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For Individual Investors in the US

Mortgage-Backed Securities ETF Holdings

Full Portfolio Holdings

(As of September 17, 2025)

Ticker Cusip Underlying Security Strike Price Quantity (Shares/ Par/ Units/ Contracts) Notional Value Market Value Weight % Current Market Value
UMBS TBA 30yr 2.5% October Delivery, 2.50%, 10/14/25 FNCL 01F0226A8 - - 2,052,750,894 $1,742,103,996 $1,742,103,996 27.15 $1,742,103,996
UMBS TBA 30yr 3% October Delivery, 3.00%, 10/14/25 FNCL 01F0306A1 - - 531,345,354 $470,289,522 $470,289,522 7.34 $470,289,522
GNMA II TBA 30yr 5% October Delivery, 5.00%, 10/20/25 G2SF 21H0506A5 - - 364,326,194 $364,077,724 $364,077,724 5.68 $364,077,724
UMBS TBA 30yr 2% October Delivery, 2.00%, 10/14/25 FNCL 01F0206A2 - - 402,248,255 $326,168,227 $326,168,227 5.09 $326,168,227
GNMA II TBA 30yr 5.5% October Delivery, 5.50%, 10/20/25 G2SF 21H0526A1 - - 253,922,000 $256,445,985 $256,445,985 4.00 $256,445,985
GNMA II TBA 30yr 4.5% October Delivery, 4.50%, 10/20/25 G2SF 21H0426A2 - - 259,406,488 $253,662,191 $253,662,191 3.96 $253,662,191
FNMA 30yr Pool#CC0839 6.000% 01-Aug-2055, 6.00%, 08/01/55 FN 3140Y64Z0 - - 197,652,596 $206,758,402 $206,758,402 3.23 $203,734,614
FNMA 30yr Pool#CB9430 5.500% 01-Nov-2054, 5.50%, 11/01/54 FN 3140QVPQ1 - - 188,835,212 $193,824,614 $193,824,614 3.03 $192,229,052
GNMA II TBA 30yr 3% October Delivery, 3.00%, 10/20/25 G2SF 21H0306A7 - - 187,159,962 $168,763,074 $168,763,074 2.64 $168,763,074
Fannie Mae REMIC Trust 2025-12 FC 5.44839% 25-MAR-2055, 5.45%, 03/25/55 FNR 2025-12 3136BVFC7 - - 158,100,735 $158,806,390 $158,806,390 2.48 $158,256,055
FNMA 30yr Pool#FS7252 5.000% 01-Nov-2053, 5.00%, 11/01/53 FN 3140XPBW8 - - 146,477,119 $149,027,854 $149,027,854 2.33 $146,778,084
FNMA 30yr Pool#FA2033 6.000% 01-Jul-2054, 6.00%, 07/01/54 FN 3140W2HK0 - - 139,125,558 $145,492,288 $145,492,288 2.28 $143,447,230
UMBS TBA 30yr 6.5% October Delivery, 6.50%, 10/14/25 FNCL 01F0626A4 - - 137,391,000 $142,174,955 $142,174,955 2.22 $142,174,955
UMBS TBA 30yr 4.5% October Delivery, 4.50%, 10/14/25 FNCL 01F0426A6 - - 141,255,766 $138,113,390 $138,113,390 2.16 $138,113,390
GNMA II TBA 30yr 3.5% October Delivery, 3.50%, 10/20/25 G2SF 21H0326A3 - - 147,859,377 $136,545,621 $136,545,621 2.14 $136,545,621
Fannie Mae Pool|4.5|01/01/2049, 4.50%, 01/01/49 FN 3140W3BY4 - - 120,940,110 $120,347,516 $120,347,516 1.88 $120,090,518
FNMA 30yr Pool#FS1133 4.000% 01-Oct-2051, 4.00%, 10/01/51 FN 3140XGHK8 - - 116,551,838 $114,053,732 $114,053,732 1.79 $112,358,854
FHLMC 30yr Pool#SL0335 5.500% 01-Feb-2055, 5.50%, 02/01/55 FR 31427MLR0 - - 107,286,536 $111,032,183 $111,032,183 1.74 $108,996,054
GNMA II TBA 30yr 4% October Delivery, 4.00%, 10/20/25 G2SF 21H0406A6 - - 114,954,688 $109,148,327 $109,148,327 1.70 $109,148,327
FNMA 30yr Pool#FM7460 4.000% 01-Mar-2051, 4.00%, 03/01/51 FN 3140XBJE1 - - 109,202,257 $106,770,770 $106,770,770 1.66 $105,273,677
Freddie Mac Multiclass Certificates, Series 5544 FC 5.34839% 25-JUN-2055, 5.35%, 06/25/55 FHR 5544 3137HLNP3 - - 91,800,160 $92,339,133 $92,339,133 1.44 $92,025,449
Freddie Mac Pool|4.5|12/01/2048, 4.50%, 12/01/48 FR 31427PW26 - - 85,211,864 $84,794,335 $84,794,335 1.32 $84,613,259
FNMA 30yr Pool#FS9022 5.500% 01-Aug-2054, 5.50%, 08/01/54 FN 3140XRAY1 - - 80,528,027 $82,887,957 $82,887,957 1.29 $81,836,025
FHLMC 30yr Pool#SD1046 4.000% 01-Jul-2052, 4.00%, 07/01/52 FR 3132DNET6 - - 83,389,505 $80,232,047 $80,232,047 1.25 $80,074,534
FHLMC 30yr Pool#RJ4363 5.500% 01-Jun-2055, 5.50%, 06/01/55 FR 3142GUZ55 - - 76,952,676 $80,117,752 $80,117,752 1.25 $78,989,886
FNMA 30yr Pool#FS8993 6.000% 01-Jul-2054, 6.00%, 07/01/54 FN 3140XQ7F8 - - 73,216,131 $78,334,136 $78,334,136 1.22 $75,433,651
FNMA 30yr Pool#FA0574 5.500% 01-Jan-2055, 5.50%, 01/01/55 FN 3140W0T88 - - 72,225,855 $74,953,485 $74,953,485 1.17 $74,129,557
FHLMC 30yr Pool#SL1760 5.000% 01-Jul-2055, 5.00%, 07/01/55 FR 31427N5W5 - - 66,296,933 $67,480,624 $67,480,624 1.05 $66,929,046
FNMA 30yr Pool#FA0573 5.000% 01-Jan-2055, 5.00%, 01/01/55 FN 3140W0T70 - - 63,454,095 $64,921,468 $64,921,468 1.01 $64,126,138
FHLMC 30yr Pool#SL1188 5.500% 01-Apr-2055, 5.50%, 04/01/55 FR 31427NKA6 - - 59,827,149 $61,839,950 $61,839,950 0.96 $61,324,761
FHLMC 30yr Pool#QX7566 5.500% 01-Mar-2055, 5.50%, 03/01/55 FR 31426DMQ2 - - 56,356,703 $57,860,321 $57,860,321 0.90 $57,369,574
Fannie Mae REMIC Trust 2025-9 FA 5.54839% 25-MAR-2055, 5.55%, 03/25/55 FNR 2025-9 3136BVDC9 - - 51,748,241 $52,048,904 $52,048,904 0.81 $51,865,466
FNMA 30yr Pool#CB9613 5.500% 01-Dec-2054, 5.50%, 12/01/54 FN 3140QVVF8 - - 48,400,433 $49,726,296 $49,726,296 0.77 $49,270,310
FHLMC 30yr Pool#SL1146 5.000% 01-Mar-2055, 5.00%, 03/01/55 FR 31427NHY8 - - 47,966,763 $48,855,757 $48,855,757 0.76 $48,017,512
FHLMC 30yr Pool#SD7343 5.500% 01-Jan-2055, 5.50%, 01/01/55 FR 3132DVEQ4 - - 46,507,424 $48,244,052 $48,244,052 0.75 $47,678,606
FNMA 30yr Pool#FS9779 5.500% 01-Nov-2054, 5.50%, 11/01/54 FN 3140XR2M6 - - 43,829,426 $45,632,837 $45,632,837 0.71 $44,904,684
FHLMC 30yr Pool#SL0046 6.000% 01-Jan-2055, 6.00%, 01/01/55 FR 31427MBQ3 - - 41,857,782 $44,180,823 $44,180,823 0.69 $43,125,891
FNMA 30yr Pool#CB9966 5.000% 01-Feb-2055, 5.00%, 02/01/55 FN 3140QWCC4 - - 42,926,662 $43,562,194 $43,562,194 0.68 $43,218,725
FNMA 30yr Pool#FA1951 6.000% 01-Jun-2055, 6.00%, 06/01/55 FN 3140W2EZ0 - - 40,980,146 $42,969,705 $42,969,705 0.67 $42,258,556
FNMA 30yr Pool#FS8121 4.000% 01-Jul-2052, 4.00%, 07/01/52 FN 3140XQAX5 - - 43,964,320 $42,642,745 $42,642,745 0.66 $42,156,061
FNMA 40yr Pool#BF0646 2.500% 01-Jun-2062, 2.50%, 06/01/62 FN 3140FXWG3 - - 49,917,540 $42,569,022 $42,569,022 0.66 $41,960,182
FNMA 30yr Pool#FS8881 4.500% 01-Sep-2053, 4.50%, 09/01/53 FN 3140XQ2P1 - - 41,418,612 $41,676,418 $41,676,418 0.65 $41,052,157
FHLMC 30yr Pool#ZT2413 4.000% 01-Feb-2041, 4.00%, 02/01/41 FR 3132AEVE3 - - 41,792,700 $41,658,292 $41,658,292 0.65 $41,125,226
New Residential Mortgage LLC 6.545% 25-MAR-2032, 6.54%, 03/25/32 NZES 2025-FHT 64832EAA7 - - 40,462,412 $41,182,292 $41,182,292 0.64 $41,013,097
FNMA 30yr Pool#FA1557 6.000% 01-May-2055, 6.00%, 05/01/55 FN 3140W1WT6 - - 38,806,025 $41,065,331 $41,065,331 0.64 $39,981,679
FHLMC 30yr Pool#SD6787 4.000% 01-May-2053, 4.00%, 05/01/53 FR 3132DURG4 - - 41,485,037 $40,250,871 $40,250,871 0.63 $39,765,940
FHLMC 30yr Pool#SL0938 4.000% 01-Jul-2050, 4.00%, 07/01/50 FR 31427NBG3 - - 39,307,507 $39,087,840 $39,087,840 0.61 $38,566,636
FHLMC 30yr Pool#SI2101 4.000% 01-Sep-2048, 4.00%, 09/01/48 FR 3133USKN0 - - 39,844,752 $38,987,893 $38,987,893 0.61 $38,449,633
FNMA 30yr Pool#FA0576 5.500% 01-Jan-2055, 5.50%, 01/01/55 FN 3140W0UA1 - - 36,552,125 $38,177,723 $38,177,723 0.59 $37,494,021
FHLMC 30yr Pool#SL1632 4.000% 01-Nov-2053, 4.00%, 11/01/53 FR 31427NY60 - - 38,618,032 $37,986,499 $37,986,499 0.59 $37,070,935
FNMA 40yr Pool#BF0598 2.500% 01-Mar-2062, 2.50%, 03/01/62 FN 3140FXUY6 - - 44,617,540 $37,801,922 $37,801,922 0.59 $37,508,506
FNMA 30yr Pool#FA2190 4.000% 01-Apr-2053, 4.00%, 04/01/53 FN 3140W2NG2 - - 38,495,983 $36,979,408 $36,979,408 0.58 $36,906,693
FNMA 30yr Pool#CB8694 6.000% 01-Jun-2054, 6.00%, 06/01/54 FN 3140QUUU8 - - 34,579,252 $36,975,737 $36,975,737 0.58 $36,105,638
FNMA 30yr Pool#FS9794 5.000% 01-Nov-2054, 5.00%, 11/01/54 FN 3140XR3C7 - - 35,667,513 $36,513,983 $36,513,983 0.57 $36,045,269
JP MORGAN MORTGAGE TRUST 2 5.777% 55, 5.50%, 11/25/55 JPMMT 2025-5MPR 46593VAD9 - - 33,813,815 $34,297,339 $34,297,339 0.53 $34,054,537
FHLMC 30yr Pool#SL0208 5.000% 01-Dec-2054, 5.00%, 12/01/54 FR 31427MGS4 - - 33,219,802 $34,143,319 $34,143,319 0.53 $33,571,634
FNMA 30yr Pool#FA0635 5.000% 01-Jan-2055, 5.00%, 01/01/55 FN 3140W0V51 - - 33,297,874 $33,634,347 $33,634,347 0.52 $33,333,104
FNMA 30yr Pool#FA2446 4.500% 01-Jul-2053, 4.50%, 07/01/53 FN 3140W2WG2 - - 33,731,811 $33,504,027 $33,504,027 0.52 $33,205,547
FNMA 30yr Pool#FA0603 4.500% 01-Sep-2051, 4.50%, 09/01/51 FN 3140W0U52 - - 33,180,285 $33,377,021 $33,377,021 0.52 $32,976,463
UMBS TBA 30yr 4% September Delivery, 4.00%, 09/15/25 FNCL 01F040693 - - 34,877,000 $33,155,890 $33,155,890 0.52 $33,155,890
FNMA 40yr Pool#BF0698 3.500% 01-Dec-2062, 3.50%, 12/01/62 FN 3140FXX49 - - 35,277,975 $33,011,500 $33,011,500 0.51 $32,258,412
FNMA 30yr Pool#FS9788 5.500% 01-Nov-2054, 5.50%, 11/01/54 FN 3140XR2W4 - - 30,264,572 $31,449,838 $31,449,838 0.49 $30,826,357
FNMA 30yr Pool#BW7371 5.500% 01-Feb-2053, 5.50%, 02/01/53 FN 3140N0FM2 - - 30,283,541 $31,408,855 $31,408,855 0.49 $31,147,792
FHLMC 30yr Pool#SD6982 5.000% 01-Nov-2054, 5.00%, 11/01/54 FR 3132DUXK8 - - 30,226,503 $30,964,214 $30,964,214 0.48 $30,563,065
FNMA 30yr Pool#FS8335 4.500% 01-Jan-2051, 4.50%, 01/01/51 FN 3140XQHM2 - - 30,270,464 $30,569,585 $30,569,585 0.48 $30,084,516
FNMA 30yr Pool#FS3883 4.500% 01-Feb-2053, 4.50%, 02/01/53 FN 3140XKJ50 - - 30,629,872 $30,517,770 $30,517,770 0.48 $30,177,607
FHLMC 30yr Pool#SL1291 4.000% 01-Nov-2054, 4.00%, 11/01/54 FR 31427NNH8 - - 31,208,840 $30,313,468 $30,313,468 0.47 $29,958,567
FNMA 30yr Pool#FA1798 4.000% 01-Aug-2052, 4.00%, 08/01/52 FN 3140W17L1 - - 30,228,303 $29,669,903 $29,669,903 0.46 $29,031,306
NRM MSR-Collateralized Notes, Series 2024-FNT1 A 7.398% 25-NOV-2029, 7.40%, 11/25/31 NZES 2024-FNT1 62956YAA7 - - 28,470,261 $28,907,692 $28,907,692 0.45 $28,773,127
FHLMC 30yr Pool#SL0367 4.500% 01-Dec-2054, 4.50%, 12/01/54 FR 31427MMR9 - - 29,107,243 $28,762,171 $28,762,171 0.45 $28,546,288
FNMA 30yr Pool#FS8681 4.500% 01-Oct-2050, 4.50%, 10/01/50 FN 3140XQUF2 - - 28,427,309 $28,731,895 $28,731,895 0.45 $28,252,684
UMBS TBA 30yr 6% October Delivery, 6.00%, 10/14/25 FNCL 01F0606A8 - - 26,800,000 $27,422,832 $27,422,832 0.43 $27,422,832
FHLMC 30yr Pool#SD3271 5.500% 01-Jun-2053, 5.50%, 06/01/53 FR 3132DQT48 - - 25,926,400 $26,865,911 $26,865,911 0.42 $26,643,948
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-HQA3 M2 6.44839% 25-SEP-2041, 6.45%, 09/25/41 STACR 2021-HQA3 35564KJP5 - - 26,457,865 $26,770,292 $26,770,292 0.42 $26,656,552
FNMA 30yr Pool#FS6257 4.000% 01-Jun-2053, 4.00%, 06/01/53 FN 3140XM5T9 - - 25,988,558 $25,276,194 $25,276,194 0.39 $24,834,675
METRONET INFRASTRUCTURE ISSU 5.4% 55, 5.40%, 08/20/55 MNET 2025-2A 59170JAX6 - - 24,600,000 $25,114,868 $25,114,868 0.39 $24,989,408
FNMA 30yr Pool#FS9239 4.500% 01-Jan-2051, 4.50%, 01/01/51 FN 3140XRHR9 - - 24,713,691 $24,909,209 $24,909,209 0.39 $24,561,878
FNMA 30yr Pool#FS9771 4.000% 01-Oct-2052, 4.00%, 10/01/52 FN 3140XR2D6 - - 24,905,279 $24,178,141 $24,178,141 0.38 $23,850,277
FNMA 30yr Pool#CB9642 5.000% 01-Dec-2054, 5.00%, 12/01/54 FN 3140QVWC4 - - 23,258,725 $23,729,072 $23,729,072 0.37 $23,480,487
FNMA 30yr Pool#FM7840 4.000% 01-Apr-2050, 4.00%, 04/01/50 FN 3140XBWA4 - - 23,672,565 $23,232,386 $23,232,386 0.36 $22,820,939
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2025-HQA1 M2 5.99839% 25-FEB-2045, 6.00%, 02/25/45 STACR 2025-HQA1 35564NHA4 - - 23,060,148 $23,171,774 $23,171,774 0.36 $23,079,558
FHLMC 30yr Pool#SD6989 5.500% 01-Nov-2054, 5.50%, 11/01/54 FR 3132DUXS1 - - 21,933,230 $22,861,215 $22,861,215 0.36 $22,340,365
FNMA 30yr Pool#FS4781 4.000% 01-Oct-2051, 4.00%, 10/01/51 FN 3140XLJ33 - - 23,246,235 $22,728,539 $22,728,539 0.35 $22,409,945
PRET 2025-RPL3 Trust A1 4.15% 25-APR-2065, 4.15%, 04/25/65 PRET 2025-RPL3 69382RAA1 - - 23,283,403 $22,699,162 $22,699,162 0.35 $22,573,011
FNMA 30yr Pool#FS7225 4.000% 01-Aug-2051, 4.00%, 08/01/51 FN 3140XPA33 - - 22,824,550 $22,533,137 $22,533,137 0.35 $22,025,374
FNMA 30yr Pool#CC0679 4.500% 01-Jul-2055, 4.50%, 07/01/55 FN 3140Y6XH8 - - 22,736,565 $22,347,171 $22,347,171 0.35 $22,298,856
GNMA II TBA 30yr 2.5% October Delivery, 2.50%, 10/20/25 G2SF 21H0226A4 - - 25,296,414 $21,949,496 $21,949,496 0.34 $21,949,496
FNMA 40yr Pool#BF0807 3.500% 01-Apr-2064, 3.50%, 04/01/64 FN 3140FX3R1 - - 23,379,013 $21,798,465 $21,798,465 0.34 $21,361,569
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-DNA6 B2 11.84839% 25-OCT-2041, 11.85%, 10/25/41 STACR 2021-DNA6 35564KLV9 - - 19,937,000 $21,509,692 $21,509,692 0.34 $20,952,637
FNMA 40yr Pool#BF0713 4.000% 01-Mar-2063, 4.00%, 03/01/63 FN 3140FXYK2 - - 22,034,214 $21,427,384 $21,427,384 0.33 $20,844,619
FNMA 30yr Pool#CB7112 5.500% 01-Sep-2053, 5.50%, 09/01/53 FN 3140QS3W9 - - 20,546,000 $21,417,426 $21,417,426 0.33 $21,099,815
FNMA 40yr Pool#BF0226 3.500% 01-Jan-2058, 3.50%, 01/01/58 FN 3140FXHC9 - - 22,595,114 $21,413,010 $21,413,010 0.33 $21,073,837
FNMA 30yr Pool#FS9880 4.500% 01-Sep-2054, 4.50%, 09/01/54 FN 3140XR6S9 - - 21,578,763 $21,323,494 $21,323,494 0.33 $21,162,897
FNMA 30yr Pool#FS6382 4.000% 01-Aug-2051, 4.00%, 08/01/51 FN 3140XNCU6 - - 21,579,063 $21,149,476 $21,149,476 0.33 $20,823,497
FHLMC 30yr Pool#QJ9063 5.000% 01-Nov-2054, 5.00%, 11/01/54 FR 3133D1B81 - - 20,736,178 $21,001,484 $21,001,484 0.33 $20,805,682
Finance of America Structured Securities Trust, 2025-S1 A1 3.5% 25-FEB-2075, 3.50%, 02/25/75 FASST 2025-S1 31741BAB0 - - 21,360,728 $20,715,946 $20,715,946 0.32 $20,668,181
FNMA 30yr Pool#FA0654 4.500% 01-Dec-2054, 4.50%, 12/01/54 FN 3140W0WQ4 - - 20,513,552 $20,272,251 $20,272,251 0.32 $20,118,215
FHLMC 30yr Pool#SL0850 4.000% 01-Jul-2049, 4.00%, 07/01/49 FR 31427M5L1 - - 20,188,834 $20,144,461 $20,144,461 0.31 $19,823,232
FINANCE OF AMERICA STRUC 3.28125% 74, 3.50%, 04/25/74 FASST 2024-S3 31739WAB8 - - 20,581,075 $20,053,805 $20,053,805 0.31 $20,007,783
FNMA 30yr Pool#FS5028 4.000% 01-Oct-2051, 4.00%, 10/01/51 FN 3140XLSS8 - - 20,289,794 $19,799,177 $19,799,177 0.31 $19,559,863
FNMA 30yr Pool#FS9116 6.000% 01-Sep-2054, 6.00%, 09/01/54 FN 3140XRDW2 - - 17,572,470 $19,122,206 $19,122,206 0.30 $18,104,840
FNMA 30yr Pool#FS8709 4.500% 01-Jan-2051, 4.50%, 01/01/51 FN 3140XQVB0 - - 18,744,053 $19,078,277 $19,078,277 0.30 $18,628,910
FNMA 30yr Pool#FS2863 4.000% 01-Sep-2052, 4.00%, 09/01/52 FN 3140XJFD0 - - 19,527,376 $19,075,792 $19,075,792 0.30 $18,748,093
FNMA 30yr Pool#FS9476 4.000% 01-Jun-2053, 4.00%, 06/01/53 FN 3140XRQ65 - - 19,807,511 $19,072,567 $19,072,567 0.30 $18,921,951
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA2 M2 8.09839% 25-FEB-2042, 8.10%, 02/25/42 STACR 2022-DNA2 35564KRN1 - - 18,101,929 $18,851,271 $18,851,271 0.29 $18,753,540
FNMA 30yr Pool#FA1549 5.500% 01-May-2055, 5.50%, 05/01/55 FN 3140W1WK5 - - 17,818,249 $18,438,958 $18,438,958 0.29 $18,283,625
FNMA 30yr Pool#CB4128 4.500% 01-Jul-2052, 4.50%, 07/01/52 FN 3140QPSS7 - - 18,119,608 $18,237,922 $18,237,922 0.28 $17,866,037
Structured Agency Credit Risk (STACR) Debt Notes, Series 2024-HQA2 M2 6.14839% 25-AUG-2044, 6.15%, 08/25/44 STACR 2024-HQA2 35564NEC3 - - 18,000,000 $18,186,281 $18,186,281 0.28 $18,112,500
FNMA 30yr Pool#DA1525 6.000% 01-Oct-2053, 6.00%, 10/01/53 FN 3140A1VT1 - - 17,241,044 $18,169,351 $18,169,351 0.28 $17,764,864
FNMA 30yr Pool#CB8221 5.500% 01-Mar-2054, 5.50%, 03/01/54 FN 3140QUD37 - - 17,236,868 $17,765,444 $17,765,444 0.28 $17,535,884
FHLMC 30yr Pool#QH3192 6.000% 01-Oct-2053, 6.00%, 10/01/53 FR 3133CFRM3 - - 16,803,554 $17,537,986 $17,537,986 0.27 $17,384,888
Homeward Opportunities Fund Trust 2024-RTL1 A1 7.12% 25-JUL-2029, 7.12%, 07/25/29 HOF 43789FAA1 - - 17,261,000 $17,413,019 $17,413,019 0.27 $17,334,501
FHLMC 30yr Pool#SD5963 6.000% 01-Jul-2054, 6.00%, 07/01/54 FR 3132DTTU4 - - 15,786,949 $17,246,381 $17,246,381 0.27 $16,265,225
FNMA 30yr Pool#FM4738 4.000% 01-Sep-2050, 4.00%, 09/01/50 FN 3140X8HQ3 - - 17,803,471 $17,224,621 $17,224,621 0.27 $17,091,040
FNMA 40yr Pool#BF0806 3.500% 01-Apr-2064, 3.50%, 04/01/64 FN 3140FX3Q3 - - 18,445,509 $17,079,854 $17,079,854 0.27 $16,890,961
Huntington Bank Auto Credit-Linked Notes, Series 2024-2 B1 5.442% 20-OCT-2032, 5.44%, 10/20/32 HACLN 2024-2 44644NAG4 - - 16,629,092 $16,860,884 $16,860,884 0.26 $16,790,499
FNMA 40yr Pool#BF0801 2.500% 01-Apr-2064, 2.50%, 04/01/64 FN 3140FX3K6 - - 19,689,442 $16,621,399 $16,621,399 0.26 $16,527,942
PRPM 2025-RCF3 LLC 5.25% 55, 5.25%, 07/25/55 PRPM 2025-RCF3 69392PAA3 - - 16,363,321 $16,552,438 $16,552,438 0.26 $16,440,281
FHLMC 30yr Pool#SL0644 4.500% 01-Mar-2053, 4.50%, 03/01/53 FR 31427MWE7 - - 16,184,857 $16,427,429 $16,427,429 0.26 $15,949,000
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2025-HQA1 M1 5.49839% 25-FEB-2045, 5.50%, 02/25/45 STACR 2025-HQA1 35564NGZ0 - - 15,769,539 $15,835,220 $15,835,220 0.25 $15,777,415
Vontive Mortgage Trust 2025-RTL1 A1 6.507% 25-MAR-2030, 6.51%, 03/25/30 VNTV 2025-RTL1 928884AA3 - - 15,444,000 $15,799,570 $15,799,570 0.25 $15,735,365
RCKT Mortgage Trust 2025-CES7 A1A 5.377% 25-JUL-2055, 5.38%, 07/25/55 RCKT 2025-CES7 74943AAA0 - - 15,271,272 $15,519,926 $15,519,926 0.24 $15,397,341
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 $15,512,197 $15,512,197 0.24 $15,364,412
FNMA 30yr Pool#FA0122 4.500% 01-Dec-2054, 4.50%, 12/01/54 FN 3140W0D44 - - 15,567,747 $15,382,126 $15,382,126 0.24 $15,267,725
PRPM 2025-5 0%30, 5.73%, 07/25/30 PRPM 2025-5 69392RAA9 - - 15,207,813 $15,321,148 $15,321,148 0.24 $15,207,401
PRET 2025-RPL1 Trust A1 4.0% 25-JUL-2069, 4.00%, 07/25/69 PRET 2025-RPL1 69392FAA5 - - 15,701,474 $15,308,456 $15,308,456 0.24 $15,226,460
FNMA 30yr Pool#FS9909 5.000% 01-Nov-2054, 5.00%, 11/01/54 FN 3140XSAK9 - - 14,779,373 $15,075,723 $15,075,723 0.23 $14,935,901
Vista Point Securitization Trust 2025-CES2 A1 5.601% 25-AUG-2055, 5.60%, 08/25/55 VSTA 2025-CES2 92842UAA0 - - 14,872,308 $15,071,436 $15,071,436 0.23 $14,962,684
Connecticut Avenue Securities, Series 2021-R03 1M2 5.99839% 25-DEC-2041, 6.00%, 12/25/41 CAS 2021-R03 20754AAB9 - - 14,835,000 $14,993,426 $14,993,426 0.23 $14,934,102
FHLMC 30yr Pool#SD6558 6.000% 01-Sep-2054, 6.00%, 09/01/54 FR 3132DUJB4 - - 13,822,689 $14,808,425 $14,808,425 0.23 $14,241,456
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-DNA7 M2 6.14839% 25-NOV-2041, 6.15%, 11/25/41 STACR 2021-DNA7 35564KMH9 - - 14,550,000 $14,740,765 $14,740,765 0.23 $14,681,126
FNMA 30yr Pool#FS8717 6.000% 01-Jul-2054, 6.00%, 07/01/54 FN 3140XQVK0 - - 13,712,795 $14,531,329 $14,531,329 0.23 $14,128,233
Galaxy XXVI CLO Ltd., 8.25%, 07/31/26 GLXYT 2025-1 362922AA4 - - 14,175,908 $14,401,689 $14,401,689 0.22 $14,251,693
CONNECTICUT AVENUE SECUR 5.55001% 45, 5.55%, 07/25/45 CAS 2025-R05 20753CAB6 - - 14,214,337 $14,294,697 $14,294,697 0.22 $14,242,119
GS Mortgage-Backed Securities Trust 2025-RPL3 A1 4.1% 25-JUL-2065, 4.10%, 07/25/65 GSMBS 2025-RPL3 362963AA8 - - 14,522,769 $14,279,318 $14,279,318 0.22 $14,201,581
Chase Mortgage Reference Notes, Series 2020-CL1 M1 6.68703% 25-OCT-2057, 6.69%, 10/25/57 CHASE 2020-CL1 46591HAG5 - - 13,793,521 $14,243,347 $14,243,347 0.22 $14,181,855
FINANCE OF AMER STR TR 2024-S2 A1, 3.50%, 04/25/74 FASST 2024-S2 31739VAA2 - - 14,544,871 $14,231,725 $14,231,725 0.22 $14,199,201
FHLMC 30yr Pool#SD1143 4.500% 01-Sep-2050, 4.50%, 09/01/50 FR 3132DNHU0 - - 13,993,677 $14,127,981 $14,127,981 0.22 $13,907,716
BMP Commercial Mortgage Trust 2024-MF23 A 5.73504% 15-JUN-2041, 5.52%, 06/15/41 BMP 2024-MF23 05593JAA8 - - 14,000,000 $14,013,320 $14,013,320 0.22 $14,006,878
FNMA 30yr Pool#FM5350 4.500% 01-Sep-2050, 4.50%, 09/01/50 FN 3140X85L7 - - 13,620,731 $13,685,190 $13,685,190 0.21 $13,500,221
FNMA 30yr Pool#FA0470 6.000% 01-Jan-2055, 6.00%, 01/01/55 FN 3140W0QY4 - - 12,933,764 $13,645,192 $13,645,192 0.21 $13,325,601
Foundation Finance Trust 2025-2 B 4.94% 15-APR-2052, 4.94%, 04/15/52 FFIN 2025-2A 35042NAB1 - - 13,050,000 $13,207,631 $13,207,631 0.21 $13,202,258
FIGRE TRUST 2025-HE4 FLTG 2055 C, 5.71%, 07/25/55 FIGRE 2025-HE4 31684PAC6 - - 12,950,457 $13,134,586 $13,134,586 0.20 $13,038,060
FHLMC 30yr Pool#SD5994 4.500% 01-Sep-2050, 4.50%, 09/01/50 FR 3132DTUT5 - - 12,984,878 $13,098,156 $13,098,156 0.20 $12,905,113
FNMA 40yr Pool#BF0731 2.500% 01-Jun-2063, 2.50%, 06/01/63 FN 3140FXY55 - - 15,397,513 $13,098,050 $13,098,050 0.20 $12,935,850
FNMA 30yr Pool#DE6043 6.000% 01-Aug-2055, 6.00%, 08/01/55 FN 3140BJWD5 - - 12,507,271 $13,007,283 $13,007,283 0.20 $12,888,883
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 $12,652,978 $12,652,978 0.20 $12,531,118
Homeward Opportunities Fund Trust 2025-RRTL1 A1 5.476% 25-MAR-2040, 5.48%, 03/25/40 HOF 2025-RRTL1 437919AA1 - - 12,500,000 $12,610,058 $12,610,058 0.20 $12,566,326
RCKT Mortgage Trust 2024-CES7 A1A 5.158% 25-OCT-2044, 5.16%, 10/25/44 RCKT 2024-CES7 749414AA6 - - 12,490,072 $12,590,569 $12,590,569 0.20 $12,506,460
FHLMC 30yr Pool#SL0509 4.500% 01-Jan-2055, 4.50%, 01/01/55 FR 31427MR78 - - 12,716,519 $12,570,462 $12,570,462 0.20 $12,471,447
FNMA 30yr Pool#FS7541 4.000% 01-Jun-2052, 4.00%, 06/01/52 FN 3140XPLX5 - - 12,790,599 $12,471,894 $12,471,894 0.19 $12,330,454
FHLMC 30yr Pool#QG6755 5.500% 01-Jun-2053, 5.50%, 06/01/53 FR 3133C7QG5 - - 11,840,432 $12,295,118 $12,295,118 0.19 $12,176,350
FHLMC 30yr Pool#SD1436 4.500% 01-Aug-2052, 4.50%, 08/01/52 FR 3132DNSZ7 - - 12,325,118 $12,222,846 $12,222,846 0.19 $12,126,393
PRET 2025-NPL4 A1 6.3677% 25-MAY-2055, 6.37%, 04/25/55 PRET 2025-NPL4 74136UAA3 - - 12,082,130 $12,200,404 $12,200,404 0.19 $12,151,251
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 $12,196,512 $12,196,512 0.19 $12,191,603
FIGRE Trust 2025-HE3 A 5.56% 25-MAY-2055, 5.56%, 05/25/55 FIGRE 2025-HE3 31684LAA9 - - 11,813,809 $12,057,570 $12,057,570 0.19 $11,971,815
TOWD POINT MORTGAGE TRUST 6.125% 65, 5.67%, 08/25/65 TPMT 2025-CES3 891949AC3 - - 11,840,000 $12,040,538 $12,040,538 0.19 $11,952,938
FNMA 30yr Pool#BY4134 5.500% 01-Jul-2053, 5.50%, 07/01/53 FN 3140NLSY6 - - 11,089,232 $11,986,515 $11,986,515 0.19 $11,285,419
FHLMC 30yr Pool#SD5224 6.000% 01-Mar-2054, 6.00%, 03/01/54 FR 3132DSYV8 - - 10,983,038 $11,831,543 $11,831,543 0.18 $11,315,685
FNMA 30yr Pool#FS6236 6.500% 01-Nov-2053, 6.50%, 11/01/53 FN 3140XM4W3 - - 11,060,081 $11,807,085 $11,807,085 0.18 $11,526,728
FNMA 40yr Pool#BF0783 3.500% 01-Dec-2063, 3.50%, 12/01/63 FN 3140FX2R2 - - 12,774,773 $11,751,047 $11,751,047 0.18 $11,678,340
FNMA 30yr Pool#FS7117 6.500% 01-Feb-2054, 6.50%, 02/01/54 FN 3140XN4B7 - - 10,704,226 $11,643,629 $11,643,629 0.18 $11,155,859
FNMA 30yr Pool#FS5818 4.500% 01-Oct-2050, 4.50%, 10/01/50 FN 3140XMPC4 - - 11,544,579 $11,543,771 $11,543,771 0.18 $11,442,437
FHLMC 30yr Pool#QH3306 6.000% 01-Oct-2053, 6.00%, 10/01/53 FR 3133CFU72 - - 11,004,107 $11,483,037 $11,483,037 0.18 $11,384,804
Huntington Bank Auto Credit-Linked Notes, Series 2024-1 B1 6.153% 20-MAY-2032, 6.15%, 05/20/32 HACLN 2024-1 44644NAA7 - - 11,214,349 $11,418,463 $11,418,463 0.18 $11,364,795
FNMA 30yr Pool#FS5362 4.500% 01-Dec-2050, 4.50%, 12/01/50 FN 3140XL5Y0 - - 11,304,137 $11,392,359 $11,392,359 0.18 $11,204,123
FNMA 30yr Pool#FS7613 4.500% 01-May-2052, 4.50%, 05/01/52 FN 3140XPN70 - - 11,144,092 $11,212,939 $11,212,939 0.17 $11,075,635
FHLMC 30yr Pool#SL0869 4.500% 01-May-2053, 4.50%, 05/01/53 FR 31427M6F3 - - 10,618,095 $10,994,465 $10,994,465 0.17 $10,432,839
FNMA 30yr Pool#BX0421 5.500% 01-Nov-2052, 5.50%, 11/01/52 FN 3140N4PF8 - - 10,431,960 $10,956,768 $10,956,768 0.17 $10,664,878
FHLMC 30yr Pool#RA7104 4.500% 01-Feb-2051, 4.50%, 02/01/51 FR 3133KN3M3 - - 10,708,924 $10,712,589 $10,712,589 0.17 $10,607,415
FNMA 30yr Pool#FS6662 4.000% 01-Oct-2051, 4.00%, 10/01/51 FN 3140XNML5 - - 10,769,398 $10,528,210 $10,528,210 0.16 $10,381,966
Freddie Mac Stacr Remic Trust 2025-Dna3|5.47041|09/25/2045, 5.47%, 09/25/45 STACR 2025-DNA3 35564UAR8 - - 10,437,000 $10,445,513 $10,445,513 0.16 $10,442,341
FHLMC 30yr Pool#QH1500 6.000% 01-Sep-2053, 6.00%, 09/01/53 FR 3133CDUZ5 - - 10,007,338 $10,407,441 $10,407,441 0.16 $10,311,382
FIGRE TRUST 2025-HE4 5.408% 55, 5.41%, 07/25/55 FIGRE 2025-HE4 31684PAA0 - - 10,179,884 $10,360,890 $10,360,890 0.16 $10,289,015
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-HQA4 M2 6.69839% 25-DEC-2041, 6.70%, 12/25/41 STACR 2021-HQA4 35564KNS4 - - 10,089,878 $10,261,155 $10,261,155 0.16 $10,216,098
Connecticut Avenue Securities Trust 2022-R01 1B2 10.34839% 25-DEC-2041, 10.35%, 12/25/41 CAS 2022-R01 20754LAJ8 - - 9,700,000 $10,194,516 $10,194,516 0.16 $10,127,597
FIGRE TRUST 2025 HE4 FLTG 2055 B, 5.61%, 07/25/55 FIGRE 2025-HE4 31684PAB8 - - 10,026,394 $10,187,032 $10,187,032 0.16 $10,113,623
LHOME Mortgage Trust 2024-RTL3 A1 6.9% 25-MAY-2029, 6.90%, 05/25/29 LHOME 2024-RTL3 50205GAA0 - - 9,960,000 $10,125,702 $10,125,702 0.16 $10,081,795
Connecticut Avenue Securities Trust 2024-R05 2M2 6.04839% 25-JUL-2044, 6.05%, 07/25/44 CAS 2024-R05 20754XAC7 - - 10,060,000 $10,122,362 $10,122,362 0.16 $10,081,798
FNMA 30yr Pool#FS2144 3.500% 01-Jun-2052, 3.50%, 06/01/52 FN 3140XHL21 - - 10,506,051 $10,007,187 $10,007,187 0.16 $9,843,565
A&D Mortgage Trust 2025-NQM2 A1 5.79% 25-JUN-2070, 5.79%, 06/25/70 ADMT 2025-NQM2 00250EAC0 - - 9,819,614 $9,994,553 $9,994,553 0.16 $9,920,325
RCKT Mortgage Trust 2024-CES9 A1B 5.683% 25-DEC-2044, 5.68%, 12/25/44 RCKT 2024-CES9 749426AB8 - - 9,742,549 $9,869,065 $9,869,065 0.15 $9,796,781
FHLMC 30yr Pool#QH4373 6.000% 01-Nov-2053, 6.00%, 11/01/53 FR 3133CG2E6 - - 9,431,281 $9,843,728 $9,843,728 0.15 $9,757,565
Rithm Capital Corp. 8.0% 01-APR-2029, 8.00%, 04/01/29 RITM 64828TAB8 - - 9,213,000 $9,793,954 $9,793,954 0.15 $9,452,050
FHLMC 30yr Pool#RJ1754 4.500% 01-Jun-2054, 4.50%, 06/01/54 FR 3142GR5Q9 - - 9,850,695 $9,733,663 $9,733,663 0.15 $9,660,852
FNMA 30yr Pool#DA0026 6.000% 01-Sep-2053, 6.00%, 09/01/53 FN 3140A0A41 - - 9,207,312 $9,572,324 $9,572,324 0.15 $9,487,050
RCKT Mortgage Trust 2025-CES7 A1B 5.478% 25-JUL-2055, 5.48%, 07/25/55 RCKT 2025-CES7 74943AAB8 - - 9,422,853 $9,556,240 $9,556,240 0.15 $9,488,849
Saluda Grade Alternative Mortgage Trust 2023-RTL3 A1 7.0% 25-APR-2029, 7.00%, 04/25/29 GRADE 2023-RTL3 79583YAA2 - - 9,488,370 $9,524,550 $9,524,550 0.15 $9,437,837
Brean Asset Backed Securities Trust 2024-RM8 A1 4.5% 25-MAY-2064, 4.50%, 05/25/64 BABS 2024-RM8 10637YAA3 - - 9,586,968 $9,467,443 $9,467,443 0.15 $9,439,881
LHOME Mortgage Trust 2024-RTL5 A2 5.751% 25-SEP-2039, 5.75%, 09/25/39 LHOME 2024-RTL5 50205WAB3 - - 9,325,000 $9,409,193 $9,409,193 0.15 $9,374,931
FNMA 30yr Pool#FA1287 4.500% 01-Jul-2053, 4.50%, 07/01/53 FN 3140W1ND1 - - 9,451,400 $9,393,120 $9,393,120 0.15 $9,302,114
RCKT MORTGAGE TR 2025-CES8 A1A, 5.15%, 08/25/55 RCKT 2025-CES8 74939WAA8 - - 9,300,000 $9,386,263 $9,386,263 0.15 $9,323,761
CONNECTICUT AVENUE SECUR 5.95001% 45, 5.95%, 07/25/45 CAS 2025-R05 20753CAC4 - - 9,254,000 $9,292,815 $9,292,815 0.14 $9,256,117
RCKT Mortgage Trust 2025-CES6 A1A 5.472% 25-JUN-2055, 5.47%, 06/25/55 RCKT 2025-CES6 748949AA2 - - 9,126,432 $9,277,691 $9,277,691 0.14 $9,212,492
FHLMC 30yr Pool#SD7417 5.500% 01-Jan-2055, 5.50%, 01/01/55 FR 3132DVG25 - - 8,848,813 $9,225,254 $9,225,254 0.14 $9,081,381
Alterna Funding III A 6.26% 15-MAY-2039, 6.26%, 05/16/39 TAX 2024-1A 02157JAA3 - - 8,820,371 $8,845,612 $8,845,612 0.14 $8,841,011
FNMA 30yr Pool#FA0787 4.500% 01-Jan-2055, 4.50%, 01/01/55 FN 3140W02V6 - - 8,947,934 $8,840,342 $8,840,342 0.14 $8,775,490
Fannie Mae REMIC Trust 2022-65 FB 5.14839% 25-SEP-2052, 5.15%, 09/25/52 FNR 2022-65 3136BPCQ2 - - 8,703,522 $8,656,936 $8,656,936 0.13 $8,628,308
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 $8,442,784 $8,442,784 0.13 $8,359,134
PRPM 2025-RPL4 A1, 3.00%, 05/25/55 PRPM 2025-RPL4 74448NAA2 - - 8,863,211 $8,371,349 $8,371,349 0.13 $8,336,635
RCKT Mortgage Trust 2024-CES1 A1B 6.325% 25-FEB-2044, 6.33%, 02/25/44 RCKT 2024-CES1 749424AB3 - - 8,056,910 $8,196,709 $8,196,709 0.13 $8,130,178
ACHM Trust 2024-HE1 A 6.55% 25-MAY-2039, 6.55%, 05/25/39 ACHM 2024-HE1 00449TAA3 - - 8,036,838 $8,186,399 $8,186,399 0.13 $8,152,767
FHLMC 30yr Pool#QX0520 5.500% 01-Dec-2054, 5.50%, 12/01/54 FR 31425USJ5 - - 7,854,739 $8,066,801 $8,066,801 0.13 $7,999,908
Structured Agency Credit Risk (STACR) Debt Notes, Series 2024-HQA1 M1 5.59839% 25-MAR-2044, 5.60%, 03/25/44 STACR 2024-HQA1 M1 35564NBX0 - - 7,960,993 $7,996,921 $7,996,921 0.12 $7,967,209
COOPR Residential Mortgage Trust 2025-CES3|4.84|09/25/2060, 4.84%, 09/25/60 COOPR 2025-CES3 216926AA3 - - 7,961,457 $7,969,418 $7,969,418 0.12 $7,951,222
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 $7,910,899 $7,910,899 0.12 $7,907,613
PRPM 2025-RCF3, LLC, 5.77%, 08/25/28 PRPM 2025-6 69395KAA1 - - 7,712,000 $7,816,259 $7,816,259 0.12 $7,719,779
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 $7,807,589 $7,807,589 0.12 $7,803,682
RCKT MORTGAGE TRUST 2025 5.24863% 55, 5.25%, 08/25/55 RCKT 2025-CES8 74939WAB6 - - 7,653,000 $7,727,746 $7,727,746 0.12 $7,675,305
Mello Mortgage Capital Acceptance 2024-SD1 A1 4.0% 25-APR-2054, 4.00%, 04/25/54 MELLO 58550DAA1 - - 7,675,625 $7,571,577 $7,571,577 0.12 $7,551,962
Connecticut Avenue Securities Trust 2025-R01 1M2 5.84839% 25-JAN-2045, 5.85%, 01/25/45 CAS 2025-R01 20755JAC7 - - 7,526,000 $7,563,215 $7,563,215 0.12 $7,533,865
FNMA 30yr Pool#DB4017 6.000% 01-May-2054, 6.00%, 05/01/54 FN 3140ADPB1 - - 6,947,281 $7,515,718 $7,515,718 0.12 $7,157,753
FNMA 30yr Pool#FS7397 6.000% 01-Mar-2054, 6.00%, 03/01/54 FN 3140XPGF0 - - 7,060,334 $7,411,983 $7,411,983 0.12 $7,274,231
FHLMC 30yr Pool#SD5223 6.000% 01-Apr-2054, 6.00%, 04/01/54 FR 3132DSYU0 - - 6,892,127 $7,355,735 $7,355,735 0.11 $7,100,928
FNMA 30yr Pool#DD5556 6.000% 01-Mar-2055, 6.00%, 03/01/55 FN DD5556 MTGE 3140B6E68 - - 6,741,060 $7,198,472 $7,198,472 0.11 $6,946,738
FHLMC 30yr Pool#QG3912 5.500% 01-Jun-2053, 5.50%, 06/01/53 FR 3133C4KZ6 - - 6,875,075 $7,087,318 $7,087,318 0.11 $7,029,768
Brean Asset Backed Securities Trust 2024-RM9 A1 5.0% 25-SEP-2064, 5.00%, 09/25/64 BABS 2024-RM9 10638DAA8 - - 6,933,850 $6,924,836 $6,924,836 0.11 $6,902,687
LHOME Mortgage Trust 2024-RTL4 A2 6.092% 25-JUL-2039, 6.09%, 07/25/39 LHOME 2024-RTL4 50205PAB8 - - 6,870,000 $6,923,914 $6,923,914 0.11 $6,897,175
Huntington Bank Auto Credit-Linked Notes, Series 2025-1 B 4.957% 20-MAR-2033, 4.96%, 03/21/33 HACLN 2025-1 446438SX2 - - 6,691,853 $6,742,315 $6,742,315 0.11 $6,716,515
FHLMC 30yr Pool#QH7040 6.000% 01-Dec-2053, 6.00%, 12/01/53 FR 3133CKZD3 - - 6,484,137 $6,740,613 $6,740,613 0.10 $6,681,139
FNMA 30yr Pool#FM4129 4.000% 01-Sep-2050, 4.00%, 09/01/50 FN 3140X7ST7 - - 6,801,043 $6,641,539 $6,641,539 0.10 $6,556,373
FNMA 30yr Pool#DA1456 5.500% 01-Sep-2053, 5.50%, 09/01/53 FN 3140A1TN7 - - 6,335,756 $6,602,074 $6,602,074 0.10 $6,447,330
PRET 2025-RPL2 Trust A1 4.0% 25-FEB-2065, 4.00%, 08/25/64 PRET 2025-RPL2 69392LAA2 - - 6,702,258 $6,588,059 $6,588,059 0.10 $6,553,058
Connecticut Avenue Securities Trust 2025-R04 25-MAY-2045, 5.55%, 05/25/45 CAS 2025-R04 20755TAB7 - - 6,509,396 $6,540,743 $6,540,743 0.10 $6,516,666
FNMA 30yr Pool#BY0337 6.500% 01-May-2053, 6.50%, 05/01/53 FN 3140NGLT5 - - 5,883,320 $6,505,576 $6,505,576 0.10 $6,121,169
LHOME Mortgage Trust 2024-RTL1 A1 7.017% 25-JAN-2029, 7.02%, 01/25/29 LHOME 2024-RTL1 50205DAA7 - - 6,341,000 $6,407,201 $6,407,201 0.10 $6,378,774
FNMA 30yr Pool#DC7015 5.500% 01-Dec-2054, 5.50%, 12/01/54 FN 3140AUYM9 - - 6,106,717 $6,374,746 $6,374,746 0.10 $6,219,579
PRPM 2025-RPL3 A1 3.25% 25-APR-2055, 3.25%, 04/25/55 PRPM 2025-RPL3 69392NAA8 - - 6,467,246 $6,308,827 $6,308,827 0.10 $6,281,386
FHLMC 30yr Pool#SD3018 5.500% 01-May-2053, 5.50%, 05/01/53 FR 3132DQK70 - - 5,994,831 $6,268,542 $6,268,542 0.10 $6,108,129
FNMA 30yr Pool#FM7479 4.500% 01-Jan-2050, 4.50%, 01/01/50 FN 3140XBJZ4 - - 6,166,025 $6,192,706 $6,192,706 0.10 $6,128,148
FNMA 30yr Pool#DA1468 6.000% 01-Sep-2053, 6.00%, 09/01/53 FN 3140A1T23 - - 5,932,677 $6,191,642 $6,191,642 0.10 $6,137,924
Connecticut Avenue Securities Trust 2025-R01 1M1 5.44839% 25-JAN-2045, 5.45%, 01/25/45 CAS 2025-R01 20755JAB9 - - 6,161,222 $6,187,244 $6,187,244 0.10 $6,164,859
FHLMC 30yr Pool#SD3813 6.000% 01-Jul-2053, 6.00%, 07/01/53 FR 3132E0GW6 - - 5,755,871 $6,009,012 $6,009,012 0.09 $5,946,056
FNMA 30yr Pool#FS1578 4.000% 01-Oct-2050, 4.00%, 10/01/50 FN 3140XGXG9 - - 6,132,147 $5,993,158 $5,993,158 0.09 $5,937,317
FHLMC 30yr Pool#QH2242 5.500% 01-Sep-2053, 5.50%, 09/01/53 FR 3133CEP30 - - 5,328,169 $5,970,594 $5,970,594 0.09 $5,422,000
FNMA 30yr Pool#FS0088 4.000% 01-Mar-2050, 4.00%, 03/01/50 FN 3140XFC25 - - 5,950,285 $5,850,366 $5,850,366 0.09 $5,770,501
FHLMC 30yr Pool#QH4638 6.000% 01-Nov-2053, 6.00%, 11/01/53 FR 3133CHEK7 - - 5,602,488 $5,847,861 $5,847,861 0.09 $5,796,311
FHLMC 30yr Pool#SD2606 4.500% 01-Sep-2051, 4.50%, 09/01/51 FR 3132DP3P1 - - 5,749,690 $5,750,431 $5,750,431 0.09 $5,695,189
FHLMC 30yr Pool#QH4473 6.000% 01-Nov-2053, 6.00%, 11/01/53 FR 3133CG6J1 - - 5,138,706 $5,701,774 $5,701,774 0.09 $5,316,484
FHLMC 30yr Pool#QJ9072 6.000% 01-Nov-2054, 6.00%, 11/01/54 FR 3133D1CH0 - - 5,452,785 $5,674,714 $5,674,714 0.09 $5,617,981
U.S. Bank Auto Credit Linked Notes, Series 2023-1 B 6.789% 25-AUG-2032, 6.79%, 08/25/32 USCLN 2023-1 90357PAV6 - - 5,569,567 $5,655,723 $5,655,723 0.09 $5,631,566
PRPM 2025 RCF4 LLC 4.5% 55, 4.50%, 08/25/55 PRPM 2025-RCF4 69382WAA0 - - 5,539,000 $5,545,513 $5,545,513 0.09 $5,492,200
TOWD POINT MORTGAGE TRUST 2 5.75% 65, 5.40%, 08/25/65 TPMT 2025-CES3 891949BV0 - - 5,412,000 $5,460,929 $5,460,929 0.09 $5,422,774
RCKT Mortgage Trust 2025-CES1 A1A 5.653% 25-JAN-2045, 5.65%, 01/25/45 RCKT 2025-CES1 A1 749427AA8 - - 5,331,466 $5,432,945 $5,432,945 0.08 $5,393,597
FNMA 30yr Pool#CA0706 4.000% 01-Nov-2047, 4.00%, 11/01/47 FN 3140Q7YC5 - - 5,512,431 $5,426,474 $5,426,474 0.08 $5,331,972
LHOME Mortgage Trust 2024-RTL2 A1 7.128% 25-MAR-2029, 7.13%, 03/25/29 LHOME 50205JAA4 - - 5,293,684 $5,367,342 $5,367,342 0.08 $5,343,235
BX Trust 2021-SDMF A 5.067% 15-SEP-2034, 4.85%, 09/15/34 BX 2021-SDMF 12434CAA2 - - 5,355,350 $5,344,982 $5,344,982 0.08 $5,342,816
Structured Agency Credit Risk (STACR) Debt Notes, Series 2024-HQA1 M2 6.34839% 25-MAR-2044, 6.35%, 03/25/44 STACR 2024-HQA1 M2 35564NCA9 - - 5,088,000 $5,162,340 $5,162,340 0.08 $5,140,806
FNMA 30yr Pool#BX5986 5.500% 01-Mar-2053, 5.50%, 03/01/53 FN 3140NAUL5 - - 4,969,069 $5,153,944 $5,153,944 0.08 $5,111,264
Ginnie Mae REMIC Trust 2023-116 LF 5.64798% 20-AUG-2053, 5.65%, 08/20/53 GNR 2023-116 38384EFT7 - - 5,119,902 $5,153,901 $5,153,901 0.08 $5,131,422
FNMA 30yr Pool#DA5019 6.500% 01-Nov-2053, 6.50%, 11/01/53 FN 3140A5SH2 - - 4,598,323 $5,116,595 $5,116,595 0.08 $4,826,679
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 $5,085,851 $5,085,851 0.08 $5,083,194
FIGRE TRUST 2025-FL1 5.265% 55, 5.26%, 07/25/55 FIGRE 2025-FL1 31684QAA8 - - 5,000,000 $5,078,995 $5,078,995 0.08 $5,022,689
FNMA 30yr Pool#DA5072 6.500% 01-Nov-2053, 6.50%, 11/01/53 FN 3140A5T65 - - 3,952,917 $5,016,642 $5,016,642 0.08 $4,124,487
FHLMC 30yr Pool#QF9863 5.500% 01-Mar-2053, 5.50%, 03/01/53 FR 3133BX5Y3 - - 4,822,669 $4,985,871 $4,985,871 0.08 $4,944,434
FNMA 30yr Pool#DD3307 6.000% 01-Feb-2055, 6.00%, 02/01/55 FN DD3307 MTGE 3140B3U91 - - 4,780,944 $4,970,480 $4,970,480 0.08 $4,926,816
ABL 2024-RTL1 A2 7.457% 25-SEP-2029, 7.46%, 09/25/29 ABL 2024-RTL1 00092EAB4 - - 4,840,000 $4,866,139 $4,866,139 0.08 $4,843,080
RCKT Mortgage Trust 2024-CES6 A1B 5.546% 25-SEP-2044, 5.55%, 09/25/44 RCKT 2024-CES6 749410AB2 - - 4,812,698 $4,863,219 $4,863,219 0.08 $4,828,372
FHLMC 30yr Pool#RA1100 4.000% 01-Jul-2049, 4.00%, 07/01/49 FR 3133KGGH5 - - 4,880,833 $4,812,000 $4,812,000 0.07 $4,705,012
FHLMC 30yr Pool#QX6719 6.000% 01-Feb-2055, 6.00%, 02/01/55 FR 31426CPD0 - - 4,593,816 $4,778,750 $4,778,750 0.07 $4,733,978
FIGRE Trust 2025-HE3 B 5.71% 25-MAY-2055, 5.71%, 05/25/55 FIGRE 2025-HE3 31684LAB7 - - 4,688,020 $4,771,955 $4,771,955 0.07 $4,737,007
RCKT Mortgage Trust 2023-CES1 A1A 6.515% 25-JUN-2043, 6.51%, 06/25/43 RCKT 74935WAA2 - - 4,667,884 $4,737,767 $4,737,767 0.07 $4,698,064
Homeward Opportunities Fund Trust 2025-RRTL2|5.237|09/25/2040, 5.24%, 09/25/40 HOF 2025-RRTL2 437923AA3 - - 4,682,000 $4,703,819 $4,703,819 0.07 $4,699,732
FNMA 30yr Pool#BX9326 5.500% 01-Mar-2053, 5.50%, 03/01/53 FN 3140NELG8 - - 4,469,658 $4,619,896 $4,619,896 0.07 $4,582,510
FNMA 30yr Pool#FS3246 5.500% 01-Nov-2052, 5.50%, 11/01/52 FN 3140XJTC7 - - 4,419,749 $4,583,903 $4,583,903 0.07 $4,544,177
FHLMC 30yr Pool#QI8221 6.000% 01-Jun-2054, 6.00%, 06/01/54 FR 3133WFD20 - - 4,241,549 $4,521,532 $4,521,532 0.07 $4,370,050
FHLMC 30yr Pool#QH2259 6.000% 01-Sep-2053, 6.00%, 09/01/53 FR 3133CEQL9 - - 4,322,493 $4,494,791 $4,494,791 0.07 $4,453,819
FIGRE Trust 2025-HE3 C 5.91% 25-MAY-2055, 5.91%, 05/25/55 FIGRE 2025-HE3 31684LAC5 - - 4,406,738 $4,486,352 $4,486,352 0.07 $4,452,350
FNMA 30yr Pool#CB2907 3.500% 01-Feb-2052, 3.50%, 02/01/52 FN 3140QNGR7 - - 4,613,482 $4,383,137 $4,383,137 0.07 $4,324,217
FHLMC 30yr Pool#QH0826 5.500% 01-Sep-2053, 5.50%, 09/01/53 FR 3133CC4K9 - - 4,211,869 $4,366,175 $4,366,175 0.07 $4,330,671
FNMA 30yr Pool#BX0419 5.500% 01-Nov-2052, 5.50%, 11/01/52 FN 3140N4PD3 - - 4,243,220 $4,363,836 $4,363,836 0.07 $4,327,533
Connecticut Avenue Securities Trust 2024-R02 1M1 5.44839% 25-FEB-2044, 5.45%, 02/25/44 CAS 2024-R02 20754GAA8 - - 4,329,341 $4,344,160 $4,344,160 0.07 $4,328,435
FHLMC 30yr Pool#QF7280 5.500% 01-Jan-2053, 5.50%, 01/01/53 FR 3133BVCR4 - - 4,121,910 $4,282,470 $4,282,470 0.07 $4,240,209
Fannie Mae REMIC Trust 2020-98 AI 3.5% 25-JAN-2061, 3.50%, 01/25/61 FNR 2020-98 3136BDLE6 - - 19,005,047 $4,223,197 $4,223,197 0.07 $4,136,234
FNMA 30yr Pool#BX6124 6.500% 01-Jan-2053, 6.50%, 01/01/53 FN 3140NAYW7 - - 3,962,012 $4,205,251 $4,205,251 0.07 $4,167,496
FHLMC 30yr Pool#QH5204 6.500% 01-Nov-2053, 6.50%, 11/01/53 FR 3133CHX91 - - 3,959,712 $4,194,431 $4,194,431 0.07 $4,156,354
SREIT Commercial Mortgage Trust 2021-MFP B 5.5578% 15-NOV-2038, 5.34%, 11/15/38 SREIT 2021-MFP 78472UAC2 - - 4,194,208 $4,189,954 $4,189,954 0.07 $4,188,086
RCKT Mortgage Trust 2025-CES2 A1B 5.603% 25-FEB-2055, 5.60%, 02/25/55 RCKT 2025-CES2 74942BAB7 - - 4,120,713 $4,181,706 $4,181,706 0.07 $4,151,563
Connecticut Avenue Securities Trust 2024-R06 1M2 5.94839% 25-SEP-2044, 5.95%, 09/25/44 CAS 2024-R06 20755RAC9 - - 4,125,699 $4,151,299 $4,151,299 0.06 $4,134,938
FHLMC 30yr Pool#QX5273 6.000% 01-Feb-2055, 6.00%, 02/01/55 FR 31426A2F4 - - 3,758,004 $4,113,045 $4,113,045 0.06 $3,871,856
FNMA 30yr Pool#DA3549 6.500% 01-Oct-2053, 6.50%, 10/01/53 FN 3140A35K5 - - 3,881,129 $4,110,936 $4,110,936 0.06 $4,073,869
FNMA 30yr Pool#BW6314 5.500% 01-Aug-2052, 5.50%, 08/01/52 FN 3140MYAQ5 - - 3,979,213 $4,108,676 $4,108,676 0.06 $4,069,603
FNMA 30yr Pool#BX9422 5.500% 01-Mar-2053, 5.50%, 03/01/53 FN 3140NEPG4 - - 3,981,009 $4,085,748 $4,085,748 0.06 $4,051,763
LHOME MORTGAGE TR 2025-RTL3 A1, 5.24%, 08/25/40 LHOME 2025-RTL3 50205YAA1 - - 4,000,000 $4,034,775 $4,034,775 0.06 $4,019,058
FNMA 30yr Pool#FS2135 4.000% 01-Nov-2049, 4.00%, 11/01/49 FN 3140XHLR6 - - 4,117,347 $4,030,061 $4,030,061 0.06 $3,973,183
FNMA 30yr Pool#FS2713 4.500% 01-Oct-2050, 4.50%, 10/01/50 FN 3140XJAP8 - - 3,807,437 $3,833,942 $3,833,942 0.06 $3,784,048
FNMA 30yr Pool#BY0335 6.000% 01-May-2053, 6.00%, 05/01/53 FN 3140NGLR9 - - 3,682,470 $3,813,962 $3,813,962 0.06 $3,779,124
Bayview Opportunity Master Fund VII Trust 2024-CAR1 B 5.64839% 25-DEC-2031, 5.65%, 12/26/31 BVCLN 2024-CAR1 07336QAB8 - - 3,662,383 $3,686,469 $3,686,469 0.06 $3,672,678
FHLMC 30yr Pool#QH7549 6.000% 01-Dec-2053, 6.00%, 12/01/53 FR 3133CLL61 - - 3,514,342 $3,653,220 $3,653,220 0.06 $3,621,116
FHLMC 30yr Pool#QH1144 5.500% 01-Sep-2053, 5.50%, 09/01/53 FR 3133CDHV9 - - 3,515,541 $3,645,058 $3,645,058 0.06 $3,614,415
FNMA 30yr Pool#FM7031 4.000% 01-Jan-2051, 4.00%, 01/01/51 FN 3140XAY55 - - 3,703,137 $3,621,622 $3,621,622 0.06 $3,569,915
FHLMC 30yr Pool#SD1416 4.500% 01-Dec-2048, 4.50%, 12/01/48 FR 3132DNSD6 - - 3,526,989 $3,534,006 $3,534,006 0.06 $3,505,323
FHLMC 30yr Pool#QH6041 5.500% 01-Dec-2053, 5.50%, 12/01/53 FR 3133CJWA5 - - 3,432,007 $3,529,754 $3,529,754 0.05 $3,500,565
FHLMC 30yr Pool#QF7810 5.500% 01-Jan-2053, 5.50%, 01/01/53 FR 3133BVVB8 - - 3,374,471 $3,501,576 $3,501,576 0.05 $3,470,774
FINANCE OF AMERICA STRUCTURE 3.5% 74, 3.50%, 02/25/74 FASST 2024-S1 31740RAB6 - - 3,568,849 $3,500,597 $3,500,597 0.05 $3,492,617
FNMA 30yr Pool#FM1540 4.000% 01-Sep-2049, 4.00%, 09/01/49 FN 3140X4WA0 - - 3,496,379 $3,451,733 $3,451,733 0.05 $3,370,430
FNMA 30yr Pool#BX8700 5.500% 01-Mar-2053, 5.50%, 03/01/53 FN 3140NDU21 - - 3,302,116 $3,421,216 $3,421,216 0.05 $3,392,618
FNMA 30yr Pool#DA0036 6.500% 01-Sep-2053, 6.50%, 09/01/53 FN 3140A0BE8 - - 3,233,927 $3,405,734 $3,405,734 0.05 $3,374,290
FNMA 30yr Pool#MA4026 4.000% 01-May-2050, 4.00%, 05/01/50 FN 31418DPL0 - - 3,423,789 $3,338,129 $3,338,129 0.05 $3,290,945
BX Trust 2021-BXMF C 5.66927% 15-OCT-2038, 5.46%, 10/15/26 BX 2021-BXMF 05609RAJ3 - - 3,337,147 $3,332,819 $3,332,819 0.05 $3,331,301
UMBS TBA 30yr 4% October Delivery, 4.00%, 10/14/25 FNCL 01F0406A0 - - 3,400,000 $3,231,799 $3,231,799 0.05 $3,231,799
FHLMC 30yr Pool#SD1111 4.000% 01-Jun-2050, 4.00%, 06/01/50 FR 3132DNGU1 - - 3,255,032 $3,215,654 $3,215,654 0.05 $3,160,708
Connecticut Avenue Securities Trust 2024-R02 1M2 6.14839% 25-FEB-2044, 6.15%, 02/25/44 CAS 2024-R02 20754GAE0 - - 3,168,862 $3,201,952 $3,201,952 0.05 $3,188,963
FHLMC 30yr Pool#QE6404 5.500% 01-Jul-2052, 5.50%, 07/01/52 FR 3133BGDH8 - - 3,018,889 $3,199,579 $3,199,579 0.05 $3,087,855
Connecticut Avenue Securities Trust 2024-R01 1M2 6.14839% 25-JAN-2044, 6.15%, 01/25/44 CAS 2024-R01 20753UAB6 - - 3,140,000 $3,180,651 $3,180,651 0.05 $3,167,780
FNMA 30yr Pool#BV5379 3.000% 01-Apr-2052, 3.00%, 04/01/52 FN 3140MJ6R1 - - 3,505,086 $3,175,014 $3,175,014 0.05 $3,152,768
FNMA 30yr Pool#MA4056 4.000% 01-Jun-2050, 4.00%, 06/01/50 FN 31418DQJ4 - - 3,226,257 $3,163,285 $3,163,285 0.05 $3,097,154
FIGRE Trust 2024-HE4 B 5.252% 25-SEP-2054, 5.25%, 09/25/54 FIGRE 2024-HE4 31684UAB7 - - 3,005,413 $3,032,237 $3,032,237 0.05 $3,022,153
FHLMC 30yr Pool#QG2539 6.500% 01-May-2053, 6.50%, 05/01/53 FR 3133C2ZC5 - - 2,895,595 $3,028,894 $3,028,894 0.05 $3,001,513
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 $3,020,958 $3,020,958 0.05 $3,012,331
RAM 2024-1 A 5.95% 15-FEB-2039, 6.67%, 02/15/39 RAM 2024-1 751313AA5 - - 2,995,515 $3,007,620 $3,007,620 0.05 $3,005,955
Fannie Mae Pool|4|03/01/2050, 4.00%, 03/01/50 FN 3140X8S24 - - 3,069,587 $2,999,219 $2,999,219 0.05 $2,962,109
FNMA 30yr Pool#MA3496 4.500% 01-Oct-2048, 4.50%, 10/01/48 FN 31418C3E2 - - 2,955,744 $2,986,454 $2,986,454 0.05 $2,937,587
Chase Mortgage Reference Notes, Series 2021-CL1 M1 5.54839% 25-FEB-2050, 5.55%, 02/25/50 CHASE 2021-CL1 46591HBX7 - - 2,990,927 $2,957,294 $2,957,294 0.05 $2,946,228
FHLMC 30yr Pool#SD2897 5.500% 01-May-2053, 5.50%, 05/01/53 FR 3132DQGE0 - - 2,780,165 $2,909,220 $2,909,220 0.05 $2,832,768
FNMA 30yr Pool#BV5393 3.500% 01-Apr-2052, 3.50%, 04/01/52 FN 3140MJ7F6 - - 3,079,574 $2,905,597 $2,905,597 0.05 $2,883,717
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 $2,889,058 $2,889,058 0.05 $2,887,632
FHLMC 30yr Pool#QE8542 5.500% 01-Aug-2052, 5.50%, 08/01/52 FR 3133BJP30 - - 2,785,506 $2,873,015 $2,873,015 0.04 $2,849,141
BX Trust 2021-BXMF G 7.827513% 15-OCT-2038, 7.61%, 10/15/26 BX 2021-BXMF 05609RAS3 - - 2,807,890 $2,797,076 $2,797,076 0.04 $2,795,295
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 $2,787,139 $2,787,139 0.04 $2,774,663
RCKT MORTGAGE TRUST 2025-CE 5.16% 34, 5.16%, 07/25/34 RCKTL 2025-1A 74939RAC5 - - 2,750,000 $2,776,850 $2,776,850 0.04 $2,767,785
FIGRE Trust 2024-HE3 C 6.229% 25-JUL-2054, 6.23%, 07/25/54 FIGRE 2024-HE3 31684GAC6 - - 2,662,350 $2,724,689 $2,724,689 0.04 $2,714,094
Connecticut Avenue Securities, Series 2021-R01 1M2 5.89839% 25-OCT-2041, 5.90%, 10/25/41 CAS 2021-R01 20754RAB2 - - 2,695,816 $2,714,060 $2,714,060 0.04 $2,703,460
FNMA 30yr Pool#DA1511 5.500% 01-Oct-2053, 5.50%, 10/01/53 FN 3140A1VD6 - - 2,643,459 $2,713,341 $2,713,341 0.04 $2,689,939
FHLMC 30yr Pool#QF9276 5.500% 01-Mar-2053, 5.50%, 03/01/53 FR 3133BXJV4 - - 2,578,829 $2,674,777 $2,674,777 0.04 $2,652,836
FHLMC 30yr Pool#Q57869 4.000% 01-Aug-2048, 4.00%, 08/01/48 FG 3132Y1W79 - - 2,757,621 $2,669,479 $2,669,479 0.04 $2,664,271
FNMA 30yr Pool#DA3538 6.000% 01-Oct-2053, 6.00%, 10/01/53 FN 3140A34Y6 - - 2,564,334 $2,668,259 $2,668,259 0.04 $2,642,244
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2024-DNA1 M2 6.29839% 25-FEB-2044, 6.30%, 02/25/44 STACR 2024-DNA1 35564NBA0 - - 2,617,368 $2,657,519 $2,657,519 0.04 $2,646,529
Ginnie Mae REMIC Trust 2017-163 LO 0.0% 16-MAY-2041, 0.00%, 05/16/41 GNR 2017-163 38380KNA9 - - 3,351,352 $2,583,174 $2,583,174 0.04 $2,583,174
Saluda Grade Alternative Mortgage Trust 2024-FIG5 B 6.603% 25-APR-2054, 6.60%, 04/25/54 GRADE 2024-FIG5 79582MAB7 - - 2,533,529 $2,581,912 $2,581,912 0.04 $2,560,071
FHLMC 30yr Pool#QF0488 5.500% 01-Sep-2052, 5.50%, 09/01/52 FR 3133BMRH0 - - 2,459,476 $2,540,972 $2,540,972 0.04 $2,515,344
FHLMC 30yr Pool#SD3523 3.000% 01-Jun-2052, 3.00%, 06/01/52 FR 3132DQ4G8 - - 2,817,588 $2,535,221 $2,535,221 0.04 $2,518,482
FNMA 30yr Pool#DD4221 6.000% 01-Feb-2055, 6.00%, 02/01/55 FN DD4221 MTGE 3140B4VP2 - - 2,303,317 $2,494,771 $2,494,771 0.04 $2,373,594
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 $2,469,540 $2,469,540 0.04 $2,468,381
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 $2,447,116 $2,447,116 0.04 $2,445,984
PRPM 2024-RCF2 A1 3.75% 25-MAR-2054, 3.75%, 03/25/54 PRPM 2024-RCF2 693987AA7 - - 2,489,826 $2,446,544 $2,446,544 0.04 $2,440,579
FNMA 30yr Pool#BY8533 6.500% 01-Aug-2053, 6.50%, 08/01/53 FN 3140NRPT7 - - 2,316,544 $2,439,079 $2,439,079 0.04 $2,417,090
FNMA 30yr Pool#BY5913 5.500% 01-Sep-2053, 5.50%, 09/01/53 FN 3140NNSB2 - - 2,336,028 $2,419,722 $2,419,722 0.04 $2,399,956
PRPM 2025-RCF3 LLC 5.25% 55, 5.25%, 07/25/55 PRPM 2025-RCF3 69392PAB1 - - 2,380,125 $2,375,112 $2,375,112 0.04 $2,358,798
FHLMC 30yr Pool#QI4878 6.000% 01-Apr-2054, 6.00%, 04/01/54 FR 3133WBM37 - - 2,218,520 $2,306,636 $2,306,636 0.04 $2,285,732
FHLMC 30yr Pool#QX7432 6.000% 01-Feb-2055, 6.00%, 02/01/55 FR 31426DHJ4 - - 2,109,532 $2,204,827 $2,204,827 0.03 $2,173,896
FIGRE Trust 2024-HE1 B 6.506% 25-MAR-2054, 6.51%, 03/25/54 FIGRE 2024-HE1 31684HAB6 - - 2,114,828 $2,185,083 $2,185,083 0.03 $2,176,292
Reach ABS Trust 2024-2 A 5.88% 15-JUL-2031, 5.88%, 07/15/31 REACH 2024-2A 75525HAA8 - - 2,166,493 $2,181,532 $2,181,532 0.03 $2,180,471
FNMA 30yr Pool#FS3001 4.000% 01-Oct-2051, 4.00%, 10/01/51 FN 3140XJKP7 - - 2,194,066 $2,144,135 $2,144,135 0.03 $2,115,134
FHLMC 30yr Pool#QG2543 5.500% 01-May-2053, 5.50%, 05/01/53 FR 3133C2ZG6 - - 2,080,233 $2,140,550 $2,140,550 0.03 $2,122,371
FNMA 30yr Pool#FS1640 4.000% 01-Apr-2052, 4.00%, 04/01/52 FN 3140XGZE2 - - 2,184,838 $2,135,997 $2,135,997 0.03 $2,102,381
FNMA 30yr Pool#BP1500 3.000% 01-May-2050, 3.00%, 05/01/50 FN 3140K8U25 - - 2,306,403 $2,106,111 $2,106,111 0.03 $2,091,574
Chase Mortgage Reference Notes, Series 2020-CL1 M2 6.93703% 25-OCT-2057, 6.94%, 10/25/57 CHASE 2020-CL1 46591HAH3 - - 2,023,227 $2,089,110 $2,089,110 0.03 $2,079,753
FNMA 30yr Pool#CA7849 4.500% 01-Oct-2050, 4.50%, 10/01/50 FN 3140QFWK1 - - 2,040,597 $2,039,111 $2,039,111 0.03 $2,022,543
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 $2,019,370 $2,019,370 0.03 $2,018,433
FNMA 30yr Pool#BY0338 6.500% 01-May-2053, 6.50%, 05/01/53 FN 3140NGLU2 - - 1,915,894 $2,013,891 $2,013,891 0.03 $1,995,220
ACHV ABS Trust 2024-1PL B 6.34% 25-APR-2031, 6.34%, 04/25/31 ACHV 2024-1PL 00092BAB0 - - 1,970,254 $2,000,383 $2,000,383 0.03 $1,992,403
FHLMC 30yr Pool#QH7013 6.500% 01-Dec-2053, 6.50%, 12/01/53 FR 3133CKYJ1 - - 1,890,390 $1,991,376 $1,991,376 0.03 $1,972,439
Foundation Finance Trust 2023-2 A 6.53% 15-JUN-2049, 6.53%, 06/15/49 FFIN 2023-2A 35042RAA4 - - 1,911,085 $1,990,556 $1,990,556 0.03 $1,989,516
FHLMC 30yr Pool#SI2017 4.000% 01-Dec-2048, 4.00%, 12/01/48 FR 3133USG21 - - 2,021,467 $1,966,331 $1,966,331 0.03 $1,950,642
FNMA 30yr Pool#BW0972 4.500% 01-Jul-2052, 4.50%, 07/01/52 FN 3140MSCJ2 - - 1,977,778 $1,961,404 $1,961,404 0.03 $1,946,471
FNMA 30yr Pool#BX8072 5.500% 01-Mar-2053, 5.50%, 03/01/53 FN 3140NC6J3 - - 1,877,336 $1,940,331 $1,940,331 0.03 $1,924,736
FHLMC 30yr Pool#QG2540 6.500% 01-May-2053, 6.50%, 05/01/53 FR 3133C2ZD3 - - 1,829,384 $1,915,789 $1,915,789 0.03 $1,898,440
Chase Mortgage Reference Notes, Series 2021-CL1 M3 5.89839% 25-FEB-2050, 5.90%, 02/25/50 CHASE 2021-CL1 46591HBZ2 - - 1,950,583 $1,912,045 $1,912,045 0.03 $1,904,375
FHLMC 30yr Pool#SD1551 4.000% 01-Mar-2050, 4.00%, 03/01/50 FR 3132DNWL3 - - 1,917,962 $1,872,543 $1,872,543 0.03 $1,850,807
FNMA 30yr Pool#BY0361 6.500% 01-Jun-2053, 6.50%, 06/01/53 FN 3140NGMK3 - - 1,727,502 $1,812,535 $1,812,535 0.03 $1,795,369
FHLMC 30yr Pool#QH3309 5.500% 01-Oct-2053, 5.50%, 10/01/53 FR 3133CFVA4 - - 1,762,158 $1,808,124 $1,808,124 0.03 $1,793,190
Bayview Opportunity Master Fund VII Trust 2024-CAR1 C 5.84839% 25-DEC-2031, 5.85%, 12/26/31 BVCLN 2024-CAR1 07336QAC6 - - 1,782,360 $1,795,986 $1,795,986 0.03 $1,789,037
FNMA 30yr Pool#MA3521 4.000% 01-Nov-2048, 4.00%, 11/01/48 FN 31418C4F8 - - 1,829,377 $1,792,041 $1,792,041 0.03 $1,765,323
NRZ MSR-Collateralized Notes, Series 2021-FHT1 A 3.104% 25-JUL-2026, 3.10%, 07/25/26 NZES 2021-FHT1 62955MAB2 - - 1,807,880 $1,772,616 $1,772,616 0.03 $1,769,030
FHLMC 30yr Pool#SD0943 3.500% 01-Apr-2052, 3.50%, 04/01/52 FR 3132DNBL6 - - 1,825,744 $1,736,553 $1,736,553 0.03 $1,711,270
Chase Mortgage Reference Notes, Series 2021-CL1 M2 5.69839% 25-FEB-2050, 5.70%, 02/25/50 CHASE 2021-CL1 46591HBY5 - - 1,757,169 $1,719,249 $1,719,249 0.03 $1,712,574
Fannie Mae Pool|4|08/01/2050, 4.00%, 08/01/50 FN 3140X8UA3 - - 1,760,974 $1,704,136 $1,704,136 0.03 $1,690,796
PRPM 2025-RCF3 LLC 5.25% 55, 5.25%, 07/25/55 PRPM 2025-RCF3 69392PAC9 - - 1,700,000 $1,687,986 $1,687,986 0.03 $1,676,334
FHLMC 30yr Pool#QA2039 3.000% 01-Aug-2049, 3.00%, 08/01/49 FR 31334YHQ3 - - 1,838,650 $1,682,527 $1,682,527 0.03 $1,668,552
FHLMC 30yr Pool#SD4456 4.000% 01-Aug-2050, 4.00%, 08/01/50 FR 3132E05R9 - - 1,708,909 $1,671,038 $1,671,038 0.03 $1,647,430
FNMA 30yr Pool#CB2681 3.500% 01-Jan-2052, 3.50%, 01/01/52 FN 3140QM6T6 - - 1,743,739 $1,657,827 $1,657,827 0.03 $1,634,541
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 $1,651,402 $1,651,402 0.03 $1,650,548
FHLMC 30yr Pool#QG4340 6.500% 01-Jun-2053, 6.50%, 06/01/53 FR 3133C4ZD9 - - 1,549,062 $1,620,320 $1,620,320 0.03 $1,605,725
FNMA 30yr Pool#BY0327 6.500% 01-May-2053, 6.50%, 05/01/53 FN 3140NGLH1 - - 1,519,414 $1,590,191 $1,590,191 0.02 $1,575,536
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 $1,550,787 $1,550,787 0.02 $1,549,958
U.S. Auto Funding 2021-1 C 2.2% 15-MAY-2026, 2.20%, 05/15/26 USAUT 2021-1A 90355EAC5 - - 1,856,668 $1,532,863 $1,532,863 0.02 $1,532,523
FHLMC 30yr Pool#Q58477 4.000% 01-Sep-2048, 4.00%, 09/01/48 FG 3132Y2M37 - - 1,582,367 $1,531,860 $1,531,860 0.02 $1,528,871
Blue Bridge Funding 2023-1 A 7.37% 15-NOV-2030, 7.37%, 11/15/30 BBEF 2023-1A 09531MAA8 - - 1,513,162 $1,525,428 $1,525,428 0.02 $1,524,498
FNMA 30yr Pool#MA3415 4.000% 01-Jul-2048, 4.00%, 07/01/48 FN 31418CYM0 - - 1,553,143 $1,519,537 $1,519,537 0.02 $1,498,761
FIGRE TRUST 2025-HE5 FLTG 2055 B, 5.49%, 08/25/55 FIGRE 2025-HE5 31684MAB5 - - 1,500,000 $1,516,156 $1,516,156 0.02 $1,505,415
FNMA 30yr Pool#CA5573 4.000% 01-Apr-2050, 4.00%, 04/01/50 FN 3140QDFP4 - - 1,490,470 $1,500,170 $1,500,170 0.02 $1,431,071
FNMA 30yr Pool#BT8051 5.500% 01-Jan-2053, 5.50%, 01/01/53 FN 3140LW5M5 - - 1,392,172 $1,444,357 $1,444,357 0.02 $1,432,015
FNMA 30yr Pool#CA1931 4.500% 01-Jun-2048, 4.50%, 06/01/48 FN 3140Q9ED1 - - 1,438,097 $1,441,502 $1,441,502 0.02 $1,429,263
FNMA 30yr Pool#BY1896 5.500% 01-May-2053, 5.50%, 05/01/53 FN 3140NJDA9 - - 1,366,108 $1,408,988 $1,408,988 0.02 $1,396,847
FNMA 30yr Pool#DB3056 5.500% 01-May-2054, 5.50%, 05/01/54 FN 3140ACME0 - - 1,271,727 $1,405,502 $1,405,502 0.02 $1,299,283
FHLMC 30yr Pool#QG3885 6.500% 01-Jun-2053, 6.50%, 06/01/53 FR 3133C4J62 - - 1,322,335 $1,383,133 $1,383,133 0.02 $1,370,705
FNMA 30yr Pool#BX7860 5.500% 01-Mar-2053, 5.50%, 03/01/53 FN 3140NCWW5 - - 1,304,268 $1,348,968 $1,348,968 0.02 $1,337,284
FNMA 30yr Pool#FM7725 4.500% 01-Dec-2050, 4.50%, 12/01/50 FN 3140XBSP6 - - 1,266,664 $1,265,495 $1,265,495 0.02 $1,254,657
FNMA 30yr Pool#MA3149 4.000% 01-Oct-2047, 4.00%, 10/01/47 FN 31418CQB3 - - 1,279,830 $1,255,329 $1,255,329 0.02 $1,237,983
Towd Point Mortgage Trust 2024-CES1 A1B 6.049% 25-JAN-2064, 6.05%, 01/25/64 TPMT 2024-CES1 89183CAB1 - - 1,236,862 $1,254,584 $1,254,584 0.02 $1,244,816
FNMA 40yr Pool#BF0167 3.000% 01-Feb-2057, 3.00%, 02/01/57 FN 3140FXFH0 - - 1,396,703 $1,239,071 $1,239,071 0.02 $1,228,219
FHLMC 30yr Pool#QF2561 5.500% 01-Nov-2052, 5.50%, 11/01/52 FR 3133BPZ27 - - 1,181,759 $1,222,402 $1,222,402 0.02 $1,212,435
FHLMC 30yr Pool#SD8003 4.000% 01-Jul-2049, 4.00%, 07/01/49 FR 3132DV3L7 - - 1,243,629 $1,216,679 $1,216,679 0.02 $1,198,889
FNMA 30yr Pool#FM9138 4.000% 01-Mar-2050, 4.00%, 03/01/50 FN 3140XDEL6 - - 1,240,748 $1,212,359 $1,212,359 0.02 $1,197,305
FNMA 30yr Pool#BJ9181 5.000% 01-May-2048, 5.00%, 05/01/48 FN 3140HBFX1 - - 1,171,140 $1,200,268 $1,200,268 0.02 $1,190,196
FNMA 30yr Pool#AS6811 3.000% 01-Mar-2046, 3.00%, 03/01/46 FN 3138WGR97 - - 1,268,876 $1,198,970 $1,198,970 0.02 $1,160,968
FHLMC 30yr Pool#QD9182 3.000% 01-Mar-2052, 3.00%, 03/01/52 FR 3133B7FX1 - - 1,311,685 $1,187,857 $1,187,857 0.02 $1,179,987
Connecticut Avenue Securities, Series 2021-R02 2B1 7.64839% 25-NOV-2041, 7.65%, 11/25/41 CAS 2021-R02 20754KAF8 - - 1,150,000 $1,180,130 $1,180,130 0.02 $1,174,266
FNMA 30yr Pool#BX0804 5.500% 01-Nov-2052, 5.50%, 11/01/52 FN 3140N43N5 - - 1,138,726 $1,176,457 $1,176,457 0.02 $1,165,897
FHLMC 30yr Pool#ZT2087 4.000% 01-Jun-2049, 4.00%, 06/01/49 FR 3132AEJ80 - - 1,196,776 $1,174,967 $1,174,967 0.02 $1,153,721
FHLMC 30yr Pool#QG6538 5.500% 01-Jul-2053, 5.50%, 07/01/53 FR 3133C7HP5 - - 1,102,747 $1,143,135 $1,143,135 0.02 $1,134,032
FHLMC 30yr Pool#RA1188 4.500% 01-Aug-2049, 4.50%, 08/01/49 FR 3133KGJ90 - - 1,074,389 $1,098,453 $1,098,453 0.02 $1,063,232
FHLMC 30yr Pool#RA1087 4.500% 01-Jul-2049, 4.50%, 07/01/49 FR 3133KGF45 - - 1,091,989 $1,089,948 $1,089,948 0.02 $1,080,648
FHLMC 30yr Pool#QG6948 5.500% 01-Jul-2053, 5.50%, 07/01/53 FR 3133C7WH6 - - 1,048,944 $1,088,414 $1,088,414 0.02 $1,078,617
FNMA 30yr Pool#AS7492 4.000% 01-Jul-2046, 4.00%, 07/01/46 FN 3138WHKE1 - - 1,103,018 $1,075,442 $1,075,442 0.02 $1,066,565
FNMA 30yr Pool#CB8995 5.500% 01-Aug-2054, 5.50%, 08/01/54 FN 3140QU7H3 - - 1,038,273 $1,068,635 $1,068,635 0.02 $1,056,809
Lendbuzz Securitization Trust 2023-2 A2 7.09% 15-OCT-2028, 7.09%, 10/16/28 LBZZ 2023-2A 52608MAB4 - - 1,001,029 $1,017,653 $1,017,653 0.02 $1,017,062
FNMA 30yr Pool#BV4203 3.500% 01-Apr-2052, 3.50%, 04/01/52 FN 3140MHU56 - - 1,069,962 $1,009,610 $1,009,610 0.02 $1,001,994
FNMA 30yr Pool#FM1598 4.000% 01-Feb-2049, 4.00%, 02/01/49 FN 3140X4X43 - - 1,018,014 $1,003,038 $1,003,038 0.02 $982,369
FNMA 30yr Pool#BV8484 3.500% 01-Apr-2052, 3.50%, 04/01/52 FN 3140MNNA0 - - 1,031,667 $972,694 $972,694 0.02 $966,055
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-DNA5 M2 5.99839% 25-JAN-2034, 6.00%, 01/25/34 STACR 2021-DNA5 35564KHE2 - - 958,642 $966,550 $966,550 0.02 $962,716
GNMA II 30yr Pool#MA5021 4.500% 20-Feb-2048, 4.50%, 02/20/48 G2 36179TSJ5 - - 946,024 $952,635 $952,635 0.01 $942,370
FNMA 30yr Pool#DA3522 5.500% 01-Oct-2053, 5.50%, 10/01/53 FN 3140A34G5 - - 925,613 $949,752 $949,752 0.01 $941,888
FHLMC 30yr Pool#ZM8197 4.000% 01-Sep-2048, 4.00%, 09/01/48 FR 3131Y3DA1 - - 941,471 $933,060 $933,060 0.01 $908,485
FNMA 30yr Pool#CA6382 4.500% 01-Jul-2050, 4.50%, 07/01/50 FN 3140QECU4 - - 928,174 $926,629 $926,629 0.01 $919,417
FNMA 30yr Pool#AB9341 3.000% 01-May-2043, 3.00%, 05/01/43 FN 31417GLX2 - - 914,619 $869,000 $869,000 0.01 $848,515
BX Commercial Mortgage Trust 2021-21M A 5.208% 15-OCT-2036, 4.99%, 10/15/36 BX 2021-21M 05609CAA5 - - 862,801 $862,646 $862,646 0.01 $862,287
ACHV ABS Trust 2024-1PL C 6.42% 25-APR-2031, 6.42%, 04/25/31 ACHV 2024-1PL 00092BAC8 - - 846,089 $858,371 $858,371 0.01 $854,901
FNMA 30yr Pool#BN4541 4.000% 01-Feb-2049, 4.00%, 02/01/49 FN 3140JMBK7 - - 856,139 $832,895 $832,895 0.01 $826,162
FNMA 30yr Pool#FA1534 4.500% 01-Jan-2054, 4.50%, 01/01/54 FN 3140W1V42 - - - $821,481 $821,481 0.01 $0
Gracie Point International Funding, Series 2023-2 A 6.60559% 01-MAR-2027, 6.61%, 03/01/27 GPIF 2023-2A 38410JAA0 - - 808,251 $812,770 $812,770 0.01 $810,397
FREMF 2019-KF70 Mortgage Trust C 10.45546% 25-SEP-2029, 10.46%, 09/25/29 FREMF 2019-KF70 30298UAJ0 - - 789,970 $783,575 $783,575 0.01 $778,068
FHLMC 30yr Pool#ZT1926 3.000% 01-Nov-2043, 3.00%, 11/01/43 FR 3132AED78 - - 832,327 $770,811 $770,811 0.01 $763,891
FNMA 30yr Pool#BY0782 5.500% 01-Apr-2053, 5.50%, 04/01/53 FN 3140NG2Q2 - - 744,178 $770,626 $770,626 0.01 $764,462
Connecticut Avenue Securities Trust 2022-R01 1M1 5.34839% 25-DEC-2041, 5.35%, 12/25/41 CAS 2022-R01 20754LAA7 - - 766,233 $768,824 $768,824 0.01 $766,092
ACHM Trust 2024-HE1 B 7.26% 25-MAY-2039, 7.26%, 05/25/39 ACHM 2024-HE1 00449TAB1 - - 730,622 $760,584 $760,584 0.01 $757,196
FHLMC 30yr Pool#RA1999 4.500% 01-Jan-2050, 4.50%, 01/01/50 FR 3133KHGG5 - - 752,918 $751,287 $751,287 0.01 $745,099
FNMA 30yr Pool#BY0866 5.500% 01-May-2053, 5.50%, 05/01/53 FN 3140NG6C9 - - 703,791 $726,293 $726,293 0.01 $719,627
GNMA II 30yr Pool#MA5264 4.000% 20-Jun-2048, 4.00%, 06/20/48 G2 36179TZ57 - - 735,038 $721,809 $721,809 0.01 $711,358
NRZ Excess Spread-Collateralized Notes, Series 2020-PLS1 A 3.844% 25-DEC-2025, 3.84%, 12/25/25 NZES 2020-PLS1 433674AA6 - - 704,623 $702,835 $702,835 0.01 $701,104
FHLMC 30yr Pool#QD6555 3.000% 01-Feb-2052, 3.00%, 02/01/52 FR 3133B4H81 - - 749,558 $678,969 $678,969 0.01 $674,384
Connecticut Avenue Securities, Series 2021-R03 1M1 5.19839% 25-DEC-2041, 5.20%, 12/25/41 CAS 2021-R03 20754AAA1 - - 672,551 $674,461 $674,461 0.01 $672,131
FNMA 30yr Pool#BW0343 4.500% 01-May-2052, 4.50%, 05/01/52 FN 3140MRLZ8 - - 665,208 $659,116 $659,116 0.01 $654,292
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA2 M1A 5.64839% 25-FEB-2042, 5.65%, 02/25/42 STACR 2022-DNA2 35564KRE1 - - 630,998 $634,097 $634,097 0.01 $631,721
FHLMC 30yr Pool#SD8047 4.500% 01-Feb-2050, 4.50%, 02/01/50 FR 3132DV5G6 - - 606,477 $621,250 $621,250 0.01 $601,111
FHLMC 30yr Pool#QE1073 3.500% 01-Apr-2052, 3.50%, 04/01/52 FR 3133BAFN6 - - 651,585 $614,493 $614,493 0.01 $610,145
FNMA 30yr Pool#AL6842 4.000% 01-May-2045, 4.00%, 05/01/45 FN 3138EPS88 - - 614,648 $612,651 $612,651 0.01 $598,490
FNMA 30yr Pool#BK9507 4.000% 01-Oct-2048, 4.00%, 10/01/48 FN 3140HPR58 - - 611,890 $598,167 $598,167 0.01 $593,402
Sequoia Mortgage Trust 2013-5 A1 2.5% 25-MAY-2043, 2.50%, 05/25/43 SEMT 2013-5 81745AAA5 - - 664,354 $596,193 $596,193 0.01 $594,024
MHC Commercial Mortgage Trust 2021-MHC A 5.279442% 15-APR-2038, 5.07%, 04/15/38 MHC 2021-MHC 55316VAA2 - - 586,117 $586,219 $586,219 0.01 $585,972
FHLMC 15yr Pool#SB0116 2.500% 01-Nov-2034, 2.50%, 11/01/34 FR 3132CWDV3 - - 539,618 $528,415 $528,415 0.01 $513,107
FHLMC 30yr Pool#SL1072 4.500% 01-Apr-2053, 4.50%, 04/01/53 FR 31427NFN4 - - - $521,421 $521,421 0.01 $0
FNMA 30yr Pool#AZ0869 4.000% 01-Jul-2045, 4.00%, 07/01/45 FN 3138YR6F0 - - 524,640 $515,626 $515,626 0.01 $510,891
FHLMC 30yr Pool#QD9191 3.500% 01-Apr-2052, 3.50%, 04/01/52 FR 3133B7F86 - - 502,819 $505,072 $505,072 0.01 $470,878
Reach ABS Trust 2024-1 A 6.3% 15-FEB-2031, 6.30%, 02/18/31 REACH 2024-1A 75526PAA9 - - 502,461 $504,044 $504,044 0.01 $503,780
Towd Point Mortgage Trust 2024-CES2 A1B 6.35% 25-FEB-2064, 6.35%, 02/25/64 TPMT 2024-CES2 89182JAB7 - - 478,261 $486,613 $486,613 0.01 $482,648
FHLMC 30yr Pool#SD1414 4.000% 01-Oct-2050, 4.00%, 10/01/50 FR 3132DNSB0 - - 440,560 $428,472 $428,472 0.01 $424,710
FNMA 30yr Pool#CB4329 3.500% 01-Jul-2052, 3.50%, 07/01/52 FN 3140QPY35 - - 444,825 $420,057 $420,057 0.01 $416,741
JP Morgan Mortgage Trust 2015-4 AM 3.0% 25-JUN-2045, 3.00%, 06/25/45 JPMMT 2015-4 46644VBP0 - - 477,725 $418,028 $418,028 0.01 $416,157
FNMA 30yr Pool#CA4646 3.000% 01-Feb-2048, 3.00%, 02/01/48 FN 3140QCEU6 - - 437,533 $403,651 $403,651 0.01 $400,268
FNMA 30yr Pool#BV6879 4.500% 01-Apr-2052, 4.50%, 04/01/52 FN 3140MLUD0 - - 407,258 $403,627 $403,627 0.01 $400,638
FNMA 30yr Pool#BV7632 4.500% 01-Apr-2052, 4.50%, 04/01/52 FN 3140MMPS1 - - 368,017 $364,742 $364,742 0.01 $362,035
FHLMC 30yr Pool#QA8274 3.500% 01-Mar-2050, 3.50%, 03/01/50 FR 3133A3FP8 - - 389,768 $363,662 $363,662 0.01 $361,122
FNMA 30yr Pool#FM3447 4.000% 01-Nov-2049, 4.00%, 11/01/49 FN 3140X6ZM6 - - 365,442 $357,193 $357,193 0.01 $353,831
FHLMC 30yr Pool#SD1966 4.000% 01-Nov-2052, 4.00%, 11/01/52 FR 3132DPFF0 - - 335,644 $324,896 $324,896 0.01 $320,793
FHLMC 30yr Pool#ZN6461 4.000% 01-May-2049, 4.00%, 05/01/49 FR 3131YDFA7 - - 332,140 $322,173 $322,173 0.01 $319,664
FNMA 30yr Pool#AR9225 3.000% 01-Mar-2043, 3.00%, 03/01/43 FN 3138W7HB3 - - 338,822 $316,879 $316,879 0.00 $311,681
FNMA 30yr Pool#FS2548 4.000% 01-Mar-2051, 4.00%, 03/01/51 FN 3140XHZN0 - - 304,407 $298,556 $298,556 0.00 $293,455
FHLMC 30yr Pool#ZT0391 4.000% 01-Nov-2047, 4.00%, 11/01/47 FR 3132ACNG1 - - 302,020 $296,674 $296,674 0.00 $294,170
FHLMC 30yr Pool#QA5150 4.500% 01-Dec-2049, 4.50%, 12/01/49 FR 31346YWK5 - - 294,978 $294,807 $294,807 0.00 $292,363
FNMA 30yr Pool#FS2238 4.000% 01-Mar-2051, 4.00%, 03/01/51 FN 3140XHPY7 - - 297,842 $290,997 $290,997 0.00 $287,414
FNMA 30yr Pool#AS8649 3.000% 01-Jan-2047, 3.00%, 01/01/47 FN 3138WJTF5 - - 310,028 $290,356 $290,356 0.00 $282,654
FHLMC 30yr Pool#SL0730 4.500% 01-Mar-2053, 4.50%, 03/01/53 FR 31427MY47 - - - $285,862 $285,862 0.00 $0
FHLMC 30yr Pool#SL1567 4.500% 01-Jan-2055, 4.50%, 01/01/55 FR 31427NW54 - - - $283,093 $283,093 0.00 $0
Fannie Mae REMIC Trust 2017-9 VL 3.0% 25-JUL-2028, 3.00%, 07/25/28 FNR 2017-9 3136AVYH6 - - 271,894 $278,189 $278,189 0.00 $269,097
FNMA 30yr Pool#BN3899 4.000% 01-Dec-2048, 4.00%, 12/01/48 FN 3140JLKM5 - - 271,484 $265,170 $265,170 0.00 $261,979
FHLMC 30yr Pool#QA1615 3.500% 01-Aug-2049, 3.50%, 08/01/49 FR 31334XYL7 - - 272,370 $255,972 $255,972 0.00 $254,022
FHLMC 30yr Pool#ZN4240 4.500% 01-Dec-2048, 4.50%, 12/01/48 FR 3131YAV98 - - 250,794 $252,287 $252,287 0.00 $250,169
FHLMC 15yr Pool#SB0040 2.500% 01-Dec-2033, 2.50%, 12/01/33 FR 3132CWBH6 - - 244,523 $243,019 $243,019 0.00 $236,610
Fannie Mae REMIC Trust 2012-126 SY 0.0% 25-NOV-2042, 0.00%, 11/25/42 FNR 2012-126 3136A9ZR2 - - 473,554 $240,715 $240,715 0.00 $240,715
FNMA 30yr Pool#MA3908 4.500% 01-Jan-2050, 4.50%, 01/01/50 FN 31418DKW1 - - 239,503 $240,700 $240,700 0.00 $237,384
FNMA 30yr Pool#MA3687 4.000% 01-Jun-2049, 4.00%, 06/01/49 FN 31418DCZ3 - - 236,889 $231,552 $231,552 0.00 $228,367
FNMA 30yr Pool#BE3616 4.000% 01-May-2047, 4.00%, 05/01/47 FN 3140FPAS8 - - 231,073 $230,292 $230,292 0.00 $225,339
FNMA 30yr Pool#MA1327 3.000% 01-Jan-2043, 3.00%, 01/01/43 FN 31418APM4 - - 241,505 $228,810 $228,810 0.00 $221,648
FNMA 30yr Pool#BW0081 4.500% 01-Apr-2052, 4.50%, 04/01/52 FN 3140MRCT2 - - 230,225 $228,119 $228,119 0.00 $226,447
GNMA II 30yr Pool#MA5192 4.000% 20-May-2048, 4.00%, 05/20/48 G2 36179TXV2 - - 220,662 $216,621 $216,621 0.00 $213,553
FHLMC 30yr Pool#SL1665 4.500% 01-Jun-2053, 4.50%, 06/01/53 FR 31427NZ77 - - - $212,566 $212,566 0.00 $0
FHLMC 30yr Pool#SL0913 4.500% 01-May-2054, 4.50%, 05/01/54 FR 31427NAP4 - - - $211,513 $211,513 0.00 $0
FNMA 30yr Pool#BO9819 4.500% 01-Dec-2049, 4.50%, 12/01/49 FN 3140K54D6 - - 210,673 $210,525 $210,525 0.00 $208,805
FHLMC 30yr Pool#RA1088 4.500% 01-Jul-2049, 4.50%, 07/01/49 FR 3133KGF52 - - 204,390 $204,164 $204,164 0.00 $202,576
FHLMC 30yr Pool#SD8040 4.500% 01-Jan-2050, 4.50%, 01/01/50 FR 3132DV4Z5 - - 184,188 $188,145 $188,145 0.00 $182,559
FNMA 30yr Pool#AB6280 3.000% 01-Sep-2042, 3.00%, 09/01/42 FN 31417C6S9 - - 196,011 $181,720 $181,720 0.00 $179,895
FNMA 30yr Pool#BO2983 3.000% 01-Sep-2049, 3.00%, 09/01/49 FN 3140JXJ58 - - 195,438 $179,077 $179,077 0.00 $177,650
FNMA 30yr Pool#CA4185 4.500% 01-Sep-2049, 4.50%, 09/01/49 FN 3140QBUK2 - - 176,956 $176,819 $176,819 0.00 $175,386
FNMA 30yr Pool#CA4035 4.500% 01-Aug-2049, 4.50%, 08/01/49 FN 3140QBPV4 - - 172,148 $171,953 $171,953 0.00 $170,620
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 $164,459 $164,459 0.00 $164,371
FHLMC 30yr Pool#ZT1320 4.000% 01-Nov-2048, 4.00%, 11/01/48 FR 3132ADPD4 - - 164,278 $160,813 $160,813 0.00 $158,526
FNMA 30yr Pool#BV7132 4.500% 01-Apr-2052, 4.50%, 04/01/52 FN 3140ML4S6 - - 162,085 $160,608 $160,608 0.00 $159,425
FHLMC 30yr Pool#ZA7158 4.500% 01-Jun-2049, 4.50%, 06/01/49 FR 31329Q5T4 - - 158,192 $157,978 $157,978 0.00 $156,550
FNMA 30yr Pool#AB7563 3.000% 01-Jan-2043, 3.00%, 01/01/43 FN 31417EMM0 - - 168,492 $157,234 $157,234 0.00 $155,776
FNMA 30yr Pool#FS2546 4.000% 01-Mar-2051, 4.00%, 03/01/51 FN 3140XHZL4 - - 155,048 $151,207 $151,207 0.00 $149,619
GNMA II 30yr Pool#MA5753 4.000% 20-Feb-2049, 4.00%, 02/20/49 G2 36179UMA7 - - 146,127 $138,648 $138,648 0.00 $137,592
FNMA 30yr Pool#MA1229 3.000% 01-Oct-2042, 3.00%, 10/01/42 FN 31418ALK2 - - 146,554 $136,313 $136,313 0.00 $135,009
FNMA 30yr Pool#BW0072 4.500% 01-Apr-2052, 4.50%, 04/01/52 FN 3140MRCJ4 - - 136,704 $135,460 $135,460 0.00 $134,460
FNMA 30yr Pool#BV7131 4.500% 01-Apr-2052, 4.50%, 04/01/52 FN 3140ML4R8 - - 129,453 $128,276 $128,276 0.00 $127,329
GNMA II 30yr Pool#BF6874 4.500% 20-Jul-2048, 4.50%, 07/20/48 G2 3617GDT77 - - 127,339 $126,956 $126,956 0.00 $125,892
GNMA II 30yr Pool#MA5866 4.000% 20-Apr-2049, 4.00%, 04/20/49 G2 36179UQT2 - - 133,030 $126,717 $126,717 0.00 $125,711
FREED ABS Trust 2021-3FP D 2.37% 18-NOV-2028, 2.37%, 11/20/28 FREED 2021-3FP 30322MAD1 - - 125,291 $125,538 $125,538 0.00 $125,291
FNMA 20yr Pool#AB9283 3.000% 01-Apr-2038, 3.00%, 04/01/38 FN 31417GJ56 - - 133,947 $125,300 $125,300 0.00 $123,739
FNMA 30yr Pool#FA1548 4.500% 01-Sep-2053, 4.50%, 09/01/53 FN 3140W1WJ8 - - - $120,343 $120,343 0.00 $0
RCKT Mortgage Trust 2025-CES5 A1A 5.687% 25-MAY-2055, 5.69%, 05/25/55 RCKT 2025-CES5 74942CAA7 - - - $116,288 $116,288 0.00 $0
FNMA 30yr Pool#BM3282 3.500% 01-Dec-2047, 3.50%, 12/01/47 FN 3140J7UG8 - - 116,663 $112,866 $112,866 0.00 $110,475
GNMA II 30yr Pool#BK5879 4.500% 20-Nov-2048, 4.50%, 11/20/48 G2 3617J6Q80 - - 111,841 $110,011 $110,011 0.00 $109,142
FNMA 30yr Pool#CA3683 4.500% 01-Jun-2049, 4.50%, 06/01/49 FN 3140QBCV8 - - 109,232 $109,109 $109,109 0.00 $108,262
FHLMC 30yr Pool#ZT1633 4.000% 01-Mar-2047, 4.00%, 03/01/47 FR 3132ADY69 - - 110,838 $108,941 $108,941 0.00 $107,981
FHLMC 30yr Pool#QE0318 4.500% 01-Mar-2052, 4.50%, 03/01/52 FR 3133B9K78 - - 108,550 $107,590 $107,590 0.00 $106,786
FNMA 30yr Pool#CA0108 3.500% 01-Aug-2047, 3.50%, 08/01/47 FN 3140Q7DN4 - - 107,543 $103,505 $103,505 0.00 $101,838
FHLMC 30yr Pool#ZM7577 4.500% 01-Aug-2048, 4.50%, 08/01/48 FR 3131Y2M21 - - 100,321 $100,502 $100,502 0.00 $99,704
Fannie Mae REMIC Trust 2013-130 FN 4.81287% 25-OCT-2042, 4.81%, 10/25/42 FNR 2013-130 3136AHG53 - - 94,726 $93,910 $93,910 0.00 $93,619
FNMA 30yr Pool#BJ8459 3.000% 01-Aug-2049, 3.00%, 08/01/49 FN 3140HAMH0 - - 100,485 $89,942 $89,942 0.00 $89,108
FNMA 30yr Pool#BO4113 3.000% 01-Aug-2049, 3.00%, 08/01/49 FN 3140JYSB3 - - 91,255 $81,705 $81,705 0.00 $80,923
FHLMC 30yr Pool#ZM7926 5.000% 01-Sep-2048, 5.00%, 09/01/48 FR 3131Y2YX0 - - 78,020 $79,626 $79,626 0.00 $78,955
Sequoia Mortgage Trust 2019-CH3 A19 4.0% 25-OCT-2049, 4.00%, 09/25/49 SEMT 2019-CH3 81748GBN0 - - 84,004 $78,637 $78,637 0.00 $78,199
FHLMC 30yr Pool#QA2159 3.000% 01-Aug-2049, 3.00%, 08/01/49 FR 31334YMG9 - - 83,117 $74,235 $74,235 0.00 $73,706
FNMA 30yr Pool#MA1447 3.000% 01-May-2043, 3.00%, 05/01/43 FN 31418ATD0 - - 78,111 $73,481 $73,481 0.00 $71,854
FNMA 30yr Pool#AS8547 3.000% 01-Nov-2046, 3.00%, 11/01/46 FN 3138WJP93 - - 71,931 $65,649 $65,649 0.00 $65,163
FNMA 30yr Pool#BD2453 3.000% 01-Jan-2047, 3.00%, 01/01/47 FN 3140F9WP6 - - 69,335 $63,970 $63,970 0.00 $63,419
Prosper Marketplace Issuance Trust, Series 2024-1 A 6.12% 15-AUG-2029, 6.12%, 08/15/29 PMIT 2024-1A 74363CAA7 - - 63,830 $63,928 $63,928 0.00 $63,896
Fannie Mae REMIC Trust 2010-109 BS 5.83121% 25-OCT-2040, 5.83%, 10/25/40 FNR 2010-109 31398NTM6 - - 41,248 $61,109 $61,109 0.00 $60,789
FHLMC 15yr Pool#ZK8962 3.000% 01-Sep-2032, 3.00%, 09/01/32 FR 3131XC5X1 - - 55,853 $56,315 $56,315 0.00 $54,484
Fannie Mae REMIC Trust 2006-20 GF 4.81287% 25-APR-2036, 4.81%, 04/25/36 FNR 2006-20 31395BU43 - - 56,533 $56,217 $56,217 0.00 $56,043
FHLMC 15yr Pool#ZS7403 3.000% 01-May-2031, 3.00%, 05/01/31 FR 3132A8GL7 - - 51,734 $52,416 $52,416 0.00 $50,740
Freddie Mac Multiclass Certificates, Series 3380 FM 5.04718% 15-OCT-2037, 5.08%, 10/15/37 FHR 3380 31397KTJ0 - - 44,912 $44,871 $44,871 0.00 $44,852
FNMA 15yr Pool#BO5957 3.000% 01-Dec-2034, 3.00%, 12/01/34 FN 3140K1TP1 - - 44,872 $44,125 $44,125 0.00 $43,540
Freddie Mac Multiclass Certificates, Series 3721 FB 4.95718% 15-SEP-2040, 4.99%, 09/15/40 FHR 3721 3137GAD20 - - 43,368 $43,198 $43,198 0.00 $43,180
FNMA 30yr Pool#BO1857 4.500% 01-Aug-2049, 4.50%, 08/01/49 FN 3140JWB33 - - 43,035 $42,984 $42,984 0.00 $42,654
Ginnie Mae REMIC Trust 2008-013 FB 4.96513% 20-FEB-2038, 4.95%, 02/20/38 GNR 2008-13 38375PNL1 - - 40,779 $40,397 $40,397 0.00 $40,240
FIGRE Trust 2025-HE2 A 5.775% 25-MAR-2055, 5.78%, 03/25/55 FIGRE 2025-HE2 31684KAA1 - - - $38,577 $38,577 0.00 $0
FNMA 15yr Pool#BO7717 3.000% 01-Nov-2034, 3.00%, 11/01/34 FN 3140K3SF0 - - 37,934 $37,415 $37,415 0.00 $36,872
FNMA 30yr Pool#BC0870 3.500% 01-Jan-2046, 3.50%, 01/01/46 FN 3140EU6G9 - - 37,986 $36,132 $36,132 0.00 $35,822
FHLMC 15yr Pool#ZK9163 3.000% 01-Jan-2033, 3.00%, 01/01/33 FR 3131XDFC4 - - 32,591 $32,534 $32,534 0.00 $31,772
Ginnie Mae REMIC Trust 2007-040 FG 4.78513% 20-JUL-2037, 4.77%, 07/20/37 GNR 2007-40 38375KZS4 - - 31,197 $30,750 $30,750 0.00 $30,634
Ginnie Mae REMIC Trust 2004-069 CF 4.86513% 20-JUL-2034, 4.85%, 07/20/34 GNR 2004-69 38374JAT3 - - 27,272 $27,079 $27,079 0.00 $26,976
Fannie Mae REMIC Trust 2013-2 QF 4.96287% 25-FEB-2043, 4.96%, 02/25/43 FNR 2013-2 3136AB4P5 - - 24,818 $24,811 $24,811 0.00 $24,733
Ginnie Mae REMIC Trust 2007-059 FA 4.96513% 20-OCT-2037, 4.95%, 10/20/37 GNR 2007-59 38375LPU8 - - 24,903 $24,683 $24,683 0.00 $24,587
Ginnie Mae REMIC Trust 2010-133 FD 4.90441% 16-OCT-2040, 4.69%, 10/16/40 GNR 2010-133 38377MHV1 - - 23,979 $23,844 $23,844 0.00 $23,838
FHLMC 30yr Pool#ZN2165 4.500% 01-Dec-2048, 4.50%, 12/01/48 FR 3131Y8MN2 - - 23,543 $23,630 $23,630 0.00 $23,436
Ginnie Mae REMIC Trust 2008-016 FC 4.96513% 20-FEB-2038, 4.95%, 02/20/38 GNR 2008-16 383742FU2 - - 19,924 $19,753 $19,753 0.00 $19,677
Ginnie Mae REMIC Trust 2007-037 FW 4.77513% 20-JUN-2037, 4.76%, 06/20/37 GNR 2007-37 38375KNR9 - - 20,019 $19,703 $19,703 0.00 $19,629
Ginnie Mae REMIC Trust 2004-059 FP 4.77441% 16-AUG-2034, 4.56%, 08/16/34 GNR 2004-59 38374HYS3 - - 19,408 $19,198 $19,198 0.00 $19,193
Ginnie Mae REMIC Trust 2005-065 FA 4.61513% 20-AUG-2035, 4.60%, 08/20/35 GNR 2005-65 38374LL25 - - 19,520 $19,169 $19,169 0.00 $19,099
Fannie Mae REMIC Trust 2002-53 FK 4.86287% 25-APR-2032, 4.86%, 04/25/32 FNR 2002-53 31392EHN3 - - 17,547 $17,531 $17,531 0.00 $17,476
Freddie Mac Multiclass Certificates, Series 2426 FL 5.10718% 15-MAR-2032, 5.14%, 03/15/32 FHR 2426 31339W7G5 - - 17,292 $17,350 $17,350 0.00 $17,342
Ginnie Mae REMIC Trust 2005-048 AF 4.66513% 20-JUN-2035, 4.65%, 06/20/35 GNR 2005-48 38374LHM6 - - 16,421 $16,151 $16,151 0.00 $16,091
FHLMC 30yr Pool#ZT0252 3.000% 01-Dec-2047, 3.00%, 12/01/47 FR 3132ACH52 - - 17,430 $16,099 $16,099 0.00 $15,943
Fannie Mae REMIC Trust 2005-83 KT 4.76287% 25-OCT-2035, 4.76%, 10/25/35 FNR 2005-83 31394FUL7 - - 15,257 $15,169 $15,169 0.00 $15,123
Fannie Mae REMIC Trust 2007-89 GF 4.98287% 25-SEP-2037, 4.98%, 09/25/37 FNR 2007-89 31396XPM0 - - 14,296 $14,326 $14,326 0.00 $14,281
Freddie Mac Multiclass Certificates, Series 2551 FD 4.85718% 15-JAN-2033, 4.89%, 01/15/33 FHR 2551 31393JAZ1 - - 12,595 $12,565 $12,565 0.00 $12,560
Ginnie Mae REMIC Trust 2012-075 FP 4.76513% 20-JUL-2041, 4.75%, 07/20/41 GNR 2012-75 38378EZ55 - - 12,330 $12,268 $12,268 0.00 $12,223
FHLMC 30yr Pool#ZM2269 3.000% 01-Dec-2046, 3.00%, 12/01/46 FR 3131XVQW8 - - 12,662 $11,669 $11,669 0.00 $11,574
Ginnie Mae REMIC Trust 2007-061 FA 4.96513% 20-OCT-2037, 4.95%, 10/20/37 GNR 2007-61 38375LLN8 - - 10,334 $10,243 $10,243 0.00 $10,203
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 $9,937 $9,937 0.00 $9,933
Fannie Mae REMIC Trust 2010-123 FL 4.89287% 25-NOV-2040, 4.89%, 11/25/40 FNR 2010-123 31398N2W3 - - 9,770 $9,759 $9,759 0.00 $9,729
FNMA 15yr Pool#AS8207 2.500% 01-Oct-2031, 2.50%, 10/01/31 FN 3138WJDM7 - - 9,852 $9,739 $9,739 0.00 $9,539
GNMA II 30yr Pool#BK6072 5.000% 20-Jan-2049, 5.00%, 01/20/49 G2 3617J6W91 - - 9,093 $9,309 $9,309 0.00 $9,212
Fannie Mae REMIC Trust 2003-87 FG 4.96287% 25-SEP-2033, 4.96%, 09/25/33 FNR 2003-87 31393E4W6 - - 8,977 $8,992 $8,992 0.00 $8,963
Freddie Mac Multiclass Certificates, Series 3028 FM 4.70718% 15-SEP-2035, 4.74%, 09/15/35 FHR 3028 31396AFB5 - - 8,766 $8,717 $8,717 0.00 $8,714
FNMA 15yr Pool#BM1036 2.500% 01-Feb-2032, 2.50%, 02/01/32 FN 3140J5EJ4 - - 8,578 $8,525 $8,525 0.00 $8,304
FNMA 15yr Pool#AS7643 2.500% 01-Aug-2031, 2.50%, 08/01/31 FN 3138WHP55 - - 8,483 $8,424 $8,424 0.00 $8,215
Freddie Mac Multiclass Certificates, Series 3738 FD 4.75718% 15-AUG-2040, 4.79%, 08/15/40 FHR 3738 3137GAYQ4 - - 7,984 $7,981 $7,981 0.00 $7,978
Fannie Mae REMIC Trust 2012-100 FG 4.86287% 25-SEP-2042, 4.86%, 09/25/42 FNR 2012-100 3136A8QW3 - - 7,933 $7,868 $7,868 0.00 $7,844
Fannie Mae REMIC Trust 2002-16 VF 5.01287% 25-APR-2032, 5.01%, 04/25/32 FNR 2002-16 31392CWW0 - - 7,698 $7,722 $7,722 0.00 $7,697
FHLMC 15yr Pool#ZK8405 2.500% 01-Dec-2031, 2.50%, 01/22/31 FR 3131XCKS5 - - 7,238 $7,210 $7,210 0.00 $7,000
Ginnie Mae REMIC Trust 2007-018 FD 4.76513% 20-APR-2037, 4.75%, 04/20/37 GNR 2007-18 38375JC86 - - 7,141 $7,029 $7,029 0.00 $7,003
Ginnie Mae REMIC Trust 2010-006 FG 5.07441% 16-JAN-2040, 4.86%, 01/16/40 GNR 2010-6 38376TSC7 - - 6,919 $6,847 $6,847 0.00 $6,845
Fannie Mae REMIC Trust 2010-95 FB 4.86287% 25-SEP-2040, 4.86%, 09/25/40 FNR 2010-95 31398NEX8 - - 6,497 $6,493 $6,493 0.00 $6,473
FNMA 30yr Pool#MA3694 4.500% 01-Jul-2049, 4.50%, 07/01/49 FN 31418DC83 - - 4,534 $4,593 $4,593 0.00 $4,493
Ginnie Mae REMIC Trust 1999-27 FE 4.87441% 16-AUG-2029, 4.66%, 08/16/29 GNR 1999-27 3837H2WA3 - - 2,669 $2,664 $2,664 0.00 $2,663
FHLMC 30yr Pool#ZN0650 3.000% 01-Mar-2043, 3.00%, 03/01/43 FR 3131Y6WK1 - - 2,208 $2,078 $2,078 0.00 $2,031
Freddie Mac Multiclass Certificates, Series 2469 FE 4.95718% 15-JUL-2032, 4.99%, 07/15/32 FHR 2469 31392RC58 - - 1,869 $1,867 $1,867 0.00 $1,867
Ginnie Mae REMIC Trust 2010-125 VF 4.81513% 20-JUN-2040, 4.80%, 06/20/40 GNR 2010-125 38377JYJ6 - - 381.00 $378 $378 0.00 $377
US ULTRA BOND CBT Dec25 DEC 25 WNZ5 FUTURES_USD - -651.00 $-78,933,750 $0 0.00 $0
US 10yr Ultra Fut Dec25 DEC 25 UXYZ5 FUTURES_USD - -567.00 $-65,639,109 $0 0.00 $0
US 5YR NOTE (CBT) Dec25 DEC 25 FVZ5 FUTURES_USD - 3,000 $328,781,250 $0 0.00 $0
US 10YR NOTE (CBT)Dec25 DEC 25 TYZ5 FUTURES_USD - -230.00 $-26,018,750 $0 0.00 $0
UMBS TBA 30yr 4% September Delivery, 4.00%, 09/15/25 FNCL 01F040693 - - -34,877,000 $-33,155,890 $-33,155,890 -0.52 $-33,155,890
UMBS TBA 30yr 3.5% October Delivery, 3.50%, 10/14/25 FNCL 01F0326A7 - - -95,653,000 $-88,129,413 $-88,129,413 -1.37 $-88,129,413
UMBS TBA 30yr 5% October Delivery, 5.00%, 10/14/25 FNCL 01F0506A9 - - -271,692,000 $-271,024,453 $-271,024,453 -4.22 $-271,024,453
UMBS TBA 30yr 5.5% October Delivery, 5.50%, 10/14/25 FNCL 01F0526A5 - - -402,700,400 $-407,331,455 $-407,331,455 -6.34 $-407,331,455
UMBS TBA 30yr 6% October Delivery, 6.00%, 10/14/25 FNCL 01F0606A8 - - -412,082,188 $-421,658,978 $-421,658,978 -6.57 $-421,658,978
UMBS TBA 30yr 4% October Delivery, 4.00%, 10/14/25 FNCL 01F0406A0 - - -744,996,155 $-708,140,450 $-708,140,450 -11.03 $-708,140,450
UMBS TBA 30yr 4.5% October Delivery, 4.50%, 10/14/25 FNCL 01F0426A6 - - -775,467,525 $-758,216,474 $-758,216,474 -11.81 $-758,216,474
SEGREGATED CASH SEGCASH - $0.00 2,320,000 $2,320,000 $2,320,000 0.04 $2,320,000
ALMSUM ALMSUM - $0.00 - $0 $0 0.00 $0
US DOLLARS USD MD_142224 - - -1,404,666,400 $-1,404,666,400 $-1,404,666,400 -21.88 $-1,404,666,400
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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