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For Individual Investors in the US

Mortgage-Backed Securities ETF Holdings

Full Portfolio Holdings

(As of October 9, 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 $1,088,472,451 $1,088,472,451 17.28 $1,088,472,451
GNMA II TBA 30yr 2.5% October Delivery, 2.50%, 10/20/26 G2SF 21H0226A4 - 710,603,414 $570,410,598 $570,410,598 9.05 $570,410,598
UMBS TBA 30yr 6.5% November Delivery, 6.50%, 11/12/26 FNCL 01F0626B2 - 292,559,000 $294,443,080 $294,443,080 4.67 $294,443,080
FNMA 30yr Pool#FA5633 4.500% 01-Sep-2053, 4.50%, 09/01/53 FN 3140W6HK1 - 311,715,549 $293,135,902 $293,135,902 4.66 $288,835,130
UMBS TBA 30yr 4% November Delivery, 4.00%, 11/12/26 FNCL 01F0406B8 - 333,425,845 $291,199,462 $291,199,462 4.63 $291,199,462
UMBS TBA 30yr 3% November Delivery, 3.00%, 11/12/26 FNCL 01F0306B9 - 348,803,862 $284,812,305 $284,812,305 4.52 $284,812,305
UMBS TBA 30yr 2% November Delivery, 2.00%, 11/12/26 FNCL 01F0206B0 - 360,986,255 $269,584,174 $269,584,174 4.28 $269,584,174
UMBS TBA 30yr 6% November Delivery, 6.00%, 11/12/26 FNCL 01F0606B6 - 206,411,092 $202,807,154 $202,807,154 3.22 $202,807,154
FNMA 30yr Pool#FA1943 5.500% 01-May-2055, 5.50%, 05/01/55 FN 3140W2ER8 - 196,943,122 $193,168,253 $193,168,253 3.07 $190,457,449
GNMA II TBA 30yr 5% October Delivery, 5.00%, 10/20/26 G2SF 21H0506A5 - 198,508,194 $184,851,227 $184,851,227 2.94 $184,851,227
FNMA 30yr Pool#FA6706 6.000% 01-Jun-2056, 6.00%, 06/01/56 FN 3140W7NY2 - 162,577,921 $165,868,344 $165,868,344 2.63 $160,770,312
GNMA II TBA 30yr 5.5% October Delivery, 5.50%, 10/20/26 G2SF 21H0526A1 - 164,697,000 $158,133,495 $158,133,495 2.51 $158,133,495
GNMA II TBA 30yr 3% October Delivery, 3.00%, 10/20/26 G2SF 21H0306A7 - 182,289,962 $151,931,209 $151,931,209 2.41 $151,931,209
UMBS TBA 30yr 3.5% November Delivery, 3.50%, 11/12/26 FNCL 01F0326B5 - 178,743,000 $151,750,662 $151,750,662 2.41 $151,750,662
FHLMC 30yr Pool#RJ6896 5.500% 01-Jun-2056, 5.50%, 06/01/56 FR 3142GXUW5 - 152,679,304 $149,491,017 $149,491,017 2.37 $147,556,950
FNMA 30yr Pool#FA5682 5.500% 01-May-2056, 5.50%, 05/01/56 FN 3140W6J45 - 130,602,965 $128,188,495 $128,188,495 2.04 $126,221,267
FNMA 30yr Pool#FA5419 4.500% 01-Aug-2053, 4.50%, 08/01/53 FN 3140W6AV4 - 137,706,767 $127,257,868 $127,257,868 2.02 $125,620,732
FNMA 30yr Pool#CB9787 5.000% 01-Jan-2055, 5.00%, 01/01/55 FN 3140QV2V5 - 126,171,633 $118,809,354 $118,809,354 1.89 $117,897,128
FHLMC 30yr Pool#SL6335 6.000% 01-Aug-2056, 6.00%, 08/01/56 FR 31427UBD4 - 115,312,726 $115,722,911 $115,722,911 1.84 $113,828,178
GNMA II TBA 30yr 3.5% October Delivery, 3.50%, 10/20/26 G2SF 21H0326A3 - 132,283,377 $110,364,551 $110,364,551 1.75 $110,364,551
GNMA II TBA 30yr 4.5% October Delivery, 4.50%, 10/20/26 G2SF 21H0426A2 - 114,736,488 $102,828,447 $102,828,447 1.63 $102,828,447
FHLMC 30yr Pool#SL6334 6.000% 01-Jun-2056, 6.00%, 06/01/56 FR 31427UBC6 - 101,489,017 $102,808,261 $102,808,261 1.63 $100,360,620
FHLMC 30yr Pool#SL3899 5.000% 01-Jan-2056, 5.00%, 01/01/56 FR 31427RKM1 - 107,899,476 $101,487,478 $101,487,478 1.61 $100,638,646
FNMA 30yr Pool#FA2754 4.500% 01-Jan-2049, 4.50%, 01/01/49 FN 3140W3BY4 - 109,042,977 $101,001,590 $101,001,590 1.60 $99,703,102
GNMA II TBA 30yr 4% October Delivery, 4.00%, 10/20/26 G2SF 21H0406A6 - 103,195,688 $89,103,491 $89,103,491 1.42 $89,103,491
FNMA 30yr Pool#FA5549 5.000% 01-Mar-2056, 5.00%, 03/01/56 FN 3140W6EX6 - 92,091,831 $87,058,855 $87,058,855 1.38 $85,746,691
FNMA 30yr Pool#FA5913 5.500% 01-May-2056, 5.50%, 05/01/56 FN 3140W6SB9 - 82,105,144 $80,199,097 $80,199,097 1.27 $79,219,604
FNMA 30yr Pool#FA3025 5.500% 01-Sep-2055, 5.50%, 09/01/55 FN 3140W3LF4 - 81,596,117 $79,427,281 $79,427,281 1.26 $78,501,138
FHLMC 30yr Pool#SL5254 4.500% 01-Sep-2051, 4.50%, 09/01/51 FR 31427SZU5 - 82,252,532 $77,336,209 $77,336,209 1.23 $76,215,065
FNMA 30yr Pool#FA6336 5.500% 01-Jul-2056, 5.50%, 07/01/56 FN 3140W7BE9 - 76,165,252 $74,636,307 $74,636,307 1.19 $73,571,721
FHLMC 30yr Pool#SL5145 5.000% 01-Feb-2056, 5.00%, 02/01/56 FR 31427SWF1 - 78,585,072 $73,781,073 $73,781,073 1.17 $73,170,549
FNMA 30yr Pool#FA6705 6.000% 01-Nov-2055, 6.00%, 11/01/55 FN 3140W7NX4 - 73,100,373 $73,310,650 $73,310,650 1.16 $72,159,271
FNMA 30yr Pool#FS9005 5.500% 01-Sep-2054, 5.50%, 09/01/54 FN 3140XRAF2 - 74,478,223 $73,061,673 $73,061,673 1.16 $71,706,642
FHLMC 30yr Pool#SL2464 4.500% 01-Dec-2048, 4.50%, 12/01/48 FR 31427PW26 - 76,618,276 $71,001,451 $71,001,451 1.13 $70,055,679
FHLMC 30yr Pool#RJ4363 5.500% 01-Jun-2055, 5.50%, 06/01/55 FR 3142GUZ55 - 69,396,688 $68,461,318 $68,461,318 1.09 $67,255,121
FNMA 30yr Pool#CB9331 5.500% 01-Oct-2054, 5.50%, 10/01/54 FN 3140QVLM4 - 70,329,307 $68,291,673 $68,291,673 1.08 $67,706,682
FNMA 30yr Pool#FA3036 5.500% 01-Oct-2055, 5.50%, 10/01/55 FN 3140W3LS6 - 68,210,692 $67,346,092 $67,346,092 1.07 $66,105,725
FNMA 30yr Pool#FA3037 5.500% 01-Oct-2055, 5.50%, 10/01/55 FN 3140W3LT4 - 64,073,139 $63,399,468 $63,399,468 1.01 $62,002,920
FHLMC 30yr Pool#SL3985 5.000% 01-Jan-2056, 5.00%, 01/01/56 FR 31427RNB2 - 64,598,073 $61,107,903 $61,107,903 0.97 $60,322,114
FHLMC 30yr Pool#SL4515 5.000% 01-Apr-2056, 5.00%, 04/01/56 FR 31427SAR9 - 63,125,512 $59,837,028 $59,837,028 0.95 $58,947,027
FNMA 30yr Pool#FA5446 6.000% 01-Apr-2056, 6.00%, 04/01/56 FN 3140W6BQ4 - 59,519,296 $59,556,799 $59,556,799 0.95 $59,080,229
FNMA 30yr Pool#FA0574 5.500% 01-Jan-2055, 5.50%, 01/01/55 FN 3140W0T88 - 60,336,976 $59,316,889 $59,316,889 0.94 $58,512,961
FHLMC 30yr Pool#SL6343 5.500% 01-Jan-2056, 5.50%, 01/01/56 FR 31427UBM4 - 59,776,766 $58,888,508 $58,888,508 0.94 $57,756,181
FNMA 30yr Pool#FA4990 5.000% 01-Mar-2056, 5.00%, 03/01/56 FN 3140W5RL0 - 57,182,798 $54,379,864 $54,379,864 0.86 $53,665,405
FNMA 30yr Pool#FA4270 5.000% 01-Dec-2055, 5.00%, 12/01/55 FN 3140W4W86 - 56,356,268 $53,538,246 $53,538,246 0.85 $52,973,324
FHLMC 30yr Pool#RJ6942 5.500% 01-Jun-2056, 5.50%, 06/01/56 FR 3142GXWC7 - 54,457,874 $52,811,733 $52,811,733 0.84 $52,393,363
FNMA 30yr Pool#FA5046 5.000% 01-Mar-2056, 5.00%, 03/01/56 FN 3140W5TC8 - 55,095,406 $52,566,530 $52,566,530 0.83 $51,706,411
FHLMC 30yr Pool#SL1188 5.500% 01-Apr-2055, 5.50%, 04/01/55 FR 31427NKA6 - 53,051,461 $52,123,458 $52,123,458 0.83 $51,368,850
FNMA 30yr Pool#FA6720 6.000% 01-Jun-2056, 6.00%, 06/01/56 FN 3140W7PE4 - 47,434,779 $48,234,740 $48,234,740 0.77 $46,926,035
FHLMC 30yr Pool#SL6196 6.000% 01-Jan-2056, 6.00%, 01/01/56 FR 31427T3E4 - 47,845,367 $48,055,582 $48,055,582 0.76 $47,441,999
FNMA 30yr Pool#CB9654 5.000% 01-Dec-2054, 5.00%, 12/01/54 FN 3140QVWQ3 - 49,195,319 $46,757,599 $46,757,599 0.74 $45,969,024
FHLMC 30yr Pool#SL0239 5.000% 01-Jan-2055, 5.00%, 01/01/55 FR 31427MHR5 - 47,932,697 $45,472,115 $45,472,115 0.72 $44,789,207
FNMA 30yr Pool#FA2246 5.500% 01-Jul-2055, 5.50%, 07/01/55 FN 3140W2P88 - 45,658,457 $44,943,867 $44,943,867 0.71 $44,210,326
FHLMC 30yr Pool#SL6342 4.000% 01-Oct-2050, 4.00%, 10/01/50 FR 31427UBL6 - 49,117,750 $44,478,038 $44,478,038 0.71 $43,938,939
FNMA 30yr Pool#CC2018 5.500% 01-Feb-2056, 5.50%, 02/01/56 FN 3140Y8G42 - 45,013,488 $44,223,689 $44,223,689 0.70 $43,559,091
FNMA 30yr Pool#FA3128 5.500% 01-Oct-2055, 5.50%, 10/01/55 FN 3140W3PN3 - 44,244,281 $43,169,968 $43,169,968 0.69 $42,566,075
FNMA 30yr Pool#FA4155 5.000% 01-Jan-2056, 5.00%, 01/01/56 FN 3140W4TM9 - 43,788,918 $41,714,297 $41,714,297 0.66 $41,182,683
FNMA 30yr Pool#FA6740 5.500% 01-Sep-2054, 5.50%, 09/01/54 FN 3140W7P20 - 42,310,209 $41,302,545 $41,302,545 0.66 $40,880,032
FHLMC 30yr Pool#SD7343 5.500% 01-Jan-2055, 5.50%, 01/01/55 FR 3132DVEQ4 - 40,967,448 $40,615,184 $40,615,184 0.65 $39,643,696
FNMA 30yr Pool#FA4202 5.000% 01-Jan-2056, 5.00%, 01/01/56 FN 3140W4U47 - 42,290,947 $39,993,955 $39,993,955 0.64 $39,689,573
FNMA 30yr Pool#FA6796 5.500% 01-Jul-2056, 5.50%, 07/01/56 FN 3140W7RS1 - 39,558,901 $38,676,450 $38,676,450 0.61 $38,235,405
FNMA 30yr Pool#FS9779 5.500% 01-Nov-2054, 5.50%, 11/01/54 FN 3140XR2M6 - 38,452,413 $37,712,232 $37,712,232 0.60 $37,244,144
FNMA 40yr Pool#BF0646 2.500% 01-Jun-2062, 2.50%, 06/01/62 FN 3140FXWG3 - 45,048,135 $35,281,444 $35,281,444 0.56 $34,934,879
New Residential Mortgage LLC 6.545% 25-MAR-2032, 6.54%, 03/25/32 NZES 2025-FHT 64832EAA7 - 33,550,466 $33,725,850 $33,725,850 0.54 $33,622,156
FHLMC 30yr Pool#SL6006 6.000% 01-Jul-2056, 6.00%, 07/01/56 FR 31427TU87 - 33,535,626 $33,356,242 $33,356,242 0.53 $33,289,171
FHLMC 30yr Pool#SL0860 5.500% 01-Apr-2055, 5.50%, 04/01/55 FR 31427M5W7 - 33,772,570 $32,841,580 $32,841,580 0.52 $32,502,721
ACACIA 2026-1 LLC AB 0% 41, 5.44%, 07/15/41 ACACIA 2026-1 00402VAA3 - 32,861,607 $32,774,333 $32,774,333 0.52 $32,640,258
FHLMC 30yr Pool#RJ2205 5.500% 01-Aug-2054, 5.50%, 08/01/54 FR 3142GSNX2 - 32,939,554 $32,450,764 $32,450,764 0.52 $31,713,764
FHLMC 30yr Pool#SL4452 5.000% 01-Mar-2056, 5.00%, 03/01/56 FR 31427R5N6 - 33,784,598 $32,160,126 $32,160,126 0.51 $31,773,802
FNMA 40yr Pool#BF0598 2.500% 01-Mar-2062, 2.50%, 03/01/62 FN 3140FXUY6 - 40,856,215 $32,079,821 $32,079,821 0.51 $31,710,811
FNMA 30yr Pool#CC2016 5.500% 01-Feb-2056, 5.50%, 02/01/56 FN 3140Y8G26 - 32,768,745 $32,001,492 $32,001,492 0.51 $31,757,508
FNMA 30yr Pool#FA5891 6.000% 01-Jun-2056, 6.00%, 06/01/56 FN 3140W6RM6 - 32,161,352 $31,989,320 $31,989,320 0.51 $31,924,997
FNMA 30yr Pool#FA0576 5.500% 01-Jan-2055, 5.50%, 01/01/55 FN 3140W0UA1 - 31,099,391 $30,720,708 $30,720,708 0.49 $30,116,142
FHLMC 30yr Pool#SL6340 6.000% 01-Jun-2056, 6.00%, 06/01/56 FR 31427UBJ1 - 29,857,254 $30,618,283 $30,618,283 0.49 $29,537,031
Rithm Capital Corp. 8.5% 01-JUN-2031, 8.50%, 06/01/31 RITM 64828TAD4 - 29,718,000 $29,949,207 $29,949,207 0.48 $28,910,728
FNMA 30yr Pool#FA3191 5.500% 01-Oct-2055, 5.50%, 10/01/55 FN 3140W3RM3 - 29,909,064 $29,339,263 $29,339,263 0.47 $28,942,695
FNMA 30yr Pool#FA4849 5.000% 01-Feb-2056, 5.00%, 02/01/56 FN 3140W5L77 - 30,311,011 $28,877,271 $28,877,271 0.46 $28,506,956
FNMA 30yr Pool#FA3682 5.500% 01-Feb-2055, 5.50%, 02/01/55 FN 3140W4CU9 - 29,028,020 $28,422,182 $28,422,182 0.45 $28,150,490
FNMA 30yr Pool#FA1560 5.500% 01-Apr-2055, 5.50%, 04/01/55 FN 3140W1WW9 - 27,445,243 $27,131,896 $27,131,896 0.43 $26,615,560
FHLMC 30yr Pool#SL0238 5.000% 01-May-2054, 5.00%, 05/01/54 FR 31427MHQ7 - 27,885,614 $26,309,413 $26,309,413 0.42 $26,056,838
FNMA 40yr Pool#BF0698 3.500% 01-Dec-2062, 3.50%, 12/01/62 FN 3140FXX49 - 30,430,721 $26,011,858 $26,011,858 0.41 $25,697,125
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 $24,064,137 $24,064,137 0.38 $23,929,740
FNMA 30yr Pool#FA5758 5.500% 01-Feb-2056, 5.50%, 02/01/56 FN 3140W6MG4 - 23,899,054 $23,223,891 $23,223,891 0.37 $23,007,843
FHLMC 30yr Pool#SL4437 6.000% 01-Sep-2054, 6.00%, 09/01/54 FR 31427R4X5 - 23,135,562 $23,120,204 $23,120,204 0.37 $22,917,498
NRM MSR-Collateralized Notes, Series 2024-FNT1 A 7.398% 25-NOV-2029, 7.40%, 11/25/31 NZES 2024-FNT1 62956YAA7 - 22,373,589 $22,492,749 $22,492,749 0.36 $22,414,587
FHLMC 30yr Pool#SD3271 5.500% 01-Jun-2053, 5.50%, 06/01/53 FR 3132DQT48 - 22,444,712 $21,877,478 $21,877,478 0.35 $21,699,905
FHLMC 30yr Pool#SD3669 5.500% 01-Sep-2053, 5.50%, 09/01/53 FR 3132E0CE0 - 21,126,251 $20,704,396 $20,704,396 0.33 $20,412,137
FNMA 30yr Pool#FA4386 5.500% 01-Jan-2056, 5.50%, 01/01/56 FN 3140W42U0 - 20,641,982 $20,360,314 $20,360,314 0.32 $20,004,975
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 $20,279,525 $20,279,525 0.32 $19,978,039
Connecticut Avenue Securities, Series 2020-SBT1 1B1 10.55477% 25-FEB-2040, 10.55%, 02/25/40 CAS 2020-SBT1 20753VBT4 - 19,687,000 $20,224,112 $20,224,112 0.32 $20,125,988
Connecticut Avenue Securities Trust 2023-R06 1B1 7.59029% 25-JUL-2043, 7.59%, 07/25/43 CAS 2023-R06 20754EAF2 - 19,155,535 $20,091,811 $20,091,811 0.32 $20,023,152
PRET 2025-RPL3 Trust A1 4.15% 25-APR-2065, 4.15%, 04/25/65 PRET 2025-RPL3 69382RAA1 - 20,826,316 $20,015,268 $20,015,268 0.32 $19,916,835
Figure Technology Solutions, Inc. 8.5% 31-JUL-2031, 8.50%, 07/31/31 FIGR 349381AA1 - 19,574,000 $19,825,440 $19,825,440 0.31 $19,414,114
RCKT Mortgage Trust 2026-CES2 A3 5.255% 25-FEB-2056, 5.25%, 02/25/56 RCKT 2026-CES2 74940EAD9 - 20,600,000 $19,782,054 $19,782,054 0.31 $19,658,766
FHLMC 30yr Pool#TB3130 5.500% 01-May-2056, 5.50%, 05/01/56 FR 3142K4PQ3 - 20,257,683 $19,638,311 $19,638,311 0.31 $19,489,709
FHLMC 30yr Pool#TB5153 5.500% 01-Jun-2056, 5.50%, 06/01/56 FR 3142K6WP2 - 19,900,913 $19,301,520 $19,301,520 0.31 $19,146,465
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 $19,226,131 $19,226,131 0.31 $19,146,644
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 $18,612,786 $18,612,786 0.30 $18,581,071
FHLMC 30yr Pool#SD5061 5.500% 01-Mar-2054, 5.50%, 03/01/54 FR 3132DSTS1 - 18,911,814 $18,603,463 $18,603,463 0.30 $18,350,772
FNMA 30yr Pool#FA5284 5.500% 01-Apr-2056, 5.50%, 04/01/56 FN 3140W52S2 - 18,797,579 $18,269,721 $18,269,721 0.29 $18,116,334
FINANCE OF AMERICA STRUC 3.28125% 74, 3.50%, 04/25/74 FASST 2024-S3 31739WAB8 - 18,554,407 $18,249,246 $18,249,246 0.29 $18,218,580
FNMA 30yr Pool#CB7112 5.500% 01-Sep-2053, 5.50%, 09/01/53 FN 3140QS3W9 - 18,514,728 $18,195,639 $18,195,639 0.29 $17,888,890
FNMA 40yr Pool#BF0226 3.500% 01-Jan-2058, 3.50%, 01/01/58 FN 3140FXHC9 - 20,331,882 $17,585,711 $17,585,711 0.28 $17,374,126
RFT 2026-RR1 TRUST MB 6.55%30, 6.63%, 07/27/30 RFT 2026-RR1 76201CAA8 - 17,426,824 $17,366,805 $17,366,805 0.28 $17,318,656
FNMA 40yr Pool#BF0807 3.500% 01-Apr-2064, 3.50%, 04/01/64 FN 3140FX3R1 - 20,380,784 $17,312,093 $17,312,093 0.27 $17,204,891
SALUDA GRADE ALTERNATIVE M 5.749% 31, 5.75%, 03/25/31 GRADE 2026-RTL7 79584UAA9 - 17,370,000 $17,058,309 $17,058,309 0.27 $16,944,579
FNMA 40yr Pool#BF0713 4.000% 01-Mar-2063, 4.00%, 03/01/63 FN 3140FXYK2 - 18,784,896 $16,807,786 $16,807,786 0.27 $16,566,094
FHLMC 30yr Pool#QJ9063 5.000% 01-Nov-2054, 5.00%, 11/01/54 FR 3133D1B81 - 17,705,892 $16,667,038 $16,667,038 0.26 $16,535,638
FNMA 30yr Pool#FA1549 5.500% 01-May-2055, 5.50%, 05/01/55 FN 3140W1WK5 - 16,713,177 $16,311,141 $16,311,141 0.26 $16,173,170
SALUDA GR ALT MTG TR 2025-LOC5 A1B, 5.70%, 10/25/55 GRADE 2025-LOC5 79581XAC2 - 15,693,000 $15,829,854 $15,829,854 0.25 $15,787,607
Vontive Mortgage Trust 2025-RTL1 A1 6.507% 25-MAR-2030, 6.51%, 03/25/30 VNTV 2025-RTL1 928884AA3 - 15,444,000 $15,517,717 $15,517,717 0.25 $15,470,261
Connecticut Avenue Securities Trust 2022-R02 2B2 11.34029% 25-JAN-2042, 11.34%, 01/25/42 CAS 2022-R02 20754BAJ0 - 15,154,500 $15,487,688 $15,487,688 0.25 $15,406,533
RCKT MOR 2025-CES9 FLT 2055 A1B, 5.00%, 09/25/55 RCKT 2025-CES9 74942JAB0 - 14,981,707 $14,812,740 $14,812,740 0.24 $14,727,479
FNMA 30yr Pool#FA1358 4.500% 01-May-2050, 4.50%, 05/01/50 FN 3140W1QL0 - 15,254,885 $14,187,891 $14,187,891 0.23 $14,045,076
FNMA 40yr Pool#BF0806 3.500% 01-Apr-2064, 3.50%, 04/01/64 FN 3140FX3Q3 - 16,359,005 $14,155,517 $14,155,517 0.22 $13,858,355
BMP Commercial Mortgage Trust 2024-MF23 A 5.1887% 15-JUN-2041, 5.19%, 06/15/41 BMP 2024-MF23 05593JAA8 - 14,000,000 $14,042,669 $14,042,669 0.22 $13,988,187
FNMA 40yr Pool#BF0801 2.500% 01-Apr-2064, 2.50%, 04/01/64 FN 3140FX3K6 - 17,796,236 $13,944,523 $13,944,523 0.22 $13,789,093
PRET 2025-RPL1 Trust A1 4.0% 25-JUL-2069, 4.00%, 07/25/69 PRET 2025-RPL1 69392FAA5 - 14,270,097 $13,846,207 $13,846,207 0.22 $13,781,199
Galaxy XXVI CLO Ltd., 4.85%, 07/23/27 GLXYT 2025-1 362922AA4 - 13,798,633 $13,808,340 $13,808,340 0.22 $13,808,340
RCKT Mortgage Trust 2026-CES2 A2 5.055% 25-FEB-2056, 5.05%, 02/25/56 RCKT 2026-CES2 74940EAC1 - 14,268,000 $13,693,750 $13,693,750 0.22 $13,611,607
Central Park Funding Trust 2026-1 PT 7.25% 29-JUL-2028, 7.25%, 07/27/28 CPFTR 2026-1 154808AA7 - 13,656,577 $13,586,650 $13,586,650 0.22 $13,550,896
Connecticut Avenue Securities Trust 2022-R01 1B2 9.69029% 25-DEC-2041, 9.69%, 12/25/41 CAS 2022-R01 20754LAJ8 - 13,210,585 $13,387,145 $13,387,145 0.21 $13,326,694
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 $13,020,210 $13,020,210 0.21 $12,986,840
FINANCE OF AMER STR TR 2024-S2 A1, 3.50%, 04/25/74 FASST 2024-S2 31739VAA2 - 12,982,810 $12,849,441 $12,849,441 0.20 $12,827,984
FHLMC 30yr Pool#SL3988 5.000% 01-Jan-2056, 5.00%, 01/01/56 FR 31427RNE6 - 13,183,628 $12,496,741 $12,496,741 0.20 $12,398,963
FHLMC 30yr Pool#SD6178 4.500% 01-Jan-2051, 4.50%, 01/01/51 FR 3132DT2K5 - 13,448,576 $12,486,658 $12,486,658 0.20 $12,382,018
FNMA 30yr Pool#FA3563 5.500% 01-Nov-2055, 5.50%, 11/01/55 FN 3140W35Z8 - 12,688,369 $12,469,812 $12,469,812 0.20 $12,296,808
GS Mortgage-Backed Securities Trust 2025-RPL3 A1 4.1% 25-JUL-2065, 4.10%, 07/25/65 GSMBS 2025-RPL3 362963AA8 - 13,018,274 $12,257,948 $12,257,948 0.19 $12,197,159
Chase Mortgage Reference Notes, Series 2020-CL1 M1 6.26546% 25-OCT-2057, 6.27%, 10/25/57 CHASE 2020-CL1 46591HAG5 - 11,803,752 $12,119,608 $12,119,608 0.19 $12,084,685
FNMA 30yr Pool#CC0097 5.500% 01-Mar-2055, 5.50%, 03/01/55 FN 3140Y6DB3 - 12,276,019 $12,009,745 $12,009,745 0.19 $11,897,183
FHLMC 30yr Pool#SL4658 5.000% 01-Jan-2056, 5.00%, 01/01/56 FR 31427SE87 - 12,670,569 $11,965,368 $11,965,368 0.19 $11,831,863
FHLMC 30yr Pool#SL4976 5.000% 01-Apr-2056, 5.00%, 04/01/56 FR 31427SQ68 - 12,502,589 $11,796,667 $11,796,667 0.19 $11,675,365
PRPM 2025-RCF3 LLC 5.25% 55, 5.25%, 07/25/55 PRPM 2025-RCF3 69392PAA3 - 11,872,327 $11,749,253 $11,749,253 0.19 $11,678,266
PRET 2025-RPL5 TRUST FLTG 2070 A1, 4.15%, 01/25/70 PRET 2025-RPL5 69393AAA5 - 12,121,599 $11,680,448 $11,680,448 0.19 $11,623,156
Connecticut Avenue Securities Trust 2022-R06 1B2 14.29029% 25-MAY-2042, 14.29%, 05/25/42 CAS 2022-R06 20754NAR6 - 10,436,475 $11,107,788 $11,107,788 0.18 $11,037,360
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 $11,066,477 $11,066,477 0.18 $10,973,198
FNMA 40yr Pool#BF0731 2.500% 01-Jun-2063, 2.50%, 06/01/63 FN 3140FXY55 - 13,426,709 $10,893,538 $10,893,538 0.17 $10,412,428
Foundation Finance Trust 2025-2 B 4.94% 15-APR-2052, 4.94%, 04/15/52 FFIN 2025-2A 35042NAB1 - 10,811,423 $10,619,970 $10,619,970 0.17 $10,579,914
Connecticut Avenue Securities Trust 2022-R04 1B2 13.19029% 25-MAR-2042, 13.19%, 03/25/42 CAS 2022-R04 20753YAL6 - 10,118,401 $10,537,401 $10,537,401 0.17 $10,474,376
METRONET INFRASTRUCTURE ISSU 5.4% 55, 5.40%, 08/20/55 MNET 2025-2A 59170JAX6 - 10,600,000 $10,390,308 $10,390,308 0.17 $10,355,328
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 $10,343,213 $10,343,213 0.16 $10,316,277
Connecticut Avenue Securities Trust 2022-R07 1B2 15.69029% 25-JUN-2042, 15.69%, 06/25/42 CAS 2022-R07 20754MAL1 - 9,364,501 $10,097,131 $10,097,131 0.16 $10,027,746
TOWD POINT MORTGAGE TRUST 2025 0% 65, 4.97%, 09/25/65 TPMT 2025-FIX1 89183MAA1 - 10,184,561 $10,013,337 $10,013,337 0.16 $9,955,712
Homeward Opportunities Fund Trust 2025-RRTL1 A1 5.476% 25-MAR-2040, 5.48%, 03/25/40 HOF 2025-RRTL1 437919AA1 - 9,681,622 $9,704,228 $9,704,228 0.15 $9,679,192
FNMA 30yr Pool#CC1844 5.500% 01-Jan-2056, 5.50%, 01/01/56 FN 3140Y8BN5 - 9,726,447 $9,551,281 $9,551,281 0.15 $9,426,291
FNMA 40yr Pool#BF0783 3.500% 01-Dec-2063, 3.50%, 12/01/63 FN 3140FX2R2 - 11,175,741 $9,491,570 $9,491,570 0.15 $9,434,250
Vista Point Securitization Trust 2025-CES2 A1 5.601% 25-AUG-2055, 5.60%, 08/25/55 VSTA 2025-CES2 92842UAA0 - 9,422,044 $9,369,540 $9,369,540 0.15 $9,309,438
TOWD PT MTG TR 2025-FIX2 FLTG A1, 5.25%, 10/25/65 TPMT 2025-FIX2 89183RAA0 - 9,421,307 $9,354,372 $9,354,372 0.15 $9,298,052
LHOME Mortgage Trust 2024-RTL5 A2 5.751% 25-SEP-2039, 5.75%, 09/25/39 LHOME 2024-RTL5 50205WAB3 - 9,325,000 $9,349,476 $9,349,476 0.15 $9,324,151
FIGRE TRUST 2025-HE4 FLTG 2055 C, 5.71%, 07/25/55 FIGRE 2025-HE4 31684PAC6 - 9,422,871 $9,328,674 $9,328,674 0.15 $9,267,407
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 $9,271,676 $9,271,676 0.15 $9,210,291
FNMA 30yr Pool#FS6236 6.500% 01-Nov-2053, 6.50%, 11/01/53 FN 3140XM4W3 - 8,738,786 $9,250,653 $9,250,653 0.15 $8,843,020
RCKT Mortgage Trust 2026-CES9 A2 6.229% 25-SEP-2056, 6.23%, 09/25/56 RCKT 2026-CES9 74940BAC7 - 9,254,000 $9,243,960 $9,243,960 0.15 $9,178,310
SALUDA GRADE ALTERNATIVE MORT A2, 6.75%, 03/25/31 GRADE 2026-RTL7 79584UAB7 - 9,418,000 $9,237,535 $9,237,535 0.15 $9,165,156
RCKT MORTGAGE TRUST 2026-CES4 0% 56, 5.59%, 04/25/56 RCKT 2026-CES4 74940CAD3 - 9,483,000 $9,188,735 $9,188,735 0.15 $9,128,331
FNMA 30yr Pool#FA4709 5.500% 01-Jul-2055, 5.50%, 07/01/55 FN 3140W5GT5 - 9,134,396 $9,049,937 $9,049,937 0.14 $8,863,413
New Residential Mortgag MB 4.00%65, 4.00%, 12/25/65 NRZT 2026-RPL1 64832TAP1 - 9,673,000 $9,010,124 $9,010,124 0.14 $8,966,058
Huntington Bank Auto Credit-Linked Notes, Series 2024-2 B1 5.442% 20-OCT-2032, 5.44%, 10/20/32 HACLN 2024-2 44644NAG4 - 8,838,661 $8,876,085 $8,876,085 0.14 $8,846,690
Connecticut Avenue Securities, Series 2021-R01 1B2 9.69029% 25-OCT-2041, 9.69%, 10/25/41 CAS 2021-R01 20754RAJ5 - 8,220,000 $8,274,706 $8,274,706 0.13 $8,237,092
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 $8,223,708 $8,223,708 0.13 $8,182,644
RCKT Mortgage Trust 2026-CES9 M1 6.627% 25-SEP-2056, 6.63%, 09/25/56 RCKT 2026-CES9 74940BAE3 - 8,095,000 $8,084,631 $8,084,631 0.13 $8,023,535
FNMA 30yr Pool#FS7117 6.500% 01-Feb-2054, 6.50%, 02/01/54 FN 3140XN4B7 - 7,699,118 $7,929,965 $7,929,965 0.13 $7,790,952
Freddie Mac Multiclass Certificates, Series 5164 FA 3.89319% 25-NOV-2051, 3.94%, 11/25/51 FHR 5164 3137H3PY2 - 9,093,119 $7,876,999 $7,876,999 0.13 $7,860,079
FNMA 30yr Pool#DH1175 5.500% 01-May-2056, 5.50%, 05/01/56 FN 3140UGJV5 - 7,802,989 $7,545,391 $7,545,391 0.12 $7,487,951
REDWOOD FUNDING TRUST 2 AB 6.26%56, 6.26%, 11/27/56 RFT 2026-2 75805CAA0 - 7,580,078 $7,531,035 $7,531,035 0.12 $7,511,266
Ally Bank Auto Credit-Linked Notes, Series 2025-A C 4.844% 15-JUN-2033, 4.84%, 06/15/33 ABCLN 2025-A 02007G5F6 - 7,472,452 $7,453,724 $7,453,724 0.12 $7,426,577
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 $7,430,472 $7,430,472 0.12 $7,414,224
PRPM 2025-RPL4 A1, 3.00%, 05/25/55 PRPM 2025-RPL4 74448NAA2 - 7,739,597 $7,355,682 $7,355,682 0.12 $7,329,238
SALUDA GR ALT MTG TR 25 RRTL1 A1, 5.32%, 10/25/40 GRADE 2025-RRTL1 79582NAA7 - 7,388,000 $7,353,344 $7,353,344 0.12 $7,308,580
RENEU 2026-RTL1 MB 5.93%41, 5.89%, 06/25/41 RENEU 2026-RTL1 759964AA7 - 7,339,000 $7,289,722 $7,289,722 0.12 $7,269,302
FHLMC 30yr Pool#SD7417 5.500% 01-Jan-2055, 5.50%, 01/01/55 FR 3132DVG25 - 7,432,016 $7,270,845 $7,270,845 0.12 $7,207,342
RCKT Mortgage Trust 2026-CES2 A1B 4.863% 25-FEB-2056, 4.86%, 02/01/56 RCKT 2026-CES2 74940EAB3 - 7,446,380 $7,236,584 $7,236,584 0.11 $7,195,343
FIGRE TRUST 2025 HE4 FLTG 2055 B, 5.61%, 07/25/55 FIGRE 2025-HE4 31684PAB8 - 7,295,296 $7,230,896 $7,230,896 0.11 $7,184,301
BAYVIEW OPPORTUNITY MAS MB FLTG 56, 5.80%, 07/25/56 BVCES 2026-1 07337MAC4 - 7,356,000 $7,213,370 $7,213,370 0.11 $7,164,813
Fannie Mae REMIC Trust 2022-65 FB 4.49029% 25-SEP-2052, 4.49%, 09/25/52 FNR 2022-65 3136BPCQ2 - 7,310,723 $7,064,904 $7,064,904 0.11 $7,049,402
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 $6,996,709 $6,996,709 0.11 $6,959,215
LHOME Mortgage Trust 2024-RTL4 A2 6.092% 25-JUL-2039, 6.09%, 07/25/39 LHOME 2024-RTL4 50205PAB8 - 6,870,000 $6,890,698 $6,890,698 0.11 $6,870,935
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 $6,770,568 $6,770,568 0.11 $6,728,539
COOPR Residential Mortgage Trust 2026-CES1 A1B 4.996% 25-FEB-2061, 5.00%, 01/01/61 COOPR 2026-CES1 21689GAB4 - 6,738,510 $6,580,094 $6,580,094 0.10 $6,541,753
Connecticut Avenue Securities Trust 2023-R03 2B1 10.04029% 25-APR-2043, 10.04%, 04/25/43 CAS 2023-R03 20753ACF9 - 6,026,000 $6,525,872 $6,525,872 0.10 $6,497,301
COOPR Residential Mortgage Trust 2025-CES3 A1A 4.84% 25-SEP-2060, 4.84%, 09/25/60 COOPR 2025-CES3 216926AA3 - 6,554,115 $6,449,327 $6,449,327 0.10 $6,413,200
RCKT Mortgage Trust 202 MB FLTG 56, 5.85%, 08/25/56 RCKT 2026-CES8 74941AAE4 - 6,550,000 $6,392,122 $6,392,122 0.10 $6,348,505
Connecticut Avenue Securities Trust 2022-R05 2B2 10.69029% 25-APR-2042, 10.69%, 04/25/42 CAS 2022-R05 20754DAJ6 - 6,153,812 $6,367,315 $6,367,315 0.10 $6,336,249
PRPM 2025-6 LLC, 5.77%, 08/25/28 PRPM 2025-6 69395KAA1 - 6,445,706 $6,361,351 $6,361,351 0.10 $6,318,964
RCKT MORTGAGE TRUST 2026-CES4 0% 56, 5.39%, 04/25/56 RCKT 2026-CES4 74940CAC5 - 6,516,000 $6,327,060 $6,327,060 0.10 $6,287,031
Alterna Funding III A 6.26% 15-MAY-2039, 6.26%, 05/16/39 TAX 2024-1A 02157JAA3 - 6,264,661 $6,306,742 $6,306,742 0.10 $6,277,329
Mello Mortgage Capital Acceptance 2024-SD1 A1 4.0% 25-APR-2054, 4.00%, 04/25/54 MELLO 58550DAA1 - - $6,172,436 $6,172,436 0.10 $0
RCKT Mortgage Trust 2026-CES1 A1B 4.928% 25-JAN-2056, 4.93%, 01/25/56 RCKT 2026-CES1 74939BAB2 - 6,254,034 $6,089,865 $6,089,865 0.10 $6,054,764
RCKT Mortgage Trust 2025-CES7 A1B 5.478% 25-JUL-2055, 5.48%, 07/25/55 RCKT 2025-CES7 74943AAB8 - 6,045,550 $6,019,918 $6,019,918 0.10 $5,982,201
FNMA 30yr Pool#FA0339 5.500% 01-Jan-2055, 5.50%, 01/01/55 FN 3140W0LV5 - 6,107,007 $5,970,811 $5,970,811 0.09 $5,922,389
FIGRE TRUST 2025-HE6 FLTG 2055 C, 5.25%, 09/25/55 FIGRE 2025-HE6 31684NAC1 - 6,051,909 $5,938,138 $5,938,138 0.09 $5,901,987
PRET 2025-RPL2 Trust A1 4.0% 25-FEB-2065, 4.00%, 08/25/64 PRET 2025-RPL2 69392LAA2 - 5,994,440 $5,840,909 $5,840,909 0.09 $5,813,601
ACHM Trust 2024-HE1 A 6.55% 25-MAY-2039, 6.55%, 05/25/39 ACHM 2024-HE1 00449TAA3 - 5,741,405 $5,797,668 $5,797,668 0.09 $5,779,910
FIGRE TRUST 2026-HE4 MB FLTG 56, 5.70%, 05/25/56 FIGRE 2026-HE4 31685MAE8 - 5,826,572 $5,736,317 $5,736,317 0.09 $5,698,472
HOMES 2026-INV1 Trust A1D 5.077% 25-AUG-2060, 5.08%, 08/25/60 HOMES 2026-INV1 43761FAD7 - 5,776,596 $5,695,350 $5,695,350 0.09 $5,634,818
Huntington Bank Auto Credit-Linked Notes, Series 2024-1 B1 6.153% 20-MAY-2032, 6.15%, 05/20/32 HACLN 2024-1 44644NAA7 - 5,649,621 $5,693,258 $5,693,258 0.09 $5,672,015
Connecticut Avenue Securities, Series 2021-R02 2B2 9.89029% 25-NOV-2041, 9.89%, 11/25/41 CAS 2021-R02 20754KAJ0 - 5,616,000 $5,671,584 $5,671,584 0.09 $5,645,355
TVC Mortgage Trust 2025-RRTL1 A2 6.68% 25-APR-2040, 6.68%, 04/25/40 TVC 2025-RRTL1 900927AB0 - 5,597,000 $5,636,694 $5,636,694 0.09 $5,619,039
Acacia 2025-1 A 5.24% 15-NOV-2037, 5.24%, 11/15/37 ACACIA 2025-1 00401PAA7 - 5,606,334 $5,620,137 $5,620,137 0.09 $5,598,104
RCKT Mortgage Trust 202 MB FLTG 56, 5.67%, 06/25/56 RCKT 2026-CES6 74942DAC1 - 5,700,000 $5,565,564 $5,565,564 0.09 $5,528,756
BAYVIEW OPPORTUNITY MAS MB FLTG 56, 6.09%, 07/25/56 BVCES 2026-1 07337MAE0 - 5,721,000 $5,564,296 $5,564,296 0.09 $5,524,584
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 $5,430,976 $5,430,976 0.09 $5,417,880
SF ABS ISSUER 2025-1 0%55 A2, 5.38%, 11/25/55 SFARM 2025-1A 784193AA2 - 5,750,000 $5,420,971 $5,420,971 0.09 $5,406,371
FNA 9, Series 2026-1 A 5.509% 15-DEC-2038, 5.51%, 04/16/46 FNH 2026-1 34411JAA8 - 5,335,027 $5,313,285 $5,313,285 0.08 $5,291,242
Woodward Capital Manage MB FLTG 56, 5.66%, 05/25/56 RCKT 2026-CES5 74940FAD6 - 5,400,000 $5,285,367 $5,285,367 0.08 $5,250,540
RCKT Mortgage Trust 2025-CES12 M1 5.65% 25-DEC-2055, 5.65%, 11/25/55 RCKT 2025-CES12 749349AE6 - 5,400,000 $5,283,799 $5,283,799 0.08 $5,249,051
FIGRE TRUST 2025-HE6 FLTG 2055 B, 5.14%, 09/25/55 FIGRE 2025-HE6 31684NAB3 - 5,334,223 $5,240,220 $5,240,220 0.08 $5,208,970
PRPM 2025-RPL3 A1 3.25% 25-APR-2055, 3.25%, 04/25/55 PRPM 2025-RPL3 69392NAA8 - 5,519,369 $5,184,621 $5,184,621 0.08 $5,164,191
RCKT MORTGAGE TRUST 2025 5.24863% 55, 5.25%, 08/25/55 RCKT 2025-CES8 74939WAB6 - 5,210,268 $5,172,302 $5,172,302 0.08 $5,141,157
CoreWeave, Inc. 9.625% 15-JUL-2032, 9.62%, 07/15/32 CRWV 21873SAK4 - 5,961,000 $5,146,401 $5,146,401 0.08 $4,964,714
MS RES MTG LN TR 2025-SPL1 A1, 4.25%, 02/25/65 MSRM 2025-SPL1 617946AA6 - 5,392,203 $5,052,957 $5,052,957 0.08 $5,026,857
FNMA 30yr Pool#CA5386 4.500% 01-Mar-2050, 4.50%, 03/01/50 FN 3140QC6Y7 - 5,412,051 $5,019,184 $5,019,184 0.08 $4,963,928
FIG SIX TRUST 2026-PF1 MB FLTG 56, 6.16%, 08/25/56 FIGX 2026-PF1 316935AC9 - 5,034,327 $4,975,086 $4,975,086 0.08 $4,939,796
RCKT Mortgage Trust 2025-CES8 B2A 7.28202% 25-AUG-2055, 7.28%, 08/25/55 RCKT 2025-CES8 74939WAS9 - 5,040,000 $4,929,655 $4,929,655 0.08 $4,857,272
EFMT 2026-CES2 MB FLTG 61, 5.81%, 06/25/61 EFMT 2026-CES2 26846UAD8 - 5,000,000 $4,904,717 $4,904,717 0.08 $4,871,655
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 $4,889,360 $4,889,360 0.08 $4,860,822
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 $4,859,331 $4,859,331 0.08 $4,846,365
ABL 2024-RTL1 A2 7.457% 25-SEP-2029, 7.46%, 09/25/29 ABL 2024-RTL1 00092EAB4 - 4,840,000 $4,856,977 $4,856,977 0.08 $4,839,933
ARIXA MORTGAGE TRUST 20 MB 6.05%31, 6.05%, 05/25/31 ARIXA 2026-RTL1 04046CAA9 - 4,919,000 $4,850,825 $4,850,825 0.08 $4,836,770
BAYVIEW OPPORTUNITY MAS MB FLTG 56, 6.24%, 05/25/56 BVCES 2026-2 07338CAE1 - 4,900,000 $4,837,281 $4,837,281 0.08 $4,802,475
Ally Bank Auto Credit-Linked Notes, Series 2025-A D 4.991% 15-JUN-2033, 4.99%, 06/15/33 ABCLN 2025-A 02007G5G4 - 4,854,096 $4,830,788 $4,830,788 0.08 $4,812,618
JP Morgan Mortgage Trust 2026-CES1 A3 5.332% 25-JUN-2056, 5.33%, 06/25/56 JPMMT 2026-CES1 46660BAE9 - 5,000,000 $4,804,561 $4,804,561 0.08 $4,774,198
BAYVIEW OPPORTUNITY MAS MB FLTG 56, 5.99%, 05/25/56 BVCES 2026-2 07338CAD3 - 4,900,000 $4,803,274 $4,803,274 0.08 $4,769,858
FIGRE Trust 2026-HE1 C 5.434% 25-JAN-2056, 5.43%, 01/25/56 FIGRE 2026-HE1 30249NAE7 - 4,951,185 $4,796,367 $4,796,367 0.08 $4,765,725
OBX 2026-HE2 Trust MB FLTG 56, 5.29%, 06/25/56 OBX 2026-HE2 67124WAD1 - 4,746,000 $4,755,887 $4,755,887 0.08 $4,744,031
PRPM 2025-5 0%30, 5.73%, 07/25/30 PRPM 2025-5 69392RAA9 - 4,800,186 $4,738,843 $4,738,843 0.08 $4,707,523
Connecticut Avenue Securities Trust 2024-R01 1B1 6.39029% 25-JAN-2044, 6.39%, 01/25/44 CAS 2024-R01 20753UAF7 - 4,595,000 $4,732,146 $4,732,146 0.08 $4,718,280
RCKT Mortgage Trust 2026-CES3 A2 5.363% 25-MAR-2056, 5.36%, 03/25/56 RCKT 2026-CES3 74940LAD3 - 4,861,258 $4,707,830 $4,707,830 0.07 $4,678,138
Homeward Opportunities Fund Trust 2025-RRTL2 A1 5.237% 25-AUG-2040, 5.24%, 09/25/40 HOF 2025-RRTL2 437923AA3 - 4,682,000 $4,683,489 $4,683,489 0.07 $4,671,910
Connecticut Avenue Securities Trust 2023-R05 1B1 8.44029% 25-JUN-2043, 8.44%, 06/25/43 CAS 2023-R05 207942AC7 - 4,312,000 $4,574,041 $4,574,041 0.07 $4,556,855
Affirm Asset Securitization Trust 2025-X2 C 4.93% 15-OCT-2030, 4.93%, 10/15/30 AFFRM 2025-X2 00835DAC6 - 4,500,000 $4,511,801 $4,511,801 0.07 $4,495,163
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 $4,469,337 $4,469,337 0.07 $4,447,512
Connecticut Avenue Securities Trust 2023-R04 1B2 11.94029% 25-MAY-2043, 11.94%, 05/25/43 CAS 2023-R04 20754QAJ7 - 4,000,000 $4,460,674 $4,460,674 0.07 $4,438,120
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 $4,407,592 $4,407,592 0.07 $4,390,635
FNMA 30yr Pool#DC5656 5.000% 01-Nov-2054, 5.00%, 11/01/54 FN 3140ATJA5 - 4,523,320 $4,250,601 $4,250,601 0.07 $4,218,654
EFMT 2026-CES2 MB FLTG 61, 5.91%, 06/25/61 EFMT 2026-CES2 26846UAE6 - 4,329,000 $4,232,446 $4,232,446 0.07 $4,203,328
EFMT 2026-CES1 A3 5.466% 25-DEC-2060, 5.47%, 12/25/60 EFMT 2026-CES1 26846MAE4 - 4,250,000 $4,167,818 $4,167,818 0.07 $4,141,361
FNMA 30yr Pool#DA5019 6.500% 01-Nov-2053, 6.50%, 11/01/53 FN 3140A5SH2 - 4,053,442 $4,137,270 $4,137,270 0.07 $4,103,150
Woodward Capital Manage MB FLTG 56, 6.06%, 05/25/56 RCKT 2026-CES5 74940FAF1 - 4,250,000 $4,132,132 $4,132,132 0.07 $4,102,791
SWVP Trust 2026-PNCL C 5.98572% 15-OCT-2039, 5.80%, 10/15/43 SWVP 2026-PNCL 78504YAE2 - 4,090,000 $4,098,895 $4,098,895 0.07 $4,090,329
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 $4,063,775 $4,063,775 0.06 $4,043,583
EASY STREET MORTGAGE LN 5.606%40 A1, 5.61%, 10/25/40 EASY 2025-RTL2 27786YAA6 - 4,100,000 $4,063,032 $4,063,032 0.06 $4,052,178
Huntington Bank Auto Credit-Linked Notes, Series 2025-1 B 4.957% 20-MAR-2033, 4.96%, 03/21/33 HACLN 2025-1 446438SX2 - 4,067,456 $4,054,974 $4,054,974 0.06 $4,042,652
PRPM 2025 RCF4 LLC 4.5% 55, 4.50%, 08/25/55 PRPM 2025-RCF4 69382WAA0 - 4,143,378 $4,029,635 $4,029,635 0.06 $4,008,400
FNMA 30yr Pool#BY0337 6.500% 01-May-2053, 6.50%, 05/01/53 FN 3140NGLT5 - 3,926,775 $4,010,763 $4,010,763 0.06 $3,972,780
Vista Point Securitization Trust 2026-CES1 A3 5.376% 25-FEB-2056, 5.38%, 02/25/56 VSTA 2026-CES1 92790EAC4 - 4,169,000 $4,003,939 $4,003,939 0.06 $3,993,356
Connecticut Avenue Securities Trust 2023-R08 1B1 7.24029% 25-OCT-2043, 7.24%, 10/25/43 CAS 2023-R08 20755CAF5 - 3,750,000 $3,922,703 $3,922,703 0.06 $3,909,882
RAM 2026-1 A 5.463% 15-JUN-2046, 5.46%, 06/15/46 RAM 2026-1 74890FAA2 - 3,934,456 $3,903,865 $3,903,865 0.06 $3,887,744
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 $3,901,064 $3,901,064 0.06 $3,876,364
OBX 2022-NQM7 Trust MB FLTG 66, 5.59%, 04/25/56 OBX 2026-CES1 67124LAD5 - 4,000,000 $3,899,276 $3,899,276 0.06 $3,873,829
JP Morgan Mortgage Trust 2026-CES1 A2 5.182% 25-JUN-2056, 5.18%, 06/25/56 JPMMT 2026-CES1 46660BAD1 - 4,000,000 $3,845,235 $3,845,235 0.06 $3,821,629
EFMT 2026-CES1 A2 5.316% 25-DEC-2060, 5.32%, 12/25/60 EFMT 2026-CES1 26846MAD6 - 3,881,000 $3,807,477 $3,807,477 0.06 $3,783,980
FNMA 30yr Pool#FA3788 5.500% 01-Nov-2055, 5.50%, 11/01/55 FN 3140W4F69 - 3,826,661 $3,777,518 $3,777,518 0.06 $3,708,571
GS Mortgage Securities MB FLTG 56, 5.54%, 11/25/56 GSMBS 2026-AH2 362984AD8 - 3,735,000 $3,739,018 $3,739,018 0.06 $3,729,246
OBX 2026-HE2 Trust MB FLTG 56, 5.49%, 06/25/56 OBX 2026-HE2 67124WAE9 - 3,678,000 $3,689,521 $3,689,521 0.06 $3,679,985
Connecticut Avenue Securities Trust 2023-R01 1B1 8.79029% 25-DEC-2042, 8.79%, 12/25/42 CAS 2023-R01 207932AF1 - 3,500,000 $3,681,370 $3,681,370 0.06 $3,666,842
Fannie Mae REMIC Trust 2020-98 AI 3.5% 25-JAN-2061, 3.50%, 01/25/61 FNR 2020-98 3136BDLE6 - 17,463,033 $3,587,778 $3,587,778 0.06 $3,517,713
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 $3,546,427 $3,546,427 0.06 $3,532,477
FIGRE Trust 2025-HE3 B 5.71% 25-MAY-2055, 5.71%, 05/25/55 FIGRE 2025-HE3 31684LAB7 - 3,467,947 $3,444,081 $3,444,081 0.05 $3,421,529
FIGRE TRUST 2025-FL1 5.265% 55, 5.26%, 07/25/55 FIGRE 2025-FL1 31684QAA8 - 3,470,063 $3,442,419 $3,442,419 0.05 $3,421,611
FIGRE Trust 2026-HE1 B 5.183% 25-JAN-2056, 5.18%, 01/25/56 FIGRE 2026-HE1 30249NAD9 - 3,511,226 $3,393,983 $3,393,983 0.05 $3,373,257
GS Mortgage Securities MB FLTG 56, 5.39%, 11/25/56 GSMBS 2026-AH2 362984AC0 - 3,324,000 $3,327,268 $3,327,268 0.05 $3,318,807
Ginnie Mae REMIC Trust 2023-116 LF 4.93884% 20-AUG-2053, 4.95%, 08/20/53 GNR 2023-116 38384EFT7 - 3,332,619 $3,312,559 $3,312,559 0.05 $3,302,482
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 $3,253,612 $3,253,612 0.05 $3,242,467
FIGRE Trust 2025-HE3 C 5.91% 25-MAY-2055, 5.91%, 05/25/55 FIGRE 2025-HE3 31684LAC5 - 3,259,870 $3,239,186 $3,239,186 0.05 $3,217,245
FNMA 30yr Pool#DA5072 6.500% 01-Nov-2053, 6.50%, 11/01/53 FN 3140A5T65 - 3,141,042 $3,204,212 $3,204,212 0.05 $3,174,128
FINANCE OF AMERICA STRUCTURE 3.5% 74, 3.50%, 02/25/74 FASST 2024-S1 31740RAB6 - 3,219,422 $3,200,227 $3,200,227 0.05 $3,194,906
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 $3,186,412 $3,186,412 0.05 $3,173,382
FNMA 30yr Pool#BY0335 6.000% 01-May-2053, 6.00%, 05/01/53 FN 3140NGLR9 - 3,177,462 $3,176,941 $3,176,941 0.05 $3,148,396
EFMT 2025-RTL1 0% 40, 5.22%, 11/25/40 EFMT 2025-RTL1 26846FAA7 - 3,108,000 $3,074,225 $3,074,225 0.05 $3,066,562
FNMA 30yr Pool#BX6124 6.500% 01-Jan-2053, 6.50%, 01/01/53 FN 3140NAYW7 - 2,900,686 $2,967,346 $2,967,346 0.05 $2,942,455
GWT Commercial Mortgage Trust 2024-WLF2 A 5.508% 15-MAY-2041, 5.51%, 05/15/41 GWT 2024-WLF2 362414AA2 - 2,900,000 $2,913,906 $2,913,906 0.05 $2,901,926
OBX 2026 HE1 FLTG 2056 A1B, 5.19%, 02/25/56 OBX 2026-HE1 67124BAB1 - 2,909,789 $2,913,616 $2,913,616 0.05 $2,906,484
FHLMC 30yr Pool#QH5204 6.500% 01-Nov-2053, 6.50%, 11/01/53 FR 3133CHX91 - 2,821,853 $2,881,132 $2,881,132 0.05 $2,856,458
REDAPTIVE INC AB 5.48%34, 5.48%, 07/25/34 RDAP 2026-EQ1A 75720LAA2 - 2,851,870 $2,846,064 $2,846,064 0.05 $2,838,684
COOPR Residential Mortgage Trust 2026-CES1 A2 5.158% 25-FEB-2061, 5.16%, 02/25/61 COOPR 2026-CES1 21689GAD0 - 2,949,000 $2,842,978 $2,842,978 0.05 $2,825,655
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 $2,762,342 $2,762,342 0.04 $2,751,822
RCKT MORTGAGE TRUST 2025-CE 5.16% 34, 5.16%, 07/25/34 RCKTL 2025-1A 74939RAC5 - 2,750,000 $2,740,374 $2,740,374 0.04 $2,733,673
OBX TRUST 2026-HE1 FLTG 2056 M1, 5.34%, 02/25/56 OBX 2026-HE1 67124BAD7 - 2,707,000 $2,715,494 $2,715,494 0.04 $2,708,667
Chase Mortgage Reference Notes, Series 2021-CL1 M1 4.89029% 25-FEB-2050, 4.89%, 02/25/50 CHASE 2021-CL1 46591HBX7 - 2,683,875 $2,634,809 $2,634,809 0.04 $2,628,671
Flagship Credit Auto Trust 2023-1 C 5.43% 15-MAY-2029, 5.43%, 05/15/29 FCAT 2023-1 337955AJ7 - 2,556,126 $2,568,354 $2,568,354 0.04 $2,557,944
Vista Point Securitization Trust 2026-CES1 A2 5.226% 25-FEB-2056, 5.23%, 02/25/56 VSTA 2026-CES1 92790EAB6 - 2,600,000 $2,497,533 $2,497,533 0.04 $2,491,117
BAYVIEW OPPORTUNITY MAS MB FLTG 56, 5.94%, 05/25/56 BVCES 2026-2 07338CAC5 - 2,450,000 $2,416,670 $2,416,670 0.04 $2,400,102
PRPM 2026-RCF1 A2 5.206% 25-JAN-2056, 5.21%, 01/25/56 PRPM 2026-RCF1 69383VAB9 - 2,500,000 $2,412,983 $2,412,983 0.04 $2,398,160
PRPM 2026-RCF1 A3 5.305% 25-JAN-2056, 5.30%, 01/25/56 PRPM 2026-RCF1 69383VAF0 - 2,500,000 $2,409,863 $2,409,863 0.04 $2,394,758
FHLMC 30yr Pool#QG2539 6.500% 01-May-2053, 6.50%, 05/01/53 FR 3133C2ZC5 - 2,360,623 $2,401,617 $2,401,617 0.04 $2,381,684
RCKT Mortgage Trust 2026-CES1 A3 5.224% 25-JAN-2056, 5.22%, 01/25/56 RCKT 2026-CES1 74939BAD8 - 2,425,000 $2,327,116 $2,327,116 0.04 $2,312,688
FNMA 30yr Pool#BY8533 6.500% 01-Aug-2053, 6.50%, 08/01/53 FN 3140NRPT7 - 2,281,173 $2,324,956 $2,324,956 0.04 $2,305,201
PRPM 2025-RCF3 LLC 5.25% 55, 5.25%, 07/25/55 PRPM 2025-RCF3 69392PAB1 - 2,380,125 $2,322,426 $2,322,426 0.04 $2,308,195
FNMA 30yr Pool#DC1302 5.000% 01-Aug-2054, 5.00%, 08/01/54 FN 3140ANNU9 - 2,390,332 $2,245,088 $2,245,088 0.04 $2,227,803
FHLMC 30yr Pool#SD3523 3.000% 01-Jun-2052, 3.00%, 06/01/52 FR 3132DQ4G8 - 2,608,718 $2,191,906 $2,191,906 0.03 $2,154,407
EFMT 2026-CES1 A1B 5.116% 25-DEC-2060, 5.12%, 12/25/60 EFMT 2026-CES1 26846MAB0 - 2,190,409 $2,166,549 $2,166,549 0.03 $2,153,787
OBX 2022-NQM7 Trust MB FLTG 66, 5.42%, 04/25/56 OBX 2026-CES1 67124LAB9 - 2,196,567 $2,160,358 $2,160,358 0.03 $2,146,789
FIGRE Trust 2024-HE4 B 5.252% 25-SEP-2054, 5.25%, 09/25/54 FIGRE 2024-HE4 31684UAB7 - 2,188,494 $2,160,020 $2,160,020 0.03 $2,154,592
Ginnie Mae REMIC Trust 2017-163 LO 0.0% 16-MAY-2041, 0.00%, 05/16/41 GNR 2017-163 38380KNA9 - 2,942,880 $2,157,876 $2,157,876 0.03 $2,157,876
PRPM 2024-RCF2 A1 3.75% 25-MAR-2054, 3.75%, 03/25/54 PRPM 2024-RCF2 693987AA7 - 2,000,162 $1,931,177 $1,931,177 0.03 $1,927,635
FNMA 30yr Pool#BY0338 6.500% 01-May-2053, 6.50%, 05/01/53 FN 3140NGLU2 - 1,883,868 $1,922,487 $1,922,487 0.03 $1,905,935
Connecticut Avenue Securities Trust 2024-R06 1M2 5.29029% 25-SEP-2044, 5.29%, 09/25/44 CAS 2024-R06 20755RAC9 - 1,861,403 $1,867,184 $1,867,184 0.03 $1,862,534
FNMA 30yr Pool#DA3549 6.500% 01-Oct-2053, 6.50%, 10/01/53 FN 3140A35K5 - 1,574,783 $1,840,211 $1,840,211 0.03 $1,594,095
FNMA 30yr Pool#FS1640 4.000% 01-Apr-2052, 4.00%, 04/01/52 FN 3140XGZE2 - 1,990,691 $1,803,285 $1,803,285 0.03 $1,769,296
Chase Mortgage Reference Notes, Series 2020-CL1 M2 6.51546% 25-OCT-2057, 6.52%, 10/25/57 CHASE 2020-CL1 46591HAH3 - 1,731,369 $1,782,576 $1,782,576 0.03 $1,777,249
Chase Mortgage Reference Notes, Series 2021-CL1 M3 5.24029% 25-FEB-2050, 5.24%, 02/25/50 CHASE 2021-CL1 46591HBZ2 - 1,750,334 $1,706,521 $1,706,521 0.03 $1,702,189
RCKT MORTGAGE TR 2026-CES2 M1A, 5.36%, 02/25/56 RCKT 2026-CES2 74940EAE7 - 1,723,000 $1,659,649 $1,659,649 0.03 $1,649,141
PRPM 2025-RCF3 LLC 5.25% 55, 5.25%, 07/25/55 PRPM 2025-RCF3 69392PAC9 - 1,700,000 $1,649,156 $1,649,156 0.03 $1,638,991
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 $1,623,038 $1,623,038 0.03 $1,619,228
Ally Bank Auto Credit-Linked Notes, Series 2024-A C 6.022% 15-MAY-2032, 6.02%, 05/17/32 ABCLN 2024-A 02007GZ63 - 1,602,343 $1,617,203 $1,617,203 0.03 $1,609,966
Chase Mortgage Reference Notes, Series 2021-CL1 M2 5.04029% 25-FEB-2050, 5.04%, 02/25/50 CHASE 2021-CL1 46591HBY5 - 1,576,777 $1,538,252 $1,538,252 0.02 $1,534,499
Foundation Finance Trust 2023-2 A 6.53% 15-JUN-2049, 6.53%, 06/15/49 FFIN 2023-2A 35042RAA4 - 1,478,367 $1,506,593 $1,506,593 0.02 $1,499,352
FNMA 30yr Pool#DA0036 6.500% 01-Sep-2053, 6.50%, 09/01/53 FN 3140A0BE8 - 1,087,999 $1,353,449 $1,353,449 0.02 $1,099,459
Santander Bank Auto Credit-Linked Notes, Series 2024-A B 5.622% 15-JUN-2032, 5.62%, 06/15/32 SBCLN 2024-A 80290CCJ1 - 1,318,416 $1,326,528 $1,326,528 0.02 $1,320,969
FHLMC 30yr Pool#QG4340 6.500% 01-Jun-2053, 6.50%, 06/01/53 FR 3133C4ZD9 - 1,285,991 $1,308,313 $1,308,313 0.02 $1,297,465
FNMA 30yr Pool#BY0327 6.500% 01-May-2053, 6.50%, 05/01/53 FN 3140NGLH1 - 1,220,030 $1,244,858 $1,244,858 0.02 $1,234,329
Rithm Capital Corp. 8.0% 15-JUL-2030, 8.00%, 07/15/30 RITM 64828TAC6 - 1,227,000 $1,205,340 $1,205,340 0.02 $1,181,618
Connecticut Avenue Securities Trust 2023-R02 1B2 11.59029% 25-JAN-2043, 11.59%, 01/25/43 CAS 2023-R02 20755AAE2 - 1,090,000 $1,189,059 $1,189,059 0.02 $1,183,093
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 $1,176,348 $1,176,348 0.02 $1,172,596
EFMT 2026-CES1 M1 5.616% 25-DEC-2060, 5.62%, 12/25/60 EFMT 2026-CES1 26846MAF1 - 1,166,000 $1,138,808 $1,138,808 0.02 $1,131,350
FNMA 30yr Pool#DB3056 5.500% 01-May-2054, 5.50%, 05/01/54 FN 3140ACME0 - 1,162,424 $1,137,203 $1,137,203 0.02 $1,128,343
FIGRE TRUST 2025-HE5 FLTG 2055 B, 5.49%, 08/25/55 FIGRE 2025-HE5 31684MAB5 - 1,130,907 $1,117,354 $1,117,354 0.02 $1,110,290
FHF Trust 2024-1 (First Help Financial) A2 5.69% 15-FEB-2030, 5.69%, 02/15/30 FHF 2024-1A 31568AAB2 - 1,098,567 $1,104,774 $1,104,774 0.02 $1,100,085
FNMA 40yr Pool#BF0167 3.000% 01-Feb-2057, 3.00%, 02/01/57 FN 3140FXFH0 - 1,317,919 $1,085,090 $1,085,090 0.02 $1,072,938
Santander Bank Auto Credit-Linked Notes, Series 2023-B B 5.64% 15-DEC-2033, 5.64%, 12/15/33 SBCLN 2023-B 80290CCB8 - 1,023,143 $1,029,424 $1,029,424 0.02 $1,025,096
FNMA 30yr Pool#BJ9181 5.000% 01-May-2048, 5.00%, 05/01/48 FN 3140HBFX1 - 968,595 $988,316 $988,316 0.02 $924,839
FHLMC 30yr Pool#QG3885 6.500% 01-Jun-2053, 6.50%, 06/01/53 FR 3133C4J62 - 959,059 $975,664 $975,664 0.02 $967,616
RCKT Mortgage Trust 2025-CES10 A1B 4.995% 25-OCT-2055, 5.00%, 11/25/55 RCKT 2025-CES10 74939LAB0 - 980,341 $968,738 $968,738 0.02 $963,161
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 $940,900 $940,900 0.01 $935,219
Ally Bank Auto Credit-Linked Notes, Series 2024-A D 6.315% 15-MAY-2032, 6.31%, 05/17/32 ABCLN 2024-A 02007GZ71 - 915,624 $923,820 $923,820 0.01 $919,484
FREMF 2019-KF70 Mortgage Trust C 9.75966% 25-SEP-2029, 9.76%, 09/25/29 FREMF 2019-KF70 30298UAJ0 - 890,414 $892,499 $892,499 0.01 $888,395
FNMA 30yr Pool#BY0361 6.500% 01-Jun-2053, 6.50%, 06/01/53 FN 3140NGMK3 - 813,200 $829,629 $829,629 0.01 $822,728
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 $800,517 $800,517 0.01 $797,556
ACHV ABS Trust 2024-1PL B 6.34% 25-APR-2031, 6.34%, 04/25/31 ACHV 2024-1PL 00092BAB0 - 789,030 $792,584 $792,584 0.01 $790,222
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 $790,227 $790,227 0.01 $788,298
RCKT Mortgage Trust 2025-CES10 M1 5.662% 25-OCT-2055, 5.66%, 11/25/55 RCKT 2025-CES10 74939LAE4 - 763,000 $749,007 $749,007 0.01 $744,087
FNMA 30yr Pool#CC0990 5.000% 01-Sep-2055, 5.00%, 09/01/55 FN 3140Y7C48 - 759,700 $718,675 $718,675 0.01 $712,969
FHLMC 30yr Pool#ZT1926 3.000% 01-Nov-2043, 3.00%, 11/01/43 FR 3132AED78 - 715,023 $629,237 $629,237 0.01 $622,960
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 $618,044 $618,044 0.01 $615,995
FNMA 30yr Pool#CB6864 5.000% 01-Aug-2053, 5.00%, 08/01/53 FN 3140QSTW1 - 620,285 $588,005 $588,005 0.01 $582,702
FHLMC 30yr Pool#QG2540 6.500% 01-May-2053, 6.50%, 05/01/53 FR 3133C2ZD3 - 538,058 $548,399 $548,399 0.01 $543,619
U.S. Auto Funding 2021-1 C 2.2% 15-MAY-2026, 2.20%, 05/15/27 USAUT 2021-1A 90355EAC5 - 796,939 $533,513 $533,513 0.01 $532,198
ACHM Trust 2024-HE1 B 7.26% 25-MAY-2039, 7.26%, 05/25/39 ACHM 2024-HE1 00449TAB1 - 521,946 $531,092 $531,092 0.01 $529,302
FNMA 30yr Pool#AL6842 4.000% 01-May-2045, 4.00%, 05/01/45 FN 3138EPS88 - 556,578 $516,814 $516,814 0.01 $509,494
Sequoia Mortgage Trust 2013-5 A1 2.5% 25-MAY-2043, 2.50%, 05/25/43 SEMT 2013-5 81745AAA5 - 585,193 $500,717 $500,717 0.01 $499,051
FHLMC 15yr Pool#SB0116 2.500% 01-Nov-2034, 2.50%, 11/01/34 FR 3132CWDV3 - 428,219 $402,396 $402,396 0.01 $395,655
ACHV ABS Trust 2024-1PL C 6.42% 25-APR-2031, 6.42%, 04/25/31 ACHV 2024-1PL 00092BAC8 - 398,870 $400,566 $400,566 0.01 $399,357
FHF Issuer Trust 2023-2 (First Help Financial) A2 6.79% 15-OCT-2029, 6.79%, 10/15/29 FHF 2023-2A 30333LAB4 - 396,798 $400,051 $400,051 0.01 $398,030
FHLMC 30yr Pool#QA8274 3.500% 01-Mar-2050, 3.50%, 03/01/50 FR 3133A3FP8 - 379,653 $327,418 $327,418 0.01 $325,107
FNMA 30yr Pool#CA4646 3.000% 01-Feb-2048, 3.00%, 02/01/48 FN 3140QCEU6 - 365,962 $325,311 $325,311 0.01 $314,894
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 $311,787 $311,787 0.00 $311,005
Hotwire Funding, Series 2021-1 B_2021_1 2.658% 20-NOV-2051, 2.66%, 11/20/51 HWIRE 2021-1 44148JAB5 - 300,000 $300,332 $300,332 0.00 $299,844
FNMA 30yr Pool#AR9225 3.000% 01-Mar-2043, 3.00%, 03/01/43 FN 3138W7HB3 - 296,323 $260,376 $260,376 0.00 $255,836
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 $248,770 $248,770 0.00 $248,103
FNMA 30yr Pool#AS8649 3.000% 01-Jan-2047, 3.00%, 01/01/47 FN 3138WJTF5 - 283,114 $244,157 $244,157 0.00 $240,358
Fannie Mae REMIC Trust 2012-126 SY 0.24233% 25-NOV-2042, 0.20%, 11/25/42 FNR 2012-126 3136A9ZR2 - 473,554 $232,892 $232,892 0.00 $232,848
FHLMC 30yr Pool#ZN4240 4.500% 01-Dec-2048, 4.50%, 12/01/48 FR 3131YAV98 - 240,717 $224,576 $224,576 0.00 $222,723
FHLMC 30yr Pool#QA1615 3.500% 01-Aug-2049, 3.50%, 08/01/49 FR 31334XYL7 - 228,984 $199,407 $199,407 0.00 $197,966
FNMA 30yr Pool#MA1327 3.000% 01-Jan-2043, 3.00%, 01/01/43 FN 31418APM4 - 217,484 $191,382 $191,382 0.00 $189,482
Fannie Mae REMIC Trust 2017-9 VL 3.0% 25-JUL-2028, 3.00%, 07/25/28 FNR 2017-9 3136AVYH6 - 163,393 $173,955 $173,955 0.00 $162,528
FHLMC 15yr Pool#SB0040 2.500% 01-Dec-2033, 2.50%, 12/01/33 FR 3132CWBH6 - 177,510 $173,768 $173,768 0.00 $168,294
FNMA 30yr Pool#BO2983 3.000% 01-Sep-2049, 3.00%, 09/01/49 FN 3140JXJ58 - 177,178 $157,794 $157,794 0.00 $149,829
FNMA 30yr Pool#AB6280 3.000% 01-Sep-2042, 3.00%, 09/01/42 FN 31417C6S9 - 167,381 $147,450 $147,450 0.00 $145,830
FNMA 30yr Pool#AB7563 3.000% 01-Jan-2043, 3.00%, 01/01/43 FN 31417EMM0 - 151,378 $134,078 $134,078 0.00 $132,680
FNMA 30yr Pool#MA1229 3.000% 01-Oct-2042, 3.00%, 10/01/42 FN 31418ALK2 - 132,824 $117,656 $117,656 0.00 $116,427
GNMA II 30yr Pool#BF6874 4.500% 20-Jul-2048, 4.50%, 07/20/48 G2 3617GDT77 - 123,126 $114,278 $114,278 0.00 $113,313
FNMA 20yr Pool#AB9283 3.000% 01-Apr-2038, 3.00%, 04/01/38 FN 31417GJ56 - 118,414 $108,707 $108,707 0.00 $107,048
FHLMC 30yr Pool#QH7013 6.500% 01-Dec-2053, 6.50%, 12/01/53 FR 3133CKYJ1 - 101,221 $106,283 $106,283 0.00 $102,088
Blue Bridge Funding 2023-1 A 7.37% 15-NOV-2030, 7.37%, 11/15/30 BBEF 2023-1A 09531MAA8 - 104,884 $105,483 $105,483 0.00 $104,903
GNMA II 30yr Pool#BK5879 4.500% 20-Nov-2048, 4.50%, 11/20/48 G2 3617J6Q80 - 109,013 $101,170 $101,170 0.00 $100,387
FNMA 30yr Pool#BM3282 3.500% 01-Dec-2047, 3.50%, 12/01/47 FN 3140J7UG8 - 103,087 $92,194 $92,194 0.00 $90,669
FNMA 30yr Pool#CA0108 3.500% 01-Aug-2047, 3.50%, 08/01/47 FN 3140Q7DN4 - 95,493 $85,254 $85,254 0.00 $83,989
Fannie Mae REMIC Trust 2013-130 FN 4.15477% 25-OCT-2042, 4.15%, 10/25/42 FNR 2013-130 3136AHG53 - 77,136 $76,583 $76,583 0.00 $76,432
FHLMC 30yr Pool#ZM7926 5.000% 01-Sep-2048, 5.00%, 09/01/48 FR 3131Y2YX0 - 75,572 $72,757 $72,757 0.00 $72,154
FHLMC 30yr Pool#QA2159 3.000% 01-Aug-2049, 3.00%, 08/01/49 FR 31334YMG9 - 73,461 $60,696 $60,696 0.00 $60,237
FNMA 30yr Pool#MA1447 3.000% 01-May-2043, 3.00%, 05/01/43 FN 31418ATD0 - 68,812 $60,214 $60,214 0.00 $59,410
FNMA 30yr Pool#AS8547 3.000% 01-Nov-2046, 3.00%, 11/01/46 FN 3138WJP93 - 69,196 $58,885 $58,885 0.00 $58,437
Sequoia Mortgage Trust 2019-CH3 A19 4.0% 25-OCT-2049, 4.00%, 09/25/49 SEMT 2019-CH3 81748GBN0 - 53,279 $47,620 $47,620 0.00 $47,377
Fannie Mae REMIC Trust 2006-20 GF 4.10767% 25-APR-2036, 4.15%, 04/25/36 FNR 2006-20 31395BU43 - 46,397 $45,953 $45,953 0.00 $45,862
FHLMC 15yr Pool#ZK8962 3.000% 01-Sep-2032, 3.00%, 09/01/32 FR 3131XC5X1 - 43,682 $42,492 $42,492 0.00 $41,498
Fannie Mae REMIC Trust 2010-109 BS 13.63989% 25-OCT-2040, 12.61%, 10/25/40 FNR 2010-109 31398NTM6 - 41,248 $38,377 $38,377 0.00 $37,736
Freddie Mac Multiclass Certificates, Series 3380 FM 4.34098% 15-OCT-2037, 4.35%, 10/15/37 FHR 3380 31397KTJ0 - 37,934 $37,780 $37,780 0.00 $37,656
FNMA 15yr Pool#BO5957 3.000% 01-Dec-2034, 3.00%, 12/01/34 FN 3140K1TP1 - 38,894 $36,959 $36,959 0.00 $36,351
FHLMC 15yr Pool#ZS7403 3.000% 01-May-2031, 3.00%, 05/01/31 FR 3132A8GL7 - 35,872 $36,061 $36,061 0.00 $34,704
Freddie Mac Multiclass Certificates, Series 3721 FB 4.25098% 15-SEP-2040, 4.26%, 09/15/40 FHR 3721 3137GAD20 - 35,996 $35,882 $35,882 0.00 $35,767
Ginnie Mae REMIC Trust 2008-013 FB 4.26693% 20-FEB-2038, 4.51%, 02/20/38 GNR 2008-13 38375PNL1 - 35,093 $34,774 $34,774 0.00 $34,682
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 $30,413 $30,413 0.00 $29,857
Ginnie Mae REMIC Trust 2007-040 FG 4.08693% 20-JUL-2037, 4.33%, 07/20/37 GNR 2007-40 38375KZS4 - 26,694 $26,333 $26,333 0.00 $26,266
FHLMC 15yr Pool#ZK9163 3.000% 01-Jan-2033, 3.00%, 01/01/33 FR 3131XDFC4 - 25,814 $24,975 $24,975 0.00 $24,488
Ginnie Mae REMIC Trust 2004-069 CF 4.16693% 20-JUL-2034, 4.41%, 07/20/34 GNR 2004-69 38374JAT3 - 21,813 $21,748 $21,748 0.00 $21,690
Fannie Mae REMIC Trust 2013-2 QF 4.25767% 25-FEB-2043, 4.30%, 02/25/43 FNR 2013-2 3136AB4P5 - 21,109 $20,922 $20,922 0.00 $20,879
Ginnie Mae REMIC Trust 2007-059 FA 4.26693% 20-OCT-2037, 4.51%, 10/20/37 GNR 2007-59 38375LPU8 - 20,998 $20,827 $20,827 0.00 $20,769
FNMA 15yr Pool#BO7717 3.000% 01-Nov-2034, 3.00%, 11/01/34 FN 3140K3SF0 - 21,416 $20,527 $20,527 0.00 $20,157
FHLMC 30yr Pool#ZN2165 4.500% 01-Dec-2048, 4.50%, 12/01/48 FR 3131Y8MN2 - 21,091 $19,708 $19,708 0.00 $19,545
Ginnie Mae REMIC Trust 2008-016 FC 4.26693% 20-FEB-2038, 4.51%, 02/20/38 GNR 2008-16 383742FU2 - 16,928 $16,783 $16,783 0.00 $16,736
Ginnie Mae REMIC Trust 2010-133 FD 4.40599% 16-OCT-2040, 4.41%, 10/16/40 GNR 2010-133 38377MHV1 - 16,479 $16,502 $16,502 0.00 $16,450
Ginnie Mae REMIC Trust 2007-037 FW 4.07693% 20-JUN-2037, 4.32%, 06/20/37 GNR 2007-37 38375KNR9 - 16,469 $16,219 $16,219 0.00 $16,176
Ginnie Mae REMIC Trust 2005-065 FA 3.91693% 20-AUG-2035, 4.16%, 08/20/35 GNR 2005-65 38374LL25 - 16,261 $16,002 $16,002 0.00 $15,961
Ginnie Mae REMIC Trust 2004-059 FP 4.27599% 16-AUG-2034, 4.28%, 08/16/34 GNR 2004-59 38374HYS3 - 15,200 $15,128 $15,128 0.00 $15,081
Freddie Mac Multiclass Certificates, Series 2426 FL 4.40098% 15-MAR-2032, 4.41%, 03/15/32 FHR 2426 31339W7G5 - 13,299 $13,360 $13,360 0.00 $13,316
Ginnie Mae REMIC Trust 2005-048 AF 3.96693% 20-JUN-2035, 4.21%, 06/20/35 GNR 2005-48 38374LHM6 - 13,325 $13,190 $13,190 0.00 $13,156
Fannie Mae REMIC Trust 2002-53 FK 4.15767% 25-APR-2032, 4.20%, 04/25/32 FNR 2002-53 31392EHN3 - 12,854 $12,848 $12,848 0.00 $12,822
Fannie Mae REMIC Trust 2005-83 KT 4.05767% 25-OCT-2035, 4.10%, 10/25/35 FNR 2005-83 31394FUL7 - 11,478 $11,383 $11,383 0.00 $11,360
Fannie Mae REMIC Trust 2007-89 GF 4.27767% 25-SEP-2037, 4.32%, 09/25/37 FNR 2007-89 31396XPM0 - 10,462 $10,457 $10,457 0.00 $10,436
Freddie Mac Multiclass Certificates, Series 2551 FD 4.15098% 15-JAN-2033, 4.16%, 01/15/33 FHR 2551 31393JAZ1 - 9,636 $9,624 $9,624 0.00 $9,594
Ginnie Mae REMIC Trust 2012-075 FP 4.06693% 20-JUL-2041, 4.31%, 07/20/41 GNR 2012-75 38378EZ55 - 9,178 $9,226 $9,226 0.00 $9,202
Ginnie Mae REMIC Trust 2007-061 FA 4.26693% 20-OCT-2037, 4.51%, 10/20/37 GNR 2007-61 38375LLN8 - 8,522 $8,454 $8,454 0.00 $8,430
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 4.18767% 25-NOV-2040, 4.23%, 11/25/40 FNR 2010-123 31398N2W3 - 7,342 $7,323 $7,323 0.00 $7,308
Freddie Mac Multiclass Certificates, Series 2410, excluding Group 6 FX 4.11298% 15-FEB-2032, 4.11%, 02/15/32 FHR 2410 31339NJN7 - 7,239 $7,250 $7,250 0.00 $7,227
FNMA 30yr Pool#AS7492 4.000% 01-Jul-2046, 4.00%, 07/01/46 FN 3138WHKE1 - - $6,887 $6,887 0.00 $0
FNMA 15yr Pool#AS8207 2.500% 01-Oct-2031, 2.50%, 10/01/31 FN 3138WJDM7 - 6,965 $6,865 $6,865 0.00 $6,614
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 4.15767% 25-SEP-2042, 4.20%, 09/25/42 FNR 2012-100 3136A8QW3 - 6,703 $6,620 $6,620 0.00 $6,606
Freddie Mac Multiclass Certificates, Series 3028 FM 4.00098% 15-SEP-2035, 4.01%, 09/15/35 FHR 3028 31396AFB5 - 6,236 $6,226 $6,226 0.00 $6,208
FNMA 15yr Pool#AS7643 2.500% 01-Aug-2031, 2.50%, 08/01/31 FN 3138WHP55 - 6,336 $6,210 $6,210 0.00 $6,022
Fannie Mae REMIC Trust 2003-87 FG 4.25767% 25-SEP-2033, 4.30%, 09/25/33 FNR 2003-87 31393E4W6 - 6,159 $6,166 $6,166 0.00 $6,153
Ginnie Mae REMIC Trust 2007-018 FD 4.06693% 20-APR-2037, 4.31%, 04/20/37 GNR 2007-18 38375JC86 - 6,195 $6,093 $6,093 0.00 $6,077
FNMA 15yr Pool#BM1036 2.500% 01-Feb-2032, 2.50%, 02/01/32 FN 3140J5EJ4 - 6,201 $6,076 $6,076 0.00 $5,885
Ginnie Mae REMIC Trust 2010-006 FG 4.57599% 16-JAN-2040, 4.58%, 01/16/40 GNR 2010-6 38376TSC7 - 5,803 $5,774 $5,774 0.00 $5,754
FHLMC 15yr Pool#ZK8405 2.500% 01-Dec-2031, 2.50%, 01/22/31 FR 3131XCKS5 - 5,457 $5,311 $5,311 0.00 $5,172
Fannie Mae REMIC Trust 2002-16 VF 4.30767% 25-APR-2032, 4.35%, 04/25/32 FNR 2002-16 31392CWW0 - 5,202 $5,223 $5,223 0.00 $5,212
Fannie Mae REMIC Trust 2010-95 FB 4.15767% 25-SEP-2040, 4.20%, 09/25/40 FNR 2010-95 31398NEX8 - 4,560 $4,556 $4,556 0.00 $4,546
FNMA 30yr Pool#AZ0869 4.000% 01-Jul-2045, 4.00%, 07/01/45 FN 3138YR6F0 - - $3,177 $3,177 0.00 $0
Freddie Mac Multiclass Certificates, Series 3738 FD 4.05098% 15-AUG-2040, 4.06%, 08/15/40 FHR 3738 3137GAYQ4 - 1,407 $1,411 $1,411 0.00 $1,407
FHLMC 30yr Pool#ZN0650 3.000% 01-Mar-2043, 3.00%, 03/01/43 FR 3131Y6WK1 - 1,009 $878 $878 0.00 $871
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 4.25098% 15-JUL-2032, 4.26%, 07/15/32 FHR 2469 31392RC58 - 489.00 $490 $490 0.00 $489
Ginnie Mae REMIC Trust 2010-125 VF 4.11693% 20-JUN-2040, 4.36%, 06/20/40 GNR 2010-125 38377JYJ6 - 275.00 $275 $275 0.00 $275
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 4.37599% 16-AUG-2029, 4.38%, 08/16/29 GNR 1999-27 3837H2WA3 - 104.00 $104 $104 0.00 $104
US ULTRA BOND CBT Dec26 DEC 26 WNZ6 FUTURES_USD - -669.00 $-69,743,250 $0 0.00 $0
US 10yr Ultra Fut Dec26 DEC 26 UXYZ6 FUTURES_USD - -1,891 $-199,411,859 $0 0.00 $0
US 10YR NOTE (CBT)Dec26 DEC 26 TYZ6 FUTURES_USD - -3,813 $-398,815,969 $0 0.00 $0
US 2YR NOTE (CBT) Dec26 DEC 26 TUZ6 FUTURES_USD - 881.00 $179,434,923 $0 0.00 $0
US 5YR NOTE (CBT) Dec26 DEC 26 FVZ6 FUTURES_USD - 1,626 $168,443,438 $0 0.00 $0
UMBS TBA 30yr 5% November Delivery, 5.00%, 11/12/26 FNCL 01F0506B7 - -380,266,227 $-352,928,888 $-352,928,888 -5.61 $-352,928,888
UMBS TBA 30yr 4.5% November Delivery, 4.50%, 11/12/26 FNCL 01F0426B4 - -532,090,096 $-478,784,778 $-478,784,778 -7.60 $-478,784,778
UMBS TBA 30yr 5.5% November Delivery, 5.50%, 11/12/26 FNCL 01F0526B3 - -1,145,750,370 $-1,095,715,451 $-1,095,715,451 -17.40 $-1,095,715,451
SEGREGATED CASH SEGCASH $0.00 124,370,747 $124,370,747 $124,370,747 1.98 $124,370,747
ALMSUM ALMSUM $0.00 - $0 $0 0.00 $0
US DOLLARS USD MD_142224 - -1,980,023,424 $-1,980,023,424 $-1,980,023,424 -31.45 $-1,980,023,424
3 MONTH SOFR FUT Sep27 SEP 27 SFRU7 FUTURES_USD - 1,367 $325,533,962 $0 0.00 $0
Janus Henderson publishes this listing of identities and quantities of each position held by the fund on each business day, before commencement of trading. Securities are reported at market value.
The portfolio data and its presentation here is based on the investment book of record and may differ from the accounting book of record and complete schedules of investments in regulatory filings due to differing accounting and reporting standards.

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