JMBS(JMBS)
JMBS
| Symbol | Name | Price | Change% | Shares | Weight | Value |
|---|---|---|---|---|---|---|
| -- | US DOLLARS | -- | -- | -2.17B | 14.96% | -$2.17B |
| -- | UMBS TBA 30yr 2.5% August Delivery, 2.50%, 08/13/26 | -- | -- | 1.39B | 7.85% | $1.14B |
| -- | GNMA II TBA 30yr 2.5% August Delivery, 2.50%, 08/20/26 | -- | -- | 710.60M | 4.10% | $595.17M |
| -- | UMBS TBA 30yr 4.5% August Delivery, 4.50%, 08/13/26 | -- | -- | -581.15M | 3.77% | -$546.86M |
| -- | UMBS TBA 30yr 3% August Delivery, 3.00%, 08/13/26 | -- | -- | 593.30M | 3.49% | $506.58M |
| -- | UMBS TBA 30yr 4% August Delivery, 4.00%, 08/13/26 | -- | -- | -548.54M | 3.46% | -$501.90M |
| -- | FNMA 30yr Pool#FA5633 4.500% 01-Sep-2053, 4.50%, 09/01/53 | -- | -- | 320.30M | 2.12% | $308.47M |
| -- | UMBS TBA 30yr 2% August Delivery, 2.00%, 08/13/26 | -- | -- | 360.99M | 1.94% | $281.99M |
| -- | UMBS TBA 30yr 5% August Delivery, 5.00%, 08/13/26 | -- | -- | -269.13M | 1.79% | -$260.37M |
| -- | UMBS TBA 30yr 5.5% August Delivery, 5.50%, 08/13/26 | -- | -- | -262.56M | 1.79% | -$260.27M |
| -- | UMBS TBA 30yr 5% September Delivery, 5.00%, 09/14/26 | -- | -- | -246.87M | 1.64% | -$238.55M |
| -- | UMBS TBA 30yr 6% August Delivery, 6.00%, 08/13/26 | -- | -- | 232.42M | 1.62% | $235.22M |
| -- | GNMA II TBA 30yr 5% August Delivery, 5.00%, 08/20/26 | -- | -- | 198.51M | 1.33% | $192.64M |
| -- | UMBS TBA 30yr 6.5% August Delivery, 6.50%, 08/13/26 | -- | -- | 174.17M | 1.24% | $179.74M |
| -- | GNMA II TBA 30yr 5.5% August Delivery, 5.50%, 08/20/26 | -- | -- | 164.70M | 1.13% | $163.87M |
| -- | GNMA II TBA 30yr 3% August Delivery, 3.00%, 08/20/26 | -- | -- | 182.29M | 1.09% | $158.51M |
| -- | UMBS TBA 30yr 3.5% August Delivery, 3.50%, 08/13/26 | -- | -- | 155.84M | 0.95% | $138.57M |
| -- | FNMA 30yr Pool#FA5419 4.500% 01-Aug-2053, 4.50%, 08/01/53 | -- | -- | 140.49M | 0.92% | $133.90M |
| -- | FNMA 30yr Pool#CB9787 5.000% 01-Jan-2055, 5.00%, 01/01/55 | -- | -- | 128.81M | 0.87% | $126.25M |
| -- | GNMA II TBA 30yr 3.5% August Delivery, 3.50%, 08/20/26 | -- | -- | 132.28M | 0.80% | $116.07M |
| -- | FNMA 30yr Pool#FA2754 4.500% 01-Jan-2049, 4.50%, 01/01/49 | -- | -- | 111.63M | 0.74% | $107.09M |
| -- | GNMA II TBA 30yr 4.5% August Delivery, 4.50%, 08/20/26 | -- | -- | 113.90M | 0.74% | $107.07M |
| -- | FHLMC 30yr Pool#SL3899 5.000% 01-Jan-2056, 5.00%, 01/01/56 | -- | -- | 108.70M | 0.73% | $106.54M |
| -- | FNMA 30yr Pool#FS1133 4.000% 01-Oct-2051, 4.00%, 10/01/51 | -- | -- | 105.84M | 0.68% | $98.75M |
| -- | FNMA 30yr Pool#FM7460 4.000% 01-Mar-2051, 4.00%, 03/01/51 | -- | -- | 100.55M | 0.65% | $93.81M |
| -- | GNMA II TBA 30yr 4% August Delivery, 4.00%, 08/20/26 | -- | -- | 102.07M | 0.64% | $92.64M |
| -- | FNMA 30yr Pool#FA5549 5.000% 01-Mar-2056, 5.00%, 03/01/56 | -- | -- | 93.73M | 0.63% | $91.51M |
| -- | FNMA 30yr Pool#FA4553 5.000% 01-Feb-2056, 5.00%, 02/01/56 | -- | -- | 85.41M | 0.58% | $84.05M |
| -- | FNMA 30yr Pool#FA3025 5.500% 01-Sep-2055, 5.50%, 09/01/55 | -- | -- | 83.06M | 0.58% | $83.81M |
| -- | FHLMC 30yr Pool#SL5254 4.500% 01-Sep-2051, 4.50%, 09/01/51 | -- | -- | 84.14M | 0.56% | $81.03M |
| -- | FNMA 30yr Pool#FS9005 5.500% 01-Sep-2054, 5.50%, 09/01/54 | -- | -- | 77.48M | 0.54% | $78.12M |
| -- | FHLMC 30yr Pool#SL5145 5.000% 01-Feb-2056, 5.00%, 02/01/56 | -- | -- | 78.99M | 0.53% | $77.12M |
| -- | FHLMC 30yr Pool#SL2464 4.500% 01-Dec-2048, 4.50%, 12/01/48 | -- | -- | 78.56M | 0.52% | $75.37M |
| -- | FNMA 30yr Pool#FA3036 5.500% 01-Oct-2055, 5.50%, 10/01/55 | -- | -- | 71.08M | 0.49% | $71.86M |
| -- | FNMA 30yr Pool#CB9331 5.500% 01-Oct-2054, 5.50%, 10/01/54 | -- | -- | 71.26M | 0.49% | $71.86M |
| -- | FHLMC 30yr Pool#RJ4363 5.500% 01-Jun-2055, 5.50%, 06/01/55 | -- | -- | 71.09M | 0.49% | $71.86M |
| -- | FHLMC 30yr Pool#SD1046 4.000% 01-Jul-2052, 4.00%, 07/01/52 | -- | -- | 75.87M | 0.48% | $70.49M |
| -- | FHLMC 30yr Pool#RJ6445 5.000% 01-Apr-2056, 5.00%, 04/01/56 | -- | -- | 69.14M | 0.46% | $67.28M |
| -- | FNMA 30yr Pool#FA3037 5.500% 01-Oct-2055, 5.50%, 10/01/55 | -- | -- | 66.14M | 0.46% | $66.74M |
| -- | FHLMC 30yr Pool#SL3985 5.000% 01-Jan-2056, 5.00%, 01/01/56 | -- | -- | 65.64M | 0.44% | $64.14M |
| -- | FNMA 30yr Pool#FA0574 5.500% 01-Jan-2055, 5.50%, 01/01/55 | -- | -- | 62.90M | 0.44% | $63.54M |
| -- | FHLMC 30yr Pool#SL4515 5.000% 01-Apr-2056, 5.00%, 04/01/56 | -- | -- | 63.84M | 0.43% | $62.39M |
| -- | FNMA 30yr Pool#FS8993 6.000% 01-Jul-2054, 6.00%, 07/01/54 | -- | -- | 57.65M | 0.41% | $59.03M |
| -- | FNMA 30yr Pool#FA0573 5.000% 01-Jan-2055, 5.00%, 01/01/55 | -- | -- | 58.38M | 0.40% | $57.45M |
| -- | SEGREGATED CASH | -- | -- | 57.16M | 0.39% | $57.16M |
| -- | FNMA 30yr Pool#FA4990 5.000% 01-Mar-2056, 5.00%, 03/01/56 | -- | -- | 58.25M | 0.39% | $57.25M |
| -- | FNMA 30yr Pool#FA4270 5.000% 01-Dec-2055, 5.00%, 12/01/55 | -- | -- | 57.39M | 0.39% | $56.41M |
| -- | FHLMC 30yr Pool#RJ6942 5.500% 01-Jun-2056, 5.50%, 06/01/56 | -- | -- | 55.16M | 0.38% | $55.65M |
| -- | FNMA 30yr Pool#FA5046 5.000% 01-Mar-2056, 5.00%, 03/01/56 | -- | -- | 56.15M | 0.38% | $55.18M |
| -- | FHLMC 30yr Pool#SL1188 5.500% 01-Apr-2055, 5.50%, 04/01/55 | -- | -- | 54.21M | 0.38% | $54.70M |
| -- | FNMA 30yr Pool#FA4000 5.000% 01-Jun-2055, 5.00%, 06/01/55 | -- | -- | 53.21M | 0.36% | $52.36M |
| -- | FNMA 30yr Pool#CB9654 5.000% 01-Dec-2054, 5.00%, 12/01/54 | -- | -- | 50.14M | 0.34% | $49.14M |
| -- | FNMA 30yr Pool#FA2246 5.500% 01-Jul-2055, 5.50%, 07/01/55 | -- | -- | 47.39M | 0.33% | $47.82M |
| -- | FHLMC 30yr Pool#SL0239 5.000% 01-Jan-2055, 5.00%, 01/01/55 | -- | -- | 48.78M | 0.33% | $47.81M |
| -- | FNMA 30yr Pool#CC2018 5.500% 01-Feb-2056, 5.50%, 02/01/56 | -- | -- | 45.87M | 0.32% | $46.28M |
| -- | FNMA 30yr Pool#FA3128 5.500% 01-Oct-2055, 5.50%, 10/01/55 | -- | -- | 44.73M | 0.31% | $45.13M |
| -- | FNMA 30yr Pool#FA4155 5.000% 01-Jan-2056, 5.00%, 01/01/56 | -- | -- | 44.97M | 0.30% | $44.23M |
| -- | FNMA 30yr Pool#FA3572 5.000% 01-Nov-2055, 5.00%, 11/01/55 | -- | -- | 44.65M | 0.30% | $43.94M |
| -- | FHLMC 30yr Pool#SD7343 5.500% 01-Jan-2055, 5.50%, 01/01/55 | -- | -- | 42.04M | 0.29% | $42.38M |
| -- | FNMA 30yr Pool#FA4202 5.000% 01-Jan-2056, 5.00%, 01/01/56 | -- | -- | 42.84M | 0.29% | $42.11M |
| -- | FNMA 30yr Pool#CC1926 5.000% 01-Feb-2056, 5.00%, 02/01/56 | -- | -- | 41.56M | 0.28% | $40.99M |
| -- | FNMA 30yr Pool#FS9779 5.500% 01-Nov-2054, 5.50%, 11/01/54 | -- | -- | 39.75M | 0.28% | $40.10M |
| -- | FNMA 30yr Pool#FA3435 5.000% 01-Nov-2055, 5.00%, 11/01/55 | -- | -- | 40.35M | 0.27% | $39.71M |
| -- | FNMA 40yr Pool#BF0646 2.500% 01-Jun-2062, 2.50%, 06/01/62 | -- | -- | 46.08M | 0.26% | $37.44M |
| -- | FHLMC 30yr Pool#ZT2413 4.000% 01-Feb-2041, 4.00%, 02/01/41 | -- | -- | 37.80M | 0.25% | $36.18M |
| -- | New Residential Mortgage LLC 6.545% 25-MAR-2032, 6.54%, 03/25/32 | -- | -- | 34.53M | 0.24% | $34.79M |
| -- | FHLMC 30yr Pool#SL0860 5.500% 01-Apr-2055, 5.50%, 04/01/55 | -- | -- | 34.20M | 0.24% | $34.49M |
| -- | FHLMC 30yr Pool#SI2101 4.000% 01-Sep-2048, 4.00%, 09/01/48 | -- | -- | 36.76M | 0.24% | $34.33M |
| -- | ACACIA 2026-1 LLC AB 0% 41, 5.44%, 07/15/41 | -- | -- | 34.00M | 0.23% | $34.05M |
| -- | FNMA 40yr Pool#BF0598 2.500% 01-Mar-2062, 2.50%, 03/01/62 | -- | -- | 41.79M | 0.23% | $33.96M |
| -- | FHLMC 30yr Pool#SL4452 5.000% 01-Mar-2056, 5.00%, 03/01/56 | -- | -- | 34.59M | 0.23% | $34.04M |
| -- | FHLMC 30yr Pool#SL0938 4.000% 01-Jul-2050, 4.00%, 07/01/50 | -- | -- | 35.77M | 0.23% | $33.92M |
| -- | FNMA 30yr Pool#CC2016 5.500% 01-Feb-2056, 5.50%, 02/01/56 | -- | -- | 33.43M | 0.23% | $33.79M |
| -- | FHLMC 30yr Pool#RJ2205 5.500% 01-Aug-2054, 5.50%, 08/01/54 | -- | -- | 33.62M | 0.23% | $33.90M |
| -- | FHLMC 30yr Pool#SL0046 6.000% 01-Jan-2055, 6.00%, 01/01/55 | -- | -- | 32.91M | 0.23% | $33.70M |
| -- | FHLMC 30yr Pool#SL1632 4.000% 01-Nov-2053, 4.00%, 11/01/53 | -- | -- | 35.31M | 0.23% | $32.80M |
| -- | FNMA 30yr Pool#FA0576 5.500% 01-Jan-2055, 5.50%, 01/01/55 | -- | -- | 32.21M | 0.22% | $32.51M |
| -- | FNMA 30yr Pool#FA3191 5.500% 01-Oct-2055, 5.50%, 10/01/55 | -- | -- | 30.99M | 0.21% | $31.27M |
| -- | FNMA 30yr Pool#FA1951 6.000% 01-Jun-2055, 6.00%, 06/01/55 | -- | -- | 30.22M | 0.21% | $30.96M |
| -- | FNMA 30yr Pool#FA4849 5.000% 01-Feb-2056, 5.00%, 02/01/56 | -- | -- | 30.76M | 0.21% | $30.27M |
| -- | FNMA 30yr Pool#FA3682 5.500% 01-Feb-2055, 5.50%, 02/01/55 | -- | -- | 29.40M | 0.20% | $29.70M |
| -- | FNMA 30yr Pool#FA1557 6.000% 01-May-2055, 6.00%, 05/01/55 | -- | -- | 28.49M | 0.20% | $29.17M |
| -- | FNMA 30yr Pool#FA1560 5.500% 01-Apr-2055, 5.50%, 04/01/55 | -- | -- | 28.54M | 0.20% | $28.83M |
| -- | FHLMC 30yr Pool#SL0238 5.000% 01-May-2054, 5.00%, 05/01/54 | -- | -- | 28.58M | 0.19% | $28.02M |
| -- | FNMA 40yr Pool#BF0698 3.500% 01-Dec-2062, 3.50%, 12/01/62 | -- | -- | 30.81M | 0.19% | $27.26M |
| -- | FNMA 30yr Pool#FA4117 4.500% 01-Sep-2051, 4.50%, 09/01/51 | -- | -- | 28.02M | 0.19% | $27.00M |
| -- | FHLMC 30yr Pool#SL1291 4.000% 01-Nov-2054, 4.00%, 11/01/54 | -- | -- | 28.98M | 0.18% | $26.92M |
| -- | FHLMC 30yr Pool#SL2558 6.000% 01-Aug-2055, 6.00%, 08/01/55 | -- | -- | 26.13M | 0.18% | $26.90M |
| -- | FNMA 30yr Pool#FA3105 6.000% 01-May-2055, 6.00%, 05/01/55 | -- | -- | 25.89M | 0.18% | $26.56M |
| -- | FNMA 30yr Pool#FA1798 4.000% 01-Aug-2052, 4.00%, 08/01/52 | -- | -- | 27.64M | 0.18% | $25.69M |
| -- | FHLMC 30yr Pool#SL4437 6.000% 01-Sep-2054, 6.00%, 09/01/54 | -- | -- | 24.13M | 0.17% | $24.95M |
| -- | FNMA 30yr Pool#FA5758 5.500% 01-Feb-2056, 5.50%, 02/01/56 | -- | -- | 24.27M | 0.17% | $24.47M |
| -- | NRM MSR-Collateralized Notes, Series 2024-FNT1 A 7.398% 25-NOV-2029, 7.40%, 11/25/31 | -- | -- | 23.19M | 0.16% | $23.36M |
| -- | FNMA 30yr Pool#FA3714 5.000% 01-Nov-2055, 5.00%, 11/01/55 | -- | -- | 23.42M | 0.16% | $23.06M |
| -- | FHLMC 30yr Pool#SD3271 5.500% 01-Jun-2053, 5.50%, 06/01/53 | -- | -- | 22.73M | 0.16% | $22.92M |
| -- | Rithm Capital Corp. 8.5% 01-JUN-2031, 8.50%, 06/01/31 | -- | -- | 21.73M | 0.15% | $22.28M |
| -- | FNMA 30yr Pool#FA4386 5.500% 01-Jan-2056, 5.50%, 01/01/56 | -- | -- | 21.43M | 0.15% | $21.66M |
| -- | FHLMC 30yr Pool#SD3669 5.500% 01-Sep-2053, 5.50%, 09/01/53 | -- | -- | 21.37M | 0.15% | $21.54M |
| -- | FNMA 30yr Pool#CC1195 5.000% 01-Oct-2055, 5.00%, 10/01/55 | -- | -- | 21.37M | 0.14% | $21.03M |
| -- | PRET 2025-RPL3 Trust A1 4.15% 25-APR-2065, 4.15%, 04/25/65 | -- | -- | 21.25M | 0.14% | $20.69M |
| -- | FNMA 30yr Pool#FM7840 4.000% 01-Apr-2050, 4.00%, 04/01/50 | -- | -- | 21.94M | 0.14% | $20.47M |
| -- | FHLMC 30yr Pool#TB3130 5.500% 01-May-2056, 5.50%, 05/01/56 | -- | -- | 20.35M | 0.14% | $20.52M |
| -- | FHLMC 30yr Pool#TB5153 5.500% 01-Jun-2056, 5.50%, 06/01/56 | -- | -- | 20.13M | 0.14% | $20.30M |
| -- | Connecticut Avenue Securities Trust 2023-R06 1B1 7.51608% 25-JUL-2043, 7.52%, 07/25/43 | -- | -- | 19.16M | 0.14% | $20.13M |
| -- | RCKT Mortgage Trust 2026-CES2 A3 5.255% 25-FEB-2056, 5.25%, 02/25/56 | -- | -- | 20.60M | 0.14% | $20.21M |
| -- | FNMA 30yr Pool#FS7225 4.000% 01-Aug-2051, 4.00%, 08/01/51 | -- | -- | 21.08M | 0.14% | $19.68M |
| -- | FHLMC 30yr Pool#SD5061 5.500% 01-Mar-2054, 5.50%, 03/01/54 | -- | -- | 19.33M | 0.14% | $19.54M |
| -- | FNMA 30yr Pool#FS4781 4.000% 01-Oct-2051, 4.00%, 10/01/51 | -- | -- | 20.92M | 0.13% | $19.52M |
| -- | FNMA 30yr Pool#FA5284 5.500% 01-Apr-2056, 5.50%, 04/01/56 | -- | -- | 19.32M | 0.13% | $19.40M |
| -- | Figure Technology Solutions, Inc. 8.5% 31-JUL-2031, 8.50%, 07/31/31 | -- | -- | 19.57M | 0.13% | $19.45M |
| -- | FNMA 30yr Pool#CB7112 5.500% 01-Sep-2053, 5.50%, 09/01/53 | -- | -- | 19.12M | 0.13% | $19.27M |
| -- | FNMA 40yr Pool#BF0226 3.500% 01-Jan-2058, 3.50%, 01/01/58 | -- | -- | 20.91M | 0.13% | $18.87M |
| -- | Finance of America Structured Securities Trust, 2025-S1 A1 3.5% 25-FEB-2075, 3.50%, 02/25/75 | -- | -- | 19.43M | 0.13% | $18.90M |
| -- | FINANCE OF AMERICA STRUC 3.28125% 74, 3.50%, 04/25/74 | -- | -- | 18.96M | 0.13% | $18.64M |
| -- | FNMA 30yr Pool#FS6382 4.000% 01-Aug-2051, 4.00%, 08/01/51 | -- | -- | 19.88M | 0.13% | $18.56M |
| -- | FNMA 40yr Pool#BF0807 3.500% 01-Apr-2064, 3.50%, 04/01/64 | -- | -- | 20.62M | 0.13% | $18.24M |
| -- | RFT 2026-RR1 Trust|6.631|07/27/2030, 6.63%, 07/27/30 | -- | -- | 17.84M | 0.12% | $17.88M |
| -- | FNMA 40yr Pool#BF0713 4.000% 01-Mar-2063, 4.00%, 03/01/63 | -- | -- | 19.25M | 0.12% | $17.77M |
| -- | FNMA 30yr Pool#FS5028 4.000% 01-Oct-2051, 4.00%, 10/01/51 | -- | -- | 18.92M | 0.12% | $17.66M |
| -- | FHLMC 30yr Pool#SL0850 4.000% 01-Jul-2049, 4.00%, 07/01/49 | -- | -- | 18.25M | 0.12% | $17.36M |
| -- | FHLMC 30yr Pool#QJ9063 5.000% 01-Nov-2054, 5.00%, 11/01/54 | -- | -- | 17.80M | 0.12% | $17.44M |
| -- | FNMA 30yr Pool#FA1549 5.500% 01-May-2055, 5.50%, 05/01/55 | -- | -- | 17.11M | 0.12% | $17.27M |
| -- | SALUDA GRADE ALTERNATIVE M 5.749% 31, 5.75%, 03/25/31 | -- | -- | 17.37M | 0.12% | $17.27M |
| -- | FNMA 30yr Pool#FS2863 4.000% 01-Sep-2052, 4.00%, 09/01/52 | -- | -- | 18.43M | 0.12% | $17.12M |
| -- | FHLMC 30yr Pool#QY8779 6.000% 01-Jul-2055, 6.00%, 07/01/55 | -- | -- | 15.98M | 0.11% | $16.45M |
| -- | RCKT MOR 2025-CES9 FLT 2055 A1B, 5.00%, 09/25/55 | -- | -- | 16.19M | 0.11% | $16.02M |
| -- | SALUDA GR ALT MTG TR 2025-LOC5 A1B, 5.52%, 10/25/55 | -- | -- | 15.69M | 0.11% | $15.86M |
| -- | Connecticut Avenue Securities Trust 2022-R02 2B2 11.26608% 25-JAN-2042, 11.27%, 01/25/42 | -- | -- | 15.15M | 0.11% | $15.65M |
| -- | Vontive Mortgage Trust 2025-RTL1 A1 6.507% 25-MAR-2030, 6.51%, 03/25/30 | -- | -- | 15.44M | 0.11% | $15.55M |
| -- | FNMA 30yr Pool#FA1358 4.500% 01-May-2050, 4.50%, 05/01/50 | -- | -- | 16.10M | 0.11% | $15.49M |
| -- | GS Mortgage Securities MB FLTG 56, 5.03%, 11/25/56 | -- | -- | 15.00M | 0.10% | $15.06M |
| -- | FNMA 40yr Pool#BF0806 3.500% 01-Apr-2064, 3.50%, 04/01/64 | -- | -- | 17.01M | 0.10% | $15.10M |
| -- | FNMA 40yr Pool#BF0801 2.500% 01-Apr-2064, 2.50%, 04/01/64 | -- | -- | 18.18M | 0.10% | $14.75M |
| -- | FHLMC 30yr Pool#SD0985 4.500% 01-Oct-2050, 4.50%, 10/01/50 | -- | -- | 15.31M | 0.10% | $14.76M |
| -- | FNMA 30yr Pool#FS8660 5.500% 01-Aug-2054, 5.50%, 08/01/54 | -- | -- | 14.49M | 0.10% | $14.62M |
| -- | FNMA 30yr Pool#DA1525 6.000% 01-Oct-2053, 6.00%, 10/01/53 | -- | -- | 13.84M | 0.10% | $14.21M |
| -- | FNMA 30yr Pool#FM4738 4.000% 01-Sep-2050, 4.00%, 09/01/50 | -- | -- | 15.14M | 0.10% | $14.07M |
| -- | Saluda Grade Alternative Mortgage Trust 2026-HB1 A1B 5.2744% 25-APR-2056, 5.27%, 04/25/56 | -- | -- | 14.00M | 0.10% | $14.05M |
| -- | BMP Commercial Mortgage Trust 2024-MF23 A 5.04831% 15-JUN-2041, 5.05%, 06/15/41 | -- | -- | 14.00M | 0.10% | $14.05M |
| -- | RCKT Mortgage Trust 2026-CES2 A2 5.055% 25-FEB-2056, 5.05%, 02/25/56 | -- | -- | 14.27M | 0.10% | $13.95M |
| -- | PRET 2025-RPL1 Trust A1 4.0% 25-JUL-2069, 4.00%, 07/25/69 | -- | -- | 14.40M | 0.10% | $13.94M |
| -- | Central Park Funding Trust 2026-1|7.25|07/27/2028, 7.25%, 07/27/28 | -- | -- | 13.80M | 0.10% | $13.82M |
| -- | Saluda Grade Alternative Mortgage Trust 2024-RTL6 A1 7.439% 25-JUL-2030, 7.44%, 07/25/30 | -- | -- | 13.50M | 0.09% | $13.56M |
| -- | FNMA 30yr Pool#FS9116 6.000% 01-Sep-2054, 6.00%, 09/01/54 | -- | -- | 13.19M | 0.09% | $13.50M |
| -- | FHLMC 30yr Pool#SD6178 4.500% 01-Jan-2051, 4.50%, 01/01/51 | -- | -- | 13.81M | 0.09% | $13.29M |
| -- | FHLMC 30yr Pool#SL3988 5.000% 01-Jan-2056, 5.00%, 01/01/56 | -- | -- | 13.39M | 0.09% | $13.17M |
| -- | FINANCE OF AMER STR TR 2024-S2 A1, 3.50%, 04/25/74 | -- | -- | 13.22M | 0.09% | $13.06M |
| -- | FNMA 30yr Pool#FA3563 5.500% 01-Nov-2055, 5.50%, 11/01/55 | -- | -- | 12.96M | 0.09% | $13.11M |
| -- | FHLMC 30yr Pool#QH3192 6.000% 01-Oct-2053, 6.00%, 10/01/53 | -- | -- | 12.68M | 0.09% | $13.00M |
| -- | FNMA 30yr Pool#CC0097 5.500% 01-Mar-2055, 5.50%, 03/01/55 | -- | -- | 12.53M | 0.09% | $12.66M |
| -- | GS Mortgage-Backed Securities Trust 2025-RPL3 A1 4.1% 25-JUL-2065, 4.10%, 07/25/65 | -- | -- | 13.18M | 0.09% | $12.66M |
| -- | FHLMC 30yr Pool#SD5963 6.000% 01-Jul-2054, 6.00%, 07/01/54 | -- | -- | 12.19M | 0.09% | $12.48M |
| -- | FHLMC 30yr Pool#SL4658 5.000% 01-Jan-2056, 5.00%, 01/01/56 | -- | -- | 12.82M | 0.09% | $12.53M |
| -- | FHLMC 30yr Pool#SL4976 5.000% 01-Apr-2056, 5.00%, 04/01/56 | -- | -- | 12.84M | 0.09% | $12.55M |
| -- | Chase Mortgage Reference Notes, Series 2020-CL1 M1 6.08888% 25-OCT-2057, 6.09%, 10/25/57 | -- | -- | 12.13M | 0.09% | $12.50M |
| -- | PRPM 2025-RCF3 LLC 5.25% 55, 5.25%, 07/25/55 | -- | -- | 12.32M | 0.09% | $12.28M |
| -- | PRET 2025-RPL5 TRUST FLTG 2070 A1, 4.15%, 01/25/70 | -- | -- | 12.27M | 0.08% | $11.87M |
| -- | FHLMC 30yr Pool#QG6755 5.500% 01-Jun-2053, 5.50%, 06/01/53 | -- | -- | 11.55M | 0.08% | $11.65M |
| -- | FNMA 40yr Pool#BF0731 2.500% 01-Jun-2063, 2.50%, 06/01/63 | -- | -- | 14.16M | 0.08% | $11.50M |
| -- | FNMA 30yr Pool#FS8717 6.000% 01-Jul-2054, 6.00%, 07/01/54 | -- | -- | 11.16M | 0.08% | $11.42M |
| -- | Foundation Finance Trust 2025-2 B 4.94% 15-APR-2052, 4.94%, 04/15/52 | -- | -- | 11.37M | 0.08% | $11.30M |
| -- | FNMA 30yr Pool#FS7541 4.000% 01-Jun-2052, 4.00%, 06/01/52 | -- | -- | 12.06M | 0.08% | $11.25M |
| -- | Connecticut Avenue Securities Trust 2022-R06 1B2 14.21608% 25-MAY-2042, 14.22%, 05/25/42 | -- | -- | 10.44M | 0.08% | $11.23M |
| -- | FNMA 30yr Pool#DE6043 6.000% 01-Aug-2055, 6.00%, 08/01/55 | -- | -- | 10.75M | 0.08% | $11.00M |
| -- | FHLMC 30yr Pool#SD6558 6.000% 01-Sep-2054, 6.00%, 09/01/54 | -- | -- | 10.83M | 0.08% | $11.09M |
| -- | TOWD POINT MORTGAGE TRUST 2025 0% 65, 4.97%, 09/25/65 | -- | -- | 10.73M | 0.07% | $10.69M |
| -- | METRONET INFRASTRUCTURE ISSU 5.4% 55, 5.40%, 08/20/55 | -- | -- | 10.60M | 0.07% | $10.61M |
| -- | Connecticut Avenue Securities Trust 2022-R04 1B2 13.11608% 25-MAR-2042, 13.12%, 03/25/42 | -- | -- | 10.12M | 0.07% | $10.66M |
| -- | Homeward Opportunities Fund Trust 2025-RRTL1 A1 5.476% 25-MAR-2040, 5.48%, 03/25/40 | -- | -- | 10.47M | 0.07% | $10.49M |
| -- | FNMA 40yr Pool#BF0783 3.500% 01-Dec-2063, 3.50%, 12/01/63 | -- | -- | 11.50M | 0.07% | $10.17M |
| -- | FHLMC 30yr Pool#QH3306 6.000% 01-Oct-2053, 6.00%, 10/01/53 | -- | -- | 9.86M | 0.07% | $10.16M |
| -- | FNMA 30yr Pool#DE1157 6.000% 01-Jun-2055, 6.00%, 06/01/55 | -- | -- | 9.75M | 0.07% | $9.98M |
| -- | FNMA 30yr Pool#CC1844 5.500% 01-Jan-2056, 5.50%, 01/01/56 | -- | -- | 9.98M | 0.07% | $10.09M |
| -- | Vista Point Securitization Trust 2025-CES2 A1 5.601% 25-AUG-2055, 5.60%, 08/25/55 | -- | -- | 10.02M | 0.07% | $10.05M |
| -- | LHOME Mortgage Trust 2024-RTL3 A1 6.9% 25-MAY-2029, 6.90%, 05/25/29 | -- | -- | -- | 0.07% | $10.02M |
| -- | TOWD PT MTG TR 2025-FIX2 FLTG A1, 5.25%, 10/25/65 | -- | -- | 10.03M | 0.07% | $10.01M |
| -- | FIGRE TRUST 2025-HE4 FLTG 2055 C, 5.71%, 07/25/55 | -- | -- | 9.91M | 0.07% | $9.88M |
| -- | FNMA 30yr Pool#FS6236 6.500% 01-Nov-2053, 6.50%, 11/01/53 | -- | -- | 9.44M | 0.07% | $9.86M |
| -- | FNMA 30yr Pool#FA0470 6.000% 01-Jan-2055, 6.00%, 01/01/55 | -- | -- | 9.66M | 0.07% | $9.89M |
| -- | Huntington Bank Auto Credit-Linked Notes, Series 2024-2 B1 5.442% 20-OCT-2032, 5.44%, 10/20/32 | -- | -- | 9.78M | 0.07% | $9.85M |
| -- | FNMA 30yr Pool#FS9909 5.000% 01-Nov-2054, 5.00%, 11/01/54 | -- | -- | 9.89M | 0.07% | $9.73M |
| -- | Freddie Mac Pool|6|08/01/2056, 6.00%, 08/01/56 | -- | -- | 9.60M | 0.07% | $9.78M |
| -- | FNMA 30yr Pool#FA4709 5.500% 01-Jul-2055, 5.50%, 07/01/55 | -- | -- | 9.41M | 0.07% | $9.51M |
| -- | Rithm Capital Corp. 8.0% 01-APR-2029, 8.00%, 04/01/29 | -- | -- | 9.21M | 0.07% | $9.55M |
| -- | RCKT MORTGAGE TRUST 2026-CES4 0% 56, 5.59%, 04/25/56 | -- | -- | 9.48M | 0.07% | $9.40M |
| -- | LHOME Mortgage Trust 2024-RTL5 A2 5.751% 25-SEP-2039, 5.75%, 09/25/39 | -- | -- | 9.32M | 0.06% | $9.34M |
| -- | FHLMC 30yr Pool#SD5224 6.000% 01-Mar-2054, 6.00%, 03/01/54 | -- | -- | 9.01M | 0.06% | $9.22M |
| -- | SALUDA GRADE ALTERNATIVE MORT A2, 6.75%, 03/25/31 | -- | -- | 9.42M | 0.06% | $9.32M |
| -- | CONNECTICUT AVENUE SECUR 5.95001% 45, 5.22%, 07/25/45 | -- | -- | 9.25M | 0.06% | $9.30M |
| -- | FNMA 30yr Pool#FS6662 4.000% 01-Oct-2051, 4.00%, 10/01/51 | -- | -- | 9.83M | 0.06% | $9.17M |
| -- | New Residential Mortgag MB 4.00%65, 4.00%, 12/25/65 | -- | -- | 9.67M | 0.06% | $9.02M |
| -- | FHLMC 30yr Pool#QH4373 6.000% 01-Nov-2053, 6.00%, 11/01/53 | -- | -- | 8.80M | 0.06% | $9.02M |
| -- | FNMA 30yr Pool#FS2144 3.500% 01-Jun-2052, 3.50%, 06/01/52 | -- | -- | 9.53M | 0.06% | $8.63M |
| -- | Connecticut Avenue Securities Trust 2022-R01 1B2 9.61608% 25-DEC-2041, 9.62%, 12/25/41 | -- | -- | 8.21M | 0.06% | $8.37M |
| -- | Freddie Mac Multiclass Certificates, Series 5164 FA 3.8621% 25-NOV-2051, 3.87%, 11/25/51 | -- | -- | 9.23M | 0.06% | $8.31M |
| -- | Connecticut Avenue Securities, Series 2021-R01 1B2 9.61608% 25-OCT-2041, 9.62%, 10/25/41 | -- | -- | 8.22M | 0.06% | $8.32M |
| -- | FNMA 30yr Pool#FS7117 6.500% 01-Feb-2054, 6.50%, 02/01/54 | -- | -- | 7.90M | 0.06% | $8.25M |
| -- | Ally Bank Auto Credit-Linked Notes, Series 2025-A C 4.844% 15-JUN-2033, 4.84%, 06/15/33 | -- | -- | 8.15M | 0.06% | $8.16M |
| -- | FHLMC 30yr Pool#SD7417 5.500% 01-Jan-2055, 5.50%, 01/01/55 | -- | -- | 7.72M | 0.05% | $7.80M |
| -- | FNMA 30yr Pool#DA0026 6.000% 01-Sep-2053, 6.00%, 09/01/53 | -- | -- | 7.70M | 0.05% | $7.90M |
| -- | Brean Asset Backed Securities Trust 2024-RM8 A1 4.5% 25-MAY-2064, 4.50%, 05/25/64 | -- | -- | 8.00M | 0.05% | $7.85M |
| -- | FNMA 30yr Pool#DH1175 5.500% 01-May-2056, 5.50%, 05/01/56 | -- | -- | 7.83M | 0.05% | $7.84M |
| -- | FIGRE TRUST 2025 HE4 FLTG 2055 B, 5.61%, 07/25/55 | -- | -- | 7.67M | 0.05% | $7.65M |
| -- | Connecticut Avenue Securities Trust 2025-R01 1M2 5.11608% 25-JAN-2045, 5.12%, 01/25/45 | -- | -- | 7.58M | 0.05% | $7.60M |
| -- | PRPM 2025-RPL4 A1, 3.00%, 05/25/55 | -- | -- | 7.87M | 0.05% | $7.52M |
| -- | BAYVIEW OPPORTUNITY MAS MB FLTG 56, 5.80%, 07/25/56 | -- | -- | 7.36M | 0.05% | $7.34M |
| -- | FHLMC 30yr Pool#QY9874 6.000% 01-Aug-2055, 6.00%, 08/01/55 | -- | -- | 7.30M | 0.05% | $7.47M |
| -- | Fannie Mae REMIC Trust 2022-65 FB 4.41608% 25-SEP-2052, 4.42%, 09/25/52 | -- | -- | 7.45M | 0.05% | $7.37M |
| -- | SALUDA GR ALT MTG TR 25 RRTL1 A1, 5.32%, 10/25/40 | -- | -- | 7.39M | 0.05% | $7.38M |
| -- | RENEU 2026-RTL1 MB 5.93%41, 5.89%, 06/25/41 | -- | -- | 7.34M | 0.05% | $7.33M |
| -- | FNMA 30yr Pool#FA1613 5.000% 01-Apr-2055, 5.00%, 04/01/55 | -- | -- | 7.10M | 0.05% | $6.99M |
| -- | GS Mortgage-Backed Securities Trust 2026-CES1 A2 5.272% 25-MAY-2056, 5.27%, 05/25/56 | -- | -- | 7.00M | 0.05% | $6.91M |
| -- | Alterna Funding III A 6.26% 15-MAY-2039, 6.26%, 05/16/39 | -- | -- | 6.96M | 0.05% | $6.99M |
| -- | COOPR Residential Mortgage Trust 2026-CES1 A1B 4.996% 25-FEB-2061, 5.00%, 01/01/61 | -- | -- | 6.91M | 0.05% | $6.84M |
| -- | RCKT Mortgage Trust 2024-CES9 A1B 5.683% 25-DEC-2044, 5.68%, 12/25/44 | -- | -- | 6.86M | 0.05% | $6.89M |
| -- | LHOME Mortgage Trust 2024-RTL4 A2 6.092% 25-JUL-2039, 6.09%, 07/25/39 | -- | -- | 6.87M | 0.05% | $6.88M |
| -- | COOPR Residential Mortgage Trust 2025-CES3 A1A 4.84% 25-SEP-2060, 4.84%, 09/25/60 | -- | -- | 6.86M | 0.05% | $6.79M |
| -- | FHLMC 30yr Pool#QH1500 6.000% 01-Sep-2053, 6.00%, 09/01/53 | -- | -- | 6.47M | 0.05% | $6.66M |
| -- | RCKT Mortgage Trust 2025-CES7 A1B 5.478% 25-JUL-2055, 5.48%, 07/25/55 | -- | -- | 6.51M | 0.04% | $6.53M |
| -- | PRPM 2025-RCF3, LLC, 5.77%, 08/25/28 | -- | -- | 6.58M | 0.04% | $6.59M |
| -- | FHLMC 30yr Pool#SD3469 5.500% 01-Aug-2053, 5.50%, 08/01/53 | -- | -- | 6.44M | 0.04% | $6.49M |
| -- | FHLMC 30yr Pool#QG3912 5.500% 01-Jun-2053, 5.50%, 06/01/53 | -- | -- | 6.45M | 0.04% | $6.48M |
| -- | Mello Mortgage Capital Acceptance 2024-SD1 A1 4.0% 25-APR-2054, 4.00%, 04/25/54 | -- | -- | 6.63M | 0.04% | $6.52M |
| -- | RCKT Mortgage Trust 2026-CES1 A1B 4.928% 25-JAN-2056, 4.93%, 01/25/56 | -- | -- | 6.61M | 0.04% | $6.52M |
| -- | Huntington Bank Auto Credit-Linked Notes, Series 2024-1 B1 6.153% 20-MAY-2032, 6.15%, 05/20/32 | -- | -- | 6.34M | 0.04% | $6.40M |
| -- | Connecticut Avenue Securities Trust 2022-R05 2B2 10.61608% 25-APR-2042, 10.62%, 04/25/42 | -- | -- | 6.15M | 0.04% | $6.41M |
| -- | FNMA 30yr Pool#FA0339 5.500% 01-Jan-2055, 5.50%, 01/01/55 | -- | -- | 6.31M | 0.04% | $6.37M |
| -- | Acacia 2025-1 A 5.24% 15-NOV-2037, 5.24%, 11/15/37 | -- | -- | 6.36M | 0.04% | $6.37M |
| -- | RCKT MORTGAGE TRUST 2026-CES4 0% 56, 5.39%, 04/25/56 | -- | -- | 6.52M | 0.04% | $6.44M |
| -- | FIGRE TRUST 2025-HE6 FLTG 2055 C, 5.25%, 09/25/55 | -- | -- | 6.36M | 0.04% | $6.27M |
| -- | Meridian Arc Holdco LLC 6.25% 30-APR-2031, 6.25%, 04/30/31 | -- | -- | 6.40M | 0.04% | $6.28M |
| -- | ACHM Trust 2024-HE1 A 6.55% 25-MAY-2039, 6.55%, 05/25/39 | -- | -- | 6.06M | 0.04% | $6.18M |
| -- | FIGRE TRUST 2026-HE4 MB FLTG 56, 5.70%, 05/25/56 | -- | -- | 6.07M | 0.04% | $6.04M |
| -- | Connecticut Avenue Securities Trust 2023-R03 2B1 9.96608% 25-APR-2043, 9.97%, 04/25/43 | -- | -- | 5.63M | 0.04% | $6.10M |
| -- | FHLMC 30yr Pool#QX9929 6.000% 01-Apr-2055, 6.00%, 04/01/55 | -- | -- | 5.85M | 0.04% | $5.99M |
| -- | PRET 2025-RPL2 Trust A1 4.0% 25-FEB-2065, 4.00%, 08/25/64 | -- | -- | 6.10M | 0.04% | $5.98M |
| -- | HOMES 2026-INV1 Trust A1D 5.077% 25-AUG-2060, 5.08%, 08/25/60 | -- | -- | 5.93M | 0.04% | $5.88M |
| -- | FNA 9, Series 2026-1 A 5.509% 15-DEC-2038, 5.51%, 04/16/46 | -- | -- | 5.90M | 0.04% | $5.90M |
| -- | FNMA 30yr Pool#DF2677 6.000% 01-Nov-2055, 6.00%, 11/01/55 | -- | -- | 5.84M | 0.04% | $5.99M |
| -- | FHLMC 30yr Pool#QH7040 6.000% 01-Dec-2053, 6.00%, 12/01/53 | -- | -- | 5.64M | 0.04% | $5.78M |
| -- | FNMA 30yr Pool#FM4129 4.000% 01-Sep-2050, 4.00%, 09/01/50 | -- | -- | 6.26M | 0.04% | $5.84M |
| -- | FNMA 30yr Pool#FS4356 6.000% 01-May-2053, 6.00%, 05/01/53 | -- | -- | 5.73M | 0.04% | $5.87M |
| -- | FNMA 30yr Pool#DE6050 6.000% 01-Aug-2055, 6.00%, 08/01/55 | -- | -- | 5.62M | 0.04% | $5.78M |
| -- | FNMA 30yr Pool#DA1468 6.000% 01-Sep-2053, 6.00%, 09/01/53 | -- | -- | 5.71M | 0.04% | $5.88M |
| -- | RCKT MORTGAGE TRUST 2025 5.24863% 55, 5.25%, 08/25/55 | -- | -- | 5.65M | 0.04% | $5.63M |
| -- | Brean Asset Backed Securities Trust 2024-RM9 A1 5.0% 25-SEP-2064, 5.00%, 09/25/64 | -- | -- | 5.66M | 0.04% | $5.60M |
| -- | BAYVIEW OPPORTUNITY MAS MB FLTG 56, 6.09%, 07/25/56 | -- | -- | 5.72M | 0.04% | $5.73M |
| -- | FNMA 30yr Pool#DB4017 6.000% 01-May-2054, 6.00%, 05/01/54 | -- | -- | 5.53M | 0.04% | $5.67M |
| -- | FNMA 30yr Pool#FS7397 6.000% 01-Mar-2054, 6.00%, 03/01/54 | -- | -- | 5.53M | 0.04% | $5.66M |
| -- | Connecticut Avenue Securities, Series 2021-R02 2B2 9.81608% 25-NOV-2041, 9.82%, 11/25/41 | -- | -- | 5.62M | 0.04% | $5.71M |
| -- | RCKT Mortgage Trust 202 MB FLTG 56, 5.67%, 06/25/56 | -- | -- | 5.70M | 0.04% | $5.68M |
| -- | TVC Mortgage Trust 2025-RRTL1 A2 6.68% 25-APR-2040, 6.68%, 04/25/40 | -- | -- | 5.60M | 0.04% | $5.65M |
| -- | PRPM 2025-RPL3 A1 3.25% 25-APR-2055, 3.25%, 04/25/55 | -- | -- | 5.69M | 0.04% | $5.50M |
| -- | CoreWeave, Inc. 9.625% 15-JUL-2032, 9.62%, 07/15/32 | -- | -- | 5.96M | 0.04% | $5.48M |
| -- | FNMA 30yr Pool#CA5386 4.500% 01-Mar-2050, 4.50%, 03/01/50 | -- | -- | 5.73M | 0.04% | $5.49M |
| -- | FIGRE TRUST 2025-HE6 FLTG 2055 B, 5.14%, 09/25/55 | -- | -- | 5.60M | 0.04% | $5.53M |
| -- | FHLMC 30yr Pool#SD5223 6.000% 01-Apr-2054, 6.00%, 04/01/54 | -- | -- | 5.37M | 0.04% | $5.50M |
| -- | SF ABS ISSUER 2025-1 0%55 A2, 5.38%, 11/25/55 | -- | -- | 5.75M | 0.04% | $5.57M |
| -- | RCKT Mortgage Trust 2025-CES12 M1 5.65% 25-DEC-2055, 5.65%, 11/25/55 | -- | -- | 5.40M | 0.04% | $5.34M |
| -- | Research-Driven Pagaya Motor Asset Trust 2026-R1 (RPM 2026-R1) A 5.659% 25-JUL-2034, 5.66%, 07/25/34 | -- | -- | 5.33M | 0.04% | $5.36M |
| -- | Woodward Capital Manage MB FLTG 56, 5.66%, 05/25/56 | -- | -- | 5.40M | 0.04% | $5.39M |
| -- | FNMA 30yr Pool#DE7796 6.000% 01-Aug-2055, 6.00%, 08/01/55 | -- | -- | 5.25M | 0.04% | $5.38M |
| -- | FIG SIX TRUST 2026-PF1 MB FLTG 56, 6.16%, 08/25/56 | -- | -- | 5.25M | 0.04% | $5.26M |
| -- | FNMA 30yr Pool#FS1578 4.000% 01-Oct-2050, 4.00%, 10/01/50 | -- | -- | 5.62M | 0.04% | $5.24M |
| -- | Ally Bank Auto Credit-Linked Notes, Series 2025-A D 4.991% 15-JUN-2033, 4.99%, 06/15/33 | -- | -- | 5.29M | 0.04% | $5.30M |
| -- | FHLMC 30yr Pool#QH4638 6.000% 01-Nov-2053, 6.00%, 11/01/53 | -- | -- | 5.12M | 0.04% | $5.25M |
| -- | MS RES MTG LN TR 2025-SPL1 A1, 4.25%, 02/25/65 | -- | -- | 5.47M | 0.04% | $5.25M |
| -- | FHLMC 30yr Pool#TA2575 5.500% 01-Jan-2056, 5.50%, 01/01/56 | -- | -- | 5.02M | 0.04% | $5.07M |
| -- | FIGRE Trust 2026-HE1 C 5.434% 25-JAN-2056, 5.43%, 01/25/56 | -- | -- | 5.16M | 0.04% | $5.11M |
| -- | FNMA 30yr Pool#DB4019 6.000% 01-May-2054, 6.00%, 05/01/54 | -- | -- | 4.90M | 0.04% | $5.02M |
| -- | FHLMC 30yr Pool#SD3813 6.000% 01-Jul-2053, 6.00%, 07/01/53 | -- | -- | 5.02M | 0.04% | $5.15M |
| -- | FNMA 30yr Pool#FS0088 4.000% 01-Mar-2050, 4.00%, 03/01/50 | -- | -- | 5.45M | 0.04% | $5.10M |
| -- | JP Morgan Mortgage Trust 2026-CES1 A3 5.332% 25-JUN-2056, 5.33%, 06/25/56 | -- | -- | 5.00M | 0.03% | $4.94M |
| -- | EFMT 2026-CES2 MB FLTG 61, 5.81%, 06/25/61 | -- | -- | 5.00M | 0.03% | $5.01M |
| -- | N.A.|6.237|05/25/2056, 6.24%, 05/25/56 | -- | -- | 4.90M | 0.03% | $4.92M |
| -- | N.A.|5.988|05/25/2056, 5.99%, 05/25/56 | -- | -- | 4.90M | 0.03% | $4.92M |
| -- | RCKT Mortgage Trust 2025-CES8 B2A 7.28202% 25-AUG-2055, 7.28%, 08/25/55 | -- | -- | 5.04M | 0.03% | $5.00M |
| -- | RCKT Mortgage Trust 2024-CES1 A1B 6.325% 25-FEB-2044, 6.33%, 02/25/44 | -- | -- | 4.92M | 0.03% | $4.96M |
| -- | Freddie Mac STACR Trust 2018-HQA2|14.73056|10/25/2048, 14.73%, 10/25/48 | -- | -- | 4.08M | 0.03% | $4.92M |
| -- | ARIXA MORTGAGE TRUST 20 MB 6.05%31, 6.05%, 05/25/31 | -- | -- | 4.92M | 0.03% | $4.90M |
| -- | RCKT Mortgage Trust 2026-CES3 A2 5.363% 25-MAR-2056, 5.36%, 03/25/56 | -- | -- | 4.86M | 0.03% | $4.81M |
| -- | FHLMC 30yr Pool#TB3678 6.000% 01-May-2056, 6.00%, 05/01/56 | -- | -- | 4.71M | 0.03% | $4.82M |
| -- | PRPM 2025-5 0%30, 5.73%, 07/25/30 | -- | -- | 4.85M | 0.03% | $4.85M |
| -- | Connecticut Avenue Securities Trust 2024-R01 1B1 6.31608% 25-JAN-2044, 6.32%, 01/25/44 | -- | -- | 4.59M | 0.03% | $4.74M |
| -- | ABL 2024-RTL1 A2 7.457% 25-SEP-2029, 7.46%, 09/25/29 | -- | -- | 4.84M | 0.03% | $4.85M |
| -- | FNMA 30yr Pool#DD5556 6.000% 01-Mar-2055, 6.00%, 03/01/55 | -- | -- | 4.63M | 0.03% | $4.74M |
| -- | FHLMC 30yr Pool#QF9863 5.500% 01-Mar-2053, 5.50%, 03/01/53 | -- | -- | 4.76M | 0.03% | $4.79M |
| -- | OBX 2026-HE2 Trust MB FLTG 56, 5.22%, 06/25/56 | -- | -- | 4.75M | 0.03% | $4.77M |
| -- | FNMA 30yr Pool#CA0706 4.000% 01-Nov-2047, 4.00%, 11/01/47 | -- | -- | 4.97M | 0.03% | $4.65M |
| -- | Homeward Opportunities Fund Trust 2025-RRTL2 A1 5.237% 25-AUG-2040, 5.24%, 09/25/40 | -- | -- | 4.68M | 0.03% | $4.69M |
| -- | FHLMC 30yr Pool#QJ9072 6.000% 01-Nov-2054, 6.00%, 11/01/54 | -- | -- | 4.57M | 0.03% | $4.68M |
| -- | FNMA 30yr Pool#BX5986 5.500% 01-Mar-2053, 5.50%, 03/01/53 | -- | -- | 4.67M | 0.03% | $4.71M |
| -- | Connecticut Avenue Securities Trust 2023-R05 1B1 8.36608% 25-JUN-2043, 8.37%, 06/25/43 | -- | -- | 4.31M | 0.03% | $4.57M |
| -- | FNMA 30yr Pool#DC5656 5.000% 01-Nov-2054, 5.00%, 11/01/54 | -- | -- | 4.54M | 0.03% | $4.44M |
| -- | FNMA 30yr Pool#BX9326 5.500% 01-Mar-2053, 5.50%, 03/01/53 | -- | -- | 4.41M | 0.03% | $4.45M |
| -- | Affirm Asset Securitization Trust 2025-X2 C 4.93% 15-OCT-2030, 4.93%, 10/15/30 | -- | -- | 4.50M | 0.03% | $4.51M |
| -- | FHLMC 30yr Pool#TB4408 6.000% 01-Jun-2056, 6.00%, 06/01/56 | -- | -- | 4.20M | 0.03% | $4.30M |
| -- | Huntington Bank Auto Credit-Linked Notes, Series 2025-1 B 4.957% 20-MAR-2033, 4.96%, 03/21/33 | -- | -- | 4.42M | 0.03% | $4.43M |
| -- | EFMT 2026-CES2 MB FLTG 61, 5.91%, 06/25/61 | -- | -- | 4.33M | 0.03% | $4.34M |
| -- | FHLMC 30yr Pool#QZ1060 6.000% 01-Aug-2055, 6.00%, 08/01/55 | -- | -- | 4.18M | 0.03% | $4.29M |
| -- | FNMA 30yr Pool#DA5019 6.500% 01-Nov-2053, 6.50%, 11/01/53 | -- | -- | 4.07M | 0.03% | $4.26M |
| -- | FHLMC 30yr Pool#QH4473 6.000% 01-Nov-2053, 6.00%, 11/01/53 | -- | -- | 4.15M | 0.03% | $4.26M |
| -- | Woodward Capital Manage MB FLTG 56, 6.06%, 05/25/56 | -- | -- | 4.25M | 0.03% | $4.24M |
| -- | PRPM 2025 RCF4 LLC 4.5% 55, 4.50%, 08/25/55 | -- | -- | 4.28M | 0.03% | $4.21M |
| -- | FHLMC 30yr Pool#QH2259 6.000% 01-Sep-2053, 6.00%, 09/01/53 | -- | -- | 4.08M | 0.03% | $4.19M |
| -- | FHLMC 30yr Pool#RA1100 4.000% 01-Jul-2049, 4.00%, 07/01/49 | -- | -- | 4.48M | 0.03% | $4.18M |
| -- | OCEANVIEW MORTGAGE TRUST 4.99888% 55, 4.52%, 12/25/55 | -- | -- | 4.22M | 0.03% | $4.22M |
| -- | EFMT 2026-CES1 A3 5.466% 25-DEC-2060, 5.47%, 12/25/60 | -- | -- | 4.25M | 0.03% | $4.20M |
| -- | FNMA 30yr Pool#DH1921 6.000% 01-Jun-2056, 6.00%, 06/01/56 | -- | -- | 4.01M | 0.03% | $4.10M |
| -- | Saluda Grade Alternative Mortgage Trust 2024-RTL5 A1 7.762% 25-APR-2030, 7.76%, 04/25/30 | -- | -- | 4.05M | 0.03% | $4.07M |
| -- | EASY STREET MORTGAGE LN 5.606%40 A1, 5.61%, 10/25/40 | -- | -- | 4.10M | 0.03% | $4.08M |
| -- | RAM 2026-1 A 5.463% 15-JUN-2046, 5.46%, 06/15/46 | -- | -- | 4.04M | 0.03% | $4.03M |
| -- | Vista Point Securitization Trust 2026-CES1 A3 5.376% 25-FEB-2056, 5.38%, 02/25/56 | -- | -- | 4.17M | 0.03% | $4.07M |
| -- | FNMA 30yr Pool#BY0337 6.500% 01-May-2053, 6.50%, 05/01/53 | -- | -- | 3.96M | 0.03% | $4.13M |
| -- | FNMA 30yr Pool#DE9377 6.000% 01-Sep-2055, 6.00%, 09/01/55 | -- | -- | 3.92M | 0.03% | $4.01M |
| -- | Redaptive Equipment Issuer 2026-1 LLC|5.48|07/25/2034, 5.48%, 07/25/34 | -- | -- | 4.00M | 0.03% | $4.00M |
| -- | Connecticut Avenue Securities Trust 2023-R08 1B1 7.16608% 25-OCT-2043, 7.17%, 10/25/43 | -- | -- | 3.75M | 0.03% | $3.93M |
| -- | FNMA 30yr Pool#FA3788 5.500% 01-Nov-2055, 5.50%, 11/01/55 | -- | -- | 3.89M | 0.03% | $3.94M |
| -- | GS Mortgage-Backed Securities Trust 2026-CES1 A3 5.422% 25-MAY-2056, 5.42%, 05/25/56 | -- | -- | 4.00M | 0.03% | $3.97M |
| -- | OBX 2022-NQM7 Trust MB FLTG 66, 5.59%, 04/25/56 | -- | -- | 4.00M | 0.03% | $3.97M |
| -- | JP Morgan Mortgage Trust 2026-CES1 A2 5.182% 25-JUN-2056, 5.18%, 06/25/56 | -- | -- | 4.00M | 0.03% | $3.94M |
| -- | FNMA 30yr Pool#FS3246 5.500% 01-Nov-2052, 5.50%, 11/01/52 | -- | -- | 3.88M | 0.03% | $3.92M |
| -- | FHLMC 30yr Pool#QZ7654 6.000% 01-Nov-2055, 6.00%, 11/01/55 | -- | -- | 3.82M | 0.03% | $3.91M |
| -- | Fannie Mae REMIC Trust 2020-98 AI 3.5% 25-JAN-2061, 3.50%, 01/25/61 | -- | -- | 17.86M | 0.03% | $3.74M |
| -- | GS Mortgage Securities MB FLTG 56, 5.48%, 11/25/56 | -- | -- | 3.73M | 0.03% | $3.75M |
| -- | EFMT 2026-CES1 A2 5.316% 25-DEC-2060, 5.32%, 12/25/60 | -- | -- | 3.88M | 0.03% | $3.83M |
| -- | FNMA 30yr Pool#CB2907 3.500% 01-Feb-2052, 3.50%, 02/01/52 | -- | -- | 4.14M | 0.03% | $3.76M |
| -- | FNMA 30yr Pool#DE7795 6.000% 01-Aug-2055, 6.00%, 08/01/55 | -- | -- | 3.48M | 0.03% | $3.56M |
| -- | OBX 2026-HE2 Trust MB FLTG 56, 5.42%, 06/25/56 | -- | -- | 3.68M | 0.03% | $3.69M |
| -- | FIGRE Trust 2025-HE3 B 5.71% 25-MAY-2055, 5.71%, 05/25/55 | -- | -- | 3.68M | 0.03% | $3.68M |
| -- | FIGRE Trust 2026-HE1 B 5.183% 25-JAN-2056, 5.18%, 01/25/56 | -- | -- | 3.66M | 0.03% | $3.61M |
| -- | FIGRE TRUST 2025-FL1 5.265% 55, 5.26%, 07/25/55 | -- | -- | 3.59M | 0.03% | $3.59M |
| -- | Ginnie Mae REMIC Trust 2023-116 LF 4.92139% 20-AUG-2053, 4.92%, 08/20/53 | -- | -- | 3.53M | 0.03% | $3.56M |
| -- | FHLMC 30yr Pool#QX6719 6.000% 01-Feb-2055, 6.00%, 02/01/55 | -- | -- | 3.49M | 0.03% | $3.57M |
| -- | FHLMC 30yr Pool#QH5204 6.500% 01-Nov-2053, 6.50%, 11/01/53 | -- | -- | 3.46M | 0.03% | $3.63M |
| -- | FNMA 30yr Pool#DD3307 6.000% 01-Feb-2055, 6.00%, 02/01/55 | -- | -- | 3.35M | 0.02% | $3.43M |
| -- | FNMA 30yr Pool#DA5072 6.500% 01-Nov-2053, 6.50%, 11/01/53 | -- | -- | 3.28M | 0.02% | $3.42M |
| -- | FNMA 30yr Pool#FS2135 4.000% 01-Nov-2049, 4.00%, 11/01/49 | -- | -- | 3.77M | 0.02% | $3.52M |
| -- | Connecticut Avenue Securities Trust 2022-R07 1B2 15.61608% 25-JUN-2042, 15.62%, 06/25/42 | -- | -- | 3.21M | 0.02% | $3.51M |
| -- | FIGRE Trust 2025-HE3 C 5.91% 25-MAY-2055, 5.91%, 05/25/55 | -- | -- | 3.46M | 0.02% | $3.46M |
| -- | FHLMC 30yr Pool#QF7810 5.500% 01-Jan-2053, 5.50%, 01/01/53 | -- | -- | 3.32M | 0.02% | $3.35M |
| -- | FHLMC 30yr Pool#QI8221 6.000% 01-Jun-2054, 6.00%, 06/01/54 | -- | -- | 3.31M | 0.02% | $3.39M |
| -- | FHLMC 30yr Pool#QH0826 5.500% 01-Sep-2053, 5.50%, 09/01/53 | -- | -- | 3.35M | 0.02% | $3.38M |
| -- | FHLMC 30yr Pool#QF7280 5.500% 01-Jan-2053, 5.50%, 01/01/53 | -- | -- | 3.35M | 0.02% | $3.38M |
| -- | GS Mortgage Securities MB FLTG 56, 5.33%, 11/25/56 | -- | -- | 3.32M | 0.02% | $3.34M |
| -- | FNMA 30yr Pool#BY0335 6.000% 01-May-2053, 6.00%, 05/01/53 | -- | -- | 3.20M | 0.02% | $3.27M |
| -- | FNMA 30yr Pool#DF1002 6.000% 01-Oct-2055, 6.00%, 10/01/55 | -- | -- | 3.11M | 0.02% | $3.19M |
| -- | FNMA 30yr Pool#FM7031 4.000% 01-Jan-2051, 4.00%, 01/01/51 | -- | -- | 3.38M | 0.02% | $3.15M |
| -- | FINANCE OF AMERICA STRUCTURE 3.5% 74, 3.50%, 02/25/74 | -- | -- | 3.25M | 0.02% | $3.23M |
| -- | FHLMC 30yr Pool#QH7549 6.000% 01-Dec-2053, 6.00%, 12/01/53 | -- | -- | 3.14M | 0.02% | $3.22M |
| -- | EFMT 2025-RTL1 0% 40, 5.22%, 11/25/40 | -- | -- | 3.11M | 0.02% | $3.10M |
| -- | FHLMC 30yr Pool#QH1144 5.500% 01-Sep-2053, 5.50%, 09/01/53 | -- | -- | 3.06M | 0.02% | $3.09M |
| -- | FHLMC 30yr Pool#QZ3837 6.000% 01-Sep-2055, 6.00%, 09/01/55 | -- | -- | 2.96M | 0.02% | $3.03M |
| -- | FHLMC 30yr Pool#TA0253 6.000% 01-Dec-2055, 6.00%, 12/01/55 | -- | -- | 3.04M | 0.02% | $3.11M |
| -- | FHLMC 30yr Pool#QH6041 5.500% 01-Dec-2053, 5.50%, 12/01/53 | -- | -- | 3.10M | 0.02% | $3.11M |
| -- | FNMA 30yr Pool#BX6124 6.500% 01-Jan-2053, 6.50%, 01/01/53 | -- | -- | 2.91M | 0.02% | $3.07M |
| -- | OBX 2026 HE1 FLTG 2056 A1B, 5.12%, 02/25/56 | -- | -- | 3.07M | 0.02% | $3.08M |
| -- | FHLMC 30yr Pool#SD1111 4.000% 01-Jun-2050, 4.00%, 06/01/50 | -- | -- | 3.06M | 0.02% | $2.86M |
| -- | COOPR Residential Mortgage Trust 2026-CES1 A2 5.158% 25-FEB-2061, 5.16%, 02/25/61 | -- | -- | 2.95M | 0.02% | $2.90M |
| -- | GWT Commercial Mortgage Trust 2024-WLF2 A 5.36761% 15-MAY-2041, 5.37%, 05/15/41 | -- | -- | 2.90M | 0.02% | $2.91M |
| -- | FNMA 30yr Pool#MA4026 4.000% 01-May-2050, 4.00%, 05/01/50 | -- | -- | 3.16M | 0.02% | $2.94M |
| -- | RCKT Mortgage Trust 2025-CES2 A1B 5.603% 25-FEB-2055, 5.60%, 02/25/55 | -- | -- | 2.85M | 0.02% | $2.86M |
| -- | FHLMC 30yr Pool#TB4407 6.000% 01-Jun-2056, 6.00%, 06/01/56 | -- | -- | 2.85M | 0.02% | $2.92M |
| -- | BX Trust 2021-BXMF C 4.98227% 15-OCT-2038, 4.98%, 10/15/26 | -- | -- | 2.89M | 0.02% | $2.90M |
| -- | FHLMC 30yr Pool#TA1465 6.000% 01-Dec-2055, 6.00%, 12/01/55 | -- | -- | 2.90M | 0.02% | $2.97M |
| -- | FHLMC 30yr Pool#QX5273 6.000% 01-Feb-2055, 6.00%, 02/01/55 | -- | -- | 2.90M | 0.02% | $2.97M |
| -- | FNMA 30yr Pool#FM1540 4.000% 01-Sep-2049, 4.00%, 09/01/49 | -- | -- | 3.09M | 0.02% | $2.88M |
| -- | FNMA 30yr Pool#DH1918 6.000% 01-Jun-2056, 6.00%, 06/01/56 | -- | -- | 2.86M | 0.02% | $2.93M |
| -- | FNMA 30yr Pool#BX8700 5.500% 01-Mar-2053, 5.50%, 03/01/53 | -- | -- | 2.73M | 0.02% | $2.75M |
| -- | FHLMC 30yr Pool#QZ4951 6.000% 01-Oct-2055, 6.00%, 10/01/55 | -- | -- | 2.66M | 0.02% | $2.73M |
| -- | Chase Mortgage Reference Notes, Series 2021-CL1 M1 4.81608% 25-FEB-2050, 4.82%, 02/25/50 | -- | -- | 2.73M | 0.02% | $2.69M |
| -- | RCKT MORTGAGE TRUST 2025-CE 5.16% 34, 5.16%, 07/25/34 | -- | -- | 2.75M | 0.02% | $2.74M |
| -- | OBX TRUST 2026-HE1 FLTG 2056 M1, 5.27%, 02/25/56 | -- | -- | 2.71M | 0.02% | $2.73M |
| -- | New Residential Mortgage Loan Trust 2024-RTL1 A2 7.101% 25-MAR-2039, 7.10%, 03/25/39 | -- | -- | 2.75M | 0.02% | $2.76M |
| -- | FNMA 30yr Pool#MA4056 4.000% 01-Jun-2050, 4.00%, 06/01/50 | -- | -- | 2.96M | 0.02% | $2.75M |
| -- | FHLMC 30yr Pool#SD6905 6.000% 01-Nov-2054, 6.00%, 11/01/54 | -- | -- | 2.52M | 0.02% | $2.58M |
| -- | RCKT Mortgage Trust 2023-CES1 A1A 6.515% 25-JUN-2043, 6.51%, 06/25/43 | -- | -- | 2.60M | 0.02% | $2.61M |
| -- | FNMA 30yr Pool#DF5622 6.000% 01-Nov-2055, 6.00%, 11/01/55 | -- | -- | 2.50M | 0.02% | $2.57M |
| -- | FHLMC 30yr Pool#QF9276 5.500% 01-Mar-2053, 5.50%, 03/01/53 | -- | -- | 2.55M | 0.02% | $2.57M |
| -- | Fannie Mae Pool|4|03/01/2050, 4.00%, 03/01/50 | -- | -- | 2.82M | 0.02% | $2.63M |
| -- | Vista Point Securitization Trust 2026-CES1 A2 5.226% 25-FEB-2056, 5.23%, 02/25/56 | -- | -- | 2.60M | 0.02% | $2.54M |
| -- | FNMA 30yr Pool#BV5393 3.500% 01-Apr-2052, 3.50%, 04/01/52 | -- | -- | 2.71M | 0.02% | $2.46M |
| -- | FHLMC 30yr Pool#QG2539 6.500% 01-May-2053, 6.50%, 05/01/53 | -- | -- | 2.37M | 0.02% | $2.46M |
| -- | BX Trust 2021-BXMF G 7.140513% 15-OCT-2038, 7.14%, 10/15/26 | -- | -- | 2.43M | 0.02% | $2.44M |
| -- | FHLMC 30yr Pool#Q57869 4.000% 01-Aug-2048, 4.00%, 08/01/48 | -- | -- | 2.64M | 0.02% | $2.47M |
| -- | PRPM 2026-RCF1 A3 5.305% 25-JAN-2056, 5.30%, 01/25/56 | -- | -- | 2.50M | 0.02% | $2.45M |
| -- | FHLMC 30yr Pool#QI7710 5.500% 01-Jun-2054, 5.50%, 06/01/54 | -- | -- | 2.40M | 0.02% | $2.42M |
| -- | N.A.|5.938|05/25/2056, 5.94%, 05/25/56 | -- | -- | 2.45M | 0.02% | $2.46M |
| -- | PRPM 2026-RCF1 A2 5.206% 25-JAN-2056, 5.21%, 01/25/56 | -- | -- | 2.50M | 0.02% | $2.46M |
| -- | PRPM 2025-RCF3 LLC 5.25% 55, 5.25%, 07/25/55 | -- | -- | 2.38M | 0.02% | $2.36M |
| -- | FNMA 30yr Pool#DD8279 6.000% 01-Apr-2055, 6.00%, 04/01/55 | -- | -- | 2.26M | 0.02% | $2.31M |
| -- | OBX 2022-NQM7 Trust MB FLTG 66, 5.42%, 04/25/56 | -- | -- | 2.32M | 0.02% | $2.32M |
| -- | FNMA 30yr Pool#BY8533 6.500% 01-Aug-2053, 6.50%, 08/01/53 | -- | -- | 2.29M | 0.02% | $2.39M |
| -- | FHLMC 30yr Pool#QZ4131 6.000% 01-Sep-2055, 6.00%, 09/01/55 | -- | -- | 2.33M | 0.02% | $2.38M |
| -- | FIGRE TRUST 2026-HE4 MB FLTG 56, 6.23%, 05/25/56 | -- | -- | 2.30M | 0.02% | $2.26M |
| -- | FNMA 30yr Pool#DC1102 5.500% 01-Sep-2054, 5.50%, 09/01/54 | -- | -- | 2.35M | 0.02% | $2.36M |
| -- | FNMA 30yr Pool#DC1302 5.000% 01-Aug-2054, 5.00%, 08/01/54 | -- | -- | 2.40M | 0.02% | $2.34M |
| -- | RCKT Mortgage Trust 2026-CES1 A3 5.224% 25-JAN-2056, 5.22%, 01/25/56 | -- | -- | 2.42M | 0.02% | $2.38M |
| -- | FNMA 30yr Pool#DE2839 6.000% 01-Jun-2055, 6.00%, 06/01/55 | -- | -- | 2.26M | 0.02% | $2.31M |
| -- | Ginnie Mae REMIC Trust 2017-163 LO 0.0% 16-MAY-2041, 0.00%, 05/16/41 | -- | -- | 3.01M | 0.02% | $2.26M |
| -- | EFMT 2026-CES1 A1B 5.116% 25-DEC-2060, 5.12%, 12/25/60 | -- | -- | 2.33M | 0.02% | $2.31M |
| -- | FNMA 30yr Pool#BY5913 5.500% 01-Sep-2053, 5.50%, 09/01/53 | -- | -- | 2.29M | 0.02% | $2.31M |
| -- | FIGRE Trust 2024-HE4 B 5.252% 25-SEP-2054, 5.25%, 09/25/54 | -- | -- | 2.32M | 0.02% | $2.31M |
| -- | FHLMC 30yr Pool#SD3523 3.000% 01-Jun-2052, 3.00%, 06/01/52 | -- | -- | 2.67M | 0.02% | $2.31M |
| -- | Connecticut Avenue Securities Trust 2024-R06 1M2 5.21608% 25-SEP-2044, 5.22%, 09/25/44 | -- | -- | 2.24M | 0.01% | $2.25M |
| -- | PRPM 2024-RCF2 A1 3.75% 25-MAR-2054, 3.75%, 03/25/54 | -- | -- | 2.06M | 0.01% | $2.01M |
| -- | FNMA 30yr Pool#BY0338 6.500% 01-May-2053, 6.50%, 05/01/53 | -- | -- | 1.89M | 0.01% | $1.98M |
| -- | FHLMC 30yr Pool#QG2543 5.500% 01-May-2053, 5.50%, 05/01/53 | -- | -- | 2.04M | 0.01% | $2.05M |
| -- | FNMA 30yr Pool#DF0313 6.000% 01-Sep-2055, 6.00%, 09/01/55 | -- | -- | 1.98M | 0.01% | $2.02M |
| -- | FHLMC 30yr Pool#QY9883 6.000% 01-Aug-2055, 6.00%, 08/01/55 | -- | -- | 1.99M | 0.01% | $2.03M |
| -- | FNMA 30yr Pool#FS1640 4.000% 01-Apr-2052, 4.00%, 04/01/52 | -- | -- | 2.02M | 0.01% | $1.88M |
| -- | FNMA 30yr Pool#BX8072 5.500% 01-Mar-2053, 5.50%, 03/01/53 | -- | -- | 1.86M | 0.01% | $1.87M |
| -- | FNMA 30yr Pool#FS3001 4.000% 01-Oct-2051, 4.00%, 10/01/51 | -- | -- | 2.01M | 0.01% | $1.87M |
| -- | Chase Mortgage Reference Notes, Series 2020-CL1 M2 6.33888% 25-OCT-2057, 6.34%, 10/25/57 | -- | -- | 1.78M | 0.01% | $1.84M |
| -- | Bayview Opportunity Master Fund VII Trust 2024-CAR1 B 4.91608% 25-DEC-2031, 4.92%, 12/26/31 | -- | -- | 1.87M | 0.01% | $1.88M |
| -- | FNMA 30yr Pool#DA3549 6.500% 01-Oct-2053, 6.50%, 10/01/53 | -- | -- | 1.81M | 0.01% | $1.90M |
| -- | RCKT MORTGAGE TR 2026-CES2 M1A, 5.36%, 02/25/56 | -- | -- | 1.72M | 0.01% | $1.69M |
| -- | FNMA 30yr Pool#DF0998 6.000% 01-Oct-2055, 6.00%, 10/01/55 | -- | -- | 1.76M | 0.01% | $1.80M |
| -- | Ally Bank Auto Credit-Linked Notes, Series 2024-A C 6.022% 15-MAY-2032, 6.02%, 05/17/32 | -- | -- | 1.78M | 0.01% | $1.80M |
| -- | PRPM 2025-RCF3 LLC 5.25% 55, 5.25%, 07/25/55 | -- | -- | 1.70M | 0.01% | $1.67M |
| -- | Chase Mortgage Reference Notes, Series 2021-CL1 M3 5.16608% 25-FEB-2050, 5.17%, 02/25/50 | -- | -- | 1.78M | 0.01% | $1.74M |
| -- | FNMA 30yr Pool#DA3538 6.000% 01-Oct-2053, 6.00%, 10/01/53 | -- | -- | 1.66M | 0.01% | $1.71M |
| -- | FHLMC 30yr Pool#SI2017 4.000% 01-Dec-2048, 4.00%, 12/01/48 | -- | -- | 1.88M | 0.01% | $1.76M |
| -- | FHLMC 30yr Pool#QX7432 6.000% 01-Feb-2055, 6.00%, 02/01/55 | -- | -- | 1.65M | 0.01% | $1.69M |
| -- | FHLMC 30yr Pool#SD1551 4.000% 01-Mar-2050, 4.00%, 03/01/50 | -- | -- | 1.75M | 0.01% | $1.63M |
| -- | Chase Mortgage Reference Notes, Series 2021-CL1 M2 4.96608% 25-FEB-2050, 4.97%, 02/25/50 | -- | -- | 1.61M | 0.01% | $1.57M |
| -- | FNMA 30yr Pool#MA3521 4.000% 01-Nov-2048, 4.00%, 11/01/48 | -- | -- | 1.68M | 0.01% | $1.57M |
| -- | U.S. Bank Auto Credit Linked Notes, Series 2023-1 B 6.789% 25-AUG-2032, 6.79%, 08/25/32 | -- | -- | 1.66M | 0.01% | $1.67M |
| -- | Foundation Finance Trust 2023-2 A 6.53% 15-JUN-2049, 6.53%, 06/15/49 | -- | -- | 1.55M | 0.01% | $1.59M |
| -- | FNMA 30yr Pool#DA0036 6.500% 01-Sep-2053, 6.50%, 09/01/53 | -- | -- | 1.34M | 0.01% | $1.40M |
| -- | FHLMC 30yr Pool#SD0943 3.500% 01-Apr-2052, 3.50%, 04/01/52 | -- | -- | 1.67M | 0.01% | $1.52M |
| -- | FHLMC 30yr Pool#SD4456 4.000% 01-Aug-2050, 4.00%, 08/01/50 | -- | -- | 1.56M | 0.01% | $1.45M |
| -- | FHLMC 30yr Pool#QI4878 6.000% 01-Apr-2054, 6.00%, 04/01/54 | -- | -- | 1.48M | 0.01% | $1.52M |
| -- | FNMA 30yr Pool#DD4221 6.000% 01-Feb-2055, 6.00%, 02/01/55 | -- | -- | 1.45M | 0.01% | $1.49M |
| -- | FHLMC 30yr Pool#QZ4132 6.000% 01-Sep-2055, 6.00%, 09/01/55 | -- | -- | 1.41M | 0.01% | $1.44M |
| -- | FHLMC 30yr Pool#QY7439 6.000% 01-Jun-2055, 6.00%, 06/01/55 | -- | -- | 1.40M | 0.01% | $1.44M |
| -- | Fannie Mae Pool|4|08/01/2050, 4.00%, 08/01/50 | -- | -- | 1.61M | 0.01% | $1.49M |
| -- | Santander Bank Auto Credit-Linked Notes, Series 2024-A B 5.622% 15-JUN-2032, 5.62%, 06/15/32 | -- | -- | 1.48M | 0.01% | $1.49M |
| -- | FNMA 30yr Pool#CB2681 3.500% 01-Jan-2052, 3.50%, 01/01/52 | -- | -- | 1.58M | 0.01% | $1.43M |
| -- | FNMA 30yr Pool#DC9709 6.000% 01-Jan-2055, 6.00%, 01/01/55 | -- | -- | 1.28M | 0.01% | $1.31M |
| -- | FNMA 30yr Pool#BY1896 5.500% 01-May-2053, 5.50%, 05/01/53 | -- | -- | 1.34M | 0.01% | $1.35M |
| -- | FNMA 30yr Pool#CA5573 4.000% 01-Apr-2050, 4.00%, 04/01/50 | -- | -- | 1.38M | 0.01% | $1.28M |
| -- | FHF Trust 2024-1 (First Help Financial) A2 5.69% 15-FEB-2030, 5.69%, 02/15/30 | -- | -- | 1.28M | 0.01% | $1.29M |
| -- | FHLMC 30yr Pool#Q58477 4.000% 01-Sep-2048, 4.00%, 09/01/48 | -- | -- | 1.45M | 0.01% | $1.36M |
| -- | FNMA 30yr Pool#MA3415 4.000% 01-Jul-2048, 4.00%, 07/01/48 | -- | -- | 1.42M | 0.01% | $1.33M |
| -- | FHLMC 30yr Pool#QG4340 6.500% 01-Jun-2053, 6.50%, 06/01/53 | -- | -- | 1.29M | 0.01% | $1.34M |
| -- | FNMA 30yr Pool#BY0327 6.500% 01-May-2053, 6.50%, 05/01/53 | -- | -- | 1.22M | 0.01% | $1.28M |
| -- | FNMA 30yr Pool#BX7860 5.500% 01-Mar-2053, 5.50%, 03/01/53 | -- | -- | 1.24M | 0.01% | $1.25M |
| -- | Santander Bank Auto Credit-Linked Notes, Series 2023-B B 5.64% 15-DEC-2033, 5.64%, 12/15/33 | -- | -- | 1.16M | 0.01% | $1.17M |
| -- | FNMA 30yr Pool#BX0804 5.500% 01-Nov-2052, 5.50%, 11/01/52 | -- | -- | 1.11M | 0.01% | $1.12M |
| -- | FNMA 30yr Pool#DB3056 5.500% 01-May-2054, 5.50%, 05/01/54 | -- | -- | 1.17M | 0.01% | $1.18M |
| -- | FHLMC 30yr Pool#QF2561 5.500% 01-Nov-2052, 5.50%, 11/01/52 | -- | -- | 1.17M | 0.01% | $1.18M |
| -- | FIGRE TRUST 2025-HE5 FLTG 2055 B, 5.49%, 08/25/55 | -- | -- | 1.18M | 0.01% | $1.18M |
| -- | FNMA 40yr Pool#BF0167 3.000% 01-Feb-2057, 3.00%, 02/01/57 | -- | -- | 1.34M | 0.01% | $1.13M |
| -- | EFMT 2026-CES1 M1 5.616% 25-DEC-2060, 5.62%, 12/25/60 | -- | -- | 1.17M | 0.01% | $1.15M |
| -- | Connecticut Avenue Securities Trust 2023-R02 1B2 11.51608% 25-JAN-2043, 11.52%, 01/25/43 | -- | -- | 1.09M | 0.01% | $1.19M |
| -- | FNMA 30yr Pool#MA3149 4.000% 01-Oct-2047, 4.00%, 10/01/47 | -- | -- | 1.18M | 0.01% | $1.10M |
| -- | FNMA 30yr Pool#BT8051 5.500% 01-Jan-2053, 5.50%, 01/01/53 | -- | -- | 1.15M | 0.01% | $1.16M |
| -- | FHLMC 30yr Pool#SD8003 4.000% 01-Jul-2049, 4.00%, 07/01/49 | -- | -- | 1.15M | 0.01% | $1.08M |
| -- | RCKT Mortgage Trust 2025-CES10 A1B 4.995% 25-OCT-2055, 5.00%, 11/25/55 | -- | -- | 1.05M | 0.01% | $1.04M |
| -- | FNMA 30yr Pool#AS6811 3.000% 01-Mar-2046, 3.00%, 03/01/46 | -- | -- | 1.19M | 0.01% | $1.05M |
| -- | FNMA 30yr Pool#FM9138 4.000% 01-Mar-2050, 4.00%, 03/01/50 | -- | -- | 1.14M | 0.01% | $1.06M |
| -- | Ally Bank Auto Credit-Linked Notes, Series 2024-A D 6.315% 15-MAY-2032, 6.31%, 05/17/32 | -- | -- | 1.02M | 0.01% | $1.03M |
| -- | FHLMC 30yr Pool#ZT2087 4.000% 01-Jun-2049, 4.00%, 06/01/49 | -- | -- | 1.10M | 0.01% | $1.02M |
| -- | FNMA 30yr Pool#BJ9181 5.000% 01-May-2048, 5.00%, 05/01/48 | -- | -- | 1.05M | 0.01% | $1.04M |
| -- | FNMA 30yr Pool#AS7492 4.000% 01-Jul-2046, 4.00%, 07/01/46 | -- | -- | 1.07M | 0.01% | $1.01M |
| -- | FHLMC 30yr Pool#QG3885 6.500% 01-Jun-2053, 6.50%, 06/01/53 | -- | -- | 961.87K | 0.01% | $999.64K |
| -- | FHLMC 30yr Pool#ZM8197 4.000% 01-Sep-2048, 4.00%, 09/01/48 | -- | -- | 863.43K | 0.01% | $806.23K |
| -- | FNMA 30yr Pool#BV8484 3.500% 01-Apr-2052, 3.50%, 04/01/52 | -- | -- | 973.07K | 0.01% | $881.09K |
| -- | FNMA 30yr Pool#FM1598 4.000% 01-Feb-2049, 4.00%, 02/01/49 | -- | -- | 939.18K | 0.01% | $876.96K |
| -- | Bayview Opportunity Master Fund VII Trust 2024-CAR1 C 5.11608% 25-DEC-2031, 5.12%, 12/26/31 | -- | -- | 912.50K | 0.01% | $915.78K |
| -- | FREMF 2019-KF70 Mortgage Trust C 9.74627% 25-SEP-2029, 9.75%, 09/25/29 | -- | -- | 890.41K | 0.01% | $887.99K |
| -- | FNMA 30yr Pool#BY0361 6.500% 01-Jun-2053, 6.50%, 06/01/53 | -- | -- | 815.81K | 0.01% | $850.16K |
| -- | ACHV ABS Trust 2024-1PL B 6.34% 25-APR-2031, 6.34%, 04/25/31 | -- | -- | 915.38K | 0.01% | $919.96K |
| -- | FNMA 30yr Pool#BV4203 3.500% 01-Apr-2052, 3.50%, 04/01/52 | -- | -- | 966.02K | 0.01% | $874.71K |
| -- | GNMA II 30yr Pool#MA5021 4.500% 20-Feb-2048, 4.50%, 02/20/48 | -- | -- | 842.53K | 0.01% | $811.85K |
| -- | FHLMC 30yr Pool#QG6538 5.500% 01-Jul-2053, 5.50%, 07/01/53 | -- | -- | 892.94K | 0.01% | $900.38K |
| -- | FHLMC 30yr Pool#QH3309 5.500% 01-Oct-2053, 5.50%, 10/01/53 | -- | -- | 882.23K | 0.01% | $885.93K |
| -- | FHLMC 30yr Pool#QG6948 5.500% 01-Jul-2053, 5.50%, 07/01/53 | -- | -- | 836.13K | 0.01% | $843.09K |
| -- | FHLMC 30yr Pool#QG7338 6.000% 01-Jul-2053, 6.00%, 07/01/53 | -- | -- | 697.14K | 0.01% | $713.79K |
| -- | FNMA 30yr Pool#BN4541 4.000% 01-Feb-2049, 4.00%, 02/01/49 | -- | -- | 807.51K | 0.01% | $754.01K |
| -- | U.S. Auto Funding 2021-1 C 2.2% 15-MAY-2026, 2.20%, 05/15/27 | -- | -- | 919.78K | 0.01% | $693.82K |
| -- | FNMA 30yr Pool#AB9341 3.000% 01-May-2043, 3.00%, 05/01/43 | -- | -- | 823.75K | 0.01% | $741.06K |
| -- | FNMA 30yr Pool#BY0866 5.500% 01-May-2053, 5.50%, 05/01/53 | -- | -- | 688.77K | 0.01% | $692.61K |
| -- | FNMA 30yr Pool#CC0990 5.000% 01-Sep-2055, 5.00%, 09/01/55 | -- | -- | 778.87K | 0.01% | $765.48K |
| -- | RCKT Mortgage Trust 2025-CES10 M1 5.662% 25-OCT-2055, 5.66%, 11/25/55 | -- | -- | 763.00K | 0.01% | $754.15K |
| -- | FNMA 30yr Pool#BY0782 5.500% 01-Apr-2053, 5.50%, 04/01/53 | -- | -- | 735.76K | 0.01% | $741.89K |
| -- | FNMA 30yr Pool#BW0343 4.500% 01-May-2052, 4.50%, 05/01/52 | -- | -- | 580.31K | 0.00% | $553.31K |
| -- | GNMA II 30yr Pool#MA5264 4.000% 20-Jun-2048, 4.00%, 06/20/48 | -- | -- | 672.93K | 0.00% | $626.14K |
| -- | Compass Datacenters Issuer II, Series 2024-1 B_2401 7.0% 25-FEB-2049, 7.00%, 02/25/49 | -- | -- | 620.00K | 0.00% | $626.58K |
| -- | FNMA 30yr Pool#CB6864 5.000% 01-Aug-2053, 5.00%, 08/01/53 | -- | -- | 635.75K | 0.00% | $624.60K |
| -- | FHF Issuer Trust 2023-2 (First Help Financial) A2 6.79% 15-OCT-2029, 6.79%, 10/15/29 | -- | -- | 564.87K | 0.00% | $570.14K |
| -- | FHLMC 30yr Pool#QE1073 3.500% 01-Apr-2052, 3.50%, 04/01/52 | -- | -- | 637.97K | 0.00% | $577.67K |
| -- | ACHM Trust 2024-HE1 B 7.26% 25-MAY-2039, 7.26%, 05/25/39 | -- | -- | 550.87K | 0.00% | $559.67K |
| -- | FHLMC 30yr Pool#ZT1926 3.000% 01-Nov-2043, 3.00%, 11/01/43 | -- | -- | 726.50K | 0.00% | $651.77K |
| -- | Sequoia Mortgage Trust 2013-5 A1 2.5% 25-MAY-2043, 2.50%, 05/25/43 | -- | -- | 590.28K | 0.00% | $519.72K |
| -- | FHLMC 30yr Pool#QG2540 6.500% 01-May-2053, 6.50%, 05/01/53 | -- | -- | 540.32K | 0.00% | $563.20K |
| -- | FNMA 30yr Pool#AL6842 4.000% 01-May-2045, 4.00%, 05/01/45 | -- | -- | 570.59K | 0.00% | $539.71K |
| -- | FNMA 30yr Pool#BK9507 4.000% 01-Oct-2048, 4.00%, 10/01/48 | -- | -- | 568.17K | 0.00% | $531.46K |
| -- | FHLMC 15yr Pool#SB0116 2.500% 01-Nov-2034, 2.50%, 11/01/34 | -- | -- | 451.15K | 0.00% | $423.71K |
| -- | ACHV ABS Trust 2024-1PL C 6.42% 25-APR-2031, 6.42%, 04/25/31 | -- | -- | 446.71K | 0.00% | $448.74K |
| -- | FHLMC 30yr Pool#QD9191 3.500% 01-Apr-2052, 3.50%, 04/01/52 | -- | -- | 490.23K | 0.00% | $443.89K |
| -- | FNMA 30yr Pool#AZ0869 4.000% 01-Jul-2045, 4.00%, 07/01/45 | -- | -- | 475.90K | 0.00% | $449.13K |
| -- | FHLMC 30yr Pool#SD1414 4.000% 01-Oct-2050, 4.00%, 10/01/50 | -- | -- | 425.45K | 0.00% | $396.96K |
| -- | FNMA 30yr Pool#BV6879 4.500% 01-Apr-2052, 4.50%, 04/01/52 | -- | -- | 401.21K | 0.00% | $382.58K |
| -- | BX Commercial Mortgage Trust 2021-21M A 4.521% 15-OCT-2036, 4.52%, 10/15/36 | -- | -- | 382.22K | 0.00% | $383.18K |
| -- | Fannie Mae REMIC Trust 2012-126 SY 0.27342% 25-NOV-2042, 0.27%, 11/25/42 | -- | -- | 473.55K | 0.00% | $230.44K |
| -- | FHLMC 30yr Pool#ZN4240 4.500% 01-Dec-2048, 4.50%, 12/01/48 | -- | -- | 242.70K | 0.00% | $234.28K |
| -- | FHLMC 30yr Pool#ZN6461 4.000% 01-May-2049, 4.00%, 05/01/49 | -- | -- | 283.04K | 0.00% | $263.87K |
| -- | FHLMC 30yr Pool#QA8274 3.500% 01-Mar-2050, 3.50%, 03/01/50 | -- | -- | 382.03K | 0.00% | $343.31K |
| -- | FHLMC 30yr Pool#ZT0391 4.000% 01-Nov-2047, 4.00%, 11/01/47 | -- | -- | 273.36K | 0.00% | $256.88K |
| -- | FNMA 30yr Pool#AS8649 3.000% 01-Jan-2047, 3.00%, 01/01/47 | -- | -- | 290.99K | 0.00% | $256.65K |
| -- | FNMA 30yr Pool#CB4329 3.500% 01-Jul-2052, 3.50%, 07/01/52 | -- | -- | 397.59K | 0.00% | $360.22K |
| -- | Connecticut Avenue Securities Trust 2022-R01 1B1 6.76608% 25-DEC-2041, 6.77%, 12/25/41 | -- | -- | 310.00K | 0.00% | $312.61K |
| -- | FNMA 30yr Pool#FM3447 4.000% 01-Nov-2049, 4.00%, 11/01/49 | -- | -- | 340.82K | 0.00% | $317.99K |
| -- | FNMA 30yr Pool#CA4646 3.000% 01-Feb-2048, 3.00%, 02/01/48 | -- | -- | 377.96K | 0.00% | $336.35K |
| -- | FNMA 30yr Pool#BN3899 4.000% 01-Dec-2048, 4.00%, 12/01/48 | -- | -- | 247.69K | 0.00% | $231.28K |
| -- | Hotwire Funding, Series 2021-1 B_2021_1 2.658% 20-NOV-2051, 2.66%, 11/20/51 | -- | -- | 300.00K | 0.00% | $298.16K |
| -- | Blue Bridge Funding 2023-1 A 7.37% 15-NOV-2030, 7.37%, 11/15/30 | -- | -- | 321.41K | 0.00% | $323.37K |
| -- | FNMA 30yr Pool#BV7632 4.500% 01-Apr-2052, 4.50%, 04/01/52 | -- | -- | 308.19K | 0.00% | $293.88K |
| -- | FNMA 30yr Pool#FS2548 4.000% 01-Mar-2051, 4.00%, 03/01/51 | -- | -- | 279.23K | 0.00% | $260.53K |
| -- | FHLMC 30yr Pool#QG3397 6.000% 01-May-2053, 6.00%, 05/01/53 | -- | -- | 335.07K | 0.00% | $343.07K |
| -- | FNMA 30yr Pool#AR9225 3.000% 01-Mar-2043, 3.00%, 03/01/43 | -- | -- | 308.56K | 0.00% | $276.13K |
| -- | FNMA 30yr Pool#AB7563 3.000% 01-Jan-2043, 3.00%, 01/01/43 | -- | -- | 154.06K | 0.00% | $138.72K |
| -- | FNMA 30yr Pool#BW0081 4.500% 01-Apr-2052, 4.50%, 04/01/52 | -- | -- | 226.97K | 0.00% | $216.41K |
| -- | FNMA 30yr Pool#FS2546 4.000% 01-Mar-2051, 4.00%, 03/01/51 | -- | -- | 147.87K | 0.00% | $138.08K |
| -- | GNMA II 30yr Pool#BK5879 4.500% 20-Nov-2048, 4.50%, 11/20/48 | -- | -- | 109.68K | 0.00% | $105.09K |
| -- | FNMA 30yr Pool#BV7132 4.500% 01-Apr-2052, 4.50%, 04/01/52 | -- | -- | 159.73K | 0.00% | $152.30K |
| -- | FNMA 30yr Pool#CA0108 3.500% 01-Aug-2047, 3.50%, 08/01/47 | -- | -- | 97.62K | 0.00% | $89.12K |
| -- | Arivo Acceptance Auto Loan Receivables Trust 2024-1 A 6.46% 15-APR-2028, 6.46%, 04/17/28 | -- | -- | 131.81K | 0.00% | $132.34K |
| -- | FNMA 20yr Pool#AB9283 3.000% 01-Apr-2038, 3.00%, 04/01/38 | -- | -- | 122.16K | 0.00% | $113.08K |
| -- | FNMA 30yr Pool#MA3687 4.000% 01-Jun-2049, 4.00%, 06/01/49 | -- | -- | 218.10K | 0.00% | $203.50K |
| -- | FNMA 30yr Pool#MA1327 3.000% 01-Jan-2043, 3.00%, 01/01/43 | -- | -- | 221.82K | 0.00% | $199.00K |
| -- | FHLMC 30yr Pool#QH7013 6.500% 01-Dec-2053, 6.50%, 12/01/53 | -- | -- | 116.44K | 0.00% | $120.94K |
| -- | FHLMC 30yr Pool#ZT1320 4.000% 01-Nov-2048, 4.00%, 11/01/48 | -- | -- | 150.40K | 0.00% | $140.43K |
| -- | FHLMC 30yr Pool#ZT1633 4.000% 01-Mar-2047, 4.00%, 03/01/47 | -- | -- | 102.11K | 0.00% | $96.36K |
| -- | FHLMC 30yr Pool#QE0318 4.500% 01-Mar-2052, 4.50%, 03/01/52 | -- | -- | 106.85K | 0.00% | $101.89K |
| -- | FNMA 30yr Pool#BV7131 4.500% 01-Apr-2052, 4.50%, 04/01/52 | -- | -- | 88.01K | 0.00% | $83.92K |
| -- | GNMA II 30yr Pool#MA5753 4.000% 20-Feb-2049, 4.00%, 02/20/49 | -- | -- | 134.85K | 0.00% | $122.39K |
| -- | FNMA 30yr Pool#BE3616 4.000% 01-May-2047, 4.00%, 05/01/47 | -- | -- | 209.32K | 0.00% | $197.42K |
| -- | FHLMC 30yr Pool#QA1615 3.500% 01-Aug-2049, 3.50%, 08/01/49 | -- | -- | 230.56K | 0.00% | $208.15K |
| -- | FHLMC 30yr Pool#ZM7926 5.000% 01-Sep-2048, 5.00%, 09/01/48 | -- | -- | 76.08K | 0.00% | $75.45K |
| -- | FNMA 30yr Pool#MA1229 3.000% 01-Oct-2042, 3.00%, 10/01/42 | -- | -- | 135.07K | 0.00% | $121.62K |
| -- | FHLMC 15yr Pool#SB0040 2.500% 01-Dec-2033, 2.50%, 12/01/33 | -- | -- | 191.96K | 0.00% | $183.80K |
| -- | GNMA II 30yr Pool#MA5192 4.000% 20-May-2048, 4.00%, 05/20/48 | -- | -- | 202.48K | 0.00% | $188.40K |
| -- | Fannie Mae REMIC Trust 2017-9 VL 3.0% 25-JUL-2028, 3.00%, 07/25/28 | -- | -- | 190.72K | 0.00% | $190.08K |
| -- | Fannie Mae REMIC Trust 2013-130 FN 4.08056% 25-OCT-2042, 4.08%, 10/25/42 | -- | -- | 79.49K | 0.00% | $78.97K |
| -- | GNMA II 30yr Pool#MA5866 4.000% 20-Apr-2049, 4.00%, 04/20/49 | -- | -- | 122.90K | 0.00% | $112.14K |
| -- | GNMA II 30yr Pool#BF6874 4.500% 20-Jul-2048, 4.50%, 07/20/48 | -- | -- | 124.12K | 0.00% | $118.78K |
| -- | FNMA 30yr Pool#AB6280 3.000% 01-Sep-2042, 3.00%, 09/01/42 | -- | -- | 175.92K | 0.00% | $157.83K |
| -- | FNMA 30yr Pool#BO2983 3.000% 01-Sep-2049, 3.00%, 09/01/49 | -- | -- | 185.85K | 0.00% | $163.87K |
| -- | FNMA 30yr Pool#BM3282 3.500% 01-Dec-2047, 3.50%, 12/01/47 | -- | -- | 106.11K | 0.00% | $96.87K |
| -- | Ginnie Mae REMIC Trust 2008-016 FC 4.28409% 20-FEB-2038, 4.28%, 02/20/38 | -- | -- | 17.42K | 0.00% | $17.38K |
| -- | Fannie Mae REMIC Trust 2013-2 QF 4.22658% 25-FEB-2043, 4.23%, 02/25/43 | -- | -- | 21.69K | 0.00% | $21.62K |
| -- | US 10YR NOTE (CBT)Sep26 SEP 26 | -- | -- | -2.57K | 0.00% | -- |
| -- | FNMA 30yr Pool#BW0072 4.500% 01-Apr-2052, 4.50%, 04/01/52 | -- | -- | 74.62K | 0.00% | $71.15K |
| -- | Ginnie Mae REMIC Trust 2005-065 FA 3.93409% 20-AUG-2035, 3.93%, 08/20/35 | -- | -- | 16.64K | 0.00% | $16.45K |
| -- | FNMA 30yr Pool#BD2453 3.000% 01-Jan-2047, 3.00%, 01/01/47 | -- | -- | 63.43K | 0.00% | $56.05K |
| -- | FNMA 15yr Pool#BO5957 3.000% 01-Dec-2034, 3.00%, 12/01/34 | -- | -- | 40.30K | 0.00% | $38.24K |
| -- | Ginnie Mae REMIC Trust 2004-069 CF 4.18409% 20-JUL-2034, 4.18%, 07/20/34 | -- | -- | 22.67K | 0.00% | $22.61K |
| -- | Freddie Mac Multiclass Certificates, Series 3721 FB 4.25733% 15-SEP-2040, 4.24%, 09/15/40 | -- | -- | 37.16K | 0.00% | $37.14K |
| -- | FHLMC 30yr Pool#ZN0650 3.000% 01-Mar-2043, 3.00%, 03/01/43 | -- | -- | 1.02K | 0.00% | $913 |
| -- | Fannie Mae REMIC Trust 2007-89 GF 4.24658% 25-SEP-2037, 4.25%, 09/25/37 | -- | -- | 11.42K | 0.00% | $11.42K |
| -- | FNMA 30yr Pool#AS8547 3.000% 01-Nov-2046, 3.00%, 11/01/46 | -- | -- | 69.83K | 0.00% | $61.39K |
| -- | FNMA 15yr Pool#BM1036 2.500% 01-Feb-2032, 2.50%, 02/01/32 | -- | -- | 6.73K | 0.00% | $6.45K |
| -- | FNMA 15yr Pool#AS7643 2.500% 01-Aug-2031, 2.50%, 08/01/31 | -- | -- | 6.77K | 0.00% | $6.49K |
| -- | Ginnie Mae REMIC Trust 2007-061 FA 4.28409% 20-OCT-2037, 4.28%, 10/20/37 | -- | -- | 8.76K | 0.00% | $8.74K |
| -- | Freddie Mac Multiclass Certificates, Series 2469 FE 4.25733% 15-JUL-2032, 4.24%, 07/15/32 | -- | -- | 614 | 0.00% | $615 |
| -- | Ginnie Mae REMIC Trust 2007-040 FG 4.10409% 20-JUL-2037, 4.10%, 07/20/37 | -- | -- | 27.25K | 0.00% | $27.02K |
| -- | US 5YR NOTE (CBT) Sep26 SEP 26 | -- | -- | -2.19K | 0.00% | -- |
| -- | Ginnie Mae REMIC Trust 2007-037 FW 4.09409% 20-JUN-2037, 4.09%, 06/20/37 | -- | -- | 17.05K | 0.00% | $16.89K |
| -- | Ginnie Mae REMIC Trust 2010-125 VF 4.13409% 20-JUN-2040, 4.13%, 06/20/40 | -- | -- | 291 | 0.00% | $291 |
| -- | Fannie Mae REMIC Trust 2002-16 VF 4.27658% 25-APR-2032, 4.28%, 04/25/32 | -- | -- | 5.57K | 0.00% | $5.59K |
| -- | Ginnie Mae REMIC Trust 2012-075 FP 4.08409% 20-JUL-2041, 4.08%, 07/20/41 | -- | -- | 9.53K | 0.00% | $9.55K |
| -- | New Residential Mortgage Loan Trust 2026-NQM1 A2 5.078% 25-NOV-2065, 5.08%, 11/25/65 | -- | -- | -- | 0.00% | $38.86K |
| -- | Ginnie Mae REMIC Trust 2004-059 FP 4.11964% 16-AUG-2034, 4.12%, 08/16/34 | -- | -- | 15.90K | 0.00% | $15.87K |
| -- | FHLMC 30yr Pool#ZM2269 3.000% 01-Dec-2046, 3.00%, 12/01/46 | -- | -- | 11.03K | 0.00% | $9.74K |
| -- | Freddie Mac Multiclass Certificates, Series 3028 FM 4.00733% 15-SEP-2035, 3.99%, 09/15/35 | -- | -- | 6.62K | 0.00% | $6.60K |
| -- | FHLMC 15yr Pool#ZS7403 3.000% 01-May-2031, 3.00%, 05/01/31 | -- | -- | 39.51K | 0.00% | $38.42K |
| -- | Fannie Mae REMIC Trust 2012-100 FG 4.12658% 25-SEP-2042, 4.13%, 09/25/42 | -- | -- | 6.87K | 0.00% | $6.84K |
| -- | FNMA 15yr Pool#AS8207 2.500% 01-Oct-2031, 2.50%, 10/01/31 | -- | -- | 7.64K | 0.00% | $7.33K |
| -- | FHLMC 15yr Pool#ZK8962 3.000% 01-Sep-2032, 3.00%, 09/01/32 | -- | -- | 46.20K | 0.00% | $44.53K |
| -- | Freddie Mac Multiclass Certificates, Series 3738 FD 4.05733% 15-AUG-2040, 4.04%, 08/15/40 | -- | -- | 2.58K | 0.00% | $2.59K |
| -- | Ginnie Mae REMIC Trust 2005-048 AF 3.98409% 20-JUN-2035, 3.98%, 06/20/35 | -- | -- | 13.73K | 0.00% | $13.61K |
| -- | Fannie Mae REMIC Trust 2010-95 FB 4.12658% 25-SEP-2040, 4.13%, 09/25/40 | -- | -- | 4.82K | 0.00% | $4.81K |
| -- | FHLMC 30yr Pool#ZN2165 4.500% 01-Dec-2048, 4.50%, 12/01/48 | -- | -- | 22.23K | 0.00% | $21.49K |
| -- | US 10yr Ultra Fut Sep26 SEP 26 | -- | -- | -3.03K | 0.00% | -- |
| -- | US ULTRA BOND CBT Sep26 SEP 26 | -- | -- | -305 | 0.00% | -- |
| -- | Freddie Mac Multiclass Certificates, Series 3380 FM 4.34733% 15-OCT-2037, 4.33%, 10/15/37 | -- | -- | 38.63K | 0.00% | $38.67K |
| -- | FHLMC 30yr Pool#QA2159 3.000% 01-Aug-2049, 3.00%, 08/01/49 | -- | -- | 74.09K | 0.00% | $63.62K |
| -- | Morgan Stanley Residential Mortgage Loan Trust 2026-NQM1 A2 5.032% 25-DEC-2070, 5.03%, 12/25/70 | -- | -- | -- | 0.00% | $9.29K |
| -- | Freddie Mac Multiclass Certificates, Series 2426 FL 4.40733% 15-MAR-2032, 4.39%, 03/15/32 | -- | -- | 14.06K | 0.00% | $14.14K |
| -- | Ginnie Mae REMIC Trust 2008-013 FB 4.28409% 20-FEB-2038, 4.28%, 02/20/38 | -- | -- | 36.10K | 0.00% | $36.01K |
| -- | Ginnie Mae REMIC Trust 2010-133 FD 4.24964% 16-OCT-2040, 4.25%, 10/16/40 | -- | -- | 17.52K | 0.00% | $17.54K |
| -- | FNMA 30yr Pool#MA1447 3.000% 01-May-2043, 3.00%, 05/01/43 | -- | -- | 72.09K | 0.00% | $64.51K |
| -- | Fannie Mae REMIC Trust 2002-53 FK 4.12658% 25-APR-2032, 4.13%, 04/25/32 | -- | -- | 13.52K | 0.00% | $13.51K |
| -- | FHLMC 30yr Pool#ZT0252 3.000% 01-Dec-2047, 3.00%, 12/01/47 | -- | -- | 15.72K | 0.00% | $13.89K |
| -- | FNMA 15yr Pool#BO7717 3.000% 01-Nov-2034, 3.00%, 11/01/34 | -- | -- | 22.30K | 0.00% | $21.28K |
| -- | FIGRE TRUST 2025-HE4 5.408% 55, 5.41%, 07/25/55 | -- | -- | -- | 0.00% | $23.66K |
| -- | Freddie Mac Multiclass Certificates, Series 2551 FD 4.15733% 15-JAN-2033, 4.14%, 01/15/33 | -- | -- | 10.19K | 0.00% | $10.20K |
| -- | Fannie Mae REMIC Trust 2010-109 BS 13.78751% 25-OCT-2040, 13.79%, 10/25/40 | -- | -- | 41.25K | 0.00% | $45.62K |
| -- | FHLMC 15yr Pool#ZK9163 3.000% 01-Jan-2033, 3.00%, 01/01/33 | -- | -- | 27.73K | 0.00% | $26.70K |
| -- | Ginnie Mae REMIC Trust 1999-27 FE 4.21964% 16-AUG-2029, 4.22%, 08/16/29 | -- | -- | 296 | 0.00% | $297 |
| -- | US 2YR NOTE (CBT) Sep26 SEP 26 | -- | -- | 2.88K | 0.00% | -- |
| -- | Ginnie Mae REMIC Trust 2007-059 FA 4.28409% 20-OCT-2037, 4.28%, 10/20/37 | -- | -- | 21.52K | 0.00% | $21.46K |
| -- | Ginnie Mae REMIC Trust 2007-018 FD 4.08409% 20-APR-2037, 4.08%, 04/20/37 | -- | -- | 6.43K | 0.00% | $6.37K |
| -- | FHLMC 15yr Pool#ZK8405 2.500% 01-Dec-2031, 2.50%, 01/22/31 | -- | -- | 5.86K | 0.00% | $5.61K |
| -- | Fannie Mae REMIC Trust 2005-83 KT 4.02658% 25-OCT-2035, 4.03%, 10/25/35 | -- | -- | 11.92K | 0.00% | $11.85K |
| -- | Fannie Mae REMIC Trust 2010-123 FL 4.15658% 25-NOV-2040, 4.16%, 11/25/40 | -- | -- | 7.75K | 0.00% | $7.73K |
| -- | Ginnie Mae REMIC Trust 2010-006 FG 4.41964% 16-JAN-2040, 4.42%, 01/16/40 | -- | -- | 6.04K | 0.00% | $6.05K |
| -- | Fannie Mae REMIC Trust 2003-87 FG 4.22658% 25-SEP-2033, 4.23%, 09/25/33 | -- | -- | 6.47K | 0.00% | $6.47K |
| -- | Fannie Mae REMIC Trust 2006-20 GF 4.09224% 25-APR-2036, 4.08%, 04/25/36 | -- | -- | 47.83K | 0.00% | $47.53K |
| -- | Sequoia Mortgage Trust 2019-CH3 A19 4.0% 25-OCT-2049, 4.00%, 09/25/49 | -- | -- | 63.98K | 0.00% | $58.22K |
| -- | FNMA 30yr Pool#BC0870 3.500% 01-Jan-2046, 3.50%, 01/01/46 | -- | -- | 34.45K | 0.00% | $31.47K |