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

Mortgage-Backed Securities ETF Holdings

Full Portfolio Holdings

(As of November 3, 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% November Delivery, 2.50%, 11/13/25 FNCL 01F0226B6 - - 1,711,613,894 $1,451,508,489 $1,451,508,489 21.76 $1,451,508,489
UMBS TBA 30yr 3% November Delivery, 3.00%, 11/13/25 FNCL 01F0306B9 - - 688,979,354 $609,777,732 $609,777,732 9.15 $609,777,732
GNMA II TBA 30yr 5% November Delivery, 5.00%, 11/20/25 G2SF 21H0506B3 - - 411,201,194 $409,653,844 $409,653,844 6.15 $409,653,844
GNMA II TBA 30yr 2.5% November Delivery, 2.50%, 11/20/25 G2SF 21H0226B2 - - 443,715,414 $383,990,876 $383,990,876 5.76 $383,990,876
UMBS TBA 30yr 2% November Delivery, 2.00%, 11/13/25 FNCL 01F0206B0 - - 402,248,255 $326,007,327 $326,007,327 4.89 $326,007,327
UMBS TBA 30yr 5% November Delivery, 5.00%, 11/13/25 FNCL 01F0506B7 - - 299,891,000 $298,289,282 $298,289,282 4.48 $298,289,282
FNMA 30yr Pool#CC1013 5.500% 01-Sep-2055, 5.50%, 09/01/55 FN 3140Y7DT2 - - 215,071,974 $219,987,681 $219,987,681 3.31 $218,903,360
FNMA 30yr Pool#CC0839 6.000% 01-Aug-2055, 6.00%, 08/01/55 FN 3140Y64Z0 - - 197,081,360 $204,498,806 $204,498,806 3.07 $203,414,858
FNMA 30yr Pool#CB9430 5.500% 01-Nov-2054, 5.50%, 11/01/54 FN 3140QVPQ1 - - 188,248,183 $192,484,288 $192,484,288 2.89 $191,535,204
GNMA II TBA 30yr 5.5% November Delivery, 5.50%, 11/20/25 G2SF 21H0526B9 - - 183,586,000 $185,019,807 $185,019,807 2.78 $185,019,807
GNMA II TBA 30yr 3% November Delivery, 3.00%, 11/20/25 G2SF 21H0306B5 - - 203,159,962 $182,545,118 $182,545,118 2.75 $182,545,118
Fannie Mae REMIC Trust 2025-12 FC 5.45603% 25-MAR-2055, 5.28%, 03/25/55 FNR 2025-12 3136BVFC7 - - 157,030,627 $157,517,612 $157,517,612 2.36 $157,310,222
UMBS TBA 30yr 4.5% November Delivery, 4.50%, 11/13/25 FNCL 01F0426B4 - - 153,700,000 $149,707,335 $149,707,335 2.24 $149,707,335
FNMA 30yr Pool#FS7252 5.000% 01-Nov-2053, 5.00%, 11/01/53 FN 3140XPBW8 - - 145,351,107 $145,850,827 $145,850,827 2.19 $145,184,634
UMBS TBA 30yr 6.5% November Delivery, 6.50%, 11/13/25 FNCL 01F0626B2 - - 139,226,000 $144,190,799 $144,190,799 2.16 $144,190,799
FNMA 30yr Pool#FA2033 6.000% 01-Jul-2054, 6.00%, 07/01/54 FN 3140W2HK0 - - 135,672,019 $140,778,234 $140,778,234 2.11 $140,032,038
GNMA II TBA 30yr 3.5% November Delivery, 3.50%, 11/20/25 G2SF 21H0326B1 - - 147,859,377 $135,183,688 $135,183,688 2.03 $135,183,688
GNMA II TBA 30yr 4.5% November Delivery, 4.50%, 11/20/25 G2SF 21H0426B0 - - 127,692,488 $124,455,356 $124,455,356 1.86 $124,455,356
FNMA 30yr Pool#FA2754 4.500% 01-Jan-2049, 4.50%, 01/01/49 FN 3140W3BY4 - - 118,971,129 $118,122,791 $118,122,791 1.77 $117,632,035
FNMA 30yr Pool#FS1133 4.000% 01-Oct-2051, 4.00%, 10/01/51 FN 3140XGHK8 - - 115,349,151 $111,195,887 $111,195,887 1.67 $110,772,940
GNMA II TBA 30yr 4% November Delivery, 4.00%, 11/20/25 G2SF 21H0406B4 - - 114,954,688 $108,574,013 $108,574,013 1.63 $108,574,013
FHLMC 30yr Pool#SL0335 5.500% 01-Feb-2055, 5.50%, 02/01/55 FR 31427MLR0 - - 105,727,919 $107,862,651 $107,862,651 1.62 $107,329,606
FHLMC 30yr Pool#SD5238 5.500% 01-Apr-2054, 5.50%, 04/01/54 FR 3132DSZB1 - - 101,712,037 $104,580,940 $104,580,940 1.57 $104,068,142
FNMA 30yr Pool#FM7460 4.000% 01-Mar-2051, 4.00%, 03/01/51 FN 3140XBJE1 - - 108,289,085 $104,390,026 $104,390,026 1.56 $103,992,966
Freddie Mac Multiclass Certificates, Series 5544 FC 5.35603% 25-JUN-2055, 5.18%, 06/25/55 FHR 5544 3137HLNP3 - - 90,516,252 $90,948,272 $90,948,272 1.36 $90,830,991
FNMA 30yr Pool#FA3025 5.500% 01-Sep-2055, 5.50%, 09/01/55 FN 3140W3LF4 - - 87,817,759 $90,527,174 $90,527,174 1.36 $90,084,426
FHLMC 30yr Pool#SL2464 4.500% 01-Dec-2048, 4.50%, 12/01/48 FR 31427PW26 - - 84,995,690 $84,389,618 $84,389,618 1.26 $84,039,011
UMBS TBA 30yr 5.5% November Delivery, 5.50%, 11/13/25 FNCL 01F0526B3 - - 80,000,000 $80,821,600 $80,821,600 1.21 $80,821,600
FHLMC 30yr Pool#SD1046 4.000% 01-Jul-2052, 4.00%, 07/01/52 FR 3132DNET6 - - 82,668,452 $79,467,380 $79,467,380 1.19 $79,164,262
FHLMC 30yr Pool#RJ4363 5.500% 01-Jun-2055, 5.50%, 06/01/55 FR 3142GUZ55 - - 76,654,284 $79,101,552 $79,101,552 1.19 $78,715,087
FNMA 30yr Pool#FA0574 5.500% 01-Jan-2055, 5.50%, 01/01/55 FN 3140W0T88 - - 71,438,973 $73,724,082 $73,724,082 1.10 $73,363,911
FNMA 30yr Pool#FS8993 6.000% 01-Jul-2054, 6.00%, 07/01/54 FN 3140XQ7F8 - - 70,730,371 $73,248,624 $73,248,624 1.10 $72,859,607
FHLMC 30yr Pool#SL2435 6.500% 01-Feb-2055, 6.50%, 02/01/55 FR 31427PV50 - - 60,569,670 $63,564,654 $63,564,654 0.95 $63,203,760
FHLMC 30yr Pool#SL1188 5.500% 01-Apr-2055, 5.50%, 04/01/55 FR 31427NKA6 - - 59,459,763 $61,257,731 $61,257,731 0.92 $60,957,955
FHLMC 30yr Pool#QX7566 5.500% 01-Mar-2055, 5.50%, 03/01/55 FR 31426DMQ2 - - 56,285,904 $57,534,904 $57,534,904 0.86 $57,251,129
Fannie Mae REMIC Trust 2025-9 FA 5.55603% 25-MAR-2055, 5.38%, 03/25/55 FNR 2025-9 3136BVDC9 - - 50,937,018 $51,180,242 $51,180,242 0.77 $51,111,696
Fannie Mae Pool|5.5|10/01/2055, 5.50%, 10/01/55 FN 3140W3PN3 - - 49,106,687 $50,679,618 $50,679,618 0.76 $50,432,039
FNMA 30yr Pool#CB9613 5.500% 01-Dec-2054, 5.50%, 12/01/54 FN 3140QVVF8 - - 48,172,422 $49,256,434 $49,256,434 0.74 $49,013,565
FHLMC 30yr Pool#SD7343 5.500% 01-Jan-2055, 5.50%, 01/01/55 FR 3132DVEQ4 - - 45,978,932 $47,376,262 $47,376,262 0.71 $47,144,451
FNMA 30yr Pool#FS9779 5.500% 01-Nov-2054, 5.50%, 11/01/54 FN 3140XR2M6 - - 43,484,588 $44,806,832 $44,806,832 0.67 $44,587,597
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA2 M2 7.93279% 25-FEB-2042, 7.93%, 02/25/42 STACR 2022-DNA2 35564KRN1 - - 43,256,272 $44,763,975 $44,763,975 0.67 $44,687,721
Radian Mortgage Capital Trust 2025-J4|5.73078|03/25/2056, 5.73%, 03/25/56 RMCT 2025-J4 75024UBP1 - - 41,983,000 $42,039,503 $42,039,503 0.63 $41,978,940
PMT LOAN TRUST 2025-J3 FLTG 2056 A3, 5.71%, 11/27/56 PMTLT 2025-J3 69392XBM9 - - 41,972,000 $42,034,464 $42,034,464 0.63 $41,974,502
FNMA 30yr Pool#FA1951 6.000% 01-Jun-2055, 6.00%, 06/01/55 FN 3140W2EZ0 - - 40,492,659 $41,962,936 $41,962,936 0.63 $41,740,227
OBX 2025-J3 TRUST FLTG 2055 AF, 5.68%, 10/25/55 OBX 2025-J3 67449KAU7 - - 41,590,205 $41,850,978 $41,850,978 0.63 $41,589,178
FHLMC 30yr Pool#SL0046 6.000% 01-Jan-2055, 6.00%, 01/01/55 FR 31427MBQ3 - - 40,372,386 $41,809,787 $41,809,787 0.63 $41,587,739
FNMA 40yr Pool#BF0646 2.500% 01-Jun-2062, 2.50%, 06/01/62 FN 3140FXWG3 - - 49,569,642 $41,796,492 $41,796,492 0.63 $41,682,895
FNMA 30yr Pool#FS8121 4.000% 01-Jul-2052, 4.00%, 07/01/52 FN 3140XQAX5 - - 43,491,222 $41,752,953 $41,752,953 0.63 $41,593,485
FNMA 30yr Pool#FS8881 4.500% 01-Sep-2053, 4.50%, 09/01/53 FN 3140XQ2P1 - - 41,096,059 $40,760,703 $40,760,703 0.61 $40,591,181
FHLMC 30yr Pool#ZT2413 4.000% 01-Feb-2041, 4.00%, 02/01/41 FR 3132AEVE3 - - 41,414,902 $40,556,164 $40,556,164 0.61 $40,404,309
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-HQA3 M2 6.28279% 25-SEP-2041, 6.28%, 09/25/41 STACR 2021-HQA3 35564KJP5 - - 40,047,609 $40,415,691 $40,415,691 0.61 $40,359,777
New Residential Mortgage LLC 6.545% 25-MAR-2032, 6.54%, 03/25/32 NZES 2025-FHT 64832EAA7 - - 39,304,919 $39,898,830 $39,898,830 0.60 $39,834,517
FHLMC 30yr Pool#SD6787 4.000% 01-May-2053, 4.00%, 05/01/53 FR 3132DURG4 - - 41,135,319 $39,478,371 $39,478,371 0.59 $39,327,542
FNMA 30yr Pool#FA1557 6.000% 01-May-2055, 6.00%, 05/01/55 FN 3140W1WT6 - - 38,101,379 $39,457,924 $39,457,924 0.59 $39,248,367
FHLMC 30yr Pool#SI2101 4.000% 01-Sep-2048, 4.00%, 09/01/48 FR 3133USKN0 - - 39,548,180 $38,187,691 $38,187,691 0.57 $38,042,681
FHLMC 30yr Pool#SL0938 4.000% 01-Jul-2050, 4.00%, 07/01/50 FR 31427NBG3 - - 38,992,160 $38,172,050 $38,172,050 0.57 $38,029,079
FNMA 40yr Pool#BF0598 2.500% 01-Mar-2062, 2.50%, 03/01/62 FN 3140FXUY6 - - 44,358,435 $37,405,930 $37,405,930 0.56 $37,304,275
FNMA 30yr Pool#FA0576 5.500% 01-Jan-2055, 5.50%, 01/01/55 FN 3140W0UA1 - - 36,146,850 $37,294,912 $37,294,912 0.56 $37,112,671
FNMA 30yr Pool#FA2190 4.000% 01-Apr-2053, 4.00%, 04/01/53 FN 3140W2NG2 - - 38,248,585 $36,713,886 $36,713,886 0.55 $36,573,641
FHLMC 30yr Pool#SL1632 4.000% 01-Nov-2053, 4.00%, 11/01/53 FR 31427NY60 - - 38,169,170 $36,679,276 $36,679,276 0.55 $36,539,322
FNMA 30yr Pool#CB8694 6.000% 01-Jun-2054, 6.00%, 06/01/54 FN 3140QUUU8 - - 34,001,105 $35,756,372 $35,756,372 0.54 $35,569,366
Fannie Mae Pool|6|05/01/2055, 6.00%, 05/01/55 FN 3140W3NX3 - - 34,141,479 $35,221,640 $35,221,640 0.53 $35,033,862
FHLMC 30yr Pool#SL2558 6.000% 01-Aug-2055, 6.00%, 08/01/55 FR 31427PZY3 - - 33,158,788 $34,333,609 $34,333,609 0.51 $34,151,236
Fannie Mae Pool|5.5|10/01/2055, 5.50%, 10/01/55 FN 3140W3RM3 - - 32,766,086 $33,671,796 $33,671,796 0.50 $33,586,695
FNMA 30yr Pool#FA2446 4.500% 01-Jul-2053, 4.50%, 07/01/53 FN 3140W2WG2 - - 33,655,142 $33,207,252 $33,207,252 0.50 $33,068,425
FNMA 30yr Pool#FA0603 4.500% 01-Sep-2051, 4.50%, 09/01/51 FN 3140W0U52 - - 32,929,440 $32,704,605 $32,704,605 0.49 $32,568,771
FNMA 40yr Pool#BF0698 3.500% 01-Dec-2062, 3.50%, 12/01/62 FN 3140FXX49 - - 34,514,856 $31,644,230 $31,644,230 0.47 $31,533,494
FNMA 30yr Pool#BW7371 5.500% 01-Feb-2053, 5.50%, 02/01/53 FN 3140N0FM2 - - 29,802,366 $30,815,159 $30,815,159 0.46 $30,664,905
JP MORGAN MORTGAGE TRUST 2 5.777% 55, 5.50%, 11/25/55 JPMMT 2025-5MPR 46593VAD9 - - 30,167,475 $30,450,711 $30,450,711 0.46 $30,298,617
FNMA 30yr Pool#FS9788 5.500% 01-Nov-2054, 5.50%, 11/01/54 FN 3140XR2W4 - - 29,311,119 $29,970,876 $29,970,876 0.45 $29,823,099
FNMA 30yr Pool#FS3883 4.500% 01-Feb-2053, 4.50%, 02/01/53 FN 3140XKJ50 - - 30,320,809 $29,940,956 $29,940,956 0.45 $29,815,882
FNMA 30yr Pool#FS8335 4.500% 01-Jan-2051, 4.50%, 01/01/51 FN 3140XQHM2 - - 29,969,164 $29,764,541 $29,764,541 0.45 $29,640,919
FHLMC 30yr Pool#SL1291 4.000% 01-Nov-2054, 4.00%, 11/01/54 FR 31427NNH8 - - 30,855,269 $29,650,866 $29,650,866 0.44 $29,537,730
FNMA 30yr Pool#FA1798 4.000% 01-Aug-2052, 4.00%, 08/01/52 FN 3140W17L1 - - 29,996,922 $28,840,069 $28,840,069 0.43 $28,730,080
FNMA 30yr Pool#FS8681 4.500% 01-Oct-2050, 4.50%, 10/01/50 FN 3140XQUF2 - - 28,245,414 $28,052,561 $28,052,561 0.42 $27,936,048
NRM MSR-Collateralized Notes, Series 2024-FNT1 A 7.398% 25-NOV-2029, 7.40%, 11/25/31 NZES 2024-FNT1 62956YAA7 - - 27,410,402 $27,722,023 $27,722,023 0.42 $27,671,327
FHLMC 30yr Pool#SD3271 5.500% 01-Jun-2053, 5.50%, 06/01/53 FR 3132DQT48 - - 25,385,896 $26,224,305 $26,224,305 0.39 $26,096,318
METRONET INFRASTRUCTURE ISSU 5.4% 55, 5.40%, 08/20/55 MNET 2025-2A 59170JAX6 - - 24,600,000 $24,913,327 $24,913,327 0.37 $24,861,667
FNMA 30yr Pool#FA1129 6.500% 01-Jun-2054, 6.50%, 06/01/54 FN 3140W1HF3 - - 23,523,944 $24,687,131 $24,687,131 0.37 $24,546,967
FNMA 30yr Pool#FS6257 4.000% 01-Jun-2053, 4.00%, 06/01/53 FN 3140XM5T9 - - 25,758,475 $24,638,789 $24,638,789 0.37 $24,544,341
FNMA 30yr Pool#FS9239 4.500% 01-Jan-2051, 4.50%, 01/01/51 FN 3140XRHR9 - - 24,501,524 $24,334,233 $24,334,233 0.36 $24,233,164
FNMA 30yr Pool#FA1128 6.500% 01-Aug-2054, 6.50%, 08/01/54 FN 3140W1HE6 - - 22,730,313 $23,854,257 $23,854,257 0.36 $23,718,822
FNMA 30yr Pool#FS9771 4.000% 01-Oct-2052, 4.00%, 10/01/52 FN 3140XR2D6 - - 24,701,518 $23,702,476 $23,702,476 0.36 $23,611,904
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2025-HQA1 M2 5.83279% 25-FEB-2045, 5.83%, 02/25/45 STACR 2025-HQA1 35564NHA4 - - 23,060,148 $23,147,252 $23,147,252 0.35 $23,117,362
FNMA 30yr Pool#FM7840 4.000% 01-Apr-2050, 4.00%, 04/01/50 FN 3140XBWA4 - - 23,467,092 $22,622,135 $22,622,135 0.34 $22,536,089
FHLMC 30yr Pool#SD5061 5.500% 01-Mar-2054, 5.50%, 03/01/54 FR 3132DSTS1 - - 21,741,409 $22,469,954 $22,469,954 0.34 $22,360,341
PRET 2025-RPL3 Trust A1 4.15% 25-APR-2065, 4.15%, 04/25/65 PRET 2025-RPL3 69382RAA1 - - 22,960,123 $22,467,425 $22,467,425 0.34 $22,380,081
FNMA 30yr Pool#FS4781 4.000% 01-Oct-2051, 4.00%, 10/01/51 FN 3140XLJ33 - - 23,019,708 $22,190,860 $22,190,860 0.33 $22,106,454
FHLMC 30yr Pool#SD6989 5.500% 01-Nov-2054, 5.50%, 11/01/54 FR 3132DUXS1 - - 21,495,890 $21,979,736 $21,979,736 0.33 $21,871,361
FNMA 30yr Pool#FS7225 4.000% 01-Aug-2051, 4.00%, 08/01/51 FN 3140XPA33 - - 22,661,534 $21,881,959 $21,881,959 0.33 $21,798,867
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-DNA6 B2 11.68279% 25-OCT-2041, 11.68%, 10/25/41 STACR 2021-DNA6 35564KLV9 - - 19,937,000 $21,243,510 $21,243,510 0.32 $20,995,617
Structured Agency Credit Risk (STACR) Debt Notes, Series 2022-HQA1 M2 9.43279% 25-MAR-2042, 9.43%, 03/25/42 STACR 2022-HQA1 35564KTJ8 - - 20,019,000 $21,110,009 $21,110,009 0.32 $21,068,046
FNMA 30yr Pool#CB7112 5.500% 01-Sep-2053, 5.50%, 09/01/53 FN 3140QS3W9 - - 20,439,887 $21,100,079 $21,100,079 0.32 $20,997,028
FNMA 40yr Pool#BF0713 4.000% 01-Mar-2063, 4.00%, 03/01/63 FN 3140FXYK2 - - 22,013,552 $20,870,871 $20,870,871 0.31 $20,790,155
FNMA 40yr Pool#BF0226 3.500% 01-Jan-2058, 3.50%, 01/01/58 FN 3140FXHC9 - - 22,355,088 $20,851,039 $20,851,039 0.31 $20,779,317
RCKT MOR 2025-CES9 FLT 2055 A1B, 5.00%, 09/25/55 RCKT 2025-CES9 74942JAB0 - - 20,733,757 $20,792,116 $20,792,116 0.31 $20,697,143
FNMA 40yr Pool#BF0807 3.500% 01-Apr-2064, 3.50%, 04/01/64 FN 3140FX3R1 - - 22,631,261 $20,735,139 $20,735,139 0.31 $20,662,531
FNMA 30yr Pool#FS6382 4.000% 01-Aug-2051, 4.00%, 08/01/51 FN 3140XNCU6 - - 21,430,214 $20,692,997 $20,692,997 0.31 $20,614,420
Finance of America Structured Securities Trust, 2025-S1 A1 3.5% 25-FEB-2075, 3.50%, 02/25/75 FASST 2025-S1 31741BAB0 - - 21,160,160 $20,497,807 $20,497,807 0.31 $20,479,292
FHLMC 30yr Pool#QJ9063 5.000% 01-Nov-2054, 5.00%, 11/01/54 FR 3133D1B81 - - 20,297,518 $20,402,447 $20,402,447 0.31 $20,309,417
FINANCE OF AMERICA STRUC 3.28125% 74, 3.50%, 04/25/74 FASST 2024-S3 31739WAB8 - - 20,326,272 $19,786,730 $19,786,730 0.30 $19,768,944
FHLMC 30yr Pool#SL0850 4.000% 01-Jul-2049, 4.00%, 07/01/49 FR 31427M5L1 - - 19,941,259 $19,548,432 $19,548,432 0.29 $19,475,315
FNMA 30yr Pool#FS5028 4.000% 01-Oct-2051, 4.00%, 10/01/51 FN 3140XLSS8 - - 20,188,595 $19,461,684 $19,461,684 0.29 $19,387,660
FNMA 30yr Pool#FS9476 4.000% 01-Jun-2053, 4.00%, 06/01/53 FN 3140XRQ65 - - 19,710,979 $18,848,016 $18,848,016 0.28 $18,775,743
FNMA 30yr Pool#FS2863 4.000% 01-Sep-2052, 4.00%, 09/01/52 FN 3140XJFD0 - - 19,121,002 $18,377,618 $18,377,618 0.28 $18,307,508
FNMA 30yr Pool#FA1549 5.500% 01-May-2055, 5.50%, 05/01/55 FN 3140W1WK5 - - 17,783,796 $18,338,733 $18,338,733 0.27 $18,249,073
FNMA 30yr Pool#FS8709 4.500% 01-Jan-2051, 4.50%, 01/01/51 FN 3140XQVB0 - - 18,413,007 $18,287,287 $18,287,287 0.27 $18,211,333
FHLMC 30yr Pool#QY8779 6.000% 01-Jul-2055, 6.00%, 07/01/55 FR 31426TXH5 - - 17,629,945 $18,254,577 $18,254,577 0.27 $18,157,613
FNMA 30yr Pool#CB4128 4.500% 01-Jul-2052, 4.50%, 07/01/52 FN 3140QPSS7 - - 17,876,269 $17,666,269 $17,666,269 0.26 $17,592,529
FHLMC 30yr Pool#QH3192 6.000% 01-Oct-2053, 6.00%, 10/01/53 FR 3133CFRM3 - - 16,784,707 $17,457,494 $17,457,494 0.26 $17,365,178
FNMA 30yr Pool#FS9116 6.000% 01-Sep-2054, 6.00%, 09/01/54 FN 3140XRDW2 - - 16,745,520 $17,341,720 $17,341,720 0.26 $17,249,620
FNMA 30yr Pool#CB8221 5.500% 01-Mar-2054, 5.50%, 03/01/54 FN 3140QUD37 - - 16,980,692 $17,336,272 $17,336,272 0.26 $17,250,661
Homeward Opportunities Fund Trust 2024-RTL1 A1 7.12% 25-JUL-2029, 7.12%, 07/25/29 HOF 43789FAA1 - - 17,261,000 $17,332,908 $17,332,908 0.26 $17,302,183
FNMA 30yr Pool#DA1525 6.000% 01-Oct-2053, 6.00%, 10/01/53 FN 3140A1VT1 - - 16,718,319 $17,310,652 $17,310,652 0.26 $17,218,702
FNMA 30yr Pool#FM4738 4.000% 01-Sep-2050, 4.00%, 09/01/50 FN 3140X8HQ3 - - 17,766,064 $17,075,695 $17,075,695 0.26 $17,010,553
FNMA 40yr Pool#BF0806 3.500% 01-Apr-2064, 3.50%, 04/01/64 FN 3140FX3Q3 - - 18,300,410 $16,807,129 $16,807,129 0.25 $16,748,415
FNMA 40yr Pool#BF0801 2.500% 01-Apr-2064, 2.50%, 04/01/64 FN 3140FX3K6 - - 19,477,065 $16,410,518 $16,410,518 0.25 $16,365,883
FHLMC 30yr Pool#SD5963 6.000% 01-Jul-2054, 6.00%, 07/01/54 FR 3132DTTU4 - - 15,447,632 $15,997,622 $15,997,622 0.24 $15,912,660
PRPM 2025-RCF3 LLC 5.25% 55, 5.25%, 07/25/55 PRPM 2025-RCF3 69392PAA3 - - 15,752,667 $15,923,760 $15,923,760 0.24 $15,847,950
FHLMC 30yr Pool#SL0644 4.500% 01-Mar-2053, 4.50%, 03/01/53 FR 31427MWE7 - - 16,054,355 $15,856,361 $15,856,361 0.24 $15,790,137
Vontive Mortgage Trust 2025-RTL1 A1 6.507% 25-MAR-2030, 6.51%, 03/25/30 VNTV 2025-RTL1 928884AA3 - - 15,444,000 $15,743,102 $15,743,102 0.24 $15,717,978
SALUDA GR ALT MTG TR 2025-LOC5 A1B, 5.79%, 10/25/55 GRADE 2025-LOC5 79581XAC2 - - 15,693,000 $15,705,509 $15,705,509 0.24 $15,685,314
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 $15,432,548 $15,432,548 0.23 $15,328,784
Huntington Bank Auto Credit-Linked Notes, Series 2024-2 B1 5.442% 20-OCT-2032, 5.44%, 10/20/32 HACLN 2024-2 44644NAG4 - - 15,136,548 $15,308,628 $15,308,628 0.23 $15,276,594
PRET 2025-RPL1 Trust A1 4.0% 25-JUL-2069, 4.00%, 07/25/69 PRET 2025-RPL1 69392FAA5 - - 15,445,378 $15,120,862 $15,120,862 0.23 $15,064,229
PRPM 2025-5 0%30, 5.73%, 07/25/30 PRPM 2025-5 69392RAA9 - - 14,990,433 $15,050,871 $15,050,871 0.23 $14,972,148
Connecticut Avenue Securities, Series 2021-R03 1M2 5.83279% 25-DEC-2041, 5.83%, 12/25/41 CAS 2021-R03 20754AAB9 - - 14,835,000 $15,016,334 $15,016,334 0.23 $14,913,105
RCKT Mortgage Trust 2025-CES7 A1A 5.377% 25-JUL-2055, 5.38%, 07/25/55 RCKT 2025-CES7 74943AAA0 - - 14,810,923 $14,987,240 $14,987,240 0.22 $14,914,238
Vista Point Securitization Trust 2025-CES2 A1 5.601% 25-AUG-2055, 5.60%, 08/25/55 VSTA 2025-CES2 92842UAA0 - - 14,677,072 $14,768,137 $14,768,137 0.22 $14,692,781
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-DNA7 M2 5.98279% 25-NOV-2041, 5.98%, 11/25/41 STACR 2021-DNA7 35564KMH9 - - 14,550,000 $14,766,421 $14,766,421 0.22 $14,672,434
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2025-HQA1 M1 5.33279% 25-FEB-2045, 5.33%, 02/25/45 STACR 2025-HQA1 35564NGZ0 - - 14,386,614 $14,416,223 $14,416,223 0.22 $14,399,174
FINANCE OF AMER STR TR 2024-S2 A1, 3.50%, 04/25/74 FASST 2024-S2 31739VAA2 - - 14,418,479 $14,095,743 $14,095,743 0.21 $14,083,126
GS Mortgage-Backed Securities Trust 2025-RPL3 A1 4.1% 25-JUL-2065, 4.10%, 07/25/65 GSMBS 2025-RPL3 362963AA8 - - 14,337,660 $14,052,509 $14,052,509 0.21 $13,998,624
BMP Commercial Mortgage Trust 2024-MF23 A 5.40411% 15-JUN-2041, 5.40%, 06/15/41 BMP 2024-MF23 05593JAA8 - - 14,000,000 $14,040,671 $14,040,671 0.21 $13,998,639
Chase Mortgage Reference Notes, Series 2020-CL1 M1 6.35551% 25-OCT-2057, 6.36%, 10/25/57 CHASE 2020-CL1 46591HAG5 - - 13,519,356 $13,960,128 $13,960,128 0.21 $13,941,034
Galaxy XXVI CLO Ltd., 6.99%, 07/31/26 GLXYT 2025-1 362922AA4 - - 13,792,254 $13,951,663 $13,951,663 0.21 $13,865,988
FHLMC 30yr Pool#SD6558 6.000% 01-Sep-2054, 6.00%, 09/01/54 FR 3132DUJB4 - - 13,460,686 $13,939,935 $13,939,935 0.21 $13,865,901
FNMA 30yr Pool#FS8717 6.000% 01-Jul-2054, 6.00%, 07/01/54 FN 3140XQVK0 - - 13,341,540 $13,816,547 $13,816,547 0.21 $13,743,168
FHLMC 30yr Pool#SD1143 4.500% 01-Sep-2050, 4.50%, 09/01/50 FR 3132DNHU0 - - 13,838,748 $13,744,260 $13,744,260 0.21 $13,687,175
CONNECTICUT AVENUE SECUR 5.55001% 45, 5.38%, 07/25/45 CAS 2025-R05 20753CAB6 - - 13,560,780 $13,601,160 $13,601,160 0.20 $13,584,939
FNMA 30yr Pool#FM5350 4.500% 01-Sep-2050, 4.50%, 09/01/50 FN 3140X85L7 - - 13,594,901 $13,483,962 $13,483,962 0.20 $13,427,883
Foundation Finance Trust 2025-2 B 4.94% 15-APR-2052, 4.94%, 04/15/52 FFIN 2025-2A 35042NAB1 - - 13,050,000 $13,130,999 $13,130,999 0.20 $13,096,974
FNMA 30yr Pool#DE1157 6.000% 01-Jun-2055, 6.00%, 06/01/55 FN 3140BDJB7 - - 12,674,878 $13,126,149 $13,126,149 0.20 $13,056,437
FNMA 30yr Pool#DE6043 6.000% 01-Aug-2055, 6.00%, 08/01/55 FN 3140BJWD5 - - 12,488,162 $12,932,785 $12,932,785 0.19 $12,864,101
FNMA 30yr Pool#FA0470 6.000% 01-Jan-2055, 6.00%, 01/01/55 FN 3140W0QY4 - - 12,462,371 $12,906,076 $12,906,076 0.19 $12,837,533
TOWD POINT MORTGAGE TRUST 2025 0% 65, 4.97%, 09/25/65 TPMT 2025-FIX1 89183MAA1 - - 12,810,188 $12,851,810 $12,851,810 0.19 $12,793,472
FNMA 40yr Pool#BF0731 2.500% 01-Jun-2063, 2.50%, 06/01/63 FN 3140FXY55 - - 15,178,421 $12,789,961 $12,789,961 0.19 $12,755,177
FHLMC 30yr Pool#SD5994 4.500% 01-Sep-2050, 4.50%, 09/01/50 FR 3132DTUT5 - - 12,877,313 $12,789,389 $12,789,389 0.19 $12,736,270
PRET 2025-RPL5 Trust|4.15|01/25/2070, 4.15%, 01/25/70 PRET 2025-RPL5 69393AAA5 - - 12,962,000 $12,666,211 $12,666,211 0.19 $12,616,901
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 $12,589,912 $12,589,912 0.19 $12,504,351
Homeward Opportunities Fund Trust 2025-RRTL1 A1 5.476% 25-MAR-2040, 5.48%, 03/25/40 HOF 2025-RRTL1 437919AA1 - - 12,500,000 $12,573,942 $12,573,942 0.19 $12,556,830
FIGRE TRUST 2025-HE4 FLTG 2055 C, 5.71%, 07/25/55 FIGRE 2025-HE4 31684PAC6 - - 12,404,507 $12,526,297 $12,526,297 0.19 $12,461,381
Connecticut Avenue Securities Trust 2025-R06 1M1 5.30603% 25-SEP-2045, 5.13%, 09/25/45 CAS 2025-R06 20754YAB7 - - 12,268,753 $12,289,675 $12,289,675 0.18 $12,275,681
FNMA 30yr Pool#FS7541 4.000% 01-Jun-2052, 4.00%, 06/01/52 FN 3140XPLX5 - - 12,729,651 $12,271,307 $12,271,307 0.18 $12,224,632
FHLMC 30yr Pool#QG6755 5.500% 01-Jun-2053, 5.50%, 06/01/53 FR 3133C7QG5 - - 11,759,760 $12,156,700 $12,156,700 0.18 $12,097,411
TOWD POINT MORTGAGE TRUST 6.125% 65, 5.67%, 08/25/65 TPMT 2025-CES3 891949AC3 - - 11,840,000 $11,829,591 $11,829,591 0.18 $11,768,085
FHLMC 30yr Pool#SD1436 4.500% 01-Aug-2052, 4.50%, 08/01/52 FR 3132DNSZ7 - - 11,959,144 $11,804,033 $11,804,033 0.18 $11,754,702
Ally Bank Auto Credit-Linked Notes, Series 2025-A C 4.844% 15-JUN-2033, 4.84%, 06/15/33 ABCLN 2025-A 02007G5F6 - - 11,718,853 $11,778,145 $11,778,145 0.18 $11,748,186
PRET 2025-NPL4 A1 6.3677% 25-MAY-2055, 6.37%, 04/25/55 PRET 2025-NPL4 74136UAA3 - - 11,636,861 $11,705,479 $11,705,479 0.18 $11,686,954
FNMA 40yr Pool#BF0783 3.500% 01-Dec-2063, 3.50%, 12/01/63 FN 3140FX2R2 - - 12,760,232 $11,697,113 $11,697,113 0.18 $11,656,173
RCKT Mortgage Trust 2024-CES7 A1A 5.158% 25-OCT-2044, 5.16%, 10/25/44 RCKT 2024-CES7 749414AA6 - - 11,603,885 $11,655,440 $11,655,440 0.17 $11,600,575
FNMA 30yr Pool#FS6236 6.500% 01-Nov-2053, 6.50%, 11/01/53 FN 3140XM4W3 - - 11,041,221 $11,591,675 $11,591,675 0.17 $11,525,888
FIGRE Trust 2025-HE3 A 5.56% 25-MAY-2055, 5.56%, 05/25/55 FIGRE 2025-HE3 31684LAA9 - - 11,388,556 $11,539,058 $11,539,058 0.17 $11,481,014
FHLMC 30yr Pool#QH3306 6.000% 01-Oct-2053, 6.00%, 10/01/53 FR 3133CFU72 - - 10,989,689 $11,430,192 $11,430,192 0.17 $11,369,749
FNMA 30yr Pool#BY4134 5.500% 01-Jul-2053, 5.50%, 07/01/53 FN 3140NLSY6 - - 11,073,713 $11,314,224 $11,314,224 0.17 $11,258,394
FNMA 30yr Pool#FS5818 4.500% 01-Oct-2050, 4.50%, 10/01/50 FN 3140XMPC4 - - 11,306,819 $11,214,552 $11,214,552 0.17 $11,167,912
FNMA 30yr Pool#FS5362 4.500% 01-Dec-2050, 4.50%, 12/01/50 FN 3140XL5Y0 - - 11,152,750 $11,061,740 $11,061,740 0.17 $11,015,735
FNMA 30yr Pool#FS7613 4.500% 01-May-2052, 4.50%, 05/01/52 FN 3140XPN70 - - 11,054,511 $10,979,034 $10,979,034 0.16 $10,933,434
FNMA 30yr Pool#FS7117 6.500% 01-Feb-2054, 6.50%, 02/01/54 FN 3140XN4B7 - - 10,449,535 $10,970,491 $10,970,491 0.16 $10,908,229
FHLMC 30yr Pool#SD5224 6.000% 01-Mar-2054, 6.00%, 03/01/54 FR 3132DSYV8 - - 10,583,887 $10,960,712 $10,960,712 0.16 $10,902,500
GS MTG-BKD TRUST 2025-CES2 A1, 5.18%, 09/25/55 GSMBS 2025-CES2 36273BAA7 - - 10,775,312 $10,837,475 $10,837,475 0.16 $10,786,310
RCKT MORT 2025-CES9 FLT 2055 A1A, 4.79%, 09/25/55 RCKT 2025-CES9 74942JAA2 - - 10,826,859 $10,831,034 $10,831,034 0.16 $10,783,445
FHLMC 30yr Pool#RA7104 4.500% 01-Feb-2051, 4.50%, 02/01/51 FR 3133KN3M3 - - 10,667,065 $10,564,675 $10,564,675 0.16 $10,520,674
FHLMC STACR REMIC TR 2025-DNA3 M1, 5.28%, 09/25/45 STACR 2025-DNA3 35564UAR8 - - 9,515,888 $10,454,915 $10,454,915 0.16 $9,522,631
FNMA 30yr Pool#BX0421 5.500% 01-Nov-2052, 5.50%, 11/01/52 FN 3140N4PF8 - - 10,148,656 $10,417,802 $10,417,802 0.16 $10,366,636
Huntington Bank Auto Credit-Linked Notes, Series 2024-1 B1 6.153% 20-MAY-2032, 6.15%, 05/20/32 HACLN 2024-1 44644NAA7 - - 10,173,542 $10,336,796 $10,336,796 0.15 $10,312,453
FNMA 30yr Pool#FS6662 4.000% 01-Oct-2051, 4.00%, 10/01/51 FN 3140XNML5 - - 10,695,041 $10,309,955 $10,309,955 0.15 $10,270,740
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-HQA4 M2 6.70603% 25-DEC-2041, 6.53%, 12/25/41 STACR 2021-HQA4 35564KNS4 - - 10,089,878 $10,232,554 $10,232,554 0.15 $10,217,906
FHLMC 30yr Pool#SL0869 4.500% 01-May-2053, 4.50%, 05/01/53 FR 31427M6F3 - - 10,378,126 $10,224,852 $10,224,852 0.15 $10,182,042
LHOME Mortgage Trust 2024-RTL3 A1 6.9% 25-MAY-2029, 6.90%, 05/25/29 LHOME 2024-RTL3 50205GAA0 - - 9,960,000 $10,079,060 $10,079,060 0.15 $10,061,879
FIGRE TRUST 2025-HE4 5.408% 55, 5.41%, 07/25/55 FIGRE 2025-HE4 31684PAA0 - - 9,750,732 $9,841,041 $9,841,041 0.15 $9,792,703
A&D Mortgage Trust 2025-NQM2 A1 5.79% 25-JUN-2070, 5.79%, 06/25/70 ADMT 2025-NQM2 00250EAC0 - - 9,707,895 $9,839,003 $9,839,003 0.15 $9,787,478
FHLMC 30yr Pool#QH4373 6.000% 01-Nov-2053, 6.00%, 11/01/53 FR 3133CG2E6 - - 9,419,992 $9,797,577 $9,797,577 0.15 $9,745,767
FNMA 30yr Pool#FS2144 3.500% 01-Jun-2052, 3.50%, 06/01/52 FN 3140XHL21 - - 10,415,939 $9,779,623 $9,779,623 0.15 $9,746,205
FIGRE TRUST 2025 HE4 FLTG 2055 B, 5.61%, 07/25/55 FIGRE 2025-HE4 31684PAB8 - - 9,603,713 $9,697,299 $9,697,299 0.15 $9,647,929
FNMA 30yr Pool#DA0026 6.000% 01-Sep-2053, 6.00%, 09/01/53 FN 3140A0A41 - - 9,196,783 $9,522,626 $9,522,626 0.14 $9,472,044
Rithm Capital Corp. 8.0% 01-APR-2029, 8.00%, 04/01/29 RITM 64828TAB8 - - 9,213,000 $9,451,638 $9,451,638 0.14 $9,384,076
RCKT Mortgage Trust 2024-CES9 A1B 5.683% 25-DEC-2044, 5.68%, 12/25/44 RCKT 2024-CES9 749426AB8 - - 9,284,823 $9,386,413 $9,386,413 0.14 $9,338,045
LHOME Mortgage Trust 2024-RTL5 A2 5.751% 25-SEP-2039, 5.75%, 09/25/39 LHOME 2024-RTL5 50205WAB3 - - 9,325,000 $9,385,043 $9,385,043 0.14 $9,371,636
FNMA 30yr Pool#FA1287 4.500% 01-Jul-2053, 4.50%, 07/01/53 FN 3140W1ND1 - - 9,429,605 $9,302,274 $9,302,274 0.14 $9,263,377
CONNECTICUT AVENUE SECUR 5.95001% 45, 5.78%, 07/25/45 CAS 2025-R05 20753CAC4 - - 9,254,000 $9,289,492 $9,289,492 0.14 $9,277,600
Brean Asset Backed Securities Trust 2024-RM8 A1 4.5% 25-MAY-2064, 4.50%, 05/25/64 BABS 2024-RM8 10637YAA3 - - 9,395,450 $9,227,809 $9,227,809 0.14 $9,217,239
RCKT Mortgage Trust 2025-CES7 A1B 5.478% 25-JUL-2055, 5.48%, 07/25/55 RCKT 2025-CES7 74943AAB8 - - 9,138,803 $9,222,957 $9,222,957 0.14 $9,177,067
RCKT MORTGAGE TR 2025-CES8 A1A, 5.15%, 08/25/55 RCKT 2025-CES8 74939WAA8 - - 9,053,145 $9,115,157 $9,115,157 0.14 $9,072,437
FHLMC 30yr Pool#SD7417 5.500% 01-Jan-2055, 5.50%, 01/01/55 FR 3132DVG25 - - 8,781,392 $9,061,613 $9,061,613 0.14 $9,017,340
Freddie Mac Multiclass Certificates, Series 5164 FA 4.0% 25-NOV-2051, 4.00%, 11/25/51 FHR 5164 3137H3PY2 - - 9,765,290 $8,989,586 $8,989,586 0.13 $8,979,821
FHLMC 30yr Pool#QY9874 6.000% 01-Aug-2055, 6.00%, 08/01/55 FR 31426U6L3 - - 8,676,774 $8,985,698 $8,985,698 0.13 $8,937,976
Saluda Grade Alternative Mortgage Trust 2023-RTL3 A1 8.0% 25-APR-2029, 8.00%, 04/25/29 GRADE 2023-RTL3 79583YAA2 - - 8,960,858 $8,982,373 $8,982,373 0.13 $8,916,660
RCKT Mortgage Trust 2025-CES6 A1A 5.472% 25-JUN-2055, 5.47%, 06/25/55 RCKT 2025-CES6 748949AA2 - - 8,812,459 $8,928,108 $8,928,108 0.13 $8,883,904
Alterna Funding III A 6.26% 15-MAY-2039, 6.26%, 05/16/39 TAX 2024-1A 02157JAA3 - - 8,820,371 $8,907,293 $8,907,293 0.13 $8,830,301
FHLMC 30yr Pool#QH1500 6.000% 01-Sep-2053, 6.00%, 09/01/53 FR 3133CDUZ5 - - 8,531,379 $8,833,648 $8,833,648 0.13 $8,786,725
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 $8,397,441 $8,397,441 0.13 $8,338,708
Fannie Mae REMIC Trust 2022-65 FB 4.98279% 25-SEP-2052, 4.98%, 09/25/52 FNR 2022-65 3136BPCQ2 - - 8,430,852 $8,371,164 $8,371,164 0.13 $8,360,661
FHLMC 30yr Pool#QX9929 6.000% 01-Apr-2055, 6.00%, 04/01/55 FR 31426HA78 - - 8,038,482 $8,323,287 $8,323,287 0.12 $8,279,076
PRPM 2025-RPL4 A1, 3.00%, 05/25/55 PRPM 2025-RPL4 74448NAA2 - - 8,708,852 $8,209,826 $8,209,826 0.12 $8,185,877
FHLMC 30yr Pool#QX0520 5.500% 01-Dec-2054, 5.50%, 12/01/54 FR 31425USJ5 - - 7,844,995 $8,020,934 $8,020,934 0.12 $7,981,382
COOPR Residential Mortgage Trust 2025-CES3 A1A 4.84% 25-SEP-2060, 4.84%, 09/25/60 COOPR 2025-CES3 216926AA3 - - 7,890,471 $7,891,405 $7,891,405 0.12 $7,856,398
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 $7,811,150 $7,811,150 0.12 $7,786,403
ACHM Trust 2024-HE1 A 6.55% 25-MAY-2039, 6.55%, 05/25/39 ACHM 2024-HE1 00449TAA3 - - 7,641,861 $7,760,591 $7,760,591 0.12 $7,748,078
FIGRE TRUST 2025-HE6 FLTG 2055 C, 5.25%, 09/25/55 FIGRE 2025-HE6 31684NAC1 - - 7,623,000 $7,638,856 $7,638,856 0.11 $7,602,205
Ally Bank Auto Credit-Linked Notes, Series 2025-A D 4.991% 15-JUN-2033, 4.99%, 06/15/33 ABCLN 2025-A 02007G5G4 - - 7,612,552 $7,634,976 $7,634,976 0.11 $7,614,923
Connecticut Avenue Securities Trust 2025-R01 1M2 5.68279% 25-JAN-2045, 5.68%, 01/25/45 CAS 2025-R01 20755JAC7 - - 7,526,000 $7,540,331 $7,540,331 0.11 $7,530,827
RCKT Mortgage Trust 2024-CES1 A1B 6.325% 25-FEB-2044, 6.33%, 02/25/44 RCKT 2024-CES1 749424AB3 - - 7,426,229 $7,527,177 $7,527,177 0.11 $7,484,120
RCKT MORTGAGE TRUST 2025 5.24863% 55, 5.25%, 08/25/55 RCKT 2025-CES8 74939WAB6 - - 7,449,862 $7,483,408 $7,483,408 0.11 $7,447,564
Saluds Grade Alternative Mortgage Trust 2025-RRTL1|5.32|10/25/2040, 5.32%, 10/25/40 GRADE 2025-RRTL1 79582NAA7 - - 7,388,000 $7,407,330 $7,407,330 0.11 $7,371,302
Mello Mortgage Capital Acceptance 2024-SD1 A1 4.0% 25-APR-2054, 4.00%, 04/25/54 MELLO 58550DAA1 - - 7,379,026 $7,272,255 $7,272,255 0.11 $7,264,876
PRPM 2025-RCF3, LLC, 5.77%, 08/25/28 PRPM 2025-6 69395KAA1 - - 7,221,181 $7,256,039 $7,256,039 0.11 $7,217,818
FNMA 30yr Pool#FS4356 6.000% 01-May-2053, 6.00%, 05/01/53 FN 3140XKZW3 - - 6,904,952 $7,150,793 $7,150,793 0.11 $7,112,816
FNMA 30yr Pool#FS7397 6.000% 01-Mar-2054, 6.00%, 03/01/54 FN 3140XPGF0 - - 6,897,237 $7,142,803 $7,142,803 0.11 $7,104,868
FHLMC 30yr Pool#QG3912 5.500% 01-Jun-2053, 5.50%, 06/01/53 FR 3133C4KZ6 - - 6,866,868 $7,051,930 $7,051,930 0.11 $7,017,310
Structured Agency Credit Risk (STACR) Debt Notes, Series 2024-HQA1 M1 5.43279% 25-MAR-2044, 5.43%, 03/25/44 STACR 2024-HQA1 M1 35564NBX0 - - 6,946,521 $6,963,089 $6,963,089 0.10 $6,954,702
FHLMC 30yr Pool#SD5223 6.000% 01-Apr-2054, 6.00%, 04/01/54 FR 3132DSYU0 - - 6,667,600 $6,904,990 $6,904,990 0.10 $6,868,319
LHOME Mortgage Trust 2024-RTL4 A2 6.092% 25-JUL-2039, 6.09%, 07/25/39 LHOME 2024-RTL4 50205PAB8 - - 6,870,000 $6,904,363 $6,904,363 0.10 $6,893,900
FNMA 30yr Pool#DD5556 6.000% 01-Mar-2055, 6.00%, 03/01/55 FN DD5556 MTGE 3140B6E68 - - 6,625,630 $6,861,526 $6,861,526 0.10 $6,825,085
FNMA 30yr Pool#DB4017 6.000% 01-May-2054, 6.00%, 05/01/54 FN 3140ADPB1 - - 6,623,146 $6,858,954 $6,858,954 0.10 $6,822,527
FIGRE TRUST 2025-HE6 FLTG 2055 B, 5.14%, 09/25/55 FIGRE 2025-HE6 31684NAB3 - - 6,719,000 $6,732,169 $6,732,169 0.10 $6,700,486
Brean Asset Backed Securities Trust 2024-RM9 A1 5.0% 25-SEP-2064, 5.00%, 09/25/64 BABS 2024-RM9 10638DAA8 - - 6,750,458 $6,716,526 $6,716,526 0.10 $6,708,088
FHLMC 30yr Pool#QH7040 6.000% 01-Dec-2053, 6.00%, 12/01/53 FR 3133CKZD3 - - 6,474,987 $6,704,397 $6,704,397 0.10 $6,668,784
FNMA 30yr Pool#FM4129 4.000% 01-Sep-2050, 4.00%, 09/01/50 FN 3140X7ST7 - - 6,755,007 $6,511,786 $6,511,786 0.10 $6,487,018
PRET 2025-RPL2 Trust A1 4.0% 25-FEB-2065, 4.00%, 08/25/64 PRET 2025-RPL2 69392LAA2 - - 6,591,675 $6,489,596 $6,489,596 0.10 $6,465,427
FNMA 30yr Pool#DA1456 5.500% 01-Sep-2053, 5.50%, 09/01/53 FN 3140A1TN7 - - 6,325,853 $6,462,726 $6,462,726 0.10 $6,430,834
Connecticut Avenue Securities Trust 2022-R01 1B2 10.35603% 25-DEC-2041, 10.18%, 12/25/41 CAS 2022-R01 20754LAJ8 - - 6,153,382 $6,452,260 $6,452,260 0.10 $6,438,336
LHOME Mortgage Trust 2024-RTL1 A1 7.017% 25-JAN-2029, 7.02%, 01/25/29 LHOME 2024-RTL1 50205DAA7 - - 6,341,000 $6,380,363 $6,380,363 0.10 $6,369,239
Huntington Bank Auto Credit-Linked Notes, Series 2025-1 B 4.957% 20-MAR-2033, 4.96%, 03/21/33 HACLN 2025-1 446438SX2 - - 6,243,020 $6,282,673 $6,282,673 0.09 $6,270,638
FNMA 30yr Pool#DC7015 5.500% 01-Dec-2054, 5.50%, 12/01/54 FN 3140AUYM9 - - 6,081,260 $6,217,643 $6,217,643 0.09 $6,186,983
FNMA 30yr Pool#BY0337 6.500% 01-May-2053, 6.50%, 05/01/53 FN 3140NGLT5 - - 5,865,381 $6,163,481 $6,163,481 0.09 $6,128,533
FNMA 30yr Pool#DA1468 6.000% 01-Sep-2053, 6.00%, 09/01/53 FN 3140A1T23 - - 5,924,027 $6,161,481 $6,161,481 0.09 $6,128,899
FHLMC 30yr Pool#SD3018 5.500% 01-May-2053, 5.50%, 05/01/53 FR 3132DQK70 - - 5,980,653 $6,120,497 $6,120,497 0.09 $6,090,345
Connecticut Avenue Securities Trust 2025-R04 25-MAY-2045, 5.38%, 05/25/45 CAS 2025-R04 20755TAB7 - - 6,101,775 $6,119,895 $6,119,895 0.09 $6,112,596
PRPM 2025-RPL3 A1 3.25% 25-APR-2055, 3.25%, 04/25/55 PRPM 2025-RPL3 69392NAA8 - - 6,340,491 $6,109,896 $6,109,896 0.09 $6,091,007
FNMA 30yr Pool#FM7479 4.500% 01-Jan-2050, 4.50%, 01/01/50 FN 3140XBJZ4 - - 6,116,002 $6,074,243 $6,074,243 0.09 $6,049,015
FHLMC 30yr Pool#SD3813 6.000% 01-Jul-2053, 6.00%, 07/01/53 FR 3132E0GW6 - - 5,651,933 $5,871,271 $5,871,271 0.09 $5,840,185
FNMA 30yr Pool#FS1578 4.000% 01-Oct-2050, 4.00%, 10/01/50 FN 3140XGXG9 - - 6,062,020 $5,863,194 $5,863,194 0.09 $5,840,967
FNMA 30yr Pool#DE7796 6.000% 01-Aug-2055, 6.00%, 08/01/55 FN 3140BLUW0 - - 5,659,620 $5,861,122 $5,861,122 0.09 $5,829,995
FHLMC 30yr Pool#QH4638 6.000% 01-Nov-2053, 6.00%, 11/01/53 FR 3133CHEK7 - - 5,596,469 $5,820,794 $5,820,794 0.09 $5,790,013
Connecticut Avenue Securities Trust 2025-R01 1M1 5.28279% 25-JAN-2045, 5.28%, 01/25/45 CAS 2025-R01 20755JAB9 - - 5,731,336 $5,743,543 $5,743,543 0.09 $5,736,814
MS RES MTG LN TR 2025-SPL1 A1, 4.25%, 02/25/65 MSRM 2025-SPL1 617946AA6 - - 5,848,579 $5,709,631 $5,709,631 0.09 $5,686,846
FNMA 30yr Pool#FS0088 4.000% 01-Mar-2050, 4.00%, 03/01/50 FN 3140XFC25 - - 5,886,053 $5,707,578 $5,707,578 0.09 $5,685,996
FHLMC 30yr Pool#SD2606 4.500% 01-Sep-2051, 4.50%, 09/01/51 FR 3132DP3P1 - - 5,715,391 $5,660,530 $5,660,530 0.08 $5,636,954
RCKT Mortgage Trust 2025-CES10|4.894|11/25/2055, 4.89%, 11/25/55 RCKT 2025-CES10 74939LAA2 - - 5,450,000 $5,451,117 $5,451,117 0.08 $5,426,668
FHLMC 30yr Pool#QH2242 5.500% 01-Sep-2053, 5.50%, 09/01/53 FR 3133CEP30 - - 5,318,035 $5,433,102 $5,433,102 0.08 $5,406,290
FHLMC 30yr Pool#QJ9072 6.000% 01-Nov-2054, 6.00%, 11/01/54 FR 3133D1CH0 - - 5,245,334 $5,432,086 $5,432,086 0.08 $5,403,237
BX Trust 2021-SDMF A 4.736% 15-SEP-2034, 4.74%, 09/15/34 BX 2021-SDMF 12434CAA2 - - 5,355,350 $5,344,532 $5,344,532 0.08 $5,330,443
LHOME Mortgage Trust 2024-RTL2 A1 7.128% 25-MAR-2029, 7.13%, 03/25/29 LHOME 50205JAA4 - - 5,293,684 $5,342,864 $5,342,864 0.08 $5,333,431
FHLMC 30yr Pool#QH4473 6.000% 01-Nov-2053, 6.00%, 11/01/53 FR 3133CG6J1 - - 5,126,254 $5,331,731 $5,331,731 0.08 $5,303,537
PRPM 2025 RCF4 LLC 4.5% 55, 4.50%, 08/25/55 PRPM 2025-RCF4 69382WAA0 - - 5,331,211 $5,300,930 $5,300,930 0.08 $5,278,939
TOWD POINT MORTGAGE TRUST 2 5.75% 65, 5.40%, 08/25/65 TPMT 2025-CES3 891949BV0 - - 5,269,755 $5,286,768 $5,286,768 0.08 $5,260,683
FNMA 30yr Pool#CA0706 4.000% 01-Nov-2047, 4.00%, 11/01/47 FN 3140Q7YC5 - - 5,409,605 $5,235,668 $5,235,668 0.08 $5,215,833
FNMA 30yr Pool#BX5986 5.500% 01-Mar-2053, 5.50%, 03/01/53 FN 3140NAUL5 - - 4,962,067 $5,130,778 $5,130,778 0.08 $5,105,761
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 $5,089,240 $5,089,240 0.08 $5,072,409
FHLMC 30yr Pool#QF9863 5.500% 01-Mar-2053, 5.50%, 03/01/53 FR 3133BX5Y3 - - 4,817,129 $4,965,934 $4,965,934 0.07 $4,941,648
FNMA 30yr Pool#DA5019 6.500% 01-Nov-2053, 6.50%, 11/01/53 FN 3140A5SH2 - - 4,594,120 $4,860,812 $4,860,812 0.07 $4,833,439
FNMA 30yr Pool#DE9377 6.000% 01-Sep-2055, 6.00%, 09/01/55 FN 3140BNM39 - - 4,702,843 $4,853,423 $4,853,423 0.07 $4,827,557
ABL 2024-RTL1 A2 7.457% 25-SEP-2029, 7.46%, 09/25/29 ABL 2024-RTL1 00092EAB4 - - 4,840,000 $4,851,247 $4,851,247 0.07 $4,842,224
FHLMC 30yr Pool#QZ1060 6.000% 01-Aug-2055, 6.00%, 08/01/55 FR 31426XFA1 - - 4,695,864 $4,846,220 $4,846,220 0.07 $4,820,393
Ginnie Mae REMIC Trust 2023-116 LF 5.68881% 20-AUG-2053, 5.48%, 08/20/53 GNR 2023-116 38384EFT7 - - 4,799,867 $4,831,083 $4,831,083 0.07 $4,820,847
U.S. Bank Auto Credit Linked Notes, Series 2023-1 B 6.789% 25-AUG-2032, 6.79%, 08/25/32 USCLN 2023-1 90357PAV6 - - 4,696,288 $4,755,052 $4,755,052 0.07 $4,747,081
Homeward Opportunities Fund Trust 2025-RRTL2 A1 5.237% 25-AUG-2040, 5.24%, 09/25/40 HOF 2025-RRTL2 437923AA3 - - 4,682,000 $4,699,404 $4,699,404 0.07 $4,693,274
FHLMC 30yr Pool#QX6719 6.000% 01-Feb-2055, 6.00%, 02/01/55 FR 31426CPD0 - - 4,475,569 $4,634,916 $4,634,916 0.07 $4,610,300
FHLMC 30yr Pool#RA1100 4.000% 01-Jul-2049, 4.00%, 07/01/49 FR 3133KGGH5 - - 4,799,628 $4,626,812 $4,626,812 0.07 $4,609,213
FNMA 30yr Pool#DD3307 6.000% 01-Feb-2055, 6.00%, 02/01/55 FN DD3307 MTGE 3140B3U91 - - 4,458,513 $4,617,252 $4,617,252 0.07 $4,592,730
FNMA 30yr Pool#BX9326 5.500% 01-Mar-2053, 5.50%, 03/01/53 FN 3140NELG8 - - 4,464,130 $4,602,031 $4,602,031 0.07 $4,579,524
FIGRE TRUST 2025-FL1 5.265% 55, 5.26%, 07/25/55 FIGRE 2025-FL1 31684QAA8 - - 4,557,704 $4,580,444 $4,580,444 0.07 $4,558,448
FIGRE Trust 2025-HE3 B 5.71% 25-MAY-2055, 5.71%, 05/25/55 FIGRE 2025-HE3 31684LAB7 - - 4,519,268 $4,571,994 $4,571,994 0.07 $4,548,339
RCKT Mortgage Trust 2024-CES6 A1B 5.546% 25-SEP-2044, 5.55%, 09/25/44 RCKT 2024-CES6 749410AB2 - - 4,532,232 $4,565,741 $4,565,741 0.07 $4,542,700
FNMA 30yr Pool#FS3246 5.500% 01-Nov-2052, 5.50%, 11/01/52 FN 3140XJTC7 - - 4,411,484 $4,559,590 $4,559,590 0.07 $4,537,349
FHLMC 30yr Pool#QH2259 6.000% 01-Sep-2053, 6.00%, 09/01/53 FR 3133CEQL9 - - 4,312,432 $4,465,222 $4,465,222 0.07 $4,441,504
FHLMC 30yr Pool#QH0826 5.500% 01-Sep-2053, 5.50%, 09/01/53 FR 3133CC4K9 - - 4,206,605 $4,347,905 $4,347,905 0.07 $4,326,697
FNMA 30yr Pool#BX0419 5.500% 01-Nov-2052, 5.50%, 11/01/52 FN 3140N4PD3 - - 4,236,880 $4,339,462 $4,339,462 0.07 $4,318,101
Connecticut Avenue Securities Trust 2022-R07 1M2 9.00603% 25-JUN-2042, 8.83%, 06/25/42 CAS 2022-R07 20754MCB1 - - 4,087,000 $4,323,935 $4,323,935 0.06 $4,315,913
FIGRE Trust 2025-HE3 C 5.91% 25-MAY-2055, 5.91%, 05/25/55 FIGRE 2025-HE3 31684LAC5 - - 4,248,112 $4,306,116 $4,306,116 0.06 $4,283,102
FNMA 30yr Pool#CB2907 3.500% 01-Feb-2052, 3.50%, 02/01/52 FN 3140QNGR7 - - 4,569,446 $4,291,722 $4,291,722 0.06 $4,277,062
FHLMC 30yr Pool#QF7280 5.500% 01-Jan-2053, 5.50%, 01/01/53 FR 3133BVCR4 - - 4,103,593 $4,243,715 $4,243,715 0.06 $4,223,026
RCKT Mortgage Trust 2023-CES1 A1A 6.515% 25-JUN-2043, 6.51%, 06/25/43 RCKT 74935WAA2 - - 4,190,511 $4,234,634 $4,234,634 0.06 $4,209,608
FNMA 30yr Pool#BX6124 6.500% 01-Jan-2053, 6.50%, 01/01/53 FN 3140NAYW7 - - 3,957,876 $4,199,096 $4,199,096 0.06 $4,175,513
SREIT Commercial Mortgage Trust 2021-MFP B 5.2268% 15-NOV-2038, 5.23%, 11/15/38 SREIT 2021-MFP 78472UAC2 - - 4,194,208 $4,196,256 $4,196,256 0.06 $4,184,078
FHLMC 30yr Pool#QH5204 6.500% 01-Nov-2053, 6.50%, 11/01/53 FR 3133CHX91 - - 3,954,243 $4,183,790 $4,183,790 0.06 $4,160,229
Fannie Mae REMIC Trust 2020-98 AI 3.5% 25-JAN-2061, 3.50%, 01/25/61 FNR 2020-98 3136BDLE6 - - 18,892,656 $4,166,160 $4,166,160 0.06 $4,105,546
FNMA 30yr Pool#DA5072 6.500% 01-Nov-2053, 6.50%, 11/01/53 FN 3140A5T65 - - 3,943,913 $4,144,041 $4,144,041 0.06 $4,120,541
FNMA 30yr Pool#DE7795 6.000% 01-Aug-2055, 6.00%, 08/01/55 FN 3140BLUV2 - - 3,998,130 $4,143,301 $4,143,301 0.06 $4,121,311
Connecticut Avenue Securities Trust 2024-R06 1M2 5.78279% 25-SEP-2044, 5.78%, 09/25/44 CAS 2024-R06 20755RAC9 - - 4,125,699 $4,134,222 $4,134,222 0.06 $4,128,920
Easy Street Mortgage Loan Trust 2025-RTL2|5.606|10/25/2040, 5.61%, 10/25/40 EASY 2025-RTL2 27786YAA6 - - 4,100,000 $4,101,079 $4,101,079 0.06 $4,100,440
FNMA 30yr Pool#BW6314 5.500% 01-Aug-2052, 5.50%, 08/01/52 FN 3140MYAQ5 - - 3,970,288 $4,077,143 $4,077,143 0.06 $4,057,126
FHLMC 30yr Pool#QI8221 6.000% 01-Jun-2054, 6.00%, 06/01/54 FR 3133WFD20 - - 3,934,383 $4,074,461 $4,074,461 0.06 $4,052,822
LHOME MORTGAGE TR 2025-RTL3 A1, 5.24%, 08/25/40 LHOME 2025-RTL3 50205YAA1 - - 4,000,000 $4,018,753 $4,018,753 0.06 $4,013,514
FNMA 30yr Pool#FS2135 4.000% 01-Nov-2049, 4.00%, 11/01/49 FN 3140XHLR6 - - 4,086,160 $3,945,593 $3,945,593 0.06 $3,930,611
RCKT Mortgage Trust 2025-CES2 A1B 5.603% 25-FEB-2055, 5.60%, 02/25/55 RCKT 2025-CES2 74942BAB7 - - 3,903,263 $3,943,134 $3,943,134 0.06 $3,923,087
Connecticut Avenue Securities Trust 2024-R02 1M1 5.28279% 25-FEB-2044, 5.28%, 02/25/44 CAS 2024-R02 20754GAA8 - - 3,798,833 $3,805,231 $3,805,231 0.06 $3,800,772
FHLMC 30yr Pool#QX5273 6.000% 01-Feb-2055, 6.00%, 02/01/55 FR 31426A2F4 - - 3,664,251 $3,794,711 $3,794,711 0.06 $3,774,558
FNMA 30yr Pool#BY0335 6.000% 01-May-2053, 6.00%, 05/01/53 FN 3140NGLR9 - - 3,676,974 $3,791,441 $3,791,441 0.06 $3,771,218
FNMA 30yr Pool#FS2713 4.500% 01-Oct-2050, 4.50%, 10/01/50 FN 3140XJAP8 - - 3,765,339 $3,739,630 $3,739,630 0.06 $3,724,098
FHLMC 30yr Pool#QH7549 6.000% 01-Dec-2053, 6.00%, 12/01/53 FR 3133CLL61 - - 3,509,884 $3,634,240 $3,634,240 0.05 $3,614,935
FHLMC 30yr Pool#QH1144 5.500% 01-Sep-2053, 5.50%, 09/01/53 FR 3133CDHV9 - - 3,509,993 $3,627,605 $3,627,605 0.05 $3,609,909
FNMA 30yr Pool#FM7031 4.000% 01-Jan-2051, 4.00%, 01/01/51 FN 3140XAY55 - - 3,676,681 $3,544,298 $3,544,298 0.05 $3,530,817
FHLMC 30yr Pool#QH6041 5.500% 01-Dec-2053, 5.50%, 12/01/53 FR 3133CJWA5 - - 3,426,855 $3,510,254 $3,510,254 0.05 $3,492,977
FHLMC 30yr Pool#QF7810 5.500% 01-Jan-2053, 5.50%, 01/01/53 FR 3133BVVB8 - - 3,369,629 $3,484,141 $3,484,141 0.05 $3,467,153
FHLMC 30yr Pool#QZ3837 6.000% 01-Sep-2055, 6.00%, 09/01/55 FR 31427BHP3 - - 3,375,019 $3,483,083 $3,483,083 0.05 $3,464,521
FINANCE OF AMERICA STRUCTURE 3.5% 74, 3.50%, 02/25/74 FASST 2024-S1 31740RAB6 - - 3,548,232 $3,478,171 $3,478,171 0.05 $3,475,067
FHLMC 30yr Pool#SD1416 4.500% 01-Dec-2048, 4.50%, 12/01/48 FR 3132DNSD6 - - 3,498,483 $3,474,596 $3,474,596 0.05 $3,460,164
Flagship Credit Auto Trust 2023-1 B 5.05% 15-FEB-2028, 5.05%, 01/18/28 FCAT 2023-1 337955AG3 - - 3,465,690 $3,472,766 $3,472,766 0.05 $3,463,529
FNMA 30yr Pool#DA3549 6.500% 01-Oct-2053, 6.50%, 10/01/53 FN 3140A35K5 - - 3,239,151 $3,427,186 $3,427,186 0.05 $3,407,886
FNMA 30yr Pool#BX9422 5.500% 01-Mar-2053, 5.50%, 03/01/53 FN 3140NEPG4 - - 3,353,907 $3,427,026 $3,427,026 0.05 $3,410,117
FNMA 30yr Pool#DA0036 6.500% 01-Sep-2053, 6.50%, 09/01/53 FN 3140A0BE8 - - 3,229,692 $3,393,577 $3,393,577 0.05 $3,374,334
FNMA 30yr Pool#BX8700 5.500% 01-Mar-2053, 5.50%, 03/01/53 FN 3140NDU21 - - 3,296,724 $3,386,074 $3,386,074 0.05 $3,369,453
FNMA 30yr Pool#FM1540 4.000% 01-Sep-2049, 4.00%, 09/01/49 FN 3140X4WA0 - - 3,459,043 $3,334,497 $3,334,497 0.05 $3,321,814
Bayview Opportunity Master Fund VII Trust 2024-CAR1 B 5.48279% 25-DEC-2031, 5.48%, 12/26/31 BVCLN 2024-CAR1 07336QAB8 - - 3,289,818 $3,319,762 $3,319,762 0.05 $3,298,277
FNMA 30yr Pool#MA4026 4.000% 01-May-2050, 4.00%, 05/01/50 FN 31418DPL0 - - 3,414,702 $3,282,011 $3,282,011 0.05 $3,269,490
FHLMC 30yr Pool#SD1111 4.000% 01-Jun-2050, 4.00%, 06/01/50 FR 3132DNGU1 - - 3,237,188 $3,142,850 $3,142,850 0.05 $3,130,980
FNMA 30yr Pool#BV5379 3.000% 01-Apr-2052, 3.00%, 04/01/52 FN 3140MJ6R1 - - 3,469,731 $3,129,264 $3,129,264 0.05 $3,119,723
FHLMC 30yr Pool#QZ4951 6.000% 01-Oct-2055, 6.00%, 10/01/55 FR 31427CQD8 - - 3,019,356 $3,116,032 $3,116,032 0.05 $3,099,426
FNMA 30yr Pool#MA4056 4.000% 01-Jun-2050, 4.00%, 06/01/50 FN 31418DQJ4 - - 3,179,762 $3,056,200 $3,056,200 0.05 $3,044,541
Gracie Point International Funding, Series 2024-1 B 6.45559% 01-MAR-2028, 6.46%, 03/01/28 GPIF 2024-1A 38410KAB5 - - 3,007,000 $3,044,726 $3,044,726 0.05 $3,010,756
FHLMC 30yr Pool#QG2539 6.500% 01-May-2053, 6.50%, 05/01/53 FR 3133C2ZC5 - - 2,892,784 $3,018,723 $3,018,723 0.05 $3,001,487
FHLMC 30yr Pool#SD6905 6.000% 01-Nov-2054, 6.00%, 11/01/54 FR 3132DUU62 - - 2,904,174 $3,007,069 $3,007,069 0.05 $2,991,096
FHLMC 30yr Pool#QE6404 5.500% 01-Jul-2052, 5.50%, 07/01/52 FR 3133BGDH8 - - 2,921,248 $3,000,253 $3,000,253 0.04 $2,985,525
BX Trust 2021-BXMF C 5.33827% 15-OCT-2038, 5.34%, 10/15/26 BX 2021-BXMF 05609RAJ3 - - 2,958,012 $2,959,850 $2,959,850 0.04 $2,951,079
Chase Mortgage Reference Notes, Series 2021-CL1 M1 5.38279% 25-FEB-2050, 5.38%, 02/25/50 CHASE 2021-CL1 46591HBX7 - - 2,942,743 $2,954,188 $2,954,188 0.04 $2,910,968
FHLMC 30yr Pool#QZ4131 6.000% 01-Sep-2055, 6.00%, 09/01/55 FR 31427BSV8 - - 2,843,485 $2,933,660 $2,933,660 0.04 $2,918,021
Fannie Mae Pool|4|03/01/2050, 4.00%, 03/01/50 FN 3140X8S24 - - 3,025,632 $2,921,548 $2,921,548 0.04 $2,910,454
FNMA 30yr Pool#MA3496 4.500% 01-Oct-2048, 4.50%, 10/01/48 FN 31418C3E2 - - 2,920,569 $2,900,628 $2,900,628 0.04 $2,888,580
FNMA 30yr Pool#BV5393 3.500% 01-Apr-2052, 3.50%, 04/01/52 FN 3140MJ7F6 - - 3,059,526 $2,870,982 $2,870,982 0.04 $2,861,166
FIGRE Trust 2024-HE4 B 5.252% 25-SEP-2054, 5.25%, 09/25/54 FIGRE 2024-HE4 31684UAB7 - - 2,852,122 $2,860,434 $2,860,434 0.04 $2,856,689
FHLMC 30yr Pool#QE8542 5.500% 01-Aug-2052, 5.50%, 08/01/52 FR 3133BJP30 - - 2,781,711 $2,856,942 $2,856,942 0.04 $2,842,917
FHLMC 30yr Pool#SD2897 5.500% 01-May-2053, 5.50%, 05/01/53 FR 3132DQGE0 - - 2,757,081 $2,821,700 $2,821,700 0.04 $2,807,800
RAM 2024-1 A 5.95% 15-FEB-2039, 6.67%, 02/15/39 RAM 2024-1 751313AA5 - - 2,795,870 $2,806,337 $2,806,337 0.04 $2,796,496
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 $2,774,678 $2,774,678 0.04 $2,769,796
RCKT MORTGAGE TRUST 2025-CE 5.16% 34, 5.16%, 07/25/34 RCKTL 2025-1A 74939RAC5 - - 2,750,000 $2,767,209 $2,767,209 0.04 $2,751,837
Ally Bank Auto Credit-Linked Notes, Series 2024-A C 6.022% 15-MAY-2032, 6.02%, 05/17/32 ABCLN 2024-A 02007GZ63 - - 2,719,748 $2,762,882 $2,762,882 0.04 $2,754,238
FNMA 30yr Pool#DE2839 6.000% 01-Jun-2055, 6.00%, 06/01/55 FN 3140BFEM3 - - 2,659,557 $2,756,125 $2,756,125 0.04 $2,741,497
FNMA 30yr Pool#DA1511 5.500% 01-Oct-2053, 5.50%, 10/01/53 FN 3140A1VD6 - - 2,638,215 $2,695,227 $2,695,227 0.04 $2,681,926
FHLMC 30yr Pool#QF9276 5.500% 01-Mar-2053, 5.50%, 03/01/53 FR 3133BXJV4 - - 2,575,403 $2,663,179 $2,663,179 0.04 $2,650,195
FHLMC 30yr Pool#Q57869 4.000% 01-Aug-2048, 4.00%, 08/01/48 FG 3132Y1W79 - - 2,751,288 $2,659,825 $2,659,825 0.04 $2,649,737
FNMA 30yr Pool#DA3538 6.000% 01-Oct-2053, 6.00%, 10/01/53 FN 3140A34Y6 - - 2,556,895 $2,647,487 $2,647,487 0.04 $2,633,424
Connecticut Avenue Securities, Series 2021-R01 1M2 5.73279% 25-OCT-2041, 5.73%, 10/25/41 CAS 2021-R01 20754RAB2 - - 2,457,760 $2,596,282 $2,596,282 0.04 $2,465,564
Ginnie Mae REMIC Trust 2017-163 LO 0.0% 16-MAY-2041, 0.00%, 05/16/41 GNR 2017-163 38380KNA9 - - 3,308,909 $2,530,867 $2,530,867 0.04 $2,530,867
FHLMC 30yr Pool#SD3523 3.000% 01-Jun-2052, 3.00%, 06/01/52 FR 3132DQ4G8 - - 2,811,841 $2,523,596 $2,523,596 0.04 $2,515,863
FHLMC 30yr Pool#QF0488 5.500% 01-Sep-2052, 5.50%, 09/01/52 FR 3133BMRH0 - - 2,443,434 $2,509,196 $2,509,196 0.04 $2,496,877
BX Trust 2021-BXMF G 7.496513% 15-OCT-2038, 7.50%, 10/15/26 BX 2021-BXMF 05609RAS3 - - 2,488,884 $2,488,548 $2,488,548 0.04 $2,478,184
FHLMC 30yr Pool#QY9883 6.000% 01-Aug-2055, 6.00%, 08/01/55 FR 31426U6V1 - - 2,392,724 $2,479,604 $2,479,604 0.04 $2,466,444
Saluda Grade Alternative Mortgage Trust 2024-FIG5 B 6.603% 25-APR-2054, 6.60%, 04/25/54 GRADE 2024-FIG5 79582MAB7 - - 2,443,144 $2,477,842 $2,477,842 0.04 $2,463,055
FNMA 30yr Pool#BY8533 6.500% 01-Aug-2053, 6.50%, 08/01/53 FN 3140NRPT7 - - 2,313,885 $2,431,299 $2,431,299 0.04 $2,417,512
FNMA 30yr Pool#BY5913 5.500% 01-Sep-2053, 5.50%, 09/01/53 FN 3140NNSB2 - - 2,331,300 $2,407,567 $2,407,567 0.04 $2,395,813
PRPM 2024-RCF2 A1 3.75% 25-MAR-2054, 3.75%, 03/25/54 PRPM 2024-RCF2 693987AA7 - - 2,429,903 $2,393,487 $2,393,487 0.04 $2,391,209
FNMA 30yr Pool#DD4221 6.000% 01-Feb-2055, 6.00%, 02/01/55 FN DD4221 MTGE 3140B4VP2 - - 2,300,088 $2,381,979 $2,381,979 0.04 $2,369,329
PRPM 2025-RCF3 LLC 5.25% 55, 5.25%, 07/25/55 PRPM 2025-RCF3 69392PAB1 - - 2,380,125 $2,380,721 $2,380,721 0.04 $2,369,267
FNMA 30yr Pool#DF0313 6.000% 01-Sep-2055, 6.00%, 09/01/55 FN 3140BQK34 - - 2,304,788 $2,378,585 $2,378,585 0.04 $2,365,909
Santander Bank Auto Credit-Linked Notes, Series 2024-A B 5.622% 15-JUN-2032, 5.62%, 06/15/32 SBCLN 2024-A 80290CCJ1 - - 2,313,100 $2,345,992 $2,345,992 0.04 $2,339,129
FHF Trust 2024-1 (First Help Financial) A2 5.69% 15-FEB-2030, 5.69%, 02/15/30 FHF 2024-1A 31568AAB2 - - 2,304,150 $2,317,921 $2,317,921 0.03 $2,311,002
FHLMC 30yr Pool#QI4878 6.000% 01-Apr-2054, 6.00%, 04/01/54 FR 3133WBM37 - - 2,215,613 $2,294,497 $2,294,497 0.03 $2,282,311
FHLMC 30yr Pool#QG2543 5.500% 01-May-2053, 5.50%, 05/01/53 FR 3133C2ZG6 - - 2,075,263 $2,126,354 $2,126,354 0.03 $2,115,892
FNMA 30yr Pool#FS3001 4.000% 01-Oct-2051, 4.00%, 10/01/51 FN 3140XJKP7 - - 2,175,834 $2,097,491 $2,097,491 0.03 $2,089,513
FNMA 30yr Pool#BP1500 3.000% 01-May-2050, 3.00%, 05/01/50 FN 3140K8U25 - - 2,300,695 $2,092,477 $2,092,477 0.03 $2,086,150
FIGRE Trust 2024-HE1 B 6.506% 25-MAR-2054, 6.51%, 03/25/54 FIGRE 2024-HE1 31684HAB6 - - 2,020,763 $2,074,756 $2,074,756 0.03 $2,071,469
FHLMC 30yr Pool#QX7432 6.000% 01-Feb-2055, 6.00%, 02/01/55 FR 31426DHJ4 - - 1,986,218 $2,056,934 $2,056,934 0.03 $2,046,010
Chase Mortgage Reference Notes, Series 2020-CL1 M2 6.60551% 25-OCT-2057, 6.61%, 10/25/57 CHASE 2020-CL1 46591HAH3 - - 1,983,012 $2,047,308 $2,047,308 0.03 $2,044,397
FNMA 30yr Pool#FS1640 4.000% 01-Apr-2052, 4.00%, 04/01/52 FN 3140XGZE2 - - 2,123,857 $2,045,647 $2,045,647 0.03 $2,037,860
FNMA 30yr Pool#CA7849 4.500% 01-Oct-2050, 4.50%, 10/01/50 FN 3140QFWK1 - - 2,036,015 $2,019,401 $2,019,401 0.03 $2,011,002
FNMA 30yr Pool#BY0338 6.500% 01-May-2053, 6.50%, 05/01/53 FN 3140NGLU2 - - 1,913,480 $2,008,096 $2,008,096 0.03 $1,996,695
FNMA 30yr Pool#BW0972 4.500% 01-Jul-2052, 4.50%, 07/01/52 FN 3140MSCJ2 - - 1,974,620 $1,949,713 $1,949,713 0.03 $1,941,568
FHLMC 30yr Pool#SI2017 4.000% 01-Dec-2048, 4.00%, 12/01/48 FR 3133USG21 - - 2,016,459 $1,947,091 $1,947,091 0.03 $1,939,698
Foundation Finance Trust 2023-2 A 6.53% 15-JUN-2049, 6.53%, 06/15/49 FFIN 2023-2A 35042RAA4 - - 1,874,984 $1,946,459 $1,946,459 0.03 $1,939,997
Reach ABS Trust 2024-2 A 5.88% 15-JUL-2031, 5.88%, 07/15/31 REACH 2024-2A 75525HAA8 - - 1,921,945 $1,937,928 $1,937,928 0.03 $1,931,964
FNMA 30yr Pool#BX8072 5.500% 01-Mar-2053, 5.50%, 03/01/53 FN 3140NC6J3 - - 1,875,220 $1,933,148 $1,933,148 0.03 $1,923,693
FHLMC 30yr Pool#QH7013 6.500% 01-Dec-2053, 6.50%, 12/01/53 FR 3133CKYJ1 - - 1,834,493 $1,927,581 $1,927,581 0.03 $1,916,651
Santander Bank Auto Credit-Linked Notes, Series 2023-B B 5.64% 15-DEC-2033, 5.64%, 12/15/33 SBCLN 2023-B 80290CCB8 - - 1,898,971 $1,923,570 $1,923,570 0.03 $1,917,918
FNMA 30yr Pool#DF0998 6.000% 01-Oct-2055, 6.00%, 10/01/55 FN 3140BRDC0 - - 1,855,093 $1,914,492 $1,914,492 0.03 $1,904,289
Chase Mortgage Reference Notes, Series 2021-CL1 M3 5.73279% 25-FEB-2050, 5.73%, 02/25/50 CHASE 2021-CL1 46591HBZ2 - - 1,919,159 $1,910,415 $1,910,415 0.03 $1,881,514
FHLMC 30yr Pool#QG2540 6.500% 01-May-2053, 6.50%, 05/01/53 FR 3133C2ZD3 - - 1,827,458 $1,908,884 $1,908,884 0.03 $1,897,996
FHLMC 30yr Pool#SD1551 4.000% 01-Mar-2050, 4.00%, 03/01/50 FR 3132DNWL3 - - 1,887,950 $1,823,003 $1,823,003 0.03 $1,816,080
FHLMC 30yr Pool#QY7439 6.000% 01-Jun-2055, 6.00%, 06/01/55 FR 31426SHR3 - - 1,752,803 $1,816,447 $1,816,447 0.03 $1,806,807
FNMA 30yr Pool#BY0361 6.500% 01-Jun-2053, 6.50%, 06/01/53 FN 3140NGMK3 - - 1,725,094 $1,809,080 $1,809,080 0.03 $1,798,802
FHLMC 30yr Pool#QH3309 5.500% 01-Oct-2053, 5.50%, 10/01/53 FR 3133CFVA4 - - 1,759,876 $1,797,955 $1,797,955 0.03 $1,789,082
FNMA 30yr Pool#MA3521 4.000% 01-Nov-2048, 4.00%, 11/01/48 FN 31418C4F8 - - 1,814,288 $1,751,875 $1,751,875 0.03 $1,745,222
ACHV ABS Trust 2024-1PL B 6.34% 25-APR-2031, 6.34%, 04/25/31 ACHV 2024-1PL 00092BAB0 - - 1,711,961 $1,727,263 $1,727,263 0.03 $1,724,549
NRZ MSR-Collateralized Notes, Series 2021-FHT1 A 3.104% 25-JUL-2026, 3.10%, 07/25/26 NZES 2021-FHT1 62955MAB2 - - 1,753,609 $1,722,212 $1,722,212 0.03 $1,720,851
Chase Mortgage Reference Notes, Series 2021-CL1 M2 5.53279% 25-FEB-2050, 5.53%, 02/25/50 CHASE 2021-CL1 46591HBY5 - - 1,728,862 $1,717,752 $1,717,752 0.03 $1,692,085
FHLMC 30yr Pool#SD0943 3.500% 01-Apr-2052, 3.50%, 04/01/52 FR 3132DNBL6 - - 1,814,843 $1,704,539 $1,704,539 0.03 $1,698,717
PRPM 2025-RCF3 LLC 5.25% 55, 5.25%, 07/25/55 PRPM 2025-RCF3 69392PAC9 - - 1,700,000 $1,692,208 $1,692,208 0.03 $1,684,026
Fannie Mae Pool|4|08/01/2050, 4.00%, 08/01/50 FN 3140X8UA3 - - 1,757,757 $1,689,453 $1,689,453 0.03 $1,683,008
FHLMC 30yr Pool#QA2039 3.000% 01-Aug-2049, 3.00%, 08/01/49 FR 31334YHQ3 - - 1,826,395 $1,660,826 $1,660,826 0.02 $1,655,804
FHLMC 30yr Pool#SD4456 4.000% 01-Aug-2050, 4.00%, 08/01/50 FR 3132E05R9 - - 1,687,953 $1,627,176 $1,627,176 0.02 $1,620,987
Bayview Opportunity Master Fund VII Trust 2024-CAR1 C 5.68279% 25-DEC-2031, 5.68%, 12/26/31 BVCLN 2024-CAR1 07336QAC6 - - 1,601,045 $1,617,360 $1,617,360 0.02 $1,606,532
FHLMC 30yr Pool#QG4340 6.500% 01-Jun-2053, 6.50%, 06/01/53 FR 3133C4ZD9 - - 1,547,612 $1,614,988 $1,614,988 0.02 $1,605,767
FNMA 30yr Pool#CB2681 3.500% 01-Jan-2052, 3.50%, 01/01/52 FN 3140QM6T6 - - 1,718,090 $1,613,801 $1,613,801 0.02 $1,608,289
FNMA 30yr Pool#BY0327 6.500% 01-May-2053, 6.50%, 05/01/53 FN 3140NGLH1 - - 1,517,652 $1,582,501 $1,582,501 0.02 $1,573,458
Ally Bank Auto Credit-Linked Notes, Series 2024-A D 6.315% 15-MAY-2032, 6.31%, 05/17/32 ABCLN 2024-A 02007GZ71 - - 1,554,142 $1,578,578 $1,578,578 0.02 $1,573,398
FHLMC 30yr Pool#QZ4132 6.000% 01-Sep-2055, 6.00%, 09/01/55 FR 31427BSW6 - - 1,495,093 $1,542,964 $1,542,964 0.02 $1,534,741
FHLMC 30yr Pool#Q58477 4.000% 01-Sep-2048, 4.00%, 09/01/48 FG 3132Y2M37 - - 1,578,606 $1,526,127 $1,526,127 0.02 $1,520,339
FNMA 30yr Pool#MA3415 4.000% 01-Jul-2048, 4.00%, 07/01/48 FN 31418CYM0 - - 1,540,160 $1,487,177 $1,487,177 0.02 $1,481,530
U.S. Auto Funding 2021-1 C 2.2% 15-MAY-2026, 2.20%, 05/15/26 USAUT 2021-1A 90355EAC5 - - 1,743,847 $1,476,659 $1,476,659 0.02 $1,474,634
FIGRE TRUST 2025-HE5 FLTG 2055 B, 5.49%, 08/25/55 FIGRE 2025-HE5 31684MAB5 - - 1,430,396 $1,440,947 $1,440,947 0.02 $1,433,755
FNMA 30yr Pool#BT8051 5.500% 01-Jan-2053, 5.50%, 01/01/53 FN 3140LW5M5 - - 1,389,783 $1,437,126 $1,437,126 0.02 $1,430,119
FNMA 30yr Pool#CA5573 4.000% 01-Apr-2050, 4.00%, 04/01/50 FN 3140QDFP4 - - 1,487,446 $1,429,645 $1,429,645 0.02 $1,424,191
FNMA 30yr Pool#CA1931 4.500% 01-Jun-2048, 4.50%, 06/01/48 FN 3140Q9ED1 - - 1,434,744 $1,424,948 $1,424,948 0.02 $1,419,030
Arivo Acceptance Auto Loan Receivables Trust 2024-1 A 6.46% 15-APR-2028, 6.46%, 04/17/28 ARIVO 2024-1A 039943AA3 - - 1,397,290 $1,407,362 $1,407,362 0.02 $1,402,598
FNMA 30yr Pool#BY1896 5.500% 01-May-2053, 5.50%, 05/01/53 FN 3140NJDA9 - - 1,363,926 $1,400,683 $1,400,683 0.02 $1,393,807
Blue Bridge Funding 2023-1 A 7.37% 15-NOV-2030, 7.37%, 11/15/30 BBEF 2023-1A 09531MAA8 - - 1,377,188 $1,391,214 $1,391,214 0.02 $1,385,857
FNMA 30yr Pool#BX7860 5.500% 01-Mar-2053, 5.50%, 03/01/53 FN 3140NCWW5 - - 1,301,814 $1,342,116 $1,342,116 0.02 $1,335,553
FNMA 30yr Pool#DB3056 5.500% 01-May-2054, 5.50%, 05/01/54 FN 3140ACME0 - - 1,269,823 $1,302,668 $1,302,668 0.02 $1,296,266
FNMA 30yr Pool#FM7725 4.500% 01-Dec-2050, 4.50%, 12/01/50 FN 3140XBSP6 - - 1,264,065 $1,251,932 $1,251,932 0.02 $1,246,717
FNMA 30yr Pool#MA3149 4.000% 01-Oct-2047, 4.00%, 10/01/47 FN 31418CQB3 - - 1,267,452 $1,226,699 $1,226,699 0.02 $1,222,051
FHLMC 30yr Pool#QF2561 5.500% 01-Nov-2052, 5.50%, 11/01/52 FR 3133BPZ27 - - 1,180,277 $1,217,590 $1,217,590 0.02 $1,211,639
FNMA 40yr Pool#BF0167 3.000% 01-Feb-2057, 3.00%, 02/01/57 FN 3140FXFH0 - - 1,390,765 $1,216,981 $1,216,981 0.02 $1,213,156
FNMA 30yr Pool#FM9138 4.000% 01-Mar-2050, 4.00%, 03/01/50 FN 3140XDEL6 - - 1,233,947 $1,191,498 $1,191,498 0.02 $1,186,973
FHLMC 30yr Pool#SD8003 4.000% 01-Jul-2049, 4.00%, 07/01/49 FR 3132DV3L7 - - 1,235,175 $1,190,702 $1,190,702 0.02 $1,186,173
FNMA 30yr Pool#BJ9181 5.000% 01-May-2048, 5.00%, 05/01/48 FN 3140HBFX1 - - 1,168,762 $1,189,453 $1,189,453 0.02 $1,184,096
Connecticut Avenue Securities, Series 2021-R02 2B1 7.65603% 25-NOV-2041, 7.48%, 11/25/41 CAS 2021-R02 20754KAF8 - - 1,150,000 $1,184,922 $1,184,922 0.02 $1,175,184
Tricolor Auto Securitization Trust 2024-1 A 6.61% 15-OCT-2027, 6.61%, 10/15/27 TAST 2024-1A 89616LAA0 - - 1,205,445 $1,182,819 $1,182,819 0.02 $1,178,614
Towd Point Mortgage Trust 2024-CES1 A1B 6.049% 25-JAN-2064, 6.05%, 01/25/64 TPMT 2024-CES1 89183CAB1 - - 1,157,895 $1,170,362 $1,170,362 0.02 $1,163,941
FNMA 30yr Pool#BX0804 5.500% 01-Nov-2052, 5.50%, 11/01/52 FN 3140N43N5 - - 1,136,341 $1,168,776 $1,168,776 0.02 $1,163,047
FHLMC 30yr Pool#QD9182 3.000% 01-Mar-2052, 3.00%, 03/01/52 FR 3133B7FX1 - - 1,293,469 $1,166,695 $1,166,695 0.02 $1,163,138
FNMA 30yr Pool#AS6811 3.000% 01-Mar-2046, 3.00%, 03/01/46 FN 3138WGR97 - - 1,263,349 $1,151,647 $1,151,647 0.02 $1,148,173
FHLMC 30yr Pool#ZT2087 4.000% 01-Jun-2049, 4.00%, 06/01/49 FR 3132AEJ80 - - 1,187,207 $1,144,460 $1,144,460 0.02 $1,140,107
FHLMC 30yr Pool#QG6538 5.500% 01-Jul-2053, 5.50%, 07/01/53 FR 3133C7HP5 - - 1,101,561 $1,138,744 $1,138,744 0.02 $1,133,190
FHLMC 30yr Pool#QG6948 5.500% 01-Jul-2053, 5.50%, 07/01/53 FR 3133C7WH6 - - 1,046,676 $1,081,920 $1,081,920 0.02 $1,076,643
FNMA 30yr Pool#AS7492 4.000% 01-Jul-2046, 4.00%, 07/01/46 FN 3138WHKE1 - - 1,099,881 $1,066,126 $1,066,126 0.02 $1,062,093
FHLMC 30yr Pool#RA1188 4.500% 01-Aug-2049, 4.50%, 08/01/49 FR 3133KGJ90 - - 1,072,239 $1,059,995 $1,059,995 0.02 $1,055,572
FNMA 30yr Pool#CB8995 5.500% 01-Aug-2054, 5.50%, 08/01/54 FN 3140QU7H3 - - 1,032,787 $1,055,664 $1,055,664 0.02 $1,050,457
FHLMC 30yr Pool#RA1087 4.500% 01-Jul-2049, 4.50%, 07/01/49 FR 3133KGF45 - - 1,062,508 $1,050,374 $1,050,374 0.02 $1,045,992
FHLMC 30yr Pool#QG3885 6.500% 01-Jun-2053, 6.50%, 06/01/53 FR 3133C4J62 - - 969,999 $1,012,229 $1,012,229 0.02 $1,006,449
FNMA 30yr Pool#BV4203 3.500% 01-Apr-2052, 3.50%, 04/01/52 FN 3140MHU56 - - 1,060,039 $994,793 $994,793 0.01 $991,392
FNMA 30yr Pool#FM1598 4.000% 01-Feb-2049, 4.00%, 02/01/49 FN 3140X4X43 - - 1,015,336 $980,408 $980,408 0.01 $976,685
FNMA 30yr Pool#BV8484 3.500% 01-Apr-2052, 3.50%, 04/01/52 FN 3140MNNA0 - - 1,029,601 $966,152 $966,152 0.01 $962,849
FNMA 30yr Pool#DA3522 5.500% 01-Oct-2053, 5.50%, 10/01/53 FN 3140A34G5 - - 924,394 $944,370 $944,370 0.01 $939,709
Lendbuzz Securitization Trust 2023-2 A2 7.09% 15-OCT-2028, 7.09%, 10/16/28 LBZZ 2023-2A 52608MAB4 - - 926,546 $940,650 $940,650 0.01 $937,183
GNMA II 30yr Pool#MA5021 4.500% 20-Feb-2048, 4.50%, 02/20/48 G2 36179TSJ5 - - 926,972 $924,452 $924,452 0.01 $920,629
FNMA 30yr Pool#CA6382 4.500% 01-Jul-2050, 4.50%, 07/01/50 FN 3140QECU4 - - 926,440 $917,547 $917,547 0.01 $913,726
FHLMC 30yr Pool#ZM8197 4.000% 01-Sep-2048, 4.00%, 09/01/48 FR 3131Y3DA1 - - 939,234 $906,924 $906,924 0.01 $903,480
FHLMC 30yr Pool#QG7338 6.000% 01-Jul-2053, 6.00%, 07/01/53 FR 3133C8EK7 - - 838,395 $868,245 $868,245 0.01 $863,634
BX Commercial Mortgage Trust 2021-21M A 4.877% 15-OCT-2036, 4.88%, 10/15/36 BX 2021-21M 05609CAA5 - - 862,801 $862,956 $862,956 0.01 $860,618
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-DNA5 M2 5.83279% 25-JAN-2034, 5.83%, 01/25/34 STACR 2021-DNA5 35564KHE2 - - 851,059 $854,248 $854,248 0.01 $853,145
FNMA 30yr Pool#AB9341 3.000% 01-May-2043, 3.00%, 05/01/43 FN 31417GLX2 - - 901,410 $836,174 $836,174 0.01 $833,695
Gracie Point International Funding, Series 2023-2 A 6.60559% 01-MAR-2027, 6.61%, 03/01/27 GPIF 2023-2A 38410JAA0 - - 808,251 $819,337 $819,337 0.01 $809,994
FNMA 30yr Pool#BN4541 4.000% 01-Feb-2049, 4.00%, 02/01/49 FN 3140JMBK7 - - 825,582 $797,182 $797,182 0.01 $794,155
FREMF 2019-KF70 Mortgage Trust C 10.42205% 25-SEP-2029, 10.42%, 09/25/29 FREMF 2019-KF70 30298UAJ0 - - 789,970 $787,992 $787,992 0.01 $780,365
FNMA 30yr Pool#BY0782 5.500% 01-Apr-2053, 5.50%, 04/01/53 FN 3140NG2Q2 - - 743,357 $767,593 $767,593 0.01 $763,845
FHLMC 30yr Pool#ZT1926 3.000% 01-Nov-2043, 3.00%, 11/01/43 FR 3132AED78 - - 828,465 $759,850 $759,850 0.01 $757,572
ACHV ABS Trust 2024-1PL C 6.42% 25-APR-2031, 6.42%, 04/25/31 ACHV 2024-1PL 00092BAC8 - - 748,297 $755,529 $755,529 0.01 $754,328
FHLMC 30yr Pool#RA1999 4.500% 01-Jan-2050, 4.50%, 01/01/50 FR 3133KHGG5 - - 750,732 $742,159 $742,159 0.01 $739,062
FNMA 30yr Pool#BY0866 5.500% 01-May-2053, 5.50%, 05/01/53 FN 3140NG6C9 - - 702,253 $721,179 $721,179 0.01 $717,639
ACHM Trust 2024-HE1 B 7.26% 25-MAY-2039, 7.26%, 05/25/39 ACHM 2024-HE1 00449TAB1 - - 694,715 $719,033 $719,033 0.01 $717,772
GNMA II 30yr Pool#MA5264 4.000% 20-Jun-2048, 4.00%, 06/20/48 G2 36179TZ57 - - 728,169 $702,920 $702,920 0.01 $700,250
NRZ Excess Spread-Collateralized Notes, Series 2020-PLS1 A 3.844% 25-DEC-2025, 3.84%, 12/25/25 NZES 2020-PLS1 433674AA6 - - 671,134 $670,060 $670,060 0.01 $669,415
FHLMC 30yr Pool#QD6555 3.000% 01-Feb-2052, 3.00%, 02/01/52 FR 3133B4H81 - - 737,085 $664,926 $664,926 0.01 $662,899
FNMA 30yr Pool#BW0343 4.500% 01-May-2052, 4.50%, 05/01/52 FN 3140MRLZ8 - - 634,196 $623,748 $623,748 0.01 $621,132
Connecticut Avenue Securities Trust 2022-R01 1M1 5.35603% 25-DEC-2041, 5.18%, 12/25/41 CAS 2022-R01 20754LAA7 - - 611,471 $612,470 $612,470 0.01 $611,766
FHLMC 30yr Pool#QE1073 3.500% 01-Apr-2052, 3.50%, 04/01/52 FR 3133BAFN6 - - 650,323 $610,247 $610,247 0.01 $608,161
FHLMC 30yr Pool#SD8047 4.500% 01-Feb-2050, 4.50%, 02/01/50 FR 3132DV5G6 - - 604,857 $599,922 $599,922 0.01 $597,427
FNMA 30yr Pool#AL6842 4.000% 01-May-2045, 4.00%, 05/01/45 FN 3138EPS88 - - 605,579 $589,148 $589,148 0.01 $586,927
MHC Commercial Mortgage Trust 2021-MHC A 4.948442% 15-APR-2038, 4.95%, 04/15/38 MHC 2021-MHC 55316VAA2 - - 586,117 $587,004 $587,004 0.01 $585,393
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA2 M1A 5.48279% 25-FEB-2042, 5.48%, 02/25/42 STACR 2022-DNA2 35564KRE1 - - 534,138 $583,456 $583,456 0.01 $535,210
Sequoia Mortgage Trust 2013-5 A1 2.5% 25-MAY-2043, 2.50%, 05/25/43 SEMT 2013-5 81745AAA5 - - 652,557 $582,776 $582,776 0.01 $581,281
FNMA 30yr Pool#BK9507 4.000% 01-Oct-2048, 4.00%, 10/01/48 FN 3140HPR58 - - 596,745 $578,651 $578,651 0.01 $576,463
FNMA 30yr Pool#AZ0869 4.000% 01-Jul-2045, 4.00%, 07/01/45 FN 3138YR6F0 - - 521,481 $508,203 $508,203 0.01 $506,291
FHLMC 15yr Pool#SB0116 2.500% 01-Nov-2034, 2.50%, 11/01/34 FR 3132CWDV3 - - 524,367 $499,625 $499,625 0.01 $498,423
FHLMC 30yr Pool#QD9191 3.500% 01-Apr-2052, 3.50%, 04/01/52 FR 3133B7F86 - - 501,655 $470,778 $470,778 0.01 $469,169
Towd Point Mortgage Trust 2024-CES2 A1B 6.35% 25-FEB-2064, 6.35%, 02/25/64 TPMT 2024-CES2 89182JAB7 - - 446,218 $452,317 $452,317 0.01 $449,719
Connecticut Avenue Securities, Series 2021-R03 1M1 5.03279% 25-DEC-2041, 5.03%, 12/25/41 CAS 2021-R03 20754AAA1 - - 433,223 $433,450 $433,450 0.01 $432,965
FHLMC 30yr Pool#SD1414 4.000% 01-Oct-2050, 4.00%, 10/01/50 FR 3132DNSB0 - - 438,774 $422,976 $422,976 0.01 $421,367
FNMA 30yr Pool#CB4329 3.500% 01-Jul-2052, 3.50%, 07/01/52 FN 3140QPY35 - - 443,826 $416,678 $416,678 0.01 $415,254
JP Morgan Mortgage Trust 2015-4 AM 3.0% 25-JUN-2045, 3.00%, 06/25/45 JPMMT 2015-4 46644VBP0 - - 468,349 $410,418 $410,418 0.01 $409,130
FNMA 30yr Pool#BV6879 4.500% 01-Apr-2052, 4.50%, 04/01/52 FN 3140MLUD0 - - 406,658 $400,022 $400,022 0.01 $398,344
FNMA 30yr Pool#CA4646 3.000% 01-Feb-2048, 3.00%, 02/01/48 FN 3140QCEU6 - - 436,060 $399,687 $399,687 0.01 $398,488
FHLMC 30yr Pool#QG3397 6.000% 01-May-2053, 6.00%, 05/01/53 FR 3133C3X27 - - 375,757 $389,135 $389,135 0.01 $387,068
FNMA 30yr Pool#BV7632 4.500% 01-Apr-2052, 4.50%, 04/01/52 FN 3140MMPS1 - - 367,470 $361,474 $361,474 0.01 $359,958
FHLMC 30yr Pool#QA8274 3.500% 01-Mar-2050, 3.50%, 03/01/50 FR 3133A3FP8 - - 389,009 $361,320 $361,320 0.01 $360,071
FNMA 30yr Pool#FM3447 4.000% 01-Nov-2049, 4.00%, 11/01/49 FN 3140X6ZM6 - - 359,916 $348,111 $348,111 0.01 $346,792
FHLMC 30yr Pool#SD1966 4.000% 01-Nov-2052, 4.00%, 11/01/52 FR 3132DPFF0 - - 332,691 $318,281 $318,281 0.00 $317,062
FHLMC 30yr Pool#ZN6461 4.000% 01-May-2049, 4.00%, 05/01/49 FR 3131YDFA7 - - 325,599 $313,885 $313,885 0.00 $312,691
FNMA 30yr Pool#AR9225 3.000% 01-Mar-2043, 3.00%, 03/01/43 FN 3138W7HB3 - - 330,688 $305,030 $305,030 0.00 $304,120
FHLMC 30yr Pool#ZT0391 4.000% 01-Nov-2047, 4.00%, 11/01/47 FR 3132ACNG1 - - 301,133 $293,246 $293,246 0.00 $292,141
FHLMC 30yr Pool#QA5150 4.500% 01-Dec-2049, 4.50%, 12/01/49 FR 31346YWK5 - - 294,396 $291,994 $291,994 0.00 $290,780
FNMA 30yr Pool#FS2548 4.000% 01-Mar-2051, 4.00%, 03/01/51 FN 3140XHZN0 - - 302,753 $291,852 $291,852 0.00 $290,742
FNMA 30yr Pool#FS2238 4.000% 01-Mar-2051, 4.00%, 03/01/51 FN 3140XHPY7 - - 295,202 $285,047 $285,047 0.00 $283,965
FNMA 30yr Pool#AS8649 3.000% 01-Jan-2047, 3.00%, 01/01/47 FN 3138WJTF5 - - 306,455 $279,010 $279,010 0.00 $278,167
Fannie Mae REMIC Trust 2017-9 VL 3.0% 25-JUL-2028, 3.00%, 07/25/28 FNR 2017-9 3136AVYH6 - - 263,867 $261,799 $261,799 0.00 $261,073
FNMA 30yr Pool#BN3899 4.000% 01-Dec-2048, 4.00%, 12/01/48 FN 3140JLKM5 - - 270,800 $261,484 $261,484 0.00 $260,491
FHLMC 30yr Pool#QA1615 3.500% 01-Aug-2049, 3.50%, 08/01/49 FR 31334XYL7 - - 271,649 $253,932 $253,932 0.00 $253,061
FHLMC 30yr Pool#ZN4240 4.500% 01-Dec-2048, 4.50%, 12/01/48 FR 3131YAV98 - - 250,075 $249,050 $249,050 0.00 $248,019
Reach ABS Trust 2024-1 A 6.3% 15-FEB-2031, 6.30%, 02/18/31 REACH 2024-1A 75526PAA9 - - 244,538 $245,582 $245,582 0.00 $244,769
FNMA 30yr Pool#MA3908 4.500% 01-Jan-2050, 4.50%, 01/01/50 FN 31418DKW1 - - 237,105 $235,170 $235,170 0.00 $234,192
Fannie Mae REMIC Trust 2012-126 SY 0.0% 25-NOV-2042, 0.00%, 11/25/42 FNR 2012-126 3136A9ZR2 - - 473,554 $235,058 $235,058 0.00 $235,058
FHLMC 15yr Pool#SB0040 2.500% 01-Dec-2033, 2.50%, 12/01/33 FR 3132CWBH6 - - 239,330 $231,534 $231,534 0.00 $230,986
FNMA 30yr Pool#MA3687 4.000% 01-Jun-2049, 4.00%, 06/01/49 FN 31418DCZ3 - - 235,116 $226,650 $226,650 0.00 $225,788
FNMA 30yr Pool#BW0081 4.500% 01-Apr-2052, 4.50%, 04/01/52 FN 3140MRCT2 - - 229,906 $226,119 $226,119 0.00 $225,170
FNMA 30yr Pool#BE3616 4.000% 01-May-2047, 4.00%, 05/01/47 FN 3140FPAS8 - - 228,429 $222,715 $222,715 0.00 $221,878
FNMA 30yr Pool#MA1327 3.000% 01-Jan-2043, 3.00%, 01/01/43 FN 31418APM4 - - 240,351 $220,444 $220,444 0.00 $219,783
GNMA II 30yr Pool#MA5192 4.000% 20-May-2048, 4.00%, 05/20/48 G2 36179TXV2 - - 218,173 $210,813 $210,813 0.00 $210,013
FNMA 30yr Pool#BO9819 4.500% 01-Dec-2049, 4.50%, 12/01/49 FN 3140K54D6 - - 210,191 $208,476 $208,476 0.00 $207,609
FHLMC 30yr Pool#RA1088 4.500% 01-Jul-2049, 4.50%, 07/01/49 FR 3133KGF52 - - 204,004 $202,339 $202,339 0.00 $201,498
FNMA 30yr Pool#AB6280 3.000% 01-Sep-2042, 3.00%, 09/01/42 FN 31417C6S9 - - 194,980 $178,831 $178,831 0.00 $178,295
FHLMC 30yr Pool#SD8040 4.500% 01-Jan-2050, 4.50%, 01/01/50 FR 3132DV4Z5 - - 179,630 $178,164 $178,164 0.00 $177,423
FNMA 30yr Pool#BO2983 3.000% 01-Sep-2049, 3.00%, 09/01/49 FN 3140JXJ58 - - 194,780 $177,387 $177,387 0.00 $176,851
FNMA 30yr Pool#CA4185 4.500% 01-Sep-2049, 4.50%, 09/01/49 FN 3140QBUK2 - - 176,574 $175,133 $175,133 0.00 $174,404
FNMA 30yr Pool#CA4035 4.500% 01-Aug-2049, 4.50%, 08/01/49 FN 3140QBPV4 - - 171,826 $170,424 $170,424 0.00 $169,715
FNMA 30yr Pool#BV7132 4.500% 01-Apr-2052, 4.50%, 04/01/52 FN 3140ML4S6 - - 161,854 $159,188 $159,188 0.00 $158,520
FHLMC 30yr Pool#ZT1320 4.000% 01-Nov-2048, 4.00%, 11/01/48 FR 3132ADPD4 - - 162,690 $157,094 $157,094 0.00 $156,497
FHLMC 30yr Pool#ZA7158 4.500% 01-Jun-2049, 4.50%, 06/01/49 FR 31329Q5T4 - - 157,752 $155,950 $155,950 0.00 $155,300
FNMA 30yr Pool#AB7563 3.000% 01-Jan-2043, 3.00%, 01/01/43 FN 31417EMM0 - - 167,651 $154,540 $154,540 0.00 $154,079
FNMA 30yr Pool#FS2546 4.000% 01-Mar-2051, 4.00%, 03/01/51 FN 3140XHZL4 - - 154,406 $149,094 $149,094 0.00 $148,528
GNMA II 30yr Pool#MA5753 4.000% 20-Feb-2049, 4.00%, 02/20/49 G2 36179UMA7 - - 145,834 $136,977 $136,977 0.00 $136,442
FNMA 30yr Pool#MA1229 3.000% 01-Oct-2042, 3.00%, 10/01/42 FN 31418ALK2 - - 145,860 $134,453 $134,453 0.00 $134,052
FNMA 30yr Pool#BW0072 4.500% 01-Apr-2052, 4.50%, 04/01/52 FN 3140MRCJ4 - - 136,507 $134,258 $134,258 0.00 $133,695
FNMA 30yr Pool#BV7131 4.500% 01-Apr-2052, 4.50%, 04/01/52 FN 3140ML4R8 - - 129,268 $127,138 $127,138 0.00 $126,605
GNMA II 30yr Pool#BF6874 4.500% 20-Jul-2048, 4.50%, 07/20/48 G2 3617GDT77 - - 127,023 $125,657 $125,657 0.00 $125,133
GNMA II 30yr Pool#MA5866 4.000% 20-Apr-2049, 4.00%, 04/20/49 G2 36179UQT2 - - 132,719 $125,097 $125,097 0.00 $124,611
FNMA 20yr Pool#AB9283 3.000% 01-Apr-2038, 3.00%, 04/01/38 FN 31417GJ56 - - 132,770 $123,161 $123,161 0.00 $122,796
Santander Bank Auto Credit-Linked Notes, Series 2023-A B 6.493% 15-JUN-2033, 6.49%, 06/15/33 SBCLN 2023-A 80290CBU7 - - 113,580 $114,158 $114,158 0.00 $113,769
GNMA II 30yr Pool#BK5879 4.500% 20-Nov-2048, 4.50%, 11/20/48 G2 3617J6Q80 - - 111,629 $108,994 $108,994 0.00 $108,534
FNMA 30yr Pool#BM3282 3.500% 01-Dec-2047, 3.50%, 12/01/47 FN 3140J7UG8 - - 114,888 $108,991 $108,991 0.00 $108,622
FNMA 30yr Pool#CA3683 4.500% 01-Jun-2049, 4.50%, 06/01/49 FN 3140QBCV8 - - 109,005 $108,116 $108,116 0.00 $107,666
FHLMC 30yr Pool#ZT1633 4.000% 01-Mar-2047, 4.00%, 03/01/47 FR 3132ADY69 - - 110,356 $107,546 $107,546 0.00 $107,141
FHLMC 30yr Pool#QE0318 4.500% 01-Mar-2052, 4.50%, 03/01/52 FR 3133B9K78 - - 108,383 $106,615 $106,615 0.00 $106,167
FNMA 30yr Pool#CA0108 3.500% 01-Aug-2047, 3.50%, 08/01/47 FN 3140Q7DN4 - - 106,867 $101,381 $101,381 0.00 $101,039
FHLMC 30yr Pool#ZM7577 4.500% 01-Aug-2048, 4.50%, 08/01/48 FR 3131Y2M21 - - 100,110 $99,426 $99,426 0.00 $99,013
Fannie Mae REMIC Trust 2013-130 FN 4.64727% 25-OCT-2042, 4.65%, 10/25/42 FNR 2013-130 3136AHG53 - - 91,687 $90,743 $90,743 0.00 $90,637
FNMA 30yr Pool#BJ8459 3.000% 01-Aug-2049, 3.00%, 08/01/49 FN 3140HAMH0 - - 99,941 $88,866 $88,866 0.00 $88,591
FNMA 30yr Pool#BO4113 3.000% 01-Aug-2049, 3.00%, 08/01/49 FN 3140JYSB3 - - 90,994 $80,911 $80,911 0.00 $80,660
FHLMC 30yr Pool#ZM7926 5.000% 01-Sep-2048, 5.00%, 09/01/48 FR 3131Y2YX0 - - 77,858 $78,899 $78,899 0.00 $78,542
Sequoia Mortgage Trust 2019-CH3 A19 4.0% 25-OCT-2049, 4.00%, 09/25/49 SEMT 2019-CH3 81748GBN0 - - 80,538 $75,216 $75,216 0.00 $74,920
FHLMC 30yr Pool#QA2159 3.000% 01-Aug-2049, 3.00%, 08/01/49 FR 31334YMG9 - - 82,889 $73,704 $73,704 0.00 $73,476
FNMA 30yr Pool#MA1447 3.000% 01-May-2043, 3.00%, 05/01/43 FN 31418ATD0 - - 77,582 $71,563 $71,563 0.00 $71,349
FNMA 30yr Pool#AS8547 3.000% 01-Nov-2046, 3.00%, 11/01/46 FN 3138WJP93 - - 71,727 $65,015 $65,015 0.00 $64,818
FNMA 30yr Pool#BD2453 3.000% 01-Jan-2047, 3.00%, 01/01/47 FN 3140F9WP6 - - 68,644 $62,918 $62,918 0.00 $62,729
Fannie Mae REMIC Trust 2010-109 BS 6.28056% 25-OCT-2040, 6.28%, 10/25/40 FNR 2010-109 31398NTM6 - - 41,248 $58,963 $58,963 0.00 $58,727
Fannie Mae REMIC Trust 2006-20 GF 4.82051% 25-APR-2036, 4.65%, 04/25/36 FNR 2006-20 31395BU43 - - 55,306 $54,960 $54,960 0.00 $54,895
FHLMC 15yr Pool#ZK8962 3.000% 01-Sep-2032, 3.00%, 09/01/32 FR 3131XC5X1 - - 54,127 $52,800 $52,800 0.00 $52,651
FHLMC 15yr Pool#ZS7403 3.000% 01-May-2031, 3.00%, 05/01/31 FR 3132A8GL7 - - 50,422 $49,495 $49,495 0.00 $49,357
Freddie Mac Multiclass Certificates, Series 3380 FM 5.07656% 15-OCT-2037, 4.94%, 10/15/37 FHR 3380 31397KTJ0 - - 44,583 $44,643 $44,643 0.00 $44,527
FNMA 15yr Pool#BO5957 3.000% 01-Dec-2034, 3.00%, 12/01/34 FN 3140K1TP1 - - 44,457 $43,065 $43,065 0.00 $42,943
Freddie Mac Multiclass Certificates, Series 3721 FB 4.98656% 15-SEP-2040, 4.85%, 09/15/40 FHR 3721 3137GAD20 - - 42,933 $42,916 $42,916 0.00 $42,806
FNMA 30yr Pool#BO1857 4.500% 01-Aug-2049, 4.50%, 08/01/49 FN 3140JWB33 - - 42,947 $42,596 $42,596 0.00 $42,419
Ginnie Mae REMIC Trust 2008-013 FB 4.74992% 20-FEB-2038, 4.65%, 02/20/38 GNR 2008-13 38375PNL1 - - 39,881 $39,890 $39,890 0.00 $39,818
FNMA 30yr Pool#BC0870 3.500% 01-Jan-2046, 3.50%, 01/01/46 FN 3140EU6G9 - - 37,850 $35,687 $35,687 0.00 $35,566
FNMA 15yr Pool#BO7717 3.000% 01-Nov-2034, 3.00%, 11/01/34 FN 3140K3SF0 - - 33,555 $32,579 $32,579 0.00 $32,487
FHLMC 15yr Pool#ZK9163 3.000% 01-Jan-2033, 3.00%, 01/01/33 FR 3131XDFC4 - - 32,123 $31,319 $31,319 0.00 $31,230
Ginnie Mae REMIC Trust 2007-040 FG 4.56992% 20-JUL-2037, 4.47%, 07/20/37 GNR 2007-40 38375KZS4 - - 30,474 $30,243 $30,243 0.00 $30,190
Ginnie Mae REMIC Trust 2004-069 CF 4.54552% 20-JUL-2034, 4.55%, 07/20/34 GNR 2004-69 38374JAT3 - - 26,397 $26,383 $26,383 0.00 $26,336
Fannie Mae REMIC Trust 2013-2 QF 4.97051% 25-FEB-2043, 4.80%, 02/25/43 FNR 2013-2 3136AB4P5 - - 24,242 $24,214 $24,214 0.00 $24,185
Ginnie Mae REMIC Trust 2007-059 FA 4.74992% 20-OCT-2037, 4.65%, 10/20/37 GNR 2007-59 38375LPU8 - - 24,178 $24,149 $24,149 0.00 $24,105
FHLMC 30yr Pool#ZN2165 4.500% 01-Dec-2048, 4.50%, 12/01/48 FR 3131Y8MN2 - - 23,477 $23,454 $23,454 0.00 $23,357
Ginnie Mae REMIC Trust 2010-133 FD 4.57632% 16-OCT-2040, 4.58%, 10/16/40 GNR 2010-133 38377MHV1 - - 22,175 $22,208 $22,208 0.00 $22,157
Ginnie Mae REMIC Trust 2008-016 FC 4.74992% 20-FEB-2038, 4.65%, 02/20/38 GNR 2008-16 383742FU2 - - 19,503 $19,509 $19,509 0.00 $19,474
Ginnie Mae REMIC Trust 2007-037 FW 4.55992% 20-JUN-2037, 4.46%, 06/20/37 GNR 2007-37 38375KNR9 - - 19,391 $19,257 $19,257 0.00 $19,223
Ginnie Mae REMIC Trust 2004-059 FP 4.44632% 16-AUG-2034, 4.45%, 08/16/34 GNR 2004-59 38374HYS3 - - 18,764 $18,716 $18,716 0.00 $18,674
Ginnie Mae REMIC Trust 2005-065 FA 4.39992% 20-AUG-2035, 4.30%, 08/20/35 GNR 2005-65 38374LL25 - - 18,776 $18,570 $18,570 0.00 $18,539
Freddie Mac Multiclass Certificates, Series 2426 FL 5.13656% 15-MAR-2032, 5.00%, 03/15/32 FHR 2426 31339W7G5 - - 16,963 $17,063 $17,063 0.00 $17,018
Fannie Mae REMIC Trust 2002-53 FK 4.87051% 25-APR-2032, 4.70%, 04/25/32 FNR 2002-53 31392EHN3 - - 16,851 $16,813 $16,813 0.00 $16,793
FHLMC 30yr Pool#ZT0252 3.000% 01-Dec-2047, 3.00%, 12/01/47 FR 3132ACH52 - - 17,325 $15,880 $15,880 0.00 $15,832
Ginnie Mae REMIC Trust 2005-048 AF 4.44992% 20-JUN-2035, 4.35%, 06/20/35 GNR 2005-48 38374LHM6 - - 15,901 $15,753 $15,753 0.00 $15,726
Fannie Mae REMIC Trust 2005-83 KT 4.77051% 25-OCT-2035, 4.60%, 10/25/35 FNR 2005-83 31394FUL7 - - 14,524 $14,425 $14,425 0.00 $14,409
Fannie Mae REMIC Trust 2007-89 GF 4.99051% 25-SEP-2037, 4.82%, 09/25/37 FNR 2007-89 31396XPM0 - - 13,510 $13,528 $13,528 0.00 $13,511
Freddie Mac Multiclass Certificates, Series 2551 FD 4.88656% 15-JAN-2033, 4.75%, 01/15/33 FHR 2551 31393JAZ1 - - 12,302 $12,305 $12,305 0.00 $12,274
FHLMC 30yr Pool#ZM2269 3.000% 01-Dec-2046, 3.00%, 12/01/46 FR 3131XVQW8 - - 12,613 $11,553 $11,553 0.00 $11,518
Ginnie Mae REMIC Trust 2012-075 FP 4.54992% 20-JUL-2041, 4.45%, 07/20/41 GNR 2012-75 38378EZ55 - - 11,542 $11,524 $11,524 0.00 $11,504
Ginnie Mae REMIC Trust 2007-061 FA 4.74992% 20-OCT-2037, 4.65%, 10/20/37 GNR 2007-61 38375LLN8 - - 10,071 $10,059 $10,059 0.00 $10,041
Freddie Mac Multiclass Certificates, Series 2410, excluding Group 6 FX 4.83656% 15-FEB-2032, 4.70%, 02/15/32 FHR 2410 31339NJN7 - - 9,765 $9,751 $9,751 0.00 $9,727
Fannie Mae REMIC Trust 2010-123 FL 4.90051% 25-NOV-2040, 4.73%, 11/25/40 FNR 2010-123 31398N2W3 - - 9,438 $9,411 $9,411 0.00 $9,400
FNMA 15yr Pool#AS8207 2.500% 01-Oct-2031, 2.50%, 10/01/31 FN 3138WJDM7 - - 9,598 $9,292 $9,292 0.00 $9,270
GNMA II 30yr Pool#BK6072 5.000% 20-Jan-2049, 5.00%, 01/20/49 G2 3617J6W91 - - 9,055 $9,183 $9,183 0.00 $9,142
Freddie Mac Multiclass Certificates, Series 3028 FM 4.73656% 15-SEP-2035, 4.60%, 09/15/35 FHR 3028 31396AFB5 - - 8,532 $8,514 $8,514 0.00 $8,493
FNMA 15yr Pool#BM1036 2.500% 01-Feb-2032, 2.50%, 02/01/32 FN 3140J5EJ4 - - 8,383 $8,114 $8,114 0.00 $8,095
Fannie Mae REMIC Trust 2003-87 FG 4.97051% 25-SEP-2033, 4.80%, 09/25/33 FNR 2003-87 31393E4W6 - - 8,047 $8,048 $8,048 0.00 $8,039
FNMA 15yr Pool#AS7643 2.500% 01-Aug-2031, 2.50%, 08/01/31 FN 3138WHP55 - - 8,286 $8,024 $8,024 0.00 $8,005
Fannie Mae REMIC Trust 2012-100 FG 4.87051% 25-SEP-2042, 4.70%, 09/25/42 FNR 2012-100 3136A8QW3 - - 7,630 $7,568 $7,568 0.00 $7,559
Freddie Mac Multiclass Certificates, Series 3738 FD 4.78656% 15-AUG-2040, 4.65%, 08/15/40 FHR 3738 3137GAYQ4 - - 7,393 $7,407 $7,407 0.00 $7,389
Fannie Mae REMIC Trust 2002-16 VF 5.02051% 25-APR-2032, 4.85%, 04/25/32 FNR 2002-16 31392CWW0 - - 7,159 $7,170 $7,170 0.00 $7,161
Ginnie Mae REMIC Trust 2007-018 FD 4.54992% 20-APR-2037, 4.45%, 04/20/37 GNR 2007-18 38375JC86 - - 7,036 $6,982 $6,982 0.00 $6,970
Ginnie Mae REMIC Trust 2010-006 FG 4.74632% 16-JAN-2040, 4.75%, 01/16/40 GNR 2010-6 38376TSC7 - - 6,858 $6,891 $6,891 0.00 $6,875
FHLMC 15yr Pool#ZK8405 2.500% 01-Dec-2031, 2.50%, 01/22/31 FR 3131XCKS5 - - 7,092 $6,857 $6,857 0.00 $6,841
Fannie Mae REMIC Trust 2010-95 FB 4.87051% 25-SEP-2040, 4.70%, 09/25/40 FNR 2010-95 31398NEX8 - - 6,155 $6,140 $6,140 0.00 $6,133
FNMA 30yr Pool#MA3694 4.500% 01-Jul-2049, 4.50%, 07/01/49 FN 31418DC83 - - 4,507 $4,470 $4,470 0.00 $4,452
Ginnie Mae REMIC Trust 1999-27 FE 4.54632% 16-AUG-2029, 4.55%, 08/16/29 GNR 1999-27 3837H2WA3 - - 2,213 $2,218 $2,218 0.00 $2,211
FHLMC 30yr Pool#ZN0650 3.000% 01-Mar-2043, 3.00%, 03/01/43 FR 3131Y6WK1 - - 2,200 $2,029 $2,029 0.00 $2,023
Freddie Mac Multiclass Certificates, Series 2469 FE 4.98656% 15-JUL-2032, 4.85%, 07/15/32 FHR 2469 31392RC58 - - 1,735 $1,737 $1,737 0.00 $1,733
Ginnie Mae REMIC Trust 2010-125 VF 4.59992% 20-JUN-2040, 4.50%, 06/20/40 GNR 2010-125 38377JYJ6 - - 364.00 $363 $363 0.00 $362
FREED ABS Trust 2021-3FP D 2.37% 18-NOV-2028, 2.37%, 11/20/28 FREED 2021-3FP 30322MAD1 - - - $180 $180 0.00 $0
US 5YR NOTE (CBT) Dec25 DEC 25 FVZ5 FUTURES_USD - 3,000 $327,656,250 $0 0.00 $0
US ULTRA BOND CBT Dec25 DEC 25 WNZ5 FUTURES_USD - -309.00 $-37,379,344 $0 0.00 $0
US 10yr Ultra Fut Dec25 DEC 25 UXYZ5 FUTURES_USD - -1,271 $-146,701,203 $0 0.00 $0
US 10YR NOTE (CBT)Dec25 DEC 25 TYZ5 FUTURES_USD - -230.00 $-25,914,531 $0 0.00 $0
UMBS TBA 30yr 6.5% November Delivery, 6.50%, 11/13/25 FNCL 01F0626B2 - - -46,251,000 $-47,900,311 $-47,900,311 -0.72 $-47,900,311
UMBS TBA 30yr 3.5% November Delivery, 3.50%, 11/13/25 FNCL 01F0326B5 - - -95,653,000 $-88,067,908 $-88,067,908 -1.32 $-88,067,908
UMBS TBA 30yr 5% November Delivery, 5.00%, 11/13/25 FNCL 01F0506B7 - - -384,287,826 $-382,235,345 $-382,235,345 -5.73 $-382,235,345
UMBS TBA 30yr 5.5% November Delivery, 5.50%, 11/13/25 FNCL 01F0526B3 - - -486,618,400 $-491,615,971 $-491,615,971 -7.37 $-491,615,971
UMBS TBA 30yr 4.5% November Delivery, 4.50%, 11/13/25 FNCL 01F0426B4 - - -508,608,342 $-495,396,223 $-495,396,223 -7.42 $-495,396,223
UMBS TBA 30yr 6% November Delivery, 6.00%, 11/13/25 FNCL 01F0606B6 - - -490,162,167 $-501,293,750 $-501,293,750 -7.51 $-501,293,750
UMBS TBA 30yr 4% November Delivery, 4.00%, 11/13/25 FNCL 01F0406B8 - - -721,596,155 $-684,007,490 $-684,007,490 -10.25 $-684,007,490
SEGREGATED CASH SEGCASH - $0.00 8,532,995 $8,532,995 $8,532,995 0.13 $8,532,995
ALMSUM ALMSUM - $0.00 - $0 $0 0.00 $0
US DOLLARS USD MD_142224 - - -1,875,674,621 $-1,875,674,621 $-1,875,674,621 -28.11 $-1,875,674,621
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?