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

Mortgage-Backed Securities ETF Holdings

Full Portfolio Holdings

(As of November 24, 2025)

Ticker Cusip Underlying Security Strike Price Quantity (Shares/ Par/ Units/ Contracts) Notional Value Market Value Weight % Current Market Value
UMBS TBA 30yr 2.5% December Delivery, 2.50%, 12/11/25 FNCL 01F0226C4 - - 1,711,613,894 $1,454,544,892 $1,454,544,892 21.44 $1,454,544,892
UMBS TBA 30yr 3% December Delivery, 3.00%, 12/11/25 FNCL 01F0306C7 - - 735,169,354 $651,873,196 $651,873,196 9.62 $651,873,196
GNMA II TBA 30yr 5% December Delivery, 5.00%, 12/18/25 G2SF 21H0506C1 - - 411,201,194 $410,164,556 $410,164,556 6.05 $410,164,556
GNMA II TBA 30yr 2.5% December Delivery, 2.50%, 12/18/25 G2SF 21H0226C0 - - 443,715,414 $384,637,813 $384,637,813 5.68 $384,637,813
UMBS TBA 30yr 5% December Delivery, 5.00%, 12/11/25 FNCL 01F0506C5 - - 332,849,248 $331,676,953 $331,676,953 4.90 $331,676,953
UMBS TBA 30yr 2% December Delivery, 2.00%, 12/11/25 FNCL 01F0206C8 - - 402,248,255 $326,881,011 $326,881,011 4.83 $326,881,011
FNMA 30yr Pool#CC0839 6.000% 01-Aug-2055, 6.00%, 08/01/55 FN 3140Y64Z0 - - 194,971,623 $205,138,819 $205,138,819 3.03 $201,263,788
FNMA 30yr Pool#CB9430 5.500% 01-Nov-2054, 5.50%, 11/01/54 FN 3140QVPQ1 - - 187,240,605 $193,109,149 $193,109,149 2.85 $190,552,217
GNMA II TBA 30yr 5.5% December Delivery, 5.50%, 12/18/25 G2SF 21H0526C7 - - 183,586,000 $185,251,125 $185,251,125 2.73 $185,251,125
GNMA II TBA 30yr 3% December Delivery, 3.00%, 12/18/25 G2SF 21H0306C3 - - 203,159,962 $182,988,819 $182,988,819 2.70 $182,988,819
Fannie Mae REMIC Trust 2025-12 FC 5.28279% 25-MAR-2055, 5.28%, 03/25/55 FNR 2025-12 3136BVFC7 - - 154,785,627 $155,754,061 $155,754,061 2.30 $155,062,761
FNMA 30yr Pool#FA2033 6.000% 01-Jul-2054, 6.00%, 07/01/54 FN 3140W2HK0 - - 132,484,893 $141,006,681 $141,006,681 2.08 $136,611,255
GNMA II TBA 30yr 3.5% December Delivery, 3.50%, 12/18/25 G2SF 21H0326C9 - - 147,859,377 $135,299,314 $135,299,314 1.99 $135,299,314
FNMA 30yr Pool#CB9787 5.000% 01-Jan-2055, 5.00%, 01/01/55 FN 3140QV2V5 - - 131,537,635 $132,963,167 $132,963,167 1.96 $132,524,708
GNMA II TBA 30yr 4.5% December Delivery, 4.50%, 12/18/25 G2SF 21H0426C8 - - 127,692,488 $124,661,834 $124,661,834 1.84 $124,661,834
FNMA 30yr Pool#FA2754 4.500% 01-Jan-2049, 4.50%, 01/01/49 FN 3140W3BY4 - - 118,651,684 $118,819,702 $118,819,702 1.75 $117,698,161
FNMA 30yr Pool#FS1133 4.000% 01-Oct-2051, 4.00%, 10/01/51 FN 3140XGHK8 - - 114,180,716 $111,853,931 $111,853,931 1.65 $109,996,516
GNMA II TBA 30yr 4% December Delivery, 4.00%, 12/18/25 G2SF 21H0406C2 - - 114,954,688 $108,798,864 $108,798,864 1.60 $108,798,864
FNMA 30yr Pool#FM7460 4.000% 01-Mar-2051, 4.00%, 03/01/51 FN 3140XBJE1 - - 107,420,753 $105,000,026 $105,000,026 1.55 $103,484,275
FHLMC 30yr Pool#SD5238 5.500% 01-Apr-2054, 5.50%, 04/01/54 FR 3132DSZB1 - - 99,121,266 $104,975,468 $104,975,468 1.55 $101,555,072
UMBS TBA 30yr 6.5% December Delivery, 6.50%, 12/11/25 FNCL 01F0626C0 - - 92,975,000 $96,257,947 $96,257,947 1.42 $96,257,947
FNMA 30yr Pool#FA3025 5.500% 01-Sep-2055, 5.50%, 09/01/55 FN 3140W3LF4 - - 86,855,387 $90,939,434 $90,939,434 1.34 $89,256,094
Freddie Mac Multiclass Certificates, Series 5544 FC 5.18279% 25-JUN-2055, 5.18%, 06/25/55 FHR 5544 3137HLNP3 - - 88,829,119 $89,548,323 $89,548,323 1.32 $89,157,384
FHLMC 30yr Pool#SL2464 4.500% 01-Dec-2048, 4.50%, 12/01/48 FR 31427PW26 - - 84,189,583 $84,890,418 $84,890,418 1.25 $83,513,009
FHLMC 30yr Pool#SD1046 4.000% 01-Jul-2052, 4.00%, 07/01/52 FR 3132DNET6 - - 81,624,760 $79,963,166 $79,963,166 1.18 $78,426,246
FHLMC 30yr Pool#RJ4363 5.500% 01-Jun-2055, 5.50%, 06/01/55 FR 3142GUZ55 - - 76,168,020 $79,405,465 $79,405,465 1.17 $78,288,587
FNMA 30yr Pool#FA3036 5.500% 01-Oct-2055, 5.50%, 10/01/55 FN 3140W3LS6 - - 76,254,213 $78,620,223 $78,620,223 1.16 $78,340,624
FNMA 30yr Pool#FA0574 5.500% 01-Jan-2055, 5.50%, 01/01/55 FN 3140W0T88 - - 70,270,254 $73,973,817 $73,973,817 1.09 $72,220,012
FNMA 30yr Pool#FS8993 6.000% 01-Jul-2054, 6.00%, 07/01/54 FN 3140XQ7F8 - - 68,394,250 $73,415,888 $73,415,888 1.08 $70,452,539
FNMA 30yr Pool#FA3037 5.500% 01-Oct-2055, 5.50%, 10/01/55 FN 3140W3LT4 - - 70,456,547 $72,546,883 $72,546,883 1.07 $72,288,542
FHLMC 30yr Pool#SL2435 6.500% 01-Feb-2055, 6.50%, 02/01/55 FR 31427PV50 - - 57,923,268 $63,527,542 $63,527,542 0.94 $60,302,053
FHLMC 30yr Pool#SL1188 5.500% 01-Apr-2055, 5.50%, 04/01/55 FR 31427NKA6 - - 58,953,901 $61,487,667 $61,487,667 0.91 $60,493,117
FHLMC 30yr Pool#QX7566 5.500% 01-Mar-2055, 5.50%, 03/01/55 FR 31426DMQ2 - - 55,684,292 $57,767,714 $57,767,714 0.85 $56,703,949
FNMA 30yr Pool#FA2246 5.500% 01-Jul-2055, 5.50%, 07/01/55 FN 3140W2P88 - - 50,859,034 $52,403,740 $52,403,740 0.77 $52,217,257
FNMA 30yr Pool#CB9654 5.000% 01-Dec-2054, 5.00%, 12/01/54 FN 3140QVWQ3 - - 51,637,026 $52,196,640 $52,196,640 0.77 $52,024,516
FHLMC 30yr Pool#SL0239 5.000% 01-Jan-2055, 5.00%, 01/01/55 FR 31427MHR5 - - 51,083,864 $51,637,483 $51,637,483 0.76 $51,467,203
FNMA 30yr Pool#FA3128 5.500% 01-Oct-2055, 5.50%, 10/01/55 FN 3140W3PN3 - - 48,504,868 $50,911,002 $50,911,002 0.75 $49,906,259
Fannie Mae REMIC Trust 2025-9 FA 5.38279% 25-MAR-2055, 5.38%, 03/25/55 FNR 2025-9 3136BVDC9 - - 50,441,988 $50,850,298 $50,850,298 0.75 $50,621,812
FNMA 30yr Pool#CB9613 5.500% 01-Dec-2054, 5.50%, 12/01/54 FN 3140QVVF8 - - 47,541,384 $49,438,080 $49,438,080 0.73 $48,411,933
FHLMC 30yr Pool#SD7343 5.500% 01-Jan-2055, 5.50%, 01/01/55 FR 3132DVEQ4 - - 45,390,958 $47,547,999 $47,547,999 0.70 $46,582,855
FNMA 30yr Pool#FS9779 5.500% 01-Nov-2054, 5.50%, 11/01/54 FN 3140XR2M6 - - 43,262,562 $44,974,735 $44,974,735 0.66 $44,394,775
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA2 M2 7.93279% 25-FEB-2042, 7.93%, 02/25/42 STACR 2022-DNA2 35564KRN1 - - 43,256,272 $44,849,358 $44,849,358 0.66 $44,572,938
PMT LOAN TRUST 2025-J3 FLTG 2056 A3, 5.71%, 11/27/56 PMTLT 2025-J3 69392XBM9 - - 41,972,000 $42,259,816 $42,259,816 0.62 $42,059,940
Radian Mortgage Capital Trust 2025-J4 A25 5.73078% 25-MAR-2056, 5.73%, 03/25/56 RMCT 2025-J4 75024UBP1 - - 41,983,000 $42,179,800 $42,179,800 0.62 $41,978,890
FNMA 30yr Pool#FA1951 6.000% 01-Jun-2055, 6.00%, 06/01/55 FN 3140W2EZ0 - - 39,458,749 $42,073,297 $42,073,297 0.62 $40,679,089
FNMA 30yr Pool#FS8121 4.000% 01-Jul-2052, 4.00%, 07/01/52 FN 3140XQAX5 - - 43,065,943 $42,008,565 $42,008,565 0.62 $41,323,474
FNMA 40yr Pool#BF0646 2.500% 01-Jun-2062, 2.50%, 06/01/62 FN 3140FXWG3 - - 49,134,944 $41,967,023 $41,967,023 0.62 $41,347,163
FHLMC 30yr Pool#SL0046 6.000% 01-Jan-2055, 6.00%, 01/01/55 FR 31427MBQ3 - - 39,396,370 $41,915,448 $41,915,448 0.62 $40,579,984
OBX 2025-J3 TRUST FLTG 2055 AF, 5.68%, 10/25/55 OBX 2025-J3 67449KAU7 - - 41,590,205 $41,786,297 $41,786,297 0.62 $41,589,340
FNMA 30yr Pool#FS8881 4.500% 01-Sep-2053, 4.50%, 09/01/53 FN 3140XQ2P1 - - 40,749,952 $41,058,739 $41,058,739 0.61 $40,436,271
FHLMC 30yr Pool#ZT2413 4.000% 01-Feb-2041, 4.00%, 02/01/41 FR 3132AEVE3 - - 40,963,430 $41,002,676 $41,002,676 0.60 $40,303,918
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-HQA3 M2 6.28279% 25-SEP-2041, 6.28%, 09/25/41 STACR 2021-HQA3 35564KJP5 - - 40,047,609 $40,449,747 $40,449,747 0.60 $40,247,061
New Residential Mortgage LLC 6.545% 25-MAR-2032, 6.54%, 03/25/32 NZES 2025-FHT 64832EAA7 - - 39,304,919 $40,127,251 $40,127,251 0.59 $39,912,876
FHLMC 30yr Pool#SD6787 4.000% 01-May-2053, 4.00%, 05/01/53 FR 3132DURG4 - - 40,815,018 $39,717,253 $39,717,253 0.59 $39,150,994
FNMA 30yr Pool#FA1557 6.000% 01-May-2055, 6.00%, 05/01/55 FN 3140W1WT6 - - 36,383,729 $39,530,524 $39,530,524 0.58 $37,476,832
FHLMC 30yr Pool#SL0938 4.000% 01-Jul-2050, 4.00%, 07/01/50 FR 31427NBG3 - - 38,508,424 $38,442,054 $38,442,054 0.57 $37,725,655
FHLMC 30yr Pool#SI2101 4.000% 01-Sep-2048, 4.00%, 09/01/48 FR 3133USKN0 - - 39,254,122 $38,398,215 $38,398,215 0.57 $37,867,652
FNMA 40yr Pool#BF0598 2.500% 01-Mar-2062, 2.50%, 03/01/62 FN 3140FXUY6 - - 44,060,543 $37,544,196 $37,544,196 0.55 $37,080,457
FNMA 30yr Pool#FA0576 5.500% 01-Jan-2055, 5.50%, 01/01/55 FN 3140W0UA1 - - 35,840,211 $37,434,572 $37,434,572 0.55 $36,830,845
FNMA 30yr Pool#FA2190 4.000% 01-Apr-2053, 4.00%, 04/01/53 FN 3140W2NG2 - - 37,950,312 $36,935,922 $36,935,922 0.54 $36,408,952
FHLMC 30yr Pool#SL1632 4.000% 01-Nov-2053, 4.00%, 11/01/53 FR 31427NY60 - - 37,717,711 $36,907,326 $36,907,326 0.54 $36,228,055
FNMA 30yr Pool#FA3105 6.000% 01-May-2055, 6.00%, 05/01/55 FN 3140W3NX3 - - 33,716,348 $35,506,466 $35,506,466 0.52 $34,775,762
UMBS TBA 30yr 6% December Delivery, 6.00%, 12/11/25 FNCL 01F0606C4 - - 33,670,000 $34,441,043 $34,441,043 0.51 $34,441,043
FHLMC 30yr Pool#SL2558 6.000% 01-Aug-2055, 6.00%, 08/01/55 FR 31427PZY3 - - 30,536,438 $34,406,224 $34,406,224 0.51 $31,495,935
FNMA 30yr Pool#FA3191 5.500% 01-Oct-2055, 5.50%, 10/01/55 FN 3140W3RM3 - - 32,703,722 $33,673,990 $33,673,990 0.50 $33,554,076
FNMA 30yr Pool#FA2446 4.500% 01-Jul-2053, 4.50%, 07/01/53 FN 3140W2WG2 - - 32,688,160 $33,453,254 $33,453,254 0.49 $32,262,001
FNMA 30yr Pool#FA0603 4.500% 01-Sep-2051, 4.50%, 09/01/51 FN 3140W0U52 - - 32,412,790 $32,934,914 $32,934,914 0.49 $32,197,540
FNMA 40yr Pool#BF0698 3.500% 01-Dec-2062, 3.50%, 12/01/62 FN 3140FXX49 - - 33,704,841 $31,889,860 $31,889,860 0.47 $30,900,532
FNMA 30yr Pool#BW7371 5.500% 01-Feb-2053, 5.50%, 02/01/53 FN 3140N0FM2 - - 29,756,420 $31,060,164 $31,060,164 0.46 $30,768,517
FHLMC 30yr Pool#SL0238 5.000% 01-May-2054, 5.00%, 05/01/54 FR 31427MHQ7 - - 30,593,412 $30,924,967 $30,924,967 0.46 $30,822,989
JP MORGAN MORTGAGE TRUST 2 5.777% 55, 5.50%, 11/25/55 JPMMT 2025-5MPR 46593VAD9 - - 30,167,475 $30,667,258 $30,667,258 0.45 $30,418,377
FNMA 30yr Pool#FS3883 4.500% 01-Feb-2053, 4.50%, 02/01/53 FN 3140XKJ50 - - 30,077,676 $30,156,336 $30,156,336 0.44 $29,709,266
FNMA 30yr Pool#FS9788 5.500% 01-Nov-2054, 5.50%, 11/01/54 FN 3140XR2W4 - - 28,363,791 $30,072,462 $30,072,462 0.44 $28,886,791
FNMA 30yr Pool#FS8335 4.500% 01-Jan-2051, 4.50%, 01/01/51 FN 3140XQHM2 - - 29,795,791 $29,973,065 $29,973,065 0.44 $29,597,920
FHLMC 30yr Pool#SL1291 4.000% 01-Nov-2054, 4.00%, 11/01/54 FR 31427NNH8 - - 30,663,047 $29,828,856 $29,828,856 0.44 $29,452,015
FNMA 30yr Pool#FA1798 4.000% 01-Aug-2052, 4.00%, 08/01/52 FN 3140W17L1 - - 29,833,682 $29,012,031 $29,012,031 0.43 $28,669,245
FNMA 30yr Pool#FS8681 4.500% 01-Oct-2050, 4.50%, 10/01/50 FN 3140XQUF2 - - 28,089,146 $28,249,065 $28,249,065 0.42 $27,902,609
NRM MSR-Collateralized Notes, Series 2024-FNT1 A 7.398% 25-NOV-2029, 7.40%, 11/25/31 NZES 2024-FNT1 62956YAA7 - - 27,410,402 $27,836,286 $27,836,286 0.41 $27,667,301
FHF Issuer Trust 2025-2|4.839|12/15/2026, 4.84%, 12/15/26 FHF 2025-2A 30343DAA2 - - 27,750,000 $27,753,730 $27,753,730 0.41 $27,750,000
FHLMC 30yr Pool#SD3271 5.500% 01-Jun-2053, 5.50%, 06/01/53 FR 3132DQT48 - - 24,163,737 $26,346,923 $26,346,923 0.39 $24,919,812
FNMA 30yr Pool#CB4798 5.000% 01-Oct-2052, 5.00%, 10/01/52 FN 3140QQKL8 - - 25,885,968 $26,052,244 $26,052,244 0.38 $25,965,957
METRONET INFRASTRUCTURE ISSU 5.4% 55, 5.40%, 08/20/55 MNET 2025-2A 59170JAX6 - - 24,600,000 $24,908,873 $24,908,873 0.37 $24,890,423
FNMA 30yr Pool#FS6257 4.000% 01-Jun-2053, 4.00%, 06/01/53 FN 3140XM5T9 - - 25,548,322 $24,804,286 $24,804,286 0.37 $24,440,142
FNMA 30yr Pool#FA1129 6.500% 01-Jun-2054, 6.50%, 06/01/54 FN 3140W1HF3 - - 22,684,946 $24,682,304 $24,682,304 0.36 $23,617,583
FNMA 30yr Pool#FS9239 4.500% 01-Jan-2051, 4.50%, 01/01/51 FN 3140XRHR9 - - 24,254,192 $24,505,098 $24,505,098 0.36 $24,093,122
FNMA 30yr Pool#FA1128 6.500% 01-Aug-2054, 6.50%, 08/01/54 FN 3140W1HE6 - - 22,198,828 $23,862,282 $23,862,282 0.35 $23,111,479
FNMA 30yr Pool#FS9771 4.000% 01-Oct-2052, 4.00%, 10/01/52 FN 3140XR2D6 - - 24,510,531 $23,846,437 $23,846,437 0.35 $23,507,751
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2025-HQA1 M2 5.83279% 25-FEB-2045, 5.83%, 02/25/45 STACR 2025-HQA1 35564NHA4 - - 23,060,148 $23,161,955 $23,161,955 0.34 $23,053,604
FNMA 30yr Pool#FM7840 4.000% 01-Apr-2050, 4.00%, 04/01/50 FN 3140XBWA4 - - 23,190,063 $22,757,346 $22,757,346 0.34 $22,340,254
PRET 2025-RPL3 Trust A1 4.15% 25-APR-2065, 4.15%, 04/25/65 PRET 2025-RPL3 69382RAA1 - - 22,799,117 $22,661,389 $22,661,389 0.33 $22,357,902
FHLMC 30yr Pool#SD5061 5.500% 01-Mar-2054, 5.50%, 03/01/54 FR 3132DSTS1 - - 21,681,999 $22,555,231 $22,555,231 0.33 $22,316,672
FNMA 30yr Pool#FS4781 4.000% 01-Oct-2051, 4.00%, 10/01/51 FN 3140XLJ33 - - 22,745,402 $22,323,580 $22,323,580 0.33 $21,911,887
FHLMC 30yr Pool#SD6989 5.500% 01-Nov-2054, 5.50%, 11/01/54 FR 3132DUXS1 - - 20,999,657 $22,058,625 $22,058,625 0.33 $21,386,869
FNMA 30yr Pool#FS7225 4.000% 01-Aug-2051, 4.00%, 08/01/51 FN 3140XPA33 - - 22,530,776 $22,001,359 $22,001,359 0.32 $21,734,980
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-DNA6 B2 11.68279% 25-OCT-2041, 11.68%, 10/25/41 STACR 2021-DNA6 35564KLV9 - - 19,937,000 $21,304,018 $21,304,018 0.31 $20,920,255
FNMA 30yr Pool#CB7112 5.500% 01-Sep-2053, 5.50%, 09/01/53 FN 3140QS3W9 - - 20,173,462 $21,214,874 $21,214,874 0.31 $20,780,798
FNMA 40yr Pool#BF0713 4.000% 01-Mar-2063, 4.00%, 03/01/63 FN 3140FXYK2 - - 21,611,704 $21,188,670 $21,188,670 0.31 $20,655,812
Structured Agency Credit Risk (STACR) Debt Notes, Series 2022-HQA1 M2 9.43279% 25-MAR-2042, 9.43%, 03/25/42 STACR 2022-HQA1 35564KTJ8 - - 20,019,000 $21,187,873 $21,187,873 0.31 $21,035,756
FNMA 40yr Pool#BF0226 3.500% 01-Jan-2058, 3.50%, 01/01/58 FN 3140FXHC9 - - 22,123,625 $21,010,502 $21,010,502 0.31 $20,662,215
RCKT MOR 2025-CES9 FLT 2055 A1B, 5.00%, 09/25/55 RCKT 2025-CES9 74942JAB0 - - 20,497,373 $20,887,787 $20,887,787 0.31 $20,496,780
FNMA 40yr Pool#BF0807 3.500% 01-Apr-2064, 3.50%, 04/01/64 FN 3140FX3R1 - - 22,466,760 $20,868,794 $20,868,794 0.31 $20,585,863
FNMA 30yr Pool#FS6382 4.000% 01-Aug-2051, 4.00%, 08/01/51 FN 3140XNCU6 - - 21,289,312 $20,806,473 $20,806,473 0.31 $20,537,365
Finance of America Structured Securities Trust, 2025-S1 A1 3.5% 25-FEB-2075, 3.50%, 02/25/75 FASST 2025-S1 31741BAB0 - - 21,160,160 $20,595,591 $20,595,591 0.30 $20,533,874
FHLMC 30yr Pool#QJ9063 5.000% 01-Nov-2054, 5.00%, 11/01/54 FR 3133D1B81 - - 19,601,664 $20,510,171 $20,510,171 0.30 $19,664,405
Cipher Compute LLC 7.125% 15-NOV-2030, 7.12%, 11/15/30 CIFR 17253NAA5 - - 20,244,000 $20,392,085 $20,392,085 0.30 $20,344,005
FINANCE OF AMERICA STRUC 3.28125% 74, 3.50%, 04/25/74 FASST 2024-S3 31739WAB8 - - 20,326,272 $19,870,841 $19,870,841 0.29 $19,811,556
FHLMC 30yr Pool#SL0850 4.000% 01-Jul-2049, 4.00%, 07/01/49 FR 31427M5L1 - - 19,773,180 $19,752,065 $19,752,065 0.29 $19,464,786
FNMA 30yr Pool#FS5028 4.000% 01-Oct-2051, 4.00%, 10/01/51 FN 3140XLSS8 - - 19,921,442 $19,578,985 $19,578,985 0.29 $19,191,413
FNMA 30yr Pool#DC4912 5.500% 01-Oct-2054, 5.50%, 10/01/54 FN 3140ASN61 - - 18,854,133 $19,257,207 $19,257,207 0.28 $19,188,075
FNMA 30yr Pool#FS9476 4.000% 01-Jun-2053, 4.00%, 06/01/53 FN 3140XRQ65 - - 19,297,613 $18,985,128 $18,985,128 0.28 $18,454,599
RCKT Mortgage Trust 2025-CES11|4.966|11/25/2055, 4.97%, 11/25/55 RCKT 2025-CES11 749423AA7 - - 18,656,000 $18,764,415 $18,764,415 0.28 $18,702,651
FNMA 30yr Pool#FS2863 4.000% 01-Sep-2052, 4.00%, 09/01/52 FN 3140XJFD0 - - 19,073,656 $18,485,240 $18,485,240 0.27 $18,323,294
FNMA 30yr Pool#FS8709 4.500% 01-Jan-2051, 4.50%, 01/01/51 FN 3140XQVB0 - - 18,250,528 $18,415,607 $18,415,607 0.27 $18,129,328
FNMA 30yr Pool#FA1549 5.500% 01-May-2055, 5.50%, 05/01/55 FN 3140W1WK5 - - 17,731,298 $18,411,276 $18,411,276 0.27 $18,212,254
FHLMC 30yr Pool#QY8779 6.000% 01-Jul-2055, 6.00%, 07/01/55 FR 31426TXH5 - - 17,014,713 $18,320,780 $18,320,780 0.27 $17,549,339
Saluda Grade Alternative Mortgage Trust 2024-RTL4 A1 7.5% 25-FEB-2030, 7.50%, 02/25/30 GRADE 2024-RTL4 79584CAA9 - - 17,634,279 $17,865,016 $17,865,016 0.26 $17,699,062
FNMA 30yr Pool#CB4128 4.500% 01-Jul-2052, 4.50%, 07/01/52 FN 3140QPSS7 - - 17,579,410 $17,794,286 $17,794,286 0.26 $17,377,653
FHLMC 30yr Pool#QH3192 6.000% 01-Oct-2053, 6.00%, 10/01/53 FR 3133CFRM3 - - 16,417,378 $17,535,461 $17,535,461 0.26 $17,018,539
FNMA 30yr Pool#CB8221 5.500% 01-Mar-2054, 5.50%, 03/01/54 FN 3140QUD37 - - 16,837,064 $17,428,567 $17,428,567 0.26 $17,145,374
Homeward Opportunities Fund Trust 2024-RTL1 A1 7.12% 25-JUL-2029, 7.12%, 07/25/29 HOF 43789FAA1 - - 17,261,000 $17,386,939 $17,386,939 0.26 $17,284,523
FNMA 30yr Pool#FS9116 6.000% 01-Sep-2054, 6.00%, 09/01/54 FN 3140XRDW2 - - 16,210,576 $17,381,116 $17,381,116 0.26 $16,697,603
FNMA 30yr Pool#DA1525 6.000% 01-Oct-2053, 6.00%, 10/01/53 FN 3140A1VT1 - - 15,318,797 $17,341,764 $17,341,764 0.26 $15,797,375
FNMA 30yr Pool#FM4738 4.000% 01-Sep-2050, 4.00%, 09/01/50 FN 3140X8HQ3 - - 17,248,985 $17,202,039 $17,202,039 0.25 $16,579,743
FNMA 40yr Pool#BF0806 3.500% 01-Apr-2064, 3.50%, 04/01/64 FN 3140FX3Q3 - - 18,131,647 $16,937,739 $16,937,739 0.25 $16,673,293
FNMA 40yr Pool#BF0801 2.500% 01-Apr-2064, 2.50%, 04/01/64 FN 3140FX3K6 - - 19,441,519 $16,456,908 $16,456,908 0.24 $16,348,382
FHLMC 30yr Pool#SD5963 6.000% 01-Jul-2054, 6.00%, 07/01/54 FR 3132DTTU4 - - 14,709,465 $16,025,635 $16,025,635 0.24 $15,151,392
PRPM 2025-RCF3 LLC 5.25% 55, 5.25%, 07/25/55 PRPM 2025-RCF3 69392PAA3 - - 15,266,953 $15,994,602 $15,994,602 0.24 $15,386,536
FHLMC 30yr Pool#SL0644 4.500% 01-Mar-2053, 4.50%, 03/01/53 FR 31427MWE7 - - 15,957,905 $15,970,049 $15,970,049 0.24 $15,765,522
SALUDA GR ALT MTG TR 2025-LOC5 A1B, 5.79%, 10/25/55 GRADE 2025-LOC5 79581XAC2 - - 15,693,000 $15,814,462 $15,814,462 0.23 $15,741,254
Vontive Mortgage Trust 2025-RTL1 A1 6.507% 25-MAR-2030, 6.51%, 03/25/30 VNTV 2025-RTL1 928884AA3 - - 15,444,000 $15,803,956 $15,803,956 0.23 $15,720,211
Saluda Grade Alternative Mortgage Trust 2024-RTL6 A1 7.439% 25-JUL-2030, 7.44%, 07/25/30 GRADE 2024-RTL6 79585UAA8 - - 15,216,666 $15,483,851 $15,483,851 0.23 $15,314,056
PRET 2025-RPL1 Trust A1 4.0% 25-JUL-2069, 4.00%, 07/25/69 PRET 2025-RPL1 69392FAA5 - - 15,445,378 $15,174,801 $15,174,801 0.22 $15,082,128
PRPM 2025-5 0%30, 5.73%, 07/25/30 PRPM 2025-5 69392RAA9 - - 14,861,096 $15,101,121 $15,101,121 0.22 $14,843,457
RCKT Mortgage Trust 2025-CES7 A1A 5.377% 25-JUL-2055, 5.38%, 07/25/55 RCKT 2025-CES7 74943AAA0 - - 14,810,923 $15,066,445 $15,066,445 0.22 $14,946,987
Connecticut Avenue Securities, Series 2021-R03 1M2 5.83279% 25-DEC-2041, 5.83%, 12/25/41 CAS 2021-R03 20754AAB9 - - 14,835,000 $14,963,664 $14,963,664 0.22 $14,893,960
Vista Point Securitization Trust 2025-CES2 A1 5.601% 25-AUG-2055, 5.60%, 08/25/55 VSTA 2025-CES2 92842UAA0 - - 14,390,843 $14,885,145 $14,885,145 0.22 $14,476,674
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-DNA7 M2 5.98279% 25-NOV-2041, 5.98%, 11/25/41 STACR 2021-DNA7 35564KMH9 - - 14,550,000 $14,706,795 $14,706,795 0.22 $14,636,671
Huntington Bank Auto Credit-Linked Notes, Series 2024-2 B1 5.442% 20-OCT-2032, 5.44%, 10/20/32 HACLN 2024-2 44644NAG4 - - 14,523,115 $14,670,388 $14,670,388 0.22 $14,659,411
Galaxy XXVI CLO Ltd., 6.84%, 07/31/26 GLXYT 2025-1 362922AA4 - - 14,337,654 $14,474,276 $14,474,276 0.21 $14,414,304
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2025-HQA1 M1 5.33279% 25-FEB-2045, 5.33%, 02/25/45 STACR 2025-HQA1 35564NGZ0 - - 14,386,614 $14,437,401 $14,437,401 0.21 $14,375,598
FINANCE OF AMER STR TR 2024-S2 A1, 3.50%, 04/25/74 FASST 2024-S2 31739VAA2 - - 14,418,479 $14,151,630 $14,151,630 0.21 $14,109,576
GS Mortgage-Backed Securities Trust 2025-RPL3 A1 4.1% 25-JUL-2065, 4.10%, 07/25/65 GSMBS 2025-RPL3 362963AA8 - - 14,249,018 $14,133,105 $14,133,105 0.21 $13,956,528
BMP Commercial Mortgage Trust 2024-MF23 A 5.3309% 15-JUN-2041, 5.33%, 06/15/41 BMP 2024-MF23 05593JAA8 - - 14,000,000 $14,016,138 $14,016,138 0.21 $13,995,407
Chase Mortgage Reference Notes, Series 2020-CL1 M1 6.35551% 25-OCT-2057, 6.36%, 10/25/57 CHASE 2020-CL1 46591HAG5 - - 13,519,356 $13,989,643 $13,989,643 0.21 $13,920,428
FHLMC 30yr Pool#SD6558 6.000% 01-Sep-2054, 6.00%, 09/01/54 FR 3132DUJB4 - - 13,069,924 $13,972,939 $13,972,939 0.21 $13,462,593
FNMA 30yr Pool#FS8717 6.000% 01-Jul-2054, 6.00%, 07/01/54 FN 3140XQVK0 - - 12,964,913 $13,849,622 $13,849,622 0.20 $13,354,427
FHLMC 30yr Pool#SD1143 4.500% 01-Sep-2050, 4.50%, 09/01/50 FR 3132DNHU0 - - 13,711,799 $13,840,720 $13,840,720 0.20 $13,620,740
CONNECTICUT AVENUE SECUR 5.55001% 45, 5.38%, 07/25/45 CAS 2025-R05 20753CAB6 - - 13,560,780 $13,617,456 $13,617,456 0.20 $13,558,655
FNMA 30yr Pool#FM5350 4.500% 01-Sep-2050, 4.50%, 09/01/50 FN 3140X85L7 - - 13,435,199 $13,582,767 $13,582,767 0.20 $13,331,779
WULF Compute LLC 7.75% 15-OCT-2030, 7.75%, 10/15/30 WULF 982911AA7 - - 12,852,000 $13,270,045 $13,270,045 0.20 $13,181,509
FNMA 30yr Pool#DE1157 6.000% 01-Jun-2055, 6.00%, 06/01/55 FN 3140BDJB7 - - 12,545,577 $13,168,032 $13,168,032 0.19 $12,925,174
Foundation Finance Trust 2025-2 B 4.94% 15-APR-2052, 4.94%, 04/15/52 FFIN 2025-2A 35042NAB1 - - 13,050,000 $13,069,869 $13,069,869 0.19 $13,051,961
FNMA 30yr Pool#DE6043 6.000% 01-Aug-2055, 6.00%, 08/01/55 FN 3140BJWD5 - - 12,468,173 $12,977,731 $12,977,731 0.19 $12,845,428
FNMA 30yr Pool#FA0470 6.000% 01-Jan-2055, 6.00%, 01/01/55 FN 3140W0QY4 - - 12,138,008 $12,937,906 $12,937,906 0.19 $12,502,679
TOWD POINT MORTGAGE TRUST 2025 0% 65, 4.97%, 09/25/65 TPMT 2025-FIX1 89183MAA1 - - 12,521,612 $12,908,001 $12,908,001 0.19 $12,524,919
FHLMC 30yr Pool#SD5994 4.500% 01-Sep-2050, 4.50%, 09/01/50 FR 3132DTUT5 - - 12,776,708 $12,879,084 $12,879,084 0.19 $12,691,860
FNMA 40yr Pool#BF0731 2.500% 01-Jun-2063, 2.50%, 06/01/63 FN 3140FXY55 - - 14,950,395 $12,857,249 $12,857,249 0.19 $12,572,683
PRET 2025-RPL5 TRUST FLTG 2070 A1, 4.15%, 01/25/70 PRET 2025-RPL5 69393AAA5 - - 12,962,000 $12,724,741 $12,724,741 0.19 $12,644,053
FIGRE TRUST 2025-HE4 FLTG 2055 C, 5.71%, 07/25/55 FIGRE 2025-HE4 31684PAC6 - - 12,404,507 $12,592,889 $12,592,889 0.19 $12,486,663
Towd Point Mortgage Trust 2025-FIX2|5.249|10/25/2065, 5.25%, 10/25/65 TPMT 2025-FIX2 89183RAA0 - - 12,320,000 $12,449,269 $12,449,269 0.18 $12,352,268
FNMA 30yr Pool#FS7541 4.000% 01-Jun-2052, 4.00%, 06/01/52 FN 3140XPLX5 - - 12,661,356 $12,341,867 $12,341,867 0.18 $12,197,375
Connecticut Avenue Securities Trust 2025-R06 1M1 5.13279% 25-SEP-2045, 5.13%, 09/25/45 CAS 2025-R06 20754YAB7 - - 12,268,753 $12,311,294 $12,311,294 0.18 $12,260,566
Acacia 2025-1 A 5.24% 15-NOV-2037, 5.24%, 11/15/37 ACACIA 2025-1 00401PAA7 - - 12,249,000 $12,279,300 $12,279,300 0.18 $12,257,905
FHLMC 30yr Pool#QG6755 5.500% 01-Jun-2053, 5.50%, 06/01/53 FR 3133C7QG5 - - 11,727,752 $12,230,546 $12,230,546 0.18 $12,101,638
FNMA 30yr Pool#DC5672 5.500% 01-Nov-2054, 5.50%, 11/01/54 FN 3140ATJS6 - - 11,789,320 $12,041,038 $12,041,038 0.18 $11,997,810
FHLMC 30yr Pool#SD1436 4.500% 01-Aug-2052, 4.50%, 08/01/52 FR 3132DNSZ7 - - 11,937,495 $11,887,171 $11,887,171 0.18 $11,784,863
FNMA 40yr Pool#BF0783 3.500% 01-Dec-2063, 3.50%, 12/01/63 FN 3140FX2R2 - - 12,633,615 $11,773,172 $11,773,172 0.17 $11,579,858
PRET 2025-NPL4 A1 6.3677% 25-MAY-2055, 6.37%, 04/25/55 PRET 2025-NPL4 74136UAA3 - - 11,636,861 $11,743,252 $11,743,252 0.17 $11,681,502
RCKT Mortgage Trust 2024-CES7 A1A 5.158% 25-OCT-2044, 5.16%, 10/25/44 RCKT 2024-CES7 749414AA6 - - 11,162,775 $11,712,770 $11,712,770 0.17 $11,183,398
FNMA 30yr Pool#FS6236 6.500% 01-Nov-2053, 6.50%, 11/01/53 FN 3140XM4W3 - - 10,931,507 $11,617,200 $11,617,200 0.17 $11,400,310
FIGRE Trust 2025-HE3 A 5.56% 25-MAY-2055, 5.56%, 05/25/55 FIGRE 2025-HE3 31684LAA9 - - 11,388,556 $11,615,930 $11,615,930 0.17 $11,520,950
FHLMC 30yr Pool#QH3306 6.000% 01-Oct-2053, 6.00%, 10/01/53 FR 3133CFU72 - - 10,972,828 $11,490,324 $11,490,324 0.17 $11,374,624
FNMA 30yr Pool#BY4134 5.500% 01-Jul-2053, 5.50%, 07/01/53 FN 3140NLSY6 - - 11,050,667 $11,369,997 $11,369,997 0.17 $11,255,677
Ally Bank Auto Credit-Linked Notes, Series 2025-A C 4.844% 15-JUN-2033, 4.84%, 06/15/33 ABCLN 2025-A 02007G5F6 - - 11,259,601 $11,313,742 $11,313,742 0.17 $11,298,592
FNMA 30yr Pool#FS5818 4.500% 01-Oct-2050, 4.50%, 10/01/50 FN 3140XMPC4 - - 11,278,318 $11,296,238 $11,296,238 0.17 $11,191,501
FNMA 30yr Pool#FS5362 4.500% 01-Dec-2050, 4.50%, 12/01/50 FN 3140XL5Y0 - - 11,065,357 $11,142,592 $11,142,592 0.16 $10,980,180
FNMA 30yr Pool#FS7613 4.500% 01-May-2052, 4.50%, 05/01/52 FN 3140XPN70 - - 10,947,778 $11,056,106 $11,056,106 0.16 $10,875,075
FHLMC 30yr Pool#SD5224 6.000% 01-Mar-2054, 6.00%, 03/01/54 FR 3132DSYV8 - - 10,223,922 $10,985,386 $10,985,386 0.16 $10,531,606
FNMA 30yr Pool#FS7117 6.500% 01-Feb-2054, 6.50%, 02/01/54 FN 3140XN4B7 - - 10,047,026 $10,980,545 $10,980,545 0.16 $10,477,897
GS MTG-BKD TRUST 2025-CES2 A1, 5.18%, 09/25/55 GSMBS 2025-CES2 36273BAA7 - - 10,775,312 $10,891,607 $10,891,607 0.16 $10,807,883
FHLMC 30yr Pool#RA7104 4.500% 01-Feb-2051, 4.50%, 02/01/51 FR 3133KN3M3 - - 10,104,641 $10,634,427 $10,634,427 0.16 $10,001,687
Homeward Opportunities Fund Trust 2025-RRTL1 A1 5.476% 25-MAR-2040, 5.48%, 03/25/40 HOF 2025-RRTL1 437919AA1 - - 10,475,000 $10,571,549 $10,571,549 0.16 $10,523,749
FNMA 30yr Pool#BX0421 5.500% 01-Nov-2052, 5.50%, 11/01/52 FN 3140N4PF8 - - 9,944,287 $10,455,273 $10,455,273 0.15 $10,167,927
FNMA 30yr Pool#FS6662 4.000% 01-Oct-2051, 4.00%, 10/01/51 FN 3140XNML5 - - 10,602,895 $10,370,418 $10,370,418 0.15 $10,214,348
FHLMC 30yr Pool#SL0869 4.500% 01-May-2053, 4.50%, 05/01/53 FR 31427M6F3 - - 10,292,507 $10,296,781 $10,296,781 0.15 $10,141,366
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-HQA4 M2 6.53279% 25-DEC-2041, 6.53%, 12/25/41 STACR 2021-HQA4 35564KNS4 - - 10,089,878 $10,257,868 $10,257,868 0.15 $10,204,770
LHOME Mortgage Trust 2024-RTL3 A1 6.9% 25-MAY-2029, 6.90%, 05/25/29 LHOME 2024-RTL3 50205GAA0 - - 9,960,000 $10,111,338 $10,111,338 0.15 $10,054,068
A&D Mortgage Trust 2025-NQM2 A1 5.79% 25-JUN-2070, 5.79%, 06/25/70 ADMT 2025-NQM2 00250EAC0 - - 9,642,579 $9,878,236 $9,878,236 0.15 $9,728,859
FHLMC 30yr Pool#QH4373 6.000% 01-Nov-2053, 6.00%, 11/01/53 FR 3133CG2E6 - - 9,408,638 $9,849,246 $9,849,246 0.15 $9,753,157
FNMA 30yr Pool#FS2144 3.500% 01-Jun-2052, 3.50%, 06/01/52 FN 3140XHL21 - - 10,352,726 $9,834,545 $9,834,545 0.14 $9,716,795
Huntington Bank Auto Credit-Linked Notes, Series 2024-1 B1 6.153% 20-MAY-2032, 6.15%, 05/20/32 HACLN 2024-1 44644NAA7 - - 9,666,022 $9,807,095 $9,807,095 0.14 $9,798,834
FIGRE TRUST 2025 HE4 FLTG 2055 B, 5.61%, 07/25/55 FIGRE 2025-HE4 31684PAB8 - - 9,603,713 $9,749,788 $9,749,788 0.14 $9,669,002
FNMA 30yr Pool#DA0026 6.000% 01-Sep-2053, 6.00%, 09/01/53 FN 3140A0A41 - - 8,911,286 $9,556,811 $9,556,811 0.14 $9,189,685
FHLMC STACR REMIC TR 2025-DNA3 M1, 5.28%, 09/25/45 STACR 2025-DNA3 35564UAR8 - - 9,515,888 $9,549,124 $9,549,124 0.14 $9,508,628
Rithm Capital Corp. 8.0% 01-APR-2029, 8.00%, 04/01/29 RITM 64828TAB8 - - 9,213,000 $9,473,700 $9,473,700 0.14 $9,363,144
RCKT Mortgage Trust 2024-CES9 A1B 5.683% 25-DEC-2044, 5.68%, 12/25/44 RCKT 2024-CES9 749426AB8 - - 8,994,380 $9,431,859 $9,431,859 0.14 $9,063,367
LHOME Mortgage Trust 2024-RTL5 A2 5.751% 25-SEP-2039, 5.75%, 09/25/39 LHOME 2024-RTL5 50205WAB3 - - 9,325,000 $9,419,884 $9,419,884 0.14 $9,375,194
FNMA 30yr Pool#FA1287 4.500% 01-Jul-2053, 4.50%, 07/01/53 FN 3140W1ND1 - - 9,121,546 $9,371,649 $9,371,649 0.14 $9,000,865
CONNECTICUT AVENUE SECUR 5.95001% 45, 5.78%, 07/25/45 CAS 2025-R05 20753CAC4 - - 9,254,000 $9,292,563 $9,292,563 0.14 $9,249,455
Brean Asset Backed Securities Trust 2024-RM8 A1 4.5% 25-MAY-2064, 4.50%, 05/25/64 BABS 2024-RM8 10637YAA3 - - 9,395,450 $9,278,603 $9,278,603 0.14 $9,243,370
RCKT Mortgage Trust 2025-CES7 A1B 5.478% 25-JUL-2055, 5.48%, 07/25/55 RCKT 2025-CES7 74943AAB8 - - 8,984,752 $9,272,096 $9,272,096 0.14 $9,043,514
RCKT MORTGAGE TR 2025-CES8 A1A, 5.15%, 08/25/55 RCKT 2025-CES8 74939WAA8 - - 8,909,739 $9,169,223 $9,169,223 0.14 $8,956,404
FHLMC 30yr Pool#SD7417 5.500% 01-Jan-2055, 5.50%, 01/01/55 FR 3132DVG25 - - 8,606,651 $9,091,359 $9,091,359 0.13 $8,844,812
FHLMC 30yr Pool#QZ2313 5.500% 01-Sep-2055, 5.50%, 09/01/55 FR 31426YSB3 - - 8,913,213 $9,070,771 $9,070,771 0.13 $9,038,089
Freddie Mac Multiclass Certificates, Series 5164 FA 4.0% 25-NOV-2051, 4.00%, 11/25/51 FHR 5164 3137H3PY2 - - 9,719,920 $9,047,505 $9,047,505 0.13 $9,014,954
Saluda Grade Alternative Mortgage Trust 2023-RTL3 A1 8.0% 25-APR-2029, 8.00%, 04/25/29 GRADE 2023-RTL3 79583YAA2 - - 8,960,858 $9,022,507 $9,022,507 0.13 $8,914,977
FHLMC 30yr Pool#QY9874 6.000% 01-Aug-2055, 6.00%, 08/01/55 FR 31426U6L3 - - 8,651,707 $9,016,543 $9,016,543 0.13 $8,913,486
FHLMC 30yr Pool#QH1500 6.000% 01-Sep-2053, 6.00%, 09/01/53 FR 3133CDUZ5 - - 8,340,741 $8,912,815 $8,912,815 0.13 $8,646,157
Alterna Funding III A 6.26% 15-MAY-2039, 6.26%, 05/16/39 TAX 2024-1A 02157JAA3 - - 8,820,371 $8,850,721 $8,850,721 0.13 $8,835,383
Saluda Grade Alternative Mortgage Trust 2024-RTL5 A1 7.762% 25-APR-2030, 7.76%, 04/25/30 GRADE 2024-RTL5 A1 795935AA3 - - 8,254,619 $8,426,045 $8,426,045 0.12 $8,329,937
FHLMC 30yr Pool#QX9929 6.000% 01-Apr-2055, 6.00%, 04/01/55 FR 31426HA78 - - 8,025,851 $8,362,961 $8,362,961 0.12 $8,278,034
PRPM 2025-RPL4 A1, 3.00%, 05/25/55 PRPM 2025-RPL4 74448NAA2 - - 8,600,940 $8,262,628 $8,262,628 0.12 $8,115,742
Freddie Mac Pool|5|11/01/2055, 5.00%, 11/01/55 FR 31427KC60 - - 8,241,043 $8,254,878 $8,254,878 0.12 $8,227,408
Fannie Mae REMIC Trust 2022-65 FB 4.98279% 25-SEP-2052, 4.98%, 09/25/52 FNR 2022-65 3136BPCQ2 - - 8,251,691 $8,212,121 $8,212,121 0.12 $8,177,113
FHLMC 30yr Pool#QX0520 5.500% 01-Dec-2054, 5.50%, 12/01/54 FR 31425USJ5 - - 7,730,605 $8,051,217 $8,051,217 0.12 $7,872,525
COOPR Residential Mortgage Trust 2025-CES3 A1A 4.84% 25-SEP-2060, 4.84%, 09/25/60 COOPR 2025-CES3 216926AA3 - - 7,890,471 $7,931,736 $7,931,736 0.12 $7,874,452
ACHM Trust 2024-HE1 A 6.55% 25-MAY-2039, 6.55%, 05/25/39 ACHM 2024-HE1 00449TAA3 - - 7,641,861 $7,926,274 $7,926,274 0.12 $7,884,563
FNMA 30yr Pool#DD8495 5.500% 01-May-2055, 5.50%, 05/01/55 FN 3140B9NM7 - - 7,726,277 $7,850,481 $7,850,481 0.12 $7,837,496
Brex Commercial Charge Card Master Trust Series 2024-1 A1 6.05% 15-JUL-2027, 6.05%, 07/15/27 BREX 2024-1 05601DAE3 - - 7,750,000 $7,794,485 $7,794,485 0.11 $7,781,461
FIGRE TRUST 2025-HE6 FLTG 2055 C, 5.25%, 09/25/55 FIGRE 2025-HE6 31684NAC1 - - 7,623,000 $7,644,658 $7,644,658 0.11 $7,584,684
RCKT Mortgage Trust 2024-CES1 A1B 6.325% 25-FEB-2044, 6.33%, 02/25/44 RCKT 2024-CES1 749424AB3 - - 7,134,175 $7,555,177 $7,555,177 0.11 $7,193,898
Connecticut Avenue Securities Trust 2025-R01 1M2 5.68279% 25-JAN-2045, 5.68%, 01/25/45 CAS 2025-R01 20755JAC7 - - 7,526,000 $7,534,466 $7,534,466 0.11 $7,500,014
RCKT MORTGAGE TRUST 2025 5.24863% 55, 5.25%, 08/25/55 RCKT 2025-CES8 74939WAB6 - - 7,331,853 $7,527,630 $7,527,630 0.11 $7,351,381
SALUDA GR ALT MTG TR 25 RRTL1 A1, 5.32%, 10/25/40 GRADE 2025-RRTL1 79582NAA7 - - 7,388,000 $7,443,672 $7,443,672 0.11 $7,384,716
Ally Bank Auto Credit-Linked Notes, Series 2025-A D 4.991% 15-JUN-2033, 4.99%, 06/15/33 ABCLN 2025-A 02007G5G4 - - 7,314,223 $7,335,600 $7,335,600 0.11 $7,325,460
Mello Mortgage Capital Acceptance 2024-SD1 A1 4.0% 25-APR-2054, 4.00%, 04/25/54 MELLO 58550DAA1 - - 7,379,026 $7,296,674 $7,296,674 0.11 $7,272,078
PRPM 2025-RCF3, LLC, 5.77%, 08/25/28 PRPM 2025-6 69395KAA1 - - 7,171,516 $7,280,751 $7,280,751 0.11 $7,168,735
FNMA 30yr Pool#FS4356 6.000% 01-May-2053, 6.00%, 05/01/53 FN 3140XKZW3 - - 6,513,525 $7,161,552 $7,161,552 0.11 $6,709,546
FNMA 30yr Pool#FS7397 6.000% 01-Mar-2054, 6.00%, 03/01/54 FN 3140XPGF0 - - 6,600,728 $7,156,436 $7,156,436 0.11 $6,799,038
FHLMC 30yr Pool#QG3912 5.500% 01-Jun-2053, 5.50%, 06/01/53 FR 3133C4KZ6 - - 6,858,546 $7,090,952 $7,090,952 0.10 $7,026,009
Structured Agency Credit Risk (STACR) Debt Notes, Series 2024-HQA1 M1 5.43279% 25-MAR-2044, 5.43%, 03/25/44 STACR 2024-HQA1 M1 35564NBX0 - - 6,946,521 $6,975,908 $6,975,908 0.10 $6,945,507
LHOME Mortgage Trust 2024-RTL4 A2 6.092% 25-JUL-2039, 6.09%, 07/25/39 LHOME 2024-RTL4 50205PAB8 - - 6,870,000 $6,930,278 $6,930,278 0.10 $6,895,401
FHLMC 30yr Pool#SD5223 6.000% 01-Apr-2054, 6.00%, 04/01/54 FR 3132DSYU0 - - 6,538,784 $6,923,543 $6,923,543 0.10 $6,735,234
FNMA 30yr Pool#DD5556 6.000% 01-Mar-2055, 6.00%, 03/01/55 FN DD5556 MTGE 3140B6E68 - - 6,411,382 $6,878,396 $6,878,396 0.10 $6,605,374
FNMA 30yr Pool#DB4017 6.000% 01-May-2054, 6.00%, 05/01/54 FN 3140ADPB1 - - 6,226,758 $6,868,244 $6,868,244 0.10 $6,413,833
Brean Asset Backed Securities Trust 2024-RM9 A1 5.0% 25-SEP-2064, 5.00%, 09/25/64 BABS 2024-RM9 10638DAA8 - - 6,750,458 $6,754,635 $6,754,635 0.10 $6,726,508
FIGRE TRUST 2025-HE6 FLTG 2055 B, 5.14%, 09/25/55 FIGRE 2025-HE6 31684NAB3 - - 6,719,000 $6,751,189 $6,751,189 0.10 $6,699,345
FHLMC 30yr Pool#QH7040 6.000% 01-Dec-2053, 6.00%, 12/01/53 FR 3133CKZD3 - - 6,468,188 $6,735,309 $6,735,309 0.10 $6,670,263
FIGRE TRUST 2025-HE4 5.408% 55, 5.41%, 07/25/55 FIGRE 2025-HE4 31684PAA0 - - 6,573,735 $6,698,381 $6,698,381 0.10 $6,630,737
RCKT MORT 2025-CES9 FLT 2055 A1A, 4.79%, 09/25/55 RCKT 2025-CES9 74942JAA2 - - 6,369,029 $6,550,360 $6,550,360 0.10 $6,363,302
FNMA 30yr Pool#FM4129 4.000% 01-Sep-2050, 4.00%, 09/01/50 FN 3140X7ST7 - - 6,708,879 $6,549,565 $6,549,565 0.10 $6,463,029
PRET 2025-RPL2 Trust A1 4.0% 25-FEB-2065, 4.00%, 08/25/64 PRET 2025-RPL2 69392LAA2 - - 6,552,228 $6,529,142 $6,529,142 0.10 $6,450,251
EFMT 2025-RTL1|5.221|11/25/2040, 5.22%, 11/25/40 EFMT 2025-RTL1 26846FAA7 - - 6,512,000 $6,526,718 $6,526,718 0.10 $6,520,107
FNMA 30yr Pool#DA1456 5.500% 01-Sep-2053, 5.50%, 09/01/53 FN 3140A1TN7 - - 6,314,396 $6,494,117 $6,494,117 0.10 $6,430,513
Connecticut Avenue Securities Trust 2022-R01 1B2 10.18279% 25-DEC-2041, 10.18%, 12/25/41 CAS 2022-R01 20754LAJ8 - - 6,153,382 $6,459,354 $6,459,354 0.10 $6,408,879
LHOME Mortgage Trust 2024-RTL1 A1 7.017% 25-JAN-2029, 7.02%, 01/25/29 LHOME 2024-RTL1 50205DAA7 - - 6,341,000 $6,401,089 $6,401,089 0.09 $6,364,010
FNMA 30yr Pool#DC7015 5.500% 01-Dec-2054, 5.50%, 12/01/54 FN 3140AUYM9 - - 5,940,731 $6,239,976 $6,239,976 0.09 $6,049,792
FNMA 30yr Pool#DA1468 6.000% 01-Sep-2053, 6.00%, 09/01/53 FN 3140A1T23 - - 5,916,825 $6,193,972 $6,193,972 0.09 $6,133,484
FNMA 30yr Pool#BY0337 6.500% 01-May-2053, 6.50%, 05/01/53 FN 3140NGLT5 - - 5,479,423 $6,152,374 $6,152,374 0.09 $5,710,901
FHLMC 30yr Pool#SD3018 5.500% 01-May-2053, 5.50%, 05/01/53 FR 3132DQK70 - - 5,873,776 $6,142,984 $6,142,984 0.09 $5,987,160
PRPM 2025-RPL3 A1 3.25% 25-APR-2055, 3.25%, 04/25/55 PRPM 2025-RPL3 69392NAA8 - - 6,296,826 $6,137,483 $6,137,483 0.09 $6,063,003
Oceanview Mortgage Trust 2025-INV4|4.99888|12/25/2055, 5.00%, 12/25/55 BVINV 2025-4 67647DAU3 - - 6,131,000 $6,127,611 $6,127,611 0.09 $6,127,611
Connecticut Avenue Securities Trust 2025-R04 25-MAY-2045, 5.38%, 05/25/45 CAS 2025-R04 20755TAB7 - - 6,101,775 $6,127,576 $6,127,576 0.09 $6,101,117
FNMA 30yr Pool#FM7479 4.500% 01-Jan-2050, 4.50%, 01/01/50 FN 3140XBJZ4 - - 6,065,763 $6,116,852 $6,116,852 0.09 $6,025,481
Huntington Bank Auto Credit-Linked Notes, Series 2025-1 B 4.957% 20-MAR-2033, 4.96%, 03/21/33 HACLN 2025-1 446438SX2 - - 6,006,265 $6,037,155 $6,037,155 0.09 $6,033,019
FNMA 30yr Pool#FS1578 4.000% 01-Oct-2050, 4.00%, 10/01/50 FN 3140XGXG9 - - 6,009,438 $5,900,732 $5,900,732 0.09 $5,811,918
FHLMC 30yr Pool#SD3813 6.000% 01-Jul-2053, 6.00%, 07/01/53 FR 3132E0GW6 - - 5,535,942 $5,886,330 $5,886,330 0.09 $5,719,936
FNMA 30yr Pool#DE7796 6.000% 01-Aug-2055, 6.00%, 08/01/55 FN 3140BLUW0 - - 5,652,947 $5,881,573 $5,881,573 0.09 $5,823,990
FHLMC 30yr Pool#QH4638 6.000% 01-Nov-2053, 6.00%, 11/01/53 FR 3133CHEK7 - - 5,590,364 $5,851,517 $5,851,517 0.09 $5,795,069
MS RES MTG LN TR 2025-SPL1 A1, 4.25%, 02/25/65 MSRM 2025-SPL1 617946AA6 - - 5,837,374 $5,778,511 $5,778,511 0.09 $5,741,298
Connecticut Avenue Securities Trust 2025-R01 1M1 5.28279% 25-JAN-2045, 5.28%, 01/25/45 CAS 2025-R01 20755JAB9 - - 5,731,336 $5,759,287 $5,759,287 0.08 $5,734,897
FNMA 30yr Pool#FS0088 4.000% 01-Mar-2050, 4.00%, 03/01/50 FN 3140XFC25 - - 5,844,157 $5,743,838 $5,743,838 0.08 $5,666,737
FHLMC 30yr Pool#SD2606 4.500% 01-Sep-2051, 4.50%, 09/01/51 FR 3132DP3P1 - - 5,634,445 $5,696,319 $5,696,319 0.08 $5,577,037
SF Abs Issuer LLC|5.377|11/25/2055, 5.38%, 11/25/55 SFARM 2025-1A 784193AA2 - - 5,750,000 $5,635,680 $5,635,680 0.08 $5,635,680
RCKT Mortgage Trust 2025-CES10 A1A 4.894% 25-OCT-2055, 4.89%, 11/25/55 RCKT 2025-CES10 74939LAA2 - - 5,450,000 $5,488,622 $5,488,622 0.08 $5,448,614
FHLMC 30yr Pool#QH2242 5.500% 01-Sep-2053, 5.50%, 09/01/53 FR 3133CEP30 - - 4,974,418 $5,452,125 $5,452,125 0.08 $5,065,894
FHLMC 30yr Pool#QJ9072 6.000% 01-Nov-2054, 6.00%, 11/01/54 FR 3133D1CH0 - - 5,132,504 $5,446,290 $5,446,290 0.08 $5,286,704
LHOME Mortgage Trust 2024-RTL2 A1 7.128% 25-MAR-2029, 7.13%, 03/25/29 LHOME 50205JAA4 - - 5,293,684 $5,359,938 $5,359,938 0.08 $5,328,494
FHLMC 30yr Pool#QH4473 6.000% 01-Nov-2053, 6.00%, 11/01/53 FR 3133CG6J1 - - 5,103,938 $5,359,193 $5,359,193 0.08 $5,290,830
BX Trust 2021-SDMF A 4.662% 15-SEP-2034, 4.66%, 09/15/34 BX 2021-SDMF 12434CAA2 - - 5,355,350 $5,336,822 $5,336,822 0.08 $5,329,886
PRPM 2025 RCF4 LLC 4.5% 55, 4.50%, 08/25/55 PRPM 2025-RCF4 69382WAA0 - - 5,205,344 $5,328,209 $5,328,209 0.08 $5,166,734
FNMA 30yr Pool#CA0706 4.000% 01-Nov-2047, 4.00%, 11/01/47 FN 3140Q7YC5 - - 5,361,784 $5,263,941 $5,263,941 0.08 $5,183,790
FNMA 30yr Pool#BX5986 5.500% 01-Mar-2053, 5.50%, 03/01/53 FN 3140NAUL5 - - 4,953,234 $5,163,290 $5,163,290 0.08 $5,113,553
FNMA 30yr Pool#DF0300 5.500% 01-Sep-2055, 5.50%, 09/01/55 FN 3140BQKN0 - - 5,014,866 $5,103,513 $5,103,513 0.08 $5,085,125
Fora Financial Asset Securitization, Series 2024-1 A 6.33% 15-MAY-2027, 6.33%, 08/15/29 FORA 2024-1A 34512PAA2 - - 5,038,000 $5,080,387 $5,080,387 0.07 $5,071,528
FHLMC 30yr Pool#QF9863 5.500% 01-Mar-2053, 5.50%, 03/01/53 FR 3133BX5Y3 - - 4,810,381 $4,995,470 $4,995,470 0.07 $4,949,005
ABL 2024-RTL1 A2 7.457% 25-SEP-2029, 7.46%, 09/25/29 ABL 2024-RTL1 00092EAB4 - - 4,840,000 $4,872,068 $4,872,068 0.07 $4,841,991
FNMA 30yr Pool#DE9377 6.000% 01-Sep-2055, 6.00%, 09/01/55 FN 3140BNM39 - - 4,636,347 $4,868,803 $4,868,803 0.07 $4,760,248
FNMA 30yr Pool#DA5019 6.500% 01-Nov-2053, 6.50%, 11/01/53 FN 3140A5SH2 - - 4,589,891 $4,866,697 $4,866,697 0.07 $4,817,693
FHLMC 30yr Pool#QZ1060 6.000% 01-Aug-2055, 6.00%, 08/01/55 FR 31426XFA1 - - 4,688,119 $4,863,380 $4,863,380 0.07 $4,813,403
U.S. Bank Auto Credit Linked Notes, Series 2023-1 B 6.789% 25-AUG-2032, 6.79%, 08/25/32 USCLN 2023-1 90357PAV6 - - 4,696,288 $4,771,795 $4,771,795 0.07 $4,745,226
Homeward Opportunities Fund Trust 2025-RRTL2 A1 5.237% 25-AUG-2040, 5.24%, 09/25/40 HOF 2025-RRTL2 437923AA3 - - 4,682,000 $4,719,929 $4,719,929 0.07 $4,699,496
FHLMC 30yr Pool#RA1100 4.000% 01-Jul-2049, 4.00%, 07/01/49 FR 3133KGGH5 - - 4,693,810 $4,656,090 $4,656,090 0.07 $4,521,757
FHLMC 30yr Pool#QX6719 6.000% 01-Feb-2055, 6.00%, 02/01/55 FR 31426CPD0 - - 4,359,840 $4,647,304 $4,647,304 0.07 $4,491,758
FIGRE Trust 2025-HE3 B 5.71% 25-MAY-2055, 5.71%, 05/25/55 FIGRE 2025-HE3 31684LAB7 - - 4,519,268 $4,631,716 $4,631,716 0.07 $4,593,009
FNMA 30yr Pool#DD3307 6.000% 01-Feb-2055, 6.00%, 02/01/55 FN DD3307 MTGE 3140B3U91 - - 4,363,938 $4,630,303 $4,630,303 0.07 $4,495,980
FNMA 30yr Pool#BX9326 5.500% 01-Mar-2053, 5.50%, 03/01/53 FN 3140NELG8 - - 4,458,573 $4,629,424 $4,629,424 0.07 $4,587,058
FIGRE TRUST 2025-FL1 5.265% 55, 5.26%, 07/25/55 FIGRE 2025-FL1 31684QAA8 - - 4,557,704 $4,609,705 $4,609,705 0.07 $4,573,711
FNMA 30yr Pool#FS3246 5.500% 01-Nov-2052, 5.50%, 11/01/52 FN 3140XJTC7 - - 4,368,617 $4,597,533 $4,597,533 0.07 $4,518,429
Ginnie Mae REMIC Trust 2023-116 LF 5.48379% 20-AUG-2053, 5.40%, 08/20/53 GNR 2023-116 38384EFT7 - - 4,562,950 $4,587,142 $4,587,142 0.07 $4,583,721
RCKT Mortgage Trust 2024-CES6 A1B 5.546% 25-SEP-2044, 5.55%, 09/25/44 RCKT 2024-CES6 749410AB2 - - 4,393,906 $4,584,846 $4,584,846 0.07 $4,409,329
Affirm Asset Securitization Trust 2025-X2 C 4.93% 15-OCT-2030, 4.93%, 10/15/30 AFFRM 2025-X2 00835DAC6 - - 4,500,000 $4,506,264 $4,506,264 0.07 $4,501,950
FHLMC 30yr Pool#QH2259 6.000% 01-Sep-2053, 6.00%, 09/01/53 FR 3133CEQL9 - - 4,305,330 $4,485,719 $4,485,719 0.07 $4,439,834
FHLMC 30yr Pool#QH0826 5.500% 01-Sep-2053, 5.50%, 09/01/53 FR 3133CC4K9 - - 4,201,314 $4,373,869 $4,373,869 0.06 $4,333,892
FNMA 30yr Pool#BX0419 5.500% 01-Nov-2052, 5.50%, 11/01/52 FN 3140N4PD3 - - 4,230,609 $4,366,460 $4,366,460 0.06 $4,325,258
Connecticut Avenue Securities Trust 2022-R07 1M2 8.83279% 25-JUN-2042, 8.83%, 06/25/42 CAS 2022-R07 20754MCB1 - - 4,087,000 $4,335,709 $4,335,709 0.06 $4,306,629
FNMA 30yr Pool#CB2907 3.500% 01-Feb-2052, 3.50%, 02/01/52 FN 3140QNGR7 - - 4,492,241 $4,319,265 $4,319,265 0.06 $4,218,250
FIGRE Trust 2025-HE3 C 5.91% 25-MAY-2055, 5.91%, 05/25/55 FIGRE 2025-HE3 31684LAC5 - - 4,248,112 $4,317,408 $4,317,408 0.06 $4,279,749
FHLMC 30yr Pool#QF7280 5.500% 01-Jan-2053, 5.50%, 01/01/53 FR 3133BVCR4 - - 4,070,019 $4,278,046 $4,278,046 0.06 $4,210,740
RCKT Mortgage Trust 2023-CES1 A1A 6.515% 25-JUN-2043, 6.51%, 06/25/43 RCKT 74935WAA2 - - 3,958,233 $4,244,867 $4,244,867 0.06 $3,972,646
FNMA 30yr Pool#BX6124 6.500% 01-Jan-2053, 6.50%, 01/01/53 FN 3140NAYW7 - - 3,953,714 $4,203,483 $4,203,483 0.06 $4,160,749
SREIT Commercial Mortgage Trust 2021-MFP B 5.1528% 15-NOV-2038, 5.15%, 11/15/38 SREIT 2021-MFP 78472UAC2 - - 4,194,208 $4,196,006 $4,196,006 0.06 $4,190,002
FHLMC 30yr Pool#QH5204 6.500% 01-Nov-2053, 6.50%, 11/01/53 FR 3133CHX91 - - 3,950,092 $4,188,827 $4,188,827 0.06 $4,146,140
Fannie Mae REMIC Trust 2020-98 AI 3.5% 25-JAN-2061, 3.50%, 01/25/61 FNR 2020-98 3136BDLE6 - - 18,752,052 $4,161,245 $4,161,245 0.06 $4,062,386
FNMA 30yr Pool#DE7795 6.000% 01-Aug-2055, 6.00%, 08/01/55 FN 3140BLUV2 - - 3,985,860 $4,157,334 $4,157,334 0.06 $4,109,130
FNMA 30yr Pool#DA5072 6.500% 01-Nov-2053, 6.50%, 11/01/53 FN 3140A5T65 - - 3,937,489 $4,152,193 $4,152,193 0.06 $4,107,343
Connecticut Avenue Securities Trust 2024-R06 1M2 5.78279% 25-SEP-2044, 5.78%, 09/25/44 CAS 2024-R06 20755RAC9 - - 4,125,699 $4,145,510 $4,145,510 0.06 $4,126,291
EASY STREET MORTGAGE LN 5.606%40 A1, 5.61%, 10/25/40 EASY 2025-RTL2 27786YAA6 - - 4,100,000 $4,120,128 $4,120,128 0.06 $4,107,359
FNMA 30yr Pool#BW6314 5.500% 01-Aug-2052, 5.50%, 08/01/52 FN 3140MYAQ5 - - 3,961,660 $4,093,644 $4,093,644 0.06 $4,052,293
FHLMC 30yr Pool#QI8221 6.000% 01-Jun-2054, 6.00%, 06/01/54 FR 3133WFD20 - - 3,640,089 $4,077,977 $4,077,977 0.06 $3,749,451
LHOME MORTGAGE TR 2025-RTL3 A1, 5.24%, 08/25/40 LHOME 2025-RTL3 50205YAA1 - - 4,000,000 $4,036,802 $4,036,802 0.06 $4,019,338
FNMA 30yr Pool#FS2135 4.000% 01-Nov-2049, 4.00%, 11/01/49 FN 3140XHLR6 - - 4,043,696 $3,967,739 $3,967,739 0.06 $3,900,871
RCKT Mortgage Trust 2025-CES2 A1B 5.603% 25-FEB-2055, 5.60%, 02/25/55 RCKT 2025-CES2 74942BAB7 - - 3,767,193 $3,962,478 $3,962,478 0.06 $3,794,112
Connecticut Avenue Securities Trust 2024-R02 1M1 5.28279% 25-FEB-2044, 5.28%, 02/25/44 CAS 2024-R02 20754GAA8 - - 3,798,833 $3,819,498 $3,819,498 0.06 $3,803,332
FHLMC 30yr Pool#QX5273 6.000% 01-Feb-2055, 6.00%, 02/01/55 FR 31426A2F4 - - 3,547,865 $3,803,355 $3,803,355 0.06 $3,654,456
FNMA 30yr Pool#BY0335 6.000% 01-May-2053, 6.00%, 05/01/53 FN 3140NGLR9 - - 3,668,418 $3,800,736 $3,800,736 0.06 $3,759,121
FNMA 30yr Pool#FS2713 4.500% 01-Oct-2050, 4.50%, 10/01/50 FN 3140XJAP8 - - 3,707,205 $3,765,962 $3,765,962 0.06 $3,682,586
FNMA 30yr Pool#DE2819 5.500% 01-Jun-2055, 5.50%, 06/01/55 FN 3140BFDZ5 - - 3,674,357 $3,752,425 $3,752,425 0.06 $3,738,952
FHLMC 30yr Pool#QH7549 6.000% 01-Dec-2053, 6.00%, 12/01/53 FR 3133CLL61 - - 3,504,817 $3,650,947 $3,650,947 0.05 $3,614,312
FHLMC 30yr Pool#QH1144 5.500% 01-Sep-2053, 5.50%, 09/01/53 FR 3133CDHV9 - - 3,504,214 $3,648,942 $3,648,942 0.05 $3,614,227
FNMA 30yr Pool#FM7031 4.000% 01-Jan-2051, 4.00%, 01/01/51 FN 3140XAY55 - - 3,642,073 $3,565,184 $3,565,184 0.05 $3,508,607
FHLMC 30yr Pool#QH6041 5.500% 01-Dec-2053, 5.50%, 12/01/53 FR 3133CJWA5 - - 3,422,278 $3,527,865 $3,527,865 0.05 $3,495,033
FHLMC 30yr Pool#QF7810 5.500% 01-Jan-2053, 5.50%, 01/01/53 FR 3133BVVB8 - - 3,364,787 $3,511,856 $3,511,856 0.05 $3,479,233
FHLMC 30yr Pool#SD1416 4.500% 01-Dec-2048, 4.50%, 12/01/48 FR 3132DNSD6 - - 3,490,084 $3,498,895 $3,498,895 0.05 $3,466,907
FHLMC 30yr Pool#QZ3837 6.000% 01-Sep-2055, 6.00%, 09/01/55 FR 31427BHP3 - - 3,367,446 $3,495,354 $3,495,354 0.05 $3,457,436
FINANCE OF AMERICA STRUCTURE 3.5% 74, 3.50%, 02/25/74 FASST 2024-S1 31740RAB6 - - 3,548,232 $3,491,355 $3,491,355 0.05 $3,481,006
FNMA 30yr Pool#BX9422 5.500% 01-Mar-2053, 5.50%, 03/01/53 FN 3140NEPG4 - - 3,288,873 $3,442,888 $3,442,888 0.05 $3,350,422
FNMA 30yr Pool#DA3549 6.500% 01-Oct-2053, 6.50%, 10/01/53 FN 3140A35K5 - - 3,233,732 $3,431,203 $3,431,203 0.05 $3,394,226
FNMA 30yr Pool#BX8700 5.500% 01-Mar-2053, 5.50%, 03/01/53 FN 3140NDU21 - - 3,290,977 $3,405,251 $3,405,251 0.05 $3,372,327
FNMA 30yr Pool#DA0036 6.500% 01-Sep-2053, 6.50%, 09/01/53 FN 3140A0BE8 - - 2,429,889 $3,362,536 $3,362,536 0.05 $2,534,709
FNMA 30yr Pool#FM1540 4.000% 01-Sep-2049, 4.00%, 09/01/49 FN 3140X4WA0 - - 3,441,916 $3,353,587 $3,353,587 0.05 $3,315,751
Bayview Opportunity Master Fund VII Trust 2024-CAR1 B 5.48279% 25-DEC-2031, 5.48%, 12/26/31 BVCLN 2024-CAR1 07336QAB8 - - 3,289,818 $3,312,761 $3,312,761 0.05 $3,298,230
FNMA 30yr Pool#MA4026 4.000% 01-May-2050, 4.00%, 05/01/50 FN 31418DPL0 - - 3,392,272 $3,303,514 $3,303,514 0.05 $3,260,656
FHLMC 30yr Pool#SD1111 4.000% 01-Jun-2050, 4.00%, 06/01/50 FR 3132DNGU1 - - 3,219,393 $3,162,730 $3,162,730 0.05 $3,125,559
FNMA 30yr Pool#BV5379 3.000% 01-Apr-2052, 3.00%, 04/01/52 FN 3140MJ6R1 - - 3,435,043 $3,145,385 $3,145,385 0.05 $3,095,153
FHLMC 30yr Pool#QZ4951 6.000% 01-Oct-2055, 6.00%, 10/01/55 FR 31427CQD8 - - 3,004,290 $3,126,755 $3,126,755 0.05 $3,084,576
FNMA 30yr Pool#MA4056 4.000% 01-Jun-2050, 4.00%, 06/01/50 FN 31418DQJ4 - - 3,150,762 $3,076,517 $3,076,517 0.05 $3,028,516
Gracie Point International Funding, Series 2024-1 B 6.45559% 01-MAR-2028, 6.46%, 03/01/28 GPIF 2024-1A 38410KAB5 - - 3,007,000 $3,055,467 $3,055,467 0.05 $3,010,173
FHLMC 30yr Pool#QG2539 6.500% 01-May-2053, 6.50%, 05/01/53 FR 3133C2ZC5 - - 2,889,955 $3,025,247 $3,025,247 0.04 $2,994,227
FHLMC 30yr Pool#SD6905 6.000% 01-Nov-2054, 6.00%, 11/01/54 FR 3132DUU62 - - 2,868,447 $3,015,358 $3,015,358 0.04 $2,953,636
FHLMC 30yr Pool#QE6404 5.500% 01-Jul-2052, 5.50%, 07/01/52 FR 3133BGDH8 - - 2,915,653 $3,012,408 $3,012,408 0.04 $2,982,733
BX Trust 2021-BXMF C 5.26427% 15-OCT-2038, 5.26%, 10/15/26 BX 2021-BXMF 05609RAJ3 - - 2,958,012 $2,955,102 $2,955,102 0.04 $2,950,776
FHLMC 30yr Pool#QZ4131 6.000% 01-Sep-2055, 6.00%, 09/01/55 FR 31427BSV8 - - 2,839,878 $2,944,172 $2,944,172 0.04 $2,914,988
Fannie Mae Pool|4|03/01/2050, 4.00%, 03/01/50 FN 3140X8S24 - - 2,997,621 $2,937,834 $2,937,834 0.04 $2,891,744
FNMA 30yr Pool#MA3496 4.500% 01-Oct-2048, 4.50%, 10/01/48 FN 31418C3E2 - - 2,896,413 $2,920,975 $2,920,975 0.04 $2,877,179
Chase Mortgage Reference Notes, Series 2021-CL1 M1 5.38279% 25-FEB-2050, 5.38%, 02/25/50 CHASE 2021-CL1 46591HBX7 - - 2,942,743 $2,918,007 $2,918,007 0.04 $2,904,836
Flagship Credit Auto Trust 2023-1 B 5.05% 15-FEB-2028, 5.05%, 01/18/28 FCAT 2023-1 337955AG3 - - 2,914,492 $2,915,755 $2,915,755 0.04 $2,911,667
GWT Commercial Mortgage Trust 2024-WLF2 A 5.6502% 15-MAY-2041, 5.65%, 05/15/41 GWT 2024-WLF2 362414AA2 - - 2,900,000 $2,904,679 $2,904,679 0.04 $2,900,127
FNMA 30yr Pool#BV5393 3.500% 01-Apr-2052, 3.50%, 04/01/52 FN 3140MJ7F6 - - 2,970,528 $2,891,334 $2,891,334 0.04 $2,786,480
FIGRE Trust 2024-HE4 B 5.252% 25-SEP-2054, 5.25%, 09/25/54 FIGRE 2024-HE4 31684UAB7 - - 2,852,122 $2,870,578 $2,870,578 0.04 $2,858,095
FHLMC 30yr Pool#QE8542 5.500% 01-Aug-2052, 5.50%, 08/01/52 FR 3133BJP30 - - 2,704,851 $2,866,608 $2,866,608 0.04 $2,767,081
FHLMC 30yr Pool#SD2897 5.500% 01-May-2053, 5.50%, 05/01/53 FR 3132DQGE0 - - 2,722,972 $2,832,411 $2,832,411 0.04 $2,775,681
New Residential Mortgage Loan Trust 2024-RTL1 A2 7.101% 25-MAR-2039, 7.10%, 03/25/39 NRMLT 2024-RTL1 64831PAB1 - - 2,750,000 $2,783,608 $2,783,608 0.04 $2,767,335
RCKT MORTGAGE TRUST 2025-CE 5.16% 34, 5.16%, 07/25/34 RCKTL 2025-1A 74939RAC5 - - 2,750,000 $2,770,062 $2,770,062 0.04 $2,759,026
FNMA 30yr Pool#DE2839 6.000% 01-Jun-2055, 6.00%, 06/01/55 FN 3140BFEM3 - - 2,656,508 $2,765,639 $2,765,639 0.04 $2,738,666
FHLMC 30yr Pool#SL0335 5.500% 01-Feb-2055, 5.50%, 02/01/55 FR 31427MLR0 - - - $2,759,550 $2,759,550 0.04 $0
FNMA 30yr Pool#DA1511 5.500% 01-Oct-2053, 5.50%, 10/01/53 FN 3140A1VD6 - - 2,633,765 $2,708,255 $2,708,255 0.04 $2,682,055
FHLMC 30yr Pool#QF9276 5.500% 01-Mar-2053, 5.50%, 03/01/53 FR 3133BXJV4 - - 2,571,959 $2,680,300 $2,680,300 0.04 $2,655,621
FHLMC 30yr Pool#Q57869 4.000% 01-Aug-2048, 4.00%, 08/01/48 FG 3132Y1W79 - - 2,744,762 $2,658,180 $2,658,180 0.04 $2,650,860
FNMA 30yr Pool#DA3538 6.000% 01-Oct-2053, 6.00%, 10/01/53 FN 3140A34Y6 - - 2,128,171 $2,644,679 $2,644,679 0.04 $2,194,657
Ally Bank Auto Credit-Linked Notes, Series 2024-A C 6.022% 15-MAY-2032, 6.02%, 05/17/32 ABCLN 2024-A 02007GZ63 - - 2,598,001 $2,635,453 $2,635,453 0.04 $2,631,107
RAM 2024-1 A 5.95% 15-FEB-2039, 6.67%, 02/15/39 RAM 2024-1 751313AA5 - - 2,612,802 $2,618,702 $2,618,702 0.04 $2,613,861
FHLMC 30yr Pool#SD3523 3.000% 01-Jun-2052, 3.00%, 06/01/52 FR 3132DQ4G8 - - 2,805,820 $2,538,016 $2,538,016 0.04 $2,519,353
FNMA 30yr Pool#CC1013 5.500% 01-Sep-2055, 5.50%, 09/01/55 FN 3140Y7DT2 - - - $2,530,436 $2,530,436 0.04 $0
FHLMC 30yr Pool#QF0488 5.500% 01-Sep-2052, 5.50%, 09/01/52 FR 3133BMRH0 - - 2,426,491 $2,519,042 $2,519,042 0.04 $2,482,003
Ginnie Mae REMIC Trust 2017-163 LO 0.0% 16-MAY-2041, 0.00%, 05/16/41 GNR 2017-163 38380KNA9 - - 3,253,569 $2,506,662 $2,506,662 0.04 $2,506,662
Saluda Grade Alternative Mortgage Trust 2024-FIG5 B 6.603% 25-APR-2054, 6.60%, 04/25/54 GRADE 2024-FIG5 79582MAB7 - - 2,443,144 $2,495,088 $2,495,088 0.04 $2,470,890
FHLMC 30yr Pool#QY9883 6.000% 01-Aug-2055, 6.00%, 08/01/55 FR 31426U6V1 - - 2,389,173 $2,488,135 $2,488,135 0.04 $2,463,063
BX Trust 2021-BXMF G 7.422513% 15-OCT-2038, 7.42%, 10/15/26 BX 2021-BXMF 05609RAS3 - - 2,488,884 $2,483,930 $2,483,930 0.04 $2,478,798
Connecticut Avenue Securities, Series 2021-R01 1M2 5.73279% 25-OCT-2041, 5.73%, 10/25/41 CAS 2021-R01 20754RAB2 - - 2,457,760 $2,473,372 $2,473,372 0.04 $2,462,021
FNMA 30yr Pool#BY8533 6.500% 01-Aug-2053, 6.50%, 08/01/53 FN 3140NRPT7 - - 2,311,201 $2,436,134 $2,436,134 0.04 $2,410,901
FNMA 30yr Pool#BY5913 5.500% 01-Sep-2053, 5.50%, 09/01/53 FN 3140NNSB2 - - 2,326,748 $2,421,879 $2,421,879 0.04 $2,398,111
PRPM 2024-RCF2 A1 3.75% 25-MAR-2054, 3.75%, 03/25/54 PRPM 2024-RCF2 693987AA7 - - 2,429,903 $2,399,971 $2,399,971 0.04 $2,392,377
PRPM 2025-RCF3 LLC 5.25% 55, 5.25%, 07/25/55 PRPM 2025-RCF3 69392PAB1 - - 2,380,125 $2,396,797 $2,396,797 0.04 $2,378,053
FNMA 30yr Pool#DD4221 6.000% 01-Feb-2055, 6.00%, 02/01/55 FN DD4221 MTGE 3140B4VP2 - - 2,202,888 $2,387,054 $2,387,054 0.04 $2,269,541
FNMA 30yr Pool#DF0313 6.000% 01-Sep-2055, 6.00%, 09/01/55 FN 3140BQK34 - - 2,300,611 $2,386,995 $2,386,995 0.04 $2,362,092
Connecticut Avenue Securities Trust 2022-R08 1M2 7.78279% 25-JUL-2042, 7.78%, 07/25/42 CAS 2022-R08 20755DAB2 - - 2,220,000 $2,311,644 $2,311,644 0.03 $2,297,725
FNMA 30yr Pool#FS7252 5.000% 01-Nov-2053, 5.00%, 11/01/53 FN 3140XPBW8 - - - $2,301,575 $2,301,575 0.03 $0
FHLMC 30yr Pool#QI4878 6.000% 01-Apr-2054, 6.00%, 04/01/54 FR 3133WBM37 - - 2,018,229 $2,295,399 $2,295,399 0.03 $2,078,864
Santander Bank Auto Credit-Linked Notes, Series 2024-A B 5.622% 15-JUN-2032, 5.62%, 06/15/32 SBCLN 2024-A 80290CCJ1 - - 2,208,881 $2,240,925 $2,240,925 0.03 $2,237,475
FHF Trust 2024-1 (First Help Financial) A2 5.69% 15-FEB-2030, 5.69%, 02/15/30 FHF 2024-1A 31568AAB2 - - 2,167,974 $2,180,230 $2,180,230 0.03 $2,176,804
FNMA 30yr Pool#FA0517 5.500% 01-Feb-2055, 5.50%, 02/01/55 FN 3140W0SF3 - - 2,126,051 $2,171,561 $2,171,561 0.03 $2,163,765
FHLMC 30yr Pool#QG2543 5.500% 01-May-2053, 5.50%, 05/01/53 FR 3133C2ZG6 - - 2,071,117 $2,137,559 $2,137,559 0.03 $2,116,306
FNMA 30yr Pool#FS3001 4.000% 01-Oct-2051, 4.00%, 10/01/51 FN 3140XJKP7 - - 2,156,623 $2,109,807 $2,109,807 0.03 $2,077,593
FNMA 30yr Pool#BP1500 3.000% 01-May-2050, 3.00%, 05/01/50 FN 3140K8U25 - - 2,294,944 $2,101,404 $2,101,404 0.03 $2,085,311
FIGRE Trust 2024-HE1 B 6.506% 25-MAR-2054, 6.51%, 03/25/54 FIGRE 2024-HE1 31684HAB6 - - 2,020,763 $2,075,276 $2,075,276 0.03 $2,064,320
FHLMC 30yr Pool#QX7432 6.000% 01-Feb-2055, 6.00%, 02/01/55 FR 31426DHJ4 - - 1,978,928 $2,063,942 $2,063,942 0.03 $2,038,805
FNMA 30yr Pool#FS1640 4.000% 01-Apr-2052, 4.00%, 04/01/52 FN 3140XGZE2 - - 2,120,115 $2,057,808 $2,057,808 0.03 $2,041,333
Chase Mortgage Reference Notes, Series 2020-CL1 M2 6.60551% 25-OCT-2057, 6.61%, 10/25/57 CHASE 2020-CL1 46591HAH3 - - 1,983,012 $2,051,951 $2,051,951 0.03 $2,041,400
FNMA 30yr Pool#CA7849 4.500% 01-Oct-2050, 4.50%, 10/01/50 FN 3140QFWK1 - - 2,031,440 $2,034,107 $2,034,107 0.03 $2,015,802
FNMA 30yr Pool#BY0338 6.500% 01-May-2053, 6.50%, 05/01/53 FN 3140NGLU2 - - 1,911,051 $2,010,694 $2,010,694 0.03 $1,989,620
FNMA 30yr Pool#BW0972 4.500% 01-Jul-2052, 4.50%, 07/01/52 FN 3140MSCJ2 - - 1,971,173 $1,963,430 $1,963,430 0.03 $1,946,664
FHLMC 30yr Pool#SI2017 4.000% 01-Dec-2048, 4.00%, 12/01/48 FR 3133USG21 - - 2,011,158 $1,957,520 $1,957,520 0.03 $1,940,134
FNMA 30yr Pool#BX8072 5.500% 01-Mar-2053, 5.50%, 03/01/53 FN 3140NC6J3 - - 1,873,093 $1,944,661 $1,944,661 0.03 $1,927,071
FHLMC 30yr Pool#QH7013 6.500% 01-Dec-2053, 6.50%, 12/01/53 FR 3133CKYJ1 - - 1,767,878 $1,928,353 $1,928,353 0.03 $1,844,140
FNMA 30yr Pool#DF0998 6.000% 01-Oct-2055, 6.00%, 10/01/55 FN 3140BRDC0 - - 1,852,569 $1,921,287 $1,921,287 0.03 $1,902,077
FHLMC 30yr Pool#QG2540 6.500% 01-May-2053, 6.50%, 05/01/53 FR 3133C2ZD3 - - 1,825,521 $1,912,788 $1,912,788 0.03 $1,893,042
Foundation Finance Trust 2023-2 A 6.53% 15-JUN-2049, 6.53%, 06/15/49 FFIN 2023-2A 35042RAA4 - - 1,836,685 $1,909,019 $1,909,019 0.03 $1,905,688
Chase Mortgage Reference Notes, Series 2021-CL1 M3 5.73279% 25-FEB-2050, 5.73%, 02/25/50 CHASE 2021-CL1 46591HBZ2 - - 1,919,159 $1,886,421 $1,886,421 0.03 $1,877,558
FHLMC 30yr Pool#SD1551 4.000% 01-Mar-2050, 4.00%, 03/01/50 FR 3132DNWL3 - - 1,876,143 $1,832,980 $1,832,980 0.03 $1,809,877
Santander Bank Auto Credit-Linked Notes, Series 2023-B B 5.64% 15-DEC-2033, 5.64%, 12/15/33 SBCLN 2023-B 80290CCB8 - - 1,801,939 $1,825,597 $1,825,597 0.03 $1,822,774
FHLMC 30yr Pool#QY7439 6.000% 01-Jun-2055, 6.00%, 06/01/55 FR 31426SHR3 - - 1,742,576 $1,822,430 $1,822,430 0.03 $1,796,468
FNMA 30yr Pool#BY0361 6.500% 01-Jun-2053, 6.50%, 06/01/53 FN 3140NGMK3 - - 1,722,509 $1,811,519 $1,811,519 0.03 $1,792,126
FHLMC 30yr Pool#QH3309 5.500% 01-Oct-2053, 5.50%, 10/01/53 FR 3133CFVA4 - - 1,757,582 $1,806,708 $1,806,708 0.03 $1,789,903
FNMA 30yr Pool#MA3521 4.000% 01-Nov-2048, 4.00%, 11/01/48 FN 31418C4F8 - - 1,798,976 $1,761,592 $1,761,592 0.03 $1,735,435
ACHV ABS Trust 2024-1PL B 6.34% 25-APR-2031, 6.34%, 04/25/31 ACHV 2024-1PL 00092BAB0 - - 1,711,961 $1,734,104 $1,734,104 0.03 $1,725,059
NRZ MSR-Collateralized Notes, Series 2021-FHT1 A 3.104% 25-JUL-2026, 3.10%, 07/25/26 NZES 2021-FHT1 62955MAB2 - - 1,753,609 $1,727,394 $1,727,394 0.03 $1,722,858
FHLMC 30yr Pool#SD0943 3.500% 01-Apr-2052, 3.50%, 04/01/52 FR 3132DNBL6 - - 1,791,452 $1,715,052 $1,715,052 0.03 $1,682,188
PRPM 2025-RCF3 LLC 5.25% 55, 5.25%, 07/25/55 PRPM 2025-RCF3 69392PAC9 - - 1,700,000 $1,703,772 $1,703,772 0.03 $1,690,384
Fannie Mae Pool|4|08/01/2050, 4.00%, 08/01/50 FN 3140X8UA3 - - 1,754,527 $1,700,431 $1,700,431 0.03 $1,686,663
Chase Mortgage Reference Notes, Series 2021-CL1 M2 5.53279% 25-FEB-2050, 5.53%, 02/25/50 CHASE 2021-CL1 46591HBY5 - - 1,728,862 $1,696,196 $1,696,196 0.02 $1,688,490
Reach ABS Trust 2024-2 A 5.88% 15-JUL-2031, 5.88%, 07/15/31 REACH 2024-2A 75525HAA8 - - 1,670,358 $1,681,755 $1,681,755 0.02 $1,679,027
FHLMC 30yr Pool#QA2039 3.000% 01-Aug-2049, 3.00%, 08/01/49 FR 31334YHQ3 - - 1,729,176 $1,678,145 $1,678,145 0.02 $1,572,902
FHLMC 30yr Pool#SD4456 4.000% 01-Aug-2050, 4.00%, 08/01/50 FR 3132E05R9 - - 1,677,586 $1,636,577 $1,636,577 0.02 $1,616,110
FNMA 30yr Pool#CB2681 3.500% 01-Jan-2052, 3.50%, 01/01/52 FN 3140QM6T6 - - 1,711,957 $1,622,811 $1,622,811 0.02 $1,607,673
FHLMC 30yr Pool#QG4340 6.500% 01-Jun-2053, 6.50%, 06/01/53 FR 3133C4ZD9 - - 1,546,153 $1,618,481 $1,618,481 0.02 $1,601,939
Bayview Opportunity Master Fund VII Trust 2024-CAR1 C 5.68279% 25-DEC-2031, 5.68%, 12/26/31 BVCLN 2024-CAR1 07336QAC6 - - 1,601,045 $1,613,829 $1,613,829 0.02 $1,606,500
FNMA 30yr Pool#BY0327 6.500% 01-May-2053, 6.50%, 05/01/53 FN 3140NGLH1 - - 1,235,931 $1,573,640 $1,573,640 0.02 $1,278,342
FHLMC 30yr Pool#QZ4132 6.000% 01-Sep-2055, 6.00%, 09/01/55 FR 31427BSW6 - - 1,493,542 $1,548,455 $1,548,455 0.02 $1,533,455
FHLMC 30yr Pool#Q58477 4.000% 01-Sep-2048, 4.00%, 09/01/48 FG 3132Y2M37 - - 1,574,643 $1,525,074 $1,525,074 0.02 $1,520,875
Ally Bank Auto Credit-Linked Notes, Series 2024-A D 6.315% 15-MAY-2032, 6.31%, 05/17/32 ABCLN 2024-A 02007GZ71 - - 1,484,572 $1,506,575 $1,506,575 0.02 $1,503,971
FNMA 30yr Pool#MA3415 4.000% 01-Jul-2048, 4.00%, 07/01/48 FN 31418CYM0 - - 1,527,746 $1,495,407 $1,495,407 0.02 $1,473,786
FIGRE TRUST 2025-HE5 FLTG 2055 B, 5.49%, 08/25/55 FIGRE 2025-HE5 31684MAB5 - - 1,430,396 $1,448,947 $1,448,947 0.02 $1,437,179
FNMA 30yr Pool#BT8051 5.500% 01-Jan-2053, 5.50%, 01/01/53 FN 3140LW5M5 - - 1,387,321 $1,448,817 $1,448,817 0.02 $1,434,898
FNMA 30yr Pool#CA5573 4.000% 01-Apr-2050, 4.00%, 04/01/50 FN 3140QDFP4 - - 1,484,394 $1,438,947 $1,438,947 0.02 $1,426,979
FNMA 30yr Pool#CA1931 4.500% 01-Jun-2048, 4.50%, 06/01/48 FN 3140Q9ED1 - - 1,430,564 $1,434,916 $1,434,916 0.02 $1,421,064
FNMA 30yr Pool#BY1896 5.500% 01-May-2053, 5.50%, 05/01/53 FN 3140NJDA9 - - 1,361,731 $1,408,419 $1,408,419 0.02 $1,394,980
U.S. Auto Funding 2021-1 C 2.2% 15-MAY-2026, 2.20%, 05/15/26 USAUT 2021-1A 90355EAC5 - - 1,634,251 $1,377,977 $1,377,977 0.02 $1,376,978
FHF Issuer Trust 2023-2 (First Help Financial) A2 6.79% 15-OCT-2029, 6.79%, 10/15/29 FHF 2023-2A 30333LAB4 - - 1,363,054 $1,376,072 $1,376,072 0.02 $1,373,501
FNMA 30yr Pool#BX7860 5.500% 01-Mar-2053, 5.50%, 03/01/53 FN 3140NCWW5 - - 1,299,688 $1,350,174 $1,350,174 0.02 $1,337,316
FNMA 30yr Pool#DB3056 5.500% 01-May-2054, 5.50%, 05/01/54 FN 3140ACME0 - - 1,267,244 $1,307,821 $1,307,821 0.02 $1,294,775
Blue Bridge Funding 2023-1 A 7.37% 15-NOV-2030, 7.37%, 11/15/30 BBEF 2023-1A 09531MAA8 - - 1,250,787 $1,262,039 $1,262,039 0.02 $1,259,478
FNMA 30yr Pool#FM7725 4.500% 01-Dec-2050, 4.50%, 12/01/50 FN 3140XBSP6 - - 1,261,465 $1,259,737 $1,259,737 0.02 $1,248,612
Arivo Acceptance Auto Loan Receivables Trust 2024-1 A 6.46% 15-APR-2028, 6.46%, 04/17/28 ARIVO 2024-1A 039943AA3 - - 1,230,949 $1,239,440 $1,239,440 0.02 $1,237,231
FNMA 30yr Pool#MA3149 4.000% 01-Oct-2047, 4.00%, 10/01/47 FN 31418CQB3 - - 1,258,149 $1,233,281 $1,233,281 0.02 $1,216,399
FHLMC 30yr Pool#QF2561 5.500% 01-Nov-2052, 5.50%, 11/01/52 FR 3133BPZ27 - - 1,178,787 $1,227,026 $1,227,026 0.02 $1,215,805
FNMA 40yr Pool#BF0167 3.000% 01-Feb-2057, 3.00%, 02/01/57 FN 3140FXFH0 - - 1,385,985 $1,222,223 $1,222,223 0.02 $1,211,194
FNMA 30yr Pool#FM9138 4.000% 01-Mar-2050, 4.00%, 03/01/50 FN 3140XDEL6 - - 1,224,637 $1,198,071 $1,198,071 0.02 $1,181,382
FHLMC 30yr Pool#SD8003 4.000% 01-Jul-2049, 4.00%, 07/01/49 FR 3132DV3L7 - - 1,225,735 $1,197,644 $1,197,644 0.02 $1,180,817
FNMA 30yr Pool#BJ9181 5.000% 01-May-2048, 5.00%, 05/01/48 FN 3140HBFX1 - - 1,165,999 $1,195,257 $1,195,257 0.02 $1,183,738
Tricolor Auto Securitization Trust 2024-1 A 6.61% 15-OCT-2027, 6.61%, 10/15/27 TAST 2024-1A 89616LAA0 - - 1,205,445 $1,188,900 $1,188,900 0.02 $1,186,687
Connecticut Avenue Securities, Series 2021-R02 2B1 7.48279% 25-NOV-2041, 7.48%, 11/25/41 CAS 2021-R02 20754KAF8 - - 1,150,000 $1,181,883 $1,181,883 0.02 $1,174,951
FNMA 30yr Pool#BX0804 5.500% 01-Nov-2052, 5.50%, 11/01/52 FN 3140N43N5 - - 1,132,640 $1,177,240 $1,177,240 0.02 $1,164,178
FHLMC 30yr Pool#QD9182 3.000% 01-Mar-2052, 3.00%, 03/01/52 FR 3133B7FX1 - - 1,274,562 $1,173,280 $1,173,280 0.02 $1,148,590
FNMA 30yr Pool#AS6811 3.000% 01-Mar-2046, 3.00%, 03/01/46 FN 3138WGR97 - - 1,232,805 $1,165,577 $1,165,577 0.02 $1,129,409
FHLMC 30yr Pool#ZT2087 4.000% 01-Jun-2049, 4.00%, 06/01/49 FR 3132AEJ80 - - 1,182,199 $1,150,995 $1,150,995 0.02 $1,138,876
FHLMC 30yr Pool#QG6538 5.500% 01-Jul-2053, 5.50%, 07/01/53 FR 3133C7HP5 - - 1,100,370 $1,145,725 $1,145,725 0.02 $1,135,450
FHLMC 30yr Pool#QG6948 5.500% 01-Jul-2053, 5.50%, 07/01/53 FR 3133C7WH6 - - 1,044,397 $1,088,429 $1,088,429 0.02 $1,077,523
FNMA 30yr Pool#AS7492 4.000% 01-Jul-2046, 4.00%, 07/01/46 FN 3138WHKE1 - - 1,096,748 $1,073,238 $1,073,238 0.02 $1,063,514
FHLMC 30yr Pool#RA1188 4.500% 01-Aug-2049, 4.50%, 08/01/49 FR 3133KGJ90 - - 1,070,092 $1,067,287 $1,067,287 0.02 $1,057,908
FNMA 30yr Pool#CB8995 5.500% 01-Aug-2054, 5.50%, 08/01/54 FN 3140QU7H3 - - 1,023,354 $1,060,569 $1,060,569 0.02 $1,042,650
FHLMC 30yr Pool#RA1087 4.500% 01-Jul-2049, 4.50%, 07/01/49 FR 3133KGF45 - - 1,057,724 $1,057,623 $1,057,623 0.02 $1,045,681
FHLMC 30yr Pool#QG3885 6.500% 01-Jun-2053, 6.50%, 06/01/53 FR 3133C4J62 - - 969,119 $1,014,419 $1,014,419 0.01 $1,004,085
FNMA 30yr Pool#BV4203 3.500% 01-Apr-2052, 3.50%, 04/01/52 FN 3140MHU56 - - 1,021,779 $1,002,283 $1,002,283 0.01 $958,547
FNMA 30yr Pool#FM1598 4.000% 01-Feb-2049, 4.00%, 02/01/49 FN 3140X4X43 - - 996,465 $986,182 $986,182 0.01 $961,270
FNMA 30yr Pool#BV8484 3.500% 01-Apr-2052, 3.50%, 04/01/52 FN 3140MNNA0 - - 1,010,323 $972,365 $972,365 0.01 $947,725
FNMA 30yr Pool#DA3522 5.500% 01-Oct-2053, 5.50%, 10/01/53 FN 3140A34G5 - - 923,158 $948,942 $948,942 0.01 $940,085
FNMA 30yr Pool#CA6382 4.500% 01-Jul-2050, 4.50%, 07/01/50 FN 3140QECU4 - - 924,698 $923,315 $923,315 0.01 $915,325
FHLMC 30yr Pool#ZM8197 4.000% 01-Sep-2048, 4.00%, 09/01/48 FR 3131Y3DA1 - - 936,876 $911,777 $911,777 0.01 $903,790
GNMA II 30yr Pool#MA5021 4.500% 20-Feb-2048, 4.50%, 02/20/48 G2 36179TSJ5 - - 910,809 $908,904 $908,904 0.01 $906,172
FHLMC 30yr Pool#QG7338 6.000% 01-Jul-2053, 6.00%, 07/01/53 FR 3133C8EK7 - - 837,159 $871,130 $871,130 0.01 $862,353
BX Commercial Mortgage Trust 2021-21M A 4.803% 15-OCT-2036, 4.80%, 10/15/36 BX 2021-21M 05609CAA5 - - 862,801 $862,470 $862,470 0.01 $861,319
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-DNA5 M2 5.83279% 25-JAN-2034, 5.83%, 01/25/34 STACR 2021-DNA5 35564KHE2 - - 851,059 $856,915 $856,915 0.01 $852,917
FNMA 30yr Pool#AB9341 3.000% 01-May-2043, 3.00%, 05/01/43 FN 31417GLX2 - - 892,381 $837,754 $837,754 0.01 $824,687
Gracie Point International Funding, Series 2023-2 A 6.60559% 01-MAR-2027, 6.61%, 03/01/27 GPIF 2023-2A 38410JAA0 - - 808,251 $822,400 $822,400 0.01 $809,942
FNMA 30yr Pool#BN4541 4.000% 01-Feb-2049, 4.00%, 02/01/49 FN 3140JMBK7 - - 823,665 $801,439 $801,439 0.01 $794,573
FREMF 2019-KF70 Mortgage Trust C 10.42205% 25-SEP-2029, 10.42%, 09/25/29 FREMF 2019-KF70 30298UAJ0 - - 789,970 $785,500 $785,500 0.01 $778,868
FNMA 30yr Pool#BY0782 5.500% 01-Apr-2053, 5.50%, 04/01/53 FN 3140NG2Q2 - - 742,530 $772,286 $772,286 0.01 $765,331
FHLMC 30yr Pool#ZT1926 3.000% 01-Nov-2043, 3.00%, 11/01/43 FR 3132AED78 - - 824,804 $770,758 $770,758 0.01 $763,376
ACHV ABS Trust 2024-1PL C 6.42% 25-APR-2031, 6.42%, 04/25/31 ACHV 2024-1PL 00092BAC8 - - 748,297 $757,236 $757,236 0.01 $753,233
FHLMC 30yr Pool#RA1999 4.500% 01-Jan-2050, 4.50%, 01/01/50 FR 3133KHGG5 - - 748,878 $747,268 $747,268 0.01 $740,351
FNMA 30yr Pool#BY0866 5.500% 01-May-2053, 5.50%, 05/01/53 FN 3140NG6C9 - - 699,850 $725,126 $725,126 0.01 $716,938
ACHM Trust 2024-HE1 B 7.26% 25-MAY-2039, 7.26%, 05/25/39 ACHM 2024-HE1 00449TAB1 - - 694,715 $723,394 $723,394 0.01 $719,191
GNMA II 30yr Pool#MA5264 4.000% 20-Jun-2048, 4.00%, 06/20/48 G2 36179TZ57 - - 722,954 $699,605 $699,605 0.01 $697,677
NRZ Excess Spread-Collateralized Notes, Series 2020-PLS1 A 3.844% 25-DEC-2025, 3.84%, 12/25/25 NZES 2020-PLS1 433674AA6 - - 671,134 $672,212 $672,212 0.01 $670,062
FHLMC 30yr Pool#QD6555 3.000% 01-Feb-2052, 3.00%, 02/01/52 FR 3133B4H81 - - 735,403 $667,797 $667,797 0.01 $662,802
Compass Datacenters Issuer II, Series 2024-1 B_2401 7.0% 25-FEB-2049, 7.00%, 02/25/49 CMPDC 2024-1A 20469AAC3 - - 620,000 $636,353 $636,353 0.01 $632,736
FNMA 30yr Pool#BW0343 4.500% 01-May-2052, 4.50%, 05/01/52 FN 3140MRLZ8 - - 633,317 $627,521 $627,521 0.01 $622,364
Connecticut Avenue Securities Trust 2022-R01 1M1 5.18279% 25-DEC-2041, 5.18%, 12/25/41 CAS 2022-R01 20754LAA7 - - 611,471 $614,256 $614,256 0.01 $611,704
FHLMC 30yr Pool#QE1073 3.500% 01-Apr-2052, 3.50%, 04/01/52 FR 3133BAFN6 - - 648,837 $613,534 $613,534 0.01 $608,636
FHLMC 30yr Pool#SD8047 4.500% 01-Feb-2050, 4.50%, 02/01/50 FR 3132DV5G6 - - 596,640 $604,323 $604,323 0.01 $592,047
FNMA 30yr Pool#AL6842 4.000% 01-May-2045, 4.00%, 05/01/45 FN 3138EPS88 - - 596,196 $593,404 $593,404 0.01 $580,412
Sequoia Mortgage Trust 2013-5 A1 2.5% 25-MAY-2043, 2.50%, 05/25/43 SEMT 2013-5 81745AAA5 - - 647,454 $587,752 $587,752 0.01 $580,210
MHC Commercial Mortgage Trust 2021-MHC A 4.874442% 15-APR-2038, 4.87%, 04/15/38 MHC 2021-MHC 55316VAA2 - - 586,117 $586,376 $586,376 0.01 $585,582
FNMA 30yr Pool#BK9507 4.000% 01-Oct-2048, 4.00%, 10/01/48 FN 3140HPR58 - - 595,120 $582,254 $582,254 0.01 $577,053
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA2 M1A 5.48279% 25-FEB-2042, 5.48%, 02/25/42 STACR 2022-DNA2 35564KRE1 - - 534,138 $536,650 $536,650 0.01 $534,291
FNMA 30yr Pool#AZ0869 4.000% 01-Jul-2045, 4.00%, 07/01/45 FN 3138YR6F0 - - 519,564 $510,517 $510,517 0.01 $505,476
FHLMC 15yr Pool#SB0116 2.500% 01-Nov-2034, 2.50%, 11/01/34 FR 3132CWDV3 - - 518,095 $502,923 $502,923 0.01 $494,695
FNMA 30yr Pool#CB8694 6.000% 01-Jun-2054, 6.00%, 06/01/54 FN 3140QUUU8 - - - $501,097 $501,097 0.01 $0
FHLMC 30yr Pool#QD9191 3.500% 01-Apr-2052, 3.50%, 04/01/52 FR 3133B7F86 - - 500,276 $473,327 $473,327 0.01 $469,317
Connecticut Avenue Securities, Series 2021-R03 1M1 5.03279% 25-DEC-2041, 5.03%, 12/25/41 CAS 2021-R03 20754AAA1 - - 433,223 $435,010 $435,010 0.01 $433,254
FHLMC 30yr Pool#SD1414 4.000% 01-Oct-2050, 4.00%, 10/01/50 FR 3132DNSB0 - - 437,781 $425,362 $425,362 0.01 $421,738
FNMA 30yr Pool#CB4329 3.500% 01-Jul-2052, 3.50%, 07/01/52 FN 3140QPY35 - - 442,838 $418,918 $418,918 0.01 $415,602
FNMA 30yr Pool#CA4646 3.000% 01-Feb-2048, 3.00%, 02/01/48 FN 3140QCEU6 - - 434,002 $402,937 $402,937 0.01 $398,921
FNMA 30yr Pool#BV6879 4.500% 01-Apr-2052, 4.50%, 04/01/52 FN 3140MLUD0 - - 406,053 $402,441 $402,441 0.01 $399,094
FHLMC 30yr Pool#QG3397 6.000% 01-May-2053, 6.00%, 05/01/53 FR 3133C3X27 - - 365,620 $390,101 $390,101 0.01 $376,623
FNMA 30yr Pool#BV7632 4.500% 01-Apr-2052, 4.50%, 04/01/52 FN 3140MMPS1 - - 312,027 $364,436 $364,436 0.01 $306,679
FHLMC 30yr Pool#QA8274 3.500% 01-Mar-2050, 3.50%, 03/01/50 FR 3133A3FP8 - - 388,246 $363,213 $363,213 0.01 $360,410
FNMA 30yr Pool#FM3447 4.000% 01-Nov-2049, 4.00%, 11/01/49 FN 3140X6ZM6 - - 359,000 $350,274 $350,274 0.01 $347,200
FHLMC 30yr Pool#SD1966 4.000% 01-Nov-2052, 4.00%, 11/01/52 FR 3132DPFF0 - - 330,944 $320,379 $320,379 0.00 $316,640
FHLMC 30yr Pool#ZN6461 4.000% 01-May-2049, 4.00%, 05/01/49 FR 3131YDFA7 - - 323,651 $315,876 $315,876 0.00 $311,979
FNMA 30yr Pool#AR9225 3.000% 01-Mar-2043, 3.00%, 03/01/43 FN 3138W7HB3 - - 329,240 $306,300 $306,300 0.00 $303,367
FHLMC 30yr Pool#ZT0391 4.000% 01-Nov-2047, 4.00%, 11/01/47 FR 3132ACNG1 - - 300,199 $295,095 $295,095 0.00 $292,357
FHLMC 30yr Pool#QA5150 4.500% 01-Dec-2049, 4.50%, 12/01/49 FR 31346YWK5 - - 293,812 $294,123 $294,123 0.00 $291,554
FNMA 30yr Pool#FS2548 4.000% 01-Mar-2051, 4.00%, 03/01/51 FN 3140XHZN0 - - 299,902 $293,572 $293,572 0.00 $288,912
FNMA 30yr Pool#FS2238 4.000% 01-Mar-2051, 4.00%, 03/01/51 FN 3140XHPY7 - - 293,060 $286,617 $286,617 0.00 $282,709
FNMA 30yr Pool#AS8649 3.000% 01-Jan-2047, 3.00%, 01/01/47 FN 3138WJTF5 - - 305,370 $280,028 $280,028 0.00 $277,566
FNMA 30yr Pool#BN3899 4.000% 01-Dec-2048, 4.00%, 12/01/48 FN 3140JLKM5 - - 268,416 $262,938 $262,938 0.00 $258,936
Fannie Mae REMIC Trust 2017-9 VL 3.0% 25-JUL-2028, 3.00%, 07/25/28 FNR 2017-9 3136AVYH6 - - 255,820 $262,599 $262,599 0.00 $253,380
FHLMC 30yr Pool#QA1615 3.500% 01-Aug-2049, 3.50%, 08/01/49 FR 31334XYL7 - - 270,623 $255,107 $255,107 0.00 $252,657
FHLMC 30yr Pool#ZN4240 4.500% 01-Dec-2048, 4.50%, 12/01/48 FR 3131YAV98 - - 249,342 $250,602 $250,602 0.00 $248,183
Fannie Mae REMIC Trust 2012-126 SY 0.0% 25-NOV-2042, 0.00%, 11/25/42 FNR 2012-126 3136A9ZR2 - - 473,554 $238,371 $238,371 0.00 $238,371
FNMA 30yr Pool#MA3908 4.500% 01-Jan-2050, 4.50%, 01/01/50 FN 31418DKW1 - - 231,735 $236,905 $236,905 0.00 $229,951
RCKT Mortgage Trust 2025-CES6 A1A 5.472% 25-JUN-2055, 5.47%, 06/25/55 RCKT 2025-CES6 748949AA2 - - - $235,270 $235,270 0.00 $0
FHLMC 15yr Pool#SB0040 2.500% 01-Dec-2033, 2.50%, 12/01/33 FR 3132CWBH6 - - 234,135 $232,762 $232,762 0.00 $226,679
FNMA 30yr Pool#MA3687 4.000% 01-Jun-2049, 4.00%, 06/01/49 FN 31418DCZ3 - - 234,274 $227,939 $227,939 0.00 $225,689
FNMA 30yr Pool#BW0081 4.500% 01-Apr-2052, 4.50%, 04/01/52 FN 3140MRCT2 - - 229,586 $227,487 $227,487 0.00 $225,615
FNMA 30yr Pool#BE3616 4.000% 01-May-2047, 4.00%, 05/01/47 FN 3140FPAS8 - - 227,239 $224,134 $224,134 0.00 $221,577
FNMA 30yr Pool#MA1327 3.000% 01-Jan-2043, 3.00%, 01/01/43 FN 31418APM4 - - 239,174 $223,617 $223,617 0.00 $221,362
FNMA 30yr Pool#BO9819 4.500% 01-Dec-2049, 4.50%, 12/01/49 FN 3140K54D6 - - 209,707 $209,996 $209,996 0.00 $208,095
GNMA II 30yr Pool#MA5192 4.000% 20-May-2048, 4.00%, 05/20/48 G2 36179TXV2 - - 216,262 $209,277 $209,277 0.00 $208,701
FHLMC 30yr Pool#RA1088 4.500% 01-Jul-2049, 4.50%, 07/01/49 FR 3133KGF52 - - 203,615 $203,811 $203,811 0.00 $202,047
FNMA 30yr Pool#AB6280 3.000% 01-Sep-2042, 3.00%, 09/01/42 FN 31417C6S9 - - 193,909 $181,413 $181,413 0.00 $179,468
FHLMC 30yr Pool#SD8040 4.500% 01-Jan-2050, 4.50%, 01/01/50 FR 3132DV4Z5 - - 179,263 $179,461 $179,461 0.00 $177,883
FNMA 30yr Pool#BO2983 3.000% 01-Sep-2049, 3.00%, 09/01/49 FN 3140JXJ58 - - 194,152 $178,402 $178,402 0.00 $176,898
FNMA 30yr Pool#CA4185 4.500% 01-Sep-2049, 4.50%, 09/01/49 FN 3140QBUK2 - - 174,945 $176,413 $176,413 0.00 $173,598
FNMA 30yr Pool#CA4035 4.500% 01-Aug-2049, 4.50%, 08/01/49 FN 3140QBPV4 - - 166,874 $171,686 $171,686 0.00 $165,589
FNMA 30yr Pool#BV7132 4.500% 01-Apr-2052, 4.50%, 04/01/52 FN 3140ML4S6 - - 161,622 $160,151 $160,151 0.00 $158,827
FHLMC 30yr Pool#ZT1320 4.000% 01-Nov-2048, 4.00%, 11/01/48 FR 3132ADPD4 - - 160,942 $157,977 $157,977 0.00 $155,258
FHLMC 30yr Pool#ZA7158 4.500% 01-Jun-2049, 4.50%, 06/01/49 FR 31329Q5T4 - - 157,258 $157,025 $157,025 0.00 $155,467
FNMA 30yr Pool#AB7563 3.000% 01-Jan-2043, 3.00%, 01/01/43 FN 31417EMM0 - - 166,801 $156,364 $156,364 0.00 $154,762
FNMA 30yr Pool#FS2546 4.000% 01-Mar-2051, 4.00%, 03/01/51 FN 3140XHZL4 - - 153,723 $149,901 $149,901 0.00 $148,293
FNMA 30yr Pool#MA1229 3.000% 01-Oct-2042, 3.00%, 10/01/42 FN 31418ALK2 - - 143,628 $136,157 $136,157 0.00 $133,273
FNMA 30yr Pool#BW0072 4.500% 01-Apr-2052, 4.50%, 04/01/52 FN 3140MRCJ4 - - 136,309 $135,070 $135,070 0.00 $133,952
GNMA II 30yr Pool#MA5753 4.000% 20-Feb-2049, 4.00%, 02/20/49 G2 36179UMA7 - - 137,220 $129,003 $129,003 0.00 $128,637
FNMA 30yr Pool#BV7131 4.500% 01-Apr-2052, 4.50%, 04/01/52 FN 3140ML4R8 - - 129,030 $127,909 $127,909 0.00 $126,800
GNMA II 30yr Pool#BF6874 4.500% 20-Jul-2048, 4.50%, 07/20/48 G2 3617GDT77 - - 126,705 $125,464 $125,464 0.00 $125,084
GNMA II 30yr Pool#MA5866 4.000% 20-Apr-2049, 4.00%, 04/20/49 G2 36179UQT2 - - 132,346 $124,998 $124,998 0.00 $124,645
FNMA 20yr Pool#AB9283 3.000% 01-Apr-2038, 3.00%, 04/01/38 FN 31417GJ56 - - 131,568 $123,379 $123,379 0.00 $121,583
GNMA II 30yr Pool#BK5879 4.500% 20-Nov-2048, 4.50%, 11/20/48 G2 3617J6Q80 - - 111,416 $110,514 $110,514 0.00 $110,180
FNMA 30yr Pool#BM3282 3.500% 01-Dec-2047, 3.50%, 12/01/47 FN 3140J7UG8 - - 113,359 $109,619 $109,619 0.00 $107,491
FNMA 30yr Pool#CA3683 4.500% 01-Jun-2049, 4.50%, 06/01/49 FN 3140QBCV8 - - 108,777 $108,902 $108,902 0.00 $107,939
FHLMC 30yr Pool#ZT1633 4.000% 01-Mar-2047, 4.00%, 03/01/47 FR 3132ADY69 - - 108,551 $108,070 $108,070 0.00 $105,608
FHLMC 30yr Pool#QE0318 4.500% 01-Mar-2052, 4.50%, 03/01/52 FR 3133B9K78 - - 108,215 $107,260 $107,260 0.00 $106,361
TOWD POINT MORTGAGE TRUST 2 5.75% 65, 5.40%, 08/25/65 TPMT 2025-CES3 891949BV0 - - - $104,575 $104,575 0.00 $0
FNMA 30yr Pool#CA0108 3.500% 01-Aug-2047, 3.50%, 08/01/47 FN 3140Q7DN4 - - 106,260 $101,926 $101,926 0.00 $100,760
FHLMC 30yr Pool#ZM7577 4.500% 01-Aug-2048, 4.50%, 08/01/48 FR 3131Y2M21 - - 99,901 $100,121 $100,121 0.00 $99,237
Fannie Mae REMIC Trust 2013-130 FN 4.64727% 25-OCT-2042, 4.65%, 10/25/42 FNR 2013-130 3136AHG53 - - 91,687 $90,994 $90,994 0.00 $90,639
FHLMC 30yr Pool#ZM7926 5.000% 01-Sep-2048, 5.00%, 09/01/48 FR 3131Y2YX0 - - 77,696 $79,291 $79,291 0.00 $78,545
Sequoia Mortgage Trust 2019-CH3 A19 4.0% 25-OCT-2049, 4.00%, 09/25/49 SEMT 2019-CH3 81748GBN0 - - 75,098 $76,170 $76,170 0.00 $70,261
FHLMC 30yr Pool#QA2159 3.000% 01-Aug-2049, 3.00%, 08/01/49 FR 31334YMG9 - - 82,619 $74,086 $74,086 0.00 $73,443
FNMA 30yr Pool#MA1447 3.000% 01-May-2043, 3.00%, 05/01/43 FN 31418ATD0 - - 77,018 $71,878 $71,878 0.00 $70,966
Santander Bank Auto Credit-Linked Notes, Series 2023-A B 6.493% 15-JUN-2033, 6.49%, 06/15/33 SBCLN 2023-A 80290CBU7 - - 66,801 $67,025 $67,025 0.00 $66,904
FNMA 30yr Pool#AS8547 3.000% 01-Nov-2046, 3.00%, 11/01/46 FN 3138WJP93 - - 71,520 $65,390 $65,390 0.00 $64,861
FNMA 30yr Pool#BD2453 3.000% 01-Jan-2047, 3.00%, 01/01/47 FN 3140F9WP6 - - 67,639 $63,337 $63,337 0.00 $62,025
Fannie Mae REMIC Trust 2010-109 BS 7.44678% 25-OCT-2040, 7.45%, 10/25/40 FNR 2010-109 31398NTM6 - - 41,248 $61,028 $61,028 0.00 $60,640
TOWD POINT MORTGAGE TRUST 6.125% 65, 5.67%, 08/25/65 TPMT 2025-CES3 891949AC3 - - - $55,914 $55,914 0.00 $0
Fannie Mae REMIC Trust 2006-20 GF 4.64727% 25-APR-2036, 4.65%, 04/25/36 FNR 2006-20 31395BU43 - - 55,306 $55,053 $55,053 0.00 $54,839
FHLMC 15yr Pool#ZK8962 3.000% 01-Sep-2032, 3.00%, 09/01/32 FR 3131XC5X1 - - 53,392 $53,063 $53,063 0.00 $52,086
FHLMC 15yr Pool#ZS7403 3.000% 01-May-2031, 3.00%, 05/01/31 FR 3132A8GL7 - - 49,263 $49,726 $49,726 0.00 $48,343
FNMA 15yr Pool#BO5957 3.000% 01-Dec-2034, 3.00%, 12/01/34 FN 3140K1TP1 - - 44,062 $43,285 $43,285 0.00 $42,691
FNMA 30yr Pool#BO1857 4.500% 01-Aug-2049, 4.50%, 08/01/49 FN 3140JWB33 - - 42,860 $42,907 $42,907 0.00 $42,530
Freddie Mac Multiclass Certificates, Series 3380 FM 4.93815% 15-OCT-2037, 4.85%, 10/15/37 FHR 3380 31397KTJ0 - - 42,821 $42,827 $42,827 0.00 $42,770
Freddie Mac Multiclass Certificates, Series 3721 FB 4.84815% 15-SEP-2040, 4.76%, 09/15/40 FHR 3721 3137GAD20 - - 42,232 $42,114 $42,114 0.00 $42,058
Towd Point Mortgage Trust 2024-CES1 A1B 6.049% 25-JAN-2064, 6.05%, 01/25/64 TPMT 2024-CES1 89183CAB1 - - - $40,942 $40,942 0.00 $0
Ginnie Mae REMIC Trust 2008-013 FB 4.64552% 20-FEB-2038, 4.57%, 02/20/38 GNR 2008-13 38375PNL1 - - 39,466 $39,386 $39,386 0.00 $39,361
FNMA 30yr Pool#BC0870 3.500% 01-Jan-2046, 3.50%, 01/01/46 FN 3140EU6G9 - - 37,313 $35,889 $35,889 0.00 $35,153
FNMA 15yr Pool#BO7717 3.000% 01-Nov-2034, 3.00%, 11/01/34 FN 3140K3SF0 - - 33,205 $32,742 $32,742 0.00 $32,241
FHLMC 15yr Pool#ZK9163 3.000% 01-Jan-2033, 3.00%, 01/01/33 FR 3131XDFC4 - - 31,701 $31,477 $31,477 0.00 $30,912
Ginnie Mae REMIC Trust 2007-040 FG 4.46552% 20-JUL-2037, 4.39%, 07/20/37 GNR 2007-40 38375KZS4 - - 30,047 $29,784 $29,784 0.00 $29,765
Ginnie Mae REMIC Trust 2004-069 CF 4.54552% 20-JUL-2034, 4.47%, 07/20/34 GNR 2004-69 38374JAT3 - - 25,950 $25,891 $25,891 0.00 $25,875
Fannie Mae REMIC Trust 2013-2 QF 4.79727% 25-FEB-2043, 4.80%, 02/25/43 FNR 2013-2 3136AB4P5 - - 24,242 $24,260 $24,260 0.00 $24,163
Towd Point Mortgage Trust 2024-CES2 A1B 6.35% 25-FEB-2064, 6.35%, 02/25/64 TPMT 2024-CES2 89182JAB7 - - - $24,115 $24,115 0.00 $0
Ginnie Mae REMIC Trust 2007-059 FA 4.64552% 20-OCT-2037, 4.57%, 10/20/37 GNR 2007-59 38375LPU8 - - 23,844 $23,776 $23,776 0.00 $23,760
FHLMC 30yr Pool#ZN2165 4.500% 01-Dec-2048, 4.50%, 12/01/48 FR 3131Y8MN2 - - 22,979 $23,581 $23,581 0.00 $22,927
Ginnie Mae REMIC Trust 2010-133 FD 4.50344% 16-OCT-2040, 4.50%, 10/16/40 GNR 2010-133 38377MHV1 - - 21,759 $21,767 $21,767 0.00 $21,743
Ginnie Mae REMIC Trust 2008-016 FC 4.64552% 20-FEB-2038, 4.57%, 02/20/38 GNR 2008-16 383742FU2 - - 19,220 $19,182 $19,182 0.00 $19,170
Ginnie Mae REMIC Trust 2007-037 FW 4.45552% 20-JUN-2037, 4.38%, 06/20/37 GNR 2007-37 38375KNR9 - - 19,167 $18,992 $18,992 0.00 $18,981
Ginnie Mae REMIC Trust 2004-059 FP 4.37344% 16-AUG-2034, 4.37%, 08/16/34 GNR 2004-59 38374HYS3 - - 18,389 $18,341 $18,341 0.00 $18,321
Ginnie Mae REMIC Trust 2005-065 FA 4.29552% 20-AUG-2035, 4.22%, 08/20/35 GNR 2005-65 38374LL25 - - 18,524 $18,282 $18,282 0.00 $18,271
Fannie Mae REMIC Trust 2002-53 FK 4.69727% 25-APR-2032, 4.70%, 04/25/32 FNR 2002-53 31392EHN3 - - 16,851 $16,852 $16,852 0.00 $16,786
Freddie Mac Multiclass Certificates, Series 2426 FL 4.99815% 15-MAR-2032, 4.91%, 03/15/32 FHR 2426 31339W7G5 - - 16,675 $16,728 $16,728 0.00 $16,706
FHLMC 30yr Pool#ZT0252 3.000% 01-Dec-2047, 3.00%, 12/01/47 FR 3132ACH52 - - 17,164 $15,978 $15,978 0.00 $15,740
Ginnie Mae REMIC Trust 2005-048 AF 4.34552% 20-JUN-2035, 4.27%, 06/20/35 GNR 2005-48 38374LHM6 - - 15,643 $15,464 $15,464 0.00 $15,454
Fannie Mae REMIC Trust 2005-83 KT 4.59727% 25-OCT-2035, 4.60%, 10/25/35 FNR 2005-83 31394FUL7 - - 14,524 $14,451 $14,451 0.00 $14,396
Fannie Mae REMIC Trust 2007-89 GF 4.81727% 25-SEP-2037, 4.82%, 09/25/37 FNR 2007-89 31396XPM0 - - 13,510 $13,560 $13,560 0.00 $13,506
Freddie Mac Multiclass Certificates, Series 2551 FD 4.74815% 15-JAN-2033, 4.66%, 01/15/33 FHR 2551 31393JAZ1 - - 12,049 $12,022 $12,022 0.00 $12,007
FHLMC 30yr Pool#ZM2269 3.000% 01-Dec-2046, 3.00%, 12/01/46 FR 3131XVQW8 - - 12,393 $11,632 $11,632 0.00 $11,355
Ginnie Mae REMIC Trust 2012-075 FP 4.44552% 20-JUL-2041, 4.37%, 07/20/41 GNR 2012-75 38378EZ55 - - 11,207 $11,198 $11,198 0.00 $11,191
Ginnie Mae REMIC Trust 2007-061 FA 4.64552% 20-OCT-2037, 4.57%, 10/20/37 GNR 2007-61 38375LLN8 - - 9,954 $9,926 $9,926 0.00 $9,919
Fannie Mae REMIC Trust 2010-123 FL 4.72727% 25-NOV-2040, 4.73%, 11/25/40 FNR 2010-123 31398N2W3 - - 9,438 $9,441 $9,441 0.00 $9,403
Freddie Mac Multiclass Certificates, Series 2410, excluding Group 6 FX 4.6065% 15-FEB-2032, 4.61%, 02/15/32 FHR 2410 31339NJN7 - - 9,459 $9,434 $9,434 0.00 $9,422
FNMA 15yr Pool#AS8207 2.500% 01-Oct-2031, 2.50%, 10/01/31 FN 3138WJDM7 - - 9,313 $9,343 $9,343 0.00 $9,022
GNMA II 30yr Pool#BK6072 5.000% 20-Jan-2049, 5.00%, 01/20/49 G2 3617J6W91 - - 9,017 $9,145 $9,145 0.00 $9,115
Freddie Mac Multiclass Certificates, Series 3028 FM 4.59815% 15-SEP-2035, 4.51%, 09/15/35 FHR 3028 31396AFB5 - - 8,301 $8,273 $8,273 0.00 $8,263
FNMA 15yr Pool#BM1036 2.500% 01-Feb-2032, 2.50%, 02/01/32 FN 3140J5EJ4 - - 8,203 $8,156 $8,156 0.00 $7,945
Fannie Mae REMIC Trust 2003-87 FG 4.79727% 25-SEP-2033, 4.80%, 09/25/33 FNR 2003-87 31393E4W6 - - 8,047 $8,080 $8,080 0.00 $8,048
FNMA 15yr Pool#AS7643 2.500% 01-Aug-2031, 2.50%, 08/01/31 FN 3138WHP55 - - 8,100 $8,063 $8,063 0.00 $7,846
JP Morgan Mortgage Trust 2015-4 AM 3.0% 25-JUN-2045, 3.00%, 06/25/45 JPMMT 2015-4 46644VBP0 - - - $7,828 $7,828 0.00 $0
Fannie Mae REMIC Trust 2012-100 FG 4.69727% 25-SEP-2042, 4.70%, 09/25/42 FNR 2012-100 3136A8QW3 - - 7,630 $7,580 $7,580 0.00 $7,550
Fannie Mae REMIC Trust 2002-16 VF 4.84727% 25-APR-2032, 4.85%, 04/25/32 FNR 2002-16 31392CWW0 - - 7,159 $7,189 $7,189 0.00 $7,160
FHLMC 15yr Pool#ZK8405 2.500% 01-Dec-2031, 2.50%, 01/22/31 FR 3131XCKS5 - - 6,972 $6,893 $6,893 0.00 $6,747
Ginnie Mae REMIC Trust 2007-018 FD 4.44552% 20-APR-2037, 4.37%, 04/20/37 GNR 2007-18 38375JC86 - - 6,954 $6,886 $6,886 0.00 $6,882
Ginnie Mae REMIC Trust 2010-006 FG 4.67344% 16-JAN-2040, 4.67%, 01/16/40 GNR 2010-6 38376TSC7 - - 6,756 $6,772 $6,772 0.00 $6,765
Freddie Mac Multiclass Certificates, Series 3738 FD 4.64815% 15-AUG-2040, 4.56%, 08/15/40 FHR 3738 3137GAYQ4 - - 6,698 $6,703 $6,703 0.00 $6,694
Fannie Mae REMIC Trust 2010-95 FB 4.69727% 25-SEP-2040, 4.70%, 09/25/40 FNR 2010-95 31398NEX8 - - 6,155 $6,160 $6,160 0.00 $6,136
FNMA 30yr Pool#MA3694 4.500% 01-Jul-2049, 4.50%, 07/01/49 FN 31418DC83 - - 4,481 $4,503 $4,503 0.00 $4,446
FHLMC 30yr Pool#ZN0650 3.000% 01-Mar-2043, 3.00%, 03/01/43 FR 3131Y6WK1 - - 2,162 $2,040 $2,040 0.00 $1,992
Ginnie Mae REMIC Trust 1999-27 FE 4.47344% 16-AUG-2029, 4.47%, 08/16/29 GNR 1999-27 3837H2WA3 - - 1,953 $1,954 $1,954 0.00 $1,952
Freddie Mac Multiclass Certificates, Series 2469 FE 4.84815% 15-JUL-2032, 4.76%, 07/15/32 FHR 2469 31392RC58 - - 1,595 $1,596 $1,596 0.00 $1,594
Reach ABS Trust 2024-1 A 6.3% 15-FEB-2031, 6.30%, 02/18/31 REACH 2024-1A 75526PAA9 - - - $1,284 $1,284 0.00 $0
FNMA 30yr Pool#BJ8459 3.000% 01-Aug-2049, 3.00%, 08/01/49 FN 3140HAMH0 - - - $796 $796 0.00 $0
FNMA 30yr Pool#BO4113 3.000% 01-Aug-2049, 3.00%, 08/01/49 FN 3140JYSB3 - - - $654 $654 0.00 $0
Ginnie Mae REMIC Trust 2010-125 VF 4.49552% 20-JUN-2040, 4.42%, 06/20/40 GNR 2010-125 38377JYJ6 - - 355.00 $353 $353 0.00 $353
US 5YR NOTE (CBT) Mar26 MAR 26 FVH6 FUTURES_USD - 2,844 $312,151,220 $0 0.00 $0
Ultra U.S. Treasury Bond Futures MAR 26 WNH6 FUTURES_USD - -312.00 $-37,713,000 $0 0.00 $0
US 10yr Ultra Fut Mar26 MAR 26 UXYH6 FUTURES_USD - -1,258 $-146,006,625 $0 0.00 $0
US 10YR NOTE (CBT)Mar26 MAR 26 TYH6 FUTURES_USD - -1,972 $-223,483,062 $0 0.00 $0
UMBS TBA 30yr 3.5% December Delivery, 3.50%, 12/11/25 FNCL 01F0326C3 - - -95,653,000 $-88,269,354 $-88,269,354 -1.30 $-88,269,354
UMBS TBA 30yr 5% December Delivery, 5.00%, 12/11/25 FNCL 01F0506C5 - - -236,373,248 $-235,540,741 $-235,540,741 -3.47 $-235,540,741
UMBS TBA 30yr 5.5% December Delivery, 5.50%, 12/11/25 FNCL 01F0526C1 - - -325,416,400 $-329,083,843 $-329,083,843 -4.85 $-329,083,843
UMBS TBA 30yr 4.5% December Delivery, 4.50%, 12/11/25 FNCL 01F0426C2 - - -354,908,342 $-346,755,033 $-346,755,033 -5.11 $-346,755,033
UMBS TBA 30yr 6% December Delivery, 6.00%, 12/11/25 FNCL 01F0606C4 - - -490,162,167 $-501,386,881 $-501,386,881 -7.39 $-501,386,881
UMBS TBA 30yr 4% December Delivery, 4.00%, 12/11/25 FNCL 01F0406C6 - - -721,596,155 $-686,033,010 $-686,033,010 -10.11 $-686,033,010
SEGREGATED CASH SEGCASH - $0.00 12,520,000 $12,520,000 $12,520,000 0.18 $12,520,000
ALMSUM ALMSUM - $0.00 - $0 $0 0.00 $0
US DOLLARS USD MD_142224 - - -2,289,555,887 $-2,289,555,887 $-2,289,555,887 -33.74 $-2,289,555,887
Janus Henderson publishes this listing of identities and quantities of each position held by the fund on each business day, before commencement of trading. Securities are reported at market value.
The portfolio data and its presentation here is based on the investment book of record and may differ from the accounting book of record and complete schedules of investments in regulatory filings due to differing accounting and reporting standards.

Choose region

Country

Language

What type of investor are you?