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For Individual Investors in the US

Mortgage-Backed Securities ETF Holdings

Full Portfolio Holdings

(As of November 6, 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% December Delivery, 2.50%, 12/10/26 FNCL 01F0226C4 - 1,393,917,386 $1,122,976,088 $1,122,976,088 18.17 $1,122,976,088
GNMA II TBA 30yr 2.5% November Delivery, 2.50%, 11/19/26 G2SF 21H0226B2 - 710,603,414 $586,651,439 $586,651,439 9.50 $586,651,439
UMBS TBA 30yr 6% December Delivery, 6.00%, 12/10/26 FNCL 01F0606C4 - 530,859,481 $531,151,454 $531,151,454 8.60 $531,151,454
UMBS TBA 30yr 6.5% December Delivery, 6.50%, 12/10/26 FNCL 01F0626C0 - 322,559,000 $328,107,015 $328,107,015 5.31 $328,107,015
UMBS TBA 30yr 3% December Delivery, 3.00%, 12/10/26 FNCL 01F0306C7 - 385,203,710 $324,544,911 $324,544,911 5.26 $324,544,911
UMBS TBA 30yr 4% December Delivery, 4.00%, 12/10/26 FNCL 01F0406C6 - 333,425,845 $300,256,309 $300,256,309 4.86 $300,256,309
FNMA 30yr Pool#FA5633 4.500% 01-Sep-2053, 4.50%, 09/01/53 FN 3140W6HK1 - 308,844,778 $297,693,853 $297,693,853 4.82 $293,345,304
UMBS TBA 30yr 2% December Delivery, 2.00%, 12/10/26 FNCL 01F0206C8 - 360,986,255 $278,403,429 $278,403,429 4.51 $278,403,429
FNMA 30yr Pool#FA1943 5.500% 01-May-2055, 5.50%, 05/01/55 FN 3140W2ER8 - 195,824,338 $196,514,447 $196,514,447 3.18 $194,253,666
GNMA II TBA 30yr 5% November Delivery, 5.00%, 11/19/26 G2SF 21H0506B3 - 198,508,194 $190,171,842 $190,171,842 3.08 $190,171,842
FNMA 30yr Pool#FA6706 6.000% 01-Jun-2056, 6.00%, 06/01/56 FN 3140W7NY2 - 158,755,433 $164,952,849 $164,952,849 2.67 $160,105,797
GNMA II TBA 30yr 5.5% November Delivery, 5.50%, 11/19/26 G2SF 21H0526B9 - 164,697,000 $161,869,317 $161,869,317 2.62 $161,869,317
UMBS TBA 30yr 3.5% December Delivery, 3.50%, 12/10/26 FNCL 01F0326C3 - 178,743,000 $156,512,018 $156,512,018 2.53 $156,512,018
FHLMC 30yr Pool#RJ6896 5.500% 01-Jun-2056, 5.50%, 06/01/56 FR 3142GXUW5 - 151,990,410 $152,272,729 $152,272,729 2.47 $150,698,289
FNMA 30yr Pool#FA5682 5.500% 01-May-2056, 5.50%, 05/01/56 FN 3140W6J45 - 129,224,302 $130,260,924 $130,260,924 2.11 $128,125,724
FNMA 30yr Pool#FA5419 4.500% 01-Aug-2053, 4.50%, 08/01/53 FN 3140W6AV4 - 137,095,980 $130,058,369 $130,058,369 2.11 $128,794,085
GNMA II TBA 30yr 3% November Delivery, 3.00%, 11/19/26 G2SF 21H0306B5 - 146,586,060 $125,867,000 $125,867,000 2.04 $125,867,000
FHLMC 30yr Pool#SL6335 6.000% 01-Aug-2056, 6.00%, 08/01/56 FR 31427UBD4 - 114,030,006 $116,847,455 $116,847,455 1.89 $114,836,132
GNMA II 30yr Pool#MA7988 3.000% 20-Apr-2052, 3.00%, 04/20/52 G2 36179W2V9 - 133,273,052 $115,835,730 $115,835,730 1.88 $114,506,891
GNMA II TBA 30yr 3.5% November Delivery, 3.50%, 11/19/26 G2SF 21H0326B1 - 132,283,377 $113,810,136 $113,810,136 1.84 $113,810,136
GNMA II TBA 30yr 4.5% November Delivery, 4.50%, 11/19/26 G2SF 21H0426B0 - 114,736,488 $105,914,055 $105,914,055 1.72 $105,914,055
FHLMC 30yr Pool#SL3899 5.000% 01-Jan-2056, 5.00%, 01/01/56 FR 31427RKM1 - 107,618,739 $104,290,168 $104,290,168 1.69 $103,440,274
FNMA 30yr Pool#FA2754 4.500% 01-Jan-2049, 4.50%, 01/01/49 FN 3140W3BY4 - 108,252,354 $103,296,804 $103,296,804 1.67 $101,989,017
FHLMC 30yr Pool#SL6334 6.000% 01-Jun-2056, 6.00%, 06/01/56 FR 31427UBC6 - 99,072,255 $102,971,261 $102,971,261 1.67 $99,914,957
GNMA II TBA 30yr 4% November Delivery, 4.00%, 11/19/26 G2SF 21H0406B4 - 103,195,688 $91,710,730 $91,710,730 1.49 $91,710,730
FNMA 30yr Pool#FA5913 5.500% 01-May-2056, 5.50%, 05/01/56 FN 3140W6SB9 - 81,738,717 $81,751,434 $81,751,434 1.32 $80,908,789
FNMA 30yr Pool#FA3025 5.500% 01-Sep-2055, 5.50%, 09/01/55 FN 3140W3LF4 - 81,446,342 $81,145,327 $81,145,327 1.31 $80,522,025
FHLMC 30yr Pool#SL5254 4.500% 01-Sep-2051, 4.50%, 09/01/51 FR 31427SZU5 - 81,415,675 $78,556,523 $78,556,523 1.27 $77,329,803
FNMA 30yr Pool#FA6336 5.500% 01-Jul-2056, 5.50%, 07/01/56 FN 3140W7BE9 - 75,578,720 $75,964,197 $75,964,197 1.23 $74,936,201
FNMA 30yr Pool#FA6705 6.000% 01-Nov-2055, 6.00%, 11/01/55 FN 3140W7NX4 - 71,627,494 $74,067,742 $74,067,742 1.20 $72,133,858
FHLMC 30yr Pool#SL2464 4.500% 01-Dec-2048, 4.50%, 12/01/48 FR 31427PW26 - 76,284,035 $72,568,186 $72,568,186 1.18 $71,870,342
FHLMC 30yr Pool#RJ4363 5.500% 01-Jun-2055, 5.50%, 06/01/55 FR 3142GUZ55 - 69,071,684 $69,388,915 $69,388,915 1.12 $68,661,422
FNMA 30yr Pool#FA3036 5.500% 01-Oct-2055, 5.50%, 10/01/55 FN 3140W3LS6 - 67,637,535 $68,204,249 $68,204,249 1.10 $67,235,791
FNMA 30yr Pool#FA3037 5.500% 01-Oct-2055, 5.50%, 10/01/55 FN 3140W3LT4 - 63,712,451 $63,975,806 $63,975,806 1.04 $63,243,579
FHLMC 30yr Pool#SL3985 5.000% 01-Jan-2056, 5.00%, 01/01/56 FR 31427RNB2 - 64,190,616 $62,427,314 $62,427,314 1.01 $61,679,375
FHLMC 30yr Pool#SL4515 5.000% 01-Apr-2056, 5.00%, 04/01/56 FR 31427SAR9 - 62,603,731 $61,008,935 $61,008,935 0.99 $60,154,572
FNMA 30yr Pool#FA5446 6.000% 01-Apr-2056, 6.00%, 04/01/56 FN 3140W6BQ4 - 59,447,640 $60,746,322 $60,746,322 0.98 $60,297,806
FNMA 30yr Pool#FA0574 5.500% 01-Jan-2055, 5.50%, 01/01/55 FN 3140W0T88 - 59,875,856 $60,367,500 $60,367,500 0.98 $59,556,654
FHLMC 30yr Pool#SL6343 5.500% 01-Jan-2056, 5.50%, 01/01/56 FR 31427UBM4 - 59,525,276 $59,532,969 $59,532,969 0.96 $58,934,749
FHLMC 30yr Pool#SL6510 6.000% 01-Sep-2056, 6.00%, 09/01/56 FR 31427UGU1 - 55,169,831 $57,325,657 $57,325,657 0.93 $55,917,535
FNMA 30yr Pool#FA4990 5.000% 01-Mar-2056, 5.00%, 03/01/56 FN 3140W5RL0 - 56,883,814 $55,610,758 $55,610,758 0.90 $55,010,308
FNMA 30yr Pool#FA4270 5.000% 01-Dec-2055, 5.00%, 12/01/55 FN 3140W4W86 - 56,046,161 $54,894,319 $54,894,319 0.89 $54,287,121
FHLMC 30yr Pool#RJ6942 5.500% 01-Jun-2056, 5.50%, 06/01/56 FR 3142GXWC7 - 54,277,783 $54,157,825 $54,157,825 0.88 $53,661,796
FNMA 30yr Pool#FA5046 5.000% 01-Mar-2056, 5.00%, 03/01/56 FN 3140W5TC8 - 54,538,367 $53,589,312 $53,589,312 0.87 $52,742,110
FHLMC 30yr Pool#SL1188 5.500% 01-Apr-2055, 5.50%, 04/01/55 FR 31427NKA6 - 52,656,918 $52,999,770 $52,999,770 0.86 $52,297,715
FNMA 30yr Pool#FA7047 6.000% 01-Oct-2056, 6.00%, 10/01/56 FN 3140W7ZM5 - 48,757,569 $49,855,605 $49,855,605 0.81 $49,470,478
FHLMC 30yr Pool#SL6196 6.000% 01-Jan-2056, 6.00%, 01/01/56 FR 31427T3E4 - 47,779,258 $48,770,410 $48,770,410 0.79 $48,401,368
FHLMC 30yr Pool#SL6726 6.000% 01-Sep-2056, 6.00%, 09/01/56 FR 31427UPL1 - 47,361,643 $48,719,390 $48,719,390 0.79 $48,014,301
FNMA 30yr Pool#FA6720 6.000% 01-Jun-2056, 6.00%, 06/01/56 FN 3140W7PE4 - 46,435,059 $48,142,329 $48,142,329 0.78 $46,843,521
FNMA 30yr Pool#FA6425 6.000% 01-Jul-2056, 6.00%, 07/01/56 FN 3140W7D72 - 46,670,097 $47,662,779 $47,662,779 0.77 $47,302,606
FHLMC 30yr Pool#SL0239 5.000% 01-Jan-2055, 5.00%, 01/01/55 FR 31427MHR5 - 47,814,892 $46,334,608 $46,334,608 0.75 $45,963,955
FNMA 30yr Pool#FA2246 5.500% 01-Jul-2055, 5.50%, 07/01/55 FN 3140W2P88 - 45,312,419 $45,614,005 $45,614,005 0.74 $45,003,318
FHLMC 30yr Pool#SL6342 4.000% 01-Oct-2050, 4.00%, 10/01/50 FR 31427UBL6 - 48,792,386 $45,426,708 $45,426,708 0.74 $44,894,248
FNMA 30yr Pool#CC2018 5.500% 01-Feb-2056, 5.50%, 02/01/56 FN 3140Y8G42 - 44,484,568 $44,946,799 $44,946,799 0.73 $44,157,198
FNMA 30yr Pool#FA3128 5.500% 01-Oct-2055, 5.50%, 10/01/55 FN 3140W3PN3 - 44,169,396 $43,999,783 $43,999,783 0.71 $43,668,126
FNMA 30yr Pool#FA4155 5.000% 01-Jan-2056, 5.00%, 01/01/56 FN 3140W4TM9 - 43,305,851 $42,669,431 $42,669,431 0.69 $41,955,793
FNMA 30yr Pool#FA6740 5.500% 01-Sep-2054, 5.50%, 09/01/54 FN 3140W7P20 - 42,215,226 $42,136,927 $42,136,927 0.68 $41,796,425
FNMA 30yr Pool#FA4202 5.000% 01-Jan-2056, 5.00%, 01/01/56 FN 3140W4U47 - 42,086,439 $41,127,778 $41,127,778 0.67 $40,700,294
FHLMC 30yr Pool#SD7343 5.500% 01-Jan-2055, 5.50%, 01/01/55 FR 3132DVEQ4 - 40,590,887 $40,900,956 $40,900,956 0.66 $40,287,016
FNMA 30yr Pool#FA6796 5.500% 01-Jul-2056, 5.50%, 07/01/56 FN 3140W7RS1 - 39,429,130 $39,453,203 $39,453,203 0.64 $39,093,930
FNMA 30yr Pool#FS9779 5.500% 01-Nov-2054, 5.50%, 11/01/54 FN 3140XR2M6 - 38,106,141 $38,421,699 $38,421,699 0.62 $37,852,612
FNMA 40yr Pool#BF0646 2.500% 01-Jun-2062, 2.50%, 06/01/62 FN 3140FXWG3 - 44,738,105 $36,213,437 $36,213,437 0.59 $35,784,702
FHLMC 30yr Pool#SL6006 6.000% 01-Jul-2056, 6.00%, 07/01/56 FR 31427TU87 - 33,481,267 $34,229,270 $34,229,270 0.55 $33,962,592
New Residential Mortgage LLC 6.545% 25-MAR-2032, 6.54%, 03/25/32 NZES 2025-FHT 64832EAA7 - 33,071,053 $33,238,613 $33,238,613 0.54 $33,154,438
GNMA II 30yr Pool#MA7706 3.000% 20-Nov-2051, 3.00%, 11/20/51 G2 36179WR34 - 38,164,184 $33,222,013 $33,222,013 0.54 $32,826,000
FHLMC 30yr Pool#SL4452 5.000% 01-Mar-2056, 5.00%, 03/01/56 FR 31427R5N6 - 33,731,465 $32,911,269 $32,911,269 0.53 $32,679,887
FNMA 40yr Pool#BF0598 2.500% 01-Mar-2062, 2.50%, 03/01/62 FN 3140FXUY6 - 40,494,003 $32,887,515 $32,887,515 0.53 $32,417,690
ACACIA 2026-1 LLC AB 0% 41, 5.44%, 07/15/41 ACACIA 2026-1 00402VAA3 - 32,861,607 $32,840,663 $32,840,663 0.53 $32,721,485
FNMA 30yr Pool#FA5891 6.000% 01-Jun-2056, 6.00%, 06/01/56 FN 3140W6RM6 - 32,034,645 $32,825,399 $32,825,399 0.53 $32,495,172
FNMA 30yr Pool#CC2016 5.500% 01-Feb-2056, 5.50%, 02/01/56 FN 3140Y8G26 - 32,578,596 $32,765,248 $32,765,248 0.53 $32,385,090
FNMA 30yr Pool#FA0576 5.500% 01-Jan-2055, 5.50%, 01/01/55 FN 3140W0UA1 - 30,890,061 $31,072,669 $31,072,669 0.50 $30,683,045
Rithm Capital Corp. 8.5% 01-JUN-2031, 8.50%, 06/01/31 RITM 64828TAD4 - 29,718,000 $30,705,346 $30,705,346 0.50 $29,477,415
FHLMC 30yr Pool#SL6340 6.000% 01-Jun-2056, 6.00%, 06/01/56 FR 31427UBJ1 - 29,512,029 $30,305,490 $30,305,490 0.49 $29,771,629
FNMA 30yr Pool#FA3191 5.500% 01-Oct-2055, 5.50%, 10/01/55 FN 3140W3RM3 - 29,620,222 $29,864,369 $29,864,369 0.48 $29,402,242
FNMA 30yr Pool#FA4849 5.000% 01-Feb-2056, 5.00%, 02/01/56 FN 3140W5L77 - 30,020,990 $29,534,760 $29,534,760 0.48 $29,085,086
FNMA 30yr Pool#FA3682 5.500% 01-Feb-2055, 5.50%, 02/01/55 FN 3140W4CU9 - 28,411,094 $29,044,329 $29,044,329 0.47 $28,259,633
FNMA 30yr Pool#FA1560 5.500% 01-Apr-2055, 5.50%, 04/01/55 FN 3140W1WW9 - 27,393,954 $27,458,476 $27,458,476 0.44 $27,247,915
FHLMC 30yr Pool#SL0238 5.000% 01-May-2054, 5.00%, 05/01/54 FR 31427MHQ7 - 27,689,181 $26,960,708 $26,960,708 0.44 $26,617,319
FNMA 40yr Pool#BF0698 3.500% 01-Dec-2062, 3.50%, 12/01/62 FN 3140FXX49 - 30,109,063 $26,637,409 $26,637,409 0.43 $26,203,576
FHLMC 30yr Pool#RJ7885 6.500% 01-Nov-2056, 6.50%, 11/01/56 FR 3142GYXP5 - 24,934,625 $25,947,271 $25,947,271 0.42 $25,756,871
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA2 B2 12.38787% 25-FEB-2042, 12.39%, 02/25/42 STACR 2022-DNA2 35564KSQ3 - 23,346,843 $23,929,491 $23,929,491 0.39 $23,817,017
FHLMC 30yr Pool#SL4437 6.000% 01-Sep-2054, 6.00%, 09/01/54 FR 31427R4X5 - 22,713,346 $23,558,402 $23,558,402 0.38 $22,990,224
FHLMC 30yr Pool#SD3271 5.500% 01-Jun-2053, 5.50%, 06/01/53 FR 3132DQT48 - 22,403,341 $22,366,704 $22,366,704 0.36 $22,195,079
FHLMC 30yr Pool#SD3669 5.500% 01-Sep-2053, 5.50%, 09/01/53 FR 3132E0CE0 - 20,756,997 $21,042,527 $21,042,527 0.34 $20,551,075
FNMA 30yr Pool#CC1844 5.500% 01-Jan-2056, 5.50%, 01/01/56 FN 3140Y8BN5 - 20,878,970 $20,980,849 $20,980,849 0.34 $20,754,957
Connecticut Avenue Securities Trust 2023-R06 1B1 7.78787% 25-JUL-2043, 7.79%, 07/25/43 CAS 2023-R06 20754EAF2 - 20,105,535 $20,945,252 $20,945,252 0.34 $20,884,360
FNMA 30yr Pool#FA4386 5.500% 01-Jan-2056, 5.50%, 01/01/56 FN 3140W42U0 - 20,614,333 $20,639,344 $20,639,344 0.33 $20,491,891
Connecticut Avenue Securities, Series 2020-SBT1 1B1 10.75235% 25-FEB-2040, 10.75%, 02/25/40 CAS 2020-SBT1 20753VBT4 - 19,687,000 $20,184,118 $20,184,118 0.33 $20,101,798
FHLMC 30yr Pool#TB3130 5.500% 01-May-2056, 5.50%, 05/01/56 FR 3142K4PQ3 - 20,164,870 $20,138,302 $20,138,302 0.33 $19,927,995
RCKT Mortgage Trust 2026-CES2 A3 5.255% 25-FEB-2056, 5.25%, 02/25/56 RCKT 2026-CES2 74940EAD9 - 20,600,000 $19,982,446 $19,982,446 0.32 $19,868,179
FHLMC 30yr Pool#TB5153 5.500% 01-Jun-2056, 5.50%, 06/01/56 FR 3142K6WP2 - 19,863,774 $19,783,066 $19,783,066 0.32 $19,630,437
PRET 2025-RPL3 Trust A1 4.15% 25-APR-2065, 4.15%, 04/25/65 PRET 2025-RPL3 69382RAA1 - 20,671,743 $19,734,270 $19,734,270 0.32 $19,643,716
Structured Agency Credit Risk (STACR) Debt Notes, Series 2022-HQA1 M2 9.13787% 25-MAR-2042, 9.14%, 03/25/42 STACR 2022-HQA1 35564KTJ8 - 19,107,747 $19,469,018 $19,469,018 0.32 $19,401,117
Figure Technology Solutions, Inc. 8.5% 31-JUL-2031, 8.50%, 07/31/31 FIGR 349381AA1 - 19,574,000 $19,309,856 $19,309,856 0.31 $18,773,746
FHLMC 30yr Pool#SD5061 5.500% 01-Mar-2054, 5.50%, 03/01/54 FR 3132DSTS1 - 18,689,641 $18,933,075 $18,933,075 0.31 $18,601,380
FNMA 30yr Pool#FA5284 5.500% 01-Apr-2056, 5.50%, 04/01/56 FN 3140W52S2 - 18,751,174 $18,688,014 $18,688,014 0.30 $18,532,536
FNMA 30yr Pool#CB7112 5.500% 01-Sep-2053, 5.50%, 09/01/53 FN 3140QS3W9 - 18,429,636 $18,439,279 $18,439,279 0.30 $18,246,803
Finance of America Structured Securities Trust, 2025-S1 A1 3.5% 25-FEB-2075, 3.50%, 02/25/75 FASST 2025-S1 31741BAB0 - 18,915,274 $18,416,639 $18,416,639 0.30 $18,390,893
FINANCE OF AMERICA STRUC 3.28125% 74, 3.50%, 04/25/74 FASST 2024-S3 31739WAB8 - 18,351,725 $18,298,287 $18,298,287 0.30 $18,273,308
FNMA 40yr Pool#BF0226 3.500% 01-Jan-2058, 3.50%, 01/01/58 FN 3140FXHC9 - 20,193,114 $17,960,289 $17,960,289 0.29 $17,746,515
FNMA 40yr Pool#BF0807 3.500% 01-Apr-2064, 3.50%, 04/01/64 FN 3140FX3R1 - 20,194,066 $17,835,668 $17,835,668 0.29 $17,573,799
RFT 2026-RR1 TRUST MB 6.55%30, 6.63%, 07/27/30 RFT 2026-RR1 76201CAA8 - 17,222,413 $17,190,268 $17,190,268 0.28 $17,152,201
FNMA 40yr Pool#BF0713 4.000% 01-Mar-2063, 4.00%, 03/01/63 FN 3140FXYK2 - 18,766,010 $17,160,307 $17,160,307 0.28 $17,062,124
SALUDA GRADE ALTERNATIVE M 5.749% 31, 5.75%, 03/25/31 GRADE 2026-RTL7 79584UAA9 - 17,370,000 $17,154,370 $17,154,370 0.28 $17,048,962
FNMA 30yr Pool#FA1549 5.500% 01-May-2055, 5.50%, 05/01/55 FN 3140W1WK5 - 16,682,820 $16,687,397 $16,687,397 0.27 $16,560,048
Saluda Grade Alternative Mortgage Trust 2026-LOC7|5.52987|07/25/2066, 5.53%, 07/25/66 GRADE 2026-LOC7 79582XAA5 - 15,900,000 $15,933,485 $15,933,485 0.26 $15,918,831
SALUDA GR ALT MTG TR 2025-LOC5 A1B, 5.74%, 10/25/55 GRADE 2025-LOC5 79581XAC2 - 15,693,000 $15,798,256 $15,798,256 0.26 $15,760,733
Vontive Mortgage Trust 2025-RTL1 A1 6.507% 25-MAR-2030, 6.51%, 03/25/30 VNTV 2025-RTL1 928884AA3 - 15,444,000 $15,516,045 $15,516,045 0.25 $15,476,964
Vontive Sedona Mortgage Trust 2026-RTL1|6.208|10/25/2041, 6.21%, 10/25/41 VNTV 2026-RTL1 92888JAA0 - 15,500,000 $15,507,695 $15,507,695 0.25 $15,499,676
Connecticut Avenue Securities Trust 2022-R02 2B2 11.53787% 25-JAN-2042, 11.54%, 01/25/42 CAS 2022-R02 20754BAJ0 - 15,154,500 $15,415,113 $15,415,113 0.25 $15,347,116
FNMA 30yr Pool#FA1358 4.500% 01-May-2050, 4.50%, 05/01/50 FN 3140W1QL0 - 15,006,315 $14,538,384 $14,538,384 0.24 $14,217,601
FNMA 40yr Pool#BF0806 3.500% 01-Apr-2064, 3.50%, 04/01/64 FN 3140FX3Q3 - 16,256,113 $14,358,799 $14,358,799 0.23 $14,195,549
RCKT MOR 2025-CES9 FLT 2055 A1B, 5.00%, 09/25/55 RCKT 2025-CES9 74942JAB0 - 14,481,292 $14,294,201 $14,294,201 0.23 $14,217,818
FNMA 40yr Pool#BF0801 2.500% 01-Apr-2064, 2.50%, 04/01/64 FN 3140FX3K6 - 17,770,324 $14,288,917 $14,288,917 0.23 $14,216,058
Connecticut Avenue Securities Trust 2022-R01 1B2 9.88787% 25-DEC-2041, 9.89%, 12/25/41 CAS 2022-R01 20754LAJ8 - 14,077,163 $14,238,268 $14,238,268 0.23 $14,184,138
BMP Commercial Mortgage Trust 2024-MF23 A 5.29659% 15-JUN-2041, 5.30%, 06/15/41 BMP 2024-MF23 05593JAA8 - 14,000,000 $14,021,659 $14,021,659 0.23 $13,970,164
Galaxy XXVI CLO Ltd., 4.85%, 07/23/27 GLXYT 2025-1 362922AA4 - 13,785,623 $13,785,268 $13,785,268 0.22 $13,785,268
RCKT Mortgage Trust 2026-CES2 A2 5.055% 25-FEB-2056, 5.05%, 02/25/56 RCKT 2026-CES2 74940EAC1 - 14,268,000 $13,780,892 $13,780,892 0.22 $13,704,760
Central Park Funding Trust 2026-1 PT 7.25% 29-JUL-2028, 7.25%, 07/27/28 CPFTR 2026-1 154808AA7 - 13,587,819 $13,565,456 $13,565,456 0.22 $13,532,619
PRET 2025-RPL1 Trust A1 4.0% 25-JUL-2069, 4.00%, 07/25/69 PRET 2025-RPL1 69392FAA5 - 14,029,015 $13,279,088 $13,279,088 0.22 $13,219,854
FHLMC 30yr Pool#SL3988 5.000% 01-Jan-2056, 5.00%, 01/01/56 FR 31427RNE6 - 13,003,017 $12,847,638 $12,847,638 0.21 $12,597,648
FHLMC 30yr Pool#SD6178 4.500% 01-Jan-2051, 4.50%, 01/01/51 FR 3132DT2K5 - 13,415,292 $12,807,332 $12,807,332 0.21 $12,710,201
FINANCE OF AMER STR TR 2024-S2 A1, 3.50%, 04/25/74 FASST 2024-S2 31739VAA2 - 12,889,777 $12,784,175 $12,784,175 0.21 $12,766,631
Saluda Grade Alternative Mortgage Trust 2026-HB1 A1B 5.48861% 25-APR-2056, 5.49%, 04/25/56 GRADE 2026-HB1 795939AC1 - 12,701,307 $12,735,485 $12,735,485 0.21 $12,706,438
FNMA 30yr Pool#FA3563 5.500% 01-Nov-2055, 5.50%, 11/01/55 FN 3140W35Z8 - 12,567,048 $12,687,239 $12,687,239 0.21 $12,492,404
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA1 B2 10.98787% 25-JAN-2042, 10.99%, 01/25/42 STACR 2022-DNA1 35564KQZ5 - 12,356,000 $12,562,518 $12,562,518 0.20 $12,509,720
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 $12,337,875 $12,337,875 0.20 $12,281,933
FNMA 30yr Pool#CC0097 5.500% 01-Mar-2055, 5.50%, 03/01/55 FN 3140Y6DB3 - 12,154,827 $12,282,581 $12,282,581 0.20 $12,090,268
FHLMC 30yr Pool#SL4658 5.000% 01-Jan-2056, 5.00%, 01/01/56 FR 31427SE87 - 12,650,280 $12,225,388 $12,225,388 0.20 $12,138,250
FHLMC 30yr Pool#SL4976 5.000% 01-Apr-2056, 5.00%, 04/01/56 FR 31427SQ68 - 12,429,923 $12,082,216 $12,082,216 0.20 $11,943,644
Chase Mortgage Reference Notes, Series 2020-CL1 M1 6.30309% 25-OCT-2057, 6.30%, 10/25/57 CHASE 2020-CL1 46591HAG5 - 11,655,994 $11,984,441 $11,984,441 0.19 $11,955,870
Connecticut Avenue Securities Trust 2022-R06 1B2 14.48787% 25-MAY-2042, 14.49%, 05/25/42 CAS 2022-R06 20754NAR6 - 10,936,475 $11,521,120 $11,521,120 0.19 $11,459,502
PRPM 2025-RCF3 LLC 5.25% 55, 5.25%, 07/25/55 PRPM 2025-RCF3 69392PAA3 - 11,495,681 $11,374,894 $11,374,894 0.18 $11,311,188
PRET 2025-RPL5 TRUST FLTG 2070 A1, 4.15%, 01/25/70 PRET 2025-RPL5 69393AAA5 - 12,043,746 $11,266,722 $11,266,722 0.18 $11,213,964
NRM MSR-Collateralized Notes, Series 2024-FNT1 A 7.398% 25-NOV-2029, 7.40%, 11/25/31 NZES 2024-FNT1 62956YAA7 - 11,088,805 $11,129,454 $11,129,454 0.18 $11,097,552
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2023-HQA3 M1 5.73787% 25-NOV-2043, 5.74%, 11/25/43 STACR 2023-HQA3 35564K3G2 - 10,940,518 $11,001,507 $11,001,507 0.18 $10,977,095
Connecticut Avenue Securities Trust 2022-R07 1B2 15.88787% 25-JUN-2042, 15.89%, 06/25/42 CAS 2022-R07 20754MAL1 - 10,092,601 $10,799,862 $10,799,862 0.17 $10,737,503
FNMA 40yr Pool#BF0731 2.500% 01-Jun-2063, 2.50%, 06/01/63 FN 3140FXY55 - 13,306,974 $10,798,960 $10,798,960 0.17 $10,643,859
Connecticut Avenue Securities Trust 2022-R04 1B2 13.38787% 25-MAR-2042, 13.39%, 03/25/42 CAS 2022-R04 20753YAL6 - 10,118,401 $10,520,306 $10,520,306 0.17 $10,467,625
METRONET INFRASTRUCTURE ISSU 5.4% 55, 5.40%, 08/20/55 MNET 2025-2A 59170JAX6 - 10,600,000 $10,469,591 $10,469,591 0.17 $10,439,381
Foundation Finance Trust 2025-2 B 4.94% 15-APR-2052, 4.94%, 04/15/52 FFIN 2025-2A 35042NAB1 - 10,501,765 $10,347,955 $10,347,955 0.17 $10,313,369
FNMA 40yr Pool#BF0783 3.500% 01-Dec-2063, 3.50%, 12/01/63 FN 3140FX2R2 - 10,611,438 $9,839,710 $9,839,710 0.16 $9,234,558
Saluda Grade Alternative Mortgage Trust 2024-RTL6 A1 7.439% 25-JUL-2030, 7.44%, 07/25/30 GRADE 2024-RTL6 79585UAA8 - 9,762,920 $9,809,887 $9,809,887 0.16 $9,733,226
LHOME Mortgage Trust 2024-RTL5 A2 5.751% 25-SEP-2039, 5.75%, 09/25/39 LHOME 2024-RTL5 50205WAB3 - 9,325,000 $9,345,408 $9,345,408 0.15 $9,324,552
RCKT MORTGAGE TRUST 2026-CES4 0% 56, 5.59%, 04/25/56 RCKT 2026-CES4 74940CAD3 - 9,483,000 $9,284,181 $9,284,181 0.15 $9,228,196
SALUDA GRADE ALTERNATIVE MORT A2, 6.75%, 03/25/31 GRADE 2026-RTL7 79584UAB7 - 9,418,000 $9,265,686 $9,265,686 0.15 $9,198,603
Structured Agency Credit Risk (STACR) Debt Notes, Series 2022-HQA1 B2 14.88787% 25-MAR-2042, 14.89%, 03/25/42 STACR 2022-HQA1 35564KUL1 - 8,848,740 $9,206,315 $9,206,315 0.15 $9,155,083
RCKT Mortgage Trust 2026-CES9 A2 6.229% 25-SEP-2056, 6.23%, 09/25/56 RCKT 2026-CES9 74940BAC7 - 9,254,000 $9,198,368 $9,198,368 0.15 $9,137,523
FNMA 30yr Pool#FA4709 5.500% 01-Jul-2055, 5.50%, 07/01/55 FN 3140W5GT5 - 9,086,611 $9,144,457 $9,144,457 0.15 $9,043,700
TOWD PT MTG TR 2025-FIX2 FLTG A1, 5.25%, 10/25/65 TPMT 2025-FIX2 89183RAA0 - 9,190,980 $9,133,997 $9,133,997 0.15 $9,083,073
New Residential Mortgag MB 4.00%65, 4.00%, 12/25/65 NRZT 2026-RPL1 64832TAP1 - 9,673,000 $9,114,024 $9,114,024 0.15 $9,073,182
FIGRE TRUST 2025-HE4 FLTG 2055 C, 5.71%, 07/25/55 FIGRE 2025-HE4 31684PAC6 - 9,171,017 $9,111,649 $9,111,649 0.15 $9,056,383
Homeward Opportunities Fund Trust 2025-RRTL1 A1 5.476% 25-MAR-2040, 5.48%, 03/25/40 HOF 2025-RRTL1 437919AA1 - 9,063,648 $9,081,542 $9,081,542 0.15 $9,062,240
FNMA 30yr Pool#FS6236 6.500% 01-Nov-2053, 6.50%, 11/01/53 FN 3140XM4W3 - 8,645,583 $9,004,043 $9,004,043 0.15 $8,851,018
BAYVIEW OPPORTUNITY MAS MB FLTG 56, 5.80%, 07/25/56 BVCES 2026-1 07337MAC4 - 9,107,000 $8,984,663 $8,984,663 0.15 $8,928,947
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 $8,421,411 $8,421,411 0.14 $8,397,265
RCKT Mortgage Trust 2026-CES9 M1 6.627% 25-SEP-2056, 6.63%, 09/25/56 RCKT 2026-CES9 74940BAE3 - 8,095,000 $8,070,777 $8,070,777 0.13 $8,014,151
Freddie Mac Multiclass Certificates, Series 5164 FA 3.94029% 25-NOV-2051, 4.00%, 11/25/51 FHR 5164 3137H3PY2 - 9,026,357 $7,967,127 $7,967,127 0.13 $7,953,086
FNMA 30yr Pool#FS7117 6.500% 01-Feb-2054, 6.50%, 02/01/54 FN 3140XN4B7 - 7,447,071 $7,928,535 $7,928,535 0.13 $7,624,026
FNMA 30yr Pool#DH1175 5.500% 01-May-2056, 5.50%, 05/01/56 FN 3140UGJV5 - 7,793,518 $7,728,207 $7,728,207 0.13 $7,673,448
REDWOOD FUNDING TRUST 2 AB 6.26%56, 6.26%, 11/27/56 RFT 2026-2 75805CAA0 - 7,500,698 $7,473,992 $7,473,992 0.12 $7,458,343
FHLMC 30yr Pool#SD7417 5.500% 01-Jan-2055, 5.50%, 01/01/55 FR 3132DVG25 - 7,232,145 $7,436,363 $7,436,363 0.12 $7,193,590
SALUDA GR ALT MTG TR 25 RRTL1 A1, 5.32%, 10/25/40 GRADE 2025-RRTL1 79582NAA7 - 7,388,000 $7,367,330 $7,367,330 0.12 $7,325,842
RENEU 2026-RTL1 MB 5.93%41, 5.89%, 06/25/41 RENEU 2026-RTL1 759964AA7 - 7,339,000 $7,313,552 $7,313,552 0.12 $7,296,736
Brean Asset Backed Securities Trust 2024-RM8 A1 4.5% 25-MAY-2064, 4.50%, 05/25/64 BABS 2024-RM8 10637YAA3 - 7,323,429 $7,151,219 $7,151,219 0.12 $7,138,403
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 $7,131,296 $7,131,296 0.12 $7,108,172
RCKT Mortgage Trust 2026-CES2 A1B 4.863% 25-FEB-2056, 4.86%, 02/01/56 RCKT 2026-CES2 74940EAB3 - 7,265,492 $7,102,845 $7,102,845 0.12 $7,065,550
FIGRE TRUST 2025 HE4 FLTG 2055 B, 5.61%, 07/25/55 FIGRE 2025-HE4 31684PAB8 - 7,100,308 $7,049,562 $7,049,562 0.11 $7,007,531
Fannie Mae REMIC Trust 2022-65 FB 4.68787% 25-SEP-2052, 4.69%, 09/25/52 FNR 2022-65 3136BPCQ2 - 7,209,986 $7,029,355 $7,029,355 0.11 $7,016,211
PRPM 2025-RPL4 A1, 3.00%, 05/25/55 PRPM 2025-RPL4 74448NAA2 - 7,644,818 $6,985,493 $6,985,493 0.11 $6,961,284
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-DNA7 B2 11.68787% 25-NOV-2041, 11.69%, 11/25/41 STACR 2021-DNA7 35564KNE5 - 6,910,000 $6,978,972 $6,978,972 0.11 $6,947,564
LHOME Mortgage Trust 2024-RTL4 A2 6.092% 25-JUL-2039, 6.09%, 07/25/39 LHOME 2024-RTL4 50205PAB8 - 6,870,000 $6,888,275 $6,888,275 0.11 $6,871,999
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 $6,811,952 $6,811,952 0.11 $6,772,997
COOPR Residential Mortgage Trust 2026-CES1 A1B 4.996% 25-FEB-2061, 5.00%, 01/01/61 COOPR 2026-CES1 21689GAB4 - 6,657,730 $6,528,759 $6,528,759 0.11 $6,493,649
Connecticut Avenue Securities Trust 2023-R03 2B1 10.23787% 25-APR-2043, 10.24%, 04/25/43 CAS 2023-R03 20753ACF9 - 6,026,000 $6,525,122 $6,525,122 0.11 $6,501,130
RCKT Mortgage Trust 202 MB FLTG 56, 5.85%, 08/25/56 RCKT 2026-CES8 74941AAE4 - 6,550,000 $6,398,638 $6,398,638 0.10 $6,358,213
RCKT MORTGAGE TRUST 2026-CES4 0% 56, 5.39%, 04/25/56 RCKT 2026-CES4 74940CAC5 - 6,516,000 $6,367,216 $6,367,216 0.10 $6,330,116
PRPM 2025-6 LLC, 5.77%, 08/25/28 PRPM 2025-6 69395KAA1 - 6,401,524 $6,344,272 $6,344,272 0.10 $6,305,256
Connecticut Avenue Securities Trust 2022-R05 2B2 10.88787% 25-APR-2042, 10.89%, 04/25/42 CAS 2022-R05 20754DAJ6 - 6,153,812 $6,331,289 $6,331,289 0.10 $6,305,232
COOPR Residential Mortgage Trust 2025-CES3 A1A 4.84% 25-SEP-2060, 4.84%, 09/25/60 COOPR 2025-CES3 216926AA3 - 6,421,971 $6,302,806 $6,302,806 0.10 $6,269,997
FNMA 30yr Pool#FA0339 5.500% 01-Jan-2055, 5.50%, 01/01/55 FN 3140W0LV5 - 6,050,240 $6,110,138 $6,110,138 0.10 $6,017,986
Connecticut Avenue Securities Trust 2023-R04 1B2 12.13787% 25-MAY-2043, 12.14%, 05/25/43 CAS 2023-R04 20754QAJ7 - 5,500,000 $6,058,963 $6,058,963 0.10 $6,033,001
Alterna Funding III A 6.26% 15-MAY-2039, 6.26%, 05/16/39 TAX 2024-1A 02157JAA3 - 5,973,857 $6,012,205 $6,012,205 0.10 $5,987,274
RCKT Mortgage Trust 2026-CES1 A1B 4.928% 25-JAN-2056, 4.93%, 01/25/56 RCKT 2026-CES1 74939BAB2 - 6,067,566 $5,942,644 $5,942,644 0.10 $5,911,082
RCKT Mortgage Trust 2025-CES7 A1B 5.478% 25-JUL-2055, 5.48%, 07/25/55 RCKT 2025-CES7 74943AAB8 - 5,850,277 $5,823,925 $5,823,925 0.09 $5,790,097
FIGRE TRUST 2025-HE6 FLTG 2055 C, 5.25%, 09/25/55 FIGRE 2025-HE6 31684NAC1 - 5,890,092 $5,801,502 $5,801,502 0.09 $5,768,892
Connecticut Avenue Securities, Series 2021-R02 2B2 10.08787% 25-NOV-2041, 10.09%, 11/25/41 CAS 2021-R02 20754KAJ0 - 5,616,000 $5,649,294 $5,649,294 0.09 $5,627,263
PRET 2025-RPL2 Trust A1 4.0% 25-FEB-2065, 4.00%, 08/25/64 PRET 2025-RPL2 69392LAA2 - 5,916,694 $5,645,841 $5,645,841 0.09 $5,620,860
TVC Mortgage Trust 2025-RRTL1 A2 6.68% 25-APR-2040, 6.68%, 04/25/40 TVC 2025-RRTL1 900927AB0 - 5,597,000 $5,635,239 $5,635,239 0.09 $5,620,699
ACHM Trust 2024-HE1 A 6.55% 25-MAY-2039, 6.55%, 05/25/39 ACHM 2024-HE1 00449TAA3 - 5,550,702 $5,634,946 $5,634,946 0.09 $5,620,807
FIGRE TRUST 2026-HE4 MB FLTG 56, 5.70%, 05/25/56 FIGRE 2026-HE4 31685MAE8 - 5,724,644 $5,633,557 $5,633,557 0.09 $5,599,095
BAYVIEW OPPORTUNITY MAS MB FLTG 56, 6.09%, 07/25/56 BVCES 2026-1 07337MAE0 - 5,721,000 $5,613,954 $5,613,954 0.09 $5,577,147
HOMES 2026-INV1 Trust A1D 5.077% 25-AUG-2060, 5.08%, 08/25/60 HOMES 2026-INV1 43761FAD7 - 5,720,890 $5,601,557 $5,601,557 0.09 $5,543,768
RCKT Mortgage Trust 202 MB FLTG 56, 5.67%, 06/25/56 RCKT 2026-CES6 74942DAC1 - 5,700,000 $5,580,138 $5,580,138 0.09 $5,546,024
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 $5,457,930 $5,457,930 0.09 $5,447,146
SF ABS ISSUER 2025-1 0%55 A2, 5.38%, 11/25/55 SFARM 2025-1A 784193AA2 - 5,750,000 $5,443,669 $5,443,669 0.09 $5,431,646
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 $5,370,347 $5,370,347 0.09 $5,353,007
Woodward Capital Manage MB FLTG 56, 5.66%, 05/25/56 RCKT 2026-CES5 74940FAD6 - 5,400,000 $5,254,963 $5,254,963 0.09 $5,222,684
RCKT Mortgage Trust 2025-CES12 M1 5.65% 25-DEC-2055, 5.65%, 11/25/55 RCKT 2025-CES12 749349AE6 - 5,400,000 $5,240,614 $5,240,614 0.08 $5,208,409
PRPM 2025-RPL3 A1 3.25% 25-APR-2055, 3.25%, 04/25/55 PRPM 2025-RPL3 69392NAA8 - 5,458,784 $5,229,187 $5,229,187 0.08 $5,210,461
FNMA 30yr Pool#CA5386 4.500% 01-Mar-2050, 4.50%, 03/01/50 FN 3140QC6Y7 - 5,281,498 $5,141,307 $5,141,307 0.08 $4,985,177
FIGRE TRUST 2025-HE6 FLTG 2055 B, 5.14%, 09/25/55 FIGRE 2025-HE6 31684NAB3 - 5,191,595 $5,109,892 $5,109,892 0.08 $5,081,703
MS RES MTG LN TR 2025-SPL1 A1, 4.25%, 02/25/65 MSRM 2025-SPL1 617946AA6 - 5,364,271 $5,092,713 $5,092,713 0.08 $5,068,648
FNA 9, Series 2026-1 A 5.509% 15-DEC-2038, 5.51%, 04/16/46 FNH 2026-1 34411JAA8 - 5,101,956 $5,091,919 $5,091,919 0.08 $5,073,181
RCKT Mortgage Trust 2026-CES3 A2 5.363% 25-MAR-2056, 5.36%, 03/25/56 RCKT 2026-CES3 74940LAD3 - 5,161,258 $5,060,868 $5,060,868 0.08 $5,032,991
RCKT MORTGAGE TRUST 2025 5.24863% 55, 5.25%, 08/25/55 RCKT 2025-CES8 74939WAB6 - 5,044,137 $4,995,881 $4,995,881 0.08 $4,967,936
FIG SIX TRUST 2026-PF1 MB FLTG 56, 6.16%, 08/25/56 FIGX 2026-PF1 316935AC9 - 4,941,582 $4,935,466 $4,935,466 0.08 $4,903,360
EFMT 2026-CES2 MB FLTG 61, 5.81%, 06/25/61 EFMT 2026-CES2 26846UAD8 - 5,000,000 $4,934,471 $4,934,471 0.08 $4,903,829
ARIXA MORTGAGE TRUST 20 MB 6.05%31, 6.05%, 05/25/31 ARIXA 2026-RTL1 04046CAA9 - 4,919,000 $4,880,154 $4,880,154 0.08 $4,868,579
JP Morgan Mortgage Trust 2026-CES1 A3 5.332% 25-JUN-2056, 5.33%, 06/25/56 JPMMT 2026-CES1 46660BAE9 - 5,000,000 $4,848,641 $4,848,641 0.08 $4,820,500
Structured Agency Credit Risk (STACR) Debt Notes, Series 2018-HQA2 B2 15.00235% 25-OCT-2048, 15.00%, 10/25/48 STACR 2018-HQA2 35563XBE1 - 4,082,000 $4,843,549 $4,843,549 0.08 $4,819,733
CoreWeave, Inc. 9.625% 15-JUL-2032, 9.62%, 07/15/32 CRWV 21873SAK4 - 5,961,000 $4,840,539 $4,840,539 0.08 $4,615,821
RCKT Mortgage Trust 2025-CES8 B2A 7.28202% 25-AUG-2055, 7.28%, 08/25/55 RCKT 2025-CES8 74939WAS9 - 5,040,000 $4,840,183 $4,840,183 0.08 $4,770,858
BAYVIEW OPPORTUNITY MAS MB FLTG 56, 6.24%, 05/25/56 BVCES 2026-2 07338CAE1 - 4,900,000 $4,824,509 $4,824,509 0.08 $4,792,250
BAYVIEW OPPORTUNITY MAS MB FLTG 56, 5.99%, 05/25/56 BVCES 2026-2 07338CAD3 - 4,900,000 $4,808,888 $4,808,888 0.08 $4,777,917
OBX 2026-HE2 Trust MB FLTG 56, 5.49%, 06/25/56 OBX 2026-HE2 67124WAD1 - 4,746,000 $4,749,327 $4,749,327 0.08 $4,738,475
FIGRE Trust 2026-HE1 C 5.434% 25-JAN-2056, 5.43%, 01/25/56 FIGRE 2026-HE1 30249NAE7 - 4,860,679 $4,749,101 $4,749,101 0.08 $4,721,220
PRPM 2025-5 0%30, 5.73%, 07/25/30 PRPM 2025-5 69392RAA9 - 4,777,098 $4,734,686 $4,734,686 0.08 $4,705,797
Connecticut Avenue Securities Trust 2024-R01 1B1 6.58787% 25-JAN-2044, 6.59%, 01/25/44 CAS 2024-R01 20753UAF7 - 4,595,000 $4,708,459 $4,708,459 0.08 $4,696,687
Homeward Opportunities Fund Trust 2025-RRTL2 A1 5.237% 25-AUG-2040, 5.24%, 09/25/40 HOF 2025-RRTL2 437923AA3 - 4,682,000 $4,685,778 $4,685,778 0.08 $4,676,243
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 - 4,678,571 $4,681,458 $4,681,458 0.08 $4,671,162
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 $4,628,850 $4,628,850 0.07 $4,613,373
Connecticut Avenue Securities Trust 2023-R05 1B1 8.63787% 25-JUN-2043, 8.64%, 06/25/43 CAS 2023-R05 207942AC7 - 4,312,000 $4,545,808 $4,545,808 0.07 $4,531,324
Affirm Asset Securitization Trust 2025-X2 C 4.93% 15-OCT-2030, 4.93%, 10/15/30 AFFRM 2025-X2 00835DAC6 - 4,500,000 $4,506,307 $4,506,307 0.07 $4,491,517
Structured Agency Credit Risk (STACR) Debt Notes, Series 2018-DNA3 B2 11.75235% 25-SEP-2048, 11.75%, 09/25/48 STACR 2018-DNA3 35563WBE3 - 4,000,000 $4,460,862 $4,460,862 0.07 $4,442,581
Structured Agency Credit Risk (STACR) Debt Notes, Series 2020-DNA1 B2 9.25235% 25-JAN-2050, 9.25%, 01/25/50 STACR 2020-DNA1 35565HBE4 - 3,965,595 $4,402,253 $4,402,253 0.07 $4,387,984
EFMT 2026-CES2 MB FLTG 61, 5.91%, 06/25/61 EFMT 2026-CES2 26846UAE6 - 4,329,000 $4,277,605 $4,277,605 0.07 $4,250,617
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2023-DNA1 M2 9.38787% 25-MAR-2043, 9.19%, 03/25/43 STACR 2023-DNA1 35564KP94 - 4,015,000 $4,237,737 $4,237,737 0.07 $4,223,387
Connecticut Avenue Securities Trust 2023-R08 1B1 7.43787% 25-OCT-2043, 7.44%, 10/25/43 CAS 2023-R08 20755CAF5 - 4,050,000 $4,226,408 $4,226,408 0.07 $4,214,693
FNMA 30yr Pool#DA5019 6.500% 01-Nov-2053, 6.50%, 11/01/53 FN 3140A5SH2 - 4,049,327 $4,182,993 $4,182,993 0.07 $4,151,072
Woodward Capital Manage MB FLTG 56, 6.06%, 05/25/56 RCKT 2026-CES5 74940FAF1 - 4,250,000 $4,166,808 $4,166,808 0.07 $4,139,614
EFMT 2026-CES1 A3 5.466% 25-DEC-2060, 5.47%, 12/25/60 EFMT 2026-CES1 26846MAE4 - 4,250,000 $4,155,230 $4,155,230 0.07 $4,130,709
SWVP Trust 2026-PNCL C 6.02465% 15-OCT-2039, 6.02%, 10/15/39 SWVP 2026-PNCL 78504YAE2 - 4,090,000 $4,108,129 $4,108,129 0.07 $4,091,017
EASY STREET MORTGAGE LN 5.606%40 A1, 5.61%, 10/25/40 EASY 2025-RTL2 27786YAA6 - 4,100,000 $4,075,197 $4,075,197 0.07 $4,066,258
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-HQA4 B2 10.88787% 25-DEC-2041, 10.89%, 12/25/41 STACR 2021-HQA4 35564KPP8 - 4,000,000 $4,053,790 $4,053,790 0.07 $4,036,853
FNMA 30yr Pool#BY0337 6.500% 01-May-2053, 6.50%, 05/01/53 FN 3140NGLT5 - 3,911,488 $4,052,141 $4,052,141 0.07 $4,009,935
Vista Point Securitization Trust 2026-CES1 A3 5.376% 25-FEB-2056, 5.38%, 02/25/56 VSTA 2026-CES1 92790EAC4 - 4,169,000 $4,044,239 $4,044,239 0.07 $4,035,523
PRPM 2025 RCF4 LLC 4.5% 55, 4.50%, 08/25/55 PRPM 2025-RCF4 69382WAA0 - 4,078,830 $3,970,554 $3,970,554 0.06 $3,951,180
RAM 2026-1 A 5.463% 15-JUN-2046, 5.46%, 06/15/46 RAM 2026-1 74890FAA2 - 3,934,456 $3,925,826 $3,925,826 0.06 $3,911,497
OBX 2022-NQM7 Trust MB FLTG 66, 5.59%, 04/25/56 OBX 2026-CES1 67124LAD5 - 4,000,000 $3,916,315 $3,916,315 0.06 $3,892,730
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 $3,899,672 $3,899,672 0.06 $3,876,779
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 $3,888,390 $3,888,390 0.06 $3,878,168
JP Morgan Mortgage Trust 2026-CES1 A2 5.182% 25-JUN-2056, 5.18%, 06/25/56 JPMMT 2026-CES1 46660BAD1 - 4,000,000 $3,875,834 $3,875,834 0.06 $3,853,955
FNMA 30yr Pool#FA3788 5.500% 01-Nov-2055, 5.50%, 11/01/55 FN 3140W4F69 - 3,818,787 $3,826,185 $3,826,185 0.06 $3,796,105
Connecticut Avenue Securities Trust 2023-R01 1B1 8.98787% 25-DEC-2042, 8.99%, 12/25/42 CAS 2023-R01 207932AF1 - 3,630,000 $3,812,487 $3,812,487 0.06 $3,799,799
EFMT 2026-CES1 A2 5.316% 25-DEC-2060, 5.32%, 12/25/60 EFMT 2026-CES1 26846MAD6 - 3,881,000 $3,784,408 $3,784,408 0.06 $3,762,631
GS Mortgage Securities MB FLTG 56, 5.74%, 11/25/56 GSMBS 2026-AH2 362984AD8 - 3,735,000 $3,702,531 $3,702,531 0.06 $3,693,601
OBX 2026-HE2 Trust MB FLTG 56, 5.69%, 06/25/56 OBX 2026-HE2 67124WAE9 - 3,678,000 $3,665,653 $3,665,653 0.06 $3,656,937
Acacia 2025-1 A 5.24% 15-NOV-2037, 5.24%, 11/15/37 ACACIA 2025-1 00401PAA7 - 3,609,054 $3,619,739 $3,619,739 0.06 $3,607,131
Fannie Mae REMIC Trust 2020-98 AI 3.5% 25-JAN-2061, 3.50%, 01/25/61 FNR 2020-98 3136BDLE6 - 17,368,088 $3,616,770 $3,616,770 0.06 $3,552,328
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA2 B1 8.63787% 25-FEB-2042, 8.64%, 02/25/42 STACR 2022-DNA2 35564KSJ9 - 3,500,000 $3,547,722 $3,547,722 0.06 $3,535,965
FIGRE TRUST 2025-FL1 5.265% 55, 5.26%, 07/25/55 FIGRE 2025-FL1 31684QAA8 - 3,406,318 $3,369,505 $3,369,505 0.05 $3,350,574
FIGRE Trust 2025-HE3 B 5.71% 25-MAY-2055, 5.71%, 05/25/55 FIGRE 2025-HE3 31684LAB7 - 3,380,488 $3,362,272 $3,362,272 0.05 $3,341,897
FIGRE Trust 2026-HE1 B 5.183% 25-JAN-2056, 5.18%, 01/25/56 FIGRE 2026-HE1 30249NAD9 - 3,447,042 $3,349,404 $3,349,404 0.05 $3,330,545
GS Mortgage Securities MB FLTG 56, 5.59%, 11/25/56 GSMBS 2026-AH2 362984AC0 - 3,324,000 $3,318,846 $3,318,846 0.05 $3,311,107
Ginnie Mae REMIC Trust 2023-116 LF 4.94783% 20-AUG-2053, 5.17%, 08/20/53 GNR 2023-116 38384EFT7 - 3,257,098 $3,259,598 $3,259,598 0.05 $3,250,703
Structured Agency Credit Risk (STACR) Debt Notes, Series 2023-HQA2 M2 7.73787% 25-JUN-2043, 7.74%, 06/25/43 STACR 2023-HQA2 35564K2K4 - 3,130,000 $3,255,790 $3,255,790 0.05 $3,246,371
FNMA 30yr Pool#DA5072 6.500% 01-Nov-2053, 6.50%, 11/01/53 FN 3140A5T65 - 3,134,630 $3,233,471 $3,233,471 0.05 $3,205,517
FIGRE Trust 2025-HE3 C 5.91% 25-MAY-2055, 5.91%, 05/25/55 FIGRE 2025-HE3 31684LAC5 - 3,177,659 $3,168,064 $3,168,064 0.05 $3,148,241
FINANCE OF AMERICA STRUCTURE 3.5% 74, 3.50%, 02/25/74 FASST 2024-S1 31740RAB6 - 3,154,315 $3,140,753 $3,140,753 0.05 $3,136,459
Diamond Infrastructure Funding, Series 2021-1 A_2021_1 1.76% 15-APR-2049, 1.76%, 04/15/49 DNFRA 2021-1A 25265LAA8 - 3,100,000 $3,089,952 $3,089,952 0.05 $3,087,072
EFMT 2025-RTL1 0% 40, 5.22%, 11/25/40 EFMT 2025-RTL1 26846FAA7 - 3,108,000 $3,075,821 $3,075,821 0.05 $3,069,511
FNMA 30yr Pool#BX6124 6.500% 01-Jan-2053, 6.50%, 01/01/53 FN 3140NAYW7 - 2,897,265 $3,002,068 $3,002,068 0.05 $2,978,750
FHLMC 30yr Pool#QH5204 6.500% 01-Nov-2053, 6.50%, 11/01/53 FR 3133CHX91 - 2,818,065 $2,912,017 $2,912,017 0.05 $2,888,874
GWT Commercial Mortgage Trust 2024-WLF2 A 5.61589% 15-MAY-2041, 5.62%, 05/15/41 GWT 2024-WLF2 362414AA2 - 2,900,000 $2,911,806 $2,911,806 0.05 $2,900,496
OBX 2026 HE1 FLTG 2056 A1B, 5.39%, 02/25/56 OBX 2026-HE1 67124BAB1 - 2,875,603 $2,875,798 $2,875,798 0.05 $2,869,342
COOPR Residential Mortgage Trust 2026-CES1 A2 5.158% 25-FEB-2061, 5.16%, 02/25/61 COOPR 2026-CES1 21689GAD0 - 2,949,000 $2,868,825 $2,868,825 0.05 $2,852,769
REDAPTIVE INC AB 5.48%34, 5.48%, 07/25/34 RDAP 2026-EQ1A 75720LAA2 - 2,780,352 $2,781,783 $2,781,783 0.05 $2,775,857
RCKT MORTGAGE TRUST 2025-CE 5.16% 34, 5.16%, 07/25/34 RCKTL 2025-1A 74939RAC5 - 2,750,000 $2,739,740 $2,739,740 0.04 $2,734,615
OBX TRUST 2026-HE1 FLTG 2056 M1, 5.54%, 02/25/56 OBX 2026-HE1 67124BAD7 - 2,707,000 $2,712,078 $2,712,078 0.04 $2,705,832
Chase Mortgage Reference Notes, Series 2021-CL1 M1 5.08787% 25-FEB-2050, 5.09%, 02/25/50 CHASE 2021-CL1 46591HBX7 - 2,652,353 $2,608,427 $2,608,427 0.04 $2,603,383
Vista Point Securitization Trust 2026-CES1 A2 5.226% 25-FEB-2056, 5.23%, 02/25/56 VSTA 2026-CES1 92790EAB6 - 2,600,000 $2,520,005 $2,520,005 0.04 $2,514,721
PRPM 2026-RCF1 A2 5.206% 25-JAN-2056, 5.21%, 01/25/56 PRPM 2026-RCF1 69383VAB9 - 2,500,000 $2,442,488 $2,442,488 0.04 $2,428,750
PRPM 2026-RCF1 A3 5.305% 25-JAN-2056, 5.30%, 01/25/56 PRPM 2026-RCF1 69383VAF0 - 2,500,000 $2,437,908 $2,437,908 0.04 $2,423,908
FHLMC 30yr Pool#QG2539 6.500% 01-May-2053, 6.50%, 05/01/53 FR 3133C2ZC5 - 2,358,164 $2,425,132 $2,425,132 0.04 $2,406,480
BAYVIEW OPPORTUNITY MAS MB FLTG 56, 5.94%, 05/25/56 BVCES 2026-2 07338CAC5 - 2,450,000 $2,407,364 $2,407,364 0.04 $2,392,008
FNMA 30yr Pool#BY8533 6.500% 01-Aug-2053, 6.50%, 08/01/53 FN 3140NRPT7 - 2,278,303 $2,348,341 $2,348,341 0.04 $2,329,824
PRPM 2025-RCF3 LLC 5.25% 55, 5.25%, 07/25/55 PRPM 2025-RCF3 69392PAB1 - 2,380,125 $2,342,850 $2,342,850 0.04 $2,329,660
RCKT Mortgage Trust 2026-CES1 A3 5.224% 25-JAN-2056, 5.22%, 01/25/56 RCKT 2026-CES1 74939BAD8 - 2,425,000 $2,328,858 $2,328,858 0.04 $2,315,486
Ginnie Mae REMIC Trust 2017-163 LO 0.0% 16-MAY-2041, 0.00%, 05/16/41 GNR 2017-163 38380KNA9 - 2,910,839 $2,172,554 $2,172,554 0.04 $2,172,554
OBX 2022-NQM7 Trust MB FLTG 66, 5.42%, 04/25/56 OBX 2026-CES1 67124LAB9 - 2,164,102 $2,141,060 $2,141,060 0.03 $2,128,670
FIGRE Trust 2024-HE4 B 5.252% 25-SEP-2054, 5.25%, 09/25/54 FIGRE 2024-HE4 31684UAB7 - 2,139,992 $2,115,003 $2,115,003 0.03 $2,110,633
Flagship Credit Auto Trust 2023-1 C 5.43% 15-MAY-2029, 5.43%, 05/15/29 FCAT 2023-1 337955AJ7 - 2,095,644 $2,103,064 $2,103,064 0.03 $2,095,478
EFMT 2026-CES1 A1B 5.116% 25-DEC-2060, 5.12%, 12/25/60 EFMT 2026-CES1 26846MAB0 - 2,117,478 $2,093,253 $2,093,253 0.03 $2,081,818
FNMA 30yr Pool#BY0338 6.500% 01-May-2053, 6.50%, 05/01/53 FN 3140NGLU2 - 1,881,260 $1,944,138 $1,944,138 0.03 $1,928,608
GNMA II 30yr Pool#MA7535 3.000% 20-Aug-2051, 3.00%, 08/20/51 G2 36179WLQ9 - 2,204,554 $1,918,950 $1,918,950 0.03 $1,896,710
PRPM 2024-RCF2 A1 3.75% 25-MAR-2054, 3.75%, 03/25/54 PRPM 2024-RCF2 693987AA7 - 1,959,090 $1,884,773 $1,884,773 0.03 $1,881,916
FNMA 30yr Pool#FS1640 4.000% 01-Apr-2052, 4.00%, 04/01/52 FN 3140XGZE2 - 1,986,869 $1,832,909 $1,832,909 0.03 $1,820,685
Chase Mortgage Reference Notes, Series 2020-CL1 M2 6.55309% 25-OCT-2057, 6.55%, 10/25/57 CHASE 2020-CL1 46591HAH3 - 1,709,695 $1,762,668 $1,762,668 0.03 $1,758,311
Connecticut Avenue Securities Trust 2024-R06 1M2 5.48787% 25-SEP-2044, 5.49%, 09/25/44 CAS 2024-R06 20755RAC9 - 1,703,798 $1,708,466 $1,708,466 0.03 $1,704,830
Chase Mortgage Reference Notes, Series 2021-CL1 M3 5.43787% 25-FEB-2050, 5.44%, 02/25/50 CHASE 2021-CL1 46591HBZ2 - 1,729,776 $1,689,274 $1,689,274 0.03 $1,685,616
PRPM 2025-RCF3 LLC 5.25% 55, 5.25%, 07/25/55 PRPM 2025-RCF3 69392PAC9 - 1,700,000 $1,664,296 $1,664,296 0.03 $1,654,875
RCKT MORTGAGE TR 2026-CES2 M1A, 5.36%, 02/25/56 RCKT 2026-CES2 74940EAE7 - 1,723,000 $1,653,256 $1,653,256 0.03 $1,643,517
FNMA 30yr Pool#DA3549 6.500% 01-Oct-2053, 6.50%, 10/01/53 FN 3140A35K5 - 1,573,197 $1,625,115 $1,625,115 0.03 $1,612,726
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 $1,533,080 $1,533,080 0.02 $1,526,970
Chase Mortgage Reference Notes, Series 2021-CL1 M2 5.23787% 25-FEB-2050, 5.24%, 02/25/50 CHASE 2021-CL1 46591HBY5 - 1,558,257 $1,522,772 $1,522,772 0.02 $1,519,598
Bayview Opportunity Master Fund VII Trust 2024-CAR1 B 5.18787% 25-DEC-2031, 5.19%, 12/26/31 BVCLN 2024-CAR1 07336QAB8 - 1,496,826 $1,500,222 $1,500,222 0.02 $1,497,202
Foundation Finance Trust 2023-2 A 6.53% 15-JUN-2049, 6.53%, 06/15/49 FFIN 2023-2A 35042RAA4 - 1,450,332 $1,483,062 $1,483,062 0.02 $1,476,748
RCKT Mortgage Trust 2025-CES2 A3 5.859% 25-FEB-2055, 5.86%, 02/25/55 RCKT 2025-CES2 74942BAD3 - 1,350,000 $1,345,531 $1,345,531 0.02 $1,337,182
FHLMC 30yr Pool#QG4340 6.500% 01-Jun-2053, 6.50%, 06/01/53 FR 3133C4ZD9 - 1,284,663 $1,321,134 $1,321,134 0.02 $1,310,984
FNMA 30yr Pool#BY0327 6.500% 01-May-2053, 6.50%, 05/01/53 FN 3140NGLH1 - 1,218,531 $1,259,067 $1,259,067 0.02 $1,249,199
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 $1,252,222 $1,252,222 0.02 $1,247,563
Rithm Capital Corp. 8.0% 15-JUL-2030, 8.00%, 07/15/30 RITM 64828TAC6 - 1,227,000 $1,241,412 $1,241,412 0.02 $1,210,328
Connecticut Avenue Securities Trust 2023-R02 1B2 11.78787% 25-JAN-2043, 11.79%, 01/25/43 CAS 2023-R02 20755AAE2 - 1,090,000 $1,182,597 $1,182,597 0.02 $1,177,600
EFMT 2026-CES1 M1 5.616% 25-DEC-2060, 5.62%, 12/25/60 EFMT 2026-CES1 26846MAF1 - 1,166,000 $1,129,128 $1,129,128 0.02 $1,122,216
FNMA 30yr Pool#DA0036 6.500% 01-Sep-2053, 6.50%, 09/01/53 FN 3140A0BE8 - 1,083,410 $1,119,957 $1,119,957 0.02 $1,107,911
FNMA 40yr Pool#BF0167 3.000% 01-Feb-2057, 3.00%, 02/01/57 FN 3140FXFH0 - 1,315,568 $1,116,720 $1,116,720 0.02 $1,110,197
FIGRE TRUST 2025-HE5 FLTG 2055 B, 5.49%, 08/25/55 FIGRE 2025-HE5 31684MAB5 - 1,108,536 $1,095,596 $1,095,596 0.02 $1,089,178
Connecticut Avenue Securities Trust 2023-R02 1B1 9.43787% 25-JAN-2043, 9.24%, 01/25/43 CAS 2023-R02 20755AAD4 - 1,023,280 $1,081,613 $1,081,613 0.02 $1,070,319
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 $1,017,425 $1,017,425 0.02 $1,013,580
FHLMC 30yr Pool#QG3885 6.500% 01-Jun-2053, 6.50%, 06/01/53 FR 3133C4J62 - 958,110 $985,268 $985,268 0.02 $977,740
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 $967,343 $967,343 0.02 $963,732
FNMA 30yr Pool#BJ9181 5.000% 01-May-2048, 5.00%, 05/01/48 FN 3140HBFX1 - 942,760 $955,475 $955,475 0.02 $924,556
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 - 947,752 $950,939 $950,939 0.02 $948,437
RCKT Mortgage Trust 2025-CES10 A1B 4.995% 25-OCT-2055, 5.00%, 11/25/55 RCKT 2025-CES10 74939LAB0 - 950,048 $937,465 $937,465 0.02 $932,456
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA3 B2 13.63787% 25-APR-2042, 13.64%, 04/25/42 STACR 2022-DNA3 35564KWG0 - 895,000 $932,901 $932,901 0.02 $928,154
FREMF 2019-KF70 Mortgage Trust C 9.86126% 25-SEP-2029, 9.86%, 09/25/29 FREMF 2019-KF70 30298UAJ0 - 890,414 $892,686 $892,686 0.01 $889,028
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 $876,807 $876,807 0.01 $873,146
FNMA 30yr Pool#BY0361 6.500% 01-Jun-2053, 6.50%, 06/01/53 FN 3140NGMK3 - 812,319 $839,224 $839,224 0.01 $832,763
Structured Agency Credit Risk (STACR) Debt Notes, Series 2020-DNA2 B2 8.80235% 25-FEB-2050, 8.80%, 02/25/50 STACR 2020-DNA2 35565KBE7 - 728,791 $797,443 $797,443 0.01 $794,948
RCKT Mortgage Trust 2025-CES10 M1 5.662% 25-OCT-2055, 5.66%, 11/25/55 RCKT 2025-CES10 74939LAE4 - 763,000 $744,858 $744,858 0.01 $740,298
FNMA 30yr Pool#CC0990 5.000% 01-Sep-2055, 5.00%, 09/01/55 FN 3140Y7C48 - 758,074 $738,740 $738,740 0.01 $733,106
Bayview Opportunity Master Fund VII Trust 2024-CAR1 C 5.38787% 25-DEC-2031, 5.39%, 12/26/31 BVCLN 2024-CAR1 07336QAC6 - 728,455 $725,183 $725,183 0.01 $723,657
FHLMC 30yr Pool#ZT1926 3.000% 01-Nov-2043, 3.00%, 11/01/43 FR 3132AED78 - 711,168 $637,164 $637,164 0.01 $631,048
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 $623,815 $623,815 0.01 $622,127
ACHV ABS Trust 2024-1PL B 6.34% 25-APR-2031, 6.34%, 04/25/31 ACHV 2024-1PL 00092BAB0 - 614,995 $616,920 $616,920 0.01 $615,403
FNMA 30yr Pool#CB6864 5.000% 01-Aug-2053, 5.00%, 08/01/53 FN 3140QSTW1 - 609,955 $603,374 $603,374 0.01 $589,782
FHLMC 30yr Pool#QG2540 6.500% 01-May-2053, 6.50%, 05/01/53 FR 3133C2ZD3 - 537,260 $554,030 $554,030 0.01 $549,542
FNMA 30yr Pool#AL6842 4.000% 01-May-2045, 4.00%, 05/01/45 FN 3138EPS88 - 546,472 $524,116 $524,116 0.01 $511,670
ACHM Trust 2024-HE1 B 7.26% 25-MAY-2039, 7.26%, 05/25/39 ACHM 2024-HE1 00449TAB1 - 504,609 $515,577 $515,577 0.01 $514,152
U.S. Auto Funding 2021-1 C 2.2% 15-MAY-2026, 2.20%, 05/15/27 USAUT 2021-1A 90355EAC5 - 744,414 $482,613 $482,613 0.01 $481,521
GNMA II 30yr Pool#MA7590 3.000% 20-Sep-2051, 3.00%, 09/20/51 G2 36179WNF1 - 511,970 $446,651 $446,651 0.01 $440,438
FHLMC 15yr Pool#SB0116 2.500% 01-Nov-2034, 2.50%, 11/01/34 FR 3132CWDV3 - 418,532 $401,394 $401,394 0.01 $390,582
ACHV ABS Trust 2024-1PL C 6.42% 25-APR-2031, 6.42%, 04/25/31 ACHV 2024-1PL 00092BAC8 - 376,941 $378,085 $378,085 0.01 $377,144
FHLMC 30yr Pool#QA8274 3.500% 01-Mar-2050, 3.50%, 03/01/50 FR 3133A3FP8 - 378,854 $336,741 $336,741 0.01 $334,541
FNMA 30yr Pool#CA4646 3.000% 01-Feb-2048, 3.00%, 02/01/48 FN 3140QCEU6 - 364,526 $326,004 $326,004 0.01 $323,410
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 $323,353 $323,353 0.01 $321,899
Hotwire Funding, Series 2021-1 B_2021_1 2.658% 20-NOV-2051, 2.66%, 11/20/51 HWIRE 2021-1 44148JAB5 - 300,000 $300,103 $300,103 0.00 $299,683
FNMA 30yr Pool#AR9225 3.000% 01-Mar-2043, 3.00%, 03/01/43 FN 3138W7HB3 - 294,942 $262,945 $262,945 0.00 $260,627
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-DNA5 M2 5.53787% 25-JAN-2034, 5.54%, 01/25/34 STACR 2021-DNA5 35564KHE2 - 257,718 $258,796 $258,796 0.00 $258,241
Structured Agency Credit Risk (STACR) Debt Notes, Series 2023-HQA2 M1A 5.88787% 25-JUN-2043, 5.89%, 06/25/43 STACR 2023-HQA2 35564K2F5 - 248,029 $248,668 $248,668 0.00 $248,100
FNMA 30yr Pool#AS8649 3.000% 01-Jan-2047, 3.00%, 01/01/47 FN 3138WJTF5 - 282,074 $247,534 $247,534 0.00 $245,599
Fannie Mae REMIC Trust 2012-126 SY 0.19523% 25-NOV-2042, 0.00%, 11/25/42 FNR 2012-126 3136A9ZR2 - 473,554 $247,342 $247,342 0.00 $247,342
FHLMC 30yr Pool#ZN4240 4.500% 01-Dec-2048, 4.50%, 12/01/48 FR 3131YAV98 - 240,064 $230,235 $230,235 0.00 $228,440
FHLMC 30yr Pool#QA1615 3.500% 01-Aug-2049, 3.50%, 08/01/49 FR 31334XYL7 - 228,455 $204,542 $204,542 0.00 $203,168
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 - - $196,133 $196,133 0.00 $0
FNMA 30yr Pool#MA1327 3.000% 01-Jan-2043, 3.00%, 01/01/43 FN 31418APM4 - 213,383 $194,130 $194,130 0.00 $189,343
FHLMC 15yr Pool#SB0040 2.500% 01-Dec-2033, 2.50%, 12/01/33 FR 3132CWBH6 - 172,938 $169,928 $169,928 0.00 $164,889
Fannie Mae REMIC Trust 2017-9 VL 3.0% 25-JUL-2028, 3.00%, 07/25/28 FNR 2017-9 3136AVYH6 - 134,160 $163,228 $163,228 0.00 $133,498
FNMA 30yr Pool#BO2983 3.000% 01-Sep-2049, 3.00%, 09/01/49 FN 3140JXJ58 - 171,080 $155,813 $155,813 0.00 $149,157
FNMA 30yr Pool#AB6280 3.000% 01-Sep-2042, 3.00%, 09/01/42 FN 31417C6S9 - 166,289 $149,177 $149,177 0.00 $147,555
FNMA 30yr Pool#MA1229 3.000% 01-Oct-2042, 3.00%, 10/01/42 FN 31418ALK2 - 131,990 $119,083 $119,083 0.00 $117,829
FNMA 20yr Pool#AB9283 3.000% 01-Apr-2038, 3.00%, 04/01/38 FN 31417GJ56 - 117,158 $109,353 $109,353 0.00 $107,723
FNMA 30yr Pool#BM3282 3.500% 01-Dec-2047, 3.50%, 12/01/47 FN 3140J7UG8 - 102,079 $94,046 $94,046 0.00 $92,658
FNMA 30yr Pool#CA0108 3.500% 01-Aug-2047, 3.50%, 08/01/47 FN 3140Q7DN4 - 94,314 $87,140 $87,140 0.00 $85,610
Fannie Mae REMIC Trust 2013-130 FN 4.35235% 25-OCT-2042, 4.35%, 10/25/42 FNR 2013-130 3136AHG53 - 75,276 $74,717 $74,717 0.00 $74,589
FHLMC 30yr Pool#ZM7926 5.000% 01-Sep-2048, 5.00%, 09/01/48 FR 3131Y2YX0 - 75,399 $74,514 $74,514 0.00 $73,943
FNMA 30yr Pool#MA1447 3.000% 01-May-2043, 3.00%, 05/01/43 FN 31418ATD0 - 68,215 $61,093 $61,093 0.00 $60,278
FNMA 30yr Pool#AS8547 3.000% 01-Nov-2046, 3.00%, 11/01/46 FN 3138WJP93 - 68,984 $60,172 $60,172 0.00 $59,741
Sequoia Mortgage Trust 2019-CH3 A19 4.0% 25-OCT-2049, 4.00%, 09/25/49 SEMT 2019-CH3 81748GBN0 - 51,292 $46,431 $46,431 0.00 $46,214
Fannie Mae REMIC Trust 2006-20 GF 4.15477% 25-APR-2036, 4.35%, 04/25/36 FNR 2006-20 31395BU43 - 45,900 $45,446 $45,446 0.00 $45,369
Vista Point Securitization Trust 2025-CES2 A1 5.601% 25-AUG-2055, 5.60%, 08/25/55 VSTA 2025-CES2 92842UAA0 - - $42,478 $42,478 0.00 $0
Fannie Mae REMIC Trust 2010-109 BS 12.61073% 25-OCT-2040, 12.61%, 10/25/40 FNR 2010-109 31398NTM6 - 41,248 $42,367 $42,367 0.00 $41,817
FHLMC 15yr Pool#ZK8962 3.000% 01-Sep-2032, 3.00%, 09/01/32 FR 3131XC5X1 - 42,889 $42,039 $42,039 0.00 $41,109
TOWD POINT MORTGAGE TRUST 2025 0% 65, 4.97%, 09/25/65 TPMT 2025-FIX1 89183MAA1 - - $41,402 $41,402 0.00 $0
Freddie Mac Multiclass Certificates, Series 3380 FM 4.55289% 15-OCT-2037, 4.55%, 10/15/37 FHR 3380 31397KTJ0 - 37,634 $37,488 $37,488 0.00 $37,374
FNMA 15yr Pool#BO5957 3.000% 01-Dec-2034, 3.00%, 12/01/34 FN 3140K1TP1 - 38,419 $36,869 $36,869 0.00 $36,272
FHLMC 15yr Pool#ZS7403 3.000% 01-May-2031, 3.00%, 05/01/31 FR 3132A8GL7 - 34,796 $34,963 $34,963 0.00 $33,774
Freddie Mac Multiclass Certificates, Series 3721 FB 4.46289% 15-SEP-2040, 4.46%, 09/15/40 FHR 3721 3137GAD20 - 34,966 $34,877 $34,877 0.00 $34,773
Ginnie Mae REMIC Trust 2008-013 FB 4.50525% 20-FEB-2038, 4.57%, 02/20/38 GNR 2008-13 38375PNL1 - 34,649 $34,327 $34,327 0.00 $34,245
FNMA 30yr Pool#BC0870 3.500% 01-Jan-2046, 3.50%, 01/01/46 FN 3140EU6G9 - 33,202 $30,711 $30,711 0.00 $29,994
Ginnie Mae REMIC Trust 2007-040 FG 4.32525% 20-JUL-2037, 4.39%, 07/20/37 GNR 2007-40 38375KZS4 - 26,366 $26,007 $26,007 0.00 $25,947
FHLMC 15yr Pool#ZK9163 3.000% 01-Jan-2033, 3.00%, 01/01/33 FR 3131XDFC4 - 24,998 $24,830 $24,830 0.00 $23,933
Ginnie Mae REMIC Trust 2004-069 CF 4.40525% 20-JUL-2034, 4.47%, 07/20/34 GNR 2004-69 38374JAT3 - 21,441 $21,371 $21,371 0.00 $21,321
Fannie Mae REMIC Trust 2013-2 QF 4.30477% 25-FEB-2043, 4.50%, 02/25/43 FNR 2013-2 3136AB4P5 - 20,833 $20,666 $20,666 0.00 $20,630
Ginnie Mae REMIC Trust 2007-059 FA 4.50525% 20-OCT-2037, 4.57%, 10/20/37 GNR 2007-59 38375LPU8 - 20,747 $20,576 $20,576 0.00 $20,526
FNMA 15yr Pool#BO7717 3.000% 01-Nov-2034, 3.00%, 11/01/34 FN 3140K3SF0 - 21,119 $20,418 $20,418 0.00 $20,053
FHLMC 30yr Pool#ZN2165 4.500% 01-Dec-2048, 4.50%, 12/01/48 FR 3131Y8MN2 - 20,600 $20,157 $20,157 0.00 $19,566
Ginnie Mae REMIC Trust 2008-016 FC 4.50525% 20-FEB-2038, 4.57%, 02/20/38 GNR 2008-16 383742FU2 - 16,749 $16,601 $16,601 0.00 $16,560
Ginnie Mae REMIC Trust 2007-037 FW 4.31525% 20-JUN-2037, 4.38%, 06/20/37 GNR 2007-37 38375KNR9 - 16,202 $15,951 $15,951 0.00 $15,914
Ginnie Mae REMIC Trust 2010-133 FD 4.47708% 16-OCT-2040, 4.48%, 10/16/40 GNR 2010-133 38377MHV1 - 15,919 $15,939 $15,939 0.00 $15,894
Ginnie Mae REMIC Trust 2005-065 FA 4.15525% 20-AUG-2035, 4.22%, 08/20/35 GNR 2005-65 38374LL25 - 16,004 $15,747 $15,747 0.00 $15,711
Blue Bridge Funding 2023-1 A 7.37% 15-NOV-2030, 7.37%, 11/15/30 BBEF 2023-1A 09531MAA8 - 15,147 $15,221 $15,221 0.00 $15,147
Ginnie Mae REMIC Trust 2004-059 FP 4.34708% 16-AUG-2034, 4.35%, 08/16/34 GNR 2004-59 38374HYS3 - 14,922 $14,846 $14,846 0.00 $14,804
Freddie Mac Multiclass Certificates, Series 2426 FL 4.61289% 15-MAR-2032, 4.61%, 03/15/32 FHR 2426 31339W7G5 - 13,043 $13,096 $13,096 0.00 $13,056
Ginnie Mae REMIC Trust 2005-048 AF 4.20525% 20-JUN-2035, 4.27%, 06/20/35 GNR 2005-48 38374LHM6 - 13,130 $12,994 $12,994 0.00 $12,964
Fannie Mae REMIC Trust 2002-53 FK 4.20477% 25-APR-2032, 4.40%, 04/25/32 FNR 2002-53 31392EHN3 - 12,612 $12,596 $12,596 0.00 $12,575
Fannie Mae REMIC Trust 2005-83 KT 4.10477% 25-OCT-2035, 4.30%, 10/25/35 FNR 2005-83 31394FUL7 - 11,269 $11,172 $11,172 0.00 $11,153
Fannie Mae REMIC Trust 2007-89 GF 4.32477% 25-SEP-2037, 4.52%, 09/25/37 FNR 2007-89 31396XPM0 - 10,130 $10,122 $10,122 0.00 $10,105
Freddie Mac Multiclass Certificates, Series 2551 FD 4.36289% 15-JAN-2033, 4.36%, 01/15/33 FHR 2551 31393JAZ1 - 9,434 $9,419 $9,419 0.00 $9,391
Ginnie Mae REMIC Trust 2012-075 FP 4.30525% 20-JUL-2041, 4.37%, 07/20/41 GNR 2012-75 38378EZ55 - 8,839 $8,875 $8,875 0.00 $8,855
Ginnie Mae REMIC Trust 2007-061 FA 4.50525% 20-OCT-2037, 4.57%, 10/20/37 GNR 2007-61 38375LLN8 - 8,391 $8,322 $8,322 0.00 $8,302
Fannie Mae REMIC Trust 2010-123 FL 4.23477% 25-NOV-2040, 4.43%, 11/25/40 FNR 2010-123 31398N2W3 - 7,199 $7,182 $7,182 0.00 $7,170
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 $7,051 $7,051 0.00 $7,031
FNMA 15yr Pool#AS8207 2.500% 01-Oct-2031, 2.50%, 10/01/31 FN 3138WJDM7 - 6,764 $6,679 $6,679 0.00 $6,459
Fannie Mae REMIC Trust 2012-100 FG 4.20477% 25-SEP-2042, 4.40%, 09/25/42 FNR 2012-100 3136A8QW3 - 6,662 $6,608 $6,608 0.00 $6,597
FNMA 15yr Pool#AS7643 2.500% 01-Aug-2031, 2.50%, 08/01/31 FN 3138WHP55 - 6,205 $6,078 $6,078 0.00 $5,931
Freddie Mac Multiclass Certificates, Series 3028 FM 4.21289% 15-SEP-2035, 4.21%, 09/15/35 FHR 3028 31396AFB5 - 6,052 $6,043 $6,043 0.00 $6,026
Fannie Mae REMIC Trust 2003-87 FG 4.30477% 25-SEP-2033, 4.50%, 09/25/33 FNR 2003-87 31393E4W6 - 6,004 $6,007 $6,007 0.00 $5,997
Ginnie Mae REMIC Trust 2007-018 FD 4.30525% 20-APR-2037, 4.37%, 04/20/37 GNR 2007-18 38375JC86 - 6,100 $6,002 $6,002 0.00 $5,988
FNMA 15yr Pool#BM1036 2.500% 01-Feb-2032, 2.50%, 02/01/32 FN 3140J5EJ4 - 6,048 $5,942 $5,942 0.00 $5,773
Ginnie Mae REMIC Trust 2010-006 FG 4.64708% 16-JAN-2040, 4.65%, 01/16/40 GNR 2010-6 38376TSC7 - 5,717 $5,686 $5,686 0.00 $5,669
FHLMC 15yr Pool#ZK8405 2.500% 01-Dec-2031, 2.50%, 01/22/31 FR 3131XCKS5 - 5,323 $5,223 $5,223 0.00 $5,075
Fannie Mae REMIC Trust 2002-16 VF 4.35477% 25-APR-2032, 4.55%, 04/25/32 FNR 2002-16 31392CWW0 - 5,020 $5,038 $5,038 0.00 $5,029
Fannie Mae REMIC Trust 2010-95 FB 4.20477% 25-SEP-2040, 4.40%, 09/25/40 FNR 2010-95 31398NEX8 - 4,436 $4,431 $4,431 0.00 $4,423
Freddie Mac Multiclass Certificates, Series 3738 FD 4.26289% 15-AUG-2040, 4.26%, 08/15/40 FHR 3738 3137GAYQ4 - 1,013 $1,016 $1,016 0.00 $1,013
FHLMC 30yr Pool#ZN0650 3.000% 01-Mar-2043, 3.00%, 03/01/43 FR 3131Y6WK1 - 1,005 $895 $895 0.00 $888
FHLMC 30yr Pool#QH7013 6.500% 01-Dec-2053, 6.50%, 12/01/53 FR 3133CKYJ1 - - $548 $548 0.00 $0
GNMA II 30yr Pool#BF6874 4.500% 20-Jul-2048, 4.50%, 07/20/48 G2 3617GDT77 - - $462 $462 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 $432 $432 0.00 $430
GNMA II 30yr Pool#BK5879 4.500% 20-Nov-2048, 4.50%, 11/20/48 G2 3617J6Q80 - - $409 $409 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
Ginnie Mae REMIC Trust 1999-27 FE 4.44708% 16-AUG-2029, 4.45%, 08/16/29 GNR 1999-27 3837H2WA3 - 71.00 $72 $72 0.00 $71
US 2YR NOTE (CBT) Dec26 DEC 26 TUZ6 FUTURES_USD - 881.00 $180,419,164 $0 0.00 $0
US 10YR NOTE (CBT)Dec26 DEC 26 TYZ6 FUTURES_USD - -3,813 $-408,408,047 $0 0.00 $0
US 10yr Ultra Fut Dec26 DEC 26 UXYZ6 FUTURES_USD - 1,292 $140,484,812 $0 0.00 $0
US ULTRA BOND CBT Dec26 DEC 26 WNZ6 FUTURES_USD - -669.00 $-73,610,906 $0 0.00 $0
US 5YR NOTE (CBT) Dec26 DEC 26 FVZ6 FUTURES_USD - 124.00 $13,045,188 $0 0.00 $0
GNMA II TBA 30yr 3% November Delivery, 3.00%, 11/19/26 G2SF 21H0306B5 - -136,927,338 $-117,573,480 $-117,573,480 -1.90 $-117,573,480
UMBS TBA 30yr 4.5% December Delivery, 4.50%, 12/10/26 FNCL 01F0426C2 - -532,090,096 $-493,365,111 $-493,365,111 -7.99 $-493,365,111
UMBS TBA 30yr 5% December Delivery, 5.00%, 12/10/26 FNCL 01F0506C5 - -588,211,864 $-561,807,622 $-561,807,622 -9.10 $-561,807,622
UMBS TBA 30yr 5.5% December Delivery, 5.50%, 12/10/26 FNCL 01F0526C1 - -1,564,793,596 $-1,533,239,533 $-1,533,239,533 -24.83 $-1,533,239,533
SEGREGATED CASH SEGCASH $0.00 37,088,785 $37,088,785 $37,088,785 0.60 $37,088,785
ALMSUM ALMSUM $0.00 - $0 $0 0.00 $0
US DOLLARS USD MD_142224 - -1,538,519,762 $-1,538,519,762 $-1,538,519,762 -24.91 $-1,538,519,762
3 MONTH SOFR FUT Sep27 SEP 27 SFRU7 FUTURES_USD - 1,367 $326,730,088 $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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