Please ensure Javascript is enabled for purposes of website accessibility Mortgage-Backed Securities ETF - Janus Henderson Investors - US Institutional
{{banner.link_text}}
For Institutional Investors in the US

Mortgage-Backed Securities ETF Holdings

Full Portfolio Holdings

(As of April 24, 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% May Delivery, 2.50%, 05/13/25 FNCL 01F022659 - - 1,622,789,894 $1,333,905,705 $1,333,905,705 25.05 $1,333,905,705
UMBS TBA 30yr 3% May Delivery, 3.00%, 05/13/25 FNCL 01F030652 - - 742,360,354 $636,562,868 $636,562,868 11.96 $636,562,868
UMBS TBA 30yr 6% May Delivery, 6.00%, 05/13/25 FNCL 01F060659 - - 360,000,000 $364,071,600 $364,071,600 6.84 $364,071,600
GNMA II TBA 30yr 5% May Delivery, 5.00%, 05/20/25 G2SF 21H050656 - - 336,146,194 $327,339,836 $327,339,836 6.15 $327,339,836
UMBS TBA 30yr 2% May Delivery, 2.00%, 05/13/25 FNCL 01F020653 - - 376,104,255 $294,963,147 $294,963,147 5.55 $294,963,147
GNMA II TBA 30yr 5.5% May Delivery, 5.50%, 05/20/25 G2SF 21H052652 - - 237,444,000 $236,162,990 $236,162,990 4.44 $236,162,990
GNMA II TBA 30yr 4.5% May Delivery, 4.50%, 05/20/25 G2SF 21H042653 - - 242,461,488 $229,966,478 $229,966,478 4.33 $229,966,478
FNMA 30yr Pool#CB9430 5.500% 01-Nov-2054, 5.50%, 11/01/54 FN 3140QVPQ1 - - 192,818,802 $194,917,945 $194,917,945 3.66 $192,396,298
Fannie Mae REMIC Trust 2025-12 FC 5.43969% 25-MAR-2055, 5.44%, 03/25/55 FNR 2025-12 3136BVFC7 - - 163,729,544 $163,505,200 $163,505,200 3.07 $162,763,002
GNMA II TBA 30yr 3% May Delivery, 3.00%, 05/20/25 G2SF 21H030658 - - 175,024,962 $153,642,162 $153,642,162 2.88 $153,642,162
FHLMC 30yr Pool#RJ2853 5.000% 01-Dec-2054, 5.00%, 12/01/54 FR 3142GTE36 - - 139,474,769 $137,967,209 $137,967,209 2.59 $136,708,699
UMBS TBA 30yr 6.5% May Delivery, 6.50%, 05/13/25 FNCL 01F062655 - - 132,991,000 $136,782,573 $136,782,573 2.57 $136,782,573
FNMA 30yr Pool#FS1133 4.000% 01-Oct-2051, 4.00%, 10/01/51 FN 3140XGHK8 - - 122,416,499 $116,207,197 $116,207,197 2.18 $114,217,072
FHLMC 30yr Pool#SL0335 5.500% 01-Feb-2055, 5.50%, 02/01/55 FR 31427MLR0 - - 112,777,456 $114,305,450 $114,305,450 2.15 $112,538,317
FNMA 30yr Pool#FM7460 4.000% 01-Mar-2051, 4.00%, 03/01/51 FN 3140XBJE1 - - 114,097,811 $108,179,659 $108,179,659 2.03 $106,455,567
GNMA II TBA 30yr 4% May Delivery, 4.00%, 05/20/25 G2SF 21H040657 - - 107,413,688 $99,138,323 $99,138,323 1.86 $99,138,323
FNMA 30yr Pool#FS8993 6.000% 01-Jul-2054, 6.00%, 07/01/54 FN 3140XQ7F8 - - 83,251,532 $87,438,348 $87,438,348 1.64 $84,779,446
FNMA 30yr Pool#FS9022 5.500% 01-Aug-2054, 5.50%, 08/01/54 FN 3140XRAY1 - - 83,606,324 $84,255,261 $84,255,261 1.58 $83,454,913
FNMA 30yr Pool#FA0574 5.500% 01-Jan-2055, 5.50%, 01/01/55 FN 3140W0T88 - - 74,959,916 $75,531,269 $75,531,269 1.42 $75,382,391
FHLMC 30yr Pool#RJ2649 5.500% 01-Oct-2054, 5.50%, 10/01/54 FR 3142GS5K0 - - 73,044,565 $74,490,421 $74,490,421 1.40 $73,285,746
UMBS TBA 30yr 3.5% May Delivery, 3.50%, 05/13/25 FNCL 01F032658 - - 82,500,000 $73,638,922 $73,638,922 1.38 $73,638,922
FNMA 30yr Pool#FA0198 5.500% 01-Oct-2054, 5.50%, 10/01/54 FN 3140W0GG4 - - 68,494,808 $69,911,685 $69,911,685 1.31 $68,742,153
FNMA 30yr Pool#FA0573 5.000% 01-Jan-2055, 5.00%, 01/01/55 FN 3140W0T70 - - 65,400,725 $65,120,454 $65,120,454 1.22 $64,361,604
FHLMC 30yr Pool#QX7566 5.500% 01-Mar-2055, 5.50%, 03/01/55 FR 31426DMQ2 - - 56,990,064 $57,413,802 $57,413,802 1.08 $56,865,187
FNMA 30yr Pool#FS6355 5.000% 01-Aug-2053, 5.00%, 08/01/53 FN 3140XNBZ6 - - 53,483,040 $52,848,079 $52,848,079 0.99 $52,355,342
Fannie Mae REMIC Trust 2025-9 FA 5.53969% 25-MAR-2055, 5.54%, 03/25/55 FNR 2025-9 3136BVDC9 - - 52,816,575 $52,829,873 $52,829,873 0.99 $52,585,276
FNMA 30yr Pool#CB9613 5.500% 01-Dec-2054, 5.50%, 12/01/54 FN 3140QVVF8 - - 49,617,980 $49,976,343 $49,976,343 0.94 $49,509,257
FNMA 30yr Pool#FS9027 5.500% 01-Jul-2053, 5.50%, 07/01/53 FN 3140XRA54 - - 47,080,530 $48,193,081 $48,193,081 0.90 $47,302,826
FHLMC 30yr Pool#SD7343 5.500% 01-Jan-2055, 5.50%, 01/01/55 FR 3132DVEQ4 - - 47,672,605 $48,041,213 $48,041,213 0.90 $47,866,414
FHLMC 30yr Pool#SL0046 6.000% 01-Jan-2055, 6.00%, 01/01/55 FR 31427MBQ3 - - 45,787,597 $47,642,831 $47,642,831 0.89 $46,629,543
FNMA 30yr Pool#FS9779 5.500% 01-Nov-2054, 5.50%, 11/01/54 FN 3140XR2M6 - - 46,461,571 $46,750,753 $46,750,753 0.88 $46,658,475
New Residential Mortgage LLC 6.545% 25-MAR-2032, 6.54%, 03/25/32 NZES 2025-FHT 64832EAA7 - - 44,248,000 $44,431,266 $44,431,266 0.83 $44,149,707
GNMA II TBA 30yr 3.5% May Delivery, 3.50%, 05/20/25 G2SF 21H032654 - - 49,076,377 $44,243,679 $44,243,679 0.83 $44,243,679
FHLMC 30yr Pool#ZT2413 4.000% 01-Feb-2041, 4.00%, 02/01/41 FR 3132AEVE3 - - 44,408,309 $42,739,386 $42,739,386 0.80 $42,620,964
FNMA 30yr Pool#FS8881 4.500% 01-Sep-2053, 4.50%, 09/01/53 FN 3140XQ2P1 - - 43,232,058 $42,101,059 $42,101,059 0.79 $41,551,076
FNMA 40yr Pool#BF0646 2.500% 01-Jun-2062, 2.50%, 06/01/62 FN 3140FXWG3 - - 51,022,235 $41,958,838 $41,958,838 0.79 $41,456,580
FNMA 30yr Pool#CB8119 5.000% 01-Mar-2054, 5.00%, 03/01/54 FN 3140QUAV8 - - 41,270,539 $40,780,843 $40,780,843 0.77 $40,349,397
FHLMC 30yr Pool#SD7344 5.500% 01-Jan-2055, 5.50%, 01/01/55 FR 3132DVER2 - - 39,678,811 $39,952,245 $39,952,245 0.75 $39,806,756
FNMA 30yr Pool#CB8694 6.000% 01-Jun-2054, 6.00%, 06/01/54 FN 3140QUUU8 - - 37,331,274 $39,522,743 $39,522,743 0.74 $38,492,731
Freddie Mac Pool|4|07/01/2050, 4.00%, 07/01/50 FR 31427NBG3 - - 41,339,421 $39,503,339 $39,503,339 0.74 $39,393,100
FHLMC 30yr Pool#SI2101 4.000% 01-Sep-2048, 4.00%, 09/01/48 FR 3133USKN0 - - 41,519,666 $39,401,893 $39,401,893 0.74 $38,813,508
FNMA 30yr Pool#FS8308 5.000% 01-Jun-2054, 5.00%, 06/01/54 FN 3140XQGS0 - - 39,549,473 $39,035,718 $39,035,718 0.73 $38,666,745
FHLMC 30yr Pool#RJ1341 6.000% 01-Apr-2054, 6.00%, 04/01/54 FR 3142GRP38 - - 37,302,185 $38,969,453 $38,969,453 0.73 $38,191,718
FHLMC 30yr Pool#RJ1505 5.000% 01-May-2054, 5.00%, 05/01/54 FR 3142GRU73 - - 38,755,967 $38,558,036 $38,558,036 0.72 $37,890,949
FNMA 30yr Pool#FA0576 5.500% 01-Jan-2055, 5.50%, 01/01/55 FN 3140W0UA1 - - 38,113,822 $38,416,096 $38,416,096 0.72 $38,276,346
FNMA 30yr Pool#CB8543 6.000% 01-May-2054, 6.00%, 05/01/54 FN 3140QUP59 - - 36,735,147 $38,239,404 $38,239,404 0.72 $37,611,158
FNMA 30yr Pool#FS9794 5.000% 01-Nov-2054, 5.00%, 11/01/54 FN 3140XR3C7 - - 37,107,259 $36,942,958 $36,942,958 0.69 $36,517,679
FHLMC 30yr Pool#RJ3274 5.500% 01-Feb-2055, 5.50%, 02/01/55 FR 3142GTT89 - - 35,320,906 $35,842,068 $35,842,068 0.67 $35,429,336
FHLMC 30yr Pool#SL0208 5.000% 01-Dec-2054, 5.00%, 12/01/54 FR 31427MGS4 - - 35,125,053 $34,925,232 $34,925,232 0.66 $34,555,358
FNMA 30yr Pool#FA0603 4.500% 01-Sep-2051, 4.50%, 09/01/51 FN 3140W0U52 - - 34,721,661 $33,919,550 $33,919,550 0.64 $33,407,555
FNMA 30yr Pool#FS9788 5.500% 01-Nov-2054, 5.50%, 11/01/54 FN 3140XR2W4 - - 33,296,515 $33,756,879 $33,756,879 0.63 $33,265,359
FNMA 40yr Pool#BF0698 3.500% 01-Dec-2062, 3.50%, 12/01/62 FN 3140FXX49 - - 36,889,666 $33,010,838 $33,010,838 0.62 $32,641,345
FNMA 30yr Pool#CB5580 4.500% 01-Oct-2052, 4.50%, 10/01/52 FN 3140QRFW8 - - 33,108,276 $31,975,256 $31,975,256 0.60 $31,451,399
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 $31,654,083 $31,654,083 0.59 $31,461,051
FNMA 30yr Pool#FS8335 4.500% 01-Jan-2051, 4.50%, 01/01/51 FN 3140XQHM2 - - 31,815,644 $31,137,159 $31,137,159 0.58 $30,611,521
FNMA 30yr Pool#BW7371 5.500% 01-Feb-2053, 5.50%, 02/01/53 FN 3140N0FM2 - - 30,509,005 $31,031,117 $31,031,117 0.58 $30,732,136
FHLMC 30yr Pool#SD6982 5.000% 01-Nov-2054, 5.00%, 11/01/54 FR 3132DUXK8 - - 30,984,095 $30,987,294 $30,987,294 0.58 $30,515,104
Fannie Mae Pool|4.5|02/01/2053, 4.50%, 02/01/53 FN 3140XKJ50 - - 32,118,671 $30,645,748 $30,645,748 0.58 $30,597,570
FNMA 30yr Pool#FS8681 4.500% 01-Oct-2050, 4.50%, 10/01/50 FN 3140XQUF2 - - 29,891,257 $29,132,260 $29,132,260 0.55 $28,759,967
Freddie Mac Pool|4.5|12/01/2054, 4.50%, 12/01/54 FR 31427MMR9 - - 29,412,022 $28,020,133 $28,020,133 0.53 $27,976,015
FHLMC 30yr Pool#SD3271 5.500% 01-Jun-2053, 5.50%, 06/01/53 FR 3132DQT48 - - 26,446,583 $26,828,924 $26,828,924 0.50 $26,562,194
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 $26,654,190 $26,654,190 0.50 $26,507,474
FNMA 30yr Pool#FA0627 5.500% 01-Feb-2055, 5.50%, 02/01/55 FN 3140W0VV4 - - 25,472,301 $25,649,805 $25,649,805 0.48 $25,556,407
FNMA 30yr Pool#FS9239 4.500% 01-Jan-2051, 4.50%, 01/01/51 FN 3140XRHR9 - - 25,858,239 $25,307,793 $25,307,793 0.48 $24,879,585
FHLMC 30yr Pool#SD6989 5.500% 01-Nov-2054, 5.50%, 11/01/54 FR 3132DUXS1 - - 23,521,793 $23,993,032 $23,993,032 0.45 $23,499,783
FNMA 30yr Pool#FM7840 4.000% 01-Apr-2050, 4.00%, 04/01/50 FN 3140XBWA4 - - 24,942,012 $23,766,398 $23,766,398 0.45 $23,271,402
FNMA 30yr Pool#FS4781 4.000% 01-Oct-2051, 4.00%, 10/01/51 FN 3140XLJ33 - - 24,296,581 $22,967,034 $22,967,034 0.43 $22,669,202
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2025-HQA1 M2 5.98969% 25-FEB-2045, 5.99%, 02/25/45 STACR 2025-HQA1 35564NHA4 - - 23,060,148 $22,897,898 $22,897,898 0.43 $22,778,959
FNMA 30yr Pool#FS7225 4.000% 01-Aug-2051, 4.00%, 08/01/51 FN 3140XPA33 - - 24,191,379 $22,883,834 $22,883,834 0.43 $22,614,639
FNMA 40yr Pool#BF0807 3.500% 01-Apr-2064, 3.50%, 04/01/64 FN 3140FX3R1 - - 24,817,329 $22,226,034 $22,226,034 0.42 $21,940,597
FNMA 40yr Pool#BF0713 4.000% 01-Mar-2063, 4.00%, 03/01/63 FN 3140FXYK2 - - 23,652,911 $22,062,742 $22,062,742 0.41 $21,745,686
FNMA 40yr Pool#BF0226 3.500% 01-Jan-2058, 3.50%, 01/01/58 FN 3140FXHC9 - - 23,664,612 $21,745,874 $21,745,874 0.41 $21,335,626
FNMA 30yr Pool#CB7112 5.500% 01-Sep-2053, 5.50%, 09/01/53 FN 3140QS3W9 - - 21,024,218 $21,478,011 $21,478,011 0.40 $21,102,896
GNMA II TBA 30yr 2.5% May Delivery, 2.50%, 05/20/25 G2SF 21H022655 - - 25,296,414 $21,358,167 $21,358,167 0.40 $21,358,167
FNMA 30yr Pool#FS6382 4.000% 01-Aug-2051, 4.00%, 08/01/51 FN 3140XNCU6 - - 22,442,136 $21,306,896 $21,306,896 0.40 $20,979,408
FNMA 30yr Pool#FS9880 4.500% 01-Sep-2054, 4.50%, 09/01/54 FN 3140XR6S9 - - 21,829,131 $21,197,980 $21,197,980 0.40 $20,763,350
FNMA 30yr Pool#FS9116 6.000% 01-Sep-2054, 6.00%, 09/01/54 FN 3140XRDW2 - - 19,930,292 $21,064,115 $21,064,115 0.40 $20,296,772
Finance of America Structured Securities Trust, 2025-S1 A1 3.5% 25-FEB-2075, 3.50%, 02/25/75 FASST 2025-S1 31741BAB0 - - 22,028,401 $20,984,948 $20,984,948 0.39 $20,920,698
FHLMC 30yr Pool#QJ9063 5.000% 01-Nov-2054, 5.00%, 11/01/54 FR 3133D1B81 - - 20,920,594 $20,691,955 $20,691,955 0.39 $20,462,469
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 $20,540,402 $20,540,402 0.39 $20,477,781
FNMA 30yr Pool#FS5028 4.000% 01-Oct-2051, 4.00%, 10/01/51 FN 3140XLSS8 - - 21,630,208 $20,396,244 $20,396,244 0.38 $20,181,422
Freddie Mac Pool|4|07/01/2049, 4.00%, 07/01/49 FR 31427M5L1 - - 21,284,747 $20,373,236 $20,373,236 0.38 $20,316,476
Huntington Bank Auto Credit-Linked Notes, Series 2024-2 B1 5.442% 20-OCT-2032, 5.44%, 10/20/32 HACLN 2024-2 44644NAG4 - - 19,931,941 $20,021,390 $20,021,390 0.38 $20,006,324
FNMA 30yr Pool#FS8709 4.500% 01-Jan-2051, 4.50%, 01/01/51 FN 3140XQVB0 - - 20,038,947 $19,528,209 $19,528,209 0.37 $19,280,536
FNMA 30yr Pool#BU4910 5.500% 01-Sep-2054, 5.50%, 09/01/54 FN 3140M6N41 - - 19,086,929 $19,517,805 $19,517,805 0.37 $19,130,351
FHLMC 30yr Pool#RJ2292 5.500% 01-Sep-2054, 5.50%, 09/01/54 FR 3142GSRN0 - - 19,122,897 $19,473,671 $19,473,671 0.37 $19,188,996
FNMA 30yr Pool#DA1525 6.000% 01-Oct-2053, 6.00%, 10/01/53 FN 3140A1VT1 - - 18,839,461 $19,323,551 $19,323,551 0.36 $19,128,914
FNMA 30yr Pool#BT8185 4.500% 01-Jun-2052, 4.50%, 06/01/52 FN 3140LXCX1 - - 19,842,373 $19,026,482 $19,026,482 0.36 $18,861,641
FNMA 30yr Pool#FS1666 3.500% 01-May-2052, 3.50%, 05/01/52 FN 3140XGZ85 - - 20,648,098 $18,879,137 $18,879,137 0.35 $18,718,258
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2025-HQA1 M1 5.48969% 25-FEB-2045, 5.49%, 02/25/45 STACR 2025-HQA1 35564NGZ0 - - 18,173,599 $18,205,551 $18,205,551 0.34 $18,119,640
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 $18,019,041 $18,019,041 0.34 $17,923,876
FNMA 30yr Pool#CB8221 5.500% 01-Mar-2054, 5.50%, 03/01/54 FN 3140QUD37 - - 17,652,150 $17,852,919 $17,852,919 0.34 $17,624,504
FNMA 30yr Pool#FM4738 4.000% 01-Sep-2050, 4.00%, 09/01/50 FN 3140X8HQ3 - - 19,001,465 $17,837,185 $17,837,185 0.33 $17,681,579
FHLMC 30yr Pool#QH3192 6.000% 01-Oct-2053, 6.00%, 10/01/53 FR 3133CFRM3 - - 17,008,617 $17,684,362 $17,684,362 0.33 $17,464,308
FNMA 30yr Pool#CB3837 3.500% 01-Jun-2052, 3.50%, 06/01/52 FN 3140QPHP5 - - 19,057,166 $17,471,815 $17,471,815 0.33 $17,273,068
Homeward Opportunities Fund Trust 2024-RTL1 A1 7.12% 25-JUL-2029, 7.12%, 07/25/29 HOF 43789FAA1 - - 17,261,000 $17,429,622 $17,429,622 0.33 $17,327,206
FNMA 40yr Pool#BF0801 2.500% 01-Apr-2064, 2.50%, 04/01/64 FN 3140FX3K6 - - 20,761,236 $17,110,923 $17,110,923 0.32 $16,899,617
FNMA 40yr Pool#BF0806 3.500% 01-Apr-2064, 3.50%, 04/01/64 FN 3140FX3Q3 - - 18,982,964 $16,972,938 $16,972,938 0.32 $16,823,695
FNMA 30yr Pool#FS8717 6.000% 01-Jul-2054, 6.00%, 07/01/54 FN 3140XQVK0 - - 15,433,360 $16,498,106 $16,498,106 0.31 $15,717,150
FHLMC 30yr Pool#SD6558 6.000% 01-Sep-2054, 6.00%, 09/01/54 FR 3132DUJB4 - - 15,371,062 $15,992,434 $15,992,434 0.30 $15,653,707
PRET 2025-RPL1 Trust A1 4.0% 25-JUL-2069, 4.00%, 07/25/69 PRET 2025-RPL1 69392FAA5 - - 16,292,750 $15,824,267 $15,824,267 0.30 $15,568,707
FNMA 30yr Pool#FA0122 4.500% 01-Dec-2054, 4.50%, 12/01/54 FN 3140W0D44 - - 16,369,845 $15,702,906 $15,702,906 0.29 $15,570,607
Vontive Mortgage Trust 2025-RTL1|6.507|03/25/2030, 6.51%, 03/25/30 VNTV 2025-RTL1 928884AA3 - - 15,444,000 $15,586,573 $15,586,573 0.29 $15,508,411
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 $15,431,912 $15,431,912 0.29 $15,262,117
FNMA 30yr Pool#FS9909 5.000% 01-Nov-2054, 5.00%, 11/01/54 FN 3140XSAK9 - - 15,143,836 $15,104,509 $15,104,509 0.28 $14,903,223
FNMA 30yr Pool#BX0984 4.500% 01-Oct-2052, 4.50%, 10/01/52 FN 3140N5CW2 - - 15,260,786 $14,991,857 $14,991,857 0.28 $14,499,431
Connecticut Avenue Securities, Series 2021-R03 1M2 5.98969% 25-DEC-2041, 5.99%, 12/25/41 CAS 2021-R03 20754AAB9 - - 14,835,000 $14,911,398 $14,911,398 0.28 $14,834,883
Chase Mortgage Reference Notes, Series 2020-CL1 M1 6.68648% 25-OCT-2057, 6.68%, 10/25/57 CHASE 2020-CL1 46591HAG5 - - 14,522,794 $14,876,958 $14,876,958 0.28 $14,793,362
Galaxy Senior Participation Interest Trust 1|7.819298735|07/31/2026, 7.82%, 07/31/26 GLXYT 2025-1 362922AA4 - - 14,638,258 $14,796,002 $14,796,002 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 $14,626,818 $14,626,818 0.27 $14,549,893
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 $14,563,975 $14,563,975 0.27 $14,411,221
FNMA 30yr Pool#FA0470 6.000% 01-Jan-2055, 6.00%, 01/01/55 FN 3140W0QY4 - - 14,102,361 $14,544,102 $14,544,102 0.27 $14,361,677
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 $14,495,594 $14,495,594 0.27 $14,451,713
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 $14,472,042 $14,472,042 0.27 $14,395,521
RCKT Mortgage Trust 2025-CES4|5.811|05/25/2055, 5.81%, 05/25/55 RCKT 2025-CES4 74937YAA6 - - 14,359,679 $14,455,035 $14,455,035 0.27 $14,399,406
FHLMC 30yr Pool#SD1143 4.500% 01-Sep-2050, 4.50%, 09/01/50 FR 3132DNHU0 - - 14,733,268 $14,412,142 $14,412,142 0.27 $14,175,660
RCKT Mortgage Trust 2024-CES7 A1A 5.158% 25-OCT-2044, 5.16%, 10/25/44 RCKT 2024-CES7 749414AA6 - - 14,137,202 $14,400,187 $14,400,187 0.27 $14,013,663
Freddie Mac STACR REMIC Trust 2022-DNA2|8.08969|02/25/2042, 8.09%, 02/25/42 STACR 2022-DNA2 35564KRN1 - - 13,840,929 $14,335,192 $14,335,192 0.27 $14,325,861
BMP Commercial Mortgage Trust 2024-MF23 A 5.6938% 15-JUN-2041, 5.69%, 06/15/41 BMP 2024-MF23 05593JAA8 - - 14,000,000 $14,017,508 $14,017,508 0.26 $13,926,844
Huntington Bank Auto Credit-Linked Notes, Series 2024-1 B1 6.153% 20-MAY-2032, 6.15%, 05/20/32 HACLN 2024-1 44644NAA7 - - 13,522,227 $13,645,295 $13,645,295 0.26 $13,633,739
FNMA 30yr Pool#FM5350 4.500% 01-Sep-2050, 4.50%, 09/01/50 FN 3140X85L7 - - 14,018,522 $13,593,397 $13,593,397 0.26 $13,473,443
Connecticut Avenue Securities Trust 2025-R03|5.93969|03/25/2045, 5.94%, 03/25/45 CAS 2025-R03 20754VAB3 - - 13,461,000 $13,501,260 $13,501,260 0.25 $13,494,597
FHLMC 30yr Pool#SD5994 4.500% 01-Sep-2050, 4.50%, 09/01/50 FR 3132DTUT5 - - 13,799,666 $13,470,897 $13,470,897 0.25 $13,277,392
FNMA 30yr Pool#FS6236 6.500% 01-Nov-2053, 6.50%, 11/01/53 FN 3140XM4W3 - - 12,636,803 $13,453,432 $13,453,432 0.25 $13,102,351
FNMA 40yr Pool#BF0731 2.500% 01-Jun-2063, 2.50%, 06/01/63 FN 3140FXY55 - - 16,400,215 $13,410,999 $13,410,999 0.25 $13,325,500
Connecticut Avenue Securities Trust 2024-R03 2M2 6.28969% 25-MAR-2044, 6.29%, 03/25/44 CAS 2024-R03 207941AB1 - - 13,082,000 $13,142,113 $13,142,113 0.25 $13,071,305
FNMA 30yr Pool#FS7117 6.500% 01-Feb-2054, 6.50%, 02/01/54 FN 3140XN4B7 - - 12,006,404 $13,089,225 $13,089,225 0.25 $12,448,727
FHLMC 30yr Pool#SD5224 6.000% 01-Mar-2054, 6.00%, 03/01/54 FR 3132DSYV8 - - 12,449,029 $12,876,413 $12,876,413 0.24 $12,677,506
FNMA 30yr Pool#FS7541 4.000% 01-Jun-2052, 4.00%, 06/01/52 FN 3140XPLX5 - - 13,247,550 $12,715,624 $12,715,624 0.24 $12,360,232
FHLMC 30yr Pool#QH3306 6.000% 01-Oct-2053, 6.00%, 10/01/53 FR 3133CFU72 - - 11,814,577 $12,691,435 $12,691,435 0.24 $12,059,642
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 $12,584,493 $12,584,493 0.24 $12,444,484
Homeward Opportunities Fund Trust 2025-RRTL1 A1 5.476% 25-MAR-2040, 5.48%, 03/25/40 HOF 2025-RRTL1 437919AA1 - - 12,500,000 $12,516,945 $12,516,945 0.23 $12,459,904
FHLMC 30yr Pool#QG6755 5.500% 01-Jun-2053, 5.50%, 06/01/53 FR 3133C7QG5 - - 12,266,333 $12,449,759 $12,449,759 0.23 $12,324,682
FHLMC 30yr Pool#SL0509 4.500% 01-Jan-2055, 4.50%, 01/01/55 FR 31427MR78 - - 12,907,508 $12,391,428 $12,391,428 0.23 $12,277,314
FNMA 40yr Pool#BF0783 3.500% 01-Dec-2063, 3.50%, 12/01/63 FN 3140FX2R2 - - 13,600,521 $12,291,689 $12,291,689 0.23 $12,032,426
FNMA 30yr Pool#BY0334 6.000% 01-May-2053, 6.00%, 05/01/53 FN 3140NGLQ1 - - 11,525,662 $12,197,034 $12,197,034 0.23 $11,724,254
FNMA 30yr Pool#FS5818 4.500% 01-Oct-2050, 4.50%, 10/01/50 FN 3140XMPC4 - - 12,234,605 $12,141,715 $12,141,715 0.23 $11,758,890
FNMA 30yr Pool#BY4134 5.500% 01-Jul-2053, 5.50%, 07/01/53 FN 3140NLSY6 - - 11,769,588 $11,823,145 $11,823,145 0.22 $11,710,034
FNMA 30yr Pool#FS5362 4.500% 01-Dec-2050, 4.50%, 12/01/50 FN 3140XL5Y0 - - 11,954,766 $11,727,776 $11,727,776 0.22 $11,489,932
FNMA 30yr Pool#BX0421 5.500% 01-Nov-2052, 5.50%, 11/01/52 FN 3140N4PF8 - - 11,105,952 $11,559,651 $11,559,651 0.22 $11,136,562
FNMA 30yr Pool#FS7613 4.500% 01-May-2052, 4.50%, 05/01/52 FN 3140XPN70 - - 11,769,473 $11,474,297 $11,474,297 0.22 $11,311,843
Connecticut Avenue Securities Trust 2023-R08 1B1 7.88969% 25-OCT-2043, 7.89%, 10/25/43 CAS 2023-R08 20755CAF5 - - 10,982,476 $11,400,036 $11,400,036 0.21 $11,325,422
RCKT Mortgage Trust 2024-CES5 A1B 6.047% 25-JUL-2044, 6.05%, 08/25/44 RCKT 74938KAB3 - - 10,814,521 $11,222,046 $11,222,046 0.21 $10,870,291
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 $11,190,097 $11,190,097 0.21 $11,134,299
FNMA 30yr Pool#BW2174 4.500% 01-Jun-2052, 4.50%, 06/01/52 FN 3140MTMY6 - - 11,383,108 $10,937,988 $10,937,988 0.21 $10,820,485
FHLMC 30yr Pool#QH1500 6.000% 01-Sep-2053, 6.00%, 09/01/53 FR 3133CDUZ5 - - 10,142,961 $10,929,631 $10,929,631 0.21 $10,323,241
Freddie Mac Pool|4.5|05/01/2053, 4.50%, 05/01/53 FR 31427M6F3 - - 11,370,756 $10,830,230 $10,830,230 0.20 $10,813,174
RCKT Mortgage Trust 2024-CES9 A1B 5.683% 25-DEC-2044, 5.68%, 12/25/44 RCKT 2024-CES9 749426AB8 - - 10,545,026 $10,723,055 $10,723,055 0.20 $10,479,033
FHLMC 30yr Pool#RA7104 4.500% 01-Feb-2051, 4.50%, 02/01/51 FR 3133KN3M3 - - 11,022,914 $10,671,588 $10,671,588 0.20 $10,579,269
FNMA 30yr Pool#FS6662 4.000% 01-Oct-2051, 4.00%, 10/01/51 FN 3140XNML5 - - 11,247,421 $10,647,396 $10,647,396 0.20 $10,494,071
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 $10,418,604 $10,418,604 0.20 $10,368,623
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 $10,198,383 $10,198,383 0.19 $10,140,259
LHOME Mortgage Trust 2024-RTL3 A1 6.9% 25-MAY-2029, 6.90%, 05/25/29 LHOME 2024-RTL3 50205GAA0 - - 9,960,000 $10,114,986 $10,114,986 0.19 $10,057,716
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 $10,058,009 $10,058,009 0.19 $10,019,264
Connecticut Avenue Securities Trust 2024-R05 2M2 6.03969% 25-JUL-2044, 6.04%, 07/25/44 CAS 2024-R05 20754XAC7 - - 10,060,000 $10,045,243 $10,045,243 0.19 $9,992,922
FNMA 30yr Pool#FS2144 3.500% 01-Jun-2052, 3.50%, 06/01/52 FN 3140XHL21 - - 10,906,215 $10,021,848 $10,021,848 0.19 $9,900,049
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 $9,946,216 $9,946,216 0.19 $9,892,279
RCKT Mortgage Trust 2024-CES1 A1B 6.325% 25-FEB-2044, 6.33%, 02/25/44 RCKT 2024-CES1 749424AB3 - - 9,464,612 $9,917,993 $9,917,993 0.19 $9,511,453
FIGRE Trust 2023-HE3 A 6.436% 25-NOV-2053, 6.44%, 11/25/53 FIGRE 2023-HE3 31684CAA9 - - 9,685,656 $9,908,566 $9,908,566 0.19 $9,856,619
Alterna Funding III A 6.26% 15-MAY-2039, 6.26%, 05/16/39 TAX 2024-1A 02157JAA3 - - 9,807,978 $9,896,962 $9,896,962 0.19 $9,879,907
FHLMC 30yr Pool#QH4373 6.000% 01-Nov-2053, 6.00%, 11/01/53 FR 3133CG2E6 - - 9,493,207 $9,849,202 $9,849,202 0.18 $9,747,547
FHLMC 30yr Pool#SD2167 6.000% 01-Jan-2053, 6.00%, 01/01/53 FR 3132DPMQ8 - - 9,561,769 $9,829,442 $9,829,442 0.18 $9,731,661
FNMA 30yr Pool#DA0026 6.000% 01-Sep-2053, 6.00%, 09/01/53 FN 3140A0A41 - - 9,566,350 $9,812,216 $9,812,216 0.18 $9,713,330
Fannie Mae Pool|4.5|12/01/2054, 4.50%, 12/01/54 FN 3140W0WQ4 - - 10,103,280 $9,625,154 $9,625,154 0.18 $9,609,999
FHLMC 30yr Pool#RJ1754 4.500% 01-Jun-2054, 4.50%, 06/01/54 FR 3142GR5Q9 - - 9,922,809 $9,520,443 $9,520,443 0.18 $9,438,339
FNMA 30yr Pool#BX5075 6.000% 01-Jan-2053, 6.00%, 01/01/53 FN 3140N9T97 - - 9,197,402 $9,469,845 $9,469,845 0.18 $9,376,324
Fannie Mae Pool|4.5|07/01/2053, 4.50%, 07/01/53 FN 3140W1ND1 - - 9,801,758 $9,339,174 $9,339,174 0.18 $9,324,471
LHOME Mortgage Trust 2024-RTL5 A2 5.751% 25-SEP-2039, 5.75%, 09/25/39 LHOME 2024-RTL5 50205WAB3 - - 9,325,000 $9,272,538 $9,272,538 0.17 $9,227,847
Rithm Capital Corp. 8.0% 01-APR-2029, 8.00%, 04/01/29 RITM 64828TAB8 - - 9,213,000 $9,196,656 $9,196,656 0.17 $9,147,520
ACHM Trust 2024-HE1 A 6.55% 25-MAY-2039, 6.55%, 05/25/39 ACHM 2024-HE1 00449TAA3 - - 9,002,091 $9,194,444 $9,194,444 0.17 $9,145,308
FNMA 30yr Pool#FA0787 4.500% 01-Jan-2055, 4.50%, 01/01/55 FN 3140W02V6 - - 9,004,381 $9,085,897 $9,085,897 0.17 $8,564,753
Fannie Mae REMIC Trust 2022-65 FB 5.13969% 25-SEP-2052, 5.14%, 09/25/52 FNR 2022-65 3136BPCQ2 - - 9,296,059 $9,063,165 $9,063,165 0.17 $9,023,349
FNMA 30yr Pool#FS7397 6.000% 01-Mar-2054, 6.00%, 03/01/54 FN 3140XPGF0 - - 8,342,341 $8,870,594 $8,870,594 0.17 $8,495,740
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 $8,406,530 $8,406,530 0.16 $8,310,421
FHLMC 30yr Pool#SD5223 6.000% 01-Apr-2054, 6.00%, 04/01/54 FR 3132DSYU0 - - 7,951,512 $8,303,242 $8,303,242 0.16 $8,097,726
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 - - 8,111,115 $8,245,009 $8,245,009 0.15 $8,199,120
FHLMC 30yr Pool#QX0520 5.500% 01-Dec-2054, 5.50%, 12/01/54 FR 31425USJ5 - - 8,105,807 $8,173,649 $8,173,649 0.15 $8,097,534
Mello Mortgage Capital Acceptance 2024-SD1 A1 4.0% 25-APR-2054, 4.00%, 04/25/54 MELLO 58550DAA1 - - 8,353,182 $8,134,376 $8,134,376 0.15 $8,106,532
FNMA 30yr Pool#DB4017 6.000% 01-May-2054, 6.00%, 05/01/54 FN 3140ADPB1 - - 7,903,247 $8,131,993 $8,131,993 0.15 $8,048,572
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 $8,079,064 $8,079,064 0.15 $8,000,242
FHLMC 30yr Pool#SD5963 6.000% 01-Jul-2054, 6.00%, 07/01/54 FR 3132DTTU4 - - 7,478,354 $7,904,577 $7,904,577 0.15 $7,608,166
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 $7,842,364 $7,842,364 0.15 $7,829,340
FNMA 30yr Pool#FS3661 6.000% 01-Jan-2053, 6.00%, 01/01/53 FN 3140XKB74 - - 7,205,629 $7,794,260 $7,794,260 0.15 $7,345,804
Huntington Bank Auto Credit-Linked Notes, Series 2025-1 B 4.957% 20-MAR-2033, 4.96%, 03/21/33 HACLN 2025-1 446438SX2 - - 7,699,910 $7,772,417 $7,772,417 0.15 $7,732,968
FNMA 30yr Pool#BY0337 6.500% 01-May-2053, 6.50%, 05/01/53 FN 3140NGLT5 - - 7,341,565 $7,683,149 $7,683,149 0.14 $7,601,095
Saluda Grade Alternative Mortgage Trust 2023-FIG3 A 7.067% 25-AUG-2053, 7.07%, 08/25/53 GRADE 79582AAA5 - - 7,366,295 $7,642,257 $7,642,257 0.14 $7,564,171
FNMA 30yr Pool#BX6266 6.000% 01-Jan-2053, 6.00%, 01/01/53 FN 3140NA6C2 - - 7,370,581 $7,593,245 $7,593,245 0.14 $7,508,014
Connecticut Avenue Securities Trust 2025-R01 1M2 5.83969% 25-JAN-2045, 5.84%, 01/25/45 CAS 2025-R01 20755JAC7 - - 7,526,000 $7,500,314 $7,500,314 0.14 $7,462,495
Connecticut Avenue Securities, Series 2021-R01 1B1 7.43969% 25-OCT-2041, 7.44%, 10/25/41 CAS 2021-R01 20754RAF3 - - 7,320,000 $7,456,960 $7,456,960 0.14 $7,410,065
Connecticut Avenue Securities Trust 2025-R01 1M1 5.43969% 25-JAN-2045, 5.44%, 01/25/45 CAS 2025-R01 20755JAB9 - - 7,422,460 $7,414,083 $7,414,083 0.14 $7,379,340
FNMA 30yr Pool#FS8486 4.500% 01-Dec-2052, 4.50%, 12/01/52 FN 3140XQNC7 - - 7,712,704 $7,409,626 $7,409,626 0.14 $7,326,728
ACHV ABS Trust 2023-4CP D 8.6% 25-NOV-2030, 8.60%, 11/25/30 ACHV 2023-4CP 00092CAD4 - - 7,056,000 $7,193,698 $7,193,698 0.14 $7,143,130
FHLMC 30yr Pool#QG3912 5.500% 01-Jun-2053, 5.50%, 06/01/53 FR 3133C4KZ6 - - 6,916,682 $7,114,699 $7,114,699 0.13 $6,936,889
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 $7,102,297 $7,102,297 0.13 $7,072,183
RCKT Mortgage Trust 2024-CES8 A1A 5.48955% 25-OCT-2044, 5.49%, 11/25/44 RCKT 2024-CES8 749421AA1 - - 6,843,334 $6,977,529 $6,977,529 0.13 $6,827,346
LHOME Mortgage Trust 2024-RTL4 A2 6.092% 25-JUL-2039, 6.09%, 07/25/39 LHOME 2024-RTL4 50205PAB8 - - 6,870,000 $6,873,635 $6,873,635 0.13 $6,838,758
Tricolor Auto Securitization Trust 2024-3 A 5.22% 15-JUN-2028, 5.22%, 06/15/28 TAST 2024-3A 89617AAA3 - - 6,849,157 $6,846,313 $6,846,313 0.13 $6,836,381
FHLMC 30yr Pool#QG4264 5.000% 01-Jun-2053, 5.00%, 06/01/53 FR 3133C4WZ3 - - 6,934,472 $6,823,999 $6,823,999 0.13 $6,759,822
FHLMC 30yr Pool#SD3813 6.000% 01-Jul-2053, 6.00%, 07/01/53 FR 3132E0GW6 - - 6,488,040 $6,806,632 $6,806,632 0.13 $6,623,816
FHLMC 30yr Pool#SD3018 5.500% 01-May-2053, 5.50%, 05/01/53 FR 3132DQK70 - - 6,721,212 $6,786,750 $6,786,750 0.13 $6,716,319
PRET 2025-RPL2 Trust A1 4.0% 25-FEB-2065, 4.00%, 08/25/64 PRET 2025-RPL2 69392LAA2 - - 7,031,000 $6,761,543 $6,761,543 0.13 $6,719,357
Santander Bank Auto Credit-Linked Notes, Series 2024-A C 5.818% 15-JUN-2032, 5.82%, 06/15/32 SBCLN 2024-A 80290CCK8 - - 6,684,715 $6,732,834 $6,732,834 0.13 $6,722,030
FNMA 30yr Pool#FM4129 4.000% 01-Sep-2050, 4.00%, 09/01/50 FN 3140X7ST7 - - 7,093,117 $6,730,086 $6,730,086 0.13 $6,618,022
FHLMC 30yr Pool#QH7040 6.000% 01-Dec-2053, 6.00%, 12/01/53 FR 3133CKZD3 - - 6,521,355 $6,686,766 $6,686,766 0.13 $6,621,550
FNMA 30yr Pool#DA1456 5.500% 01-Sep-2053, 5.50%, 09/01/53 FN 3140A1TN7 - - 6,630,883 $6,673,848 $6,673,848 0.13 $6,610,917
FIGRE Trust 2025-HE2 A 5.775% 25-MAR-2055, 5.78%, 03/25/55 FIGRE 2025-HE2 31684KAA1 - - 6,621,000 $6,667,504 $6,667,504 0.13 $6,610,150
FNMA 30yr Pool#DA1468 6.000% 01-Sep-2053, 6.00%, 09/01/53 FN 3140A1T23 - - 6,337,848 $6,543,220 $6,543,220 0.12 $6,469,312
FNMA 30yr Pool#DC7015 5.500% 01-Dec-2054, 5.50%, 12/01/54 FN 3140AUYM9 - - 6,436,146 $6,511,544 $6,511,544 0.12 $6,429,577
PRPM 2025-RPL3 LLC|3.25|04/25/2055, 3.25%, 04/25/55 PRPM 2025-RPL3 69392NAA8 - - 6,800,000 $6,450,720 $6,450,720 0.12 $6,417,570
LHOME Mortgage Trust 2024-RTL1 A1 7.017% 25-JAN-2029, 7.02%, 01/25/29 LHOME 2024-RTL1 50205DAA7 - - 6,341,000 $6,420,160 $6,420,160 0.12 $6,383,081
FNMA 30yr Pool#FM7479 4.500% 01-Jan-2050, 4.50%, 01/01/50 FN 3140XBJZ4 - - 6,429,970 $6,276,745 $6,276,745 0.12 $6,186,616
FHLMC 30yr Pool#QH2242 5.500% 01-Sep-2053, 5.50%, 09/01/53 FR 3133CEP30 - - 5,894,731 $6,096,223 $6,096,223 0.11 $5,876,982
FNMA 30yr Pool#FS1578 4.000% 01-Oct-2050, 4.00%, 10/01/50 FN 3140XGXG9 - - 6,341,322 $6,038,887 $6,038,887 0.11 $5,921,675
FHLMC 30yr Pool#SD2606 4.500% 01-Sep-2051, 4.50%, 09/01/51 FR 3132DP3P1 - - 6,073,523 $6,027,949 $6,027,949 0.11 $5,829,078
Connecticut Avenue Securities Trust 2025-R03|6.58969|03/25/2045, 6.59%, 03/25/45 CAS 2025-R03 20754VAC1 - - 5,970,000 $5,991,808 $5,991,808 0.11 $5,988,530
FNMA 30yr Pool#BY0540 6.000% 01-May-2053, 6.00%, 05/01/53 FN 3140NGS68 - - 5,121,785 $5,969,840 $5,969,840 0.11 $5,210,968
FNMA 30yr Pool#FS0088 4.000% 01-Mar-2050, 4.00%, 03/01/50 FN 3140XFC25 - - 6,293,513 $5,962,946 $5,962,946 0.11 $5,887,609
RCKT Mortgage Trust 2023-CES1 A1A 6.515% 25-JUN-2043, 6.51%, 06/25/43 RCKT 74935WAA2 - - 5,649,580 $5,951,577 $5,951,577 0.11 $5,672,011
Santander Bank Auto Credit-Linked Notes, Series 2023-B C 5.933% 15-DEC-2033, 5.93%, 12/15/33 SBCLN 2023-B 80290CCC6 - - 5,875,968 $5,910,862 $5,910,862 0.11 $5,901,178
RCKT Mortgage Trust 2025-CES1 A1A 5.653% 25-JAN-2045, 5.65%, 01/25/45 RCKT 2025-CES1 A1 749427AA8 - - 5,775,277 $5,902,763 $5,902,763 0.11 $5,781,995
Ginnie Mae REMIC Trust 2023-116 LF 5.64436% 20-AUG-2053, 5.65%, 08/20/53 GNR 2023-116 38384EFT7 - - 5,851,957 $5,872,575 $5,872,575 0.11 $5,867,983
FHLMC 30yr Pool#QH4638 6.000% 01-Nov-2053, 6.00%, 11/01/53 FR 3133CHEK7 - - 5,637,669 $5,845,461 $5,845,461 0.11 $5,788,712
FNMA 30yr Pool#DA5019 6.500% 01-Nov-2053, 6.50%, 11/01/53 FN 3140A5SH2 - - 5,347,102 $5,804,573 $5,804,573 0.11 $5,539,620
FHLMC 30yr Pool#QJ9072 6.000% 01-Nov-2054, 6.00%, 11/01/54 FR 3133D1CH0 - - 5,618,398 $5,784,507 $5,784,507 0.11 $5,721,710
FHLMC 30yr Pool#QH4473 6.000% 01-Nov-2053, 6.00%, 11/01/53 FR 3133CG6J1 - - 5,516,127 $5,726,080 $5,726,080 0.11 $5,663,914
FHLMC 30yr Pool#QI8221 6.000% 01-Jun-2054, 6.00%, 06/01/54 FR 3133WFD20 - - 5,378,146 $5,647,862 $5,647,862 0.11 $5,477,039
FNMA 30yr Pool#CA0706 4.000% 01-Nov-2047, 4.00%, 11/01/47 FN 3140Q7YC5 - - 5,905,475 $5,616,769 $5,616,769 0.11 $5,536,926
FNMA 30yr Pool#BX0419 5.500% 01-Nov-2052, 5.50%, 11/01/52 FN 3140N4PD3 - - 5,162,121 $5,608,105 $5,608,105 0.11 $5,150,748
Connecticut Avenue Securities Trust 2024-R02 1M1 5.43969% 25-FEB-2044, 5.44%, 02/25/44 CAS 2024-R02 20754GAA8 - - 5,589,330 $5,593,640 $5,593,640 0.10 $5,567,459
RCKT Mortgage Trust 2024-CES6 A1B 5.546% 25-SEP-2044, 5.55%, 09/25/44 RCKT 2024-CES6 749410AB2 - - 5,374,539 $5,530,769 $5,530,769 0.10 $5,363,313
FNMA 30yr Pool#BY0350 5.000% 01-Jun-2053, 5.00%, 06/01/53 FN 3140NGL81 - - 5,610,124 $5,517,554 $5,517,554 0.10 $5,468,829
LHOME Mortgage Trust 2022-RTL3 A1 8.15% 25-NOV-2027, 8.15%, 11/25/27 LHOME 2022-RTL3 50204UAA0 - - 5,447,379 $5,484,628 $5,484,628 0.10 $5,447,631
FHLMC 30yr Pool#QH2259 6.000% 01-Sep-2053, 6.00%, 09/01/53 FR 3133CEQL9 - - 5,305,494 $5,455,636 $5,455,636 0.10 $5,399,793
BX Trust 2021-SDMF A 5.025% 15-SEP-2034, 5.03%, 09/15/34 BX 2021-SDMF 12434CAA2 - - 5,435,823 $5,395,196 $5,395,196 0.10 $5,387,608
LHOME Mortgage Trust 2024-RTL2 A1 7.128% 25-MAR-2029, 7.13%, 03/25/29 LHOME 50205JAA4 - - 5,293,684 $5,376,498 $5,376,498 0.10 $5,345,053
Santander Bank Auto Credit Linked Notes Series 2024-B 18-JAN-2033, 5.14%, 01/18/33 SBCLN 2024-B 80280BAC2 - - 5,250,000 $5,237,609 $5,237,609 0.10 $5,230,111
FNMA 30yr Pool#DA5072 6.500% 01-Nov-2053, 6.50%, 11/01/53 FN 3140A5T65 - - 4,839,908 $5,224,122 $5,224,122 0.10 $5,014,165
FNMA 30yr Pool#BX5986 5.500% 01-Mar-2053, 5.50%, 03/01/53 FN 3140NAUL5 - - 5,008,303 $5,082,270 $5,082,270 0.10 $5,033,347
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 $5,078,769 $5,078,769 0.10 $5,069,910
FHLMC 30yr Pool#QH5204 6.500% 01-Nov-2053, 6.50%, 11/01/53 FR 3133CHX91 - - 4,391,962 $5,031,143 $5,031,143 0.09 $4,566,093
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 $5,021,753 $5,021,753 0.09 $4,976,690
FHLMC 30yr Pool#QF9863 5.500% 01-Mar-2053, 5.50%, 03/01/53 FR 3133BX5Y3 - - 4,852,743 $4,913,193 $4,913,193 0.09 $4,867,581
ABL 2024-RTL1 A2 7.457% 25-SEP-2029, 7.46%, 09/25/29 ABL 2024-RTL1 00092EAB4 - - 4,840,000 $4,861,226 $4,861,226 0.09 $4,831,150
FNMA 30yr Pool#FS3246 5.500% 01-Nov-2052, 5.50%, 11/01/52 FN 3140XJTC7 - - 4,736,273 $4,821,624 $4,821,624 0.09 $4,771,926
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 $4,731,606 $4,731,606 0.09 $4,708,815
FHLMC 30yr Pool#RA1100 4.000% 01-Jul-2049, 4.00%, 07/01/49 FR 3133KGGH5 - - 5,001,788 $4,706,903 $4,706,903 0.09 $4,667,025
FNMA 30yr Pool#BX4782 5.500% 01-Mar-2053, 5.50%, 03/01/53 FN 3140N9J49 - - 4,656,834 $4,673,883 $4,673,883 0.09 $4,630,156
FNMA 30yr Pool#BW6314 5.500% 01-Aug-2052, 5.50%, 08/01/52 FN 3140MYAQ5 - - 4,315,277 $4,649,380 $4,649,380 0.09 $4,328,891
FNMA 30yr Pool#BX9326 5.500% 01-Mar-2053, 5.50%, 03/01/53 FN 3140NELG8 - - 4,495,736 $4,554,951 $4,554,951 0.09 $4,509,482
RCKT Mortgage Trust 2025-CES2 A1B 5.603% 25-FEB-2055, 5.60%, 02/25/55 RCKT 2025-CES2 74942BAB7 - - 4,449,528 $4,487,527 $4,487,527 0.08 $4,398,421
FNMA 30yr Pool#CB2907 3.500% 01-Feb-2052, 3.50%, 02/01/52 FN 3140QNGR7 - - 4,785,071 $4,391,732 $4,391,732 0.08 $4,344,993
FHLMC 30yr Pool#QF7280 5.500% 01-Jan-2053, 5.50%, 01/01/53 FR 3133BVCR4 - - 4,282,655 $4,362,742 $4,362,742 0.08 $4,315,632
FNMA 30yr Pool#BY0335 6.000% 01-May-2053, 6.00%, 05/01/53 FN 3140NGLR9 - - 4,238,853 $4,342,412 $4,342,412 0.08 $4,297,370
FNMA 30yr Pool#DA3549 6.500% 01-Oct-2053, 6.50%, 10/01/53 FN 3140A35K5 - - 4,129,533 $4,337,723 $4,337,723 0.08 $4,293,260
FHLMC 30yr Pool#QH0826 5.500% 01-Sep-2053, 5.50%, 09/01/53 FR 3133CC4K9 - - 4,237,773 $4,296,722 $4,296,722 0.08 $4,257,243
FNMA 30yr Pool#BX8340 6.000% 01-Apr-2053, 6.00%, 04/01/53 FN 3140NDHS9 - - 4,168,202 $4,291,456 $4,291,456 0.08 $4,249,592
FNMA 30yr Pool#BX9422 5.500% 01-Mar-2053, 5.50%, 03/01/53 FN 3140NEPG4 - - 4,204,308 $4,225,544 $4,225,544 0.08 $4,183,208
Fannie Mae REMIC Trust 2020-98 AI 3.5% 25-JAN-2061, 3.50%, 01/25/61 FNR 2020-98 3136BDLE6 - - 19,485,844 $4,219,782 $4,219,782 0.08 $4,117,115
FNMA 30yr Pool#BX6124 6.500% 01-Jan-2053, 6.50%, 01/01/53 FN 3140NAYW7 - - 3,982,317 $4,189,399 $4,189,399 0.08 $4,146,563
SREIT Commercial Mortgage Trust 2021-MFP B 5.5158% 15-NOV-2038, 5.52%, 11/15/38 SREIT 2021-MFP 78472UAC2 - - 4,194,208 $4,158,707 $4,158,707 0.08 $4,152,280
FHLMC 30yr Pool#QG2535 5.000% 01-May-2053, 5.00%, 05/01/53 FR 3133C2Y85 - - 4,223,147 $4,155,602 $4,155,602 0.08 $4,117,929
EFMT 2025-CES1 A1B 5.877% 25-JAN-2060, 5.88%, 01/25/60 EFMT 2025-CES1 26846VAB0 - - 4,079,078 $4,142,102 $4,142,102 0.08 $4,062,835
Connecticut Avenue Securities Trust 2024-R06 1M2 5.93969% 25-SEP-2044, 5.94%, 09/25/44 CAS 2024-R06 20755RAC9 - - 4,125,699 $4,138,144 $4,138,144 0.08 $4,117,042
FNMA 30yr Pool#FS2135 4.000% 01-Nov-2049, 4.00%, 11/01/49 FN 3140XHLR6 - - 4,298,560 $4,080,803 $4,080,803 0.08 $4,018,389
FNMA 30yr Pool#FS1869 3.500% 01-Apr-2052, 3.50%, 04/01/52 FN 3140XHCF2 - - 4,390,595 $4,022,621 $4,022,621 0.08 $3,980,575
RAM 2024-1 A 5.95% 15-FEB-2039, 6.67%, 02/15/39 RAM 2024-1 751313AA5 - - 3,961,417 $3,986,472 $3,986,472 0.07 $3,979,133
FHLMC 30yr Pool#QH7549 6.000% 01-Dec-2053, 6.00%, 12/01/53 FR 3133CLL61 - - 3,817,478 $3,924,186 $3,924,186 0.07 $3,885,330
FNMA 30yr Pool#DA0036 6.500% 01-Sep-2053, 6.50%, 09/01/53 FN 3140A0BE8 - - 3,254,220 $3,884,077 $3,884,077 0.07 $3,371,385
FNMA 30yr Pool#FS2713 4.500% 01-Oct-2050, 4.50%, 10/01/50 FN 3140XJAP8 - - 3,972,501 $3,876,707 $3,876,707 0.07 $3,822,154
FNMA 30yr Pool#BX8700 5.500% 01-Mar-2053, 5.50%, 03/01/53 FN 3140NDU21 - - 3,741,710 $3,793,809 $3,793,809 0.07 $3,757,402
FNMA 30yr Pool#BX4791 5.500% 01-Feb-2053, 5.50%, 02/01/53 FN 3140N9KD7 - - 2,702,163 $3,788,047 $3,788,047 0.07 $2,686,683
FHLMC 30yr Pool#SD1416 4.500% 01-Dec-2048, 4.50%, 12/01/48 FR 3132DNSD6 - - 3,821,901 $3,710,996 $3,710,996 0.07 $3,677,254
FNMA 30yr Pool#FM7031 4.000% 01-Jan-2051, 4.00%, 01/01/51 FN 3140XAY55 - - 3,891,951 $3,685,969 $3,685,969 0.07 $3,631,269
Reach ABS Trust 2024-2 A 5.88% 15-JUL-2031, 5.88%, 07/15/31 REACH 2024-2A 75525HAA8 - - 3,632,407 $3,650,747 $3,650,747 0.07 $3,644,814
FNMA 30yr Pool#FM1540 4.000% 01-Sep-2049, 4.00%, 09/01/49 FN 3140X4WA0 - - 3,786,288 $3,630,410 $3,630,410 0.07 $3,532,877
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 $3,614,580 $3,614,580 0.07 $3,603,669
FHLMC 30yr Pool#QH1144 5.500% 01-Sep-2053, 5.50%, 09/01/53 FR 3133CDHV9 - - 3,542,843 $3,600,651 $3,600,651 0.07 $3,558,833
FHLMC 30yr Pool#QG1347 6.000% 01-Mar-2053, 6.00%, 03/01/53 FR 3133C1P87 - - 3,491,784 $3,597,423 $3,597,423 0.07 $3,562,005
Ally Bank Auto Credit-Linked Notes, Series 2024-A C 6.022% 15-MAY-2032, 6.02%, 05/17/32 ABCLN 2024-A 02007GZ63 - - 3,514,268 $3,559,432 $3,559,432 0.07 $3,553,553
Angel Oak Mortgage Trust 2024-5 A3 4.95% 25-JUL-2068, 4.95%, 07/25/68 AOMT 2024-5 03465YAC1 - - 3,563,375 $3,539,657 $3,539,657 0.07 $3,460,888
JP Morgan Mortgage Trust 2024-CES1 A1B 6.019% 25-JUN-2054, 6.02%, 06/25/54 JPMMT 2024-CES1 46658CAB7 - - 3,464,485 $3,504,128 $3,504,128 0.07 $3,472,849
FHLMC 30yr Pool#QH6041 5.500% 01-Dec-2053, 5.50%, 12/01/53 FR 3133CJWA5 - - 3,453,599 $3,494,713 $3,494,713 0.07 $3,462,041
FHLMC 30yr Pool#QF7810 5.500% 01-Jan-2053, 5.50%, 01/01/53 FR 3133BVVB8 - - 3,399,996 $3,459,452 $3,459,452 0.06 $3,424,863
Angel Oak Mortgage Trust 2024-5 A2 4.95% 25-JUL-2068, 4.95%, 07/25/68 AOMT 2024-5 03465YAB3 - - 3,394,120 $3,399,093 $3,399,093 0.06 $3,324,066
FHLMC 30yr Pool#QG2539 6.500% 01-May-2053, 6.50%, 05/01/53 FR 3133C2ZC5 - - 3,246,515 $3,396,277 $3,396,277 0.06 $3,361,282
FNMA 30yr Pool#MA4026 4.000% 01-May-2050, 4.00%, 05/01/50 FN 31418DPL0 - - 3,573,401 $3,380,988 $3,380,988 0.06 $3,330,120
FIGRE Trust 2024-HE4 B 5.252% 25-SEP-2054, 5.25%, 09/25/54 FIGRE 2024-HE4 31684UAB7 - - 3,366,066 $3,341,093 $3,341,093 0.06 $3,326,361
FNMA 30yr Pool#BX8585 6.000% 01-Mar-2053, 6.00%, 03/01/53 FN 3140NDRF6 - - 3,246,395 $3,322,911 $3,322,911 0.06 $3,290,060
FHLMC 30yr Pool#QE6404 5.500% 01-Jul-2052, 5.50%, 07/01/52 FR 3133BGDH8 - - 3,145,591 $3,302,951 $3,302,951 0.06 $3,156,350
BX Trust 2021-BXMF C 5.62727% 15-OCT-2038, 5.63%, 10/15/26 BX 2021-BXMF 05609RAJ3 - - 3,337,147 $3,297,989 $3,297,989 0.06 $3,292,772
Connecticut Avenue Securities, Series 2021-R01 1M2 5.88969% 25-OCT-2041, 5.89%, 10/25/41 CAS 2021-R01 20754RAB2 - - 3,250,834 $3,266,305 $3,266,305 0.06 $3,249,818
FNMA 30yr Pool#BX3248 6.000% 01-Jan-2053, 6.00%, 01/01/53 FN 3140N7TE0 - - 3,165,307 $3,260,457 $3,260,457 0.06 $3,228,357
FNMA 30yr Pool#MA4056 4.000% 01-Jun-2050, 4.00%, 06/01/50 FN 31418DQJ4 - - 3,453,893 $3,242,249 $3,242,249 0.06 $3,213,978
FHLMC 30yr Pool#SD1111 4.000% 01-Jun-2050, 4.00%, 06/01/50 FR 3132DNGU1 - - 3,417,046 $3,241,702 $3,241,702 0.06 $3,202,886
FHF Trust 2024-1 (First Help Financial) A2 5.69% 15-FEB-2030, 5.69%, 02/15/30 FHF 2024-1A 31568AAB2 - - 3,196,602 $3,228,715 $3,228,715 0.06 $3,223,663
FNMA 30yr Pool#BV5379 3.000% 01-Apr-2052, 3.00%, 04/01/52 FN 3140MJ6R1 - - 3,613,730 $3,193,334 $3,193,334 0.06 $3,140,804
Connecticut Avenue Securities Trust 2024-R02 1M2 6.13969% 25-FEB-2044, 6.14%, 02/25/44 CAS 2024-R02 20754GAE0 - - 3,168,862 $3,175,219 $3,175,219 0.06 $3,158,465
Connecticut Avenue Securities Trust 2024-R01 1M2 6.13969% 25-JAN-2044, 6.14%, 01/25/44 CAS 2024-R01 20753UAB6 - - 3,140,000 $3,146,381 $3,146,381 0.06 $3,129,780
Fannie Mae Pool|4|03/01/2050, 4.00%, 03/01/50 FN 3140X8S24 - - 3,217,322 $3,062,388 $3,062,388 0.06 $3,007,625
FHLMC 30yr Pool#SD2897 5.500% 01-May-2053, 5.50%, 05/01/53 FR 3132DQGE0 - - 3,013,842 $3,060,157 $3,060,157 0.06 $3,011,716
FNMA 30yr Pool#MA3496 4.500% 01-Oct-2048, 4.50%, 10/01/48 FN 31418C3E2 - - 3,121,940 $3,050,771 $3,050,771 0.06 $3,003,784
FIGRE Trust 2024-HE3 C 6.229% 25-JUL-2054, 6.23%, 07/25/54 FIGRE 2024-HE3 31684GAC6 - - 3,000,538 $3,032,338 $3,032,338 0.06 $3,016,763
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 $3,028,160 $3,028,160 0.06 $3,013,241
FHLMC 30yr Pool#QI4878 6.000% 01-Apr-2054, 6.00%, 04/01/54 FR 3133WBM37 - - 2,839,187 $3,015,041 $3,015,041 0.06 $2,891,394
Santander Bank Auto Credit-Linked Notes, Series 2024-A B 5.622% 15-JUN-2032, 5.62%, 06/15/32 SBCLN 2024-A 80290CCJ1 - - 2,996,597 $3,014,171 $3,014,171 0.06 $3,009,491
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 $3,006,947 $3,006,947 0.06 $2,978,075
Verus Securitization Trust 2024-7 A1 5.095% 25-SEP-2069, 5.09%, 09/25/69 VERUS 2024-7 924925AA8 - - 2,934,865 $2,991,465 $2,991,465 0.06 $2,912,121
FNMA 30yr Pool#BV8544 3.500% 01-May-2052, 3.50%, 05/01/52 FN 3140MNP67 - - 3,247,494 $2,985,986 $2,985,986 0.06 $2,941,750
FNMA 30yr Pool#BX6955 6.000% 01-Feb-2053, 6.00%, 02/01/53 FN 3140NBWR8 - - 2,897,844 $2,978,467 $2,978,467 0.06 $2,948,303
FNMA 30yr Pool#BV5393 3.500% 01-Apr-2052, 3.50%, 04/01/52 FN 3140MJ7F6 - - 3,213,624 $2,968,692 $2,968,692 0.06 $2,915,546
FHLMC 30yr Pool#QG2543 5.500% 01-May-2053, 5.50%, 05/01/53 FR 3133C2ZG6 - - 2,325,829 $2,954,280 $2,954,280 0.06 $2,332,624
FHLMC 30yr Pool#QE8542 5.500% 01-Aug-2052, 5.50%, 08/01/52 FR 3133BJP30 - - 2,804,914 $2,942,894 $2,942,894 0.06 $2,814,136
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 $2,846,126 $2,846,126 0.05 $2,818,715
ACHV ABS Trust 2024-1PL B 6.34% 25-APR-2031, 6.34%, 04/25/31 ACHV 2024-1PL 00092BAB0 - - 2,803,819 $2,845,575 $2,845,575 0.05 $2,830,761
FNMA 30yr Pool#BY0905 6.000% 01-Mar-2053, 6.00%, 03/01/53 FN 3140NHAF5 - - 2,716,988 $2,798,914 $2,798,914 0.05 $2,771,627
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 $2,791,198 $2,791,198 0.05 $2,774,925
FNMA 30yr Pool#BX4784 5.000% 01-Mar-2053, 5.00%, 03/01/53 FN 3140N9J64 - - 2,835,951 $2,790,449 $2,790,449 0.05 $2,765,813
FHLMC 30yr Pool#QG2537 5.500% 01-May-2053, 5.50%, 05/01/53 FR 3133C2ZA9 - - 2,764,602 $2,775,129 $2,775,129 0.05 $2,748,251
FNMA 30yr Pool#BV5394 3.500% 01-Apr-2052, 3.50%, 04/01/52 FN 3140MJ7G4 - - 3,018,836 $2,756,902 $2,756,902 0.05 $2,734,844
FHLMC 30yr Pool#QF0488 5.500% 01-Sep-2052, 5.50%, 09/01/52 FR 3133BMRH0 - - 2,694,608 $2,743,264 $2,743,264 0.05 $2,703,109
BX Trust 2021-BXMF G 7.785513% 15-OCT-2038, 7.79%, 10/15/26 BX 2021-BXMF 05609RAS3 - - 2,807,890 $2,735,302 $2,735,302 0.05 $2,710,411
FHLMC 30yr Pool#QG1908 5.000% 01-May-2053, 5.00%, 05/01/53 FR 3133C2DM7 - - 2,776,455 $2,732,447 $2,732,447 0.05 $2,707,280
FNMA 30yr Pool#BY0330 5.000% 01-May-2053, 5.00%, 05/01/53 FN 3140NGLL2 - - 2,768,137 $2,723,013 $2,723,013 0.05 $2,699,002
FHLMC 30yr Pool#Q57869 4.000% 01-Aug-2048, 4.00%, 08/01/48 FG 3132Y1W79 - - 2,884,125 $2,707,102 $2,707,102 0.05 $2,699,411
FNMA 30yr Pool#DA1511 5.500% 01-Oct-2053, 5.50%, 10/01/53 FN 3140A1VD6 - - 2,673,270 $2,692,283 $2,692,283 0.05 $2,665,145
FNMA 30yr Pool#DA3538 6.000% 01-Oct-2053, 6.00%, 10/01/53 FN 3140A34Y6 - - 2,593,502 $2,668,707 $2,668,707 0.05 $2,639,599
Ginnie Mae REMIC Trust 2017-163 LO 0.0% 16-MAY-2041, 0.00%, 05/16/41 GNR 2017-163 38380KNA9 - - 3,503,534 $2,640,103 $2,640,103 0.05 $2,640,103
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 $2,635,680 $2,635,680 0.05 $2,621,504
FHLMC 30yr Pool#QF9276 5.500% 01-Mar-2053, 5.50%, 03/01/53 FR 3133BXJV4 - - 2,594,205 $2,631,632 $2,631,632 0.05 $2,607,387
FNMA 30yr Pool#CB4076 3.500% 01-Jul-2052, 3.50%, 07/01/52 FN 3140QPQ67 - - 2,800,010 $2,604,025 $2,604,025 0.05 $2,537,878
FNMA 30yr Pool#BY0338 6.500% 01-May-2053, 6.50%, 05/01/53 FN 3140NGLU2 - - 2,481,193 $2,596,388 $2,596,388 0.05 $2,569,343
FHLMC 30yr Pool#QG4267 5.500% 01-Jun-2053, 5.50%, 06/01/53 FR 3133C4W42 - - 2,572,136 $2,582,611 $2,582,611 0.05 $2,558,216
Arivo Acceptance Auto Loan Receivables Trust 2024-1 A 6.46% 15-APR-2028, 6.46%, 04/17/28 ARIVO 2024-1A 039943AA3 - - 2,541,161 $2,560,100 $2,560,100 0.05 $2,555,540
PRPM 2024-RCF2 A1 3.75% 25-MAR-2054, 3.75%, 03/25/54 PRPM 2024-RCF2 693987AA7 - - 2,644,948 $2,557,213 $2,557,213 0.05 $2,548,948
Santander Bank Auto Credit-Linked Notes, Series 2023-B B 5.64% 15-DEC-2033, 5.64%, 12/15/33 SBCLN 2023-B 80290CCB8 - - 2,532,121 $2,545,835 $2,545,835 0.05 $2,541,868
FHLMC 30yr Pool#SD3523 3.000% 01-Jun-2052, 3.00%, 06/01/52 FR 3132DQ4G8 - - 2,860,436 $2,514,271 $2,514,271 0.05 $2,471,113
U.S. Auto Funding 2021-1 C 2.2% 15-MAY-2026, 2.20%, 05/15/26 USAUT 2021-1A 90355EAC5 - - 2,568,048 $2,498,164 $2,498,164 0.05 $2,496,594
FNMA 30yr Pool#BY8533 6.500% 01-Aug-2053, 6.50%, 08/01/53 FN 3140NRPT7 - - 2,334,148 $2,447,582 $2,447,582 0.05 $2,418,187
FIGRE Trust 2024-HE1 B 6.506% 25-MAR-2054, 6.51%, 03/25/54 FIGRE 2024-HE1 31684HAB6 - - 2,378,843 $2,444,309 $2,444,309 0.05 $2,431,412
Tricolor Auto Securitization Trust 2024-2 A 6.36% 15-DEC-2027, 6.36%, 12/15/27 TAST 2024-2A 89616PAA1 - - 2,416,828 $2,429,363 $2,429,363 0.05 $2,425,093
FNMA 30yr Pool#BY5913 5.500% 01-Sep-2053, 5.50%, 09/01/53 FN 3140NNSB2 - - 2,350,115 $2,381,767 $2,381,767 0.04 $2,359,660
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 $2,305,666 $2,305,666 0.04 $2,294,181
Blue Bridge Funding 2023-1 A 7.37% 15-NOV-2030, 7.37%, 11/15/30 BBEF 2023-1A 09531MAA8 - - 2,273,811 $2,290,476 $2,290,476 0.04 $2,285,821
FHLMC 30yr Pool#QG2098 5.000% 01-May-2053, 5.00%, 05/01/53 FR 3133C2KK3 - - 2,290,062 $2,281,780 $2,281,780 0.04 $2,233,006
FIGRE Trust 2024-HE3 A 5.937% 25-JUL-2054, 5.94%, 07/25/54 FIGRE 2024-HE3 31684GAA0 - - 2,194,138 $2,216,976 $2,216,976 0.04 $2,206,121
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 $2,182,295 $2,182,295 0.04 $2,169,575
FNMA 30yr Pool#BX7685 6.000% 01-Feb-2053, 6.00%, 02/01/53 FN 3140NCRF8 - - 2,119,251 $2,179,611 $2,179,611 0.04 $2,158,486
Foundation Finance Trust 2023-2 A 6.53% 15-JUN-2049, 6.53%, 06/15/49 FFIN 2023-2A 35042RAA4 - - 2,113,592 $2,178,906 $2,178,906 0.04 $2,175,072
FNMA 30yr Pool#FS3001 4.000% 01-Oct-2051, 4.00%, 10/01/51 FN 3140XJKP7 - - 2,297,203 $2,177,998 $2,177,998 0.04 $2,143,337
FNMA 30yr Pool#CA7849 4.500% 01-Oct-2050, 4.50%, 10/01/50 FN 3140QFWK1 - - 2,175,550 $2,170,234 $2,170,234 0.04 $2,090,959
FNMA 30yr Pool#FS1640 4.000% 01-Apr-2052, 4.00%, 04/01/52 FN 3140XGZE2 - - 2,282,006 $2,146,471 $2,146,471 0.04 $2,128,249
FHLMC 30yr Pool#QH7013 6.500% 01-Dec-2053, 6.50%, 12/01/53 FR 3133CKYJ1 - - 1,986,521 $2,122,153 $2,122,153 0.04 $2,065,282
FHLMC 30yr Pool#QE0354 3.500% 01-Apr-2052, 3.50%, 04/01/52 FR 3133B9MB7 - - 2,249,362 $2,078,498 $2,078,498 0.04 $2,037,757
FNMA 30yr Pool#BP1500 3.000% 01-May-2050, 3.00%, 05/01/50 FN 3140K8U25 - - 2,334,548 $2,066,590 $2,066,590 0.04 $2,050,303
Ally Bank Auto Credit-Linked Notes, Series 2024-A D 6.315% 15-MAY-2032, 6.31%, 05/17/32 ABCLN 2024-A 02007GZ71 - - 2,008,153 $2,023,733 $2,023,733 0.04 $2,020,210
FHLMC 30yr Pool#QE1072 3.500% 01-Apr-2052, 3.50%, 04/01/52 FR 3133BAFM8 - - 2,199,773 $2,008,485 $2,008,485 0.04 $1,992,833
FHLMC 30yr Pool#SI2017 4.000% 01-Dec-2048, 4.00%, 12/01/48 FR 3133USG21 - - 2,118,333 $1,998,401 $1,998,401 0.04 $1,980,352
Reach ABS Trust 2024-1 A 6.3% 15-FEB-2031, 6.30%, 02/18/31 REACH 2024-1A 75526PAA9 - - 1,973,967 $1,984,683 $1,984,683 0.04 $1,981,229
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 $1,961,574 $1,961,574 0.04 $1,951,253
FHLMC 30yr Pool#QF9104 6.000% 01-Mar-2053, 6.00%, 03/01/53 FR 3133BXDH1 - - 1,903,469 $1,958,301 $1,958,301 0.04 $1,938,710
FHLMC 30yr Pool#SD7138 5.000% 01-Nov-2054, 5.00%, 11/01/54 FR 3132DU4X2 - - 1,947,595 $1,931,598 $1,931,598 0.04 $1,906,761
FHLMC 30yr Pool#QG2540 6.500% 01-May-2053, 6.50%, 05/01/53 FR 3133C2ZD3 - - 1,840,772 $1,926,574 $1,926,574 0.04 $1,906,169
FNMA 30yr Pool#BW0972 4.500% 01-Jul-2052, 4.50%, 07/01/52 FN 3140MSCJ2 - - 1,993,598 $1,916,480 $1,916,480 0.04 $1,899,572
FNMA 30yr Pool#BX8072 5.500% 01-Mar-2053, 5.50%, 03/01/53 FN 3140NC6J3 - - 1,887,748 $1,911,152 $1,911,152 0.04 $1,893,520
FHLMC 30yr Pool#SD1551 4.000% 01-Mar-2050, 4.00%, 03/01/50 FR 3132DNWL3 - - 2,002,010 $1,895,036 $1,895,036 0.04 $1,871,524
FHLMC 30yr Pool#QG2019 5.000% 01-May-2053, 5.00%, 05/01/53 FR 3133C2G44 - - 1,912,647 $1,883,126 $1,883,126 0.04 $1,865,392
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 $1,877,507 $1,877,507 0.04 $1,872,455
FNMA 30yr Pool#MA3521 4.000% 01-Nov-2048, 4.00%, 11/01/48 FN 31418C4F8 - - 1,916,244 $1,823,450 $1,823,450 0.03 $1,791,347
FNMA 30yr Pool#BY0361 6.500% 01-Jun-2053, 6.50%, 06/01/53 FN 3140NGMK3 - - 1,739,837 $1,818,016 $1,818,016 0.03 $1,798,598
FHLMC 30yr Pool#QG3884 5.000% 01-Jun-2053, 5.00%, 06/01/53 FR 3133C4J54 - - 1,811,618 $1,788,786 $1,788,786 0.03 $1,773,100
FHLMC 30yr Pool#QH3309 5.500% 01-Oct-2053, 5.50%, 10/01/53 FR 3133CFVA4 - - 1,773,391 $1,784,903 $1,784,903 0.03 $1,768,051
FHLMC 30yr Pool#SD0943 3.500% 01-Apr-2052, 3.50%, 04/01/52 FR 3132DNBL6 - - 1,925,627 $1,774,379 $1,774,379 0.03 $1,748,678
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 $1,763,439 $1,763,439 0.03 $1,754,457
Fannie Mae Pool|4|08/01/2050, 4.00%, 08/01/50 FN 3140X8UA3 - - 1,854,078 $1,740,559 $1,740,559 0.03 $1,725,634
FHLMC 30yr Pool#QG2100 5.000% 01-May-2053, 5.00%, 05/01/53 FR 3133C2KM9 - - 1,754,598 $1,726,378 $1,726,378 0.03 $1,710,883
FNMA 30yr Pool#CB2681 3.500% 01-Jan-2052, 3.50%, 01/01/52 FN 3140QM6T6 - - 1,861,616 $1,714,676 $1,714,676 0.03 $1,690,549
FHLMC 30yr Pool#QA2039 3.000% 01-Aug-2049, 3.00%, 08/01/49 FR 31334YHQ3 - - 1,932,697 $1,712,374 $1,712,374 0.03 $1,698,032
FHLMC 30yr Pool#SD4456 4.000% 01-Aug-2050, 4.00%, 08/01/50 FR 3132E05R9 - - 1,784,548 $1,693,840 $1,693,840 0.03 $1,665,020
FHLMC 30yr Pool#QG4266 5.000% 01-Jun-2053, 5.00%, 06/01/53 FR 3133C4W34 - - 1,698,809 $1,671,254 $1,671,254 0.03 $1,656,364
FHLMC 30yr Pool#QG4340 6.500% 01-Jun-2053, 6.50%, 06/01/53 FR 3133C4ZD9 - - 1,556,183 $1,627,774 $1,627,774 0.03 $1,611,195
FNMA 30yr Pool#DB3056 5.500% 01-May-2054, 5.50%, 05/01/54 FN 3140ACME0 - - 1,592,747 $1,614,817 $1,614,817 0.03 $1,595,514
FNMA 30yr Pool#BY0327 6.500% 01-May-2053, 6.50%, 05/01/53 FN 3140NGLH1 - - 1,528,062 $1,589,374 $1,589,374 0.03 $1,572,768
FHLMC 30yr Pool#Q58477 4.000% 01-Sep-2048, 4.00%, 09/01/48 FG 3132Y2M37 - - 1,686,525 $1,582,955 $1,582,955 0.03 $1,578,457
FNMA 30yr Pool#MA3415 4.000% 01-Jul-2048, 4.00%, 07/01/48 FN 31418CYM0 - - 1,632,842 $1,549,495 $1,549,495 0.03 $1,526,417
FNMA 30yr Pool#CA5573 4.000% 01-Apr-2050, 4.00%, 04/01/50 FN 3140QDFP4 - - 1,630,559 $1,530,441 $1,530,441 0.03 $1,517,600
FNMA 30yr Pool#BX7860 5.500% 01-Mar-2053, 5.50%, 03/01/53 FN 3140NCWW5 - - 1,393,950 $1,491,563 $1,491,563 0.03 $1,398,307
FNMA 30yr Pool#CA1931 4.500% 01-Jun-2048, 4.50%, 06/01/48 FN 3140Q9ED1 - - 1,511,142 $1,467,567 $1,467,567 0.03 $1,453,950
FNMA 30yr Pool#BX4859 5.000% 01-May-2053, 5.00%, 05/01/53 FN 3140N9MH6 - - 1,490,231 $1,466,150 $1,466,150 0.03 $1,453,012
Towd Point Mortgage Trust 2024-CES1 A1B 6.049% 25-JAN-2064, 6.05%, 01/25/64 TPMT 2024-CES1 89183CAB1 - - 1,396,460 $1,450,986 $1,450,986 0.03 $1,398,058
FNMA 30yr Pool#BY0360 5.500% 01-Jun-2053, 5.50%, 06/01/53 FN 3140NGMJ6 - - 1,442,912 $1,447,876 $1,447,876 0.03 $1,434,289
ACHV ABS Trust 2024-1PL C 6.42% 25-APR-2031, 6.42%, 04/25/31 ACHV 2024-1PL 00092BAC8 - - 1,426,634 $1,442,541 $1,442,541 0.03 $1,434,908
FNMA 30yr Pool#BT8051 5.500% 01-Jan-2053, 5.50%, 01/01/53 FN 3140LW5M5 - - 1,404,594 $1,429,379 $1,429,379 0.03 $1,415,138
FHLMC 30yr Pool#QF2561 5.500% 01-Nov-2052, 5.50%, 11/01/52 FR 3133BPZ27 - - 1,400,758 $1,422,108 $1,422,108 0.03 $1,408,854
FNMA 30yr Pool#BX0130 6.000% 01-Dec-2052, 6.00%, 12/01/52 FN 3140N4EC7 - - 1,366,097 $1,407,039 $1,407,039 0.03 $1,393,309
Lendbuzz Securitization Trust 2023-2 A2 7.09% 15-OCT-2028, 7.09%, 10/16/28 LBZZ 2023-2A 52608MAB4 - - 1,376,340 $1,395,232 $1,395,232 0.03 $1,392,521
FNMA 30yr Pool#BY1896 5.500% 01-May-2053, 5.50%, 05/01/53 FN 3140NJDA9 - - 1,377,145 $1,394,652 $1,394,652 0.03 $1,381,169
Angel Oak Mortgage Trust 2024-3 A2 4.8% 25-NOV-2068, 4.80%, 11/26/68 AOMT 2024-3 03466HAB9 - - 1,398,195 $1,390,528 $1,390,528 0.03 $1,364,481
FHLMC 30yr Pool#QG3885 6.500% 01-Jun-2053, 6.50%, 06/01/53 FR 3133C4J62 - - 1,328,264 $1,389,340 $1,389,340 0.03 $1,375,219
FNMA 30yr Pool#BY0332 5.500% 01-May-2053, 5.50%, 05/01/53 FN 3140NGLN8 - - 1,376,535 $1,381,315 $1,381,315 0.03 $1,368,479
FNMA 30yr Pool#AS6811 3.000% 01-Mar-2046, 3.00%, 03/01/46 FN 3138WGR97 - - 1,430,999 $1,298,966 $1,298,966 0.02 $1,259,477
FHLMC 30yr Pool#QG3616 5.000% 01-Jun-2053, 5.00%, 06/01/53 FR 3133C4AR5 - - 1,308,206 $1,292,421 $1,292,421 0.02 $1,280,710
FNMA 30yr Pool#BJ9181 5.000% 01-May-2048, 5.00%, 05/01/48 FN 3140HBFX1 - - 1,264,430 $1,288,411 $1,288,411 0.02 $1,252,719
FHLMC 30yr Pool#QG0818 5.000% 01-Apr-2053, 5.00%, 04/01/53 FR 3133C04B5 - - 1,296,425 $1,283,797 $1,283,797 0.02 $1,268,529
FNMA 30yr Pool#MA3149 4.000% 01-Oct-2047, 4.00%, 10/01/47 FN 31418CQB3 - - 1,334,379 $1,273,479 $1,273,479 0.02 $1,251,007
FNMA 30yr Pool#BY0251 6.000% 01-Apr-2053, 6.00%, 04/01/53 FN 3140NGH52 - - 1,235,183 $1,272,773 $1,272,773 0.02 $1,259,302
BX Commercial Mortgage Trust 2021-21M A 5.166% 15-OCT-2036, 5.17%, 10/15/36 BX 2021-21M 05609CAA5 - - 1,271,945 $1,264,331 $1,264,331 0.02 $1,262,506
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 $1,251,050 $1,251,050 0.02 $1,244,644
FNMA 30yr Pool#FM7725 4.500% 01-Dec-2050, 4.50%, 12/01/50 FN 3140XBSP6 - - 1,286,813 $1,246,315 $1,246,315 0.02 $1,235,022
FHLMC 30yr Pool#QG2104 5.500% 01-May-2053, 5.50%, 05/01/53 FR 3133C2KR8 - - 1,241,910 $1,246,160 $1,246,160 0.02 $1,234,566
FNMA 40yr Pool#BF0167 3.000% 01-Feb-2057, 3.00%, 02/01/57 FN 3140FXFH0 - - 1,446,579 $1,241,845 $1,241,845 0.02 $1,225,783
FHLMC 30yr Pool#QD9182 3.000% 01-Mar-2052, 3.00%, 03/01/52 FR 3133B7FX1 - - 1,371,180 $1,235,602 $1,235,602 0.02 $1,191,889
FHLMC 30yr Pool#SD8003 4.000% 01-Jul-2049, 4.00%, 07/01/49 FR 3132DV3L7 - - 1,302,870 $1,233,048 $1,233,048 0.02 $1,215,604
FNMA 30yr Pool#FM9138 4.000% 01-Mar-2050, 4.00%, 03/01/50 FN 3140XDEL6 - - 1,286,852 $1,218,141 $1,218,141 0.02 $1,202,978
Connecticut Avenue Securities, Series 2021-R03 1M1 5.18969% 25-DEC-2041, 5.19%, 12/25/41 CAS 2021-R03 20754AAA1 - - 1,214,942 $1,215,705 $1,215,705 0.02 $1,210,275
FHLMC 30yr Pool#ZT2087 4.000% 01-Jun-2049, 4.00%, 06/01/49 FR 3132AEJ80 - - 1,257,457 $1,188,532 $1,188,532 0.02 $1,173,233
FHLMC 30yr Pool#RA1087 4.500% 01-Jul-2049, 4.50%, 07/01/49 FR 3133KGF45 - - 1,167,144 $1,187,368 $1,187,368 0.02 $1,116,811
Connecticut Avenue Securities, Series 2021-R02 2B1 7.63969% 25-NOV-2041, 7.64%, 11/25/41 CAS 2021-R02 20754KAF8 - - 1,150,000 $1,173,896 $1,173,896 0.02 $1,166,330
FNMA 30yr Pool#BX0804 5.500% 01-Nov-2052, 5.50%, 11/01/52 FN 3140N43N5 - - 1,151,239 $1,169,909 $1,169,909 0.02 $1,158,087
Connecticut Avenue Securities Trust 2022-R01 1M1 5.33969% 25-DEC-2041, 5.34%, 12/25/41 CAS 2022-R01 20754LAA7 - - 1,128,956 $1,130,642 $1,130,642 0.02 $1,125,451
FHLMC 30yr Pool#QG6538 5.500% 01-Jul-2053, 5.50%, 07/01/53 FR 3133C7HP5 - - 1,108,580 $1,124,152 $1,124,152 0.02 $1,113,853
FHLMC 30yr Pool#RA1188 4.500% 01-Aug-2049, 4.50%, 08/01/49 FR 3133KGJ90 - - 1,131,824 $1,092,834 $1,092,834 0.02 $1,083,014
FHLMC 30yr Pool#QG6948 5.500% 01-Jul-2053, 5.50%, 07/01/53 FR 3133C7WH6 - - 1,066,021 $1,081,974 $1,081,974 0.02 $1,071,005
FNMA 30yr Pool#AS7492 4.000% 01-Jul-2046, 4.00%, 07/01/46 FN 3138WHKE1 - - 1,118,471 $1,060,804 $1,060,804 0.02 $1,051,025
FNMA 30yr Pool#FM1598 4.000% 01-Feb-2049, 4.00%, 02/01/49 FN 3140X4X43 - - 1,082,171 $1,037,389 $1,037,389 0.02 $1,011,637
FNMA 30yr Pool#BV4203 3.500% 01-Apr-2052, 3.50%, 04/01/52 FN 3140MHU56 - - 1,118,943 $1,023,718 $1,023,718 0.02 $1,015,240
FNMA 30yr Pool#BW7489 6.000% 01-Nov-2052, 6.00%, 11/01/52 FN 3140N0KB0 - - 620,130 $989,759 $989,759 0.02 $632,483
FNMA 30yr Pool#BV8484 3.500% 01-Apr-2052, 3.50%, 04/01/52 FN 3140MNNA0 - - 1,060,409 $969,639 $969,639 0.02 $962,051
GNMA II 30yr Pool#MA5021 4.500% 20-Feb-2048, 4.50%, 02/20/48 G2 36179TSJ5 - - 982,671 $955,704 $955,704 0.02 $952,756
FHLMC 30yr Pool#ZM8197 4.000% 01-Sep-2048, 4.00%, 09/01/48 FR 3131Y3DA1 - - 1,003,443 $946,428 $946,428 0.02 $938,082
FNMA 30yr Pool#DA3522 5.500% 01-Oct-2053, 5.50%, 10/01/53 FN 3140A34G5 - - 933,177 $939,170 $939,170 0.02 $930,341
FNMA 30yr Pool#CA6382 4.500% 01-Jul-2050, 4.50%, 07/01/50 FN 3140QECU4 - - 936,704 $907,025 $907,025 0.02 $899,020
FNMA 30yr Pool#BV8485 3.500% 01-Apr-2052, 3.50%, 04/01/52 FN 3140MNNB8 - - 974,491 $903,836 $903,836 0.02 $882,817
Tricolor Auto Securitization Trust 2024-1 A 6.61% 15-OCT-2027, 6.61%, 10/15/27 TAST 2024-1A 89616LAA0 - - 887,256 $892,378 $892,378 0.02 $890,749
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 $887,907 $887,907 0.02 $883,609
FNMA 30yr Pool#AB9341 3.000% 01-May-2043, 3.00%, 05/01/43 FN 31417GLX2 - - 961,751 $876,647 $876,647 0.02 $863,683
FNMA 30yr Pool#CB4320 3.500% 01-Aug-2052, 3.50%, 08/01/52 FN 3140QPYS0 - - 941,679 $860,700 $860,700 0.02 $853,448
FNMA 30yr Pool#BN4541 4.000% 01-Feb-2049, 4.00%, 02/01/49 FN 3140JMBK7 - - 892,835 $857,211 $857,211 0.02 $834,642
ACHM Trust 2024-HE1 B 7.26% 25-MAY-2039, 7.26%, 05/25/39 ACHM 2024-HE1 00449TAB1 - - 818,372 $847,885 $847,885 0.02 $842,934
Upstart Securitization Trust 2021-1 C 4.06% 20-MAR-2031, 4.06%, 03/20/31 UPST 2021-1 91681NAC8 - - 842,444 $840,238 $840,238 0.02 $839,763
Gracie Point International Funding, Series 2023-2 A 6.67441% 01-MAR-2027, 6.67%, 03/01/27 GPIF 2023-2A 38410JAA0 - - 816,565 $827,305 $827,305 0.02 $819,281
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 $785,957 $785,957 0.01 $783,403
FHLMC 30yr Pool#ZT1926 3.000% 01-Nov-2043, 3.00%, 11/01/43 FR 3132AED78 - - 850,653 $771,057 $771,057 0.01 $763,516
FNMA 30yr Pool#BY0782 5.500% 01-Apr-2053, 5.50%, 04/01/53 FN 3140NG2Q2 - - 748,298 $757,546 $757,546 0.01 $750,535
FHLMC 30yr Pool#RA1999 4.500% 01-Jan-2050, 4.50%, 01/01/50 FR 3133KHGG5 - - 771,919 $745,596 $745,596 0.01 $738,630
FREMF 2019-KF70 Mortgage Trust C 10.46716% 25-SEP-2029, 10.47%, 09/25/29 FREMF 2019-KF70 30298UAJ0 - - 789,970 $736,515 $736,515 0.01 $729,395
GNMA II 30yr Pool#MA5264 4.000% 20-Jun-2048, 4.00%, 06/20/48 G2 36179TZ57 - - 773,367 $725,245 $725,245 0.01 $723,183
FNMA 30yr Pool#BY0866 5.500% 01-May-2053, 5.50%, 05/01/53 FN 3140NG6C9 - - 711,730 $721,250 $721,250 0.01 $713,809
Prosper Marketplace Issuance Trust, Series 2024-1 A 6.12% 15-AUG-2029, 6.12%, 08/15/29 PMIT 2024-1A 74363CAA7 - - 709,907 $712,126 $712,126 0.01 $710,919
FHLMC 30yr Pool#QD6555 3.000% 01-Feb-2052, 3.00%, 02/01/52 FR 3133B4H81 - - 768,744 $684,123 $684,123 0.01 $668,312
FNMA 30yr Pool#BW0343 4.500% 01-May-2052, 4.50%, 05/01/52 FN 3140MRLZ8 - - 706,422 $677,427 $677,427 0.01 $671,697
FNMA 30yr Pool#AL6842 4.000% 01-May-2045, 4.00%, 05/01/45 FN 3138EPS88 - - 647,858 $625,864 $625,864 0.01 $615,351
FHLMC 30yr Pool#SD8047 4.500% 01-Feb-2050, 4.50%, 02/01/50 FR 3132DV5G6 - - 628,280 $618,047 $618,047 0.01 $603,850
Sequoia Mortgage Trust 2013-5 A1 2.5% 25-MAY-2043, 2.50%, 05/25/43 SEMT 2013-5 81745AAA5 - - 697,677 $604,339 $604,339 0.01 $599,061
FHLMC 30yr Pool#QE1073 3.500% 01-Apr-2052, 3.50%, 04/01/52 FR 3133BAFN6 - - 658,288 $601,921 $601,921 0.01 $597,229
FNMA 30yr Pool#BK9507 4.000% 01-Oct-2048, 4.00%, 10/01/48 FN 3140HPR58 - - 632,035 $596,547 $596,547 0.01 $591,271
MHC Commercial Mortgage Trust 2021-MHC A 5.237442% 15-APR-2038, 5.24%, 04/15/38 MHC 2021-MHC 55316VAA2 - - 586,117 $583,510 $583,510 0.01 $582,657
Towd Point Mortgage Trust 2024-CES2 A1B 6.35% 25-FEB-2064, 6.35%, 02/25/64 TPMT 2024-CES2 89182JAB7 - - 546,572 $573,528 $573,528 0.01 $549,309
FHLMC 15yr Pool#SB0116 2.500% 01-Nov-2034, 2.50%, 11/01/34 FR 3132CWDV3 - - 580,329 $559,703 $559,703 0.01 $544,364
FHLMC 30yr Pool#QD9191 3.500% 01-Apr-2052, 3.50%, 04/01/52 FR 3133B7F86 - - 571,228 $524,360 $524,360 0.01 $518,286
FNMA 30yr Pool#AZ0869 4.000% 01-Jul-2045, 4.00%, 07/01/45 FN 3138YR6F0 - - 545,031 $518,738 $518,738 0.01 $513,637
FNMA 30yr Pool#FS5048 3.500% 01-Jan-2052, 3.50%, 01/01/52 FN 3140XLTE8 - - - $481,514 $481,514 0.01 $0
FNMA 30yr Pool#BV7632 4.500% 01-Apr-2052, 4.50%, 04/01/52 FN 3140MMPS1 - - 487,247 $467,374 $467,374 0.01 $463,372
Santander Bank Auto Credit-Linked Notes, Series 2023-A B 6.493% 15-JUN-2033, 6.49%, 06/15/33 SBCLN 2023-A 80290CBU7 - - 435,114 $437,552 $437,552 0.01 $436,768
FNMA 30yr Pool#BV6879 4.500% 01-Apr-2052, 4.50%, 04/01/52 FN 3140MLUD0 - - 410,179 $428,427 $428,427 0.01 $390,080
FNMA 30yr Pool#CB4329 3.500% 01-Jul-2052, 3.50%, 07/01/52 FN 3140QPY35 - - 463,721 $424,443 $424,443 0.01 $420,904
JP Morgan Mortgage Trust 2015-4 AM 3.0% 25-JUN-2045, 3.00%, 06/25/45 JPMMT 2015-4 46644VBP0 - - 494,949 $423,225 $423,225 0.01 $417,439
FHLMC 30yr Pool#SD1414 4.000% 01-Oct-2050, 4.00%, 10/01/50 FR 3132DNSB0 - - 448,274 $422,361 $422,361 0.01 $418,248
FNMA 30yr Pool#CA4646 3.000% 01-Feb-2048, 3.00%, 02/01/48 FN 3140QCEU6 - - 445,561 $397,579 $397,579 0.01 $393,961
FNMA 30yr Pool#CA3372 3.500% 01-Apr-2049, 3.50%, 04/01/49 FN 3140QAXA3 - - - $394,059 $394,059 0.01 $0
FHLMC 30yr Pool#ZN6461 4.000% 01-May-2049, 4.00%, 05/01/49 FR 3131YDFA7 - - 371,717 $366,016 $366,016 0.01 $346,695
FNMA 30yr Pool#FM3447 4.000% 01-Nov-2049, 4.00%, 11/01/49 FN 3140X6ZM6 - - 379,949 $358,267 $358,267 0.01 $354,806
FHLMC 30yr Pool#QA8274 3.500% 01-Mar-2050, 3.50%, 03/01/50 FR 3133A3FP8 - - 393,517 $355,887 $355,887 0.01 $353,078
Santander Bank Auto Credit Linked Notes Series 2022-C 6.986% 15-DEC-2032, 6.99%, 12/15/32 SBCLN 2022-C 80290CBG8 - - 344,329 $345,742 $345,742 0.01 $345,073
FREED ABS Trust 2021-3FP D 2.37% 18-NOV-2028, 2.37%, 11/20/28 FREED 2021-3FP 30322MAD1 - - 333,370 $332,171 $332,171 0.01 $331,221
FNMA 30yr Pool#AR9225 3.000% 01-Mar-2043, 3.00%, 03/01/43 FN 3138W7HB3 - - 350,316 $317,696 $317,696 0.01 $313,122
Fannie Mae REMIC Trust 2017-9 VL 3.0% 25-JUL-2028, 3.00%, 07/25/28 FNR 2017-9 3136AVYH6 - - 311,729 $314,161 $314,161 0.01 $304,831
FNMA 30yr Pool#FS2548 4.000% 01-Mar-2051, 4.00%, 03/01/51 FN 3140XHZN0 - - 319,047 $301,141 $301,141 0.01 $297,677
FHLMC 30yr Pool#ZT0391 4.000% 01-Nov-2047, 4.00%, 11/01/47 FR 3132ACNG1 - - 316,729 $300,636 $300,636 0.01 $297,629
FHLMC 30yr Pool#QA5150 4.500% 01-Dec-2049, 4.50%, 12/01/49 FR 31346YWK5 - - 297,974 $289,084 $289,084 0.01 $286,379
FNMA 30yr Pool#AS8649 3.000% 01-Jan-2047, 3.00%, 01/01/47 FN 3138WJTF5 - - 320,516 $284,481 $284,481 0.01 $282,098
FNMA 30yr Pool#BN3899 4.000% 01-Dec-2048, 4.00%, 12/01/48 FN 3140JLKM5 - - 289,060 $274,594 $274,594 0.01 $270,219
FNMA 30yr Pool#BO9819 4.500% 01-Dec-2049, 4.50%, 12/01/49 FN 3140K54D6 - - 280,948 $272,497 $272,497 0.01 $270,015
FHLMC 30yr Pool#ZN4240 4.500% 01-Dec-2048, 4.50%, 12/01/48 FR 3131YAV98 - - 276,881 $270,738 $270,738 0.01 $268,191
FHLMC 15yr Pool#SB0040 2.500% 01-Dec-2033, 2.50%, 12/01/33 FR 3132CWBH6 - - 273,081 $267,527 $267,527 0.01 $260,909
FHLMC 30yr Pool#QA1615 3.500% 01-Aug-2049, 3.50%, 08/01/49 FR 31334XYL7 - - 275,782 $251,095 $251,095 0.00 $248,896
FNMA 30yr Pool#MA3908 4.500% 01-Jan-2050, 4.50%, 01/01/50 FN 31418DKW1 - - 257,517 $249,764 $249,764 0.00 $247,504
FNMA 30yr Pool#BV7132 4.500% 01-Apr-2052, 4.50%, 04/01/52 FN 3140ML4S6 - - 255,088 $244,624 $244,624 0.00 $242,549
FNMA 30yr Pool#MA1327 3.000% 01-Jan-2043, 3.00%, 01/01/43 FN 31418APM4 - - 263,754 $244,032 $244,032 0.00 $236,737
Fannie Mae REMIC Trust 2012-126 SY 0.0% 25-NOV-2042, 0.00%, 11/25/42 FNR 2012-126 3136A9ZR2 - - 473,554 $233,954 $233,954 0.00 $233,954
FNMA 30yr Pool#MA3687 4.000% 01-Jun-2049, 4.00%, 06/01/49 FN 31418DCZ3 - - 245,599 $233,926 $233,926 0.00 $229,149
FNMA 30yr Pool#BE3616 4.000% 01-May-2047, 4.00%, 05/01/47 FN 3140FPAS8 - - 244,608 $232,256 $232,256 0.00 $230,014
FNMA 30yr Pool#BW0081 4.500% 01-Apr-2052, 4.50%, 04/01/52 FN 3140MRCT2 - - 231,799 $222,281 $222,281 0.00 $220,405
GNMA II 30yr Pool#MA5192 4.000% 20-May-2048, 4.00%, 05/20/48 G2 36179TXV2 - - 230,963 $216,592 $216,592 0.00 $215,976
FHLMC 30yr Pool#RA1088 4.500% 01-Jul-2049, 4.50%, 07/01/49 FR 3133KGF52 - - 206,302 $200,029 $200,029 0.00 $198,259
FNMA 30yr Pool#AB6280 3.000% 01-Sep-2042, 3.00%, 09/01/42 FN 31417C6S9 - - 216,233 $196,150 $196,150 0.00 $194,083
FNMA 30yr Pool#BW0072 4.500% 01-Apr-2052, 4.50%, 04/01/52 FN 3140MRCJ4 - - 202,448 $194,148 $194,148 0.00 $192,497
FHLMC 30yr Pool#SD8040 4.500% 01-Jan-2050, 4.50%, 01/01/50 FR 3132DV4Z5 - - 198,310 $192,299 $192,299 0.00 $190,599
FNMA 30yr Pool#CA4185 4.500% 01-Sep-2049, 4.50%, 09/01/49 FN 3140QBUK2 - - 185,198 $181,000 $181,000 0.00 $177,978
FNMA 30yr Pool#CA4035 4.500% 01-Aug-2049, 4.50%, 08/01/49 FN 3140QBPV4 - - 183,696 $178,119 $178,119 0.00 $176,534
FNMA 30yr Pool#BO2983 3.000% 01-Sep-2049, 3.00%, 09/01/49 FN 3140JXJ58 - - 198,677 $176,666 $176,666 0.00 $174,874
FHLMC 30yr Pool#ZT1320 4.000% 01-Nov-2048, 4.00%, 11/01/48 FR 3132ADPD4 - - 171,931 $163,436 $163,436 0.00 $160,725
FNMA 30yr Pool#AB7563 3.000% 01-Jan-2043, 3.00%, 01/01/43 FN 31417EMM0 - - 176,628 $160,891 $160,891 0.00 $159,247
Santander Bank Auto Credit-Linked Notes, Series 2022-A B 5.281% 15-MAY-2032, 5.28%, 05/15/32 SBCLN 2022-A 80290CAS3 - - 160,571 $160,745 $160,745 0.00 $160,509
FHLMC 30yr Pool#ZA7158 4.500% 01-Jun-2049, 4.50%, 06/01/49 FR 31329Q5T4 - - 160,532 $155,182 $155,182 0.00 $153,609
FNMA 30yr Pool#FS2546 4.000% 01-Mar-2051, 4.00%, 03/01/51 FN 3140XHZL4 - - 159,276 $150,639 $150,639 0.00 $148,895
GNMA II 30yr Pool#BK5879 4.500% 20-Nov-2048, 4.50%, 11/20/48 G2 3617J6Q80 - - 143,216 $138,598 $138,598 0.00 $138,168
FNMA 30yr Pool#MA1229 3.000% 01-Oct-2042, 3.00%, 10/01/42 FN 31418ALK2 - - 150,201 $136,866 $136,866 0.00 $135,430
GNMA II 30yr Pool#MA5753 4.000% 20-Feb-2049, 4.00%, 02/20/49 G2 36179UMA7 - - 147,574 $135,162 $135,162 0.00 $134,768
GNMA II 30yr Pool#MA5866 4.000% 20-Apr-2049, 4.00%, 04/20/49 G2 36179UQT2 - - 141,615 $130,310 $130,310 0.00 $129,932
FNMA 20yr Pool#AB9283 3.000% 01-Apr-2038, 3.00%, 04/01/38 FN 31417GJ56 - - 139,025 $126,469 $126,469 0.00 $124,834
FNMA 30yr Pool#BV7131 4.500% 01-Apr-2052, 4.50%, 04/01/52 FN 3140ML4R8 - - 130,381 $125,039 $125,039 0.00 $123,977
GNMA II 30yr Pool#BF6874 4.500% 20-Jul-2048, 4.50%, 07/20/48 G2 3617GDT77 - - 128,899 $124,572 $124,572 0.00 $124,185
FNMA 30yr Pool#FS6432 3.500% 01-Oct-2050, 3.50%, 10/01/50 FN 3140XNEE0 - - - $124,277 $124,277 0.00 $0
FNMA 30yr Pool#BM3282 3.500% 01-Dec-2047, 3.50%, 12/01/47 FN 3140J7UG8 - - 125,135 $115,992 $115,992 0.00 $114,857
FNMA 30yr Pool#CA3683 4.500% 01-Jun-2049, 4.50%, 06/01/49 FN 3140QBCV8 - - 115,173 $115,085 $115,085 0.00 $110,683
FHLMC 30yr Pool#ZT1633 4.000% 01-Mar-2047, 4.00%, 03/01/47 FR 3132ADY69 - - 119,113 $113,337 $113,337 0.00 $112,259
FNMA 30yr Pool#CA0108 3.500% 01-Aug-2047, 3.50%, 08/01/47 FN 3140Q7DN4 - - 113,639 $105,631 $105,631 0.00 $104,305
FHLMC 30yr Pool#QE0318 4.500% 01-Mar-2052, 4.50%, 03/01/52 FR 3133B9K78 - - 109,375 $104,918 $104,918 0.00 $104,016
Fannie Mae REMIC Trust 2013-130 FN 4.80417% 25-OCT-2042, 4.80%, 10/25/42 FNR 2013-130 3136AHG53 - - 101,649 $99,798 $99,798 0.00 $99,391
FHLMC 30yr Pool#ZM7577 4.500% 01-Aug-2048, 4.50%, 08/01/48 FR 3131Y2M21 - - 101,343 $98,394 $98,394 0.00 $97,507
FNMA 30yr Pool#BJ8459 3.000% 01-Aug-2049, 3.00%, 08/01/49 FN 3140HAMH0 - - 106,207 $92,046 $92,046 0.00 $91,288
FNMA 30yr Pool#BO4113 3.000% 01-Aug-2049, 3.00%, 08/01/49 FN 3140JYSB3 - - 92,989 $81,077 $81,077 0.00 $79,927
Sequoia Mortgage Trust 2019-CH3 A19 4.0% 25-OCT-2049, 4.00%, 09/25/49 SEMT 2019-CH3 81748GBN0 - - 84,713 $79,717 $79,717 0.00 $76,314
FHLMC 30yr Pool#ZM7926 5.000% 01-Sep-2048, 5.00%, 09/01/48 FR 3131Y2YX0 - - 78,820 $78,611 $78,611 0.00 $77,862
FNMA 30yr Pool#MA1447 3.000% 01-May-2043, 3.00%, 05/01/43 FN 31418ATD0 - - 81,428 $74,376 $74,376 0.00 $72,783
Angel Oak Mortgage Trust 2025-2 A3 5.941% 25-FEB-2070, 5.94%, 02/25/70 AOMT 2025-2 03466QAC7 - - - $73,852 $73,852 0.00 $0
FHLMC 30yr Pool#QA2159 3.000% 01-Aug-2049, 3.00%, 08/01/49 FR 31334YMG9 - - 84,243 $73,016 $73,016 0.00 $72,409
FNMA 30yr Pool#BD2453 3.000% 01-Jan-2047, 3.00%, 01/01/47 FN 3140F9WP6 - - 72,046 $64,896 $64,896 0.00 $63,538
FNMA 30yr Pool#AS8547 3.000% 01-Nov-2046, 3.00%, 11/01/46 FN 3138WJP93 - - 72,947 $64,418 $64,418 0.00 $63,885
FHLMC 15yr Pool#ZK8962 3.000% 01-Sep-2032, 3.00%, 09/01/32 FR 3131XC5X1 - - 63,227 $61,790 $61,790 0.00 $60,710
Fannie Mae REMIC Trust 2006-20 GF 4.80417% 25-APR-2036, 4.80%, 04/25/36 FNR 2006-20 31395BU43 - - 61,138 $60,452 $60,452 0.00 $60,207
FHLMC 15yr Pool#ZS7403 3.000% 01-May-2031, 3.00%, 05/01/31 FR 3132A8GL7 - - 58,780 $58,698 $58,698 0.00 $57,069
Fannie Mae REMIC Trust 2010-109 BS 6.04824% 25-OCT-2040, 6.05%, 10/25/40 FNR 2010-109 31398NTM6 - - 41,248 $57,935 $57,935 0.00 $57,572
Angel Oak Mortgage Trust 2025-2 A2 5.789% 25-FEB-2070, 5.79%, 02/25/70 AOMT 2025-2 03466QAB9 - - - $48,957 $48,957 0.00 $0
Freddie Mac Multiclass Certificates, Series 3721 FB 4.96315% 15-SEP-2040, 4.96%, 09/15/40 FHR 3721 3137GAD20 - - 46,408 $45,979 $45,979 0.00 $45,915
Freddie Mac Multiclass Certificates, Series 3380 FM 5.05315% 15-OCT-2037, 5.05%, 10/15/37 FHR 3380 31397KTJ0 - - 46,473 $45,976 $45,976 0.00 $45,910
FNMA 15yr Pool#BO5957 3.000% 01-Dec-2034, 3.00%, 12/01/34 FN 3140K1TP1 - - 46,906 $45,268 $45,268 0.00 $44,499
FNMA 15yr Pool#BO7717 3.000% 01-Nov-2034, 3.00%, 11/01/34 FN 3140K3SF0 - - 44,360 $42,814 $42,814 0.00 $42,190
Ginnie Mae REMIC Trust 2008-013 FB 4.93385% 20-FEB-2038, 4.93%, 02/20/38 GNR 2008-13 38375PNL1 - - 42,691 $42,333 $42,333 0.00 $42,304
FNMA 30yr Pool#BO1857 4.500% 01-Aug-2049, 4.50%, 08/01/49 FN 3140JWB33 - - 43,418 $42,109 $42,109 0.00 $41,730
FNMA 30yr Pool#BC0870 3.500% 01-Jan-2046, 3.50%, 01/01/46 FN 3140EU6G9 - - 38,779 $35,760 $35,760 0.00 $35,441
FHLMC 15yr Pool#ZK9163 3.000% 01-Jan-2033, 3.00%, 01/01/33 FR 3131XDFC4 - - 36,003 $35,179 $35,179 0.00 $34,547
Ginnie Mae REMIC Trust 2007-040 FG 4.75385% 20-JUL-2037, 4.75%, 07/20/37 GNR 2007-40 38375KZS4 - - 33,006 $32,523 $32,523 0.00 $32,501
PRPM 2024-RPL1 A2 4.303871% 25-DEC-2064, 4.18%, 12/25/64 PRPM 2024-RPL1 69380XAB8 - - - $29,075 $29,075 0.00 $0
Ginnie Mae REMIC Trust 2004-069 CF 4.83385% 20-JUL-2034, 4.83%, 07/20/34 GNR 2004-69 38374JAT3 - - 29,051 $28,749 $28,749 0.00 $28,729
Fannie Mae REMIC Trust 2013-2 QF 4.95417% 25-FEB-2043, 4.95%, 02/25/43 FNR 2013-2 3136AB4P5 - - 27,746 $27,519 $27,519 0.00 $27,404
Ginnie Mae REMIC Trust 2010-133 FD 4.86541% 16-OCT-2040, 4.87%, 10/16/40 GNR 2010-133 38377MHV1 - - 26,844 $26,716 $26,716 0.00 $26,684
Ginnie Mae REMIC Trust 2007-059 FA 4.93385% 20-OCT-2037, 4.93%, 10/20/37 GNR 2007-59 38375LPU8 - - 25,898 $25,564 $25,564 0.00 $25,546
COLT 2025-INV2 Mortgage Loan Trust A2 5.803% 25-FEB-2070, 5.80%, 02/25/70 COLT 2025-INV2 12673UAB0 - - - $24,312 $24,312 0.00 $0
FHLMC 30yr Pool#ZN2165 4.500% 01-Dec-2048, 4.50%, 12/01/48 FR 3131Y8MN2 - - 23,850 $23,868 $23,868 0.00 $23,140
Ginnie Mae REMIC Trust 2004-059 FP 4.73541% 16-AUG-2034, 4.74%, 08/16/34 GNR 2004-59 38374HYS3 - - 21,207 $20,981 $20,981 0.00 $20,956
Ginnie Mae REMIC Trust 2008-016 FC 4.93385% 20-FEB-2038, 4.93%, 02/20/38 GNR 2008-16 383742FU2 - - 20,948 $20,776 $20,776 0.00 $20,762
Ginnie Mae REMIC Trust 2007-037 FW 4.74385% 20-JUN-2037, 4.74%, 06/20/37 GNR 2007-37 38375KNR9 - - 21,068 $20,737 $20,737 0.00 $20,723
Freddie Mac Multiclass Certificates, Series 2426 FL 5.11315% 15-MAR-2032, 5.11%, 03/15/32 FHR 2426 31339W7G5 - - 20,714 $20,670 $20,670 0.00 $20,641
Ginnie Mae REMIC Trust 2005-065 FA 4.58385% 20-AUG-2035, 4.58%, 08/20/35 GNR 2005-65 38374LL25 - - 21,068 $20,629 $20,629 0.00 $20,616
Fannie Mae REMIC Trust 2002-53 FK 4.85417% 25-APR-2032, 4.85%, 04/25/32 FNR 2002-53 31392EHN3 - - 19,560 $19,423 $19,423 0.00 $19,344
FNMA 30yr Pool#FM2318 3.500% 01-Sep-2049, 3.50%, 09/01/49 FN 3140X5SG9 - - - $19,420 $19,420 0.00 $0
COLT 2025-INV2 Mortgage Loan Trust A3 5.954% 25-FEB-2070, 5.95%, 02/25/70 COLT 2025-INV2 12673UAC8 - - - $18,295 $18,295 0.00 $0
Ginnie Mae REMIC Trust 2005-048 AF 4.63307% 20-JUN-2035, 4.63%, 06/20/35 GNR 2005-48 38374LHM6 - - 17,404 $17,092 $17,092 0.00 $17,081
Fannie Mae REMIC Trust 2005-83 KT 4.75417% 25-OCT-2035, 4.75%, 10/25/35 FNR 2005-83 31394FUL7 - - 16,504 $16,291 $16,291 0.00 $16,226
FHLMC 30yr Pool#ZT0252 3.000% 01-Dec-2047, 3.00%, 12/01/47 FR 3132ACH52 - - 18,199 $16,280 $16,280 0.00 $16,050
Fannie Mae REMIC Trust 2007-89 GF 4.97417% 25-SEP-2037, 4.97%, 09/25/37 FNR 2007-89 31396XPM0 - - 15,520 $15,457 $15,457 0.00 $15,392
Freddie Mac Multiclass Certificates, Series 2551 FD 4.86315% 15-JAN-2033, 4.86%, 01/15/33 FHR 2551 31393JAZ1 - - 13,933 $13,819 $13,819 0.00 $13,800
Ginnie Mae REMIC Trust 2012-075 FP 4.73307% 20-JUL-2041, 4.73%, 07/20/41 GNR 2012-75 38378EZ55 - - 13,152 $13,069 $13,069 0.00 $13,060
Fannie Mae REMIC Trust 2003-87 FG 4.95417% 25-SEP-2033, 4.95%, 09/25/33 FNR 2003-87 31393E4W6 - - 12,287 $12,272 $12,272 0.00 $12,221
FHLMC 30yr Pool#ZM2269 3.000% 01-Dec-2046, 3.00%, 12/01/46 FR 3131XVQW8 - - 13,396 $11,913 $11,913 0.00 $11,800
Freddie Mac Multiclass Certificates, Series 2410, excluding Group 6 FX 4.81315% 15-FEB-2032, 4.81%, 02/15/32 FHR 2410 31339NJN7 - - 11,190 $11,119 $11,119 0.00 $11,104
Ginnie Mae REMIC Trust 2007-061 FA 4.93385% 20-OCT-2037, 4.75%, 10/20/37 GNR 2007-61 38375LLN8 - - 10,864 $10,777 $10,777 0.00 $10,770
FNMA 15yr Pool#AS8207 2.500% 01-Oct-2031, 2.50%, 10/01/31 FN 3138WJDM7 - - 10,874 $10,635 $10,635 0.00 $10,393
Freddie Mac Multiclass Certificates, Series 3738 FD 4.76315% 15-AUG-2040, 4.76%, 08/15/40 FHR 3738 3137GAYQ4 - - 10,524 $10,571 $10,571 0.00 $10,557
Fannie Mae REMIC Trust 2010-123 FL 4.88417% 25-NOV-2040, 4.88%, 11/25/40 FNR 2010-123 31398N2W3 - - 10,611 $10,554 $10,554 0.00 $10,511
Freddie Mac Multiclass Certificates, Series 3028 FM 4.71315% 15-SEP-2035, 4.71%, 09/15/35 FHR 3028 31396AFB5 - - 10,012 $9,914 $9,914 0.00 $9,901
FNMA 15yr Pool#BM1036 2.500% 01-Feb-2032, 2.50%, 02/01/32 FN 3140J5EJ4 - - 9,561 $9,376 $9,376 0.00 $9,139
FNMA 15yr Pool#AS7643 2.500% 01-Aug-2031, 2.50%, 08/01/31 FN 3138WHP55 - - 9,477 $9,241 $9,241 0.00 $9,059
GNMA II 30yr Pool#BK6072 5.000% 20-Jan-2049, 5.00%, 01/20/49 G2 3617J6W91 - - 9,280 $9,168 $9,168 0.00 $9,137
Fannie Mae REMIC Trust 2002-16 VF 5.00417% 25-APR-2032, 5.00%, 04/25/32 FNR 2002-16 31392CWW0 - - 8,709 $8,710 $8,710 0.00 $8,673
Fannie Mae REMIC Trust 2012-100 FG 4.85417% 25-SEP-2042, 4.85%, 09/25/42 FNR 2012-100 3136A8QW3 - - 8,397 $8,326 $8,326 0.00 $8,292
FHLMC 15yr Pool#ZK8405 2.500% 01-Dec-2031, 2.50%, 01/22/31 FR 3131XCKS5 - - 8,149 $7,971 $7,971 0.00 $7,777
Ginnie Mae REMIC Trust 2007-018 FD 4.73385% 20-APR-2037, 4.73%, 04/20/37 GNR 2007-18 38375JC86 - - 7,677 $7,546 $7,546 0.00 $7,541
Fannie Mae REMIC Trust 2010-95 FB 4.85417% 25-SEP-2040, 4.85%, 09/25/40 FNR 2010-95 31398NEX8 - - 7,432 $7,399 $7,399 0.00 $7,369
Ginnie Mae REMIC Trust 2010-006 FG 5.03541% 16-JAN-2040, 5.04%, 01/16/40 GNR 2010-6 38376TSC7 - - 7,354 $7,325 $7,325 0.00 $7,316
FNMA 30yr Pool#MA3694 4.500% 01-Jul-2049, 4.50%, 07/01/49 FN 31418DC83 - - 4,980 $4,875 $4,875 0.00 $4,786
Ginnie Mae REMIC Trust 1999-27 FE 4.83541% 16-AUG-2029, 4.84%, 08/16/29 GNR 1999-27 3837H2WA3 - - 4,330 $4,351 $4,351 0.00 $4,344
Freddie Mac Multiclass Certificates, Series 2469 FE 4.96315% 15-JUL-2032, 4.96%, 07/15/32 FHR 2469 31392RC58 - - 2,705 $2,723 $2,723 0.00 $2,719
FHLMC 30yr Pool#ZN0650 3.000% 01-Mar-2043, 3.00%, 03/01/43 FR 3131Y6WK1 - - 2,317 $2,089 $2,089 0.00 $2,071
Ginnie Mae REMIC Trust 2010-125 VF 4.78307% 20-JUN-2040, 4.78%, 06/20/40 GNR 2010-125 38377JYJ6 - - 415.00 $413 $413 0.00 $412
US ULTRA BOND CBT Jun25 JUN 25 WNM5 FUTURES_USD - -795.00 $-95,002,500 $0 0.00 $0
US 5YR NOTE (CBT) Jun25 JUN 25 FVM5 FUTURES_USD - 492.00 $53,355,094 $0 0.00 $0
US 10yr Ultra Fut Jun25 JUN 25 UXYM5 FUTURES_USD - 145.00 $16,473,359 $0 0.00 $0
US 10YR NOTE (CBT)Jun25 JUN 25 TYM5 FUTURES_USD - -1,093 $-121,562,094 $0 0.00 $0
US 2YR NOTE (CBT) Jun25 JUN 25 TUM5 FUTURES_USD - -531.00 $-110,190,797 $0 0.00 $0
GNMA II TBA 30yr 6.5% May Delivery, 6.50%, 05/20/25 G2SF 21H062651 - - -9,700,000 $-9,906,416 $-9,906,416 -0.19 $-9,906,416
UMBS TBA 30yr 3.5% May Delivery, 3.50%, 05/13/25 FNCL 01F032658 - - -62,003,000 $-55,343,444 $-55,343,444 -1.04 $-55,343,444
UMBS TBA 30yr 6% May Delivery, 6.00%, 05/13/25 FNCL 01F060659 - - -253,280,000 $-256,144,597 $-256,144,597 -4.81 $-256,144,597
UMBS TBA 30yr 5% May Delivery, 5.00%, 05/13/25 FNCL 01F050650 - - -284,708,000 $-276,601,224 $-276,601,224 -5.19 $-276,601,224
UMBS TBA 30yr 4.5% May Delivery, 4.50%, 05/13/25 FNCL 01F042657 - - -490,242,390 $-464,411,518 $-464,411,518 -8.72 $-464,411,518
UMBS TBA 30yr 4% May Delivery, 4.00%, 05/13/25 FNCL 01F040651 - - -528,284,155 $-486,762,077 $-486,762,077 -9.14 $-486,762,077
UMBS TBA 30yr 5.5% May Delivery, 5.50%, 05/13/25 FNCL 01F052656 - - -728,305,851 $-722,694,983 $-722,694,983 -13.57 $-722,694,983
SEGREGATED CASH SEGCASH - $0.00 31,095,239 $31,095,239 $31,095,239 0.58 $31,095,239
ALMSUM ALMSUM - $0.00 - $0 $0 0.00 $0
US DOLLARS USD MD_142224 - - -1,742,616,859 $-1,742,616,859 $-1,742,616,859 -32.71 $-1,742,616,859
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.

Choose region

Country

Language

What type of investor are you?