For Individual Investors in the US

Mortgage-Backed Securities ETF Holdings

Full Portfolio Holdings

(As of October 3, 2023)

Ticker Cusip Underlying Security Strike Price Quantity (Shares/ Par/ Units/ Contracts) Notional Value Market Value Weight %
Fannie Mae or Freddie Mac|2.5|11/13/2023, 2.50%, 11/13/23 FNCL 01F0226B6 - - 669,471,096 - $518,819,346 26.52
Fannie Mae or Freddie Mac|2|11/13/2023, 2.00%, 11/13/23 FNCL 01F0206B0 - - 233,124,255 - $172,826,200 8.84
Fannie Mae or Freddie Mac|3|11/13/2023, 3.00%, 11/13/23 FNCL 01F0306B9 - - 174,390,776 - $141,063,652 7.22
Fannie Mae Pool|6.5|10/01/2053, 6.50%, 10/01/53 FN 3140QTE21 - - 79,961,701 - $80,679,534 4.13
Fannie Mae Pool|4|10/01/2051, 4.00%, 10/01/51 FN 3140XGHK8 - - 82,453,450 - $73,280,564 3.75
Fannie Mae or Freddie Mac|3.5|11/13/2023, 3.50%, 11/13/23 FNCL 01F0326B5 - - 80,335,666 - $67,633,232 3.47
Ginnie Mae II Pool|4.5|10/23/2023, 4.50%, 10/23/23 G2SF 21H0426A2 - - 72,120,488 - $65,393,738 3.34
Ginnie Mae II Pool|4|10/23/2023, 4.00%, 10/23/23 G2SF 21H0406A6 - - 71,568,688 - $63,210,968 3.23
Ginnie Mae II Pool|3|10/23/2023, 3.00%, 10/23/23 G2SF 21H0306A7 - - 63,594,962 - $52,734,405 2.69
Fannie Mae or Freddie Mac|6|11/13/2023, 6.00%, 11/13/23 FNCL 01F0606B6 - - 51,885,554 - $50,526,360 2.58
Fannie Mae or Freddie Mac|3.5|10/18/2023, 3.50%, 10/18/23 FNCI 01F0324A9 - - 52,931,419 - $48,333,320 2.47
Fannie Mae or Freddie Mac|4|10/18/2023, 4.00%, 10/18/23 FNCI 01F0404A2 - - 48,169,370 - $44,907,870 2.29
Freddie Mac Pool|5|08/01/2052, 5.00%, 08/01/52 FR 3132DNQJ5 - - 41,228,917 - $38,876,452 1.99
Fannie Mae Pool|3|12/01/2051, 3.00%, 12/01/51 FN 3140XJLW1 - - 46,152,838 - $37,794,836 1.93
Fannie Mae Pool|2.5|06/01/2062, 2.50%, 06/01/62 FN 3140FXWG3 - - 46,527,206 - $35,586,670 1.82
Fannie Mae Pool|5.5|02/01/2053, 5.50%, 02/01/53 FN 3140N0FM2 - - 32,207,248 - $31,012,326 1.58
Ginnie Mae II Pool|5|10/23/2023, 5.00%, 10/23/23 G2SF 21H0506A5 - - 31,369,194 - $29,245,123 1.49
Freddie Mac Pool|5.5|06/01/2053, 5.50%, 06/01/53 FR 3132DQT48 - - 29,776,715 - $28,666,393 1.46
Ginnie Mae II Pool|3.5|10/23/2023, 3.50%, 10/23/23 G2SF 21H0326A3 - - 32,813,377 - $28,154,993 1.44
Fannie Mae Pool|4|03/01/2051, 4.00%, 03/01/51 FN 3140XBJE1 - - 24,936,583 - $22,162,407 1.13
Fannie Mae Pool|5.5|09/01/2053, 5.50%, 09/01/53 FN 3140QS3W9 - - 22,698,673 - $21,853,895 1.12
Fannie Mae Pool|5.5|10/01/2052, 5.50%, 10/01/52 FN 3140QQN76 - - 22,700,668 - $21,758,078 1.11
Fannie Mae Pool|5.5|10/01/2052, 5.50%, 10/01/52 FN 3140QQL37 - - 21,531,005 - $20,748,309 1.06
Fannie Mae Pool|3.5|05/01/2052, 3.50%, 05/01/52 FN 3140XGZ85 - - 23,671,907 - $20,253,383 1.03
Fannie Mae or Freddie Mac|3|10/18/2023, 3.00%, 10/18/23 FNCI 01F0304A3 - - 22,190,036 - $19,820,162 1.01
Ginnie Mae II Pool|5.5|10/23/2023, 5.50%, 10/23/23 G2SF 21H0526A1 - - 20,289,288 - $19,400,901 0.99
Fannie Mae Pool|4.5|08/01/2052, 4.50%, 08/01/52 FN 3140QPX69 - - 21,351,582 - $19,359,625 0.99
Fannie Mae Pool|3.5|06/01/2052, 3.50%, 06/01/52 FN 3140QPHP5 - - 22,038,087 - $18,841,752 0.96
Freddie Mac Pool|5|12/01/2052, 5.00%, 12/01/52 FR 3132DPN95 - - 19,713,179 - $18,417,280 0.94
Freddie Mac Structured Agency Credit Risk Debt Notes|7.61495|08/25/2033, 7.61%, 08/25/33 STACR 2021-DNA2 35564KDB2 - - 18,159,714 - $18,340,880 0.94
Fannie Mae Pool|5|08/01/2052, 5.00%, 08/01/52 FN 3140XH6R3 - - 18,033,476 - $16,903,541 0.86
Ginnie Mae II Pool|2.5|10/23/2023, 2.50%, 10/23/23 G2SF 21H0226A4 - - 21,077,414 - $16,832,317 0.86
Freddie Mac Strips|2.5|01/25/2051, 2.50%, 01/25/51 FHS 375 3133Q5AA4 - - 103,854,308 - $15,823,156 0.81
Freddie Mac Pool|5.5|11/01/2052, 5.50%, 11/01/52 FR 3132DPCD8 - - 16,120,135 - $15,534,135 0.79
Fannie Mae Pool|5|09/01/2052, 5.00%, 09/01/52 FN 3140QQD69 - - 16,277,294 - $15,175,049 0.78
Fannie Mae Pool|5.5|11/01/2052, 5.50%, 11/01/52 FN 3140N4PF8 - - 14,750,941 - $14,206,069 0.73
Fannie Mae Pool|5|08/01/2053, 5.00%, 08/01/53 FN 3140QSTQ4 - - 14,926,579 - $14,086,576 0.72
Fannie Mae Pool|5|07/01/2053, 5.00%, 07/01/53 FN 3140XLYX0 - - 14,694,512 - $13,867,569 0.71
Freddie Mac STACR REMIC Trust 2021-DNA7|7.11495|11/25/2041, 7.11%, 11/25/41 STACR 2021-DNA7 35564KMH9 - - 14,000,000 - $13,708,282 0.70
Fannie Mae Pool|5.5|09/01/2052, 5.50%, 09/01/52 FN 3140QQEC5 - - 13,977,355 - $13,405,514 0.68
Fannie Mae Pool|4.5|12/01/2050, 4.50%, 12/01/50 FN 3140XL5Y0 - - 14,344,425 - $13,175,784 0.67
Freddie Mac Pool|4.5|09/01/2050, 4.50%, 09/01/50 FR 3132DNHU0 - - 14,166,357 - $13,051,143 0.67
Fannie Mae Pool|6|05/01/2053, 6.00%, 05/01/53 FN 3140NGLQ1 - - 13,201,538 - $12,966,038 0.66
Freddie Mac Pool|5.5|06/01/2053, 5.50%, 06/01/53 FR 3133C7QG5 - - 12,973,777 - $12,490,007 0.64
Freddie Mac STACR REMIC Trust 2021-HQA1|7.56495|08/25/2033, 7.56%, 08/25/33 STACR 2021-HQA1 35564KBS7 - - 12,303,272 - $12,242,234 0.63
Freddie Mac Pool|4.5|02/01/2051, 4.50%, 02/01/51 FR 3133KN3M3 - - 13,374,250 - $12,233,294 0.63
Fannie Mae Pool|5|11/01/2052, 5.00%, 11/01/52 FN 3140N4N45 - - 11,785,072 - $10,998,217 0.56
Fannie Mae Pool|3.5|06/01/2052, 3.50%, 06/01/52 FN 3140XHL21 - - 12,802,912 - $10,966,776 0.56
Fannie Mae Pool|5|01/01/2053, 5.00%, 01/01/53 FN 3140XKDZ0 - - 11,716,588 - $10,934,305 0.56
Freddie Mac STACR REMIC Trust 2021-DNA1|7.11495|01/25/2051, 7.11%, 01/25/51 STACR 2021-DNA1 35564KAH2 - - 10,848,343 - $10,832,343 0.55
Fannie Mae REMICS|6|09/25/2052, 6.00%, 09/25/52 FNR 2022-65 3136BPCQ2 - - 11,144,690 - $10,816,646 0.55
Freddie Mac Pool|5|05/01/2053, 5.00%, 05/01/53 FR 3132DQGJ9 - - 10,958,090 - $10,232,042 0.52
Government National Mortgage Association|6.5|08/20/2053, 6.50%, 08/20/53 GNR 2023-116 38384EFT7 - - 9,972,998 - $9,977,618 0.51
JPMorgan Chase Bank NA - CHASE|7.6842|10/25/2057, 7.68%, 10/25/57 CHASE 2020-CL1 46591HAG5 - - 9,434,352 - $9,536,940 0.49
Woodward Capital Management|6.515|06/25/2043, 6.51%, 06/25/43 RCKT 74935WAA2 - - 9,297,370 - $9,234,282 0.47
Westlake Automobile Receivables Trust Series 2023-P1|5.89|02/16/2027, 5.89%, 02/16/27 WLAKE 2023-P1 96042UAB7 - - 9,000,000 - $8,986,458 0.46
Fannie Mae Pool|3.5|07/01/2048, 3.50%, 07/01/48 FN 3140X7JB6 - - 9,677,178 - $8,318,509 0.43
Fannie Mae Pool|6.5|05/01/2053, 6.50%, 05/01/53 FN 3140NGLT5 - - 8,279,846 - $8,299,879 0.42
Freddie Mac STACR REMIC Trust 2022-HQA1|7.41495|03/25/2042, 7.41%, 03/25/42 STACR 2022-HQA1 35564KTA7 - - 7,994,034 - $8,075,997 0.41
Pagaya AI Debt Selection Trust 2021-1|2.13|11/15/2027, 2.13%, 11/15/27 PAID 2021-1 69547JAB9 - - 8,138,775 - $8,056,057 0.41
Freddie Mac STACR REMIC Trust 2021-HQA3|7.41495|09/25/2041, 7.41%, 09/25/41 STACR 2021-HQA3 35564KJP5 - - 8,235,000 - $8,008,153 0.41
Fannie Mae Pool|5.5|03/01/2053, 5.50%, 03/01/53 FN 3140N9J72 - - 8,227,313 - $7,875,254 0.40
Freddie Mac Pool|4.5|10/01/2050, 4.50%, 10/01/50 FR 3132DQZ82 - - 8,331,499 - $7,652,731 0.39
Mission Lane Credit Card Master Trust|7.23|07/17/2028, 7.23%, 07/17/28 MLANE 2023-A 60510MAN8 - - 7,565,000 - $7,508,586 0.38
Connecticut Avenue Securities Trust 2022-R02|6.51495|01/25/2042, 6.51%, 01/25/42 CAS 2022-R02 20754BAA9 - - 7,478,248 - $7,441,350 0.38
Freddie Mac Pool|5|08/01/2052, 5.00%, 08/01/52 FR 3133BJNQ1 - - 7,755,488 - $7,269,548 0.37
Fannie Mae Pool|5|06/01/2053, 5.00%, 06/01/53 FN 3140NHWG9 - - 7,699,841 - $7,177,799 0.37
American Credit Acceptance Receivables Trust 2023-3|6|03/12/2027, 6.00%, 03/12/27 ACAR 2023-3 02530EAA2 - - 7,085,952 - $7,106,211 0.36
Freddie Mac Pool|5|06/01/2053, 5.00%, 06/01/53 FR 3133C4WZ3 - - 7,601,520 - $7,086,770 0.36
Fannie Mae Pool|4|09/01/2050, 4.00%, 09/01/50 FN 3140X7ST7 - - 7,963,158 - $7,077,263 0.36
Fannie Mae Pool|5|05/01/2053, 5.00%, 05/01/53 FN 3140NHUS5 - - 7,556,309 - $7,043,999 0.36
Freddie Mac Pool|5.5|06/01/2053, 5.50%, 06/01/53 FR 3133C4KZ6 - - 7,320,861 - $7,026,517 0.36
Freddie Mac Pool|5|06/01/2053, 5.00%, 06/01/53 FR 3133C4J47 - - 7,520,039 - $7,010,187 0.36
Fannie Mae Pool|4.5|11/01/2052, 4.50%, 11/01/52 FN 3140QQVP7 - - 7,542,446 - $6,884,755 0.35
Freddie Mac Pool|5|10/01/2052, 5.00%, 10/01/52 FR 3133BPV54 - - 7,338,972 - $6,864,623 0.35
Fannie Mae Pool|4.5|01/01/2050, 4.50%, 01/01/50 FN 3140XBJZ4 - - 7,446,404 - $6,860,203 0.35
BX Trust 2019-MMP|6.376|08/15/2036, 6.38%, 08/15/36 BX 2019-MMP 05606KAA0 - - 6,943,255 - $6,825,959 0.35
US Auto Funding 2021-1|2.2|05/15/2026, 2.20%, 05/15/26 USAUT 2021-1A 90355EAC5 - - 7,000,000 - $6,805,932 0.35
Santander Drive Auto Receivables Trust 2021-4|1.26|02/16/2027, 1.26%, 02/16/27 SDART 2021-4 80285VAE9 - - 7,000,000 - $6,804,541 0.35
DBCCRE 2014-ARCP Mortgage Trust|5.098983|01/10/2034, 5.10%, 01/10/34 DBCCR 2014-ARCP 23305MAL9 - - 6,943,000 - $6,738,000 0.34
Fannie Mae Pool|4|10/01/2050, 4.00%, 10/01/50 FN 3140XGXG9 - - 7,558,066 - $6,733,984 0.34
Fannie Mae Connecticut Avenue Securities|6.21495|11/25/2041, 6.21%, 11/25/41 CAS 2021-R02 20754KAA9 - - 6,625,240 - $6,589,279 0.34
Freddie Mac Pool|4.5|09/01/2051, 4.50%, 09/01/51 FR 3132DP3P1 - - 7,188,443 - $6,575,197 0.34
Freddie Mac Pool|5.5|06/01/2053, 5.50%, 06/01/53 FR 3133C4W67 - - 6,852,438 - $6,559,211 0.34
Fannie Mae Pool|5.5|08/01/2052, 5.50%, 08/01/52 FN 3140MYAQ5 - - 6,598,890 - $6,356,437 0.32
Santander Bank Auto Credit-Linked Notes Series 2022-B|5.721|08/16/2032, 5.72%, 08/16/32 SBCLN 2022-B 80290CAX2 - - 6,340,270 - $6,297,212 0.32
Connecticut Avenue Securities Trust 2022-R02|8.31495|01/25/2042, 8.31%, 01/25/42 CAS 2022-R02 20754BAB7 - - 6,250,000 - $6,268,514 0.32
Woodward Capital Management|7.108|09/25/2043, 7.11%, 09/25/43 RCKT 748956AB5 - - 6,252,000 - $6,258,741 0.32
Fannie Mae Pool|4|03/01/2050, 4.00%, 03/01/50 FN 3140XFC25 - - 6,940,913 - $6,191,786 0.32
Freddie Mac Pool|5|06/01/2053, 5.00%, 06/01/53 FR 3133C4K60 - - 6,601,538 - $6,164,141 0.31
Fannie Mae Pool|4|11/01/2047, 4.00%, 11/01/47 FN 3140Q7YC5 - - 6,909,698 - $6,156,387 0.31
Westlake Automobile Receivables Trust Series 2023-P1|5.644|08/15/2024, 5.64%, 08/15/24 WLAKE 2023-P1 96042UAA9 - - 6,070,448 - $6,083,296 0.31
Santander Drive Auto Receivables Trust 2021-1|1.13|11/16/2026, 1.13%, 11/16/26 SDART 2021-1 80286NAG1 - - 6,245,000 - $6,034,685 0.31
Freddie Mac Pool|5|06/01/2053, 5.00%, 06/01/53 FR 3133C4AQ7 - - 6,473,435 - $6,034,543 0.31
Fannie Mae Pool|5.5|11/01/2052, 5.50%, 11/01/52 FN 3140N4PD3 - - 6,245,091 - $5,986,650 0.31
Exeter Automobile Receivables Trust|5.58|04/15/2026, 5.58%, 04/15/26 EART 2023-1A 30168BAC4 - - 5,910,000 - $5,907,094 0.30
Freddie Mac Pool|5|03/01/2053, 5.00%, 03/01/53 FR 3133BWYQ0 - - 6,324,474 - $5,895,681 0.30
Freddie Mac Pool|5|05/01/2053, 5.00%, 05/01/53 FR 3133C2Y93 - - 6,217,277 - $5,795,751 0.30
Fannie Mae Pool|5|06/01/2053, 5.00%, 06/01/53 FN 3140NGL81 - - 6,093,169 - $5,680,560 0.29
Fannie Mae Pool|5|11/01/2052, 5.00%, 11/01/52 FN 3140N7ZL7 - - 6,061,181 - $5,669,421 0.29
Freddie Mac Pool|5|03/01/2053, 5.00%, 03/01/53 FR 3133BWVD2 - - 5,963,699 - $5,559,366 0.28
Freddie Mac STACR REMIC Trust 2021-DNA7|6.16495|11/25/2041, 6.16%, 11/25/41 STACR 2021-DNA7 35564KMA4 - - 5,562,419 - $5,499,347 0.28
Fannie Mae Connecticut Avenue Securities|7.31495|11/25/2041, 7.31%, 11/25/41 CAS 2021-R02 20754KAB7 - - 5,562,016 - $5,449,172 0.28
Freddie Mac Pool|5|07/01/2053, 5.00%, 07/01/53 FR 3132DQ2Q8 - - 5,648,648 - $5,330,766 0.27
Fannie Mae Pool|6|05/01/2053, 6.00%, 05/01/53 FN 3140NGLS7 - - 5,416,445 - $5,310,383 0.27
Freddie Mac Pool|4|07/01/2049, 4.00%, 07/01/49 FR 3133KGGH5 - - 5,881,191 - $5,226,913 0.27
M&T Equipment 2023-LEAF1 Notes|5.742|08/15/2024, 5.74%, 08/15/24 MTLRF 2023-1A 551925AH3 - - 5,158,114 - $5,169,017 0.26
Freddie Mac Pool|5|05/01/2053, 5.00%, 05/01/53 FR 3133C2KP2 - - 5,544,334 - $5,168,434 0.26
Fannie Mae Pool|5.5|11/01/2052, 5.50%, 11/01/52 FN 3140XJTC7 - - 5,300,277 - $5,107,601 0.26
Freddie Mac Pool|5|03/01/2053, 5.00%, 03/01/53 FR 3133BWME0 - - 5,466,699 - $5,096,062 0.26
Saluda Grade Alternative Mortgage Trust 2023-FIG3|7.712|08/25/2053, 7.71%, 08/25/53 GRADE 79582AAB3 - - 5,000,000 - $5,035,326 0.26
Fannie Mae Pool|5.5|03/01/2053, 5.50%, 03/01/53 FN 3140N9J49 - - 5,185,769 - $4,962,193 0.25
Fannie Mae Pool|5.5|03/01/2053, 5.50%, 03/01/53 FN 3140NAUL5 - - 5,150,384 - $4,958,335 0.25
Fannie Mae Pool|3.5|02/01/2052, 3.50%, 02/01/52 FN 3140QNGR7 - - 5,596,179 - $4,800,586 0.25
Freddie Mac Pool|5.5|03/01/2053, 5.50%, 03/01/53 FR 3133BX5Y3 - - 4,953,791 - $4,761,845 0.24
Freddie Mac Pool|4.5|08/01/2052, 4.50%, 08/01/52 FR 3133BGQW1 - - 5,251,370 - $4,761,453 0.24
Fannie Mae Pool|5.5|03/01/2053, 5.50%, 03/01/53 FN 3140NELG8 - - 4,838,279 - $4,650,809 0.24
Connecticut Avenue Securities Trust 2022-R03|7.41495|03/25/2042, 7.41%, 03/25/42 CAS 2022-R03 20753XAA2 - - 4,571,992 - $4,619,228 0.24
Santander Bank Auto Credit-Linked Notes Series 2022-A|5.281|05/15/2032, 5.28%, 05/15/32 SBCLN 2022-A 80290CAS3 - - 4,650,873 - $4,617,459 0.24
Fannie Mae Pool|5.5|03/01/2053, 5.50%, 03/01/53 FN 3140NEPG4 - - 4,775,858 - $4,577,488 0.23
LAD Auto Receivables Trust 2023-2|5.93|06/15/2027, 5.93%, 06/15/27 LADAR 2023-2A 505713AB3 - - 4,568,459 - $4,566,568 0.23
Freddie Mac Pool|5|10/01/2052, 5.00%, 10/01/52 FR 3133BPUK2 - - 4,828,037 - $4,512,064 0.23
Santander Drive Auto Receivables Trust 2023-3|6.08|08/17/2026, 6.08%, 08/17/26 SDART 2023-3 80285XAB1 - - 4,500,000 - $4,511,115 0.23
Connecticut Avenue Securities Trust 2021-R01|6.86495|10/25/2041, 6.86%, 10/25/41 CAS 2021-R01 20754RAB2 - - 4,507,308 - $4,483,581 0.23
Imperial Fund Mortgage Trust 2023-NQM1|5.941|02/25/2068, 5.94%, 02/25/68 IMPRL 2023-NQM1 45290BAA7 - - 4,545,501 - $4,471,078 0.23
Freddie Mac Pool|5.5|01/01/2053, 5.50%, 01/01/53 FR 3133BVCR4 - - 4,638,401 - $4,468,048 0.23
Fannie Mae Pool|3.5|04/01/2052, 3.50%, 04/01/52 FN 3140XHCF2 - - 5,181,048 - $4,434,456 0.23
Fannie Mae REMICS|3.5|01/25/2061, 3.50%, 01/25/61 FNR 2020-98 3136BDLE6 - - 22,822,189 - $4,331,748 0.22
Pagaya AI Debt Trust 2022-1|2.03|10/15/2029, 2.03%, 10/15/29 PAID 2022-1 69546MAA5 - - 4,416,367 - $4,330,062 0.22
Fannie Mae Pool|6|05/01/2053, 6.00%, 05/01/53 FN 3140NGLR9 - - 4,379,290 - $4,291,003 0.22
Freddie Mac Pool|5.5|09/01/2053, 5.50%, 09/01/53 FR 3133CC4K9 - - 4,389,101 - $4,225,439 0.22
Fannie Mae Pool|4.5|10/01/2050, 4.50%, 10/01/50 FN 3140XJAP8 - - 4,586,248 - $4,225,206 0.22
Fannie Mae Pool|4|11/01/2049, 4.00%, 11/01/49 FN 3140XHLR6 - - 4,746,181 - $4,222,556 0.22
Freddie Mac STACR REMIC Trust 2021-DNA3|7.41495|10/25/2033, 7.41%, 10/25/33 STACR 2021-DNA3 35564KEL9 - - 4,200,000 - $4,212,993 0.22
Fannie Mae Pool|5|06/01/2053, 5.00%, 06/01/53 FN 3140NGL57 - - 4,514,493 - $4,208,415 0.22
Fannie Mae Pool|6|06/01/2053, 6.00%, 06/01/53 FN 3140NGL99 - - 4,281,674 - $4,197,832 0.21
Fannie Mae Pool|5|03/01/2053, 5.00%, 03/01/53 FN 3140N9J64 - - 4,503,139 - $4,197,704 0.21
Freddie Mac Pool|5|05/01/2053, 5.00%, 05/01/53 FR 3133C2UD8 - - 4,467,365 - $4,171,372 0.21
Connecticut Avenue Securities Trust 2023-R06|8.01495|07/25/2043, 8.01%, 07/25/43 CAS 2023-R06 20754EAB1 - - 4,104,000 - $4,131,529 0.21
Freddie Mac STACR REMIC Trust 2021-DNA6|6.11495|10/25/2041, 6.11%, 10/25/41 STACR 2021-DNA6 35564KKR9 - - 4,122,963 - $4,119,142 0.21
Freddie Mac Pool|4.5|12/01/2048, 4.50%, 12/01/48 FR 3132DNSD6 - - 4,447,195 - $4,097,100 0.21
Fannie Mae Pool|5|06/01/2053, 5.00%, 06/01/53 FN 3140XLXY9 - - 4,335,444 - $4,091,464 0.21
Fannie Mae Pool|4|09/01/2049, 4.00%, 09/01/49 FN 3140X4WA0 - - 4,587,024 - $4,076,721 0.21
Fannie Mae Pool|5.5|05/01/2053, 5.50%, 05/01/53 FN 3140NGLP3 - - 4,245,159 - $4,063,502 0.21
Fannie Mae Pool|5.5|03/01/2053, 5.50%, 03/01/53 FN 3140NDU21 - - 4,226,251 - $4,062,495 0.21
Freddie Mac Pool|5|05/01/2053, 5.00%, 05/01/53 FR 3133C2Y85 - - 4,323,694 - $4,030,907 0.21
Freddie Mac Pool|5.5|07/01/2052, 5.50%, 07/01/52 FR 3133BGDH8 - - 4,178,802 - $4,025,540 0.21
Freddie Mac Pool|6.5|05/01/2053, 6.50%, 05/01/53 FR 3133C2ZC5 - - 3,999,825 - $4,009,503 0.20
M&T Equipment 2023-LEAF1 Notes|6.09|07/15/2030, 6.09%, 07/15/30 MTLRF 2023-1A 551925AA8 - - 4,000,000 - $3,993,408 0.20
Fannie Mae Pool|5.5|06/01/2053, 5.50%, 06/01/53 FN 3140NGME7 - - 4,139,013 - $3,961,898 0.20
Marlette Funding Trust 2023-1|6.07|04/15/2033, 6.07%, 04/15/33 MFT 2023-1A 57110PAA9 - - 3,891,631 - $3,897,550 0.20
Freddie Mac Pool|5.5|05/01/2053, 5.50%, 05/01/53 FR 3132DQGE0 - - 4,004,990 - $3,856,266 0.20
Freddie Mac Pool|5.5|09/01/2053, 5.50%, 09/01/53 FR 3133CDHV9 - - 3,984,241 - $3,835,675 0.20
Freddie Mac Pool|5|06/01/2053, 5.00%, 06/01/53 FR 3133C4W26 - - 4,054,248 - $3,779,374 0.19
Marlette Funding Trust 2020-1|3.54|03/15/2030, 3.54%, 03/15/30 MFT 2020-1A 57109JAD0 - - 3,812,403 - $3,763,667 0.19
Fannie Mae Pool|3|09/01/2050, 3.00%, 09/01/50 FN 31418DSK9 - - 4,555,327 - $3,728,786 0.19
Fannie Mae Pool|5.5|02/01/2053, 5.50%, 02/01/53 FN 3140N9KD7 - - 3,893,931 - $3,726,050 0.19
Fannie Mae Pool|4|05/01/2050, 4.00%, 05/01/50 FN 31418DPL0 - - 4,194,512 - $3,707,012 0.19
Freddie Mac Pool|5.5|08/01/2052, 5.50%, 08/01/52 FR 3133BJP30 - - 3,805,555 - $3,665,983 0.19
Freddie Mac Pool|5|05/01/2053, 5.00%, 05/01/53 FR 3133C1WB2 - - 3,920,937 - $3,655,101 0.19
Towd Point Mortgage Trust 2023-CES1|6.75|07/25/2063, 6.75%, 07/25/63 TPMT 2023-CES1 89181XAM3 - - 3,570,118 - $3,573,181 0.18
Fannie Mae Pool|6|06/01/2053, 6.00%, 06/01/53 FN 3140NGMF4 - - 3,639,452 - $3,568,186 0.18
Freddie Mac Pool|5.5|01/01/2053, 5.50%, 01/01/53 FR 3133BVVB8 - - 3,693,834 - $3,556,789 0.18
Fannie Mae Pool|4|06/01/2050, 4.00%, 06/01/50 FN 31418DQJ4 - - 4,007,136 - $3,541,414 0.18
Fannie Mae Pool|5|03/01/2053, 5.00%, 03/01/53 FN 3140N9KC9 - - 3,769,451 - $3,513,886 0.18
Exeter Automobile Receivables Trust 2023-3|6.11|09/15/2025, 6.11%, 09/15/25 EART 2023-3A 301989AB5 - - 3,500,000 - $3,511,663 0.18
Arm Master Trust LLC|6.562|02/17/2025, 6.56%, 02/17/25 CROP 2023-T1 04206RAH7 - - 3,500,000 - $3,506,997 0.18
Freddie Mac Pool|4|06/01/2050, 4.00%, 06/01/50 FR 3132DNGU1 - - 3,915,020 - $3,496,798 0.18
Foundation Finance Trust 2023-2|6.53|06/15/2049, 6.53%, 06/15/49 FFIN 2023-2A 35042RAA4 - - 3,500,000 - $3,496,417 0.18
Freddie Mac Pool|5.5|05/01/2053, 5.50%, 05/01/53 FR 3133C2ZA9 - - 3,604,357 - $3,448,961 0.18
Fannie Mae Pool|3|04/01/2052, 3.00%, 04/01/52 FN 3140MJ6R1 - - 4,193,947 - $3,441,430 0.18
Fannie Mae Pool|5.5|04/01/2053, 5.50%, 04/01/53 FN 3140N9LF1 - - 3,578,271 - $3,425,151 0.18
Fannie Mae Pool|6.5|05/01/2053, 6.50%, 05/01/53 FN 3140NGLV0 - - 3,410,418 - $3,414,477 0.17
Fannie Mae Pool|3.5|04/01/2052, 3.50%, 04/01/52 FN 3140MJ7F6 - - 3,924,641 - $3,333,066 0.17
Chase Mortgage Finance Corp|6.51495|02/25/2050, 6.51%, 02/25/50 CHASE 2021-CL1 46591HBX7 - - 3,531,318 - $3,331,374 0.17
Fannie Mae Pool|4|03/01/2050, 4.00%, 03/01/50 FN 3140X8S24 - - 3,743,476 - $3,330,476 0.17
Fannie Mae Pool|3.5|05/01/2052, 3.50%, 05/01/52 FN 3140MNP67 - - 3,852,075 - $3,272,706 0.17
Reach ABS Trust 2023-1|7.05|02/18/2031, 7.05%, 02/18/31 REACH 2023-1A 75525AAA3 - - 3,240,330 - $3,258,971 0.17
SoFi Consumer Loan Program 2022-1S Trust|6.21|04/15/2031, 6.21%, 04/15/31 SCLP 2022-1S 83406QAA6 - - 3,243,201 - $3,253,250 0.17
NRZ Excess Spread-Collateralized Notes|3.104|07/25/2026, 3.10%, 07/25/26 NZES 2021-FHT1 62955MAB2 - - 3,645,142 - $3,248,117 0.17
Freddie Mac Pool|5.5|09/01/2052, 5.50%, 09/01/52 FR 3133BMRH0 - - 3,325,267 - $3,203,091 0.16
Freddie Mac Pool|5.5|05/01/2053, 5.50%, 05/01/53 FR 3133C2ZG6 - - 3,304,492 - $3,171,631 0.16
ACHV ABS TRUST 2023-3PL|6.6|08/19/2030, 6.60%, 08/19/30 ACHV 2023-3PL 000876AA0 - - 3,143,055 - $3,150,013 0.16
Freddie Mac STACR REMIC Trust 2020-DNA6|7.31495|12/25/2050, 7.31%, 12/25/50 STACR 2020-DNA6 35566CAH8 - - 3,072,747 - $3,099,334 0.16
Fannie Mae Pool|3.5|04/01/2052, 3.50%, 04/01/52 FN 3140MJ7G4 - - 3,590,872 - $3,051,348 0.16
Freddie Mac Pool|5.5|04/01/2053, 5.50%, 04/01/53 FR 3133C1V98 - - 3,165,556 - $3,030,097 0.15
Freddie Mac Gold Pool|4|08/01/2048, 4.00%, 08/01/48 FG 3132Y1W79 - - 3,393,879 - $3,023,770 0.15
Freddie Mac Pool|5.5|04/01/2053, 5.50%, 04/01/53 FR 3133C0M41 - - 3,157,654 - $3,022,533 0.15
Lendbuzz Securitization Trust 2023-2|7.09|10/16/2028, 7.09%, 10/16/28 LBZZ 2023-2A 52608MAB4 - - 3,000,000 - $3,005,894 0.15
Government National Mortgage Association|0|05/16/2041, 0.00%, 05/16/41 GNR 2017-163 38380KNA9 - - 4,183,802 - $2,994,965 0.15
Exeter Automobile Receivables Trust|5.61|06/16/2025, 5.61%, 06/16/25 EART 2023-1A 30168BAB6 - - 2,930,610 - $2,937,785 0.15
Freddie Mac Pool|5.5|06/01/2053, 5.50%, 06/01/53 FR 3133C4W42 - - 3,031,205 - $2,901,363 0.15
Freddie Mac Pool|5|04/01/2053, 5.00%, 04/01/53 FR 3133BX6V8 - - 3,053,109 - $2,846,111 0.15
Freddie Mac Pool|5.5|04/01/2053, 5.50%, 04/01/53 FR 3133C1WC0 - - 2,967,318 - $2,840,342 0.15
Connecticut Avenue Securities Trust 2021-R03|6.96495|12/25/2041, 6.96%, 12/25/41 CAS 2021-R03 20754AAB9 - - 2,885,000 - $2,825,876 0.14
Extended Stay America Trust 2021-ESH|7.69648|07/15/2038, 7.70%, 07/15/38 ESA 2021-ESH 30227FAJ9 - - 2,851,463 - $2,817,241 0.14
Fannie Mae Pool|3.5|07/01/2052, 3.50%, 07/01/52 FN 3140QPQ67 - - 3,254,200 - $2,782,221 0.14
Freddie Mac Pool|5|05/01/2053, 5.00%, 05/01/53 FR 3133C2KM9 - - 2,974,446 - $2,772,697 0.14
Freddie Mac Pool|5|03/01/2053, 5.00%, 03/01/53 FR 3133C0HM7 - - 2,950,108 - $2,750,093 0.14
Fannie Mae Pool|6|06/01/2053, 6.00%, 06/01/53 FN 3140NGND8 - - 2,740,241 - $2,686,583 0.14
A&D Mortgage Trust 2023-NQM2|6.132|05/25/2068, 6.13%, 05/25/68 ADMT 2023-NQM2 00002DAA7 - - 2,708,079 - $2,673,529 0.14
Connecticut Avenue Securities Trust 2023-R03|7.81495|04/25/2043, 7.81%, 04/25/43 CAS 2023-R03 20753ACJ1 - - 2,629,362 - $2,666,043 0.14
Fannie Mae Pool|5.5|04/01/2053, 5.50%, 04/01/53 FN 3140N9LT1 - - 2,782,585 - $2,663,514 0.14
Freddie Mac Pool|5.5|06/01/2053, 5.50%, 06/01/53 FR 3133C4ZB3 - - 2,774,772 - $2,656,035 0.14
Freddie Mac Pool|5|05/01/2053, 5.00%, 05/01/53 FR 3133C2DM7 - - 2,840,821 - $2,648,136 0.14
Fannie Mae Pool|5|05/01/2053, 5.00%, 05/01/53 FN 3140NGLL2 - - 2,827,944 - $2,636,132 0.13
Freddie Mac Pool|6.5|05/01/2053, 6.50%, 05/01/53 FR 3133C2ZD3 - - 2,619,555 - $2,625,892 0.13
Marlette Funding Trust 2022-3|5.18|11/15/2032, 5.18%, 11/15/32 MFT 2022-3A 57109NAA7 - - 2,579,372 - $2,576,244 0.13
JPMorgan Chase Bank NA - CHASE|7.9342|10/25/2057, 7.93%, 10/25/57 CHASE 2020-CL1 46591HAH3 - - 2,573,690 - $2,575,015 0.13
Freddie Mac Pool|5.5|03/01/2053, 5.50%, 03/01/53 FR 3133BXJV4 - - 2,645,591 - $2,546,941 0.13
Fannie Mae Pool|6.5|05/01/2053, 6.50%, 05/01/53 FN 3140NGLU2 - - 2,533,400 - $2,539,529 0.13
Freddie Mac Pool|5.5|03/01/2053, 5.50%, 03/01/53 FR 3133BWYR8 - - 2,647,147 - $2,533,872 0.13
Freddie Mac Strips|2|01/25/2051, 2.00%, 01/25/51 FHS 377 3133Q5E85 - - 19,198,562 - $2,530,985 0.13
Freddie Mac Pool|5|06/01/2053, 5.00%, 06/01/53 FR 3133C65H8 - - 2,652,763 - $2,472,908 0.13
Fannie Mae Pool|5.5|03/01/2053, 5.50%, 03/01/53 FN 3140NC6J3 - - 2,522,784 - $2,425,033 0.12
Fannie Mae Pool|6|04/01/2053, 6.00%, 04/01/53 FN 3140N9LU8 - - 2,458,095 - $2,409,962 0.12
Fannie Mae Pool|4|04/01/2052, 4.00%, 04/01/52 FN 3140XGZE2 - - 2,729,908 - $2,405,725 0.12
Fannie Mae Pool|4|10/01/2051, 4.00%, 10/01/51 FN 3140XJKP7 - - 2,694,865 - $2,395,063 0.12
Freddie Mac Pool|3.5|04/01/2052, 3.50%, 04/01/52 FR 3133B9MB7 - - 2,814,568 - $2,391,683 0.12
Fannie Mae Pool|5|04/01/2053, 5.00%, 04/01/53 FN 3140NDYQ4 - - 2,549,277 - $2,376,439 0.12
Freddie Mac Pool|6|06/01/2053, 6.00%, 06/01/53 FR 3133C4W75 - - 2,418,401 - $2,371,045 0.12
Fannie Mae Pool|5.5|05/01/2053, 5.50%, 05/01/53 FN 3140N9MD5 - - 2,463,340 - $2,357,930 0.12
Freddie Mac Pool|5|05/01/2053, 5.00%, 05/01/53 FR 3133C37K6 - - 2,523,205 - $2,356,025 0.12
Fannie Mae Pool|5|05/01/2053, 5.00%, 05/01/53 FN 3140NGLE8 - - 2,489,902 - $2,321,089 0.12
Freddie Mac Pool|5|06/01/2053, 5.00%, 06/01/53 FR 3133C5PS4 - - 2,477,470 - $2,317,341 0.12
Fannie Mae Pool|4.5|10/01/2050, 4.50%, 10/01/50 FN 3140QFWK1 - - 2,518,654 - $2,313,459 0.12
Fannie Mae Pool|5.5|09/01/2053, 5.50%, 09/01/53 FN 3140NNSB2 - - 2,400,745 - $2,311,225 0.12
Freddie Mac Pool|5|05/01/2053, 5.00%, 05/01/53 FR 3133C14A5 - - 2,462,869 - $2,295,889 0.12
Freddie Mac Pool|3.5|04/01/2052, 3.50%, 04/01/52 FR 3133BAFM8 - - 2,696,574 - $2,291,417 0.12
Freddie Mac Pool|5|05/01/2053, 5.00%, 05/01/53 FR 3133C2G44 - - 2,454,330 - $2,288,130 0.12
Fannie Mae Pool|5|10/01/2052, 5.00%, 10/01/52 FN 3140N0FK6 - - 2,426,759 - $2,269,907 0.12
Freddie Mac Pool|5|05/01/2053, 5.00%, 05/01/53 FR 3133C2KK3 - - 2,429,155 - $2,264,392 0.12
Freddie Mac Pool|6.5|06/01/2053, 6.50%, 06/01/53 FR 3133C4J62 - - 2,253,700 - $2,259,152 0.12
LL ABS Trust 2022-2|6.63|05/15/2030, 6.63%, 05/15/30 REACH 2022-2A 75526GAA9 - - 2,236,642 - $2,242,484 0.11
Freddie Mac Pool|5|06/01/2053, 5.00%, 06/01/53 FR 3133C4J54 - - 2,374,713 - $2,217,162 0.11
Freddie Mac Pool|5.5|05/01/2053, 5.50%, 05/01/53 FR 3133C2KS6 - - 2,304,914 - $2,206,283 0.11
Prosper Marketplace Issuance Trust Series 2023-1|7.06|07/16/2029, 7.06%, 07/16/29 PMIT 2023-1A 74390NAA0 - - 2,200,000 - $2,204,127 0.11
Freddie Mac Pool|4|12/01/2048, 4.00%, 12/01/48 FR 3133USG21 - - 2,453,616 - $2,182,920 0.11
Fannie Mae Pool|3|05/01/2050, 3.00%, 05/01/50 FN 3140K8U25 - - 2,637,097 - $2,172,566 0.11
Freddie Mac Pool|5.5|04/01/2053, 5.50%, 04/01/53 FR 3133C04C3 - - 2,251,128 - $2,154,799 0.11
Freddie Mac Pool|3|03/01/2043, 3.00%, 03/01/43 FR 3132A5AL9 - - 2,568,586 - $2,153,398 0.11
Freddie Mac STACR REMIC Trust 2021-DNA5|6.96495|01/25/2034, 6.96%, 01/25/34 STACR 2021-DNA5 35564KHE2 - - 2,149,544 - $2,137,225 0.11
Fannie Mae Pool|4.5|07/01/2052, 4.50%, 07/01/52 FN 3140MSCJ2 - - 2,332,130 - $2,114,558 0.11
CIM Trust 2021-NR1|2.569|07/25/2055, 2.57%, 07/25/55 CIM 2021-NR1 12565YAA5 - - 2,172,268 - $2,111,238 0.11
Fannie Mae Pool|5|04/01/2053, 5.00%, 04/01/53 FN 3140N9K88 - - 2,255,538 - $2,102,615 0.11
Freddie Mac Pool|4|03/01/2050, 4.00%, 03/01/50 FR 3132DNWL3 - - 2,357,565 - $2,097,466 0.11
Chase Mortgage Finance Corp|6.86495|02/25/2050, 6.86%, 02/25/50 CHASE 2021-CL1 46591HBZ2 - - 2,303,008 - $2,075,210 0.11
Fannie Mae Pool|5.5|06/01/2053, 5.50%, 06/01/53 FN 3140NGMJ6 - - 2,168,476 - $2,074,986 0.11
Fannie Mae Pool|5.5|05/01/2053, 5.50%, 05/01/53 FN 3140NGLN8 - - 2,166,789 - $2,073,371 0.11
Fannie Mae Pool|4|08/01/2050, 4.00%, 08/01/50 FN 3140X8UA3 - - 2,295,249 - $2,034,098 0.10
Fannie Mae Pool|6.5|05/01/2053, 6.50%, 05/01/53 FN 3140NGLH1 - - 2,020,054 - $2,020,260 0.10
Fannie Mae Pool|6|04/01/2053, 6.00%, 04/01/53 FN 3140N9MA1 - - 2,030,895 - $1,991,127 0.10
Freddie Mac Pool|5|04/01/2053, 5.00%, 04/01/53 FR 3133C1V80 - - 2,130,511 - $1,986,064 0.10
Freddie Mac Pool|6|05/01/2053, 6.00%, 05/01/53 FR 3133C2G51 - - 2,018,768 - $1,979,238 0.10
Fannie Mae Pool|4|11/01/2048, 4.00%, 11/01/48 FN 31418C4F8 - - 2,213,879 - $1,969,632 0.10
PRPM 2021-RPL2 LLC|2.485|10/25/2051, 2.48%, 10/25/51 PRPM 2021-RPL2 69357QAC0 - - 2,600,000 - $1,962,645 0.10
Freddie Mac Pool|3.5|04/01/2052, 3.50%, 04/01/52 FR 3132DNBL6 - - 2,279,480 - $1,956,125 0.10
Fannie Mae Pool|5|03/01/2053, 5.00%, 03/01/53 FN 3140N9KM7 - - 2,092,961 - $1,951,061 0.10
Freddie Mac Pool|5.5|06/01/2053, 5.50%, 06/01/53 FR 3133C4AS3 - - 2,020,083 - $1,933,640 0.10
Freddie Mac Pool|5|05/01/2053, 5.00%, 05/01/53 FR 3133C2DL9 - - 2,070,674 - $1,930,285 0.10
Fannie Mae Pool|3.5|01/01/2052, 3.50%, 01/01/52 FN 3140QM6T6 - - 2,216,059 - $1,901,700 0.10
Freddie Mac STACR REMIC Trust 2022-DNA6|7.46495|09/25/2042, 7.46%, 09/25/42 STACR 2022-DNA6 35564KH36 - - 1,883,335 - $1,900,588 0.10
Fannie Mae Pool|6.5|06/01/2053, 6.50%, 06/01/53 FN 3140NGMK3 - - 1,885,079 - $1,885,271 0.10
Freddie Mac Pool|5.5|04/01/2053, 5.50%, 04/01/53 FR 3133BX6X4 - - 1,937,592 - $1,854,679 0.09
Chase Mortgage Finance Corp|6.66495|02/25/2050, 6.66%, 02/25/50 CHASE 2021-CL1 46591HBY5 - - 1,942,225 - $1,810,107 0.09
Fannie Mae Pool|5|05/01/2053, 5.00%, 05/01/53 FN 3140NGLM0 - - 1,910,968 - $1,781,407 0.09
Freddie Mac Pool|5.5|04/01/2053, 5.50%, 04/01/53 FR 3133C0D25 - - 1,859,899 - $1,780,311 0.09
Freddie Mac Pool|5.5|06/01/2053, 5.50%, 06/01/53 FR 3133C4CR3 - - 1,856,287 - $1,776,853 0.09
Freddie Mac Pool|3|08/01/2049, 3.00%, 08/01/49 FR 31334YHQ3 - - 2,132,202 - $1,758,812 0.09
Freddie Mac STACR REMIC Trust 2022-DNA2|6.61495|02/25/2042, 6.61%, 02/25/42 STACR 2022-DNA2 35564KRE1 - - 1,741,275 - $1,742,756 0.09
Freddie Mac Pool|5.5|05/01/2053, 5.50%, 05/01/53 FR 3133C14P2 - - 1,818,421 - $1,740,608 0.09
Fannie Mae Pool|5|03/01/2053, 5.00%, 03/01/53 FN 3140NBKE0 - - 1,864,958 - $1,738,516 0.09
Santander Bank Auto Credit-Linked Notes Series 2023-A|6.493|06/15/2033, 6.49%, 06/15/33 SBCLN 2023-A 80290CBU7 - - 1,728,362 - $1,737,539 0.09
Freddie Mac Pool|5.5|03/01/2053, 5.50%, 03/01/53 FR 3133BW6H1 - - 1,812,667 - $1,735,100 0.09
Freddie Mac STACR REMIC Trust 2020-DNA3|10.52943|06/25/2050, 10.53%, 06/25/50 STACR 2020-DNA3 35565WBD3 - - 1,594,572 - $1,730,231 0.09
DBCCRE 2014-ARCP Mortgage Trust|4.5895|01/10/2034, 4.59%, 01/10/34 DBCCR 2014-ARCP 23305MAE5 - - 1,750,000 - $1,728,082 0.09
Fannie Mae Pool|6|04/01/2053, 6.00%, 04/01/53 FN 3140N9LG9 - - 1,754,413 - $1,720,059 0.09
Freddie Mac Gold Pool|4|09/01/2048, 4.00%, 09/01/48 FG 3132Y2M37 - - 1,901,185 - $1,693,857 0.09
Fannie Mae Pool|4|07/01/2048, 4.00%, 07/01/48 FN 31418CYM0 - - 1,887,792 - $1,679,521 0.09
Fannie Mae Pool|4|04/01/2050, 4.00%, 04/01/50 FN 3140QDFP4 - - 1,883,000 - $1,668,754 0.09
Point Securitization Trust 2021-1|3.2282|02/25/2052, 3.23%, 02/25/52 PNT 2021-1 73090AAA3 - - 1,880,979 - $1,668,287 0.09
Connecticut Avenue Securities Trust 2020-R02|7.42943|01/25/2040, 7.43%, 01/25/40 CAS 2020-R02 20754WAB1 - - 1,654,292 - $1,661,489 0.08
Freddie Mac Pool|6|05/01/2053, 6.00%, 05/01/53 FR 3133C4AT1 - - 1,685,907 - $1,652,895 0.08
Freddie Mac Pool|5|06/01/2053, 5.00%, 06/01/53 FR 3133C4W34 - - 1,766,660 - $1,647,027 0.08
Freddie Mac Pool|6.5|05/01/2053, 6.50%, 05/01/53 FR 3133C2ZE1 - - 1,634,383 - $1,636,329 0.08
Fannie Mae Pool|6.5|03/01/2053, 6.50%, 03/01/53 FN 3140N9J80 - - 1,630,002 - $1,631,942 0.08
Freddie Mac Pool|6.5|06/01/2053, 6.50%, 06/01/53 FR 3133C4ZE7 - - 1,610,537 - $1,612,454 0.08
Fannie Mae Pool|4.5|06/01/2048, 4.50%, 06/01/48 FN 3140Q9ED1 - - 1,742,638 - $1,605,453 0.08
Freddie Mac Pool|6.5|06/01/2053, 6.50%, 06/01/53 FR 3133C4ZD9 - - 1,581,358 - $1,585,184 0.08
PRPM 2021-RPL2 LLC|2.237|10/25/2051, 2.24%, 10/25/51 PRPM 2021-RPL2 69357QAB2 - - 2,000,000 - $1,542,503 0.08
Fannie Mae Pool|5.5|03/01/2053, 5.50%, 03/01/53 FN 3140NCWW5 - - 1,600,261 - $1,535,921 0.08
DBCCRE 2014-ARCP Mortgage Trust|5.098983|01/10/2034, 5.10%, 01/10/34 DBCCR 2014-ARCP 23305MAJ4 - - 1,502,000 - $1,465,239 0.07
Fannie Mae Pool|3|03/01/2046, 3.00%, 03/01/46 FN 3138WGR97 - - 1,758,326 - $1,456,430 0.07
Freddie Mac Pool|5.5|05/01/2053, 5.50%, 05/01/53 FR 3133C2FP8 - - 1,518,018 - $1,453,060 0.07
Freddie Mac Pool|3|03/01/2052, 3.00%, 03/01/52 FR 3133B7FX1 - - 1,769,534 - $1,452,442 0.07
Fannie Mae Pool|5|05/01/2048, 5.00%, 05/01/48 FN 3140HBFX1 - - 1,528,291 - $1,449,387 0.07
Fannie Mae Pool|5|05/01/2053, 5.00%, 05/01/53 FN 3140N9MH6 - - 1,553,698 - $1,448,315 0.07
Fannie Mae Pool|5.5|01/01/2053, 5.50%, 01/01/53 FN 3140LW5M5 - - 1,450,747 - $1,397,194 0.07
Freddie Mac Pool|5.5|07/01/2053, 5.50%, 07/01/53 FR 3133C7WH6 - - 1,443,869 - $1,390,030 0.07
Fannie Mae Pool|4.5|12/01/2050, 4.50%, 12/01/50 FN 3140XBSP6 - - 1,510,879 - $1,381,986 0.07
Freddie Mac Pool|5.5|11/01/2052, 5.50%, 11/01/52 FR 3133BPZ27 - - 1,434,602 - $1,379,821 0.07
Freddie Mac Pool|4|07/01/2049, 4.00%, 07/01/49 FR 3132DV3L7 - - 1,549,558 - $1,377,171 0.07
Fannie Mae Pool|4|10/01/2047, 4.00%, 10/01/47 FN 31418CQB3 - - 1,542,831 - $1,374,628 0.07
Fannie Mae Pool|5.5|05/01/2053, 5.50%, 05/01/53 FN 3140NJDA9 - - 1,424,329 - $1,367,062 0.07
Connecticut Avenue Securities Trust 2021-R03|6.16495|12/25/2041, 6.16%, 12/25/41 CAS 2021-R03 20754AAA1 - - 1,364,651 - $1,355,477 0.07
BHG Securitization Trust 2021-B|.9|10/17/2034, 0.90%, 10/17/34 BHG 2021-B 08862BAA3 - - 1,382,729 - $1,330,992 0.07
Freddie Mac STACR REMIC Trust 2021-DNA3|6.06495|10/25/2033, 6.06%, 10/25/33 STACR 2021-DNA3 35564KED7 - - 1,337,899 - $1,330,934 0.07
Freddie Mac Pool|4.5|07/01/2049, 4.50%, 07/01/49 FR 3133KGF45 - - 1,436,961 - $1,319,892 0.07
Fannie Mae Pool|3|02/01/2057, 3.00%, 02/01/57 FN 3140FXFH0 - - 1,633,532 - $1,318,396 0.07
Freddie Mac Pool|4|06/01/2049, 4.00%, 06/01/49 FR 3132AEJ80 - - 1,470,695 - $1,307,081 0.07
Fannie Mae Pool|5|01/01/2053, 5.00%, 01/01/53 FN 3140LW4F1 - - 1,372,071 - $1,283,388 0.07
Freddie Mac Pool|5.5|05/01/2053, 5.50%, 05/01/53 FR 3133C2ZB7 - - 1,332,183 - $1,275,177 0.07
Fannie Mae Pool|4|03/01/2050, 4.00%, 03/01/50 FN 3140XDEL6 - - 1,430,539 - $1,272,714 0.07
Freddie Mac Pool|5|06/01/2053, 5.00%, 06/01/53 FR 3133C4AR5 - - 1,343,982 - $1,254,815 0.06
Freddie Mac Pool|5|04/01/2053, 5.00%, 04/01/53 FR 3133C04B5 - - 1,333,778 - $1,243,311 0.06
DBCCRE 2014-ARCP Mortgage Trust|5.098983|01/10/2034, 5.10%, 01/10/34 DBCCR 2014-ARCP 23305MAN5 - - 1,264,000 - $1,217,404 0.06
Freddie Mac Pool|5.5|05/01/2053, 5.50%, 05/01/53 FR 3133C2KR8 - - 1,266,217 - $1,211,627 0.06
Lendbuzz Securitization Trust 2022-1|4.22|05/17/2027, 4.22%, 05/17/27 LBZZ 2022-1A 52607KAA1 - - 1,242,823 - $1,207,577 0.06
Connecticut Avenue Securities Trust 2022-R04|7.31495|03/25/2042, 7.31%, 03/25/42 CAS 2022-R04 20753YCH3 - - 1,185,592 - $1,195,858 0.06
Fannie Mae Pool|3|05/01/2043, 3.00%, 05/01/43 FN 3138WTUT1 - - 1,424,234 - $1,194,020 0.06
NRZ Excess Spread-Collateralized Notes Series 2020-PLS1|3.844|12/25/2025, 3.84%, 12/25/25 NZES 2020-PLS1 433674AA6 - - 1,270,122 - $1,182,620 0.06
Freddie Mac Pool|4.5|08/01/2049, 4.50%, 08/01/49 FR 3133KGJ90 - - 1,284,953 - $1,180,268 0.06
Fannie Mae Pool|5.5|11/01/2052, 5.50%, 11/01/52 FN 3140N43N5 - - 1,197,405 - $1,151,906 0.06
Freddie Mac Pool|6|05/01/2053, 6.00%, 05/01/53 FR 3133C2KU1 - - 1,150,123 - $1,127,602 0.06
Fannie Mae Pool|4|02/01/2049, 4.00%, 02/01/49 FN 3140X4X43 - - 1,265,702 - $1,126,063 0.06
Freddie Mac Pool|5|06/01/2053, 5.00%, 06/01/53 FR 3133C4ZA5 - - 1,206,187 - $1,125,039 0.06
Fannie Mae Pool|3.5|04/01/2052, 3.50%, 04/01/52 FN 3140MHU56 - - 1,322,145 - $1,123,017 0.06
Ginnie Mae II Pool|4.5|02/20/2048, 4.50%, 02/20/48 G2 36179TSJ5 - - 1,191,507 - $1,102,366 0.06
Freddie Mac Pool|5.5|07/01/2053, 5.50%, 07/01/53 FR 3133C7HP5 - - 1,129,414 - $1,087,300 0.06
Freed ABS Trust 2020-1CP|2.83|03/20/2028, 2.83%, 03/20/28 FREED 2021-1CP 35635BAC8 - - 1,095,498 - $1,086,377 0.06
Connecticut Avenue Securities Trust 2022-R01|6.31495|12/25/2041, 6.31%, 12/25/41 CAS 2022-R01 20754LAA7 - - 1,086,885 - $1,080,691 0.06
Fannie Mae Pool|4|07/01/2046, 4.00%, 07/01/46 FN 3138WHKE1 - - 1,208,730 - $1,078,857 0.06
Upstart Securitization Trust 2021-5|1.31|11/20/2031, 1.31%, 11/20/31 UPST 2021-5 91679JAA5 - - 1,092,687 - $1,077,839 0.06
Freddie Mac Pool|3|04/01/2047, 3.00%, 04/01/47 FR 31334WZG9 - - 1,297,516 - $1,074,739 0.05
Freddie Mac Pool|5|04/01/2053, 5.00%, 04/01/53 FR 3133C1S76 - - 1,108,626 - $1,034,606 0.05
Fannie Mae Pool|4|02/01/2049, 4.00%, 02/01/49 FN 3140JMBK7 - - 1,132,107 - $1,007,207 0.05
ACHV ABS TRUST 2023-3PL|7.17|08/19/2030, 7.17%, 08/19/30 ACHV 2023-3PL 000876AB8 - - 1,000,000 - $1,006,940 0.05
Freddie Mac Pool|4|09/01/2048, 4.00%, 09/01/48 FR 3131Y3DA1 - - 1,131,161 - $1,006,365 0.05
Lendbuzz Securitization Trust 2023-2|5.835|05/15/2024, 5.83%, 05/15/24 LBZZ 2023-2A 52608MAA6 - - 1,002,670 - $1,005,619 0.05
Fannie Mae Pool|3.5|04/01/2052, 3.50%, 04/01/52 FN 3140MNNB8 - - 1,175,922 - $999,241 0.05
Fannie Mae Pool|5|10/01/2052, 5.00%, 10/01/52 FN 3140MSNE1 - - 1,067,063 - $998,094 0.05
Fannie Mae Pool|3.5|04/01/2052, 3.50%, 04/01/52 FN 3140MNNA0 - - 1,163,829 - $988,401 0.05
Fannie Mae Pool|4.5|07/01/2050, 4.50%, 07/01/50 FN 3140QECU4 - - 1,075,620 - $983,858 0.05
Fannie Mae Pool|5|06/01/2053, 5.00%, 06/01/53 FN 3140NKHF1 - - 1,035,289 - $968,373 0.05
Fannie Mae Pool|3|05/01/2043, 3.00%, 05/01/43 FN 31417GLX2 - - 1,105,866 - $927,113 0.05
FREMF 2019-KF70 Mortgage Trust|11.42583|09/25/2029, 11.43%, 09/25/29 FREMF 2019-KF70 30298UAJ0 - - 921,840 - $901,900 0.05
Fannie Mae Pool|3.5|08/01/2052, 3.50%, 08/01/52 FN 3140QPYS0 - - 1,033,236 - $883,056 0.05
Freddie Mac Pool|5|03/01/2053, 5.00%, 03/01/53 FR 3133BWKK8 - - 931,352 - $870,399 0.04
Freddie Mac Pool|5|03/01/2053, 5.00%, 03/01/53 FR 3133BX6G1 - - 900,289 - $841,369 0.04
Freddie Mac Pool|3|11/01/2043, 3.00%, 11/01/43 FR 3132AED78 - - 999,788 - $837,148 0.04
Fannie Mae Pool|5|06/01/2053, 5.00%, 06/01/53 FN 3140NKTV3 - - 881,764 - $823,341 0.04
Ginnie Mae II Pool|4|06/20/2048, 4.00%, 06/20/48 G2 36179TZ57 - - 910,030 - $818,349 0.04
Freddie Mac Pool|3|02/01/2052, 3.00%, 02/01/52 FR 3133B4H81 - - 967,621 - $794,454 0.04
Freddie Mac Pool|4.5|01/01/2050, 4.50%, 01/01/50 FR 3133KHGG5 - - 860,452 - $790,351 0.04
Freddie Mac Pool|3.5|04/01/2052, 3.50%, 04/01/52 FR 3133B7F86 - - 875,326 - $743,493 0.04
Fannie Mae Pool|3|10/01/2044, 3.00%, 10/01/44 FN 3140J9D24 - - 875,655 - $734,824 0.04
Fannie Mae Pool|5.5|04/01/2053, 5.50%, 04/01/53 FN 3140NG2Q2 - - 762,811 - $732,141 0.04
Freddie Mac Pool|3.5|04/01/2052, 3.50%, 04/01/52 FR 3133BAFN6 - - 846,237 - $718,681 0.04
Fannie Mae Pool|5.5|05/01/2053, 5.50%, 05/01/53 FN 3140NG6C9 - - 740,115 - $710,357 0.04
Freddie Mac Pool|4.5|02/01/2050, 4.50%, 02/01/50 FR 3132DV5G6 - - 759,950 - $698,037 0.04
Freddie Mac Pool|2.5|11/01/2034, 2.50%, 11/01/34 FR 3132CWDV3 - - 779,979 - $685,301 0.04
Fannie Mae Pool|4|10/01/2048, 4.00%, 10/01/48 FN 3140HPR58 - - 736,173 - $656,719 0.03
Sequoia Mortgage Trust 2013-5|2.5|05/25/2043, 2.50%, 05/25/43 SEMT 2013-5 81745AAA5 - - 796,371 - $656,665 0.03
Fannie Mae Pool|4.5|05/01/2052, 4.50%, 05/01/52 FN 3140MRLZ8 - - 723,679 - $655,328 0.03
Fannie Mae Pool|4|05/01/2045, 4.00%, 05/01/45 FN 3138EPS88 - - 725,875 - $651,192 0.03
Freddie Mac Pool|4|10/01/2050, 4.00%, 10/01/50 FR 3132DNSB0 - - 688,912 - $612,271 0.03
Freddie Mac STACR Trust 2019-DNA4|7.37943|10/25/2049, 7.38%, 10/25/49 STACR 2019-DNA4 35565AAH3 - - 607,649 - $609,518 0.03
ACHV ABS TRUST 2023-2PL|6.42|05/20/2030, 6.42%, 05/20/30 ACHV 2023-2PL 00111JAA2 - - 599,633 - $600,941 0.03
Fannie Mae Pool|5|04/01/2053, 5.00%, 04/01/53 FN 3140NEL94 - - 619,314 - $578,782 0.03
Fannie Mae Pool|5|04/01/2053, 5.00%, 04/01/53 FN 3140N9LS3 - - 607,460 - $566,275 0.03
Fannie Mae Pool|4|07/01/2045, 4.00%, 07/01/45 FN 3138YR6F0 - - 613,277 - $549,922 0.03
Fannie Mae Pool|5|02/01/2053, 5.00%, 02/01/53 FN 3140NAT37 - - 556,247 - $520,294 0.03
Freddie Mac Pool|5|03/01/2053, 5.00%, 03/01/53 FR 3133C0HN5 - - 547,751 - $510,614 0.03
Fannie Mae Pool|4.5|04/01/2052, 4.50%, 04/01/52 FN 3140MMPS1 - - 539,238 - $488,307 0.02
Fannie Mae Pool|3.5|07/01/2052, 3.50%, 07/01/52 FN 3140QPY35 - - 567,705 - $486,110 0.02
JP Morgan Mortgage Trust 2015-4|3|06/25/2045, 3.00%, 06/25/45 JPMMT 2015-4 46644VBP0 - - 578,213 - $482,645 0.02
Fannie Mae Pool|5|04/01/2053, 5.00%, 04/01/53 FN 3140N9LK0 - - 509,590 - $475,041 0.02
Freddie Mac Pool|3.5|12/01/2044, 3.50%, 12/01/44 FR 3132ACLS7 - - 514,255 - $446,899 0.02
Fannie Mae REMICS|3|07/25/2028, 3.00%, 07/25/28 FNR 2017-9 3136AVYH6 - - 458,648 - $431,434 0.02
Fannie Mae Pool|3.5|12/01/2045, 3.50%, 12/01/45 FN 31418BW93 - - 492,313 - $425,205 0.02
Fannie Mae Pool|4.5|04/01/2052, 4.50%, 04/01/52 FN 3140MLUD0 - - 456,118 - $413,038 0.02
Fannie Mae Pool|5|01/01/2053, 5.00%, 01/01/53 FN 3140NAMH3 - - 438,098 - $409,427 0.02
Fannie Mae Pool|3|02/01/2048, 3.00%, 02/01/48 FN 3140QCEU6 - - 488,652 - $407,052 0.02
Freddie Mac Pool|4|05/01/2049, 4.00%, 05/01/49 FR 3131YDFA7 - - 441,306 - $391,322 0.02
Fannie Mae Pool|4|11/01/2049, 4.00%, 11/01/49 FN 3140X6ZM6 - - 421,361 - $375,419 0.02
Fannie Mae Pool|3.5|03/01/2047, 3.50%, 03/01/47 FN 3140X6NZ0 - - 425,590 - $367,576 0.02
Fannie Mae Pool|5|08/01/2053, 5.00%, 08/01/53 FN 3140NPNG1 - - 387,174 - $362,149 0.02
Fannie Mae Pool|5|06/01/2053, 5.00%, 06/01/53 FN 3140NKCV1 - - 386,378 - $361,092 0.02
Freddie Mac Pool|2.5|12/01/2033, 2.50%, 12/01/33 FR 3132CWBH6 - - 383,695 - $347,706 0.02
Freddie Mac Pool|3.5|03/01/2050, 3.50%, 03/01/50 FR 3133A3FP8 - - 407,103 - $346,843 0.02
Fannie Mae Pool|3|03/01/2043, 3.00%, 03/01/43 FN 3138W7HB3 - - 410,228 - $343,161 0.02
Freddie Mac Pool|4|11/01/2047, 4.00%, 11/01/47 FR 3132ACNG1 - - 380,422 - $341,254 0.02
Fannie Mae Pool|4|03/01/2051, 4.00%, 03/01/51 FN 3140XHZN0 - - 374,351 - $332,705 0.02
Fannie Mae Pool|3.5|07/01/2047, 3.50%, 07/01/47 FN 3140X6FJ5 - - 379,735 - $327,972 0.02
JPMorgan Chase Bank NA - CACLN|.889|12/26/2028, 0.89%, 12/26/28 CACLN 2021-2 48128U2M0 - - 336,277 - $326,726 0.02
Freddie Mac Pool|4.5|12/01/2049, 4.50%, 12/01/49 FR 31346YWK5 - - 347,264 - $318,973 0.02
Fannie Mae Pool|4|12/01/2048, 4.00%, 12/01/48 FN 3140JLKM5 - - 352,078 - $313,235 0.02
American Credit Acceptance Receivables Trust 2022-3|4.12|02/13/2026, 4.12%, 02/13/26 ACAR 2022-3 02528GAA1 - - 304,782 - $305,185 0.02
Freddie Mac Structured Agency Credit Risk Debt Notes|7.96495|07/25/2042, 7.96%, 07/25/42 STACR 2022-HQA2 35564KB24 - - 296,213 - $302,365 0.02
Fannie Mae Pool|3|06/01/2046, 3.00%, 06/01/46 FN 3140EVBD8 - - 361,899 - $301,316 0.02
Fannie Mae Pool|5|03/01/2053, 5.00%, 03/01/53 FN 3140NC6H7 - - 320,900 - $299,898 0.02
Fannie Mae Pool|3|01/01/2047, 3.00%, 01/01/47 FN 3138WJTF5 - - 358,661 - $297,081 0.02
Fannie Mae Pool|5|05/01/2053, 5.00%, 05/01/53 FN 3140NJD27 - - 315,414 - $294,772 0.02
Fannie Mae Pool|4|05/01/2047, 4.00%, 05/01/47 FN 3140FPAS8 - - 301,047 - $270,383 0.01
Fannie Mae Pool|4.5|01/01/2050, 4.50%, 01/01/50 FN 31418DKW1 - - 293,060 - $269,185 0.01
Freddie Mac Pool|4.5|12/01/2048, 4.50%, 12/01/48 FR 3131YAV98 - - 291,416 - $268,776 0.01
Fannie Mae Pool|3|01/01/2043, 3.00%, 01/01/43 FN 31418APM4 - - 320,051 - $267,986 0.01
Fannie Mae Pool|4.5|12/01/2049, 4.50%, 12/01/49 FN 3140K54D6 - - 291,625 - $267,866 0.01
Freddie Mac Pool|3.5|08/01/2049, 3.50%, 08/01/49 FR 31334XYL7 - - 309,096 - $264,381 0.01
Fannie Mae Pool|4|06/01/2049, 4.00%, 06/01/49 FN 31418DCZ3 - - 289,294 - $257,110 0.01
Ginnie Mae II Pool|4|05/20/2048, 4.00%, 05/20/48 G2 36179TXV2 - - 270,408 - $243,166 0.01
Freddie Mac Pool|5|01/01/2053, 5.00%, 01/01/53 FR 3133BVVE2 - - 253,279 - $236,908 0.01
Fannie Mae Pool|4.5|04/01/2052, 4.50%, 04/01/52 FN 3140ML4S6 - - 261,508 - $236,808 0.01
Freddie Mac Pool|5|05/01/2053, 5.00%, 05/01/53 FR 3133C4EP5 - - 246,943 - $230,982 0.01
FREED ABS Trust 2020-3FP|6.96|09/20/2027, 6.96%, 09/20/27 FREED 2020-3FP 35634LAC7 - - 228,965 - $229,474 0.01
Freddie Mac Pool|4.5|01/01/2050, 4.50%, 01/01/50 FR 3132DV4Z5 - - 237,579 - $218,223 0.01
Fannie Mae REMICS|0|11/25/2042, 0.00%, 11/25/42 FNR 2012-126 3136A9ZR2 - - 473,554 - $217,829 0.01
Fannie Mae Pool|4.5|04/01/2052, 4.50%, 04/01/52 FN 3140MRCT2 - - 237,461 - $215,033 0.01
Fannie Mae Pool|4.5|09/01/2049, 4.50%, 09/01/49 FN 3140QBUK2 - - 227,761 - $209,205 0.01
Fannie Mae Pool|3|09/01/2042, 3.00%, 09/01/42 FN 31417C6S9 - - 247,278 - $207,052 0.01
Freddie Mac Pool|5|01/01/2053, 5.00%, 01/01/53 FR 3133BUS65 - - 219,097 - $204,758 0.01
Fannie Mae Pool|4.5|08/01/2049, 4.50%, 08/01/49 FN 3140QBPV4 - - 216,267 - $198,647 0.01
Freddie Mac Pool|4.5|07/01/2049, 4.50%, 07/01/49 FR 3133KGF52 - - 214,892 - $197,385 0.01
Freddie Mac REMICS|5.97776|04/15/2041, 5.98%, 04/15/41 FHR 3843 3137A9HT6 - - 201,003 - $197,316 0.01
Fannie Mae Pool|4.5|04/01/2052, 4.50%, 04/01/52 FN 3140MRCJ4 - - 207,611 - $188,002 0.01
Fannie Mae Pool|3|09/01/2049, 3.00%, 09/01/49 FN 3140JXJ58 - - 224,672 - $185,563 0.01
Freddie Mac Pool|4|11/01/2048, 4.00%, 11/01/48 FR 3132ADPD4 - - 199,124 - $177,156 0.01
Fannie Mae Pool|4|03/01/2051, 4.00%, 03/01/51 FN 3140XHZL4 - - 188,669 - $167,854 0.01
Fannie Mae Pool|3|01/01/2043, 3.00%, 01/01/43 FN 31417EMM0 - - 194,773 - $163,448 0.01
Ginnie Mae II Pool|4.5|11/20/2048, 4.50%, 11/20/48 G2 3617J6Q80 - - 170,037 - $157,106 0.01
Ginnie Mae II Pool|4|02/20/2049, 4.00%, 02/20/49 G2 36179UMA7 - - 177,055 - $156,564 0.01
Freddie Mac Pool|4.5|06/01/2049, 4.50%, 06/01/49 FR 31329Q5T4 - - 169,340 - $155,544 0.01
Fannie Mae Pool|3|10/01/2042, 3.00%, 10/01/42 FN 31418ALK2 - - 182,436 - $153,095 0.01
Fannie Mae Pool|4.5|06/01/2049, 4.50%, 06/01/49 FN 3140QBCV8 - - 152,485 - $140,062 0.01
Freddie Mac Pool|5|10/01/2052, 5.00%, 10/01/52 FR 3133BPL22 - - 146,813 - $137,324 0.01
Ginnie Mae II Pool|4|04/20/2049, 4.00%, 04/20/49 G2 36179UQT2 - - 154,824 - $136,906 0.01
Freddie Mac Pool|4|03/01/2047, 4.00%, 03/01/47 FR 3132ADY69 - - 149,681 - $134,270 0.01
Fannie Mae Pool|3|04/01/2038, 3.00%, 04/01/38 FN 31417GJ56 - - 157,504 - $132,045 0.01
Fannie Mae Pool|3.5|12/01/2047, 3.50%, 12/01/47 FN 3140J7UG8 - - 148,102 - $128,132 0.01
Fannie Mae REMICS|5.77943|10/25/2042, 5.78%, 10/25/42 FNR 2013-130 3136AHG53 - - 126,327 - $122,926 0.01
Ginnie Mae II Pool|4.5|07/20/2048, 4.50%, 07/20/48 G2 3617GDT77 - - 134,542 - $122,819 0.01
Fannie Mae Pool|4.5|04/01/2052, 4.50%, 04/01/52 FN 3140ML4R8 - - 133,685 - $121,021 0.01
Fannie Mae Pool|3.5|08/01/2047, 3.50%, 08/01/47 FN 3140Q7DN4 - - 136,621 - $118,200 0.01
Freddie Mac Pool|4.5|08/01/2048, 4.50%, 08/01/48 FR 3131Y2M21 - - 117,928 - $108,645 0.01
Freddie Mac Pool|4.5|03/01/2052, 4.50%, 03/01/52 FR 3133B9K78 - - 112,394 - $101,778 0.01
Fannie Mae Pool|3|08/01/2049, 3.00%, 08/01/49 FN 3140HAMH0 - - 116,669 - $94,778 0.00
Sequoia Mortgage Trust 2019-CH3|4|09/25/2049, 4.00%, 09/25/49 SEMT 2019-CH3 81748GBN0 - - 103,377 - $88,774 0.00
Freddie Mac Pool|3|08/01/2049, 3.00%, 08/01/49 FR 31334YMG9 - - 102,671 - $83,407 0.00
Freddie Mac Pool|3|05/01/2031, 3.00%, 05/01/31 FR 3132A8GL7 - - 88,199 - $82,040 0.00
Fannie Mae Pool|3|08/01/2049, 3.00%, 08/01/49 FN 3140JYSB3 - - 98,937 - $80,373 0.00
Fannie Mae Pool|3|05/01/2043, 3.00%, 05/01/43 FN 31418ATD0 - - 95,011 - $79,478 0.00
Freddie Mac Pool|3|09/01/2032, 3.00%, 09/01/32 FR 3131XC5X1 - - 85,833 - $77,531 0.00
Freddie Mac Pool|5|09/01/2048, 5.00%, 09/01/48 FR 3131Y2YX0 - - 81,696 - $77,478 0.00
Fannie Mae REMICS|5.77943|04/25/2036, 5.78%, 04/25/36 FNR 2006-20 31395BU43 - - 76,390 - $74,707 0.00
Fannie Mae Pool|3|01/01/2047, 3.00%, 01/01/47 FN 3140F9WP6 - - 83,187 - $69,185 0.00
Connecticut Avenue Securities Trust 2019-R03|7.57943|09/25/2031, 7.58%, 09/25/31 CAS 2019-R03 20753MAF5 - - 67,782 - $67,910 0.00
Fannie Mae Pool|3|11/01/2046, 3.00%, 11/01/46 FN 3138WJP93 - - 76,694 - $63,490 0.00
Freddie Mac REMICS|5.92776|09/15/2040, 5.93%, 09/15/40 FHR 3721 3137GAD20 - - 60,211 - $59,107 0.00
Freddie Mac REMICS|6.01776|10/15/2037, 6.02%, 10/15/37 FHR 3380 31397KTJ0 - - 58,520 - $57,619 0.00
Fannie Mae Pool|3|11/01/2034, 3.00%, 11/01/34 FN 3140K3SF0 - - 60,931 - $54,987 0.00
Fannie Mae Pool|3|12/01/2034, 3.00%, 12/01/34 FN 3140K1TP1 - - 60,549 - $54,634 0.00
Fannie Mae Pool|4.5|08/01/2049, 4.50%, 08/01/49 FN 3140JWB33 - - 59,241 - $54,415 0.00
Freddie Mac Pool|3|06/01/2043, 3.00%, 06/01/43 FR 3131Y4LZ5 - - 64,504 - $53,383 0.00
Connecticut Avenue Securities Trust 2018-R07|7.82943|04/25/2031, 7.83%, 04/25/31 CAS 2018-R07 20753QAE9 - - 52,268 - $52,411 0.00
Government National Mortgage Association|5.93932|02/20/2038, 5.94%, 02/20/38 GNR 2008-13 38375PNL1 - - 51,932 - $50,972 0.00
Freddie Mac Pool|3.5|08/01/2042, 3.50%, 08/01/42 FR 3131Y6P45 - - 57,472 - $49,767 0.00
Fannie Mae REMICS|0|10/25/2040, 0.00%, 10/25/40 FNR 2010-109 31398NTM6 - - 41,248 - $49,003 0.00
Connecticut Avenue Securities Trust 2019-R01|7.87943|07/25/2031, 7.88%, 07/25/31 CAS 2019-R01 20754FAK8 - - 48,331 - $48,606 0.00
Freddie Mac Pool|3.5|08/01/2042, 3.50%, 08/01/42 FR 31329L6W7 - - 53,530 - $46,354 0.00
Freddie Mac Pool|3|01/01/2033, 3.00%, 01/01/33 FR 3131XDFC4 - - 47,578 - $42,976 0.00
Government National Mortgage Association|5.75932|07/20/2037, 5.76%, 07/20/37 GNR 2007-40 38375KZS4 - - 41,175 - $40,244 0.00
Fannie Mae Pool|3.5|01/01/2046, 3.50%, 01/01/46 FN 3140EU6G9 - - 44,151 - $38,133 0.00
Government National Mortgage Association|5.87505|10/16/2040, 5.88%, 10/16/40 GNR 2010-133 38377MHV1 - - 38,099 - $37,660 0.00
Government National Mortgage Association|5.83932|07/20/2034, 5.84%, 07/20/34 GNR 2004-69 38374JAT3 - - 37,873 - $37,220 0.00
Fannie Mae REMICS|5.92943|02/25/2043, 5.93%, 02/25/43 FNR 2013-2 3136AB4P5 - - 36,930 - $36,091 0.00
Government National Mortgage Association|5.93932|10/20/2037, 5.94%, 10/20/37 GNR 2007-59 38375LPU8 - - 31,667 - $31,000 0.00
Freddie Mac REMICS|6.07776|03/15/2032, 6.08%, 03/15/32 FHR 2426 31339W7G5 - - 30,109 - $30,062 0.00
Government National Mortgage Association|5.74505|08/16/2034, 5.75%, 08/16/34 GNR 2004-59 38374HYS3 - - 28,595 - $28,136 0.00
Fannie Mae REMICS|5.82943|04/25/2032, 5.83%, 04/25/32 FNR 2002-53 31392EHN3 - - 27,151 - $26,797 0.00
Government National Mortgage Association|5.58932|08/20/2035, 5.59%, 08/20/35 GNR 2005-65 38374LL25 - - 27,292 - $26,407 0.00
Freddie Mac Pool|4.5|12/01/2048, 4.50%, 12/01/48 FR 3131Y8MN2 - - 28,172 - $25,917 0.00
Government National Mortgage Association|5.93932|02/20/2038, 5.94%, 02/20/38 GNR 2008-16 383742FU2 - - 25,984 - $25,518 0.00
Government National Mortgage Association|5.74932|06/20/2037, 5.75%, 06/20/37 GNR 2007-37 38375KNR9 - - 26,008 - $25,340 0.00
Fannie Mae REMICS|5.92943|09/25/2033, 5.93%, 09/25/33 FNR 2003-87 31393E4W6 - - 23,104 - $22,980 0.00
Fannie Mae REMICS|5.94943|09/25/2037, 5.95%, 09/25/37 FNR 2007-89 31396XPM0 - - 22,340 - $22,064 0.00
Freddie Mac REMICS|5.72776|08/15/2040, 5.73%, 08/15/40 FHR 3738 3137GAYQ4 - - 21,510 - $21,680 0.00
Government National Mortgage Association|5.63932|06/20/2035, 5.64%, 06/20/35 GNR 2005-48 38374LHM6 - - 22,163 - $21,588 0.00
Fannie Mae REMICS|5.72943|10/25/2035, 5.73%, 10/25/35 FNR 2005-83 31394FUL7 - - 21,980 - $21,523 0.00
Freddie Mac REMICS|5.82776|01/15/2033, 5.83%, 01/15/33 FHR 2551 31393JAZ1 - - 19,539 - $19,357 0.00
Freddie Mac Pool|3|12/01/2047, 3.00%, 12/01/47 FR 3132ACH52 - - 21,437 - $17,828 0.00
Government National Mortgage Association|5.73932|07/20/2041, 5.74%, 07/20/41 GNR 2012-75 38378EZ55 - - 17,593 - $17,347 0.00
Freddie Mac REMICS|5.77776|02/15/2032, 5.78%, 02/15/32 FHR 2410 31339NJN7 - - 16,964 - $16,833 0.00
Freddie Mac REMICS|5.67776|09/15/2035, 5.68%, 09/15/35 FHR 3028 31396AFB5 - - 16,045 - $15,937 0.00
Fannie Mae REMICS|5.97943|04/25/2032, 5.98%, 04/25/32 FNR 2002-16 31392CWW0 - - 14,789 - $14,714 0.00
Fannie Mae Pool|3|01/01/2046, 3.00%, 01/01/46 FN 3140E9H66 - - 17,600 - $14,597 0.00
Fannie Mae REMICS|5.85943|11/25/2040, 5.86%, 11/25/40 FNR 2010-123 31398N2W3 - - 14,406 - $14,122 0.00
Fannie Mae Pool|2.5|10/01/2031, 2.50%, 10/01/31 FN 3138WJDM7 - - 15,155 - $13,734 0.00
Government National Mortgage Association|5.84505|08/16/2029, 5.85%, 08/16/29 GNR 1999-27 3837H2WA3 - - 13,103 - $13,219 0.00
Freddie Mac Pool|3|12/01/2046, 3.00%, 12/01/46 FR 3131XVQW8 - - 15,687 - $13,034 0.00
Government National Mortgage Association|5.93932|10/20/2037, 5.94%, 10/20/37 GNR 2007-61 38375LLN8 - - 13,236 - $13,026 0.00
Fannie Mae Pool|2.5|02/01/2032, 2.50%, 02/01/32 FN 3140J5EJ4 - - 13,675 - $12,392 0.00
Freddie Mac REMICS|5.92776|07/15/2032, 5.93%, 07/15/32 FHR 2469 31392RC58 - - 12,147 - $12,256 0.00
Fannie Mae Pool|2.5|08/01/2031, 2.50%, 08/01/31 FN 3138WHP55 - - 13,250 - $12,007 0.00
Fannie Mae REMICS|5.82943|09/25/2040, 5.83%, 09/25/40 FNR 2010-95 31398NEX8 - - 11,980 - $11,905 0.00
Freddie Mac Pool|2.5|01/22/2031, 2.50%, 01/22/31 FR 3131XCKS5 - - 11,471 - $10,395 0.00
Fannie Mae REMICS|5.82943|09/25/2042, 5.83%, 09/25/42 FNR 2012-100 3136A8QW3 - - 9,816 - $9,559 0.00
Ginnie Mae II Pool|5|01/20/2049, 5.00%, 01/20/49 G2 3617J6W91 - - 9,952 - $9,388 0.00
Government National Mortgage Association|5.73932|04/20/2037, 5.74%, 04/20/37 GNR 2007-18 38375JC86 - - 9,578 - $9,308 0.00
Government National Mortgage Association|6.04505|01/16/2040, 6.05%, 01/16/40 GNR 2010-6 38376TSC7 - - 8,690 - $8,563 0.00
Fannie Mae Pool|4.5|07/01/2049, 4.50%, 07/01/49 FN 31418DC83 - - 5,912 - $5,430 0.00
Freddie Mac Pool|3|03/01/2043, 3.00%, 03/01/43 FR 3131Y6WK1 - - 3,080 - $2,576 0.00
Government National Mortgage Association|5.78932|06/20/2040, 5.79%, 06/20/40 GNR 2010-125 38377JYJ6 - - 566.00 - $559 0.00
Fannie Mae or Freddie Mac|6.5|11/13/2023, 6.50%, 11/13/23 FNCL 01F0626B2 - - -600,000 - $-595,894 -0.03
Fannie Mae or Freddie Mac|6|11/13/2023, 6.00%, 11/13/23 FNCL 01F0606B6 - - -60,000,000 - $-58,428,240 -2.99
Fannie Mae or Freddie Mac|4.5|11/13/2023, 4.50%, 11/13/23 FNCL 01F0426B4 - - -86,429,919 - $-77,917,350 -3.98
Fannie Mae or Freddie Mac|4|11/13/2023, 4.00%, 11/13/23 FNCL 01F0406B8 - - -143,987,320 - $-125,709,570 -6.42
Fannie Mae or Freddie Mac|5.5|11/13/2023, 5.50%, 11/13/23 FNCL 01F0526B3 - - -206,176,170 - $-196,199,305 -10.02
Fannie Mae or Freddie Mac|5|11/13/2023, 5.00%, 11/13/23 FNCL 01F0506B7 - - -279,183,191 - $-258,989,033 -13.23
Buy Protection, 5.00%, 12/20/28 2I65BRZP8 - 2I65BRZP8 - 33,250,000 - $33,250,000 1.70
Buy Protection, 5.00%, 12/20/28 2I65BRZP8 - 2I65BRZP8 - -33,250,000 - $-33,250,000 -1.70
Ultra 10-Year US Treasury Note Futures DEC 23 UXYZ3 - FUTURES_USD - -1,135 - $0 0.00
CBOT 5 Year US Treasury Note DEC 23 FVZ3 - FUTURES_USD - 2,164 - $0 0.00
Ultra U.S. Treasury Bond Futures DEC 23 WNZ3 - FUTURES_USD - -276.00 - $0 0.00
CBOT 2 Year US Treasury Note Future DEC 23 TUZ3 - FUTURES_USD - 352.00 - $0 0.00
CBOT 10 Year US Treasury Note DEC 23 TYZ3 - FUTURES_USD - -331.00 - $0 0.00
United States Dollar USD CASHUSD0 - - -477,297,537 - $-477,297,537 -24.39
SEGREGATED CASH SEGCASH - - $0.00 6,517,887 - $6,517,887 0.33
ALMSUM ALMSUM - - $0.00 - - $0 0.00
Janus Henderson publishes this listing of identities and quantities of each position held by the fund on each business day, before commencement of trading. Securities are reported at market value.
The portfolio data and its presentation here is based on the investment book of record and may differ from the accounting book of record and complete schedules of investments in regulatory filings due to differing accounting and reporting standards.