JMBS

Janus Henderson Mortgage-Backed Securities ETF JMBS

46.06 $ -0.15 %

Market capitalization

  • Market capitalization is the valuation at market price of all the outstanding shares of a stock company.

    • $ 6.435 B

    Ratio P/E

  • It allows you to evaluate the value of a security relative to the securities of companies in the same sector: in principle, a lower PER indicates a cheap stock, a higher PER an expensive stock compared to other companies.

    • 0.00

    Volume

  • Volume is the number of shares of a security traded during a given period of time.

    • 117.776 K

    Beta

  • The beta coefficient is the key coefficient of the financial asset pricing model (CAPM).

    • 1.16

    EPS

  • Earnings per share is the net profit of a company divided by the number of shares that make up its capital.

    • 0.00

    Dividend

  • A dividend is a payment from a company to its shareholders.

    • $ 2.43041

    Price History

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    Inside Janus Henderson Mortgage-Backed Securities ETF

    Symbol Name Share number Weight Value
    USD US DOLLARS -1704196134 12.047 % -1.704 B $
    FNCL UMBS TBA 30yr 2.5% November Delivery, 2.50%, 11/13/25 1711613894 10.361 % 1.466 B $
    FNCL UMBS TBA 30yr 4% November Delivery, 4.00%, 11/13/25 -721596155 4.875 % -689.645 M $
    FNCL UMBS TBA 30yr 6% November Delivery, 6.00%, 11/13/25 -490162167 3.547 % -501.686 M $
    FNCL UMBS TBA 30yr 3% November Delivery, 3.00%, 11/13/25 541645354 3.418 % 483.485 M $
    G2SF GNMA II TBA 30yr 5% November Delivery, 5.00%, 11/20/25 411201194 2.903 % 410.713 M $
    G2SF GNMA II TBA 30yr 2.5% November Delivery, 2.50%, 11/20/25 443715414 2.742 % 387.813 M $
    FNCL UMBS TBA 30yr 4.5% November Delivery, 4.50%, 11/13/25 -354908342 2.46 % -348.055 M $
    FNCL UMBS TBA 30yr 2% November Delivery, 2.00%, 11/13/25 402248255 2.329 % 329.492 M $
    FNCL UMBS TBA 30yr 5.5% November Delivery, 5.50%, 11/13/25 -304035400 2.176 % -307.769 M $
    FN FNMA 30yr Pool#CC1013 5.500% 01-Sep-2055, 5.50%, 09/01/55 215071974 1.556 % 220.049 M $
    FNCL UMBS TBA 30yr 5% November Delivery, 5.00%, 11/13/25 -207410826 1.465 % -207.164 M $
    FN FNMA 30yr Pool#CC0839 6.000% 01-Aug-2055, 6.00%, 08/01/55 197081360 1.455 % 205.818 M $
    FN FNMA 30yr Pool#CB9430 5.500% 01-Nov-2054, 5.50%, 11/01/54 188248183 1.371 % 193.973 M $
    G2SF GNMA II TBA 30yr 5.5% November Delivery, 5.50%, 11/20/25 183586000 1.31 % 185.240 M $
    G2SF GNMA II TBA 30yr 3% November Delivery, 3.00%, 11/20/25 203159962 1.302 % 184.137 M $
    FNR 2025-12 Fannie Mae REMIC Trust 2025-12 FC 5.45603% 25-MAR-2055, 5.46%, 03/25/55 157758318 1.121 % 158.521 M $
    FN FNMA 30yr Pool#FS7252 5.000% 01-Nov-2053, 5.00%, 11/01/53 145351107 1.046 % 147.942 M $
    FN FNMA 30yr Pool#FA2033 6.000% 01-Jul-2054, 6.00%, 07/01/54 135672019 1.023 % 144.756 M $
    G2SF GNMA II TBA 30yr 3.5% November Delivery, 3.50%, 11/20/25 147859377 0.965 % 136.468 M $
    G2SF GNMA II TBA 30yr 4.5% November Delivery, 4.50%, 11/20/25 127692488 0.885 % 125.186 M $
    FN FNMA 30yr Pool#FA2754 4.500% 01-Jan-2049, 4.50%, 01/01/49 118971129 0.858 % 121.347 M $
    FN FNMA 30yr Pool#FS1133 4.000% 01-Oct-2051, 4.00%, 10/01/51 115349151 0.803 % 113.574 M $
    FR FHLMC 30yr Pool#SL0335 5.500% 01-Feb-2055, 5.50%, 02/01/55 105727919 0.777 % 109.931 M $
    G2SF GNMA II TBA 30yr 4% November Delivery, 4.00%, 11/20/25 114954688 0.774 % 109.492 M $
    FN FNMA 30yr Pool#FM7460 4.000% 01-Mar-2051, 4.00%, 03/01/51 108289085 0.752 % 106.406 M $
    FR FHLMC 30yr Pool#SD5238 5.500% 01-Apr-2054, 5.50%, 04/01/54 101712037 0.739 % 104.504 M $
    FHR 5544 Freddie Mac Multiclass Certificates, Series 5544 FC 5.35603% 25-JUN-2055, 5.36%, 06/25/55 91174990 0.648 % 91.734 M $
    FNCL UMBS TBA 30yr 3.5% November Delivery, 3.50%, 11/13/25 -95653000 0.627 % -88.738 M $
    FR FHLMC 30yr Pool#SL2464 4.500% 01-Dec-2048, 4.50%, 12/01/48 84995690 0.604 % 85.498 M $
    FR FHLMC 30yr Pool#SD1046 4.000% 01-Jul-2052, 4.00%, 07/01/52 82668452 0.573 % 80.996 M $
    FR FHLMC 30yr Pool#RJ4363 5.500% 01-Jun-2055, 5.50%, 06/01/55 76654284 0.564 % 79.748 M $
    FN FNMA 30yr Pool#FS8993 6.000% 01-Jul-2054, 6.00%, 07/01/54 70730371 0.537 % 76.006 M $
    FN FNMA 30yr Pool#FA0574 5.500% 01-Jan-2055, 5.50%, 01/01/55 71438973 0.529 % 74.831 M $
    FR FHLMC 30yr Pool#SL2435 6.500% 01-Feb-2055, 6.50%, 02/01/55 60569670 0.448 % 63.367 M $
    FR FHLMC 30yr Pool#SL1188 5.500% 01-Apr-2055, 5.50%, 04/01/55 59459763 0.438 % 61.897 M $
    FR FHLMC 30yr Pool#QX7566 5.500% 01-Mar-2055, 5.50%, 03/01/55 56285904 0.409 % 57.875 M $
    FNR 2025-9 Fannie Mae REMIC Trust 2025-9 FA 5.55603% 25-MAR-2055, 5.56%, 03/25/55 51283015 0.365 % 51.589 M $
    FN FNMA 30yr Pool#CB9613 5.500% 01-Dec-2054, 5.50%, 12/01/54 48172422 0.351 % 49.715 M $
    FR FHLMC 30yr Pool#SL1146 5.000% 01-Mar-2055, 5.00%, 03/01/55 47904272 0.342 % 48.429 M $
    FR FHLMC 30yr Pool#SD7343 5.500% 01-Jan-2055, 5.50%, 01/01/55 45978932 0.34 % 48.116 M $
    FN FNMA 30yr Pool#FS9779 5.500% 01-Nov-2054, 5.50%, 11/01/54 43484588 0.321 % 45.349 M $
    FR FHLMC 30yr Pool#SL0046 6.000% 01-Jan-2055, 6.00%, 01/01/55 40372386 0.308 % 43.556 M $
    FN FNMA 30yr Pool#FS8121 4.000% 01-Jul-2052, 4.00%, 07/01/52 43491222 0.302 % 42.653 M $
    FN FNMA 30yr Pool#FA1951 6.000% 01-Jun-2055, 6.00%, 06/01/55 40492659 0.301 % 42.611 M $
    FN FNMA 40yr Pool#BF0646 2.500% 01-Jun-2062, 2.50%, 06/01/62 49569642 0.301 % 42.635 M $
    PMTLT 2025-J3 PMT Loan Trust 2025-J3|5.6932|11/27/2056, 5.69%, 11/27/56 41972000 0.297 % 41.950 M $
    OBX 2025-J3 OBX 2025-J3 Trust|5.80757|10/25/2055, 5.81%, 10/25/55 41886000 0.297 % 42.061 M $
    RMCT 2025-J4 Radian Mortgage Capital Trust 2025-J4|5.849|03/25/2056, 5.85%, 03/25/56 41983000 0.297 % 42.003 M $
    FR FHLMC 30yr Pool#ZT2413 4.000% 01-Feb-2041, 4.00%, 02/01/41 41414902 0.293 % 41.504 M $
    FN FNMA 30yr Pool#FS8881 4.500% 01-Sep-2053, 4.50%, 09/01/53 41096059 0.293 % 41.453 M $
    NZES 2025-FHT New Residential Mortgage LLC 6.545% 25-MAR-2032, 6.54%, 03/25/32 39877446 0.288 % 40.679 M $
    FN FNMA 30yr Pool#FA1557 6.000% 01-May-2055, 6.00%, 05/01/55 38101379 0.285 % 40.306 M $
    FR FHLMC 30yr Pool#SD6787 4.000% 01-May-2053, 4.00%, 05/01/53 41135319 0.284 % 40.232 M $
    FR FHLMC 30yr Pool#SL0938 4.000% 01-Jul-2050, 4.00%, 07/01/50 38992160 0.275 % 38.901 M $
    FR FHLMC 30yr Pool#SI2101 4.000% 01-Sep-2048, 4.00%, 09/01/48 39548180 0.275 % 38.891 M $
    FN FNMA 40yr Pool#BF0598 2.500% 01-Mar-2062, 2.50%, 03/01/62 44358435 0.269 % 38.104 M $
    FN FNMA 30yr Pool#FA0576 5.500% 01-Jan-2055, 5.50%, 01/01/55 36146850 0.267 % 37.837 M $
    FR FHLMC 30yr Pool#SL1632 4.000% 01-Nov-2053, 4.00%, 11/01/53 38169170 0.265 % 37.501 M $
    FN FNMA 30yr Pool#FA2190 4.000% 01-Apr-2053, 4.00%, 04/01/53 38248585 0.264 % 37.336 M $
    FN FNMA 30yr Pool#CB8694 6.000% 01-Jun-2054, 6.00%, 06/01/54 34001105 0.258 % 36.447 M $
    FN Fannie Mae Pool|6|05/01/2055, 6.00%, 05/01/55 34141479 0.249 % 35.192 M $
    FR FHLMC 30yr Pool#SL2558 6.000% 01-Aug-2055, 6.00%, 08/01/55 33158788 0.243 % 34.308 M $
    FN FNMA 30yr Pool#FA0635 5.000% 01-Jan-2055, 5.00%, 01/01/55 32692822 0.238 % 33.616 M $
    FN FNMA 30yr Pool#FA2446 4.500% 01-Jul-2053, 4.50%, 07/01/53 33655142 0.237 % 33.569 M $
    FN FNMA 30yr Pool#FA0603 4.500% 01-Sep-2051, 4.50%, 09/01/51 32929440 0.235 % 33.261 M $
    JPMMT 2025-5MPR JP MORGAN MORTGAGE TRUST 2 5.777% 55, 5.50%, 11/25/55 32539643 0.234 % 33.097 M $
    FN FNMA 40yr Pool#BF0698 3.500% 01-Dec-2062, 3.50%, 12/01/62 34514856 0.231 % 32.740 M $
    FNCL UMBS TBA 30yr 6.5% November Delivery, 6.50%, 11/13/25 30560000 0.224 % 31.641 M $
    FN FNMA 30yr Pool#BW7371 5.500% 01-Feb-2053, 5.50%, 02/01/53 29802366 0.222 % 31.414 M $
    FN FNMA 30yr Pool#FS9788 5.500% 01-Nov-2054, 5.50%, 11/01/54 29311119 0.22 % 31.067 M $
    FN FNMA 30yr Pool#FS3883 4.500% 01-Feb-2053, 4.50%, 02/01/53 30320809 0.216 % 30.509 M $
    FN FNMA 30yr Pool#FS8335 4.500% 01-Jan-2051, 4.50%, 01/01/51 29969164 0.215 % 30.344 M $
    FR FHLMC 30yr Pool#SL1291 4.000% 01-Nov-2054, 4.00%, 11/01/54 30855269 0.214 % 30.306 M $
    FN FNMA 30yr Pool#FA1798 4.000% 01-Aug-2052, 4.00%, 08/01/52 29996922 0.208 % 29.364 M $
    NZES 2024-FNT1 NRM MSR-Collateralized Notes, Series 2024-FNT1 A 7.398% 25-NOV-2029, 7.40%, 11/25/31 27934712 0.201 % 28.375 M $
    FN FNMA 30yr Pool#FS8681 4.500% 01-Oct-2050, 4.50%, 10/01/50 28245414 0.201 % 28.497 M $
    FR FHLMC 30yr Pool#SD3271 5.500% 01-Jun-2053, 5.50%, 06/01/53 25385896 0.19 % 26.868 M $
    MNET 2025-2A METRONET INFRASTRUCTURE ISSU 5.4% 55, 5.40%, 08/20/55 24600000 0.178 % 25.144 M $
    FN FNMA 30yr Pool#FS6257 4.000% 01-Jun-2053, 4.00%, 06/01/53 25758475 0.178 % 25.123 M $
    FN FNMA 30yr Pool#FS9239 4.500% 01-Jan-2051, 4.50%, 01/01/51 24501524 0.175 % 24.774 M $
    FN FNMA 30yr Pool#FA1129 6.500% 01-Jun-2054, 6.50%, 06/01/54 23523944 0.174 % 24.608 M $
    FN FNMA 30yr Pool#FS9771 4.000% 01-Oct-2052, 4.00%, 10/01/52 24701518 0.171 % 24.147 M $
    FN FNMA 30yr Pool#FA1128 6.500% 01-Aug-2054, 6.50%, 08/01/54 22730313 0.168 % 23.778 M $
    FN FNMA 30yr Pool#FM7840 4.000% 01-Apr-2050, 4.00%, 04/01/50 23467092 0.163 % 23.067 M $
    FR FHLMC 30yr Pool#SD5061 5.500% 01-Mar-2054, 5.50%, 03/01/54 21741409 0.161 % 22.833 M $
    PRET 2025-RPL3 PRET 2025-RPL3 Trust A1 4.15% 25-APR-2065, 4.15%, 04/25/65 23087556 0.16 % 22.573 M $
    FN FNMA 30yr Pool#FS4781 4.000% 01-Oct-2051, 4.00%, 10/01/51 23019708 0.16 % 22.652 M $
    FR FHLMC 30yr Pool#SD6989 5.500% 01-Nov-2054, 5.50%, 11/01/54 21495890 0.159 % 22.520 M $
    FN FNMA 30yr Pool#FS7225 4.000% 01-Aug-2051, 4.00%, 08/01/51 22661534 0.157 % 22.278 M $
    FN FNMA 40yr Pool#BF0807 3.500% 01-Apr-2064, 3.50%, 04/01/64 22631261 0.153 % 21.687 M $
    FN FNMA 40yr Pool#BF0226 3.500% 01-Jan-2058, 3.50%, 01/01/58 22355088 0.151 % 21.331 M $
    FN FNMA 30yr Pool#CB7112 5.500% 01-Sep-2053, 5.50%, 09/01/53 20439887 0.15 % 21.289 M $
    FN FNMA 30yr Pool#FS6382 4.000% 01-Aug-2051, 4.00%, 08/01/51 21430214 0.149 % 21.062 M $
    RCKT 2025-CES9 RCKT MOR 2025-CES9 FLT 2055 A1B, 5.00%, 09/25/55 20960000 0.149 % 21.134 M $
    FN FNMA 40yr Pool#BF0713 4.000% 01-Mar-2063, 4.00%, 03/01/63 22013552 0.149 % 21.114 M $
    FR FHLMC 30yr Pool#QJ9063 5.000% 01-Nov-2054, 5.00%, 11/01/54 20297518 0.148 % 20.976 M $
    FASST 2025-S1 Finance of America Structured Securities Trust, 2025-S1 A1 3.5% 25-FEB-2075, 3.50%, 02/25/75 21261783 0.146 % 20.682 M $
    FR FHLMC 30yr Pool#SL0850 4.000% 01-Jul-2049, 4.00%, 07/01/49 19941259 0.142 % 20.078 M $
    FASST 2024-S3 FINANCE OF AMERICA STRUC 3.28125% 74, 3.50%, 04/25/74 20507800 0.142 % 20.036 M $
    FN FNMA 30yr Pool#FS5028 4.000% 01-Oct-2051, 4.00%, 10/01/51 20188595 0.14 % 19.768 M $
    FN FNMA 30yr Pool#FS9476 4.000% 01-Jun-2053, 4.00%, 06/01/53 19710979 0.135 % 19.139 M $
    FN FNMA 30yr Pool#FS2863 4.000% 01-Sep-2052, 4.00%, 09/01/52 19121002 0.134 % 18.972 M $
    FN FNMA 30yr Pool#FS8709 4.500% 01-Jan-2051, 4.50%, 01/01/51 18413007 0.133 % 18.790 M $
    FN FNMA 30yr Pool#FA1549 5.500% 01-May-2055, 5.50%, 05/01/55 17783796 0.13 % 18.455 M $
    FR FHLMC 30yr Pool#QY8779 6.000% 01-Jul-2055, 6.00%, 07/01/55 17629945 0.129 % 18.241 M $
    FN FNMA 30yr Pool#FS9116 6.000% 01-Sep-2054, 6.00%, 09/01/54 16745520 0.129 % 18.234 M $
    FN FNMA 30yr Pool#CB4128 4.500% 01-Jul-2052, 4.50%, 07/01/52 17876269 0.128 % 18.062 M $
    FN FNMA 30yr Pool#DA1525 6.000% 01-Oct-2053, 6.00%, 10/01/53 16718319 0.127 % 17.905 M $
    FN FNMA 30yr Pool#CB8221 5.500% 01-Mar-2054, 5.50%, 03/01/54 16980692 0.125 % 17.680 M $
    FR FHLMC 30yr Pool#QH3192 6.000% 01-Oct-2053, 6.00%, 10/01/53 16784707 0.124 % 17.548 M $
    HOF Homeward Opportunities Fund Trust 2024-RTL1 A1 7.12% 25-JUL-2029, 7.12%, 07/25/29 17261000 0.123 % 17.399 M $
    FN FNMA 30yr Pool#FM4738 4.000% 01-Sep-2050, 4.00%, 09/01/50 17766064 0.122 % 17.303 M $
    FN FNMA 40yr Pool#BF0806 3.500% 01-Apr-2064, 3.50%, 04/01/64 18300410 0.121 % 17.116 M $
    FN FNMA 40yr Pool#BF0801 2.500% 01-Apr-2064, 2.50%, 04/01/64 19477065 0.119 % 16.800 M $
    FR FHLMC 30yr Pool#SD5963 6.000% 01-Jul-2054, 6.00%, 07/01/54 15447632 0.116 % 16.395 M $
    PRPM 2025-RCF3 PRPM 2025-RCF3 LLC 5.25% 55, 5.25%, 07/25/55 16122279 0.116 % 16.383 M $
    FR FHLMC 30yr Pool#SL0644 4.500% 01-Mar-2053, 4.50%, 03/01/53 16054355 0.114 % 16.124 M $
    VNTV 2025-RTL1 Vontive Mortgage Trust 2025-RTL1 A1 6.507% 25-MAR-2030, 6.51%, 03/25/30 15444000 0.112 % 15.814 M $
    GRADE 2025-LOC5 Saluda Grade Alternative Mortgage Trust 2025-LOC5|5.92649|10/25/2055, 5.93%, 10/25/55 15693000 0.111 % 15.728 M $
    GRADE 2024-RTL6 Saluda Grade Alternative Mortgage Trust 2024-RTL6 A1 7.439% 25-JUL-2030, 7.44%, 07/25/30 15216666 0.11 % 15.499 M $
    PRET 2025-RPL1 PRET 2025-RPL1 Trust A1 4.0% 25-JUL-2069, 4.00%, 07/25/69 15622980 0.109 % 15.362 M $
    HACLN 2024-2 Huntington Bank Auto Credit-Linked Notes, Series 2024-2 B1 5.442% 20-OCT-2032, 5.44%, 10/20/32 15136548 0.109 % 15.379 M $
    RCKT 2025-CES7 RCKT Mortgage Trust 2025-CES7 A1A 5.377% 25-JUL-2055, 5.38%, 07/25/55 15047151 0.108 % 15.300 M $
    PRPM 2025-5 PRPM 2025-5 0%30, 5.73%, 07/25/30 15089075 0.107 % 15.203 M $
    VSTA 2025-CES2 Vista Point Securitization Trust 2025-CES2 A1 5.601% 25-AUG-2055, 5.60%, 08/25/55 14787901 0.106 % 14.940 M $
    CAS 2021-R03 Connecticut Avenue Securities, Series 2021-R03 1M2 6.00603% 25-DEC-2041, 6.01%, 12/25/41 14835000 0.106 % 14.987 M $
    FN FNMA 30yr Pool#FS8717 6.000% 01-Jul-2054, 6.00%, 07/01/54 13341540 0.101 % 14.239 M $
    FR FHLMC 30yr Pool#SD6558 6.000% 01-Sep-2054, 6.00%, 09/01/54 13460686 0.101 % 14.353 M $
    FASST 2024-S2 FINANCE OF AMER STR TR 2024-S2 A1, 3.50%, 04/25/74 14500741 0.101 % 14.222 M $
    GSMBS 2025-RPL3 GS Mortgage-Backed Securities Trust 2025-RPL3 A1 4.1% 25-JUL-2065, 4.10%, 07/25/65 14419750 0.1 % 14.212 M $
    CHASE 2020-CL1 Chase Mortgage Reference Notes, Series 2020-CL1 M1 6.52239% 25-OCT-2057, 6.52%, 10/25/57 13667047 0.1 % 14.120 M $
    FR FHLMC 30yr Pool#SD1143 4.500% 01-Sep-2050, 4.50%, 09/01/50 13838748 0.099 % 14.028 M $
    CAS 2025-R05 CONNECTICUT AVENUE SECUR 5.55001% 45, 5.56%, 07/25/45 13907983 0.099 % 13.992 M $
    BMP 2024-MF23 BMP Commercial Mortgage Trust 2024-MF23 A 5.40411% 15-JUN-2041, 5.40%, 06/15/41 14000000 0.099 % 14.005 M $
    GLXYT 2025-1 Galaxy XXVI CLO Ltd., 6.99%, 07/31/26 13669356 0.097 % 13.790 M $
    FN FNMA 30yr Pool#FM5350 4.500% 01-Sep-2050, 4.50%, 09/01/50 13594901 0.096 % 13.632 M $
    FN FNMA 30yr Pool#FA0470 6.000% 01-Jan-2055, 6.00%, 01/01/55 12462371 0.095 % 13.426 M $
    FN FNMA 40yr Pool#BF0731 2.500% 01-Jun-2063, 2.50%, 06/01/63 15178421 0.093 % 13.160 M $
    FN FNMA 30yr Pool#DE1157 6.000% 01-Jun-2055, 6.00%, 06/01/55 12674878 0.093 % 13.197 M $
    TPMT 2025-FIX1 TOWD POINT MORTGAGE TRUST 2025 0% 65, 4.97%, 09/25/65 13000000 0.093 % 13.113 M $
    FFIN 2025-2A Foundation Finance Trust 2025-2 B 4.94% 15-APR-2052, 4.94%, 04/15/52 13050000 0.093 % 13.205 M $
    FN FNMA 30yr Pool#DE6043 6.000% 01-Aug-2055, 6.00%, 08/01/55 12488162 0.092 % 13.001 M $
    FR FHLMC 30yr Pool#SD5994 4.500% 01-Sep-2050, 4.50%, 09/01/50 12877313 0.092 % 13.017 M $
    PRET 2025-RPL5 PRET 2025-RPL5 Trust|4.15|01/25/2070, 4.15%, 01/25/70 12962000 0.09 % 12.759 M $
    FIGRE 2025-HE4 FIGRE TRUST 2025-HE4 FLTG 2055 C, 5.71%, 07/25/55 12646802 0.09 % 12.800 M $
    HOF 2025-RRTL1 Homeward Opportunities Fund Trust 2025-RRTL1 A1 5.476% 25-MAR-2040, 5.48%, 03/25/40 12500000 0.089 % 12.618 M $
    CAS 2025-R06 Connecticut Avenue Securities Trust 2025-R06|5.30603|09/25/2045, 5.31%, 09/25/45 12559000 0.089 % 12.571 M $
    GRADE 2024-RTL4 Saluda Grade Alternative Mortgage Trust 2024-RTL4 A1 7.5% 25-FEB-2030, 7.50%, 02/25/30 12445279 0.089 % 12.641 M $
    FN FNMA 30yr Pool#FS7541 4.000% 01-Jun-2052, 4.00%, 06/01/52 12729651 0.088 % 12.462 M $
    FR FHLMC 30yr Pool#QG6755 5.500% 01-Jun-2053, 5.50%, 06/01/53 11759760 0.087 % 12.284 M $
    FR FHLMC 30yr Pool#SD1436 4.500% 01-Aug-2052, 4.50%, 08/01/52 11959144 0.087 % 12.274 M $
    RCKT 2024-CES7 RCKT Mortgage Trust 2024-CES7 A1A 5.158% 25-OCT-2044, 5.16%, 10/25/44 12090294 0.086 % 12.199 M $
    TPMT 2025-CES3 TOWD POINT MORTGAGE TRUST 6.125% 65, 5.67%, 08/25/65 11840000 0.085 % 11.990 M $
    FN FNMA 40yr Pool#BF0783 3.500% 01-Dec-2063, 3.50%, 12/01/63 12760232 0.084 % 11.826 M $
    PRET 2025-NPL4 PRET 2025-NPL4 A1 6.3677% 25-MAY-2055, 6.37%, 04/25/55 11820555 0.084 % 11.933 M $
    FIGRE 2025-HE3 FIGRE Trust 2025-HE3 A 5.56% 25-MAY-2055, 5.56%, 05/25/55 11637570 0.084 % 11.882 M $
    ABCLN 2025-A Ally Bank Auto Credit-Linked Notes, Series 2025-A C 4.844% 15-JUN-2033, 4.84%, 06/15/33 11718853 0.083 % 11.781 M $
    FN FNMA 30yr Pool#FS6236 6.500% 01-Nov-2053, 6.50%, 11/01/53 11041221 0.082 % 11.636 M $
    FN FNMA 30yr Pool#FS5818 4.500% 01-Oct-2050, 4.50%, 10/01/50 11306819 0.082 % 11.555 M $
    FR FHLMC 30yr Pool#SD5224 6.000% 01-Mar-2054, 6.00%, 03/01/54 10583887 0.081 % 11.401 M $
    FR FHLMC 30yr Pool#QH3306 6.000% 01-Oct-2053, 6.00%, 10/01/53 10989689 0.081 % 11.492 M $
    FN FNMA 30yr Pool#FS5362 4.500% 01-Dec-2050, 4.50%, 12/01/50 11152750 0.08 % 11.314 M $
    FN FNMA 30yr Pool#BY4134 5.500% 01-Jul-2053, 5.50%, 07/01/53 11073713 0.08 % 11.381 M $
    FN FNMA 30yr Pool#FS7117 6.500% 01-Feb-2054, 6.50%, 02/01/54 10449535 0.08 % 11.251 M $
    FN FNMA 30yr Pool#FS7613 4.500% 01-May-2052, 4.50%, 05/01/52 11054511 0.079 % 11.171 M $
    GSMBS 2025-CES2 GS Mortgage Backed Securities Trust 2025 CES2|5.18|09/25/2055, 5.18%, 09/25/55 11062000 0.079 % 11.188 M $
    RCKT 2025-CES9 RCKT MORT 2025-CES9 FLT 2055 A1A, 4.79%, 09/25/55 10945000 0.078 % 11.033 M $
    FR FHLMC 30yr Pool#RA7104 4.500% 01-Feb-2051, 4.50%, 02/01/51 10667065 0.076 % 10.705 M $
    FN FNMA 30yr Pool#BX0421 5.500% 01-Nov-2052, 5.50%, 11/01/52 10148656 0.076 % 10.750 M $
    FR FHLMC 30yr Pool#SL0869 4.500% 01-May-2053, 4.50%, 05/01/53 10378126 0.075 % 10.554 M $
    FN FNMA 30yr Pool#FS6662 4.000% 01-Oct-2051, 4.00%, 10/01/51 10695041 0.074 % 10.493 M $
    STACR 2025-DNA3 FHLMC STACR REMIC TR 2025-DNA3 M1, 5.47%, 09/25/45 10437000 0.074 % 10.505 M $
    HACLN 2024-1 Huntington Bank Auto Credit-Linked Notes, Series 2024-1 B1 6.153% 20-MAY-2032, 6.15%, 05/20/32 10173542 0.073 % 10.387 M $
    FR FHLMC 30yr Pool#QH1500 6.000% 01-Sep-2053, 6.00%, 09/01/53 8531379 0.073 % 10.352 M $
    CAS 2022-R01 Connecticut Avenue Securities Trust 2022-R01 1B2 10.35603% 25-DEC-2041, 10.36%, 12/25/41 9700000 0.072 % 10.203 M $
    LHOME 2024-RTL3 LHOME Mortgage Trust 2024-RTL3 A1 6.9% 25-MAY-2029, 6.90%, 05/25/29 9960000 0.072 % 10.119 M $
    FIGRE 2025-HE4 FIGRE TRUST 2025-HE4 5.408% 55, 5.41%, 07/25/55 9941192 0.071 % 10.105 M $
    FR FHLMC 30yr Pool#QH4373 6.000% 01-Nov-2053, 6.00%, 11/01/53 9419992 0.07 % 9.849 M $
    FN FNMA 30yr Pool#FS2144 3.500% 01-Jun-2052, 3.50%, 06/01/52 10415939 0.07 % 9.963 M $
    ADMT 2025-NQM2 A&D Mortgage Trust 2025-NQM2 A1 5.79% 25-JUN-2070, 5.79%, 06/25/70 9753770 0.07 % 9.924 M $
    FIGRE 2025-HE4 FIGRE TRUST 2025 HE4 FLTG 2055 B, 5.61%, 07/25/55 9791301 0.07 % 9.927 M $
    FN FNMA 30yr Pool#DA0026 6.000% 01-Sep-2053, 6.00%, 09/01/53 9196783 0.068 % 9.571 M $
    RCKT 2024-CES9 RCKT Mortgage Trust 2024-CES9 A1B 5.683% 25-DEC-2044, 5.68%, 12/25/44 9508191 0.068 % 9.669 M $
    RITM Rithm Capital Corp. 8.0% 01-APR-2029, 8.00%, 04/01/29 9213000 0.067 % 9.431 M $
    GRADE 2023-RTL3 Saluda Grade Alternative Mortgage Trust 2023-RTL3 A1 8.0% 25-APR-2029, 8.00%, 04/25/29 9389787 0.067 % 9.445 M $
    RCKT 2025-CES7 RCKT Mortgage Trust 2025-CES7 A1B 5.478% 25-JUL-2055, 5.48%, 07/25/55 9284564 0.067 % 9.429 M $
    LHOME 2024-RTL5 LHOME Mortgage Trust 2024-RTL5 A2 5.751% 25-SEP-2039, 5.75%, 09/25/39 9325000 0.067 % 9.421 M $
    RCKT 2025-CES8 RCKT MORTGAGE TR 2025-CES8 A1A, 5.15%, 08/25/55 9242949 0.066 % 9.342 M $
    CAS 2025-R05 CONNECTICUT AVENUE SECUR 5.95001% 45, 5.96%, 07/25/45 9254000 0.066 % 9.309 M $
    FN FNMA 30yr Pool#FA1287 4.500% 01-Jul-2053, 4.50%, 07/01/53 9429605 0.066 % 9.404 M $
    BABS 2024-RM8 Brean Asset Backed Securities Trust 2024-RM8 A1 4.5% 25-MAY-2064, 4.50%, 05/25/64 9486193 0.066 % 9.368 M $
    RCKT 2025-CES6 RCKT Mortgage Trust 2025-CES6 A1A 5.472% 25-JUN-2055, 5.47%, 06/25/55 8978236 0.065 % 9.142 M $
    FR FHLMC 30yr Pool#SD7417 5.500% 01-Jan-2055, 5.50%, 01/01/55 8781392 0.065 % 9.168 M $
    FHR 5164 Freddie Mac Multiclass Certificates, Series 5164 FA 4.0% 25-NOV-2051, 4.00%, 11/25/51 9823114 0.064 % 9.119 M $
    FR FHLMC 30yr Pool#QY9874 6.000% 01-Aug-2055, 6.00%, 08/01/55 8676774 0.064 % 9.044 M $
    TAX 2024-1A Alterna Funding III A 6.26% 15-MAY-2039, 6.26%, 05/16/39 8820371 0.063 % 8.850 M $
    GRADE 2024-RTL5 A1 Saluda Grade Alternative Mortgage Trust 2024-RTL5 A1 7.762% 25-APR-2030, 7.76%, 04/25/30 8254619 0.06 % 8.437 M $
    FNR 2022-65 Fannie Mae REMIC Trust 2022-65 FB 5.15603% 25-SEP-2052, 5.16%, 09/25/52 8561564 0.06 % 8.536 M $
    PRPM 2025-RPL4 PRPM 2025-RPL4 A1, 3.00%, 05/25/55 8782256 0.059 % 8.320 M $
    FR FHLMC 30yr Pool#QX9929 6.000% 01-Apr-2055, 6.00%, 04/01/55 8038482 0.059 % 8.317 M $
    FR FHLMC 30yr Pool#QX0520 5.500% 01-Dec-2054, 5.50%, 12/01/54 7844995 0.057 % 8.068 M $
    COOPR 2025-CES3 COOPR Residential Mortgage Trust 2025-CES3 A1A 4.84% 25-SEP-2060, 4.84%, 09/25/60 7961457 0.057 % 8.030 M $
    ACHM 2024-HE1 ACHM Trust 2024-HE1 A 6.55% 25-MAY-2039, 6.55%, 05/25/39 7812593 0.056 % 7.966 M $
    RCKT 2024-CES1 RCKT Mortgage Trust 2024-CES1 A1B 6.325% 25-FEB-2044, 6.33%, 02/25/44 7743323 0.056 % 7.886 M $
    BREX 2024-1 Brex Commercial Charge Card Master Trust Series 2024-1 A1 6.05% 15-JUL-2027, 6.05%, 07/15/27 7750000 0.055 % 7.801 M $
    ABCLN 2025-A Ally Bank Auto Credit-Linked Notes, Series 2025-A D 4.991% 15-JUN-2033, 4.99%, 06/15/33 7612552 0.054 % 7.646 M $
    FIGRE 2025-HE6 FIGRE Trust 2025-HE6|5.245|09/25/2055, 5.25%, 09/25/55 7623000 0.054 % 7.647 M $
    RCKT 2025-CES8 RCKT MORTGAGE TRUST 2025 5.24863% 55, 5.25%, 08/25/55 7606052 0.054 % 7.687 M $
    CAS 2025-R01 Connecticut Avenue Securities Trust 2025-R01 1M2 5.85603% 25-JAN-2045, 5.86%, 01/25/45 7526000 0.053 % 7.560 M $
    MELLO Mello Mortgage Capital Acceptance 2024-SD1 A1 4.0% 25-APR-2054, 4.00%, 04/25/54 7519340 0.053 % 7.433 M $
    FN FNMA 30yr Pool#FS7397 6.000% 01-Mar-2054, 6.00%, 03/01/54 6897237 0.052 % 7.332 M $
    PRPM 2025-6 PRPM 2025-RCF3, LLC, 5.77%, 08/25/28 7345421 0.052 % 7.409 M $
    FN FNMA 30yr Pool#FS4356 6.000% 01-May-2053, 6.00%, 05/01/53 6904952 0.052 % 7.361 M $
    FN FNMA 30yr Pool#DB4017 6.000% 01-May-2054, 6.00%, 05/01/54 6623146 0.051 % 7.209 M $
    FR FHLMC 30yr Pool#SD5223 6.000% 01-Apr-2054, 6.00%, 04/01/54 6667600 0.051 % 7.155 M $
    SEGCASH SEGREGATED CASH 7137732 0.05 % 7.138 M $
    FN DD5556 MTGE FNMA 30yr Pool#DD5556 6.000% 01-Mar-2055, 6.00%, 03/01/55 6625630 0.05 % 7.003 M $
    FR FHLMC 30yr Pool#QG3912 5.500% 01-Jun-2053, 5.50%, 06/01/53 6866868 0.05 % 7.090 M $
    LHOME 2024-RTL4 LHOME Mortgage Trust 2024-RTL4 A2 6.092% 25-JUL-2039, 6.09%, 07/25/39 6870000 0.049 % 6.931 M $
    BABS 2024-RM9 Brean Asset Backed Securities Trust 2024-RM9 A1 5.0% 25-SEP-2064, 5.00%, 09/25/64 6930426 0.049 % 6.936 M $
    FR FHLMC 30yr Pool#QH7040 6.000% 01-Dec-2053, 6.00%, 12/01/53 6474987 0.048 % 6.741 M $
    FIGRE 2025-HE6 FIGRE Trust 2025-HE6|5.144|09/25/2055, 5.14%, 09/25/55 6719000 0.048 % 6.740 M $
    FN FNMA 30yr Pool#FM4129 4.000% 01-Sep-2050, 4.00%, 09/01/50 6755007 0.047 % 6.627 M $
    FN FNMA 30yr Pool#DA1456 5.500% 01-Sep-2053, 5.50%, 09/01/53 6325853 0.046 % 6.502 M $
    HACLN 2025-1 Huntington Bank Auto Credit-Linked Notes, Series 2025-1 B 4.957% 20-MAR-2033, 4.96%, 03/21/33 6466803 0.046 % 6.537 M $
    PRET 2025-RPL2 PRET 2025-RPL2 Trust A1 4.0% 25-FEB-2065, 4.00%, 08/25/64 6671170 0.046 % 6.569 M $
    LHOME 2024-RTL1 LHOME Mortgage Trust 2024-RTL1 A1 7.017% 25-JAN-2029, 7.02%, 01/25/29 6341000 0.045 % 6.404 M $
    CAS 2025-R04 Connecticut Avenue Securities Trust 2025-R04 25-MAY-2045, 5.56%, 05/25/45 6318904 0.045 % 6.357 M $
    FR FHLMC 30yr Pool#SD3018 5.500% 01-May-2053, 5.50%, 05/01/53 5980653 0.044 % 6.160 M $
    FN FNMA 30yr Pool#DA1468 6.000% 01-Sep-2053, 6.00%, 09/01/53 5924027 0.044 % 6.195 M $
    FN FNMA 30yr Pool#BY0337 6.500% 01-May-2053, 6.50%, 05/01/53 5865381 0.044 % 6.187 M $
    FN FNMA 30yr Pool#DC7015 5.500% 01-Dec-2054, 5.50%, 12/01/54 6081260 0.044 % 6.272 M $
    FN FNMA 30yr Pool#FM7479 4.500% 01-Jan-2050, 4.50%, 01/01/50 6116002 0.044 % 6.181 M $
    PRPM 2025-RPL3 PRPM 2025-RPL3 A1 3.25% 25-APR-2055, 3.25%, 04/25/55 6399912 0.044 % 6.222 M $
    CAS 2025-R01 Connecticut Avenue Securities Trust 2025-R01 1M1 5.45603% 25-JAN-2045, 5.46%, 01/25/45 5960934 0.042 % 5.991 M $
    FN FNMA 30yr Pool#DE7796 6.000% 01-Aug-2055, 6.00%, 08/01/55 5659620 0.042 % 5.890 M $
    FN FNMA 30yr Pool#FS1578 4.000% 01-Oct-2050, 4.00%, 10/01/50 6062020 0.042 % 5.991 M $
    FR FHLMC 30yr Pool#SD3813 6.000% 01-Jul-2053, 6.00%, 07/01/53 5651933 0.042 % 5.995 M $
    FR FHLMC 30yr Pool#QH4638 6.000% 01-Nov-2053, 6.00%, 11/01/53 5596469 0.041 % 5.851 M $
    MSRM 2025-SPL1 Morgan Stanley Residential Mortgage Loan Trust 2025-SPL1|4.25|02/25/2065, 4.25%, 02/25/65 5882000 0.041 % 5.810 M $
    FN FNMA 30yr Pool#FS0088 4.000% 01-Mar-2050, 4.00%, 03/01/50 5886053 0.041 % 5.828 M $
    FR FHLMC 30yr Pool#SD2606 4.500% 01-Sep-2051, 4.50%, 09/01/51 5715391 0.041 % 5.748 M $
    FR FHLMC 30yr Pool#QJ9072 6.000% 01-Nov-2054, 6.00%, 11/01/54 5245334 0.04 % 5.660 M $
    RCKT 2025-CES10 RCKT Mortgage Trust 2025-CES10|4.894|11/01/2055, 4.89%, 11/01/55 5450000 0.039 % 5.470 M $
    FR FHLMC 30yr Pool#QH2242 5.500% 01-Sep-2053, 5.50%, 09/01/53 5318035 0.039 % 5.468 M $
    FR FHLMC 30yr Pool#QH4473 6.000% 01-Nov-2053, 6.00%, 11/01/53 5126254 0.038 % 5.366 M $
    TPMT 2025-CES3 TOWD POINT MORTGAGE TRUST 2 5.75% 65, 5.40%, 08/25/65 5356050 0.038 % 5.404 M $
    BX 2021-SDMF BX Trust 2021-SDMF A 4.736% 15-SEP-2034, 4.74%, 09/15/34 5355350 0.038 % 5.334 M $
    PRPM 2025-RCF4 PRPM 2025 RCF4 LLC 4.5% 55, 4.50%, 08/25/55 5398180 0.038 % 5.395 M $
    FN FNMA 30yr Pool#CA0706 4.000% 01-Nov-2047, 4.00%, 11/01/47 5409605 0.038 % 5.390 M $
    LHOME LHOME Mortgage Trust 2024-RTL2 A1 7.128% 25-MAR-2029, 7.13%, 03/25/29 5293684 0.038 % 5.363 M $
    USCLN 2023-1 U.S. Bank Auto Credit Linked Notes, Series 2023-1 B 6.789% 25-AUG-2032, 6.79%, 08/25/32 5131238 0.037 % 5.208 M $
    FN FNMA 30yr Pool#BX5986 5.500% 01-Mar-2053, 5.50%, 03/01/53 4962067 0.036 % 5.157 M $
    FORA 2024-1A Fora Financial Asset Securitization, Series 2024-1 A 6.33% 15-MAY-2027, 6.33%, 08/15/29 5038000 0.036 % 5.084 M $
    FN DD3307 MTGE FNMA 30yr Pool#DD3307 6.000% 01-Feb-2055, 6.00%, 02/01/55 4458513 0.035 % 4.959 M $
    FR FHLMC 30yr Pool#QZ1060 6.000% 01-Aug-2055, 6.00%, 08/01/55 4695864 0.035 % 4.897 M $
    FR FHLMC 30yr Pool#QF9863 5.500% 01-Mar-2053, 5.50%, 03/01/53 4817129 0.035 % 4.991 M $
    FN FNMA 30yr Pool#DE9377 6.000% 01-Sep-2055, 6.00%, 09/01/55 4702843 0.035 % 4.892 M $
    ABL 2024-RTL1 ABL 2024-RTL1 A2 7.457% 25-SEP-2029, 7.46%, 09/25/29 4840000 0.034 % 4.870 M $
    FR FHLMC 30yr Pool#QX6719 6.000% 01-Feb-2055, 6.00%, 02/01/55 4475569 0.034 % 4.771 M $
    FR FHLMC 30yr Pool#RA1100 4.000% 01-Jul-2049, 4.00%, 07/01/49 4799628 0.034 % 4.757 M $
    FN FNMA 30yr Pool#DA5019 6.500% 01-Nov-2053, 6.50%, 11/01/53 4594120 0.034 % 4.876 M $
    GNR 2023-116 Ginnie Mae REMIC Trust 2023-116 LF 5.64503% 20-AUG-2053, 5.69%, 08/20/53 4799867 0.034 % 4.839 M $
    FIGRE 2025-FL1 FIGRE TRUST 2025-FL1 5.265% 55, 5.26%, 07/25/55 4708278 0.034 % 4.766 M $
    RCKT 2024-CES6 RCKT Mortgage Trust 2024-CES6 A1B 5.546% 25-SEP-2044, 5.55%, 09/25/44 4666735 0.033 % 4.727 M $
    HOF 2025-RRTL2 Homeward Opportunities Fund Trust 2025-RRTL2 A1 5.237% 25-AUG-2040, 5.24%, 09/25/40 4682000 0.033 % 4.722 M $
    FIGRE 2025-HE3 FIGRE Trust 2025-HE3 B 5.71% 25-MAY-2055, 5.71%, 05/25/55 4618083 0.033 % 4.691 M $
    FN FNMA 30yr Pool#BX9326 5.500% 01-Mar-2053, 5.50%, 03/01/53 4464130 0.033 % 4.626 M $
    FN FNMA 30yr Pool#FS3246 5.500% 01-Nov-2052, 5.50%, 11/01/52 4411484 0.032 % 4.585 M $
    RCKT RCKT Mortgage Trust 2023-CES1 A1A 6.515% 25-JUN-2043, 6.51%, 06/25/43 4438172 0.032 % 4.502 M $
    FR FHLMC 30yr Pool#QH2259 6.000% 01-Sep-2053, 6.00%, 09/01/53 4312432 0.032 % 4.493 M $
    FN FNMA 30yr Pool#BX0419 5.500% 01-Nov-2052, 5.50%, 11/01/52 4236880 0.031 % 4.365 M $
    FN FNMA 30yr Pool#CB2907 3.500% 01-Feb-2052, 3.50%, 02/01/52 4569446 0.031 % 4.377 M $
    FIGRE 2025-HE3 FIGRE Trust 2025-HE3 C 5.91% 25-MAY-2055, 5.91%, 05/25/55 4340998 0.031 % 4.410 M $
    FR FHLMC 30yr Pool#QI8221 6.000% 01-Jun-2054, 6.00%, 06/01/54 3934383 0.031 % 4.398 M $
    FR FHLMC 30yr Pool#QH0826 5.500% 01-Sep-2053, 5.50%, 09/01/53 4206605 0.031 % 4.370 M $
    FN FNMA 30yr Pool#BX6124 6.500% 01-Jan-2053, 6.50%, 01/01/53 3957876 0.03 % 4.211 M $
    FNR 2020-98 Fannie Mae REMIC Trust 2020-98 AI 3.5% 25-JAN-2061, 3.50%, 01/25/61 18892656 0.03 % 4.192 M $
    FR FHLMC 30yr Pool#QH5204 6.500% 01-Nov-2053, 6.50%, 11/01/53 3954243 0.03 % 4.199 M $
    SREIT 2021-MFP SREIT Commercial Mortgage Trust 2021-MFP B 5.2268% 15-NOV-2038, 5.23%, 11/15/38 4194208 0.03 % 4.193 M $
    FR FHLMC 30yr Pool#QF7280 5.500% 01-Jan-2053, 5.50%, 01/01/53 4103593 0.03 % 4.278 M $
    FN FNMA 30yr Pool#DA5072 6.500% 01-Nov-2053, 6.50%, 11/01/53 3943913 0.029 % 4.164 M $
    RCKT 2025-CES2 RCKT Mortgage Trust 2025-CES2 A1B 5.603% 25-FEB-2055, 5.60%, 02/25/55 4010980 0.029 % 4.076 M $
    FN FNMA 30yr Pool#BW6314 5.500% 01-Aug-2052, 5.50%, 08/01/52 3970288 0.029 % 4.105 M $
    CAS 2024-R02 Connecticut Avenue Securities Trust 2024-R02 1M1 5.45603% 25-FEB-2044, 5.46%, 02/25/44 4057917 0.029 % 4.075 M $
    LHOME 2025-RTL3 LHOME MORTGAGE TR 2025-RTL3 A1, 5.24%, 08/25/40 4000000 0.029 % 4.039 M $
    FN FNMA 30yr Pool#DA3549 6.500% 01-Oct-2053, 6.50%, 10/01/53 3239151 0.029 % 4.081 M $
    FN FNMA 30yr Pool#DE7795 6.000% 01-Aug-2055, 6.00%, 08/01/55 3998130 0.029 % 4.166 M $
    CAS 2024-R06 Connecticut Avenue Securities Trust 2024-R06 1M2 5.95603% 25-SEP-2044, 5.96%, 09/25/44 4125699 0.029 % 4.149 M $
    FN FNMA 30yr Pool#BX9422 5.500% 01-Mar-2053, 5.50%, 03/01/53 3353907 0.029 % 4.072 M $
    FR FHLMC 30yr Pool#QX5273 6.000% 01-Feb-2055, 6.00%, 02/01/55 3664251 0.028 % 3.902 M $
    FN FNMA 30yr Pool#FS2135 4.000% 01-Nov-2049, 4.00%, 11/01/49 4086160 0.028 % 4.019 M $
    FN FNMA 30yr Pool#FS2713 4.500% 01-Oct-2050, 4.50%, 10/01/50 3765339 0.027 % 3.817 M $
    FN FNMA 30yr Pool#BY0335 6.000% 01-May-2053, 6.00%, 05/01/53 3676974 0.027 % 3.811 M $
    FN FNMA 30yr Pool#FM7031 4.000% 01-Jan-2051, 4.00%, 01/01/51 3676681 0.026 % 3.608 M $
    FR FHLMC 30yr Pool#QH7549 6.000% 01-Dec-2053, 6.00%, 12/01/53 3509884 0.026 % 3.653 M $
    FR FHLMC 30yr Pool#QH1144 5.500% 01-Sep-2053, 5.50%, 09/01/53 3509993 0.026 % 3.647 M $
    FASST 2024-S1 FINANCE OF AMERICA STRUCTURE 3.5% 74, 3.50%, 02/25/74 3553479 0.025 % 3.493 M $
    FR FHLMC 30yr Pool#QZ3837 6.000% 01-Sep-2055, 6.00%, 09/01/55 3375019 0.025 % 3.503 M $
    FCAT 2023-1 Flagship Credit Auto Trust 2023-1 B 5.05% 15-FEB-2028, 5.05%, 01/18/28 3500000 0.025 % 3.502 M $
    FR FHLMC 30yr Pool#QF7810 5.500% 01-Jan-2053, 5.50%, 01/01/53 3369629 0.025 % 3.502 M $
    BVCLN 2024-CAR1 Bayview Opportunity Master Fund VII Trust 2024-CAR1 B 5.65603% 25-DEC-2031, 5.66%, 12/26/31 3476039 0.025 % 3.500 M $
    FR FHLMC 30yr Pool#SD1416 4.500% 01-Dec-2048, 4.50%, 12/01/48 3498483 0.025 % 3.536 M $
    FR FHLMC 30yr Pool#QH6041 5.500% 01-Dec-2053, 5.50%, 12/01/53 3426855 0.025 % 3.531 M $
    FN FNMA 30yr Pool#BX8700 5.500% 01-Mar-2053, 5.50%, 03/01/53 3296724 0.024 % 3.406 M $
    FN FNMA 30yr Pool#MA4026 4.000% 01-May-2050, 4.00%, 05/01/50 3414702 0.024 % 3.328 M $
    FN FNMA 30yr Pool#FM1540 4.000% 01-Sep-2049, 4.00%, 09/01/49 3459043 0.024 % 3.407 M $
    FN FNMA 30yr Pool#DA0036 6.500% 01-Sep-2053, 6.50%, 09/01/53 3229692 0.024 % 3.407 M $
    FN FNMA 30yr Pool#BV5379 3.000% 01-Apr-2052, 3.00%, 04/01/52 3469731 0.023 % 3.197 M $
    FR FHLMC 30yr Pool#SD1111 4.000% 01-Jun-2050, 4.00%, 06/01/50 3237188 0.023 % 3.191 M $
    FN FNMA 30yr Pool#MA4056 4.000% 01-Jun-2050, 4.00%, 06/01/50 3179762 0.022 % 3.137 M $
    FR FHLMC 30yr Pool#QE6404 5.500% 01-Jul-2052, 5.50%, 07/01/52 2921248 0.022 % 3.112 M $
    FR FHLMC 30yr Pool#QZ4951 6.000% 01-Oct-2055, 6.00%, 10/01/55 3019356 0.022 % 3.131 M $
    FIGRE 2024-HE4 FIGRE Trust 2024-HE4 B 5.252% 25-SEP-2054, 5.25%, 09/25/54 2923902 0.021 % 2.944 M $
    FN FNMA 30yr Pool#MA3496 4.500% 01-Oct-2048, 4.50%, 10/01/48 2920569 0.021 % 2.963 M $
    FN FNMA 30yr Pool#BV5393 3.500% 01-Apr-2052, 3.50%, 04/01/52 3059526 0.021 % 2.918 M $
    FN Fannie Mae Pool|4|03/01/2050, 4.00%, 03/01/50 3025632 0.021 % 2.997 M $
    BX 2021-BXMF BX Trust 2021-BXMF C 5.33827% 15-OCT-2038, 5.34%, 10/15/26 2958012 0.021 % 2.954 M $
    GPIF 2024-1A Gracie Point International Funding, Series 2024-1 B 6.45559% 01-MAR-2028, 6.46%, 03/01/28 3007000 0.021 % 3.038 M $
    FR FHLMC 30yr Pool#QZ4131 6.000% 01-Sep-2055, 6.00%, 09/01/55 2843485 0.021 % 2.949 M $
    RAM 2024-1 RAM 2024-1 A 5.95% 15-FEB-2039, 6.67%, 02/15/39 2995515 0.021 % 3.017 M $
    CHASE 2021-CL1 Chase Mortgage Reference Notes, Series 2021-CL1 M1 5.55603% 25-FEB-2050, 5.56%, 02/25/50 2968698 0.021 % 2.938 M $
    FR FHLMC 30yr Pool#SD6905 6.000% 01-Nov-2054, 6.00%, 11/01/54 2904174 0.021 % 3.005 M $
    FR FHLMC 30yr Pool#QG2539 6.500% 01-May-2053, 6.50%, 05/01/53 2892784 0.021 % 3.029 M $
    NRMLT 2024-RTL1 New Residential Mortgage Loan Trust 2024-RTL1 A2 7.101% 25-MAR-2039, 7.10%, 03/25/39 2750000 0.02 % 2.785 M $
    ABCLN 2024-A Ally Bank Auto Credit-Linked Notes, Series 2024-A C 6.022% 15-MAY-2032, 6.02%, 05/17/32 2719748 0.02 % 2.762 M $
    FR FHLMC 30yr Pool#QE8542 5.500% 01-Aug-2052, 5.50%, 08/01/52 2781711 0.02 % 2.874 M $
    FR FHLMC 30yr Pool#SD2897 5.500% 01-May-2053, 5.50%, 05/01/53 2757081 0.02 % 2.856 M $
    FN FNMA 30yr Pool#DE2839 6.000% 01-Jun-2055, 6.00%, 06/01/55 2659557 0.02 % 2.771 M $
    RCKTL 2025-1A RCKT MORTGAGE TRUST 2025-CE 5.16% 34, 5.16%, 07/25/34 2750000 0.02 % 2.786 M $
    FR FHLMC 30yr Pool#QF9276 5.500% 01-Mar-2053, 5.50%, 03/01/53 2575403 0.019 % 2.677 M $
    FN FNMA 30yr Pool#DA3538 6.000% 01-Oct-2053, 6.00%, 10/01/53 2556895 0.019 % 2.666 M $
    FG FHLMC 30yr Pool#Q57869 4.000% 01-Aug-2048, 4.00%, 08/01/48 2751288 0.019 % 2.679 M $
    FN FNMA 30yr Pool#DA1511 5.500% 01-Oct-2053, 5.50%, 10/01/53 2638215 0.019 % 2.713 M $
    FR FHLMC 30yr Pool#SD3523 3.000% 01-Jun-2052, 3.00%, 06/01/52 2811841 0.018 % 2.554 M $
    FR FHLMC 30yr Pool#QY9883 6.000% 01-Aug-2055, 6.00%, 08/01/55 2392724 0.018 % 2.496 M $
    CAS 2021-R01 Connecticut Avenue Securities, Series 2021-R01 1M2 5.90603% 25-OCT-2041, 5.91%, 10/25/41 2572685 0.018 % 2.592 M $
    FR FHLMC 30yr Pool#QF0488 5.500% 01-Sep-2052, 5.50%, 09/01/52 2443434 0.018 % 2.537 M $
    GRADE 2024-FIG5 Saluda Grade Alternative Mortgage Trust 2024-FIG5 B 6.603% 25-APR-2054, 6.60%, 04/25/54 2485773 0.018 % 2.541 M $
    BX 2021-BXMF BX Trust 2021-BXMF G 7.496513% 15-OCT-2038, 7.50%, 10/15/26 2488884 0.018 % 2.499 M $
    GNR 2017-163 Ginnie Mae REMIC Trust 2017-163 LO 0.0% 16-MAY-2041, 0.00%, 05/16/41 3308909 0.018 % 2.556 M $
    FN FNMA 30yr Pool#BY5913 5.500% 01-Sep-2053, 5.50%, 09/01/53 2331300 0.017 % 2.422 M $
    FN FNMA 30yr Pool#BY8533 6.500% 01-Aug-2053, 6.50%, 08/01/53 2313885 0.017 % 2.440 M $
    SBCLN 2024-A Santander Bank Auto Credit-Linked Notes, Series 2024-A B 5.622% 15-JUN-2032, 5.62%, 06/15/32 2313100 0.017 % 2.345 M $
    PRPM 2025-RCF3 PRPM 2025-RCF3 LLC 5.25% 55, 5.25%, 07/25/55 2380125 0.017 % 2.397 M $
    FN FNMA 30yr Pool#DF0313 6.000% 01-Sep-2055, 6.00%, 09/01/55 2304788 0.017 % 2.391 M $
    FN DD4221 MTGE FNMA 30yr Pool#DD4221 6.000% 01-Feb-2055, 6.00%, 02/01/55 2300088 0.017 % 2.394 M $
    PRPM 2024-RCF2 PRPM 2024-RCF2 A1 3.75% 25-MAR-2054, 3.75%, 03/25/54 2459476 0.017 % 2.423 M $
    FHF 2024-1A FHF Trust 2024-1 (First Help Financial) A2 5.69% 15-FEB-2030, 5.69%, 02/15/30 2304150 0.016 % 2.313 M $
    FR FHLMC 30yr Pool#QI4878 6.000% 01-Apr-2054, 6.00%, 04/01/54 2215613 0.016 % 2.306 M $
    CHASE 2020-CL1 Chase Mortgage Reference Notes, Series 2020-CL1 M2 6.77239% 25-OCT-2057, 6.77%, 10/25/57 2004676 0.015 % 2.071 M $
    FR FHLMC 30yr Pool#QX7432 6.000% 01-Feb-2055, 6.00%, 02/01/55 1986218 0.015 % 2.189 M $
    FIGRE 2024-HE1 FIGRE Trust 2024-HE1 B 6.506% 25-MAR-2054, 6.51%, 03/25/54 2064506 0.015 % 2.128 M $
    FN FNMA 30yr Pool#FS3001 4.000% 01-Oct-2051, 4.00%, 10/01/51 2175834 0.015 % 2.138 M $
    FN FNMA 30yr Pool#BP1500 3.000% 01-May-2050, 3.00%, 05/01/50 2300695 0.015 % 2.120 M $
    FR FHLMC 30yr Pool#QG2543 5.500% 01-May-2053, 5.50%, 05/01/53 2075263 0.015 % 2.141 M $
    FN FNMA 30yr Pool#FS1640 4.000% 01-Apr-2052, 4.00%, 04/01/52 2123857 0.015 % 2.128 M $
    REACH 2024-2A Reach ABS Trust 2024-2 A 5.88% 15-JUL-2031, 5.88%, 07/15/31 1921945 0.014 % 1.935 M $
    SBCLN 2023-B Santander Bank Auto Credit-Linked Notes, Series 2023-B B 5.64% 15-DEC-2033, 5.64%, 12/15/33 1898971 0.014 % 1.923 M $
    FN FNMA 30yr Pool#DF0998 6.000% 01-Oct-2055, 6.00%, 10/01/55 1855093 0.014 % 1.924 M $
    FN FNMA 30yr Pool#BY0338 6.500% 01-May-2053, 6.50%, 05/01/53 1913480 0.014 % 2.014 M $
    FN FNMA 30yr Pool#BX8072 5.500% 01-Mar-2053, 5.50%, 03/01/53 1875220 0.014 % 1.943 M $
    FN FNMA 30yr Pool#BW0972 4.500% 01-Jul-2052, 4.50%, 07/01/52 1974620 0.014 % 1.970 M $
    FR FHLMC 30yr Pool#QG2540 6.500% 01-May-2053, 6.50%, 05/01/53 1827458 0.014 % 1.916 M $
    FR FHLMC 30yr Pool#QH7013 6.500% 01-Dec-2053, 6.50%, 12/01/53 1834493 0.014 % 1.989 M $
    FFIN 2023-2A Foundation Finance Trust 2023-2 A 6.53% 15-JUN-2049, 6.53%, 06/15/49 1874984 0.014 % 1.955 M $
    FR FHLMC 30yr Pool#SI2017 4.000% 01-Dec-2048, 4.00%, 12/01/48 2016459 0.014 % 1.973 M $
    FN FNMA 30yr Pool#CA7849 4.500% 01-Oct-2050, 4.50%, 10/01/50 2036015 0.014 % 2.042 M $
    FN FNMA 30yr Pool#BY0361 6.500% 01-Jun-2053, 6.50%, 06/01/53 1725094 0.013 % 1.814 M $
    CHASE 2021-CL1 Chase Mortgage Reference Notes, Series 2021-CL1 M3 5.90603% 25-FEB-2050, 5.91%, 02/25/50 1936086 0.013 % 1.900 M $
    FR FHLMC 30yr Pool#QY7439 6.000% 01-Jun-2055, 6.00%, 06/01/55 1752803 0.013 % 1.832 M $
    FR FHLMC 30yr Pool#SD1551 4.000% 01-Mar-2050, 4.00%, 03/01/50 1887950 0.013 % 1.872 M $
    ACHV 2024-1PL ACHV ABS Trust 2024-1PL B 6.34% 25-APR-2031, 6.34%, 04/25/31 1829451 0.013 % 1.857 M $
    FN FNMA 30yr Pool#MA3521 4.000% 01-Nov-2048, 4.00%, 11/01/48 1814288 0.013 % 1.786 M $
    FR FHLMC 30yr Pool#QH3309 5.500% 01-Oct-2053, 5.50%, 10/01/53 1759876 0.013 % 1.808 M $
    FN FNMA 30yr Pool#CB2681 3.500% 01-Jan-2052, 3.50%, 01/01/52 1718090 0.012 % 1.655 M $
    FR FHLMC 30yr Pool#SD0943 3.500% 01-Apr-2052, 3.50%, 04/01/52 1814843 0.012 % 1.732 M $
    NZES 2021-FHT1 NRZ MSR-Collateralized Notes, Series 2021-FHT1 A 3.104% 25-JUL-2026, 3.10%, 07/25/26 1780553 0.012 % 1.750 M $
    BVCLN 2024-CAR1 Bayview Opportunity Master Fund VII Trust 2024-CAR1 C 5.85603% 25-DEC-2031, 5.86%, 12/26/31 1691673 0.012 % 1.705 M $
    CHASE 2021-CL1 Chase Mortgage Reference Notes, Series 2021-CL1 M2 5.70603% 25-FEB-2050, 5.71%, 02/25/50 1744110 0.012 % 1.708 M $
    FR FHLMC 30yr Pool#SD4456 4.000% 01-Aug-2050, 4.00%, 08/01/50 1687953 0.012 % 1.665 M $
    FR FHLMC 30yr Pool#QA2039 3.000% 01-Aug-2049, 3.00%, 08/01/49 1826395 0.012 % 1.690 M $
    PRPM 2025-RCF3 PRPM 2025-RCF3 LLC 5.25% 55, 5.25%, 07/25/55 1700000 0.012 % 1.704 M $
    FN Fannie Mae Pool|4|08/01/2050, 4.00%, 08/01/50 1757757 0.012 % 1.712 M $
    ABCLN 2024-A Ally Bank Auto Credit-Linked Notes, Series 2024-A D 6.315% 15-MAY-2032, 6.31%, 05/17/32 1554142 0.011 % 1.579 M $
    FG FHLMC 30yr Pool#Q58477 4.000% 01-Sep-2048, 4.00%, 09/01/48 1578606 0.011 % 1.537 M $
    FR FHLMC 30yr Pool#QZ4132 6.000% 01-Sep-2055, 6.00%, 09/01/55 1495093 0.011 % 1.550 M $
    FN FNMA 30yr Pool#MA3415 4.000% 01-Jul-2048, 4.00%, 07/01/48 1540160 0.011 % 1.516 M $
    FN FNMA 30yr Pool#BY0327 6.500% 01-May-2053, 6.50%, 05/01/53 1517652 0.011 % 1.589 M $
    FR FHLMC 30yr Pool#QG4340 6.500% 01-Jun-2053, 6.50%, 06/01/53 1547612 0.011 % 1.620 M $
    FIGRE 2025-HE5 FIGRE TRUST 2025-HE5 FLTG 2055 B, 5.49%, 08/25/55 1459318 0.01 % 1.476 M $
    FN FNMA 30yr Pool#CA1931 4.500% 01-Jun-2048, 4.50%, 06/01/48 1434744 0.01 % 1.442 M $
    ARIVO 2024-1A Arivo Acceptance Auto Loan Receivables Trust 2024-1 A 6.46% 15-APR-2028, 6.46%, 04/17/28 1397290 0.01 % 1.406 M $
    USAUT 2021-1A U.S. Auto Funding 2021-1 C 2.2% 15-MAY-2026, 2.20%, 05/15/26 1743847 0.01 % 1.466 M $
    FN FNMA 30yr Pool#CA5573 4.000% 01-Apr-2050, 4.00%, 04/01/50 1487446 0.01 % 1.449 M $
    FN FNMA 30yr Pool#BT8051 5.500% 01-Jan-2053, 5.50%, 01/01/53 1389783 0.01 % 1.445 M $
    FN FNMA 30yr Pool#BX7860 5.500% 01-Mar-2053, 5.50%, 03/01/53 1301814 0.01 % 1.350 M $
    BBEF 2023-1A Blue Bridge Funding 2023-1 A 7.37% 15-NOV-2030, 7.37%, 11/15/30 1377188 0.01 % 1.389 M $
    FN FNMA 30yr Pool#BY1896 5.500% 01-May-2053, 5.50%, 05/01/53 1363926 0.01 % 1.409 M $
    FR FHLMC 30yr Pool#QG3885 6.500% 01-Jun-2053, 6.50%, 06/01/53 969999 0.01 % 1.369 M $
    FR FHLMC 30yr Pool#SD8003 4.000% 01-Jul-2049, 4.00%, 07/01/49 1235175 0.009 % 1.212 M $
    FN FNMA 30yr Pool#MA3149 4.000% 01-Oct-2047, 4.00%, 10/01/47 1267452 0.009 % 1.251 M $
    FN FNMA 30yr Pool#DB3056 5.500% 01-May-2054, 5.50%, 05/01/54 1269823 0.009 % 1.310 M $
    TPMT 2024-CES1 Towd Point Mortgage Trust 2024-CES1 A1B 6.049% 25-JAN-2064, 6.05%, 01/25/64 1188809 0.009 % 1.207 M $
    FN FNMA 30yr Pool#FM7725 4.500% 01-Dec-2050, 4.50%, 12/01/50 1264065 0.009 % 1.266 M $
    FN FNMA 40yr Pool#BF0167 3.000% 01-Feb-2057, 3.00%, 02/01/57 1390765 0.009 % 1.237 M $
    FR FHLMC 30yr Pool#QF2561 5.500% 01-Nov-2052, 5.50%, 11/01/52 1180277 0.009 % 1.224 M $
    FN FNMA 30yr Pool#FM9138 4.000% 01-Mar-2050, 4.00%, 03/01/50 1233947 0.009 % 1.211 M $
    FN FNMA 30yr Pool#BJ9181 5.000% 01-May-2048, 5.00%, 05/01/48 1168762 0.008 % 1.199 M $
    TAST 2024-1A Tricolor Auto Securitization Trust 2024-1 A 6.61% 15-OCT-2027, 6.61%, 10/15/27 1205445 0.008 % 1.175 M $
    CAS 2021-R02 Connecticut Avenue Securities, Series 2021-R02 2B1 7.65603% 25-NOV-2041, 7.66%, 11/25/41 1150000 0.008 % 1.180 M $
    FR FHLMC 30yr Pool#RA1188 4.500% 01-Aug-2049, 4.50%, 08/01/49 1072239 0.008 % 1.072 M $
    FR FHLMC 30yr Pool#QG6948 5.500% 01-Jul-2053, 5.50%, 07/01/53 1046676 0.008 % 1.088 M $
    FR FHLMC 30yr Pool#ZT2087 4.000% 01-Jun-2049, 4.00%, 06/01/49 1187207 0.008 % 1.166 M $
    FN FNMA 30yr Pool#AS7492 4.000% 01-Jul-2046, 4.00%, 07/01/46 1099881 0.008 % 1.080 M $
    FR FHLMC 30yr Pool#QD9182 3.000% 01-Mar-2052, 3.00%, 03/01/52 1293469 0.008 % 1.197 M $
    FR FHLMC 30yr Pool#RA1087 4.500% 01-Jul-2049, 4.50%, 07/01/49 1062508 0.008 % 1.090 M $
    FN FNMA 30yr Pool#BX0804 5.500% 01-Nov-2052, 5.50%, 11/01/52 1136341 0.008 % 1.176 M $
    FR FHLMC 30yr Pool#QG6538 5.500% 01-Jul-2053, 5.50%, 07/01/53 1101561 0.008 % 1.144 M $
    FN FNMA 30yr Pool#CB8995 5.500% 01-Aug-2054, 5.50%, 08/01/54 1032787 0.008 % 1.066 M $
    FN FNMA 30yr Pool#AS6811 3.000% 01-Mar-2046, 3.00%, 03/01/46 1263349 0.008 % 1.177 M $
    FN FNMA 30yr Pool#BV8484 3.500% 01-Apr-2052, 3.50%, 04/01/52 1029601 0.007 % 977.384 K $
    FN FNMA 30yr Pool#DA3522 5.500% 01-Oct-2053, 5.50%, 10/01/53 924394 0.007 % 949.842 K $
    FN FNMA 30yr Pool#BV4203 3.500% 01-Apr-2052, 3.50%, 04/01/52 1060039 0.007 % 1.014 M $
    FN FNMA 30yr Pool#CA6382 4.500% 01-Jul-2050, 4.50%, 07/01/50 926440 0.007 % 927.880 K $
    LBZZ 2023-2A Lendbuzz Securitization Trust 2023-2 A2 7.09% 15-OCT-2028, 7.09%, 10/16/28 926546 0.007 % 939.054 K $
    FR FHLMC 30yr Pool#QG7338 6.000% 01-Jul-2053, 6.00%, 07/01/53 838395 0.007 % 933.840 K $
    FN FNMA 30yr Pool#FM1598 4.000% 01-Feb-2049, 4.00%, 02/01/49 1015336 0.007 % 993.500 K $
    G2 GNMA II 30yr Pool#MA5021 4.500% 20-Feb-2048, 4.50%, 02/20/48 926972 0.007 % 928.109 K $
    FN FNMA 30yr Pool#FS9022 5.500% 01-Aug-2054, 5.50%, 08/01/54 215071974 0.006 % 891.548 K $
    FREMF 2019-KF70 FREMF 2019-KF70 Mortgage Trust C 10.46922% 25-SEP-2029, 10.47%, 09/25/29 789970 0.006 % 784.489 K $
    FN FNMA 30yr Pool#BN4541 4.000% 01-Feb-2049, 4.00%, 02/01/49 825582 0.006 % 836.301 K $
    ACHV 2024-1PL ACHV ABS Trust 2024-1PL C 6.42% 25-APR-2031, 6.42%, 04/25/31 792780 0.006 % 803.721 K $
    FN FNMA 30yr Pool#AB9341 3.000% 01-May-2043, 3.00%, 05/01/43 901410 0.006 % 859.722 K $
    GPIF 2023-2A Gracie Point International Funding, Series 2023-2 A 6.60559% 01-MAR-2027, 6.61%, 03/01/27 808251 0.006 % 817.311 K $
    FR FHLMC 30yr Pool#ZM8197 4.000% 01-Sep-2048, 4.00%, 09/01/48 939234 0.006 % 918.776 K $
    BX 2021-21M BX Commercial Mortgage Trust 2021-21M A 4.877% 15-OCT-2036, 4.88%, 10/15/36 862801 0.006 % 862.236 K $
    FN FNMA 30yr Pool#BY0782 5.500% 01-Apr-2053, 5.50%, 04/01/53 743357 0.005 % 771.400 K $
    FR FHLMC 30yr Pool#QD6555 3.000% 01-Feb-2052, 3.00%, 02/01/52 737085 0.005 % 684.351 K $
    NZES 2020-PLS1 NRZ Excess Spread-Collateralized Notes, Series 2020-PLS1 A 3.844% 25-DEC-2025, 3.84%, 12/25/25 687631 0.005 % 687.242 K $
    FN FNMA 30yr Pool#FA0573 5.000% 01-Jan-2055, 5.00%, 01/01/55 215071974 0.005 % 774.186 K $
    FR FHLMC 30yr Pool#RA1999 4.500% 01-Jan-2050, 4.50%, 01/01/50 750732 0.005 % 751.143 K $
    FN FNMA 30yr Pool#BW0343 4.500% 01-May-2052, 4.50%, 05/01/52 634196 0.005 % 660.513 K $
    FN FNMA 30yr Pool#BY0866 5.500% 01-May-2053, 5.50%, 05/01/53 702253 0.005 % 725.779 K $
    ACHM 2024-HE1 ACHM Trust 2024-HE1 B 7.26% 25-MAY-2039, 7.26%, 05/25/39 710236 0.005 % 740.505 K $
    G2 GNMA II 30yr Pool#MA5264 4.000% 20-Jun-2048, 4.00%, 06/20/48 728169 0.005 % 707.672 K $
    FR FHLMC 30yr Pool#ZT1926 3.000% 01-Nov-2043, 3.00%, 11/01/43 828465 0.005 % 775.057 K $
    CAS 2022-R01 Connecticut Avenue Securities Trust 2022-R01 1M1 5.35603% 25-DEC-2041, 5.36%, 12/25/41 686172 0.005 % 688.901 K $
    SEMT 2013-5 Sequoia Mortgage Trust 2013-5 A1 2.5% 25-MAY-2043, 2.50%, 05/25/43 661700 0.004 % 596.977 K $
    FR FHLMC 30yr Pool#SL0367 4.500% 01-Dec-2054, 4.50%, 12/01/54 105727919 0.004 % 496.960 K $
    FN FNMA 30yr Pool#FA0122 4.500% 01-Dec-2054, 4.50%, 12/01/54 215071974 0.004 % 543.195 K $
    FR FHLMC 30yr Pool#QE1073 3.500% 01-Apr-2052, 3.50%, 04/01/52 650323 0.004 % 617.298 K $
    FN FNMA 30yr Pool#AZ0869 4.000% 01-Jul-2045, 4.00%, 07/01/45 521481 0.004 % 516.726 K $
    FN FNMA 30yr Pool#AL6842 4.000% 01-May-2045, 4.00%, 05/01/45 605579 0.004 % 605.597 K $
    FR FHLMC 30yr Pool#SD8047 4.500% 01-Feb-2050, 4.50%, 02/01/50 604857 0.004 % 606.969 K $
    CAS 2021-R03 Connecticut Avenue Securities, Series 2021-R03 1M1 5.20603% 25-DEC-2041, 5.21%, 12/25/41 546017 0.004 % 547.738 K $
    FN FNMA 30yr Pool#BK9507 4.000% 01-Oct-2048, 4.00%, 10/01/48 596745 0.004 % 599.495 K $
    MHC 2021-MHC MHC Commercial Mortgage Trust 2021-MHC A 4.948442% 15-APR-2038, 4.95%, 04/15/38 586117 0.004 % 586.011 K $
    FR FHLMC 15yr Pool#SB0116 2.500% 01-Nov-2034, 2.50%, 11/01/34 524367 0.004 % 517.140 K $
    FR FHLMC 30yr Pool#SL0208 5.000% 01-Dec-2054, 5.00%, 12/01/54 105727919 0.004 % 513.393 K $
    FN FNMA 30yr Pool#BV7632 4.500% 01-Apr-2052, 4.50%, 04/01/52 367470 0.003 % 365.289 K $
    FR FHLMC 30yr Pool#SL1760 5.000% 01-Jul-2055, 5.00%, 07/01/55 105727919 0.003 % 476.378 K $
    FN FNMA 30yr Pool#BV6879 4.500% 01-Apr-2052, 4.50%, 04/01/52 406658 0.003 % 404.238 K $
    TPMT 2024-CES2 Towd Point Mortgage Trust 2024-CES2 A1B 6.35% 25-FEB-2064, 6.35%, 02/25/64 461561 0.003 % 470.109 K $
    FR FHLMC 30yr Pool#QA8274 3.500% 01-Mar-2050, 3.50%, 03/01/50 389009 0.003 % 365.570 K $
    FR FHLMC 30yr Pool#QD9191 3.500% 01-Apr-2052, 3.50%, 04/01/52 501655 0.003 % 476.408 K $
    FR FHLMC 30yr Pool#QG3397 6.000% 01-May-2053, 6.00%, 05/01/53 375757 0.003 % 391.077 K $
    FN FNMA 30yr Pool#CB4329 3.500% 01-Jul-2052, 3.50%, 07/01/52 443826 0.003 % 421.625 K $
    FN FNMA 30yr Pool#CA4646 3.000% 01-Feb-2048, 3.00%, 02/01/48 436060 0.003 % 405.113 K $
    FN FNMA 30yr Pool#FM3447 4.000% 01-Nov-2049, 4.00%, 11/01/49 359916 0.003 % 357.085 K $
    FR FHLMC 30yr Pool#SD1414 4.000% 01-Oct-2050, 4.00%, 10/01/50 438774 0.003 % 429.222 K $
    JPMMT 2015-4 JP Morgan Mortgage Trust 2015-4 AM 3.0% 25-JUN-2045, 3.00%, 06/25/45 470334 0.003 % 416.358 K $
    FR FHLMC 30yr Pool#QA5150 4.500% 01-Dec-2049, 4.50%, 12/01/49 294396 0.002 % 295.214 K $
    FR FHLMC 30yr Pool#ZT0391 4.000% 01-Nov-2047, 4.00%, 11/01/47 301133 0.002 % 296.964 K $
    FN FNMA 30yr Pool#BW0081 4.500% 01-Apr-2052, 4.50%, 04/01/52 229906 0.002 % 228.483 K $
    REACH 2024-1A Reach ABS Trust 2024-1 A 6.3% 15-FEB-2031, 6.30%, 02/18/31 244538 0.002 % 245.145 K $
    FN FNMA 30yr Pool#AS8649 3.000% 01-Jan-2047, 3.00%, 01/01/47 306455 0.002 % 285.573 K $
    FR FHLMC 30yr Pool#ZN6461 4.000% 01-May-2049, 4.00%, 05/01/49 325599 0.002 % 324.051 K $
    FR FHLMC 15yr Pool#SB0040 2.500% 01-Dec-2033, 2.50%, 12/01/33 239330 0.002 % 237.537 K $
    FN FNMA 30yr Pool#FS9794 5.000% 01-Nov-2054, 5.00%, 11/01/54 215071974 0.002 % 245.818 K $
    FN FNMA 30yr Pool#MA3908 4.500% 01-Jan-2050, 4.50%, 01/01/50 237105 0.002 % 239.703 K $
    FR FHLMC 30yr Pool#SD1966 4.000% 01-Nov-2052, 4.00%, 11/01/52 332691 0.002 % 324.515 K $
    FN FNMA 30yr Pool#FS2238 4.000% 01-Mar-2051, 4.00%, 03/01/51 295202 0.002 % 290.721 K $
    FR FHLMC 30yr Pool#ZN4240 4.500% 01-Dec-2048, 4.50%, 12/01/48 250075 0.002 % 252.300 K $
    FN FNMA 30yr Pool#MA1327 3.000% 01-Jan-2043, 3.00%, 01/01/43 240351 0.002 % 224.890 K $
    FN FNMA 30yr Pool#CB9966 5.000% 01-Feb-2055, 5.00%, 02/01/55 215071974 0.002 % 250.626 K $
    FN FNMA 30yr Pool#CC0679 4.500% 01-Jul-2055, 4.50%, 07/01/55 215071974 0.002 % 344.982 K $
    FR FHLMC 30yr Pool#QA1615 3.500% 01-Aug-2049, 3.50%, 08/01/49 271649 0.002 % 257.212 K $
    G2 GNMA II 30yr Pool#MA5192 4.000% 20-May-2048, 4.00%, 05/20/48 218173 0.002 % 212.441 K $
    FN FNMA 30yr Pool#AR9225 3.000% 01-Mar-2043, 3.00%, 03/01/43 330688 0.002 % 316.916 K $
    FN FNMA 30yr Pool#FS2548 4.000% 01-Mar-2051, 4.00%, 03/01/51 302753 0.002 % 296.585 K $
    FN FNMA 30yr Pool#CB9642 5.000% 01-Dec-2054, 5.00%, 12/01/54 215071974 0.002 % 315.768 K $
    FN FNMA 30yr Pool#BE3616 4.000% 01-May-2047, 4.00%, 05/01/47 228429 0.002 % 227.503 K $
    FNR 2017-9 Fannie Mae REMIC Trust 2017-9 VL 3.0% 25-JUL-2028, 3.00%, 07/25/28 263867 0.002 % 270.531 K $
    FN FNMA 30yr Pool#BN3899 4.000% 01-Dec-2048, 4.00%, 12/01/48 270800 0.002 % 264.946 K $
    FN FNMA 30yr Pool#MA3687 4.000% 01-Jun-2049, 4.00%, 06/01/49 235116 0.002 % 230.817 K $
    FNR 2012-126 Fannie Mae REMIC Trust 2012-126 SY 0.0% 25-NOV-2042, 0.00%, 11/25/42 473554 0.002 % 241.797 K $
    G2 GNMA II 30yr Pool#MA5866 4.000% 20-Apr-2049, 4.00%, 04/20/49 132719 0.001 % 125.957 K $
    FN FNMA 30yr Pool#BV7131 4.500% 01-Apr-2052, 4.50%, 04/01/52 129268 0.001 % 128.474 K $
    FN FNMA 30yr Pool#FS9880 4.500% 01-Sep-2054, 4.50%, 09/01/54 215071974 0.001 % 115.372 K $
    SEMT 2019-CH3 Sequoia Mortgage Trust 2019-CH3 A19 4.0% 25-OCT-2049, 4.00%, 09/25/49 83822 0.001 % 78.822 K $
    FR FHLMC 30yr Pool#SD8040 4.500% 01-Jan-2050, 4.50%, 01/01/50 179630 0.001 % 184.349 K $
    FN FNMA 30yr Pool#CA4035 4.500% 01-Aug-2049, 4.50%, 08/01/49 171826 0.001 % 172.285 K $
    FN FNMA 30yr Pool#FS2546 4.000% 01-Mar-2051, 4.00%, 03/01/51 154406 0.001 % 151.321 K $
    SBCLN 2023-A Santander Bank Auto Credit-Linked Notes, Series 2023-A B 6.493% 15-JUN-2033, 6.49%, 06/15/33 113580 0.001 % 113.958 K $
    FN FNMA 30yr Pool#FS9909 5.000% 01-Nov-2054, 5.00%, 11/01/54 215071974 0.001 % 116.996 K $
    FN FNMA 30yr Pool#CA0108 3.500% 01-Aug-2047, 3.50%, 08/01/47 106867 0.001 % 102.993 K $
    FN FNMA 30yr Pool#BM3282 3.500% 01-Dec-2047, 3.50%, 12/01/47 114888 0.001 % 111.775 K $
    FN FNMA 30yr Pool#BO4113 3.000% 01-Aug-2049, 3.00%, 08/01/49 90994 0.001 % 82.028 K $
    G2 GNMA II 30yr Pool#BF6874 4.500% 20-Jul-2048, 4.50%, 07/20/48 127023 0.001 % 126.167 K $
    FN FNMA 30yr Pool#MA1229 3.000% 01-Oct-2042, 3.00%, 10/01/42 145860 0.001 % 137.066 K $
    FN FNMA 30yr Pool#BO9819 4.500% 01-Dec-2049, 4.50%, 12/01/49 210191 0.001 % 210.842 K $
    FR FHLMC 30yr Pool#ZM7577 4.500% 01-Aug-2048, 4.50%, 08/01/48 100110 0.001 % 100.564 K $
    FR FHLMC 30yr Pool#ZT1320 4.000% 01-Nov-2048, 4.00%, 11/01/48 162690 0.001 % 160.354 K $
    FR FHLMC 30yr Pool#RA1088 4.500% 01-Jul-2049, 4.50%, 07/01/49 204004 0.001 % 204.553 K $
    FR FHLMC 30yr Pool#SD6982 5.000% 01-Nov-2054, 5.00%, 11/01/54 105727919 0.001 % 180.792 K $
    G2 GNMA II 30yr Pool#BK5879 4.500% 20-Nov-2048, 4.50%, 11/20/48 111629 0.001 % 109.446 K $
    FR FHLMC 30yr Pool#ZA7158 4.500% 01-Jun-2049, 4.50%, 06/01/49 157752 0.001 % 157.819 K $
    FN FNMA 30yr Pool#AB6280 3.000% 01-Sep-2042, 3.00%, 09/01/42 194980 0.001 % 182.533 K $
    G2 GNMA II 30yr Pool#MA5753 4.000% 20-Feb-2049, 4.00%, 02/20/49 145834 0.001 % 137.995 K $
    FR FHLMC 30yr Pool#SL0509 4.500% 01-Jan-2055, 4.50%, 01/01/55 105727919 0.001 % 108.656 K $
    FN FNMA 30yr Pool#CA4185 4.500% 01-Sep-2049, 4.50%, 09/01/49 176574 0.001 % 177.097 K $
    FR FHLMC 30yr Pool#ZM7926 5.000% 01-Sep-2048, 5.00%, 09/01/48 77858 0.001 % 79.576 K $
    FNR 2013-130 Fannie Mae REMIC Trust 2013-130 FN 4.82051% 25-OCT-2042, 4.82%, 10/25/42 93602 0.001 % 92.877 K $
    FN FNMA 30yr Pool#BW0072 4.500% 01-Apr-2052, 4.50%, 04/01/52 136507 0.001 % 135.669 K $
    FN FNMA 30yr Pool#MA1447 3.000% 01-May-2043, 3.00%, 05/01/43 77582 0.001 % 72.968 K $
    FN FNMA 30yr Pool#BJ8459 3.000% 01-Aug-2049, 3.00%, 08/01/49 99941 0.001 % 90.352 K $
    FN FNMA 30yr Pool#FA0654 4.500% 01-Dec-2054, 4.50%, 12/01/54 215071974 0.001 % 102.791 K $
    FN FNMA 30yr Pool#CA3683 4.500% 01-Jun-2049, 4.50%, 06/01/49 109005 0.001 % 109.319 K $
    FR FHLMC 30yr Pool#QA2159 3.000% 01-Aug-2049, 3.00%, 08/01/49 82889 0.001 % 74.712 K $
    FN FNMA 30yr Pool#AB7563 3.000% 01-Jan-2043, 3.00%, 01/01/43 167651 0.001 % 157.673 K $
    FN FNMA 30yr Pool#BO2983 3.000% 01-Sep-2049, 3.00%, 09/01/49 194780 0.001 % 179.853 K $
    FR FHLMC 30yr Pool#QE0318 4.500% 01-Mar-2052, 4.50%, 03/01/52 108383 0.001 % 107.745 K $
    FN FNMA 30yr Pool#BV7132 4.500% 01-Apr-2052, 4.50%, 04/01/52 161854 0.001 % 160.858 K $
    FR FHLMC 30yr Pool#ZT1633 4.000% 01-Mar-2047, 4.00%, 03/01/47 110356 0.001 % 109.156 K $
    FN FNMA 20yr Pool#AB9283 3.000% 01-Apr-2038, 3.00%, 04/01/38 132770 0.001 % 125.759 K $
    FR FHLMC 30yr Pool#ZM2269 3.000% 01-Dec-2046, 3.00%, 12/01/46 12613 0 % 11.715 K $
    FNR 2010-109 Fannie Mae REMIC Trust 2010-109 BS 6.28056% 25-OCT-2040, 6.28%, 10/25/40 41248 0 % 61.923 K $
    GNR 2007-61 Ginnie Mae REMIC Trust 2007-061 FA 4.9549% 20-OCT-2037, 4.65%, 10/20/37 10071 0 % 10.081 K $
    FR FHLMC 30yr Pool#ZN0650 3.000% 01-Mar-2043, 3.00%, 03/01/43 2200 0 % 2.062 K $
    GNR 2007-59 Ginnie Mae REMIC Trust 2007-059 FA 4.9549% 20-OCT-2037, 4.65%, 10/20/37 24178 0 % 24.202 K $
    FN FNMA 30yr Pool#FA0787 4.500% 01-Jan-2055, 4.50%, 01/01/55 215071974 0 % 44.677 K $
    GNR 2010-133 Ginnie Mae REMIC Trust 2010-133 FD 4.69141% 16-OCT-2040, 4.58%, 10/16/40 22175 0 % 22.172 K $
    GNR 1999-27 Ginnie Mae REMIC Trust 1999-27 FE 4.66141% 16-AUG-2029, 4.55%, 08/16/29 2213 0 % 2.213 K $
    FHR 3028 Freddie Mac Multiclass Certificates, Series 3028 FM 4.73656% 15-SEP-2035, 4.60%, 09/15/35 8532 0 % 8.498 K $
    FHR 2469 Freddie Mac Multiclass Certificates, Series 2469 FE 4.98656% 15-JUL-2032, 4.85%, 07/15/32 1735 0 % 1.734 K $
    FN FNMA 15yr Pool#AS8207 2.500% 01-Oct-2031, 2.50%, 10/01/31 9598 0 % 9.579 K $
    FN FNMA 30yr Pool#MA3694 4.500% 01-Jul-2049, 4.50%, 07/01/49 4507 0 % 4.537 K $
    G2 GNMA II 30yr Pool#BK6072 5.000% 20-Jan-2049, 5.00%, 01/20/49 9055 0 % 9.191 K $
    FN FNMA 30yr Pool#BC0870 3.500% 01-Jan-2046, 3.50%, 01/01/46 37850 0 % 36.218 K $
    TYZ5 US 10YR NOTE (CBT)Dec25 DEC 25 -230 0 % 0.000 $
    FNR 2013-2 Fannie Mae REMIC Trust 2013-2 QF 4.97051% 25-FEB-2043, 4.97%, 02/25/43 24521 0 % 24.576 K $
    FNR 2002-53 Fannie Mae REMIC Trust 2002-53 FK 4.87051% 25-APR-2032, 4.87%, 04/25/32 17127 0 % 17.128 K $
    GNR 2012-75 Ginnie Mae REMIC Trust 2012-075 FP 4.7549% 20-JUL-2041, 4.45%, 07/20/41 11542 0 % 11.548 K $
    FNR 2010-95 Fannie Mae REMIC Trust 2010-95 FB 4.87051% 25-SEP-2040, 4.87%, 09/25/40 6323 0 % 6.321 K $
    GNR 2007-37 Ginnie Mae REMIC Trust 2007-037 FW 4.7649% 20-JUN-2037, 4.46%, 06/20/37 19391 0 % 19.312 K $
    FR FHLMC 30yr Pool#ZN2165 4.500% 01-Dec-2048, 4.50%, 12/01/48 23477 0 % 23.775 K $
    WNZ5 US ULTRA BOND CBT Dec25 DEC 25 -309 0 % 0.000 $
    ALMSUM ALMSUM 0 0 % 0.000 $
    FN FNMA 30yr Pool#AS8547 3.000% 01-Nov-2046, 3.00%, 11/01/46 71727 0 % 65.924 K $
    FHR 2551 Freddie Mac Multiclass Certificates, Series 2551 FD 4.88656% 15-JAN-2033, 4.75%, 01/15/33 12302 0 % 12.291 K $
    FHR 3380 Freddie Mac Multiclass Certificates, Series 3380 FM 5.07656% 15-OCT-2037, 4.94%, 10/15/37 44583 0 % 44.580 K $
    FR FHLMC 15yr Pool#ZK8405 2.500% 01-Dec-2031, 2.50%, 01/22/31 7092 0 % 7.028 K $
    GNR 2008-16 Ginnie Mae REMIC Trust 2008-016 FC 4.9549% 20-FEB-2038, 4.65%, 02/20/38 19503 0 % 19.567 K $
    FR FHLMC 30yr Pool#ZT0252 3.000% 01-Dec-2047, 3.00%, 12/01/47 17325 0 % 16.139 K $
    FHR 2426 Freddie Mac Multiclass Certificates, Series 2426 FL 5.13656% 15-MAR-2032, 5.00%, 03/15/32 16963 0 % 17.039 K $
    FN FNMA 15yr Pool#BO7717 3.000% 01-Nov-2034, 3.00%, 11/01/34 33555 0 % 37.165 K $
    FN FNMA 30yr Pool#BD2453 3.000% 01-Jan-2047, 3.00%, 01/01/47 68644 0 % 64.223 K $
    GNR 2005-65 Ginnie Mae REMIC Trust 2005-065 FA 4.6049% 20-AUG-2035, 4.30%, 08/20/35 18776 0 % 18.620 K $
    FR FHLMC 30yr Pool#RJ1754 4.500% 01-Jun-2054, 4.50%, 06/01/54 105727919 0 % 51.742 K $
    GNR 2004-69 Ginnie Mae REMIC Trust 2004-069 CF 4.8549% 20-JUL-2034, 4.55%, 07/20/34 26397 0 % 26.459 K $
    RCKT 2025-CES1 A1 RCKT Mortgage Trust 2025-CES1 A1A 5.653% 25-JAN-2045, 5.65%, 01/25/45 1288470 0 % 6.070 K $
    FN FNMA 15yr Pool#BO5957 3.000% 01-Dec-2034, 3.00%, 12/01/34 44457 0 % 43.753 K $
    FN FNMA 15yr Pool#BM1036 2.500% 01-Feb-2032, 2.50%, 02/01/32 8383 0 % 8.337 K $
    GNR 2008-13 Ginnie Mae REMIC Trust 2008-013 FB 4.9549% 20-FEB-2038, 4.65%, 02/20/38 39881 0 % 40.007 K $
    FR FHLMC 15yr Pool#ZK9163 3.000% 01-Jan-2033, 3.00%, 01/01/33 32123 0 % 31.945 K $
    FNR 2012-100 Fannie Mae REMIC Trust 2012-100 FG 4.87051% 25-SEP-2042, 4.87%, 09/25/42 7671 0 % 7.627 K $
    FNR 2010-123 Fannie Mae REMIC Trust 2010-123 FL 4.90051% 25-NOV-2040, 4.90%, 11/25/40 9599 0 % 9.588 K $
    FR FHLMC 15yr Pool#ZS7403 3.000% 01-May-2031, 3.00%, 05/01/31 50422 0 % 50.988 K $
    FVZ5 US 5YR NOTE (CBT) Dec25 DEC 25 3000 0 % 0.000 $
    GNR 2005-48 Ginnie Mae REMIC Trust 2005-048 AF 4.6549% 20-JUN-2035, 4.35%, 06/20/35 15901 0 % 15.824 K $
    GNR 2004-59 Ginnie Mae REMIC Trust 2004-059 FP 4.56141% 16-AUG-2034, 4.45%, 08/16/34 18764 0 % 18.708 K $
    FN FNMA 15yr Pool#AS7643 2.500% 01-Aug-2031, 2.50%, 08/01/31 8286 0 % 8.248 K $
    GNR 2007-18 Ginnie Mae REMIC Trust 2007-018 FD 4.7549% 20-APR-2037, 4.45%, 04/20/37 7036 0 % 7.002 K $
    FR FHLMC 15yr Pool#ZK8962 3.000% 01-Sep-2032, 3.00%, 09/01/32 54127 0 % 54.791 K $
    GNR 2007-40 Ginnie Mae REMIC Trust 2007-040 FG 4.7749% 20-JUL-2037, 4.47%, 07/20/37 30474 0 % 30.313 K $
    FNR 2002-16 Fannie Mae REMIC Trust 2002-16 VF 5.02051% 25-APR-2032, 5.02%, 04/25/32 7480 0 % 7.509 K $
    FNR 2006-20 Fannie Mae REMIC Trust 2006-20 GF 4.82051% 25-APR-2036, 4.82%, 04/25/36 55844 0 % 55.654 K $
    FHR 3738 Freddie Mac Multiclass Certificates, Series 3738 FD 4.78656% 15-AUG-2040, 4.65%, 08/15/40 7393 0 % 7.395 K $
    FHR 3721 Freddie Mac Multiclass Certificates, Series 3721 FB 4.98656% 15-SEP-2040, 4.85%, 09/15/40 42933 0 % 42.928 K $
    FREED 2021-3FP FREED ABS Trust 2021-3FP D 2.37% 18-NOV-2028, 2.37%, 11/20/28 85217 0 % 180.000 $
    FNR 2007-89 Fannie Mae REMIC Trust 2007-89 GF 4.99051% 25-SEP-2037, 4.99%, 09/25/37 14088 0 % 14.148 K $
    UXYZ5 US 10yr Ultra Fut Dec25 DEC 25 -1271 0 % 0.000 $
    FNR 2003-87 Fannie Mae REMIC Trust 2003-87 FG 4.97051% 25-SEP-2033, 4.97%, 09/25/33 8772 0 % 8.795 K $
    FNR 2005-83 Fannie Mae REMIC Trust 2005-83 KT 4.77051% 25-OCT-2035, 4.77%, 10/25/35 14920 0 % 14.866 K $
    GNR 2010-6 Ginnie Mae REMIC Trust 2010-006 FG 4.86141% 16-JAN-2040, 4.75%, 01/16/40 6858 0 % 6.883 K $
    GNR 2010-125 Ginnie Mae REMIC Trust 2010-125 VF 4.8049% 20-JUN-2040, 4.50%, 06/20/40 364 0 % 364.000 $
    FN FNMA 30yr Pool#BO1857 4.500% 01-Aug-2049, 4.50%, 08/01/49 42947 0 % 43.070 K $