JMBS(JMBS)
JMBS
ETF Holdings
625 Holdings • $6.41B
Updated: Apr 17, 26
| Symbol | Name | Price | Change% | Shares | Weight | Value |
|---|---|---|---|---|---|---|
| -- | US DOLLARS | -- | -- | -2.38B | 16.99% | -$2.38B |
| -- | UMBS TBA 30yr 2.5% May Delivery, 2.50%, 05/13/26 | -- | -- | 1.56B | 9.43% | $1.32B |
| -- | GNMA II TBA 30yr 2.5% May Delivery, 2.50%, 05/20/26 | -- | -- | 710.60M | 4.38% | $613.70M |
| -- | UMBS TBA 30yr 5% May Delivery, 5.00%, 05/13/26 | -- | -- | -539.60M | 3.83% | -$535.66M |
| -- | UMBS TBA 30yr 4% May Delivery, 4.00%, 05/13/26 | -- | -- | -549.13M | 3.72% | -$520.49M |
| -- | UMBS TBA 30yr 4.5% May Delivery, 4.50%, 05/13/26 | -- | -- | -360.62M | 2.50% | -$350.36M |
| -- | UMBS TBA 30yr 2% May Delivery, 2.00%, 05/13/26 | -- | -- | 360.99M | 2.08% | $291.83M |
| -- | UMBS TBA 30yr 6% May Delivery, 6.00%, 05/13/26 | -- | -- | 277.42M | 2.03% | $283.73M |
| -- | UMBS TBA 30yr 3% May Delivery, 3.00%, 05/13/26 | -- | -- | 303.28M | 1.92% | $268.06M |
| -- | GNMA II TBA 30yr 5% May Delivery, 5.00%, 05/20/26 | -- | -- | 198.51M | 1.41% | $197.79M |
| -- | GNMA II TBA 30yr 5.5% May Delivery, 5.50%, 05/20/26 | -- | -- | 164.70M | 1.19% | $166.20M |
| -- | GNMA II TBA 30yr 3% May Delivery, 3.00%, 05/20/26 | -- | -- | 182.29M | 1.17% | $163.44M |
| -- | UMBS TBA 30yr 3.5% May Delivery, 3.50%, 05/13/26 | -- | -- | 155.84M | 1.02% | $143.41M |
| -- | FNMA 30yr Pool#CB9787 5.000% 01-Jan-2055, 5.00%, 01/01/55 | -- | -- | 129.73M | 0.94% | $131.21M |
| -- | GNMA II TBA 30yr 3.5% May Delivery, 3.50%, 05/20/26 | -- | -- | 132.28M | 0.86% | $121.03M |
| -- | FHLMC 30yr Pool#SL3350 6.000% 01-Nov-2055, 6.00%, 11/01/55 | -- | -- | 112.18M | 0.85% | $119.73M |
| -- | FNMA 30yr Pool#FA2754 4.500% 01-Jan-2049, 4.50%, 01/01/49 | -- | -- | 114.45M | 0.81% | $113.79M |
| -- | FHLMC 30yr Pool#SL3899 5.000% 01-Jan-2056, 5.00%, 01/01/56 | -- | -- | 110.33M | 0.80% | $111.44M |
| -- | GNMA II TBA 30yr 4.5% May Delivery, 4.50%, 05/20/26 | -- | -- | 113.90M | 0.79% | $110.71M |
| -- | FNMA 30yr Pool#FS1133 4.000% 01-Oct-2051, 4.00%, 10/01/51 | -- | -- | 108.98M | 0.76% | $105.90M |
| -- | FNMA 30yr Pool#FM7460 4.000% 01-Mar-2051, 4.00%, 03/01/51 | -- | -- | 103.10M | 0.72% | $100.27M |
| -- | GNMA II TBA 30yr 4% May Delivery, 4.00%, 05/20/26 | -- | -- | 102.07M | 0.69% | $96.15M |
| -- | UMBS TBA 30yr 6.5% May Delivery, 6.50%, 05/13/26 | -- | -- | 87.28M | 0.65% | $90.57M |
| -- | FNMA 30yr Pool#FA4553 5.000% 01-Feb-2056, 5.00%, 02/01/56 | -- | -- | 87.26M | 0.63% | $88.80M |
| -- | FNMA 30yr Pool#FA3025 5.500% 01-Sep-2055, 5.50%, 09/01/55 | -- | -- | 84.04M | 0.62% | $87.34M |
| -- | FNMA 30yr Pool#FA3182 6.000% 01-Oct-2055, 6.00%, 10/01/55 | -- | -- | 78.22M | 0.62% | $86.24M |
| -- | FHLMC 30yr Pool#SL2464 4.500% 01-Dec-2048, 4.50%, 12/01/48 | -- | -- | 80.31M | 0.57% | $80.38M |
| -- | FNMA 30yr Pool#FA3036 5.500% 01-Oct-2055, 5.50%, 10/01/55 | -- | -- | 73.50M | 0.55% | $77.27M |
| -- | FHLMC 30yr Pool#RJ4363 5.500% 01-Jun-2055, 5.50%, 06/01/55 | -- | -- | 73.48M | 0.55% | $76.60M |
| -- | FHLMC 30yr Pool#SD1046 4.000% 01-Jul-2052, 4.00%, 07/01/52 | -- | -- | 78.71M | 0.54% | $76.15M |
| -- | FNMA 30yr Pool#FA3037 5.500% 01-Oct-2055, 5.50%, 10/01/55 | -- | -- | 67.15M | 0.50% | $69.89M |
| -- | FNMA 30yr Pool#FA0574 5.500% 01-Jan-2055, 5.50%, 01/01/55 | -- | -- | 65.68M | 0.49% | $69.07M |
| -- | FNMA 30yr Pool#FS8993 6.000% 01-Jul-2054, 6.00%, 07/01/54 | -- | -- | 61.72M | 0.47% | $65.52M |
| -- | Freddie Mac Pool|5|04/01/2056, 5.00%, 04/01/56 | -- | -- | 64.92M | 0.46% | $64.94M |
| -- | FNMA 30yr Pool#FA0573 5.000% 01-Jan-2055, 5.00%, 01/01/55 | -- | -- | 60.01M | 0.44% | $61.31M |
| -- | FNMA 30yr Pool#FA4270 5.000% 01-Dec-2055, 5.00%, 12/01/55 | -- | -- | 58.74M | 0.43% | $59.78M |
| -- | FNMA 30yr Pool#FA4990 5.000% 01-Mar-2056, 5.00%, 03/01/56 | -- | -- | 58.96M | 0.42% | $59.28M |
| -- | FNMA 30yr Pool#FA5046 5.000% 01-Mar-2056, 5.00%, 03/01/56 | -- | -- | 57.18M | 0.41% | $57.89M |
| -- | FHLMC 30yr Pool#SL1188 5.500% 01-Apr-2055, 5.50%, 04/01/55 | -- | -- | 55.47M | 0.41% | $58.01M |
| -- | FNMA 30yr Pool#FA4000 5.000% 01-Jun-2055, 5.00%, 06/01/55 | -- | -- | 54.93M | 0.40% | $55.90M |
| -- | FHLMC 30yr Pool#SL2435 6.500% 01-Feb-2055, 6.50%, 02/01/55 | -- | -- | 50.57M | 0.39% | $54.24M |
| -- | FNMA 30yr Pool#CB9654 5.000% 01-Dec-2054, 5.00%, 12/01/54 | -- | -- | 50.59M | 0.36% | $51.08M |
| -- | FNMA 30yr Pool#FA2246 5.500% 01-Jul-2055, 5.50%, 07/01/55 | -- | -- | 48.96M | 0.36% | $50.95M |
| -- | FNMA 30yr Pool#FA3827 5.000% 01-Dec-2055, 5.00%, 12/01/55 | -- | -- | 50.02M | 0.36% | $50.39M |
| -- | FHLMC 30yr Pool#SL0239 5.000% 01-Jan-2055, 5.00%, 01/01/55 | -- | -- | 49.02M | 0.36% | $49.97M |
| -- | FNMA 30yr Pool#FA3128 5.500% 01-Oct-2055, 5.50%, 10/01/55 | -- | -- | 46.76M | 0.35% | $48.54M |
| -- | FNMA 30yr Pool#CC2018 5.500% 01-Feb-2056, 5.50%, 02/01/56 | -- | -- | 46.49M | 0.34% | $48.07M |
| -- | FNMA 30yr Pool#FA4155 5.000% 01-Jan-2056, 5.00%, 01/01/56 | -- | -- | 45.97M | 0.33% | $46.74M |
| -- | FNMA 30yr Pool#FA3572 5.000% 01-Nov-2055, 5.00%, 11/01/55 | -- | -- | 45.80M | 0.33% | $46.58M |
| -- | FNMA 30yr Pool#FA4202 5.000% 01-Jan-2056, 5.00%, 01/01/56 | -- | -- | 44.59M | 0.32% | $45.27M |
| -- | FHLMC 30yr Pool#SD7343 5.500% 01-Jan-2055, 5.50%, 01/01/55 | -- | -- | 43.39M | 0.32% | $44.81M |
| -- | FHLMC 30yr Pool#SL4015 5.500% 01-Jan-2056, 5.50%, 01/01/56 | -- | -- | 42.57M | 0.31% | $43.71M |
| -- | FNMA 30yr Pool#CC1926 5.000% 01-Feb-2056, 5.00%, 02/01/56 | -- | -- | 42.18M | 0.31% | $42.83M |
| -- | FNMA 30yr Pool#FA3435 5.000% 01-Nov-2055, 5.00%, 11/01/55 | -- | -- | 41.92M | 0.30% | $42.75M |
| -- | FNMA 30yr Pool#FS9779 5.500% 01-Nov-2054, 5.50%, 11/01/54 | -- | -- | 41.09M | 0.30% | $42.45M |
| -- | FNMA 40yr Pool#BF0646 2.500% 01-Jun-2062, 2.50%, 06/01/62 | -- | -- | 47.27M | 0.29% | $40.29M |
| -- | FNMA 30yr Pool#FS8881 4.500% 01-Sep-2053, 4.50%, 09/01/53 | -- | -- | 39.04M | 0.28% | $39.04M |
| -- | FHLMC 30yr Pool#ZT2413 4.000% 01-Feb-2041, 4.00%, 02/01/41 | -- | -- | 38.97M | 0.28% | $38.74M |
| -- | FHLMC 30yr Pool#SL0046 6.000% 01-Jan-2055, 6.00%, 01/01/55 | -- | -- | 35.81M | 0.27% | $37.96M |
| -- | New Residential Mortgage LLC 6.545% 25-MAR-2032, 6.54%, 03/25/32 | -- | -- | 36.57M | 0.26% | $37.00M |
| -- | FHLMC 30yr Pool#SI2101 4.000% 01-Sep-2048, 4.00%, 09/01/48 | -- | -- | 37.83M | 0.26% | $36.80M |
| -- | FHLMC 30yr Pool#SL0938 4.000% 01-Jul-2050, 4.00%, 07/01/50 | -- | -- | 36.85M | 0.26% | $36.43M |
| -- | FNMA 40yr Pool#BF0598 2.500% 01-Mar-2062, 2.50%, 03/01/62 | -- | -- | 42.99M | 0.26% | $36.37M |
| -- | FNMA 30yr Pool#FA1951 6.000% 01-Jun-2055, 6.00%, 06/01/55 | -- | -- | 33.77M | 0.26% | $36.08M |
| -- | FHLMC 30yr Pool#SL4452 5.000% 01-Mar-2056, 5.00%, 03/01/56 | -- | -- | 35.28M | 0.26% | $35.94M |
| -- | FNMA 30yr Pool#FA0576 5.500% 01-Jan-2055, 5.50%, 01/01/55 | -- | -- | 33.80M | 0.25% | $35.37M |
| -- | FNMA 30yr Pool#CC2016 5.500% 01-Feb-2056, 5.50%, 02/01/56 | -- | -- | 33.88M | 0.25% | $35.11M |
| -- | FHLMC 30yr Pool#SL1632 4.000% 01-Nov-2053, 4.00%, 11/01/53 | -- | -- | 36.17M | 0.25% | $35.05M |
| -- | FNMA 30yr Pool#FA1557 6.000% 01-May-2055, 6.00%, 05/01/55 | -- | -- | 31.80M | 0.24% | $33.67M |
| -- | FNMA 30yr Pool#FA3191 5.500% 01-Oct-2055, 5.50%, 10/01/55 | -- | -- | 31.39M | 0.24% | $33.01M |
| -- | FNMA 30yr Pool#FA3105 6.000% 01-May-2055, 6.00%, 05/01/55 | -- | -- | 29.78M | 0.23% | $31.94M |
| -- | FNMA 30yr Pool#FA3682 5.500% 01-Feb-2055, 5.50%, 02/01/55 | -- | -- | 30.55M | 0.23% | $31.82M |
| -- | FNMA 30yr Pool#FA4849 5.000% 01-Feb-2056, 5.00%, 02/01/56 | -- | -- | 31.28M | 0.23% | $31.84M |
| -- | FNMA 30yr Pool#FA0603 4.500% 01-Sep-2051, 4.50%, 09/01/51 | -- | -- | 31.20M | 0.22% | $31.38M |
| -- | FNMA 30yr Pool#FA1560 5.500% 01-Apr-2055, 5.50%, 04/01/55 | -- | -- | 29.52M | 0.22% | $30.60M |
| -- | FHLMC 30yr Pool#TA2617 5.000% 01-Jan-2056, 5.00%, 01/01/56 | -- | -- | 29.97M | 0.21% | $30.04M |
| -- | FNMA 40yr Pool#BF0698 3.500% 01-Dec-2062, 3.50%, 12/01/62 | -- | -- | 32.11M | 0.21% | $29.93M |
| -- | FHLMC 30yr Pool#SL0238 5.000% 01-May-2054, 5.00%, 05/01/54 | -- | -- | 29.51M | 0.21% | $29.89M |
| -- | FNMA 30yr Pool#CC1930 5.000% 01-Feb-2056, 5.00%, 02/01/56 | -- | -- | 29.37M | 0.21% | $29.76M |
| -- | FHLMC 30yr Pool#SL2558 6.000% 01-Aug-2055, 6.00%, 08/01/55 | -- | -- | 28.34M | 0.21% | $29.80M |
| -- | FNMA 30yr Pool#FA4117 4.500% 01-Sep-2051, 4.50%, 09/01/51 | -- | -- | 28.83M | 0.21% | $28.99M |
| -- | FHLMC 30yr Pool#SL1291 4.000% 01-Nov-2054, 4.00%, 11/01/54 | -- | -- | 29.64M | 0.20% | $28.70M |
| -- | FNMA 30yr Pool#FS8335 4.500% 01-Jan-2051, 4.50%, 01/01/51 | -- | -- | 28.52M | 0.20% | $28.53M |
| -- | FNMA 30yr Pool#FA1798 4.000% 01-Aug-2052, 4.00%, 08/01/52 | -- | -- | 28.33M | 0.20% | $27.63M |
| -- | FNMA 30yr Pool#FS9788 5.500% 01-Nov-2054, 5.50%, 11/01/54 | -- | -- | 26.13M | 0.19% | $27.21M |
| -- | FNMA 30yr Pool#FS8681 4.500% 01-Oct-2050, 4.50%, 10/01/50 | -- | -- | 27.01M | 0.19% | $27.09M |
| -- | FHLMC 30yr Pool#SL4437 6.000% 01-Sep-2054, 6.00%, 09/01/54 | -- | -- | 24.71M | 0.18% | $25.84M |
| -- | FHLMC 30yr Pool#SD1143 4.500% 01-Sep-2050, 4.50%, 09/01/50 | -- | -- | 25.39M | 0.18% | $25.56M |
| -- | NRM MSR-Collateralized Notes, Series 2024-FNT1 A 7.398% 25-NOV-2029, 7.40%, 11/25/31 | -- | -- | 24.94M | 0.18% | $25.22M |
| -- | FHLMC 30yr Pool#SD3271 5.500% 01-Jun-2053, 5.50%, 06/01/53 | -- | -- | 23.37M | 0.18% | $24.78M |
| -- | FNMA 30yr Pool#FA3714 5.000% 01-Nov-2055, 5.00%, 11/01/55 | -- | -- | 24.33M | 0.18% | $24.81M |
| -- | FNMA 30yr Pool#FS9239 4.500% 01-Jan-2051, 4.50%, 01/01/51 | -- | -- | 23.29M | 0.17% | $23.36M |
| -- | FHLMC 30yr Pool#TA4415 5.000% 01-Jan-2056, 5.00%, 01/01/56 | -- | -- | 22.31M | 0.16% | $22.36M |
| -- | FNMA 30yr Pool#FA4386 5.500% 01-Jan-2056, 5.50%, 01/01/56 | -- | -- | 21.52M | 0.16% | $22.36M |
| -- | FNMA 30yr Pool#CC1195 5.000% 01-Oct-2055, 5.00%, 10/01/55 | -- | -- | 21.48M | 0.16% | $21.78M |
| -- | PRET 2025-RPL3 Trust A1 4.15% 25-APR-2065, 4.15%, 04/25/65 | -- | -- | 21.96M | 0.15% | $21.63M |
| -- | FNMA 30yr Pool#FM7840 4.000% 01-Apr-2050, 4.00%, 04/01/50 | -- | -- | 22.39M | 0.15% | $21.65M |
| -- | FNMA 30yr Pool#FA1129 6.500% 01-Jun-2054, 6.50%, 06/01/54 | -- | -- | 19.31M | 0.15% | $21.22M |
| -- | FHLMC 30yr Pool#SD5061 5.500% 01-Mar-2054, 5.50%, 03/01/54 | -- | -- | 20.28M | 0.15% | $21.30M |
| -- | FNMA 30yr Pool#FS4781 4.000% 01-Oct-2051, 4.00%, 10/01/51 | -- | -- | 21.75M | 0.15% | $21.12M |
| -- | FNMA 30yr Pool#FS7225 4.000% 01-Aug-2051, 4.00%, 08/01/51 | -- | -- | 21.67M | 0.15% | $21.03M |
| -- | FNMA 30yr Pool#FA1128 6.500% 01-Aug-2054, 6.50%, 08/01/54 | -- | -- | 19.71M | 0.15% | $20.85M |
| -- | RCKT Mortgage Trust 2026-CES2 A3 5.255% 25-FEB-2056, 5.25%, 02/25/56 | -- | -- | 20.60M | 0.15% | $20.47M |
| -- | FNMA 30yr Pool#CB7112 5.500% 01-Sep-2053, 5.50%, 09/01/53 | -- | -- | 19.39M | 0.14% | $20.30M |
| -- | FHLMC 30yr Pool#SD6989 5.500% 01-Nov-2054, 5.50%, 11/01/54 | -- | -- | 19.39M | 0.14% | $20.12M |
| -- | FNMA 40yr Pool#BF0226 3.500% 01-Jan-2058, 3.50%, 01/01/58 | -- | -- | 21.40M | 0.14% | $20.14M |
| -- | FNMA 40yr Pool#BF0713 4.000% 01-Mar-2063, 4.00%, 03/01/63 | -- | -- | 20.08M | 0.14% | $19.97M |
| -- | FNMA 30yr Pool#FS6382 4.000% 01-Aug-2051, 4.00%, 08/01/51 | -- | -- | 20.44M | 0.14% | $19.93M |
| -- | SEGREGATED CASH | -- | -- | 19.80M | 0.14% | $19.80M |
| -- | FNMA 40yr Pool#BF0807 3.500% 01-Apr-2064, 3.50%, 04/01/64 | -- | -- | 21.19M | 0.14% | $19.76M |
| -- | Finance of America Structured Securities Trust, 2025-S1 A1 3.5% 25-FEB-2075, 3.50%, 02/25/75 | -- | -- | 20.27M | 0.14% | $19.76M |
| -- | FINANCE OF AMERICA STRUC 3.28125% 74, 3.50%, 04/25/74 | -- | -- | 19.56M | 0.14% | $19.21M |
| -- | FNMA 30yr Pool#FS5028 4.000% 01-Oct-2051, 4.00%, 10/01/51 | -- | -- | 19.21M | 0.13% | $18.81M |
| -- | FHLMC 30yr Pool#SL0850 4.000% 01-Jul-2049, 4.00%, 07/01/49 | -- | -- | 18.87M | 0.13% | $18.70M |
| -- | RCKT MOR 2025-CES9 FLT 2055 A1B, 5.00%, 09/25/55 | -- | -- | 18.71M | 0.13% | $18.67M |
| -- | FNMA 30yr Pool#FA1182 4.500% 01-Jun-2049, 4.50%, 06/01/49 | -- | -- | 18.31M | 0.13% | $18.34M |
| -- | FNMA 30yr Pool#FS2863 4.000% 01-Sep-2052, 4.00%, 09/01/52 | -- | -- | 18.58M | 0.13% | $18.13M |
| -- | FNMA 30yr Pool#FA1549 5.500% 01-May-2055, 5.50%, 05/01/55 | -- | -- | 17.57M | 0.13% | $18.19M |
| -- | FHLMC 30yr Pool#QJ9063 5.000% 01-Nov-2054, 5.00%, 11/01/54 | -- | -- | 17.90M | 0.13% | $18.03M |
| -- | FNMA 30yr Pool#FS8709 4.500% 01-Jan-2051, 4.50%, 01/01/51 | -- | -- | 17.67M | 0.13% | $17.68M |
| -- | SALUDA GRADE ALTERNATIVE M 5.749% 31, 5.75%, 03/25/31 | -- | -- | 17.37M | 0.13% | $17.46M |
| -- | FHLMC 30yr Pool#QY8779 6.000% 01-Jul-2055, 6.00%, 07/01/55 | -- | -- | 16.05M | 0.12% | $16.91M |
| -- | FNMA 30yr Pool#FA1358 4.500% 01-May-2050, 4.50%, 05/01/50 | -- | -- | 16.47M | 0.12% | $16.60M |
| -- | FNMA 40yr Pool#BF0806 3.500% 01-Apr-2064, 3.50%, 04/01/64 | -- | -- | 17.20M | 0.12% | $16.12M |
| -- | FHLMC 30yr Pool#SD0985 4.500% 01-Oct-2050, 4.50%, 10/01/50 | -- | -- | 15.75M | 0.11% | $15.94M |
| -- | SALUDA GR ALT MTG TR 2025-LOC5 A1B, 5.48%, 10/25/55 | -- | -- | 15.69M | 0.11% | $15.79M |
| -- | FNMA 40yr Pool#BF0801 2.500% 01-Apr-2064, 2.50%, 04/01/64 | -- | -- | 18.42M | 0.11% | $15.74M |
| -- | Vontive Mortgage Trust 2025-RTL1 A1 6.507% 25-MAR-2030, 6.51%, 03/25/30 | -- | -- | 15.44M | 0.11% | $15.67M |
| -- | Saluda Grade Alternative Mortgage Trust 2026-HB1 A1B 5.22855% 25-APR-2056, 5.23%, 04/25/56 | -- | -- | 15.54M | 0.11% | $15.55M |
| -- | Saluda Grade Alternative Mortgage Trust 2024-RTL6 A1 7.439% 25-JUL-2030, 7.44%, 07/25/30 | -- | -- | 15.22M | 0.11% | $15.45M |
| -- | FNMA 30yr Pool#FM4738 4.000% 01-Sep-2050, 4.00%, 09/01/50 | -- | -- | 15.52M | 0.11% | $15.28M |
| -- | FNMA 30yr Pool#DA1525 6.000% 01-Oct-2053, 6.00%, 10/01/53 | -- | -- | 14.48M | 0.11% | $15.06M |
| -- | FNMA 30yr Pool#FS9116 6.000% 01-Sep-2054, 6.00%, 09/01/54 | -- | -- | 14.04M | 0.11% | $15.01M |
| -- | FHLMC 30yr Pool#QH3192 6.000% 01-Oct-2053, 6.00%, 10/01/53 | -- | -- | 14.42M | 0.11% | $15.00M |
| -- | PRET 2025-RPL1 Trust A1 4.0% 25-JUL-2069, 4.00%, 07/25/69 | -- | -- | 14.91M | 0.10% | $14.56M |
| -- | Switch ABS Issuer, Series 2026-1 A2I_2601 5.609% 25-MAR-2056, 5.61%, 03/27/56 | -- | -- | 14.00M | 0.10% | $14.10M |
| -- | FHLMC 30yr Pool#SL3988 5.000% 01-Jan-2056, 5.00%, 01/01/56 | -- | -- | 13.92M | 0.10% | $14.16M |
| -- | FHLMC 30yr Pool#SD6178 4.500% 01-Jan-2051, 4.50%, 01/01/51 | -- | -- | 14.16M | 0.10% | $14.13M |
| -- | RCKT Mortgage Trust 2026-CES2 A2 5.055% 25-FEB-2056, 5.05%, 02/25/56 | -- | -- | 14.27M | 0.10% | $14.17M |
| -- | BMP Commercial Mortgage Trust 2024-MF23 A 5.05194% 15-JUN-2041, 5.03%, 06/15/41 | -- | -- | 14.00M | 0.10% | $14.06M |
| -- | Galaxy XXVI CLO Ltd., 6.01%, 07/31/26 | -- | -- | 13.90M | 0.10% | $14.01M |
| -- | FNMA 30yr Pool#FA3563 5.500% 01-Nov-2055, 5.50%, 11/01/55 | -- | -- | 13.21M | 0.10% | $13.83M |
| -- | PRPM 2025-RCF3 LLC 5.25% 55, 5.25%, 07/25/55 | -- | -- | 13.62M | 0.10% | $13.68M |
| -- | FNMA 30yr Pool#CC0097 5.500% 01-Mar-2055, 5.50%, 03/01/55 | -- | -- | 12.96M | 0.10% | $13.64M |
| -- | FINANCE OF AMER STR TR 2024-S2 A1, 3.50%, 04/25/74 | -- | -- | 13.76M | 0.10% | $13.57M |
| -- | GS Mortgage-Backed Securities Trust 2025-RPL3 A1 4.1% 25-JUL-2065, 4.10%, 07/25/65 | -- | -- | 13.80M | 0.10% | $13.55M |
| -- | FHLMC 30yr Pool#SD5963 6.000% 01-Jul-2054, 6.00%, 07/01/54 | -- | -- | 12.62M | 0.10% | $13.29M |
| -- | Chase Mortgage Reference Notes, Series 2020-CL1 M1 6.04303% 25-OCT-2057, 6.04%, 10/25/57 | -- | -- | 12.69M | 0.09% | $13.11M |
| -- | Foundation Finance Trust 2025-2 B 4.94% 15-APR-2052, 4.94%, 04/15/52 | -- | -- | 12.52M | 0.09% | $13.10M |
| -- | FNMA 30yr Pool#FM5350 4.500% 01-Sep-2050, 4.50%, 09/01/50 | -- | -- | 12.75M | 0.09% | $12.83M |
| -- | FNMA 30yr Pool#FS8717 6.000% 01-Jul-2054, 6.00%, 07/01/54 | -- | -- | 11.80M | 0.09% | $12.57M |
| -- | PRET 2025-RPL5 TRUST FLTG 2070 A1, 4.15%, 01/25/70 | -- | -- | 12.58M | 0.09% | $12.30M |
| -- | FHLMC 30yr Pool#SD5994 4.500% 01-Sep-2050, 4.50%, 09/01/50 | -- | -- | 12.29M | 0.09% | $12.33M |
| -- | FHLMC 30yr Pool#SD6558 6.000% 01-Sep-2054, 6.00%, 09/01/54 | -- | -- | 11.67M | 0.09% | $12.34M |
| -- | FNMA 30yr Pool#DE6043 6.000% 01-Aug-2055, 6.00%, 08/01/55 | -- | -- | 11.46M | 0.09% | $12.22M |
| -- | FNMA 40yr Pool#BF0731 2.500% 01-Jun-2063, 2.50%, 06/01/63 | -- | -- | 14.47M | 0.09% | $12.18M |
| -- | Huntington Bank Auto Credit-Linked Notes, Series 2024-2 B1 5.442% 20-OCT-2032, 5.44%, 10/20/32 | -- | -- | 12.00M | 0.09% | $12.14M |
| -- | FHLMC 30yr Pool#QG6755 5.500% 01-Jun-2053, 5.50%, 06/01/53 | -- | -- | 11.62M | 0.09% | $12.05M |
| -- | FNMA 30yr Pool#FS7541 4.000% 01-Jun-2052, 4.00%, 06/01/52 | -- | -- | 12.31M | 0.09% | $11.91M |
| -- | FNMA 30yr Pool#DG1554 5.000% 01-Feb-2056, 5.00%, 02/01/56 | -- | -- | 11.77M | 0.08% | $11.80M |
| -- | FHLMC 30yr Pool#TA5410 5.000% 01-Feb-2056, 5.00%, 02/01/56 | -- | -- | 11.62M | 0.08% | $11.67M |
| -- | TOWD POINT MORTGAGE TRUST 2025 0% 65, 4.97%, 09/25/65 | -- | -- | 11.68M | 0.08% | $11.69M |
| -- | FNMA 30yr Pool#DF9041 5.000% 01-Jan-2056, 5.00%, 01/01/56 | -- | -- | 11.65M | 0.08% | $11.68M |
| -- | FHF ISSUER TRUST 2024-1 0% 26, 4.84%, 12/15/26 | -- | -- | 3.50M | 0.08% | $11.45M |
| -- | FNMA 30yr Pool#DE1157 6.000% 01-Jun-2055, 6.00%, 06/01/55 | -- | -- | 10.79M | 0.08% | $11.52M |
| -- | Vista Point Securitization Trust 2025-CES2 A1 5.601% 25-AUG-2055, 5.60%, 08/25/55 | -- | -- | 11.34M | 0.08% | $11.44M |
| -- | FNMA 40yr Pool#BF0783 3.500% 01-Dec-2063, 3.50%, 12/01/63 | -- | -- | 11.99M | 0.08% | $11.33M |
| -- | FNMA 30yr Pool#FA0470 6.000% 01-Jan-2055, 6.00%, 01/01/55 | -- | -- | 10.50M | 0.08% | $11.21M |
| -- | FIGRE TRUST 2025-HE4 FLTG 2055 C, 5.71%, 07/25/55 | -- | -- | 11.14M | 0.08% | $11.24M |
| -- | TOWD PT MTG TR 2025-FIX2 FLTG A1, 5.25%, 10/25/65 | -- | -- | 11.09M | 0.08% | $11.15M |
| -- | PRET 2025-NPL4 A1 6.3677% 25-MAY-2055, 6.37%, 04/25/55 | -- | -- | 10.84M | 0.08% | $10.88M |
| -- | FNMA 30yr Pool#FS5818 4.500% 01-Oct-2050, 4.50%, 10/01/50 | -- | -- | 10.93M | 0.08% | $10.85M |
| -- | FNMA 30yr Pool#FS6236 6.500% 01-Nov-2053, 6.50%, 11/01/53 | -- | -- | 9.67M | 0.08% | $10.75M |
| -- | METRONET INFRASTRUCTURE ISSU 5.4% 55, 5.40%, 08/20/55 | -- | -- | 10.60M | 0.08% | $10.74M |
| -- | FHLMC 30yr Pool#QH3306 6.000% 01-Oct-2053, 6.00%, 10/01/53 | -- | -- | 9.92M | 0.08% | $10.57M |
| -- | FNMA 30yr Pool#CC1844 5.500% 01-Jan-2056, 5.50%, 01/01/56 | -- | -- | 10.17M | 0.07% | $10.56M |
| -- | FNMA 30yr Pool#FS7613 4.500% 01-May-2052, 4.50%, 05/01/52 | -- | -- | 10.49M | 0.07% | $10.49M |
| -- | FNMA 30yr Pool#FS5362 4.500% 01-Dec-2050, 4.50%, 12/01/50 | -- | -- | 10.38M | 0.07% | $10.45M |
| -- | Homeward Opportunities Fund Trust 2025-RRTL1 A1 5.476% 25-MAR-2040, 5.48%, 03/25/40 | -- | -- | 10.47M | 0.07% | $10.52M |
| -- | FNMA 30yr Pool#FS9909 5.000% 01-Nov-2054, 5.00%, 11/01/54 | -- | -- | 10.14M | 0.07% | $10.33M |
| -- | FNMA 30yr Pool#BX0421 5.500% 01-Nov-2052, 5.50%, 11/01/52 | -- | -- | 9.64M | 0.07% | $10.17M |
| -- | Connecticut Avenue Securities Trust 2022-R02 2B2 11.3119% 25-JAN-2042, 11.31%, 01/25/42 | -- | -- | 9.64M | 0.07% | $10.12M |
| -- | FNMA 30yr Pool#FA4709 5.500% 01-Jul-2055, 5.50%, 07/01/55 | -- | -- | 9.85M | 0.07% | $10.15M |
| -- | LHOME Mortgage Trust 2024-RTL3 A1 6.9% 25-MAY-2029, 6.90%, 05/25/29 | -- | -- | 9.96M | 0.07% | $10.04M |
| -- | FHLMC 30yr Pool#SD5224 6.000% 01-Mar-2054, 6.00%, 03/01/54 | -- | -- | 9.34M | 0.07% | $9.93M |
| -- | FNMA 30yr Pool#DG2558 5.000% 01-Feb-2056, 5.00%, 02/01/56 | -- | -- | 9.88M | 0.07% | $9.90M |
| -- | FNMA 30yr Pool#FS6662 4.000% 01-Oct-2051, 4.00%, 10/01/51 | -- | -- | 10.18M | 0.07% | $9.89M |
| -- | Ally Bank Auto Credit-Linked Notes, Series 2025-A C 4.844% 15-JUN-2033, 4.84%, 06/15/33 | -- | -- | 9.25M | 0.07% | $9.71M |
| -- | FHLMC 30yr Pool#RA7104 4.500% 01-Feb-2051, 4.50%, 02/01/51 | -- | -- | 9.71M | 0.07% | $9.63M |
| -- | New Residential Mortgage Loan Trust 2026-NQM1 A2 5.078% 25-NOV-2065, 5.08%, 11/25/65 | -- | -- | 9.70M | 0.07% | $9.69M |
| -- | FHLMC 30yr Pool#QH4373 6.000% 01-Nov-2053, 6.00%, 11/01/53 | -- | -- | 9.12M | 0.07% | $9.71M |
| -- | Connecticut Avenue Securities Trust 2022-R04 1B2 13.1619% 25-MAR-2042, 13.16%, 03/25/42 | -- | -- | 8.79M | 0.07% | $9.47M |
| -- | FNMA 30yr Pool#FS7117 6.500% 01-Feb-2054, 6.50%, 02/01/54 | -- | -- | 8.46M | 0.07% | $9.49M |
| -- | Rithm Capital Corp. 8.0% 01-APR-2029, 8.00%, 04/01/29 | -- | -- | 9.21M | 0.07% | $9.37M |
| -- | FNMA 30yr Pool#FS2144 3.500% 01-Jun-2052, 3.50%, 06/01/52 | -- | -- | 9.94M | 0.07% | $9.37M |
| -- | LHOME Mortgage Trust 2024-RTL5 A2 5.751% 25-SEP-2039, 5.75%, 09/25/39 | -- | -- | 9.32M | 0.07% | $9.36M |
| -- | Acacia 2025-1 A 5.24% 15-NOV-2037, 5.24%, 11/15/37 | -- | -- | 9.37M | 0.07% | $9.42M |
| -- | SALUDA GRADE ALTERNATIVE MORT A2, 6.75%, 03/25/31 | -- | -- | 9.42M | 0.07% | $9.43M |
| -- | CONNECTICUT AVENUE SECUR 5.95001% 45, 5.26%, 07/25/45 | -- | -- | 9.25M | 0.07% | $9.28M |
| -- | Brean Asset Backed Securities Trust 2024-RM8 A1 4.5% 25-MAY-2064, 4.50%, 05/25/64 | -- | -- | 9.17M | 0.07% | $9.06M |
| -- | Freddie Mac Multiclass Certificates, Series 5164 FA 3.9119% 25-NOV-2051, 3.91%, 11/25/51 | -- | -- | 9.52M | 0.06% | $8.76M |
| -- | FIGRE TRUST 2025 HE4 FLTG 2055 B, 5.61%, 07/25/55 | -- | -- | 8.62M | 0.06% | $8.73M |
| -- | FNMA 30yr Pool#DG0913 5.000% 01-Jan-2056, 5.00%, 01/01/56 | -- | -- | 8.50M | 0.06% | $8.52M |
| -- | FHLMC 30yr Pool#SD7417 5.500% 01-Jan-2055, 5.50%, 01/01/55 | -- | -- | 8.04M | 0.06% | $8.37M |
| -- | Connecticut Avenue Securities Trust 2022-R01 1B2 9.6619% 25-DEC-2041, 9.66%, 12/25/41 | -- | -- | 8.12M | 0.06% | $8.39M |
| -- | Saluda Grade Alternative Mortgage Trust 2024-RTL5 A1 7.762% 25-APR-2030, 7.76%, 04/25/30 | -- | -- | 8.25M | 0.06% | $8.34M |
| -- | FHLMC 30yr Pool#QZ9092 5.000% 01-Nov-2055, 5.00%, 11/01/55 | -- | -- | 8.06M | 0.06% | $8.21M |
| -- | FHLMC 30yr Pool#QY9874 6.000% 01-Aug-2055, 6.00%, 08/01/55 | -- | -- | 7.68M | 0.06% | $8.07M |
| -- | PRPM 2025-RPL4 A1, 3.00%, 05/25/55 | -- | -- | 8.21M | 0.06% | $7.91M |
| -- | Huntington Bank Auto Credit-Linked Notes, Series 2024-1 B1 6.153% 20-MAY-2032, 6.15%, 05/20/32 | -- | -- | 7.92M | 0.06% | $8.05M |
| -- | RCKT Mortgage Trust 2024-CES9 A1B 5.683% 25-DEC-2044, 5.68%, 12/25/44 | -- | -- | 7.92M | 0.06% | $7.99M |
| -- | FNMA 30yr Pool#DA0026 6.000% 01-Sep-2053, 6.00%, 09/01/53 | -- | -- | 7.73M | 0.06% | $8.04M |
| -- | Fannie Mae REMIC Trust 2022-65 FB 4.4619% 25-SEP-2052, 4.46%, 09/25/52 | -- | -- | 7.88M | 0.06% | $7.87M |
| -- | FNMA 30yr Pool#DF2677 6.000% 01-Nov-2055, 6.00%, 11/01/55 | -- | -- | 6.23M | 0.06% | $7.84M |
| -- | Alterna Funding III A 6.26% 15-MAY-2039, 6.26%, 05/16/39 | -- | -- | 7.75M | 0.06% | $7.80M |
| -- | FHLMC 30yr Pool#QH1500 6.000% 01-Sep-2053, 6.00%, 09/01/53 | -- | -- | 7.49M | 0.06% | $7.83M |
| -- | RCKT Mortgage Trust 2025-CES7 A1B 5.478% 25-JUL-2055, 5.48%, 07/25/55 | -- | -- | 7.67M | 0.06% | $7.72M |
| -- | FHLMC 30yr Pool#TA6739 5.000% 01-Feb-2056, 5.00%, 02/01/56 | -- | -- | 7.75M | 0.06% | $7.76M |
| -- | Connecticut Avenue Securities Trust 2025-R01 1M2 5.1619% 25-JAN-2045, 5.16%, 01/25/45 | -- | -- | 7.53M | 0.05% | $7.55M |
| -- | FNMA 30yr Pool#FA1613 5.000% 01-Apr-2055, 5.00%, 04/01/55 | -- | -- | 7.42M | 0.05% | $7.55M |
| -- | COOPR Residential Mortgage Trust 2025-CES3 A1A 4.84% 25-SEP-2060, 4.84%, 09/25/60 | -- | -- | 7.44M | 0.05% | $7.43M |
| -- | SALUDA GR ALT MTG TR 25 RRTL1 A1, 5.32%, 10/25/40 | -- | -- | 7.39M | 0.05% | $7.42M |
| -- | COOPR Residential Mortgage Trust 2026-CES1 A1B 4.996% 25-FEB-2061, 5.00%, 01/01/61 | -- | -- | 7.31M | 0.05% | $7.32M |
| -- | FHLMC 30yr Pool#QX0520 5.500% 01-Dec-2054, 5.50%, 12/01/54 | -- | -- | 6.91M | 0.05% | $7.08M |
| -- | GS Mortgage-Backed Securities Trust 2026-CES1 A2 5.272% 25-MAY-2056, 5.27%, 05/25/56 | -- | -- | 7.00M | 0.05% | $7.01M |
| -- | FIGRE TRUST 2025-HE6 FLTG 2055 C, 5.25%, 09/25/55 | -- | -- | 7.02M | 0.05% | $6.99M |
| -- | ACHM Trust 2024-HE1 A 6.55% 25-MAY-2039, 6.55%, 05/25/39 | -- | -- | 6.83M | 0.05% | $7.02M |
| -- | FHLMC 30yr Pool#QG3912 5.500% 01-Jun-2053, 5.50%, 06/01/53 | -- | -- | 6.82M | 0.05% | $7.02M |
| -- | PRPM 2025-RCF3, LLC, 5.77%, 08/25/28 | -- | -- | 6.92M | 0.05% | $7.00M |
| -- | Mello Mortgage Capital Acceptance 2024-SD1 A1 4.0% 25-APR-2054, 4.00%, 04/25/54 | -- | -- | 6.94M | 0.05% | $6.86M |
| -- | LHOME Mortgage Trust 2024-RTL4 A2 6.092% 25-JUL-2039, 6.09%, 07/25/39 | -- | -- | 6.87M | 0.05% | $6.91M |
| -- | FNMA 30yr Pool#FA0339 5.500% 01-Jan-2055, 5.50%, 01/01/55 | -- | -- | 6.39M | 0.05% | $6.62M |
| -- | Research-Driven Pagaya Motor Asset Trust 2026-R1 (RPM 2026-R1) A 5.659% 25-JUL-2034, 5.66%, 07/25/34 | -- | -- | 6.50M | 0.05% | $6.53M |
| -- | FNMA 30yr Pool#FS4356 6.000% 01-May-2053, 6.00%, 05/01/53 | -- | -- | 6.09M | 0.05% | $6.53M |
| -- | FNA 9, Series 2026-1 A 5.509% 15-DEC-2038, 5.51%, 04/16/46 | -- | -- | 6.50M | 0.05% | $6.51M |
| -- | RCKT MORTGAGE TRUST 2025 5.24863% 55, 5.25%, 08/25/55 | -- | -- | 6.58M | 0.05% | $6.60M |
| -- | UMBS TBA 30yr 5.5% May Delivery, 5.50%, 05/13/26 | -- | -- | -6.42M | 0.05% | -$6.48M |
| -- | Ally Bank Auto Credit-Linked Notes, Series 2025-A D 4.991% 15-JUN-2033, 4.99%, 06/15/33 | -- | -- | 6.01M | 0.04% | $6.30M |
| -- | HOMES 2026-INV1 Trust A1D 5.077% 25-AUG-2060, 5.08%, 08/25/60 | -- | -- | 6.29M | 0.04% | $6.35M |
| -- | FNMA 30yr Pool#FM4129 4.000% 01-Sep-2050, 4.00%, 09/01/50 | -- | -- | 6.43M | 0.04% | $6.25M |
| -- | PRET 2025-RPL2 Trust A1 4.0% 25-FEB-2065, 4.00%, 08/25/64 | -- | -- | 6.38M | 0.04% | $6.31M |
| -- | FIGRE TRUST 2025-HE6 FLTG 2055 B, 5.14%, 09/25/55 | -- | -- | 6.19M | 0.04% | $6.16M |
| -- | FHLMC 30yr Pool#QX9929 6.000% 01-Apr-2055, 6.00%, 04/01/55 | -- | -- | 5.88M | 0.04% | $6.12M |
| -- | FNMA 30yr Pool#FS7397 6.000% 01-Mar-2054, 6.00%, 03/01/54 | -- | -- | 5.75M | 0.04% | $6.13M |
| -- | Brean Asset Backed Securities Trust 2024-RM9 A1 5.0% 25-SEP-2064, 5.00%, 09/25/64 | -- | -- | 6.13M | 0.04% | $6.10M |
| -- | FHLMC 30yr Pool#SD5223 6.000% 01-Apr-2054, 6.00%, 04/01/54 | -- | -- | 5.80M | 0.04% | $6.20M |
| -- | FNMA 30yr Pool#DA1468 6.000% 01-Sep-2053, 6.00%, 09/01/53 | -- | -- | 5.88M | 0.04% | $6.14M |
| -- | FNMA 30yr Pool#DB4017 6.000% 01-May-2054, 6.00%, 05/01/54 | -- | -- | 5.85M | 0.04% | $6.09M |
| -- | FIGRE TRUST 2025-HE4 5.408% 55, 5.41%, 07/25/55 | -- | -- | 5.90M | 0.04% | $5.97M |
| -- | FNMA 30yr Pool#DE6050 6.000% 01-Aug-2055, 6.00%, 08/01/55 | -- | -- | 5.65M | 0.04% | $6.07M |
| -- | RCKT Mortgage Trust 2024-CES1 A1B 6.325% 25-FEB-2044, 6.33%, 02/25/44 | -- | -- | 5.99M | 0.04% | $6.06M |
| -- | PRPM 2025-RPL3 A1 3.25% 25-APR-2055, 3.25%, 04/25/55 | -- | -- | 6.03M | 0.04% | $5.84M |
| -- | FHLMC 30yr Pool#QH7040 6.000% 01-Dec-2053, 6.00%, 12/01/53 | -- | -- | 5.66M | 0.04% | $5.89M |
| -- | FNMA 30yr Pool#DE7796 6.000% 01-Aug-2055, 6.00%, 08/01/55 | -- | -- | 5.48M | 0.04% | $5.71M |
| -- | TVC Mortgage Trust 2025-RRTL1 A2 6.68% 25-APR-2040, 6.68%, 04/25/40 | -- | -- | 5.60M | 0.04% | $5.70M |
| -- | FNMA 30yr Pool#FM7479 4.500% 01-Jan-2050, 4.50%, 01/01/50 | -- | -- | 5.74M | 0.04% | $5.76M |
| -- | FHLMC 30yr Pool#QH4638 6.000% 01-Nov-2053, 6.00%, 11/01/53 | -- | -- | 5.55M | 0.04% | $5.78M |
| -- | Connecticut Avenue Securities, Series 2021-R02 2B2 9.8619% 25-NOV-2041, 9.86%, 11/25/41 | -- | -- | 5.62M | 0.04% | $5.79M |
| -- | FNMA 30yr Pool#FS1578 4.000% 01-Oct-2050, 4.00%, 10/01/50 | -- | -- | 5.71M | 0.04% | $5.56M |
| -- | FNMA 30yr Pool#DD5556 6.000% 01-Mar-2055, 6.00%, 03/01/55 | -- | -- | 5.27M | 0.04% | $5.58M |
| -- | SF ABS ISSUER 2025-1 0%55 A2, 5.38%, 11/25/55 | -- | -- | 5.75M | 0.04% | $5.59M |
| -- | FIGRE Trust 2026-HE1 C 5.434% 25-JAN-2056, 5.43%, 01/25/56 | -- | -- | 5.61M | 0.04% | $5.65M |
| -- | MS RES MTG LN TR 2025-SPL1 A1, 4.25%, 02/25/65 | -- | -- | 5.67M | 0.04% | $5.56M |
| -- | FHLMC 30yr Pool#SD3018 5.500% 01-May-2053, 5.50%, 05/01/53 | -- | -- | 5.32M | 0.04% | $5.59M |
| -- | FHLMC 30yr Pool#SD2606 4.500% 01-Sep-2051, 4.50%, 09/01/51 | -- | -- | 5.45M | 0.04% | $5.42M |
| -- | FNMA 30yr Pool#FS0088 4.000% 01-Mar-2050, 4.00%, 03/01/50 | -- | -- | 5.63M | 0.04% | $5.49M |
| -- | FHLMC 30yr Pool#SD3813 6.000% 01-Jul-2053, 6.00%, 07/01/53 | -- | -- | 5.18M | 0.04% | $5.50M |
| -- | BX Trust 2021-SDMF A 4.383% 15-SEP-2034, 4.36%, 09/15/34 | -- | -- | 5.36M | 0.04% | $5.37M |
| -- | LHOME Mortgage Trust 2024-RTL2 A1 7.128% 25-MAR-2029, 7.13%, 03/25/29 | -- | -- | 5.29M | 0.04% | $5.33M |
| -- | OCEANVIEW MORTGAGE TRUST 4.99888% 55, 4.56%, 12/25/55 | -- | -- | 5.22M | 0.04% | $5.23M |
| -- | FNMA 30yr Pool#DB4019 6.000% 01-May-2054, 6.00%, 05/01/54 | -- | -- | 4.92M | 0.04% | $5.11M |
| -- | PRPM 2025-5 0%30, 5.73%, 07/25/30 | -- | -- | 5.15M | 0.04% | $5.20M |
| -- | Huntington Bank Auto Credit-Linked Notes, Series 2025-1 B 4.957% 20-MAR-2033, 4.96%, 03/21/33 | -- | -- | 5.21M | 0.04% | $5.24M |
| -- | FNMA 30yr Pool#BY0337 6.500% 01-May-2053, 6.50%, 05/01/53 | -- | -- | 4.75M | 0.04% | $5.01M |
| -- | FNMA 30yr Pool#BX5986 5.500% 01-Mar-2053, 5.50%, 03/01/53 | -- | -- | 4.92M | 0.04% | $5.10M |
| -- | Fora Financial Asset Securitization, Series 2024-1 A 6.33% 15-MAY-2027, 6.33%, 08/15/29 | -- | -- | 5.04M | 0.04% | $5.08M |
| -- | FNMA 30yr Pool#CA0706 4.000% 01-Nov-2047, 4.00%, 11/01/47 | -- | -- | 5.10M | 0.04% | $4.98M |
| -- | JP Morgan Mortgage Trust 2026-CES1 A3 5.332% 25-JUN-2056, 5.33%, 06/25/56 | -- | -- | 5.00M | 0.04% | $4.99M |
| -- | FNMA 30yr Pool#DC7015 5.500% 01-Dec-2054, 5.50%, 12/01/54 | -- | -- | 4.89M | 0.04% | $5.07M |
| -- | FHLMC 30yr Pool#QJ9072 6.000% 01-Nov-2054, 6.00%, 11/01/54 | -- | -- | 4.81M | 0.04% | $5.10M |
| -- | RCKT Mortgage Trust 2025-CES8 B2A 7.28202% 25-AUG-2055, 7.28%, 08/25/55 | -- | -- | 5.04M | 0.04% | $4.96M |
| -- | ABL 2024-RTL1 A2 7.457% 25-SEP-2029, 7.46%, 09/25/29 | -- | -- | 4.84M | 0.04% | $4.88M |
| -- | FHLMC 30yr Pool#QF9863 5.500% 01-Mar-2053, 5.50%, 03/01/53 | -- | -- | 4.78M | 0.04% | $4.95M |
| -- | FNMA 30yr Pool#DA5019 6.500% 01-Nov-2053, 6.50%, 11/01/53 | -- | -- | 4.57M | 0.04% | $4.84M |
| -- | Saluda Grade Alternative Mortgage Trust 2024-RTL4 A2 7.5% 25-FEB-2030, 7.50%, 02/25/30 | -- | -- | 4.80M | 0.04% | $4.84M |
| -- | FHLMC 30yr Pool#SD2715 4.500% 01-Sep-2050, 4.50%, 09/01/50 | -- | -- | 4.74M | 0.03% | $4.72M |
| -- | Homeward Opportunities Fund Trust 2025-RRTL2 A1 5.237% 25-AUG-2040, 5.24%, 09/25/40 | -- | -- | 4.68M | 0.03% | $4.71M |
| -- | FNMA 30yr Pool#DC5656 5.000% 01-Nov-2054, 5.00%, 11/01/54 | -- | -- | 4.57M | 0.03% | $4.59M |
| -- | FHLMC 30yr Pool#QZ1060 6.000% 01-Aug-2055, 6.00%, 08/01/55 | -- | -- | 4.36M | 0.03% | $4.61M |
| -- | FHLMC 30yr Pool#QH4473 6.000% 01-Nov-2053, 6.00%, 11/01/53 | -- | -- | 4.35M | 0.03% | $4.56M |
| -- | FNMA 30yr Pool#BX9326 5.500% 01-Mar-2053, 5.50%, 03/01/53 | -- | -- | 4.43M | 0.03% | $4.59M |
| -- | PRPM 2025 RCF4 LLC 4.5% 55, 4.50%, 08/25/55 | -- | -- | 4.59M | 0.03% | $4.57M |
| -- | Connecticut Avenue Securities Trust 2022-R07 1M2 8.3119% 25-JUN-2042, 8.31%, 06/25/42 | -- | -- | 4.40M | 0.03% | $4.60M |
| -- | FNMA 30yr Pool#DE9377 6.000% 01-Sep-2055, 6.00%, 09/01/55 | -- | -- | 4.33M | 0.03% | $4.50M |
| -- | FHLMC 30yr Pool#RA1100 4.000% 01-Jul-2049, 4.00%, 07/01/49 | -- | -- | 4.65M | 0.03% | $4.48M |
| -- | Affirm Asset Securitization Trust 2025-X2 C 4.93% 15-OCT-2030, 4.93%, 10/15/30 | -- | -- | 4.50M | 0.03% | $4.52M |
| -- | FHLMC 30yr Pool#QH2259 6.000% 01-Sep-2053, 6.00%, 09/01/53 | -- | -- | 4.21M | 0.03% | $4.40M |
| -- | EFMT 2026-CES1 A3 5.466% 25-DEC-2060, 5.47%, 12/25/60 | -- | -- | 4.25M | 0.03% | $4.26M |
| -- | FNMA 30yr Pool#FA3788 5.500% 01-Nov-2055, 5.50%, 11/01/55 | -- | -- | 3.99M | 0.03% | $4.15M |
| -- | Vista Point Securitization Trust 2026-CES1 A3 5.376% 25-FEB-2056, 5.38%, 02/25/56 | -- | -- | 4.17M | 0.03% | $4.14M |
| -- | FNMA 30yr Pool#FS3246 5.500% 01-Nov-2052, 5.50%, 11/01/52 | -- | -- | 3.95M | 0.03% | $4.20M |
| -- | FNMA 30yr Pool#DD3307 6.000% 01-Feb-2055, 6.00%, 02/01/55 | -- | -- | 3.76M | 0.03% | $4.19M |
| -- | FIGRE Trust 2025-HE3 B 5.71% 25-MAY-2055, 5.71%, 05/25/55 | -- | -- | 4.09M | 0.03% | $4.14M |
| -- | GS Mortgage-Backed Securities Trust 2026-CES1 A3 5.422% 25-MAY-2056, 5.42%, 05/25/56 | -- | -- | 4.00M | 0.03% | $4.01M |
| -- | Ginnie Mae REMIC Trust 2023-116 LF 4.96154% 20-AUG-2053, 4.97%, 08/20/53 | -- | -- | 4.02M | 0.03% | $4.07M |
| -- | EASY STREET MORTGAGE LN 5.606%40 A1, 5.61%, 10/25/40 | -- | -- | 4.10M | 0.03% | $4.11M |
| -- | FIGRE TRUST 2025-FL1 5.265% 55, 5.26%, 07/25/55 | -- | -- | 4.03M | 0.03% | $4.06M |
| -- | JP Morgan Mortgage Trust 2026-CES1 A2 5.182% 25-JUN-2056, 5.18%, 06/25/56 | -- | -- | 4.00M | 0.03% | $3.99M |
| -- | FNMA 30yr Pool#CB2907 3.500% 01-Feb-2052, 3.50%, 02/01/52 | -- | -- | 4.27M | 0.03% | $4.05M |
| -- | FHLMC 30yr Pool#QF7280 5.500% 01-Jan-2053, 5.50%, 01/01/53 | -- | -- | 3.95M | 0.03% | $4.13M |
| -- | OBX 2026-CES1 Trust|5.586|04/25/2056, 5.59%, 04/25/56 | -- | -- | 4.00M | 0.03% | $4.02M |
| -- | FNMA 30yr Pool#BW6314 5.500% 01-Aug-2052, 5.50%, 08/01/52 | -- | -- | 3.83M | 0.03% | $3.96M |
| -- | FNMA 30yr Pool#DE7795 6.000% 01-Aug-2055, 6.00%, 08/01/55 | -- | -- | 3.67M | 0.03% | $3.94M |
| -- | EFMT 2026-CES1 A2 5.316% 25-DEC-2060, 5.32%, 12/25/60 | -- | -- | 3.88M | 0.03% | $3.89M |
| -- | Fannie Mae REMIC Trust 2020-98 AI 3.5% 25-JAN-2061, 3.50%, 01/25/61 | -- | -- | 18.27M | 0.03% | $3.90M |
| -- | FHLMC 30yr Pool#QX6719 6.000% 01-Feb-2055, 6.00%, 02/01/55 | -- | -- | 3.75M | 0.03% | $3.90M |
| -- | FHLMC 30yr Pool#QH5204 6.500% 01-Nov-2053, 6.50%, 11/01/53 | -- | -- | 3.69M | 0.03% | $3.92M |
| -- | FIGRE Trust 2025-HE3 C 5.91% 25-MAY-2055, 5.91%, 05/25/55 | -- | -- | 3.85M | 0.03% | $3.90M |
| -- | Connecticut Avenue Securities Trust 2022-R02 2M2 6.6619% 25-JAN-2042, 6.66%, 01/25/42 | -- | -- | 3.73M | 0.03% | $3.80M |
| -- | FNMA 30yr Pool#BY0335 6.000% 01-May-2053, 6.00%, 05/01/53 | -- | -- | 3.22M | 0.03% | $3.76M |
| -- | FIGRE Trust 2026-HE1 B 5.183% 25-JAN-2056, 5.18%, 01/25/56 | -- | -- | 3.77M | 0.03% | $3.79M |
| -- | FNMA 30yr Pool#DA5072 6.500% 01-Nov-2053, 6.50%, 11/01/53 | -- | -- | 3.40M | 0.03% | $3.85M |
| -- | FNMA 30yr Pool#FS2135 4.000% 01-Nov-2049, 4.00%, 11/01/49 | -- | -- | 3.87M | 0.03% | $3.78M |
| -- | Connecticut Avenue Securities Trust 2022-R07 1B2 15.6619% 25-JUN-2042, 15.66%, 06/25/42 | -- | -- | 3.21M | 0.03% | $3.60M |
| -- | FNMA 30yr Pool#FS2713 4.500% 01-Oct-2050, 4.50%, 10/01/50 | -- | -- | 3.58M | 0.03% | $3.58M |
| -- | FHLMC 30yr Pool#QH1144 5.500% 01-Sep-2053, 5.50%, 09/01/53 | -- | -- | 3.46M | 0.03% | $3.60M |
| -- | FHLMC 30yr Pool#QF7810 5.500% 01-Jan-2053, 5.50%, 01/01/53 | -- | -- | 3.34M | 0.03% | $3.47M |
| -- | FNMA 30yr Pool#DF1002 6.000% 01-Oct-2055, 6.00%, 10/01/55 | -- | -- | 3.38M | 0.03% | $3.52M |
| -- | FHLMC 30yr Pool#QH0826 5.500% 01-Sep-2053, 5.50%, 09/01/53 | -- | -- | 3.37M | 0.03% | $3.49M |
| -- | FNMA 30yr Pool#BX6124 6.500% 01-Jan-2053, 6.50%, 01/01/53 | -- | -- | 3.26M | 0.03% | $3.48M |
| -- | FHLMC 30yr Pool#QZ3837 6.000% 01-Sep-2055, 6.00%, 09/01/55 | -- | -- | 3.25M | 0.03% | $3.46M |
| -- | FHLMC 30yr Pool#SD1416 4.500% 01-Dec-2048, 4.50%, 12/01/48 | -- | -- | 3.45M | 0.03% | $3.44M |
| -- | FHLMC 30yr Pool#QI8221 6.000% 01-Jun-2054, 6.00%, 06/01/54 | -- | -- | 3.32M | 0.03% | $3.54M |
| -- | FNMA 30yr Pool#FM7031 4.000% 01-Jan-2051, 4.00%, 01/01/51 | -- | -- | 3.47M | 0.02% | $3.39M |
| -- | FHLMC 30yr Pool#QX5273 6.000% 01-Feb-2055, 6.00%, 02/01/55 | -- | -- | 3.10M | 0.02% | $3.33M |
| -- | OBX 2026 HE1 FLTG 2056 A1B, 5.16%, 02/25/56 | -- | -- | 3.37M | 0.02% | $3.38M |
| -- | RCKT Mortgage Trust 2025-CES2 A1B 5.603% 25-FEB-2055, 5.60%, 02/25/55 | -- | -- | 3.27M | 0.02% | $3.29M |
| -- | FHLMC 30yr Pool#QH7549 6.000% 01-Dec-2053, 6.00%, 12/01/53 | -- | -- | 3.15M | 0.02% | $3.40M |
| -- | Connecticut Avenue Securities Trust 2024-R06 1M2 5.2619% 25-SEP-2044, 5.26%, 09/25/44 | -- | -- | 3.32M | 0.02% | $3.33M |
| -- | FINANCE OF AMERICA STRUCTURE 3.5% 74, 3.50%, 02/25/74 | -- | -- | 3.41M | 0.02% | $3.37M |
| -- | RCKT Mortgage Trust 2026-CES1 A1B 4.928% 25-JAN-2056, 4.93%, 01/25/56 | -- | -- | 3.27M | 0.02% | $3.27M |
| -- | FNMA 30yr Pool#FM1540 4.000% 01-Sep-2049, 4.00%, 09/01/49 | -- | -- | 3.18M | 0.02% | $3.16M |
| -- | RCKT Mortgage Trust 2023-CES1 A1A 6.515% 25-JUN-2043, 6.51%, 06/25/43 | -- | -- | 3.20M | 0.02% | $3.22M |
| -- | FHLMC 30yr Pool#QH6041 5.500% 01-Dec-2053, 5.50%, 12/01/53 | -- | -- | 3.11M | 0.02% | $3.21M |
| -- | FHLMC 30yr Pool#SD1111 4.000% 01-Jun-2050, 4.00%, 06/01/50 | -- | -- | 3.12M | 0.02% | $3.06M |
| -- | EFMT 2025-RTL1 0% 40, 5.22%, 11/25/40 | -- | -- | 3.11M | 0.02% | $3.12M |
| -- | FHLMC 30yr Pool#QZ4951 6.000% 01-Oct-2055, 6.00%, 10/01/55 | -- | -- | 2.90M | 0.02% | $3.10M |
| -- | FNMA 30yr Pool#MA4026 4.000% 01-May-2050, 4.00%, 05/01/50 | -- | -- | 3.24M | 0.02% | $3.14M |
| -- | BX Trust 2021-BXMF C 4.98527% 15-OCT-2038, 4.96%, 10/15/26 | -- | -- | 2.96M | 0.02% | $2.97M |
| -- | U.S. Bank Auto Credit Linked Notes, Series 2023-1 B 6.789% 25-AUG-2032, 6.79%, 08/25/32 | -- | -- | 2.89M | 0.02% | $2.92M |
| -- | FNMA 30yr Pool#MA4056 4.000% 01-Jun-2050, 4.00%, 06/01/50 | -- | -- | 3.01M | 0.02% | $2.92M |
| -- | GWT Commercial Mortgage Trust 2024-WLF2 A 5.37124% 15-MAY-2041, 5.35%, 05/15/41 | -- | -- | 2.90M | 0.02% | $2.92M |
| -- | COOPR Residential Mortgage Trust 2026-CES1 A2 5.158% 25-FEB-2061, 5.16%, 01/25/61 | -- | -- | 2.95M | 0.02% | $2.95M |
| -- | FNMA 30yr Pool#MA3496 4.500% 01-Oct-2048, 4.50%, 10/01/48 | -- | -- | 2.78M | 0.02% | $2.78M |
| -- | Fannie Mae Pool|4|03/01/2050, 4.00%, 03/01/50 | -- | -- | 2.88M | 0.02% | $2.80M |
| -- | New Residential Mortgage Loan Trust 2024-RTL1 A2 7.101% 25-MAR-2039, 7.10%, 03/25/39 | -- | -- | 2.75M | 0.02% | $2.76M |
| -- | Chase Mortgage Reference Notes, Series 2021-CL1 M1 4.8619% 25-FEB-2050, 4.86%, 02/25/50 | -- | -- | 2.83M | 0.02% | $2.79M |
| -- | FHLMC 30yr Pool#QG2539 6.500% 01-May-2053, 6.50%, 05/01/53 | -- | -- | 2.67M | 0.02% | $2.80M |
| -- | RCKT MORTGAGE TRUST 2025-CE 5.16% 34, 5.16%, 07/25/34 | -- | -- | 2.75M | 0.02% | $2.76M |
| -- | FNMA 30yr Pool#BX8700 5.500% 01-Mar-2053, 5.50%, 03/01/53 | -- | -- | 2.74M | 0.02% | $2.84M |
| -- | FHLMC 30yr Pool#QE6404 5.500% 01-Jul-2052, 5.50%, 07/01/52 | -- | -- | 2.55M | 0.02% | $2.76M |
| -- | FHLMC 30yr Pool#QZ4131 6.000% 01-Sep-2055, 6.00%, 09/01/55 | -- | -- | 2.72M | 0.02% | $2.83M |
| -- | FNMA 30yr Pool#BV5393 3.500% 01-Apr-2052, 3.50%, 04/01/52 | -- | -- | 2.82M | 0.02% | $2.69M |
| -- | OBX TRUST 2026-HE1 FLTG 2056 M1, 5.31%, 02/25/56 | -- | -- | 2.71M | 0.02% | $2.71M |
| -- | FHLMC 30yr Pool#SD2897 5.500% 01-May-2053, 5.50%, 05/01/53 | -- | -- | 2.46M | 0.02% | $2.61M |
| -- | FHLMC 30yr Pool#QE8542 5.500% 01-Aug-2052, 5.50%, 08/01/52 | -- | -- | 2.62M | 0.02% | $2.71M |
| -- | Vista Point Securitization Trust 2026-CES1 A2 5.226% 25-FEB-2056, 5.23%, 02/25/56 | -- | -- | 2.60M | 0.02% | $2.60M |
| -- | FHLMC 30yr Pool#QF9276 5.500% 01-Mar-2053, 5.50%, 03/01/53 | -- | -- | 2.56M | 0.02% | $2.65M |
| -- | FHLMC 30yr Pool#SD6905 6.000% 01-Nov-2054, 6.00%, 11/01/54 | -- | -- | 2.58M | 0.02% | $2.68M |
| -- | EFMT 2026-CES1 A1B 5.116% 25-DEC-2060, 5.12%, 12/25/60 | -- | -- | 2.58M | 0.02% | $2.58M |
| -- | FNMA 30yr Pool#DE2839 6.000% 01-Jun-2055, 6.00%, 06/01/55 | -- | -- | 2.33M | 0.02% | $2.57M |
| -- | PRPM 2026-RCF1 A3 5.305% 25-JAN-2056, 5.30%, 01/25/56 | -- | -- | 2.50M | 0.02% | $2.52M |
| -- | BX Trust 2021-BXMF G 7.143513% 15-OCT-2038, 7.12%, 10/15/26 | -- | -- | 2.49M | 0.02% | $2.50M |
| -- | FIGRE Trust 2024-HE4 B 5.252% 25-SEP-2054, 5.25%, 09/25/54 | -- | -- | 2.54M | 0.02% | $2.55M |
| -- | PRPM 2026-RCF1 A2 5.206% 25-JAN-2056, 5.21%, 01/25/56 | -- | -- | 2.50M | 0.02% | $2.52M |
| -- | OBX 2026-CES1 Trust|5.424|04/25/2056, 5.42%, 04/25/56 | -- | -- | 2.50M | 0.02% | $2.51M |
| -- | FHLMC 30yr Pool#Q57869 4.000% 01-Aug-2048, 4.00%, 08/01/48 | -- | -- | 2.69M | 0.02% | $2.58M |
| -- | FHLMC 30yr Pool#SD3523 3.000% 01-Jun-2052, 3.00%, 06/01/52 | -- | -- | 2.71M | 0.02% | $2.48M |
| -- | Bayview Opportunity Master Fund VII Trust 2024-CAR1 B 4.9619% 25-DEC-2031, 4.96%, 12/26/31 | -- | -- | 2.47M | 0.02% | $2.48M |
| -- | FNMA 30yr Pool#BY5913 5.500% 01-Sep-2053, 5.50%, 09/01/53 | -- | -- | 2.31M | 0.02% | $2.39M |
| -- | Ginnie Mae REMIC Trust 2017-163 LO 0.0% 16-MAY-2041, 0.00%, 05/16/41 | -- | -- | 3.11M | 0.02% | $2.38M |
| -- | FNMA 30yr Pool#DC1302 5.000% 01-Aug-2054, 5.00%, 08/01/54 | -- | -- | 2.41M | 0.02% | $2.42M |
| -- | Connecticut Avenue Securities Trust 2022-R08 1M2 7.2619% 25-JUL-2042, 7.26%, 07/25/42 | -- | -- | 2.28M | 0.02% | $2.36M |
| -- | FNMA 30yr Pool#DA3549 6.500% 01-Oct-2053, 6.50%, 10/01/53 | -- | -- | 2.21M | 0.02% | $2.34M |
| -- | FNMA 30yr Pool#DG3733 5.000% 01-Mar-2056, 5.00%, 03/01/56 | -- | -- | 2.43M | 0.02% | $2.44M |
| -- | FHLMC 30yr Pool#QF0488 5.500% 01-Sep-2052, 5.50%, 09/01/52 | -- | -- | 2.29M | 0.02% | $2.39M |
| -- | FNMA 30yr Pool#BY8533 6.500% 01-Aug-2053, 6.50%, 08/01/53 | -- | -- | 2.30M | 0.02% | $2.42M |
| -- | Morgan Stanley Residential Mortgage Loan Trust 2026-NQM1 A2 5.032% 25-DEC-2070, 5.03%, 12/25/70 | -- | -- | 2.33M | 0.02% | $2.32M |
| -- | PRPM 2025-RCF3 LLC 5.25% 55, 5.25%, 07/25/55 | -- | -- | 2.38M | 0.02% | $2.40M |
| -- | Ally Bank Auto Credit-Linked Notes, Series 2024-A C 6.022% 15-MAY-2032, 6.02%, 05/17/32 | -- | -- | 2.07M | 0.02% | $2.21M |
| -- | PRPM 2024-RCF2 A1 3.75% 25-MAR-2054, 3.75%, 03/25/54 | -- | -- | 2.23M | 0.02% | $2.19M |
| -- | FNMA 30yr Pool#CB9430 5.500% 01-Nov-2054, 5.50%, 11/01/54 | -- | -- | -2.37B | 0.02% | $2.22M |
| -- | FHLMC 30yr Pool#QY9883 6.000% 01-Aug-2055, 6.00%, 08/01/55 | -- | -- | 2.15M | 0.02% | $2.24M |
| -- | FNMA 30yr Pool#DF0313 6.000% 01-Sep-2055, 6.00%, 09/01/55 | -- | -- | 2.20M | 0.02% | $2.29M |
| -- | FHLMC 30yr Pool#QG2543 5.500% 01-May-2053, 5.50%, 05/01/53 | -- | -- | 2.05M | 0.01% | $2.11M |
| -- | Chase Mortgage Reference Notes, Series 2020-CL1 M2 6.29303% 25-OCT-2057, 6.29%, 10/25/57 | -- | -- | 1.86M | 0.01% | $1.93M |
| -- | FNMA 30yr Pool#FS3001 4.000% 01-Oct-2051, 4.00%, 10/01/51 | -- | -- | 2.06M | 0.01% | $2.00M |
| -- | FNMA 30yr Pool#FS1640 4.000% 01-Apr-2052, 4.00%, 04/01/52 | -- | -- | 2.08M | 0.01% | $2.01M |
| -- | FNMA 30yr Pool#BX8072 5.500% 01-Mar-2053, 5.50%, 03/01/53 | -- | -- | 1.86M | 0.01% | $1.93M |
| -- | FHLMC 30yr Pool#QX7432 6.000% 01-Feb-2055, 6.00%, 02/01/55 | -- | -- | 1.76M | 0.01% | $1.93M |
| -- | FNMA 30yr Pool#CA7849 4.500% 01-Oct-2050, 4.50%, 10/01/50 | -- | -- | 1.96M | 0.01% | $1.95M |
| -- | FNMA 30yr Pool#BY0338 6.500% 01-May-2053, 6.50%, 05/01/53 | -- | -- | 1.90M | 0.01% | $2.00M |
| -- | FNMA 30yr Pool#DA0036 6.500% 01-Sep-2053, 6.50%, 09/01/53 | -- | -- | 1.85M | 0.01% | $1.95M |
| -- | Santander Bank Auto Credit-Linked Notes, Series 2024-A B 5.622% 15-JUN-2032, 5.62%, 06/15/32 | -- | -- | 1.74M | 0.01% | $1.86M |
| -- | RAM 2024-1 A 5.95% 15-FEB-2039, 6.67%, 02/15/39 | -- | -- | 1.67M | 0.01% | $1.81M |
| -- | FNMA 30yr Pool#BY0361 6.500% 01-Jun-2053, 6.50%, 06/01/53 | -- | -- | 1.51M | 0.01% | $1.79M |
| -- | FNMA 30yr Pool#DF0998 6.000% 01-Oct-2055, 6.00%, 10/01/55 | -- | -- | 1.77M | 0.01% | $1.84M |
| -- | FNMA 30yr Pool#DA3538 6.000% 01-Oct-2053, 6.00%, 10/01/53 | -- | -- | 1.68M | 0.01% | $1.75M |
| -- | Chase Mortgage Reference Notes, Series 2021-CL1 M3 5.2119% 25-FEB-2050, 5.21%, 02/25/50 | -- | -- | 1.85M | 0.01% | $1.81M |
| -- | FHLMC 30yr Pool#QI4878 6.000% 01-Apr-2054, 6.00%, 04/01/54 | -- | -- | 1.69M | 0.01% | $1.75M |
| -- | Foundation Finance Trust 2023-2 A 6.53% 15-JUN-2049, 6.53%, 06/15/49 | -- | -- | 1.65M | 0.01% | $1.75M |
| -- | Connecticut Avenue Securities Trust 2022-R06 1B2 14.2619% 25-MAY-2042, 14.26%, 05/25/42 | -- | -- | 1.60M | 0.01% | $1.76M |
| -- | FHLMC 30yr Pool#SI2017 4.000% 01-Dec-2048, 4.00%, 12/01/48 | -- | -- | 1.91M | 0.01% | $1.85M |
| -- | Fannie Mae Pool|4|08/01/2050, 4.00%, 08/01/50 | -- | -- | 1.74M | 0.01% | $1.68M |
| -- | FHLMC 30yr Pool#SD0943 3.500% 01-Apr-2052, 3.50%, 04/01/52 | -- | -- | 1.72M | 0.01% | $1.64M |
| -- | FHLMC 30yr Pool#QG2540 6.500% 01-May-2053, 6.50%, 05/01/53 | -- | -- | 1.13M | 0.01% | $1.64M |
| -- | FHF Trust 2024-1 (First Help Financial) A2 5.69% 15-FEB-2030, 5.69%, 02/15/30 | -- | -- | 1.57M | 0.01% | $1.71M |
| -- | PRPM 2025-RCF3 LLC 5.25% 55, 5.25%, 07/25/55 | -- | -- | 1.70M | 0.01% | $1.71M |
| -- | FNMA 30yr Pool#MA3521 4.000% 01-Nov-2048, 4.00%, 11/01/48 | -- | -- | 1.73M | 0.01% | $1.69M |
| -- | NRZ MSR-Collateralized Notes, Series 2021-FHT1 A 3.104% 25-JUL-2026, 3.10%, 07/25/26 | -- | -- | 1.63M | 0.01% | $1.62M |
| -- | Chase Mortgage Reference Notes, Series 2021-CL1 M2 5.0119% 25-FEB-2050, 5.01%, 02/25/50 | -- | -- | 1.66M | 0.01% | $1.63M |
| -- | FHLMC 30yr Pool#SD1551 4.000% 01-Mar-2050, 4.00%, 03/01/50 | -- | -- | 1.78M | 0.01% | $1.73M |
| -- | FNMA 30yr Pool#DD4221 6.000% 01-Feb-2055, 6.00%, 02/01/55 | -- | -- | 1.55M | 0.01% | $1.61M |
| -- | FHLMC 30yr Pool#QZ4132 6.000% 01-Sep-2055, 6.00%, 09/01/55 | -- | -- | 1.41M | 0.01% | $1.54M |
| -- | FHLMC 30yr Pool#SD4456 4.000% 01-Aug-2050, 4.00%, 08/01/50 | -- | -- | 1.60M | 0.01% | $1.56M |
| -- | FNMA 30yr Pool#CB2681 3.500% 01-Jan-2052, 3.50%, 01/01/52 | -- | -- | 1.63M | 0.01% | $1.55M |
| -- | FNMA 30yr Pool#DC9709 6.000% 01-Jan-2055, 6.00%, 01/01/55 | -- | -- | 1.39M | 0.01% | $1.52M |
| -- | FHLMC 30yr Pool#QY7439 6.000% 01-Jun-2055, 6.00%, 06/01/55 | -- | -- | 1.42M | 0.01% | $1.48M |
| -- | Santander Bank Auto Credit-Linked Notes, Series 2023-B B 5.64% 15-DEC-2033, 5.64%, 12/15/33 | -- | -- | 1.39M | 0.01% | $1.50M |
| -- | FNMA 30yr Pool#BT8051 5.500% 01-Jan-2053, 5.50%, 01/01/53 | -- | -- | 1.38M | 0.01% | $1.43M |
| -- | FHLMC 30yr Pool#Q58477 4.000% 01-Sep-2048, 4.00%, 09/01/48 | -- | -- | 1.49M | 0.01% | $1.43M |
| -- | FHLMC 30yr Pool#QG4340 6.500% 01-Jun-2053, 6.50%, 06/01/53 | -- | -- | 1.29M | 0.01% | $1.36M |
| -- | FNMA 30yr Pool#CA5573 4.000% 01-Apr-2050, 4.00%, 04/01/50 | -- | -- | 1.39M | 0.01% | $1.42M |
| -- | FNMA 30yr Pool#CA1931 4.500% 01-Jun-2048, 4.50%, 06/01/48 | -- | -- | 1.38M | 0.01% | $1.37M |
| -- | FNMA 30yr Pool#BY1896 5.500% 01-May-2053, 5.50%, 05/01/53 | -- | -- | 1.35M | 0.01% | $1.39M |
| -- | FNMA 30yr Pool#MA3415 4.000% 01-Jul-2048, 4.00%, 07/01/48 | -- | -- | 1.46M | 0.01% | $1.42M |
| -- | FNMA 30yr Pool#BX7860 5.500% 01-Mar-2053, 5.50%, 03/01/53 | -- | -- | 1.25M | 0.01% | $1.29M |
| -- | FIGRE TRUST 2025-HE5 FLTG 2055 B, 5.49%, 08/25/55 | -- | -- | 1.31M | 0.01% | $1.31M |
| -- | Bayview Opportunity Master Fund VII Trust 2024-CAR1 C 5.1619% 25-DEC-2031, 5.16%, 12/26/31 | -- | -- | 1.20M | 0.01% | $1.21M |
| -- | FNMA 30yr Pool#DB3056 5.500% 01-May-2054, 5.50%, 05/01/54 | -- | -- | 1.17M | 0.01% | $1.21M |
| -- | FHLMC 30yr Pool#QF2561 5.500% 01-Nov-2052, 5.50%, 11/01/52 | -- | -- | 1.17M | 0.01% | $1.22M |
| -- | Ally Bank Auto Credit-Linked Notes, Series 2024-A D 6.315% 15-MAY-2032, 6.31%, 05/17/32 | -- | -- | 1.18M | 0.01% | $1.26M |
| -- | FNMA 30yr Pool#FM7725 4.500% 01-Dec-2050, 4.50%, 12/01/50 | -- | -- | 1.23M | 0.01% | $1.24M |
| -- | FNMA 30yr Pool#BY0327 6.500% 01-May-2053, 6.50%, 05/01/53 | -- | -- | 1.23M | 0.01% | $1.29M |
| -- | ACHV ABS Trust 2024-1PL B 6.34% 25-APR-2031, 6.34%, 04/25/31 | -- | -- | 1.23M | 0.01% | $1.24M |
| -- | FNMA 30yr Pool#FM9138 4.000% 01-Mar-2050, 4.00%, 03/01/50 | -- | -- | 1.18M | 0.01% | $1.15M |
| -- | FNMA 30yr Pool#BJ9181 5.000% 01-May-2048, 5.00%, 05/01/48 | -- | -- | 1.13M | 0.01% | $1.16M |
| -- | FHLMC 30yr Pool#ZT2087 4.000% 01-Jun-2049, 4.00%, 06/01/49 | -- | -- | 1.13M | 0.01% | $1.10M |
| -- | FNMA 30yr Pool#MA3149 4.000% 01-Oct-2047, 4.00%, 10/01/47 | -- | -- | 1.21M | 0.01% | $1.18M |
| -- | FNMA 30yr Pool#AS6811 3.000% 01-Mar-2046, 3.00%, 03/01/46 | -- | -- | 1.20M | 0.01% | $1.11M |
| -- | FHLMC 30yr Pool#QG6538 5.500% 01-Jul-2053, 5.50%, 07/01/53 | -- | -- | 1.09M | 0.01% | $1.13M |
| -- | FNMA 40yr Pool#BF0167 3.000% 01-Feb-2057, 3.00%, 02/01/57 | -- | -- | 1.35M | 0.01% | $1.19M |
| -- | FHLMC 30yr Pool#SD8003 4.000% 01-Jul-2049, 4.00%, 07/01/49 | -- | -- | 1.19M | 0.01% | $1.16M |
| -- | EFMT 2026-CES1 M1 5.616% 25-DEC-2060, 5.62%, 12/25/60 | -- | -- | 1.17M | 0.01% | $1.17M |
| -- | FNMA 30yr Pool#BX0804 5.500% 01-Nov-2052, 5.50%, 11/01/52 | -- | -- | 1.12M | 0.01% | $1.16M |
| -- | FHLMC 30yr Pool#RA1188 4.500% 01-Aug-2049, 4.50%, 08/01/49 | -- | -- | 1.02M | 0.01% | $1.01M |
| -- | U.S. Auto Funding 2021-1 C 2.2% 15-MAY-2026, 2.20%, 05/15/26 | -- | -- | 1.17M | 0.01% | $1.00M |
| -- | FNMA 30yr Pool#BV4203 3.500% 01-Apr-2052, 3.50%, 04/01/52 | -- | -- | 991.97K | 0.01% | $949.42K |
| -- | Flagship Credit Auto Trust 2023-1 B 5.05% 15-FEB-2028, 5.05%, 01/18/28 | -- | -- | 976.87K | 0.01% | $981.45K |
| -- | FHLMC 30yr Pool#RA1087 4.500% 01-Jul-2049, 4.50%, 07/01/49 | -- | -- | 1.02M | 0.01% | $1.01M |
| -- | FNMA 30yr Pool#FM1598 4.000% 01-Feb-2049, 4.00%, 02/01/49 | -- | -- | 961.29K | 0.01% | $929.74K |
| -- | Connecticut Avenue Securities Trust 2022-R04 1M2 6.7619% 25-MAR-2042, 6.76%, 03/25/42 | -- | -- | 1.00M | 0.01% | $1.02M |
| -- | FHF Issuer Trust 2023-2 (First Help Financial) A2 6.79% 15-OCT-2029, 6.79%, 10/15/29 | -- | -- | 845.09K | 0.01% | $960.84K |
| -- | FHLMC 30yr Pool#QG6948 5.500% 01-Jul-2053, 5.50%, 07/01/53 | -- | -- | 885.77K | 0.01% | $919.38K |
| -- | FNMA 30yr Pool#CB8995 5.500% 01-Aug-2054, 5.50%, 08/01/54 | -- | -- | 968.37K | 0.01% | $1.01M |
| -- | FNMA 30yr Pool#AS7492 4.000% 01-Jul-2046, 4.00%, 07/01/46 | -- | -- | 1.08M | 0.01% | $1.05M |
| -- | FHLMC 30yr Pool#QH3309 5.500% 01-Oct-2053, 5.50%, 10/01/53 | -- | -- | 886.02K | 0.01% | $913.00K |
| -- | FHLMC 30yr Pool#QG3885 6.500% 01-Jun-2053, 6.50%, 06/01/53 | -- | -- | 964.63K | 0.01% | $1.01M |
| -- | FNMA 30yr Pool#BV8484 3.500% 01-Apr-2052, 3.50%, 04/01/52 | -- | -- | 998.12K | 0.01% | $937.42K |
| -- | BX Commercial Mortgage Trust 2021-21M A 4.524% 15-OCT-2036, 4.50%, 10/15/36 | -- | -- | 862.80K | 0.01% | $866.00K |
| -- | FNMA 30yr Pool#CA6382 4.500% 01-Jul-2050, 4.50%, 07/01/50 | -- | -- | 915.87K | 0.01% | $908.52K |
| -- | Blue Bridge Funding 2023-1 A 7.37% 15-NOV-2030, 7.37%, 11/15/30 | -- | -- | 779.02K | 0.01% | $788.11K |
| -- | FNMA 30yr Pool#AB9341 3.000% 01-May-2043, 3.00%, 05/01/43 | -- | -- | 847.59K | 0.01% | $789.07K |
| -- | FNMA 30yr Pool#CC0990 5.000% 01-Sep-2055, 5.00%, 09/01/55 | -- | -- | 788.05K | 0.01% | $800.57K |
| -- | GNMA II 30yr Pool#MA5021 4.500% 20-Feb-2048, 4.50%, 02/20/48 | -- | -- | 868.13K | 0.01% | $875.12K |
| -- | FNMA 30yr Pool#BN4541 4.000% 01-Feb-2049, 4.00%, 02/01/49 | -- | -- | 813.53K | 0.01% | $786.58K |
| -- | Reach ABS Trust 2024-2 A 5.88% 15-JUL-2031, 5.88%, 07/15/31 | -- | -- | 777.03K | 0.01% | $783.56K |
| -- | FHLMC 30yr Pool#ZM8197 4.000% 01-Sep-2048, 4.00%, 09/01/48 | -- | -- | 886.44K | 0.01% | $857.01K |
| -- | FHLMC 30yr Pool#QG7338 6.000% 01-Jul-2053, 6.00%, 07/01/53 | -- | -- | 767.35K | 0.01% | $798.70K |
| -- | FREMF 2019-KF70 Mortgage Trust C 9.78337% 25-SEP-2029, 9.78%, 09/25/29 | -- | -- | 890.41K | 0.01% | $887.66K |
| -- | ACHM Trust 2024-HE1 B 7.26% 25-MAY-2039, 7.26%, 05/25/39 | -- | -- | 621.27K | 0.01% | $639.66K |
| -- | GNMA II 30yr Pool#MA5264 4.000% 20-Jun-2048, 4.00%, 06/20/48 | -- | -- | 693.18K | 0.01% | $675.83K |
| -- | FNMA 30yr Pool#CB6864 5.000% 01-Aug-2053, 5.00%, 08/01/53 | -- | -- | 652.53K | 0.01% | $660.97K |
| -- | Compass Datacenters Issuer II, Series 2024-1 B_2401 7.0% 25-FEB-2049, 7.00%, 02/25/49 | -- | -- | 620.00K | 0.01% | $632.28K |
| -- | FNMA 30yr Pool#BY0782 5.500% 01-Apr-2053, 5.50%, 04/01/53 | -- | -- | 738.33K | 0.01% | $765.07K |
| -- | Arivo Acceptance Auto Loan Receivables Trust 2024-1 A 6.46% 15-APR-2028, 6.46%, 04/17/28 | -- | -- | 522.60K | 0.01% | $668.13K |
| -- | FHLMC 30yr Pool#QH7013 6.500% 01-Dec-2053, 6.50%, 12/01/53 | -- | -- | 162.33K | 0.01% | $745.88K |
| -- | FNMA 30yr Pool#BY0866 5.500% 01-May-2053, 5.50%, 05/01/53 | -- | -- | 693.07K | 0.01% | $715.44K |
| -- | FHLMC 30yr Pool#ZT1926 3.000% 01-Nov-2043, 3.00%, 11/01/43 | -- | -- | 743.85K | 0.01% | $713.43K |
| -- | FHLMC 30yr Pool#RA1999 4.500% 01-Jan-2050, 4.50%, 01/01/50 | -- | -- | 718.75K | 0.01% | $714.85K |
| -- | FNMA 30yr Pool#BW0343 4.500% 01-May-2052, 4.50%, 05/01/52 | -- | -- | 582.84K | 0.00% | $620.01K |
| -- | FNMA 30yr Pool#AZ0869 4.000% 01-Jul-2045, 4.00%, 07/01/45 | -- | -- | 481.18K | 0.00% | $498.31K |
| -- | Sequoia Mortgage Trust 2013-5 A1 2.5% 25-MAY-2043, 2.50%, 05/25/43 | -- | -- | 604.37K | 0.00% | $543.21K |
| -- | FNMA 30yr Pool#AL6842 4.000% 01-May-2045, 4.00%, 05/01/45 | -- | -- | 577.98K | 0.00% | $563.75K |
| -- | FHLMC 30yr Pool#QE1073 3.500% 01-Apr-2052, 3.50%, 04/01/52 | -- | -- | 642.36K | 0.00% | $603.24K |
| -- | ACHV ABS Trust 2024-1PL C 6.42% 25-APR-2031, 6.42%, 04/25/31 | -- | -- | 564.48K | 0.00% | $569.55K |
| -- | FHLMC 30yr Pool#SD8047 4.500% 01-Feb-2050, 4.50%, 02/01/50 | -- | -- | 571.89K | 0.00% | $580.20K |
| -- | FNMA 30yr Pool#BK9507 4.000% 01-Oct-2048, 4.00%, 10/01/48 | -- | -- | 587.56K | 0.00% | $570.43K |
| -- | FHLMC 30yr Pool#SD1414 4.000% 01-Oct-2050, 4.00%, 10/01/50 | -- | -- | 430.56K | 0.00% | $415.95K |
| -- | FNMA 30yr Pool#BV6879 4.500% 01-Apr-2052, 4.50%, 04/01/52 | -- | -- | 403.03K | 0.00% | $396.83K |
| -- | FHLMC 30yr Pool#QD9191 3.500% 01-Apr-2052, 3.50%, 04/01/52 | -- | -- | 494.19K | 0.00% | $464.30K |
| -- | FNMA 30yr Pool#CA4646 3.000% 01-Feb-2048, 3.00%, 02/01/48 | -- | -- | 407.09K | 0.00% | $378.77K |
| -- | FHLMC 30yr Pool#QA8274 3.500% 01-Mar-2050, 3.50%, 03/01/50 | -- | -- | 384.38K | 0.00% | $358.69K |
| -- | FHLMC 30yr Pool#QG3397 6.000% 01-May-2053, 6.00%, 05/01/53 | -- | -- | 348.99K | 0.00% | $363.18K |
| -- | FNMA 30yr Pool#CB4329 3.500% 01-Jul-2052, 3.50%, 07/01/52 | -- | -- | 421.24K | 0.00% | $396.01K |
| -- | FHLMC 15yr Pool#SB0116 2.500% 01-Nov-2034, 2.50%, 11/01/34 | -- | -- | 469.54K | 0.00% | $464.52K |
| -- | FNMA 30yr Pool#BE3616 4.000% 01-May-2047, 4.00%, 05/01/47 | -- | -- | 215.26K | 0.00% | $211.96K |
| -- | Hotwire Funding, Series 2021-1 B_2021_1 2.658% 20-NOV-2051, 2.66%, 11/20/51 | -- | -- | 300.00K | 0.00% | $296.03K |
| -- | FHLMC 30yr Pool#ZN6461 4.000% 01-May-2049, 4.00%, 05/01/49 | -- | -- | 298.49K | 0.00% | $288.28K |
| -- | FHLMC 30yr Pool#QA5150 4.500% 01-Dec-2049, 4.50%, 12/01/49 | -- | -- | 263.85K | 0.00% | $261.95K |
| -- | FHLMC 30yr Pool#ZT0391 4.000% 01-Nov-2047, 4.00%, 11/01/47 | -- | -- | 285.87K | 0.00% | $284.16K |
| -- | FNMA 30yr Pool#BV7632 4.500% 01-Apr-2052, 4.50%, 04/01/52 | -- | -- | 309.65K | 0.00% | $304.89K |
| -- | FNMA 30yr Pool#BN3899 4.000% 01-Dec-2048, 4.00%, 12/01/48 | -- | -- | 261.79K | 0.00% | $253.24K |
| -- | Fannie Mae REMIC Trust 2012-126 SY 0.22362% 25-NOV-2042, 0.22%, 11/25/42 | -- | -- | 473.55K | 0.00% | $244.44K |
| -- | Fannie Mae REMIC Trust 2017-9 VL 3.0% 25-JUL-2028, 3.00%, 07/25/28 | -- | -- | 215.28K | 0.00% | $222.46K |
| -- | FNMA 30yr Pool#BW0081 4.500% 01-Apr-2052, 4.50%, 04/01/52 | -- | -- | 227.96K | 0.00% | $224.41K |
| -- | FHLMC 30yr Pool#ZN4240 4.500% 01-Dec-2048, 4.50%, 12/01/48 | -- | -- | 245.52K | 0.00% | $245.84K |
| -- | FNMA 30yr Pool#AR9225 3.000% 01-Mar-2043, 3.00%, 03/01/43 | -- | -- | 313.11K | 0.00% | $289.14K |
| -- | FNMA 30yr Pool#FM3447 4.000% 01-Nov-2049, 4.00%, 11/01/49 | -- | -- | 348.87K | 0.00% | $339.16K |
| -- | FNMA 30yr Pool#MA3687 4.000% 01-Jun-2049, 4.00%, 06/01/49 | -- | -- | 224.64K | 0.00% | $218.73K |
| -- | FNMA 30yr Pool#FS2548 4.000% 01-Mar-2051, 4.00%, 03/01/51 | -- | -- | 289.10K | 0.00% | $280.87K |
| -- | FNMA 30yr Pool#MA3908 4.500% 01-Jan-2050, 4.50%, 01/01/50 | -- | -- | 217.79K | 0.00% | $219.19K |
| -- | FHLMC 30yr Pool#SD1966 4.000% 01-Nov-2052, 4.00%, 11/01/52 | -- | -- | 319.99K | 0.00% | $309.52K |
| -- | FHLMC 30yr Pool#QA1615 3.500% 01-Aug-2049, 3.50%, 08/01/49 | -- | -- | 267.03K | 0.00% | $250.15K |
| -- | FNMA 30yr Pool#MA1327 3.000% 01-Jan-2043, 3.00%, 01/01/43 | -- | -- | 225.37K | 0.00% | $213.00K |
| -- | Connecticut Avenue Securities Trust 2023-R05 1B1 8.4119% 25-JUN-2043, 8.41%, 06/25/43 | -- | -- | 312.00K | 0.00% | $332.23K |
| -- | FNMA 30yr Pool#AS8649 3.000% 01-Jan-2047, 3.00%, 01/01/47 | -- | -- | 300.19K | 0.00% | $274.31K |
| -- | FNMA 30yr Pool#FS2238 4.000% 01-Mar-2051, 4.00%, 03/01/51 | -- | -- | 281.04K | 0.00% | $273.94K |
| -- | FHLMC 30yr Pool#QA2159 3.000% 01-Aug-2049, 3.00%, 08/01/49 | -- | -- | 74.80K | 0.00% | $73.42K |
| -- | FNMA 30yr Pool#BV7131 4.500% 01-Apr-2052, 4.50%, 04/01/52 | -- | -- | 128.08K | 0.00% | $126.10K |
| -- | FHLMC 30yr Pool#ZA7158 4.500% 01-Jun-2049, 4.50%, 06/01/49 | -- | -- | 154.65K | 0.00% | $153.91K |
| -- | FHLMC 30yr Pool#ZT1633 4.000% 01-Mar-2047, 4.00%, 03/01/47 | -- | -- | 104.46K | 0.00% | $102.07K |
| -- | Fannie Mae REMIC Trust 2013-130 FN 4.12638% 25-OCT-2042, 4.13%, 10/25/42 | -- | -- | 84.82K | 0.00% | $84.25K |
| -- | FNMA 30yr Pool#BW7371 5.500% 01-Feb-2053, 5.50%, 02/01/53 | -- | -- | -2.37B | 0.00% | $185.38K |
| -- | FNMA 30yr Pool#CA0108 3.500% 01-Aug-2047, 3.50%, 08/01/47 | -- | -- | 101.33K | 0.00% | $96.84K |
| -- | FNMA 30yr Pool#BV7132 4.500% 01-Apr-2052, 4.50%, 04/01/52 | -- | -- | 160.45K | 0.00% | $157.96K |
| -- | FNMA 30yr Pool#CA4035 4.500% 01-Aug-2049, 4.50%, 08/01/49 | -- | -- | 155.25K | 0.00% | $154.13K |
| -- | FNMA 20yr Pool#AB9283 3.000% 01-Apr-2038, 3.00%, 04/01/38 | -- | -- | 125.87K | 0.00% | $117.34K |
| -- | FNMA 30yr Pool#CA4185 4.500% 01-Sep-2049, 4.50%, 09/01/49 | -- | -- | 168.44K | 0.00% | $167.34K |
| -- | FHLMC 30yr Pool#SD8040 4.500% 01-Jan-2050, 4.50%, 01/01/50 | -- | -- | 170.68K | 0.00% | $169.51K |
| -- | FHLMC 30yr Pool#ZM7577 4.500% 01-Aug-2048, 4.50%, 08/01/48 | -- | -- | 88.97K | 0.00% | $88.64K |
| -- | FNMA 30yr Pool#BO2983 3.000% 01-Sep-2049, 3.00%, 09/01/49 | -- | -- | 187.76K | 0.00% | $171.40K |
| -- | GNMA II 30yr Pool#BK5879 4.500% 20-Nov-2048, 4.50%, 11/20/48 | -- | -- | 110.34K | 0.00% | $109.57K |
| -- | Citigroup Mortgage Loan Trust 2025-LTV1 A1 5.237% 25-DEC-2055, 5.24%, 12/25/55 | -- | -- | -2.37B | 0.00% | $84.68K |
| -- | JP MORGAN MORTGAGE TRUST 2 5.777% 55, 5.50%, 11/25/55 | -- | -- | -2.37B | 0.00% | $102.38K |
| -- | FNMA 30yr Pool#MA1229 3.000% 01-Oct-2042, 3.00%, 10/01/42 | -- | -- | 140.02K | 0.00% | $130.50K |
| -- | FHLMC 30yr Pool#QE0318 4.500% 01-Mar-2052, 4.50%, 03/01/52 | -- | -- | 107.37K | 0.00% | $105.72K |
| -- | FHLMC 30yr Pool#RA1088 4.500% 01-Jul-2049, 4.50%, 07/01/49 | -- | -- | 201.65K | 0.00% | $200.18K |
| -- | FNMA 30yr Pool#BO9819 4.500% 01-Dec-2049, 4.50%, 12/01/49 | -- | -- | 207.25K | 0.00% | $205.83K |
| -- | FNMA 30yr Pool#AB7563 3.000% 01-Jan-2043, 3.00%, 01/01/43 | -- | -- | 156.59K | 0.00% | $148.52K |
| -- | GNMA II 30yr Pool#MA5753 4.000% 20-Feb-2049, 4.00%, 02/20/49 | -- | -- | 135.70K | 0.00% | $127.68K |
| -- | GNMA II 30yr Pool#MA5866 4.000% 20-Apr-2049, 4.00%, 04/20/49 | -- | -- | 130.70K | 0.00% | $123.39K |
| -- | FNMA 30yr Pool#FS2546 4.000% 01-Mar-2051, 4.00%, 03/01/51 | -- | -- | 150.18K | 0.00% | $145.63K |
| -- | FNMA 30yr Pool#AB6280 3.000% 01-Sep-2042, 3.00%, 09/01/42 | -- | -- | 187.47K | 0.00% | $174.29K |
| -- | FHLMC 15yr Pool#SB0040 2.500% 01-Dec-2033, 2.50%, 12/01/33 | -- | -- | 206.76K | 0.00% | $205.14K |
| -- | Saluda Grade Alternative Mortgage Trust 2024-RTL4 A1 7.5% 25-FEB-2030, 7.50%, 02/25/30 | -- | -- | 76.55K | 0.00% | $77.05K |
| -- | GNMA II 30yr Pool#BF6874 4.500% 20-Jul-2048, 4.50%, 07/20/48 | -- | -- | 125.10K | 0.00% | $123.93K |
| -- | FHLMC 30yr Pool#ZT1320 4.000% 01-Nov-2048, 4.00%, 11/01/48 | -- | -- | 155.08K | 0.00% | $150.75K |
| -- | FNMA 30yr Pool#CA3683 4.500% 01-Jun-2049, 4.50%, 06/01/49 | -- | -- | 102.25K | 0.00% | $104.33K |
| -- | GNMA II 30yr Pool#MA5192 4.000% 20-May-2048, 4.00%, 05/20/48 | -- | -- | 207.88K | 0.00% | $202.23K |
| -- | FHLMC 30yr Pool#ZM7926 5.000% 01-Sep-2048, 5.00%, 09/01/48 | -- | -- | 76.59K | 0.00% | $78.50K |
| -- | FNMA 30yr Pool#BW0072 4.500% 01-Apr-2052, 4.50%, 04/01/52 | -- | -- | 135.31K | 0.00% | $133.21K |
| -- | FNMA 30yr Pool#BM3282 3.500% 01-Dec-2047, 3.50%, 12/01/47 | -- | -- | 108.91K | 0.00% | $104.33K |
| -- | FHLMC 30yr Pool#ZN2165 4.500% 01-Dec-2048, 4.50%, 12/01/48 | -- | -- | 22.41K | 0.00% | $22.51K |
| -- | US 10yr Ultra Fut Jun26 JUN 26 | -- | -- | -1.89K | 0.00% | -- |
| -- | Ginnie Mae REMIC Trust 2007-061 FA 4.28172% 20-OCT-2037, 4.29%, 10/20/37 | -- | -- | 9.24K | 0.00% | $9.24K |
| -- | Freddie Mac Multiclass Certificates, Series 3380 FM 4.37671% 15-OCT-2037, 4.34%, 10/15/37 | -- | -- | 39.65K | 0.00% | $40.20K |
| -- | Freddie Mac Multiclass Certificates, Series 3738 FD 4.08671% 15-AUG-2040, 4.05%, 08/15/40 | -- | -- | 4.41K | 0.00% | $4.91K |
| -- | Freddie Mac Multiclass Certificates, Series 2426 FL 4.43671% 15-MAR-2032, 4.40%, 03/15/32 | -- | -- | 14.93K | 0.00% | $15.45K |
| -- | Ginnie Mae REMIC Trust 2007-018 FD 4.08172% 20-APR-2037, 4.09%, 04/20/37 | -- | -- | 6.75K | 0.00% | $6.70K |
| -- | GNMA II 30yr Pool#BK6072 5.000% 20-Jan-2049, 5.00%, 01/20/49 | -- | -- | 8.88K | 0.00% | $9.07K |
| -- | Ginnie Mae REMIC Trust 2008-013 FB 4.28172% 20-FEB-2038, 4.29%, 02/20/38 | -- | -- | 37.88K | 0.00% | $37.90K |
| -- | Freddie Mac Multiclass Certificates, Series 3721 FB 4.28671% 15-SEP-2040, 4.25%, 09/15/40 | -- | -- | 39.02K | 0.00% | $39.65K |
| -- | Fannie Mae REMIC Trust 2010-109 BS 13.54815% 25-OCT-2040, 13.55%, 10/25/40 | -- | -- | 41.25K | 0.00% | $54.72K |
| -- | FNMA 30yr Pool#AS8547 3.000% 01-Nov-2046, 3.00%, 11/01/46 | -- | -- | 70.47K | 0.00% | $64.17K |
| -- | Fannie Mae REMIC Trust 2005-83 KT 4.07638% 25-OCT-2035, 4.08%, 10/25/35 | -- | -- | 12.99K | 0.00% | $12.94K |
| -- | Ginnie Mae REMIC Trust 2008-016 FC 4.28172% 20-FEB-2038, 4.29%, 02/20/38 | -- | -- | 18.32K | 0.00% | $18.33K |
| -- | FNMA 30yr Pool#MA3694 4.500% 01-Jul-2049, 4.50%, 07/01/49 | -- | -- | 4.29K | 0.00% | $4.30K |
| -- | FNMA 30yr Pool#BO1857 4.500% 01-Aug-2049, 4.50%, 08/01/49 | -- | -- | 42.45K | 0.00% | $42.15K |
| -- | Saluda Grade Alternative Mortgage Trust 2024-FIG5 B 6.603% 25-APR-2054, 6.60%, 04/25/54 | -- | -- | -2.37B | 0.00% | $12.38K |
| -- | Fannie Mae REMIC Trust 2010-95 FB 4.17638% 25-SEP-2040, 4.18%, 09/25/40 | -- | -- | 5.37K | 0.00% | $5.38K |
| -- | Fannie Mae REMIC Trust 2010-123 FL 4.20638% 25-NOV-2040, 4.21%, 11/25/40 | -- | -- | 8.52K | 0.00% | $8.52K |
| -- | Ginnie Mae REMIC Trust 2004-059 FP 4.08699% 16-AUG-2034, 4.09%, 08/16/34 | -- | -- | 17.12K | 0.00% | $17.12K |
| -- | FHLMC 30yr Pool#ZN0650 3.000% 01-Mar-2043, 3.00%, 03/01/43 | -- | -- | 1.60K | 0.00% | $1.48K |
| -- | Ginnie Mae REMIC Trust 1999-27 FE 4.18699% 16-AUG-2029, 4.19%, 08/16/29 | -- | -- | 949 | 0.00% | $953 |
| -- | FNMA 15yr Pool#BO7717 3.000% 01-Nov-2034, 3.00%, 11/01/34 | -- | -- | 31.41K | 0.00% | $30.85K |
| -- | Ginnie Mae REMIC Trust 2005-048 AF 3.98172% 20-JUN-2035, 3.99%, 06/20/35 | -- | -- | 14.69K | 0.00% | $14.62K |
| -- | FNMA 30yr Pool#MA1447 3.000% 01-May-2043, 3.00%, 05/01/43 | -- | -- | 74.63K | 0.00% | $69.10K |
| -- | Fannie Mae REMIC Trust 2007-89 GF 4.29638% 25-SEP-2037, 4.30%, 09/25/37 | -- | -- | 12.38K | 0.00% | $12.44K |
| -- | FHLMC 30yr Pool#ZT0252 3.000% 01-Dec-2047, 3.00%, 12/01/47 | -- | -- | 16.34K | 0.00% | $15.04K |
| -- | FHLMC 15yr Pool#ZK8962 3.000% 01-Sep-2032, 3.00%, 09/01/32 | -- | -- | 49.19K | 0.00% | $48.81K |
| -- | ALMSUM | -- | -- | -2.37B | 0.00% | -- |
| -- | FHLMC 30yr Pool#ZM2269 3.000% 01-Dec-2046, 3.00%, 12/01/46 | -- | -- | 11.67K | 0.00% | $10.88K |
| -- | FNMA 15yr Pool#AS8207 2.500% 01-Oct-2031, 2.50%, 10/01/31 | -- | -- | 8.23K | 0.00% | $8.22K |
| -- | Fannie Mae REMIC Trust 2013-2 QF 4.27638% 25-FEB-2043, 4.28%, 02/25/43 | -- | -- | 22.81K | 0.00% | $22.84K |
| -- | FHLMC 15yr Pool#ZK9163 3.000% 01-Jan-2033, 3.00%, 01/01/33 | -- | -- | 29.16K | 0.00% | $28.86K |
| -- | Freddie Mac Multiclass Certificates, Series 3028 FM 4.03671% 15-SEP-2035, 4.00%, 09/15/35 | -- | -- | 7.22K | 0.00% | $7.43K |
| -- | FHLMC 15yr Pool#ZK8405 2.500% 01-Dec-2031, 2.50%, 01/22/31 | -- | -- | 6.29K | 0.00% | $6.21K |
| -- | FNMA 15yr Pool#AS7643 2.500% 01-Aug-2031, 2.50%, 08/01/31 | -- | -- | 7.30K | 0.00% | $7.23K |
| -- | Ginnie Mae REMIC Trust 2005-065 FA 3.93172% 20-AUG-2035, 3.94%, 08/20/35 | -- | -- | 17.33K | 0.00% | $17.19K |
| -- | Ginnie Mae REMIC Trust 2012-075 FP 4.08172% 20-JUL-2041, 4.09%, 07/20/41 | -- | -- | 10.41K | 0.00% | $10.45K |
| -- | Ginnie Mae REMIC Trust 2004-069 CF 4.18172% 20-JUL-2034, 4.19%, 07/20/34 | -- | -- | 24.30K | 0.00% | $24.37K |
| -- | Freddie Mac Multiclass Certificates, Series 2551 FD 4.18671% 15-JAN-2033, 4.15%, 01/15/33 | -- | -- | 10.77K | 0.00% | $11.04K |
| -- | Ginnie Mae REMIC Trust 2010-133 FD 4.21699% 16-OCT-2040, 4.22%, 10/16/40 | -- | -- | 19.98K | 0.00% | $20.05K |
| -- | US 2YR NOTE (CBT) Jun26 JUN 26 | -- | -- | -186 | 0.00% | -- |
| -- | Fannie Mae REMIC Trust 2003-87 FG 4.27638% 25-SEP-2033, 4.28%, 09/25/33 | -- | -- | 7.18K | 0.00% | $7.20K |
| -- | US 10YR NOTE (CBT)Jun26 JUN 26 | -- | -- | -2.59K | 0.00% | -- |
| -- | Fannie Mae REMIC Trust 2006-20 GF 4.12638% 25-APR-2036, 4.13%, 04/25/36 | -- | -- | 51.47K | 0.00% | $51.37K |
| -- | Fannie Mae REMIC Trust 2012-100 FG 4.17638% 25-SEP-2042, 4.18%, 09/25/42 | -- | -- | 7.26K | 0.00% | $7.24K |
| -- | Ginnie Mae REMIC Trust 2007-059 FA 4.28172% 20-OCT-2037, 4.29%, 10/20/37 | -- | -- | 22.79K | 0.00% | $22.81K |
| -- | US ULTRA BOND CBT Jun26 JUN 26 | -- | -- | -668 | 0.00% | -- |
| -- | Fannie Mae REMIC Trust 2002-16 VF 4.32638% 25-APR-2032, 4.33%, 04/25/32 | -- | -- | 6.27K | 0.00% | $6.30K |
| -- | FNMA 15yr Pool#BO5957 3.000% 01-Dec-2034, 3.00%, 12/01/34 | -- | -- | 41.73K | 0.00% | $40.90K |
| -- | FNMA 15yr Pool#BM1036 2.500% 01-Feb-2032, 2.50%, 02/01/32 | -- | -- | 7.26K | 0.00% | $7.24K |
| -- | FHLMC 15yr Pool#ZS7403 3.000% 01-May-2031, 3.00%, 05/01/31 | -- | -- | 43.16K | 0.00% | $43.63K |
| -- | Sequoia Mortgage Trust 2019-CH3 A19 4.0% 25-OCT-2049, 4.00%, 09/25/49 | -- | -- | 69.09K | 0.00% | $64.65K |
| -- | Ginnie Mae REMIC Trust 2010-006 FG 4.38699% 16-JAN-2040, 4.39%, 01/16/40 | -- | -- | 6.47K | 0.00% | $6.50K |
| -- | Freddie Mac Multiclass Certificates, Series 2469 FE 4.28671% 15-JUL-2032, 4.25%, 07/15/32 | -- | -- | 951 | 0.00% | $1.08K |
| -- | FNMA 30yr Pool#BD2453 3.000% 01-Jan-2047, 3.00%, 01/01/47 | -- | -- | 64.61K | 0.00% | $59.49K |
| -- | Ginnie Mae REMIC Trust 2007-037 FW 4.09172% 20-JUN-2037, 4.10%, 06/20/37 | -- | -- | 18.12K | 0.00% | $18.01K |
| -- | FNMA 30yr Pool#BC0870 3.500% 01-Jan-2046, 3.50%, 01/01/46 | -- | -- | 35.43K | 0.00% | $33.56K |
| -- | US 5YR NOTE (CBT) Jun26 JUN 26 | -- | -- | 62 | 0.00% | -- |
| -- | Ginnie Mae REMIC Trust 2007-040 FG 4.10172% 20-JUL-2037, 4.11%, 07/20/37 | -- | -- | 28.76K | 0.00% | $28.62K |
| -- | Ginnie Mae REMIC Trust 2010-125 VF 4.13172% 20-JUN-2040, 4.14%, 06/20/40 | -- | -- | 324 | 0.00% | $324 |
| -- | Fannie Mae REMIC Trust 2002-53 FK 4.17638% 25-APR-2032, 4.18%, 04/25/32 | -- | -- | 15.13K | 0.00% | $15.14K |