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For Individual Investors in the US

Mortgage-Backed Securities ETF Holdings

Full Portfolio Holdings

(As of August 28, 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% September Delivery, 2.50%, 09/14/26 FNCL 01F022691 - 1,393,917,386 $1,139,737,945 $1,139,737,945 16.96 $1,139,737,945
GNMA II TBA 30yr 2.5% September Delivery, 2.50%, 09/21/26 G2SF 21H022697 - 710,603,414 $595,274,612 $595,274,612 8.87 $595,274,612
UMBS TBA 30yr 4% September Delivery, 4.00%, 09/14/26 FNCL 01F040693 - 531,326,829 $485,790,526 $485,790,526 7.24 $485,790,526
UMBS TBA 30yr 3% September Delivery, 3.00%, 09/14/26 FNCL 01F030694 - 427,992,149 $365,655,948 $365,655,948 5.45 $365,655,948
FNMA 30yr Pool#FA5633 4.500% 01-Sep-2053, 4.50%, 09/01/53 FN 3140W6HK1 - 317,433,858 $306,002,395 $306,002,395 4.56 $304,812,019
UMBS TBA 30yr 2% September Delivery, 2.00%, 09/14/26 FNCL 01F020695 - 360,986,255 $282,084,045 $282,084,045 4.21 $282,084,045
UMBS TBA 30yr 6% September Delivery, 6.00%, 09/14/26 FNCL 01F060691 - 232,421,092 $235,061,396 $235,061,396 3.51 $235,061,396
GNMA II TBA 30yr 5% September Delivery, 5.00%, 09/21/26 G2SF 21H050698 - 198,508,194 $192,473,545 $192,473,545 2.86 $192,473,545
UMBS TBA 30yr 6.5% September Delivery, 6.50%, 09/14/26 FNCL 01F062697 - 174,168,000 $179,488,832 $179,488,832 2.67 $179,488,832
Fannie Mae Pool|6|06/01/2056, 6.00%, 06/01/56 FN 3140W7NY2 - 171,002,154 $174,890,389 $174,890,389 2.60 $174,035,379
Fannie Mae Pool|4|06/01/2052, 4.00%, 06/01/52 FN 3140W7P38 - 181,701,732 $169,398,226 $169,398,226 2.52 $168,792,553
GNMA II TBA 30yr 5.5% September Delivery, 5.50%, 09/21/26 G2SF 21H052694 - 164,697,000 $163,735,334 $163,735,334 2.44 $163,735,334
GNMA II TBA 30yr 3% September Delivery, 3.00%, 09/21/26 G2SF 21H030690 - 182,289,962 $158,758,880 $158,758,880 2.36 $158,758,880
FHLMC 30yr Pool#RJ6896 5.500% 01-Jun-2056, 5.50%, 06/01/56 FR 3142GXUW5 - 154,563,166 $155,345,832 $155,345,832 2.31 $154,968,011
UMBS TBA 30yr 3.5% September Delivery, 3.50%, 09/14/26 FNCL 01F032690 - 155,843,000 $138,515,129 $138,515,129 2.06 $138,515,129
FNMA 30yr Pool#FA5682 5.500% 01-May-2056, 5.50%, 05/01/56 FN 3140W6J45 - 132,802,396 $133,758,921 $133,758,921 1.99 $133,150,243
FNMA 30yr Pool#FA5419 4.500% 01-Aug-2053, 4.50%, 08/01/53 FN 3140W6AV4 - 139,544,616 $132,983,284 $132,983,284 1.98 $132,459,992
FNMA 30yr Pool#CB9787 5.000% 01-Jan-2055, 5.00%, 01/01/55 FN 3140QV2V5 - 127,496,957 $124,801,054 $124,801,054 1.86 $124,269,816
Freddie Mac Pool|6|08/01/2056, 6.00%, 08/01/56 FR 31427UBD4 - 117,834,134 $120,525,522 $120,525,522 1.79 $119,936,351
GNMA II TBA 30yr 3.5% September Delivery, 3.50%, 09/21/26 G2SF 21H032696 - 132,283,377 $115,852,062 $115,852,062 1.72 $115,852,062
GNMA II TBA 30yr 4.5% September Delivery, 4.50%, 09/21/26 G2SF 21H042695 - 114,736,488 $107,648,756 $107,648,756 1.60 $107,648,756
Freddie Mac Pool|6|06/01/2056, 6.00%, 06/01/56 FR 31427UBC6 - 104,694,427 $107,074,962 $107,074,962 1.59 $106,551,490
FNMA 30yr Pool#FA2754 4.500% 01-Jan-2049, 4.50%, 01/01/49 FN 3140W3BY4 - 111,308,879 $106,769,342 $106,769,342 1.59 $106,351,933
FHLMC 30yr Pool#SL3899 5.000% 01-Jan-2056, 5.00%, 01/01/56 FR 31427RKM1 - 108,460,368 $106,163,529 $106,163,529 1.58 $105,711,611
FNMA 30yr Pool#FS1133 4.000% 01-Oct-2051, 4.00%, 10/01/51 FN 3140XGHK8 - 104,852,216 $97,752,394 $97,752,394 1.45 $97,402,887
GNMA II TBA 30yr 4% September Delivery, 4.00%, 09/21/26 G2SF 21H040699 - 103,195,688 $93,389,208 $93,389,208 1.39 $93,389,208
FNMA 30yr Pool#FM7460 4.000% 01-Mar-2051, 4.00%, 03/01/51 FN 3140XBJE1 - 99,657,089 $92,909,044 $92,909,044 1.38 $92,576,853
FNMA 30yr Pool#FA5549 5.000% 01-Mar-2056, 5.00%, 03/01/56 FN 3140W6EX6 - 93,349,917 $91,008,838 $91,008,838 1.35 $90,619,880
FNMA 30yr Pool#FA4553 5.000% 01-Feb-2056, 5.00%, 02/01/56 FN 3140W5BX1 - 84,578,380 $83,137,311 $83,137,311 1.24 $82,784,901
FNMA 30yr Pool#FA3025 5.500% 01-Sep-2055, 5.50%, 09/01/55 FN 3140W3LF4 - 82,153,765 $82,683,044 $82,683,044 1.23 $82,306,506
FHLMC 30yr Pool#SL5254 4.500% 01-Sep-2051, 4.50%, 09/01/51 FR 31427SZU5 - 83,613,315 $80,602,223 $80,602,223 1.20 $80,288,673
FHLMC 30yr Pool#SL5145 5.000% 01-Feb-2056, 5.00%, 02/01/56 FR 31427SWF1 - 78,868,982 $76,891,064 $76,891,064 1.14 $76,562,443
FNMA 30yr Pool#FS9005 5.500% 01-Sep-2054, 5.50%, 09/01/54 FN 3140XRAF2 - 76,211,199 $76,661,414 $76,661,414 1.14 $76,312,113
Fannie Mae Pool|6|11/01/2055, 6.00%, 11/01/55 FN 3140W7NX4 - 74,939,350 $76,651,001 $76,651,001 1.14 $76,276,304
FHLMC 30yr Pool#SL2464 4.500% 01-Dec-2048, 4.50%, 12/01/48 FR 31427PW26 - 77,692,516 $74,523,963 $74,523,963 1.11 $74,232,616
FHLMC 30yr Pool#RJ4363 5.500% 01-Jun-2055, 5.50%, 06/01/55 FR 3142GUZ55 - 70,785,574 $71,463,388 $71,463,388 1.06 $71,138,954
FNMA 30yr Pool#CB9331 5.500% 01-Oct-2054, 5.50%, 10/01/54 FN 3140QVLM4 - 70,815,419 $71,233,759 $71,233,759 1.06 $70,909,188
FNMA 30yr Pool#FA3036 5.500% 01-Oct-2055, 5.50%, 10/01/55 FN 3140W3LS6 - 69,562,901 $70,229,007 $70,229,007 1.04 $69,910,177
FHLMC 30yr Pool#SD1046 4.000% 01-Jul-2052, 4.00%, 07/01/52 FR 3132DNET6 - 75,216,230 $69,868,968 $69,868,968 1.04 $69,618,247
FHLMC 30yr Pool#RJ6445 5.000% 01-Apr-2056, 5.00%, 04/01/56 FR 3142GXET0 - 68,480,503 $66,547,293 $66,547,293 0.99 $66,261,957
FNMA 30yr Pool#FA3037 5.500% 01-Oct-2055, 5.50%, 10/01/55 FN 3140W3LT4 - 65,597,193 $66,110,356 $66,110,356 0.98 $65,809,703
FHLMC 30yr Pool#SL3985 5.000% 01-Jan-2056, 5.00%, 01/01/56 FR 31427RNB2 - 65,114,423 $63,537,460 $63,537,460 0.95 $63,266,150
FNMA 30yr Pool#FA0574 5.500% 01-Jan-2055, 5.50%, 01/01/55 FN 3140W0T88 - 61,680,806 $62,228,342 $62,228,342 0.93 $61,945,638
FHLMC 30yr Pool#SL4515 5.000% 01-Apr-2056, 5.00%, 04/01/56 FR 31427SAR9 - 63,727,576 $62,184,201 $62,184,201 0.93 $61,918,669
Freddie Mac Pool|5.5|01/01/2056, 5.50%, 01/01/56 FR 31427UBM4 - 61,008,621 $61,368,426 $61,368,426 0.91 $61,088,803
FNMA 30yr Pool#FA4990 5.000% 01-Mar-2056, 5.00%, 03/01/56 FN 3140W5RL0 - 57,935,302 $56,887,462 $56,887,462 0.85 $56,646,065
FNMA 30yr Pool#FA4270 5.000% 01-Dec-2055, 5.00%, 12/01/55 FN 3140W4W86 - 57,092,120 $56,062,588 $56,062,588 0.83 $55,824,704
FNMA 30yr Pool#FA5046 5.000% 01-Mar-2056, 5.00%, 03/01/56 FN 3140W5TC8 - 56,070,445 $55,056,333 $55,056,333 0.82 $54,822,706
FHLMC 30yr Pool#RJ6942 5.500% 01-Jun-2056, 5.50%, 06/01/56 FR 3142GXWC7 - 54,631,601 $54,983,676 $54,983,676 0.82 $54,733,281
FHLMC 30yr Pool#SL1188 5.500% 01-Apr-2055, 5.50%, 04/01/55 FR 31427NKA6 - 53,965,701 $54,386,894 $54,386,894 0.81 $54,139,551
Fannie Mae Pool|6|06/01/2056, 6.00%, 06/01/56 FN 3140W7PE4 - 49,905,787 $51,059,983 $51,059,983 0.76 $50,810,454
FNMA 30yr Pool#CB9654 5.000% 01-Dec-2054, 5.00%, 12/01/54 FN 3140QVWQ3 - 49,961,877 $48,905,440 $48,905,440 0.73 $48,697,266
FHLMC 30yr Pool#SL0239 5.000% 01-Jan-2055, 5.00%, 01/01/55 FR 31427MHR5 - 48,457,050 $47,432,433 $47,432,433 0.71 $47,230,529
FNMA 30yr Pool#FA2246 5.500% 01-Jul-2055, 5.50%, 07/01/55 FN 3140W2P88 - 46,577,654 $46,941,184 $46,941,184 0.70 $46,727,703
Freddie Mac Pool|4|10/01/2050, 4.00%, 10/01/50 FR 31427UBL6 - 49,819,962 $46,522,796 $46,522,796 0.69 $46,356,729
FNMA 30yr Pool#CC2018 5.500% 01-Feb-2056, 5.50%, 02/01/56 FN 3140Y8G42 - 45,591,639 $45,948,301 $45,948,301 0.68 $45,739,339
FNMA 30yr Pool#FA3128 5.500% 01-Oct-2055, 5.50%, 10/01/55 FN 3140W3PN3 - 44,684,391 $44,972,272 $44,972,272 0.67 $44,767,468
FNMA 30yr Pool#FA4155 5.000% 01-Jan-2056, 5.00%, 01/01/56 FN 3140W4TM9 - 44,378,084 $43,621,958 $43,621,958 0.65 $43,437,050
Fannie Mae Pool|5.5|09/01/2054, 5.50%, 09/01/54 FN 3140W7P20 - 42,789,913 $43,042,271 $43,042,271 0.64 $42,846,150
FHLMC 30yr Pool#SD7343 5.500% 01-Jan-2055, 5.50%, 01/01/55 FR 3132DVEQ4 - 41,800,811 $42,096,868 $42,096,868 0.63 $41,905,281
FNMA 30yr Pool#FA4202 5.000% 01-Jan-2056, 5.00%, 01/01/56 FN 3140W4U47 - 42,768,466 $41,994,939 $41,994,939 0.62 $41,816,737
FNMA 30yr Pool#CC1926 5.000% 01-Feb-2056, 5.00%, 02/01/56 FN 3140Y8D86 - 41,381,319 $40,757,815 $40,757,815 0.61 $40,585,393
FNMA 30yr Pool#FS9779 5.500% 01-Nov-2054, 5.50%, 11/01/54 FN 3140XR2M6 - 38,988,373 $39,281,762 $39,281,762 0.58 $39,103,066
FNMA 40yr Pool#BF0646 2.500% 01-Jun-2062, 2.50%, 06/01/62 FN 3140FXWG3 - 45,637,702 $37,144,522 $37,144,522 0.55 $37,049,444
New Residential Mortgage LLC 6.545% 25-MAR-2032, 6.54%, 03/25/32 NZES 2025-FHT 64832EAA7 - 34,530,915 $34,941,985 $34,941,985 0.52 $34,715,980
FHLMC 30yr Pool#SL0860 5.500% 01-Apr-2055, 5.50%, 04/01/55 FR 31427M5W7 - 34,015,950 $34,216,899 $34,216,899 0.51 $34,060,992
FNMA 40yr Pool#BF0598 2.500% 01-Mar-2062, 2.50%, 03/01/62 FN 3140FXUY6 - 41,479,664 $33,763,505 $33,763,505 0.50 $33,677,089
FHLMC 30yr Pool#RJ2205 5.500% 01-Aug-2054, 5.50%, 08/01/54 FR 3142GSNX2 - 33,542,533 $33,740,685 $33,740,685 0.50 $33,586,948
FHLMC 30yr Pool#SL4452 5.000% 01-Mar-2056, 5.00%, 03/01/56 FR 31427R5N6 - 34,250,425 $33,666,857 $33,666,857 0.50 $33,524,147
FNMA 30yr Pool#CC2016 5.500% 01-Feb-2056, 5.50%, 02/01/56 FN 3140Y8G26 - 33,069,013 $33,385,668 $33,385,668 0.50 $33,234,102
ACACIA 2026-1 LLC AB 0% 41, 5.44%, 07/15/41 ACACIA 2026-1 00402VAA3 - 32,861,607 $32,887,784 $32,887,784 0.49 $32,808,332
FHLMC 30yr Pool#SL1632 4.000% 01-Nov-2053, 4.00%, 11/01/53 FR 31427NY60 - 34,936,535 $32,447,440 $32,447,440 0.48 $32,330,985
Freddie Mac Pool|6|06/01/2056, 6.00%, 06/01/56 FR 31427UBJ1 - 31,517,310 $32,246,226 $32,246,226 0.48 $32,088,640
FNMA 30yr Pool#FA0576 5.500% 01-Jan-2055, 5.50%, 01/01/55 FN 3140W0UA1 - 31,767,711 $32,020,888 $32,020,888 0.48 $31,875,286
FNMA 30yr Pool#FA3191 5.500% 01-Oct-2055, 5.50%, 10/01/55 FN 3140W3RM3 - 30,760,935 $31,001,576 $31,001,576 0.46 $30,860,588
FNMA 30yr Pool#FA4849 5.000% 01-Feb-2056, 5.00%, 02/01/56 FN 3140W5L77 - 30,564,025 $30,043,268 $30,043,268 0.45 $29,915,917
FNMA 30yr Pool#FA3682 5.500% 01-Feb-2055, 5.50%, 02/01/55 FN 3140W4CU9 - 29,208,625 $29,467,907 $29,467,907 0.44 $29,334,035
FNMA 30yr Pool#FA1560 5.500% 01-Apr-2055, 5.50%, 04/01/55 FN 3140W1WW9 - 28,364,760 $28,616,552 $28,616,552 0.43 $28,486,547
FHLMC 30yr Pool#SL0238 5.000% 01-May-2054, 5.00%, 05/01/54 FR 31427MHQ7 - 28,068,007 $27,474,513 $27,474,513 0.41 $27,357,563
FNMA 40yr Pool#BF0698 3.500% 01-Dec-2062, 3.50%, 12/01/62 FN 3140FXX49 - 30,778,854 $27,255,922 $27,255,922 0.41 $27,166,150
FHLMC 30yr Pool#SL1291 4.000% 01-Nov-2054, 4.00%, 11/01/54 FR 31427NNH8 - 28,742,389 $26,694,603 $26,694,603 0.40 $26,598,795
FNMA 30yr Pool#FA4117 4.500% 01-Sep-2051, 4.50%, 09/01/51 FN 3140W4SF5 - 27,644,083 $26,647,736 $26,647,736 0.40 $26,544,071
FNMA 30yr Pool#FA1798 4.000% 01-Aug-2052, 4.00%, 08/01/52 FN 3140W17L1 - 27,423,086 $25,475,644 $25,475,644 0.38 $25,384,233
FHLMC 30yr Pool#SL4437 6.000% 01-Sep-2054, 6.00%, 09/01/54 FR 31427R4X5 - 24,082,321 $24,812,953 $24,812,953 0.37 $24,692,541
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 $24,261,866 $24,261,866 0.36 $24,214,616
FNMA 30yr Pool#FA5758 5.500% 01-Feb-2056, 5.50%, 02/01/56 FN 3140W6MG4 - 24,085,531 $24,227,816 $24,227,816 0.36 $24,117,424
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 $22,903,895 $22,903,895 0.34 $22,875,813
FHLMC 30yr Pool#SD3271 5.500% 01-Jun-2053, 5.50%, 06/01/53 FR 3132DQT48 - 22,517,375 $22,650,174 $22,650,174 0.34 $22,546,969
Rithm Capital Corp. 8.5% 01-JUN-2031, 8.50%, 06/01/31 RITM 64828TAD4 - 21,732,000 $22,520,674 $22,520,674 0.34 $21,971,639
FHLMC 30yr Pool#SD3669 5.500% 01-Sep-2053, 5.50%, 09/01/53 FR 3132E0CE0 - 21,325,248 $21,443,236 $21,443,236 0.32 $21,345,496
FNMA 30yr Pool#FA4386 5.500% 01-Jan-2056, 5.50%, 01/01/56 FN 3140W42U0 - 21,027,995 $21,229,351 $21,229,351 0.32 $21,132,973
FNMA 30yr Pool#CC1195 5.000% 01-Oct-2055, 5.00%, 10/01/55 FN 3140Y7KH0 - 21,332,495 $20,969,027 $20,969,027 0.31 $20,880,141
PRET 2025-RPL3 Trust A1 4.15% 25-APR-2065, 4.15%, 04/25/65 PRET 2025-RPL3 69382RAA1 - 21,030,011 $20,722,319 $20,722,319 0.31 $20,360,364
FHLMC 30yr Pool#TB3130 5.500% 01-May-2056, 5.50%, 05/01/56 FR 3142K4PQ3 - 20,300,761 $20,418,538 $20,418,538 0.30 $20,325,493
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-DNA6 B2 11.11608% 25-OCT-2041, 11.14%, 10/25/41 STACR 2021-DNA6 35564KLV9 - 19,937,000 $20,353,322 $20,353,322 0.30 $20,120,162
RCKT Mortgage Trust 2026-CES2 A3 5.255% 25-FEB-2056, 5.25%, 02/25/56 RCKT 2026-CES2 74940EAD9 - 20,600,000 $20,142,148 $20,142,148 0.30 $20,051,937
Connecticut Avenue Securities Trust 2023-R06 1B1 7.51608% 25-JUL-2043, 7.54%, 07/25/43 CAS 2023-R06 20754EAF2 - 19,155,535 $20,100,139 $20,100,139 0.30 $20,076,057
FHLMC 30yr Pool#TB5153 5.500% 01-Jun-2056, 5.50%, 06/01/56 FR 3142K6WP2 - 19,959,444 $20,075,241 $20,075,241 0.30 $19,983,760
Figure Technology Solutions, Inc. 8.5% 31-JUL-2031, 8.50%, 07/31/31 FIGR 349381AA1 - 19,574,000 $20,025,197 $20,025,197 0.30 $19,807,980
Connecticut Avenue Securities, Series 2020-SBT1 1B1 10.48056% 25-FEB-2040, 10.51%, 02/25/40 CAS 2020-SBT1 20753VBT4 - 18,982,000 $19,544,676 $19,544,676 0.29 $19,511,433
FHLMC 30yr Pool#SD5061 5.500% 01-Mar-2054, 5.50%, 03/01/54 FR 3132DSTS1 - 19,148,299 $19,331,362 $19,331,362 0.29 $19,243,599
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 $19,284,438 $19,284,438 0.29 $19,256,531
FNMA 30yr Pool#CB7112 5.500% 01-Sep-2053, 5.50%, 09/01/53 FN 3140QS3W9 - 18,984,475 $19,089,512 $19,089,512 0.28 $19,002,500
FNMA 30yr Pool#FA5284 5.500% 01-Apr-2056, 5.50%, 04/01/56 FN 3140W52S2 - 18,994,870 $19,059,928 $19,059,928 0.28 $18,972,868
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 $18,786,835 $18,786,835 0.28 $18,775,564
FNMA 40yr Pool#BF0226 3.500% 01-Jan-2058, 3.50%, 01/01/58 FN 3140FXHC9 - 20,684,629 $18,697,686 $18,697,686 0.28 $18,637,356
FINANCE OF AMERICA STRUC 3.28125% 74, 3.50%, 04/25/74 FASST 2024-S3 31739WAB8 - 18,733,557 $18,419,980 $18,419,980 0.27 $18,409,052
FNMA 40yr Pool#BF0807 3.500% 01-Apr-2064, 3.50%, 04/01/64 FN 3140FX3R1 - 20,435,528 $18,100,647 $18,100,647 0.27 $18,041,043
RFT 2026-RR1 TRUST MB 6.55%30, 6.63%, 07/27/30 RFT 2026-RR1 76201CAA8 - 17,633,717 $17,863,342 $17,863,342 0.27 $17,639,067
FNMA 40yr Pool#BF0713 4.000% 01-Mar-2063, 4.00%, 03/01/63 FN 3140FXYK2 - 18,959,683 $17,511,658 $17,511,658 0.26 $17,448,459
FHLMC 30yr Pool#QJ9063 5.000% 01-Nov-2054, 5.00%, 11/01/54 FR 3133D1B81 - 17,768,635 $17,377,970 $17,377,970 0.26 $17,303,934
SALUDA GRADE ALTERNATIVE M 5.749% 31, 5.75%, 03/25/31 GRADE 2026-RTL7 79584UAA9 - 17,370,000 $17,259,945 $17,259,945 0.26 $17,093,511
FNMA 30yr Pool#FS2863 4.000% 01-Sep-2052, 4.00%, 09/01/52 FN 3140XJFD0 - 18,278,155 $16,977,317 $16,977,317 0.25 $16,916,390
FNMA 30yr Pool#FA1549 5.500% 01-May-2055, 5.50%, 05/01/55 FN 3140W1WK5 - 16,771,657 $16,902,860 $16,902,860 0.25 $16,825,990
SALUDA GR ALT MTG TR 2025-LOC5 A1B, 5.47%, 10/25/55 GRADE 2025-LOC5 79581XAC2 - 15,693,000 $15,840,798 $15,840,798 0.24 $15,756,661
Connecticut Avenue Securities Trust 2022-R02 2B2 11.26608% 25-JAN-2042, 11.29%, 01/25/42 CAS 2022-R02 20754BAJ0 - 15,154,500 $15,549,695 $15,549,695 0.23 $15,521,171
Vontive Mortgage Trust 2025-RTL1 A1 6.507% 25-MAR-2030, 6.51%, 03/25/30 VNTV 2025-RTL1 928884AA3 - 15,444,000 $15,537,432 $15,537,432 0.23 $15,520,683
RCKT MOR 2025-CES9 FLT 2055 A1B, 5.00%, 09/25/55 RCKT 2025-CES9 74942JAB0 - 15,653,018 $15,434,542 $15,434,542 0.23 $15,369,360
UMBS TBA 30yr 5.5% September Delivery, 5.50%, 09/14/26 FNCL 01F052698 - 15,500,000 $15,353,091 $15,353,091 0.23 $15,353,091
FNMA 30yr Pool#FA1358 4.500% 01-May-2050, 4.50%, 05/01/50 FN 3140W1QL0 - 15,765,882 $15,131,516 $15,131,516 0.23 $15,072,394
FNMA 40yr Pool#BF0806 3.500% 01-Apr-2064, 3.50%, 04/01/64 FN 3140FX3Q3 - 16,687,215 $14,830,043 $14,830,043 0.22 $14,781,372
FHLMC 30yr Pool#SD0985 4.500% 01-Oct-2050, 4.50%, 10/01/50 FR 3132DNCW1 - 15,133,815 $14,588,363 $14,588,363 0.22 $14,531,611
FNMA 40yr Pool#BF0801 2.500% 01-Apr-2064, 2.50%, 04/01/64 FN 3140FX3K6 - 18,013,405 $14,569,252 $14,569,252 0.22 $14,531,724
GS Mortgage Securities MB FLTG 56, 5.04%, 11/25/56 GSMBS 2026-AH2 362984AA4 - 14,030,727 $14,488,648 $14,488,648 0.22 $14,033,678
BMP Commercial Mortgage Trust 2024-MF23 A 5.01114% 15-JUN-2041, 5.01%, 06/15/41 BMP 2024-MF23 05593JAA8 - 14,000,000 $14,038,358 $14,038,358 0.21 $14,007,178
PRET 2025-RPL1 Trust A1 4.0% 25-JUL-2069, 4.00%, 07/25/69 PRET 2025-RPL1 69392FAA5 - 14,351,540 $13,929,413 $13,929,413 0.21 $13,881,574
RCKT Mortgage Trust 2026-CES2 A2 5.055% 25-FEB-2056, 5.05%, 02/25/56 RCKT 2026-CES2 74940EAC1 - 14,268,000 $13,905,296 $13,905,296 0.21 $13,845,192
Galaxy XXVI CLO Ltd., 6.41%, 07/23/27 GLXYT 2025-1 362922AA4 - 13,800,660 $13,874,439 $13,874,439 0.21 $13,874,439
Central Park Funding Trust 2026-1 PT 7.25% 29-JUL-2028, 7.25%, 07/27/28 CPFTR 2026-1 154808AA7 - 13,800,000 $13,780,435 $13,780,435 0.20 $13,769,318
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 $13,629,417 $13,629,417 0.20 $12,087,226
Saluda Grade Alternative Mortgage Trust 2026-HB1 A1B 5.2744% 25-APR-2056, 5.22%, 04/25/56 GRADE 2026-HB1 795939AC1 - 13,531,321 $13,561,715 $13,561,715 0.20 $13,549,949
Connecticut Avenue Securities Trust 2022-R01 1B2 9.61608% 25-DEC-2041, 9.64%, 12/25/41 CAS 2022-R01 20754LAJ8 - 13,210,585 $13,419,303 $13,419,303 0.20 $13,398,071
FHLMC 30yr Pool#SD6178 4.500% 01-Jan-2051, 4.50%, 01/01/51 FR 3132DT2K5 - 13,579,326 $13,032,940 $13,032,940 0.19 $12,982,018
FHLMC 30yr Pool#SL3988 5.000% 01-Jan-2056, 5.00%, 01/01/56 FR 31427RNE6 - 13,230,189 $13,004,769 $13,004,769 0.19 $12,949,643
FNMA 30yr Pool#FA3563 5.500% 01-Nov-2055, 5.50%, 11/01/55 FN 3140W35Z8 - 12,808,241 $12,930,888 $12,930,888 0.19 $12,872,183
FINANCE OF AMER STR TR 2024-S2 A1, 3.50%, 04/25/74 FASST 2024-S2 31739VAA2 - 13,052,210 $12,905,392 $12,905,392 0.19 $12,897,778
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 $12,542,994 $12,542,994 0.19 $12,498,273
FNMA 30yr Pool#CC0097 5.500% 01-Mar-2055, 5.50%, 03/01/55 FN 3140Y6DB3 - 12,420,316 $12,539,247 $12,539,247 0.19 $12,482,321
FHLMC 30yr Pool#SL4976 5.000% 01-Apr-2056, 5.00%, 04/01/56 FR 31427SQ68 - 12,775,947 $12,466,824 $12,466,824 0.19 $12,413,591
FHLMC 30yr Pool#SL4658 5.000% 01-Jan-2056, 5.00%, 01/01/56 FR 31427SE87 - 12,748,321 $12,439,578 $12,439,578 0.19 $12,386,460
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 $12,353,700 $12,353,700 0.18 $12,341,672
PRPM 2025-RCF3 LLC 5.25% 55, 5.25%, 07/25/55 PRPM 2025-RCF3 69392PAA3 - 12,143,231 $12,091,928 $12,091,928 0.18 $12,038,801
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 $12,054,302 $12,054,302 0.18 $12,043,717
PRET 2025-RPL5 TRUST FLTG 2070 A1, 4.15%, 01/25/70 PRET 2025-RPL5 69393AAA5 - 12,185,663 $11,781,193 $11,781,193 0.18 $11,739,051
FNMA 40yr Pool#BF0731 2.500% 01-Jun-2063, 2.50%, 06/01/63 FN 3140FXY55 - 14,005,433 $11,391,433 $11,391,433 0.17 $11,362,255
Connecticut Avenue Securities Trust 2022-R06 1B2 14.21608% 25-MAY-2042, 14.24%, 05/25/42 CAS 2022-R06 20754NAR6 - 10,436,475 $11,210,903 $11,210,903 0.17 $11,186,129
Foundation Finance Trust 2025-2 B 4.94% 15-APR-2052, 4.94%, 04/15/52 FFIN 2025-2A 35042NAB1 - 11,107,560 $10,983,018 $10,983,018 0.16 $10,958,631
Connecticut Avenue Securities Trust 2022-R04 1B2 13.11608% 25-MAR-2042, 13.14%, 03/25/42 CAS 2022-R04 20753YAL6 - 10,118,401 $10,640,627 $10,640,627 0.16 $10,618,462
METRONET INFRASTRUCTURE ISSU 5.4% 55, 5.40%, 08/20/55 MNET 2025-2A 59170JAX6 - 10,600,000 $10,580,986 $10,580,986 0.16 $10,563,496
Homeward Opportunities Fund Trust 2025-RRTL1 A1 5.476% 25-MAR-2040, 5.48%, 03/25/40 HOF 2025-RRTL1 437919AA1 - 10,475,000 $10,484,505 $10,484,505 0.16 $10,474,944
TOWD POINT MORTGAGE TRUST 2025 0% 65, 4.97%, 09/25/65 TPMT 2025-FIX1 89183MAA1 - 10,465,468 $10,389,768 $10,389,768 0.15 $10,346,441
FNMA 40yr Pool#BF0783 3.500% 01-Dec-2063, 3.50%, 12/01/63 FN 3140FX2R2 - 11,482,564 $10,170,612 $10,170,612 0.15 $10,137,121
FNMA 30yr Pool#CC1844 5.500% 01-Jan-2056, 5.50%, 01/01/56 FN 3140Y8BN5 - 9,817,401 $9,911,408 $9,911,408 0.15 $9,866,412
Vista Point Securitization Trust 2025-CES2 A1 5.601% 25-AUG-2055, 5.60%, 08/25/55 VSTA 2025-CES2 92842UAA0 - 9,727,663 $9,724,840 $9,724,840 0.14 $9,679,436
FNMA 30yr Pool#FS6236 6.500% 01-Nov-2053, 6.50%, 11/01/53 FN 3140XM4W3 - 9,319,365 $9,703,643 $9,703,643 0.14 $9,653,163
TOWD PT MTG TR 2025-FIX2 FLTG A1, 5.25%, 10/25/65 TPMT 2025-FIX2 89183RAA0 - 9,683,126 $9,654,571 $9,654,571 0.14 $9,612,215
Rithm Capital Corp. 8.0% 01-APR-2029, 8.00%, 04/01/29 RITM 64828TAB8 - 9,213,000 $9,638,109 $9,638,109 0.14 $9,331,009
FIGRE TRUST 2025-HE4 FLTG 2055 C, 5.71%, 07/25/55 FIGRE 2025-HE4 31684PAC6 - 9,598,212 $9,544,403 $9,544,403 0.14 $9,498,739
FNMA 30yr Pool#FA4709 5.500% 01-Jul-2055, 5.50%, 07/01/55 FN 3140W5GT5 - 9,358,023 $9,447,488 $9,447,488 0.14 $9,404,597
Connecticut Avenue Securities Trust 2022-R07 1B2 15.61608% 25-JUN-2042, 15.64%, 06/25/42 CAS 2022-R07 20754MAL1 - 8,679,201 $9,426,340 $9,426,340 0.14 $9,403,712
RCKT MORTGAGE TRUST 2026-CES4 0% 56, 5.59%, 04/25/56 RCKT 2026-CES4 74940CAD3 - 9,483,000 $9,361,784 $9,361,784 0.14 $9,317,585
LHOME Mortgage Trust 2024-RTL5 A2 5.751% 25-SEP-2039, 5.75%, 09/25/39 LHOME 2024-RTL5 50205WAB3 - 9,325,000 $9,334,736 $9,334,736 0.14 $9,325,798
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 $9,332,390 $9,332,390 0.14 $9,310,794
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 $9,322,929 $9,322,929 0.14 $9,307,488
SALUDA GRADE ALTERNATIVE MORT A2, 6.75%, 03/25/31 GRADE 2026-RTL7 79584UAB7 - 9,418,000 $9,304,580 $9,304,580 0.14 $9,251,620
CONNECTICUT AVENUE SECUR 5.95001% 45, 5.24%, 07/25/45 CAS 2025-R05 20753CAC4 - 9,254,000 $9,291,732 $9,291,732 0.14 $9,283,645
New Residential Mortgag MB 4.00%65, 4.00%, 12/25/65 NRZT 2026-RPL1 64832TAP1 - 9,673,000 $9,019,830 $9,019,830 0.13 $8,987,586
FNMA 30yr Pool#FS2144 3.500% 01-Jun-2052, 3.50%, 06/01/52 FN 3140XHL21 - 9,459,197 $8,577,223 $8,577,223 0.13 $8,549,633
Connecticut Avenue Securities, Series 2021-R01 1B2 9.61608% 25-OCT-2041, 9.64%, 10/25/41 CAS 2021-R01 20754RAJ5 - 8,220,000 $8,289,205 $8,289,205 0.12 $8,275,994
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA5 M2 10.36608% 25-JUN-2042, 10.39%, 06/25/42 STACR 2022-DNA5 35564KYW3 - 7,918,000 $8,281,031 $8,281,031 0.12 $8,267,315
Freddie Mac Multiclass Certificates, Series 5164 FA 3.86608% 25-NOV-2051, 3.89%, 11/25/51 FHR 5164 3137H3PY2 - 9,162,103 $8,267,143 $8,267,143 0.12 $8,261,198
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 $8,256,893 $8,256,893 0.12 $8,242,463
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 $8,187,467 $8,187,467 0.12 $8,174,061
FNMA 30yr Pool#FS7117 6.500% 01-Feb-2054, 6.50%, 02/01/54 FN 3140XN4B7 - 7,800,782 $8,122,442 $8,122,442 0.12 $8,080,187
Aspire Mortgage Trust 2026-1 A1 4.855% 25-JAN-2066, 4.86%, 01/25/66 SPIRE 2026-1 04539FAA6 - 8,066,965 $7,957,149 $7,957,149 0.12 $7,924,512
Connecticut Avenue Securities Trust 2025-R01 1M2 5.11608% 25-JAN-2045, 5.14%, 01/25/45 CAS 2025-R01 20755JAC7 - 7,839,000 $7,848,165 $7,848,165 0.12 $7,841,445
FNMA 30yr Pool#DH1175 5.500% 01-May-2056, 5.50%, 05/01/56 FN 3140UGJV5 - 7,819,991 $7,820,630 $7,820,630 0.12 $7,784,788
REDWOOD FUNDING TRUST 2 AB 6.26%56, 6.26%, 11/27/56 RFT 2026-2 75805CAA0 - 7,826,665 $7,811,979 $7,811,979 0.12 $7,806,536
Ally Bank Auto Credit-Linked Notes, Series 2025-A C 4.844% 15-JUN-2033, 4.84%, 06/15/33 ABCLN 2025-A 02007G5F6 - 7,797,396 $7,787,248 $7,787,248 0.12 $7,770,461
FHLMC 30yr Pool#SD7417 5.500% 01-Jan-2055, 5.50%, 01/01/55 FR 3132DVG25 - 7,583,917 $7,651,239 $7,651,239 0.11 $7,616,479
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 $7,552,069 $7,552,069 0.11 $7,546,284
RCKT Mortgage Trust 2026-CES2 A1B 4.863% 25-FEB-2056, 4.86%, 02/01/56 RCKT 2026-CES2 74940EAB3 - 7,652,437 $7,530,628 $7,530,628 0.11 $7,499,617
PRPM 2025-RPL4 A1, 3.00%, 05/25/55 PRPM 2025-RPL4 74448NAA2 - 7,815,200 $7,462,293 $7,462,293 0.11 $7,442,755
FIGRE TRUST 2025 HE4 FLTG 2055 B, 5.61%, 07/25/55 FIGRE 2025-HE4 31684PAB8 - 7,431,047 $7,389,960 $7,389,960 0.11 $7,355,233
SALUDA GR ALT MTG TR 25 RRTL1 A1, 5.32%, 10/25/40 GRADE 2025-RRTL1 79582NAA7 - 7,388,000 $7,372,618 $7,372,618 0.11 $7,339,864
Fannie Mae REMIC Trust 2022-65 FB 4.44319% 25-SEP-2052, 4.44%, 09/25/52 FNR 2022-65 3136BPCQ2 - 7,413,240 $7,335,882 $7,335,882 0.11 $7,330,392
RENEU 2026-RTL1 MB 5.93%41, 5.89%, 06/25/41 RENEU 2026-RTL1 759964AA7 - 7,339,000 $7,325,464 $7,325,464 0.11 $7,318,257
BAYVIEW OPPORTUNITY MAS MB FLTG 56, 5.80%, 07/25/56 BVCES 2026-1 07337MAC4 - 7,356,000 $7,318,296 $7,318,296 0.11 $7,282,766
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 $7,048,213 $7,048,213 0.10 $7,035,035
LHOME Mortgage Trust 2024-RTL4 A2 6.092% 25-JUL-2039, 6.09%, 07/25/39 LHOME 2024-RTL4 50205PAB8 - 6,870,000 $6,884,315 $6,884,315 0.10 $6,877,339
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 $6,881,946 $6,881,946 0.10 $6,851,193
COOPR Residential Mortgage Trust 2026-CES1 A1B 4.996% 25-FEB-2061, 5.00%, 01/01/61 COOPR 2026-CES1 21689GAB4 - 6,839,834 $6,741,524 $6,741,524 0.10 $6,713,047
COOPR Residential Mortgage Trust 2025-CES3 A1A 4.84% 25-SEP-2060, 4.84%, 09/25/60 COOPR 2025-CES3 216926AA3 - 6,701,548 $6,620,479 $6,620,479 0.10 $6,593,450
RCKT Mortgage Trust 202 MB FLTG 56, 5.85%, 08/25/56 RCKT 2026-CES8 74941AAE4 - 6,550,000 $6,544,399 $6,544,399 0.10 $6,512,484
PRPM 2025-RCF3, LLC, 5.77%, 08/25/28 PRPM 2025-6 69395KAA1 - 6,538,089 $6,543,617 $6,543,617 0.10 $6,512,157
Connecticut Avenue Securities Trust 2023-R03 2B1 9.96608% 25-APR-2043, 9.99%, 04/25/43 CAS 2023-R03 20753ACF9 - 6,026,000 $6,530,542 $6,530,542 0.10 $6,520,505
RCKT MORTGAGE TRUST 2026-CES4 0% 56, 5.39%, 04/25/56 RCKT 2026-CES4 74940CAC5 - 6,516,000 $6,413,427 $6,413,427 0.10 $6,384,137
Alterna Funding III A 6.26% 15-MAY-2039, 6.26%, 05/16/39 TAX 2024-1A 02157JAA3 - 6,381,669 $6,404,768 $6,404,768 0.10 $6,387,013
Acacia 2025-1 A 5.24% 15-NOV-2037, 5.24%, 11/15/37 ACACIA 2025-1 00401PAA7 - 5,913,022 $6,396,397 $6,396,397 0.10 $5,910,082
Connecticut Avenue Securities Trust 2022-R05 2B2 10.61608% 25-APR-2042, 10.64%, 04/25/42 CAS 2022-R05 20754DAJ6 - 6,153,812 $6,379,479 $6,379,479 0.09 $6,368,563
RCKT Mortgage Trust 2026-CES1 A1B 4.928% 25-JAN-2056, 4.93%, 01/25/56 RCKT 2026-CES1 74939BAB2 - 6,454,011 $6,346,684 $6,346,684 0.09 $6,320,179
FNMA 30yr Pool#FA0339 5.500% 01-Jan-2055, 5.50%, 01/01/55 FN 3140W0LV5 - 6,252,227 $6,307,727 $6,307,727 0.09 $6,279,071
RCKT Mortgage Trust 2025-CES7 A1B 5.478% 25-JUL-2055, 5.48%, 07/25/55 RCKT 2025-CES7 74943AAB8 - 6,287,062 $6,277,038 $6,277,038 0.09 $6,248,337
Mello Mortgage Capital Acceptance 2024-SD1 A1 4.0% 25-APR-2054, 4.00%, 04/25/54 MELLO 58550DAA1 - 6,288,802 $6,185,180 $6,185,180 0.09 $6,180,987
FIGRE TRUST 2025-HE6 FLTG 2055 C, 5.25%, 09/25/55 FIGRE 2025-HE6 31684NAC1 - 6,189,674 $6,084,077 $6,084,077 0.09 $6,057,023
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 $6,033,861 $6,033,861 0.09 $6,022,620
ACHM Trust 2024-HE1 A 6.55% 25-MAY-2039, 6.55%, 05/25/39 ACHM 2024-HE1 00449TAA3 - 5,910,711 $6,011,060 $6,011,060 0.09 $6,004,607
FIGRE TRUST 2026-HE4 MB FLTG 56, 5.70%, 05/25/56 FIGRE 2026-HE4 31685MAE8 - 5,964,471 $5,917,523 $5,917,523 0.09 $5,889,177
PRET 2025-RPL2 Trust A1 4.0% 25-FEB-2065, 4.00%, 08/25/64 PRET 2025-RPL2 69392LAA2 - 6,036,223 $5,908,049 $5,908,049 0.09 $5,887,928
HOMES 2026-INV1 Trust A1D 5.077% 25-AUG-2060, 5.08%, 08/25/60 HOMES 2026-INV1 43761FAD7 - 5,845,598 $5,792,660 $5,792,660 0.09 $5,740,797
BAYVIEW OPPORTUNITY MAS MB FLTG 56, 6.09%, 07/25/56 BVCES 2026-1 07337MAE0 - 5,721,000 $5,688,438 $5,688,438 0.08 $5,659,380
Connecticut Avenue Securities, Series 2021-R02 2B2 9.81608% 25-NOV-2041, 9.84%, 11/25/41 CAS 2021-R02 20754KAJ0 - 5,616,000 $5,685,358 $5,685,358 0.08 $5,676,145
RCKT Mortgage Trust 202 MB FLTG 56, 5.67%, 06/25/56 RCKT 2026-CES6 74942DAC1 - 5,700,000 $5,659,223 $5,659,223 0.08 $5,632,290
TVC Mortgage Trust 2025-RRTL1 A2 6.68% 25-APR-2040, 6.68%, 04/25/40 TVC 2025-RRTL1 900927AB0 - 5,597,000 $5,647,468 $5,647,468 0.08 $5,641,236
FNA 9, Series 2026-1 A 5.509% 15-DEC-2038, 5.51%, 04/16/46 FNH 2026-1 34411JAA8 - 5,652,096 $5,645,110 $5,645,110 0.08 $5,631,271
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 $5,564,852 $5,564,852 0.08 $5,560,157
SF ABS ISSUER 2025-1 0%55 A2, 5.38%, 11/25/55 SFARM 2025-1A 784193AA2 - 5,750,000 $5,497,465 $5,497,465 0.08 $5,492,312
FNMA 30yr Pool#CA5386 4.500% 01-Mar-2050, 4.50%, 03/01/50 FN 3140QC6Y7 - 5,692,892 $5,448,676 $5,448,676 0.08 $5,427,328
PRPM 2025-RPL3 A1 3.25% 25-APR-2055, 3.25%, 04/25/55 PRPM 2025-RPL3 69392NAA8 - 5,622,457 $5,440,184 $5,440,184 0.08 $5,424,957
CoreWeave, Inc. 9.625% 15-JUL-2032, 9.62%, 07/15/32 CRWV 21873SAK4 - 5,961,000 $5,421,846 $5,421,846 0.08 $5,305,503
RCKT MORTGAGE TRUST 2025 5.24863% 55, 5.25%, 08/25/55 RCKT 2025-CES8 74939WAB6 - 5,424,347 $5,386,972 $5,386,972 0.08 $5,363,247
Woodward Capital Manage MB FLTG 56, 5.66%, 05/25/56 RCKT 2026-CES5 74940FAD6 - 5,400,000 $5,376,892 $5,376,892 0.08 $5,351,409
FIGRE TRUST 2025-HE6 FLTG 2055 B, 5.14%, 09/25/55 FIGRE 2025-HE6 31684NAB3 - 5,455,650 $5,364,693 $5,364,693 0.08 $5,341,307
RCKT Mortgage Trust 2025-CES12 M1 5.65% 25-DEC-2055, 5.65%, 11/25/55 RCKT 2025-CES12 749349AE6 - 5,400,000 $5,319,856 $5,319,856 0.08 $5,294,431
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 - 5,223,932 $5,274,287 $5,274,287 0.08 $5,246,502
FIG SIX TRUST 2026-PF1 MB FLTG 56, 6.16%, 08/25/56 FIGX 2026-PF1 316935AC9 - 5,250,000 $5,254,349 $5,254,349 0.08 $5,227,421
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA4 M2 8.89319% 25-MAY-2042, 8.89%, 05/25/42 STACR 2022-DNA4 35564KXA2 - 5,050,000 $5,201,767 $5,201,767 0.08 $5,194,282
MS RES MTG LN TR 2025-SPL1 A1, 4.25%, 02/25/65 MSRM 2025-SPL1 617946AA6 - 5,432,412 $5,176,387 $5,176,387 0.08 $5,157,147
FNMA 30yr Pool#FS1578 4.000% 01-Oct-2050, 4.00%, 10/01/50 FN 3140XGXG9 - 5,547,943 $5,172,194 $5,172,194 0.08 $5,153,701
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 $5,080,166 $5,080,166 0.08 $5,075,390
Ally Bank Auto Credit-Linked Notes, Series 2025-A D 4.991% 15-JUN-2033, 4.99%, 06/15/33 ABCLN 2025-A 02007G5G4 - 5,065,179 $5,057,550 $5,057,550 0.08 $5,046,315
FNMA 30yr Pool#FS0088 4.000% 01-Mar-2050, 4.00%, 03/01/50 FN 3140XFC25 - 5,397,586 $5,043,721 $5,043,721 0.08 $5,025,730
FIGRE Trust 2026-HE1 C 5.434% 25-JAN-2056, 5.43%, 01/25/56 FIGRE 2026-HE1 30249NAE7 - 5,056,772 $4,986,499 $4,986,499 0.07 $4,963,600
EFMT 2026-CES2 MB FLTG 61, 5.81%, 06/25/61 EFMT 2026-CES2 26846UAD8 - 5,000,000 $4,986,255 $4,986,255 0.07 $4,962,063
RCKT Mortgage Trust 2025-CES8 B2A 7.28202% 25-AUG-2055, 7.28%, 08/25/55 RCKT 2025-CES8 74939WAS9 - 5,040,000 $4,965,867 $4,965,867 0.07 $4,904,698
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 $4,954,818 $4,954,818 0.07 $4,896,340
JP Morgan Mortgage Trust 2026-CES1 A3 5.332% 25-JUN-2056, 5.33%, 06/25/56 JPMMT 2026-CES1 46660BAE9 - 5,000,000 $4,925,554 $4,925,554 0.07 $4,903,337
BAYVIEW OPPORTUNITY MAS MB FLTG 56, 6.24%, 05/25/56 BVCES 2026-2 07338CAE1 - 4,900,000 $4,923,012 $4,923,012 0.07 $4,897,545
BAYVIEW OPPORTUNITY MAS MB FLTG 56, 5.99%, 05/25/56 BVCES 2026-2 07338CAD3 - 4,900,000 $4,912,140 $4,912,140 0.07 $4,887,689
ARIXA MORTGAGE TRUST 20 MB 6.05%31, 6.05%, 05/25/31 ARIXA 2026-RTL1 04046CAA9 - 4,919,000 $4,896,984 $4,896,984 0.07 $4,892,023
ABL 2024-RTL1 A2 7.457% 25-SEP-2029, 7.46%, 09/25/29 ABL 2024-RTL1 00092EAB4 - 4,840,000 $4,847,704 $4,847,704 0.07 $4,841,689
PRPM 2025-5 0%30, 5.73%, 07/25/30 PRPM 2025-5 69392RAA9 - 4,809,193 $4,812,972 $4,812,972 0.07 $4,790,013
OBX 2026-HE2 Trust MB FLTG 56, 5.24%, 06/25/56 OBX 2026-HE2 67124WAD1 - 4,746,000 $4,794,696 $4,794,696 0.07 $4,769,231
RCKT Mortgage Trust 2026-CES3 A2 5.363% 25-MAR-2056, 5.36%, 03/25/56 RCKT 2026-CES3 74940LAD3 - 4,861,258 $4,790,404 $4,790,404 0.07 $4,768,678
Connecticut Avenue Securities Trust 2024-R01 1B1 6.31608% 25-JAN-2044, 6.34%, 01/25/44 CAS 2024-R01 20753UAF7 - 4,595,000 $4,729,092 $4,729,092 0.07 $4,724,234
Homeward Opportunities Fund Trust 2025-RRTL2 A1 5.237% 25-AUG-2040, 5.24%, 09/25/40 HOF 2025-RRTL2 437923AA3 - 4,682,000 $4,685,014 $4,685,014 0.07 $4,680,928
Connecticut Avenue Securities Trust 2023-R05 1B1 8.36608% 25-JUN-2043, 8.39%, 06/25/43 CAS 2023-R05 207942AC7 - 4,312,000 $4,564,624 $4,564,624 0.07 $4,558,592
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 $4,516,688 $4,516,688 0.07 $4,509,016
Affirm Asset Securitization Trust 2025-X2 C 4.93% 15-OCT-2030, 4.93%, 10/15/30 AFFRM 2025-X2 00835DAC6 - 4,500,000 $4,504,800 $4,504,800 0.07 $4,494,940
Connecticut Avenue Securities Trust 2023-R04 1B2 11.86608% 25-MAY-2043, 11.89%, 05/25/43 CAS 2023-R04 20754QAJ7 - 4,000,000 $4,494,563 $4,494,563 0.07 $4,448,399
FNMA 30yr Pool#DC5656 5.000% 01-Nov-2054, 5.00%, 11/01/54 FN 3140ATJA5 - 4,535,696 $4,426,802 $4,426,802 0.07 $4,407,904
EFMT 2026-CES2 MB FLTG 61, 5.91%, 06/25/61 EFMT 2026-CES2 26846UAE6 - 4,329,000 $4,323,142 $4,323,142 0.06 $4,301,836
FNMA 30yr Pool#DA5019 6.500% 01-Nov-2053, 6.50%, 11/01/53 FN 3140A5SH2 - 4,061,597 $4,248,195 $4,248,195 0.06 $4,226,195
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 $4,225,038 $4,225,038 0.06 $4,218,626
Woodward Capital Manage MB FLTG 56, 6.06%, 05/25/56 RCKT 2026-CES5 74940FAF1 - 4,250,000 $4,218,250 $4,218,250 0.06 $4,196,780
EFMT 2026-CES1 A3 5.466% 25-DEC-2060, 5.47%, 12/25/60 EFMT 2026-CES1 26846MAE4 - 4,250,000 $4,190,295 $4,190,295 0.06 $4,170,937
PRPM 2025 RCF4 LLC 4.5% 55, 4.50%, 08/25/55 PRPM 2025-RCF4 69382WAA0 - 4,207,960 $4,126,420 $4,126,420 0.06 $4,110,640
FNMA 30yr Pool#BY0337 6.500% 01-May-2053, 6.50%, 05/01/53 FN 3140NGLT5 - 3,953,885 $4,118,831 $4,118,831 0.06 $4,097,415
Saluda Grade Alternative Mortgage Trust 2024-RTL5 A1 7.762% 25-APR-2030, 7.76%, 04/25/30 GRADE 2024-RTL5 A1 795935AA3 - 3,491,508 $4,087,042 $4,087,042 0.06 $3,477,395
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 $4,081,412 $4,081,412 0.06 $4,074,316
EASY STREET MORTGAGE LN 5.606%40 A1, 5.61%, 10/25/40 EASY 2025-RTL2 27786YAA6 - 4,100,000 $4,079,995 $4,079,995 0.06 $4,076,165
Vista Point Securitization Trust 2026-CES1 A3 5.376% 25-FEB-2056, 5.38%, 02/25/56 VSTA 2026-CES1 92790EAC4 - 4,169,000 $4,064,274 $4,064,274 0.06 $4,060,538
RAM 2026-1 A 5.463% 15-JUN-2046, 5.46%, 06/15/46 RAM 2026-1 74890FAA2 - 3,992,161 $3,974,890 $3,974,890 0.06 $3,965,197
OBX 2022-NQM7 Trust MB FLTG 66, 5.59%, 04/25/56 OBX 2026-CES1 67124LAD5 - 4,000,000 $3,955,728 $3,955,728 0.06 $3,937,108
GS Mortgage-Backed Securities Trust 2026-CES1 A3 5.422% 25-MAY-2056, 5.42%, 05/25/56 GSMBS 2026-CES1 36277LAC7 - 4,000,000 $3,934,659 $3,934,659 0.06 $3,916,586
JP Morgan Mortgage Trust 2026-CES1 A2 5.182% 25-JUN-2056, 5.18%, 06/25/56 JPMMT 2026-CES1 46660BAD1 - 4,000,000 $3,929,888 $3,929,888 0.06 $3,912,615
FNMA 30yr Pool#FA3788 5.500% 01-Nov-2055, 5.50%, 11/01/55 FN 3140W4F69 - 3,884,099 $3,921,291 $3,921,291 0.06 $3,903,489
Connecticut Avenue Securities Trust 2023-R08 1B1 7.16608% 25-OCT-2043, 7.19%, 10/25/43 CAS 2023-R08 20755CAF5 - 3,750,000 $3,909,183 $3,909,183 0.06 $3,904,688
EFMT 2026-CES1 A2 5.316% 25-DEC-2060, 5.32%, 12/25/60 EFMT 2026-CES1 26846MAD6 - 3,881,000 $3,820,385 $3,820,385 0.06 $3,803,192
GS Mortgage Securities MB FLTG 56, 5.49%, 11/25/56 GSMBS 2026-AH2 362984AD8 - 3,735,000 $3,757,371 $3,757,371 0.06 $3,736,371
FNMA 30yr Pool#CB2907 3.500% 01-Feb-2052, 3.50%, 02/01/52 FN 3140QNGR7 - 4,095,809 $3,725,851 $3,725,851 0.06 $3,713,905
OBX 2026-HE2 Trust MB FLTG 56, 5.44%, 06/25/56 OBX 2026-HE2 67124WAE9 - 3,678,000 $3,688,953 $3,688,953 0.05 $3,685,616
Connecticut Avenue Securities Trust 2023-R01 1B1 8.71608% 25-DEC-2042, 8.74%, 12/25/42 CAS 2023-R01 207932AF1 - 3,500,000 $3,675,107 $3,675,107 0.05 $3,670,007
Fannie Mae REMIC Trust 2020-98 AI 3.5% 25-JAN-2061, 3.50%, 01/25/61 FNR 2020-98 3136BDLE6 - 17,684,786 $3,673,004 $3,673,004 0.05 $3,621,423
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 $3,570,216 $3,570,216 0.05 $3,565,320
FIGRE Trust 2025-HE3 B 5.71% 25-MAY-2055, 5.71%, 05/25/55 FIGRE 2025-HE3 31684LAB7 - 3,567,456 $3,559,214 $3,559,214 0.05 $3,542,239
FIGRE TRUST 2025-FL1 5.265% 55, 5.26%, 07/25/55 FIGRE 2025-FL1 31684QAA8 - 3,539,012 $3,529,462 $3,529,462 0.05 $3,513,935
FIGRE Trust 2026-HE1 B 5.183% 25-JAN-2056, 5.18%, 01/25/56 FIGRE 2026-HE1 30249NAD9 - 3,586,105 $3,523,221 $3,523,221 0.05 $3,507,732
Ginnie Mae REMIC Trust 2023-116 LF 4.93884% 20-AUG-2053, 4.94%, 08/20/53 GNR 2023-116 38384EFT7 - 3,421,640 $3,452,400 $3,452,400 0.05 $3,447,236
FNMA 30yr Pool#DA5072 6.500% 01-Nov-2053, 6.50%, 11/01/53 FN 3140A5T65 - 3,273,391 $3,409,509 $3,409,509 0.05 $3,391,778
FIGRE Trust 2025-HE3 C 5.91% 25-MAY-2055, 5.91%, 05/25/55 FIGRE 2025-HE3 31684LAC5 - 3,353,409 $3,349,480 $3,349,480 0.05 $3,332,964
GS Mortgage Securities MB FLTG 56, 5.34%, 11/25/56 GSMBS 2026-AH2 362984AC0 - 3,324,000 $3,345,253 $3,345,253 0.05 $3,327,077
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 $3,273,404 $3,273,404 0.05 $3,269,495
FNMA 30yr Pool#BY0335 6.000% 01-May-2053, 6.00%, 05/01/53 FN 3140NGLR9 - 3,190,320 $3,260,175 $3,260,175 0.05 $3,244,223
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 $3,208,032 $3,208,032 0.05 $3,203,460
FINANCE OF AMERICA STRUCTURE 3.5% 74, 3.50%, 02/25/74 FASST 2024-S1 31740RAB6 - 3,219,422 $3,193,920 $3,193,920 0.05 $3,192,042
EFMT 2025-RTL1 0% 40, 5.22%, 11/25/40 EFMT 2025-RTL1 26846FAA7 - 3,108,000 $3,094,784 $3,094,784 0.05 $3,092,079
FNMA 30yr Pool#BX6124 6.500% 01-Jan-2053, 6.50%, 01/01/53 FN 3140NAYW7 - 2,907,466 $3,055,901 $3,055,901 0.05 $3,040,152
Flagship Credit Auto Trust 2023-1 C 5.43% 15-MAY-2029, 5.43%, 05/15/29 FCAT 2023-1 337955AJ7 - 3,012,698 $3,017,380 $3,017,380 0.04 $3,010,109
OBX 2026 HE1 FLTG 2056 A1B, 5.14%, 02/25/56 OBX 2026-HE1 67124BAB1 - 2,961,071 $2,971,081 $2,971,081 0.04 $2,968,542
FHLMC 30yr Pool#QH5204 6.500% 01-Nov-2053, 6.50%, 11/01/53 FR 3133CHX91 - 2,830,431 $2,960,466 $2,960,466 0.04 $2,945,135
REDAPTIVE INC AB 5.48%34, 5.48%, 07/25/34 RDAP 2026-EQ1A 75720LAA2 - 2,921,384 $2,927,185 $2,927,185 0.04 $2,924,516
GWT Commercial Mortgage Trust 2024-WLF2 A 5.33044% 15-MAY-2041, 5.33%, 05/15/41 GWT 2024-WLF2 362414AA2 - 2,900,000 $2,911,934 $2,911,934 0.04 $2,905,063
COOPR Residential Mortgage Trust 2026-CES1 A2 5.158% 25-FEB-2061, 5.16%, 02/25/61 COOPR 2026-CES1 21689GAD0 - 2,949,000 $2,886,069 $2,886,069 0.04 $2,873,393
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 $2,855,737 $2,855,737 0.04 $2,851,893
FHLMC 30yr Pool#SD1111 4.000% 01-Jun-2050, 4.00%, 06/01/50 FR 3132DNGU1 - 3,010,169 $2,814,873 $2,814,873 0.04 $2,804,840
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 $2,760,966 $2,760,966 0.04 $2,757,711
RCKT MORTGAGE TRUST 2025-CE 5.16% 34, 5.16%, 07/25/34 RCKTL 2025-1A 74939RAC5 - 2,750,000 $2,742,875 $2,742,875 0.04 $2,740,510
OBX TRUST 2026-HE1 FLTG 2056 M1, 5.29%, 02/25/56 OBX 2026-HE1 67124BAD7 - 2,707,000 $2,730,681 $2,730,681 0.04 $2,728,293
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 $2,674,011 $2,674,011 0.04 $2,671,840
Vista Point Securitization Trust 2026-CES1 A2 5.226% 25-FEB-2056, 5.23%, 02/25/56 VSTA 2026-CES1 92790EAB6 - 2,600,000 $2,534,177 $2,534,177 0.04 $2,531,913
PRPM 2026-RCF1 A2 5.206% 25-JAN-2056, 5.21%, 01/25/56 PRPM 2026-RCF1 69383VAB9 - 2,500,000 $2,457,590 $2,457,590 0.04 $2,446,744
BAYVIEW OPPORTUNITY MAS MB FLTG 56, 5.94%, 05/25/56 BVCES 2026-2 07338CAC5 - 2,450,000 $2,456,001 $2,456,001 0.04 $2,443,878
PRPM 2026-RCF1 A3 5.305% 25-JAN-2056, 5.30%, 01/25/56 PRPM 2026-RCF1 69383VAF0 - 2,500,000 $2,454,090 $2,454,090 0.04 $2,443,038
FHLMC 30yr Pool#QG2539 6.500% 01-May-2053, 6.50%, 05/01/53 FR 3133C2ZC5 - 2,365,496 $2,453,197 $2,453,197 0.04 $2,440,383
FNMA 30yr Pool#BV5393 3.500% 01-Apr-2052, 3.50%, 04/01/52 FN 3140MJ7F6 - 2,705,643 $2,451,862 $2,451,862 0.04 $2,443,970
FNMA 30yr Pool#BY8533 6.500% 01-Aug-2053, 6.50%, 08/01/53 FN 3140NRPT7 - 2,286,964 $2,382,064 $2,382,064 0.04 $2,369,676
RCKT Mortgage Trust 2026-CES1 A3 5.224% 25-JAN-2056, 5.22%, 01/25/56 RCKT 2026-CES1 74939BAD8 - 2,425,000 $2,370,778 $2,370,778 0.04 $2,360,222
PRPM 2025-RCF3 LLC 5.25% 55, 5.25%, 07/25/55 PRPM 2025-RCF3 69392PAB1 - 2,380,125 $2,352,878 $2,352,878 0.04 $2,342,465
FNMA 30yr Pool#DC1302 5.000% 01-Aug-2054, 5.00%, 08/01/54 FN 3140ANNU9 - 2,397,184 $2,337,156 $2,337,156 0.03 $2,327,168
FHLMC 30yr Pool#SD3523 3.000% 01-Jun-2052, 3.00%, 06/01/52 FR 3132DQ4G8 - 2,666,678 $2,310,635 $2,310,635 0.03 $2,303,968
OBX 2022-NQM7 Trust MB FLTG 66, 5.42%, 04/25/56 OBX 2026-CES1 67124LAB9 - 2,260,250 $2,246,827 $2,246,827 0.03 $2,236,610
Ginnie Mae REMIC Trust 2017-163 LO 0.0% 16-MAY-2041, 0.00%, 05/16/41 GNR 2017-163 38380KNA9 - 2,981,721 $2,240,567 $2,240,567 0.03 $2,240,567
FIGRE Trust 2024-HE4 B 5.252% 25-SEP-2054, 5.25%, 09/25/54 FIGRE 2024-HE4 31684UAB7 - 2,253,707 $2,235,493 $2,235,493 0.03 $2,233,520
EFMT 2026-CES1 A1B 5.116% 25-DEC-2060, 5.12%, 12/25/60 EFMT 2026-CES1 26846MAB0 - 2,253,132 $2,226,807 $2,226,807 0.03 $2,217,201
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA2 M2 7.39319% 25-FEB-2042, 7.39%, 02/25/42 STACR 2022-DNA2 35564KRN1 - 2,019,120 $2,047,672 $2,047,672 0.03 $2,045,184
Connecticut Avenue Securities Trust 2024-R06 1M2 5.21608% 25-SEP-2044, 5.24%, 09/25/44 CAS 2024-R06 20755RAC9 - 2,041,090 $2,045,138 $2,045,138 0.03 $2,043,355
PRPM 2024-RCF2 A1 3.75% 25-MAR-2054, 3.75%, 03/25/54 PRPM 2024-RCF2 693987AA7 - 2,038,793 $1,989,077 $1,989,077 0.03 $1,987,802
FNMA 30yr Pool#BY0338 6.500% 01-May-2053, 6.50%, 05/01/53 FN 3140NGLU2 - 1,889,036 $1,967,796 $1,967,796 0.03 $1,957,563
FNMA 30yr Pool#DA3549 6.500% 01-Oct-2053, 6.50%, 10/01/53 FN 3140A35K5 - 1,810,487 $1,893,664 $1,893,664 0.03 $1,883,858
FNMA 30yr Pool#FS1640 4.000% 01-Apr-2052, 4.00%, 04/01/52 FN 3140XGZE2 - 2,019,375 $1,877,511 $1,877,511 0.03 $1,870,779
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 $1,816,940 $1,816,940 0.03 $1,815,102
Bayview Opportunity Master Fund VII Trust 2024-CAR1 B 4.91608% 25-DEC-2031, 4.94%, 12/26/31 BVCLN 2024-CAR1 07336QAB8 - 1,738,075 $1,742,504 $1,742,504 0.03 $1,741,073
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 $1,731,055 $1,731,055 0.03 $1,729,529
Ally Bank Auto Credit-Linked Notes, Series 2024-A C 6.022% 15-MAY-2032, 6.02%, 05/17/32 ABCLN 2024-A 02007GZ63 - 1,685,425 $1,701,751 $1,701,751 0.03 $1,697,240
RCKT MORTGAGE TR 2026-CES2 M1A, 5.36%, 02/25/56 RCKT 2026-CES2 74940EAE7 - 1,723,000 $1,676,961 $1,676,961 0.02 $1,669,272
PRPM 2025-RCF3 LLC 5.25% 55, 5.25%, 07/25/55 PRPM 2025-RCF3 69392PAC9 - 1,700,000 $1,672,530 $1,672,530 0.02 $1,665,092
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 $1,560,610 $1,560,610 0.02 $1,559,288
Foundation Finance Trust 2023-2 A 6.53% 15-JUN-2049, 6.53%, 06/15/49 FFIN 2023-2A 35042RAA4 - 1,513,664 $1,553,220 $1,553,220 0.02 $1,548,827
FHLMC 30yr Pool#SD0943 3.500% 01-Apr-2052, 3.50%, 04/01/52 FR 3132DNBL6 - 1,658,474 $1,508,670 $1,508,670 0.02 $1,503,833
FNMA 30yr Pool#CB2681 3.500% 01-Jan-2052, 3.50%, 01/01/52 FN 3140QM6T6 - 1,565,346 $1,424,075 $1,424,075 0.02 $1,419,510
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 $1,408,609 $1,408,609 0.02 $1,405,117
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 $1,404,593 $1,404,593 0.02 $1,403,009
FNMA 30yr Pool#DA0036 6.500% 01-Sep-2053, 6.50%, 09/01/53 FN 3140A0BE8 - 1,335,205 $1,390,727 $1,390,727 0.02 $1,383,495
FHLMC 30yr Pool#QG4340 6.500% 01-Jun-2053, 6.50%, 06/01/53 FR 3133C4ZD9 - 1,288,625 $1,336,401 $1,336,401 0.02 $1,329,421
FNMA 30yr Pool#BY0327 6.500% 01-May-2053, 6.50%, 05/01/53 FN 3140NGLH1 - 1,223,001 $1,273,953 $1,273,953 0.02 $1,267,328
FHF Trust 2024-1 (First Help Financial) A2 5.69% 15-FEB-2030, 5.69%, 02/15/30 FHF 2024-1A 31568AAB2 - 1,192,338 $1,198,477 $1,198,477 0.02 $1,195,462
Connecticut Avenue Securities Trust 2023-R02 1B2 11.51608% 25-JAN-2043, 11.54%, 01/25/43 CAS 2023-R02 20755AAE2 - 1,090,000 $1,189,576 $1,189,576 0.02 $1,187,479
FNMA 30yr Pool#DB3056 5.500% 01-May-2054, 5.50%, 05/01/54 FN 3140ACME0 - 1,165,512 $1,176,248 $1,176,248 0.02 $1,170,906
FIGRE TRUST 2025-HE5 FLTG 2055 B, 5.49%, 08/25/55 FIGRE 2025-HE5 31684MAB5 - 1,159,620 $1,149,448 $1,149,448 0.02 $1,144,148
EFMT 2026-CES1 M1 5.616% 25-DEC-2060, 5.62%, 12/25/60 EFMT 2026-CES1 26846MAF1 - 1,166,000 $1,146,958 $1,146,958 0.02 $1,141,501
FNMA 40yr Pool#BF0167 3.000% 01-Feb-2057, 3.00%, 02/01/57 FN 3140FXFH0 - 1,329,156 $1,126,081 $1,126,081 0.02 $1,122,758
Santander Bank Auto Credit-Linked Notes, Series 2023-B B 5.64% 15-DEC-2033, 5.64%, 12/15/33 SBCLN 2023-B 80290CCB8 - 1,091,235 $1,099,721 $1,099,721 0.02 $1,096,986
FNMA 30yr Pool#AS6811 3.000% 01-Mar-2046, 3.00%, 03/01/46 FN 3138WGR97 - 1,182,348 $1,048,619 $1,048,619 0.02 $1,045,663
FNMA 30yr Pool#BJ9181 5.000% 01-May-2048, 5.00%, 05/01/48 FN 3140HBFX1 - 1,028,698 $1,018,856 $1,018,856 0.02 $1,014,569
RCKT Mortgage Trust 2025-CES10 A1B 4.995% 25-OCT-2055, 5.00%, 11/25/55 RCKT 2025-CES10 74939LAB0 - 1,019,004 $1,005,087 $1,005,087 0.01 $1,000,846
FNMA 30yr Pool#AS7492 4.000% 01-Jul-2046, 4.00%, 07/01/46 FN 3138WHKE1 - 1,067,311 $1,001,699 $1,001,699 0.01 $998,142
FHLMC 30yr Pool#QG3885 6.500% 01-Jun-2053, 6.50%, 06/01/53 FR 3133C4J62 - 960,940 $996,566 $996,566 0.01 $991,361
Ally Bank Auto Credit-Linked Notes, Series 2024-A D 6.315% 15-MAY-2032, 6.31%, 05/17/32 ABCLN 2024-A 02007GZ71 - 963,100 $973,391 $973,391 0.01 $970,688
FREMF 2019-KF70 Mortgage Trust C 9.74627% 25-SEP-2029, 9.73%, 09/25/29 FREMF 2019-KF70 30298UAJ0 - 890,414 $888,580 $888,580 0.01 $887,135
FNMA 30yr Pool#BV8484 3.500% 01-Apr-2052, 3.50%, 04/01/52 FN 3140MNNA0 - 971,051 $879,970 $879,970 0.01 $877,137
FNMA 30yr Pool#BV4203 3.500% 01-Apr-2052, 3.50%, 04/01/52 FN 3140MHU56 - 963,368 $873,007 $873,007 0.01 $870,197
ACHV ABS Trust 2024-1PL B 6.34% 25-APR-2031, 6.34%, 04/25/31 ACHV 2024-1PL 00092BAB0 - 847,245 $849,980 $849,980 0.01 $849,085
FNMA 30yr Pool#BY0361 6.500% 01-Jun-2053, 6.50%, 06/01/53 FN 3140NGMK3 - 814,948 $848,945 $848,945 0.01 $844,531
Bayview Opportunity Master Fund VII Trust 2024-CAR1 C 5.11608% 25-DEC-2031, 5.14%, 12/26/31 BVCLN 2024-CAR1 07336QAC6 - 845,863 $848,387 $848,387 0.01 $847,662
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 $803,722 $803,722 0.01 $802,682
FNMA 30yr Pool#CC0990 5.000% 01-Sep-2055, 5.00%, 09/01/55 FN 3140Y7C48 - 772,562 $758,590 $758,590 0.01 $755,371
RCKT Mortgage Trust 2025-CES10 M1 5.662% 25-OCT-2055, 5.66%, 11/25/55 RCKT 2025-CES10 74939LAE4 - 763,000 $751,106 $751,106 0.01 $747,506
FNMA 30yr Pool#AB9341 3.000% 01-May-2043, 3.00%, 05/01/43 FN 31417GLX2 - 814,904 $733,292 $733,292 0.01 $731,255
FHLMC 30yr Pool#ZT1926 3.000% 01-Nov-2043, 3.00%, 11/01/43 FR 3132AED78 - 722,652 $647,616 $647,616 0.01 $645,810
Compass Datacenters Issuer II, Series 2024-1 B_2401 7.0% 25-FEB-2049, 7.00%, 02/25/49 CMPDC 2024-1A 20469AAC3 - 620,000 $622,742 $622,742 0.01 $622,018
FNMA 30yr Pool#CB6864 5.000% 01-Aug-2053, 5.00%, 08/01/53 FN 3140QSTW1 - 624,905 $613,167 $613,167 0.01 $610,563
U.S. Auto Funding 2021-1 C 2.2% 15-MAY-2026, 2.20%, 05/15/27 USAUT 2021-1A 90355EAC5 - 851,501 $608,154 $608,154 0.01 $607,321
FHLMC 30yr Pool#QE1073 3.500% 01-Apr-2052, 3.50%, 04/01/52 FR 3133BAFN6 - 636,618 $576,905 $576,905 0.01 $575,048
FHLMC 30yr Pool#QG2540 6.500% 01-May-2053, 6.50%, 05/01/53 FR 3133C2ZD3 - 539,588 $560,849 $560,849 0.01 $557,926
FNMA 30yr Pool#BW0343 4.500% 01-May-2052, 4.50%, 05/01/52 FN 3140MRLZ8 - 579,461 $552,426 $552,426 0.01 $550,253
ACHM Trust 2024-HE1 B 7.26% 25-MAY-2039, 7.26%, 05/25/39 ACHM 2024-HE1 00449TAB1 - 537,337 $544,422 $544,422 0.01 $543,772
FNMA 30yr Pool#AL6842 4.000% 01-May-2045, 4.00%, 05/01/45 FN 3138EPS88 - 563,398 $532,821 $532,821 0.01 $530,943
FNMA 30yr Pool#BK9507 4.000% 01-Oct-2048, 4.00%, 10/01/48 FN 3140HPR58 - 553,429 $517,147 $517,147 0.01 $515,302
Sequoia Mortgage Trust 2013-5 A1 2.5% 25-MAY-2043, 2.50%, 05/25/43 SEMT 2013-5 81745AAA5 - 587,723 $516,570 $516,570 0.01 $515,346
FHF Issuer Trust 2023-2 (First Help Financial) A2 6.79% 15-OCT-2029, 6.79%, 10/15/29 FHF 2023-2A 30333LAB4 - 476,516 $480,272 $480,272 0.01 $478,834
FHLMC 30yr Pool#QD9191 3.500% 01-Apr-2052, 3.50%, 04/01/52 FR 3133B7F86 - 488,996 $443,129 $443,129 0.01 $441,703
FNMA 30yr Pool#AZ0869 4.000% 01-Jul-2045, 4.00%, 07/01/45 FN 3138YR6F0 - 462,341 $436,510 $436,510 0.01 $434,968
ACHV ABS Trust 2024-1PL C 6.42% 25-APR-2031, 6.42%, 04/25/31 ACHV 2024-1PL 00092BAC8 - 420,910 $422,143 $422,143 0.01 $421,693
FHLMC 15yr Pool#SB0116 2.500% 01-Nov-2034, 2.50%, 11/01/34 FR 3132CWDV3 - 439,192 $414,214 $414,214 0.01 $413,299
FNMA 30yr Pool#BV6879 4.500% 01-Apr-2052, 4.50%, 04/01/52 FN 3140MLUD0 - 400,603 $381,950 $381,950 0.01 $380,448
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 $369,983 $369,983 0.01 $369,658
FNMA 30yr Pool#CB4329 3.500% 01-Jul-2052, 3.50%, 07/01/52 FN 3140QPY35 - 389,730 $353,392 $353,392 0.01 $352,255
FHLMC 30yr Pool#QA8274 3.500% 01-Mar-2050, 3.50%, 03/01/50 FR 3133A3FP8 - 381,241 $342,787 $342,787 0.01 $341,675
FNMA 30yr Pool#CA4646 3.000% 01-Feb-2048, 3.00%, 02/01/48 FN 3140QCEU6 - 376,529 $335,317 $335,317 0.00 $334,376
FNMA 30yr Pool#FM3447 4.000% 01-Nov-2049, 4.00%, 11/01/49 FN 3140X6ZM6 - 339,361 $316,377 $316,377 0.00 $315,246
Connecticut Avenue Securities Trust 2022-R01 1B1 6.76608% 25-DEC-2041, 6.79%, 12/25/41 CAS 2022-R01 20754LAF6 - 310,000 $312,327 $312,327 0.00 $311,976
Hotwire Funding, Series 2021-1 B_2021_1 2.658% 20-NOV-2051, 2.66%, 11/20/51 HWIRE 2021-1 44148JAB5 - 300,000 $298,532 $298,532 0.00 $298,288
FNMA 30yr Pool#BV7632 4.500% 01-Apr-2052, 4.50%, 04/01/52 FN 3140MMPS1 - 307,698 $293,371 $293,371 0.00 $292,217
FNMA 30yr Pool#AR9225 3.000% 01-Mar-2043, 3.00%, 03/01/43 FN 3138W7HB3 - 307,063 $273,761 $273,761 0.00 $272,993
Fannie Mae REMIC Trust 2012-126 SY 0.26944% 25-NOV-2042, 0.24%, 11/25/42 FNR 2012-126 3136A9ZR2 - 473,554 $253,720 $253,720 0.00 $253,701
FNMA 30yr Pool#AS8649 3.000% 01-Jan-2047, 3.00%, 01/01/47 FN 3138WJTF5 - 286,957 $253,150 $253,150 0.00 $252,432
FHLMC 30yr Pool#ZN4240 4.500% 01-Dec-2048, 4.50%, 12/01/48 FR 3131YAV98 - 241,971 $233,292 $233,292 0.00 $232,385
FNMA 30yr Pool#BW0081 4.500% 01-Apr-2052, 4.50%, 04/01/52 FN 3140MRCT2 - 226,634 $216,060 $216,060 0.00 $215,210
FHLMC 30yr Pool#QA1615 3.500% 01-Aug-2049, 3.50%, 08/01/49 FR 31334XYL7 - 230,031 $207,916 $207,916 0.00 $207,245
Blue Bridge Funding 2023-1 A 7.37% 15-NOV-2030, 7.37%, 11/15/30 BBEF 2023-1A 09531MAA8 - 198,976 $199,880 $199,880 0.00 $199,228
FNMA 30yr Pool#MA1327 3.000% 01-Jan-2043, 3.00%, 01/01/43 FN 31418APM4 - 220,659 $197,747 $197,747 0.00 $197,196
Fannie Mae REMIC Trust 2017-9 VL 3.0% 25-JUL-2028, 3.00%, 07/25/28 FNR 2017-9 3136AVYH6 - 182,486 $181,905 $181,905 0.00 $181,449
FHLMC 15yr Pool#SB0040 2.500% 01-Dec-2033, 2.50%, 12/01/33 FR 3132CWBH6 - 187,072 $179,854 $179,854 0.00 $179,464
FNMA 30yr Pool#BO2983 3.000% 01-Sep-2049, 3.00%, 09/01/49 FN 3140JXJ58 - 185,185 $163,456 $163,456 0.00 $162,993
FNMA 30yr Pool#BV7132 4.500% 01-Apr-2052, 4.50%, 04/01/52 FN 3140ML4S6 - 159,487 $152,046 $152,046 0.00 $151,448
FNMA 30yr Pool#AB6280 3.000% 01-Sep-2042, 3.00%, 09/01/42 FN 31417C6S9 - 169,567 $151,960 $151,960 0.00 $151,536
FNMA 30yr Pool#AB7563 3.000% 01-Jan-2043, 3.00%, 01/01/43 FN 31417EMM0 - 153,213 $138,207 $138,207 0.00 $137,824
FNMA 30yr Pool#MA1229 3.000% 01-Oct-2042, 3.00%, 10/01/42 FN 31418ALK2 - 134,332 $121,197 $121,197 0.00 $120,861
GNMA II 30yr Pool#BF6874 4.500% 20-Jul-2048, 4.50%, 07/20/48 G2 3617GDT77 - 123,789 $118,975 $118,975 0.00 $118,511
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 - 115,417 $115,944 $115,944 0.00 $115,835
FNMA 20yr Pool#AB9283 3.000% 01-Apr-2038, 3.00%, 04/01/38 FN 31417GJ56 - 120,912 $112,375 $112,375 0.00 $112,073
FHLMC 30yr Pool#QH7013 6.500% 01-Dec-2053, 6.50%, 12/01/53 FR 3133CKYJ1 - 108,054 $112,003 $112,003 0.00 $111,418
GNMA II 30yr Pool#BK5879 4.500% 20-Nov-2048, 4.50%, 11/20/48 G2 3617J6Q80 - 109,458 $104,766 $104,766 0.00 $104,355
FHLMC 30yr Pool#QE0318 4.500% 01-Mar-2052, 4.50%, 03/01/52 FR 3133B9K78 - 106,674 $101,707 $101,707 0.00 $101,307
FNMA 30yr Pool#BM3282 3.500% 01-Dec-2047, 3.50%, 12/01/47 FN 3140J7UG8 - 104,961 $95,950 $95,950 0.00 $95,644
FHLMC 30yr Pool#ZT1633 4.000% 01-Mar-2047, 4.00%, 03/01/47 FR 3132ADY69 - 100,689 $95,074 $95,074 0.00 $94,738
FNMA 30yr Pool#CA0108 3.500% 01-Aug-2047, 3.50%, 08/01/47 FN 3140Q7DN4 - 97,014 $88,686 $88,686 0.00 $88,403
FNMA 30yr Pool#BV7131 4.500% 01-Apr-2052, 4.50%, 04/01/52 FN 3140ML4R8 - 87,876 $83,782 $83,782 0.00 $83,452
Fannie Mae REMIC Trust 2013-130 FN 4.10767% 25-OCT-2042, 4.11%, 10/25/42 FNR 2013-130 3136AHG53 - 77,868 $77,333 $77,333 0.00 $77,280
FHLMC 30yr Pool#ZM7926 5.000% 01-Sep-2048, 5.00%, 09/01/48 FR 3131Y2YX0 - 75,915 $75,194 $75,194 0.00 $74,877
FNMA 30yr Pool#BW0072 4.500% 01-Apr-2052, 4.50%, 04/01/52 FN 3140MRCJ4 - 74,507 $71,030 $71,030 0.00 $70,751
FHLMC 30yr Pool#QA2159 3.000% 01-Aug-2049, 3.00%, 08/01/49 FR 31334YMG9 - 73,877 $63,507 $63,507 0.00 $63,322
FNMA 30yr Pool#MA1447 3.000% 01-May-2043, 3.00%, 05/01/43 FN 31418ATD0 - 70,081 $62,480 $62,480 0.00 $62,305
FNMA 30yr Pool#AS8547 3.000% 01-Nov-2046, 3.00%, 11/01/46 FN 3138WJP93 - 69,618 $61,055 $61,055 0.00 $60,881
FNMA 30yr Pool#BD2453 3.000% 01-Jan-2047, 3.00%, 01/01/47 FN 3140F9WP6 - 62,649 $55,405 $55,405 0.00 $55,248
Sequoia Mortgage Trust 2019-CH3 A19 4.0% 25-OCT-2049, 4.00%, 09/25/49 SEMT 2019-CH3 81748GBN0 - 57,687 $52,578 $52,578 0.00 $52,385
BX Commercial Mortgage Trust 2021-21M A 4.484% 15-OCT-2036, 4.48%, 10/15/36 BX 2021-21M 05609CAA5 - 48,462 $48,544 $48,544 0.00 $48,448
Fannie Mae REMIC Trust 2006-20 GF 4.08056% 25-APR-2036, 4.11%, 04/25/36 FNR 2006-20 31395BU43 - 47,120 $46,847 $46,847 0.00 $46,815
FHLMC 15yr Pool#ZK8962 3.000% 01-Sep-2032, 3.00%, 09/01/32 FR 3131XC5X1 - 45,401 $43,804 $43,804 0.00 $43,690
Fannie Mae REMIC Trust 2010-109 BS 13.91236% 25-OCT-2040, 13.91%, 10/25/40 FNR 2010-109 31398NTM6 - 41,248 $43,639 $43,639 0.00 $43,161
Freddie Mac Multiclass Certificates, Series 3380 FM 4.32987% 15-OCT-2037, 4.34%, 10/15/37 FHR 3380 31397KTJ0 - 38,274 $38,274 $38,274 0.00 $38,200
FNMA 15yr Pool#BO5957 3.000% 01-Dec-2034, 3.00%, 12/01/34 FN 3140K1TP1 - 39,833 $37,977 $37,977 0.00 $37,878
FHLMC 15yr Pool#ZS7403 3.000% 01-May-2031, 3.00%, 05/01/31 FR 3132A8GL7 - 38,226 $37,327 $37,327 0.00 $37,232
Freddie Mac Multiclass Certificates, Series 3721 FB 4.23987% 15-SEP-2040, 4.25%, 09/15/40 FHR 3721 3137GAD20 - 36,589 $36,599 $36,599 0.00 $36,530
Ginnie Mae REMIC Trust 2008-013 FB 4.26693% 20-FEB-2038, 4.27%, 02/20/38 GNR 2008-13 38375PNL1 - 35,542 $35,492 $35,492 0.00 $35,445
FNMA 30yr Pool#BC0870 3.500% 01-Jan-2046, 3.50%, 01/01/46 FN 3140EU6G9 - 34,332 $31,375 $31,375 0.00 $31,275
Ginnie Mae REMIC Trust 2007-040 FG 4.08693% 20-JUL-2037, 4.09%, 07/20/37 GNR 2007-40 38375KZS4 - 26,970 $26,707 $26,707 0.00 $26,673
FHLMC 15yr Pool#ZK9163 3.000% 01-Jan-2033, 3.00%, 01/01/33 FR 3131XDFC4 - 26,615 $25,653 $25,653 0.00 $25,587
Ginnie Mae REMIC Trust 2004-069 CF 4.16693% 20-JUL-2034, 4.17%, 07/20/34 GNR 2004-69 38374JAT3 - 22,268 $22,241 $22,241 0.00 $22,212
FHLMC 30yr Pool#ZN2165 4.500% 01-Dec-2048, 4.50%, 12/01/48 FR 3131Y8MN2 - 22,174 $21,417 $21,417 0.00 $21,334
Fannie Mae REMIC Trust 2013-2 QF 4.23056% 25-FEB-2043, 4.26%, 02/25/43 FNR 2013-2 3136AB4P5 - 21,387 $21,321 $21,321 0.00 $21,305
Ginnie Mae REMIC Trust 2007-059 FA 4.26693% 20-OCT-2037, 4.27%, 10/20/37 GNR 2007-59 38375LPU8 - 21,287 $21,195 $21,195 0.00 $21,168
FNMA 15yr Pool#BO7717 3.000% 01-Nov-2034, 3.00%, 11/01/34 FN 3140K3SF0 - 22,008 $21,078 $21,078 0.00 $21,023
Ginnie Mae REMIC Trust 2010-133 FD 4.18368% 16-OCT-2040, 4.18%, 10/16/40 GNR 2010-133 38377MHV1 - 17,208 $17,220 $17,220 0.00 $17,190
Ginnie Mae REMIC Trust 2008-016 FC 4.26693% 20-FEB-2038, 4.27%, 02/20/38 GNR 2008-16 383742FU2 - 17,149 $17,127 $17,127 0.00 $17,104
Ginnie Mae REMIC Trust 2007-037 FW 4.07693% 20-JUN-2037, 4.08%, 06/20/37 GNR 2007-37 38375KNR9 - 16,754 $16,617 $16,617 0.00 $16,597
Ginnie Mae REMIC Trust 2005-065 FA 3.91693% 20-AUG-2035, 3.92%, 08/20/35 GNR 2005-65 38374LL25 - 16,407 $16,221 $16,221 0.00 $16,202
Ginnie Mae REMIC Trust 2004-059 FP 4.05368% 16-AUG-2034, 4.05%, 08/16/34 GNR 2004-59 38374HYS3 - 15,576 $15,537 $15,537 0.00 $15,511
FHLMC 30yr Pool#ZT0252 3.000% 01-Dec-2047, 3.00%, 12/01/47 FR 3132ACH52 - 15,648 $13,839 $13,839 0.00 $13,800
Freddie Mac Multiclass Certificates, Series 2426 FL 4.38987% 15-MAR-2032, 4.40%, 03/15/32 FHR 2426 31339W7G5 - 13,662 $13,732 $13,732 0.00 $13,706
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 $13,378
Fannie Mae REMIC Trust 2002-53 FK 4.13056% 25-APR-2032, 4.16%, 04/25/32 FNR 2002-53 31392EHN3 - 13,207 $13,189 $13,189 0.00 $13,180
Fannie Mae REMIC Trust 2005-83 KT 4.03056% 25-OCT-2035, 4.06%, 10/25/35 FNR 2005-83 31394FUL7 - 11,660 $11,588 $11,588 0.00 $11,580
Fannie Mae REMIC Trust 2007-89 GF 4.25056% 25-SEP-2037, 4.28%, 09/25/37 FNR 2007-89 31396XPM0 - 10,766 $10,782 $10,782 0.00 $10,775
Freddie Mac Multiclass Certificates, Series 2551 FD 4.13987% 15-JAN-2033, 4.15%, 01/15/33 FHR 2551 31393JAZ1 - 9,924 $9,925 $9,925 0.00 $9,907
FHLMC 30yr Pool#ZM2269 3.000% 01-Dec-2046, 3.00%, 12/01/46 FR 3131XVQW8 - 10,664 $9,418 $9,418 0.00 $9,392
Ginnie Mae REMIC Trust 2012-075 FP 4.06693% 20-JUL-2041, 4.07%, 07/20/41 GNR 2012-75 38378EZ55 - 9,309 $9,336 $9,336 0.00 $9,325
Arivo Acceptance Auto Loan Receivables Trust 2024-1 A 6.46% 15-APR-2028, 6.46%, 04/17/28 ARIVO 2024-1A 039943AA3 - 9,006 $9,036 $9,036 0.00 $9,011
Ginnie Mae REMIC Trust 2007-061 FA 4.26693% 20-OCT-2037, 4.27%, 10/20/37 GNR 2007-61 38375LLN8 - 8,612 $8,575 $8,575 0.00 $8,564
Fannie Mae REMIC Trust 2010-123 FL 4.16056% 25-NOV-2040, 4.19%, 11/25/40 FNR 2010-123 31398N2W3 - 7,545 $7,529 $7,529 0.00 $7,524
Freddie Mac Multiclass Certificates, Series 2410, excluding Group 6 FX 4.08987% 15-FEB-2032, 4.10%, 02/15/32 FHR 2410 31339NJN7 - 7,419 $7,423 $7,423 0.00 $7,409
FNMA 15yr Pool#AS8207 2.500% 01-Oct-2031, 2.50%, 10/01/31 FN 3138WJDM7 - 7,367 $7,091 $7,091 0.00 $7,076
Fannie Mae REMIC Trust 2012-100 FG 4.13056% 25-SEP-2042, 4.16%, 09/25/42 FNR 2012-100 3136A8QW3 - 6,821 $6,785 $6,785 0.00 $6,780
Freddie Mac Multiclass Certificates, Series 3028 FM 3.98987% 15-SEP-2035, 4.00%, 09/15/35 FHR 3028 31396AFB5 - 6,425 $6,416 $6,416 0.00 $6,404
FNMA 15yr Pool#AS7643 2.500% 01-Aug-2031, 2.50%, 08/01/31 FN 3138WHP55 - 6,636 $6,391 $6,391 0.00 $6,377
Fannie Mae REMIC Trust 2003-87 FG 4.23056% 25-SEP-2033, 4.26%, 09/25/33 FNR 2003-87 31393E4W6 - 6,313 $6,317 $6,317 0.00 $6,313
FNMA 15yr Pool#BM1036 2.500% 01-Feb-2032, 2.50%, 02/01/32 FN 3140J5EJ4 - 6,557 $6,309 $6,309 0.00 $6,296
Ginnie Mae REMIC Trust 2007-018 FD 4.06693% 20-APR-2037, 4.07%, 04/20/37 GNR 2007-18 38375JC86 - 6,289 $6,236 $6,236 0.00 $6,228
Ginnie Mae REMIC Trust 2010-006 FG 4.35368% 16-JAN-2040, 4.35%, 01/16/40 GNR 2010-6 38376TSC7 - 5,910 $5,927 $5,927 0.00 $5,916
FHLMC 15yr Pool#ZK8405 2.500% 01-Dec-2031, 2.50%, 01/22/31 FR 3131XCKS5 - 5,691 $5,470 $5,470 0.00 $5,458
Fannie Mae REMIC Trust 2002-16 VF 4.28056% 25-APR-2032, 4.31%, 04/25/32 FNR 2002-16 31392CWW0 - 5,384 $5,399 $5,399 0.00 $5,395
Fannie Mae REMIC Trust 2010-95 FB 4.13056% 25-SEP-2040, 4.16%, 09/25/40 FNR 2010-95 31398NEX8 - 4,687 $4,679 $4,679 0.00 $4,676
Freddie Mac Multiclass Certificates, Series 3738 FD 4.03987% 15-AUG-2040, 4.05%, 08/15/40 FHR 3738 3137GAYQ4 - 1,955 $1,958 $1,958 0.00 $1,955
FHLMC 30yr Pool#ZN0650 3.000% 01-Mar-2043, 3.00%, 03/01/43 FR 3131Y6WK1 - 1,016 $906 $906 0.00 $904
Freddie Mac Multiclass Certificates, Series 2469 FE 4.23987% 15-JUL-2032, 4.25%, 07/15/32 FHR 2469 31392RC58 - 548.00 $549 $549 0.00 $548
Ginnie Mae REMIC Trust 2010-125 VF 4.11693% 20-JUN-2040, 4.12%, 06/20/40 GNR 2010-125 38377JYJ6 - 283.00 $283 $283 0.00 $283
Ginnie Mae REMIC Trust 1999-27 FE 4.15368% 16-AUG-2029, 4.15%, 08/16/29 GNR 1999-27 3837H2WA3 - 180.00 $180 $180 0.00 $180
US 5YR NOTE (CBT) Dec26 DEC 26 FVZ6 FUTURES_USD - -2,080 $-220,073,751 $0 0.00 $0
US 2YR NOTE (CBT) Dec26 DEC 26 TUZ6 FUTURES_USD - 2,561 $525,625,243 $0 0.00 $0
US ULTRA BOND CBT Dec26 DEC 26 WNZ6 FUTURES_USD - -306.00 $-33,889,500 $0 0.00 $0
US 10yr Ultra Fut Dec26 DEC 26 UXYZ6 FUTURES_USD - -2,997 $-328,920,750 $0 0.00 $0
US 10YR NOTE (CBT)Dec26 DEC 26 TYZ6 FUTURES_USD - -2,561 $-276,267,875 $0 0.00 $0
UMBS TBA 30yr 3% September Delivery, 3.00%, 09/14/26 FNCL 01F030694 - -79,188,287 $-67,654,671 $-67,654,671 -1.01 $-67,654,671
UMBS TBA 30yr 4% October Delivery, 4.00%, 10/13/26 FNCL 01F0406A0 - -207,845,155 $-189,889,412 $-189,889,412 -2.82 $-189,889,412
UMBS TBA 30yr 5% September Delivery, 5.00%, 09/14/26 FNCL 01F050692 - -279,013,463 $-269,580,297 $-269,580,297 -4.01 $-269,580,297
UMBS TBA 30yr 4% September Delivery, 4.00%, 09/14/26 FNCL 01F040693 - -526,888,829 $-481,732,876 $-481,732,876 -7.17 $-481,732,876
UMBS TBA 30yr 4.5% October Delivery, 4.50%, 10/13/26 FNCL 01F0426A6 - -581,152,333 $-545,783,983 $-545,783,983 -8.12 $-545,783,983
UMBS TBA 30yr 5.5% September Delivery, 5.50%, 09/14/26 FNCL 01F052698 - -574,122,913 $-568,681,376 $-568,681,376 -8.46 $-568,681,376
SEGREGATED CASH SEGCASH $0.00 24,420,137 $24,420,137 $24,420,137 0.36 $24,420,137
ALMSUM ALMSUM $0.00 - $0 $0 0.00 $0
US DOLLARS USD MD_142224 - -2,107,361,608 $-2,107,361,608 $-2,107,361,608 -31.35 $-2,107,361,608
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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