Please ensure Javascript is enabled for purposes of website accessibility Mortgage-Backed Securities ETF - Janus Henderson Investors
For Financial Professionals in the US

Mortgage-Backed Securities ETF Holdings

Full Portfolio Holdings

(As of 05/21/2024)

Ticker Cusip Underlying Security Strike Price Quantity (Shares/ Par/ Units/ Contracts) Notional Value Market Value Weight %
Fannie Mae or Freddie Mac|2.5|06/13/2024, 2.50%, 06/13/24 FNCL 01F022667 - - 1,796,842,096 - $1,460,687,080 36.12
Fannie Mae or Freddie Mac|3|06/13/2024, 3.00%, 06/13/24 FNCL 01F030660 - - 452,942,411 - $384,071,159 9.50
Fannie Mae or Freddie Mac|2|06/13/2024, 2.00%, 06/13/24 FNCL 01F020661 - - 376,104,255 - $292,243,537 7.23
Fannie Mae or Freddie Mac|4.5|06/13/2024, 4.50%, 06/13/24 FNCL 01F042665 - - 208,501,410 - $196,775,916 4.87
Ginnie Mae|3|06/20/2024, 3.00%, 06/20/24 G2SF 21H030666 - - 175,024,962 - $152,450,067 3.77
Ginnie Mae|5.5|06/20/2024, 5.50%, 06/20/24 G2SF 21H052660 - - 150,428,288 - $149,797,843 3.70
Ginnie Mae|5|06/20/2024, 5.00%, 06/20/24 G2SF 21H050664 - - 134,546,194 - $131,262,998 3.25
Fannie Mae Pool|4|10/01/2051, 4.00%, 10/01/51 FN 3140XGHK8 - - 134,810,386 - $127,095,860 3.14
Fannie Mae Pool|4|03/01/2051, 4.00%, 03/01/51 FN 3140XBJE1 - - 124,308,011 - $117,398,914 2.90
Ginnie Mae|4.5|06/20/2024, 4.50%, 06/20/24 G2SF 21H042661 - - 108,461,488 - $103,227,787 2.55
Ginnie Mae|4|06/20/2024, 4.00%, 06/20/24 G2SF 21H040665 - - 107,413,688 - $99,445,096 2.46
Freddie Mac Pool|6|09/01/2053, 6.00%, 09/01/53 FR 3132E0HX3 - - 70,896,542 - $72,041,151 1.78
Fannie Mae Pool|5.5|07/01/2053, 5.50%, 07/01/53 FN 3140QSNF4 - - 70,743,348 - $70,928,666 1.75
Fannie Mae Pool|5|08/01/2053, 5.00%, 08/01/53 FN 3140XNBZ6 - - 57,600,674 - $56,758,385 1.40
Fannie Mae Pool|6|07/01/2053, 6.00%, 07/01/53 FN 3140XLYC6 - - 54,901,650 - $55,765,465 1.38
Fannie Mae Pool|6.5|07/01/2053, 6.50%, 07/01/53 FN 3140XMAK2 - - 52,981,316 - $55,278,229 1.37
Ginnie Mae II Pool|6.5|12/20/2053, 6.50%, 12/20/53 G2 3622AC2C3 - - 51,747,266 - $53,705,180 1.33
Fannie Mae Pool|3.5|01/01/2052, 3.50%, 01/01/52 FN 3140XLTE8 - - 57,311,642 - $52,503,919 1.30
Freddie Mac Pool|5|09/01/2053, 5.00%, 09/01/53 FR 3132E0ZA3 - - 49,270,469 - $49,032,236 1.21
Freddie Mac Pool|5|10/01/2053, 5.00%, 10/01/53 FR 3132E0XG2 - - 49,659,584 - $48,933,832 1.21
Freddie Mac Pool|5|10/01/2053, 5.00%, 10/01/53 FR 3132E0SY9 - - 46,854,888 - $47,013,491 1.16
Fannie Mae Pool|6|10/01/2053, 6.00%, 10/01/53 FN 3140XMXS0 - - 45,351,700 - $46,055,187 1.14
Fannie Mae Pool|5.5|07/01/2053, 5.50%, 07/01/53 FN 3140XL5B0 - - 44,145,396 - $44,455,047 1.10
Ginnie Mae|3.5|06/20/2024, 3.50%, 06/20/24 G2SF 21H032662 - - 49,076,377 - $44,154,851 1.09
Ginnie Mae II Pool|6.5|01/20/2054, 6.50%, 01/20/54 G2 3622AC4N7 - - 42,533,553 - $44,142,856 1.09
Freddie Mac Pool|4|09/01/2048, 4.00%, 09/01/48 FR 3133USKN0 - - 45,423,228 - $42,870,952 1.06
Freddie Mac Pool|6.5|08/01/2053, 6.50%, 08/01/53 FR 3133KRUH5 - - 37,601,435 - $39,790,822 0.98
Freddie Mac Pool|5|08/01/2052, 5.00%, 08/01/52 FR 3132DNQJ5 - - 39,103,371 - $38,862,490 0.96
Fannie Mae Pool|3|12/01/2051, 3.00%, 12/01/51 FN 3140XJLW1 - - 43,764,396 - $38,203,152 0.94
Affirm Inc|6.27|05/15/2029, 6.27%, 05/15/29 AFFRM 2024-X1 00834XAA7 - - 36,451,000 - $36,558,684 0.90
GCAT|6.5|01/25/2054, 6.50%, 01/25/54 GCAT 2024-INV1 36831BBC7 - - 35,380,465 - $36,014,270 0.89
Fannie Mae Pool|2.5|06/01/2062, 2.50%, 06/01/62 FN 3140FXWG3 - - 44,253,593 - $35,559,039 0.88
Freddie Mac Pool|6|01/01/2053, 6.00%, 01/01/53 FR 3132DPM96 - - 34,071,744 - $34,929,860 0.86
Fannie Mae Pool|3.5|12/01/2062, 3.50%, 12/01/62 FN 3140FXX49 - - 39,936,024 - $34,812,900 0.86
Freddie Mac Pool|6|10/01/2053, 6.00%, 10/01/53 FR 3133KSC59 - - 33,543,000 - $34,773,365 0.86
Fannie Mae Pool|6|07/01/2053, 6.00%, 07/01/53 FN 3140XLTZ1 - - 32,379,618 - $33,169,745 0.82
Fannie Mae Pool|5.5|02/01/2053, 5.50%, 02/01/53 FN 3140N0FM2 - - 31,314,584 - $31,585,012 0.78
Freddie Mac Pool|5.5|06/01/2053, 5.50%, 06/01/53 FR 3132DQT48 - - 29,426,534 - $29,636,942 0.73
Fannie Mae Pool|5|04/01/2053, 5.00%, 04/01/53 FN 3140XKUQ1 - - 29,509,488 - $29,375,202 0.73
Freddie Mac Pool|6|09/01/2053, 6.00%, 09/01/53 FR 3133KR5L4 - - 28,404,351 - $29,318,549 0.73
Fannie Mae Pool|5|06/01/2053, 5.00%, 06/01/53 FN 3140XMMW3 - - 28,417,247 - $27,837,181 0.69
Freddie Mac STACR REMIC Trust 2021-HQA3|7.43002|09/25/2041, 7.43%, 09/25/41 STACR 2021-HQA3 35564KJP5 - - 26,457,865 - $26,747,918 0.66
Fannie Mae Pool|4|04/01/2050, 4.00%, 04/01/50 FN 3140XBWA4 - - 27,685,135 - $26,105,365 0.65
Freddie Mac Pool|5|03/01/2053, 5.00%, 03/01/53 FR 3132DP6B9 - - 26,464,242 - $25,997,185 0.64
Fannie Mae Pool|4|08/01/2051, 4.00%, 08/01/51 FN 3140XPA33 - - 26,773,923 - $25,238,584 0.62
Fannie Mae Pool|4|10/01/2051, 4.00%, 10/01/51 FN 3140XLJ33 - - 26,352,883 - $24,857,257 0.61
Fannie Mae Pool|4|03/01/2063, 4.00%, 03/01/63 FN 3140FXYK2 - - 27,043,714 - $24,556,006 0.61
Fannie Mae Pool|6|10/01/2053, 6.00%, 10/01/53 FN 3140A1VT1 - - 22,700,028 - $23,846,611 0.59
Freddie Mac Pool|5.5|08/01/2053, 5.50%, 08/01/53 FR 3132E0C42 - - 23,590,698 - $23,616,925 0.58
Fannie Mae Pool|4|10/01/2051, 4.00%, 10/01/51 FN 3140XLSS8 - - 24,268,125 - $23,191,899 0.57
Fannie Mae Pool|4|08/01/2051, 4.00%, 08/01/51 FN 3140XNCU6 - - 24,551,992 - $23,178,123 0.57
Fannie Mae Pool|5.5|09/01/2053, 5.50%, 09/01/53 FN 3140QS3W9 - - 22,042,443 - $22,286,011 0.55
Fannie Mae Pool|5.5|10/01/2052, 5.50%, 10/01/52 FN 3140QQN76 - - 22,049,229 - $22,260,630 0.55
Freddie Mac Pool|6|12/01/2052, 6.00%, 12/01/52 FR 3133KQGP5 - - 21,086,918 - $21,887,333 0.54
Fannie Mae - CAS|7.83002|10/25/2043, 7.83%, 10/25/43 CAS 2023-R08 20755CAB4 - - 20,760,000 - $21,547,385 0.53
Ginnie Mae|2.5|06/20/2024, 2.50%, 06/20/24 G2SF 21H022663 - - 25,296,414 - $21,222,806 0.52
Fannie Mae Pool|3.5|05/01/2052, 3.50%, 05/01/52 FN 3140XGZ85 - - 22,379,428 - $20,660,465 0.51
Fannie Mae Pool|4|09/01/2050, 4.00%, 09/01/50 FN 3140X8HQ3 - - 20,526,940 - $19,217,789 0.48
Freddie Mac Pool|6|10/01/2053, 6.00%, 10/01/53 FR 3133CFRM3 - - 18,750,479 - $19,159,991 0.47
Fannie Mae Pool|3.5|06/01/2052, 3.50%, 06/01/52 FN 3140QPHP5 - - 20,938,488 - $19,095,106 0.47
Fannie Mae Pool|6.5|02/01/2054, 6.50%, 02/01/54 FN 3140XN4B7 - - 18,266,346 - $19,091,320 0.47
Fannie Mae Pool|5|09/01/2053, 5.00%, 09/01/53 FN 3140XMH90 - - 19,441,368 - $19,046,081 0.47
Fannie Mae Connecticut Avenue Securities|7.33002|11/25/2041, 7.33%, 11/25/41 CAS 2021-R02 20754KAB7 - - 18,684,461 - $18,951,786 0.47
Fannie Mae Pool|5.5|01/01/2054, 5.50%, 01/01/54 FN 3140XNYL2 - - 17,317,547 - $18,028,181 0.45
Freddie Mac Pool|5|07/01/2053, 5.00%, 07/01/53 FR 3132DSA28 - - 17,386,473 - $17,525,035 0.43
Freddie Mac STACR REMIC Trust 2021-HQA4|9.08002|12/25/2041, 9.08%, 12/25/41 STACR 2021-HQA4 35564KPN3 - - 16,776,000 - $17,414,495 0.43
Fannie Mae Pool|6.5|11/01/2053, 6.50%, 11/01/53 FN 3140XM4W3 - - 16,530,574 - $17,213,304 0.43
Fannie Mae Pool|3.5|04/01/2049, 3.50%, 04/01/49 FN 3140QAXA3 - - 17,492,697 - $15,909,194 0.39
Fannie Mae Pool|5|08/01/2052, 5.00%, 08/01/52 FN 3140XH6R3 - - 15,850,556 - $15,844,811 0.39
Fannie Mae Pool|5|09/01/2052, 5.00%, 09/01/52 FN 3140QQD69 - - 15,802,846 - $15,502,042 0.38
Finance of America Structured|3.5|04/25/2074, 3.50%, 04/25/74 FASST 2024-S2 31739VAA2 - - 16,100,000 - $15,068,694 0.37
Connecticut Avenue Securities Trust 2021-R03|6.98002|12/25/2041, 6.98%, 12/25/41 CAS 2021-R03 20754AAB9 - - 14,835,000 - $15,018,041 0.37
Connecticut Avenue Securities Trust 2022-R02|8.33002|01/25/2042, 8.33%, 01/25/42 CAS 2022-R02 20754BAB7 - - 14,409,226 - $14,903,443 0.37
Fannie Mae Pool|5|07/01/2053, 5.00%, 07/01/53 FN 3140XMZ66 - - 14,464,990 - $14,567,572 0.36
Freddie Mac STACR REMIC Trust 2024-HQA1|6.58002|03/25/2044, 6.58%, 03/25/44 STACR 2024-HQA1 M1 35564NBX0 - - 14,352,602 - $14,437,956 0.36
Fannie Mae Pool|5|08/01/2053, 5.00%, 08/01/53 FN 3140QSTQ4 - - 14,325,241 - $14,392,094 0.36
Freddie Mac STACR REMIC Trust 2021-DNA7|7.13002|11/25/2041, 7.13%, 11/25/41 STACR 2021-DNA7 35564KMH9 - - 14,000,000 - $14,189,696 0.35
Fannie Mae Pool|4|06/01/2052, 4.00%, 06/01/52 FN 3140XPLX5 - - 14,612,989 - $13,606,879 0.34
Fannie Mae Pool|5|07/01/2053, 5.00%, 07/01/53 FN 3140XLYX0 - - 13,594,647 - $13,591,950 0.34
Fannie Mae Pool|4.5|10/01/2050, 4.50%, 10/01/50 FN 3140XMPC4 - - 13,520,463 - $13,361,200 0.33
Fannie Mae Pool|5.5|09/01/2052, 5.50%, 09/01/52 FN 3140QQEC5 - - 12,944,102 - $13,354,476 0.33
Fannie Mae - CAS|7.28002|03/25/2044, 7.28%, 03/25/44 CAS 2024-R03 207941AB1 - - 13,082,000 - $13,186,133 0.33
Freddie Mac Pool|6|10/01/2053, 6.00%, 10/01/53 FR 3133CFU72 - - 12,888,931 - $13,171,385 0.33
Fannie Mae Pool|4.5|12/01/2050, 4.50%, 12/01/50 FN 3140XL5Y0 - - 13,301,578 - $13,016,261 0.32
Fannie Mae Pool|5.5|11/01/2052, 5.50%, 11/01/52 FN 3140N4PF8 - - 12,798,376 - $13,014,377 0.32
Fannie Mae Pool|6|05/01/2053, 6.00%, 05/01/53 FN 3140NGLQ1 - - 12,723,704 - $12,984,737 0.32
Freddie Mac Pool|5.5|06/01/2053, 5.50%, 06/01/53 FR 3133C7QG5 - - 12,527,895 - $12,922,976 0.32
Freddie Mac Pool|4.5|09/01/2050, 4.50%, 09/01/50 FR 3132DNHU0 - - 13,196,024 - $12,832,850 0.32
Fannie Mae Pool|5|09/01/2053, 5.00%, 09/01/53 FN 3140XM5J1 - - 12,835,671 - $12,737,208 0.31
Woodward Capital Management|6.325|02/25/2044, 6.33%, 02/25/44 RCKT 2024-CES1 749424AB3 - - 12,577,745 - $12,735,879 0.31
Fannie Mae Pool|5.5|07/01/2053, 5.50%, 07/01/53 FN 3140NLSY6 - - 12,647,612 - $12,680,488 0.31
RCKT Mortgage Trust 2023-CES1|6.515|06/25/2043, 6.51%, 06/25/43 RCKT 74935WAA2 - - 12,481,263 - $12,624,805 0.31
Fannie Mae Pool|3.5|10/01/2050, 3.50%, 10/01/50 FN 3140XNEE0 - - 13,776,652 - $12,574,489 0.31
Fannie Mae Pool|4|05/01/2051, 4.00%, 05/01/51 FN 3140XGTV1 - - 13,038,977 - $12,302,828 0.30
FREMF 2017-K729 Mortgage Trust|0|11/25/2049, 0.00%, 11/25/49 FREMF 2017-K729 30306HAW0 - - 12,984,746 - $12,271,620 0.30
Freddie Mac Pool|6|09/01/2053, 6.00%, 09/01/53 FR 3133CDUZ5 - - 11,776,589 - $12,050,678 0.30
Alterna Funding LLC|6.26|05/16/2039, 6.26%, 05/16/39 TAX 2024-1A 02157JAA3 - - 12,020,000 - $12,038,811 0.30
Freddie Mac Pool|4.5|02/01/2051, 4.50%, 02/01/51 FR 3133KN3M3 - - 12,444,114 - $11,946,838 0.30
Fannie Mae Pool|4|10/01/2051, 4.00%, 10/01/51 FN 3140XNML5 - - 12,273,745 - $11,561,166 0.29
Fannie Mae - CAS|8.88002|10/25/2043, 8.88%, 10/25/43 CAS 2023-R08 20755CAF5 - - 10,982,476 - $11,529,434 0.29
U.S. Bank National Association|6.789|08/25/2032, 6.79%, 08/25/32 USCLN 2023-1 90357PAV6 - - 11,323,924 - $11,428,492 0.28
ACHM Mortgage Trust 2024-HE1|6.55|05/25/2039, 6.55%, 05/25/39 ACHM 2024-HE1 00449TAA3 - - 11,000,000 - $11,090,469 0.27
Freddie Mac Pool|6|11/01/2053, 6.00%, 11/01/53 FR 3133CG2E6 - - 10,211,115 - $11,086,920 0.27
Fannie Mae Pool|6|09/01/2053, 6.00%, 09/01/53 FN 3140A0A41 - - 10,363,490 - $11,037,980 0.27
Fannie Mae Pool|3.5|06/01/2052, 3.50%, 06/01/52 FN 3140XHL21 - - 11,931,388 - $10,877,739 0.27
Freddie Mac Pool|6|01/01/2053, 6.00%, 01/01/53 FR 3132DPMQ8 - - 10,547,253 - $10,744,234 0.27
Saluda Grade Alternative Mortg|7.5|02/25/2030, 7.50%, 02/25/30 GRADE 2024-RTL4 79584CAA9 - - 10,644,000 - $10,726,028 0.27
Fannie Mae REMICS|6|09/25/2052, 6.00%, 09/25/52 FNR 2022-65 3136BPCQ2 - - 10,520,304 - $10,346,757 0.26
Fannie Mae Pool|6|05/01/2054, 6.00%, 05/01/54 FN 3140ADPB1 - - 10,185,885 - $10,338,701 0.26
Freddie Mac STACR REMIC Trust 2021-HQA4|7.68002|12/25/2041, 7.68%, 12/25/41 STACR 2021-HQA4 35564KNS4 - - 10,089,878 - $10,152,848 0.25
Fannie Mae Pool|6|01/01/2053, 6.00%, 01/01/53 FN 3140N9T97 - - 9,942,680 - $10,127,349 0.25
Fannie Mae or Freddie Mac|5.5|06/13/2024, 5.50%, 06/13/24 FNCL 01F052664 - - 10,000,000 - $9,891,740 0.24
Saluda Grade Alternative Mortg|7.762|04/25/2030, 7.76%, 04/25/30 GRADE 2024-RTL5 A1 795935AA3 - - 9,627,000 - $9,780,599 0.24
Fannie Mae or Freddie Mac|5|06/13/2024, 5.00%, 06/13/24 FNCL 01F050668 - - 10,000,000 - $9,689,830 0.24
Freddie Mac STACR REMIC Trust 2024-DNA1|6.68002|02/25/2044, 6.68%, 02/25/44 STACR 2024-DNA1 35564NAX1 - - 9,606,848 - $9,674,491 0.24
Saluda Grade Alternative Mortgage Trust 2023-FIG4|6.718|11/25/2053, 6.72%, 11/25/53 GRADE 2023-FIG4 79581UAA2 - - 9,402,981 - $9,623,659 0.24
Mello Mortgage Capital Accepta|4|04/25/2054, 4.00%, 04/25/54 MELLO 58550DAA1 - - 9,800,000 - $9,336,641 0.23
Saluda Grade Alternative Mortgage Trust 2023-FIG3|7.067|08/25/2053, 7.07%, 08/25/53 GRADE 79582AAA5 - - 8,924,141 - $9,203,716 0.23
Rithm Capital Corp|8|04/01/2029, 8.00%, 04/01/29 RITM 64828TAB8 - - 9,213,000 - $9,114,587 0.23
Freddie Mac Pool|6|04/01/2054, 6.00%, 04/01/54 FR 3132DSYU0 - - 8,978,611 - $9,113,314 0.23
Government National Mortgage Association|6.5|08/20/2053, 6.50%, 08/20/53 GNR 2023-116 38384EFT7 - - 8,964,206 - $8,976,220 0.22
JPMorgan Chase Bank NA - CHASE|7.68133|10/25/2057, 7.68%, 10/25/57 CHASE 2020-CL1 46591HAG5 - - 8,816,125 - $8,970,660 0.22
Fannie Mae Pool|6|09/01/2053, 6.00%, 09/01/53 FN 3140A1T23 - - 8,725,263 - $8,919,560 0.22
Fannie Mae Pool|6|01/01/2053, 6.00%, 01/01/53 FN 3140XKB74 - - 8,618,060 - $8,781,632 0.22
Fannie Mae Pool|6.5|11/01/2053, 6.50%, 11/01/53 FN 3140A5T65 - - 8,344,498 - $8,626,107 0.21
Banc of America Merrill Lynch|1.25906|07/27/2050, 1.26%, 07/27/50 BAMLL 2024-FRR2 05493UAE6 - - 10,480,000 - $8,579,100 0.21
Fannie Mae - CAS|6.43002|02/25/2044, 6.43%, 02/25/44 CAS 2024-R02 20754GAA8 - - 8,287,716 - $8,329,562 0.21
AMCR ABS Trust 2023-1|7.66|01/21/2031, 7.66%, 01/21/31 AMCR 2023-1A 00178CAA7 - - 8,142,187 - $8,194,772 0.20
Fannie Mae Pool|6.5|05/01/2053, 6.50%, 05/01/53 FN 3140NGLT5 - - 7,894,407 - $8,183,013 0.20
Fannie Mae Pool|5.5|03/01/2053, 5.50%, 03/01/53 FN 3140N9J72 - - 8,155,065 - $8,144,557 0.20
Fannie Mae Pool|6|01/01/2053, 6.00%, 01/01/53 FN 3140NA6C2 - - 7,958,390 - $8,116,168 0.20
Santander Bank Auto Credit-Linked Notes Series 2023-B|5.933|12/15/2033, 5.93%, 12/15/33 SBCLN 2023-B 80290CCC6 - - 8,122,000 - $8,114,487 0.20
Brex Commercial Charge Card Master Trust|6.05|07/15/2027, 6.05%, 07/15/27 BREX 2024-1 05601DAE3 - - 7,750,000 - $7,749,595 0.19
PRPM 2024-RPL1 LLC|4.242366|12/25/2064, 4.24%, 12/25/64 PRPM 2024-RPL1 69380XAB8 - - 8,351,000 - $7,731,047 0.19
Fannie Mae Pool|5|12/01/2053, 5.00%, 12/01/53 FN 3140QTQT9 - - 7,672,015 - $7,635,591 0.19
Freddie Mac Pool|4.5|10/01/2050, 4.50%, 10/01/50 FR 3132DQZ82 - - 7,882,312 - $7,630,267 0.19
Mission Lane Credit Card Master Trust|7.23|07/17/2028, 7.23%, 07/17/28 MLANE 2023-A 60510MAN8 - - 7,565,000 - $7,618,348 0.19
Upstart Securitization Trust 2021-1|4.06|03/20/2031, 4.06%, 03/20/31 UPST 2021-1 91681NAC8 - - 7,670,869 - $7,554,937 0.19
Fannie Mae Pool|5.5|09/01/2053, 5.50%, 09/01/53 FN 3140A1TN7 - - 7,529,936 - $7,548,467 0.19
Fannie Mae Pool|6.5|11/01/2053, 6.50%, 11/01/53 FN 3140A5SH2 - - 7,024,064 - $7,493,092 0.19
Woodward Capital Management|6.291|04/25/2044, 6.29%, 04/25/44 RCKT 2024-CES2 74938PAB2 - - 7,343,442 - $7,415,031 0.18
Freddie Mac Pool|5|08/01/2052, 5.00%, 08/01/52 FR 3133BJNQ1 - - 7,106,701 - $7,385,691 0.18
Fannie Mae Pool|4|09/01/2050, 4.00%, 09/01/50 FN 3140X7ST7 - - 7,769,733 - $7,335,442 0.18
Bayview Opportunity Master Fun|6.63002|12/26/2031, 6.63%, 12/26/31 BVCLN 2024-CAR1 07336QAB8 - - 7,242,375 - $7,278,374 0.18
Freddie Mac Pool|5.5|06/01/2053, 5.50%, 06/01/53 FR 3133C4KZ6 - - 7,191,348 - $7,225,953 0.18
Freddie Mac Pool|6|12/01/2053, 6.00%, 12/01/53 FR 3133CKZD3 - - 7,045,537 - $7,187,338 0.18
Freddie Mac STACR REMIC Trust 2024-HQA1|7.33002|03/25/2044, 7.33%, 03/25/44 STACR 2024-HQA1 M2 35564NCA9 - - 7,000,000 - $7,066,606 0.17
ACHV ABS TRUST 2024-1PL|6.34|04/25/2031, 6.34%, 04/25/31 ACHV 2024-1PL 00092BAB0 - - 7,000,000 - $7,041,859 0.17
Tricolor Auto Securitization Trust 2024-2|6.36|12/15/2027, 6.36%, 12/15/27 TAST 2024-2A 89616PAA1 - - 6,948,000 - $6,948,827 0.17
Freddie Mac Pool|5|06/01/2053, 5.00%, 06/01/53 FR 3133C4WZ3 - - 7,055,915 - $6,896,786 0.17
Fannie Mae Pool|4.5|01/01/2050, 4.50%, 01/01/50 FN 3140XBJZ4 - - 7,049,431 - $6,842,436 0.17
BX Trust 2019-MMP|6.361|08/15/2036, 6.36%, 08/15/36 BX 2019-MMP 05606KAA0 - - 6,943,255 - $6,841,484 0.17
Freddie Mac STACR REMIC Trust 2022-HQA1|7.43002|03/25/2042, 7.43%, 03/25/42 STACR 2022-HQA1 35564KTA7 - - 6,691,096 - $6,785,270 0.17
Freddie Mac Pool|5.5|06/01/2053, 5.50%, 06/01/53 FR 3133C4W67 - - 6,791,267 - $6,781,198 0.17
Freddie Mac Pool|5.5|09/01/2053, 5.50%, 09/01/53 FR 3133CEP30 - - 6,713,392 - $6,736,229 0.17
Fannie Mae Pool|4|10/01/2050, 4.00%, 10/01/50 FN 3140XGXG9 - - 7,050,230 - $6,708,107 0.17
RAM 2024-1 LLC|6.669|02/15/2039, 6.67%, 02/15/39 RAM 2024-1 751313AA5 - - 6,581,160 - $6,591,060 0.16
Banc of America Merrill Lynch|.66383|01/27/2050, 0.66%, 01/27/50 BAML 054988AE0 - - 8,000,000 - $6,588,945 0.16
Freddie Mac Strips|2.5|01/25/2051, 2.50%, 01/25/51 FHS 375 3133Q5AA4 - - 41,033,418 - $6,579,535 0.16
Reach Abs Trust 2024-1|6.3|02/18/2031, 6.30%, 02/18/31 REACH 2024-1A 75526PAA9 - - 6,478,567 - $6,500,862 0.16
Fannie Mae Pool|4|03/01/2050, 4.00%, 03/01/50 FN 3140XFC25 - - 6,857,004 - $6,469,965 0.16
Freddie Mac Pool|4.5|09/01/2051, 4.50%, 09/01/51 FR 3132DP3P1 - - 6,666,116 - $6,427,416 0.16
Fannie Mae Pool|6.5|01/01/2053, 6.50%, 01/01/53 FN 3140NAYW7 - - 6,164,560 - $6,411,242 0.16
LHOME Mortgage Trust|7.017|01/25/2029, 7.02%, 01/25/29 LHOME 2024-RTL1 50205DAA7 - - 6,341,000 - $6,408,434 0.16
Fannie Mae Pool|6|05/01/2053, 6.00%, 05/01/53 FN 3140NGS68 - - 5,904,442 - $6,341,365 0.16
Connecticut Avenue Securities Trust 2021-R01|8.43002|10/25/2041, 8.43%, 10/25/41 CAS 2021-R01 20754RAF3 - - 6,100,000 - $6,315,747 0.16
Fannie Mae Pool|6.5|10/01/2053, 6.50%, 10/01/53 FN 3140A35K5 - - 5,996,727 - $6,226,066 0.15
Verus Securitization Trust|6.96769|12/25/2068, 6.97%, 12/25/68 VERUS 2023-8 92540DAC9 - - 6,071,589 - $6,163,097 0.15
Freddie Mac Pool|6|11/01/2053, 6.00%, 11/01/53 FR 3133CG6J1 - - 5,945,294 - $6,075,052 0.15
Freddie Mac Pool|6|11/01/2053, 6.00%, 11/01/53 FR 3133CHEK7 - - 5,919,247 - $6,054,552 0.15
Fannie Mae Pool|4|11/01/2047, 4.00%, 11/01/47 FN 3140Q7YC5 - - 6,445,227 - $6,049,246 0.15
Freddie Mac Strips|2|01/25/2051, 2.00%, 01/25/51 FHS 377 3133Q5E51 - - 45,569,600 - $6,006,164 0.15
Fannie Mae Pool|5.5|11/01/2052, 5.50%, 11/01/52 FN 3140N4PD3 - - 5,642,190 - $5,971,073 0.15
Freddie Mac Pool|6|09/01/2053, 6.00%, 09/01/53 FR 3133CEQL9 - - 5,764,297 - $5,912,933 0.15
Fannie Mae Pool|5.5|08/01/2052, 5.50%, 08/01/52 FN 3140MYAQ5 - - 5,660,103 - $5,900,851 0.15
Fannie Mae Pool|5|06/01/2053, 5.00%, 06/01/53 FN 3140NGL81 - - 6,034,362 - $5,897,246 0.15
FREED ABS Trust 2022-2CP|4.85|05/18/2029, 4.85%, 05/18/29 FREED 2022-2CP 35633LAC8 - - 5,793,376 - $5,776,492 0.14
Woodward Capital Management|7.108|09/25/2043, 7.11%, 09/25/43 RCKT 748956AB5 - - 5,693,861 - $5,763,253 0.14
Freddie Mac Pool|6.5|11/01/2053, 6.50%, 11/01/53 FR 3133CHX91 - - 5,278,196 - $5,640,667 0.14
Fannie Mae Pool|6|04/01/2053, 6.00%, 04/01/53 FN 3140NDHS9 - - 5,187,417 - $5,616,876 0.14
Woodward Capital Management|7.463|11/25/2043, 7.46%, 11/25/43 RCKT 749407AB8 - - 5,462,314 - $5,553,257 0.14
United States of America|8.03002|01/25/2044, 8.03%, 01/25/44 CAS 2024-R01 20753UAF7 - - 5,430,345 - $5,530,929 0.14
BX Trust 2021-SDMF|6.02048|09/15/2034, 6.02%, 09/15/34 BX 2021-SDMF 12434CAA2 - - 5,535,848 - $5,495,516 0.14
Fannie Mae Pool|6|05/01/2053, 6.00%, 05/01/53 FN 3140NGLS7 - - 5,374,568 - $5,458,139 0.13
LHOME Mortgage Trust|7.128|03/25/2029, 7.13%, 03/25/29 LHOME 2024-RTL2 50205JAA4 - - 5,293,684 - $5,369,533 0.13
Freddie Mac Pool|5|07/01/2053, 5.00%, 07/01/53 FR 3132DQ2Q8 - - 5,339,896 - $5,351,776 0.13
Freddie Mac Pool|6|12/01/2053, 6.00%, 12/01/53 FR 3133CLL61 - - 5,175,938 - $5,270,037 0.13
Freddie Mac Pool|4|07/01/2049, 4.00%, 07/01/49 FR 3133KGGH5 - - 5,481,024 - $5,131,795 0.13
Fannie Mae Pool|5.5|03/01/2053, 5.50%, 03/01/53 FN 3140NAUL5 - - 5,090,842 - $5,129,957 0.13
Fannie Mae Pool|5.5|11/01/2052, 5.50%, 11/01/52 FN 3140XJTC7 - - 5,069,670 - $5,118,723 0.13
Fannie Mae Pool|6.5|09/01/2053, 6.50%, 09/01/53 FN 3140A0BE8 - - 4,952,261 - $5,117,239 0.13
Gracie Point International Funding 2024-1 LLC|7.05761|03/01/2028, 7.06%, 03/01/28 GPIF 2024-1A A 38410KAA7 - - 5,000,000 - $5,101,256 0.13
Freddie Mac Pool|5|09/01/2053, 5.00%, 09/01/53 FR 3132E0LE0 - - 5,122,399 - $5,076,264 0.13
Freddie Mac Pool|5.5|03/01/2053, 5.50%, 03/01/53 FR 3133BX5Y3 - - 4,913,398 - $4,943,250 0.12
Arivo Acceptance Auto Loan Receivables Trust 2024-1|6.46|04/17/2028, 6.46%, 04/17/28 ARIVO 2024-1A 039943AA3 - - 4,915,892 - $4,923,408 0.12
Fannie Mae Pool|5.5|03/01/2053, 5.50%, 03/01/53 FN 3140NELG8 - - 4,563,356 - $4,825,764 0.12
Fannie Mae Pool|3.5|02/01/2052, 3.50%, 02/01/52 FN 3140QNGR7 - - 5,253,454 - $4,822,689 0.12
Fannie Mae Pool|5.5|03/01/2053, 5.50%, 03/01/53 FN 3140N9J49 - - 4,775,430 - $4,771,427 0.12
SREIT Trust 2021-MFP|6.51105|11/15/2038, 6.51%, 11/15/38 SREIT 2021-MFP 78472UAC2 - - 4,784,314 - $4,768,744 0.12
Fannie Mae Pool|5.5|03/01/2053, 5.50%, 03/01/53 FN 3140NEPG4 - - 4,728,467 - $4,737,911 0.12
US Auto Funding 2021-1|2.2|05/15/2026, 2.20%, 05/15/26 USAUT 2021-1A 90355EAC5 - - 4,747,944 - $4,661,716 0.12
Saluda Grade Alternative Mortgage Trust 2023-FIG3|7.712|08/25/2053, 7.71%, 08/25/53 GRADE 79582AAB3 - - 4,462,071 - $4,627,527 0.11
ACHV ABS TRUST 2023-3PL|7.17|08/19/2030, 7.17%, 08/19/30 ACHV 2023-3PL 000876AB8 - - 4,585,278 - $4,608,519 0.11
JP Morgan Mortgage Trust|6.019|06/25/2054, 6.02%, 06/25/54 JPMMT 2024-CES1 46658CAB7 - - 4,545,215 - $4,580,021 0.11
Freddie Mac Pool|5.5|01/01/2053, 5.50%, 01/01/53 FR 3133BVCR4 - - 4,515,942 - $4,563,889 0.11
Connecticut Avenue Securities Trust 2021-R01|6.88002|10/25/2041, 6.88%, 10/25/41 CAS 2021-R01 20754RAB2 - - 4,479,714 - $4,526,398 0.11
FHF Issuer Trust 2024-1|5.69|02/15/2030, 5.69%, 02/15/30 FHF 2024-1A 31568AAB2 - - 4,500,000 - $4,498,271 0.11
Fannie Mae REMICS|3.5|01/25/2061, 3.50%, 01/25/61 FNR 2020-98 3136BDLE6 - - 21,559,431 - $4,458,063 0.11
Fannie Mae Pool|3.5|04/01/2052, 3.50%, 04/01/52 FN 3140XHCF2 - - 4,871,413 - $4,457,080 0.11
BB-UBS Trust 2012-SHOW|3.4302|11/05/2036, 3.43%, 11/05/36 BBUBS 05538UAA1 - - 4,563,000 - $4,444,800 0.11
Fannie Mae Pool|4|11/01/2049, 4.00%, 11/01/49 FN 3140XHLR6 - - 4,692,313 - $4,429,754 0.11
Fannie Mae Pool|6|05/01/2053, 6.00%, 05/01/53 FN 3140NGLR9 - - 4,324,038 - $4,390,878 0.11
Fannie Mae Pool|5|03/01/2053, 5.00%, 03/01/53 FN 3140N9J64 - - 4,065,651 - $4,367,524 0.11
Woodward Capital Management|6.691|05/25/2044, 6.69%, 05/25/44 RCKT 2024-CES3 74942AAB9 - - 4,293,000 - $4,360,036 0.11
Freddie Mac Pool|5.5|09/01/2053, 5.50%, 09/01/53 FR 3133CC4K9 - - 4,291,837 - $4,321,184 0.11
Fannie Mae Pool|6|06/01/2053, 6.00%, 06/01/53 FN 3140NGL99 - - 4,249,593 - $4,315,508 0.11
Connecticut Avenue Securities Trust 2023-R06|8.03002|07/25/2043, 8.03%, 07/25/43 CAS 2023-R06 20754EAB1 - - 4,104,000 - $4,265,684 0.11
BHG Securitization Trust 2021-B|.9|10/17/2034, 0.90%, 10/17/34 BHG 2021-B 08862BAA3 - - 4,314,405 - $4,225,481 0.10
Fannie Mae Pool|5.5|05/01/2053, 5.50%, 05/01/53 FN 3140NGLP3 - - 4,207,390 - $4,201,309 0.10
Freddie Mac STACR REMIC Trust 2021-DNA6|6.13002|10/25/2041, 6.13%, 10/25/41 STACR 2021-DNA6 35564KKR9 - - 4,178,303 - $4,197,244 0.10
Freddie Mac Pool|5|05/01/2053, 5.00%, 05/01/53 FR 3133C2Y85 - - 4,283,771 - $4,186,049 0.10
Fannie Mae Pool|4.5|10/01/2050, 4.50%, 10/01/50 FN 3140XJAP8 - - 4,293,110 - $4,185,676 0.10
Blue Bridge Funding 2023-1 LLC|7.37|11/15/2030, 7.37%, 11/15/30 BBEF 2023-1A 09531MAA8 - - 4,137,001 - $4,165,321 0.10
Towd Point Mortgage Trust|7.294|10/25/2063, 7.29%, 10/25/63 TPMT 2023-CES2 89182FAA7 - - 4,022,733 - $4,121,966 0.10
Freddie Mac Pool|6.5|05/01/2053, 6.50%, 05/01/53 FR 3133C2ZC5 - - 3,963,640 - $4,098,657 0.10
Fannie Mae Pool|5.5|06/01/2053, 5.50%, 06/01/53 FN 3140NGME7 - - 4,094,938 - $4,089,967 0.10
Imperial Fund Mortgage Trust 2023-NQM1|5.941|02/25/2068, 5.94%, 02/25/68 IMPRL 2023-NQM1 45290BAA7 - - 4,067,852 - $4,063,476 0.10
Fannie Mae Pool|4|01/01/2051, 4.00%, 01/01/51 FN 3140XAY55 - - 4,269,187 - $4,024,619 0.10
Fannie Mae Pool|5|06/01/2053, 5.00%, 06/01/53 FN 3140XLXY9 - - 4,016,609 - $3,993,167 0.10
MHC Commercial Mortgage Trust 2021-MHC|6.232442|04/15/2038, 6.23%, 04/15/38 MHC 2021-MHC 55316VAA2 - - 3,984,664 - $3,974,593 0.10
Freddie Mac Pool|5.5|09/01/2053, 5.50%, 09/01/53 FR 3133CDHV9 - - 3,940,599 - $3,967,771 0.10
United States of America|6.38002|01/25/2044, 6.38%, 01/25/44 CAS 2024-R01 1M1 20753UAA8 - - 3,943,265 - $3,962,543 0.10
Connecticut Avenue Securities Trust 2023-R08|6.83002|10/25/2043, 6.83%, 10/25/43 CAS 2023-R08 20755CAA6 - - 3,920,289 - $3,955,858 0.10
Fannie Mae Pool|4|09/01/2049, 4.00%, 09/01/49 FN 3140X4WA0 - - 4,141,154 - $3,918,672 0.10
Freddie Mac Pool|4.5|12/01/2048, 4.50%, 12/01/48 FR 3132DNSD6 - - 4,043,511 - $3,910,935 0.10
Fannie Mae Pool|5.5|03/01/2053, 5.50%, 03/01/53 FN 3140NDU21 - - 3,864,856 - $3,893,208 0.10
BX Trust 2021-BXMF|6.62275|10/15/2026, 6.62%, 10/15/26 BX 2021-BXMF 05609RAJ3 - - 3,875,861 - $3,844,477 0.10
Fannie Mae Pool|5.5|02/01/2053, 5.50%, 02/01/53 FN 3140N9KD7 - - 3,846,806 - $3,843,703 0.10
Freddie Mac Pool|5.5|05/01/2053, 5.50%, 05/01/53 FR 3132DQGE0 - - 3,724,828 - $3,817,997 0.09
Angel Oak Mortgage Trust|4.95|07/25/2068, 4.95%, 07/25/68 AOMT 2024-5 03465YAC1 - - 3,937,001 - $3,775,769 0.09
Fannie Mae Pool|3|09/01/2050, 3.00%, 09/01/50 FN 31418DSK9 - - 4,314,239 - $3,751,483 0.09
Freddie Mac Pool|5.5|07/01/2052, 5.50%, 07/01/52 FR 3133BGDH8 - - 3,612,184 - $3,751,268 0.09
ACHV ABS TRUST 2024-1PL|6.42|04/25/2031, 6.42%, 04/25/31 ACHV 2024-1PL 00092BAC8 - - 3,705,000 - $3,722,836 0.09
Finance of America Structured|3.5|02/25/2074, 3.50%, 02/25/74 FASST 2024-S1 31740RAB6 - - 3,970,263 - $3,713,415 0.09
Freddie Mac Pool|5.5|01/01/2053, 5.50%, 01/01/53 FR 3133BVVB8 - - 3,656,467 - $3,688,103 0.09
Fannie Mae Pool|4|05/01/2050, 4.00%, 05/01/50 FN 31418DPL0 - - 3,903,708 - $3,681,977 0.09
Fannie Mae Pool|6|01/01/2053, 6.00%, 01/01/53 FN 3140N7TE0 - - 3,562,584 - $3,632,601 0.09
Angel Oak Mortgage Trust|4.95|07/25/2068, 4.95%, 07/25/68 AOMT 2024-5 03465YAB3 - - 3,750,000 - $3,632,422 0.09
Freddie Mac Pool|6|03/01/2053, 6.00%, 03/01/53 FR 3133C1P87 - - 3,529,913 - $3,595,329 0.09
Bayview Opportunity Master Fund VII Trust 2024-SN1|5.67|04/15/2027, 5.67%, 04/15/27 BVABS 2024-SN1A 072926AB4 - - 3,549,000 - $3,549,815 0.09
Fannie Mae Pool|5.5|04/01/2053, 5.50%, 04/01/53 FN 3140N9LF1 - - 3,549,460 - $3,544,374 0.09
Bayview Opportunity Master Fun|6.83002|12/26/2031, 6.83%, 12/26/31 BVCLN 2024-CAR1 07336QAC6 - - 3,524,622 - $3,542,670 0.09
Fannie Mae Pool|4|06/01/2050, 4.00%, 06/01/50 FN 31418DQJ4 - - 3,759,469 - $3,541,633 0.09
Freddie Mac Pool|4|06/01/2050, 4.00%, 06/01/50 FR 3132DNGU1 - - 3,721,980 - $3,532,491 0.09
Freddie Mac Pool|5.5|12/01/2053, 5.50%, 12/01/53 FR 3133CJWA5 - - 3,500,493 - $3,519,669 0.09
Freddie Mac Pool|5.5|05/01/2053, 5.50%, 05/01/53 FR 3133C2ZA9 - - 3,512,492 - $3,509,501 0.09
Santander Bank Auto Credit-Linked Notes Series 2023-B|5.64|12/15/2033, 5.64%, 12/15/33 SBCLN 2023-B 80290CCB8 - - 3,500,000 - $3,494,043 0.09
Fannie Mae Pool|6.5|05/01/2053, 6.50%, 05/01/53 FN 3140NGLV0 - - 3,388,090 - $3,489,412 0.09
Fannie Mae Pool|3|04/01/2052, 3.00%, 04/01/52 FN 3140MJ6R1 - - 3,973,543 - $3,479,026 0.09
Santander Drive Auto Receivables Trust 2021-4|1.26|02/16/2027, 1.26%, 02/16/27 SDART 2021-4 80285VAE9 - - 3,506,275 - $3,465,269 0.09
Freddie Mac Pool|6.5|12/01/2053, 6.50%, 12/01/53 FR 3133CKYJ1 - - 3,275,925 - $3,402,830 0.08
Saluda Grade Alternative Mortg|6.603|04/25/2054, 6.60%, 04/25/54 GRADE 2024-FIG5 79582MAB7 - - 3,367,000 - $3,398,496 0.08
Chase Mortgage Finance Corp|6.53002|02/25/2050, 6.53%, 02/25/50 CHASE 2021-CL1 46591HBX7 - - 3,369,916 - $3,386,380 0.08
Freddie Mac Pool|5.5|08/01/2052, 5.50%, 08/01/52 FR 3133BJP30 - - 3,318,574 - $3,345,071 0.08
Fannie Mae Pool|6|03/01/2053, 6.00%, 03/01/53 FN 3140NDRF6 - - 3,287,791 - $3,340,281 0.08
Fannie Mae Pool|3.5|04/01/2052, 3.50%, 04/01/52 FN 3140MJ7F6 - - 3,599,513 - $3,332,232 0.08
Fannie Mae Pool|4|03/01/2050, 4.00%, 03/01/50 FN 3140X8S24 - - 3,506,630 - $3,310,952 0.08
Freddie Mac Pool|6|04/01/2054, 6.00%, 04/01/54 FR 3133WBM37 - - 3,209,376 - $3,257,525 0.08
Santander Drive Auto Receivables Trust 2021-1|1.13|11/16/2026, 1.13%, 11/16/26 SDART 2021-1 80286NAG1 - - 3,292,958 - $3,232,519 0.08
Fannie Mae Pool|3.5|05/01/2052, 3.50%, 05/01/52 FN 3140MNP67 - - 3,527,708 - $3,217,081 0.08
M&T Equipment 2023-LEAF1 Notes|6.09|07/15/2030, 6.09%, 07/15/30 MTLRF 2023-1A 551925AA8 - - 3,195,542 - $3,200,619 0.08
Fannie Mae - CAS|7.13002|02/25/2044, 7.13%, 02/25/44 CAS 2024-R02 20754GAE0 - - 3,168,862 - $3,200,371 0.08
United States of America|7.13002|01/25/2044, 7.13%, 01/25/44 CAS 2024-R01 20753UAB6 - - 3,140,000 - $3,170,039 0.08
Freddie Mac Pool|5.5|05/01/2053, 5.50%, 05/01/53 FR 3133C2ZG6 - - 3,136,790 - $3,151,815 0.08
BX Trust 2021-BXMF|8.780993|10/15/2026, 8.78%, 10/15/26 BX 2021-BXMF 05609RAS3 - - 3,261,166 - $3,137,820 0.08
Freddie Mac Pool|5.5|04/01/2053, 5.50%, 04/01/53 FR 3133C1V98 - - 3,141,308 - $3,136,489 0.08
Freddie Mac Pool|5.5|04/01/2053, 5.50%, 04/01/53 FR 3133C0M41 - - 3,131,894 - $3,127,502 0.08
Freddie Mac Pool|5.5|09/01/2052, 5.50%, 09/01/52 FR 3133BMRH0 - - 3,037,506 - $3,125,781 0.08
Fannie Mae Pool|3.5|04/01/2052, 3.50%, 04/01/52 FN 3140MJ7G4 - - 3,396,861 - $3,105,525 0.08
Fannie Mae Pool|6|06/01/2053, 6.00%, 06/01/53 FN 3140NGMF4 - - 3,051,250 - $3,099,863 0.08
Banc of America Merrill Lynch|1.25906|07/27/2050, 1.26%, 07/27/50 BAMLL 2024-FRR2 05493UAG1 - - 3,900,000 - $3,083,740 0.08
Gracie Point International Fun|7.45761|03/01/2028, 7.46%, 03/01/28 GPIF 2024-1A 38410KAB5 - - 3,007,000 - $3,070,571 0.08
Bayview Opportunity Master Fund VII Trust 2024-SN1|5.66|03/15/2028, 5.66%, 03/15/28 BVABS 2024-SN1A 072926AC2 - - 3,000,000 - $3,005,024 0.07
Fannie Mae Pool|6|02/01/2053, 6.00%, 02/01/53 FN 3140NBWR8 - - 2,946,364 - $3,003,560 0.07
Freddie Mac Gold Pool|4|08/01/2048, 4.00%, 08/01/48 FG 3132Y1W79 - - 3,216,440 - $3,001,887 0.07
Freddie Mac Pool|5.5|06/01/2053, 5.50%, 06/01/53 FR 3133C4W42 - - 2,955,102 - $2,950,867 0.07
Freddie Mac Pool|5.5|04/01/2053, 5.50%, 04/01/53 FR 3133C1WC0 - - 2,944,503 - $2,940,149 0.07
Foundation Finance Trust 2023-2|6.53|06/15/2049, 6.53%, 06/15/49 FFIN 2023-2A 35042RAA4 - - 2,910,773 - $2,931,625 0.07
FIGRE Trust 2024-HE1|6.506|03/25/2054, 6.51%, 03/25/54 FIGRE 2024-HE1 31684HAB6 - - 2,924,823 - $2,930,370 0.07
PRP Advisors, LLC|3.75|03/25/2054, 3.75%, 03/25/54 PRPM 2024-RCF2 693987AA7 - - 3,075,546 - $2,928,325 0.07
Tricolor Auto Securitization Trust 2024-1|6.61|10/15/2027, 6.61%, 10/15/27 TAST 2024-1A 89616LAA0 - - 2,882,741 - $2,889,317 0.07
Government National Mortgage Association|0|05/16/2041, 0.00%, 05/16/41 GNR 2017-163 38380KNA9 - - 3,884,525 - $2,884,287 0.07
Freddie Mac Pool|5|05/01/2053, 5.00%, 05/01/53 FR 3133C2KM9 - - 2,947,041 - $2,879,666 0.07
American Credit Acceptance Receivables Trust 2023-3|6|03/12/2027, 6.00%, 03/12/27 ACAR 2023-3 02530EAA2 - - 2,808,972 - $2,815,323 0.07
Fannie Mae Pool|6|03/01/2053, 6.00%, 03/01/53 FN 3140NHAF5 - - 2,747,465 - $2,798,580 0.07
Fannie Mae Pool|3.5|07/01/2052, 3.50%, 07/01/52 FN 3140QPQ67 - - 3,078,331 - $2,788,047 0.07
New Residential Mortgage Loan|7.101|03/25/2039, 7.10%, 03/25/39 NRMLT 2024-RTL1 64831PAB1 - - 2,750,000 - $2,765,387 0.07
Fannie Mae Pool|6|06/01/2053, 6.00%, 06/01/53 FN 3140NGND8 - - 2,720,131 - $2,762,670 0.07
Fannie Mae Pool|5.5|04/01/2053, 5.50%, 04/01/53 FN 3140N9LT1 - - 2,659,491 - $2,756,537 0.07
Freddie Mac Pool|5|05/01/2053, 5.00%, 05/01/53 FR 3133C2DM7 - - 2,815,374 - $2,750,923 0.07
Freddie Mac Pool|5.5|06/01/2053, 5.50%, 06/01/53 FR 3133C4ZB3 - - 2,753,784 - $2,749,241 0.07
Extended Stay America Trust 2021-ESH|7.68148|07/15/2038, 7.68%, 07/15/38 ESA 2021-ESH 30227FAJ9 - - 2,738,997 - $2,742,627 0.07
Fannie Mae Pool|5|05/01/2053, 5.00%, 05/01/53 FN 3140NGLL2 - - 2,803,867 - $2,739,510 0.07
Santander Bank Auto Credit-Linked Notes Series 2022-B|5.721|08/16/2032, 5.72%, 08/16/32 SBCLN 2022-B 80290CAX2 - - 2,736,208 - $2,738,253 0.07
Fannie Mae Pool|5.5|10/01/2053, 5.50%, 10/01/53 FN 3140A1VD6 - - 2,729,577 - $2,737,972 0.07
Fannie Mae Pool|6|10/01/2053, 6.00%, 10/01/53 FN 3140A34Y6 - - 2,648,992 - $2,708,838 0.07
MHC Trust 2021-MHC2|6.28148|05/15/2038, 6.28%, 05/15/38 MHC 2021-MHC2 55293AAA5 - - 2,703,022 - $2,693,669 0.07
LAD Auto Receivables Trust 2023-2|5.93|06/15/2027, 5.93%, 06/15/27 LADAR 2023-2A 505713AB3 - - 2,659,315 - $2,663,140 0.07
Freddie Mac - STACR|7.28002|02/25/2044, 7.28%, 02/25/44 STACR 2024-DNA1 35564NBA0 - - 2,617,368 - $2,652,381 0.07
Freddie Mac Pool|3|06/01/2052, 3.00%, 06/01/52 FR 3132DQ4G8 - - 3,076,009 - $2,647,690 0.07
Freddie Mac Pool|5.5|03/01/2053, 5.50%, 03/01/53 FR 3133BXJV4 - - 2,624,518 - $2,643,409 0.07
Freddie Mac Pool|5.5|03/01/2053, 5.50%, 03/01/53 FR 3133BWYR8 - - 2,556,862 - $2,619,285 0.06
Fannie Mae Pool|6.5|05/01/2053, 6.50%, 05/01/53 FN 3140NGLU2 - - 2,511,864 - $2,595,460 0.06
Santander Bank Auto Credit-Linked Notes Series 2022-A|5.281|05/15/2032, 5.28%, 05/15/32 SBCLN 2022-A 80290CAS3 - - 2,600,549 - $2,588,855 0.06
Lendingpoint 2021-A Asset Securitization Trust|2.75|12/15/2028, 2.75%, 12/15/28 LDPT 2021-A 52607FAC8 - - 2,615,310 - $2,569,193 0.06
Fannie Mae Pool|6.5|08/01/2053, 6.50%, 08/01/53 FN 3140NRPT7 - - 2,407,612 - $2,490,675 0.06
Fannie Mae Pool|6|04/01/2053, 6.00%, 04/01/53 FN 3140N9LU8 - - 2,440,229 - $2,478,050 0.06
JPMorgan Chase Bank NA - CHASE|7.93133|10/25/2057, 7.93%, 10/25/57 CHASE 2020-CL1 46591HAH3 - - 2,405,038 - $2,448,501 0.06
Santander Drive Auto Receivables Trust 2022-2|3.44|09/15/2027, 3.44%, 09/15/27 SDART 2022-2 80286MAD0 - - 2,472,491 - $2,443,185 0.06
Freddie Mac Pool|6|06/01/2053, 6.00%, 06/01/53 FR 3133C4W75 - - 2,398,969 - $2,436,111 0.06
Fannie Mae Pool|4|04/01/2052, 4.00%, 04/01/52 FN 3140XGZE2 - - 2,542,802 - $2,415,576 0.06
Fannie Mae Pool|4|10/01/2051, 4.00%, 10/01/51 FN 3140XJKP7 - - 2,517,468 - $2,403,839 0.06
Fannie Mae Pool|5.5|09/01/2053, 5.50%, 09/01/53 FN 3140NNSB2 - - 2,381,797 - $2,397,873 0.06
A&D Mortgage Trust 2023-NQM2|6.132|05/25/2068, 6.13%, 05/25/68 ADMT 2023-NQM2 00002DAA7 - - 2,374,735 - $2,378,851 0.06
Lendbuzz Securitization Trust 2023-2|7.09|10/16/2028, 7.09%, 10/16/28 LBZZ 2023-2A 52608MAB4 - - 2,355,724 - $2,376,956 0.06
Freddie Mac Pool|6.5|05/01/2053, 6.50%, 05/01/53 FR 3133C2ZD3 - - 2,299,495 - $2,375,794 0.06
Freddie Mac Pool|3.5|04/01/2052, 3.50%, 04/01/52 FR 3133B9MB7 - - 2,575,270 - $2,358,882 0.06
Fannie Mae Pool|4.5|10/01/2050, 4.50%, 10/01/50 FN 3140QFWK1 - - 2,331,160 - $2,351,166 0.06
Freddie Mac Pool|5|05/01/2053, 5.00%, 05/01/53 FR 3133C2KK3 - - 2,404,000 - $2,348,898 0.06
Santander Bank NA - SBCLN|1.833|12/15/2031, 1.83%, 12/15/31 SBCLN 2021-1A 80290CAE4 - - 2,373,553 - $2,340,937 0.06
Connecticut Avenue Securities Trust 2023-R03|7.83002|04/25/2043, 7.83%, 04/25/43 CAS 2023-R03 20753ACJ1 - - 2,277,473 - $2,329,438 0.06
Freddie Mac Pool|6.5|06/01/2053, 6.50%, 06/01/53 FR 3133C4J62 - - 2,239,585 - $2,315,581 0.06
Freddie Mac Pool|3.5|04/01/2052, 3.50%, 04/01/52 FR 3133BAFM8 - - 2,512,769 - $2,298,806 0.06
Freddie Mac Pool|5.5|05/01/2053, 5.50%, 05/01/53 FR 3133C2KS6 - - 2,279,300 - $2,275,755 0.06
Fannie Mae Pool|5.5|03/01/2053, 5.50%, 03/01/53 FN 3140NC6J3 - - 2,245,059 - $2,261,507 0.06
Freddie Mac Pool|5.5|04/01/2053, 5.50%, 04/01/53 FR 3133C04C3 - - 2,232,875 - $2,229,854 0.06
Freddie Mac Strips|2|01/25/2051, 2.00%, 01/25/51 FHS 377 3133Q5E85 - - 16,054,609 - $2,203,698 0.05
Fannie Mae Pool|4.5|07/01/2052, 4.50%, 07/01/52 FN 3140MSCJ2 - - 2,277,171 - $2,199,948 0.05
NRZ Excess Spread-Collateralized Notes|3.104|07/25/2026, 3.10%, 07/25/26 NZES 2021-FHT1 62955MAB2 - - 2,329,100 - $2,199,229 0.05
Fannie Mae Pool|6|02/01/2053, 6.00%, 02/01/53 FN 3140NCRF8 - - 2,141,188 - $2,180,785 0.05
Freddie Mac Pool|4|12/01/2048, 4.00%, 12/01/48 FR 3133USG21 - - 2,323,844 - $2,179,351 0.05
Fannie Mae Pool|3|05/01/2050, 3.00%, 05/01/50 FN 3140K8U25 - - 2,475,339 - $2,166,620 0.05
Fannie Mae Pool|5.5|05/01/2053, 5.50%, 05/01/53 FN 3140NGLN8 - - 2,144,856 - $2,142,365 0.05
Chase Mortgage Finance Corp|6.88002|02/25/2050, 6.88%, 02/25/50 CHASE 2021-CL1 46591HBZ2 - - 2,197,747 - $2,133,569 0.05
Connecticut Avenue Securities Trust 2021-R03|6.18002|12/25/2041, 6.18%, 12/25/41 CAS 2021-R03 20754AAA1 - - 2,125,582 - $2,132,782 0.05
Freddie Mac Pool|4|03/01/2050, 4.00%, 03/01/50 FR 3132DNWL3 - - 2,205,295 - $2,079,486 0.05
Fannie Mae Pool|6.5|05/01/2053, 6.50%, 05/01/53 FN 3140NGLH1 - - 2,005,173 - $2,063,364 0.05
Fannie Mae Pool|5.5|05/01/2053, 5.50%, 05/01/53 FN 3140N9MD5 - - 2,059,296 - $2,056,445 0.05
PRPM 2021-RPL2 LLC|2.485|10/25/2051, 2.48%, 10/25/51 PRPM 2021-RPL2 69357QAC0 - - 2,600,000 - $2,046,799 0.05
Fannie Mae Pool|6|04/01/2053, 6.00%, 04/01/53 FN 3140N9MA1 - - 2,015,183 - $2,046,404 0.05
Connecticut Avenue Securities Trust 2022-R03|7.43002|03/25/2042, 7.43%, 03/25/42 CAS 2022-R03 20753XAA2 - - 2,004,056 - $2,041,230 0.05
Freddie Mac Pool|5|06/01/2053, 5.00%, 06/01/53 FR 3133C4J54 - - 2,081,095 - $2,039,208 0.05
Freddie Mac Pool|6|05/01/2053, 6.00%, 05/01/53 FR 3133C2G51 - - 2,002,437 - $2,033,759 0.05
Freddie Mac Pool|5.5|06/01/2053, 5.50%, 06/01/53 FR 3133C4AS3 - - 1,999,723 - $1,997,126 0.05
Fannie Mae Pool|4|08/01/2050, 4.00%, 08/01/50 FN 3140X8UA3 - - 2,126,135 - $1,987,527 0.05
Freddie Mac Pool|5|05/01/2053, 5.00%, 05/01/53 FR 3133C2G44 - - 2,026,643 - $1,983,531 0.05
Chase Mortgage Finance Corp|6.68002|02/25/2050, 6.68%, 02/25/50 CHASE 2021-CL1 46591HBY5 - - 1,979,826 - $1,978,356 0.05
Freddie Mac Pool|6|03/01/2053, 6.00%, 03/01/53 FR 3133BXDH1 - - 1,930,132 - $1,965,899 0.05
Fannie Mae Pool|4|11/01/2048, 4.00%, 11/01/48 FN 31418C4F8 - - 2,082,422 - $1,965,075 0.05
Freddie Mac Pool|3.5|04/01/2052, 3.50%, 04/01/52 FR 3132DNBL6 - - 2,128,833 - $1,951,318 0.05
BX Commercial Mortgage Trust 2021-21M|6.16148|10/15/2036, 6.16%, 10/15/36 BX 2021-21M 05609CAA5 - - 1,957,252 - $1,945,629 0.05
Connecticut Avenue Securities Trust 2022-R01|6.33002|12/25/2041, 6.33%, 12/25/41 CAS 2022-R01 20754LAA7 - - 1,934,410 - $1,945,370 0.05
Fannie Mae Pool|3.5|09/01/2049, 3.50%, 09/01/49 FN 3140X5SG9 - - 2,081,644 - $1,903,433 0.05
Fannie Mae Pool|3.5|01/01/2052, 3.50%, 01/01/52 FN 3140QM6T6 - - 2,075,048 - $1,891,483 0.05
Fannie Mae Pool|5.5|06/01/2053, 5.50%, 06/01/53 FN 3140NGMJ6 - - 1,879,323 - $1,876,256 0.05
Fannie Mae Pool|6.5|06/01/2053, 6.50%, 06/01/53 FN 3140NGMK3 - - 1,808,858 - $1,861,707 0.05
Freddie Mac Pool|4|08/01/2050, 4.00%, 08/01/50 FR 3132E05R9 - - 1,976,841 - $1,857,332 0.05
Towd Point Mortgage Trust|6.049|01/25/2064, 6.05%, 01/25/64 TPMT 2024-CES1 89183CAB1 - - 1,829,981 - $1,844,585 0.05
Freddie Mac Pool|3|08/01/2049, 3.00%, 08/01/49 FR 31334YHQ3 - - 2,089,877 - $1,844,335 0.05
Freddie Mac STACR REMIC Trust 2021-DNA5|6.98002|01/25/2034, 6.98%, 01/25/34 STACR 2021-DNA5 35564KHE2 - - 1,822,318 - $1,843,248 0.05
Freddie Mac Pool|5.5|04/01/2053, 5.50%, 04/01/53 FR 3133BX6X4 - - 1,834,758 - $1,832,534 0.05
Freddie Mac Pool|5.5|06/01/2053, 5.50%, 06/01/53 FR 3133C4CR3 - - 1,834,897 - $1,832,119 0.05
Freddie Mac Pool|5.5|05/01/2053, 5.50%, 05/01/53 FR 3133C14P2 - - 1,804,571 - $1,801,637 0.04
Freddie Mac Pool|5.5|10/01/2053, 5.50%, 10/01/53 FR 3133CFVA4 - - 1,797,094 - $1,799,876 0.04
Freddie Mac Pool|5.5|03/01/2053, 5.50%, 03/01/53 FR 3133BW6H1 - - 1,794,305 - $1,791,860 0.04
Fannie Mae Pool|6|04/01/2053, 6.00%, 04/01/53 FN 3140N9LG9 - - 1,740,820 - $1,768,213 0.04
Freddie Mac Pool|5.5|04/01/2053, 5.50%, 04/01/53 FR 3133C0D25 - - 1,766,609 - $1,765,923 0.04
Fannie Mae Pool|4|04/01/2050, 4.00%, 04/01/50 FN 3140QDFP4 - - 1,856,307 - $1,735,284 0.04
Freddie Mac Pool|5|06/01/2053, 5.00%, 06/01/53 FR 3133C4W34 - - 1,751,877 - $1,711,716 0.04
Freddie Mac Pool|6|05/01/2053, 6.00%, 05/01/53 FR 3133C4AT1 - - 1,670,446 - $1,698,161 0.04
Connecticut Avenue Securities Trust 2024-R01|9.33002|01/25/2044, 9.33%, 01/25/44 CAS 2024-R01 20753UAJ9 - - 1,640,000 - $1,686,650 0.04
Lendingpoint 2022-C Asset Securitization Trust|6.56|02/15/2030, 6.56%, 02/15/30 LDPT 2022-C 525919AA4 - - 1,675,524 - $1,678,079 0.04
Fannie Mae Pool|4|07/01/2048, 4.00%, 07/01/48 FN 31418CYM0 - - 1,775,425 - $1,673,667 0.04
Freddie Mac Pool|6.5|05/01/2053, 6.50%, 05/01/53 FR 3133C2ZE1 - - 1,623,092 - $1,671,649 0.04
Freddie Mac Pool|6.5|06/01/2053, 6.50%, 06/01/53 FR 3133C4ZD9 - - 1,571,110 - $1,624,467 0.04
Santander Bank Auto Credit-Linked Notes Series 2022-C|6.986|12/15/2032, 6.99%, 12/15/32 SBCLN 2022-C 80290CBG8 - - 1,614,897 - $1,622,205 0.04
Freddie Mac Gold Pool|4|09/01/2048, 4.00%, 09/01/48 FG 3132Y2M37 - - 1,729,329 - $1,613,972 0.04
PRPM 2021-RPL2 LLC|2.237|10/25/2051, 2.24%, 10/25/51 PRPM 2021-RPL2 69357QAB2 - - 2,000,000 - $1,612,301 0.04
Santander Drive Auto Receivables Trust 2023-3|6.08|08/17/2026, 6.08%, 08/17/26 SDART 2023-3 80285XAB1 - - 1,607,782 - $1,611,310 0.04
CIM Trust 2021-NR1|5.569|07/25/2055, 5.57%, 07/25/55 CIM 2021-NR1 12565YAA5 - - 1,614,374 - $1,602,860 0.04
Fannie Mae Pool|5.5|03/01/2053, 5.50%, 03/01/53 FN 3140NCWW5 - - 1,581,916 - $1,592,422 0.04
Fannie Mae Pool|4.5|06/01/2048, 4.50%, 06/01/48 FN 3140Q9ED1 - - 1,638,384 - $1,584,678 0.04
Towd Point Mortgage Trust 2023-CES1|6.75|07/25/2063, 6.75%, 07/25/63 TPMT 2023-CES1 89181XAM3 - - 1,546,940 - $1,575,473 0.04
Prosper Marketplace Issuance Trust Series 2024-1|6.12|08/15/2029, 6.12%, 08/15/29 PMIT 2024-1A 74363CAA7 - - 1,535,189 - $1,537,308 0.04
Angel Oak Mortgage Trust|4.8|11/26/2068, 4.80%, 11/26/68 AOMT 2024-3 03466HAB9 - - 1,565,182 - $1,516,542 0.04
Fannie Mae Pool|5|05/01/2053, 5.00%, 05/01/53 FN 3140N9MH6 - - 1,540,216 - $1,504,895 0.04
Reach ABS Trust 2023-1|7.05|02/18/2031, 7.05%, 02/18/31 REACH 2023-1A 75525AAA3 - - 1,458,925 - $1,467,673 0.04
Fannie Mae Pool|5.5|01/01/2053, 5.50%, 01/01/53 FN 3140LW5M5 - - 1,432,759 - $1,445,812 0.04
Freddie Mac STACR REMIC Trust 2022-DNA2|6.63002|02/25/2042, 6.63%, 02/25/42 STACR 2022-DNA2 35564KRE1 - - 1,431,325 - $1,441,222 0.04
Fannie Mae Pool|3|03/01/2046, 3.00%, 03/01/46 FN 3138WGR97 - - 1,629,970 - $1,434,664 0.04
Freddie Mac Pool|5.5|11/01/2052, 5.50%, 11/01/52 FR 3133BPZ27 - - 1,420,121 - $1,431,361 0.04
Fannie Mae Pool|4.5|12/01/2050, 4.50%, 12/01/50 FN 3140XBSP6 - - 1,488,712 - $1,429,830 0.04
Freddie Mac Pool|5.5|05/01/2053, 5.50%, 05/01/53 FR 3133C2FP8 - - 1,424,751 - $1,422,439 0.04
Fannie Mae Pool|5.5|05/01/2053, 5.50%, 05/01/53 FN 3140NJDA9 - - 1,399,845 - $1,408,816 0.03
Upstart Securitization Trust 2021-5|2.49|11/20/2031, 2.49%, 11/20/31 UPST 2021-5 91679JAB3 - - 1,426,219 - $1,408,779 0.03
Fannie Mae Pool|6|12/01/2052, 6.00%, 12/01/52 FN 3140N4EC7 - - 1,382,081 - $1,408,105 0.03
Freddie Mac Pool|3|03/01/2052, 3.00%, 03/01/52 FR 3133B7FX1 - - 1,614,650 - $1,402,732 0.03
Fannie Mae Pool|4|10/01/2047, 4.00%, 10/01/47 FN 31418CQB3 - - 1,465,017 - $1,381,813 0.03
Fannie Mae Pool|5.5|10/01/2053, 5.50%, 10/01/53 FN 3140A34G5 - - 945,757 - $1,359,375 0.03
Freddie Mac Pool|4|07/01/2049, 4.00%, 07/01/49 FR 3132DV3L7 - - 1,433,538 - $1,347,724 0.03
Fannie Mae Pool|4|03/01/2050, 4.00%, 03/01/50 FN 3140XDEL6 - - 1,430,569 - $1,344,336 0.03
Freddie Mac Pool|5.5|07/01/2053, 5.50%, 07/01/53 FR 3133C7WH6 - - 1,329,102 - $1,341,795 0.03
Fannie Mae Pool|5|05/01/2048, 5.00%, 05/01/48 FN 3140HBFX1 - - 1,338,218 - $1,329,138 0.03
Freddie Mac Pool|5.5|05/01/2053, 5.50%, 05/01/53 FR 3133C2ZB7 - - 1,321,539 - $1,319,407 0.03
Fannie Mae Pool|3|02/01/2057, 3.00%, 02/01/57 FN 3140FXFH0 - - 1,551,436 - $1,307,581 0.03
Freddie Mac Pool|5|06/01/2053, 5.00%, 06/01/53 FR 3133C4AR5 - - 1,330,616 - $1,304,177 0.03
Freddie Mac Pool|4|06/01/2049, 4.00%, 06/01/49 FR 3132AEJ80 - - 1,381,013 - $1,303,228 0.03
Freddie Mac Pool|4.5|07/01/2049, 4.50%, 07/01/49 FR 3133KGF45 - - 1,350,714 - $1,301,767 0.03
Freddie Mac Pool|5|04/01/2053, 5.00%, 04/01/53 FR 3133C04B5 - - 1,316,748 - $1,288,404 0.03
Fannie Mae Pool|6|04/01/2053, 6.00%, 04/01/53 FN 3140NGH52 - - 1,260,241 - $1,284,629 0.03
Freddie Mac Pool|5.5|05/01/2053, 5.50%, 05/01/53 FR 3133C2KR8 - - 1,256,286 - $1,254,259 0.03
Exeter Automobile Receivables Trust 2023-1|5.58|04/15/2026, 5.58%, 04/15/26 EART 2023-1A 30168BAC4 - - 1,231,203 - $1,232,393 0.03
Fannie Mae Connecticut Avenue Securities|8.63002|11/25/2041, 8.63%, 11/25/41 CAS 2021-R02 20754KAF8 - - 1,150,000 - $1,197,432 0.03
Fannie Mae Pool|5.5|11/01/2052, 5.50%, 11/01/52 FN 3140N43N5 - - 1,178,380 - $1,187,034 0.03
Marlette Funding Trust 2023-1|6.07|04/15/2033, 6.07%, 04/15/33 MFT 2023-1A 57110PAA9 - - 1,162,740 - $1,163,929 0.03
Freddie Mac Pool|6|05/01/2053, 6.00%, 05/01/53 FR 3133C2KU1 - - 1,135,213 - $1,153,545 0.03
Fannie Mae Pool|3.5|04/01/2052, 3.50%, 04/01/52 FN 3140MHU56 - - 1,224,777 - $1,140,915 0.03
Freddie Mac Pool|4.5|08/01/2049, 4.50%, 08/01/49 FR 3133KGJ90 - - 1,182,941 - $1,139,507 0.03
FREED ABS Trust 2021-3FP|2.37|11/20/2028, 2.37%, 11/20/28 FREED 2021-3FP 30322MAD1 - - 1,165,224 - $1,136,924 0.03
Fannie Mae Pool|4|02/01/2049, 4.00%, 02/01/49 FN 3140X4X43 - - 1,206,138 - $1,136,122 0.03
Pagaya AI Debt Trust 2022-1|2.03|10/15/2029, 2.03%, 10/15/29 PAID 2022-1 69546MAA5 - - 1,137,326 - $1,128,662 0.03
Freddie Mac Pool|5.5|07/01/2053, 5.50%, 07/01/53 FR 3133C7HP5 - - 1,120,882 - $1,128,563 0.03
Fannie Mae Pool|6.5|03/01/2053, 6.50%, 03/01/53 FN 3140N9J80 - - 1,090,259 - $1,123,141 0.03
Santander Bank Auto Credit-Linked Notes Series 2023-A|6.493|06/15/2033, 6.49%, 06/15/33 SBCLN 2023-A 80290CBU7 - - 1,111,710 - $1,115,472 0.03
Fannie Mae Pool|4|07/01/2046, 4.00%, 07/01/46 FN 3138WHKE1 - - 1,183,350 - $1,115,310 0.03
RCKT Mortgage Trust 2023-CES2|6.808|09/25/2043, 6.81%, 09/25/43 RCKT 748956AA7 - - 1,088,568 - $1,108,001 0.03
Freddie Mac Pool|6.5|06/01/2053, 6.50%, 06/01/53 FR 3133C4ZE7 - - 1,072,960 - $1,105,084 0.03
Towd Point Mortgage Trust|7.6|10/25/2063, 7.60%, 10/25/63 TPMT 2023-CES2 89182FAB5 - - 1,059,982 - $1,086,536 0.03
Ginnie Mae II Pool|4.5|02/20/2048, 4.50%, 02/20/48 G2 36179TSJ5 - - 1,100,017 - $1,063,491 0.03
Prosper Marketplace Issuance Trust Series 2023-1|7.06|07/16/2029, 7.06%, 07/16/29 PMIT 2023-1A 74390NAA0 - - 1,053,750 - $1,059,161 0.03
Freddie Mac Pool|5|04/01/2053, 5.00%, 04/01/53 FR 3133C1KP4 - - 1,063,254 - $1,052,530 0.03
Fannie Mae Pool|3.5|04/01/2052, 3.50%, 04/01/52 FN 3140MNNA0 - - 1,131,265 - $1,026,313 0.03
NRZ Excess Spread-Collateralized Notes Series 2020-PLS1|3.844|12/25/2025, 3.84%, 12/25/25 NZES 2020-PLS1 433674AA6 - - 1,055,825 - $1,022,392 0.03
Fannie Mae Pool|4.5|07/01/2050, 4.50%, 07/01/50 FN 3140QECU4 - - 1,061,768 - $1,019,641 0.03
ACHM Mortgage Trust 2024-HE1|7.26|05/25/2039, 7.26%, 05/25/39 ACHM 2024-HE1 00449TAB1 - - 1,000,000 - $1,010,722 0.02
Fannie Mae Pool|6|11/01/2052, 6.00%, 11/01/52 FN 3140N0KB0 - - 985,828 - $1,004,675 0.02
Fannie Mae Pool|3.5|04/01/2052, 3.50%, 04/01/52 FN 3140MNNB8 - - 1,092,408 - $1,003,641 0.02
Fannie Mae Pool|4|02/01/2049, 4.00%, 02/01/49 FN 3140JMBK7 - - 1,031,435 - $989,788 0.02
Freddie Mac Pool|4|09/01/2048, 4.00%, 09/01/48 FR 3131Y3DA1 - - 1,028,910 - $964,627 0.02
Marlette Funding Trust 2020-1|3.54|03/15/2030, 3.54%, 03/15/30 MFT 2020-1A 57109JAD0 - - 949,283 - $946,880 0.02
Fannie Mae Pool|3|05/01/2043, 3.00%, 05/01/43 FN 31417GLX2 - - 1,040,592 - $930,233 0.02
FREMF 2019-KF70 Mortgage Trust|11.43688|09/25/2029, 11.44%, 09/25/29 FREMF 2019-KF70 30298UAJ0 - - 920,302 - $910,727 0.02
Fannie Mae Pool|3.5|08/01/2052, 3.50%, 08/01/52 FN 3140QPYS0 - - 998,326 - $904,797 0.02
Freddie Mac Pool|3|11/01/2043, 3.00%, 11/01/43 FR 3132AED78 - - 950,458 - $846,051 0.02
Affirm Asset Securitization Trust 2023-X1|7.11|11/15/2028, 7.11%, 11/15/28 AFFRM 2023-X1 00834KAA5 - - 815,179 - $819,845 0.02
Lendbuzz Securitization Trust 2022-1|4.22|05/17/2027, 4.22%, 05/17/27 LBZZ 2022-1A 52607KAA1 - - 815,605 - $803,734 0.02
Ginnie Mae II Pool|4|06/20/2048, 4.00%, 06/20/48 G2 36179TZ57 - - 854,855 - $802,365 0.02
Freddie Mac Pool|4.5|01/01/2050, 4.50%, 01/01/50 FR 3133KHGG5 - - 820,812 - $790,791 0.02
Fannie Mae Pool|5.5|04/01/2053, 5.50%, 04/01/53 FN 3140NG2Q2 - - 756,927 - $761,440 0.02
Freddie Mac Pool|3|02/01/2052, 3.00%, 02/01/52 FR 3133B4H81 - - 860,613 - $758,341 0.02
Towd Point Mortgage Trust|6.35|02/25/2064, 6.35%, 02/25/64 TPMT 2024-CES2 89182JAB7 - - 732,373 - $741,002 0.02
Fannie Mae Pool|5.5|05/01/2053, 5.50%, 05/01/53 FN 3140NG6C9 - - 728,827 - $733,685 0.02
Freddie Mac Pool|3.5|04/01/2052, 3.50%, 04/01/52 FR 3133BAFN6 - - 763,095 - $692,209 0.02
Freddie Mac Pool|4.5|02/01/2050, 4.50%, 02/01/50 FR 3132DV5G6 - - 707,544 - $691,613 0.02
Fannie Mae Pool|4.5|05/01/2052, 4.50%, 05/01/52 FN 3140MRLZ8 - - 716,606 - $682,756 0.02
Freddie Mac Pool|3.5|04/01/2052, 3.50%, 04/01/52 FR 3133B7F86 - - 718,363 - $671,221 0.02
Freddie Mac STACR REMIC Trust 2021-DNA3|6.08002|10/25/2033, 6.08%, 10/25/33 STACR 2021-DNA3 35564KED7 - - 667,567 - $670,347 0.02
Fannie Mae Pool|4|05/01/2045, 4.00%, 05/01/45 FN 3138EPS88 - - 687,654 - $649,896 0.02
Fannie Mae Pool|4|10/01/2048, 4.00%, 10/01/48 FN 3140HPR58 - - 676,814 - $634,932 0.02
Sequoia Mortgage Trust 2013-5|2.5|05/25/2043, 2.50%, 05/25/43 SEMT 2013-5 81745AAA5 - - 738,177 - $634,397 0.02
Freddie Mac Pool|2.5|11/01/2034, 2.50%, 11/01/34 FR 3132CWDV3 - - 676,682 - $624,799 0.02
Fannie Mae Pool|4|07/01/2045, 4.00%, 07/01/45 FN 3138YR6F0 - - 582,876 - $550,283 0.01
Freddie Mac Pool|4|10/01/2050, 4.00%, 10/01/50 FR 3132DNSB0 - - 502,901 - $523,107 0.01
Fannie Mae Pool|4.5|04/01/2052, 4.50%, 04/01/52 FN 3140MMPS1 - - 533,569 - $508,485 0.01
Fannie Mae Pool|3.5|07/01/2052, 3.50%, 07/01/52 FN 3140QPY35 - - 533,746 - $487,978 0.01
JP Morgan Mortgage Trust 2015-4|3|06/25/2045, 3.00%, 06/25/45 JPMMT 2015-4 46644VBP0 - - 546,083 - $474,175 0.01
Marlette Funding Trust 2022-3|5.18|11/15/2032, 5.18%, 11/15/32 MFT 2022-3A 57109NAA7 - - 447,601 - $447,711 0.01
Fannie Mae Pool|4.5|04/01/2052, 4.50%, 04/01/52 FN 3140MLUD0 - - 451,567 - $430,321 0.01
Fannie Mae Pool|3|02/01/2048, 3.00%, 02/01/48 FN 3140QCEU6 - - 475,152 - $421,505 0.01
Fannie Mae Pool|6.5|10/01/2053, 6.50%, 10/01/53 FN 3140QTE21 - - - - $415,947 0.01
Freddie Mac Pool|4|05/01/2049, 4.00%, 05/01/49 FR 3131YDFA7 - - 417,171 - $405,950 0.01
Fannie Mae REMICS|3|07/25/2028, 3.00%, 07/25/28 FNR 2017-9 3136AVYH6 - - 397,636 - $391,201 0.01
Fannie Mae Pool|4|11/01/2049, 4.00%, 11/01/49 FN 3140X6ZM6 - - 403,496 - $385,811 0.01
Exeter Automobile Receivables Trust 2023-3|6.11|09/15/2025, 6.11%, 09/15/25 EART 2023-3A 301989AB5 - - 384,782 - $385,313 0.01
Freddie Mac Pool|3.5|03/01/2050, 3.50%, 03/01/50 FR 3133A3FP8 - - 401,519 - $358,835 0.01
Fannie Mae Pool|3|03/01/2043, 3.00%, 03/01/43 FN 3138W7HB3 - - 378,870 - $340,870 0.01
Freddie Mac Pool|4|11/01/2047, 4.00%, 11/01/47 FR 3132ACNG1 - - 356,025 - $335,192 0.01
Fannie Mae Pool|4|03/01/2051, 4.00%, 03/01/51 FN 3140XHZN0 - - 349,976 - $331,648 0.01
Freddie Mac Pool|4.5|12/01/2049, 4.50%, 12/01/49 FR 31346YWK5 - - 342,293 - $330,798 0.01
Freddie Mac Pool|2.5|12/01/2033, 2.50%, 12/01/33 FR 3132CWBH6 - - 336,475 - $320,449 0.01
Fannie Mae Pool|3|01/01/2047, 3.00%, 01/01/47 FN 3138WJTF5 - - 347,115 - $308,709 0.01
Fannie Mae Pool|4|12/01/2048, 4.00%, 12/01/48 FN 3140JLKM5 - - 325,257 - $306,877 0.01
Freddie Mac Pool|4.5|12/01/2048, 4.50%, 12/01/48 FR 3131YAV98 - - 286,023 - $277,912 0.01
Fannie Mae Pool|4.5|12/01/2049, 4.50%, 12/01/49 FN 3140K54D6 - - 287,235 - $277,650 0.01
Fannie Mae Pool|3|01/01/2043, 3.00%, 01/01/43 FN 31418APM4 - - 300,362 - $267,613 0.01
Fannie Mae Pool|4|05/01/2047, 4.00%, 05/01/47 FN 3140FPAS8 - - 276,084 - $263,380 0.01
Fannie Mae Pool|4.5|01/01/2050, 4.50%, 01/01/50 FN 31418DKW1 - - 266,519 - $260,902 0.01
Freddie Mac Pool|3.5|08/01/2049, 3.50%, 08/01/49 FR 31334XYL7 - - 283,524 - $256,588 0.01
Fannie Mae Pool|4|06/01/2049, 4.00%, 06/01/49 FN 31418DCZ3 - - 269,417 - $253,811 0.01
Fannie Mae Pool|4.5|04/01/2052, 4.50%, 04/01/52 FN 3140ML4S6 - - 258,871 - $246,654 0.01
Ginnie Mae II Pool|4|05/20/2048, 4.00%, 05/20/48 G2 36179TXV2 - - 253,049 - $237,511 0.01
Fannie Mae REMICS|0|11/25/2042, 0.00%, 11/25/42 FNR 2012-126 3136A9ZR2 - - 473,554 - $231,068 0.01
Fannie Mae Pool|4.5|04/01/2052, 4.50%, 04/01/52 FN 3140MRCT2 - - 235,136 - $224,030 0.01
Freddie Mac Pool|4.5|01/01/2050, 4.50%, 01/01/50 FR 3132DV4Z5 - - 231,554 - $223,810 0.01
Fannie Mae Pool|4.5|09/01/2049, 4.50%, 09/01/49 FN 3140QBUK2 - - 212,130 - $210,644 0.01
Fannie Mae Pool|3|09/01/2042, 3.00%, 09/01/42 FN 31417C6S9 - - 228,031 - $210,042 0.01
Freddie Mac Pool|4.5|07/01/2049, 4.50%, 07/01/49 FR 3133KGF52 - - 211,298 - $204,323 0.01
Fannie Mae Pool|4.5|08/01/2049, 4.50%, 08/01/49 FN 3140QBPV4 - - 200,459 - $199,137 0.00
Fannie Mae Pool|4.5|04/01/2052, 4.50%, 04/01/52 FN 3140MRCJ4 - - 205,492 - $195,797 0.00
Fannie Mae Pool|3|09/01/2049, 3.00%, 09/01/49 FN 3140JXJ58 - - 211,697 - $187,911 0.00
Freddie Mac REMICS|5.98819|04/15/2041, 5.99%, 04/15/41 FHR 3843 3137A9HT6 - - 187,698 - $186,479 0.00
Freddie Mac Pool|4|11/01/2048, 4.00%, 11/01/48 FR 3132ADPD4 - - 187,640 - $176,361 0.00
Fannie Mae Pool|4|03/01/2051, 4.00%, 03/01/51 FN 3140XHZL4 - - 184,661 - $175,126 0.00
Fannie Mae Pool|3|01/01/2043, 3.00%, 01/01/43 FN 31417EMM0 - - 188,067 - $168,158 0.00
Freddie Mac Pool|4.5|06/01/2049, 4.50%, 06/01/49 FR 31329Q5T4 - - 165,826 - $159,843 0.00
Fannie Mae Pool|3|10/01/2042, 3.00%, 10/01/42 FN 31418ALK2 - - 167,864 - $151,391 0.00
Ginnie Mae II Pool|4|02/20/2049, 4.00%, 02/20/49 G2 36179UMA7 - - 162,130 - $149,713 0.00
JPMorgan Chase Bank NA - CACLN|.889|12/26/2028, 0.89%, 12/26/28 CACLN 2021-2 48128U2M0 - - 145,999 - $143,987 0.00
Ginnie Mae II Pool|4.5|11/20/2048, 4.50%, 11/20/48 G2 3617J6Q80 - - 146,039 - $141,477 0.00
Ginnie Mae II Pool|4|04/20/2049, 4.00%, 04/20/49 G2 36179UQT2 - - 152,200 - $140,839 0.00
Fannie Mae Pool|3|04/01/2038, 3.00%, 04/01/38 FN 31417GJ56 - - 150,168 - $134,420 0.00
Fannie Mae Pool|4.5|06/01/2049, 4.50%, 06/01/49 FN 3140QBCV8 - - 131,343 - $130,413 0.00
Freddie Mac Pool|4|03/01/2047, 4.00%, 03/01/47 FR 3132ADY69 - - 136,665 - $130,052 0.00
Ginnie Mae II Pool|4.5|07/20/2048, 4.50%, 07/20/48 G2 3617GDT77 - - 132,220 - $127,812 0.00
Fannie Mae Pool|3.5|12/01/2047, 3.50%, 12/01/47 FN 3140J7UG8 - - 137,546 - $127,002 0.00
Fannie Mae Pool|4.5|04/01/2052, 4.50%, 04/01/52 FN 3140ML4R8 - - 132,328 - $126,069 0.00
Fannie Mae REMICS|2|05/25/2051, 2.00%, 05/25/51 FNR 2023-2 3136BPUZ2 - - - - $122,849 0.00
Fannie Mae Pool|3.5|08/01/2047, 3.50%, 08/01/47 FN 3140Q7DN4 - - 125,742 - $116,810 0.00
Fannie Mae REMICS|5.7945|10/25/2042, 5.79%, 10/25/42 FNR 2013-130 3136AHG53 - - 115,917 - $114,316 0.00
Freddie Mac Pool|4.5|08/01/2048, 4.50%, 08/01/48 FR 3131Y2M21 - - 116,276 - $112,426 0.00
Freddie Mac Pool|4.5|03/01/2052, 4.50%, 03/01/52 FR 3133B9K78 - - 111,139 - $105,923 0.00
Fannie Mae Pool|3|08/01/2049, 3.00%, 08/01/49 FN 3140HAMH0 - - 113,714 - $97,605 0.00
Sequoia Mortgage Trust 2019-CH3|4|09/25/2049, 4.00%, 09/25/49 SEMT 2019-CH3 81748GBN0 - - 100,074 - $91,002 0.00
Freddie Mac Pool|3|08/01/2049, 3.00%, 08/01/49 FR 31334YMG9 - - 100,708 - $86,213 0.00
Fannie Mae Pool|3|08/01/2049, 3.00%, 08/01/49 FN 3140JYSB3 - - 96,545 - $82,675 0.00
Freddie Mac Pool|5|09/01/2048, 5.00%, 09/01/48 FR 3131Y2YX0 - - 80,514 - $79,907 0.00
Fannie Mae Pool|3|05/01/2043, 3.00%, 05/01/43 FN 31418ATD0 - - 87,769 - $78,010 0.00
Freddie Mac Pool|3|09/01/2032, 3.00%, 09/01/32 FR 3131XC5X1 - - 78,094 - $74,530 0.00
Freddie Mac Pool|3|05/01/2031, 3.00%, 05/01/31 FR 3132A8GL7 - - 75,329 - $73,290 0.00
Fannie Mae Pool|3|01/01/2047, 3.00%, 01/01/47 FN 3140F9WP6 - - 78,773 - $70,085 0.00
Fannie Mae REMICS|5.7945|04/25/2036, 5.79%, 04/25/36 FNR 2006-20 31395BU43 - - 70,355 - $69,865 0.00
Fannie Mae Pool|3|11/01/2046, 3.00%, 11/01/46 FN 3138WJP93 - - 75,155 - $65,754 0.00
Freddie Mac REMICS|5.93819|09/15/2040, 5.94%, 09/15/40 FHR 3721 3137GAD20 - - 54,446 - $53,995 0.00
Fannie Mae Pool|3|11/01/2034, 3.00%, 11/01/34 FN 3140K3SF0 - - 55,233 - $52,158 0.00
Fannie Mae Pool|3|12/01/2034, 3.00%, 12/01/34 FN 3140K1TP1 - - 54,473 - $51,707 0.00
Freddie Mac REMICS|6.02819|10/15/2037, 6.03%, 10/15/37 FHR 3380 31397KTJ0 - - 51,804 - $51,313 0.00
Fannie Mae REMICS|0|10/25/2040, 0.00%, 10/25/40 FNR 2010-109 31398NTM6 - - 41,248 - $49,479 0.00
Fannie Mae Pool|4.5|08/01/2049, 4.50%, 08/01/49 FN 3140JWB33 - - 48,556 - $49,070 0.00
Government National Mortgage Association|5.93456|02/20/2038, 5.93%, 02/20/38 GNR 2008-13 38375PNL1 - - 47,940 - $47,700 0.00
Freddie Mac Pool|3|01/01/2033, 3.00%, 01/01/33 FR 3131XDFC4 - - 42,301 - $40,277 0.00
FREMF 2017-K729 Mortgage Trust|.1|11/25/2049, 0.10%, 11/25/49 FREMF 2017-K729 30306HAN0 - - 101,532,539 - $38,894 0.00
Fannie Mae Pool|3.5|01/01/2046, 3.50%, 01/01/46 FN 3140EU6G9 - - 42,458 - $38,826 0.00
Government National Mortgage Association|5.75456|07/20/2037, 5.75%, 07/20/37 GNR 2007-40 38375KZS4 - - 37,048 - $36,460 0.00
Government National Mortgage Association|5.83456|07/20/2034, 5.83%, 07/20/34 GNR 2004-69 38374JAT3 - - 34,019 - $33,659 0.00
Government National Mortgage Association|5.86412|10/16/2040, 5.86%, 10/16/40 GNR 2010-133 38377MHV1 - - 32,969 - $32,777 0.00
Fannie Mae REMICS|5.9445|02/25/2043, 5.94%, 02/25/43 FNR 2013-2 3136AB4P5 - - 31,780 - $31,562 0.00
Government National Mortgage Association|5.93456|10/20/2037, 5.93%, 10/20/37 GNR 2007-59 38375LPU8 - - 29,435 - $29,020 0.00
Freddie Mac REMICS|6.08819|03/15/2032, 6.09%, 03/15/32 FHR 2426 31339W7G5 - - 26,284 - $26,327 0.00
Freddie Mac Pool|4.5|12/01/2048, 4.50%, 12/01/48 FR 3131Y8MN2 - - 26,071 - $25,424 0.00
Government National Mortgage Association|5.73412|08/16/2034, 5.73%, 08/16/34 GNR 2004-59 38374HYS3 - - 25,469 - $25,195 0.00
Fannie Mae REMICS|5.8445|04/25/2032, 5.84%, 04/25/32 FNR 2002-53 31392EHN3 - - 24,081 - $23,991 0.00
Government National Mortgage Association|5.93456|02/20/2038, 5.93%, 02/20/38 GNR 2008-16 383742FU2 - - 23,908 - $23,787 0.00
Government National Mortgage Association|5.74456|06/20/2037, 5.74%, 06/20/37 GNR 2007-37 38375KNR9 - - 23,921 - $23,620 0.00
Government National Mortgage Association|5.58456|08/20/2035, 5.58%, 08/20/35 GNR 2005-65 38374LL25 - - 23,963 - $23,507 0.00
Fannie Mae REMICS|2|01/25/2051, 2.00%, 01/25/51 FNR 2020-100 3136BDDN5 - - - - $22,266 0.00
Government National Mortgage Association|5.63456|06/20/2035, 5.63%, 06/20/35 GNR 2005-48 38374LHM6 - - 20,139 - $19,768 0.00
Fannie Mae REMICS|5.7445|10/25/2035, 5.74%, 10/25/35 FNR 2005-83 31394FUL7 - - 19,591 - $19,452 0.00
Connecticut Avenue Securities Trust 2019-R01|7.8945|07/25/2031, 7.89%, 07/25/31 CAS 2019-R01 20754FAK8 - - 19,174 - $19,311 0.00
Fannie Mae REMICS|5.9445|09/25/2033, 5.94%, 09/25/33 FNR 2003-87 31393E4W6 - - 19,261 - $19,297 0.00
Fannie Mae REMICS|5.9645|09/25/2037, 5.96%, 09/25/37 FNR 2007-89 31396XPM0 - - 19,307 - $19,283 0.00
Freddie Mac Pool|3|12/01/2047, 3.00%, 12/01/47 FR 3132ACH52 - - 20,200 - $17,920 0.00
FREMF 2017-K729 Mortgage Trust|.1|11/25/2049, 0.10%, 11/25/49 FREMF 2017-K729 30306HAQ3 - - 32,573,223 - $17,459 0.00
Freddie Mac REMICS|5.83819|01/15/2033, 5.84%, 01/15/33 FHR 2551 31393JAZ1 - - 17,068 - $16,977 0.00
Freddie Mac REMICS|5.73819|08/15/2040, 5.74%, 08/15/40 FHR 3738 3137GAYQ4 - - 16,523 - $16,595 0.00
Government National Mortgage Association|5.73456|07/20/2041, 5.73%, 07/20/41 GNR 2012-75 38378EZ55 - - 15,313 - $15,167 0.00
Freddie Mac REMICS|5.78819|02/15/2032, 5.79%, 02/15/32 FHR 2410 31339NJN7 - - 14,667 - $14,589 0.00
Freddie Mac REMICS|5.68819|09/15/2035, 5.69%, 09/15/35 FHR 3028 31396AFB5 - - 13,228 - $13,178 0.00
Freddie Mac Pool|3|12/01/2046, 3.00%, 12/01/46 FR 3131XVQW8 - - 14,624 - $12,952 0.00
Fannie Mae REMICS|5.8745|11/25/2040, 5.87%, 11/25/40 FNR 2010-123 31398N2W3 - - 12,877 - $12,800 0.00
Fannie Mae Pool|2.5|10/01/2031, 2.50%, 10/01/31 FN 3138WJDM7 - - 13,165 - $12,720 0.00
Government National Mortgage Association|5.93456|10/20/2037, 5.93%, 10/20/37 GNR 2007-61 38375LLN8 - - 12,075 - $11,965 0.00
Fannie Mae REMICS|5.9945|04/25/2032, 5.99%, 04/25/32 FNR 2002-16 31392CWW0 - - 11,547 - $11,575 0.00
Fannie Mae Pool|2.5|02/01/2032, 2.50%, 02/01/32 FN 3140J5EJ4 - - 11,898 - $11,354 0.00
Fannie Mae Pool|2.5|08/01/2031, 2.50%, 08/01/31 FN 3138WHP55 - - 11,397 - $10,977 0.00
Fannie Mae REMICS|5.8445|09/25/2040, 5.84%, 09/25/40 FNR 2010-95 31398NEX8 - - 9,961 - $9,933 0.00
Ginnie Mae II Pool|5|01/20/2049, 5.00%, 01/20/49 G2 3617J6W91 - - 9,677 - $9,600 0.00
Freddie Mac Pool|2.5|01/22/2031, 2.50%, 01/22/31 FR 3131XCKS5 - - 9,973 - $9,465 0.00
Fannie Mae REMICS|5.8445|09/25/2042, 5.84%, 09/25/42 FNR 2012-100 3136A8QW3 - - 9,265 - $9,158 0.00
Government National Mortgage Association|5.83412|08/16/2029, 5.83%, 08/16/29 GNR 1999-27 3837H2WA3 - - 8,914 - $8,953 0.00
Government National Mortgage Association|5.73456|04/20/2037, 5.73%, 04/20/37 GNR 2007-18 38375JC86 - - 8,906 - $8,770 0.00
Government National Mortgage Association|6.03412|01/16/2040, 6.03%, 01/16/40 GNR 2010-6 38376TSC7 - - 8,209 - $8,208 0.00
Freddie Mac REMICS|5.93819|07/15/2032, 5.94%, 07/15/32 FHR 2469 31392RC58 - - 7,568 - $7,607 0.00
Fannie Mae Pool|4.5|07/01/2049, 4.50%, 07/01/49 FN 31418DC83 - - 5,550 - $5,363 0.00
Freddie Mac Pool|3|03/01/2043, 3.00%, 03/01/43 FR 3131Y6WK1 - - 3,006 - $2,670 0.00
Government National Mortgage Association|5.78456|06/20/2040, 5.78%, 06/20/40 GNR 2010-125 38377JYJ6 - - 502.00 - $498 0.00
Ginnie Mae|6.5|06/20/2024, 6.50%, 06/20/24 G2SF 21H062669 - - -9,700,000 - $-9,852,096 -0.24
Fannie Mae or Freddie Mac|6|06/13/2024, 6.00%, 06/13/24 FNCL 01F060667 - - -80,134,446 - $-80,549,542 -1.99
Fannie Mae or Freddie Mac|3.5|06/13/2024, 3.50%, 06/13/24 FNCL 01F032666 - - -124,500,000 - $-110,059,743 -2.72
Fannie Mae or Freddie Mac|2.5|06/13/2024, 2.50%, 06/13/24 FNCL 01F022667 - - -140,000,000 - $-113,808,660 -2.81
Fannie Mae or Freddie Mac|6.5|06/13/2024, 6.50%, 06/13/24 FNCL 01F062663 - - -135,729,000 - $-138,258,989 -3.42
Fannie Mae or Freddie Mac|5.5|06/13/2024, 5.50%, 06/13/24 FNCL 01F052664 - - -273,407,193 - $-270,447,287 -6.69
Fannie Mae or Freddie Mac|5|06/13/2024, 5.00%, 06/13/24 FNCL 01F050668 - - -459,755,448 - $-445,495,213 -11.02
Fannie Mae or Freddie Mac|4|06/13/2024, 4.00%, 06/13/24 FNCL 01F040669 - - -681,875,155 - $-624,269,660 -15.44
US 10yr Ultra Fut Jun24 JUN 24 UXYM4 FUTURES_USD - -3,383 - $0 0.00
US 5YR NOTE (CBT) Jun24 JUN 24 FVM4 FUTURES_USD - 4,462 - $0 0.00
US 10YR NOTE (CBT)Jun24 JUN 24 TYM4 FUTURES_USD - 1,034 - $0 0.00
US ULTRA BOND CBT Jun24 JUN 24 WNM4 FUTURES_USD - -748.00 - $0 0.00
US 2YR NOTE (CBT) Jun24 JUN 24 TUM4 FUTURES_USD - -1,517 - $0 0.00
United States Dollar USD MD_142224 - - -1,080,592,152 - $-1,080,592,152 -26.72
SEGREGATED CASH SEGCASH - $0.00 11,900,000 - $11,900,000 0.29
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.