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Mortgage-Backed Securities ETF Holdings

Full Portfolio Holdings

(As of 01/29/2025)

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|02/13/2025, 2.50%, 02/13/25 FNCL 01F022626 - - 1,132,469,894 - $923,446,528 19.07 -
Fannie Mae or Freddie Mac|3|02/13/2025, 3.00%, 02/13/25 FNCL 01F030629 - - 554,920,354 - $471,988,062 9.74 -
Fannie Mae or Freddie Mac|3.5|02/13/2025, 3.50%, 02/13/25 FNCL 01F032625 - - 494,587,000 - $438,015,644 9.05 -
Ginnie Mae|5|02/20/2025, 5.00%, 02/20/25 G2SF 21H050623 - - 303,946,194 - $295,287,983 6.10 -
Fannie Mae or Freddie Mac|2|02/13/2025, 2.00%, 02/13/25 FNCL 01F020620 - - 376,104,255 - $292,834,021 6.05 -
Ginnie Mae|4.5|02/20/2025, 4.50%, 02/20/25 G2SF 21H042620 - - 242,461,488 - $229,457,551 4.74 -
Ginnie Mae|5.5|02/20/2025, 5.50%, 02/20/25 G2SF 21H052629 - - 211,444,000 - $209,967,275 4.34 -
Fannie Mae Pool|5.5|11/01/2054, 5.50%, 11/01/54 FN 3140QVPQ1 - - 194,921,992 - $194,591,201 4.02 -
United States of America|5.43293|12/25/2054, 5.43%, 12/25/54 STRU GS-2881 BCCY1WHF3 - - 163,756,265 - $163,804,818 3.38 -
Ginnie Mae|3|02/20/2025, 3.00%, 02/20/25 G2SF 21H030625 - - 175,024,962 - $152,295,695 3.15 -
Freddie Mac Pool|5|12/01/2054, 5.00%, 12/01/54 FR 3142GTE36 - - 141,254,700 - $137,943,059 2.85 -
Freddie Mac REMICS|5.50098|08/25/2054, 5.50%, 08/25/54 FHR 5440 3137HDZQ6 - - 133,769,094 - $133,727,052 2.76 -
Fannie Mae or Freddie Mac|5|02/13/2025, 5.00%, 02/13/25 FNCL 01F050627 - - 126,600,000 - $122,397,260 2.53 -
Fannie Mae Pool|4|10/01/2051, 4.00%, 10/01/51 FN 3140XGHK8 - - 125,596,923 - $116,984,839 2.42 -
Fannie Mae Pool|4|03/01/2051, 4.00%, 03/01/51 FN 3140XBJE1 - - 116,782,211 - $108,774,545 2.25 -
Ginnie Mae|4|02/20/2025, 4.00%, 02/20/25 G2SF 21H040624 - - 107,413,688 - $98,889,338 2.04 -
United States of America|5.64937|02/25/2055, 5.65%, 02/25/55 STRU MS-5858 BCCY1F9D4 - - 96,160,991 - $96,131,331 1.99 -
Fannie Mae Pool|6|07/01/2054, 6.00%, 07/01/54 FN 3140XQ7F8 - - 89,108,953 - $90,541,915 1.87 -
Freddie Mac Pool|5|11/01/2054, 5.00%, 11/01/54 FR 3142GTE93 - - 83,758,038 - $81,585,449 1.69 -
Freddie Mac Pool|5.5|10/01/2054, 5.50%, 10/01/54 FR 3142GS5K0 - - 74,357,381 - $74,550,426 1.54 -
Freddie Mac REMICS|5.80098|12/25/2054, 5.80%, 12/25/54 FHR 5482 3137HHLU3 - - 73,100,832 - $73,671,706 1.52 -
Fannie Mae Pool|5.5|10/01/2054, 5.50%, 10/01/54 FN 3140W0GG4 - - 69,888,637 - $70,070,080 1.45 -
Fannie Mae Pool|5|08/01/2053, 5.00%, 08/01/53 FN 3140XNBZ6 - - 54,715,750 - $53,364,546 1.10 -
United States of America|5.58548|02/25/2055, 5.59%, 02/25/55 STRU JP-6434 BCCY1KPR4 - - 53,215,069 - $53,231,523 1.10 -
Fannie Mae Pool|5.5|12/01/2054, 5.50%, 12/01/54 FN 3140QVVF8 - - 50,578,152 - $50,492,318 1.04 -
Freddie Mac Pool|6|01/01/2055, 6.00%, 01/01/55 FR 31427MBQ3 - - 48,021,977 - $48,918,063 1.01 -
Fannie Mae Pool|5.5|07/01/2053, 5.50%, 07/01/53 FN 3140XRA54 - - 48,237,414 - $48,428,048 1.00 -
Fannie Mae Pool|3.5|01/01/2052, 3.50%, 01/01/52 FN 3140XLTE8 - - 52,873,748 - $47,779,830 0.99 -
Ginnie Mae|3.5|02/20/2025, 3.50%, 02/20/25 G2SF 21H032621 - - 49,076,377 - $43,897,592 0.91 -
Fannie Mae Pool|4.5|09/01/2053, 4.50%, 09/01/53 FN 3140XQ2P1 - - 44,094,282 - $42,320,351 0.87 -
Fannie Mae Pool|5|03/01/2054, 5.00%, 03/01/54 FN 3140QUAV8 - - 41,518,036 - $40,441,105 0.84 -
Fannie Mae Pool|5|06/01/2054, 5.00%, 06/01/54 FN 3140XQGS0 - - 40,820,959 - $39,762,109 0.82 -
Fannie Mae Pool|6|06/01/2054, 6.00%, 06/01/54 FN 3140QUUU8 - - 38,452,908 - $39,734,522 0.82 -
Freddie Mac Pool|6|09/01/2054, 6.00%, 09/01/54 FR 3142GSRY6 - - 38,779,090 - $39,700,966 0.82 -
Fannie Mae Pool|2.5|06/01/2062, 2.50%, 06/01/62 FN 3140FXWG3 - - 49,004,960 - $39,610,154 0.82 -
Freddie Mac Pool|4|09/01/2048, 4.00%, 09/01/48 FR 3133USKN0 - - 42,400,807 - $39,549,933 0.82 -
Freddie Mac REMICS|5.65098|12/25/2054, 5.65%, 12/25/54 FHR 5478 3137HHSZ5 - - 39,004,172 - $39,066,084 0.81 -
Freddie Mac Pool|6|04/01/2054, 6.00%, 04/01/54 FR 3142GRP38 - - 37,969,680 - $38,872,315 0.80 -
Freddie Mac Pool|5|05/01/2054, 5.00%, 05/01/54 FR 3142GRU73 - - 39,291,692 - $38,272,510 0.79 -
Fannie Mae Pool|6|05/01/2054, 6.00%, 05/01/54 FN 3140QUP59 - - 37,308,030 - $38,194,936 0.79 -
Fannie Mae Pool|5|11/01/2054, 5.00%, 11/01/54 FN 3140XRXU4 - - 36,901,962 - $35,944,767 0.74 -
Freddie Mac Pool|5.5|02/01/2055, 5.50%, 02/01/55 FR 3142GTT89 - - 35,650,373 - $35,742,928 0.74 -
Fannie Mae Pool|5.5|11/01/2054, 5.50%, 11/01/54 FN 3140XR2W4 - - 33,844,390 - $33,793,661 0.70 -
Freddie Mac Pool|5|11/01/2054, 5.00%, 11/01/54 FR 3132DUUM7 - - 34,215,122 - $33,327,621 0.69 -
Fannie Mae Pool|3.5|12/01/2062, 3.50%, 12/01/62 FN 3140FXX49 - - 37,730,140 - $33,217,833 0.69 -
NRM FNT1 Excess LLC|7.398|11/25/2031, 7.40%, 11/25/31 NZES 2024-FNT1 62956YAA7 - - 32,540,024 - $32,803,169 0.68 -
Freddie Mac Pool|6|10/01/2053, 6.00%, 10/01/53 FR 3133KSC59 - - 31,478,902 - $32,225,709 0.67 -
Fannie Mae Pool|4.5|10/01/2052, 4.50%, 10/01/52 FN 3140QRFW8 - - 33,663,370 - $31,895,391 0.66 -
Fannie Mae Pool|4.5|01/01/2051, 4.50%, 01/01/51 FN 3140XQHM2 - - 32,705,846 - $31,415,976 0.65 -
Fannie Mae Pool|5.5|02/01/2053, 5.50%, 02/01/53 FN 3140N0FM2 - - 30,656,647 - $30,909,996 0.64 -
Fannie Mae Pool|6|07/01/2053, 6.00%, 07/01/53 FN 3140XLTZ1 - - 29,144,859 - $29,790,010 0.62 -
Fannie Mae Pool|4.5|10/01/2050, 4.50%, 10/01/50 FN 3140XQUF2 - - 30,545,508 - $29,340,839 0.61 -
Freddie Mac Pool|5.5|06/01/2053, 5.50%, 06/01/53 FR 3132DQT48 - - 27,021,331 - $27,173,143 0.56 -
Freddie Mac Pool|6|09/01/2053, 6.00%, 09/01/53 FR 3133KR5L4 - - 26,537,128 - $27,166,697 0.56 -
Freddie Mac STACR REMIC Trust 2021-HQA3|6.45098|09/25/2041, 6.45%, 09/25/41 STACR 2021-HQA3 35564KJP5 - - 26,457,865 - $26,736,667 0.55 -
Fannie Mae or Freddie Mac|6|02/13/2025, 6.00%, 02/13/25 FNCL 01F060626 - - 25,523,000 - $25,705,489 0.53 -
Fannie Mae Pool|4.5|01/01/2051, 4.50%, 01/01/51 FN 3140XRHR9 - - 26,514,100 - $25,468,424 0.53 -
Freddie Mac Pool|5.5|11/01/2054, 5.50%, 11/01/54 FR 3132DUXS1 - - 24,185,409 - $24,149,157 0.50 -
Fannie Mae Pool|4|04/01/2050, 4.00%, 04/01/50 FN 3140XBWA4 - - 25,725,889 - $23,961,885 0.50 -
Huntington Bank Auto Credit-Linked Notes Series 2024-2|5.442|10/20/2032, 5.44%, 10/20/32 HACLN 2024-2 44644NAG4 - - 23,162,324 - $23,320,898 0.48 -
Fannie Mae Pool|4|10/01/2051, 4.00%, 10/01/51 FN 3140XLJ33 - - 24,777,376 - $23,078,411 0.48 -
Fannie Mae Pool|4|08/01/2051, 4.00%, 08/01/51 FN 3140XPA33 - - 24,547,632 - $22,897,139 0.47 -
Fannie Mae Pool|4|03/01/2063, 4.00%, 03/01/63 FN 3140FXYK2 - - 23,996,767 - $21,940,327 0.45 -
Fannie Mae Pool|3.5|04/01/2064, 3.50%, 04/01/64 FN 3140FX3R1 - - 25,024,787 - $21,839,658 0.45 -
Fannie Mae Pool|3.5|01/01/2058, 3.50%, 01/01/58 FN 3140FXHC9 - - 24,307,965 - $21,776,248 0.45 -
Fannie Mae Pool|6|09/01/2054, 6.00%, 09/01/54 FN 3140XRDW2 - - 21,261,071 - $21,700,323 0.45 -
BX Commercial Mortgage Trust 2024-AIRC|6.89619|08/15/2039, 6.90%, 08/15/39 BX 2024-AIRC 12433CAE5 - - 21,400,000 - $21,578,242 0.45 -
Fannie Mae Pool|5.5|09/01/2053, 5.50%, 09/01/53 FN 3140QS3W9 - - 21,325,581 - $21,438,776 0.44 -
Fannie Mae Pool|4|08/01/2051, 4.00%, 08/01/51 FN 3140XNCU6 - - 22,961,835 - $21,417,965 0.44 -
Ginnie Mae|2.5|02/20/2025, 2.50%, 02/20/25 G2SF 21H022622 - - 25,296,414 - $21,162,499 0.44 -
Fannie Mae Pool|4|10/01/2051, 4.00%, 10/01/51 FN 3140XLSS8 - - 22,193,443 - $20,671,655 0.43 -
Finance Of America Structured Securities Trust Series 2024-S3|3.5|04/25/2074, 3.50%, 04/25/74 FASST 2024-S3 31739WAB8 - - 21,818,964 - $20,635,889 0.43 -
Freddie Mac Pool|5|11/01/2054, 5.00%, 11/01/54 FR 3133D1B81 - - 21,051,614 - $20,471,360 0.42 -
Freddie Mac Pool|6|12/01/2052, 6.00%, 12/01/52 FR 3133KQGP5 - - 19,181,300 - $19,634,933 0.41 -
Freddie Mac Pool|5.5|09/01/2054, 5.50%, 09/01/54 FR 3142GSRN0 - - 19,513,289 - $19,563,949 0.40 -
Fannie Mae Pool|4.5|01/01/2051, 4.50%, 01/01/51 FN 3140XQVB0 - - 20,355,017 - $19,552,246 0.40 -
Fannie Mae Pool|5.5|09/01/2054, 5.50%, 09/01/54 FN 3140M6N41 - - 19,362,157 - $19,393,975 0.40 -
Fannie Mae Pool|4.5|06/01/2052, 4.50%, 06/01/52 FN 3140LXCX1 - - 20,445,382 - $19,384,258 0.40 -
Fannie Mae Pool|6|10/01/2053, 6.00%, 10/01/53 FN 3140A1VT1 - - 18,917,105 - $19,275,518 0.40 -
Fannie Mae Pool|3.5|05/01/2052, 3.50%, 05/01/52 FN 3140XGZ85 - - 20,874,614 - $18,837,273 0.39 -
Freddie Mac STACR REMIC Trust 2024-HQA2|6.15098|08/25/2044, 6.15%, 08/25/44 STACR 2024-HQA2 35564NEC3 - - 18,000,000 - $18,180,658 0.38 -
Fannie Mae Pool|5.5|03/01/2054, 5.50%, 03/01/54 FN 3140QUD37 - - 17,869,292 - $17,844,551 0.37 -
Fannie Mae Pool|4|09/01/2050, 4.00%, 09/01/50 FN 3140X8HQ3 - - 19,136,171 - $17,771,268 0.37 -
Freddie Mac Pool|6|10/01/2053, 6.00%, 10/01/53 FR 3133CFRM3 - - 17,137,447 - $17,593,807 0.36 -
Fannie Mae Pool|3.5|06/01/2052, 3.50%, 06/01/52 FN 3140QPHP5 - - 19,460,406 - $17,558,080 0.36 -
Homeward Opportunities Fund Trust 2024-RTL1|7.12|07/25/2029, 7.12%, 07/25/29 HOF 43789FAA1 - - 17,261,000 - $17,407,382 0.36 -
Freddie Mac STACR REMIC Trust 2021-HQA4|8.10098|12/25/2041, 8.10%, 12/25/41 STACR 2021-HQA4 35564KPN3 - - 16,776,000 - $17,369,243 0.36 -
Fannie Mae Pool|3.5|04/01/2064, 3.50%, 04/01/64 FN 3140FX3Q3 - - 19,272,471 - $16,895,258 0.35 -
Fannie Mae Pool|6|07/01/2054, 6.00%, 07/01/54 FN 3140XQVK0 - - 16,495,814 - $16,836,616 0.35 -
PRET 2025-RPL1 Trust|4|07/25/2069, 4.00%, 07/25/69 PRET 2025-RPL1 69392FAA5 - - 16,645,000 - $15,915,848 0.33 -
Huntington Bank Auto Credit-Linked Notes Series 2024-1|6.153|05/20/2032, 6.15%, 05/20/32 HACLN 2024-1 44644NAA7 - - 15,423,242 - $15,553,250 0.32 -
Saluda Grade Alternative Mortgage Trust 2024-RTL6|7.439|07/25/2030, 7.44%, 07/25/30 GRADE 2024-RTL6 79585UAA8 - - 15,216,666 - $15,408,681 0.32 -
Freddie Mac STACR REMIC Trust 2023-HQA3|6.20098|11/25/2043, 6.20%, 11/25/43 STACR 2023-HQA3 35564K3G2 - - 15,170,754 - $15,257,234 0.32 -
Fannie Mae Pool|3.5|04/01/2049, 3.50%, 04/01/49 FN 3140QAXA3 - - 16,815,240 - $15,195,240 0.31 -
Connecticut Avenue Securities Trust 2021-R03|6.00098|12/25/2041, 6.00%, 12/25/41 CAS 2021-R03 20754AAB9 - - 14,835,000 - $14,951,736 0.31 -
Fannie Mae Pool|4.5|10/01/2052, 4.50%, 10/01/52 FN 3140N5CW2 - - 15,708,330 - $14,885,769 0.31 -
RCKT Mortgage Trust 2024-CES7|5.158|10/25/2044, 5.16%, 10/25/44 RCKT 2024-CES7 749414AA6 - - 14,895,634 - $14,846,322 0.31 -
Connecticut Avenue Securities Trust 2022-R02|7.35098|01/25/2042, 7.35%, 01/25/42 CAS 2022-R02 20754BAB7 - - 14,409,226 - $14,827,754 0.31 -
Galaxy Senior Participation Interest Trust 1|2.625|07/31/2026, 2.62%, 07/31/26 GLXYT 2025-1 362922AA4 - - 14,648,119 - $14,740,314 0.30 -
Finance Of America Structured Securities Trust Series 2024-S2|3.5|04/25/2074, 3.50%, 04/25/74 FASST 2024-S2 31739VAA2 - - 15,246,203 - $14,553,891 0.30 -
Fannie Mae Pool|6|01/01/2055, 6.00%, 01/01/55 FN 3140W0QY4 - - 14,254,147 - $14,520,128 0.30 -
Fannie Mae Pool|6.5|02/01/2054, 6.50%, 02/01/54 FN 3140XN4B7 - - 13,749,043 - $14,217,002 0.29 -
Freddie Mac STACR REMIC Trust 2021-DNA7|6.15098|11/25/2041, 6.15%, 11/25/41 STACR 2021-DNA7 35564KMH9 - - 14,000,000 - $14,164,676 0.29 -
Freddie Mac Pool|5|11/01/2054, 5.00%, 11/01/54 FR 31425V3T8 - - 14,483,385 - $14,107,702 0.29 -
BMP 2024-MF23|5.67818|06/15/2041, 5.68%, 06/15/41 BMP 2024-MF23 05593JAA8 - - 14,000,000 - $14,086,929 0.29 -
Fannie Mae Pool|6.5|11/01/2053, 6.50%, 11/01/53 FN 3140XM4W3 - - 13,188,175 - $13,637,045 0.28 -
Fannie Mae Pool|2.5|06/01/2063, 2.50%, 06/01/63 FN 3140FXY55 - - 16,780,754 - $13,563,693 0.28 -
Freddie Mac Pool|4.5|09/01/2050, 4.50%, 09/01/50 FR 3132DTUT5 - - 14,111,913 - $13,555,360 0.28 -
Fannie Mae Pool|4.5|09/01/2050, 4.50%, 09/01/50 FN 3140X85L7 - - 14,095,615 - $13,528,542 0.28 -
Connecticut Avenue Securities Trust 2024-R03|6.29932|03/25/2044, 6.30%, 03/25/44 CAS 2024-R03 207941AB1 - - 13,082,000 - $13,292,956 0.27 -
Freddie Mac Pool|6|03/01/2054, 6.00%, 03/01/54 FR 3132DSYV8 - - 13,001,010 - $13,268,796 0.27 -
Fannie Mae Pool|4|06/01/2052, 4.00%, 06/01/52 FN 3140XPLX5 - - 13,665,641 - $12,728,598 0.26 -
Freddie Mac Pool|6|10/01/2053, 6.00%, 10/01/53 FR 3133CFU72 - - 12,363,472 - $12,618,992 0.26 -
Toorak Mortgage Trust 2024-2|6.329|10/25/2031, 6.33%, 10/25/31 TRK 2024-2 89055KAA0 - - 12,596,000 - $12,553,959 0.26 -
Freddie Mac Pool|5.5|06/01/2053, 5.50%, 06/01/53 FR 3133C7QG5 - - 12,338,245 - $12,413,135 0.26 -
Fannie Mae Pool|3.5|12/01/2063, 3.50%, 12/01/63 FN 3140FX2R2 - - 13,818,705 - $12,157,294 0.25 -
Fannie Mae Pool|6|05/01/2053, 6.00%, 05/01/53 FN 3140NGLQ1 - - 11,926,007 - $12,144,264 0.25 -
Fannie Mae Pool|4.5|10/01/2050, 4.50%, 10/01/50 FN 3140XMPC4 - - 12,609,124 - $12,101,853 0.25 -
Freddie Mac Pool|4.5|09/01/2050, 4.50%, 09/01/50 FR 3132DNHU0 - - 12,338,724 - $11,852,104 0.24 -
Fannie Mae Pool|3.5|10/01/2050, 3.50%, 10/01/50 FN 3140XNEE0 - - 13,065,131 - $11,806,421 0.24 -
Fannie Mae Pool|5.5|07/01/2053, 5.50%, 07/01/53 FN 3140NLSY6 - - 11,813,788 - $11,783,289 0.24 -
Fannie Mae Pool|4.5|12/01/2050, 4.50%, 12/01/50 FN 3140XL5Y0 - - 12,266,612 - $11,773,121 0.24 -
Fannie Mae Pool|4.5|05/01/2052, 4.50%, 05/01/52 FN 3140XPN70 - - 12,145,752 - $11,657,124 0.24 -
Freddie Mac Pool|4.5|02/01/2051, 4.50%, 02/01/51 FR 3133KN3M3 - - 12,101,641 - $11,602,864 0.24 -
Connecticut Avenue Securities Trust 2023-R08|7.90098|10/25/2043, 7.90%, 10/25/43 CAS 2023-R08 20755CAF5 - - 10,982,476 - $11,593,977 0.24 -
Fannie Mae Pool|5.5|11/01/2052, 5.50%, 11/01/52 FN 3140N4PF8 - - 11,564,291 - $11,586,664 0.24 -
RCKT Mortgage Trust 2024-CES5|6.047|08/25/2044, 6.05%, 08/25/44 RCKT 74938KAB3 - - 11,449,090 - $11,579,106 0.24 -
JPMorgan Chase Bank NA - CHASE|6.70322|10/25/2057, 6.70%, 10/25/57 CHASE 2020-CL1 46591HAG5 - - 11,137,394 - $11,382,783 0.24 -
Freddie Mac STACR REMIC Trust 2024-HQA1|5.60098|03/25/2044, 5.60%, 03/25/44 STACR 2024-HQA1 M1 35564NBX0 - - 11,064,830 - $11,111,488 0.23 -
RCKT Mortgage Trust 2024-CES9|5.683|12/25/2044, 5.68%, 12/25/44 RCKT 2024-CES9 749426AB8 - - 10,933,806 - $10,970,391 0.23 -
Freddie Mac Pool|6|09/01/2053, 6.00%, 09/01/53 FR 3133CDUZ5 - - 10,705,734 - $10,908,570 0.23 -
Fannie Mae Pool|4.5|06/01/2052, 4.50%, 06/01/52 FN 3140MTMY6 - - 11,464,340 - $10,869,336 0.22 -
Fannie Mae Pool|4|10/01/2051, 4.00%, 10/01/51 FN 3140XNML5 - - 11,500,403 - $10,711,829 0.22 -
Alterna Funding III LLC|6.26|05/16/2039, 6.26%, 05/16/39 TAX 2024-1A 02157JAA3 - - 10,388,111 - $10,485,364 0.22 -
RCKT Mortgage Trust 2024-CES1|6.325|02/25/2044, 6.33%, 02/25/44 RCKT 2024-CES1 749424AB3 - - 10,334,184 - $10,464,848 0.22 -
Freddie Mac STACR REMIC Trust 2021-HQA4|6.70098|12/25/2041, 6.70%, 12/25/41 STACR 2021-HQA4 35564KNS4 - - 10,089,878 - $10,234,642 0.21 -
Brean Asset Backed Securities Trust 2024-RM8|4.5|05/25/2064, 4.50%, 05/25/64 BABS 2024-RM8 10637YAA3 - - 10,593,118 - $10,197,450 0.21 -
Connecticut Avenue Securities Trust 2024-R05|6.05098|07/25/2044, 6.05%, 07/25/44 CAS 2024-R05 20754XAC7 - - 10,060,000 - $10,117,946 0.21 -
LHOME Mortgage Trust 2024-RTL3|6.9|05/25/2029, 6.90%, 05/25/29 LHOME 2024-RTL3 50205GAA0 - - 9,960,000 - $10,078,715 0.21 -
Fannie Mae Pool|3.5|06/01/2052, 3.50%, 06/01/52 FN 3140XHL21 - - 11,135,951 - $10,059,189 0.21 -
Fannie Mae Pool|6|01/01/2053, 6.00%, 01/01/53 FN 3140N9T97 - - 9,828,137 - $10,015,613 0.21 -
Freddie Mac STACR REMIC Trust 2024-HQA1|6.35098|03/25/2044, 6.35%, 03/25/44 STACR 2024-HQA1 M2 35564NCA9 - - 9,880,000 - $10,014,764 0.21 -
Freddie Mac Pool|6|11/01/2053, 6.00%, 11/01/53 FR 3133CG2E6 - - 9,555,703 - $9,810,166 0.20 -
Fannie Mae Pool|6|09/01/2053, 6.00%, 09/01/53 FN 3140A0A41 - - 9,601,465 - $9,783,379 0.20 -
Freddie Mac Pool|6|01/01/2053, 6.00%, 01/01/53 FR 3132DPMQ8 - - 9,598,087 - $9,766,158 0.20 -
ACHM Mortgage Trust 2024-HE1|6.55|05/25/2039, 6.55%, 05/25/39 ACHM 2024-HE1 00449TAA3 - - 9,582,670 - $9,737,277 0.20 -
Rithm Capital Corp|8|04/01/2029, 8.00%, 04/01/29 RITM 64828TAB8 - - 9,213,000 - $9,546,432 0.20 -
LHOME Mortgage Trust 2022-RTL3|8.15|11/25/2027, 8.15%, 11/25/27 LHOME 2022-RTL3 50204UAA0 - - 9,342,112 - $9,360,659 0.19 -
LHOME Mortgage Trust 2024-RTL5|5.751|09/25/2039, 5.75%, 09/25/39 LHOME 2024-RTL5 50205WAB3 - - 9,325,000 - $9,246,013 0.19 -
Fannie Mae REMICS|5.15098|09/25/2052, 5.15%, 09/25/52 FNR 2022-65 3136BPCQ2 - - 9,496,126 - $9,239,594 0.19 -
Fannie Mae Pool|6|03/01/2054, 6.00%, 03/01/54 FN 3140XPGF0 - - 8,912,505 - $9,096,637 0.19 -
Tricolor Auto Securitization Trust 2024-3|5.22|06/15/2028, 5.22%, 06/15/28 TAST 2024-3A 89617AAA3 - - 9,071,085 - $9,090,879 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 - $8,663,182 0.18 -
Freddie Mac Pool|6|04/01/2054, 6.00%, 04/01/54 FR 3132DSYU0 - - 8,398,263 - $8,571,771 0.18 -
Fannie Mae Pool|6|05/01/2054, 6.00%, 05/01/54 FN 3140ADPB1 - - 8,370,035 - $8,542,959 0.18 -
Mello Mortgage Capital Acceptance|4|04/25/2054, 4.00%, 04/25/54 MELLO 58550DAA1 - - 8,660,957 - $8,409,309 0.17 -
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 - $8,395,582 0.17 -
Saluda Grade Alternative Mortgage Trust 2023-FIG4|6.718|11/25/2053, 6.72%, 11/25/53 GRADE 2023-FIG4 79581UAA2 - - 8,078,258 - $8,304,812 0.17 -
Freddie Mac Pool|5.5|12/01/2054, 5.50%, 12/01/54 FR 31425USJ5 - - 8,245,841 - $8,233,482 0.17 -
Freddie Mac Pool|6|07/01/2054, 6.00%, 07/01/54 FR 3132DTTU4 - - 7,835,998 - $7,997,889 0.17 -
Saluda Grade Alternative Mortgage Trust 2023-FIG3|7.067|08/25/2053, 7.07%, 08/25/53 GRADE 79582AAA5 - - 7,638,092 - $7,907,827 0.16 -
Fannie Mae Pool|6|01/01/2053, 6.00%, 01/01/53 FN 3140XKB74 - - 7,740,172 - $7,887,819 0.16 -
PRPM 2024-RPL1 LLC|4.156051|12/25/2064, 4.16%, 12/25/64 PRPM 2024-RPL1 69380XAB8 - - 8,351,000 - $7,874,943 0.16 -
Connecticut Avenue Securities Series 2025-R01|5.45098|01/25/2045, 5.45%, 01/25/45 CAS 2025-R01 20755JAB9 - - 7,845,000 - $7,854,877 0.16 -
Brex Commercial Charge Card Master Trust|6.05|07/15/2027, 6.05%, 07/15/27 BREX 2024-1 05601DAE3 - - 7,750,000 - $7,854,795 0.16 -
Fannie Mae Pool|6.5|05/01/2053, 6.50%, 05/01/53 FN 3140NGLT5 - - 7,373,889 - $7,648,394 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 - $7,603,208 0.16 -
Fannie Mae Pool|6|01/01/2053, 6.00%, 01/01/53 FN 3140NA6C2 - - 7,430,438 - $7,566,576 0.16 -
Connecticut Avenue Securities Trust 2021-R01|7.45098|10/25/2041, 7.45%, 10/25/41 CAS 2021-R01 20754RAF3 - - 7,320,000 - $7,533,246 0.16 -
Fannie Mae Pool|4.5|12/01/2052, 4.50%, 12/01/52 FN 3140XQNC7 - - 7,846,273 - $7,434,192 0.15 -
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 - $7,331,347 0.15 -
ACHV ABS TRUST 2023-4CP|8.6|11/25/2030, 8.60%, 11/25/30 ACHV 2023-4CP 00092CAD4 - - 7,056,000 - $7,213,659 0.15 -
RCKT Mortgage Trust 2024-CES8|5.48955|11/25/2044, 5.49%, 11/25/44 RCKT 2024-CES8 749421AA1 - - 7,142,076 - $7,167,995 0.15 -
US Bank NA|6.789|08/25/2032, 6.79%, 08/25/32 USCLN 2023-1 90357PAV6 - - 6,984,064 - $7,092,408 0.15 -
Freddie Mac Pool|5.5|06/01/2053, 5.50%, 06/01/53 FR 3133C4KZ6 - - 7,053,637 - $7,081,421 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 - $7,046,436 0.15 -
Freddie Mac Pool|6|07/01/2053, 6.00%, 07/01/53 FR 3132E0GW6 - - 6,834,144 - $6,992,144 0.14 -
Freddie Mac Pool|5.5|05/01/2053, 5.50%, 05/01/53 FR 3132DQK70 - - 6,920,873 - $6,912,766 0.14 -
LHOME Mortgage Trust 2024-RTL4|6.092|07/25/2039, 6.09%, 07/25/39 LHOME 2024-RTL4 50205PAB8 - - 6,870,000 - $6,864,450 0.14 -
Freddie Mac Pool|5|06/01/2053, 5.00%, 06/01/53 FR 3133C4WZ3 - - 6,973,417 - $6,786,279 0.14 -
Fannie Mae Pool|4|09/01/2050, 4.00%, 09/01/50 FN 3140X7ST7 - - 7,284,037 - $6,784,577 0.14 -
Santander Bank Auto Credit-Linked Notes Series 2023-B|5.933|12/15/2033, 5.93%, 12/15/33 SBCLN 2023-B 80290CCC6 - - 6,678,845 - $6,758,287 0.14 -
Fannie Mae Pool|6|09/01/2053, 6.00%, 09/01/53 FN 3140A1T23 - - 6,593,927 - $6,730,205 0.14 -
Freddie Mac Pool|6|12/01/2053, 6.00%, 12/01/53 FR 3133CKZD3 - - 6,543,237 - $6,667,208 0.14 -
Fannie Mae Pool|5.5|09/01/2053, 5.50%, 09/01/53 FN 3140A1TN7 - - 6,655,520 - $6,637,810 0.14 -
Fannie Mae Pool|5.5|12/01/2054, 5.50%, 12/01/54 FN 3140AUYM9 - - 6,608,781 - $6,598,875 0.14 -
LHOME Mortgage Trust 2024-RTL1|7.017|01/25/2029, 7.02%, 01/25/29 LHOME 2024-RTL1 50205DAA7 - - 6,341,000 - $6,404,647 0.13 -
Government National Mortgage Association|5.6731|08/20/2053, 5.67%, 08/20/53 GNR 2023-116 38384EFT7 - - 6,336,528 - $6,376,943 0.13 -
RCKT Mortgage Trust 2023-CES1|6.515|06/25/2043, 6.51%, 06/25/43 RCKT 74935WAA2 - - 6,287,738 - $6,369,689 0.13 -
Fannie Mae Pool|4.5|01/01/2050, 4.50%, 01/01/50 FN 3140XBJZ4 - - 6,597,596 - $6,337,396 0.13 -
Freddie Mac Pool|5.5|09/01/2053, 5.50%, 09/01/53 FR 3133CEP30 - - 6,277,149 - $6,260,446 0.13 -
Freddie Mac Strips|2.5|01/25/2051, 2.50%, 01/25/51 FHS 375 3133Q5AA4 - - 38,935,725 - $6,090,248 0.13 -
Fannie Mae Pool|4|10/01/2050, 4.00%, 10/01/50 FN 3140XGXG9 - - 6,496,887 - $6,051,212 0.13 -
Freddie Mac Pool|4.5|09/01/2051, 4.50%, 09/01/51 FR 3132DP3P1 - - 6,285,195 - $6,026,147 0.12 -
RCKT Mortgage Trust 2025-CES1|5.653|01/25/2045, 5.65%, 01/25/45 RCKT 2025-CES1 A1 749427AA8 - - 5,975,000 - $6,019,964 0.12 -
Connecticut Avenue Securities Trust 2024-R02|5.45098|02/25/2044, 5.45%, 02/25/44 CAS 2024-R02 20754GAA8 - - 6,014,554 - $6,017,286 0.12 -
Fannie Mae Pool|4|03/01/2050, 4.00%, 03/01/50 FN 3140XFC25 - - 6,418,603 - $5,986,775 0.12 -
Fannie Mae Pool|6|05/01/2053, 6.00%, 05/01/53 FN 3140NGS68 - - 5,846,067 - $5,938,339 0.12 -
Freddie Mac Pool|6|06/01/2054, 6.00%, 06/01/54 FR 3133WFD20 - - 5,714,595 - $5,832,658 0.12 -
Freddie Mac Pool|6|11/01/2053, 6.00%, 11/01/53 FR 3133CHEK7 - - 5,657,454 - $5,808,109 0.12 -
Fannie Mae Pool|6.5|11/01/2053, 6.50%, 11/01/53 FN 3140A5SH2 - - 5,570,223 - $5,778,379 0.12 -
Freddie Mac Pool|6|11/01/2054, 6.00%, 11/01/54 FR 3133D1CH0 - - 5,648,431 - $5,765,127 0.12 -
Freddie Mac Pool|6|11/01/2053, 6.00%, 11/01/53 FR 3133CG6J1 - - 5,572,082 - $5,720,464 0.12 -
RCKT Mortgage Trust 2024-CES6|5.546|09/25/2044, 5.55%, 09/25/44 RCKT 2024-CES6 749410AB2 - - 5,688,096 - $5,701,925 0.12 -
Fannie Mae Pool|4|11/01/2047, 4.00%, 11/01/47 FN 3140Q7YC5 - - 6,052,765 - $5,656,581 0.12 -
Connecticut Avenue Securities Series 2025-R01|6.05098|01/25/2045, 6.05%, 01/25/45 CAS 2025-R01 20755JAG8 - - 5,628,276 - $5,630,354 0.12 -
Freddie Mac Strips|2|01/25/2051, 2.00%, 01/25/51 FHS 377 3133Q5E51 - - 43,516,422 - $5,591,735 0.12 -
Fannie Mae Pool|5.5|11/01/2052, 5.50%, 11/01/52 FN 3140N4PD3 - - 5,588,619 - $5,590,074 0.12 -
Fannie Mae Pool|5|06/01/2053, 5.00%, 06/01/53 FN 3140NGL81 - - 5,636,117 - $5,484,866 0.11 -
Freddie Mac Pool|6|09/01/2053, 6.00%, 09/01/53 FR 3133CEQL9 - - 5,343,890 - $5,445,138 0.11 -
BX Trust 2021-SDMF|5.00948|09/15/2034, 5.01%, 09/15/34 BX 2021-SDMF 12434CAA2 - - 5,435,823 - $5,419,748 0.11 -
LHOME Mortgage Trust 2024-RTL2|7.128|03/25/2029, 7.13%, 03/25/29 LHOME 50205JAA4 - - 5,293,684 - $5,360,729 0.11 -
Santander Bank Auto Credit-Linked Notes Series 2024-B|5.141|01/18/2033, 5.14%, 01/18/33 SBCLN 2024-B 80280BAC2 - - 5,250,000 - $5,257,929 0.11 -
Fannie Mae Pool|6.5|11/01/2053, 6.50%, 11/01/53 FN 3140A5T65 - - 5,065,348 - $5,237,713 0.11 -
Bayview Opportunity Master Fund VII 2024-CAR1 LLC|5.65098|12/26/2031, 5.65%, 12/26/31 BVCLN 2024-CAR1 07336QAB8 - - 5,114,114 - $5,134,811 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 - $5,099,087 0.11 -
Gracie Point International Funding 2024-1 LLC|6.6145|03/01/2028, 6.61%, 03/01/28 GPIF 2024-1A A 38410KAA7 - - 5,000,000 - $5,067,145 0.10 -
Fannie Mae Pool|5.5|03/01/2053, 5.50%, 03/01/53 FN 3140NAUL5 - - 5,030,299 - $5,062,061 0.10 -
Freddie Mac Pool|6.5|11/01/2053, 6.50%, 11/01/53 FR 3133CHX91 - - 4,821,061 - $5,018,128 0.10 -
Freddie Mac Pool|5.5|03/01/2053, 5.50%, 03/01/53 FR 3133BX5Y3 - - 4,870,200 - $4,890,041 0.10 -
ABL 2024-RTL1|7.457|09/25/2029, 7.46%, 09/25/29 ABL 2024-RTL1 00092EAB4 - - 4,840,000 - $4,863,734 0.10 -
Fannie Mae Pool|5.5|11/01/2052, 5.50%, 11/01/52 FN 3140XJTC7 - - 4,822,372 - $4,863,046 0.10 -
Fannie Mae Pool|5.5|08/01/2052, 5.50%, 08/01/52 FN 3140MYAQ5 - - 4,810,746 - $4,821,895 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 - $4,801,266 0.10 -
Freddie Mac Pool|4|07/01/2049, 4.00%, 07/01/49 FR 3133KGGH5 - - 5,128,492 - $4,776,508 0.10 -
Reach ABS Trust 2024-2|5.88|07/15/2031, 5.88%, 07/15/31 REACH 2024-2A 75525HAA8 - - 4,667,366 - $4,704,082 0.10 -
Fannie Mae Pool|5.5|03/01/2053, 5.50%, 03/01/53 FN 3140N9J49 - - 4,672,600 - $4,646,526 0.10 -
Fannie Mae Pool|6|04/01/2053, 6.00%, 04/01/53 FN 3140NDHS9 - - 4,519,064 - $4,605,690 0.10 -
SREIT Trust 2021-MFP|5.50052|11/15/2038, 5.50%, 11/15/38 SREIT 2021-MFP 78472UAC2 - - 4,595,896 - $4,596,497 0.09 -
Fannie Mae Pool|6.5|10/01/2053, 6.50%, 10/01/53 FN 3140A35K5 - - 4,396,887 - $4,576,616 0.09 -
Fannie Mae Pool|5.5|03/01/2053, 5.50%, 03/01/53 FN 3140NELG8 - - 4,514,415 - $4,532,806 0.09 -
Fannie Mae Pool|3.5|02/01/2052, 3.50%, 02/01/52 FN 3140QNGR7 - - 4,889,777 - $4,418,479 0.09 -
Freddie Mac Pool|5.5|01/01/2053, 5.50%, 01/01/53 FR 3133BVCR4 - - 4,334,038 - $4,371,531 0.09 -
Fannie Mae Pool|6|05/01/2053, 6.00%, 05/01/53 FN 3140NGLR9 - - 4,259,768 - $4,313,298 0.09 -
Freddie Mac Pool|5.5|09/01/2053, 5.50%, 09/01/53 FR 3133CC4K9 - - 4,252,395 - $4,277,513 0.09 -
Fannie Mae REMICS|3.5|01/25/2061, 3.50%, 01/25/61 FNR 2020-98 3136BDLE6 - - 20,098,701 - $4,224,020 0.09 -
Fannie Mae Pool|5.5|03/01/2053, 5.50%, 03/01/53 FN 3140NEPG4 - - 4,222,751 - $4,212,184 0.09 -
Fannie Mae Pool|6.5|01/01/2053, 6.50%, 01/01/53 FN 3140NAYW7 - - 3,994,404 - $4,165,977 0.09 -
Freddie Mac Pool|5|05/01/2053, 5.00%, 05/01/53 FR 3133C2Y85 - - 4,240,280 - $4,127,475 0.09 -
Fannie Mae Pool|4|11/01/2049, 4.00%, 11/01/49 FN 3140XHLR6 - - 4,389,976 - $4,094,810 0.08 -
Fannie Mae Pool|3.5|04/01/2052, 3.50%, 04/01/52 FN 3140XHCF2 - - 4,525,745 - $4,084,387 0.08 -
RAM 2024-1 LLC|6.669|02/15/2039, 6.67%, 02/15/39 RAM 2024-1 751313AA5 - - 4,036,606 - $4,067,515 0.08 -
Ally Bank Auto Credit-Linked Notes Series 2024-A|6.022|05/17/2032, 6.02%, 05/17/32 ABCLN 2024-A 02007GZ63 - - 3,956,333 - $4,017,319 0.08 -
Fannie Mae Pool|6.5|09/01/2053, 6.50%, 09/01/53 FN 3140A0BE8 - - 3,769,544 - $3,897,815 0.08 -
Fannie Mae Pool|4.5|10/01/2050, 4.50%, 10/01/50 FN 3140XJAP8 - - 4,051,809 - $3,892,012 0.08 -
Freddie Mac Pool|6|12/01/2053, 6.00%, 12/01/53 FR 3133CLL61 - - 3,832,555 - $3,891,461 0.08 -
Fannie Mae Pool|5.5|03/01/2053, 5.50%, 03/01/53 FN 3140NDU21 - - 3,757,588 - $3,778,091 0.08 -
Fannie Mae Pool|5.5|02/01/2053, 5.50%, 02/01/53 FN 3140N9KD7 - - 3,794,561 - $3,773,387 0.08 -
Freddie Mac Pool|4.5|12/01/2048, 4.50%, 12/01/48 FR 3132DNSD6 - - 3,897,902 - $3,744,175 0.08 -
FHF Issuer Trust 2024-1|5.69|02/15/2030, 5.69%, 02/15/30 FHF 2024-1A 31568AAB2 - - 3,702,445 - $3,738,705 0.08 -
Fannie Mae Pool|4|01/01/2051, 4.00%, 01/01/51 FN 3140XAY55 - - 3,995,771 - $3,721,785 0.08 -
JP Morgan Mortgage Trust Series 2024-CES1|6.019|06/25/2054, 6.02%, 06/25/54 JPMMT 2024-CES1 46658CAB7 - - 3,671,349 - $3,694,756 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 - - 3,806,159 - $3,643,628 0.08 -
Fannie Mae Pool|4|09/01/2049, 4.00%, 09/01/49 FN 3140X4WA0 - - 3,910,450 - $3,642,064 0.08 -
Tricolor Auto Securitization Trust 2024-2|6.36|12/15/2027, 6.36%, 12/15/27 TAST 2024-2A 89616PAA1 - - 3,604,563 - $3,635,475 0.08 -
ABL 2024-RTL1|6.075|09/25/2029, 6.08%, 09/25/29 ABL 2024-RTL1 00092EAA6 - - 3,629,000 - $3,616,608 0.07 -
Freddie Mac Pool|5.5|09/01/2053, 5.50%, 09/01/53 FR 3133CDHV9 - - 3,565,584 - $3,586,355 0.07 -
Freddie Mac Pool|6|03/01/2053, 6.00%, 03/01/53 FR 3133C1P87 - - 3,502,832 - $3,571,456 0.07 -
Angel Oak Mortgage Trust 2024-5|4.95|07/25/2068, 4.95%, 07/25/68 AOMT 2024-5 03465YAC1 - - 3,647,834 - $3,553,131 0.07 -
Freddie Mac Pool|5.5|12/01/2053, 5.50%, 12/01/53 FR 3133CJWA5 - - 3,465,912 - $3,477,927 0.07 -
Connecticut Avenue Securities Trust 2021-R01|5.90098|10/25/2041, 5.90%, 10/25/41 CAS 2021-R01 20754RAB2 - - 3,444,438 - $3,460,562 0.07 -
ACHV ABS TRUST 2024-1PL|6.34|04/25/2031, 6.34%, 04/25/31 ACHV 2024-1PL 00092BAB0 - - 3,410,075 - $3,454,370 0.07 -
Freddie Mac Pool|5.5|05/01/2053, 5.50%, 05/01/53 FR 3133C2ZA9 - - 3,465,374 - $3,445,608 0.07 -
Freddie Mac Pool|5.5|01/01/2053, 5.50%, 01/01/53 FR 3133BVVB8 - - 3,416,026 - $3,444,256 0.07 -
FIGRE Trust 2024-HE4|5.252|09/25/2054, 5.25%, 09/25/54 FIGRE 2024-HE4 31684UAB7 - - 3,476,401 - $3,398,531 0.07 -
Fannie Mae Pool|4|05/01/2050, 4.00%, 05/01/50 FN 31418DPL0 - - 3,651,696 - $3,391,236 0.07 -
Angel Oak Mortgage Trust 2024-5|4.95|07/25/2068, 4.95%, 07/25/68 AOMT 2024-5 03465YAB3 - - 3,474,568 - $3,390,983 0.07 -
Freddie Mac Pool|5.5|07/01/2052, 5.50%, 07/01/52 FR 3133BGDH8 - - 3,372,454 - $3,381,131 0.07 -
Freddie Mac Pool|6.5|05/01/2053, 6.50%, 05/01/53 FR 3133C2ZC5 - - 3,256,127 - $3,377,341 0.07 -
Fannie Mae Pool|4|06/01/2050, 4.00%, 06/01/50 FN 31418DQJ4 - - 3,585,394 - $3,329,662 0.07 -
BX Trust 2021-BXMF|5.61175|10/15/2026, 5.61%, 10/15/26 BX 2021-BXMF 05609RAJ3 - - 3,337,147 - $3,328,378 0.07 -
Fannie Mae Pool|6|03/01/2053, 6.00%, 03/01/53 FN 3140NDRF6 - - 3,257,174 - $3,306,291 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 - $3,285,866 0.07 -
Fannie Mae Pool|6|01/01/2053, 6.00%, 01/01/53 FN 3140N7TE0 - - 3,179,980 - $3,241,707 0.07 -
Fannie Mae Pool|3|04/01/2052, 3.00%, 04/01/52 FN 3140MJ6R1 - - 3,737,219 - $3,238,326 0.07 -
Freddie Mac Pool|4|06/01/2050, 4.00%, 06/01/50 FR 3132DNGU1 - - 3,462,291 - $3,230,443 0.07 -
Arivo Acceptance Auto Loan Receivables Trust 2024-1|6.46|04/17/2028, 6.46%, 04/17/28 ARIVO 2024-1A 039943AA3 - - 3,181,392 - $3,221,942 0.07 -
Connecticut Avenue Securities Trust 2024-R02|6.15098|02/25/2044, 6.15%, 02/25/44 CAS 2024-R02 20754GAE0 - - 3,168,862 - $3,208,208 0.07 -
Connecticut Avenue Securities Trust 2024-R01|6.15098|01/25/2044, 6.15%, 01/25/44 CAS 2024-R01 20753UAB6 - - 3,140,000 - $3,176,112 0.07 -
Freddie Mac Pool|5.5|05/01/2053, 5.50%, 05/01/53 FR 3132DQGE0 - - 3,157,698 - $3,154,065 0.07 -
Freddie Mac Pool|6|04/01/2054, 6.00%, 04/01/54 FR 3133WBM37 - - 3,053,926 - $3,117,019 0.06 -
FIGRE Trust 2024-HE3|6.229|07/25/2054, 6.23%, 07/25/54 FIGRE 2024-HE3 31684GAC6 - - 3,104,768 - $3,116,861 0.06 -
Verus Securitization Trust 2024-7|5.095|09/25/2069, 5.09%, 09/25/69 VERUS 2024-7 924925AA8 - - 3,106,827 - $3,102,379 0.06 -
Chase Mortgage Finance Corp|5.55098|02/25/2050, 5.55%, 02/25/50 CHASE 2021-CL1 46591HBX7 - - 3,157,477 - $3,094,130 0.06 -
Fannie Mae Pool|4|03/01/2050, 4.00%, 03/01/50 FN 3140X8S24 - - 3,284,938 - $3,064,071 0.06 -
Gracie Point International Funding 2024-1 LLC|7.0145|03/01/2028, 7.01%, 03/01/28 GPIF 2024-1A 38410KAB5 - - 3,007,000 - $3,049,308 0.06 -
US Auto Funding 2021-1|2.2|05/15/2026, 2.20%, 05/15/26 USAUT 2021-1A 90355EAC5 - - 3,114,471 - $3,040,375 0.06 -
Fannie Mae Pool|3.5|05/01/2052, 3.50%, 05/01/52 FN 3140MNP67 - - 3,312,943 - $2,987,575 0.06 -
Fannie Mae Pool|3.5|04/01/2052, 3.50%, 04/01/52 FN 3140MJ7F6 - - 3,292,334 - $2,972,612 0.06 -
Fannie Mae Pool|6|02/01/2053, 6.00%, 02/01/53 FN 3140NBWR8 - - 2,913,135 - $2,963,249 0.06 -
Reach Abs Trust 2024-1|6.3|02/18/2031, 6.30%, 02/18/31 REACH 2024-1A 75526PAA9 - - 2,931,441 - $2,957,964 0.06 -
Freddie Mac Pool|5.5|05/01/2053, 5.50%, 05/01/53 FR 3133C2ZG6 - - 2,942,613 - $2,954,203 0.06 -
Freddie Mac Pool|5.5|08/01/2052, 5.50%, 08/01/52 FR 3133BJP30 - - 2,917,159 - $2,924,292 0.06 -
Santander Bank Auto Credit-Linked Notes Series 2023-B|5.64|12/15/2033, 5.64%, 12/15/33 SBCLN 2023-B 80290CCB8 - - 2,878,103 - $2,907,195 0.06 -
Saluda Grade Alternative Mortgage Trust 2024-FIG5|6.603|04/25/2054, 6.60%, 04/25/54 GRADE 2024-FIG5 79582MAB7 - - 2,859,318 - $2,901,574 0.06 -
BX Trust 2021-BXMF|7.769993|10/15/2026, 7.77%, 10/15/26 BX 2021-BXMF 05609RAS3 - - 2,807,890 - $2,802,567 0.06 -
Freddie Mac Pool|5.5|09/01/2052, 5.50%, 09/01/52 FR 3133BMRH0 - - 2,795,180 - $2,801,658 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 - $2,786,185 0.06 -
Fannie Mae Pool|6|03/01/2053, 6.00%, 03/01/53 FN 3140NHAF5 - - 2,725,176 - $2,778,565 0.06 -
Blue Bridge Funding 2023-1 LLC|7.37|11/15/2030, 7.37%, 11/15/30 BBEF 2023-1A 09531MAA8 - - 2,734,863 - $2,772,244 0.06 -
Fannie Mae Pool|5|03/01/2053, 5.00%, 03/01/53 FN 3140N9J64 - - 2,845,959 - $2,770,672 0.06 -
Fannie Mae Pool|3.5|04/01/2052, 3.50%, 04/01/52 FN 3140MJ7G4 - - 3,064,001 - $2,763,310 0.06 -
Freddie Mac Pool|5|05/01/2053, 5.00%, 05/01/53 FR 3133C2DM7 - - 2,787,819 - $2,712,772 0.06 -
Freddie Mac Gold Pool|4|08/01/2048, 4.00%, 08/01/48 FG 3132Y1W79 - - 2,903,682 - $2,711,895 0.06 -
Fannie Mae Pool|5|05/01/2053, 5.00%, 05/01/53 FN 3140NGLL2 - - 2,777,798 - $2,703,667 0.06 -
Freddie Mac Pool|6.5|12/01/2053, 6.50%, 12/01/53 FR 3133CKYJ1 - - 2,602,110 - $2,699,349 0.06 -
Fannie Mae Pool|5.5|10/01/2053, 5.50%, 10/01/53 FN 3140A1VD6 - - 2,688,312 - $2,681,088 0.06 -
Government National Mortgage Association|0|05/16/2041, 0.00%, 05/16/41 GNR 2017-163 38380KNA9 - - 3,620,587 - $2,665,983 0.06 -
Fannie Mae Pool|6|10/01/2053, 6.00%, 10/01/53 FN 3140A34Y6 - - 2,610,621 - $2,660,083 0.05 -
Freddie Mac STACR REMIC Trust 2024-DNA1|6.30098|02/25/2044, 6.30%, 02/25/44 STACR 2024-DNA1 35564NBA0 - - 2,617,368 - $2,648,925 0.05 -
Extended Stay America Trust 2021-ESH|6.67048|07/15/2038, 6.67%, 07/15/38 ESA 2021-ESH 30227FAJ9 - - 2,629,345 - $2,643,804 0.05 -
ACHV ABS TRUST 2024-1PL|6.42|04/25/2031, 6.42%, 04/25/31 ACHV 2024-1PL 00092BAC8 - - 2,602,988 - $2,628,305 0.05 -
Freddie Mac Pool|5.5|03/01/2053, 5.50%, 03/01/53 FR 3133BXJV4 - - 2,602,648 - $2,619,293 0.05 -
PRPM 2024-RCF2 LLC|3.75|03/25/2054, 3.75%, 03/25/54 PRPM 2024-RCF2 693987AA7 - - 2,711,667 - $2,616,242 0.05 -
Fannie Mae Pool|3.5|07/01/2052, 3.50%, 07/01/52 FN 3140QPQ67 - - 2,862,363 - $2,582,556 0.05 -
Fannie Mae Pool|6.5|05/01/2053, 6.50%, 05/01/53 FN 3140NGLU2 - - 2,489,868 - $2,581,475 0.05 -
Freddie Mac Pool|5.5|06/01/2053, 5.50%, 06/01/53 FR 3133C4W42 - - 2,581,762 - $2,567,838 0.05 -
FIGRE Trust 2024-HE1|6.506|03/25/2054, 6.51%, 03/25/54 FIGRE 2024-HE1 31684HAB6 - - 2,476,694 - $2,519,883 0.05 -
Bayview Opportunity Master Fund VII 2024-CAR1 LLC|5.85098|12/26/2031, 5.85%, 12/26/31 BVCLN 2024-CAR1 07336QAC6 - - 2,488,869 - $2,501,941 0.05 -
Freddie Mac Pool|3|06/01/2052, 3.00%, 06/01/52 FR 3132DQ4G8 - - 2,901,922 - $2,495,284 0.05 -
Fannie Mae Pool|6.5|08/01/2053, 6.50%, 08/01/53 FN 3140NRPT7 - - 2,354,339 - $2,442,320 0.05 -
Freddie Mac Pool|5|05/01/2053, 5.00%, 05/01/53 FR 3133C2KM9 - - 2,460,913 - $2,394,666 0.05 -
Foundation Finance Trust 2023-2|6.53|06/15/2049, 6.53%, 06/15/49 FFIN 2023-2A 35042RAA4 - - 2,308,682 - $2,386,111 0.05 -
Fannie Mae Pool|5.5|09/01/2053, 5.50%, 09/01/53 FN 3140NNSB2 - - 2,361,193 - $2,373,726 0.05 -
Freddie Mac Pool|5|05/01/2053, 5.00%, 05/01/53 FR 3133C2KK3 - - 2,361,255 - $2,297,691 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 - - 2,260,762 - $2,288,086 0.05 -
Upstart Securitization Trust 2021-1|4.06|03/20/2031, 4.06%, 03/20/31 UPST 2021-1 91681NAC8 - - 2,286,254 - $2,279,961 0.05 -
JPMorgan Chase Bank NA - CHASE|6.95322|10/25/2057, 6.95%, 10/25/57 CHASE 2020-CL1 46591HAH3 - - 2,206,360 - $2,264,214 0.05 -
Fannie Mae Pool|4|04/01/2052, 4.00%, 04/01/52 FN 3140XGZE2 - - 2,362,791 - $2,196,758 0.05 -
Fannie Mae Pool|4|10/01/2051, 4.00%, 10/01/51 FN 3140XJKP7 - - 2,354,771 - $2,193,307 0.05 -
PRPM 2021-RPL2 LLC|2.485|10/25/2051, 2.48%, 10/25/51 PRPM 2021-RPL2 69357QAC0 - - 2,600,000 - $2,190,519 0.05 -
Fannie Mae Pool|6|02/01/2053, 6.00%, 02/01/53 FN 3140NCRF8 - - 2,125,459 - $2,164,189 0.04 -
Fannie Mae Pool|4.5|10/01/2050, 4.50%, 10/01/50 FN 3140QFWK1 - - 2,248,905 - $2,158,430 0.04 -
Freddie Mac Strips|2|01/25/2051, 2.00%, 01/25/51 FHS 377 3133Q5E85 - - 15,396,478 - $2,094,346 0.04 -
Freddie Mac Pool|3.5|04/01/2052, 3.50%, 04/01/52 FR 3133B9MB7 - - 2,287,110 - $2,062,661 0.04 -
Fannie Mae Pool|3|05/01/2050, 3.00%, 05/01/50 FN 3140K8U25 - - 2,350,933 - $2,056,036 0.04 -
Freddie Mac Pool|3.5|04/01/2052, 3.50%, 04/01/52 FR 3133BAFM8 - - 2,253,383 - $2,032,244 0.04 -
Freddie Mac Pool|4|12/01/2048, 4.00%, 12/01/48 FR 3133USG21 - - 2,133,992 - $1,990,475 0.04 -
BX Commercial Mortgage Trust 2021-21M|5.15048|10/15/2036, 5.15%, 10/15/36 BX 2021-21M 05609CAA5 - - 1,957,252 - $1,951,997 0.04 -
Chase Mortgage Finance Corp|5.90098|02/25/2050, 5.90%, 02/25/50 CHASE 2021-CL1 46591HBZ2 - - 2,059,201 - $1,950,824 0.04 -
Freddie Mac Pool|6|03/01/2053, 6.00%, 03/01/53 FR 3133BXDH1 - - 1,910,771 - $1,945,589 0.04 -
NRZ Excess Spread-Collateralized Notes|3.104|07/25/2026, 3.10%, 07/25/26 NZES 2021-FHT1 62955MAB2 - - 2,015,288 - $1,939,833 0.04 -
Freddie Mac Pool|4|03/01/2050, 4.00%, 03/01/50 FR 3132DNWL3 - - 2,061,101 - $1,922,520 0.04 -
Freddie Mac Pool|6.5|05/01/2053, 6.50%, 05/01/53 FR 3133C2ZD3 - - 1,847,961 - $1,915,951 0.04 -
Fannie Mae Pool|4.5|07/01/2052, 4.50%, 07/01/52 FN 3140MSCJ2 - - 2,005,481 - $1,902,477 0.04 -
Fannie Mae Pool|5.5|03/01/2053, 5.50%, 03/01/53 FN 3140NC6J3 - - 1,894,663 - $1,902,382 0.04 -
Freddie Mac Pool|5|05/01/2053, 5.00%, 05/01/53 FR 3133C2G44 - - 1,922,723 - $1,871,448 0.04 -
Fannie Mae Pool|4|11/01/2048, 4.00%, 11/01/48 FN 31418C4F8 - - 1,957,660 - $1,826,034 0.04 -
Fannie Mae Pool|4|08/01/2050, 4.00%, 08/01/50 FN 3140X8UA3 - - 1,960,464 - $1,819,936 0.04 -
Chase Mortgage Finance Corp|5.70098|02/25/2050, 5.70%, 02/25/50 CHASE 2021-CL1 46591HBY5 - - 1,855,018 - $1,818,033 0.04 -
Fannie Mae Pool|6.5|06/01/2053, 6.50%, 06/01/53 FN 3140NGMK3 - - 1,747,350 - $1,800,416 0.04 -
Freddie Mac Pool|3.5|04/01/2052, 3.50%, 04/01/52 FR 3132DNBL6 - - 1,970,356 - $1,780,597 0.04 -
Freddie Mac Pool|5.5|10/01/2053, 5.50%, 10/01/53 FR 3133CFVA4 - - 1,779,991 - $1,775,255 0.04 -
Freddie Mac Pool|5|06/01/2053, 5.00%, 06/01/53 FR 3133C4J54 - - 1,817,855 - $1,774,262 0.04 -
Fannie Mae Pool|3.5|09/01/2049, 3.50%, 09/01/49 FN 3140X5SG9 - - 1,937,377 - $1,750,728 0.04 -
Fannie Mae Pool|3.5|01/01/2052, 3.50%, 01/01/52 FN 3140QM6T6 - - 1,925,985 - $1,740,499 0.04 -
Freddie Mac Pool|4|08/01/2050, 4.00%, 08/01/50 FR 3132E05R9 - - 1,851,856 - $1,724,876 0.04 -
Freddie Mac Pool|3|08/01/2049, 3.00%, 08/01/49 FR 31334YHQ3 - - 1,960,030 - $1,716,192 0.04 -
FIGRE Trust 2023-HE3|6.436|11/25/2053, 6.44%, 11/25/53 FIGRE 2023-HE3 31684CAA9 - - 1,679,981 - $1,714,516 0.04 -
Fannie Mae Pool|5.5|05/01/2054, 5.50%, 05/01/54 FN 3140ACME0 - - 1,703,191 - $1,705,520 0.04 -
PRPM 2021-RPL2 LLC|2.237|10/25/2051, 2.24%, 10/25/51 PRPM 2021-RPL2 69357QAB2 - - 2,000,000 - $1,690,158 0.03 -
Freddie Mac Pool|5|06/01/2053, 5.00%, 06/01/53 FR 3133C4W34 - - 1,705,195 - $1,661,310 0.03 -
Lendbuzz Securitization Trust 2023-2|7.09|10/16/2028, 7.09%, 10/16/28 LBZZ 2023-2A 52608MAB4 - - 1,612,110 - $1,641,413 0.03 -
Freddie Mac Pool|6.5|06/01/2053, 6.50%, 06/01/53 FR 3133C4ZD9 - - 1,560,353 - $1,618,439 0.03 -
Freddie Mac Gold Pool|4|09/01/2048, 4.00%, 09/01/48 FG 3132Y2M37 - - 1,698,247 - $1,585,993 0.03 -
Fannie Mae Pool|6.5|05/01/2053, 6.50%, 05/01/53 FN 3140NGLH1 - - 1,532,927 - $1,579,326 0.03 -
Fannie Mae Pool|4|07/01/2048, 4.00%, 07/01/48 FN 31418CYM0 - - 1,664,694 - $1,552,766 0.03 -
Fannie Mae Pool|4|04/01/2050, 4.00%, 04/01/50 FN 3140QDFP4 - - 1,639,969 - $1,522,415 0.03 -
Towd Point Mortgage Trust 2024-CES1|6.049|01/25/2064, 6.05%, 01/25/64 TPMT 2024-CES1 89183CAB1 - - 1,501,428 - $1,515,208 0.03 -
Fannie Mae Pool|5.5|03/01/2053, 5.50%, 03/01/53 FN 3140NCWW5 - - 1,480,322 - $1,486,452 0.03 -
Fannie Mae Pool|4.5|06/01/2048, 4.50%, 06/01/48 FN 3140Q9ED1 - - 1,521,658 - $1,461,646 0.03 -
Fannie Mae Pool|5|05/01/2053, 5.00%, 05/01/53 FN 3140N9MH6 - - 1,496,061 - $1,456,136 0.03 -
MHC Commercial Mortgage Trust 2021-MHC|5.221442|04/15/2038, 5.22%, 04/15/38 MHC 2021-MHC 55316VAA2 - - 1,447,374 - $1,449,057 0.03 -
GRACIE POINT INTERNATIONAL FUNDING 2023-2|7.18146|03/01/2027, 7.18%, 03/01/27 GPIF 2023-2A 38410JAA0 - - 1,421,920 - $1,443,925 0.03 -
Fannie Mae Pool|5.5|06/01/2053, 5.50%, 06/01/53 FN 3140NGMJ6 - - 1,447,910 - $1,439,472 0.03 -
Fannie Mae Pool|5.5|01/01/2053, 5.50%, 01/01/53 FN 3140LW5M5 - - 1,412,330 - $1,424,275 0.03 -
Freddie Mac Pool|5.5|11/01/2052, 5.50%, 11/01/52 FR 3133BPZ27 - - 1,405,801 - $1,414,965 0.03 -
AMCR ABS Trust 2023-1|7.66|01/21/2031, 7.66%, 01/21/31 AMCR 2023-1A 00178CAA7 - - 1,392,446 - $1,398,423 0.03 -
Fannie Mae Pool|6|12/01/2052, 6.00%, 12/01/52 FN 3140N4EC7 - - 1,370,357 - $1,396,957 0.03 -
Angel Oak Mortgage Trust 2024-3|4.8|11/26/2068, 4.80%, 11/26/68 AOMT 2024-3 03466HAB9 - - 1,432,975 - $1,393,399 0.03 -
Fannie Mae Pool|5.5|05/01/2053, 5.50%, 05/01/53 FN 3140NJDA9 - - 1,383,185 - $1,388,633 0.03 -
Freddie Mac Pool|6.5|06/01/2053, 6.50%, 06/01/53 FR 3133C4J62 - - 1,331,734 - $1,381,310 0.03 -
Fannie Mae Pool|5.5|05/01/2053, 5.50%, 05/01/53 FN 3140NGLN8 - - 1,380,930 - $1,373,053 0.03 -
Tricolor Auto Securitization Trust 2024-1|6.61|10/15/2027, 6.61%, 10/15/27 TAST 2024-1A 89616LAA0 - - 1,358,825 - $1,372,690 0.03 -
Freddie Mac STACR REMIC Trust 2021-DNA5|6.00098|01/25/2034, 6.00%, 01/25/34 STACR 2021-DNA5 35564KHE2 - - 1,327,116 - $1,337,318 0.03 -
Fannie Mae Pool|3|03/01/2046, 3.00%, 03/01/46 FN 3138WGR97 - - 1,477,237 - $1,291,243 0.03 -
Freddie Mac Pool|5|06/01/2053, 5.00%, 06/01/53 FR 3133C4AR5 - - 1,313,853 - $1,282,624 0.03 -
Fannie Mae Pool|4.5|12/01/2050, 4.50%, 12/01/50 FN 3140XBSP6 - - 1,336,080 - $1,281,012 0.03 -
Fannie Mae Pool|4|10/01/2047, 4.00%, 10/01/47 FN 31418CQB3 - - 1,370,126 - $1,280,372 0.03 -
Fannie Mae Pool|5|05/01/2048, 5.00%, 05/01/48 FN 3140HBFX1 - - 1,295,397 - $1,280,342 0.03 -
Freddie Mac Pool|5|04/01/2053, 5.00%, 04/01/53 FR 3133C04B5 - - 1,304,966 - $1,271,479 0.03 -
Fannie Mae Pool|6|04/01/2053, 6.00%, 04/01/53 FN 3140NGH52 - - 1,242,172 - $1,265,984 0.03 -
Connecticut Avenue Securities Trust 2022-R01|5.35098|12/25/2041, 5.35%, 12/25/41 CAS 2022-R01 20754LAA7 - - 1,264,102 - $1,264,494 0.03 -
Freddie Mac Pool|3|03/01/2052, 3.00%, 03/01/52 FR 3133B7FX1 - - 1,448,272 - $1,255,100 0.03 -
Fannie Mae Pool|4|03/01/2050, 4.00%, 03/01/50 FN 3140XDEL6 - - 1,329,953 - $1,240,531 0.03 -
Freddie Mac Pool|5.5|05/01/2053, 5.50%, 05/01/53 FR 3133C2KR8 - - 1,245,916 - $1,238,732 0.03 -
Freddie Mac Pool|4|07/01/2049, 4.00%, 07/01/49 FR 3132DV3L7 - - 1,328,569 - $1,237,470 0.03 -
Fannie Mae Pool|3|02/01/2057, 3.00%, 02/01/57 FN 3140FXFH0 - - 1,469,086 - $1,236,205 0.03 -
Prosper Marketplace Issuance Trust Series 2024-1|6.12|08/15/2029, 6.12%, 08/15/29 PMIT 2024-1A 74363CAA7 - - 1,203,684 - $1,209,836 0.02 -
Connecticut Avenue Securities Trust 2021-R03|5.20098|12/25/2041, 5.20%, 12/25/41 CAS 2021-R03 20754AAA1 - - 1,196,518 - $1,196,008 0.02 -
Freddie Mac Pool|4|06/01/2049, 4.00%, 06/01/49 FR 3132AEJ80 - - 1,282,003 - $1,194,097 0.02 -
Fannie Mae Connecticut Avenue Securities|7.65098|11/25/2041, 7.65%, 11/25/41 CAS 2021-R02 20754KAF8 - - 1,150,000 - $1,191,950 0.02 -
Freddie Mac Pool|4.5|07/01/2049, 4.50%, 07/01/49 FR 3133KGF45 - - 1,235,574 - $1,179,033 0.02 -
Fannie Mae Pool|5.5|11/01/2052, 5.50%, 11/01/52 FN 3140N43N5 - - 1,158,529 - $1,166,274 0.02 -
Freddie Mac Pool|5.5|07/01/2053, 5.50%, 07/01/53 FR 3133C7HP5 - - 1,112,004 - $1,118,754 0.02 -
Freddie Mac Pool|4.5|08/01/2049, 4.50%, 08/01/49 FR 3133KGJ90 - - 1,138,314 - $1,086,224 0.02 -
Freddie Mac Pool|5.5|07/01/2053, 5.50%, 07/01/53 FR 3133C7WH6 - - 1,076,458 - $1,082,904 0.02 -
Fannie Mae Pool|4|07/01/2046, 4.00%, 07/01/46 FN 3138WHKE1 - - 1,127,600 - $1,055,045 0.02 -
Fannie Mae Pool|4|02/01/2049, 4.00%, 02/01/49 FN 3140X4X43 - - 1,117,037 - $1,041,932 0.02 -
Fannie Mae Pool|3.5|04/01/2052, 3.50%, 04/01/52 FN 3140MHU56 - - 1,131,135 - $1,021,373 0.02 -
Fannie Mae Pool|6|11/01/2052, 6.00%, 11/01/52 FN 3140N0KB0 - - 973,297 - $992,190 0.02 -
CIM Trust 2021-NR1|5.569|07/25/2055, 5.57%, 07/25/55 CIM 2021-NR1 12565YAA5 - - 986,892 - $988,202 0.02 -
Fannie Mae Pool|3.5|04/01/2052, 3.50%, 04/01/52 FN 3140MNNA0 - - 1,086,357 - $980,860 0.02 -
Freddie Mac STACR REMIC Trust 2022-DNA2|5.65098|02/25/2042, 5.65%, 02/25/42 STACR 2022-DNA2 35564KRE1 - - 966,224 - $968,691 0.02 -
Ginnie Mae II Pool|4.5|02/20/2048, 4.50%, 02/20/48 G2 36179TSJ5 - - 1,002,606 - $965,844 0.02 -
Freddie Mac Pool|4|09/01/2048, 4.00%, 09/01/48 FR 3131Y3DA1 - - 1,010,417 - $942,464 0.02 -
Fannie Mae Pool|5.5|10/01/2053, 5.50%, 10/01/53 FN 3140A34G5 - - 936,535 - $934,018 0.02 -
Fannie Mae Pool|3.5|04/01/2052, 3.50%, 04/01/52 FN 3140MNNB8 - - 1,008,833 - $909,830 0.02 -
Fannie Mae Pool|4.5|07/01/2050, 4.50%, 07/01/50 FN 3140QECU4 - - 941,708 - $902,771 0.02 -
ACHM Mortgage Trust 2024-HE1|7.26|05/25/2039, 7.26%, 05/25/39 ACHM 2024-HE1 00449TAB1 - - 871,152 - $900,210 0.02 -
Fannie Mae Pool|3|05/01/2043, 3.00%, 05/01/43 FN 31417GLX2 - - 978,885 - $874,305 0.02 -
Fannie Mae Pool|3.5|08/01/2052, 3.50%, 08/01/52 FN 3140QPYS0 - - 964,031 - $869,719 0.02 -
Fannie Mae Pool|4|02/01/2049, 4.00%, 02/01/49 FN 3140JMBK7 - - 915,756 - $854,184 0.02 -
NRZ Excess Spread-Collateralized Notes Series 2020-PLS1|3.844|12/25/2025, 3.84%, 12/25/25 NZES 2020-PLS1 433674AA6 - - 838,329 - $825,573 0.02 -
Freddie Mac Pool|3|11/01/2043, 3.00%, 11/01/43 FR 3132AED78 - - 865,279 - $767,722 0.02 -
Fannie Mae Pool|5.5|04/01/2053, 5.50%, 04/01/53 FN 3140NG2Q2 - - 750,786 - $753,794 0.02 -
FREMF 2019-KF70 Mortgage Trust|10.78024|09/25/2029, 10.78%, 09/25/29 FREMF 2019-KF70 30298UAJ0 - - 789,970 - $744,067 0.02 -
Freddie Mac Pool|4.5|01/01/2050, 4.50%, 01/01/50 FR 3133KHGG5 - - 777,184 - $741,620 0.02 -
Ginnie Mae II Pool|4|06/20/2048, 4.00%, 06/20/48 G2 36179TZ57 - - 792,180 - $741,191 0.02 -
Santander Bank Auto Credit-Linked Notes Series 2022-A|5.281|05/15/2032, 5.28%, 05/15/32 SBCLN 2022-A 80290CAS3 - - 736,829 - $738,284 0.02 -
Fannie Mae Pool|5.5|05/01/2053, 5.50%, 05/01/53 FN 3140NG6C9 - - 716,391 - $719,213 0.01 -
Freddie Mac Pool|3|02/01/2052, 3.00%, 02/01/52 FR 3133B4H81 - - 794,990 - $689,043 0.01 -
Fannie Mae Pool|4.5|05/01/2052, 4.50%, 05/01/52 FN 3140MRLZ8 - - 709,260 - $672,776 0.01 -
Santander Bank Auto Credit-Linked Notes Series 2022-C|6.986|12/15/2032, 6.99%, 12/15/32 SBCLN 2022-C 80290CBG8 - - 660,808 - $666,264 0.01 -
Freddie Mac Pool|4.5|02/01/2050, 4.50%, 02/01/50 FR 3132DV5G6 - - 658,248 - $631,766 0.01 -
Fannie Mae Pool|4|05/01/2045, 4.00%, 05/01/45 FN 3138EPS88 - - 667,192 - $627,694 0.01 -
Sequoia Mortgage Trust 2013-5|2.5|05/25/2043, 2.50%, 05/25/43 SEMT 2013-5 81745AAA5 - - 705,653 - $614,221 0.01 -
Santander Bank Auto Credit-Linked Notes Series 2023-A|6.493|06/15/2033, 6.49%, 06/15/33 SBCLN 2023-A 80290CBU7 - - 606,462 - $611,884 0.01 -
Towd Point Mortgage Trust 2024-CES2|6.35|02/25/2064, 6.35%, 02/25/64 TPMT 2024-CES2 89182JAB7 - - 596,150 - $603,738 0.01 -
Freddie Mac Pool|3.5|04/01/2052, 3.50%, 04/01/52 FR 3133BAFN6 - - 662,003 - $597,715 0.01 -
Fannie Mae Pool|4|10/01/2048, 4.00%, 10/01/48 FN 3140HPR58 - - 636,399 - $593,583 0.01 -
Freddie Mac Pool|3.5|04/01/2052, 3.50%, 04/01/52 FR 3133B7F86 - - 630,888 - $569,671 0.01 -
Freddie Mac Pool|2.5|11/01/2034, 2.50%, 11/01/34 FR 3132CWDV3 - - 607,106 - $563,704 0.01 -
Santander Drive Auto Receivables Trust 2021-1|1.13|11/16/2026, 1.13%, 11/16/26 SDART 2021-1 80286NAG1 - - 553,776 - $552,327 0.01 -
Fannie Mae Pool|4|07/01/2045, 4.00%, 07/01/45 FN 3138YR6F0 - - 566,599 - $532,376 0.01 -
FREED ABS Trust 2021-3FP|2.37|11/20/2028, 2.37%, 11/20/28 FREED 2021-3FP 30322MAD1 - - 527,557 - $522,307 0.01 -
Fannie Mae Pool|4.5|04/01/2052, 4.50%, 04/01/52 FN 3140MMPS1 - - 527,920 - $500,846 0.01 -
BHG Securitization Trust 2021-B|.9|10/17/2034, 0.90%, 10/17/34 BHG 2021-B 08862BAA3 - - 493,042 - $492,149 0.01 -
JP Morgan Mortgage Trust 2015-4|3|06/25/2045, 3.00%, 06/25/45 JPMMT 2015-4 46644VBP0 - - 517,481 - $453,619 0.01 -
Fannie Mae Pool|3.5|07/01/2052, 3.50%, 07/01/52 FN 3140QPY35 - - 476,498 - $430,388 0.01 -
Fannie Mae Pool|4.5|04/01/2052, 4.50%, 04/01/52 FN 3140MLUD0 - - 446,848 - $423,931 0.01 -
Freddie Mac Pool|4|10/01/2050, 4.00%, 10/01/50 FR 3132DNSB0 - - 452,059 - $421,062 0.01 -
Fannie Mae Pool|3|02/01/2048, 3.00%, 02/01/48 FN 3140QCEU6 - - 450,323 - $396,990 0.01 -
Freddie Mac Pool|4|05/01/2049, 4.00%, 05/01/49 FR 3131YDFA7 - - 395,310 - $367,770 0.01 -
Fannie Mae Pool|4|11/01/2049, 4.00%, 11/01/49 FN 3140X6ZM6 - - 384,447 - $358,074 0.01 -
Freddie Mac Pool|3.5|03/01/2050, 3.50%, 03/01/50 FR 3133A3FP8 - - 395,731 - $353,344 0.01 -
Fannie Mae REMICS|3|07/25/2028, 3.00%, 07/25/28 FNR 2017-9 3136AVYH6 - - 335,393 - $327,607 0.01 -
Freddie Mac Pool|4.5|12/01/2049, 4.50%, 12/01/49 FR 31346YWK5 - - 337,272 - $323,719 0.01 -
Fannie Mae Pool|3|03/01/2043, 3.00%, 03/01/43 FN 3138W7HB3 - - 356,720 - $316,235 0.01 -
Freddie Mac Pool|4|11/01/2047, 4.00%, 11/01/47 FR 3132ACNG1 - - 324,248 - $303,463 0.01 -
Fannie Mae Pool|4|03/01/2051, 4.00%, 03/01/51 FN 3140XHZN0 - - 324,776 - $302,506 0.01 -
Fannie Mae Pool|3|01/01/2047, 3.00%, 01/01/47 FN 3138WJTF5 - - 326,701 - $285,567 0.01 -
Fannie Mae Pool|4|12/01/2048, 4.00%, 12/01/48 FN 3140JLKM5 - - 295,691 - $275,810 0.01 -
Freddie Mac Pool|2.5|12/01/2033, 2.50%, 12/01/33 FR 3132CWBH6 - - 289,706 - $273,995 0.01 -
Fannie Mae Pool|4.5|12/01/2049, 4.50%, 12/01/49 FN 3140K54D6 - - 282,692 - $271,332 0.01 -
Freddie Mac Pool|4.5|12/01/2048, 4.50%, 12/01/48 FR 3131YAV98 - - 278,877 - $268,443 0.01 -
Freddie Mac Pool|3.5|08/01/2049, 3.50%, 08/01/49 FR 31334XYL7 - - 277,987 - $249,914 0.01 -
Fannie Mae Pool|4.5|01/01/2050, 4.50%, 01/01/50 FN 31418DKW1 - - 259,059 - $248,637 0.01 -
Fannie Mae Pool|3|01/01/2043, 3.00%, 01/01/43 FN 31418APM4 - - 275,829 - $244,730 0.01 -
Fannie Mae Pool|4.5|04/01/2052, 4.50%, 04/01/52 FN 3140ML4S6 - - 256,138 - $242,962 0.01 -
Fannie Mae Pool|4|05/01/2047, 4.00%, 05/01/47 FN 3140FPAS8 - - 256,108 - $240,208 0.00 -
Fannie Mae Pool|4|06/01/2049, 4.00%, 06/01/49 FN 31418DCZ3 - - 253,573 - $236,185 0.00 -
Fannie Mae REMICS|0|11/25/2042, 0.00%, 11/25/42 FNR 2012-126 3136A9ZR2 - - 473,554 - $235,480 0.00 -
Ginnie Mae II Pool|4|05/20/2048, 4.00%, 05/20/48 G2 36179TXV2 - - 236,100 - $220,904 0.00 -
Fannie Mae Pool|4.5|04/01/2052, 4.50%, 04/01/52 FN 3140MRCT2 - - 232,726 - $220,754 0.00 -
Freddie Mac Pool|4.5|07/01/2049, 4.50%, 07/01/49 FR 3133KGF52 - - 207,651 - $199,303 0.00 -
Freddie Mac Pool|4.5|01/01/2050, 4.50%, 01/01/50 FR 3132DV4Z5 - - 204,778 - $196,540 0.00 -
Fannie Mae Pool|3|09/01/2042, 3.00%, 09/01/42 FN 31417C6S9 - - 219,404 - $194,667 0.00 -
Fannie Mae Pool|4.5|04/01/2052, 4.50%, 04/01/52 FN 3140MRCJ4 - - 203,296 - $192,838 0.00 -
Prosper Marketplace Issuance Trust Series 2023-1|7.06|07/16/2029, 7.06%, 07/16/29 PMIT 2023-1A 74390NAA0 - - 182,280 - $183,061 0.00 -
Fannie Mae Pool|4.5|09/01/2049, 4.50%, 09/01/49 FN 3140QBUK2 - - 189,279 - $181,669 0.00 -
Fannie Mae Pool|4.5|08/01/2049, 4.50%, 08/01/49 FN 3140QBPV4 - - 184,728 - $177,301 0.00 -
Fannie Mae Pool|3|09/01/2049, 3.00%, 09/01/49 FN 3140JXJ58 - - 201,110 - $176,410 0.00 -
Freddie Mac Pool|4|11/01/2048, 4.00%, 11/01/48 FR 3132ADPD4 - - 175,941 - $164,112 0.00 -
Fannie Mae Pool|3|01/01/2043, 3.00%, 01/01/43 FN 31417EMM0 - - 179,130 - $160,095 0.00 -
Freddie Mac Pool|4.5|06/01/2049, 4.50%, 06/01/49 FR 31329Q5T4 - - 162,030 - $154,615 0.00 -
Fannie Mae Pool|4|03/01/2051, 4.00%, 03/01/51 FN 3140XHZL4 - - 161,907 - $151,021 0.00 -
Fannie Mae Pool|3|10/01/2042, 3.00%, 10/01/42 FN 31418ALK2 - - 155,337 - $138,848 0.00 -
Ginnie Mae II Pool|4.5|11/20/2048, 4.50%, 11/20/48 G2 3617J6Q80 - - 143,999 - $138,425 0.00 -
Ginnie Mae II Pool|4|04/20/2049, 4.00%, 04/20/49 G2 36179UQT2 - - 149,516 - $137,195 0.00 -
Ginnie Mae II Pool|4|02/20/2049, 4.00%, 02/20/49 G2 36179UMA7 - - 148,427 - $135,845 0.00 -
Fannie Mae Pool|3|04/01/2038, 3.00%, 04/01/38 FN 31417GJ56 - - 142,037 - $126,854 0.00 -
Ginnie Mae II Pool|4.5|07/20/2048, 4.50%, 07/20/48 G2 3617GDT77 - - 129,820 - $124,655 0.00 -
Fannie Mae Pool|4.5|04/01/2052, 4.50%, 04/01/52 FN 3140ML4R8 - - 130,922 - $124,167 0.00 -
Fannie Mae Pool|3.5|12/01/2047, 3.50%, 12/01/47 FN 3140J7UG8 - - 127,668 - $116,656 0.00 -
Reach ABS Trust 2023-1|7.05|02/18/2031, 7.05%, 02/18/31 REACH 2023-1A 75525AAA3 - - 115,140 - $115,549 0.00 -
Fannie Mae Pool|4.5|06/01/2049, 4.50%, 06/01/49 FN 3140QBCV8 - - 119,281 - $114,486 0.00 -
Freddie Mac Pool|4|03/01/2047, 4.00%, 03/01/47 FR 3132ADY69 - - 120,212 - $112,931 0.00 -
Affirm Asset Securitization Trust 2023-X1|7.11|11/15/2028, 7.11%, 11/15/28 AFFRM 2023-X1 00834KAA5 - - 110,996 - $111,521 0.00 -
Fannie Mae Pool|3.5|08/01/2047, 3.50%, 08/01/47 FN 3140Q7DN4 - - 115,921 - $105,922 0.00 -
Freddie Mac Pool|4.5|03/01/2052, 4.50%, 03/01/52 FR 3133B9K78 - - 109,862 - $104,228 0.00 -
Fannie Mae REMICS|4.81546|10/25/2042, 4.82%, 10/25/42 FNR 2013-130 3136AHG53 - - 104,232 - $101,753 0.00 -
Freddie Mac Pool|4.5|08/01/2048, 4.50%, 08/01/48 FR 3131Y2M21 - - 101,938 - $97,918 0.00 -
Fannie Mae Pool|3|08/01/2049, 3.00%, 08/01/49 FN 3140HAMH0 - - 111,065 - $94,972 0.00 -
Sequoia Mortgage Trust 2019-CH3|4|09/25/2049, 4.00%, 09/25/49 SEMT 2019-CH3 81748GBN0 - - 90,789 - $83,589 0.00 -
Fannie Mae Pool|3|08/01/2049, 3.00%, 08/01/49 FN 3140JYSB3 - - 94,309 - $80,644 0.00 -
Freddie Mac Pool|5|09/01/2048, 5.00%, 09/01/48 FR 3131Y2YX0 - - 79,290 - $78,153 0.00 -
Fannie Mae Pool|3|05/01/2043, 3.00%, 05/01/43 FN 31418ATD0 - - 84,340 - $74,768 0.00 -
Freddie Mac Pool|3|08/01/2049, 3.00%, 08/01/49 FR 31334YMG9 - - 84,917 - $72,613 0.00 -
Fannie Mae Pool|3|01/01/2047, 3.00%, 01/01/47 FN 3140F9WP6 - - 74,113 - $65,149 0.00 -
Fannie Mae Pool|3|11/01/2046, 3.00%, 11/01/46 FN 3138WJP93 - - 73,558 - $63,804 0.00 -
Freddie Mac Pool|3|09/01/2032, 3.00%, 09/01/32 FR 3131XC5X1 - - 66,732 - $63,607 0.00 -
Fannie Mae REMICS|4.81546|04/25/2036, 4.82%, 04/25/36 FNR 2006-20 31395BU43 - - 63,141 - $62,343 0.00 -
Freddie Mac Pool|3|05/01/2031, 3.00%, 05/01/31 FR 3132A8GL7 - - 63,107 - $60,864 0.00 -
Fannie Mae REMICS|3.85572|10/25/2040, 3.86%, 10/25/40 FNR 2010-109 31398NTM6 - - 41,248 - $49,560 0.00 -
Freddie Mac REMICS|5.02102|09/15/2040, 5.02%, 09/15/40 FHR 3721 3137GAD20 - - 48,762 - $48,363 0.00 -
Fannie Mae Pool|3|11/01/2034, 3.00%, 11/01/34 FN 3140K3SF0 - - 50,522 - $47,818 0.00 -
Freddie Mac REMICS|5.11102|10/15/2037, 5.11%, 10/15/37 FHR 3380 31397KTJ0 - - 47,897 - $47,520 0.00 -
Fannie Mae Pool|3|12/01/2034, 3.00%, 12/01/34 FN 3140K1TP1 - - 48,717 - $46,052 0.00 -
Government National Mortgage Association|4.9132|02/20/2038, 4.91%, 02/20/38 GNR 2008-13 38375PNL1 - - 44,078 - $43,912 0.00 -
Fannie Mae Pool|4.5|08/01/2049, 4.50%, 08/01/49 FN 3140JWB33 - - 45,107 - $43,292 0.00 -
Upstart Securitization Trust 2021-5|2.49|11/20/2031, 2.49%, 11/20/31 UPST 2021-5 91679JAB3 - - 36,670 - $36,693 0.00 -
Freddie Mac Pool|3|01/01/2033, 3.00%, 01/01/33 FR 3131XDFC4 - - 37,645 - $35,851 0.00 -
Fannie Mae Pool|3.5|01/01/2046, 3.50%, 01/01/46 FN 3140EU6G9 - - 39,438 - $35,831 0.00 -
Government National Mortgage Association|4.7332|07/20/2037, 4.73%, 07/20/37 GNR 2007-40 38375KZS4 - - 33,808 - $33,424 0.00 -
Government National Mortgage Association|4.8132|07/20/2034, 4.81%, 07/20/34 GNR 2004-69 38374JAT3 - - 30,456 - $30,172 0.00 -
Fannie Mae REMICS|4.96546|02/25/2043, 4.97%, 02/25/43 FNR 2013-2 3136AB4P5 - - 28,675 - $28,375 0.00 -
Government National Mortgage Association|4.84965|10/16/2040, 4.85%, 10/16/40 GNR 2010-133 38377MHV1 - - 28,155 - $27,957 0.00 -
Government National Mortgage Association|4.9132|10/20/2037, 4.91%, 10/20/37 GNR 2007-59 38375LPU8 - - 26,901 - $26,653 0.00 -
Freddie Mac Pool|4.5|12/01/2048, 4.50%, 12/01/48 FR 3131Y8MN2 - - 24,562 - $23,624 0.00 -
Government National Mortgage Association|4.71965|08/16/2034, 4.72%, 08/16/34 GNR 2004-59 38374HYS3 - - 22,455 - $22,266 0.00 -
Freddie Mac REMICS|5.17102|03/15/2032, 5.17%, 03/15/32 FHR 2426 31339W7G5 - - 21,758 - $21,768 0.00 -
Government National Mortgage Association|4.9132|02/20/2038, 4.91%, 02/20/38 GNR 2008-16 383742FU2 - - 21,788 - $21,702 0.00 -
Government National Mortgage Association|4.7232|06/20/2037, 4.72%, 06/20/37 GNR 2007-37 38375KNR9 - - 21,881 - $21,626 0.00 -
Government National Mortgage Association|4.5632|08/20/2035, 4.56%, 08/20/35 GNR 2005-65 38374LL25 - - 21,881 - $21,488 0.00 -
Fannie Mae REMICS|4.86546|04/25/2032, 4.87%, 04/25/32 FNR 2002-53 31392EHN3 - - 20,462 - $20,223 0.00 -
Government National Mortgage Association|4.6132|06/20/2035, 4.61%, 06/20/35 GNR 2005-48 38374LHM6 - - 18,094 - $17,786 0.00 -
Fannie Mae REMICS|4.98327|10/25/2035, 4.98%, 10/25/35 FNR 2005-83 31394FUL7 - - 17,038 - $16,811 0.00 -
Freddie Mac Pool|3|12/01/2047, 3.00%, 12/01/47 FR 3132ACH52 - - 18,977 - $16,681 0.00 -
Fannie Mae REMICS|4.98546|09/25/2037, 4.99%, 09/25/37 FNR 2007-89 31396XPM0 - - 16,494 - $16,371 0.00 -
Freddie Mac REMICS|4.92102|01/15/2033, 4.92%, 01/15/33 FHR 2551 31393JAZ1 - - 14,663 - $14,576 0.00 -
Government National Mortgage Association|4.7132|07/20/2041, 4.71%, 07/20/41 GNR 2012-75 38378EZ55 - - 13,601 - $13,502 0.00 -
Fannie Mae REMICS|4.96546|09/25/2033, 4.97%, 09/25/33 FNR 2003-87 31393E4W6 - - 13,492 - $13,399 0.00 -
Freddie Mac REMICS|4.82102|08/15/2040, 4.82%, 08/15/40 FHR 3738 3137GAYQ4 - - 12,219 - $12,270 0.00 -
Freddie Mac Pool|3|12/01/2046, 3.00%, 12/01/46 FR 3131XVQW8 - - 13,898 - $12,200 0.00 -
Freddie Mac REMICS|4.87102|02/15/2032, 4.87%, 02/15/32 FHR 2410 31339NJN7 - - 12,302 - $12,200 0.00 -
Government National Mortgage Association|4.9132|10/20/2037, 4.91%, 10/20/37 GNR 2007-61 38375LLN8 - - 11,147 - $11,100 0.00 -
Fannie Mae Pool|2.5|10/01/2031, 2.50%, 10/01/31 FN 3138WJDM7 - - 11,469 - $10,851 0.00 -
Fannie Mae REMICS|4.89546|11/25/2040, 4.90%, 11/25/40 FNR 2010-123 31398N2W3 - - 10,975 - $10,830 0.00 -
Freddie Mac REMICS|4.77102|09/15/2035, 4.77%, 09/15/35 FHR 3028 31396AFB5 - - 10,821 - $10,757 0.00 -
Fannie Mae Pool|2.5|02/01/2032, 2.50%, 02/01/32 FN 3140J5EJ4 - - 10,183 - $9,637 0.00 -
Fannie Mae Pool|2.5|08/01/2031, 2.50%, 08/01/31 FN 3138WHP55 - - 10,013 - $9,475 0.00 -
Ginnie Mae II Pool|5|01/20/2049, 5.00%, 01/20/49 G2 3617J6W91 - - 9,390 - $9,272 0.00 -
Fannie Mae REMICS|5.01546|04/25/2032, 5.02%, 04/25/32 FNR 2002-16 31392CWW0 - - 9,103 - $9,069 0.00 -
Fannie Mae REMICS|4.86546|09/25/2042, 4.87%, 09/25/42 FNR 2012-100 3136A8QW3 - - 8,562 - $8,436 0.00 -
Freddie Mac Pool|2.5|01/22/2031, 2.50%, 01/22/31 FR 3131XCKS5 - - 8,585 - $8,106 0.00 -
Government National Mortgage Association|4.7132|04/20/2037, 4.71%, 04/20/37 GNR 2007-18 38375JC86 - - 7,955 - $7,848 0.00 -
Fannie Mae REMICS|4.86546|09/25/2040, 4.87%, 09/25/40 FNR 2010-95 31398NEX8 - - 7,840 - $7,757 0.00 -
Government National Mortgage Association|5.01965|01/16/2040, 5.02%, 01/16/40 GNR 2010-6 38376TSC7 - - 7,524 - $7,534 0.00 -
Government National Mortgage Association|4.81965|08/16/2029, 4.82%, 08/16/29 GNR 1999-27 3837H2WA3 - - 5,559 - $5,588 0.00 -
Fannie Mae Pool|4.5|07/01/2049, 4.50%, 07/01/49 FN 31418DC83 - - 5,138 - $4,931 0.00 -
Freddie Mac REMICS|5.02102|07/15/2032, 5.02%, 07/15/32 FHR 2469 31392RC58 - - 3,707 - $3,733 0.00 -
Freddie Mac Pool|3|03/01/2043, 3.00%, 03/01/43 FR 3131Y6WK1 - - 2,340 - $2,074 0.00 -
Government National Mortgage Association|4.7632|06/20/2040, 4.76%, 06/20/40 GNR 2010-125 38377JYJ6 - - 438.00 - $434 0.00 -
Fannie Mae or Freddie Mac|6.5|02/13/2025, 6.50%, 02/13/25 FNCL 01F062622 - - -1,829,000 - $-1,873,902 -0.04 -
Ginnie Mae|6.5|02/20/2025, 6.50%, 02/20/25 G2SF 21H062628 - - -9,700,000 - $-9,884,300 -0.20 -
Fannie Mae or Freddie Mac|3.5|02/13/2025, 3.50%, 02/13/25 FNCL 01F032625 - - -44,000,000 - $-38,967,236 -0.81 -
Fannie Mae or Freddie Mac|6|02/13/2025, 6.00%, 02/13/25 FNCL 01F060626 - - -278,723,000 - $-280,715,869 -5.80 -
Fannie Mae or Freddie Mac|5.5|02/13/2025, 5.50%, 02/13/25 FNCL 01F052623 - - -334,135,851 - $-330,273,575 -6.82 -
Fannie Mae or Freddie Mac|4.5|02/13/2025, 4.50%, 02/13/25 FNCL 01F042624 - - -356,942,390 - $-336,296,842 -6.95 -
Fannie Mae or Freddie Mac|4|02/13/2025, 4.00%, 02/13/25 FNCL 01F040628 - - -490,375,155 - $-448,999,261 -9.28 -
Fannie Mae or Freddie Mac|5|02/13/2025, 5.00%, 02/13/25 FNCL 01F050627 - - -636,088,000 - $-614,971,787 -12.71 -
US ULTRA BOND CBT Mar25 MAR 25 WNH5 FUTURES_USD - -785.00 - $0 0.00 -
US 2YR NOTE (CBT) Mar25 MAR 25 TUH5 FUTURES_USD - 4,612 - $0 0.00 -
US 10YR NOTE (CBT)Mar25 MAR 25 TYH5 FUTURES_USD - -295.00 - $0 0.00 -
US 10yr Ultra Fut Mar25 MAR 25 UXYH5 FUTURES_USD - -554.00 - $0 0.00 -
US 5YR NOTE (CBT) Mar25 MAR 25 FVH5 FUTURES_USD - 2,114 - $0 0.00 -
United States Dollar USD MD_142224 - - -1,376,512,506 - $-1,376,512,506 -28.44 -
SEGREGATED CASH SEGCASH - $0.00 9,015,000 - $9,015,000 0.19 -
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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