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For Individual Investors in the US

Mortgage-Backed Securities ETF Holdings

Full Portfolio Holdings

(As of September 18, 2026)

Ticker Cusip Underlying Security Strike Price Quantity (Shares/ Par/ Units/ Contracts) Notional Value Market Value Weight % Current Market Value
UMBS TBA 30yr 2.5% October Delivery, 2.50%, 10/13/26 FNCL 01F0226A8 - 1,393,917,386 $1,113,285,574 $1,113,285,574 17.06 $1,113,285,574
GNMA II TBA 30yr 2.5% October Delivery, 2.50%, 10/20/26 G2SF 21H0226A4 - 710,603,414 $582,435,429 $582,435,429 8.93 $582,435,429
UMBS TBA 30yr 4% October Delivery, 4.00%, 10/13/26 FNCL 01F0406A0 - 377,722,000 $337,628,321 $337,628,321 5.18 $337,628,321
FNMA 30yr Pool#FA5633 4.500% 01-Sep-2053, 4.50%, 09/01/53 FN 3140W6HK1 - 314,408,679 $301,347,548 $301,347,548 4.63 $296,345,971
UMBS TBA 30yr 3% October Delivery, 3.00%, 10/13/26 FNCL 01F0306A1 - 348,803,862 $291,350,285 $291,350,285 4.47 $291,350,285
UMBS TBA 30yr 2% October Delivery, 2.00%, 10/13/26 FNCL 01F0206A2 - 360,986,255 $275,450,923 $275,450,923 4.23 $275,450,923
UMBS TBA 30yr 6% October Delivery, 6.00%, 10/13/26 FNCL 01F0606A8 - 232,421,092 $231,476,998 $231,476,998 3.56 $231,476,998
Fannie Mae Pool|5.5|05/01/2055, 5.50%, 05/01/55 FN 3140W2ER8 - 198,413,556 $195,256,865 $195,256,865 3.00 $194,923,420
GNMA II TBA 30yr 5% October Delivery, 5.00%, 10/20/26 G2SF 21H0506A5 - 198,508,194 $188,225,073 $188,225,073 2.89 $188,225,073
UMBS TBA 30yr 6.5% October Delivery, 6.50%, 10/13/26 FNCL 01F0626A4 - 174,168,000 $177,395,333 $177,395,333 2.73 $177,395,333
FNMA 30yr Pool#FA6706 6.000% 01-Jun-2056, 6.00%, 06/01/56 FN 3140W7NY2 - 166,545,168 $172,830,280 $172,830,280 2.66 $166,963,132
GNMA II TBA 30yr 5.5% October Delivery, 5.50%, 10/20/26 G2SF 21H0526A1 - 164,697,000 $160,310,625 $160,310,625 2.47 $160,310,625
GNMA II TBA 30yr 3% October Delivery, 3.00%, 10/20/26 G2SF 21H0306A7 - 182,289,962 $155,351,151 $155,351,151 2.39 $155,351,151
UMBS TBA 30yr 3.5% October Delivery, 3.50%, 10/13/26 FNCL 01F0326A7 - 178,743,000 $155,341,788 $155,341,788 2.38 $155,341,788
FHLMC 30yr Pool#RJ6896 5.500% 01-Jun-2056, 5.50%, 06/01/56 FR 3142GXUW5 - 153,652,544 $151,331,364 $151,331,364 2.32 $150,861,870
FNMA 30yr Pool#FA5682 5.500% 01-May-2056, 5.50%, 05/01/56 FN 3140W6J45 - 131,746,868 $131,420,816 $131,420,816 2.01 $129,354,050
FNMA 30yr Pool#FA5419 4.500% 01-Aug-2053, 4.50%, 08/01/53 FN 3140W6AV4 - 138,634,676 $130,712,475 $130,712,475 2.00 $128,932,657
FNMA 30yr Pool#CB9787 5.000% 01-Jan-2055, 5.00%, 01/01/55 FN 3140QV2V5 - 126,364,578 $122,332,680 $122,332,680 1.87 $120,318,051
FHLMC 30yr Pool#SL6335 6.000% 01-Aug-2056, 6.00%, 08/01/56 FR 31427UBD4 - 116,413,983 $119,042,499 $119,042,499 1.82 $116,645,131
GNMA II TBA 30yr 3.5% October Delivery, 3.50%, 10/20/26 G2SF 21H0326A3 - 132,283,377 $113,188,933 $113,188,933 1.73 $113,188,933
FHLMC 30yr Pool#SL6334 6.000% 01-Jun-2056, 6.00%, 06/01/56 FR 31427UBC6 - 103,234,422 $105,821,093 $105,821,093 1.62 $103,493,501
GNMA II TBA 30yr 4.5% October Delivery, 4.50%, 10/20/26 G2SF 21H0426A2 - 114,736,488 $105,089,903 $105,089,903 1.61 $105,089,903
FNMA 30yr Pool#FA2754 4.500% 01-Jan-2049, 4.50%, 01/01/49 FN 3140W3BY4 - 109,779,857 $104,555,226 $104,555,226 1.60 $102,334,346
FHLMC 30yr Pool#SL3899 5.000% 01-Jan-2056, 5.00%, 01/01/56 FR 31427RKM1 - 108,132,907 $104,031,297 $104,031,297 1.59 $102,951,549
GNMA II TBA 30yr 4% October Delivery, 4.00%, 10/20/26 G2SF 21H0406A6 - 103,195,688 $91,274,213 $91,274,213 1.40 $91,274,213
FNMA 30yr Pool#FA5549 5.000% 01-Mar-2056, 5.00%, 03/01/56 FN 3140W6EX6 - 92,876,315 $89,266,968 $89,266,968 1.37 $88,146,418
FNMA 30yr Pool#FA5913 5.500% 01-May-2056, 5.50%, 05/01/56 FN 3140W6SB9 - 82,568,216 $81,225,653 $81,225,653 1.24 $80,973,361
FNMA 30yr Pool#FA3025 5.500% 01-Sep-2055, 5.50%, 09/01/55 FN 3140W3LF4 - 82,009,257 $81,202,369 $81,202,369 1.24 $80,430,739
FHLMC 30yr Pool#SL5254 4.500% 01-Sep-2051, 4.50%, 09/01/51 FR 31427SZU5 - 82,949,518 $79,368,807 $79,368,807 1.22 $78,184,087
FNMA 30yr Pool#FA6705 6.000% 01-Nov-2055, 6.00%, 11/01/55 FN 3140W7NX4 - 73,748,989 $75,706,310 $75,706,310 1.16 $73,895,423
FNMA 30yr Pool#FA6336 5.500% 01-Jul-2056, 5.50%, 07/01/56 FN 3140W7BE9 - 76,750,067 $75,547,244 $75,547,244 1.16 $75,312,730
FHLMC 30yr Pool#SL5145 5.000% 01-Feb-2056, 5.00%, 02/01/56 FR 31427SWF1 - 78,747,421 $75,405,989 $75,405,989 1.16 $74,737,064
FNMA 30yr Pool#FS9005 5.500% 01-Sep-2054, 5.50%, 09/01/54 FN 3140XRAF2 - 75,362,677 $75,375,117 $75,375,117 1.15 $73,947,019
FHLMC 30yr Pool#SL2464 4.500% 01-Dec-2048, 4.50%, 12/01/48 FR 31427PW26 - 77,169,313 $72,942,994 $72,942,994 1.12 $71,935,521
FHLMC 30yr Pool#RJ4363 5.500% 01-Jun-2055, 5.50%, 06/01/55 FR 3142GUZ55 - 70,164,672 $70,250,242 $70,250,242 1.08 $69,090,514
FNMA 30yr Pool#CB9331 5.500% 01-Oct-2054, 5.50%, 10/01/54 FN 3140QVLM4 - 70,473,104 $70,031,515 $70,031,515 1.07 $69,149,295
FNMA 30yr Pool#FA3036 5.500% 01-Oct-2055, 5.50%, 10/01/55 FN 3140W3LS6 - 69,020,085 $69,035,990 $69,035,990 1.06 $67,963,450
FHLMC 30yr Pool#SD1046 4.000% 01-Jul-2052, 4.00%, 07/01/52 FR 3132DNET6 - 74,431,590 $68,754,872 $68,754,872 1.05 $67,554,109
FHLMC 30yr Pool#RJ6445 5.000% 01-Apr-2056, 5.00%, 04/01/56 FR 3142GXET0 - 68,378,088 $65,311,092 $65,311,092 1.00 $64,733,402
FNMA 30yr Pool#FA3037 5.500% 01-Oct-2055, 5.50%, 10/01/55 FN 3140W3LT4 - 65,063,799 $65,020,585 $65,020,585 1.00 $63,987,732
FHLMC 30yr Pool#SL3985 5.000% 01-Jan-2056, 5.00%, 01/01/56 FR 31427RNB2 - 65,014,278 $62,353,445 $62,353,445 0.96 $61,801,394
FNMA 30yr Pool#FA0574 5.500% 01-Jan-2055, 5.50%, 01/01/55 FN 3140W0T88 - 60,761,016 $61,258,331 $61,258,331 0.94 $59,870,178
FHLMC 30yr Pool#SL4515 5.000% 01-Apr-2056, 5.00%, 04/01/56 FR 31427SAR9 - 63,653,847 $61,024,270 $61,024,270 0.93 $60,508,194
FHLMC 30yr Pool#SL6343 5.500% 01-Jan-2056, 5.50%, 01/01/56 FR 31427UBM4 - 60,531,200 $60,362,574 $60,362,574 0.92 $59,420,574
Fannie Mae Pool|6|04/01/2056, 6.00%, 04/01/56 FN 3140W6BQ4 - 59,588,804 $60,132,806 $60,132,806 0.92 $60,023,560
FNMA 30yr Pool#FA4990 5.000% 01-Mar-2056, 5.00%, 03/01/56 FN 3140W5RL0 - 57,570,020 $55,771,523 $55,771,523 0.85 $55,004,927
FNMA 30yr Pool#FA4270 5.000% 01-Dec-2055, 5.00%, 12/01/55 FN 3140W4W86 - 56,599,260 $55,050,279 $55,050,279 0.84 $54,162,315
FHLMC 30yr Pool#RJ6942 5.500% 01-Jun-2056, 5.50%, 06/01/56 FR 3142GXWC7 - 54,534,774 $53,999,467 $53,999,467 0.83 $53,485,611
FNMA 30yr Pool#FA5046 5.000% 01-Mar-2056, 5.00%, 03/01/56 FN 3140W5TC8 - 55,639,520 $53,979,549 $53,979,549 0.83 $53,160,443
FHLMC 30yr Pool#SL1188 5.500% 01-Apr-2055, 5.50%, 04/01/55 FR 31427NKA6 - 53,471,835 $53,524,448 $53,524,448 0.82 $52,619,853
FNMA 30yr Pool#FA6720 6.000% 01-Jun-2056, 6.00%, 06/01/56 FN 3140W7PE4 - 48,414,448 $50,453,780 $50,453,780 0.77 $48,551,530
Freddie Mac Pool|6|01/01/2056, 6.00%, 01/01/56 FR 31427T3E4 - 48,130,581 $48,576,609 $48,576,609 0.74 $48,488,370
FNMA 30yr Pool#CB9654 5.000% 01-Dec-2054, 5.00%, 12/01/54 FN 3140QVWQ3 - 49,701,644 $47,929,895 $47,929,895 0.73 $47,323,428
FHLMC 30yr Pool#SL0239 5.000% 01-Jan-2055, 5.00%, 01/01/55 FR 31427MHR5 - 48,340,954 $46,480,127 $46,480,127 0.71 $46,027,847
FNMA 30yr Pool#FA2246 5.500% 01-Jul-2055, 5.50%, 07/01/55 FN 3140W2P88 - 46,103,956 $46,197,420 $46,197,420 0.71 $45,369,369
FHLMC 30yr Pool#SL6342 4.000% 01-Oct-2050, 4.00%, 10/01/50 FR 31427UBL6 - 49,432,042 $45,744,446 $45,744,446 0.70 $45,080,611
FNMA 30yr Pool#CC2018 5.500% 01-Feb-2056, 5.50%, 02/01/56 FN 3140Y8G42 - 45,394,381 $45,188,545 $45,188,545 0.69 $44,643,620
FNMA 30yr Pool#FA3128 5.500% 01-Oct-2055, 5.50%, 10/01/55 FN 3140W3PN3 - 44,569,542 $44,167,502 $44,167,502 0.68 $43,711,666
FNMA 30yr Pool#FA4155 5.000% 01-Jan-2056, 5.00%, 01/01/56 FN 3140W4TM9 - 44,070,007 $42,806,170 $42,806,170 0.66 $42,190,768
FNMA 30yr Pool#FA6740 5.500% 01-Sep-2054, 5.50%, 09/01/54 FN 3140W7P20 - 42,466,977 $42,336,610 $42,336,610 0.65 $41,687,793
FHLMC 30yr Pool#SD7343 5.500% 01-Jan-2055, 5.50%, 01/01/55 FR 3132DVEQ4 - 41,679,059 $41,426,965 $41,426,965 0.63 $40,986,273
FNMA 30yr Pool#FA4202 5.000% 01-Jan-2056, 5.00%, 01/01/56 FN 3140W4U47 - 42,354,242 $41,177,181 $41,177,181 0.63 $40,467,105
FNMA 30yr Pool#FS9779 5.500% 01-Nov-2054, 5.50%, 11/01/54 FN 3140XR2M6 - 38,678,603 $38,666,723 $38,666,723 0.59 $38,060,071
FNMA 40yr Pool#BF0646 2.500% 01-Jun-2062, 2.50%, 06/01/62 FN 3140FXWG3 - 45,265,984 $36,421,859 $36,421,859 0.56 $35,892,192
New Residential Mortgage LLC 6.545% 25-MAR-2032, 6.54%, 03/25/32 NZES 2025-FHT 64832EAA7 - 34,037,047 $34,310,393 $34,310,393 0.53 $34,149,502
FHLMC 30yr Pool#SL0860 5.500% 01-Apr-2055, 5.50%, 04/01/55 FR 31427M5W7 - 33,899,300 $33,638,653 $33,638,653 0.52 $33,262,515
FHLMC 30yr Pool#RJ2205 5.500% 01-Aug-2054, 5.50%, 08/01/54 FR 3142GSNX2 - 33,467,803 $33,169,853 $33,169,853 0.51 $32,839,123
FNMA 40yr Pool#BF0598 2.500% 01-Mar-2062, 2.50%, 03/01/62 FN 3140FXUY6 - 41,108,372 $33,113,532 $33,113,532 0.51 $32,598,730
FHLMC 30yr Pool#SL4452 5.000% 01-Mar-2056, 5.00%, 03/01/56 FR 31427R5N6 - 33,977,733 $33,038,635 $33,038,635 0.51 $32,528,850
FNMA 30yr Pool#CC2016 5.500% 01-Feb-2056, 5.50%, 02/01/56 FN 3140Y8G26 - 32,807,292 $32,818,573 $32,818,573 0.50 $32,305,042
ACACIA 2026-1 LLC AB 0% 41, 5.44%, 07/15/41 ACACIA 2026-1 00402VAA3 - 32,861,607 $32,710,659 $32,710,659 0.50 $32,680,865
FHLMC 30yr Pool#SL1632 4.000% 01-Nov-2053, 4.00%, 11/01/53 FR 31427NY60 - 34,443,460 $31,941,640 $31,941,640 0.49 $31,255,568
FHLMC 30yr Pool#SL6340 6.000% 01-Jun-2056, 6.00%, 06/01/56 FR 31427UBJ1 - 30,730,117 $31,864,341 $31,864,341 0.49 $30,817,127
FNMA 30yr Pool#FA0576 5.500% 01-Jan-2055, 5.50%, 01/01/55 FN 3140W0UA1 - 31,507,284 $31,511,226 $31,511,226 0.48 $31,008,925
FNMA 30yr Pool#FA3191 5.500% 01-Oct-2055, 5.50%, 10/01/55 FN 3140W3RM3 - 30,117,331 $30,495,848 $30,495,848 0.47 $29,619,231
FNMA 30yr Pool#FA4849 5.000% 01-Feb-2056, 5.00%, 02/01/56 FN 3140W5L77 - 30,507,901 $29,475,198 $29,475,198 0.45 $29,206,979
FNMA 30yr Pool#FA3682 5.500% 01-Feb-2055, 5.50%, 02/01/55 FN 3140W4CU9 - 29,117,474 $29,004,567 $29,004,567 0.44 $28,690,573
FNMA 30yr Pool#FA1560 5.500% 01-Apr-2055, 5.50%, 04/01/55 FN 3140W1WW9 - 27,788,093 $28,172,263 $28,172,263 0.43 $27,380,682
FHLMC 30yr Pool#SL0238 5.000% 01-May-2054, 5.00%, 05/01/54 FR 31427MHQ7 - 27,979,007 $26,923,885 $26,923,885 0.41 $26,640,215
FNMA 40yr Pool#BF0698 3.500% 01-Dec-2062, 3.50%, 12/01/62 FN 3140FXX49 - 30,623,591 $26,748,308 $26,748,308 0.41 $26,443,727
FHLMC 30yr Pool#SL1291 4.000% 01-Nov-2054, 4.00%, 11/01/54 FR 31427NNH8 - 28,311,263 $26,280,780 $26,280,780 0.40 $25,690,933
FNMA 30yr Pool#FA4117 4.500% 01-Sep-2051, 4.50%, 09/01/51 FN 3140W4SF5 - 27,360,486 $26,242,811 $26,242,811 0.40 $25,787,148
FNMA 30yr Pool#FA1798 4.000% 01-Aug-2052, 4.00%, 08/01/52 FN 3140W17L1 - 27,196,686 $25,064,057 $25,064,057 0.38 $24,685,809
FHLMC 30yr Pool#SL4437 6.000% 01-Sep-2054, 6.00%, 09/01/54 FR 31427R4X5 - 23,179,952 $24,465,875 $24,465,875 0.37 $23,365,827
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA2 B2 12.14319% 25-FEB-2042, 12.14%, 02/25/42 STACR 2022-DNA2 35564KSQ3 - 23,346,843 $24,237,062 $24,237,062 0.37 $24,024,433
FNMA 30yr Pool#FA5758 5.500% 01-Feb-2056, 5.50%, 02/01/56 FN 3140W6MG4 - 23,965,099 $23,818,975 $23,818,975 0.36 $23,514,924
NRM MSR-Collateralized Notes, Series 2024-FNT1 A 7.398% 25-NOV-2029, 7.40%, 11/25/31 NZES 2024-FNT1 62956YAA7 - 22,775,264 $22,967,524 $22,967,524 0.35 $22,845,836
Rithm Capital Corp. 8.5% 01-JUN-2031, 8.50%, 06/01/31 RITM 64828TAD4 - 21,732,000 $22,358,104 $22,358,104 0.34 $21,706,446
FHLMC 30yr Pool#SD3271 5.500% 01-Jun-2053, 5.50%, 06/01/53 FR 3132DQT48 - 22,481,525 $22,276,782 $22,276,782 0.34 $22,069,034
FHLMC 30yr Pool#SD3669 5.500% 01-Sep-2053, 5.50%, 09/01/53 FR 3132E0CE0 - 21,285,447 $21,090,444 $21,090,444 0.32 $20,887,863
FNMA 30yr Pool#FA4386 5.500% 01-Jan-2056, 5.50%, 01/01/56 FN 3140W42U0 - 20,866,991 $20,868,679 $20,868,679 0.32 $20,547,536
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-DNA6 B2 11.14319% 25-OCT-2041, 11.14%, 10/25/41 STACR 2021-DNA6 35564KLV9 - 19,937,000 $20,410,912 $20,410,912 0.31 $20,048,157
PRET 2025-RPL3 Trust A1 4.15% 25-APR-2065, 4.15%, 04/25/65 PRET 2025-RPL3 69382RAA1 - 21,030,011 $20,339,789 $20,339,789 0.31 $20,218,574
Connecticut Avenue Securities Trust 2023-R06 1B1 7.54319% 25-JUL-2043, 7.54%, 07/25/43 CAS 2023-R06 20754EAF2 - 19,155,535 $20,150,695 $20,150,695 0.31 $20,042,324
FHLMC 30yr Pool#TB3130 5.500% 01-May-2056, 5.50%, 05/01/56 FR 3142K4PQ3 - 20,279,294 $20,055,438 $20,055,438 0.31 $19,878,962
RCKT Mortgage Trust 2026-CES2 A3 5.255% 25-FEB-2056, 5.25%, 02/25/56 RCKT 2026-CES2 74940EAD9 - 20,600,000 $20,030,228 $20,030,228 0.31 $19,879,877
Figure Technology Solutions, Inc. 8.5% 31-JUL-2031, 8.50%, 07/31/31 FIGR 349381AA1 - 19,574,000 $19,950,027 $19,950,027 0.31 $19,635,756
FHLMC 30yr Pool#TB5153 5.500% 01-Jun-2056, 5.50%, 06/01/56 FR 3142K6WP2 - 19,931,173 $19,718,365 $19,718,365 0.30 $19,537,713
Connecticut Avenue Securities, Series 2020-SBT1 1B1 10.50767% 25-FEB-2040, 10.51%, 02/25/40 CAS 2020-SBT1 20753VBT4 - 18,982,000 $19,571,387 $19,571,387 0.30 $19,421,795
Structured Agency Credit Risk (STACR) Debt Notes, Series 2022-HQA1 M2 8.89319% 25-MAR-2042, 8.89%, 03/25/42 STACR 2022-HQA1 35564KTJ8 - 18,827,747 $19,329,881 $19,329,881 0.30 $19,204,302
FHLMC 30yr Pool#SD5061 5.500% 01-Mar-2054, 5.50%, 03/01/54 FR 3132DSTS1 - 19,045,431 $19,026,788 $19,026,788 0.29 $18,777,962
FNMA 30yr Pool#CB7112 5.500% 01-Sep-2053, 5.50%, 09/01/53 FN 3140QS3W9 - 18,704,632 $18,779,262 $18,779,262 0.29 $18,355,254
Finance of America Structured Securities Trust, 2025-S1 A1 3.5% 25-FEB-2075, 3.50%, 02/25/75 FASST 2025-S1 31741BAB0 - 19,321,879 $18,777,303 $18,777,303 0.29 $18,728,461
FNMA 30yr Pool#FA5284 5.500% 01-Apr-2056, 5.50%, 04/01/56 FN 3140W52S2 - 18,833,057 $18,743,785 $18,743,785 0.29 $18,437,366
FNMA 40yr Pool#BF0226 3.500% 01-Jan-2058, 3.50%, 01/01/58 FN 3140FXHC9 - 20,462,042 $18,459,422 $18,459,422 0.28 $18,136,717
FINANCE OF AMERICA STRUC 3.28125% 74, 3.50%, 04/25/74 FASST 2024-S3 31739WAB8 - 18,733,557 $18,443,333 $18,443,333 0.28 $18,395,978
FNMA 40yr Pool#BF0807 3.500% 01-Apr-2064, 3.50%, 04/01/64 FN 3140FX3R1 - 20,406,671 $17,743,272 $17,743,272 0.27 $17,615,131
RFT 2026-RR1 TRUST MB 6.55%30, 6.63%, 07/27/30 RFT 2026-RR1 76201CAA8 - 17,633,757 $17,615,090 $17,615,090 0.27 $17,537,137
SALUDA GRADE ALTERNATIVE M 5.749% 31, 5.75%, 03/25/31 GRADE 2026-RTL7 79584UAA9 - 17,370,000 $17,200,961 $17,200,961 0.26 $16,979,050
FNMA 40yr Pool#BF0713 4.000% 01-Mar-2063, 4.00%, 03/01/63 FN 3140FXYK2 - 18,940,493 $17,177,962 $17,177,962 0.26 $17,053,484
FHLMC 30yr Pool#QJ9063 5.000% 01-Nov-2054, 5.00%, 11/01/54 FR 3133D1B81 - 17,736,340 $17,031,919 $17,031,919 0.26 $16,876,320
FNMA 30yr Pool#FS2863 4.000% 01-Sep-2052, 4.00%, 09/01/52 FN 3140XJFD0 - 18,239,697 $16,692,859 $16,692,859 0.26 $16,552,941
FNMA 30yr Pool#FA1549 5.500% 01-May-2055, 5.50%, 05/01/55 FN 3140W1WK5 - 16,746,306 $16,622,735 $16,622,735 0.25 $16,469,345
SALUDA GR ALT MTG TR 2025-LOC5 A1B, 5.47%, 10/25/55 GRADE 2025-LOC5 79581XAC2 - 15,693,000 $15,867,247 $15,867,247 0.24 $15,802,899
Connecticut Avenue Securities Trust 2022-R02 2B2 11.29319% 25-JAN-2042, 11.29%, 01/25/42 CAS 2022-R02 20754BAJ0 - 15,154,500 $15,590,091 $15,590,091 0.24 $15,461,734
Vontive Mortgage Trust 2025-RTL1 A1 6.507% 25-MAR-2030, 6.51%, 03/25/30 VNTV 2025-RTL1 928884AA3 - 15,444,000 $15,560,973 $15,560,973 0.24 $15,488,394
RCKT MOR 2025-CES9 FLT 2055 A1B, 5.00%, 09/25/55 RCKT 2025-CES9 74942JAB0 - 15,653,018 $15,540,540 $15,540,540 0.24 $15,431,904
FNMA 30yr Pool#FA1358 4.500% 01-May-2050, 4.50%, 05/01/50 FN 3140W1QL0 - 15,319,277 $14,923,218 $14,923,218 0.23 $14,379,193
FNMA 40yr Pool#BF0806 3.500% 01-Apr-2064, 3.50%, 04/01/64 FN 3140FX3Q3 - 16,590,284 $14,547,943 $14,547,943 0.22 $14,370,082
FHLMC 30yr Pool#SD0985 4.500% 01-Oct-2050, 4.50%, 10/01/50 FR 3132DNCW1 - 14,991,660 $14,365,965 $14,365,965 0.22 $14,129,579
FNMA 40yr Pool#BF0801 2.500% 01-Apr-2064, 2.50%, 04/01/64 FN 3140FX3K6 - 17,900,778 $14,245,572 $14,245,572 0.22 $14,070,555
BMP Commercial Mortgage Trust 2024-MF23 A 5.01114% 15-JUN-2041, 5.19%, 06/15/41 BMP 2024-MF23 05593JAA8 - 14,000,000 $14,015,516 $14,015,516 0.21 $14,003,410
PRET 2025-RPL1 Trust A1 4.0% 25-JUL-2069, 4.00%, 07/25/69 PRET 2025-RPL1 69392FAA5 - 14,351,540 $13,866,350 $13,866,350 0.21 $13,786,619
RCKT Mortgage Trust 2026-CES2 A2 5.055% 25-FEB-2056, 5.05%, 02/25/56 RCKT 2026-CES2 74940EAC1 - 14,268,000 $13,802,841 $13,802,841 0.21 $13,702,668
Galaxy XXVI CLO Ltd., 4.85%, 07/23/27 GLXYT 2025-1 362922AA4 - 13,798,941 $13,798,771 $13,798,771 0.21 $13,798,771
Saluda Grade Alternative Mortgage Trust 2026-HB1 A1B 5.21727% 25-APR-2056, 5.22%, 04/25/56 GRADE 2026-HB1 795939AC1 - 13,531,321 $13,617,241 $13,617,241 0.21 $13,564,293
Central Park Funding Trust 2026-1 PT 7.25% 29-JUL-2028, 7.25%, 07/27/28 CPFTR 2026-1 154808AA7 - 13,715,660 $13,607,156 $13,607,156 0.21 $13,607,156
Connecticut Avenue Securities Trust 2022-R01 1B2 9.64319% 25-DEC-2041, 9.64%, 12/25/41 CAS 2022-R01 20754LAJ8 - 13,210,585 $13,457,770 $13,457,770 0.21 $13,362,225
FINANCE OF AMER STR TR 2024-S2 A1, 3.50%, 04/25/74 FASST 2024-S2 31739VAA2 - 13,052,210 $12,926,272 $12,926,272 0.20 $12,893,279
FHLMC 30yr Pool#SD6178 4.500% 01-Jan-2051, 4.50%, 01/01/51 FR 3132DT2K5 - 13,484,158 $12,836,489 $12,836,489 0.20 $12,656,688
FHLMC 30yr Pool#SL3988 5.000% 01-Jan-2056, 5.00%, 01/01/56 FR 31427RNE6 - 13,206,238 $12,758,856 $12,758,856 0.20 $12,643,096
FNMA 30yr Pool#FA3563 5.500% 01-Nov-2055, 5.50%, 11/01/55 FN 3140W35Z8 - 12,781,467 $12,710,327 $12,710,327 0.19 $12,585,794
GS Mortgage-Backed Securities Trust 2025-RPL3 A1 4.1% 25-JUL-2065, 4.10%, 07/25/65 GSMBS 2025-RPL3 362963AA8 - 13,089,130 $12,398,313 $12,398,313 0.19 $12,323,778
Chase Mortgage Reference Notes, Series 2020-CL1 M1 6.03175% 25-OCT-2057, 6.03%, 10/25/57 CHASE 2020-CL1 46591HAG5 - 11,964,524 $12,365,354 $12,365,354 0.19 $12,311,228
FNMA 30yr Pool#CC0097 5.500% 01-Mar-2055, 5.50%, 03/01/55 FN 3140Y6DB3 - 12,311,522 $12,326,382 $12,326,382 0.19 $12,123,044
FHLMC 30yr Pool#SL4976 5.000% 01-Apr-2056, 5.00%, 04/01/56 FR 31427SQ68 - 12,552,489 $12,243,996 $12,243,996 0.19 $11,932,437
FHLMC 30yr Pool#SL4658 5.000% 01-Jan-2056, 5.00%, 01/01/56 FR 31427SE87 - 12,731,669 $12,207,630 $12,207,630 0.19 $12,102,493
Saluda Grade Alternative Mortgage Trust 2024-RTL6 A1 7.439% 25-JUL-2030, 7.44%, 07/25/30 GRADE 2024-RTL6 79585UAA8 - 12,119,343 $12,203,698 $12,203,698 0.19 $12,078,482
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2025-HQA1 M2 5.29319% 25-FEB-2045, 5.29%, 02/25/45 STACR 2025-HQA1 35564NHA4 - 11,998,722 $12,101,777 $12,101,777 0.19 $12,054,143
PRPM 2025-RCF3 LLC 5.25% 55, 5.25%, 07/25/55 PRPM 2025-RCF3 69392PAA3 - 12,143,231 $12,023,853 $12,023,853 0.18 $11,935,309
PRET 2025-RPL5 TRUST FLTG 2070 A1, 4.15%, 01/25/70 PRET 2025-RPL5 69393AAA5 - 12,185,663 $11,737,325 $11,737,325 0.18 $11,667,089
FNMA 40yr Pool#BF0731 2.500% 01-Jun-2063, 2.50%, 06/01/63 FN 3140FXY55 - 13,868,669 $11,175,476 $11,175,476 0.17 $10,990,273
Connecticut Avenue Securities Trust 2022-R06 1B2 14.24319% 25-MAY-2042, 14.24%, 05/25/42 CAS 2022-R06 20754NAR6 - 10,436,475 $11,162,327 $11,162,327 0.17 $11,050,841
Connecticut Avenue Securities Trust 2022-R04 1B2 13.14319% 25-MAR-2042, 13.14%, 03/25/42 CAS 2022-R04 20753YAL6 - 10,118,401 $10,612,957 $10,612,957 0.16 $10,513,216
Foundation Finance Trust 2025-2 B 4.94% 15-APR-2052, 4.94%, 04/15/52 FFIN 2025-2A 35042NAB1 - 10,811,423 $10,599,528 $10,599,528 0.16 $10,590,626
Homeward Opportunities Fund Trust 2025-RRTL1 A1 5.476% 25-MAR-2040, 5.48%, 03/25/40 HOF 2025-RRTL1 437919AA1 - 10,475,000 $10,516,457 $10,516,457 0.16 $10,475,029
METRONET INFRASTRUCTURE ISSU 5.4% 55, 5.40%, 08/20/55 MNET 2025-2A 59170JAX6 - 10,600,000 $10,482,509 $10,482,509 0.16 $10,433,219
TOWD POINT MORTGAGE TRUST 2025 0% 65, 4.97%, 09/25/65 TPMT 2025-FIX1 89183MAA1 - 10,465,468 $10,334,863 $10,334,863 0.16 $10,262,652
Connecticut Avenue Securities Trust 2022-R07 1B2 15.64319% 25-JUN-2042, 15.64%, 06/25/42 CAS 2022-R07 20754MAL1 - 9,364,501 $10,195,270 $10,195,270 0.16 $10,085,402
FNMA 40yr Pool#BF0783 3.500% 01-Dec-2063, 3.50%, 12/01/63 FN 3140FX2R2 - 11,188,477 $10,007,277 $10,007,277 0.15 $9,657,944
FNMA 30yr Pool#CC1844 5.500% 01-Jan-2056, 5.50%, 01/01/56 FN 3140Y8BN5 - 9,790,219 $9,742,432 $9,742,432 0.15 $9,640,340
Vista Point Securitization Trust 2025-CES2 A1 5.601% 25-AUG-2055, 5.60%, 08/25/55 VSTA 2025-CES2 92842UAA0 - 9,727,663 $9,713,329 $9,713,329 0.15 $9,637,656
TOWD PT MTG TR 2025-FIX2 FLTG A1, 5.25%, 10/25/65 TPMT 2025-FIX2 89183RAA0 - 9,683,126 $9,643,714 $9,643,714 0.15 $9,573,122
FNMA 30yr Pool#FS6236 6.500% 01-Nov-2053, 6.50%, 11/01/53 FN 3140XM4W3 - 9,079,880 $9,623,129 $9,623,129 0.15 $9,300,376
Rithm Capital Corp. 8.0% 01-APR-2029, 8.00%, 04/01/29 RITM 64828TAB8 - 9,213,000 $9,591,873 $9,591,873 0.15 $9,243,827
FIGRE TRUST 2025-HE4 FLTG 2055 C, 5.71%, 07/25/55 FIGRE 2025-HE4 31684PAC6 - 9,598,212 $9,567,698 $9,567,698 0.15 $9,491,593
Structured Agency Credit Risk (STACR) Debt Notes, Series 2022-HQA1 B2 14.64319% 25-MAR-2042, 14.64%, 03/25/42 STACR 2022-HQA1 35564KUL1 - 8,848,740 $9,375,080 $9,375,080 0.14 $9,277,900
LHOME Mortgage Trust 2024-RTL5 A2 5.751% 25-SEP-2039, 5.75%, 09/25/39 LHOME 2024-RTL5 50205WAB3 - 9,325,000 $9,363,799 $9,363,799 0.14 $9,325,067
Huntington Bank Auto Credit-Linked Notes, Series 2024-2 B1 5.442% 20-OCT-2032, 5.44%, 10/20/32 HACLN 2024-2 44644NAG4 - 9,286,009 $9,333,421 $9,333,421 0.14 $9,289,906
RCKT MORTGAGE TRUST 2026-CES4 0% 56, 5.59%, 04/25/56 RCKT 2026-CES4 74940CAD3 - 9,483,000 $9,312,485 $9,312,485 0.14 $9,238,821
FNMA 30yr Pool#FA4709 5.500% 01-Jul-2055, 5.50%, 07/01/55 FN 3140W5GT5 - 9,263,114 $9,299,129 $9,299,129 0.14 $9,133,025
SALUDA GRADE ALTERNATIVE MORT A2, 6.75%, 03/25/31 GRADE 2026-RTL7 79584UAB7 - 9,418,000 $9,273,850 $9,273,850 0.14 $9,185,583
RCKT Mortgage Trust 2026-CES9|6.229|09/25/2056, 6.23%, 09/25/56 RCKT 2026-CES9 74940BAC7 - 9,254,000 $9,266,696 $9,266,696 0.14 $9,234,672
New Residential Mortgag MB 4.00%65, 4.00%, 12/25/65 NRZT 2026-RPL1 64832TAP1 - 9,673,000 $8,943,403 $8,943,403 0.14 $8,889,664
Connecticut Avenue Securities, Series 2021-R01 1B2 9.64319% 25-OCT-2041, 9.64%, 10/25/41 CAS 2021-R01 20754RAJ5 - 8,220,000 $8,317,878 $8,317,878 0.13 $8,258,428
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA1 B2 10.74319% 25-JAN-2042, 10.74%, 01/25/42 STACR 2022-DNA1 35564KQZ5 - 8,059,000 $8,307,113 $8,307,113 0.13 $8,242,179
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-HQA3 B2 9.89319% 25-SEP-2041, 9.89%, 09/25/41 STACR 2021-HQA3 35564KKL2 - 8,130,878 $8,195,337 $8,195,337 0.13 $8,135,007
Freddie Mac Multiclass Certificates, Series 5164 FA 3.89319% 25-NOV-2051, 3.89%, 11/25/51 FHR 5164 3137H3PY2 - 9,162,103 $8,155,739 $8,155,739 0.12 $8,129,978
RCKT Mortgage Trust 2026-CES9|6.627|09/25/2056, 6.63%, 09/25/56 RCKT 2026-CES9 74940BAE3 - 8,095,000 $8,114,849 $8,114,849 0.12 $8,085,046
FNMA 30yr Pool#FS7117 6.500% 01-Feb-2054, 6.50%, 02/01/54 FN 3140XN4B7 - 7,780,695 $8,060,079 $8,060,079 0.12 $7,969,642
Aspire Mortgage Trust 2026-1 A1 4.855% 25-JAN-2066, 4.86%, 01/25/66 SPIRE 2026-1 04539FAA6 - 8,066,965 $7,925,488 $7,925,488 0.12 $7,871,092
REDWOOD FUNDING TRUST 2 AB 6.26%56, 6.26%, 11/27/56 RFT 2026-2 75805CAA0 - 7,826,665 $7,801,895 $7,801,895 0.12 $7,769,237
FNMA 30yr Pool#DH1175 5.500% 01-May-2056, 5.50%, 05/01/56 FN 3140UGJV5 - 7,811,512 $7,689,933 $7,689,933 0.12 $7,621,744
FHLMC 30yr Pool#SD7417 5.500% 01-Jan-2055, 5.50%, 01/01/55 FR 3132DVG25 - 7,448,888 $7,532,226 $7,532,226 0.12 $7,339,677
Brean Asset Backed Securities Trust 2024-RM8 A1 4.5% 25-MAY-2064, 4.50%, 05/25/64 BABS 2024-RM8 10637YAA3 - 7,713,550 $7,525,377 $7,525,377 0.12 $7,500,308
RCKT Mortgage Trust 2026-CES2 A1B 4.863% 25-FEB-2056, 4.86%, 02/01/56 RCKT 2026-CES2 74940EAB3 - 7,652,437 $7,485,886 $7,485,886 0.11 $7,434,200
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 $7,436,486 $7,436,486 0.11 $7,430,453
PRPM 2025-RPL4 A1, 3.00%, 05/25/55 PRPM 2025-RPL4 74448NAA2 - 7,815,200 $7,416,481 $7,416,481 0.11 $7,383,917
FIGRE TRUST 2025 HE4 FLTG 2055 B, 5.61%, 07/25/55 FIGRE 2025-HE4 31684PAB8 - 7,431,047 $7,399,002 $7,399,002 0.11 $7,341,122
SALUDA GR ALT MTG TR 25 RRTL1 A1, 5.32%, 10/25/40 GRADE 2025-RRTL1 79582NAA7 - 7,388,000 $7,371,561 $7,371,561 0.11 $7,316,972
RENEU 2026-RTL1 MB 5.93%41, 5.89%, 06/25/41 RENEU 2026-RTL1 759964AA7 - 7,339,000 $7,311,698 $7,311,698 0.11 $7,280,469
Fannie Mae REMIC Trust 2022-65 FB 4.44319% 25-SEP-2052, 4.44%, 09/25/52 FNR 2022-65 3136BPCQ2 - 7,413,240 $7,284,927 $7,284,927 0.11 $7,261,138
BAYVIEW OPPORTUNITY MAS MB FLTG 56, 5.80%, 07/25/56 BVCES 2026-1 07337MAC4 - 7,356,000 $7,279,955 $7,279,955 0.11 $7,220,740
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-DNA7 B2 11.44319% 25-NOV-2041, 11.44%, 11/25/41 STACR 2021-DNA7 35564KNE5 - 6,910,000 $7,050,773 $7,050,773 0.11 $6,991,469
LHOME Mortgage Trust 2024-RTL4 A2 6.092% 25-JUL-2039, 6.09%, 07/25/39 LHOME 2024-RTL4 50205PAB8 - 6,870,000 $6,904,018 $6,904,018 0.11 $6,873,792
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 $6,824,075 $6,824,075 0.10 $6,772,819
COOPR Residential Mortgage Trust 2026-CES1 A1B 4.996% 25-FEB-2061, 5.00%, 01/01/61 COOPR 2026-CES1 21689GAB4 - 6,839,834 $6,720,529 $6,720,529 0.10 $6,673,068
COOPR Residential Mortgage Trust 2025-CES3 A1A 4.84% 25-SEP-2060, 4.84%, 09/25/60 COOPR 2025-CES3 216926AA3 - 6,701,548 $6,575,623 $6,575,623 0.10 $6,530,573
PRPM 2025-6 LLC, 5.77%, 08/25/28 PRPM 2025-6 69395KAA1 - 6,538,089 $6,564,604 $6,564,604 0.10 $6,512,172
Connecticut Avenue Securities Trust 2023-R03 2B1 9.99319% 25-APR-2043, 9.99%, 04/25/43 CAS 2023-R03 20753ACF9 - 6,026,000 $6,557,288 $6,557,288 0.10 $6,512,124
RCKT Mortgage Trust 202 MB FLTG 56, 5.85%, 08/25/56 RCKT 2026-CES8 74941AAE4 - 6,550,000 $6,476,283 $6,476,283 0.10 $6,423,091
Connecticut Avenue Securities Trust 2022-R05 2B2 10.64319% 25-APR-2042, 10.64%, 04/25/42 CAS 2022-R05 20754DAJ6 - 6,153,812 $6,393,798 $6,393,798 0.10 $6,344,676
RCKT MORTGAGE TRUST 2026-CES4 0% 56, 5.39%, 04/25/56 RCKT 2026-CES4 74940CAC5 - 6,516,000 $6,366,104 $6,366,104 0.10 $6,317,289
RCKT Mortgage Trust 2026-CES1 A1B 4.928% 25-JAN-2056, 4.93%, 01/25/56 RCKT 2026-CES1 74939BAB2 - 6,454,011 $6,325,350 $6,325,350 0.10 $6,281,175
RCKT Mortgage Trust 2025-CES7 A1B 5.478% 25-JUL-2055, 5.48%, 07/25/55 RCKT 2025-CES7 74943AAB8 - 6,287,062 $6,286,855 $6,286,855 0.10 $6,239,021
Alterna Funding III A 6.26% 15-MAY-2039, 6.26%, 05/16/39 TAX 2024-1A 02157JAA3 - 6,264,661 $6,286,587 $6,286,587 0.10 $6,280,051
FNMA 30yr Pool#FA0339 5.500% 01-Jan-2055, 5.50%, 01/01/55 FN 3140W0LV5 - 6,117,128 $6,209,889 $6,209,889 0.10 $6,027,443
Mello Mortgage Capital Acceptance 2024-SD1 A1 4.0% 25-APR-2054, 4.00%, 04/25/54 MELLO 58550DAA1 - 6,288,802 $6,180,043 $6,180,043 0.09 $6,161,875
UMBS TBA 30yr 4.5% October Delivery, 4.50%, 10/13/26 FNCL 01F0426A6 - 6,717,237 $6,172,617 $6,172,617 0.09 $6,172,617
FIGRE TRUST 2025-HE6 FLTG 2055 C, 5.25%, 09/25/55 FIGRE 2025-HE6 31684NAC1 - 6,189,674 $6,115,677 $6,115,677 0.09 $6,070,587
Huntington Bank Auto Credit-Linked Notes, Series 2024-1 B1 6.153% 20-MAY-2032, 6.15%, 05/20/32 HACLN 2024-1 44644NAA7 - 5,979,096 $6,041,850 $6,041,850 0.09 $6,010,171
ACHM Trust 2024-HE1 A 6.55% 25-MAY-2039, 6.55%, 05/25/39 ACHM 2024-HE1 00449TAA3 - 5,910,711 $6,006,703 $6,006,703 0.09 $5,978,742
FIGRE TRUST 2026-HE4 MB FLTG 56, 5.70%, 05/25/56 FIGRE 2026-HE4 31685MAE8 - 5,964,471 $5,904,857 $5,904,857 0.09 $5,857,613
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2023-HQA3 M1 5.49319% 25-NOV-2043, 5.49%, 11/25/43 STACR 2023-HQA3 35564K3G2 - 5,850,947 $5,896,562 $5,896,562 0.09 $5,872,457
PRET 2025-RPL2 Trust A1 4.0% 25-FEB-2065, 4.00%, 08/25/64 PRET 2025-RPL2 69392LAA2 - 6,036,223 $5,875,367 $5,875,367 0.09 $5,841,833
HOMES 2026-INV1 Trust A1D 5.077% 25-AUG-2060, 5.08%, 08/25/60 HOMES 2026-INV1 43761FAD7 - 5,845,598 $5,765,815 $5,765,815 0.09 $5,697,465
Connecticut Avenue Securities, Series 2021-R02 2B2 9.84319% 25-NOV-2041, 9.84%, 11/25/41 CAS 2021-R02 20754KAJ0 - 5,616,000 $5,702,101 $5,702,101 0.09 $5,660,641
TVC Mortgage Trust 2025-RRTL1 A2 6.68% 25-APR-2040, 6.68%, 04/25/40 TVC 2025-RRTL1 900927AB0 - 5,597,000 $5,654,338 $5,654,338 0.09 $5,627,336
RCKT Mortgage Trust 202 MB FLTG 56, 5.67%, 06/25/56 RCKT 2026-CES6 74942DAC1 - 5,700,000 $5,616,530 $5,616,530 0.09 $5,571,643
Acacia 2025-1 A 5.24% 15-NOV-2037, 5.24%, 11/15/37 ACACIA 2025-1 00401PAA7 - 5,606,334 $5,604,208 $5,604,208 0.09 $5,599,312
BAYVIEW OPPORTUNITY MAS MB FLTG 56, 6.09%, 07/25/56 BVCES 2026-1 07337MAE0 - 5,721,000 $5,597,215 $5,597,215 0.09 $5,548,785
Brean Asset Backed Securities Trust 2024-RM9 A1 5.0% 25-SEP-2064, 5.00%, 09/25/64 BABS 2024-RM9 10638DAA8 - 5,634,917 $5,542,542 $5,542,542 0.08 $5,522,194
SF ABS ISSUER 2025-1 0%55 A2, 5.38%, 11/25/55 SFARM 2025-1A 784193AA2 - 5,750,000 $5,440,910 $5,440,910 0.08 $5,418,581
PRPM 2025-RPL3 A1 3.25% 25-APR-2055, 3.25%, 04/25/55 PRPM 2025-RPL3 69392NAA8 - 5,622,457 $5,436,328 $5,436,328 0.08 $5,410,949
RCKT MORTGAGE TRUST 2025 5.24863% 55, 5.25%, 08/25/55 RCKT 2025-CES8 74939WAB6 - 5,424,347 $5,407,099 $5,407,099 0.08 $5,367,557
FIGRE TRUST 2025-HE6 FLTG 2055 B, 5.14%, 09/25/55 FIGRE 2025-HE6 31684NAB3 - 5,455,650 $5,384,081 $5,384,081 0.08 $5,345,103
FNMA 30yr Pool#CA5386 4.500% 01-Mar-2050, 4.50%, 03/01/50 FN 3140QC6Y7 - 5,439,468 $5,362,970 $5,362,970 0.08 $5,074,599
Woodward Capital Manage MB FLTG 56, 5.66%, 05/25/56 RCKT 2026-CES5 74940FAD6 - 5,400,000 $5,336,695 $5,336,695 0.08 $5,294,222
CoreWeave, Inc. 9.625% 15-JUL-2032, 9.62%, 07/15/32 CRWV 21873SAK4 - 5,961,000 $5,319,636 $5,319,636 0.08 $5,171,418
RCKT Mortgage Trust 2025-CES12 M1 5.65% 25-DEC-2055, 5.65%, 11/25/55 RCKT 2025-CES12 749349AE6 - 5,400,000 $5,295,400 $5,295,400 0.08 $5,253,025
FNA 9, Series 2026-1 A 5.509% 15-DEC-2038, 5.51%, 04/16/46 FNH 2026-1 34411JAA8 - 5,335,027 $5,294,778 $5,294,778 0.08 $5,289,879
FIG SIX TRUST 2026-PF1 MB FLTG 56, 6.16%, 08/25/56 FIGX 2026-PF1 316935AC9 - 5,209,134 $5,167,293 $5,167,293 0.08 $5,122,762
MS RES MTG LN TR 2025-SPL1 A1, 4.25%, 02/25/65 MSRM 2025-SPL1 617946AA6 - 5,432,412 $5,156,070 $5,156,070 0.08 $5,124,004
Research-Driven Pagaya Motor Asset Trust 2026-R1 (RPM 2026-R1) A 5.659% 25-JUL-2034, 5.66%, 07/25/34 RPM 2026-R1A 76089TAA8 - 5,063,233 $5,082,274 $5,082,274 0.08 $5,061,580
RCKT Mortgage Trust 2025-CES8 B2A 7.28202% 25-AUG-2055, 7.28%, 08/25/55 RCKT 2025-CES8 74939WAS9 - 5,040,000 $4,972,874 $4,972,874 0.08 $4,891,316
FIGRE Trust 2026-HE1 C 5.434% 25-JAN-2056, 5.43%, 01/25/56 FIGRE 2026-HE1 30249NAE7 - 5,056,772 $4,957,231 $4,957,231 0.08 $4,919,066
EFMT 2026-CES2 MB FLTG 61, 5.81%, 06/25/61 EFMT 2026-CES2 26846UAD8 - 5,000,000 $4,950,020 $4,950,020 0.08 $4,909,700
Structured Agency Credit Risk (STACR) Debt Notes, Series 2018-HQA2 B2 14.75767% 25-OCT-2048, 14.76%, 10/25/48 STACR 2018-HQA2 35563XBE1 - 4,082,000 $4,928,406 $4,928,406 0.08 $4,883,225
JP Morgan Mortgage Trust 2026-CES1 A3 5.332% 25-JUN-2056, 5.33%, 06/25/56 JPMMT 2026-CES1 46660BAE9 - 5,000,000 $4,879,307 $4,879,307 0.07 $4,842,279
ARIXA MORTGAGE TRUST 20 MB 6.05%31, 6.05%, 05/25/31 ARIXA 2026-RTL1 04046CAA9 - 4,919,000 $4,871,546 $4,871,546 0.07 $4,850,049
ABL 2024-RTL1 A2 7.457% 25-SEP-2029, 7.46%, 09/25/29 ABL 2024-RTL1 00092EAB4 - 4,840,000 $4,867,081 $4,867,081 0.07 $4,841,015
BAYVIEW OPPORTUNITY MAS MB FLTG 56, 5.99%, 05/25/56 BVCES 2026-2 07338CAD3 - 4,900,000 $4,862,847 $4,862,847 0.07 $4,822,095
BAYVIEW OPPORTUNITY MAS MB FLTG 56, 6.24%, 05/25/56 BVCES 2026-2 07338CAE1 - 4,900,000 $4,858,643 $4,858,643 0.07 $4,816,197
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 $4,832,880 $4,832,880 0.07 $4,828,842
PRPM 2025-5 0%30, 5.73%, 07/25/30 PRPM 2025-5 69392RAA9 - 4,809,193 $4,828,380 $4,828,380 0.07 $4,790,113
OBX 2026-HE2 Trust MB FLTG 56, 5.24%, 06/25/56 OBX 2026-HE2 67124WAD1 - 4,746,000 $4,772,520 $4,772,520 0.07 $4,753,857
RCKT Mortgage Trust 2026-CES3 A2 5.363% 25-MAR-2056, 5.36%, 03/25/56 RCKT 2026-CES3 74940LAD3 - 4,861,258 $4,747,209 $4,747,209 0.07 $4,711,000
Connecticut Avenue Securities Trust 2024-R01 1B1 6.34319% 25-JAN-2044, 6.34%, 01/25/44 CAS 2024-R01 20753UAF7 - 4,595,000 $4,742,000 $4,742,000 0.07 $4,720,140
Homeward Opportunities Fund Trust 2025-RRTL2 A1 5.237% 25-AUG-2040, 5.24%, 09/25/40 HOF 2025-RRTL2 437923AA3 - 4,682,000 $4,691,889 $4,691,889 0.07 $4,674,180
Connecticut Avenue Securities Trust 2023-R05 1B1 8.39319% 25-JUN-2043, 8.39%, 06/25/43 CAS 2023-R05 207942AC7 - 4,312,000 $4,586,383 $4,586,383 0.07 $4,559,240
Structured Agency Credit Risk (STACR) Debt Notes, Series 2018-DNA3 B2 11.50767% 25-SEP-2048, 11.51%, 09/25/48 STACR 2018-DNA3 35563WBE3 - 4,000,000 $4,538,487 $4,538,487 0.07 $4,503,964
Affirm Asset Securitization Trust 2025-X2 C 4.93% 15-OCT-2030, 4.93%, 10/15/30 AFFRM 2025-X2 00835DAC6 - 4,500,000 $4,499,579 $4,499,579 0.07 $4,495,881
Connecticut Avenue Securities Trust 2023-R04 1B2 11.89319% 25-MAY-2043, 11.89%, 05/25/43 CAS 2023-R04 20754QAJ7 - 4,000,000 $4,478,385 $4,478,385 0.07 $4,442,705
FNMA 30yr Pool#DC5656 5.000% 01-Nov-2054, 5.00%, 11/01/54 FN 3140ATJA5 - 4,529,483 $4,340,438 $4,340,438 0.07 $4,302,744
EFMT 2026-CES2 MB FLTG 61, 5.91%, 06/25/61 EFMT 2026-CES2 26846UAE6 - 4,329,000 $4,293,263 $4,293,263 0.07 $4,257,753
Huntington Bank Auto Credit-Linked Notes, Series 2025-1 B 4.957% 20-MAR-2033, 4.96%, 03/21/33 HACLN 2025-1 446438SX2 - 4,233,396 $4,225,493 $4,225,493 0.06 $4,207,423
FNMA 30yr Pool#DA5019 6.500% 01-Nov-2053, 6.50%, 11/01/53 FN 3140A5SH2 - 4,057,532 $4,207,428 $4,207,428 0.06 $4,166,710
EFMT 2026-CES1 A3 5.466% 25-DEC-2060, 5.47%, 12/25/60 EFMT 2026-CES1 26846MAE4 - 4,250,000 $4,199,703 $4,199,703 0.06 $4,167,438
Woodward Capital Manage MB FLTG 56, 6.06%, 05/25/56 RCKT 2026-CES5 74940FAF1 - 4,250,000 $4,155,665 $4,155,665 0.06 $4,119,883
PRPM 2025 RCF4 LLC 4.5% 55, 4.50%, 08/25/55 PRPM 2025-RCF4 69382WAA0 - 4,207,960 $4,113,229 $4,113,229 0.06 $4,086,930
SWVP Trust 2026-PNCL C 5.8% 15-OCT-2043, 5.80%, 10/15/43 SWVP 2026-PNCL 78504YAE2 - 4,090,000 $4,090,000 $4,090,000 0.06 $4,090,000
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-HQA4 B2 10.64319% 25-DEC-2041, 10.64%, 12/25/41 STACR 2021-HQA4 35564KPP8 - 4,000,000 $4,087,868 $4,087,868 0.06 $4,055,939
FNMA 30yr Pool#BY0337 6.500% 01-May-2053, 6.50%, 05/01/53 FN 3140NGLT5 - 3,935,641 $4,079,177 $4,079,177 0.06 $4,025,303
EASY STREET MORTGAGE LN 5.606%40 A1, 5.61%, 10/25/40 EASY 2025-RTL2 27786YAA6 - 4,100,000 $4,075,019 $4,075,019 0.06 $4,058,419
Vista Point Securitization Trust 2026-CES1 A3 5.376% 25-FEB-2056, 5.38%, 02/25/56 VSTA 2026-CES1 92790EAC4 - 4,169,000 $4,054,634 $4,054,634 0.06 $4,038,448
OBX 2022-NQM7 Trust MB FLTG 66, 5.59%, 04/25/56 OBX 2026-CES1 67124LAD5 - 4,000,000 $3,933,213 $3,933,213 0.06 $3,902,180
Connecticut Avenue Securities Trust 2023-R08 1B1 7.19319% 25-OCT-2043, 7.19%, 10/25/43 CAS 2023-R08 20755CAF5 - 3,750,000 $3,931,369 $3,931,369 0.06 $3,911,138
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 $3,929,534 $3,929,534 0.06 $3,899,412
JP Morgan Mortgage Trust 2026-CES1 A2 5.182% 25-JUN-2056, 5.18%, 06/25/56 JPMMT 2026-CES1 46660BAD1 - 4,000,000 $3,898,922 $3,898,922 0.06 $3,870,133
RAM 2026-1 A 5.463% 15-JUN-2046, 5.46%, 06/15/46 RAM 2026-1 74890FAA2 - 3,934,456 $3,881,383 $3,881,383 0.06 $3,877,800
FNMA 30yr Pool#FA3788 5.500% 01-Nov-2055, 5.50%, 11/01/55 FN 3140W4F69 - 3,871,433 $3,854,462 $3,854,462 0.06 $3,812,165
EFMT 2026-CES1 A2 5.316% 25-DEC-2060, 5.32%, 12/25/60 EFMT 2026-CES1 26846MAD6 - 3,881,000 $3,825,461 $3,825,461 0.06 $3,796,807
GS Mortgage Securities MB FLTG 56, 5.49%, 11/25/56 GSMBS 2026-AH2 362984AD8 - 3,735,000 $3,752,001 $3,752,001 0.06 $3,736,613
OBX 2026-HE2 Trust MB FLTG 56, 5.44%, 06/25/56 OBX 2026-HE2 67124WAE9 - 3,678,000 $3,703,338 $3,703,338 0.06 $3,688,323
Connecticut Avenue Securities Trust 2023-R01 1B1 8.74319% 25-DEC-2042, 8.74%, 12/25/42 CAS 2023-R01 207932AF1 - 3,500,000 $3,694,651 $3,694,651 0.06 $3,671,700
Fannie Mae REMIC Trust 2020-98 AI 3.5% 25-JAN-2061, 3.50%, 01/25/61 FNR 2020-98 3136BDLE6 - 17,618,949 $3,653,605 $3,653,605 0.06 $3,567,765
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA2 B1 8.39319% 25-FEB-2042, 8.39%, 02/25/42 STACR 2022-DNA2 35564KSJ9 - 3,500,000 $3,587,243 $3,587,243 0.05 $3,565,211
FIGRE Trust 2025-HE3 B 5.71% 25-MAY-2055, 5.71%, 05/25/55 FIGRE 2025-HE3 31684LAB7 - 3,567,456 $3,558,438 $3,558,438 0.05 $3,530,146
FIGRE TRUST 2025-FL1 5.265% 55, 5.26%, 07/25/55 FIGRE 2025-FL1 31684QAA8 - 3,539,012 $3,527,007 $3,527,007 0.05 $3,501,128
FIGRE Trust 2026-HE1 B 5.183% 25-JAN-2056, 5.18%, 01/25/56 FIGRE 2026-HE1 30249NAD9 - 3,586,105 $3,493,715 $3,493,715 0.05 $3,467,900
Ginnie Mae REMIC Trust 2023-116 LF 4.93884% 20-AUG-2053, 4.94%, 08/20/53 GNR 2023-116 38384EFT7 - 3,421,640 $3,442,931 $3,442,931 0.05 $3,428,379
FNMA 30yr Pool#DA5072 6.500% 01-Nov-2053, 6.50%, 11/01/53 FN 3140A5T65 - 3,147,838 $3,377,138 $3,377,138 0.05 $3,222,487
FIGRE Trust 2025-HE3 C 5.91% 25-MAY-2055, 5.91%, 05/25/55 FIGRE 2025-HE3 31684LAC5 - 3,353,409 $3,354,521 $3,354,521 0.05 $3,326,995
GS Mortgage Securities MB FLTG 56, 5.34%, 11/25/56 GSMBS 2026-AH2 362984AC0 - 3,324,000 $3,337,991 $3,337,991 0.05 $3,324,670
Structured Agency Credit Risk (STACR) Debt Notes, Series 2023-HQA2 M2 7.49319% 25-JUN-2043, 7.49%, 06/25/43 STACR 2023-HQA2 35564K2K4 - 3,130,000 $3,282,986 $3,282,986 0.05 $3,265,395
FNMA 30yr Pool#BY0335 6.000% 01-May-2053, 6.00%, 05/01/53 FN 3140NGLR9 - 3,184,260 $3,223,980 $3,223,980 0.05 $3,191,354
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2023-DNA1 M2 9.14319% 25-MAR-2043, 9.14%, 03/25/43 STACR 2023-DNA1 35564KP94 - 3,000,000 $3,215,579 $3,215,579 0.05 $3,195,003
FINANCE OF AMERICA STRUCTURE 3.5% 74, 3.50%, 02/25/74 FASST 2024-S1 31740RAB6 - 3,219,422 $3,200,993 $3,200,993 0.05 $3,192,855
EFMT 2025-RTL1 0% 40, 5.22%, 11/25/40 EFMT 2025-RTL1 26846FAA7 - 3,108,000 $3,093,254 $3,093,254 0.05 $3,081,535
FNMA 30yr Pool#BX6124 6.500% 01-Jan-2053, 6.50%, 01/01/53 FN 3140NAYW7 - 2,904,087 $3,023,274 $3,023,274 0.05 $2,993,659
OBX 2026 HE1 FLTG 2056 A1B, 5.14%, 02/25/56 OBX 2026-HE1 67124BAB1 - 2,961,071 $2,980,292 $2,980,292 0.05 $2,968,870
FHLMC 30yr Pool#QH5204 6.500% 01-Nov-2053, 6.50%, 11/01/53 FR 3133CHX91 - 2,825,617 $2,931,996 $2,931,996 0.04 $2,901,647
REDAPTIVE INC AB 5.48%34, 5.48%, 07/25/34 RDAP 2026-EQ1A 75720LAA2 - 2,921,384 $2,920,770 $2,920,770 0.04 $2,909,208
GWT Commercial Mortgage Trust 2024-WLF2 A 5.33044% 15-MAY-2041, 5.51%, 05/15/41 GWT 2024-WLF2 362414AA2 - 2,900,000 $2,905,228 $2,905,228 0.04 $2,902,566
COOPR Residential Mortgage Trust 2026-CES1 A2 5.158% 25-FEB-2061, 5.16%, 02/25/61 COOPR 2026-CES1 21689GAD0 - 2,949,000 $2,855,009 $2,855,009 0.04 $2,833,883
Structured Agency Credit Risk (STACR) Debt Notes, Series 2020-DNA1 B2 9.00767% 25-JAN-2050, 9.01%, 01/25/50 STACR 2020-DNA1 35565HBE4 - 2,560,595 $2,846,379 $2,846,379 0.04 $2,829,080
New Residential Mortgage Loan Trust 2024-RTL1 A2 7.101% 25-MAR-2039, 7.10%, 03/25/39 NRMLT 2024-RTL1 64831PAB1 - 2,750,000 $2,769,688 $2,769,688 0.04 $2,755,584
RCKT MORTGAGE TRUST 2025-CE 5.16% 34, 5.16%, 07/25/34 RCKTL 2025-1A 74939RAC5 - 2,750,000 $2,740,698 $2,740,698 0.04 $2,730,450
OBX TRUST 2026-HE1 FLTG 2056 M1, 5.29%, 02/25/56 OBX 2026-HE1 67124BAD7 - 2,707,000 $2,724,380 $2,724,380 0.04 $2,713,633
Chase Mortgage Reference Notes, Series 2021-CL1 M1 4.84319% 25-FEB-2050, 4.84%, 02/25/50 CHASE 2021-CL1 46591HBX7 - 2,704,541 $2,675,985 $2,675,985 0.04 $2,666,216
Flagship Credit Auto Trust 2023-1 C 5.43% 15-MAY-2029, 5.43%, 05/15/29 FCAT 2023-1 337955AJ7 - 2,556,126 $2,557,734 $2,557,734 0.04 $2,555,421
Vista Point Securitization Trust 2026-CES1 A2 5.226% 25-FEB-2056, 5.23%, 02/25/56 VSTA 2026-CES1 92790EAB6 - 2,600,000 $2,507,311 $2,507,311 0.04 $2,497,497
FHLMC 30yr Pool#QG2539 6.500% 01-May-2053, 6.50%, 05/01/53 FR 3133C2ZC5 - 2,363,067 $2,434,733 $2,434,733 0.04 $2,410,958
BAYVIEW OPPORTUNITY MAS MB FLTG 56, 5.94%, 05/25/56 BVCES 2026-2 07338CAC5 - 2,450,000 $2,433,707 $2,433,707 0.04 $2,413,501
PRPM 2026-RCF1 A2 5.206% 25-JAN-2056, 5.21%, 01/25/56 PRPM 2026-RCF1 69383VAB9 - 2,500,000 $2,431,159 $2,431,159 0.04 $2,413,083
PRPM 2026-RCF1 A3 5.305% 25-JAN-2056, 5.30%, 01/25/56 PRPM 2026-RCF1 69383VAF0 - 2,500,000 $2,427,988 $2,427,988 0.04 $2,409,568
FNMA 30yr Pool#BY8533 6.500% 01-Aug-2053, 6.50%, 08/01/53 FN 3140NRPT7 - 2,284,025 $2,361,764 $2,361,764 0.04 $2,338,189
RCKT Mortgage Trust 2026-CES1 A3 5.224% 25-JAN-2056, 5.22%, 01/25/56 RCKT 2026-CES1 74939BAD8 - 2,425,000 $2,357,338 $2,357,338 0.04 $2,339,743
PRPM 2025-RCF3 LLC 5.25% 55, 5.25%, 07/25/55 PRPM 2025-RCF3 69392PAB1 - 2,380,125 $2,334,526 $2,334,526 0.04 $2,317,171
FNMA 30yr Pool#DC1302 5.000% 01-Aug-2054, 5.00%, 08/01/54 FN 3140ANNU9 - 2,393,991 $2,292,075 $2,292,075 0.04 $2,272,243
FHLMC 30yr Pool#SD3523 3.000% 01-Jun-2052, 3.00%, 06/01/52 FR 3132DQ4G8 - 2,637,234 $2,267,729 $2,267,729 0.03 $2,227,223
OBX 2022-NQM7 Trust MB FLTG 66, 5.42%, 04/25/56 OBX 2026-CES1 67124LAB9 - 2,260,250 $2,238,540 $2,238,540 0.03 $2,221,513
EFMT 2026-CES1 A1B 5.116% 25-DEC-2060, 5.12%, 12/25/60 EFMT 2026-CES1 26846MAB0 - 2,253,132 $2,238,478 $2,238,478 0.03 $2,222,469
FIGRE Trust 2024-HE4 B 5.252% 25-SEP-2054, 5.25%, 09/25/54 FIGRE 2024-HE4 31684UAB7 - 2,253,707 $2,233,272 $2,233,272 0.03 $2,224,723
Ginnie Mae REMIC Trust 2017-163 LO 0.0% 16-MAY-2041, 0.00%, 05/16/41 GNR 2017-163 38380KNA9 - 2,942,880 $2,177,129 $2,177,129 0.03 $2,177,129
Connecticut Avenue Securities Trust 2024-R06 1M2 5.24319% 25-SEP-2044, 5.24%, 09/25/44 CAS 2024-R06 20755RAC9 - 2,041,090 $2,051,602 $2,051,602 0.03 $2,043,576
PRPM 2024-RCF2 A1 3.75% 25-MAR-2054, 3.75%, 03/25/54 PRPM 2024-RCF2 693987AA7 - 2,038,793 $1,979,569 $1,979,569 0.03 $1,974,047
FNMA 30yr Pool#BY0338 6.500% 01-May-2053, 6.50%, 05/01/53 FN 3140NGLU2 - 1,886,460 $1,951,529 $1,951,529 0.03 $1,931,907
FNMA 30yr Pool#FA6741 4.000% 01-Jun-2052, 4.00%, 06/01/52 FN 3140W7P38 - - $1,925,392 $1,925,392 0.03 $0
FNMA 30yr Pool#DA3549 6.500% 01-Oct-2053, 6.50%, 10/01/53 FN 3140A35K5 - 1,807,978 $1,875,471 $1,875,471 0.03 $1,856,626
FNMA 30yr Pool#FS1640 4.000% 01-Apr-2052, 4.00%, 04/01/52 FN 3140XGZE2 - 2,015,529 $1,845,956 $1,845,956 0.03 $1,830,900
Chase Mortgage Reference Notes, Series 2020-CL1 M2 6.28175% 25-OCT-2057, 6.28%, 10/25/57 CHASE 2020-CL1 46591HAH3 - 1,754,950 $1,818,805 $1,818,805 0.03 $1,810,537
Bayview Opportunity Master Fund VII Trust 2024-CAR1 B 4.94319% 25-DEC-2031, 4.94%, 12/26/31 BVCLN 2024-CAR1 07336QAB8 - 1,738,075 $1,747,220 $1,747,220 0.03 $1,740,776
Chase Mortgage Reference Notes, Series 2021-CL1 M3 5.19319% 25-FEB-2050, 5.19%, 02/25/50 CHASE 2021-CL1 46591HBZ2 - 1,763,812 $1,733,108 $1,733,108 0.03 $1,726,238
RCKT MORTGAGE TR 2026-CES2 M1A, 5.36%, 02/25/56 RCKT 2026-CES2 74940EAE7 - 1,723,000 $1,667,285 $1,667,285 0.03 $1,654,471
PRPM 2025-RCF3 LLC 5.25% 55, 5.25%, 07/25/55 PRPM 2025-RCF3 69392PAC9 - 1,700,000 $1,658,387 $1,658,387 0.03 $1,645,992
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 $1,612,924 $1,612,924 0.02 $1,611,316
Chase Mortgage Reference Notes, Series 2021-CL1 M2 4.99319% 25-FEB-2050, 4.99%, 02/25/50 CHASE 2021-CL1 46591HBY5 - 1,588,918 $1,562,216 $1,562,216 0.02 $1,556,266
Foundation Finance Trust 2023-2 A 6.53% 15-JUN-2049, 6.53%, 06/15/49 FFIN 2023-2A 35042RAA4 - 1,478,367 $1,504,556 $1,504,556 0.02 $1,502,947
U.S. Bank Auto Credit Linked Notes, Series 2023-1 B 6.789% 25-AUG-2032, 6.79%, 08/25/32 USCLN 2023-1 90357PAV6 - 1,399,403 $1,408,481 $1,408,481 0.02 $1,401,619
Santander Bank Auto Credit-Linked Notes, Series 2024-A B 5.622% 15-JUN-2032, 5.62%, 06/15/32 SBCLN 2024-A 80290CCJ1 - 1,397,563 $1,404,358 $1,404,358 0.02 $1,403,049
FNMA 30yr Pool#DA0036 6.500% 01-Sep-2053, 6.50%, 09/01/53 FN 3140A0BE8 - 1,332,609 $1,378,851 $1,378,851 0.02 $1,364,211
FHLMC 30yr Pool#QG4340 6.500% 01-Jun-2053, 6.50%, 06/01/53 FR 3133C4ZD9 - 1,287,312 $1,326,343 $1,326,343 0.02 $1,313,401
FNMA 30yr Pool#BY0327 6.500% 01-May-2053, 6.50%, 05/01/53 FN 3140NGLH1 - 1,221,520 $1,261,844 $1,261,844 0.02 $1,249,328
FNMA 30yr Pool#FS1133 4.000% 01-Oct-2051, 4.00%, 10/01/51 FN 3140XGHK8 - - $1,205,096 $1,205,096 0.02 $0
Connecticut Avenue Securities Trust 2023-R02 1B2 11.54319% 25-JAN-2043, 11.54%, 01/25/43 CAS 2023-R02 20755AAE2 - 1,090,000 $1,195,239 $1,195,239 0.02 $1,185,802
FNMA 30yr Pool#FM7460 4.000% 01-Mar-2051, 4.00%, 03/01/51 FN 3140XBJE1 - - $1,188,426 $1,188,426 0.02 $0
FNMA 30yr Pool#DB3056 5.500% 01-May-2054, 5.50%, 05/01/54 FN 3140ACME0 - 1,163,996 $1,157,770 $1,157,770 0.02 $1,147,356
FIGRE TRUST 2025-HE5 FLTG 2055 B, 5.49%, 08/25/55 FIGRE 2025-HE5 31684MAB5 - 1,159,620 $1,151,084 $1,151,084 0.02 $1,142,250
EFMT 2026-CES1 M1 5.616% 25-DEC-2060, 5.62%, 12/25/60 EFMT 2026-CES1 26846MAF1 - 1,166,000 $1,141,432 $1,141,432 0.02 $1,132,337
FNMA 40yr Pool#BF0167 3.000% 01-Feb-2057, 3.00%, 02/01/57 FN 3140FXFH0 - 1,325,549 $1,108,402 $1,108,402 0.02 $1,099,263
FHF Trust 2024-1 (First Help Financial) A2 5.69% 15-FEB-2030, 5.69%, 02/15/30 FHF 2024-1A 31568AAB2 - 1,098,567 $1,101,293 $1,101,293 0.02 $1,100,252
FNMA 30yr Pool#AS6811 3.000% 01-Mar-2046, 3.00%, 03/01/46 FN 3138WGR97 - 1,177,297 $1,032,119 $1,032,119 0.02 $1,022,150
Santander Bank Auto Credit-Linked Notes, Series 2023-B B 5.64% 15-DEC-2033, 5.64%, 12/15/33 SBCLN 2023-B 80290CCB8 - 1,023,143 $1,028,057 $1,028,057 0.02 $1,027,095
RCKT Mortgage Trust 2025-CES10 A1B 4.995% 25-OCT-2055, 5.00%, 11/25/55 RCKT 2025-CES10 74939LAB0 - 1,019,004 $1,011,205 $1,011,205 0.02 $1,004,136
FNMA 30yr Pool#BJ9181 5.000% 01-May-2048, 5.00%, 05/01/48 FN 3140HBFX1 - 1,026,316 $1,001,322 $1,001,322 0.02 $991,803
FHLMC 30yr Pool#QG3885 6.500% 01-Jun-2053, 6.50%, 06/01/53 FR 3133C4J62 - 960,002 $989,067 $989,067 0.02 $979,458
FNMA 30yr Pool#AS7492 4.000% 01-Jul-2046, 4.00%, 07/01/46 FN 3138WHKE1 - 1,023,987 $989,027 $989,027 0.02 $939,870
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 $922,831 $922,831 0.01 $921,867
FREMF 2019-KF70 Mortgage Trust C 9.73423% 25-SEP-2029, 9.73%, 09/25/29 FREMF 2019-KF70 30298UAJ0 - 890,414 $892,186 $892,186 0.01 $885,685
ACHV ABS Trust 2024-1PL B 6.34% 25-APR-2031, 6.34%, 04/25/31 ACHV 2024-1PL 00092BAB0 - 847,245 $852,319 $852,319 0.01 $848,440
Bayview Opportunity Master Fund VII Trust 2024-CAR1 C 5.14319% 25-DEC-2031, 5.14%, 12/26/31 BVCLN 2024-CAR1 07336QAC6 - 845,863 $850,747 $850,747 0.01 $847,484
FNMA 30yr Pool#BY0361 6.500% 01-Jun-2053, 6.50%, 06/01/53 FN 3140NGMK3 - 814,077 $840,828 $840,828 0.01 $832,603
FNMA 30yr Pool#FA4553 5.000% 01-Feb-2056, 5.00%, 02/01/56 FN 3140W5BX1 - - $825,105 $825,105 0.01 $0
Structured Agency Credit Risk (STACR) Debt Notes, Series 2020-DNA2 B2 8.55767% 25-FEB-2050, 8.56%, 02/25/50 STACR 2020-DNA2 35565KBE7 - 728,791 $810,106 $810,106 0.01 $805,429
RCKT Mortgage Trust 2025-CES10 M1 5.662% 25-OCT-2055, 5.66%, 11/25/55 RCKT 2025-CES10 74939LAE4 - 763,000 $749,452 $749,452 0.01 $743,452
FNMA 30yr Pool#CC0990 5.000% 01-Sep-2055, 5.00%, 09/01/55 FN 3140Y7C48 - 761,074 $743,985 $743,985 0.01 $727,163
FNMA 30yr Pool#AB9341 3.000% 01-May-2043, 3.00%, 05/01/43 FN 31417GLX2 - 797,883 $724,270 $724,270 0.01 $703,882
FHLMC 30yr Pool#ZT1926 3.000% 01-Nov-2043, 3.00%, 11/01/43 FR 3132AED78 - 718,847 $639,193 $639,193 0.01 $632,384
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 $621,617 $621,617 0.01 $618,483
FNMA 30yr Pool#CB6864 5.000% 01-Aug-2053, 5.00%, 08/01/53 FN 3140QSTW1 - 622,048 $601,298 $601,298 0.01 $594,109
FHLMC 30yr Pool#QG2540 6.500% 01-May-2053, 6.50%, 05/01/53 FR 3133C2ZD3 - 538,850 $556,471 $556,471 0.01 $550,865
ACHM Trust 2024-HE1 B 7.26% 25-MAY-2039, 7.26%, 05/25/39 ACHM 2024-HE1 00449TAB1 - 537,337 $551,161 $551,161 0.01 $548,343
U.S. Auto Funding 2021-1 C 2.2% 15-MAY-2026, 2.20%, 05/15/27 USAUT 2021-1A 90355EAC5 - 796,939 $528,703 $528,703 0.01 $528,411
FNMA 30yr Pool#AL6842 4.000% 01-May-2045, 4.00%, 05/01/45 FN 3138EPS88 - 561,346 $524,158 $524,158 0.01 $518,981
Sequoia Mortgage Trust 2013-5 A1 2.5% 25-MAY-2043, 2.50%, 05/25/43 SEMT 2013-5 81745AAA5 - 587,723 $510,587 $510,587 0.01 $508,547
FNMA 30yr Pool#AZ0869 4.000% 01-Jul-2045, 4.00%, 07/01/45 FN 3138YR6F0 - 460,719 $429,385 $429,385 0.01 $425,198
ACHV ABS Trust 2024-1PL C 6.42% 25-APR-2031, 6.42%, 04/25/31 ACHV 2024-1PL 00092BAC8 - 420,910 $423,389 $423,389 0.01 $421,437
FHLMC 15yr Pool#SB0116 2.500% 01-Nov-2034, 2.50%, 11/01/34 FR 3132CWDV3 - 433,730 $410,202 $410,202 0.01 $403,223
FHF Issuer Trust 2023-2 (First Help Financial) A2 6.79% 15-OCT-2029, 6.79%, 10/15/29 FHF 2023-2A 30333LAB4 - 396,798 $399,004 $399,004 0.01 $398,555
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-DNA5 M2 5.29319% 25-JAN-2034, 5.29%, 01/25/34 STACR 2021-DNA5 35564KHE2 - 368,728 $371,117 $371,117 0.01 $369,653
FHLMC 30yr Pool#QA8274 3.500% 01-Mar-2050, 3.50%, 03/01/50 FR 3133A3FP8 - 380,448 $336,000 $336,000 0.01 $333,356
FNMA 30yr Pool#CA4646 3.000% 01-Feb-2048, 3.00%, 02/01/48 FN 3140QCEU6 - 375,105 $329,177 $329,177 0.01 $326,186
Connecticut Avenue Securities Trust 2022-R01 1B1 6.79319% 25-DEC-2041, 6.79%, 12/25/41 CAS 2022-R01 20754LAF6 - 310,000 $313,569 $313,569 0.00 $311,989
Hotwire Funding, Series 2021-1 B_2021_1 2.658% 20-NOV-2051, 2.66%, 11/20/51 HWIRE 2021-1 44148JAB5 - 300,000 $299,328 $299,328 0.00 $298,641
FNMA 30yr Pool#AR9225 3.000% 01-Mar-2043, 3.00%, 03/01/43 FN 3138W7HB3 - 299,842 $270,395 $270,395 0.00 $261,906
Structured Agency Credit Risk (STACR) Debt Notes, Series 2023-HQA2 M1A 5.64319% 25-JUN-2043, 5.64%, 06/25/43 STACR 2023-HQA2 35564K2F5 - 248,029 $249,916 $249,916 0.00 $248,866
FNMA 30yr Pool#AS8649 3.000% 01-Jan-2047, 3.00%, 01/01/47 FN 3138WJTF5 - 285,939 $249,322 $249,322 0.00 $247,109
Fannie Mae REMIC Trust 2012-126 SY 0.24233% 25-NOV-2042, 0.24%, 11/25/42 FNR 2012-126 3136A9ZR2 - 473,554 $245,115 $245,115 0.00 $245,032
FNMA 30yr Pool#CC1926 5.000% 01-Feb-2056, 5.00%, 02/01/56 FN 3140Y8D86 - - $241,623 $241,623 0.00 $0
FHLMC 30yr Pool#ZN4240 4.500% 01-Dec-2048, 4.50%, 12/01/48 FR 3131YAV98 - 241,334 $229,372 $229,372 0.00 $227,224
FHLMC 30yr Pool#QA1615 3.500% 01-Aug-2049, 3.50%, 08/01/49 FR 31334XYL7 - 229,511 $204,007 $204,007 0.00 $202,370
FNMA 30yr Pool#MA1327 3.000% 01-Jan-2043, 3.00%, 01/01/43 FN 31418APM4 - 218,639 $195,277 $195,277 0.00 $192,340
Fannie Mae REMIC Trust 2017-9 VL 3.0% 25-JUL-2028, 3.00%, 07/25/28 FNR 2017-9 3136AVYH6 - 174,235 $182,245 $182,245 0.00 $173,248
FHLMC 15yr Pool#SB0040 2.500% 01-Dec-2033, 2.50%, 12/01/33 FR 3132CWBH6 - 182,468 $178,914 $178,914 0.00 $173,667
FNMA 30yr Pool#BO2983 3.000% 01-Sep-2049, 3.00%, 09/01/49 FN 3140JXJ58 - 184,519 $160,398 $160,398 0.00 $158,962
FNMA 30yr Pool#AB6280 3.000% 01-Sep-2042, 3.00%, 09/01/42 FN 31417C6S9 - 168,427 $150,013 $150,013 0.00 $148,168
FNMA 30yr Pool#AB7563 3.000% 01-Jan-2043, 3.00%, 01/01/43 FN 31417EMM0 - 152,256 $136,335 $136,335 0.00 $134,741
FNMA 30yr Pool#CC1195 5.000% 01-Oct-2055, 5.00%, 10/01/55 FN 3140Y7KH0 - - $124,810 $124,810 0.00 $0
FNMA 30yr Pool#MA1229 3.000% 01-Oct-2042, 3.00%, 10/01/42 FN 31418ALK2 - 133,598 $119,530 $119,530 0.00 $118,237
GNMA II 30yr Pool#BF6874 4.500% 20-Jul-2048, 4.50%, 07/20/48 G2 3617GDT77 - 123,458 $117,310 $117,310 0.00 $116,206
FNMA 20yr Pool#AB9283 3.000% 01-Apr-2038, 3.00%, 04/01/38 FN 31417GJ56 - 119,665 $111,272 $111,272 0.00 $109,524
FHLMC 30yr Pool#QH7013 6.500% 01-Dec-2053, 6.50%, 12/01/53 FR 3133CKYJ1 - 104,648 $111,114 $111,114 0.00 $106,745
Blue Bridge Funding 2023-1 A 7.37% 15-NOV-2030, 7.37%, 11/15/30 BBEF 2023-1A 09531MAA8 - 104,884 $105,138 $105,138 0.00 $105,009
GNMA II 30yr Pool#BK5879 4.500% 20-Nov-2048, 4.50%, 11/20/48 G2 3617J6Q80 - 109,236 $103,003 $103,003 0.00 $102,097
FNMA 30yr Pool#BM3282 3.500% 01-Dec-2047, 3.50%, 12/01/47 FN 3140J7UG8 - 104,198 $94,169 $94,169 0.00 $92,898
FNMA 30yr Pool#CA0108 3.500% 01-Aug-2047, 3.50%, 08/01/47 FN 3140Q7DN4 - 96,374 $87,033 $87,033 0.00 $85,923
Fannie Mae REMIC Trust 2013-130 FN 4.10767% 25-OCT-2042, 4.11%, 10/25/42 FNR 2013-130 3136AHG53 - 77,868 $77,386 $77,386 0.00 $77,155
FHLMC 30yr Pool#SD1111 4.000% 01-Jun-2050, 4.00%, 06/01/50 FR 3132DNGU1 - - $77,289 $77,289 0.00 $0
FHLMC 30yr Pool#ZM7926 5.000% 01-Sep-2048, 5.00%, 09/01/48 FR 3131Y2YX0 - 75,744 $73,892 $73,892 0.00 $73,194
FHLMC 30yr Pool#QA2159 3.000% 01-Aug-2049, 3.00%, 08/01/49 FR 31334YMG9 - 73,668 $62,276 $62,276 0.00 $61,760
FNMA 30yr Pool#MA1447 3.000% 01-May-2043, 3.00%, 05/01/43 FN 31418ATD0 - 69,379 $61,594 $61,594 0.00 $60,601
FNMA 30yr Pool#AS8547 3.000% 01-Nov-2046, 3.00%, 11/01/46 FN 3138WJP93 - 69,407 $60,171 $60,171 0.00 $59,671
FNMA 30yr Pool#FS1578 4.000% 01-Oct-2050, 4.00%, 10/01/50 FN 3140XGXG9 - - $58,038 $58,038 0.00 $0
FNMA 30yr Pool#FS0088 4.000% 01-Mar-2050, 4.00%, 03/01/50 FN 3140XFC25 - - $56,118 $56,118 0.00 $0
FNMA 30yr Pool#BD2453 3.000% 01-Jan-2047, 3.00%, 01/01/47 FN 3140F9WP6 - 62,176 $54,485 $54,485 0.00 $53,752
Sequoia Mortgage Trust 2019-CH3 A19 4.0% 25-OCT-2049, 4.00%, 09/25/49 SEMT 2019-CH3 81748GBN0 - 57,687 $52,107 $52,107 0.00 $51,786
FNMA 30yr Pool#FS2144 3.500% 01-Jun-2052, 3.50%, 06/01/52 FN 3140XHL21 - - $50,963 $50,963 0.00 $0
FNMA 30yr Pool#CB2907 3.500% 01-Feb-2052, 3.50%, 02/01/52 FN 3140QNGR7 - - $50,674 $50,674 0.00 $0
Fannie Mae REMIC Trust 2006-20 GF 4.10767% 25-APR-2036, 4.11%, 04/25/36 FNR 2006-20 31395BU43 - 47,120 $46,973 $46,973 0.00 $46,833
FHLMC 15yr Pool#ZK8962 3.000% 01-Sep-2032, 3.00%, 09/01/32 FR 3131XC5X1 - 44,524 $43,515 $43,515 0.00 $42,450
FNMA 30yr Pool#BV5393 3.500% 01-Apr-2052, 3.50%, 04/01/52 FN 3140MJ7F6 - - $40,966 $40,966 0.00 $0
Fannie Mae REMIC Trust 2010-109 BS 13.63989% 25-OCT-2040, 13.64%, 10/25/40 FNR 2010-109 31398NTM6 - 41,248 $39,151 $39,151 0.00 $38,354
FHLMC 30yr Pool#SD0943 3.500% 01-Apr-2052, 3.50%, 04/01/52 FR 3132DNBL6 - - $38,695 $38,695 0.00 $0
Freddie Mac Multiclass Certificates, Series 3380 FM 4.34098% 15-OCT-2037, 4.35%, 10/15/37 FHR 3380 31397KTJ0 - 37,934 $37,891 $37,891 0.00 $37,863
FNMA 15yr Pool#BO5957 3.000% 01-Dec-2034, 3.00%, 12/01/34 FN 3140K1TP1 - 39,367 $37,547 $37,547 0.00 $36,916
FHLMC 15yr Pool#ZS7403 3.000% 01-May-2031, 3.00%, 05/01/31 FR 3132A8GL7 - 37,103 $37,261 $37,261 0.00 $35,980
Freddie Mac Multiclass Certificates, Series 3721 FB 4.25098% 15-SEP-2040, 4.26%, 09/15/40 FHR 3721 3137GAD20 - 35,996 $35,861 $35,861 0.00 $35,835
Ginnie Mae REMIC Trust 2008-013 FB 4.26693% 20-FEB-2038, 4.27%, 02/20/38 GNR 2008-13 38375PNL1 - 35,542 $35,584 $35,584 0.00 $35,453
FNMA 30yr Pool#BC0870 3.500% 01-Jan-2046, 3.50%, 01/01/46 FN 3140EU6G9 - 34,214 $30,897 $30,897 0.00 $30,612
Ginnie Mae REMIC Trust 2007-040 FG 4.08693% 20-JUL-2037, 4.09%, 07/20/37 GNR 2007-40 38375KZS4 - 26,970 $26,770 $26,770 0.00 $26,675
FHLMC 15yr Pool#ZK9163 3.000% 01-Jan-2033, 3.00%, 01/01/33 FR 3131XDFC4 - 26,211 $25,472 $25,472 0.00 $24,958
Saluda Grade Alternative Mortgage Trust 2024-RTL5 A1 7.762% 25-APR-2030, 7.76%, 04/25/30 GRADE 2024-RTL5 A1 795935AA3 - - $22,584 $22,584 0.00 $0
Ginnie Mae REMIC Trust 2004-069 CF 4.16693% 20-JUL-2034, 4.17%, 07/20/34 GNR 2004-69 38374JAT3 - 22,268 $22,243 $22,243 0.00 $22,163
Fannie Mae REMIC Trust 2013-2 QF 4.25767% 25-FEB-2043, 4.26%, 02/25/43 FNR 2013-2 3136AB4P5 - 21,387 $21,352 $21,352 0.00 $21,286
Ginnie Mae REMIC Trust 2007-059 FA 4.26693% 20-OCT-2037, 4.27%, 10/20/37 GNR 2007-59 38375LPU8 - 21,287 $21,246 $21,246 0.00 $21,168
FHLMC 30yr Pool#ZN2165 4.500% 01-Dec-2048, 4.50%, 12/01/48 FR 3131Y8MN2 - 21,145 $21,097 $21,097 0.00 $19,933
FNMA 15yr Pool#BO7717 3.000% 01-Nov-2034, 3.00%, 11/01/34 FN 3140K3SF0 - 21,712 $20,876 $20,876 0.00 $20,489
FNMA 30yr Pool#CB2681 3.500% 01-Jan-2052, 3.50%, 01/01/52 FN 3140QM6T6 - - $18,618 $18,618 0.00 $0
Ginnie Mae REMIC Trust 2008-016 FC 4.26693% 20-FEB-2038, 4.27%, 02/20/38 GNR 2008-16 383742FU2 - 17,149 $17,171 $17,171 0.00 $17,108
Ginnie Mae REMIC Trust 2007-037 FW 4.07693% 20-JUN-2037, 4.08%, 06/20/37 GNR 2007-37 38375KNR9 - 16,754 $16,659 $16,659 0.00 $16,600
Ginnie Mae REMIC Trust 2010-133 FD 4.18368% 16-OCT-2040, 4.41%, 10/16/40 GNR 2010-133 38377MHV1 - 16,479 $16,467 $16,467 0.00 $16,457
FHLMC 30yr Pool#QE1073 3.500% 01-Apr-2052, 3.50%, 04/01/52 FR 3133BAFN6 - - $16,306 $16,306 0.00 $0
Ginnie Mae REMIC Trust 2005-065 FA 3.91693% 20-AUG-2035, 3.92%, 08/20/35 GNR 2005-65 38374LL25 - 16,407 $16,255 $16,255 0.00 $16,200
Ginnie Mae REMIC Trust 2004-059 FP 4.05368% 16-AUG-2034, 4.28%, 08/16/34 GNR 2004-59 38374HYS3 - 15,200 $15,152 $15,152 0.00 $15,143
FHLMC 30yr Pool#ZT0252 3.000% 01-Dec-2047, 3.00%, 12/01/47 FR 3132ACH52 - 15,560 $13,605 $13,605 0.00 $13,452
Ginnie Mae REMIC Trust 2005-048 AF 3.96693% 20-JUN-2035, 3.97%, 06/20/35 GNR 2005-48 38374LHM6 - 13,504 $13,394 $13,394 0.00 $13,348
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 $13,350
Fannie Mae REMIC Trust 2002-53 FK 4.15767% 25-APR-2032, 4.16%, 04/25/32 FNR 2002-53 31392EHN3 - 13,207 $13,208 $13,208 0.00 $13,169
Fannie Mae REMIC Trust 2005-83 KT 4.05767% 25-OCT-2035, 4.06%, 10/25/35 FNR 2005-83 31394FUL7 - 11,660 $11,615 $11,615 0.00 $11,581
GNMA II 30yr Pool#MA5021 4.500% 20-Feb-2048, 4.50%, 02/20/48 G2 36179TSJ5 - - $11,095 $11,095 0.00 $0
Fannie Mae REMIC Trust 2007-89 GF 4.27767% 25-SEP-2037, 4.28%, 09/25/37 FNR 2007-89 31396XPM0 - 10,766 $10,786 $10,786 0.00 $10,753
Freddie Mac Multiclass Certificates, Series 2551 FD 4.15098% 15-JAN-2033, 4.16%, 01/15/33 FHR 2551 31393JAZ1 - 9,636 $9,631 $9,631 0.00 $9,625
FNMA 30yr Pool#CB4329 3.500% 01-Jul-2052, 3.50%, 07/01/52 FN 3140QPY35 - - $9,597 $9,597 0.00 $0
Ginnie Mae REMIC Trust 2012-075 FP 4.06693% 20-JUL-2041, 4.07%, 07/20/41 GNR 2012-75 38378EZ55 - 9,309 $9,359 $9,359 0.00 $9,327
FHLMC 30yr Pool#ZM2269 3.000% 01-Dec-2046, 3.00%, 12/01/46 FR 3131XVQW8 - 10,595 $9,273 $9,273 0.00 $9,159
Ginnie Mae REMIC Trust 2007-061 FA 4.26693% 20-OCT-2037, 4.27%, 10/20/37 GNR 2007-61 38375LLN8 - 8,612 $8,596 $8,596 0.00 $8,564
GNMA II 30yr Pool#MA5264 4.000% 20-Jun-2048, 4.00%, 06/20/48 G2 36179TZ57 - - $8,008 $8,008 0.00 $0
Fannie Mae REMIC Trust 2010-123 FL 4.18767% 25-NOV-2040, 4.19%, 11/25/40 FNR 2010-123 31398N2W3 - 7,545 $7,544 $7,544 0.00 $7,521
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 $7,230 $7,230 0.00 $7,225
FNMA 15yr Pool#AS8207 2.500% 01-Oct-2031, 2.50%, 10/01/31 FN 3138WJDM7 - 7,195 $7,054 $7,054 0.00 $6,858
Fannie Mae REMIC Trust 2012-100 FG 4.15767% 25-SEP-2042, 4.16%, 09/25/42 FNR 2012-100 3136A8QW3 - 6,821 $6,774 $6,774 0.00 $6,754
FNMA 30yr Pool#BV4203 3.500% 01-Apr-2052, 3.50%, 04/01/52 FN 3140MHU56 - - $6,433 $6,433 0.00 $0
FNMA 15yr Pool#AS7643 2.500% 01-Aug-2031, 2.50%, 08/01/31 FN 3138WHP55 - 6,505 $6,358 $6,358 0.00 $6,205
Fannie Mae REMIC Trust 2003-87 FG 4.25767% 25-SEP-2033, 4.26%, 09/25/33 FNR 2003-87 31393E4W6 - 6,313 $6,326 $6,326 0.00 $6,307
FNMA 15yr Pool#BM1036 2.500% 01-Feb-2032, 2.50%, 02/01/32 FN 3140J5EJ4 - 6,373 $6,278 $6,278 0.00 $6,072
Ginnie Mae REMIC Trust 2007-018 FD 4.06693% 20-APR-2037, 4.07%, 04/20/37 GNR 2007-18 38375JC86 - 6,289 $6,248 $6,248 0.00 $6,226
Freddie Mac Multiclass Certificates, Series 3028 FM 4.00098% 15-SEP-2035, 4.01%, 09/15/35 FHR 3028 31396AFB5 - 6,236 $6,220 $6,220 0.00 $6,216
FNMA 30yr Pool#FM3447 4.000% 01-Nov-2049, 4.00%, 11/01/49 FN 3140X6ZM6 - - $6,106 $6,106 0.00 $0
Ginnie Mae REMIC Trust 2010-006 FG 4.35368% 16-JAN-2040, 4.58%, 01/16/40 GNR 2010-6 38376TSC7 - 5,803 $5,814 $5,814 0.00 $5,810
FHLMC 15yr Pool#ZK8405 2.500% 01-Dec-2031, 2.50%, 01/22/31 FR 3131XCKS5 - 5,580 $5,439 $5,439 0.00 $5,308
Fannie Mae REMIC Trust 2002-16 VF 4.30767% 25-APR-2032, 4.31%, 04/25/32 FNR 2002-16 31392CWW0 - 5,384 $5,410 $5,410 0.00 $5,393
Fannie Mae REMIC Trust 2010-95 FB 4.15767% 25-SEP-2040, 4.16%, 09/25/40 FNR 2010-95 31398NEX8 - 4,687 $4,690 $4,690 0.00 $4,676
FHLMC 30yr Pool#QD9191 3.500% 01-Apr-2052, 3.50%, 04/01/52 FR 3133B7F86 - - $3,959 $3,959 0.00 $0
FNMA 30yr Pool#BK9507 4.000% 01-Oct-2048, 4.00%, 10/01/48 FN 3140HPR58 - - $3,318 $3,318 0.00 $0
FNMA 30yr Pool#BW0343 4.500% 01-May-2052, 4.50%, 05/01/52 FN 3140MRLZ8 - - $3,027 $3,027 0.00 $0
GNMA II 30yr Pool#MA5192 4.000% 20-May-2048, 4.00%, 05/20/48 G2 36179TXV2 - - $2,245 $2,245 0.00 $0
FNMA 30yr Pool#BV6879 4.500% 01-Apr-2052, 4.50%, 04/01/52 FN 3140MLUD0 - - $2,125 $2,125 0.00 $0
FNMA 30yr Pool#BV8484 3.500% 01-Apr-2052, 3.50%, 04/01/52 FN 3140MNNA0 - - $2,040 $2,040 0.00 $0
FNMA 30yr Pool#BV7632 4.500% 01-Apr-2052, 4.50%, 04/01/52 FN 3140MMPS1 - - $1,623 $1,623 0.00 $0
Freddie Mac Multiclass Certificates, Series 3738 FD 4.05098% 15-AUG-2040, 4.06%, 08/15/40 FHR 3738 3137GAYQ4 - 1,407 $1,408 $1,408 0.00 $1,407
GNMA II 30yr Pool#MA5866 4.000% 20-Apr-2049, 4.00%, 04/20/49 G2 36179UQT2 - - $1,279 $1,279 0.00 $0
FNMA 30yr Pool#BW0081 4.500% 01-Apr-2052, 4.50%, 04/01/52 FN 3140MRCT2 - - $1,186 $1,186 0.00 $0
FHLMC 30yr Pool#ZN0650 3.000% 01-Mar-2043, 3.00%, 03/01/43 FR 3131Y6WK1 - 1,013 $892 $892 0.00 $884
FNMA 30yr Pool#BV7132 4.500% 01-Apr-2052, 4.50%, 04/01/52 FN 3140ML4S6 - - $841 $841 0.00 $0
FHLMC 30yr Pool#ZT1633 4.000% 01-Mar-2047, 4.00%, 03/01/47 FR 3132ADY69 - - $840 $840 0.00 $0
GNMA II 30yr Pool#MA5753 4.000% 20-Feb-2049, 4.00%, 02/20/49 G2 36179UMA7 - - $737 $737 0.00 $0
FHLMC 30yr Pool#QE0318 4.500% 01-Mar-2052, 4.50%, 03/01/52 FR 3133B9K78 - - $575 $575 0.00 $0
Freddie Mac Multiclass Certificates, Series 2469 FE 4.25098% 15-JUL-2032, 4.26%, 07/15/32 FHR 2469 31392RC58 - 489.00 $489 $489 0.00 $489
FNMA 30yr Pool#BV7131 4.500% 01-Apr-2052, 4.50%, 04/01/52 FN 3140ML4R8 - - $464 $464 0.00 $0
FNMA 30yr Pool#BW0072 4.500% 01-Apr-2052, 4.50%, 04/01/52 FN 3140MRCJ4 - - $392 $392 0.00 $0
Ginnie Mae REMIC Trust 2010-125 VF 4.11693% 20-JUN-2040, 4.12%, 06/20/40 GNR 2010-125 38377JYJ6 - 283.00 $284 $284 0.00 $283
Ginnie Mae REMIC Trust 1999-27 FE 4.15368% 16-AUG-2029, 4.38%, 08/16/29 GNR 1999-27 3837H2WA3 - 104.00 $104 $104 0.00 $104
US ULTRA BOND CBT Dec26 DEC 26 WNZ6 FUTURES_USD - -306.00 $-33,267,938 $0 0.00 $0
US 2YR NOTE (CBT) Dec26 DEC 26 TUZ6 FUTURES_USD - 2,561 $521,823,757 $0 0.00 $0
US 5YR NOTE (CBT) Dec26 DEC 26 FVZ6 FUTURES_USD - -2,080 $-216,693,751 $0 0.00 $0
US 10yr Ultra Fut Dec26 DEC 26 UXYZ6 FUTURES_USD - -2,997 $-322,037,016 $0 0.00 $0
US 10YR NOTE (CBT)Dec26 DEC 26 TYZ6 FUTURES_USD - -2,561 $-271,025,828 $0 0.00 $0
UMBS TBA 30yr 4.5% October Delivery, 4.50%, 10/13/26 FNCL 01F0426A6 - -6,717,237 $-6,172,617 $-6,172,617 -0.09 $-6,172,617
UMBS TBA 30yr 6% October Delivery, 6.00%, 10/13/26 FNCL 01F0606A8 - -10,500,000 $-10,457,349 $-10,457,349 -0.16 $-10,457,349
UMBS TBA 30yr 4% October Delivery, 4.00%, 10/13/26 FNCL 01F0406A0 - -203,407,155 $-181,816,299 $-181,816,299 -2.78 $-181,816,299
UMBS TBA 30yr 5% October Delivery, 5.00%, 10/13/26 FNCL 01F0506A9 - -300,679,227 $-284,133,150 $-284,133,150 -4.35 $-284,133,150
UMBS TBA 30yr 4.5% November Delivery, 4.50%, 11/12/26 FNCL 01F0426B4 - -574,435,096 $-527,362,438 $-527,362,438 -8.08 $-527,362,438
UMBS TBA 30yr 5.5% October Delivery, 5.50%, 10/13/26 FNCL 01F0526A5 - -861,077,896 $-836,151,413 $-836,151,413 -12.81 $-836,151,413
SEGREGATED CASH SEGCASH $0.00 57,570,821 $57,570,821 $57,570,821 0.88 $57,570,821
ALMSUM ALMSUM $0.00 - $0 $0 0.00 $0
US DOLLARS USD MD_142224 - -2,135,230,974 $-2,135,230,974 $-2,135,230,974 -32.71 $-2,135,230,974
3 MONTH SOFR FUT Sep27 SEP 27 SFRU7 FUTURES_USD - 1,367 $325,551,050 $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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