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Watchlist
Account
Janus Henderson Mortgage-Backed Securities ETF
JMBS
#409
ETF rank
S$8.43 B
Marketcap
๐บ๐ธ US
Market
S$57.50
Share price
0.53%
Change (1 day)
2.61%
Change (1 year)
Market cap
Price history
Shares outstanding
Cost to borrow
Premium/Discount
Holdings
More
Cost to borrow
Premium/Discount
Janus Henderson Mortgage-Backed Securities ETF - Holdings
Etf holdings as of
May 4, 2026
Number of holdings:
651
Full holdings list
Weight %
Name
Ticker
Shares Held
20.06%
UMBS TBA 20yr 9% September Delivery, 2.50%, 05/13/26
FNCL
1588539894
9.18%
GNMA II TBA 30yr 1.5% March Delivery, 2.50%, 05/20/26
G2SF
710603414
6.40%
UMBS TBA 30yr 12.5% October Delivery, 6.00%, 05/13/26
FNCL
413948985
4.36%
UMBS TBA 20yr 8.5% September Delivery, 2.00%, 05/13/26
FNCL
360986255
4.01%
UMBS TBA 30yr 1.5% May Delivery, 3.00%, 05/13/26
FNCL
303281354
3.08%
UMBS TBA 30yr 12% October Delivery, 5.50%, 05/13/26
FNCL
202396901
2.98%
GNMA II TBA 30yr 12% November Delivery, 5.00%, 05/20/26
G2SF
198508194
2.52%
GNMA II TBA 30yr 12.5% November Delivery, 5.50%, 05/20/26
G2SF
164697000
2.46%
GNMA II TBA 30yr 10% November Delivery, 3.00%, 05/20/26
G2SF
182289962
2.17%
UMBS TBA 30yr 13% November Delivery, 6.50%, 05/13/26
FNCL
137850000
2.15%
UMBS TBA 30yr 10% November Delivery, 3.50%, 05/13/26
FNCL
155843000
2.10%
Fannie Mae Pool|4.5|08/01/2053, 4.50%, 08/01/53
FN
143250236
1.96%
FNMA 30yr Pool#CB9787 5.000% 01-Jan-2055, 5.00%, 01/01/55
FN
129734424
1.80%
GNMA II TBA 30yr 10.5% November Delivery, 3.50%, 05/20/26
G2SF
132283377
1.69%
FNMA 30yr Pool#FA2754 4.500% 01-Jan-2049, 4.50%, 01/01/49
FN
114446306
1.66%
FHLMC 30yr Pool#SL3899 5.000% 01-Jan-2056, 5.00%, 01/01/56
FR
110329379
1.65%
GNMA II TBA 30yr 11.5% November Delivery, 4.50%, 05/20/26
G2SF
113901488
1.56%
FNMA 30yr Pool#FS1133 4.000% 01-Oct-2051, 4.00%, 10/01/51
FN
108981455
1.48%
FNMA 30yr Pool#FM7460 4.000% 01-Mar-2051, 4.00%, 03/01/51
FN
103098688
1.43%
GNMA II TBA 30yr 11% November Delivery, 4.00%, 05/20/26
G2SF
102070688
1.42%
Fannie Mae Pool|5|03/01/2056, 5.00%, 03/01/56
FN
94248775
1.32%
FNMA 30yr Pool#FA4553 5.000% 01-Feb-2056, 5.00%, 02/01/56
FN
87263716
1.31%
FNMA 30yr Pool#FA3025 5.500% 01-Sep-2055, 5.50%, 09/01/55
FN
84040163
1.22%
FNMA 30yr Pool#FA3182 6.000% 01-Oct-2055, 6.00%, 10/01/55
FN
78220259
1.20%
Freddie Mac Pool|5|02/01/2056, 5.00%, 02/01/56
FR
79703795
1.19%
FHLMC 30yr Pool#SL2464 4.500% 01-Dec-2048, 4.50%, 12/01/48
FR
80313145
1.14%
FNMA 30yr Pool#FA3036 5.500% 01-Oct-2055, 5.50%, 10/01/55
FN
73501363
1.14%
FHLMC 30yr Pool#RJ4363 5.500% 01-Jun-2055, 5.50%, 06/01/55
FR
73481202
1.13%
FHLMC 30yr Pool#SD1046 4.000% 01-Jul-2052, 4.00%, 07/01/52
FR
78705202
1.04%
FNMA 30yr Pool#FA3037 5.500% 01-Oct-2055, 5.50%, 10/01/55
FN
67151221
1.02%
FNMA 30yr Pool#FA0574 5.500% 01-Jan-2055, 5.50%, 01/01/55
FN
65681887
1.00%
FHLMC 30yr Pool#SL3985 5.000% 01-Jan-2056, 5.00%, 01/01/56
FR
66563039
0.98%
FHLMC 30yr Pool#SL4515 5.000% 01-Apr-2056, 5.00%, 04/01/56
FR
64916900
0.96%
FNMA 30yr Pool#FS8993 6.000% 01-Jul-2054, 6.00%, 07/01/54
FN
61715621
0.91%
FNMA 30yr Pool#FA0573 5.000% 01-Jan-2055, 5.00%, 01/01/55
FN
60013273
0.89%
FNMA 30yr Pool#FA4990 5.000% 01-Mar-2056, 5.00%, 03/01/56
FN
58956479
0.89%
FNMA 30yr Pool#FA4270 5.000% 01-Dec-2055, 5.00%, 12/01/55
FN
58737402
0.86%
FNMA 30yr Pool#FA5046 5.000% 01-Mar-2056, 5.00%, 03/01/56
FN
57175811
0.86%
FHLMC 30yr Pool#SL1188 5.500% 01-Apr-2055, 5.50%, 04/01/55
FR
55471451
0.83%
FNMA 30yr Pool#FA4000 5.000% 01-Jun-2055, 5.00%, 06/01/55
FN
54931183
0.76%
FNMA 30yr Pool#CB9654 5.000% 01-Dec-2054, 5.00%, 12/01/54
FN
50589075
0.76%
FNMA 30yr Pool#FA2246 5.500% 01-Jul-2055, 5.50%, 07/01/55
FN
48961579
0.74%
FHLMC 30yr Pool#SL0239 5.000% 01-Jan-2055, 5.00%, 01/01/55
FR
49021026
0.73%
FNMA 30yr Pool#FA3128 5.500% 01-Oct-2055, 5.50%, 10/01/55
FN
46764244
0.72%
FNMA 30yr Pool#CC2018 5.500% 01-Feb-2056, 5.50%, 02/01/56
FN
46489359
0.71%
Structured Agency Credit Risk (STACR) Debt Notes, Series 2022-HQA1 M2 8.89516% 25-MAR-2042, 8.90%, 03/25/42
STACR 2022-HQA1
45421486
0.70%
FNMA 30yr Pool#FA4155 5.000% 01-Jan-2056, 5.00%, 01/01/56
FN
45965504
0.69%
FNMA 30yr Pool#FA3572 5.000% 01-Nov-2055, 5.00%, 11/01/55
FN
45797854
0.69%
UMBS TBA 30yr 12.5% March Delivery, 6.00%, 06/11/26
FNCL
44682662
0.67%
FNMA 30yr Pool#FA4202 5.000% 01-Jan-2056, 5.00%, 01/01/56
FN
44591772
0.67%
FHLMC 30yr Pool#SD7343 5.500% 01-Jan-2055, 5.50%, 01/01/55
FR
43387236
0.64%
FNMA 30yr Pool#CC1926 5.000% 01-Feb-2056, 5.00%, 02/01/56
FN
42177986
0.63%
FNMA 30yr Pool#FA3435 5.000% 01-Nov-2055, 5.00%, 11/01/55
FN
41923456
0.63%
FNMA 30yr Pool#FS9779 5.500% 01-Nov-2054, 5.50%, 11/01/54
FN
41091370
0.59%
FNMA 40yr Pool#BF0646 2.500% 01-Jun-2062, 2.50%, 06/01/62
FN
47268801
0.58%
FNMA 30yr Pool#FS8881 4.500% 01-Sep-2053, 4.50%, 09/01/53
FN
39036622
0.57%
FHLMC 30yr Pool#ZT2413 4.000% 01-Feb-2041, 4.00%, 02/01/41
FR
38969669
0.56%
FHLMC 30yr Pool#SL0046 6.000% 01-Jan-2055, 6.00%, 01/01/55
FR
35813262
0.55%
New Residential Mortgage LLC 6.545% 25-MAR-2032, 6.54%, 03/25/32
NZES 2025-FHT
36049859
0.55%
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA2 M2 7.39516% 25-FEB-2042, 7.40%, 02/25/42
STACR 2022-DNA2
35277125
0.54%
FHLMC 30yr Pool#SI2101 4.000% 01-Sep-2048, 4.00%, 09/01/48
FR
37825890
0.54%
FNMA 40yr Pool#BF0598 2.500% 01-Mar-2062, 2.50%, 03/01/62
FN
42986449
0.54%
FHLMC 30yr Pool#SL0938 4.000% 01-Jul-2050, 4.00%, 07/01/50
FR
36851593
0.53%
FHLMC 30yr Pool#SL4452 5.000% 01-Mar-2056, 5.00%, 03/01/56
FR
35278856
0.53%
FNMA 30yr Pool#FA1951 6.000% 01-Jun-2055, 6.00%, 06/01/55
FN
33774281
0.53%
FNMA 30yr Pool#CC2016 5.500% 01-Feb-2056, 5.50%, 02/01/56
FN
33875645
0.52%
FNMA 30yr Pool#FA0576 5.500% 01-Jan-2055, 5.50%, 01/01/55
FN
33797956
0.52%
FHLMC 30yr Pool#SL1632 4.000% 01-Nov-2053, 4.00%, 11/01/53
FR
36174913
0.50%
FNMA 30yr Pool#FA1557 6.000% 01-May-2055, 6.00%, 05/01/55
FN
31802245
0.49%
FNMA 30yr Pool#FA3191 5.500% 01-Oct-2055, 5.50%, 10/01/55
FN
31391371
0.47%
FNMA 30yr Pool#FA4849 5.000% 01-Feb-2056, 5.00%, 02/01/56
FN
31281076
0.47%
FNMA 30yr Pool#FA3682 5.500% 01-Feb-2055, 5.50%, 02/01/55
FN
30553700
0.47%
FNMA 30yr Pool#FA3105 6.000% 01-May-2055, 6.00%, 05/01/55
FN
29781203
0.46%
FNMA 30yr Pool#FA0603 4.500% 01-Sep-2051, 4.50%, 09/01/51
FN
31203201
0.46%
FNMA 30yr Pool#FA1560 5.500% 01-Apr-2055, 5.50%, 04/01/55
FN
29517065
0.44%
FHLMC 30yr Pool#SL0238 5.000% 01-May-2054, 5.00%, 05/01/54
FR
29505864
0.44%
FNMA 30yr Pool#CC1930 5.000% 01-Feb-2056, 5.00%, 02/01/56
FN
29371473
0.44%
FHLMC 30yr Pool#SL2558 6.000% 01-Aug-2055, 6.00%, 08/01/55
FR
28342772
0.44%
FNMA 40yr Pool#BF0698 3.500% 01-Dec-2062, 3.50%, 12/01/62
FN
32105512
0.43%
FNMA 30yr Pool#FA4117 4.500% 01-Sep-2051, 4.50%, 09/01/51
FN
28833970
0.42%
FHLMC 30yr Pool#SL1291 4.000% 01-Nov-2054, 4.00%, 11/01/54
FR
29643216
0.42%
FNMA 30yr Pool#FS8335 4.500% 01-Jan-2051, 4.50%, 01/01/51
FN
28522678
0.41%
FNMA 30yr Pool#FA1798 4.000% 01-Aug-2052, 4.00%, 08/01/52
FN
28332454
0.40%
FNMA 30yr Pool#FS9788 5.500% 01-Nov-2054, 5.50%, 11/01/54
FN
26126726
0.40%
FNMA 30yr Pool#FS8681 4.500% 01-Oct-2050, 4.50%, 10/01/50
FN
27011785
0.39%
FHLMC 30yr Pool#SL4437 6.000% 01-Sep-2054, 6.00%, 09/01/54
FR
24708083
0.38%
FHLMC 30yr Pool#SD1143 4.500% 01-Sep-2050, 4.50%, 09/01/50
FR
25390499
0.38%
NRM MSR-Collateralized Notes, Series 2024-FNT1 A 7.398% 25-NOV-2029, 7.40%, 11/25/31
NZES 2024-FNT1
24486030
0.37%
FNMA 30yr Pool#FA3714 5.000% 01-Nov-2055, 5.00%, 11/01/55
FN
24326478
0.36%
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-HQA3 M2 5.74516% 25-SEP-2041, 5.75%, 09/25/41
STACR 2021-HQA3
23964288
0.36%
FHLMC 30yr Pool#SD3271 5.500% 01-Jun-2053, 5.50%, 06/01/53
FR
23368609
0.35%
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2025-HQA1 M2 5.29516% 25-FEB-2045, 5.30%, 02/25/45
STACR 2025-HQA1
23060148
0.35%
FNMA 30yr Pool#FS9239 4.500% 01-Jan-2051, 4.50%, 01/01/51
FN
23292550
0.34%
SEGREGATED CASH
SEGCASH
22710000
0.33%
FNMA 30yr Pool#FA4386 5.500% 01-Jan-2056, 5.50%, 01/01/56
FN
21515354
0.33%
FNMA 30yr Pool#CC1195 5.000% 01-Oct-2055, 5.00%, 10/01/55
FN
21480311
0.32%
PRET 2025-RPL3 Trust A1 4.15% 25-APR-2065, 4.15%, 04/25/65
PRET 2025-RPL3
21788075
0.32%
FNMA 30yr Pool#FM7840 4.000% 01-Apr-2050, 4.00%, 04/01/50
FN
22385393
0.31%
FHLMC 30yr Pool#SD5061 5.500% 01-Mar-2054, 5.50%, 03/01/54
FR
20284372
0.31%
FNMA 30yr Pool#FA1128 6.500% 01-Aug-2054, 6.50%, 08/01/54
FN
19707087
0.31%
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-DNA6 B2 11.14516% 25-OCT-2041, 11.15%, 10/25/41
STACR 2021-DNA6
19937000
0.31%
FNMA 30yr Pool#FS4781 4.000% 01-Oct-2051, 4.00%, 10/01/51
FN
21751578
0.31%
FNMA 30yr Pool#FS7225 4.000% 01-Aug-2051, 4.00%, 08/01/51
FN
21672315
0.31%
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA5 M2 10.39516% 25-JUN-2042, 10.40%, 06/25/42
STACR 2022-DNA5
19321656
0.31%
RCKT Mortgage Trust 2026-CES2 A3 5.255% 25-FEB-2056, 5.25%, 02/25/56
RCKT 2026-CES2
20600000
0.31%
FNMA 30yr Pool#FA1129 6.500% 01-Jun-2054, 6.50%, 06/01/54
FN
19306269
0.30%
Fannie Mae Pool|5.5|04/01/2056, 5.50%, 04/01/56
FN
19584565
0.30%
FNMA 30yr Pool#CB7112 5.500% 01-Sep-2053, 5.50%, 09/01/53
FN
19394832
0.30%
FHLMC 30yr Pool#SD6989 5.500% 01-Nov-2054, 5.50%, 11/01/54
FR
19392331
0.30%
FNMA 40yr Pool#BF0226 3.500% 01-Jan-2058, 3.50%, 01/01/58
FN
21403472
0.30%
Finance of America Structured Securities Trust, 2025-S1 A1 3.5% 25-FEB-2075, 3.50%, 02/25/75
FASST 2025-S1
20206415
0.29%
FNMA 30yr Pool#FS6382 4.000% 01-Aug-2051, 4.00%, 08/01/51
FN
20443882
0.29%
FNMA 40yr Pool#BF0807 3.500% 01-Apr-2064, 3.50%, 04/01/64
FN
21187036
0.29%
FNMA 40yr Pool#BF0713 4.000% 01-Mar-2063, 4.00%, 03/01/63
FN
20076885
0.29%
FINANCE OF AMERICA STRUC 3.28125% 74, 3.50%, 04/25/74
FASST 2024-S3
19249306
0.28%
FHLMC 30yr Pool#SL0850 4.000% 01-Jul-2049, 4.00%, 07/01/49
FR
18867704
0.28%
FNMA 30yr Pool#FS5028 4.000% 01-Oct-2051, 4.00%, 10/01/51
FN
19211768
0.27%
UMBS TBA 30yr 12% March Delivery, 5.50%, 06/11/26
FNCL
18080424
0.27%
FNMA 30yr Pool#FA1549 5.500% 01-May-2055, 5.50%, 05/01/55
FN
17565249
0.27%
FNMA 30yr Pool#FA1182 4.500% 01-Jun-2049, 4.50%, 06/01/49
FN
18307442
0.27%
RCKT MOR 2025-CES9 FLT 2055 A1B, 5.00%, 09/25/55
RCKT 2025-CES9
17943747
0.27%
FHLMC 30yr Pool#QJ9063 5.000% 01-Nov-2054, 5.00%, 11/01/54
FR
17896781
0.27%
FNMA 30yr Pool#FS2863 4.000% 01-Sep-2052, 4.00%, 09/01/52
FN
18582520
0.26%
SALUDA GRADE ALTERNATIVE M 5.749% 31, 5.75%, 03/25/31
GRADE 2026-RTL7
17370000
0.26%
FNMA 30yr Pool#FS8709 4.500% 01-Jan-2051, 4.50%, 01/01/51
FN
17672442
0.25%
FNMA 30yr Pool#BN3960 4.500% 01-Jan-2049, 4.50%, 01/01/49
FN
17131655
0.25%
FHLMC 30yr Pool#QY8779 6.000% 01-Jul-2055, 6.00%, 07/01/55
FR
16051901
0.24%
FNMA 30yr Pool#FA1358 4.500% 01-May-2050, 4.50%, 05/01/50
FN
16473076
0.24%
SALUDA GR ALT MTG TR 2025-LOC5 A1B, 5.45%, 10/25/55
GRADE 2025-LOC5
15693000
0.24%
FNMA 30yr Pool#FS9040 4.500% 01-Feb-2051, 4.50%, 02/01/51
FN
16231971
0.24%
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA4 M2 8.89516% 25-MAY-2042, 8.90%, 05/25/42
STACR 2022-DNA4
15050000
0.24%
Vontive Mortgage Trust 2025-RTL1 A1 6.507% 25-MAR-2030, 6.51%, 03/25/30
VNTV 2025-RTL1
15444000
0.24%
FNMA 40yr Pool#BF0806 3.500% 01-Apr-2064, 3.50%, 04/01/64
FN
17199916
0.23%
FHLMC 30yr Pool#SD0985 4.500% 01-Oct-2050, 4.50%, 10/01/50
FR
15748506
0.23%
Saluda Grade Alternative Mortgage Trust 2024-RTL6 A1 7.439% 25-JUL-2030, 7.44%, 07/25/30
GRADE 2024-RTL6
15216666
0.23%
FNMA 40yr Pool#BF0801 2.500% 01-Apr-2064, 2.50%, 04/01/64
FN
18422905
0.23%
Saluda Grade Alternative Mortgage Trust 2026-HB1 A1B 5.22855% 25-APR-2056, 5.20%, 04/25/56
GRADE 2026-HB1
15089712
0.23%
JW Commercial Mortgage Trust 2026-MRCO A 5.25% 15-JUN-2039, 5.15%, 06/15/39
JW 2026-MRCO
15000000
0.23%
FNMA 30yr Pool#DA1525 6.000% 01-Oct-2053, 6.00%, 10/01/53
FN
14480376
0.23%
FHLMC 30yr Pool#QH3192 6.000% 01-Oct-2053, 6.00%, 10/01/53
FR
14422936
0.22%
FNMA 30yr Pool#FM4738 4.000% 01-Sep-2050, 4.00%, 09/01/50
FN
15517037
0.22%
FNMA 30yr Pool#FS9116 6.000% 01-Sep-2054, 6.00%, 09/01/54
FN
14039889
0.22%
PRET 2025-RPL1 Trust A1 4.0% 25-JUL-2069, 4.00%, 07/25/69
PRET 2025-RPL1
14823661
0.21%
RCKT Mortgage Trust 2026-CES2 A2 5.055% 25-FEB-2056, 5.05%, 02/25/56
RCKT 2026-CES2
14268000
0.21%
Galaxy XXVI CLO Ltd., 6.01%, 07/31/26
GLXYT 2025-1
13904675
0.21%
Switch ABS Issuer, Series 2026-1 A2I_2601 5.609% 25-MAR-2056, 5.61%, 03/27/56
SWTCH 2026-1A
14000000
0.21%
BMP Commercial Mortgage Trust 2024-MF23 A 5.02665% 15-JUN-2041, 5.03%, 06/15/41
BMP 2024-MF23
14000000
0.21%
FHLMC 30yr Pool#SL3988 5.000% 01-Jan-2056, 5.00%, 01/01/56
FR
13915196
0.21%
FHLMC 30yr Pool#SD6178 4.500% 01-Jan-2051, 4.50%, 01/01/51
FR
14164410
0.20%
FNMA 30yr Pool#FA3563 5.500% 01-Nov-2055, 5.50%, 11/01/55
FN
13207490
0.20%
FINANCE OF AMER STR TR 2024-S2 A1, 3.50%, 04/25/74
FASST 2024-S2
13575265
0.20%
GS Mortgage-Backed Securities Trust 2025-RPL3 A1 4.1% 25-JUL-2065, 4.10%, 07/25/65
GSMBS 2025-RPL3
13598445
0.20%
FNMA 30yr Pool#CC0097 5.500% 01-Mar-2055, 5.50%, 03/01/55
FN
12959212
0.20%
Freddie Mac Pool|5|04/01/2056, 5.00%, 04/01/56
FR
13295000
0.20%
PRPM 2025-RCF3 LLC 5.25% 55, 5.25%, 07/25/55
PRPM 2025-RCF3
13063687
0.20%
FHLMC 30yr Pool#SD5963 6.000% 01-Jul-2054, 6.00%, 07/01/54
FR
12618674
0.20%
Chase Mortgage Reference Notes, Series 2020-CL1 M1 6.01879% 25-OCT-2057, 6.02%, 10/25/57
CHASE 2020-CL1
12541821
0.19%
FHLMC 30yr Pool#SL4658 5.000% 01-Jan-2056, 5.00%, 01/01/56
FR
12980642
0.19%
FNMA 30yr Pool#MA3444 4.500% 01-Aug-2048, 4.50%, 08/01/48
FN
12954055
0.19%
Foundation Finance Trust 2025-2 B 4.94% 15-APR-2052, 4.94%, 04/15/52
FFIN 2025-2A
12522312
0.19%
FNMA 30yr Pool#FM5350 4.500% 01-Sep-2050, 4.50%, 09/01/50
FN
12752202
0.18%
FNMA 30yr Pool#FS8717 6.000% 01-Jul-2054, 6.00%, 07/01/54
FN
11803296
0.18%
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA2 B2 12.14516% 25-FEB-2042, 12.15%, 02/25/42
STACR 2022-DNA2
11519000
0.18%
PRET 2025-RPL5 TRUST FLTG 2070 A1, 4.15%, 01/25/70
PRET 2025-RPL5
12513647
0.18%
FHLMC 30yr Pool#SD6558 6.000% 01-Sep-2054, 6.00%, 09/01/54
FR
11665571
0.18%
FHLMC 30yr Pool#SD5994 4.500% 01-Sep-2050, 4.50%, 09/01/50
FR
12291339
0.18%
FNMA 40yr Pool#BF0731 2.500% 01-Jun-2063, 2.50%, 06/01/63
FN
14467810
0.18%
FHLMC 30yr Pool#QG6755 5.500% 01-Jun-2053, 5.50%, 06/01/53
FR
11619175
0.18%
FNMA 30yr Pool#DE6043 6.000% 01-Aug-2055, 6.00%, 08/01/55
FN
11457836
0.18%
Connecticut Avenue Securities Trust 2023-R06 1B1 7.54516% 25-JUL-2043, 7.55%, 07/25/43
CAS 2023-R06
11170460
0.18%
FNMA 30yr Pool#FS7541 4.000% 01-Jun-2052, 4.00%, 06/01/52
FN
12310184
0.17%
Huntington Bank Auto Credit-Linked Notes, Series 2024-2 B1 5.442% 20-OCT-2032, 5.44%, 10/20/32
HACLN 2024-2
11365346
0.17%
TOWD POINT MORTGAGE TRUST 2025 0% 65, 4.97%, 09/25/65
TPMT 2025-FIX1
11414892
0.17%
FNMA 30yr Pool#DE1157 6.000% 01-Jun-2055, 6.00%, 06/01/55
FN
10794952
0.17%
Vista Point Securitization Trust 2025-CES2 A1 5.601% 25-AUG-2055, 5.60%, 08/25/55
VSTA 2025-CES2
11013415
0.16%
TOWD PT MTG TR 2025-FIX2 FLTG A1, 5.25%, 10/25/65
TPMT 2025-FIX2
10845789
0.16%
FNMA 30yr Pool#FA0470 6.000% 01-Jan-2055, 6.00%, 01/01/55
FN
10498785
0.16%
FNMA 40yr Pool#BF0783 3.500% 01-Dec-2063, 3.50%, 12/01/63
FN
11988117
0.16%
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA7 M2 10.64516% 25-SEP-2042, 10.65%, 03/25/52
STACR 2022-DNA7
10000000
0.16%
FIGRE TRUST 2025-HE4 FLTG 2055 C, 5.71%, 07/25/55
FIGRE 2025-HE4
10707107
0.16%
PRET 2025-NPL4 A1 6.3677% 25-MAY-2055, 6.37%, 04/25/55
PRET 2025-NPL4
10646126
0.16%
METRONET INFRASTRUCTURE ISSU 5.4% 55, 5.40%, 08/20/55
MNET 2025-2A
10600000
0.16%
FNMA 30yr Pool#FS5818 4.500% 01-Oct-2050, 4.50%, 10/01/50
FN
10925398
0.16%
Homeward Opportunities Fund Trust 2025-RRTL1 A1 5.476% 25-MAR-2040, 5.48%, 03/25/40
HOF 2025-RRTL1
10475000
0.16%
FNMA 30yr Pool#CC1844 5.500% 01-Jan-2056, 5.50%, 01/01/56
FN
10174001
0.16%
FHLMC 30yr Pool#QH3306 6.000% 01-Oct-2053, 6.00%, 10/01/53
FR
9915830
0.16%
FNMA 30yr Pool#FS7613 4.500% 01-May-2052, 4.50%, 05/01/52
FN
10491739
0.15%
FNMA 30yr Pool#FS6236 6.500% 01-Nov-2053, 6.50%, 11/01/53
FN
9667881
0.15%
FNMA 30yr Pool#FS5362 4.500% 01-Dec-2050, 4.50%, 12/01/50
FN
10379771
0.15%
FNMA 30yr Pool#FS9909 5.000% 01-Nov-2054, 5.00%, 11/01/54
FN
10142904
0.15%
FNMA 30yr Pool#FA4709 5.500% 01-Jul-2055, 5.50%, 07/01/55
FN
9850995
0.15%
Connecticut Avenue Securities Trust 2022-R02 2B2 11.29516% 25-JAN-2042, 11.30%, 01/25/42
CAS 2022-R02
9637000
0.15%
LHOME Mortgage Trust 2024-RTL3 A1 6.9% 25-MAY-2029, 6.90%, 05/25/29
LHOME 2024-RTL3
9960000
0.15%
FNMA 30yr Pool#BX0421 5.500% 01-Nov-2052, 5.50%, 11/01/52
FN
9635021
0.15%
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA6 M2 9.39516% 25-SEP-2042, 9.40%, 09/25/42
STACR 2022-DNA6
9166000
0.15%
FNMA 30yr Pool#FS6662 4.000% 01-Oct-2051, 4.00%, 10/01/51
FN
10181371
0.15%
FHLMC 30yr Pool#SD5224 6.000% 01-Mar-2054, 6.00%, 03/01/54
FR
9335221
0.14%
New Residential Mortgage Loan Trust 2026-NQM1 A2 5.078% 25-NOV-2065, 5.08%, 11/25/65
NRZT 2026-NQM1
9530941
0.14%
FHLMC 30yr Pool#RA7104 4.500% 01-Feb-2051, 4.50%, 02/01/51
FR
9705904
0.14%
FHLMC 30yr Pool#QH4373 6.000% 01-Nov-2053, 6.00%, 11/01/53
FR
9122195
0.14%
Connecticut Avenue Securities Trust 2022-R04 1B2 13.14516% 25-MAR-2042, 13.15%, 03/25/42
CAS 2022-R04
8793401
0.14%
SALUDA GRADE ALTERNATIVE MORT A2, 6.75%, 03/25/31
GRADE 2026-RTL7
9418000
0.14%
LHOME Mortgage Trust 2024-RTL5 A2 5.751% 25-SEP-2039, 5.75%, 09/25/39
LHOME 2024-RTL5
9325000
0.14%
Rithm Capital Corp. 8.0% 01-APR-2029, 8.00%, 04/01/29
RITM
9213000
0.14%
CONNECTICUT AVENUE SECUR 5.95001% 45, 5.25%, 07/25/45
CAS 2025-R05
9254000
0.14%
Ally Bank Auto Credit-Linked Notes, Series 2025-A C 4.844% 15-JUN-2033, 4.84%, 06/15/33
ABCLN 2025-A
9245446
0.14%
FNMA 30yr Pool#FS2144 3.500% 01-Jun-2052, 3.50%, 06/01/52
FN
9944468
0.14%
Acacia 2025-1 A 5.24% 15-NOV-2037, 5.24%, 11/15/37
ACACIA 2025-1
8901229
0.13%
FNMA 30yr Pool#FS7117 6.500% 01-Feb-2054, 6.50%, 02/01/54
FN
8455016
0.13%
Brean Asset Backed Securities Trust 2024-RM8 A1 4.5% 25-MAY-2064, 4.50%, 05/25/64
BABS 2024-RM8
8705017
0.13%
Freddie Mac Multiclass Certificates, Series 5164 FA 3.9119% 25-NOV-2051, 3.90%, 11/25/51
FHR 5164
9420551
0.13%
Connecticut Avenue Securities Trust 2022-R01 1B2 9.64516% 25-DEC-2041, 9.65%, 12/25/41
CAS 2022-R01
8116382
0.13%
FIGRE TRUST 2025 HE4 FLTG 2055 B, 5.61%, 07/25/55
FIGRE 2025-HE4
8289567
0.12%
FHLMC 30yr Pool#SD7417 5.500% 01-Jan-2055, 5.50%, 01/01/55
FR
8044631
0.12%
FNMA 30yr Pool#DA0026 6.000% 01-Sep-2053, 6.00%, 09/01/53
FN
7728486
0.12%
FHLMC 30yr Pool#QY9874 6.000% 01-Aug-2055, 6.00%, 08/01/55
FR
7683523
0.12%
PRPM 2025-RPL4 A1, 3.00%, 05/25/55
PRPM 2025-RPL4
8161099
0.12%
Alterna Funding III A 6.26% 15-MAY-2039, 6.26%, 05/16/39
TAX 2024-1A
7751589
0.12%
FHLMC 30yr Pool#QH1500 6.000% 01-Sep-2053, 6.00%, 09/01/53
FR
7493942
0.12%
Fannie Mae REMIC Trust 2022-65 FB 4.44516% 25-SEP-2052, 4.45%, 09/25/52
FNR 2022-65
7756130
0.12%
RCKT Mortgage Trust 2024-CES9 A1B 5.683% 25-DEC-2044, 5.68%, 12/25/44
RCKT 2024-CES9
7618577
0.11%
Huntington Bank Auto Credit-Linked Notes, Series 2024-1 B1 6.153% 20-MAY-2032, 6.15%, 05/20/32
HACLN 2024-1
7478229
0.11%
Connecticut Avenue Securities Trust 2025-R01 1M2 5.14516% 25-JAN-2045, 5.15%, 01/25/45
CAS 2025-R01
7526000
0.11%
FNMA 30yr Pool#FA1613 5.000% 01-Apr-2055, 5.00%, 04/01/55
FN
7422549
0.11%
SALUDA GR ALT MTG TR 25 RRTL1 A1, 5.32%, 10/25/40
GRADE 2025-RRTL1
7388000
0.11%
RCKT MORTGAGE TRUST 2026-CES4 0% 56, 5.59%, 04/25/56
RCKT 2026-CES4
7331000
0.11%
RCKT Mortgage Trust 2025-CES7 A1B 5.478% 25-JUL-2055, 5.48%, 07/25/55
RCKT 2025-CES7
7297303
0.11%
COOPR Residential Mortgage Trust 2025-CES3 A1A 4.84% 25-SEP-2060, 4.84%, 09/25/60
COOPR 2025-CES3
7310449
0.11%
COOPR Residential Mortgage Trust 2026-CES1 A1B 4.996% 25-FEB-2061, 5.00%, 01/01/61
COOPR 2026-CES1
7230576
0.11%
Saluda Grade Alternative Mortgage Trust 2024-RTL5 A1 7.762% 25-APR-2030, 7.76%, 04/25/30
GRADE 2024-RTL5 A1
7099521
0.11%
FHLMC 30yr Pool#QX0520 5.500% 01-Dec-2054, 5.50%, 12/01/54
FR
6907660
0.11%
GS Mortgage-Backed Securities Trust 2026-CES1 A2 5.272% 25-MAY-2056, 5.27%, 05/25/56
GSMBS 2026-CES1
7000000
0.11%
FHLMC 30yr Pool#QG3912 5.500% 01-Jun-2053, 5.50%, 06/01/53
FR
6816133
0.10%
LHOME Mortgage Trust 2024-RTL4 A2 6.092% 25-JUL-2039, 6.09%, 07/25/39
LHOME 2024-RTL4
6870000
0.10%
UMBS TBA 30yr 11.5% October Delivery, 5.00%, 05/13/26
FNCL
7000000
0.10%
PRPM 2025-RCF3, LLC, 5.77%, 08/25/28
PRPM 2025-6
6823418
0.10%
FIGRE TRUST 2025-HE6 FLTG 2055 C, 5.25%, 09/25/55
FIGRE 2025-HE6
6853199
0.10%
Mello Mortgage Capital Acceptance 2024-SD1 A1 4.0% 25-APR-2054, 4.00%, 04/25/54
MELLO
6842799
0.10%
ACHM Trust 2024-HE1 A 6.55% 25-MAY-2039, 6.55%, 05/25/39
ACHM 2024-HE1
6596311
0.10%
FNMA 30yr Pool#FA0339 5.500% 01-Jan-2055, 5.50%, 01/01/55
FN
6385391
0.10%
FNA 9, Series 2026-1 A 5.509% 15-DEC-2038, 5.51%, 04/16/46
FNH 2026-1
6500000
0.10%
FIGRE Trust 2026-HE4|5.703|05/25/2056, 5.70%, 05/25/56
FIGRE 2026-HE4
6500000
0.10%
RCKT MORTGAGE TRUST 2026-CES4 0% 56, 5.39%, 04/25/56
RCKT 2026-CES4
6516000
0.10%
FNMA 30yr Pool#DF2677 6.000% 01-Nov-2055, 6.00%, 11/01/55
FN
6228165
0.10%
Meridian Arc Holdco LLC 6.25% 30-APR-2031, 6.25%, 04/30/31
MERIDI
6398000
0.10%
Connecticut Avenue Securities Trust 2022-R06 1B2 14.24516% 25-MAY-2042, 14.25%, 05/25/42
CAS 2022-R06
5846475
0.10%
RCKT MORTGAGE TRUST 2025 5.24863% 55, 5.25%, 08/25/55
RCKT 2025-CES8
6305082
0.10%
FNMA 30yr Pool#FS4356 6.000% 01-May-2053, 6.00%, 05/01/53
FN
6087248
0.09%
PRET 2025-RPL2 Trust A1 4.0% 25-FEB-2065, 4.00%, 08/25/64
PRET 2025-RPL2
6327127
0.09%
Research-Driven Pagaya Motor Asset Trust 2026-R1 (RPM 2026-R1) A 5.659% 25-JUL-2034, 5.66%, 07/25/34
RPM 2026-R1A
6173934
0.09%
HOMES 2026-INV1 Trust A1D 5.077% 25-AUG-2060, 5.08%, 08/25/60
HOMES 2026-INV1
6157451
0.09%
FNMA 30yr Pool#FM4129 4.000% 01-Sep-2050, 4.00%, 09/01/50
FN
6427300
0.09%
FNMA 30yr Pool#DA1468 6.000% 01-Sep-2053, 6.00%, 09/01/53
FN
5875819
0.09%
FHLMC 30yr Pool#QX9929 6.000% 01-Apr-2055, 6.00%, 04/01/55
FR
5878738
0.09%
FNMA 30yr Pool#DB4017 6.000% 01-May-2054, 6.00%, 05/01/54
FN
5853413
0.09%
FNMA 30yr Pool#CA5386 4.500% 01-Mar-2050, 4.50%, 03/01/50
FN
6182603
0.09%
Ally Bank Auto Credit-Linked Notes, Series 2025-A D 4.991% 15-JUN-2033, 4.99%, 06/15/33
ABCLN 2025-A
6005831
0.09%
FHLMC 30yr Pool#SD5223 6.000% 01-Apr-2054, 6.00%, 04/01/54
FR
5799717
0.09%
FIGRE TRUST 2025-HE6 FLTG 2055 B, 5.14%, 09/25/55
FIGRE 2025-HE6
6040489
0.09%
Brean Asset Backed Securities Trust 2024-RM9 A1 5.0% 25-SEP-2064, 5.00%, 09/25/64
BABS 2024-RM9
5991291
0.09%
FNMA 30yr Pool#FS7397 6.000% 01-Mar-2054, 6.00%, 03/01/54
FN
5751145
0.09%
FNMA 30yr Pool#DE6050 6.000% 01-Aug-2055, 6.00%, 08/01/55
FN
5647997
0.09%
FHLMC 30yr Pool#QH7040 6.000% 01-Dec-2053, 6.00%, 12/01/53
FR
5660099
0.09%
Connecticut Avenue Securities, Series 2021-R02 2B2 9.84516% 25-NOV-2041, 9.85%, 11/25/41
CAS 2021-R02
5616000
0.09%
RCKT Mortgage Trust 2024-CES1 A1B 6.325% 25-FEB-2044, 6.33%, 02/25/44
RCKT 2024-CES1
5702563
0.09%
FHLMC 30yr Pool#QH4638 6.000% 01-Nov-2053, 6.00%, 11/01/53
FR
5553930
0.09%
PRPM 2025-RPL3 A1 3.25% 25-APR-2055, 3.25%, 04/25/55
PRPM 2025-RPL3
5879329
0.09%
FIGRE TRUST 2025-HE4 5.408% 55, 5.41%, 07/25/55
FIGRE 2025-HE4
5674203
0.09%
TVC Mortgage Trust 2025-RRTL1 A2 6.68% 25-APR-2040, 6.68%, 04/25/40
TVC 2025-RRTL1
5597000
0.09%
FNMA 30yr Pool#DE7796 6.000% 01-Aug-2055, 6.00%, 08/01/55
FN
5477428
0.09%
FNMA 30yr Pool#FM7479 4.500% 01-Jan-2050, 4.50%, 01/01/50
FN
5743632
0.08%
SF ABS ISSUER 2025-1 0%55 A2, 5.38%, 11/25/55
SFARM 2025-1A
5750000
0.08%
FIGRE Trust 2026-HE1 C 5.434% 25-JAN-2056, 5.43%, 01/25/56
FIGRE 2026-HE1
5465235
0.08%
MS RES MTG LN TR 2025-SPL1 A1, 4.25%, 02/25/65
MSRM 2025-SPL1
5607493
0.08%
FNMA 30yr Pool#DD5556 6.000% 01-Mar-2055, 6.00%, 03/01/55
FN DD5556 MTGE
5272443
0.08%
FNMA 30yr Pool#FS1578 4.000% 01-Oct-2050, 4.00%, 10/01/50
FN
5708450
0.08%
FHLMC 30yr Pool#SD3018 5.500% 01-May-2053, 5.50%, 05/01/53
FR
5322921
0.08%
FHLMC 30yr Pool#SD3813 6.000% 01-Jul-2053, 6.00%, 07/01/53
FR
5179814
0.08%
BX Trust 2021-SDMF A 4.358% 15-SEP-2034, 4.36%, 09/15/34
BX 2021-SDMF
5355350
0.08%
FNMA 30yr Pool#FS0088 4.000% 01-Mar-2050, 4.00%, 03/01/50
FN
5631182
0.08%
FHLMC 30yr Pool#SD2606 4.500% 01-Sep-2051, 4.50%, 09/01/51
FR
5453994
0.08%
LHOME Mortgage Trust 2024-RTL2 A1 7.128% 25-MAR-2029, 7.13%, 03/25/29
LHOME
5293684
0.08%
PRPM 2025-5 0%30, 5.73%, 07/25/30
PRPM 2025-5
4927348
0.08%
FNMA 30yr Pool#DB4019 6.000% 01-May-2054, 6.00%, 05/01/54
FN
4917984
0.08%
Fora Financial Asset Securitization, Series 2024-1 A 6.33% 15-MAY-2027, 6.33%, 08/15/29
FORA 2024-1A
5038000
0.08%
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA2 B1 8.39516% 25-FEB-2042, 8.40%, 02/25/42
STACR 2022-DNA2
4921687
0.08%
FNMA 30yr Pool#BX5986 5.500% 01-Mar-2053, 5.50%, 03/01/53
FN
4915652
0.08%
Huntington Bank Auto Credit-Linked Notes, Series 2025-1 B 4.957% 20-MAR-2033, 4.96%, 03/21/33
HACLN 2025-1
4988816
0.08%
FNMA 30yr Pool#BY0337 6.500% 01-May-2053, 6.50%, 05/01/53
FN
4748049
0.08%
FHLMC 30yr Pool#QJ9072 6.000% 01-Nov-2054, 6.00%, 11/01/54
FR
4806904
0.08%
JP Morgan Mortgage Trust 2026-CES1 A3 5.332% 25-JUN-2056, 5.33%, 06/25/56
JPMMT 2026-CES1
5000000
0.07%
FNMA 30yr Pool#DC7015 5.500% 01-Dec-2054, 5.50%, 12/01/54
FN
4885410
0.07%
RCKT Mortgage Trust 2025-CES8 B2A 7.28202% 25-AUG-2055, 7.28%, 08/25/55
RCKT 2025-CES8
5040000
0.07%
OCEANVIEW MORTGAGE TRUST 4.99888% 55, 4.55%, 12/25/55
BVINV 2025-4
4915362
0.07%
FHLMC 30yr Pool#QF9863 5.500% 01-Mar-2053, 5.50%, 03/01/53
FR
4776220
0.07%
ABL 2024-RTL1 A2 7.457% 25-SEP-2029, 7.46%, 09/25/29
ABL 2024-RTL1
4840000
0.07%
FNMA 30yr Pool#CA0706 4.000% 01-Nov-2047, 4.00%, 11/01/47
FN
5096640
0.07%
Saluda Grade Alternative Mortgage Trust 2024-RTL4 A2 7.5% 25-FEB-2030, 7.50%, 02/25/30
GRADE 2024-RTL4
4804500
0.07%
FNMA 30yr Pool#DA5019 6.500% 01-Nov-2053, 6.50%, 11/01/53
FN
4567166
0.07%
Homeward Opportunities Fund Trust 2025-RRTL2 A1 5.237% 25-AUG-2040, 5.24%, 09/25/40
HOF 2025-RRTL2
4682000
0.07%
FHLMC 30yr Pool#SD2715 4.500% 01-Sep-2050, 4.50%, 09/01/50
FR
4739965
0.07%
Connecticut Avenue Securities Trust 2022-R07 1M2 8.29516% 25-JUN-2042, 8.30%, 06/25/42
CAS 2022-R07
4397000
0.07%
FNMA 30yr Pool#BX9326 5.500% 01-Mar-2053, 5.50%, 03/01/53
FN
4431575
0.07%
FNMA 30yr Pool#DC5656 5.000% 01-Nov-2054, 5.00%, 11/01/54
FN
4567402
0.07%
Affirm Asset Securitization Trust 2025-X2 C 4.93% 15-OCT-2030, 4.93%, 10/15/30
AFFRM 2025-X2
4500000
0.07%
FHLMC 30yr Pool#QZ1060 6.000% 01-Aug-2055, 6.00%, 08/01/55
FR
4359819
0.07%
PRPM 2025 RCF4 LLC 4.5% 55, 4.50%, 08/25/55
PRPM 2025-RCF4
4535116
0.07%
FHLMC 30yr Pool#QH4473 6.000% 01-Nov-2053, 6.00%, 11/01/53
FR
4354435
0.07%
FNMA 30yr Pool#DE9377 6.000% 01-Sep-2055, 6.00%, 09/01/55
FN
4325523
0.07%
FHLMC 30yr Pool#RA1100 4.000% 01-Jul-2049, 4.00%, 07/01/49
FR
4645483
0.07%
FHLMC 30yr Pool#QH2259 6.000% 01-Sep-2053, 6.00%, 09/01/53
FR
4208175
0.06%
EFMT 2026-CES1 A3 5.466% 25-DEC-2060, 5.47%, 12/25/60
EFMT 2026-CES1
4250000
0.06%
RAM 2026-1 LLC|5.463|06/15/2046, 5.46%, 06/15/46
RAM 2026-1
4210000
0.06%
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-HQA4 B2 10.64516% 25-DEC-2041, 10.65%, 12/25/41
STACR 2021-HQA4
4000000
0.06%
Vista Point Securitization Trust 2026-CES1 A3 5.376% 25-FEB-2056, 5.38%, 02/25/56
VSTA 2026-CES1
4169000
0.06%
Connecticut Avenue Securities Trust 2024-R01 1B1 6.34516% 25-JAN-2044, 6.35%, 01/25/44
CAS 2024-R01
4000000
0.06%
FNMA 30yr Pool#FA3788 5.500% 01-Nov-2055, 5.50%, 11/01/55
FN
3994219
0.06%
EASY STREET MORTGAGE LN 5.606%40 A1, 5.61%, 10/25/40
EASY 2025-RTL2
4100000
0.06%
FHLMC 30yr Pool#QF7280 5.500% 01-Jan-2053, 5.50%, 01/01/53
FR
3950507
0.06%
FNMA 30yr Pool#FS3246 5.500% 01-Nov-2052, 5.50%, 11/01/52
FN
3950187
0.06%
OBX 2022-NQM7 Trust MB FLTG 66, 5.59%, 04/25/56
OBX 2026-CES1
4000000
0.06%
GS Mortgage-Backed Securities Trust 2026-CES1 A3 5.422% 25-MAY-2056, 5.42%, 05/25/56
GSMBS 2026-CES1
4000000
0.06%
FIGRE Trust 2025-HE3 B 5.71% 25-MAY-2055, 5.71%, 05/25/55
FIGRE 2025-HE3
3956890
0.06%
JP Morgan Mortgage Trust 2026-CES1 A2 5.182% 25-JUN-2056, 5.18%, 06/25/56
JPMMT 2026-CES1
4000000
0.06%
FIGRE TRUST 2025-FL1 5.265% 55, 5.26%, 07/25/55
FIGRE 2025-FL1
3945053
0.06%
FNMA 30yr Pool#CB2907 3.500% 01-Feb-2052, 3.50%, 02/01/52
FN
4270874
0.06%
Ginnie Mae REMIC Trust 2023-116 LF 4.97294% 20-AUG-2053, 4.94%, 08/20/53
GNR 2023-116
3883022
0.06%
Connecticut Avenue Securities Trust 2023-R08 1B1 7.19516% 25-OCT-2043, 7.20%, 10/25/43
CAS 2023-R08
3750000
0.06%
FNMA 30yr Pool#BW6314 5.500% 01-Aug-2052, 5.50%, 08/01/52
FN
3825603
0.06%
FHLMC 30yr Pool#QH5204 6.500% 01-Nov-2053, 6.50%, 11/01/53
FR
3694116
0.06%
FNMA 30yr Pool#DD3307 6.000% 01-Feb-2055, 6.00%, 02/01/55
FN DD3307 MTGE
3758657
0.06%
Fannie Mae REMIC Trust 2020-98 AI 3.5% 25-JAN-2061, 3.50%, 01/25/61
FNR 2020-98
18265759
0.06%
FHLMC 30yr Pool#QX6719 6.000% 01-Feb-2055, 6.00%, 02/01/55
FR
3747918
0.06%
EFMT 2026-CES1 A2 5.316% 25-DEC-2060, 5.32%, 12/25/60
EFMT 2026-CES1
3881000
0.06%
FNMA 30yr Pool#DE7795 6.000% 01-Aug-2055, 6.00%, 08/01/55
FN
3674162
0.06%
FIGRE Trust 2025-HE3 C 5.91% 25-MAY-2055, 5.91%, 05/25/55
FIGRE 2025-HE3
3719476
0.06%
Connecticut Avenue Securities Trust 2022-R02 2M2 6.64516% 25-JAN-2042, 6.65%, 01/25/42
CAS 2022-R02
3678892
0.06%
FNMA 30yr Pool#FS2135 4.000% 01-Nov-2049, 4.00%, 11/01/49
FN
3872843
0.06%
FIGRE Trust 2026-HE1 B 5.183% 25-JAN-2056, 5.18%, 01/25/56
FIGRE 2026-HE1
3669715
0.05%
Connecticut Avenue Securities Trust 2022-R07 1B2 15.64516% 25-JUN-2042, 15.65%, 06/25/42
CAS 2022-R07
3206201
0.05%
FNMA 30yr Pool#DA5072 6.500% 01-Nov-2053, 6.50%, 11/01/53
FN
3395637
0.05%
FHLMC 30yr Pool#QH1144 5.500% 01-Sep-2053, 5.50%, 09/01/53
FR
3463817
0.05%
FHF ISSUER TRUST 2024-1 0% 26, 4.84%, 12/15/26
FHF 2025-2A
3501859
0.05%
FNMA 30yr Pool#FS2713 4.500% 01-Oct-2050, 4.50%, 10/01/50
FN
3576768
0.05%
FNMA 30yr Pool#DF1002 6.000% 01-Oct-2055, 6.00%, 10/01/55
FN
3383611
0.05%
FNMA 30yr Pool#BX6124 6.500% 01-Jan-2053, 6.50%, 01/01/53
FN
3257026
0.05%
FHLMC 30yr Pool#QH0826 5.500% 01-Sep-2053, 5.50%, 09/01/53
FR
3368708
0.05%
FHLMC 30yr Pool#QF7810 5.500% 01-Jan-2053, 5.50%, 01/01/53
FR
3338362
0.05%
FHLMC 30yr Pool#QI8221 6.000% 01-Jun-2054, 6.00%, 06/01/54
FR
3320671
0.05%
FHLMC 30yr Pool#SD1416 4.500% 01-Dec-2048, 4.50%, 12/01/48
FR
3449941
0.05%
FHLMC 30yr Pool#QZ3837 6.000% 01-Sep-2055, 6.00%, 09/01/55
FR
3253595
0.05%
FNMA 30yr Pool#BY0335 6.000% 01-May-2053, 6.00%, 05/01/53
FN
3216144
0.05%
OBX 2026 HE1 FLTG 2056 A1B, 5.15%, 02/25/56
OBX 2026-HE1
3300204
0.05%
FINANCE OF AMERICA STRUCTURE 3.5% 74, 3.50%, 02/25/74
FASST 2024-S1
3332663
0.05%
FNMA 30yr Pool#FM7031 4.000% 01-Jan-2051, 4.00%, 01/01/51
FN
3474670
0.05%
FHLMC 30yr Pool#QH7549 6.000% 01-Dec-2053, 6.00%, 12/01/53
FR
3148019
0.05%
FHLMC 30yr Pool#QX5273 6.000% 01-Feb-2055, 6.00%, 02/01/55
FR
3099659
0.05%
RCKT Mortgage Trust 2026-CES1 A1B 4.928% 25-JAN-2056, 4.93%, 01/25/56
RCKT 2026-CES1
3204003
0.05%
FHLMC 30yr Pool#QH6041 5.500% 01-Dec-2053, 5.50%, 12/01/53
FR
3111660
0.05%
RCKT Mortgage Trust 2025-CES2 A1B 5.603% 25-FEB-2055, 5.60%, 02/25/55
RCKT 2025-CES2
3153521
0.05%
EFMT 2025-RTL1 0% 40, 5.22%, 11/25/40
EFMT 2025-RTL1
3108000
0.05%
FNMA 30yr Pool#MA4026 4.000% 01-May-2050, 4.00%, 05/01/50
FN
3238847
0.05%
RCKT Mortgage Trust 2023-CES1 A1A 6.515% 25-JUN-2043, 6.51%, 06/25/43
RCKT
3023934
0.05%
FNMA 30yr Pool#FM1540 4.000% 01-Sep-2049, 4.00%, 09/01/49
FN
3183412
0.05%
FHLMC 30yr Pool#QZ4951 6.000% 01-Oct-2055, 6.00%, 10/01/55
FR
2903032
0.04%
FHLMC 30yr Pool#SD1111 4.000% 01-Jun-2050, 4.00%, 06/01/50
FR
3120372
0.04%
BX Trust 2021-BXMF C 4.96027% 15-OCT-2038, 4.96%, 10/15/26
BX 2021-BXMF
2958012
0.04%
COOPR Residential Mortgage Trust 2026-CES1 A2 5.158% 25-FEB-2061, 5.16%, 02/25/61
COOPR 2026-CES1
2949000
0.04%
Connecticut Avenue Securities Trust 2024-R06 1M2 5.24516% 25-SEP-2044, 5.25%, 09/25/44
CAS 2024-R06
2919840
0.04%
GWT Commercial Mortgage Trust 2024-WLF2 A 5.34595% 15-MAY-2041, 5.35%, 05/15/41
GWT 2024-WLF2
2900000
0.04%
FNMA 30yr Pool#MA4056 4.000% 01-Jun-2050, 4.00%, 06/01/50
FN
3006868
0.04%
Structured Agency Credit Risk (STACR) Debt Notes, Series 2020-DNA1 B2 9.00964% 25-JAN-2050, 9.01%, 01/25/50
STACR 2020-DNA1
2560595
0.04%
FNMA 30yr Pool#BX8700 5.500% 01-Mar-2053, 5.50%, 03/01/53
FN
2737503
0.04%
FHLMC 30yr Pool#QZ4131 6.000% 01-Sep-2055, 6.00%, 09/01/55
FR
2716319
0.04%
FHLMC 30yr Pool#QG2539 6.500% 01-May-2053, 6.50%, 05/01/53
FR
2672056
0.04%
New Residential Mortgage Loan Trust 2024-RTL1 A2 7.101% 25-MAR-2039, 7.10%, 03/25/39
NRMLT 2024-RTL1
2750000
0.04%
Chase Mortgage Reference Notes, Series 2021-CL1 M1 4.84516% 25-FEB-2050, 4.85%, 02/25/50
CHASE 2021-CL1
2812956
0.04%
RCKT MORTGAGE TRUST 2025-CE 5.16% 34, 5.16%, 07/25/34
RCKTL 2025-1A
2750000
0.04%
Fannie Mae Pool|4|03/01/2050, 4.00%, 03/01/50
FN
2878158
0.04%
FNMA 30yr Pool#MA3496 4.500% 01-Oct-2048, 4.50%, 10/01/48
FN
2784897
0.04%
OBX TRUST 2026-HE1 FLTG 2056 M1, 5.30%, 02/25/56
OBX 2026-HE1
2707000
0.04%
FHLMC 30yr Pool#QE8542 5.500% 01-Aug-2052, 5.50%, 08/01/52
FR
2616056
0.04%
FHLMC 30yr Pool#SD6905 6.000% 01-Nov-2054, 6.00%, 11/01/54
FR
2575092
0.04%
FHLMC 30yr Pool#QF9276 5.500% 01-Mar-2053, 5.50%, 03/01/53
FR
2555463
0.04%
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA3 M2 7.99516% 25-APR-2042, 8.00%, 04/25/42
STACR 2022-DNA3
2528314
0.04%
FHLMC 30yr Pool#QE6404 5.500% 01-Jul-2052, 5.50%, 07/01/52
FR
2549080
0.04%
FNMA 30yr Pool#BV5393 3.500% 01-Apr-2052, 3.50%, 04/01/52
FN
2823415
0.04%
Vista Point Securitization Trust 2026-CES1 A2 5.226% 25-FEB-2056, 5.23%, 02/25/56
VSTA 2026-CES1
2600000
0.04%
U.S. Bank Auto Credit Linked Notes, Series 2023-1 B 6.789% 25-AUG-2032, 6.79%, 08/25/32
USCLN 2023-1
2535018
0.04%
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-HQA3 B2 9.89516% 25-SEP-2041, 9.90%, 09/25/41
STACR 2021-HQA3
2504211
0.04%
FHLMC 30yr Pool#Q57869 4.000% 01-Aug-2048, 4.00%, 08/01/48
FG
2685089
0.04%
FHLMC 30yr Pool#SD2897 5.500% 01-May-2053, 5.50%, 05/01/53
FR
2464258
0.04%
EFMT 2026-CES1 A1B 5.116% 25-DEC-2060, 5.12%, 12/25/60
EFMT 2026-CES1
2512773
0.04%
OBX 2022-NQM7 Trust MB FLTG 66, 5.42%, 04/25/56
OBX 2026-CES1
2500000
0.04%
PRPM 2026-RCF1 A3 5.305% 25-JAN-2056, 5.30%, 01/25/56
PRPM 2026-RCF1
2500000
0.04%
PRPM 2026-RCF1 A2 5.206% 25-JAN-2056, 5.21%, 01/25/56
PRPM 2026-RCF1
2500000
0.04%
BX Trust 2021-BXMF G 7.118513% 15-OCT-2038, 7.12%, 10/15/26
BX 2021-BXMF
2488884
0.04%
FIGRE Trust 2024-HE4 B 5.252% 25-SEP-2054, 5.25%, 09/25/54
FIGRE 2024-HE4
2490869
0.04%
FNMA 30yr Pool#BY8533 6.500% 01-Aug-2053, 6.50%, 08/01/53
FN
2297938
0.04%
FNMA 30yr Pool#DE2839 6.000% 01-Jun-2055, 6.00%, 06/01/55
FN
2334282
0.04%
FHLMC 30yr Pool#SD3523 3.000% 01-Jun-2052, 3.00%, 06/01/52
FR
2708696
0.04%
PRPM 2025-RCF3 LLC 5.25% 55, 5.25%, 07/25/55
PRPM 2025-RCF3
2380125
0.04%
FNMA 30yr Pool#DC1302 5.000% 01-Aug-2054, 5.00%, 08/01/54
FN
2411049
0.04%
FNMA 30yr Pool#BY5913 5.500% 01-Sep-2053, 5.50%, 09/01/53
FN
2305215
0.04%
Ginnie Mae REMIC Trust 2017-163 LO 0.0% 16-MAY-2041, 0.00%, 05/16/41
GNR 2017-163
3108477
0.04%
Connecticut Avenue Securities Trust 2022-R08 1M2 7.24516% 25-JUL-2042, 7.25%, 07/25/42
CAS 2022-R08
2280000
0.04%
FHLMC 30yr Pool#QF0488 5.500% 01-Sep-2052, 5.50%, 09/01/52
FR
2292153
0.04%
FNMA 30yr Pool#DA3549 6.500% 01-Oct-2053, 6.50%, 10/01/53
FN
2205650
0.04%
Bayview Opportunity Master Fund VII Trust 2024-CAR1 B 4.94516% 25-DEC-2031, 4.95%, 12/26/31
BVCLN 2024-CAR1
2306744
0.03%
FIGRE Trust 2026-HE4|6.23|05/25/2056, 6.23%, 05/25/56
FIGRE 2026-HE4
2300000
0.03%
FNMA 30yr Pool#DF0313 6.000% 01-Sep-2055, 6.00%, 09/01/55
FN
2197656
0.03%
Morgan Stanley Residential Mortgage Loan Trust 2026-NQM1 A2 5.032% 25-DEC-2070, 5.03%, 12/25/70
MSRM 2026-NQM1
2285052
0.03%
FHLMC 30yr Pool#QY9883 6.000% 01-Aug-2055, 6.00%, 08/01/55
FR
2150535
0.03%
PRPM 2024-RCF2 A1 3.75% 25-MAR-2054, 3.75%, 03/25/54
PRPM 2024-RCF2
2172830
0.03%
Ally Bank Auto Credit-Linked Notes, Series 2024-A C 6.022% 15-MAY-2032, 6.02%, 05/17/32
ABCLN 2024-A
2067450
0.03%
FHLMC 30yr Pool#QG2543 5.500% 01-May-2053, 5.50%, 05/01/53
FR
2051836
0.03%
FNMA 30yr Pool#BY0338 6.500% 01-May-2053, 6.50%, 05/01/53
FN
1899189
0.03%
FNMA 30yr Pool#FS1640 4.000% 01-Apr-2052, 4.00%, 04/01/52
FN
2080129
0.03%
FNMA 30yr Pool#FS3001 4.000% 01-Oct-2051, 4.00%, 10/01/51
FN
2060798
0.03%
FNMA 30yr Pool#DA0036 6.500% 01-Sep-2053, 6.50%, 09/01/53
FN
1845089
0.03%
FNMA 30yr Pool#CA7849 4.500% 01-Oct-2050, 4.50%, 10/01/50
FN
1964309
0.03%
FNMA 30yr Pool#BX8072 5.500% 01-Mar-2053, 5.50%, 03/01/53
FN
1862283
0.03%
Chase Mortgage Reference Notes, Series 2020-CL1 M2 6.26879% 25-OCT-2057, 6.27%, 10/25/57
CHASE 2020-CL1
1839628
0.03%
FNMA 30yr Pool#DF0998 6.000% 01-Oct-2055, 6.00%, 10/01/55
FN
1765045
0.03%
FHLMC 30yr Pool#QX7432 6.000% 01-Feb-2055, 6.00%, 02/01/55
FR
1760245
0.03%
FHLMC 30yr Pool#SI2017 4.000% 01-Dec-2048, 4.00%, 12/01/48
FR
1908239
0.03%
Chase Mortgage Reference Notes, Series 2021-CL1 M3 5.19516% 25-FEB-2050, 5.20%, 02/25/50
CHASE 2021-CL1
1834516
0.03%
Santander Bank Auto Credit-Linked Notes, Series 2024-A B 5.622% 15-JUN-2032, 5.62%, 06/15/32
SBCLN 2024-A
1739015
0.03%
FHLMC 30yr Pool#QI4878 6.000% 01-Apr-2054, 6.00%, 04/01/54
FR
1686749
0.03%
FNMA 30yr Pool#FA4472 4.500% 01-Feb-2051, 4.50%, 02/01/51
FN
1781413
0.03%
FNMA 30yr Pool#DA3538 6.000% 01-Oct-2053, 6.00%, 10/01/53
FN
1682226
0.03%
Foundation Finance Trust 2023-2 A 6.53% 15-JUN-2049, 6.53%, 06/15/49
FFIN 2023-2A
1653604
0.03%
PRPM 2025-RCF3 LLC 5.25% 55, 5.25%, 07/25/55
PRPM 2025-RCF3
1700000
0.03%
FHLMC 30yr Pool#SD1551 4.000% 01-Mar-2050, 4.00%, 03/01/50
FR
1781394
0.03%
RAM 2024-1 A 5.95% 15-FEB-2039, 6.67%, 02/15/39
RAM 2024-1
1665633
0.02%
Fannie Mae Pool|4|08/01/2050, 4.00%, 08/01/50
FN
1738028
0.02%
FNMA 30yr Pool#MA3521 4.000% 01-Nov-2048, 4.00%, 11/01/48
FN
1731955
0.02%
Chase Mortgage Reference Notes, Series 2021-CL1 M2 4.99516% 25-FEB-2050, 5.00%, 02/25/50
CHASE 2021-CL1
1652611
0.02%
FNMA 30yr Pool#DD4221 6.000% 01-Feb-2055, 6.00%, 02/01/55
FN DD4221 MTGE
1548025
0.02%
NRZ MSR-Collateralized Notes, Series 2021-FHT1 A 3.104% 25-JUL-2026, 3.10%, 07/25/26
NZES 2021-FHT1
1602477
0.02%
FHLMC 30yr Pool#SD0943 3.500% 01-Apr-2052, 3.50%, 04/01/52
FR
1719282
0.02%
FNMA 30yr Pool#BY0361 6.500% 01-Jun-2053, 6.50%, 06/01/53
FN
1512883
0.02%
FHF Trust 2024-1 (First Help Financial) A2 5.69% 15-FEB-2030, 5.69%, 02/15/30
FHF 2024-1A
1566496
0.02%
FHLMC 30yr Pool#SD4456 4.000% 01-Aug-2050, 4.00%, 08/01/50
FR
1604995
0.02%
FNMA 30yr Pool#CB2681 3.500% 01-Jan-2052, 3.50%, 01/01/52
FN
1629503
0.02%
FHLMC 30yr Pool#QY7439 6.000% 01-Jun-2055, 6.00%, 06/01/55
FR
1421784
0.02%
FHLMC 30yr Pool#QZ4132 6.000% 01-Sep-2055, 6.00%, 09/01/55
FR
1411191
0.02%
FNMA 30yr Pool#DC9709 6.000% 01-Jan-2055, 6.00%, 01/01/55
FN
1393411
0.02%
FHLMC 30yr Pool#Q58477 4.000% 01-Sep-2048, 4.00%, 09/01/48
FG
1489871
0.02%
FNMA 30yr Pool#BT8051 5.500% 01-Jan-2053, 5.50%, 01/01/53
FN
1375296
0.02%
Santander Bank Auto Credit-Linked Notes, Series 2023-B B 5.64% 15-DEC-2033, 5.64%, 12/15/33
SBCLN 2023-B
1391202
0.02%
FNMA 30yr Pool#MA3415 4.000% 01-Jul-2048, 4.00%, 07/01/48
FN
1458788
0.02%
FNMA 30yr Pool#BY1896 5.500% 01-May-2053, 5.50%, 05/01/53
FN
1351340
0.02%
FHLMC 30yr Pool#QG4340 6.500% 01-Jun-2053, 6.50%, 06/01/53
FR
1293797
0.02%
FNMA 30yr Pool#CA1931 4.500% 01-Jun-2048, 4.50%, 06/01/48
FN
1379324
0.02%
FNMA 30yr Pool#CA5573 4.000% 01-Apr-2050, 4.00%, 04/01/50
FN
1385749
0.02%
FNMA 30yr Pool#BY0327 6.500% 01-May-2053, 6.50%, 05/01/53
FN
1228835
0.02%
FNMA 30yr Pool#BX7860 5.500% 01-Mar-2053, 5.50%, 03/01/53
FN
1249754
0.02%
FIGRE TRUST 2025-HE5 FLTG 2055 B, 5.49%, 08/25/55
FIGRE 2025-HE5
1268790
0.02%
FHLMC 30yr Pool#QF2561 5.500% 01-Nov-2052, 5.50%, 11/01/52
FR
1171226
0.02%
FNMA 30yr Pool#FM7725 4.500% 01-Dec-2050, 4.50%, 12/01/50
FN
1234196
0.02%
Ally Bank Auto Credit-Linked Notes, Series 2024-A D 6.315% 15-MAY-2032, 6.31%, 05/17/32
ABCLN 2024-A
1181400
0.02%
FNMA 30yr Pool#DB3056 5.500% 01-May-2054, 5.50%, 05/01/54
FN
1172351
0.02%
FHLMC 30yr Pool#QG2540 6.500% 01-May-2053, 6.50%, 05/01/53
FR
1131196
0.02%
FNMA 40yr Pool#BF0167 3.000% 01-Feb-2057, 3.00%, 02/01/57
FN
1351898
0.02%
EFMT 2026-CES1 M1 5.616% 25-DEC-2060, 5.62%, 12/25/60
EFMT 2026-CES1
1166000
0.02%
FNMA 30yr Pool#MA3149 4.000% 01-Oct-2047, 4.00%, 10/01/47
FN
1214660
0.02%
FNMA 30yr Pool#BX0804 5.500% 01-Nov-2052, 5.50%, 11/01/52
FN
1117050
0.02%
ACHV ABS Trust 2024-1PL B 6.34% 25-APR-2031, 6.34%, 04/25/31
ACHV 2024-1PL
1131214
0.02%
FNMA 30yr Pool#BJ9181 5.000% 01-May-2048, 5.00%, 05/01/48
FN
1132121
0.02%
Bayview Opportunity Master Fund VII Trust 2024-CAR1 C 5.14516% 25-DEC-2031, 5.15%, 12/26/31
BVCLN 2024-CAR1
1122615
0.02%
FHLMC 30yr Pool#SD8003 4.000% 01-Jul-2049, 4.00%, 07/01/49
FR
1191371
0.02%
FNMA 30yr Pool#FM9138 4.000% 01-Mar-2050, 4.00%, 03/01/50
FN
1182589
0.02%
FHLMC 30yr Pool#QG6538 5.500% 01-Jul-2053, 5.50%, 07/01/53
FR
1094313
0.02%
FNMA 30yr Pool#AS6811 3.000% 01-Mar-2046, 3.00%, 03/01/46
FN
1203092
0.02%
FHLMC 30yr Pool#ZT2087 4.000% 01-Jun-2049, 4.00%, 06/01/49
FR
1127414
0.02%
FNMA 30yr Pool#AS7492 4.000% 01-Jul-2046, 4.00%, 07/01/46
FN
1080872
0.02%
Connecticut Avenue Securities Trust 2022-R04 1M2 6.74516% 25-MAR-2042, 6.75%, 03/25/42
CAS 2022-R04
1000000
0.02%
FHLMC 30yr Pool#QG3885 6.500% 01-Jun-2053, 6.50%, 06/01/53
FR
964631
0.02%
FHLMC 30yr Pool#RA1188 4.500% 01-Aug-2049, 4.50%, 08/01/49
FR
1018773
0.02%
FHLMC 30yr Pool#RA1087 4.500% 01-Jul-2049, 4.50%, 07/01/49
FR
1015565
0.01%
FNMA 30yr Pool#CB8995 5.500% 01-Aug-2054, 5.50%, 08/01/54
FN
968373
0.01%
FNMA 30yr Pool#BV8484 3.500% 01-Apr-2052, 3.50%, 04/01/52
FN
998117
0.01%
FNMA 30yr Pool#BV4203 3.500% 01-Apr-2052, 3.50%, 04/01/52
FN
991969
0.01%
FNMA 30yr Pool#FM1598 4.000% 01-Feb-2049, 4.00%, 02/01/49
FN
961287
0.01%
FHLMC 30yr Pool#QG6948 5.500% 01-Jul-2053, 5.50%, 07/01/53
FR
885766
0.01%
U.S. Auto Funding 2021-1 C 2.2% 15-MAY-2026, 2.20%, 05/15/26
USAUT 2021-1A
1167857
0.01%
FHLMC 30yr Pool#QH3309 5.500% 01-Oct-2053, 5.50%, 10/01/53
FR
886025
0.01%
FREMF 2019-KF70 Mortgage Trust C 9.76669% 25-SEP-2029, 9.77%, 09/25/29
FREMF 2019-KF70
890414
0.01%
FNMA 30yr Pool#CA6382 4.500% 01-Jul-2050, 4.50%, 07/01/50
FN
915870
0.01%
BX Commercial Mortgage Trust 2021-21M A 4.499% 15-OCT-2036, 4.50%, 10/15/36
BX 2021-21M
862801
0.01%
FHF Issuer Trust 2023-2 (First Help Financial) A2 6.79% 15-OCT-2029, 6.79%, 10/15/29
FHF 2023-2A
845085
0.01%
GNMA II 30yr Pool#MA5021 4.500% 20-Feb-2048, 4.50%, 02/20/48
G2
868130
0.01%
FHLMC 30yr Pool#ZM8197 4.000% 01-Sep-2048, 4.00%, 09/01/48
FR
886439
0.01%
Structured Agency Credit Risk (STACR) Debt Notes, Series 2020-DNA2 B2 8.55964% 25-FEB-2050, 8.56%, 02/25/50
STACR 2020-DNA2
728791
0.01%
FHLMC 30yr Pool#QG7338 6.000% 01-Jul-2053, 6.00%, 07/01/53
FR
767346
0.01%
FNMA 30yr Pool#CC0990 5.000% 01-Sep-2055, 5.00%, 09/01/55
FN
788055
0.01%
FNMA 30yr Pool#BN4541 4.000% 01-Feb-2049, 4.00%, 02/01/49
FN
813531
0.01%
FNMA 30yr Pool#AB9341 3.000% 01-May-2043, 3.00%, 05/01/43
FN
847592
0.01%
FNMA 30yr Pool#BY0782 5.500% 01-Apr-2053, 5.50%, 04/01/53
FN
738333
0.01%
FNMA 30yr Pool#BY0866 5.500% 01-May-2053, 5.50%, 05/01/53
FN
693072
0.01%
FHLMC 30yr Pool#RA1999 4.500% 01-Jan-2050, 4.50%, 01/01/50
FR
718749
0.01%
FHLMC 30yr Pool#ZT1926 3.000% 01-Nov-2043, 3.00%, 11/01/43
FR
743853
0.01%
Blue Bridge Funding 2023-1 A 7.37% 15-NOV-2030, 7.37%, 11/15/30
BBEF 2023-1A
665516
0.01%
GNMA II 30yr Pool#MA5264 4.000% 20-Jun-2048, 4.00%, 06/20/48
G2
693176
0.01%
FNMA 30yr Pool#CB6864 5.000% 01-Aug-2053, 5.00%, 08/01/53
FN
652532
0.01%
Compass Datacenters Issuer II, Series 2024-1 B_2401 7.0% 25-FEB-2049, 7.00%, 02/25/49
CMPDC 2024-1A
620000
0.01%
ACHM Trust 2024-HE1 B 7.26% 25-MAY-2039, 7.26%, 05/25/39
ACHM 2024-HE1
599665
0.01%
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-DNA5 M2 5.29516% 25-JAN-2034, 5.30%, 01/25/34
STACR 2021-DNA5
610034
0.01%
FHLMC 30yr Pool#QE1073 3.500% 01-Apr-2052, 3.50%, 04/01/52
FR
642357
0.01%
FNMA 30yr Pool#BW0343 4.500% 01-May-2052, 4.50%, 05/01/52
FN
582838
0.01%
FNMA 30yr Pool#BK9507 4.000% 01-Oct-2048, 4.00%, 10/01/48
FN
587556
0.01%
FHLMC 30yr Pool#SD8047 4.500% 01-Feb-2050, 4.50%, 02/01/50
FR
571891
0.01%
FNMA 30yr Pool#AL6842 4.000% 01-May-2045, 4.00%, 05/01/45
FN
577982
0.01%
Reach ABS Trust 2024-2 A 5.88% 15-JUL-2031, 5.88%, 07/15/31
REACH 2024-2A
545373
0.01%
ACHV ABS Trust 2024-1PL C 6.42% 25-APR-2031, 6.42%, 04/25/31
ACHV 2024-1PL
528423
0.01%
Sequoia Mortgage Trust 2013-5 A1 2.5% 25-MAY-2043, 2.50%, 05/25/43
SEMT 2013-5
597805
0.01%
Arivo Acceptance Auto Loan Receivables Trust 2024-1 A 6.46% 15-APR-2028, 6.46%, 04/17/28
ARIVO 2024-1A
522604
0.01%
FNMA 30yr Pool#AZ0869 4.000% 01-Jul-2045, 4.00%, 07/01/45
FN
481183
0.01%
FHLMC 30yr Pool#QD9191 3.500% 01-Apr-2052, 3.50%, 04/01/52
FR
494194
0.01%
FHLMC 15yr Pool#SB0116 2.500% 01-Nov-2034, 2.50%, 11/01/34
FR
469544
0.01%
Flagship Credit Auto Trust 2023-1 B 5.05% 15-FEB-2028, 5.05%, 01/18/28
FCAT 2023-1
440722
0.01%
FHLMC 30yr Pool#SD1414 4.000% 01-Oct-2050, 4.00%, 10/01/50
FR
430555
0.01%
FNMA 30yr Pool#BV6879 4.500% 01-Apr-2052, 4.50%, 04/01/52
FN
403031
0.01%
FNMA 30yr Pool#CB4329 3.500% 01-Jul-2052, 3.50%, 07/01/52
FN
421236
0.01%
FNMA 30yr Pool#CA4646 3.000% 01-Feb-2048, 3.00%, 02/01/48
FN
407087
0.01%
FHLMC 30yr Pool#QG3397 6.000% 01-May-2053, 6.00%, 05/01/53
FR
348993
0.01%
FHLMC 30yr Pool#QA8274 3.500% 01-Mar-2050, 3.50%, 03/01/50
FR
384383
0.01%
Connecticut Avenue Securities Trust 2023-R05 1B1 8.39516% 25-JUN-2043, 8.40%, 06/25/43
CAS 2023-R05
312000
0.01%
FNMA 30yr Pool#FM3447 4.000% 01-Nov-2049, 4.00%, 11/01/49
FN
348870
0.00%
FHLMC 30yr Pool#SD1966 4.000% 01-Nov-2052, 4.00%, 11/01/52
FR
319993
0.00%
FNMA 30yr Pool#BV7632 4.500% 01-Apr-2052, 4.50%, 04/01/52
FN
309654
0.00%
Hotwire Funding, Series 2021-1 B_2021_1 2.658% 20-NOV-2051, 2.66%, 11/20/51
HWIRE 2021-1
300000
0.00%
FNMA 30yr Pool#AR9225 3.000% 01-Mar-2043, 3.00%, 03/01/43
FN
313112
0.00%
FHLMC 30yr Pool#ZN6461 4.000% 01-May-2049, 4.00%, 05/01/49
FR
298487
0.00%
FNMA 30yr Pool#FS2548 4.000% 01-Mar-2051, 4.00%, 03/01/51
FN
289098
0.00%
FHLMC 30yr Pool#ZT0391 4.000% 01-Nov-2047, 4.00%, 11/01/47
FR
285869
0.00%
FNMA 30yr Pool#AS8649 3.000% 01-Jan-2047, 3.00%, 01/01/47
FN
300189
0.00%
FNMA 30yr Pool#FS2238 4.000% 01-Mar-2051, 4.00%, 03/01/51
FN
281035
0.00%
FHLMC 30yr Pool#QA5150 4.500% 01-Dec-2049, 4.50%, 12/01/49
FR
263850
0.00%
FNMA 30yr Pool#BN3899 4.000% 01-Dec-2048, 4.00%, 12/01/48
FN
261792
0.00%
FHLMC 30yr Pool#QA1615 3.500% 01-Aug-2049, 3.50%, 08/01/49
FR
267030
0.00%
FHLMC 30yr Pool#ZN4240 4.500% 01-Dec-2048, 4.50%, 12/01/48
FR
245521
0.00%
Fannie Mae REMIC Trust 2012-126 SY 0.22362% 25-NOV-2042, 0.24%, 11/25/42
FNR 2012-126
473554
0.00%
FNMA 30yr Pool#BW0081 4.500% 01-Apr-2052, 4.50%, 04/01/52
FN
227961
0.00%
Fannie Mae REMIC Trust 2017-9 VL 3.0% 25-JUL-2028, 3.00%, 07/25/28
FNR 2017-9
215282
0.00%
FNMA 30yr Pool#MA3687 4.000% 01-Jun-2049, 4.00%, 06/01/49
FN
224644
0.00%
FNMA 30yr Pool#MA3908 4.500% 01-Jan-2050, 4.50%, 01/01/50
FN
217790
0.00%
FNMA 30yr Pool#BE3616 4.000% 01-May-2047, 4.00%, 05/01/47
FN
215262
0.00%
FNMA 30yr Pool#MA1327 3.000% 01-Jan-2043, 3.00%, 01/01/43
FN
225371
0.00%
FNMA 30yr Pool#BO9819 4.500% 01-Dec-2049, 4.50%, 12/01/49
FN
207254
0.00%
FHLMC 15yr Pool#SB0040 2.500% 01-Dec-2033, 2.50%, 12/01/33
FR
206757
0.00%
GNMA II 30yr Pool#MA5192 4.000% 20-May-2048, 4.00%, 05/20/48
G2
207876
0.00%
FHLMC 30yr Pool#RA1088 4.500% 01-Jul-2049, 4.50%, 07/01/49
FR
201645
0.00%
FHLMC 30yr Pool#QH7013 6.500% 01-Dec-2053, 6.50%, 12/01/53
FR
162326
0.00%
FNMA 30yr Pool#AB6280 3.000% 01-Sep-2042, 3.00%, 09/01/42
FN
187472
0.00%
FNMA 30yr Pool#BO2983 3.000% 01-Sep-2049, 3.00%, 09/01/49
FN
187758
0.00%
FHLMC 30yr Pool#SD8040 4.500% 01-Jan-2050, 4.50%, 01/01/50
FR
170684
0.00%
FNMA 30yr Pool#CA4185 4.500% 01-Sep-2049, 4.50%, 09/01/49
FN
168442
0.00%
FNMA 30yr Pool#BV7132 4.500% 01-Apr-2052, 4.50%, 04/01/52
FN
160446
0.00%
FNMA 30yr Pool#CA4035 4.500% 01-Aug-2049, 4.50%, 08/01/49
FN
155252
0.00%
FHLMC 30yr Pool#ZA7158 4.500% 01-Jun-2049, 4.50%, 06/01/49
FR
154649
0.00%
FHLMC 30yr Pool#ZT1320 4.000% 01-Nov-2048, 4.00%, 11/01/48
FR
155080
0.00%
FNMA 30yr Pool#AB7563 3.000% 01-Jan-2043, 3.00%, 01/01/43
FN
156591
0.00%
FNMA 30yr Pool#FS2546 4.000% 01-Mar-2051, 4.00%, 03/01/51
FN
150180
0.00%
FNMA 30yr Pool#BW0072 4.500% 01-Apr-2052, 4.50%, 04/01/52
FN
135307
0.00%
FNMA 30yr Pool#MA1229 3.000% 01-Oct-2042, 3.00%, 10/01/42
FN
140018
0.00%
GNMA II 30yr Pool#MA5753 4.000% 20-Feb-2049, 4.00%, 02/20/49
G2
135701
0.00%
FNMA 30yr Pool#BV7131 4.500% 01-Apr-2052, 4.50%, 04/01/52
FN
128084
0.00%
GNMA II 30yr Pool#BF6874 4.500% 20-Jul-2048, 4.50%, 07/20/48
G2
125099
0.00%
GNMA II 30yr Pool#MA5866 4.000% 20-Apr-2049, 4.00%, 04/20/49
G2
130700
0.00%
FNMA 20yr Pool#AB9283 3.000% 01-Apr-2038, 3.00%, 04/01/38
FN
125868
0.00%
GNMA II 30yr Pool#BK5879 4.500% 20-Nov-2048, 4.50%, 11/20/48
G2
110338
0.00%
FHLMC 30yr Pool#QE0318 4.500% 01-Mar-2052, 4.50%, 03/01/52
FR
107366
0.00%
FNMA 30yr Pool#BM3282 3.500% 01-Dec-2047, 3.50%, 12/01/47
FN
108914
0.00%
FHLMC 30yr Pool#ZT1633 4.000% 01-Mar-2047, 4.00%, 03/01/47
FR
104461
0.00%
FNMA 30yr Pool#CA3683 4.500% 01-Jun-2049, 4.50%, 06/01/49
FN
102249
0.00%
FNMA 30yr Pool#CA0108 3.500% 01-Aug-2047, 3.50%, 08/01/47
FN
101326
0.00%
FHLMC 30yr Pool#ZM7577 4.500% 01-Aug-2048, 4.50%, 08/01/48
FR
88972
0.00%
Fannie Mae REMIC Trust 2013-130 FN 4.10964% 25-OCT-2042, 4.11%, 10/25/42
FNR 2013-130
84222
0.00%
FHLMC 30yr Pool#ZM7926 5.000% 01-Sep-2048, 5.00%, 09/01/48
FR
76591
0.00%
Saluda Grade Alternative Mortgage Trust 2024-RTL4 A1 7.5% 25-FEB-2030, 7.50%, 02/25/30
GRADE 2024-RTL4
76547
0.00%
FNMA 30yr Pool#MA1447 3.000% 01-May-2043, 3.00%, 05/01/43
FN
74629
0.00%
FHLMC 30yr Pool#QA2159 3.000% 01-Aug-2049, 3.00%, 08/01/49
FR
74798
0.00%
Sequoia Mortgage Trust 2019-CH3 A19 4.0% 25-OCT-2049, 4.00%, 09/25/49
SEMT 2019-CH3
68892
0.00%
FNMA 30yr Pool#AS8547 3.000% 01-Nov-2046, 3.00%, 11/01/46
FN
70468
0.00%
FNMA 30yr Pool#BD2453 3.000% 01-Jan-2047, 3.00%, 01/01/47
FN
64607
0.00%
Fannie Mae REMIC Trust 2010-109 BS 13.54815% 25-OCT-2040, 13.55%, 10/25/40
FNR 2010-109
41248
0.00%
Fannie Mae REMIC Trust 2006-20 GF 4.12638% 25-APR-2036, 4.11%, 04/25/36
FNR 2006-20
50387
0.00%
FHLMC 15yr Pool#ZK8962 3.000% 01-Sep-2032, 3.00%, 09/01/32
FR
49186
0.00%
FHLMC 15yr Pool#ZS7403 3.000% 01-May-2031, 3.00%, 05/01/31
FR
43163
0.00%
FNMA 30yr Pool#BO1857 4.500% 01-Aug-2049, 4.50%, 08/01/49
FN
42450
0.00%
FNMA 15yr Pool#BO5957 3.000% 01-Dec-2034, 3.00%, 12/01/34
FN
41729
0.00%
Freddie Mac Multiclass Certificates, Series 3380 FM 4.37671% 15-OCT-2037, 4.34%, 10/15/37
FHR 3380
39645
0.00%
Freddie Mac Multiclass Certificates, Series 3721 FB 4.28671% 15-SEP-2040, 4.25%, 09/15/40
FHR 3721
39015
0.00%
Ginnie Mae REMIC Trust 2008-013 FB 4.28952% 20-FEB-2038, 4.28%, 02/20/38
GNR 2008-13
37274
0.00%
FNMA 30yr Pool#BC0870 3.500% 01-Jan-2046, 3.50%, 01/01/46
FN
35434
0.00%
FNMA 15yr Pool#BO7717 3.000% 01-Nov-2034, 3.00%, 11/01/34
FN
31413
0.00%
FHLMC 15yr Pool#ZK9163 3.000% 01-Jan-2033, 3.00%, 01/01/33
FR
29165
0.00%
Ginnie Mae REMIC Trust 2007-040 FG 4.10952% 20-JUL-2037, 4.10%, 07/20/37
GNR 2007-40
28445
0.00%
Ginnie Mae REMIC Trust 2004-069 CF 4.18952% 20-JUL-2034, 4.18%, 07/20/34
GNR 2004-69
23894
0.00%
Fannie Mae REMIC Trust 2013-2 QF 4.27638% 25-FEB-2043, 4.26%, 02/25/43
FNR 2013-2
22526
0.00%
Ginnie Mae REMIC Trust 2007-059 FA 4.28952% 20-OCT-2037, 4.28%, 10/20/37
GNR 2007-59
22435
0.00%
FHLMC 30yr Pool#ZN2165 4.500% 01-Dec-2048, 4.50%, 12/01/48
FR
22405
0.00%
Ginnie Mae REMIC Trust 2010-133 FD 4.20888% 16-OCT-2040, 4.21%, 10/16/40
GNR 2010-133
19216
0.00%
Ginnie Mae REMIC Trust 2008-016 FC 4.28952% 20-FEB-2038, 4.28%, 02/20/38
GNR 2008-16
18122
0.00%
Ginnie Mae REMIC Trust 2007-037 FW 4.09952% 20-JUN-2037, 4.09%, 06/20/37
GNR 2007-37
17871
0.00%
Ginnie Mae REMIC Trust 2005-065 FA 3.93952% 20-AUG-2035, 3.93%, 08/20/35
GNR 2005-65
17179
0.00%
Ginnie Mae REMIC Trust 2004-059 FP 4.07888% 16-AUG-2034, 4.08%, 08/16/34
GNR 2004-59
16810
0.00%
Freddie Mac Multiclass Certificates, Series 2426 FL 4.43671% 15-MAR-2032, 4.40%, 03/15/32
FHR 2426
14926
0.00%
FHLMC 30yr Pool#ZT0252 3.000% 01-Dec-2047, 3.00%, 12/01/47
FR
16343
0.00%
Fannie Mae REMIC Trust 2002-53 FK 4.17638% 25-APR-2032, 4.16%, 04/25/32
FNR 2002-53
14644
0.00%
Ginnie Mae REMIC Trust 2005-048 AF 3.98952% 20-JUN-2035, 3.98%, 06/20/35
GNR 2005-48
14474
0.00%
Fannie Mae REMIC Trust 2005-83 KT 4.07638% 25-OCT-2035, 4.06%, 10/25/35
FNR 2005-83
12776
0.00%
Fannie Mae REMIC Trust 2007-89 GF 4.29638% 25-SEP-2037, 4.28%, 09/25/37
FNR 2007-89
12175
0.00%
Freddie Mac Multiclass Certificates, Series 2551 FD 4.18671% 15-JAN-2033, 4.15%, 01/15/33
FHR 2551
10773
0.00%
FHLMC 30yr Pool#ZM2269 3.000% 01-Dec-2046, 3.00%, 12/01/46
FR
11674
0.00%
Ginnie Mae REMIC Trust 2012-075 FP 4.08952% 20-JUL-2041, 4.08%, 07/20/41
GNR 2012-75
10111
0.00%
Ginnie Mae REMIC Trust 2007-061 FA 4.28952% 20-OCT-2037, 4.28%, 10/20/37
GNR 2007-61
9100
0.00%
GNMA II 30yr Pool#BK6072 5.000% 20-Jan-2049, 5.00%, 01/20/49
G2
8879
0.00%
Fannie Mae REMIC Trust 2010-123 FL 4.20638% 25-NOV-2040, 4.19%, 11/25/40
FNR 2010-123
8346
0.00%
Freddie Mac Multiclass Certificates, Series 2410, excluding Group 6 FX 4.13671% 15-FEB-2032, 4.10%, 02/15/32
FHR 2410
8238
0.00%
FNMA 15yr Pool#AS8207 2.500% 01-Oct-2031, 2.50%, 10/01/31
FN
8227
0.00%
Freddie Mac Multiclass Certificates, Series 3028 FM 4.03671% 15-SEP-2035, 4.00%, 09/15/35
FHR 3028
7217
0.00%
Fannie Mae REMIC Trust 2012-100 FG 4.17638% 25-SEP-2042, 4.16%, 09/25/42
FNR 2012-100
7217
0.00%
FNMA 15yr Pool#AS7643 2.500% 01-Aug-2031, 2.50%, 08/01/31
FN
7300
0.00%
FNMA 15yr Pool#BM1036 2.500% 01-Feb-2032, 2.50%, 02/01/32
FN
7264
0.00%
Fannie Mae REMIC Trust 2003-87 FG 4.27638% 25-SEP-2033, 4.26%, 09/25/33
FNR 2003-87
6999
0.00%
Ginnie Mae REMIC Trust 2007-018 FD 4.08952% 20-APR-2037, 4.08%, 04/20/37
GNR 2007-18
6680
0.00%
Ginnie Mae REMIC Trust 2010-006 FG 4.37888% 16-JAN-2040, 4.38%, 01/16/40
GNR 2010-6
6359
0.00%
Fannie Mae REMIC Trust 2002-16 VF 4.32638% 25-APR-2032, 4.31%, 04/25/32
FNR 2002-16
6105
0.00%
FHLMC 15yr Pool#ZK8405 2.500% 01-Dec-2031, 2.50%, 01/22/31
FR
6285
0.00%
Fannie Mae REMIC Trust 2010-95 FB 4.17638% 25-SEP-2040, 4.16%, 09/25/40
FNR 2010-95
5229
0.00%
Freddie Mac Multiclass Certificates, Series 3738 FD 4.08671% 15-AUG-2040, 4.05%, 08/15/40
FHR 3738
4409
0.00%
FNMA 30yr Pool#MA3694 4.500% 01-Jul-2049, 4.50%, 07/01/49
FN
4293
0.00%
FHLMC 30yr Pool#ZN0650 3.000% 01-Mar-2043, 3.00%, 03/01/43
FR
1601
0.00%
Freddie Mac Multiclass Certificates, Series 2469 FE 4.28671% 15-JUL-2032, 4.25%, 07/15/32
FHR 2469
951
0.00%
Ginnie Mae REMIC Trust 1999-27 FE 4.17888% 16-AUG-2029, 4.18%, 08/16/29
GNR 1999-27
737
0.00%
Ginnie Mae REMIC Trust 2010-125 VF 4.13952% 20-JUN-2040, 4.13%, 06/20/40
GNR 2010-125
316
0.00%
US 10yr Ultra Fut Jun26 JUN 26
UXYM6
-1888
0.00%
US 5YR NOTE (CBT) Jun26 JUN 26
FVM6
62
0.00%
US 10YR NOTE (CBT)Jun26 JUN 26
TYM6
-2593
0.00%
US 2YR NOTE (CBT) Jun26 JUN 26
TUM6
3274
0.00%
US ULTRA BOND CBT Jun26 JUN 26
WNM6
-306
0.00%
ALMSUM
ALMSUM
-
-1.06%
UMBS TBA 30yr 12.5% October Delivery, 6.00%, 05/13/26
FNCL
-69035795
-3.09%
UMBS TBA 30yr 12% October Delivery, 5.50%, 05/13/26
FNCL
-203902428
-7.76%
UMBS TBA 30yr 10.5% October Delivery, 4.00%, 05/13/26
FNCL
-549133893
-8.06%
UMBS TBA 30yr 11% November Delivery, 4.50%, 05/13/26
FNCL
-556339333
-9.40%
UMBS TBA 30yr 11.5% October Delivery, 5.00%, 05/13/26
FNCL
-632421561
-35.71%
US DOLLARS
USD
-2359631053