For Financial Professionals in the US

Mortgage-Backed Securities ETF Holdings

Full Portfolio Holdings

(As of 06/08/2023)

Ticker Cusip Underlying Security Strike Price Quantity (Shares/ Par/ Units/ Contracts) Notional Value Market Value Weight %
Fannie Mae or Freddie Mac|2.5|07/13/2023, 2.50%, 07/13/23 FNCL 01F022675 - - 579,971,096 - $494,905,575 34.90
Fannie Mae or Freddie Mac|2|07/13/2023, 2.00%, 07/13/23 FNCL 01F020679 - - 112,424,255 - $92,231,959 6.51
Fannie Mae or Freddie Mac|3|07/13/2023, 3.00%, 07/13/23 FNCL 01F030678 - - 90,661,776 - $80,308,111 5.67
Fannie Mae or Freddie Mac|5|07/13/2023, 5.00%, 07/13/23 FNCL 01F050676 - - 71,250,000 - $70,210,890 4.96
Ginnie Mae II Pool|4.5|07/20/2023, 4.50%, 07/20/23 G2SF 21H042679 - - 72,120,488 - $70,018,969 4.95
Ginnie Mae II Pool|4|07/20/2023, 4.00%, 07/20/23 G2SF 21H040673 - - 71,568,688 - $67,945,308 4.80
Ginnie Mae II Pool|3|07/20/2023, 3.00%, 07/20/23 G2SF 21H030674 - - 63,594,962 - $57,142,490 4.04
Fannie Mae Pool|4|10/01/2051, 4.00%, 10/01/51 FN 3140XGHK8 - - 47,930,146 - $46,371,312 3.28
Fannie Mae or Freddie Mac|3.5|07/18/2023, 3.50%, 07/18/23 FNCI 01F032476 - - 46,223,419 - $44,351,324 3.14
Fannie Mae Pool|3|12/01/2051, 3.00%, 12/01/51 FN 3140XJLW1 - - 47,389,521 - $42,744,690 3.02
Freddie Mac Pool|5|08/01/2052, 5.00%, 08/01/52 FR 3132DNQJ5 - - 42,052,720 - $42,689,919 3.02
Fannie Mae or Freddie Mac|4|07/18/2023, 4.00%, 07/18/23 FNCI 01F040479 - - 41,888,370 - $40,761,573 2.87
Fannie Mae Pool|2.5|06/01/2062, 2.50%, 06/01/62 FN 3140FXWG3 - - 47,255,915 - $39,154,595 2.76
Ginnie Mae II Pool|3.5|07/20/2023, 3.50%, 07/20/23 G2SF 21H032670 - - 32,813,377 - $30,364,843 2.14
Ginnie Mae II Pool|5|07/20/2023, 5.00%, 07/20/23 G2SF 21H050672 - - 27,400,194 - $27,049,965 1.91
Fannie Mae Pool|5.5|10/01/2052, 5.50%, 10/01/52 FN 3140QQN76 - - 22,813,112 - $23,339,499 1.65
Fannie Mae Pool|3.5|05/01/2052, 3.50%, 05/01/52 FN 3140XGZ85 - - 23,997,766 - $22,628,841 1.60
Fannie Mae Pool|5.5|10/01/2052, 5.50%, 10/01/52 FN 3140QQL37 - - 21,780,059 - $22,249,209 1.57
Fannie Mae Pool|4.5|08/01/2052, 4.50%, 08/01/52 FN 3140QPX69 - - 21,981,818 - $21,504,935 1.52
Fannie Mae Pool|3.5|06/01/2052, 3.50%, 06/01/52 FN 3140QPHP5 - - 22,496,706 - $21,085,700 1.49
Ginnie Mae II Pool|5.5|07/20/2023, 5.50%, 07/20/23 G2SF 21H052678 - - 20,289,288 - $20,292,737 1.43
Freddie Mac Pool|5|12/01/2052, 5.00%, 12/01/52 FR 3132DPN95 - - 19,784,065 - $19,721,368 1.39
Fannie Mae Pool|4|03/01/2051, 4.00%, 03/01/51 FN 3140XBJE1 - - 19,886,532 - $19,243,871 1.36
Fannie Mae Pool|5|08/01/2052, 5.00%, 08/01/52 FN 3140XH6R3 - - 18,610,879 - $19,082,134 1.35
Ginnie Mae II Pool|2.5|07/20/2023, 2.50%, 07/20/23 G2SF 21H022671 - - 21,077,414 - $18,352,315 1.29
Fannie Mae or Freddie Mac|3|07/18/2023, 3.00%, 07/18/23 FNCI 01F030470 - - 19,188,036 - $18,099,153 1.28
Freddie Mac Structured Agency Credit Risk Debt Notes|7.27299|08/25/2033, 7.27%, 08/25/33 STACR 2021-DNA2 35564KDB2 - - 16,995,208 - $16,998,845 1.20
Freddie Mac Pool|5.5|11/01/2052, 5.50%, 11/01/52 FR 3132DPCD8 - - 16,454,569 - $16,866,858 1.19
Fannie Mae Pool|5|09/01/2052, 5.00%, 09/01/52 FN 3140QQD69 - - 16,930,465 - $16,818,925 1.19
Fannie Mae Pool|5.5|11/01/2052, 5.50%, 11/01/52 FN 3140N4PF8 - - 15,310,828 - $15,891,625 1.12
Freddie Mac Pool|4.5|09/01/2050, 4.50%, 09/01/50 FR 3132DNHU0 - - 14,593,021 - $14,611,061 1.03
Fannie Mae Pool|5.5|09/01/2052, 5.50%, 09/01/52 FN 3140QQEC5 - - 14,173,241 - $14,523,431 1.02
Fannie Mae Pool|6|05/01/2053, 6.00%, 05/01/53 FN 3140NGLQ1 - - 13,316,930 - $14,029,595 0.99
Fannie Mae Pool|3.5|06/01/2052, 3.50%, 06/01/52 FN 3140XHL21 - - 13,174,461 - $12,348,640 0.87
Freddie Mac Pool|3.5|06/01/2052, 3.50%, 06/01/52 FR 3132DNFY4 - - 13,026,921 - $12,126,159 0.85
Fannie Mae Pool|5|11/01/2052, 5.00%, 11/01/52 FN 3140N4N45 - - 12,100,685 - $12,033,821 0.85
Fannie Mae Pool|5|01/01/2053, 5.00%, 01/01/53 FN 3140XKDZ0 - - 11,766,764 - $11,702,557 0.82
Freddie Mac STACR REMIC Trust 2021-DNA7|6.77299|11/25/2041, 6.77%, 11/25/41 STACR 2021-DNA7 35564KMH9 - - 12,000,000 - $11,581,257 0.82
Freddie Mac Pool|5|05/01/2053, 5.00%, 05/01/53 FR 3132DQGJ9 - - 11,021,192 - $10,972,821 0.77
Fannie Mae Pool|3.5|07/01/2052, 3.50%, 07/01/52 FN 3140XHVN4 - - 11,413,180 - $10,732,536 0.76
JPMorgan Chase Bank NA - CHASE|7.388|10/25/2057, 7.39%, 10/25/57 CHASE 2020-CL1 46591HAG5 - - 9,903,415 - $9,661,581 0.68
LAD Auto Receivables Trust 2023-2|5.44|05/15/2024, 5.44%, 05/15/24 LADAR 2023-2A 505713AA5 - - 9,500,000 - $9,523,337 0.67
Fannie Mae Pool|3.5|07/01/2048, 3.50%, 07/01/48 FN 3140X7JB6 - - 9,905,685 - $9,306,639 0.66
Fannie Mae Pool|6.5|05/01/2053, 6.50%, 05/01/53 FN 3140NGLT5 - - 8,338,144 - $8,929,154 0.63
Connecticut Avenue Securities Trust 2022-R02|6.17299|01/25/2042, 6.17%, 01/25/42 CAS 2022-R02 20754BAA9 - - 8,814,739 - $8,777,505 0.62
Santander Bank Auto Credit-Linked Notes Series 2022-B|5.721|08/16/2032, 5.72%, 08/16/32 SBCLN 2022-B 80290CAX2 - - 8,542,280 - $8,488,361 0.60
Freddie Mac Pool|5|08/01/2052, 5.00%, 08/01/52 FR 3133BJNQ1 - - 8,266,627 - $8,468,978 0.60
Fannie Mae Pool|5.5|03/01/2053, 5.50%, 03/01/53 FN 3140N9J72 - - 8,253,830 - $8,317,117 0.59
Freddie Mac Pool|5|06/01/2053, 5.00%, 06/01/53 FR 3133C4J47 - - 8,280,443 - $8,204,242 0.58
Freddie Mac STACR REMIC Trust 2021-DNA1|6.77299|01/25/2051, 6.77%, 01/25/51 STACR 2021-DNA1 35564KAH2 - - 8,037,654 - $8,036,961 0.57
Fannie Mae Pool|4|09/01/2050, 4.00%, 09/01/50 FN 3140X7ST7 - - 8,225,726 - $7,958,268 0.56
Fannie Mae Pool|4.5|01/01/2050, 4.50%, 01/01/50 FN 3140XBJZ4 - - 7,797,259 - $7,755,090 0.55
Fannie Mae Pool|4|10/01/2050, 4.00%, 10/01/50 FN 3140XGXG9 - - 7,847,450 - $7,614,858 0.54
Mission Lane Credit Card Master Trust|7.23|07/17/2028, 7.23%, 07/17/28 MLANE 2023-A 60510MAN8 - - 7,565,000 - $7,592,766 0.54
Fannie Mae Pool|4.5|11/01/2052, 4.50%, 11/01/52 FN 3140QQVP7 - - 7,664,516 - $7,576,134 0.53
Freddie Mac Pool|5|06/01/2053, 5.00%, 06/01/53 FR 3133C4WZ3 - - 7,627,762 - $7,555,891 0.53
Fannie Mae Pool|5|05/01/2053, 5.00%, 05/01/53 FN 3140NHUS5 - - 7,581,115 - $7,519,157 0.53
Freddie Mac Pool|5.5|06/01/2053, 5.50%, 06/01/53 FR 3133C4KZ6 - - 7,342,501 - $7,443,720 0.52
Freddie Mac Pool|5|10/01/2052, 5.00%, 10/01/52 FR 3133BPV54 - - 7,369,073 - $7,432,251 0.52
Fannie Mae Pool|5.5|08/01/2052, 5.50%, 08/01/52 FN 3140MYAQ5 - - 6,932,174 - $7,253,619 0.51
Freddie Mac Pool|5.5|06/01/2053, 5.50%, 06/01/53 FR 3133C4W67 - - 7,114,008 - $7,160,938 0.50
Fannie Mae Pool|4|03/01/2050, 4.00%, 03/01/50 FN 3140XFC25 - - 7,166,038 - $6,960,799 0.49
US Auto Funding 2021-1|2.2|05/15/2026, 2.20%, 05/15/26 USAUT 2021-1A 90355EAC5 - - 7,000,000 - $6,825,195 0.48
Santander Drive Auto Receivables Trust 2021-4|1.26|02/16/2027, 1.26%, 02/16/27 SDART 2021-4 80285VAE9 - - 7,000,000 - $6,716,420 0.47
Freddie Mac Pool|5|06/01/2053, 5.00%, 06/01/53 FR 3133C4K60 - - 6,644,542 - $6,639,392 0.47
Freddie Mac Pool|5|06/01/2053, 5.00%, 06/01/53 FR 3133C4AQ7 - - 6,501,140 - $6,444,725 0.45
Fannie Mae Pool|5.5|11/01/2052, 5.50%, 11/01/52 FN 3140N4PD3 - - 6,265,566 - $6,332,829 0.45
Freddie Mac Pool|5|03/01/2053, 5.00%, 03/01/53 FR 3133BWYQ0 - - 6,349,803 - $6,296,901 0.44
Pagaya AI Debt Trust 2022-1|2.03|10/15/2029, 2.03%, 10/15/29 PAID 2022-1 69546MAA5 - - 6,433,086 - $6,269,174 0.44
Freddie Mac Pool|5|05/01/2053, 5.00%, 05/01/53 FR 3133C2Y93 - - 6,237,172 - $6,186,010 0.44
Fannie Mae Pool|5|11/01/2052, 5.00%, 11/01/52 FN 3140N7ZL7 - - 6,097,476 - $6,097,560 0.43
Fannie Mae Pool|5|06/01/2053, 5.00%, 06/01/53 FN 3140NGL81 - - 6,113,650 - $6,057,418 0.43
SoFi Consumer Loan Program 2022-1S Trust|6.21|04/15/2031, 6.21%, 04/15/31 SCLP 2022-1S 83406QAA6 - - 5,949,096 - $5,977,104 0.42
Freddie Mac Pool|4|09/01/2052, 4.00%, 09/01/52 FR 3132DPDW5 - - 6,271,461 - $5,965,004 0.42
Freddie Mac Pool|5|03/01/2053, 5.00%, 03/01/53 FR 3133BWVD2 - - 5,984,659 - $5,935,106 0.42
Exeter Automobile Receivables Trust|5.58|04/15/2026, 5.58%, 04/15/26 EART 2023-1A 30168BAC4 - - 5,910,000 - $5,910,527 0.42
Marlette Funding Trust 2020-1|3.54|03/15/2030, 3.54%, 03/15/30 MFT 2020-1A 57109JAD0 - - 5,902,665 - $5,806,325 0.41
Freddie Mac Pool|5|03/01/2053, 5.00%, 03/01/53 FR 3133BWME0 - - 5,827,120 - $5,778,905 0.41
Fannie Mae Pool|6|05/01/2053, 6.00%, 05/01/53 FN 3140NGLS7 - - 5,431,120 - $5,549,515 0.39
Fannie Mae Pool|5.5|11/01/2052, 5.50%, 11/01/52 FN 3140XJTC7 - - 5,411,503 - $5,521,629 0.39
Freddie Mac Pool|5|05/01/2053, 5.00%, 05/01/53 FR 3133C2KP2 - - 5,562,974 - $5,517,436 0.39
Marlette Funding Trust 2023-1|6.07|04/15/2033, 6.07%, 04/15/33 MFT 2023-1A 57110PAA9 - - 5,497,254 - $5,496,520 0.39
Fannie Mae Pool|3.5|02/01/2052, 3.50%, 02/01/52 FN 3140QNGR7 - - 5,762,879 - $5,443,890 0.38
Freddie Mac STACR REMIC Trust 2021-DNA6|5.77299|10/25/2041, 5.77%, 10/25/41 STACR 2021-DNA6 35564KKR9 - - 5,310,679 - $5,292,034 0.37
Fannie Mae Pool|5.5|03/01/2053, 5.50%, 03/01/53 FN 3140N9J49 - - 5,201,237 - $5,238,362 0.37
Fannie Mae or Freddie Mac|5.5|07/13/2023, 5.50%, 07/13/23 FNCL 01F052672 - - 5,213,000 - $5,213,209 0.37
Freddie Mac Pool|4.5|08/01/2052, 4.50%, 08/01/52 FR 3133BGQW1 - - 5,335,967 - $5,199,727 0.37
Fannie Mae Pool|3.5|03/01/2052, 3.50%, 03/01/52 FN 3140QNPK2 - - 5,512,363 - $5,168,160 0.36
Exeter Automobile Receivables Trust|5.61|06/16/2025, 5.61%, 06/16/25 EART 2023-1A 30168BAB6 - - 5,000,000 - $5,013,213 0.35
Fannie Mae Pool|3.5|04/01/2052, 3.50%, 04/01/52 FN 3140XHCF2 - - 5,311,140 - $5,002,031 0.35
LAD Auto Receivables Trust 2023-2|5.93|06/15/2027, 5.93%, 06/15/27 LADAR 2023-2A 505713AB3 - - 5,000,000 - $5,001,472 0.35
Connecticut Avenue Securities Trust 2022-R03|7.07299|03/25/2042, 7.07%, 03/25/42 CAS 2022-R03 20753XAA2 - - 4,973,720 - $4,996,204 0.35
Fannie Mae Pool|5.5|06/01/2053, 5.50%, 06/01/53 FN 3140NGME7 - - 4,881,087 - $4,913,802 0.35
Freddie Mac Pool|5|10/01/2052, 5.00%, 10/01/52 FR 3133BPUK2 - - 4,852,611 - $4,850,008 0.34
Freddie Mac Pool|4|08/01/2052, 4.00%, 08/01/52 FR 3132DNP49 - - 5,031,342 - $4,782,764 0.34
Fannie Mae Pool|4.5|10/01/2050, 4.50%, 10/01/50 FN 3140XJAP8 - - 4,786,961 - $4,770,264 0.34
Fannie Mae Pool|4|11/01/2049, 4.00%, 11/01/49 FN 3140XHLR6 - - 4,891,417 - $4,752,916 0.34
Freddie Mac Pool|3.5|07/01/2052, 3.50%, 07/01/52 FR 3133BEVU4 - - 4,960,394 - $4,613,933 0.33
Freddie Mac Pool|4.5|12/01/2048, 4.50%, 12/01/48 FR 3132DNSD6 - - 4,522,588 - $4,609,668 0.32
Fannie Mae Pool|5|06/01/2053, 5.00%, 06/01/53 FN 3140NGL57 - - 4,528,775 - $4,489,523 0.32
Fannie Mae Pool|6|05/01/2053, 6.00%, 05/01/53 FN 3140NGLR9 - - 4,397,330 - $4,488,950 0.32
Fannie Mae Pool|5|03/01/2053, 5.00%, 03/01/53 FN 3140N9J64 - - 4,519,274 - $4,481,679 0.32
Freddie Mac Pool|5|05/01/2053, 5.00%, 05/01/53 FR 3133C2UD8 - - 4,484,800 - $4,443,227 0.31
Fannie Mae Pool|5.5|05/01/2053, 5.50%, 05/01/53 FN 3140NGLP3 - - 4,385,345 - $4,418,410 0.31
Connecticut Avenue Securities Trust 2021-R01|6.52299|10/25/2041, 6.52%, 10/25/41 CAS 2021-R01 20754RAB2 - - 4,507,308 - $4,401,712 0.31
Fannie Mae Pool|6|06/01/2053, 6.00%, 06/01/53 FN 3140NGL99 - - 4,292,822 - $4,385,250 0.31
Freddie Mac Pool|5.5|07/01/2052, 5.50%, 07/01/52 FR 3133BGDH8 - - 4,304,215 - $4,380,190 0.31
Fannie Mae REMICS|3.5|01/25/2061, 3.50%, 01/25/61 FNR 3136BDLE6 - - 23,208,082 - $4,371,058 0.31
Freddie Mac Pool|5|05/01/2053, 5.00%, 05/01/53 FR 3133C2Y85 - - 4,337,194 - $4,301,162 0.30
Fannie Mae Pool|6.5|05/01/2053, 6.50%, 05/01/53 FN 3140NGLV0 - - 4,131,672 - $4,270,866 0.30
Fannie Mae Pool|3|09/01/2050, 3.00%, 09/01/50 FN 31418DSK9 - - 4,664,923 - $4,216,178 0.30
Freddie Mac Pool|4|07/01/2052, 4.00%, 07/01/52 FR 3133BGBH0 - - 4,431,691 - $4,209,112 0.30
Freddie Mac Pool|5.5|05/01/2053, 5.50%, 05/01/53 FR 3132DQGE0 - - 4,110,263 - $4,182,559 0.29
Fannie Mae Pool|4|06/01/2052, 4.00%, 06/01/52 FN 3140MRZU4 - - 4,393,110 - $4,172,636 0.29
Freddie Mac Pool|6.5|05/01/2053, 6.50%, 05/01/53 FR 3133C2ZC5 - - 4,011,967 - $4,153,758 0.29
Freddie Mac STACR REMIC Trust 2021-DNA3|7.07299|10/25/2033, 7.07%, 10/25/33 STACR 2021-DNA3 35564KEL9 - - 4,200,000 - $4,133,171 0.29
Freddie Mac Pool|5|06/01/2053, 5.00%, 06/01/53 FR 3133C4W26 - - 4,066,574 - $4,028,451 0.28
Freddie Mac Pool|5.5|08/01/2052, 5.50%, 08/01/52 FR 3133BJP30 - - 3,918,487 - $3,984,955 0.28
Fannie Mae Pool|5.5|02/01/2053, 5.50%, 02/01/53 FN 3140N9KD7 - - 3,913,443 - $3,943,623 0.28
Freddie Mac Pool|4|06/01/2050, 4.00%, 06/01/50 FR 3132DNGU1 - - 4,046,696 - $3,932,135 0.28
Fannie Mae Pool|3|04/01/2052, 3.00%, 04/01/52 FN 3140MJ6R1 - - 4,346,691 - $3,911,177 0.28
Freddie Mac Pool|5|05/01/2053, 5.00%, 05/01/53 FR 3133C1WB2 - - 3,933,880 - $3,900,658 0.27
Fannie Mae Pool|3.5|04/01/2052, 3.50%, 04/01/52 FN 3140MJ7F6 - - 4,111,720 - $3,849,827 0.27
Fannie Mae Pool|4|03/01/2050, 4.00%, 03/01/50 FN 3140X8S24 - - 3,867,181 - $3,761,980 0.27
Fannie Mae Pool|3.5|05/01/2052, 3.50%, 05/01/52 FN 3140MNP67 - - 3,975,958 - $3,759,766 0.27
Fannie Mae Pool|5|03/01/2053, 5.00%, 03/01/53 FN 3140N9KC9 - - 3,781,405 - $3,750,418 0.26
Fannie Mae Pool|6|06/01/2053, 6.00%, 06/01/53 FN 3140NGMF4 - - 3,649,640 - $3,727,535 0.26
Fannie Mae Pool|4.5|12/01/2052, 4.50%, 12/01/52 FN 3140QQZ99 - - 3,802,708 - $3,722,280 0.26
Freddie Mac Pool|5.5|05/01/2053, 5.50%, 05/01/53 FR 3133C2ZA9 - - 3,622,344 - $3,650,588 0.26
Freddie Mac Pool|5.5|09/01/2052, 5.50%, 09/01/52 FR 3133BMRH0 - - 3,497,968 - $3,620,843 0.26
Fannie Mae Pool|5.5|04/01/2053, 5.50%, 04/01/53 FN 3140N9LF1 - - 3,588,830 - $3,616,096 0.25
NRZ Excess Spread-Collateralized Notes|3.104|07/25/2026, 3.10%, 07/25/26 NZES 2021-FHT1 62955MAB2 - - 3,901,727 - $3,511,164 0.25
Lendbuzz Securitization Trust 2023-2|5.835|05/15/2024, 5.83%, 05/15/24 LBZZ 52608MAA6 - - 3,500,000 - $3,505,652 0.25
Arm Master Trust LLC|6.562|02/17/2025, 6.56%, 02/17/25 CROP 2023-T1 04206RAH7 - - 3,500,000 - $3,503,823 0.25
Fannie Mae Pool|3.5|04/01/2052, 3.50%, 04/01/52 FN 3140MJ7G4 - - 3,668,630 - $3,429,082 0.24
Freddie Mac Pool|5.5|05/01/2053, 5.50%, 05/01/53 FR 3133C2ZG6 - - 3,317,106 - $3,363,120 0.24
Government National Mortgage Association|0|05/16/2041, 0.00%, 05/16/41 GNR 38380KNA9 - - 4,343,320 - $3,295,142 0.23
Freddie Mac Pool|5|04/01/2053, 5.00%, 04/01/53 FR 3133BX6V8 - - 3,066,012 - $3,293,087 0.23
Chase Mortgage Finance Corp|6.17299|02/25/2050, 6.17%, 02/25/50 CHASE 2021-CL1 46591HBX7 - - 3,609,341 - $3,272,945 0.23
Freddie Mac Pool|5.5|04/01/2053, 5.50%, 04/01/53 FR 3133C1V98 - - 3,240,318 - $3,264,704 0.23
Fannie Mae Pool|6.5|05/01/2053, 6.50%, 05/01/53 FN 3140NGLU2 - - 3,142,247 - $3,251,090 0.23
Freddie Mac Pool|5.5|04/01/2053, 5.50%, 04/01/53 FR 3133C0M41 - - 3,166,853 - $3,190,792 0.22
TPI RE-REMIC Trust 2022-FRR1|0|08/25/2046, 0.00%, 08/25/46 TPI 872659AE7 - - 3,230,000 - $3,181,404 0.22
Freddie Mac Pool|5.5|06/01/2053, 5.50%, 06/01/53 FR 3133C4W42 - - 3,040,275 - $3,058,980 0.22
Fannie Mae Pool|3.5|07/01/2052, 3.50%, 07/01/52 FN 3140QPQ67 - - 3,271,355 - $3,048,863 0.21
Freddie Mac Pool|5|03/01/2053, 5.00%, 03/01/53 FR 3133C0HM7 - - 3,042,051 - $3,017,015 0.21
Lendbuzz Securitization Trust 2023-2|7.09|10/16/2028, 7.09%, 10/16/28 LBZZ 52608MAB4 - - 3,000,000 - $3,000,120 0.21
Freddie Mac Pool|5.5|04/01/2053, 5.50%, 04/01/53 FR 3133C1WC0 - - 2,975,626 - $2,998,007 0.21
Fannie Mae Pool|3.5|05/01/2052, 3.50%, 05/01/52 FN 3140MAYY4 - - 3,169,326 - $2,969,022 0.21
Freddie Mac Pool|5|05/01/2053, 5.00%, 05/01/53 FR 3133C2KM9 - - 2,984,451 - $2,959,160 0.21
Connecticut Avenue Securities Trust 2023-R03|7.47299|04/25/2043, 7.47%, 04/25/43 CAS 2023-R03 20753ACJ1 - - 2,849,009 - $2,882,001 0.20
TPI RE-REMIC Trust 2022-FRR1|0|07/25/2046, 0.00%, 07/25/46 TPI 872659AA5 - - 2,892,000 - $2,865,420 0.20
Extended Stay America Trust 2021-ESH|7.358|07/15/2038, 7.36%, 07/15/38 ESA 30227FAJ9 - - 2,921,310 - $2,855,344 0.20
A&D Mortgage Trust 2023-NQM2|6.132|05/25/2068, 6.13%, 05/25/68 ADMT 2023-NQM2 00002DAA7 - - 2,870,663 - $2,851,869 0.20
Freddie Mac Pool|5|05/01/2053, 5.00%, 05/01/53 FR 3133C2DM7 - - 2,851,223 - $2,827,094 0.20
Fannie Mae Pool|5|05/01/2053, 5.00%, 05/01/53 FN 3140NGLL2 - - 2,836,733 - $2,812,692 0.20
Fannie Mae Pool|5.5|04/01/2053, 5.50%, 04/01/53 FN 3140N9LT1 - - 2,791,000 - $2,812,534 0.20
Connecticut Avenue Securities Trust 2021-R03|6.62299|12/25/2041, 6.62%, 12/25/41 CAS 2021-R03 20754AAB9 - - 2,885,000 - $2,804,740 0.20
Freddie Mac Pool|5.5|06/01/2053, 5.50%, 06/01/53 FR 3133C4ZB3 - - 2,782,019 - $2,800,767 0.20
Freddie Mac Pool|3.5|04/01/2052, 3.50%, 04/01/52 FR 3133B9MB7 - - 2,982,671 - $2,764,195 0.19
Fannie Mae Pool|4|04/01/2052, 4.00%, 04/01/52 FN 3140XGZE2 - - 2,798,282 - $2,722,305 0.19
Freddie Mac Pool|6.5|05/01/2053, 6.50%, 05/01/53 FR 3133C2ZD3 - - 2,625,583 - $2,717,001 0.19
Freddie Mac Pool|3.5|04/01/2052, 3.50%, 04/01/52 FR 3133BAFM8 - - 2,859,978 - $2,704,240 0.19
Fannie Mae Pool|4|10/01/2051, 4.00%, 10/01/51 FN 3140XJKP7 - - 2,781,839 - $2,693,137 0.19
Freddie Mac Pool|5.5|03/01/2053, 5.50%, 03/01/53 FR 3133BWYR8 - - 2,659,094 - $2,680,554 0.19
Fannie Mae Pool|3.5|08/01/2052, 3.50%, 08/01/52 FN 3140QPYX9 - - 2,835,339 - $2,636,802 0.19
JPMorgan Chase Bank NA - CHASE|7.638|10/25/2057, 7.64%, 10/25/57 CHASE 2020-CL1 46591HAH3 - - 2,701,650 - $2,625,569 0.19
Fannie Mae Pool|5|04/01/2053, 5.00%, 04/01/53 FN 3140NDYQ4 - - 2,559,480 - $2,570,211 0.18
Freddie Mac Pool|5|05/01/2053, 5.00%, 05/01/53 FR 3133C37K6 - - 2,532,034 - $2,544,478 0.18
Fannie Mae Pool|6|04/01/2053, 6.00%, 04/01/53 FN 3140N9LU8 - - 2,464,588 - $2,518,186 0.18
Fannie Mae Pool|5.5|05/01/2053, 5.50%, 05/01/53 FN 3140N9MD5 - - 2,470,730 - $2,489,310 0.18
Mission Lane Credit Card Master Trust|1.59|09/15/2026, 1.59%, 09/15/26 MLANE 2021-A 60510MAA6 - - 2,500,000 - $2,484,627 0.18
Fannie Mae Pool|5|05/01/2053, 5.00%, 05/01/53 FN 3140NGLE8 - - 2,497,722 - $2,476,862 0.17
Freddie Mac Pool|6|06/01/2053, 6.00%, 06/01/53 FR 3133C4W75 - - 2,425,579 - $2,476,213 0.17
Exeter Automobile Receivables Trust|4.94|03/15/2024, 4.94%, 03/15/24 EART 2023-1A 30168BAA8 - - 2,450,496 - $2,458,749 0.17
Freddie Mac Pool|5|05/01/2053, 5.00%, 05/01/53 FR 3133C14A5 - - 2,472,088 - $2,452,219 0.17
Freddie Mac Pool|5|05/01/2053, 5.00%, 05/01/53 FR 3133C2G44 - - 2,462,878 - $2,442,310 0.17
Fannie Mae Pool|5|10/01/2052, 5.00%, 10/01/52 FN 3140N0FK6 - - 2,436,373 - $2,435,011 0.17
Freddie Mac Pool|5.5|05/01/2053, 5.50%, 05/01/53 FR 3133C2KS6 - - 2,314,566 - $2,433,106 0.17
Freddie Mac Pool|3|03/01/2043, 3.00%, 03/01/43 FR 3132A5AL9 - - 2,632,690 - $2,427,588 0.17
Fannie Mae Pool|5.5|06/01/2053, 5.50%, 06/01/53 FN 3140NGMJ6 - - 2,406,426 - $2,421,465 0.17
Freddie Mac Pool|5|05/01/2053, 5.00%, 05/01/53 FR 3133C2KK3 - - 2,436,201 - $2,416,114 0.17
Fannie Mae Pool|3|05/01/2050, 3.00%, 05/01/50 FN 3140K8U25 - - 2,654,554 - $2,408,198 0.17
Freddie Mac STACR REMIC Trust 2021-DNA5|6.62299|01/25/2034, 6.62%, 01/25/34 STACR 2021-DNA5 35564KHE2 - - 2,399,425 - $2,399,636 0.17
Freddie Mac Pool|4|12/01/2048, 4.00%, 12/01/48 FR 3133USG21 - - 2,469,020 - $2,376,654 0.17
Freddie Mac Pool|5|06/01/2053, 5.00%, 06/01/53 FR 3133C4J54 - - 2,381,412 - $2,367,255 0.17
TPI RE-REMIC Trust 2022-FRR1|0|07/25/2046, 0.00%, 07/25/46 TPI 872659AC1 - - 2,382,000 - $2,360,107 0.17
Freddie Mac Pool|4|03/01/2050, 4.00%, 03/01/50 FR 3132DNWL3 - - 2,420,001 - $2,353,480 0.17
Freddie Mac Pool|6.5|06/01/2053, 6.50%, 06/01/53 FR 3133C4J62 - - 2,258,815 - $2,337,942 0.16
Fannie Mae Connecticut Avenue Securities|6.97299|11/25/2041, 6.97%, 11/25/41 CAS 2021-R02 20754KAB7 - - 2,386,000 - $2,312,480 0.16
Fannie Mae Pool|4.5|07/01/2052, 4.50%, 07/01/52 FN 3140MSCJ2 - - 2,341,204 - $2,280,529 0.16
Freddie Mac Pool|5.5|04/01/2053, 5.50%, 04/01/53 FR 3133C04C3 - - 2,257,649 - $2,274,603 0.16
Freddie Mac Pool|3.5|04/01/2052, 3.50%, 04/01/52 FR 3132DNBL6 - - 2,380,383 - $2,252,322 0.16
Fannie Mae Pool|5|04/01/2053, 5.00%, 04/01/53 FN 3140N9K88 - - 2,263,941 - $2,245,821 0.16
Freddie Mac Pool|5.5|03/01/2053, 5.50%, 03/01/53 FR 3133BW6H1 - - 2,211,302 - $2,228,527 0.16
Fannie Mae Pool|4|11/01/2048, 4.00%, 11/01/48 FN 31418C4F8 - - 2,275,302 - $2,206,080 0.16
Fannie Mae Pool|5.5|05/01/2053, 5.50%, 05/01/53 FN 3140NGLN8 - - 2,174,899 - $2,192,122 0.15
Fannie Mae Pool|3.5|06/01/2052, 3.50%, 06/01/52 FN 3140LWV61 - - 2,311,146 - $2,149,868 0.15
Fannie Mae Pool|3.5|01/01/2052, 3.50%, 01/01/52 FN 3140QM6T6 - - 2,288,588 - $2,147,183 0.15
Freddie Mac STACR REMIC Trust 2022-DNA6|7.12299|09/25/2042, 7.12%, 09/25/42 STACR 2022-DNA6 35564KH36 - - 2,121,544 - $2,131,772 0.15
Fannie Mae Pool|6|04/01/2053, 6.00%, 04/01/53 FN 3140N9LG9 - - 1,759,059 - $2,121,387 0.15
Freddie Mac Pool|5|04/01/2053, 5.00%, 04/01/53 FR 3133C1V80 - - 2,137,017 - $2,119,139 0.15
Fannie Mae Pool|6.5|05/01/2053, 6.50%, 05/01/53 FN 3140NGLH1 - - 2,025,322 - $2,091,407 0.15
Fannie Mae Pool|5|03/01/2053, 5.00%, 03/01/53 FN 3140N9KM7 - - 2,099,658 - $2,083,983 0.15
Fannie Mae Pool|6|04/01/2053, 6.00%, 04/01/53 FN 3140N9MA1 - - 2,036,228 - $2,080,524 0.15
Freddie Mac Pool|6|05/01/2053, 6.00%, 05/01/53 FR 3133C2G51 - - 2,026,234 - $2,070,462 0.15
Freddie Mac Pool|5|05/01/2053, 5.00%, 05/01/53 FR 3133C2DL9 - - 2,077,010 - $2,059,638 0.15
Freddie Mac Pool|5.5|06/01/2053, 5.50%, 06/01/53 FR 3133C4AS3 - - 2,027,238 - $2,042,663 0.14
Freddie Mac Pool|5.5|06/01/2053, 5.50%, 06/01/53 FR 3133C4CR3 - - 2,024,991 - $2,039,715 0.14
Chase Mortgage Finance Corp|6.52299|02/25/2050, 6.52%, 02/25/50 CHASE 2021-CL1 46591HBZ2 - - 2,353,892 - $2,014,723 0.14
Freddie Mac Pool|3|08/01/2049, 3.00%, 08/01/49 FR 31334YHQ3 - - 2,221,992 - $2,013,868 0.14
Freed ABS Trust 2020-1CP|2.83|03/20/2028, 2.83%, 03/20/28 FREED 2021-1CP 35635BAC8 - - 2,018,975 - $1,994,060 0.14
Freddie Mac STACR REMIC Trust 2022-DNA2|6.27299|02/25/2042, 6.27%, 02/25/42 STACR 2022-DNA2 35564KRE1 - - 1,972,865 - $1,965,768 0.14
Freddie Mac STACR REMIC Trust 2021-DNA3|5.72299|10/25/2033, 5.72%, 10/25/33 STACR 2021-DNA3 35564KED7 - - 1,971,694 - $1,959,143 0.14
Freddie Mac Pool|5.5|04/01/2053, 5.50%, 04/01/53 FR 3133BX6X4 - - 1,941,639 - $1,955,990 0.14
Fannie Mae Pool|6.5|06/01/2053, 6.50%, 06/01/53 FN 3140NGMK3 - - 1,890,986 - $1,951,497 0.14
PRPM 2021-RPL2 LLC|2.485|10/25/2051, 2.48%, 10/25/51 PRPM 2021-RPL2 69357QAC0 - - 2,600,000 - $1,946,663 0.14
Fannie Mae Pool|5|05/01/2053, 5.00%, 05/01/53 FN 3140NGLM0 - - 1,916,882 - $1,900,951 0.13
Fannie Mae Pool|4|07/01/2048, 4.00%, 07/01/48 FN 31418CYM0 - - 1,949,627 - $1,898,255 0.13
Freddie Mac Pool|5.5|04/01/2053, 5.50%, 04/01/53 FR 3133C0D25 - - 1,868,715 - $1,883,880 0.13
Connecticut Avenue Securities Trust 2020-R02|7.138|01/25/2040, 7.14%, 01/25/40 CAS 2020-R02 20754WAB1 - - 1,886,995 - $1,882,888 0.13
Freddie Mac Pool|5.5|05/01/2053, 5.50%, 05/01/53 FR 3133C14P2 - - 1,823,463 - $1,882,495 0.13
Fannie Mae Pool|4|07/01/2052, 4.00%, 07/01/52 FN 3140MUUU2 - - 1,972,713 - $1,873,848 0.13
Point Securitization Trust 2021-1|3.2282|02/25/2052, 3.23%, 02/25/52 PNT 2021-1 73090AAA3 - - 1,973,658 - $1,865,650 0.13
Upstart Securitization Trust 2021-5|1.31|11/20/2031, 1.31%, 11/20/31 UPST 2021-5 91679JAA5 - - 1,898,954 - $1,858,973 0.13
Fannie Mae Pool|5|03/01/2053, 5.00%, 03/01/53 FN 3140NBKE0 - - 1,871,330 - $1,855,901 0.13
Freddie Mac STACR REMIC Trust 2020-DNA3|10.238|06/25/2050, 10.24%, 06/25/50 STACR 2020-DNA3 35565WBD3 - - 1,697,927 - $1,822,556 0.13
Fannie Mae Pool|4.5|06/01/2048, 4.50%, 06/01/48 FN 3140Q9ED1 - - 1,785,254 - $1,765,954 0.12
Freddie Mac Pool|5|06/01/2053, 5.00%, 06/01/53 FR 3133C4W34 - - 1,772,055 - $1,755,443 0.12
Chase Mortgage Finance Corp|6.32299|02/25/2050, 6.32%, 02/25/50 CHASE 2021-CL1 46591HBY5 - - 1,985,137 - $1,727,118 0.12
Freddie Mac Pool|6|05/01/2053, 6.00%, 05/01/53 FR 3133C4AT1 - - 1,690,277 - $1,727,009 0.12
DBCCRE 2014-ARCP Mortgage Trust|4.5895|01/10/2034, 4.59%, 01/10/34 DBCCR 23305MAE5 - - 1,750,000 - $1,699,161 0.12
Freddie Mac Pool|6.5|05/01/2053, 6.50%, 05/01/53 FR 3133C2ZE1 - - 1,638,308 - $1,693,524 0.12
Fannie Mae Pool|6.5|03/01/2053, 6.50%, 03/01/53 FN 3140N9J80 - - 1,633,807 - $1,688,836 0.12
Freddie Mac Pool|5.5|05/01/2053, 5.50%, 05/01/53 FR 3133C2KR8 - - 1,665,466 - $1,677,238 0.12
Freddie Mac Pool|6.5|06/01/2053, 6.50%, 06/01/53 FR 3133C4ZE7 - - 1,614,333 - $1,668,131 0.12
Freddie Mac STACR REMIC Trust 2020-DNA6|6.97299|12/25/2050, 6.97%, 12/25/50 STACR 2020-DNA6 35566CAH8 - - 1,626,344 - $1,642,582 0.12
Freddie Mac Pool|6.5|06/01/2053, 6.50%, 06/01/53 FR 3133C4ZD9 - - 1,585,075 - $1,639,740 0.12
Fannie Mae Pool|3|03/01/2046, 3.00%, 03/01/46 FN 3138WGR97 - - 1,802,563 - $1,639,018 0.12
Freddie Mac Pool|3|03/01/2052, 3.00%, 03/01/52 FR 3133B7FX1 - - 1,810,532 - $1,630,026 0.11
Fannie Mae Pool|5.5|03/01/2053, 5.50%, 03/01/53 FN 3140NCWW5 - - 1,606,178 - $1,628,459 0.11
Fannie Mae Pool|5|05/01/2048, 5.00%, 05/01/48 FN 3140HBFX1 - - 1,566,230 - $1,597,119 0.11
Fannie Mae Pool|4.5|12/01/2050, 4.50%, 12/01/50 FN 3140XBSP6 - - 1,589,573 - $1,563,650 0.11
Freddie Mac Pool|4|07/01/2049, 4.00%, 07/01/49 FR 3132DV3L7 - - 1,605,284 - $1,560,368 0.11
Fannie Mae Pool|5|05/01/2053, 5.00%, 05/01/53 FN 3140N9MH6 - - 1,558,642 - $1,545,464 0.11
Fannie Mae Pool|4|10/01/2047, 4.00%, 10/01/47 FN 31418CQB3 - - 1,591,065 - $1,545,090 0.11
ACHV ABS TRUST 2023-2PL|6.42|05/20/2030, 6.42%, 05/20/30 ACHV 2023-2PL 00111JAA2 - - 1,538,122 - $1,544,119 0.11
Freddie Mac Pool|5.5|05/01/2053, 5.50%, 05/01/53 FR 3133C2FP8 - - 1,522,241 - $1,533,682 0.11
PRPM 2021-RPL2 LLC|2.237|10/25/2051, 2.24%, 10/25/51 PRPM 2021-RPL2 69357QAB2 - - 2,000,000 - $1,521,773 0.11
Freddie Mac Pool|4.5|07/01/2049, 4.50%, 07/01/49 FR 3133KGF45 - - 1,522,689 - $1,503,820 0.11
Fannie Mae Pool|3|02/01/2057, 3.00%, 02/01/57 FN 3140FXFH0 - - 1,665,569 - $1,494,125 0.11
Lendbuzz Securitization Trust 2022-1|4.22|05/17/2027, 4.22%, 05/17/27 LBZZ 2022-1A 52607KAA1 - - 1,516,627 - $1,472,786 0.10
Freddie Mac Pool|4|06/01/2049, 4.00%, 06/01/49 FR 3132AEJ80 - - 1,525,432 - $1,470,577 0.10
Fannie Mae Pool|5.5|05/01/2053, 5.50%, 05/01/53 FN 3140NJDA9 - - 1,437,971 - $1,461,025 0.10
Fannie Mae Pool|4|03/01/2050, 4.00%, 03/01/50 FN 3140XDEL6 - - 1,473,105 - $1,426,351 0.10
Fannie Mae or Freddie Mac|6|07/13/2023, 6.00%, 07/13/23 FNCL 01F060675 - - 1,391,000 - $1,408,151 0.10
Fannie Mae Pool|3.5|04/01/2052, 3.50%, 04/01/52 FN 3140MHU56 - - 1,448,938 - $1,379,825 0.10
Freddie Mac Pool|5.5|05/01/2053, 5.50%, 05/01/53 FR 3133C2ZB7 - - 1,335,971 - $1,346,022 0.09
Freddie Mac Pool|5|06/01/2053, 5.00%, 06/01/53 FR 3133C4AR5 - - 1,348,849 - $1,341,226 0.09
Fannie Mae Pool|3|05/01/2043, 3.00%, 05/01/43 FN 3138WTUT1 - - 1,457,071 - $1,335,592 0.09
Freddie Mac Pool|5|04/01/2053, 5.00%, 04/01/53 FR 3133C04B5 - - 1,337,824 - $1,326,453 0.09
Freddie Mac STACR Trust 2019-DNA4|7.088|10/25/2049, 7.09%, 10/25/49 STACR 2019-DNA4 35565AAH3 - - 1,317,744 - $1,323,283 0.09
NRZ Excess Spread-Collateralized Notes Series 2020-PLS1|3.844|12/25/2025, 3.84%, 12/25/25 NZES 2020-PLS1 433674AA6 - - 1,414,425 - $1,314,859 0.09
Connecticut Avenue Securities Trust 2022-R04|6.97299|03/25/2042, 6.97%, 03/25/42 CAS 2022-R04 20753YCH3 - - 1,299,740 - $1,304,090 0.09
Freddie Mac Pool|4.5|08/01/2049, 4.50%, 08/01/49 FR 3133KGJ90 - - 1,308,394 - $1,292,626 0.09
Fannie Mae Pool|4|02/01/2049, 4.00%, 02/01/49 FN 3140X4X43 - - 1,305,922 - $1,265,877 0.09
American Credit Acceptance Receivables Trust 2022-3|4.12|02/13/2026, 4.12%, 02/13/26 ACAR 2022-3 02528GAA1 - - 1,266,670 - $1,265,412 0.09
Ginnie Mae II Pool|4.5|02/20/2048, 4.50%, 02/20/48 G2 36179TSJ5 - - 1,232,686 - $1,234,600 0.09
Connecticut Avenue Securities Trust 2022-R01|5.97299|12/25/2041, 5.97%, 12/25/41 CAS 2022-R01 20754LAA7 - - 1,237,924 - $1,225,982 0.09
Freddie Mac Pool|5|06/01/2053, 5.00%, 06/01/53 FR 3133C4ZA5 - - 1,210,253 - $1,198,907 0.08
Freddie Mac Pool|3|04/01/2047, 3.00%, 04/01/47 FR 31334WZG9 - - 1,305,897 - $1,185,865 0.08
Freddie Mac Pool|6|05/01/2053, 6.00%, 05/01/53 FR 3133C2KU1 - - 1,155,424 - $1,181,129 0.08
Fannie Mae Pool|4|06/01/2052, 4.00%, 06/01/52 FN 3140MSF75 - - 1,237,096 - $1,174,946 0.08
Freddie Mac Pool|4|09/01/2048, 4.00%, 09/01/48 FR 3131Y3DA1 - - 1,157,111 - $1,159,068 0.08
Fannie Mae Pool|3.5|04/01/2052, 3.50%, 04/01/52 FN 3140MNNB8 - - 1,224,957 - $1,149,523 0.08
Fannie Mae Pool|4|02/01/2049, 4.00%, 02/01/49 FN 3140JMBK7 - - 1,184,425 - $1,139,790 0.08
Fannie Mae Pool|3.5|04/01/2052, 3.50%, 04/01/52 FN 3140MNNA0 - - 1,188,231 - $1,115,465 0.08
Fannie Mae Pool|5|10/01/2052, 5.00%, 10/01/52 FN 3140MSNE1 - - 1,071,193 - $1,070,634 0.08
CIM Trust 2021-NR1|2.569|07/25/2055, 2.57%, 07/25/55 CIM 2021-NR1 12565YAA5 - - 1,103,775 - $1,060,415 0.07
Fannie Mae Pool|3|05/01/2043, 3.00%, 05/01/43 FN 31417GLX2 - - 1,130,483 - $1,041,884 0.07
Fannie Mae Pool|3.5|08/01/2052, 3.50%, 08/01/52 FN 3140QPYS0 - - 1,039,923 - $981,670 0.07
Freddie Mac Pool|3|11/01/2043, 3.00%, 11/01/43 FR 3132AED78 - - 1,046,709 - $975,954 0.07
FREED ABS Trust 2020-3FP|6.96|09/20/2027, 6.96%, 09/20/27 FREED 2020-3FP 35634LAC7 - - 914,940 - $918,882 0.06
Ginnie Mae II Pool|4|06/20/2048, 4.00%, 06/20/48 G2 36179TZ57 - - 938,806 - $918,403 0.06
Freddie Mac Pool|3.5|04/01/2052, 3.50%, 04/01/52 FR 3133B7F86 - - 968,937 - $916,549 0.06
Freddie Mac Pool|3|02/01/2052, 3.00%, 02/01/52 FR 3133B4H81 - - 1,007,668 - $907,462 0.06
FREMF 2019-KF70 Mortgage Trust|11.06214|09/25/2029, 11.06%, 09/25/29 FREMF 30298UAJ0 - - 922,670 - $897,070 0.06
Fannie Mae Pool|5|06/01/2053, 5.00%, 06/01/53 FN 3140NKTV3 - - 884,447 - $879,596 0.06
Freddie Mac Pool|4.5|01/01/2050, 4.50%, 01/01/50 FR 3133KHGG5 - - 866,168 - $856,034 0.06
Fannie Mae Pool|3|10/01/2044, 3.00%, 10/01/44 FN 3140J9D24 - - 900,669 - $833,852 0.06
Freddie Mac Pool|3.5|04/01/2052, 3.50%, 04/01/52 FR 3133BAFN6 - - 881,263 - $816,717 0.06
Lendbuzz Securitization Trust 2023-1|5.383|03/15/2024, 5.38%, 03/15/24 LBZZ 2023-1A 52608LAA8 - - 807,963 - $810,838 0.06
Freddie Mac Pool|2.5|11/01/2034, 2.50%, 11/01/34 FR 3132CWDV3 - - 839,444 - $794,630 0.06
Freddie Mac Pool|4.5|02/01/2050, 4.50%, 02/01/50 FR 3132DV5G6 - - 783,125 - $783,168 0.06
Fannie Mae Pool|5.5|04/01/2053, 5.50%, 04/01/53 FN 3140NG2Q2 - - 764,953 - $775,319 0.05
Fannie Mae Pool|5.5|05/01/2053, 5.50%, 05/01/53 FN 3140NG6C9 - - 742,415 - $752,705 0.05
Fannie Mae Pool|4|10/01/2048, 4.00%, 10/01/48 FN 3140HPR58 - - 755,526 - $727,869 0.05
Consumer Loan Underlying Bond CLUB Credit Trust 2019-P2|4.41|10/15/2026, 4.41%, 10/15/26 CLUB 2019-P2 21054PAD7 - - 706,160 - $707,406 0.05
Fannie Mae Pool|4.5|05/01/2052, 4.50%, 05/01/52 FN 3140MRLZ8 - - 726,282 - $706,601 0.05
Sequoia Mortgage Trust 2013-5|2.5|05/25/2043, 2.50%, 05/25/43 SEMT 2013-5 81745AAA5 - - 814,784 - $696,475 0.05
Connecticut Avenue Securities Trust 2019-R03|7.288|09/25/2031, 7.29%, 09/25/31 CAS 2019-R03 20753MAF5 - - 672,932 - $675,816 0.05
Freddie Mac Pool|4|10/01/2050, 4.00%, 10/01/50 FR 3132DNSB0 - - 695,381 - $667,981 0.05
Fannie Mae Pool|5|04/01/2053, 5.00%, 04/01/53 FN 3140N9LS3 - - 609,552 - $635,726 0.04
FREED ABS Trust 2022-3FP|4.5|08/20/2029, 4.50%, 08/20/29 FREED 2022-3FP 35634EAA7 - - 619,823 - $621,264 0.04
CONSUMER LOAN UNDERLYING BOND CLUB CERTIFICATE ISSUER TRUST I SERIES 2019-HP1|4.7|12/15/2026, 4.70%, 12/15/26 CLUB 2019-HP1 21055MAC5 - - 583,801 - $584,925 0.04
Fannie Mae Pool|4.5|04/01/2052, 4.50%, 04/01/52 FN 3140MMPS1 - - 541,285 - $580,172 0.04
Freddie Mac Pool|5|03/01/2053, 5.00%, 03/01/53 FR 3133C0HN5 - - 550,156 - $545,816 0.04
Fannie Mae Pool|3.5|07/01/2052, 3.50%, 07/01/52 FN 3140QPY35 - - 578,053 - $541,479 0.04
JP Morgan Mortgage Trust 2015-4|3|06/25/2045, 3.00%, 06/25/45 JPMMT 2015-4 46644VBP0 - - 597,329 - $521,024 0.04
Fannie Mae Pool|5|04/01/2053, 5.00%, 04/01/53 FN 3140N9LK0 - - 511,492 - $507,262 0.04
Freddie Mac Pool|3.5|12/01/2044, 3.50%, 12/01/44 FR 3132ACLS7 - - 526,059 - $500,767 0.04
Fannie Mae Pool|3.5|12/01/2045, 3.50%, 12/01/45 FN 31418BW93 - - 501,625 - $474,643 0.03
Fannie Mae REMICS|3|07/25/2028, 3.00%, 07/25/28 FNR 3136AVYH6 - - 481,215 - $467,836 0.03
Fannie Mae Pool|3|02/01/2048, 3.00%, 02/01/48 FN 3140QCEU6 - - 511,668 - $466,601 0.03
Fannie Mae Pool|4.5|04/01/2052, 4.50%, 04/01/52 FN 3140MLUD0 - - 457,783 - $445,392 0.03
Freddie Mac Pool|4|05/01/2049, 4.00%, 05/01/49 FR 3131YDFA7 - - 461,998 - $443,689 0.03
Fannie Mae Pool|4|11/01/2049, 4.00%, 11/01/49 FN 3140X6ZM6 - - 434,490 - $427,165 0.03
Lendingpoint 2021-A Asset Securitization Trust|1.46|12/15/2028, 1.46%, 12/15/28 LDPT 2021-A 52607FAB0 - - 420,335 - $420,566 0.03
Fannie Mae Pool|3.5|03/01/2047, 3.50%, 03/01/47 FN 3140X6NZ0 - - 440,207 - $414,742 0.03
Freddie Mac Pool|2.5|12/01/2033, 2.50%, 12/01/33 FR 3132CWBH6 - - 405,682 - $388,685 0.03
Freddie Mac Pool|4|11/01/2047, 4.00%, 11/01/47 FR 3132ACNG1 - - 399,773 - $387,210 0.03
Fannie Mae Pool|3|03/01/2043, 3.00%, 03/01/43 FN 3138W7HB3 - - 418,138 - $386,338 0.03
Freddie Mac Pool|3.5|03/01/2050, 3.50%, 03/01/50 FR 3133A3FP8 - - 408,969 - $380,146 0.03
Fannie Mae Pool|4|03/01/2051, 4.00%, 03/01/51 FN 3140XHZN0 - - 387,540 - $375,281 0.03
Fannie Mae Pool|3.5|07/01/2047, 3.50%, 07/01/47 FN 3140X6FJ5 - - 389,332 - $367,436 0.03
Fannie Mae Pool|4|12/01/2048, 4.00%, 12/01/48 FN 3140JLKM5 - - 360,995 - $350,409 0.02
Freddie Mac Pool|4.5|12/01/2049, 4.50%, 12/01/49 FR 31346YWK5 - - 348,965 - $344,610 0.02
Fannie Mae Pool|3|01/01/2047, 3.00%, 01/01/47 FN 3138WJTF5 - - 375,537 - $341,320 0.02
Freddie Mac Pool|4.5|12/01/2048, 4.50%, 12/01/48 FR 3131YAV98 - - 340,077 - $337,659 0.02
Fannie Mae Pool|3|06/01/2046, 3.00%, 06/01/46 FN 3140EVBD8 - - 365,241 - $333,649 0.02
Freddie Mac Structured Agency Credit Risk Debt Notes|7.62299|07/25/2042, 7.62%, 07/25/42 STACR 2022-HQA2 35564KB24 - - 316,264 - $321,246 0.02
Fannie Mae Pool|4.5|01/01/2050, 4.50%, 01/01/50 FN 31418DKW1 - - 301,831 - $304,753 0.02
Fannie Mae Pool|4|05/01/2047, 4.00%, 05/01/47 FN 3140FPAS8 - - 312,814 - $303,083 0.02
Fannie Mae Pool|3|01/01/2043, 3.00%, 01/01/43 FN 31418APM4 - - 325,161 - $300,046 0.02
Freddie Mac Pool|3.5|08/01/2049, 3.50%, 08/01/49 FR 31334XYL7 - - 311,389 - $290,214 0.02
Fannie Mae Pool|4.5|12/01/2049, 4.50%, 12/01/49 FN 3140K54D6 - - 293,232 - $289,632 0.02
Fannie Mae Pool|4|06/01/2049, 4.00%, 06/01/49 FN 31418DCZ3 - - 299,504 - $289,453 0.02
Fannie Mae REMICS|0|11/25/2042, 0.00%, 11/25/42 FNR 3136A9ZR2 - - 473,554 - $280,280 0.02
Ginnie Mae II Pool|4|05/20/2048, 4.00%, 05/20/48 G2 36179TXV2 - - 279,007 - $272,614 0.02
Fannie Mae Pool|4.5|04/01/2052, 4.50%, 04/01/52 FN 3140ML4S6 - - 262,486 - $255,398 0.02
Freddie Mac Pool|4.5|01/01/2050, 4.50%, 01/01/50 FR 3132DV4Z5 - - 241,752 - $239,008 0.02
Fannie Mae Pool|4.5|09/01/2049, 4.50%, 09/01/49 FN 3140QBUK2 - - 232,105 - $233,709 0.02
Fannie Mae Pool|4.5|04/01/2052, 4.50%, 04/01/52 FN 3140MRCT2 - - 238,311 - $231,854 0.02
Fannie Mae Pool|3|09/01/2042, 3.00%, 09/01/42 FN 31417C6S9 - - 250,856 - $230,170 0.02
Fannie Mae Pool|4.5|08/01/2049, 4.50%, 08/01/49 FN 3140QBPV4 - - 230,172 - $227,333 0.02
Freddie Mac Pool|4.5|07/01/2049, 4.50%, 07/01/49 FR 3133KGF52 - - 216,181 - $226,253 0.02
Fannie Mae Pool|3|09/01/2049, 3.00%, 09/01/49 FN 3140JXJ58 - - 227,106 - $206,450 0.01
Freddie Mac REMICS|5.65743|04/15/2041, 5.66%, 04/15/41 FHR 3137A9HT6 - - 207,551 - $206,376 0.01
Fannie Mae Pool|4.5|04/01/2052, 4.50%, 04/01/52 FN 3140MRCJ4 - - 208,386 - $202,751 0.01
Freddie Mac Pool|4|11/01/2048, 4.00%, 11/01/48 FR 3132ADPD4 - - 204,983 - $199,122 0.01
Fannie Mae Pool|4|03/01/2051, 4.00%, 03/01/51 FN 3140XHZL4 - - 192,568 - $185,953 0.01
Fannie Mae Pool|3|01/01/2043, 3.00%, 01/01/43 FN 31417EMM0 - - 197,983 - $182,043 0.01
Fannie Mae Pool|3|10/01/2042, 3.00%, 10/01/42 FN 31418ALK2 - - 192,475 - $177,640 0.01
Ginnie Mae II Pool|4|02/20/2049, 4.00%, 02/20/49 G2 36179UMA7 - - 178,039 - $170,106 0.01
Ginnie Mae II Pool|4.5|11/20/2048, 4.50%, 11/20/48 G2 3617J6Q80 - - 170,867 - $169,121 0.01
Freddie Mac Pool|4.5|06/01/2049, 4.50%, 06/01/49 FR 31329Q5T4 - - 170,684 - $168,738 0.01
Fannie Mae Pool|4.5|06/01/2049, 4.50%, 06/01/49 FN 3140QBCV8 - - 153,242 - $160,065 0.01
Ginnie Mae II Pool|4|04/20/2049, 4.00%, 04/20/49 G2 36179UQT2 - - 155,834 - $148,919 0.01
Freddie Mac Pool|4|03/01/2047, 4.00%, 03/01/47 FR 3132ADY69 - - 150,983 - $147,493 0.01
Freddie Mac Pool|5|10/01/2052, 5.00%, 10/01/52 FR 3133BPL22 - - 147,281 - $147,173 0.01
Fannie Mae Pool|3|04/01/2038, 3.00%, 04/01/38 FN 31417GJ56 - - 160,021 - $146,834 0.01
Fannie Mae Pool|3.5|12/01/2047, 3.50%, 12/01/47 FN 3140J7UG8 - - 154,601 - $146,647 0.01
Fannie Mae Pool|3.5|08/01/2047, 3.50%, 08/01/47 FN 3140Q7DN4 - - 141,888 - $136,659 0.01
Ginnie Mae II Pool|4.5|07/20/2048, 4.50%, 07/20/48 G2 3617GDT77 - - 135,393 - $132,921 0.01
Fannie Mae Pool|4.5|04/01/2052, 4.50%, 04/01/52 FN 3140ML4R8 - - 134,182 - $130,549 0.01
Fannie Mae REMICS|5.488|10/25/2042, 5.49%, 10/25/42 FNR 3136AHG53 - - 132,778 - $130,224 0.01
Freddie Mac Pool|4.5|08/01/2048, 4.50%, 08/01/48 FR 3131Y2M21 - - 118,478 - $117,195 0.01
Freddie Mac Pool|3|08/01/2049, 3.00%, 08/01/49 FR 31334YMG9 - - 123,267 - $110,731 0.01
Freddie Mac Pool|4.5|03/01/2052, 4.50%, 03/01/52 FR 3133B9K78 - - 112,845 - $109,803 0.01
Fannie Mae Pool|3|08/01/2049, 3.00%, 08/01/49 FN 3140HAMH0 - - 117,503 - $105,598 0.01
Fannie Mae Pool|3|08/01/2049, 3.00%, 08/01/49 FN 3140JYSB3 - - 110,403 - $99,216 0.01
Sequoia Mortgage Trust 2019-CH3|4|09/25/2049, 4.00%, 09/25/49 SEMT 2019-CH3 81748GBN0 - - 106,870 - $96,735 0.01
Connecticut Avenue Securities Trust 2018-R07|7.538|04/25/2031, 7.54%, 04/25/31 CAS 2018-R07 20753QAE9 - - 96,097 - $96,697 0.01
Freddie Mac Pool|3|05/01/2031, 3.00%, 05/01/31 FR 3132A8GL7 - - 93,151 - $90,749 0.01
Fannie Mae Pool|3|05/01/2043, 3.00%, 05/01/43 FN 31418ATD0 - - 97,488 - $89,280 0.01
Lendingpoint 2022-A Asset Securitization Trust|1.68|06/15/2029, 1.68%, 06/15/29 LDPT 2022-A 52605AAA5 - - 86,667 - $86,729 0.01
Freddie Mac Pool|3|09/01/2032, 3.00%, 09/01/32 FR 3131XC5X1 - - 88,570 - $85,471 0.01
Freddie Mac Pool|5|09/01/2048, 5.00%, 09/01/48 FR 3131Y2YX0 - - 82,128 - $82,730 0.01
Fannie Mae REMICS|5.488|04/25/2036, 5.49%, 04/25/36 FNR 31395BU43 - - 79,432 - $78,510 0.01
Fannie Mae Pool|3|01/01/2047, 3.00%, 01/01/47 FN 3140F9WP6 - - 85,339 - $77,994 0.01
Connecticut Avenue Securities Trust 2019-R01|7.588|07/25/2031, 7.59%, 07/25/31 CAS 2019-R01 20754FAK8 - - 70,862 - $71,264 0.01
Fannie Mae Pool|3|11/01/2046, 3.00%, 11/01/46 FN 3138WJP93 - - 77,257 - $70,254 0.00
Fannie Mae Pool|3|12/01/2034, 3.00%, 12/01/34 FN 3140K1TP1 - - 68,476 - $66,024 0.00
Fannie Mae REMICS|0|10/25/2040, 0.00%, 10/25/40 FNR 31398NTM6 - - 41,248 - $64,857 0.00
Freddie Mac REMICS|5.60743|09/15/2040, 5.61%, 09/15/40 FHR 3137GAD20 - - 63,075 - $62,686 0.00
Freddie Mac REMICS|5.69743|10/15/2037, 5.70%, 10/15/37 FHR 31397KTJ0 - - 62,553 - $61,995 0.00
Fannie Mae Pool|3|11/01/2034, 3.00%, 11/01/34 FN 3140K3SF0 - - 64,282 - $61,682 0.00
Fannie Mae Pool|4.5|08/01/2049, 4.50%, 08/01/49 FN 3140JWB33 - - 61,544 - $60,781 0.00
Freddie Mac Pool|3|06/01/2043, 3.00%, 06/01/43 FR 3131Y4LZ5 - - 65,521 - $58,741 0.00
Freddie Mac Pool|3.5|08/01/2042, 3.50%, 08/01/42 FR 3131Y6P45 - - 59,457 - $56,296 0.00
Government National Mortgage Association|5.64843|02/20/2038, 5.65%, 02/20/38 GNR 38375PNL1 - - 55,218 - $54,733 0.00
Upstart Securitization Trust 2020-3|3.014|11/20/2030, 3.01%, 11/20/30 UPST 2020-3 91680EAB1 - - 53,739 - $53,783 0.00
Freddie Mac Pool|3.5|08/01/2042, 3.50%, 08/01/42 FR 31329L6W7 - - 54,698 - $51,771 0.00
Freddie Mac Pool|3|01/01/2033, 3.00%, 01/01/33 FR 3131XDFC4 - - 49,501 - $48,959 0.00
Fannie Mae Pool|3.5|01/01/2046, 3.50%, 01/01/46 FN 3140EU6G9 - - 45,659 - $44,073 0.00
Government National Mortgage Association|5.46843|07/20/2037, 5.47%, 07/20/37 GNR 38375KZS4 - - 43,473 - $42,648 0.00
Government National Mortgage Association|5.53543|10/16/2040, 5.54%, 10/16/40 GNR 38377MHV1 - - 41,194 - $41,096 0.00
Government National Mortgage Association|5.54843|07/20/2034, 5.55%, 07/20/34 GNR 38374JAT3 - - 40,045 - $39,707 0.00
Fannie Mae REMICS|5.638|02/25/2043, 5.64%, 02/25/43 FNR 3136AB4P5 - - 39,971 - $39,641 0.00
Government National Mortgage Association|5.64843|10/20/2037, 5.65%, 10/20/37 GNR 38375LPU8 - - 33,306 - $32,468 0.00
Freddie Mac REMICS|5.75743|03/15/2032, 5.76%, 03/15/32 FHR 31339W7G5 - - 31,762 - $31,932 0.00
Government National Mortgage Association|5.40543|08/16/2034, 5.41%, 08/16/34 GNR 38374HYS3 - - 30,479 - $30,179 0.00
Freddie Mac Pool|4.5|12/01/2048, 4.50%, 12/01/48 FR 3131Y8MN2 - - 30,260 - $30,111 0.00
Fannie Mae REMICS|5.538|04/25/2032, 5.54%, 04/25/32 FNR 31392EHN3 - - 28,842 - $28,693 0.00
Government National Mortgage Association|5.29843|08/20/2035, 5.30%, 08/20/35 GNR 38374LL25 - - 29,138 - $28,545 0.00
Government National Mortgage Association|5.64843|02/20/2038, 5.65%, 02/20/38 GNR 383742FU2 - - 27,352 - $27,126 0.00
Government National Mortgage Association|5.45843|06/20/2037, 5.46%, 06/20/37 GNR 38375KNR9 - - 27,197 - $26,755 0.00
Fannie Mae REMICS|5.638|09/25/2033, 5.64%, 09/25/33 FNR 31393E4W6 - - 26,441 - $26,494 0.00
Freddie Mac REMICS|5.40743|08/15/2040, 5.41%, 08/15/40 FHR 3137GAYQ4 - - 24,119 - $24,268 0.00
Fannie Mae REMICS|5.658|09/25/2037, 5.66%, 09/25/37 FNR 31396XPM0 - - 24,115 - $24,036 0.00
Fannie Mae REMICS|5.438|10/25/2035, 5.44%, 10/25/35 FNR 31394FUL7 - - 23,322 - $23,088 0.00
Government National Mortgage Association|5.34843|06/20/2035, 5.35%, 06/20/35 GNR 38374LHM6 - - 23,489 - $23,074 0.00
Freddie Mac REMICS|5.45743|02/15/2032, 5.46%, 02/15/32 FHR 31339NJN7 - - 21,678 - $21,646 0.00
Freddie Mac REMICS|5.50743|01/15/2033, 5.51%, 01/15/33 FHR 31393JAZ1 - - 20,915 - $20,853 0.00
Freddie Mac Pool|3|12/01/2047, 3.00%, 12/01/47 FR 3132ACH52 - - 22,335 - $20,462 0.00
Government National Mortgage Association|5.44843|07/20/2041, 5.45%, 07/20/41 GNR 38378EZ55 - - 18,945 - $18,881 0.00
Fannie Mae REMICS|5.688|04/25/2032, 5.69%, 04/25/32 FNR 31392CWW0 - - 17,735 - $17,781 0.00
Freddie Mac REMICS|5.35743|09/15/2035, 5.36%, 09/15/35 FHR 31396AFB5 - - 17,628 - $17,630 0.00
Fannie Mae Pool|3|01/01/2046, 3.00%, 01/01/46 FN 3140E9H66 - - 17,756 - $16,142 0.00
Government National Mortgage Association|5.50543|08/16/2029, 5.51%, 08/16/29 GNR 3837H2WA3 - - 15,416 - $15,546 0.00
Fannie Mae Pool|2.5|10/01/2031, 2.50%, 10/01/31 FN 3138WJDM7 - - 15,945 - $15,221 0.00
Fannie Mae REMICS|5.568|11/25/2040, 5.57%, 11/25/40 FNR 31398N2W3 - - 15,315 - $15,194 0.00
Freddie Mac REMICS|5.60743|07/15/2032, 5.61%, 07/15/32 FHR 31392RC58 - - 14,712 - $14,845 0.00
Freddie Mac Pool|3|12/01/2046, 3.00%, 12/01/46 FR 3131XVQW8 - - 16,020 - $14,575 0.00
Fannie Mae Pool|2.5|02/01/2032, 2.50%, 02/01/32 FN 3140J5EJ4 - - 14,434 - $13,805 0.00
Government National Mortgage Association|5.64843|10/20/2037, 5.65%, 10/20/37 GNR 38375LLN8 - - 13,884 - $13,709 0.00
Fannie Mae REMICS|5.538|09/25/2040, 5.54%, 09/25/40 FNR 31398NEX8 - - 13,304 - $13,332 0.00
Fannie Mae Pool|2.5|08/01/2031, 2.50%, 08/01/31 FN 3138WHP55 - - 13,925 - $13,313 0.00
Freddie Mac Pool|2.5|01/22/2031, 2.50%, 01/22/31 FR 3131XCKS5 - - 12,044 - $11,550 0.00
Ginnie Mae II Pool|5|01/20/2049, 5.00%, 01/20/49 G2 3617J6W91 - - 10,053 - $10,083 0.00
Fannie Mae REMICS|5.538|09/25/2042, 5.54%, 09/25/42 FNR 3136A8QW3 - - 10,161 - $9,922 0.00
Government National Mortgage Association|5.44843|04/20/2037, 5.45%, 04/20/37 GNR 38375JC86 - - 9,939 - $9,768 0.00
Government National Mortgage Association|5.70543|01/16/2040, 5.71%, 01/16/40 GNR 38376TSC7 - - 8,972 - $8,932 0.00
Fannie Mae Pool|4.5|07/01/2049, 4.50%, 07/01/49 FN 31418DC83 - - 6,044 - $6,053 0.00
Freddie Mac Pool|3|03/01/2043, 3.00%, 03/01/43 FR 3131Y6WK1 - - 3,107 - $2,844 0.00
Government National Mortgage Association|5.49843|06/20/2040, 5.50%, 06/20/40 GNR 38377JYJ6 - - 604.00 - $602 0.00
Fannie Mae or Freddie Mac|4.5|07/13/2023, 4.50%, 07/13/23 FNCL 01F042673 - - -32,799,439 - $-31,732,604 -2.24
Fannie Mae or Freddie Mac|3.5|07/13/2023, 3.50%, 07/13/23 FNCL 01F032674 - - -48,108,334 - $-44,086,718 -3.11
Fannie Mae or Freddie Mac|6|07/13/2023, 6.00%, 07/13/23 FNCL 01F060675 - - -58,395,446 - $-59,115,462 -4.17
Fannie Mae or Freddie Mac|4|07/13/2023, 4.00%, 07/13/23 FNCL 01F040677 - - -124,450,656 - $-117,455,409 -8.28
Fannie Mae or Freddie Mac|5.5|07/13/2023, 5.50%, 07/13/23 FNCL 01F052672 - - -216,802,552 - $-216,811,224 -15.28
Fannie Mae or Freddie Mac|5|07/13/2023, 5.00%, 07/13/23 FNCL 01F050676 - - -306,860,513 - $-302,385,259 -21.32
CBOT 5 Year US Treasury Note SEP 23 FVU3 - FUTURES_USD - -435.00 - $0 0.00
Ultra 10-Year US Treasury Note Futures SEP 23 UXYU3 - FUTURES_USD - -360.00 - $0 0.00
US DOLLAR USD - - - -1,114,530,943 - $-1,114,530,943 -78.57
ALMSUM ALMSUM - - $0.00 767,581,953 - $767,581,953 54.11
SEGREGATED CASH SEGCASH - - $0.00 3,236,096 - $3,236,096 0.23
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.