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

Mortgage-Backed Securities ETF Holdings

Full Portfolio Holdings

(As of September 21, 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% October Delivery, 2.50%, 10/13/26 FNCL 01F0226A8 - 1,393,917,386 $1,116,388,434 $1,116,388,434 17.06 $1,116,388,434
GNMA II TBA 30yr 2.5% October Delivery, 2.50%, 10/20/26 G2SF 21H0226A4 - 710,603,414 $584,357,611 $584,357,611 8.93 $584,357,611
UMBS TBA 30yr 4% October Delivery, 4.00%, 10/13/26 FNCL 01F0406A0 - 377,722,000 $338,657,613 $338,657,613 5.18 $338,657,613
FNMA 30yr Pool#FA5633 4.500% 01-Sep-2053, 4.50%, 09/01/53 FN 3140W6HK1 - 314,408,679 $302,385,158 $302,385,158 4.63 $297,344,279
UMBS TBA 30yr 3% October Delivery, 3.00%, 10/13/26 FNCL 01F0306A1 - 348,803,862 $292,085,912 $292,085,912 4.47 $292,085,912
UMBS TBA 30yr 2% October Delivery, 2.00%, 10/13/26 FNCL 01F0206A2 - 360,986,255 $276,365,301 $276,365,301 4.23 $276,365,301
UMBS TBA 30yr 6% October Delivery, 6.00%, 10/13/26 FNCL 01F0606A8 - 232,421,092 $231,982,746 $231,982,746 3.55 $231,982,746
FNMA 30yr Pool#FA1943 5.500% 01-May-2055, 5.50%, 05/01/55 FN 3140W2ER8 - 198,413,556 $196,104,800 $196,104,800 3.00 $195,468,223
GNMA II TBA 30yr 5% October Delivery, 5.00%, 10/20/26 G2SF 21H0506A5 - 198,508,194 $188,655,438 $188,655,438 2.89 $188,655,438
UMBS TBA 30yr 6.5% October Delivery, 6.50%, 10/13/26 FNCL 01F0626A4 - 174,168,000 $177,754,119 $177,754,119 2.72 $177,754,119
FNMA 30yr Pool#FA6706 6.000% 01-Jun-2056, 6.00%, 06/01/56 FN 3140W7NY2 - 166,545,168 $173,186,007 $173,186,007 2.64 $167,291,101
GNMA II TBA 30yr 5.5% October Delivery, 5.50%, 10/20/26 G2SF 21H0526A1 - 164,697,000 $160,753,166 $160,753,166 2.45 $160,753,166
UMBS TBA 30yr 3.5% October Delivery, 3.50%, 10/13/26 FNCL 01F0326A7 - 178,743,000 $155,772,022 $155,772,022 2.38 $155,772,022
GNMA II TBA 30yr 3% October Delivery, 3.00%, 10/20/26 G2SF 21H0306A7 - 182,289,962 $155,751,825 $155,751,825 2.38 $155,751,825
FHLMC 30yr Pool#RJ6896 5.500% 01-Jun-2056, 5.50%, 06/01/56 FR 3142GXUW5 - 153,652,544 $151,779,675 $151,779,675 2.32 $151,286,706
FNMA 30yr Pool#FA5682 5.500% 01-May-2056, 5.50%, 05/01/56 FN 3140W6J45 - 131,746,868 $131,805,213 $131,805,213 2.01 $129,718,319
FNMA 30yr Pool#FA5419 4.500% 01-Aug-2053, 4.50%, 08/01/53 FN 3140W6AV4 - 138,634,676 $131,179,263 $131,179,263 2.00 $129,382,115
FNMA 30yr Pool#CB9787 5.000% 01-Jan-2055, 5.00%, 01/01/55 FN 3140QV2V5 - 126,364,578 $122,769,791 $122,769,791 1.87 $120,737,611
FHLMC 30yr Pool#SL6335 6.000% 01-Aug-2056, 6.00%, 08/01/56 FR 31427UBD4 - 116,413,983 $119,290,219 $119,290,219 1.82 $116,873,448
GNMA II TBA 30yr 3.5% October Delivery, 3.50%, 10/20/26 G2SF 21H0326A3 - 132,283,377 $113,467,786 $113,467,786 1.73 $113,467,786
FHLMC 30yr Pool#SL6334 6.000% 01-Jun-2056, 6.00%, 06/01/56 FR 31427UBC6 - 103,234,422 $106,041,593 $106,041,593 1.62 $103,696,796
GNMA II TBA 30yr 4.5% October Delivery, 4.50%, 10/20/26 G2SF 21H0426A2 - 114,736,488 $105,455,798 $105,455,798 1.61 $105,455,798
FNMA 30yr Pool#FA2754 4.500% 01-Jan-2049, 4.50%, 01/01/49 FN 3140W3BY4 - 109,779,857 $104,967,453 $104,967,453 1.60 $102,732,851
FHLMC 30yr Pool#SL3899 5.000% 01-Jan-2056, 5.00%, 01/01/56 FR 31427RKM1 - 108,132,907 $104,405,881 $104,405,881 1.59 $103,311,115
GNMA II TBA 30yr 4% October Delivery, 4.00%, 10/20/26 G2SF 21H0406A6 - 103,195,688 $91,527,558 $91,527,558 1.40 $91,527,558
FNMA 30yr Pool#FA5549 5.000% 01-Mar-2056, 5.00%, 03/01/56 FN 3140W6EX6 - 92,876,315 $89,587,350 $89,587,350 1.37 $88,453,901
FNMA 30yr Pool#FA5913 5.500% 01-May-2056, 5.50%, 05/01/56 FN 3140W6SB9 - 82,568,216 $81,467,400 $81,467,400 1.24 $81,202,493
FNMA 30yr Pool#FA3025 5.500% 01-Sep-2055, 5.50%, 09/01/55 FN 3140W3LF4 - 82,009,257 $81,441,454 $81,441,454 1.24 $80,657,295
FHLMC 30yr Pool#SL5254 4.500% 01-Sep-2051, 4.50%, 09/01/51 FR 31427SZU5 - 82,949,518 $79,642,557 $79,642,557 1.22 $78,447,467
FNMA 30yr Pool#FA6705 6.000% 01-Nov-2055, 6.00%, 11/01/55 FN 3140W7NX4 - 73,748,989 $75,863,242 $75,863,242 1.16 $74,040,064
FNMA 30yr Pool#FA6336 5.500% 01-Jul-2056, 5.50%, 07/01/56 FN 3140W7BE9 - 76,750,067 $75,771,272 $75,771,272 1.16 $75,525,032
FHLMC 30yr Pool#SL5145 5.000% 01-Feb-2056, 5.00%, 02/01/56 FR 31427SWF1 - 78,747,421 $75,677,633 $75,677,633 1.16 $74,997,771
FNMA 30yr Pool#FS9005 5.500% 01-Sep-2054, 5.50%, 09/01/54 FN 3140XRAF2 - 75,362,677 $75,594,182 $75,594,182 1.15 $74,154,570
FHLMC 30yr Pool#SL2464 4.500% 01-Dec-2048, 4.50%, 12/01/48 FR 31427PW26 - 77,169,313 $73,232,767 $73,232,767 1.12 $72,215,648
FHLMC 30yr Pool#RJ4363 5.500% 01-Jun-2055, 5.50%, 06/01/55 FR 3142GUZ55 - 70,164,672 $70,455,013 $70,455,013 1.08 $69,284,566
FNMA 30yr Pool#CB9331 5.500% 01-Oct-2054, 5.50%, 10/01/54 FN 3140QVLM4 - 70,473,104 $70,236,367 $70,236,367 1.07 $69,343,380
FNMA 30yr Pool#FA3036 5.500% 01-Oct-2055, 5.50%, 10/01/55 FN 3140W3LS6 - 69,020,085 $69,237,421 $69,237,421 1.06 $68,154,336
FHLMC 30yr Pool#SD1046 4.000% 01-Jul-2052, 4.00%, 07/01/52 FR 3132DNET6 - 74,431,590 $68,959,615 $68,959,615 1.05 $67,750,581
FHLMC 30yr Pool#RJ6445 5.000% 01-Apr-2056, 5.00%, 04/01/56 FR 3142GXET0 - 68,378,088 $65,547,841 $65,547,841 1.00 $64,960,654
FNMA 30yr Pool#FA3037 5.500% 01-Oct-2055, 5.50%, 10/01/55 FN 3140W3LT4 - 65,063,799 $65,207,062 $65,207,062 1.00 $64,164,268
FHLMC 30yr Pool#SL3985 5.000% 01-Jan-2056, 5.00%, 01/01/56 FR 31427RNB2 - 65,014,278 $62,576,998 $62,576,998 0.96 $62,015,918
FNMA 30yr Pool#FA0574 5.500% 01-Jan-2055, 5.50%, 01/01/55 FN 3140W0T88 - 60,761,016 $61,435,137 $61,435,137 0.94 $60,037,701
FHLMC 30yr Pool#SL4515 5.000% 01-Apr-2056, 5.00%, 04/01/56 FR 31427SAR9 - 63,653,847 $61,243,145 $61,243,145 0.94 $60,718,228
FHLMC 30yr Pool#SL6343 5.500% 01-Jan-2056, 5.50%, 01/01/56 FR 31427UBM4 - 60,531,200 $60,538,275 $60,538,275 0.92 $59,587,028
FNMA 30yr Pool#FA5446 6.000% 01-Apr-2056, 6.00%, 04/01/56 FN 3140W6BQ4 - 59,588,804 $60,352,288 $60,352,288 0.92 $60,143,727
FNMA 30yr Pool#FA4990 5.000% 01-Mar-2056, 5.00%, 03/01/56 FN 3140W5RL0 - 57,570,020 $55,969,986 $55,969,986 0.85 $55,195,394
FNMA 30yr Pool#FA4270 5.000% 01-Dec-2055, 5.00%, 12/01/55 FN 3140W4W86 - 56,599,260 $55,245,039 $55,245,039 0.84 $54,349,214
FNMA 30yr Pool#FA5046 5.000% 01-Mar-2056, 5.00%, 03/01/56 FN 3140W5TC8 - 55,639,520 $54,171,357 $54,171,357 0.83 $53,344,523
FHLMC 30yr Pool#RJ6942 5.500% 01-Jun-2056, 5.50%, 06/01/56 FR 3142GXWC7 - 54,534,774 $54,158,366 $54,158,366 0.83 $53,636,179
FHLMC 30yr Pool#SL1188 5.500% 01-Apr-2055, 5.50%, 04/01/55 FR 31427NKA6 - 53,471,835 $53,676,948 $53,676,948 0.82 $52,764,183
FNMA 30yr Pool#FA6720 6.000% 01-Jun-2056, 6.00%, 06/01/56 FN 3140W7PE4 - 48,414,448 $50,556,781 $50,556,781 0.77 $48,646,462
FHLMC 30yr Pool#SL6196 6.000% 01-Jan-2056, 6.00%, 01/01/56 FR 31427T3E4 - 48,130,581 $48,751,993 $48,751,993 0.74 $48,583,536
FNMA 30yr Pool#CB9654 5.000% 01-Dec-2054, 5.00%, 12/01/54 FN 3140QVWQ3 - 49,701,644 $48,101,819 $48,101,819 0.73 $47,488,449
FHLMC 30yr Pool#SL0239 5.000% 01-Jan-2055, 5.00%, 01/01/55 FR 31427MHR5 - 48,340,954 $46,647,344 $46,647,344 0.71 $46,188,350
FNMA 30yr Pool#FA2246 5.500% 01-Jul-2055, 5.50%, 07/01/55 FN 3140W2P88 - 46,103,956 $46,328,907 $46,328,907 0.71 $45,493,812
FHLMC 30yr Pool#SL6342 4.000% 01-Oct-2050, 4.00%, 10/01/50 FR 31427UBL6 - 49,432,042 $45,889,012 $45,889,012 0.70 $45,219,685
FNMA 30yr Pool#CC2018 5.500% 01-Feb-2056, 5.50%, 02/01/56 FN 3140Y8G42 - 45,394,381 $45,318,647 $45,318,647 0.69 $44,766,787
FNMA 30yr Pool#FA3128 5.500% 01-Oct-2055, 5.50%, 10/01/55 FN 3140W3PN3 - 44,569,542 $44,297,438 $44,297,438 0.68 $43,834,792
FNMA 30yr Pool#FA4155 5.000% 01-Jan-2056, 5.00%, 01/01/56 FN 3140W4TM9 - 44,070,007 $42,959,300 $42,959,300 0.66 $42,337,777
FNMA 30yr Pool#FA6740 5.500% 01-Sep-2054, 5.50%, 09/01/54 FN 3140W7P20 - 42,466,977 $42,459,877 $42,459,877 0.65 $41,804,572
FHLMC 30yr Pool#SD7343 5.500% 01-Jan-2055, 5.50%, 01/01/55 FR 3132DVEQ4 - 41,679,059 $41,546,002 $41,546,002 0.63 $41,098,943
FNMA 30yr Pool#FA4202 5.000% 01-Jan-2056, 5.00%, 01/01/56 FN 3140W4U47 - 42,354,242 $41,323,190 $41,323,190 0.63 $40,607,231
FNMA 30yr Pool#FS9779 5.500% 01-Nov-2054, 5.50%, 11/01/54 FN 3140XR2M6 - 38,678,603 $38,779,313 $38,779,313 0.59 $38,166,752
FNMA 40yr Pool#BF0646 2.500% 01-Jun-2062, 2.50%, 06/01/62 FN 3140FXWG3 - 45,265,984 $36,529,108 $36,529,108 0.56 $35,996,298
New Residential Mortgage LLC 6.545% 25-MAR-2032, 6.54%, 03/25/32 NZES 2025-FHT 64832EAA7 - 34,037,047 $34,315,751 $34,315,751 0.52 $34,148,672
FHLMC 30yr Pool#SL0860 5.500% 01-Apr-2055, 5.50%, 04/01/55 FR 31427M5W7 - 33,899,300 $33,737,192 $33,737,192 0.52 $33,355,875
FHLMC 30yr Pool#RJ2205 5.500% 01-Aug-2054, 5.50%, 08/01/54 FR 3142GSNX2 - 33,467,803 $33,267,138 $33,267,138 0.51 $32,931,295
FNMA 40yr Pool#BF0598 2.500% 01-Mar-2062, 2.50%, 03/01/62 FN 3140FXUY6 - 41,108,372 $33,210,932 $33,210,932 0.51 $32,693,275
FHLMC 30yr Pool#SL4452 5.000% 01-Mar-2056, 5.00%, 03/01/56 FR 31427R5N6 - 33,977,733 $33,156,697 $33,156,697 0.51 $32,642,193
FNMA 30yr Pool#CC2016 5.500% 01-Feb-2056, 5.50%, 02/01/56 FN 3140Y8G26 - 32,807,292 $32,914,319 $32,914,319 0.50 $32,395,776
ACACIA 2026-1 LLC AB 0% 41, 5.44%, 07/15/41 ACACIA 2026-1 00402VAA3 - 32,861,607 $32,720,331 $32,720,331 0.50 $32,685,571
FHLMC 30yr Pool#SL1632 4.000% 01-Nov-2053, 4.00%, 11/01/53 FR 31427NY60 - 34,443,460 $32,036,383 $32,036,383 0.49 $31,346,485
FHLMC 30yr Pool#SL6340 6.000% 01-Jun-2056, 6.00%, 06/01/56 FR 31427UBJ1 - 30,730,117 $31,929,718 $31,929,718 0.49 $30,877,383
FNMA 30yr Pool#FA0576 5.500% 01-Jan-2055, 5.50%, 01/01/55 FN 3140W0UA1 - 31,507,284 $31,601,070 $31,601,070 0.48 $31,093,955
FNMA 30yr Pool#FA3191 5.500% 01-Oct-2055, 5.50%, 10/01/55 FN 3140W3RM3 - 30,117,331 $30,582,165 $30,582,165 0.47 $29,700,947
FNMA 30yr Pool#FA4849 5.000% 01-Feb-2056, 5.00%, 02/01/56 FN 3140W5L77 - 30,507,901 $29,581,203 $29,581,203 0.45 $29,308,747
FNMA 30yr Pool#FA3682 5.500% 01-Feb-2055, 5.50%, 02/01/55 FN 3140W4CU9 - 29,117,474 $29,089,295 $29,089,295 0.44 $28,770,852
FNMA 30yr Pool#FA1560 5.500% 01-Apr-2055, 5.50%, 04/01/55 FN 3140W1WW9 - 27,788,093 $28,253,123 $28,253,123 0.43 $27,457,296
FHLMC 30yr Pool#SL0238 5.000% 01-May-2054, 5.00%, 05/01/54 FR 31427MHQ7 - 27,979,007 $27,020,668 $27,020,668 0.41 $26,733,112
FNMA 40yr Pool#BF0698 3.500% 01-Dec-2062, 3.50%, 12/01/62 FN 3140FXX49 - 30,623,591 $26,824,061 $26,824,061 0.41 $26,516,504
FHLMC 30yr Pool#SL1291 4.000% 01-Nov-2054, 4.00%, 11/01/54 FR 31427NNH8 - 28,311,263 $26,358,656 $26,358,656 0.40 $25,765,663
FNMA 30yr Pool#FA4117 4.500% 01-Sep-2051, 4.50%, 09/01/51 FN 3140W4SF5 - 27,360,486 $26,333,192 $26,333,192 0.40 $25,874,110
FNMA 30yr Pool#FA1798 4.000% 01-Aug-2052, 4.00%, 08/01/52 FN 3140W17L1 - 27,196,686 $25,138,868 $25,138,868 0.38 $24,757,599
FHLMC 30yr Pool#SL4437 6.000% 01-Sep-2054, 6.00%, 09/01/54 FR 31427R4X5 - 23,179,952 $24,514,720 $24,514,720 0.37 $23,410,809
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 $24,240,687 $24,240,687 0.37 $24,020,183
FNMA 30yr Pool#FA5758 5.500% 01-Feb-2056, 5.50%, 02/01/56 FN 3140W6MG4 - 23,965,099 $23,888,637 $23,888,637 0.36 $23,580,924
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 $22,971,084 $22,971,084 0.35 $22,844,715
Rithm Capital Corp. 8.5% 01-JUN-2031, 8.50%, 06/01/31 RITM 64828TAD4 - 21,732,000 $22,392,245 $22,392,245 0.34 $21,735,455
FHLMC 30yr Pool#SD3271 5.500% 01-Jun-2053, 5.50%, 06/01/53 FR 3132DQT48 - 22,481,525 $22,342,039 $22,342,039 0.34 $22,130,856
FHLMC 30yr Pool#SD3669 5.500% 01-Sep-2053, 5.50%, 09/01/53 FR 3132E0CE0 - 21,285,447 $21,152,251 $21,152,251 0.32 $20,946,418
FNMA 30yr Pool#FA4386 5.500% 01-Jan-2056, 5.50%, 01/01/56 FN 3140W42U0 - 20,866,991 $20,929,578 $20,929,578 0.32 $20,605,247
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 $20,414,261 $20,414,261 0.31 $20,045,335
PRET 2025-RPL3 Trust A1 4.15% 25-APR-2065, 4.15%, 04/25/65 PRET 2025-RPL3 69382RAA1 - 21,030,011 $20,353,709 $20,353,709 0.31 $20,230,070
Connecticut Avenue Securities Trust 2023-R06 1B1 7.54319% 25-JUL-2043, 7.54%, 07/25/43 CAS 2023-R06 20754EAF2 - 19,155,535 $20,150,197 $20,150,197 0.31 $20,037,813
FHLMC 30yr Pool#TB3130 5.500% 01-May-2056, 5.50%, 05/01/56 FR 3142K4PQ3 - 20,279,294 $20,114,559 $20,114,559 0.31 $19,934,985
RCKT Mortgage Trust 2026-CES2 A3 5.255% 25-FEB-2056, 5.25%, 02/25/56 RCKT 2026-CES2 74940EAD9 - 20,600,000 $20,051,379 $20,051,379 0.31 $19,898,021
Figure Technology Solutions, Inc. 8.5% 31-JUL-2031, 8.50%, 07/31/31 FIGR 349381AA1 - 19,574,000 $20,031,316 $20,031,316 0.31 $19,712,423
FHLMC 30yr Pool#TB5153 5.500% 01-Jun-2056, 5.50%, 06/01/56 FR 3142K6WP2 - 19,931,173 $19,776,471 $19,776,471 0.30 $19,592,774
Connecticut Avenue Securities, Series 2020-SBT1 1B1 10.50767% 25-FEB-2040, 10.51%, 02/25/40 CAS 2020-SBT1 20753VBT4 - 18,982,000 $19,576,912 $19,576,912 0.30 $19,421,779
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 $19,332,532 $19,332,532 0.30 $19,202,302
FHLMC 30yr Pool#SD5061 5.500% 01-Mar-2054, 5.50%, 03/01/54 FR 3132DSTS1 - 19,045,431 $19,082,166 $19,082,166 0.29 $18,830,431
FNMA 30yr Pool#CB7112 5.500% 01-Sep-2053, 5.50%, 09/01/53 FN 3140QS3W9 - 18,704,632 $18,833,575 $18,833,575 0.29 $18,406,710
FNMA 30yr Pool#FA5284 5.500% 01-Apr-2056, 5.50%, 04/01/56 FN 3140W52S2 - 18,833,057 $18,798,404 $18,798,404 0.29 $18,489,109
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 $18,783,963 $18,783,963 0.29 $18,733,243
FNMA 40yr Pool#BF0226 3.500% 01-Jan-2058, 3.50%, 01/01/58 FN 3140FXHC9 - 20,462,042 $18,514,601 $18,514,601 0.28 $18,189,907
FINANCE OF AMERICA STRUC 3.28125% 74, 3.50%, 04/25/74 FASST 2024-S3 31739WAB8 - 18,733,557 $18,448,546 $18,448,546 0.28 $18,399,371
FNMA 40yr Pool#BF0807 3.500% 01-Apr-2064, 3.50%, 04/01/64 FN 3140FX3R1 - 20,406,671 $17,793,613 $17,793,613 0.27 $17,663,488
RFT 2026-RR1 TRUST MB 6.55%30, 6.63%, 07/27/30 RFT 2026-RR1 76201CAA8 - 17,633,757 $17,599,584 $17,599,584 0.27 $17,518,383
FNMA 40yr Pool#BF0713 4.000% 01-Mar-2063, 4.00%, 03/01/63 FN 3140FXYK2 - 18,940,493 $17,232,006 $17,232,006 0.26 $17,105,423
SALUDA GRADE ALTERNATIVE M 5.749% 31, 5.75%, 03/25/31 GRADE 2026-RTL7 79584UAA9 - 17,370,000 $17,208,828 $17,208,828 0.26 $16,984,143
FHLMC 30yr Pool#QJ9063 5.000% 01-Nov-2054, 5.00%, 11/01/54 FR 3133D1B81 - 17,736,340 $17,093,217 $17,093,217 0.26 $16,935,155
FNMA 30yr Pool#FS2863 4.000% 01-Sep-2052, 4.00%, 09/01/52 FN 3140XJFD0 - 18,239,697 $16,743,032 $16,743,032 0.26 $16,601,087
FNMA 30yr Pool#FA1549 5.500% 01-May-2055, 5.50%, 05/01/55 FN 3140W1WK5 - 16,746,306 $16,670,730 $16,670,730 0.25 $16,514,783
SALUDA GR ALT MTG TR 2025-LOC5 A1B, 5.47%, 10/25/55 GRADE 2025-LOC5 79581XAC2 - 15,693,000 $15,866,344 $15,866,344 0.24 $15,799,612
Connecticut Avenue Securities Trust 2022-R02 2B2 11.29319% 25-JAN-2042, 11.29%, 01/25/42 CAS 2022-R02 20754BAJ0 - 15,154,500 $15,594,217 $15,594,217 0.24 $15,461,107
Vontive Mortgage Trust 2025-RTL1 A1 6.507% 25-MAR-2030, 6.51%, 03/25/30 VNTV 2025-RTL1 928884AA3 - 15,444,000 $15,563,480 $15,563,480 0.24 $15,488,110
RCKT MOR 2025-CES9 FLT 2055 A1B, 5.00%, 09/25/55 RCKT 2025-CES9 74942JAB0 - 15,653,018 $15,545,559 $15,545,559 0.24 $15,434,750
FNMA 30yr Pool#FA1358 4.500% 01-May-2050, 4.50%, 05/01/50 FN 3140W1QL0 - 15,319,277 $14,976,311 $14,976,311 0.23 $14,430,371
FNMA 40yr Pool#BF0806 3.500% 01-Apr-2064, 3.50%, 04/01/64 FN 3140FX3Q3 - 16,590,284 $14,588,886 $14,588,886 0.22 $14,409,412
FHLMC 30yr Pool#SD0985 4.500% 01-Oct-2050, 4.50%, 10/01/50 FR 3132DNCW1 - 14,991,660 $14,415,488 $14,415,488 0.22 $14,177,228
FNMA 40yr Pool#BF0801 2.500% 01-Apr-2064, 2.50%, 04/01/64 FN 3140FX3K6 - 17,900,778 $14,287,279 $14,287,279 0.22 $14,111,019
BMP Commercial Mortgage Trust 2024-MF23 A 5.1887% 15-JUN-2041, 5.19%, 06/15/41 BMP 2024-MF23 05593JAA8 - 14,000,000 $14,017,226 $14,017,226 0.21 $14,003,101
PRET 2025-RPL1 Trust A1 4.0% 25-JUL-2069, 4.00%, 07/25/69 PRET 2025-RPL1 69392FAA5 - 14,351,540 $13,872,596 $13,872,596 0.21 $13,791,271
RCKT Mortgage Trust 2026-CES2 A2 5.055% 25-FEB-2056, 5.05%, 02/25/56 RCKT 2026-CES2 74940EAC1 - 14,268,000 $13,816,883 $13,816,883 0.21 $13,714,706
Galaxy XXVI CLO Ltd., 4.85%, 07/23/27 GLXYT 2025-1 362922AA4 - 13,798,941 $13,798,771 $13,798,771 0.21 $13,798,771
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 $13,616,832 $13,616,832 0.21 $13,561,923
Central Park Funding Trust 2026-1 PT 7.25% 29-JUL-2028, 7.25%, 07/27/28 CPFTR 2026-1 154808AA7 - 13,715,660 $13,608,511 $13,608,511 0.21 $13,608,511
Connecticut Avenue Securities Trust 2022-R01 1B2 9.64319% 25-DEC-2041, 9.64%, 12/25/41 CAS 2022-R01 20754LAJ8 - 13,210,585 $13,459,593 $13,459,593 0.21 $13,360,510
FINANCE OF AMER STR TR 2024-S2 A1, 3.50%, 04/25/74 FASST 2024-S2 31739VAA2 - 13,052,210 $12,929,411 $12,929,411 0.20 $12,895,149
FHLMC 30yr Pool#SD6178 4.500% 01-Jan-2051, 4.50%, 01/01/51 FR 3132DT2K5 - 13,484,158 $12,883,222 $12,883,222 0.20 $12,701,735
FHLMC 30yr Pool#SL3988 5.000% 01-Jan-2056, 5.00%, 01/01/56 FR 31427RNE6 - 13,206,238 $12,804,744 $12,804,744 0.20 $12,687,149
FNMA 30yr Pool#FA3563 5.500% 01-Nov-2055, 5.50%, 11/01/55 FN 3140W35Z8 - 12,781,467 $12,747,629 $12,747,629 0.19 $12,621,144
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 $12,426,666 $12,426,666 0.19 $12,350,640
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 $12,371,807 $12,371,807 0.19 $12,315,677
FNMA 30yr Pool#CC0097 5.500% 01-Mar-2055, 5.50%, 03/01/55 FN 3140Y6DB3 - 12,311,522 $12,362,313 $12,362,313 0.19 $12,157,093
FHLMC 30yr Pool#SL4976 5.000% 01-Apr-2056, 5.00%, 04/01/56 FR 31427SQ68 - 12,552,489 $12,287,139 $12,287,139 0.19 $11,973,836
FHLMC 30yr Pool#SL4658 5.000% 01-Jan-2056, 5.00%, 01/01/56 FR 31427SE87 - 12,731,669 $12,251,408 $12,251,408 0.19 $12,144,503
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 $12,205,652 $12,205,652 0.19 $12,077,931
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 $12,102,969 $12,102,969 0.18 $12,053,572
PRPM 2025-RCF3 LLC 5.25% 55, 5.25%, 07/25/55 PRPM 2025-RCF3 69392PAA3 - 12,143,231 $12,030,894 $12,030,894 0.18 $11,940,578
PRET 2025-RPL5 TRUST FLTG 2070 A1, 4.15%, 01/25/70 PRET 2025-RPL5 69393AAA5 - 12,185,663 $11,749,224 $11,749,224 0.18 $11,677,583
FNMA 40yr Pool#BF0731 2.500% 01-Jun-2063, 2.50%, 06/01/63 FN 3140FXY55 - 13,868,669 $11,208,334 $11,208,334 0.17 $11,022,167
Connecticut Avenue Securities Trust 2022-R06 1B2 14.24319% 25-MAY-2042, 14.24%, 05/25/42 CAS 2022-R06 20754NAR6 - 10,436,475 $11,166,670 $11,166,670 0.17 $11,051,054
Connecticut Avenue Securities Trust 2022-R04 1B2 13.14319% 25-MAR-2042, 13.14%, 03/25/42 CAS 2022-R04 20753YAL6 - 10,118,401 $10,614,525 $10,614,525 0.16 $10,511,090
Foundation Finance Trust 2025-2 B 4.94% 15-APR-2052, 4.94%, 04/15/52 FFIN 2025-2A 35042NAB1 - 10,811,423 $10,606,645 $10,606,645 0.16 $10,596,260
Homeward Opportunities Fund Trust 2025-RRTL1 A1 5.476% 25-MAR-2040, 5.48%, 03/25/40 HOF 2025-RRTL1 437919AA1 - 10,475,000 $10,518,050 $10,518,050 0.16 $10,475,029
METRONET INFRASTRUCTURE ISSU 5.4% 55, 5.40%, 08/20/55 MNET 2025-2A 59170JAX6 - 10,600,000 $10,477,859 $10,477,859 0.16 $10,426,979
TOWD POINT MORTGAGE TRUST 2025 0% 65, 4.97%, 09/25/65 TPMT 2025-FIX1 89183MAA1 - 10,465,468 $10,337,542 $10,337,542 0.16 $10,263,886
Connecticut Avenue Securities Trust 2022-R07 1B2 15.64319% 25-JUN-2042, 15.64%, 06/25/42 CAS 2022-R07 20754MAL1 - 9,364,501 $10,196,781 $10,196,781 0.16 $10,082,843
FNMA 40yr Pool#BF0783 3.500% 01-Dec-2063, 3.50%, 12/01/63 FN 3140FX2R2 - 11,188,477 $10,034,878 $10,034,878 0.15 $9,684,457
FNMA 30yr Pool#CC1844 5.500% 01-Jan-2056, 5.50%, 01/01/56 FN 3140Y8BN5 - 9,790,219 $9,771,005 $9,771,005 0.15 $9,667,416
Vista Point Securitization Trust 2025-CES2 A1 5.601% 25-AUG-2055, 5.60%, 08/25/55 VSTA 2025-CES2 92842UAA0 - 9,727,663 $9,715,467 $9,715,467 0.15 $9,638,280
TOWD PT MTG TR 2025-FIX2 FLTG A1, 5.25%, 10/25/65 TPMT 2025-FIX2 89183RAA0 - 9,683,126 $9,646,529 $9,646,529 0.15 $9,574,525
FNMA 30yr Pool#FS6236 6.500% 01-Nov-2053, 6.50%, 11/01/53 FN 3140XM4W3 - 9,079,880 $9,640,833 $9,640,833 0.15 $9,316,440
FIGRE TRUST 2025-HE4 FLTG 2055 C, 5.71%, 07/25/55 FIGRE 2025-HE4 31684PAC6 - 9,598,212 $9,570,283 $9,570,283 0.15 $9,492,655
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 $9,378,679 $9,378,679 0.14 $9,277,900
LHOME Mortgage Trust 2024-RTL5 A2 5.751% 25-SEP-2039, 5.75%, 09/25/39 LHOME 2024-RTL5 50205WAB3 - 9,325,000 $9,365,304 $9,365,304 0.14 $9,325,083
FNMA 30yr Pool#FA4709 5.500% 01-Jul-2055, 5.50%, 07/01/55 FN 3140W5GT5 - 9,263,114 $9,326,063 $9,326,063 0.14 $9,158,544
RCKT MORTGAGE TRUST 2026-CES4 0% 56, 5.59%, 04/25/56 RCKT 2026-CES4 74940CAD3 - 9,483,000 $9,322,831 $9,322,831 0.14 $9,247,693
SALUDA GRADE ALTERNATIVE MORT A2, 6.75%, 03/25/31 GRADE 2026-RTL7 79584UAB7 - 9,418,000 $9,281,937 $9,281,937 0.14 $9,191,904
RCKT Mortgage Trust 2026-CES9|6.229|09/25/2056, 6.23%, 09/25/56 RCKT 2026-CES9 74940BAC7 - 9,254,000 $9,274,512 $9,274,512 0.14 $9,240,887
New Residential Mortgag MB 4.00%65, 4.00%, 12/25/65 NRZT 2026-RPL1 64832TAP1 - 9,673,000 $8,957,059 $8,957,059 0.14 $8,902,245
Huntington Bank Auto Credit-Linked Notes, Series 2024-2 B1 5.442% 20-OCT-2032, 5.44%, 10/20/32 HACLN 2024-2 44644NAG4 - 8,838,661 $8,888,293 $8,888,293 0.14 $8,843,508
Rithm Capital Corp. 8.0% 01-APR-2029, 8.00%, 04/01/29 RITM 64828TAB8 - 7,986,000 $8,332,976 $8,332,976 0.13 $8,029,508
Connecticut Avenue Securities, Series 2021-R01 1B2 9.64319% 25-OCT-2041, 9.64%, 10/25/41 CAS 2021-R01 20754RAJ5 - 8,220,000 $8,318,867 $8,318,867 0.13 $8,257,214
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 $8,308,210 $8,308,210 0.13 $8,240,870
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 $8,196,586 $8,196,586 0.13 $8,134,022
Freddie Mac Multiclass Certificates, Series 5164 FA 3.89319% 25-NOV-2051, 3.89%, 11/25/51 FHR 5164 3137H3PY2 - 9,162,103 $8,148,711 $8,148,711 0.12 $8,121,958
RCKT Mortgage Trust 2026-CES9|6.627|09/25/2056, 6.63%, 09/25/56 RCKT 2026-CES9 74940BAE3 - 8,095,000 $8,125,399 $8,125,399 0.12 $8,094,106
FNMA 30yr Pool#FS7117 6.500% 01-Feb-2054, 6.50%, 02/01/54 FN 3140XN4B7 - 7,780,695 $8,075,250 $8,075,250 0.12 $7,983,408
Aspire Mortgage Trust 2026-1 A1 4.855% 25-JAN-2066, 4.86%, 01/25/66 SPIRE 2026-1 04539FAA6 - 8,066,965 $7,919,536 $7,919,536 0.12 $7,864,052
REDWOOD FUNDING TRUST 2 AB 6.26%56, 6.26%, 11/27/56 RFT 2026-2 75805CAA0 - 7,826,665 $7,804,570 $7,804,570 0.12 $7,770,551
FNMA 30yr Pool#DH1175 5.500% 01-May-2056, 5.50%, 05/01/56 FN 3140UGJV5 - 7,811,512 $7,712,816 $7,712,816 0.12 $7,643,433
FHLMC 30yr Pool#SD7417 5.500% 01-Jan-2055, 5.50%, 01/01/55 FR 3132DVG25 - 7,448,888 $7,553,902 $7,553,902 0.12 $7,360,214
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 $7,527,463 $7,527,463 0.11 $7,501,430
RCKT Mortgage Trust 2026-CES2 A1B 4.863% 25-FEB-2056, 4.86%, 02/01/56 RCKT 2026-CES2 74940EAB3 - 7,652,437 $7,490,898 $7,490,898 0.11 $7,438,178
Ally Bank Auto Credit-Linked Notes, Series 2025-A C 4.844% 15-JUN-2033, 4.84%, 06/15/33 ABCLN 2025-A 02007G5F6 - 7,472,452 $7,437,839 $7,437,839 0.11 $7,430,801
PRPM 2025-RPL4 A1, 3.00%, 05/25/55 PRPM 2025-RPL4 74448NAA2 - 7,815,200 $7,421,340 $7,421,340 0.11 $7,388,125
FIGRE TRUST 2025 HE4 FLTG 2055 B, 5.61%, 07/25/55 FIGRE 2025-HE4 31684PAB8 - 7,431,047 $7,401,124 $7,401,124 0.11 $7,342,087
SALUDA GR ALT MTG TR 25 RRTL1 A1, 5.32%, 10/25/40 GRADE 2025-RRTL1 79582NAA7 - 7,388,000 $7,373,332 $7,373,332 0.11 $7,317,651
RENEU 2026-RTL1 MB 5.93%41, 5.89%, 06/25/41 RENEU 2026-RTL1 759964AA7 - 7,339,000 $7,314,274 $7,314,274 0.11 $7,281,843
BAYVIEW OPPORTUNITY MAS MB FLTG 56, 5.80%, 07/25/56 BVCES 2026-1 07337MAC4 - 7,356,000 $7,287,697 $7,287,697 0.11 $7,227,297
Fannie Mae REMIC Trust 2022-65 FB 4.44319% 25-SEP-2052, 4.44%, 09/25/52 FNR 2022-65 3136BPCQ2 - 7,413,240 $7,284,879 $7,284,879 0.11 $7,260,176
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 $7,052,465 $7,052,465 0.11 $6,990,965
LHOME Mortgage Trust 2024-RTL4 A2 6.092% 25-JUL-2039, 6.09%, 07/25/39 LHOME 2024-RTL4 50205PAB8 - 6,870,000 $6,905,122 $6,905,122 0.11 $6,873,732
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 $6,830,896 $6,830,896 0.10 $6,778,616
COOPR Residential Mortgage Trust 2026-CES1 A1B 4.996% 25-FEB-2061, 5.00%, 01/01/61 COOPR 2026-CES1 21689GAB4 - 6,839,834 $6,724,494 $6,724,494 0.10 $6,676,083
COOPR Residential Mortgage Trust 2025-CES3 A1A 4.84% 25-SEP-2060, 4.84%, 09/25/60 COOPR 2025-CES3 216926AA3 - 6,701,548 $6,578,470 $6,578,470 0.10 $6,532,520
PRPM 2025-6 LLC, 5.77%, 08/25/28 PRPM 2025-6 69395KAA1 - 6,538,089 $6,565,676 $6,565,676 0.10 $6,512,196
Connecticut Avenue Securities Trust 2023-R03 2B1 9.99319% 25-APR-2043, 9.99%, 04/25/43 CAS 2023-R03 20753ACF9 - 6,026,000 $6,555,581 $6,555,581 0.10 $6,508,744
RCKT Mortgage Trust 202 MB FLTG 56, 5.85%, 08/25/56 RCKT 2026-CES8 74941AAE4 - 6,550,000 $6,482,501 $6,482,501 0.10 $6,428,245
Connecticut Avenue Securities Trust 2022-R05 2B2 10.64319% 25-APR-2042, 10.64%, 04/25/42 CAS 2022-R05 20754DAJ6 - 6,153,812 $6,397,060 $6,397,060 0.10 $6,346,119
RCKT MORTGAGE TRUST 2026-CES4 0% 56, 5.39%, 04/25/56 RCKT 2026-CES4 74940CAC5 - 6,516,000 $6,372,735 $6,372,735 0.10 $6,322,943
RCKT Mortgage Trust 2026-CES1 A1B 4.928% 25-JAN-2056, 4.93%, 01/25/56 RCKT 2026-CES1 74939BAB2 - 6,454,011 $6,329,448 $6,329,448 0.10 $6,284,391
RCKT Mortgage Trust 2025-CES7 A1B 5.478% 25-JUL-2055, 5.48%, 07/25/55 RCKT 2025-CES7 74943AAB8 - 6,287,062 $6,288,821 $6,288,821 0.10 $6,240,030
Alterna Funding III A 6.26% 15-MAY-2039, 6.26%, 05/16/39 TAX 2024-1A 02157JAA3 - 6,264,661 $6,287,187 $6,287,187 0.10 $6,279,561
FNMA 30yr Pool#FA0339 5.500% 01-Jan-2055, 5.50%, 01/01/55 FN 3140W0LV5 - 6,117,128 $6,227,689 $6,227,689 0.10 $6,044,308
UMBS TBA 30yr 4.5% October Delivery, 4.50%, 10/13/26 FNCL 01F0426A6 - 6,717,237 $6,195,193 $6,195,193 0.09 $6,195,193
Mello Mortgage Capital Acceptance 2024-SD1 A1 4.0% 25-APR-2054, 4.00%, 04/25/54 MELLO 58550DAA1 - 6,288,802 $6,181,664 $6,181,664 0.09 $6,162,798
FIGRE TRUST 2025-HE6 FLTG 2055 C, 5.25%, 09/25/55 FIGRE 2025-HE6 31684NAC1 - 6,189,674 $6,117,375 $6,117,375 0.09 $6,071,383
ACHM Trust 2024-HE1 A 6.55% 25-MAY-2039, 6.55%, 05/25/39 ACHM 2024-HE1 00449TAA3 - 5,910,711 $6,009,789 $6,009,789 0.09 $5,980,753
FIGRE TRUST 2026-HE4 MB FLTG 56, 5.70%, 05/25/56 FIGRE 2026-HE4 31685MAE8 - 5,964,471 $5,911,102 $5,911,102 0.09 $5,862,913
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 - 5,850,947 $5,896,408 $5,896,408 0.09 $5,871,410
PRET 2025-RPL2 Trust A1 4.0% 25-FEB-2065, 4.00%, 08/25/64 PRET 2025-RPL2 69392LAA2 - 6,036,223 $5,878,762 $5,878,762 0.09 $5,844,557
HOMES 2026-INV1 Trust A1D 5.077% 25-AUG-2060, 5.08%, 08/25/60 HOMES 2026-INV1 43761FAD7 - 5,845,598 $5,765,944 $5,765,944 0.09 $5,696,769
Huntington Bank Auto Credit-Linked Notes, Series 2024-1 B1 6.153% 20-MAY-2032, 6.15%, 05/20/32 HACLN 2024-1 44644NAA7 - 5,649,621 $5,710,866 $5,710,866 0.09 $5,678,277
Connecticut Avenue Securities, Series 2021-R02 2B2 9.84319% 25-NOV-2041, 9.84%, 11/25/41 CAS 2021-R02 20754KAJ0 - 5,616,000 $5,702,957 $5,702,957 0.09 $5,659,962
TVC Mortgage Trust 2025-RRTL1 A2 6.68% 25-APR-2040, 6.68%, 04/25/40 TVC 2025-RRTL1 900927AB0 - 5,597,000 $5,655,280 $5,655,280 0.09 $5,627,239
RCKT Mortgage Trust 202 MB FLTG 56, 5.67%, 06/25/56 RCKT 2026-CES6 74942DAC1 - 5,700,000 $5,622,513 $5,622,513 0.09 $5,576,728
BAYVIEW OPPORTUNITY MAS MB FLTG 56, 6.09%, 07/25/56 BVCES 2026-1 07337MAE0 - 5,721,000 $5,605,383 $5,605,383 0.09 $5,555,985
Acacia 2025-1 A 5.24% 15-NOV-2037, 5.24%, 11/15/37 ACACIA 2025-1 00401PAA7 - 5,606,334 $5,605,076 $5,605,076 0.09 $5,599,364
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 $5,544,596 $5,544,596 0.08 $5,523,465
SF ABS ISSUER 2025-1 0%55 A2, 5.38%, 11/25/55 SFARM 2025-1A 784193AA2 - 5,750,000 $5,450,786 $5,450,786 0.08 $5,427,597
PRPM 2025-RPL3 A1 3.25% 25-APR-2055, 3.25%, 04/25/55 PRPM 2025-RPL3 69392NAA8 - 5,622,457 $5,437,899 $5,437,899 0.08 $5,412,013
RCKT MORTGAGE TRUST 2025 5.24863% 55, 5.25%, 08/25/55 RCKT 2025-CES8 74939WAB6 - 5,424,347 $5,408,795 $5,408,795 0.08 $5,368,462
FIGRE TRUST 2025-HE6 FLTG 2055 B, 5.14%, 09/25/55 FIGRE 2025-HE6 31684NAB3 - 5,455,650 $5,385,668 $5,385,668 0.08 $5,345,911
FNMA 30yr Pool#CA5386 4.500% 01-Mar-2050, 4.50%, 03/01/50 FN 3140QC6Y7 - 5,439,468 $5,381,284 $5,381,284 0.08 $5,092,234
Woodward Capital Manage MB FLTG 56, 5.66%, 05/25/56 RCKT 2026-CES5 74940FAD6 - 5,400,000 $5,342,927 $5,342,927 0.08 $5,299,605
CoreWeave, Inc. 9.625% 15-JUL-2032, 9.62%, 07/15/32 CRWV 21873SAK4 - 5,961,000 $5,327,966 $5,327,966 0.08 $5,178,155
RCKT Mortgage Trust 2025-CES12 M1 5.65% 25-DEC-2055, 5.65%, 11/25/55 RCKT 2025-CES12 749349AE6 - 5,400,000 $5,298,508 $5,298,508 0.08 $5,255,285
FNA 9, Series 2026-1 A 5.509% 15-DEC-2038, 5.51%, 04/16/46 FNH 2026-1 34411JAA8 - 5,335,027 $5,295,944 $5,295,944 0.08 $5,290,229
FIG SIX TRUST 2026-PF1 MB FLTG 56, 6.16%, 08/25/56 FIGX 2026-PF1 316935AC9 - 5,209,134 $5,175,849 $5,175,849 0.08 $5,130,427
MS RES MTG LN TR 2025-SPL1 A1, 4.25%, 02/25/65 MSRM 2025-SPL1 617946AA6 - 5,432,412 $5,167,110 $5,167,110 0.08 $5,134,402
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 $5,083,257 $5,083,257 0.08 $5,061,767
RCKT Mortgage Trust 2025-CES8 B2A 7.28202% 25-AUG-2055, 7.28%, 08/25/55 RCKT 2025-CES8 74939WAS9 - 5,040,000 $4,974,707 $4,974,707 0.08 $4,892,129
FIGRE Trust 2026-HE1 C 5.434% 25-JAN-2056, 5.43%, 01/25/56 FIGRE 2026-HE1 30249NAE7 - 5,056,772 $4,961,940 $4,961,940 0.08 $4,923,012
EFMT 2026-CES2 MB FLTG 61, 5.81%, 06/25/61 EFMT 2026-CES2 26846UAD8 - 5,000,000 $4,955,283 $4,955,283 0.08 $4,914,158
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 $4,928,972 $4,928,972 0.08 $4,882,118
JP Morgan Mortgage Trust 2026-CES1 A3 5.332% 25-JUN-2056, 5.33%, 06/25/56 JPMMT 2026-CES1 46660BAE9 - 5,000,000 $4,883,047 $4,883,047 0.07 $4,845,278
ARIXA MORTGAGE TRUST 20 MB 6.05%31, 6.05%, 05/25/31 ARIXA 2026-RTL1 04046CAA9 - 4,919,000 $4,874,524 $4,874,524 0.07 $4,852,200
ABL 2024-RTL1 A2 7.457% 25-SEP-2029, 7.46%, 09/25/29 ABL 2024-RTL1 00092EAB4 - 4,840,000 $4,868,150 $4,868,150 0.07 $4,841,081
BAYVIEW OPPORTUNITY MAS MB FLTG 56, 5.99%, 05/25/56 BVCES 2026-2 07338CAD3 - 4,900,000 $4,867,387 $4,867,387 0.07 $4,825,820
BAYVIEW OPPORTUNITY MAS MB FLTG 56, 6.24%, 05/25/56 BVCES 2026-2 07338CAE1 - 4,900,000 $4,864,595 $4,864,595 0.07 $4,821,300
Ally Bank Auto Credit-Linked Notes, Series 2025-A D 4.991% 15-JUN-2033, 4.99%, 06/15/33 ABCLN 2025-A 02007G5G4 - 4,854,096 $4,834,343 $4,834,343 0.07 $4,829,633
PRPM 2025-5 0%30, 5.73%, 07/25/30 PRPM 2025-5 69392RAA9 - 4,809,193 $4,829,167 $4,829,167 0.07 $4,790,136
OBX 2026-HE2 Trust MB FLTG 56, 5.24%, 06/25/56 OBX 2026-HE2 67124WAD1 - 4,746,000 $4,773,203 $4,773,203 0.07 $4,753,849
RCKT Mortgage Trust 2026-CES3 A2 5.363% 25-MAR-2056, 5.36%, 03/25/56 RCKT 2026-CES3 74940LAD3 - 4,861,258 $4,752,089 $4,752,089 0.07 $4,715,155
Connecticut Avenue Securities Trust 2024-R01 1B1 6.34319% 25-JAN-2044, 6.34%, 01/25/44 CAS 2024-R01 20753UAF7 - 4,595,000 $4,743,301 $4,743,301 0.07 $4,720,631
Homeward Opportunities Fund Trust 2025-RRTL2 A1 5.237% 25-AUG-2040, 5.24%, 09/25/40 HOF 2025-RRTL2 437923AA3 - 4,682,000 $4,692,553 $4,692,553 0.07 $4,674,163
Connecticut Avenue Securities Trust 2023-R05 1B1 8.39319% 25-JUN-2043, 8.39%, 06/25/43 CAS 2023-R05 207942AC7 - 4,312,000 $4,586,144 $4,586,144 0.07 $4,557,995
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 $4,539,547 $4,539,547 0.07 $4,503,746
Affirm Asset Securitization Trust 2025-X2 C 4.93% 15-OCT-2030, 4.93%, 10/15/30 AFFRM 2025-X2 00835DAC6 - 4,500,000 $4,499,993 $4,499,993 0.07 $4,495,679
Connecticut Avenue Securities Trust 2023-R04 1B2 11.89319% 25-MAY-2043, 11.89%, 05/25/43 CAS 2023-R04 20754QAJ7 - 4,000,000 $4,479,250 $4,479,250 0.07 $4,442,249
FNMA 30yr Pool#DC5656 5.000% 01-Nov-2054, 5.00%, 11/01/54 FN 3140ATJA5 - 4,529,483 $4,356,057 $4,356,057 0.07 $4,317,735
EFMT 2026-CES2 MB FLTG 61, 5.91%, 06/25/61 EFMT 2026-CES2 26846UAE6 - 4,329,000 $4,298,273 $4,298,273 0.07 $4,262,053
FNMA 30yr Pool#DA5019 6.500% 01-Nov-2053, 6.50%, 11/01/53 FN 3140A5SH2 - 4,057,532 $4,215,511 $4,215,511 0.06 $4,174,061
EFMT 2026-CES1 A3 5.466% 25-DEC-2060, 5.47%, 12/25/60 EFMT 2026-CES1 26846MAE4 - 4,250,000 $4,201,555 $4,201,555 0.06 $4,168,645
Woodward Capital Manage MB FLTG 56, 6.06%, 05/25/56 RCKT 2026-CES5 74940FAF1 - 4,250,000 $4,161,585 $4,161,585 0.06 $4,125,086
PRPM 2025 RCF4 LLC 4.5% 55, 4.50%, 08/25/55 PRPM 2025-RCF4 69382WAA0 - 4,207,960 $4,114,950 $4,114,950 0.06 $4,088,124
SWVP Trust 2026-PNCL C 5.8% 15-OCT-2043, 5.80%, 10/15/43 SWVP 2026-PNCL 78504YAE2 - 4,090,000 $4,090,000 $4,090,000 0.06 $4,090,000
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 $4,088,900 $4,088,900 0.06 $4,055,788
FNMA 30yr Pool#BY0337 6.500% 01-May-2053, 6.50%, 05/01/53 FN 3140NGLT5 - 3,935,641 $4,086,909 $4,086,909 0.06 $4,032,325
EASY STREET MORTGAGE LN 5.606%40 A1, 5.61%, 10/25/40 EASY 2025-RTL2 27786YAA6 - 4,100,000 $4,076,311 $4,076,311 0.06 $4,059,073
Huntington Bank Auto Credit-Linked Notes, Series 2025-1 B 4.957% 20-MAR-2033, 4.96%, 03/21/33 HACLN 2025-1 446438SX2 - 4,067,456 $4,062,223 $4,062,223 0.06 $4,043,615
Vista Point Securitization Trust 2026-CES1 A3 5.376% 25-FEB-2056, 5.38%, 02/25/56 VSTA 2026-CES1 92790EAC4 - 4,169,000 $4,058,925 $4,058,925 0.06 $4,042,116
OBX 2022-NQM7 Trust MB FLTG 66, 5.59%, 04/25/56 OBX 2026-CES1 67124LAD5 - 4,000,000 $3,937,300 $3,937,300 0.06 $3,905,646
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 $3,934,246 $3,934,246 0.06 $3,903,521
Connecticut Avenue Securities Trust 2023-R08 1B1 7.19319% 25-OCT-2043, 7.19%, 10/25/43 CAS 2023-R08 20755CAF5 - 3,750,000 $3,931,856 $3,931,856 0.06 $3,910,876
JP Morgan Mortgage Trust 2026-CES1 A2 5.182% 25-JUN-2056, 5.18%, 06/25/56 JPMMT 2026-CES1 46660BAD1 - 4,000,000 $3,901,804 $3,901,804 0.06 $3,872,440
RAM 2026-1 A 5.463% 15-JUN-2046, 5.46%, 06/15/46 RAM 2026-1 74890FAA2 - 3,934,456 $3,883,276 $3,883,276 0.06 $3,879,096
FNMA 30yr Pool#FA3788 5.500% 01-Nov-2055, 5.50%, 11/01/55 FN 3140W4F69 - 3,871,433 $3,865,761 $3,865,761 0.06 $3,822,872
EFMT 2026-CES1 A2 5.316% 25-DEC-2060, 5.32%, 12/25/60 EFMT 2026-CES1 26846MAD6 - 3,881,000 $3,827,231 $3,827,231 0.06 $3,798,003
GS Mortgage Securities MB FLTG 56, 5.49%, 11/25/56 GSMBS 2026-AH2 362984AD8 - 3,735,000 $3,754,939 $3,754,939 0.06 $3,738,981
OBX 2026-HE2 Trust MB FLTG 56, 5.44%, 06/25/56 OBX 2026-HE2 67124WAE9 - 3,678,000 $3,703,668 $3,703,668 0.06 $3,688,097
Connecticut Avenue Securities Trust 2023-R01 1B1 8.74319% 25-DEC-2042, 8.74%, 12/25/42 CAS 2023-R01 207932AF1 - 3,500,000 $3,692,160 $3,692,160 0.06 $3,668,359
Fannie Mae REMIC Trust 2020-98 AI 3.5% 25-JAN-2061, 3.50%, 01/25/61 FNR 2020-98 3136BDLE6 - 17,618,949 $3,655,841 $3,655,841 0.06 $3,568,288
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 $3,586,255 $3,586,255 0.05 $3,563,407
FIGRE Trust 2025-HE3 B 5.71% 25-MAY-2055, 5.71%, 05/25/55 FIGRE 2025-HE3 31684LAB7 - 3,567,456 $3,559,458 $3,559,458 0.05 $3,530,600
FIGRE TRUST 2025-FL1 5.265% 55, 5.26%, 07/25/55 FIGRE 2025-FL1 31684QAA8 - 3,539,012 $3,528,253 $3,528,253 0.05 $3,501,856
FIGRE Trust 2026-HE1 B 5.183% 25-JAN-2056, 5.18%, 01/25/56 FIGRE 2026-HE1 30249NAD9 - 3,586,105 $3,497,011 $3,497,011 0.05 $3,470,680
FNMA 30yr Pool#DA5072 6.500% 01-Nov-2053, 6.50%, 11/01/53 FN 3140A5T65 - 3,147,838 $3,383,428 $3,383,428 0.05 $3,228,208
FIGRE Trust 2025-HE3 C 5.91% 25-MAY-2055, 5.91%, 05/25/55 FIGRE 2025-HE3 31684LAC5 - 3,353,409 $3,355,426 $3,355,426 0.05 $3,327,350
Ginnie Mae REMIC Trust 2023-116 LF 4.93884% 20-AUG-2053, 4.95%, 08/20/53 GNR 2023-116 38384EFT7 - 3,332,619 $3,351,461 $3,351,461 0.05 $3,336,462
GS Mortgage Securities MB FLTG 56, 5.34%, 11/25/56 GSMBS 2026-AH2 362984AC0 - 3,324,000 $3,340,876 $3,340,876 0.05 $3,327,062
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 $3,283,120 $3,283,120 0.05 $3,264,879
FNMA 30yr Pool#BY0335 6.000% 01-May-2053, 6.00%, 05/01/53 FN 3140NGLR9 - 3,184,260 $3,230,901 $3,230,901 0.05 $3,197,744
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 $3,214,710 $3,214,710 0.05 $3,193,372
FINANCE OF AMERICA STRUCTURE 3.5% 74, 3.50%, 02/25/74 FASST 2024-S1 31740RAB6 - 3,219,422 $3,201,822 $3,201,822 0.05 $3,193,371
EFMT 2025-RTL1 0% 40, 5.22%, 11/25/40 EFMT 2025-RTL1 26846FAA7 - 3,108,000 $3,094,060 $3,094,060 0.05 $3,081,889
FNMA 30yr Pool#BX6124 6.500% 01-Jan-2053, 6.50%, 01/01/53 FN 3140NAYW7 - 2,904,087 $3,029,068 $3,029,068 0.05 $2,998,928
OBX 2026 HE1 FLTG 2056 A1B, 5.14%, 02/25/56 OBX 2026-HE1 67124BAB1 - 2,961,071 $2,980,641 $2,980,641 0.05 $2,968,796
FHLMC 30yr Pool#QH5204 6.500% 01-Nov-2053, 6.50%, 11/01/53 FR 3133CHX91 - 2,825,617 $2,937,625 $2,937,625 0.04 $2,906,766
REDAPTIVE INC AB 5.48%34, 5.48%, 07/25/34 RDAP 2026-EQ1A 75720LAA2 - 2,921,384 $2,921,122 $2,921,122 0.04 $2,909,116
GWT Commercial Mortgage Trust 2024-WLF2 A 5.508% 15-MAY-2041, 5.51%, 05/15/41 GWT 2024-WLF2 362414AA2 - 2,900,000 $2,906,523 $2,906,523 0.04 $2,903,417
COOPR Residential Mortgage Trust 2026-CES1 A2 5.158% 25-FEB-2061, 5.16%, 02/25/61 COOPR 2026-CES1 21689GAD0 - 2,949,000 $2,857,023 $2,857,023 0.04 $2,835,474
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 $2,846,622 $2,846,622 0.04 $2,828,683
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 $2,770,139 $2,770,139 0.04 $2,755,493
RCKT MORTGAGE TRUST 2025-CE 5.16% 34, 5.16%, 07/25/34 RCKTL 2025-1A 74939RAC5 - 2,750,000 $2,741,330 $2,741,330 0.04 $2,730,687
OBX TRUST 2026-HE1 FLTG 2056 M1, 5.29%, 02/25/56 OBX 2026-HE1 67124BAD7 - 2,707,000 $2,724,770 $2,724,770 0.04 $2,713,625
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 $2,677,574 $2,677,574 0.04 $2,667,444
Flagship Credit Auto Trust 2023-1 C 5.43% 15-MAY-2029, 5.43%, 05/15/29 FCAT 2023-1 337955AJ7 - 2,556,126 $2,561,529 $2,561,529 0.04 $2,558,830
Vista Point Securitization Trust 2026-CES1 A2 5.226% 25-FEB-2056, 5.23%, 02/25/56 VSTA 2026-CES1 92790EAB6 - 2,600,000 $2,509,203 $2,509,203 0.04 $2,499,012
FHLMC 30yr Pool#QG2539 6.500% 01-May-2053, 6.50%, 05/01/53 FR 3133C2ZC5 - 2,363,067 $2,439,425 $2,439,425 0.04 $2,415,223
BAYVIEW OPPORTUNITY MAS MB FLTG 56, 5.94%, 05/25/56 BVCES 2026-2 07338CAC5 - 2,450,000 $2,435,687 $2,435,687 0.04 $2,415,077
PRPM 2026-RCF1 A2 5.206% 25-JAN-2056, 5.21%, 01/25/56 PRPM 2026-RCF1 69383VAB9 - 2,500,000 $2,434,456 $2,434,456 0.04 $2,416,018
PRPM 2026-RCF1 A3 5.305% 25-JAN-2056, 5.30%, 01/25/56 PRPM 2026-RCF1 69383VAF0 - 2,500,000 $2,431,284 $2,431,284 0.04 $2,412,495
FNMA 30yr Pool#BY8533 6.500% 01-Aug-2053, 6.50%, 08/01/53 FN 3140NRPT7 - 2,284,025 $2,366,328 $2,366,328 0.04 $2,342,341
RCKT Mortgage Trust 2026-CES1 A3 5.224% 25-JAN-2056, 5.22%, 01/25/56 RCKT 2026-CES1 74939BAD8 - 2,425,000 $2,359,758 $2,359,758 0.04 $2,341,812
PRPM 2025-RCF3 LLC 5.25% 55, 5.25%, 07/25/55 PRPM 2025-RCF3 69392PAB1 - 2,380,125 $2,336,619 $2,336,619 0.04 $2,318,917
FNMA 30yr Pool#DC1302 5.000% 01-Aug-2054, 5.00%, 08/01/54 FN 3140ANNU9 - 2,393,991 $2,300,321 $2,300,321 0.04 $2,280,157
FHLMC 30yr Pool#SD3523 3.000% 01-Jun-2052, 3.00%, 06/01/52 FR 3132DQ4G8 - 2,637,234 $2,273,477 $2,273,477 0.03 $2,232,751
OBX 2022-NQM7 Trust MB FLTG 66, 5.42%, 04/25/56 OBX 2026-CES1 67124LAB9 - 2,260,250 $2,240,121 $2,240,121 0.03 $2,222,753
EFMT 2026-CES1 A1B 5.116% 25-DEC-2060, 5.12%, 12/25/60 EFMT 2026-CES1 26846MAB0 - 2,253,132 $2,239,238 $2,239,238 0.03 $2,222,908
FIGRE Trust 2024-HE4 B 5.252% 25-SEP-2054, 5.25%, 09/25/54 FIGRE 2024-HE4 31684UAB7 - 2,253,707 $2,233,877 $2,233,877 0.03 $2,225,000
Ginnie Mae REMIC Trust 2017-163 LO 0.0% 16-MAY-2041, 0.00%, 05/16/41 GNR 2017-163 38380KNA9 - 2,942,880 $2,182,746 $2,182,746 0.03 $2,182,746
Connecticut Avenue Securities Trust 2024-R06 1M2 5.24319% 25-SEP-2044, 5.24%, 09/25/44 CAS 2024-R06 20755RAC9 - 2,041,090 $2,051,956 $2,051,956 0.03 $2,043,633
PRPM 2024-RCF2 A1 3.75% 25-MAR-2054, 3.75%, 03/25/54 PRPM 2024-RCF2 693987AA7 - 2,038,793 $1,980,308 $1,980,308 0.03 $1,974,574
FNMA 30yr Pool#BY0338 6.500% 01-May-2053, 6.50%, 05/01/53 FN 3140NGLU2 - 1,886,460 $1,955,278 $1,955,278 0.03 $1,935,316
FNMA 30yr Pool#FA6741 4.000% 01-Jun-2052, 4.00%, 06/01/52 FN 3140W7P38 - - $1,925,392 $1,925,392 0.03 $0
FNMA 30yr Pool#DA3549 6.500% 01-Oct-2053, 6.50%, 10/01/53 FN 3140A35K5 - 1,807,978 $1,879,073 $1,879,073 0.03 $1,859,901
FNMA 30yr Pool#FS1640 4.000% 01-Apr-2052, 4.00%, 04/01/52 FN 3140XGZE2 - 2,015,529 $1,851,664 $1,851,664 0.03 $1,836,384
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 $1,819,764 $1,819,764 0.03 $1,811,189
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 $1,747,445 $1,747,445 0.03 $1,740,763
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 $1,734,130 $1,734,130 0.03 $1,727,006
RCKT MORTGAGE TR 2026-CES2 M1A, 5.36%, 02/25/56 RCKT 2026-CES2 74940EAE7 - 1,723,000 $1,669,407 $1,669,407 0.03 $1,656,336
PRPM 2025-RCF3 LLC 5.25% 55, 5.25%, 07/25/55 PRPM 2025-RCF3 69392PAC9 - 1,700,000 $1,660,072 $1,660,072 0.03 $1,647,428
Ally Bank Auto Credit-Linked Notes, Series 2024-A C 6.022% 15-MAY-2032, 6.02%, 05/17/32 ABCLN 2024-A 02007GZ63 - 1,602,343 $1,613,140 $1,613,140 0.02 $1,611,263
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 $1,563,136 $1,563,136 0.02 $1,556,965
Foundation Finance Trust 2023-2 A 6.53% 15-JUN-2049, 6.53%, 06/15/49 FFIN 2023-2A 35042RAA4 - 1,478,367 $1,504,958 $1,504,958 0.02 $1,503,081
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 $1,408,665 $1,408,665 0.02 $1,401,540
FNMA 30yr Pool#DA0036 6.500% 01-Sep-2053, 6.50%, 09/01/53 FN 3140A0BE8 - 1,332,609 $1,381,514 $1,381,514 0.02 $1,366,633
FHLMC 30yr Pool#QG4340 6.500% 01-Jun-2053, 6.50%, 06/01/53 FR 3133C4ZD9 - 1,287,312 $1,328,899 $1,328,899 0.02 $1,315,725
Santander Bank Auto Credit-Linked Notes, Series 2024-A B 5.622% 15-JUN-2032, 5.62%, 06/15/32 SBCLN 2024-A 80290CCJ1 - 1,318,416 $1,325,319 $1,325,319 0.02 $1,323,877
FNMA 30yr Pool#BY0327 6.500% 01-May-2053, 6.50%, 05/01/53 FN 3140NGLH1 - 1,221,520 $1,264,276 $1,264,276 0.02 $1,251,539
Rithm Capital Corp. 8.0% 15-JUL-2030, 8.00%, 07/15/30 RITM 64828TAC6 - 1,227,000 $1,237,478 $1,237,478 0.02 $1,219,210
FNMA 30yr Pool#FS1133 4.000% 01-Oct-2051, 4.00%, 10/01/51 FN 3140XGHK8 - - $1,205,096 $1,205,096 0.02 $0
Connecticut Avenue Securities Trust 2023-R02 1B2 11.54319% 25-JAN-2043, 11.54%, 01/25/43 CAS 2023-R02 20755AAE2 - 1,090,000 $1,195,441 $1,195,441 0.02 $1,185,655
FNMA 30yr Pool#FM7460 4.000% 01-Mar-2051, 4.00%, 03/01/51 FN 3140XBJE1 - - $1,188,426 $1,188,426 0.02 $0
FNMA 30yr Pool#DB3056 5.500% 01-May-2054, 5.50%, 05/01/54 FN 3140ACME0 - 1,163,996 $1,161,175 $1,161,175 0.02 $1,150,583
FIGRE TRUST 2025-HE5 FLTG 2055 B, 5.49%, 08/25/55 FIGRE 2025-HE5 31684MAB5 - 1,159,620 $1,151,429 $1,151,429 0.02 $1,142,418
EFMT 2026-CES1 M1 5.616% 25-DEC-2060, 5.62%, 12/25/60 EFMT 2026-CES1 26846MAF1 - 1,166,000 $1,142,157 $1,142,157 0.02 $1,132,880
FNMA 40yr Pool#BF0167 3.000% 01-Feb-2057, 3.00%, 02/01/57 FN 3140FXFH0 - 1,325,549 $1,111,484 $1,111,484 0.02 $1,102,235
FHF Trust 2024-1 (First Help Financial) A2 5.69% 15-FEB-2030, 5.69%, 02/15/30 FHF 2024-1A 31568AAB2 - 1,098,567 $1,101,411 $1,101,411 0.02 $1,100,196
FNMA 30yr Pool#AS6811 3.000% 01-Mar-2046, 3.00%, 03/01/46 FN 3138WGR97 - 1,177,297 $1,034,721 $1,034,721 0.02 $1,024,654
Santander Bank Auto Credit-Linked Notes, Series 2023-B B 5.64% 15-DEC-2033, 5.64%, 12/15/33 SBCLN 2023-B 80290CCB8 - 1,023,143 $1,028,418 $1,028,418 0.02 $1,027,296
RCKT Mortgage Trust 2025-CES10 A1B 4.995% 25-OCT-2055, 5.00%, 11/25/55 RCKT 2025-CES10 74939LAB0 - 1,019,004 $1,011,539 $1,011,539 0.02 $1,004,328
FNMA 30yr Pool#BJ9181 5.000% 01-May-2048, 5.00%, 05/01/48 FN 3140HBFX1 - 1,026,316 $1,004,963 $1,004,963 0.02 $995,301
FNMA 30yr Pool#AS7492 4.000% 01-Jul-2046, 4.00%, 07/01/46 FN 3138WHKE1 - 1,023,987 $992,085 $992,085 0.02 $942,815
FHLMC 30yr Pool#QG3885 6.500% 01-Jun-2053, 6.50%, 06/01/53 FR 3133C4J62 - 960,002 $990,973 $990,973 0.02 $981,191
Ally Bank Auto Credit-Linked Notes, Series 2024-A D 6.315% 15-MAY-2032, 6.31%, 05/17/32 ABCLN 2024-A 02007GZ71 - 915,624 $923,039 $923,039 0.01 $921,914
FREMF 2019-KF70 Mortgage Trust C 9.73423% 25-SEP-2029, 9.73%, 09/25/29 FREMF 2019-KF70 30298UAJ0 - 890,414 $892,195 $892,195 0.01 $885,453
ACHV ABS Trust 2024-1PL B 6.34% 25-APR-2031, 6.34%, 04/25/31 ACHV 2024-1PL 00092BAB0 - 847,245 $852,423 $852,423 0.01 $848,395
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 $850,860 $850,860 0.01 $847,476
FNMA 30yr Pool#BY0361 6.500% 01-Jun-2053, 6.50%, 06/01/53 FN 3140NGMK3 - 814,077 $842,448 $842,448 0.01 $834,076
FNMA 30yr Pool#FA4553 5.000% 01-Feb-2056, 5.00%, 02/01/56 FN 3140W5BX1 - - $825,105 $825,105 0.01 $0
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 $810,212 $810,212 0.01 $805,361
RCKT Mortgage Trust 2025-CES10 M1 5.662% 25-OCT-2055, 5.66%, 11/25/55 RCKT 2025-CES10 74939LAE4 - 763,000 $749,755 $749,755 0.01 $743,635
FNMA 30yr Pool#CC0990 5.000% 01-Sep-2055, 5.00%, 09/01/55 FN 3140Y7C48 - 761,074 $746,609 $746,609 0.01 $729,681
FNMA 30yr Pool#AB9341 3.000% 01-May-2043, 3.00%, 05/01/43 FN 31417GLX2 - 797,883 $726,347 $726,347 0.01 $705,893
FHLMC 30yr Pool#ZT1926 3.000% 01-Nov-2043, 3.00%, 11/01/43 FR 3132AED78 - 718,847 $640,792 $640,792 0.01 $633,922
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 $622,740 $622,740 0.01 $619,485
FNMA 30yr Pool#CB6864 5.000% 01-Aug-2053, 5.00%, 08/01/53 FN 3140QSTW1 - 622,048 $603,484 $603,484 0.01 $596,209
FHLMC 30yr Pool#QG2540 6.500% 01-May-2053, 6.50%, 05/01/53 FR 3133C2ZD3 - 538,850 $557,542 $557,542 0.01 $551,839
ACHM Trust 2024-HE1 B 7.26% 25-MAY-2039, 7.26%, 05/25/39 ACHM 2024-HE1 00449TAB1 - 537,337 $551,360 $551,360 0.01 $548,434
U.S. Auto Funding 2021-1 C 2.2% 15-MAY-2026, 2.20%, 05/15/27 USAUT 2021-1A 90355EAC5 - 796,939 $528,916 $528,916 0.01 $528,576
FNMA 30yr Pool#AL6842 4.000% 01-May-2045, 4.00%, 05/01/45 FN 3138EPS88 - 561,346 $525,909 $525,909 0.01 $520,669
Sequoia Mortgage Trust 2013-5 A1 2.5% 25-MAY-2043, 2.50%, 05/25/43 SEMT 2013-5 81745AAA5 - 587,723 $511,605 $511,605 0.01 $509,523
FNMA 30yr Pool#AZ0869 4.000% 01-Jul-2045, 4.00%, 07/01/45 FN 3138YR6F0 - 460,719 $430,656 $430,656 0.01 $426,419
ACHV ABS Trust 2024-1PL C 6.42% 25-APR-2031, 6.42%, 04/25/31 ACHV 2024-1PL 00092BAC8 - 420,910 $423,451 $423,451 0.01 $421,424
FHLMC 15yr Pool#SB0116 2.500% 01-Nov-2034, 2.50%, 11/01/34 FR 3132CWDV3 - 433,730 $409,312 $409,312 0.01 $402,303
FHF Issuer Trust 2023-2 (First Help Financial) A2 6.79% 15-OCT-2029, 6.79%, 10/15/29 FHF 2023-2A 30333LAB4 - 396,798 $399,049 $399,049 0.01 $398,525
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 $371,162 $371,162 0.01 $369,644
FHLMC 30yr Pool#QA8274 3.500% 01-Mar-2050, 3.50%, 03/01/50 FR 3133A3FP8 - 380,448 $336,944 $336,944 0.01 $334,262
FNMA 30yr Pool#CA4646 3.000% 01-Feb-2048, 3.00%, 02/01/48 FN 3140QCEU6 - 375,105 $330,110 $330,110 0.01 $327,088
Connecticut Avenue Securities Trust 2022-R01 1B1 6.79319% 25-DEC-2041, 6.79%, 12/25/41 CAS 2022-R01 20754LAF6 - 310,000 $313,139 $313,139 0.00 $311,502
Hotwire Funding, Series 2021-1 B_2021_1 2.658% 20-NOV-2051, 2.66%, 11/20/51 HWIRE 2021-1 44148JAB5 - 300,000 $299,375 $299,375 0.00 $298,666
FNMA 30yr Pool#AR9225 3.000% 01-Mar-2043, 3.00%, 03/01/43 FN 3138W7HB3 - 299,842 $270,946 $270,946 0.00 $262,432
FNMA 30yr Pool#AS8649 3.000% 01-Jan-2047, 3.00%, 01/01/47 FN 3138WJTF5 - 285,939 $249,991 $249,991 0.00 $247,754
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 - 248,029 $249,943 $249,943 0.00 $248,854
Fannie Mae REMIC Trust 2012-126 SY 0.24233% 25-NOV-2042, 0.24%, 11/25/42 FNR 2012-126 3136A9ZR2 - 473,554 $246,104 $246,104 0.00 $246,018
FNMA 30yr Pool#CC1926 5.000% 01-Feb-2056, 5.00%, 02/01/56 FN 3140Y8D86 - - $241,623 $241,623 0.00 $0
FHLMC 30yr Pool#ZN4240 4.500% 01-Dec-2048, 4.50%, 12/01/48 FR 3131YAV98 - 241,334 $230,192 $230,192 0.00 $228,015
FHLMC 30yr Pool#QA1615 3.500% 01-Aug-2049, 3.50%, 08/01/49 FR 31334XYL7 - 229,511 $204,684 $204,684 0.00 $203,024
FNMA 30yr Pool#MA1327 3.000% 01-Jan-2043, 3.00%, 01/01/43 FN 31418APM4 - 218,639 $195,764 $195,764 0.00 $192,808
Fannie Mae REMIC Trust 2017-9 VL 3.0% 25-JUL-2028, 3.00%, 07/25/28 FNR 2017-9 3136AVYH6 - 174,235 $182,263 $182,263 0.00 $173,252
FHLMC 15yr Pool#SB0040 2.500% 01-Dec-2033, 2.50%, 12/01/33 FR 3132CWBH6 - 182,468 $178,635 $178,635 0.00 $173,375
FNMA 30yr Pool#BO2983 3.000% 01-Sep-2049, 3.00%, 09/01/49 FN 3140JXJ58 - 184,519 $160,845 $160,845 0.00 $159,393
FNMA 30yr Pool#AB6280 3.000% 01-Sep-2042, 3.00%, 09/01/42 FN 31417C6S9 - 168,427 $150,388 $150,388 0.00 $148,529
FNMA 30yr Pool#AB7563 3.000% 01-Jan-2043, 3.00%, 01/01/43 FN 31417EMM0 - 152,256 $136,673 $136,673 0.00 $135,067
FNMA 30yr Pool#CC1195 5.000% 01-Oct-2055, 5.00%, 10/01/55 FN 3140Y7KH0 - - $124,810 $124,810 0.00 $0
FNMA 30yr Pool#MA1229 3.000% 01-Oct-2042, 3.00%, 10/01/42 FN 31418ALK2 - 133,598 $119,826 $119,826 0.00 $118,523
GNMA II 30yr Pool#BF6874 4.500% 20-Jul-2048, 4.50%, 07/20/48 G2 3617GDT77 - 123,458 $116,851 $116,851 0.00 $116,527
FHLMC 30yr Pool#QH7013 6.500% 01-Dec-2053, 6.50%, 12/01/53 FR 3133CKYJ1 - 104,648 $111,323 $111,323 0.00 $106,935
FNMA 20yr Pool#AB9283 3.000% 01-Apr-2038, 3.00%, 04/01/38 FN 31417GJ56 - 119,665 $110,704 $110,704 0.00 $108,946
Blue Bridge Funding 2023-1 A 7.37% 15-NOV-2030, 7.37%, 11/15/30 BBEF 2023-1A 09531MAA8 - 104,884 $105,159 $105,159 0.00 $105,009
GNMA II 30yr Pool#BK5879 4.500% 20-Nov-2048, 4.50%, 11/20/48 G2 3617J6Q80 - 109,236 $102,721 $102,721 0.00 $102,434
FNMA 30yr Pool#BM3282 3.500% 01-Dec-2047, 3.50%, 12/01/47 FN 3140J7UG8 - 104,198 $94,428 $94,428 0.00 $93,147
FNMA 30yr Pool#CA0108 3.500% 01-Aug-2047, 3.50%, 08/01/47 FN 3140Q7DN4 - 96,374 $87,273 $87,273 0.00 $86,153
Fannie Mae REMIC Trust 2013-130 FN 4.10767% 25-OCT-2042, 4.11%, 10/25/42 FNR 2013-130 3136AHG53 - 77,868 $77,396 $77,396 0.00 $77,156
FHLMC 30yr Pool#SD1111 4.000% 01-Jun-2050, 4.00%, 06/01/50 FR 3132DNGU1 - - $77,289 $77,289 0.00 $0
FHLMC 30yr Pool#ZM7926 5.000% 01-Sep-2048, 5.00%, 09/01/48 FR 3131Y2YX0 - 75,744 $74,161 $74,161 0.00 $73,452
FHLMC 30yr Pool#QA2159 3.000% 01-Aug-2049, 3.00%, 08/01/49 FR 31334YMG9 - 73,668 $62,438 $62,438 0.00 $61,915
FNMA 30yr Pool#MA1447 3.000% 01-May-2043, 3.00%, 05/01/43 FN 31418ATD0 - 69,379 $61,722 $61,722 0.00 $60,723
FNMA 30yr Pool#AS8547 3.000% 01-Nov-2046, 3.00%, 11/01/46 FN 3138WJP93 - 69,407 $60,334 $60,334 0.00 $59,827
FNMA 30yr Pool#FS1578 4.000% 01-Oct-2050, 4.00%, 10/01/50 FN 3140XGXG9 - - $58,038 $58,038 0.00 $0
FNMA 30yr Pool#FS0088 4.000% 01-Mar-2050, 4.00%, 03/01/50 FN 3140XFC25 - - $56,118 $56,118 0.00 $0
FNMA 30yr Pool#BD2453 3.000% 01-Jan-2047, 3.00%, 01/01/47 FN 3140F9WP6 - 62,176 $54,630 $54,630 0.00 $53,892
Sequoia Mortgage Trust 2019-CH3 A19 4.0% 25-OCT-2049, 4.00%, 09/25/49 SEMT 2019-CH3 81748GBN0 - 57,687 $52,183 $52,183 0.00 $51,856
FNMA 30yr Pool#FS2144 3.500% 01-Jun-2052, 3.50%, 06/01/52 FN 3140XHL21 - - $50,963 $50,963 0.00 $0
FNMA 30yr Pool#CB2907 3.500% 01-Feb-2052, 3.50%, 02/01/52 FN 3140QNGR7 - - $50,674 $50,674 0.00 $0
Fannie Mae REMIC Trust 2006-20 GF 4.10767% 25-APR-2036, 4.11%, 04/25/36 FNR 2006-20 31395BU43 - 47,120 $46,979 $46,979 0.00 $46,834
FHLMC 15yr Pool#ZK8962 3.000% 01-Sep-2032, 3.00%, 09/01/32 FR 3131XC5X1 - 44,524 $43,437 $43,437 0.00 $42,369
FNMA 30yr Pool#BV5393 3.500% 01-Apr-2052, 3.50%, 04/01/52 FN 3140MJ7F6 - - $40,966 $40,966 0.00 $0
Fannie Mae REMIC Trust 2010-109 BS 13.63989% 25-OCT-2040, 13.64%, 10/25/40 FNR 2010-109 31398NTM6 - 41,248 $39,564 $39,564 0.00 $38,751
FHLMC 30yr Pool#SD0943 3.500% 01-Apr-2052, 3.50%, 04/01/52 FR 3132DNBL6 - - $38,695 $38,695 0.00 $0
Freddie Mac Multiclass Certificates, Series 3380 FM 4.34098% 15-OCT-2037, 4.35%, 10/15/37 FHR 3380 31397KTJ0 - 37,934 $37,897 $37,897 0.00 $37,865
FNMA 15yr Pool#BO5957 3.000% 01-Dec-2034, 3.00%, 12/01/34 FN 3140K1TP1 - 39,367 $37,446 $37,446 0.00 $36,811
FHLMC 15yr Pool#ZS7403 3.000% 01-May-2031, 3.00%, 05/01/31 FR 3132A8GL7 - 37,103 $37,217 $37,217 0.00 $35,933
Freddie Mac Multiclass Certificates, Series 3721 FB 4.25098% 15-SEP-2040, 4.26%, 09/15/40 FHR 3721 3137GAD20 - 35,996 $35,861 $35,861 0.00 $35,832
Ginnie Mae REMIC Trust 2008-013 FB 4.26693% 20-FEB-2038, 4.51%, 02/20/38 GNR 2008-13 38375PNL1 - 35,093 $35,140 $35,140 0.00 $35,005
FNMA 30yr Pool#BC0870 3.500% 01-Jan-2046, 3.50%, 01/01/46 FN 3140EU6G9 - 34,214 $30,983 $30,983 0.00 $30,695
Ginnie Mae REMIC Trust 2007-040 FG 4.08693% 20-JUL-2037, 4.33%, 07/20/37 GNR 2007-40 38375KZS4 - 26,694 $26,501 $26,501 0.00 $26,403
FHLMC 15yr Pool#ZK9163 3.000% 01-Jan-2033, 3.00%, 01/01/33 FR 3131XDFC4 - 26,211 $25,426 $25,426 0.00 $24,910
Saluda Grade Alternative Mortgage Trust 2024-RTL5 A1 7.762% 25-APR-2030, 7.76%, 04/25/30 GRADE 2024-RTL5 A1 795935AA3 - - $22,584 $22,584 0.00 $0
Ginnie Mae REMIC Trust 2004-069 CF 4.16693% 20-JUL-2034, 4.41%, 07/20/34 GNR 2004-69 38374JAT3 - 21,813 $21,792 $21,792 0.00 $21,709
Fannie Mae REMIC Trust 2013-2 QF 4.25767% 25-FEB-2043, 4.26%, 02/25/43 FNR 2013-2 3136AB4P5 - 21,387 $21,349 $21,349 0.00 $21,280
FHLMC 30yr Pool#ZN2165 4.500% 01-Dec-2048, 4.50%, 12/01/48 FR 3131Y8MN2 - 21,145 $21,167 $21,167 0.00 $20,000
Ginnie Mae REMIC Trust 2007-059 FA 4.26693% 20-OCT-2037, 4.51%, 10/20/37 GNR 2007-59 38375LPU8 - 20,998 $20,962 $20,962 0.00 $20,881
FNMA 15yr Pool#BO7717 3.000% 01-Nov-2034, 3.00%, 11/01/34 FN 3140K3SF0 - 21,712 $20,823 $20,823 0.00 $20,435
FNMA 30yr Pool#CB2681 3.500% 01-Jan-2052, 3.50%, 01/01/52 FN 3140QM6T6 - - $18,618 $18,618 0.00 $0
Ginnie Mae REMIC Trust 2008-016 FC 4.26693% 20-FEB-2038, 4.51%, 02/20/38 GNR 2008-16 383742FU2 - 16,928 $16,952 $16,952 0.00 $16,887
Ginnie Mae REMIC Trust 2010-133 FD 4.18368% 16-OCT-2040, 4.41%, 10/16/40 GNR 2010-133 38377MHV1 - 16,479 $16,468 $16,468 0.00 $16,456
Ginnie Mae REMIC Trust 2007-037 FW 4.07693% 20-JUN-2037, 4.32%, 06/20/37 GNR 2007-37 38375KNR9 - 16,469 $16,380 $16,380 0.00 $16,319
FHLMC 30yr Pool#QE1073 3.500% 01-Apr-2052, 3.50%, 04/01/52 FR 3133BAFN6 - - $16,306 $16,306 0.00 $0
Ginnie Mae REMIC Trust 2005-065 FA 3.91693% 20-AUG-2035, 4.16%, 08/20/35 GNR 2005-65 38374LL25 - 16,261 $16,112 $16,112 0.00 $16,055
Ginnie Mae REMIC Trust 2004-059 FP 4.05368% 16-AUG-2034, 4.28%, 08/16/34 GNR 2004-59 38374HYS3 - 15,200 $15,155 $15,155 0.00 $15,144
FHLMC 30yr Pool#ZT0252 3.000% 01-Dec-2047, 3.00%, 12/01/47 FR 3132ACH52 - 15,560 $13,642 $13,642 0.00 $13,487
Freddie Mac Multiclass Certificates, Series 2426 FL 4.40098% 15-MAR-2032, 4.41%, 03/15/32 FHR 2426 31339W7G5 - 13,299 $13,363 $13,363 0.00 $13,351
Ginnie Mae REMIC Trust 2005-048 AF 3.96693% 20-JUN-2035, 4.21%, 06/20/35 GNR 2005-48 38374LHM6 - 13,325 $13,219 $13,219 0.00 $13,171
Fannie Mae REMIC Trust 2002-53 FK 4.15767% 25-APR-2032, 4.16%, 04/25/32 FNR 2002-53 31392EHN3 - 13,207 $13,211 $13,211 0.00 $13,170
Fannie Mae REMIC Trust 2005-83 KT 4.05767% 25-OCT-2035, 4.06%, 10/25/35 FNR 2005-83 31394FUL7 - 11,660 $11,617 $11,617 0.00 $11,581
Fannie Mae REMIC Trust 2007-89 GF 4.27767% 25-SEP-2037, 4.28%, 09/25/37 FNR 2007-89 31396XPM0 - 10,766 $10,787 $10,787 0.00 $10,753
Freddie Mac Multiclass Certificates, Series 2551 FD 4.15098% 15-JAN-2033, 4.16%, 01/15/33 FHR 2551 31393JAZ1 - 9,636 $9,633 $9,633 0.00 $9,626
FNMA 30yr Pool#CB4329 3.500% 01-Jul-2052, 3.50%, 07/01/52 FN 3140QPY35 - - $9,597 $9,597 0.00 $0
FHLMC 30yr Pool#ZM2269 3.000% 01-Dec-2046, 3.00%, 12/01/46 FR 3131XVQW8 - 10,595 $9,297 $9,297 0.00 $9,183
Ginnie Mae REMIC Trust 2012-075 FP 4.06693% 20-JUL-2041, 4.31%, 07/20/41 GNR 2012-75 38378EZ55 - 9,178 $9,229 $9,229 0.00 $9,195
Ginnie Mae REMIC Trust 2007-061 FA 4.26693% 20-OCT-2037, 4.51%, 10/20/37 GNR 2007-61 38375LLN8 - 8,522 $8,507 $8,507 0.00 $8,474
Fannie Mae REMIC Trust 2010-123 FL 4.18767% 25-NOV-2040, 4.19%, 11/25/40 FNR 2010-123 31398N2W3 - 7,545 $7,544 $7,544 0.00 $7,520
Freddie Mac Multiclass Certificates, Series 2410, excluding Group 6 FX 4.11298% 15-FEB-2032, 4.11%, 02/15/32 FHR 2410 31339NJN7 - 7,239 $7,231 $7,231 0.00 $7,225
FNMA 15yr Pool#AS8207 2.500% 01-Oct-2031, 2.50%, 10/01/31 FN 3138WJDM7 - 7,195 $7,044 $7,044 0.00 $6,846
Fannie Mae REMIC Trust 2012-100 FG 4.15767% 25-SEP-2042, 4.16%, 09/25/42 FNR 2012-100 3136A8QW3 - 6,821 $6,776 $6,776 0.00 $6,755
FNMA 30yr Pool#BV4203 3.500% 01-Apr-2052, 3.50%, 04/01/52 FN 3140MHU56 - - $6,433 $6,433 0.00 $0
FNMA 15yr Pool#AS7643 2.500% 01-Aug-2031, 2.50%, 08/01/31 FN 3138WHP55 - 6,505 $6,348 $6,348 0.00 $6,195
Fannie Mae REMIC Trust 2003-87 FG 4.25767% 25-SEP-2033, 4.26%, 09/25/33 FNR 2003-87 31393E4W6 - 6,313 $6,327 $6,327 0.00 $6,307
FNMA 15yr Pool#BM1036 2.500% 01-Feb-2032, 2.50%, 02/01/32 FN 3140J5EJ4 - 6,373 $6,268 $6,268 0.00 $6,062
Freddie Mac Multiclass Certificates, Series 3028 FM 4.00098% 15-SEP-2035, 4.01%, 09/15/35 FHR 3028 31396AFB5 - 6,236 $6,221 $6,221 0.00 $6,216
Ginnie Mae REMIC Trust 2007-018 FD 4.06693% 20-APR-2037, 4.31%, 04/20/37 GNR 2007-18 38375JC86 - 6,195 $6,155 $6,155 0.00 $6,132
FNMA 30yr Pool#FM3447 4.000% 01-Nov-2049, 4.00%, 11/01/49 FN 3140X6ZM6 - - $6,106 $6,106 0.00 $0
Ginnie Mae REMIC Trust 2010-006 FG 4.35368% 16-JAN-2040, 4.58%, 01/16/40 GNR 2010-6 38376TSC7 - 5,803 $5,814 $5,814 0.00 $5,810
FHLMC 15yr Pool#ZK8405 2.500% 01-Dec-2031, 2.50%, 01/22/31 FR 3131XCKS5 - 5,580 $5,431 $5,431 0.00 $5,299
Fannie Mae REMIC Trust 2002-16 VF 4.30767% 25-APR-2032, 4.31%, 04/25/32 FNR 2002-16 31392CWW0 - 5,384 $5,411 $5,411 0.00 $5,394
Fannie Mae REMIC Trust 2010-95 FB 4.15767% 25-SEP-2040, 4.16%, 09/25/40 FNR 2010-95 31398NEX8 - 4,687 $4,691 $4,691 0.00 $4,676
FHLMC 30yr Pool#QD9191 3.500% 01-Apr-2052, 3.50%, 04/01/52 FR 3133B7F86 - - $3,959 $3,959 0.00 $0
FNMA 30yr Pool#BK9507 4.000% 01-Oct-2048, 4.00%, 10/01/48 FN 3140HPR58 - - $3,318 $3,318 0.00 $0
FNMA 30yr Pool#BW0343 4.500% 01-May-2052, 4.50%, 05/01/52 FN 3140MRLZ8 - - $3,027 $3,027 0.00 $0
FNMA 30yr Pool#BV6879 4.500% 01-Apr-2052, 4.50%, 04/01/52 FN 3140MLUD0 - - $2,125 $2,125 0.00 $0
FNMA 30yr Pool#BV8484 3.500% 01-Apr-2052, 3.50%, 04/01/52 FN 3140MNNA0 - - $2,040 $2,040 0.00 $0
FNMA 30yr Pool#BV7632 4.500% 01-Apr-2052, 4.50%, 04/01/52 FN 3140MMPS1 - - $1,623 $1,623 0.00 $0
Freddie Mac Multiclass Certificates, Series 3738 FD 4.05098% 15-AUG-2040, 4.06%, 08/15/40 FHR 3738 3137GAYQ4 - 1,407 $1,408 $1,408 0.00 $1,407
FNMA 30yr Pool#BW0081 4.500% 01-Apr-2052, 4.50%, 04/01/52 FN 3140MRCT2 - - $1,186 $1,186 0.00 $0
FHLMC 30yr Pool#ZN0650 3.000% 01-Mar-2043, 3.00%, 03/01/43 FR 3131Y6WK1 - 1,013 $894 $894 0.00 $886
FNMA 30yr Pool#BV7132 4.500% 01-Apr-2052, 4.50%, 04/01/52 FN 3140ML4S6 - - $841 $841 0.00 $0
FHLMC 30yr Pool#ZT1633 4.000% 01-Mar-2047, 4.00%, 03/01/47 FR 3132ADY69 - - $840 $840 0.00 $0
FHLMC 30yr Pool#QE0318 4.500% 01-Mar-2052, 4.50%, 03/01/52 FR 3133B9K78 - - $575 $575 0.00 $0
Freddie Mac Multiclass Certificates, Series 2469 FE 4.25098% 15-JUL-2032, 4.26%, 07/15/32 FHR 2469 31392RC58 - 489.00 $489 $489 0.00 $489
FNMA 30yr Pool#BV7131 4.500% 01-Apr-2052, 4.50%, 04/01/52 FN 3140ML4R8 - - $464 $464 0.00 $0
FNMA 30yr Pool#BW0072 4.500% 01-Apr-2052, 4.50%, 04/01/52 FN 3140MRCJ4 - - $392 $392 0.00 $0
Ginnie Mae REMIC Trust 2010-125 VF 4.11693% 20-JUN-2040, 4.36%, 06/20/40 GNR 2010-125 38377JYJ6 - 275.00 $276 $276 0.00 $275
Ginnie Mae REMIC Trust 1999-27 FE 4.15368% 16-AUG-2029, 4.38%, 08/16/29 GNR 1999-27 3837H2WA3 - 104.00 $104 $104 0.00 $104
US 5YR NOTE (CBT) Dec26 DEC 26 FVZ6 FUTURES_USD - -2,080 $-216,872,500 $0 0.00 $0
US 2YR NOTE (CBT) Dec26 DEC 26 TUZ6 FUTURES_USD - 2,561 $521,803,750 $0 0.00 $0
US 10YR NOTE (CBT)Dec26 DEC 26 TYZ6 FUTURES_USD - -2,561 $-271,586,047 $0 0.00 $0
US 10yr Ultra Fut Dec26 DEC 26 UXYZ6 FUTURES_USD - -2,997 $-322,879,922 $0 0.00 $0
US ULTRA BOND CBT Dec26 DEC 26 WNZ6 FUTURES_USD - -306.00 $-33,440,062 $0 0.00 $0
UMBS TBA 30yr 4.5% October Delivery, 4.50%, 10/13/26 FNCL 01F0426A6 - -6,717,237 $-6,195,193 $-6,195,193 -0.09 $-6,195,193
UMBS TBA 30yr 6% October Delivery, 6.00%, 10/13/26 FNCL 01F0606A8 - -10,500,000 $-10,480,197 $-10,480,197 -0.16 $-10,480,197
UMBS TBA 30yr 4% October Delivery, 4.00%, 10/13/26 FNCL 01F0406A0 - -203,407,155 $-182,370,584 $-182,370,584 -2.78 $-182,370,584
UMBS TBA 30yr 5% October Delivery, 5.00%, 10/13/26 FNCL 01F0506A9 - -300,679,227 $-285,162,675 $-285,162,675 -4.35 $-285,162,675
UMBS TBA 30yr 4.5% November Delivery, 4.50%, 11/12/26 FNCL 01F0426B4 - -574,435,096 $-529,297,709 $-529,297,709 -8.08 $-529,297,709
UMBS TBA 30yr 5.5% October Delivery, 5.50%, 10/13/26 FNCL 01F0526A5 - -861,077,896 $-838,689,010 $-838,689,010 -12.81 $-838,689,010
SEGREGATED CASH SEGCASH $0.00 66,214,301 $66,214,301 $66,214,301 1.01 $66,214,301
ALMSUM ALMSUM $0.00 - $0 $0 0.00 $0
US DOLLARS USD MD_142224 - -2,144,491,165 $-2,144,491,165 $-2,144,491,165 -32.75 $-2,144,491,165
3 MONTH SOFR FUT Sep27 SEP 27 SFRU7 FUTURES_USD - 1,367 $325,533,962 $0 0.00 $0
Janus Henderson publishes this listing of identities and quantities of each position held by the fund on each business day, before commencement of trading. Securities are reported at market value.
The portfolio data and its presentation here is based on the investment book of record and may differ from the accounting book of record and complete schedules of investments in regulatory filings due to differing accounting and reporting standards.

Choose region

Country

Language

What type of investor are you?