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For Individual Investors in the US

Mortgage-Backed Securities ETF Holdings

Full Portfolio Holdings

(As of October 23, 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% November Delivery, 2.50%, 11/12/26 FNCL 01F0226B6 - 1,393,917,386 $1,107,754,510 $1,107,754,510 17.65 $1,107,754,510
GNMA II TBA 30yr 2.5% November Delivery, 2.50%, 11/19/26 G2SF 21H0226B2 - 710,603,414 $578,798,561 $578,798,561 9.23 $578,798,561
UMBS TBA 30yr 6% November Delivery, 6.00%, 11/12/26 FNCL 01F0606B6 - 306,184,260 $304,348,992 $304,348,992 4.86 $304,348,992
FNMA 30yr Pool#FA5633 4.500% 01-Sep-2053, 4.50%, 09/01/53 FN 3140W6HK1 - 311,715,549 $298,496,379 $298,496,379 4.76 $293,650,104
UMBS TBA 30yr 6.5% November Delivery, 6.50%, 11/12/26 FNCL 01F0626B2 - 292,559,000 $296,657,752 $296,657,752 4.73 $296,657,752
UMBS TBA 30yr 4% November Delivery, 4.00%, 11/12/26 FNCL 01F0406B8 - 333,425,845 $296,596,293 $296,596,293 4.72 $296,596,293
UMBS TBA 30yr 3% November Delivery, 3.00%, 11/12/26 FNCL 01F0306B9 - 348,903,710 $289,927,818 $289,927,818 4.62 $289,927,818
UMBS TBA 30yr 2% November Delivery, 2.00%, 11/12/26 FNCL 01F0206B0 - 360,986,255 $274,301,904 $274,301,904 4.37 $274,301,904
UMBS TBA 30yr 5.5% November Delivery, 5.50%, 11/12/26 FNCL 01F0526B3 - 236,560,000 $229,572,018 $229,572,018 3.66 $229,572,018
FNMA 30yr Pool#FA1943 5.500% 01-May-2055, 5.50%, 05/01/55 FN 3140W2ER8 - 196,943,122 $196,293,213 $196,293,213 3.13 $193,161,171
GNMA II TBA 30yr 5% November Delivery, 5.00%, 11/19/26 G2SF 21H0506B3 - 198,508,194 $187,830,240 $187,830,240 2.99 $187,830,240
UMBS TBA 30yr 5% November Delivery, 5.00%, 11/12/26 FNCL 01F0506B7 - 195,297,945 $184,440,746 $184,440,746 2.94 $184,440,746
FNMA 30yr Pool#FA6706 6.000% 01-Jun-2056, 6.00%, 06/01/56 FN 3140W7NY2 - 162,577,921 $168,010,885 $168,010,885 2.68 $162,533,505
GNMA II TBA 30yr 5.5% November Delivery, 5.50%, 11/19/26 G2SF 21H0526B9 - 164,697,000 $160,091,413 $160,091,413 2.55 $160,091,413
UMBS TBA 30yr 3.5% November Delivery, 3.50%, 11/12/26 FNCL 01F0326B5 - 178,743,000 $154,524,575 $154,524,575 2.46 $154,524,575
FHLMC 30yr Pool#RJ6896 5.500% 01-Jun-2056, 5.50%, 06/01/56 FR 3142GXUW5 - 152,679,304 $151,928,388 $151,928,388 2.42 $149,667,757
FNMA 30yr Pool#FA5682 5.500% 01-May-2056, 5.50%, 05/01/56 FN 3140W6J45 - 130,602,965 $130,273,440 $130,273,440 2.08 $128,026,867
FNMA 30yr Pool#FA5419 4.500% 01-Aug-2053, 4.50%, 08/01/53 FN 3140W6AV4 - 137,706,767 $129,772,638 $129,772,638 2.07 $127,894,515
GNMA II TBA 30yr 3% November Delivery, 3.00%, 11/19/26 G2SF 21H0306B5 - 146,586,060 $124,052,411 $124,052,411 1.98 $124,052,411
FHLMC 30yr Pool#SL6335 6.000% 01-Aug-2056, 6.00%, 08/01/56 FR 31427UBD4 - 115,312,726 $117,248,744 $117,248,744 1.87 $115,084,948
GNMA II 30yr Pool#MA7988 3.000% 20-Apr-2052, 3.00%, 04/20/52 G2 36179W2V9 - 134,177,598 $114,084,151 $114,084,151 1.82 $113,804,614
GNMA II TBA 30yr 3.5% November Delivery, 3.50%, 11/19/26 G2SF 21H0326B1 - 132,283,377 $112,254,086 $112,254,086 1.79 $112,254,086
GNMA II TBA 30yr 4.5% November Delivery, 4.50%, 11/19/26 G2SF 21H0426B0 - 114,736,488 $104,553,739 $104,553,739 1.67 $104,553,739
FHLMC 30yr Pool#SL6334 6.000% 01-Jun-2056, 6.00%, 06/01/56 FR 31427UBC6 - 101,489,017 $104,145,739 $104,145,739 1.66 $101,461,290
FHLMC 30yr Pool#SL3899 5.000% 01-Jan-2056, 5.00%, 01/01/56 FR 31427RKM1 - 107,899,476 $103,447,643 $103,447,643 1.65 $102,389,006
FNMA 30yr Pool#FA2754 4.500% 01-Jan-2049, 4.50%, 01/01/49 FN 3140W3BY4 - 109,042,977 $102,962,434 $102,962,434 1.64 $101,473,120
GNMA II TBA 30yr 4% November Delivery, 4.00%, 11/19/26 G2SF 21H0406B4 - 103,195,688 $90,563,813 $90,563,813 1.44 $90,563,813
FNMA 30yr Pool#FA5913 5.500% 01-May-2056, 5.50%, 05/01/56 FN 3140W6SB9 - 82,105,144 $81,567,981 $81,567,981 1.30 $80,412,875
FNMA 30yr Pool#FA3025 5.500% 01-Sep-2055, 5.50%, 09/01/55 FN 3140W3LF4 - 81,596,117 $80,851,801 $80,851,801 1.29 $79,751,132
FHLMC 30yr Pool#SL5254 4.500% 01-Sep-2051, 4.50%, 09/01/51 FR 31427SZU5 - 82,252,532 $78,750,680 $78,750,680 1.25 $77,485,594
FNMA 30yr Pool#FA6336 5.500% 01-Jul-2056, 5.50%, 07/01/56 FN 3140W7BE9 - 76,165,252 $75,850,141 $75,850,141 1.21 $74,622,645
FNMA 30yr Pool#FA6705 6.000% 01-Nov-2055, 6.00%, 11/01/55 FN 3140W7NX4 - 73,100,373 $74,277,923 $74,277,923 1.18 $72,955,977
FHLMC 30yr Pool#SL2464 4.500% 01-Dec-2048, 4.50%, 12/01/48 FR 31427PW26 - 76,618,276 $72,379,224 $72,379,224 1.15 $71,299,370
FHLMC 30yr Pool#RJ4363 5.500% 01-Jun-2055, 5.50%, 06/01/55 FR 3142GUZ55 - 69,396,688 $69,612,307 $69,612,307 1.11 $68,257,678
FNMA 30yr Pool#FA3036 5.500% 01-Oct-2055, 5.50%, 10/01/55 FN 3140W3LS6 - 68,210,692 $68,477,410 $68,477,410 1.09 $67,091,148
FNMA 30yr Pool#FA3037 5.500% 01-Oct-2055, 5.50%, 10/01/55 FN 3140W3LT4 - 64,073,139 $64,453,407 $64,453,407 1.03 $62,919,814
FHLMC 30yr Pool#SL3985 5.000% 01-Jan-2056, 5.00%, 01/01/56 FR 31427RNB2 - 64,598,073 $62,248,238 $62,248,238 0.99 $61,336,842
FHLMC 30yr Pool#SL4515 5.000% 01-Apr-2056, 5.00%, 04/01/56 FR 31427SAR9 - 63,125,512 $60,951,368 $60,951,368 0.97 $59,938,623
FNMA 30yr Pool#FA5446 6.000% 01-Apr-2056, 6.00%, 04/01/56 FN 3140W6BQ4 - 59,519,296 $60,402,711 $60,402,711 0.96 $59,787,262
FNMA 30yr Pool#FA0574 5.500% 01-Jan-2055, 5.50%, 01/01/55 FN 3140W0T88 - 60,336,976 $60,317,098 $60,317,098 0.96 $59,384,116
FHLMC 30yr Pool#SL6343 5.500% 01-Jan-2056, 5.50%, 01/01/56 FR 31427UBM4 - 59,776,766 $59,810,077 $59,810,077 0.95 $58,549,894
FHLMC 30yr Pool#SL6510 6.000% 01-Sep-2056, 6.00%, 09/01/56 FR 31427UGU1 - 56,223,276 $56,744,800 $56,744,800 0.90 $56,510,536
FNMA 30yr Pool#FA4990 5.000% 01-Mar-2056, 5.00%, 03/01/56 FN 3140W5RL0 - 57,182,798 $55,436,748 $55,436,748 0.88 $54,611,100
FNMA 30yr Pool#FA4270 5.000% 01-Dec-2055, 5.00%, 12/01/55 FN 3140W4W86 - 56,356,268 $54,585,112 $54,585,112 0.87 $53,910,608
FHLMC 30yr Pool#RJ6942 5.500% 01-Jun-2056, 5.50%, 06/01/56 FR 3142GXWC7 - 54,457,874 $53,761,676 $53,761,676 0.86 $53,226,827
FNMA 30yr Pool#FA5046 5.000% 01-Mar-2056, 5.00%, 03/01/56 FN 3140W5TC8 - 55,095,406 $53,584,834 $53,584,834 0.85 $52,617,585
FHLMC 30yr Pool#SL1188 5.500% 01-Apr-2055, 5.50%, 04/01/55 FR 31427NKA6 - 53,051,461 $52,994,214 $52,994,214 0.84 $52,126,134
FNMA 30yr Pool#FA7047 6.000% 01-Oct-2056, 6.00%, 10/01/56 FN 3140W7ZM5 - 48,833,518 $49,227,668 $49,227,668 0.78 $49,024,195
FNMA 30yr Pool#FA6720 6.000% 01-Jun-2056, 6.00%, 06/01/56 FN 3140W7PE4 - 47,434,779 $48,854,965 $48,854,965 0.78 $47,435,579
FHLMC 30yr Pool#SL6196 6.000% 01-Jan-2056, 6.00%, 01/01/56 FR 31427T3E4 - 47,845,367 $48,730,691 $48,730,691 0.78 $48,005,469
FHLMC 30yr Pool#SL6726 6.000% 01-Sep-2056, 6.00%, 09/01/56 FR 31427UPL1 - 47,764,759 $48,118,980 $48,118,980 0.77 $47,919,960
FNMA 30yr Pool#FA6425 6.000% 01-Jul-2056, 6.00%, 07/01/56 FN 3140W7D72 - 46,734,371 $47,167,876 $47,167,876 0.75 $46,973,150
FHLMC 30yr Pool#SL0239 5.000% 01-Jan-2055, 5.00%, 01/01/55 FR 31427MHR5 - 47,932,697 $46,306,715 $46,306,715 0.74 $45,530,604
FNMA 30yr Pool#FA2246 5.500% 01-Jul-2055, 5.50%, 07/01/55 FN 3140W2P88 - 45,658,457 $45,693,278 $45,693,278 0.73 $44,862,079
FHLMC 30yr Pool#SL6342 4.000% 01-Oct-2050, 4.00%, 10/01/50 FR 31427UBL6 - 49,117,750 $45,295,708 $45,295,708 0.72 $44,680,204
FNMA 30yr Pool#CC2018 5.500% 01-Feb-2056, 5.50%, 02/01/56 FN 3140Y8G42 - 45,013,488 $44,964,117 $44,964,117 0.72 $44,203,239
FNMA 30yr Pool#FA3128 5.500% 01-Oct-2055, 5.50%, 10/01/55 FN 3140W3PN3 - 44,244,281 $43,942,393 $43,942,393 0.70 $43,243,866
FNMA 30yr Pool#FA4155 5.000% 01-Jan-2056, 5.00%, 01/01/56 FN 3140W4TM9 - 43,788,918 $42,528,964 $42,528,964 0.68 $41,912,206
FNMA 30yr Pool#FA6740 5.500% 01-Sep-2054, 5.50%, 09/01/54 FN 3140W7P20 - 42,310,209 $41,954,834 $41,954,834 0.67 $41,441,825
FHLMC 30yr Pool#SD7343 5.500% 01-Jan-2055, 5.50%, 01/01/55 FR 3132DVEQ4 - 40,967,448 $41,285,088 $41,285,088 0.66 $40,225,975
FNMA 30yr Pool#FA4202 5.000% 01-Jan-2056, 5.00%, 01/01/56 FN 3140W4U47 - 42,290,947 $40,775,599 $40,775,599 0.65 $40,388,985
FNMA 30yr Pool#FA6796 5.500% 01-Jul-2056, 5.50%, 07/01/56 FN 3140W7RS1 - 39,558,901 $39,305,192 $39,305,192 0.63 $38,779,535
FNMA 30yr Pool#FS9779 5.500% 01-Nov-2054, 5.50%, 11/01/54 FN 3140XR2M6 - 38,452,413 $38,344,865 $38,344,865 0.61 $37,794,531
FNMA 40yr Pool#BF0646 2.500% 01-Jun-2062, 2.50%, 06/01/62 FN 3140FXWG3 - 45,048,135 $35,954,803 $35,954,803 0.57 $35,564,441
FHLMC 30yr Pool#SL6006 6.000% 01-Jul-2056, 6.00%, 07/01/56 FR 31427TU87 - 33,535,626 $33,846,700 $33,846,700 0.54 $33,706,968
New Residential Mortgage LLC 6.545% 25-MAR-2032, 6.54%, 03/25/32 NZES 2025-FHT 64832EAA7 - 33,550,466 $33,809,585 $33,809,585 0.54 $33,620,496
FHLMC 30yr Pool#SL4452 5.000% 01-Mar-2056, 5.00%, 03/01/56 FR 31427R5N6 - 33,784,598 $32,788,668 $32,788,668 0.52 $32,336,652
GNMA II 30yr Pool#MA7706 3.000% 20-Nov-2051, 3.00%, 11/20/51 G2 36179WR34 - 38,438,658 $32,743,001 $32,743,001 0.52 $32,662,921
ACACIA 2026-1 LLC AB 0% 41, 5.44%, 07/15/41 ACACIA 2026-1 00402VAA3 - 32,861,607 $32,717,145 $32,717,145 0.52 $32,662,522
FNMA 40yr Pool#BF0598 2.500% 01-Mar-2062, 2.50%, 03/01/62 FN 3140FXUY6 - 40,856,215 $32,685,606 $32,685,606 0.52 $32,276,876
FNMA 30yr Pool#CC2016 5.500% 01-Feb-2056, 5.50%, 02/01/56 FN 3140Y8G26 - 32,768,745 $32,544,983 $32,544,983 0.52 $32,230,911
FNMA 30yr Pool#FA5891 6.000% 01-Jun-2056, 6.00%, 06/01/56 FN 3140W6RM6 - 32,161,352 $32,459,679 $32,459,679 0.52 $32,325,673
FNMA 30yr Pool#FA0576 5.500% 01-Jan-2055, 5.50%, 01/01/55 FN 3140W0UA1 - 31,099,391 $31,231,554 $31,231,554 0.50 $30,560,471
FHLMC 30yr Pool#SL6340 6.000% 01-Jun-2056, 6.00%, 06/01/56 FR 31427UBJ1 - 29,857,254 $31,008,676 $31,008,676 0.49 $29,857,758
Rithm Capital Corp. 8.5% 01-JUN-2031, 8.50%, 06/01/31 RITM 64828TAD4 - 29,718,000 $30,263,241 $30,263,241 0.48 $29,126,527
FNMA 30yr Pool#FA3191 5.500% 01-Oct-2055, 5.50%, 10/01/55 FN 3140W3RM3 - 29,909,064 $29,831,238 $29,831,238 0.48 $29,370,697
FNMA 30yr Pool#FA4849 5.000% 01-Feb-2056, 5.00%, 02/01/56 FN 3140W5L77 - 30,311,011 $29,441,189 $29,441,189 0.47 $29,011,937
FNMA 30yr Pool#FA3682 5.500% 01-Feb-2055, 5.50%, 02/01/55 FN 3140W4CU9 - 29,028,020 $28,903,381 $28,903,381 0.46 $28,569,601
FNMA 30yr Pool#FA1560 5.500% 01-Apr-2055, 5.50%, 04/01/55 FN 3140W1WW9 - 27,445,243 $27,586,857 $27,586,857 0.44 $27,011,819
FHLMC 30yr Pool#SL0238 5.000% 01-May-2054, 5.00%, 05/01/54 FR 31427MHQ7 - 27,885,614 $26,794,955 $26,794,955 0.43 $26,488,157
FNMA 40yr Pool#BF0698 3.500% 01-Dec-2062, 3.50%, 12/01/62 FN 3140FXX49 - 30,430,721 $26,522,124 $26,522,124 0.42 $26,165,971
Freddie Mac Pool|6.5|11/01/2056, 6.50%, 11/01/56 FR 3142GYXP5 - 24,953,842 $25,640,479 $25,640,479 0.41 $25,590,918
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA2 B2 12.19029% 25-FEB-2042, 12.19%, 02/25/42 STACR 2022-DNA2 35564KSQ3 - 23,346,843 $24,196,865 $24,196,865 0.39 $23,951,789
FHLMC 30yr Pool#SL4437 6.000% 01-Sep-2054, 6.00%, 09/01/54 FR 31427R4X5 - 23,135,562 $23,438,498 $23,438,498 0.37 $23,181,809
FHLMC 30yr Pool#SD3271 5.500% 01-Jun-2053, 5.50%, 06/01/53 FR 3132DQT48 - 22,444,712 $22,223,513 $22,223,513 0.35 $21,997,934
FHLMC 30yr Pool#SD3669 5.500% 01-Sep-2053, 5.50%, 09/01/53 FR 3132E0CE0 - 21,126,251 $21,030,096 $21,030,096 0.33 $20,692,651
FNMA 30yr Pool#CC1844 5.500% 01-Jan-2056, 5.50%, 01/01/56 FN 3140Y8BN5 - 20,983,171 $20,827,562 $20,827,562 0.33 $20,638,774
FNMA 30yr Pool#FA4386 5.500% 01-Jan-2056, 5.50%, 01/01/56 FN 3140W42U0 - 20,641,982 $20,702,675 $20,702,675 0.33 $20,303,185
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-DNA6 B2 11.19029% 25-OCT-2041, 11.19%, 10/25/41 STACR 2021-DNA6 35564KLV9 - 19,937,000 $20,340,861 $20,340,861 0.32 $19,952,613
Connecticut Avenue Securities, Series 2020-SBT1 1B1 10.55477% 25-FEB-2040, 10.55%, 02/25/40 CAS 2020-SBT1 20753VBT4 - 19,687,000 $20,296,879 $20,296,879 0.32 $20,117,948
PRET 2025-RPL3 Trust A1 4.15% 25-APR-2065, 4.15%, 04/25/65 PRET 2025-RPL3 69382RAA1 - 20,683,609 $20,091,880 $20,091,880 0.32 $19,817,539
RCKT Mortgage Trust 2026-CES2 A3 5.255% 25-FEB-2056, 5.25%, 02/25/56 RCKT 2026-CES2 74940EAD9 - 20,600,000 $20,088,120 $20,088,120 0.32 $19,922,734
Connecticut Avenue Securities Trust 2023-R06 1B1 7.59029% 25-JUL-2043, 7.59%, 07/25/43 CAS 2023-R06 20754EAF2 - 19,155,535 $20,040,030 $20,040,030 0.32 $19,914,827
FHLMC 30yr Pool#TB3130 5.500% 01-May-2056, 5.50%, 05/01/56 FR 3142K4PQ3 - 20,257,683 $19,984,410 $19,984,410 0.32 $19,792,479
FHLMC 30yr Pool#TB5153 5.500% 01-Jun-2056, 5.50%, 06/01/56 FR 3142K6WP2 - 19,900,913 $19,641,523 $19,641,523 0.31 $19,443,902
Figure Technology Solutions, Inc. 8.5% 31-JUL-2031, 8.50%, 07/31/31 FIGR 349381AA1 - 19,574,000 $19,479,983 $19,479,983 0.31 $19,003,954
Structured Agency Credit Risk (STACR) Debt Notes, Series 2022-HQA1 M2 8.94029% 25-MAR-2042, 8.94%, 03/25/42 STACR 2022-HQA1 35564KTJ8 - 18,827,747 $19,270,820 $19,270,820 0.31 $19,125,873
FHLMC 30yr Pool#SD5061 5.500% 01-Mar-2054, 5.50%, 03/01/54 FR 3132DSTS1 - 18,911,814 $18,918,212 $18,918,212 0.30 $18,625,071
Finance of America Structured Securities Trust, 2025-S1 A1 3.5% 25-FEB-2075, 3.50%, 02/25/75 FASST 2025-S1 31741BAB0 - 19,188,922 $18,665,617 $18,665,617 0.30 $18,607,784
FNMA 30yr Pool#FA5284 5.500% 01-Apr-2056, 5.50%, 04/01/56 FN 3140W52S2 - 18,797,579 $18,572,353 $18,572,353 0.30 $18,378,760
FNMA 30yr Pool#CB7112 5.500% 01-Sep-2053, 5.50%, 09/01/53 FN 3140QS3W9 - 18,514,728 $18,481,077 $18,481,077 0.29 $18,134,728
FINANCE OF AMERICA STRUC 3.28125% 74, 3.50%, 04/25/74 FASST 2024-S3 31739WAB8 - 18,554,407 $18,305,713 $18,305,713 0.29 $18,249,792
FNMA 40yr Pool#BF0226 3.500% 01-Jan-2058, 3.50%, 01/01/58 FN 3140FXHC9 - 20,331,882 $17,955,247 $17,955,247 0.29 $17,715,987
FNMA 40yr Pool#BF0807 3.500% 01-Apr-2064, 3.50%, 04/01/64 FN 3140FX3R1 - 20,380,784 $17,654,450 $17,654,450 0.28 $17,519,507
RFT 2026-RR1 TRUST MB 6.55%30, 6.63%, 07/27/30 RFT 2026-RR1 76201CAA8 - 17,426,824 $17,402,438 $17,402,438 0.28 $17,309,350
FNMA 40yr Pool#BF0713 4.000% 01-Mar-2063, 4.00%, 03/01/63 FN 3140FXYK2 - 18,784,896 $17,142,124 $17,142,124 0.27 $16,871,211
SALUDA GRADE ALTERNATIVE M 5.749% 31, 5.75%, 03/25/31 GRADE 2026-RTL7 79584UAA9 - 17,370,000 $17,129,952 $17,129,952 0.27 $16,977,388
FNMA 30yr Pool#FA1549 5.500% 01-May-2055, 5.50%, 05/01/55 FN 3140W1WK5 - 16,713,177 $16,586,056 $16,586,056 0.26 $16,412,338
SALUDA GR ALT MTG TR 2025-LOC5 A1B, 5.70%, 10/25/55 GRADE 2025-LOC5 79581XAC2 - 15,693,000 $15,850,480 $15,850,480 0.25 $15,773,441
Vontive Mortgage Trust 2025-RTL1 A1 6.507% 25-MAR-2030, 6.51%, 03/25/30 VNTV 2025-RTL1 928884AA3 - 15,444,000 $15,555,800 $15,555,800 0.25 $15,469,263
Connecticut Avenue Securities Trust 2022-R02 2B2 11.34029% 25-JAN-2042, 11.34%, 01/25/42 CAS 2022-R02 20754BAJ0 - 15,154,500 $15,545,273 $15,545,273 0.25 $15,397,286
RCKT MOR 2025-CES9 FLT 2055 A1B, 5.00%, 09/25/55 RCKT 2025-CES9 74942JAB0 - 14,481,292 $14,814,061 $14,814,061 0.24 $14,201,008
FNMA 30yr Pool#FA1358 4.500% 01-May-2050, 4.50%, 05/01/50 FN 3140W1QL0 - 15,254,885 $14,462,605 $14,462,605 0.23 $14,293,094
FNMA 40yr Pool#BF0806 3.500% 01-Apr-2064, 3.50%, 04/01/64 FN 3140FX3Q3 - 16,359,005 $14,430,440 $14,430,440 0.23 $14,111,011
Connecticut Avenue Securities Trust 2022-R01 1B2 9.69029% 25-DEC-2041, 9.69%, 12/25/41 CAS 2022-R01 20754LAJ8 - 14,077,163 $14,304,007 $14,304,007 0.23 $14,186,541
FNMA 40yr Pool#BF0801 2.500% 01-Apr-2064, 2.50%, 04/01/64 FN 3140FX3K6 - 17,796,236 $14,221,443 $14,221,443 0.23 $14,048,711
BMP Commercial Mortgage Trust 2024-MF23 A 5.29659% 15-JUN-2041, 5.30%, 06/15/41 BMP 2024-MF23 05593JAA8 - 14,000,000 $13,985,098 $13,985,098 0.22 $13,962,440
PRET 2025-RPL1 Trust A1 4.0% 25-JUL-2069, 4.00%, 07/25/69 PRET 2025-RPL1 69392FAA5 - 14,029,015 $13,886,511 $13,886,511 0.22 $13,558,893
RCKT Mortgage Trust 2026-CES2 A2 5.055% 25-FEB-2056, 5.05%, 02/25/56 RCKT 2026-CES2 74940EAC1 - 14,268,000 $13,825,790 $13,825,790 0.22 $13,715,599
Galaxy XXVI CLO Ltd., 4.85%, 07/23/27 GLXYT 2025-1 362922AA4 - 13,789,747 $13,790,017 $13,790,017 0.22 $13,790,017
Central Park Funding Trust 2026-1 PT 7.25% 29-JUL-2028, 7.25%, 07/27/28 CPFTR 2026-1 154808AA7 - 13,656,577 $13,643,077 $13,643,077 0.22 $13,568,819
Saluda Grade Alternative Mortgage Trust 2026-HB1 A1B 5.45098% 25-APR-2056, 5.45%, 04/25/56 GRADE 2026-HB1 795939AC1 - 12,963,940 $13,038,719 $13,038,719 0.21 $12,977,867
FINANCE OF AMER STR TR 2024-S2 A1, 3.50%, 04/25/74 FASST 2024-S2 31739VAA2 - 12,889,777 $12,788,772 $12,788,772 0.20 $12,749,643
FHLMC 30yr Pool#SL3988 5.000% 01-Jan-2056, 5.00%, 01/01/56 FR 31427RNE6 - 13,183,628 $12,742,014 $12,742,014 0.20 $12,618,602
FHLMC 30yr Pool#SD6178 4.500% 01-Jan-2051, 4.50%, 01/01/51 FR 3132DT2K5 - 13,448,576 $12,728,844 $12,728,844 0.20 $12,600,669
FNMA 30yr Pool#FA3563 5.500% 01-Nov-2055, 5.50%, 11/01/55 FN 3140W35Z8 - 12,688,369 $12,680,257 $12,680,257 0.20 $12,480,114
GS Mortgage-Backed Securities Trust 2025-RPL3 A1 4.1% 25-JUL-2065, 4.10%, 07/25/65 GSMBS 2025-RPL3 362963AA8 - 12,926,395 $12,333,380 $12,333,380 0.20 $12,160,217
FNMA 30yr Pool#CC0097 5.500% 01-Mar-2055, 5.50%, 03/01/55 FN 3140Y6DB3 - 12,276,019 $12,213,351 $12,213,351 0.19 $12,074,532
FHLMC 30yr Pool#SL4658 5.000% 01-Jan-2056, 5.00%, 01/01/56 FR 31427SE87 - 12,670,569 $12,189,039 $12,189,039 0.19 $12,030,896
FHLMC 30yr Pool#SL4976 5.000% 01-Apr-2056, 5.00%, 04/01/56 FR 31427SQ68 - 12,502,589 $12,017,102 $12,017,102 0.19 $11,871,489
Chase Mortgage Reference Notes, Series 2020-CL1 M1 6.26546% 25-OCT-2057, 6.27%, 10/25/57 CHASE 2020-CL1 46591HAG5 - 11,655,994 $11,995,607 $11,995,607 0.19 $11,931,922
PRPM 2025-RCF3 LLC 5.25% 55, 5.25%, 07/25/55 PRPM 2025-RCF3 69392PAA3 - 11,495,681 $11,796,268 $11,796,268 0.19 $11,325,769
PRET 2025-RPL5 TRUST FLTG 2070 A1, 4.15%, 01/25/70 PRET 2025-RPL5 69393AAA5 - 12,043,746 $11,755,173 $11,755,173 0.19 $11,600,689
NRM MSR-Collateralized Notes, Series 2024-FNT1 A 7.398% 25-NOV-2029, 7.40%, 11/25/31 NZES 2024-FNT1 62956YAA7 - 11,286,248 $11,373,221 $11,373,221 0.18 $11,301,322
Connecticut Avenue Securities Trust 2022-R06 1B2 14.29029% 25-MAY-2042, 14.29%, 05/25/42 CAS 2022-R06 20754NAR6 - 10,436,475 $11,161,377 $11,161,377 0.18 $11,032,951
FNMA 40yr Pool#BF0731 2.500% 01-Jun-2063, 2.50%, 06/01/63 FN 3140FXY55 - 13,426,709 $11,094,234 $11,094,234 0.18 $10,600,071
Saluda Grade Alternative Mortgage Trust 2024-RTL6 A1 7.439% 25-JUL-2030, 7.44%, 07/25/30 GRADE 2024-RTL6 79585UAA8 - 11,009,970 $11,093,322 $11,093,322 0.18 $10,968,192
Connecticut Avenue Securities Trust 2022-R07 1B2 15.69029% 25-JUN-2042, 15.69%, 06/25/42 CAS 2022-R07 20754MAL1 - 10,092,601 $10,928,661 $10,928,661 0.17 $10,792,299
Connecticut Avenue Securities Trust 2022-R04 1B2 13.19029% 25-MAR-2042, 13.19%, 03/25/42 CAS 2022-R04 20753YAL6 - 10,118,401 $10,587,048 $10,587,048 0.17 $10,472,120
METRONET INFRASTRUCTURE ISSU 5.4% 55, 5.40%, 08/20/55 MNET 2025-2A 59170JAX6 - 10,600,000 $10,393,706 $10,393,706 0.17 $10,384,166
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2023-HQA3 M1 5.54029% 25-NOV-2043, 5.54%, 11/25/43 STACR 2023-HQA3 35564K3G2 - 10,295,588 $10,378,637 $10,378,637 0.17 $10,329,519
Foundation Finance Trust 2025-2 B 4.94% 15-APR-2052, 4.94%, 04/15/52 FFIN 2025-2A 35042NAB1 - 10,501,765 $10,302,735 $10,302,735 0.16 $10,286,884
TOWD POINT MORTGAGE TRUST 2025 0% 65, 4.97%, 09/25/65 TPMT 2025-FIX1 89183MAA1 - 10,184,561 $10,031,918 $10,031,918 0.16 $9,954,617
Homeward Opportunities Fund Trust 2025-RRTL1 A1 5.476% 25-MAR-2040, 5.48%, 03/25/40 HOF 2025-RRTL1 437919AA1 - 9,681,622 $9,725,666 $9,725,666 0.15 $9,680,013
FNMA 40yr Pool#BF0783 3.500% 01-Dec-2063, 3.50%, 12/01/63 FN 3140FX2R2 - 11,175,741 $9,679,301 $9,679,301 0.15 $9,606,769
FIGRE TRUST 2025-HE4 FLTG 2055 C, 5.71%, 07/25/55 FIGRE 2025-HE4 31684PAC6 - 9,422,871 $9,404,981 $9,404,981 0.15 $9,322,794
Vista Point Securitization Trust 2025-CES2 A1 5.601% 25-AUG-2055, 5.60%, 08/25/55 VSTA 2025-CES2 92842UAA0 - 9,100,860 $9,393,607 $9,393,607 0.15 $8,993,047
TOWD PT MTG TR 2025-FIX2 FLTG A1, 5.25%, 10/25/65 TPMT 2025-FIX2 89183RAA0 - 9,190,980 $9,373,596 $9,373,596 0.15 $9,068,557
LHOME Mortgage Trust 2024-RTL5 A2 5.751% 25-SEP-2039, 5.75%, 09/25/39 LHOME 2024-RTL5 50205WAB3 - 9,325,000 $9,371,073 $9,371,073 0.15 $9,324,894
RCKT MORTGAGE TRUST 2026-CES4 0% 56, 5.59%, 04/25/56 RCKT 2026-CES4 74940CAD3 - 9,483,000 $9,336,748 $9,336,748 0.15 $9,255,717
FNMA 30yr Pool#FS6236 6.500% 01-Nov-2053, 6.50%, 11/01/53 FN 3140XM4W3 - 8,738,786 $9,332,465 $9,332,465 0.15 $8,902,742
Structured Agency Credit Risk (STACR) Debt Notes, Series 2022-HQA1 B2 14.69029% 25-MAR-2042, 14.69%, 03/25/42 STACR 2022-HQA1 35564KUL1 - 8,848,740 $9,295,470 $9,295,470 0.15 $9,183,534
RCKT Mortgage Trust 2026-CES9 A2 6.229% 25-SEP-2056, 6.23%, 09/25/56 RCKT 2026-CES9 74940BAC7 - 9,254,000 $9,274,197 $9,274,197 0.15 $9,186,131
SALUDA GRADE ALTERNATIVE MORT A2, 6.75%, 03/25/31 GRADE 2026-RTL7 79584UAB7 - 9,418,000 $9,262,950 $9,262,950 0.15 $9,165,856
FNMA 30yr Pool#FA4709 5.500% 01-Jul-2055, 5.50%, 07/01/55 FN 3140W5GT5 - 9,134,396 $9,201,961 $9,201,961 0.15 $8,995,899
New Residential Mortgag MB 4.00%65, 4.00%, 12/25/65 NRZT 2026-RPL1 64832TAP1 - 9,673,000 $9,066,639 $9,066,639 0.14 $9,007,526
BAYVIEW OPPORTUNITY MAS MB FLTG 56, 5.80%, 07/25/56 BVCES 2026-1 07337MAC4 - 9,107,000 $9,011,176 $9,011,176 0.14 $8,938,991
Huntington Bank Auto Credit-Linked Notes, Series 2024-2 B1 5.442% 20-OCT-2032, 5.44%, 10/20/32 HACLN 2024-2 44644NAG4 - 8,407,108 $8,419,831 $8,419,831 0.13 $8,412,205
Connecticut Avenue Securities, Series 2021-R01 1B2 9.69029% 25-OCT-2041, 9.69%, 10/25/41 CAS 2021-R01 20754RAJ5 - 8,220,000 $8,320,844 $8,320,844 0.13 $8,252,252
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA1 B2 10.79029% 25-JAN-2042, 10.79%, 01/25/42 STACR 2022-DNA1 35564KQZ5 - 8,059,000 $8,256,122 $8,256,122 0.13 $8,181,241
RCKT Mortgage Trust 2026-CES9 M1 6.627% 25-SEP-2056, 6.63%, 09/25/56 RCKT 2026-CES9 74940BAE3 - 8,095,000 $8,104,785 $8,104,785 0.13 $8,022,826
FNMA 30yr Pool#FS7117 6.500% 01-Feb-2054, 6.50%, 02/01/54 FN 3140XN4B7 - 7,699,118 $8,002,044 $8,002,044 0.13 $7,843,569
Freddie Mac Multiclass Certificates, Series 5164 FA 3.94029% 25-NOV-2051, 3.94%, 11/25/51 FHR 5164 3137H3PY2 - 9,026,357 $7,990,752 $7,990,752 0.13 $7,959,883
FNMA 30yr Pool#DH1175 5.500% 01-May-2056, 5.50%, 05/01/56 FN 3140UGJV5 - 7,802,989 $7,672,468 $7,672,468 0.12 $7,598,339
REDWOOD FUNDING TRUST 2 AB 6.26%56, 6.26%, 11/27/56 RFT 2026-2 75805CAA0 - 7,580,078 $7,557,139 $7,557,139 0.12 $7,518,920
Brean Asset Backed Securities Trust 2024-RM8 A1 4.5% 25-MAY-2064, 4.50%, 05/25/64 BABS 2024-RM8 10637YAA3 - 7,646,323 $7,457,233 $7,457,233 0.12 $7,427,603
PRPM 2025-RPL4 A1, 3.00%, 05/25/55 PRPM 2025-RPL4 74448NAA2 - 7,644,818 $7,394,589 $7,394,589 0.12 $7,264,535
FHLMC 30yr Pool#SD7417 5.500% 01-Jan-2055, 5.50%, 01/01/55 FR 3132DVG25 - 7,432,016 $7,394,046 $7,394,046 0.12 $7,314,647
SALUDA GR ALT MTG TR 25 RRTL1 A1, 5.32%, 10/25/40 GRADE 2025-RRTL1 79582NAA7 - 7,388,000 $7,373,237 $7,373,237 0.12 $7,313,189
RENEU 2026-RTL1 MB 5.93%41, 5.89%, 06/25/41 RENEU 2026-RTL1 759964AA7 - 7,339,000 $7,314,381 $7,314,381 0.12 $7,277,145
FIGRE TRUST 2025 HE4 FLTG 2055 B, 5.61%, 07/25/55 FIGRE 2025-HE4 31684PAB8 - 7,295,296 $7,268,706 $7,268,706 0.12 $7,206,202
Ally Bank Auto Credit-Linked Notes, Series 2025-A C 4.844% 15-JUN-2033, 4.84%, 06/15/33 ABCLN 2025-A 02007G5F6 - 7,160,609 $7,108,914 $7,108,914 0.11 $7,098,316
RCKT Mortgage Trust 2026-CES2 A1B 4.863% 25-FEB-2056, 4.86%, 02/01/56 RCKT 2026-CES2 74940EAB3 - 7,265,492 $7,105,559 $7,105,559 0.11 $7,050,846
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-DNA7 B2 11.49029% 25-NOV-2041, 11.49%, 11/25/41 STACR 2021-DNA7 35564KNE5 - 6,910,000 $7,013,174 $7,013,174 0.11 $6,944,804
Fannie Mae REMIC Trust 2022-65 FB 4.49029% 25-SEP-2052, 4.49%, 09/25/52 FNR 2022-65 3136BPCQ2 - 7,209,986 $7,004,384 $7,004,384 0.11 $6,976,116
LHOME Mortgage Trust 2024-RTL4 A2 6.092% 25-JUL-2039, 6.09%, 07/25/39 LHOME 2024-RTL4 50205PAB8 - 6,870,000 $6,907,053 $6,907,053 0.11 $6,871,014
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 $6,834,965 $6,834,965 0.11 $6,778,584
Connecticut Avenue Securities Trust 2023-R03 2B1 10.04029% 25-APR-2043, 10.04%, 04/25/43 CAS 2023-R03 20753ACF9 - 6,026,000 $6,549,292 $6,549,292 0.10 $6,497,193
COOPR Residential Mortgage Trust 2026-CES1 A1B 4.996% 25-FEB-2061, 5.00%, 01/01/61 COOPR 2026-CES1 21689GAB4 - 6,657,730 $6,539,611 $6,539,611 0.10 $6,488,458
COOPR Residential Mortgage Trust 2025-CES3 A1A 4.84% 25-SEP-2060, 4.84%, 09/25/60 COOPR 2025-CES3 216926AA3 - 6,421,971 $6,461,262 $6,461,262 0.10 $6,281,098
RCKT Mortgage Trust 202 MB FLTG 56, 5.85%, 08/25/56 RCKT 2026-CES8 74941AAE4 - 6,550,000 $6,460,671 $6,460,671 0.10 $6,402,161
PRPM 2025-6 LLC, 5.77%, 08/25/28 PRPM 2025-6 69395KAA1 - 6,401,524 $6,385,868 $6,385,868 0.10 $6,285,003
Connecticut Avenue Securities Trust 2022-R05 2B2 10.69029% 25-APR-2042, 10.69%, 04/25/42 CAS 2022-R05 20754DAJ6 - 6,153,812 $6,383,206 $6,383,206 0.10 $6,326,557
RCKT MORTGAGE TRUST 2026-CES4 0% 56, 5.39%, 04/25/56 RCKT 2026-CES4 74940CAC5 - 6,516,000 $6,363,634 $6,363,634 0.10 $6,309,937
RCKT Mortgage Trust 2026-CES1 A1B 4.928% 25-JAN-2056, 4.93%, 01/25/56 RCKT 2026-CES1 74939BAB2 - 6,067,566 $6,131,746 $6,131,746 0.10 $5,898,830
FNMA 30yr Pool#FA0339 5.500% 01-Jan-2055, 5.50%, 01/01/55 FN 3140W0LV5 - 6,107,007 $6,072,047 $6,072,047 0.10 $6,010,563
RCKT Mortgage Trust 2025-CES7 A1B 5.478% 25-JUL-2055, 5.48%, 07/25/55 RCKT 2025-CES7 74943AAB8 - 5,850,277 $6,028,861 $6,028,861 0.10 $5,783,734
Alterna Funding III A 6.26% 15-MAY-2039, 6.26%, 05/16/39 TAX 2024-1A 02157JAA3 - 5,973,857 $5,998,661 $5,998,661 0.10 $5,987,234
FIGRE TRUST 2025-HE6 FLTG 2055 C, 5.25%, 09/25/55 FIGRE 2025-HE6 31684NAC1 - 6,051,909 $5,987,833 $5,987,833 0.10 $5,939,337
PRET 2025-RPL2 Trust A1 4.0% 25-FEB-2065, 4.00%, 08/25/64 PRET 2025-RPL2 69392LAA2 - 5,916,694 $5,868,905 $5,868,905 0.09 $5,754,743
ACHM Trust 2024-HE1 A 6.55% 25-MAY-2039, 6.55%, 05/25/39 ACHM 2024-HE1 00449TAA3 - 5,741,405 $5,830,427 $5,830,427 0.09 $5,798,044
FIGRE TRUST 2026-HE4 MB FLTG 56, 5.70%, 05/25/56 FIGRE 2026-HE4 31685MAE8 - 5,826,572 $5,785,830 $5,785,830 0.09 $5,735,064
Connecticut Avenue Securities, Series 2021-R02 2B2 9.89029% 25-NOV-2041, 9.89%, 11/25/41 CAS 2021-R02 20754KAJ0 - 5,616,000 $5,688,815 $5,688,815 0.09 $5,640,986
HOMES 2026-INV1 Trust A1D 5.077% 25-AUG-2060, 5.08%, 08/25/60 HOMES 2026-INV1 43761FAD7 - 5,720,890 $5,670,340 $5,670,340 0.09 $5,542,893
TVC Mortgage Trust 2025-RRTL1 A2 6.68% 25-APR-2040, 6.68%, 04/25/40 TVC 2025-RRTL1 900927AB0 - 5,597,000 $5,650,447 $5,650,447 0.09 $5,618,252
BAYVIEW OPPORTUNITY MAS MB FLTG 56, 6.09%, 07/25/56 BVCES 2026-1 07337MAE0 - 5,721,000 $5,614,551 $5,614,551 0.09 $5,561,278
RCKT Mortgage Trust 202 MB FLTG 56, 5.67%, 06/25/56 RCKT 2026-CES6 74942DAC1 - 5,700,000 $5,589,293 $5,589,293 0.09 $5,539,916
Brean Asset Backed Securities Trust 2024-RM9 A1 5.0% 25-SEP-2064, 5.00%, 09/25/64 BABS 2024-RM9 10638DAA8 - 5,546,323 $5,452,072 $5,452,072 0.09 $5,428,192
SF ABS ISSUER 2025-1 0%55 A2, 5.38%, 11/25/55 SFARM 2025-1A 784193AA2 - 5,750,000 $5,438,386 $5,438,386 0.09 $5,411,762
Huntington Bank Auto Credit-Linked Notes, Series 2024-1 B1 6.153% 20-MAY-2032, 6.15%, 05/20/32 HACLN 2024-1 44644NAA7 - 5,339,500 $5,365,781 $5,365,781 0.09 $5,360,306
Woodward Capital Manage MB FLTG 56, 5.66%, 05/25/56 RCKT 2026-CES5 74940FAD6 - 5,400,000 $5,294,612 $5,294,612 0.08 $5,247,892
FIGRE TRUST 2025-HE6 FLTG 2055 B, 5.14%, 09/25/55 FIGRE 2025-HE6 31684NAB3 - 5,334,223 $5,268,218 $5,268,218 0.08 $5,226,297
RCKT Mortgage Trust 2025-CES12 M1 5.65% 25-DEC-2055, 5.65%, 11/25/55 RCKT 2025-CES12 749349AE6 - 5,400,000 $5,248,578 $5,248,578 0.08 $5,201,966
PRPM 2025-RPL3 A1 3.25% 25-APR-2055, 3.25%, 04/25/55 PRPM 2025-RPL3 69392NAA8 - 5,458,784 $5,204,521 $5,204,521 0.08 $5,116,667
RCKT MORTGAGE TRUST 2025 5.24863% 55, 5.25%, 08/25/55 RCKT 2025-CES8 74939WAB6 - 5,044,137 $5,176,967 $5,176,967 0.08 $4,969,662
FNMA 30yr Pool#CA5386 4.500% 01-Mar-2050, 4.50%, 03/01/50 FN 3140QC6Y7 - 5,412,051 $5,115,269 $5,115,269 0.08 $5,050,541
FNA 9, Series 2026-1 A 5.509% 15-DEC-2038, 5.51%, 04/16/46 FNH 2026-1 34411JAA8 - 5,101,956 $5,071,488 $5,071,488 0.08 $5,062,900
MS RES MTG LN TR 2025-SPL1 A1, 4.25%, 02/25/65 MSRM 2025-SPL1 617946AA6 - 5,364,271 $5,062,462 $5,062,462 0.08 $4,999,601
FIG SIX TRUST 2026-PF1 MB FLTG 56, 6.16%, 08/25/56 FIGX 2026-PF1 316935AC9 - 5,034,327 $5,011,075 $5,011,075 0.08 $4,963,735
EFMT 2026-CES2 MB FLTG 61, 5.81%, 06/25/61 EFMT 2026-CES2 26846UAD8 - 5,000,000 $4,953,710 $4,953,710 0.08 $4,909,359
CoreWeave, Inc. 9.625% 15-JUL-2032, 9.62%, 07/15/32 CRWV 21873SAK4 - 5,961,000 $4,909,671 $4,909,671 0.08 $4,705,672
Structured Agency Credit Risk (STACR) Debt Notes, Series 2018-HQA2 B2 14.80477% 25-OCT-2048, 14.80%, 10/25/48 STACR 2018-HQA2 35563XBE1 - 4,082,000 $4,892,955 $4,892,955 0.08 $4,840,915
ARIXA MORTGAGE TRUST 20 MB 6.05%31, 6.05%, 05/25/31 ARIXA 2026-RTL1 04046CAA9 - 4,919,000 $4,873,000 $4,873,000 0.08 $4,847,370
ABL 2024-RTL1 A2 7.457% 25-SEP-2029, 7.46%, 09/25/29 ABL 2024-RTL1 00092EAB4 - 4,840,000 $4,871,054 $4,871,054 0.08 $4,839,975
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 - 4,851,963 $4,868,906 $4,868,906 0.08 $4,845,262
FIGRE Trust 2026-HE1 C 5.434% 25-JAN-2056, 5.43%, 01/25/56 FIGRE 2026-HE1 30249NAE7 - 4,951,185 $4,864,903 $4,864,903 0.08 $4,823,798
BAYVIEW OPPORTUNITY MAS MB FLTG 56, 5.99%, 05/25/56 BVCES 2026-2 07338CAD3 - 4,900,000 $4,854,088 $4,854,088 0.08 $4,809,261
JP Morgan Mortgage Trust 2026-CES1 A3 5.332% 25-JUN-2056, 5.33%, 06/25/56 JPMMT 2026-CES1 46660BAE9 - 5,000,000 $4,854,076 $4,854,076 0.08 $4,813,346
BAYVIEW OPPORTUNITY MAS MB FLTG 56, 6.24%, 05/25/56 BVCES 2026-2 07338CAE1 - 4,900,000 $4,846,400 $4,846,400 0.08 $4,799,709
RCKT Mortgage Trust 2025-CES8 B2A 7.28202% 25-AUG-2055, 7.28%, 08/25/55 RCKT 2025-CES8 74939WAS9 - 5,040,000 $4,834,885 $4,834,885 0.08 $4,748,229
OBX 2026-HE2 Trust MB FLTG 56, 5.29%, 06/25/56 OBX 2026-HE2 67124WAD1 - 4,746,000 $4,771,239 $4,771,239 0.08 $4,749,619
PRPM 2025-5 0%30, 5.73%, 07/25/30 PRPM 2025-5 69392RAA9 - 4,777,098 $4,756,406 $4,756,406 0.08 $4,691,396
RCKT Mortgage Trust 2026-CES3 A2 5.363% 25-MAR-2056, 5.36%, 03/25/56 RCKT 2026-CES3 74940LAD3 - 4,861,258 $4,753,614 $4,753,614 0.08 $4,713,783
Connecticut Avenue Securities Trust 2024-R01 1B1 6.39029% 25-JAN-2044, 6.39%, 01/25/44 CAS 2024-R01 20753UAF7 - 4,595,000 $4,739,656 $4,739,656 0.08 $4,714,370
Homeward Opportunities Fund Trust 2025-RRTL2 A1 5.237% 25-AUG-2040, 5.24%, 09/25/40 HOF 2025-RRTL2 437923AA3 - 4,682,000 $4,694,342 $4,694,342 0.07 $4,673,228
Ally Bank Auto Credit-Linked Notes, Series 2025-A D 4.991% 15-JUN-2033, 4.99%, 06/15/33 ABCLN 2025-A 02007G5G4 - 4,651,523 $4,617,358 $4,617,358 0.07 $4,610,264
Connecticut Avenue Securities Trust 2023-R05 1B1 8.44029% 25-JUN-2043, 8.44%, 06/25/43 CAS 2023-R05 207942AC7 - 4,312,000 $4,586,158 $4,586,158 0.07 $4,554,819
Affirm Asset Securitization Trust 2025-X2 C 4.93% 15-OCT-2030, 4.93%, 10/15/30 AFFRM 2025-X2 00835DAC6 - 4,500,000 $4,497,430 $4,497,430 0.07 $4,490,652
Structured Agency Credit Risk (STACR) Debt Notes, Series 2018-DNA3 B2 11.55477% 25-SEP-2048, 11.55%, 09/25/48 STACR 2018-DNA3 35563WBE3 - 4,000,000 $4,488,003 $4,488,003 0.07 $4,448,203
Connecticut Avenue Securities Trust 2023-R04 1B2 11.94029% 25-MAY-2043, 11.94%, 05/25/43 CAS 2023-R04 20754QAJ7 - 4,000,000 $4,476,849 $4,476,849 0.07 $4,435,721
Structured Agency Credit Risk (STACR) Debt Notes, Series 2020-DNA1 B2 9.05477% 25-JAN-2050, 9.05%, 01/25/50 STACR 2020-DNA1 35565HBE4 - 3,965,595 $4,421,443 $4,421,443 0.07 $4,390,523
EFMT 2026-CES2 MB FLTG 61, 5.91%, 06/25/61 EFMT 2026-CES2 26846UAE6 - 4,329,000 $4,303,303 $4,303,303 0.07 $4,264,242
EFMT 2026-CES1 A3 5.466% 25-DEC-2060, 5.47%, 12/25/60 EFMT 2026-CES1 26846MAE4 - 4,250,000 $4,177,467 $4,177,467 0.07 $4,141,976
FNMA 30yr Pool#DA5019 6.500% 01-Nov-2053, 6.50%, 11/01/53 FN 3140A5SH2 - 4,053,442 $4,173,201 $4,173,201 0.07 $4,128,836
Woodward Capital Manage MB FLTG 56, 6.06%, 05/25/56 RCKT 2026-CES5 74940FAF1 - 4,250,000 $4,168,301 $4,168,301 0.07 $4,128,940
SWVP Trust 2026-PNCL C 6.02465% 15-OCT-2039, 6.02%, 10/15/39 SWVP 2026-PNCL 78504YAE2 - 4,090,000 $4,107,379 $4,107,379 0.07 $4,089,306
EASY STREET MORTGAGE LN 5.606%40 A1, 5.61%, 10/25/40 EASY 2025-RTL2 27786YAA6 - 4,100,000 $4,076,110 $4,076,110 0.06 $4,056,317
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-HQA4 B2 10.69029% 25-DEC-2041, 10.69%, 12/25/41 STACR 2021-HQA4 35564KPP8 - 4,000,000 $4,073,721 $4,073,721 0.06 $4,036,899
Vista Point Securitization Trust 2026-CES1 A3 5.376% 25-FEB-2056, 5.38%, 02/25/56 VSTA 2026-CES1 92790EAC4 - 4,169,000 $4,066,035 $4,066,035 0.06 $4,046,736
FNMA 30yr Pool#BY0337 6.500% 01-May-2053, 6.50%, 05/01/53 FN 3140NGLT5 - 3,926,775 $4,055,117 $4,055,117 0.06 $4,007,209
PRPM 2025 RCF4 LLC 4.5% 55, 4.50%, 08/25/55 PRPM 2025-RCF4 69382WAA0 - 4,078,830 $4,049,070 $4,049,070 0.06 $3,956,237
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 $3,936,910 $3,936,910 0.06 $3,903,776
Connecticut Avenue Securities Trust 2023-R08 1B1 7.24029% 25-OCT-2043, 7.24%, 10/25/43 CAS 2023-R08 20755CAF5 - 3,750,000 $3,928,703 $3,928,703 0.06 $3,905,323
OBX 2022-NQM7 Trust MB FLTG 66, 5.59%, 04/25/56 OBX 2026-CES1 67124LAD5 - 4,000,000 $3,911,925 $3,911,925 0.06 $3,877,788
RAM 2026-1 A 5.463% 15-JUN-2046, 5.46%, 06/15/46 RAM 2026-1 74890FAA2 - 3,934,456 $3,902,361 $3,902,361 0.06 $3,895,793
Huntington Bank Auto Credit-Linked Notes, Series 2025-1 B 4.957% 20-MAR-2033, 4.96%, 03/21/33 HACLN 2025-1 446438SX2 - 3,907,355 $3,884,093 $3,884,093 0.06 $3,880,865
JP Morgan Mortgage Trust 2026-CES1 A2 5.182% 25-JUN-2056, 5.18%, 06/25/56 JPMMT 2026-CES1 46660BAD1 - 4,000,000 $3,872,337 $3,872,337 0.06 $3,840,669
FNMA 30yr Pool#FA3788 5.500% 01-Nov-2055, 5.50%, 11/01/55 FN 3140W4F69 - 3,826,661 $3,840,986 $3,840,986 0.06 $3,763,854
EFMT 2026-CES1 A2 5.316% 25-DEC-2060, 5.32%, 12/25/60 EFMT 2026-CES1 26846MAD6 - 3,881,000 $3,797,299 $3,797,299 0.06 $3,765,779
GS Mortgage Securities MB FLTG 56, 5.54%, 11/25/56 GSMBS 2026-AH2 362984AD8 - 3,735,000 $3,732,262 $3,732,262 0.06 $3,714,443
Connecticut Avenue Securities Trust 2023-R01 1B1 8.79029% 25-DEC-2042, 8.79%, 12/25/42 CAS 2023-R01 207932AF1 - 3,500,000 $3,691,788 $3,691,788 0.06 $3,665,295
OBX 2026-HE2 Trust MB FLTG 56, 5.49%, 06/25/56 OBX 2026-HE2 67124WAE9 - 3,678,000 $3,686,232 $3,686,232 0.06 $3,668,843
Fannie Mae REMIC Trust 2020-98 AI 3.5% 25-JAN-2061, 3.50%, 01/25/61 FNR 2020-98 3136BDLE6 - 17,463,033 $3,625,603 $3,625,603 0.06 $3,531,769
Acacia 2025-1 A 5.24% 15-NOV-2037, 5.24%, 11/15/37 ACACIA 2025-1 00401PAA7 - 3,609,054 $3,611,595 $3,611,595 0.06 $3,605,816
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA2 B1 8.44029% 25-FEB-2042, 8.44%, 02/25/42 STACR 2022-DNA2 35564KSJ9 - 3,500,000 $3,559,615 $3,559,615 0.06 $3,534,177
FIGRE Trust 2025-HE3 B 5.71% 25-MAY-2055, 5.71%, 05/25/55 FIGRE 2025-HE3 31684LAB7 - 3,467,947 $3,461,954 $3,461,954 0.06 $3,431,701
FIGRE TRUST 2025-FL1 5.265% 55, 5.26%, 07/25/55 FIGRE 2025-FL1 31684QAA8 - 3,470,063 $3,451,248 $3,451,248 0.05 $3,423,335
FIGRE Trust 2026-HE1 B 5.183% 25-JAN-2056, 5.18%, 01/25/56 FIGRE 2026-HE1 30249NAD9 - 3,511,226 $3,424,901 $3,424,901 0.05 $3,397,097
GS Mortgage Securities MB FLTG 56, 5.39%, 11/25/56 GSMBS 2026-AH2 362984AC0 - 3,324,000 $3,342,201 $3,342,201 0.05 $3,326,772
Structured Agency Credit Risk (STACR) Debt Notes, Series 2023-HQA2 M2 7.54029% 25-JUN-2043, 7.54%, 06/25/43 STACR 2023-HQA2 35564K2K4 - 3,130,000 $3,267,237 $3,267,237 0.05 $3,246,914
FIGRE Trust 2025-HE3 C 5.91% 25-MAY-2055, 5.91%, 05/25/55 FIGRE 2025-HE3 31684LAC5 - 3,259,870 $3,265,466 $3,265,466 0.05 $3,236,032
Ginnie Mae REMIC Trust 2023-116 LF 4.94783% 20-AUG-2053, 5.17%, 08/20/53 GNR 2023-116 38384EFT7 - 3,257,098 $3,239,801 $3,239,801 0.05 $3,236,992
FNMA 30yr Pool#DA5072 6.500% 01-Nov-2053, 6.50%, 11/01/53 FN 3140A5T65 - 3,141,042 $3,232,190 $3,232,190 0.05 $3,194,166
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2023-DNA1 M2 9.19029% 25-MAR-2043, 9.20%, 03/25/43 STACR 2023-DNA1 35564KP94 - 3,000,000 $3,196,730 $3,196,730 0.05 $3,172,969
FINANCE OF AMERICA STRUCTURE 3.5% 74, 3.50%, 02/25/74 FASST 2024-S1 31740RAB6 - 3,154,315 $3,142,969 $3,142,969 0.05 $3,133,266
EFMT 2025-RTL1 0% 40, 5.22%, 11/25/40 EFMT 2025-RTL1 26846FAA7 - 3,108,000 $3,084,079 $3,084,079 0.05 $3,070,106
FNMA 30yr Pool#BX6124 6.500% 01-Jan-2053, 6.50%, 01/01/53 FN 3140NAYW7 - 2,900,686 $2,993,034 $2,993,034 0.05 $2,960,810
OBX 2026 HE1 FLTG 2056 A1B, 5.19%, 02/25/56 OBX 2026-HE1 67124BAB1 - 2,909,789 $2,918,642 $2,918,642 0.05 $2,905,637
FHLMC 30yr Pool#QH5204 6.500% 01-Nov-2053, 6.50%, 11/01/53 FR 3133CHX91 - 2,821,853 $2,906,146 $2,906,146 0.05 $2,874,339
GWT Commercial Mortgage Trust 2024-WLF2 A 5.61589% 15-MAY-2041, 5.62%, 05/15/41 GWT 2024-WLF2 362414AA2 - 2,900,000 $2,902,014 $2,902,014 0.05 $2,897,038
REDAPTIVE INC AB 5.48%34, 5.48%, 07/25/34 RDAP 2026-EQ1A 75720LAA2 - 2,851,870 $2,854,944 $2,854,944 0.05 $2,841,486
COOPR Residential Mortgage Trust 2026-CES1 A2 5.158% 25-FEB-2061, 5.16%, 02/25/61 COOPR 2026-CES1 21689GAD0 - 2,949,000 $2,853,455 $2,853,455 0.05 $2,830,216
New Residential Mortgage Loan Trust 2024-RTL1 A2 8.101% 25-MAR-2039, 8.10%, 03/25/39 NRMLT 2024-RTL1 64831PAB1 - 2,750,000 $2,769,498 $2,769,498 0.04 $2,750,314
RCKT MORTGAGE TRUST 2025-CE 5.16% 34, 5.16%, 07/25/34 RCKTL 2025-1A 74939RAC5 - 2,750,000 $2,743,385 $2,743,385 0.04 $2,731,166
OBX TRUST 2026-HE1 FLTG 2056 M1, 5.34%, 02/25/56 OBX 2026-HE1 67124BAD7 - 2,707,000 $2,723,910 $2,723,910 0.04 $2,711,462
Chase Mortgage Reference Notes, Series 2021-CL1 M1 4.89029% 25-FEB-2050, 4.89%, 02/25/50 CHASE 2021-CL1 46591HBX7 - 2,652,353 $2,607,135 $2,607,135 0.04 $2,595,942
Vista Point Securitization Trust 2026-CES1 A2 5.226% 25-FEB-2056, 5.23%, 02/25/56 VSTA 2026-CES1 92790EAB6 - 2,600,000 $2,519,070 $2,519,070 0.04 $2,507,370
PRPM 2026-RCF1 A2 5.206% 25-JAN-2056, 5.21%, 01/25/56 PRPM 2026-RCF1 69383VAB9 - 2,500,000 $2,432,244 $2,432,244 0.04 $2,412,360
PRPM 2026-RCF1 A3 5.305% 25-JAN-2056, 5.30%, 01/25/56 PRPM 2026-RCF1 69383VAF0 - 2,500,000 $2,427,802 $2,427,802 0.04 $2,407,540
BAYVIEW OPPORTUNITY MAS MB FLTG 56, 5.94%, 05/25/56 BVCES 2026-2 07338CAC5 - 2,450,000 $2,425,227 $2,425,227 0.04 $2,403,001
FHLMC 30yr Pool#QG2539 6.500% 01-May-2053, 6.50%, 05/01/53 FR 3133C2ZC5 - 2,360,623 $2,423,715 $2,423,715 0.04 $2,397,816
RCKT Mortgage Trust 2026-CES1 A3 5.224% 25-JAN-2056, 5.22%, 01/25/56 RCKT 2026-CES1 74939BAD8 - 2,425,000 $2,348,963 $2,348,963 0.04 $2,329,609
FNMA 30yr Pool#BY8533 6.500% 01-Aug-2053, 6.50%, 08/01/53 FN 3140NRPT7 - 2,281,173 $2,345,275 $2,345,275 0.04 $2,319,754
PRPM 2025-RCF3 LLC 5.25% 55, 5.25%, 07/25/55 PRPM 2025-RCF3 69392PAB1 - 2,380,125 $2,336,234 $2,336,234 0.04 $2,317,144
FIGRE Trust 2024-HE4 B 5.252% 25-SEP-2054, 5.25%, 09/25/54 FIGRE 2024-HE4 31684UAB7 - 2,188,494 $2,169,211 $2,169,211 0.03 $2,159,313
EFMT 2026-CES1 A1B 5.116% 25-DEC-2060, 5.12%, 12/25/60 EFMT 2026-CES1 26846MAB0 - 2,190,409 $2,167,820 $2,167,820 0.03 $2,150,699
Ginnie Mae REMIC Trust 2017-163 LO 0.0% 16-MAY-2041, 0.00%, 05/16/41 GNR 2017-163 38380KNA9 - 2,910,839 $2,158,934 $2,158,934 0.03 $2,158,934
OBX 2022-NQM7 Trust MB FLTG 66, 5.42%, 04/25/56 OBX 2026-CES1 67124LAB9 - 2,164,102 $2,142,234 $2,142,234 0.03 $2,124,154
Flagship Credit Auto Trust 2023-1 C 5.43% 15-MAY-2029, 5.43%, 05/15/29 FCAT 2023-1 337955AJ7 - 2,095,644 $2,099,944 $2,099,944 0.03 $2,096,466
FNMA 30yr Pool#BY0338 6.500% 01-May-2053, 6.50%, 05/01/53 FN 3140NGLU2 - 1,883,868 $1,943,438 $1,943,438 0.03 $1,922,124
PRPM 2024-RCF2 A1 3.75% 25-MAR-2054, 3.75%, 03/25/54 PRPM 2024-RCF2 693987AA7 - 1,959,090 $1,890,860 $1,890,860 0.03 $1,884,401
GNMA II 30yr Pool#MA7535 3.000% 20-Aug-2051, 3.00%, 08/20/51 G2 36179WLQ9 - 2,219,775 $1,889,691 $1,889,691 0.03 $1,885,066
Connecticut Avenue Securities Trust 2024-R06 1M2 5.29029% 25-SEP-2044, 5.29%, 09/25/44 CAS 2024-R06 20755RAC9 - 1,861,403 $1,870,197 $1,870,197 0.03 $1,861,717
FNMA 30yr Pool#DA3549 6.500% 01-Oct-2053, 6.50%, 10/01/53 FN 3140A35K5 - 1,574,783 $1,854,170 $1,854,170 0.03 $1,604,074
FNMA 30yr Pool#FS1640 4.000% 01-Apr-2052, 4.00%, 04/01/52 FN 3140XGZE2 - 1,990,691 $1,839,249 $1,839,249 0.03 $1,802,163
Chase Mortgage Reference Notes, Series 2020-CL1 M2 6.51546% 25-OCT-2057, 6.52%, 10/25/57 CHASE 2020-CL1 46591HAH3 - 1,709,695 $1,764,544 $1,764,544 0.03 $1,754,830
Chase Mortgage Reference Notes, Series 2021-CL1 M3 5.24029% 25-FEB-2050, 5.24%, 02/25/50 CHASE 2021-CL1 46591HBZ2 - 1,729,776 $1,688,772 $1,688,772 0.03 $1,680,874
RCKT MORTGAGE TR 2026-CES2 M1A, 5.36%, 02/25/56 RCKT 2026-CES2 74940EAE7 - 1,723,000 $1,662,039 $1,662,039 0.03 $1,647,943
PRPM 2025-RCF3 LLC 5.25% 55, 5.25%, 07/25/55 PRPM 2025-RCF3 69392PAC9 - 1,700,000 $1,659,035 $1,659,035 0.03 $1,645,400
Bayview Opportunity Master Fund VII Trust 2024-CAR1 B 4.99029% 25-DEC-2031, 4.99%, 12/26/31 BVCLN 2024-CAR1 07336QAB8 - 1,616,811 $1,624,202 $1,624,202 0.03 $1,617,255
Ally Bank Auto Credit-Linked Notes, Series 2024-A C 6.022% 15-MAY-2032, 6.02%, 05/17/32 ABCLN 2024-A 02007GZ63 - 1,521,955 $1,531,276 $1,531,276 0.02 $1,528,476
Chase Mortgage Reference Notes, Series 2021-CL1 M2 5.04029% 25-FEB-2050, 5.04%, 02/25/50 CHASE 2021-CL1 46591HBY5 - 1,558,257 $1,522,132 $1,522,132 0.02 $1,515,288
Foundation Finance Trust 2023-2 A 6.53% 15-JUN-2049, 6.53%, 06/15/49 FFIN 2023-2A 35042RAA4 - 1,450,332 $1,474,745 $1,474,745 0.02 $1,471,851
FNMA 30yr Pool#DA0036 6.500% 01-Sep-2053, 6.50%, 09/01/53 FN 3140A0BE8 - 1,087,999 $1,363,140 $1,363,140 0.02 $1,106,400
RCKT Mortgage Trust 2025-CES2 A3 5.859% 25-FEB-2055, 5.86%, 02/25/55 RCKT 2025-CES2 74942BAD3 - 1,350,000 $1,349,171 $1,349,171 0.02 $1,343,679
FHLMC 30yr Pool#QG4340 6.500% 01-Jun-2053, 6.50%, 06/01/53 FR 3133C4ZD9 - 1,285,991 $1,320,352 $1,320,352 0.02 $1,306,253
FNMA 30yr Pool#BY0327 6.500% 01-May-2053, 6.50%, 05/01/53 FN 3140NGLH1 - 1,220,030 $1,258,536 $1,258,536 0.02 $1,244,922
Santander Bank Auto Credit-Linked Notes, Series 2024-A B 5.622% 15-JUN-2032, 5.62%, 06/15/32 SBCLN 2024-A 80290CCJ1 - 1,242,928 $1,247,605 $1,247,605 0.02 $1,245,470
FNMA 30yr Pool#FS9005 5.500% 01-Sep-2054, 5.50%, 09/01/54 FN 3140XRAF2 - - $1,229,866 $1,229,866 0.02 $0
Rithm Capital Corp. 8.0% 15-JUL-2030, 8.00%, 07/15/30 RITM 64828TAC6 - 1,227,000 $1,225,558 $1,225,558 0.02 $1,198,019
Connecticut Avenue Securities Trust 2023-R02 1B2 11.59029% 25-JAN-2043, 11.59%, 01/25/43 CAS 2023-R02 20755AAE2 - 1,090,000 $1,191,532 $1,191,532 0.02 $1,180,653
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 - 1,170,383 $1,178,998 $1,178,998 0.02 $1,172,156
FNMA 30yr Pool#FA5549 5.000% 01-Mar-2056, 5.00%, 03/01/56 FN 3140W6EX6 - - $1,171,468 $1,171,468 0.02 $0
EFMT 2026-CES1 M1 5.616% 25-DEC-2060, 5.62%, 12/25/60 EFMT 2026-CES1 26846MAF1 - 1,166,000 $1,130,310 $1,130,310 0.02 $1,120,305
FIGRE TRUST 2025-HE5 FLTG 2055 B, 5.49%, 08/25/55 FIGRE 2025-HE5 31684MAB5 - 1,130,907 $1,123,418 $1,123,418 0.02 $1,113,941
FNMA 40yr Pool#BF0167 3.000% 01-Feb-2057, 3.00%, 02/01/57 FN 3140FXFH0 - 1,317,919 $1,103,303 $1,103,303 0.02 $1,089,613
Connecticut Avenue Securities Trust 2023-R02|9.24029|01/25/2043, 9.24%, 01/25/43 CAS 2023-R02 20755AAD4 - 1,023,280 $1,072,623 $1,072,623 0.02 $1,072,623
FHF Trust 2024-1 (First Help Financial) A2 5.69% 15-FEB-2030, 5.69%, 02/15/30 FHF 2024-1A 31568AAB2 - 1,013,496 $1,016,632 $1,016,632 0.02 $1,014,870
FNMA 30yr Pool#BJ9181 5.000% 01-May-2048, 5.00%, 05/01/48 FN 3140HBFX1 - 968,595 $1,003,845 $1,003,845 0.02 $938,485
FHLMC 30yr Pool#QG3885 6.500% 01-Jun-2053, 6.50%, 06/01/53 FR 3133C4J62 - 959,059 $984,642 $984,642 0.02 $974,170
Santander Bank Auto Credit-Linked Notes, Series 2023-B B 5.64% 15-DEC-2033, 5.64%, 12/15/33 SBCLN 2023-B 80290CCB8 - 960,483 $964,044 $964,044 0.02 $962,389
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA3 B2 13.44029% 25-APR-2042, 13.44%, 04/25/42 STACR 2022-DNA3 35564KWG0 - 895,000 $945,362 $945,362 0.02 $935,004
RCKT Mortgage Trust 2025-CES10 A1B 4.995% 25-OCT-2055, 5.00%, 11/25/55 RCKT 2025-CES10 74939LAB0 - 950,048 $938,693 $938,693 0.01 $931,317
FREMF 2019-KF70 Mortgage Trust C 9.75966% 25-SEP-2029, 9.76%, 09/25/29 FREMF 2019-KF70 30298UAJ0 - 890,414 $894,766 $894,766 0.01 $887,283
Ally Bank Auto Credit-Linked Notes, Series 2024-A D 6.315% 15-MAY-2032, 6.31%, 05/17/32 ABCLN 2024-A 02007GZ71 - 869,689 $875,042 $875,042 0.01 $873,364
FNMA 30yr Pool#BY0361 6.500% 01-Jun-2053, 6.50%, 06/01/53 FN 3140NGMK3 - 813,200 $838,814 $838,814 0.01 $829,858
Structured Agency Credit Risk (STACR) Debt Notes, Series 2020-DNA2 B2 8.60477% 25-FEB-2050, 8.60%, 02/25/50 STACR 2020-DNA2 35565KBE7 - 728,791 $801,378 $801,378 0.01 $795,978
ACHV ABS Trust 2024-1PL B 6.34% 25-APR-2031, 6.34%, 04/25/31 ACHV 2024-1PL 00092BAB0 - 789,030 $794,448 $794,448 0.01 $790,140
Bayview Opportunity Master Fund VII Trust 2024-CAR1 C 5.19029% 25-DEC-2031, 5.19%, 12/26/31 BVCLN 2024-CAR1 07336QAC6 - 786,848 $786,052 $786,052 0.01 $782,535
RCKT Mortgage Trust 2025-CES10 M1 5.662% 25-OCT-2055, 5.66%, 11/25/55 RCKT 2025-CES10 74939LAE4 - 763,000 $749,650 $749,650 0.01 $743,050
FNMA 30yr Pool#CC0990 5.000% 01-Sep-2055, 5.00%, 09/01/55 FN 3140Y7C48 - 759,700 $732,717 $732,717 0.01 $725,533
FNMA 30yr Pool#CB9787 5.000% 01-Jan-2055, 5.00%, 01/01/55 FN 3140QV2V5 - - $719,464 $719,464 0.01 $0
FNMA 30yr Pool#CB9654 5.000% 01-Dec-2054, 5.00%, 12/01/54 FN 3140QVWQ3 - - $713,416 $713,416 0.01 $0
FHLMC 30yr Pool#RJ2205 5.500% 01-Aug-2054, 5.50%, 08/01/54 FR 3142GSNX2 - - $681,643 $681,643 0.01 $0
FHLMC 30yr Pool#ZT1926 3.000% 01-Nov-2043, 3.00%, 11/01/43 FR 3132AED78 - 715,023 $636,829 $636,829 0.01 $629,718
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 $624,284 $624,284 0.01 $620,547
FNMA 30yr Pool#CB6864 5.000% 01-Aug-2053, 5.00%, 08/01/53 FN 3140QSTW1 - 620,285 $598,958 $598,958 0.01 $592,449
FHLMC 30yr Pool#QG2540 6.500% 01-May-2053, 6.50%, 05/01/53 FR 3133C2ZD3 - 538,058 $553,879 $553,879 0.01 $547,739
ACHM Trust 2024-HE1 B 7.26% 25-MAY-2039, 7.26%, 05/25/39 ACHM 2024-HE1 00449TAB1 - 521,946 $536,230 $536,230 0.01 $532,967
FNMA 30yr Pool#AL6842 4.000% 01-May-2045, 4.00%, 05/01/45 FN 3138EPS88 - 556,578 $524,686 $524,686 0.01 $516,500
FHLMC 30yr Pool#SL5145 5.000% 01-Feb-2056, 5.00%, 02/01/56 FR 31427SWF1 - - $490,464 $490,464 0.01 $0
U.S. Auto Funding 2021-1 C 2.2% 15-MAY-2026, 2.20%, 05/15/27 USAUT 2021-1A 90355EAC5 - 744,414 $479,953 $479,953 0.01 $479,452
FNMA 30yr Pool#CB9331 5.500% 01-Oct-2054, 5.50%, 10/01/54 FN 3140QVLM4 - - $466,799 $466,799 0.01 $0
GNMA II 30yr Pool#MA7590 3.000% 20-Sep-2051, 3.00%, 09/20/51 G2 36179WNF1 - 516,549 $439,698 $439,698 0.01 $438,622
FHLMC 15yr Pool#SB0116 2.500% 01-Nov-2034, 2.50%, 11/01/34 FR 3132CWDV3 - 428,219 $406,879 $406,879 0.01 $399,721
ACHV ABS Trust 2024-1PL C 6.42% 25-APR-2031, 6.42%, 04/25/31 ACHV 2024-1PL 00092BAC8 - 398,870 $401,422 $401,422 0.01 $399,217
FHLMC 30yr Pool#QA8274 3.500% 01-Mar-2050, 3.50%, 03/01/50 FR 3133A3FP8 - 379,653 $333,916 $333,916 0.01 $331,088
FNMA 30yr Pool#CA4646 3.000% 01-Feb-2048, 3.00%, 02/01/48 FN 3140QCEU6 - 365,962 $331,402 $331,402 0.01 $320,558
FHF Issuer Trust 2023-2 (First Help Financial) A2 6.79% 15-OCT-2029, 6.79%, 10/15/29 FHF 2023-2A 30333LAB4 - 321,232 $322,913 $322,913 0.01 $322,246
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-DNA5 M2 5.34029% 25-JAN-2034, 5.34%, 01/25/34 STACR 2021-DNA5 35564KHE2 - 310,226 $312,401 $312,401 0.00 $310,974
Hotwire Funding, Series 2021-1 B_2021_1 2.658% 20-NOV-2051, 2.66%, 11/20/51 HWIRE 2021-1 44148JAB5 - 300,000 $299,506 $299,506 0.00 $299,373
FHLMC 30yr Pool#SL0860 5.500% 01-Apr-2055, 5.50%, 04/01/55 FR 31427M5W7 - - $282,103 $282,103 0.00 $0
FNMA 30yr Pool#AR9225 3.000% 01-Mar-2043, 3.00%, 03/01/43 FN 3138W7HB3 - 296,323 $265,277 $265,277 0.00 $260,391
Structured Agency Credit Risk (STACR) Debt Notes, Series 2023-HQA2 M1A 5.69029% 25-JUN-2043, 5.69%, 06/25/43 STACR 2023-HQA2 35564K2F5 - 248,029 $249,319 $249,319 0.00 $248,103
FNMA 30yr Pool#AS8649 3.000% 01-Jan-2047, 3.00%, 01/01/47 FN 3138WJTF5 - 283,114 $248,143 $248,143 0.00 $244,014
Fannie Mae REMIC Trust 2012-126 SY 0.19523% 25-NOV-2042, 0.20%, 11/25/42 FNR 2012-126 3136A9ZR2 - 473,554 $243,986 $243,986 0.00 $243,906
FHLMC 30yr Pool#ZN4240 4.500% 01-Dec-2048, 4.50%, 12/01/48 FR 3131YAV98 - 240,717 $229,060 $229,060 0.00 $226,786
FHLMC 30yr Pool#QA1615 3.500% 01-Aug-2049, 3.50%, 08/01/49 FR 31334XYL7 - 228,984 $202,712 $202,712 0.00 $200,959
FNMA 30yr Pool#MA1327 3.000% 01-Jan-2043, 3.00%, 01/01/43 FN 31418APM4 - 217,484 $193,692 $193,692 0.00 $191,537
FNMA 30yr Pool#FA5758 5.500% 01-Feb-2056, 5.50%, 02/01/56 FN 3140W6MG4 - - $175,884 $175,884 0.00 $0
FHLMC 15yr Pool#SB0040 2.500% 01-Dec-2033, 2.50%, 12/01/33 FR 3132CWBH6 - 177,510 $175,210 $175,210 0.00 $169,565
Fannie Mae REMIC Trust 2017-9 VL 3.0% 25-JUL-2028, 3.00%, 07/25/28 FNR 2017-9 3136AVYH6 - 163,393 $174,220 $174,220 0.00 $162,602
FNMA 30yr Pool#BO2983 3.000% 01-Sep-2049, 3.00%, 09/01/49 FN 3140JXJ58 - 177,178 $160,700 $160,700 0.00 $152,529
FNMA 30yr Pool#AB6280 3.000% 01-Sep-2042, 3.00%, 09/01/42 FN 31417C6S9 - 167,381 $149,228 $149,228 0.00 $147,412
FNMA 30yr Pool#MA1229 3.000% 01-Oct-2042, 3.00%, 10/01/42 FN 31418ALK2 - 132,824 $119,068 $119,068 0.00 $117,683
GNMA II 30yr Pool#BF6874 4.500% 20-Jul-2048, 4.50%, 07/20/48 G2 3617GDT77 - 123,126 $116,030 $116,030 0.00 $115,646
FNMA 20yr Pool#AB9283 3.000% 01-Apr-2038, 3.00%, 04/01/38 FN 31417GJ56 - 118,414 $110,342 $110,342 0.00 $108,545
FHLMC 30yr Pool#QH7013 6.500% 01-Dec-2053, 6.50%, 12/01/53 FR 3133CKYJ1 - 101,221 $107,188 $107,188 0.00 $102,737
FHLMC 30yr Pool#QJ9063 5.000% 01-Nov-2054, 5.00%, 11/01/54 FR 3133D1B81 - - $104,350 $104,350 0.00 $0
GNMA II 30yr Pool#BK5879 4.500% 20-Nov-2048, 4.50%, 11/20/48 G2 3617J6Q80 - 109,013 $102,455 $102,455 0.00 $102,114
FNMA 30yr Pool#BM3282 3.500% 01-Dec-2047, 3.50%, 12/01/47 FN 3140J7UG8 - 103,087 $94,374 $94,374 0.00 $92,709
FNMA 30yr Pool#CA0108 3.500% 01-Aug-2047, 3.50%, 08/01/47 FN 3140Q7DN4 - 95,493 $87,274 $87,274 0.00 $85,879
Fannie Mae REMIC Trust 2013-130 FN 4.15477% 25-OCT-2042, 4.15%, 10/25/42 FNR 2013-130 3136AHG53 - 77,136 $76,699 $76,699 0.00 $76,423
FHLMC 30yr Pool#ZM7926 5.000% 01-Sep-2048, 5.00%, 09/01/48 FR 3131Y2YX0 - 75,572 $73,957 $73,957 0.00 $73,208
FNMA 30yr Pool#MA1447 3.000% 01-May-2043, 3.00%, 05/01/43 FN 31418ATD0 - 68,812 $61,352 $61,352 0.00 $60,468
FNMA 30yr Pool#AS8547 3.000% 01-Nov-2046, 3.00%, 11/01/46 FN 3138WJP93 - 69,196 $59,846 $59,846 0.00 $59,317
Sequoia Mortgage Trust 2019-CH3 A19 4.0% 25-OCT-2049, 4.00%, 09/25/49 SEMT 2019-CH3 81748GBN0 - 51,292 $48,290 $48,290 0.00 $45,983
Fannie Mae REMIC Trust 2006-20 GF 4.15477% 25-APR-2036, 4.15%, 04/25/36 FNR 2006-20 31395BU43 - 46,397 $46,015 $46,015 0.00 $45,849
FHLMC 15yr Pool#ZK8962 3.000% 01-Sep-2032, 3.00%, 09/01/32 FR 3131XC5X1 - 43,682 $42,822 $42,822 0.00 $41,777
Fannie Mae REMIC Trust 2010-109 BS 12.61073% 25-OCT-2040, 12.61%, 10/25/40 FNR 2010-109 31398NTM6 - 41,248 $40,695 $40,695 0.00 $39,835
Freddie Mac Multiclass Certificates, Series 3380 FM 4.55289% 15-OCT-2037, 4.55%, 10/15/37 FHR 3380 31397KTJ0 - 37,634 $37,415 $37,415 0.00 $37,362
FNMA 15yr Pool#BO5957 3.000% 01-Dec-2034, 3.00%, 12/01/34 FN 3140K1TP1 - 38,894 $37,239 $37,239 0.00 $36,587
FHLMC 15yr Pool#ZS7403 3.000% 01-May-2031, 3.00%, 05/01/31 FR 3132A8GL7 - 35,872 $36,187 $36,187 0.00 $34,789
FHLMC 30yr Pool#SD3523 3.000% 01-Jun-2052, 3.00%, 06/01/52 FR 3132DQ4G8 - - $35,108 $35,108 0.00 $0
Freddie Mac Multiclass Certificates, Series 3721 FB 4.46289% 15-SEP-2040, 4.46%, 09/15/40 FHR 3721 3137GAD20 - 34,966 $34,802 $34,802 0.00 $34,755
Ginnie Mae REMIC Trust 2008-013 FB 4.50525% 20-FEB-2038, 4.57%, 02/20/38 GNR 2008-13 38375PNL1 - 34,649 $34,267 $34,267 0.00 $34,241
Aspire Mortgage Trust 2026-1 A1 4.855% 25-JAN-2066, 4.86%, 01/25/66 SPIRE 2026-1 04539FAA6 - - $32,432 $32,432 0.00 $0
FNMA 30yr Pool#BC0870 3.500% 01-Jan-2046, 3.50%, 01/01/46 FN 3140EU6G9 - 33,794 $30,858 $30,858 0.00 $30,256
Ginnie Mae REMIC Trust 2007-040 FG 4.32525% 20-JUL-2037, 4.39%, 07/20/37 GNR 2007-40 38375KZS4 - 26,366 $25,962 $25,962 0.00 $25,943
FHLMC 15yr Pool#ZK9163 3.000% 01-Jan-2033, 3.00%, 01/01/33 FR 3131XDFC4 - 25,814 $25,175 $25,175 0.00 $24,659
FNMA 30yr Pool#DC5656 5.000% 01-Nov-2054, 5.00%, 11/01/54 FN 3140ATJA5 - - $25,036 $25,036 0.00 $0
FNMA 30yr Pool#BY0335 6.000% 01-May-2053, 6.00%, 05/01/53 FN 3140NGLR9 - - $22,720 $22,720 0.00 $0
Ginnie Mae REMIC Trust 2004-069 CF 4.40525% 20-JUL-2034, 4.47%, 07/20/34 GNR 2004-69 38374JAT3 - 21,441 $21,335 $21,335 0.00 $21,319
Fannie Mae REMIC Trust 2013-2 QF 4.30477% 25-FEB-2043, 4.30%, 02/25/43 FNR 2013-2 3136AB4P5 - 21,109 $20,962 $20,962 0.00 $20,884
FNMA 15yr Pool#BO7717 3.000% 01-Nov-2034, 3.00%, 11/01/34 FN 3140K3SF0 - 21,416 $20,665 $20,665 0.00 $20,270
Ginnie Mae REMIC Trust 2007-059 FA 4.50525% 20-OCT-2037, 4.57%, 10/20/37 GNR 2007-59 38375LPU8 - 20,747 $20,536 $20,536 0.00 $20,520
FHLMC 30yr Pool#ZN2165 4.500% 01-Dec-2048, 4.50%, 12/01/48 FR 3131Y8MN2 - 21,091 $20,068 $20,068 0.00 $19,868
Ginnie Mae REMIC Trust 2008-016 FC 4.50525% 20-FEB-2038, 4.57%, 02/20/38 GNR 2008-16 383742FU2 - 16,749 $16,572 $16,572 0.00 $16,559
Ginnie Mae REMIC Trust 2007-037 FW 4.31525% 20-JUN-2037, 4.38%, 06/20/37 GNR 2007-37 38375KNR9 - 16,202 $15,923 $15,923 0.00 $15,911
Ginnie Mae REMIC Trust 2010-133 FD 4.47708% 16-OCT-2040, 4.48%, 10/16/40 GNR 2010-133 38377MHV1 - 15,919 $15,911 $15,911 0.00 $15,891
Ginnie Mae REMIC Trust 2005-065 FA 4.15525% 20-AUG-2035, 4.22%, 08/20/35 GNR 2005-65 38374LL25 - 16,004 $15,716 $15,716 0.00 $15,705
Blue Bridge Funding 2023-1 A 7.37% 15-NOV-2030, 7.37%, 11/15/30 BBEF 2023-1A 09531MAA8 - 15,147 $15,195 $15,195 0.00 $15,160
Ginnie Mae REMIC Trust 2004-059 FP 4.34708% 16-AUG-2034, 4.35%, 08/16/34 GNR 2004-59 38374HYS3 - 14,922 $14,822 $14,822 0.00 $14,804
FNMA 30yr Pool#DC1302 5.000% 01-Aug-2054, 5.00%, 08/01/54 FN 3140ANNU9 - - $13,634 $13,634 0.00 $0
Freddie Mac Multiclass Certificates, Series 2426 FL 4.61289% 15-MAR-2032, 4.61%, 03/15/32 FHR 2426 31339W7G5 - 13,043 $13,077 $13,077 0.00 $13,058
Ginnie Mae REMIC Trust 2005-048 AF 4.20525% 20-JUN-2035, 4.27%, 06/20/35 GNR 2005-48 38374LHM6 - 13,130 $12,971 $12,971 0.00 $12,962
Fannie Mae REMIC Trust 2002-53 FK 4.20477% 25-APR-2032, 4.20%, 04/25/32 FNR 2002-53 31392EHN3 - 12,854 $12,866 $12,866 0.00 $12,820
Fannie Mae REMIC Trust 2005-83 KT 4.10477% 25-OCT-2035, 4.10%, 10/25/35 FNR 2005-83 31394FUL7 - 11,478 $11,398 $11,398 0.00 $11,357
Fannie Mae REMIC Trust 2007-89 GF 4.32477% 25-SEP-2037, 4.32%, 09/25/37 FNR 2007-89 31396XPM0 - 10,462 $10,475 $10,475 0.00 $10,436
Freddie Mac Multiclass Certificates, Series 2551 FD 4.36289% 15-JAN-2033, 4.36%, 01/15/33 FHR 2551 31393JAZ1 - 9,434 $9,405 $9,405 0.00 $9,393
Ginnie Mae REMIC Trust 2012-075 FP 4.30525% 20-JUL-2041, 4.37%, 07/20/41 GNR 2012-75 38378EZ55 - 8,839 $8,863 $8,863 0.00 $8,856
Ginnie Mae REMIC Trust 2007-061 FA 4.50525% 20-OCT-2037, 4.57%, 10/20/37 GNR 2007-61 38375LLN8 - 8,391 $8,307 $8,307 0.00 $8,301
FNMA 30yr Pool#AS6811 3.000% 01-Mar-2046, 3.00%, 03/01/46 FN 3138WGR97 - - $7,861 $7,861 0.00 $0
Fannie Mae REMIC Trust 2010-123 FL 4.23477% 25-NOV-2040, 4.23%, 11/25/40 FNR 2010-123 31398N2W3 - 7,342 $7,336 $7,336 0.00 $7,309
Freddie Mac Multiclass Certificates, Series 2410, excluding Group 6 FX 4.31289% 15-FEB-2032, 4.31%, 02/15/32 FHR 2410 31339NJN7 - 7,043 $7,041 $7,041 0.00 $7,032
FNMA 15yr Pool#AS8207 2.500% 01-Oct-2031, 2.50%, 10/01/31 FN 3138WJDM7 - 6,965 $6,920 $6,920 0.00 $6,663
FNMA 30yr Pool#DB3056 5.500% 01-May-2054, 5.50%, 05/01/54 FN 3140ACME0 - - $6,907 $6,907 0.00 $0
FNMA 30yr Pool#AS7492 4.000% 01-Jul-2046, 4.00%, 07/01/46 FN 3138WHKE1 - - $6,887 $6,887 0.00 $0
FNMA 30yr Pool#AB9341 3.000% 01-May-2043, 3.00%, 05/01/43 FN 31417GLX2 - - $6,641 $6,641 0.00 $0
Fannie Mae REMIC Trust 2012-100 FG 4.20477% 25-SEP-2042, 4.20%, 09/25/42 FNR 2012-100 3136A8QW3 - 6,703 $6,636 $6,636 0.00 $6,612
FNMA 15yr Pool#AS7643 2.500% 01-Aug-2031, 2.50%, 08/01/31 FN 3138WHP55 - 6,336 $6,259 $6,259 0.00 $6,065
Fannie Mae REMIC Trust 2003-87 FG 4.30477% 25-SEP-2033, 4.30%, 09/25/33 FNR 2003-87 31393E4W6 - 6,159 $6,175 $6,175 0.00 $6,152
FNMA 15yr Pool#BM1036 2.500% 01-Feb-2032, 2.50%, 02/01/32 FN 3140J5EJ4 - 6,201 $6,126 $6,126 0.00 $5,929
Freddie Mac Multiclass Certificates, Series 3028 FM 4.21289% 15-SEP-2035, 4.21%, 09/15/35 FHR 3028 31396AFB5 - 6,052 $6,033 $6,033 0.00 $6,025
Ginnie Mae REMIC Trust 2007-018 FD 4.30525% 20-APR-2037, 4.37%, 04/20/37 GNR 2007-18 38375JC86 - 6,100 $5,990 $5,990 0.00 $5,985
Ginnie Mae REMIC Trust 2010-006 FG 4.64708% 16-JAN-2040, 4.65%, 01/16/40 GNR 2010-6 38376TSC7 - 5,717 $5,676 $5,676 0.00 $5,668
FHLMC 15yr Pool#ZK8405 2.500% 01-Dec-2031, 2.50%, 01/22/31 FR 3131XCKS5 - 5,457 $5,355 $5,355 0.00 $5,211
Fannie Mae REMIC Trust 2002-16 VF 4.35477% 25-APR-2032, 4.35%, 04/25/32 FNR 2002-16 31392CWW0 - 5,202 $5,231 $5,231 0.00 $5,211
Fannie Mae REMIC Trust 2010-95 FB 4.20477% 25-SEP-2040, 4.20%, 09/25/40 FNR 2010-95 31398NEX8 - 4,560 $4,563 $4,563 0.00 $4,546
Sequoia Mortgage Trust 2013-5 A1 2.5% 25-MAY-2043, 2.50%, 05/25/43 SEMT 2013-5 81745AAA5 - - $3,855 $3,855 0.00 $0
FNMA 30yr Pool#AZ0869 4.000% 01-Jul-2045, 4.00%, 07/01/45 FN 3138YR6F0 - - $3,177 $3,177 0.00 $0
FNMA 30yr Pool#AB7563 3.000% 01-Jan-2043, 3.00%, 01/01/43 FN 31417EMM0 - - $1,259 $1,259 0.00 $0
Freddie Mac Multiclass Certificates, Series 3738 FD 4.26289% 15-AUG-2040, 4.26%, 08/15/40 FHR 3738 3137GAYQ4 - 1,013 $1,014 $1,014 0.00 $1,013
FHLMC 30yr Pool#ZN0650 3.000% 01-Mar-2043, 3.00%, 03/01/43 FR 3131Y6WK1 - 1,009 $895 $895 0.00 $886
FNMA 30yr Pool#BD2453 3.000% 01-Jan-2047, 3.00%, 01/01/47 FN 3140F9WP6 - - $862 $862 0.00 $0
Freddie Mac Multiclass Certificates, Series 2469 FE 4.46289% 15-JUL-2032, 4.46%, 07/15/32 FHR 2469 31392RC58 - 430.00 $431 $431 0.00 $430
FHLMC 30yr Pool#QA2159 3.000% 01-Aug-2049, 3.00%, 08/01/49 FR 31334YMG9 - - $391 $391 0.00 $0
Ginnie Mae REMIC Trust 2010-125 VF 4.35525% 20-JUN-2040, 4.42%, 06/20/40 GNR 2010-125 38377JYJ6 - 266.00 $266 $266 0.00 $266
FHLMC 30yr Pool#ZM2269 3.000% 01-Dec-2046, 3.00%, 12/01/46 FR 3131XVQW8 - - $239 $239 0.00 $0
FHLMC 30yr Pool#ZT0252 3.000% 01-Dec-2047, 3.00%, 12/01/47 FR 3132ACH52 - - $118 $118 0.00 $0
Ginnie Mae REMIC Trust 1999-27 FE 4.44708% 16-AUG-2029, 4.45%, 08/16/29 GNR 1999-27 3837H2WA3 - 71.00 $71 $71 0.00 $71
US 10YR NOTE (CBT)Dec26 DEC 26 TYZ6 FUTURES_USD - -3,813 $-404,773,781 $0 0.00 $0
US 2YR NOTE (CBT) Dec26 DEC 26 TUZ6 FUTURES_USD - 881.00 $179,875,423 $0 0.00 $0
US ULTRA BOND CBT Dec26 DEC 26 WNZ6 FUTURES_USD - -669.00 $-72,900,094 $0 0.00 $0
US 10yr Ultra Fut Dec26 DEC 26 UXYZ6 FUTURES_USD - -1,891 $-203,459,781 $0 0.00 $0
US 5YR NOTE (CBT) Dec26 DEC 26 FVZ6 FUTURES_USD - 124.00 $12,958,969 $0 0.00 $0
GNMA II TBA 30yr 3% November Delivery, 3.00%, 11/19/26 G2SF 21H0306B5 - -136,927,338 $-115,878,457 $-115,878,457 -1.85 $-115,878,457
UMBS TBA 30yr 5% November Delivery, 5.00%, 11/12/26 FNCL 01F0506B7 - -291,843,275 $-275,618,832 $-275,618,832 -4.39 $-275,618,832
UMBS TBA 30yr 6% November Delivery, 6.00%, 11/12/26 FNCL 01F0606B6 - -321,464,779 $-319,537,919 $-319,537,919 -5.09 $-319,537,919
UMBS TBA 30yr 4.5% November Delivery, 4.50%, 11/12/26 FNCL 01F0426B4 - -532,090,096 $-487,726,020 $-487,726,020 -7.77 $-487,726,020
UMBS TBA 30yr 5.5% November Delivery, 5.50%, 11/12/26 FNCL 01F0526B3 - -1,156,991,596 $-1,122,814,064 $-1,122,814,064 -17.88 $-1,122,814,064
SEGREGATED CASH SEGCASH $0.00 30,725,287 $30,725,287 $30,725,287 0.49 $30,725,287
ALMSUM ALMSUM $0.00 - $0 $0 0.00 $0
US DOLLARS USD MD_142224 - -1,918,959,015 $-1,918,959,015 $-1,918,959,015 -30.57 $-1,918,959,015
3 MONTH SOFR FUT Sep27 SEP 27 SFRU7 FUTURES_USD - 1,367 $325,995,325 $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.

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