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For Financial Professionals in the US

Mortgage-Backed Securities ETF Holdings

Full Portfolio Holdings

(As of 11/14/2024)

Ticker Cusip Underlying Security Strike Price Quantity (Shares/ Par/ Units/ Contracts) Notional Value Market Value Weight % Current Market Value
Fannie Mae or Freddie Mac|2.5|12/12/2024, 2.50%, 12/12/24 FNCL 01F0226C4 - - 1,137,469,894 - $936,372,042 19.91 -
Fannie Mae or Freddie Mac|3|12/12/2024, 3.00%, 12/12/24 FNCL 01F0306C7 - - 554,920,354 - $475,259,872 10.10 -
Fannie Mae or Freddie Mac|3.5|12/12/2024, 3.50%, 12/12/24 FNCL 01F0326C3 - - 531,800,000 - $474,126,290 10.08 -
Ginnie Mae|5|12/19/2024, 5.00%, 12/19/24 G2SF 21H0506C1 - - 303,946,194 - $296,386,444 6.30 -
Fannie Mae or Freddie Mac|2|12/12/2024, 2.00%, 12/12/24 FNCL 01F0206C8 - - 376,104,255 - $295,978,252 6.30 -
Ginnie Mae|4.5|12/19/2024, 4.50%, 12/19/24 G2SF 21H0426C8 - - 242,461,488 - $230,374,540 4.90 -
Ginnie Mae|5.5|12/19/2024, 5.50%, 12/19/24 G2SF 21H0526C7 - - 211,444,000 - $210,236,866 4.47 -
Fannie Mae Pool|5.5|11/01/2054, 5.50%, 11/01/54 FN 3140QVPQ1 - - 197,790,775 - $197,322,689 4.20 -
Fannie Mae or Freddie Mac|5.5|12/12/2024, 5.50%, 12/12/24 FNCL 01F0526C1 - - 161,800,000 - $160,039,940 3.40 -
United States of America|6.35682|12/25/2054, 6.36%, 12/25/54 STRU JP-5770 BCCY0BE89 - - 152,870,000 - $152,870,000 3.25 -
Ginnie Mae|3|12/19/2024, 3.00%, 12/19/24 G2SF 21H0306C3 - - 175,024,962 - $152,680,750 3.25 -
Freddie Mac REMICS|6.00682|08/25/2054, 6.01%, 08/25/54 FHR 5440 3137HDZQ6 - - 143,462,494 - $143,798,548 3.06 -
Fannie Mae Pool|4|10/01/2051, 4.00%, 10/01/51 FN 3140XGHK8 - - 128,047,223 - $121,210,028 2.58 -
Fannie Mae Pool|4|03/01/2051, 4.00%, 03/01/51 FN 3140XBJE1 - - 118,514,867 - $112,054,598 2.38 -
Fannie Mae Pool|6|07/01/2054, 6.00%, 07/01/54 FN 3140XQ7F8 - - 93,155,599 - $97,265,888 2.07 -
Freddie Mac REMICS|6.05682|07/25/2054, 6.06%, 07/25/54 FHR 5430 3137HDSB7 - - 88,994,918 - $89,637,972 1.91 -
Federal Home Loan Banks|6.31|12/25/2054, 6.31%, 12/25/54 STRU CITI 99980FSM5 - - 76,434,000 - $76,499,490 1.63 -
Fannie Mae Pool|5.5|07/01/2053, 5.50%, 07/01/53 FN 3140QSNF4 - - 68,293,939 - $68,996,775 1.47 -
Freddie Mac Pool|5.5|12/01/2053, 5.50%, 12/01/53 FR 3132DSGN6 - - 67,120,868 - $68,435,845 1.46 -
Fannie Mae Pool|5|08/01/2053, 5.00%, 08/01/53 FN 3140XNBZ6 - - 54,918,797 - $54,539,864 1.16 -
Fannie Mae Pool|5.5|07/01/2053, 5.50%, 07/01/53 FN 3140XRA54 - - 49,272,428 - $50,139,405 1.07 -
Fannie Mae Pool|3.5|01/01/2052, 3.50%, 01/01/52 FN 3140XLTE8 - - 53,832,793 - $49,597,576 1.05 -
Fannie Mae Pool|6|10/01/2053, 6.00%, 10/01/53 FN 3140XMXS0 - - 42,906,061 - $45,270,511 0.96 -
Fannie Mae Pool|5.5|10/01/2053, 5.50%, 10/01/53 FN 3140XNPX6 - - 44,088,332 - $44,533,508 0.95 -
Ginnie Mae|3.5|12/19/2024, 3.50%, 12/19/24 G2SF 21H0326C9 - - 49,076,377 - $44,155,047 0.94 -
Fannie Mae Pool|4.5|09/01/2053, 4.50%, 09/01/53 FN 3140XQ2P1 - - 44,793,153 - $43,561,928 0.93 -
Fannie Mae Pool|5.5|07/01/2053, 5.50%, 07/01/53 FN 3140XL5B0 - - 41,885,975 - $42,281,210 0.90 -
Freddie Mac Pool|4|09/01/2048, 4.00%, 09/01/48 FR 3133USKN0 - - 43,113,239 - $40,872,479 0.87 -
Fannie Mae Pool|5|03/01/2054, 5.00%, 03/01/54 FN 3140QUAV8 - - 41,693,410 - $40,846,821 0.87 -
Fannie Mae Pool|6|06/01/2054, 6.00%, 06/01/54 FN 3140QUUU8 - - 39,061,357 - $40,727,287 0.87 -
Fannie Mae Pool|5|06/01/2054, 5.00%, 06/01/54 FN 3140XQGS0 - - 41,226,294 - $40,658,842 0.86 -
Freddie Mac Pool|6|09/01/2054, 6.00%, 09/01/54 FR 3142GSRY6 - - 39,375,926 - $40,646,746 0.86 -
Freddie Mac Pool|6|04/01/2054, 6.00%, 04/01/54 FR 3142GRP38 - - 38,451,706 - $39,730,325 0.85 -
Freddie Mac Pool|5|05/01/2054, 5.00%, 05/01/54 FR 3142GRU73 - - 40,266,940 - $39,427,086 0.84 -
Fannie Mae Pool|6|05/01/2054, 6.00%, 05/01/54 FN 3140QUP59 - - 37,852,713 - $39,154,366 0.83 -
Freddie Mac Pool|5|08/01/2052, 5.00%, 08/01/52 FR 3132DNQJ5 - - 37,407,609 - $37,148,421 0.79 -
Fannie Mae Pool|2.5|06/01/2062, 2.50%, 06/01/62 FN 3140FXWG3 - - 43,488,101 - $35,849,631 0.76 -
Freddie Mac Pool|5.5|05/01/2054, 5.50%, 05/01/54 FR 3132DTGH7 - - 35,592,113 - $35,713,438 0.76 -
NRM FNT1 Excess LLC|7.398|11/25/2031, 7.40%, 11/25/31 NZES 2024-FNT1 62956YAA7 - - 34,518,114 - $34,524,848 0.73 -
Fannie Mae Pool|3.5|12/01/2062, 3.50%, 12/01/62 FN 3140FXX49 - - 38,405,706 - $34,411,904 0.73 -
Freddie Mac Pool|6|10/01/2053, 6.00%, 10/01/53 FR 3133KSC59 - - 32,033,139 - $33,369,978 0.71 -
Freddie Mac Pool|6|01/01/2053, 6.00%, 01/01/53 FR 3132DPM96 - - 31,931,097 - $33,128,288 0.70 -
Fannie Mae Pool|4.5|10/01/2052, 4.50%, 10/01/52 FN 3140QRFW8 - - 34,029,133 - $32,624,193 0.69 -
Fannie Mae Pool|4.5|01/01/2051, 4.50%, 01/01/51 FN 3140XQHM2 - - 33,128,793 - $32,262,819 0.69 -
Freddie Mac Pool|5|08/01/2054, 5.00%, 08/01/54 FR 3132DTWA4 - - 32,610,978 - $31,939,092 0.68 -
Fannie Mae Pool|5.5|02/01/2053, 5.50%, 02/01/53 FN 3140N0FM2 - - 30,745,234 - $31,430,662 0.67 -
Fannie Mae Pool|6|07/01/2053, 6.00%, 07/01/53 FN 3140XLTZ1 - - 29,642,989 - $31,136,020 0.66 -
Fannie Mae Pool|4.5|10/01/2050, 4.50%, 10/01/50 FN 3140XQUF2 - - 31,047,476 - $30,140,396 0.64 -
Freddie Mac Pool|5.5|06/01/2053, 5.50%, 06/01/53 FR 3132DQT48 - - 27,784,924 - $28,603,371 0.61 -
Fannie Mae REMICS|5.95682|09/25/2054, 5.96%, 09/25/54 FNR 2024-60 3136BSR64 - - 28,442,630 - $28,479,151 0.61 -
Freddie Mac Pool|6|09/01/2053, 6.00%, 09/01/53 FR 3133KR5L4 - - 26,871,821 - $27,896,703 0.59 -
Fannie Mae Pool|5|04/01/2054, 5.00%, 04/01/54 FN 3140QUGW0 - - 28,105,043 - $27,526,660 0.59 -
Freddie Mac STACR REMIC Trust 2021-HQA3|6.95682|09/25/2041, 6.96%, 09/25/41 STACR 2021-HQA3 35564KJP5 - - 26,457,865 - $26,763,572 0.57 -
Fannie Mae Pool|4.5|01/01/2051, 4.50%, 01/01/51 FN 3140XRHR9 - - 26,961,437 - $26,251,515 0.56 -
Huntington Bank Auto Credit-Linked Notes Series 2024-2|5.442|10/20/2032, 5.44%, 10/20/32 HACLN 2024-2 44644NAG4 - - 24,800,000 - $24,786,767 0.53 -
Fannie Mae Pool|4|04/01/2050, 4.00%, 04/01/50 FN 3140XBWA4 - - 26,051,945 - $24,671,595 0.52 -
Freddie Mac Pool|6|06/01/2054, 6.00%, 06/01/54 FR 3133WDS94 - - 23,517,485 - $24,135,591 0.51 -
Fannie Mae Pool|4|08/01/2051, 4.00%, 08/01/51 FN 3140XPA33 - - 25,137,998 - $23,748,259 0.51 -
Fannie Mae Pool|4|10/01/2051, 4.00%, 10/01/51 FN 3140XLJ33 - - 25,016,489 - $23,712,950 0.50 -
Fannie Mae Pool|4|03/01/2063, 4.00%, 03/01/63 FN 3140FXYK2 - - 24,783,856 - $23,166,470 0.49 -
Freddie Mac Pool|5.5|08/01/2053, 5.50%, 08/01/53 FR 3132E0C42 - - 22,518,901 - $22,588,209 0.48 -
Fannie Mae Pool|6|09/01/2054, 6.00%, 09/01/54 FN 3140XRDW2 - - 21,614,587 - $22,389,590 0.48 -
Fannie Mae Pool|4|08/01/2051, 4.00%, 08/01/51 FN 3140XNCU6 - - 23,457,254 - $22,219,921 0.47 -
BX Commercial Mortgage Trust 2024-AIRC|7.39391|08/15/2039, 7.39%, 08/15/39 BX 2024-AIRC 12433CAE5 - - 21,400,000 - $21,616,498 0.46 -
Fannie Mae Pool|5.5|09/01/2053, 5.50%, 09/01/53 FN 3140QS3W9 - - 21,388,543 - $21,603,765 0.46 -
Fannie Mae Pool|4|10/01/2051, 4.00%, 10/01/51 FN 3140XLSS8 - - 22,837,114 - $21,533,152 0.46 -
Ginnie Mae|2.5|12/19/2024, 2.50%, 12/19/24 G2SF 21H0226C0 - - 25,296,414 - $21,299,581 0.45 -
Freddie Mac Pool|5|11/01/2054, 5.00%, 11/01/54 FR 3133D1B81 - - 21,626,489 - $21,036,412 0.45 -
Finance Of America Structured Securities Trust Series 2024-S3|3.5|04/25/2074, 3.50%, 04/25/74 FASST 2024-S3 31739WAB8 - - 21,970,094 - $20,680,923 0.44 -
Freddie Mac Pool|6|12/01/2052, 6.00%, 12/01/52 FR 3133KQGP5 - - 19,637,977 - $20,612,439 0.44 -
Fannie Mae Pool|6|10/01/2053, 6.00%, 10/01/53 FN 3140A1VT1 - - 19,119,705 - $20,504,403 0.44 -
Fannie Mae Pool|4.5|06/01/2052, 4.50%, 06/01/52 FN 3140LXCX1 - - 20,812,198 - $20,230,441 0.43 -
Fannie Mae Pool|4.5|01/01/2051, 4.50%, 01/01/51 FN 3140XQVB0 - - 20,660,154 - $20,226,484 0.43 -
Fannie Mae Pool|5.5|09/01/2054, 5.50%, 09/01/54 FN 3140M6N41 - - 19,428,673 - $19,545,916 0.42 -
Fannie Mae Pool|3.5|05/01/2052, 3.50%, 05/01/52 FN 3140XGZ85 - - 21,064,610 - $19,300,907 0.41 -
Freddie Mac Pool|6|10/01/2053, 6.00%, 10/01/53 FR 3133CFRM3 - - 17,884,449 - $18,690,778 0.40 -
Freddie Mac STACR REMIC Trust 2024-HQA2|6.65682|08/25/2044, 6.66%, 08/25/44 STACR 2024-HQA2 35564NEC3 - - 18,000,000 - $18,204,897 0.39 -
Fannie Mae Pool|3.5|06/01/2052, 3.50%, 06/01/52 FN 3140QPHP5 - - 19,768,076 - $18,168,932 0.39 -
Fannie Mae Pool|4|09/01/2050, 4.00%, 09/01/50 FN 3140X8HQ3 - - 19,300,989 - $18,135,001 0.39 -
Fannie Mae Pool|6|07/01/2054, 6.00%, 07/01/54 FN 3140XQVK0 - - 17,255,935 - $17,997,570 0.38 -
Huntington Bank Auto Credit-Linked Notes Series 2024-1|6.153|05/20/2032, 6.15%, 05/20/32 HACLN 2024-1 44644NAA7 - - 17,418,913 - $17,628,832 0.37 -
Homeward Opportunities Fund Trust 2024-RTL1|7.12|07/25/2029, 7.12%, 07/25/29 HOF 43789FAA1 - - 17,261,000 - $17,454,007 0.37 -
Freddie Mac STACR REMIC Trust 2021-HQA4|8.60682|12/25/2041, 8.61%, 12/25/41 STACR 2021-HQA4 35564KPN3 - - 16,776,000 - $17,405,446 0.37 -
Fannie Mae Pool|5.5|01/01/2054, 5.50%, 01/01/54 FN 3140XNYL2 - - 16,570,250 - $16,621,366 0.35 -
Fannie Mae Pool|6.5|02/01/2054, 6.50%, 02/01/54 FN 3140XN4B7 - - 14,916,787 - $16,271,004 0.35 -
RCKT Mortgage Trust 2024-CES7|5.158|10/25/2044, 5.16%, 10/25/44 RCKT 2024-CES7 749414AA6 - - 15,610,788 - $15,496,300 0.33 -
Fannie Mae Pool|3.5|04/01/2049, 3.50%, 04/01/49 FN 3140QAXA3 - - 16,914,803 - $15,489,169 0.33 -
Saluda Grade Alternative Mortgage Trust 2024-RTL6|7.439|07/25/2030, 7.44%, 07/25/30 GRADE 2024-RTL6 79585UAA8 - - 15,216,666 - $15,450,738 0.33 -
Fannie Mae Pool|6.5|11/01/2053, 6.50%, 11/01/53 FN 3140XM4W3 - - 13,956,912 - $15,146,476 0.32 -
Fannie Mae Pool|4.5|10/01/2052, 4.50%, 10/01/52 FN 3140N5CW2 - - 15,768,869 - $15,075,742 0.32 -
Connecticut Avenue Securities Trust 2021-R03|6.50682|12/25/2041, 6.51%, 12/25/41 CAS 2021-R03 20754AAB9 - - 14,835,000 - $14,991,151 0.32 -
Connecticut Avenue Securities Trust 2022-R02|7.85682|01/25/2042, 7.86%, 01/25/42 CAS 2022-R02 20754BAB7 - - 14,409,226 - $14,858,080 0.32 -
Finance Of America Structured Securities Trust Series 2024-S2|3.5|04/25/2074, 3.50%, 04/25/74 FASST 2024-S2 31739VAA2 - - 15,466,016 - $14,650,998 0.31 -
Freddie Mac Pool|6|03/01/2054, 6.00%, 03/01/54 FR 3132DSYV8 - - 13,638,962 - $14,448,356 0.31 -
Freddie Mac STACR REMIC Trust 2021-DNA7|6.65682|11/25/2041, 6.66%, 11/25/41 STACR 2021-DNA7 35564KMH9 - - 14,000,000 - $14,172,617 0.30 -
BMP 2024-MF23|6.1759|06/15/2041, 6.18%, 06/15/41 BMP 2024-MF23 05593JAA8 - - 14,000,000 - $14,079,345 0.30 -
Fannie Mae Pool|4.5|09/01/2050, 4.50%, 09/01/50 FN 3140X85L7 - - 14,321,509 - $14,077,466 0.30 -
Freddie Mac Pool|4.5|09/01/2050, 4.50%, 09/01/50 FR 3132DTUT5 - - 14,302,112 - $13,924,565 0.30 -
Fannie Mae Pool|2.5|06/01/2063, 2.50%, 06/01/63 FN 3140FXY55 - - 17,042,239 - $13,884,514 0.30 -
Connecticut Avenue Securities Trust 2024-R03|6.80682|03/25/2044, 6.81%, 03/25/44 CAS 2024-R03 207941AB1 - - 13,082,000 - $13,243,171 0.28 -
Freddie Mac Pool|6|10/01/2053, 6.00%, 10/01/53 FR 3133CFU72 - - 12,394,387 - $13,098,418 0.28 -
Fannie Mae Pool|4|06/01/2052, 4.00%, 06/01/52 FN 3140XPLX5 - - 13,828,305 - $13,088,831 0.28 -
FREMF 2017-K729 Mortgage Trust|0|11/25/2049, 0.00%, 11/25/49 FREMF 2017-K729 30306HAW0 - - 12,984,746 - $12,842,471 0.27 -
Fannie Mae Pool|4.5|10/01/2050, 4.50%, 10/01/50 FN 3140XMPC4 - - 13,095,648 - $12,687,528 0.27 -
Freddie Mac STACR REMIC Trust 2024-HQA1|6.10682|03/25/2044, 6.11%, 03/25/44 STACR 2024-HQA1 M1 35564NBX0 - - 12,576,475 - $12,647,766 0.27 -
Toorak Mortgage Trust 2024-2|6.329|10/25/2031, 6.33%, 10/25/31 TRK 2024-2 89055KAA0 - - 12,596,000 - $12,568,453 0.27 -
Freddie Mac Pool|5.5|06/01/2053, 5.50%, 06/01/53 FR 3133C7QG5 - - 12,394,095 - $12,530,343 0.27 -
Fannie Mae Pool|6|05/01/2053, 6.00%, 05/01/53 FN 3140NGLQ1 - - 12,177,734 - $12,441,001 0.26 -
LHOME Mortgage Trust 2022-RTL3|8.15|11/25/2027, 8.15%, 11/25/27 LHOME 2022-RTL3 50204UAA0 - - 12,300,000 - $12,394,255 0.26 -
Fannie Mae Pool|5.5|07/01/2053, 5.50%, 07/01/53 FN 3140NLSY6 - - 12,339,442 - $12,361,582 0.26 -
Fannie Mae Pool|5.5|09/01/2052, 5.50%, 09/01/52 FN 3140QQEC5 - - 11,993,068 - $12,228,610 0.26 -
Freddie Mac Pool|4.5|09/01/2050, 4.50%, 09/01/50 FR 3132DNHU0 - - 12,541,230 - $12,205,776 0.26 -
Fannie Mae Pool|3.5|10/01/2050, 3.50%, 10/01/50 FN 3140XNEE0 - - 13,273,830 - $12,152,847 0.26 -
RCKT Mortgage Trust 2024-CES5|6.047|08/25/2044, 6.05%, 08/25/44 RCKT 74938KAB3 - - 12,042,581 - $12,113,082 0.26 -
Fannie Mae Pool|4.5|05/01/2052, 4.50%, 05/01/52 FN 3140XPN70 - - 12,427,260 - $12,110,793 0.26 -
Fannie Mae Pool|4.5|12/01/2050, 4.50%, 12/01/50 FN 3140XL5Y0 - - 12,455,670 - $12,104,944 0.26 -
Fannie Mae Pool|5.5|11/01/2052, 5.50%, 11/01/52 FN 3140N4PF8 - - 11,810,366 - $12,002,946 0.26 -
Freddie Mac Pool|4.5|02/01/2051, 4.50%, 02/01/51 FR 3133KN3M3 - - 12,140,996 - $11,729,880 0.25 -
JPMorgan Chase Bank NA - CHASE|7.10207|10/25/2057, 7.10%, 10/25/57 CHASE 2020-CL1 46591HAG5 - - 11,366,745 - $11,616,222 0.25 -
Connecticut Avenue Securities Trust 2023-R08|8.40682|10/25/2043, 8.41%, 10/25/43 CAS 2023-R08 20755CAF5 - - 10,982,476 - $11,557,912 0.25 -
Tricolor Auto Securitization Trust 2024-3|5.22|06/15/2028, 5.22%, 06/15/28 TAST 2024-3A 89617AAA3 - - 11,500,000 - $11,507,436 0.24 -
Fannie Mae Pool|4.5|06/01/2052, 4.50%, 06/01/52 FN 3140MTMY6 - - 11,549,668 - $11,366,842 0.24 -
RCKT Mortgage Trust 2024-CES1|6.325|02/25/2044, 6.33%, 02/25/44 RCKT 2024-CES1 749424AB3 - - 11,227,733 - $11,304,697 0.24 -
Freddie Mac Pool|6|09/01/2053, 6.00%, 09/01/53 FR 3133CDUZ5 - - 10,802,827 - $11,049,249 0.24 -
Brean Asset Backed Securities Trust 2024-RM8|4.5|05/25/2064, 4.50%, 05/25/64 BABS 2024-RM8 10637YAA3 - - 11,625,495 - $11,045,947 0.23 -
Fannie Mae Pool|4|10/01/2051, 4.00%, 10/01/51 FN 3140XNML5 - - 11,676,028 - $11,040,250 0.23 -
Alterna Funding III LLC|6.26|05/16/2039, 6.26%, 05/16/39 TAX 2024-1A 02157JAA3 - - 10,522,634 - $10,682,500 0.23 -
Freddie Mac Pool|6|11/01/2053, 6.00%, 11/01/53 FR 3133CG2E6 - - 10,137,894 - $10,443,434 0.22 -
Fannie Mae Pool|3.5|06/01/2052, 3.50%, 06/01/52 FN 3140XHL21 - - 11,301,088 - $10,422,865 0.22 -
Fannie Mae Pool|6|03/01/2054, 6.00%, 03/01/54 FN 3140XPGF0 - - 9,456,677 - $10,282,166 0.22 -
Freddie Mac STACR REMIC Trust 2021-HQA4|7.20682|12/25/2041, 7.21%, 12/25/41 STACR 2021-HQA4 35564KNS4 - - 10,089,878 - $10,233,194 0.22 -
ACHM Mortgage Trust 2024-HE1|6.55|05/25/2039, 6.55%, 05/25/39 ACHM 2024-HE1 00449TAA3 - - 10,036,861 - $10,222,996 0.22 -
Fannie Mae Pool|6|09/01/2053, 6.00%, 09/01/53 FN 3140A0A41 - - 9,943,262 - $10,155,266 0.22 -
Connecticut Avenue Securities Trust 2024-R05|6.55682|07/25/2044, 6.56%, 07/25/44 CAS 2024-R05 20754XAC7 - - 10,060,000 - $10,134,853 0.22 -
LHOME Mortgage Trust 2024-RTL3|6.9|05/25/2029, 6.90%, 05/25/29 LHOME 2024-RTL3 50205GAA0 - - 9,960,000 - $10,086,976 0.21 -
Fannie Mae Pool|6|01/01/2053, 6.00%, 01/01/53 FN 3140N9T97 - - 9,849,862 - $10,046,712 0.21 -
Freddie Mac STACR REMIC Trust 2024-HQA1|6.85682|03/25/2044, 6.86%, 03/25/44 STACR 2024-HQA1 M2 35564NCA9 - - 9,880,000 - $9,966,278 0.21 -
Freddie Mac Pool|6|01/01/2053, 6.00%, 01/01/53 FR 3132DPMQ8 - - 9,750,666 - $9,948,673 0.21 -
Fannie Mae REMICS|5.65682|09/25/2052, 5.66%, 09/25/52 FNR 2022-65 3136BPCQ2 - - 9,760,031 - $9,575,209 0.20 -
Fannie Mae Pool|6|05/01/2054, 6.00%, 05/01/54 FN 3140ADPB1 - - 8,909,509 - $9,451,212 0.20 -
Rithm Capital Corp|8|04/01/2029, 8.00%, 04/01/29 RITM 64828TAB8 - - 9,213,000 - $9,321,684 0.20 -
LHOME Mortgage Trust 2024-RTL5|5.751|09/25/2039, 5.75%, 09/25/39 LHOME 2024-RTL5 50205WAB3 - - 9,325,000 - $9,240,319 0.20 -
Freddie Mac Pool|6|04/01/2054, 6.00%, 04/01/54 FR 3132DSYU0 - - 8,529,141 - $8,868,354 0.19 -
Saluda Grade Alternative Mortgage Trust 2023-FIG4|6.718|11/25/2053, 6.72%, 11/25/53 GRADE 2023-FIG4 79581UAA2 - - 8,516,768 - $8,788,962 0.19 -
BAMLL Re-REMIC Trust 2024-FRR2|1.24705|07/27/2050, 1.25%, 07/27/50 BAMLL 2024-FRR2 05493UAE6 - - 10,480,000 - $8,750,110 0.19 -
Mello Mortgage Capital Acceptance|4|04/25/2054, 4.00%, 04/25/54 MELLO 58550DAA1 - - 9,020,508 - $8,743,481 0.19 -
Saluda Grade Alternative Mortgage Trust 2024-RTL4|7.5|02/25/2030, 7.50%, 02/25/30 GRADE 2024-RTL4 79584CAA9 - - 8,577,204 - $8,675,418 0.18 -
US Bank NA|6.789|08/25/2032, 6.79%, 08/25/32 USCLN 2023-1 90357PAV6 - - 8,330,013 - $8,463,210 0.18 -
Saluda Grade Alternative Mortgage Trust 2024-RTL5|7.762|04/25/2030, 7.76%, 04/25/30 GRADE 2024-RTL5 A1 795935AA3 - - 8,254,619 - $8,389,309 0.18 -
Saluda Grade Alternative Mortgage Trust 2023-FIG3|7.067|08/25/2053, 7.07%, 08/25/53 GRADE 79582AAA5 - - 7,977,173 - $8,291,453 0.18 -
Freddie Mac Pool|6|07/01/2054, 6.00%, 07/01/54 FR 3132DTTU4 - - 7,857,813 - $8,164,337 0.17 -
Fannie Mae Pool|6|09/01/2053, 6.00%, 09/01/53 FN 3140A1T23 - - 6,611,675 - $8,104,535 0.17 -
Fannie Mae Pool|5.5|03/01/2053, 5.50%, 03/01/53 FN 3140N9J72 - - 8,101,686 - $8,099,532 0.17 -
Fannie Mae Pool|6|01/01/2053, 6.00%, 01/01/53 FN 3140XKB74 - - 7,925,370 - $8,087,268 0.17 -
Fannie Mae Pool|6|01/01/2053, 6.00%, 01/01/53 FN 3140NA6C2 - - 7,844,181 - $8,009,451 0.17 -
Brex Commercial Charge Card Master Trust|6.05|07/15/2027, 6.05%, 07/15/27 BREX 2024-1 05601DAE3 - - 7,750,000 - $7,852,263 0.17 -
PRPM 2024-RPL1 LLC|4.241534|12/25/2064, 4.24%, 12/25/64 PRPM 2024-RPL1 69380XAB8 - - 8,351,000 - $7,851,388 0.17 -
Freddie Mac Pool|5.5|05/01/2053, 5.50%, 05/01/53 FR 3132DQK70 - - 7,420,897 - $7,715,889 0.16 -
Fannie Mae Pool|6.5|05/01/2053, 6.50%, 05/01/53 FN 3140NGLT5 - - 7,393,829 - $7,664,586 0.16 -
Mission Lane Credit Card Master Trust|7.23|07/17/2028, 7.23%, 07/17/28 MLANE 2023-A 60510MAN8 - - 7,565,000 - $7,642,580 0.16 -
Santander Bank Auto Credit-Linked Notes Series 2023-B|5.933|12/15/2033, 5.93%, 12/15/33 SBCLN 2023-B 80290CCC6 - - 7,536,108 - $7,610,071 0.16 -
Fannie Mae Pool|4.5|12/01/2052, 4.50%, 12/01/52 FN 3140XQNC7 - - 7,923,862 - $7,572,258 0.16 -
Connecticut Avenue Securities Trust 2021-R01|7.95682|10/25/2041, 7.96%, 10/25/41 CAS 2021-R01 20754RAF3 - - 7,320,000 - $7,552,454 0.16 -
Government National Mortgage Association|6.19028|08/20/2053, 6.19%, 08/20/53 GNR 2023-116 38384EFT7 - - 7,327,723 - $7,390,804 0.16 -
RCKT Mortgage Trust 2024-CES8|5.48955|11/25/2044, 5.49%, 11/25/44 RCKT 2024-CES8 749421AA1 - - 7,329,000 - $7,321,677 0.16 -
Santander Bank Auto Credit-Linked Notes Series 2024-A|5.818|06/15/2032, 5.82%, 06/15/32 SBCLN 2024-A 80290CCK8 - - 7,250,000 - $7,318,527 0.16 -
Fannie Mae Pool|5.5|09/01/2053, 5.50%, 09/01/53 FN 3140A1TN7 - - 7,212,038 - $7,225,083 0.15 -
ACHV ABS TRUST 2023-4CP|8.6|11/25/2030, 8.60%, 11/25/30 ACHV 2023-4CP 00092CAD4 - - 7,056,000 - $7,219,429 0.15 -
Freddie Mac Pool|6|07/01/2053, 6.00%, 07/01/53 FR 3132E0GW6 - - 6,964,257 - $7,146,385 0.15 -
Freddie Mac Pool|5.5|06/01/2053, 5.50%, 06/01/53 FR 3133C4KZ6 - - 7,069,701 - $7,130,253 0.15 -
RCKT Mortgage Trust 2023-CES1|6.515|06/25/2043, 6.51%, 06/25/43 RCKT 74935WAA2 - - 6,939,124 - $7,029,563 0.15 -
Connecticut Avenue Securities Trust 2024-R02|5.95682|02/25/2044, 5.96%, 02/25/44 CAS 2024-R02 20754GAA8 - - 6,975,744 - $6,999,685 0.15 -
Fannie Mae Pool|6.5|11/01/2053, 6.50%, 11/01/53 FN 3140A5SH2 - - 6,490,063 - $6,996,855 0.15 -
Fannie Mae Pool|4|09/01/2050, 4.00%, 09/01/50 FN 3140X7ST7 - - 7,377,827 - $6,982,361 0.15 -
Brean Asset Backed Securities Trust 2024-RM9|5|09/25/2064, 5.00%, 09/25/64 BABS 2024-RM9 10638DAA8 - - 7,250,000 - $6,969,149 0.15 -
BAMLL Re-REMIC Trust 2024-FRR3|.65703|01/27/2050, 0.66%, 01/27/50 BAML 054988AE0 - - 8,000,000 - $6,939,463 0.15 -
LHOME Mortgage Trust 2024-RTL4|6.092|07/25/2039, 6.09%, 07/25/39 LHOME 2024-RTL4 50205PAB8 - - 6,870,000 - $6,864,311 0.15 -
Freddie Mac Pool|5|06/01/2053, 5.00%, 06/01/53 FR 3133C4WZ3 - - 6,996,791 - $6,838,667 0.15 -
Freddie Mac Pool|6|12/01/2053, 6.00%, 12/01/53 FR 3133CKZD3 - - 6,557,475 - $6,699,991 0.14 -
Freddie Mac Pool|5.5|09/01/2053, 5.50%, 09/01/53 FR 3133CEP30 - - 6,319,151 - $6,660,575 0.14 -
Fannie Mae Pool|4.5|01/01/2050, 4.50%, 01/01/50 FN 3140XBJZ4 - - 6,686,499 - $6,518,307 0.14 -
Freddie Mac Pool|5.5|06/01/2053, 5.50%, 06/01/53 FR 3133C4W67 - - 6,418,712 - $6,416,471 0.14 -
LHOME Mortgage Trust 2024-RTL1|7.017|01/25/2029, 7.02%, 01/25/29 LHOME 2024-RTL1 50205DAA7 - - 6,341,000 - $6,410,219 0.14 -
Fannie Mae Pool|6.5|11/01/2053, 6.50%, 11/01/53 FN 3140A5T65 - - 5,553,810 - $6,356,771 0.14 -
Fannie Mae Pool|4|10/01/2050, 4.00%, 10/01/50 FN 3140XGXG9 - - 6,612,399 - $6,284,191 0.13 -
Fannie Mae Pool|4|03/01/2050, 4.00%, 03/01/50 FN 3140XFC25 - - 6,513,067 - $6,182,723 0.13 -
Freddie Mac Strips|2.5|01/25/2051, 2.50%, 01/25/51 FHS 375 3133Q5AA4 - - 39,402,488 - $6,163,776 0.13 -
Freddie Mac Pool|4.5|09/01/2051, 4.50%, 09/01/51 FR 3132DP3P1 - - 6,323,187 - $6,130,224 0.13 -
Freddie Mac Pool|6|06/01/2054, 6.00%, 06/01/54 FR 3133WFD20 - - 5,750,585 - $6,073,386 0.13 -
Fannie Mae Pool|6|05/01/2053, 6.00%, 05/01/53 FN 3140NGS68 - - 5,860,767 - $5,963,299 0.13 -
Reach ABS Trust 2024-2|5.88|07/15/2031, 5.88%, 07/15/31 REACH 2024-2A 75525HAA8 - - 5,844,398 - $5,898,897 0.13 -
RCKT Mortgage Trust 2024-CES6|5.546|09/25/2044, 5.55%, 09/25/44 RCKT 2024-CES6 749410AB2 - - 5,918,692 - $5,894,028 0.13 -
Fannie Mae Pool|4|11/01/2047, 4.00%, 11/01/47 FN 3140Q7YC5 - - 6,134,432 - $5,869,338 0.12 -
Freddie Mac Pool|6|11/01/2053, 6.00%, 11/01/53 FR 3133CHEK7 - - 5,669,646 - $5,839,225 0.12 -
Freddie Mac Pool|6|09/01/2053, 6.00%, 09/01/53 FR 3133CEQL9 - - 5,554,529 - $5,812,345 0.12 -
Bayview Opportunity Master Fund VII 2024-CAR1 LLC|6.15682|12/26/2031, 6.16%, 12/26/31 BVCLN 2024-CAR1 07336QAB8 - - 5,790,192 - $5,810,952 0.12 -
Freddie Mac Pool|6|11/01/2053, 6.00%, 11/01/53 FR 3133CG6J1 - - 5,609,587 - $5,780,752 0.12 -
Freddie Mac Strips|2|01/25/2051, 2.00%, 01/25/51 FHS 377 3133Q5E51 - - 43,979,419 - $5,757,006 0.12 -
Freddie Mac Pool|6|11/01/2054, 6.00%, 11/01/54 FR 3133D1CH0 - - 5,672,571 - $5,741,361 0.12 -
Fannie Mae Pool|6.5|10/01/2053, 6.50%, 10/01/53 FN 3140A35K5 - - 5,440,694 - $5,670,124 0.12 -
Fannie Mae Pool|5.5|11/01/2052, 5.50%, 11/01/52 FN 3140N4PD3 - - 5,602,017 - $5,628,820 0.12 -
Fannie Mae Pool|5|06/01/2053, 5.00%, 06/01/53 FN 3140NGL81 - - 5,654,222 - $5,525,457 0.12 -
Freddie Mac Pool|6.5|11/01/2053, 6.50%, 11/01/53 FR 3133CHX91 - - 4,829,899 - $5,446,659 0.12 -
Fannie Mae Pool|6|05/01/2053, 6.00%, 05/01/53 FN 3140NGLS7 - - 5,341,920 - $5,430,117 0.12 -
BX Trust 2021-SDMF|5.50748|09/15/2034, 5.51%, 09/15/34 BX 2021-SDMF 12434CAA2 - - 5,435,823 - $5,417,812 0.12 -
RAM 2024-1 LLC|6.669|02/15/2039, 6.67%, 02/15/39 RAM 2024-1 751313AA5 - - 5,356,311 - $5,409,226 0.12 -
LHOME Mortgage Trust 2024-RTL2|7.128|03/25/2029, 7.13%, 03/25/29 LHOME 50205JAA4 - - 5,293,684 - $5,371,707 0.11 -
Fannie Mae Pool|6.5|01/01/2053, 6.50%, 01/01/53 FN 3140NAYW7 - - 4,295,665 - $5,120,050 0.11 -
Fora Financial Asset Securitization 2024 LLC|6.33|08/15/2029, 6.33%, 08/15/29 FORA 2024-1A 34512PAA2 - - 5,038,000 - $5,104,540 0.11 -
Fannie Mae Pool|5.5|03/01/2053, 5.50%, 03/01/53 FN 3140NAUL5 - - 5,044,885 - $5,099,879 0.11 -
Gracie Point International Funding 2024-1 LLC|7.06841|03/01/2028, 7.07%, 03/01/28 GPIF 2024-1A A 38410KAA7 - - 5,000,000 - $5,087,082 0.11 -
Tricolor Auto Securitization Trust 2024-2|6.36|12/15/2027, 6.36%, 12/15/27 TAST 2024-2A 89616PAA1 - - 5,020,134 - $5,072,467 0.11 -
Fannie Mae Pool|5.5|08/01/2052, 5.50%, 08/01/52 FN 3140MYAQ5 - - 5,025,256 - $5,067,894 0.11 -
Fannie Mae Pool|5.5|11/01/2052, 5.50%, 11/01/52 FN 3140XJTC7 - - 4,850,441 - $4,964,581 0.11 -
Freddie Mac Pool|5.5|03/01/2053, 5.50%, 03/01/53 FR 3133BX5Y3 - - 4,882,032 - $4,923,908 0.10 -
Freddie Mac Pool|4|07/01/2049, 4.00%, 07/01/49 FR 3133KGGH5 - - 5,222,881 - $4,914,497 0.10 -
ABL 2024-RTL1|7.457|09/25/2029, 7.46%, 09/25/29 ABL 2024-RTL1 00092EAB4 - - 4,840,000 - $4,849,020 0.10 -
Rain City Mortgage Trust 2024-RTL1|6.53|11/25/2029, 6.53%, 11/25/29 RCITY 2024-RTL1 75079KAA1 - - 4,800,000 - $4,804,782 0.10 -
SREIT Trust 2021-MFP|5.99824|11/15/2038, 6.00%, 11/15/38 SREIT 2021-MFP 78472UAC2 - - 4,784,314 - $4,784,017 0.10 -
Fannie Mae Pool|5.5|03/01/2053, 5.50%, 03/01/53 FN 3140N9J49 - - 4,682,972 - $4,677,232 0.10 -
Fannie Mae Pool|6|04/01/2053, 6.00%, 04/01/53 FN 3140NDHS9 - - 4,528,411 - $4,618,716 0.10 -
Fannie Mae Pool|3.5|02/01/2052, 3.50%, 02/01/52 FN 3140QNGR7 - - 4,975,624 - $4,605,572 0.10 -
Fannie Mae Pool|5.5|03/01/2053, 5.50%, 03/01/53 FN 3140NELG8 - - 4,528,591 - $4,567,827 0.10 -
Ally Bank Auto Credit-Linked Notes Series 2024-A|6.022|05/17/2032, 6.02%, 05/17/32 ABCLN 2024-A 02007GZ63 - - 4,422,371 - $4,479,411 0.10 -
Fannie Mae REMICS|3.5|01/25/2061, 3.50%, 01/25/61 FNR 2020-98 3136BDLE6 - - 20,424,266 - $4,471,762 0.10 -
Freddie Mac Pool|5.5|01/01/2053, 5.50%, 01/01/53 FR 3133BVCR4 - - 4,378,394 - $4,456,386 0.09 -
Fannie Mae Pool|6|05/01/2053, 6.00%, 05/01/53 FN 3140NGLR9 - - 4,277,572 - $4,343,939 0.09 -
FHF Issuer Trust 2024-1|5.69|02/15/2030, 5.69%, 02/15/30 FHF 2024-1A 31568AAB2 - - 4,252,659 - $4,308,122 0.09 -
Freddie Mac Pool|5.5|09/01/2053, 5.50%, 09/01/53 FR 3133CC4K9 - - 4,262,412 - $4,306,208 0.09 -
Fannie Mae Pool|6.5|09/01/2053, 6.50%, 09/01/53 FN 3140A0BE8 - - 3,784,728 - $4,298,215 0.09 -
Fannie Mae Pool|6|06/01/2053, 6.00%, 06/01/53 FN 3140NGL99 - - 3,706,172 - $4,288,368 0.09 -
Fannie Mae Pool|5.5|03/01/2053, 5.50%, 03/01/53 FN 3140NEPG4 - - 4,235,919 - $4,244,199 0.09 -
Fannie Mae Pool|4|11/01/2049, 4.00%, 11/01/49 FN 3140XHLR6 - - 4,454,941 - $4,226,915 0.09 -
Fannie Mae Pool|3.5|04/01/2052, 3.50%, 04/01/52 FN 3140XHCF2 - - 4,582,707 - $4,201,934 0.09 -
Fannie Mae Pool|5.5|05/01/2053, 5.50%, 05/01/53 FN 3140NGLP3 - - 4,179,076 - $4,177,351 0.09 -
Reach Abs Trust 2024-1|6.3|02/18/2031, 6.30%, 02/18/31 REACH 2024-1A 75526PAA9 - - 4,122,271 - $4,172,417 0.09 -
Freddie Mac Pool|5|05/01/2053, 5.00%, 05/01/53 FR 3133C2Y85 - - 4,251,926 - $4,154,829 0.09 -
Upstart Securitization Trust 2021-1|4.06|03/20/2031, 4.06%, 03/20/31 UPST 2021-1 91681NAC8 - - 4,085,630 - $4,076,801 0.09 -
JP Morgan Mortgage Trust Series 2024-CES1|6.019|06/25/2054, 6.02%, 06/25/54 JPMMT 2024-CES1 46658CAB7 - - 3,995,237 - $4,026,240 0.09 -
Fannie Mae Pool|4.5|10/01/2050, 4.50%, 10/01/50 FN 3140XJAP8 - - 4,116,509 - $4,000,873 0.09 -
Freddie Mac Pool|6|12/01/2053, 6.00%, 12/01/53 FR 3133CLL61 - - 3,841,525 - $3,909,586 0.08 -
ACHV ABS TRUST 2024-1PL|6.34|04/25/2031, 6.34%, 04/25/31 ACHV 2024-1PL 00092BAB0 - - 3,847,292 - $3,899,773 0.08 -
Arivo Acceptance Auto Loan Receivables Trust 2024-1|6.46|04/17/2028, 6.46%, 04/17/28 ARIVO 2024-1A 039943AA3 - - 3,825,162 - $3,878,609 0.08 -
Freddie Mac Pool|4.5|12/01/2048, 4.50%, 12/01/48 FR 3132DNSD6 - - 3,966,937 - $3,842,491 0.08 -
Fannie Mae Pool|4|01/01/2051, 4.00%, 01/01/51 FN 3140XAY55 - - 4,057,321 - $3,842,263 0.08 -
Fannie Mae Pool|5.5|02/01/2053, 5.50%, 02/01/53 FN 3140N9KD7 - - 3,808,875 - $3,807,551 0.08 -
Fannie Mae Pool|5.5|03/01/2053, 5.50%, 03/01/53 FN 3140NDU21 - - 3,766,518 - $3,804,043 0.08 -
Connecticut Avenue Securities Trust 2021-R01|6.40682|10/25/2041, 6.41%, 10/25/41 CAS 2021-R01 20754RAB2 - - 3,771,108 - $3,793,458 0.08 -
Fannie Mae Pool|4|09/01/2049, 4.00%, 09/01/49 FN 3140X4WA0 - - 3,972,721 - $3,753,698 0.08 -
AMCR ABS Trust 2023-1|7.66|01/21/2031, 7.66%, 01/21/31 AMCR 2023-1A 00178CAA7 - - 3,702,769 - $3,735,992 0.08 -
Finance Of America Structured Securities Trust Series 2024-S1|3.5|02/25/2074, 3.50%, 02/25/74 FASST 2024-S1 31740RAB6 - - 3,879,365 - $3,684,813 0.08 -
Imperial Fund Mortgage Trust 2023-NQM1|5.941|02/25/2068, 5.94%, 02/25/68 IMPRL 2023-NQM1 45290BAA7 - - 3,642,296 - $3,656,391 0.08 -
Angel Oak Mortgage Trust 2024-5|4.95|07/25/2068, 4.95%, 07/25/68 AOMT 2024-5 03465YAC1 - - 3,726,560 - $3,642,661 0.08 -
ABL 2024-RTL1|6.075|09/25/2029, 6.08%, 09/25/29 ABL 2024-RTL1 00092EAA6 - - 3,629,000 - $3,614,940 0.08 -
Freddie Mac Pool|5.5|09/01/2053, 5.50%, 09/01/53 FR 3133CDHV9 - - 3,575,189 - $3,613,236 0.08 -
FIGRE Trust 2023-HE2|5.252|09/25/2054, 5.25%, 09/25/54 FIGRE 2024-HE4 31684UAB7 - - 3,649,253 - $3,588,761 0.08 -
Freddie Mac Pool|6|03/01/2053, 6.00%, 03/01/53 FR 3133C1P87 - - 3,509,734 - $3,580,478 0.08 -
Freddie Mac Pool|5.5|07/01/2052, 5.50%, 07/01/52 FR 3133BGDH8 - - 3,476,325 - $3,505,426 0.07 -
Freddie Mac Pool|5.5|12/01/2053, 5.50%, 12/01/53 FR 3133CJWA5 - - 3,473,374 - $3,504,871 0.07 -
Fannie Mae Pool|4|05/01/2050, 4.00%, 05/01/50 FN 31418DPL0 - - 3,707,527 - $3,484,657 0.07 -
Angel Oak Mortgage Trust 2024-5|4.95|07/25/2068, 4.95%, 07/25/68 AOMT 2024-5 03465YAB3 - - 3,549,555 - $3,480,003 0.07 -
ACHV ABS TRUST 2024-1PL|6.42|04/25/2031, 6.42%, 04/25/31 ACHV 2024-1PL 00092BAC8 - - 3,451,345 - $3,477,947 0.07 -
Freddie Mac Pool|5.5|05/01/2053, 5.50%, 05/01/53 FR 3133C2ZA9 - - 3,476,232 - $3,473,862 0.07 -
Freddie Mac Pool|5.5|01/01/2053, 5.50%, 01/01/53 FR 3133BVVB8 - - 3,425,743 - $3,469,283 0.07 -
US Auto Funding 2021-1|2.2|05/15/2026, 2.20%, 05/15/26 USAUT 2021-1A 90355EAC5 - - 3,515,032 - $3,444,704 0.07 -
Fannie Mae Pool|5.5|06/01/2053, 5.50%, 06/01/53 FN 3140NGME7 - - 3,426,468 - $3,443,897 0.07 -
Fannie Mae Pool|4|06/01/2050, 4.00%, 06/01/50 FN 31418DQJ4 - - 3,619,011 - $3,432,530 0.07 -
Freddie Mac Pool|5.5|05/01/2053, 5.50%, 05/01/53 FR 3132DQGE0 - - 3,327,232 - $3,402,053 0.07 -
Freddie Mac Pool|6.5|05/01/2053, 6.50%, 05/01/53 FR 3133C2ZC5 - - 3,262,607 - $3,381,702 0.07 -
Freddie Mac Pool|6.5|12/01/2053, 6.50%, 12/01/53 FR 3133CKYJ1 - - 2,626,635 - $3,359,528 0.07 -
Fannie Mae Pool|3|04/01/2052, 3.00%, 04/01/52 FN 3140MJ6R1 - - 3,782,817 - $3,338,323 0.07 -
Freddie Mac Pool|4|06/01/2050, 4.00%, 06/01/50 FR 3132DNGU1 - - 3,505,621 - $3,336,676 0.07 -
BX Trust 2021-BXMF|6.10975|10/15/2026, 6.11%, 10/15/26 BX 2021-BXMF 05609RAJ3 - - 3,337,147 - $3,321,514 0.07 -
Fannie Mae Pool|6|03/01/2053, 6.00%, 03/01/53 FN 3140NDRF6 - - 3,264,256 - $3,319,914 0.07 -
Blue Bridge Funding 2023-1 LLC|7.37|11/15/2030, 7.37%, 11/15/30 BBEF 2023-1A 09531MAA8 - - 3,231,515 - $3,289,168 0.07 -
Santander Bank Auto Credit-Linked Notes Series 2024-A|5.622|06/15/2032, 5.62%, 06/15/32 SBCLN 2024-A 80290CCJ1 - - 3,250,000 - $3,282,379 0.07 -
Santander Bank Auto Credit-Linked Notes Series 2023-B|5.64|12/15/2033, 5.64%, 12/15/33 SBCLN 2023-B 80290CCB8 - - 3,247,522 - $3,280,697 0.07 -
FIGRE Trust 2024-HE3|6.229|07/25/2054, 6.23%, 07/25/54 FIGRE 2024-HE3 31684GAC6 - - 3,268,432 - $3,265,673 0.07 -
Fannie Mae Pool|6|01/01/2053, 6.00%, 01/01/53 FN 3140N7TE0 - - 3,187,012 - $3,250,758 0.07 -
Fannie Mae Pool|5|03/01/2053, 5.00%, 03/01/53 FN 3140N9J64 - - 3,308,128 - $3,231,780 0.07 -
Connecticut Avenue Securities Trust 2024-R02|6.65682|02/25/2044, 6.66%, 02/25/44 CAS 2024-R02 20754GAE0 - - 3,168,862 - $3,197,135 0.07 -
Fannie Mae Pool|5.5|04/01/2053, 5.50%, 04/01/53 FN 3140N9LF1 - - 2,677,690 - $3,193,690 0.07 -
Verus Securitization Trust 2024-7|5.095|09/25/2069, 5.09%, 09/25/69 VERUS 2024-7 924925AA8 - - 3,228,082 - $3,191,716 0.07 -
Connecticut Avenue Securities Trust 2024-R01|6.65682|01/25/2044, 6.66%, 01/25/44 CAS 2024-R01 20753UAB6 - - 3,140,000 - $3,177,728 0.07 -
Chase Mortgage Finance Corp|6.05682|02/25/2050, 6.06%, 02/25/50 CHASE 2021-CL1 46591HBX7 - - 3,235,054 - $3,172,222 0.07 -
Fannie Mae Pool|4|03/01/2050, 4.00%, 03/01/50 FN 3140X8S24 - - 3,347,901 - $3,165,094 0.07 -
Freddie Mac Pool|5.5|05/01/2053, 5.50%, 05/01/53 FR 3133C2ZG6 - - 3,100,700 - $3,134,242 0.07 -
Fannie Mae Pool|3.5|04/01/2052, 3.50%, 04/01/52 FN 3140MJ7F6 - - 3,391,262 - $3,130,339 0.07 -
Freddie Mac Pool|6|04/01/2054, 6.00%, 04/01/54 FR 3133WBM37 - - 3,062,291 - $3,119,847 0.07 -
Fannie Mae Pool|3.5|05/01/2052, 3.50%, 05/01/52 FN 3140MNP67 - - 3,397,100 - $3,093,926 0.07 -
Fannie Mae Pool|6|06/01/2053, 6.00%, 06/01/53 FN 3140NGMF4 - - 3,023,248 - $3,075,609 0.07 -
Gracie Point International Funding 2024-1 LLC|7.46841|03/01/2028, 7.47%, 03/01/28 GPIF 2024-1A 38410KAB5 - - 3,007,000 - $3,061,765 0.07 -
Saluda Grade Alternative Mortgage Trust 2024-FIG5|6.603|04/25/2054, 6.60%, 04/25/54 GRADE 2024-FIG5 79582MAB7 - - 3,027,877 - $3,048,780 0.06 -
Freddie Mac Pool|5.5|08/01/2052, 5.50%, 08/01/52 FR 3133BJP30 - - 3,021,072 - $3,044,764 0.06 -
BAMLL Re-REMIC Trust 2024-FRR2|1.24705|07/27/2050, 1.25%, 07/27/50 BAMLL 2024-FRR2 05493UAG1 - - 3,900,000 - $3,028,846 0.06 -
Fannie Mae Pool|6|02/01/2053, 6.00%, 02/01/53 FN 3140NBWR8 - - 2,921,477 - $2,976,409 0.06 -
Freddie Mac Pool|5.5|04/01/2053, 5.50%, 04/01/53 FR 3133C1WC0 - - 2,926,667 - $2,925,297 0.06 -
Freddie Mac Pool|5.5|09/01/2052, 5.50%, 09/01/52 FR 3133BMRH0 - - 2,863,650 - $2,887,004 0.06 -
Fannie Mae Pool|3.5|04/01/2052, 3.50%, 04/01/52 FN 3140MJ7G4 - - 3,105,299 - $2,867,190 0.06 -
Freddie Mac Gold Pool|4|08/01/2048, 4.00%, 08/01/48 FG 3132Y1W79 - - 2,976,188 - $2,830,636 0.06 -
Bayview Opportunity Master Fund VII 2024-CAR1 LLC|6.35682|12/26/2031, 6.36%, 12/26/31 BVCLN 2024-CAR1 07336QAC6 - - 2,817,894 - $2,828,325 0.06 -
Fannie Mae Pool|6|03/01/2053, 6.00%, 03/01/53 FN 3140NHAF5 - - 2,730,581 - $2,785,797 0.06 -
New Residential Mortgage Loan Trust 2024-RTL1|7.101|03/25/2039, 7.10%, 03/25/39 NRMLT 2024-RTL1 64831PAB1 - - 2,750,000 - $2,782,065 0.06 -
Freddie Mac Pool|5.5|04/01/2053, 5.50%, 04/01/53 FR 3133C0M41 - - 2,781,373 - $2,780,149 0.06 -
BX Trust 2021-BXMF|8.267993|10/15/2026, 8.27%, 10/15/26 BX 2021-BXMF 05609RAS3 - - 2,807,890 - $2,775,288 0.06 -
Government National Mortgage Association|0|05/16/2041, 0.00%, 05/16/41 GNR 2017-163 38380KNA9 - - 3,720,125 - $2,748,565 0.06 -
Fannie Mae Pool|6|06/01/2053, 6.00%, 06/01/53 FN 3140NGND8 - - 2,701,789 - $2,746,743 0.06 -
PRPM 2024-RCF2 LLC|3.75|03/25/2054, 3.75%, 03/25/54 PRPM 2024-RCF2 693987AA7 - - 2,837,084 - $2,744,351 0.06 -
Freddie Mac Pool|5.5|06/01/2053, 5.50%, 06/01/53 FR 3133C4ZB3 - - 2,737,320 - $2,735,656 0.06 -
Freddie Mac Pool|5|05/01/2053, 5.00%, 05/01/53 FR 3133C2DM7 - - 2,794,557 - $2,729,867 0.06 -
Fannie Mae Pool|5|05/01/2053, 5.00%, 05/01/53 FN 3140NGLL2 - - 2,784,160 - $2,719,536 0.06 -
Fannie Mae Pool|5.5|10/01/2053, 5.50%, 10/01/53 FN 3140A1VD6 - - 2,696,619 - $2,702,301 0.06 -
Extended Stay America Trust 2021-ESH|7.16848|07/15/2038, 7.17%, 07/15/38 ESA 2021-ESH 30227FAJ9 - - 2,666,571 - $2,688,013 0.06 -
Fannie Mae Pool|6|10/01/2053, 6.00%, 10/01/53 FN 3140A34Y6 - - 2,621,878 - $2,679,594 0.06 -
Freddie Mac STACR REMIC Trust 2024-DNA1|6.80682|02/25/2044, 6.81%, 02/25/44 STACR 2024-DNA1 35564NBA0 - - 2,617,368 - $2,658,813 0.06 -
Fannie Mae Pool|3.5|07/01/2052, 3.50%, 07/01/52 FN 3140QPQ67 - - 2,886,365 - $2,657,512 0.06 -
Fannie Mae Pool|5.5|04/01/2053, 5.50%, 04/01/53 FN 3140N9LT1 - - 2,640,588 - $2,639,409 0.06 -
Freddie Mac Pool|5.5|03/01/2053, 5.50%, 03/01/53 FR 3133BXJV4 - - 2,608,202 - $2,635,967 0.06 -
MHC Commercial Mortgage Trust 2021-MHC|5.719442|04/15/2038, 5.72%, 04/15/38 MHC 2021-MHC 55316VAA2 - - 2,623,867 - $2,631,369 0.06 -
FIGRE Trust 2024-HE1|6.506|03/25/2054, 6.51%, 03/25/54 FIGRE 2024-HE1 31684HAB6 - - 2,614,721 - $2,621,305 0.06 -
Foundation Finance Trust 2023-2|6.53|06/15/2049, 6.53%, 06/15/49 FFIN 2023-2A 35042RAA4 - - 2,521,510 - $2,602,512 0.06 -
Fannie Mae Pool|6.5|05/01/2053, 6.50%, 05/01/53 FN 3140NGLU2 - - 2,495,388 - $2,585,429 0.05 -
Freddie Mac Pool|5.5|06/01/2053, 5.50%, 06/01/53 FR 3133C4W42 - - 2,588,347 - $2,585,420 0.05 -
Freddie Mac Pool|3|06/01/2052, 3.00%, 06/01/52 FR 3132DQ4G8 - - 2,955,769 - $2,572,378 0.05 -
Ally Bank Auto Credit-Linked Notes Series 2024-A|6.315|05/17/2032, 6.31%, 05/17/32 ABCLN 2024-A 02007GZ71 - - 2,527,069 - $2,566,841 0.05 -
Freddie Mac Pool|5.5|03/01/2053, 5.50%, 03/01/53 FR 3133BWYR8 - - 2,536,236 - $2,535,840 0.05 -
Freddie Mac Pool|5.5|04/01/2053, 5.50%, 04/01/53 FR 3133C1V98 - - 2,474,433 - $2,473,304 0.05 -
Fannie Mae Pool|6|04/01/2053, 6.00%, 04/01/53 FN 3140N9LU8 - - 2,425,469 - $2,465,421 0.05 -
Fannie Mae Pool|6.5|08/01/2053, 6.50%, 08/01/53 FN 3140NRPT7 - - 2,367,640 - $2,460,031 0.05 -
Freddie Mac Pool|6|06/01/2053, 6.00%, 06/01/53 FR 3133C4W75 - - 2,385,388 - $2,424,634 0.05 -
Freddie Mac Pool|5|05/01/2053, 5.00%, 05/01/53 FR 3133C2KM9 - - 2,467,118 - $2,410,136 0.05 -
Fannie Mae Pool|5.5|09/01/2053, 5.50%, 09/01/53 FN 3140NNSB2 - - 2,366,478 - $2,389,670 0.05 -
Freddie Mac Pool|5|05/01/2053, 5.00%, 05/01/53 FR 3133C2KK3 - - 2,367,056 - $2,327,228 0.05 -
JPMorgan Chase Bank NA - CHASE|7.35207|10/25/2057, 7.35%, 10/25/57 CHASE 2020-CL1 46591HAH3 - - 2,251,796 - $2,308,500 0.05 -
Fannie Mae Pool|4|04/01/2052, 4.00%, 04/01/52 FN 3140XGZE2 - - 2,393,457 - $2,280,121 0.05 -
Fannie Mae Pool|4|10/01/2051, 4.00%, 10/01/51 FN 3140XJKP7 - - 2,394,612 - $2,265,027 0.05 -
Freddie Mac Pool|5.5|05/01/2053, 5.50%, 05/01/53 FR 3133C2KS6 - - 2,263,826 - $2,263,755 0.05 -
Freddie Mac Pool|3.5|04/01/2052, 3.50%, 04/01/52 FR 3133BAFM8 - - 2,407,482 - $2,241,447 0.05 -
Fannie Mae Pool|4.5|10/01/2050, 4.50%, 10/01/50 FN 3140QFWK1 - - 2,301,614 - $2,228,825 0.05 -
Freddie Mac Pool|5.5|04/01/2053, 5.50%, 04/01/53 FR 3133C04C3 - - 1,731,937 - $2,219,260 0.05 -
Freddie Mac Pool|3.5|04/01/2052, 3.50%, 04/01/52 FR 3133B9MB7 - - 2,346,775 - $2,188,863 0.05 -
PRPM 2021-RPL2 LLC|2.485|10/25/2051, 2.48%, 10/25/51 PRPM 2021-RPL2 69357QAC0 - - 2,600,000 - $2,179,722 0.05 -
Fannie Mae Pool|6|02/01/2053, 6.00%, 02/01/53 FN 3140NCRF8 - - 2,129,479 - $2,170,366 0.05 -
Fannie Mae Pool|5.5|05/01/2053, 5.50%, 05/01/53 FN 3140NGLN8 - - 1,844,576 - $2,128,070 0.05 -
A&D Mortgage Trust 2023-NQM2|6.132|05/25/2068, 6.13%, 05/25/68 ADMT 2023-NQM2 00002DAA7 - - 2,105,716 - $2,119,975 0.05 -
Freddie Mac Strips|2|01/25/2051, 2.00%, 01/25/51 FHS 377 3133Q5E85 - - 15,542,126 - $2,118,717 0.05 -
Freddie Mac Pool|6.5|05/01/2053, 6.50%, 05/01/53 FR 3133C2ZD3 - - 2,019,048 - $2,091,789 0.04 -
Fannie Mae Pool|3|05/01/2050, 3.00%, 05/01/50 FN 3140K8U25 - - 2,361,519 - $2,087,297 0.04 -
Fannie Mae Pool|5.5|05/01/2053, 5.50%, 05/01/53 FN 3140N9MD5 - - 2,044,836 - $2,044,310 0.04 -
Fannie Mae Pool|6|04/01/2053, 6.00%, 04/01/53 FN 3140N9MA1 - - 2,003,731 - $2,036,721 0.04 -
GRACIE POINT INTERNATIONAL FUNDING 2023-2|7.61851|03/01/2027, 7.62%, 03/01/27 GPIF 2023-2A 38410JAA0 - - 1,993,500 - $2,032,414 0.04 -
Freddie Mac Pool|5|06/01/2053, 5.00%, 06/01/53 FR 3133C4J54 - - 2,066,391 - $2,025,397 0.04 -
Freddie Mac Pool|6|05/01/2053, 6.00%, 05/01/53 FR 3133C2G51 - - 1,989,847 - $2,022,813 0.04 -
Freddie Mac Pool|4|12/01/2048, 4.00%, 12/01/48 FR 3133USG21 - - 2,145,310 - $2,021,471 0.04 -
NRZ Excess Spread-Collateralized Notes|3.104|07/25/2026, 3.10%, 07/25/26 NZES 2021-FHT1 62955MAB2 - - 2,113,337 - $2,018,810 0.04 -
Chase Mortgage Finance Corp|6.40682|02/25/2050, 6.41%, 02/25/50 CHASE 2021-CL1 46591HBZ2 - - 2,109,794 - $2,003,996 0.04 -
Freddie Mac Pool|4|03/01/2050, 4.00%, 03/01/50 FR 3132DNWL3 - - 2,104,445 - $1,991,626 0.04 -
Freddie Mac Pool|6.5|06/01/2053, 6.50%, 06/01/53 FR 3133C4J62 - - 1,334,012 - $1,985,100 0.04 -
Freddie Mac Pool|5.5|06/01/2053, 5.50%, 06/01/53 FR 3133C4AS3 - - 1,975,285 - $1,976,550 0.04 -
Freddie Mac Pool|5|05/01/2053, 5.00%, 05/01/53 FR 3133C2G44 - - 2,009,376 - $1,963,407 0.04 -
BX Commercial Mortgage Trust 2021-21M|5.64848|10/15/2036, 5.65%, 10/15/36 BX 2021-21M 05609CAA5 - - 1,957,252 - $1,953,281 0.04 -
Freddie Mac Pool|6|03/01/2053, 6.00%, 03/01/53 FR 3133BXDH1 - - 1,915,569 - $1,952,948 0.04 -
Tricolor Auto Securitization Trust 2024-1|6.61|10/15/2027, 6.61%, 10/15/27 TAST 2024-1A 89616LAA0 - - 1,899,565 - $1,925,722 0.04 -
Fannie Mae Pool|4.5|07/01/2052, 4.50%, 07/01/52 FN 3140MSCJ2 - - 2,011,543 - $1,925,364 0.04 -
Fannie Mae Pool|5.5|03/01/2053, 5.50%, 03/01/53 FN 3140NC6J3 - - 1,898,676 - $1,914,872 0.04 -
Lendbuzz Securitization Trust 2023-2|7.09|10/16/2028, 7.09%, 10/16/28 LBZZ 2023-2A 52608MAB4 - - 1,863,996 - $1,899,978 0.04 -
Fannie Mae Pool|4|11/01/2048, 4.00%, 11/01/48 FN 31418C4F8 - - 1,989,490 - $1,886,370 0.04 -
FIGRE Trust 2023-HE3|6.436|11/25/2053, 6.44%, 11/25/53 FIGRE 2023-HE3 31684CAA9 - - 1,845,767 - $1,861,227 0.04 -
Chase Mortgage Finance Corp|6.20682|02/25/2050, 6.21%, 02/25/50 CHASE 2021-CL1 46591HBY5 - - 1,900,594 - $1,856,997 0.04 -
Freddie Mac Pool|3.5|04/01/2052, 3.50%, 04/01/52 FR 3132DNBL6 - - 2,027,196 - $1,851,101 0.04 -
Fannie Mae Pool|4|08/01/2050, 4.00%, 08/01/50 FN 3140X8UA3 - - 1,967,245 - $1,846,873 0.04 -
BHG Securitization Trust 2021-B|.9|10/17/2034, 0.90%, 10/17/34 BHG 2021-B 08862BAA3 - - 1,834,903 - $1,825,509 0.04 -
Fannie Mae Pool|3.5|09/01/2049, 3.50%, 09/01/49 FN 3140X5SG9 - - 1,972,587 - $1,813,799 0.04 -
Fannie Mae Pool|3.5|01/01/2052, 3.50%, 01/01/52 FN 3140QM6T6 - - 1,965,352 - $1,805,945 0.04 -
Fannie Mae Pool|6.5|06/01/2053, 6.50%, 06/01/53 FN 3140NGMK3 - - 1,751,927 - $1,805,527 0.04 -
Freddie Mac Pool|5.5|05/01/2053, 5.50%, 05/01/53 FR 3133C14P2 - - 1,793,629 - $1,792,701 0.04 -
Prosper Marketplace Issuance Trust Series 2024-1|6.12|08/15/2029, 6.12%, 08/15/29 PMIT 2024-1A 74363CAA7 - - 1,774,897 - $1,788,738 0.04 -
Freddie Mac Pool|5.5|10/01/2053, 5.50%, 10/01/53 FR 3133CFVA4 - - 1,784,334 - $1,787,564 0.04 -
Freddie Mac Pool|4|08/01/2050, 4.00%, 08/01/50 FR 3132E05R9 - - 1,881,780 - $1,776,604 0.04 -
Fannie Mae Pool|6|04/01/2053, 6.00%, 04/01/53 FN 3140N9LG9 - - 1,730,970 - $1,759,462 0.04 -
Freddie Mac Pool|3|08/01/2049, 3.00%, 08/01/49 FR 31334YHQ3 - - 1,981,208 - $1,749,071 0.04 -
Freddie Mac Pool|5.5|03/01/2053, 5.50%, 03/01/53 FR 3133BW6H1 - - 1,748,918 - $1,748,880 0.04 -
Freddie Mac Pool|5.5|04/01/2053, 5.50%, 04/01/53 FR 3133C0D25 - - 1,745,037 - $1,745,723 0.04 -
Fannie Mae Pool|5.5|05/01/2054, 5.50%, 05/01/54 FN 3140ACME0 - - 1,708,470 - $1,721,016 0.04 -
Freddie Mac Pool|5|06/01/2053, 5.00%, 06/01/53 FR 3133C4W34 - - 1,740,401 - $1,703,524 0.04 -
PRPM 2021-RPL2 LLC|2.237|10/25/2051, 2.24%, 10/25/51 PRPM 2021-RPL2 69357QAB2 - - 2,000,000 - $1,689,987 0.04 -
Freddie Mac Pool|6|05/01/2053, 6.00%, 05/01/53 FR 3133C4AT1 - - 1,651,999 - $1,680,706 0.04 -
Towd Point Mortgage Trust 2024-CES1|6.049|01/25/2064, 6.05%, 01/25/64 TPMT 2024-CES1 89183CAB1 - - 1,629,866 - $1,633,797 0.03 -
Freddie Mac Pool|6.5|06/01/2053, 6.50%, 06/01/53 FR 3133C4ZD9 - - 1,563,091 - $1,619,959 0.03 -
Freddie Mac Gold Pool|4|09/01/2048, 4.00%, 09/01/48 FG 3132Y2M37 - - 1,706,330 - $1,608,661 0.03 -
Fannie Mae Pool|4|07/01/2048, 4.00%, 07/01/48 FN 31418CYM0 - - 1,685,056 - $1,597,045 0.03 -
Freddie Mac Pool|5.5|04/01/2053, 5.50%, 04/01/53 FR 3133BX6X4 - - 1,595,827 - $1,595,118 0.03 -
Fannie Mae Pool|6.5|05/01/2053, 6.50%, 05/01/53 FN 3140NGLH1 - - 1,535,858 - $1,581,031 0.03 -
Fannie Mae Pool|4|04/01/2050, 4.00%, 04/01/50 FN 3140QDFP4 - - 1,646,284 - $1,545,459 0.03 -
Fannie Mae Pool|4.5|06/01/2048, 4.50%, 06/01/48 FN 3140Q9ED1 - - 1,548,508 - $1,500,202 0.03 -
Freddie Mac STACR REMIC Trust 2021-DNA5|6.50682|01/25/2034, 6.51%, 01/25/34 STACR 2021-DNA5 35564KHE2 - - 1,484,157 - $1,499,060 0.03 -
Fannie Mae Pool|5.5|03/01/2053, 5.50%, 03/01/53 FN 3140NCWW5 - - 1,485,051 - $1,498,585 0.03 -
Fannie Mae Pool|5|05/01/2053, 5.00%, 05/01/53 FN 3140N9MH6 - - 1,529,758 - $1,494,279 0.03 -
Santander Drive Auto Receivables Trust 2021-1|1.13|11/16/2026, 1.13%, 11/16/26 SDART 2021-1 80286NAG1 - - 1,501,545 - $1,491,660 0.03 -
Connecticut Avenue Securities Trust 2021-R03|5.70682|12/25/2041, 5.71%, 12/25/41 CAS 2021-R03 20754AAA1 - - 1,482,219 - $1,485,208 0.03 -
Connecticut Avenue Securities Trust 2022-R01|5.85682|12/25/2041, 5.86%, 12/25/41 CAS 2022-R01 20754LAA7 - - 1,478,083 - $1,482,209 0.03 -
Fannie Mae Pool|5.5|06/01/2053, 5.50%, 06/01/53 FN 3140NGMJ6 - - 1,451,198 - $1,449,101 0.03 -
Angel Oak Mortgage Trust 2024-3|4.8|11/26/2068, 4.80%, 11/26/68 AOMT 2024-3 03466HAB9 - - 1,480,718 - $1,446,827 0.03 -
Freddie Mac Pool|5.5|06/01/2053, 5.50%, 06/01/53 FR 3133C4CR3 - - 1,445,787 - $1,445,114 0.03 -
Fannie Mae Pool|5.5|01/01/2053, 5.50%, 01/01/53 FN 3140LW5M5 - - 1,417,470 - $1,436,180 0.03 -
Freddie Mac Pool|5.5|11/01/2052, 5.50%, 11/01/52 FR 3133BPZ27 - - 1,409,121 - $1,424,473 0.03 -
Freddie Mac Pool|5.5|05/01/2053, 5.50%, 05/01/53 FR 3133C2FP8 - - 1,416,203 - $1,415,444 0.03 -
Fannie Mae Pool|6|12/01/2052, 6.00%, 12/01/52 FN 3140N4EC7 - - 1,373,157 - $1,400,498 0.03 -
Fannie Mae Pool|5.5|05/01/2053, 5.50%, 05/01/53 FN 3140NJDA9 - - 1,387,333 - $1,399,737 0.03 -
Santander Bank Auto Credit-Linked Notes Series 2022-A|5.281|05/15/2032, 5.28%, 05/15/32 SBCLN 2022-A 80290CAS3 - - 1,381,962 - $1,387,552 0.03 -
Fannie Mae Pool|3|03/01/2046, 3.00%, 03/01/46 FN 3138WGR97 - - 1,512,905 - $1,336,929 0.03 -
Fannie Mae Pool|4|10/01/2047, 4.00%, 10/01/47 FN 31418CQB3 - - 1,392,592 - $1,318,468 0.03 -
Freddie Mac Pool|3|03/01/2052, 3.00%, 03/01/52 FR 3133B7FX1 - - 1,502,578 - $1,316,025 0.03 -
Freddie Mac Pool|5.5|05/01/2053, 5.50%, 05/01/53 FR 3133C2ZB7 - - 1,313,354 - $1,312,664 0.03 -
Freddie Mac Pool|5.5|07/01/2053, 5.50%, 07/01/53 FR 3133C7WH6 - - 1,275,601 - $1,297,626 0.03 -
Fannie Mae Pool|4.5|12/01/2050, 4.50%, 12/01/50 FN 3140XBSP6 - - 1,341,398 - $1,296,461 0.03 -
Freddie Mac Pool|5|06/01/2053, 5.00%, 06/01/53 FR 3133C4AR5 - - 1,318,656 - $1,292,854 0.03 -
Fannie Mae Pool|5|05/01/2048, 5.00%, 05/01/48 FN 3140HBFX1 - - 1,300,504 - $1,292,663 0.03 -
Freddie Mac Pool|4|07/01/2049, 4.00%, 07/01/49 FR 3132DV3L7 - - 1,365,484 - $1,290,599 0.03 -
Fannie Mae Pool|4|03/01/2050, 4.00%, 03/01/50 FN 3140XDEL6 - - 1,355,236 - $1,288,162 0.03 -
Freddie Mac Pool|5|04/01/2053, 5.00%, 04/01/53 FR 3133C04B5 - - 1,307,956 - $1,279,517 0.03 -
Fannie Mae Pool|3|02/01/2057, 3.00%, 02/01/57 FN 3140FXFH0 - - 1,490,294 - $1,273,592 0.03 -
Fannie Mae Pool|6|04/01/2053, 6.00%, 04/01/53 FN 3140NGH52 - - 1,246,766 - $1,272,658 0.03 -
Freddie Mac Pool|5.5|05/01/2053, 5.50%, 05/01/53 FR 3133C2KR8 - - 1,248,551 - $1,246,726 0.03 -
ACHV ABS TRUST 2023-3PL|7.17|08/19/2030, 7.17%, 08/19/30 ACHV 2023-3PL 000876AB8 - - 1,228,429 - $1,236,357 0.03 -
Freddie Mac Pool|4|06/01/2049, 4.00%, 06/01/49 FR 3132AEJ80 - - 1,305,296 - $1,235,317 0.03 -
Freddie Mac Pool|4.5|07/01/2049, 4.50%, 07/01/49 FR 3133KGF45 - - 1,261,647 - $1,222,198 0.03 -
CIM Trust 2021-NR1|5.569|07/25/2055, 5.57%, 07/25/55 CIM 2021-NR1 12565YAA5 - - 1,205,046 - $1,205,996 0.03 -
Fannie Mae Connecticut Avenue Securities|8.15682|11/25/2041, 8.16%, 11/25/41 CAS 2021-R02 20754KAF8 - - 1,150,000 - $1,189,972 0.03 -
Fannie Mae Pool|5.5|11/01/2052, 5.50%, 11/01/52 FN 3140N43N5 - - 1,162,010 - $1,173,990 0.02 -
Freddie Mac Pool|6|05/01/2053, 6.00%, 05/01/53 FR 3133C2KU1 - - 1,122,813 - $1,142,082 0.02 -
Freddie Mac Pool|5.5|07/01/2053, 5.50%, 07/01/53 FR 3133C7HP5 - - 1,114,257 - $1,125,702 0.02 -
Freddie Mac Pool|4.5|08/01/2049, 4.50%, 08/01/49 FR 3133KGJ90 - - 1,162,354 - $1,125,615 0.02 -
Freddie Mac STACR REMIC Trust 2022-DNA2|6.15682|02/25/2042, 6.16%, 02/25/42 STACR 2022-DNA2 35564KRE1 - - 1,107,324 - $1,114,050 0.02 -
Fannie Mae Pool|4|07/01/2046, 4.00%, 07/01/46 FN 3138WHKE1 - - 1,133,643 - $1,101,722 0.02 -
Fannie Mae Pool|4|02/01/2049, 4.00%, 02/01/49 FN 3140X4X43 - - 1,125,999 - $1,065,675 0.02 -
Fannie Mae Pool|3.5|04/01/2052, 3.50%, 04/01/52 FN 3140MHU56 - - 1,136,359 - $1,036,456 0.02 -
Fannie Mae Pool|3.5|04/01/2052, 3.50%, 04/01/52 FN 3140MNNA0 - - 1,118,328 - $1,019,490 0.02 -
Fannie Mae Pool|4.5|07/01/2050, 4.50%, 07/01/50 FN 3140QECU4 - - 1,051,001 - $1,015,641 0.02 -
Santander Bank Auto Credit-Linked Notes Series 2022-C|6.986|12/15/2032, 6.99%, 12/15/32 SBCLN 2022-C 80290CBG8 - - 1,001,476 - $1,013,383 0.02 -
Ginnie Mae II Pool|4.5|02/20/2048, 4.50%, 02/20/48 G2 36179TSJ5 - - 1,027,271 - $1,001,835 0.02 -
Fannie Mae Pool|6|11/01/2052, 6.00%, 11/01/52 FN 3140N0KB0 - - 976,483 - $996,522 0.02 -
Freddie Mac Pool|4|09/01/2048, 4.00%, 09/01/48 FR 3131Y3DA1 - - 1,015,227 - $956,049 0.02 -
ACHM Mortgage Trust 2024-HE1|7.26|05/25/2039, 7.26%, 05/25/39 ACHM 2024-HE1 00449TAB1 - - 912,442 - $946,405 0.02 -
Fannie Mae Pool|3.5|04/01/2052, 3.50%, 04/01/52 FN 3140MNNB8 - - 1,038,409 - $946,243 0.02 -
Fannie Mae Pool|5.5|10/01/2053, 5.50%, 10/01/53 FN 3140A34G5 - - 940,036 - $941,577 0.02 -
Fannie Mae Pool|3|05/01/2043, 3.00%, 05/01/43 FN 31417GLX2 - - 994,670 - $891,705 0.02 -
Fannie Mae Pool|4|02/01/2049, 4.00%, 02/01/49 FN 3140JMBK7 - - 920,125 - $890,197 0.02 -
NRZ Excess Spread-Collateralized Notes Series 2020-PLS1|3.844|12/25/2025, 3.84%, 12/25/25 NZES 2020-PLS1 433674AA6 - - 904,538 - $887,243 0.02 -
Fannie Mae Pool|3.5|08/01/2052, 3.50%, 08/01/52 FN 3140QPYS0 - - 969,347 - $883,691 0.02 -
Santander Bank Auto Credit-Linked Notes Series 2022-B|5.721|08/16/2032, 5.72%, 08/16/32 SBCLN 2022-B 80290CAX2 - - 834,373 - $838,874 0.02 -
Freddie Mac Pool|3|11/01/2043, 3.00%, 11/01/43 FR 3132AED78 - - 902,183 - $807,752 0.02 -
Santander Bank Auto Credit-Linked Notes Series 2023-A|6.493|06/15/2033, 6.49%, 06/15/33 SBCLN 2023-A 80290CBU7 - - 785,045 - $795,414 0.02 -
Ginnie Mae II Pool|4|06/20/2048, 4.00%, 06/20/48 G2 36179TZ57 - - 805,865 - $766,956 0.02 -
Fannie Mae Pool|5.5|04/01/2053, 5.50%, 04/01/53 FN 3140NG2Q2 - - 752,346 - $758,698 0.02 -
Freddie Mac Pool|4.5|01/01/2050, 4.50%, 01/01/50 FR 3133KHGG5 - - 780,635 - $756,265 0.02 -
FREMF 2019-KF70 Mortgage Trust|11.27782|09/25/2029, 11.28%, 09/25/29 FREMF 2019-KF70 30298UAJ0 - - 789,970 - $755,510 0.02 -
Freddie Mac Pool|3|02/01/2052, 3.00%, 02/01/52 FR 3133B4H81 - - 818,488 - $738,158 0.02 -
FREED ABS Trust 2021-3FP|2.37|11/20/2028, 2.37%, 11/20/28 FREED 2021-3FP 30322MAD1 - - 740,817 - $733,299 0.02 -
Fannie Mae Pool|5.5|05/01/2053, 5.50%, 05/01/53 FN 3140NG6C9 - - 719,570 - $726,380 0.02 -
Fannie Mae Pool|4.5|05/01/2052, 4.50%, 05/01/52 FN 3140MRLZ8 - - 711,124 - $679,736 0.01 -
Towd Point Mortgage Trust 2024-CES2|6.35|02/25/2064, 6.35%, 02/25/64 TPMT 2024-CES2 89182JAB7 - - 650,226 - $651,396 0.01 -
Freddie Mac Pool|4.5|02/01/2050, 4.50%, 02/01/50 FR 3132DV5G6 - - 667,423 - $646,717 0.01 -
Freddie Mac Pool|3.5|04/01/2052, 3.50%, 04/01/52 FR 3133BAFN6 - - 682,390 - $638,767 0.01 -
Fannie Mae Pool|4|05/01/2045, 4.00%, 05/01/45 FN 3138EPS88 - - 671,670 - $638,328 0.01 -
Sequoia Mortgage Trust 2013-5|2.5|05/25/2043, 2.50%, 05/25/43 SEMT 2013-5 81745AAA5 - - 713,525 - $619,345 0.01 -
Santander Bank NA - SBCLN|1.833|12/15/2031, 1.83%, 12/15/31 SBCLN 2021-1A 80290CAE4 - - 618,914 - $617,987 0.01 -
Fannie Mae Pool|4|10/01/2048, 4.00%, 10/01/48 FN 3140HPR58 - - 639,298 - $602,798 0.01 -
Freddie Mac Pool|3.5|04/01/2052, 3.50%, 04/01/52 FR 3133B7F86 - - 657,300 - $599,203 0.01 -
Freddie Mac Pool|2.5|11/01/2034, 2.50%, 11/01/34 FR 3132CWDV3 - - 620,140 - $577,873 0.01 -
Reach ABS Trust 2023-1|7.05|02/18/2031, 7.05%, 02/18/31 REACH 2023-1A 75525AAA3 - - 541,146 - $546,328 0.01 -
Fannie Mae Pool|4|07/01/2045, 4.00%, 07/01/45 FN 3138YR6F0 - - 570,732 - $541,545 0.01 -
Lendingpoint 2021-A Asset Securitization Trust|2.75|12/15/2028, 2.75%, 12/15/28 LDPT 2021-A 52607FAC8 - - 533,674 - $532,184 0.01 -
Fannie Mae Pool|4.5|04/01/2052, 4.50%, 04/01/52 FN 3140MMPS1 - - 529,357 - $506,088 0.01 -
Upstart Securitization Trust 2021-5|2.49|11/20/2031, 2.49%, 11/20/31 UPST 2021-5 91679JAB3 - - 497,531 - $497,576 0.01 -
Prosper Marketplace Issuance Trust Series 2023-1|7.06|07/16/2029, 7.06%, 07/16/29 PMIT 2023-1A 74390NAA0 - - 476,559 - $480,958 0.01 -
Fannie Mae Pool|5|04/01/2053, 5.00%, 04/01/53 FN 3140XKUQ1 - - - - $463,524 0.01 -
JP Morgan Mortgage Trust 2015-4|3|06/25/2045, 3.00%, 06/25/45 JPMMT 2015-4 46644VBP0 - - 530,932 - $460,354 0.01 -
Fannie Mae Pool|3.5|07/01/2052, 3.50%, 07/01/52 FN 3140QPY35 - - 479,015 - $448,749 0.01 -
Fannie Mae Pool|4.5|04/01/2052, 4.50%, 04/01/52 FN 3140MLUD0 - - 448,046 - $428,346 0.01 -
Freddie Mac Pool|4|10/01/2050, 4.00%, 10/01/50 FR 3132DNSB0 - - 454,869 - $427,995 0.01 -
Fannie Mae Pool|3|02/01/2048, 3.00%, 02/01/48 FN 3140QCEU6 - - 453,763 - $404,176 0.01 -
Freddie Mac Pool|4|05/01/2049, 4.00%, 05/01/49 FR 3131YDFA7 - - 397,227 - $373,565 0.01 -
Freddie Mac Pool|5|09/01/2053, 5.00%, 09/01/53 FR 3132E0ZA3 - - - - $373,265 0.01 -
Fannie Mae Pool|4|11/01/2049, 4.00%, 11/01/49 FN 3140X6ZM6 - - 390,729 - $367,726 0.01 -
Freddie Mac Pool|3.5|03/01/2050, 3.50%, 03/01/50 FR 3133A3FP8 - - 397,194 - $358,132 0.01 -
Fannie Mae Pool|5|09/01/2053, 5.00%, 09/01/53 FN 3140XMH90 - - - - $352,361 0.01 -
Fannie Mae REMICS|3|07/25/2028, 3.00%, 07/25/28 FNR 2017-9 3136AVYH6 - - 351,070 - $350,337 0.01 -
Affirm Asset Securitization Trust 2023-X1|7.11|11/15/2028, 7.11%, 11/15/28 AFFRM 2023-X1 00834KAA5 - - 332,492 - $335,732 0.01 -
Freddie Mac Pool|4.5|12/01/2049, 4.50%, 12/01/49 FR 31346YWK5 - - 338,520 - $327,732 0.01 -
Fannie Mae Pool|3|03/01/2043, 3.00%, 03/01/43 FN 3138W7HB3 - - 361,982 - $325,995 0.01 -
Freddie Mac Pool|4|11/01/2047, 4.00%, 11/01/47 FR 3132ACNG1 - - 326,148 - $314,190 0.01 -
Fannie Mae Pool|4|03/01/2051, 4.00%, 03/01/51 FN 3140XHZN0 - - 328,020 - $311,421 0.01 -
Fannie Mae Pool|5|06/01/2053, 5.00%, 06/01/53 FN 3140XMMW3 - - - - $307,981 0.01 -
Fannie Mae Pool|3|01/01/2047, 3.00%, 01/01/47 FN 3138WJTF5 - - 331,589 - $296,120 0.01 -
Freddie Mac Pool|2.5|12/01/2033, 2.50%, 12/01/33 FR 3132CWBH6 - - 301,315 - $291,054 0.01 -
Fannie Mae Pool|4|12/01/2048, 4.00%, 12/01/48 FN 3140JLKM5 - - 301,370 - $286,642 0.01 -
Santander Drive Auto Receivables Trust 2023-3|6.08|08/17/2026, 6.08%, 08/17/26 SDART 2023-3 80285XAB1 - - 280,967 - $282,657 0.01 -
Fannie Mae Pool|4.5|12/01/2049, 4.50%, 12/01/49 FN 3140K54D6 - - 283,843 - $274,855 0.01 -
Freddie Mac Pool|4.5|12/01/2048, 4.50%, 12/01/48 FR 3131YAV98 - - 280,244 - $273,532 0.01 -
Freddie Mac Pool|5|10/01/2053, 5.00%, 10/01/53 FR 3132E0XG2 - - - - $271,125 0.01 -
Fannie Mae Pool|4|05/01/2047, 4.00%, 05/01/47 FN 3140FPAS8 - - 262,974 - $255,491 0.01 -
Freddie Mac Pool|3.5|08/01/2049, 3.50%, 08/01/49 FR 31334XYL7 - - 279,504 - $254,020 0.01 -
Fannie Mae Pool|4.5|01/01/2050, 4.50%, 01/01/50 FN 31418DKW1 - - 261,464 - $253,129 0.01 -
Fannie Mae Pool|3|01/01/2043, 3.00%, 01/01/43 FN 31418APM4 - - 282,325 - $252,888 0.01 -
Fannie Mae Pool|4.5|04/01/2052, 4.50%, 04/01/52 FN 3140ML4S6 - - 256,830 - $245,503 0.01 -
Fannie Mae Pool|4|06/01/2049, 4.00%, 06/01/49 FN 31418DCZ3 - - 256,731 - $243,149 0.01 -
Fannie Mae REMICS|0|11/25/2042, 0.00%, 11/25/42 FNR 2012-126 3136A9ZR2 - - 473,554 - $239,821 0.01 -
Ginnie Mae II Pool|4|05/20/2048, 4.00%, 05/20/48 G2 36179TXV2 - - 239,806 - $227,818 0.00 -
Fannie Mae Pool|4.5|04/01/2052, 4.50%, 04/01/52 FN 3140MRCT2 - - 233,337 - $223,036 0.00 -
Freddie Mac Pool|4.5|01/01/2050, 4.50%, 01/01/50 FR 3132DV4Z5 - - 211,936 - $207,296 0.00 -
Freddie Mac Pool|4.5|07/01/2049, 4.50%, 07/01/49 FR 3133KGF52 - - 208,572 - $201,999 0.00 -
Fannie Mae Pool|3|09/01/2042, 3.00%, 09/01/42 FN 31417C6S9 - - 221,387 - $198,524 0.00 -
Fannie Mae Pool|4.5|04/01/2052, 4.50%, 04/01/52 FN 3140MRCJ4 - - 203,851 - $194,863 0.00 -
Fannie Mae Pool|4.5|09/01/2049, 4.50%, 09/01/49 FN 3140QBUK2 - - 196,414 - $191,316 0.00 -
Freddie Mac Pool|5|03/01/2053, 5.00%, 03/01/53 FR 3132DP6B9 - - - - $188,713 0.00 -
Fannie Mae Pool|4.5|08/01/2049, 4.50%, 08/01/49 FN 3140QBPV4 - - 185,441 - $185,463 0.00 -
Fannie Mae Pool|3|09/01/2049, 3.00%, 09/01/49 FN 3140JXJ58 - - 202,500 - $179,077 0.00 -
Freddie Mac REMICS|5.67429|04/15/2041, 5.67%, 04/15/41 FHR 3843 3137A9HT6 - - 177,673 - $177,041 0.00 -
Freddie Mac Pool|4|11/01/2048, 4.00%, 11/01/48 FR 3132ADPD4 - - 178,686 - $168,906 0.00 -
Fannie Mae Pool|4|03/01/2051, 4.00%, 03/01/51 FN 3140XHZL4 - - 168,609 - $162,723 0.00 -
Fannie Mae Pool|3|01/01/2043, 3.00%, 01/01/43 FN 31417EMM0 - - 180,743 - $162,161 0.00 -
Freddie Mac Pool|4.5|06/01/2049, 4.50%, 06/01/49 FR 31329Q5T4 - - 163,450 - $158,390 0.00 -
Fannie Mae Pool|3|10/01/2042, 3.00%, 10/01/42 FN 31418ALK2 - - 163,577 - $146,754 0.00 -
Ginnie Mae II Pool|4|04/20/2049, 4.00%, 04/20/49 G2 36179UQT2 - - 150,169 - $138,861 0.00 -
Ginnie Mae II Pool|4.5|11/20/2048, 4.50%, 11/20/48 G2 3617J6Q80 - - 144,515 - $138,366 0.00 -
Ginnie Mae II Pool|4|02/20/2049, 4.00%, 02/20/49 G2 36179UMA7 - - 148,990 - $137,487 0.00 -
Fannie Mae Pool|3|04/01/2038, 3.00%, 04/01/38 FN 31417GJ56 - - 144,041 - $129,504 0.00 -
Ginnie Mae II Pool|4.5|07/20/2048, 4.50%, 07/20/48 G2 3617GDT77 - - 130,428 - $125,960 0.00 -
Fannie Mae Pool|4.5|04/01/2052, 4.50%, 04/01/52 FN 3140ML4R8 - - 131,278 - $125,494 0.00 -
Fannie Mae Pool|3.5|12/01/2047, 3.50%, 12/01/47 FN 3140J7UG8 - - 129,763 - $120,822 0.00 -
Freddie Mac Pool|4|03/01/2047, 4.00%, 03/01/47 FR 3132ADY69 - - 123,149 - $119,278 0.00 -
Fannie Mae Pool|4.5|06/01/2049, 4.50%, 06/01/49 FN 3140QBCV8 - - 119,760 - $115,954 0.00 -
Fannie Mae Pool|3.5|08/01/2047, 3.50%, 08/01/47 FN 3140Q7DN4 - - 118,364 - $110,046 0.00 -
Fannie Mae REMICS|5.3213|10/25/2042, 5.32%, 10/25/42 FNR 2013-130 3136AHG53 - - 108,275 - $106,020 0.00 -
Freddie Mac Pool|4.5|03/01/2052, 4.50%, 03/01/52 FR 3133B9K78 - - 110,184 - $105,354 0.00 -
Freddie Mac Pool|4.5|08/01/2048, 4.50%, 08/01/48 FR 3131Y2M21 - - 108,017 - $104,615 0.00 -
Fannie Mae Pool|3|08/01/2049, 3.00%, 08/01/49 FN 3140HAMH0 - - 111,636 - $96,569 0.00 -
Sequoia Mortgage Trust 2019-CH3|4|09/25/2049, 4.00%, 09/25/49 SEMT 2019-CH3 81748GBN0 - - 91,349 - $83,324 0.00 -
Fannie Mae Pool|3|08/01/2049, 3.00%, 08/01/49 FN 3140JYSB3 - - 94,878 - $82,064 0.00 -
Freddie Mac Pool|5|09/01/2048, 5.00%, 09/01/48 FR 3131Y2YX0 - - 79,600 - $78,912 0.00 -
Fannie Mae Pool|3|05/01/2043, 3.00%, 05/01/43 FN 31418ATD0 - - 84,998 - $76,008 0.00 -
Freddie Mac Pool|3|08/01/2049, 3.00%, 08/01/49 FR 31334YMG9 - - 85,399 - $73,833 0.00 -
Lendingpoint 2022-C Asset Securitization Trust|6.56|02/15/2030, 6.56%, 02/15/30 LDPT 2022-C 525919AA4 - - 69,376 - $69,755 0.00 -
Freddie Mac Pool|3|09/01/2032, 3.00%, 09/01/32 FR 3131XC5X1 - - 69,593 - $68,975 0.00 -
Fannie Mae Pool|3|01/01/2047, 3.00%, 01/01/47 FN 3140F9WP6 - - 74,892 - $66,699 0.00 -
Fannie Mae Pool|3|11/01/2046, 3.00%, 11/01/46 FN 3138WJP93 - - 73,962 - $65,124 0.00 -
Freddie Mac Pool|3|05/01/2031, 3.00%, 05/01/31 FR 3132A8GL7 - - 65,918 - $65,090 0.00 -
Fannie Mae REMICS|5.3213|04/25/2036, 5.32%, 04/25/36 FNR 2006-20 31395BU43 - - 65,324 - $64,658 0.00 -
Fannie Mae REMICS|.34144|10/25/2040, 0.34%, 10/25/40 FNR 2010-109 31398NTM6 - - 41,248 - $51,232 0.00 -
Freddie Mac REMICS|5.62429|09/15/2040, 5.62%, 09/15/40 FHR 3721 3137GAD20 - - 50,661 - $50,403 0.00 -
Fannie Mae Pool|3|11/01/2034, 3.00%, 11/01/34 FN 3140K3SF0 - - 51,438 - $50,195 0.00 -
Freddie Mac REMICS|5.71429|10/15/2037, 5.71%, 10/15/37 FHR 3380 31397KTJ0 - - 48,829 - $48,468 0.00 -
Fannie Mae Pool|3|12/01/2034, 3.00%, 12/01/34 FN 3140K1TP1 - - 50,219 - $48,097 0.00 -
Government National Mortgage Association|5.37363|02/20/2038, 5.37%, 02/20/38 GNR 2008-13 38375PNL1 - - 45,645 - $45,474 0.00 -
Fannie Mae Pool|4.5|08/01/2049, 4.50%, 08/01/49 FN 3140JWB33 - - 45,262 - $43,809 0.00 -
Freddie Mac Pool|3|01/01/2033, 3.00%, 01/01/33 FR 3131XDFC4 - - 39,045 - $37,700 0.00 -
Fannie Mae Pool|3.5|01/01/2046, 3.50%, 01/01/46 FN 3140EU6G9 - - 39,670 - $36,776 0.00 -
Government National Mortgage Association|5.19363|07/20/2037, 5.19%, 07/20/37 GNR 2007-40 38375KZS4 - - 34,907 - $34,414 0.00 -
Government National Mortgage Association|5.27363|07/20/2034, 5.27%, 07/20/34 GNR 2004-69 38374JAT3 - - 31,830 - $31,600 0.00 -
Government National Mortgage Association|5.3304|10/16/2040, 5.33%, 10/16/40 GNR 2010-133 38377MHV1 - - 29,934 - $29,841 0.00 -
Fannie Mae REMICS|5.4713|02/25/2043, 5.47%, 02/25/43 FNR 2013-2 3136AB4P5 - - 29,809 - $29,570 0.00 -
Government National Mortgage Association|5.37363|10/20/2037, 5.37%, 10/20/37 GNR 2007-59 38375LPU8 - - 27,813 - $27,466 0.00 -
Freddie Mac Pool|4.5|12/01/2048, 4.50%, 12/01/48 FR 3131Y8MN2 - - 25,246 - $24,735 0.00 -
Freddie Mac REMICS|5.77429|03/15/2032, 5.77%, 03/15/32 FHR 2426 31339W7G5 - - 24,282 - $24,365 0.00 -
Government National Mortgage Association|5.2004|08/16/2034, 5.20%, 08/16/34 GNR 2004-59 38374HYS3 - - 23,680 - $23,471 0.00 -
Government National Mortgage Association|5.37363|02/20/2038, 5.37%, 02/20/38 GNR 2008-16 383742FU2 - - 22,666 - $22,578 0.00 -
Government National Mortgage Association|5.18363|06/20/2037, 5.18%, 06/20/37 GNR 2007-37 38375KNR9 - - 22,803 - $22,541 0.00 -
Government National Mortgage Association|5.02363|08/20/2035, 5.02%, 08/20/35 GNR 2005-65 38374LL25 - - 22,461 - $22,065 0.00 -
Fannie Mae REMICS|5.3713|04/25/2032, 5.37%, 04/25/32 FNR 2002-53 31392EHN3 - - 21,697 - $21,515 0.00 -
Government National Mortgage Association|5.07363|06/20/2035, 5.07%, 06/20/35 GNR 2005-48 38374LHM6 - - 18,805 - $18,516 0.00 -
Fannie Mae REMICS|5.2713|10/25/2035, 5.27%, 10/25/35 FNR 2005-83 31394FUL7 - - 18,183 - $17,990 0.00 -
Fannie Mae REMICS|5.4913|09/25/2037, 5.49%, 09/25/37 FNR 2007-89 31396XPM0 - - 17,333 - $17,274 0.00 -
Freddie Mac Pool|3|12/01/2047, 3.00%, 12/01/47 FR 3132ACH52 - - 19,293 - $17,134 0.00 -
JPMorgan Chase Bank NA - CACLN|.889|12/26/2028, 0.89%, 12/26/28 CACLN 2021-2 48128U2M0 - - 15,781 - $15,770 0.00 -
Freddie Mac REMICS|5.52429|01/15/2033, 5.52%, 01/15/33 FHR 2551 31393JAZ1 - - 15,530 - $15,477 0.00 -
Fannie Mae REMICS|5.4713|09/25/2033, 5.47%, 09/25/33 FNR 2003-87 31393E4W6 - - 15,242 - $15,178 0.00 -
Government National Mortgage Association|5.17363|07/20/2041, 5.17%, 07/20/41 GNR 2012-75 38378EZ55 - - 14,202 - $14,148 0.00 -
Freddie Mac REMICS|5.42429|08/15/2040, 5.42%, 08/15/40 FHR 3738 3137GAYQ4 - - 13,649 - $13,763 0.00 -
Freddie Mac REMICS|5.47429|02/15/2032, 5.47%, 02/15/32 FHR 2410 31339NJN7 - - 13,097 - $13,004 0.00 -
Freddie Mac Pool|3|12/01/2046, 3.00%, 12/01/46 FR 3131XVQW8 - - 13,990 - $12,572 0.00 -
Freddie Mac REMICS|5.37429|09/15/2035, 5.37%, 09/15/35 FHR 3028 31396AFB5 - - 11,680 - $11,633 0.00 -
Fannie Mae REMICS|5.4013|11/25/2040, 5.40%, 11/25/40 FNR 2010-123 31398N2W3 - - 11,677 - $11,606 0.00 -
Fannie Mae Pool|2.5|10/01/2031, 2.50%, 10/01/31 FN 3138WJDM7 - - 11,883 - $11,431 0.00 -
Government National Mortgage Association|5.37363|10/20/2037, 5.37%, 10/20/37 GNR 2007-61 38375LLN8 - - 11,449 - $11,360 0.00 -
Fannie Mae Pool|2.5|02/01/2032, 2.50%, 02/01/32 FN 3140J5EJ4 - - 10,602 - $10,252 0.00 -
Fannie Mae Pool|2.5|08/01/2031, 2.50%, 08/01/31 FN 3138WHP55 - - 10,326 - $9,999 0.00 -
Fannie Mae REMICS|5.5213|04/25/2032, 5.52%, 04/25/32 FNR 2002-16 31392CWW0 - - 9,717 - $9,712 0.00 -
Ginnie Mae II Pool|5|01/20/2049, 5.00%, 01/20/49 G2 3617J6W91 - - 9,463 - $9,411 0.00 -
Fannie Mae REMICS|5.3713|09/25/2042, 5.37%, 09/25/42 FNR 2012-100 3136A8QW3 - - 8,772 - $8,686 0.00 -
Freddie Mac Pool|2.5|01/22/2031, 2.50%, 01/22/31 FR 3131XCKS5 - - 8,870 - $8,600 0.00 -
Fannie Mae REMICS|5.3713|09/25/2040, 5.37%, 09/25/40 FNR 2010-95 31398NEX8 - - 8,494 - $8,453 0.00 -
Government National Mortgage Association|5.17363|04/20/2037, 5.17%, 04/20/37 GNR 2007-18 38375JC86 - - 8,280 - $8,171 0.00 -
Government National Mortgage Association|5.5004|01/16/2040, 5.50%, 01/16/40 GNR 2010-6 38376TSC7 - - 7,871 - $7,879 0.00 -
Government National Mortgage Association|5.3004|08/16/2029, 5.30%, 08/16/29 GNR 1999-27 3837H2WA3 - - 6,736 - $6,792 0.00 -
Freddie Mac REMICS|5.62429|07/15/2032, 5.62%, 07/15/32 FHR 2469 31392RC58 - - 5,107 - $5,156 0.00 -
Fannie Mae Pool|4.5|07/01/2049, 4.50%, 07/01/49 FN 31418DC83 - - 5,222 - $5,055 0.00 -
FREMF 2017-K729 Mortgage Trust|.1|11/25/2049, 0.10%, 11/25/49 FREMF 2017-K729 30306HAQ3 - - 24,160,154 - $3,897 0.00 -
Freddie Mac Pool|3|03/01/2043, 3.00%, 03/01/43 FR 3131Y6WK1 - - 2,355 - $2,105 0.00 -
Government National Mortgage Association|5.22363|06/20/2040, 5.22%, 06/20/40 GNR 2010-125 38377JYJ6 - - 458.00 - $456 0.00 -
Fannie Mae or Freddie Mac|6.5|12/12/2024, 6.50%, 12/12/24 FNCL 01F0626C0 - - -1,829,000 - $-1,865,562 -0.04 -
Ginnie Mae|6.5|12/19/2024, 6.50%, 12/19/24 G2SF 21H0626C6 - - -9,700,000 - $-9,856,558 -0.21 -
Fannie Mae or Freddie Mac|4.5|12/12/2024, 4.50%, 12/12/24 FNCL 01F0426C2 - - -289,442,390 - $-273,899,044 -5.83 -
Fannie Mae or Freddie Mac|4|12/12/2024, 4.00%, 12/12/24 FNCL 01F0406C6 - - -410,875,155 - $-378,458,338 -8.05 -
Fannie Mae or Freddie Mac|5|12/12/2024, 5.00%, 12/12/24 FNCL 01F0506C5 - - -390,988,000 - $-378,826,709 -8.06 -
Fannie Mae or Freddie Mac|6|12/12/2024, 6.00%, 12/12/24 FNCL 01F0606C4 - - -437,454,446 - $-439,842,947 -9.36 -
Fannie Mae or Freddie Mac|5.5|12/12/2024, 5.50%, 12/12/24 FNCL 01F0526C1 - - -643,970,193 - $-636,965,085 -13.55 -
US 10yr Ultra Fut Dec24 DEC 24 UXYZ4 FUTURES_USD - -2,198 - $0 0.00 -
US 5YR NOTE (CBT) Dec24 DEC 24 FVZ4 FUTURES_USD - 3,659 - $0 0.00 -
US 10YR NOTE (CBT)Dec24 DEC 24 TYZ4 FUTURES_USD - -305.00 - $0 0.00 -
US ULTRA BOND CBT Dec24 DEC 24 WNZ4 FUTURES_USD - -795.00 - $0 0.00 -
US 2YR NOTE (CBT) Dec24 DEC 24 TUZ4 FUTURES_USD - 6,580 - $0 0.00 -
United States Dollar USD MD_142224 - - -1,328,869,533 - $-1,328,869,533 -28.27 -
SEGREGATED CASH SEGCASH - $0.00 56,492,685 - $56,492,685 1.20 -
ALMSUM ALMSUM - $0.00 - - $0 0.00 -
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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