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For Individual Investors in the US

Mortgage-Backed Securities ETF Holdings

Full Portfolio Holdings

(As of April 2, 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% April Delivery, 2.50%, 04/14/25 FNCL 01F022642 - - 1,404,249,894 $1,170,814,413 $1,170,814,413 22.46 $1,170,814,413
UMBS TBA 30yr 3% April Delivery, 3.00%, 04/14/25 FNCL 01F030645 - - 742,360,354 $645,244,030 $645,244,030 12.38 $645,244,030
GNMA II TBA 30yr 5% April Delivery, 5.00%, 04/21/25 G2SF 21H050649 - - 336,146,194 $330,951,727 $330,951,727 6.36 $330,951,727
UMBS TBA 30yr 2% April Delivery, 2.00%, 04/14/25 FNCL 01F020646 - - 376,104,255 $299,798,719 $299,798,719 5.76 $299,798,719
UMBS TBA 30yr 3.5% April Delivery, 3.50%, 04/14/25 FNCL 01F032641 - - 284,737,000 $257,419,617 $257,419,617 4.95 $257,419,617
GNMA II TBA 30yr 5.5% April Delivery, 5.50%, 04/21/25 G2SF 21H052645 - - 237,444,000 $238,037,610 $238,037,610 4.57 $238,037,610
GNMA II TBA 30yr 4.5% April Delivery, 4.50%, 04/21/25 G2SF 21H042646 - - 242,461,488 $233,021,735 $233,021,735 4.48 $233,021,735
UMBS TBA 30yr 6.5% April Delivery, 6.50%, 04/14/25 FNCL 01F062648 - - 213,141,000 $219,799,525 $219,799,525 4.22 $219,799,525
FNMA 30yr Pool#CB9430 5.500% 01-Nov-2054, 5.50%, 11/01/54 FN 3140QVPQ1 - - 193,745,447 $195,693,827 $195,693,827 3.76 $194,746,627
UMBS TBA 30yr 5.5% April Delivery, 5.50%, 04/14/25 FNCL 01F052649 - - 193,550,000 $193,496,774 $193,496,774 3.72 $193,496,774
Fannie Mae REMIC Trust 2025-12 FC 5.44031% 25-MAR-2055, 5.44%, 03/25/55 FNR 2025-12 3136BVFC7 - - 163,729,544 $163,369,736 $163,369,736 3.14 $163,171,817
UMBS TBA 30yr 5% April Delivery, 5.00%, 04/14/25 FNCL 01F050643 - - 163,480,000 $160,427,501 $160,427,501 3.09 $160,427,501
GNMA II TBA 30yr 3% April Delivery, 3.00%, 04/21/25 G2SF 21H030641 - - 175,024,962 $155,594,216 $155,594,216 2.99 $155,594,216
FHLMC 30yr Pool#RJ2853 5.000% 01-Dec-2054, 5.00%, 12/01/54 FR 3142GTE36 - - 139,686,336 $138,919,722 $138,919,722 2.67 $138,298,894
FNMA 30yr Pool#FS1133 4.000% 01-Oct-2051, 4.00%, 10/01/51 FN 3140XGHK8 - - 123,667,954 $117,297,817 $117,297,817 2.25 $116,858,109
FHLMC 30yr Pool#SL0335 5.500% 01-Feb-2055, 5.50%, 02/01/55 FR 31427MLR0 - - 113,610,359 $114,852,874 $114,852,874 2.20 $114,297,446
FNMA 30yr Pool#FM7460 4.000% 01-Mar-2051, 4.00%, 03/01/51 FN 3140XBJE1 - - 115,133,863 $109,363,065 $109,363,065 2.10 $108,953,700
GNMA II TBA 30yr 4% April Delivery, 4.00%, 04/21/25 G2SF 21H040640 - - 107,413,688 $100,635,025 $100,635,025 1.93 $100,635,025
FNMA 30yr Pool#FS8993 6.000% 01-Jul-2054, 6.00%, 07/01/54 FN 3140XQ7F8 - - 85,151,670 $87,605,524 $87,605,524 1.68 $87,151,382
FNMA 30yr Pool#FS9022 5.500% 01-Aug-2054, 5.50%, 08/01/54 FN 3140XRAY1 - - 83,716,415 $84,658,115 $84,658,115 1.62 $84,248,835
FHLMC 30yr Pool#RJ2649 5.500% 01-Oct-2054, 5.50%, 10/01/54 FR 3142GS5K0 - - 73,643,875 $74,794,607 $74,794,607 1.43 $74,434,570
FNMA 30yr Pool#FA0198 5.500% 01-Oct-2054, 5.50%, 10/01/54 FN 3140W0GG4 - - 69,096,500 $70,197,738 $70,197,738 1.35 $69,859,933
UMBS TBA 30yr 4.5% April Delivery, 4.50%, 04/14/25 FNCL 01F042640 - - 69,200,000 $66,316,920 $66,316,920 1.27 $66,316,920
FNMA 30yr Pool#FA0573 5.000% 01-Jan-2055, 5.00%, 01/01/55 FN 3140W0T70 - - 65,667,957 $65,523,132 $65,523,132 1.26 $65,231,275
FHLMC 30yr Pool#QX7566 5.500% 01-Mar-2055, 5.50%, 03/01/55 FR 31426DMQ2 - - 57,068,153 $57,659,886 $57,659,886 1.11 $57,380,886
FNMA 30yr Pool#FS6355 5.000% 01-Aug-2053, 5.00%, 08/01/53 FN 3140XNBZ6 - - 53,574,274 $53,209,766 $53,209,766 1.02 $52,971,658
Fannie Mae REMIC Trust 2025-9 FA 5.58548% 25-MAR-2055, 5.54%, 03/25/55 FNR 2025-9 3136BVDC9 - - 52,984,354 $53,102,400 $53,102,400 1.02 $53,037,174
FNMA 30yr Pool#CB9613 5.500% 01-Dec-2054, 5.50%, 12/01/54 FN 3140QVVF8 - - 49,675,454 $50,175,010 $50,175,010 0.96 $49,932,152
Freddie Mac Pool|5.5|01/01/2055, 5.50%, 01/01/55 FR 3132DVEQ4 - - 48,231,117 $48,918,360 $48,918,360 0.94 $48,822,567
FNMA 30yr Pool#FS9027 5.500% 01-Jul-2053, 5.50%, 07/01/53 FN 3140XRA54 - - 47,580,081 $48,406,293 $48,406,293 0.93 $48,173,679
FNMA 30yr Pool#FS5048 3.500% 01-Jan-2052, 3.50%, 01/01/52 FN 3140XLTE8 - - 51,976,902 $47,898,212 $47,898,212 0.92 $47,736,506
FHLMC 30yr Pool#SL0046 6.000% 01-Jan-2055, 6.00%, 01/01/55 FR 31427MBQ3 - - 46,385,806 $47,722,527 $47,722,527 0.91 $47,475,136
GNMA II TBA 30yr 3.5% April Delivery, 3.50%, 04/21/25 G2SF 21H032647 - - 49,076,377 $45,020,902 $45,020,902 0.86 $45,020,902
New Residential Mortgage LLC 0.0% 25-MAR-2032, 6.54%, 03/25/32 NZES 2025-FHT 64832EAA7 - - 44,248,000 $44,171,162 $44,171,162 0.85 $44,066,583
FNMA 30yr Pool#FS8881 4.500% 01-Sep-2053, 4.50%, 09/01/53 FN 3140XQ2P1 - - 43,489,261 $42,454,229 $42,454,229 0.81 $42,280,272
FNMA 40yr Pool#BF0646 2.500% 01-Jun-2062, 2.50%, 06/01/62 FN 3140FXWG3 - - 51,332,514 $42,401,419 $42,401,419 0.81 $42,287,347
FNMA 30yr Pool#CB8119 5.000% 01-Mar-2054, 5.00%, 03/01/54 FN 3140QUAV8 - - 41,391,950 $41,054,992 $41,054,992 0.79 $40,871,028
FHLMC 30yr Pool#SD7344 5.500% 01-Jan-2055, 5.50%, 01/01/55 FR 3132DVER2 - - 39,850,180 $40,287,109 $40,287,109 0.77 $40,274,933
FHLMC 30yr Pool#SI2101 4.000% 01-Sep-2048, 4.00%, 09/01/48 FR 3133USKN0 - - 41,857,806 $39,779,516 $39,779,516 0.76 $39,630,689
FNMA 30yr Pool#CB8694 6.000% 01-Jun-2054, 6.00%, 06/01/54 FN 3140QUUU8 - - 38,021,852 $39,633,548 $39,633,548 0.76 $39,430,764
FNMA 30yr Pool#FS8308 5.000% 01-Jun-2054, 5.00%, 06/01/54 FN 3140XQGS0 - - 39,621,525 $39,298,980 $39,298,980 0.75 $39,122,884
Fannie Mae Pool|5.5|01/01/2055, 5.50%, 01/01/55 FN 3140W0UA1 - - 38,541,120 $39,099,653 $39,099,653 0.75 $39,023,106
FHLMC 30yr Pool#RJ1341 6.000% 01-Apr-2054, 6.00%, 04/01/54 FR 3142GRP38 - - 37,742,002 $39,057,807 $39,057,807 0.75 $38,856,517
FHLMC 30yr Pool#RJ1505 5.000% 01-May-2054, 5.00%, 05/01/54 FR 3142GRU73 - - 39,130,822 $38,812,272 $38,812,272 0.74 $38,638,357
FNMA 30yr Pool#CB8543 6.000% 01-May-2054, 6.00%, 05/01/54 FN 3140QUP59 - - 37,031,296 $38,322,325 $38,322,325 0.73 $38,124,825
FNMA 30yr Pool#FS9794 5.000% 01-Nov-2054, 5.00%, 11/01/54 FN 3140XR3C7 - - 37,253,624 $37,171,464 $37,171,464 0.71 $37,005,893
FHLMC 30yr Pool#RJ3274 5.500% 01-Feb-2055, 5.50%, 02/01/55 FR 3142GTT89 - - 35,441,687 $35,987,191 $35,987,191 0.69 $35,813,920
FHLMC 30yr Pool#SL0208 5.000% 01-Dec-2054, 5.00%, 12/01/54 FR 31427MGS4 - - 35,231,048 $35,142,333 $35,142,333 0.67 $34,985,751
FNMA 30yr Pool#FA0603 4.500% 01-Sep-2051, 4.50%, 09/01/51 FN 3140W0U52 - - 34,998,248 $34,172,114 $34,172,114 0.66 $34,032,121
FNMA 30yr Pool#FS9788 5.500% 01-Nov-2054, 5.50%, 11/01/54 FN 3140XR2W4 - - 33,512,349 $33,895,911 $33,895,911 0.65 $33,732,072
FNMA 40yr Pool#BF0698 3.500% 01-Dec-2062, 3.50%, 12/01/62 FN 3140FXX49 - - 37,064,977 $33,307,039 $33,307,039 0.64 $33,191,726
FNMA 30yr Pool#CB5580 4.500% 01-Oct-2052, 4.50%, 10/01/52 FN 3140QRFW8 - - 33,407,529 $32,219,532 $32,219,532 0.62 $32,085,902
NRM MSR-Collateralized Notes, Series 2024-FNT1 A 7.398% 25-NOV-2029, 7.40%, 11/25/31 NZES 2024-FNT1 62956YAA7 - - 31,310,828 $31,653,178 $31,653,178 0.61 $31,601,703
FNMA 30yr Pool#FS8335 4.500% 01-Jan-2051, 4.50%, 01/01/51 FN 3140XQHM2 - - 32,125,365 $31,367,045 $31,367,045 0.60 $31,238,544
FNMA 30yr Pool#BW7371 5.500% 01-Feb-2053, 5.50%, 02/01/53 FN 3140N0FM2 - - 30,556,071 $31,193,788 $31,193,788 0.60 $31,044,403
FHLMC 30yr Pool#SD6982 5.000% 01-Nov-2054, 5.00%, 11/01/54 FR 3132DUXK8 - - 31,222,910 $31,176,159 $31,176,159 0.60 $31,037,390
FNMA 30yr Pool#FS8681 4.500% 01-Oct-2050, 4.50%, 10/01/50 FN 3140XQUF2 - - 30,061,147 $29,351,554 $29,351,554 0.56 $29,231,309
FHLMC 30yr Pool#SD3271 5.500% 01-Jun-2053, 5.50%, 06/01/53 FR 3132DQT48 - - 26,494,907 $26,968,646 $26,968,646 0.52 $26,839,115
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-HQA3 M2 6.43969% 25-SEP-2041, 6.44%, 09/25/41 STACR 2021-HQA3 35564KJP5 - - 26,457,865 $26,670,107 $26,670,107 0.51 $26,627,512
FNMA 30yr Pool#FA0627 5.500% 01-Feb-2055, 5.50%, 02/01/55 FN 3140W0VV4 - - 25,581,863 $25,864,346 $25,864,346 0.50 $25,856,529
FNMA 30yr Pool#FS9239 4.500% 01-Jan-2051, 4.50%, 01/01/51 FN 3140XRHR9 - - 26,110,955 $25,494,606 $25,494,606 0.49 $25,390,162
FHLMC 30yr Pool#SD6989 5.500% 01-Nov-2054, 5.50%, 11/01/54 FR 3132DUXS1 - - 23,819,621 $24,092,246 $24,092,246 0.46 $23,975,794
FNMA 30yr Pool#FM7840 4.000% 01-Apr-2050, 4.00%, 04/01/50 FN 3140XBWA4 - - 25,286,209 $24,018,800 $24,018,800 0.46 $23,928,894
FNMA 30yr Pool#FS4781 4.000% 01-Oct-2051, 4.00%, 10/01/51 FN 3140XLJ33 - - 24,448,129 $23,222,727 $23,222,727 0.45 $23,135,801
FNMA 30yr Pool#FS7225 4.000% 01-Aug-2051, 4.00%, 08/01/51 FN 3140XPA33 - - 24,315,013 $23,107,744 $23,107,744 0.44 $23,021,290
FNMA 40yr Pool#BF0807 3.500% 01-Apr-2064, 3.50%, 04/01/64 FN 3140FX3R1 - - 24,972,023 $22,420,932 $22,420,932 0.43 $22,343,241
FNMA 40yr Pool#BF0713 4.000% 01-Mar-2063, 4.00%, 03/01/63 FN 3140FXYK2 - - 23,827,467 $22,274,023 $22,274,023 0.43 $22,189,303
FNMA 40yr Pool#BF0226 3.500% 01-Jan-2058, 3.50%, 01/01/58 FN 3140FXHC9 - - 23,949,790 $21,839,514 $21,839,514 0.42 $21,765,004
GNMA II TBA 30yr 2.5% April Delivery, 2.50%, 04/21/25 G2SF 21H022648 - - 25,296,414 $21,639,058 $21,639,058 0.41 $21,639,058
FNMA 30yr Pool#CB7112 5.500% 01-Sep-2053, 5.50%, 09/01/53 FN 3140QS3W9 - - 21,224,963 $21,590,662 $21,590,662 0.41 $21,486,895
FNMA 30yr Pool#FS6382 4.000% 01-Aug-2051, 4.00%, 08/01/51 FN 3140XNCU6 - - 22,634,331 $21,510,509 $21,510,509 0.41 $21,430,032
FNMA 30yr Pool#FS9880 4.500% 01-Sep-2054, 4.50%, 09/01/54 FN 3140XR6S9 - - 22,115,341 $21,345,580 $21,345,580 0.41 $21,257,119
FNMA 30yr Pool#FS9116 6.000% 01-Sep-2054, 6.00%, 09/01/54 FN 3140XRDW2 - - 20,515,338 $21,106,537 $21,106,537 0.40 $20,997,122
Huntington Bank Auto Credit-Linked Notes, Series 2024-2 B1 5.442% 20-OCT-2032, 5.44%, 10/20/32 HACLN 2024-2 44644NAG4 - - 20,884,322 $21,019,917 $21,019,917 0.40 $20,978,876
Finance Of America Structured Securities Trust Series 2025-S1|3.5|02/25/2075, 3.50%, 02/25/75 FASST 2025-S1 31741BAB0 - - 22,028,401 $20,933,853 $20,933,853 0.40 $20,916,720
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2025-HQA1 M2 5.98763% 25-FEB-2045, 5.99%, 02/25/45 STACR 2025-HQA1 35564NHA4 - - 21,060,148 $20,930,767 $20,930,767 0.40 $20,899,231
FHLMC 30yr Pool#QJ9063 5.000% 01-Nov-2054, 5.00%, 11/01/54 FR 3133D1B81 - - 20,992,875 $20,734,712 $20,734,712 0.40 $20,641,410
FNMA 30yr Pool#FS5028 4.000% 01-Oct-2051, 4.00%, 10/01/51 FN 3140XLSS8 - - 21,714,966 $20,626,557 $20,626,557 0.40 $20,549,349
Finance Of America Structured Securities Trust Series 2024-S3|3.5|04/25/2074, 3.50%, 04/25/74 FASST 2024-S3 31739WAB8 - - 21,470,005 $20,483,296 $20,483,296 0.39 $20,466,597
FNMA 30yr Pool#FS8709 4.500% 01-Jan-2051, 4.50%, 01/01/51 FN 3140XQVB0 - - 20,150,938 $19,675,275 $19,675,275 0.38 $19,594,671
FNMA 30yr Pool#BU4910 5.500% 01-Sep-2054, 5.50%, 09/01/54 FN 3140M6N41 - - 19,315,866 $19,608,963 $19,608,963 0.38 $19,514,530
FHLMC 30yr Pool#RJ2292 5.500% 01-Sep-2054, 5.50%, 09/01/54 FR 3142GSRN0 - - 19,249,230 $19,553,014 $19,553,014 0.37 $19,458,907
FNMA 30yr Pool#DA1525 6.000% 01-Oct-2053, 6.00%, 10/01/53 FN 3140A1VT1 - - 18,864,418 $19,339,379 $19,339,379 0.37 $19,238,769
FNMA 30yr Pool#BT8185 4.500% 01-Jun-2052, 4.50%, 06/01/52 FN 3140LXCX1 - - 19,873,163 $19,178,841 $19,178,841 0.37 $19,099,348
FNMA 30yr Pool#FS1666 3.500% 01-May-2052, 3.50%, 05/01/52 FN 3140XGZ85 - - 20,700,421 $19,061,136 $19,061,136 0.37 $18,996,735
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2025-HQA1 M1 5.48763% 25-FEB-2045, 5.49%, 02/25/45 STACR 2025-HQA1 35564NGZ0 - - 18,173,599 $18,167,245 $18,167,245 0.35 $18,142,304
FNMA 30yr Pool#FM4738 4.000% 01-Sep-2050, 4.00%, 09/01/50 FN 3140X8HQ3 - - 19,042,924 $18,021,891 $18,021,891 0.35 $17,954,182
Structured Agency Credit Risk (STACR) Debt Notes, Series 2024-HQA2 M2 6.13969% 25-AUG-2044, 6.14%, 08/25/44 STACR 2024-HQA2 35564NEC3 - - 18,000,000 $18,010,795 $18,010,795 0.35 $17,983,166
FNMA 30yr Pool#CB8221 5.500% 01-Mar-2054, 5.50%, 03/01/54 FN 3140QUD37 - - 17,734,557 $17,923,987 $17,923,987 0.34 $17,837,285
FHLMC 30yr Pool#QH3192 6.000% 01-Oct-2053, 6.00%, 10/01/53 FR 3133CFRM3 - - 17,075,260 $17,725,019 $17,725,019 0.34 $17,633,951
FNMA 30yr Pool#CB3837 3.500% 01-Jun-2052, 3.50%, 06/01/52 FN 3140QPHP5 - - 19,155,576 $17,635,640 $17,635,640 0.34 $17,576,045
Homeward Opportunities Fund Trust 2024-RTL1 A1 7.12% 25-JUL-2029, 7.12%, 07/25/29 HOF 43789FAA1 - - 17,261,000 $17,386,864 $17,386,864 0.33 $17,359,553
FNMA 40yr Pool#BF0801 2.500% 01-Apr-2064, 2.50%, 04/01/64 FN 3140FX3K6 - - 20,894,410 $17,257,445 $17,257,445 0.33 $17,211,013
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-HQA4 B1 8.08969% 25-DEC-2041, 8.09%, 12/25/41 STACR 2021-HQA4 35564KPN3 - - 16,776,000 $17,247,970 $17,247,970 0.33 $17,214,042
FNMA 40yr Pool#BF0806 3.500% 01-Apr-2064, 3.50%, 04/01/64 FN 3140FX3Q3 - - 19,032,403 $17,129,665 $17,129,665 0.33 $17,070,453
FNMA 30yr Pool#FS8717 6.000% 01-Jul-2054, 6.00%, 07/01/54 FN 3140XQVK0 - - 16,072,222 $16,535,382 $16,535,382 0.32 $16,449,664
FHLMC 30yr Pool#SD6558 6.000% 01-Sep-2054, 6.00%, 09/01/54 FR 3132DUJB4 - - 15,570,453 $16,019,154 $16,019,154 0.31 $15,936,112
FNMA 30yr Pool#FA0122 4.500% 01-Dec-2054, 4.50%, 12/01/54 FN 3140W0D44 - - 16,391,566 $15,821,031 $15,821,031 0.30 $15,755,464
PRET 2025-RPL1 Trust A1 4.0% 25-JUL-2069, 4.00%, 07/25/69 PRET 2025-RPL1 69392FAA5 - - 16,450,029 $15,788,520 $15,788,520 0.30 $15,730,031
Vontive Mortgage Trust 2025-RTL1|6.507|03/25/2030, 6.51%, 03/25/30 VNTV 2025-RTL1 928884AA3 - - 15,444,000 $15,517,439 $15,517,439 0.30 $15,500,690
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 $15,399,382 $15,399,382 0.30 $15,298,763
FNMA 30yr Pool#CA3372 3.500% 01-Apr-2049, 3.50%, 04/01/49 FN 3140QAXA3 - - 16,505,357 $15,210,162 $15,210,162 0.29 $15,158,812
FNMA 30yr Pool#FS9909 5.000% 01-Nov-2054, 5.00%, 11/01/54 FN 3140XSAK9 - - 15,231,180 $15,197,589 $15,197,589 0.29 $15,129,895
FNMA 30yr Pool#BX0984 4.500% 01-Oct-2052, 4.50%, 10/01/52 FN 3140N5CW2 - - 15,648,748 $15,094,704 $15,094,704 0.29 $15,032,109
Connecticut Avenue Securities, Series 2021-R03 1M2 5.98969% 25-DEC-2041, 5.99%, 12/25/41 CAS 2021-R03 20754AAB9 - - 14,835,000 $14,853,631 $14,853,631 0.28 $14,831,417
Galaxy Senior Participation Interest Trust 1|6.07974328|07/31/2026, 6.08%, 07/31/26 GLXYT 2025-1 362922AA4 - - 14,638,258 $14,793,151 $14,793,151 0.28 $14,716,515
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-DNA7 M2 6.13969% 25-NOV-2041, 6.14%, 11/25/41 STACR 2021-DNA7 35564KMH9 - - 14,550,000 $14,617,739 $14,617,739 0.28 $14,595,405
FNMA 30yr Pool#FA0470 6.000% 01-Jan-2055, 6.00%, 01/01/55 FN 3140W0QY4 - - 14,157,590 $14,565,575 $14,565,575 0.28 $14,490,068
FHLMC 30yr Pool#SD1143 4.500% 01-Sep-2050, 4.50%, 09/01/50 FR 3132DNHU0 - - 14,869,788 $14,518,787 $14,518,787 0.28 $14,459,308
Saluda Grade Alternative Mortgage Trust 2023-RTL3 A1 7.0% 25-APR-2029, 7.00%, 04/25/29 GRADE 2023-RTL3 79583YAA2 - - 14,548,000 $14,500,949 $14,500,949 0.28 $14,410,428
Finance Of America Structured Securities Trust Series 2024-S2|3.5|04/25/2074, 3.50%, 04/25/74 FASST 2024-S2 31739VAA2 - - 15,044,949 $14,457,578 $14,457,578 0.28 $14,445,877
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2023-HQA3 M1 6.18969% 25-NOV-2043, 6.19%, 11/25/43 STACR 2023-HQA3 35564K3G2 - - 14,356,644 $14,437,118 $14,437,118 0.28 $14,414,902
RCKT Mortgage Trust 2024-CES7 A1A 5.158% 25-OCT-2044, 5.16%, 10/25/44 RCKT 2024-CES7 749414AA6 - - 14,413,161 $14,383,150 $14,383,150 0.28 $14,317,067
Huntington Bank Auto Credit-Linked Notes, Series 2024-1 B1 6.153% 20-MAY-2032, 6.15%, 05/20/32 HACLN 2024-1 44644NAA7 - - 14,180,094 $14,383,070 $14,383,070 0.28 $14,351,563
BMP Commercial Mortgage Trust 2024-MF23 A 5.69112% 15-JUN-2041, 5.68%, 06/15/41 BMP 2024-MF23 05593JAA8 - - 14,000,000 $13,994,172 $13,994,172 0.27 $13,952,175
FNMA 30yr Pool#FM5350 4.500% 01-Sep-2050, 4.50%, 09/01/50 FN 3140X85L7 - - 14,043,756 $13,709,519 $13,709,519 0.26 $13,653,344
FHLMC 30yr Pool#SD5994 4.500% 01-Sep-2050, 4.50%, 09/01/50 FR 3132DTUT5 - - 13,899,649 $13,571,548 $13,571,548 0.26 $13,515,949
FNMA 40yr Pool#BF0731 2.500% 01-Jun-2063, 2.50%, 06/01/63 FN 3140FXY55 - - 16,424,163 $13,566,603 $13,566,603 0.26 $13,530,105
FNMA 30yr Pool#FS6236 6.500% 01-Nov-2053, 6.50%, 11/01/53 FN 3140XM4W3 - - 12,863,447 $13,451,456 $13,451,456 0.26 $13,377,134
Connecticut Avenue Securities Trust 2024-R03 2M2 6.28969% 25-MAR-2044, 6.29%, 03/25/44 CAS 2024-R03 207941AB1 - - 13,082,000 $13,111,011 $13,111,011 0.25 $13,090,453
FNMA 30yr Pool#FS7117 6.500% 01-Feb-2054, 6.50%, 02/01/54 FN 3140XN4B7 - - 12,527,019 $13,099,649 $13,099,649 0.25 $13,027,271
FHLMC 30yr Pool#SD5224 6.000% 01-Mar-2054, 6.00%, 03/01/54 FR 3132DSYV8 - - 12,535,462 $12,896,702 $12,896,702 0.25 $12,829,847
FNMA 30yr Pool#FS7541 4.000% 01-Jun-2052, 4.00%, 06/01/52 FN 3140XPLX5 - - 13,522,540 $12,844,756 $12,844,756 0.25 $12,796,676
FHLMC 30yr Pool#QH3306 6.000% 01-Oct-2053, 6.00%, 10/01/53 FR 3133CFU72 - - 12,337,425 $12,722,534 $12,722,534 0.24 $12,656,735
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 $12,553,957 $12,553,957 0.24 $12,470,988
Homeward Opportunities Fund Trust 2025-RRTL1 A1 5.476% 25-MAR-2040, 5.48%, 03/25/40 HOF 2025-RRTL1 437919AA1 - - 12,500,000 $12,532,546 $12,532,546 0.24 $12,517,335
FHLMC 30yr Pool#QG6755 5.500% 01-Jun-2053, 5.50%, 06/01/53 FR 3133C7QG5 - - 12,290,105 $12,516,700 $12,516,700 0.24 $12,456,615
FHLMC 30yr Pool#SL0509 4.500% 01-Jan-2055, 4.50%, 01/01/55 FR 31427MR78 - - 12,934,395 $12,484,192 $12,484,192 0.24 $12,432,455
FNMA 40yr Pool#BF0783 3.500% 01-Dec-2063, 3.50%, 12/01/63 FN 3140FX2R2 - - 13,787,835 $12,387,903 $12,387,903 0.24 $12,345,007
FNMA 30yr Pool#FS5818 4.500% 01-Oct-2050, 4.50%, 10/01/50 FN 3140XMPC4 - - 12,533,725 $12,235,426 $12,235,426 0.23 $12,185,291
FNMA 30yr Pool#BY0334 6.000% 01-May-2053, 6.00%, 05/01/53 FN 3140NGLQ1 - - 11,892,874 $12,221,327 $12,221,327 0.23 $12,157,899
FNMA 30yr Pool#FS6432 3.500% 01-Oct-2050, 3.50%, 10/01/50 FN 3140XNEE0 - - 12,884,532 $11,873,467 $11,873,467 0.23 $11,833,382
FNMA 30yr Pool#BY4134 5.500% 01-Jul-2053, 5.50%, 07/01/53 FN 3140NLSY6 - - 11,785,527 $11,870,640 $11,870,640 0.23 $11,813,022
FNMA 30yr Pool#FS5362 4.500% 01-Dec-2050, 4.50%, 12/01/50 FN 3140XL5Y0 - - 12,111,329 $11,823,082 $11,823,082 0.23 $11,774,637
FNMA 30yr Pool#BX0421 5.500% 01-Nov-2052, 5.50%, 11/01/52 FN 3140N4PF8 - - 11,435,905 $11,610,190 $11,610,190 0.22 $11,554,282
FNMA 30yr Pool#FS7613 4.500% 01-May-2052, 4.50%, 05/01/52 FN 3140XPN70 - - 11,852,173 $11,570,095 $11,570,095 0.22 $11,522,686
Connecticut Avenue Securities Trust 2023-R08 1B1 7.88969% 25-OCT-2043, 7.89%, 10/25/43 CAS 2023-R08 20755CAF5 - - 10,982,476 $11,434,568 $11,434,568 0.22 $11,412,906
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2024-DNA3 M2 5.78969% 25-OCT-2044, 5.79%, 10/25/44 STACR 2024-DNA3 35564NFA6 - - 11,192,000 $11,205,461 $11,205,461 0.21 $11,189,261
RCKT Mortgage Trust 2024-CES5 A1B 6.047% 25-JUL-2044, 6.05%, 08/25/44 RCKT 74938KAB3 - - 11,066,911 $11,179,005 $11,179,005 0.21 $11,119,519
Chase Mortgage Reference Notes, Series 2020-CL1 M1 6.68648% 25-OCT-2057, 6.68%, 10/25/57 CHASE 2020-CL1 46591HAG5 - - 10,752,929 $11,076,379 $11,076,379 0.21 $11,058,410
FNMA 30yr Pool#BW2174 4.500% 01-Jun-2052, 4.50%, 06/01/52 FN 3140MTMY6 - - 11,423,623 $11,024,508 $11,024,508 0.21 $10,978,814
FHLMC 30yr Pool#QH1500 6.000% 01-Sep-2053, 6.00%, 09/01/53 FR 3133CDUZ5 - - 10,655,502 $10,955,754 $10,955,754 0.21 $10,898,925
FNMA 30yr Pool#FS6662 4.000% 01-Oct-2051, 4.00%, 10/01/51 FN 3140XNML5 - - 11,332,976 $10,764,939 $10,764,939 0.21 $10,724,644
FHLMC 30yr Pool#RA7104 4.500% 01-Feb-2051, 4.50%, 02/01/51 FR 3133KN3M3 - - 11,040,761 $10,763,110 $10,763,110 0.21 $10,718,947
RCKT Mortgage Trust 2024-CES9 A1B 5.683% 25-DEC-2044, 5.68%, 12/25/44 RCKT 2024-CES9 749426AB8 - - 10,698,430 $10,727,896 $10,727,896 0.21 $10,673,852
Structured Agency Credit Risk (STACR) Debt Notes, Series 2024-HQA1 M1 5.58969% 25-MAR-2044, 5.59%, 03/25/44 STACR 2024-HQA1 M1 35564NBX0 - - 10,383,826 $10,394,296 $10,394,296 0.20 $10,379,785
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-HQA4 M2 6.68969% 25-DEC-2041, 6.69%, 12/25/41 STACR 2021-HQA4 35564KNS4 - - 10,089,878 $10,180,316 $10,180,316 0.20 $10,163,441
FNMA 30yr Pool#FS2144 3.500% 01-Jun-2052, 3.50%, 06/01/52 FN 3140XHL21 - - 10,970,569 $10,107,223 $10,107,223 0.19 $10,073,092
LHOME Mortgage Trust 2024-RTL3 A1 6.9% 25-MAY-2029, 6.90%, 05/25/29 LHOME 2024-RTL3 50205GAA0 - - 9,960,000 $10,084,264 $10,084,264 0.19 $10,068,992
Connecticut Avenue Securities Trust 2024-R05 2M2 6.03969% 25-JUL-2044, 6.04%, 07/25/44 CAS 2024-R05 20754XAC7 - - 10,060,000 $10,057,064 $10,057,064 0.19 $10,041,874
Brean Asset Backed Securities Trust 2024-RM8 A1 4.5% 25-MAY-2064, 4.50%, 05/25/64 BABS 2024-RM8 10637YAA3 - - 10,332,002 $10,036,773 $10,036,773 0.19 $10,026,441
Structured Agency Credit Risk (STACR) Debt Notes, Series 2024-HQA1 M2 6.33969% 25-MAR-2044, 6.34%, 03/25/44 STACR 2024-HQA1 M2 35564NCA9 - - 9,880,000 $9,919,303 $9,919,303 0.19 $9,903,644
Alterna Funding III A 6.26% 15-MAY-2039, 6.26%, 05/16/39 TAX 2024-1A 02157JAA3 - - 9,807,978 $9,918,390 $9,918,390 0.19 $9,887,692
RCKT Mortgage Trust 2024-CES1 A1B 6.325% 25-FEB-2044, 6.33%, 02/25/44 RCKT 2024-CES1 749424AB3 - - 9,779,696 $9,889,472 $9,889,472 0.19 $9,834,488
FHLMC 30yr Pool#QH4373 6.000% 01-Nov-2053, 6.00%, 11/01/53 FR 3133CG2E6 - - 9,509,342 $9,871,198 $9,871,198 0.19 $9,820,481
FIGRE Trust 2023-HE3 A 6.436% 25-NOV-2053, 6.44%, 11/25/53 FIGRE 2023-HE3 31684CAA9 - - 9,685,656 $9,853,979 $9,853,979 0.19 $9,840,126
FHLMC 30yr Pool#SD2167 6.000% 01-Jan-2053, 6.00%, 01/01/53 FR 3132DPMQ8 - - 9,573,435 $9,847,247 $9,847,247 0.19 $9,796,188
FNMA 30yr Pool#DA0026 6.000% 01-Sep-2053, 6.00%, 09/01/53 FN 3140A0A41 - - 9,579,075 $9,820,254 $9,820,254 0.19 $9,769,166
Toorak Mortgage Trust 2025-RRTL1 A1 5.524% 25-FEB-2040, 5.52%, 02/25/40 TRK 2025-RRTL1 89053JAB3 - - 9,710,000 $9,742,334 $9,742,334 0.19 $9,730,414
FHLMC 30yr Pool#RJ1754 4.500% 01-Jun-2054, 4.50%, 06/01/54 FR 3142GR5Q9 - - 9,937,877 $9,591,973 $9,591,973 0.18 $9,552,222
FNMA 30yr Pool#BX5075 6.000% 01-Jan-2053, 6.00%, 01/01/53 FN 3140N9T97 - - 9,208,093 $9,489,960 $9,489,960 0.18 $9,440,850
LHOME Mortgage Trust 2024-RTL5 A2 5.751% 25-SEP-2039, 5.75%, 09/25/39 LHOME 2024-RTL5 50205WAB3 - - 9,325,000 $9,348,743 $9,348,743 0.18 $9,336,826
Rithm Capital Corp. 8.0% 01-APR-2029, 8.00%, 04/01/29 RITM 64828TAB8 - - 9,213,000 $9,226,796 $9,226,796 0.18 $9,222,701
ACHM Trust 2024-HE1 A 6.55% 25-MAY-2039, 6.55%, 05/25/39 ACHM 2024-HE1 00449TAA3 - - 9,002,091 $9,145,736 $9,145,736 0.18 $9,132,633
FNMA 30yr Pool#FA0787 4.500% 01-Jan-2055, 4.50%, 01/01/55 FN 3140W02V6 - - 9,463,026 $9,133,650 $9,133,650 0.18 $9,095,798
Fannie Mae REMIC Trust 2022-65 FB 5.13969% 25-SEP-2052, 5.14%, 09/25/52 FNR 2022-65 3136BPCQ2 - - 9,296,059 $9,104,811 $9,104,811 0.17 $9,094,193
FNMA 30yr Pool#FS7397 6.000% 01-Mar-2054, 6.00%, 03/01/54 FN 3140XPGF0 - - 8,640,622 $8,889,623 $8,889,623 0.17 $8,843,539
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 $8,388,887 $8,388,887 0.16 $8,331,934
FHLMC 30yr Pool#SD5223 6.000% 01-Apr-2054, 6.00%, 04/01/54 FR 3132DSYU0 - - 8,084,799 $8,317,783 $8,317,783 0.16 $8,274,664
FHLMC 30yr Pool#QX0520 5.500% 01-Dec-2054, 5.50%, 12/01/54 FR 31425USJ5 - - 8,115,007 $8,207,203 $8,207,203 0.16 $8,167,529
Mello Mortgage Capital Acceptance 2024-SD1 A1 4.0% 25-APR-2054, 4.00%, 04/25/54 MELLO 58550DAA1 - - 8,353,182 $8,153,004 $8,153,004 0.16 $8,145,579
FNMA 30yr Pool#DB4017 6.000% 01-May-2054, 6.00%, 05/01/54 FN 3140ADPB1 - - 7,915,477 $8,143,581 $8,143,581 0.16 $8,101,365
Saluda Grade Alternative Mortgage Trust 2023-FIG4 A 6.718% 25-NOV-2053, 6.72%, 11/25/53 GRADE 2023-FIG4 79581UAA2 - - 7,821,995 $8,075,708 $8,075,708 0.15 $8,028,999
Huntington Bank Auto Credit-Linked Notes, Series 2025-1 B 4.957% 20-MAR-2033, 4.96%, 03/21/33 HACLN 2025-1 446438SX2 - - 8,000,000 $8,035,588 $8,035,588 0.15 $8,020,166
PRPM 2024-RPL1 A2 4.303871% 25-DEC-2064, 4.18%, 12/25/64 PRPM 2024-RPL1 69380XAB8 - - 8,351,000 $7,945,010 $7,945,010 0.15 $7,913,997
FHLMC 30yr Pool#SD5963 6.000% 01-Jul-2054, 6.00%, 07/01/54 FR 3132DTTU4 - - 7,706,320 $7,928,396 $7,928,396 0.15 $7,887,296
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 $7,854,746 $7,854,746 0.15 $7,831,302
FNMA 30yr Pool#FS3661 6.000% 01-Jan-2053, 6.00%, 01/01/53 FN 3140XKB74 - - 7,587,326 $7,819,580 $7,819,580 0.15 $7,779,114
FNMA 30yr Pool#BY0337 6.500% 01-May-2053, 6.50%, 05/01/53 FN 3140NGLT5 - - 7,351,983 $7,681,489 $7,681,489 0.15 $7,639,011
Tricolor Auto Securitization Trust 2024-3 A 5.22% 15-JUN-2028, 5.22%, 06/15/28 TAST 2024-3A 89617AAA3 - - 7,610,014 $7,626,362 $7,626,362 0.15 $7,606,500
Saluda Grade Alternative Mortgage Trust 2023-FIG3 A 7.067% 25-AUG-2053, 7.07%, 08/25/53 GRADE 79582AAA5 - - 7,366,295 $7,614,936 $7,614,936 0.15 $7,568,663
FNMA 30yr Pool#BX6266 6.000% 01-Jan-2053, 6.00%, 01/01/53 FN 3140NA6C2 - - 7,389,383 $7,608,612 $7,608,612 0.15 $7,569,202
Connecticut Avenue Securities Series 2025-R01|5.85098|01/25/2045, 5.85%, 01/25/45 CAS 2025-R01 20755JAC7 - - 7,526,000 $7,502,860 $7,502,860 0.14 $7,485,736
FNMA 30yr Pool#FS8486 4.500% 01-Dec-2052, 4.50%, 12/01/52 FN 3140XQNC7 - - 7,743,426 $7,468,064 $7,468,064 0.14 $7,437,090
Connecticut Avenue Securities, Series 2021-R01 1B1 7.43969% 25-OCT-2041, 7.44%, 10/25/41 CAS 2021-R01 20754RAF3 - - 7,320,000 $7,466,027 $7,466,027 0.14 $7,452,412
Connecticut Avenue Securities Trust 2025-R01 1M1 5.43969% 25-JAN-2045, 5.44%, 01/25/45 CAS 2025-R01 20755JAB9 - - 7,422,460 $7,416,291 $7,416,291 0.14 $7,406,205
ACHV ABS Trust 2023-4CP D 8.6% 25-NOV-2030, 8.60%, 11/25/30 ACHV 2023-4CP 00092CAD4 - - 7,056,000 $7,184,394 $7,184,394 0.14 $7,170,909
FHLMC 30yr Pool#QG3912 5.500% 01-Jun-2053, 5.50%, 06/01/53 FR 3133C4KZ6 - - 7,036,879 $7,151,431 $7,151,431 0.14 $7,117,028
Brean Asset Backed Securities Trust 2024-RM9 A1 5.0% 25-SEP-2064, 5.00%, 09/25/64 BABS 2024-RM9 10638DAA8 - - 7,227,550 $7,089,980 $7,089,980 0.14 $7,081,949
Santander Bank Auto Credit-Linked Notes, Series 2024-A C 5.818% 15-JUN-2032, 5.82%, 06/15/32 SBCLN 2024-A 80290CCK8 - - 6,986,732 $7,041,873 $7,041,873 0.14 $7,021,548
RCKT Mortgage Trust 2024-CES8 A1A 5.48955% 25-OCT-2044, 5.49%, 11/25/44 RCKT 2024-CES8 749421AA1 - - 6,936,740 $6,962,173 $6,962,173 0.13 $6,928,325
LHOME Mortgage Trust 2024-RTL4 A2 6.092% 25-JUL-2039, 6.09%, 07/25/39 LHOME 2024-RTL4 50205PAB8 - - 6,870,000 $6,908,419 $6,908,419 0.13 $6,899,118
FHLMC 30yr Pool#QG4264 5.000% 01-Jun-2053, 5.00%, 06/01/53 FR 3133C4WZ3 - - 6,946,589 $6,864,308 $6,864,308 0.13 $6,833,434
PRET 2025-RPL2 Trust|4|08/25/2064, 4.00%, 08/25/64 PRET 2025-RPL2 69392LAA2 - - 7,031,000 $6,843,480 $6,843,480 0.13 $6,838,793
FHLMC 30yr Pool#SD3813 6.000% 01-Jul-2053, 6.00%, 07/01/53 FR 3132E0GW6 - - 6,611,844 $6,820,327 $6,820,327 0.13 $6,785,063
FHLMC 30yr Pool#SD3018 5.500% 01-May-2053, 5.50%, 05/01/53 FR 3132DQK70 - - 6,736,124 $6,814,659 $6,814,659 0.13 $6,781,727
FNMA 30yr Pool#FM4129 4.000% 01-Sep-2050, 4.00%, 09/01/50 FN 3140X7ST7 - - 7,162,391 $6,803,394 $6,803,394 0.13 $6,777,928
FNMA 30yr Pool#DA1456 5.500% 01-Sep-2053, 5.50%, 09/01/53 FN 3140A1TN7 - - 6,639,072 $6,702,128 $6,702,128 0.13 $6,669,670
FHLMC 30yr Pool#QH7040 6.000% 01-Dec-2053, 6.00%, 12/01/53 FR 3133CKZD3 - - 6,527,846 $6,692,202 $6,692,202 0.13 $6,657,387
FIGRE Trust 2025-HE2|5.775|03/25/2055, 5.78%, 03/25/55 FIGRE 2025-HE2 31684KAA1 - - 6,621,000 $6,661,607 $6,661,607 0.13 $6,627,620
FNMA 30yr Pool#DA1468 6.000% 01-Sep-2053, 6.00%, 09/01/53 FN 3140A1T23 - - 6,354,631 $6,552,990 $6,552,990 0.13 $6,519,098
FNMA 30yr Pool#DC7015 5.500% 01-Dec-2054, 5.50%, 12/01/54 FN 3140AUYM9 - - 6,464,883 $6,538,331 $6,538,331 0.13 $6,506,725
LHOME Mortgage Trust 2024-RTL1 A1 7.017% 25-JAN-2029, 7.02%, 01/25/29 LHOME 2024-RTL1 50205DAA7 - - 6,341,000 $6,408,252 $6,408,252 0.12 $6,398,364
FNMA 30yr Pool#FM7479 4.500% 01-Jan-2050, 4.50%, 01/01/50 FN 3140XBJZ4 - - 6,476,522 $6,323,644 $6,323,644 0.12 $6,297,738
Angel Oak Mortgage Trust 2025-2 A3 5.941% 25-FEB-2070, 5.94%, 02/25/70 AOMT 2025-2 03466QAC7 - - 6,237,486 $6,261,655 $6,261,655 0.12 $6,228,716
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 - - 6,160,795 $6,248,582 $6,248,582 0.12 $6,239,287
Santander Bank Auto Credit-Linked Notes, Series 2023-B C 5.933% 15-DEC-2033, 5.93%, 12/15/33 SBCLN 2023-B 80290CCC6 - - 6,156,587 $6,234,970 $6,234,970 0.12 $6,216,707
FHLMC 30yr Pool#QH2242 5.500% 01-Sep-2053, 5.50%, 09/01/53 FR 3133CEP30 - - 6,064,562 $6,122,162 $6,122,162 0.12 $6,092,513
FNMA 30yr Pool#FS1578 4.000% 01-Oct-2050, 4.00%, 10/01/50 FN 3140XGXG9 - - 6,420,224 $6,098,426 $6,098,426 0.12 $6,075,599
Ginnie Mae REMIC Trust 2023-116 LF 5.64598% 20-AUG-2053, 5.64%, 08/20/53 GNR 2023-116 38384EFT7 - - 6,043,747 $6,086,533 $6,086,533 0.12 $6,074,214
FHLMC 30yr Pool#SD2606 4.500% 01-Sep-2051, 4.50%, 09/01/51 FR 3132DP3P1 - - 6,230,807 $6,074,116 $6,074,116 0.12 $6,049,193
FNMA 30yr Pool#FS0088 4.000% 01-Mar-2050, 4.00%, 03/01/50 FN 3140XFC25 - - 6,330,965 $6,022,689 $6,022,689 0.12 $6,000,179
FNMA 30yr Pool#BY0540 6.000% 01-May-2053, 6.00%, 05/01/53 FN 3140NGS68 - - 5,831,015 $5,983,729 $5,983,729 0.11 $5,952,630
RCKT Mortgage Trust 2023-CES1 A1A 6.515% 25-JUN-2043, 6.51%, 06/25/43 RCKT 74935WAA2 - - 5,872,725 $5,931,316 $5,931,316 0.11 $5,897,307
RCKT Mortgage Trust 2025-CES1 A1A 5.653% 25-JAN-2045, 5.65%, 01/25/45 RCKT 2025-CES1 A1 749427AA8 - - 5,846,737 $5,884,882 $5,884,882 0.11 $5,855,502
FHLMC 30yr Pool#QH4638 6.000% 01-Nov-2053, 6.00%, 11/01/53 FR 3133CHEK7 - - 5,643,649 $5,858,405 $5,858,405 0.11 $5,828,305
FNMA 30yr Pool#DA5019 6.500% 01-Nov-2053, 6.50%, 11/01/53 FN 3140A5SH2 - - 5,558,774 $5,809,071 $5,809,071 0.11 $5,776,954
FHLMC 30yr Pool#QJ9072 6.000% 01-Nov-2054, 6.00%, 11/01/54 FR 3133D1CH0 - - 5,630,569 $5,792,828 $5,792,828 0.11 $5,762,798
FHLMC 30yr Pool#QH4473 6.000% 01-Nov-2053, 6.00%, 11/01/53 FR 3133CG6J1 - - 5,528,586 $5,738,963 $5,738,963 0.11 $5,709,477
FHLMC 30yr Pool#QI8221 6.000% 01-Jun-2054, 6.00%, 06/01/54 FR 3133WFD20 - - 5,499,956 $5,658,451 $5,658,451 0.11 $5,629,117
FNMA 30yr Pool#CA0706 4.000% 01-Nov-2047, 4.00%, 11/01/47 FN 3140Q7YC5 - - 5,949,737 $5,656,702 $5,656,702 0.11 $5,635,548
FNMA 30yr Pool#BX0419 5.500% 01-Nov-2052, 5.50%, 11/01/52 FN 3140N4PD3 - - 5,574,998 $5,632,343 $5,632,343 0.11 $5,605,087
Connecticut Avenue Securities Trust 2024-R02 1M1 5.43969% 25-FEB-2044, 5.44%, 02/25/44 CAS 2024-R02 20754GAA8 - - 5,589,330 $5,587,496 $5,587,496 0.11 $5,579,895
Connecticut Avenue Securities Trust 2025-R01 1B1 6.03969% 25-JAN-2045, 6.04%, 01/25/45 CAS 2025-R01 20755JAG8 - - 5,628,276 $5,570,971 $5,570,971 0.11 $5,562,478
FNMA 30yr Pool#BY0350 5.000% 01-Jun-2053, 5.00%, 06/01/53 FN 3140NGL81 - - 5,616,746 $5,550,216 $5,550,216 0.11 $5,525,253
RCKT Mortgage Trust 2024-CES6 A1B 5.546% 25-SEP-2044, 5.55%, 09/25/44 RCKT 2024-CES6 749410AB2 - - 5,496,720 $5,512,344 $5,512,344 0.11 $5,485,247
LHOME Mortgage Trust 2022-RTL3 A1 8.15% 25-NOV-2027, 8.15%, 11/25/27 LHOME 2022-RTL3 50204UAA0 - - 5,447,379 $5,463,377 $5,463,377 0.10 $5,453,511
FHLMC 30yr Pool#QH2259 6.000% 01-Sep-2053, 6.00%, 09/01/53 FR 3133CEQL9 - - 5,313,547 $5,463,273 $5,463,273 0.10 $5,434,935
BX Trust 2021-SDMF A 5.023% 15-SEP-2034, 5.02%, 09/15/34 BX 2021-SDMF 12434CAA2 - - 5,435,823 $5,407,711 $5,407,711 0.10 $5,393,302
LHOME Mortgage Trust 2024-RTL2 A1 7.128% 25-MAR-2029, 7.13%, 03/25/29 LHOME 50205JAA4 - - 5,293,684 $5,359,883 $5,359,883 0.10 $5,351,498
Santander Bank Auto Credit Linked Notes Series 2024-B 18-JAN-2033, 5.14%, 01/18/33 SBCLN 2024-B 80280BAC2 - - 5,250,000 $5,260,731 $5,260,731 0.10 $5,247,236
FNMA 30yr Pool#DA5072 6.500% 01-Nov-2053, 6.50%, 11/01/53 FN 3140A5T65 - - 5,001,799 $5,227,017 $5,227,017 0.10 $5,198,118
FNMA 30yr Pool#BX5986 5.500% 01-Mar-2053, 5.50%, 03/01/53 FN 3140NAUL5 - - 5,015,874 $5,109,592 $5,109,592 0.10 $5,085,070
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 $5,097,137 $5,097,137 0.10 $5,081,192
COLT 2025-INV2 Mortgage Loan Trust A2 5.803% 25-FEB-2070, 5.80%, 02/25/70 COLT 2025-INV2 12673UAB0 - - 5,027,494 $5,053,160 $5,053,160 0.10 $5,027,227
FHLMC 30yr Pool#QH5204 6.500% 01-Nov-2053, 6.50%, 11/01/53 FR 3133CHX91 - - 4,811,915 $5,047,245 $5,047,245 0.10 $5,019,443
Gracie Point International Funding, Series 2024-1 A 6.12441% 01-MAR-2028, 6.12%, 03/01/28 GPIF 2024-1A A 38410KAA7 - - 5,000,000 $5,023,855 $5,023,855 0.10 $4,997,497
FHLMC 30yr Pool#QF9863 5.500% 01-Mar-2053, 5.50%, 03/01/53 FR 3133BX5Y3 - - 4,858,294 $4,938,049 $4,938,049 0.09 $4,914,297
ABL 2024-RTL1 A2 7.457% 25-SEP-2029, 7.46%, 09/25/29 ABL 2024-RTL1 00092EAB4 - - 4,840,000 $4,854,323 $4,854,323 0.09 $4,846,302
FNMA 30yr Pool#FS3246 5.500% 01-Nov-2052, 5.50%, 11/01/52 FN 3140XJTC7 - - 4,746,849 $4,846,241 $4,846,241 0.09 $4,823,034
FHLMC 30yr Pool#RA1100 4.000% 01-Jul-2049, 4.00%, 07/01/49 FR 3133KGGH5 - - 5,011,622 $4,760,427 $4,760,427 0.09 $4,742,608
Bayview Opportunity Master Fund VII Trust 2024-CAR1 B 5.63969% 25-DEC-2031, 5.64%, 12/26/31 BVCLN 2024-CAR1 07336QAB8 - - 4,692,995 $4,715,501 $4,715,501 0.09 $4,708,884
FNMA 30yr Pool#BX4782 5.500% 01-Mar-2053, 5.50%, 03/01/53 FN 3140N9J49 - - 4,662,117 $4,691,364 $4,691,364 0.09 $4,668,572
FNMA 30yr Pool#BW6314 5.500% 01-Aug-2052, 5.50%, 08/01/52 FN 3140MYAQ5 - - 4,598,866 $4,670,791 $4,670,791 0.09 $4,648,308
FNMA 30yr Pool#BX9326 5.500% 01-Mar-2053, 5.50%, 03/01/53 FN 3140NELG8 - - 4,504,076 $4,578,017 $4,578,017 0.09 $4,555,997
RCKT Mortgage Trust 2025-CES2 A1B 5.603% 25-FEB-2055, 5.60%, 02/25/55 RCKT 2025-CES2 74942BAB7 - - 4,500,998 $4,505,894 $4,505,894 0.09 $4,483,477
FNMA 30yr Pool#CB2907 3.500% 01-Feb-2052, 3.50%, 02/01/52 FN 3140QNGR7 - - 4,806,625 $4,429,860 $4,429,860 0.08 $4,414,906
FHLMC 30yr Pool#QF7280 5.500% 01-Jan-2053, 5.50%, 01/01/53 FR 3133BVCR4 - - 4,294,378 $4,385,684 $4,385,684 0.08 $4,364,689
SREIT Commercial Mortgage Trust 2021-MFP B 5.5138% 15-NOV-2038, 5.51%, 11/15/38 SREIT 2021-MFP 78472UAC2 - - 4,403,525 $4,383,488 $4,383,488 0.08 $4,370,674
FNMA 30yr Pool#BY0335 6.000% 01-May-2053, 6.00%, 05/01/53 FN 3140NGLR9 - - 4,245,711 $4,345,290 $4,345,290 0.08 $4,322,646
FNMA 30yr Pool#DA3549 6.500% 01-Oct-2053, 6.50%, 10/01/53 FN 3140A35K5 - - 4,133,711 $4,335,873 $4,335,873 0.08 $4,311,989
FHLMC 30yr Pool#QH0826 5.500% 01-Sep-2053, 5.50%, 09/01/53 FR 3133CC4K9 - - 4,242,270 $4,319,787 $4,319,787 0.08 $4,299,047
FNMA 30yr Pool#BX8340 6.000% 01-Apr-2053, 6.00%, 04/01/53 FN 3140NDHS9 - - 4,172,531 $4,300,255 $4,300,255 0.08 $4,278,002
FNMA 30yr Pool#BX9422 5.500% 01-Mar-2053, 5.50%, 03/01/53 FN 3140NEPG4 - - 4,211,924 $4,242,513 $4,242,513 0.08 $4,221,922
Angel Oak Mortgage Trust 2025-2 A2 5.789% 25-FEB-2070, 5.79%, 02/25/70 AOMT 2025-2 03466QAB9 - - 4,179,554 $4,216,261 $4,216,261 0.08 $4,194,754
Fannie Mae REMIC Trust 2020-98 AI 3.5% 25-JAN-2061, 3.50%, 01/25/61 FNR 2020-98 3136BDLE6 - - 19,611,272 $4,203,996 $4,203,996 0.08 $4,142,983
FNMA 30yr Pool#BX6124 6.500% 01-Jan-2053, 6.50%, 01/01/53 FN 3140NAYW7 - - 3,986,304 $4,189,781 $4,189,781 0.08 $4,166,749
FHLMC 30yr Pool#QG2535 5.000% 01-May-2053, 5.00%, 05/01/53 FR 3133C2Y85 - - 4,229,122 $4,180,018 $4,180,018 0.08 $4,161,222
EFMT 2025-CES1 A1B 5.877% 25-JAN-2060, 5.88%, 01/25/60 EFMT 2025-CES1 26846VAB0 - - 4,122,175 $4,145,358 $4,145,358 0.08 $4,123,824
Connecticut Avenue Securities Trust 2024-R06 1M2 5.93969% 25-SEP-2044, 5.94%, 09/25/44 CAS 2024-R06 20755RAC9 - - 4,125,699 $4,129,463 $4,129,463 0.08 $4,123,337
FNMA 30yr Pool#FS2135 4.000% 01-Nov-2049, 4.00%, 11/01/49 FN 3140XHLR6 - - 4,335,060 $4,119,819 $4,119,819 0.08 $4,104,406
RAM 2024-1 A 5.95% 15-FEB-2039, 6.67%, 02/15/39 RAM 2024-1 751313AA5 - - 4,036,606 $4,075,860 $4,075,860 0.08 $4,062,400
FNMA 30yr Pool#FS1869 3.500% 01-Apr-2052, 3.50%, 04/01/52 FN 3140XHCF2 - - 4,409,535 $4,060,684 $4,060,684 0.08 $4,046,965
Reach ABS Trust 2024-2 A 5.88% 15-JUL-2031, 5.88%, 07/15/31 REACH 2024-2A 75525HAA8 - - 3,987,444 $4,018,308 $4,018,308 0.08 $4,006,585
FHLMC 30yr Pool#QH7549 6.000% 01-Dec-2053, 6.00%, 12/01/53 FR 3133CLL61 - - 3,821,954 $3,929,650 $3,929,650 0.08 $3,909,266
FNMA 30yr Pool#FS2713 4.500% 01-Oct-2050, 4.50%, 10/01/50 FN 3140XJAP8 - - 4,000,136 $3,905,713 $3,905,713 0.07 $3,889,712
FNMA 30yr Pool#DA0036 6.500% 01-Sep-2053, 6.50%, 09/01/53 FN 3140A0BE8 - - 3,732,591 $3,900,660 $3,900,660 0.07 $3,879,094
FNMA 30yr Pool#BX8700 5.500% 01-Mar-2053, 5.50%, 03/01/53 FN 3140NDU21 - - 3,747,222 $3,813,493 $3,813,493 0.07 $3,795,173
FNMA 30yr Pool#BX4791 5.500% 01-Feb-2053, 5.50%, 02/01/53 FN 3140N9KD7 - - 3,776,310 $3,800,001 $3,800,001 0.07 $3,781,539
FHLMC 30yr Pool#SD1416 4.500% 01-Dec-2048, 4.50%, 12/01/48 FR 3132DNSD6 - - 3,829,815 $3,739,413 $3,739,413 0.07 $3,724,093
FNMA 30yr Pool#FM7031 4.000% 01-Jan-2051, 4.00%, 01/01/51 FN 3140XAY55 - - 3,923,195 $3,726,555 $3,726,555 0.07 $3,712,606
Ally Bank Auto Credit-Linked Notes, Series 2024-A C 6.022% 15-MAY-2032, 6.02%, 05/17/32 ABCLN 2024-A 02007GZ63 - - 3,663,289 $3,716,125 $3,716,125 0.07 $3,705,095
COLT 2025-INV2 Mortgage Loan Trust A3 5.954% 25-FEB-2070, 5.95%, 02/25/70 COLT 2025-INV2 12673UAC8 - - 3,687,320 $3,706,505 $3,706,505 0.07 $3,686,990
FNMA 30yr Pool#FM1540 4.000% 01-Sep-2049, 4.00%, 09/01/49 FN 3140X4WA0 - - 3,860,854 $3,667,339 $3,667,339 0.07 $3,653,611
ABL 2024-RTL1 A1 6.075% 25-SEP-2029, 6.08%, 09/25/29 ABL 2024-RTL1 00092EAA6 - - 3,629,000 $3,628,647 $3,628,647 0.07 $3,623,748
FHLMC 30yr Pool#QH1144 5.500% 01-Sep-2053, 5.50%, 09/01/53 FR 3133CDHV9 - - 3,555,376 $3,620,049 $3,620,049 0.07 $3,602,667
Finance Of America Structured Securities Trust Series 2024-S1|3.5|02/25/2074, 3.50%, 02/25/74 FASST 2024-S1 31740RAB6 - - 3,740,849 $3,605,248 $3,605,248 0.07 $3,602,338
FHLMC 30yr Pool#QG1347 6.000% 01-Mar-2053, 6.00%, 03/01/53 FR 3133C1P87 - - 3,495,756 $3,605,129 $3,605,129 0.07 $3,586,485
Angel Oak Mortgage Trust 2024-5 A3 4.95% 25-JUL-2068, 4.95%, 07/25/68 AOMT 2024-5 03465YAC1 - - 3,615,470 $3,545,696 $3,545,696 0.07 $3,529,788
FHLMC 30yr Pool#QH6041 5.500% 01-Dec-2053, 5.50%, 12/01/53 FR 3133CJWA5 - - 3,457,759 $3,512,384 $3,512,384 0.07 $3,495,479
JP Morgan Mortgage Trust 2024-CES1 A1B 6.019% 25-JUN-2054, 6.02%, 06/25/54 JPMMT 2024-CES1 46658CAB7 - - 3,464,485 $3,489,385 $3,489,385 0.07 $3,470,850
FHLMC 30yr Pool#QF7810 5.500% 01-Jan-2053, 5.50%, 01/01/53 FR 3133BVVB8 - - 3,406,506 $3,477,601 $3,477,601 0.07 $3,460,947
FNMA 30yr Pool#MA4026 4.000% 01-May-2050, 4.00%, 05/01/50 FN 31418DPL0 - - 3,602,730 $3,413,781 $3,413,781 0.07 $3,400,971
FHF Trust 2024-1 (First Help Financial) A2 5.69% 15-FEB-2030, 5.69%, 02/15/30 FHF 2024-1A 31568AAB2 - - 3,365,640 $3,403,083 $3,403,083 0.07 $3,393,508
FHLMC 30yr Pool#QG2539 6.500% 01-May-2053, 6.50%, 05/01/53 FR 3133C2ZC5 - - 3,249,839 $3,395,493 $3,395,493 0.07 $3,376,716
Angel Oak Mortgage Trust 2024-5 A2 4.95% 25-JUL-2068, 4.95%, 07/25/68 AOMT 2024-5 03465YAB3 - - 3,443,741 $3,392,092 $3,392,092 0.07 $3,376,940
FIGRE Trust 2024-HE4 B 5.252% 25-SEP-2054, 5.25%, 09/25/54 FIGRE 2024-HE4 31684UAB7 - - 3,366,066 $3,337,110 $3,337,110 0.06 $3,333,181
FNMA 30yr Pool#BX8585 6.000% 01-Mar-2053, 6.00%, 03/01/53 FN 3140NDRF6 - - 3,250,010 $3,325,823 $3,325,823 0.06 $3,308,490
FHLMC 30yr Pool#QE6404 5.500% 01-Jul-2052, 5.50%, 07/01/52 FR 3133BGDH8 - - 3,265,690 $3,317,635 $3,317,635 0.06 $3,301,669
BX Trust 2021-BXMF C 5.62527% 15-OCT-2038, 5.62%, 10/15/26 BX 2021-BXMF 05609RAJ3 - - 3,337,147 $3,313,694 $3,313,694 0.06 $3,303,787
FNMA 30yr Pool#MA4056 4.000% 01-Jun-2050, 4.00%, 06/01/50 FN 31418DQJ4 - - 3,461,416 $3,275,824 $3,275,824 0.06 $3,263,517
FHLMC 30yr Pool#SD1111 4.000% 01-Jun-2050, 4.00%, 06/01/50 FR 3132DNGU1 - - 3,435,299 $3,274,179 $3,274,179 0.06 $3,261,965
FNMA 30yr Pool#BX3248 6.000% 01-Jan-2053, 6.00%, 01/01/53 FN 3140N7TE0 - - 3,168,901 $3,267,619 $3,267,619 0.06 $3,250,718
Connecticut Avenue Securities, Series 2021-R01 1M2 5.88969% 25-OCT-2041, 5.89%, 10/25/41 CAS 2021-R01 20754RAB2 - - 3,250,834 $3,257,638 $3,257,638 0.06 $3,252,851
FNMA 30yr Pool#BV5379 3.000% 01-Apr-2052, 3.00%, 04/01/52 FN 3140MJ6R1 - - 3,649,908 $3,225,641 $3,225,641 0.06 $3,215,908
Connecticut Avenue Securities Trust 2024-R02 1M2 6.13969% 25-FEB-2044, 6.14%, 02/25/44 CAS 2024-R02 20754GAE0 - - 3,168,862 $3,171,771 $3,171,771 0.06 $3,166,907
Santander Bank Auto Credit-Linked Notes, Series 2024-A B 5.622% 15-JUN-2032, 5.62%, 06/15/32 SBCLN 2024-A 80290CCJ1 - - 3,131,983 $3,160,069 $3,160,069 0.06 $3,151,265
Connecticut Avenue Securities Trust 2024-R01 1M2 6.13969% 25-JAN-2044, 6.14%, 01/25/44 CAS 2024-R01 20753UAB6 - - 3,140,000 $3,144,988 $3,144,988 0.06 $3,140,168
Fannie Mae Pool|4|03/01/2050, 4.00%, 03/01/50 FN 3140X8S24 - - 3,252,664 $3,091,165 $3,091,165 0.06 $3,079,600
FNMA 30yr Pool#MA3496 4.500% 01-Oct-2048, 4.50%, 10/01/48 FN 31418C3E2 - - 3,147,757 $3,073,454 $3,073,454 0.06 $3,060,863
FHLMC 30yr Pool#SD2897 5.500% 01-May-2053, 5.50%, 05/01/53 FR 3132DQGE0 - - 3,037,311 $3,072,791 $3,072,791 0.06 $3,057,942
Chase Mortgage Reference Notes, Series 2021-CL1 M1 5.53969% 25-FEB-2050, 5.54%, 02/25/50 CHASE 2021-CL1 46591HBX7 - - 3,120,431 $3,044,303 $3,044,303 0.06 $3,039,972
FIGRE Trust 2024-HE3 C 6.229% 25-JUL-2054, 6.23%, 07/25/54 FIGRE 2024-HE3 31684GAC6 - - 3,000,538 $3,026,594 $3,026,594 0.06 $3,022,440
Gracie Point International Funding, Series 2024-1 B 6.52441% 01-MAR-2028, 6.52%, 03/01/28 GPIF 2024-1A 38410KAB5 - - 3,007,000 $3,023,709 $3,023,709 0.06 $3,006,821
FHLMC 30yr Pool#QI4878 6.000% 01-Apr-2054, 6.00%, 04/01/54 FR 3133WBM37 - - 2,936,793 $3,021,424 $3,021,424 0.06 $3,005,761
FNMA 30yr Pool#BV8544 3.500% 01-May-2052, 3.50%, 05/01/52 FN 3140MNP67 - - 3,274,602 $3,013,002 $3,013,002 0.06 $3,002,814
FNMA 30yr Pool#BV5393 3.500% 01-Apr-2052, 3.50%, 04/01/52 FN 3140MJ7F6 - - 3,249,793 $2,992,448 $2,992,448 0.06 $2,982,337
Verus Securitization Trust 2024-7 A1 5.095% 25-SEP-2069, 5.09%, 09/25/69 VERUS 2024-7 924925AA8 - - 2,991,539 $2,987,610 $2,987,610 0.06 $2,974,061
FNMA 30yr Pool#BX6955 6.000% 01-Feb-2053, 6.00%, 02/01/53 FN 3140NBWR8 - - 2,901,907 $2,983,447 $2,983,447 0.06 $2,967,970
FHLMC 30yr Pool#QG2543 5.500% 01-May-2053, 5.50%, 05/01/53 FR 3133C2ZG6 - - 2,925,549 $2,973,173 $2,973,173 0.06 $2,958,871
FHLMC 30yr Pool#QE8542 5.500% 01-Aug-2052, 5.50%, 08/01/52 FR 3133BJP30 - - 2,910,050 $2,955,950 $2,955,950 0.06 $2,941,723
Tricolor Auto Securitization Trust 2024-2 A 6.36% 15-DEC-2027, 6.36%, 12/15/27 TAST 2024-2A 89616PAA1 - - 2,881,390 $2,901,725 $2,901,725 0.06 $2,892,562
Homeward Opportunities Fund Trust 2024-RRTL2 A1 5.989% 25-SEP-2039, 5.99%, 09/25/39 HOF 2024-RRTL2 43789GAA9 - - 2,825,000 $2,838,005 $2,838,005 0.05 $2,834,245
Saluda Grade Alternative Mortgage Trust 2024-FIG5 B 6.603% 25-APR-2054, 6.60%, 04/25/54 GRADE 2024-FIG5 79582MAB7 - - 2,767,558 $2,835,364 $2,835,364 0.05 $2,819,121
ACHV ABS Trust 2024-1PL B 6.34% 25-APR-2031, 6.34%, 04/25/31 ACHV 2024-1PL 00092BAB0 - - 2,803,819 $2,832,275 $2,832,275 0.05 $2,828,324
FNMA 30yr Pool#BX4784 5.000% 01-Mar-2053, 5.00%, 03/01/53 FN 3140N9J64 - - 2,839,304 $2,807,666 $2,807,666 0.05 $2,795,047
FNMA 30yr Pool#BY0905 6.000% 01-Mar-2053, 6.00%, 03/01/53 FN 3140NHAF5 - - 2,719,808 $2,804,904 $2,804,904 0.05 $2,790,398
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 $2,785,549 $2,785,549 0.05 $2,781,209
FHLMC 30yr Pool#QG2537 5.500% 01-May-2053, 5.50%, 05/01/53 FR 3133C2ZA9 - - 2,768,653 $2,785,504 $2,785,504 0.05 $2,771,968
Arivo Acceptance Auto Loan Receivables Trust 2024-1 A 6.46% 15-APR-2028, 6.46%, 04/17/28 ARIVO 2024-1A 039943AA3 - - 2,752,724 $2,784,274 $2,784,274 0.05 $2,775,383
FNMA 30yr Pool#BV5394 3.500% 01-Apr-2052, 3.50%, 04/01/52 FN 3140MJ7G4 - - 3,025,027 $2,783,591 $2,783,591 0.05 $2,774,180
BX Trust 2021-BXMF G 7.783513% 15-OCT-2038, 7.78%, 10/15/26 BX 2021-BXMF 05609RAS3 - - 2,807,890 $2,758,999 $2,758,999 0.05 $2,747,465
FHLMC 30yr Pool#QF0488 5.500% 01-Sep-2052, 5.50%, 09/01/52 FR 3133BMRH0 - - 2,712,451 $2,754,874 $2,754,874 0.05 $2,741,613
FHLMC 30yr Pool#Q57869 4.000% 01-Aug-2048, 4.00%, 08/01/48 FG 3132Y1W79 - - 2,890,634 $2,750,604 $2,750,604 0.05 $2,740,326
FHLMC 30yr Pool#QG1908 5.000% 01-May-2053, 5.00%, 05/01/53 FR 3133C2DM7 - - 2,780,780 $2,748,493 $2,748,493 0.05 $2,736,134
FNMA 30yr Pool#BY0330 5.000% 01-May-2053, 5.00%, 05/01/53 FN 3140NGLL2 - - 2,771,373 $2,739,844 $2,739,844 0.05 $2,727,527
FNMA 30yr Pool#DA1511 5.500% 01-Oct-2053, 5.50%, 10/01/53 FN 3140A1VD6 - - 2,678,330 $2,703,693 $2,703,693 0.05 $2,690,599
Santander Bank Auto Credit-Linked Notes, Series 2023-B B 5.64% 15-DEC-2033, 5.64%, 12/15/33 SBCLN 2023-B 80290CCB8 - - 2,653,048 $2,678,091 $2,678,091 0.05 $2,670,609
FNMA 30yr Pool#DA3538 6.000% 01-Oct-2053, 6.00%, 10/01/53 FN 3140A34Y6 - - 2,599,240 $2,672,482 $2,672,482 0.05 $2,658,619
Ginnie Mae REMIC Trust 2017-163 LO 0.0% 16-MAY-2041, 0.00%, 05/16/41 GNR 2017-163 38380KNA9 - - 3,546,800 $2,666,206 $2,666,206 0.05 $2,666,206
U.S. Auto Funding 2021-1 C 2.2% 15-MAY-2026, 2.20%, 05/15/26 USAUT 2021-1A 90355EAC5 - - 2,740,670 $2,661,131 $2,661,131 0.05 $2,658,116
FHLMC 30yr Pool#QF9276 5.500% 01-Mar-2053, 5.50%, 03/01/53 FR 3133BXJV4 - - 2,597,034 $2,645,772 $2,645,772 0.05 $2,633,075
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2024-DNA1 M2 6.28969% 25-FEB-2044, 6.29%, 02/25/44 STACR 2024-DNA1 35564NBA0 - - 2,617,368 $2,625,393 $2,625,393 0.05 $2,621,278
FNMA 30yr Pool#CB4076 3.500% 01-Jul-2052, 3.50%, 07/01/52 FN 3140QPQ67 - - 2,851,307 $2,625,065 $2,625,065 0.05 $2,616,194
FNMA 30yr Pool#BY0338 6.500% 01-May-2053, 6.50%, 05/01/53 FN 3140NGLU2 - - 2,484,031 $2,595,417 $2,595,417 0.05 $2,581,065
FHLMC 30yr Pool#QG4267 5.500% 01-Jun-2053, 5.50%, 06/01/53 FR 3133C4W42 - - 2,575,297 $2,592,340 $2,592,340 0.05 $2,579,749
PRPM 2024-RCF2 A1 3.75% 25-MAR-2054, 3.75%, 03/25/54 PRPM 2024-RCF2 693987AA7 - - 2,644,948 $2,572,735 $2,572,735 0.05 $2,570,531
FHLMC 30yr Pool#SD3523 3.000% 01-Jun-2052, 3.00%, 06/01/52 FR 3132DQ4G8 - - 2,890,646 $2,536,109 $2,536,109 0.05 $2,528,400
Blue Bridge Funding 2023-1 A 7.37% 15-NOV-2030, 7.37%, 11/15/30 BBEF 2023-1A 09531MAA8 - - 2,428,280 $2,459,652 $2,459,652 0.05 $2,450,704
FNMA 30yr Pool#BY8533 6.500% 01-Aug-2053, 6.50%, 08/01/53 FN 3140NRPT7 - - 2,340,749 $2,446,147 $2,446,147 0.05 $2,432,623
FIGRE Trust 2024-HE1 B 6.506% 25-MAR-2054, 6.51%, 03/25/54 FIGRE 2024-HE1 31684HAB6 - - 2,378,843 $2,430,164 $2,430,164 0.05 $2,426,725
FNMA 30yr Pool#BY5913 5.500% 01-Sep-2053, 5.50%, 09/01/53 FN 3140NNSB2 - - 2,352,821 $2,394,156 $2,394,156 0.05 $2,382,654
Reach ABS Trust 2024-1 A 6.3% 15-FEB-2031, 6.30%, 02/18/31 REACH 2024-1A 75526PAA9 - - 2,305,532 $2,324,244 $2,324,244 0.04 $2,316,982
Bayview Opportunity Master Fund VII Trust 2024-CAR1 C 5.83969% 25-DEC-2031, 5.84%, 12/26/31 BVCLN 2024-CAR1 07336QAC6 - - 2,283,924 $2,297,563 $2,297,563 0.04 $2,294,229
FHLMC 30yr Pool#QG2098 5.000% 01-May-2053, 5.00%, 05/01/53 FR 3133C2KK3 - - 2,321,529 $2,294,575 $2,294,575 0.04 $2,284,257
Foundation Finance Trust 2023-2 A 6.53% 15-JUN-2049, 6.53%, 06/15/49 FFIN 2023-2A 35042RAA4 - - 2,175,269 $2,250,954 $2,250,954 0.04 $2,243,852
FIGRE Trust 2024-HE3 A 5.937% 25-JUL-2054, 5.94%, 07/25/54 FIGRE 2024-HE3 31684GAA0 - - 2,194,138 $2,215,252 $2,215,252 0.04 $2,212,358
FNMA 30yr Pool#FS3001 4.000% 01-Oct-2051, 4.00%, 10/01/51 FN 3140XJKP7 - - 2,318,012 $2,201,827 $2,201,827 0.04 $2,193,585
Chase Mortgage Reference Notes, Series 2020-CL1 M2 6.93648% 25-OCT-2057, 6.93%, 10/25/57 CHASE 2020-CL1 46591HAH3 - - 2,130,196 $2,199,169 $2,199,169 0.04 $2,195,476
FNMA 30yr Pool#CA7849 4.500% 01-Oct-2050, 4.50%, 10/01/50 FN 3140QFWK1 - - 2,239,899 $2,186,590 $2,186,590 0.04 $2,177,631
FNMA 30yr Pool#BX7685 6.000% 01-Feb-2053, 6.00%, 02/01/53 FN 3140NCRF8 - - 2,121,292 $2,183,727 $2,183,727 0.04 $2,172,413
FNMA 30yr Pool#FS1640 4.000% 01-Apr-2052, 4.00%, 04/01/52 FN 3140XGZE2 - - 2,286,522 $2,167,028 $2,167,028 0.04 $2,158,898
Ally Bank Auto Credit-Linked Notes, Series 2024-A D 6.315% 15-MAY-2032, 6.31%, 05/17/32 ABCLN 2024-A 02007GZ71 - - 2,093,308 $2,127,843 $2,127,843 0.04 $2,121,234
FHLMC 30yr Pool#QH7013 6.500% 01-Dec-2053, 6.50%, 12/01/53 FR 3133CKYJ1 - - 2,023,822 $2,122,798 $2,122,798 0.04 $2,111,105
FHLMC 30yr Pool#QE0354 3.500% 01-Apr-2052, 3.50%, 04/01/52 FR 3133B9MB7 - - 2,278,210 $2,096,380 $2,096,380 0.04 $2,089,292
FNMA 30yr Pool#BP1500 3.000% 01-May-2050, 3.00%, 05/01/50 FN 3140K8U25 - - 2,340,316 $2,088,172 $2,088,172 0.04 $2,081,931
FHLMC 30yr Pool#QE1072 3.500% 01-Apr-2052, 3.50%, 04/01/52 FR 3133BAFM8 - - 2,203,865 $2,027,968 $2,027,968 0.04 $2,021,112
FHLMC 30yr Pool#SI2017 4.000% 01-Dec-2048, 4.00%, 12/01/48 FR 3133USG21 - - 2,123,655 $2,018,213 $2,018,213 0.04 $2,010,662
Chase Mortgage Reference Notes, Series 2021-CL1 M3 5.88969% 25-FEB-2050, 5.89%, 02/25/50 CHASE 2021-CL1 46591HBZ2 - - 2,035,041 $1,979,270 $1,979,270 0.04 $1,976,274
FHLMC 30yr Pool#QF9104 6.000% 01-Mar-2053, 6.00%, 03/01/53 FR 3133BXDH1 - - 1,905,918 $1,962,013 $1,962,013 0.04 $1,951,848
FHLMC 30yr Pool#SD7138 5.000% 01-Nov-2054, 5.00%, 11/01/54 FR 3132DU4X2 - - 1,957,784 $1,947,039 $1,947,039 0.04 $1,938,338
BX Commercial Mortgage Trust 2021-21M A 5.164% 15-OCT-2036, 5.16%, 10/15/36 BX 2021-21M 05609CAA5 - - 1,957,252 $1,945,222 $1,945,222 0.04 $1,939,888
FNMA 30yr Pool#BW0972 4.500% 01-Jul-2052, 4.50%, 07/01/52 FN 3140MSCJ2 - - 1,997,036 $1,930,223 $1,930,223 0.04 $1,922,235
FHLMC 30yr Pool#QG2540 6.500% 01-May-2053, 6.50%, 05/01/53 FR 3133C2ZD3 - - 1,843,216 $1,925,868 $1,925,868 0.04 $1,915,218
FNMA 30yr Pool#BX8072 5.500% 01-Mar-2053, 5.50%, 03/01/53 FN 3140NC6J3 - - 1,889,797 $1,920,820 $1,920,820 0.04 $1,911,581
FHLMC 30yr Pool#SD1551 4.000% 01-Mar-2050, 4.00%, 03/01/50 FR 3132DNWL3 - - 2,013,472 $1,913,501 $1,913,501 0.04 $1,906,342
FHLMC 30yr Pool#QG2019 5.000% 01-May-2053, 5.00%, 05/01/53 FR 3133C2G44 - - 1,916,022 $1,894,865 $1,894,865 0.04 $1,886,349
NRZ MSR-Collateralized Notes, Series 2021-FHT1 A 3.104% 25-JUL-2026, 3.10%, 07/25/26 NZES 2021-FHT1 62955MAB2 - - 1,953,175 $1,875,737 $1,875,737 0.04 $1,874,389
FNMA 30yr Pool#MA3521 4.000% 01-Nov-2048, 4.00%, 11/01/48 FN 31418C4F8 - - 1,936,781 $1,840,617 $1,840,617 0.04 $1,833,731
FNMA 30yr Pool#BY0361 6.500% 01-Jun-2053, 6.50%, 06/01/53 FN 3140NGMK3 - - 1,742,279 $1,817,263 $1,817,263 0.03 $1,807,197
FHLMC 30yr Pool#QG3884 5.000% 01-Jun-2053, 5.00%, 06/01/53 FR 3133C4J54 - - 1,813,707 $1,799,486 $1,799,486 0.03 $1,791,425
FHLMC 30yr Pool#QH3309 5.500% 01-Oct-2053, 5.50%, 10/01/53 FR 3133CFVA4 - - 1,775,602 $1,792,467 $1,792,467 0.03 $1,783,786
FHLMC 30yr Pool#SD0943 3.500% 01-Apr-2052, 3.50%, 04/01/52 FR 3132DNBL6 - - 1,941,173 $1,789,166 $1,789,166 0.03 $1,783,127
Chase Mortgage Reference Notes, Series 2021-CL1 M2 5.68969% 25-FEB-2050, 5.69%, 02/25/50 CHASE 2021-CL1 46591HBY5 - - 1,833,253 $1,779,736 $1,779,736 0.03 $1,777,128
FNMA 30yr Pool#FM2318 3.500% 01-Sep-2049, 3.50%, 09/01/49 FN 3140X5SG9 - - 1,918,916 $1,768,336 $1,768,336 0.03 $1,762,366
Fannie Mae Pool|4|08/01/2050, 4.00%, 08/01/50 FN 3140X8UA3 - - 1,857,865 $1,758,251 $1,758,251 0.03 $1,751,646
FHLMC 30yr Pool#QG2100 5.000% 01-May-2053, 5.00%, 05/01/53 FR 3133C2KM9 - - 1,756,924 $1,736,525 $1,736,525 0.03 $1,728,716
FHLMC 30yr Pool#QA2039 3.000% 01-Aug-2049, 3.00%, 08/01/49 FR 31334YHQ3 - - 1,938,328 $1,729,455 $1,729,455 0.03 $1,724,286
FNMA 30yr Pool#CB2681 3.500% 01-Jan-2052, 3.50%, 01/01/52 FN 3140QM6T6 - - 1,875,928 $1,729,031 $1,729,031 0.03 $1,723,194
FHLMC 30yr Pool#SD4456 4.000% 01-Aug-2050, 4.00%, 08/01/50 FR 3132E05R9 - - 1,802,601 $1,712,250 $1,712,250 0.03 $1,705,841
FHLMC 30yr Pool#QG4266 5.000% 01-Jun-2053, 5.00%, 06/01/53 FR 3133C4W34 - - 1,700,948 $1,683,125 $1,683,125 0.03 $1,675,566
FHLMC 30yr Pool#QG4340 6.500% 01-Jun-2053, 6.50%, 06/01/53 FR 3133C4ZD9 - - 1,557,581 $1,627,390 $1,627,390 0.03 $1,618,390
FNMA 30yr Pool#DB3056 5.500% 01-May-2054, 5.50%, 05/01/54 FN 3140ACME0 - - 1,598,883 $1,622,189 $1,622,189 0.03 $1,614,372
FHLMC 30yr Pool#Q58477 4.000% 01-Sep-2048, 4.00%, 09/01/48 FG 3132Y2M37 - - 1,690,420 $1,608,532 $1,608,532 0.03 $1,602,521
FNMA 30yr Pool#BY0327 6.500% 01-May-2053, 6.50%, 05/01/53 FN 3140NGLH1 - - 1,529,760 $1,588,466 $1,588,466 0.03 $1,579,627
FNMA 30yr Pool#MA3415 4.000% 01-Jul-2048, 4.00%, 07/01/48 FN 31418CYM0 - - 1,646,079 $1,564,349 $1,564,349 0.03 $1,558,496
FNMA 30yr Pool#CA5573 4.000% 01-Apr-2050, 4.00%, 04/01/50 FN 3140QDFP4 - - 1,633,607 $1,546,017 $1,546,017 0.03 $1,540,209
FNMA 30yr Pool#BX7860 5.500% 01-Mar-2053, 5.50%, 03/01/53 FN 3140NCWW5 - - 1,475,332 $1,499,653 $1,499,653 0.03 $1,492,440
Lendbuzz Securitization Trust 2023-2 A2 7.09% 15-OCT-2028, 7.09%, 10/16/28 LBZZ 2023-2A 52608MAB4 - - 1,460,330 $1,485,207 $1,485,207 0.03 $1,480,030
FNMA 30yr Pool#CA1931 4.500% 01-Jun-2048, 4.50%, 06/01/48 FN 3140Q9ED1 - - 1,514,546 $1,478,795 $1,478,795 0.03 $1,472,737
FNMA 30yr Pool#BX4859 5.000% 01-May-2053, 5.00%, 05/01/53 FN 3140N9MH6 - - 1,492,184 $1,475,207 $1,475,207 0.03 $1,468,575
FNMA 30yr Pool#BY0360 5.500% 01-Jun-2053, 5.50%, 06/01/53 FN 3140NGMJ6 - - 1,444,587 $1,453,289 $1,453,289 0.03 $1,446,226
Towd Point Mortgage Trust 2024-CES1 A1B 6.049% 25-JAN-2064, 6.05%, 01/25/64 TPMT 2024-CES1 89183CAB1 - - 1,436,515 $1,446,997 $1,446,997 0.03 $1,439,273
MHC Commercial Mortgage Trust 2021-MHC A 5.235442% 15-APR-2038, 5.23%, 04/15/38 MHC 2021-MHC 55316VAA2 - - 1,447,374 $1,445,663 $1,445,663 0.03 $1,441,665
FNMA 30yr Pool#BT8051 5.500% 01-Jan-2053, 5.50%, 01/01/53 FN 3140LW5M5 - - 1,407,235 $1,436,880 $1,436,880 0.03 $1,430,000
ACHV ABS Trust 2024-1PL C 6.42% 25-APR-2031, 6.42%, 04/25/31 ACHV 2024-1PL 00092BAC8 - - 1,426,634 $1,436,791 $1,436,791 0.03 $1,434,756
FHLMC 30yr Pool#QF2561 5.500% 01-Nov-2052, 5.50%, 11/01/52 FR 3133BPZ27 - - 1,402,447 $1,429,209 $1,429,209 0.03 $1,422,353
FNMA 30yr Pool#BX0130 6.000% 01-Dec-2052, 6.00%, 12/01/52 FN 3140N4EC7 - - 1,367,525 $1,410,127 $1,410,127 0.03 $1,402,833
FNMA 30yr Pool#BY1896 5.500% 01-May-2053, 5.50%, 05/01/53 FN 3140NJDA9 - - 1,379,257 $1,401,710 $1,401,710 0.03 $1,394,967
Angel Oak Mortgage Trust 2024-3 A2 4.8% 25-NOV-2068, 4.80%, 11/26/68 AOMT 2024-3 03466HAB9 - - 1,414,112 $1,393,431 $1,393,431 0.03 $1,387,398
FHLMC 30yr Pool#QG3885 6.500% 01-Jun-2053, 6.50%, 06/01/53 FR 3133C4J62 - - 1,329,428 $1,389,011 $1,389,011 0.03 $1,381,330
FNMA 30yr Pool#BY0332 5.500% 01-May-2053, 5.50%, 05/01/53 FN 3140NGLN8 - - 1,378,008 $1,386,481 $1,386,481 0.03 $1,379,744
FNMA 30yr Pool#AS6811 3.000% 01-Mar-2046, 3.00%, 03/01/46 FN 3138WGR97 - - 1,463,967 $1,305,632 $1,305,632 0.03 $1,301,728
FHLMC 30yr Pool#QG3616 5.000% 01-Jun-2053, 5.00%, 06/01/53 FR 3133C4AR5 - - 1,310,098 $1,300,103 $1,300,103 0.02 $1,294,280
FNMA 30yr Pool#BJ9181 5.000% 01-May-2048, 5.00%, 05/01/48 FN 3140HBFX1 - - 1,290,530 $1,296,441 $1,296,441 0.02 $1,290,705
FHLMC 30yr Pool#QG0818 5.000% 01-Apr-2053, 5.00%, 04/01/53 FR 3133C04B5 - - 1,301,947 $1,291,363 $1,291,363 0.02 $1,285,576
Upstart Securitization Trust 2021-1 C 4.06% 20-MAR-2031, 4.06%, 03/20/31 UPST 2021-1 91681NAC8 - - 1,290,180 $1,289,679 $1,289,679 0.02 $1,287,788
FNMA 30yr Pool#MA3149 4.000% 01-Oct-2047, 4.00%, 10/01/47 FN 31418CQB3 - - 1,348,797 $1,282,366 $1,282,366 0.02 $1,277,570
FNMA 30yr Pool#BY0251 6.000% 01-Apr-2053, 6.00%, 04/01/53 FN 3140NGH52 - - 1,237,526 $1,275,408 $1,275,408 0.02 $1,268,808
FNMA 30yr Pool#FM7725 4.500% 01-Dec-2050, 4.50%, 12/01/50 FN 3140XBSP6 - - 1,289,410 $1,256,985 $1,256,985 0.02 $1,251,827
FNMA 40yr Pool#BF0167 3.000% 01-Feb-2057, 3.00%, 02/01/57 FN 3140FXFH0 - - 1,456,108 $1,250,914 $1,250,914 0.02 $1,247,031
FHLMC 30yr Pool#QG2104 5.500% 01-May-2053, 5.50%, 05/01/53 FR 3133C2KR8 - - 1,243,253 $1,250,820 $1,250,820 0.02 $1,244,741
FHLMC 30yr Pool#SD8003 4.000% 01-Jul-2049, 4.00%, 07/01/49 FR 3132DV3L7 - - 1,312,465 $1,246,681 $1,246,681 0.02 $1,242,014
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-DNA5 M2 5.98969% 25-JAN-2034, 5.99%, 01/25/34 STACR 2021-DNA5 35564KHE2 - - 1,242,037 $1,245,548 $1,245,548 0.02 $1,243,689
FHLMC 30yr Pool#QD9182 3.000% 01-Mar-2052, 3.00%, 03/01/52 FR 3133B7FX1 - - 1,408,629 $1,245,049 $1,245,049 0.02 $1,241,293
FNMA 30yr Pool#FM9138 4.000% 01-Mar-2050, 4.00%, 03/01/50 FN 3140XDEL6 - - 1,294,270 $1,230,008 $1,230,008 0.02 $1,225,406
Connecticut Avenue Securities, Series 2021-R03 1M1 5.18969% 25-DEC-2041, 5.19%, 12/25/41 CAS 2021-R03 20754AAA1 - - 1,214,942 $1,213,219 $1,213,219 0.02 $1,211,643
FHLMC 30yr Pool#ZT2087 4.000% 01-Jun-2049, 4.00%, 06/01/49 FR 3132AEJ80 - - 1,265,185 $1,201,771 $1,201,771 0.02 $1,197,273
FHLMC 30yr Pool#RA1087 4.500% 01-Jul-2049, 4.50%, 07/01/49 FR 3133KGF45 - - 1,229,588 $1,194,316 $1,194,316 0.02 $1,189,397
FNMA 30yr Pool#BX0804 5.500% 01-Nov-2052, 5.50%, 11/01/52 FN 3140N43N5 - - 1,153,553 $1,175,760 $1,175,760 0.02 $1,170,121
Connecticut Avenue Securities, Series 2021-R02 2B1 7.63969% 25-NOV-2041, 7.64%, 11/25/41 CAS 2021-R02 20754KAF8 - - 1,150,000 $1,174,476 $1,174,476 0.02 $1,172,280
FHLMC 30yr Pool#QG6538 5.500% 01-Jul-2053, 5.50%, 07/01/53 FR 3133C7HP5 - - 1,109,727 $1,130,188 $1,130,188 0.02 $1,124,762
Connecticut Avenue Securities Trust 2022-R01 1M1 5.33969% 25-DEC-2041, 5.34%, 12/25/41 CAS 2022-R01 20754LAA7 - - 1,128,956 $1,127,988 $1,127,988 0.02 $1,126,481
FHLMC 30yr Pool#RA1188 4.500% 01-Aug-2049, 4.50%, 08/01/49 FR 3133KGJ90 - - 1,133,995 $1,101,465 $1,101,465 0.02 $1,096,929
FHLMC 30yr Pool#QG6948 5.500% 01-Jul-2053, 5.50%, 07/01/53 FR 3133C7WH6 - - 1,068,185 $1,087,791 $1,087,791 0.02 $1,082,569
Tricolor Auto Securitization Trust 2024-1 A 6.61% 15-OCT-2027, 6.61%, 10/15/27 TAST 2024-1A 89616LAA0 - - 1,073,973 $1,082,466 $1,082,466 0.02 $1,078,916
FNMA 30yr Pool#AS7492 4.000% 01-Jul-2046, 4.00%, 07/01/46 FN 3138WHKE1 - - 1,121,529 $1,067,524 $1,067,524 0.02 $1,063,536
FNMA 30yr Pool#FM1598 4.000% 01-Feb-2049, 4.00%, 02/01/49 FN 3140X4X43 - - 1,101,366 $1,046,682 $1,046,682 0.02 $1,042,766
FNMA 30yr Pool#BV4203 3.500% 01-Apr-2052, 3.50%, 04/01/52 FN 3140MHU56 - - 1,121,540 $1,032,812 $1,032,812 0.02 $1,029,322
FNMA 30yr Pool#BW7489 6.000% 01-Nov-2052, 6.00%, 11/01/52 FN 3140N0KB0 - - 970,075 $1,000,295 $1,000,295 0.02 $995,122
FNMA 30yr Pool#BV8484 3.500% 01-Apr-2052, 3.50%, 04/01/52 FN 3140MNNA0 - - 1,062,424 $978,293 $978,293 0.02 $974,987
GNMA II 30yr Pool#MA5021 4.500% 20-Feb-2048, 4.50%, 02/20/48 G2 36179TSJ5 - - 987,009 $969,446 $969,446 0.02 $965,498
FHLMC 30yr Pool#ZM8197 4.000% 01-Sep-2048, 4.00%, 09/01/48 FR 3131Y3DA1 - - 1,005,761 $955,824 $955,824 0.02 $952,247
FNMA 30yr Pool#DA3522 5.500% 01-Oct-2053, 5.50%, 10/01/53 FN 3140A34G5 - - 934,302 $943,150 $943,150 0.02 $938,582
FNMA 30yr Pool#CA6382 4.500% 01-Jul-2050, 4.50%, 07/01/50 FN 3140QECU4 - - 938,380 $914,781 $914,781 0.02 $911,028
FNMA 30yr Pool#BV8485 3.500% 01-Apr-2052, 3.50%, 04/01/52 FN 3140MNNB8 - - 990,347 $911,305 $911,305 0.02 $908,224
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA2 M1A 5.63969% 25-FEB-2042, 5.64%, 02/25/42 STACR 2022-DNA2 35564KRE1 - - 885,085 $886,606 $886,606 0.02 $885,358
Prosper Marketplace Issuance Trust, Series 2024-1 A 6.12% 15-AUG-2029, 6.12%, 08/15/29 PMIT 2024-1A 74363CAA7 - - 880,982 $885,510 $885,510 0.02 $882,814
FNMA 30yr Pool#AB9341 3.000% 01-May-2043, 3.00%, 05/01/43 FN 31417GLX2 - - 970,365 $883,536 $883,536 0.02 $880,948
FNMA 30yr Pool#CB4320 3.500% 01-Aug-2052, 3.50%, 08/01/52 FN 3140QPYS0 - - 943,981 $869,005 $869,005 0.02 $866,068
FNMA 30yr Pool#BN4541 4.000% 01-Feb-2049, 4.00%, 02/01/49 FN 3140JMBK7 - - 909,990 $864,808 $864,808 0.02 $861,572
Gracie Point International Funding, Series 2023-2 A 6.67441% 01-MAR-2027, 6.67%, 03/01/27 GPIF 2023-2A 38410JAA0 - - 816,565 $824,059 $824,059 0.02 $819,366
NRZ Excess Spread-Collateralized Notes, Series 2020-PLS1 A 3.844% 25-DEC-2025, 3.84%, 12/25/25 NZES 2020-PLS1 433674AA6 - - 797,304 $783,558 $783,558 0.02 $782,877
FHLMC 30yr Pool#ZT1926 3.000% 01-Nov-2043, 3.00%, 11/01/43 FR 3132AED78 - - 854,357 $776,275 $776,275 0.01 $773,997
FNMA 30yr Pool#BY0782 5.500% 01-Apr-2053, 5.50%, 04/01/53 FN 3140NG2Q2 - - 749,132 $761,379 $761,379 0.01 $757,716
FHLMC 30yr Pool#RA1999 4.500% 01-Jan-2050, 4.50%, 01/01/50 FR 3133KHGG5 - - 773,668 $751,474 $751,474 0.01 $748,379
GNMA II 30yr Pool#MA5264 4.000% 20-Jun-2048, 4.00%, 06/20/48 G2 36179TZ57 - - 780,590 $743,717 $743,717 0.01 $740,942
FREMF 2019-KF70 Mortgage Trust C 10.46716% 25-SEP-2029, 10.47%, 09/25/29 FREMF 2019-KF70 30298UAJ0 - - 789,970 $732,615 $732,615 0.01 $730,547
FNMA 30yr Pool#BY0866 5.500% 01-May-2053, 5.50%, 05/01/53 FN 3140NG6C9 - - 713,292 $724,903 $724,903 0.01 $721,416
FHLMC 30yr Pool#QD6555 3.000% 01-Feb-2052, 3.00%, 02/01/52 FR 3133B4H81 - - 781,065 $690,451 $690,451 0.01 $688,368
FNMA 30yr Pool#BW0343 4.500% 01-May-2052, 4.50%, 05/01/52 FN 3140MRLZ8 - - 707,379 $682,886 $682,886 0.01 $680,056
FNMA 30yr Pool#AL6842 4.000% 01-May-2045, 4.00%, 05/01/45 FN 3138EPS88 - - 654,461 $627,701 $627,701 0.01 $625,374
FHLMC 30yr Pool#SD8047 4.500% 01-Feb-2050, 4.50%, 02/01/50 FR 3132DV5G6 - - 638,198 $623,009 $623,009 0.01 $620,457
FHLMC 30yr Pool#QE1073 3.500% 01-Apr-2052, 3.50%, 04/01/52 FR 3133BAFN6 - - 659,520 $607,294 $607,294 0.01 $605,242
FNMA 30yr Pool#BK9507 4.000% 01-Oct-2048, 4.00%, 10/01/48 FN 3140HPR58 - - 633,514 $602,666 $602,666 0.01 $600,413
Sequoia Mortgage Trust 2013-5 A1 2.5% 25-MAY-2043, 2.50%, 05/25/43 SEMT 2013-5 81745AAA5 - - 700,333 $578,158 $578,158 0.01 $576,602
Towd Point Mortgage Trust 2024-CES2 A1B 6.35% 25-FEB-2064, 6.35%, 02/25/64 TPMT 2024-CES2 89182JAB7 - - 565,485 $571,899 $571,899 0.01 $568,707
FHLMC 15yr Pool#SB0116 2.500% 01-Nov-2034, 2.50%, 11/01/34 FR 3132CWDV3 - - 593,464 $557,301 $557,301 0.01 $555,982
FHLMC 30yr Pool#QD9191 3.500% 01-Apr-2052, 3.50%, 04/01/52 FR 3133B7F86 - - 574,294 $528,859 $528,859 0.01 $527,073
FNMA 30yr Pool#AZ0869 4.000% 01-Jul-2045, 4.00%, 07/01/45 FN 3138YR6F0 - - 546,855 $522,854 $522,854 0.01 $520,909
Santander Bank Auto Credit-Linked Notes, Series 2023-A B 6.493% 15-JUN-2033, 6.49%, 06/15/33 SBCLN 2023-A 80290CBU7 - - 492,137 $496,094 $496,094 0.01 $494,496
FNMA 30yr Pool#BV7632 4.500% 01-Apr-2052, 4.50%, 04/01/52 FN 3140MMPS1 - - 487,958 $471,138 $471,138 0.01 $469,186
Santander Bank Auto Credit Linked Notes Series 2022-C 6.986% 15-DEC-2032, 6.99%, 12/15/32 SBCLN 2022-C 80290CBG8 - - 449,923 $452,875 $452,875 0.01 $451,304
FNMA 30yr Pool#BV6879 4.500% 01-Apr-2052, 4.50%, 04/01/52 FN 3140MLUD0 - - 445,625 $430,264 $430,264 0.01 $428,482
FNMA 30yr Pool#CB4329 3.500% 01-Jul-2052, 3.50%, 07/01/52 FN 3140QPY35 - - 464,822 $428,206 $428,206 0.01 $426,760
JP Morgan Mortgage Trust 2015-4 AM 3.0% 25-JUN-2045, 3.00%, 06/25/45 JPMMT 2015-4 46644VBP0 - - 498,499 $427,592 $427,592 0.01 $426,262
FHLMC 30yr Pool#SD1414 4.000% 01-Oct-2050, 4.00%, 10/01/50 FR 3132DNSB0 - - 449,691 $427,152 $427,152 0.01 $425,553
FNMA 30yr Pool#CA4646 3.000% 01-Feb-2048, 3.00%, 02/01/48 FN 3140QCEU6 - - 447,170 $401,486 $401,486 0.01 $400,294
FREED ABS Trust 2021-3FP D 2.37% 18-NOV-2028, 2.37%, 11/20/28 FREED 2021-3FP 30322MAD1 - - 403,114 $400,370 $400,370 0.01 $399,972
FHLMC 30yr Pool#ZN6461 4.000% 01-May-2049, 4.00%, 05/01/49 FR 3131YDFA7 - - 388,750 $368,705 $368,705 0.01 $367,323
FNMA 30yr Pool#FM3447 4.000% 01-Nov-2049, 4.00%, 11/01/49 FN 3140X6ZM6 - - 381,127 $362,024 $362,024 0.01 $360,669
FHLMC 30yr Pool#QA8274 3.500% 01-Mar-2050, 3.50%, 03/01/50 FR 3133A3FP8 - - 394,257 $359,239 $359,239 0.01 $358,012
Santander Bank Auto Credit-Linked Notes, Series 2022-A B 5.281% 15-MAY-2032, 5.28%, 05/15/32 SBCLN 2022-A 80290CAS3 - - 351,346 $352,255 $352,255 0.01 $351,327
FNMA 30yr Pool#AR9225 3.000% 01-Mar-2043, 3.00%, 03/01/43 FN 3138W7HB3 - - 353,306 $320,441 $320,441 0.01 $319,499
Fannie Mae REMIC Trust 2017-9 VL 3.0% 25-JUL-2028, 3.00%, 07/25/28 FNR 2017-9 3136AVYH6 - - 319,637 $312,776 $312,776 0.01 $311,923
FNMA 30yr Pool#FS2548 4.000% 01-Mar-2051, 4.00%, 03/01/51 FN 3140XHZN0 - - 320,591 $304,523 $304,523 0.01 $303,383
FHLMC 30yr Pool#ZT0391 4.000% 01-Nov-2047, 4.00%, 11/01/47 FR 3132ACNG1 - - 317,831 $303,684 $303,684 0.01 $302,554
FHLMC 30yr Pool#QA5150 4.500% 01-Dec-2049, 4.50%, 12/01/49 FR 31346YWK5 - - 298,666 $291,558 $291,558 0.01 $290,363
FNMA 30yr Pool#AS8649 3.000% 01-Jan-2047, 3.00%, 01/01/47 FN 3138WJTF5 - - 321,454 $286,687 $286,687 0.01 $285,830
FNMA 30yr Pool#BN3899 4.000% 01-Dec-2048, 4.00%, 12/01/48 FN 3140JLKM5 - - 291,691 $277,208 $277,208 0.01 $276,171
FNMA 30yr Pool#BO9819 4.500% 01-Dec-2049, 4.50%, 12/01/49 FN 3140K54D6 - - 281,532 $274,831 $274,831 0.01 $273,705
FHLMC 30yr Pool#ZN4240 4.500% 01-Dec-2048, 4.50%, 12/01/48 FR 3131YAV98 - - 277,556 $272,712 $272,712 0.01 $271,602
FHLMC 15yr Pool#SB0040 2.500% 01-Dec-2033, 2.50%, 12/01/33 FR 3132CWBH6 - - 278,663 $266,482 $266,482 0.01 $265,862
FHLMC 30yr Pool#QA1615 3.500% 01-Aug-2049, 3.50%, 08/01/49 FR 31334XYL7 - - 276,531 $253,430 $253,430 0.00 $252,570
FNMA 30yr Pool#MA3908 4.500% 01-Jan-2050, 4.50%, 01/01/50 FN 31418DKW1 - - 258,036 $251,895 $251,895 0.00 $250,863
Fannie Mae REMIC Trust 2012-126 SY 0.0% 25-NOV-2042, 0.00%, 11/25/42 FNR 2012-126 3136A9ZR2 - - 473,554 $250,597 $250,597 0.00 $250,597
FNMA 30yr Pool#BV7132 4.500% 01-Apr-2052, 4.50%, 04/01/52 FN 3140ML4S6 - - 255,440 $246,595 $246,595 0.00 $245,573
FNMA 30yr Pool#MA1327 3.000% 01-Jan-2043, 3.00%, 01/01/43 FN 31418APM4 - - 269,848 $245,186 $245,186 0.00 $244,466
FNMA 30yr Pool#MA3687 4.000% 01-Jun-2049, 4.00%, 06/01/49 FN 31418DCZ3 - - 248,892 $236,416 $236,416 0.00 $235,532
FNMA 30yr Pool#BE3616 4.000% 01-May-2047, 4.00%, 05/01/47 FN 3140FPAS8 - - 245,380 $234,604 $234,604 0.00 $233,732
FNMA 30yr Pool#BW0081 4.500% 01-Apr-2052, 4.50%, 04/01/52 FN 3140MRCT2 - - 232,109 $224,072 $224,072 0.00 $223,144
GNMA II 30yr Pool#MA5192 4.000% 20-May-2048, 4.00%, 05/20/48 G2 36179TXV2 - - 232,938 $221,935 $221,935 0.00 $221,106
AMCR ABS Trust 2023-1 A 7.66% 18-JAN-2031, 7.66%, 01/21/31 AMCR 2023-1A 00178CAA7 - - 201,965 $202,609 $202,609 0.00 $201,965
FHLMC 30yr Pool#RA1088 4.500% 01-Jul-2049, 4.50%, 07/01/49 FR 3133KGF52 - - 206,678 $201,759 $201,759 0.00 $200,932
FNMA 30yr Pool#AB6280 3.000% 01-Sep-2042, 3.00%, 09/01/42 FN 31417C6S9 - - 217,324 $197,462 $197,462 0.00 $196,883
FNMA 30yr Pool#BW0072 4.500% 01-Apr-2052, 4.50%, 04/01/52 FN 3140MRCJ4 - - 202,732 $195,712 $195,712 0.00 $194,901
FHLMC 30yr Pool#SD8040 4.500% 01-Jan-2050, 4.50%, 01/01/50 FR 3132DV4Z5 - - 198,670 $193,941 $193,941 0.00 $193,147
FNMA 30yr Pool#CA4185 4.500% 01-Sep-2049, 4.50%, 09/01/49 FN 3140QBUK2 - - 186,963 $182,513 $182,513 0.00 $181,766
FNMA 30yr Pool#CA4035 4.500% 01-Aug-2049, 4.50%, 08/01/49 FN 3140QBPV4 - - 184,039 $179,659 $179,659 0.00 $178,923
FNMA 30yr Pool#BO2983 3.000% 01-Sep-2049, 3.00%, 09/01/49 FN 3140JXJ58 - - 199,572 $178,371 $178,371 0.00 $177,839
FHLMC 30yr Pool#ZT1320 4.000% 01-Nov-2048, 4.00%, 11/01/48 FR 3132ADPD4 - - 173,605 $164,985 $164,985 0.00 $164,368
FNMA 30yr Pool#AB7563 3.000% 01-Jan-2043, 3.00%, 01/01/43 FN 31417EMM0 - - 177,476 $161,884 $161,884 0.00 $161,411
FHLMC 30yr Pool#ZA7158 4.500% 01-Jun-2049, 4.50%, 06/01/49 FR 31329Q5T4 - - 161,019 $156,400 $156,400 0.00 $155,756
FNMA 30yr Pool#FS2546 4.000% 01-Mar-2051, 4.00%, 03/01/51 FN 3140XHZL4 - - 160,062 $152,115 $152,115 0.00 $151,545
GNMA II 30yr Pool#BK5879 4.500% 20-Nov-2048, 4.50%, 11/20/48 G2 3617J6Q80 - - 143,478 $140,487 $140,487 0.00 $139,913
GNMA II 30yr Pool#MA5753 4.000% 20-Feb-2049, 4.00%, 02/20/49 G2 36179UMA7 - - 147,860 $137,771 $137,771 0.00 $137,245
FNMA 30yr Pool#MA1229 3.000% 01-Oct-2042, 3.00%, 10/01/42 FN 31418ALK2 - - 150,959 $137,697 $137,697 0.00 $137,294
GNMA II 30yr Pool#MA5866 4.000% 20-Apr-2049, 4.00%, 04/20/49 G2 36179UQT2 - - 141,943 $132,752 $132,752 0.00 $132,247
FNMA 20yr Pool#AB9283 3.000% 01-Apr-2038, 3.00%, 04/01/38 FN 31417GJ56 - - 140,032 $127,502 $127,502 0.00 $127,129
GNMA II 30yr Pool#BF6874 4.500% 20-Jul-2048, 4.50%, 07/20/48 G2 3617GDT77 - - 129,207 $126,333 $126,333 0.00 $125,816
FNMA 30yr Pool#BV7131 4.500% 01-Apr-2052, 4.50%, 04/01/52 FN 3140ML4R8 - - 130,562 $126,041 $126,041 0.00 $125,519
FNMA 30yr Pool#BM3282 3.500% 01-Dec-2047, 3.50%, 12/01/47 FN 3140J7UG8 - - 125,611 $116,996 $116,996 0.00 $116,605
FNMA 30yr Pool#CA3683 4.500% 01-Jun-2049, 4.50%, 06/01/49 FN 3140QBCV8 - - 118,784 $115,957 $115,957 0.00 $115,482
FHLMC 30yr Pool#ZT1633 4.000% 01-Mar-2047, 4.00%, 03/01/47 FR 3132ADY69 - - 119,475 $114,231 $114,231 0.00 $113,806
FNMA 30yr Pool#CA0108 3.500% 01-Aug-2047, 3.50%, 08/01/47 FN 3140Q7DN4 - - 114,366 $106,522 $106,522 0.00 $106,166
FHLMC 30yr Pool#QE0318 4.500% 01-Mar-2052, 4.50%, 03/01/52 FR 3133B9K78 - - 109,538 $105,762 $105,762 0.00 $105,324
Fannie Mae REMIC Trust 2013-130 FN 4.80417% 25-OCT-2042, 4.80%, 10/25/42 FNR 2013-130 3136AHG53 - - 101,649 $99,352 $99,352 0.00 $99,243
FHLMC 30yr Pool#ZM7577 4.500% 01-Aug-2048, 4.50%, 08/01/48 FR 3131Y2M21 - - 101,544 $99,147 $99,147 0.00 $98,741
FNMA 30yr Pool#BJ8459 3.000% 01-Aug-2049, 3.00%, 08/01/49 FN 3140HAMH0 - - 106,486 $92,980 $92,980 0.00 $92,696
FNMA 30yr Pool#BO4113 3.000% 01-Aug-2049, 3.00%, 08/01/49 FN 3140JYSB3 - - 93,719 $81,833 $81,833 0.00 $81,583
Sequoia Mortgage Trust 2019-CH3 A19 4.0% 25-OCT-2049, 4.00%, 09/25/49 SEMT 2019-CH3 81748GBN0 - - 87,598 $81,027 $81,027 0.00 $80,715
FHLMC 30yr Pool#ZM7926 5.000% 01-Sep-2048, 5.00%, 09/01/48 FR 3131Y2YX0 - - 78,978 $79,110 $79,110 0.00 $78,759
FNMA 30yr Pool#MA1447 3.000% 01-May-2043, 3.00%, 05/01/43 FN 31418ATD0 - - 82,652 $74,963 $74,963 0.00 $74,743
FHLMC 30yr Pool#QA2159 3.000% 01-Aug-2049, 3.00%, 08/01/49 FR 31334YMG9 - - 84,470 $73,757 $73,757 0.00 $73,531
FNMA 30yr Pool#BD2453 3.000% 01-Jan-2047, 3.00%, 01/01/47 FN 3140F9WP6 - - 73,076 $65,446 $65,446 0.00 $65,251
FNMA 30yr Pool#AS8547 3.000% 01-Nov-2046, 3.00%, 11/01/46 FN 3138WJP93 - - 73,151 $64,981 $64,981 0.00 $64,786
FHLMC 15yr Pool#ZK8962 3.000% 01-Sep-2032, 3.00%, 09/01/32 FR 3131XC5X1 - - 64,020 $61,798 $61,798 0.00 $61,627
Fannie Mae REMIC Trust 2006-20 GF 4.81649% 25-APR-2036, 4.80%, 04/25/36 FNR 2006-20 31395BU43 - - 61,138 $60,484 $60,484 0.00 $60,419
FHLMC 15yr Pool#ZS7403 3.000% 01-May-2031, 3.00%, 05/01/31 FR 3132A8GL7 - - 60,141 $58,470 $58,470 0.00 $58,310
Fannie Mae REMIC Trust 2010-109 BS 5.86487% 25-OCT-2040, 5.86%, 10/25/40 FNR 2010-109 31398NTM6 - - 41,248 $56,200 $56,200 0.00 $55,984
Freddie Mac Multiclass Certificates, Series 3721 FB 4.95312% 15-SEP-2040, 4.96%, 09/15/40 FHR 3721 3137GAD20 - - 47,077 $46,836 $46,836 0.00 $46,719
Freddie Mac Multiclass Certificates, Series 3380 FM 5.04312% 15-OCT-2037, 5.05%, 10/15/37 FHR 3380 31397KTJ0 - - 46,798 $46,440 $46,440 0.00 $46,322
FNMA 15yr Pool#BO5957 3.000% 01-Dec-2034, 3.00%, 12/01/34 FN 3140K1TP1 - - 47,463 $45,422 $45,422 0.00 $45,295
Ginnie Mae REMIC Trust 2008-013 FB 4.92628% 20-FEB-2038, 4.93%, 02/20/38 GNR 2008-13 38375PNL1 - - 43,157 $43,025 $43,025 0.00 $42,948
FNMA 15yr Pool#BO7717 3.000% 01-Nov-2034, 3.00%, 11/01/34 FN 3140K3SF0 - - 44,783 $42,921 $42,921 0.00 $42,802
FNMA 30yr Pool#BO1857 4.500% 01-Aug-2049, 4.50%, 08/01/49 FN 3140JWB33 - - 43,504 $42,468 $42,468 0.00 $42,294
FNMA 30yr Pool#BC0870 3.500% 01-Jan-2046, 3.50%, 01/01/46 FN 3140EU6G9 - - 38,894 $36,054 $36,054 0.00 $35,933
FHLMC 15yr Pool#ZK9163 3.000% 01-Jan-2033, 3.00%, 01/01/33 FR 3131XDFC4 - - 36,472 $35,185 $35,185 0.00 $35,088
Ginnie Mae REMIC Trust 2007-040 FG 4.74628% 20-JUL-2037, 4.75%, 07/20/37 GNR 2007-40 38375KZS4 - - 33,006 $32,618 $32,618 0.00 $32,561
Ginnie Mae REMIC Trust 2004-069 CF 4.82628% 20-JUL-2034, 4.83%, 07/20/34 GNR 2004-69 38374JAT3 - - 29,494 $29,301 $29,301 0.00 $29,250
Fannie Mae REMIC Trust 2013-2 QF 4.96649% 25-FEB-2043, 4.95%, 02/25/43 FNR 2013-2 3136AB4P5 - - 27,746 $27,525 $27,525 0.00 $27,494
Ginnie Mae REMIC Trust 2010-133 FD 4.86366% 16-OCT-2040, 4.86%, 10/16/40 GNR 2010-133 38377MHV1 - - 27,172 $27,101 $27,101 0.00 $27,039
Ginnie Mae REMIC Trust 2007-059 FA 4.92628% 20-OCT-2037, 4.93%, 10/20/37 GNR 2007-59 38375LPU8 - - 26,229 $25,965 $25,965 0.00 $25,918
FHLMC 30yr Pool#ZN2165 4.500% 01-Dec-2048, 4.50%, 12/01/48 FR 3131Y8MN2 - - 24,414 $24,033 $24,033 0.00 $23,935
Ginnie Mae REMIC Trust 2004-059 FP 4.73366% 16-AUG-2034, 4.73%, 08/16/34 GNR 2004-59 38374HYS3 - - 21,544 $21,386 $21,386 0.00 $21,338
Ginnie Mae REMIC Trust 2008-016 FC 4.92628% 20-FEB-2038, 4.93%, 02/20/38 GNR 2008-16 383742FU2 - - 21,184 $21,120 $21,120 0.00 $21,083
Ginnie Mae REMIC Trust 2007-037 FW 4.73628% 20-JUN-2037, 4.74%, 06/20/37 GNR 2007-37 38375KNR9 - - 21,321 $21,096 $21,096 0.00 $21,059
Freddie Mac Multiclass Certificates, Series 2426 FL 5.10312% 15-MAR-2032, 5.11%, 03/15/32 FHR 2426 31339W7G5 - - 21,015 $21,041 $21,041 0.00 $20,987
Ginnie Mae REMIC Trust 2005-065 FA 4.57628% 20-AUG-2035, 4.58%, 08/20/35 GNR 2005-65 38374LL25 - - 21,269 $20,926 $20,926 0.00 $20,891
Fannie Mae REMIC Trust 2002-53 FK 4.86649% 25-APR-2032, 4.85%, 04/25/32 FNR 2002-53 31392EHN3 - - 19,560 $19,372 $19,372 0.00 $19,351
Ginnie Mae REMIC Trust 2005-048 AF 4.62628% 20-JUN-2035, 4.63%, 06/20/35 GNR 2005-48 38374LHM6 - - 17,616 $17,374 $17,374 0.00 $17,344
FHLMC 30yr Pool#ZT0252 3.000% 01-Dec-2047, 3.00%, 12/01/47 FR 3132ACH52 - - 18,347 $16,431 $16,431 0.00 $16,382
Fannie Mae REMIC Trust 2005-83 KT 4.76649% 25-OCT-2035, 4.75%, 10/25/35 FNR 2005-83 31394FUL7 - - 16,504 $16,288 $16,288 0.00 $16,270
Fannie Mae REMIC Trust 2007-89 GF 4.98649% 25-SEP-2037, 4.97%, 09/25/37 FNR 2007-89 31396XPM0 - - 15,520 $15,444 $15,444 0.00 $15,427
Prosper Marketplace Issuance Trust, Series 2023-1 A 7.06% 15-JUL-2029, 7.06%, 07/16/29 PMIT 2023-1A 74390NAA0 - - 15,227 $15,280 $15,280 0.00 $15,227
Freddie Mac Multiclass Certificates, Series 2551 FD 4.85312% 15-JAN-2033, 4.86%, 01/15/33 FHR 2551 31393JAZ1 - - 14,168 $14,100 $14,100 0.00 $14,066
Ginnie Mae REMIC Trust 2012-075 FP 4.72628% 20-JUL-2041, 4.73%, 07/20/41 GNR 2012-75 38378EZ55 - - 13,281 $13,210 $13,210 0.00 $13,188
Fannie Mae REMIC Trust 2003-87 FG 4.96649% 25-SEP-2033, 4.95%, 09/25/33 FNR 2003-87 31393E4W6 - - 12,287 $12,265 $12,265 0.00 $12,252
FHLMC 30yr Pool#ZM2269 3.000% 01-Dec-2046, 3.00%, 12/01/46 FR 3131XVQW8 - - 13,449 $12,029 $12,029 0.00 $11,993
Freddie Mac Multiclass Certificates, Series 2410, excluding Group 6 FX 4.80312% 15-FEB-2032, 4.81%, 02/15/32 FHR 2410 31339NJN7 - - 11,831 $11,796 $11,796 0.00 $11,767
Freddie Mac Multiclass Certificates, Series 3738 FD 4.75312% 15-AUG-2040, 4.76%, 08/15/40 FHR 3738 3137GAYQ4 - - 11,045 $11,099 $11,099 0.00 $11,073
Ginnie Mae REMIC Trust 2007-061 FA 4.92628% 20-OCT-2037, 4.93%, 10/20/37 GNR 2007-61 38375LLN8 - - 10,943 $10,887 $10,887 0.00 $10,868
FNMA 15yr Pool#AS8207 2.500% 01-Oct-2031, 2.50%, 10/01/31 FN 3138WJDM7 - - 11,075 $10,595 $10,595 0.00 $10,570
Fannie Mae REMIC Trust 2010-123 FL 4.89649% 25-NOV-2040, 4.88%, 11/25/40 FNR 2010-123 31398N2W3 - - 10,611 $10,545 $10,545 0.00 $10,533
Freddie Mac Multiclass Certificates, Series 3028 FM 4.70312% 15-SEP-2035, 4.71%, 09/15/35 FHR 3028 31396AFB5 - - 10,277 $10,204 $10,204 0.00 $10,180
FNMA 15yr Pool#BM1036 2.500% 01-Feb-2032, 2.50%, 02/01/32 FN 3140J5EJ4 - - 9,761 $9,340 $9,340 0.00 $9,318
GNMA II 30yr Pool#BK6072 5.000% 20-Jan-2049, 5.00%, 01/20/49 G2 3617J6W91 - - 9,317 $9,329 $9,329 0.00 $9,288
FNMA 15yr Pool#AS7643 2.500% 01-Aug-2031, 2.50%, 08/01/31 FN 3138WHP55 - - 9,623 $9,207 $9,207 0.00 $9,186
Fannie Mae REMIC Trust 2002-16 VF 5.01649% 25-APR-2032, 5.00%, 04/25/32 FNR 2002-16 31392CWW0 - - 8,709 $8,689 $8,689 0.00 $8,680
Fannie Mae REMIC Trust 2012-100 FG 4.86546% 25-SEP-2042, 4.85%, 09/25/42 FNR 2012-100 3136A8QW3 - - 8,397 $8,317 $8,317 0.00 $8,308
FHLMC 15yr Pool#ZK8405 2.500% 01-Dec-2031, 2.50%, 01/22/31 FR 3131XCKS5 - - 8,313 $7,940 $7,940 0.00 $7,921
Ginnie Mae REMIC Trust 2007-018 FD 4.72628% 20-APR-2037, 4.73%, 04/20/37 GNR 2007-18 38375JC86 - - 7,764 $7,672 $7,672 0.00 $7,659
Ginnie Mae REMIC Trust 2010-006 FG 5.03366% 16-JAN-2040, 5.03%, 01/16/40 GNR 2010-6 38376TSC7 - - 7,419 $7,431 $7,431 0.00 $7,414
Fannie Mae REMIC Trust 2010-95 FB 4.86649% 25-SEP-2040, 4.85%, 09/25/40 FNR 2010-95 31398NEX8 - - 7,432 $7,389 $7,389 0.00 $7,381
FNMA 30yr Pool#MA3694 4.500% 01-Jul-2049, 4.50%, 07/01/49 FN 31418DC83 - - 5,035 $4,915 $4,915 0.00 $4,895
Ginnie Mae REMIC Trust 1999-27 FE 4.83366% 16-AUG-2029, 4.83%, 08/16/29 GNR 1999-27 3837H2WA3 - - 4,726 $4,750 $4,750 0.00 $4,737
Freddie Mac Multiclass Certificates, Series 2469 FE 4.95312% 15-JUL-2032, 4.96%, 07/15/32 FHR 2469 31392RC58 - - 2,869 $2,888 $2,888 0.00 $2,881
FHLMC 30yr Pool#ZN0650 3.000% 01-Mar-2043, 3.00%, 03/01/43 FR 3131Y6WK1 - - 2,324 $2,108 $2,108 0.00 $2,102
Ginnie Mae REMIC Trust 2010-125 VF 4.77628% 20-JUN-2040, 4.78%, 06/20/40 GNR 2010-125 38377JYJ6 - - 423.00 $421 $421 0.00 $420
US ULTRA BOND CBT Jun25 JUN 25 WNM5 FUTURES_USD - -795.00 $-98,182,500 $0 0.00 $0
US 10yr Ultra Fut Jun25 JUN 25 UXYM5 FUTURES_USD - 467.00 $53,507,984 $0 0.00 $0
US 10YR NOTE (CBT)Jun25 JUN 25 TYM5 FUTURES_USD - -295.00 $-32,892,500 $0 0.00 $0
US 2YR NOTE (CBT) Jun25 JUN 25 TUM5 FUTURES_USD - -137.00 $-28,385,758 $0 0.00 $0
US 5YR NOTE (CBT) Jun25 JUN 25 FVM5 FUTURES_USD - 895.00 $96,897,734 $0 0.00 $0
GNMA II TBA 30yr 6.5% April Delivery, 6.50%, 04/21/25 G2SF 21H062644 - - -9,700,000 $-9,932,412 $-9,932,412 -0.19 $-9,932,412
UMBS TBA 30yr 6.5% April Delivery, 6.50%, 04/14/25 FNCL 01F062648 - - -80,150,000 $-82,653,886 $-82,653,886 -1.58 $-82,653,886
UMBS TBA 30yr 3.5% April Delivery, 3.50%, 04/14/25 FNCL 01F032641 - - -169,840,000 $-153,545,720 $-153,545,720 -2.94 $-153,545,720
UMBS TBA 30yr 6% April Delivery, 6.00%, 04/14/25 FNCL 01F060642 - - -253,280,000 $-257,279,291 $-257,279,291 -4.93 $-257,279,291
UMBS TBA 30yr 5% April Delivery, 5.00%, 04/14/25 FNCL 01F050643 - - -448,188,000 $-439,819,434 $-439,819,434 -8.43 $-439,819,434
UMBS TBA 30yr 4.5% April Delivery, 4.50%, 04/14/25 FNCL 01F042640 - - -478,542,390 $-458,604,878 $-458,604,878 -8.79 $-458,604,878
UMBS TBA 30yr 4% April Delivery, 4.00%, 04/14/25 FNCL 01F040644 - - -492,984,155 $-460,460,018 $-460,460,018 -8.83 $-460,460,018
UMBS TBA 30yr 5.5% April Delivery, 5.50%, 04/14/25 FNCL 01F052649 - - -842,135,851 $-841,904,264 $-841,904,264 -16.14 $-841,904,264
SEGREGATED CASH SEGCASH - $0.00 4,340,000 $4,340,000 $4,340,000 0.08 $4,340,000
ALMSUM ALMSUM - $0.00 - $0 $0 0.00 $0
US DOLLARS USD MD_142224 - - -1,378,721,635 $-1,378,721,635 $-1,378,721,635 -26.43 $-1,378,721,635
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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