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For Financial Professionals in the US

Mortgage-Backed Securities ETF Holdings

Full Portfolio Holdings

(As of 08/31/2026)

Ticker Cusip Underlying Security Strike Price Quantity (Shares/ Par/ Units/ Contracts) Notional Value Market Value Weight % Current Market Value
UMBS TBA 30yr 2.5% September Delivery, 2.50%, 09/14/26 FNCL 01F022691 - 1,393,917,386 $1,136,735,447 $1,136,735,447 17.02 $1,136,735,447
GNMA II TBA 30yr 2.5% September Delivery, 2.50%, 09/21/26 G2SF 21H022697 - 710,603,414 $593,827,823 $593,827,823 8.90 $593,827,823
UMBS TBA 30yr 4% September Delivery, 4.00%, 09/14/26 FNCL 01F040693 - 531,326,829 $484,781,005 $484,781,005 7.27 $484,781,005
UMBS TBA 30yr 3% September Delivery, 3.00%, 09/14/26 FNCL 01F030694 - 427,992,149 $364,743,469 $364,743,469 5.47 $364,743,469
FNMA 30yr Pool#FA5633 4.500% 01-Sep-2053, 4.50%, 09/01/53 FN 3140W6HK1 - 317,433,858 $305,473,958 $305,473,958 4.58 $304,283,581
UMBS TBA 30yr 2% September Delivery, 2.00%, 09/14/26 FNCL 01F020695 - 360,986,255 $281,332,833 $281,332,833 4.22 $281,332,833
UMBS TBA 30yr 6% September Delivery, 6.00%, 09/14/26 FNCL 01F060691 - 232,421,092 $234,954,482 $234,954,482 3.53 $234,954,482
GNMA II TBA 30yr 5% September Delivery, 5.00%, 09/21/26 G2SF 21H050698 - 198,508,194 $192,111,466 $192,111,466 2.89 $192,111,466
UMBS TBA 30yr 6.5% September Delivery, 6.50%, 09/14/26 FNCL 01F062697 - 174,168,000 $179,438,324 $179,438,324 2.70 $179,438,324
Fannie Mae Pool|6|06/01/2056, 6.00%, 06/01/56 FN 3140W7NY2 - 171,002,154 $174,764,689 $174,764,689 2.63 $173,909,678
Fannie Mae Pool|4|06/01/2052, 4.00%, 06/01/52 FN 3140W7P38 - 181,701,732 $169,072,260 $169,072,260 2.53 $168,466,588
GNMA II TBA 30yr 5.5% September Delivery, 5.50%, 09/21/26 G2SF 21H052694 - 164,697,000 $163,479,395 $163,479,395 2.45 $163,479,395
UMBS TBA 30yr 3.5% September Delivery, 3.50%, 09/14/26 FNCL 01F032690 - 178,743,000 $158,505,539 $158,505,539 2.37 $158,505,539
GNMA II TBA 30yr 3% September Delivery, 3.00%, 09/21/26 G2SF 21H030690 - 182,289,962 $158,351,644 $158,351,644 2.37 $158,351,644
FHLMC 30yr Pool#RJ6896 5.500% 01-Jun-2056, 5.50%, 06/01/56 FR 3142GXUW5 - 154,563,166 $155,179,718 $155,179,718 2.32 $154,778,283
FNMA 30yr Pool#FA5682 5.500% 01-May-2056, 5.50%, 05/01/56 FN 3140W6J45 - 132,802,396 $133,595,905 $133,595,905 2.00 $132,987,227
FNMA 30yr Pool#FA5419 4.500% 01-Aug-2053, 4.50%, 08/01/53 FN 3140W6AV4 - 139,544,616 $132,736,060 $132,736,060 1.99 $132,212,768
FNMA 30yr Pool#CB9787 5.000% 01-Jan-2055, 5.00%, 01/01/55 FN 3140QV2V5 - 127,496,957 $124,578,964 $124,578,964 1.86 $124,047,726
Freddie Mac Pool|6|08/01/2056, 6.00%, 08/01/56 FR 31427UBD4 - 117,834,134 $120,411,999 $120,411,999 1.80 $119,822,828
GNMA II TBA 30yr 3.5% September Delivery, 3.50%, 09/21/26 G2SF 21H032696 - 132,283,377 $115,575,590 $115,575,590 1.73 $115,575,590
GNMA II TBA 30yr 4.5% September Delivery, 4.50%, 09/21/26 G2SF 21H042695 - 114,736,488 $107,394,156 $107,394,156 1.61 $107,394,156
Freddie Mac Pool|6|06/01/2056, 6.00%, 06/01/56 FR 31427UBC6 - 104,694,427 $106,998,003 $106,998,003 1.60 $106,474,531
FNMA 30yr Pool#FA2754 4.500% 01-Jan-2049, 4.50%, 01/01/49 FN 3140W3BY4 - 111,308,879 $106,569,978 $106,569,978 1.59 $106,152,570
FHLMC 30yr Pool#SL3899 5.000% 01-Jan-2056, 5.00%, 01/01/56 FR 31427RKM1 - 108,460,368 $105,974,356 $105,974,356 1.59 $105,522,438
FNMA 30yr Pool#FS1133 4.000% 01-Oct-2051, 4.00%, 10/01/51 FN 3140XGHK8 - 104,852,216 $97,564,293 $97,564,293 1.46 $97,214,786
GNMA II TBA 30yr 4% September Delivery, 4.00%, 09/21/26 G2SF 21H040699 - 103,195,688 $93,133,180 $93,133,180 1.39 $93,133,180
FNMA 30yr Pool#FM7460 4.000% 01-Mar-2051, 4.00%, 03/01/51 FN 3140XBJE1 - 99,657,089 $92,730,263 $92,730,263 1.39 $92,398,072
FNMA 30yr Pool#FA5549 5.000% 01-Mar-2056, 5.00%, 03/01/56 FN 3140W6EX6 - 93,349,917 $90,846,249 $90,846,249 1.36 $90,457,291
FNMA 30yr Pool#FA4553 5.000% 01-Feb-2056, 5.00%, 02/01/56 FN 3140W5BX1 - 84,578,380 $82,990,520 $82,990,520 1.24 $82,638,110
FNMA 30yr Pool#FA3025 5.500% 01-Sep-2055, 5.50%, 09/01/55 FN 3140W3LF4 - 82,153,765 $82,557,873 $82,557,873 1.24 $82,181,335
FHLMC 30yr Pool#SL5254 4.500% 01-Sep-2051, 4.50%, 09/01/51 FR 31427SZU5 - 83,613,315 $80,463,031 $80,463,031 1.20 $80,149,481
FHLMC 30yr Pool#SL5145 5.000% 01-Feb-2056, 5.00%, 02/01/56 FR 31427SWF1 - 78,868,982 $76,753,697 $76,753,697 1.15 $76,425,076
FNMA 30yr Pool#FS9005 5.500% 01-Sep-2054, 5.50%, 09/01/54 FN 3140XRAF2 - 76,211,199 $76,624,536 $76,624,536 1.15 $76,275,234
Fannie Mae Pool|6|11/01/2055, 6.00%, 11/01/55 FN 3140W7NX4 - 74,939,350 $76,578,803 $76,578,803 1.15 $76,204,106
FHLMC 30yr Pool#SL2464 4.500% 01-Dec-2048, 4.50%, 12/01/48 FR 31427PW26 - 77,692,516 $74,384,810 $74,384,810 1.11 $74,093,463
FHLMC 30yr Pool#RJ4363 5.500% 01-Jun-2055, 5.50%, 06/01/55 FR 3142GUZ55 - 70,785,574 $71,382,303 $71,382,303 1.07 $71,057,869
FNMA 30yr Pool#CB9331 5.500% 01-Oct-2054, 5.50%, 10/01/54 FN 3140QVLM4 - 70,815,419 $71,199,491 $71,199,491 1.07 $70,874,921
FNMA 30yr Pool#FA3036 5.500% 01-Oct-2055, 5.50%, 10/01/55 FN 3140W3LS6 - 69,562,901 $70,149,322 $70,149,322 1.05 $69,830,492
FHLMC 30yr Pool#SD1046 4.000% 01-Jul-2052, 4.00%, 07/01/52 FR 3132DNET6 - 75,216,230 $69,726,032 $69,726,032 1.04 $69,475,311
FHLMC 30yr Pool#RJ6445 5.000% 01-Apr-2056, 5.00%, 04/01/56 FR 3142GXET0 - 68,480,503 $66,429,773 $66,429,773 0.99 $66,144,438
FNMA 30yr Pool#FA3037 5.500% 01-Oct-2055, 5.50%, 10/01/55 FN 3140W3LT4 - 65,597,193 $66,073,824 $66,073,824 0.99 $65,773,170
FHLMC 30yr Pool#SL3985 5.000% 01-Jan-2056, 5.00%, 01/01/56 FR 31427RNB2 - 65,114,423 $63,417,981 $63,417,981 0.95 $63,146,671
FNMA 30yr Pool#FA0574 5.500% 01-Jan-2055, 5.50%, 01/01/55 FN 3140W0T88 - 61,680,806 $62,241,991 $62,241,991 0.93 $61,959,288
FHLMC 30yr Pool#SL4515 5.000% 01-Apr-2056, 5.00%, 04/01/56 FR 31427SAR9 - 63,727,576 $62,067,266 $62,067,266 0.93 $61,801,734
Freddie Mac Pool|5.5|01/01/2056, 5.50%, 01/01/56 FR 31427UBM4 - 61,008,621 $61,369,902 $61,369,902 0.92 $61,090,279
FNMA 30yr Pool#FA4990 5.000% 01-Mar-2056, 5.00%, 03/01/56 FN 3140W5RL0 - 57,935,302 $56,787,667 $56,787,667 0.85 $56,546,270
FNMA 30yr Pool#FA4270 5.000% 01-Dec-2055, 5.00%, 12/01/55 FN 3140W4W86 - 57,092,120 $55,964,491 $55,964,491 0.84 $55,726,608
FNMA 30yr Pool#FA5046 5.000% 01-Mar-2056, 5.00%, 03/01/56 FN 3140W5TC8 - 56,070,445 $54,959,751 $54,959,751 0.82 $54,726,124
FHLMC 30yr Pool#RJ6942 5.500% 01-Jun-2056, 5.50%, 06/01/56 FR 3142GXWC7 - 54,631,601 $54,900,404 $54,900,404 0.82 $54,650,009
FHLMC 30yr Pool#SL1188 5.500% 01-Apr-2055, 5.50%, 04/01/55 FR 31427NKA6 - 53,965,701 $54,390,529 $54,390,529 0.81 $54,143,186
Fannie Mae Pool|6|06/01/2056, 6.00%, 06/01/56 FN 3140W7PE4 - 49,905,787 $51,026,328 $51,026,328 0.76 $50,776,799
FNMA 30yr Pool#CB9654 5.000% 01-Dec-2054, 5.00%, 12/01/54 FN 3140QVWQ3 - 49,961,877 $48,818,411 $48,818,411 0.73 $48,610,236
FHLMC 30yr Pool#SL0239 5.000% 01-Jan-2055, 5.00%, 01/01/55 FR 31427MHR5 - 48,457,050 $47,348,025 $47,348,025 0.71 $47,146,120
FNMA 30yr Pool#FA2246 5.500% 01-Jul-2055, 5.50%, 07/01/55 FN 3140W2P88 - 46,577,654 $46,944,322 $46,944,322 0.70 $46,730,841
Freddie Mac Pool|4|10/01/2050, 4.00%, 10/01/50 FR 31427UBL6 - 49,819,962 $46,433,068 $46,433,068 0.69 $46,267,001
FNMA 30yr Pool#CC2018 5.500% 01-Feb-2056, 5.50%, 02/01/56 FN 3140Y8G42 - 45,591,639 $45,922,910 $45,922,910 0.69 $45,713,948
FNMA 30yr Pool#FA3128 5.500% 01-Oct-2055, 5.50%, 10/01/55 FN 3140W3PN3 - 44,684,391 $44,904,190 $44,904,190 0.67 $44,699,386
FNMA 30yr Pool#FA4155 5.000% 01-Jan-2056, 5.00%, 01/01/56 FN 3140W4TM9 - 44,378,084 $43,544,937 $43,544,937 0.65 $43,360,028
Fannie Mae Pool|5.5|09/01/2054, 5.50%, 09/01/54 FN 3140W7P20 - 42,789,913 $43,043,306 $43,043,306 0.64 $42,847,186
FHLMC 30yr Pool#SD7343 5.500% 01-Jan-2055, 5.50%, 01/01/55 FR 3132DVEQ4 - 41,800,811 $42,096,759 $42,096,759 0.63 $41,905,172
FNMA 30yr Pool#FA4202 5.000% 01-Jan-2056, 5.00%, 01/01/56 FN 3140W4U47 - 42,768,466 $41,921,270 $41,921,270 0.63 $41,743,068
FNMA 30yr Pool#CC1926 5.000% 01-Feb-2056, 5.00%, 02/01/56 FN 3140Y8D86 - 41,381,319 $40,686,008 $40,686,008 0.61 $40,513,586
FNMA 30yr Pool#FS9779 5.500% 01-Nov-2054, 5.50%, 11/01/54 FN 3140XR2M6 - 38,988,373 $39,285,021 $39,285,021 0.59 $39,106,324
FNMA 40yr Pool#BF0646 2.500% 01-Jun-2062, 2.50%, 06/01/62 FN 3140FXWG3 - 45,637,702 $37,048,098 $37,048,098 0.55 $36,953,020
New Residential Mortgage LLC 6.545% 25-MAR-2032, 6.54%, 03/25/32 NZES 2025-FHT 64832EAA7 - 34,037,047 $34,753,825 $34,753,825 0.52 $34,222,828
FHLMC 30yr Pool#SL0860 5.500% 01-Apr-2055, 5.50%, 04/01/55 FR 31427M5W7 - 34,015,950 $34,200,438 $34,200,438 0.51 $34,044,532
FHLMC 30yr Pool#RJ2205 5.500% 01-Aug-2054, 5.50%, 08/01/54 FR 3142GSNX2 - 33,542,533 $33,724,454 $33,724,454 0.50 $33,570,717
FNMA 40yr Pool#BF0598 2.500% 01-Mar-2062, 2.50%, 03/01/62 FN 3140FXUY6 - 41,479,664 $33,675,867 $33,675,867 0.50 $33,589,451
FHLMC 30yr Pool#SL4452 5.000% 01-Mar-2056, 5.00%, 03/01/56 FR 31427R5N6 - 34,250,425 $33,607,413 $33,607,413 0.50 $33,464,703
FNMA 30yr Pool#CC2016 5.500% 01-Feb-2056, 5.50%, 02/01/56 FN 3140Y8G26 - 33,069,013 $33,347,787 $33,347,787 0.50 $33,196,221
ACACIA 2026-1 LLC AB 0% 41, 5.44%, 07/15/41 ACACIA 2026-1 00402VAA3 - 32,861,607 $32,891,842 $32,891,842 0.49 $32,812,390
FHLMC 30yr Pool#SL1632 4.000% 01-Nov-2053, 4.00%, 11/01/53 FR 31427NY60 - 34,936,535 $32,381,048 $32,381,048 0.48 $32,264,593
Freddie Mac Pool|6|06/01/2056, 6.00%, 06/01/56 FR 31427UBJ1 - 31,517,310 $32,224,972 $32,224,972 0.48 $32,067,385
FNMA 30yr Pool#FA0576 5.500% 01-Jan-2055, 5.50%, 01/01/55 FN 3140W0UA1 - 31,767,711 $32,021,567 $32,021,567 0.48 $31,875,965
FNMA 30yr Pool#FA3191 5.500% 01-Oct-2055, 5.50%, 10/01/55 FN 3140W3RM3 - 30,760,935 $30,984,444 $30,984,444 0.46 $30,843,457
FNMA 30yr Pool#FA4849 5.000% 01-Feb-2056, 5.00%, 02/01/56 FN 3140W5L77 - 30,564,025 $29,990,222 $29,990,222 0.45 $29,862,872
FNMA 30yr Pool#FA3682 5.500% 01-Feb-2055, 5.50%, 02/01/55 FN 3140W4CU9 - 29,208,625 $29,474,371 $29,474,371 0.44 $29,340,498
FNMA 30yr Pool#FA1560 5.500% 01-Apr-2055, 5.50%, 04/01/55 FN 3140W1WW9 - 28,364,760 $28,622,829 $28,622,829 0.43 $28,492,824
FHLMC 30yr Pool#SL0238 5.000% 01-May-2054, 5.00%, 05/01/54 FR 31427MHQ7 - 28,068,007 $27,425,621 $27,425,621 0.41 $27,308,671
FNMA 40yr Pool#BF0698 3.500% 01-Dec-2062, 3.50%, 12/01/62 FN 3140FXX49 - 30,778,854 $27,195,703 $27,195,703 0.41 $27,105,931
FHLMC 30yr Pool#SL1291 4.000% 01-Nov-2054, 4.00%, 11/01/54 FR 31427NNH8 - 28,742,389 $26,639,982 $26,639,982 0.40 $26,544,174
FNMA 30yr Pool#FA4117 4.500% 01-Sep-2051, 4.50%, 09/01/51 FN 3140W4SF5 - 27,644,083 $26,601,682 $26,601,682 0.40 $26,498,017
FNMA 30yr Pool#FA1798 4.000% 01-Aug-2052, 4.00%, 08/01/52 FN 3140W17L1 - 27,423,086 $25,423,531 $25,423,531 0.38 $25,332,121
FHLMC 30yr Pool#SL4437 6.000% 01-Sep-2054, 6.00%, 09/01/54 FR 31427R4X5 - 24,082,321 $24,780,268 $24,780,268 0.37 $24,659,857
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA2 B2 12.14319% 25-FEB-2042, 12.14%, 02/25/42 STACR 2022-DNA2 35564KSQ3 - 23,346,843 $24,268,756 $24,268,756 0.36 $24,213,630
FNMA 30yr Pool#FA5758 5.500% 01-Feb-2056, 5.50%, 02/01/56 FN 3140W6MG4 - 24,085,531 $24,216,161 $24,216,161 0.36 $24,105,769
NRM MSR-Collateralized Notes, Series 2024-FNT1 A 7.398% 25-NOV-2029, 7.40%, 11/25/31 NZES 2024-FNT1 62956YAA7 - 22,775,264 $22,907,142 $22,907,142 0.34 $22,879,060
FHLMC 30yr Pool#SD3271 5.500% 01-Jun-2053, 5.50%, 06/01/53 FR 3132DQT48 - 22,517,375 $22,650,719 $22,650,719 0.34 $22,547,514
Rithm Capital Corp. 8.5% 01-JUN-2031, 8.50%, 06/01/31 RITM 64828TAD4 - 21,732,000 $22,505,157 $22,505,157 0.34 $21,956,122
FHLMC 30yr Pool#SD3669 5.500% 01-Sep-2053, 5.50%, 09/01/53 FR 3132E0CE0 - 21,325,248 $21,442,886 $21,442,886 0.32 $21,345,145
FNMA 30yr Pool#FA4386 5.500% 01-Jan-2056, 5.50%, 01/01/56 FN 3140W42U0 - 21,027,995 $21,205,263 $21,205,263 0.32 $21,108,885
FNMA 30yr Pool#CC1195 5.000% 01-Oct-2055, 5.00%, 10/01/55 FN 3140Y7KH0 - 21,332,495 $20,932,003 $20,932,003 0.31 $20,843,117
PRET 2025-RPL3 Trust A1 4.15% 25-APR-2065, 4.15%, 04/25/65 PRET 2025-RPL3 69382RAA1 - 21,030,011 $20,431,571 $20,431,571 0.31 $20,358,842
FHLMC 30yr Pool#TB3130 5.500% 01-May-2056, 5.50%, 05/01/56 FR 3142K4PQ3 - 20,300,761 $20,388,120 $20,388,120 0.31 $20,295,075
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-DNA6 B2 11.14319% 25-OCT-2041, 11.14%, 10/25/41 STACR 2021-DNA6 35564KLV9 - 19,937,000 $20,356,253 $20,356,253 0.30 $20,116,922
RCKT Mortgage Trust 2026-CES2 A3 5.255% 25-FEB-2056, 5.25%, 02/25/56 RCKT 2026-CES2 74940EAD9 - 20,600,000 $20,142,945 $20,142,945 0.30 $20,052,734
Connecticut Avenue Securities Trust 2023-R06 1B1 7.54319% 25-JUL-2043, 7.54%, 07/25/43 CAS 2023-R06 20754EAF2 - 19,155,535 $20,091,051 $20,091,051 0.30 $20,062,955
FHLMC 30yr Pool#TB5153 5.500% 01-Jun-2056, 5.50%, 06/01/56 FR 3142K6WP2 - 19,959,444 $20,045,334 $20,045,334 0.30 $19,953,853
Figure Technology Solutions, Inc. 8.5% 31-JUL-2031, 8.50%, 07/31/31 FIGR 349381AA1 - 19,574,000 $20,027,085 $20,027,085 0.30 $19,805,246
Connecticut Avenue Securities, Series 2020-SBT1 1B1 10.50767% 25-FEB-2040, 10.51%, 02/25/40 CAS 2020-SBT1 20753VBT4 - 18,982,000 $19,549,562 $19,549,562 0.29 $19,510,779
FHLMC 30yr Pool#SD5061 5.500% 01-Mar-2054, 5.50%, 03/01/54 FR 3132DSTS1 - 19,148,299 $19,335,560 $19,335,560 0.29 $19,247,797
Structured Agency Credit Risk (STACR) Debt Notes, Series 2022-HQA1 M2 8.89319% 25-MAR-2042, 8.89%, 03/25/42 STACR 2022-HQA1 35564KTJ8 - 18,827,747 $19,287,138 $19,287,138 0.29 $19,254,580
FNMA 30yr Pool#CB7112 5.500% 01-Sep-2053, 5.50%, 09/01/53 FN 3140QS3W9 - 18,984,475 $19,089,200 $19,089,200 0.29 $19,002,188
FNMA 30yr Pool#FA5284 5.500% 01-Apr-2056, 5.50%, 04/01/56 FN 3140W52S2 - 18,994,870 $19,037,926 $19,037,926 0.28 $18,950,866
Finance of America Structured Securities Trust, 2025-S1 A1 3.5% 25-FEB-2075, 3.50%, 02/25/75 FASST 2025-S1 31741BAB0 - 19,321,879 $18,787,966 $18,787,966 0.28 $18,776,694
FNMA 40yr Pool#BF0226 3.500% 01-Jan-2058, 3.50%, 01/01/58 FN 3140FXHC9 - 20,684,629 $18,663,735 $18,663,735 0.28 $18,603,405
FINANCE OF AMERICA STRUC 3.28125% 74, 3.50%, 04/25/74 FASST 2024-S3 31739WAB8 - 18,733,557 $18,420,333 $18,420,333 0.28 $18,409,405
FNMA 40yr Pool#BF0807 3.500% 01-Apr-2064, 3.50%, 04/01/64 FN 3140FX3R1 - 20,435,528 $18,060,469 $18,060,469 0.27 $18,000,866
RFT 2026-RR1 TRUST MB 6.55%30, 6.63%, 07/27/30 RFT 2026-RR1 76201CAA8 - 17,633,757 $17,834,328 $17,834,328 0.27 $17,610,052
FNMA 40yr Pool#BF0713 4.000% 01-Mar-2063, 4.00%, 03/01/63 FN 3140FXYK2 - 18,959,683 $17,474,986 $17,474,986 0.26 $17,411,787
FHLMC 30yr Pool#QJ9063 5.000% 01-Nov-2054, 5.00%, 11/01/54 FR 3133D1B81 - 17,768,635 $17,347,090 $17,347,090 0.26 $17,273,054
SALUDA GRADE ALTERNATIVE M 5.749% 31, 5.75%, 03/25/31 GRADE 2026-RTL7 79584UAA9 - 17,370,000 $17,264,379 $17,264,379 0.26 $17,097,946
FNMA 30yr Pool#FS2863 4.000% 01-Sep-2052, 4.00%, 09/01/52 FN 3140XJFD0 - 18,278,155 $16,942,582 $16,942,582 0.25 $16,881,655
FNMA 30yr Pool#FA1549 5.500% 01-May-2055, 5.50%, 05/01/55 FN 3140W1WK5 - 16,771,657 $16,893,520 $16,893,520 0.25 $16,816,650
SALUDA GR ALT MTG TR 2025-LOC5 A1B, 5.47%, 10/25/55 GRADE 2025-LOC5 79581XAC2 - 15,693,000 $15,847,897 $15,847,897 0.24 $15,756,560
Connecticut Avenue Securities Trust 2022-R02 2B2 11.29319% 25-JAN-2042, 11.29%, 01/25/42 CAS 2022-R02 20754BAJ0 - 15,154,500 $15,551,944 $15,551,944 0.23 $15,518,666
Vontive Mortgage Trust 2025-RTL1 A1 6.507% 25-MAR-2030, 6.51%, 03/25/30 VNTV 2025-RTL1 928884AA3 - 15,444,000 $15,538,820 $15,538,820 0.23 $15,522,071
RCKT MOR 2025-CES9 FLT 2055 A1B, 5.00%, 09/25/55 RCKT 2025-CES9 74942JAB0 - 15,653,018 $15,434,216 $15,434,216 0.23 $15,369,034
UMBS TBA 30yr 5.5% September Delivery, 5.50%, 09/14/26 FNCL 01F052698 - 15,500,000 $15,338,366 $15,338,366 0.23 $15,338,366
FNMA 30yr Pool#FA1358 4.500% 01-May-2050, 4.50%, 05/01/50 FN 3140W1QL0 - 15,765,882 $15,103,401 $15,103,401 0.23 $15,044,279
FNMA 40yr Pool#BF0806 3.500% 01-Apr-2064, 3.50%, 04/01/64 FN 3140FX3Q3 - 16,687,215 $14,797,250 $14,797,250 0.22 $14,748,579
FHLMC 30yr Pool#SD0985 4.500% 01-Oct-2050, 4.50%, 10/01/50 FR 3132DNCW1 - 15,133,815 $14,563,151 $14,563,151 0.22 $14,506,399
FNMA 40yr Pool#BF0801 2.500% 01-Apr-2064, 2.50%, 04/01/64 FN 3140FX3K6 - 18,013,405 $14,530,433 $14,530,433 0.22 $14,492,905
GS Mortgage Securities MB FLTG 56, 5.04%, 11/25/56 GSMBS 2026-AH2 362984AA4 - 14,030,727 $14,046,626 $14,046,626 0.21 $14,032,867
BMP Commercial Mortgage Trust 2024-MF23 A 5.01114% 15-JUN-2041, 5.01%, 06/15/41 BMP 2024-MF23 05593JAA8 - 14,000,000 $14,038,445 $14,038,445 0.21 $14,005,316
PRET 2025-RPL1 Trust A1 4.0% 25-JUL-2069, 4.00%, 07/25/69 PRET 2025-RPL1 69392FAA5 - 14,351,540 $13,925,377 $13,925,377 0.21 $13,877,538
RCKT Mortgage Trust 2026-CES2 A2 5.055% 25-FEB-2056, 5.05%, 02/25/56 RCKT 2026-CES2 74940EAC1 - 14,268,000 $13,905,787 $13,905,787 0.21 $13,845,683
Galaxy XXVI CLO Ltd., 6.41%, 07/23/27 GLXYT 2025-1 362922AA4 - 13,800,660 $13,874,439 $13,874,439 0.21 $13,874,439
Central Park Funding Trust 2026-1 PT 7.25% 29-JUL-2028, 7.25%, 07/27/28 CPFTR 2026-1 154808AA7 - 13,800,000 $13,782,915 $13,782,915 0.21 $13,769,019
Saluda Grade Alternative Mortgage Trust 2026-HB1 A1B 5.21727% 25-APR-2056, 5.22%, 04/25/56 GRADE 2026-HB1 795939AC1 - 13,531,321 $13,565,970 $13,565,970 0.20 $13,552,243
Connecticut Avenue Securities Trust 2022-R01 1B2 9.61608% 25-DEC-2041, 9.64%, 12/25/41 CAS 2022-R01 20754LAJ8 - 13,210,585 $13,421,262 $13,421,262 0.20 $13,396,492
FHLMC 30yr Pool#SD6178 4.500% 01-Jan-2051, 4.50%, 01/01/51 FR 3132DT2K5 - 13,579,326 $13,008,725 $13,008,725 0.19 $12,957,802
FHLMC 30yr Pool#SL3988 5.000% 01-Jan-2056, 5.00%, 01/01/56 FR 31427RNE6 - 13,230,189 $12,981,807 $12,981,807 0.19 $12,926,682
FNMA 30yr Pool#FA3563 5.500% 01-Nov-2055, 5.50%, 11/01/55 FN 3140W35Z8 - 12,808,241 $12,916,216 $12,916,216 0.19 $12,857,511
FINANCE OF AMER STR TR 2024-S2 A1, 3.50%, 04/25/74 FASST 2024-S2 31739VAA2 - 13,052,210 $12,905,167 $12,905,167 0.19 $12,897,554
FNMA 30yr Pool#CC0097 5.500% 01-Mar-2055, 5.50%, 03/01/55 FN 3140Y6DB3 - 12,420,316 $12,525,020 $12,525,020 0.19 $12,468,093
GS Mortgage-Backed Securities Trust 2025-RPL3 A1 4.1% 25-JUL-2065, 4.10%, 07/25/65 GSMBS 2025-RPL3 362963AA8 - 13,089,130 $12,523,903 $12,523,903 0.19 $12,479,182
FHLMC 30yr Pool#SL4976 5.000% 01-Apr-2056, 5.00%, 04/01/56 FR 31427SQ68 - 12,775,947 $12,443,400 $12,443,400 0.19 $12,390,167
FHLMC 30yr Pool#SL4658 5.000% 01-Jan-2056, 5.00%, 01/01/56 FR 31427SE87 - 12,748,321 $12,416,186 $12,416,186 0.19 $12,363,068
Chase Mortgage Reference Notes, Series 2020-CL1 M1 6.03175% 25-OCT-2057, 6.03%, 10/25/57 CHASE 2020-CL1 46591HAG5 - 11,964,524 $12,355,257 $12,355,257 0.18 $12,341,225
Saluda Grade Alternative Mortgage Trust 2024-RTL6 A1 7.439% 25-JUL-2030, 7.44%, 07/25/30 GRADE 2024-RTL6 79585UAA8 - 12,119,343 $12,167,730 $12,167,730 0.18 $12,092,601
PRPM 2025-RCF3 LLC 5.25% 55, 5.25%, 07/25/55 PRPM 2025-RCF3 69392PAA3 - 12,143,231 $12,096,756 $12,096,756 0.18 $12,043,630
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2025-HQA1 M2 5.29319% 25-FEB-2045, 5.29%, 02/25/45 STACR 2025-HQA1 35564NHA4 - 11,998,722 $12,057,640 $12,057,640 0.18 $12,045,290
PRET 2025-RPL5 TRUST FLTG 2070 A1, 4.15%, 01/25/70 PRET 2025-RPL5 69393AAA5 - 12,185,663 $11,782,332 $11,782,332 0.18 $11,740,190
FNMA 40yr Pool#BF0731 2.500% 01-Jun-2063, 2.50%, 06/01/63 FN 3140FXY55 - 14,005,433 $11,361,840 $11,361,840 0.17 $11,332,662
Connecticut Avenue Securities Trust 2022-R06 1B2 14.24319% 25-MAY-2042, 14.24%, 05/25/42 CAS 2022-R06 20754NAR6 - 10,436,475 $11,213,832 $11,213,832 0.17 $11,184,928
Foundation Finance Trust 2025-2 B 4.94% 15-APR-2052, 4.94%, 04/15/52 FFIN 2025-2A 35042NAB1 - 11,107,560 $10,990,971 $10,990,971 0.16 $10,966,584
Connecticut Avenue Securities Trust 2022-R04 1B2 13.11608% 25-MAR-2042, 13.14%, 03/25/42 CAS 2022-R04 20753YAL6 - 10,118,401 $10,643,509 $10,643,509 0.16 $10,617,650
METRONET INFRASTRUCTURE ISSU 5.4% 55, 5.40%, 08/20/55 MNET 2025-2A 59170JAX6 - 10,600,000 $10,589,503 $10,589,503 0.16 $10,572,013
Homeward Opportunities Fund Trust 2025-RRTL1 A1 5.476% 25-MAR-2040, 5.48%, 03/25/40 HOF 2025-RRTL1 437919AA1 - 10,475,000 $10,485,985 $10,485,985 0.16 $10,476,425
TOWD POINT MORTGAGE TRUST 2025 0% 65, 4.97%, 09/25/65 TPMT 2025-FIX1 89183MAA1 - 10,465,468 $10,388,549 $10,388,549 0.16 $10,345,222
FNMA 40yr Pool#BF0783 3.500% 01-Dec-2063, 3.50%, 12/01/63 FN 3140FX2R2 - 11,482,564 $10,148,037 $10,148,037 0.15 $10,114,546
FNMA 30yr Pool#CC1844 5.500% 01-Jan-2056, 5.50%, 01/01/56 FN 3140Y8BN5 - 9,817,401 $9,900,162 $9,900,162 0.15 $9,855,166
Vista Point Securitization Trust 2025-CES2 A1 5.601% 25-AUG-2055, 5.60%, 08/25/55 VSTA 2025-CES2 92842UAA0 - 9,727,663 $9,724,965 $9,724,965 0.15 $9,679,561
FNMA 30yr Pool#FS6236 6.500% 01-Nov-2053, 6.50%, 11/01/53 FN 3140XM4W3 - 9,319,365 $9,699,082 $9,699,082 0.15 $9,648,602
TOWD PT MTG TR 2025-FIX2 FLTG A1, 5.25%, 10/25/65 TPMT 2025-FIX2 89183RAA0 - 9,683,126 $9,656,225 $9,656,225 0.14 $9,613,869
Rithm Capital Corp. 8.0% 01-APR-2029, 8.00%, 04/01/29 RITM 64828TAB8 - 9,213,000 $9,646,889 $9,646,889 0.14 $9,339,789
FIGRE TRUST 2025-HE4 FLTG 2055 C, 5.71%, 07/25/55 FIGRE 2025-HE4 31684PAC6 - 9,598,212 $9,541,785 $9,541,785 0.14 $9,496,122
FNMA 30yr Pool#FA4709 5.500% 01-Jul-2055, 5.50%, 07/01/55 FN 3140W5GT5 - 9,358,023 $9,449,540 $9,449,540 0.14 $9,406,649
Connecticut Avenue Securities Trust 2022-R07 1B2 15.64319% 25-JUN-2042, 15.64%, 06/25/42 CAS 2022-R07 20754MAL1 - 8,679,201 $9,426,205 $9,426,205 0.14 $9,399,805
RCKT MORTGAGE TRUST 2026-CES4 0% 56, 5.59%, 04/25/56 RCKT 2026-CES4 74940CAD3 - 9,483,000 $9,357,241 $9,357,241 0.14 $9,313,043
LHOME Mortgage Trust 2024-RTL5 A2 5.751% 25-SEP-2039, 5.75%, 09/25/39 LHOME 2024-RTL5 50205WAB3 - 9,325,000 $9,336,075 $9,336,075 0.14 $9,327,137
Structured Agency Credit Risk (STACR) Debt Notes, Series 2022-HQA1 B2 14.64319% 25-MAR-2042, 14.64%, 03/25/42 STACR 2022-HQA1 35564KUL1 - 8,848,740 $9,333,710 $9,333,710 0.14 $9,308,515
Huntington Bank Auto Credit-Linked Notes, Series 2024-2 B1 5.442% 20-OCT-2032, 5.44%, 10/20/32 HACLN 2024-2 44644NAG4 - 9,286,009 $9,324,490 $9,324,490 0.14 $9,309,049
SALUDA GRADE ALTERNATIVE MORT A2, 6.75%, 03/25/31 GRADE 2026-RTL7 79584UAB7 - 9,418,000 $9,307,544 $9,307,544 0.14 $9,254,584
CONNECTICUT AVENUE SECUR 5.95001% 45, 5.24%, 07/25/45 CAS 2025-R05 20753CAC4 - 9,254,000 $9,289,789 $9,289,789 0.14 $9,280,354
New Residential Mortgag MB 4.00%65, 4.00%, 12/25/65 NRZT 2026-RPL1 64832TAP1 - 9,673,000 $9,015,060 $9,015,060 0.13 $8,982,817
Connecticut Avenue Securities, Series 2021-R01 1B2 9.61608% 25-OCT-2041, 9.64%, 10/25/41 CAS 2021-R01 20754RAJ5 - 8,220,000 $8,290,935 $8,290,935 0.12 $8,275,522
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA5 M2 10.39319% 25-JUN-2042, 10.39%, 06/25/42 STACR 2022-DNA5 35564KYW3 - 7,918,000 $8,281,185 $8,281,185 0.12 $8,265,183
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA1 B2 10.74319% 25-JAN-2042, 10.74%, 01/25/42 STACR 2022-DNA1 35564KQZ5 - 8,059,000 $8,258,972 $8,258,972 0.12 $8,242,137
Freddie Mac Multiclass Certificates, Series 5164 FA 3.86608% 25-NOV-2051, 3.89%, 11/25/51 FHR 5164 3137H3PY2 - 9,162,103 $8,243,665 $8,243,665 0.12 $8,237,720
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-HQA3 B2 9.89319% 25-SEP-2041, 9.89%, 09/25/41 STACR 2021-HQA3 35564KKL2 - 8,130,878 $8,189,576 $8,189,576 0.12 $8,173,935
FNMA 30yr Pool#FS7117 6.500% 01-Feb-2054, 6.50%, 02/01/54 FN 3140XN4B7 - 7,800,782 $8,118,624 $8,118,624 0.12 $8,076,370
Aspire Mortgage Trust 2026-1 A1 4.855% 25-JAN-2066, 4.86%, 01/25/66 SPIRE 2026-1 04539FAA6 - 8,066,965 $7,952,680 $7,952,680 0.12 $7,920,043
Connecticut Avenue Securities Trust 2025-R01 1M2 5.14319% 25-JAN-2045, 5.14%, 01/25/45 CAS 2025-R01 20755JAC7 - 7,839,000 $7,849,014 $7,849,014 0.12 $7,841,174
REDWOOD FUNDING TRUST 2 AB 6.26%56, 6.26%, 11/27/56 RFT 2026-2 75805CAA0 - 7,826,665 $7,811,979 $7,811,979 0.12 $7,806,536
FNMA 30yr Pool#DH1175 5.500% 01-May-2056, 5.50%, 05/01/56 FN 3140UGJV5 - 7,819,991 $7,810,652 $7,810,652 0.12 $7,774,810
Ally Bank Auto Credit-Linked Notes, Series 2025-A C 4.844% 15-JUN-2033, 4.84%, 06/15/33 ABCLN 2025-A 02007G5F6 - 7,797,396 $7,788,622 $7,788,622 0.12 $7,771,835
FHLMC 30yr Pool#SD7417 5.500% 01-Jan-2055, 5.50%, 01/01/55 FR 3132DVG25 - 7,583,917 $7,652,917 $7,652,917 0.11 $7,618,157
Brean Asset Backed Securities Trust 2024-RM8 A1 4.5% 25-MAY-2064, 4.50%, 05/25/64 BABS 2024-RM8 10637YAA3 - 7,713,550 $7,552,897 $7,552,897 0.11 $7,547,112
RCKT Mortgage Trust 2026-CES2 A1B 4.863% 25-FEB-2056, 4.86%, 02/01/56 RCKT 2026-CES2 74940EAB3 - 7,652,437 $7,529,937 $7,529,937 0.11 $7,498,926
PRPM 2025-RPL4 A1, 3.00%, 05/25/55 PRPM 2025-RPL4 74448NAA2 - 7,815,200 $7,460,905 $7,460,905 0.11 $7,441,367
FIGRE TRUST 2025 HE4 FLTG 2055 B, 5.61%, 07/25/55 FIGRE 2025-HE4 31684PAB8 - 7,431,047 $7,388,494 $7,388,494 0.11 $7,353,766
SALUDA GR ALT MTG TR 25 RRTL1 A1, 5.32%, 10/25/40 GRADE 2025-RRTL1 79582NAA7 - 7,388,000 $7,373,566 $7,373,566 0.11 $7,340,813
Fannie Mae REMIC Trust 2022-65 FB 4.44319% 25-SEP-2052, 4.44%, 09/25/52 FNR 2022-65 3136BPCQ2 - 7,413,240 $7,333,715 $7,333,715 0.11 $7,328,226
RENEU 2026-RTL1 MB 5.93%41, 5.89%, 06/25/41 RENEU 2026-RTL1 759964AA7 - 7,339,000 $7,326,465 $7,326,465 0.11 $7,319,258
BAYVIEW OPPORTUNITY MAS MB FLTG 56, 5.80%, 07/25/56 BVCES 2026-1 07337MAC4 - 7,356,000 $7,313,817 $7,313,817 0.11 $7,278,288
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-DNA7 B2 11.44319% 25-NOV-2041, 11.44%, 11/25/41 STACR 2021-DNA7 35564KNE5 - 6,910,000 $7,050,089 $7,050,089 0.11 $7,034,714
LHOME Mortgage Trust 2024-RTL4 A2 6.092% 25-JUL-2039, 6.09%, 07/25/39 LHOME 2024-RTL4 50205PAB8 - 6,870,000 $6,885,293 $6,885,293 0.10 $6,878,318
GS Mortgage-Backed Securities Trust 2026-CES1 A2 5.272% 25-MAY-2056, 5.27%, 05/25/56 GSMBS 2026-CES1 36277LAB9 - 7,000,000 $6,879,432 $6,879,432 0.10 $6,848,678
COOPR Residential Mortgage Trust 2026-CES1 A1B 4.996% 25-FEB-2061, 5.00%, 01/01/61 COOPR 2026-CES1 21689GAB4 - 6,839,834 $6,743,138 $6,743,138 0.10 $6,714,662
COOPR Residential Mortgage Trust 2025-CES3 A1A 4.84% 25-SEP-2060, 4.84%, 09/25/60 COOPR 2025-CES3 216926AA3 - 6,701,548 $6,625,237 $6,625,237 0.10 $6,598,207
PRPM 2025-RCF3, LLC, 5.77%, 08/25/28 PRPM 2025-6 69395KAA1 - 6,538,089 $6,544,701 $6,544,701 0.10 $6,513,242
RCKT Mortgage Trust 202 MB FLTG 56, 5.85%, 08/25/56 RCKT 2026-CES8 74941AAE4 - 6,550,000 $6,543,563 $6,543,563 0.10 $6,511,648
Connecticut Avenue Securities Trust 2023-R03 2B1 9.99319% 25-APR-2043, 9.99%, 04/25/43 CAS 2023-R03 20753ACF9 - 6,026,000 $6,527,373 $6,527,373 0.10 $6,515,664
RCKT MORTGAGE TRUST 2026-CES4 0% 56, 5.39%, 04/25/56 RCKT 2026-CES4 74940CAC5 - 6,516,000 $6,410,250 $6,410,250 0.10 $6,380,960
Alterna Funding III A 6.26% 15-MAY-2039, 6.26%, 05/16/39 TAX 2024-1A 02157JAA3 - 6,381,669 $6,403,505 $6,403,505 0.10 $6,385,750
Connecticut Avenue Securities Trust 2022-R05 2B2 10.61608% 25-APR-2042, 10.64%, 04/25/42 CAS 2022-R05 20754DAJ6 - 6,153,812 $6,379,287 $6,379,287 0.10 $6,366,551
RCKT Mortgage Trust 2026-CES1 A1B 4.928% 25-JAN-2056, 4.93%, 01/25/56 RCKT 2026-CES1 74939BAB2 - 6,454,011 $6,346,082 $6,346,082 0.09 $6,319,578
FNMA 30yr Pool#FA0339 5.500% 01-Jan-2055, 5.50%, 01/01/55 FN 3140W0LV5 - 6,252,227 $6,309,111 $6,309,111 0.09 $6,280,455
RCKT Mortgage Trust 2025-CES7 A1B 5.478% 25-JUL-2055, 5.48%, 07/25/55 RCKT 2025-CES7 74943AAB8 - 6,287,062 $6,276,076 $6,276,076 0.09 $6,247,375
Mello Mortgage Capital Acceptance 2024-SD1 A1 4.0% 25-APR-2054, 4.00%, 04/25/54 MELLO 58550DAA1 - 6,288,802 $6,185,900 $6,185,900 0.09 $6,181,708
FIGRE TRUST 2025-HE6 FLTG 2055 C, 5.25%, 09/25/55 FIGRE 2025-HE6 31684NAC1 - 6,189,674 $6,082,831 $6,082,831 0.09 $6,055,777
Huntington Bank Auto Credit-Linked Notes, Series 2024-1 B1 6.153% 20-MAY-2032, 6.15%, 05/20/32 HACLN 2024-1 44644NAA7 - 5,979,096 $6,034,497 $6,034,497 0.09 $6,023,255
ACHM Trust 2024-HE1 A 6.55% 25-MAY-2039, 6.55%, 05/25/39 ACHM 2024-HE1 00449TAA3 - 5,910,711 $6,008,937 $6,008,937 0.09 $6,002,484
Acacia 2025-1 A 5.24% 15-NOV-2037, 5.24%, 11/15/37 ACACIA 2025-1 00401PAA7 - 5,913,022 $5,924,546 $5,924,546 0.09 $5,910,775
FIGRE TRUST 2026-HE4 MB FLTG 56, 5.70%, 05/25/56 FIGRE 2026-HE4 31685MAE8 - 5,964,471 $5,915,602 $5,915,602 0.09 $5,887,256
PRET 2025-RPL2 Trust A1 4.0% 25-FEB-2065, 4.00%, 08/25/64 PRET 2025-RPL2 69392LAA2 - 6,036,223 $5,908,008 $5,908,008 0.09 $5,887,887
HOMES 2026-INV1 Trust A1D 5.077% 25-AUG-2060, 5.08%, 08/25/60 HOMES 2026-INV1 43761FAD7 - 5,845,598 $5,793,865 $5,793,865 0.09 $5,742,002
Connecticut Avenue Securities, Series 2021-R02 2B2 9.81608% 25-NOV-2041, 9.84%, 11/25/41 CAS 2021-R02 20754KAJ0 - 5,616,000 $5,685,720 $5,685,720 0.09 $5,674,972
BAYVIEW OPPORTUNITY MAS MB FLTG 56, 6.09%, 07/25/56 BVCES 2026-1 07337MAE0 - 5,721,000 $5,682,996 $5,682,996 0.09 $5,653,938
RCKT Mortgage Trust 202 MB FLTG 56, 5.67%, 06/25/56 RCKT 2026-CES6 74942DAC1 - 5,700,000 $5,655,637 $5,655,637 0.08 $5,628,705
TVC Mortgage Trust 2025-RRTL1 A2 6.68% 25-APR-2040, 6.68%, 04/25/40 TVC 2025-RRTL1 900927AB0 - 5,597,000 $5,647,949 $5,647,949 0.08 $5,641,717
FNA 9, Series 2026-1 A 5.509% 15-DEC-2038, 5.51%, 04/16/46 FNH 2026-1 34411JAA8 - 5,652,096 $5,645,834 $5,645,834 0.08 $5,631,995
Brean Asset Backed Securities Trust 2024-RM9 A1 5.0% 25-SEP-2064, 5.00%, 09/25/64 BABS 2024-RM9 10638DAA8 - 5,634,917 $5,565,210 $5,565,210 0.08 $5,560,514
SF ABS ISSUER 2025-1 0%55 A2, 5.38%, 11/25/55 SFARM 2025-1A 784193AA2 - 5,750,000 $5,498,331 $5,498,331 0.08 $5,493,178
PRPM 2025-RPL3 A1 3.25% 25-APR-2055, 3.25%, 04/25/55 PRPM 2025-RPL3 69392NAA8 - 5,622,457 $5,439,490 $5,439,490 0.08 $5,424,263
FNMA 30yr Pool#CA5386 4.500% 01-Mar-2050, 4.50%, 03/01/50 FN 3140QC6Y7 - 5,692,892 $5,438,559 $5,438,559 0.08 $5,417,211
RCKT MORTGAGE TRUST 2025 5.24863% 55, 5.25%, 08/25/55 RCKT 2025-CES8 74939WAB6 - 5,424,347 $5,386,280 $5,386,280 0.08 $5,362,554
Woodward Capital Manage MB FLTG 56, 5.66%, 05/25/56 RCKT 2026-CES5 74940FAD6 - 5,400,000 $5,384,516 $5,384,516 0.08 $5,359,032
CoreWeave, Inc. 9.625% 15-JUL-2032, 9.62%, 07/15/32 CRWV 21873SAK4 - 5,961,000 $5,375,863 $5,375,863 0.08 $5,259,520
FIGRE TRUST 2025-HE6 FLTG 2055 B, 5.14%, 09/25/55 FIGRE 2025-HE6 31684NAB3 - 5,455,650 $5,363,514 $5,363,514 0.08 $5,340,128
RCKT Mortgage Trust 2025-CES12 M1 5.65% 25-DEC-2055, 5.65%, 11/25/55 RCKT 2025-CES12 749349AE6 - 5,400,000 $5,323,245 $5,323,245 0.08 $5,297,820
FIG SIX TRUST 2026-PF1 MB FLTG 56, 6.16%, 08/25/56 FIGX 2026-PF1 316935AC9 - 5,250,000 $5,280,582 $5,280,582 0.08 $5,226,726
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2023-HQA3 M1 5.49319% 25-NOV-2043, 5.49%, 11/25/43 STACR 2023-HQA3 35564K3G2 - 5,223,932 $5,251,459 $5,251,459 0.08 $5,245,880
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA4 M2 8.89319% 25-MAY-2042, 8.89%, 05/25/42 STACR 2022-DNA4 35564KXA2 - 5,050,000 $5,202,342 $5,202,342 0.08 $5,193,609
FNMA 30yr Pool#FS1578 4.000% 01-Oct-2050, 4.00%, 10/01/50 FN 3140XGXG9 - 5,547,943 $5,162,239 $5,162,239 0.08 $5,143,746
MS RES MTG LN TR 2025-SPL1 A1, 4.25%, 02/25/65 MSRM 2025-SPL1 617946AA6 - 5,432,412 $5,161,469 $5,161,469 0.08 $5,142,230
Research-Driven Pagaya Motor Asset Trust 2026-R1 (RPM 2026-R1) A 5.659% 25-JUL-2034, 5.66%, 07/25/34 RPM 2026-R1A 76089TAA8 - 5,063,233 $5,081,189 $5,081,189 0.08 $5,076,413
Ally Bank Auto Credit-Linked Notes, Series 2025-A D 4.991% 15-JUN-2033, 4.99%, 06/15/33 ABCLN 2025-A 02007G5G4 - 5,065,179 $5,058,362 $5,058,362 0.08 $5,047,127
FNMA 30yr Pool#FS0088 4.000% 01-Mar-2050, 4.00%, 03/01/50 FN 3140XFC25 - 5,397,586 $5,033,512 $5,033,512 0.08 $5,015,520
FIGRE Trust 2026-HE1 C 5.434% 25-JAN-2056, 5.43%, 01/25/56 FIGRE 2026-HE1 30249NAE7 - 5,056,772 $4,985,212 $4,985,212 0.07 $4,962,314
EFMT 2026-CES2 MB FLTG 61, 5.81%, 06/25/61 EFMT 2026-CES2 26846UAD8 - 5,000,000 $4,983,128 $4,983,128 0.07 $4,958,936
RCKT Mortgage Trust 2025-CES8 B2A 7.28202% 25-AUG-2055, 7.28%, 08/25/55 RCKT 2025-CES8 74939WAS9 - 5,040,000 $4,968,985 $4,968,985 0.07 $4,907,816
JP Morgan Mortgage Trust 2026-CES1 A3 5.332% 25-JUN-2056, 5.33%, 06/25/56 JPMMT 2026-CES1 46660BAE9 - 5,000,000 $4,923,853 $4,923,853 0.07 $4,901,636
BAYVIEW OPPORTUNITY MAS MB FLTG 56, 6.24%, 05/25/56 BVCES 2026-2 07338CAE1 - 4,900,000 $4,918,331 $4,918,331 0.07 $4,892,864
BAYVIEW OPPORTUNITY MAS MB FLTG 56, 5.99%, 05/25/56 BVCES 2026-2 07338CAD3 - 4,900,000 $4,908,679 $4,908,679 0.07 $4,884,228
Structured Agency Credit Risk (STACR) Debt Notes, Series 2018-HQA2 B2 14.75767% 25-OCT-2048, 14.76%, 10/25/48 STACR 2018-HQA2 35563XBE1 - 4,082,000 $4,907,675 $4,907,675 0.07 $4,895,961
ARIXA MORTGAGE TRUST 20 MB 6.05%31, 6.05%, 05/25/31 ARIXA 2026-RTL1 04046CAA9 - 4,919,000 $4,897,661 $4,897,661 0.07 $4,892,701
ABL 2024-RTL1 A2 7.457% 25-SEP-2029, 7.46%, 09/25/29 ABL 2024-RTL1 00092EAB4 - 4,840,000 $4,848,601 $4,848,601 0.07 $4,842,586
PRPM 2025-5 0%30, 5.73%, 07/25/30 PRPM 2025-5 69392RAA9 - 4,809,193 $4,813,766 $4,813,766 0.07 $4,790,807
RCKT Mortgage Trust 2026-CES3 A2 5.363% 25-MAR-2056, 5.36%, 03/25/56 RCKT 2026-CES3 74940LAD3 - 4,861,258 $4,790,450 $4,790,450 0.07 $4,768,724
OBX 2026-HE2 Trust MB FLTG 56, 5.24%, 06/25/56 OBX 2026-HE2 67124WAD1 - 4,746,000 $4,775,625 $4,775,625 0.07 $4,770,786
Connecticut Avenue Securities Trust 2024-R01 1B1 6.34319% 25-JAN-2044, 6.34%, 01/25/44 CAS 2024-R01 20753UAF7 - 4,595,000 $4,729,628 $4,729,628 0.07 $4,723,960
Homeward Opportunities Fund Trust 2025-RRTL2 A1 5.237% 25-AUG-2040, 5.24%, 09/25/40 HOF 2025-RRTL2 437923AA3 - 4,682,000 $4,685,383 $4,685,383 0.07 $4,681,296
Connecticut Avenue Securities Trust 2023-R05 1B1 8.39319% 25-JUN-2043, 8.39%, 06/25/43 CAS 2023-R05 207942AC7 - 4,312,000 $4,561,587 $4,561,587 0.07 $4,554,550
Structured Agency Credit Risk (STACR) Debt Notes, Series 2018-DNA3 B2 11.50767% 25-SEP-2048, 11.51%, 09/25/48 STACR 2018-DNA3 35563WBE3 - 4,000,000 $4,517,491 $4,517,491 0.07 $4,508,540
Affirm Asset Securitization Trust 2025-X2 C 4.93% 15-OCT-2030, 4.93%, 10/15/30 AFFRM 2025-X2 00835DAC6 - 4,500,000 $4,505,488 $4,505,488 0.07 $4,495,628
Connecticut Avenue Securities Trust 2023-R04 1B2 11.89319% 25-MAY-2043, 11.89%, 05/25/43 CAS 2023-R04 20754QAJ7 - 4,000,000 $4,457,617 $4,457,617 0.07 $4,448,366
FNMA 30yr Pool#DC5656 5.000% 01-Nov-2054, 5.00%, 11/01/54 FN 3140ATJA5 - 4,535,696 $4,418,910 $4,418,910 0.07 $4,400,011
EFMT 2026-CES2 MB FLTG 61, 5.91%, 06/25/61 EFMT 2026-CES2 26846UAE6 - 4,329,000 $4,320,220 $4,320,220 0.06 $4,298,914
FNMA 30yr Pool#DA5019 6.500% 01-Nov-2053, 6.50%, 11/01/53 FN 3140A5SH2 - 4,061,597 $4,245,316 $4,245,316 0.06 $4,223,316
Huntington Bank Auto Credit-Linked Notes, Series 2025-1 B 4.957% 20-MAR-2033, 4.96%, 03/21/33 HACLN 2025-1 446438SX2 - 4,233,396 $4,225,848 $4,225,848 0.06 $4,219,436
Woodward Capital Manage MB FLTG 56, 6.06%, 05/25/56 RCKT 2026-CES5 74940FAF1 - 4,250,000 $4,216,630 $4,216,630 0.06 $4,195,160
EFMT 2026-CES1 A3 5.466% 25-DEC-2060, 5.47%, 12/25/60 EFMT 2026-CES1 26846MAE4 - 4,250,000 $4,192,281 $4,192,281 0.06 $4,172,922
PRPM 2025 RCF4 LLC 4.5% 55, 4.50%, 08/25/55 PRPM 2025-RCF4 69382WAA0 - 4,207,960 $4,128,584 $4,128,584 0.06 $4,112,804
FNMA 30yr Pool#BY0337 6.500% 01-May-2053, 6.50%, 05/01/53 FN 3140NGLT5 - 3,953,885 $4,117,268 $4,117,268 0.06 $4,095,851
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-HQA4 B2 10.64319% 25-DEC-2041, 10.64%, 12/25/41 STACR 2021-HQA4 35564KPP8 - 4,000,000 $4,082,532 $4,082,532 0.06 $4,074,254
EASY STREET MORTGAGE LN 5.606%40 A1, 5.61%, 10/25/40 EASY 2025-RTL2 27786YAA6 - 4,100,000 $4,080,621 $4,080,621 0.06 $4,076,790
Vista Point Securitization Trust 2026-CES1 A3 5.376% 25-FEB-2056, 5.38%, 02/25/56 VSTA 2026-CES1 92790EAC4 - 4,169,000 $4,062,700 $4,062,700 0.06 $4,058,964
RAM 2026-1 A 5.463% 15-JUN-2046, 5.46%, 06/15/46 RAM 2026-1 74890FAA2 - 3,992,161 $3,975,456 $3,975,456 0.06 $3,965,763
OBX 2022-NQM7 Trust MB FLTG 66, 5.59%, 04/25/56 OBX 2026-CES1 67124LAD5 - 4,000,000 $3,953,902 $3,953,902 0.06 $3,935,282
GS Mortgage-Backed Securities Trust 2026-CES1 A3 5.422% 25-MAY-2056, 5.42%, 05/25/56 GSMBS 2026-CES1 36277LAC7 - 4,000,000 $3,938,736 $3,938,736 0.06 $3,920,663
JP Morgan Mortgage Trust 2026-CES1 A2 5.182% 25-JUN-2056, 5.18%, 06/25/56 JPMMT 2026-CES1 46660BAD1 - 4,000,000 $3,928,926 $3,928,926 0.06 $3,911,653
FNMA 30yr Pool#FA3788 5.500% 01-Nov-2055, 5.50%, 11/01/55 FN 3140W4F69 - 3,884,099 $3,916,842 $3,916,842 0.06 $3,899,040
Connecticut Avenue Securities Trust 2023-R08 1B1 7.19319% 25-OCT-2043, 7.19%, 10/25/43 CAS 2023-R08 20755CAF5 - 3,750,000 $3,905,245 $3,905,245 0.06 $3,900,000
EFMT 2026-CES1 A2 5.316% 25-DEC-2060, 5.32%, 12/25/60 EFMT 2026-CES1 26846MAD6 - 3,881,000 $3,822,144 $3,822,144 0.06 $3,804,951
GS Mortgage Securities MB FLTG 56, 5.49%, 11/25/56 GSMBS 2026-AH2 362984AD8 - 3,735,000 $3,746,362 $3,746,362 0.06 $3,742,373
OBX 2026-HE2 Trust MB FLTG 56, 5.44%, 06/25/56 OBX 2026-HE2 67124WAE9 - 3,678,000 $3,691,226 $3,691,226 0.06 $3,687,333
Connecticut Avenue Securities Trust 2023-R01 1B1 8.74319% 25-DEC-2042, 8.74%, 12/25/42 CAS 2023-R01 207932AF1 - 3,500,000 $3,675,526 $3,675,526 0.06 $3,669,576
Fannie Mae REMIC Trust 2020-98 AI 3.5% 25-JAN-2061, 3.50%, 01/25/61 FNR 2020-98 3136BDLE6 - 17,684,786 $3,669,536 $3,669,536 0.05 $3,617,955
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA2 B1 8.39319% 25-FEB-2042, 8.39%, 02/25/42 STACR 2022-DNA2 35564KSJ9 - 3,500,000 $3,570,955 $3,570,955 0.05 $3,565,243
FIGRE Trust 2025-HE3 B 5.71% 25-MAY-2055, 5.71%, 05/25/55 FIGRE 2025-HE3 31684LAB7 - 3,567,456 $3,558,100 $3,558,100 0.05 $3,541,125
FIGRE TRUST 2025-FL1 5.265% 55, 5.26%, 07/25/55 FIGRE 2025-FL1 31684QAA8 - 3,539,012 $3,531,567 $3,531,567 0.05 $3,516,040
FIGRE Trust 2026-HE1 B 5.183% 25-JAN-2056, 5.18%, 01/25/56 FIGRE 2026-HE1 30249NAD9 - 3,586,105 $3,522,176 $3,522,176 0.05 $3,506,687
Saluda Grade Alternative Mortgage Trust 2024-RTL5 A1 7.762% 25-APR-2030, 7.76%, 04/25/30 GRADE 2024-RTL5 A1 795935AA3 - 3,491,508 $3,510,376 $3,510,376 0.05 $3,487,792
Ginnie Mae REMIC Trust 2023-116 LF 4.93884% 20-AUG-2053, 4.94%, 08/20/53 GNR 2023-116 38384EFT7 - 3,421,640 $3,452,012 $3,452,012 0.05 $3,446,849
FNMA 30yr Pool#DA5072 6.500% 01-Nov-2053, 6.50%, 11/01/53 FN 3140A5T65 - 3,273,391 $3,407,471 $3,407,471 0.05 $3,389,740
FIGRE Trust 2025-HE3 C 5.91% 25-MAY-2055, 5.91%, 05/25/55 FIGRE 2025-HE3 31684LAC5 - 3,353,409 $3,348,086 $3,348,086 0.05 $3,331,570
GS Mortgage Securities MB FLTG 56, 5.34%, 11/25/56 GSMBS 2026-AH2 362984AC0 - 3,324,000 $3,334,530 $3,334,530 0.05 $3,331,076
Structured Agency Credit Risk (STACR) Debt Notes, Series 2023-HQA2 M2 7.49319% 25-JUN-2043, 7.49%, 06/25/43 STACR 2023-HQA2 35564K2K4 - 3,130,000 $3,272,681 $3,272,681 0.05 $3,268,121
FNMA 30yr Pool#BY0335 6.000% 01-May-2053, 6.00%, 05/01/53 FN 3140NGLR9 - 3,190,320 $3,257,989 $3,257,989 0.05 $3,242,037
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2023-DNA1 M2 9.14319% 25-MAR-2043, 9.14%, 03/25/43 STACR 2023-DNA1 35564KP94 - 3,000,000 $3,207,629 $3,207,629 0.05 $3,202,294
FINANCE OF AMERICA STRUCTURE 3.5% 74, 3.50%, 02/25/74 FASST 2024-S1 31740RAB6 - 3,219,422 $3,193,945 $3,193,945 0.05 $3,192,067
EFMT 2025-RTL1 0% 40, 5.22%, 11/25/40 EFMT 2025-RTL1 26846FAA7 - 3,108,000 $3,095,158 $3,095,158 0.05 $3,092,454
FNMA 30yr Pool#BX6124 6.500% 01-Jan-2053, 6.50%, 01/01/53 FN 3140NAYW7 - 2,907,466 $3,053,529 $3,053,529 0.05 $3,037,780
Flagship Credit Auto Trust 2023-1 C 5.43% 15-MAY-2029, 5.43%, 05/15/29 FCAT 2023-1 337955AJ7 - 3,012,698 $3,018,120 $3,018,120 0.05 $3,010,850
OBX 2026 HE1 FLTG 2056 A1B, 5.14%, 02/25/56 OBX 2026-HE1 67124BAB1 - 2,961,071 $2,972,078 $2,972,078 0.04 $2,969,117
FHLMC 30yr Pool#QH5204 6.500% 01-Nov-2053, 6.50%, 11/01/53 FR 3133CHX91 - 2,830,431 $2,958,460 $2,958,460 0.04 $2,943,129
REDAPTIVE INC AB 5.48%34, 5.48%, 07/25/34 RDAP 2026-EQ1A 75720LAA2 - 2,921,384 $2,926,809 $2,926,809 0.04 $2,924,141
GWT Commercial Mortgage Trust 2024-WLF2 A 5.33044% 15-MAY-2041, 5.33%, 05/15/41 GWT 2024-WLF2 362414AA2 - 2,900,000 $2,911,928 $2,911,928 0.04 $2,904,628
COOPR Residential Mortgage Trust 2026-CES1 A2 5.158% 25-FEB-2061, 5.16%, 02/25/61 COOPR 2026-CES1 21689GAD0 - 2,949,000 $2,886,446 $2,886,446 0.04 $2,873,771
Structured Agency Credit Risk (STACR) Debt Notes, Series 2020-DNA1 B2 9.00767% 25-JAN-2050, 9.01%, 01/25/50 STACR 2020-DNA1 35565HBE4 - 2,560,595 $2,856,314 $2,856,314 0.04 $2,851,829
FHLMC 30yr Pool#SD1111 4.000% 01-Jun-2050, 4.00%, 06/01/50 FR 3132DNGU1 - 3,010,169 $2,809,191 $2,809,191 0.04 $2,799,157
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 $2,761,368 $2,761,368 0.04 $2,758,113
RCKT MORTGAGE TRUST 2025-CE 5.16% 34, 5.16%, 07/25/34 RCKTL 2025-1A 74939RAC5 - 2,750,000 $2,743,720 $2,743,720 0.04 $2,741,355
OBX TRUST 2026-HE1 FLTG 2056 M1, 5.29%, 02/25/56 OBX 2026-HE1 67124BAD7 - 2,707,000 $2,732,479 $2,732,479 0.04 $2,729,692
Chase Mortgage Reference Notes, Series 2021-CL1 M1 4.84319% 25-FEB-2050, 4.84%, 02/25/50 CHASE 2021-CL1 46591HBX7 - 2,704,541 $2,674,419 $2,674,419 0.04 $2,671,886
Vista Point Securitization Trust 2026-CES1 A2 5.226% 25-FEB-2056, 5.23%, 02/25/56 VSTA 2026-CES1 92790EAB6 - 2,600,000 $2,533,814 $2,533,814 0.04 $2,531,549
PRPM 2026-RCF1 A2 5.206% 25-JAN-2056, 5.21%, 01/25/56 PRPM 2026-RCF1 69383VAB9 - 2,500,000 $2,457,162 $2,457,162 0.04 $2,446,316
BAYVIEW OPPORTUNITY MAS MB FLTG 56, 5.94%, 05/25/56 BVCES 2026-2 07338CAC5 - 2,450,000 $2,454,296 $2,454,296 0.04 $2,442,173
PRPM 2026-RCF1 A3 5.305% 25-JAN-2056, 5.30%, 01/25/56 PRPM 2026-RCF1 69383VAF0 - 2,500,000 $2,453,676 $2,453,676 0.04 $2,442,624
FHLMC 30yr Pool#QG2539 6.500% 01-May-2053, 6.50%, 05/01/53 FR 3133C2ZC5 - 2,365,496 $2,452,007 $2,452,007 0.04 $2,439,194
FNMA 30yr Pool#BY8533 6.500% 01-Aug-2053, 6.50%, 08/01/53 FN 3140NRPT7 - 2,286,964 $2,380,640 $2,380,640 0.04 $2,368,252
RCKT Mortgage Trust 2026-CES1 A3 5.224% 25-JAN-2056, 5.22%, 01/25/56 RCKT 2026-CES1 74939BAD8 - 2,425,000 $2,370,930 $2,370,930 0.04 $2,360,373
PRPM 2025-RCF3 LLC 5.25% 55, 5.25%, 07/25/55 PRPM 2025-RCF3 69392PAB1 - 2,380,125 $2,352,966 $2,352,966 0.04 $2,342,553
FNMA 30yr Pool#DC1302 5.000% 01-Aug-2054, 5.00%, 08/01/54 FN 3140ANNU9 - 2,397,184 $2,332,986 $2,332,986 0.03 $2,322,998
FHLMC 30yr Pool#SD3523 3.000% 01-Jun-2052, 3.00%, 06/01/52 FR 3132DQ4G8 - 2,666,678 $2,305,009 $2,305,009 0.03 $2,298,343
OBX 2022-NQM7 Trust MB FLTG 66, 5.42%, 04/25/56 OBX 2026-CES1 67124LAB9 - 2,260,250 $2,246,588 $2,246,588 0.03 $2,236,371
Ginnie Mae REMIC Trust 2017-163 LO 0.0% 16-MAY-2041, 0.00%, 05/16/41 GNR 2017-163 38380KNA9 - 2,981,721 $2,240,132 $2,240,132 0.03 $2,240,132
FIGRE Trust 2024-HE4 B 5.252% 25-SEP-2054, 5.25%, 09/25/54 FIGRE 2024-HE4 31684UAB7 - 2,253,707 $2,235,219 $2,235,219 0.03 $2,233,246
EFMT 2026-CES1 A1B 5.116% 25-DEC-2060, 5.12%, 12/25/60 EFMT 2026-CES1 26846MAB0 - 2,253,132 $2,226,592 $2,226,592 0.03 $2,216,987
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA2 M2 7.39319% 25-FEB-2042, 7.39%, 02/25/42 STACR 2022-DNA2 35564KRN1 - 2,019,120 $2,047,938 $2,047,938 0.03 $2,045,035
Connecticut Avenue Securities Trust 2024-R06 1M2 5.24319% 25-SEP-2044, 5.24%, 09/25/44 CAS 2024-R06 20755RAC9 - 2,041,090 $2,045,522 $2,045,522 0.03 $2,043,441
PRPM 2024-RCF2 A1 3.75% 25-MAR-2054, 3.75%, 03/25/54 PRPM 2024-RCF2 693987AA7 - 2,038,793 $1,989,986 $1,989,986 0.03 $1,988,712
FNMA 30yr Pool#BY0338 6.500% 01-May-2053, 6.50%, 05/01/53 FN 3140NGLU2 - 1,889,036 $1,967,049 $1,967,049 0.03 $1,956,817
FNMA 30yr Pool#DA3549 6.500% 01-Oct-2053, 6.50%, 10/01/53 FN 3140A35K5 - 1,810,487 $1,892,381 $1,892,381 0.03 $1,882,575
FNMA 30yr Pool#FS1640 4.000% 01-Apr-2052, 4.00%, 04/01/52 FN 3140XGZE2 - 2,019,375 $1,873,651 $1,873,651 0.03 $1,866,920
Chase Mortgage Reference Notes, Series 2020-CL1 M2 6.28175% 25-OCT-2057, 6.28%, 10/25/57 CHASE 2020-CL1 46591HAH3 - 1,754,950 $1,850,572 $1,850,572 0.03 $1,815,031
Bayview Opportunity Master Fund VII Trust 2024-CAR1 B 4.94319% 25-DEC-2031, 4.94%, 12/26/31 BVCLN 2024-CAR1 07336QAB8 - 1,738,075 $1,742,729 $1,742,729 0.03 $1,741,058
Chase Mortgage Reference Notes, Series 2021-CL1 M3 5.19319% 25-FEB-2050, 5.19%, 02/25/50 CHASE 2021-CL1 46591HBZ2 - 1,763,812 $1,731,358 $1,731,358 0.03 $1,729,577
Ally Bank Auto Credit-Linked Notes, Series 2024-A C 6.022% 15-MAY-2032, 6.02%, 05/17/32 ABCLN 2024-A 02007GZ63 - 1,685,425 $1,701,987 $1,701,987 0.03 $1,697,476
RCKT MORTGAGE TR 2026-CES2 M1A, 5.36%, 02/25/56 RCKT 2026-CES2 74940EAE7 - 1,723,000 $1,677,042 $1,677,042 0.03 $1,669,353
PRPM 2025-RCF3 LLC 5.25% 55, 5.25%, 07/25/55 PRPM 2025-RCF3 69392PAC9 - 1,700,000 $1,672,530 $1,672,530 0.03 $1,665,092
Chase Mortgage Reference Notes, Series 2021-CL1 M2 4.99319% 25-FEB-2050, 4.99%, 02/25/50 CHASE 2021-CL1 46591HBY5 - 1,588,918 $1,560,873 $1,560,873 0.02 $1,559,330
Foundation Finance Trust 2023-2 A 6.53% 15-JUN-2049, 6.53%, 06/15/49 FFIN 2023-2A 35042RAA4 - 1,513,664 $1,553,595 $1,553,595 0.02 $1,549,202
Santander Bank Auto Credit-Linked Notes, Series 2024-A B 5.622% 15-JUN-2032, 5.62%, 06/15/32 SBCLN 2024-A 80290CCJ1 - 1,397,563 $1,408,927 $1,408,927 0.02 $1,405,435
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 - 1,399,403 $1,404,735 $1,404,735 0.02 $1,403,152
FNMA 30yr Pool#DA0036 6.500% 01-Sep-2053, 6.50%, 09/01/53 FN 3140A0BE8 - 1,335,205 $1,389,896 $1,389,896 0.02 $1,382,663
FHLMC 30yr Pool#QG4340 6.500% 01-Jun-2053, 6.50%, 06/01/53 FR 3133C4ZD9 - 1,288,625 $1,335,753 $1,335,753 0.02 $1,328,773
FNMA 30yr Pool#BY0327 6.500% 01-May-2053, 6.50%, 05/01/53 FN 3140NGLH1 - 1,223,001 $1,273,470 $1,273,470 0.02 $1,266,845
FHF Trust 2024-1 (First Help Financial) A2 5.69% 15-FEB-2030, 5.69%, 02/15/30 FHF 2024-1A 31568AAB2 - 1,192,338 $1,198,524 $1,198,524 0.02 $1,195,508
Connecticut Avenue Securities Trust 2023-R02 1B2 11.54319% 25-JAN-2043, 11.54%, 01/25/43 CAS 2023-R02 20755AAE2 - 1,090,000 $1,189,855 $1,189,855 0.02 $1,187,409
FNMA 30yr Pool#DB3056 5.500% 01-May-2054, 5.50%, 05/01/54 FN 3140ACME0 - 1,165,512 $1,176,581 $1,176,581 0.02 $1,171,239
FIGRE TRUST 2025-HE5 FLTG 2055 B, 5.49%, 08/25/55 FIGRE 2025-HE5 31684MAB5 - 1,159,620 $1,149,212 $1,149,212 0.02 $1,143,912
EFMT 2026-CES1 M1 5.616% 25-DEC-2060, 5.62%, 12/25/60 EFMT 2026-CES1 26846MAF1 - 1,166,000 $1,147,700 $1,147,700 0.02 $1,142,243
FNMA 40yr Pool#BF0167 3.000% 01-Feb-2057, 3.00%, 02/01/57 FN 3140FXFH0 - 1,329,156 $1,123,432 $1,123,432 0.02 $1,120,109
Santander Bank Auto Credit-Linked Notes, Series 2023-B B 5.64% 15-DEC-2033, 5.64%, 12/15/33 SBCLN 2023-B 80290CCB8 - 1,091,235 $1,099,956 $1,099,956 0.02 $1,097,221
FNMA 30yr Pool#AS6811 3.000% 01-Mar-2046, 3.00%, 03/01/46 FN 3138WGR97 - 1,182,348 $1,045,985 $1,045,985 0.02 $1,043,030
FNMA 30yr Pool#BJ9181 5.000% 01-May-2048, 5.00%, 05/01/48 FN 3140HBFX1 - 1,028,698 $1,017,092 $1,017,092 0.02 $1,012,806
RCKT Mortgage Trust 2025-CES10 A1B 4.995% 25-OCT-2055, 5.00%, 11/25/55 RCKT 2025-CES10 74939LAB0 - 1,019,004 $1,004,991 $1,004,991 0.02 $1,000,750
FNMA 30yr Pool#AS7492 4.000% 01-Jul-2046, 4.00%, 07/01/46 FN 3138WHKE1 - 1,067,311 $999,443 $999,443 0.01 $995,885
FHLMC 30yr Pool#QG3885 6.500% 01-Jun-2053, 6.50%, 06/01/53 FR 3133C4J62 - 960,940 $996,083 $996,083 0.01 $990,878
Ally Bank Auto Credit-Linked Notes, Series 2024-A D 6.315% 15-MAY-2032, 6.31%, 05/17/32 ABCLN 2024-A 02007GZ71 - 963,100 $973,515 $973,515 0.01 $970,812
FREMF 2019-KF70 Mortgage Trust C 9.73423% 25-SEP-2029, 9.73%, 09/25/29 FREMF 2019-KF70 30298UAJ0 - 890,414 $888,590 $888,590 0.01 $886,904
ACHV ABS Trust 2024-1PL B 6.34% 25-APR-2031, 6.34%, 04/25/31 ACHV 2024-1PL 00092BAB0 - 847,245 $850,050 $850,050 0.01 $849,154
FNMA 30yr Pool#BY0361 6.500% 01-Jun-2053, 6.50%, 06/01/53 FN 3140NGMK3 - 814,948 $848,623 $848,623 0.01 $844,209
Bayview Opportunity Master Fund VII Trust 2024-CAR1 C 5.14319% 25-DEC-2031, 5.14%, 12/26/31 BVCLN 2024-CAR1 07336QAC6 - 845,863 $848,499 $848,499 0.01 $847,653
Structured Agency Credit Risk (STACR) Debt Notes, Series 2020-DNA2 B2 8.55767% 25-FEB-2050, 8.56%, 02/25/50 STACR 2020-DNA2 35565KBE7 - 728,791 $803,852 $803,852 0.01 $802,639
FNMA 30yr Pool#CC0990 5.000% 01-Sep-2055, 5.00%, 09/01/55 FN 3140Y7C48 - 772,562 $757,259 $757,259 0.01 $754,040
RCKT Mortgage Trust 2025-CES10 M1 5.662% 25-OCT-2055, 5.66%, 11/25/55 RCKT 2025-CES10 74939LAE4 - 763,000 $750,919 $750,919 0.01 $747,319
FNMA 30yr Pool#AB9341 3.000% 01-May-2043, 3.00%, 05/01/43 FN 31417GLX2 - 814,904 $731,666 $731,666 0.01 $729,629
FHLMC 30yr Pool#ZT1926 3.000% 01-Nov-2043, 3.00%, 11/01/43 FR 3132AED78 - 722,652 $645,816 $645,816 0.01 $644,010
Compass Datacenters Issuer II, Series 2024-1 B_2401 7.0% 25-FEB-2049, 7.00%, 02/25/49 CMPDC 2024-1A 20469AAC3 - 620,000 $622,913 $622,913 0.01 $622,190
FNMA 30yr Pool#CB6864 5.000% 01-Aug-2053, 5.00%, 08/01/53 FN 3140QSTW1 - 624,905 $612,078 $612,078 0.01 $609,474
U.S. Auto Funding 2021-1 C 2.2% 15-MAY-2026, 2.20%, 05/15/27 USAUT 2021-1A 90355EAC5 - 851,501 $608,391 $608,391 0.01 $607,558
FHLMC 30yr Pool#QG2540 6.500% 01-May-2053, 6.50%, 05/01/53 FR 3133C2ZD3 - 539,588 $560,607 $560,607 0.01 $557,684
FNMA 30yr Pool#BW0343 4.500% 01-May-2052, 4.50%, 05/01/52 FN 3140MRLZ8 - 579,461 $551,400 $551,400 0.01 $549,227
ACHM Trust 2024-HE1 B 7.26% 25-MAY-2039, 7.26%, 05/25/39 ACHM 2024-HE1 00449TAB1 - 537,337 $544,590 $544,590 0.01 $543,939
FNMA 30yr Pool#AL6842 4.000% 01-May-2045, 4.00%, 05/01/45 FN 3138EPS88 - 563,398 $531,769 $531,769 0.01 $529,891
FNMA 30yr Pool#BK9507 4.000% 01-Oct-2048, 4.00%, 10/01/48 FN 3140HPR58 - 553,429 $516,100 $516,100 0.01 $514,255
Sequoia Mortgage Trust 2013-5 A1 2.5% 25-MAY-2043, 2.50%, 05/25/43 SEMT 2013-5 81745AAA5 - 587,723 $515,107 $515,107 0.01 $513,883
FHF Issuer Trust 2023-2 (First Help Financial) A2 6.79% 15-OCT-2029, 6.79%, 10/15/29 FHF 2023-2A 30333LAB4 - 476,516 $480,322 $480,322 0.01 $478,884
FNMA 30yr Pool#AZ0869 4.000% 01-Jul-2045, 4.00%, 07/01/45 FN 3138YR6F0 - 462,341 $435,564 $435,564 0.01 $434,022
ACHV ABS Trust 2024-1PL C 6.42% 25-APR-2031, 6.42%, 04/25/31 ACHV 2024-1PL 00092BAC8 - 420,910 $422,191 $422,191 0.01 $421,741
FHLMC 15yr Pool#SB0116 2.500% 01-Nov-2034, 2.50%, 11/01/34 FR 3132CWDV3 - 439,192 $413,728 $413,728 0.01 $412,813
FNMA 30yr Pool#BV6879 4.500% 01-Apr-2052, 4.50%, 04/01/52 FN 3140MLUD0 - 400,603 $381,240 $381,240 0.01 $379,738
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-DNA5 M2 5.29319% 25-JAN-2034, 5.29%, 01/25/34 STACR 2021-DNA5 35564KHE2 - 368,728 $370,040 $370,040 0.01 $369,661
FHLMC 30yr Pool#QA8274 3.500% 01-Mar-2050, 3.50%, 03/01/50 FR 3133A3FP8 - 381,241 $342,011 $342,011 0.01 $340,899
FNMA 30yr Pool#CA4646 3.000% 01-Feb-2048, 3.00%, 02/01/48 FN 3140QCEU6 - 376,529 $334,557 $334,557 0.01 $333,616
FNMA 30yr Pool#FM3447 4.000% 01-Nov-2049, 4.00%, 11/01/49 FN 3140X6ZM6 - 339,361 $315,768 $315,768 0.00 $314,637
Connecticut Avenue Securities Trust 2022-R01 1B1 6.76608% 25-DEC-2041, 6.79%, 12/25/41 CAS 2022-R01 20754LAF6 - 310,000 $312,414 $312,414 0.00 $312,005
Hotwire Funding, Series 2021-1 B_2021_1 2.658% 20-NOV-2051, 2.66%, 11/20/51 HWIRE 2021-1 44148JAB5 - 300,000 $298,571 $298,571 0.00 $298,328
FNMA 30yr Pool#BV7632 4.500% 01-Apr-2052, 4.50%, 04/01/52 FN 3140MMPS1 - 307,698 $292,826 $292,826 0.00 $291,672
FNMA 30yr Pool#AR9225 3.000% 01-Mar-2043, 3.00%, 03/01/43 FN 3138W7HB3 - 307,063 $273,004 $273,004 0.00 $272,236
Fannie Mae REMIC Trust 2012-126 SY 0.26944% 25-NOV-2042, 0.24%, 11/25/42 FNR 2012-126 3136A9ZR2 - 473,554 $252,634 $252,634 0.00 $252,615
FNMA 30yr Pool#AS8649 3.000% 01-Jan-2047, 3.00%, 01/01/47 FN 3138WJTF5 - 286,957 $252,580 $252,580 0.00 $251,863
FHLMC 30yr Pool#ZN4240 4.500% 01-Dec-2048, 4.50%, 12/01/48 FR 3131YAV98 - 241,971 $232,848 $232,848 0.00 $231,940
FNMA 30yr Pool#BW0081 4.500% 01-Apr-2052, 4.50%, 04/01/52 FN 3140MRCT2 - 226,634 $215,658 $215,658 0.00 $214,808
FHLMC 30yr Pool#QA1615 3.500% 01-Aug-2049, 3.50%, 08/01/49 FR 31334XYL7 - 230,031 $207,493 $207,493 0.00 $206,822
Blue Bridge Funding 2023-1 A 7.37% 15-NOV-2030, 7.37%, 11/15/30 BBEF 2023-1A 09531MAA8 - 198,976 $199,912 $199,912 0.00 $199,261
FNMA 30yr Pool#MA1327 3.000% 01-Jan-2043, 3.00%, 01/01/43 FN 31418APM4 - 220,659 $197,198 $197,198 0.00 $196,646
Fannie Mae REMIC Trust 2017-9 VL 3.0% 25-JUL-2028, 3.00%, 07/25/28 FNR 2017-9 3136AVYH6 - 182,486 $181,903 $181,903 0.00 $181,447
FHLMC 15yr Pool#SB0040 2.500% 01-Dec-2033, 2.50%, 12/01/33 FR 3132CWBH6 - 187,072 $179,654 $179,654 0.00 $179,264
FNMA 30yr Pool#BO2983 3.000% 01-Sep-2049, 3.00%, 09/01/49 FN 3140JXJ58 - 185,185 $163,079 $163,079 0.00 $162,616
FNMA 30yr Pool#BV7132 4.500% 01-Apr-2052, 4.50%, 04/01/52 FN 3140ML4S6 - 159,487 $151,763 $151,763 0.00 $151,165
FNMA 30yr Pool#AB6280 3.000% 01-Sep-2042, 3.00%, 09/01/42 FN 31417C6S9 - 169,567 $151,538 $151,538 0.00 $151,114
FNMA 30yr Pool#AB7563 3.000% 01-Jan-2043, 3.00%, 01/01/43 FN 31417EMM0 - 153,213 $137,828 $137,828 0.00 $137,445
FNMA 30yr Pool#MA1229 3.000% 01-Oct-2042, 3.00%, 10/01/42 FN 31418ALK2 - 134,332 $120,865 $120,865 0.00 $120,529
GNMA II 30yr Pool#BF6874 4.500% 20-Jul-2048, 4.50%, 07/20/48 G2 3617GDT77 - 123,789 $118,677 $118,677 0.00 $118,212
Structured Agency Credit Risk (STACR) Debt Notes, Series 2023-HQA2 M1A 5.64319% 25-JUN-2043, 5.64%, 06/25/43 STACR 2023-HQA2 35564K2F5 - 115,417 $115,958 $115,958 0.00 $115,831
FNMA 20yr Pool#AB9283 3.000% 01-Apr-2038, 3.00%, 04/01/38 FN 31417GJ56 - 120,912 $112,180 $112,180 0.00 $111,878
FHLMC 30yr Pool#QH7013 6.500% 01-Dec-2053, 6.50%, 12/01/53 FR 3133CKYJ1 - 108,054 $111,946 $111,946 0.00 $111,361
GNMA II 30yr Pool#BK5879 4.500% 20-Nov-2048, 4.50%, 11/20/48 G2 3617J6Q80 - 109,458 $104,534 $104,534 0.00 $104,123
FHLMC 30yr Pool#QE0318 4.500% 01-Mar-2052, 4.50%, 03/01/52 FR 3133B9K78 - 106,674 $101,518 $101,518 0.00 $101,118
FNMA 30yr Pool#BM3282 3.500% 01-Dec-2047, 3.50%, 12/01/47 FN 3140J7UG8 - 104,961 $95,764 $95,764 0.00 $95,458
FHLMC 30yr Pool#ZT1633 4.000% 01-Mar-2047, 4.00%, 03/01/47 FR 3132ADY69 - 100,689 $94,868 $94,868 0.00 $94,532
FNMA 30yr Pool#CA0108 3.500% 01-Aug-2047, 3.50%, 08/01/47 FN 3140Q7DN4 - 97,014 $88,514 $88,514 0.00 $88,231
FNMA 30yr Pool#BV7131 4.500% 01-Apr-2052, 4.50%, 04/01/52 FN 3140ML4R8 - 87,876 $83,626 $83,626 0.00 $83,297
Fannie Mae REMIC Trust 2013-130 FN 4.10767% 25-OCT-2042, 4.11%, 10/25/42 FNR 2013-130 3136AHG53 - 77,868 $77,275 $77,275 0.00 $77,222
FHLMC 30yr Pool#ZM7926 5.000% 01-Sep-2048, 5.00%, 09/01/48 FR 3131Y2YX0 - 75,915 $75,064 $75,064 0.00 $74,748
FNMA 30yr Pool#BW0072 4.500% 01-Apr-2052, 4.50%, 04/01/52 FN 3140MRCJ4 - 74,507 $70,898 $70,898 0.00 $70,619
FHLMC 30yr Pool#QA2159 3.000% 01-Aug-2049, 3.00%, 08/01/49 FR 31334YMG9 - 73,877 $63,350 $63,350 0.00 $63,165
FNMA 30yr Pool#MA1447 3.000% 01-May-2043, 3.00%, 05/01/43 FN 31418ATD0 - 70,081 $62,308 $62,308 0.00 $62,132
FNMA 30yr Pool#AS8547 3.000% 01-Nov-2046, 3.00%, 11/01/46 FN 3138WJP93 - 69,618 $60,916 $60,916 0.00 $60,742
FNMA 30yr Pool#BD2453 3.000% 01-Jan-2047, 3.00%, 01/01/47 FN 3140F9WP6 - 62,649 $55,277 $55,277 0.00 $55,120
Sequoia Mortgage Trust 2019-CH3 A19 4.0% 25-OCT-2049, 4.00%, 09/25/49 SEMT 2019-CH3 81748GBN0 - 57,687 $52,355 $52,355 0.00 $52,163
BX Commercial Mortgage Trust 2021-21M A 4.484% 15-OCT-2036, 4.48%, 10/15/36 BX 2021-21M 05609CAA5 - 48,462 $48,551 $48,551 0.00 $48,448
Fannie Mae REMIC Trust 2006-20 GF 4.08056% 25-APR-2036, 4.11%, 04/25/36 FNR 2006-20 31395BU43 - 47,120 $46,849 $46,849 0.00 $46,816
FHLMC 15yr Pool#ZK8962 3.000% 01-Sep-2032, 3.00%, 09/01/32 FR 3131XC5X1 - 45,401 $43,753 $43,753 0.00 $43,639
Fannie Mae REMIC Trust 2010-109 BS 13.91236% 25-OCT-2040, 13.91%, 10/25/40 FNR 2010-109 31398NTM6 - 41,248 $43,643 $43,643 0.00 $43,165
Freddie Mac Multiclass Certificates, Series 3380 FM 4.32987% 15-OCT-2037, 4.34%, 10/15/37 FHR 3380 31397KTJ0 - 38,274 $38,274 $38,274 0.00 $38,200
FNMA 15yr Pool#BO5957 3.000% 01-Dec-2034, 3.00%, 12/01/34 FN 3140K1TP1 - 39,833 $37,914 $37,914 0.00 $37,815
FHLMC 15yr Pool#ZS7403 3.000% 01-May-2031, 3.00%, 05/01/31 FR 3132A8GL7 - 38,226 $37,289 $37,289 0.00 $37,193
Freddie Mac Multiclass Certificates, Series 3721 FB 4.23987% 15-SEP-2040, 4.25%, 09/15/40 FHR 3721 3137GAD20 - 36,589 $36,608 $36,608 0.00 $36,539
Ginnie Mae REMIC Trust 2008-013 FB 4.26693% 20-FEB-2038, 4.27%, 02/20/38 GNR 2008-13 38375PNL1 - 35,542 $35,494 $35,494 0.00 $35,447
FNMA 30yr Pool#BC0870 3.500% 01-Jan-2046, 3.50%, 01/01/46 FN 3140EU6G9 - 34,332 $31,305 $31,305 0.00 $31,205
Ginnie Mae REMIC Trust 2007-040 FG 4.08693% 20-JUL-2037, 4.09%, 07/20/37 GNR 2007-40 38375KZS4 - 26,970 $26,707 $26,707 0.00 $26,673
FHLMC 15yr Pool#ZK9163 3.000% 01-Jan-2033, 3.00%, 01/01/33 FR 3131XDFC4 - 26,615 $25,622 $25,622 0.00 $25,556
Ginnie Mae REMIC Trust 2004-069 CF 4.16693% 20-JUL-2034, 4.17%, 07/20/34 GNR 2004-69 38374JAT3 - 22,268 $22,248 $22,248 0.00 $22,219
FHLMC 30yr Pool#ZN2165 4.500% 01-Dec-2048, 4.50%, 12/01/48 FR 3131Y8MN2 - 22,174 $21,376 $21,376 0.00 $21,293
Fannie Mae REMIC Trust 2013-2 QF 4.23056% 25-FEB-2043, 4.26%, 02/25/43 FNR 2013-2 3136AB4P5 - 21,387 $21,318 $21,318 0.00 $21,303
Ginnie Mae REMIC Trust 2007-059 FA 4.26693% 20-OCT-2037, 4.27%, 10/20/37 GNR 2007-59 38375LPU8 - 21,287 $21,195 $21,195 0.00 $21,168
FNMA 15yr Pool#BO7717 3.000% 01-Nov-2034, 3.00%, 11/01/34 FN 3140K3SF0 - 22,008 $21,048 $21,048 0.00 $20,993
Ginnie Mae REMIC Trust 2010-133 FD 4.18368% 16-OCT-2040, 4.18%, 10/16/40 GNR 2010-133 38377MHV1 - 17,208 $17,219 $17,219 0.00 $17,189
Ginnie Mae REMIC Trust 2008-016 FC 4.26693% 20-FEB-2038, 4.27%, 02/20/38 GNR 2008-16 383742FU2 - 17,149 $17,127 $17,127 0.00 $17,105
Ginnie Mae REMIC Trust 2007-037 FW 4.07693% 20-JUN-2037, 4.08%, 06/20/37 GNR 2007-37 38375KNR9 - 16,754 $16,618 $16,618 0.00 $16,598
Ginnie Mae REMIC Trust 2005-065 FA 3.91693% 20-AUG-2035, 3.92%, 08/20/35 GNR 2005-65 38374LL25 - 16,407 $16,221 $16,221 0.00 $16,201
Ginnie Mae REMIC Trust 2004-059 FP 4.05368% 16-AUG-2034, 4.05%, 08/16/34 GNR 2004-59 38374HYS3 - 15,576 $15,538 $15,538 0.00 $15,512
FHLMC 30yr Pool#ZT0252 3.000% 01-Dec-2047, 3.00%, 12/01/47 FR 3132ACH52 - 15,648 $13,807 $13,807 0.00 $13,768
Freddie Mac Multiclass Certificates, Series 2426 FL 4.38987% 15-MAR-2032, 4.40%, 03/15/32 FHR 2426 31339W7G5 - 13,662 $13,733 $13,733 0.00 $13,706
Ginnie Mae REMIC Trust 2005-048 AF 3.96693% 20-JUN-2035, 3.97%, 06/20/35 GNR 2005-48 38374LHM6 - 13,504 $13,397 $13,397 0.00 $13,380
Fannie Mae REMIC Trust 2002-53 FK 4.13056% 25-APR-2032, 4.16%, 04/25/32 FNR 2002-53 31392EHN3 - 13,207 $13,178 $13,178 0.00 $13,169
Fannie Mae REMIC Trust 2005-83 KT 4.03056% 25-OCT-2035, 4.06%, 10/25/35 FNR 2005-83 31394FUL7 - 11,660 $11,588 $11,588 0.00 $11,580
Fannie Mae REMIC Trust 2007-89 GF 4.25056% 25-SEP-2037, 4.28%, 09/25/37 FNR 2007-89 31396XPM0 - 10,766 $10,782 $10,782 0.00 $10,775
Freddie Mac Multiclass Certificates, Series 2551 FD 4.13987% 15-JAN-2033, 4.15%, 01/15/33 FHR 2551 31393JAZ1 - 9,924 $9,926 $9,926 0.00 $9,907
FHLMC 30yr Pool#ZM2269 3.000% 01-Dec-2046, 3.00%, 12/01/46 FR 3131XVQW8 - 10,664 $9,396 $9,396 0.00 $9,370
Ginnie Mae REMIC Trust 2012-075 FP 4.06693% 20-JUL-2041, 4.07%, 07/20/41 GNR 2012-75 38378EZ55 - 9,309 $9,336 $9,336 0.00 $9,325
Arivo Acceptance Auto Loan Receivables Trust 2024-1 A 6.46% 15-APR-2028, 6.46%, 04/17/28 ARIVO 2024-1A 039943AA3 - 9,006 $9,038 $9,038 0.00 $9,012
Ginnie Mae REMIC Trust 2007-061 FA 4.26693% 20-OCT-2037, 4.27%, 10/20/37 GNR 2007-61 38375LLN8 - 8,612 $8,575 $8,575 0.00 $8,564
Fannie Mae REMIC Trust 2010-123 FL 4.16056% 25-NOV-2040, 4.19%, 11/25/40 FNR 2010-123 31398N2W3 - 7,545 $7,529 $7,529 0.00 $7,523
Freddie Mac Multiclass Certificates, Series 2410, excluding Group 6 FX 4.08987% 15-FEB-2032, 4.10%, 02/15/32 FHR 2410 31339NJN7 - 7,419 $7,419 $7,419 0.00 $7,405
FNMA 15yr Pool#AS8207 2.500% 01-Oct-2031, 2.50%, 10/01/31 FN 3138WJDM7 - 7,367 $7,083 $7,083 0.00 $7,068
Fannie Mae REMIC Trust 2012-100 FG 4.13056% 25-SEP-2042, 4.16%, 09/25/42 FNR 2012-100 3136A8QW3 - 6,821 $6,783 $6,783 0.00 $6,778
Freddie Mac Multiclass Certificates, Series 3028 FM 3.98987% 15-SEP-2035, 4.00%, 09/15/35 FHR 3028 31396AFB5 - 6,425 $6,416 $6,416 0.00 $6,404
FNMA 15yr Pool#AS7643 2.500% 01-Aug-2031, 2.50%, 08/01/31 FN 3138WHP55 - 6,636 $6,384 $6,384 0.00 $6,370
Fannie Mae REMIC Trust 2003-87 FG 4.23056% 25-SEP-2033, 4.26%, 09/25/33 FNR 2003-87 31393E4W6 - 6,313 $6,312 $6,312 0.00 $6,308
FNMA 15yr Pool#BM1036 2.500% 01-Feb-2032, 2.50%, 02/01/32 FN 3140J5EJ4 - 6,557 $6,302 $6,302 0.00 $6,289
Ginnie Mae REMIC Trust 2007-018 FD 4.06693% 20-APR-2037, 4.07%, 04/20/37 GNR 2007-18 38375JC86 - 6,289 $6,236 $6,236 0.00 $6,228
Ginnie Mae REMIC Trust 2010-006 FG 4.35368% 16-JAN-2040, 4.35%, 01/16/40 GNR 2010-6 38376TSC7 - 5,910 $5,927 $5,927 0.00 $5,917
FHLMC 15yr Pool#ZK8405 2.500% 01-Dec-2031, 2.50%, 01/22/31 FR 3131XCKS5 - 5,691 $5,463 $5,463 0.00 $5,452
Fannie Mae REMIC Trust 2002-16 VF 4.28056% 25-APR-2032, 4.31%, 04/25/32 FNR 2002-16 31392CWW0 - 5,384 $5,397 $5,397 0.00 $5,393
Fannie Mae REMIC Trust 2010-95 FB 4.13056% 25-SEP-2040, 4.16%, 09/25/40 FNR 2010-95 31398NEX8 - 4,687 $4,679 $4,679 0.00 $4,676
Freddie Mac Multiclass Certificates, Series 3738 FD 4.03987% 15-AUG-2040, 4.05%, 08/15/40 FHR 3738 3137GAYQ4 - 1,955 $1,958 $1,958 0.00 $1,955
FHLMC 30yr Pool#ZN0650 3.000% 01-Mar-2043, 3.00%, 03/01/43 FR 3131Y6WK1 - 1,016 $904 $904 0.00 $901
Freddie Mac Multiclass Certificates, Series 2469 FE 4.23987% 15-JUL-2032, 4.25%, 07/15/32 FHR 2469 31392RC58 - 548.00 $549 $549 0.00 $548
Ginnie Mae REMIC Trust 2010-125 VF 4.11693% 20-JUN-2040, 4.12%, 06/20/40 GNR 2010-125 38377JYJ6 - 283.00 $283 $283 0.00 $283
Ginnie Mae REMIC Trust 1999-27 FE 4.15368% 16-AUG-2029, 4.15%, 08/16/29 GNR 1999-27 3837H2WA3 - 180.00 $180 $180 0.00 $180
US 5YR NOTE (CBT) Dec26 DEC 26 FVZ6 FUTURES_USD - -2,080 $-219,862,500 $0 0.00 $0
US 2YR NOTE (CBT) Dec26 DEC 26 TUZ6 FUTURES_USD - 2,561 $525,605,237 $0 0.00 $0
US ULTRA BOND CBT Dec26 DEC 26 WNZ6 FUTURES_USD - -306.00 $-33,669,562 $0 0.00 $0
US 10yr Ultra Fut Dec26 DEC 26 UXYZ6 FUTURES_USD - -2,997 $-327,937,359 $0 0.00 $0
US 10YR NOTE (CBT)Dec26 DEC 26 TYZ6 FUTURES_USD - -2,561 $-275,707,656 $0 0.00 $0
UMBS TBA 30yr 3% September Delivery, 3.00%, 09/14/26 FNCL 01F030694 - -79,188,287 $-67,485,842 $-67,485,842 -1.01 $-67,485,842
UMBS TBA 30yr 4% October Delivery, 4.00%, 10/13/26 FNCL 01F0406A0 - -207,845,155 $-189,483,906 $-189,483,906 -2.84 $-189,483,906
UMBS TBA 30yr 5% September Delivery, 5.00%, 09/14/26 FNCL 01F050692 - -279,013,463 $-269,129,132 $-269,129,132 -4.03 $-269,129,132
UMBS TBA 30yr 4% September Delivery, 4.00%, 09/14/26 FNCL 01F040693 - -526,888,829 $-480,731,787 $-480,731,787 -7.19 $-480,731,787
UMBS TBA 30yr 4.5% October Delivery, 4.50%, 10/13/26 FNCL 01F0426A6 - -581,152,333 $-544,790,794 $-544,790,794 -8.15 $-544,790,794
UMBS TBA 30yr 5.5% September Delivery, 5.50%, 09/14/26 FNCL 01F052698 - -574,122,913 $-568,135,959 $-568,135,959 -8.50 $-568,135,959
SEGREGATED CASH SEGCASH $0.00 31,950,137 $31,950,137 $31,950,137 0.48 $31,950,137
ALMSUM ALMSUM $0.00 - $0 $0 0.00 $0
US DOLLARS USD MD_142224 - -2,138,683,576 $-2,138,683,576 $-2,138,683,576 -32.01 $-2,138,683,576
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.

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