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For Institutional Investors in the US

Mortgage-Backed Securities ETF Holdings

Full Portfolio Holdings

(As of February 21, 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 $1,012,648,217 $1,012,648,217 20.55 $1,012,648,217
UMBS TBA 30yr 3% March Delivery, 3.00%, 03/13/25 FNCL 01F030637 - - 554,920,354 $476,267,608 $476,267,608 9.67 $476,267,608
GNMA II TBA 30yr 5% March Delivery, 5.00%, 03/20/25 G2SF 21H050631 - - 303,946,194 $297,190,382 $297,190,382 6.04 $297,190,382
UMBS TBA 30yr 2% March Delivery, 2.00%, 03/13/25 FNCL 01F020638 - - 376,104,255 $295,844,359 $295,844,359 6.01 $295,844,359
UMBS TBA 30yr 3.5% March Delivery, 3.50%, 03/13/25 FNCL 01F032633 - - 284,737,000 $254,281,530 $254,281,530 5.17 $254,281,530
GNMA II TBA 30yr 4.5% March Delivery, 4.50%, 03/20/25 G2SF 21H042638 - - 242,461,488 $231,162,540 $231,162,540 4.70 $231,162,540
UMBS TBA 30yr 6.5% March Delivery, 6.50%, 03/13/25 FNCL 01F062630 - - 214,970,000 $220,866,627 $220,866,627 4.49 $220,866,627
GNMA II TBA 30yr 5.5% March Delivery, 5.50%, 03/20/25 G2SF 21H052637 - - 211,444,000 $210,866,124 $210,866,124 4.29 $210,866,124
FNMA 30yr Pool#CB9430 5.500% 01-Nov-2054, 5.50%, 11/01/54 FN 3140QVPQ1 - - 194,316,122 $196,131,962 $196,131,962 3.99 $193,949,894
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 3.33 $163,730,678
GNMA II TBA 30yr 3% March Delivery, 3.00%, 03/20/25 G2SF 21H030633 - - 175,024,962 $153,460,136 $153,460,136 3.11 $153,460,136
UMBS TBA 30yr 6% March Delivery, 6.00%, 03/13/25 FNCL 01F060634 - - 144,000,000 $145,628,640 $145,628,640 2.95 $145,628,640
FHLMC 30yr Pool#RJ2853 5.000% 01-Dec-2054, 5.00%, 12/01/54 FR 3142GTE36 - - 140,233,875 $138,075,890 $138,075,890 2.80 $137,627,920
FNMA 30yr Pool#FS1133 4.000% 01-Oct-2051, 4.00%, 10/01/51 FN 3140XGHK8 - - 124,674,904 $118,308,433 $118,308,433 2.40 $116,649,144
FNMA 30yr Pool#FM7460 4.000% 01-Mar-2051, 4.00%, 03/01/51 FN 3140XBJE1 - - 115,933,421 $110,004,719 $110,004,719 2.23 $108,470,381
GNMA II TBA 30yr 4% March Delivery, 4.00%, 03/20/25 G2SF 21H040632 - - 107,413,688 $99,716,316 $99,716,316 2.02 $99,716,316
FNMA 30yr Pool#FS8993 6.000% 01-Jul-2054, 6.00%, 07/01/54 FN 3140XQ7F8 - - 87,145,129 $91,656,828 $91,656,828 1.86 $88,913,402
FHLMC 30yr Pool#RJ2859 5.000% 01-Nov-2054, 5.00%, 11/01/54 FR 3142GTE93 - - 83,654,651 $82,509,853 $82,509,853 1.67 $81,790,244
FHLMC 30yr Pool#RJ2649 5.500% 01-Oct-2054, 5.50%, 10/01/54 FR 3142GS5K0 - - 73,746,285 $75,274,722 $75,274,722 1.53 $74,063,685
FNMA 30yr Pool#FA0198 5.500% 01-Oct-2054, 5.50%, 10/01/54 FN 3140W0GG4 - - 69,461,177 $70,751,995 $70,751,995 1.44 $69,760,133
FNMA 30yr Pool#FA0573 5.000% 01-Jan-2055, 5.00%, 01/01/55 FN 3140W0T70 - - 66,070,832 $66,044,352 $66,044,352 1.34 $65,072,817
FNMA 30yr Pool#FS6355 5.000% 01-Aug-2053, 5.00%, 08/01/53 FN 3140XNBZ6 - - 54,289,094 $53,982,596 $53,982,596 1.10 $53,154,535
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 1.08 $53,206,754
FNMA 30yr Pool#CB9613 5.500% 01-Dec-2054, 5.50%, 12/01/54 FN 3140QVVF8 - - 50,173,954 $50,891,711 $50,891,711 1.03 $50,079,391
FNMA 30yr Pool#FS9027 5.500% 01-Jul-2053, 5.50%, 07/01/53 FN 3140XRA54 - - 47,919,400 $48,915,119 $48,915,119 0.99 $48,207,634
FHLMC 30yr Pool#SL0046 6.000% 01-Jan-2055, 6.00%, 01/01/55 FR 31427MBQ3 - - 47,252,501 $48,395,337 $48,395,337 0.98 $48,214,202
FNMA 30yr Pool#FS5048 3.500% 01-Jan-2052, 3.50%, 01/01/52 FN 3140XLTE8 - - 52,174,790 $48,347,086 $48,347,086 0.98 $47,377,244
GNMA II TBA 30yr 3.5% March Delivery, 3.50%, 03/20/25 G2SF 21H032639 - - 49,076,377 $44,368,480 $44,368,480 0.90 $44,368,480
FNMA 30yr Pool#FS8881 4.500% 01-Sep-2053, 4.50%, 09/01/53 FN 3140XQ2P1 - - 43,822,578 $42,860,607 $42,860,607 0.87 $42,297,560
FNMA 40yr Pool#BF0646 2.500% 01-Jun-2062, 2.50%, 06/01/62 FN 3140FXWG3 - - 50,286,542 $41,450,675 $41,450,675 0.84 $40,928,602
FNMA 30yr Pool#CB8119 5.000% 01-Mar-2054, 5.00%, 03/01/54 FN 3140QUAV8 - - 41,454,835 $40,899,551 $40,899,551 0.83 $40,530,933
FNMA 30yr Pool#FS8308 5.000% 01-Jun-2054, 5.00%, 06/01/54 FN 3140XQGS0 - - 40,175,001 $40,224,005 $40,224,005 0.82 $39,279,623
FNMA 30yr Pool#CB8694 6.000% 01-Jun-2054, 6.00%, 06/01/54 FN 3140QUUU8 - - 38,278,784 $40,024,675 $40,024,675 0.81 $39,511,552
FHLMC 30yr Pool#SI2101 4.000% 01-Sep-2048, 4.00%, 09/01/48 FR 3133USKN0 - - 42,089,861 $39,977,759 $39,977,759 0.81 $39,417,914
FHLMC 30yr Pool#RJ1341 6.000% 01-Apr-2054, 6.00%, 04/01/54 FR 3142GRP38 - - 37,866,960 $39,195,982 $39,195,982 0.80 $38,758,257
FHLMC 30yr Pool#RJ1505 5.000% 01-May-2054, 5.00%, 05/01/54 FR 3142GRU73 - - 39,181,895 $38,707,327 $38,707,327 0.79 $38,308,650
FNMA 30yr Pool#CB8543 6.000% 01-May-2054, 6.00%, 05/01/54 FN 3140QUP59 - - 37,157,094 $38,511,594 $38,511,594 0.78 $38,031,683
FNMA 30yr Pool#FS9794 5.000% 01-Nov-2054, 5.00%, 11/01/54 FN 3140XR3C7 - - 37,705,707 $37,664,918 $37,664,918 0.76 $37,136,153
FNMA 30yr Pool#FS9690 5.000% 01-Nov-2054, 5.00%, 11/01/54 FN 3140XRXU4 - - 36,840,480 $36,352,343 $36,352,343 0.74 $36,019,418
FHLMC 30yr Pool#RJ3274 5.500% 01-Feb-2055, 5.50%, 02/01/55 FR 3142GTT89 - - 35,582,431 $36,091,948 $36,091,948 0.73 $35,735,575
FHLMC 30yr Pool#SL0208 5.000% 01-Dec-2054, 5.00%, 12/01/54 FR 31427MGS4 - - 35,445,154 $35,395,502 $35,395,502 0.72 $34,896,847
Fannie Mae Pool|4.5|09/01/2051, 4.50%, 09/01/51 FN 3140W0U52 - - 35,298,656 $34,196,394 $34,196,394 0.69 $34,094,911
FNMA 30yr Pool#FS9788 5.500% 01-Nov-2054, 5.50%, 11/01/54 FN 3140XR2W4 - - 33,658,536 $34,121,925 $34,121,925 0.69 $33,662,678
FHLMC 30yr Pool#SD6888 5.000% 01-Nov-2054, 5.00%, 11/01/54 FR 3132DUUM7 - - 34,173,213 $33,705,233 $33,705,233 0.68 $33,411,597
FNMA 40yr Pool#BF0698 3.500% 01-Dec-2062, 3.50%, 12/01/62 FN 3140FXX49 - - 37,692,610 $33,596,436 $33,596,436 0.68 $33,364,575
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 $33,108,915 $33,108,915 0.67 $32,914,993
FNMA 30yr Pool#CB5580 4.500% 01-Oct-2052, 4.50%, 10/01/52 FN 3140QRFW8 - - 33,472,032 $32,299,707 $32,299,707 0.66 $31,885,899
FNMA 30yr Pool#FS8335 4.500% 01-Jan-2051, 4.50%, 01/01/51 FN 3140XQHM2 - - 32,405,510 $31,816,574 $31,816,574 0.65 $31,300,426
FHLMC 30yr Pool#SD6982 5.000% 01-Nov-2054, 5.00%, 11/01/54 FR 3132DUXK8 - - 31,282,848 $31,210,564 $31,210,564 0.63 $30,826,678
FNMA 30yr Pool#BW7371 5.500% 01-Feb-2053, 5.50%, 02/01/53 FN 3140N0FM2 - - 30,611,104 $31,197,216 $31,197,216 0.63 $30,903,599
FNMA 30yr Pool#FS8681 4.500% 01-Oct-2050, 4.50%, 10/01/50 FN 3140XQUF2 - - 30,364,570 $29,711,867 $29,711,867 0.60 $29,329,086
FHLMC 30yr Pool#SD3271 5.500% 01-Jun-2053, 5.50%, 06/01/53 FR 3132DQT48 - - 26,526,577 $27,416,570 $27,416,570 0.56 $26,704,756
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 $26,871,730 $26,871,730 0.55 $26,738,980
FNMA 30yr Pool#FS9239 4.500% 01-Jan-2051, 4.50%, 01/01/51 FN 3140XRHR9 - - 26,338,065 $25,791,076 $25,791,076 0.52 $25,439,891
FHLMC 30yr Pool#SD6989 5.500% 01-Nov-2054, 5.50%, 11/01/54 FR 3132DUXS1 - - 23,971,252 $24,383,441 $24,383,441 0.49 $23,974,202
FNMA 30yr Pool#FM7840 4.000% 01-Apr-2050, 4.00%, 04/01/50 FN 3140XBWA4 - - 25,506,559 $24,234,879 $24,234,879 0.49 $23,864,613
FNMA 30yr Pool#FS4781 4.000% 01-Oct-2051, 4.00%, 10/01/51 FN 3140XLJ33 - - 24,597,414 $23,339,406 $23,339,406 0.47 $23,013,992
FNMA 30yr Pool#FS7225 4.000% 01-Aug-2051, 4.00%, 08/01/51 FN 3140XPA33 - - 24,432,953 $23,140,845 $23,140,845 0.47 $22,881,901
FNMA 40yr Pool#BF0713 4.000% 01-Mar-2063, 4.00%, 03/01/63 FN 3140FXYK2 - - 23,850,177 $22,235,096 $22,235,096 0.45 $21,947,566
FNMA 40yr Pool#BF0807 3.500% 01-Apr-2064, 3.50%, 04/01/64 FN 3140FX3R1 - - 24,999,940 $22,100,919 $22,100,919 0.45 $22,045,016
FNMA 40yr Pool#BF0226 3.500% 01-Jan-2058, 3.50%, 01/01/58 FN 3140FXHC9 - - 24,099,155 $22,033,192 $22,033,192 0.45 $21,699,595
FNMA 30yr Pool#FS9116 6.000% 01-Sep-2054, 6.00%, 09/01/54 FN 3140XRDW2 - - 20,968,897 $21,874,524 $21,874,524 0.44 $21,395,664
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 $21,725,200 $21,725,200 0.44 $21,712,145
FNMA 30yr Pool#FS6382 4.000% 01-Aug-2051, 4.00%, 08/01/51 FN 3140XNCU6 - - 22,807,767 $21,648,779 $21,648,779 0.44 $21,359,885
FNMA 30yr Pool#CB7112 5.500% 01-Sep-2053, 5.50%, 09/01/53 FN 3140QS3W9 - - 21,279,919 $21,634,437 $21,634,437 0.44 $21,416,258
BX Commercial Mortgage Trust 2024-AIRC C 6.90195% 15-AUG-2041, 6.90%, 08/15/39 BX 2024-AIRC 12433CAE5 - - 21,400,000 $21,511,904 $21,511,904 0.44 $21,483,208
GNMA II TBA 30yr 2.5% March Delivery, 2.50%, 03/20/25 G2SF 21H022630 - - 25,296,414 $21,355,612 $21,355,612 0.43 $21,355,612
FNMA 30yr Pool#FS9880 4.500% 01-Sep-2054, 4.50%, 09/01/54 FN 3140XR6S9 - - 22,164,212 $21,169,881 $21,169,881 0.43 $21,106,159
FNMA 30yr Pool#FS5028 4.000% 01-Oct-2051, 4.00%, 10/01/51 FN 3140XLSS8 - - 21,818,169 $20,918,666 $20,918,666 0.42 $20,413,657
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 $20,803,499 $20,803,499 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 $20,734,433 $20,734,433 0.42 $20,677,158
FHLMC 30yr Pool#QJ9063 5.000% 01-Nov-2054, 5.00%, 11/01/54 FR 3133D1B81 - - 21,018,393 $20,694,071 $20,694,071 0.42 $20,505,993
FNMA 30yr Pool#FS8709 4.500% 01-Jan-2051, 4.50%, 01/01/51 FN 3140XQVB0 - - 20,252,148 $19,798,940 $19,798,940 0.40 $19,561,515
FHLMC 30yr Pool#RJ2292 5.500% 01-Sep-2054, 5.50%, 09/01/54 FR 3142GSRN0 - - 19,436,444 $19,754,676 $19,754,676 0.40 $19,520,097
FNMA 30yr Pool#BT8185 4.500% 01-Jun-2052, 4.50%, 06/01/52 FN 3140LXCX1 - - 20,146,868 $19,637,749 $19,637,749 0.40 $19,204,642
FNMA 30yr Pool#BU4910 5.500% 01-Sep-2054, 5.50%, 09/01/54 FN 3140M6N41 - - 19,336,232 $19,587,748 $19,587,748 0.40 $19,405,135
FNMA 30yr Pool#DA1525 6.000% 01-Oct-2053, 6.00%, 10/01/53 FN 3140A1VT1 - - 18,894,681 $19,373,536 $19,373,536 0.39 $19,184,096
FNMA 30yr Pool#FS1666 3.500% 01-May-2052, 3.50%, 05/01/52 FN 3140XGZ85 - - 20,834,022 $19,046,618 $19,046,618 0.39 $18,898,555
Fhlmc Stacr Remic Trust 2024-Hqa2 25-AUG-2044, 6.15%, 08/25/44 STACR 2024-HQA2 35564NEC3 - - 18,000,000 $18,250,782 $18,250,782 0.37 $18,164,668
FNMA 30yr Pool#CB8221 5.500% 01-Mar-2054, 5.50%, 03/01/54 FN 3140QUD37 - - 17,756,838 $18,007,867 $18,007,867 0.37 $17,751,117
FNMA 30yr Pool#FM4738 4.000% 01-Sep-2050, 4.00%, 09/01/50 FN 3140X8HQ3 - - 19,083,209 $17,960,712 $17,960,712 0.36 $17,795,194
FNMA 30yr Pool#CB3837 3.500% 01-Jun-2052, 3.50%, 06/01/52 FN 3140QPHP5 - - 19,323,473 $17,762,247 $17,762,247 0.36 $17,525,345
FHLMC 30yr Pool#QH3192 6.000% 01-Oct-2053, 6.00%, 10/01/53 FR 3133CFRM3 - - 17,110,462 $17,737,066 $17,737,066 0.36 $17,558,804
Homeward Opportunities Fund Trust 2024-RTL1 A1 7.12% 25-JUL-2029, 7.12%, 07/25/29 HOF 43789FAA1 - - 17,261,000 $17,484,760 $17,484,760 0.35 $17,385,759
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 $17,468,862 $17,468,862 0.35 $17,363,160
FNMA 40yr Pool#BF0806 3.500% 01-Apr-2064, 3.50%, 04/01/64 FN 3140FX3Q3 - - 19,251,398 $17,084,128 $17,084,128 0.35 $17,041,080
FNMA 40yr Pool#BF0801 2.500% 01-Apr-2064, 2.50%, 04/01/64 FN 3140FX3K6 - - 20,935,126 $17,005,343 $17,005,343 0.34 $16,987,897
FNMA 30yr Pool#FS8717 6.000% 01-Jul-2054, 6.00%, 07/01/54 FN 3140XQVK0 - - 16,374,871 $16,974,331 $16,974,331 0.34 $16,708,139
PRET 2025-RPL1 Trust A1 4.0% 25-JUL-2069, 4.00%, 07/25/69 PRET 2025-RPL1 69392FAA5 - - 16,645,000 $15,961,812 $15,961,812 0.32 $15,863,792
FNMA 30yr Pool#FA0122 4.500% 01-Dec-2054, 4.50%, 12/01/54 FN 3140W0D44 - - 16,417,225 $15,680,715 $15,680,715 0.32 $15,633,516
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 $15,462,396 $15,462,396 0.31 $15,295,745
FNMA 30yr Pool#CA3372 3.500% 01-Apr-2049, 3.50%, 04/01/49 FN 3140QAXA3 - - 16,553,001 $15,379,227 $15,379,227 0.31 $15,030,929
Fhlmc Stacr Remic Trust 2023-Hqa3 7.17039% 25-NOV-2043, 6.20%, 11/25/43 STACR 2023-HQA3 35564K3G2 - - 15,170,754 $15,324,503 $15,324,503 0.31 $15,251,334
FNMA 30yr Pool#BX0984 4.500% 01-Oct-2052, 4.50%, 10/01/52 FN 3140N5CW2 - - 15,673,340 $15,072,013 $15,072,013 0.31 $14,933,056
CONNECTICUT AVENUE SECURITIES SERIES 2021-R03 6.97039% 25-DEC-2041, 6.00%, 12/25/41 CAS 2021-R03 20754AAB9 - - 14,835,000 $15,004,369 $15,004,369 0.30 $14,935,127
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 $14,988,245 $14,988,245 0.30 $14,978,143
Connecticut Avenue Securities Trust 2022-R02 8.32039% 25-JAN-2042, 7.35%, 01/25/42 CAS 2022-R02 20754BAB7 - - 14,409,226 $14,923,886 $14,923,886 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 $14,922,220 $14,922,220 0.30 $14,809,107
Galaxy Senior Participation Interest Trust 1|2.625|07/31/2026, 2.62%, 07/31/26 GLXYT 2025-1 362922AA4 - - 14,638,258 $14,757,075 $14,757,075 0.30 $14,716,515
FHLMC 30yr Pool#SD1143 4.500% 01-Sep-2050, 4.50%, 09/01/50 FR 3132DNHU0 - - 15,011,044 $14,688,542 $14,688,542 0.30 $14,499,142
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 $14,617,113 $14,617,113 0.30 $14,577,092
FNMA 30yr Pool#FA0470 6.000% 01-Jan-2055, 6.00%, 01/01/55 FN 3140W0QY4 - - 14,184,895 $14,527,966 $14,527,966 0.29 $14,473,591
FNMA 30yr Pool#FS7117 6.500% 01-Feb-2054, 6.50%, 02/01/54 FN 3140XN4B7 - - 12,868,513 $14,336,834 $14,336,834 0.29 $13,328,390
FHLMC 30yr Pool#QX1709 5.000% 01-Nov-2054, 5.00%, 11/01/54 FR 31425V3T8 - - 14,468,088 $14,267,500 $14,267,500 0.29 $14,145,639
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 $14,215,727 $14,215,727 0.29 $14,148,750
BMP Commercial Mortgage Trust 2024-MF23 A 5.67818% 15-JUN-2041, 5.68%, 06/15/41 BMP 2024-MF23 05593JAA8 - - 14,000,000 $14,026,723 $14,026,723 0.28 $14,011,266
FNMA 30yr Pool#FS6236 6.500% 01-Nov-2053, 6.50%, 11/01/53 FN 3140XM4W3 - - 12,883,914 $13,773,543 $13,773,543 0.28 $13,344,342
FHLMC 30yr Pool#SD5994 4.500% 01-Sep-2050, 4.50%, 09/01/50 FR 3132DTUT5 - - 13,999,403 $13,727,677 $13,727,677 0.28 $13,521,999
FNMA 30yr Pool#FM5350 4.500% 01-Sep-2050, 4.50%, 09/01/50 FN 3140X85L7 - - 14,069,999 $13,699,291 $13,699,291 0.28 $13,580,366
FNMA 40yr Pool#BF0731 2.500% 01-Jun-2063, 2.50%, 06/01/63 FN 3140FXY55 - - 16,569,589 $13,547,101 $13,547,101 0.27 $13,486,116
FHLMC 30yr Pool#SD5224 6.000% 01-Mar-2054, 6.00%, 03/01/54 FR 3132DSYV8 - - 12,676,814 $13,371,837 $13,371,837 0.27 $12,934,041
Connectict Ave Sec Tr 2024-R03 25-MAR-2044, 6.30%, 03/25/44 CAS 2024-R03 207941AB1 - - 13,082,000 $13,331,061 $13,331,061 0.27 $13,266,966
FNMA 30yr Pool#FS7541 4.000% 01-Jun-2052, 4.00%, 06/01/52 FN 3140XPLX5 - - 13,595,439 $12,870,751 $12,870,751 0.26 $12,720,253
FHLMC 30yr Pool#QH3306 6.000% 01-Oct-2053, 6.00%, 10/01/53 FR 3133CFU72 - - 12,350,635 $12,725,706 $12,725,706 0.26 $12,603,708
Toorak Mortgage Trust 2024-2 A1 6.329% 25-OCT-2031, 6.33%, 10/25/31 TRK 2024-2 89055KAA0 - - 12,596,000 $12,629,936 $12,629,936 0.26 $12,570,145
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 $12,610,181 $12,610,181 0.26 $12,496,939
FHLMC 30yr Pool#QG6755 5.500% 01-Jun-2053, 5.50%, 06/01/53 FR 3133C7QG5 - - 12,316,213 $12,527,513 $12,527,513 0.25 $12,405,653
FNMA 40yr Pool#BF0783 3.500% 01-Dec-2063, 3.50%, 12/01/63 FN 3140FX2R2 - - 13,803,350 $12,300,589 $12,300,589 0.25 $12,214,064
FNMA 30yr Pool#FS5818 4.500% 01-Oct-2050, 4.50%, 10/01/50 FN 3140XMPC4 - - 12,576,511 $12,254,905 $12,254,905 0.25 $12,138,851
FNMA 30yr Pool#BY0334 6.000% 01-May-2053, 6.00%, 05/01/53 FN 3140NGLQ1 - - 11,910,728 $12,248,215 $12,248,215 0.25 $12,127,649
FNMA 30yr Pool#FS6432 3.500% 01-Oct-2050, 3.50%, 10/01/50 FN 3140XNEE0 - - 13,018,602 $11,935,270 $11,935,270 0.24 $11,821,524
FNMA 30yr Pool#FS5362 4.500% 01-Dec-2050, 4.50%, 12/01/50 FN 3140XL5Y0 - - 12,206,744 $11,922,913 $11,922,913 0.24 $11,781,951
FNMA 30yr Pool#BY4134 5.500% 01-Jul-2053, 5.50%, 07/01/53 FN 3140NLSY6 - - 11,799,285 $11,870,460 $11,870,460 0.24 $11,760,349
FNMA 30yr Pool#FS7613 4.500% 01-May-2052, 4.50%, 05/01/52 FN 3140XPN70 - - 11,981,518 $11,808,791 $11,808,791 0.24 $11,564,563
FHLMC 30yr Pool#RA7104 4.500% 01-Feb-2051, 4.50%, 02/01/51 FR 3133KN3M3 - - 11,874,896 $11,749,548 $11,749,548 0.24 $11,443,282
FNMA 30yr Pool#BX0421 5.500% 01-Nov-2052, 5.50%, 11/01/52 FN 3140N4PF8 - - 11,455,232 $11,700,275 $11,700,275 0.24 $11,497,961
Connecticut Avenue Securities Trust 2023-R08 1B1 7.90098% 25-OCT-2043, 7.90%, 10/25/43 CAS 2023-R08 20755CAF5 - - 10,982,476 $11,674,594 $11,674,594 0.24 $11,607,104
RCKT Mortgage Trust 2024-CES5 A1B 6.047% 25-JUL-2044, 6.05%, 08/25/44 RCKT 74938KAB3 - - 11,449,090 $11,639,122 $11,639,122 0.24 $11,537,196
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 $11,304,045 $11,304,045 0.23 $11,248,981
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 $11,144,152 $11,144,152 0.23 $11,095,950
RCKT Mortgage Trust 2024-CES9 A1B 5.683% 25-DEC-2044, 5.68%, 12/25/44 RCKT 2024-CES9 749426AB8 - - 10,933,806 $11,035,307 $11,035,307 0.22 $10,943,828
FNMA 30yr Pool#BW2174 4.500% 01-Jun-2052, 4.50%, 06/01/52 FN 3140MTMY6 - - 11,441,544 $11,005,130 $11,005,130 0.22 $10,906,448
FHLMC 30yr Pool#QH1500 6.000% 01-Sep-2053, 6.00%, 09/01/53 FR 3133CDUZ5 - - 10,680,249 $11,001,645 $11,001,645 0.22 $10,881,690
FNMA 30yr Pool#FS6662 4.000% 01-Oct-2051, 4.00%, 10/01/51 FN 3140XNML5 - - 11,417,506 $10,832,931 $10,832,931 0.22 $10,682,522
FIGRE Trust 2023-HE3 A 6.436% 25-NOV-2053, 6.44%, 11/25/53 FIGRE 2023-HE3 31684CAA9 - - 10,446,081 $10,727,940 $10,727,940 0.22 $10,673,781
RCKT Mortgage Trust 2024-CES1 A1B 6.325% 25-FEB-2044, 6.33%, 02/25/44 RCKT 2024-CES1 749424AB3 - - 10,334,184 $10,511,123 $10,511,123 0.21 $10,414,893
Alterna Funding III A 6.26% 15-MAY-2039, 6.26%, 05/16/39 TAX 2024-1A 02157JAA3 - - 10,388,111 $10,470,805 $10,470,805 0.21 $10,459,967
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 $10,287,507 $10,287,507 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 $10,255,148 $10,255,148 0.21 $10,219,396
Freddie Mac Stacr Remic Trust 2025-Hqa1|5.48763|02/25/2045, 5.49%, 02/25/45 STACR 2025-HQA1 35564NGZ0 - - 10,170,000 $10,186,699 $10,186,699 0.21 $10,177,398
FNMA 30yr Pool#FS2144 3.500% 01-Jun-2052, 3.50%, 06/01/52 FN 3140XHL21 - - 11,043,854 $10,174,813 $10,174,813 0.21 $10,025,541
Connecticut Avenue Securities Trust 2024-R05 25-JUL-2044, 6.05%, 07/25/44 CAS 2024-R05 20754XAC7 - - 10,060,000 $10,158,852 $10,158,852 0.21 $10,111,507
LHOME Mortgage Trust 2024-RTL3 A1 6.9% 25-MAY-2029, 6.90%, 05/25/29 LHOME 2024-RTL3 50205GAA0 - - 9,960,000 $10,130,791 $10,130,791 0.21 $10,075,430
FNMA 30yr Pool#BX5075 6.000% 01-Jan-2053, 6.00%, 01/01/53 FN 3140N9T97 - - 9,218,623 $10,091,308 $10,091,308 0.20 $9,397,315
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 $10,060,398 $10,060,398 0.20 $10,011,595
FHLMC 30yr Pool#QH4373 6.000% 01-Nov-2053, 6.00%, 11/01/53 FR 3133CG2E6 - - 9,535,788 $9,889,899 $9,889,899 0.20 $9,785,653
FHLMC 30yr Pool#SD2167 6.000% 01-Jan-2053, 6.00%, 01/01/53 FR 3132DPMQ8 - - 9,586,390 $9,853,232 $9,853,232 0.20 $9,756,797
FNMA 30yr Pool#DA0026 6.000% 01-Sep-2053, 6.00%, 09/01/53 FN 3140A0A41 - - 9,589,632 $9,833,120 $9,833,120 0.20 $9,736,519
Rithm Capital Corp. 8.0% 01-APR-2029, 8.00%, 04/01/29 RITM 64828TAB8 - - 9,213,000 $9,581,959 $9,581,959 0.19 $9,289,190
ACHM Trust 2024-HE1 A 6.55% 25-MAY-2039, 6.55%, 05/25/39 ACHM 2024-HE1 00449TAA3 - - 9,376,119 $9,574,163 $9,574,163 0.19 $9,526,397
LHOME Mortgage Trust 2022-RTL3 A1 8.15% 25-NOV-2027, 8.15%, 11/25/27 LHOME 2022-RTL3 50204UAA0 - - 9,342,112 $9,399,721 $9,399,721 0.19 $9,342,617
LHOME Mortgage Trust 2024-RTL5 A2 5.751% 25-SEP-2039, 5.75%, 09/25/39 LHOME 2024-RTL5 50205WAB3 - - 9,325,000 $9,350,638 $9,350,638 0.19 $9,310,417
FNMA 30yr Pool#FS7397 6.000% 01-Mar-2054, 6.00%, 03/01/54 FN 3140XPGF0 - - 8,821,598 $9,170,424 $9,170,424 0.19 $9,001,138
Fannie Mae REMIC Trust 2022-65 FB 5.15098% 25-SEP-2052, 5.15%, 09/25/52 FNR 2022-65 3136BPCQ2 - - 9,361,226 $9,168,920 $9,168,920 0.19 $9,132,234
FHLMC 30yr Pool#SD5223 6.000% 01-Apr-2054, 6.00%, 04/01/54 FR 3132DSYU0 - - 8,177,369 $8,638,030 $8,638,030 0.18 $8,343,798
FNMA 30yr Pool#DB4017 6.000% 01-May-2054, 6.00%, 05/01/54 FN 3140ADPB1 - - 8,221,150 $8,610,719 $8,610,719 0.17 $8,388,470
Mello Mortgage Capital Acceptance 2024-SD1 A1 4.0% 25-APR-2054, 4.00%, 04/25/54 MELLO 58550DAA1 - - 8,660,957 $8,454,566 $8,454,566 0.17 $8,426,659
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 $8,441,728 $8,441,728 0.17 $8,347,399
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 $8,375,188 $8,375,188 0.17 $8,295,290
Tricolor Auto Securitization Trust 2024-3 A 5.22% 15-JUN-2028, 5.22%, 06/15/28 TAST 2024-3A 89617AAA3 - - 8,339,053 $8,347,627 $8,347,627 0.17 $8,340,373
FHLMC 30yr Pool#QX0520 5.500% 01-Dec-2054, 5.50%, 12/01/54 FR 31425USJ5 - - 8,234,465 $8,313,583 $8,313,583 0.17 $8,235,478
Freddie Mac Stacr Remic Trust 2025-Hqa1|5.98763|02/25/2045, 5.99%, 02/25/45 STACR 2025-HQA1 35564NHA4 - - 8,138,148 $8,154,586 $8,154,586 0.17 $8,146,464
FHLMC 30yr Pool#SD5963 6.000% 01-Jul-2054, 6.00%, 07/01/54 FR 3132DTTU4 - - 7,788,087 $8,063,538 $8,063,538 0.16 $7,946,593
Saluda Grade Alternative Mortgage Trust 2023-FIG3 A 7.067% 25-AUG-2053, 7.07%, 08/25/53 GRADE 79582AAA5 - - 7,638,092 $7,964,449 $7,964,449 0.16 $7,884,981
FNMA 30yr Pool#FS3661 6.000% 01-Jan-2053, 6.00%, 01/01/53 FN 3140XKB74 - - 7,595,797 $7,955,225 $7,955,225 0.16 $7,743,032
PRPM 2024-RPL1 A2 4.280906% 25-DEC-2064, 4.16%, 12/25/64 PRPM 2024-RPL1 69380XAB8 - - 8,351,000 $7,927,473 $7,927,473 0.16 $7,876,377
Connecticut Avenue Securities Trust 2025-R01 1M1 5.45098% 25-JAN-2045, 5.45%, 01/25/45 CAS 2025-R01 20755JAB9 - - 7,845,000 $7,879,049 $7,879,049 0.16 $7,848,165
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 $7,840,989 $7,840,989 0.16 $7,829,267
FNMA 30yr Pool#BY0337 6.500% 01-May-2053, 6.50%, 05/01/53 FN 3140NGLT5 - - 7,363,119 $7,701,365 $7,701,365 0.16 $7,620,075
FNMA 30yr Pool#BX6266 6.000% 01-Jan-2053, 6.00%, 01/01/53 FN 3140NA6C2 - - 7,408,075 $7,633,855 $7,633,855 0.15 $7,545,942
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 $7,588,486 $7,588,486 0.15 $7,574,812
Connecticut Avenue Securities, Series 2021-R01 1B1 7.45098% 25-OCT-2041, 7.45%, 10/25/41 CAS 2021-R01 20754RAF3 - - 7,320,000 $7,565,902 $7,565,902 0.15 $7,523,481
FNMA 30yr Pool#FS8486 4.500% 01-Dec-2052, 4.50%, 12/01/52 FN 3140XQNC7 - - 7,795,926 $7,528,686 $7,528,686 0.15 $7,426,502
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 $7,332,559 $7,332,559 0.15 $7,322,014
ACHV ABS Trust 2023-4CP D 8.6% 25-NOV-2030, 8.60%, 11/25/30 ACHV 2023-4CP 00092CAD4 - - 7,056,000 $7,240,530 $7,240,530 0.15 $7,191,648
RCKT Mortgage Trust 2024-CES8 A1A 5.48955% 25-OCT-2044, 5.49%, 11/25/44 RCKT 2024-CES8 749421AA1 - - 7,142,076 $7,208,147 $7,208,147 0.15 $7,150,426
FHLMC 30yr Pool#QG3912 5.500% 01-Jun-2053, 5.50%, 06/01/53 FR 3133C4KZ6 - - 7,045,497 $7,146,801 $7,146,801 0.14 $7,081,573
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 $7,111,908 $7,111,908 0.14 $7,073,713
Brean Asset Backed Securities Trust 2024-RM9|5|09/25/2064, 5.00%, 09/25/64 BABS 2024-RM9 10638DAA8 - - 7,250,000 $7,089,125 $7,089,125 0.14 $7,059,924
FHLMC 30yr Pool#SD3813 6.000% 01-Jul-2053, 6.00%, 07/01/53 FR 3132E0GW6 - - 6,730,372 $7,046,854 $7,046,854 0.14 $6,883,112
FHLMC 30yr Pool#SD3018 5.500% 01-May-2053, 5.50%, 05/01/53 FR 3132DQK70 - - 6,756,578 $6,979,430 $6,979,430 0.14 $6,759,672
LHOME Mortgage Trust 2024-RTL4 A2 6.092% 25-JUL-2039, 6.09%, 07/25/39 LHOME 2024-RTL4 50205PAB8 - - 6,870,000 $6,925,793 $6,925,793 0.14 $6,894,404
FNMA 30yr Pool#FM4129 4.000% 01-Sep-2050, 4.00%, 09/01/50 FN 3140X7ST7 - - 7,222,780 $6,861,820 $6,861,820 0.14 $6,757,825
FHLMC 30yr Pool#QG4264 5.000% 01-Jun-2053, 5.00%, 06/01/53 FR 3133C4WZ3 - - 6,959,924 $6,861,321 $6,861,321 0.14 $6,796,539
FNMA 30yr Pool#DA1468 6.000% 01-Sep-2053, 6.00%, 09/01/53 FN 3140A1T23 - - 6,585,678 $6,787,086 $6,787,086 0.14 $6,720,623
FHLMC 30yr Pool#QH7040 6.000% 01-Dec-2053, 6.00%, 12/01/53 FR 3133CKZD3 - - 6,534,797 $6,701,099 $6,701,099 0.14 $6,634,893
FNMA 30yr Pool#DA1456 5.500% 01-Sep-2053, 5.50%, 09/01/53 FN 3140A1TN7 - - 6,647,218 $6,700,665 $6,700,665 0.14 $6,638,501
FNMA 30yr Pool#DC7015 5.500% 01-Dec-2054, 5.50%, 12/01/54 FN 3140AUYM9 - - 6,526,013 $6,662,806 $6,662,806 0.14 $6,526,816
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 $6,480,576 $6,480,576 0.13 $6,474,238
LHOME Mortgage Trust 2024-RTL1 A1 7.017% 25-JAN-2029, 7.02%, 01/25/29 LHOME 2024-RTL1 50205DAA7 - - 6,341,000 $6,435,205 $6,435,205 0.13 $6,401,834
FNMA 30yr Pool#FM7479 4.500% 01-Jan-2050, 4.50%, 01/01/50 FN 3140XBJZ4 - - 6,550,199 $6,417,795 $6,417,795 0.13 $6,326,826
RCKT Mortgage Trust 2023-CES1 A1A 6.515% 25-JUN-2043, 6.51%, 06/25/43 RCKT 74935WAA2 - - 6,052,996 $6,387,458 $6,387,458 0.13 $6,093,385
FHLMC 30yr Pool#QH2242 5.500% 01-Sep-2053, 5.50%, 09/01/53 FR 3133CEP30 - - 6,164,789 $6,319,497 $6,319,497 0.13 $6,156,705
Angel Oak Mortgage Trust 2025-2|5.941|02/25/2070, 5.94%, 02/25/70 AOMT 2025-2 03466QAC7 - - 6,268,000 $6,284,096 $6,284,096 0.13 $6,260,305
Ginnie Mae REMIC Trust 2023-116 LF 5.6731% 20-AUG-2053, 5.65%, 08/20/53 GNR 2023-116 38384EFT7 - - 6,183,570 $6,212,236 $6,212,236 0.13 $6,208,357
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 $6,121,970 $6,121,970 0.12 $5,978,976
FNMA 30yr Pool#FS1578 4.000% 01-Oct-2050, 4.00%, 10/01/50 FN 3140XGXG9 - - 6,451,862 $6,119,693 $6,119,693 0.12 $6,036,524
FHLMC 30yr Pool#SD2606 4.500% 01-Sep-2051, 4.50%, 09/01/51 FR 3132DP3P1 - - 6,244,852 $6,099,738 $6,099,738 0.12 $6,017,872
FNMA 30yr Pool#FS0088 4.000% 01-Mar-2050, 4.00%, 03/01/50 FN 3140XFC25 - - 6,376,253 $6,051,495 $6,051,495 0.12 $5,971,455
Connecticut Avenue Securities Trust 2024-R02 1M1 5.45098% 25-FEB-2044, 5.45%, 02/25/44 CAS 2024-R02 20754GAA8 - - 6,014,554 $6,050,651 $6,050,651 0.12 $6,025,152
RCKT Mortgage Trust 2025-CES1 A1A 5.653% 25-JAN-2045, 5.65%, 01/25/45 RCKT 2025-CES1 A1 749427AA8 - - 5,975,000 $6,045,801 $6,045,801 0.12 $5,996,074
FNMA 30yr Pool#BY0540 6.000% 01-May-2053, 6.00%, 05/01/53 FN 3140NGS68 - - 5,838,463 $5,990,890 $5,990,890 0.12 $5,931,675
FHLMC 30yr Pool#QI8221 6.000% 01-Jun-2054, 6.00%, 06/01/54 FR 3133WFD20 - - 5,704,225 $5,881,129 $5,881,129 0.12 $5,820,320
FHLMC 30yr Pool#QH4638 6.000% 01-Nov-2053, 6.00%, 11/01/53 FR 3133CHEK7 - - 5,649,594 $5,855,433 $5,855,433 0.12 $5,797,629
FNMA 30yr Pool#DA5019 6.500% 01-Nov-2053, 6.50%, 11/01/53 FN 3140A5SH2 - - 5,563,922 $5,820,332 $5,820,332 0.12 $5,760,753
FHLMC 30yr Pool#QJ9072 6.000% 01-Nov-2054, 6.00%, 11/01/54 FR 3133D1CH0 - - 5,638,631 $5,813,048 $5,813,048 0.12 $5,753,391
FHLMC 30yr Pool#QH4473 6.000% 01-Nov-2053, 6.00%, 11/01/53 FR 3133CG6J1 - - 5,540,906 $5,766,370 $5,766,370 0.12 $5,686,093
RCKT Mortgage Trust 2024-CES6 A1B 5.546% 25-SEP-2044, 5.55%, 09/25/44 RCKT 2024-CES6 749410AB2 - - 5,688,096 $5,726,500 $5,726,500 0.12 $5,680,057
FNMA 30yr Pool#CA0706 4.000% 01-Nov-2047, 4.00%, 11/01/47 FN 3140Q7YC5 - - 5,994,865 $5,714,741 $5,714,741 0.12 $5,621,345
Freddie Mac Stripped Interest Certificates, Series 377 C1 2.0% 25-JAN-2051, 2.00%, 01/25/51 FHS 377 3133Q5E51 - - 43,320,843 $5,706,068 $5,706,068 0.12 $5,578,187
Connecticut Avenue Securities Trust 2025-R01 1B1 6.05098% 25-JAN-2045, 6.05%, 01/25/45 CAS 2025-R01 20755JAG8 - - 5,628,276 $5,656,096 $5,656,096 0.11 $5,631,499
FNMA 30yr Pool#BX0419 5.500% 01-Nov-2052, 5.50%, 11/01/52 FN 3140N4PD3 - - 5,581,825 $5,631,527 $5,631,527 0.11 $5,579,505
FNMA 30yr Pool#BY0350 5.000% 01-Jun-2053, 5.00%, 06/01/53 FN 3140NGL81 - - 5,629,244 $5,545,436 $5,545,436 0.11 $5,497,096
FHLMC 30yr Pool#QH2259 6.000% 01-Sep-2053, 6.00%, 09/01/53 FR 3133CEQL9 - - 5,336,383 $5,491,716 $5,491,716 0.11 $5,437,033
UMBS TBA 30yr 5% March Delivery, 5.00%, 03/13/25 FNCL 01F050635 - - 5,600,000 $5,451,678 $5,451,678 0.11 $5,451,678
BX Trust 2021-SDMF A 5.015% 15-SEP-2034, 5.01%, 09/15/34 BX 2021-SDMF 12434CAA2 - - 5,435,823 $5,412,091 $5,412,091 0.11 $5,406,796
LHOME Mortgage Trust 2024-RTL2 A1 7.128% 25-MAR-2029, 7.13%, 03/25/29 LHOME 50205JAA4 - - 5,293,684 $5,387,123 $5,387,123 0.11 $5,358,823
FNMA 30yr Pool#DA5072 6.500% 01-Nov-2053, 6.50%, 11/01/53 FN 3140A5T65 - - 5,058,497 $5,292,743 $5,292,743 0.11 $5,237,447
Santander Bank Auto Credit Linked Notes Series 2024-B 18-JAN-2033, 5.14%, 01/18/33 SBCLN 2024-B 80280BAC2 - - 5,250,000 $5,258,164 $5,258,164 0.11 $5,251,417
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 $5,153,893 $5,153,893 0.10 $5,131,415
FNMA 30yr Pool#BX5986 5.500% 01-Mar-2053, 5.50%, 03/01/53 FN 3140NAUL5 - - 5,023,105 $5,108,720 $5,108,720 0.10 $5,060,819
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 $5,093,712 $5,093,712 0.10 $5,085,740
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 $5,089,549 $5,089,549 0.10 $5,012,380
COLT 2025-INV2 Mortgage Loan Trust|5.803|02/25/2070, 5.80%, 02/25/70 COLT 2025-INV2 12673UAB0 - - 5,039,305 $5,068,000 $5,068,000 0.10 $5,049,317
FHLMC 30yr Pool#QH5204 6.500% 01-Nov-2053, 6.50%, 11/01/53 FR 3133CHX91 - - 4,816,586 $5,054,118 $5,054,118 0.10 $5,003,527
FHLMC 30yr Pool#QF9863 5.500% 01-Mar-2053, 5.50%, 03/01/53 FR 3133BX5Y3 - - 4,863,767 $4,935,176 $4,935,176 0.10 $4,889,330
FNMA 30yr Pool#FS3246 5.500% 01-Nov-2052, 5.50%, 11/01/52 FN 3140XJTC7 - - 4,769,756 $4,907,164 $4,907,164 0.10 $4,815,685
ABL 2024-RTL1 A2 7.457% 25-SEP-2029, 7.46%, 09/25/29 ABL 2024-RTL1 00092EAB4 - - 4,840,000 $4,901,589 $4,901,589 0.10 $4,872,515
FNMA 30yr Pool#BW6314 5.500% 01-Aug-2052, 5.50%, 08/01/52 FN 3140MYAQ5 - - 4,698,755 $4,868,648 $4,868,648 0.10 $4,718,096
FHLMC 30yr Pool#RA1100 4.000% 01-Jul-2049, 4.00%, 07/01/49 FR 3133KGGH5 - - 5,022,434 $4,834,899 $4,834,899 0.10 $4,698,911
Rain City Mortgage Trust 2024-RTL1 A1 6.53% 25-SEP-2029, 6.53%, 11/25/29 RCITY 2024-RTL1 75079KAA1 - - 4,800,000 $4,829,766 $4,829,766 0.10 $4,806,258
FNMA 30yr Pool#BX4782 5.500% 01-Mar-2053, 5.50%, 03/01/53 FN 3140N9J49 - - 4,667,372 $4,691,195 $4,691,195 0.10 $4,648,151
FNMA 30yr Pool#BX8340 6.000% 01-Apr-2053, 6.00%, 04/01/53 FN 3140NDHS9 - - 4,176,785 $4,638,882 $4,638,882 0.09 $4,257,997
FNMA 30yr Pool#DA3549 6.500% 01-Oct-2053, 6.50%, 10/01/53 FN 3140A35K5 - - 4,137,864 $4,598,486 $4,598,486 0.09 $4,298,462
FNMA 30yr Pool#BX9326 5.500% 01-Mar-2053, 5.50%, 03/01/53 FN 3140NELG8 - - 4,509,143 $4,574,650 $4,574,650 0.09 $4,532,843
SREIT Commercial Mortgage Trust 2021-MFP B 5.5058% 15-NOV-2038, 5.51%, 11/15/38 SREIT 2021-MFP 78472UAC2 - - 4,482,910 $4,474,484 $4,474,484 0.09 $4,470,370
FNMA 30yr Pool#CB2907 3.500% 01-Feb-2052, 3.50%, 02/01/52 FN 3140QNGR7 - - 4,844,319 $4,469,951 $4,469,951 0.09 $4,399,399
FHLMC 30yr Pool#QF7280 5.500% 01-Jan-2053, 5.50%, 01/01/53 FR 3133BVCR4 - - 4,303,952 $4,411,825 $4,411,825 0.09 $4,346,752
Reach ABS Trust 2024-2 A 5.88% 15-JUL-2031, 5.88%, 07/15/31 REACH 2024-2A 75525HAA8 - - 4,329,077 $4,360,662 $4,360,662 0.09 $4,354,298
FNMA 30yr Pool#BY0335 6.000% 01-May-2053, 6.00%, 05/01/53 FN 3140NGLR9 - - 4,254,069 $4,350,706 $4,350,706 0.09 $4,307,401
FHLMC 30yr Pool#QH0826 5.500% 01-Sep-2053, 5.50%, 09/01/53 FR 3133CC4K9 - - 4,247,346 $4,316,956 $4,316,956 0.09 $4,277,493
FNMA 30yr Pool#BX9422 5.500% 01-Mar-2053, 5.50%, 03/01/53 FN 3140NEPG4 - - 4,217,383 $4,243,176 $4,243,176 0.09 $4,203,634
Fannie Mae REMIC Trust 2020-98 AI 3.5% 25-JAN-2061, 3.50%, 01/25/61 FNR 2020-98 3136BDLE6 - - 19,952,182 $4,236,046 $4,236,046 0.09 $4,132,809
Angel Oak Mortgage Trust 2025-2|5.789|02/25/2070, 5.79%, 02/25/70 AOMT 2025-2 03466QAB9 - - 4,200,000 $4,205,926 $4,205,926 0.09 $4,190,392
FNMA 30yr Pool#BX6124 6.500% 01-Jan-2053, 6.50%, 01/01/53 FN 3140NAYW7 - - 3,990,266 $4,194,458 $4,194,458 0.09 $4,152,113
EFMT 2025-CES1|5.877|01/25/2060, 5.88%, 01/25/60 EFMT 2025-CES1 26846VAB0 - - 4,150,000 $4,184,040 $4,184,040 0.08 $4,168,457
FHLMC 30yr Pool#QG2535 5.000% 01-May-2053, 5.00%, 05/01/53 FR 3133C2Y85 - - 4,234,715 $4,173,050 $4,173,050 0.08 $4,136,289
FNMA 30yr Pool#FS2135 4.000% 01-Nov-2049, 4.00%, 11/01/49 FN 3140XHLR6 - - 4,362,536 $4,138,816 $4,138,816 0.08 $4,085,594
FNMA 30yr Pool#FS1869 3.500% 01-Apr-2052, 3.50%, 04/01/52 FN 3140XHCF2 - - 4,461,304 $4,134,814 $4,134,814 0.08 $4,047,197
RAM 2024-1 A 5.95% 15-FEB-2039, 6.67%, 02/15/39 RAM 2024-1 751313AA5 - - 4,036,606 $4,066,084 $4,066,084 0.08 $4,061,597
FNMA 30yr Pool#FS2713 4.500% 01-Oct-2050, 4.50%, 10/01/50 FN 3140XJAP8 - - 4,024,175 $3,941,342 $3,941,342 0.08 $3,886,944
FHLMC 30yr Pool#QH7549 6.000% 01-Dec-2053, 6.00%, 12/01/53 FR 3133CLL61 - - 3,826,981 $3,938,568 $3,938,568 0.08 $3,899,162
FNMA 30yr Pool#DA0036 6.500% 01-Sep-2053, 6.50%, 09/01/53 FN 3140A0BE8 - - 3,736,362 $3,937,657 $3,937,657 0.08 $3,868,541
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 $3,858,719 $3,858,719 0.08 $3,854,901
FNMA 30yr Pool#BX8700 5.500% 01-Mar-2053, 5.50%, 03/01/53 FN 3140NDU21 - - 3,752,214 $3,813,780 $3,813,780 0.08 $3,778,000
FNMA 30yr Pool#BX4791 5.500% 01-Feb-2053, 5.50%, 02/01/53 FN 3140N9KD7 - - 3,784,802 $3,809,665 $3,809,665 0.08 $3,769,215
FHLMC 30yr Pool#SD1416 4.500% 01-Dec-2048, 4.50%, 12/01/48 FR 3132DNSD6 - - 3,838,440 $3,792,657 $3,792,657 0.08 $3,707,543
FNMA 30yr Pool#FM7031 4.000% 01-Jan-2051, 4.00%, 01/01/51 FN 3140XAY55 - - 3,959,768 $3,764,306 $3,764,306 0.08 $3,704,864
JP Morgan Mortgage Trust 2024-CES1 A1B 6.019% 25-JUN-2054, 6.02%, 06/25/54 JPMMT 2024-CES1 46658CAB7 - - 3,671,349 $3,718,683 $3,718,683 0.08 $3,686,150
COLT 2025-INV2 Mortgage Loan Trust|5.954|02/25/2070, 5.95%, 02/25/70 COLT 2025-INV2 12673UAC8 - - 3,695,983 $3,716,393 $3,716,393 0.08 $3,702,333
FNMA 30yr Pool#FM1540 4.000% 01-Sep-2049, 4.00%, 09/01/49 FN 3140X4WA0 - - 3,902,047 $3,682,104 $3,682,104 0.07 $3,650,695
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 $3,658,874 $3,658,874 0.07 $3,648,883
ABL 2024-RTL1 A1 6.075% 25-SEP-2029, 6.08%, 09/25/29 ABL 2024-RTL1 00092EAA6 - - 3,629,000 $3,637,683 $3,637,683 0.07 $3,619,924
FHLMC 30yr Pool#QH1144 5.500% 01-Sep-2053, 5.50%, 09/01/53 FR 3133CDHV9 - - 3,560,344 $3,619,416 $3,619,416 0.07 $3,585,322
FHLMC 30yr Pool#QG1347 6.000% 01-Mar-2053, 6.00%, 03/01/53 FR 3133C1P87 - - 3,499,305 $3,603,567 $3,603,567 0.07 $3,569,112
Angel Oak Mortgage Trust 2024-5 A3 4.95% 25-JUL-2068, 4.95%, 07/25/68 AOMT 2024-5 03465YAC1 - - 3,647,834 $3,581,794 $3,581,794 0.07 $3,555,210
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 $3,570,735 $3,570,735 0.07 $3,567,383
FHLMC 30yr Pool#QH6041 5.500% 01-Dec-2053, 5.50%, 12/01/53 FR 3133CJWA5 - - 3,461,846 $3,510,048 $3,510,048 0.07 $3,477,932
FHLMC 30yr Pool#QG2537 5.500% 01-May-2053, 5.50%, 05/01/53 FR 3133C2ZA9 - - 2,772,683 $3,479,066 $3,479,066 0.07 $2,760,749
FHLMC 30yr Pool#QF7810 5.500% 01-Jan-2053, 5.50%, 01/01/53 FR 3133BVVB8 - - 3,411,128 $3,476,263 $3,476,263 0.07 $3,443,723
Connecticut Avenue Securities, Series 2021-R01 1M2 5.90098% 25-OCT-2041, 5.90%, 10/25/41 CAS 2021-R01 20754RAB2 - - 3,444,438 $3,474,346 $3,474,346 0.07 $3,458,537
FNMA 30yr Pool#MA4026 4.000% 01-May-2050, 4.00%, 05/01/50 FN 31418DPL0 - - 3,628,643 $3,430,516 $3,430,516 0.07 $3,386,018
Angel Oak Mortgage Trust 2024-5 A2 4.95% 25-JUL-2068, 4.95%, 07/25/68 AOMT 2024-5 03465YAB3 - - 3,474,568 $3,425,975 $3,425,975 0.07 $3,400,654
FIGRE Trust 2024-HE4 B 5.252% 25-SEP-2054, 5.25%, 09/25/54 FIGRE 2024-HE4 31684UAB7 - - 3,476,401 $3,420,320 $3,420,320 0.07 $3,406,626
FHLMC 30yr Pool#QE6404 5.500% 01-Jul-2052, 5.50%, 07/01/52 FR 3133BGDH8 - - 3,271,273 $3,413,714 $3,413,714 0.07 $3,285,581
FHLMC 30yr Pool#QG2539 6.500% 01-May-2053, 6.50%, 05/01/53 FR 3133C2ZC5 - - 3,253,143 $3,400,801 $3,400,801 0.07 $3,366,671
FNMA 30yr Pool#MA4056 4.000% 01-Jun-2050, 4.00%, 06/01/50 FN 31418DQJ4 - - 3,505,826 $3,369,680 $3,369,680 0.07 $3,269,201
FNMA 30yr Pool#BX8585 6.000% 01-Mar-2053, 6.00%, 03/01/53 FN 3140NDRF6 - - 3,253,602 $3,330,482 $3,330,482 0.07 $3,298,152
BX Trust 2021-BXMF C 5.61727% 15-OCT-2038, 5.62%, 10/15/26 BX 2021-BXMF 05609RAJ3 - - 3,337,147 $3,317,425 $3,317,425 0.07 $3,314,301
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 $3,282,284 $3,282,284 0.07 $3,277,717
FNMA 30yr Pool#BV5379 3.000% 01-Apr-2052, 3.00%, 04/01/52 FN 3140MJ6R1 - - 3,729,212 $3,273,892 $3,273,892 0.07 $3,249,394
FNMA 30yr Pool#BX3248 6.000% 01-Jan-2053, 6.00%, 01/01/53 FN 3140N7TE0 - - 3,176,433 $3,270,908 $3,270,908 0.07 $3,239,285
FHLMC 30yr Pool#SD1111 4.000% 01-Jun-2050, 4.00%, 06/01/50 FR 3132DNGU1 - - 3,448,417 $3,265,878 $3,265,878 0.07 $3,231,650
Tricolor Auto Securitization Trust 2024-2 A 6.36% 15-DEC-2027, 6.36%, 12/15/27 TAST 2024-2A 89616PAA1 - - 3,216,995 $3,238,159 $3,238,159 0.07 $3,234,749
ACHV ABS Trust 2024-1PL B 6.34% 25-APR-2031, 6.34%, 04/25/31 ACHV 2024-1PL 00092BAB0 - - 3,189,235 $3,233,023 $3,233,023 0.07 $3,216,735
Connecticut Avenue Securities Trust 2024-R02 1M2 6.15098% 25-FEB-2044, 6.15%, 02/25/44 CAS 2024-R02 20754GAE0 - - 3,168,862 $3,219,672 $3,219,672 0.07 $3,204,512
Connecticut Avenue Securities Trust 2024-R01 1M2 6.15098% 25-JAN-2044, 6.15%, 01/25/44 CAS 2024-R01 20753UAB6 - - 3,140,000 $3,189,566 $3,189,566 0.06 $3,174,544
FHLMC 30yr Pool#SD2897 5.500% 01-May-2053, 5.50%, 05/01/53 FR 3132DQGE0 - - 3,081,246 $3,184,474 $3,184,474 0.06 $3,082,723
FHLMC 30yr Pool#QI4878 6.000% 01-Apr-2054, 6.00%, 04/01/54 FR 3133WBM37 - - 3,049,071 $3,142,939 $3,142,939 0.06 $3,111,126
FIGRE Trust 2024-HE3 C 6.229% 25-JUL-2054, 6.23%, 07/25/54 FIGRE 2024-HE3 31684GAC6 - - 3,104,768 $3,136,603 $3,136,603 0.06 $3,122,099
CHASE Mortgage Reference Notes Series 2021-Cl1 6.52039% 25-FEB-2050, 5.55%, 02/25/50 CHASE 2021-CL1 46591HBX7 - - 3,157,477 $3,116,776 $3,116,776 0.06 $3,102,609
Verus Securitization Trust 2024-7 A1 5.095% 25-SEP-2069, 5.09%, 09/25/69 VERUS 2024-7 924925AA8 - - 3,106,827 $3,108,599 $3,108,599 0.06 $3,085,295
Fannie Mae Pool|4|03/01/2050, 4.00%, 03/01/50 FN 3140X8S24 - - 3,269,634 $3,096,681 $3,096,681 0.06 $3,062,071
FNMA 30yr Pool#MA3496 4.500% 01-Oct-2048, 4.50%, 10/01/48 FN 31418C3E2 - - 3,169,987 $3,070,998 $3,070,998 0.06 $3,061,885
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 $3,063,632 $3,063,632 0.06 $3,014,416
FNMA 30yr Pool#BV8544 3.500% 01-May-2052, 3.50%, 05/01/52 FN 3140MNP67 - - 3,306,629 $3,020,786 $3,020,786 0.06 $2,997,415
FNMA 30yr Pool#BV5393 3.500% 01-Apr-2052, 3.50%, 04/01/52 FN 3140MJ7F6 - - 3,256,521 $3,007,604 $3,007,604 0.06 $2,954,906
FNMA 30yr Pool#BX6955 6.000% 01-Feb-2053, 6.00%, 02/01/53 FN 3140NBWR8 - - 2,907,569 $2,989,520 $2,989,520 0.06 $2,958,243
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 $2,985,739 $2,985,739 0.06 $2,982,550
FHLMC 30yr Pool#QG2543 5.500% 01-May-2053, 5.50%, 05/01/53 FR 3133C2ZG6 - - 2,929,015 $2,981,390 $2,981,390 0.06 $2,944,013
FHLMC 30yr Pool#QE8542 5.500% 01-Aug-2052, 5.50%, 08/01/52 FR 3133BJP30 - - 2,913,827 $2,953,138 $2,953,138 0.06 $2,926,196
Reach ABS Trust 2024-1 A 6.3% 15-FEB-2031, 6.30%, 02/18/31 REACH 2024-1A 75526PAA9 - - 2,931,441 $2,948,706 $2,948,706 0.06 $2,945,628
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 $2,921,297 $2,921,297 0.06 $2,893,501
Homeward Opportunities Fund Trust 2024-RRTL2 A1 5.989% 25-SEP-2039, 5.99%, 09/25/39 HOF 2024-RRTL2 43789GAA9 - - 2,825,000 $2,843,647 $2,843,647 0.06 $2,830,958
U.S. Auto Funding 2021-1 C 2.2% 15-MAY-2026, 2.20%, 05/15/26 USAUT 2021-1A 90355EAC5 - - 2,914,078 $2,843,587 $2,843,587 0.06 $2,841,984
FHLMC 30yr Pool#QF0488 5.500% 01-Sep-2052, 5.50%, 09/01/52 FR 3133BMRH0 - - 2,790,736 $2,829,285 $2,829,285 0.06 $2,802,224
FNMA 30yr Pool#BY0905 6.000% 01-Mar-2053, 6.00%, 03/01/53 FN 3140NHAF5 - - 2,722,473 $2,803,548 $2,803,548 0.06 $2,776,783
FNMA 30yr Pool#BX4784 5.000% 01-Mar-2053, 5.00%, 03/01/53 FN 3140N9J64 - - 2,842,640 $2,801,254 $2,801,254 0.06 $2,776,995
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 $2,799,778 $2,799,778 0.06 $2,785,132
FNMA 30yr Pool#BV5394 3.500% 01-Apr-2052, 3.50%, 04/01/52 FN 3140MJ7G4 - - 3,031,082 $2,796,495 $2,796,495 0.06 $2,747,863
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 $2,788,530 $2,788,530 0.06 $2,785,933
BX Trust 2021-BXMF G 7.775513% 15-OCT-2038, 7.78%, 10/15/26 BX 2021-BXMF 05609RAS3 - - 2,807,890 $2,781,811 $2,781,811 0.06 $2,778,172
FHLMC 30yr Pool#QG1908 5.000% 01-May-2053, 5.00%, 05/01/53 FR 3133C2DM7 - - 2,784,174 $2,742,739 $2,742,739 0.06 $2,718,584
FNMA 30yr Pool#BY0330 5.000% 01-May-2053, 5.00%, 05/01/53 FN 3140NGLL2 - - 2,774,593 $2,733,517 $2,733,517 0.06 $2,709,875
FHLMC 30yr Pool#Q57869 4.000% 01-Aug-2048, 4.00%, 08/01/48 FG 3132Y1W79 - - 2,897,090 $2,724,161 $2,724,161 0.06 $2,716,757
FNMA 30yr Pool#DA1511 5.500% 01-Oct-2053, 5.50%, 10/01/53 FN 3140A1VD6 - - 2,682,547 $2,706,470 $2,706,470 0.05 $2,678,958
FHLMC 30yr Pool#QH7013 6.500% 01-Dec-2053, 6.50%, 12/01/53 FR 3133CKYJ1 - - 2,060,868 $2,704,749 $2,704,749 0.05 $2,140,854
FNMA 30yr Pool#DA3538 6.000% 01-Oct-2053, 6.00%, 10/01/53 FN 3140A34Y6 - - 2,604,946 $2,682,792 $2,682,792 0.05 $2,654,078
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 $2,659,581 $2,659,581 0.05 $2,646,754
Ginnie Mae REMIC Trust 2017-163 LO 0.0% 16-MAY-2041, 0.00%, 05/16/41 GNR 2017-163 38380KNA9 - - 3,583,133 $2,653,256 $2,653,256 0.05 $2,653,256
FHLMC 30yr Pool#QF9276 5.500% 01-Mar-2053, 5.50%, 03/01/53 FR 3133BXJV4 - - 2,599,848 $2,643,446 $2,643,446 0.05 $2,619,582
PRPM 2024-RCF2 A1 3.75% 25-MAR-2054, 3.75%, 03/25/54 PRPM 2024-RCF2 693987AA7 - - 2,711,667 $2,636,785 $2,636,785 0.05 $2,628,594
Extended Stay America Trust 2021-ESH D 6.676% 15-JUL-2038, 6.67%, 07/15/38 ESA 2021-ESH 30227FAJ9 - - 2,629,345 $2,635,884 $2,635,884 0.05 $2,632,474
FNMA 30yr Pool#CB4076 3.500% 01-Jul-2052, 3.50%, 07/01/52 FN 3140QPQ67 - - 2,856,860 $2,611,257 $2,611,257 0.05 $2,591,017
Blue Bridge Funding 2023-1 A 7.37% 15-NOV-2030, 7.37%, 11/15/30 BBEF 2023-1A 09531MAA8 - - 2,567,936 $2,604,475 $2,604,475 0.05 $2,601,321
FNMA 30yr Pool#BY0338 6.500% 01-May-2053, 6.50%, 05/01/53 FN 3140NGLU2 - - 2,487,082 $2,599,514 $2,599,514 0.05 $2,572,913
FHLMC 30yr Pool#QG4267 5.500% 01-Jun-2053, 5.50%, 06/01/53 FR 3133C4W42 - - 2,578,503 $2,592,887 $2,592,887 0.05 $2,568,735
FIGRE Trust 2024-HE1 B 6.506% 25-MAR-2054, 6.51%, 03/25/54 FIGRE 2024-HE1 31684HAB6 - - 2,476,694 $2,536,009 $2,536,009 0.05 $2,523,924
FHLMC 30yr Pool#SD3523 3.000% 01-Jun-2052, 3.00%, 06/01/52 FR 3132DQ4G8 - - 2,896,183 $2,522,442 $2,522,442 0.05 $2,503,897
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 $2,511,412 $2,511,412 0.05 $2,500,086
FNMA 30yr Pool#BY8533 6.500% 01-Aug-2053, 6.50%, 08/01/53 FN 3140NRPT7 - - 2,347,336 $2,459,880 $2,459,880 0.05 $2,430,376
FHLMC 30yr Pool#QG2100 5.000% 01-May-2053, 5.00%, 05/01/53 FR 3133C2KM9 - - 2,457,788 $2,421,118 $2,421,118 0.05 $2,399,887
FNMA 30yr Pool#BY5913 5.500% 01-Sep-2053, 5.50%, 09/01/53 FN 3140NNSB2 - - 2,355,514 $2,395,383 $2,395,383 0.05 $2,370,605
FHLMC 30yr Pool#QG2098 5.000% 01-May-2053, 5.00%, 05/01/53 FR 3133C2KK3 - - 2,324,627 $2,323,756 $2,323,756 0.05 $2,269,863
Foundation Finance Trust 2023-2 A 6.53% 15-JUN-2049, 6.53%, 06/15/49 FFIN 2023-2A 35042RAA4 - - 2,242,704 $2,315,555 $2,315,555 0.05 $2,313,114
FIGRE Trust 2024-HE3 A 5.937% 25-JUL-2054, 5.94%, 07/25/54 FIGRE 2024-HE3 31684GAA0 - - 2,270,357 $2,293,265 $2,293,265 0.05 $2,283,155
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 $2,248,694 $2,248,694 0.05 $2,237,377
FNMA 30yr Pool#FS1640 4.000% 01-Apr-2052, 4.00%, 04/01/52 FN 3140XGZE2 - - 2,313,075 $2,223,159 $2,223,159 0.05 $2,159,656
PRPM 2021-RPL2 A3 2.485% 25-OCT-2051, 2.48%, 10/25/51 PRPM 2021-RPL2 69357QAC0 - - 2,600,000 $2,220,382 $2,220,382 0.05 $2,215,177
FNMA 30yr Pool#FS3001 4.000% 01-Oct-2051, 4.00%, 10/01/51 FN 3140XJKP7 - - 2,336,842 $2,218,162 $2,218,162 0.04 $2,186,411
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 $2,206,361 $2,206,361 0.04 $2,204,072
ACHV ABS Trust 2024-1PL C 6.42% 25-APR-2031, 6.42%, 04/25/31 ACHV 2024-1PL 00092BAC8 - - 2,174,479 $2,199,371 $2,199,371 0.04 $2,188,125
FNMA 30yr Pool#CA7849 4.500% 01-Oct-2050, 4.50%, 10/01/50 FN 3140QFWK1 - - 2,244,411 $2,185,686 $2,185,686 0.04 $2,166,306
FNMA 30yr Pool#BX7685 6.000% 01-Feb-2053, 6.00%, 02/01/53 FN 3140NCRF8 - - 2,123,370 $2,183,454 $2,183,454 0.04 $2,162,597
Freddie Mac Stripped Interest Certificates, Series 377 C4 2.0% 25-JAN-2051, 2.00%, 01/25/51 FHS 377 3133Q5E85 - - 15,338,218 $2,108,966 $2,108,966 0.04 $2,063,707
FHLMC 30yr Pool#QE0354 3.500% 01-Apr-2052, 3.50%, 04/01/52 FR 3133B9MB7 - - 2,282,442 $2,085,617 $2,085,617 0.04 $2,069,174
FNMA 30yr Pool#BP1500 3.000% 01-May-2050, 3.00%, 05/01/50 FN 3140K8U25 - - 2,345,614 $2,079,183 $2,079,183 0.04 $2,063,491
FHLMC 30yr Pool#QE1072 3.500% 01-Apr-2052, 3.50%, 04/01/52 FR 3133BAFM8 - - 2,249,285 $2,054,816 $2,054,816 0.04 $2,039,115
FHLMC 30yr Pool#SI2017 4.000% 01-Dec-2048, 4.00%, 12/01/48 FR 3133USG21 - - 2,128,841 $2,011,252 $2,011,252 0.04 $1,993,548
CHASE Mortgage Reference Notes Series 2021-Cl1 6.87039% 25-FEB-2050, 5.90%, 02/25/50 CHASE 2021-CL1 46591HBZ2 - - 2,059,201 $1,965,840 $1,965,840 0.04 $1,956,389
FHLMC 30yr Pool#QF9104 6.000% 01-Mar-2053, 6.00%, 03/01/53 FR 3133BXDH1 - - 1,908,351 $1,962,896 $1,962,896 0.04 $1,943,607
FHLMC 30yr Pool#QJ9328 5.000% 01-Nov-2054, 5.00%, 11/01/54 FR 3133D1LH0 - - 1,991,427 $1,953,406 $1,953,406 0.04 $1,947,045
FHLMC 30yr Pool#SD7138 5.000% 01-Nov-2054, 5.00%, 11/01/54 FR 3132DU4X2 - - 1,981,702 $1,951,206 $1,951,206 0.04 $1,944,876
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 $1,950,887 $1,950,887 0.04 $1,946,195
BX Commercial Mortgage Trust 2021-21M A 5.156% 15-OCT-2036, 5.16%, 10/15/36 BX 2021-21M 05609CAA5 - - 1,957,252 $1,944,304 $1,944,304 0.04 $1,942,622
FHLMC 30yr Pool#SD1551 4.000% 01-Mar-2050, 4.00%, 03/01/50 FR 3132DNWL3 - - 2,043,473 $1,943,470 $1,943,470 0.04 $1,913,749
FHLMC 30yr Pool#QG2540 6.500% 01-May-2053, 6.50%, 05/01/53 FR 3133C2ZD3 - - 1,845,646 $1,929,330 $1,929,330 0.04 $1,909,340
FNMA 30yr Pool#BW0972 4.500% 01-Jul-2052, 4.50%, 07/01/52 FN 3140MSCJ2 - - 2,000,064 $1,926,526 $1,926,526 0.04 $1,907,838
FNMA 30yr Pool#BX8072 5.500% 01-Mar-2053, 5.50%, 03/01/53 FN 3140NC6J3 - - 1,891,834 $1,919,938 $1,919,938 0.04 $1,901,778
FHLMC 30yr Pool#QG2019 5.000% 01-May-2053, 5.00%, 05/01/53 FR 3133C2G44 - - 1,919,380 $1,892,236 $1,892,236 0.04 $1,874,751
FNMA 30yr Pool#MA3521 4.000% 01-Nov-2048, 4.00%, 11/01/48 FN 31418C4F8 - - 1,948,048 $1,845,498 $1,845,498 0.04 $1,824,382
Fannie Mae Pool|4|08/01/2050, 4.00%, 08/01/50 FN 3140X8UA3 - - 1,957,044 $1,840,167 $1,840,167 0.04 $1,825,211
CHASE Mortgage Reference Notes Series 2021-Cl1 6.67039% 25-FEB-2050, 5.70%, 02/25/50 CHASE 2021-CL1 46591HBY5 - - 1,855,018 $1,830,919 $1,830,919 0.04 $1,822,987
FNMA 30yr Pool#BY0361 6.500% 01-Jun-2053, 6.50%, 06/01/53 FN 3140NGMK3 - - 1,744,940 $1,814,815 $1,814,815 0.04 $1,795,694
FHLMC 30yr Pool#SD0943 3.500% 01-Apr-2052, 3.50%, 04/01/52 FR 3132DNBL6 - - 1,954,445 $1,801,121 $1,801,121 0.04 $1,775,093
FHLMC 30yr Pool#QG3884 5.000% 01-Jun-2053, 5.00%, 06/01/53 FR 3133C4J54 - - 1,815,786 $1,793,917 $1,793,917 0.04 $1,778,473
FHLMC 30yr Pool#QH3309 5.500% 01-Oct-2053, 5.50%, 10/01/53 FR 3133CFVA4 - - 1,777,801 $1,792,065 $1,792,065 0.04 $1,775,470
FNMA 30yr Pool#FM2318 3.500% 01-Sep-2049, 3.50%, 09/01/49 FN 3140X5SG9 - - 1,928,783 $1,769,986 $1,769,986 0.04 $1,751,429
FNMA 30yr Pool#CB2681 3.500% 01-Jan-2052, 3.50%, 01/01/52 FN 3140QM6T6 - - 1,900,008 $1,761,494 $1,761,494 0.04 $1,725,651
Upstart Securitization Trust 2021-1 C 4.06% 20-MAR-2031, 4.06%, 03/20/31 UPST 2021-1 91681NAC8 - - 1,759,212 $1,753,869 $1,753,869 0.04 $1,753,076
FHLMC 30yr Pool#SD4456 4.000% 01-Aug-2050, 4.00%, 08/01/50 FR 3132E05R9 - - 1,838,090 $1,744,402 $1,744,402 0.04 $1,719,766
FHLMC 30yr Pool#QA2039 3.000% 01-Aug-2049, 3.00%, 08/01/49 FR 31334YHQ3 - - 1,943,474 $1,734,775 $1,734,775 0.04 $1,709,595
FNMA 30yr Pool#DB3056 5.500% 01-May-2054, 5.50%, 05/01/54 FN 3140ACME0 - - 1,601,221 $1,721,573 $1,721,573 0.03 $1,606,169
PRPM 2021-RPL2 A2 2.237% 25-OCT-2051, 2.24%, 10/25/51 PRPM 2021-RPL2 69357QAB2 - - 2,000,000 $1,710,524 $1,710,524 0.03 $1,707,044
FHLMC 30yr Pool#QG4266 5.000% 01-Jun-2053, 5.00%, 06/01/53 FR 3133C4W34 - - 1,703,077 $1,680,638 $1,680,638 0.03 $1,665,975
FHLMC 30yr Pool#QG4340 6.500% 01-Jun-2053, 6.50%, 06/01/53 FR 3133C4ZD9 - - 1,558,971 $1,629,683 $1,629,683 0.03 $1,613,376
FHLMC 30yr Pool#Q58477 4.000% 01-Sep-2048, 4.00%, 09/01/48 FG 3132Y2M37 - - 1,694,277 $1,593,199 $1,593,199 0.03 $1,588,869
FNMA 30yr Pool#BY0327 6.500% 01-May-2053, 6.50%, 05/01/53 FN 3140NGLH1 - - 1,531,448 $1,592,010 $1,592,010 0.03 $1,575,868
FNMA 30yr Pool#MA3415 4.000% 01-Jul-2048, 4.00%, 07/01/48 FN 31418CYM0 - - 1,654,399 $1,569,446 $1,569,446 0.03 $1,549,374
Lendbuzz Securitization Trust 2023-2 A2 7.09% 15-OCT-2028, 7.09%, 10/16/28 LBZZ 2023-2A 52608MAB4 - - 1,530,759 $1,556,717 $1,556,717 0.03 $1,554,003
FNMA 30yr Pool#CA5573 4.000% 01-Apr-2050, 4.00%, 04/01/50 FN 3140QDFP4 - - 1,636,777 $1,539,360 $1,539,360 0.03 $1,526,518
Towd Point Mortgage Trust 2024-CES1 A1B 6.049% 25-JAN-2064, 6.05%, 01/25/64 TPMT 2024-CES1 89183CAB1 - - 1,501,428 $1,521,881 $1,521,881 0.03 $1,508,510
FNMA 30yr Pool#BX7860 5.500% 01-Mar-2053, 5.50%, 03/01/53 FN 3140NCWW5 - - 1,477,938 $1,500,168 $1,500,168 0.03 $1,485,806
FNMA 30yr Pool#CA1931 4.500% 01-Jun-2048, 4.50%, 06/01/48 FN 3140Q9ED1 - - 1,518,115 $1,479,959 $1,479,959 0.03 $1,466,345
FNMA 30yr Pool#BX4859 5.000% 01-May-2053, 5.00%, 05/01/53 FN 3140N9MH6 - - 1,494,127 $1,472,216 $1,472,216 0.03 $1,459,276
FNMA 30yr Pool#BY0360 5.500% 01-Jun-2053, 5.50%, 06/01/53 FN 3140NGMJ6 - - 1,446,253 $1,453,314 $1,453,314 0.03 $1,439,939
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 $1,450,924 $1,450,924 0.03 $1,427,097
MHC Commercial Mortgage Trust 2021-MHC A 5.227442% 15-APR-2038, 5.23%, 04/15/38 MHC 2021-MHC 55316VAA2 - - 1,447,374 $1,447,650 $1,447,650 0.03 $1,446,389
FNMA 30yr Pool#BT8051 5.500% 01-Jan-2053, 5.50%, 01/01/53 FN 3140LW5M5 - - 1,409,790 $1,437,502 $1,437,502 0.03 $1,423,535
FHLMC 30yr Pool#QF2561 5.500% 01-Nov-2052, 5.50%, 11/01/52 FR 3133BPZ27 - - 1,404,128 $1,428,098 $1,428,098 0.03 $1,415,049
FNMA 30yr Pool#BX0130 6.000% 01-Dec-2052, 6.00%, 12/01/52 FN 3140N4EC7 - - 1,368,945 $1,409,543 $1,409,543 0.03 $1,396,032
Angel Oak Mortgage Trust 2024-3 A2 4.8% 25-NOV-2068, 4.80%, 11/26/68 AOMT 2024-3 03466HAB9 - - 1,432,975 $1,407,596 $1,407,596 0.03 $1,397,469
FNMA 30yr Pool#BY1896 5.500% 01-May-2053, 5.50%, 05/01/53 FN 3140NJDA9 - - 1,380,943 $1,401,448 $1,401,448 0.03 $1,388,014
FHLMC 30yr Pool#QG3885 6.500% 01-Jun-2053, 6.50%, 06/01/53 FR 3133C4J62 - - 1,330,584 $1,390,908 $1,390,908 0.03 $1,377,019
FNMA 30yr Pool#BY0332 5.500% 01-May-2053, 5.50%, 05/01/53 FN 3140NGLN8 - - 1,379,473 $1,386,255 $1,386,255 0.03 $1,373,621
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 $1,342,872 $1,342,872 0.03 $1,336,678
FNMA 30yr Pool#AS6811 3.000% 01-Mar-2046, 3.00%, 03/01/46 FN 3138WGR97 - - 1,470,331 $1,306,637 $1,306,637 0.03 $1,293,219
FNMA 30yr Pool#FM7725 4.500% 01-Dec-2050, 4.50%, 12/01/50 FN 3140XBSP6 - - 1,316,187 $1,297,035 $1,297,035 0.03 $1,268,348
FHLMC 30yr Pool#QG3616 5.000% 01-Jun-2053, 5.00%, 06/01/53 FR 3133C4AR5 - - 1,311,980 $1,296,836 $1,296,836 0.03 $1,285,298
FNMA 30yr Pool#BJ9181 5.000% 01-May-2048, 5.00%, 05/01/48 FN 3140HBFX1 - - 1,292,983 $1,294,169 $1,294,169 0.03 $1,282,227
FNMA 30yr Pool#MA3149 4.000% 01-Oct-2047, 4.00%, 10/01/47 FN 31418CQB3 - - 1,359,731 $1,293,329 $1,293,329 0.03 $1,274,892
FHLMC 30yr Pool#QG0818 5.000% 01-Apr-2053, 5.00%, 04/01/53 FR 3133C04B5 - - 1,303,460 $1,285,537 $1,285,537 0.03 $1,274,430
FNMA 30yr Pool#BY0251 6.000% 01-Apr-2053, 6.00%, 04/01/53 FN 3140NGH52 - - 1,239,856 $1,277,243 $1,277,243 0.03 $1,263,963
FHLMC 30yr Pool#QD9182 3.000% 01-Mar-2052, 3.00%, 03/01/52 FR 3133B7FX1 - - 1,445,113 $1,268,890 $1,268,890 0.03 $1,259,341
Connecticut Avenue Securities Trust 2022-R01 6.32039% 25-DEC-2041, 5.35%, 12/25/41 CAS 2022-R01 20754LAA7 - - 1,264,102 $1,268,809 $1,268,809 0.03 $1,263,548
FNMA 30yr Pool#FM9138 4.000% 01-Mar-2050, 4.00%, 03/01/50 FN 3140XDEL6 - - 1,299,946 $1,255,185 $1,255,185 0.03 $1,217,423
FNMA 40yr Pool#BF0167 3.000% 01-Feb-2057, 3.00%, 02/01/57 FN 3140FXFH0 - - 1,458,469 $1,252,360 $1,252,360 0.03 $1,235,275
FHLMC 30yr Pool#SD8003 4.000% 01-Jul-2049, 4.00%, 07/01/49 FR 3132DV3L7 - - 1,319,023 $1,251,458 $1,251,458 0.03 $1,234,113
FHLMC 30yr Pool#QG2104 5.500% 01-May-2053, 5.50%, 05/01/53 FR 3133C2KR8 - - 1,244,588 $1,250,643 $1,250,643 0.03 $1,239,231
Tricolor Auto Securitization Trust 2024-1 A 6.61% 15-OCT-2027, 6.61%, 10/15/27 TAST 2024-1A 89616LAA0 - - 1,212,021 $1,220,559 $1,220,559 0.02 $1,219,224
FHLMC 30yr Pool#ZT2087 4.000% 01-Jun-2049, 4.00%, 06/01/49 FR 3132AEJ80 - - 1,274,291 $1,207,502 $1,207,502 0.02 $1,192,260
CONNECTICUT AVENUE SECURITIES SERIES 2021-R03 6.17039% 25-DEC-2041, 5.20%, 12/25/41 CAS 2021-R03 20754AAA1 - - 1,196,518 $1,199,424 $1,199,424 0.02 $1,194,584
CONNECTICUT AVENUE SECURITIES SERIES 2021-R02 8.62039% 25-NOV-2041, 7.65%, 11/25/41 CAS 2021-R02 20754KAF8 - - 1,150,000 $1,194,452 $1,194,452 0.02 $1,187,608
FHLMC 30yr Pool#RA1087 4.500% 01-Jul-2049, 4.50%, 07/01/49 FR 3133KGF45 - - 1,232,339 $1,194,356 $1,194,356 0.02 $1,182,945
FNMA 30yr Pool#BX0804 5.500% 01-Nov-2052, 5.50%, 11/01/52 FN 3140N43N5 - - 1,155,854 $1,177,083 $1,177,083 0.02 $1,165,037
FHLMC 30yr Pool#QG6538 5.500% 01-Jul-2053, 5.50%, 07/01/53 FR 3133C7HP5 - - 1,110,869 $1,129,072 $1,129,072 0.02 $1,118,936
FHLMC 30yr Pool#RA1188 4.500% 01-Aug-2049, 4.50%, 08/01/49 FR 3133KGJ90 - - 1,136,162 $1,100,310 $1,100,310 0.02 $1,090,623
FHLMC 30yr Pool#QG6948 5.500% 01-Jul-2053, 5.50%, 07/01/53 FR 3133C7WH6 - - 1,074,338 $1,092,880 $1,092,880 0.02 $1,082,051
FNMA 30yr Pool#AS7492 4.000% 01-Jul-2046, 4.00%, 07/01/46 FN 3138WHKE1 - - 1,124,565 $1,066,504 $1,066,504 0.02 $1,056,836
FNMA 30yr Pool#FM1598 4.000% 01-Feb-2049, 4.00%, 02/01/49 FN 3140X4X43 - - 1,104,040 $1,053,496 $1,053,496 0.02 $1,033,954
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 $1,036,152 $1,036,152 0.02 $1,035,099
FNMA 30yr Pool#BV4203 3.500% 01-Apr-2052, 3.50%, 04/01/52 FN 3140MHU56 - - 1,124,001 $1,032,928 $1,032,928 0.02 $1,019,981
FNMA 30yr Pool#BW7489 6.000% 01-Nov-2052, 6.00%, 11/01/52 FN 3140N0KB0 - - 971,691 $1,001,115 $1,001,115 0.02 $990,918
FNMA 30yr Pool#BV8484 3.500% 01-Apr-2052, 3.50%, 04/01/52 FN 3140MNNA0 - - 1,064,851 $993,281 $993,281 0.02 $966,226
CIM Trust 2021-NR1 A1 5.569% 25-JUL-2055, 6.57%, 07/25/55 CIM 2021-NR1 12565YAA5 - - 908,909 $992,620 $992,620 0.02 $906,242
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 $972,776 $972,776 0.02 $968,529
GNMA II 30yr Pool#MA5021 4.500% 20-Feb-2048, 4.50%, 02/20/48 G2 36179TSJ5 - - 997,430 $970,167 $970,167 0.02 $967,299
FHLMC 30yr Pool#ZM8197 4.000% 01-Sep-2048, 4.00%, 09/01/48 FR 3131Y3DA1 - - 1,008,055 $952,297 $952,297 0.02 $943,991
FNMA 30yr Pool#DA3522 5.500% 01-Oct-2053, 5.50%, 10/01/53 FN 3140A34G5 - - 935,422 $942,863 $942,863 0.02 $934,170
FNMA 30yr Pool#BV8485 3.500% 01-Apr-2052, 3.50%, 04/01/52 FN 3140MNNB8 - - 1,006,770 $919,956 $919,956 0.02 $912,699
FNMA 30yr Pool#CA6382 4.500% 01-Jul-2050, 4.50%, 07/01/50 FN 3140QECU4 - - 940,047 $913,476 $913,476 0.02 $905,582
ACHM Trust 2024-HE1 B 7.26% 25-MAY-2039, 7.26%, 05/25/39 ACHM 2024-HE1 00449TAB1 - - 852,374 $887,715 $887,715 0.02 $882,902
FNMA 30yr Pool#AB9341 3.000% 01-May-2043, 3.00%, 05/01/43 FN 31417GLX2 - - 974,481 $883,227 $883,227 0.02 $874,508
FNMA 30yr Pool#CB4320 3.500% 01-Aug-2052, 3.50%, 08/01/52 FN 3140QPYS0 - - 945,927 $880,863 $880,863 0.02 $857,831
FNMA 30yr Pool#BN4541 4.000% 01-Feb-2049, 4.00%, 02/01/49 FN 3140JMBK7 - - 912,469 $863,215 $863,215 0.02 $854,543
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 $829,287 $829,287 0.02 $826,870
FHLMC 30yr Pool#ZT1926 3.000% 01-Nov-2043, 3.00%, 11/01/43 FR 3132AED78 - - 861,682 $776,497 $776,497 0.02 $769,086
FNMA 30yr Pool#BY0782 5.500% 01-Apr-2053, 5.50%, 04/01/53 FN 3140NG2Q2 - - 749,961 $760,753 $760,753 0.02 $753,852
FHLMC 30yr Pool#RA1999 4.500% 01-Jan-2050, 4.50%, 01/01/50 FR 3133KHGG5 - - 775,408 $751,249 $751,249 0.02 $744,329
FREMF 2019-KF70 Mortgage Trust C 10.64214% 25-SEP-2029, 10.64%, 09/25/29 FREMF 2019-KF70 30298UAJ0 - - 789,970 $749,439 $749,439 0.02 $742,433
GNMA II 30yr Pool#MA5264 4.000% 20-Jun-2048, 4.00%, 06/20/48 G2 36179TZ57 - - 786,252 $743,014 $743,014 0.02 $741,004
FNMA 30yr Pool#BY0866 5.500% 01-May-2053, 5.50%, 05/01/53 FN 3140NG6C9 - - 714,846 $725,847 $725,847 0.01 $718,506
AMCR ABS Trust 2023-1 A 7.66% 18-JAN-2031, 7.66%, 01/21/31 AMCR 2023-1A 00178CAA7 - - 721,339 $723,497 $723,497 0.01 $722,576
FHLMC 30yr Pool#QD6555 3.000% 01-Feb-2052, 3.00%, 02/01/52 FR 3133B4H81 - - 782,672 $697,952 $697,952 0.01 $682,146
FNMA 30yr Pool#BW0343 4.500% 01-May-2052, 4.50%, 05/01/52 FN 3140MRLZ8 - - 708,319 $681,598 $681,598 0.01 $675,961
FHLMC 30yr Pool#SD8047 4.500% 01-Feb-2050, 4.50%, 02/01/50 FR 3132DV5G6 - - 639,430 $640,302 $640,302 0.01 $617,178
FNMA 30yr Pool#AL6842 4.000% 01-May-2045, 4.00%, 05/01/45 FN 3138EPS88 - - 665,028 $633,873 $633,873 0.01 $627,786
Towd Point Mortgage Trust 2024-CES2 A1B 6.35% 25-FEB-2064, 6.35%, 02/25/64 TPMT 2024-CES2 89182JAB7 - - 596,150 $606,391 $606,391 0.01 $600,817
FHLMC 30yr Pool#QE1073 3.500% 01-Apr-2052, 3.50%, 04/01/52 FR 3133BAFN6 - - 660,802 $604,208 $604,208 0.01 $599,599
FNMA 30yr Pool#BK9507 4.000% 01-Oct-2048, 4.00%, 10/01/48 FN 3140HPR58 - - 634,943 $599,833 $599,833 0.01 $594,634
FHLMC 30yr Pool#QD9191 3.500% 01-Apr-2052, 3.50%, 04/01/52 FR 3133B7F86 - - 577,751 $580,553 $580,553 0.01 $524,283
Sequoia Mortgage Trust 2013-5 A1 2.5% 25-MAY-2043, 2.50%, 05/25/43 SEMT 2013-5 81745AAA5 - - 702,986 $576,253 $576,253 0.01 $570,993
FHLMC 15yr Pool#SB0116 2.500% 01-Nov-2034, 2.50%, 11/01/34 FR 3132CWDV3 - - 599,614 $568,024 $568,024 0.01 $558,310
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 $555,429 $555,429 0.01 $554,787
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 $553,158 $553,158 0.01 $552,564
FNMA 30yr Pool#AZ0869 4.000% 01-Jul-2045, 4.00%, 07/01/45 FN 3138YR6F0 - - 548,959 $538,655 $538,655 0.01 $517,723
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 $537,240 $537,240 0.01 $536,768
FNMA 30yr Pool#BV7632 4.500% 01-Apr-2052, 4.50%, 04/01/52 FN 3140MMPS1 - - 527,205 $507,413 $507,413 0.01 $503,202
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 $454,759 $454,759 0.01 $454,578
JP Morgan Mortgage Trust 2015-4 AM 3.0% 25-JUN-2045, 3.00%, 06/25/45 JPMMT 2015-4 46644VBP0 - - 505,717 $440,939 $440,939 0.01 $426,913
FNMA 30yr Pool#CB4329 3.500% 01-Jul-2052, 3.50%, 07/01/52 FN 3140QPY35 - - 465,881 $435,937 $435,937 0.01 $422,887
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 $429,490 $429,490 0.01 $425,923
FHLMC 30yr Pool#SD1414 4.000% 01-Oct-2050, 4.00%, 10/01/50 FR 3132DNSB0 - - 450,813 $425,698 $425,698 0.01 $421,793
FNMA 30yr Pool#CA4646 3.000% 01-Feb-2048, 3.00%, 02/01/48 FN 3140QCEU6 - - 448,716 $400,892 $400,892 0.01 $397,299
FHLMC 30yr Pool#ZN6461 4.000% 01-May-2049, 4.00%, 05/01/49 FR 3131YDFA7 - - 389,730 $371,866 $371,866 0.01 $363,973
FNMA 30yr Pool#FM3447 4.000% 01-Nov-2049, 4.00%, 11/01/49 FN 3140X6ZM6 - - 382,513 $362,082 $362,082 0.01 $357,888
FHLMC 30yr Pool#QA8274 3.500% 01-Mar-2050, 3.50%, 03/01/50 FR 3133A3FP8 - - 394,996 $357,388 $357,388 0.01 $354,615
Fannie Mae REMIC Trust 2017-9 VL 3.0% 25-JUL-2028, 3.00%, 07/25/28 FNR 2017-9 3136AVYH6 - - 327,525 $329,220 $329,220 0.01 $319,886
FHLMC 30yr Pool#QA5150 4.500% 01-Dec-2049, 4.50%, 12/01/49 FR 31346YWK5 - - 336,652 $327,801 $327,801 0.01 $324,947
FNMA 30yr Pool#AR9225 3.000% 01-Mar-2043, 3.00%, 03/01/43 FN 3138W7HB3 - - 354,832 $319,513 $319,513 0.01 $316,054
FHLMC 30yr Pool#ZT0391 4.000% 01-Nov-2047, 4.00%, 11/01/47 FR 3132ACNG1 - - 318,781 $307,077 $307,077 0.01 $299,714
FNMA 30yr Pool#FS2548 4.000% 01-Mar-2051, 4.00%, 03/01/51 FN 3140XHZN0 - - 322,083 $305,948 $305,948 0.01 $301,349
FNMA 30yr Pool#AS8649 3.000% 01-Jan-2047, 3.00%, 01/01/47 FN 3138WJTF5 - - 322,407 $289,300 $289,300 0.01 $283,570
FNMA 30yr Pool#BN3899 4.000% 01-Dec-2048, 4.00%, 12/01/48 FN 3140JLKM5 - - 293,421 $278,800 $278,800 0.01 $274,794
FHLMC 15yr Pool#SB0040 2.500% 01-Dec-2033, 2.50%, 12/01/33 FR 3132CWBH6 - - 284,066 $276,165 $276,165 0.01 $269,468
FNMA 30yr Pool#BO9819 4.500% 01-Dec-2049, 4.50%, 12/01/49 FN 3140K54D6 - - 282,113 $274,755 $274,755 0.01 $272,305
FHLMC 30yr Pool#ZN4240 4.500% 01-Dec-2048, 4.50%, 12/01/48 FR 3131YAV98 - - 278,210 $271,950 $271,950 0.01 $269,438
Santander Drive Auto Receivables Trust 2021-1 D 1.13% 15-NOV-2026, 1.13%, 11/16/26 SDART 2021-1 80286NAG1 - - 265,917 $265,346 $265,346 0.01 $265,271
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 $252,653 $252,653 0.01 $250,534
FNMA 30yr Pool#MA3908 4.500% 01-Jan-2050, 4.50%, 01/01/50 FN 31418DKW1 - - 258,537 $251,776 $251,776 0.01 $249,540
FNMA 30yr Pool#MA1327 3.000% 01-Jan-2043, 3.00%, 01/01/43 FN 31418APM4 - - 271,977 $247,813 $247,813 0.01 $242,751
FNMA 30yr Pool#BV7132 4.500% 01-Apr-2052, 4.50%, 04/01/52 FN 3140ML4S6 - - 255,790 $246,149 $246,149 0.00 $244,104
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#BE3616 4.000% 01-May-2047, 4.00%, 05/01/47 FN 3140FPAS8 - - 253,247 $242,953 $242,953 0.00 $238,591
FNMA 30yr Pool#MA3687 4.000% 01-Jun-2049, 4.00%, 06/01/49 FN 31418DCZ3 - - 251,224 $238,888 $238,888 0.00 $235,052
Fannie Mae REMIC Trust 2012-126 SY 0.0% 25-NOV-2042, 0.00%, 11/25/42 FNR 2012-126 3136A9ZR2 - - 473,554 $231,699 $231,699 0.00 $231,699
FNMA 30yr Pool#BW0081 4.500% 01-Apr-2052, 4.50%, 04/01/52 FN 3140MRCT2 - - 232,418 $223,649 $223,649 0.00 $221,801
GNMA II 30yr Pool#MA5192 4.000% 20-May-2048, 4.00%, 05/20/48 G2 36179TXV2 - - 234,573 $221,673 $221,673 0.00 $221,073
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 $201,808 $201,808 0.00 $199,838
FHLMC 30yr Pool#SD8040 4.500% 01-Jan-2050, 4.50%, 01/01/50 FR 3132DV4Z5 - - 201,519 $199,113 $199,113 0.00 $194,506
FNMA 30yr Pool#AB6280 3.000% 01-Sep-2042, 3.00%, 09/01/42 FN 31417C6S9 - - 218,350 $196,907 $196,907 0.00 $194,886
FNMA 30yr Pool#BW0072 4.500% 01-Apr-2052, 4.50%, 04/01/52 FN 3140MRCJ4 - - 203,016 $195,367 $195,367 0.00 $193,741
FNMA 30yr Pool#CA4185 4.500% 01-Sep-2049, 4.50%, 09/01/49 FN 3140QBUK2 - - 187,378 $183,996 $183,996 0.00 $180,846
FNMA 30yr Pool#CA4035 4.500% 01-Aug-2049, 4.50%, 08/01/49 FN 3140QBPV4 - - 184,384 $179,523 $179,523 0.00 $177,957
FNMA 30yr Pool#BO2983 3.000% 01-Sep-2049, 3.00%, 09/01/49 FN 3140JXJ58 - - 200,169 $178,260 $178,260 0.00 $176,432
FHLMC 30yr Pool#ZT1320 4.000% 01-Nov-2048, 4.00%, 11/01/48 FR 3132ADPD4 - - 174,817 $165,877 $165,877 0.00 $163,719
FNMA 30yr Pool#AB7563 3.000% 01-Jan-2043, 3.00%, 01/01/43 FN 31417EMM0 - - 178,275 $161,932 $161,932 0.00 $160,287
FHLMC 30yr Pool#ZA7158 4.500% 01-Jun-2049, 4.50%, 06/01/49 FR 31329Q5T4 - - 161,526 $156,628 $156,628 0.00 $155,051
FNMA 30yr Pool#FS2546 4.000% 01-Mar-2051, 4.00%, 03/01/51 FN 3140XHZL4 - - 161,213 $152,625 $152,625 0.00 $150,978
FNMA 30yr Pool#MA1229 3.000% 01-Oct-2042, 3.00%, 10/01/42 FN 31418ALK2 - - 151,634 $140,711 $140,711 0.00 $136,329
GNMA II 30yr Pool#BK5879 4.500% 20-Nov-2048, 4.50%, 11/20/48 G2 3617J6Q80 - - 143,739 $139,312 $139,312 0.00 $138,899
GNMA II 30yr Pool#MA5866 4.000% 20-Apr-2049, 4.00%, 04/20/49 G2 36179UQT2 - - 149,188 $138,550 $138,550 0.00 $138,168
GNMA II 30yr Pool#MA5753 4.000% 20-Feb-2049, 4.00%, 02/20/49 G2 36179UMA7 - - 148,144 $137,285 $137,285 0.00 $136,907
FNMA 20yr Pool#AB9283 3.000% 01-Apr-2038, 3.00%, 04/01/38 FN 31417GJ56 - - 141,036 $128,170 $128,170 0.00 $126,544
FNMA 30yr Pool#BV7131 4.500% 01-Apr-2052, 4.50%, 04/01/52 FN 3140ML4R8 - - 130,742 $125,714 $125,714 0.00 $124,668
GNMA II 30yr Pool#BF6874 4.500% 20-Jul-2048, 4.50%, 07/20/48 G2 3617GDT77 - - 129,514 $125,340 $125,340 0.00 $124,968
FNMA 30yr Pool#BM3282 3.500% 01-Dec-2047, 3.50%, 12/01/47 FN 3140J7UG8 - - 127,007 $117,881 $117,881 0.00 $116,563
FNMA 30yr Pool#CA3683 4.500% 01-Jun-2049, 4.50%, 06/01/49 FN 3140QBCV8 - - 119,047 $115,921 $115,921 0.00 $114,897
FHLMC 30yr Pool#ZT1633 4.000% 01-Mar-2047, 4.00%, 03/01/47 FR 3132ADY69 - - 119,839 $114,107 $114,107 0.00 $113,027
FNMA 30yr Pool#CA0108 3.500% 01-Aug-2047, 3.50%, 08/01/47 FN 3140Q7DN4 - - 114,945 $107,064 $107,064 0.00 $105,493
FHLMC 30yr Pool#QE0318 4.500% 01-Mar-2052, 4.50%, 03/01/52 FR 3133B9K78 - - 109,701 $105,595 $105,595 0.00 $104,706
Fannie Mae REMIC Trust 2013-130 FN 4.81546% 25-OCT-2042, 4.82%, 10/25/42 FNR 2013-130 3136AHG53 - - 104,232 $102,070 $102,070 0.00 $101,680
FHLMC 30yr Pool#ZM7577 4.500% 01-Aug-2048, 4.50%, 08/01/48 FR 3131Y2M21 - - 101,738 $99,143 $99,143 0.00 $98,269
Prosper Marketplace Issuance Trust, Series 2023-1 A 7.06% 15-JUL-2029, 7.06%, 07/16/29 PMIT 2023-1A 74390NAA0 - - 96,704 $96,916 $96,916 0.00 $96,802
FNMA 30yr Pool#BJ8459 3.000% 01-Aug-2049, 3.00%, 08/01/49 FN 3140HAMH0 - - 110,524 $96,145 $96,145 0.00 $95,114
Sequoia Mortgage Trust 2019-CH3 A19 4.0% 25-OCT-2049, 4.00%, 09/25/49 SEMT 2019-CH3 81748GBN0 - - 90,789 $83,261 $83,261 0.00 $82,727
FNMA 30yr Pool#BO4113 3.000% 01-Aug-2049, 3.00%, 08/01/49 FN 3140JYSB3 - - 93,980 $81,622 $81,622 0.00 $80,877
FHLMC 30yr Pool#ZM7926 5.000% 01-Sep-2048, 5.00%, 09/01/48 FR 3131Y2YX0 - - 79,134 $79,007 $79,007 0.00 $78,267
FNMA 30yr Pool#MA1447 3.000% 01-May-2043, 3.00%, 05/01/43 FN 31418ATD0 - - 83,659 $75,568 $75,568 0.00 $74,516
FHLMC 30yr Pool#QA2159 3.000% 01-Aug-2049, 3.00%, 08/01/49 FR 31334YMG9 - - 84,695 $73,483 $73,483 0.00 $72,886
FNMA 30yr Pool#BD2453 3.000% 01-Jan-2047, 3.00%, 01/01/47 FN 3140F9WP6 - - 73,401 $65,861 $65,861 0.00 $64,823
FNMA 30yr Pool#AS8547 3.000% 01-Nov-2046, 3.00%, 11/01/46 FN 3138WJP93 - - 73,355 $64,563 $64,563 0.00 $64,036
FHLMC 15yr Pool#ZK8962 3.000% 01-Sep-2032, 3.00%, 09/01/32 FR 3131XC5X1 - - 64,817 $64,125 $64,125 0.00 $61,919
Fannie Mae REMIC Trust 2006-20 GF 4.81546% 25-APR-2036, 4.82%, 04/25/36 FNR 2006-20 31395BU43 - - 63,141 $62,516 $62,516 0.00 $62,280
FHLMC 15yr Pool#ZS7403 3.000% 01-May-2031, 3.00%, 05/01/31 FR 3132A8GL7 - - 61,558 $61,272 $61,272 0.00 $59,447
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 $57,803 $57,803 0.00 $57,794
Affirm Asset Securitization Trust 2023-X1 A 7.11% 15-NOV-2028, 7.11%, 11/15/28 AFFRM 2023-X1 00834KAA5 - - 50,505 $50,632 $50,632 0.00 $50,572
Fannie Mae REMIC Trust 2010-109 BS 6.12623% 25-OCT-2040, 6.13%, 10/25/40 FNR 2010-109 31398NTM6 - - 41,248 $50,310 $50,310 0.00 $50,076
FNMA 15yr Pool#BO7717 3.000% 01-Nov-2034, 3.00%, 11/01/34 FN 3140K3SF0 - - 45,205 $48,352 $48,352 0.00 $42,823
Freddie Mac Multiclass Certificates, Series 3721 FB 5.02102% 15-SEP-2040, 4.95%, 09/15/40 FHR 3721 3137GAD20 - - 47,613 $47,175 $47,175 0.00 $47,136
Freddie Mac Multiclass Certificates, Series 3380 FM 5.11102% 15-OCT-2037, 5.04%, 10/15/37 FHR 3380 31397KTJ0 - - 47,133 $46,674 $46,674 0.00 $46,634
FNMA 15yr Pool#BO5957 3.000% 01-Dec-2034, 3.00%, 12/01/34 FN 3140K1TP1 - - 48,046 $46,317 $46,317 0.00 $45,431
FNMA 30yr Pool#BO1857 4.500% 01-Aug-2049, 4.50%, 08/01/49 FN 3140JWB33 - - 43,581 $43,885 $43,885 0.00 $42,064
Ginnie Mae REMIC Trust 2008-013 FB 4.9132% 20-FEB-2038, 4.93%, 02/20/38 GNR 2008-13 38375PNL1 - - 43,767 $43,517 $43,517 0.00 $43,493
FNMA 30yr Pool#BC0870 3.500% 01-Jan-2046, 3.50%, 01/01/46 FN 3140EU6G9 - - 39,014 $36,276 $36,276 0.00 $35,649
FHLMC 15yr Pool#ZK9163 3.000% 01-Jan-2033, 3.00%, 01/01/33 FR 3131XDFC4 - - 37,178 $36,120 $36,120 0.00 $35,487
Ginnie Mae REMIC Trust 2007-040 FG 4.7332% 20-JUL-2037, 4.75%, 07/20/37 GNR 2007-40 38375KZS4 - - 33,345 $32,904 $32,904 0.00 $32,887
Ginnie Mae REMIC Trust 2004-069 CF 4.8132% 20-JUL-2034, 4.83%, 07/20/34 GNR 2004-69 38374JAT3 - - 29,955 $29,658 $29,658 0.00 $29,642
Fannie Mae REMIC Trust 2013-2 QF 4.96546% 25-FEB-2043, 4.97%, 02/25/43 FNR 2013-2 3136AB4P5 - - 28,675 $28,459 $28,459 0.00 $28,348
Ginnie Mae REMIC Trust 2010-133 FD 4.85634% 16-OCT-2040, 4.86%, 10/16/40 GNR 2010-133 38377MHV1 - - 27,617 $27,464 $27,464 0.00 $27,441
Ginnie Mae REMIC Trust 2007-059 FA 4.9132% 20-OCT-2037, 4.93%, 10/20/37 GNR 2007-59 38375LPU8 - - 26,728 $26,424 $26,424 0.00 $26,409
FHLMC 30yr Pool#ZN2165 4.500% 01-Dec-2048, 4.50%, 12/01/48 FR 3131Y8MN2 - - 24,482 $23,983 $23,983 0.00 $23,741
Ginnie Mae REMIC Trust 2004-059 FP 4.72634% 16-AUG-2034, 4.73%, 08/16/34 GNR 2004-59 38374HYS3 - - 21,916 $21,692 $21,692 0.00 $21,675
Ginnie Mae REMIC Trust 2008-016 FC 4.9132% 20-FEB-2038, 4.93%, 02/20/38 GNR 2008-16 383742FU2 - - 21,522 $21,398 $21,398 0.00 $21,387
Freddie Mac Multiclass Certificates, Series 2426 FL 5.17102% 15-MAR-2032, 5.10%, 03/15/32 FHR 2426 31339W7G5 - - 21,396 $21,357 $21,357 0.00 $21,339
Ginnie Mae REMIC Trust 2007-037 FW 4.7232% 20-JUN-2037, 4.74%, 06/20/37 GNR 2007-37 38375KNR9 - - 21,628 $21,339 $21,339 0.00 $21,327
Ginnie Mae REMIC Trust 2005-065 FA 4.5632% 20-AUG-2035, 4.58%, 08/20/35 GNR 2005-65 38374LL25 - - 21,501 $21,084 $21,084 0.00 $21,073
Fannie Mae REMIC Trust 2002-53 FK 4.86546% 25-APR-2032, 4.87%, 04/25/32 FNR 2002-53 31392EHN3 - - 20,462 $20,287 $20,287 0.00 $20,212
Ginnie Mae REMIC Trust 2005-048 AF 4.6132% 20-JUN-2035, 4.63%, 06/20/35 GNR 2005-48 38374LHM6 - - 17,827 $17,514 $17,514 0.00 $17,505
FHLMC 30yr Pool#ZT0252 3.000% 01-Dec-2047, 3.00%, 12/01/47 FR 3132ACH52 - - 18,827 $16,860 $16,860 0.00 $16,627
Fannie Mae REMIC Trust 2005-83 KT 4.76546% 25-OCT-2035, 4.98%, 10/25/35 FNR 2005-83 31394FUL7 - - 17,038 $16,847 $16,847 0.00 $16,784
Fannie Mae REMIC Trust 2007-89 GF 4.98546% 25-SEP-2037, 4.99%, 09/25/37 FNR 2007-89 31396XPM0 - - 16,494 $16,428 $16,428 0.00 $16,364
Freddie Mac Multiclass Certificates, Series 2551 FD 4.92102% 15-JAN-2033, 4.85%, 01/15/33 FHR 2551 31393JAZ1 - - 14,434 $14,318 $14,318 0.00 $14,306
Fannie Mae REMIC Trust 2003-87 FG 4.96546% 25-SEP-2033, 4.97%, 09/25/33 FNR 2003-87 31393E4W6 - - 13,492 $13,390 $13,390 0.00 $13,340
Ginnie Mae REMIC Trust 2012-075 FP 4.7132% 20-JUL-2041, 4.73%, 07/20/41 GNR 2012-75 38378EZ55 - - 13,402 $13,286 $13,286 0.00 $13,279
FHLMC 30yr Pool#ZM2269 3.000% 01-Dec-2046, 3.00%, 12/01/46 FR 3131XVQW8 - - 13,675 $12,345 $12,345 0.00 $12,061
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 $11,922 $11,922 0.00 $11,912
Freddie Mac Multiclass Certificates, Series 3738 FD 4.82102% 15-AUG-2040, 4.75%, 08/15/40 FHR 3738 3137GAYQ4 - - 11,634 $11,668 $11,668 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 $10,977 $10,977 0.00 $10,971
FNMA 15yr Pool#AS8207 2.500% 01-Oct-2031, 2.50%, 10/01/31 FN 3138WJDM7 - - 11,262 $10,935 $10,935 0.00 $10,686
Fannie Mae REMIC Trust 2010-123 FL 4.89546% 25-NOV-2040, 4.90%, 11/25/40 FNR 2010-123 31398N2W3 - - 10,975 $10,911 $10,911 0.00 $10,870
Freddie Mac Multiclass Certificates, Series 3028 FM 4.77102% 15-SEP-2035, 4.70%, 09/15/35 FHR 3028 31396AFB5 - - 10,546 $10,453 $10,453 0.00 $10,445
FNMA 15yr Pool#BM1036 2.500% 01-Feb-2032, 2.50%, 02/01/32 FN 3140J5EJ4 - - 9,976 $9,712 $9,712 0.00 $9,468
FNMA 15yr Pool#AS7643 2.500% 01-Aug-2031, 2.50%, 08/01/31 FN 3138WHP55 - - 9,790 $9,550 $9,550 0.00 $9,291
GNMA II 30yr Pool#BK6072 5.000% 20-Jan-2049, 5.00%, 01/20/49 G2 3617J6W91 - - 9,354 $9,290 $9,290 0.00 $9,261
Fannie Mae REMIC Trust 2002-16 VF 5.01546% 25-APR-2032, 5.02%, 04/25/32 FNR 2002-16 31392CWW0 - - 9,103 $9,098 $9,098 0.00 $9,064
Fannie Mae REMIC Trust 2012-100 FG 4.86546% 25-SEP-2042, 4.87%, 09/25/42 FNR 2012-100 3136A8QW3 - - 8,562 $8,476 $8,476 0.00 $8,443
FHLMC 15yr Pool#ZK8405 2.500% 01-Dec-2031, 2.50%, 01/22/31 FR 3131XCKS5 - - 8,442 $8,171 $8,171 0.00 $7,996
Fannie Mae REMIC Trust 2010-95 FB 4.86546% 25-SEP-2040, 4.87%, 09/25/40 FNR 2010-95 31398NEX8 - - 7,840 $7,802 $7,802 0.00 $7,774
Ginnie Mae REMIC Trust 2007-018 FD 4.7132% 20-APR-2037, 4.73%, 04/20/37 GNR 2007-18 38375JC86 - - 7,821 $7,703 $7,703 0.00 $7,699
Ginnie Mae REMIC Trust 2010-006 FG 5.02634% 16-JAN-2040, 5.03%, 01/16/40 GNR 2010-6 38376TSC7 - - 7,458 $7,449 $7,449 0.00 $7,443
Ginnie Mae REMIC Trust 1999-27 FE 4.82634% 16-AUG-2029, 4.83%, 08/16/29 GNR 1999-27 3837H2WA3 - - 5,096 $5,117 $5,117 0.00 $5,112
FNMA 30yr Pool#MA3694 4.500% 01-Jul-2049, 4.50%, 07/01/49 FN 31418DC83 - - 5,084 $4,995 $4,995 0.00 $4,907
Freddie Mac Multiclass Certificates, Series 2469 FE 5.02102% 15-JUL-2032, 4.95%, 07/15/32 FHR 2469 31392RC58 - - 3,224 $3,241 $3,241 0.00 $3,239
FHLMC 30yr Pool#ZN0650 3.000% 01-Mar-2043, 3.00%, 03/01/43 FR 3131Y6WK1 - - 2,332 $2,095 $2,095 0.00 $2,077
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 5YR NOTE (CBT) Mar25 MAR 25 FVH5 FUTURES_USD - -846.00 $-90,369,985 $0 0.00 $0
US ULTRA BOND CBT Mar25 MAR 25 WNH5 FUTURES_USD - -785.00 $-95,230,312 $0 0.00 $0
US 10yr Ultra Fut Mar25 MAR 25 UXYH5 FUTURES_USD - -369.00 $-41,575,922 $0 0.00 $0
US 10YR NOTE (CBT)Mar25 MAR 25 TYH5 FUTURES_USD - -295.00 $-32,357,812 $0 0.00 $0
US 2YR NOTE (CBT) Mar25 MAR 25 TUH5 FUTURES_USD - 2,653 $545,916,931 $0 0.00 $0
UMBS TBA 30yr 6.5% March Delivery, 6.50%, 03/13/25 FNCL 01F062630 - - -1,829,000 $-1,879,169 $-1,879,169 -0.04 $-1,879,169
GNMA II TBA 30yr 6.5% March Delivery, 6.50%, 03/20/25 G2SF 21H062636 - - -9,700,000 $-9,878,868 $-9,878,868 -0.20 $-9,878,868
UMBS TBA 30yr 6% March Delivery, 6.00%, 03/13/25 FNCL 01F060634 - - -244,300,000 $-247,063,033 $-247,063,033 -5.01 $-247,063,033
UMBS TBA 30yr 4% March Delivery, 4.00%, 03/13/25 FNCL 01F040636 - - -319,394,155 $-294,625,777 $-294,625,777 -5.98 $-294,625,777
UMBS TBA 30yr 5.5% March Delivery, 5.50%, 03/13/25 FNCL 01F052631 - - -327,435,851 $-325,368,748 $-325,368,748 -6.60 $-325,368,748
UMBS TBA 30yr 4.5% March Delivery, 4.50%, 03/13/25 FNCL 01F042632 - - -426,742,390 $-405,668,997 $-405,668,997 -8.23 $-405,668,997
UMBS TBA 30yr 5% March Delivery, 5.00%, 03/13/25 FNCL 01F050635 - - -660,788,000 $-643,286,369 $-643,286,369 -13.05 $-643,286,369
SEGREGATED CASH SEGCASH - $0.00 10,923,000 $10,923,000 $10,923,000 0.22 $10,923,000
ALMSUM ALMSUM - $0.00 - $0 $0 0.00 $0
US DOLLARS USD MD_142224 - - -1,452,641,320 $-1,452,641,320 $-1,452,641,320 -29.47 $-1,452,641,320
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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