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Watchlist
Account
Janus Henderson Mortgage-Backed Securities ETF
JMBS
#404
ETF rank
$6.73 B
Marketcap
๐บ๐ธ US
Market
$44.78
Share price
-0.53%
Change (1 day)
3.75%
Change (1 year)
Market cap
Price history
Shares outstanding
Cost to borrow
Premium/Discount
Holdings
More
Cost to borrow
Premium/Discount
Janus Henderson Mortgage-Backed Securities ETF - Holdings
Etf holdings as of
June 3, 2026
Number of holdings:
631
Full holdings list
Weight %
Name
Ticker
Shares Held
17.07%
UMBS TBA 30yr 2.5% June Delivery, 2.50%, 06/11/26
FNCL
1382917386
8.97%
GNMA II TBA 30yr 2.5% June Delivery, 2.50%, 06/22/26
G2SF
710603414
7.25%
UMBS TBA 30yr 3% June Delivery, 3.00%, 06/11/26
FNCL
562203862
7.17%
UMBS TBA 30yr 6% June Delivery, 6.00%, 06/11/26
FNCL
474821852
5.96%
UMBS TBA 30yr 5% June Delivery, 5.00%, 06/11/26
FNCL
409701621
4.74%
Fannie Mae Pool|4.5|09/01/2053, 4.50%, 09/01/53
FN
326561984
4.26%
UMBS TBA 30yr 2% June Delivery, 2.00%, 06/11/26
FNCL
360986255
3.68%
UMBS TBA 30yr 4.5% June Delivery, 4.50%, 06/11/26
FNCL
259450000
2.91%
GNMA II TBA 30yr 5% June Delivery, 5.00%, 06/22/26
G2SF
198508194
2.46%
GNMA II TBA 30yr 5.5% June Delivery, 5.50%, 06/22/26
G2SF
164697000
2.40%
GNMA II TBA 30yr 3% June Delivery, 3.00%, 06/22/26
G2SF
182289962
2.12%
UMBS TBA 30yr 6.5% July Delivery, 6.50%, 07/13/26
FNCL
137850000
2.10%
UMBS TBA 30yr 3.5% June Delivery, 3.50%, 06/11/26
FNCL
155843000
2.04%
FNMA 30yr Pool#FA5419 4.500% 01-Aug-2053, 4.50%, 08/01/53
FN
142269939
1.91%
FNMA 30yr Pool#CB9787 5.000% 01-Jan-2055, 5.00%, 01/01/55
FN
129543577
1.75%
GNMA II TBA 30yr 3.5% June Delivery, 3.50%, 06/22/26
G2SF
132283377
1.64%
FNMA 30yr Pool#FA2754 4.500% 01-Jan-2049, 4.50%, 01/01/49
FN
113522360
1.62%
GNMA II TBA 30yr 4.5% June Delivery, 4.50%, 06/22/26
G2SF
113901488
1.61%
FHLMC 30yr Pool#SL3899 5.000% 01-Jan-2056, 5.00%, 01/01/56
FR
109587780
1.51%
FNMA 30yr Pool#FS1133 4.000% 01-Oct-2051, 4.00%, 10/01/51
FN
107840168
1.43%
FNMA 30yr Pool#FM7460 4.000% 01-Mar-2051, 4.00%, 03/01/51
FN
102210033
1.40%
GNMA II TBA 30yr 4% June Delivery, 4.00%, 06/22/26
G2SF
102070688
1.38%
FNMA 30yr Pool#FA5549 5.000% 01-Mar-2056, 5.00%, 03/01/56
FN
94135019
1.37%
UMBS TBA 30yr 4% June Delivery, 4.00%, 06/11/26
FNCL
99543866
1.28%
FNMA 30yr Pool#FA4553 5.000% 01-Feb-2056, 5.00%, 02/01/56
FN
86849881
1.27%
FNMA 30yr Pool#FA3025 5.500% 01-Sep-2055, 5.50%, 09/01/55
FN
83818154
1.24%
Freddie Mac Pool|4.5|09/01/2051, 4.50%, 09/01/51
FR
85518720
1.19%
FNMA 30yr Pool#FS9005 5.500% 01-Sep-2054, 5.50%, 09/01/54
FN
78506165
1.17%
FHLMC 30yr Pool#SL5145 5.000% 01-Feb-2056, 5.00%, 02/01/56
FR
79584724
1.15%
FHLMC 30yr Pool#SL2464 4.500% 01-Dec-2048, 4.50%, 12/01/48
FR
79915763
1.10%
FNMA 30yr Pool#FA3036 5.500% 01-Oct-2055, 5.50%, 10/01/55
FN
72965473
1.10%
FHLMC 30yr Pool#RJ4363 5.500% 01-Jun-2055, 5.50%, 06/01/55
FR
72445571
1.09%
FHLMC 30yr Pool#SD1046 4.000% 01-Jul-2052, 4.00%, 07/01/52
FR
77996461
1.09%
FNMA 30yr Pool#CB9331 5.500% 01-Oct-2054, 5.50%, 10/01/54
FN
72191997
1.01%
FNMA 30yr Pool#FA3037 5.500% 01-Oct-2055, 5.50%, 10/01/55
FN
66922329
0.98%
FNMA 30yr Pool#FA0574 5.500% 01-Jan-2055, 5.50%, 01/01/55
FN
64860975
0.97%
FHLMC 30yr Pool#SL3985 5.000% 01-Jan-2056, 5.00%, 01/01/56
FR
65843836
0.95%
FHLMC 30yr Pool#SL4515 5.000% 01-Apr-2056, 5.00%, 04/01/56
FR
64618119
0.92%
FNMA 30yr Pool#FS8993 6.000% 01-Jul-2054, 6.00%, 07/01/54
FN
60250578
0.87%
FNMA 30yr Pool#FA0573 5.000% 01-Jan-2055, 5.00%, 01/01/55
FN
59043999
0.87%
FNMA 30yr Pool#FA4990 5.000% 01-Mar-2056, 5.00%, 03/01/56
FN
58694083
0.86%
FNMA 30yr Pool#FA4270 5.000% 01-Dec-2055, 5.00%, 12/01/55
FN
58249645
0.84%
FNMA 30yr Pool#FA5046 5.000% 01-Mar-2056, 5.00%, 03/01/56
FN
56737615
0.84%
Freddie Mac Pool|5.5|06/01/2056, 5.50%, 06/01/56
FR
55359159
0.83%
FHLMC 30yr Pool#SL1188 5.500% 01-Apr-2055, 5.50%, 04/01/55
FR
55198681
0.80%
FNMA 30yr Pool#FA4000 5.000% 01-Jun-2055, 5.00%, 06/01/55
FN
54309240
0.74%
FNMA 30yr Pool#CB9654 5.000% 01-Dec-2054, 5.00%, 12/01/54
FN
50359510
0.73%
FNMA 30yr Pool#FA2246 5.500% 01-Jul-2055, 5.50%, 07/01/55
FN
48548595
0.72%
FHLMC 30yr Pool#SL0239 5.000% 01-Jan-2055, 5.00%, 01/01/55
FR
48941268
0.70%
Structured Agency Credit Risk (STACR) Debt Notes, Series 2022-HQA1 M2 8.8621% 25-MAR-2042, 8.86%, 03/25/42
STACR 2022-HQA1
46021486
0.70%
FNMA 30yr Pool#CC2018 5.500% 01-Feb-2056, 5.50%, 02/01/56
FN
46414983
0.70%
FNMA 30yr Pool#FA3128 5.500% 01-Oct-2055, 5.50%, 10/01/55
FN
46068180
0.67%
FNMA 30yr Pool#FA4155 5.000% 01-Jan-2056, 5.00%, 01/01/56
FN
45684084
0.67%
FNMA 30yr Pool#FA3572 5.000% 01-Nov-2055, 5.00%, 11/01/55
FN
45474342
0.65%
FNMA 30yr Pool#FA4202 5.000% 01-Jan-2056, 5.00%, 01/01/56
FN
44371742
0.65%
FHLMC 30yr Pool#SD7343 5.500% 01-Jan-2055, 5.50%, 01/01/55
FR
43035220
0.62%
FNMA 30yr Pool#CC1926 5.000% 01-Feb-2056, 5.00%, 02/01/56
FN
42063991
0.61%
FNMA 30yr Pool#FA3435 5.000% 01-Nov-2055, 5.00%, 11/01/55
FN
41423491
0.61%
FNMA 30yr Pool#FS9779 5.500% 01-Nov-2054, 5.50%, 11/01/54
FN
40512001
0.57%
FNMA 40yr Pool#BF0646 2.500% 01-Jun-2062, 2.50%, 06/01/62
FN
46664782
0.56%
UMBS TBA 30yr 5.5% June Delivery, 5.50%, 06/11/26
FNCL
37874897
0.55%
FHLMC 30yr Pool#ZT2413 4.000% 01-Feb-2041, 4.00%, 02/01/41
FR
38496959
0.53%
FHLMC 30yr Pool#SL0046 6.000% 01-Jan-2055, 6.00%, 01/01/55
FR
34875596
0.53%
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA2 M2 7.3621% 25-FEB-2042, 7.36%, 02/25/42
STACR 2022-DNA2
35277125
0.53%
New Residential Mortgage LLC 6.545% 25-MAR-2032, 6.54%, 03/25/32
NZES 2025-FHT
35532498
0.53%
FHLMC 30yr Pool#SI2101 4.000% 01-Sep-2048, 4.00%, 09/01/48
FR
37532038
0.52%
FNMA 40yr Pool#BF0598 2.500% 01-Mar-2062, 2.50%, 03/01/62
FN
42703646
0.52%
FHLMC 30yr Pool#SL4452 5.000% 01-Mar-2056, 5.00%, 03/01/56
FR
35222181
0.52%
FHLMC 30yr Pool#SL0938 4.000% 01-Jul-2050, 4.00%, 07/01/50
FR
36465753
0.52%
FHLMC 30yr Pool#RJ2205 5.500% 01-Aug-2054, 5.50%, 08/01/54
FR
34315865
0.51%
FNMA 30yr Pool#CC2016 5.500% 01-Feb-2056, 5.50%, 02/01/56
FN
33683473
0.50%
FHLMC 30yr Pool#SL1632 4.000% 01-Nov-2053, 4.00%, 11/01/53
FR
35971989
0.50%
FNMA 30yr Pool#FA0576 5.500% 01-Jan-2055, 5.50%, 01/01/55
FN
33283414
0.49%
FNMA 30yr Pool#FA1951 6.000% 01-Jun-2055, 6.00%, 06/01/55
FN
32237890
0.47%
FNMA 30yr Pool#FA3191 5.500% 01-Oct-2055, 5.50%, 10/01/55
FN
31318019
0.46%
FNMA 30yr Pool#FA1557 6.000% 01-May-2055, 6.00%, 05/01/55
FN
30279959
0.46%
FNMA 30yr Pool#FA4849 5.000% 01-Feb-2056, 5.00%, 02/01/56
FN
31067233
0.46%
FNMA 30yr Pool#FA3682 5.500% 01-Feb-2055, 5.50%, 02/01/55
FN
30234507
0.44%
FNMA 30yr Pool#FA1560 5.500% 01-Apr-2055, 5.50%, 04/01/55
FN
28946771
0.43%
FHLMC 30yr Pool#SL0238 5.000% 01-May-2054, 5.00%, 05/01/54
FR
29390019
0.43%
FNMA 30yr Pool#CC1930 5.000% 01-Feb-2056, 5.00%, 02/01/56
FN
29090614
0.42%
FNMA 40yr Pool#BF0698 3.500% 01-Dec-2062, 3.50%, 12/01/62
FN
31500919
0.41%
FHLMC 30yr Pool#SL1291 4.000% 01-Nov-2054, 4.00%, 11/01/54
FR
29517199
0.41%
FNMA 30yr Pool#FA4117 4.500% 01-Sep-2051, 4.50%, 09/01/51
FN
28508638
0.41%
FHLMC 30yr Pool#SL2558 6.000% 01-Aug-2055, 6.00%, 08/01/55
FR
26838840
0.41%
FNMA 30yr Pool#FA3105 6.000% 01-May-2055, 6.00%, 05/01/55
FN
26814946
0.40%
FNMA 30yr Pool#FA1798 4.000% 01-Aug-2052, 4.00%, 08/01/52
FN
28272622
0.38%
FNMA 30yr Pool#FS9788 5.500% 01-Nov-2054, 5.50%, 11/01/54
FN
25326642
0.37%
FHLMC 30yr Pool#SL4437 6.000% 01-Sep-2054, 6.00%, 09/01/54
FR
24242625
0.36%
NRM MSR-Collateralized Notes, Series 2024-FNT1 A 7.398% 25-NOV-2029, 7.40%, 11/25/31
NZES 2024-FNT1
24042338
0.36%
FNMA 30yr Pool#FA3714 5.000% 01-Nov-2055, 5.00%, 11/01/55
FN
24255974
0.35%
FHLMC 30yr Pool#SD3271 5.500% 01-Jun-2053, 5.50%, 06/01/53
FR
23332401
0.34%
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2025-HQA1 M2 5.2621% 25-FEB-2045, 5.26%, 02/25/45
STACR 2025-HQA1
23060148
0.33%
FNMA 30yr Pool#FA4386 5.500% 01-Jan-2056, 5.50%, 01/01/56
FN
21484667
0.32%
Rithm Capital Corp. 8.5% 01-JUN-2031, 8.50%, 06/01/31
RITM
21732000
0.32%
FNMA 30yr Pool#CC1195 5.000% 01-Oct-2055, 5.00%, 10/01/55
FN
21438078
0.31%
PRET 2025-RPL3 Trust A1 4.15% 25-APR-2065, 4.15%, 04/25/65
PRET 2025-RPL3
21545853
0.31%
FNMA 30yr Pool#FM7840 4.000% 01-Apr-2050, 4.00%, 04/01/50
FN
22174592
0.31%
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-DNA6 B2 11.1121% 25-OCT-2041, 11.11%, 10/25/41
STACR 2021-DNA6
19937000
0.30%
FNMA 30yr Pool#FS4781 4.000% 01-Oct-2051, 4.00%, 10/01/51
FN
21626343
0.30%
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA5 M2 10.3621% 25-JUN-2042, 10.36%, 06/25/42
STACR 2022-DNA5
19321656
0.30%
FNMA 30yr Pool#FS7225 4.000% 01-Aug-2051, 4.00%, 08/01/51
FN
21548996
0.30%
RCKT Mortgage Trust 2026-CES2 A3 5.255% 25-FEB-2056, 5.25%, 02/25/56
RCKT 2026-CES2
20600000
0.30%
FNMA 30yr Pool#FA1128 6.500% 01-Aug-2054, 6.50%, 08/01/54
FN
19420743
0.30%
FHLMC 30yr Pool#SD5061 5.500% 01-Mar-2054, 5.50%, 03/01/54
FR
19853111
0.29%
FNMA 30yr Pool#FA5284 5.500% 01-Apr-2056, 5.50%, 04/01/56
FN
19545413
0.29%
FNMA 30yr Pool#FA1129 6.500% 01-Jun-2054, 6.50%, 06/01/54
FN
18878499
0.29%
FNMA 30yr Pool#CB7112 5.500% 01-Sep-2053, 5.50%, 09/01/53
FN
19359978
0.29%
FNMA 40yr Pool#BF0226 3.500% 01-Jan-2058, 3.50%, 01/01/58
FN
21296774
0.29%
Finance of America Structured Securities Trust, 2025-S1 A1 3.5% 25-FEB-2075, 3.50%, 02/25/75
FASST 2025-S1
20029990
0.29%
FHLMC 30yr Pool#SD6989 5.500% 01-Nov-2054, 5.50%, 11/01/54
FR
19052134
0.28%
FNMA 30yr Pool#FS6382 4.000% 01-Aug-2051, 4.00%, 08/01/51
FN
20284914
0.28%
FNMA 40yr Pool#BF0807 3.500% 01-Apr-2064, 3.50%, 04/01/64
FN
20839381
0.28%
FINANCE OF AMERICA STRUC 3.28125% 74, 3.50%, 04/25/74
FASST 2024-S3
19044809
0.27%
FNMA 40yr Pool#BF0713 4.000% 01-Mar-2063, 4.00%, 03/01/63
FN
19673136
0.27%
FNMA 30yr Pool#FS5028 4.000% 01-Oct-2051, 4.00%, 10/01/51
FN
19124027
0.27%
FHLMC 30yr Pool#SL0850 4.000% 01-Jul-2049, 4.00%, 07/01/49
FR
18597315
0.27%
FNMA 30yr Pool#FA1549 5.500% 01-May-2055, 5.50%, 05/01/55
FN
17528545
0.26%
FHLMC 30yr Pool#QJ9063 5.000% 01-Nov-2054, 5.00%, 11/01/54
FR
17868568
0.26%
FNMA 30yr Pool#FS2863 4.000% 01-Sep-2052, 4.00%, 09/01/52
FN
18528882
0.26%
SALUDA GRADE ALTERNATIVE M 5.749% 31, 5.75%, 03/25/31
GRADE 2026-RTL7
17370000
0.25%
RCKT MOR 2025-CES9 FLT 2055 A1B, 5.00%, 09/25/55
RCKT 2025-CES9
17255406
0.25%
FHLMC 30yr Pool#QY8779 6.000% 01-Jul-2055, 6.00%, 07/01/55
FR
16032808
0.25%
SEGREGATED CASH
SEGCASH
17084200
0.24%
FNMA 30yr Pool#FA1358 4.500% 01-May-2050, 4.50%, 05/01/50
FN
16289931
0.23%
SALUDA GR ALT MTG TR 2025-LOC5 A1B, 5.38%, 10/25/55
GRADE 2025-LOC5
15693000
0.23%
Connecticut Avenue Securities Trust 2022-R02 2B2 11.2621% 25-JAN-2042, 11.26%, 01/25/42
CAS 2022-R02
15054500
0.23%
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA4 M2 8.89516% 25-MAY-2042, 8.86%, 05/25/42
STACR 2022-DNA4
15050000
0.23%
Vontive Mortgage Trust 2025-RTL1 A1 6.507% 25-MAR-2030, 6.51%, 03/25/30
VNTV 2025-RTL1
15444000
0.23%
FNMA 40yr Pool#BF0806 3.500% 01-Apr-2064, 3.50%, 04/01/64
FN
17178433
0.23%
Saluda Grade Alternative Mortgage Trust 2024-RTL6 A1 7.439% 25-JUL-2030, 7.44%, 07/25/30
GRADE 2024-RTL6
15216666
0.22%
FNMA 40yr Pool#BF0801 2.500% 01-Apr-2064, 2.50%, 04/01/64
FN
18391703
0.22%
FHLMC 30yr Pool#SD0985 4.500% 01-Oct-2050, 4.50%, 10/01/50
FR
15517855
0.22%
JW Commercial Mortgage Trust 2026-MRCO A 5.15% 15-JUN-2039, 5.15%, 06/15/39
JW 2026-MRCO
15000000
0.22%
FNMA 30yr Pool#DA1525 6.000% 01-Oct-2053, 6.00%, 10/01/53
FN
14447910
0.22%
Saluda Grade Alternative Mortgage Trust 2026-HB1 A1B 5.13432% 25-APR-2056, 5.13%, 04/25/56
GRADE 2026-HB1
14873475
0.22%
FHLMC 30yr Pool#QH3192 6.000% 01-Oct-2053, 6.00%, 10/01/53
FR
14405725
0.21%
FNMA 30yr Pool#FM4738 4.000% 01-Sep-2050, 4.00%, 09/01/50
FN
15208509
0.21%
FNMA 30yr Pool#FS9116 6.000% 01-Sep-2054, 6.00%, 09/01/54
FN
13812880
0.21%
PRET 2025-RPL1 Trust A1 4.0% 25-JUL-2069, 4.00%, 07/25/69
PRET 2025-RPL1
14716904
0.21%
RCKT Mortgage Trust 2026-CES2 A2 5.055% 25-FEB-2056, 5.05%, 02/25/56
RCKT 2026-CES2
14268000
0.21%
BMP Commercial Mortgage Trust 2024-MF23 A 4.99903% 15-JUN-2041, 5.00%, 06/15/41
BMP 2024-MF23
14000000
0.21%
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-HQA3 M2 5.7121% 25-SEP-2041, 5.71%, 09/25/41
STACR 2021-HQA3
13964288
0.21%
Galaxy XXVI CLO Ltd., 6.41%, 07/31/26
GLXYT 2025-1
13822030
0.20%
FHLMC 30yr Pool#SL3988 5.000% 01-Jan-2056, 5.00%, 01/01/56
FR
13612624
0.20%
FHLMC 30yr Pool#SD6178 4.500% 01-Jan-2051, 4.50%, 01/01/51
FR
13878026
0.20%
FNMA 30yr Pool#FA3563 5.500% 01-Nov-2055, 5.50%, 11/01/55
FN
13106870
0.20%
FINANCE OF AMER STR TR 2024-S2 A1, 3.50%, 04/25/74
FASST 2024-S2
13418861
0.19%
GS Mortgage-Backed Securities Trust 2025-RPL3 A1 4.1% 25-JUL-2065, 4.10%, 07/25/65
GSMBS 2025-RPL3
13421731
0.19%
FNMA 30yr Pool#CC0097 5.500% 01-Mar-2055, 5.50%, 03/01/55
FN
12752790
0.19%
FHLMC 30yr Pool#SD5963 6.000% 01-Jul-2054, 6.00%, 07/01/54
FR
12576267
0.19%
FHLMC 30yr Pool#SL4976 5.000% 01-Apr-2056, 5.00%, 04/01/56
FR
13088604
0.19%
FHLMC 30yr Pool#SL4658 5.000% 01-Jan-2056, 5.00%, 01/01/56
FR
12963036
0.19%
PRPM 2025-RCF3 LLC 5.25% 55, 5.25%, 07/25/55
PRPM 2025-RCF3
12786374
0.19%
Chase Mortgage Reference Notes, Series 2020-CL1 M1 5.9488% 25-OCT-2057, 5.95%, 10/25/57
CHASE 2020-CL1
12391615
0.18%
FNMA 30yr Pool#FS8717 6.000% 01-Jul-2054, 6.00%, 07/01/54
FN
11779449
0.18%
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA2 B2 12.1121% 25-FEB-2042, 12.11%, 02/25/42
STACR 2022-DNA2
11519000
0.18%
PRET 2025-RPL5 TRUST FLTG 2070 A1, 4.15%, 01/25/70
PRET 2025-RPL5
12443663
0.18%
Foundation Finance Trust 2025-2 B 4.94% 15-APR-2052, 4.94%, 04/15/52
FFIN 2025-2A
12031458
0.18%
FNMA 40yr Pool#BF0731 2.500% 01-Jun-2063, 2.50%, 06/01/63
FN
14406102
0.18%
FHLMC 30yr Pool#QG6755 5.500% 01-Jun-2053, 5.50%, 06/01/53
FR
11602490
0.17%
Connecticut Avenue Securities Trust 2023-R06 1B1 7.5121% 25-JUL-2043, 7.51%, 07/25/43
CAS 2023-R06
11170460
0.17%
FHLMC 30yr Pool#SD6558 6.000% 01-Sep-2054, 6.00%, 09/01/54
FR
11294996
0.17%
FNMA 30yr Pool#DE6043 6.000% 01-Aug-2055, 6.00%, 08/01/55
FN
11251924
0.17%
FNMA 30yr Pool#FS7541 4.000% 01-Jun-2052, 4.00%, 06/01/52
FN
12253256
0.17%
Connecticut Avenue Securities Trust 2022-R06 1B2 14.2121% 25-MAY-2042, 14.21%, 05/25/42
CAS 2022-R06
10436475
0.16%
TOWD POINT MORTGAGE TRUST 2025 0% 65, 4.97%, 09/25/65
TPMT 2025-FIX1
11139278
0.16%
Huntington Bank Auto Credit-Linked Notes, Series 2024-2 B1 5.442% 20-OCT-2032, 5.44%, 10/20/32
HACLN 2024-2
10801093
0.16%
Connecticut Avenue Securities Trust 2022-R04 1B2 13.1121% 25-MAR-2042, 13.11%, 03/25/42
CAS 2022-R04
10118401
0.16%
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA7 M2 10.64516% 25-SEP-2042, 10.61%, 03/25/52
STACR 2022-DNA7
10000000
0.16%
FNMA 30yr Pool#DE1157 6.000% 01-Jun-2055, 6.00%, 06/01/55
FN
10390397
0.16%
METRONET INFRASTRUCTURE ISSU 5.4% 55, 5.40%, 08/20/55
MNET 2025-2A
10600000
0.16%
Vista Point Securitization Trust 2025-CES2 A1 5.601% 25-AUG-2055, 5.60%, 08/25/55
VSTA 2025-CES2
10574356
0.16%
TOWD PT MTG TR 2025-FIX2 FLTG A1, 5.25%, 10/25/65
TPMT 2025-FIX2
10517897
0.16%
FNMA 40yr Pool#BF0783 3.500% 01-Dec-2063, 3.50%, 12/01/63
FN
11675642
0.16%
Homeward Opportunities Fund Trust 2025-RRTL1 A1 5.476% 25-MAR-2040, 5.48%, 03/25/40
HOF 2025-RRTL1
10475000
0.15%
FIGRE TRUST 2025-HE4 FLTG 2055 C, 5.71%, 07/25/55
FIGRE 2025-HE4
10419741
0.15%
FNMA 30yr Pool#CC1844 5.500% 01-Jan-2056, 5.50%, 01/01/56
FN
10154833
0.15%
FNMA 30yr Pool#FA0470 6.000% 01-Jan-2055, 6.00%, 01/01/55
FN
10054066
0.15%
FHLMC 30yr Pool#QH3306 6.000% 01-Oct-2053, 6.00%, 10/01/53
FR
9899914
0.15%
FNMA 30yr Pool#FS9909 5.000% 01-Nov-2054, 5.00%, 11/01/54
FN
10060319
0.15%
LHOME Mortgage Trust 2024-RTL3 A1 6.9% 25-MAY-2029, 6.90%, 05/25/29
LHOME 2024-RTL3
9960000
0.15%
FNMA 30yr Pool#FA4709 5.500% 01-Jul-2055, 5.50%, 07/01/55
FN
9760953
0.15%
FNMA 30yr Pool#FS6236 6.500% 01-Nov-2053, 6.50%, 11/01/53
FN
9473635
0.15%
FNMA 30yr Pool#BX0421 5.500% 01-Nov-2052, 5.50%, 11/01/52
FN
9596226
0.14%
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA6 M2 9.3621% 25-SEP-2042, 9.36%, 09/25/42
STACR 2022-DNA6
9166000
0.14%
FNMA 30yr Pool#FS6662 4.000% 01-Oct-2051, 4.00%, 10/01/51
FN
10090129
0.14%
FHLMC 30yr Pool#SD5224 6.000% 01-Mar-2054, 6.00%, 03/01/54
FR
9207457
0.14%
FHLMC 30yr Pool#QH4373 6.000% 01-Nov-2053, 6.00%, 11/01/53
FR
9108478
0.14%
Structured Agency Credit Risk (STACR) Debt Notes, Series 2022-HQA1 B2 14.6121% 25-MAR-2042, 14.61%, 03/25/42
STACR 2022-HQA1
8677740
0.14%
SALUDA GRADE ALTERNATIVE MORT A2, 6.75%, 03/25/31
GRADE 2026-RTL7
9418000
0.14%
New Residential Mortgage Loan Trust 2026-NQM1 A2 5.078% 25-NOV-2065, 5.08%, 11/25/65
NRZT 2026-NQM1
9412434
0.14%
LHOME Mortgage Trust 2024-RTL5 A2 5.751% 25-SEP-2039, 5.75%, 09/25/39
LHOME 2024-RTL5
9325000
0.14%
Rithm Capital Corp. 8.0% 01-APR-2029, 8.00%, 04/01/29
RITM
9213000
0.14%
CONNECTICUT AVENUE SECUR 5.95001% 45, 5.21%, 07/25/45
CAS 2025-R05
9254000
0.13%
FNMA 30yr Pool#FS2144 3.500% 01-Jun-2052, 3.50%, 06/01/52
FN
9815129
0.13%
Ally Bank Auto Credit-Linked Notes, Series 2025-A C 4.844% 15-JUN-2033, 4.84%, 06/15/33
ABCLN 2025-A
8860466
0.13%
FNMA 30yr Pool#FS7117 6.500% 01-Feb-2054, 6.50%, 02/01/54
FN
8282381
0.13%
Freddie Mac Multiclass Certificates, Series 5164 FA 3.89516% 25-NOV-2051, 3.86%, 11/25/51
FHR 5164
9341431
0.12%
Connecticut Avenue Securities Trust 2022-R01 1B2 9.6121% 25-DEC-2041, 9.61%, 12/25/41
CAS 2022-R01
8116382
0.12%
Brean Asset Backed Securities Trust 2024-RM8 A1 4.5% 25-MAY-2064, 4.50%, 05/25/64
BABS 2024-RM8
8375081
0.12%
FHLMC 30yr Pool#QZ7683 5.500% 01-Nov-2055, 5.50%, 11/01/55
FR
8086861
0.12%
FIGRE TRUST 2025 HE4 FLTG 2055 B, 5.61%, 07/25/55
FIGRE 2025-HE4
8067084
0.12%
FHLMC 30yr Pool#SD7417 5.500% 01-Jan-2055, 5.50%, 01/01/55
FR
7848495
0.12%
FNMA 30yr Pool#DA0026 6.000% 01-Sep-2053, 6.00%, 09/01/53
FN
7719367
0.12%
Fannie Mae Pool|5.5|05/01/2056, 5.50%, 05/01/56
FN
7849035
0.11%
PRPM 2025-RPL4 A1, 3.00%, 05/25/55
PRPM 2025-RPL4
8035839
0.11%
FHLMC 30yr Pool#QH1500 6.000% 01-Sep-2053, 6.00%, 09/01/53
FR
7408994
0.11%
FHLMC 30yr Pool#QY9874 6.000% 01-Aug-2055, 6.00%, 08/01/55
FR
7447689
0.11%
Fannie Mae REMIC Trust 2022-65 FB 4.4121% 25-SEP-2052, 4.41%, 09/25/52
FNR 2022-65
7688771
0.11%
Connecticut Avenue Securities Trust 2025-R01 1M2 5.1121% 25-JAN-2045, 5.11%, 01/25/45
CAS 2025-R01
7585000
0.11%
Acacia 2025-1 A 5.24% 15-NOV-2037, 5.24%, 11/15/37
ACACIA 2025-1
7539151
0.11%
Alterna Funding III A 6.26% 15-MAY-2039, 6.26%, 05/16/39
TAX 2024-1A
7526478
0.11%
SALUDA GR ALT MTG TR 25 RRTL1 A1, 5.32%, 10/25/40
GRADE 2025-RRTL1
7388000
0.11%
RCKT Mortgage Trust 2024-CES9 A1B 5.683% 25-DEC-2044, 5.68%, 12/25/44
RCKT 2024-CES9
7312875
0.11%
Reneu Redi Q-1 Trust 2026-RTL1|5.892|06/25/2041, 5.89%, 06/25/41
RENEU 2026-RTL1
7339000
0.11%
FNMA 30yr Pool#FA1613 5.000% 01-Apr-2055, 5.00%, 04/01/55
FN
7350214
0.11%
RCKT MORTGAGE TRUST 2026-CES4 0% 56, 5.59%, 04/25/56
RCKT 2026-CES4
7331000
0.11%
COOPR Residential Mortgage Trust 2025-CES3 A1A 4.84% 25-SEP-2060, 4.84%, 09/25/60
COOPR 2025-CES3
7216101
0.11%
Huntington Bank Auto Credit-Linked Notes, Series 2024-1 B1 6.153% 20-MAY-2032, 6.15%, 05/20/32
HACLN 2024-1
7074582
0.10%
COOPR Residential Mortgage Trust 2026-CES1 A1B 4.996% 25-FEB-2061, 5.00%, 01/01/61
COOPR 2026-CES1
7122570
0.10%
Switch ABS Issuer, Series 2026-1 A2I_2601 5.609% 25-MAR-2056, 5.61%, 03/27/56
SWTCH 2026-1A
7006000
0.10%
RCKT Mortgage Trust 2025-CES7 A1B 5.478% 25-JUL-2055, 5.48%, 07/25/55
RCKT 2025-CES7
6975596
0.10%
GS Mortgage-Backed Securities Trust 2026-CES1 A2 5.272% 25-MAY-2056, 5.27%, 05/25/56
GSMBS 2026-CES1
7000000
0.10%
FHLMC 30yr Pool#QG3912 5.500% 01-Jun-2053, 5.50%, 06/01/53
FR
6805030
0.10%
LHOME Mortgage Trust 2024-RTL4 A2 6.092% 25-JUL-2039, 6.09%, 07/25/39
LHOME 2024-RTL4
6870000
0.10%
FHLMC 30yr Pool#QX0520 5.500% 01-Dec-2054, 5.50%, 12/01/54
FR
6792101
0.10%
PRPM 2025-RCF3, LLC, 5.77%, 08/25/28
PRPM 2025-6
6740560
0.10%
Mello Mortgage Capital Acceptance 2024-SD1 A1 4.0% 25-APR-2054, 4.00%, 04/25/54
MELLO
6693814
0.10%
FIGRE TRUST 2025-HE6 FLTG 2055 C, 5.25%, 09/25/55
FIGRE 2025-HE6
6671358
0.10%
ACHM Trust 2024-HE1 A 6.55% 25-MAY-2039, 6.55%, 05/25/39
ACHM 2024-HE1
6438079
0.10%
RCKT MORTGAGE TRUST 2026-CES4 0% 56, 5.39%, 04/25/56
RCKT 2026-CES4
6516000
0.10%
FNMA 30yr Pool#FA0339 5.500% 01-Jan-2055, 5.50%, 01/01/55
FN
6334868
0.10%
Meridian Arc Holdco LLC 6.25% 30-APR-2031, 6.25%, 04/30/31
MERIDI
6398000
0.10%
FNMA 30yr Pool#DF2677 6.000% 01-Nov-2055, 6.00%, 11/01/55
FN
6219926
0.09%
FIGRE TRUST 2026-HE4 MB FLTG 56, 5.70%, 05/25/56
FIGRE 2026-HE4
6369789
0.09%
FNMA 30yr Pool#FS4356 6.000% 01-May-2053, 6.00%, 05/01/53
FN
6077055
0.09%
FNA 9, Series 2026-1 A 5.509% 15-DEC-2038, 5.51%, 04/16/46
FNH 2026-1
6230520
0.09%
Saluda Grade Alternative Mortgage Trust 2024-RTL5 A1 7.762% 25-APR-2030, 7.76%, 04/25/30
GRADE 2024-RTL5 A1
6195858
0.09%
Connecticut Avenue Securities Trust 2023-R03 2B1 9.9621% 25-APR-2043, 9.96%, 04/25/43
CAS 2023-R03
5626000
0.09%
PRET 2025-RPL2 Trust A1 4.0% 25-FEB-2065, 4.00%, 08/25/64
PRET 2025-RPL2
6252513
0.09%
FNMA 30yr Pool#DA1468 6.000% 01-Sep-2053, 6.00%, 09/01/53
FN
5868880
0.09%
HOMES 2026-INV1 Trust A1D 5.077% 25-AUG-2060, 5.08%, 08/25/60
HOMES 2026-INV1
6043607
0.09%
FHLMC 30yr Pool#QX9929 6.000% 01-Apr-2055, 6.00%, 04/01/55
FR
5869686
0.09%
FNMA 30yr Pool#FM4129 4.000% 01-Sep-2050, 4.00%, 09/01/50
FN
6366465
0.09%
FNMA 30yr Pool#DB4017 6.000% 01-May-2054, 6.00%, 05/01/54
FN
5843268
0.09%
RCKT MORTGAGE TRUST 2025 5.24863% 55, 5.25%, 08/25/55
RCKT 2025-CES8
5999237
0.09%
Brean Asset Backed Securities Trust 2024-RM9 A1 5.0% 25-SEP-2064, 5.00%, 09/25/64
BABS 2024-RM9
5963007
0.09%
FNMA 30yr Pool#FS7397 6.000% 01-Mar-2054, 6.00%, 03/01/54
FN
5737113
0.09%
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
5888293
0.09%
FNMA 30yr Pool#DE6050 6.000% 01-Aug-2055, 6.00%, 08/01/55
FN
5636952
0.09%
FHLMC 30yr Pool#QH7040 6.000% 01-Dec-2053, 6.00%, 12/01/53
FR
5653858
0.09%
FIGRE TRUST 2025-HE6 FLTG 2055 B, 5.14%, 09/25/55
FIGRE 2025-HE6
5880212
0.09%
FHLMC 30yr Pool#SD5223 6.000% 01-Apr-2054, 6.00%, 04/01/54
FR
5584036
0.09%
Ally Bank Auto Credit-Linked Notes, Series 2025-A D 4.991% 15-JUN-2033, 4.99%, 06/15/33
ABCLN 2025-A
5755748
0.09%
Connecticut Avenue Securities, Series 2021-R02 2B2 9.8121% 25-NOV-2041, 9.81%, 11/25/41
CAS 2021-R02
5616000
0.08%
FHLMC 30yr Pool#QH4638 6.000% 01-Nov-2053, 6.00%, 11/01/53
FR
5546623
0.08%
TVC Mortgage Trust 2025-RRTL1 A2 6.68% 25-APR-2040, 6.68%, 04/25/40
TVC 2025-RRTL1
5597000
0.08%
FNMA 30yr Pool#DE7796 6.000% 01-Aug-2055, 6.00%, 08/01/55
FN
5470283
0.08%
FNMA 30yr Pool#CA5386 4.500% 01-Mar-2050, 4.50%, 03/01/50
FN
5787640
0.08%
PRPM 2025-RPL3 A1 3.25% 25-APR-2055, 3.25%, 04/25/55
PRPM 2025-RPL3
5813645
0.08%
FHLMC 30yr Pool#QZ9111 5.500% 01-Nov-2055, 5.50%, 11/01/55
FR
5542487
0.08%
SF ABS ISSUER 2025-1 0%55 A2, 5.38%, 11/25/55
SFARM 2025-1A
5750000
0.08%
FIGRE TRUST 2025-HE4 5.408% 55, 5.41%, 07/25/55
FIGRE 2025-HE4
5521914
0.08%
RCKT Mortgage Trust 2024-CES1 A1B 6.325% 25-FEB-2044, 6.33%, 02/25/44
RCKT 2024-CES1
5438915
0.08%
Woodward Capital Manage MB FLTG 56, 5.66%, 05/25/56
RCKT 2026-CES5
5400000
0.08%
MS RES MTG LN TR 2025-SPL1 A1, 4.25%, 02/25/65
MSRM 2025-SPL1
5550997
0.08%
FNMA 30yr Pool#FS1578 4.000% 01-Oct-2050, 4.00%, 10/01/50
FN
5665983
0.08%
FHLMC 30yr Pool#SD3813 6.000% 01-Jul-2053, 6.00%, 07/01/53
FR
5170379
0.08%
FNMA 30yr Pool#DD5556 6.000% 01-Mar-2055, 6.00%, 03/01/55
FN DD5556 MTGE
5180895
0.08%
FIGRE Trust 2026-HE1 C 5.434% 25-JAN-2056, 5.43%, 01/25/56
FIGRE 2026-HE1
5361135
0.08%
LHOME Mortgage Trust 2024-RTL2 A1 7.128% 25-MAR-2029, 7.13%, 03/25/29
LHOME
5293684
0.08%
RCKT Mortgage Trust 2025-CES12|5.65|11/25/2055, 5.65%, 11/25/55
RCKT 2025-CES12
5400000
0.08%
FNMA 30yr Pool#FS0088 4.000% 01-Mar-2050, 4.00%, 03/01/50
FN
5563980
0.08%
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2023-HQA3 M1 5.49516% 25-NOV-2043, 5.46%, 11/25/43
STACR 2023-HQA3
5223932
0.08%
FHLMC 30yr Pool#SD3018 5.500% 01-May-2053, 5.50%, 05/01/53
FR
5069150
0.07%
FNMA 30yr Pool#DB4019 6.000% 01-May-2054, 6.00%, 05/01/54
FN
4911191
0.07%
Fora Financial Asset Securitization, Series 2024-1 A 6.33% 15-MAY-2027, 6.33%, 08/15/29
FORA 2024-1A
5038000
0.07%
RCKT Mortgage Trust 2025-CES8 B2A 7.28202% 25-AUG-2055, 7.28%, 08/25/55
RCKT 2025-CES8
5040000
0.07%
FHLMC 30yr Pool#QJ9072 6.000% 01-Nov-2054, 6.00%, 11/01/54
FR
4798045
0.07%
JP Morgan Mortgage Trust 2026-CES1 A3 5.332% 25-JUN-2056, 5.33%, 06/25/56
JPMMT 2026-CES1
5000000
0.07%
Arixa Mortgage Trust 2026-RTL1|6.051|05/25/2031, 6.05%, 05/25/31
ARIXA 2026-RTL1
4919000
0.07%
PRPM 2025-5 0%30, 5.73%, 07/25/30
PRPM 2025-5
4906590
0.07%
Freddie Mac Pool|6|05/01/2056, 6.00%, 05/01/56
FR
4719241
0.07%
FHLMC 30yr Pool#QF9863 5.500% 01-Mar-2053, 5.50%, 03/01/53
FR
4769392
0.07%
ABL 2024-RTL1 A2 7.457% 25-SEP-2029, 7.46%, 09/25/29
ABL 2024-RTL1
4840000
0.07%
FNMA 30yr Pool#DC7015 5.500% 01-Dec-2054, 5.50%, 12/01/54
FN
4779859
0.07%
Saluda Grade Alternative Mortgage Trust 2024-RTL4 A2 7.5% 25-FEB-2030, 7.50%, 02/25/30
GRADE 2024-RTL4
4804500
0.07%
FNMA 30yr Pool#DA5019 6.500% 01-Nov-2053, 6.50%, 11/01/53
FN
4562794
0.07%
Huntington Bank Auto Credit-Linked Notes, Series 2025-1 B 4.957% 20-MAR-2033, 4.96%, 03/21/33
HACLN 2025-1
4786834
0.07%
FNMA 30yr Pool#BX5986 5.500% 01-Mar-2053, 5.50%, 03/01/53
FN
4687098
0.07%
FNMA 30yr Pool#CA0706 4.000% 01-Nov-2047, 4.00%, 11/01/47
FN
5026551
0.07%
Connecticut Avenue Securities Trust 2024-R01 1B1 6.3121% 25-JAN-2044, 6.31%, 01/25/44
CAS 2024-R01
4595000
0.07%
Homeward Opportunities Fund Trust 2025-RRTL2 A1 5.237% 25-AUG-2040, 5.24%, 09/25/40
HOF 2025-RRTL2
4682000
0.07%
OCEANVIEW MORTGAGE TRUST 4.99888% 55, 4.51%, 12/25/55
BVINV 2025-4
4595797
0.07%
Connecticut Avenue Securities Trust 2022-R07 1M2 8.2621% 25-JUN-2042, 8.30%, 06/25/42
CAS 2022-R07
4397000
0.07%
FNMA 30yr Pool#BY0337 6.500% 01-May-2053, 6.50%, 05/01/53
FN
4368311
0.07%
FNMA 30yr Pool#BX9326 5.500% 01-Mar-2053, 5.50%, 03/01/53
FN
4425704
0.07%
FNMA 30yr Pool#DC5656 5.000% 01-Nov-2054, 5.00%, 11/01/54
FN
4557920
0.07%
Affirm Asset Securitization Trust 2025-X2 C 4.93% 15-OCT-2030, 4.93%, 10/15/30
AFFRM 2025-X2
4500000
0.07%
FHLMC 30yr Pool#QZ1060 6.000% 01-Aug-2055, 6.00%, 08/01/55
FR
4352663
0.07%
FHLMC 30yr Pool#QH4473 6.000% 01-Nov-2053, 6.00%, 11/01/53
FR
4331042
0.07%
FNMA 30yr Pool#DE9377 6.000% 01-Sep-2055, 6.00%, 09/01/55
FN
4256474
0.07%
FHLMC 30yr Pool#RA1100 4.000% 01-Jul-2049, 4.00%, 07/01/49
FR
4635797
0.06%
Freddie Mac Pool|6|06/01/2056, 6.00%, 06/01/56
FR
4210109
0.06%
PRPM 2025 RCF4 LLC 4.5% 55, 4.50%, 08/25/55
PRPM 2025-RCF4
4383689
0.06%
FHLMC 30yr Pool#QH2259 6.000% 01-Sep-2053, 6.00%, 09/01/53
FR
4182363
0.06%
Woodward Capital Manage MB FLTG 56, 6.06%, 05/25/56
RCKT 2026-CES5
4250000
0.06%
EFMT 2026-CES1 A3 5.466% 25-DEC-2060, 5.47%, 12/25/60
EFMT 2026-CES1
4250000
0.06%
RAM 2026-1 A 5.463% 15-JUN-2046, 5.46%, 06/15/46
RAM 2026-1
4210000
0.06%
Fannie Mae Pool|6|06/01/2056, 6.00%, 06/01/56
FN
4014854
0.06%
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-HQA4 B2 10.6121% 25-DEC-2041, 10.61%, 12/25/41
STACR 2021-HQA4
4000000
0.06%
Vista Point Securitization Trust 2026-CES1 A3 5.376% 25-FEB-2056, 5.38%, 02/25/56
VSTA 2026-CES1
4169000
0.06%
EASY STREET MORTGAGE LN 5.606%40 A1, 5.61%, 10/25/40
EASY 2025-RTL2
4100000
0.06%
FNMA 30yr Pool#FA3788 5.500% 01-Nov-2055, 5.50%, 11/01/55
FN
3944272
0.06%
FNMA 30yr Pool#FS3246 5.500% 01-Nov-2052, 5.50%, 11/01/52
FN
3940521
0.06%
OBX 2022-NQM7 Trust MB FLTG 66, 5.59%, 04/25/56
OBX 2026-CES1
4000000
0.06%
GS Mortgage-Backed Securities Trust 2026-CES1 A3 5.422% 25-MAY-2056, 5.42%, 05/25/56
GSMBS 2026-CES1
4000000
0.06%
FHLMC 30yr Pool#QZ7654 6.000% 01-Nov-2055, 6.00%, 11/01/55
FR
3831717
0.06%
JP Morgan Mortgage Trust 2026-CES1 A2 5.182% 25-JUN-2056, 5.18%, 06/25/56
JPMMT 2026-CES1
4000000
0.06%
Connecticut Avenue Securities Trust 2023-R08 1B1 7.1621% 25-OCT-2043, 7.16%, 10/25/43
CAS 2023-R08
3750000
0.06%
FNMA 30yr Pool#BW6314 5.500% 01-Aug-2052, 5.50%, 08/01/52
FN
3816623
0.06%
FHLMC 30yr Pool#QH5204 6.500% 01-Nov-2053, 6.50%, 11/01/53
FR
3689693
0.06%
FNMA 30yr Pool#CB2907 3.500% 01-Feb-2052, 3.50%, 02/01/52
FN
4209716
0.06%
FIGRE Trust 2025-HE3 B 5.71% 25-MAY-2055, 5.71%, 05/25/55
FIGRE 2025-HE3
3830177
0.06%
EFMT 2026-CES1 A2 5.316% 25-DEC-2060, 5.32%, 12/25/60
EFMT 2026-CES1
3881000
0.06%
Fannie Mae REMIC Trust 2020-98 AI 3.5% 25-JAN-2061, 3.50%, 01/25/61
FNR 2020-98
18180187
0.06%
FIGRE TRUST 2025-FL1 5.265% 55, 5.26%, 07/25/55
FIGRE 2025-FL1
3822351
0.06%
Ginnie Mae REMIC Trust 2023-116 LF 4.94014% 20-AUG-2053, 4.93%, 08/20/53
GNR 2023-116
3758400
0.06%
FNMA 30yr Pool#DE7795 6.000% 01-Aug-2055, 6.00%, 08/01/55
FN
3663765
0.06%
FIGRE Trust 2026-HE1 B 5.183% 25-JAN-2056, 5.18%, 01/25/56
FIGRE 2026-HE1
3801950
0.05%
FNMA 30yr Pool#DD3307 6.000% 01-Feb-2055, 6.00%, 02/01/55
FN DD3307 MTGE
3558442
0.05%
FHLMC 30yr Pool#QX6719 6.000% 01-Feb-2055, 6.00%, 02/01/55
FR
3554428
0.05%
Connecticut Avenue Securities Trust 2022-R02 2M2 6.6121% 25-JAN-2042, 6.61%, 01/25/42
CAS 2022-R02
3613926
0.05%
FNMA 30yr Pool#FS2135 4.000% 01-Nov-2049, 4.00%, 11/01/49
FN
3836513
0.05%
FIGRE Trust 2025-HE3 C 5.91% 25-MAY-2055, 5.91%, 05/25/55
FIGRE 2025-HE3
3600366
0.05%
Connecticut Avenue Securities Trust 2022-R07 1B2 15.6121% 25-JUN-2042, 15.65%, 06/25/42
CAS 2022-R07
3206201
0.05%
FHLMC 30yr Pool#QF7280 5.500% 01-Jan-2053, 5.50%, 01/01/53
FR
3391263
0.05%
FNMA 30yr Pool#DA5072 6.500% 01-Nov-2053, 6.50%, 11/01/53
FN
3291426
0.05%
FNMA 30yr Pool#BX6124 6.500% 01-Jan-2053, 6.50%, 01/01/53
FN
3253380
0.05%
FHLMC 30yr Pool#QH0826 5.500% 01-Sep-2053, 5.50%, 09/01/53
FR
3364671
0.05%
FHLMC 30yr Pool#TA0253 6.000% 01-Dec-2055, 6.00%, 12/01/55
FR
3327431
0.05%
FHLMC 30yr Pool#QI8221 6.000% 01-Jun-2054, 6.00%, 06/01/54
FR
3316514
0.05%
FHLMC 30yr Pool#QF7810 5.500% 01-Jan-2053, 5.50%, 01/01/53
FR
3333330
0.05%
FNMA 30yr Pool#BY0335 6.000% 01-May-2053, 6.00%, 05/01/53
FN
3209929
0.05%
FNMA 30yr Pool#FM7031 4.000% 01-Jan-2051, 4.00%, 01/01/51
FN
3444178
0.05%
FHLMC 30yr Pool#QH7549 6.000% 01-Dec-2053, 6.00%, 12/01/53
FR
3144428
0.05%
FINANCE OF AMERICA STRUCTURE 3.5% 74, 3.50%, 02/25/74
FASST 2024-S1
3273621
0.05%
OBX 2026 HE1 FLTG 2056 A1B, 5.11%, 02/25/56
OBX 2026-HE1
3222129
0.05%
FNMA 30yr Pool#DF1002 6.000% 01-Oct-2055, 6.00%, 10/01/55
FN
3119007
0.05%
FHLMC 30yr Pool#QX5273 6.000% 01-Feb-2055, 6.00%, 02/01/55
FR
3093514
0.05%
FHLMC 30yr Pool#QH6041 5.500% 01-Dec-2053, 5.50%, 12/01/53
FR
3107721
0.05%
FHLMC 30yr Pool#QZ3837 6.000% 01-Sep-2055, 6.00%, 09/01/55
FR
3046381
0.05%
FHLMC 30yr Pool#QH1144 5.500% 01-Sep-2053, 5.50%, 09/01/53
FR
3071178
0.05%
RCKT Mortgage Trust 2026-CES1 A1B 4.928% 25-JAN-2056, 4.93%, 01/25/56
RCKT 2026-CES1
3141244
0.05%
EFMT 2025-RTL1 0% 40, 5.22%, 11/25/40
EFMT 2025-RTL1
3108000
0.05%
FHLMC 30yr Pool#TA1465 6.000% 01-Dec-2055, 6.00%, 12/01/55
FR
2992757
0.05%
RCKT Mortgage Trust 2025-CES2 A1B 5.603% 25-FEB-2055, 5.60%, 02/25/55
RCKT 2025-CES2
3045348
0.04%
FNMA 30yr Pool#MA4026 4.000% 01-May-2050, 4.00%, 05/01/50
FN
3208822
0.04%
Fannie Mae Pool|6|06/01/2056, 6.00%, 06/01/56
FN
2938330
0.04%
FNMA 30yr Pool#FM1540 4.000% 01-Sep-2049, 4.00%, 09/01/49
FN
3157906
0.04%
FHLMC 30yr Pool#QZ4951 6.000% 01-Oct-2055, 6.00%, 10/01/55
FR
2898576
0.04%
BX Trust 2021-BXMF C 4.93327% 15-OCT-2038, 4.93%, 10/15/26
BX 2021-BXMF
2958012
0.04%
FHLMC 30yr Pool#SD1111 4.000% 01-Jun-2050, 4.00%, 06/01/50
FR
3106350
0.04%
Freddie Mac Pool|6|06/01/2056, 6.00%, 06/01/56
FR
2853845
0.04%
GWT Commercial Mortgage Trust 2024-WLF2 A 5.31833% 15-MAY-2041, 5.32%, 05/15/41
GWT 2024-WLF2
2900000
0.04%
COOPR Residential Mortgage Trust 2026-CES1 A2 5.158% 25-FEB-2061, 5.16%, 02/25/61
COOPR 2026-CES1
2949000
0.04%
RCKT Mortgage Trust 2023-CES1 A1A 6.515% 25-JUN-2043, 6.51%, 06/25/43
RCKT
2848985
0.04%
Structured Agency Credit Risk (STACR) Debt Notes, Series 2020-DNA1 B2 8.97658% 25-JAN-2050, 8.98%, 01/25/50
STACR 2020-DNA1
2560595
0.04%
FNMA 30yr Pool#MA4056 4.000% 01-Jun-2050, 4.00%, 06/01/50
FN
2999153
0.04%
FNMA 30yr Pool#BX8700 5.500% 01-Mar-2053, 5.50%, 03/01/53
FN
2733738
0.04%
FHLMC 30yr Pool#QG2539 6.500% 01-May-2053, 6.50%, 05/01/53
FR
2668899
0.04%
New Residential Mortgage Loan Trust 2024-RTL1 A2 7.101% 25-MAR-2039, 7.10%, 03/25/39
NRMLT 2024-RTL1
2750000
0.04%
Chase Mortgage Reference Notes, Series 2021-CL1 M1 4.8121% 25-FEB-2050, 4.81%, 02/25/50
CHASE 2021-CL1
2791333
0.04%
RCKT MORTGAGE TRUST 2025-CE 5.16% 34, 5.16%, 07/25/34
RCKTL 2025-1A
2750000
0.04%
OBX TRUST 2026-HE1 FLTG 2056 M1, 5.26%, 02/25/56
OBX 2026-HE1
2707000
0.04%
Fannie Mae Pool|4|03/01/2050, 4.00%, 03/01/50
FN
2852221
0.04%
FNMA 30yr Pool#DF5622 6.000% 01-Nov-2055, 6.00%, 11/01/55
FN
2586942
0.04%
FHLMC 30yr Pool#QE8542 5.500% 01-Aug-2052, 5.50%, 08/01/52
FR
2612139
0.04%
FHLMC 30yr Pool#SD6905 6.000% 01-Nov-2054, 6.00%, 11/01/54
FR
2571815
0.04%
FHLMC 30yr Pool#QF9276 5.500% 01-Mar-2053, 5.50%, 03/01/53
FR
2552412
0.04%
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA3 M2 7.9621% 25-APR-2042, 7.96%, 04/25/42
STACR 2022-DNA3
2528314
0.04%
FHLMC 30yr Pool#QZ4131 6.000% 01-Sep-2055, 6.00%, 09/01/55
FR
2519434
0.04%
FHLMC 30yr Pool#QE6404 5.500% 01-Jul-2052, 5.50%, 07/01/52
FR
2544354
0.04%
FNMA 30yr Pool#DD8279 6.000% 01-Apr-2055, 6.00%, 04/01/55
FN
2509966
0.04%
FNMA 30yr Pool#BV5393 3.500% 01-Apr-2052, 3.50%, 04/01/52
FN
2809836
0.04%
Vista Point Securitization Trust 2026-CES1 A2 5.226% 25-FEB-2056, 5.23%, 02/25/56
VSTA 2026-CES1
2600000
0.04%
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-HQA3 B2 9.8621% 25-SEP-2041, 9.86%, 09/25/41
STACR 2021-HQA3
2504211
0.04%
FHLMC 30yr Pool#Q57869 4.000% 01-Aug-2048, 4.00%, 08/01/48
FG
2678594
0.04%
BX Trust 2021-BXMF G 7.091513% 15-OCT-2038, 7.09%, 10/15/26
BX 2021-BXMF
2488884
0.04%
PRPM 2026-RCF1 A2 5.206% 25-JAN-2056, 5.21%, 01/25/56
PRPM 2026-RCF1
2500000
0.04%
PRPM 2026-RCF1 A3 5.305% 25-JAN-2056, 5.30%, 01/25/56
PRPM 2026-RCF1
2500000
0.04%
Connecticut Avenue Securities Trust 2024-R06 1M2 5.2121% 25-SEP-2044, 5.21%, 09/25/44
CAS 2024-R06
2468872
0.04%
FHLMC 30yr Pool#SD2897 5.500% 01-May-2053, 5.50%, 05/01/53
FR
2420403
0.04%
FHLMC 30yr Pool#QI7710 5.500% 01-Jun-2054, 5.50%, 06/01/54
FR
2405414
0.04%
EFMT 2026-CES1 A1B 5.116% 25-DEC-2060, 5.12%, 12/25/60
EFMT 2026-CES1
2464233
0.04%
OBX 2022-NQM7 Trust MB FLTG 66, 5.42%, 04/25/56
OBX 2026-CES1
2420594
0.04%
FIGRE Trust 2024-HE4 B 5.252% 25-SEP-2054, 5.25%, 09/25/54
FIGRE 2024-HE4
2421881
0.04%
FNMA 30yr Pool#BY8533 6.500% 01-Aug-2053, 6.50%, 08/01/53
FN
2295269
0.04%
FNMA 30yr Pool#DC1102 5.500% 01-Sep-2054, 5.50%, 09/01/54
FN
2351195
0.04%
PRPM 2025-RCF3 LLC 5.25% 55, 5.25%, 07/25/55
PRPM 2025-RCF3
2380125
0.04%
FNMA 30yr Pool#DC1302 5.000% 01-Aug-2054, 5.00%, 08/01/54
FN
2407620
0.04%
FHLMC 30yr Pool#SD3523 3.000% 01-Jun-2052, 3.00%, 06/01/52
FR
2701273
0.03%
FNMA 30yr Pool#BY5913 5.500% 01-Sep-2053, 5.50%, 09/01/53
FN
2302419
0.03%
Connecticut Avenue Securities Trust 2022-R08 1M2 7.2121% 25-JUL-2042, 7.21%, 07/25/42
CAS 2022-R08
2280000
0.03%
FNMA 30yr Pool#DE2839 6.000% 01-Jun-2055, 6.00%, 06/01/55
FN
2264257
0.03%
FNMA 30yr Pool#DA3549 6.500% 01-Oct-2053, 6.50%, 10/01/53
FN
2200991
0.03%
Ginnie Mae REMIC Trust 2017-163 LO 0.0% 16-MAY-2041, 0.00%, 05/16/41
GNR 2017-163
3070432
0.03%
FIGRE TRUST 2026-HE4 MB FLTG 56, 6.23%, 05/25/56
FIGRE 2026-HE4
2300000
0.03%
FHLMC 30yr Pool#QF0488 5.500% 01-Sep-2052, 5.50%, 09/01/52
FR
2230704
0.03%
Morgan Stanley Residential Mortgage Loan Trust 2026-NQM1 A2 5.032% 25-DEC-2070, 5.03%, 12/25/70
MSRM 2026-NQM1
2261339
0.03%
U.S. Bank Auto Credit Linked Notes, Series 2023-1 B 6.789% 25-AUG-2032, 6.79%, 08/25/32
USCLN 2023-1
2220394
0.03%
FHLMC 30yr Pool#QY9883 6.000% 01-Aug-2055, 6.00%, 08/01/55
FR
2147998
0.03%
Bayview Opportunity Master Fund VII Trust 2024-CAR1 B 4.9121% 25-DEC-2031, 4.91%, 12/26/31
BVCLN 2024-CAR1
2154027
0.03%
FNMA 30yr Pool#DF0313 6.000% 01-Sep-2055, 6.00%, 09/01/55
FN
2072243
0.03%
FHLMC 30yr Pool#QG2543 5.500% 01-May-2053, 5.50%, 05/01/53
FR
2048832
0.03%
PRPM 2024-RCF2 A1 3.75% 25-MAR-2054, 3.75%, 03/25/54
PRPM 2024-RCF2
2127899
0.03%
Ally Bank Auto Credit-Linked Notes, Series 2024-A C 6.022% 15-MAY-2032, 6.02%, 05/17/32
ABCLN 2024-A
1966624
0.03%
FNMA 30yr Pool#BY0338 6.500% 01-May-2053, 6.50%, 05/01/53
FN
1896674
0.03%
FNMA 30yr Pool#FS1640 4.000% 01-Apr-2052, 4.00%, 04/01/52
FN
2060621
0.03%
FNMA 30yr Pool#FS3001 4.000% 01-Oct-2051, 4.00%, 10/01/51
FN
2042929
0.03%
FNMA 30yr Pool#DA0036 6.500% 01-Sep-2053, 6.50%, 09/01/53
FN
1843083
0.03%
FNMA 30yr Pool#BX8072 5.500% 01-Mar-2053, 5.50%, 03/01/53
FN
1860085
0.03%
Chase Mortgage Reference Notes, Series 2020-CL1 M2 6.1988% 25-OCT-2057, 6.20%, 10/25/57
CHASE 2020-CL1
1817596
0.03%
FNMA 30yr Pool#DF0998 6.000% 01-Oct-2055, 6.00%, 10/01/55
FN
1762675
0.03%
FHLMC 30yr Pool#QX7432 6.000% 01-Feb-2055, 6.00%, 02/01/55
FR
1757080
0.03%
FHLMC 30yr Pool#SI2017 4.000% 01-Dec-2048, 4.00%, 12/01/48
FR
1902405
0.03%
Chase Mortgage Reference Notes, Series 2021-CL1 M3 5.1621% 25-FEB-2050, 5.16%, 02/25/50
CHASE 2021-CL1
1820415
0.03%
FHLMC 30yr Pool#QI4878 6.000% 01-Apr-2054, 6.00%, 04/01/54
FR
1684307
0.03%
FNMA 30yr Pool#DA3538 6.000% 01-Oct-2053, 6.00%, 10/01/53
FN
1676279
0.03%
PRPM 2025-RCF3 LLC 5.25% 55, 5.25%, 07/25/55
PRPM 2025-RCF3
1700000
0.02%
FHLMC 30yr Pool#SD1551 4.000% 01-Mar-2050, 4.00%, 03/01/50
FR
1770090
0.02%
Santander Bank Auto Credit-Linked Notes, Series 2024-A B 5.622% 15-JUN-2032, 5.62%, 06/15/32
SBCLN 2024-A
1646937
0.02%
Foundation Finance Trust 2023-2 A 6.53% 15-JUN-2049, 6.53%, 06/15/49
FFIN 2023-2A
1616429
0.02%
Fannie Mae Pool|4|08/01/2050, 4.00%, 08/01/50
FN
1734630
0.02%
FNMA 30yr Pool#MA3521 4.000% 01-Nov-2048, 4.00%, 11/01/48
FN
1717910
0.02%
Chase Mortgage Reference Notes, Series 2021-CL1 M2 4.9621% 25-FEB-2050, 4.96%, 02/25/50
CHASE 2021-CL1
1639908
0.02%
FHLMC 30yr Pool#SD0943 3.500% 01-Apr-2052, 3.50%, 04/01/52
FR
1711050
0.02%
FHLMC 30yr Pool#SD4456 4.000% 01-Aug-2050, 4.00%, 08/01/50
FR
1591030
0.02%
FNMA 30yr Pool#DD4221 6.000% 01-Feb-2055, 6.00%, 02/01/55
FN DD4221 MTGE
1457766
0.02%
FNMA 30yr Pool#CB2681 3.500% 01-Jan-2052, 3.50%, 01/01/52
FN
1611657
0.02%
FHF Trust 2024-1 (First Help Financial) A2 5.69% 15-FEB-2030, 5.69%, 02/15/30
FHF 2024-1A
1465543
0.02%
FHLMC 30yr Pool#QY7439 6.000% 01-Jun-2055, 6.00%, 06/01/55
FR
1416932
0.02%
FHLMC 30yr Pool#QZ4132 6.000% 01-Sep-2055, 6.00%, 09/01/55
FR
1409919
0.02%
FNMA 30yr Pool#DC9709 6.000% 01-Jan-2055, 6.00%, 01/01/55
FN
1390249
0.02%
FHLMC 30yr Pool#Q58477 4.000% 01-Sep-2048, 4.00%, 09/01/48
FG
1486335
0.02%
FNMA 30yr Pool#BT8051 5.500% 01-Jan-2053, 5.50%, 01/01/53
FN
1372777
0.02%
FNMA 30yr Pool#MA3415 4.000% 01-Jul-2048, 4.00%, 07/01/48
FN
1448341
0.02%
FNMA 30yr Pool#BY1896 5.500% 01-May-2053, 5.50%, 05/01/53
FN
1348510
0.02%
FHLMC 30yr Pool#QG4340 6.500% 01-Jun-2053, 6.50%, 06/01/53
FR
1292516
0.02%
Santander Bank Auto Credit-Linked Notes, Series 2023-B B 5.64% 15-DEC-2033, 5.64%, 12/15/33
SBCLN 2023-B
1310694
0.02%
FNMA 30yr Pool#CA5573 4.000% 01-Apr-2050, 4.00%, 04/01/50
FN
1382859
0.02%
RCKT MORTGAGE TR 2026-CES2 M1A, 5.36%, 02/25/56
RCKT 2026-CES2
1323000
0.02%
FNMA 30yr Pool#BY0327 6.500% 01-May-2053, 6.50%, 05/01/53
FN
1227389
0.02%
FNMA 30yr Pool#BX7860 5.500% 01-Mar-2053, 5.50%, 03/01/53
FN
1247404
0.02%
FIGRE TRUST 2025-HE5 FLTG 2055 B, 5.49%, 08/25/55
FIGRE 2025-HE5
1240376
0.02%
FHLMC 30yr Pool#QF2561 5.500% 01-Nov-2052, 5.50%, 11/01/52
FR
1169692
0.02%
FNMA 30yr Pool#DB3056 5.500% 01-May-2054, 5.50%, 05/01/54
FN
1170677
0.02%
FNMA 30yr Pool#BY0361 6.500% 01-Jun-2053, 6.50%, 06/01/53
FN
1118352
0.02%
FNMA 40yr Pool#BF0167 3.000% 01-Feb-2057, 3.00%, 02/01/57
FN
1348198
0.02%
EFMT 2026-CES1 M1 5.616% 25-DEC-2060, 5.62%, 12/25/60
EFMT 2026-CES1
1166000
0.02%
FNMA 30yr Pool#MA3149 4.000% 01-Oct-2047, 4.00%, 10/01/47
FN
1206741
0.02%
Ally Bank Auto Credit-Linked Notes, Series 2024-A D 6.315% 15-MAY-2032, 6.31%, 05/17/32
ABCLN 2024-A
1123785
0.02%
FNMA 30yr Pool#BX0804 5.500% 01-Nov-2052, 5.50%, 11/01/52
FN
1114018
0.02%
FHLMC 30yr Pool#SD8003 4.000% 01-Jul-2049, 4.00%, 07/01/49
FR
1183484
0.02%
FNMA 30yr Pool#FM9138 4.000% 01-Mar-2050, 4.00%, 03/01/50
FN
1175763
0.02%
FNMA 30yr Pool#AS6811 3.000% 01-Mar-2046, 3.00%, 03/01/46
FN
1197473
0.02%
FNMA 30yr Pool#BJ9181 5.000% 01-May-2048, 5.00%, 05/01/48
FN
1058476
0.02%
FHLMC 30yr Pool#ZT2087 4.000% 01-Jun-2049, 4.00%, 06/01/49
FR
1120321
0.02%
ACHV ABS Trust 2024-1PL B 6.34% 25-APR-2031, 6.34%, 04/25/31
ACHV 2024-1PL
1052212
0.02%
Bayview Opportunity Master Fund VII Trust 2024-CAR1 C 5.1121% 25-DEC-2031, 5.11%, 12/26/31
BVCLN 2024-CAR1
1048293
0.02%
FNMA 30yr Pool#AS7492 4.000% 01-Jul-2046, 4.00%, 07/01/46
FN
1077665
0.02%
Connecticut Avenue Securities Trust 2022-R04 1M2 6.7121% 25-MAR-2042, 6.71%, 03/25/42
CAS 2022-R04
1000000
0.01%
FHLMC 30yr Pool#QG3885 6.500% 01-Jun-2053, 6.50%, 06/01/53
FR
963717
0.01%
FNMA 30yr Pool#CB8995 5.500% 01-Aug-2054, 5.50%, 08/01/54
FN
955227
0.01%
FNMA 30yr Pool#BV8484 3.500% 01-Apr-2052, 3.50%, 04/01/52
FN
996071
0.01%
FHLMC 30yr Pool#QG6538 5.500% 01-Jul-2053, 5.50%, 07/01/53
FR
894980
0.01%
FHLMC 30yr Pool#QG6948 5.500% 01-Jul-2053, 5.50%, 07/01/53
FR
883576
0.01%
FNMA 30yr Pool#FM1598 4.000% 01-Feb-2049, 4.00%, 02/01/49
FN
948824
0.01%
FHLMC 30yr Pool#QH3309 5.500% 01-Oct-2053, 5.50%, 10/01/53
FR
884967
0.01%
FNMA 30yr Pool#BV4203 3.500% 01-Apr-2052, 3.50%, 04/01/52
FN
971259
0.01%
FREMF 2019-KF70 Mortgage Trust C 9.76365% 25-SEP-2029, 9.76%, 09/25/29
FREMF 2019-KF70
890414
0.01%
BX Commercial Mortgage Trust 2021-21M A 4.472% 15-OCT-2036, 4.47%, 10/15/36
BX 2021-21M
862801
0.01%
GNMA II 30yr Pool#MA5021 4.500% 20-Feb-2048, 4.50%, 02/20/48
G2
860800
0.01%
FHLMC 30yr Pool#ZM8197 4.000% 01-Sep-2048, 4.00%, 09/01/48
FR
884335
0.01%
Structured Agency Credit Risk (STACR) Debt Notes, Series 2020-DNA2 B2 8.52658% 25-FEB-2050, 8.53%, 02/25/50
STACR 2020-DNA2
728791
0.01%
FNMA 30yr Pool#CC0990 5.000% 01-Sep-2055, 5.00%, 09/01/55
FN
786686
0.01%
FNMA 30yr Pool#BN4541 4.000% 01-Feb-2049, 4.00%, 02/01/49
FN
811536
0.01%
FNMA 30yr Pool#AB9341 3.000% 01-May-2043, 3.00%, 05/01/43
FN
838368
0.01%
FNMA 30yr Pool#BY0782 5.500% 01-Apr-2053, 5.50%, 04/01/53
FN
737480
0.01%
FHF Issuer Trust 2023-2 (First Help Financial) A2 6.79% 15-OCT-2029, 6.79%, 10/15/29
FHF 2023-2A
744915
0.01%
FHLMC 30yr Pool#QG7338 6.000% 01-Jul-2053, 6.00%, 07/01/53
FR
699124
0.01%
FNMA 30yr Pool#BY0866 5.500% 01-May-2053, 5.50%, 05/01/53
FN
692121
0.01%
FHLMC 30yr Pool#ZT1926 3.000% 01-Nov-2043, 3.00%, 11/01/43
FR
734220
0.01%
GNMA II 30yr Pool#MA5264 4.000% 20-Jun-2048, 4.00%, 06/20/48
G2
685358
0.01%
FNMA 30yr Pool#CB6864 5.000% 01-Aug-2053, 5.00%, 08/01/53
FN
650165
0.01%
Compass Datacenters Issuer II, Series 2024-1 B_2401 7.0% 25-FEB-2049, 7.00%, 02/25/49
CMPDC 2024-1A
620000
0.01%
ACHM Trust 2024-HE1 B 7.26% 25-MAY-2039, 7.26%, 05/25/39
ACHM 2024-HE1
585280
0.01%
FHLMC 30yr Pool#QE1073 3.500% 01-Apr-2052, 3.50%, 04/01/52
FR
641042
0.01%
FHLMC 30yr Pool#QG2540 6.500% 01-May-2053, 6.50%, 05/01/53
FR
541579
0.01%
FNMA 30yr Pool#BW0343 4.500% 01-May-2052, 4.50%, 05/01/52
FN
582000
0.01%
Blue Bridge Funding 2023-1 A 7.37% 15-NOV-2030, 7.37%, 11/15/30
BBEF 2023-1A
556857
0.01%
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-DNA5 M2 5.2621% 25-JAN-2034, 5.26%, 01/25/34
STACR 2021-DNA5
553677
0.01%
FNMA 30yr Pool#AL6842 4.000% 01-May-2045, 4.00%, 05/01/45
FN
575019
0.01%
FNMA 30yr Pool#BK9507 4.000% 01-Oct-2048, 4.00%, 10/01/48
FN
571126
0.01%
Sequoia Mortgage Trust 2013-5 A1 2.5% 25-MAY-2043, 2.50%, 05/25/43
SEMT 2013-5
595305
0.01%
ACHV ABS Trust 2024-1PL C 6.42% 25-APR-2031, 6.42%, 04/25/31
ACHV 2024-1PL
498512
0.01%
FNMA 30yr Pool#AZ0869 4.000% 01-Jul-2045, 4.00%, 07/01/45
FN
479472
0.01%
FHLMC 30yr Pool#QD9191 3.500% 01-Apr-2052, 3.50%, 04/01/52
FR
492941
0.01%
FHLMC 15yr Pool#SB0116 2.500% 01-Nov-2034, 2.50%, 11/01/34
FR
462170
0.01%
FHLMC 30yr Pool#SD1414 4.000% 01-Oct-2050, 4.00%, 10/01/50
FR
429095
0.01%
Arivo Acceptance Auto Loan Receivables Trust 2024-1 A 6.46% 15-APR-2028, 6.46%, 04/17/28
ARIVO 2024-1A
388697
0.01%
FNMA 30yr Pool#BV6879 4.500% 01-Apr-2052, 4.50%, 04/01/52
FN
402429
0.01%
FNMA 30yr Pool#CB4329 3.500% 01-Jul-2052, 3.50%, 07/01/52
FN
420298
0.01%
FHLMC 30yr Pool#QG3397 6.000% 01-May-2053, 6.00%, 05/01/53
FR
348390
0.01%
FNMA 30yr Pool#CA4646 3.000% 01-Feb-2048, 3.00%, 02/01/48
FN
390498
0.01%
FHLMC 30yr Pool#QA8274 3.500% 01-Mar-2050, 3.50%, 03/01/50
FR
383598
0.00%
Reach ABS Trust 2024-2 A 5.88% 15-JUL-2031, 5.88%, 07/15/31
REACH 2024-2A
332852
0.00%
Connecticut Avenue Securities Trust 2023-R05 1B1 8.3621% 25-JUN-2043, 8.36%, 06/25/43
CAS 2023-R05
312000
0.00%
FNMA 30yr Pool#FM3447 4.000% 01-Nov-2049, 4.00%, 11/01/49
FN
347862
0.00%
Connecticut Avenue Securities Trust 2022-R01 1B1 6.7621% 25-DEC-2041, 6.76%, 12/25/41
CAS 2022-R01
310000
0.00%
FNMA 30yr Pool#BV7632 4.500% 01-Apr-2052, 4.50%, 04/01/52
FN
309159
0.00%
Hotwire Funding, Series 2021-1 B_2021_1 2.658% 20-NOV-2051, 2.66%, 11/20/51
HWIRE 2021-1
300000
0.00%
FHLMC 30yr Pool#SD1966 4.000% 01-Nov-2052, 4.00%, 11/01/52
FR
315365
0.00%
FHLMC 30yr Pool#ZN6461 4.000% 01-May-2049, 4.00%, 05/01/49
FR
297651
0.00%
FNMA 30yr Pool#AR9225 3.000% 01-Mar-2043, 3.00%, 03/01/43
FN
311492
0.00%
FHLMC 30yr Pool#ZT0391 4.000% 01-Nov-2047, 4.00%, 11/01/47
FR
284948
0.00%
FNMA 30yr Pool#FS2548 4.000% 01-Mar-2051, 4.00%, 03/01/51
FN
285966
0.00%
FNMA 30yr Pool#AS8649 3.000% 01-Jan-2047, 3.00%, 01/01/47
FN
296446
0.00%
FNMA 30yr Pool#FS2238 4.000% 01-Mar-2051, 4.00%, 03/01/51
FN
278453
0.00%
FNMA 30yr Pool#BN3899 4.000% 01-Dec-2048, 4.00%, 12/01/48
FN
257531
0.00%
FHLMC 30yr Pool#QA1615 3.500% 01-Aug-2049, 3.50%, 08/01/49
FR
266205
0.00%
FHLMC 30yr Pool#ZN4240 4.500% 01-Dec-2048, 4.50%, 12/01/48
FR
244480
0.00%
Fannie Mae REMIC Trust 2012-126 SY 0.24036% 25-NOV-2042, 0.27%, 11/25/42
FNR 2012-126
473554
0.00%
FNMA 30yr Pool#BW0081 4.500% 01-Apr-2052, 4.50%, 04/01/52
FN
227631
0.00%
FNMA 30yr Pool#MA3687 4.000% 01-Jun-2049, 4.00%, 06/01/49
FN
222109
0.00%
Fannie Mae REMIC Trust 2017-9 VL 3.0% 25-JUL-2028, 3.00%, 07/25/28
FNR 2017-9
207114
0.00%
FNMA 30yr Pool#MA1327 3.000% 01-Jan-2043, 3.00%, 01/01/43
FN
224138
0.00%
FNMA 30yr Pool#BE3616 4.000% 01-May-2047, 4.00%, 05/01/47
FN
210891
0.00%
GNMA II 30yr Pool#MA5192 4.000% 20-May-2048, 4.00%, 05/20/48
G2
206187
0.00%
FHLMC 15yr Pool#SB0040 2.500% 01-Dec-2033, 2.50%, 12/01/33
FR
201676
0.00%
FNMA 30yr Pool#AB6280 3.000% 01-Sep-2042, 3.00%, 09/01/42
FN
184359
0.00%
FNMA 30yr Pool#BO2983 3.000% 01-Sep-2049, 3.00%, 09/01/49
FN
187152
0.00%
FNMA 30yr Pool#BV7132 4.500% 01-Apr-2052, 4.50%, 04/01/52
FN
160208
0.00%
FHLMC 30yr Pool#ZT1320 4.000% 01-Nov-2048, 4.00%, 11/01/48
FR
153816
0.00%
FNMA 30yr Pool#AB7563 3.000% 01-Jan-2043, 3.00%, 01/01/43
FN
155733
0.00%
FNMA 30yr Pool#FS2546 4.000% 01-Mar-2051, 4.00%, 03/01/51
FN
149473
0.00%
FHLMC 30yr Pool#QH7013 6.500% 01-Dec-2053, 6.50%, 12/01/53
FR
128060
0.00%
GNMA II 30yr Pool#MA5753 4.000% 20-Feb-2049, 4.00%, 02/20/49
G2
135418
0.00%
FNMA 30yr Pool#MA1229 3.000% 01-Oct-2042, 3.00%, 10/01/42
FN
136514
0.00%
FNMA 30yr Pool#BV7131 4.500% 01-Apr-2052, 4.50%, 04/01/52
FN
127892
0.00%
GNMA II 30yr Pool#BF6874 4.500% 20-Jul-2048, 4.50%, 07/20/48
G2
124773
0.00%
GNMA II 30yr Pool#MA5866 4.000% 20-Apr-2049, 4.00%, 04/20/49
G2
123504
0.00%
FNMA 20yr Pool#AB9283 3.000% 01-Apr-2038, 3.00%, 04/01/38
FN
124637
0.00%
GNMA II 30yr Pool#BK5879 4.500% 20-Nov-2048, 4.50%, 11/20/48
G2
110119
0.00%
FHLMC 30yr Pool#QE0318 4.500% 01-Mar-2052, 4.50%, 03/01/52
FR
107194
0.00%
FNMA 30yr Pool#BW0072 4.500% 01-Apr-2052, 4.50%, 04/01/52
FN
105520
0.00%
FNMA 30yr Pool#BM3282 3.500% 01-Dec-2047, 3.50%, 12/01/47
FN
107803
0.00%
FHLMC 30yr Pool#ZT1633 4.000% 01-Mar-2047, 4.00%, 03/01/47
FR
104090
0.00%
FNMA 30yr Pool#CA0108 3.500% 01-Aug-2047, 3.50%, 08/01/47
FN
99454
0.00%
Fannie Mae REMIC Trust 2013-130 FN 4.07658% 25-OCT-2042, 4.08%, 10/25/42
FNR 2013-130
82845
0.00%
FHLMC 30yr Pool#ZM7926 5.000% 01-Sep-2048, 5.00%, 09/01/48
FR
76423
0.00%
FNMA 30yr Pool#MA1447 3.000% 01-May-2043, 3.00%, 05/01/43
FN
74308
0.00%
FHLMC 30yr Pool#QA2159 3.000% 01-Aug-2049, 3.00%, 08/01/49
FR
74588
0.00%
FNMA 30yr Pool#AS8547 3.000% 01-Nov-2046, 3.00%, 11/01/46
FN
70255
0.00%
Sequoia Mortgage Trust 2019-CH3 A19 4.0% 25-OCT-2049, 4.00%, 09/25/49
SEMT 2019-CH3
66298
0.00%
FNMA 30yr Pool#BD2453 3.000% 01-Jan-2047, 3.00%, 01/01/47
FN
64315
0.00%
Fannie Mae REMIC Trust 2006-20 GF 4.10964% 25-APR-2036, 4.08%, 04/25/36
FNR 2006-20
49250
0.00%
Fannie Mae REMIC Trust 2010-109 BS 13.59985% 25-OCT-2040, 13.60%, 10/25/40
FNR 2010-109
41248
0.00%
FHLMC 15yr Pool#ZK8962 3.000% 01-Sep-2032, 3.00%, 09/01/32
FR
48220
0.00%
FHLMC 15yr Pool#ZS7403 3.000% 01-May-2031, 3.00%, 05/01/31
FR
41888
0.00%
FNMA 15yr Pool#BO5957 3.000% 01-Dec-2034, 3.00%, 12/01/34
FN
41257
0.00%
Freddie Mac Multiclass Certificates, Series 3380 FM 4.34428% 15-OCT-2037, 4.35%, 10/15/37
FHR 3380
39290
0.00%
Freddie Mac Multiclass Certificates, Series 3721 FB 4.25428% 15-SEP-2040, 4.26%, 09/15/40
FHR 3721
38550
0.00%
Ginnie Mae REMIC Trust 2008-013 FB 4.27549% 20-FEB-2038, 4.22%, 02/20/38
GNR 2008-13
36799
0.00%
FNMA 30yr Pool#BC0870 3.500% 01-Jan-2046, 3.50%, 01/01/46
FN
35012
0.00%
FNMA 15yr Pool#BO7717 3.000% 01-Nov-2034, 3.00%, 11/01/34
FN
31057
0.00%
FHLMC 15yr Pool#ZK9163 3.000% 01-Jan-2033, 3.00%, 01/01/33
FR
28694
0.00%
Ginnie Mae REMIC Trust 2007-040 FG 4.09549% 20-JUL-2037, 4.04%, 07/20/37
GNR 2007-40
28070
0.00%
Ginnie Mae REMIC Trust 2004-069 CF 4.17549% 20-JUL-2034, 4.12%, 07/20/34
GNR 2004-69
23515
0.00%
Fannie Mae REMIC Trust 2013-2 QF 4.25964% 25-FEB-2043, 4.23%, 02/25/43
FNR 2013-2
22252
0.00%
FHLMC 30yr Pool#ZN2165 4.500% 01-Dec-2048, 4.50%, 12/01/48
FR
22350
0.00%
Ginnie Mae REMIC Trust 2007-059 FA 4.27549% 20-OCT-2037, 4.22%, 10/20/37
GNR 2007-59
21967
0.00%
Ginnie Mae REMIC Trust 2010-133 FD 4.16954% 16-OCT-2040, 4.17%, 10/16/40
GNR 2010-133
18516
0.00%
Ginnie Mae REMIC Trust 2008-016 FC 4.27549% 20-FEB-2038, 4.22%, 02/20/38
GNR 2008-16
17877
0.00%
Ginnie Mae REMIC Trust 2007-037 FW 4.08549% 20-JUN-2037, 4.03%, 06/20/37
GNR 2007-37
17654
0.00%
Ginnie Mae REMIC Trust 2005-065 FA 3.92549% 20-AUG-2035, 3.87%, 08/20/35
GNR 2005-65
16956
0.00%
Ginnie Mae REMIC Trust 2004-059 FP 4.03954% 16-AUG-2034, 4.04%, 08/16/34
GNR 2004-59
16532
0.00%
Freddie Mac Multiclass Certificates, Series 2426 FL 4.40428% 15-MAR-2032, 4.41%, 03/15/32
FHR 2426
14649
0.00%
FHLMC 30yr Pool#ZT0252 3.000% 01-Dec-2047, 3.00%, 12/01/47
FR
16234
0.00%
Fannie Mae REMIC Trust 2002-53 FK 4.15964% 25-APR-2032, 4.13%, 04/25/32
FNR 2002-53
14302
0.00%
Ginnie Mae REMIC Trust 2005-048 AF 3.97549% 20-JUN-2035, 3.92%, 06/20/35
GNR 2005-48
14273
0.00%
Fannie Mae REMIC Trust 2005-83 KT 4.05964% 25-OCT-2035, 4.03%, 10/25/35
FNR 2005-83
12540
0.00%
Fannie Mae REMIC Trust 2007-89 GF 4.27964% 25-SEP-2037, 4.25%, 09/25/37
FNR 2007-89
11907
0.00%
Freddie Mac Multiclass Certificates, Series 2551 FD 4.15428% 15-JAN-2033, 4.16%, 01/15/33
FHR 2551
10579
0.00%
FHLMC 30yr Pool#ZM2269 3.000% 01-Dec-2046, 3.00%, 12/01/46
FR
11627
0.00%
Ginnie Mae REMIC Trust 2012-075 FP 4.07549% 20-JUL-2041, 4.02%, 07/20/41
GNR 2012-75
9849
0.00%
Ginnie Mae REMIC Trust 2007-061 FA 4.27549% 20-OCT-2037, 4.22%, 10/20/37
GNR 2007-61
8989
0.00%
Fannie Mae REMIC Trust 2010-123 FL 4.18964% 25-NOV-2040, 4.16%, 11/25/40
FNR 2010-123
8151
0.00%
Freddie Mac Multiclass Certificates, Series 2410, excluding Group 6 FX 4.10428% 15-FEB-2032, 4.11%, 02/15/32
FHR 2410
8028
0.00%
FNMA 15yr Pool#AS8207 2.500% 01-Oct-2031, 2.50%, 10/01/31
FN
8052
0.00%
Fannie Mae REMIC Trust 2012-100 FG 4.15964% 25-SEP-2042, 4.13%, 09/25/42
FNR 2012-100
7108
0.00%
Freddie Mac Multiclass Certificates, Series 3028 FM 4.00428% 15-SEP-2035, 4.01%, 09/15/35
FHR 3028
7013
0.00%
Fannie Mae REMIC Trust 2003-87 FG 4.25964% 25-SEP-2033, 4.23%, 09/25/33
FNR 2003-87
6821
0.00%
FNMA 15yr Pool#AS7643 2.500% 01-Aug-2031, 2.50%, 08/01/31
FN
7080
0.00%
FNMA 15yr Pool#BM1036 2.500% 01-Feb-2032, 2.50%, 02/01/32
FN
7080
0.00%
Ginnie Mae REMIC Trust 2007-018 FD 4.07549% 20-APR-2037, 4.02%, 04/20/37
GNR 2007-18
6631
0.00%
Ginnie Mae REMIC Trust 2010-006 FG 4.33954% 16-JAN-2040, 4.34%, 01/16/40
GNR 2010-6
6249
0.00%
Fannie Mae REMIC Trust 2002-16 VF 4.30964% 25-APR-2032, 4.28%, 04/25/32
FNR 2002-16
5935
0.00%
FHLMC 15yr Pool#ZK8405 2.500% 01-Dec-2031, 2.50%, 01/22/31
FR
6146
0.00%
Fannie Mae REMIC Trust 2010-95 FB 4.15964% 25-SEP-2040, 4.13%, 09/25/40
FNR 2010-95
5088
0.00%
Freddie Mac Multiclass Certificates, Series 3738 FD 4.05428% 15-AUG-2040, 4.06%, 08/15/40
FHR 3738
3810
0.00%
FHLMC 30yr Pool#ZN0650 3.000% 01-Mar-2043, 3.00%, 03/01/43
FR
1028
0.00%
Freddie Mac Multiclass Certificates, Series 2469 FE 4.25428% 15-JUL-2032, 4.26%, 07/15/32
FHR 2469
790
0.00%
Ginnie Mae REMIC Trust 1999-27 FE 4.13954% 16-AUG-2029, 4.14%, 08/16/29
GNR 1999-27
570
0.00%
Ginnie Mae REMIC Trust 2010-125 VF 4.12549% 20-JUN-2040, 4.07%, 06/20/40
GNR 2010-125
307
0.00%
US 5YR NOTE (CBT) Sep26 SEP 26
FVU6
-2188
0.00%
US ULTRA BOND CBT Sep26 SEP 26
WNU6
-305
0.00%
US 10yr Ultra Fut Sep26 SEP 26
UXYU6
-1861
0.00%
US 2YR NOTE (CBT) Sep26 SEP 26
TUU6
2910
0.00%
US 10YR NOTE (CBT)Sep26 SEP 26
TYU6
-1544
0.00%
ALMSUM
ALMSUM
-
-2.75%
UMBS TBA 30yr 4% July Delivery, 4.00%, 07/13/26
FNCL
-199087732
-3.51%
UMBS TBA 30yr 6% June Delivery, 6.00%, 06/11/26
FNCL
-232800760
-3.54%
UMBS TBA 30yr 4.5% July Delivery, 4.50%, 07/13/26
FNCL
-250000000
-3.73%
UMBS TBA 30yr 5% July Delivery, 5.00%, 07/13/26
FNCL
-257213621
-3.95%
UMBS TBA 30yr 5.5% June Delivery, 5.50%, 06/11/26
FNCL
-266554525
-6.21%
UMBS TBA 30yr 4% June Delivery, 4.00%, 06/11/26
FNCL
-449590027
-8.63%
UMBS TBA 30yr 4.5% June Delivery, 4.50%, 06/11/26
FNCL
-609602333
-9.08%
UMBS TBA 30yr 5% June Delivery, 5.00%, 06/11/26
FNCL
-625421561
-32.64%
US DOLLARS
USD
-2205784867