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For Individual Investors in the US

Mortgage-Backed Securities ETF Holdings

Full Portfolio Holdings

(As of July 1, 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% July Delivery, 2.50%, 07/14/25 FNCL 01F022675 - - 1,619,120,894 $1,342,335,415 $1,342,335,415 24.31 $1,342,335,415
UMBS TBA 30yr 3% July Delivery, 3.00%, 07/14/25 FNCL 01F030678 - - 832,820,354 $720,148,921 $720,148,921 13.05 $720,148,921
GNMA II TBA 30yr 5% July Delivery, 5.00%, 07/21/25 G2SF 21H050672 - - 365,146,194 $358,254,425 $358,254,425 6.50 $358,254,425
UMBS TBA 30yr 2% July Delivery, 2.00%, 07/14/25 FNCL 01F020679 - - 376,104,255 $297,639,881 $297,639,881 5.40 $297,639,881
GNMA II TBA 30yr 5.5% July Delivery, 5.50%, 07/21/25 G2SF 21H052678 - - 237,444,000 $237,553,224 $237,553,224 4.31 $237,553,224
GNMA II TBA 30yr 4.5% July Delivery, 4.50%, 07/21/25 G2SF 21H042679 - - 242,461,488 $231,881,196 $231,881,196 4.21 $231,881,196
UMBS TBA 30yr 5.5% July Delivery, 5.50%, 07/14/25 FNCL 01F052672 - - 199,050,000 $198,847,765 $198,847,765 3.61 $198,847,765
FNMA 30yr Pool#CB9430 5.500% 01-Nov-2054, 5.50%, 11/01/54 FN 3140QVPQ1 - - 190,893,388 $192,506,649 $192,506,649 3.49 $191,602,557
UMBS TBA 30yr 6% July Delivery, 6.00%, 07/14/25 FNCL 01F060675 - - 176,053,000 $178,829,356 $178,829,356 3.25 $178,829,356
Fannie Mae REMIC Trust 2025-12 FC 5.42197% 25-MAR-2055, 5.41%, 03/25/55 FNR 2025-12 3136BVFC7 - - 160,086,318 $159,603,962 $159,603,962 2.90 $159,435,711
GNMA II TBA 30yr 3% July Delivery, 3.00%, 07/21/25 G2SF 21H030674 - - 175,024,962 $154,659,582 $154,659,582 2.81 $154,659,582
UMBS TBA 30yr 6.5% July Delivery, 6.50%, 07/14/25 FNCL 01F062671 - - 132,991,000 $137,248,042 $137,248,042 2.49 $137,248,042
FHLMC 30yr Pool#RJ2853 5.000% 01-Dec-2054, 5.00%, 12/01/54 FR 3142GTE36 - - 137,911,604 $136,806,252 $136,806,252 2.49 $136,212,466
GNMA II TBA 30yr 3.5% July Delivery, 3.50%, 07/21/25 G2SF 21H032670 - - 138,246,377 $125,666,095 $125,666,095 2.28 $125,666,095
FNMA 30yr Pool#FS1133 4.000% 01-Oct-2051, 4.00%, 10/01/51 FN 3140XGHK8 - - 120,000,625 $113,430,919 $113,430,919 2.06 $113,017,584
FHLMC 30yr Pool#SL0335 5.500% 01-Feb-2055, 5.50%, 02/01/55 FR 31427MLR0 - - 110,057,608 $110,955,985 $110,955,985 2.02 $110,434,740
FNMA 30yr Pool#FM7460 4.000% 01-Mar-2051, 4.00%, 03/01/51 FN 3140XBJE1 - - 112,127,382 $105,988,715 $105,988,715 1.93 $105,602,498
GNMA II TBA 30yr 4% July Delivery, 4.00%, 07/21/25 G2SF 21H040673 - - 107,413,688 $99,792,472 $99,792,472 1.82 $99,792,472
Freddie Mac Multiclass Certificates, Series 5544 FC 5.35068% 25-JUN-2055, 5.31%, 06/25/55 FHR 5544 3137HLNP3 - - 93,402,418 $93,464,302 $93,464,302 1.69 $93,367,952
FNMA 30yr Pool#FS9022 5.500% 01-Aug-2054, 5.50%, 08/01/54 FN 3140XRAY1 - - 81,537,017 $82,228,027 $82,228,027 1.49 $81,841,858
FNMA 30yr Pool#FS8993 6.000% 01-Jul-2054, 6.00%, 07/01/54 FN 3140XQ7F8 - - 79,216,663 $81,359,458 $81,359,458 1.47 $80,950,172
Freddie Mac Pool|5.5|06/01/2055, 5.50%, 06/01/55 FR 3142GUZ55 - - 78,158,014 $79,488,442 $79,488,442 1.44 $79,118,277
FNMA 30yr Pool#FA0574 5.500% 01-Jan-2055, 5.50%, 01/01/55 FN 3140W0T88 - - 73,881,154 $75,190,646 $75,190,646 1.36 $74,840,737
FNMA 30yr Pool#FA0573 5.000% 01-Jan-2055, 5.00%, 01/01/55 FN 3140W0T70 - - 64,767,990 $64,434,736 $64,434,736 1.17 $64,155,874
FHLMC 30yr Pool#SL1188 5.500% 01-Apr-2055, 5.50%, 04/01/55 FR 31427NKA6 - - 60,280,441 $61,263,530 $61,263,530 1.11 $60,978,035
FHLMC 30yr Pool#QX7566 5.500% 01-Mar-2055, 5.50%, 03/01/55 FR 31426DMQ2 - - 56,692,527 $57,171,642 $57,171,642 1.03 $56,903,140
UMBS TBA 30yr 5% July Delivery, 5.00%, 07/14/25 FNCL 01F050676 - - 58,100,000 $56,890,242 $56,890,242 1.03 $56,890,242
UMBS TBA 30yr 3.5% July Delivery, 3.50%, 07/14/25 FNCL 01F032674 - - 58,500,000 $52,660,764 $52,660,764 0.95 $52,660,764
Fannie Mae REMIC Trust 2025-9 FA 5.52197% 25-MAR-2055, 5.51%, 03/25/55 FNR 2025-9 3136BVDC9 - - 52,284,960 $52,285,936 $52,285,936 0.95 $52,229,968
FNMA 30yr Pool#CB9613 5.500% 01-Dec-2054, 5.50%, 12/01/54 FN 3140QVVF8 - - 49,203,650 $49,619,475 $49,619,475 0.90 $49,386,441
FHLMC 30yr Pool#SL1146 5.000% 01-Mar-2055, 5.00%, 03/01/55 FR 31427NHY8 - - 49,842,345 $49,150,074 $49,150,074 0.89 $48,935,475
FHLMC 30yr Pool#SD7343 5.500% 01-Jan-2055, 5.50%, 01/01/55 FR 3132DVEQ4 - - 47,362,659 $48,142,466 $48,142,466 0.87 $47,918,151
FNMA 30yr Pool#FS9779 5.500% 01-Nov-2054, 5.50%, 11/01/54 FN 3140XR2M6 - - 45,368,564 $46,093,917 $46,093,917 0.83 $45,879,047
FHLMC 30yr Pool#SL0046 6.000% 01-Jan-2055, 6.00%, 01/01/55 FR 31427MBQ3 - - 44,279,570 $45,477,323 $45,477,323 0.82 $45,248,545
Fannie Mae Pool|6|06/01/2055, 6.00%, 06/01/55 FN 3140W2EZ0 - - 42,238,275 $43,414,730 $43,414,730 0.79 $43,196,499
FHLMC 30yr Pool#ZT2413 4.000% 01-Feb-2041, 4.00%, 02/01/41 FR 3132AEVE3 - - 43,363,244 $42,231,593 $42,231,593 0.76 $42,082,231
New Residential Mortgage LLC 6.545% 25-MAR-2032, 6.54%, 03/25/32 NZES 2025-FHT 64832EAA7 - - 41,660,756 $41,931,460 $41,931,460 0.76 $41,878,441
FNMA 30yr Pool#FA1557 6.000% 01-May-2055, 6.00%, 05/01/55 FN 3140W1WT6 - - 40,771,645 $41,874,510 $41,874,510 0.76 $41,663,857
FNMA 40yr Pool#BF0646 2.500% 01-Jun-2062, 2.50%, 06/01/62 FN 3140FXWG3 - - 50,931,183 $41,820,189 $41,820,189 0.76 $41,710,546
FNMA 30yr Pool#FS8881 4.500% 01-Sep-2053, 4.50%, 09/01/53 FN 3140XQ2P1 - - 42,536,095 $41,399,771 $41,399,771 0.75 $41,234,943
FHLMC 30yr Pool#SL0938 4.000% 01-Jul-2050, 4.00%, 07/01/50 FR 31427NBG3 - - 40,607,163 $39,186,193 $39,186,193 0.71 $39,046,324
FHLMC 30yr Pool#SI2101 4.000% 01-Sep-2048, 4.00%, 09/01/48 FR 3133USKN0 - - 40,905,340 $38,739,318 $38,739,318 0.70 $38,598,421
FNMA 30yr Pool#FA0576 5.500% 01-Jan-2055, 5.50%, 01/01/55 FN 3140W0UA1 - - 37,422,521 $38,046,257 $38,046,257 0.69 $37,869,020
FNMA 30yr Pool#CB8694 6.000% 01-Jun-2054, 6.00%, 06/01/54 FN 3140QUUU8 - - 36,360,315 $37,813,642 $37,813,642 0.68 $37,625,781
FNMA 40yr Pool#BF0598 2.500% 01-Mar-2062, 2.50%, 03/01/62 FN 3140FXUY6 - - 45,389,175 $37,269,582 $37,269,582 0.67 $37,171,869
FNMA 30yr Pool#FS9794 5.000% 01-Nov-2054, 5.00%, 11/01/54 FN 3140XR3C7 - - 36,676,099 $36,487,388 $36,487,388 0.66 $36,329,477
FHLMC 30yr Pool#SL0286 5.000% 01-Jan-2055, 5.00%, 01/01/55 FR 31427MJ85 - - 36,451,379 $36,128,471 $36,128,471 0.65 $35,971,527
FNMA 30yr Pool#FA0034 5.000% 01-Nov-2054, 5.00%, 11/01/54 FN 3140W0BC8 - - 36,212,133 $35,921,896 $35,921,896 0.65 $35,765,982
JP MORGAN MORTGAGE TRUST 2 5.777% 55, 5.50%, 11/25/55 JPMMT 2025-5MPR 46593VAD9 - - 35,517,522 $35,659,623 $35,659,623 0.65 $35,491,409
FHLMC 30yr Pool#SL0208 5.000% 01-Dec-2054, 5.00%, 12/01/54 FR 31427MGS4 - - 34,540,594 $34,362,871 $34,362,871 0.62 $34,214,154
FNMA 30yr Pool#FA0635 5.000% 01-Jan-2055, 5.00%, 01/01/55 FN 3140W0V51 - - 33,844,395 $33,374,323 $33,374,323 0.60 $33,228,604
FNMA 30yr Pool#FA0603 4.500% 01-Sep-2051, 4.50%, 09/01/51 FN 3140W0U52 - - 34,084,276 $33,274,366 $33,274,366 0.60 $33,142,290
FNMA 40yr Pool#BF0698 3.500% 01-Dec-2062, 3.50%, 12/01/62 FN 3140FXX49 - - 36,492,264 $32,657,606 $32,657,606 0.59 $32,547,622
FNMA 30yr Pool#FS9788 5.500% 01-Nov-2054, 5.50%, 11/01/54 FN 3140XR2W4 - - 31,686,437 $32,002,943 $32,002,943 0.58 $31,852,872
FNMA 30yr Pool#CB5580 4.500% 01-Oct-2052, 4.50%, 10/01/52 FN 3140QRFW8 - - 32,686,905 $31,445,922 $31,445,922 0.57 $31,319,260
FNMA 30yr Pool#CB6051 4.500% 01-Apr-2053, 4.50%, 04/01/53 FN 3140QRWM1 - - 32,538,918 $31,295,798 $31,295,798 0.57 $31,169,710
FNMA 30yr Pool#BW7371 5.500% 01-Feb-2053, 5.50%, 02/01/53 FN 3140N0FM2 - - 30,419,468 $31,053,469 $31,053,469 0.56 $30,909,399
FNMA 30yr Pool#FS8335 4.500% 01-Jan-2051, 4.50%, 01/01/51 FN 3140XQHM2 - - 31,183,446 $30,442,465 $30,442,465 0.55 $30,321,629
FHLMC 30yr Pool#SD6982 5.000% 01-Nov-2054, 5.00%, 11/01/54 FR 3132DUXK8 - - 30,559,698 $30,422,766 $30,422,766 0.55 $30,291,190
FNMA 30yr Pool#FS3883 4.500% 01-Feb-2053, 4.50%, 02/01/53 FN 3140XKJ50 - - 31,136,895 $30,044,469 $30,044,469 0.54 $29,923,814
FNMA 30yr Pool#CB6394 4.500% 01-Feb-2053, 4.50%, 02/01/53 FN 3140QSC82 - - 31,093,841 $29,881,289 $29,881,289 0.54 $29,760,800
NRM MSR-Collateralized Notes, Series 2024-FNT1 A 7.398% 25-NOV-2029, 7.40%, 11/25/31 NZES 2024-FNT1 62956YAA7 - - 29,571,369 $29,834,380 $29,834,380 0.54 $29,791,841
FNMA 30yr Pool#FS3520 4.500% 01-Nov-2052, 4.50%, 11/01/52 FN 3140XJ4E0 - - 30,094,150 $28,953,950 $28,953,950 0.52 $28,837,335
FNMA 30yr Pool#FS8681 4.500% 01-Oct-2050, 4.50%, 10/01/50 FN 3140XQUF2 - - 29,145,245 $28,452,696 $28,452,696 0.52 $28,339,758
FHLMC 30yr Pool#SL0367 4.500% 01-Dec-2054, 4.50%, 12/01/54 FR 31427MMR9 - - 29,254,712 $28,114,224 $28,114,224 0.51 $28,000,862
FHLMC 30yr Pool#SD7138 5.000% 01-Nov-2054, 5.00%, 11/01/54 FR 3132DU4X2 - - 27,714,318 $27,492,190 $27,492,190 0.50 $27,372,865
FHLMC 30yr Pool#SD3271 5.500% 01-Jun-2053, 5.50%, 06/01/53 FR 3132DQT48 - - 26,364,337 $26,822,773 $26,822,773 0.49 $26,697,908
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-HQA3 M2 6.40517% 25-SEP-2041, 6.41%, 09/25/41 STACR 2021-HQA3 35564KJP5 - - 26,457,865 $26,730,154 $26,730,154 0.48 $26,697,202
RCKT Mortgage Trust 2025-CES5 A1A 5.687% 25-MAY-2055, 5.69%, 05/25/55 RCKT 2025-CES5 74942CAA7 - - 25,219,945 $25,489,147 $25,489,147 0.46 $25,365,641
FNMA 30yr Pool#FS6257 4.000% 01-Jun-2053, 4.00%, 06/01/53 FN 3140XM5T9 - - 26,759,912 $25,050,583 $25,050,583 0.45 $24,958,410
FNMA 30yr Pool#FS9239 4.500% 01-Jan-2051, 4.50%, 01/01/51 FN 3140XRHR9 - - 25,406,857 $24,803,139 $24,803,139 0.45 $24,704,688
FNMA 30yr Pool#CB9642 5.000% 01-Dec-2054, 5.00%, 12/01/54 FN 3140QVWC4 - - 23,726,541 $23,573,023 $23,573,023 0.43 $23,470,867
FHLMC 30yr Pool#SD6989 5.500% 01-Nov-2054, 5.50%, 11/01/54 FR 3132DUXS1 - - 22,899,025 $23,127,756 $23,127,756 0.42 $23,019,304
FNMA 30yr Pool#FM7840 4.000% 01-Apr-2050, 4.00%, 04/01/50 FN 3140XBWA4 - - 24,442,771 $23,104,597 $23,104,597 0.42 $23,020,405
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2025-HQA1 M2 5.95517% 25-FEB-2045, 5.96%, 02/25/45 STACR 2025-HQA1 35564NHA4 - - 23,060,148 $23,046,113 $23,046,113 0.42 $23,019,410
PRET 2025-RPL3 Trust|4.15|04/25/2065, 4.15%, 04/25/65 PRET 2025-RPL3 69382RAA1 - - 23,621,523 $22,785,721 $22,785,721 0.41 $22,701,307
FNMA 30yr Pool#FS4781 4.000% 01-Oct-2051, 4.00%, 10/01/51 FN 3140XLJ33 - - 23,837,853 $22,532,796 $22,532,796 0.41 $22,450,688
FNMA 30yr Pool#FS7225 4.000% 01-Aug-2051, 4.00%, 08/01/51 FN 3140XPA33 - - 23,771,441 $22,512,694 $22,512,694 0.41 $22,430,815
FNMA 40yr Pool#BF0807 3.500% 01-Apr-2064, 3.50%, 04/01/64 FN 3140FX3R1 - - 24,206,205 $21,648,714 $21,648,714 0.39 $21,575,759
GNMA II TBA 30yr 2.5% July Delivery, 2.50%, 07/21/25 G2SF 21H022671 - - 25,296,414 $21,499,650 $21,499,650 0.39 $21,499,650
FNMA 40yr Pool#BF0713 4.000% 01-Mar-2063, 4.00%, 03/01/63 FN 3140FXYK2 - - 22,923,239 $21,242,778 $21,242,778 0.38 $21,163,820
FNMA 30yr Pool#CB7112 5.500% 01-Sep-2053, 5.50%, 09/01/53 FN 3140QS3W9 - - 20,785,674 $21,134,046 $21,134,046 0.38 $21,035,603
FNMA 40yr Pool#BF0226 3.500% 01-Jan-2058, 3.50%, 01/01/58 FN 3140FXHC9 - - 23,129,289 $21,133,585 $21,133,585 0.38 $21,063,876
FNMA 30yr Pool#FS6382 4.000% 01-Aug-2051, 4.00%, 08/01/51 FN 3140XNCU6 - - 22,107,031 $20,936,418 $20,936,418 0.38 $20,860,271
FNMA 30yr Pool#FS9880 4.500% 01-Sep-2054, 4.50%, 09/01/54 FN 3140XR6S9 - - 21,709,749 $20,863,400 $20,863,400 0.38 $20,779,275
Finance of America Structured Securities Trust, 2025-S1 A1 3.5% 25-FEB-2075, 3.50%, 02/25/75 FASST 2025-S1 31741BAB0 - - 21,677,540 $20,743,844 $20,743,844 0.38 $20,729,092
FHLMC 30yr Pool#QJ9063 5.000% 01-Nov-2054, 5.00%, 11/01/54 FR 3133D1B81 - - 20,854,558 $20,596,340 $20,596,340 0.37 $20,506,550
FHLMC 30yr Pool#SL0850 4.000% 01-Jul-2049, 4.00%, 07/01/49 FR 31427M5L1 - - 20,911,259 $20,323,839 $20,323,839 0.37 $20,251,811
FINANCE OF AMERICA STRUC 3.28125% 74, 3.50%, 04/25/74 FASST 2024-S3 31739WAB8 - - 20,809,412 $20,000,154 $20,000,154 0.36 $19,985,992
FNMA 30yr Pool#FS5028 4.000% 01-Oct-2051, 4.00%, 10/01/51 FN 3140XLSS8 - - 21,016,690 $19,866,084 $19,866,084 0.36 $19,793,693
FNMA 30yr Pool#FS9116 6.000% 01-Sep-2054, 6.00%, 09/01/54 FN 3140XRDW2 - - 19,269,682 $19,790,923 $19,790,923 0.36 $19,691,363
FNMA 30yr Pool#FS8709 4.500% 01-Jan-2051, 4.50%, 01/01/51 FN 3140XQVB0 - - 19,502,988 $19,039,559 $19,039,559 0.34 $18,963,984
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA2 M2 8.05517% 25-FEB-2042, 8.06%, 02/25/42 STACR 2022-DNA2 35564KRN1 - - 18,101,929 $18,841,671 $18,841,671 0.34 $18,813,318
FNMA 30yr Pool#FS9476 4.000% 01-Jun-2053, 4.00%, 06/01/53 FN 3140XRQ65 - - 20,015,506 $18,730,740 $18,730,740 0.34 $18,661,798
FNMA 30yr Pool#BT8185 4.500% 01-Jun-2052, 4.50%, 06/01/52 FN 3140LXCX1 - - 19,412,369 $18,681,419 $18,681,419 0.34 $18,606,196
FNMA 30yr Pool#DA1525 6.000% 01-Oct-2053, 6.00%, 10/01/53 FN 3140A1VT1 - - 18,013,870 $18,497,320 $18,497,320 0.33 $18,404,249
FNMA 30yr Pool#FA1549 5.500% 01-May-2055, 5.50%, 05/01/55 FN 3140W1WK5 - - 18,097,091 $18,398,874 $18,398,874 0.33 $18,313,164
Huntington Bank Auto Credit-Linked Notes, Series 2024-2 B1 5.442% 20-OCT-2032, 5.44%, 10/20/32 HACLN 2024-2 44644NAG4 - - 18,234,138 $18,384,041 $18,384,041 0.33 $18,350,964
FNMA 30yr Pool#CB4128 4.500% 01-Jul-2052, 4.50%, 07/01/52 FN 3140QPSS7 - - 18,738,160 $18,095,355 $18,095,355 0.33 $18,022,745
Structured Agency Credit Risk (STACR) Debt Notes, Series 2024-HQA2 M2 6.10517% 25-AUG-2044, 6.11%, 08/25/44 STACR 2024-HQA2 35564NEC3 - - 18,000,000 $18,082,353 $18,082,353 0.33 $18,060,985
FHLMC 30yr Pool#SL0490 4.500% 01-Jul-2053, 4.50%, 07/01/53 FR 31427MRL7 - - 18,753,656 $18,043,039 $18,043,039 0.33 $17,970,369
FHLMC 30yr Pool#SD5963 6.000% 01-Jul-2054, 6.00%, 07/01/54 FR 3132DTTU4 - - 17,552,368 $18,027,156 $18,027,156 0.33 $17,936,468
FNMA 30yr Pool#CB8221 5.500% 01-Mar-2054, 5.50%, 03/01/54 FN 3140QUD37 - - 17,526,460 $17,696,486 $17,696,486 0.32 $17,613,479
FHLMC 30yr Pool#QH3192 6.000% 01-Oct-2053, 6.00%, 10/01/53 FR 3133CFRM3 - - 16,942,194 $17,564,870 $17,564,870 0.32 $17,477,335
FNMA 30yr Pool#FM4738 4.000% 01-Sep-2050, 4.00%, 09/01/50 FN 3140X8HQ3 - - 18,575,834 $17,495,984 $17,495,984 0.32 $17,432,001
Homeward Opportunities Fund Trust 2024-RTL1 A1 7.12% 25-JUL-2029, 7.12%, 07/25/29 HOF 43789FAA1 - - 17,261,000 $17,385,428 $17,385,428 0.31 $17,361,532
PRPM 2025-RCF3 LLC|5.25|07/25/2055, 5.25%, 07/25/55 PRPM 2025-RCF3 69392PAA3 - - 17,310,000 $17,384,418 $17,384,418 0.31 $17,306,162
FNMA 40yr Pool#BF0806 3.500% 01-Apr-2064, 3.50%, 04/01/64 FN 3140FX3Q3 - - 18,656,287 $16,725,916 $16,725,916 0.30 $16,669,688
FNMA 40yr Pool#BF0801 2.500% 01-Apr-2064, 2.50%, 04/01/64 FN 3140FX3K6 - - 20,189,952 $16,580,423 $16,580,423 0.30 $16,536,959
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2025-HQA1 M1 5.45517% 25-FEB-2045, 5.46%, 02/25/45 STACR 2025-HQA1 35564NGZ0 - - 16,184,641 $16,201,808 $16,201,808 0.29 $16,184,641
FNMA 30yr Pool#FA0122 4.500% 01-Dec-2054, 4.50%, 12/01/54 FN 3140W0D44 - - 16,321,681 $15,685,384 $15,685,384 0.28 $15,622,138
Vontive Mortgage Trust 2025-RTL1 A1 6.507% 25-MAR-2030, 6.51%, 03/25/30 VNTV 2025-RTL1 928884AA3 - - 15,444,000 $15,548,052 $15,548,052 0.28 $15,528,511
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 $15,503,000 $15,503,000 0.28 $15,405,525
PRET 2025-RPL1 Trust A1 4.0% 25-JUL-2069, 4.00%, 07/25/69 PRET 2025-RPL1 69392FAA5 - - 15,883,506 $15,369,175 $15,369,175 0.28 $15,314,465
FHLMC 30yr Pool#SD6558 6.000% 01-Sep-2054, 6.00%, 09/01/54 FR 3132DUJB4 - - 14,844,271 $15,245,805 $15,245,805 0.28 $15,169,110
FNMA 30yr Pool#FS8717 6.000% 01-Jul-2054, 6.00%, 07/01/54 FN 3140XQVK0 - - 14,766,602 $15,166,036 $15,166,036 0.27 $15,089,742
FHLMC 30yr Pool#SL0371 4.500% 01-Feb-2054, 4.50%, 02/01/54 FR 31427MMV0 - - 15,592,269 $14,983,009 $14,983,009 0.27 $14,922,589
Connecticut Avenue Securities, Series 2021-R03 1M2 5.95517% 25-DEC-2041, 5.96%, 12/25/41 CAS 2021-R03 20754AAB9 - - 14,835,000 $14,931,919 $14,931,919 0.27 $14,914,741
FNMA 30yr Pool#FS9909 5.000% 01-Nov-2054, 5.00%, 11/01/54 FN 3140XSAK9 - - 14,982,328 $14,905,238 $14,905,238 0.27 $14,840,731
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-DNA7 M2 6.10517% 25-NOV-2041, 6.11%, 11/25/41 STACR 2021-DNA7 35564KMH9 - - 14,550,000 $14,671,644 $14,671,644 0.27 $14,654,372
FNMA 30yr Pool#BX0984 4.500% 01-Oct-2052, 4.50%, 10/01/52 FN 3140N5CW2 - - 15,211,842 $14,635,499 $14,635,499 0.26 $14,576,553
COOPR Residential Mortgage Trust 2025-CES2|5.502|06/25/2060, 5.50%, 06/25/60 COOPR 2025-CES2 12674UAA1 - - 14,453,000 $14,570,752 $14,570,752 0.26 $14,502,276
Chase Mortgage Reference Notes, Series 2020-CL1 M1 6.68648% 25-OCT-2057, 6.68%, 10/25/57 CHASE 2020-CL1 46591HAG5 - - 14,081,424 $14,541,987 $14,541,987 0.26 $14,523,687
Galaxy Senior Participation Interest Trust 1|8.63746|07/31/2026, 8.64%, 07/31/26 GLXYT 2025-1 362922AA4 - - 14,249,089 $14,424,410 $14,424,410 0.26 $14,325,266
FINANCE OF AMER STR TR 2024-S2 A1, 3.50%, 04/25/74 FASST 2024-S2 31739VAA2 - - 14,719,987 $14,226,740 $14,226,740 0.26 $14,216,722
GS Mortgage-Backed Securities Trust 2025-RPL3|4.1|07/25/2065, 4.10%, 07/25/65 GSMBS 2025-RPL3 362963AA8 - - 14,697,180 $14,200,857 $14,200,857 0.26 $14,148,968
FHLMC 30yr Pool#SD1143 4.500% 01-Sep-2050, 4.50%, 09/01/50 FR 3132DNHU0 - - 14,438,301 $14,095,218 $14,095,218 0.26 $14,039,270
BMP Commercial Mortgage Trust 2024-MF23 A 5.6837% 15-JUN-2041, 5.68%, 06/15/41 BMP 2024-MF23 05593JAA8 - - 14,000,000 $14,050,845 $14,050,845 0.25 $14,013,263
FNMA 30yr Pool#FA0470 6.000% 01-Jan-2055, 6.00%, 01/01/55 FN 3140W0QY4 - - 13,558,253 $13,925,001 $13,925,001 0.25 $13,854,950
FIGRE Trust 2025-HE4|5.709|07/25/2055, 5.71%, 07/25/55 FIGRE 2025-HE4 31684PAC6 - - 13,414,944 $13,497,872 $13,497,872 0.24 $13,414,904
FNMA 30yr Pool#FM5350 4.500% 01-Sep-2050, 4.50%, 09/01/50 FN 3140X85L7 - - 13,850,404 $13,480,399 $13,480,399 0.24 $13,426,729
RCKT Mortgage Trust 2024-CES7 A1A 5.158% 25-OCT-2044, 5.16%, 10/25/44 RCKT 2024-CES7 749414AA6 - - 13,377,142 $13,384,549 $13,384,549 0.24 $13,325,133
FHLMC 30yr Pool#SD5994 4.500% 01-Sep-2050, 4.50%, 09/01/50 FR 3132DTUT5 - - 13,536,925 $13,215,261 $13,215,261 0.24 $13,162,806
Foundation Finance Trust 2025-2|4.94|04/15/2052, 4.94%, 04/15/52 FFIN 2025-2A 35042NAB1 - - 13,050,000 $13,035,550 $13,035,550 0.24 $13,035,550
FNMA 40yr Pool#BF0731 2.500% 01-Jun-2063, 2.50%, 06/01/63 FN 3140FXY55 - - 15,785,633 $12,961,768 $12,961,768 0.23 $12,927,785
PRET 2025-NPL4 A1 6.3677% 25-MAY-2055, 6.37%, 04/25/55 PRET 2025-NPL4 74136UAA3 - - 12,567,875 $12,744,557 $12,744,557 0.23 $12,666,099
FIGRE Trust 2025-HE3 A 5.56% 25-MAY-2055, 5.56%, 05/25/55 FIGRE 2025-HE3 31684LAA9 - - 12,268,815 $12,721,223 $12,721,223 0.23 $12,271,383
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 $12,594,465 $12,594,465 0.23 $12,514,089
Huntington Bank Auto Credit-Linked Notes, Series 2024-1 B1 6.153% 20-MAY-2032, 6.15%, 05/20/32 HACLN 2024-1 44644NAA7 - - 12,326,608 $12,523,097 $12,523,097 0.23 $12,497,815
Homeward Opportunities Fund Trust 2025-RRTL1 A1 5.476% 25-MAR-2040, 5.48%, 03/25/40 HOF 2025-RRTL1 437919AA1 - - 12,500,000 $12,522,412 $12,522,412 0.23 $12,509,102
FNMA 30yr Pool#FS6236 6.500% 01-Nov-2053, 6.50%, 11/01/53 FN 3140XM4W3 - - 11,979,514 $12,510,668 $12,510,668 0.23 $12,443,616
FNMA 30yr Pool#FS7541 4.000% 01-Jun-2052, 4.00%, 06/01/52 FN 3140XPLX5 - - 13,064,773 $12,349,512 $12,349,512 0.22 $12,304,511
FHLMC 30yr Pool#SL0509 4.500% 01-Jan-2055, 4.50%, 01/01/55 FR 31427MR78 - - 12,816,357 $12,316,714 $12,316,714 0.22 $12,267,051
FHLMC 30yr Pool#SD5224 6.000% 01-Mar-2054, 6.00%, 03/01/54 FR 3132DSYV8 - - 11,834,176 $12,154,288 $12,154,288 0.22 $12,093,145
FHLMC 30yr Pool#QG6755 5.500% 01-Jun-2053, 5.50%, 06/01/53 FR 3133C7QG5 - - 11,920,937 $12,136,398 $12,136,398 0.22 $12,079,939
FNMA 30yr Pool#FS7117 6.500% 01-Feb-2054, 6.50%, 02/01/54 FN 3140XN4B7 - - 11,476,271 $11,985,112 $11,985,112 0.22 $11,920,877
FNMA 30yr Pool#BY4134 5.500% 01-Jul-2053, 5.50%, 07/01/53 FN 3140NLSY6 - - 11,736,170 $11,838,552 $11,838,552 0.21 $11,782,968
FNMA 40yr Pool#BF0783 3.500% 01-Dec-2063, 3.50%, 12/01/63 FN 3140FX2R2 - - 13,125,865 $11,747,251 $11,747,251 0.21 $11,707,691
FHLMC 30yr Pool#QH3306 6.000% 01-Oct-2053, 6.00%, 10/01/53 FR 3133CFU72 - - 11,278,268 $11,622,950 $11,622,950 0.21 $11,564,679
FNMA 30yr Pool#FS5818 4.500% 01-Oct-2050, 4.50%, 10/01/50 FN 3140XMPC4 - - 11,831,835 $11,515,755 $11,515,755 0.21 $11,469,907
FNMA 30yr Pool#FS5362 4.500% 01-Dec-2050, 4.50%, 12/01/50 FN 3140XL5Y0 - - 11,695,484 $11,383,046 $11,383,046 0.21 $11,337,726
FNMA 30yr Pool#FS7613 4.500% 01-May-2052, 4.50%, 05/01/52 FN 3140XPN70 - - 11,379,415 $11,109,018 $11,109,018 0.20 $11,064,923
Angel Oak Mortgage Trust 2025-7|5.763|06/25/2070, 5.76%, 06/25/70 AOMT 2025-7 03466TAB3 - - 10,910,000 $10,989,821 $10,989,821 0.20 $10,935,679
FHLMC 30yr Pool#SL0869 4.500% 01-May-2053, 4.50%, 05/01/53 FR 31427M6F3 - - 11,255,679 $10,836,951 $10,836,951 0.20 $10,793,335
FNMA 30yr Pool#BX0421 5.500% 01-Nov-2052, 5.50%, 11/01/52 FN 3140N4PF8 - - 10,689,713 $10,830,304 $10,830,304 0.20 $10,779,676
FHLMC 30yr Pool#RA7104 4.500% 01-Feb-2051, 4.50%, 02/01/51 FR 3133KN3M3 - - 10,984,764 $10,677,878 $10,677,878 0.19 $10,635,312
FNMA 30yr Pool#BW2174 4.500% 01-Jun-2052, 4.50%, 06/01/52 FN 3140MTMY6 - - 11,057,958 $10,641,583 $10,641,583 0.19 $10,598,734
FIGRE Trust 2025-HE4|5.408|07/25/2055, 5.41%, 07/25/55 FIGRE 2025-HE4 31684PAA0 - - 10,545,000 $10,606,644 $10,606,644 0.19 $10,544,864
FIGRE Trust 2025-HE4|5.608|07/25/2055, 5.61%, 07/25/55 FIGRE 2025-HE4 31684PAB8 - - 10,386,005 $10,448,820 $10,448,820 0.19 $10,385,721
FNMA 30yr Pool#FS6662 4.000% 01-Oct-2051, 4.00%, 10/01/51 FN 3140XNML5 - - 11,049,655 $10,444,717 $10,444,717 0.19 $10,406,657
FHLMC 30yr Pool#QH1500 6.000% 01-Sep-2053, 6.00%, 09/01/53 FR 3133CDUZ5 - - 10,057,775 $10,327,703 $10,327,703 0.19 $10,275,737
Saluda Grade Alternative Mortgage Trust 2023-RTL3 A1 7.0% 25-APR-2029, 7.00%, 04/25/29 GRADE 2023-RTL3 79583YAA2 - - 10,275,154 $10,256,869 $10,256,869 0.19 $10,194,933
RCKT Mortgage Trust 2024-CES9 A1B 5.683% 25-DEC-2044, 5.68%, 12/25/44 RCKT 2024-CES9 749426AB8 - - 10,181,449 $10,254,829 $10,254,829 0.19 $10,205,004
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-HQA4 M2 6.65517% 25-DEC-2041, 6.66%, 12/25/41 STACR 2021-HQA4 35564KNS4 - - 10,089,878 $10,244,102 $10,244,102 0.19 $10,231,045
RCKT Mortgage Trust 2024-CES5 A1B 6.047% 25-JUL-2044, 6.05%, 08/25/44 RCKT 74938KAB3 - - 10,129,902 $10,209,537 $10,209,537 0.18 $10,156,789
Connecticut Avenue Securities Trust 2024-R05 2M2 6.00517% 25-JUL-2044, 6.01%, 07/25/44 CAS 2024-R05 20754XAC7 - - 10,060,000 $10,167,628 $10,167,628 0.18 $10,107,075
A&D Mortgage Trust 2025-NQM2 A1 5.79% 25-JUN-2070, 5.79%, 06/25/70 ADMT 2025-NQM2 00250EAC0 - - 10,025,484 $10,119,535 $10,119,535 0.18 $10,069,549
LHOME Mortgage Trust 2024-RTL3 A1 6.9% 25-MAY-2029, 6.90%, 05/25/29 LHOME 2024-RTL3 50205GAA0 - - 9,960,000 $10,083,827 $10,083,827 0.18 $10,070,464
Structured Agency Credit Risk (STACR) Debt Notes, Series 2024-HQA1 M2 6.30517% 25-MAR-2044, 6.31%, 03/25/44 STACR 2024-HQA1 M2 35564NCA9 - - 9,880,000 $9,984,345 $9,984,345 0.18 $9,972,232
Alterna Funding III A 6.26% 15-MAY-2039, 6.26%, 05/16/39 TAX 2024-1A 02157JAA3 - - 9,807,978 $9,924,648 $9,924,648 0.18 $9,895,655
FNMA 30yr Pool#FS2144 3.500% 01-Jun-2052, 3.50%, 06/01/52 FN 3140XHL21 - - 10,756,192 $9,871,102 $9,871,102 0.18 $9,838,684
FHLMC 30yr Pool#QH4373 6.000% 01-Nov-2053, 6.00%, 11/01/53 FR 3133CG2E6 - - 9,470,639 $9,818,713 $9,818,713 0.18 $9,769,781
FNMA 30yr Pool#FA0654 4.500% 01-Dec-2054, 4.50%, 12/01/54 FN 3140W0WQ4 - - 10,077,757 $9,684,878 $9,684,878 0.18 $9,645,827
Brean Asset Backed Securities Trust 2024-RM8 A1 4.5% 25-MAY-2064, 4.50%, 05/25/64 BABS 2024-RM8 10637YAA3 - - 9,889,061 $9,651,383 $9,651,383 0.17 $9,642,730
FHLMC 30yr Pool#RJ1754 4.500% 01-Jun-2054, 4.50%, 06/01/54 FR 3142GR5Q9 - - 9,893,974 $9,508,260 $9,508,260 0.17 $9,469,921
Rithm Capital Corp. 8.0% 01-APR-2029, 8.00%, 04/01/29 RITM 64828TAB8 - - 9,213,000 $9,505,662 $9,505,662 0.17 $9,319,355
FNMA 30yr Pool#DA0026 6.000% 01-Sep-2053, 6.00%, 09/01/53 FN 3140A0A41 - - 9,241,441 $9,489,460 $9,489,460 0.17 $9,441,712
RCKT Mortgage Trust 2025-CES6|5.472|06/25/2055, 5.47%, 06/25/55 RCKT 2025-CES6 748949AA2 - - 9,372,000 $9,469,593 $9,469,593 0.17 $9,425,432
FNMA 30yr Pool#FA1287 4.500% 01-Jul-2053, 4.50%, 07/01/53 FN 3140W1ND1 - - 9,719,985 $9,369,486 $9,369,486 0.17 $9,331,821
LHOME Mortgage Trust 2024-RTL5 A2 5.751% 25-SEP-2039, 5.75%, 09/25/39 LHOME 2024-RTL5 50205WAB3 - - 9,325,000 $9,311,057 $9,311,057 0.17 $9,300,629
FHLMC 30yr Pool#SD7417 5.500% 01-Jan-2055, 5.50%, 01/01/55 FR 3132DVG25 - - 9,091,231 $9,248,656 $9,248,656 0.17 $9,205,599
FIGRE Trust 2025-PF1 A 5.758% 25-JUN-2055, 5.76%, 06/25/55 FIGRE 2025-PF1 316922AA1 - - 8,460,814 $9,080,248 $9,080,248 0.16 $8,453,222
Structured Agency Credit Risk (STACR) Debt Notes, Series 2024-HQA1 M1 5.55517% 25-MAR-2044, 5.56%, 03/25/44 STACR 2024-HQA1 M1 35564NBX0 - - 8,856,879 $8,888,986 $8,888,986 0.16 $8,879,419
RCKT Mortgage Trust 2024-CES1 A1B 6.325% 25-FEB-2044, 6.33%, 02/25/44 RCKT 2024-CES1 749424AB3 - - 8,782,952 $8,878,293 $8,878,293 0.16 $8,830,457
Fannie Mae REMIC Trust 2022-65 FB 5.12197% 25-SEP-2052, 5.11%, 09/25/52 FNR 2022-65 3136BPCQ2 - - 8,948,402 $8,772,373 $8,772,373 0.16 $8,763,490
FNMA 30yr Pool#FA0787 4.500% 01-Jan-2055, 4.50%, 01/01/55 FN 3140W02V6 - - 8,982,045 $8,631,882 $8,631,882 0.16 $8,597,076
ACHM Trust 2024-HE1 A 6.55% 25-MAY-2039, 6.55%, 05/25/39 ACHM 2024-HE1 00449TAA3 - - 8,414,727 $8,526,901 $8,526,901 0.15 $8,516,183
PRPM 2025-RPL4 A1, 3.00%, 05/25/55 PRPM 2025-RPL4 74448NAA2 - - 9,037,486 $8,451,480 $8,451,480 0.15 $8,428,133
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 $8,442,842 $8,442,842 0.15 $8,387,669
FIGRE Trust 2025-HE2 A 5.775% 25-MAR-2055, 5.78%, 03/25/55 FIGRE 2025-HE2 31684KAA1 - - 8,358,954 $8,429,861 $8,429,861 0.15 $8,388,292
FHLMC 30yr Pool#QX0520 5.500% 01-Dec-2054, 5.50%, 12/01/54 FR 31425USJ5 - - 7,884,448 $7,962,558 $7,962,558 0.14 $7,925,216
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 $7,826,331 $7,826,331 0.14 $7,804,189
Mello Mortgage Capital Acceptance 2024-SD1 A1 4.0% 25-APR-2054, 4.00%, 04/25/54 MELLO 58550DAA1 - - 7,936,357 $7,762,127 $7,762,127 0.14 $7,755,955
FHLMC 30yr Pool#SD5223 6.000% 01-Apr-2054, 6.00%, 04/01/54 FR 3132DSYU0 - - 7,550,205 $7,754,436 $7,754,436 0.14 $7,715,427
FNMA 30yr Pool#DB4017 6.000% 01-May-2054, 6.00%, 05/01/54 FN 3140ADPB1 - - 7,545,828 $7,749,941 $7,749,941 0.14 $7,710,954
FNMA 30yr Pool#FS7397 6.000% 01-Mar-2054, 6.00%, 03/01/54 FN 3140XPGF0 - - 7,500,922 $7,703,820 $7,703,820 0.14 $7,665,066
FIGRE Trust 2024-HE3 A 5.937% 25-JUL-2054, 5.94%, 07/25/54 FIGRE 2024-HE3 31684GAA0 - - 7,587,446 $7,665,351 $7,665,351 0.14 $7,656,591
Connecticut Avenue Securities Trust 2025-R01 1M2 5.80517% 25-JAN-2045, 5.81%, 01/25/45 CAS 2025-R01 20755JAC7 - - 7,526,000 $7,533,357 $7,533,357 0.14 $7,524,860
FNMA 30yr Pool#FS8486 4.500% 01-Dec-2052, 4.50%, 12/01/52 FN 3140XQNC7 - - 7,633,480 $7,343,669 $7,343,669 0.13 $7,314,090
Angel Oak Mortgage Trust 2025-6 A2 5.768% 25-APR-2070, 5.77%, 04/25/70 AOMT 2025-6 034937AB8 - - 7,183,400 $7,252,972 $7,252,972 0.13 $7,217,293
Huntington Bank Auto Credit-Linked Notes, Series 2025-1 B 4.957% 20-MAR-2033, 4.96%, 03/21/33 HACLN 2025-1 446438SX2 - - 7,173,924 $7,205,190 $7,205,190 0.13 $7,193,336
FNMA 30yr Pool#DD5556 6.000% 01-Mar-2055, 6.00%, 03/01/55 FN DD5556 MTGE 3140B6E68 - - 6,960,968 $7,149,261 $7,149,261 0.13 $7,113,296
FHLMC 30yr Pool#QG3912 5.500% 01-Jun-2053, 5.50%, 06/01/53 FR 3133C4KZ6 - - 6,899,673 $7,006,595 $7,006,595 0.13 $6,973,917
COLT 2025-6 Mortgage Loan Trust|5.783|08/25/2070, 5.78%, 08/25/70 COLT 2025-6 19689BAB9 - - 6,910,000 $6,966,267 $6,966,267 0.13 $6,931,857
Brean Asset Backed Securities Trust 2024-RM9 A1 5.0% 25-SEP-2064, 5.00%, 09/25/64 BABS 2024-RM9 10638DAA8 - - 7,049,672 $6,953,891 $6,953,891 0.13 $6,947,037
FNMA 30yr Pool#BY0337 6.500% 01-May-2053, 6.50%, 05/01/53 FN 3140NGLT5 - - 6,601,269 $6,883,275 $6,883,275 0.12 $6,846,326
LHOME Mortgage Trust 2024-RTL4 A2 6.092% 25-JUL-2039, 6.09%, 07/25/39 LHOME 2024-RTL4 50205PAB8 - - 6,870,000 $6,879,124 $6,879,124 0.12 $6,870,987
Connecticut Avenue Securities Trust 2025-R04 25-MAY-2045, 5.51%, 05/25/45 CAS 2025-R04 20755TAB7 - - 6,851,092 $6,871,529 $6,871,529 0.12 $6,864,196
FHLMC 30yr Pool#QH7040 6.000% 01-Dec-2053, 6.00%, 12/01/53 FR 3133CKZD3 - - 6,506,050 $6,680,657 $6,680,657 0.12 $6,647,042
Connecticut Avenue Securities Trust 2025-R01 1M1 5.40517% 25-JAN-2045, 5.41%, 01/25/45 CAS 2025-R01 20755JAB9 - - 6,629,662 $6,671,495 $6,671,495 0.12 $6,634,101
FNMA 30yr Pool#DA1456 5.500% 01-Sep-2053, 5.50%, 09/01/53 FN 3140A1TN7 - - 6,612,469 $6,669,612 $6,669,612 0.12 $6,638,294
PRET 2025-RPL2 Trust A1 4.0% 25-FEB-2065, 4.00%, 08/25/64 PRET 2025-RPL2 69392LAA2 - - 6,846,478 $6,627,459 $6,627,459 0.12 $6,603,876
U.S. Bank Auto Credit Linked Notes, Series 2023-1 B 6.789% 25-AUG-2032, 6.79%, 08/25/32 USCLN 2023-1 90357PAV6 - - 6,532,020 $6,608,466 $6,608,466 0.12 $6,599,844
FNMA 30yr Pool#FM4129 4.000% 01-Sep-2050, 4.00%, 09/01/50 FN 3140X7ST7 - - 6,969,625 $6,588,057 $6,588,057 0.12 $6,564,050
RCKT Mortgage Trust 2024-CES8 A1A 5.48955% 25-OCT-2044, 5.49%, 11/25/44 RCKT 2024-CES8 749421AA1 - - 6,545,958 $6,576,932 $6,576,932 0.12 $6,545,988
FNMA 30yr Pool#DA1468 6.000% 01-Sep-2053, 6.00%, 09/01/53 FN 3140A1T23 - - 6,323,452 $6,516,707 $6,516,707 0.12 $6,484,036
LHOME Mortgage Trust 2024-RTL1 A1 7.017% 25-JAN-2029, 7.02%, 01/25/29 LHOME 2024-RTL1 50205DAA7 - - 6,341,000 $6,390,175 $6,390,175 0.12 $6,381,523
FNMA 30yr Pool#DC7015 5.500% 01-Dec-2054, 5.50%, 12/01/54 FN 3140AUYM9 - - 6,261,856 $6,323,891 $6,323,891 0.11 $6,294,234
PRPM 2025-RPL3 A1 3.25% 25-APR-2055, 3.25%, 04/25/55 PRPM 2025-RPL3 69392NAA8 - - 6,618,391 $6,322,638 $6,322,638 0.11 $6,304,115
FHLMC 30yr Pool#SD3018 5.500% 01-May-2053, 5.50%, 05/01/53 FR 3132DQK70 - - 6,181,893 $6,244,824 $6,244,824 0.11 $6,215,545
FHLMC 30yr Pool#SD3813 6.000% 01-Jul-2053, 6.00%, 07/01/53 FR 3132E0GW6 - - 5,996,496 $6,174,195 $6,174,195 0.11 $6,143,213
FNMA 30yr Pool#FM7479 4.500% 01-Jan-2050, 4.50%, 01/01/50 FN 3140XBJZ4 - - 6,319,310 $6,169,151 $6,169,151 0.11 $6,144,663
FHLMC 30yr Pool#QH2242 5.500% 01-Sep-2053, 5.50%, 09/01/53 FR 3133CEP30 - - 5,869,040 $5,919,759 $5,919,759 0.11 $5,891,962
FNMA 30yr Pool#FS1578 4.000% 01-Oct-2050, 4.00%, 10/01/50 FN 3140XGXG9 - - 6,229,973 $5,898,808 $5,898,808 0.11 $5,877,349
FHLMC 30yr Pool#QH4638 6.000% 01-Nov-2053, 6.00%, 11/01/53 FR 3133CHEK7 - - 5,623,345 $5,830,020 $5,830,020 0.11 $5,800,966
FNMA 30yr Pool#FS0088 4.000% 01-Mar-2050, 4.00%, 03/01/50 FN 3140XFC25 - - 6,132,089 $5,820,557 $5,820,557 0.11 $5,799,435
FHLMC 30yr Pool#SD2606 4.500% 01-Sep-2051, 4.50%, 09/01/51 FR 3132DP3P1 - - 5,962,144 $5,795,577 $5,795,577 0.10 $5,772,473
FHLMC 30yr Pool#QH4473 6.000% 01-Nov-2053, 6.00%, 11/01/53 FR 3133CG6J1 - - 5,500,206 $5,702,355 $5,702,355 0.10 $5,673,938
FHLMC 30yr Pool#QJ9072 6.000% 01-Nov-2054, 6.00%, 11/01/54 FR 3133D1CH0 - - 5,486,176 $5,634,576 $5,634,576 0.10 $5,606,231
RCKT Mortgage Trust 2025-CES1 A1A 5.653% 25-JAN-2045, 5.65%, 01/25/45 RCKT 2025-CES1 A1 749427AA8 - - 5,568,538 $5,616,493 $5,616,493 0.10 $5,589,386
Ginnie Mae REMIC Trust 2023-116 LF 5.62827% 20-AUG-2053, 5.60%, 08/20/53 GNR 2023-116 38384EFT7 - - 5,433,493 $5,461,626 $5,461,626 0.10 $5,451,480
BX Trust 2021-SDMF A 5.015% 15-SEP-2034, 5.02%, 09/15/34 BX 2021-SDMF 12434CAA2 - - 5,435,823 $5,433,769 $5,433,769 0.10 $5,420,895
LHOME Mortgage Trust 2024-RTL2 A1 7.128% 25-MAR-2029, 7.13%, 03/25/29 LHOME 50205JAA4 - - 5,293,684 $5,351,827 $5,351,827 0.10 $5,344,490
FNMA 30yr Pool#CA0706 4.000% 01-Nov-2047, 4.00%, 11/01/47 FN 3140Q7YC5 - - 5,608,286 $5,320,498 $5,320,498 0.10 $5,301,181
RCKT Mortgage Trust 2023-CES1 A1A 6.515% 25-JUN-2043, 6.51%, 06/25/43 RCKT 74935WAA2 - - 5,088,973 $5,135,167 $5,135,167 0.09 $5,106,617
RCKT Mortgage Trust 2024-CES6 A1B 5.546% 25-SEP-2044, 5.55%, 09/25/44 RCKT 2024-CES6 749410AB2 - - 5,115,541 $5,134,267 $5,134,267 0.09 $5,109,836
FNMA 30yr Pool#BX5986 5.500% 01-Mar-2053, 5.50%, 03/01/53 FN 3140NAUL5 - - 4,989,928 $5,081,359 $5,081,359 0.09 $5,057,727
FNMA 30yr Pool#DA5019 6.500% 01-Nov-2053, 6.50%, 11/01/53 FN 3140A5SH2 - - 4,857,295 $5,073,802 $5,073,802 0.09 $5,046,614
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 $5,073,317 $5,073,317 0.09 $5,058,257
FNMA 30yr Pool#DA5072 6.500% 01-Nov-2053, 6.50%, 11/01/53 FN 3140A5T65 - - 4,821,988 $5,036,920 $5,036,920 0.09 $5,009,930
FHLMC 30yr Pool#QX6719 6.000% 01-Feb-2055, 6.00%, 02/01/55 FR 31426CPD0 - - 4,882,621 $5,014,695 $5,014,695 0.09 $4,989,468
FNMA 30yr Pool#DD3307 6.000% 01-Feb-2055, 6.00%, 02/01/55 FN DD3307 MTGE 3140B3U91 - - 4,798,766 $4,928,572 $4,928,572 0.09 $4,903,778
FHLMC 30yr Pool#QF9863 5.500% 01-Mar-2053, 5.50%, 03/01/53 FR 3133BX5Y3 - - 4,840,710 $4,916,376 $4,916,376 0.09 $4,893,450
FIGRE Trust 2025-HE3 B 5.71% 25-MAY-2055, 5.71%, 05/25/55 FIGRE 2025-HE3 31684LAB7 - - 4,868,578 $4,893,281 $4,893,281 0.09 $4,869,343
Connecticut Avenue Securities Trust 2024-R02 1M1 5.40517% 25-FEB-2044, 5.41%, 02/25/44 CAS 2024-R02 20754GAA8 - - 4,873,310 $4,876,750 $4,876,750 0.09 $4,871,628
ABL 2024-RTL1 A2 7.457% 25-SEP-2029, 7.46%, 09/25/29 ABL 2024-RTL1 00092EAB4 - - 4,840,000 $4,825,481 $4,825,481 0.09 $4,818,463
FHLMC 30yr Pool#QH2259 6.000% 01-Sep-2053, 6.00%, 09/01/53 FR 3133CEQL9 - - 4,643,892 $4,768,523 $4,768,523 0.09 $4,744,529
FNMA 30yr Pool#FS3246 5.500% 01-Nov-2052, 5.50%, 11/01/52 FN 3140XJTC7 - - 4,634,338 $4,730,611 $4,730,611 0.09 $4,708,662
FHLMC 30yr Pool#RA1100 4.000% 01-Jul-2049, 4.00%, 07/01/49 FR 3133KGGH5 - - 4,982,179 $4,709,418 $4,709,418 0.09 $4,692,258
FHLMC 30yr Pool#QI8221 6.000% 01-Jun-2054, 6.00%, 06/01/54 FR 3133WFD20 - - 4,578,795 $4,702,651 $4,702,651 0.09 $4,678,993
FIGRE Trust 2025-HE3 C 5.91% 25-MAY-2055, 5.91%, 05/25/55 FIGRE 2025-HE3 31684LAC5 - - 4,576,463 $4,600,166 $4,600,166 0.08 $4,576,876
FHLMC 30yr Pool#QH5204 6.500% 01-Nov-2053, 6.50%, 11/01/53 FR 3133CHX91 - - 4,379,481 $4,598,238 $4,598,238 0.08 $4,573,725
FNMA 30yr Pool#BX9326 5.500% 01-Mar-2053, 5.50%, 03/01/53 FN 3140NELG8 - - 4,485,340 $4,555,451 $4,555,451 0.08 $4,534,208
FNMA 30yr Pool#BX0419 5.500% 01-Nov-2052, 5.50%, 11/01/52 FN 3140N4PD3 - - 4,316,298 $4,367,858 $4,367,858 0.08 $4,347,416
RCKT Mortgage Trust 2025-CES2 A1B 5.603% 25-FEB-2055, 5.60%, 02/25/55 RCKT 2025-CES2 74942BAB7 - - 4,300,740 $4,326,740 $4,326,740 0.08 $4,305,989
FNMA 30yr Pool#CB2907 3.500% 01-Feb-2052, 3.50%, 02/01/52 FN 3140QNGR7 - - 4,710,212 $4,324,094 $4,324,094 0.08 $4,309,898
FHLMC 30yr Pool#QH0826 5.500% 01-Sep-2053, 5.50%, 09/01/53 FR 3133CC4K9 - - 4,227,493 $4,303,200 $4,303,200 0.08 $4,283,178
FHLMC 30yr Pool#QF7280 5.500% 01-Jan-2053, 5.50%, 01/01/53 FR 3133BVCR4 - - 4,187,571 $4,276,497 $4,276,497 0.08 $4,256,664
FNMA 30yr Pool#BX9422 5.500% 01-Mar-2053, 5.50%, 03/01/53 FN 3140NEPG4 - - 4,193,151 $4,230,074 $4,230,074 0.08 $4,210,215
SREIT Commercial Mortgage Trust 2021-MFP B 5.5058% 15-NOV-2038, 5.51%, 11/15/38 SREIT 2021-MFP 78472UAC2 - - 4,194,208 $4,202,500 $4,202,500 0.08 $4,191,594
FNMA 30yr Pool#BX6124 6.500% 01-Jan-2053, 6.50%, 01/01/53 FN 3140NAYW7 - - 3,974,270 $4,178,383 $4,178,383 0.08 $4,156,138
FNMA 30yr Pool#BW6314 5.500% 01-Aug-2052, 5.50%, 08/01/52 FN 3140MYAQ5 - - 4,104,782 $4,160,382 $4,160,382 0.08 $4,140,941
Fannie Mae REMIC Trust 2020-98 AI 3.5% 25-JAN-2061, 3.50%, 01/25/61 FNR 2020-98 3136BDLE6 - - 19,229,256 $4,146,260 $4,146,260 0.08 $4,088,305
Connecticut Avenue Securities Trust 2024-R06 1M2 5.90517% 25-SEP-2044, 5.91%, 09/25/44 CAS 2024-R06 20755RAC9 - - 4,125,699 $4,142,664 $4,142,664 0.07 $4,137,926
FHLMC 30yr Pool#QX5273 6.000% 01-Feb-2055, 6.00%, 02/01/55 FR 31426A2F4 - - 4,019,794 $4,128,528 $4,128,528 0.07 $4,107,759
Bayview Opportunity Master Fund VII Trust 2024-CAR1 B 5.62197% 25-DEC-2031, 5.61%, 12/26/31 BVCLN 2024-CAR1 07336QAB8 - - 4,054,823 $4,091,228 $4,091,228 0.07 $4,067,504
FNMA 30yr Pool#DA3549 6.500% 01-Oct-2053, 6.50%, 10/01/53 FN 3140A35K5 - - 3,893,381 $4,087,858 $4,087,858 0.07 $4,066,065
EFMT 2025-CES1 A1B 5.877% 25-JAN-2060, 5.88%, 01/25/60 EFMT 2025-CES1 26846VAB0 - - 3,970,602 $4,010,965 $4,010,965 0.07 $3,990,871
FNMA 30yr Pool#FS2135 4.000% 01-Nov-2049, 4.00%, 11/01/49 FN 3140XHLR6 - - 4,227,566 $4,003,707 $4,003,707 0.07 $3,989,146
FNMA 30yr Pool#FS2713 4.500% 01-Oct-2050, 4.50%, 10/01/50 FN 3140XJAP8 - - 3,903,685 $3,810,926 $3,810,926 0.07 $3,795,799
FNMA 30yr Pool#BY0335 6.000% 01-May-2053, 6.00%, 05/01/53 FN 3140NGLR9 - - 3,701,768 $3,789,102 $3,789,102 0.07 $3,769,976
FHLMC 30yr Pool#QH7549 6.000% 01-Dec-2053, 6.00%, 12/01/53 FR 3133CLL61 - - 3,527,604 $3,622,276 $3,622,276 0.07 $3,604,050
FNMA 30yr Pool#FM7031 4.000% 01-Jan-2051, 4.00%, 01/01/51 FN 3140XAY55 - - 3,824,961 $3,615,555 $3,615,555 0.07 $3,602,380
FHLMC 30yr Pool#QH1144 5.500% 01-Sep-2053, 5.50%, 09/01/53 FR 3133CDHV9 - - 3,531,183 $3,594,127 $3,594,127 0.07 $3,577,403
FHLMC 30yr Pool#SD1416 4.500% 01-Dec-2048, 4.50%, 12/01/48 FR 3132DNSD6 - - 3,603,751 $3,518,119 $3,518,119 0.06 $3,504,154
FNMA 30yr Pool#FM1540 4.000% 01-Sep-2049, 4.00%, 09/01/49 FN 3140X4WA0 - - 3,703,713 $3,500,945 $3,500,945 0.06 $3,488,188
FINANCE OF AMERICA STRUCTURE 3.5% 74, 3.50%, 02/25/74 FASST 2024-S1 31740RAB6 - - 3,610,080 $3,498,177 $3,498,177 0.06 $3,495,720
FHLMC 30yr Pool#QH6041 5.500% 01-Dec-2053, 5.50%, 12/01/53 FR 3133CJWA5 - - 3,445,211 $3,496,978 $3,496,978 0.06 $3,480,661
RAM 2024-1 A 5.95% 15-FEB-2039, 6.67%, 02/15/39 RAM 2024-1 751313AA5 - - 3,459,042 $3,479,087 $3,479,087 0.06 $3,468,193
FHLMC 30yr Pool#QF7810 5.500% 01-Jan-2053, 5.50%, 01/01/53 FR 3133BVVB8 - - 3,390,554 $3,461,220 $3,461,220 0.06 $3,445,162
FNMA 30yr Pool#DA0036 6.500% 01-Sep-2053, 6.50%, 09/01/53 FN 3140A0BE8 - - 3,243,962 $3,388,556 $3,388,556 0.06 $3,370,399
FNMA 30yr Pool#BX8700 5.500% 01-Mar-2053, 5.50%, 03/01/53 FN 3140NDU21 - - 3,316,390 $3,373,487 $3,373,487 0.06 $3,357,781
BX Trust 2021-BXMF C 5.61727% 15-OCT-2038, 5.62%, 10/15/26 BX 2021-BXMF 05609RAJ3 - - 3,337,147 $3,339,854 $3,339,854 0.06 $3,331,001
FNMA 30yr Pool#MA4026 4.000% 01-May-2050, 4.00%, 05/01/50 FN 31418DPL0 - - 3,518,547 $3,317,956 $3,317,956 0.06 $3,305,837
Ally Bank Auto Credit-Linked Notes, Series 2024-A C 6.022% 15-MAY-2032, 6.02%, 05/17/32 ABCLN 2024-A 02007GZ63 - - 3,232,531 $3,280,865 $3,280,865 0.06 $3,271,673
FNMA 30yr Pool#MA4056 4.000% 01-Jun-2050, 4.00%, 06/01/50 FN 31418DQJ4 - - 3,413,388 $3,214,961 $3,214,961 0.06 $3,203,203
Connecticut Avenue Securities Trust 2024-R02 1M2 6.10517% 25-FEB-2044, 6.11%, 02/25/44 CAS 2024-R02 20754GAE0 - - 3,168,862 $3,198,640 $3,198,640 0.06 $3,194,878
Connecticut Avenue Securities Trust 2024-R01 1M2 6.10517% 25-JAN-2044, 6.11%, 01/25/44 CAS 2024-R01 20753UAB6 - - 3,140,000 $3,174,559 $3,174,559 0.06 $3,170,832
FHLMC 30yr Pool#SD1111 4.000% 01-Jun-2050, 4.00%, 06/01/50 FR 3132DNGU1 - - 3,337,021 $3,171,415 $3,171,415 0.06 $3,159,921
FHLMC 30yr Pool#QE6404 5.500% 01-Jul-2052, 5.50%, 07/01/52 FR 3133BGDH8 - - 3,122,777 $3,165,894 $3,165,894 0.06 $3,151,104
FNMA 30yr Pool#BV5379 3.000% 01-Apr-2052, 3.00%, 04/01/52 FN 3140MJ6R1 - - 3,570,500 $3,148,120 $3,148,120 0.06 $3,138,896
FIGRE Trust 2024-HE4 B 5.252% 25-SEP-2054, 5.25%, 09/25/54 FIGRE 2024-HE4 31684UAB7 - - 3,139,253 $3,118,496 $3,118,496 0.06 $3,115,290
Reach ABS Trust 2024-2 A 5.88% 15-JUL-2031, 5.88%, 07/15/31 REACH 2024-2A 75525HAA8 - - 3,006,451 $3,042,771 $3,042,771 0.06 $3,018,116
FHLMC 30yr Pool#QG2539 6.500% 01-May-2053, 6.50%, 05/01/53 FR 3133C2ZC5 - - 2,903,924 $3,027,980 $3,027,980 0.05 $3,011,726
Gracie Point International Funding, Series 2024-1 B 6.44828% 01-MAR-2028, 6.52%, 03/01/28 GPIF 2024-1A 38410KAB5 - - 3,007,000 $3,019,208 $3,019,208 0.05 $3,002,865
FNMA 30yr Pool#MA3496 4.500% 01-Oct-2048, 4.50%, 10/01/48 FN 31418C3E2 - - 3,081,843 $3,008,612 $3,008,612 0.05 $2,996,670
Chase Mortgage Reference Notes, Series 2021-CL1 M1 5.50517% 25-FEB-2050, 5.51%, 02/25/50 CHASE 2021-CL1 46591HBX7 - - 3,046,188 $2,994,369 $2,994,369 0.05 $2,991,098
Fannie Mae Pool|4|03/01/2050, 4.00%, 03/01/50 FN 3140X8S24 - - 3,154,909 $2,987,850 $2,987,850 0.05 $2,976,983
Connecticut Avenue Securities, Series 2021-R01 1M2 5.85517% 25-OCT-2041, 5.86%, 10/25/41 CAS 2021-R01 20754RAB2 - - 2,937,406 $2,948,054 $2,948,054 0.05 $2,944,710
FHLMC 30yr Pool#SD2897 5.500% 01-May-2053, 5.50%, 05/01/53 FR 3132DQGE0 - - 2,883,651 $2,913,069 $2,913,069 0.05 $2,899,412
FNMA 30yr Pool#BV5393 3.500% 01-Apr-2052, 3.50%, 04/01/52 FN 3140MJ7F6 - - 3,168,182 $2,905,802 $2,905,802 0.05 $2,896,253
FHF Trust 2024-1 (First Help Financial) A2 5.69% 15-FEB-2030, 5.69%, 02/15/30 FHF 2024-1A 31568AAB2 - - 2,864,067 $2,891,180 $2,891,180 0.05 $2,883,485
FIGRE Trust 2024-HE3 C 6.229% 25-JUL-2054, 6.23%, 07/25/54 FIGRE 2024-HE3 31684GAC6 - - 2,813,032 $2,841,855 $2,841,855 0.05 $2,838,448
FHLMC 30yr Pool#QE8542 5.500% 01-Aug-2052, 5.50%, 08/01/52 FR 3133BJP30 - - 2,797,931 $2,836,196 $2,836,196 0.05 $2,822,945
Santander Bank Auto Credit-Linked Notes, Series 2024-A B 5.622% 15-JUN-2032, 5.62%, 06/15/32 SBCLN 2024-A 80290CCJ1 - - 2,753,546 $2,780,888 $2,780,888 0.05 $2,773,578
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 $2,778,746 $2,778,746 0.05 $2,774,949
BX Trust 2021-BXMF G 7.775513% 15-OCT-2038, 7.78%, 10/15/26 BX 2021-BXMF 05609RAS3 - - 2,807,890 $2,732,199 $2,732,199 0.05 $2,721,889
Saluda Grade Alternative Mortgage Trust 2024-FIG5 B 6.603% 25-APR-2054, 6.60%, 04/25/54 GRADE 2024-FIG5 79582MAB7 - - 2,641,444 $2,713,046 $2,713,046 0.05 $2,647,250
FHLMC 30yr Pool#Q57869 4.000% 01-Aug-2048, 4.00%, 08/01/48 FG 3132Y1W79 - - 2,831,911 $2,685,469 $2,685,469 0.05 $2,675,715
FNMA 30yr Pool#DA1511 5.500% 01-Oct-2053, 5.50%, 10/01/53 FN 3140A1VD6 - - 2,658,236 $2,681,135 $2,681,135 0.05 $2,668,545
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2024-DNA1 M2 6.25517% 25-FEB-2044, 6.26%, 02/25/44 STACR 2024-DNA1 35564NBA0 - - 2,617,368 $2,657,331 $2,657,331 0.05 $2,654,148
FNMA 30yr Pool#DA3538 6.000% 01-Oct-2053, 6.00%, 10/01/53 FN 3140A34Y6 - - 2,581,931 $2,651,224 $2,651,224 0.05 $2,637,885
FHLMC 30yr Pool#QF9276 5.500% 01-Mar-2053, 5.50%, 03/01/53 FR 3133BXJV4 - - 2,588,501 $2,636,146 $2,636,146 0.05 $2,623,886
Ginnie Mae REMIC Trust 2017-163 LO 0.0% 16-MAY-2041, 0.00%, 05/16/41 GNR 2017-163 38380KNA9 - - 3,436,697 $2,601,798 $2,601,798 0.05 $2,601,798
FHLMC 30yr Pool#QI4878 6.000% 01-Apr-2054, 6.00%, 04/01/54 FR 3133WBM37 - - 2,517,252 $2,585,343 $2,585,343 0.05 $2,572,337
FHLMC 30yr Pool#QF0488 5.500% 01-Sep-2052, 5.50%, 09/01/52 FR 3133BMRH0 - - 2,505,587 $2,539,525 $2,539,525 0.05 $2,527,658
PRPM 2024-RCF2 A1 3.75% 25-MAR-2054, 3.75%, 03/25/54 PRPM 2024-RCF2 693987AA7 - - 2,553,241 $2,482,668 $2,482,668 0.04 $2,480,807
FHLMC 30yr Pool#SD3523 3.000% 01-Jun-2052, 3.00%, 06/01/52 FR 3132DQ4G8 - - 2,835,247 $2,481,009 $2,481,009 0.04 $2,473,685
FNMA 30yr Pool#DD4221 6.000% 01-Feb-2055, 6.00%, 02/01/55 FN DD4221 MTGE 3140B4VP2 - - 2,412,771 $2,478,036 $2,478,036 0.04 $2,465,570
FNMA 30yr Pool#BY8533 6.500% 01-Aug-2053, 6.50%, 08/01/53 FN 3140NRPT7 - - 2,324,227 $2,427,825 $2,427,825 0.04 $2,414,816
FNMA 30yr Pool#BY5913 5.500% 01-Sep-2053, 5.50%, 09/01/53 FN 3140NNSB2 - - 2,344,659 $2,384,698 $2,384,698 0.04 $2,373,593
PRPM 2025-RCF3 LLC|5.25|07/25/2055, 5.25%, 07/25/55 PRPM 2025-RCF3 69392PAB1 - - 2,380,125 $2,346,745 $2,346,745 0.04 $2,335,985
Santander Bank Auto Credit-Linked Notes, Series 2023-B B 5.64% 15-DEC-2033, 5.64%, 12/15/33 SBCLN 2023-B 80290CCB8 - - 2,308,517 $2,331,838 $2,331,838 0.04 $2,314,298
ACHV ABS Trust 2024-1PL B 6.34% 25-APR-2031, 6.34%, 04/25/31 ACHV 2024-1PL 00092BAB0 - - 2,261,945 $2,284,590 $2,284,590 0.04 $2,281,801
FIGRE Trust 2024-HE1 B 6.506% 25-MAR-2054, 6.51%, 03/25/54 FIGRE 2024-HE1 31684HAB6 - - 2,207,569 $2,243,115 $2,243,115 0.04 $2,240,322
FHLMC 30yr Pool#QX7432 6.000% 01-Feb-2055, 6.00%, 02/01/55 FR 31426DHJ4 - - 2,133,736 $2,191,453 $2,191,453 0.04 $2,180,428
Chase Mortgage Reference Notes, Series 2020-CL1 M2 6.93648% 25-OCT-2057, 6.93%, 10/25/57 CHASE 2020-CL1 46591HAH3 - - 2,065,456 $2,132,610 $2,132,610 0.04 $2,129,826
FNMA 30yr Pool#FS3001 4.000% 01-Oct-2051, 4.00%, 10/01/51 FN 3140XJKP7 - - 2,253,396 $2,130,029 $2,130,029 0.04 $2,122,267
FHLMC 30yr Pool#QG2543 5.500% 01-May-2053, 5.50%, 05/01/53 FR 3133C2ZG6 - - 2,089,296 $2,121,673 $2,121,673 0.04 $2,111,778
Arivo Acceptance Auto Loan Receivables Trust 2024-1 A 6.46% 15-APR-2028, 6.46%, 04/17/28 ARIVO 2024-1A 039943AA3 - - 2,102,345 $2,121,319 $2,121,319 0.04 $2,114,905
FNMA 30yr Pool#FS1640 4.000% 01-Apr-2052, 4.00%, 04/01/52 FN 3140XGZE2 - - 2,238,378 $2,109,532 $2,109,532 0.04 $2,101,822
Foundation Finance Trust 2023-2 A 6.53% 15-JUN-2049, 6.53%, 06/15/49 FFIN 2023-2A 35042RAA4 - - 2,028,264 $2,103,900 $2,103,900 0.04 $2,097,645
FNMA 30yr Pool#BP1500 3.000% 01-May-2050, 3.00%, 05/01/50 FN 3140K8U25 - - 2,322,956 $2,064,171 $2,064,171 0.04 $2,058,170
FNMA 30yr Pool#CA7849 4.500% 01-Oct-2050, 4.50%, 10/01/50 FN 3140QFWK1 - - 2,117,513 $2,060,945 $2,060,945 0.04 $2,052,739
FNMA 30yr Pool#BY0338 6.500% 01-May-2053, 6.50%, 05/01/53 FN 3140NGLU2 - - 1,923,050 $2,008,165 $2,008,165 0.04 $1,997,401
Bayview Opportunity Master Fund VII Trust 2024-CAR1 C 5.82197% 25-DEC-2031, 5.81%, 12/26/31 BVCLN 2024-CAR1 07336QAC6 - - 1,973,347 $1,994,199 $1,994,199 0.04 $1,981,572
Blue Bridge Funding 2023-1 A 7.37% 15-NOV-2030, 7.37%, 11/15/30 BBEF 2023-1A 09531MAA8 - - 1,959,173 $1,983,974 $1,983,974 0.04 $1,977,156
FHLMC 30yr Pool#QH7013 6.500% 01-Dec-2053, 6.50%, 12/01/53 FR 3133CKYJ1 - - 1,898,975 $1,983,619 $1,983,619 0.04 $1,972,990
FHLMC 30yr Pool#SI2017 4.000% 01-Dec-2048, 4.00%, 12/01/48 FR 3133USG21 - - 2,086,422 $1,975,942 $1,975,942 0.04 $1,968,755
Chase Mortgage Reference Notes, Series 2021-CL1 M3 5.85517% 25-FEB-2050, 5.86%, 02/25/50 CHASE 2021-CL1 46591HBZ2 - - 1,986,622 $1,948,416 $1,948,416 0.04 $1,936,363
U.S. Auto Funding 2021-1 C 2.2% 15-MAY-2026, 2.20%, 05/15/26 USAUT 2021-1A 90355EAC5 - - 2,245,255 $1,930,345 $1,930,345 0.03 $1,928,013
FHLMC 30yr Pool#QG2540 6.500% 01-May-2053, 6.50%, 05/01/53 FR 3133C2ZD3 - - 1,835,838 $1,917,093 $1,917,093 0.03 $1,906,817
FNMA 30yr Pool#BW0972 4.500% 01-Jul-2052, 4.50%, 07/01/52 FN 3140MSCJ2 - - 1,987,191 $1,916,152 $1,916,152 0.03 $1,908,451
FNMA 30yr Pool#BX8072 5.500% 01-Mar-2053, 5.50%, 03/01/53 FN 3140NC6J3 - - 1,883,617 $1,913,060 $1,913,060 0.03 $1,904,139
Ally Bank Auto Credit-Linked Notes, Series 2024-A D 6.315% 15-MAY-2032, 6.31%, 05/17/32 ABCLN 2024-A 02007GZ71 - - 1,847,161 $1,876,493 $1,876,493 0.03 $1,870,985
FHLMC 30yr Pool#SD1551 4.000% 01-Mar-2050, 4.00%, 03/01/50 FR 3132DNWL3 - - 1,952,055 $1,848,690 $1,848,690 0.03 $1,841,966
NRZ MSR-Collateralized Notes, Series 2021-FHT1 A 3.104% 25-JUL-2026, 3.10%, 07/25/26 NZES 2021-FHT1 62955MAB2 - - 1,864,332 $1,809,422 $1,809,422 0.03 $1,808,297
FNMA 30yr Pool#BY0361 6.500% 01-Jun-2053, 6.50%, 06/01/53 FN 3140NGMK3 - - 1,734,759 $1,806,968 $1,806,968 0.03 $1,797,258
FNMA 30yr Pool#MA3521 4.000% 01-Nov-2048, 4.00%, 11/01/48 FN 31418C4F8 - - 1,885,901 $1,786,038 $1,786,038 0.03 $1,779,542
FHLMC 30yr Pool#QH3309 5.500% 01-Oct-2053, 5.50%, 10/01/53 FR 3133CFVA4 - - 1,768,933 $1,784,220 $1,784,220 0.03 $1,775,842
Chase Mortgage Reference Notes, Series 2021-CL1 M2 5.65517% 25-FEB-2050, 5.66%, 02/25/50 CHASE 2021-CL1 46591HBY5 - - 1,789,635 $1,743,271 $1,743,271 0.03 $1,741,303
Fannie Mae Pool|4|08/01/2050, 4.00%, 08/01/50 FN 3140X8UA3 - - 1,846,565 $1,739,220 $1,739,220 0.03 $1,732,860
FHLMC 30yr Pool#SD0943 3.500% 01-Apr-2052, 3.50%, 04/01/52 FR 3132DNBL6 - - 1,890,086 $1,735,147 $1,735,147 0.03 $1,729,451
Tricolor Auto Securitization Trust 2024-2 A 6.36% 15-DEC-2027, 6.36%, 12/15/27 TAST 2024-2A 89616PAA1 - - 1,692,877 $1,713,650 $1,713,650 0.03 $1,697,667
FHLMC 30yr Pool#QA2039 3.000% 01-Aug-2049, 3.00%, 08/01/49 FR 31334YHQ3 - - 1,901,387 $1,692,385 $1,692,385 0.03 $1,687,473
FNMA 30yr Pool#CB2681 3.500% 01-Jan-2052, 3.50%, 01/01/52 FN 3140QM6T6 - - 1,808,830 $1,660,693 $1,660,693 0.03 $1,655,242
FHLMC 30yr Pool#SD4456 4.000% 01-Aug-2050, 4.00%, 08/01/50 FR 3132E05R9 - - 1,754,339 $1,658,294 $1,658,294 0.03 $1,652,251
PRPM 2025-RCF3 LLC|5.25|07/25/2055, 5.25%, 07/25/55 PRPM 2025-RCF3 69392PAC9 - - 1,700,000 $1,647,186 $1,647,186 0.03 $1,639,500
FHLMC 30yr Pool#QG4340 6.500% 01-Jun-2053, 6.50%, 06/01/53 FR 3133C4ZD9 - - 1,553,360 $1,619,720 $1,619,720 0.03 $1,611,025
FHLMC 30yr Pool#Q58477 4.000% 01-Sep-2048, 4.00%, 09/01/48 FG 3132Y2M37 - - 1,678,299 $1,591,513 $1,591,513 0.03 $1,585,732
FNMA 30yr Pool#BY0327 6.500% 01-May-2053, 6.50%, 05/01/53 FN 3140NGLH1 - - 1,524,634 $1,584,045 $1,584,045 0.03 $1,575,511
FNMA 30yr Pool#CA5573 4.000% 01-Apr-2050, 4.00%, 04/01/50 FN 3140QDFP4 - - 1,624,101 $1,529,689 $1,529,689 0.03 $1,524,095
FNMA 30yr Pool#MA3415 4.000% 01-Jul-2048, 4.00%, 07/01/48 FN 31418CYM0 - - 1,602,685 $1,517,819 $1,517,819 0.03 $1,512,299
FNMA 30yr Pool#DB3056 5.500% 01-May-2054, 5.50%, 05/01/54 FN 3140ACME0 - - 1,480,684 $1,499,772 $1,499,772 0.03 $1,492,759
FNMA 30yr Pool#CA1931 4.500% 01-Jun-2048, 4.50%, 06/01/48 FN 3140Q9ED1 - - 1,483,170 $1,447,927 $1,447,927 0.03 $1,442,180
FNMA 30yr Pool#BT8051 5.500% 01-Jan-2053, 5.50%, 01/01/53 FN 3140LW5M5 - - 1,399,411 $1,428,853 $1,428,853 0.03 $1,422,225
FNMA 30yr Pool#BY1896 5.500% 01-May-2053, 5.50%, 05/01/53 FN 3140NJDA9 - - 1,372,735 $1,394,008 $1,394,008 0.03 $1,387,507
FHLMC 30yr Pool#QG3885 6.500% 01-Jun-2053, 6.50%, 06/01/53 FR 3133C4J62 - - 1,325,914 $1,382,557 $1,382,557 0.03 $1,375,136
Reach ABS Trust 2024-1 A 6.3% 15-FEB-2031, 6.30%, 02/18/31 REACH 2024-1A 75526PAA9 - - 1,364,234 $1,373,163 $1,373,163 0.02 $1,369,104
FNMA 30yr Pool#BX7860 5.500% 01-Mar-2053, 5.50%, 03/01/53 FN 3140NCWW5 - - 1,311,019 $1,331,600 $1,331,600 0.02 $1,325,391
Towd Point Mortgage Trust 2024-CES1 A1B 6.049% 25-JAN-2064, 6.05%, 01/25/64 TPMT 2024-CES1 89183CAB1 - - 1,319,437 $1,328,623 $1,328,623 0.02 $1,321,750
FNMA 30yr Pool#AS6811 3.000% 01-Mar-2046, 3.00%, 03/01/46 FN 3138WGR97 - - 1,417,991 $1,262,262 $1,262,262 0.02 $1,258,599
FNMA 30yr Pool#MA3149 4.000% 01-Oct-2047, 4.00%, 10/01/47 FN 31418CQB3 - - 1,312,321 $1,244,979 $1,244,979 0.02 $1,240,459
Lendbuzz Securitization Trust 2023-2 A2 7.09% 15-OCT-2028, 7.09%, 10/16/28 LBZZ 2023-2A 52608MAB4 - - 1,218,772 $1,242,895 $1,242,895 0.02 $1,238,815
FNMA 30yr Pool#FM7725 4.500% 01-Dec-2050, 4.50%, 12/01/50 FN 3140XBSP6 - - 1,276,053 $1,240,403 $1,240,403 0.02 $1,235,458
FNMA 40yr Pool#BF0167 3.000% 01-Feb-2057, 3.00%, 02/01/57 FN 3140FXFH0 - - 1,419,029 $1,216,697 $1,216,697 0.02 $1,213,031
FHLMC 30yr Pool#QF2561 5.500% 01-Nov-2052, 5.50%, 11/01/52 FR 3133BPZ27 - - 1,186,161 $1,208,233 $1,208,233 0.02 $1,202,615
FHLMC 30yr Pool#SD8003 4.000% 01-Jul-2049, 4.00%, 07/01/49 FR 3132DV3L7 - - 1,271,757 $1,202,132 $1,202,132 0.02 $1,197,751
FNMA 30yr Pool#FM9138 4.000% 01-Mar-2050, 4.00%, 03/01/50 FN 3140XDEL6 - - 1,263,101 $1,196,217 $1,196,217 0.02 $1,191,866
Connecticut Avenue Securities, Series 2021-R02 2B1 7.62197% 25-NOV-2041, 7.61%, 11/25/41 CAS 2021-R02 20754KAF8 - - 1,150,000 $1,181,987 $1,181,987 0.02 $1,180,287
FNMA 30yr Pool#BJ9181 5.000% 01-May-2048, 5.00%, 05/01/48 FN 3140HBFX1 - - 1,178,119 $1,181,799 $1,181,799 0.02 $1,176,727
FHLMC 30yr Pool#QD9182 3.000% 01-Mar-2052, 3.00%, 03/01/52 FR 3133B7FX1 - - 1,334,657 $1,176,922 $1,176,922 0.02 $1,173,474
FHLMC 30yr Pool#ZT2087 4.000% 01-Jun-2049, 4.00%, 06/01/49 FR 3132AEJ80 - - 1,236,887 $1,169,170 $1,169,170 0.02 $1,164,910
FNMA 30yr Pool#BX0804 5.500% 01-Nov-2052, 5.50%, 11/01/52 FN 3140N43N5 - - 1,146,192 $1,167,711 $1,167,711 0.02 $1,162,283
FHLMC 30yr Pool#QG6538 5.500% 01-Jul-2053, 5.50%, 07/01/53 FR 3133C7HP5 - - 1,106,265 $1,126,260 $1,126,260 0.02 $1,121,021
FHLMC 30yr Pool#RA1087 4.500% 01-Jul-2049, 4.50%, 07/01/49 FR 3133KGF45 - - 1,139,579 $1,102,475 $1,102,475 0.02 $1,098,059
FHLMC 30yr Pool#RA1188 4.500% 01-Aug-2049, 4.50%, 08/01/49 FR 3133KGJ90 - - 1,127,399 $1,090,692 $1,090,692 0.02 $1,086,323
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-DNA5 M2 5.95517% 25-JAN-2034, 5.96%, 01/25/34 STACR 2021-DNA5 35564KHE2 - - 1,080,105 $1,085,611 $1,085,611 0.02 $1,084,360
FHLMC 30yr Pool#QG6948 5.500% 01-Jul-2053, 5.50%, 07/01/53 FR 3133C7WH6 - - 1,061,658 $1,080,758 $1,080,758 0.02 $1,075,730
FNMA 30yr Pool#AS7492 4.000% 01-Jul-2046, 4.00%, 07/01/46 FN 3138WHKE1 - - 1,112,321 $1,060,202 $1,060,202 0.02 $1,056,371
FNMA 30yr Pool#CB8995 5.500% 01-Aug-2054, 5.50%, 08/01/54 FN 3140QU7H3 - - 1,049,362 $1,058,576 $1,058,576 0.02 $1,053,606
FNMA 30yr Pool#BV4203 3.500% 01-Apr-2052, 3.50%, 04/01/52 FN 3140MHU56 - - 1,096,376 $1,005,659 $1,005,659 0.02 $1,002,355
FNMA 30yr Pool#FM1598 4.000% 01-Feb-2049, 4.00%, 02/01/49 FN 3140X4X43 - - 1,061,495 $1,005,287 $1,005,287 0.02 $1,001,631
Connecticut Avenue Securities Trust 2022-R01 1M1 5.30517% 25-DEC-2041, 5.31%, 12/25/41 CAS 2022-R01 20754LAA7 - - 925,991 $1,001,717 $1,001,717 0.02 $925,756
FNMA 30yr Pool#BV8484 3.500% 01-Apr-2052, 3.50%, 04/01/52 FN 3140MNNA0 - - 1,056,182 $968,712 $968,712 0.02 $965,529
ACHV ABS Trust 2024-1PL C 6.42% 25-APR-2031, 6.42%, 04/25/31 ACHV 2024-1PL 00092BAC8 - - 956,525 $967,144 $967,144 0.02 $965,950
GNMA II 30yr Pool#MA5021 4.500% 20-Feb-2048, 4.50%, 02/20/48 G2 36179TSJ5 - - 964,097 $945,829 $945,829 0.02 $942,094
FHLMC 30yr Pool#ZM8197 4.000% 01-Sep-2048, 4.00%, 09/01/48 FR 3131Y3DA1 - - 998,549 $945,674 $945,674 0.02 $942,234
FNMA 30yr Pool#DA3522 5.500% 01-Oct-2053, 5.50%, 10/01/53 FN 3140A34G5 - - 929,231 $937,236 $937,236 0.02 $932,835
Connecticut Avenue Securities, Series 2021-R03 1M1 5.15517% 25-DEC-2041, 5.16%, 12/25/41 CAS 2021-R03 20754AAA1 - - 916,691 $915,977 $915,977 0.02 $915,058
FNMA 30yr Pool#CA6382 4.500% 01-Jul-2050, 4.50%, 07/01/50 FN 3140QECU4 - - 933,330 $907,256 $907,256 0.02 $903,639
BX Commercial Mortgage Trust 2021-21M A 5.156% 15-OCT-2036, 5.16%, 10/15/36 BX 2021-21M 05609CAA5 - - 862,801 $864,629 $864,629 0.02 $862,528
FNMA 30yr Pool#AB9341 3.000% 01-May-2043, 3.00%, 05/01/43 FN 31417GLX2 - - 948,821 $862,511 $862,511 0.02 $860,060
FNMA 30yr Pool#BN4541 4.000% 01-Feb-2049, 4.00%, 02/01/49 FN 3140JMBK7 - - 888,635 $841,580 $841,580 0.02 $838,519
Gracie Point International Funding, Series 2023-2 A 6.59828% 01-MAR-2027, 6.60%, 03/01/27 GPIF 2023-2A 38410JAA0 - - 808,251 $815,126 $815,126 0.01 $810,682
ACHM Trust 2024-HE1 B 7.26% 25-MAY-2039, 7.26%, 05/25/39 ACHM 2024-HE1 00449TAB1 - - 764,975 $789,355 $789,355 0.01 $788,276
FHLMC 30yr Pool#ZT1926 3.000% 01-Nov-2043, 3.00%, 11/01/43 FR 3132AED78 - - 843,235 $766,989 $766,989 0.01 $764,811
FNMA 30yr Pool#BY0782 5.500% 01-Apr-2053, 5.50%, 04/01/53 FN 3140NG2Q2 - - 746,617 $758,237 $758,237 0.01 $754,701
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA2 M1A 5.60517% 25-FEB-2042, 5.61%, 02/25/42 STACR 2022-DNA2 35564KRE1 - - 737,796 $740,492 $740,492 0.01 $739,688
FHLMC 30yr Pool#RA1999 4.500% 01-Jan-2050, 4.50%, 01/01/50 FR 3133KHGG5 - - 758,383 $733,690 $733,690 0.01 $730,751
NRZ Excess Spread-Collateralized Notes, Series 2020-PLS1 A 3.844% 25-DEC-2025, 3.84%, 12/25/25 NZES 2020-PLS1 433674AA6 - - 740,080 $732,931 $732,931 0.01 $732,378
FREMF 2019-KF70 Mortgage Trust C 10.42603% 25-SEP-2029, 10.43%, 09/25/29 FREMF 2019-KF70 30298UAJ0 - - 789,970 $725,449 $725,449 0.01 $723,847
FNMA 30yr Pool#BY0866 5.500% 01-May-2053, 5.50%, 05/01/53 FN 3140NG6C9 - - 708,580 $719,561 $719,561 0.01 $716,205
GNMA II 30yr Pool#MA5264 4.000% 20-Jun-2048, 4.00%, 06/20/48 G2 36179TZ57 - - 756,084 $715,350 $715,350 0.01 $712,745
FHLMC 30yr Pool#QD6555 3.000% 01-Feb-2052, 3.00%, 02/01/52 FR 3133B4H81 - - 754,715 $665,605 $665,605 0.01 $663,656
FNMA 30yr Pool#BW0343 4.500% 01-May-2052, 4.50%, 05/01/52 FN 3140MRLZ8 - - 667,943 $642,897 $642,897 0.01 $640,309
Tricolor Auto Securitization Trust 2024-1 A 6.61% 15-OCT-2027, 6.61%, 10/15/27 TAST 2024-1A 89616LAA0 - - 610,087 $613,686 $613,686 0.01 $611,894
FNMA 30yr Pool#AL6842 4.000% 01-May-2045, 4.00%, 05/01/45 FN 3138EPS88 - - 633,809 $609,537 $609,537 0.01 $607,354
FHLMC 30yr Pool#SD8047 4.500% 01-Feb-2050, 4.50%, 02/01/50 FR 3132DV5G6 - - 625,635 $608,921 $608,921 0.01 $606,497
Sequoia Mortgage Trust 2013-5 A1 2.5% 25-MAY-2043, 2.50%, 05/25/43 SEMT 2013-5 81745AAA5 - - 692,338 $608,601 $608,601 0.01 $607,110
FHLMC 30yr Pool#QE1073 3.500% 01-Apr-2052, 3.50%, 04/01/52 FR 3133BAFN6 - - 655,542 $601,252 $601,252 0.01 $599,276
FNMA 30yr Pool#BK9507 4.000% 01-Oct-2048, 4.00%, 10/01/48 FN 3140HPR58 - - 629,031 $597,074 $597,074 0.01 $594,908
MHC Commercial Mortgage Trust 2021-MHC A 5.227442% 15-APR-2038, 5.23%, 04/15/38 MHC 2021-MHC 55316VAA2 - - 586,117 $587,562 $587,562 0.01 $586,115
FHLMC 15yr Pool#SB0116 2.500% 01-Nov-2034, 2.50%, 11/01/34 FR 3132CWDV3 - - 567,819 $536,281 $536,281 0.01 $535,058
Towd Point Mortgage Trust 2024-CES2 A1B 6.35% 25-FEB-2064, 6.35%, 02/25/64 TPMT 2024-CES2 89182JAB7 - - 511,450 $517,066 $517,066 0.01 $514,269
FNMA 30yr Pool#AZ0869 4.000% 01-Jul-2045, 4.00%, 07/01/45 FN 3138YR6F0 - - 530,203 $506,360 $506,360 0.01 $504,534
FHLMC 30yr Pool#QD9191 3.500% 01-Apr-2052, 3.50%, 04/01/52 FR 3133B7F86 - - 550,891 $505,308 $505,308 0.01 $503,648
FNMA 30yr Pool#BV7632 4.500% 01-Apr-2052, 4.50%, 04/01/52 FN 3140MMPS1 - - 485,897 $467,715 $467,715 0.01 $465,832
Prosper Marketplace Issuance Trust, Series 2024-1 A 6.12% 15-AUG-2029, 6.12%, 08/15/29 PMIT 2024-1A 74363CAA7 - - 426,424 $428,193 $428,193 0.01 $426,961
FNMA 30yr Pool#CB4329 3.500% 01-Jul-2052, 3.50%, 07/01/52 FN 3140QPY35 - - 461,733 $423,703 $423,703 0.01 $422,311
FHLMC 30yr Pool#SD1414 4.000% 01-Oct-2050, 4.00%, 10/01/50 FR 3132DNSB0 - - 445,080 $420,713 $420,713 0.01 $419,180
JP Morgan Mortgage Trust 2015-4 AM 3.0% 25-JUN-2045, 3.00%, 06/25/45 JPMMT 2015-4 46644VBP0 - - 487,485 $415,927 $415,927 0.01 $414,668
FNMA 30yr Pool#CA4646 3.000% 01-Feb-2048, 3.00%, 02/01/48 FN 3140QCEU6 - - 442,343 $397,158 $397,158 0.01 $396,016
FNMA 30yr Pool#BV6879 4.500% 01-Apr-2052, 4.50%, 04/01/52 FN 3140MLUD0 - - 409,014 $393,708 $393,708 0.01 $392,123
FHLMC 30yr Pool#QA8274 3.500% 01-Mar-2050, 3.50%, 03/01/50 FR 3133A3FP8 - - 392,026 $355,782 $355,782 0.01 $354,600
FNMA 30yr Pool#FM3447 4.000% 01-Nov-2049, 4.00%, 11/01/49 FN 3140X6ZM6 - - 369,222 $349,595 $349,595 0.01 $348,323
FHLMC 30yr Pool#SD1966 4.000% 01-Nov-2052, 4.00%, 11/01/52 FR 3132DPFF0 - - 348,433 $326,231 $326,231 0.01 $325,031
Santander Bank Auto Credit-Linked Notes, Series 2023-A B 6.493% 15-JUN-2033, 6.49%, 06/15/33 SBCLN 2023-A 80290CBU7 - - 319,397 $321,410 $321,410 0.01 $320,430
FHLMC 30yr Pool#ZN6461 4.000% 01-May-2049, 4.00%, 05/01/49 FR 3131YDFA7 - - 334,708 $316,159 $316,159 0.01 $315,006
FNMA 30yr Pool#AR9225 3.000% 01-Mar-2043, 3.00%, 03/01/43 FN 3138W7HB3 - - 345,732 $312,764 $312,764 0.01 $311,871
FHLMC 30yr Pool#ZT0391 4.000% 01-Nov-2047, 4.00%, 11/01/47 FR 3132ACNG1 - - 314,756 $299,802 $299,802 0.01 $298,718
FNMA 30yr Pool#FS2548 4.000% 01-Mar-2051, 4.00%, 03/01/51 FN 3140XHZN0 - - 312,695 $295,576 $295,576 0.01 $294,499
Fannie Mae REMIC Trust 2017-9 VL 3.0% 25-JUL-2028, 3.00%, 07/25/28 FNR 2017-9 3136AVYH6 - - 295,855 $291,171 $291,171 0.01 $290,407
FNMA 30yr Pool#FS2238 4.000% 01-Mar-2051, 4.00%, 03/01/51 FN 3140XHPY7 - - 307,381 $291,105 $291,105 0.01 $290,046
FHLMC 30yr Pool#QA5150 4.500% 01-Dec-2049, 4.50%, 12/01/49 FR 31346YWK5 - - 296,836 $288,906 $288,906 0.01 $287,756
FNMA 30yr Pool#AS8649 3.000% 01-Jan-2047, 3.00%, 01/01/47 FN 3138WJTF5 - - 318,503 $283,524 $283,524 0.01 $282,701
FNMA 30yr Pool#BO9819 4.500% 01-Dec-2049, 4.50%, 12/01/49 FN 3140K54D6 - - 279,772 $272,298 $272,298 0.00 $271,214
FNMA 30yr Pool#BN3899 4.000% 01-Dec-2048, 4.00%, 12/01/48 FN 3140JLKM5 - - 281,410 $266,509 $266,509 0.00 $265,540
FHLMC 15yr Pool#SB0040 2.500% 01-Dec-2033, 2.50%, 12/01/33 FR 3132CWBH6 - - 261,384 $251,425 $251,425 0.00 $250,862
FHLMC 30yr Pool#QA1615 3.500% 01-Aug-2049, 3.50%, 08/01/49 FR 31334XYL7 - - 274,391 $250,744 $250,744 0.00 $249,917
FHLMC 30yr Pool#ZN4240 4.500% 01-Dec-2048, 4.50%, 12/01/48 FR 3131YAV98 - - 252,635 $247,061 $247,061 0.00 $246,082
FNMA 30yr Pool#MA3908 4.500% 01-Jan-2050, 4.50%, 01/01/50 FN 31418DKW1 - - 250,991 $244,286 $244,286 0.00 $243,313
Fannie Mae REMIC Trust 2012-126 SY 0.0% 25-NOV-2042, 0.00%, 11/25/42 FNR 2012-126 3136A9ZR2 - - 473,554 $243,348 $243,348 0.00 $243,348
FNMA 30yr Pool#MA1327 3.000% 01-Jan-2043, 3.00%, 01/01/43 FN 31418APM4 - - 256,846 $233,622 $233,622 0.00 $232,958
FNMA 30yr Pool#MA3687 4.000% 01-Jun-2049, 4.00%, 06/01/49 FN 31418DCZ3 - - 241,389 $228,174 $228,174 0.00 $227,342
FNMA 30yr Pool#BE3616 4.000% 01-May-2047, 4.00%, 05/01/47 FN 3140FPAS8 - - 236,394 $225,302 $225,302 0.00 $224,488
FREED ABS Trust 2021-3FP D 2.37% 18-NOV-2028, 2.37%, 11/20/28 FREED 2021-3FP 30322MAD1 - - 223,942 $223,124 $223,124 0.00 $222,918
FNMA 30yr Pool#BW0081 4.500% 01-Apr-2052, 4.50%, 04/01/52 FN 3140MRCT2 - - 231,174 $222,505 $222,505 0.00 $221,609
GNMA II 30yr Pool#MA5192 4.000% 20-May-2048, 4.00%, 05/20/48 G2 36179TXV2 - - 225,980 $213,805 $213,805 0.00 $213,027
FHLMC 30yr Pool#RA1088 4.500% 01-Jul-2049, 4.50%, 07/01/49 FR 3133KGF52 - - 205,543 $200,052 $200,052 0.00 $199,255
FNMA 30yr Pool#AB6280 3.000% 01-Sep-2042, 3.00%, 09/01/42 FN 31417C6S9 - - 208,925 $190,034 $190,034 0.00 $189,494
FHLMC 30yr Pool#SD8040 4.500% 01-Jan-2050, 4.50%, 01/01/50 FR 3132DV4Z5 - - 191,289 $186,179 $186,179 0.00 $185,438
FNMA 30yr Pool#BV7132 4.500% 01-Apr-2052, 4.50%, 04/01/52 FN 3140ML4S6 - - 187,292 $180,269 $180,269 0.00 $179,544
FNMA 30yr Pool#CA4185 4.500% 01-Sep-2049, 4.50%, 09/01/49 FN 3140QBUK2 - - 181,879 $177,020 $177,020 0.00 $176,315
FNMA 30yr Pool#BO2983 3.000% 01-Sep-2049, 3.00%, 09/01/49 FN 3140JXJ58 - - 197,440 $176,022 $176,022 0.00 $175,512
FNMA 30yr Pool#CA4035 4.500% 01-Aug-2049, 4.50%, 08/01/49 FN 3140QBPV4 - - 179,195 $174,408 $174,408 0.00 $173,714
FNMA 30yr Pool#BW0072 4.500% 01-Apr-2052, 4.50%, 04/01/52 FN 3140MRCJ4 - - 171,641 $165,218 $165,218 0.00 $164,553
FHLMC 30yr Pool#ZT1320 4.000% 01-Nov-2048, 4.00%, 11/01/48 FR 3132ADPD4 - - 168,889 $159,946 $159,946 0.00 $159,364
FNMA 30yr Pool#AB7563 3.000% 01-Jan-2043, 3.00%, 01/01/43 FN 31417EMM0 - - 174,171 $159,098 $159,098 0.00 $158,648
FHLMC 30yr Pool#ZA7158 4.500% 01-Jun-2049, 4.50%, 06/01/49 FR 31329Q5T4 - - 159,677 $154,478 $154,478 0.00 $153,859
FNMA 30yr Pool#FS2546 4.000% 01-Mar-2051, 4.00%, 03/01/51 FN 3140XHZL4 - - 157,733 $149,381 $149,381 0.00 $148,838
Santander Bank Auto Credit-Linked Notes, Series 2022-C C 6.986% 15-DEC-2032, 6.99%, 12/15/32 SBCLN 2022-C 80290CBG8 - - 142,034 $142,653 $142,653 0.00 $142,184
GNMA II 30yr Pool#MA5753 4.000% 20-Feb-2049, 4.00%, 02/20/49 G2 36179UMA7 - - 146,999 $135,608 $135,608 0.00 $135,101
FNMA 30yr Pool#MA1229 3.000% 01-Oct-2042, 3.00%, 10/01/42 FN 31418ALK2 - - 148,704 $135,415 $135,415 0.00 $135,031
GNMA II 30yr Pool#BK5879 4.500% 20-Nov-2048, 4.50%, 11/20/48 G2 3617J6Q80 - - 135,723 $132,639 $132,639 0.00 $132,113
FNMA 30yr Pool#BV7131 4.500% 01-Apr-2052, 4.50%, 04/01/52 FN 3140ML4R8 - - 130,017 $125,142 $125,142 0.00 $124,638
GNMA II 30yr Pool#BF6874 4.500% 20-Jul-2048, 4.50%, 07/20/48 G2 3617GDT77 - - 128,279 $125,120 $125,120 0.00 $124,622
GNMA II 30yr Pool#MA5866 4.000% 20-Apr-2049, 4.00%, 04/20/49 G2 36179UQT2 - - 134,021 $124,262 $124,262 0.00 $123,801
FNMA 20yr Pool#AB9283 3.000% 01-Apr-2038, 3.00%, 04/01/38 FN 31417GJ56 - - 137,007 $124,106 $124,106 0.00 $123,752
FNMA 30yr Pool#BM3282 3.500% 01-Dec-2047, 3.50%, 12/01/47 FN 3140J7UG8 - - 122,489 $113,636 $113,636 0.00 $113,267
Upstart Securitization Trust 2021-1 C 4.06% 20-MAR-2031, 4.06%, 03/20/31 UPST 2021-1 91681NAC8 - - 112,820 $112,827 $112,827 0.00 $112,674
FNMA 30yr Pool#CA3683 4.500% 01-Jun-2049, 4.50%, 06/01/49 FN 3140QBCV8 - - 112,410 $109,407 $109,407 0.00 $108,971
FHLMC 30yr Pool#ZT1633 4.000% 01-Mar-2047, 4.00%, 03/01/47 FR 3132ADY69 - - 112,069 $107,029 $107,029 0.00 $106,643
FHLMC 30yr Pool#QE0318 4.500% 01-Mar-2052, 4.50%, 03/01/52 FR 3133B9K78 - - 109,047 $104,967 $104,967 0.00 $104,544
FNMA 30yr Pool#CA0108 3.500% 01-Aug-2047, 3.50%, 08/01/47 FN 3140Q7DN4 - - 110,579 $102,587 $102,587 0.00 $102,254
FHLMC 30yr Pool#ZM7577 4.500% 01-Aug-2048, 4.50%, 08/01/48 FR 3131Y2M21 - - 100,936 $98,538 $98,538 0.00 $98,147
Fannie Mae REMIC Trust 2013-130 FN 4.78645% 25-OCT-2042, 4.77%, 10/25/42 FNR 2013-130 3136AHG53 - - 97,964 $96,689 $96,689 0.00 $96,598
FNMA 30yr Pool#BJ8459 3.000% 01-Aug-2049, 3.00%, 08/01/49 FN 3140HAMH0 - - 101,735 $88,373 $88,373 0.00 $88,110
FNMA 30yr Pool#BO4113 3.000% 01-Aug-2049, 3.00%, 08/01/49 FN 3140JYSB3 - - 92,404 $80,267 $80,267 0.00 $80,028
FHLMC 30yr Pool#ZM7926 5.000% 01-Sep-2048, 5.00%, 09/01/48 FR 3131Y2YX0 - - 78,500 $78,381 $78,381 0.00 $78,043
Sequoia Mortgage Trust 2019-CH3 A19 4.0% 25-OCT-2049, 4.00%, 09/25/49 SEMT 2019-CH3 81748GBN0 - - 84,357 $76,929 $76,929 0.00 $76,638
FNMA 30yr Pool#MA1447 3.000% 01-May-2043, 3.00%, 05/01/43 FN 31418ATD0 - - 80,512 $72,835 $72,835 0.00 $72,627
FHLMC 30yr Pool#QA2159 3.000% 01-Aug-2049, 3.00%, 08/01/49 FR 31334YMG9 - - 83,751 $72,750 $72,750 0.00 $72,534
Connecticut Avenue Securities Trust 2024-R03 2M2 6.25517% 25-MAR-2044, 6.26%, 03/25/44 CAS 2024-R03 207941AB1 - - - $66,082 $66,082 0.00 $0
FNMA 30yr Pool#AS8547 3.000% 01-Nov-2046, 3.00%, 11/01/46 FN 3138WJP93 - - 72,540 $64,329 $64,329 0.00 $64,141
FNMA 30yr Pool#BD2453 3.000% 01-Jan-2047, 3.00%, 01/01/47 FN 3140F9WP6 - - 70,564 $63,356 $63,356 0.00 $63,174
FHLMC 15yr Pool#ZK8962 3.000% 01-Sep-2032, 3.00%, 09/01/32 FR 3131XC5X1 - - 60,299 $58,496 $58,496 0.00 $58,341
Fannie Mae REMIC Trust 2006-20 GF 4.78645% 25-APR-2036, 4.77%, 04/25/36 FNR 2006-20 31395BU43 - - 58,332 $57,754 $57,754 0.00 $57,700
Fannie Mae REMIC Trust 2010-109 BS 6.30267% 25-OCT-2040, 6.30%, 10/25/40 FNR 2010-109 31398NTM6 - - 41,248 $56,936 $56,936 0.00 $56,713
FHLMC 15yr Pool#ZS7403 3.000% 01-May-2031, 3.00%, 05/01/31 FR 3132A8GL7 - - 55,963 $54,632 $54,632 0.00 $54,488
Freddie Mac Multiclass Certificates, Series 3380 FM 5.03676% 15-OCT-2037, 5.01%, 10/15/37 FHR 3380 31397KTJ0 - - 45,849 $45,796 $45,796 0.00 $45,687
Freddie Mac Multiclass Certificates, Series 3721 FB 4.94676% 15-SEP-2040, 4.92%, 09/15/40 FHR 3721 3137GAD20 - - 45,150 $44,986 $44,986 0.00 $44,881
FNMA 15yr Pool#BO5957 3.000% 01-Dec-2034, 3.00%, 12/01/34 FN 3140K1TP1 - - 46,093 $44,365 $44,365 0.00 $44,246
FNMA 30yr Pool#BO1857 4.500% 01-Aug-2049, 4.50%, 08/01/49 FN 3140JWB33 - - 43,266 $42,110 $42,110 0.00 $41,942
Ginnie Mae REMIC Trust 2008-013 FB 4.93886% 20-FEB-2038, 4.93%, 02/20/38 GNR 2008-13 38375PNL1 - - 41,491 $41,331 $41,331 0.00 $41,262
FNMA 15yr Pool#BO7717 3.000% 01-Nov-2034, 3.00%, 11/01/34 FN 3140K3SF0 - - 39,111 $37,730 $37,730 0.00 $37,629
FNMA 30yr Pool#BC0870 3.500% 01-Jan-2046, 3.50%, 01/01/46 FN 3140EU6G9 - - 38,507 $35,709 $35,709 0.00 $35,593
FHLMC 15yr Pool#ZK9163 3.000% 01-Jan-2033, 3.00%, 01/01/33 FR 3131XDFC4 - - 34,661 $33,608 $33,608 0.00 $33,518
Ginnie Mae REMIC Trust 2007-040 FG 4.75886% 20-JUL-2037, 4.75%, 07/20/37 GNR 2007-40 38375KZS4 - - 32,028 $31,711 $31,711 0.00 $31,660
Santander Bank Auto Credit-Linked Notes, Series 2023-B C 5.933% 15-DEC-2033, 5.93%, 12/15/33 SBCLN 2023-B 80290CCC6 - - - $28,691 $28,691 0.00 $0
Ginnie Mae REMIC Trust 2004-069 CF 4.83886% 20-JUL-2034, 4.83%, 07/20/34 GNR 2004-69 38374JAT3 - - 28,158 $28,102 $28,102 0.00 $28,056
Ginnie Mae REMIC Trust 2010-133 FD 4.85624% 16-OCT-2040, 4.86%, 10/16/40 GNR 2010-133 38377MHV1 - - 26,080 $26,083 $26,083 0.00 $26,027
Ginnie Mae REMIC Trust 2007-059 FA 4.93886% 20-OCT-2037, 4.93%, 10/20/37 GNR 2007-59 38375LPU8 - - 25,488 $25,394 $25,394 0.00 $25,352
Fannie Mae REMIC Trust 2013-2 QF 4.93645% 25-FEB-2043, 4.92%, 02/25/43 FNR 2013-2 3136AB4P5 - - 25,435 $25,350 $25,350 0.00 $25,325
FHLMC 30yr Pool#ZN2165 4.500% 01-Dec-2048, 4.50%, 12/01/48 FR 3131Y8MN2 - - 23,730 $23,160 $23,160 0.00 $23,068
Ginnie Mae REMIC Trust 2007-037 FW 4.74886% 20-JUN-2037, 4.74%, 06/20/37 GNR 2007-37 38375KNR9 - - 20,607 $20,383 $20,383 0.00 $20,350
Ginnie Mae REMIC Trust 2004-059 FP 4.72624% 16-AUG-2034, 4.73%, 08/16/34 GNR 2004-59 38374HYS3 - - 20,415 $20,366 $20,366 0.00 $20,323
Ginnie Mae REMIC Trust 2008-016 FC 4.93886% 20-FEB-2038, 4.93%, 02/20/38 GNR 2008-16 383742FU2 - - 20,348 $20,275 $20,275 0.00 $20,242
Ginnie Mae REMIC Trust 2005-065 FA 4.58886% 20-AUG-2035, 4.58%, 08/20/35 GNR 2005-65 38374LL25 - - 19,977 $19,687 $19,687 0.00 $19,657
Freddie Mac Multiclass Certificates, Series 2426 FL 5.09676% 15-MAR-2032, 5.07%, 03/15/32 FHR 2426 31339W7G5 - - 18,916 $19,025 $19,025 0.00 $18,980
Fannie Mae REMIC Trust 2002-53 FK 4.83645% 25-APR-2032, 4.82%, 04/25/32 FNR 2002-53 31392EHN3 - - 18,441 $18,373 $18,373 0.00 $18,356
Ginnie Mae REMIC Trust 2005-048 AF 4.63886% 20-JUN-2035, 4.63%, 06/20/35 GNR 2005-48 38374LHM6 - - 16,981 $16,769 $16,769 0.00 $16,743
FHLMC 30yr Pool#ZT0252 3.000% 01-Dec-2047, 3.00%, 12/01/47 FR 3132ACH52 - - 17,819 $15,999 $15,999 0.00 $15,953
Fannie Mae REMIC Trust 2005-83 KT 4.73645% 25-OCT-2035, 4.72%, 10/25/35 FNR 2005-83 31394FUL7 - - 15,756 $15,620 $15,620 0.00 $15,605
Fannie Mae REMIC Trust 2007-89 GF 4.95645% 25-SEP-2037, 4.94%, 09/25/37 FNR 2007-89 31396XPM0 - - 14,778 $14,776 $14,776 0.00 $14,762
Freddie Mac Multiclass Certificates, Series 2551 FD 4.84676% 15-JAN-2033, 4.82%, 01/15/33 FHR 2551 31393JAZ1 - - 13,458 $13,454 $13,454 0.00 $13,426
Ginnie Mae REMIC Trust 2012-075 FP 4.73886% 20-JUL-2041, 4.73%, 07/20/41 GNR 2012-75 38378EZ55 - - 12,696 $12,656 $12,656 0.00 $12,636
FHLMC 30yr Pool#ZM2269 3.000% 01-Dec-2046, 3.00%, 12/01/46 FR 3131XVQW8 - - 13,141 $11,789 $11,789 0.00 $11,755
Freddie Mac Multiclass Certificates, Series 2410, excluding Group 6 FX 4.79676% 15-FEB-2032, 4.77%, 02/15/32 FHR 2410 31339NJN7 - - 10,691 $10,656 $10,656 0.00 $10,634
Ginnie Mae REMIC Trust 2007-061 FA 4.93886% 20-OCT-2037, 4.93%, 10/20/37 GNR 2007-61 38375LLN8 - - 10,625 $10,586 $10,586 0.00 $10,568
Fannie Mae REMIC Trust 2010-123 FL 4.86645% 25-NOV-2040, 4.85%, 11/25/40 FNR 2010-123 31398N2W3 - - 10,104 $10,054 $10,054 0.00 $10,044
FNMA 15yr Pool#AS8207 2.500% 01-Oct-2031, 2.50%, 10/01/31 FN 3138WJDM7 - - 10,437 $10,044 $10,044 0.00 $10,021
Fannie Mae REMIC Trust 2003-87 FG 4.93645% 25-SEP-2033, 4.92%, 09/25/33 FNR 2003-87 31393E4W6 - - 9,704 $9,688 $9,688 0.00 $9,679
Freddie Mac Multiclass Certificates, Series 3028 FM 4.69676% 15-SEP-2035, 4.67%, 09/15/35 FHR 3028 31396AFB5 - - 9,499 $9,459 $9,459 0.00 $9,439
Freddie Mac Multiclass Certificates, Series 3738 FD 4.74676% 15-AUG-2040, 4.72%, 08/15/40 FHR 3738 3137GAYQ4 - - 9,414 $9,427 $9,427 0.00 $9,406
GNMA II 30yr Pool#BK6072 5.000% 20-Jan-2049, 5.00%, 01/20/49 G2 3617J6W91 - - 9,206 $9,191 $9,191 0.00 $9,151
FNMA 15yr Pool#BM1036 2.500% 01-Feb-2032, 2.50%, 02/01/32 FN 3140J5EJ4 - - 9,120 $8,777 $8,777 0.00 $8,757
FNMA 15yr Pool#AS7643 2.500% 01-Aug-2031, 2.50%, 08/01/31 FN 3138WHP55 - - 9,078 $8,738 $8,738 0.00 $8,718
Fannie Mae REMIC Trust 2002-16 VF 4.98645% 25-APR-2032, 4.97%, 04/25/32 FNR 2002-16 31392CWW0 - - 8,072 $8,076 $8,076 0.00 $8,068
Fannie Mae REMIC Trust 2012-100 FG 4.83645% 25-SEP-2042, 4.82%, 09/25/42 FNR 2012-100 3136A8QW3 - - 8,072 $7,948 $7,948 0.00 $7,940
FHLMC 15yr Pool#ZK8405 2.500% 01-Dec-2031, 2.50%, 01/22/31 FR 3131XCKS5 - - 7,797 $7,493 $7,493 0.00 $7,477
Ginnie Mae REMIC Trust 2007-018 FD 4.73886% 20-APR-2037, 4.73%, 04/20/37 GNR 2007-18 38375JC86 - - 7,496 $7,408 $7,408 0.00 $7,396
Ginnie Mae REMIC Trust 2010-006 FG 5.02624% 16-JAN-2040, 5.03%, 01/16/40 GNR 2010-6 38376TSC7 - - 7,220 $7,222 $7,222 0.00 $7,205
Fannie Mae REMIC Trust 2010-95 FB 4.83645% 25-SEP-2040, 4.82%, 09/25/40 FNR 2010-95 31398NEX8 - - 6,856 $6,830 $6,830 0.00 $6,824
FNMA 30yr Pool#MA3694 4.500% 01-Jul-2049, 4.50%, 07/01/49 FN 31418DC83 - - 4,734 $4,607 $4,607 0.00 $4,589
Ginnie Mae REMIC Trust 1999-27 FE 4.82624% 16-AUG-2029, 4.83%, 08/16/29 GNR 1999-27 3837H2WA3 - - 3,615 $3,621 $3,621 0.00 $3,612
Freddie Mac Multiclass Certificates, Series 2469 FE 4.94676% 15-JUL-2032, 4.92%, 07/15/32 FHR 2469 31392RC58 - - 2,396 $2,399 $2,399 0.00 $2,394
FHLMC 30yr Pool#ZN0650 3.000% 01-Mar-2043, 3.00%, 03/01/43 FR 3131Y6WK1 - - 2,291 $2,073 $2,073 0.00 $2,067
Ginnie Mae REMIC Trust 2010-125 VF 4.78886% 20-JUN-2040, 4.78%, 06/20/40 GNR 2010-125 38377JYJ6 - - 400.00 $399 $399 0.00 $398
US 5YR NOTE (CBT) Sep25 SEP 25 FVU5 FUTURES_USD - 3,170 $344,811,798 $0 0.00 $0
US ULTRA BOND CBT Sep25 SEP 25 WNU5 FUTURES_USD - -645.00 $-76,835,625 $0 0.00 $0
US 10yr Ultra Fut Sep25 SEP 25 UXYU5 FUTURES_USD - -586.00 $-66,831,469 $0 0.00 $0
US 10YR NOTE (CBT)Sep25 SEP 25 TYU5 FUTURES_USD - -236.00 $-26,398,812 $0 0.00 $0
GNMA II TBA 30yr 5% July Delivery, 5.00%, 07/21/25 G2SF 21H050672 - - -24,500,000 $-24,037,587 $-24,037,587 -0.44 $-24,037,587
UMBS TBA 30yr 6% July Delivery, 6.00%, 07/14/25 FNCL 01F060675 - - -23,700,000 $-24,073,749 $-24,073,749 -0.44 $-24,073,749
UMBS TBA 30yr 2.5% July Delivery, 2.50%, 07/14/25 FNCL 01F022675 - - -45,700,000 $-37,887,676 $-37,887,676 -0.69 $-37,887,676
UMBS TBA 30yr 3.5% July Delivery, 3.50%, 07/14/25 FNCL 01F032674 - - -154,153,000 $-138,766,064 $-138,766,064 -2.51 $-138,766,064
UMBS TBA 30yr 5% July Delivery, 5.00%, 07/14/25 FNCL 01F050676 - - -316,696,000 $-310,101,756 $-310,101,756 -5.61 $-310,101,756
UMBS TBA 30yr 4% July Delivery, 4.00%, 07/14/25 FNCL 01F040677 - - -575,916,155 $-535,192,548 $-535,192,548 -9.69 $-535,192,548
UMBS TBA 30yr 4.5% July Delivery, 4.50%, 07/14/25 FNCL 01F042673 - - -649,198,988 $-620,425,190 $-620,425,190 -11.23 $-620,425,190
UMBS TBA 30yr 5.5% July Delivery, 5.50%, 07/14/25 FNCL 01F052672 - - -954,074,239 $-953,104,900 $-953,104,900 -17.25 $-953,104,900
SEGREGATED CASH SEGCASH - $0.00 11,756,506 $11,756,506 $11,756,506 0.21 $11,756,506
ALMSUM ALMSUM - $0.00 - $0 $0 0.00 $0
US DOLLARS USD MD_142224 - - -1,453,180,966 $-1,453,180,966 $-1,453,180,966 -26.31 $-1,453,180,966
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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