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For Individual Investors in the US

Mortgage-Backed Securities ETF Holdings

Full Portfolio Holdings

(As of July 3, 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 $1,333,433,489 $1,333,433,489 24.25 $1,333,433,489
UMBS TBA 30yr 3% July Delivery, 3.00%, 07/14/25 FNCL 01F030678 - - 832,820,354 $715,674,177 $715,674,177 13.02 $715,674,177
GNMA II TBA 30yr 5% July Delivery, 5.00%, 07/21/25 G2SF 21H050672 - - 365,146,194 $357,110,422 $357,110,422 6.50 $357,110,422
UMBS TBA 30yr 2% July Delivery, 2.00%, 07/14/25 FNCL 01F020679 - - 376,104,255 $295,604,029 $295,604,029 5.38 $295,604,029
GNMA II TBA 30yr 5.5% July Delivery, 5.50%, 07/21/25 G2SF 21H052678 - - 237,444,000 $237,027,761 $237,027,761 4.32 $237,027,761
GNMA II TBA 30yr 4.5% July Delivery, 4.50%, 07/21/25 G2SF 21H042679 - - 242,461,488 $230,885,407 $230,885,407 4.21 $230,885,407
UMBS TBA 30yr 5.5% July Delivery, 5.50%, 07/14/25 FNCL 01F052672 - - 199,050,000 $198,330,036 $198,330,036 3.62 $198,330,036
FNMA 30yr Pool#CB9430 5.500% 01-Nov-2054, 5.50%, 11/01/54 FN 3140QVPQ1 - - 190,893,388 $192,099,064 $192,099,064 3.50 $191,136,644
UMBS TBA 30yr 6% July Delivery, 6.00%, 07/14/25 FNCL 01F060675 - - 176,053,000 $178,574,079 $178,574,079 3.26 $178,574,079
Fannie Mae REMIC Trust 2025-12 FC 5.42197% 25-MAR-2055, 5.41%, 03/25/55 FNR 2025-12 3136BVFC7 - - 160,086,318 $159,674,437 $159,674,437 2.91 $159,458,114
GNMA II TBA 30yr 3% July Delivery, 3.00%, 07/21/25 G2SF 21H030674 - - 175,024,962 $153,796,884 $153,796,884 2.81 $153,796,884
UMBS TBA 30yr 6.5% July Delivery, 6.50%, 07/14/25 FNCL 01F062671 - - 132,991,000 $137,137,659 $137,137,659 2.50 $137,137,659
FHLMC 30yr Pool#RJ2853 5.000% 01-Dec-2054, 5.00%, 12/01/54 FR 3142GTE36 - - 137,911,604 $136,395,619 $136,395,619 2.49 $135,763,524
GNMA II TBA 30yr 3.5% July Delivery, 3.50%, 07/21/25 G2SF 21H032670 - - 138,246,377 $124,839,796 $124,839,796 2.28 $124,839,796
FNMA 30yr Pool#FS1133 4.000% 01-Oct-2051, 4.00%, 10/01/51 FN 3140XGHK8 - - 120,000,625 $112,859,378 $112,859,378 2.06 $112,419,376
FHLMC 30yr Pool#SL0335 5.500% 01-Feb-2055, 5.50%, 02/01/55 FR 31427MLR0 - - 110,057,608 $110,649,424 $110,649,424 2.01 $110,094,550
FNMA 30yr Pool#FM7460 4.000% 01-Mar-2051, 4.00%, 03/01/51 FN 3140XBJE1 - - 112,127,382 $105,454,673 $105,454,673 1.92 $105,043,539
GNMA II TBA 30yr 4% July Delivery, 4.00%, 07/21/25 G2SF 21H040673 - - 107,413,688 $99,490,640 $99,490,640 1.81 $99,490,640
Freddie Mac Multiclass Certificates, Series 5544 FC 5.35068% 25-JUN-2055, 5.31%, 06/25/55 FHR 5544 3137HLNP3 - - 93,402,418 $93,509,326 $93,509,326 1.70 $93,385,447
FNMA 30yr Pool#FS9022 5.500% 01-Aug-2054, 5.50%, 08/01/54 FN 3140XRAY1 - - 81,537,017 $82,000,915 $82,000,915 1.49 $81,589,832
FNMA 30yr Pool#FS8993 6.000% 01-Jul-2054, 6.00%, 07/01/54 FN 3140XQ7F8 - - 79,216,663 $81,276,085 $81,276,085 1.48 $80,840,394
FHLMC 30yr Pool#RJ4363 5.500% 01-Jun-2055, 5.50%, 06/01/55 FR 3142GUZ55 - - 78,158,014 $79,339,184 $79,339,184 1.44 $78,945,138
FNMA 30yr Pool#FA0574 5.500% 01-Jan-2055, 5.50%, 01/01/55 FN 3140W0T88 - - 73,881,154 $75,049,569 $75,049,569 1.36 $74,677,085
FNMA 30yr Pool#FA0573 5.000% 01-Jan-2055, 5.00%, 01/01/55 FN 3140W0T70 - - 64,767,990 $64,251,393 $64,251,393 1.17 $63,954,540
FHLMC 30yr Pool#SL1188 5.500% 01-Apr-2055, 5.50%, 04/01/55 FR 31427NKA6 - - 60,280,441 $61,134,182 $61,134,182 1.11 $60,830,268
FHLMC 30yr Pool#QX7566 5.500% 01-Mar-2055, 5.50%, 03/01/55 FR 31426DMQ2 - - 56,692,527 $57,050,595 $57,050,595 1.04 $56,764,771
UMBS TBA 30yr 5% July Delivery, 5.00%, 07/14/25 FNCL 01F050676 - - 58,100,000 $56,685,904 $56,685,904 1.03 $56,685,904
UMBS TBA 30yr 3.5% July Delivery, 3.50%, 07/14/25 FNCL 01F032674 - - 58,500,000 $52,364,344 $52,364,344 0.95 $52,364,344
Fannie Mae REMIC Trust 2025-9 FA 5.52197% 25-MAR-2055, 5.51%, 03/25/55 FNR 2025-9 3136BVDC9 - - 52,284,960 $52,303,497 $52,303,497 0.95 $52,231,537
FNMA 30yr Pool#CB9613 5.500% 01-Dec-2054, 5.50%, 12/01/54 FN 3140QVVF8 - - 49,203,650 $49,514,418 $49,514,418 0.90 $49,266,350
FHLMC 30yr Pool#SL1146 5.000% 01-Mar-2055, 5.00%, 03/01/55 FR 31427NHY8 - - 49,842,345 $48,974,913 $48,974,913 0.89 $48,746,469
FHLMC 30yr Pool#SD7343 5.500% 01-Jan-2055, 5.50%, 01/01/55 FR 3132DVEQ4 - - 47,362,659 $48,040,838 $48,040,838 0.87 $47,802,051
FNMA 30yr Pool#FS9779 5.500% 01-Nov-2054, 5.50%, 11/01/54 FN 3140XR2M6 - - 45,368,564 $46,003,744 $46,003,744 0.84 $45,775,010
FHLMC 30yr Pool#SL0046 6.000% 01-Jan-2055, 6.00%, 01/01/55 FR 31427MBQ3 - - 44,279,570 $45,430,721 $45,430,721 0.83 $45,187,183
FNMA 30yr Pool#FA1951 6.000% 01-Jun-2055, 6.00%, 06/01/55 FN 3140W2EZ0 - - 42,238,275 $43,367,283 $43,367,283 0.79 $43,134,973
FHLMC 30yr Pool#ZT2413 4.000% 01-Feb-2041, 4.00%, 02/01/41 FR 3132AEVE3 - - 43,363,244 $41,990,974 $41,990,974 0.76 $41,831,975
New Residential Mortgage LLC 6.545% 25-MAR-2032, 6.54%, 03/25/32 NZES 2025-FHT 64832EAA7 - - 41,660,756 $41,846,106 $41,846,106 0.76 $41,777,939
FNMA 30yr Pool#FA1557 6.000% 01-May-2055, 6.00%, 05/01/55 FN 3140W1WT6 - - 40,771,645 $41,831,600 $41,831,600 0.76 $41,607,356
FNMA 40yr Pool#BF0646 2.500% 01-Jun-2062, 2.50%, 06/01/62 FN 3140FXWG3 - - 50,931,183 $41,551,273 $41,551,273 0.76 $41,434,556
FNMA 30yr Pool#FS8881 4.500% 01-Sep-2053, 4.50%, 09/01/53 FN 3140XQ2P1 - - 42,536,095 $41,208,127 $41,208,127 0.75 $41,032,665
FHLMC 30yr Pool#SL0938 4.000% 01-Jul-2050, 4.00%, 07/01/50 FR 31427NBG3 - - 40,607,163 $38,980,168 $38,980,168 0.71 $38,831,276
FHLMC 30yr Pool#SI2101 4.000% 01-Sep-2048, 4.00%, 09/01/48 FR 3133USKN0 - - 40,905,340 $38,541,488 $38,541,488 0.70 $38,391,502
FNMA 30yr Pool#FA0576 5.500% 01-Jan-2055, 5.50%, 01/01/55 FN 3140W0UA1 - - 37,422,521 $37,965,960 $37,965,960 0.69 $37,777,288
FNMA 30yr Pool#CB8694 6.000% 01-Jun-2054, 6.00%, 06/01/54 FN 3140QUUU8 - - 36,360,315 $37,788,011 $37,788,011 0.69 $37,588,029
FNMA 40yr Pool#BF0598 2.500% 01-Mar-2062, 2.50%, 03/01/62 FN 3140FXUY6 - - 45,389,175 $37,029,928 $37,029,928 0.67 $36,925,911
FNMA 30yr Pool#FS9794 5.000% 01-Nov-2054, 5.00%, 11/01/54 FN 3140XR3C7 - - 36,676,099 $36,383,567 $36,383,567 0.66 $36,215,468
FHLMC 30yr Pool#SL0286 5.000% 01-Jan-2055, 5.00%, 01/01/55 FR 31427MJ85 - - 36,451,379 $36,013,685 $36,013,685 0.65 $35,846,616
FNMA 30yr Pool#FA0034 5.000% 01-Nov-2054, 5.00%, 11/01/54 FN 3140W0BC8 - - 36,212,133 $35,814,074 $35,814,074 0.65 $35,648,101
JP MORGAN MORTGAGE TRUST 2 5.777% 55, 5.50%, 11/25/55 JPMMT 2025-5MPR 46593VAD9 - - 35,517,522 $35,605,790 $35,605,790 0.65 $35,426,723
FHLMC 30yr Pool#SL0208 5.000% 01-Dec-2054, 5.00%, 12/01/54 FR 31427MGS4 - - 34,540,594 $34,265,094 $34,265,094 0.62 $34,106,783
FNMA 30yr Pool#FA0635 5.000% 01-Jan-2055, 5.00%, 01/01/55 FN 3140W0V51 - - 33,844,395 $33,255,384 $33,255,384 0.60 $33,100,263
FNMA 30yr Pool#FA0603 4.500% 01-Sep-2051, 4.50%, 09/01/51 FN 3140W0U52 - - 34,084,276 $33,123,243 $33,123,243 0.60 $32,982,645
FNMA 40yr Pool#BF0698 3.500% 01-Dec-2062, 3.50%, 12/01/62 FN 3140FXX49 - - 36,492,264 $32,481,208 $32,481,208 0.59 $32,364,128
FNMA 30yr Pool#FS9788 5.500% 01-Nov-2054, 5.50%, 11/01/54 FN 3140XR2W4 - - 31,686,437 $31,936,151 $31,936,151 0.58 $31,776,398
FNMA 30yr Pool#CB5580 4.500% 01-Oct-2052, 4.50%, 10/01/52 FN 3140QRFW8 - - 32,686,905 $31,304,342 $31,304,342 0.57 $31,169,508
FNMA 30yr Pool#CB6051 4.500% 01-Apr-2053, 4.50%, 04/01/53 FN 3140QRWM1 - - 32,538,918 $31,150,608 $31,150,608 0.57 $31,016,385
FNMA 30yr Pool#BW7371 5.500% 01-Feb-2053, 5.50%, 02/01/53 FN 3140N0FM2 - - 30,419,468 $31,005,155 $31,005,155 0.56 $30,851,790
FHLMC 30yr Pool#SD6982 5.000% 01-Nov-2054, 5.00%, 11/01/54 FR 3132DUXK8 - - 30,559,698 $30,337,109 $30,337,109 0.55 $30,197,044
FNMA 30yr Pool#FS8335 4.500% 01-Jan-2051, 4.50%, 01/01/51 FN 3140XQHM2 - - 31,183,446 $30,304,203 $30,304,203 0.55 $30,175,572
FNMA 30yr Pool#FS3883 4.500% 01-Feb-2053, 4.50%, 02/01/53 FN 3140XKJ50 - - 31,136,895 $29,939,777 $29,939,777 0.54 $29,811,337
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 $29,816,016 $29,816,016 0.54 $29,761,323
FNMA 30yr Pool#CB6394 4.500% 01-Feb-2053, 4.50%, 02/01/53 FN 3140QSC82 - - 31,093,841 $29,744,862 $29,744,862 0.54 $29,616,600
FNMA 30yr Pool#FS3520 4.500% 01-Nov-2052, 4.50%, 11/01/52 FN 3140XJ4E0 - - 30,094,150 $28,823,600 $28,823,600 0.52 $28,699,462
FNMA 30yr Pool#FS8681 4.500% 01-Oct-2050, 4.50%, 10/01/50 FN 3140XQUF2 - - 29,145,245 $28,323,471 $28,323,471 0.51 $28,203,247
FHLMC 30yr Pool#SL0367 4.500% 01-Dec-2054, 4.50%, 12/01/54 FR 31427MMR9 - - 29,254,712 $28,015,833 $28,015,833 0.51 $27,895,157
FHLMC 30yr Pool#SD7138 5.000% 01-Nov-2054, 5.00%, 11/01/54 FR 3132DU4X2 - - 27,714,318 $27,409,670 $27,409,670 0.50 $27,282,647
FHLMC 30yr Pool#SD3271 5.500% 01-Jun-2053, 5.50%, 06/01/53 FR 3132DQT48 - - 26,364,337 $26,779,930 $26,779,930 0.49 $26,647,010
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 $26,741,911 $26,741,911 0.49 $26,699,545
RCKT Mortgage Trust 2025-CES5 A1A 5.687% 25-MAY-2055, 5.69%, 05/25/55 RCKT 2025-CES5 74942CAA7 - - 25,219,945 $25,425,113 $25,425,113 0.46 $25,293,640
FNMA 30yr Pool#FS6257 4.000% 01-Jun-2053, 4.00%, 06/01/53 FN 3140XM5T9 - - 26,759,912 $24,925,021 $24,925,021 0.45 $24,826,902
FNMA 30yr Pool#FS9239 4.500% 01-Jan-2051, 4.50%, 01/01/51 FN 3140XRHR9 - - 25,406,857 $24,690,490 $24,690,490 0.45 $24,585,686
FNMA 30yr Pool#CB9642 5.000% 01-Dec-2054, 5.00%, 12/01/54 FN 3140QVWC4 - - 23,726,541 $23,505,166 $23,505,166 0.43 $23,396,420
FHLMC 30yr Pool#SD6989 5.500% 01-Nov-2054, 5.50%, 11/01/54 FR 3132DUXS1 - - 22,899,025 $23,079,487 $23,079,487 0.42 $22,964,038
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 $23,051,355 $23,051,355 0.42 $23,017,023
FNMA 30yr Pool#FM7840 4.000% 01-Apr-2050, 4.00%, 04/01/50 FN 3140XBWA4 - - 24,442,771 $22,988,180 $22,988,180 0.42 $22,898,557
PRET 2025-RPL3 Trust A1 4.15% 25-APR-2065, 4.15%, 04/25/65 PRET 2025-RPL3 69382RAA1 - - 23,621,523 $22,702,149 $22,702,149 0.41 $22,612,289
FNMA 30yr Pool#FS4781 4.000% 01-Oct-2051, 4.00%, 10/01/51 FN 3140XLJ33 - - 23,837,853 $22,419,260 $22,419,260 0.41 $22,331,855
FNMA 30yr Pool#FS7225 4.000% 01-Aug-2051, 4.00%, 08/01/51 FN 3140XPA33 - - 23,771,441 $22,397,729 $22,397,729 0.41 $22,310,567
FNMA 40yr Pool#BF0807 3.500% 01-Apr-2064, 3.50%, 04/01/64 FN 3140FX3R1 - - 24,206,205 $21,531,484 $21,531,484 0.39 $21,453,822
GNMA II TBA 30yr 2.5% July Delivery, 2.50%, 07/21/25 G2SF 21H022671 - - 25,296,414 $21,373,497 $21,373,497 0.39 $21,373,497
FNMA 40yr Pool#BF0713 4.000% 01-Mar-2063, 4.00%, 03/01/63 FN 3140FXYK2 - - 22,923,239 $21,133,793 $21,133,793 0.38 $21,049,741
FNMA 30yr Pool#CB7112 5.500% 01-Sep-2053, 5.50%, 09/01/53 FN 3140QS3W9 - - 20,785,674 $21,106,840 $21,106,840 0.38 $21,002,046
FNMA 40yr Pool#BF0226 3.500% 01-Jan-2058, 3.50%, 01/01/58 FN 3140FXHC9 - - 23,129,289 $21,034,684 $21,034,684 0.38 $20,960,478
FNMA 30yr Pool#FS6382 4.000% 01-Aug-2051, 4.00%, 08/01/51 FN 3140XNCU6 - - 22,107,031 $20,829,502 $20,829,502 0.38 $20,748,443
FNMA 30yr Pool#FS9880 4.500% 01-Sep-2054, 4.50%, 09/01/54 FN 3140XR6S9 - - 21,709,749 $20,790,384 $20,790,384 0.38 $20,700,831
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 $20,706,796 $20,706,796 0.38 $20,687,828
FHLMC 30yr Pool#QJ9063 5.000% 01-Nov-2054, 5.00%, 11/01/54 FR 3133D1B81 - - 20,854,558 $20,538,996 $20,538,996 0.37 $20,443,412
FHLMC 30yr Pool#SL0850 4.000% 01-Jul-2049, 4.00%, 07/01/49 FR 31427M5L1 - - 20,911,259 $20,211,116 $20,211,116 0.37 $20,134,442
FINANCE OF AMERICA STRUC 3.28125% 74, 3.50%, 04/25/74 FASST 2024-S3 31739WAB8 - - 20,809,412 $19,968,697 $19,968,697 0.36 $19,950,489
FNMA 30yr Pool#FS9116 6.000% 01-Sep-2054, 6.00%, 09/01/54 FN 3140XRDW2 - - 19,269,682 $19,770,643 $19,770,643 0.36 $19,664,659
FNMA 30yr Pool#FS5028 4.000% 01-Oct-2051, 4.00%, 10/01/51 FN 3140XLSS8 - - 21,016,690 $19,765,985 $19,765,985 0.36 $19,688,924
FNMA 30yr Pool#FS8709 4.500% 01-Jan-2051, 4.50%, 01/01/51 FN 3140XQVB0 - - 19,502,988 $18,953,086 $18,953,086 0.34 $18,872,636
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 $18,845,489 $18,845,489 0.34 $18,809,036
FNMA 30yr Pool#FS9476 4.000% 01-Jun-2053, 4.00%, 06/01/53 FN 3140XRQ65 - - 20,015,506 $18,636,824 $18,636,824 0.34 $18,563,433
FNMA 30yr Pool#BT8185 4.500% 01-Jun-2052, 4.50%, 06/01/52 FN 3140LXCX1 - - 19,412,369 $18,597,337 $18,597,337 0.34 $18,517,261
FNMA 30yr Pool#DA1525 6.000% 01-Oct-2053, 6.00%, 10/01/53 FN 3140A1VT1 - - 18,013,870 $18,480,121 $18,480,121 0.34 $18,381,045
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 $18,376,649 $18,376,649 0.33 $18,338,059
FNMA 30yr Pool#FA1549 5.500% 01-May-2055, 5.50%, 05/01/55 FN 3140W1WK5 - - 18,097,091 $18,360,260 $18,360,260 0.33 $18,269,020
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 $18,084,607 $18,084,607 0.33 $18,057,134
FNMA 30yr Pool#CB4128 4.500% 01-Jul-2052, 4.50%, 07/01/52 FN 3140QPSS7 - - 18,738,160 $18,032,355 $18,032,355 0.33 $17,955,060
FHLMC 30yr Pool#SD5963 6.000% 01-Jul-2054, 6.00%, 07/01/54 FR 3132DTTU4 - - 17,552,368 $18,008,682 $18,008,682 0.33 $17,912,144
FHLMC 30yr Pool#SL0490 4.500% 01-Jul-2053, 4.50%, 07/01/53 FR 31427MRL7 - - 18,753,656 $17,960,430 $17,960,430 0.33 $17,883,071
FNMA 30yr Pool#CB8221 5.500% 01-Mar-2054, 5.50%, 03/01/54 FN 3140QUD37 - - 17,526,460 $17,659,064 $17,659,064 0.32 $17,570,702
FHLMC 30yr Pool#QH3192 6.000% 01-Oct-2053, 6.00%, 10/01/53 FR 3133CFRM3 - - 16,942,194 $17,556,220 $17,556,220 0.32 $17,463,038
FNMA 30yr Pool#FM4738 4.000% 01-Sep-2050, 4.00%, 09/01/50 FN 3140X8HQ3 - - 18,575,834 $17,407,347 $17,407,347 0.32 $17,339,236
Homeward Opportunities Fund Trust 2024-RTL1 A1 7.12% 25-JUL-2029, 7.12%, 07/25/29 HOF 43789FAA1 - - 17,261,000 $17,385,191 $17,385,191 0.32 $17,354,467
PRPM 2025-RCF3 LLC|5.25|07/25/2055, 5.25%, 07/25/55 PRPM 2025-RCF3 69392PAA3 - - 17,310,000 $17,363,917 $17,363,917 0.32 $17,280,613
FNMA 40yr Pool#BF0806 3.500% 01-Apr-2064, 3.50%, 04/01/64 FN 3140FX3Q3 - - 18,656,287 $16,635,574 $16,635,574 0.30 $16,575,718
FNMA 40yr Pool#BF0801 2.500% 01-Apr-2064, 2.50%, 04/01/64 FN 3140FX3K6 - - 20,189,952 $16,474,486 $16,474,486 0.30 $16,428,218
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 $16,206,708 $16,206,708 0.29 $16,184,636
FNMA 30yr Pool#FA0122 4.500% 01-Dec-2054, 4.50%, 12/01/54 FN 3140W0D44 - - 16,321,681 $15,630,490 $15,630,490 0.28 $15,563,163
Vontive Mortgage Trust 2025-RTL1 A1 6.507% 25-MAR-2030, 6.51%, 03/25/30 VNTV 2025-RTL1 928884AA3 - - 15,444,000 $15,525,239 $15,525,239 0.28 $15,500,116
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 $15,493,108 $15,493,108 0.28 $15,389,345
PRPM 2025-5 LLC|5.729|07/25/2030, 5.73%, 07/25/30 PRPM 2025-5 69392RAA9 - - 15,326,000 $15,433,068 $15,433,068 0.28 $15,325,753
PRET 2025-RPL1 Trust A1 4.0% 25-JUL-2069, 4.00%, 07/25/69 PRET 2025-RPL1 69392FAA5 - - 15,883,506 $15,338,968 $15,338,968 0.28 $15,280,728
FHLMC 30yr Pool#SD6558 6.000% 01-Sep-2054, 6.00%, 09/01/54 FR 3132DUJB4 - - 14,844,271 $15,230,182 $15,230,182 0.28 $15,148,539
FNMA 30yr Pool#FS8717 6.000% 01-Jul-2054, 6.00%, 07/01/54 FN 3140XQVK0 - - 14,766,602 $15,150,494 $15,150,494 0.28 $15,069,278
Connecticut Avenue Securities, Series 2021-R03 1M2 5.95517% 25-DEC-2041, 5.96%, 12/25/41 CAS 2021-R03 20754AAB9 - - 14,835,000 $14,942,709 $14,942,709 0.27 $14,920,623
FHLMC 30yr Pool#SL0371 4.500% 01-Feb-2054, 4.50%, 02/01/54 FR 31427MMV0 - - 15,592,269 $14,914,596 $14,914,596 0.27 $14,850,278
FNMA 30yr Pool#FS9909 5.000% 01-Nov-2054, 5.00%, 11/01/54 FN 3140XSAK9 - - 14,982,328 $14,862,827 $14,862,827 0.27 $14,794,158
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 $14,678,622 $14,678,622 0.27 $14,656,415
FNMA 30yr Pool#BX0984 4.500% 01-Oct-2052, 4.50%, 10/01/52 FN 3140N5CW2 - - 15,211,842 $14,569,610 $14,569,610 0.26 $14,506,861
COOPR Residential Mortgage Trust 2025-CES2|5.502|06/25/2060, 5.50%, 06/25/60 COOPR 2025-CES2 12674UAA1 - - 14,453,000 $14,546,462 $14,546,462 0.26 $14,473,568
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 $14,544,809 $14,544,809 0.26 $14,521,280
Galaxy Senior Participation Interest Trust 1|8.63746|07/31/2026, 8.64%, 07/31/26 GLXYT 2025-1 362922AA4 - - 14,249,089 $14,431,248 $14,431,248 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 $14,207,805 $14,207,805 0.26 $14,194,925
GS Mortgage-Backed Securities Trust 2025-RPL3|4.1|07/25/2065, 4.10%, 07/25/65 GSMBS 2025-RPL3 362963AA8 - - 14,697,180 $14,204,205 $14,204,205 0.26 $14,148,968
BMP Commercial Mortgage Trust 2024-MF23 A 5.6837% 15-JUN-2041, 5.68%, 06/15/41 BMP 2024-MF23 05593JAA8 - - 14,000,000 $14,055,317 $14,055,317 0.26 $14,013,314
FHLMC 30yr Pool#SD1143 4.500% 01-Sep-2050, 4.50%, 09/01/50 FR 3132DNHU0 - - 14,438,301 $14,031,201 $14,031,201 0.26 $13,971,643
FNMA 30yr Pool#FA0470 6.000% 01-Jan-2055, 6.00%, 01/01/55 FN 3140W0QY4 - - 13,558,253 $13,910,731 $13,910,731 0.25 $13,836,161
FIGRE Trust 2025-HE4|5.709|07/25/2055, 5.71%, 07/25/55 FIGRE 2025-HE4 31684PAC6 - - 13,414,944 $13,434,050 $13,434,050 0.24 $13,414,904
FNMA 30yr Pool#FM5350 4.500% 01-Sep-2050, 4.50%, 09/01/50 FN 3140X85L7 - - 13,850,404 $13,417,997 $13,417,997 0.24 $13,360,864
RCKT Mortgage Trust 2024-CES7 A1A 5.158% 25-OCT-2044, 5.16%, 10/25/44 RCKT 2024-CES7 749414AA6 - - 13,377,142 $13,361,165 $13,361,165 0.24 $13,297,915
FHLMC 30yr Pool#SD5994 4.500% 01-Sep-2050, 4.50%, 09/01/50 FR 3132DTUT5 - - 13,536,925 $13,155,241 $13,155,241 0.24 $13,099,401
Foundation Finance Trust 2025-2|4.94|04/15/2052, 4.94%, 04/15/52 FFIN 2025-2A 35042NAB1 - - 13,050,000 $12,996,808 $12,996,808 0.24 $12,996,808
FNMA 40yr Pool#BF0731 2.500% 01-Jun-2063, 2.50%, 06/01/63 FN 3140FXY55 - - 15,785,633 $12,878,420 $12,878,420 0.23 $12,842,245
FIGRE Trust 2025-HE3 A 5.56% 25-MAY-2055, 5.56%, 05/25/55 FIGRE 2025-HE3 31684LAA9 - - 12,268,815 $12,700,696 $12,700,696 0.23 $12,247,066
PRET 2025-NPL4 A1 6.3677% 25-MAY-2055, 6.37%, 04/25/55 PRET 2025-NPL4 74136UAA3 - - 12,567,875 $12,654,192 $12,654,192 0.23 $12,571,288
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 $12,591,721 $12,591,721 0.23 $12,506,160
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 $12,512,252 $12,512,252 0.23 $12,482,756
Homeward Opportunities Fund Trust 2025-RRTL1 A1 5.476% 25-MAR-2040, 5.48%, 03/25/40 HOF 2025-RRTL1 437919AA1 - - 12,500,000 $12,510,471 $12,510,471 0.23 $12,493,359
FNMA 30yr Pool#FS6236 6.500% 01-Nov-2053, 6.50%, 11/01/53 FN 3140XM4W3 - - 11,979,514 $12,502,065 $12,502,065 0.23 $12,430,687
FNMA 30yr Pool#FS7541 4.000% 01-Jun-2052, 4.00%, 06/01/52 FN 3140XPLX5 - - 13,064,773 $12,287,287 $12,287,287 0.22 $12,239,383
FHLMC 30yr Pool#SL0509 4.500% 01-Jan-2055, 4.50%, 01/01/55 FR 31427MR78 - - 12,816,357 $12,273,609 $12,273,609 0.22 $12,220,742
FHLMC 30yr Pool#SD5224 6.000% 01-Mar-2054, 6.00%, 03/01/54 FR 3132DSYV8 - - 11,834,176 $12,141,833 $12,141,833 0.22 $12,076,745
FHLMC 30yr Pool#QG6755 5.500% 01-Jun-2053, 5.50%, 06/01/53 FR 3133C7QG5 - - 11,920,937 $12,117,567 $12,117,567 0.22 $12,057,465
FNMA 30yr Pool#FS7117 6.500% 01-Feb-2054, 6.50%, 02/01/54 FN 3140XN4B7 - - 11,476,271 $11,976,870 $11,976,870 0.22 $11,908,491
FNMA 30yr Pool#BY4134 5.500% 01-Jul-2053, 5.50%, 07/01/53 FN 3140NLSY6 - - 11,736,170 $11,813,912 $11,813,912 0.21 $11,754,742
FNMA 40yr Pool#BF0783 3.500% 01-Dec-2063, 3.50%, 12/01/63 FN 3140FX2R2 - - 13,125,865 $11,683,684 $11,683,684 0.21 $11,641,572
FHLMC 30yr Pool#QH3306 6.000% 01-Oct-2053, 6.00%, 10/01/53 FR 3133CFU72 - - 11,278,268 $11,614,127 $11,614,127 0.21 $11,552,097
FNMA 30yr Pool#FS5818 4.500% 01-Oct-2050, 4.50%, 10/01/50 FN 3140XMPC4 - - 11,831,835 $11,462,448 $11,462,448 0.21 $11,413,641
FNMA 30yr Pool#FS5362 4.500% 01-Dec-2050, 4.50%, 12/01/50 FN 3140XL5Y0 - - 11,695,484 $11,330,353 $11,330,353 0.21 $11,282,109
FNMA 30yr Pool#FS7613 4.500% 01-May-2052, 4.50%, 05/01/52 FN 3140XPN70 - - 11,379,415 $11,058,564 $11,058,564 0.20 $11,011,624
Angel Oak Mortgage Trust 2025-7|5.763|06/25/2070, 5.76%, 06/25/70 AOMT 2025-7 03466TAB3 - - 10,910,000 $10,969,243 $10,969,243 0.20 $10,911,608
FNMA 30yr Pool#BX0421 5.500% 01-Nov-2052, 5.50%, 11/01/52 FN 3140N4PF8 - - 10,689,713 $10,808,394 $10,808,394 0.20 $10,754,500
FHLMC 30yr Pool#SL0869 4.500% 01-May-2053, 4.50%, 05/01/53 FR 31427M6F3 - - 11,255,679 $10,795,625 $10,795,625 0.20 $10,749,196
FHLMC 30yr Pool#RA7104 4.500% 01-Feb-2051, 4.50%, 02/01/51 FR 3133KN3M3 - - 10,984,764 $10,631,170 $10,631,170 0.19 $10,585,857
FNMA 30yr Pool#BW2174 4.500% 01-Jun-2052, 4.50%, 06/01/52 FN 3140MTMY6 - - 11,057,958 $10,593,688 $10,593,688 0.19 $10,548,074
FIGRE Trust 2025-HE4|5.408|07/25/2055, 5.41%, 07/25/55 FIGRE 2025-HE4 31684PAA0 - - 10,545,000 $10,559,121 $10,559,121 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 $10,400,283 $10,400,283 0.19 $10,385,721
FNMA 30yr Pool#FS6662 4.000% 01-Oct-2051, 4.00%, 10/01/51 FN 3140XNML5 - - 11,049,655 $10,392,089 $10,392,089 0.19 $10,351,574
FHLMC 30yr Pool#QH1500 6.000% 01-Sep-2053, 6.00%, 09/01/53 FR 3133CDUZ5 - - 10,057,775 $10,318,100 $10,318,100 0.19 $10,262,782
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 $10,261,778 $10,261,778 0.19 $10,195,845
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 $10,251,629 $10,251,629 0.19 $10,234,842
RCKT Mortgage Trust 2024-CES9 A1B 5.683% 25-DEC-2044, 5.68%, 12/25/44 RCKT 2024-CES9 749426AB8 - - 10,181,449 $10,235,811 $10,235,811 0.19 $10,182,771
RCKT Mortgage Trust 2024-CES5 A1B 6.047% 25-JUL-2044, 6.05%, 08/25/44 RCKT 74938KAB3 - - 10,129,902 $10,198,542 $10,198,542 0.19 $10,142,391
Connecticut Avenue Securities Trust 2024-R05 2M2 6.00517% 25-JUL-2044, 6.01%, 07/25/44 CAS 2024-R05 20754XAC7 - - 10,060,000 $10,173,137 $10,173,137 0.18 $10,109,228
A&D Mortgage Trust 2025-NQM2 A1 5.79% 25-JUN-2070, 5.79%, 06/25/70 ADMT 2025-NQM2 00250EAC0 - - 10,025,484 $10,102,458 $10,102,458 0.18 $10,049,248
LHOME Mortgage Trust 2024-RTL3 A1 6.9% 25-MAY-2029, 6.90%, 05/25/29 LHOME 2024-RTL3 50205GAA0 - - 9,960,000 $10,077,925 $10,077,925 0.18 $10,060,744
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 $9,999,353 $9,999,353 0.18 $9,983,779
Alterna Funding III A 6.26% 15-MAY-2039, 6.26%, 05/16/39 TAX 2024-1A 02157JAA3 - - 9,807,978 $9,917,827 $9,917,827 0.18 $9,885,423
FNMA 30yr Pool#FS2144 3.500% 01-Jun-2052, 3.50%, 06/01/52 FN 3140XHL21 - - 10,756,192 $9,818,238 $9,818,238 0.18 $9,783,729
FHLMC 30yr Pool#QH4373 6.000% 01-Nov-2053, 6.00%, 11/01/53 FR 3133CG2E6 - - 9,470,639 $9,813,878 $9,813,878 0.18 $9,761,789
FNMA 30yr Pool#FA0654 4.500% 01-Dec-2054, 4.50%, 12/01/54 FN 3140W0WQ4 - - 10,077,757 $9,650,984 $9,650,984 0.18 $9,609,413
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 $9,632,154 $9,632,154 0.18 $9,621,028
Rithm Capital Corp. 8.0% 01-APR-2029, 8.00%, 04/01/29 RITM 64828TAB8 - - 9,213,000 $9,523,650 $9,523,650 0.17 $9,333,248
FNMA 30yr Pool#DA0026 6.000% 01-Sep-2053, 6.00%, 09/01/53 FN 3140A0A41 - - 9,241,441 $9,480,636 $9,480,636 0.17 $9,429,808
FHLMC 30yr Pool#RJ1754 4.500% 01-Jun-2054, 4.50%, 06/01/54 FR 3142GR5Q9 - - 9,893,974 $9,474,984 $9,474,984 0.17 $9,434,171
RCKT Mortgage Trust 2025-CES6|5.472|06/25/2055, 5.47%, 06/25/55 RCKT 2025-CES6 748949AA2 - - 9,372,000 $9,456,166 $9,456,166 0.17 $9,409,156
FNMA 30yr Pool#FA1287 4.500% 01-Jul-2053, 4.50%, 07/01/53 FN 3140W1ND1 - - 9,719,985 $9,336,802 $9,336,802 0.17 $9,296,707
LHOME Mortgage Trust 2024-RTL5 A2 5.751% 25-SEP-2039, 5.75%, 09/25/39 LHOME 2024-RTL5 50205WAB3 - - 9,325,000 $9,299,450 $9,299,450 0.17 $9,286,043
FHLMC 30yr Pool#SD7417 5.500% 01-Jan-2055, 5.50%, 01/01/55 FR 3132DVG25 - - 9,091,231 $9,231,409 $9,231,409 0.17 $9,185,574
FIGRE Trust 2025-PF1 A 5.758% 25-JUN-2055, 5.76%, 06/25/55 FIGRE 2025-PF1 316922AA1 - - 8,460,814 $9,066,398 $9,066,398 0.16 $8,436,666
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 $8,892,426 $8,892,426 0.16 $8,880,126
RCKT Mortgage Trust 2024-CES1 A1B 6.325% 25-FEB-2044, 6.33%, 02/25/44 RCKT 2024-CES1 749424AB3 - - 8,782,952 $8,871,178 $8,871,178 0.16 $8,820,255
Fannie Mae REMIC Trust 2022-65 FB 5.10517% 25-SEP-2052, 5.11%, 09/25/52 FNR 2022-65 3136BPCQ2 - - 8,948,402 $8,779,147 $8,779,147 0.16 $8,767,727
FNMA 30yr Pool#FA0787 4.500% 01-Jan-2055, 4.50%, 01/01/55 FN 3140W02V6 - - 8,982,045 $8,601,673 $8,601,673 0.16 $8,564,622
ACHM Trust 2024-HE1 A 6.55% 25-MAY-2039, 6.55%, 05/25/39 ACHM 2024-HE1 00449TAA3 - - 8,414,727 $8,517,464 $8,517,464 0.15 $8,503,685
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 $8,437,183 $8,437,183 0.15 $8,378,450
PRPM 2025-RPL4 A1, 3.00%, 05/25/55 PRPM 2025-RPL4 74448NAA2 - - 9,037,486 $8,435,213 $8,435,213 0.15 $8,410,360
FIGRE Trust 2025-HE2 A 5.775% 25-MAR-2055, 5.78%, 03/25/55 FIGRE 2025-HE2 31684KAA1 - - 8,358,954 $8,423,660 $8,423,660 0.15 $8,379,409
FHLMC 30yr Pool#QX0520 5.500% 01-Dec-2054, 5.50%, 12/01/54 FR 31425USJ5 - - 7,884,448 $7,945,938 $7,945,938 0.14 $7,906,187
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 $7,824,414 $7,824,414 0.14 $7,799,668
Mello Mortgage Capital Acceptance 2024-SD1 A1 4.0% 25-APR-2054, 4.00%, 04/25/54 MELLO 58550DAA1 - - 7,936,357 $7,751,063 $7,751,063 0.14 $7,743,127
FHLMC 30yr Pool#SD5223 6.000% 01-Apr-2054, 6.00%, 04/01/54 FR 3132DSYU0 - - 7,550,205 $7,746,490 $7,746,490 0.14 $7,704,964
FNMA 30yr Pool#DB4017 6.000% 01-May-2054, 6.00%, 05/01/54 FN 3140ADPB1 - - 7,545,828 $7,741,999 $7,741,999 0.14 $7,700,497
FNMA 30yr Pool#FS7397 6.000% 01-Mar-2054, 6.00%, 03/01/54 FN 3140XPGF0 - - 7,500,922 $7,695,926 $7,695,926 0.14 $7,654,671
FIGRE Trust 2024-HE3 A 5.937% 25-JUL-2054, 5.94%, 07/25/54 FIGRE 2024-HE3 31684GAA0 - - 7,587,446 $7,667,128 $7,667,128 0.14 $7,655,866
Connecticut Avenue Securities Trust 2025-R01 1M2 5.80517% 25-JAN-2045, 5.81%, 01/25/45 CAS 2025-R01 20755JAC7 - - 7,526,000 $7,541,628 $7,541,628 0.14 $7,530,704
FNMA 30yr Pool#FS8486 4.500% 01-Dec-2052, 4.50%, 12/01/52 FN 3140XQNC7 - - 7,633,480 $7,310,606 $7,310,606 0.13 $7,279,118
Angel Oak Mortgage Trust 2025-6 A2 5.768% 25-APR-2070, 5.77%, 04/25/70 AOMT 2025-6 034937AB8 - - 7,183,400 $7,230,484 $7,230,484 0.13 $7,192,503
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 $7,195,446 $7,195,446 0.13 $7,181,616
FNMA 30yr Pool#DD5556 6.000% 01-Mar-2055, 6.00%, 03/01/55 FN DD5556 MTGE 3140B6E68 - - 6,960,968 $7,141,935 $7,141,935 0.13 $7,103,650
FHLMC 30yr Pool#QG3912 5.500% 01-Jun-2053, 5.50%, 06/01/53 FR 3133C4KZ6 - - 6,899,673 $6,994,576 $6,994,576 0.13 $6,959,790
COLT 2025-6 Mortgage Loan Trust|5.783|08/25/2070, 5.78%, 08/25/70 COLT 2025-6 19689BAB9 - - 6,910,000 $6,961,902 $6,961,902 0.13 $6,925,272
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 $6,939,092 $6,939,092 0.13 $6,930,280
FNMA 30yr Pool#BY0337 6.500% 01-May-2053, 6.50%, 05/01/53 FN 3140NGLT5 - - 6,601,269 $6,877,097 $6,877,097 0.13 $6,837,765
Connecticut Avenue Securities Trust 2025-R04 25-MAY-2045, 5.51%, 05/25/45 CAS 2025-R04 20755TAB7 - - 6,851,092 $6,876,493 $6,876,493 0.13 $6,867,064
LHOME Mortgage Trust 2024-RTL4 A2 6.092% 25-JUL-2039, 6.09%, 07/25/39 LHOME 2024-RTL4 50205PAB8 - - 6,870,000 $6,875,213 $6,875,213 0.12 $6,864,750
Connecticut Avenue Securities Trust 2025-R01 1M1 5.40517% 25-JAN-2045, 5.41%, 01/25/45 CAS 2025-R01 20755JAB9 - - 6,629,662 $6,674,814 $6,674,814 0.12 $6,635,429
FHLMC 30yr Pool#QH7040 6.000% 01-Dec-2053, 6.00%, 12/01/53 FR 3133CKZD3 - - 6,506,050 $6,674,445 $6,674,445 0.12 $6,638,662
FNMA 30yr Pool#DA1456 5.500% 01-Sep-2053, 5.50%, 09/01/53 FN 3140A1TN7 - - 6,612,469 $6,655,729 $6,655,729 0.12 $6,622,391
PRET 2025-RPL2 Trust A1 4.0% 25-FEB-2065, 4.00%, 08/25/64 PRET 2025-RPL2 69392LAA2 - - 6,846,478 $6,614,093 $6,614,093 0.12 $6,588,989
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 $6,608,459 $6,608,459 0.12 $6,597,372
RCKT Mortgage Trust 2024-CES8 A1A 5.48955% 25-OCT-2044, 5.49%, 11/25/44 RCKT 2024-CES8 749421AA1 - - 6,545,958 $6,565,970 $6,565,970 0.12 $6,533,030
FNMA 30yr Pool#FM4129 4.000% 01-Sep-2050, 4.00%, 09/01/50 FN 3140X7ST7 - - 6,969,625 $6,554,862 $6,554,862 0.12 $6,529,307
FNMA 30yr Pool#DA1468 6.000% 01-Sep-2053, 6.00%, 09/01/53 FN 3140A1T23 - - 6,323,452 $6,511,760 $6,511,760 0.12 $6,476,981
LHOME Mortgage Trust 2024-RTL1 A1 7.017% 25-JAN-2029, 7.02%, 01/25/29 LHOME 2024-RTL1 50205DAA7 - - 6,341,000 $6,389,197 $6,389,197 0.12 $6,378,073
PRPM 2025-RPL3 A1 3.25% 25-APR-2055, 3.25%, 04/25/55 PRPM 2025-RPL3 69392NAA8 - - 6,618,391 $6,312,652 $6,312,652 0.11 $6,292,935
FNMA 30yr Pool#DC7015 5.500% 01-Dec-2054, 5.50%, 12/01/54 FN 3140AUYM9 - - 6,261,856 $6,310,692 $6,310,692 0.11 $6,279,122
FHLMC 30yr Pool#SD3018 5.500% 01-May-2053, 5.50%, 05/01/53 FR 3132DQK70 - - 6,181,893 $6,231,793 $6,231,793 0.11 $6,200,626
FHLMC 30yr Pool#SD3813 6.000% 01-Jul-2053, 6.00%, 07/01/53 FR 3132E0GW6 - - 5,996,496 $6,168,301 $6,168,301 0.11 $6,135,320
FNMA 30yr Pool#FM7479 4.500% 01-Jan-2050, 4.50%, 01/01/50 FN 3140XBJZ4 - - 6,319,310 $6,141,132 $6,141,132 0.11 $6,115,065
FHLMC 30yr Pool#QH2242 5.500% 01-Sep-2053, 5.50%, 09/01/53 FR 3133CEP30 - - 5,869,040 $5,907,436 $5,907,436 0.11 $5,877,847
FNMA 30yr Pool#FS1578 4.000% 01-Oct-2050, 4.00%, 10/01/50 FN 3140XGXG9 - - 6,229,973 $5,869,374 $5,869,374 0.11 $5,846,531
FHLMC 30yr Pool#QH4638 6.000% 01-Nov-2053, 6.00%, 11/01/53 FR 3133CHEK7 - - 5,623,345 $5,827,149 $5,827,149 0.11 $5,796,221
FNMA 30yr Pool#FS0088 4.000% 01-Mar-2050, 4.00%, 03/01/50 FN 3140XFC25 - - 6,132,089 $5,791,639 $5,791,639 0.11 $5,769,154
FHLMC 30yr Pool#SD2606 4.500% 01-Sep-2051, 4.50%, 09/01/51 FR 3132DP3P1 - - 5,962,144 $5,770,225 $5,770,225 0.10 $5,745,631
FHLMC 30yr Pool#QH4473 6.000% 01-Nov-2053, 6.00%, 11/01/53 FR 3133CG6J1 - - 5,500,206 $5,699,547 $5,699,547 0.10 $5,669,296
FHLMC 30yr Pool#QJ9072 6.000% 01-Nov-2054, 6.00%, 11/01/54 FR 3133D1CH0 - - 5,486,176 $5,628,802 $5,628,802 0.10 $5,598,628
RCKT Mortgage Trust 2025-CES1 A1A 5.653% 25-JAN-2045, 5.65%, 01/25/45 RCKT 2025-CES1 A1 749427AA8 - - 5,568,538 $5,607,802 $5,607,802 0.10 $5,578,947
Ginnie Mae REMIC Trust 2023-116 LF 5.62827% 20-AUG-2053, 5.60%, 08/20/53 GNR 2023-116 38384EFT7 - - 5,433,493 $5,463,125 $5,463,125 0.10 $5,451,288
BX Trust 2021-SDMF A 5.015% 15-SEP-2034, 5.02%, 09/15/34 BX 2021-SDMF 12434CAA2 - - 5,435,823 $5,435,442 $5,435,442 0.10 $5,421,053
LHOME Mortgage Trust 2024-RTL2 A1 7.128% 25-MAR-2029, 7.13%, 03/25/29 LHOME 50205JAA4 - - 5,293,684 $5,349,961 $5,349,961 0.10 $5,340,528
FNMA 30yr Pool#CA0706 4.000% 01-Nov-2047, 4.00%, 11/01/47 FN 3140Q7YC5 - - 5,608,286 $5,293,601 $5,293,601 0.10 $5,273,038
RCKT Mortgage Trust 2023-CES1 A1A 6.515% 25-JUN-2043, 6.51%, 06/25/43 RCKT 74935WAA2 - - 5,088,973 $5,132,290 $5,132,290 0.09 $5,101,898
RCKT Mortgage Trust 2024-CES6 A1B 5.546% 25-SEP-2044, 5.55%, 09/25/44 RCKT 2024-CES6 749410AB2 - - 5,115,541 $5,127,393 $5,127,393 0.09 $5,101,387
FNMA 30yr Pool#BX5986 5.500% 01-Mar-2053, 5.50%, 03/01/53 FN 3140NAUL5 - - 4,989,928 $5,073,477 $5,073,477 0.09 $5,048,320
FNMA 30yr Pool#DA5019 6.500% 01-Nov-2053, 6.50%, 11/01/53 FN 3140A5SH2 - - 4,857,295 $5,071,310 $5,071,310 0.09 $5,042,369
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 $5,070,331 $5,070,331 0.09 $5,053,500
FNMA 30yr Pool#DA5072 6.500% 01-Nov-2053, 6.50%, 11/01/53 FN 3140A5T65 - - 4,821,988 $5,034,446 $5,034,446 0.09 $5,005,715
FHLMC 30yr Pool#QX6719 6.000% 01-Feb-2055, 6.00%, 02/01/55 FR 31426CPD0 - - 4,882,621 $5,009,556 $5,009,556 0.09 $4,982,702
FNMA 30yr Pool#DD3307 6.000% 01-Feb-2055, 6.00%, 02/01/55 FN DD3307 MTGE 3140B3U91 - - 4,798,766 $4,923,521 $4,923,521 0.09 $4,897,128
FHLMC 30yr Pool#QF9863 5.500% 01-Mar-2053, 5.50%, 03/01/53 FR 3133BX5Y3 - - 4,840,710 $4,907,943 $4,907,943 0.09 $4,883,537
FIGRE Trust 2025-HE3 B 5.71% 25-MAY-2055, 5.71%, 05/25/55 FIGRE 2025-HE3 31684LAB7 - - 4,868,578 $4,885,140 $4,885,140 0.09 $4,859,657
Connecticut Avenue Securities Trust 2024-R02 1M1 5.40517% 25-FEB-2044, 5.41%, 02/25/44 CAS 2024-R02 20754GAA8 - - 4,873,310 $4,879,223 $4,879,223 0.09 $4,872,638
ABL 2024-RTL1 A2 7.457% 25-SEP-2029, 7.46%, 09/25/29 ABL 2024-RTL1 00092EAB4 - - 4,840,000 $4,822,647 $4,822,647 0.09 $4,813,624
FHLMC 30yr Pool#QH2259 6.000% 01-Sep-2053, 6.00%, 09/01/53 FR 3133CEQL9 - - 4,643,892 $4,764,089 $4,764,089 0.09 $4,738,548
FNMA 30yr Pool#FS3246 5.500% 01-Nov-2052, 5.50%, 11/01/52 FN 3140XJTC7 - - 4,634,338 $4,723,084 $4,723,084 0.09 $4,699,719
FHLMC 30yr Pool#QI8221 6.000% 01-Jun-2054, 6.00%, 06/01/54 FR 3133WFD20 - - 4,578,795 $4,697,832 $4,697,832 0.09 $4,672,648
FHLMC 30yr Pool#RA1100 4.000% 01-Jul-2049, 4.00%, 07/01/49 FR 3133KGGH5 - - 4,982,179 $4,685,689 $4,685,689 0.09 $4,667,421
FHLMC 30yr Pool#QH5204 6.500% 01-Nov-2053, 6.50%, 11/01/53 FR 3133CHX91 - - 4,379,481 $4,596,238 $4,596,238 0.08 $4,570,143
FIGRE Trust 2025-HE3 C 5.91% 25-MAY-2055, 5.91%, 05/25/55 FIGRE 2025-HE3 31684LAC5 - - 4,576,463 $4,592,517 $4,592,517 0.08 $4,567,724
FNMA 30yr Pool#BX9326 5.500% 01-Mar-2053, 5.50%, 03/01/53 FN 3140NELG8 - - 4,485,340 $4,547,637 $4,547,637 0.08 $4,525,023
FNMA 30yr Pool#BX0419 5.500% 01-Nov-2052, 5.50%, 11/01/52 FN 3140N4PD3 - - 4,316,298 $4,359,207 $4,359,207 0.08 $4,337,446
RCKT Mortgage Trust 2025-CES2 A1B 5.603% 25-FEB-2055, 5.60%, 02/25/55 RCKT 2025-CES2 74942BAB7 - - 4,300,740 $4,320,166 $4,320,166 0.08 $4,298,077
FNMA 30yr Pool#CB2907 3.500% 01-Feb-2052, 3.50%, 02/01/52 FN 3140QNGR7 - - 4,710,212 $4,300,945 $4,300,945 0.08 $4,285,833
FHLMC 30yr Pool#QH0826 5.500% 01-Sep-2053, 5.50%, 09/01/53 FR 3133CC4K9 - - 4,227,493 $4,296,522 $4,296,522 0.08 $4,275,208
FHLMC 30yr Pool#QF7280 5.500% 01-Jan-2053, 5.50%, 01/01/53 FR 3133BVCR4 - - 4,187,571 $4,269,846 $4,269,846 0.08 $4,248,734
FNMA 30yr Pool#BX9422 5.500% 01-Mar-2053, 5.50%, 03/01/53 FN 3140NEPG4 - - 4,193,151 $4,221,271 $4,221,271 0.08 $4,200,130
SREIT Commercial Mortgage Trust 2021-MFP B 5.5058% 15-NOV-2038, 5.51%, 11/15/38 SREIT 2021-MFP 78472UAC2 - - 4,194,208 $4,203,805 $4,203,805 0.08 $4,191,617
FNMA 30yr Pool#BX6124 6.500% 01-Jan-2053, 6.50%, 01/01/53 FN 3140NAYW7 - - 3,974,270 $4,176,626 $4,176,626 0.08 $4,152,946
FNMA 30yr Pool#BW6314 5.500% 01-Aug-2052, 5.50%, 08/01/52 FN 3140MYAQ5 - - 4,104,782 $4,151,969 $4,151,969 0.08 $4,131,274
Connecticut Avenue Securities Trust 2024-R06 1M2 5.90517% 25-SEP-2044, 5.91%, 09/25/44 CAS 2024-R06 20755RAC9 - - 4,125,699 $4,144,683 $4,144,683 0.08 $4,138,592
Fannie Mae REMIC Trust 2020-98 AI 3.5% 25-JAN-2061, 3.50%, 01/25/61 FNR 2020-98 3136BDLE6 - - 19,229,256 $4,139,633 $4,139,633 0.08 $4,077,939
FHLMC 30yr Pool#QX5273 6.000% 01-Feb-2055, 6.00%, 02/01/55 FR 31426A2F4 - - 4,019,794 $4,124,298 $4,124,298 0.07 $4,102,189
Bayview Opportunity Master Fund VII Trust 2024-CAR1 B 5.60517% 25-DEC-2031, 5.61%, 12/26/31 BVCLN 2024-CAR1 07336QAB8 - - 4,054,823 $4,092,318 $4,092,318 0.07 $4,067,332
FNMA 30yr Pool#DA3549 6.500% 01-Oct-2053, 6.50%, 10/01/53 FN 3140A35K5 - - 3,893,381 $4,086,079 $4,086,079 0.07 $4,062,881
EFMT 2025-CES1 A1B 5.877% 25-JAN-2060, 5.88%, 01/25/60 EFMT 2025-CES1 26846VAB0 - - 3,970,602 $4,006,098 $4,006,098 0.07 $3,984,707
FNMA 30yr Pool#FS2135 4.000% 01-Nov-2049, 4.00%, 11/01/49 FN 3140XHLR6 - - 4,227,566 $3,983,262 $3,983,262 0.07 $3,967,761
FNMA 30yr Pool#FS2713 4.500% 01-Oct-2050, 4.50%, 10/01/50 FN 3140XJAP8 - - 3,903,685 $3,793,618 $3,793,618 0.07 $3,777,515
FNMA 30yr Pool#BY0335 6.000% 01-May-2053, 6.00%, 05/01/53 FN 3140NGLR9 - - 3,701,768 $3,784,656 $3,784,656 0.07 $3,764,296
FHLMC 30yr Pool#QH7549 6.000% 01-Dec-2053, 6.00%, 12/01/53 FR 3133CLL61 - - 3,527,604 $3,618,908 $3,618,908 0.07 $3,599,507
FNMA 30yr Pool#FM7031 4.000% 01-Jan-2051, 4.00%, 01/01/51 FN 3140XAY55 - - 3,824,961 $3,597,337 $3,597,337 0.07 $3,583,313
FHLMC 30yr Pool#QH1144 5.500% 01-Sep-2053, 5.50%, 09/01/53 FR 3133CDHV9 - - 3,531,183 $3,588,549 $3,588,549 0.07 $3,570,746
FHLMC 30yr Pool#SD1416 4.500% 01-Dec-2048, 4.50%, 12/01/48 FR 3132DNSD6 - - 3,603,751 $3,502,140 $3,502,140 0.06 $3,487,275
FINANCE OF AMERICA STRUCTURE 3.5% 74, 3.50%, 02/25/74 FASST 2024-S1 31740RAB6 - - 3,610,080 $3,494,207 $3,494,207 0.06 $3,491,048
FHLMC 30yr Pool#QH6041 5.500% 01-Dec-2053, 5.50%, 12/01/53 FR 3133CJWA5 - - 3,445,211 $3,490,979 $3,490,979 0.06 $3,473,609
FNMA 30yr Pool#FM1540 4.000% 01-Sep-2049, 4.00%, 09/01/49 FN 3140X4WA0 - - 3,703,713 $3,483,305 $3,483,305 0.06 $3,469,725
RAM 2024-1 A 5.95% 15-FEB-2039, 6.67%, 02/15/39 RAM 2024-1 751313AA5 - - 3,459,042 $3,479,060 $3,479,060 0.06 $3,466,885
FHLMC 30yr Pool#QF7810 5.500% 01-Jan-2053, 5.50%, 01/01/53 FR 3133BVVB8 - - 3,390,554 $3,455,835 $3,455,835 0.06 $3,438,741
FNMA 30yr Pool#DA0036 6.500% 01-Sep-2053, 6.50%, 09/01/53 FN 3140A0BE8 - - 3,243,962 $3,386,892 $3,386,892 0.06 $3,367,563
FNMA 30yr Pool#BX8700 5.500% 01-Mar-2053, 5.50%, 03/01/53 FN 3140NDU21 - - 3,316,390 $3,368,117 $3,368,117 0.06 $3,351,397
BX Trust 2021-BXMF C 5.61727% 15-OCT-2038, 5.62%, 10/15/26 BX 2021-BXMF 05609RAJ3 - - 3,337,147 $3,340,976 $3,340,976 0.06 $3,331,082
FNMA 30yr Pool#MA4026 4.000% 01-May-2050, 4.00%, 05/01/50 FN 31418DPL0 - - 3,518,547 $3,301,269 $3,301,269 0.06 $3,288,368
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 $3,280,298 $3,280,298 0.06 $3,270,024
Connecticut Avenue Securities Trust 2024-R02 1M2 6.10517% 25-FEB-2044, 6.11%, 02/25/44 CAS 2024-R02 20754GAE0 - - 3,168,862 $3,202,416 $3,202,416 0.06 $3,197,580
FNMA 30yr Pool#MA4056 4.000% 01-Jun-2050, 4.00%, 06/01/50 FN 31418DQJ4 - - 3,413,388 $3,198,673 $3,198,673 0.06 $3,186,157
Connecticut Avenue Securities Trust 2024-R01 1M2 6.10517% 25-JAN-2044, 6.11%, 01/25/44 CAS 2024-R01 20753UAB6 - - 3,140,000 $3,177,174 $3,177,174 0.06 $3,172,381
FHLMC 30yr Pool#QE6404 5.500% 01-Jul-2052, 5.50%, 07/01/52 FR 3133BGDH8 - - 3,122,777 $3,159,494 $3,159,494 0.06 $3,143,750
FHLMC 30yr Pool#SD1111 4.000% 01-Jun-2050, 4.00%, 06/01/50 FR 3132DNGU1 - - 3,337,021 $3,155,692 $3,155,692 0.06 $3,143,456
FNMA 30yr Pool#BV5379 3.000% 01-Apr-2052, 3.00%, 04/01/52 FN 3140MJ6R1 - - 3,570,500 $3,128,552 $3,128,552 0.06 $3,118,733
FIGRE Trust 2024-HE4 B 5.252% 25-SEP-2054, 5.25%, 09/25/54 FIGRE 2024-HE4 31684UAB7 - - 3,139,253 $3,122,362 $3,122,362 0.06 $3,118,241
FHLMC 30yr Pool#QG2539 6.500% 01-May-2053, 6.50%, 05/01/53 FR 3133C2ZC5 - - 2,903,924 $3,025,262 $3,025,262 0.06 $3,007,960
Reach ABS Trust 2024-2 A 5.88% 15-JUL-2031, 5.88%, 07/15/31 REACH 2024-2A 75525HAA8 - - 3,006,451 $3,024,646 $3,024,646 0.05 $3,015,807
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 $3,020,322 $3,020,322 0.05 $3,002,890
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 $2,995,601 $2,995,601 0.05 $2,991,395
FNMA 30yr Pool#MA3496 4.500% 01-Oct-2048, 4.50%, 10/01/48 FN 31418C3E2 - - 3,081,843 $2,994,948 $2,994,948 0.05 $2,982,235
Fannie Mae Pool|4|03/01/2050, 4.00%, 03/01/50 FN 3140X8S24 - - 3,154,909 $2,972,592 $2,972,592 0.05 $2,961,024
Connecticut Avenue Securities, Series 2021-R01 1M2 5.85517% 25-OCT-2041, 5.86%, 10/25/41 CAS 2021-R01 20754RAB2 - - 2,937,406 $2,949,967 $2,949,967 0.05 $2,945,667
FHLMC 30yr Pool#SD2897 5.500% 01-May-2053, 5.50%, 05/01/53 FR 3132DQGE0 - - 2,883,651 $2,906,991 $2,906,991 0.05 $2,892,452
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 $2,905,532 $2,905,532 0.05 $2,764,375
FNMA 30yr Pool#BV5393 3.500% 01-Apr-2052, 3.50%, 04/01/52 FN 3140MJ7F6 - - 3,168,182 $2,890,240 $2,890,240 0.05 $2,880,076
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 $2,890,114 $2,890,114 0.05 $2,881,513
FIGRE Trust 2024-HE3 C 6.229% 25-JUL-2054, 6.23%, 07/25/54 FIGRE 2024-HE3 31684GAC6 - - 2,813,032 $2,839,914 $2,839,914 0.05 $2,835,533
FHLMC 30yr Pool#QE8542 5.500% 01-Aug-2052, 5.50%, 08/01/52 FR 3133BJP30 - - 2,797,931 $2,830,462 $2,830,462 0.05 $2,816,356
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 $2,777,798 $2,777,798 0.05 $2,772,916
BX Trust 2021-BXMF G 7.775513% 15-OCT-2038, 7.78%, 10/15/26 BX 2021-BXMF 05609RAS3 - - 2,807,890 $2,734,283 $2,734,283 0.05 $2,722,759
FNMA 30yr Pool#DA1511 5.500% 01-Oct-2053, 5.50%, 10/01/53 FN 3140A1VD6 - - 2,658,236 $2,675,554 $2,675,554 0.05 $2,662,152
FHLMC 30yr Pool#Q57869 4.000% 01-Aug-2048, 4.00%, 08/01/48 FG 3132Y1W79 - - 2,831,911 $2,671,773 $2,671,773 0.05 $2,661,390
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 $2,660,065 $2,660,065 0.05 $2,655,972
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 $2,652,790 $2,652,790 0.05 $2,636,802
FNMA 30yr Pool#DA3538 6.000% 01-Oct-2053, 6.00%, 10/01/53 FN 3140A34Y6 - - 2,581,931 $2,648,759 $2,648,759 0.05 $2,634,559
FHLMC 30yr Pool#QF9276 5.500% 01-Mar-2053, 5.50%, 03/01/53 FR 3133BXJV4 - - 2,588,501 $2,632,057 $2,632,057 0.05 $2,619,006
Ginnie Mae REMIC Trust 2017-163 LO 0.0% 16-MAY-2041, 0.00%, 05/16/41 GNR 2017-163 38380KNA9 - - 3,436,697 $2,591,557 $2,591,557 0.05 $2,591,557
FHLMC 30yr Pool#QI4878 6.000% 01-Apr-2054, 6.00%, 04/01/54 FR 3133WBM37 - - 2,517,252 $2,582,694 $2,582,694 0.05 $2,568,849
FHLMC 30yr Pool#QF0488 5.500% 01-Sep-2052, 5.50%, 09/01/52 FR 3133BMRH0 - - 2,505,587 $2,534,390 $2,534,390 0.05 $2,521,758
PRPM 2024-RCF2 A1 3.75% 25-MAR-2054, 3.75%, 03/25/54 PRPM 2024-RCF2 693987AA7 - - 2,553,241 $2,478,849 $2,478,849 0.05 $2,476,456
FNMA 30yr Pool#DD4221 6.000% 01-Feb-2055, 6.00%, 02/01/55 FN DD4221 MTGE 3140B4VP2 - - 2,412,771 $2,475,497 $2,475,497 0.05 $2,462,226
FHLMC 30yr Pool#SD3523 3.000% 01-Jun-2052, 3.00%, 06/01/52 FR 3132DQ4G8 - - 2,835,247 $2,466,271 $2,466,271 0.04 $2,458,474
FNMA 30yr Pool#BY8533 6.500% 01-Aug-2053, 6.50%, 08/01/53 FN 3140NRPT7 - - 2,324,227 $2,426,633 $2,426,633 0.04 $2,412,784
FNMA 30yr Pool#BY5913 5.500% 01-Sep-2053, 5.50%, 09/01/53 FN 3140NNSB2 - - 2,344,659 $2,380,887 $2,380,887 0.04 $2,369,066
PRPM 2025-RCF3 LLC|5.25|07/25/2055, 5.25%, 07/25/55 PRPM 2025-RCF3 69392PAB1 - - 2,380,125 $2,341,794 $2,341,794 0.04 $2,330,340
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 $2,318,803 $2,318,803 0.04 $2,312,293
ACHV ABS Trust 2024-1PL B 6.34% 25-APR-2031, 6.34%, 04/25/31 ACHV 2024-1PL 00092BAB0 - - 2,261,945 $2,283,931 $2,283,931 0.04 $2,280,346
FIGRE Trust 2024-HE1 B 6.506% 25-MAR-2054, 6.51%, 03/25/54 FIGRE 2024-HE1 31684HAB6 - - 2,207,569 $2,249,912 $2,249,912 0.04 $2,246,321
FHLMC 30yr Pool#QX7432 6.000% 01-Feb-2055, 6.00%, 02/01/55 FR 31426DHJ4 - - 2,133,736 $2,189,207 $2,189,207 0.04 $2,177,472
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 $2,133,056 $2,133,056 0.04 $2,129,476
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 $2,121,340 $2,121,340 0.04 $2,114,173
FNMA 30yr Pool#FS3001 4.000% 01-Oct-2051, 4.00%, 10/01/51 FN 3140XJKP7 - - 2,253,396 $2,119,296 $2,119,296 0.04 $2,111,034
FHLMC 30yr Pool#QG2543 5.500% 01-May-2053, 5.50%, 05/01/53 FR 3133C2ZG6 - - 2,089,296 $2,118,034 $2,118,034 0.04 $2,107,500
Foundation Finance Trust 2023-2 A 6.53% 15-JUN-2049, 6.53%, 06/15/49 FFIN 2023-2A 35042RAA4 - - 2,028,264 $2,100,215 $2,100,215 0.04 $2,093,225
FNMA 30yr Pool#FS1640 4.000% 01-Apr-2052, 4.00%, 04/01/52 FN 3140XGZE2 - - 2,238,378 $2,098,828 $2,098,828 0.04 $2,090,621
Tricolor Auto Securitization Trust 2024-2 A 6.36% 15-DEC-2027, 6.36%, 12/15/27 TAST 2024-2A 89616PAA1 - - 1,692,877 $2,064,302 $2,064,302 0.04 $1,696,369
FNMA 30yr Pool#BP1500 3.000% 01-May-2050, 3.00%, 05/01/50 FN 3140K8U25 - - 2,322,956 $2,051,436 $2,051,436 0.04 $2,045,048
FNMA 30yr Pool#CA7849 4.500% 01-Oct-2050, 4.50%, 10/01/50 FN 3140QFWK1 - - 2,117,513 $2,051,404 $2,051,404 0.04 $2,042,670
FNMA 30yr Pool#BY0338 6.500% 01-May-2053, 6.50%, 05/01/53 FN 3140NGLU2 - - 1,923,050 $2,005,907 $2,005,907 0.04 $1,994,448
Bayview Opportunity Master Fund VII Trust 2024-CAR1 C 5.80517% 25-DEC-2031, 5.81%, 12/26/31 BVCLN 2024-CAR1 07336QAC6 - - 1,973,347 $1,994,724 $1,994,724 0.04 $1,981,461
Blue Bridge Funding 2023-1 A 7.37% 15-NOV-2030, 7.37%, 11/15/30 BBEF 2023-1A 09531MAA8 - - 1,959,173 $1,983,702 $1,983,702 0.04 $1,976,082
FHLMC 30yr Pool#QH7013 6.500% 01-Dec-2053, 6.50%, 12/01/53 FR 3133CKYJ1 - - 1,898,975 $1,982,645 $1,982,645 0.04 $1,971,330
FHLMC 30yr Pool#SI2017 4.000% 01-Dec-2048, 4.00%, 12/01/48 FR 3133USG21 - - 2,086,422 $1,965,851 $1,965,851 0.04 $1,958,201
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 $1,949,331 $1,949,331 0.04 $1,936,632
U.S. Auto Funding 2021-1 C 2.2% 15-MAY-2026, 2.20%, 05/15/26 USAUT 2021-1A 90355EAC5 - - 2,245,255 $1,934,518 $1,934,518 0.04 $1,931,911
FHLMC 30yr Pool#QG2540 6.500% 01-May-2053, 6.50%, 05/01/53 FR 3133C2ZD3 - - 1,835,838 $1,914,937 $1,914,937 0.03 $1,903,998
FNMA 30yr Pool#BX8072 5.500% 01-Mar-2053, 5.50%, 03/01/53 FN 3140NC6J3 - - 1,883,617 $1,909,778 $1,909,778 0.03 $1,900,282
FNMA 30yr Pool#BW0972 4.500% 01-Jul-2052, 4.50%, 07/01/52 FN 3140MSCJ2 - - 1,987,191 $1,908,977 $1,908,977 0.03 $1,900,780
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 $1,874,905 $1,874,905 0.03 $1,868,748
FHLMC 30yr Pool#SD1551 4.000% 01-Mar-2050, 4.00%, 03/01/50 FR 3132DNWL3 - - 1,952,055 $1,839,249 $1,839,249 0.03 $1,832,091
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 $1,809,166 $1,809,166 0.03 $1,807,720
FNMA 30yr Pool#BY0361 6.500% 01-Jun-2053, 6.50%, 06/01/53 FN 3140NGMK3 - - 1,734,759 $1,805,499 $1,805,499 0.03 $1,795,163
FHLMC 30yr Pool#QH3309 5.500% 01-Oct-2053, 5.50%, 10/01/53 FR 3133CFVA4 - - 1,768,933 $1,780,506 $1,780,506 0.03 $1,771,587
FNMA 30yr Pool#MA3521 4.000% 01-Nov-2048, 4.00%, 11/01/48 FN 31418C4F8 - - 1,885,901 $1,776,917 $1,776,917 0.03 $1,770,002
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 $1,744,093 $1,744,093 0.03 $1,741,563
Fannie Mae Pool|4|08/01/2050, 4.00%, 08/01/50 FN 3140X8UA3 - - 1,846,565 $1,730,409 $1,730,409 0.03 $1,723,638
FHLMC 30yr Pool#SD0943 3.500% 01-Apr-2052, 3.50%, 04/01/52 FR 3132DNBL6 - - 1,890,086 $1,725,858 $1,725,858 0.03 $1,719,794
FHLMC 30yr Pool#QA2039 3.000% 01-Aug-2049, 3.00%, 08/01/49 FR 31334YHQ3 - - 1,901,387 $1,682,071 $1,682,071 0.03 $1,676,842
FNMA 30yr Pool#CB2681 3.500% 01-Jan-2052, 3.50%, 01/01/52 FN 3140QM6T6 - - 1,808,830 $1,651,804 $1,651,804 0.03 $1,646,000
FHLMC 30yr Pool#SD4456 4.000% 01-Aug-2050, 4.00%, 08/01/50 FR 3132E05R9 - - 1,754,339 $1,649,938 $1,649,938 0.03 $1,643,505
PRPM 2025-RCF3 LLC|5.25|07/25/2055, 5.25%, 07/25/55 PRPM 2025-RCF3 69392PAC9 - - 1,700,000 $1,643,823 $1,643,823 0.03 $1,635,642
FHLMC 30yr Pool#QG4340 6.500% 01-Jun-2053, 6.50%, 06/01/53 FR 3133C4ZD9 - - 1,553,360 $1,618,266 $1,618,266 0.03 $1,609,010
FHLMC 30yr Pool#Q58477 4.000% 01-Sep-2048, 4.00%, 09/01/48 FG 3132Y2M37 - - 1,678,299 $1,583,396 $1,583,396 0.03 $1,577,242
FNMA 30yr Pool#BY0327 6.500% 01-May-2053, 6.50%, 05/01/53 FN 3140NGLH1 - - 1,524,634 $1,583,118 $1,583,118 0.03 $1,574,033
FNMA 30yr Pool#CA5573 4.000% 01-Apr-2050, 4.00%, 04/01/50 FN 3140QDFP4 - - 1,624,101 $1,521,939 $1,521,939 0.03 $1,515,984
FNMA 30yr Pool#MA3415 4.000% 01-Jul-2048, 4.00%, 07/01/48 FN 31418CYM0 - - 1,602,685 $1,510,068 $1,510,068 0.03 $1,504,192
FNMA 30yr Pool#DB3056 5.500% 01-May-2054, 5.50%, 05/01/54 FN 3140ACME0 - - 1,480,684 $1,496,825 $1,496,825 0.03 $1,489,359
FNMA 30yr Pool#CA1931 4.500% 01-Jun-2048, 4.50%, 06/01/48 FN 3140Q9ED1 - - 1,483,170 $1,441,351 $1,441,351 0.03 $1,435,233
FNMA 30yr Pool#BT8051 5.500% 01-Jan-2053, 5.50%, 01/01/53 FN 3140LW5M5 - - 1,399,411 $1,426,630 $1,426,630 0.03 $1,419,575
FNMA 30yr Pool#BY1896 5.500% 01-May-2053, 5.50%, 05/01/53 FN 3140NJDA9 - - 1,372,735 $1,391,617 $1,391,617 0.03 $1,384,696
FHLMC 30yr Pool#QG3885 6.500% 01-Jun-2053, 6.50%, 06/01/53 FR 3133C4J62 - - 1,325,914 $1,381,316 $1,381,316 0.03 $1,373,416
Reach ABS Trust 2024-1 A 6.3% 15-FEB-2031, 6.30%, 02/18/31 REACH 2024-1A 75526PAA9 - - 1,364,234 $1,372,560 $1,372,560 0.02 $1,368,024
FNMA 30yr Pool#BX7860 5.500% 01-Mar-2053, 5.50%, 03/01/53 FN 3140NCWW5 - - 1,311,019 $1,329,316 $1,329,316 0.02 $1,322,706
Towd Point Mortgage Trust 2024-CES1 A1B 6.049% 25-JAN-2064, 6.05%, 01/25/64 TPMT 2024-CES1 89183CAB1 - - 1,319,437 $1,327,960 $1,327,960 0.02 $1,320,644
FNMA 30yr Pool#AS6811 3.000% 01-Mar-2046, 3.00%, 03/01/46 FN 3138WGR97 - - 1,417,991 $1,255,009 $1,255,009 0.02 $1,251,110
Lendbuzz Securitization Trust 2023-2 A2 7.09% 15-OCT-2028, 7.09%, 10/16/28 LBZZ 2023-2A 52608MAB4 - - 1,218,772 $1,242,381 $1,242,381 0.02 $1,237,821
FNMA 30yr Pool#MA3149 4.000% 01-Oct-2047, 4.00%, 10/01/47 FN 31418CQB3 - - 1,312,321 $1,238,686 $1,238,686 0.02 $1,233,874
FNMA 30yr Pool#FM7725 4.500% 01-Dec-2050, 4.50%, 12/01/50 FN 3140XBSP6 - - 1,276,053 $1,234,977 $1,234,977 0.02 $1,229,713
FNMA 40yr Pool#BF0167 3.000% 01-Feb-2057, 3.00%, 02/01/57 FN 3140FXFH0 - - 1,419,029 $1,209,428 $1,209,428 0.02 $1,205,526
FHLMC 30yr Pool#QF2561 5.500% 01-Nov-2052, 5.50%, 11/01/52 FR 3133BPZ27 - - 1,186,161 $1,206,191 $1,206,191 0.02 $1,200,211
FHLMC 30yr Pool#SD8003 4.000% 01-Jul-2049, 4.00%, 07/01/49 FR 3132DV3L7 - - 1,271,757 $1,196,075 $1,196,075 0.02 $1,191,411
FNMA 30yr Pool#FM9138 4.000% 01-Mar-2050, 4.00%, 03/01/50 FN 3140XDEL6 - - 1,263,101 $1,190,108 $1,190,108 0.02 $1,185,477
Connecticut Avenue Securities, Series 2021-R02 2B1 7.62197% 25-NOV-2041, 7.61%, 11/25/41 CAS 2021-R02 20754KAF8 - - 1,150,000 $1,183,235 $1,183,235 0.02 $1,181,049
FNMA 30yr Pool#BJ9181 5.000% 01-May-2048, 5.00%, 05/01/48 FN 3140HBFX1 - - 1,178,119 $1,178,174 $1,178,174 0.02 $1,172,774
FHLMC 30yr Pool#QD9182 3.000% 01-Mar-2052, 3.00%, 03/01/52 FR 3133B7FX1 - - 1,334,657 $1,169,608 $1,169,608 0.02 $1,165,937
FNMA 30yr Pool#BX0804 5.500% 01-Nov-2052, 5.50%, 11/01/52 FN 3140N43N5 - - 1,146,192 $1,165,739 $1,165,739 0.02 $1,159,960
FHLMC 30yr Pool#ZT2087 4.000% 01-Jun-2049, 4.00%, 06/01/49 FR 3132AEJ80 - - 1,236,887 $1,163,279 $1,163,279 0.02 $1,158,744
FHLMC 30yr Pool#QG6538 5.500% 01-Jul-2053, 5.50%, 07/01/53 FR 3133C7HP5 - - 1,106,265 $1,124,513 $1,124,513 0.02 $1,118,935
FHLMC 30yr Pool#RA1087 4.500% 01-Jul-2049, 4.50%, 07/01/49 FR 3133KGF45 - - 1,139,579 $1,097,712 $1,097,712 0.02 $1,093,011
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 $1,085,980 $1,085,980 0.02 $1,084,372
FHLMC 30yr Pool#RA1188 4.500% 01-Aug-2049, 4.50%, 08/01/49 FR 3133KGJ90 - - 1,127,399 $1,085,979 $1,085,979 0.02 $1,081,329
FHLMC 30yr Pool#QG6948 5.500% 01-Jul-2053, 5.50%, 07/01/53 FR 3133C7WH6 - - 1,061,658 $1,079,081 $1,079,081 0.02 $1,073,728
FNMA 30yr Pool#CB8995 5.500% 01-Aug-2054, 5.50%, 08/01/54 FN 3140QU7H3 - - 1,049,362 $1,056,532 $1,056,532 0.02 $1,051,242
FNMA 30yr Pool#AS7492 4.000% 01-Jul-2046, 4.00%, 07/01/46 FN 3138WHKE1 - - 1,112,321 $1,055,010 $1,055,010 0.02 $1,050,932
FNMA 30yr Pool#BV4203 3.500% 01-Apr-2052, 3.50%, 04/01/52 FN 3140MHU56 - - 1,096,376 $1,000,274 $1,000,274 0.02 $996,757
FNMA 30yr Pool#FM1598 4.000% 01-Feb-2049, 4.00%, 02/01/49 FN 3140X4X43 - - 1,061,495 $1,000,153 $1,000,153 0.02 $996,261
ACHV ABS Trust 2024-1PL C 6.42% 25-APR-2031, 6.42%, 04/25/31 ACHV 2024-1PL 00092BAC8 - - 956,525 $966,764 $966,764 0.02 $965,228
FNMA 30yr Pool#BV8484 3.500% 01-Apr-2052, 3.50%, 04/01/52 FN 3140MNNA0 - - 1,056,182 $963,524 $963,524 0.02 $960,136
GNMA II 30yr Pool#MA5021 4.500% 20-Feb-2048, 4.50%, 02/20/48 G2 36179TSJ5 - - 964,097 $941,889 $941,889 0.02 $937,912
FHLMC 30yr Pool#ZM8197 4.000% 01-Sep-2048, 4.00%, 09/01/48 FR 3131Y3DA1 - - 998,549 $940,845 $940,845 0.02 $937,183
FNMA 30yr Pool#DA3522 5.500% 01-Oct-2053, 5.50%, 10/01/53 FN 3140A34G5 - - 929,231 $935,285 $935,285 0.02 $930,600
Connecticut Avenue Securities Trust 2022-R01 1M1 5.30517% 25-DEC-2041, 5.31%, 12/25/41 CAS 2022-R01 20754LAA7 - - 925,991 $926,646 $926,646 0.02 $925,418
Connecticut Avenue Securities, Series 2021-R03 1M1 5.15517% 25-DEC-2041, 5.16%, 12/25/41 CAS 2021-R03 20754AAA1 - - 916,691 $916,461 $916,461 0.02 $915,280
FNMA 30yr Pool#CA6382 4.500% 01-Jul-2050, 4.50%, 07/01/50 FN 3140QECU4 - - 933,330 $903,287 $903,287 0.02 $899,437
BX Commercial Mortgage Trust 2021-21M A 5.156% 15-OCT-2036, 5.16%, 10/15/36 BX 2021-21M 05609CAA5 - - 862,801 $864,879 $864,879 0.02 $862,531
FNMA 30yr Pool#AB9341 3.000% 01-May-2043, 3.00%, 05/01/43 FN 31417GLX2 - - 948,821 $856,932 $856,932 0.02 $854,323
FNMA 30yr Pool#BN4541 4.000% 01-Feb-2049, 4.00%, 02/01/49 FN 3140JMBK7 - - 888,635 $837,283 $837,283 0.02 $834,024
Gracie Point International Funding, Series 2023-2 A 6.59828% 01-MAR-2027, 6.60%, 03/01/27 GPIF 2023-2A 38410JAA0 - - 808,251 $815,398 $815,398 0.01 $810,658
ACHM Trust 2024-HE1 B 7.26% 25-MAY-2039, 7.26%, 05/25/39 ACHM 2024-HE1 00449TAB1 - - 764,975 $787,467 $787,467 0.01 $786,078
FHLMC 30yr Pool#ZT1926 3.000% 01-Nov-2043, 3.00%, 11/01/43 FR 3132AED78 - - 843,235 $762,224 $762,224 0.01 $759,905
FNMA 30yr Pool#BY0782 5.500% 01-Apr-2053, 5.50%, 04/01/53 FN 3140NG2Q2 - - 746,617 $756,937 $756,937 0.01 $753,172
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 $740,774 $740,774 0.01 $739,740
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 $733,167 $733,167 0.01 $732,456
FHLMC 30yr Pool#RA1999 4.500% 01-Jan-2050, 4.50%, 01/01/50 FR 3133KHGG5 - - 758,383 $730,520 $730,520 0.01 $727,392
FREMF 2019-KF70 Mortgage Trust C 10.42603% 25-SEP-2029, 10.43%, 09/25/29 FREMF 2019-KF70 30298UAJ0 - - 789,970 $725,961 $725,961 0.01 $723,902
FNMA 30yr Pool#BY0866 5.500% 01-May-2053, 5.50%, 05/01/53 FN 3140NG6C9 - - 708,580 $718,326 $718,326 0.01 $714,754
GNMA II 30yr Pool#MA5264 4.000% 20-Jun-2048, 4.00%, 06/20/48 G2 36179TZ57 - - 756,084 $713,282 $713,282 0.01 $710,509
FHLMC 30yr Pool#QD6555 3.000% 01-Feb-2052, 3.00%, 02/01/52 FR 3133B4H81 - - 754,715 $661,469 $661,469 0.01 $659,394
FNMA 30yr Pool#BW0343 4.500% 01-May-2052, 4.50%, 05/01/52 FN 3140MRLZ8 - - 667,943 $640,004 $640,004 0.01 $637,249
Tricolor Auto Securitization Trust 2024-1 A 6.61% 15-OCT-2027, 6.61%, 10/15/27 TAST 2024-1A 89616LAA0 - - 610,087 $613,784 $613,784 0.01 $611,767
Sequoia Mortgage Trust 2013-5 A1 2.5% 25-MAY-2043, 2.50%, 05/25/43 SEMT 2013-5 81745AAA5 - - 692,338 $606,630 $606,630 0.01 $605,043
FNMA 30yr Pool#AL6842 4.000% 01-May-2045, 4.00%, 05/01/45 FN 3138EPS88 - - 633,809 $606,234 $606,234 0.01 $603,910
FHLMC 30yr Pool#SD8047 4.500% 01-Feb-2050, 4.50%, 02/01/50 FR 3132DV5G6 - - 625,635 $606,102 $606,102 0.01 $603,522
FHLMC 30yr Pool#QE1073 3.500% 01-Apr-2052, 3.50%, 04/01/52 FR 3133BAFN6 - - 655,542 $598,032 $598,032 0.01 $595,929
FNMA 30yr Pool#BK9507 4.000% 01-Oct-2048, 4.00%, 10/01/48 FN 3140HPR58 - - 629,031 $594,108 $594,108 0.01 $591,801
MHC Commercial Mortgage Trust 2021-MHC A 5.227442% 15-APR-2038, 5.23%, 04/15/38 MHC 2021-MHC 55316VAA2 - - 586,117 $586,175 $586,175 0.01 $584,558
FHLMC 15yr Pool#SB0116 2.500% 01-Nov-2034, 2.50%, 11/01/34 FR 3132CWDV3 - - 567,819 $535,260 $535,260 0.01 $533,959
Towd Point Mortgage Trust 2024-CES2 A1B 6.35% 25-FEB-2064, 6.35%, 02/25/64 TPMT 2024-CES2 89182JAB7 - - 511,450 $516,649 $516,649 0.01 $513,672
FNMA 30yr Pool#AZ0869 4.000% 01-Jul-2045, 4.00%, 07/01/45 FN 3138YR6F0 - - 530,203 $503,841 $503,841 0.01 $501,897
FHLMC 30yr Pool#QD9191 3.500% 01-Apr-2052, 3.50%, 04/01/52 FR 3133B7F86 - - 550,891 $502,603 $502,603 0.01 $500,835
FNMA 30yr Pool#BV7632 4.500% 01-Apr-2052, 4.50%, 04/01/52 FN 3140MMPS1 - - 485,897 $465,610 $465,610 0.01 $463,606
Prosper Marketplace Issuance Trust, Series 2024-1 A 6.12% 15-AUG-2029, 6.12%, 08/15/29 PMIT 2024-1A 74363CAA7 - - 426,424 $428,275 $428,275 0.01 $426,897
FNMA 30yr Pool#CB4329 3.500% 01-Jul-2052, 3.50%, 07/01/52 FN 3140QPY35 - - 461,733 $421,433 $421,433 0.01 $419,952
FHLMC 30yr Pool#SD1414 4.000% 01-Oct-2050, 4.00%, 10/01/50 FR 3132DNSB0 - - 445,080 $418,593 $418,593 0.01 $416,961
JP Morgan Mortgage Trust 2015-4 AM 3.0% 25-JUN-2045, 3.00%, 06/25/45 JPMMT 2015-4 46644VBP0 - - 487,485 $413,389 $413,389 0.01 $412,048
FNMA 30yr Pool#CA4646 3.000% 01-Feb-2048, 3.00%, 02/01/48 FN 3140QCEU6 - - 442,343 $394,719 $394,719 0.01 $393,502
FNMA 30yr Pool#BV6879 4.500% 01-Apr-2052, 4.50%, 04/01/52 FN 3140MLUD0 - - 409,014 $391,937 $391,937 0.01 $390,250
FHLMC 30yr Pool#QA8274 3.500% 01-Mar-2050, 3.50%, 03/01/50 FR 3133A3FP8 - - 392,026 $353,884 $353,884 0.01 $352,626
FNMA 30yr Pool#FM3447 4.000% 01-Nov-2049, 4.00%, 11/01/49 FN 3140X6ZM6 - - 369,222 $347,851 $347,851 0.01 $346,497
FHLMC 30yr Pool#SD1966 4.000% 01-Nov-2052, 4.00%, 11/01/52 FR 3132DPFF0 - - 348,433 $324,596 $324,596 0.01 $323,318
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 $321,396 $321,396 0.01 $320,301
FHLMC 30yr Pool#ZN6461 4.000% 01-May-2049, 4.00%, 05/01/49 FR 3131YDFA7 - - 334,708 $314,825 $314,825 0.01 $313,598
FNMA 30yr Pool#AR9225 3.000% 01-Mar-2043, 3.00%, 03/01/43 FN 3138W7HB3 - - 345,732 $310,727 $310,727 0.01 $309,777
FHLMC 30yr Pool#ZT0391 4.000% 01-Nov-2047, 4.00%, 11/01/47 FR 3132ACNG1 - - 314,756 $298,321 $298,321 0.01 $297,167
FNMA 30yr Pool#FS2548 4.000% 01-Mar-2051, 4.00%, 03/01/51 FN 3140XHZN0 - - 312,695 $294,086 $294,086 0.01 $292,940
Fannie Mae REMIC Trust 2017-9 VL 3.0% 25-JUL-2028, 3.00%, 07/25/28 FNR 2017-9 3136AVYH6 - - 295,855 $290,926 $290,926 0.01 $290,113
FNMA 30yr Pool#FS2238 4.000% 01-Mar-2051, 4.00%, 03/01/51 FN 3140XHPY7 - - 307,381 $289,618 $289,618 0.01 $288,491
FHLMC 30yr Pool#QA5150 4.500% 01-Dec-2049, 4.50%, 12/01/49 FR 31346YWK5 - - 296,836 $287,568 $287,568 0.01 $286,344
FNMA 30yr Pool#AS8649 3.000% 01-Jan-2047, 3.00%, 01/01/47 FN 3138WJTF5 - - 318,503 $281,895 $281,895 0.01 $281,019
FNMA 30yr Pool#BO9819 4.500% 01-Dec-2049, 4.50%, 12/01/49 FN 3140K54D6 - - 279,772 $271,038 $271,038 0.00 $269,883
FNMA 30yr Pool#BN3899 4.000% 01-Dec-2048, 4.00%, 12/01/48 FN 3140JLKM5 - - 281,410 $265,148 $265,148 0.00 $264,116
FHLMC 15yr Pool#SB0040 2.500% 01-Dec-2033, 2.50%, 12/01/33 FR 3132CWBH6 - - 261,384 $251,077 $251,077 0.00 $250,478
FHLMC 30yr Pool#QA1615 3.500% 01-Aug-2049, 3.50%, 08/01/49 FR 31334XYL7 - - 274,391 $249,423 $249,423 0.00 $248,543
FHLMC 30yr Pool#ZN4240 4.500% 01-Dec-2048, 4.50%, 12/01/48 FR 3131YAV98 - - 252,635 $246,063 $246,063 0.00 $245,021
FNMA 30yr Pool#MA3908 4.500% 01-Jan-2050, 4.50%, 01/01/50 FN 31418DKW1 - - 250,991 $243,155 $243,155 0.00 $242,120
Fannie Mae REMIC Trust 2012-126 SY 0.0% 25-NOV-2042, 0.00%, 11/25/42 FNR 2012-126 3136A9ZR2 - - 473,554 $240,593 $240,593 0.00 $240,593
FNMA 30yr Pool#MA1327 3.000% 01-Jan-2043, 3.00%, 01/01/43 FN 31418APM4 - - 256,846 $232,170 $232,170 0.00 $231,464
FNMA 30yr Pool#MA3687 4.000% 01-Jun-2049, 4.00%, 06/01/49 FN 31418DCZ3 - - 241,389 $227,024 $227,024 0.00 $226,139
FNMA 30yr Pool#BE3616 4.000% 01-May-2047, 4.00%, 05/01/47 FN 3140FPAS8 - - 236,394 $224,191 $224,191 0.00 $223,324
FREED ABS Trust 2021-3FP D 2.37% 18-NOV-2028, 2.37%, 11/20/28 FREED 2021-3FP 30322MAD1 - - 223,942 $223,255 $223,255 0.00 $223,019
FNMA 30yr Pool#BW0081 4.500% 01-Apr-2052, 4.50%, 04/01/52 FN 3140MRCT2 - - 231,174 $221,504 $221,504 0.00 $220,550
GNMA II 30yr Pool#MA5192 4.000% 20-May-2048, 4.00%, 05/20/48 G2 36179TXV2 - - 225,980 $213,187 $213,187 0.00 $212,358
FHLMC 30yr Pool#RA1088 4.500% 01-Jul-2049, 4.50%, 07/01/49 FR 3133KGF52 - - 205,543 $199,126 $199,126 0.00 $198,278
FNMA 30yr Pool#AB6280 3.000% 01-Sep-2042, 3.00%, 09/01/42 FN 31417C6S9 - - 208,925 $188,853 $188,853 0.00 $188,279
FHLMC 30yr Pool#SD8040 4.500% 01-Jan-2050, 4.50%, 01/01/50 FR 3132DV4Z5 - - 191,289 $185,317 $185,317 0.00 $184,528
FNMA 30yr Pool#BV7132 4.500% 01-Apr-2052, 4.50%, 04/01/52 FN 3140ML4S6 - - 187,292 $179,458 $179,458 0.00 $178,686
FNMA 30yr Pool#CA4185 4.500% 01-Sep-2049, 4.50%, 09/01/49 FN 3140QBUK2 - - 181,879 $176,200 $176,200 0.00 $175,450
FNMA 30yr Pool#BO2983 3.000% 01-Sep-2049, 3.00%, 09/01/49 FN 3140JXJ58 - - 197,440 $174,948 $174,948 0.00 $174,405
FNMA 30yr Pool#CA4035 4.500% 01-Aug-2049, 4.50%, 08/01/49 FN 3140QBPV4 - - 179,195 $173,601 $173,601 0.00 $172,861
FNMA 30yr Pool#BW0072 4.500% 01-Apr-2052, 4.50%, 04/01/52 FN 3140MRCJ4 - - 171,641 $164,474 $164,474 0.00 $163,766
FHLMC 30yr Pool#ZT1320 4.000% 01-Nov-2048, 4.00%, 11/01/48 FR 3132ADPD4 - - 168,889 $159,129 $159,129 0.00 $158,510
FNMA 30yr Pool#AB7563 3.000% 01-Jan-2043, 3.00%, 01/01/43 FN 31417EMM0 - - 174,171 $158,116 $158,116 0.00 $157,637
FHLMC 30yr Pool#ZA7158 4.500% 01-Jun-2049, 4.50%, 06/01/49 FR 31329Q5T4 - - 159,677 $153,810 $153,810 0.00 $153,152
FNMA 30yr Pool#FS2546 4.000% 01-Mar-2051, 4.00%, 03/01/51 FN 3140XHZL4 - - 157,733 $148,618 $148,618 0.00 $148,040
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 $142,681 $142,681 0.00 $142,157
GNMA II 30yr Pool#MA5753 4.000% 20-Feb-2049, 4.00%, 02/20/49 G2 36179UMA7 - - 146,999 $135,362 $135,362 0.00 $134,823
FNMA 30yr Pool#MA1229 3.000% 01-Oct-2042, 3.00%, 10/01/42 FN 31418ALK2 - - 148,704 $134,559 $134,559 0.00 $134,150
GNMA II 30yr Pool#BK5879 4.500% 20-Nov-2048, 4.50%, 11/20/48 G2 3617J6Q80 - - 135,723 $132,065 $132,065 0.00 $131,505
FNMA 30yr Pool#BV7131 4.500% 01-Apr-2052, 4.50%, 04/01/52 FN 3140ML4R8 - - 130,017 $124,579 $124,579 0.00 $124,042
GNMA II 30yr Pool#BF6874 4.500% 20-Jul-2048, 4.50%, 07/20/48 G2 3617GDT77 - - 128,279 $124,574 $124,574 0.00 $124,045
GNMA II 30yr Pool#MA5866 4.000% 20-Apr-2049, 4.00%, 04/20/49 G2 36179UQT2 - - 134,021 $123,959 $123,959 0.00 $123,467
FNMA 20yr Pool#AB9283 3.000% 01-Apr-2038, 3.00%, 04/01/38 FN 31417GJ56 - - 137,007 $123,282 $123,282 0.00 $122,905
FNMA 30yr Pool#BM3282 3.500% 01-Dec-2047, 3.50%, 12/01/47 FN 3140J7UG8 - - 122,489 $113,026 $113,026 0.00 $112,634
Upstart Securitization Trust 2021-1 C 4.06% 20-MAR-2031, 4.06%, 03/20/31 UPST 2021-1 91681NAC8 - - 112,820 $112,894 $112,894 0.00 $112,716
FNMA 30yr Pool#CA3683 4.500% 01-Jun-2049, 4.50%, 06/01/49 FN 3140QBCV8 - - 112,410 $108,900 $108,900 0.00 $108,437
FHLMC 30yr Pool#ZT1633 4.000% 01-Mar-2047, 4.00%, 03/01/47 FR 3132ADY69 - - 112,069 $106,496 $106,496 0.00 $106,085
FHLMC 30yr Pool#QE0318 4.500% 01-Mar-2052, 4.50%, 03/01/52 FR 3133B9K78 - - 109,047 $104,494 $104,494 0.00 $104,045
FNMA 30yr Pool#CA0108 3.500% 01-Aug-2047, 3.50%, 08/01/47 FN 3140Q7DN4 - - 110,579 $102,036 $102,036 0.00 $101,682
FHLMC 30yr Pool#ZM7577 4.500% 01-Aug-2048, 4.50%, 08/01/48 FR 3131Y2M21 - - 100,936 $98,090 $98,090 0.00 $97,674
Fannie Mae REMIC Trust 2013-130 FN 4.76965% 25-OCT-2042, 4.77%, 10/25/42 FNR 2013-130 3136AHG53 - - 97,964 $96,713 $96,713 0.00 $96,597
FNMA 30yr Pool#BJ8459 3.000% 01-Aug-2049, 3.00%, 08/01/49 FN 3140HAMH0 - - 101,735 $87,846 $87,846 0.00 $87,566
FNMA 30yr Pool#BO4113 3.000% 01-Aug-2049, 3.00%, 08/01/49 FN 3140JYSB3 - - 92,404 $79,788 $79,788 0.00 $79,534
FHLMC 30yr Pool#ZM7926 5.000% 01-Sep-2048, 5.00%, 09/01/48 FR 3131Y2YX0 - - 78,500 $78,135 $78,135 0.00 $77,776
Sequoia Mortgage Trust 2019-CH3 A19 4.0% 25-OCT-2049, 4.00%, 09/25/49 SEMT 2019-CH3 81748GBN0 - - 84,357 $76,516 $76,516 0.00 $76,207
FNMA 30yr Pool#MA1447 3.000% 01-May-2043, 3.00%, 05/01/43 FN 31418ATD0 - - 80,512 $72,360 $72,360 0.00 $72,139
FHLMC 30yr Pool#QA2159 3.000% 01-Aug-2049, 3.00%, 08/01/49 FR 31334YMG9 - - 83,751 $72,317 $72,317 0.00 $72,086
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 $63,957 $63,957 0.00 $63,758
FNMA 30yr Pool#BD2453 3.000% 01-Jan-2047, 3.00%, 01/01/47 FN 3140F9WP6 - - 70,564 $62,967 $62,967 0.00 $62,773
FHLMC 15yr Pool#ZK8962 3.000% 01-Sep-2032, 3.00%, 09/01/32 FR 3131XC5X1 - - 60,299 $58,399 $58,399 0.00 $58,233
Fannie Mae REMIC Trust 2006-20 GF 4.78645% 25-APR-2036, 4.77%, 04/25/36 FNR 2006-20 31395BU43 - - 58,332 $57,771 $57,771 0.00 $57,702
Fannie Mae REMIC Trust 2010-109 BS 6.30267% 25-OCT-2040, 6.30%, 10/25/40 FNR 2010-109 31398NTM6 - - 41,248 $55,362 $55,362 0.00 $55,126
FHLMC 15yr Pool#ZS7403 3.000% 01-May-2031, 3.00%, 05/01/31 FR 3132A8GL7 - - 55,963 $54,588 $54,588 0.00 $54,434
Freddie Mac Multiclass Certificates, Series 3380 FM 5.03676% 15-OCT-2037, 5.01%, 10/15/37 FHR 3380 31397KTJ0 - - 45,849 $45,790 $45,790 0.00 $45,669
Freddie Mac Multiclass Certificates, Series 3721 FB 4.94676% 15-SEP-2040, 4.92%, 09/15/40 FHR 3721 3137GAD20 - - 45,150 $44,999 $44,999 0.00 $44,882
FNMA 15yr Pool#BO5957 3.000% 01-Dec-2034, 3.00%, 12/01/34 FN 3140K1TP1 - - 46,093 $44,311 $44,311 0.00 $44,185
FNMA 30yr Pool#BO1857 4.500% 01-Aug-2049, 4.50%, 08/01/49 FN 3140JWB33 - - 43,266 $41,915 $41,915 0.00 $41,736
Ginnie Mae REMIC Trust 2008-013 FB 4.93886% 20-FEB-2038, 4.93%, 02/20/38 GNR 2008-13 38375PNL1 - - 41,491 $41,343 $41,343 0.00 $41,263
FNMA 15yr Pool#BO7717 3.000% 01-Nov-2034, 3.00%, 11/01/34 FN 3140K3SF0 - - 39,111 $37,688 $37,688 0.00 $37,580
FNMA 30yr Pool#BC0870 3.500% 01-Jan-2046, 3.50%, 01/01/46 FN 3140EU6G9 - - 38,507 $35,517 $35,517 0.00 $35,393
FHLMC 15yr Pool#ZK9163 3.000% 01-Jan-2033, 3.00%, 01/01/33 FR 3131XDFC4 - - 34,661 $33,551 $33,551 0.00 $33,456
Ginnie Mae REMIC Trust 2007-040 FG 4.75886% 20-JUL-2037, 4.75%, 07/20/37 GNR 2007-40 38375KZS4 - - 32,028 $31,708 $31,708 0.00 $31,649
Ginnie Mae REMIC Trust 2004-069 CF 4.83886% 20-JUL-2034, 4.83%, 07/20/34 GNR 2004-69 38374JAT3 - - 28,158 $28,110 $28,110 0.00 $28,057
Ginnie Mae REMIC Trust 2010-133 FD 4.85624% 16-OCT-2040, 4.86%, 10/16/40 GNR 2010-133 38377MHV1 - - 26,080 $26,074 $26,074 0.00 $26,011
Ginnie Mae REMIC Trust 2007-059 FA 4.93886% 20-OCT-2037, 4.93%, 10/20/37 GNR 2007-59 38375LPU8 - - 25,488 $25,395 $25,395 0.00 $25,346
Fannie Mae REMIC Trust 2013-2 QF 4.93645% 25-FEB-2043, 4.92%, 02/25/43 FNR 2013-2 3136AB4P5 - - 25,435 $25,355 $25,355 0.00 $25,324
FHLMC 30yr Pool#ZN2165 4.500% 01-Dec-2048, 4.50%, 12/01/48 FR 3131Y8MN2 - - 23,730 $23,065 $23,065 0.00 $22,967
Ginnie Mae REMIC Trust 2007-037 FW 4.74886% 20-JUN-2037, 4.74%, 06/20/37 GNR 2007-37 38375KNR9 - - 20,607 $20,389 $20,389 0.00 $20,351
Ginnie Mae REMIC Trust 2004-059 FP 4.72624% 16-AUG-2034, 4.73%, 08/16/34 GNR 2004-59 38374HYS3 - - 20,415 $20,369 $20,369 0.00 $20,321
Ginnie Mae REMIC Trust 2008-016 FC 4.93886% 20-FEB-2038, 4.93%, 02/20/38 GNR 2008-16 383742FU2 - - 20,348 $20,281 $20,281 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 $19,693 $19,693 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 $19,034 $19,034 0.00 $18,984
Fannie Mae REMIC Trust 2002-53 FK 4.83645% 25-APR-2032, 4.82%, 04/25/32 FNR 2002-53 31392EHN3 - - 18,441 $18,379 $18,379 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 $16,774 $16,774 0.00 $16,743
FHLMC 30yr Pool#ZT0252 3.000% 01-Dec-2047, 3.00%, 12/01/47 FR 3132ACH52 - - 17,819 $15,900 $15,900 0.00 $15,851
Fannie Mae REMIC Trust 2005-83 KT 4.73645% 25-OCT-2035, 4.72%, 10/25/35 FNR 2005-83 31394FUL7 - - 15,756 $15,624 $15,624 0.00 $15,606
Fannie Mae REMIC Trust 2007-89 GF 4.95645% 25-SEP-2037, 4.94%, 09/25/37 FNR 2007-89 31396XPM0 - - 14,778 $14,781 $14,781 0.00 $14,763
Freddie Mac Multiclass Certificates, Series 2551 FD 4.84676% 15-JAN-2033, 4.82%, 01/15/33 FHR 2551 31393JAZ1 - - 13,458 $13,460 $13,460 0.00 $13,427
Ginnie Mae REMIC Trust 2012-075 FP 4.73886% 20-JUL-2041, 4.73%, 07/20/41 GNR 2012-75 38378EZ55 - - 12,696 $12,651 $12,651 0.00 $12,628
FHLMC 30yr Pool#ZM2269 3.000% 01-Dec-2046, 3.00%, 12/01/46 FR 3131XVQW8 - - 13,141 $11,716 $11,716 0.00 $11,680
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 $10,659 $10,659 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 $10,566
Fannie Mae REMIC Trust 2010-123 FL 4.86645% 25-NOV-2040, 4.85%, 11/25/40 FNR 2010-123 31398N2W3 - - 10,104 $10,051 $10,051 0.00 $10,039
FNMA 15yr Pool#AS8207 2.500% 01-Oct-2031, 2.50%, 10/01/31 FN 3138WJDM7 - - 10,437 $10,030 $10,030 0.00 $10,006
Fannie Mae REMIC Trust 2003-87 FG 4.93645% 25-SEP-2033, 4.92%, 09/25/33 FNR 2003-87 31393E4W6 - - 9,704 $9,691 $9,691 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 $9,462 $9,462 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 $9,430 $9,430 0.00 $9,406
GNMA II 30yr Pool#BK6072 5.000% 20-Jan-2049, 5.00%, 01/20/49 G2 3617J6W91 - - 9,206 $9,167 $9,167 0.00 $9,125
FNMA 15yr Pool#BM1036 2.500% 01-Feb-2032, 2.50%, 02/01/32 FN 3140J5EJ4 - - 9,120 $8,765 $8,765 0.00 $8,744
FNMA 15yr Pool#AS7643 2.500% 01-Aug-2031, 2.50%, 08/01/31 FN 3138WHP55 - - 9,078 $8,726 $8,726 0.00 $8,705
Fannie Mae REMIC Trust 2002-16 VF 4.98645% 25-APR-2032, 4.97%, 04/25/32 FNR 2002-16 31392CWW0 - - 8,072 $8,078 $8,078 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 $7,949 $7,949 0.00 $7,939
FHLMC 15yr Pool#ZK8405 2.500% 01-Dec-2031, 2.50%, 01/22/31 FR 3131XCKS5 - - 7,797 $7,483 $7,483 0.00 $7,465
Ginnie Mae REMIC Trust 2007-018 FD 4.73886% 20-APR-2037, 4.73%, 04/20/37 GNR 2007-18 38375JC86 - - 7,496 $7,410 $7,410 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 $7,224 $7,224 0.00 $7,206
Fannie Mae REMIC Trust 2010-95 FB 4.83645% 25-SEP-2040, 4.82%, 09/25/40 FNR 2010-95 31398NEX8 - - 6,856 $6,827 $6,827 0.00 $6,819
FNMA 30yr Pool#MA3694 4.500% 01-Jul-2049, 4.50%, 07/01/49 FN 31418DC83 - - 4,734 $4,586 $4,586 0.00 $4,567
Ginnie Mae REMIC Trust 1999-27 FE 4.82624% 16-AUG-2029, 4.83%, 08/16/29 GNR 1999-27 3837H2WA3 - - 3,615 $3,622 $3,622 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 $2,059 $2,059 0.00 $2,053
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 $343,474,455 $0 0.00 $0
US 10YR NOTE (CBT)Sep25 SEP 25 TYU5 FUTURES_USD - -236.00 $-26,247,625 $0 0.00 $0
US 10yr Ultra Fut Sep25 SEP 25 UXYU5 FUTURES_USD - -586.00 $-66,373,656 $0 0.00 $0
US ULTRA BOND CBT Sep25 SEP 25 WNU5 FUTURES_USD - -645.00 $-75,888,281 $0 0.00 $0
GNMA II TBA 30yr 5% July Delivery, 5.00%, 07/21/25 G2SF 21H050672 - - -24,500,000 $-23,960,828 $-23,960,828 -0.44 $-23,960,828
UMBS TBA 30yr 6% July Delivery, 6.00%, 07/14/25 FNCL 01F060675 - - -23,700,000 $-24,039,384 $-24,039,384 -0.44 $-24,039,384
UMBS TBA 30yr 2.5% July Delivery, 2.50%, 07/14/25 FNCL 01F022675 - - -45,700,000 $-37,636,418 $-37,636,418 -0.68 $-37,636,418
UMBS TBA 30yr 3.5% July Delivery, 3.50%, 07/14/25 FNCL 01F032674 - - -154,153,000 $-137,984,971 $-137,984,971 -2.51 $-137,984,971
UMBS TBA 30yr 5% July Delivery, 5.00%, 07/14/25 FNCL 01F050676 - - -316,696,000 $-308,987,936 $-308,987,936 -5.62 $-308,987,936
UMBS TBA 30yr 4% July Delivery, 4.00%, 07/14/25 FNCL 01F040677 - - -575,916,155 $-532,308,360 $-532,308,360 -9.68 $-532,308,360
UMBS TBA 30yr 4.5% July Delivery, 4.50%, 07/14/25 FNCL 01F042673 - - -649,198,988 $-617,429,786 $-617,429,786 -11.23 $-617,429,786
UMBS TBA 30yr 5.5% July Delivery, 5.50%, 07/14/25 FNCL 01F052672 - - -954,074,239 $-950,623,352 $-950,623,352 -17.28 $-950,623,352
SEGREGATED CASH SEGCASH - $0.00 10,999,576 $10,999,576 $10,999,576 0.20 $10,999,576
ALMSUM ALMSUM - $0.00 - $0 $0 0.00 $0
US DOLLARS USD MD_142224 - - -1,467,739,627 $-1,467,739,627 $-1,467,739,627 -26.68 $-1,467,739,627
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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