trust 2010-109 BS 5.83121% 25-OCT-2040, 6.28%, 10/25/40 FNR 2010-109 31398NTM6 - - 41,248 $59,215 $59,215 0.00 $58,961
Fannie Mae REMIC Trust 2006-20 GF 4.81287% 25-APR-2036, 4.82%, 04/25/36 FNR 2006-20 31395BU43 - - 55,844 $55,536 $55,536 0.00 $55,432
FHLMC 15yr Pool#ZK8962 3.000% 01-Sep-2032, 3.00%, 09/01/32 FR 3131XC5X1 - - 54,127 $54,581 $54,581 0.00 $52,679
FHLMC 15yr Pool#ZS7403 3.000% 01-May-2031, 3.00%, 05/01/31 FR 3132A8GL7 - - 50,422 $50,848 $50,848 0.00 $49,373
Freddie Mac Multiclass Certificates, Series 3380 FM 5.04718% 15-OCT-2037, 5.08%, 10/15/37 FHR 3380 31397KTJ0 - - 44,912 $45,003 $45,003 0.00 $44,851
FNMA 15yr Pool#BO5957 3.000% 01-Dec-2034, 3.00%, 12/01/34 FN 3140K1TP1 - - 44,457 $43,497 $43,497 0.00 $42,940
Freddie Mac Multiclass Certificates, Series 3721 FB 4.95718% 15-SEP-2040, 4.99%, 09/15/40 FHR 3721 3137GAD20 - - 43,368 $43,417 $43,417 0.00 $43,273
FNMA 30yr Pool#BO1857 4.500% 01-Aug-2049, 4.50%, 08/01/49 FN 3140JWB33 - - 42,947 $42,643 $42,643 0.00 $42,351
Ginnie Mae REMIC Trust 2008-013 FB 4.9549% 20-FEB-2038, 4.75%, 02/20/38 GNR 2008-13 38375PNL1 - - 40,237 $40,267 $40,267 0.00 $40,162
FNMA 15yr Pool#BO7717 3.000% 01-Nov-2034, 3.00%, 11/01/34 FN 3140K3SF0 - - 33,555 $36,982 $36,982 0.00 $32,486
FNMA 30yr Pool#BC0870 3.500% 01-Jan-2046, 3.50%, 01/01/46 FN 3140EU6G9 - - 37,850 $35,756 $35,756 0.00 $35,480
FHLMC 15yr Pool#ZK9163 3.000% 01-Jan-2033, 3.00%, 01/01/33 FR 3131XDFC4 - - 32,123 $31,818 $31,818 0.00 $31,247
Ginnie Mae REMIC Trust 2007-040 FG 4.7749% 20-JUL-2037, 4.57%, 07/20/37 GNR 2007-40 38375KZS4 - - 30,918 $30,697 $30,697 0.00 $30,619
Ginnie Mae REMIC Trust 2004-069 CF 4.8549% 20-JUL-2034, 4.65%, 07/20/34 GNR 2004-69 38374JAT3 - - 26,822 $26,822 $26,822 0.00 $26,756
Fannie Mae REMIC Trust 2013-2 QF 4.96287% 25-FEB-2043, 4.97%, 02/25/43 FNR 2013-2 3136AB4P5 - - 24,521 $24,516 $24,516 0.00 $24,469
Ginnie Mae REMIC Trust 2007-059 FA 4.9549% 20-OCT-2037, 4.75%, 10/20/37 GNR 2007-59 38375LPU8 - - 24,533 $24,509 $24,509 0.00 $24,448
Ginnie Mae REMIC Trust 2010-133 FD 4.69141% 16-OCT-2040, 4.69%, 10/16/40 GNR 2010-133 38377MHV1 - - 23,979 $24,035 $24,035 0.00 $23,963
FHLMC 30yr Pool#ZN2165 4.500% 01-Dec-2048, 4.50%, 12/01/48 FR 3131Y8MN2 - - 23,477 $23,532 $23,532 0.00 $23,354
Ginnie Mae REMIC Trust 2008-016 FC 4.9549% 20-FEB-2038, 4.75%, 02/20/38 GNR 2008-16 383742FU2 - - 19,701 $19,718 $19,718 0.00 $19,669
Ginnie Mae REMIC Trust 2007-037 FW 4.7649% 20-JUN-2037, 4.56%, 06/20/37 GNR 2007-37 38375KNR9 - - 19,647 $19,523 $19,523 0.00 $19,476
Ginnie Mae REMIC Trust 2004-059 FP 4.56141% 16-AUG-2034, 4.56%, 08/16/34 GNR 2004-59 38374HYS3 - - 19,408 $19,390 $19,390 0.00 $19,333
Ginnie Mae REMIC Trust 2005-065 FA 4.6049% 20-AUG-2035, 4.40%, 08/20/35 GNR 2005-65 38374LL25 - - 18,939 $18,744 $18,744 0.00 $18,700
Freddie Mac Multiclass Certificates, Series 2426 FL 5.10718% 15-MAR-2032, 5.14%, 03/15/32 FHR 2426 31339W7G5 - - 17,292 $17,409 $17,409 0.00 $17,350
Fannie Mae REMIC Trust 2002-53 FK 4.86287% 25-APR-2032, 4.87%, 04/25/32 FNR 2002-53 31392EHN3 - - 17,127 $17,100 $17,100 0.00 $17,068
Ginnie Mae REMIC Trust 2005-048 AF 4.6549% 20-JUN-2035, 4.45%, 06/20/35 GNR 2005-48 38374LHM6 - - 16,130 $16,006 $16,006 0.00 $15,968
FHLMC 30yr Pool#ZT0252 3.000% 01-Dec-2047, 3.00%, 12/01/47 FR 3132ACH52 - - 17,325 $15,938 $15,938 0.00 $15,778
Fannie Mae REMIC Trust 2005-83 KT 4.76287% 25-OCT-2035, 4.77%, 10/25/35 FNR 2005-83 31394FUL7 - - 14,920 $14,840 $14,840 0.00 $14,813
Fannie Mae REMIC Trust 2007-89 GF 4.98287% 25-SEP-2037, 4.99%, 09/25/37 FNR 2007-89 31396XPM0 - - 14,088 $14,119 $14,119 0.00 $14,092
Freddie Mac Multiclass Certificates, Series 2551 FD 4.85718% 15-JAN-2033, 4.89%, 01/15/33 FHR 2551 31393JAZ1 - - 12,595 $12,611 $12,611 0.00 $12,570
Ginnie Mae REMIC Trust 2012-075 FP 4.7549% 20-JUL-2041, 4.55%, 07/20/41 GNR 2012-75 38378EZ55 - - 12,006 $11,994 $11,994 0.00 $11,965
FHLMC 30yr Pool#ZM2269 3.000% 01-Dec-2046, 3.00%, 12/01/46 FR 3131XVQW8 - - 12,613 $11,567 $11,567 0.00 $11,479
Ginnie Mae REMIC Trust 2007-061 FA 4.9549% 20-OCT-2037, 4.75%, 10/20/37 GNR 2007-61 38375LLN8 - - 10,205 $10,195 $10,195 0.00 $10,169
Freddie Mac Multiclass Certificates, Series 2410, excluding Group 6 FX 4.80718% 15-FEB-2032, 4.84%, 02/15/32 FHR 2410 31339NJN7 - - 9,977 $9,970 $9,970 0.00 $9,938
Fannie Mae REMIC Trust 2010-123 FL 4.89287% 25-NOV-2040, 4.90%, 11/25/40 FNR 2010-123 31398N2W3 - - 9,599 $9,572 $9,572 0.00 $9,554
FNMA 15yr Pool#AS8207 2.500% 01-Oct-2031, 2.50%, 10/01/31 FN 3138WJDM7 - - 9,598 $9,551 $9,551 0.00 $9,270
GNMA II 30yr Pool#BK6072 5.000% 20-Jan-2049, 5.00%, 01/20/49 G2 3617J6W91 - - 9,055 $9,211 $9,211 0.00 $9,125
Fannie Mae REMIC Trust 2003-87 FG 4.96287% 25-SEP-2033, 4.97%, 09/25/33 FNR 2003-87 31393E4W6 - - 8,772 $8,780 $8,780 0.00 $8,763
Freddie Mac Multiclass Certificates, Series 3028 FM 4.70718% 15-SEP-2035, 4.74%, 09/15/35 FHR 3028 31396AFB5 - - 8,766 $8,749 $8,749 0.00 $8,721
FNMA 15yr Pool#BM1036 2.500% 01-Feb-2032, 2.50%, 02/01/32 FN 3140J5EJ4 - - 8,383 $8,313 $8,313 0.00 $8,095
FNMA 15yr Pool#AS7643 2.500% 01-Aug-2031, 2.50%, 08/01/31 FN 3138WHP55 - - 8,286 $8,224 $8,224 0.00 $8,005
Freddie Mac Multiclass Certificates, Series 3738 FD 4.75718% 15-AUG-2040, 4.79%, 08/15/40 FHR 3738 3137GAYQ4 - - 7,984 $8,004 $8,004 0.00 $7,979
Fannie Mae REMIC Trust 2012-100 FG 4.86287% 25-SEP-2042, 4.87%, 09/25/42 FNR 2012-100 3136A8QW3 - - 7,671 $7,610 $7,610 0.00 $7,595
Fannie Mae REMIC Trust 2002-16 VF 5.01287% 25-APR-2032, 5.02%, 04/25/32 FNR 2002-16 31392CWW0 - - 7,480 $7,496 $7,496 0.00 $7,482
Ginnie Mae REMIC Trust 2007-018 FD 4.7549% 20-APR-2037, 4.55%, 04/20/37 GNR 2007-18 38375JC86 - - 7,086 $7,036 $7,036 0.00 $7,019
FHLMC 15yr Pool#ZK8405 2.500% 01-Dec-2031, 2.50%, 01/22/31 FR 3131XCKS5 - - 7,092 $7,006 $7,006 0.00 $6,841
Ginnie Mae REMIC Trust 2010-006 FG 4.86141% 16-JAN-2040, 4.86%, 01/16/40 GNR 2010-6 38376TSC7 - - 6,919 $6,953 $6,953 0.00 $6,932
Fannie Mae REMIC Trust 2010-95 FB 4.86287% 25-SEP-2040, 4.87%, 09/25/40 FNR 2010-95 31398NEX8 - - 6,323 $6,311 $6,311 0.00 $6,299
RCKT Mortgage Trust 2025-CES1 A1A 5.653% 25-JAN-2045, 5.65%, 01/25/45 RCKT 2025-CES1 A1 749427AA8 - - - $6,070 $6,070 0.00 $0
FNMA 30yr Pool#MA3694 4.500% 01-Jul-2049, 4.50%, 07/01/49 FN 31418DC83 - - 4,507 $4,493 $4,493 0.00 $4,445
Ginnie Mae REMIC Trust 1999-27 FE 4.66141% 16-AUG-2029, 4.66%, 08/16/29 GNR 1999-27 3837H2WA3 - - 2,669 $2,676 $2,676 0.00 $2,666
FHLMC 30yr Pool#ZN0650 3.000% 01-Mar-2043, 3.00%, 03/01/43 FR 3131Y6WK1 - - 2,200 $2,036 $2,036 0.00 $2,021
Freddie Mac Multiclass Certificates, Series 2469 FE 4.95718% 15-JUL-2032, 4.99%, 07/15/32 FHR 2469 31392RC58 - - 1,869 $1,873 $1,873 0.00 $1,867
Ginnie Mae REMIC Trust 2010-125 VF 4.8049% 20-JUN-2040, 4.60%, 06/20/40 GNR 2010-125 38377JYJ6 - - 373.00 $371 $371 0.00 $371
US 10YR NOTE (CBT)Dec25 DEC 25 TYZ5 FUTURES_USD - -230.00 $-25,900,156 $0 0.00 $0
US 5YR NOTE (CBT) Dec25 DEC 25 FVZ5 FUTURES_USD - 3,000 $327,703,125 $0 0.00 $0
US ULTRA BOND CBT Dec25 DEC 25 WNZ5 FUTURES_USD - -309.00 $-37,166,906 $0 0.00 $0
US 10yr Ultra Fut Dec25 DEC 25 UXYZ5 FUTURES_USD - -1,271 $-146,443,031 $0 0.00 $0
GNMA II TBA 30yr 5.5% October Delivery, 5.50%, 10/20/25 G2SF 21H0526A1 - - -70,336,000 $-70,880,401 $-70,880,401 -1.10 $-70,880,401
UMBS TBA 30yr 3.5% November Delivery, 3.50%, 11/13/25 FNCL 01F0326B5 - - -95,653,000 $-87,664,635 $-87,664,635 -1.36 $-87,664,635
GNMA II TBA 30yr 4.5% October Delivery, 4.50%, 10/20/25 G2SF 21H0426A2 - - -131,714,000 $-128,171,552 $-128,171,552 -1.98 $-128,171,552
UMBS TBA 30yr 5.5% November Delivery, 5.50%, 11/13/25 FNCL 01F0526B3 - - -384,035,400 $-387,522,441 $-387,522,441 -6.00 $-387,522,441
UMBS TBA 30yr 5% November Delivery, 5.00%, 11/13/25 FNCL 01F0506B7 - - -472,801,826 $-469,635,945 $-469,635,945 -7.27 $-469,635,945
UMBS TBA 30yr 4.5% November Delivery, 4.50%, 11/13/25 FNCL 01F0426B4 - - -508,608,342 $-494,581,433 $-494,581,433 -7.65 $-494,581,433
UMBS TBA 30yr 6% November Delivery, 6.00%, 11/13/25 FNCL 01F0606B6 - - -490,162,167 $-500,852,604 $-500,852,604 -7.75 $-500,852,604
UMBS TBA 30yr 4% November Delivery, 4.00%, 11/13/25 FNCL 01F0406B8 - - -741,596,155 $-700,861,020 $-700,861,020 -10.84 $-700,861,020
SEGREGATED CASH SEGCASH - $0.00 7,808,660 $7,808,660 $7,808,660 0.12 $7,808,660
ALMSUM ALMSUM - $0.00 - $0 $0 0.00 $0
US DOLLARS USD MD_142224 - - -1,632,499,482 $-1,632,499,482 $-1,632,499,482 -25.26 $-1,632,499,482
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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