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 July 8, 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% August Delivery, 2.50%, 08/13/25 FNCL 01F022683 - - 1,691,910,894 $1,388,261,954 $1,388,261,954 23.67 $1,388,261,954
UMBS TBA 30yr 3% August Delivery, 3.00%, 08/13/25 FNCL 01F030686 - - 892,185,354 $763,689,251 $763,689,251 13.02 $763,689,251
GNMA II TBA 30yr 5% July Delivery, 5.00%, 07/21/25 G2SF 21H050672 - - 388,826,194 $379,108,261 $379,108,261 6.47 $379,108,261
UMBS TBA 30yr 2% August Delivery, 2.00%, 08/13/25 FNCL 01F020687 - - 402,248,255 $315,134,959 $315,134,959 5.38 $315,134,959
GNMA II TBA 30yr 5.5% July Delivery, 5.50%, 07/21/25 G2SF 21H052678 - - 253,922,000 $253,006,865 $253,006,865 4.32 $253,006,865
GNMA II TBA 30yr 4.5% July Delivery, 4.50%, 07/21/25 G2SF 21H042679 - - 259,406,488 $246,097,898 $246,097,898 4.20 $246,097,898
UMBS TBA 30yr 6% August Delivery, 6.00%, 08/13/25 FNCL 01F060683 - - 213,767,000 $216,368,544 $216,368,544 3.70 $216,368,544
FNMA 30yr Pool#CB9430 5.500% 01-Nov-2054, 5.50%, 11/01/54 FN 3140QVPQ1 - - 190,220,618 $191,768,492 $191,768,492 3.28 $189,988,302
GNMA II TBA 30yr 3% July Delivery, 3.00%, 07/21/25 G2SF 21H030674 - - 187,159,962 $164,042,712 $164,042,712 2.81 $164,042,712
Fannie Mae REMIC Trust 2025-12 FC 5.42197% 25-MAR-2055, 5.41%, 03/25/55 FNR 2025-12 3136BVFC7 - - 160,086,318 $159,714,545 $159,714,545 2.73 $159,378,042
UMBS TBA 30yr 6.5% August Delivery, 6.50%, 08/13/25 FNCL 01F062689 - - 132,991,000 $136,896,946 $136,896,946 2.34 $136,896,946
FHLMC 30yr Pool#RJ2853 5.000% 01-Dec-2054, 5.00%, 12/01/54 FR 3142GTE36 - - 136,465,796 $136,073,425 $136,073,425 2.33 $133,901,357
GNMA II TBA 30yr 3.5% July Delivery, 3.50%, 07/21/25 G2SF 21H032670 - - 147,859,377 $133,020,949 $133,020,949 2.28 $133,020,949
FNMA 30yr Pool#FS1133 4.000% 01-Oct-2051, 4.00%, 10/01/51 FN 3140XGHK8 - - 118,808,766 $112,568,396 $112,568,396 1.93 $110,870,928
FHLMC 30yr Pool#SL0335 5.500% 01-Feb-2055, 5.50%, 02/01/55 FR 31427MLR0 - - 108,898,458 $110,504,299 $110,504,299 1.89 $108,707,621
GNMA II TBA 30yr 4% July Delivery, 4.00%, 07/21/25 G2SF 21H040673 - - 114,954,688 $106,291,128 $106,291,128 1.82 $106,291,128
FNMA 30yr Pool#FM7460 4.000% 01-Mar-2051, 4.00%, 03/01/51 FN 3140XBJE1 - - 111,111,181 $105,176,357 $105,176,357 1.80 $103,687,633
Freddie Mac Multiclass Certificates, Series 5544 FC 5.35068% 25-JUN-2055, 5.31%, 06/25/55 FHR 5544 3137HLNP3 - - 93,402,418 $93,532,264 $93,532,264 1.60 $93,339,564
FNMA 30yr Pool#FS9022 5.500% 01-Aug-2054, 5.50%, 08/01/54 FN 3140XRAY1 - - 81,428,797 $81,892,982 $81,892,982 1.41 $81,311,526
FNMA 30yr Pool#FS8993 6.000% 01-Jul-2054, 6.00%, 07/01/54 FN 3140XQ7F8 - - 77,833,379 $81,192,153 $81,192,153 1.39 $79,309,008
FHLMC 30yr Pool#RJ4363 5.500% 01-Jun-2055, 5.50%, 06/01/55 FR 3142GUZ55 - - 77,857,218 $79,212,229 $79,212,229 1.35 $78,458,050
FNMA 30yr Pool#FA0574 5.500% 01-Jan-2055, 5.50%, 01/01/55 FN 3140W0T88 - - 73,005,572 $74,929,390 $74,929,390 1.28 $73,625,957
FNMA 30yr Pool#FA0573 5.000% 01-Jan-2055, 5.00%, 01/01/55 FN 3140W0T70 - - 64,241,305 $64,095,172 $64,095,172 1.09 $63,227,241
FHLMC 30yr Pool#SL1188 5.500% 01-Apr-2055, 5.50%, 04/01/55 FR 31427NKA6 - - 60,190,833 $61,039,708 $61,039,708 1.04 $60,600,248
FHLMC 30yr Pool#QX7566 5.500% 01-Mar-2055, 5.50%, 03/01/55 FR 31426DMQ2 - - 56,620,839 $56,952,420 $56,952,420 0.97 $56,551,688
Fannie Mae REMIC Trust 2025-9 FA 5.52197% 25-MAR-2055, 5.51%, 03/25/55 FNR 2025-9 3136BVDC9 - - 52,284,960 $52,335,616 $52,335,616 0.89 $52,223,679
FNMA 30yr Pool#CB9613 5.500% 01-Dec-2054, 5.50%, 12/01/54 FN 3140QVVF8 - - 48,617,282 $49,429,211 $49,429,211 0.84 $48,557,905
FHLMC 30yr Pool#SL1146 5.000% 01-Mar-2055, 5.00%, 03/01/55 FR 31427NHY8 - - 49,453,218 $48,860,743 $48,860,743 0.83 $48,208,991
FHLMC 30yr Pool#SD7343 5.500% 01-Jan-2055, 5.50%, 01/01/55 FR 3132DVEQ4 - - 46,971,610 $47,963,980 $47,963,980 0.82 $47,298,442
FNMA 30yr Pool#FS9779 5.500% 01-Nov-2054, 5.50%, 11/01/54 FN 3140XR2M6 - - 44,757,277 $45,929,094 $45,929,094 0.78 $45,055,164
FHLMC 30yr Pool#SL0046 6.000% 01-Jan-2055, 6.00%, 01/01/55 FR 31427MBQ3 - - 43,276,775 $45,379,147 $45,379,147 0.77 $44,097,252
FNMA 30yr Pool#FA1951 6.000% 01-Jun-2055, 6.00%, 06/01/55 FN 3140W2EZ0 - - 41,732,743 $43,326,277 $43,326,277 0.74 $42,553,909
FHLMC 30yr Pool#ZT2413 4.000% 01-Feb-2041, 4.00%, 02/01/41 FR 3132AEVE3 - - 42,727,202 $41,882,271 $41,882,271 0.71 $41,063,706
New Residential Mortgage LLC 6.545% 25-MAR-2032, 6.54%, 03/25/32 NZES 2025-FHT 64832EAA7 - - 41,660,756 $41,848,607 $41,848,607 0.71 $41,742,569
FNMA 30yr Pool#FA1557 6.000% 01-May-2055, 6.00%, 05/01/55 FN 3140W1WT6 - - 40,353,727 $41,794,368 $41,794,368 0.71 $41,118,786
FNMA 40yr Pool#BF0646 2.500% 01-Jun-2062, 2.50%, 06/01/62 FN 3140FXWG3 - - 50,623,207 $41,478,035 $41,478,035 0.71 $41,035,829
FNMA 30yr Pool#FS8881 4.500% 01-Sep-2053, 4.50%, 09/01/53 FN 3140XQ2P1 - - 42,048,266 $41,084,378 $41,084,378 0.70 $40,394,990
FHLMC 30yr Pool#SL0938 4.000% 01-Jul-2050, 4.00%, 07/01/50 FR 31427NBG3 - - 40,215,408 $38,863,142 $38,863,142 0.66 $38,300,282
FHLMC 30yr Pool#SI2101 4.000% 01-Sep-2048, 4.00%, 09/01/48 FR 3133USKN0 - - 40,567,771 $38,435,122 $38,435,122 0.65 $37,925,142
FNMA 30yr Pool#FA0576 5.500% 01-Jan-2055, 5.50%, 01/01/55 FN 3140W0UA1 - - 37,258,899 $37,905,811 $37,905,811 0.65 $37,525,131
FNMA 30yr Pool#CB8694 6.000% 01-Jun-2054, 6.00%, 06/01/54 FN 3140QUUU8 - - 35,814,387 $37,747,085 $37,747,085 0.64 $36,971,603
FNMA 40yr Pool#BF0598 2.500% 01-Mar-2062, 2.50%, 03/01/62 FN 3140FXUY6 - - 45,169,350 $36,954,341 $36,954,341 0.63 $36,614,861
FNMA 30yr Pool#FS9794 5.000% 01-Nov-2054, 5.00%, 11/01/54 FN 3140XR3C7 - - 36,131,939 $36,298,712 $36,298,712 0.62 $35,561,588
FHLMC 30yr Pool#SL0286 5.000% 01-Jan-2055, 5.00%, 01/01/55 FR 31427MJ85 - - 35,965,692 $35,929,364 $35,929,364 0.61 $35,251,833
FNMA 30yr Pool#FA0034 5.000% 01-Nov-2054, 5.00%, 11/01/54 FN 3140W0BC8 - - 36,036,966 $35,725,859 $35,725,859 0.61 $35,359,767
JP MORGAN MORTGAGE TRUST 2 5.777% 55, 5.50%, 11/25/55 JPMMT 2025-5MPR 46593VAD9 - - 35,517,522 $35,618,359 $35,618,359 0.61 $35,412,160
FHLMC 30yr Pool#SL0208 5.000% 01-Dec-2054, 5.00%, 12/01/54 FR 31427MGS4 - - 34,229,507 $34,182,225 $34,182,225 0.58 $33,689,186
FNMA 30yr Pool#FA0635 5.000% 01-Jan-2055, 5.00%, 01/01/55 FN 3140W0V51 - - 33,460,523 $33,180,736 $33,180,736 0.57 $32,618,667
FNMA 30yr Pool#FA0603 4.500% 01-Sep-2051, 4.50%, 09/01/51 FN 3140W0U52 - - 33,738,197 $33,029,033 $33,029,033 0.56 $32,521,400
UMBS TBA 30yr 5.5% August Delivery, 5.50%, 08/13/25 FNCL 01F052680 - - 32,774,000 $32,557,692 $32,557,692 0.55 $32,557,692
FNMA 40yr Pool#BF0698 3.500% 01-Dec-2062, 3.50%, 12/01/62 FN 3140FXX49 - - 36,454,582 $32,367,628 $32,367,628 0.55 $32,195,156
FNMA 30yr Pool#FS9788 5.500% 01-Nov-2054, 5.50%, 11/01/54 FN 3140XR2W4 - - 31,104,961 $31,884,275 $31,884,275 0.54 $31,119,553
FNMA 30yr Pool#CB5580 4.500% 01-Oct-2052, 4.50%, 10/01/52 FN 3140QRFW8 - - 32,480,877 $31,209,489 $31,209,489 0.53 $30,848,404
FNMA 30yr Pool#CB6051 4.500% 01-Apr-2053, 4.50%, 04/01/53 FN 3140QRWM1 - - 32,073,630 $31,073,543 $31,073,543 0.53 $30,454,159
FNMA 30yr Pool#BW7371 5.500% 01-Feb-2053, 5.50%, 02/01/53 FN 3140N0FM2 - - 30,373,304 $30,942,040 $30,942,040 0.53 $30,719,330
FHLMC 30yr Pool#SD6982 5.000% 01-Nov-2054, 5.00%, 11/01/54 FR 3132DUXK8 - - 30,484,970 $30,260,568 $30,260,568 0.52 $30,024,637
FNMA 30yr Pool#FS8335 4.500% 01-Jan-2051, 4.50%, 01/01/51 FN 3140XQHM2 - - 30,905,033 $30,216,672 $30,216,672 0.51 $29,790,416
FNMA 30yr Pool#FS3883 4.500% 01-Feb-2053, 4.50%, 02/01/53 FN 3140XKJ50 - - 30,984,033 $29,858,298 $29,858,298 0.51 $29,557,688
NRM MSR-Collateralized Notes, Series 2024-FNT1 A 7.398% 25-NOV-2029, 7.40%, 11/25/31 NZES 2024-FNT1 62956YAA7 - - 29,571,369 $29,835,113 $29,835,113 0.51 $29,750,036
FNMA 30yr Pool#CB6394 4.500% 01-Feb-2053, 4.50%, 02/01/53 FN 3140QSC82 - - 31,040,450 $29,649,506 $29,649,506 0.51 $29,448,474
FNMA 30yr Pool#FS3520 4.500% 01-Nov-2052, 4.50%, 11/01/52 FN 3140XJ4E0 - - 29,903,329 $28,736,314 $28,736,314 0.49 $28,402,736
FNMA 30yr Pool#FS8681 4.500% 01-Oct-2050, 4.50%, 10/01/50 FN 3140XQUF2 - - 28,976,101 $28,238,467 $28,238,467 0.48 $27,931,053
FHLMC 30yr Pool#SL0367 4.500% 01-Dec-2054, 4.50%, 12/01/54 FR 31427MMR9 - - 29,202,828 $27,929,582 $27,929,582 0.48 $27,738,790
FHLMC 30yr Pool#SD7138 5.000% 01-Nov-2054, 5.00%, 11/01/54 FR 3132DU4X2 - - 27,633,653 $27,341,213 $27,341,213 0.47 $27,114,367
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-HQA3 M2 6.40517% 25-SEP-2041, 6.41%, 09/25/41 STACR 2021-HQA3 35564KJP5 - - 26,457,865 $26,771,811 $26,771,811 0.46 $26,705,907
FHLMC 30yr Pool#SD3271 5.500% 01-Jun-2053, 5.50%, 06/01/53 FR 3132DQT48 - - 26,331,003 $26,723,118 $26,723,118 0.46 $26,536,765
RCKT Mortgage Trust 2025-CES5 A1A 5.687% 25-MAY-2055, 5.69%, 05/25/55 RCKT 2025-CES5 74942CAA7 - - 25,219,945 $25,448,991 $25,448,991 0.43 $25,297,597
FNMA 30yr Pool#FS6257 4.000% 01-Jun-2053, 4.00%, 06/01/53 FN 3140XM5T9 - - 26,528,781 $24,864,373 $24,864,373 0.42 $24,520,462
FNMA 30yr Pool#FS9239 4.500% 01-Jan-2051, 4.50%, 01/01/51 FN 3140XRHR9 - - 25,159,330 $24,619,898 $24,619,898 0.42 $24,251,937
FNMA 30yr Pool#CB9642 5.000% 01-Dec-2054, 5.00%, 12/01/54 FN 3140QVWC4 - - 23,542,905 $23,446,472 $23,446,472 0.40 $23,137,816
PRET 2025-RPL3 Trust A1 4.15% 25-APR-2065, 4.15%, 04/25/65 PRET 2025-RPL3 69382RAA1 - - 23,621,523 $23,138,718 $23,138,718 0.39 $22,595,364
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2025-HQA1 M2 5.95517% 25-FEB-2045, 5.96%, 02/25/45 STACR 2025-HQA1 35564NHA4 - - 23,060,148 $23,107,764 $23,107,764 0.39 $23,054,359
FHLMC 30yr Pool#SD6989 5.500% 01-Nov-2054, 5.50%, 11/01/54 FR 3132DUXS1 - - 22,546,264 $23,042,112 $23,042,112 0.39 $22,556,841
FNMA 30yr Pool#FM7840 4.000% 01-Apr-2050, 4.00%, 04/01/50 FN 3140XBWA4 - - 24,170,970 $22,930,824 $22,930,824 0.39 $22,556,062
FNMA 30yr Pool#FS4781 4.000% 01-Oct-2051, 4.00%, 10/01/51 FN 3140XLJ33 - - 23,577,946 $22,362,983 $22,362,983 0.38 $22,002,659
FNMA 30yr Pool#FS7225 4.000% 01-Aug-2051, 4.00%, 08/01/51 FN 3140XPA33 - - 23,605,880 $22,333,949 $22,333,949 0.38 $22,068,166
FNMA 40yr Pool#BF0807 3.500% 01-Apr-2064, 3.50%, 04/01/64 FN 3140FX3R1 - - 24,048,734 $21,473,600 $21,473,600 0.37 $21,226,823
GNMA II TBA 30yr 2.5% July Delivery, 2.50%, 07/21/25 G2SF 21H022671 - - 25,296,414 $21,304,033 $21,304,033 0.36 $21,304,033
FNMA 40yr Pool#BF0713 4.000% 01-Mar-2063, 4.00%, 03/01/63 FN 3140FXYK2 - - 22,775,727 $21,077,893 $21,077,893 0.36 $20,833,726
FNMA 30yr Pool#CB7112 5.500% 01-Sep-2053, 5.50%, 09/01/53 FN 3140QS3W9 - - 20,750,027 $21,055,409 $21,055,409 0.36 $20,899,134
FNMA 40yr Pool#BF0226 3.500% 01-Jan-2058, 3.50%, 01/01/58 FN 3140FXHC9 - - 22,961,612 $20,979,776 $20,979,776 0.36 $20,726,779
FNMA 30yr Pool#FS6382 4.000% 01-Aug-2051, 4.00%, 08/01/51 FN 3140XNCU6 - - 21,961,973 $20,769,616 $20,769,616 0.35 $20,531,346
FNMA 30yr Pool#FS9880 4.500% 01-Sep-2054, 4.50%, 09/01/54 FN 3140XR6S9 - - 21,641,435 $20,727,843 $20,727,843 0.35 $20,556,475
Finance of America Structured Securities Trust, 2025-S1 A1 3.5% 25-FEB-2075, 3.50%, 02/25/75 FASST 2025-S1 31741BAB0 - - 21,677,540 $20,714,579 $20,714,579 0.35 $20,685,073
FHLMC 30yr Pool#QJ9063 5.000% 01-Nov-2054, 5.00%, 11/01/54 FR 3133D1B81 - - 20,827,499 $20,485,271 $20,485,271 0.35 $20,348,176
UMBS TBA 30yr 5% August Delivery, 5.00%, 08/13/25 FNCL 01F050684 - - 20,751,000 $20,169,785 $20,169,785 0.34 $20,169,785
FHLMC 30yr Pool#SL0850 4.000% 01-Jul-2049, 4.00%, 07/01/49 FR 31427M5L1 - - 20,685,177 $20,150,045 $20,150,045 0.34 $19,835,872
FINANCE OF AMERICA STRUC 3.28125% 74, 3.50%, 04/25/74 FASST 2024-S3 31739WAB8 - - 20,809,412 $19,976,048 $19,976,048 0.34 $19,947,724
FNMA 30yr Pool#FS9116 6.000% 01-Sep-2054, 6.00%, 09/01/54 FN 3140XRDW2 - - 18,976,233 $19,751,099 $19,751,099 0.34 $19,336,000
FNMA 30yr Pool#FS5028 4.000% 01-Oct-2051, 4.00%, 10/01/51 FN 3140XLSS8 - - 20,548,590 $19,732,121 $19,732,121 0.34 $19,175,700
FNMA 30yr Pool#FS8709 4.500% 01-Jan-2051, 4.50%, 01/01/51 FN 3140XQVB0 - - 19,195,224 $18,903,027 $18,903,027 0.32 $18,502,931
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA2 M2 8.05517% 25-FEB-2042, 8.06%, 02/25/42 STACR 2022-DNA2 35564KRN1 - - 18,101,929 $18,858,837 $18,858,837 0.32 $18,802,132
FNMA 30yr Pool#FS9476 4.000% 01-Jun-2053, 4.00%, 06/01/53 FN 3140XRQ65 - - 19,919,925 $18,585,704 $18,585,704 0.32 $18,405,698
FNMA 30yr Pool#BT8185 4.500% 01-Jun-2052, 4.50%, 06/01/52 FN 3140LXCX1 - - 19,381,639 $18,536,486 $18,536,486 0.32 $18,413,578
FNMA 30yr Pool#DA1525 6.000% 01-Oct-2053, 6.00%, 10/01/53 FN 3140A1VT1 - - 17,531,092 $18,458,244 $18,458,244 0.31 $17,862,021
Huntington Bank Auto Credit-Linked Notes, Series 2024-2 B1 5.442% 20-OCT-2032, 5.44%, 10/20/32 HACLN 2024-2 44644NAG4 - - 18,234,138 $18,386,261 $18,386,261 0.31 $18,333,889
FNMA 30yr Pool#FA1549 5.500% 01-May-2055, 5.50%, 05/01/55 FN 3140W1WK5 - - 18,061,075 $18,330,365 $18,330,365 0.31 $18,189,329
Structured Agency Credit Risk (STACR) Debt Notes, Series 2024-HQA2 M2 6.10517% 25-AUG-2044, 6.11%, 08/25/44 STACR 2024-HQA2 35564NEC3 - - 18,000,000 $18,112,860 $18,112,860 0.31 $18,070,124
FNMA 30yr Pool#CB4128 4.500% 01-Jul-2052, 4.50%, 07/01/52 FN 3140QPSS7 - - 18,553,184 $17,987,373 $17,987,373 0.31 $17,713,576
FHLMC 30yr Pool#SD5963 6.000% 01-Jul-2054, 6.00%, 07/01/54 FR 3132DTTU4 - - 17,047,910 $17,986,068 $17,986,068 0.31 $17,371,118
FHLMC 30yr Pool#SL0490 4.500% 01-Jul-2053, 4.50%, 07/01/53 FR 31427MRL7 - - 18,538,289 $17,910,821 $17,910,821 0.31 $17,606,590
FNMA 30yr Pool#CB8221 5.500% 01-Mar-2054, 5.50%, 03/01/54 FN 3140QUD37 - - 17,451,808 $17,628,620 $17,628,620 0.30 $17,452,308
FHLMC 30yr Pool#QH3192 6.000% 01-Oct-2053, 6.00%, 10/01/53 FR 3133CFRM3 - - 16,921,816 $17,546,173 $17,546,173 0.30 $17,418,522
Homeward Opportunities Fund Trust 2024-RTL1 A1 7.12% 25-JUL-2029, 7.12%, 07/25/29 HOF 43789FAA1 - - 17,261,000 $17,401,083 $17,401,083 0.30 $17,353,289
FNMA 30yr Pool#FM4738 4.000% 01-Sep-2050, 4.00%, 09/01/50 FN 3140X8HQ3 - - 18,164,101 $17,377,955 $17,377,955 0.30 $16,888,156
PRPM 2025-RCF3 LLC|5.25|07/25/2055, 5.25%, 07/25/55 PRPM 2025-RCF3 69392PAA3 - - 17,310,000 $17,337,065 $17,337,065 0.30 $17,241,139
FNMA 40yr Pool#BF0806 3.500% 01-Apr-2064, 3.50%, 04/01/64 FN 3140FX3Q3 - - 18,570,999 $16,586,594 $16,586,594 0.28 $16,432,448
FNMA 40yr Pool#BF0801 2.500% 01-Apr-2064, 2.50%, 04/01/64 FN 3140FX3K6 - - 19,965,443 $16,462,090 $16,462,090 0.28 $16,184,426
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2025-HQA1 M1 5.45517% 25-FEB-2045, 5.46%, 02/25/45 STACR 2025-HQA1 35564NGZ0 - - 16,184,641 $16,217,283 $16,217,283 0.28 $16,182,948
FNMA 30yr Pool#FA0122 4.500% 01-Dec-2054, 4.50%, 12/01/54 FN 3140W0D44 - - 15,813,382 $15,605,922 $15,605,922 0.27 $15,020,603
Vontive Mortgage Trust 2025-RTL1 A1 6.507% 25-MAR-2030, 6.51%, 03/25/30 VNTV 2025-RTL1 928884AA3 - - 15,444,000 $15,532,482 $15,532,482 0.26 $15,493,401
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 $15,502,406 $15,502,406 0.26 $15,382,920
PRPM 2025-5 LLC|5.729|07/25/2030, 5.73%, 07/25/30 PRPM 2025-5 69392RAA9 - - 15,326,000 $15,435,507 $15,435,507 0.26 $15,325,753
PRET 2025-RPL1 Trust A1 4.0% 25-JUL-2069, 4.00%, 07/25/69 PRET 2025-RPL1 69392FAA5 - - 15,883,506 $15,242,093 $15,242,093 0.26 $15,175,030
FHLMC 30yr Pool#SD6558 6.000% 01-Sep-2054, 6.00%, 09/01/54 FR 3132DUJB4 - - 14,671,573 $15,216,210 $15,216,210 0.26 $14,949,729
FNMA 30yr Pool#FS8717 6.000% 01-Jul-2054, 6.00%, 07/01/54 FN 3140XQVK0 - - 14,423,102 $15,133,111 $15,133,111 0.26 $14,696,547
Connecticut Avenue Securities, Series 2021-R03 1M2 5.95517% 25-DEC-2041, 5.96%, 12/25/41 CAS 2021-R03 20754AAB9 - - 14,835,000 $14,962,075 $14,962,075 0.25 $14,927,719
FHLMC 30yr Pool#SL0371 4.500% 01-Feb-2054, 4.50%, 02/01/54 FR 31427MMV0 - - 15,475,022 $14,871,338 $14,871,338 0.25 $14,680,145
FNMA 30yr Pool#FS9909 5.000% 01-Nov-2054, 5.00%, 11/01/54 FN 3140XSAK9 - - 14,902,861 $14,826,068 $14,826,068 0.25 $14,667,616
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-DNA7 M2 6.10517% 25-NOV-2041, 6.11%, 11/25/41 STACR 2021-DNA7 35564KMH9 - - 14,550,000 $14,698,217 $14,698,217 0.25 $14,663,672
COOPR Residential Mortgage Trust 2025-CES2 A1A 5.502% 25-JUN-2060, 5.50%, 06/25/60 COOPR 2025-CES2 12674UAA1 - - 14,453,000 $14,564,011 $14,564,011 0.25 $14,480,073
Chase Mortgage Reference Notes, Series 2020-CL1 M1 6.68648% 25-OCT-2057, 6.68%, 10/25/57 CHASE 2020-CL1 46591HAG5 - - 14,081,424 $14,556,915 $14,556,915 0.25 $14,520,314
FNMA 30yr Pool#BX0984 4.500% 01-Oct-2052, 4.50%, 10/01/52 FN 3140N5CW2 - - 15,186,993 $14,521,967 $14,521,967 0.25 $14,424,888
Galaxy Senior Participation Interest Trust 1|8.63746|07/31/2026, 8.64%, 07/31/26 GLXYT 2025-1 362922AA4 - - 14,249,089 $14,448,342 $14,448,342 0.25 $14,325,266
FINANCE OF AMER STR TR 2024-S2 A1, 3.50%, 04/25/74 FASST 2024-S2 31739VAA2 - - 14,719,987 $14,213,097 $14,213,097 0.24 $14,193,061
GS Mortgage-Backed Securities Trust 2025-RPL3 A1 4.1% 25-JUL-2065, 4.10%, 07/25/65 GSMBS 2025-RPL3 362963AA8 - - 14,697,180 $14,185,417 $14,185,417 0.24 $14,121,810
BMP Commercial Mortgage Trust 2024-MF23 A 5.6837% 15-JUN-2041, 5.68%, 06/15/41 BMP 2024-MF23 05593JAA8 - - 14,000,000 $14,062,598 $14,062,598 0.24 $14,009,544
FHLMC 30yr Pool#SD1143 4.500% 01-Sep-2050, 4.50%, 09/01/50 FR 3132DNHU0 - - 14,280,264 $13,991,695 $13,991,695 0.24 $13,765,234
FNMA 30yr Pool#FA0470 6.000% 01-Jan-2055, 6.00%, 01/01/55 FN 3140W0QY4 - - 13,353,209 $13,897,009 $13,897,009 0.24 $13,606,370
FIGRE Trust 2025-HE4|5.709|07/25/2055, 5.71%, 07/25/55 FIGRE 2025-HE4 31684PAC6 - - 13,414,944 $13,436,178 $13,436,178 0.23 $13,414,904
FNMA 30yr Pool#FM5350 4.500% 01-Sep-2050, 4.50%, 09/01/50 FN 3140X85L7 - - 13,824,313 $13,372,616 $13,372,616 0.23 $13,280,762
RCKT Mortgage Trust 2024-CES7 A1A 5.158% 25-OCT-2044, 5.16%, 10/25/44 RCKT 2024-CES7 749414AA6 - - 13,377,142 $13,361,636 $13,361,636 0.23 $13,288,804
FHLMC 30yr Pool#SD5994 4.500% 01-Sep-2050, 4.50%, 09/01/50 FR 3132DTUT5 - - 13,216,849 $13,124,229 $13,124,229 0.22 $12,740,171
Foundation Finance Trust 2025-2|4.94|04/15/2052, 4.94%, 04/15/52 FFIN 2025-2A 35042NAB1 - - 13,050,000 $12,981,823 $12,981,823 0.22 $12,980,032
UMBS TBA 30yr 4.5% August Delivery, 4.50%, 08/13/25 FNCL 01F042681 - - 13,610,000 $12,889,350 $12,889,350 0.22 $12,889,350
FNMA 40yr Pool#BF0731 2.500% 01-Jun-2063, 2.50%, 06/01/63 FN 3140FXY55 - - 15,650,535 $12,863,207 $12,863,207 0.22 $12,686,527
FIGRE Trust 2025-HE3 A 5.56% 25-MAY-2055, 5.56%, 05/25/55 FIGRE 2025-HE3 31684LAA9 - - 12,268,815 $12,704,494 $12,704,494 0.22 $12,241,391
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 $12,602,716 $12,602,716 0.21 $12,504,191
PRET 2025-NPL4 A1 6.3677% 25-MAY-2055, 6.37%, 04/25/55 PRET 2025-NPL4 74136UAA3 - - 12,567,875 $12,600,480 $12,600,480 0.21 $12,569,358
Huntington Bank Auto Credit-Linked Notes, Series 2024-1 B1 6.153% 20-MAY-2032, 6.15%, 05/20/32 HACLN 2024-1 44644NAA7 - - 12,326,608 $12,517,660 $12,517,660 0.21 $12,477,630
Homeward Opportunities Fund Trust 2025-RRTL1 A1 5.476% 25-MAR-2040, 5.48%, 03/25/40 HOF 2025-RRTL1 437919AA1 - - 12,500,000 $12,515,159 $12,515,159 0.21 $12,488,540
FNMA 30yr Pool#FS6236 6.500% 01-Nov-2053, 6.50%, 11/01/53 FN 3140XM4W3 - - 11,761,948 $12,497,944 $12,497,944 0.21 $12,198,499
FNMA 30yr Pool#FS7541 4.000% 01-Jun-2052, 4.00%, 06/01/52 FN 3140XPLX5 - - 12,924,420 $12,256,305 $12,256,305 0.21 $12,060,915
FHLMC 30yr Pool#SL0509 4.500% 01-Jan-2055, 4.50%, 01/01/55 FR 31427MR78 - - 12,786,132 $12,236,192 $12,236,192 0.21 $12,145,120
FHLMC 30yr Pool#SD5224 6.000% 01-Mar-2054, 6.00%, 03/01/54 FR 3132DSYV8 - - 11,576,942 $12,128,268 $12,128,268 0.21 $11,796,428
FHLMC 30yr Pool#QG6755 5.500% 01-Jun-2053, 5.50%, 06/01/53 FR 3133C7QG5 - - 11,902,080 $12,091,414 $12,091,414 0.21 $12,003,372
FNMA 30yr Pool#FS7117 6.500% 01-Feb-2054, 6.50%, 02/01/54 FN 3140XN4B7 - - 11,129,219 $11,967,577 $11,967,577 0.20 $11,542,287
FNMA 30yr Pool#BY4134 5.500% 01-Jul-2053, 5.50%, 07/01/53 FN 3140NLSY6 - - 11,722,115 $11,792,329 $11,792,329 0.20 $11,710,156
FNMA 40yr Pool#BF0783 3.500% 01-Dec-2063, 3.50%, 12/01/63 FN 3140FX2R2 - - 12,943,255 $11,663,520 $11,663,520 0.20 $11,432,559
FHLMC 30yr Pool#QH3306 6.000% 01-Oct-2053, 6.00%, 10/01/53 FR 3133CFU72 - - 11,027,988 $11,601,035 $11,601,035 0.20 $11,279,660
FNMA 30yr Pool#FS5818 4.500% 01-Oct-2050, 4.50%, 10/01/50 FN 3140XMPC4 - - 11,610,380 $11,431,312 $11,431,312 0.19 $11,153,877
FNMA 30yr Pool#FS5362 4.500% 01-Dec-2050, 4.50%, 12/01/50 FN 3140XL5Y0 - - 11,545,610 $11,296,931 $11,296,931 0.19 $11,091,654
FNMA 30yr Pool#FS7613 4.500% 01-May-2052, 4.50%, 05/01/52 FN 3140XPN70 - - 11,287,121 $11,026,296 $11,026,296 0.19 $10,880,041
Angel Oak Mortgage Trust 2025-7|5.763|06/25/2070, 5.76%, 06/25/70 AOMT 2025-7 03466TAB3 - - 10,910,000 $10,969,997 $10,969,997 0.19 $10,903,630
FNMA 30yr Pool#BX0421 5.500% 01-Nov-2052, 5.50%, 11/01/52 FN 3140N4PF8 - - 10,668,730 $10,792,344 $10,792,344 0.18 $10,709,327
FHLMC 30yr Pool#SL0869 4.500% 01-May-2053, 4.50%, 05/01/53 FR 31427M6F3 - - 11,161,147 $10,766,861 $10,766,861 0.18 $10,618,959
FHLMC 30yr Pool#RA7104 4.500% 01-Feb-2051, 4.50%, 02/01/51 FR 3133KN3M3 - - 10,965,655 $10,596,630 $10,596,630 0.18 $10,525,363
FNMA 30yr Pool#BW2174 4.500% 01-Jun-2052, 4.50%, 06/01/52 FN 3140MTMY6 - - 10,777,798 $10,571,881 $10,571,881 0.18 $10,239,476
FIGRE Trust 2025-HE4|5.408|07/25/2055, 5.41%, 07/25/55 FIGRE 2025-HE4 31684PAA0 - - 10,545,000 $10,560,705 $10,560,705 0.18 $10,544,864
FIGRE Trust 2025-HE4|5.608|07/25/2055, 5.61%, 07/25/55 FIGRE 2025-HE4 31684PAB8 - - 10,386,005 $10,401,901 $10,401,901 0.18 $10,385,721
FNMA 30yr Pool#FS6662 4.000% 01-Oct-2051, 4.00%, 10/01/51 FN 3140XNML5 - - 10,951,346 $10,364,542 $10,364,542 0.18 $10,219,666
FHLMC 30yr Pool#QH1500 6.000% 01-Sep-2053, 6.00%, 09/01/53 FR 3133CDUZ5 - - 10,041,386 $10,311,001 $10,311,001 0.18 $10,230,934
Saluda Grade Alternative Mortgage Trust 2023-RTL3 A1 7.0% 25-APR-2029, 7.00%, 04/25/29 GRADE 2023-RTL3 79583YAA2 - - 10,275,154 $10,272,461 $10,272,461 0.18 $10,196,539
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-HQA4 M2 6.65517% 25-DEC-2041, 6.66%, 12/25/41 STACR 2021-HQA4 35564KNS4 - - 10,089,878 $10,254,728 $10,254,728 0.17 $10,228,614
RCKT Mortgage Trust 2024-CES9 A1B 5.683% 25-DEC-2044, 5.68%, 12/25/44 RCKT 2024-CES9 749426AB8 - - 10,181,449 $10,240,644 $10,240,644 0.17 $10,179,568
RCKT Mortgage Trust 2024-CES5 A1B 6.047% 25-JUL-2044, 6.05%, 08/25/44 RCKT 74938KAB3 - - 10,129,902 $10,204,641 $10,204,641 0.17 $10,139,982
Connecticut Avenue Securities Trust 2024-R05 2M2 6.00517% 25-JUL-2044, 6.01%, 07/25/44 CAS 2024-R05 20754XAC7 - - 10,060,000 $10,133,794 $10,133,794 0.17 $10,110,300
A&D Mortgage Trust 2025-NQM2 A1 5.79% 25-JUN-2070, 5.79%, 06/25/70 ADMT 2025-NQM2 00250EAC0 - - 10,025,484 $10,109,730 $10,109,730 0.17 $10,048,458
LHOME Mortgage Trust 2024-RTL3 A1 6.9% 25-MAY-2029, 6.90%, 05/25/29 LHOME 2024-RTL3 50205GAA0 - - 9,960,000 $10,083,614 $10,083,614 0.17 $10,056,888
Structured Agency Credit Risk (STACR) Debt Notes, Series 2024-HQA1 M2 6.30517% 25-MAR-2044, 6.31%, 03/25/44 STACR 2024-HQA1 M2 35564NCA9 - - 9,880,000 $10,011,522 $10,011,522 0.17 $9,987,296
Alterna Funding III A 6.26% 15-MAY-2039, 6.26%, 05/16/39 TAX 2024-1A 02157JAA3 - - 9,807,978 $9,922,362 $9,922,362 0.17 $9,881,430
FHLMC 30yr Pool#QH4373 6.000% 01-Nov-2053, 6.00%, 11/01/53 FR 3133CG2E6 - - 9,457,889 $9,808,220 $9,808,220 0.17 $9,735,506
FNMA 30yr Pool#FS2144 3.500% 01-Jun-2052, 3.50%, 06/01/52 FN 3140XHL21 - - 10,693,228 $9,789,837 $9,789,837 0.17 $9,687,184
Brean Asset Backed Securities Trust 2024-RM8 A1 4.5% 25-MAY-2064, 4.50%, 05/25/64 BABS 2024-RM8 10637YAA3 - - 9,889,061 $9,632,473 $9,632,473 0.16 $9,615,167
FNMA 30yr Pool#FA0654 4.500% 01-Dec-2054, 4.50%, 12/01/54 FN 3140W0WQ4 - - 10,050,653 $9,621,725 $9,621,725 0.16 $9,546,780
Rithm Capital Corp. 8.0% 01-APR-2029, 8.00%, 04/01/29 RITM 64828TAB8 - - 9,213,000 $9,532,827 $9,532,827 0.16 $9,332,189
FNMA 30yr Pool#DA0026 6.000% 01-Sep-2053, 6.00%, 09/01/53 FN 3140A0A41 - - 9,230,988 $9,474,207 $9,474,207 0.16 $9,405,239
FHLMC 30yr Pool#RJ1754 4.500% 01-Jun-2054, 4.50%, 06/01/54 FR 3142GR5Q9 - - 9,880,664 $9,445,606 $9,445,606 0.16 $9,385,312
RCKT Mortgage Trust 2025-CES6|5.472|06/25/2055, 5.47%, 06/25/55 RCKT 2025-CES6 748949AA2 - - 9,372,000 $9,439,992 $9,439,992 0.16 $9,385,859
FNMA 30yr Pool#FA1287 4.500% 01-Jul-2053, 4.50%, 07/01/53 FN 3140W1ND1 - - 9,633,033 $9,313,213 $9,313,213 0.16 $9,180,177
LHOME Mortgage Trust 2024-RTL5 A2 5.751% 25-SEP-2039, 5.75%, 09/25/39 LHOME 2024-RTL5 50205WAB3 - - 9,325,000 $9,303,353 $9,303,353 0.16 $9,282,498
FHLMC 30yr Pool#SD7417 5.500% 01-Jan-2055, 5.50%, 01/01/55 FR 3132DVG25 - - 8,945,849 $9,216,128 $9,216,128 0.16 $9,018,145
FIGRE Trust 2025-PF1 A 5.758% 25-JUN-2055, 5.76%, 06/25/55 FIGRE 2025-PF1 316922AA1 - - 8,460,814 $8,963,201 $8,963,201 0.15 $8,433,121
Structured Agency Credit Risk (STACR) Debt Notes, Series 2024-HQA1 M1 5.55517% 25-MAR-2044, 5.56%, 03/25/44 STACR 2024-HQA1 M1 35564NBX0 - - 8,856,879 $8,898,507 $8,898,507 0.15 $8,879,373
RCKT Mortgage Trust 2024-CES1 A1B 6.325% 25-FEB-2044, 6.33%, 02/25/44 RCKT 2024-CES1 749424AB3 - - 8,782,952 $8,872,747 $8,872,747 0.15 $8,814,108
Fannie Mae REMIC Trust 2022-65 FB 5.10517% 25-SEP-2052, 5.11%, 09/25/52 FNR 2022-65 3136BPCQ2 - - 8,948,402 $8,774,449 $8,774,449 0.15 $8,756,683
FNMA 30yr Pool#FA0787 4.500% 01-Jan-2055, 4.50%, 01/01/55 FN 3140W02V6 - - 8,971,032 $8,574,950 $8,574,950 0.15 $8,521,283
ACHM Trust 2024-HE1 A 6.55% 25-MAY-2039, 6.55%, 05/25/39 ACHM 2024-HE1 00449TAA3 - - 8,414,727 $8,523,730 $8,523,730 0.15 $8,502,296
PRPM 2025-RPL4 A1, 3.00%, 05/25/55 PRPM 2025-RPL4 74448NAA2 - - 9,049,170 $8,444,589 $8,444,589 0.14 $8,415,962
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 $8,442,437 $8,442,437 0.14 $8,374,805
FIGRE Trust 2025-HE2 A 5.775% 25-MAR-2055, 5.78%, 03/25/55 FIGRE 2025-HE2 31684KAA1 - - 8,358,954 $8,426,284 $8,426,284 0.14 $8,375,329
FHLMC 30yr Pool#QX0520 5.500% 01-Dec-2054, 5.50%, 12/01/54 FR 31425USJ5 - - 7,875,607 $7,933,260 $7,933,260 0.14 $7,878,656
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 $7,829,624 $7,829,624 0.13 $7,798,366
Mello Mortgage Capital Acceptance 2024-SD1 A1 4.0% 25-APR-2054, 4.00%, 04/25/54 MELLO 58550DAA1 - - 7,936,357 $7,752,944 $7,752,944 0.13 $7,740,598
FHLMC 30yr Pool#SD5223 6.000% 01-Apr-2054, 6.00%, 04/01/54 FR 3132DSYU0 - - 7,348,888 $7,737,081 $7,737,081 0.13 $7,488,214
FNMA 30yr Pool#DB4017 6.000% 01-May-2054, 6.00%, 05/01/54 FN 3140ADPB1 - - 7,349,437 $7,732,693 $7,732,693 0.13 $7,488,773
FNMA 30yr Pool#FS7397 6.000% 01-Mar-2054, 6.00%, 03/01/54 FN 3140XPGF0 - - 7,388,064 $7,688,346 $7,688,346 0.13 $7,528,133
FIGRE Trust 2024-HE3 A 5.937% 25-JUL-2054, 5.94%, 07/25/54 FIGRE 2024-HE3 31684GAA0 - - 7,587,446 $7,670,136 $7,670,136 0.13 $7,652,618
Connecticut Avenue Securities Trust 2025-R01 1M2 5.80517% 25-JAN-2045, 5.81%, 01/25/45 CAS 2025-R01 20755JAC7 - - 7,526,000 $7,567,352 $7,567,352 0.13 $7,550,359
FNMA 30yr Pool#FS8486 4.500% 01-Dec-2052, 4.50%, 12/01/52 FN 3140XQNC7 - - 7,583,093 $7,288,566 $7,288,566 0.12 $7,201,971
Angel Oak Mortgage Trust 2025-6 A2 5.768% 25-APR-2070, 5.77%, 04/25/70 AOMT 2025-6 034937AB8 - - 7,183,400 $7,237,024 $7,237,024 0.12 $7,193,288
Huntington Bank Auto Credit-Linked Notes, Series 2025-1 B 4.957% 20-MAR-2033, 4.96%, 03/21/33 HACLN 2025-1 446438SX2 - - 7,173,924 $7,196,980 $7,196,980 0.12 $7,178,212
FNMA 30yr Pool#DD5556 6.000% 01-Mar-2055, 6.00%, 03/01/55 FN DD5556 MTGE 3140B6E68 - - 6,950,362 $7,136,811 $7,136,811 0.12 $7,082,133
FHLMC 30yr Pool#QG3912 5.500% 01-Jun-2053, 5.50%, 06/01/53 FR 3133C4KZ6 - - 6,891,337 $6,980,143 $6,980,143 0.12 $6,931,761
COLT 2025-6 Mortgage Loan Trust|5.783|08/25/2070, 5.78%, 08/25/70 COLT 2025-6 19689BAB9 - - 6,910,000 $6,962,536 $6,962,536 0.12 $6,920,356
Brean Asset Backed Securities Trust 2024-RM9 A1 5.0% 25-SEP-2064, 5.00%, 09/25/64 BABS 2024-RM9 10638DAA8 - - 7,049,672 $6,938,508 $6,938,508 0.12 $6,924,800
FNMA 30yr Pool#BY0337 6.500% 01-May-2053, 6.50%, 05/01/53 FN 3140NGLT5 - - 6,562,414 $6,878,685 $6,878,685 0.12 $6,794,594
LHOME Mortgage Trust 2024-RTL4 A2 6.092% 25-JUL-2039, 6.09%, 07/25/39 LHOME 2024-RTL4 50205PAB8 - - 6,870,000 $6,878,671 $6,878,671 0.12 $6,862,395
Connecticut Avenue Securities Trust 2025-R04 25-MAY-2045, 5.51%, 05/25/45 CAS 2025-R04 20755TAB7 - - 6,851,092 $6,878,667 $6,878,667 0.12 $6,864,000
FHLMC 30yr Pool#QH7040 6.000% 01-Dec-2053, 6.00%, 12/01/53 FR 3133CKZD3 - - 6,499,432 $6,669,934 $6,669,934 0.11 $6,622,119
Connecticut Avenue Securities Trust 2025-R01 1M1 5.40517% 25-JAN-2045, 5.41%, 01/25/45 CAS 2025-R01 20755JAB9 - - 6,629,662 $6,643,600 $6,643,600 0.11 $6,629,662
FNMA 30yr Pool#DA1456 5.500% 01-Sep-2053, 5.50%, 09/01/53 FN 3140A1TN7 - - 6,553,772 $6,643,562 $6,643,562 0.11 $6,546,548
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 - - 6,532,020 $6,615,229 $6,615,229 0.11 $6,597,983
RCKT Mortgage Trust 2024-CES8 A1A 5.48955% 25-OCT-2044, 5.49%, 11/25/44 RCKT 2024-CES8 749421AA1 - - 6,545,958 $6,570,211 $6,570,211 0.11 $6,532,281
PRET 2025-RPL2 Trust A1 4.0% 25-FEB-2065, 4.00%, 08/25/64 PRET 2025-RPL2 69392LAA2 - - 6,846,478 $6,562,397 $6,562,397 0.11 $6,533,490
FNMA 30yr Pool#FM4129 4.000% 01-Sep-2050, 4.00%, 09/01/50 FN 3140X7ST7 - - 6,902,149 $6,537,847 $6,537,847 0.11 $6,441,003
FNMA 30yr Pool#DA1468 6.000% 01-Sep-2053, 6.00%, 09/01/53 FN 3140A1T23 - - 6,316,628 $6,507,644 $6,507,644 0.11 $6,460,781
LHOME Mortgage Trust 2024-RTL1 A1 7.017% 25-JAN-2029, 7.02%, 01/25/29 LHOME 2024-RTL1 50205DAA7 - - 6,341,000 $6,394,608 $6,394,608 0.11 $6,377,305
PRPM 2025-RPL3 A1 3.25% 25-APR-2055, 3.25%, 04/25/55 PRPM 2025-RPL3 69392NAA8 - - 6,618,391 $6,312,808 $6,312,808 0.11 $6,290,104
FNMA 30yr Pool#DC7015 5.500% 01-Dec-2054, 5.50%, 12/01/54 FN 3140AUYM9 - - 6,231,992 $6,300,586 $6,300,586 0.11 $6,234,404
FHLMC 30yr Pool#SD3018 5.500% 01-May-2053, 5.50%, 05/01/53 FR 3132DQK70 - - 6,158,718 $6,221,788 $6,221,788 0.11 $6,162,751
FHLMC 30yr Pool#SD3813 6.000% 01-Jul-2053, 6.00%, 07/01/53 FR 3132E0GW6 - - 5,882,239 $6,161,550 $6,161,550 0.11 $6,009,468
FNMA 30yr Pool#FM7479 4.500% 01-Jan-2050, 4.50%, 01/01/50 FN 3140XBJZ4 - - 6,263,424 $6,123,375 $6,123,375 0.10 $6,037,528
FHLMC 30yr Pool#QH2242 5.500% 01-Sep-2053, 5.50%, 09/01/53 FR 3133CEP30 - - 5,858,802 $5,896,643 $5,896,643 0.10 $5,852,344
FNMA 30yr Pool#FS1578 4.000% 01-Oct-2050, 4.00%, 10/01/50 FN 3140XGXG9 - - 6,200,361 $5,851,735 $5,851,735 0.10 $5,795,845
FHLMC 30yr Pool#QH4638 6.000% 01-Nov-2053, 6.00%, 11/01/53 FR 3133CHEK7 - - 5,616,749 $5,823,819 $5,823,819 0.10 $5,781,617
FNMA 30yr Pool#FS0088 4.000% 01-Mar-2050, 4.00%, 03/01/50 FN 3140XFC25 - - 6,084,023 $5,775,375 $5,775,375 0.10 $5,701,460
FHLMC 30yr Pool#SD2606 4.500% 01-Sep-2051, 4.50%, 09/01/51 FR 3132DP3P1 - - 5,872,485 $5,754,583 $5,754,583 0.10 $5,636,693
FHLMC 30yr Pool#QH4473 6.000% 01-Nov-2053, 6.00%, 11/01/53 FR 3133CG6J1 - - 5,490,612 $5,696,194 $5,696,194 0.10 $5,651,778
FHLMC 30yr Pool#QJ9072 6.000% 01-Nov-2054, 6.00%, 11/01/54 FR 3133D1CH0 - - 5,475,570 $5,624,718 $5,624,718 0.10 $5,579,381
RCKT Mortgage Trust 2025-CES1 A1A 5.653% 25-JAN-2045, 5.65%, 01/25/45 RCKT 2025-CES1 A1 749427AA8 - - 5,568,538 $5,610,242 $5,610,242 0.10 $5,577,014
Ginnie Mae REMIC Trust 2023-116 LF 5.62827% 20-AUG-2053, 5.60%, 08/20/53 GNR 2023-116 38384EFT7 - - 5,433,493 $5,464,853 $5,464,853 0.09 $5,448,788
BX Trust 2021-SDMF A 5.015% 15-SEP-2034, 5.02%, 09/15/34 BX 2021-SDMF 12434CAA2 - - 5,435,823 $5,439,124 $5,439,124 0.09 $5,420,948
LHOME Mortgage Trust 2024-RTL2 A1 7.128% 25-MAR-2029, 7.13%, 03/25/29 LHOME 50205JAA4 - - 5,293,684 $5,353,938 $5,353,938 0.09 $5,339,264
FNMA 30yr Pool#CA0706 4.000% 01-Nov-2047, 4.00%, 11/01/47 FN 3140Q7YC5 - - 5,593,012 $5,277,800 $5,277,800 0.09 $5,238,860
RCKT Mortgage Trust 2023-CES1 A1A 6.515% 25-JUN-2043, 6.51%, 06/25/43 RCKT 74935WAA2 - - 5,088,973 $5,138,597 $5,138,597 0.09 $5,103,601
RCKT Mortgage Trust 2024-CES6 A1B 5.546% 25-SEP-2044, 5.55%, 09/25/44 RCKT 2024-CES6 749410AB2 - - 5,115,541 $5,130,240 $5,130,240 0.09 $5,100,293
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 $5,073,043 $5,073,043 0.09 $5,051,782
FNMA 30yr Pool#DA5019 6.500% 01-Nov-2053, 6.50%, 11/01/53 FN 3140A5SH2 - - 4,852,597 $5,073,002 $5,073,002 0.09 $5,034,985
FNMA 30yr Pool#BX5986 5.500% 01-Mar-2053, 5.50%, 03/01/53 FN 3140NAUL5 - - 4,982,770 $5,062,536 $5,062,536 0.09 $5,026,417
FNMA 30yr Pool#DA5072 6.500% 01-Nov-2053, 6.50%, 11/01/53 FN 3140A5T65 - - 4,814,467 $5,036,015 $5,036,015 0.09 $4,995,421
FHLMC 30yr Pool#QX6719 6.000% 01-Feb-2055, 6.00%, 02/01/55 FR 31426CPD0 - - 4,710,430 $5,002,619 $5,002,619 0.09 $4,799,734
FNMA 30yr Pool#DD3307 6.000% 01-Feb-2055, 6.00%, 02/01/55 FN DD3307 MTGE 3140B3U91 - - 4,792,511 $4,920,010 $4,920,010 0.08 $4,883,371
FHLMC 30yr Pool#QF9863 5.500% 01-Mar-2053, 5.50%, 03/01/53 FR 3133BX5Y3 - - 4,835,166 $4,897,818 $4,897,818 0.08 $4,864,178
FIGRE Trust 2025-HE3 B 5.71% 25-MAY-2055, 5.71%, 05/25/55 FIGRE 2025-HE3 31684LAB7 - - 4,868,578 $4,886,816 $4,886,816 0.08 $4,857,472
Connecticut Avenue Securities Trust 2024-R02 1M1 5.40517% 25-FEB-2044, 5.41%, 02/25/44 CAS 2024-R02 20754GAA8 - - 4,873,310 $4,882,613 $4,882,613 0.08 $4,872,369
ABL 2024-RTL1 A2 7.457% 25-SEP-2029, 7.46%, 09/25/29 ABL 2024-RTL1 00092EAB4 - - 4,840,000 $4,826,018 $4,826,018 0.08 $4,811,983
FHLMC 30yr Pool#QH2259 6.000% 01-Sep-2053, 6.00%, 09/01/53 FR 3133CEQL9 - - 4,638,799 $4,760,861 $4,760,861 0.08 $4,726,364
FNMA 30yr Pool#FS3246 5.500% 01-Nov-2052, 5.50%, 11/01/52 FN 3140XJTC7 - - 4,626,049 $4,713,563 $4,713,563 0.08 $4,678,378
FHLMC 30yr Pool#QI8221 6.000% 01-Jun-2054, 6.00%, 06/01/54 FR 3133WFD20 - - 4,570,304 $4,694,430 $4,694,430 0.08 $4,656,952
FHLMC 30yr Pool#RA1100 4.000% 01-Jul-2049, 4.00%, 07/01/49 FR 3133KGGH5 - - 4,972,147 $4,671,008 $4,671,008 0.08 $4,639,949
FHLMC 30yr Pool#QH5204 6.500% 01-Nov-2053, 6.50%, 11/01/53 FR 3133CHX91 - - 4,374,709 $4,597,786 $4,597,786 0.08 $4,562,973
FIGRE Trust 2025-HE3 C 5.91% 25-MAY-2055, 5.91%, 05/25/55 FIGRE 2025-HE3 31684LAC5 - - 4,576,463 $4,594,304 $4,594,304 0.08 $4,565,755
FNMA 30yr Pool#BX9326 5.500% 01-Mar-2053, 5.50%, 03/01/53 FN 3140NELG8 - - 4,480,147 $4,538,256 $4,538,256 0.08 $4,507,029
FNMA 30yr Pool#BX0419 5.500% 01-Nov-2052, 5.50%, 11/01/52 FN 3140N4PD3 - - 4,310,528 $4,351,218 $4,351,218 0.07 $4,320,396
RCKT Mortgage Trust 2025-CES2 A1B 5.603% 25-FEB-2055, 5.60%, 02/25/55 RCKT 2025-CES2 74942BAB7 - - 4,300,740 $4,324,002 $4,324,002 0.07 $4,298,566
FNMA 30yr Pool#CB2907 3.500% 01-Feb-2052, 3.50%, 02/01/52 FN 3140QNGR7 - - 4,678,563 $4,288,880 $4,288,880 0.07 $4,239,854
FHLMC 30yr Pool#QH0826 5.500% 01-Sep-2053, 5.50%, 09/01/53 FR 3133CC4K9 - - 4,222,918 $4,287,268 $4,287,268 0.07 $4,258,155
FHLMC 30yr Pool#QF7280 5.500% 01-Jan-2053, 5.50%, 01/01/53 FR 3133BVCR4 - - 4,172,837 $4,261,047 $4,261,047 0.07 $4,222,019
FNMA 30yr Pool#BX9422 5.500% 01-Mar-2053, 5.50%, 03/01/53 FN 3140NEPG4 - - 4,187,627 $4,213,559 $4,213,559 0.07 $4,183,698
SREIT Commercial Mortgage Trust 2021-MFP B 5.5058% 15-NOV-2038, 5.51%, 11/15/38 SREIT 2021-MFP 78472UAC2 - - 4,194,208 $4,207,000 $4,207,000 0.07 $4,191,604
FNMA 30yr Pool#BX6124 6.500% 01-Jan-2053, 6.50%, 01/01/53 FN 3140NAYW7 - - 3,970,209 $4,178,054 $4,178,054 0.07 $4,146,731
Connecticut Avenue Securities Trust 2024-R06 1M2 5.90517% 25-SEP-2044, 5.91%, 09/25/44 CAS 2024-R06 20755RAC9 - - 4,125,699 $4,153,202 $4,153,202 0.07 $4,143,728
FNMA 30yr Pool#BW6314 5.500% 01-Aug-2052, 5.50%, 08/01/52 FN 3140MYAQ5 - - 3,999,385 $4,145,276 $4,145,276 0.07 $4,016,178
FHLMC 30yr Pool#QX5273 6.000% 01-Feb-2055, 6.00%, 02/01/55 FR 31426A2F4 - - 3,989,630 $4,120,851 $4,120,851 0.07 $4,065,269
Fannie Mae REMIC Trust 2020-98 AI 3.5% 25-JAN-2061, 3.50%, 01/25/61 FNR 2020-98 3136BDLE6 - - 19,110,148 $4,119,552 $4,119,552 0.07 $4,048,603
FNMA 30yr Pool#DA3549 6.500% 01-Oct-2053, 6.50%, 10/01/53 FN 3140A35K5 - - 3,889,322 $4,087,464 $4,087,464 0.07 $4,056,698
Bayview Opportunity Master Fund VII Trust 2024-CAR1 B 5.60517% 25-DEC-2031, 5.61%, 12/26/31 BVCLN 2024-CAR1 07336QAB8 - - 4,054,823 $4,076,104 $4,076,104 0.07 $4,067,265
EFMT 2025-CES1 A1B 5.877% 25-JAN-2060, 5.88%, 01/25/60 EFMT 2025-CES1 26846VAB0 - - 3,970,602 $4,010,266 $4,010,266 0.07 $3,985,635
FNMA 30yr Pool#FS2135 4.000% 01-Nov-2049, 4.00%, 11/01/49 FN 3140XHLR6 - - 4,187,788 $3,972,583 $3,972,583 0.07 $3,914,991
FNMA 30yr Pool#FS2713 4.500% 01-Oct-2050, 4.50%, 10/01/50 FN 3140XJAP8 - - 3,861,831 $3,782,906 $3,782,906 0.06 $3,722,551
FNMA 30yr Pool#BY0335 6.000% 01-May-2053, 6.00%, 05/01/53 FN 3140NGLR9 - - 3,696,382 $3,782,041 $3,782,041 0.06 $3,753,218
FHLMC 30yr Pool#QH7549 6.000% 01-Dec-2053, 6.00%, 12/01/53 FR 3133CLL61 - - 3,523,222 $3,616,446 $3,616,446 0.06 $3,589,729
FNMA 30yr Pool#FM7031 4.000% 01-Jan-2051, 4.00%, 01/01/51 FN 3140XAY55 - - 3,779,688 $3,588,543 $3,588,543 0.06 $3,527,160
FHLMC 30yr Pool#QH1144 5.500% 01-Sep-2053, 5.50%, 09/01/53 FR 3133CDHV9 - - 3,526,063 $3,580,807 $3,580,807 0.06 $3,555,193
FINANCE OF AMERICA STRUCTURE 3.5% 74, 3.50%, 02/25/74 FASST 2024-S1 31740RAB6 - - 3,610,080 $3,495,582 $3,495,582 0.06 $3,490,669
FHLMC 30yr Pool#SD1416 4.500% 01-Dec-2048, 4.50%, 12/01/48 FR 3132DNSD6 - - 3,543,437 $3,493,011 $3,493,011 0.06 $3,415,640
FHLMC 30yr Pool#QH6041 5.500% 01-Dec-2053, 5.50%, 12/01/53 FR 3133CJWA5 - - 3,441,034 $3,483,774 $3,483,774 0.06 $3,459,600
RAM 2024-1 A 5.95% 15-FEB-2039, 6.67%, 02/15/39 RAM 2024-1 751313AA5 - - 3,459,042 $3,481,996 $3,481,996 0.06 $3,466,618
FNMA 30yr Pool#FM1540 4.000% 01-Sep-2049, 4.00%, 09/01/49 FN 3140X4WA0 - - 3,628,425 $3,476,862 $3,476,862 0.06 $3,386,003
FHLMC 30yr Pool#QF7810 5.500% 01-Jan-2053, 5.50%, 01/01/53 FR 3133BVVB8 - - 3,385,769 $3,448,805 $3,448,805 0.06 $3,424,341
FNMA 30yr Pool#DA0036 6.500% 01-Sep-2053, 6.50%, 09/01/53 FN 3140A0BE8 - - 3,240,946 $3,388,027 $3,388,027 0.06 $3,362,758
FNMA 30yr Pool#BX8700 5.500% 01-Mar-2053, 5.50%, 03/01/53 FN 3140NDU21 - - 3,311,675 $3,360,949 $3,360,949 0.06 $3,336,986
BX Trust 2021-BXMF C 5.61727% 15-OCT-2038, 5.62%, 10/15/26 BX 2021-BXMF 05609RAJ3 - - 3,337,147 $3,344,346 $3,344,346 0.06 $3,331,848
FNMA 30yr Pool#MA4026 4.000% 01-May-2050, 4.00%, 05/01/50 FN 31418DPL0 - - 3,480,011 $3,292,792 $3,292,792 0.06 $3,239,434
Ally Bank Auto Credit-Linked Notes, Series 2024-A C 6.022% 15-MAY-2032, 6.02%, 05/17/32 ABCLN 2024-A 02007GZ63 - - 3,232,531 $3,282,933 $3,282,933 0.06 $3,269,955
Connecticut Avenue Securities Trust 2024-R02 1M2 6.10517% 25-FEB-2044, 6.11%, 02/25/44 CAS 2024-R02 20754GAE0 - - 3,168,862 $3,205,103 $3,205,103 0.05 $3,197,580
FNMA 30yr Pool#MA4056 4.000% 01-Jun-2050, 4.00%, 06/01/50 FN 31418DQJ4 - - 3,351,780 $3,192,298 $3,192,298 0.05 $3,116,333
Connecticut Avenue Securities Trust 2024-R01 1M2 6.10517% 25-JAN-2044, 6.11%, 01/25/44 CAS 2024-R01 20753UAB6 - - 3,140,000 $3,180,818 $3,180,818 0.05 $3,173,362
FHLMC 30yr Pool#QE6404 5.500% 01-Jul-2052, 5.50%, 07/01/52 FR 3133BGDH8 - - 3,114,582 $3,154,791 $3,154,791 0.05 $3,128,476
FHLMC 30yr Pool#SD1111 4.000% 01-Jun-2050, 4.00%, 06/01/50 FR 3132DNGU1 - - 3,319,497 $3,146,284 $3,146,284 0.05 $3,114,687
FIGRE Trust 2024-HE4 B 5.252% 25-SEP-2054, 5.25%, 09/25/54 FIGRE 2024-HE4 31684UAB7 - - 3,139,253 $3,123,372 $3,123,372 0.05 $3,116,960
FNMA 30yr Pool#BV5379 3.000% 01-Apr-2052, 3.00%, 04/01/52 FN 3140MJ6R1 - - 3,562,938 $3,118,215 $3,118,215 0.05 $3,099,351
Reach ABS Trust 2024-2 A 5.88% 15-JUL-2031, 5.88%, 07/15/31 REACH 2024-2A 75525HAA8 - - 3,006,451 $3,026,590 $3,026,590 0.05 $3,015,296
Gracie Point International Funding, Series 2024-1 B 6.44828% 01-MAR-2028, 6.52%, 03/01/28 GPIF 2024-1A 38410KAB5 - - 3,007,000 $3,023,112 $3,023,112 0.05 $3,002,956
FHLMC 30yr Pool#QG2539 6.500% 01-May-2053, 6.50%, 05/01/53 FR 3133C2ZC5 - - 2,901,165 $3,016,420 $3,016,420 0.05 $2,993,741
Chase Mortgage Reference Notes, Series 2021-CL1 M1 5.50517% 25-FEB-2050, 5.51%, 02/25/50 CHASE 2021-CL1 46591HBX7 - - 3,046,188 $2,998,070 $2,998,070 0.05 $2,991,528
FNMA 30yr Pool#MA3496 4.500% 01-Oct-2048, 4.50%, 10/01/48 FN 31418C3E2 - - 3,052,238 $2,986,371 $2,986,371 0.05 $2,942,156
Fannie Mae Pool|4|03/01/2050, 4.00%, 03/01/50 FN 3140X8S24 - - 3,124,137 $2,964,692 $2,964,692 0.05 $2,920,627
Connecticut Avenue Securities, Series 2021-R01 1M2 5.85517% 25-OCT-2041, 5.86%, 10/25/41 CAS 2021-R01 20754RAB2 - - 2,937,406 $2,953,288 $2,953,288 0.05 $2,946,600
FHLMC 30yr Pool#SD2897 5.500% 01-May-2053, 5.50%, 05/01/53 FR 3132DQGE0 - - 2,858,394 $2,902,296 $2,902,296 0.05 $2,860,328
FHF Trust 2024-1 (First Help Financial) A2 5.69% 15-FEB-2030, 5.69%, 02/15/30 FHF 2024-1A 31568AAB2 - - 2,864,067 $2,895,395 $2,895,395 0.05 $2,884,531
FNMA 30yr Pool#BV5393 3.500% 01-Apr-2052, 3.50%, 04/01/52 FN 3140MJ7F6 - - 3,094,369 $2,887,056 $2,887,056 0.05 $2,801,596
FIGRE Trust 2024-HE3 C 6.229% 25-JUL-2054, 6.23%, 07/25/54 FIGRE 2024-HE3 31684GAC6 - - 2,813,032 $2,841,243 $2,841,243 0.05 $2,834,429
FHLMC 30yr Pool#QE8542 5.500% 01-Aug-2052, 5.50%, 08/01/52 FR 3133BJP30 - - 2,793,116 $2,826,263 $2,826,263 0.05 $2,805,210
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 $2,779,864 $2,779,864 0.05 $2,772,270
Santander Bank Auto Credit-Linked Notes, Series 2024-A B 5.622% 15-JUN-2032, 5.62%, 06/15/32 SBCLN 2024-A 80290CCJ1 - - 2,753,546 $2,773,373 $2,773,373 0.05 $2,763,483
BX Trust 2021-BXMF G 7.775513% 15-OCT-2038, 7.78%, 10/15/26 BX 2021-BXMF 05609RAS3 - - 2,807,890 $2,737,686 $2,737,686 0.05 $2,723,130
FNMA 30yr Pool#DA1511 5.500% 01-Oct-2053, 5.50%, 10/01/53 FN 3140A1VD6 - - 2,653,805 $2,670,665 $2,670,665 0.05 $2,650,808
FHLMC 30yr Pool#Q57869 4.000% 01-Aug-2048, 4.00%, 08/01/48 FG 3132Y1W79 - - 2,825,332 $2,663,207 $2,663,207 0.05 $2,644,677
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2024-DNA1 M2 6.25517% 25-FEB-2044, 6.26%, 02/25/44 STACR 2024-DNA1 35564NBA0 - - 2,617,368 $2,658,497 $2,658,497 0.05 $2,652,130
Saluda Grade Alternative Mortgage Trust 2024-FIG5 B 6.603% 25-APR-2054, 6.60%, 04/25/54 GRADE 2024-FIG5 79582MAB7 - - 2,641,444 $2,650,401 $2,650,401 0.05 $2,631,990
FNMA 30yr Pool#DA3538 6.000% 01-Oct-2053, 6.00%, 10/01/53 FN 3140A34Y6 - - 2,576,098 $2,646,904 $2,646,904 0.05 $2,624,726
FHLMC 30yr Pool#QF9276 5.500% 01-Mar-2053, 5.50%, 03/01/53 FR 3133BXJV4 - - 2,585,627 $2,626,389 $2,626,389 0.04 $2,608,490
Ginnie Mae REMIC Trust 2017-163 LO 0.0% 16-MAY-2041, 0.00%, 05/16/41 GNR 2017-163 38380KNA9 - - 3,436,697 $2,585,595 $2,585,595 0.04 $2,585,595
FHLMC 30yr Pool#QI4878 6.000% 01-Apr-2054, 6.00%, 04/01/54 FR 3133WBM37 - - 2,430,965 $2,579,168 $2,579,168 0.04 $2,477,053
FHLMC 30yr Pool#QF0488 5.500% 01-Sep-2052, 5.50%, 09/01/52 FR 3133BMRH0 - - 2,487,121 $2,530,553 $2,530,553 0.04 $2,497,564
PRPM 2024-RCF2 A1 3.75% 25-MAR-2054, 3.75%, 03/25/54 PRPM 2024-RCF2 693987AA7 - - 2,553,241 $2,479,312 $2,479,312 0.04 $2,475,588
FNMA 30yr Pool#DD4221 6.000% 01-Feb-2055, 6.00%, 02/01/55 FN DD4221 MTGE 3140B4VP2 - - 2,409,364 $2,473,726 $2,473,726 0.04 $2,455,043
FHLMC 30yr Pool#SD3523 3.000% 01-Jun-2052, 3.00%, 06/01/52 FR 3132DQ4G8 - - 2,829,633 $2,458,525 $2,458,525 0.04 $2,443,936
FNMA 30yr Pool#BY8533 6.500% 01-Aug-2053, 6.50%, 08/01/53 FN 3140NRPT7 - - 2,321,664 $2,427,431 $2,427,431 0.04 $2,408,925
FNMA 30yr Pool#BY5913 5.500% 01-Sep-2053, 5.50%, 09/01/53 FN 3140NNSB2 - - 2,341,910 $2,375,837 $2,375,837 0.04 $2,359,480
PRPM 2025-RCF3 LLC|5.25|07/25/2055, 5.25%, 07/25/55 PRPM 2025-RCF3 69392PAB1 - - 2,380,125 $2,335,772 $2,335,772 0.04 $2,322,582
Santander Bank Auto Credit-Linked Notes, Series 2023-B B 5.64% 15-DEC-2033, 5.64%, 12/15/33 SBCLN 2023-B 80290CCB8 - - 2,308,517 $2,320,431 $2,320,431 0.04 $2,312,113
ACHV ABS Trust 2024-1PL B 6.34% 25-APR-2031, 6.34%, 04/25/31 ACHV 2024-1PL 00092BAB0 - - 2,261,945 $2,285,357 $2,285,357 0.04 $2,279,780
FIGRE Trust 2024-HE1 B 6.506% 25-MAR-2054, 6.51%, 03/25/54 FIGRE 2024-HE1 31684HAB6 - - 2,207,569 $2,250,897 $2,250,897 0.04 $2,245,311
FHLMC 30yr Pool#QX7432 6.000% 01-Feb-2055, 6.00%, 02/01/55 FR 31426DHJ4 - - 2,127,423 $2,187,574 $2,187,574 0.04 $2,167,757
Chase Mortgage Reference Notes, Series 2020-CL1 M2 6.93648% 25-OCT-2057, 6.93%, 10/25/57 CHASE 2020-CL1 46591HAH3 - - 2,065,456 $2,134,906 $2,134,906 0.04 $2,129,336
Arivo Acceptance Auto Loan Receivables Trust 2024-1 A 6.46% 15-APR-2028, 6.46%, 04/17/28 ARIVO 2024-1A 039943AA3 - - 2,102,345 $2,123,143 $2,123,143 0.04 $2,114,089
FNMA 30yr Pool#FS3001 4.000% 01-Oct-2051, 4.00%, 10/01/51 FN 3140XJKP7 - - 2,232,494 $2,113,735 $2,113,735 0.04 $2,083,337
FHLMC 30yr Pool#QG2543 5.500% 01-May-2053, 5.50%, 05/01/53 FR 3133C2ZG6 - - 2,086,457 $2,113,661 $2,113,661 0.04 $2,098,695
Foundation Finance Trust 2023-2 A 6.53% 15-JUN-2049, 6.53%, 06/15/49 FFIN 2023-2A 35042RAA4 - - 2,028,264 $2,102,730 $2,102,730 0.04 $2,093,900
FNMA 30yr Pool#FS1640 4.000% 01-Apr-2052, 4.00%, 04/01/52 FN 3140XGZE2 - - 2,222,634 $2,093,054 $2,093,054 0.04 $2,067,873
FNMA 30yr Pool#CA7849 4.500% 01-Oct-2050, 4.50%, 10/01/50 FN 3140QFWK1 - - 2,049,691 $2,046,912 $2,046,912 0.03 $1,969,100
FNMA 30yr Pool#BP1500 3.000% 01-May-2050, 3.00%, 05/01/50 FN 3140K8U25 - - 2,317,543 $2,045,187 $2,045,187 0.03 $2,032,422
FNMA 30yr Pool#BY0338 6.500% 01-May-2053, 6.50%, 05/01/53 FN 3140NGLU2 - - 1,920,679 $2,006,375 $2,006,375 0.03 $1,990,813
Bayview Opportunity Master Fund VII Trust 2024-CAR1 C 5.80517% 25-DEC-2031, 5.81%, 12/26/31 BVCLN 2024-CAR1 07336QAC6 - - 1,973,347 $1,985,872 $1,985,872 0.03 $1,981,417
Blue Bridge Funding 2023-1 A 7.37% 15-NOV-2030, 7.37%, 11/15/30 BBEF 2023-1A 09531MAA8 - - 1,959,173 $1,984,719 $1,984,719 0.03 $1,975,093
FHLMC 30yr Pool#QH7013 6.500% 01-Dec-2053, 6.50%, 12/01/53 FR 3133CKYJ1 - - 1,896,131 $1,983,267 $1,983,267 0.03 $1,967,398
FHLMC 30yr Pool#SI2017 4.000% 01-Dec-2048, 4.00%, 12/01/48 FR 3133USG21 - - 2,081,201 $1,959,655 $1,959,655 0.03 $1,945,629
Chase Mortgage Reference Notes, Series 2021-CL1 M3 5.85517% 25-FEB-2050, 5.86%, 02/25/50 CHASE 2021-CL1 46591HBZ2 - - 1,986,622 $1,941,275 $1,941,275 0.03 $1,936,751
U.S. Auto Funding 2021-1 C 2.2% 15-MAY-2026, 2.20%, 05/15/26 USAUT 2021-1A 90355EAC5 - - 2,245,255 $1,936,912 $1,936,912 0.03 $1,933,619
FHLMC 30yr Pool#QG2540 6.500% 01-May-2053, 6.50%, 05/01/53 FR 3133C2ZD3 - - 1,833,952 $1,909,015 $1,909,015 0.03 $1,894,536
FNMA 30yr Pool#BX8072 5.500% 01-Mar-2053, 5.50%, 03/01/53 FN 3140NC6J3 - - 1,881,535 $1,905,839 $1,905,839 0.03 $1,892,824
FNMA 30yr Pool#BW0972 4.500% 01-Jul-2052, 4.50%, 07/01/52 FN 3140MSCJ2 - - 1,984,188 $1,903,290 $1,903,290 0.03 $1,890,850
Ally Bank Auto Credit-Linked Notes, Series 2024-A D 6.315% 15-MAY-2032, 6.31%, 05/17/32 ABCLN 2024-A 02007GZ71 - - 1,847,161 $1,875,731 $1,875,731 0.03 $1,867,955
FHLMC 30yr Pool#SD1551 4.000% 01-Mar-2050, 4.00%, 03/01/50 FR 3132DNWL3 - - 1,943,989 $1,833,656 $1,833,656 0.03 $1,817,355
NRZ MSR-Collateralized Notes, Series 2021-FHT1 A 3.104% 25-JUL-2026, 3.10%, 07/25/26 NZES 2021-FHT1 62955MAB2 - - 1,864,332 $1,809,715 $1,809,715 0.03 $1,807,465
FNMA 30yr Pool#BY0361 6.500% 01-Jun-2053, 6.50%, 06/01/53 FN 3140NGMK3 - - 1,732,373 $1,806,168 $1,806,168 0.03 $1,791,883
FHLMC 30yr Pool#QH3309 5.500% 01-Oct-2053, 5.50%, 10/01/53 FR 3133CFVA4 - - 1,766,687 $1,777,253 $1,777,253 0.03 $1,764,739
FNMA 30yr Pool#MA3521 4.000% 01-Nov-2048, 4.00%, 11/01/48 FN 31418C4F8 - - 1,868,850 $1,772,109 $1,772,109 0.03 $1,747,111
Chase Mortgage Reference Notes, Series 2021-CL1 M2 5.65517% 25-FEB-2050, 5.66%, 02/25/50 CHASE 2021-CL1 46591HBY5 - - 1,789,635 $1,745,614 $1,745,614 0.03 $1,741,678
Fannie Mae Pool|4|08/01/2050, 4.00%, 08/01/50 FN 3140X8UA3 - - 1,769,534 $1,729,991 $1,729,991 0.03 $1,645,233
FHLMC 30yr Pool#SD0943 3.500% 01-Apr-2052, 3.50%, 04/01/52 FR 3132DNBL6 - - 1,867,898 $1,721,899 $1,721,899 0.03 $1,692,745
Tricolor Auto Securitization Trust 2024-2 A 6.36% 15-DEC-2027, 6.36%, 12/15/27 TAST 2024-2A 89616PAA1 - - 1,692,877 $1,703,215 $1,703,215 0.03 $1,696,336
FHLMC 30yr Pool#QA2039 3.000% 01-Aug-2049, 3.00%, 08/01/49 FR 31334YHQ3 - - 1,875,937 $1,678,637 $1,678,637 0.03 $1,647,182
FNMA 30yr Pool#CB2681 3.500% 01-Jan-2052, 3.50%, 01/01/52 FN 3140QM6T6 - - 1,778,920 $1,648,819 $1,648,819 0.03 $1,612,250
FHLMC 30yr Pool#SD4456 4.000% 01-Aug-2050, 4.00%, 08/01/50 FR 3132E05R9 - - 1,736,761 $1,645,694 $1,645,694 0.03 $1,620,724
PRPM 2025-RCF3 LLC|5.25|07/25/2055, 5.25%, 07/25/55 PRPM 2025-RCF3 69392PAC9 - - 1,700,000 $1,639,673 $1,639,673 0.03 $1,630,252
FHLMC 30yr Pool#QG4340 6.500% 01-Jun-2053, 6.50%, 06/01/53 FR 3133C4ZD9 - - 1,551,936 $1,613,538 $1,613,538 0.03 $1,601,458
FNMA 30yr Pool#BY0327 6.500% 01-May-2053, 6.50%, 05/01/53 FN 3140NGLH1 - - 1,522,905 $1,583,576 $1,583,576 0.03 $1,571,388
FHLMC 30yr Pool#Q58477 4.000% 01-Sep-2048, 4.00%, 09/01/48 FG 3132Y2M37 - - 1,674,421 $1,578,318 $1,578,318 0.03 $1,567,357
FNMA 30yr Pool#CA5573 4.000% 01-Apr-2050, 4.00%, 04/01/50 FN 3140QDFP4 - - 1,554,553 $1,521,696 $1,521,696 0.03 $1,445,353
FNMA 30yr Pool#MA3415 4.000% 01-Jul-2048, 4.00%, 07/01/48 FN 31418CYM0 - - 1,583,800 $1,506,264 $1,506,264 0.03 $1,480,629
FNMA 30yr Pool#DB3056 5.500% 01-May-2054, 5.50%, 05/01/54 FN 3140ACME0 - - 1,370,112 $1,493,970 $1,493,970 0.03 $1,374,937
FNMA 30yr Pool#CA1931 4.500% 01-Jun-2048, 4.50%, 06/01/48 FN 3140Q9ED1 - - 1,479,849 $1,436,840 $1,436,840 0.02 $1,426,477
FNMA 30yr Pool#BT8051 5.500% 01-Jan-2053, 5.50%, 01/01/53 FN 3140LW5M5 - - 1,396,728 $1,423,719 $1,423,719 0.02 $1,412,916
FNMA 30yr Pool#BY1896 5.500% 01-May-2053, 5.50%, 05/01/53 FN 3140NJDA9 - - 1,370,589 $1,390,864 $1,390,864 0.02 $1,380,751
FHLMC 30yr Pool#QG3885 6.500% 01-Jun-2053, 6.50%, 06/01/53 FR 3133C4J62 - - 1,324,729 $1,377,282 $1,377,282 0.02 $1,367,001
Reach ABS Trust 2024-1 A 6.3% 15-FEB-2031, 6.30%, 02/18/31 REACH 2024-1A 75526PAA9 - - 1,364,234 $1,373,663 $1,373,663 0.02 $1,367,934
Towd Point Mortgage Trust 2024-CES1 A1B 6.049% 25-JAN-2064, 6.05%, 01/25/64 TPMT 2024-CES1 89183CAB1 - - 1,319,437 $1,328,965 $1,328,965 0.02 $1,320,541
FNMA 30yr Pool#BX7860 5.500% 01-Mar-2053, 5.50%, 03/01/53 FN 3140NCWW5 - - 1,308,762 $1,328,630 $1,328,630 0.02 $1,318,765
FNMA 30yr Pool#AS6811 3.000% 01-Mar-2046, 3.00%, 03/01/46 FN 3138WGR97 - - 1,307,588 $1,271,688 $1,271,688 0.02 $1,156,868
Lendbuzz Securitization Trust 2023-2 A2 7.09% 15-OCT-2028, 7.09%, 10/16/28 LBZZ 2023-2A 52608MAB4 - - 1,218,772 $1,243,037 $1,243,037 0.02 $1,237,276
FNMA 30yr Pool#MA3149 4.000% 01-Oct-2047, 4.00%, 10/01/47 FN 31418CQB3 - - 1,302,685 $1,235,366 $1,235,366 0.02 $1,220,198
FNMA 30yr Pool#FM7725 4.500% 01-Dec-2050, 4.50%, 12/01/50 FN 3140XBSP6 - - 1,273,443 $1,230,980 $1,230,980 0.02 $1,222,312
FNMA 40yr Pool#BF0167 3.000% 01-Feb-2057, 3.00%, 02/01/57 FN 3140FXFH0 - - 1,413,810 $1,206,157 $1,206,157 0.02 $1,196,448
FHLMC 30yr Pool#QF2561 5.500% 01-Nov-2052, 5.50%, 11/01/52 FR 3133BPZ27 - - 1,184,701 $1,203,807 $1,203,807 0.02 $1,195,463
FHLMC 30yr Pool#SD8003 4.000% 01-Jul-2049, 4.00%, 07/01/49 FR 3132DV3L7 - - 1,265,016 $1,192,602 $1,192,602 0.02 $1,180,498
FNMA 30yr Pool#FM9138 4.000% 01-Mar-2050, 4.00%, 03/01/50 FN 3140XDEL6 - - 1,255,811 $1,186,622 $1,186,622 0.02 $1,174,007
Connecticut Avenue Securities, Series 2021-R02 2B1 7.62197% 25-NOV-2041, 7.61%, 11/25/41 CAS 2021-R02 20754KAF8 - - 1,150,000 $1,184,219 $1,184,219 0.02 $1,180,818
FNMA 30yr Pool#BJ9181 5.000% 01-May-2048, 5.00%, 05/01/48 FN 3140HBFX1 - - 1,175,875 $1,175,014 $1,175,014 0.02 $1,166,556
FHLMC 30yr Pool#QD9182 3.000% 01-Mar-2052, 3.00%, 03/01/52 FR 3133B7FX1 - - 1,331,929 $1,165,730 $1,165,730 0.02 $1,158,778
FNMA 30yr Pool#BX0804 5.500% 01-Nov-2052, 5.50%, 11/01/52 FN 3140N43N5 - - 1,143,843 $1,163,425 $1,163,425 0.02 $1,154,424
FHLMC 30yr Pool#ZT2087 4.000% 01-Jun-2049, 4.00%, 06/01/49 FR 3132AEJ80 - - 1,224,707 $1,160,273 $1,160,273 0.02 $1,142,882
FHLMC 30yr Pool#QG6538 5.500% 01-Jul-2053, 5.50%, 07/01/53 FR 3133C7HP5 - - 1,105,099 $1,122,091 $1,122,091 0.02 $1,114,504
FHLMC 30yr Pool#RA1087 4.500% 01-Jul-2049, 4.50%, 07/01/49 FR 3133KGF45 - - 1,118,524 $1,095,333 $1,095,333 0.02 $1,068,886
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-DNA5 M2 5.95517% 25-JAN-2034, 5.96%, 01/25/34 STACR 2021-DNA5 35564KHE2 - - 1,080,105 $1,087,841 $1,087,841 0.02 $1,085,340
FHLMC 30yr Pool#RA1188 4.500% 01-Aug-2049, 4.50%, 08/01/49 FR 3133KGJ90 - - 1,125,184 $1,082,818 $1,082,818 0.02 $1,075,250
FHLMC 30yr Pool#QG6948 5.500% 01-Jul-2053, 5.50%, 07/01/53 FR 3133C7WH6 - - 1,056,442 $1,076,718 $1,076,718 0.02 $1,065,345
FNMA 30yr Pool#CB8995 5.500% 01-Aug-2054, 5.50%, 08/01/54 FN 3140QU7H3 - - 1,044,754 $1,054,960 $1,054,960 0.02 $1,044,266
FNMA 30yr Pool#AS7492 4.000% 01-Jul-2046, 4.00%, 07/01/46 FN 3138WHKE1 - - 1,109,233 $1,051,089 $1,051,089 0.02 $1,043,308
FNMA 30yr Pool#BV4203 3.500% 01-Apr-2052, 3.50%, 04/01/52 FN 3140MHU56 - - 1,075,128 $998,768 $998,768 0.02 $973,486
FNMA 30yr Pool#FM1598 4.000% 01-Feb-2049, 4.00%, 02/01/49 FN 3140X4X43 - - 1,040,926 $998,152 $998,152 0.02 $973,119
ACHV ABS Trust 2024-1PL C 6.42% 25-APR-2031, 6.42%, 04/25/31 ACHV 2024-1PL 00092BAC8 - - 956,525 $967,320 $967,320 0.02 $964,932
FNMA 30yr Pool#BV8484 3.500% 01-Apr-2052, 3.50%, 04/01/52 FN 3140MNNA0 - - 1,035,482 $962,096 $962,096 0.02 $937,510
GNMA II 30yr Pool#MA5021 4.500% 20-Feb-2048, 4.50%, 02/20/48 G2 36179TSJ5 - - 957,879 $939,294 $939,294 0.02 $928,502
FHLMC 30yr Pool#ZM8197 4.000% 01-Sep-2048, 4.00%, 09/01/48 FR 3131Y3DA1 - - 996,241 $937,867 $937,867 0.02 $931,345
FNMA 30yr Pool#DA3522 5.500% 01-Oct-2053, 5.50%, 10/01/53 FN 3140A34G5 - - 928,031 $933,576 $933,576 0.02 $926,983
Connecticut Avenue Securities Trust 2022-R01 1M1 5.30517% 25-DEC-2041, 5.31%, 12/25/41 CAS 2022-R01 20754LAA7 - - 925,991 $927,323 $927,323 0.02 $925,412
Connecticut Avenue Securities, Series 2021-R03 1M1 5.15517% 25-DEC-2041, 5.16%, 12/25/41 CAS 2021-R03 20754AAA1 - - 916,691 $917,299 $917,299 0.02 $915,461
FNMA 30yr Pool#CA6382 4.500% 01-Jul-2050, 4.50%, 07/01/50 FN 3140QECU4 - - 931,632 $900,355 $900,355 0.02 $894,225
BX Commercial Mortgage Trust 2021-21M A 5.156% 15-OCT-2036, 5.16%, 10/15/36 BX 2021-21M 05609CAA5 - - 862,801 $865,502 $865,502 0.01 $862,536
FNMA 30yr Pool#AB9341 3.000% 01-May-2043, 3.00%, 05/01/43 FN 31417GLX2 - - 943,097 $854,376 $854,376 0.01 $845,651
FNMA 30yr Pool#BN4541 4.000% 01-Feb-2049, 4.00%, 02/01/49 FN 3140JMBK7 - - 879,144 $835,110 $835,110 0.01 $821,876
Gracie Point International Funding, Series 2023-2 A 6.59828% 01-MAR-2027, 6.60%, 03/01/27 GPIF 2023-2A 38410JAA0 - - 808,251 $816,129 $816,129 0.01 $810,648
ACHM Trust 2024-HE1 B 7.26% 25-MAY-2039, 7.26%, 05/25/39 ACHM 2024-HE1 00449TAB1 - - 764,975 $787,694 $787,694 0.01 $785,534
FHLMC 30yr Pool#ZT1926 3.000% 01-Nov-2043, 3.00%, 11/01/43 FR 3132AED78 - - 839,552 $760,294 $760,294 0.01 $753,943
FNMA 30yr Pool#BY0782 5.500% 01-Apr-2053, 5.50%, 04/01/53 FN 3140NG2Q2 - - 745,808 $756,779 $756,779 0.01 $751,637
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA2 M1A 5.60517% 25-FEB-2042, 5.61%, 02/25/42 STACR 2022-DNA2 35564KRE1 - - 737,796 $741,273 $741,273 0.01 $739,664
NRZ Excess Spread-Collateralized Notes, Series 2020-PLS1 A 3.844% 25-DEC-2025, 3.84%, 12/25/25 NZES 2020-PLS1 433674AA6 - - 740,080 $733,654 $733,654 0.01 $732,548
FHLMC 30yr Pool#RA1999 4.500% 01-Jan-2050, 4.50%, 01/01/50 FR 3133KHGG5 - - 756,426 $728,414 $728,414 0.01 $722,858
FREMF 2019-KF70 Mortgage Trust C 10.42603% 25-SEP-2029, 10.43%, 09/25/29 FREMF 2019-KF70 30298UAJ0 - - 789,970 $726,959 $726,959 0.01 $723,756
FNMA 30yr Pool#BY0866 5.500% 01-May-2053, 5.50%, 05/01/53 FN 3140NG6C9 - - 706,992 $716,839 $716,839 0.01 $711,139
GNMA II 30yr Pool#MA5264 4.000% 20-Jun-2048, 4.00%, 06/20/48 G2 36179TZ57 - - 748,724 $713,984 $713,984 0.01 $703,438
FHLMC 30yr Pool#QD6555 3.000% 01-Feb-2052, 3.00%, 02/01/52 FR 3133B4H81 - - 753,015 $659,297 $659,297 0.01 $655,208
FNMA 30yr Pool#BW0343 4.500% 01-May-2052, 4.50%, 05/01/52 FN 3140MRLZ8 - - 667,035 $637,903 $637,903 0.01 $633,823
Tricolor Auto Securitization Trust 2024-1 A 6.61% 15-OCT-2027, 6.61%, 10/15/27 TAST 2024-1A 89616LAA0 - - 610,087 $614,304 $614,304 0.01 $611,727
Sequoia Mortgage Trust 2013-5 A1 2.5% 25-MAY-2043, 2.50%, 05/25/43 SEMT 2013-5 81745AAA5 - - 692,338 $606,488 $606,488 0.01 $604,661
FNMA 30yr Pool#AL6842 4.000% 01-May-2045, 4.00%, 05/01/45 FN 3138EPS88 - - 631,330 $604,083 $604,083 0.01 $598,930
FHLMC 30yr Pool#SD8047 4.500% 01-Feb-2050, 4.50%, 02/01/50 FR 3132DV5G6 - - 624,290 $604,059 $604,059 0.01 $599,744
FHLMC 30yr Pool#QE1073 3.500% 01-Apr-2052, 3.50%, 04/01/52 FR 3133BAFN6 - - 654,243 $596,062 $596,062 0.01 $592,342
FNMA 30yr Pool#BK9507 4.000% 01-Oct-2048, 4.00%, 10/01/48 FN 3140HPR58 - - 627,380 $592,236 $592,236 0.01 $587,930
MHC Commercial Mortgage Trust 2021-MHC A 5.227442% 15-APR-2038, 5.23%, 04/15/38 MHC 2021-MHC 55316VAA2 - - 586,117 $587,291 $587,291 0.01 $585,249
FHLMC 15yr Pool#SB0116 2.500% 01-Nov-2034, 2.50%, 11/01/34 FR 3132CWDV3 - - 561,757 $535,276 $535,276 0.01 $527,719
Towd Point Mortgage Trust 2024-CES2 A1B 6.35% 25-FEB-2064, 6.35%, 02/25/64 TPMT 2024-CES2 89182JAB7 - - 511,450 $516,748 $516,748 0.01 $513,320
FNMA 30yr Pool#AZ0869 4.000% 01-Jul-2045, 4.00%, 07/01/45 FN 3138YR6F0 - - 528,418 $502,341 $502,341 0.01 $498,318
FHLMC 30yr Pool#QD9191 3.500% 01-Apr-2052, 3.50%, 04/01/52 FR 3133B7F86 - - 535,936 $502,247 $502,247 0.01 $485,269
FNMA 30yr Pool#BV7632 4.500% 01-Apr-2052, 4.50%, 04/01/52 FN 3140MMPS1 - - 441,147 $466,229 $466,229 0.01 $419,216
Prosper Marketplace Issuance Trust, Series 2024-1 A 6.12% 15-AUG-2029, 6.12%, 08/15/29 PMIT 2024-1A 74363CAA7 - - 426,424 $428,649 $428,649 0.01 $426,909
FNMA 30yr Pool#CB4329 3.500% 01-Jul-2052, 3.50%, 07/01/52 FN 3140QPY35 - - 447,083 $421,330 $421,330 0.01 $404,986
FHLMC 30yr Pool#SD1414 4.000% 01-Oct-2050, 4.00%, 10/01/50 FR 3132DNSB0 - - 443,129 $417,351 $417,351 0.01 $413,522
JP Morgan Mortgage Trust 2015-4 AM 3.0% 25-JUN-2045, 3.00%, 06/25/45 JPMMT 2015-4 46644VBP0 - - 487,485 $411,849 $411,849 0.01 $410,305
FNMA 30yr Pool#CA4646 3.000% 01-Feb-2048, 3.00%, 02/01/48 FN 3140QCEU6 - - 440,820 $393,319 $393,319 0.01 $390,396
FNMA 30yr Pool#BV6879 4.500% 01-Apr-2052, 4.50%, 04/01/52 FN 3140MLUD0 - - 408,429 $390,652 $390,652 0.01 $388,124
FHLMC 30yr Pool#QA8274 3.500% 01-Mar-2050, 3.50%, 03/01/50 FR 3133A3FP8 - - 391,277 $352,715 $352,715 0.01 $350,518
FNMA 30yr Pool#FM3447 4.000% 01-Nov-2049, 4.00%, 11/01/49 FN 3140X6ZM6 - - 367,817 $346,783 $346,783 0.01 $343,821
FHLMC 30yr Pool#SD1966 4.000% 01-Nov-2052, 4.00%, 11/01/52 FR 3132DPFF0 - - 344,327 $323,888 $323,888 0.01 $318,314
Santander Bank Auto Credit-Linked Notes, Series 2023-A B 6.493% 15-JUN-2033, 6.49%, 06/15/33 SBCLN 2023-A 80290CBU7 - - 319,397 $321,745 $321,745 0.01 $320,363
FHLMC 30yr Pool#ZN6461 4.000% 01-May-2049, 4.00%, 05/01/49 FR 3131YDFA7 - - 333,947 $313,889 $313,889 0.01 $311,715
FNMA 30yr Pool#AR9225 3.000% 01-Mar-2043, 3.00%, 03/01/43 FN 3138W7HB3 - - 344,248 $309,835 $309,835 0.01 $307,257
FHLMC 30yr Pool#ZT0391 4.000% 01-Nov-2047, 4.00%, 11/01/47 FR 3132ACNG1 - - 309,080 $297,666 $297,666 0.01 $290,667
FNMA 30yr Pool#FS2548 4.000% 01-Mar-2051, 4.00%, 03/01/51 FN 3140XHZN0 - - 310,840 $293,246 $293,246 0.00 $290,072
Fannie Mae REMIC Trust 2017-9 VL 3.0% 25-JUL-2028, 3.00%, 07/25/28 FNR 2017-9 3136AVYH6 - - 287,888 $291,513 $291,513 0.00 $282,614
FNMA 30yr Pool#FS2238 4.000% 01-Mar-2051, 4.00%, 03/01/51 FN 3140XHPY7 - - 302,909 $288,943 $288,943 0.00 $283,177
FHLMC 30yr Pool#QA5150 4.500% 01-Dec-2049, 4.50%, 12/01/49 FR 31346YWK5 - - 296,262 $286,596 $286,596 0.00 $284,614
FNMA 30yr Pool#AS8649 3.000% 01-Jan-2047, 3.00%, 01/01/47 FN 3138WJTF5 - - 317,526 $281,105 $281,105 0.00 $279,120
FNMA 30yr Pool#BO9819 4.500% 01-Dec-2049, 4.50%, 12/01/49 FN 3140K54D6 - - 279,180 $270,123 $270,123 0.00 $268,203
FNMA 30yr Pool#BN3899 4.000% 01-Dec-2048, 4.00%, 12/01/48 FN 3140JLKM5 - - 276,140 $264,606 $264,606 0.00 $258,152
FHLMC 15yr Pool#SB0040 2.500% 01-Dec-2033, 2.50%, 12/01/33 FR 3132CWBH6 - - 255,576 $251,310 $251,310 0.00 $244,815
FHLMC 30yr Pool#QA1615 3.500% 01-Aug-2049, 3.50%, 08/01/49 FR 31334XYL7 - - 273,676 $248,733 $248,733 0.00 $247,005
FHLMC 30yr Pool#ZN4240 4.500% 01-Dec-2048, 4.50%, 12/01/48 FR 3131YAV98 - - 252,048 $245,332 $245,332 0.00 $243,545
FNMA 30yr Pool#MA3908 4.500% 01-Jan-2050, 4.50%, 01/01/50 FN 31418DKW1 - - 245,436 $242,527 $242,527 0.00 $235,786
Fannie Mae REMIC Trust 2012-126 SY 0.0% 25-NOV-2042, 0.00%, 11/25/42 FNR 2012-126 3136A9ZR2 - - 473,554 $234,358 $234,358 0.00 $234,358
FNMA 30yr Pool#MA1327 3.000% 01-Jan-2043, 3.00%, 01/01/43 FN 31418APM4 - - 250,649 $232,097 $232,097 0.00 $225,090
FNMA 30yr Pool#MA3687 4.000% 01-Jun-2049, 4.00%, 06/01/49 FN 31418DCZ3 - - 240,094 $226,366 $226,366 0.00 $224,053
FNMA 30yr Pool#BE3616 4.000% 01-May-2047, 4.00%, 05/01/47 FN 3140FPAS8 - - 235,611 $223,494 $223,494 0.00 $221,714
FREED ABS Trust 2021-3FP D 2.37% 18-NOV-2028, 2.37%, 11/20/28 FREED 2021-3FP 30322MAD1 - - 223,942 $223,376 $223,376 0.00 $223,066
FNMA 30yr Pool#BW0081 4.500% 01-Apr-2052, 4.50%, 04/01/52 FN 3140MRCT2 - - 230,859 $220,777 $220,777 0.00 $219,364
GNMA II 30yr Pool#MA5192 4.000% 20-May-2048, 4.00%, 05/20/48 G2 36179TXV2 - - 224,343 $213,363 $213,363 0.00 $210,774
FHLMC 30yr Pool#RA1088 4.500% 01-Jul-2049, 4.50%, 07/01/49 FR 3133KGF52 - - 205,159 $198,452 $198,452 0.00 $197,093
FNMA 30yr Pool#AB6280 3.000% 01-Sep-2042, 3.00%, 09/01/42 FN 31417C6S9 - - 201,235 $189,062 $189,062 0.00 $180,715
FHLMC 30yr Pool#SD8040 4.500% 01-Jan-2050, 4.50%, 01/01/50 FR 3132DV4Z5 - - 190,938 $184,690 $184,690 0.00 $183,431
FNMA 30yr Pool#BV7132 4.500% 01-Apr-2052, 4.50%, 04/01/52 FN 3140ML4S6 - - 187,030 $178,869 $178,869 0.00 $177,718
FNMA 30yr Pool#CA4185 4.500% 01-Sep-2049, 4.50%, 09/01/49 FN 3140QBUK2 - - 179,275 $175,691 $175,691 0.00 $172,226
FNMA 30yr Pool#BO2983 3.000% 01-Sep-2049, 3.00%, 09/01/49 FN 3140JXJ58 - - 196,785 $174,344 $174,344 0.00 $173,065
FNMA 30yr Pool#CA4035 4.500% 01-Aug-2049, 4.50%, 08/01/49 FN 3140QBPV4 - - 178,866 $173,013 $173,013 0.00 $171,834
FNMA 30yr Pool#BW0072 4.500% 01-Apr-2052, 4.50%, 04/01/52 FN 3140MRCJ4 - - 137,098 $165,595 $165,595 0.00 $130,271
FHLMC 30yr Pool#ZT1320 4.000% 01-Nov-2048, 4.00%, 11/01/48 FR 3132ADPD4 - - 167,559 $158,686 $158,686 0.00 $156,644
FNMA 30yr Pool#AB7563 3.000% 01-Jan-2043, 3.00%, 01/01/43 FN 31417EMM0 - - 173,303 $157,683 $157,683 0.00 $156,264
FHLMC 30yr Pool#ZA7158 4.500% 01-Jun-2049, 4.50%, 06/01/49 FR 31329Q5T4 - - 159,184 $153,370 $153,370 0.00 $152,120
FNMA 30yr Pool#FS2546 4.000% 01-Mar-2051, 4.00%, 03/01/51 FN 3140XHZL4 - - 157,031 $148,169 $148,169 0.00 $146,802
Santander Bank Auto Credit-Linked Notes, Series 2022-C C 6.986% 15-DEC-2032, 6.99%, 12/15/32 SBCLN 2022-C 80290CBG8 - - 142,034 $142,802 $142,802 0.00 $142,141
GNMA II 30yr Pool#MA5753 4.000% 20-Feb-2049, 4.00%, 02/20/49 G2 36179UMA7 - - 146,709 $135,150 $135,150 0.00 $134,240
FNMA 30yr Pool#MA1229 3.000% 01-Oct-2042, 3.00%, 10/01/42 FN 31418ALK2 - - 147,989 $134,198 $134,198 0.00 $133,013
GNMA II 30yr Pool#BK5879 4.500% 20-Nov-2048, 4.50%, 11/20/48 G2 3617J6Q80 - - 112,262 $131,097 $131,097 0.00 $107,015
FNMA 30yr Pool#BV7131 4.500% 01-Apr-2052, 4.50%, 04/01/52 FN 3140ML4R8 - - 129,823 $124,170 $124,170 0.00 $123,359
GNMA II 30yr Pool#BF6874 4.500% 20-Jul-2048, 4.50%, 07/20/48 G2 3617GDT77 - - 127,967 $124,156 $124,156 0.00 $123,235
GNMA II 30yr Pool#MA5866 4.000% 20-Apr-2049, 4.00%, 04/20/49 G2 36179UQT2 - - 133,714 $123,778 $123,778 0.00 $122,906
FNMA 20yr Pool#AB9283 3.000% 01-Apr-2038, 3.00%, 04/01/38 FN 31417GJ56 - - 136,001 $122,945 $122,945 0.00 $121,505
Upstart Securitization Trust 2021-1 C 4.06% 20-MAR-2031, 4.06%, 03/20/31 UPST 2021-1 91681NAC8 - - 112,820 $112,970 $112,970 0.00 $112,728
FNMA 30yr Pool#BM3282 3.500% 01-Dec-2047, 3.50%, 12/01/47 FN 3140J7UG8 - - 120,098 $112,830 $112,830 0.00 $109,987
FNMA 30yr Pool#CA3683 4.500% 01-Jun-2049, 4.50%, 06/01/49 FN 3140QBCV8 - - 112,137 $108,534 $108,534 0.00 $107,728
FHLMC 30yr Pool#ZT1633 4.000% 01-Mar-2047, 4.00%, 03/01/47 FR 3132ADY69 - - 111,609 $106,184 $106,184 0.00 $105,252
FHLMC 30yr Pool#QE0318 4.500% 01-Mar-2052, 4.50%, 03/01/52 FR 3133B9K78 - - 108,882 $104,152 $104,152 0.00 $103,469
FNMA 30yr Pool#CA0108 3.500% 01-Aug-2047, 3.50%, 08/01/47 FN 3140Q7DN4 - - 109,819 $101,742 $101,742 0.00 $100,574
FHLMC 30yr Pool#ZM7577 4.500% 01-Aug-2048, 4.50%, 08/01/48 FR 3131Y2M21 - - 100,733 $97,783 $97,783 0.00 $97,100
Fannie Mae REMIC Trust 2013-130 FN 4.76965% 25-OCT-2042, 4.77%, 10/25/42 FNR 2013-130 3136AHG53 - - 97,964 $96,782 $96,782 0.00 $96,600
FNMA 30yr Pool#BJ8459 3.000% 01-Aug-2049, 3.00%, 08/01/49 FN 3140HAMH0 - - 101,202 $87,608 $87,608 0.00 $86,753
FNMA 30yr Pool#BO4113 3.000% 01-Aug-2049, 3.00%, 08/01/49 FN 3140JYSB3 - - 91,999 $79,561 $79,561 0.00 $78,863
FHLMC 30yr Pool#ZM7926 5.000% 01-Sep-2048, 5.00%, 09/01/48 FR 3131Y2YX0 - - 78,341 $77,928 $77,928 0.00 $77,354
Sequoia Mortgage Trust 2019-CH3 A19 4.0% 25-OCT-2049, 4.00%, 09/25/49 SEMT 2019-CH3 81748GBN0 - - 84,357 $76,839 $76,839 0.00 $76,483
FNMA 30yr Pool#MA1447 3.000% 01-May-2043, 3.00%, 05/01/43 FN 31418ATD0 - - 80,202 $72,149 $72,149 0.00 $71,584
FHLMC 30yr Pool#QA2159 3.000% 01-Aug-2049, 3.00%, 08/01/49 FR 31334YMG9 - - 83,522 $72,091 $72,091 0.00 $71,597
FNMA 30yr Pool#AS8547 3.000% 01-Nov-2046, 3.00%, 11/01/46 FN 3138WJP93 - - 72,338 $63,791 $63,791 0.00 $63,359
FNMA 30yr Pool#BD2453 3.000% 01-Jan-2047, 3.00%, 01/01/47 FN 3140F9WP6 - - 70,269 $62,750 $62,750 0.00 $62,231
FHLMC 15yr Pool#ZK8962 3.000% 01-Sep-2032, 3.00%, 09/01/32 FR 3131XC5X1 - - 58,259 $58,475 $58,475 0.00 $56,245
Fannie Mae REMIC Trust 2006-20 GF 4.78645% 25-APR-2036, 4.77%, 04/25/36 FNR 2006-20 31395BU43 - - 58,332 $57,806 $57,806 0.00 $57,698
Fannie Mae REMIC Trust 2010-109 BS 6.30267% 25-OCT-2040, 6.30%, 10/25/40 FNR 2010-109 31398NTM6 - - 41,248 $54,796 $54,796 0.00 $54,522
FHLMC 15yr Pool#ZS7403 3.000% 01-May-2031, 3.00%, 05/01/31 FR 3132A8GL7 - - 54,603 $54,653 $54,653 0.00 $53,117
Freddie Mac Multiclass Certificates, Series 3380 FM 5.03676% 15-OCT-2037, 5.01%, 10/15/37 FHR 3380 31397KTJ0 - - 45,849 $45,817 $45,817 0.00 $45,664
Freddie Mac Multiclass Certificates, Series 3721 FB 4.94676% 15-SEP-2040, 4.92%, 09/15/40 FHR 3721 3137GAD20 - - 45,150 $45,021 $45,021 0.00 $44,873
FNMA 15yr Pool#BO5957 3.000% 01-Dec-2034, 3.00%, 12/01/34 FN 3140K1TP1 - - 45,684 $44,217 $44,217 0.00 $43,663
FNMA 30yr Pool#BO1857 4.500% 01-Aug-2049, 4.50%, 08/01/49 FN 3140JWB33 - - 43,189 $41,773 $41,773 0.00 $41,491
Ginnie Mae REMIC Trust 2008-013 FB 4.93886% 20-FEB-2038, 4.93%, 02/20/38 GNR 2008-13 38375PNL1 - - 41,491 $41,370 $41,370 0.00 $41,262
Saluda Grade Alternative Mortgage Trust 2023-FIG4 A 6.718% 25-NOV-2053, 6.72%, 11/25/53 GRADE 2023-FIG4 79581UAA2 - - - $41,183 $41,183 0.00 $0
FNMA 15yr Pool#BO7717 3.000% 01-Nov-2034, 3.00%, 11/01/34 FN 3140K3SF0 - - 38,720 $37,615 $37,615 0.00 $37,100
FNMA 30yr Pool#BC0870 3.500% 01-Jan-2046, 3.50%, 01/01/46 FN 3140EU6G9 - - 38,257 $35,398 $35,398 0.00 $35,006
FHLMC 15yr Pool#ZK9163 3.000% 01-Jan-2033, 3.00%, 01/01/33 FR 3131XDFC4 - - 34,150 $33,560 $33,560 0.00 $32,940
Ginnie Mae REMIC Trust 2007-040 FG 4.75886% 20-JUL-2037, 4.75%, 07/20/37 GNR 2007-40 38375KZS4 - - 32,028 $31,731 $31,731 0.00 $31,650
Ginnie Mae REMIC Trust 2004-069 CF 4.83886% 20-JUL-2034, 4.83%, 07/20/34 GNR 2004-69 38374JAT3 - - 28,158 $28,129 $28,129 0.00 $28,057
Ginnie Mae REMIC Trust 2010-133 FD 4.85624% 16-OCT-2040, 4.86%, 10/16/40 GNR 2010-133 38377MHV1 - - 26,080 $26,091 $26,091 0.00 $26,010
Ginnie Mae REMIC Trust 2007-059 FA 4.93886% 20-OCT-2037, 4.93%, 10/20/37 GNR 2007-59 38375LPU8 - - 25,488 $25,413 $25,413 0.00 $25,347
Fannie Mae REMIC Trust 2013-2 QF 4.93645% 25-FEB-2043, 4.92%, 02/25/43 FNR 2013-2 3136AB4P5 - - 25,435 $25,368 $25,368 0.00 $25,319
FHLMC 30yr Pool#ZN2165 4.500% 01-Dec-2048, 4.50%, 12/01/48 FR 3131Y8MN2 - - 23,667 $22,996 $22,996 0.00 $22,821
Ginnie Mae REMIC Trust 2007-037 FW 4.74886% 20-JUN-2037, 4.74%, 06/20/37 GNR 2007-37 38375KNR9 - - 20,607 $20,403 $20,403 0.00 $20,351
Ginnie Mae REMIC Trust 2004-059 FP 4.72624% 16-AUG-2034, 4.73%, 08/16/34 GNR 2004-59 38374HYS3 - - 20,415 $20,379 $20,379 0.00 $20,317
Ginnie Mae REMIC Trust 2008-016 FC 4.93886% 20-FEB-2038, 4.93%, 02/20/38 GNR 2008-16 383742FU2 - - 20,348 $20,295 $20,295 0.00 $20,242
Ginnie Mae REMIC Trust 2005-065 FA 4.58886% 20-AUG-2035, 4.58%, 08/20/35 GNR 2005-65 38374LL25 - - 19,977 $19,703 $19,703 0.00 $19,655
Freddie Mac Multiclass Certificates, Series 2426 FL 5.09676% 15-MAR-2032, 5.07%, 03/15/32 FHR 2426 31339W7G5 - - 18,916 $19,047 $19,047 0.00 $18,983
Fannie Mae REMIC Trust 2002-53 FK 4.83645% 25-APR-2032, 4.82%, 04/25/32 FNR 2002-53 31392EHN3 - - 18,441 $18,392 $18,392 0.00 $18,357
Ginnie Mae REMIC Trust 2005-048 AF 4.63886% 20-JUN-2035, 4.63%, 06/20/35 GNR 2005-48 38374LHM6 - - 16,981 $16,786 $16,786 0.00 $16,744
FHLMC 30yr Pool#ZT0252 3.000% 01-Dec-2047, 3.00%, 12/01/47 FR 3132ACH52 - - 17,615 $15,860 $15,860 0.00 $15,600
Fannie Mae REMIC Trust 2005-83 KT 4.73645% 25-OCT-2035, 4.72%, 10/25/35 FNR 2005-83 31394FUL7 - - 15,756 $15,634 $15,634 0.00 $15,605
Fannie Mae REMIC Trust 2007-89 GF 4.95645% 25-SEP-2037, 4.94%, 09/25/37 FNR 2007-89 31396XPM0 - - 14,778 $14,791 $14,791 0.00 $14,763
Freddie Mac Multiclass Certificates, Series 2551 FD 4.84676% 15-JAN-2033, 4.82%, 01/15/33 FHR 2551 31393JAZ1 - - 13,458 $13,467 $13,467 0.00 $13,426
Ginnie Mae REMIC Trust 2012-075 FP 4.73886% 20-JUL-2041, 4.73%, 07/20/41 GNR 2012-75 38378EZ55 - - 12,696 $12,658 $12,658 0.00 $12,626
FHLMC 30yr Pool#ZM2269 3.000% 01-Dec-2046, 3.00%, 12/01/46 FR 3131XVQW8 - - 12,922 $11,695 $11,695 0.00 $11,435
Freddie Mac Multiclass Certificates, Series 2410, excluding Group 6 FX 4.76833% 15-FEB-2032, 4.77%, 02/15/32 FHR 2410 31339NJN7 - - 10,691 $10,666 $10,666 0.00 $10,633
Ginnie Mae REMIC Trust 2007-061 FA 4.93886% 20-OCT-2037, 4.93%, 10/20/37 GNR 2007-61 38375LLN8 - - 10,625 $10,594 $10,594 0.00 $10,566
Fannie Mae REMIC Trust 2010-123 FL 4.86645% 25-NOV-2040, 4.85%, 11/25/40 FNR 2010-123 31398N2W3 - - 10,104 $10,057 $10,057 0.00 $10,038
FNMA 15yr Pool#AS8207 2.500% 01-Oct-2031, 2.50%, 10/01/31 FN 3138WJDM7 - - 10,274 $10,038 $10,038 0.00 $9,847
Fannie Mae REMIC Trust 2003-87 FG 4.93645% 25-SEP-2033, 4.92%, 09/25/33 FNR 2003-87 31393E4W6 - - 9,704 $9,697 $9,697 0.00 $9,679
Freddie Mac Multiclass Certificates, Series 3028 FM 4.69676% 15-SEP-2035, 4.67%, 09/15/35 FHR 3028 31396AFB5 - - 9,499 $9,468 $9,468 0.00 $9,440
Freddie Mac Multiclass Certificates, Series 3738 FD 4.74676% 15-AUG-2040, 4.72%, 08/15/40 FHR 3738 3137GAYQ4 - - 9,414 $9,436 $9,436 0.00 $9,406
GNMA II 30yr Pool#BK6072 5.000% 20-Jan-2049, 5.00%, 01/20/49 G2 3617J6W91 - - 9,168 $9,141 $9,141 0.00 $9,055
FNMA 15yr Pool#BM1036 2.500% 01-Feb-2032, 2.50%, 02/01/32 FN 3140J5EJ4 - - 8,946 $8,771 $8,771 0.00 $8,573
FNMA 15yr Pool#AS7643 2.500% 01-Aug-2031, 2.50%, 08/01/31 FN 3138WHP55 - - 8,817 $8,737 $8,737 0.00 $8,452
Fannie Mae REMIC Trust 2002-16 VF 4.98645% 25-APR-2032, 4.97%, 04/25/32 FNR 2002-16 31392CWW0 - - 8,072 $8,084 $8,084 0.00 $8,068
Fannie Mae REMIC Trust 2012-100 FG 4.83645% 25-SEP-2042, 4.82%, 09/25/42 FNR 2012-100 3136A8QW3 - - 8,072 $7,955 $7,955 0.00 $7,940
FHLMC 15yr Pool#ZK8405 2.500% 01-Dec-2031, 2.50%, 01/22/31 FR 3131XCKS5 - - 7,596 $7,491 $7,491 0.00 $7,270
Ginnie Mae REMIC Trust 2007-018 FD 4.73886% 20-APR-2037, 4.73%, 04/20/37 GNR 2007-18 38375JC86 - - 7,496 $7,415 $7,415 0.00 $7,396
Ginnie Mae REMIC Trust 2010-006 FG 5.02624% 16-JAN-2040, 5.03%, 01/16/40 GNR 2010-6 38376TSC7 - - 7,220 $7,229 $7,229 0.00 $7,206
Fannie Mae REMIC Trust 2010-95 FB 4.83645% 25-SEP-2040, 4.82%, 09/25/40 FNR 2010-95 31398NEX8 - - 6,856 $6,832 $6,832 0.00 $6,819
FNMA 30yr Pool#MA3694 4.500% 01-Jul-2049, 4.50%, 07/01/49 FN 31418DC83 - - 4,636 $4,574 $4,574 0.00 $4,454
Ginnie Mae REMIC Trust 1999-27 FE 4.82624% 16-AUG-2029, 4.83%, 08/16/29 GNR 1999-27 3837H2WA3 - - 3,615 $3,625 $3,625 0.00 $3,612
Freddie Mac Multiclass Certificates, Series 2469 FE 4.94676% 15-JUL-2032, 4.92%, 07/15/32 FHR 2469 31392RC58 - - 2,396 $2,401 $2,401 0.00 $2,394
FHLMC 30yr Pool#ZN0650 3.000% 01-Mar-2043, 3.00%, 03/01/43 FR 3131Y6WK1 - - 2,254 $2,056 $2,056 0.00 $2,011
Ginnie Mae REMIC Trust 2010-125 VF 4.78886% 20-JUN-2040, 4.78%, 06/20/40 GNR 2010-125 38377JYJ6 - - 400.00 $399 $399 0.00 $398
US 10yr Ultra Fut Sep25 SEP 25 UXYU5 FUTURES_USD - -586.00 $-65,979,938 $0 0.00 $0
US ULTRA BOND CBT Sep25 SEP 25 WNU5 FUTURES_USD - -645.00 $-74,820,000 $0 0.00 $0
US 5YR NOTE (CBT) Sep25 SEP 25 FVU5 FUTURES_USD - 3,170 $342,805,781 $0 0.00 $0
US 10YR NOTE (CBT)Sep25 SEP 25 TYU5 FUTURES_USD - -236.00 $-26,144,375 $0 0.00 $0
GNMA II TBA 30yr 5% July Delivery, 5.00%, 07/21/25 G2SF 21H050672 - - -24,500,000 $-23,887,672 $-23,887,672 -0.41 $-23,887,672
UMBS TBA 30yr 3.5% August Delivery, 3.50%, 08/13/25 FNCL 01F032682 - - -95,653,000 $-85,252,936 $-85,252,936 -1.45 $-85,252,936
UMBS TBA 30yr 5% August Delivery, 5.00%, 08/13/25 FNCL 01F050684 - - -258,596,000 $-251,352,985 $-251,352,985 -4.28 $-251,352,985
UMBS TBA 30yr 4% August Delivery, 4.00%, 08/13/25 FNCL 01F040685 - - -575,916,155 $-530,116,423 $-530,116,423 -9.03 $-530,116,423
UMBS TBA 30yr 4.5% August Delivery, 4.50%, 08/13/25 FNCL 01F042681 - - -649,198,988 $-614,823,902 $-614,823,902 -10.48 $-614,823,902
UMBS TBA 30yr 5.5% August Delivery, 5.50%, 08/13/25 FNCL 01F052680 - - -755,024,239 $-750,041,079 $-750,041,079 -12.78 $-750,041,079
SEGREGATED CASH SEGCASH - $0.00 7,173,632 $7,173,632 $7,173,632 0.12 $7,173,632
ALMSUM ALMSUM - $0.00 - $0 $0 0.00 $0
US DOLLARS USD MD_142224 - - -1,462,276,154 $-1,462,276,154 $-1,462,276,154 -24.92 $-1,462,276,154
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?