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 May 21, 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% June Delivery, 2.50%, 06/12/25 FNCL 01F022667 - - 1,619,120,894 $1,301,086,692 $1,301,086,692 24.22 $1,301,086,692
UMBS TBA 30yr 3% June Delivery, 3.00%, 06/12/25 FNCL 01F030660 - - 827,620,354 $694,881,636 $694,881,636 12.94 $694,881,636
GNMA II TBA 30yr 5% June Delivery, 5.00%, 06/23/25 G2SF 21H050664 - - 365,146,194 $350,714,521 $350,714,521 6.53 $350,714,521
UMBS TBA 30yr 2% June Delivery, 2.00%, 06/12/25 FNCL 01F020661 - - 376,104,255 $287,982,276 $287,982,276 5.36 $287,982,276
UMBS TBA 30yr 5% June Delivery, 5.00%, 06/12/25 FNCL 01F050668 - - 271,503,000 $259,897,604 $259,897,604 4.84 $259,897,604
UMBS TBA 30yr 6% June Delivery, 6.00%, 06/12/25 FNCL 01F060667 - - 253,129,000 $253,944,075 $253,944,075 4.73 $253,944,075
GNMA II TBA 30yr 5.5% June Delivery, 5.50%, 06/23/25 G2SF 21H052660 - - 237,444,000 $233,742,485 $233,742,485 4.35 $233,742,485
GNMA II TBA 30yr 4.5% June Delivery, 4.50%, 06/23/25 G2SF 21H042661 - - 242,461,488 $226,130,737 $226,130,737 4.21 $226,130,737
FNMA 30yr Pool#CB9430 5.500% 01-Nov-2054, 5.50%, 11/01/54 FN 3140QVPQ1 - - 191,279,097 $191,365,877 $191,365,877 3.56 $188,328,732
UMBS TBA 30yr 5.5% June Delivery, 5.50%, 06/12/25 FNCL 01F052664 - - 169,300,000 $166,093,797 $166,093,797 3.09 $166,093,797
Fannie Mae REMIC Trust 2025-12 FC 5.45369% 25-MAR-2055, 5.45%, 03/25/55 FNR 2025-12 3136BVFC7 - - 161,582,049 $161,520,482 $161,520,482 3.01 $160,854,711
GNMA II TBA 30yr 3% June Delivery, 3.00%, 06/23/25 G2SF 21H030666 - - 175,024,962 $150,853,315 $150,853,315 2.81 $150,853,315
UMBS TBA 30yr 6.5% June Delivery, 6.50%, 06/12/25 FNCL 01F062663 - - 132,991,000 $135,948,720 $135,948,720 2.53 $135,948,720
FHLMC 30yr Pool#RJ2853 5.000% 01-Dec-2054, 5.00%, 12/01/54 FR 3142GTE36 - - 138,831,471 $135,733,507 $135,733,507 2.53 $134,104,139
GNMA II TBA 30yr 3.5% June Delivery, 3.50%, 06/23/25 G2SF 21H032662 - - 138,246,377 $121,536,952 $121,536,952 2.26 $121,536,952
FNMA 30yr Pool#FS1133 4.000% 01-Oct-2051, 4.00%, 10/01/51 FN 3140XGHK8 - - 121,345,692 $113,001,265 $113,001,265 2.10 $111,239,263
FHLMC 30yr Pool#SL0335 5.500% 01-Feb-2055, 5.50%, 02/01/55 FR 31427MLR0 - - 111,108,754 $112,037,048 $112,037,048 2.09 $109,494,974
FNMA 30yr Pool#FM7460 4.000% 01-Mar-2051, 4.00%, 03/01/51 FN 3140XBJE1 - - 113,140,032 $105,319,120 $105,319,120 1.96 $103,717,022
GNMA II TBA 30yr 4% June Delivery, 4.00%, 06/23/25 G2SF 21H040665 - - 107,413,688 $97,148,914 $97,148,914 1.81 $97,148,914
United States of America|5.35068|04/25/2055, 5.35%, 04/25/55 STRU JP-7441 BCCJ1VWS3 - - 94,296,522 $94,337,131 $94,337,131 1.76 $94,267,054
FNMA 30yr Pool#FS8993 6.000% 01-Jul-2054, 6.00%, 07/01/54 FN 3140XQ7F8 - - 80,972,415 $84,754,670 $84,754,670 1.58 $81,775,891
FNMA 30yr Pool#FS9022 5.500% 01-Aug-2054, 5.50%, 08/01/54 FN 3140XRAY1 - - 83,446,889 $83,071,028 $83,071,028 1.55 $82,260,672
FNMA 30yr Pool#FA0574 5.500% 01-Jan-2055, 5.50%, 01/01/55 FN 3140W0T88 - - 74,447,356 $74,233,942 $74,233,942 1.38 $73,995,090
FNMA 30yr Pool#FA0198 5.500% 01-Oct-2054, 5.50%, 10/01/54 FN 3140W0GG4 - - 67,790,916 $68,482,145 $68,482,145 1.27 $67,246,823
FNMA 30yr Pool#FA0573 5.000% 01-Jan-2055, 5.00%, 01/01/55 FN 3140W0T70 - - 65,028,060 $63,833,444 $63,833,444 1.19 $62,998,610
FHLMC 30yr Pool#QX7566 5.500% 01-Mar-2055, 5.50%, 03/01/55 FR 31426DMQ2 - - 56,904,161 $56,556,123 $56,556,123 1.05 $56,026,449
Fannie Mae REMIC Trust 2025-9 FA 5.55369% 25-MAR-2055, 5.55%, 03/25/55 FNR 2025-9 3136BVDC9 - - 52,568,035 $52,656,325 $52,656,325 0.98 $52,436,330
FNMA 30yr Pool#CB9613 5.500% 01-Dec-2054, 5.50%, 12/01/54 FN 3140QVVF8 - - 49,283,912 $49,243,340 $49,243,340 0.92 $48,523,738
FHLMC 30yr Pool#SL1146 5.000% 01-Mar-2055, 5.00%, 03/01/55 FR 31427NHY8 - - 49,925,743 $48,355,993 $48,355,993 0.90 $47,930,899
FHLMC 30yr Pool#SD7343 5.500% 01-Jan-2055, 5.50%, 01/01/55 FR 3132DVEQ4 - - 47,431,111 $47,689,335 $47,689,335 0.89 $47,077,166
FHLMC 30yr Pool#SL0046 6.000% 01-Jan-2055, 6.00%, 01/01/55 FR 31427MBQ3 - - 44,749,582 $46,617,682 $46,617,682 0.87 $45,194,106
FNMA 30yr Pool#FS9779 5.500% 01-Nov-2054, 5.50%, 11/01/54 FN 3140XR2M6 - - 45,891,050 $45,693,758 $45,693,758 0.85 $45,546,524
New Residential Mortgage LLC 6.545% 25-MAR-2032, 6.54%, 03/25/32 NZES 2025-FHT 64832EAA7 - - 42,912,515 $43,038,668 $43,038,668 0.80 $42,828,021
FHLMC 30yr Pool#ZT2413 4.000% 01-Feb-2041, 4.00%, 02/01/41 FR 3132AEVE3 - - 44,007,385 $42,280,285 $42,280,285 0.79 $41,628,650
Fannie Mae Pool|6|05/01/2055, 6.00%, 05/01/55 FN 3140W1WT6 - - 41,818,184 $42,226,747 $42,226,747 0.79 $42,080,383
FNMA 40yr Pool#BF0646 2.500% 01-Jun-2062, 2.50%, 06/01/62 FN 3140FXWG3 - - 51,440,105 $41,602,150 $41,602,150 0.77 $40,870,102
FNMA 30yr Pool#FS8881 4.500% 01-Sep-2053, 4.50%, 09/01/53 FN 3140XQ2P1 - - 42,845,943 $41,170,237 $41,170,237 0.77 $40,509,532
FHLMC 30yr Pool#SD7344 5.500% 01-Jan-2055, 5.50%, 01/01/55 FR 3132DVER2 - - 39,372,940 $39,656,274 $39,656,274 0.74 $39,042,221
FHLMC 30yr Pool#SL0938 4.000% 01-Jul-2050, 4.00%, 07/01/50 FR 31427NBG3 - - 41,012,422 $38,985,827 $38,985,827 0.73 $38,425,334
FNMA 30yr Pool#CB8694 6.000% 01-Jun-2054, 6.00%, 06/01/54 FN 3140QUUU8 - - 37,008,915 $38,451,537 $38,451,537 0.72 $37,812,990
FHLMC 30yr Pool#SI2101 4.000% 01-Sep-2048, 4.00%, 09/01/48 FR 3133USKN0 - - 41,234,275 $38,423,215 $38,423,215 0.72 $37,903,212
FHLMC 30yr Pool#RJ1341 6.000% 01-Apr-2054, 6.00%, 04/01/54 FR 3142GRP38 - - 36,871,493 $38,179,538 $38,179,538 0.71 $37,433,285
FNMA 30yr Pool#FA0576 5.500% 01-Jan-2055, 5.50%, 01/01/55 FN 3140W0UA1 - - 37,790,711 $38,138,627 $38,138,627 0.71 $37,519,582
FHLMC 30yr Pool#RJ2302 6.000% 01-Sep-2054, 6.00%, 09/01/54 FR 3142GSRY6 - - 37,192,789 $37,889,651 $37,889,651 0.71 $37,759,476
FNMA 30yr Pool#CB8543 6.000% 01-May-2054, 6.00%, 05/01/54 FN 3140QUP59 - - 36,338,191 $37,599,673 $37,599,673 0.70 $36,891,857
FNMA 30yr Pool#FS9794 5.000% 01-Nov-2054, 5.00%, 11/01/54 FN 3140XR3C7 - - 36,825,836 $36,219,990 $36,219,990 0.67 $35,676,544
FHLMC 30yr Pool#RJ3274 5.500% 01-Feb-2055, 5.50%, 02/01/55 FR 3142GTT89 - - 35,239,076 $35,306,439 $35,306,439 0.66 $34,949,663
FNMA 30yr Pool#FA0034 5.000% 01-Nov-2054, 5.00%, 11/01/54 FN 3140W0BC8 - - 36,315,434 $35,184,782 $35,184,782 0.65 $35,078,862
FHLMC 30yr Pool#SL0208 5.000% 01-Dec-2054, 5.00%, 12/01/54 FR 31427MGS4 - - 35,013,239 $34,280,807 $34,280,807 0.64 $33,920,517
FNMA 30yr Pool#FS9788 5.500% 01-Nov-2054, 5.50%, 11/01/54 FN 3140XR2W4 - - 32,762,904 $33,144,431 $33,144,431 0.62 $32,353,097
FNMA 30yr Pool#FA0603 4.500% 01-Sep-2051, 4.50%, 09/01/51 FN 3140W0U52 - - 34,297,860 $33,125,755 $33,125,755 0.62 $32,481,716
FNMA 30yr Pool#FA0635 5.000% 01-Jan-2055, 5.00%, 01/01/55 FN 3140W0V51 - - 33,933,981 $32,892,768 $32,892,768 0.61 $32,578,107
FNMA 40yr Pool#BF0698 3.500% 01-Dec-2062, 3.50%, 12/01/62 FN 3140FXX49 - - 36,693,362 $32,205,951 $32,205,951 0.60 $31,827,136
FNMA 30yr Pool#CB5580 4.500% 01-Oct-2052, 4.50%, 10/01/52 FN 3140QRFW8 - - 32,747,460 $31,171,947 $31,171,947 0.58 $30,601,013
NRM MSR-Collateralized Notes, Series 2024-FNT1 A 7.398% 25-NOV-2029, 7.40%, 11/25/31 NZES 2024-FNT1 62956YAA7 - - 30,718,006 $31,040,342 $31,040,342 0.58 $30,869,903
FNMA 30yr Pool#BW7371 5.500% 01-Feb-2053, 5.50%, 02/01/53 FN 3140N0FM2 - - 30,462,050 $30,600,974 $30,600,974 0.57 $30,316,454
FNMA 30yr Pool#FS8335 4.500% 01-Jan-2051, 4.50%, 01/01/51 FN 3140XQHM2 - - 31,487,849 $30,350,260 $30,350,260 0.56 $29,820,501
FNMA 30yr Pool#FS3883 4.500% 01-Feb-2053, 4.50%, 02/01/53 FN 3140XKJ50 - - 31,581,237 $30,334,480 $30,334,480 0.56 $29,593,700
FHLMC 30yr Pool#SD6982 5.000% 01-Nov-2054, 5.00%, 11/01/54 FR 3132DUXK8 - - 30,875,999 $30,260,782 $30,260,782 0.56 $29,933,530
FNMA 30yr Pool#CB6394 4.500% 01-Feb-2053, 4.50%, 02/01/53 FN 3140QSC82 - - 31,147,174 $29,150,310 $29,150,310 0.54 $29,068,548
FNMA 30yr Pool#FS8681 4.500% 01-Oct-2050, 4.50%, 10/01/50 FN 3140XQUF2 - - 29,593,617 $28,513,988 $28,513,988 0.53 $28,026,572
FNMA 30yr Pool#FS3520 4.500% 01-Nov-2052, 4.50%, 11/01/52 FN 3140XJ4E0 - - 30,242,618 $28,342,077 $28,342,077 0.53 $28,262,690
FHLMC 30yr Pool#SL0367 4.500% 01-Dec-2054, 4.50%, 12/01/54 FR 31427MMR9 - - 29,302,539 $27,635,952 $27,635,952 0.51 $27,339,255
FHLMC 30yr Pool#SD7138 5.000% 01-Nov-2054, 5.00%, 11/01/54 FR 3132DU4X2 - - 27,782,037 $26,929,170 $26,929,170 0.50 $26,836,035
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-HQA3 M2 6.45369% 25-SEP-2041, 6.45%, 09/25/41 STACR 2021-HQA3 35564KJP5 - - 26,457,865 $26,755,299 $26,755,299 0.50 $26,627,236
FHLMC 30yr Pool#SD3271 5.500% 01-Jun-2053, 5.50%, 06/01/53 FR 3132DQT48 - - 26,408,109 $26,445,078 $26,445,078 0.49 $26,200,665
RCKT Mortgage Trust 2025-CES5|5.687|06/25/2055, 5.69%, 06/25/55 RCKT 2025-CES5 74942CAA7 - - 25,484,000 $25,629,040 $25,629,040 0.48 $25,544,499
FNMA 30yr Pool#FA0627 5.500% 01-Feb-2055, 5.50%, 02/01/55 FN 3140W0VV4 - - 25,216,031 $25,460,029 $25,460,029 0.47 $25,006,109
FNMA 30yr Pool#FS6257 4.000% 01-Jun-2053, 4.00%, 06/01/53 FN 3140XM5T9 - - 27,013,365 $24,931,984 $24,931,984 0.46 $24,536,009
FNMA 30yr Pool#FS9239 4.500% 01-Jan-2051, 4.50%, 01/01/51 FN 3140XRHR9 - - 25,642,437 $24,664,697 $24,664,697 0.46 $24,284,615
FHLMC 30yr Pool#SD6989 5.500% 01-Nov-2054, 5.50%, 11/01/54 FR 3132DUXS1 - - 23,268,995 $23,413,201 $23,413,201 0.44 $22,977,940
FNMA 30yr Pool#CB9642 5.000% 01-Dec-2054, 5.00%, 12/01/54 FN 3140QVWC4 - - 23,876,106 $23,161,153 $23,161,153 0.43 $23,091,515
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2025-HQA1 M2 6.00369% 25-FEB-2045, 6.00%, 02/25/45 STACR 2025-HQA1 35564NHA4 - - 23,060,148 $23,090,207 $23,090,207 0.43 $22,986,373
FNMA 30yr Pool#FM7840 4.000% 01-Apr-2050, 4.00%, 04/01/50 FN 3140XBWA4 - - 24,683,597 $23,026,942 $23,026,942 0.43 $22,627,792
FNMA 30yr Pool#FS4781 4.000% 01-Oct-2051, 4.00%, 10/01/51 FN 3140XLJ33 - - 24,055,401 $22,430,215 $22,430,215 0.42 $22,051,917
FNMA 30yr Pool#FS7225 4.000% 01-Aug-2051, 4.00%, 08/01/51 FN 3140XPA33 - - 24,072,654 $22,383,505 $22,383,505 0.42 $22,127,972
FNMA 40yr Pool#BF0807 3.500% 01-Apr-2064, 3.50%, 04/01/64 FN 3140FX3R1 - - 24,655,262 $21,646,186 $21,646,186 0.40 $21,361,397
FNMA 40yr Pool#BF0713 4.000% 01-Mar-2063, 4.00%, 03/01/63 FN 3140FXYK2 - - 23,480,501 $21,509,326 $21,509,326 0.40 $21,203,285
FNMA 40yr Pool#BF0226 3.500% 01-Jan-2058, 3.50%, 01/01/58 FN 3140FXHC9 - - 23,423,197 $21,059,692 $21,059,692 0.39 $20,701,433
FNMA 30yr Pool#CB7112 5.500% 01-Sep-2053, 5.50%, 09/01/53 FN 3140QS3W9 - - 20,986,563 $21,009,444 $21,009,444 0.39 $20,808,096
GNMA II TBA 30yr 2.5% June Delivery, 2.50%, 06/23/25 G2SF 21H022663 - - 25,296,414 $20,938,247 $20,938,247 0.39 $20,938,247
Finance of America Structured Securities Trust, 2025-S1 A1 3.5% 25-FEB-2075, 3.50%, 02/25/75 FASST 2025-S1 31741BAB0 - - 21,977,724 $20,933,288 $20,933,288 0.39 $20,875,596
FNMA 30yr Pool#FS6382 4.000% 01-Aug-2051, 4.00%, 08/01/51 FN 3140XNCU6 - - 22,276,498 $20,769,341 $20,769,341 0.39 $20,476,916
FNMA 30yr Pool#FS9880 4.500% 01-Sep-2054, 4.50%, 09/01/54 FN 3140XR6S9 - - 21,771,666 $20,509,428 $20,509,428 0.38 $20,312,954
Finance Of America Structured Securities Trust Series 2024-S3|3.5|04/25/2074, 3.50%, 04/25/74 FASST 2024-S3 31739WAB8 - - 21,290,238 $20,372,657 $20,372,657 0.38 $20,316,770
FHLMC 30yr Pool#SL0850 4.000% 01-Jul-2049, 4.00%, 07/01/49 FR 31427M5L1 - - 21,078,995 $20,345,573 $20,345,573 0.38 $20,019,688
FNMA 30yr Pool#FS9116 6.000% 01-Sep-2054, 6.00%, 09/01/54 FN 3140XRDW2 - - 19,561,306 $20,292,722 $20,292,722 0.38 $19,755,620
FHLMC 30yr Pool#QJ9063 5.000% 01-Nov-2054, 5.00%, 11/01/54 FR 3133D1B81 - - 20,893,632 $20,278,390 $20,278,390 0.38 $20,103,319
FNMA 30yr Pool#FS5028 4.000% 01-Oct-2051, 4.00%, 10/01/51 FN 3140XLSS8 - - 21,134,290 $19,991,426 $19,991,426 0.37 $19,374,094
FNMA 30yr Pool#DA1525 6.000% 01-Oct-2053, 6.00%, 10/01/53 FN 3140A1VT1 - - 18,033,280 $19,166,399 $19,166,399 0.36 $18,202,903
Huntington Bank Auto Credit-Linked Notes, Series 2024-2 B1 5.442% 20-OCT-2032, 5.44%, 10/20/32 HACLN 2024-2 44644NAG4 - - 19,062,297 $19,154,260 $19,154,260 0.36 $19,148,497
FHLMC 30yr Pool#RJ2292 5.500% 01-Sep-2054, 5.50%, 09/01/54 FR 3142GSRN0 - - 18,986,866 $19,122,864 $19,122,864 0.36 $18,838,271
FNMA 30yr Pool#FS8709 4.500% 01-Jan-2051, 4.50%, 01/01/51 FN 3140XQVB0 - - 19,912,700 $19,111,944 $19,111,944 0.36 $18,858,281
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA2 M2 8.10369% 25-FEB-2042, 8.10%, 02/25/42 STACR 2022-DNA2 35564KRN1 - - 18,101,929 $18,941,111 $18,941,111 0.35 $18,831,092
FNMA 30yr Pool#BT8185 4.500% 01-Jun-2052, 4.50%, 06/01/52 FN 3140LXCX1 - - 19,442,729 $18,699,447 $18,699,447 0.35 $18,174,356
FNMA 30yr Pool#FS9476 4.000% 01-Jun-2053, 4.00%, 06/01/53 FN 3140XRQ65 - - 20,365,358 $18,680,440 $18,680,440 0.35 $18,491,400
FNMA 30yr Pool#FS1666 3.500% 01-May-2052, 3.50%, 05/01/52 FN 3140XGZ85 - - 20,413,659 $18,489,847 $18,489,847 0.34 $18,153,507
FHLMC 30yr Pool#SD5963 6.000% 01-Jul-2054, 6.00%, 07/01/54 FR 3132DTTU4 - - 17,945,336 $18,326,035 $18,326,035 0.34 $18,123,597
Structured Agency Credit Risk (STACR) Debt Notes, Series 2024-HQA2 M2 6.15369% 25-AUG-2044, 6.15%, 08/25/44 STACR 2024-HQA2 35564NEC3 - - 18,000,000 $18,120,251 $18,120,251 0.34 $18,037,176
FNMA 30yr Pool#CB4128 4.500% 01-Jul-2052, 4.50%, 07/01/52 FN 3140QPSS7 - - 18,830,186 $17,709,056 $17,709,056 0.33 $17,659,627
FHLMC 30yr Pool#SL0490 4.500% 01-Jul-2053, 4.50%, 07/01/53 FR 31427MRL7 - - 18,871,301 $17,686,389 $17,686,389 0.33 $17,636,852
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2025-HQA1 M1 5.50369% 25-FEB-2045, 5.50%, 02/25/45 STACR 2025-HQA1 35564NGZ0 - - 17,588,979 $17,650,318 $17,650,318 0.33 $17,577,714
FNMA 30yr Pool#CB8221 5.500% 01-Mar-2054, 5.50%, 03/01/54 FN 3140QUD37 - - 17,589,807 $17,534,668 $17,534,668 0.33 $17,334,985
FNMA 30yr Pool#FM4738 4.000% 01-Sep-2050, 4.00%, 09/01/50 FN 3140X8HQ3 - - 18,876,768 $17,479,560 $17,479,560 0.33 $17,247,479
Homeward Opportunities Fund Trust 2024-RTL1 A1 7.12% 25-JUL-2029, 7.12%, 07/25/29 HOF 43789FAA1 - - 17,261,000 $17,465,455 $17,465,455 0.33 $17,373,281
FHLMC 30yr Pool#QH3192 6.000% 01-Oct-2053, 6.00%, 10/01/53 FR 3133CFRM3 - - 16,972,688 $17,455,685 $17,455,685 0.32 $17,275,308
FNMA 30yr Pool#CB3837 3.500% 01-Jun-2052, 3.50%, 06/01/52 FN 3140QPHP5 - - 18,939,462 $17,051,561 $17,051,561 0.32 $16,839,605
FNMA 40yr Pool#BF0806 3.500% 01-Apr-2064, 3.50%, 04/01/64 FN 3140FX3Q3 - - 18,845,509 $16,600,022 $16,600,022 0.31 $16,368,724
FNMA 40yr Pool#BF0801 2.500% 01-Apr-2064, 2.50%, 04/01/64 FN 3140FX3K6 - - 20,521,731 $16,598,026 $16,598,026 0.31 $16,285,341
FNMA 30yr Pool#FS8717 6.000% 01-Jul-2054, 6.00%, 07/01/54 FN 3140XQVK0 - - 14,884,130 $15,710,474 $15,710,474 0.29 $15,031,982
FHLMC 30yr Pool#SD6558 6.000% 01-Sep-2054, 6.00%, 09/01/54 FR 3132DUJB4 - - 15,228,319 $15,652,489 $15,652,489 0.29 $15,379,590
PRET 2025-RPL1 Trust A1 4.0% 25-JUL-2069, 4.00%, 07/25/69 PRET 2025-RPL1 69392FAA5 - - 16,292,750 $15,611,302 $15,611,302 0.29 $15,518,976
Vontive Mortgage Trust 2025-RTL1 A1 6.507% 25-MAR-2030, 6.51%, 03/25/30 VNTV 2025-RTL1 928884AA3 - - 15,444,000 $15,583,429 $15,583,429 0.29 $15,508,059
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 $15,553,459 $15,553,459 0.29 $15,393,097
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2024-DNA3 M2 5.80369% 25-OCT-2044, 5.80%, 10/25/44 STACR 2024-DNA3 35564NFA6 - - 15,324,000 $15,388,085 $15,388,085 0.29 $15,321,383
FNMA 30yr Pool#FA0122 4.500% 01-Dec-2054, 4.50%, 12/01/54 FN 3140W0D44 - - 16,345,369 $15,378,991 $15,378,991 0.29 $15,250,221
Connecticut Avenue Securities, Series 2021-R03 1M2 6.00369% 25-DEC-2041, 6.00%, 12/25/41 CAS 2021-R03 20754AAB9 - - 14,835,000 $14,979,653 $14,979,653 0.28 $14,912,854
Chase Mortgage Reference Notes, Series 2020-CL1 M1 6.68348% 25-OCT-2057, 6.69%, 10/25/57 CHASE 2020-CL1 46591HAG5 - - 14,414,413 $14,877,008 $14,877,008 0.28 $14,804,671
FNMA 30yr Pool#FS9909 5.000% 01-Nov-2054, 5.00%, 11/01/54 FN 3140XSAK9 - - 15,061,128 $14,780,824 $14,780,824 0.28 $14,591,087
Galaxy Senior Participation Interest Trust 1|6.9263834|07/31/2026, 6.93%, 07/31/26 GLXYT 2025-1 362922AA4 - - 14,638,258 $14,764,394 $14,764,394 0.27 $14,716,515
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-DNA7 M2 6.15369% 25-NOV-2041, 6.15%, 11/25/41 STACR 2021-DNA7 35564KMH9 - - 14,550,000 $14,729,112 $14,729,112 0.27 $14,661,960
RCKT Mortgage Trust 2025-CES4 A1A 5.811% 25-APR-2055, 5.81%, 05/25/55 RCKT 2025-CES4 74937YAA6 - - 14,359,679 $14,556,112 $14,556,112 0.27 $14,437,900
FINANCE OF AMER STR TR 2024-S2 A1, 3.50%, 04/25/74 FASST 2024-S2 31739VAA2 - - 14,969,458 $14,424,582 $14,424,582 0.27 $14,385,287
FNMA 30yr Pool#BX0984 4.500% 01-Oct-2052, 4.50%, 10/01/52 FN 3140N5CW2 - - 15,236,239 $14,360,521 $14,360,521 0.27 $14,238,751
FNMA 30yr Pool#FA0470 6.000% 01-Jan-2055, 6.00%, 01/01/55 FN 3140W0QY4 - - 13,942,636 $14,360,173 $14,360,173 0.27 $14,081,137
RCKT Mortgage Trust 2024-CES7 A1A 5.158% 25-OCT-2044, 5.16%, 10/25/44 RCKT 2024-CES7 749414AA6 - - 14,137,202 $14,131,034 $14,131,034 0.26 $14,027,731
FHLMC 30yr Pool#SD1143 4.500% 01-Sep-2050, 4.50%, 09/01/50 FR 3132DNHU0 - - 14,570,382 $14,055,232 $14,055,232 0.26 $13,798,850
BMP Commercial Mortgage Trust 2024-MF23 A 5.70065% 15-JUN-2041, 5.70%, 06/15/41 BMP 2024-MF23 05593JAA8 - - 14,000,000 $14,028,691 $14,028,691 0.26 $14,013,173
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2023-HQA3 M1 6.20369% 25-NOV-2043, 6.20%, 11/25/43 STACR 2023-HQA3 35564K3G2 - - 13,850,297 $14,004,168 $14,004,168 0.26 $13,939,726
Connecticut Avenue Securities Trust 2025-R03 2M1 5.95369% 25-MAR-2045, 5.95%, 03/25/45 CAS 2025-R03 20754VAB3 - - 13,212,417 $13,350,981 $13,350,981 0.25 $13,291,984
FNMA 30yr Pool#FM5350 4.500% 01-Sep-2050, 4.50%, 09/01/50 FN 3140X85L7 - - 13,876,042 $13,350,848 $13,350,848 0.25 $13,119,374
Connecticut Avenue Securities Trust 2024-R03 2M2 6.30369% 25-MAR-2044, 6.30%, 03/25/44 CAS 2024-R03 207941AB1 - - 13,082,000 $13,293,663 $13,293,663 0.25 $13,231,825
FNMA 40yr Pool#BF0731 2.500% 01-Jun-2063, 2.50%, 06/01/63 FN 3140FXY55 - - 16,014,022 $13,167,146 $13,167,146 0.25 $12,723,432
FHLMC 30yr Pool#SD5994 4.500% 01-Sep-2050, 4.50%, 09/01/50 FR 3132DTUT5 - - 13,654,999 $13,164,198 $13,164,198 0.25 $12,931,938
FNMA 30yr Pool#FS6236 6.500% 01-Nov-2053, 6.50%, 11/01/53 FN 3140XM4W3 - - 12,275,474 $13,115,360 $13,115,360 0.24 $12,639,036
Huntington Bank Auto Credit-Linked Notes, Series 2024-1 B1 6.153% 20-MAY-2032, 6.15%, 05/20/32 HACLN 2024-1 44644NAA7 - - 12,904,049 $13,060,389 $13,060,389 0.24 $13,055,978
Saluda Grade Alternative Mortgage Trust 2023-RTL3 A1 7.0% 25-APR-2029, 7.00%, 04/25/29 GRADE 2023-RTL3 79583YAA2 - - 13,041,070 $13,055,909 $13,055,909 0.24 $12,926,585
PRET 2025-NPL4 A1 6.3677% 25-MAY-2055, 6.37%, 04/25/55 PRET 2025-NPL4 74136UAA3 - - 12,790,000 $12,754,536 $12,754,536 0.24 $12,725,127
FHLMC 30yr Pool#SD5224 6.000% 01-Mar-2054, 6.00%, 03/01/54 FR 3132DSYV8 - - 12,173,556 $12,674,678 $12,674,678 0.24 $12,294,352
Saluda Grade Alternative Mortgage Trust 2024-RTL4 A1 7.5% 25-FEB-2030, 7.50%, 02/25/30 GRADE 2024-RTL4 79584CAA9 - - 12,445,279 $12,577,449 $12,577,449 0.23 $12,523,001
Homeward Opportunities Fund Trust 2025-RRTL1 A1 5.476% 25-MAR-2040, 5.48%, 03/25/40 HOF 2025-RRTL1 437919AA1 - - 12,500,000 $12,512,281 $12,512,281 0.23 $12,460,944
FNMA 30yr Pool#FS7117 6.500% 01-Feb-2054, 6.50%, 02/01/54 FN 3140XN4B7 - - 11,910,732 $12,469,360 $12,469,360 0.23 $12,263,492
FHLMC 30yr Pool#QG6755 5.500% 01-Jun-2053, 5.50%, 06/01/53 FR 3133C7QG5 - - 11,946,475 $12,271,849 $12,271,849 0.23 $11,857,442
FNMA 30yr Pool#FS7541 4.000% 01-Jun-2052, 4.00%, 06/01/52 FN 3140XPLX5 - - 13,131,810 $12,228,650 $12,228,650 0.23 $12,038,110
FHLMC 30yr Pool#SL0509 4.500% 01-Jan-2055, 4.50%, 01/01/55 FR 31427MR78 - - 12,847,929 $12,128,819 $12,128,819 0.23 $11,987,112
FHLMC 30yr Pool#QH3306 6.000% 01-Oct-2053, 6.00%, 10/01/53 FR 3133CFU72 - - 11,290,771 $12,050,873 $12,050,873 0.22 $11,428,475
FNMA 40yr Pool#BF0783 3.500% 01-Dec-2063, 3.50%, 12/01/63 FN 3140FX2R2 - - 13,424,746 $11,882,422 $11,882,422 0.22 $11,639,570
FNMA 30yr Pool#BY4134 5.500% 01-Jul-2053, 5.50%, 07/01/53 FN 3140NLSY6 - - 11,752,136 $11,691,512 $11,691,512 0.22 $11,582,411
FNMA 30yr Pool#FS5818 4.500% 01-Oct-2050, 4.50%, 10/01/50 FN 3140XMPC4 - - 11,869,968 $11,664,368 $11,664,368 0.22 $11,222,693
FNMA 30yr Pool#FS5362 4.500% 01-Dec-2050, 4.50%, 12/01/50 FN 3140XL5Y0 - - 11,824,950 $11,385,816 $11,385,816 0.21 $11,180,130
FNMA 30yr Pool#FS7613 4.500% 01-May-2052, 4.50%, 05/01/52 FN 3140XPN70 - - 11,595,896 $11,211,717 $11,211,717 0.21 $10,963,566
FNMA 30yr Pool#BX0421 5.500% 01-Nov-2052, 5.50%, 11/01/52 FN 3140N4PF8 - - 10,801,947 $11,088,044 $11,088,044 0.21 $10,698,481
RCKT Mortgage Trust 2024-CES5 A1B 6.047% 25-JUL-2044, 6.05%, 08/25/44 RCKT 74938KAB3 - - 10,814,521 $10,955,196 $10,955,196 0.20 $10,862,553
FNMA 30yr Pool#BW2174 4.500% 01-Jun-2052, 4.50%, 06/01/52 FN 3140MTMY6 - - 11,076,292 $10,732,294 $10,732,294 0.20 $10,353,715
FHLMC 30yr Pool#SL0869 4.500% 01-May-2053, 4.50%, 05/01/53 FR 31427M6F3 - - 11,332,479 $10,713,326 $10,713,326 0.20 $10,602,661
RCKT Mortgage Trust 2024-CES9 A1B 5.683% 25-DEC-2044, 5.68%, 12/25/44 RCKT 2024-CES9 749426AB8 - - 10,545,026 $10,620,953 $10,620,953 0.20 $10,536,056
FHLMC 30yr Pool#RA7104 4.500% 01-Feb-2051, 4.50%, 02/01/51 FR 3133KN3M3 - - 11,004,521 $10,481,712 $10,481,712 0.20 $10,393,095
FNMA 30yr Pool#FS6662 4.000% 01-Oct-2051, 4.00%, 10/01/51 FN 3140XNML5 - - 11,161,644 $10,381,344 $10,381,344 0.19 $10,232,032
FHLMC 30yr Pool#QH1500 6.000% 01-Sep-2053, 6.00%, 09/01/53 FR 3133CDUZ5 - - 10,074,589 $10,323,700 $10,323,700 0.19 $10,169,352
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-HQA4 M2 6.70369% 25-DEC-2041, 6.70%, 12/25/41 STACR 2021-HQA4 35564KNS4 - - 10,089,878 $10,249,999 $10,249,999 0.19 $10,199,269
A&D Mortgage Trust 2025-NQM2|5.79|06/25/2070, 5.79%, 06/25/70 ADMT 2025-NQM2 00250EAC0 - - 10,170,000 $10,210,656 $10,210,656 0.19 $10,176,306
Connecticut Avenue Securities Trust 2024-R05 2M2 6.05369% 25-JUL-2044, 6.05%, 07/25/44 CAS 2024-R05 20754XAC7 - - 10,060,000 $10,122,958 $10,122,958 0.19 $10,077,283
LHOME Mortgage Trust 2024-RTL3 A1 6.9% 25-MAY-2029, 6.90%, 05/25/29 LHOME 2024-RTL3 50205GAA0 - - 9,960,000 $10,107,883 $10,107,883 0.19 $10,056,340
Structured Agency Credit Risk (STACR) Debt Notes, Series 2024-HQA1 M2 6.35369% 25-MAR-2044, 6.35%, 03/25/44 STACR 2024-HQA1 M2 35564NCA9 - - 9,880,000 $10,004,925 $10,004,925 0.19 $9,957,844
Brean Asset Backed Securities Trust 2024-RM8 A1 4.5% 25-MAY-2064, 4.50%, 05/25/64 BABS 2024-RM8 10637YAA3 - - 10,275,377 $9,996,424 $9,996,424 0.19 $9,961,744
Structured Agency Credit Risk (STACR) Debt Notes, Series 2024-HQA1 M1 5.60369% 25-MAR-2044, 5.60%, 03/25/44 STACR 2024-HQA1 M1 35564NBX0 - - 9,943,027 $9,990,405 $9,990,405 0.19 $9,948,617
Alterna Funding III A 6.26% 15-MAY-2039, 6.26%, 05/16/39 TAX 2024-1A 02157JAA3 - - 9,807,978 $9,889,602 $9,889,602 0.18 $9,877,664
FNMA 30yr Pool#FS2144 3.500% 01-Jun-2052, 3.50%, 06/01/52 FN 3140XHL21 - - 10,831,146 $9,776,856 $9,776,856 0.18 $9,647,863
FHLMC 30yr Pool#QH4373 6.000% 01-Nov-2053, 6.00%, 11/01/53 FR 3133CG2E6 - - 9,481,855 $9,742,919 $9,742,919 0.18 $9,650,915
FHLMC 30yr Pool#SD2167 6.000% 01-Jan-2053, 6.00%, 01/01/53 FR 3132DPMQ8 - - 9,515,854 $9,741,562 $9,741,562 0.18 $9,614,533
FNMA 30yr Pool#DA0026 6.000% 01-Sep-2053, 6.00%, 09/01/53 FN 3140A0A41 - - 9,252,589 $9,733,598 $9,733,598 0.18 $9,339,621
RCKT Mortgage Trust 2024-CES1 A1B 6.325% 25-FEB-2044, 6.33%, 02/25/44 RCKT 2024-CES1 749424AB3 - - 9,464,612 $9,594,456 $9,594,456 0.18 $9,509,650
FNMA 30yr Pool#FA0654 4.500% 01-Dec-2054, 4.50%, 12/01/54 FN 3140W0WQ4 - - 10,091,664 $9,491,511 $9,491,511 0.18 $9,415,518
FIGRE Trust 2023-HE3 A 6.436% 25-NOV-2053, 6.44%, 11/25/53 FIGRE 2023-HE3 31684CAA9 - - 9,223,575 $9,421,969 $9,421,969 0.18 $9,377,447
FNMA 30yr Pool#BX5075 6.000% 01-Jan-2053, 6.00%, 01/01/53 FN 3140N9T97 - - 9,187,024 $9,387,789 $9,387,789 0.17 $9,299,270
FHLMC 30yr Pool#RJ1754 4.500% 01-Jun-2054, 4.50%, 06/01/54 FR 3142GR5Q9 - - 9,908,904 $9,322,129 $9,322,129 0.17 $9,245,003
Rithm Capital Corp. 8.0% 01-APR-2029, 8.00%, 04/01/29 RITM 64828TAB8 - - 9,213,000 $9,301,753 $9,301,753 0.17 $9,197,339
LHOME Mortgage Trust 2024-RTL5 A2 5.751% 25-SEP-2039, 5.75%, 09/25/39 LHOME 2024-RTL5 50205WAB3 - - 9,325,000 $9,292,207 $9,292,207 0.17 $9,251,986
FNMA 30yr Pool#FA1287 4.500% 01-Jul-2053, 4.50%, 07/01/53 FN 3140W1ND1 - - 9,770,581 $9,236,962 $9,236,962 0.17 $9,143,381
FHLMC 30yr Pool#SD7417 5.500% 01-Jan-2055, 5.50%, 01/01/55 FR 3132DVG25 - - 9,144,922 $9,114,292 $9,114,292 0.17 $9,084,952
ACHM Trust 2024-HE1 A 6.55% 25-MAY-2039, 6.55%, 05/25/39 ACHM 2024-HE1 00449TAA3 - - 8,817,678 $8,945,142 $8,945,142 0.17 $8,901,826
FIGRE Trust 2025-PF1 A 5.758% 25-JUN-2055, 5.76%, 06/25/55 FIGRE 2025-PF1 316922AA1 - - 8,855,000 $8,833,445 $8,833,445 0.16 $8,803,702
Fannie Mae REMIC Trust 2022-65 FB 5.15369% 25-SEP-2052, 5.15%, 09/25/52 FNR 2022-65 3136BPCQ2 - - 9,045,862 $8,827,714 $8,827,714 0.16 $8,792,244
FIGRE Trust 2025-HE2 A 5.775% 25-MAR-2055, 5.78%, 03/25/55 FIGRE 2025-HE2 31684KAA1 - - 8,758,599 $8,805,186 $8,805,186 0.16 $8,744,768
FNMA 30yr Pool#FS7397 6.000% 01-Mar-2054, 6.00%, 03/01/54 FN 3140XPGF0 - - 7,817,436 $8,489,069 $8,489,069 0.16 $7,895,091
PRPM 2025-RPL4 LLC|3|05/25/2055, 3.00%, 05/25/55 PRPM 2025-RPL4 74448NAA2 - - 9,125,000 $8,484,304 $8,484,304 0.16 $8,462,252
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 $8,466,589 $8,466,589 0.16 $8,375,820
FNMA 30yr Pool#FA0787 4.500% 01-Jan-2055, 4.50%, 01/01/55 FN 3140W02V6 - - 8,993,927 $8,459,159 $8,459,159 0.16 $8,391,329
FHLMC 30yr Pool#SD5223 6.000% 01-Apr-2054, 6.00%, 04/01/54 FR 3132DSYU0 - - 7,687,840 $8,094,545 $8,094,545 0.15 $7,764,208
FHLMC 30yr Pool#QX0520 5.500% 01-Dec-2054, 5.50%, 12/01/54 FR 31425USJ5 - - 8,094,811 $8,066,980 $8,066,980 0.15 $7,992,862
FNMA 30yr Pool#DB4017 6.000% 01-May-2054, 6.00%, 05/01/54 FN 3140ADPB1 - - 7,577,308 $8,044,553 $8,044,553 0.15 $7,652,578
FIGRE Trust 2024-HE3 A 5.937% 25-JUL-2054, 5.94%, 07/25/54 FIGRE 2024-HE3 31684GAA0 - - 7,945,295 $8,030,475 $8,030,475 0.15 $7,995,097
Freddie Mac STACR REMIC Trust 2025-DNA2|5.53128|05/25/2045, 5.53%, 05/25/45 STACR 2025-DNA2 35564NHZ9 - - 7,993,000 $7,997,072 $7,997,072 0.15 $7,994,615
Mello Mortgage Capital Acceptance 2024-SD1 A1 4.0% 25-APR-2054, 4.00%, 04/25/54 MELLO 58550DAA1 - - 8,174,791 $7,967,169 $7,967,169 0.15 $7,942,645
Saluda Grade Alternative Mortgage Trust 2023-FIG4 A 6.718% 25-NOV-2053, 6.72%, 11/25/53 GRADE 2023-FIG4 79581UAA2 - - 7,647,421 $7,834,979 $7,834,979 0.15 $7,762,197
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 $7,819,512 $7,819,512 0.15 $7,810,395
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 - - 7,554,656 $7,667,046 $7,667,046 0.14 $7,628,580
FNMA 30yr Pool#BY0337 6.500% 01-May-2053, 6.50%, 05/01/53 FN 3140NGLT5 - - 6,609,781 $7,587,739 $7,587,739 0.14 $6,791,126
Connecticut Avenue Securities Trust 2025-R01 1M2 5.85369% 25-JAN-2045, 5.85%, 01/25/45 CAS 2025-R01 20755JAC7 - - 7,526,000 $7,554,429 $7,554,429 0.14 $7,521,393
FNMA 30yr Pool#BX6266 6.000% 01-Jan-2053, 6.00%, 01/01/53 FN 3140NA6C2 - - 7,349,959 $7,516,152 $7,516,152 0.14 $7,432,952
Connecticut Avenue Securities, Series 2021-R01 1B1 7.45369% 25-OCT-2041, 7.45%, 10/25/41 CAS 2021-R01 20754RAF3 - - 7,320,000 $7,511,938 $7,511,938 0.14 $7,471,017
Huntington Bank Auto Credit-Linked Notes, Series 2025-1 B 4.957% 20-MAR-2033, 4.96%, 03/21/33 HACLN 2025-1 446438SX2 - - 7,428,016 $7,381,295 $7,381,295 0.14 $7,379,250
FNMA 30yr Pool#FS3661 6.000% 01-Jan-2053, 6.00%, 01/01/53 FN 3140XKB74 - - 7,020,164 $7,351,999 $7,351,999 0.14 $7,105,936
Connecticut Avenue Securities Trust 2025-R01 1M1 5.45369% 25-JAN-2045, 5.45%, 01/25/45 CAS 2025-R01 20755JAB9 - - 7,253,515 $7,285,507 $7,285,507 0.14 $7,255,843
FNMA 30yr Pool#FS8486 4.500% 01-Dec-2052, 4.50%, 12/01/52 FN 3140XQNC7 - - 7,681,153 $7,258,325 $7,258,325 0.14 $7,177,688
ACHV ABS Trust 2023-4CP D 8.6% 25-NOV-2030, 8.60%, 11/25/30 ACHV 2023-4CP 00092CAD4 - - 7,056,000 $7,172,534 $7,172,534 0.13 $7,127,022
FNMA 30yr Pool#DD5556 6.000% 01-Mar-2055, 6.00%, 03/01/55 FN DD5556 MTGE 3140B6E68 - - 6,971,998 $7,066,367 $7,066,367 0.13 $7,041,965
Brean Asset Backed Securities Trust 2024-RM9 A1 5.0% 25-SEP-2064, 5.00%, 09/25/64 BABS 2024-RM9 10638DAA8 - - 7,157,875 $7,026,289 $7,026,289 0.13 $6,999,447
FHLMC 30yr Pool#QG3912 5.500% 01-Jun-2053, 5.50%, 06/01/53 FR 3133C4KZ6 - - 6,908,061 $6,906,553 $6,906,553 0.13 $6,844,067
RCKT Mortgage Trust 2024-CES8 A1A 5.48955% 25-OCT-2044, 5.49%, 11/25/44 RCKT 2024-CES8 749421AA1 - - 6,843,334 $6,885,443 $6,885,443 0.13 $6,832,223
LHOME Mortgage Trust 2024-RTL4 A2 6.092% 25-JUL-2039, 6.09%, 07/25/39 LHOME 2024-RTL4 50205PAB8 - - 6,870,000 $6,883,513 $6,883,513 0.13 $6,852,124
PRET 2025-RPL2 Trust A1 4.0% 25-FEB-2065, 4.00%, 08/25/64 PRET 2025-RPL2 69392LAA2 - - 6,958,642 $6,763,811 $6,763,811 0.13 $6,628,342
FHLMC 30yr Pool#QG4264 5.000% 01-Jun-2053, 5.00%, 06/01/53 FR 3133C4WZ3 - - 6,922,200 $6,710,052 $6,710,052 0.12 $6,648,696
FHLMC 30yr Pool#SD3018 5.500% 01-May-2053, 5.50%, 05/01/53 FR 3132DQK70 - - 6,501,285 $6,693,221 $6,693,221 0.12 $6,421,630
FHLMC 30yr Pool#QH7040 6.000% 01-Dec-2053, 6.00%, 12/01/53 FR 3133CKZD3 - - 6,512,671 $6,638,015 $6,638,015 0.12 $6,573,930
FHLMC 30yr Pool#SD3813 6.000% 01-Jul-2053, 6.00%, 07/01/53 FR 3132E0GW6 - - 6,275,584 $6,619,748 $6,619,748 0.12 $6,352,887
FNMA 30yr Pool#DA1456 5.500% 01-Sep-2053, 5.50%, 09/01/53 FN 3140A1TN7 - - 6,622,449 $6,586,308 $6,586,308 0.12 $6,526,236
FNMA 30yr Pool#FM4129 4.000% 01-Sep-2050, 4.00%, 09/01/50 FN 3140X7ST7 - - 7,033,623 $6,547,369 $6,547,369 0.12 $6,447,819
FNMA 30yr Pool#DA1468 6.000% 01-Sep-2053, 6.00%, 09/01/53 FN 3140A1T23 - - 6,331,070 $6,468,911 $6,468,911 0.12 $6,408,285
PRPM 2025-RPL3 A1 3.25% 25-APR-2055, 3.25%, 04/25/55 PRPM 2025-RPL3 69392NAA8 - - 6,800,000 $6,453,045 $6,453,045 0.12 $6,403,320
Santander Bank Auto Credit-Linked Notes, Series 2024-A C 5.818% 15-JUN-2032, 5.82%, 06/15/32 SBCLN 2024-A 80290CCK8 - - 6,410,117 $6,449,378 $6,449,378 0.12 $6,442,126
LHOME Mortgage Trust 2024-RTL1 A1 7.017% 25-JAN-2029, 7.02%, 01/25/29 LHOME 2024-RTL1 50205DAA7 - - 6,341,000 $6,415,203 $6,415,203 0.12 $6,381,832
FNMA 30yr Pool#DC7015 5.500% 01-Dec-2054, 5.50%, 12/01/54 FN 3140AUYM9 - - 6,413,203 $6,405,450 $6,405,450 0.12 $6,332,433
FNMA 30yr Pool#FM7479 4.500% 01-Jan-2050, 4.50%, 01/01/50 FN 3140XBJZ4 - - 6,373,898 $6,133,303 $6,133,303 0.11 $6,036,386
Tricolor Auto Securitization Trust 2024-3 A 5.22% 15-JUN-2028, 5.22%, 06/15/28 TAST 2024-3A 89617AAA3 - - 6,115,570 $6,112,549 $6,112,549 0.11 $6,106,342
Connecticut Avenue Securities Trust 2025-R03 2M2 6.60369% 25-MAR-2045, 6.60%, 03/25/45 CAS 2025-R03 20754VAC1 - - 5,970,000 $6,099,739 $6,099,739 0.11 $6,070,170
FNMA 30yr Pool#FS1578 4.000% 01-Oct-2050, 4.00%, 10/01/50 FN 3140XGXG9 - - 6,267,751 $5,870,337 $5,870,337 0.11 $5,761,004
FHLMC 30yr Pool#QH2242 5.500% 01-Sep-2053, 5.50%, 09/01/53 FR 3133CEP30 - - 5,884,629 $5,855,134 $5,855,134 0.11 $5,799,135
FNMA 30yr Pool#FS0088 4.000% 01-Mar-2050, 4.00%, 03/01/50 FN 3140XFC25 - - 6,227,314 $5,839,286 $5,839,286 0.11 $5,737,578
RCKT Mortgage Trust 2025-CES1 A1A 5.653% 25-JAN-2045, 5.65%, 01/25/45 RCKT 2025-CES1 A1 749427AA8 - - 5,775,277 $5,833,068 $5,833,068 0.11 $5,786,818
FHLMC 30yr Pool#QH4638 6.000% 01-Nov-2053, 6.00%, 11/01/53 FR 3133CHEK7 - - 5,630,654 $5,785,958 $5,785,958 0.11 $5,731,048
FHLMC 30yr Pool#SD2606 4.500% 01-Sep-2051, 4.50%, 09/01/51 FR 3132DP3P1 - - 6,007,409 $5,778,288 $5,778,288 0.11 $5,673,630
RCKT Mortgage Trust 2023-CES1 A1A 6.515% 25-JUN-2043, 6.51%, 06/25/43 RCKT 74935WAA2 - - 5,649,580 $5,723,233 $5,723,233 0.11 $5,671,089
FHLMC 30yr Pool#QJ9072 6.000% 01-Nov-2054, 6.00%, 11/01/54 FR 3133D1CH0 - - 5,503,268 $5,720,419 $5,720,419 0.11 $5,557,935
FHLMC 30yr Pool#QH4473 6.000% 01-Nov-2053, 6.00%, 11/01/53 FR 3133CG6J1 - - 5,506,625 $5,661,163 $5,661,163 0.11 $5,604,807
Ginnie Mae REMIC Trust 2023-116 LF 5.6504% 20-AUG-2053, 5.63%, 08/20/53 GNR 2023-116 38384EFT7 - - 5,631,225 $5,656,708 $5,656,708 0.11 $5,654,947
Santander Bank Auto Credit-Linked Notes, Series 2023-B C 5.933% 15-DEC-2033, 5.93%, 12/15/33 SBCLN 2023-B 80290CCC6 - - 5,615,886 $5,646,444 $5,646,444 0.11 $5,639,965
FNMA 30yr Pool#DA5019 6.500% 01-Nov-2053, 6.50%, 11/01/53 FN 3140A5SH2 - - 5,051,380 $5,544,233 $5,544,233 0.10 $5,200,395
FNMA 30yr Pool#CA0706 4.000% 01-Nov-2047, 4.00%, 11/01/47 FN 3140Q7YC5 - - 5,698,115 $5,490,534 $5,490,534 0.10 $5,250,194
FHLMC 30yr Pool#QI8221 6.000% 01-Jun-2054, 6.00%, 06/01/54 FR 3133WFD20 - - 5,182,750 $5,474,659 $5,474,659 0.10 $5,234,233
Connecticut Avenue Securities Trust 2024-R02 1M1 5.45369% 25-FEB-2044, 5.45%, 02/25/44 CAS 2024-R02 20754GAA8 - - 5,411,521 $5,431,275 $5,431,275 0.10 $5,409,141
FNMA 30yr Pool#BY0350 5.000% 01-Jun-2053, 5.00%, 06/01/53 FN 3140NGL81 - - 5,603,482 $5,428,443 $5,428,443 0.10 $5,382,083
BX Trust 2021-SDMF A 5.032% 15-SEP-2034, 5.03%, 09/15/34 BX 2021-SDMF 12434CAA2 - - 5,435,823 $5,416,994 $5,416,994 0.10 $5,411,675
RCKT Mortgage Trust 2024-CES6 A1B 5.546% 25-SEP-2044, 5.55%, 09/25/44 RCKT 2024-CES6 749410AB2 - - 5,374,539 $5,413,272 $5,413,272 0.10 $5,371,045
FHLMC 30yr Pool#QH2259 6.000% 01-Sep-2053, 6.00%, 09/01/53 FR 3133CEQL9 - - 4,649,949 $5,392,034 $5,392,034 0.10 $4,693,687
LHOME Mortgage Trust 2024-RTL2 A1 7.128% 25-MAR-2029, 7.13%, 03/25/29 LHOME 50205JAA4 - - 5,293,684 $5,371,355 $5,371,355 0.10 $5,343,054
Santander Bank Auto Credit Linked Notes Series 2024-B 18-JAN-2033, 5.14%, 01/18/33 SBCLN 2024-B 80280BAC2 - - 5,250,000 $5,240,835 $5,240,835 0.10 $5,235,587
FNMA 30yr Pool#BY0540 6.000% 01-May-2053, 6.00%, 05/01/53 FN 3140NGS68 - - 4,829,709 $5,212,479 $5,212,479 0.10 $4,877,889
FNMA 30yr Pool#BX0419 5.500% 01-Nov-2052, 5.50%, 11/01/52 FN 3140N4PD3 - - 4,321,740 $5,149,393 $5,149,393 0.10 $4,271,487
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 $5,058,468 $5,058,468 0.09 $5,052,267
Gracie Point International Funding, Series 2024-1 A 6.12441% 01-MAR-2028, 6.12%, 03/01/28 GPIF 2024-1A A 38410KAA7 - - 5,000,000 $5,046,821 $5,046,821 0.09 $4,978,801
FNMA 30yr Pool#DA5072 6.500% 01-Nov-2053, 6.50%, 11/01/53 FN 3140A5T65 - - 4,829,662 $5,026,911 $5,026,911 0.09 $4,972,136
FNMA 30yr Pool#BX5986 5.500% 01-Mar-2053, 5.50%, 03/01/53 FN 3140NAUL5 - - 4,996,591 $5,011,275 $5,011,275 0.09 $4,960,577
FHLMC 30yr Pool#QX6719 6.000% 01-Feb-2055, 6.00%, 02/01/55 FR 31426CPD0 - - 4,890,003 $4,956,191 $4,956,191 0.09 $4,939,076
ABL 2024-RTL1 A2 7.457% 25-SEP-2029, 7.46%, 09/25/29 ABL 2024-RTL1 00092EAB4 - - 4,840,000 $4,876,188 $4,876,188 0.09 $4,849,120
FNMA 30yr Pool#DD3307 6.000% 01-Feb-2055, 6.00%, 02/01/55 FN DD3307 MTGE 3140B3U91 - - 4,804,469 $4,869,500 $4,869,500 0.09 $4,852,684
FHLMC 30yr Pool#QF9863 5.500% 01-Mar-2053, 5.50%, 03/01/53 FR 3133BX5Y3 - - 4,847,363 $4,846,287 $4,846,287 0.09 $4,803,113
FNMA 30yr Pool#FS3246 5.500% 01-Nov-2052, 5.50%, 11/01/52 FN 3140XJTC7 - - 4,682,137 $4,751,472 $4,751,472 0.09 $4,660,606
FHLMC 30yr Pool#RA1100 4.000% 01-Jul-2049, 4.00%, 07/01/49 FR 3133KGGH5 - - 4,991,990 $4,614,370 $4,614,370 0.09 $4,576,252
FHLMC 30yr Pool#QH5204 6.500% 01-Nov-2053, 6.50%, 11/01/53 FR 3133CHX91 - - 4,384,253 $4,577,069 $4,577,069 0.09 $4,528,946
Bayview Opportunity Master Fund VII Trust 2024-CAR1 B 5.65369% 25-DEC-2031, 5.65%, 12/26/31 BVCLN 2024-CAR1 07336QAB8 - - 4,471,513 $4,504,561 $4,504,561 0.08 $4,485,601
FNMA 30yr Pool#BX9326 5.500% 01-Mar-2053, 5.50%, 03/01/53 FN 3140NELG8 - - 4,490,506 $4,489,755 $4,489,755 0.08 $4,449,514
RCKT Mortgage Trust 2025-CES2 A1B 5.603% 25-FEB-2055, 5.60%, 02/25/55 RCKT 2025-CES2 74942BAB7 - - 4,449,528 $4,454,654 $4,454,654 0.08 $4,419,336
FNMA 30yr Pool#BW6314 5.500% 01-Aug-2052, 5.50%, 08/01/52 FN 3140MYAQ5 - - 4,209,246 $4,309,934 $4,309,934 0.08 $4,170,620
FNMA 30yr Pool#DA3549 6.500% 01-Oct-2053, 6.50%, 10/01/53 FN 3140A35K5 - - 4,123,522 $4,303,625 $4,303,625 0.08 $4,259,610
FHLMC 30yr Pool#QX5273 6.000% 01-Feb-2055, 6.00%, 02/01/55 FR 31426A2F4 - - 4,245,938 $4,302,976 $4,302,976 0.08 $4,288,115
FHLMC 30yr Pool#QF7280 5.500% 01-Jan-2053, 5.50%, 01/01/53 FR 3133BVCR4 - - 4,260,813 $4,297,239 $4,297,239 0.08 $4,242,098
FNMA 30yr Pool#BY0335 6.000% 01-May-2053, 6.00%, 05/01/53 FN 3140NGLR9 - - 3,709,540 $4,294,753 $4,294,753 0.08 $3,731,263
FNMA 30yr Pool#CB2907 3.500% 01-Feb-2052, 3.50%, 02/01/52 FN 3140QNGR7 - - 4,746,717 $4,292,365 $4,292,365 0.08 $4,230,364
FNMA 30yr Pool#BX8340 6.000% 01-Apr-2053, 6.00%, 04/01/53 FN 3140NDHS9 - - 4,163,649 $4,254,822 $4,254,822 0.08 $4,214,855
FHLMC 30yr Pool#QH0826 5.500% 01-Sep-2053, 5.50%, 09/01/53 FR 3133CC4K9 - - 4,232,647 $4,238,540 $4,238,540 0.08 $4,200,411
Fannie Mae REMIC Trust 2020-98 AI 3.5% 25-JAN-2061, 3.50%, 01/25/61 FNR 2020-98 3136BDLE6 - - 19,418,746 $4,199,593 $4,199,593 0.08 $4,103,113
SREIT Commercial Mortgage Trust 2021-MFP B 5.5228% 15-NOV-2038, 5.52%, 11/15/38 SREIT 2021-MFP 78472UAC2 - - 4,194,208 $4,181,620 $4,181,620 0.08 $4,177,116
FNMA 30yr Pool#BX9422 5.500% 01-Mar-2053, 5.50%, 03/01/53 FN 3140NEPG4 - - 4,198,641 $4,176,774 $4,176,774 0.08 $4,138,367
Connecticut Avenue Securities Trust 2024-R06 1M2 5.95369% 25-SEP-2044, 5.95%, 09/25/44 CAS 2024-R06 20755RAC9 - - 4,125,699 $4,156,191 $4,156,191 0.08 $4,137,769
FNMA 30yr Pool#BX6124 6.500% 01-Jan-2053, 6.50%, 01/01/53 FN 3140NAYW7 - - 3,978,306 $4,155,883 $4,155,883 0.08 $4,115,216
EFMT 2025-CES1 A1B 5.877% 25-JAN-2060, 5.88%, 01/25/60 EFMT 2025-CES1 26846VAB0 - - 4,079,078 $4,122,920 $4,122,920 0.08 $4,088,959
FHLMC 30yr Pool#QG2535 5.000% 01-May-2053, 5.00%, 05/01/53 FR 3133C2Y85 - - 4,212,831 $4,087,555 $4,087,555 0.08 $4,047,355
FNMA 30yr Pool#FS2135 4.000% 01-Nov-2049, 4.00%, 11/01/49 FN 3140XHLR6 - - 4,260,237 $3,978,670 $3,978,670 0.07 $3,916,079
FNMA 30yr Pool#FS1869 3.500% 01-Apr-2052, 3.50%, 04/01/52 FN 3140XHCF2 - - 4,352,057 $3,930,773 $3,930,773 0.07 $3,870,543
FHLMC 30yr Pool#QH7549 6.000% 01-Dec-2053, 6.00%, 12/01/53 FR 3133CLL61 - - 3,531,960 $3,882,150 $3,882,150 0.07 $3,565,183
FNMA 30yr Pool#FS2713 4.500% 01-Oct-2050, 4.50%, 10/01/50 FN 3140XJAP8 - - 3,938,572 $3,789,181 $3,789,181 0.07 $3,730,016
FNMA 30yr Pool#BX8700 5.500% 01-Mar-2053, 5.50%, 03/01/53 FN 3140NDU21 - - 3,736,578 $3,740,750 $3,740,750 0.07 $3,706,480
FHLMC 30yr Pool#SD1416 4.500% 01-Dec-2048, 4.50%, 12/01/48 FR 3132DNSD6 - - 3,755,698 $3,647,220 $3,647,220 0.07 $3,556,826
RAM 2024-1 A 5.95% 15-FEB-2039, 6.67%, 02/15/39 RAM 2024-1 751313AA5 - - 3,622,324 $3,638,939 $3,638,939 0.07 $3,634,242
FNMA 30yr Pool#FM7031 4.000% 01-Jan-2051, 4.00%, 01/01/51 FN 3140XAY55 - - 3,860,531 $3,592,403 $3,592,403 0.07 $3,539,002
FHLMC 30yr Pool#QG1347 6.000% 01-Mar-2053, 6.00%, 03/01/53 FR 3133C1P87 - - 3,488,292 $3,566,688 $3,566,688 0.07 $3,533,528
Finance Of America Structured Securities Trust Series 2024-S1|3.5|02/25/2074, 3.50%, 02/25/74 FASST 2024-S1 31740RAB6 - - 3,689,373 $3,565,605 $3,565,605 0.07 $3,555,921
FHLMC 30yr Pool#QH1144 5.500% 01-Sep-2053, 5.50%, 09/01/53 FR 3133CDHV9 - - 3,536,277 $3,543,206 $3,543,206 0.07 $3,509,055
FNMA 30yr Pool#FM1540 4.000% 01-Sep-2049, 4.00%, 09/01/49 FN 3140X4WA0 - - 3,712,331 $3,498,405 $3,498,405 0.07 $3,403,164
FHLMC 30yr Pool#QH6041 5.500% 01-Dec-2053, 5.50%, 12/01/53 FR 3133CJWA5 - - 3,449,366 $3,446,912 $3,446,912 0.06 $3,415,784
FHLMC 30yr Pool#QF7810 5.500% 01-Jan-2053, 5.50%, 01/01/53 FR 3133BVVB8 - - 3,395,314 $3,410,245 $3,410,245 0.06 $3,379,086
Ally Bank Auto Credit-Linked Notes, Series 2024-A C 6.022% 15-MAY-2032, 6.02%, 05/17/32 ABCLN 2024-A 02007GZ63 - - 3,369,288 $3,402,645 $3,402,645 0.06 $3,398,700
JP Morgan Mortgage Trust 2024-CES1 A1B 6.019% 25-JUN-2054, 6.02%, 06/25/54 JPMMT 2024-CES1 46658CAB7 - - 3,355,451 $3,387,379 $3,387,379 0.06 $3,358,768
FNMA 30yr Pool#DA0036 6.500% 01-Sep-2053, 6.50%, 09/01/53 FN 3140A0BE8 - - 3,250,106 $3,380,048 $3,380,048 0.06 $3,345,984
FHLMC 30yr Pool#QG2539 6.500% 01-May-2053, 6.50%, 05/01/53 FR 3133C2ZC5 - - 3,243,472 $3,365,386 $3,365,386 0.06 $3,332,460
Reach ABS Trust 2024-2 A 5.88% 15-JUL-2031, 5.88%, 07/15/31 REACH 2024-2A 75525HAA8 - - 3,317,522 $3,332,498 $3,332,498 0.06 $3,328,705
BX Trust 2021-BXMF C 5.63427% 15-OCT-2038, 5.63%, 10/15/26 BX 2021-BXMF 05609RAJ3 - - 3,337,147 $3,321,115 $3,321,115 0.06 $3,317,458
FNMA 30yr Pool#MA4026 4.000% 01-May-2050, 4.00%, 05/01/50 FN 31418DPL0 - - 3,542,948 $3,292,977 $3,292,977 0.06 $3,242,346
FNMA 30yr Pool#BX8585 6.000% 01-Mar-2053, 6.00%, 03/01/53 FN 3140NDRF6 - - 3,242,587 $3,290,348 $3,290,348 0.06 $3,258,960
FIGRE Trust 2024-HE4 B 5.252% 25-SEP-2054, 5.25%, 09/25/54 FIGRE 2024-HE4 31684UAB7 - - 3,280,854 $3,247,516 $3,247,516 0.06 $3,234,593
FNMA 30yr Pool#BX3248 6.000% 01-Jan-2053, 6.00%, 01/01/53 FN 3140N7TE0 - - 3,161,670 $3,232,513 $3,232,513 0.06 $3,201,984
Connecticut Avenue Securities Trust 2024-R02 1M2 6.15369% 25-FEB-2044, 6.15%, 02/25/44 CAS 2024-R02 20754GAE0 - - 3,168,862 $3,212,940 $3,212,940 0.06 $3,198,314
Connecticut Avenue Securities, Series 2021-R01 1M2 5.90369% 25-OCT-2041, 5.90%, 10/25/41 CAS 2021-R01 20754RAB2 - - 3,158,965 $3,180,850 $3,180,850 0.06 $3,166,863
Connecticut Avenue Securities Trust 2024-R01 1M2 6.15369% 25-JAN-2044, 6.15%, 01/25/44 CAS 2024-R01 20753UAB6 - - 3,140,000 $3,177,845 $3,177,845 0.06 $3,163,353
FNMA 30yr Pool#MA4056 4.000% 01-Jun-2050, 4.00%, 06/01/50 FN 31418DQJ4 - - 3,446,494 $3,175,975 $3,175,975 0.06 $3,149,021
FHLMC 30yr Pool#SD1111 4.000% 01-Jun-2050, 4.00%, 06/01/50 FR 3132DNGU1 - - 3,373,634 $3,175,523 $3,175,523 0.06 $3,112,849
FHLMC 30yr Pool#QE6404 5.500% 01-Jul-2052, 5.50%, 07/01/52 FR 3133BGDH8 - - 3,129,425 $3,142,170 $3,142,170 0.06 $3,101,547
FNMA 30yr Pool#BV5379 3.000% 01-Apr-2052, 3.00%, 04/01/52 FN 3140MJ6R1 - - 3,578,037 $3,099,280 $3,099,280 0.06 $3,048,292
FHF Trust 2024-1 (First Help Financial) A2 5.69% 15-FEB-2030, 5.69%, 02/15/30 FHF 2024-1A 31568AAB2 - - 3,019,626 $3,040,062 $3,040,062 0.06 $3,036,721
Chase Mortgage Reference Notes, Series 2021-CL1 M1 5.55369% 25-FEB-2050, 5.55%, 02/25/50 CHASE 2021-CL1 46591HBX7 - - 3,091,911 $3,034,154 $3,034,154 0.06 $3,021,308
Gracie Point International Funding, Series 2024-1 B 6.52441% 01-MAR-2028, 6.52%, 03/01/28 GPIF 2024-1A 38410KAB5 - - 3,007,000 $3,024,195 $3,024,195 0.06 $2,980,615
FHLMC 30yr Pool#SD2897 5.500% 01-May-2053, 5.50%, 05/01/53 FR 3132DQGE0 - - 2,898,717 $3,001,507 $3,001,507 0.06 $2,863,268
Fannie Mae Pool|4|03/01/2050, 4.00%, 03/01/50 FN 3140X8S24 - - 3,185,658 $2,978,130 $2,978,130 0.06 $2,928,309
FNMA 30yr Pool#MA3496 4.500% 01-Oct-2048, 4.50%, 10/01/48 FN 31418C3E2 - - 3,106,320 $2,977,315 $2,977,315 0.06 $2,941,834
FIGRE Trust 2024-HE3 C 6.229% 25-JUL-2054, 6.23%, 07/25/54 FIGRE 2024-HE3 31684GAC6 - - 2,945,704 $2,969,747 $2,969,747 0.06 $2,955,985
FNMA 30yr Pool#BX6955 6.000% 01-Feb-2053, 6.00%, 02/01/53 FN 3140NBWR8 - - 2,893,647 $2,951,328 $2,951,328 0.05 $2,922,514
FNMA 30yr Pool#BV8544 3.500% 01-May-2052, 3.50%, 05/01/52 FN 3140MNP67 - - 3,216,573 $2,905,186 $2,905,186 0.05 $2,858,225
Santander Bank Auto Credit-Linked Notes, Series 2024-A B 5.622% 15-JUN-2032, 5.62%, 06/15/32 SBCLN 2024-A 80290CCJ1 - - 2,873,501 $2,889,067 $2,889,067 0.05 $2,885,926
FHLMC 30yr Pool#QI4878 6.000% 01-Apr-2054, 6.00%, 04/01/54 FR 3133WBM37 - - 2,618,687 $2,888,561 $2,888,561 0.05 $2,644,700
FNMA 30yr Pool#BV5393 3.500% 01-Apr-2052, 3.50%, 04/01/52 FN 3140MJ7F6 - - 3,193,520 $2,878,967 $2,878,967 0.05 $2,842,969
FHLMC 30yr Pool#QE8542 5.500% 01-Aug-2052, 5.50%, 08/01/52 FR 3133BJP30 - - 2,801,641 $2,801,425 $2,801,425 0.05 $2,776,307
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 $2,788,660 $2,788,660 0.05 $2,774,014
Saluda Grade Alternative Mortgage Trust 2024-FIG5 B 6.603% 25-APR-2054, 6.60%, 04/25/54 GRADE 2024-FIG5 79582MAB7 - - 2,712,416 $2,776,899 $2,776,899 0.05 $2,751,527
FNMA 30yr Pool#BY0905 6.000% 01-Mar-2053, 6.00%, 03/01/53 FN 3140NHAF5 - - 2,714,186 $2,775,270 $2,775,270 0.05 $2,749,384
FNMA 30yr Pool#BX4784 5.000% 01-Mar-2053, 5.00%, 03/01/53 FN 3140N9J64 - - 2,832,583 $2,745,117 $2,745,117 0.05 $2,721,670
BX Trust 2021-BXMF G 7.792513% 15-OCT-2038, 7.79%, 10/15/26 BX 2021-BXMF 05609RAS3 - - 2,807,890 $2,719,209 $2,719,209 0.05 $2,714,954
FNMA 30yr Pool#BV5394 3.500% 01-Apr-2052, 3.50%, 04/01/52 FN 3140MJ7G4 - - 2,971,916 $2,702,838 $2,702,838 0.05 $2,641,045
FHLMC 30yr Pool#QF0488 5.500% 01-Sep-2052, 5.50%, 09/01/52 FR 3133BMRH0 - - 2,585,521 $2,691,528 $2,691,528 0.05 $2,561,796
FHLMC 30yr Pool#QG1908 5.000% 01-May-2053, 5.00%, 05/01/53 FR 3133C2DM7 - - 2,772,620 $2,687,204 $2,687,204 0.05 $2,663,714
FNMA 30yr Pool#BY0330 5.000% 01-May-2053, 5.00%, 05/01/53 FN 3140NGLL2 - - 2,764,885 $2,678,899 $2,678,899 0.05 $2,656,049
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2024-DNA1 M2 6.30369% 25-FEB-2044, 6.30%, 02/25/44 STACR 2024-DNA1 35564NBA0 - - 2,617,368 $2,666,391 $2,666,391 0.05 $2,654,017
FNMA 30yr Pool#DA1511 5.500% 01-Oct-2053, 5.50%, 10/01/53 FN 3140A1VD6 - - 2,668,999 $2,655,233 $2,655,233 0.05 $2,630,146
FNMA 30yr Pool#DA3538 6.000% 01-Oct-2053, 6.00%, 10/01/53 FN 3140A34Y6 - - 2,587,733 $2,639,868 $2,639,868 0.05 $2,612,073
ACHV ABS Trust 2024-1PL B 6.34% 25-APR-2031, 6.34%, 04/25/31 ACHV 2024-1PL 00092BAB0 - - 2,604,961 $2,637,183 $2,637,183 0.05 $2,624,797
FHLMC 30yr Pool#Q57869 4.000% 01-Aug-2048, 4.00%, 08/01/48 FG 3132Y1W79 - - 2,838,357 $2,619,082 $2,619,082 0.05 $2,612,460
FHLMC 30yr Pool#QF9276 5.500% 01-Mar-2053, 5.50%, 03/01/53 FR 3133BXJV4 - - 2,591,360 $2,595,943 $2,595,943 0.05 $2,572,894
Ginnie Mae REMIC Trust 2017-163 LO 0.0% 16-MAY-2041, 0.00%, 05/16/41 GNR 2017-163 38380KNA9 - - 3,469,915 $2,583,722 $2,583,722 0.05 $2,583,722
FNMA 30yr Pool#BY0338 6.500% 01-May-2053, 6.50%, 05/01/53 FN 3140NGLU2 - - 1,925,407 $2,554,315 $2,554,315 0.05 $1,977,789
PRPM 2024-RCF2 A1 3.75% 25-MAR-2054, 3.75%, 03/25/54 PRPM 2024-RCF2 693987AA7 - - 2,629,238 $2,544,666 $2,544,666 0.05 $2,537,271
FNMA 30yr Pool#CB4076 3.500% 01-Jul-2052, 3.50%, 07/01/52 FN 3140QPQ67 - - 2,748,056 $2,509,104 $2,509,104 0.05 $2,443,373
FNMA 30yr Pool#DD4221 6.000% 01-Feb-2055, 6.00%, 02/01/55 FN DD4221 MTGE 3140B4VP2 - - 2,416,961 $2,449,675 $2,449,675 0.05 $2,441,216
FHLMC 30yr Pool#SD3523 3.000% 01-Jun-2052, 3.00%, 06/01/52 FR 3132DQ4G8 - - 2,841,748 $2,439,517 $2,439,517 0.05 $2,408,705
Santander Bank Auto Credit-Linked Notes, Series 2023-B B 5.64% 15-DEC-2033, 5.64%, 12/15/33 SBCLN 2023-B 80290CCB8 - - 2,420,045 $2,433,905 $2,433,905 0.05 $2,431,251
FNMA 30yr Pool#BY8533 6.500% 01-Aug-2053, 6.50%, 08/01/53 FN 3140NRPT7 - - 2,327,507 $2,424,277 $2,424,277 0.05 $2,396,168
FIGRE Trust 2024-HE1 B 6.506% 25-MAR-2054, 6.51%, 03/25/54 FIGRE 2024-HE1 31684HAB6 - - 2,334,304 $2,369,039 $2,369,039 0.04 $2,357,649
FNMA 30yr Pool#BY5913 5.500% 01-Sep-2053, 5.50%, 09/01/53 FN 3140NNSB2 - - 2,347,394 $2,349,250 $2,349,250 0.04 $2,328,227
Arivo Acceptance Auto Loan Receivables Trust 2024-1 A 6.46% 15-APR-2028, 6.46%, 04/17/28 ARIVO 2024-1A 039943AA3 - - 2,327,108 $2,343,697 $2,343,697 0.04 $2,340,774
FHLMC 30yr Pool#QG2543 5.500% 01-May-2053, 5.50%, 05/01/53 FR 3133C2ZG6 - - 2,092,086 $2,323,821 $2,323,821 0.04 $2,072,706
FHLMC 30yr Pool#QG2098 5.000% 01-May-2053, 5.00%, 05/01/53 FR 3133C2KK3 - - 2,257,692 $2,217,509 $2,217,509 0.04 $2,169,012
Bayview Opportunity Master Fund VII Trust 2024-CAR1 C 5.85369% 25-DEC-2031, 5.85%, 12/26/31 BVCLN 2024-CAR1 07336QAC6 - - 2,176,136 $2,194,825 $2,194,825 0.04 $2,185,271
Chase Mortgage Reference Notes, Series 2020-CL1 M2 6.93348% 25-OCT-2057, 6.94%, 10/25/57 CHASE 2020-CL1 46591HAH3 - - 2,114,299 $2,182,106 $2,182,106 0.04 $2,171,099
FHLMC 30yr Pool#QX7432 6.000% 01-Feb-2055, 6.00%, 02/01/55 FR 31426DHJ4 - - 2,137,079 $2,166,005 $2,166,005 0.04 $2,158,526
FNMA 40yr Pool#BF0598 2.500% 01-Mar-2062, 2.50%, 03/01/62 FN 3140FXUY6 - - 2,721,184 $2,165,999 $2,165,999 0.04 $2,162,030
FNMA 30yr Pool#BX7685 6.000% 01-Feb-2053, 6.00%, 02/01/53 FN 3140NCRF8 - - 2,116,104 $2,160,815 $2,160,815 0.04 $2,139,666
Blue Bridge Funding 2023-1 A 7.37% 15-NOV-2030, 7.37%, 11/15/30 BBEF 2023-1A 09531MAA8 - - 2,114,507 $2,140,545 $2,140,545 0.04 $2,137,515
Foundation Finance Trust 2023-2 A 6.53% 15-JUN-2049, 6.53%, 06/15/49 FFIN 2023-2A 35042RAA4 - - 2,070,991 $2,133,133 $2,133,133 0.04 $2,130,504
FNMA 30yr Pool#FS3001 4.000% 01-Oct-2051, 4.00%, 10/01/51 FN 3140XJKP7 - - 2,274,865 $2,120,703 $2,120,703 0.04 $2,085,400
FNMA 30yr Pool#FS1640 4.000% 01-Apr-2052, 4.00%, 04/01/52 FN 3140XGZE2 - - 2,253,493 $2,104,250 $2,104,250 0.04 $2,062,872
FNMA 30yr Pool#CA7849 4.500% 01-Oct-2050, 4.50%, 10/01/50 FN 3140QFWK1 - - 2,121,855 $2,073,573 $2,073,573 0.04 $2,006,149
FHLMC 30yr Pool#QH7013 6.500% 01-Dec-2053, 6.50%, 12/01/53 FR 3133CKYJ1 - - 1,951,502 $2,062,250 $2,062,250 0.04 $2,009,071
Tricolor Auto Securitization Trust 2024-2 A 6.36% 15-DEC-2027, 6.36%, 12/15/27 TAST 2024-2A 89616PAA1 - - 2,044,590 $2,053,228 $2,053,228 0.04 $2,050,700
FNMA 30yr Pool#BP1500 3.000% 01-May-2050, 3.00%, 05/01/50 FN 3140K8U25 - - 2,328,825 $2,019,505 $2,019,505 0.04 $2,003,870
U.S. Auto Funding 2021-1 C 2.2% 15-MAY-2026, 2.20%, 05/15/26 USAUT 2021-1A 90355EAC5 - - 2,397,201 $2,015,489 $2,015,489 0.04 $2,014,464
FHLMC 30yr Pool#QE0354 3.500% 01-Apr-2052, 3.50%, 04/01/52 FR 3133B9MB7 - - 2,245,043 $2,010,560 $2,010,560 0.04 $1,995,097
FHLMC 30yr Pool#QE1072 3.500% 01-Apr-2052, 3.50%, 04/01/52 FR 3133BAFM8 - - 2,171,339 $1,968,881 $1,968,881 0.04 $1,929,598
Chase Mortgage Reference Notes, Series 2021-CL1 M3 5.90369% 25-FEB-2050, 5.90%, 02/25/50 CHASE 2021-CL1 46591HBZ2 - - 2,016,442 $1,965,242 $1,965,242 0.04 $1,956,314
FHLMC 30yr Pool#SI2017 4.000% 01-Dec-2048, 4.00%, 12/01/48 FR 3133USG21 - - 2,092,996 $1,961,120 $1,961,120 0.04 $1,923,838
Ally Bank Auto Credit-Linked Notes, Series 2024-A D 6.315% 15-MAY-2032, 6.31%, 05/17/32 ABCLN 2024-A 02007GZ71 - - 1,925,308 $1,946,942 $1,946,942 0.04 $1,944,578
FHLMC 30yr Pool#QF9104 6.000% 01-Mar-2053, 6.00%, 03/01/53 FR 3133BXDH1 - - 1,611,958 $1,936,577 $1,936,577 0.04 $1,629,906
FHLMC 30yr Pool#QG2540 6.500% 01-May-2053, 6.50%, 05/01/53 FR 3133C2ZD3 - - 1,838,312 $1,907,725 $1,907,725 0.04 $1,888,325
FNMA 30yr Pool#BX8072 5.500% 01-Mar-2053, 5.50%, 03/01/53 FN 3140NC6J3 - - 1,885,688 $1,885,236 $1,885,236 0.04 $1,868,474
FNMA 30yr Pool#BW0972 4.500% 01-Jul-2052, 4.50%, 07/01/52 FN 3140MSCJ2 - - 1,990,380 $1,881,684 $1,881,684 0.04 $1,865,765
NRZ MSR-Collateralized Notes, Series 2021-FHT1 A 3.104% 25-JUL-2026, 3.10%, 07/25/26 NZES 2021-FHT1 62955MAB2 - - 1,922,903 $1,858,495 $1,858,495 0.03 $1,854,018
FHLMC 30yr Pool#SD1551 4.000% 01-Mar-2050, 4.00%, 03/01/50 FR 3132DNWL3 - - 1,968,381 $1,854,263 $1,854,263 0.03 $1,809,367
FHLMC 30yr Pool#QG2019 5.000% 01-May-2053, 5.00%, 05/01/53 FR 3133C2G44 - - 1,909,256 $1,851,648 $1,851,648 0.03 $1,834,718
FNMA 30yr Pool#BY0361 6.500% 01-Jun-2053, 6.50%, 06/01/53 FN 3140NGMK3 - - 1,737,381 $1,801,475 $1,801,475 0.03 $1,783,007
FNMA 30yr Pool#MA3521 4.000% 01-Nov-2048, 4.00%, 11/01/48 FN 31418C4F8 - - 1,900,280 $1,773,553 $1,773,553 0.03 $1,746,769
Chase Mortgage Reference Notes, Series 2021-CL1 M2 5.70369% 25-FEB-2050, 5.70%, 02/25/50 CHASE 2021-CL1 46591HBY5 - - 1,816,498 $1,766,993 $1,766,993 0.03 $1,759,223
FHLMC 30yr Pool#QH3309 5.500% 01-Oct-2053, 5.50%, 10/01/53 FR 3133CFVA4 - - 1,771,168 $1,761,469 $1,761,469 0.03 $1,745,436
FHLMC 30yr Pool#QG3884 5.000% 01-Jun-2053, 5.00%, 06/01/53 FR 3133C4J54 - - 1,809,518 $1,759,531 $1,759,531 0.03 $1,744,605
FHLMC 30yr Pool#SD0943 3.500% 01-Apr-2052, 3.50%, 04/01/52 FR 3132DNBL6 - - 1,904,572 $1,727,950 $1,727,950 0.03 $1,697,390
Fannie Mae Pool|4|08/01/2050, 4.00%, 08/01/50 FN 3140X8UA3 - - 1,850,795 $1,706,122 $1,706,122 0.03 $1,692,340
FHLMC 30yr Pool#QG2100 5.000% 01-May-2053, 5.00%, 05/01/53 FR 3133C2KM9 - - 1,752,260 $1,698,192 $1,698,192 0.03 $1,683,433
Reach ABS Trust 2024-1 A 6.3% 15-FEB-2031, 6.30%, 02/18/31 REACH 2024-1A 75526PAA9 - - 1,670,028 $1,678,213 $1,678,213 0.03 $1,676,168
FHLMC 30yr Pool#QA2039 3.000% 01-Aug-2049, 3.00%, 08/01/49 FR 31334YHQ3 - - 1,926,984 $1,672,052 $1,672,052 0.03 $1,658,134
FNMA 30yr Pool#CB2681 3.500% 01-Jan-2052, 3.50%, 01/01/52 FN 3140QM6T6 - - 1,830,738 $1,671,775 $1,671,775 0.03 $1,631,729
FHLMC 30yr Pool#SD4456 4.000% 01-Aug-2050, 4.00%, 08/01/50 FR 3132E05R9 - - 1,772,021 $1,647,046 $1,647,046 0.03 $1,624,436
FHLMC 30yr Pool#QG4266 5.000% 01-Jun-2053, 5.00%, 06/01/53 FR 3133C4W34 - - 1,696,659 $1,644,400 $1,644,400 0.03 $1,630,223
FHLMC 30yr Pool#QG4340 6.500% 01-Jun-2053, 6.50%, 06/01/53 FR 3133C4ZD9 - - 1,554,776 $1,613,164 $1,613,164 0.03 $1,597,432
FNMA 30yr Pool#DB3056 5.500% 01-May-2054, 5.50%, 05/01/54 FN 3140ACME0 - - 1,483,242 $1,589,729 $1,589,729 0.03 $1,468,165
FNMA 30yr Pool#BY0327 6.500% 01-May-2053, 6.50%, 05/01/53 FN 3140NGLH1 - - 1,526,354 $1,577,364 $1,577,364 0.03 $1,561,591
FHLMC 30yr Pool#Q58477 4.000% 01-Sep-2048, 4.00%, 09/01/48 FG 3132Y2M37 - - 1,682,394 $1,552,408 $1,552,408 0.03 $1,548,483
FNMA 30yr Pool#MA3415 4.000% 01-Jul-2048, 4.00%, 07/01/48 FN 31418CYM0 - - 1,617,018 $1,511,428 $1,511,428 0.03 $1,486,389
FNMA 30yr Pool#CA5573 4.000% 01-Apr-2050, 4.00%, 04/01/50 FN 3140QDFP4 - - 1,627,359 $1,500,466 $1,500,466 0.03 $1,488,034
FNMA 30yr Pool#BX4859 5.000% 01-May-2053, 5.00%, 05/01/53 FN 3140N9MH6 - - 1,488,269 $1,442,197 $1,442,197 0.03 $1,429,685
FNMA 30yr Pool#CA1931 4.500% 01-Jun-2048, 4.50%, 06/01/48 FN 3140Q9ED1 - - 1,507,549 $1,440,939 $1,440,939 0.03 $1,427,721
Towd Point Mortgage Trust 2024-CES1 A1B 6.049% 25-JAN-2064, 6.05%, 01/25/64 TPMT 2024-CES1 89183CAB1 - - 1,396,460 $1,409,966 $1,409,966 0.03 $1,398,000
FNMA 30yr Pool#BT8051 5.500% 01-Jan-2053, 5.50%, 01/01/53 FN 3140LW5M5 - - 1,402,010 $1,409,100 $1,409,100 0.03 $1,395,580
FHLMC 30yr Pool#QF2561 5.500% 01-Nov-2052, 5.50%, 11/01/52 FR 3133BPZ27 - - 1,187,613 $1,403,462 $1,403,462 0.03 $1,180,087
FNMA 30yr Pool#BX0130 6.000% 01-Dec-2052, 6.00%, 12/01/52 FN 3140N4EC7 - - 1,364,662 $1,395,105 $1,395,105 0.03 $1,382,062
FNMA 30yr Pool#BX7860 5.500% 01-Mar-2053, 5.50%, 03/01/53 FN 3140NCWW5 - - 1,391,818 $1,392,192 $1,392,192 0.03 $1,379,206
FHLMC 30yr Pool#QG3885 6.500% 01-Jun-2053, 6.50%, 06/01/53 FR 3133C4J62 - - 1,327,093 $1,376,900 $1,376,900 0.03 $1,363,503
FNMA 30yr Pool#BY1896 5.500% 01-May-2053, 5.50%, 05/01/53 FN 3140NJDA9 - - 1,374,871 $1,375,132 $1,375,132 0.03 $1,362,134
Lendbuzz Securitization Trust 2023-2 A2 7.09% 15-OCT-2028, 7.09%, 10/16/28 LBZZ 2023-2A 52608MAB4 - - 1,299,422 $1,316,300 $1,316,300 0.02 $1,314,509
FHLMC 30yr Pool#QG3616 5.000% 01-Jun-2053, 5.00%, 06/01/53 FR 3133C4AR5 - - 1,306,305 $1,270,877 $1,270,877 0.02 $1,259,715
BX Commercial Mortgage Trust 2021-21M A 5.173% 15-OCT-2036, 5.17%, 10/15/36 BX 2021-21M 05609CAA5 - - 1,271,945 $1,268,089 $1,268,089 0.02 $1,266,810
FNMA 30yr Pool#BY0251 6.000% 01-Apr-2053, 6.00%, 04/01/53 FN 3140NGH52 - - 1,233,732 $1,260,850 $1,260,850 0.02 $1,248,905
FHLMC 30yr Pool#QG0818 5.000% 01-Apr-2053, 5.00%, 04/01/53 FR 3133C04B5 - - 1,294,877 $1,259,044 $1,259,044 0.02 $1,248,317
FNMA 30yr Pool#BJ9181 5.000% 01-May-2048, 5.00%, 05/01/48 FN 3140HBFX1 - - 1,212,325 $1,244,902 $1,244,902 0.02 $1,183,993
FNMA 30yr Pool#AS6811 3.000% 01-Mar-2046, 3.00%, 03/01/46 FN 3138WGR97 - - 1,424,002 $1,240,784 $1,240,784 0.02 $1,227,717
FNMA 30yr Pool#MA3149 4.000% 01-Oct-2047, 4.00%, 10/01/47 FN 31418CQB3 - - 1,322,154 $1,237,800 $1,237,800 0.02 $1,218,041
FNMA 30yr Pool#FM7725 4.500% 01-Dec-2050, 4.50%, 12/01/50 FN 3140XBSP6 - - 1,284,191 $1,223,658 $1,223,658 0.02 $1,212,840
FNMA 40yr Pool#BF0167 3.000% 01-Feb-2057, 3.00%, 02/01/57 FN 3140FXFH0 - - 1,434,921 $1,208,762 $1,208,762 0.02 $1,190,976
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-DNA5 M2 6.00369% 25-JAN-2034, 6.00%, 01/25/34 STACR 2021-DNA5 35564KHE2 - - 1,191,541 $1,202,596 $1,202,596 0.02 $1,197,231
FHLMC 30yr Pool#SD8003 4.000% 01-Jul-2049, 4.00%, 07/01/49 FR 3132DV3L7 - - 1,294,691 $1,202,404 $1,202,404 0.02 $1,186,861
FHLMC 30yr Pool#RJ2649 5.500% 01-Oct-2054, 5.50%, 10/01/54 FR 3142GS5K0 - - - $1,195,166 $1,195,166 0.02 $0
FNMA 30yr Pool#FM9138 4.000% 01-Mar-2050, 4.00%, 03/01/50 FN 3140XDEL6 - - 1,272,407 $1,191,320 $1,191,320 0.02 $1,169,617
Connecticut Avenue Securities, Series 2021-R02 2B1 7.65369% 25-NOV-2041, 7.65%, 11/25/41 CAS 2021-R02 20754KAF8 - - 1,150,000 $1,182,476 $1,182,476 0.02 $1,175,875
FHLMC 30yr Pool#QD9182 3.000% 01-Mar-2052, 3.00%, 03/01/52 FR 3133B7FX1 - - 1,337,431 $1,179,085 $1,179,085 0.02 $1,139,568
FHLMC 30yr Pool#ZT2087 4.000% 01-Jun-2049, 4.00%, 06/01/49 FR 3132AEJ80 - - 1,246,738 $1,160,722 $1,160,722 0.02 $1,142,902
FNMA 30yr Pool#BX0804 5.500% 01-Nov-2052, 5.50%, 11/01/52 FN 3140N43N5 - - 1,148,914 $1,153,112 $1,153,112 0.02 $1,141,825
Connecticut Avenue Securities, Series 2021-R03 1M1 5.20369% 25-DEC-2041, 5.20%, 12/25/41 CAS 2021-R03 20754AAA1 - - 1,124,636 $1,126,524 $1,126,524 0.02 $1,122,134
FHLMC 30yr Pool#QG6538 5.500% 01-Jul-2053, 5.50%, 07/01/53 FR 3133C7HP5 - - 1,107,426 $1,108,960 $1,108,960 0.02 $1,099,172
FHLMC 30yr Pool#RA1087 4.500% 01-Jul-2049, 4.50%, 07/01/49 FR 3133KGF45 - - 1,163,951 $1,105,074 $1,105,074 0.02 $1,094,449
ACHV ABS Trust 2024-1PL C 6.42% 25-APR-2031, 6.42%, 04/25/31 ACHV 2024-1PL 00092BAC8 - - 1,086,393 $1,095,994 $1,095,994 0.02 $1,090,763
FHLMC 30yr Pool#RA1188 4.500% 01-Aug-2049, 4.50%, 08/01/49 FR 3133KGJ90 - - 1,129,787 $1,071,571 $1,071,571 0.02 $1,062,325
Connecticut Avenue Securities Trust 2022-R01 1M1 5.35369% 25-DEC-2041, 5.35%, 12/25/41 CAS 2022-R01 20754LAA7 - - 1,066,945 $1,069,556 $1,069,556 0.02 $1,065,272
FHLMC 30yr Pool#QG6948 5.500% 01-Jul-2053, 5.50%, 07/01/53 FR 3133C7WH6 - - 1,063,845 $1,066,305 $1,066,305 0.02 $1,055,830
FNMA 30yr Pool#CB8995 5.500% 01-Aug-2054, 5.50%, 08/01/54 FN 3140QU7H3 - - 1,050,943 $1,040,204 $1,040,204 0.02 $1,036,832
FNMA 30yr Pool#AS7492 4.000% 01-Jul-2046, 4.00%, 07/01/46 FN 3138WHKE1 - - 1,115,412 $1,038,997 $1,038,997 0.02 $1,029,607
FNMA 30yr Pool#BV4203 3.500% 01-Apr-2052, 3.50%, 04/01/52 FN 3140MHU56 - - 1,098,931 $1,003,903 $1,003,903 0.02 $978,383
FNMA 30yr Pool#FM1598 4.000% 01-Feb-2049, 4.00%, 02/01/49 FN 3140X4X43 - - 1,073,207 $1,001,584 $1,001,584 0.02 $986,509
FNMA 30yr Pool#BV8484 3.500% 01-Apr-2052, 3.50%, 04/01/52 FN 3140MNNA0 - - 1,058,349 $949,488 $949,488 0.02 $942,175
GNMA II 30yr Pool#MA5021 4.500% 20-Feb-2048, 4.50%, 02/20/48 G2 36179TSJ5 - - 976,312 $933,362 $933,362 0.02 $930,799
FHLMC 30yr Pool#ZM8197 4.000% 01-Sep-2048, 4.00%, 09/01/48 FR 3131Y3DA1 - - 1,000,985 $928,223 $928,223 0.02 $920,085
FNMA 30yr Pool#DA3522 5.500% 01-Oct-2053, 5.50%, 10/01/53 FN 3140A34G5 - - 931,996 $926,877 $926,877 0.02 $918,429
FNMA 30yr Pool#CA6382 4.500% 01-Jul-2050, 4.50%, 07/01/50 FN 3140QECU4 - - 935,021 $890,855 $890,855 0.02 $883,205
FNMA 30yr Pool#BV8485 3.500% 01-Apr-2052, 3.50%, 04/01/52 FN 3140MNNB8 - - 972,531 $871,044 $871,044 0.02 $864,257
FNMA 30yr Pool#AB9341 3.000% 01-May-2043, 3.00%, 05/01/43 FN 31417GLX2 - - 953,420 $855,330 $855,330 0.02 $842,926
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA2 M1A 5.65369% 25-FEB-2042, 5.65%, 02/25/42 STACR 2022-DNA2 35564KRE1 - - 839,649 $844,376 $844,376 0.02 $840,815
FNMA 30yr Pool#CB4320 3.500% 01-Aug-2052, 3.50%, 08/01/52 FN 3140QPYS0 - - 938,778 $842,186 $842,186 0.02 $834,621
Gracie Point International Funding, Series 2023-2 A 6.67441% 01-MAR-2027, 6.67%, 03/01/27 GPIF 2023-2A 38410JAA0 - - 816,565 $831,312 $831,312 0.02 $819,200
FNMA 30yr Pool#BN4541 4.000% 01-Feb-2049, 4.00%, 02/01/49 FN 3140JMBK7 - - 890,810 $825,927 $825,927 0.02 $818,847
ACHM Trust 2024-HE1 B 7.26% 25-MAY-2039, 7.26%, 05/25/39 ACHM 2024-HE1 00449TAB1 - - 801,607 $823,851 $823,851 0.02 $819,486
NRZ Excess Spread-Collateralized Notes, Series 2020-PLS1 A 3.844% 25-DEC-2025, 3.84%, 12/25/25 NZES 2020-PLS1 433674AA6 - - 777,671 $769,304 $769,304 0.01 $767,062
FHLMC 30yr Pool#ZT1926 3.000% 01-Nov-2043, 3.00%, 11/01/43 FR 3132AED78 - - 846,849 $751,553 $751,553 0.01 $744,140
FNMA 30yr Pool#BY0782 5.500% 01-Apr-2053, 5.50%, 04/01/53 FN 3140NG2Q2 - - 747,460 $747,252 $747,252 0.01 $740,586
Tricolor Auto Securitization Trust 2024-1 A 6.61% 15-OCT-2027, 6.61%, 10/15/27 TAST 2024-1A 89616LAA0 - - 738,954 $742,668 $742,668 0.01 $741,718
FHLMC 30yr Pool#RA1999 4.500% 01-Jan-2050, 4.50%, 01/01/50 FR 3133KHGG5 - - 760,096 $731,422 $731,422 0.01 $714,709
FREMF 2019-KF70 Mortgage Trust C 10.44813% 25-SEP-2029, 10.45%, 09/25/29 FREMF 2019-KF70 30298UAJ0 - - 789,970 $726,792 $726,792 0.01 $720,602
FNMA 30yr Pool#BY0866 5.500% 01-May-2053, 5.50%, 05/01/53 FN 3140NG6C9 - - 710,159 $710,692 $710,692 0.01 $703,580
GNMA II 30yr Pool#MA5264 4.000% 20-Jun-2048, 4.00%, 06/20/48 G2 36179TZ57 - - 765,661 $704,521 $704,521 0.01 $702,735
FNMA 30yr Pool#BW0343 4.500% 01-May-2052, 4.50%, 05/01/52 FN 3140MRLZ8 - - 705,467 $664,998 $664,998 0.01 $659,542
FHLMC 30yr Pool#QD6555 3.000% 01-Feb-2052, 3.00%, 02/01/52 FR 3133B4H81 - - 767,097 $658,608 $658,608 0.01 $653,696
FNMA 30yr Pool#BW7489 6.000% 01-Nov-2052, 6.00%, 11/01/52 FN 3140N0KB0 - - 618,859 $633,288 $633,288 0.01 $626,750
FNMA 30yr Pool#AL6842 4.000% 01-May-2045, 4.00%, 05/01/45 FN 3138EPS88 - - 638,296 $607,671 $607,671 0.01 $594,461
Sequoia Mortgage Trust 2013-5 A1 2.5% 25-MAY-2043, 2.50%, 05/25/43 SEMT 2013-5 81745AAA5 - - 697,677 $603,871 $603,871 0.01 $601,400
FHLMC 30yr Pool#SD8047 4.500% 01-Feb-2050, 4.50%, 02/01/50 FR 3132DV5G6 - - 626,877 $598,097 $598,097 0.01 $592,693
FHLMC 30yr Pool#QE1073 3.500% 01-Apr-2052, 3.50%, 04/01/52 FR 3133BAFN6 - - 657,046 $589,426 $589,426 0.01 $584,923
MHC Commercial Mortgage Trust 2021-MHC A 5.244442% 15-APR-2038, 5.24%, 04/15/38 MHC 2021-MHC 55316VAA2 - - 586,117 $588,820 $588,820 0.01 $585,835
FNMA 30yr Pool#BK9507 4.000% 01-Oct-2048, 4.00%, 10/01/48 FN 3140HPR58 - - 630,569 $586,023 $586,023 0.01 $580,979
FNMA 30yr Pool#FS9027 5.500% 01-Jul-2053, 5.50%, 07/01/53 FN 3140XRA54 - - - $584,823 $584,823 0.01 $0
Prosper Marketplace Issuance Trust, Series 2024-1 A 6.12% 15-AUG-2029, 6.12%, 08/15/29 PMIT 2024-1A 74363CAA7 - - 561,788 $562,781 $562,781 0.01 $562,112
Towd Point Mortgage Trust 2024-CES2 A1B 6.35% 25-FEB-2064, 6.35%, 02/25/64 TPMT 2024-CES2 89182JAB7 - - 546,572 $554,151 $554,151 0.01 $549,234
FHLMC 15yr Pool#SB0116 2.500% 01-Nov-2034, 2.50%, 11/01/34 FR 3132CWDV3 - - 574,344 $546,111 $546,111 0.01 $538,080
FNMA 30yr Pool#CB8119 5.000% 01-Mar-2054, 5.00%, 03/01/54 FN 3140QUAV8 - - - $542,824 $542,824 0.01 $0
FHLMC 30yr Pool#QD9191 3.500% 01-Apr-2052, 3.50%, 04/01/52 FR 3133B7F86 - - 569,988 $511,533 $511,533 0.01 $507,463
FNMA 30yr Pool#AZ0869 4.000% 01-Jul-2045, 4.00%, 07/01/45 FN 3138YR6F0 - - 532,154 $509,289 $509,289 0.01 $493,354
Upstart Securitization Trust 2021-1 C 4.06% 20-MAR-2031, 4.06%, 03/20/31 UPST 2021-1 91681NAC8 - - 459,783 $458,721 $458,721 0.01 $458,618
FNMA 30yr Pool#BV7632 4.500% 01-Apr-2052, 4.50%, 04/01/52 FN 3140MMPS1 - - 486,574 $458,714 $458,714 0.01 $454,936
FNMA 30yr Pool#CB4329 3.500% 01-Jul-2052, 3.50%, 07/01/52 FN 3140QPY35 - - 462,701 $415,433 $415,433 0.01 $412,116
FHLMC 30yr Pool#SD1414 4.000% 01-Oct-2050, 4.00%, 10/01/50 FR 3132DNSB0 - - 447,027 $413,580 $413,580 0.01 $409,796
JP Morgan Mortgage Trust 2015-4 AM 3.0% 25-JUN-2045, 3.00%, 06/25/45 JPMMT 2015-4 46644VBP0 - - 494,949 $410,698 $410,698 0.01 $408,594
FNMA 30yr Pool#FS8308 5.000% 01-Jun-2054, 5.00%, 06/01/54 FN 3140XQGS0 - - - $388,410 $388,410 0.01 $0
FNMA 30yr Pool#CA4646 3.000% 01-Feb-2048, 3.00%, 02/01/48 FN 3140QCEU6 - - 443,973 $388,145 $388,145 0.01 $384,667
FNMA 30yr Pool#BV6879 4.500% 01-Apr-2052, 4.50%, 04/01/52 FN 3140MLUD0 - - 409,602 $386,160 $386,160 0.01 $382,970
Santander Bank Auto Credit-Linked Notes, Series 2023-A B 6.493% 15-JUN-2033, 6.49%, 06/15/33 SBCLN 2023-A 80290CBU7 - - 378,425 $380,321 $380,321 0.01 $379,843
FNMA 30yr Pool#FM3447 4.000% 01-Nov-2049, 4.00%, 11/01/49 FN 3140X6ZM6 - - 371,220 $352,069 $352,069 0.01 $341,207
FHLMC 30yr Pool#QA8274 3.500% 01-Mar-2050, 3.50%, 03/01/50 FR 3133A3FP8 - - 392,773 $348,211 $348,211 0.01 $345,517
FHLMC 30yr Pool#ZN6461 4.000% 01-May-2049, 4.00%, 05/01/49 FR 3131YDFA7 - - 370,761 $342,587 $342,587 0.01 $339,528
FHLMC 30yr Pool#SD1966 4.000% 01-Nov-2052, 4.00%, 11/01/52 FR 3132DPFF0 - - 351,385 $320,035 $320,035 0.01 $319,215
FNMA 30yr Pool#FS6355 5.000% 01-Aug-2053, 5.00%, 08/01/53 FN 3140XNBZ6 - - - $312,313 $312,313 0.01 $0
FNMA 30yr Pool#AR9225 3.000% 01-Mar-2043, 3.00%, 03/01/43 FN 3138W7HB3 - - 347,262 $309,226 $309,226 0.01 $304,689
Fannie Mae REMIC Trust 2017-9 VL 3.0% 25-JUL-2028, 3.00%, 07/25/28 FNR 2017-9 3136AVYH6 - - 303,802 $305,940 $305,940 0.01 $296,702
FHLMC 30yr Pool#ZT0391 4.000% 01-Nov-2047, 4.00%, 11/01/47 FR 3132ACNG1 - - 315,753 $294,732 $294,732 0.01 $291,964
FNMA 30yr Pool#FS2548 4.000% 01-Mar-2051, 4.00%, 03/01/51 FN 3140XHZN0 - - 316,209 $294,512 $294,512 0.01 $289,874
FNMA 30yr Pool#FS2238 4.000% 01-Mar-2051, 4.00%, 03/01/51 FN 3140XHPY7 - - 309,186 $284,930 $284,930 0.01 $284,208
FHLMC 30yr Pool#QA5150 4.500% 01-Dec-2049, 4.50%, 12/01/49 FR 31346YWK5 - - 297,406 $283,668 $283,668 0.01 $281,202
FNMA 30yr Pool#AS8649 3.000% 01-Jan-2047, 3.00%, 01/01/47 FN 3138WJTF5 - - 319,477 $277,840 $277,840 0.01 $275,440
FREED ABS Trust 2021-3FP D 2.37% 18-NOV-2028, 2.37%, 11/20/28 FREED 2021-3FP 30322MAD1 - - 276,568 $275,098 $275,098 0.01 $275,025
FNMA 30yr Pool#BN3899 4.000% 01-Dec-2048, 4.00%, 12/01/48 FN 3140JLKM5 - - 285,989 $267,587 $267,587 0.00 $262,885
FNMA 30yr Pool#BO9819 4.500% 01-Dec-2049, 4.50%, 12/01/49 FN 3140K54D6 - - 280,361 $267,462 $267,462 0.00 $265,086
FHLMC 30yr Pool#ZN4240 4.500% 01-Dec-2048, 4.50%, 12/01/48 FR 3131YAV98 - - 253,218 $265,196 $265,196 0.00 $239,830
FHLMC 15yr Pool#SB0040 2.500% 01-Dec-2033, 2.50%, 12/01/33 FR 3132CWBH6 - - 267,221 $262,205 $262,205 0.00 $255,387
FHLMC 30yr Pool#RJ1505 5.000% 01-May-2054, 5.00%, 05/01/54 FR 3142GRU73 - - - $258,379 $258,379 0.00 $0
FHLMC 30yr Pool#QA1615 3.500% 01-Aug-2049, 3.50%, 08/01/49 FR 31334XYL7 - - 275,095 $245,711 $245,711 0.00 $243,659
FNMA 30yr Pool#MA3908 4.500% 01-Jan-2050, 4.50%, 01/01/50 FN 31418DKW1 - - 255,074 $245,243 $245,243 0.00 $241,165
FNMA 30yr Pool#BV7132 4.500% 01-Apr-2052, 4.50%, 04/01/52 FN 3140ML4S6 - - 187,554 $244,328 $244,328 0.00 $175,344
Santander Bank Auto Credit-Linked Notes, Series 2022-C C 6.986% 15-DEC-2032, 6.99%, 12/15/32 SBCLN 2022-C 80290CBG8 - - 242,830 $243,647 $243,647 0.00 $243,317
FNMA 30yr Pool#MA1327 3.000% 01-Jan-2043, 3.00%, 01/01/43 FN 31418APM4 - - 262,538 $233,032 $233,032 0.00 $230,696
Fannie Mae REMIC Trust 2012-126 SY 0.0% 25-NOV-2042, 0.00%, 11/25/42 FNR 2012-126 3136A9ZR2 - - 473,554 $230,860 $230,860 0.00 $230,860
FNMA 30yr Pool#BE3616 4.000% 01-May-2047, 4.00%, 05/01/47 FN 3140FPAS8 - - 242,124 $227,891 $227,891 0.00 $224,026
FNMA 30yr Pool#MA3687 4.000% 01-Jun-2049, 4.00%, 06/01/49 FN 31418DCZ3 - - 243,850 $226,677 $226,677 0.00 $223,541
FNMA 30yr Pool#BW0081 4.500% 01-Apr-2052, 4.50%, 04/01/52 FN 3140MRCT2 - - 231,487 $218,206 $218,206 0.00 $216,418
GNMA II 30yr Pool#MA5192 4.000% 20-May-2048, 4.00%, 05/20/48 G2 36179TXV2 - - 228,720 $210,671 $210,671 0.00 $210,137
FHLMC 30yr Pool#RA1088 4.500% 01-Jul-2049, 4.50%, 07/01/49 FR 3133KGF52 - - 205,923 $196,363 $196,363 0.00 $194,670
FNMA 30yr Pool#BW0072 4.500% 01-Apr-2052, 4.50%, 04/01/52 FN 3140MRCJ4 - - 171,885 $192,482 $192,482 0.00 $160,708
FNMA 30yr Pool#AB6280 3.000% 01-Sep-2042, 3.00%, 09/01/42 FN 31417C6S9 - - 210,002 $191,671 $191,671 0.00 $184,532
FHLMC 30yr Pool#SD8040 4.500% 01-Jan-2050, 4.50%, 01/01/50 FR 3132DV4Z5 - - 193,971 $188,986 $188,986 0.00 $183,394
FNMA 30yr Pool#CA4185 4.500% 01-Sep-2049, 4.50%, 09/01/49 FN 3140QBUK2 - - 184,805 $176,279 $176,279 0.00 $174,706
FNMA 30yr Pool#CA4035 4.500% 01-Aug-2049, 4.50%, 08/01/49 FN 3140QBPV4 - - 183,349 $174,846 $174,846 0.00 $173,329
FNMA 30yr Pool#BO2983 3.000% 01-Sep-2049, 3.00%, 09/01/49 FN 3140JXJ58 - - 198,080 $172,163 $172,163 0.00 $170,722
FHLMC 30yr Pool#ZT1320 4.000% 01-Nov-2048, 4.00%, 11/01/48 FR 3132ADPD4 - - 170,350 $159,140 $159,140 0.00 $156,589
FNMA 30yr Pool#AB7563 3.000% 01-Jan-2043, 3.00%, 01/01/43 FN 31417EMM0 - - 175,815 $157,033 $157,033 0.00 $155,470
FHLMC 30yr Pool#ZA7158 4.500% 01-Jun-2049, 4.50%, 06/01/49 FR 31329Q5T4 - - 160,123 $151,993 $151,993 0.00 $150,562
FNMA 30yr Pool#FS2546 4.000% 01-Mar-2051, 4.00%, 03/01/51 FN 3140XHZL4 - - 158,565 $147,367 $147,367 0.00 $145,755
GNMA II 30yr Pool#BK5879 4.500% 20-Nov-2048, 4.50%, 11/20/48 G2 3617J6Q80 - - 142,953 $136,129 $136,129 0.00 $135,753
FNMA 30yr Pool#MA1229 3.000% 01-Oct-2042, 3.00%, 10/01/42 FN 31418ALK2 - - 149,459 $133,292 $133,292 0.00 $131,913
GNMA II 30yr Pool#MA5753 4.000% 20-Feb-2049, 4.00%, 02/20/49 G2 36179UMA7 - - 147,288 $132,421 $132,421 0.00 $132,077
FNMA 20yr Pool#AB9283 3.000% 01-Apr-2038, 3.00%, 04/01/38 FN 31417GJ56 - - 138,020 $123,300 $123,300 0.00 $121,706
FNMA 30yr Pool#BV7131 4.500% 01-Apr-2052, 4.50%, 04/01/52 FN 3140ML4R8 - - 130,200 $122,738 $122,738 0.00 $121,726
GNMA II 30yr Pool#BF6874 4.500% 20-Jul-2048, 4.50%, 07/20/48 G2 3617GDT77 - - 128,590 $122,141 $122,141 0.00 $121,804
GNMA II 30yr Pool#MA5866 4.000% 20-Apr-2049, 4.00%, 04/20/49 G2 36179UQT2 - - 134,361 $121,298 $121,298 0.00 $120,984
FNMA 30yr Pool#BU4910 5.500% 01-Sep-2054, 5.50%, 09/01/54 FN 3140M6N41 - - - $117,822 $117,822 0.00 $0
FNMA 30yr Pool#BM3282 3.500% 01-Dec-2047, 3.50%, 12/01/47 FN 3140J7UG8 - - 123,703 $113,498 $113,498 0.00 $111,449
FHLMC 30yr Pool#ZT1633 4.000% 01-Mar-2047, 4.00%, 03/01/47 FR 3132ADY69 - - 113,824 $111,425 $111,425 0.00 $105,474
FNMA 30yr Pool#CA3683 4.500% 01-Jun-2049, 4.50%, 06/01/49 FN 3140QBCV8 - - 112,627 $109,745 $109,745 0.00 $106,472
FNMA 30yr Pool#CA0108 3.500% 01-Aug-2047, 3.50%, 08/01/47 FN 3140Q7DN4 - - 112,178 $103,086 $103,086 0.00 $101,066
FHLMC 30yr Pool#QE0318 4.500% 01-Mar-2052, 4.50%, 03/01/52 FR 3133B9K78 - - 109,212 $102,971 $102,971 0.00 $102,111
Fannie Mae REMIC Trust 2013-130 FN 4.81817% 25-OCT-2042, 4.82%, 10/25/42 FNR 2013-130 3136AHG53 - - 100,548 $99,170 $99,170 0.00 $98,807
FHLMC 30yr Pool#ZM7577 4.500% 01-Aug-2048, 4.50%, 08/01/48 FR 3131Y2M21 - - 101,141 $96,633 $96,633 0.00 $95,785
FNMA 30yr Pool#BJ8459 3.000% 01-Aug-2049, 3.00%, 08/01/49 FN 3140HAMH0 - - 102,009 $90,488 $90,488 0.00 $85,846
FNMA 30yr Pool#BO4113 3.000% 01-Aug-2049, 3.00%, 08/01/49 FN 3140JYSB3 - - 92,697 $78,697 $78,697 0.00 $78,010
FHLMC 30yr Pool#ZM7926 5.000% 01-Sep-2048, 5.00%, 09/01/48 FR 3131Y2YX0 - - 78,659 $77,312 $77,312 0.00 $76,593
Sequoia Mortgage Trust 2019-CH3 A19 4.0% 25-OCT-2049, 4.00%, 09/25/49 SEMT 2019-CH3 81748GBN0 - - 84,713 $75,947 $75,947 0.00 $75,467
FNMA 30yr Pool#BY0334 6.000% 01-May-2053, 6.00%, 05/01/53 FN 3140NGLQ1 - - - $75,251 $75,251 0.00 $0
FNMA 30yr Pool#MA1447 3.000% 01-May-2043, 3.00%, 05/01/43 FN 31418ATD0 - - 81,122 $71,829 $71,829 0.00 $71,176
FHLMC 30yr Pool#QA2159 3.000% 01-Aug-2049, 3.00%, 08/01/49 FR 31334YMG9 - - 84,013 $71,289 $71,289 0.00 $70,702
FNMA 30yr Pool#AS8547 3.000% 01-Nov-2046, 3.00%, 11/01/46 FN 3138WJP93 - - 72,742 $62,886 $62,886 0.00 $62,372
FNMA 30yr Pool#BD2453 3.000% 01-Jan-2047, 3.00%, 01/01/47 FN 3140F9WP6 - - 71,526 $62,687 $62,687 0.00 $61,862
FHLMC 15yr Pool#ZK8962 3.000% 01-Sep-2032, 3.00%, 09/01/32 FR 3131XC5X1 - - 62,426 $60,989 $60,989 0.00 $59,921
Fannie Mae REMIC Trust 2006-20 GF 4.81817% 25-APR-2036, 4.82%, 04/25/36 FNR 2006-20 31395BU43 - - 60,073 $59,533 $59,533 0.00 $59,316
FHLMC 15yr Pool#ZS7403 3.000% 01-May-2031, 3.00%, 05/01/31 FR 3132A8GL7 - - 57,502 $57,410 $57,410 0.00 $55,884
Fannie Mae REMIC Trust 2010-109 BS 5.89061% 25-OCT-2040, 5.89%, 10/25/40 FNR 2010-109 31398NTM6 - - 41,248 $53,885 $53,885 0.00 $53,531
Freddie Mac Multiclass Certificates, Series 3380 FM 5.04919% 15-OCT-2037, 5.04%, 10/15/37 FHR 3380 31397KTJ0 - - 46,165 $45,981 $45,981 0.00 $45,936
Freddie Mac Multiclass Certificates, Series 3721 FB 4.95919% 15-SEP-2040, 4.95%, 09/15/40 FHR 3721 3137GAD20 - - 45,667 $45,358 $45,358 0.00 $45,314
FNMA 15yr Pool#BO5957 3.000% 01-Dec-2034, 3.00%, 12/01/34 FN 3140K1TP1 - - 46,500 $44,693 $44,693 0.00 $44,089
Saluda Grade Alternative Mortgage Trust 2023-FIG3 A 7.067% 25-AUG-2053, 7.07%, 08/25/53 GRADE 79582AAA5 - - - $42,677 $42,677 0.00 $0
FNMA 15yr Pool#BO7717 3.000% 01-Nov-2034, 3.00%, 11/01/34 FN 3140K3SF0 - - 43,936 $42,378 $42,378 0.00 $41,766
Ginnie Mae REMIC Trust 2008-013 FB 4.93307% 20-FEB-2038, 4.94%, 02/20/38 GNR 2008-13 38375PNL1 - - 42,156 $41,765 $41,765 0.00 $41,754
FNMA 30yr Pool#BO1857 4.500% 01-Aug-2049, 4.50%, 08/01/49 FN 3140JWB33 - - 43,342 $41,332 $41,332 0.00 $40,978
FNMA 30yr Pool#BC0870 3.500% 01-Jan-2046, 3.50%, 01/01/46 FN 3140EU6G9 - - 38,661 $34,959 $34,959 0.00 $34,650
FHLMC 15yr Pool#ZK9163 3.000% 01-Jan-2033, 3.00%, 01/01/33 FR 3131XDFC4 - - 35,505 $34,707 $34,707 0.00 $34,057
Ginnie Mae REMIC Trust 2007-040 FG 4.75307% 20-JUL-2037, 4.76%, 07/20/37 GNR 2007-40 38375KZS4 - - 32,426 $31,977 $31,977 0.00 $31,969
Ginnie Mae REMIC Trust 2004-069 CF 4.83307% 20-JUL-2034, 4.84%, 07/20/34 GNR 2004-69 38374JAT3 - - 28,618 $28,455 $28,455 0.00 $28,447
FNMA 30yr Pool#BX4782 5.500% 01-Mar-2053, 5.50%, 03/01/53 FN 3140N9J49 - - - $26,655 $26,655 0.00 $0
Ginnie Mae REMIC Trust 2010-133 FD 4.87315% 16-OCT-2040, 4.87%, 10/16/40 GNR 2010-133 38377MHV1 - - 26,405 $26,357 $26,357 0.00 $26,335
Fannie Mae REMIC Trust 2013-2 QF 4.96817% 25-FEB-2043, 4.97%, 02/25/43 FNR 2013-2 3136AB4P5 - - 26,012 $25,862 $25,862 0.00 $25,765
Ginnie Mae REMIC Trust 2007-059 FA 4.93307% 20-OCT-2037, 4.94%, 10/20/37 GNR 2007-59 38375LPU8 - - 25,678 $25,457 $25,457 0.00 $25,450
FHLMC 30yr Pool#ZN2165 4.500% 01-Dec-2048, 4.50%, 12/01/48 FR 3131Y8MN2 - - 23,788 $22,752 $22,752 0.00 $22,538
FNMA 30yr Pool#BX4791 5.500% 01-Feb-2053, 5.50%, 02/01/53 FN 3140N9KD7 - - - $22,265 $22,265 0.00 $0
Ginnie Mae REMIC Trust 2004-059 FP 4.74315% 16-AUG-2034, 4.74%, 08/16/34 GNR 2004-59 38374HYS3 - - 20,748 $20,584 $20,584 0.00 $20,567
Ginnie Mae REMIC Trust 2007-037 FW 4.74307% 20-JUN-2037, 4.75%, 06/20/37 GNR 2007-37 38375KNR9 - - 20,869 $20,546 $20,546 0.00 $20,540
Ginnie Mae REMIC Trust 2008-016 FC 4.93307% 20-FEB-2038, 4.94%, 02/20/38 GNR 2008-16 383742FU2 - - 20,649 $20,478 $20,478 0.00 $20,472
Ginnie Mae REMIC Trust 2005-065 FA 4.58307% 20-AUG-2035, 4.59%, 08/20/35 GNR 2005-65 38374LL25 - - 20,643 $20,276 $20,276 0.00 $20,270
Freddie Mac Multiclass Certificates, Series 2426 FL 5.10919% 15-MAR-2032, 5.10%, 03/15/32 FHR 2426 31339W7G5 - - 19,709 $19,727 $19,727 0.00 $19,707
Fannie Mae REMIC Trust 2002-53 FK 4.86817% 25-APR-2032, 4.87%, 04/25/32 FNR 2002-53 31392EHN3 - - 19,218 $19,163 $19,163 0.00 $19,093
Ginnie Mae REMIC Trust 2005-048 AF 4.63307% 20-JUN-2035, 4.64%, 06/20/35 GNR 2005-48 38374LHM6 - - 17,237 $16,971 $16,971 0.00 $16,966
FHLMC 30yr Pool#QG2537 5.500% 01-May-2053, 5.50%, 05/01/53 FR 3133C2ZA9 - - - $16,744 $16,744 0.00 $0
Fannie Mae REMIC Trust 2005-83 KT 4.76817% 25-OCT-2035, 4.77%, 10/25/35 FNR 2005-83 31394FUL7 - - 16,269 $16,116 $16,116 0.00 $16,058
FHLMC 30yr Pool#ZT0252 3.000% 01-Dec-2047, 3.00%, 12/01/47 FR 3132ACH52 - - 17,927 $15,853 $15,853 0.00 $15,505
Fannie Mae REMIC Trust 2007-89 GF 4.98817% 25-SEP-2037, 4.99%, 09/25/37 FNR 2007-89 31396XPM0 - - 15,266 $15,282 $15,282 0.00 $15,225
FHLMC 30yr Pool#QG4267 5.500% 01-Jun-2053, 5.50%, 06/01/53 FR 3133C4W42 - - - $15,098 $15,098 0.00 $0
Freddie Mac Multiclass Certificates, Series 2551 FD 4.85919% 15-JAN-2033, 4.85%, 01/15/33 FHR 2551 31393JAZ1 - - 13,653 $13,582 $13,582 0.00 $13,570
Ginnie Mae REMIC Trust 2012-075 FP 4.73307% 20-JUL-2041, 4.74%, 07/20/41 GNR 2012-75 38378EZ55 - - 12,932 $12,863 $12,863 0.00 $12,860
FHLMC 30yr Pool#ZM2269 3.000% 01-Dec-2046, 3.00%, 12/01/46 FR 3131XVQW8 - - 13,353 $11,639 $11,639 0.00 $11,538
Freddie Mac Multiclass Certificates, Series 2410, excluding Group 6 FX 4.80919% 15-FEB-2032, 4.80%, 02/15/32 FHR 2410 31339NJN7 - - 10,914 $10,862 $10,862 0.00 $10,852
Fannie Mae REMIC Trust 2003-87 FG 4.96817% 25-SEP-2033, 4.97%, 09/25/33 FNR 2003-87 31393E4W6 - - 10,796 $10,803 $10,803 0.00 $10,762
Ginnie Mae REMIC Trust 2007-061 FA 4.93307% 20-OCT-2037, 4.94%, 10/20/37 GNR 2007-61 38375LLN8 - - 10,708 $10,617 $10,617 0.00 $10,614
FNMA 15yr Pool#AS8207 2.500% 01-Oct-2031, 2.50%, 10/01/31 FN 3138WJDM7 - - 10,671 $10,444 $10,444 0.00 $10,203
Fannie Mae REMIC Trust 2010-123 FL 4.89817% 25-NOV-2040, 4.90%, 11/25/40 FNR 2010-123 31398N2W3 - - 10,452 $10,412 $10,412 0.00 $10,374
Freddie Mac Multiclass Certificates, Series 3738 FD 4.75919% 15-AUG-2040, 4.75%, 08/15/40 FHR 3738 3137GAYQ4 - - 9,921 $9,920 $9,920 0.00 $9,911
Freddie Mac Multiclass Certificates, Series 3028 FM 4.70919% 15-SEP-2035, 4.70%, 09/15/35 FHR 3028 31396AFB5 - - 9,753 $9,691 $9,691 0.00 $9,683
FNMA 15yr Pool#BM1036 2.500% 01-Feb-2032, 2.50%, 02/01/32 FN 3140J5EJ4 - - 9,332 $9,186 $9,186 0.00 $8,923
FNMA 15yr Pool#AS7643 2.500% 01-Aug-2031, 2.50%, 08/01/31 FN 3138WHP55 - - 9,240 $9,107 $9,107 0.00 $8,836
GNMA II 30yr Pool#BK6072 5.000% 20-Jan-2049, 5.00%, 01/20/49 G2 3617J6W91 - - 9,243 $9,020 $9,020 0.00 $8,993
Fannie Mae REMIC Trust 2002-16 VF 5.01817% 25-APR-2032, 5.02%, 04/25/32 FNR 2002-16 31392CWW0 - - 8,492 $8,511 $8,511 0.00 $8,479
FNMA 30yr Pool#BY0360 5.500% 01-Jun-2053, 5.50%, 06/01/53 FN 3140NGMJ6 - - - $8,297 $8,297 0.00 $0
Fannie Mae REMIC Trust 2012-100 FG 4.86817% 25-SEP-2042, 4.87%, 09/25/42 FNR 2012-100 3136A8QW3 - - 8,308 $8,221 $8,221 0.00 $8,191
FHLMC 15yr Pool#ZK8405 2.500% 01-Dec-2031, 2.50%, 01/22/31 FR 3131XCKS5 - - 7,982 $7,816 $7,816 0.00 $7,620
FNMA 30yr Pool#BY0332 5.500% 01-May-2053, 5.50%, 05/01/53 FN 3140NGLN8 - - - $7,805 $7,805 0.00 $0
Ginnie Mae REMIC Trust 2007-018 FD 4.73307% 20-APR-2037, 4.74%, 04/20/37 GNR 2007-18 38375JC86 - - 7,579 $7,458 $7,458 0.00 $7,456
Ginnie Mae REMIC Trust 2010-006 FG 5.04315% 16-JAN-2040, 5.04%, 01/16/40 GNR 2010-6 38376TSC7 - - 7,309 $7,260 $7,260 0.00 $7,254
Fannie Mae REMIC Trust 2010-95 FB 4.86817% 25-SEP-2040, 4.87%, 09/25/40 FNR 2010-95 31398NEX8 - - 7,235 $7,217 $7,217 0.00 $7,191
FHLMC 30yr Pool#QG2104 5.500% 01-May-2053, 5.50%, 05/01/53 FR 3133C2KR8 - - - $7,042 $7,042 0.00 $0
FNMA 30yr Pool#MA3694 4.500% 01-Jul-2049, 4.50%, 07/01/49 FN 31418DC83 - - 4,928 $4,743 $4,743 0.00 $4,659
Ginnie Mae REMIC Trust 1999-27 FE 4.84315% 16-AUG-2029, 4.84%, 08/16/29 GNR 1999-27 3837H2WA3 - - 3,964 $3,959 $3,959 0.00 $3,955
Freddie Mac Multiclass Certificates, Series 2469 FE 4.95919% 15-JUL-2032, 4.95%, 07/15/32 FHR 2469 31392RC58 - - 2,550 $2,544 $2,544 0.00 $2,542
FHLMC 30yr Pool#ZN0650 3.000% 01-Mar-2043, 3.00%, 03/01/43 FR 3131Y6WK1 - - 2,299 $2,045 $2,045 0.00 $2,017
Ginnie Mae REMIC Trust 2010-125 VF 4.78307% 20-JUN-2040, 4.79%, 06/20/40 GNR 2010-125 38377JYJ6 - - 409.00 $406 $406 0.00 $406
US 2YR NOTE (CBT) Jun25 JUN 25 TUM5 FUTURES_USD - 2,466 $509,363,861 $0 0.00 $0
US 10YR NOTE (CBT)Jun25 JUN 25 TYM5 FUTURES_USD - -246.00 $-26,937,000 $0 0.00 $0
US 10yr Ultra Fut Jun25 JUN 25 UXYM5 FUTURES_USD - -452.00 $-50,214,375 $0 0.00 $0
US ULTRA BOND CBT Jun25 JUN 25 WNM5 FUTURES_USD - -795.00 $-90,182,812 $0 0.00 $0
US 5YR NOTE (CBT) Jun25 JUN 25 FVM5 FUTURES_USD - 1,725 $185,194,922 $0 0.00 $0
GNMA II TBA 30yr 6.5% June Delivery, 6.50%, 06/23/25 G2SF 21H062669 - - -9,700,000 $-9,871,399 $-9,871,399 -0.18 $-9,871,399
UMBS TBA 30yr 3.5% June Delivery, 3.50%, 06/12/25 FNCL 01F032666 - - -154,153,000 $-134,868,151 $-134,868,151 -2.51 $-134,868,151
UMBS TBA 30yr 6% June Delivery, 6.00%, 06/12/25 FNCL 01F060667 - - -250,976,000 $-251,784,143 $-251,784,143 -4.69 $-251,784,143
UMBS TBA 30yr 4.5% June Delivery, 4.50%, 06/12/25 FNCL 01F042665 - - -370,562,390 $-345,157,744 $-345,157,744 -6.43 $-345,157,744
UMBS TBA 30yr 5% June Delivery, 5.00%, 06/12/25 FNCL 01F050668 - - -526,714,000 $-504,199,610 $-504,199,610 -9.39 $-504,199,610
UMBS TBA 30yr 4% June Delivery, 4.00%, 06/12/25 FNCL 01F040669 - - -575,916,155 $-520,980,665 $-520,980,665 -9.70 $-520,980,665
UMBS TBA 30yr 5.5% June Delivery, 5.50%, 06/12/25 FNCL 01F052664 - - -995,855,851 $-976,996,333 $-976,996,333 -18.19 $-976,996,333
SEGREGATED CASH SEGCASH - $0.00 23,311,007 $23,311,007 $23,311,007 0.43 $23,311,007
ALMSUM ALMSUM - $0.00 - $0 $0 0.00 $0
US DOLLARS USD MD_142224 - - -1,707,209,956 $-1,707,209,956 $-1,707,209,956 -31.78 $-1,707,209,956
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?