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For Financial Professionals in the US

Mortgage-Backed Securities ETF Holdings

Full Portfolio Holdings

(As of 02/20/2025)

Ticker Cusip Underlying Security Strike Price Quantity (Shares/ Par/ Units/ Contracts) Notional Value Market Value Weight % Current Market Value
UMBS TBA 30yr 2.5% March Delivery, 2.50%, 03/13/25 FNCL 01F022634 - - 1,230,901,894 $1,006,605,720 $1,006,605,720 20.53 $1,006,605,720
UMBS TBA 30yr 3% March Delivery, 3.00%, 03/13/25 FNCL 01F030637 - - 554,920,354 $473,400,889 $473,400,889 9.65 $473,400,889
UMBS TBA 30yr 3.5% March Delivery, 3.50%, 03/13/25 FNCL 01F032633 - - 450,587,000 $400,219,935 $400,219,935 8.16 $400,219,935
GNMA II TBA 30yr 5% March Delivery, 5.00%, 03/20/25 G2SF 21H050631 - - 303,946,194 $296,094,960 $296,094,960 6.04 $296,094,960
UMBS TBA 30yr 2% March Delivery, 2.00%, 03/13/25 FNCL 01F020638 - - 376,104,255 $293,815,653 $293,815,653 5.99 $293,815,653
GNMA II TBA 30yr 4.5% March Delivery, 4.50%, 03/20/25 G2SF 21H042638 - - 242,461,488 $229,990,724 $229,990,724 4.69 $229,990,724
GNMA II TBA 30yr 5.5% March Delivery, 5.50%, 03/20/25 G2SF 21H052637 - - 211,444,000 $210,380,014 $210,380,014 4.29 $210,380,014
FNMA 30yr Pool#CB9430 5.500% 01-Nov-2054, 5.50%, 11/01/54 FN 3140QVPQ1 - - 194,316,122 $195,484,514 $195,484,514 3.99 $193,391,507
Federal Home Loan Banks|5.43293|12/25/2054, 5.43%, 12/25/54 STRU GS-2881 BCCY1WHF3 - - 163,756,265 $163,804,818 $163,804,818 3.34 $163,730,678
GNMA II TBA 30yr 3% March Delivery, 3.00%, 03/20/25 G2SF 21H030633 - - 175,024,962 $152,747,260 $152,747,260 3.11 $152,747,260
UMBS TBA 30yr 6% March Delivery, 6.00%, 03/13/25 FNCL 01F060634 - - 144,000,000 $145,339,200 $145,339,200 2.96 $145,339,200
FHLMC 30yr Pool#RJ2853 5.000% 01-Dec-2054, 5.00%, 12/01/54 FR 3142GTE36 - - 140,233,875 $137,444,573 $137,444,573 2.80 $137,055,034
FNMA 30yr Pool#FS1133 4.000% 01-Oct-2051, 4.00%, 10/01/51 FN 3140XGHK8 - - 124,674,904 $117,619,733 $117,619,733 2.40 $116,002,003
FNMA 30yr Pool#FM7460 4.000% 01-Mar-2051, 4.00%, 03/01/51 FN 3140XBJE1 - - 115,933,421 $109,364,307 $109,364,307 2.23 $107,868,613
GNMA II TBA 30yr 4% March Delivery, 4.00%, 03/20/25 G2SF 21H040632 - - 107,413,688 $99,209,538 $99,209,538 2.02 $99,209,538
FNMA 30yr Pool#FS8993 6.000% 01-Jul-2054, 6.00%, 07/01/54 FN 3140XQ7F8 - - 87,145,129 $91,446,057 $91,446,057 1.86 $88,746,204
FHLMC 30yr Pool#RJ2859 5.000% 01-Nov-2054, 5.00%, 11/01/54 FR 3142GTE93 - - 83,654,651 $82,147,796 $82,147,796 1.67 $81,463,044
FHLMC 30yr Pool#RJ2649 5.500% 01-Oct-2054, 5.50%, 10/01/54 FR 3142GS5K0 - - 73,746,285 $75,035,546 $75,035,546 1.53 $73,858,309
FNMA 30yr Pool#FA0198 5.500% 01-Oct-2054, 5.50%, 10/01/54 FN 3140W0GG4 - - 69,461,177 $70,526,717 $70,526,717 1.44 $69,566,692
FNMA 30yr Pool#FA0573 5.000% 01-Jan-2055, 5.00%, 01/01/55 FN 3140W0T70 - - 66,070,832 $65,759,721 $65,759,721 1.34 $64,815,716
FNMA 30yr Pool#FS6355 5.000% 01-Aug-2053, 5.00%, 08/01/53 FN 3140XNBZ6 - - 54,289,094 $53,746,951 $53,746,951 1.10 $52,941,511
United States of America|5.58548|02/25/2055, 5.59%, 02/25/55 STRU JP-6434 BCCY1KPR4 - - 53,215,069 $53,231,523 $53,231,523 1.09 $53,206,754
FNMA 30yr Pool#CB9613 5.500% 01-Dec-2054, 5.50%, 12/01/54 FN 3140QVVF8 - - 50,173,954 $50,724,535 $50,724,535 1.03 $49,935,211
FNMA 30yr Pool#FS9027 5.500% 01-Jul-2053, 5.50%, 07/01/53 FN 3140XRA54 - - 47,919,400 $48,760,397 $48,760,397 0.99 $48,074,875
FHLMC 30yr Pool#SL0046 6.000% 01-Jan-2055, 6.00%, 01/01/55 FR 31427MBQ3 - - 47,252,501 $48,280,798 $48,280,798 0.98 $48,123,289
FNMA 30yr Pool#FS5048 3.500% 01-Jan-2052, 3.50%, 01/01/52 FN 3140XLTE8 - - 52,174,790 $48,086,347 $48,086,347 0.98 $47,131,723
GNMA II TBA 30yr 3.5% March Delivery, 3.50%, 03/20/25 G2SF 21H032639 - - 49,076,377 $44,160,691 $44,160,691 0.90 $44,160,691
FNMA 30yr Pool#FS8881 4.500% 01-Sep-2053, 4.50%, 09/01/53 FN 3140XQ2P1 - - 43,822,578 $42,584,387 $42,584,387 0.87 $42,037,773
FNMA 40yr Pool#BF0646 2.500% 01-Jun-2062, 2.50%, 06/01/62 FN 3140FXWG3 - - 50,286,542 $41,193,452 $41,193,452 0.84 $40,681,856
FNMA 30yr Pool#CB8119 5.000% 01-Mar-2054, 5.00%, 03/01/54 FN 3140QUAV8 - - 41,454,835 $40,720,135 $40,720,135 0.83 $40,368,790
FNMA 30yr Pool#FS8308 5.000% 01-Jun-2054, 5.00%, 06/01/54 FN 3140XQGS0 - - 40,175,001 $40,050,128 $40,050,128 0.82 $39,122,485
FNMA 30yr Pool#CB8694 6.000% 01-Jun-2054, 6.00%, 06/01/54 FN 3140QUUU8 - - 38,278,784 $39,934,747 $39,934,747 0.81 $39,440,763
FHLMC 30yr Pool#SI2101 4.000% 01-Sep-2048, 4.00%, 09/01/48 FR 3133USKN0 - - 42,089,861 $39,756,094 $39,756,094 0.81 $39,210,279
FHLMC 30yr Pool#RJ1341 6.000% 01-Apr-2054, 6.00%, 04/01/54 FR 3142GRP38 - - 37,866,960 $39,100,212 $39,100,212 0.80 $38,681,421
FHLMC 30yr Pool#RJ1505 5.000% 01-May-2054, 5.00%, 05/01/54 FR 3142GRU73 - - 39,181,895 $38,537,748 $38,537,748 0.79 $38,155,397
FNMA 30yr Pool#CB8543 6.000% 01-May-2054, 6.00%, 05/01/54 FN 3140QUP59 - - 37,157,094 $38,417,620 $38,417,620 0.78 $37,956,287
FNMA 30yr Pool#FS9794 5.000% 01-Nov-2054, 5.00%, 11/01/54 FN 3140XR3C7 - - 37,705,707 $37,502,483 $37,502,483 0.76 $36,989,429
FNMA 30yr Pool#FS9690 5.000% 01-Nov-2054, 5.00%, 11/01/54 FN 3140XRXU4 - - 36,840,480 $36,192,898 $36,192,898 0.74 $35,875,323
FHLMC 30yr Pool#RJ3274 5.500% 01-Feb-2055, 5.50%, 02/01/55 FR 3142GTT89 - - 35,582,431 $35,976,546 $35,976,546 0.73 $35,636,482
FHLMC 30yr Pool#SL0208 5.000% 01-Dec-2054, 5.00%, 12/01/54 FR 31427MGS4 - - 35,445,154 $35,242,424 $35,242,424 0.72 $34,758,538
FNMA 30yr Pool#FS9788 5.500% 01-Nov-2054, 5.50%, 11/01/54 FN 3140XR2W4 - - 33,658,536 $34,013,636 $34,013,636 0.69 $33,569,816
Fannie Mae Pool|4.5|09/01/2051, 4.50%, 09/01/51 FN 3140W0U52 - - 35,298,656 $33,968,668 $33,968,668 0.69 $33,915,720
FHLMC 30yr Pool#SD6888 5.000% 01-Nov-2054, 5.00%, 11/01/54 FR 3132DUUM7 - - 34,173,213 $33,557,332 $33,557,332 0.68 $33,277,934
FNMA 40yr Pool#BF0698 3.500% 01-Dec-2062, 3.50%, 12/01/62 FN 3140FXX49 - - 37,692,610 $33,404,651 $33,404,651 0.68 $33,183,784
NRM MSR-Collateralized Notes, Series 2024-FNT1 A 7.398% 25-NOV-2029, 7.40%, 11/25/31 NZES 2024-FNT1 62956YAA7 - - 32,540,024 $33,028,297 $33,028,297 0.67 $32,854,436
FNMA 30yr Pool#CB5580 4.500% 01-Oct-2052, 4.50%, 10/01/52 FN 3140QRFW8 - - 33,472,032 $32,119,626 $32,119,626 0.65 $31,718,370
FNMA 30yr Pool#FS8335 4.500% 01-Jan-2051, 4.50%, 01/01/51 FN 3140XQHM2 - - 32,405,510 $31,639,918 $31,639,918 0.65 $31,135,922
FNMA 30yr Pool#BW7371 5.500% 01-Feb-2053, 5.50%, 02/01/53 FN 3140N0FM2 - - 30,611,104 $31,099,252 $31,099,252 0.63 $30,819,665
FHLMC 30yr Pool#SD6982 5.000% 01-Nov-2054, 5.00%, 11/01/54 FR 3132DUXK8 - - 31,282,848 $31,075,990 $31,075,990 0.63 $30,705,139
FNMA 30yr Pool#FS8681 4.500% 01-Oct-2050, 4.50%, 10/01/50 FN 3140XQUF2 - - 30,364,570 $29,546,337 $29,546,337 0.60 $29,174,942
FHLMC 30yr Pool#SD3271 5.500% 01-Jun-2053, 5.50%, 06/01/53 FR 3132DQT48 - - 26,526,577 $27,331,831 $27,331,831 0.56 $26,632,176
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-HQA3 M2 6.45098% 25-SEP-2041, 6.45%, 09/25/41 STACR 2021-HQA3 35564KJP5 - - 26,457,865 $26,857,507 $26,857,507 0.55 $26,738,980
FNMA 30yr Pool#FS9239 4.500% 01-Jan-2051, 4.50%, 01/01/51 FN 3140XRHR9 - - 26,338,065 $25,647,496 $25,647,496 0.52 $25,306,188
FHLMC 30yr Pool#SD6989 5.500% 01-Nov-2054, 5.50%, 11/01/54 FR 3132DUXS1 - - 23,971,252 $24,306,319 $24,306,319 0.50 $23,908,066
FNMA 30yr Pool#FM7840 4.000% 01-Apr-2050, 4.00%, 04/01/50 FN 3140XBWA4 - - 25,506,559 $24,093,982 $24,093,982 0.49 $23,732,218
FNMA 30yr Pool#FS4781 4.000% 01-Oct-2051, 4.00%, 10/01/51 FN 3140XLJ33 - - 24,597,414 $23,203,531 $23,203,531 0.47 $22,886,316
FNMA 30yr Pool#FS7225 4.000% 01-Aug-2051, 4.00%, 08/01/51 FN 3140XPA33 - - 24,432,953 $23,012,170 $23,012,170 0.47 $22,761,370
FNMA 40yr Pool#BF0713 4.000% 01-Mar-2063, 4.00%, 03/01/63 FN 3140FXYK2 - - 23,850,177 $22,109,149 $22,109,149 0.45 $21,829,569
FNMA 40yr Pool#BF0807 3.500% 01-Apr-2064, 3.50%, 04/01/64 FN 3140FX3R1 - - 24,999,940 $21,968,422 $21,968,422 0.45 $21,919,811
FNMA 40yr Pool#BF0226 3.500% 01-Jan-2058, 3.50%, 01/01/58 FN 3140FXHC9 - - 24,099,155 $21,913,762 $21,913,762 0.45 $21,587,193
FNMA 30yr Pool#FS9116 6.000% 01-Sep-2054, 6.00%, 09/01/54 FN 3140XRDW2 - - 20,968,897 $21,823,696 $21,823,696 0.44 $21,355,320
Huntington Bank Auto Credit-Linked Notes, Series 2024-2 B1 5.442% 20-OCT-2032, 5.44%, 10/20/32 HACLN 2024-2 44644NAG4 - - 21,590,332 $21,694,850 $21,694,850 0.44 $21,691,586
FNMA 30yr Pool#CB7112 5.500% 01-Sep-2053, 5.50%, 09/01/53 FN 3140QS3W9 - - 21,279,919 $21,566,460 $21,566,460 0.44 $21,358,033
FNMA 30yr Pool#FS6382 4.000% 01-Aug-2051, 4.00%, 08/01/51 FN 3140XNCU6 - - 22,807,767 $21,528,662 $21,528,662 0.44 $21,247,371
BX Commercial Mortgage Trust 2024-AIRC C 6.89595% 15-AUG-2041, 6.90%, 08/15/39 BX 2024-AIRC 12433CAE5 - - 21,400,000 $21,498,955 $21,498,955 0.44 $21,482,558
GNMA II TBA 30yr 2.5% March Delivery, 2.50%, 03/20/25 G2SF 21H022630 - - 25,296,414 $21,250,303 $21,250,303 0.43 $21,250,303
Fannie Mae Pool|4.5|09/01/2054, 4.50%, 09/01/54 FN 3140XR6S9 - - 22,164,212 $21,026,492 $21,026,492 0.43 $20,993,245
FNMA 30yr Pool#FS5028 4.000% 01-Oct-2051, 4.00%, 10/01/51 FN 3140XLSS8 - - 21,818,169 $20,798,144 $20,798,144 0.42 $20,300,407
Finance Of America Structured Securities Trust Series 2025-S1|3.5|02/25/2075, 3.50%, 02/25/75 FASST 2025-S1 31741BAB0 - - 22,100,000 $20,797,053 $20,797,053 0.42 $20,794,904
Finance Of America Structured Securities Trust Series 2024-S3|3.5|04/25/2074, 3.50%, 04/25/74 FASST 2024-S3 31739WAB8 - - 21,818,964 $20,692,993 $20,692,993 0.42 $20,642,082
FHLMC 30yr Pool#QJ9063 5.000% 01-Nov-2054, 5.00%, 11/01/54 FR 3133D1B81 - - 21,018,393 $20,600,009 $20,600,009 0.42 $20,420,688
FHLMC 30yr Pool#RJ2292 5.500% 01-Sep-2054, 5.50%, 09/01/54 FR 3142GSRN0 - - 19,436,444 $19,691,639 $19,691,639 0.40 $19,465,969
FNMA 30yr Pool#FS8709 4.500% 01-Jan-2051, 4.50%, 01/01/51 FN 3140XQVB0 - - 20,252,148 $19,688,537 $19,688,537 0.40 $19,458,707
FNMA 30yr Pool#BT8185 4.500% 01-Jun-2052, 4.50%, 06/01/52 FN 3140LXCX1 - - 20,146,868 $19,529,356 $19,529,356 0.40 $19,103,805
FNMA 30yr Pool#BU4910 5.500% 01-Sep-2054, 5.50%, 09/01/54 FN 3140M6N41 - - 19,336,232 $19,524,882 $19,524,882 0.40 $19,351,131
FNMA 30yr Pool#DA1525 6.000% 01-Oct-2053, 6.00%, 10/01/53 FN 3140A1VT1 - - 18,894,681 $19,326,761 $19,326,761 0.39 $19,146,768
FNMA 30yr Pool#FS1666 3.500% 01-May-2052, 3.50%, 05/01/52 FN 3140XGZ85 - - 20,834,022 $18,940,453 $18,940,453 0.39 $18,798,466
Fhlmc Stacr Remic Trust 2024-Hqa2 25-AUG-2044, 6.15%, 08/25/44 STACR 2024-HQA2 35564NEC3 - - 18,000,000 $18,251,074 $18,251,074 0.37 $18,174,186
FNMA 30yr Pool#CB8221 5.500% 01-Mar-2054, 5.50%, 03/01/54 FN 3140QUD37 - - 17,756,838 $17,948,703 $17,948,703 0.37 $17,700,091
FNMA 30yr Pool#FM4738 4.000% 01-Sep-2050, 4.00%, 09/01/50 FN 3140X8HQ3 - - 19,083,209 $17,860,240 $17,860,240 0.36 $17,701,083
FHLMC 30yr Pool#QH3192 6.000% 01-Oct-2053, 6.00%, 10/01/53 FR 3133CFRM3 - - 17,110,462 $17,692,803 $17,692,803 0.36 $17,523,097
FNMA 30yr Pool#CB3837 3.500% 01-Jun-2052, 3.50%, 06/01/52 FN 3140QPHP5 - - 19,323,473 $17,663,779 $17,663,779 0.36 $17,432,513
Homeward Opportunities Fund Trust 2024-RTL1 A1 7.12% 25-JUL-2029, 7.12%, 07/25/29 HOF 43789FAA1 - - 17,261,000 $17,471,296 $17,471,296 0.36 $17,382,536
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-HQA4 B1 8.10098% 25-DEC-2041, 8.10%, 12/25/41 STACR 2021-HQA4 35564KPN3 - - 16,776,000 $17,457,536 $17,457,536 0.36 $17,363,160
FNMA 40yr Pool#BF0806 3.500% 01-Apr-2064, 3.50%, 04/01/64 FN 3140FX3Q3 - - 19,251,398 $16,983,975 $16,983,975 0.35 $16,946,542
Fannie Mae Pool|2.5|04/01/2064, 2.50%, 04/01/64 FN 3140FX3K6 - - 20,935,126 $16,940,783 $16,940,783 0.35 $16,923,337
FNMA 30yr Pool#FS8717 6.000% 01-Jul-2054, 6.00%, 07/01/54 FN 3140XQVK0 - - 16,374,871 $16,934,639 $16,934,639 0.35 $16,676,634
PRET 2025-RPL1 Trust A1 4.0% 25-JUL-2069, 4.00%, 07/25/69 PRET 2025-RPL1 69392FAA5 - - 16,645,000 $15,923,465 $15,923,465 0.32 $15,830,993
Fannie Mae Pool|4.5|12/01/2054, 4.50%, 12/01/54 FN 3140W0D44 - - 16,417,225 $15,574,506 $15,574,506 0.32 $15,549,880
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 $15,451,400 $15,451,400 0.32 $15,294,183
Fhlmc Stacr Remic Trust 2023-Hqa3 7.17039% 25-NOV-2043, 6.20%, 11/25/43 STACR 2023-HQA3 35564K3G2 - - 15,170,754 $15,321,140 $15,321,140 0.31 $15,255,811
FNMA 30yr Pool#CA3372 3.500% 01-Apr-2049, 3.50%, 04/01/49 FN 3140QAXA3 - - 16,553,001 $15,296,505 $15,296,505 0.31 $14,953,035
CONNECTICUT AVENUE SECURITIES SERIES 2021-R03 6.97039% 25-DEC-2041, 6.00%, 12/25/41 CAS 2021-R03 20754AAB9 - - 14,835,000 $15,007,975 $15,007,975 0.31 $14,946,152
FNMA 30yr Pool#BX0984 4.500% 01-Oct-2052, 4.50%, 10/01/52 FN 3140N5CW2 - - 15,673,340 $14,987,689 $14,987,689 0.31 $14,854,610
Huntington Bank Auto Credit-Linked Notes, Series 2024-1 B1 6.153% 20-MAY-2032, 6.15%, 05/20/32 HACLN 2024-1 44644NAA7 - - 14,776,336 $14,964,495 $14,964,495 0.31 $14,961,969
Connecticut Avenue Securities Trust 2022-R02 8.32039% 25-JAN-2042, 7.35%, 01/25/42 CAS 2022-R02 20754BAB7 - - 14,409,226 $14,915,060 $14,915,060 0.30 $14,841,503
RCKT Mortgage Trust 2024-CES7 A1A 5.158% 25-OCT-2044, 5.16%, 10/25/44 RCKT 2024-CES7 749414AA6 - - 14,895,634 $14,893,742 $14,893,742 0.30 $14,787,031
Galaxy Senior Participation Interest Trust 1|2.625|07/31/2026, 2.62%, 07/31/26 GLXYT 2025-1 362922AA4 - - 14,638,258 $14,753,873 $14,753,873 0.30 $14,716,515
FHLMC 30yr Pool#SD1143 4.500% 01-Sep-2050, 4.50%, 09/01/50 FR 3132DNHU0 - - 15,011,044 $14,604,284 $14,604,284 0.30 $14,422,940
Finance Of America Structured Securities Trust Series 2024-S2|3.5|04/25/2074, 3.50%, 04/25/74 FASST 2024-S2 31739VAA2 - - 15,246,203 $14,590,859 $14,590,859 0.30 $14,555,285
FNMA 30yr Pool#FA0470 6.000% 01-Jan-2055, 6.00%, 01/01/55 FN 3140W0QY4 - - 14,184,895 $14,493,582 $14,493,582 0.30 $14,446,299
FNMA 30yr Pool#FS7117 6.500% 01-Feb-2054, 6.50%, 02/01/54 FN 3140XN4B7 - - 12,868,513 $14,315,333 $14,315,333 0.29 $13,313,859
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-DNA7 M2 6.15098% 25-NOV-2041, 6.15%, 11/25/41 STACR 2021-DNA7 35564KMH9 - - 14,000,000 $14,217,301 $14,217,301 0.29 $14,157,500
FHLMC 30yr Pool#QX1709 5.000% 01-Nov-2054, 5.00%, 11/01/54 FR 31425V3T8 - - 14,468,088 $14,204,883 $14,204,883 0.29 $14,089,049
BMP Commercial Mortgage Trust 2024-MF23 A 5.67818% 15-JUN-2041, 5.68%, 06/15/41 BMP 2024-MF23 05593JAA8 - - 14,000,000 $14,019,978 $14,019,978 0.29 $14,011,145
FNMA 30yr Pool#FS6236 6.500% 01-Nov-2053, 6.50%, 11/01/53 FN 3140XM4W3 - - 12,883,914 $13,752,016 $13,752,016 0.28 $13,329,794
FHLMC 30yr Pool#SD5994 4.500% 01-Sep-2050, 4.50%, 09/01/50 FR 3132DTUT5 - - 13,999,403 $13,651,361 $13,651,361 0.28 $13,450,932
FNMA 30yr Pool#FM5350 4.500% 01-Sep-2050, 4.50%, 09/01/50 FN 3140X85L7 - - 14,069,999 $13,610,606 $13,610,606 0.28 $13,496,957
FNMA 40yr Pool#BF0731 2.500% 01-Jun-2063, 2.50%, 06/01/63 FN 3140FXY55 - - 16,569,589 $13,462,345 $13,462,345 0.27 $13,404,812
FHLMC 30yr Pool#SD5224 6.000% 01-Mar-2054, 6.00%, 03/01/54 FR 3132DSYV8 - - 12,676,814 $13,341,176 $13,341,176 0.27 $12,909,719
Connectict Ave Sec Tr 2024-R03 25-MAR-2044, 6.30%, 03/25/44 CAS 2024-R03 207941AB1 - - 13,082,000 $13,328,476 $13,328,476 0.27 $13,271,248
FNMA 30yr Pool#FS7541 4.000% 01-Jun-2052, 4.00%, 06/01/52 FN 3140XPLX5 - - 13,595,439 $12,795,650 $12,795,650 0.26 $12,649,684
FHLMC 30yr Pool#QH3306 6.000% 01-Oct-2053, 6.00%, 10/01/53 FR 3133CFU72 - - 12,350,635 $12,694,566 $12,694,566 0.26 $12,578,744
Toorak Mortgage Trust 2024-2 A1 6.329% 25-OCT-2031, 6.33%, 10/25/31 TRK 2024-2 89055KAA0 - - 12,596,000 $12,606,115 $12,606,115 0.26 $12,552,968
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 $12,598,646 $12,598,646 0.26 $12,493,183
FHLMC 30yr Pool#QG6755 5.500% 01-Jun-2053, 5.50%, 06/01/53 FR 3133C7QG5 - - 12,316,213 $12,488,046 $12,488,046 0.25 $12,371,831
FNMA 40yr Pool#BF0783 3.500% 01-Dec-2063, 3.50%, 12/01/63 FN 3140FX2R2 - - 13,803,350 $12,230,183 $12,230,183 0.25 $12,147,683
FNMA 30yr Pool#BY0334 6.000% 01-May-2053, 6.00%, 05/01/53 FN 3140NGLQ1 - - 11,910,728 $12,218,812 $12,218,812 0.25 $12,104,200
FNMA 30yr Pool#FS5818 4.500% 01-Oct-2050, 4.50%, 10/01/50 FN 3140XMPC4 - - 12,576,511 $12,175,633 $12,175,633 0.25 $12,064,295
FNMA 30yr Pool#FS6432 3.500% 01-Oct-2050, 3.50%, 10/01/50 FN 3140XNEE0 - - 13,018,602 $11,870,211 $11,870,211 0.24 $11,760,261
FNMA 30yr Pool#FS5362 4.500% 01-Dec-2050, 4.50%, 12/01/50 FN 3140XL5Y0 - - 12,206,744 $11,845,972 $11,845,972 0.24 $11,709,588
FNMA 30yr Pool#BY4134 5.500% 01-Jul-2053, 5.50%, 07/01/53 FN 3140NLSY6 - - 11,799,285 $11,832,500 $11,832,500 0.24 $11,727,798
FNMA 30yr Pool#FS7613 4.500% 01-May-2052, 4.50%, 05/01/52 FN 3140XPN70 - - 11,981,518 $11,733,270 $11,733,270 0.24 $11,493,535
FHLMC 30yr Pool#RA7104 4.500% 01-Feb-2051, 4.50%, 02/01/51 FR 3133KN3M3 - - 11,874,896 $11,681,271 $11,681,271 0.24 $11,379,457
Connecticut Avenue Securities Trust 2023-R08 1B1 7.90098% 25-OCT-2043, 7.90%, 10/25/43 CAS 2023-R08 20755CAF5 - - 10,982,476 $11,679,019 $11,679,019 0.24 $11,618,761
FNMA 30yr Pool#BX0421 5.500% 01-Nov-2052, 5.50%, 11/01/52 FN 3140N4PF8 - - 11,455,232 $11,663,518 $11,663,518 0.24 $11,466,454
RCKT Mortgage Trust 2024-CES5 A1B 6.047% 25-JUL-2044, 6.05%, 08/25/44 RCKT 74938KAB3 - - 11,449,090 $11,616,113 $11,616,113 0.24 $11,519,957
Chase Mortgage Reference Notes, Series 2020-CL1 M1 6.67848% 25-OCT-2057, 6.68%, 10/25/57 CHASE 2020-CL1 46591HAG5 - - 10,998,859 $11,298,190 $11,298,190 0.23 $11,249,244
Structured Agency Credit Risk (STACR) Debt Notes, Series 2024-HQA1 M1 5.60098% 25-MAR-2044, 5.60%, 03/25/44 STACR 2024-HQA1 M1 35564NBX0 - - 11,064,830 $11,149,361 $11,149,361 0.23 $11,106,323
RCKT Mortgage Trust 2024-CES9 A1B 5.683% 25-DEC-2044, 5.68%, 12/25/44 RCKT 2024-CES9 749426AB8 - - 10,933,806 $11,010,994 $11,010,994 0.22 $10,924,693
FHLMC 30yr Pool#QH1500 6.000% 01-Sep-2053, 6.00%, 09/01/53 FR 3133CDUZ5 - - 10,680,249 $10,974,710 $10,974,710 0.22 $10,860,096
FNMA 30yr Pool#BW2174 4.500% 01-Jun-2052, 4.50%, 06/01/52 FN 3140MTMY6 - - 11,441,544 $10,943,573 $10,943,573 0.22 $10,849,182
FNMA 30yr Pool#FS6662 4.000% 01-Oct-2051, 4.00%, 10/01/51 FN 3140XNML5 - - 11,417,506 $10,769,861 $10,769,861 0.22 $10,623,258
FIGRE Trust 2023-HE3 A 6.436% 25-NOV-2053, 6.44%, 11/25/53 FIGRE 2023-HE3 31684CAA9 - - 10,446,081 $10,698,844 $10,698,844 0.22 $10,650,288
RCKT Mortgage Trust 2024-CES1 A1B 6.325% 25-FEB-2044, 6.33%, 02/25/44 RCKT 2024-CES1 749424AB3 - - 10,334,184 $10,500,321 $10,500,321 0.21 $10,409,538
Alterna Funding III A 6.26% 15-MAY-2039, 6.26%, 05/16/39 TAX 2024-1A 02157JAA3 - - 10,388,111 $10,459,065 $10,459,065 0.21 $10,453,646
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-HQA4 M2 6.70098% 25-DEC-2041, 6.70%, 12/25/41 STACR 2021-HQA4 35564KNS4 - - 10,089,878 $10,281,873 $10,281,873 0.21 $10,234,920
BREAN ASS BAC SE 2024-RM8 4.5%64 A1, 4.50%, 05/25/64 BABS 2024-RM8 10637YAA3 - - 10,593,118 $10,229,717 $10,229,717 0.21 $10,197,937
Freddie Mac Stacr Remic Trust 2025-Hqa1|5.48763|02/25/2045, 5.49%, 02/25/45 STACR 2025-HQA1 35564NGZ0 - - 10,170,000 $10,183,286 $10,183,286 0.21 $10,178,635
Connecticut Avenue Securities Trust 2024-R05 25-JUL-2044, 6.05%, 07/25/44 CAS 2024-R05 20754XAC7 - - 10,060,000 $10,161,621 $10,161,621 0.21 $10,119,348
FNMA 30yr Pool#FS2144 3.500% 01-Jun-2052, 3.50%, 06/01/52 FN 3140XHL21 - - 11,043,854 $10,119,563 $10,119,563 0.21 $9,973,513
LHOME Mortgage Trust 2024-RTL3 A1 6.9% 25-MAY-2029, 6.90%, 05/25/29 LHOME 2024-RTL3 50205GAA0 - - 9,960,000 $10,118,366 $10,118,366 0.21 $10,068,732
FNMA 30yr Pool#BX5075 6.000% 01-Jan-2053, 6.00%, 01/01/53 FN 3140N9T97 - - 9,218,623 $10,069,746 $10,069,746 0.21 $9,380,362
Structured Agency Credit Risk (STACR) Debt Notes, Series 2024-HQA1 M2 6.35098% 25-MAR-2044, 6.35%, 03/25/44 STACR 2024-HQA1 M2 35564NCA9 - - 9,880,000 $10,057,171 $10,057,171 0.21 $10,013,596
FHLMC 30yr Pool#QH4373 6.000% 01-Nov-2053, 6.00%, 11/01/53 FR 3133CG2E6 - - 9,535,788 $9,865,232 $9,865,232 0.20 $9,765,753
FHLMC 30yr Pool#SD2167 6.000% 01-Jan-2053, 6.00%, 01/01/53 FR 3132DPMQ8 - - 9,586,390 $9,830,540 $9,830,540 0.20 $9,738,898
FNMA 30yr Pool#DA0026 6.000% 01-Sep-2053, 6.00%, 09/01/53 FN 3140A0A41 - - 9,589,632 $9,809,380 $9,809,380 0.20 $9,717,574
Rithm Capital Corp. 8.0% 01-APR-2029, 8.00%, 04/01/29 RITM 64828TAB8 - - 9,213,000 $9,601,900 $9,601,900 0.20 $9,315,274
ACHM Trust 2024-HE1 A 6.55% 25-MAY-2039, 6.55%, 05/25/39 ACHM 2024-HE1 00449TAA3 - - 9,376,119 $9,556,780 $9,556,780 0.19 $9,514,131
LHOME Mortgage Trust 2022-RTL3 A1 8.15% 25-NOV-2027, 8.15%, 11/25/27 LHOME 2022-RTL3 50204UAA0 - - 9,342,112 $9,394,882 $9,394,882 0.19 $9,344,123
LHOME Mortgage Trust 2024-RTL5 A2 5.751% 25-SEP-2039, 5.75%, 09/25/39 LHOME 2024-RTL5 50205WAB3 - - 9,325,000 $9,332,264 $9,332,264 0.19 $9,296,512
FNMA 30yr Pool#FS7397 6.000% 01-Mar-2054, 6.00%, 03/01/54 FN 3140XPGF0 - - 8,821,598 $9,149,041 $9,149,041 0.19 $8,984,166
Fannie Mae REMIC Trust 2022-65 FB 5.15098% 25-SEP-2052, 5.15%, 09/25/52 FNR 2022-65 3136BPCQ2 - - 9,361,226 $9,144,357 $9,144,357 0.19 $9,111,747
FHLMC 30yr Pool#SD5223 6.000% 01-Apr-2054, 6.00%, 04/01/54 FR 3132DSYU0 - - 8,177,369 $8,618,208 $8,618,208 0.18 $8,328,065
FNMA 30yr Pool#DB4017 6.000% 01-May-2054, 6.00%, 05/01/54 FN 3140ADPB1 - - 8,221,150 $8,590,791 $8,590,791 0.18 $8,372,653
Mello Mortgage Capital Acceptance 2024-SD1 A1 4.0% 25-APR-2054, 4.00%, 04/25/54 MELLO 58550DAA1 - - 8,660,957 $8,439,894 $8,439,894 0.17 $8,414,874
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 $8,430,822 $8,430,822 0.17 $8,341,832
Saluda Grade Alternative Mortgage Trust 2023-FIG4 A 6.718% 25-NOV-2053, 6.72%, 11/25/53 GRADE 2023-FIG4 79581UAA2 - - 8,078,258 $8,353,875 $8,353,875 0.17 $8,278,501
Tricolor Auto Securitization Trust 2024-3 A 5.22% 15-JUN-2028, 5.22%, 06/15/28 TAST 2024-3A 89617AAA3 - - 8,339,053 $8,338,450 $8,338,450 0.17 $8,334,823
FHLMC 30yr Pool#QX0520 5.500% 01-Dec-2054, 5.50%, 12/01/54 FR 31425USJ5 - - 8,234,465 $8,287,091 $8,287,091 0.17 $8,212,760
Freddie Mac Stacr Remic Trust 2025-Hqa1|5.98763|02/25/2045, 5.99%, 02/25/45 STACR 2025-HQA1 35564NHA4 - - 8,138,148 $8,150,739 $8,150,739 0.17 $8,146,679
FHLMC 30yr Pool#SD5963 6.000% 01-Jul-2054, 6.00%, 07/01/54 FR 3132DTTU4 - - 7,788,087 $8,044,660 $8,044,660 0.16 $7,931,609
Saluda Grade Alternative Mortgage Trust 2023-FIG3 A 7.067% 25-AUG-2053, 7.07%, 08/25/53 GRADE 79582AAA5 - - 7,638,092 $7,944,432 $7,944,432 0.16 $7,869,462
FNMA 30yr Pool#FS3661 6.000% 01-Jan-2053, 6.00%, 01/01/53 FN 3140XKB74 - - 7,595,797 $7,937,459 $7,937,459 0.16 $7,729,064
PRPM 2024-RPL1 A2 4.280906% 25-DEC-2064, 4.16%, 12/25/64 PRPM 2024-RPL1 69380XAB8 - - 8,351,000 $7,908,618 $7,908,618 0.16 $7,860,414
Connecticut Avenue Securities Trust 2025-R01 1M1 5.45098% 25-JAN-2045, 5.45%, 01/25/45 CAS 2025-R01 20755JAB9 - - 7,845,000 $7,877,273 $7,877,273 0.16 $7,849,952
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 $7,836,274 $7,836,274 0.16 $7,828,459
FNMA 30yr Pool#BY0337 6.500% 01-May-2053, 6.50%, 05/01/53 FN 3140NGLT5 - - 7,363,119 $7,689,042 $7,689,042 0.16 $7,611,740
FNMA 30yr Pool#BX6266 6.000% 01-Jan-2053, 6.00%, 01/01/53 FN 3140NA6C2 - - 7,408,075 $7,616,405 $7,616,405 0.16 $7,532,196
Mission Lane Credit Card Master Trust Series 2023-A 2301_A 7.23% 15-JUL-2028, 7.23%, 07/17/28 MLANE 2023-A 60510MAN8 - - 7,565,000 $7,585,838 $7,585,838 0.15 $7,576,722
Connecticut Avenue Securities, Series 2021-R01 1B1 7.45098% 25-OCT-2041, 7.45%, 10/25/41 CAS 2021-R01 20754RAF3 - - 7,320,000 $7,563,677 $7,563,677 0.15 $7,525,801
FNMA 30yr Pool#FS8486 4.500% 01-Dec-2052, 4.50%, 12/01/52 FN 3140XQNC7 - - 7,795,926 $7,486,744 $7,486,744 0.15 $7,387,483
Santander Bank Auto Credit-Linked Notes, Series 2024-A C 5.818% 15-JUN-2032, 5.82%, 06/15/32 SBCLN 2024-A 80290CCK8 - - 7,250,000 $7,316,772 $7,316,772 0.15 $7,309,742
ACHV ABS Trust 2023-4CP D 8.6% 25-NOV-2030, 8.60%, 11/25/30 ACHV 2023-4CP 00092CAD4 - - 7,056,000 $7,235,513 $7,235,513 0.15 $7,191,688
RCKT Mortgage Trust 2024-CES8 A1A 5.48955% 25-OCT-2044, 5.49%, 11/25/44 RCKT 2024-CES8 749421AA1 - - 7,142,076 $7,193,232 $7,193,232 0.15 $7,138,778
FHLMC 30yr Pool#QG3912 5.500% 01-Jun-2053, 5.50%, 06/01/53 FR 3133C4KZ6 - - 7,045,497 $7,124,207 $7,124,207 0.15 $7,062,209
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 - - 6,984,064 $7,106,740 $7,106,740 0.14 $7,072,496
Brean Asset Backed Securities Trust 2024-RM9|5|09/25/2064, 5.00%, 09/25/64 BABS 2024-RM9 10638DAA8 - - 7,250,000 $7,069,366 $7,069,366 0.14 $7,043,186
FHLMC 30yr Pool#SD3813 6.000% 01-Jul-2053, 6.00%, 07/01/53 FR 3132E0GW6 - - 6,730,372 $7,030,656 $7,030,656 0.14 $6,870,279
FHLMC 30yr Pool#SD3018 5.500% 01-May-2053, 5.50%, 05/01/53 FR 3132DQK70 - - 6,756,578 $6,957,736 $6,957,736 0.14 $6,741,075
LHOME Mortgage Trust 2024-RTL4 A2 6.092% 25-JUL-2039, 6.09%, 07/25/39 LHOME 2024-RTL4 50205PAB8 - - 6,870,000 $6,916,797 $6,916,797 0.14 $6,888,896
FHLMC 30yr Pool#QG4264 5.000% 01-Jun-2053, 5.00%, 06/01/53 FR 3133C4WZ3 - - 6,959,924 $6,830,118 $6,830,118 0.14 $6,768,236
FNMA 30yr Pool#FM4129 4.000% 01-Sep-2050, 4.00%, 09/01/50 FN 3140X7ST7 - - 7,222,780 $6,821,922 $6,821,922 0.14 $6,720,334
FNMA 30yr Pool#DA1468 6.000% 01-Sep-2053, 6.00%, 09/01/53 FN 3140A1T23 - - 6,585,678 $6,770,482 $6,770,482 0.14 $6,707,311
FHLMC 30yr Pool#QH7040 6.000% 01-Dec-2053, 6.00%, 12/01/53 FR 3133CKZD3 - - 6,534,797 $6,684,921 $6,684,921 0.14 $6,621,983
FNMA 30yr Pool#DA1456 5.500% 01-Sep-2053, 5.50%, 09/01/53 FN 3140A1TN7 - - 6,647,218 $6,679,269 $6,679,269 0.14 $6,620,151
FNMA 30yr Pool#DC7015 5.500% 01-Dec-2054, 5.50%, 12/01/54 FN 3140AUYM9 - - 6,526,013 $6,641,810 $6,641,810 0.14 $6,508,811
Santander Bank Auto Credit-Linked Notes, Series 2023-B C 5.933% 15-DEC-2033, 5.93%, 12/15/33 SBCLN 2023-B 80290CCC6 - - 6,409,541 $6,474,675 $6,474,675 0.13 $6,471,506
LHOME Mortgage Trust 2024-RTL1 A1 7.017% 25-JAN-2029, 7.02%, 01/25/29 LHOME 2024-RTL1 50205DAA7 - - 6,341,000 $6,429,574 $6,429,574 0.13 $6,399,911
FNMA 30yr Pool#FM7479 4.500% 01-Jan-2050, 4.50%, 01/01/50 FN 3140XBJZ4 - - 6,550,199 $6,382,087 $6,382,087 0.13 $6,293,574
RCKT Mortgage Trust 2023-CES1 A1A 6.515% 25-JUN-2043, 6.51%, 06/25/43 RCKT 74935WAA2 - - 6,287,738 $6,380,221 $6,380,221 0.13 $6,323,326
FHLMC 30yr Pool#QH2242 5.500% 01-Sep-2053, 5.50%, 09/01/53 FR 3133CEP30 - - 6,164,789 $6,299,654 $6,299,654 0.13 $6,139,687
Angel Oak Mortgage Trust 2025-2|5.941|02/25/2070, 5.94%, 02/25/70 AOMT 2025-2 03466QAC7 - - 6,268,000 $6,271,655 $6,271,655 0.13 $6,250,967
Ginnie Mae REMIC Trust 2023-116 LF 5.6731% 20-AUG-2053, 5.65%, 08/20/53 GNR 2023-116 38384EFT7 - - 6,183,570 $6,197,582 $6,197,582 0.13 $6,196,612
Freddie Mac Stripped Interest Certificates, Series 375, Groups 1-83,123,144,165,186,207, C1 2.5% 25-JAN-2051, 2.50%, 01/25/51 FHS 375 3133Q5AA4 - - 38,740,777 $6,104,714 $6,104,714 0.12 $5,969,791
FNMA 30yr Pool#FS1578 4.000% 01-Oct-2050, 4.00%, 10/01/50 FN 3140XGXG9 - - 6,451,862 $6,084,053 $6,084,053 0.12 $6,003,034
FHLMC 30yr Pool#SD2606 4.500% 01-Sep-2051, 4.50%, 09/01/51 FR 3132DP3P1 - - 6,244,852 $6,063,832 $6,063,832 0.12 $5,984,307
Connecticut Avenue Securities Trust 2024-R02 1M1 5.45098% 25-FEB-2044, 5.45%, 02/25/44 CAS 2024-R02 20754GAA8 - - 6,014,554 $6,048,377 $6,048,377 0.12 $6,025,610
RCKT Mortgage Trust 2025-CES1 A1A 5.653% 25-JAN-2045, 5.65%, 01/25/45 RCKT 2025-CES1 A1 749427AA8 - - 5,975,000 $6,034,559 $6,034,559 0.12 $5,987,647
FNMA 30yr Pool#FS0088 4.000% 01-Mar-2050, 4.00%, 03/01/50 FN 3140XFC25 - - 6,376,253 $6,017,913 $6,017,913 0.12 $5,939,998
FNMA 30yr Pool#BY0540 6.000% 01-May-2053, 6.00%, 05/01/53 FN 3140NGS68 - - 5,838,463 $5,976,905 $5,976,905 0.12 $5,920,609
FHLMC 30yr Pool#QI8221 6.000% 01-Jun-2054, 6.00%, 06/01/54 FR 3133WFD20 - - 5,704,225 $5,867,302 $5,867,302 0.12 $5,809,345
FHLMC 30yr Pool#QH4638 6.000% 01-Nov-2053, 6.00%, 11/01/53 FR 3133CHEK7 - - 5,649,594 $5,840,818 $5,840,818 0.12 $5,785,840
FNMA 30yr Pool#DA5019 6.500% 01-Nov-2053, 6.50%, 11/01/53 FN 3140A5SH2 - - 5,563,922 $5,811,194 $5,811,194 0.12 $5,754,629
FHLMC 30yr Pool#QJ9072 6.000% 01-Nov-2054, 6.00%, 11/01/54 FR 3133D1CH0 - - 5,638,631 $5,799,380 $5,799,380 0.12 $5,742,542
FHLMC 30yr Pool#QH4473 6.000% 01-Nov-2053, 6.00%, 11/01/53 FR 3133CG6J1 - - 5,540,906 $5,752,036 $5,752,036 0.12 $5,674,530
RCKT Mortgage Trust 2024-CES6 A1B 5.546% 25-SEP-2044, 5.55%, 09/25/44 RCKT 2024-CES6 749410AB2 - - 5,688,096 $5,715,263 $5,715,263 0.12 $5,671,449
Freddie Mac Stripped Interest Certificates, Series 377 C1 2.0% 25-JAN-2051, 2.00%, 01/25/51 FHS 377 3133Q5E51 - - 43,320,843 $5,684,072 $5,684,072 0.12 $5,563,410
FNMA 30yr Pool#CA0706 4.000% 01-Nov-2047, 4.00%, 11/01/47 FN 3140Q7YC5 - - 5,994,865 $5,683,859 $5,683,859 0.12 $5,592,462
Connecticut Avenue Securities Trust 2025-R01 1B1 6.05098% 25-JAN-2045, 6.05%, 01/25/45 CAS 2025-R01 20755JAG8 - - 5,628,276 $5,654,146 $5,654,146 0.12 $5,632,387
FNMA 30yr Pool#BX0419 5.500% 01-Nov-2052, 5.50%, 11/01/52 FN 3140N4PD3 - - 5,581,825 $5,613,618 $5,613,618 0.11 $5,564,155
FNMA 30yr Pool#BY0350 5.000% 01-Jun-2053, 5.00%, 06/01/53 FN 3140NGL81 - - 5,629,244 $5,520,199 $5,520,199 0.11 $5,474,205
FHLMC 30yr Pool#QH2259 6.000% 01-Sep-2053, 6.00%, 09/01/53 FR 3133CEQL9 - - 5,336,383 $5,478,258 $5,478,258 0.11 $5,426,244
UMBS TBA 30yr 5% March Delivery, 5.00%, 03/13/25 FNCL 01F050635 - - 5,600,000 $5,428,752 $5,428,752 0.11 $5,428,752
BX Trust 2021-SDMF A 5.01% 15-SEP-2034, 5.01%, 09/15/34 BX 2021-SDMF 12434CAA2 - - 5,435,823 $5,409,615 $5,409,615 0.11 $5,406,589
LHOME Mortgage Trust 2024-RTL2 A1 7.128% 25-MAR-2029, 7.13%, 03/25/29 LHOME 50205JAA4 - - 5,293,684 $5,381,724 $5,381,724 0.11 $5,356,569
FNMA 30yr Pool#DA5072 6.500% 01-Nov-2053, 6.50%, 11/01/53 FN 3140A5T65 - - 5,058,497 $5,284,435 $5,284,435 0.11 $5,231,880
Santander Bank Auto Credit Linked Notes Series 2024-B 18-JAN-2033, 5.14%, 01/18/33 SBCLN 2024-B 80280BAC2 - - 5,250,000 $5,250,418 $5,250,418 0.11 $5,245,920
Bayview Opportunity Master Fund VII Trust 2024-CAR1 B 5.65098% 25-DEC-2031, 5.65%, 12/26/31 BVCLN 2024-CAR1 07336QAB8 - - 5,114,114 $5,151,587 $5,151,587 0.11 $5,131,517
FNMA 30yr Pool#BX5986 5.500% 01-Mar-2053, 5.50%, 03/01/53 FN 3140NAUL5 - - 5,023,105 $5,092,623 $5,092,623 0.10 $5,047,024
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 $5,087,087 $5,087,087 0.10 $5,081,772
Gracie Point International Funding, Series 2024-1 A 6.63146% 01-MAR-2028, 6.61%, 03/01/28 GPIF 2024-1A A 38410KAA7 - - 5,000,000 $5,086,813 $5,086,813 0.10 $5,012,400
COLT 2025-INV2 Mortgage Loan Trust|5.803|02/25/2070, 5.80%, 02/25/70 COLT 2025-INV2 12673UAB0 - - 5,039,305 $5,056,380 $5,056,380 0.10 $5,040,134
FHLMC 30yr Pool#QH5204 6.500% 01-Nov-2053, 6.50%, 11/01/53 FR 3133CHX91 - - 4,816,586 $5,046,303 $5,046,303 0.10 $4,998,321
FHLMC 30yr Pool#QF9863 5.500% 01-Mar-2053, 5.50%, 03/01/53 FR 3133BX5Y3 - - 4,863,767 $4,919,579 $4,919,579 0.10 $4,875,962
FNMA 30yr Pool#FS3246 5.500% 01-Nov-2052, 5.50%, 11/01/52 FN 3140XJTC7 - - 4,769,756 $4,891,946 $4,891,946 0.10 $4,802,653
ABL 2024-RTL1 A2 7.457% 25-SEP-2029, 7.46%, 09/25/29 ABL 2024-RTL1 00092EAB4 - - 4,840,000 $4,891,895 $4,891,895 0.10 $4,865,829
FNMA 30yr Pool#BW6314 5.500% 01-Aug-2052, 5.50%, 08/01/52 FN 3140MYAQ5 - - 4,698,755 $4,853,569 $4,853,569 0.10 $4,705,171
Rain City Mortgage Trust 2024-RTL1 A1 6.53% 25-SEP-2029, 6.53%, 11/25/29 RCITY 2024-RTL1 75079KAA1 - - 4,800,000 $4,820,917 $4,820,917 0.10 $4,800,021
FHLMC 30yr Pool#RA1100 4.000% 01-Jul-2049, 4.00%, 07/01/49 FR 3133KGGH5 - - 5,022,434 $4,807,138 $4,807,138 0.10 $4,672,824
FNMA 30yr Pool#BX4782 5.500% 01-Mar-2053, 5.50%, 03/01/53 FN 3140N9J49 - - 4,667,372 $4,676,176 $4,676,176 0.10 $4,635,271
FNMA 30yr Pool#BX8340 6.000% 01-Apr-2053, 6.00%, 04/01/53 FN 3140NDHS9 - - 4,176,785 $4,629,091 $4,629,091 0.09 $4,250,294
FNMA 30yr Pool#DA3549 6.500% 01-Oct-2053, 6.50%, 10/01/53 FN 3140A35K5 - - 4,137,864 $4,591,772 $4,591,772 0.09 $4,293,989
FNMA 30yr Pool#BX9326 5.500% 01-Mar-2053, 5.50%, 03/01/53 FN 3140NELG8 - - 4,509,143 $4,560,190 $4,560,190 0.09 $4,520,450
SREIT Commercial Mortgage Trust 2021-MFP B 5.5008% 15-NOV-2038, 5.51%, 11/15/38 SREIT 2021-MFP 78472UAC2 - - 4,482,910 $4,472,126 $4,472,126 0.09 $4,470,069
FNMA 30yr Pool#CB2907 3.500% 01-Feb-2052, 3.50%, 02/01/52 FN 3140QNGR7 - - 4,844,319 $4,445,730 $4,445,730 0.09 $4,376,590
FHLMC 30yr Pool#QF7280 5.500% 01-Jan-2053, 5.50%, 01/01/53 FR 3133BVCR4 - - 4,303,952 $4,398,050 $4,398,050 0.09 $4,334,949
Reach ABS Trust 2024-2 A 5.88% 15-JUL-2031, 5.88%, 07/15/31 REACH 2024-2A 75525HAA8 - - 4,329,077 $4,357,788 $4,357,788 0.09 $4,353,546
FNMA 30yr Pool#BY0335 6.000% 01-May-2053, 6.00%, 05/01/53 FN 3140NGLR9 - - 4,254,069 $4,340,310 $4,340,310 0.09 $4,299,133
FHLMC 30yr Pool#QH0826 5.500% 01-Sep-2053, 5.50%, 09/01/53 FR 3133CC4K9 - - 4,247,346 $4,303,347 $4,303,347 0.09 $4,265,830
FNMA 30yr Pool#BX9422 5.500% 01-Mar-2053, 5.50%, 03/01/53 FN 3140NEPG4 - - 4,217,383 $4,229,608 $4,229,608 0.09 $4,192,000
Fannie Mae REMIC Trust 2020-98 AI 3.5% 25-JAN-2061, 3.50%, 01/25/61 FNR 2020-98 3136BDLE6 - - 19,952,182 $4,221,170 $4,221,170 0.09 $4,123,753
Angel Oak Mortgage Trust 2025-2|5.789|02/25/2070, 5.79%, 02/25/70 AOMT 2025-2 03466QAB9 - - 4,200,000 $4,197,456 $4,197,456 0.09 $4,183,948
FNMA 30yr Pool#BX6124 6.500% 01-Jan-2053, 6.50%, 01/01/53 FN 3140NAYW7 - - 3,990,266 $4,188,068 $4,188,068 0.09 $4,147,885
EFMT 2025-CES1|5.877|02/25/2055, 5.88%, 02/25/55 EFMT 2025-CES1 26846VAB0 - - 4,150,000 $4,175,421 $4,175,421 0.09 $4,161,872
FHLMC 30yr Pool#QG2535 5.000% 01-May-2053, 5.00%, 05/01/53 FR 3133C2Y85 - - 4,234,715 $4,154,065 $4,154,065 0.08 $4,119,069
FNMA 30yr Pool#FS2135 4.000% 01-Nov-2049, 4.00%, 11/01/49 FN 3140XHLR6 - - 4,362,536 $4,115,841 $4,115,841 0.08 $4,064,073
FNMA 30yr Pool#FS1869 3.500% 01-Apr-2052, 3.50%, 04/01/52 FN 3140XHCF2 - - 4,461,304 $4,112,080 $4,112,080 0.08 $4,025,764
RAM 2024-1 A 5.95% 15-FEB-2039, 6.67%, 02/15/39 RAM 2024-1 751313AA5 - - 4,036,606 $4,062,162 $4,062,162 0.08 $4,059,919
FNMA 30yr Pool#DA0036 6.500% 01-Sep-2053, 6.50%, 09/01/53 FN 3140A0BE8 - - 3,736,362 $3,931,521 $3,931,521 0.08 $3,864,428
FHLMC 30yr Pool#QH7549 6.000% 01-Dec-2053, 6.00%, 12/01/53 FR 3133CLL61 - - 3,826,981 $3,928,917 $3,928,917 0.08 $3,891,424
FNMA 30yr Pool#FS2713 4.500% 01-Oct-2050, 4.50%, 10/01/50 FN 3140XJAP8 - - 4,024,175 $3,919,404 $3,919,404 0.08 $3,866,516
Ally Bank Auto Credit-Linked Notes, Series 2024-A C 6.022% 15-MAY-2032, 6.02%, 05/17/32 ABCLN 2024-A 02007GZ63 - - 3,804,705 $3,853,096 $3,853,096 0.08 $3,851,186
FNMA 30yr Pool#BX8700 5.500% 01-Mar-2053, 5.50%, 03/01/53 FN 3140NDU21 - - 3,752,214 $3,801,794 $3,801,794 0.08 $3,767,733
FNMA 30yr Pool#BX4791 5.500% 01-Feb-2053, 5.50%, 02/01/53 FN 3140N9KD7 - - 3,784,802 $3,797,486 $3,797,486 0.08 $3,758,770
FHLMC 30yr Pool#SD1416 4.500% 01-Dec-2048, 4.50%, 12/01/48 FR 3132DNSD6 - - 3,838,440 $3,771,732 $3,771,732 0.08 $3,688,057
FNMA 30yr Pool#FM7031 4.000% 01-Jan-2051, 4.00%, 01/01/51 FN 3140XAY55 - - 3,959,768 $3,742,432 $3,742,432 0.08 $3,684,310
JP Morgan Mortgage Trust 2024-CES1 A1B 6.019% 25-JUN-2054, 6.02%, 06/25/54 JPMMT 2024-CES1 46658CAB7 - - 3,671,349 $3,711,884 $3,711,884 0.08 $3,681,192
COLT 2025-INV2 Mortgage Loan Trust|5.954|02/25/2070, 5.95%, 02/25/70 COLT 2025-INV2 12673UAC8 - - 3,695,983 $3,708,469 $3,708,469 0.08 $3,696,243
FNMA 30yr Pool#FM1540 4.000% 01-Sep-2049, 4.00%, 09/01/49 FN 3140X4WA0 - - 3,902,047 $3,660,536 $3,660,536 0.07 $3,630,427
Finance Of America Structured Securities Trust Series 2024-S1|3.5|02/25/2074, 3.50%, 02/25/74 FASST 2024-S1 31740RAB6 - - 3,806,159 $3,652,589 $3,652,589 0.07 $3,643,708
ABL 2024-RTL1 A1 6.075% 25-SEP-2029, 6.08%, 09/25/29 ABL 2024-RTL1 00092EAA6 - - 3,629,000 $3,631,069 $3,631,069 0.07 $3,615,146
FHLMC 30yr Pool#QH1144 5.500% 01-Sep-2053, 5.50%, 09/01/53 FR 3133CDHV9 - - 3,560,344 $3,608,008 $3,608,008 0.07 $3,575,546
FHLMC 30yr Pool#QG1347 6.000% 01-Mar-2053, 6.00%, 03/01/53 FR 3133C1P87 - - 3,499,305 $3,595,368 $3,595,368 0.07 $3,562,663
FHF Trust 2024-1 (First Help Financial) A2 5.69% 15-FEB-2030, 5.69%, 02/15/30 FHF 2024-1A 31568AAB2 - - 3,534,661 $3,567,706 $3,567,706 0.07 $3,566,030
Angel Oak Mortgage Trust 2024-5 A3 4.95% 25-JUL-2068, 4.95%, 07/25/68 AOMT 2024-5 03465YAC1 - - 3,647,834 $3,563,693 $3,563,693 0.07 $3,538,615
FHLMC 30yr Pool#QH6041 5.500% 01-Dec-2053, 5.50%, 12/01/53 FR 3133CJWA5 - - 3,461,846 $3,498,948 $3,498,948 0.07 $3,468,419
Connecticut Avenue Securities, Series 2021-R01 1M2 5.90098% 25-OCT-2041, 5.90%, 10/25/41 CAS 2021-R01 20754RAB2 - - 3,444,438 $3,473,810 $3,473,810 0.07 $3,459,695
FHLMC 30yr Pool#QG2537 5.500% 01-May-2053, 5.50%, 05/01/53 FR 3133C2ZA9 - - 2,772,683 $3,470,144 $3,470,144 0.07 $2,753,098
FHLMC 30yr Pool#QF7810 5.500% 01-Jan-2053, 5.50%, 01/01/53 FR 3133BVVB8 - - 3,411,128 $3,465,346 $3,465,346 0.07 $3,434,369
FNMA 30yr Pool#MA4026 4.000% 01-May-2050, 4.00%, 05/01/50 FN 31418DPL0 - - 3,628,643 $3,411,386 $3,411,386 0.07 $3,368,097
FIGRE Trust 2024-HE4 B 5.252% 25-SEP-2054, 5.25%, 09/25/54 FIGRE 2024-HE4 31684UAB7 - - 3,476,401 $3,411,187 $3,411,187 0.07 $3,399,015
Angel Oak Mortgage Trust 2024-5 A2 4.95% 25-JUL-2068, 4.95%, 07/25/68 AOMT 2024-5 03465YAB3 - - 3,474,568 $3,408,643 $3,408,643 0.07 $3,384,756
FHLMC 30yr Pool#QE6404 5.500% 01-Jul-2052, 5.50%, 07/01/52 FR 3133BGDH8 - - 3,271,273 $3,403,215 $3,403,215 0.07 $3,276,581
FHLMC 30yr Pool#QG2539 6.500% 01-May-2053, 6.50%, 05/01/53 FR 3133C2ZC5 - - 3,253,143 $3,395,356 $3,395,356 0.07 $3,362,988
FNMA 30yr Pool#MA4056 4.000% 01-Jun-2050, 4.00%, 06/01/50 FN 31418DQJ4 - - 3,505,826 $3,351,222 $3,351,222 0.07 $3,251,912
FNMA 30yr Pool#BX8585 6.000% 01-Mar-2053, 6.00%, 03/01/53 FN 3140NDRF6 - - 3,253,602 $3,322,580 $3,322,580 0.07 $3,291,877
BX Trust 2021-BXMF C 5.61227% 15-OCT-2038, 5.62%, 10/15/26 BX 2021-BXMF 05609RAJ3 - - 3,337,147 $3,315,994 $3,315,994 0.07 $3,314,432
Santander Bank Auto Credit-Linked Notes, Series 2024-A B 5.622% 15-JUN-2032, 5.62%, 06/15/32 SBCLN 2024-A 80290CCJ1 - - 3,250,000 $3,278,612 $3,278,612 0.07 $3,275,567
FNMA 30yr Pool#BX3248 6.000% 01-Jan-2053, 6.00%, 01/01/53 FN 3140N7TE0 - - 3,176,433 $3,263,481 $3,263,481 0.07 $3,233,446
FNMA 30yr Pool#BV5379 3.000% 01-Apr-2052, 3.00%, 04/01/52 FN 3140MJ6R1 - - 3,729,212 $3,253,770 $3,253,770 0.07 $3,230,204
FHLMC 30yr Pool#SD1111 4.000% 01-Jun-2050, 4.00%, 06/01/50 FR 3132DNGU1 - - 3,448,417 $3,247,734 $3,247,734 0.07 $3,214,656
Tricolor Auto Securitization Trust 2024-2 A 6.36% 15-DEC-2027, 6.36%, 12/15/27 TAST 2024-2A 89616PAA1 - - 3,216,995 $3,235,326 $3,235,326 0.07 $3,233,620
ACHV ABS Trust 2024-1PL B 6.34% 25-APR-2031, 6.34%, 04/25/31 ACHV 2024-1PL 00092BAB0 - - 3,189,235 $3,230,511 $3,230,511 0.07 $3,215,908
Connecticut Avenue Securities Trust 2024-R02 1M2 6.15098% 25-FEB-2044, 6.15%, 02/25/44 CAS 2024-R02 20754GAE0 - - 3,168,862 $3,216,097 $3,216,097 0.07 $3,202,561
Connecticut Avenue Securities Trust 2024-R01 1M2 6.15098% 25-JAN-2044, 6.15%, 01/25/44 CAS 2024-R01 20753UAB6 - - 3,140,000 $3,188,738 $3,188,738 0.07 $3,175,325
FHLMC 30yr Pool#SD2897 5.500% 01-May-2053, 5.50%, 05/01/53 FR 3132DQGE0 - - 3,081,246 $3,174,581 $3,174,581 0.06 $3,074,242
FHLMC 30yr Pool#QI4878 6.000% 01-Apr-2054, 6.00%, 04/01/54 FR 3133WBM37 - - 3,049,071 $3,135,548 $3,135,548 0.06 $3,105,260
FIGRE Trust 2024-HE3 C 6.229% 25-JUL-2054, 6.23%, 07/25/54 FIGRE 2024-HE3 31684GAC6 - - 3,104,768 $3,128,532 $3,128,532 0.06 $3,115,639
CHASE Mortgage Reference Notes Series 2021-Cl1 6.52039% 25-FEB-2050, 5.55%, 02/25/50 CHASE 2021-CL1 46591HBX7 - - 3,157,477 $3,115,375 $3,115,375 0.06 $3,102,726
Verus Securitization Trust 2024-7 A1 5.095% 25-SEP-2069, 5.09%, 09/25/69 VERUS 2024-7 924925AA8 - - 3,106,827 $3,101,825 $3,101,825 0.06 $3,079,840
Fannie Mae Pool|4|03/01/2050, 4.00%, 03/01/50 FN 3140X8S24 - - 3,269,634 $3,079,461 $3,079,461 0.06 $3,045,941
Gracie Point International Funding, Series 2024-1 B 7.03146% 01-MAR-2028, 7.01%, 03/01/28 GPIF 2024-1A 38410KAB5 - - 3,007,000 $3,061,886 $3,061,886 0.06 $3,014,427
Fannie Mae Pool|4.5|10/01/2048, 4.50%, 10/01/48 FN 31418C3E2 - - 3,169,987 $3,052,925 $3,052,925 0.06 $3,045,793
FNMA 30yr Pool#BV8544 3.500% 01-May-2052, 3.50%, 05/01/52 FN 3140MNP67 - - 3,306,629 $3,003,939 $3,003,939 0.06 $2,981,532
FNMA 30yr Pool#BV5393 3.500% 01-Apr-2052, 3.50%, 04/01/52 FN 3140MJ7F6 - - 3,256,521 $2,991,304 $2,991,304 0.06 $2,939,556
Arivo Acceptance Auto Loan Receivables Trust 2024-1 A 6.46% 15-APR-2028, 6.46%, 04/17/28 ARIVO 2024-1A 039943AA3 - - 2,961,608 $2,983,610 $2,983,610 0.06 $2,982,016
FNMA 30yr Pool#BX6955 6.000% 01-Feb-2053, 6.00%, 02/01/53 FN 3140NBWR8 - - 2,907,569 $2,982,602 $2,982,602 0.06 $2,952,779
FHLMC 30yr Pool#QG2543 5.500% 01-May-2053, 5.50%, 05/01/53 FR 3133C2ZG6 - - 2,929,015 $2,971,997 $2,971,997 0.06 $2,935,963
Reach ABS Trust 2024-1 A 6.3% 15-FEB-2031, 6.30%, 02/18/31 REACH 2024-1A 75526PAA9 - - 2,931,441 $2,947,258 $2,947,258 0.06 $2,945,719
FHLMC 30yr Pool#QE8542 5.500% 01-Aug-2052, 5.50%, 08/01/52 FR 3133BJP30 - - 2,913,827 $2,943,786 $2,943,786 0.06 $2,918,180
Saluda Grade Alternative Mortgage Trust 2024-FIG5 B 6.603% 25-APR-2054, 6.60%, 04/25/54 GRADE 2024-FIG5 79582MAB7 - - 2,859,318 $2,911,937 $2,911,937 0.06 $2,885,715
U.S. Auto Funding 2021-1 C 2.2% 15-MAY-2026, 2.20%, 05/15/26 USAUT 2021-1A 90355EAC5 - - 2,914,078 $2,841,180 $2,841,180 0.06 $2,840,112
Homeward Opportunities Fund Trust 2024-RRTL2 A1 5.989% 25-SEP-2039, 5.99%, 09/25/39 HOF 2024-RRTL2 43789GAA9 - - 2,825,000 $2,841,033 $2,841,033 0.06 $2,829,754
FHLMC 30yr Pool#QF0488 5.500% 01-Sep-2052, 5.50%, 09/01/52 FR 3133BMRH0 - - 2,790,736 $2,820,329 $2,820,329 0.06 $2,794,547
FNMA 30yr Pool#BY0905 6.000% 01-Mar-2053, 6.00%, 03/01/53 FN 3140NHAF5 - - 2,722,473 $2,797,169 $2,797,169 0.06 $2,771,765
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 $2,796,987 $2,796,987 0.06 $2,783,969
FNMA 30yr Pool#BX4784 5.000% 01-Mar-2053, 5.00%, 03/01/53 FN 3140N9J64 - - 2,842,640 $2,788,570 $2,788,570 0.06 $2,765,496
Santander Bank Auto Credit-Linked Notes, Series 2023-B B 5.64% 15-DEC-2033, 5.64%, 12/15/33 SBCLN 2023-B 80290CCB8 - - 2,762,053 $2,785,454 $2,785,454 0.06 $2,784,156
FNMA 30yr Pool#BV5394 3.500% 01-Apr-2052, 3.50%, 04/01/52 FN 3140MJ7G4 - - 3,031,082 $2,781,052 $2,781,052 0.06 $2,733,303
BX Trust 2021-BXMF G 7.770513% 15-OCT-2038, 7.78%, 10/15/26 BX 2021-BXMF 05609RAS3 - - 2,807,890 $2,779,862 $2,779,862 0.06 $2,778,043
FHLMC 30yr Pool#QG1908 5.000% 01-May-2053, 5.00%, 05/01/53 FR 3133C2DM7 - - 2,784,174 $2,730,316 $2,730,316 0.06 $2,707,321
FNMA 30yr Pool#BY0330 5.000% 01-May-2053, 5.00%, 05/01/53 FN 3140NGLL2 - - 2,774,593 $2,721,136 $2,721,136 0.06 $2,698,650
FHLMC 30yr Pool#Q57869 4.000% 01-Aug-2048, 4.00%, 08/01/48 FG 3132Y1W79 - - 2,897,090 $2,708,909 $2,708,909 0.06 $2,702,471
FHLMC 30yr Pool#QH7013 6.500% 01-Dec-2053, 6.50%, 12/01/53 FR 3133CKYJ1 - - 2,060,868 $2,701,405 $2,701,405 0.06 $2,138,627
FNMA 30yr Pool#DA1511 5.500% 01-Oct-2053, 5.50%, 10/01/53 FN 3140A1VD6 - - 2,682,547 $2,697,835 $2,697,835 0.06 $2,671,552
FNMA 30yr Pool#DA3538 6.000% 01-Oct-2053, 6.00%, 10/01/53 FN 3140A34Y6 - - 2,604,946 $2,676,223 $2,676,223 0.05 $2,648,812
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2024-DNA1 M2 6.30098% 25-FEB-2044, 6.30%, 02/25/44 STACR 2024-DNA1 35564NBA0 - - 2,617,368 $2,658,838 $2,658,838 0.05 $2,647,385
Ginnie Mae REMIC Trust 2017-163 LO 0.0% 16-MAY-2041, 0.00%, 05/16/41 GNR 2017-163 38380KNA9 - - 3,583,133 $2,639,720 $2,639,720 0.05 $2,639,720
FHLMC 30yr Pool#QF9276 5.500% 01-Mar-2053, 5.50%, 03/01/53 FR 3133BXJV4 - - 2,599,848 $2,635,114 $2,635,114 0.05 $2,612,441
Extended Stay America Trust 2021-ESH D 6.671% 15-JUL-2038, 6.67%, 07/15/38 ESA 2021-ESH 30227FAJ9 - - 2,629,345 $2,634,421 $2,634,421 0.05 $2,632,472
PRPM 2024-RCF2 A1 3.75% 25-MAR-2054, 3.75%, 03/25/54 PRPM 2024-RCF2 693987AA7 - - 2,711,667 $2,631,966 $2,631,966 0.05 $2,624,622
Blue Bridge Funding 2023-1 A 7.37% 15-NOV-2030, 7.37%, 11/15/30 BBEF 2023-1A 09531MAA8 - - 2,567,936 $2,602,371 $2,602,371 0.05 $2,600,794
FNMA 30yr Pool#CB4076 3.500% 01-Jul-2052, 3.50%, 07/01/52 FN 3140QPQ67 - - 2,856,860 $2,596,699 $2,596,699 0.05 $2,577,293
FNMA 30yr Pool#BY0338 6.500% 01-May-2053, 6.50%, 05/01/53 FN 3140NGLU2 - - 2,487,082 $2,595,225 $2,595,225 0.05 $2,569,972
FHLMC 30yr Pool#QG4267 5.500% 01-Jun-2053, 5.50%, 06/01/53 FR 3133C4W42 - - 2,578,503 $2,584,587 $2,584,587 0.05 $2,561,617
FIGRE Trust 2024-HE1 B 6.506% 25-MAR-2054, 6.51%, 03/25/54 FIGRE 2024-HE1 31684HAB6 - - 2,476,694 $2,529,171 $2,529,171 0.05 $2,518,429
Bayview Opportunity Master Fund VII Trust 2024-CAR1 C 5.85098% 25-DEC-2031, 5.85%, 12/26/31 BVCLN 2024-CAR1 07336QAC6 - - 2,488,869 $2,510,266 $2,510,266 0.05 $2,500,154
FHLMC 30yr Pool#SD3523 3.000% 01-Jun-2052, 3.00%, 06/01/52 FR 3132DQ4G8 - - 2,896,183 $2,506,800 $2,506,800 0.05 $2,488,979
FNMA 30yr Pool#BY8533 6.500% 01-Aug-2053, 6.50%, 08/01/53 FN 3140NRPT7 - - 2,347,336 $2,456,025 $2,456,025 0.05 $2,427,793
FHLMC 30yr Pool#QG2100 5.000% 01-May-2053, 5.00%, 05/01/53 FR 3133C2KM9 - - 2,457,788 $2,410,151 $2,410,151 0.05 $2,389,945
FNMA 30yr Pool#BY5913 5.500% 01-Sep-2053, 5.50%, 09/01/53 FN 3140NNSB2 - - 2,355,514 $2,387,859 $2,387,859 0.05 $2,364,160
FHLMC 30yr Pool#QG2098 5.000% 01-May-2053, 5.00%, 05/01/53 FR 3133C2KK3 - - 2,324,627 $2,313,383 $2,313,383 0.05 $2,260,459
Foundation Finance Trust 2023-2 A 6.53% 15-JUN-2049, 6.53%, 06/15/49 FFIN 2023-2A 35042RAA4 - - 2,242,704 $2,312,260 $2,312,260 0.05 $2,311,040
FIGRE Trust 2024-HE3 A 5.937% 25-JUL-2054, 5.94%, 07/25/54 FIGRE 2024-HE3 31684GAA0 - - 2,270,357 $2,287,335 $2,287,335 0.05 $2,278,349
Chase Mortgage Reference Notes, Series 2020-CL1 M2 6.92848% 25-OCT-2057, 6.93%, 10/25/57 CHASE 2020-CL1 46591HAH3 - - 2,178,916 $2,247,498 $2,247,498 0.05 $2,237,439
FNMA 30yr Pool#FS1640 4.000% 01-Apr-2052, 4.00%, 04/01/52 FN 3140XGZE2 - - 2,313,075 $2,211,077 $2,211,077 0.05 $2,148,345
PRPM 2021-RPL2 A3 2.485% 25-OCT-2051, 2.48%, 10/25/51 PRPM 2021-RPL2 69357QAC0 - - 2,600,000 $2,207,202 $2,207,202 0.05 $2,202,535
FNMA 30yr Pool#FS3001 4.000% 01-Oct-2051, 4.00%, 10/01/51 FN 3140XJKP7 - - 2,336,842 $2,205,253 $2,205,253 0.04 $2,174,281
Ally Bank Auto Credit-Linked Notes, Series 2024-A D 6.315% 15-MAY-2032, 6.31%, 05/17/32 ABCLN 2024-A 02007GZ71 - - 2,174,117 $2,203,991 $2,203,991 0.04 $2,202,847
ACHV ABS Trust 2024-1PL C 6.42% 25-APR-2031, 6.42%, 04/25/31 ACHV 2024-1PL 00092BAC8 - - 2,174,479 $2,197,991 $2,197,991 0.04 $2,187,909
FNMA 30yr Pool#BX7685 6.000% 01-Feb-2053, 6.00%, 02/01/53 FN 3140NCRF8 - - 2,123,370 $2,178,432 $2,178,432 0.04 $2,158,637
FNMA 30yr Pool#CA7849 4.500% 01-Oct-2050, 4.50%, 10/01/50 FN 3140QFWK1 - - 2,244,411 $2,171,539 $2,171,539 0.04 $2,153,001
Freddie Mac Stripped Interest Certificates, Series 377 C4 2.0% 25-JAN-2051, 2.00%, 01/25/51 FHS 377 3133Q5E85 - - 15,338,218 $2,101,170 $2,101,170 0.04 $2,058,467
FHLMC 30yr Pool#QE0354 3.500% 01-Apr-2052, 3.50%, 04/01/52 FR 3133B9MB7 - - 2,282,442 $2,073,988 $2,073,988 0.04 $2,058,210
FNMA 30yr Pool#BP1500 3.000% 01-May-2050, 3.00%, 05/01/50 FN 3140K8U25 - - 2,345,614 $2,066,529 $2,066,529 0.04 $2,051,424
FHLMC 30yr Pool#QE1072 3.500% 01-Apr-2052, 3.50%, 04/01/52 FR 3133BAFM8 - - 2,249,285 $2,043,355 $2,043,355 0.04 $2,028,311
FHLMC 30yr Pool#SI2017 4.000% 01-Dec-2048, 4.00%, 12/01/48 FR 3133USG21 - - 2,128,841 $2,000,028 $2,000,028 0.04 $1,983,034
CHASE Mortgage Reference Notes Series 2021-Cl1 6.87039% 25-FEB-2050, 5.90%, 02/25/50 CHASE 2021-CL1 46591HBZ2 - - 2,059,201 $1,965,043 $1,965,043 0.04 $1,956,605
FHLMC 30yr Pool#QF9104 6.000% 01-Mar-2053, 6.00%, 03/01/53 FR 3133BXDH1 - - 1,908,351 $1,958,382 $1,958,382 0.04 $1,940,048
NRZ MSR-Collateralized Notes, Series 2021-FHT1 A 3.104% 25-JUL-2026, 3.10%, 07/25/26 NZES 2021-FHT1 62955MAB2 - - 2,015,288 $1,948,816 $1,948,816 0.04 $1,944,646
Freddie Mac Pool|5|11/01/2054, 5.00%, 11/01/54 FR 3133D1LH0 - - 1,991,427 $1,943,606 $1,943,606 0.04 $1,938,628
BX Commercial Mortgage Trust 2021-21M A 5.151% 15-OCT-2036, 5.16%, 10/15/36 BX 2021-21M 05609CAA5 - - 1,957,252 $1,943,404 $1,943,404 0.04 $1,942,562
Freddie Mac Pool|5|11/01/2054, 5.00%, 11/01/54 FR 3132DU4X2 - - 1,981,702 $1,941,735 $1,941,735 0.04 $1,936,780
FHLMC 30yr Pool#SD1551 4.000% 01-Mar-2050, 4.00%, 03/01/50 FR 3132DNWL3 - - 2,043,473 $1,932,708 $1,932,708 0.04 $1,903,668
FHLMC 30yr Pool#QG2540 6.500% 01-May-2053, 6.50%, 05/01/53 FR 3133C2ZD3 - - 1,845,646 $1,926,147 $1,926,147 0.04 $1,907,158
FNMA 30yr Pool#BW0972 4.500% 01-Jul-2052, 4.50%, 07/01/52 FN 3140MSCJ2 - - 2,000,064 $1,915,605 $1,915,605 0.04 $1,897,667
FNMA 30yr Pool#BX8072 5.500% 01-Mar-2053, 5.50%, 03/01/53 FN 3140NC6J3 - - 1,891,834 $1,913,871 $1,913,871 0.04 $1,896,578
FHLMC 30yr Pool#QG2019 5.000% 01-May-2053, 5.00%, 05/01/53 FR 3133C2G44 - - 1,919,380 $1,883,661 $1,883,661 0.04 $1,866,975
FNMA 30yr Pool#MA3521 4.000% 01-Nov-2048, 4.00%, 11/01/48 FN 31418C4F8 - - 1,948,048 $1,835,239 $1,835,239 0.04 $1,814,772
CHASE Mortgage Reference Notes Series 2021-Cl1 6.67039% 25-FEB-2050, 5.70%, 02/25/50 CHASE 2021-CL1 46591HBY5 - - 1,855,018 $1,830,105 $1,830,105 0.04 $1,823,055
Fannie Mae Pool|4|08/01/2050, 4.00%, 08/01/50 FN 3140X8UA3 - - 1,957,044 $1,829,882 $1,829,882 0.04 $1,815,579
FNMA 30yr Pool#BY0361 6.500% 01-Jun-2053, 6.50%, 06/01/53 FN 3140NGMK3 - - 1,744,940 $1,811,804 $1,811,804 0.04 $1,793,627
FHLMC 30yr Pool#SD0943 3.500% 01-Apr-2052, 3.50%, 04/01/52 FR 3132DNBL6 - - 1,954,445 $1,791,349 $1,791,349 0.04 $1,765,891
FHLMC 30yr Pool#QH3309 5.500% 01-Oct-2053, 5.50%, 10/01/53 FR 3133CFVA4 - - 1,777,801 $1,786,342 $1,786,342 0.04 $1,770,562
FHLMC 30yr Pool#QG3884 5.000% 01-Jun-2053, 5.00%, 06/01/53 FR 3133C4J54 - - 1,815,786 $1,785,750 $1,785,750 0.04 $1,771,062
FNMA 30yr Pool#FM2318 3.500% 01-Sep-2049, 3.50%, 09/01/49 FN 3140X5SG9 - - 1,928,783 $1,760,347 $1,760,347 0.04 $1,742,353
Upstart Securitization Trust 2021-1 C 4.06% 20-MAR-2031, 4.06%, 03/20/31 UPST 2021-1 91681NAC8 - - 1,759,212 $1,753,018 $1,753,018 0.04 $1,752,819
FNMA 30yr Pool#CB2681 3.500% 01-Jan-2052, 3.50%, 01/01/52 FN 3140QM6T6 - - 1,900,008 $1,751,994 $1,751,994 0.04 $1,716,705
FHLMC 30yr Pool#SD4456 4.000% 01-Aug-2050, 4.00%, 08/01/50 FR 3132E05R9 - - 1,838,090 $1,734,249 $1,734,249 0.04 $1,710,225
FHLMC 30yr Pool#QA2039 3.000% 01-Aug-2049, 3.00%, 08/01/49 FR 31334YHQ3 - - 1,943,474 $1,724,313 $1,724,313 0.04 $1,699,618
FNMA 30yr Pool#DB3056 5.500% 01-May-2054, 5.50%, 05/01/54 FN 3140ACME0 - - 1,601,221 $1,716,438 $1,716,438 0.03 $1,601,768
PRPM 2021-RPL2 A2 2.237% 25-OCT-2051, 2.24%, 10/25/51 PRPM 2021-RPL2 69357QAB2 - - 2,000,000 $1,701,316 $1,701,316 0.03 $1,698,209
FHLMC 30yr Pool#QG4266 5.000% 01-Jun-2053, 5.00%, 06/01/53 FR 3133C4W34 - - 1,703,077 $1,673,034 $1,673,034 0.03 $1,659,080
FHLMC 30yr Pool#QG4340 6.500% 01-Jun-2053, 6.50%, 06/01/53 FR 3133C4ZD9 - - 1,558,971 $1,627,074 $1,627,074 0.03 $1,611,611
FNMA 30yr Pool#BY0327 6.500% 01-May-2053, 6.50%, 05/01/53 FN 3140NGLH1 - - 1,531,448 $1,589,371 $1,589,371 0.03 $1,574,059
FHLMC 30yr Pool#Q58477 4.000% 01-Sep-2048, 4.00%, 09/01/48 FG 3132Y2M37 - - 1,694,277 $1,584,283 $1,584,283 0.03 $1,580,518
FNMA 30yr Pool#MA3415 4.000% 01-Jul-2048, 4.00%, 07/01/48 FN 31418CYM0 - - 1,654,399 $1,560,733 $1,560,733 0.03 $1,541,213
Lendbuzz Securitization Trust 2023-2 A2 7.09% 15-OCT-2028, 7.09%, 10/16/28 LBZZ 2023-2A 52608MAB4 - - 1,530,759 $1,554,853 $1,554,853 0.03 $1,553,044
FNMA 30yr Pool#CA5573 4.000% 01-Apr-2050, 4.00%, 04/01/50 FN 3140QDFP4 - - 1,636,777 $1,530,759 $1,530,759 0.03 $1,518,462
Towd Point Mortgage Trust 2024-CES1 A1B 6.049% 25-JAN-2064, 6.05%, 01/25/64 TPMT 2024-CES1 89183CAB1 - - 1,501,428 $1,519,986 $1,519,986 0.03 $1,507,372
FNMA 30yr Pool#BX7860 5.500% 01-Mar-2053, 5.50%, 03/01/53 FN 3140NCWW5 - - 1,477,938 $1,495,428 $1,495,428 0.03 $1,481,744
FNMA 30yr Pool#CA1931 4.500% 01-Jun-2048, 4.50%, 06/01/48 FN 3140Q9ED1 - - 1,518,115 $1,471,683 $1,471,683 0.03 $1,458,638
FNMA 30yr Pool#BX4859 5.000% 01-May-2053, 5.00%, 05/01/53 FN 3140N9MH6 - - 1,494,127 $1,465,549 $1,465,549 0.03 $1,453,231
Gracie Point International Funding, Series 2023-2 A 7.18146% 01-MAR-2027, 7.18%, 03/01/27 GPIF 2023-2A 38410JAA0 - - 1,421,920 $1,450,077 $1,450,077 0.03 $1,427,101
FNMA 30yr Pool#BY0360 5.500% 01-Jun-2053, 5.50%, 06/01/53 FN 3140NGMJ6 - - 1,446,253 $1,448,660 $1,448,660 0.03 $1,435,948
MHC Commercial Mortgage Trust 2021-MHC A 5.222442% 15-APR-2038, 5.23%, 04/15/38 MHC 2021-MHC 55316VAA2 - - 1,447,374 $1,447,150 $1,447,150 0.03 $1,446,520
FNMA 30yr Pool#BT8051 5.500% 01-Jan-2053, 5.50%, 01/01/53 FN 3140LW5M5 - - 1,409,790 $1,432,990 $1,432,990 0.03 $1,419,669
FHLMC 30yr Pool#QF2561 5.500% 01-Nov-2052, 5.50%, 11/01/52 FR 3133BPZ27 - - 1,404,128 $1,423,603 $1,423,603 0.03 $1,411,196
FNMA 30yr Pool#BX0130 6.000% 01-Dec-2052, 6.00%, 12/01/52 FN 3140N4EC7 - - 1,368,945 $1,406,343 $1,406,343 0.03 $1,393,516
Angel Oak Mortgage Trust 2024-3 A2 4.8% 25-NOV-2068, 4.80%, 11/26/68 AOMT 2024-3 03466HAB9 - - 1,432,975 $1,400,453 $1,400,453 0.03 $1,390,900
FNMA 30yr Pool#BY1896 5.500% 01-May-2053, 5.50%, 05/01/53 FN 3140NJDA9 - - 1,380,943 $1,397,020 $1,397,020 0.03 $1,384,219
FHLMC 30yr Pool#QG3885 6.500% 01-Jun-2053, 6.50%, 06/01/53 FR 3133C4J62 - - 1,330,584 $1,388,681 $1,388,681 0.03 $1,375,513
FNMA 30yr Pool#BY0332 5.500% 01-May-2053, 5.50%, 05/01/53 FN 3140NGLN8 - - 1,379,473 $1,381,816 $1,381,816 0.03 $1,369,814
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-DNA5 M2 6.00098% 25-JAN-2034, 6.00%, 01/25/34 STACR 2021-DNA5 35564KHE2 - - 1,327,116 $1,342,353 $1,342,353 0.03 $1,336,822
FNMA 30yr Pool#AS6811 3.000% 01-Mar-2046, 3.00%, 03/01/46 FN 3138WGR97 - - 1,470,331 $1,298,651 $1,298,651 0.03 $1,285,601
FHLMC 30yr Pool#QG3616 5.000% 01-Jun-2053, 5.00%, 06/01/53 FR 3133C4AR5 - - 1,311,980 $1,290,935 $1,290,935 0.03 $1,279,943
FNMA 30yr Pool#FM7725 4.500% 01-Dec-2050, 4.50%, 12/01/50 FN 3140XBSP6 - - 1,316,187 $1,289,467 $1,289,467 0.03 $1,261,274
FNMA 30yr Pool#BJ9181 5.000% 01-May-2048, 5.00%, 05/01/48 FN 3140HBFX1 - - 1,292,983 $1,288,320 $1,288,320 0.03 $1,276,917
FNMA 30yr Pool#MA3149 4.000% 01-Oct-2047, 4.00%, 10/01/47 FN 31418CQB3 - - 1,359,731 $1,286,315 $1,286,315 0.03 $1,268,331
FHLMC 30yr Pool#QG0818 5.000% 01-Apr-2053, 5.00%, 04/01/53 FR 3133C04B5 - - 1,303,460 $1,279,705 $1,279,705 0.03 $1,269,140
FNMA 30yr Pool#BY0251 6.000% 01-Apr-2053, 6.00%, 04/01/53 FN 3140NGH52 - - 1,239,856 $1,274,337 $1,274,337 0.03 $1,261,677
Connecticut Avenue Securities Trust 2022-R01 6.32039% 25-DEC-2041, 5.35%, 12/25/41 CAS 2022-R01 20754LAA7 - - 1,264,102 $1,268,454 $1,268,454 0.03 $1,263,757
FHLMC 30yr Pool#QD9182 3.000% 01-Mar-2052, 3.00%, 03/01/52 FR 3133B7FX1 - - 1,445,113 $1,261,092 $1,261,092 0.03 $1,251,904
FNMA 30yr Pool#FM9138 4.000% 01-Mar-2050, 4.00%, 03/01/50 FN 3140XDEL6 - - 1,299,946 $1,248,339 $1,248,339 0.03 $1,211,010
FHLMC 30yr Pool#QG2104 5.500% 01-May-2053, 5.50%, 05/01/53 FR 3133C2KR8 - - 1,244,588 $1,246,638 $1,246,638 0.03 $1,235,797
FNMA 40yr Pool#BF0167 3.000% 01-Feb-2057, 3.00%, 02/01/57 FN 3140FXFH0 - - 1,458,469 $1,244,441 $1,244,441 0.03 $1,227,720
FHLMC 30yr Pool#SD8003 4.000% 01-Jul-2049, 4.00%, 07/01/49 FR 3132DV3L7 - - 1,319,023 $1,244,172 $1,244,172 0.03 $1,227,266
Tricolor Auto Securitization Trust 2024-1 A 6.61% 15-OCT-2027, 6.61%, 10/15/27 TAST 2024-1A 89616LAA0 - - 1,212,021 $1,219,953 $1,219,953 0.02 $1,219,286
FHLMC 30yr Pool#ZT2087 4.000% 01-Jun-2049, 4.00%, 06/01/49 FR 3132AEJ80 - - 1,274,291 $1,200,463 $1,200,463 0.02 $1,185,646
CONNECTICUT AVENUE SECURITIES SERIES 2021-R03 6.17039% 25-DEC-2041, 5.20%, 12/25/41 CAS 2021-R03 20754AAA1 - - 1,196,518 $1,199,230 $1,199,230 0.02 $1,194,908
CONNECTICUT AVENUE SECURITIES SERIES 2021-R02 8.62039% 25-NOV-2041, 7.65%, 11/25/41 CAS 2021-R02 20754KAF8 - - 1,150,000 $1,193,781 $1,193,781 0.02 $1,187,671
FHLMC 30yr Pool#RA1087 4.500% 01-Jul-2049, 4.50%, 07/01/49 FR 3133KGF45 - - 1,232,339 $1,187,646 $1,187,646 0.02 $1,176,697
FNMA 30yr Pool#BX0804 5.500% 01-Nov-2052, 5.50%, 11/01/52 FN 3140N43N5 - - 1,155,854 $1,173,382 $1,173,382 0.02 $1,161,865
FHLMC 30yr Pool#QG6538 5.500% 01-Jul-2053, 5.50%, 07/01/53 FR 3133C7HP5 - - 1,110,869 $1,125,512 $1,125,512 0.02 $1,115,886
FHLMC 30yr Pool#RA1188 4.500% 01-Aug-2049, 4.50%, 08/01/49 FR 3133KGJ90 - - 1,136,162 $1,094,123 $1,094,123 0.02 $1,084,863
FHLMC 30yr Pool#QG6948 5.500% 01-Jul-2053, 5.50%, 07/01/53 FR 3133C7WH6 - - 1,074,338 $1,089,438 $1,089,438 0.02 $1,079,101
FNMA 30yr Pool#AS7492 4.000% 01-Jul-2046, 4.00%, 07/01/46 FN 3138WHKE1 - - 1,124,565 $1,061,138 $1,061,138 0.02 $1,051,846
FNMA 30yr Pool#FM1598 4.000% 01-Feb-2049, 4.00%, 02/01/49 FN 3140X4X43 - - 1,104,040 $1,047,681 $1,047,681 0.02 $1,028,507
Prosper Marketplace Issuance Trust, Series 2024-1 A 6.12% 15-AUG-2029, 6.12%, 08/15/29 PMIT 2024-1A 74363CAA7 - - 1,032,538 $1,035,661 $1,035,661 0.02 $1,035,134
FNMA 30yr Pool#BV4203 3.500% 01-Apr-2052, 3.50%, 04/01/52 FN 3140MHU56 - - 1,124,001 $1,027,302 $1,027,302 0.02 $1,014,683
FNMA 30yr Pool#BW7489 6.000% 01-Nov-2052, 6.00%, 11/01/52 FN 3140N0KB0 - - 971,691 $998,843 $998,843 0.02 $989,131
CIM Trust 2021-NR1 A1 5.569% 25-JUL-2055, 5.57%, 07/25/55 CIM 2021-NR1 12565YAA5 - - 986,892 $991,659 $991,659 0.02 $984,026
FNMA 30yr Pool#BV8484 3.500% 01-Apr-2052, 3.50%, 04/01/52 FN 3140MNNA0 - - 1,064,851 $987,952 $987,952 0.02 $961,207
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA2 M1A 5.65098% 25-FEB-2042, 5.65%, 02/25/42 STACR 2022-DNA2 35564KRE1 - - 966,224 $972,319 $972,319 0.02 $968,527
GNMA II 30yr Pool#MA5021 4.500% 20-Feb-2048, 4.50%, 02/20/48 G2 36179TSJ5 - - 997,430 $965,090 $965,090 0.02 $962,597
FHLMC 30yr Pool#ZM8197 4.000% 01-Sep-2048, 4.00%, 09/01/48 FR 3131Y3DA1 - - 1,008,055 $946,982 $946,982 0.02 $939,012
FNMA 30yr Pool#DA3522 5.500% 01-Oct-2053, 5.50%, 10/01/53 FN 3140A34G5 - - 935,422 $939,852 $939,852 0.02 $931,588
FNMA 30yr Pool#BV8485 3.500% 01-Apr-2052, 3.50%, 04/01/52 FN 3140MNNB8 - - 1,006,770 $914,826 $914,826 0.02 $907,863
FNMA 30yr Pool#CA6382 4.500% 01-Jul-2050, 4.50%, 07/01/50 FN 3140QECU4 - - 940,047 $908,024 $908,024 0.02 $900,482
ACHM Trust 2024-HE1 B 7.26% 25-MAY-2039, 7.26%, 05/25/39 ACHM 2024-HE1 00449TAB1 - - 852,374 $884,503 $884,503 0.02 $880,205
FNMA 30yr Pool#AB9341 3.000% 01-May-2043, 3.00%, 05/01/43 FN 31417GLX2 - - 974,481 $877,252 $877,252 0.02 $868,777
FNMA 30yr Pool#CB4320 3.500% 01-Aug-2052, 3.50%, 08/01/52 FN 3140QPYS0 - - 945,927 $876,042 $876,042 0.02 $853,287
FNMA 30yr Pool#BN4541 4.000% 01-Feb-2049, 4.00%, 02/01/49 FN 3140JMBK7 - - 912,469 $858,410 $858,410 0.02 $850,042
NRZ Excess Spread-Collateralized Notes, Series 2020-PLS1 A 3.844% 25-DEC-2025, 3.84%, 12/25/25 NZES 2020-PLS1 433674AA6 - - 838,329 $828,723 $828,723 0.02 $826,575
FHLMC 30yr Pool#ZT1926 3.000% 01-Nov-2043, 3.00%, 11/01/43 FR 3132AED78 - - 861,682 $770,974 $770,974 0.02 $763,778
FNMA 30yr Pool#BY0782 5.500% 01-Apr-2053, 5.50%, 04/01/53 FN 3140NG2Q2 - - 749,961 $758,348 $758,348 0.02 $751,791
FREMF 2019-KF70 Mortgage Trust C 10.64214% 25-SEP-2029, 10.64%, 09/25/29 FREMF 2019-KF70 30298UAJ0 - - 789,970 $748,926 $748,926 0.02 $742,621
FHLMC 30yr Pool#RA1999 4.500% 01-Jan-2050, 4.50%, 01/01/50 FR 3133KHGG5 - - 775,408 $747,026 $747,026 0.02 $740,397
GNMA II 30yr Pool#MA5264 4.000% 20-Jun-2048, 4.00%, 06/20/48 G2 36179TZ57 - - 786,252 $739,519 $739,519 0.02 $737,772
FNMA 30yr Pool#BY0866 5.500% 01-May-2053, 5.50%, 05/01/53 FN 3140NG6C9 - - 714,846 $723,555 $723,555 0.01 $716,541
AMCR ABS Trust 2023-1 A 7.66% 18-JAN-2031, 7.66%, 01/21/31 AMCR 2023-1A 00178CAA7 - - 721,339 $723,186 $723,186 0.01 $722,726
FHLMC 30yr Pool#QD6555 3.000% 01-Feb-2052, 3.00%, 02/01/52 FR 3133B4H81 - - 782,672 $693,728 $693,728 0.01 $678,119
FNMA 30yr Pool#BW0343 4.500% 01-May-2052, 4.50%, 05/01/52 FN 3140MRLZ8 - - 708,319 $677,781 $677,781 0.01 $672,409
FHLMC 30yr Pool#SD8047 4.500% 01-Feb-2050, 4.50%, 02/01/50 FR 3132DV5G6 - - 639,430 $636,272 $636,272 0.01 $613,387
FNMA 30yr Pool#AL6842 4.000% 01-May-2045, 4.00%, 05/01/45 FN 3138EPS88 - - 665,028 $630,132 $630,132 0.01 $624,266
Towd Point Mortgage Trust 2024-CES2 A1B 6.35% 25-FEB-2064, 6.35%, 02/25/64 TPMT 2024-CES2 89182JAB7 - - 596,150 $605,800 $605,800 0.01 $600,542
FHLMC 30yr Pool#QE1073 3.500% 01-Apr-2052, 3.50%, 04/01/52 FR 3133BAFN6 - - 660,802 $600,901 $600,901 0.01 $596,484
FNMA 30yr Pool#BK9507 4.000% 01-Oct-2048, 4.00%, 10/01/48 FN 3140HPR58 - - 634,943 $596,489 $596,489 0.01 $591,501
FHLMC 30yr Pool#QD9191 3.500% 01-Apr-2052, 3.50%, 04/01/52 FR 3133B7F86 - - 577,751 $577,661 $577,661 0.01 $521,560
Sequoia Mortgage Trust 2013-5 A1 2.5% 25-MAY-2043, 2.50%, 05/25/43 SEMT 2013-5 81745AAA5 - - 705,653 $572,126 $572,126 0.01 $569,676
FHLMC 15yr Pool#SB0116 2.500% 01-Nov-2034, 2.50%, 11/01/34 FR 3132CWDV3 - - 599,614 $566,656 $566,656 0.01 $557,066
Santander Bank Auto Credit Linked Notes Series 2022-C 6.986% 15-DEC-2032, 6.99%, 12/15/32 SBCLN 2022-C 80290CBG8 - - 552,002 $555,191 $555,191 0.01 $554,870
Santander Bank Auto Credit-Linked Notes, Series 2023-A B 6.493% 15-JUN-2033, 6.49%, 06/15/33 SBCLN 2023-A 80290CBU7 - - 548,954 $552,853 $552,853 0.01 $552,556
Santander Bank Auto Credit-Linked Notes, Series 2022-A B 5.281% 15-MAY-2032, 5.28%, 05/15/32 SBCLN 2022-A 80290CAS3 - - 536,677 $537,012 $537,012 0.01 $536,776
FNMA 30yr Pool#AZ0869 4.000% 01-Jul-2045, 4.00%, 07/01/45 FN 3138YR6F0 - - 548,959 $535,670 $535,670 0.01 $514,922
FNMA 30yr Pool#BV7632 4.500% 01-Apr-2052, 4.50%, 04/01/52 FN 3140MMPS1 - - 527,205 $504,572 $504,572 0.01 $500,558
FHLMC 30yr Pool#RJ2302 6.000% 01-Sep-2054, 6.00%, 09/01/54 FR 3142GSRY6 - - - $462,899 $462,899 0.01 $0
FREED ABS Trust 2021-3FP D 2.37% 18-NOV-2028, 2.37%, 11/20/28 FREED 2021-3FP 30322MAD1 - - 459,183 $454,519 $454,519 0.01 $454,428
JP Morgan Mortgage Trust 2015-4 AM 3.0% 25-JUN-2045, 3.00%, 06/25/45 JPMMT 2015-4 46644VBP0 - - 517,481 $436,268 $436,268 0.01 $434,111
FNMA 30yr Pool#CB4329 3.500% 01-Jul-2052, 3.50%, 07/01/52 FN 3140QPY35 - - 465,881 $433,606 $433,606 0.01 $420,693
FHLMC 30yr Pool#RA9992 6.000% 01-Oct-2053, 6.00%, 10/01/53 FR 3133KSC59 - - - $431,508 $431,508 0.01 $0
FNMA 30yr Pool#BV6879 4.500% 01-Apr-2052, 4.50%, 04/01/52 FN 3140MLUD0 - - 446,240 $427,085 $427,085 0.01 $423,686
FHLMC 30yr Pool#SD1414 4.000% 01-Oct-2050, 4.00%, 10/01/50 FR 3132DNSB0 - - 450,813 $423,207 $423,207 0.01 $419,453
FNMA 30yr Pool#CA4646 3.000% 01-Feb-2048, 3.00%, 02/01/48 FN 3140QCEU6 - - 448,716 $398,479 $398,479 0.01 $394,999
FHLMC 30yr Pool#ZN6461 4.000% 01-May-2049, 4.00%, 05/01/49 FR 3131YDFA7 - - 389,730 $369,863 $369,863 0.01 $362,099
FNMA 30yr Pool#FM3447 4.000% 01-Nov-2049, 4.00%, 11/01/49 FN 3140X6ZM6 - - 382,513 $359,969 $359,969 0.01 $355,903
FHLMC 30yr Pool#QA8274 3.500% 01-Mar-2050, 3.50%, 03/01/50 FR 3133A3FP8 - - 394,996 $355,383 $355,383 0.01 $352,726
Fannie Mae REMIC Trust 2017-9 VL 3.0% 25-JUL-2028, 3.00%, 07/25/28 FNR 2017-9 3136AVYH6 - - 327,525 $328,889 $328,889 0.01 $319,637
FHLMC 30yr Pool#QA5150 4.500% 01-Dec-2049, 4.50%, 12/01/49 FR 31346YWK5 - - 336,652 $325,681 $325,681 0.01 $322,954
FNMA 30yr Pool#AR9225 3.000% 01-Mar-2043, 3.00%, 03/01/43 FN 3138W7HB3 - - 354,832 $317,333 $317,333 0.01 $313,962
FHLMC 30yr Pool#ZT0391 4.000% 01-Nov-2047, 4.00%, 11/01/47 FR 3132ACNG1 - - 318,781 $305,403 $305,403 0.01 $298,146
FNMA 30yr Pool#FS2548 4.000% 01-Mar-2051, 4.00%, 03/01/51 FN 3140XHZN0 - - 322,083 $304,169 $304,169 0.01 $299,678
FNMA 30yr Pool#AS8649 3.000% 01-Jan-2047, 3.00%, 01/01/47 FN 3138WJTF5 - - 322,407 $287,549 $287,549 0.01 $281,900
FNMA 30yr Pool#BN3899 4.000% 01-Dec-2048, 4.00%, 12/01/48 FN 3140JLKM5 - - 293,421 $277,254 $277,254 0.01 $273,346
FHLMC 15yr Pool#SB0040 2.500% 01-Dec-2033, 2.50%, 12/01/33 FR 3132CWBH6 - - 284,066 $275,665 $275,665 0.01 $269,027
FNMA 30yr Pool#BO9819 4.500% 01-Dec-2049, 4.50%, 12/01/49 FN 3140K54D6 - - 282,113 $272,978 $272,978 0.01 $270,634
FHLMC 30yr Pool#ZN4240 4.500% 01-Dec-2048, 4.50%, 12/01/48 FR 3131YAV98 - - 278,210 $270,353 $270,353 0.01 $267,945
Santander Drive Auto Receivables Trust 2021-1 D 1.13% 15-NOV-2026, 1.13%, 11/16/26 SDART 2021-1 80286NAG1 - - 265,917 $265,229 $265,229 0.01 $265,178
FHLMC 30yr Pool#RA9851 6.000% 01-Sep-2053, 6.00%, 09/01/53 FR 3133KR5L4 - - - $256,536 $256,536 0.01 $0
FHLMC 30yr Pool#QA1615 3.500% 01-Aug-2049, 3.50%, 08/01/49 FR 31334XYL7 - - 277,299 $251,312 $251,312 0.01 $249,274
FNMA 30yr Pool#MA3908 4.500% 01-Jan-2050, 4.50%, 01/01/50 FN 31418DKW1 - - 258,537 $250,147 $250,147 0.01 $248,008
FNMA 30yr Pool#MA1327 3.000% 01-Jan-2043, 3.00%, 01/01/43 FN 31418APM4 - - 271,977 $246,070 $246,070 0.01 $241,075
FHLMC 30yr Pool#RA8306 6.000% 01-Dec-2052, 6.00%, 12/01/52 FR 3133KQGP5 - - - $245,004 $245,004 0.00 $0
FNMA 30yr Pool#BV7132 4.500% 01-Apr-2052, 4.50%, 04/01/52 FN 3140ML4S6 - - 255,790 $244,770 $244,770 0.00 $242,822
FNMA 30yr Pool#BE3616 4.000% 01-May-2047, 4.00%, 05/01/47 FN 3140FPAS8 - - 253,247 $241,621 $241,621 0.00 $237,344
FNMA 30yr Pool#MA3687 4.000% 01-Jun-2049, 4.00%, 06/01/49 FN 31418DCZ3 - - 251,224 $237,500 $237,500 0.00 $233,748
Fannie Mae REMIC Trust 2012-126 SY 0.0% 25-NOV-2042, 0.00%, 11/25/42 FNR 2012-126 3136A9ZR2 - - 473,554 $230,302 $230,302 0.00 $230,302
FNMA 30yr Pool#BW0081 4.500% 01-Apr-2052, 4.50%, 04/01/52 FN 3140MRCT2 - - 232,418 $222,396 $222,396 0.00 $220,635
GNMA II 30yr Pool#MA5192 4.000% 20-May-2048, 4.00%, 05/20/48 G2 36179TXV2 - - 234,573 $220,630 $220,630 0.00 $220,109
FNMA 30yr Pool#FS5067 6.000% 01-Jul-2053, 6.00%, 07/01/53 FN 3140XLTZ1 - - - $205,910 $205,910 0.00 $0
FHLMC 30yr Pool#RA1088 4.500% 01-Jul-2049, 4.50%, 07/01/49 FR 3133KGF52 - - 207,055 $200,501 $200,501 0.00 $198,608
FHLMC 30yr Pool#SD8040 4.500% 01-Jan-2050, 4.50%, 01/01/50 FR 3132DV4Z5 - - 201,519 $197,843 $197,843 0.00 $193,311
FNMA 30yr Pool#AB6280 3.000% 01-Sep-2042, 3.00%, 09/01/42 FN 31417C6S9 - - 218,350 $195,507 $195,507 0.00 $193,541
FNMA 30yr Pool#BW0072 4.500% 01-Apr-2052, 4.50%, 04/01/52 FN 3140MRCJ4 - - 203,016 $194,273 $194,273 0.00 $192,723
FNMA 30yr Pool#CA4185 4.500% 01-Sep-2049, 4.50%, 09/01/49 FN 3140QBUK2 - - 187,378 $182,813 $182,813 0.00 $179,734
FNMA 30yr Pool#CA4035 4.500% 01-Aug-2049, 4.50%, 08/01/49 FN 3140QBPV4 - - 184,384 $178,359 $178,359 0.00 $176,862
FNMA 30yr Pool#BO2983 3.000% 01-Sep-2049, 3.00%, 09/01/49 FN 3140JXJ58 - - 200,169 $177,184 $177,184 0.00 $175,407
FHLMC 30yr Pool#ZT1320 4.000% 01-Nov-2048, 4.00%, 11/01/48 FR 3132ADPD4 - - 174,817 $164,956 $164,956 0.00 $162,857
FNMA 30yr Pool#AB7563 3.000% 01-Jan-2043, 3.00%, 01/01/43 FN 31417EMM0 - - 178,275 $160,790 $160,790 0.00 $159,190
FHLMC 30yr Pool#ZA7158 4.500% 01-Jun-2049, 4.50%, 06/01/49 FR 31329Q5T4 - - 161,526 $155,748 $155,748 0.00 $154,232
FNMA 30yr Pool#FS2546 4.000% 01-Mar-2051, 4.00%, 03/01/51 FN 3140XHZL4 - - 161,213 $151,776 $151,776 0.00 $150,183
FNMA 30yr Pool#MA1229 3.000% 01-Oct-2042, 3.00%, 10/01/42 FN 31418ALK2 - - 151,634 $139,739 $139,739 0.00 $135,395
GNMA II 30yr Pool#BK5879 4.500% 20-Nov-2048, 4.50%, 11/20/48 G2 3617J6Q80 - - 143,739 $138,564 $138,564 0.00 $138,205
GNMA II 30yr Pool#MA5866 4.000% 20-Apr-2049, 4.00%, 04/20/49 G2 36179UQT2 - - 149,188 $137,782 $137,782 0.00 $137,450
GNMA II 30yr Pool#MA5753 4.000% 20-Feb-2049, 4.00%, 02/20/49 G2 36179UMA7 - - 148,144 $136,444 $136,444 0.00 $136,114
FNMA 20yr Pool#AB9283 3.000% 01-Apr-2038, 3.00%, 04/01/38 FN 31417GJ56 - - 141,036 $127,304 $127,304 0.00 $125,713
FNMA 30yr Pool#BV7131 4.500% 01-Apr-2052, 4.50%, 04/01/52 FN 3140ML4R8 - - 130,742 $125,011 $125,011 0.00 $124,014
GNMA II 30yr Pool#BF6874 4.500% 20-Jul-2048, 4.50%, 07/20/48 G2 3617GDT77 - - 129,514 $124,667 $124,667 0.00 $124,344
FNMA 30yr Pool#BM3282 3.500% 01-Dec-2047, 3.50%, 12/01/47 FN 3140J7UG8 - - 127,007 $117,253 $117,253 0.00 $115,972
FNMA 30yr Pool#CA3683 4.500% 01-Jun-2049, 4.50%, 06/01/49 FN 3140QBCV8 - - 119,047 $115,170 $115,170 0.00 $114,190
FHLMC 30yr Pool#ZT1633 4.000% 01-Mar-2047, 4.00%, 03/01/47 FR 3132ADY69 - - 119,839 $113,456 $113,456 0.00 $112,416
FNMA 30yr Pool#CA0108 3.500% 01-Aug-2047, 3.50%, 08/01/47 FN 3140Q7DN4 - - 114,945 $106,496 $106,496 0.00 $104,958
FHLMC 30yr Pool#QE0318 4.500% 01-Mar-2052, 4.50%, 03/01/52 FR 3133B9K78 - - 109,701 $105,004 $105,004 0.00 $104,156
Fannie Mae REMIC Trust 2013-130 FN 4.81546% 25-OCT-2042, 4.82%, 10/25/42 FNR 2013-130 3136AHG53 - - 104,232 $101,949 $101,949 0.00 $101,600
FHLMC 30yr Pool#ZM7577 4.500% 01-Aug-2048, 4.50%, 08/01/48 FR 3131Y2M21 - - 101,738 $98,589 $98,589 0.00 $97,752
Prosper Marketplace Issuance Trust, Series 2023-1 A 7.06% 15-JUL-2029, 7.06%, 07/16/29 PMIT 2023-1A 74390NAA0 - - 96,704 $96,873 $96,873 0.00 $96,816
FNMA 30yr Pool#BJ8459 3.000% 01-Aug-2049, 3.00%, 08/01/49 FN 3140HAMH0 - - 110,524 $95,548 $95,548 0.00 $94,545
Sequoia Mortgage Trust 2019-CH3 A19 4.0% 25-OCT-2049, 4.00%, 09/25/49 SEMT 2019-CH3 81748GBN0 - - 90,789 $82,796 $82,796 0.00 $82,292
FNMA 30yr Pool#BO4113 3.000% 01-Aug-2049, 3.00%, 08/01/49 FN 3140JYSB3 - - 93,980 $81,115 $81,115 0.00 $80,393
FHLMC 30yr Pool#ZM7926 5.000% 01-Sep-2048, 5.00%, 09/01/48 FR 3131Y2YX0 - - 79,134 $78,649 $78,649 0.00 $77,943
FNMA 30yr Pool#MA1447 3.000% 01-May-2043, 3.00%, 05/01/43 FN 31418ATD0 - - 83,659 $75,054 $75,054 0.00 $74,023
FHLMC 30yr Pool#QA2159 3.000% 01-Aug-2049, 3.00%, 08/01/49 FR 31334YMG9 - - 84,695 $73,026 $73,026 0.00 $72,450
FNMA 30yr Pool#BD2453 3.000% 01-Jan-2047, 3.00%, 01/01/47 FN 3140F9WP6 - - 73,401 $65,467 $65,467 0.00 $64,447
FNMA 30yr Pool#AS8547 3.000% 01-Nov-2046, 3.00%, 11/01/46 FN 3138WJP93 - - 73,355 $64,164 $64,164 0.00 $63,655
FHLMC 15yr Pool#ZK8962 3.000% 01-Sep-2032, 3.00%, 09/01/32 FR 3131XC5X1 - - 64,817 $64,024 $64,024 0.00 $61,835
Fannie Mae REMIC Trust 2006-20 GF 4.81546% 25-APR-2036, 4.82%, 04/25/36 FNR 2006-20 31395BU43 - - 63,141 $62,360 $62,360 0.00 $62,149
FHLMC 15yr Pool#ZS7403 3.000% 01-May-2031, 3.00%, 05/01/31 FR 3132A8GL7 - - 61,558 $61,166 $61,166 0.00 $59,357
BHG Securitization Trust 2021-B (Bankers Healthcare Group) A 0.9% 17-OCT-2034, 0.90%, 10/17/34 BHG 2021-B 08862BAA3 - - 57,941 $57,779 $57,779 0.00 $57,775
Affirm Asset Securitization Trust 2023-X1 A 7.11% 15-NOV-2028, 7.11%, 11/15/28 AFFRM 2023-X1 00834KAA5 - - 50,505 $50,610 $50,610 0.00 $50,580
Fannie Mae REMIC Trust 2010-109 BS 6.12623% 25-OCT-2040, 6.13%, 10/25/40 FNR 2010-109 31398NTM6 - - 41,248 $48,671 $48,671 0.00 $48,450
FNMA 15yr Pool#BO7717 3.000% 01-Nov-2034, 3.00%, 11/01/34 FN 3140K3SF0 - - 45,205 $48,214 $48,214 0.00 $42,697
Freddie Mac Multiclass Certificates, Series 3721 FB 5.02102% 15-SEP-2040, 4.95%, 09/15/40 FHR 3721 3137GAD20 - - 47,613 $47,059 $47,059 0.00 $47,039
Freddie Mac Multiclass Certificates, Series 3380 FM 5.11102% 15-OCT-2037, 5.04%, 10/15/37 FHR 3380 31397KTJ0 - - 47,133 $46,563 $46,563 0.00 $46,543
FNMA 15yr Pool#BO5957 3.000% 01-Dec-2034, 3.00%, 12/01/34 FN 3140K1TP1 - - 48,046 $46,166 $46,166 0.00 $45,292
FNMA 30yr Pool#BO1857 4.500% 01-Aug-2049, 4.50%, 08/01/49 FN 3140JWB33 - - 43,581 $43,610 $43,610 0.00 $41,806
Ginnie Mae REMIC Trust 2008-013 FB 4.9132% 20-FEB-2038, 4.93%, 02/20/38 GNR 2008-13 38375PNL1 - - 43,767 $43,415 $43,415 0.00 $43,409
FNMA 30yr Pool#BC0870 3.500% 01-Jan-2046, 3.50%, 01/01/46 FN 3140EU6G9 - - 39,014 $36,075 $36,075 0.00 $35,460
FHLMC 15yr Pool#ZK9163 3.000% 01-Jan-2033, 3.00%, 01/01/33 FR 3131XDFC4 - - 37,178 $36,061 $36,061 0.00 $35,438
Ginnie Mae REMIC Trust 2007-040 FG 4.7332% 20-JUL-2037, 4.75%, 07/20/37 GNR 2007-40 38375KZS4 - - 33,345 $32,834 $32,834 0.00 $32,829
Ginnie Mae REMIC Trust 2004-069 CF 4.8132% 20-JUL-2034, 4.83%, 07/20/34 GNR 2004-69 38374JAT3 - - 29,955 $29,586 $29,586 0.00 $29,582
Fannie Mae REMIC Trust 2013-2 QF 4.96546% 25-FEB-2043, 4.97%, 02/25/43 FNR 2013-2 3136AB4P5 - - 28,675 $28,389 $28,389 0.00 $28,290
Ginnie Mae REMIC Trust 2010-133 FD 4.85634% 16-OCT-2040, 4.86%, 10/16/40 GNR 2010-133 38377MHV1 - - 27,617 $27,416 $27,416 0.00 $27,405
Ginnie Mae REMIC Trust 2007-059 FA 4.9132% 20-OCT-2037, 4.93%, 10/20/37 GNR 2007-59 38375LPU8 - - 26,728 $26,372 $26,372 0.00 $26,369
FHLMC 30yr Pool#ZN2165 4.500% 01-Dec-2048, 4.50%, 12/01/48 FR 3131Y8MN2 - - 24,482 $23,841 $23,841 0.00 $23,608
Ginnie Mae REMIC Trust 2004-059 FP 4.72634% 16-AUG-2034, 4.73%, 08/16/34 GNR 2004-59 38374HYS3 - - 21,916 $21,646 $21,646 0.00 $21,638
Ginnie Mae REMIC Trust 2008-016 FC 4.9132% 20-FEB-2038, 4.93%, 02/20/38 GNR 2008-16 383742FU2 - - 21,522 $21,347 $21,347 0.00 $21,344
Freddie Mac Multiclass Certificates, Series 2426 FL 5.17102% 15-MAR-2032, 5.10%, 03/15/32 FHR 2426 31339W7G5 - - 21,396 $21,318 $21,318 0.00 $21,309
Ginnie Mae REMIC Trust 2007-037 FW 4.7232% 20-JUN-2037, 4.74%, 06/20/37 GNR 2007-37 38375KNR9 - - 21,628 $21,287 $21,287 0.00 $21,284
Ginnie Mae REMIC Trust 2005-065 FA 4.5632% 20-AUG-2035, 4.58%, 08/20/35 GNR 2005-65 38374LL25 - - 21,501 $21,030 $21,030 0.00 $21,027
Fannie Mae REMIC Trust 2002-53 FK 4.86546% 25-APR-2032, 4.87%, 04/25/32 FNR 2002-53 31392EHN3 - - 20,462 $20,258 $20,258 0.00 $20,192
Ginnie Mae REMIC Trust 2005-048 AF 4.6132% 20-JUN-2035, 4.63%, 06/20/35 GNR 2005-48 38374LHM6 - - 17,827 $17,470 $17,470 0.00 $17,467
Fannie Mae REMIC Trust 2005-83 KT 4.76546% 25-OCT-2035, 4.98%, 10/25/35 FNR 2005-83 31394FUL7 - - 17,038 $16,810 $16,810 0.00 $16,753
FHLMC 30yr Pool#ZT0252 3.000% 01-Dec-2047, 3.00%, 12/01/47 FR 3132ACH52 - - 18,827 $16,759 $16,759 0.00 $16,531
Fannie Mae REMIC Trust 2007-89 GF 4.98546% 25-SEP-2037, 4.99%, 09/25/37 FNR 2007-89 31396XPM0 - - 16,494 $16,393 $16,393 0.00 $16,336
Freddie Mac Multiclass Certificates, Series 2551 FD 4.92102% 15-JAN-2033, 4.85%, 01/15/33 FHR 2551 31393JAZ1 - - 14,434 $14,291 $14,291 0.00 $14,285
Fannie Mae REMIC Trust 2003-87 FG 4.96546% 25-SEP-2033, 4.97%, 09/25/33 FNR 2003-87 31393E4W6 - - 13,492 $13,372 $13,372 0.00 $13,328
Ginnie Mae REMIC Trust 2012-075 FP 4.7132% 20-JUL-2041, 4.73%, 07/20/41 GNR 2012-75 38378EZ55 - - 13,402 $13,262 $13,262 0.00 $13,260
FHLMC 30yr Pool#ZM2269 3.000% 01-Dec-2046, 3.00%, 12/01/46 FR 3131XVQW8 - - 13,675 $12,271 $12,271 0.00 $11,991
Freddie Mac Multiclass Certificates, Series 2410, excluding Group 6 FX 4.87102% 15-FEB-2032, 4.80%, 02/15/32 FHR 2410 31339NJN7 - - 12,080 $11,906 $11,906 0.00 $11,901
Freddie Mac Multiclass Certificates, Series 3738 FD 4.82102% 15-AUG-2040, 4.75%, 08/15/40 FHR 3738 3137GAYQ4 - - 11,634 $11,663 $11,663 0.00 $11,659
Ginnie Mae REMIC Trust 2007-061 FA 4.9132% 20-OCT-2037, 4.93%, 10/20/37 GNR 2007-61 38375LLN8 - - 11,047 $10,955 $10,955 0.00 $10,954
FNMA 15yr Pool#AS8207 2.500% 01-Oct-2031, 2.50%, 10/01/31 FN 3138WJDM7 - - 11,262 $10,915 $10,915 0.00 $10,669
Fannie Mae REMIC Trust 2010-123 FL 4.89546% 25-NOV-2040, 4.90%, 11/25/40 FNR 2010-123 31398N2W3 - - 10,975 $10,885 $10,885 0.00 $10,849
Freddie Mac Multiclass Certificates, Series 3028 FM 4.77102% 15-SEP-2035, 4.70%, 09/15/35 FHR 3028 31396AFB5 - - 10,546 $10,436 $10,436 0.00 $10,432
FNMA 15yr Pool#BM1036 2.500% 01-Feb-2032, 2.50%, 02/01/32 FN 3140J5EJ4 - - 9,976 $9,695 $9,695 0.00 $9,453
FNMA 15yr Pool#AS7643 2.500% 01-Aug-2031, 2.50%, 08/01/31 FN 3138WHP55 - - 9,790 $9,533 $9,533 0.00 $9,276
GNMA II 30yr Pool#BK6072 5.000% 20-Jan-2049, 5.00%, 01/20/49 G2 3617J6W91 - - 9,354 $9,248 $9,248 0.00 $9,222
Fannie Mae REMIC Trust 2002-16 VF 5.01546% 25-APR-2032, 5.02%, 04/25/32 FNR 2002-16 31392CWW0 - - 9,103 $9,087 $9,087 0.00 $9,056
Fannie Mae REMIC Trust 2012-100 FG 4.86546% 25-SEP-2042, 4.87%, 09/25/42 FNR 2012-100 3136A8QW3 - - 8,562 $8,452 $8,452 0.00 $8,423
FHLMC 15yr Pool#ZK8405 2.500% 01-Dec-2031, 2.50%, 01/22/31 FR 3131XCKS5 - - 8,442 $8,155 $8,155 0.00 $7,983
Fannie Mae REMIC Trust 2010-95 FB 4.86546% 25-SEP-2040, 4.87%, 09/25/40 FNR 2010-95 31398NEX8 - - 7,840 $7,787 $7,787 0.00 $7,761
Ginnie Mae REMIC Trust 2007-018 FD 4.7132% 20-APR-2037, 4.73%, 04/20/37 GNR 2007-18 38375JC86 - - 7,821 $7,684 $7,684 0.00 $7,683
Ginnie Mae REMIC Trust 2010-006 FG 5.02634% 16-JAN-2040, 5.03%, 01/16/40 GNR 2010-6 38376TSC7 - - 7,458 $7,432 $7,432 0.00 $7,429
Ginnie Mae REMIC Trust 1999-27 FE 4.82634% 16-AUG-2029, 4.83%, 08/16/29 GNR 1999-27 3837H2WA3 - - 5,096 $5,114 $5,114 0.00 $5,112
FNMA 30yr Pool#MA3694 4.500% 01-Jul-2049, 4.50%, 07/01/49 FN 31418DC83 - - 5,084 $4,963 $4,963 0.00 $4,877
Freddie Mac Multiclass Certificates, Series 2469 FE 5.02102% 15-JUL-2032, 4.95%, 07/15/32 FHR 2469 31392RC58 - - 3,224 $3,240 $3,240 0.00 $3,239
FHLMC 30yr Pool#ZN0650 3.000% 01-Mar-2043, 3.00%, 03/01/43 FR 3131Y6WK1 - - 2,332 $2,081 $2,081 0.00 $2,063
Ginnie Mae REMIC Trust 2010-125 VF 4.7632% 20-JUN-2040, 4.78%, 06/20/40 GNR 2010-125 38377JYJ6 - - 430.00 $426 $426 0.00 $426
US 10yr Ultra Fut Mar25 MAR 25 UXYH5 FUTURES_USD - -369.00 $-41,316,469 $0 0.00 $0
US ULTRA BOND CBT Mar25 MAR 25 WNH5 FUTURES_USD - -785.00 $-94,101,875 $0 0.00 $0
US 2YR NOTE (CBT) Mar25 MAR 25 TUH5 FUTURES_USD - 2,653 $545,191,500 $0 0.00 $0
US 5YR NOTE (CBT) Mar25 MAR 25 FVH5 FUTURES_USD - 213.00 $22,679,508 $0 0.00 $0
US 10YR NOTE (CBT)Mar25 MAR 25 TYH5 FUTURES_USD - -295.00 $-32,205,703 $0 0.00 $0
UMBS TBA 30yr 6.5% March Delivery, 6.50%, 03/13/25 FNCL 01F062630 - - -1,829,000 $-1,876,956 $-1,876,956 -0.04 $-1,876,956
GNMA II TBA 30yr 6.5% March Delivery, 6.50%, 03/20/25 G2SF 21H062636 - - -9,700,000 $-9,873,048 $-9,873,048 -0.20 $-9,873,048
UMBS TBA 30yr 6% March Delivery, 6.00%, 03/13/25 FNCL 01F060634 - - -244,300,000 $-246,571,990 $-246,571,990 -5.03 $-246,571,990
UMBS TBA 30yr 5.5% March Delivery, 5.50%, 03/13/25 FNCL 01F052631 - - -327,435,851 $-324,446,034 $-324,446,034 -6.61 $-324,446,034
UMBS TBA 30yr 4.5% March Delivery, 4.50%, 03/13/25 FNCL 01F042632 - - -426,742,390 $-403,501,999 $-403,501,999 -8.23 $-403,501,999
UMBS TBA 30yr 4% March Delivery, 4.00%, 03/13/25 FNCL 01F040636 - - -490,375,155 $-449,901,551 $-449,901,551 -9.17 $-449,901,551
UMBS TBA 30yr 5% March Delivery, 5.00%, 03/13/25 FNCL 01F050635 - - -660,788,000 $-640,581,103 $-640,581,103 -13.06 $-640,581,103
SEGREGATED CASH SEGCASH - $0.00 9,998,000 $9,998,000 $9,998,000 0.20 $9,998,000
ALMSUM ALMSUM - $0.00 - $0 $0 0.00 $0
US DOLLARS USD MD_142224 - - -1,220,933,130 $-1,220,933,130 $-1,220,933,130 -24.89 $-1,220,933,130
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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