Grundlæggende statistik
| Porteføljeværdi | $ 8.091.146.664 |
| Nuværende stillinger | 590 |
Seneste beholdninger, ydeevne, AUM (fra 13F, 13D)
JMBS - Janus Henderson Mortgage-Backed Securities ETF har afsløret 590 samlede besiddelser i deres seneste SEC-arkivering. Den seneste porteføljeværdi er beregnet til at være $ 8.091.146.664 USD. Faktiske aktiver under forvaltning (AUM) er denne værdi plus kontanter (som ikke er oplyst). JMBS - Janus Henderson Mortgage-Backed Securities ETFs største beholdninger er FNMA 30YR TBA 2.5% 4/25/50 TO BE ANNOUNCED 2.50000000 (US:US01F0226591) , FNMA TBA 30YR 3.0% MAY 20 TO BE ANNOUNCED 3.00000000 (US:US01F0306526) , Uniform Mortgage-Backed Security, TBA (US:US01F0606594) , Ginnie Mae (US:US21H0506566) , and Uniform Mortgage-Backed Security, TBA (US:US01F0206536) . JMBS - Janus Henderson Mortgage-Backed Securities ETFs nye stillinger omfatter FNMA 30YR TBA 2.5% 4/25/50 TO BE ANNOUNCED 2.50000000 (US:US01F0226591) , FNMA TBA 30YR 3.0% MAY 20 TO BE ANNOUNCED 3.00000000 (US:US01F0306526) , Uniform Mortgage-Backed Security, TBA (US:US01F0606594) , Ginnie Mae (US:US21H0506566) , and Uniform Mortgage-Backed Security, TBA (US:US01F0206536) .
Top øger dette kvartal
Vi bruger ændringen i porteføljeallokeringen, fordi dette er den mest meningsfulde metrik. Ændringer kan skyldes handler eller ændringer i aktiekurser.
| Sikkerhed | Aktier (MM) |
Værdi (MM$) |
Portefølje % | ΔPortefølje % |
|---|---|---|---|---|
| 237,22 | 4,3637 | 8,1359 | ||
| 136,95 | 2,5193 | 7,8293 | ||
| 643,60 | 11,8393 | 5,6313 | ||
| 162,61 | 162,64 | 2,9919 | 2,9919 | |
| 161,76 | 2,9756 | 2,9756 | ||
| 329,62 | 6,0635 | 2,7700 | ||
| -536,48 | -9,8688 | 2,6036 | ||
| 113,10 | 2,0806 | 2,0806 | ||
| 365,17 | 6,7175 | 1,7062 | ||
| 231,97 | 4,2672 | 1,6830 |
Top falder i dette kvartal
Vi bruger ændringen i porteføljeallokeringen, fordi dette er den mest meningsfulde metrik. Ændringer kan skyldes handler eller ændringer i aktiekurser.
| Sikkerhed | Aktier (MM) |
Værdi (MM$) |
Portefølje % | ΔPortefølje % |
|---|---|---|---|---|
| 1.348,70 | 24,8100 | -3,4506 | ||
| -726,62 | -13,3665 | -2,8936 | ||
| 298,18 | 5,4852 | -1,7778 | ||
| 74,42 | 1,3690 | -1,2564 | ||
| 154,98 | 2,8510 | -0,9557 | ||
| 99,94 | 1,8385 | -0,6499 | ||
| 193,05 | 3,5512 | -0,4531 | ||
| 137,72 | 2,5334 | -0,3084 | ||
| 85,00 | 1,5636 | -0,3068 | ||
| 115,43 | 2,1235 | -0,2840 |
13F og Fondsarkivering
Denne formular blev indsendt den 2025-06-20 for rapporteringsperioden 2025-04-30. Klik på linkikonet for at se den fulde transaktionshistorik.
Opgrader for at låse op for premium-data og eksportere til Excel 
.
2022-07-28: Vigtig note - Vi har ændret behandlingen af kolonnen Δ Portefølje % i denne tabel. Tidligere rapporterede vi det som den procentvise ændring i porteføljeallokeringen. Vi rapporterer det nu som den rå ændring i porteføljeallokeringen (stadig rapporteret som en procent). I formeltermer rapporterede vi det tidligere som 100 * (aktuel allokering - forudgående tildeling) / forudgående tildeling. Vi indberetter det nu som (nuværende tildeling - forudgående tildeling).
| Sikkerhed | Type | Gennemsnitlig aktiekurs | Aktier (MM) |
Δ Aktier (%) |
Δ Aktier (%) |
Værdi ($MM) |
Portefølje (%) |
ΔPortefølje (%) |
|
|---|---|---|---|---|---|---|---|---|---|
| US01F0226591 / FNMA 30YR TBA 2.5% 4/25/50 TO BE ANNOUNCED 2.50000000 | 1.348,70 | 22,05 | 24,8100 | -3,4506 | |||||
| US01F0306526 / FNMA TBA 30YR 3.0% MAY 20 TO BE ANNOUNCED 3.00000000 | 643,60 | 165,14 | 11,8393 | 5,6313 | |||||
| US01F0606594 / Uniform Mortgage-Backed Security, TBA | 365,17 | 86,36 | 6,7175 | 1,7062 | |||||
| US21H0506566 / Ginnie Mae | 329,62 | 155,96 | 6,0635 | 2,7700 | |||||
| US01F0206536 / Uniform Mortgage-Backed Security, TBA | 298,18 | 5,00 | 5,4852 | -1,7778 | |||||
| US21H0526523 / Ginnie Mae | 237,22 | -260,83 | 4,3637 | 8,1359 | |||||
| US21H0426534 / Ginnie Mae | 231,97 | 129,57 | 4,2672 | 1,6830 | |||||
| FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) | 193,05 | -0,31 | 3,5512 | -0,4531 | |||||
| Janus Henderson Cash Liquidity Fund LLC / STIV (N/A) | 162,61 | 162,64 | 2,9919 | 2,9919 | |||||
| FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) | 161,76 | 2,9756 | 2,9756 | ||||||
| US21H0306587 / G2SF 3 5/16 | 154,98 | 4,13 | 2,8510 | -0,9557 | |||||
| FMCC / Federal Home Loan Mortgage Corporation | 137,72 | 0,21 | 2,5334 | -0,3084 | |||||
| US01F0626550 / Uniform Mortgage-Backed Security, TBA | 136,95 | -165,96 | 2,5193 | 7,8293 | |||||
| US21H0326544 / Ginnie Mae | 125,57 | 190,53 | 2,3099 | 1,2045 | |||||
| US3140XGHK80 / Uniform Mortgage-Backed Securities | 115,43 | -0,86 | 2,1235 | -0,2840 | |||||
| FMCC / Federal Home Loan Mortgage Corporation | 113,10 | 2,0806 | 2,0806 | ||||||
| US3140XBJE16 / Fannie Mae Pool | 107,59 | -0,62 | 1,9792 | -0,2593 | |||||
| US21H0406577 / Ginnie Mae | 99,94 | 2,72 | 1,8385 | -0,6499 | |||||
| FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) | 85,00 | -6,03 | 1,5636 | -0,3068 | |||||
| FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) | 83,87 | 1,5429 | 1,5429 | ||||||
| FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) | 75,75 | 1,3935 | 1,3935 | ||||||
| US01F0326581 / Uniform Mortgage-Backed Security, TBA | 74,42 | -27,50 | 1,3690 | -1,2564 | |||||
| FMCC / Federal Home Loan Mortgage Corporation | 73,65 | -0,65 | 1,3548 | -0,1780 | |||||
| FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) | 69,08 | -0,85 | 1,2708 | -0,1699 | |||||
| FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) | 64,81 | -0,14 | 1,1923 | -0,1498 | |||||
| FMCC / Federal Home Loan Mortgage Corporation | 57,06 | 1,0496 | 1,0496 | ||||||
| FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) | 52,71 | -0,67 | 0,9697 | -0,1277 | |||||
| FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) | 52,58 | 0,9672 | 0,9672 | ||||||
| FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) | 49,68 | -1,14 | 0,9138 | -0,1252 | |||||
| FMCC / Federal Home Loan Mortgage Corporation | 49,11 | 0,9035 | 0,9035 | ||||||
| FMCC / Federal Home Loan Mortgage Corporation | 48,09 | 0,8847 | 0,8847 | ||||||
| FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) | 47,55 | -1,28 | 0,8746 | -0,1212 | |||||
| FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) | 46,89 | 0,8625 | 0,8625 | ||||||
| FMCC / Federal Home Loan Mortgage Corporation | 46,75 | -4,10 | 0,8600 | -0,1481 | |||||
| FMCC / Federal Home Loan Mortgage Corporation | 43,10 | 0,7929 | 0,7929 | ||||||
| NRM FHT1 Excess Owner LLC, Series 2025-FHT1, Class A / ABS-MBS (US64832EAA73) | 43,07 | 0,7924 | 0,7924 | ||||||
| US3140FXWG39 / FNMA, Other | 41,93 | 6,26 | 0,7712 | -0,0446 | |||||
| FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) | 41,92 | -0,48 | 0,7711 | -0,0998 | |||||
| FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) | 40,63 | 1,01 | 0,7473 | -0,0843 | |||||
| FMCC / Federal Home Loan Mortgage Corporation | 40,00 | 0,7359 | 0,7359 | ||||||
| FMCC / Federal Home Loan Mortgage Corporation | 39,78 | 0,7317 | 0,7317 | ||||||
| FMCC / Federal Home Loan Mortgage Corporation | 39,24 | -0,30 | 0,7218 | -0,0920 | |||||
| FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) | 38,93 | -1,55 | 0,7162 | -0,1015 | |||||
| FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) | 38,60 | -2,33 | 0,7100 | -0,1071 | |||||
| FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) | 38,46 | 0,7075 | 0,7075 | ||||||
| FMCC / Federal Home Loan Mortgage Corporation | 38,30 | -0,99 | 0,7045 | -0,0953 | |||||
| FMCC / Federal Home Loan Mortgage Corporation | 38,15 | 0,24 | 0,7018 | -0,0852 | |||||
| FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) | 37,72 | -0,77 | 0,6938 | -0,0921 | |||||
| FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) | 36,77 | -0,65 | 0,6765 | -0,0889 | |||||
| FMCC / Federal Home Loan Mortgage Corporation | 35,61 | 0,18 | 0,6550 | -0,0799 | |||||
| US01F0426571 / Uniform Mortgage-Backed Security, TBA | 34,80 | 11,72 | 0,6402 | -0,1565 | |||||
| FMCC / Federal Home Loan Mortgage Corporation | 34,80 | 0,04 | 0,6401 | -0,0791 | |||||
| FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) | 33,70 | 0,6200 | 0,6200 | ||||||
| FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) | 33,43 | -0,52 | 0,6150 | -0,0799 | |||||
| FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) | 33,41 | 0,6145 | 0,6145 | ||||||
| FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) | 32,99 | -0,26 | 0,6068 | -0,0771 | |||||
| FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) | 31,73 | -0,03 | 0,5838 | -0,0726 | |||||
| NRM FNT1 Excess LLC, Series 2024-FNT1, Class A / ABS-O (US62956YAA73) | 30,92 | -5,71 | 0,5688 | -0,1093 | |||||
| US3140N0FM24 / UMBS, 30 Year | 30,90 | 0,53 | 0,5685 | -0,0672 | |||||
| FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) | 30,88 | -1,22 | 0,5681 | -0,0784 | |||||
| US3140XKJ503 / Fannie Mae Pool | 30,86 | 0,5677 | 0,5677 | ||||||
| FMCC / Federal Home Loan Mortgage Corporation | 30,73 | 0,19 | 0,5653 | -0,0689 | |||||
| FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) | 29,01 | -0,63 | 0,5337 | -0,0700 | |||||
| FMCC / Federal Home Loan Mortgage Corporation | 28,19 | 0,5185 | 0,5185 | ||||||
| US3132DQT482 / UMBS, 30 Year | 26,71 | -1,17 | 0,4913 | -0,0675 | |||||
| US35564KJP57 / Freddie Mac STACR REMIC Trust 2021-HQA3 | 26,42 | -1,12 | 0,4861 | -0,0665 | |||||
| FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) | 25,68 | 0,4725 | 0,4725 | ||||||
| FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) | 25,51 | 0,4693 | 0,4693 | ||||||
| FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) | 25,10 | -0,97 | 0,4617 | -0,0624 | |||||
| FMCC / Federal Home Loan Mortgage Corporation | 23,62 | -1,66 | 0,4344 | -0,0621 | |||||
| US3140XBWA47 / Fannie Mae Pool | 23,52 | -1,38 | 0,4326 | -0,0605 | |||||
| US3140XLJ337 / Fannie Mae Pool | 22,91 | -0,25 | 0,4215 | -0,0535 | |||||
| FHLMC STACR REMIC Trust, Series 2025-HQA1, Class M2 / ABS-MBS (US35564NHA46) | 22,87 | 0,4208 | 0,4208 | ||||||
| FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) | 22,86 | 0,33 | 0,4205 | -0,0506 | |||||
| FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) | 22,17 | 1,62 | 0,4079 | -0,0433 | |||||
| FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) | 21,98 | 0,67 | 0,4043 | -0,0471 | |||||
| US3140FXHC99 / FNMDI4 3.5 BF0226 01-01-58 | 21,55 | -0,60 | 0,3964 | -0,0519 | |||||
| US21H0226553 / Ginnie Mae | 21,55 | 3,88 | 0,3963 | -0,1341 | |||||
| US3140QS3W95 / UMBS, 30 Year | 21,22 | -0,47 | 0,3903 | -0,0505 | |||||
| US3140XNCU68 / Fannie Mae Pool | 21,21 | -0,49 | 0,3901 | -0,0506 | |||||
| Finance of America Structured Securities Trust, Series 2025-S1, Class A1 / ABS-MBS (US31741BAB09) | 20,97 | 0,3858 | 0,3858 | ||||||
| FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) | 20,94 | 0,3853 | 0,3853 | ||||||
| FMCC / Federal Home Loan Mortgage Corporation | 20,67 | 0,3802 | 0,3802 | ||||||
| FMCC / Federal Home Loan Mortgage Corporation | 20,62 | 1,27 | 0,3793 | -0,0417 | |||||
| US3140XLSS82 / UMBS, 30 Year | 20,40 | -0,86 | 0,3752 | -0,0502 | |||||
| Finance of America Structured Securities Trust, Series 2024-S3, Class A1 / ABS-MBS (US31739WAB81) | 20,39 | -1,20 | 0,3751 | -0,0517 | |||||
| FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) | 20,35 | -5,72 | 0,3743 | -0,0720 | |||||
| Huntington Bank Auto Credit-Linked Notes, Series 2024-2, Class B1 / ABS-O (US44644NAG43) | 20,02 | -11,04 | 0,3683 | -0,0970 | |||||
| FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) | 19,45 | -0,04 | 0,3578 | -0,0445 | |||||
| FMCC / Federal Home Loan Mortgage Corporation | 19,28 | -0,87 | 0,3547 | -0,0475 | |||||
| FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) | 19,23 | -0,30 | 0,3537 | -0,0451 | |||||
| FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) | 19,18 | 0,01 | 0,3528 | -0,0437 | |||||
| FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) | 19,12 | 0,3518 | 0,3518 | ||||||
| FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) | 19,03 | -1,35 | 0,3501 | -0,0488 | |||||
| US3140XGZ853 / Fannie Mae Pool | 18,91 | 0,83 | 0,3479 | -0,0399 | |||||
| FHLMC STACR REMIC Trust, Series 2024-HQA2, Class M2 / ABS-MBS (US35564NEC39) | 17,96 | -1,17 | 0,3303 | -0,0454 | |||||
| US3140X8HQ37 / FN FM4738 | 17,87 | 1,03 | 0,3287 | -0,0370 | |||||
| FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) | 17,68 | -0,42 | 0,3253 | -0,0419 | |||||
| FHLMC STACR REMIC Trust, Series 2025-HQA1, Class M1 / ABS-MBS (US35564NGZ06) | 17,53 | 0,3225 | 0,3225 | ||||||
| FMCC / Federal Home Loan Mortgage Corporation | 17,51 | 0,03 | 0,3221 | -0,0399 | |||||
| US3140QPHP59 / Federal National Mortgage Association | 17,45 | -0,17 | 0,3210 | -0,0404 | |||||
| Homeward Opportunities Fund Trust, Series 2024-RTL1, Class A1 / ABS-MBS (US43789FAA12) | 17,33 | -0,36 | 0,3188 | -0,0408 | |||||
| FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) | 17,09 | 0,3144 | 0,3144 | ||||||
| FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) | 17,00 | 0,72 | 0,3128 | -0,0363 | |||||
| FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) | 15,76 | -5,90 | 0,2899 | -0,0564 | |||||
| FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) | 15,71 | 0,2889 | 0,2889 | ||||||
| FMCC / Federal Home Loan Mortgage Corporation | 15,69 | 0,2887 | 0,2887 | ||||||
| PRET Trust, Series 2025-RPL1, Class A1 / ABS-MBS (US69392FAA57) | 15,64 | -1,41 | 0,2877 | -0,0403 | |||||
| Vontive Mortgage Trust, Series 2025-RTL1, Class A1 / ABS-MBS (US928884AA35) | 15,57 | 0,2863 | 0,2863 | ||||||
| Saluda Grade Alternative Mortgage Trust, Series 2024-RTL6, Class A1 / ABS-MBS (US79585UAA88) | 15,28 | -0,20 | 0,2811 | -0,0355 | |||||
| FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) | 15,01 | 0,2761 | 0,2761 | ||||||
| US20754AAB98 / Fannie Mae Connecticut Avenue Securities | 14,87 | -0,55 | 0,2735 | -0,0356 | |||||
| Galaxy Senior Participation Interest Trust 1 / ABS-MBS (US362922AA49) | 14,72 | 0,00 | 0,2707 | -0,0336 | |||||
| US46591HAG56 / Chase Mortgage Reference Notes 2020-CL1 | 14,68 | 30,63 | 0,2701 | 0,0377 | |||||
| FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) | 14,63 | -1,25 | 0,2691 | -0,0372 | |||||
| US35564KMH94 / Freddie Mac Structured Agency Credit Risk Debt Notes | 14,59 | 3,07 | 0,2684 | -0,0243 | |||||
| RCKT Mortgage Trust, Series 2025-CES4, Class A1A / ABS-O (US74937YAA64) | 14,49 | 0,2666 | 0,2666 | ||||||
| Finance of America Structured Securities Trust, Series 2024-S2, Class A1 / ABS-O (US31739VAA26) | 14,43 | -0,87 | 0,2654 | -0,0355 | |||||
| FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) | 14,40 | -0,49 | 0,2649 | -0,0343 | |||||
| US35564KRN18 / Freddie Mac Structured Agency Credit Risk Debt Notes | 14,34 | 0,2639 | 0,2639 | ||||||
| US3132DNHU00 / Freddie Mac Pool | 14,30 | 21,26 | 0,2631 | 0,0192 | |||||
| RCKT Mortgage Trust, Series 2024-CES7, Class A1A / ABS-MBS (US749414AA67) | 14,09 | -4,80 | 0,2592 | -0,0469 | |||||
| BMP, Series 2024-MF23, Class A / ABS-MBS (US05593JAA88) | 13,98 | -0,54 | 0,2571 | -0,0335 | |||||
| US35564K3G29 / Freddie Mac Stacr Remic Trust 2023-Hqa3 | 13,91 | -8,79 | 0,2559 | -0,0594 | |||||
| Huntington Bank Auto Credit-Linked Notes, Series 2024-1, Class B1 / ABS-O (US44644NAA72) | 13,68 | -11,95 | 0,2516 | -0,0696 | |||||
| FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) | 13,59 | 0,95 | 0,2500 | -0,0284 | |||||
| FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) | 13,48 | 1,02 | 0,2479 | -0,0279 | |||||
| FMCC / Federal Home Loan Mortgage Corporation | 13,39 | -0,71 | 0,2464 | -0,0325 | |||||
| Connecticut Avenue Securities Trust, Series 2025-R03, Class 2M1 / ABS-MBS (US20754VAB36) | 13,25 | 0,2437 | 0,2437 | ||||||
| FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) | 13,11 | -3,42 | 0,2412 | -0,0395 | |||||
| Connecticut Avenue Securities Trust, Series 2024-R03, Class 2M2 / ABS-MBS (US207941AB18) | 13,08 | -1,52 | 0,2406 | -0,0340 | |||||
| Saluda Grade Alternative Mortgage Trust, Series 2023-RTL3, Class A1 / ABS-MBS (US79583YAA29) | 12,91 | 0,2375 | 0,2375 | ||||||
| PRET LLC, Series 2025-NPL4, Class A1 / ABS-MBS (US74136UAA34) | 12,79 | 0,2353 | 0,2353 | ||||||
| FMCC / Federal Home Loan Mortgage Corporation | 12,71 | -3,69 | 0,2338 | -0,0391 | |||||
| FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) | 12,49 | -1,40 | 0,2298 | -0,0322 | |||||
| Homeward Opportunities Fund Trust, Series 2025-RRTL1, Class A1 / ABS-MBS (US437919AA10) | 12,49 | 0,2298 | 0,2298 | ||||||
| FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) | 12,46 | -11,98 | 0,2292 | -0,0635 | |||||
| Saluda Grade Alternative Mortgage Trust, Series 2024-RTL4, Class A1 / ABS-MBS (US79584CAA99) | 12,45 | 44,56 | 0,2290 | 0,0509 | |||||
| US3133C7QG53 / UMBS, 30 Year | 12,39 | 0,39 | 0,2280 | -0,0273 | |||||
| FMCC / Federal Home Loan Mortgage Corporation | 12,38 | 0,2278 | 0,2278 | ||||||
| FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) | 12,16 | 0,45 | 0,2237 | -0,0266 | |||||
| FMCC / Federal Home Loan Mortgage Corporation | 12,09 | -3,70 | 0,2224 | -0,0372 | |||||
| US3140XMPC41 / UMBS, 30 Year | 11,86 | -1,50 | 0,2182 | -0,0308 | |||||
| FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) | 11,77 | 0,45 | 0,2165 | -0,0258 | |||||
| US3140NGLQ15 / UMBS, 30 Year | 11,76 | -2,67 | 0,2163 | -0,0335 | |||||
| US3140XL5Y01 / UMBS, 30 Year | 11,59 | -1,08 | 0,2132 | -0,0291 | |||||
| FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) | 11,41 | -1,64 | 0,2099 | -0,0300 | |||||
| US20755CAF59 / CORP CMO | 11,34 | -2,09 | 0,2087 | -0,0309 | |||||
| US3140N4PF84 / UMBS, 30 Year | 11,19 | -2,88 | 0,2059 | -0,0324 | |||||
| FHLMC STACR REMIC Trust, Series 2024-DNA3, Class M2 / ABS-MBS (US35564NFA63) | 11,14 | 0,2049 | 0,2049 | ||||||
| RCKT Mortgage Trust, Series 2024-CES5, Class A1B / ABS-MBS (US74938KAB35) | 10,92 | -5,32 | 0,2008 | -0,0376 | |||||
| FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) | 10,92 | 0,92 | 0,2008 | -0,0228 | |||||
| FMCC / Federal Home Loan Mortgage Corporation | 10,91 | 0,2007 | 0,2007 | ||||||
| US3133KN3M39 / UMBS, 30 Year | 10,67 | -7,59 | 0,1963 | -0,0425 | |||||
| FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) | 10,61 | -0,52 | 0,1951 | -0,0253 | |||||
| RCKT Mortgage Trust, Series 2024-CES9, Class A1B / ABS-MBS (US749426AB88) | 10,55 | -3,42 | 0,1941 | -0,0318 | |||||
| US3133CDUZ59 / Freddie Mac Pool, 30 Year | 10,35 | -4,63 | 0,1904 | -0,0340 | |||||
| US35564KNS41 / Freddie Mac STACR REMIC Trust 2021-HQA4 | 10,13 | -0,99 | 0,1863 | -0,0252 | |||||
| LHOME Mortgage Trust, Series 2024-RTL3, Class A1 / ABS-MBS (US50205GAA04) | 10,07 | -0,02 | 0,1853 | -0,0230 | |||||
| Brean Asset-Backed Securities Trust, Series 2024-RM8, Class A1 / ABS-MBS (US10637YAA38) | 10,02 | -1,78 | 0,1843 | -0,0266 | |||||
| Connecticut Avenue Securities Trust, Series 2024-R05, Class 2M2 / ABS-MBS (US20754XAC74) | 10,02 | -0,95 | 0,1843 | -0,0248 | |||||
| US3140XHL216 / UMBS, 30 Year | 10,00 | -0,14 | 0,1840 | -0,0231 | |||||
| FHLMC STACR REMIC Trust, Series 2024-HQA1, Class M1 / ABS-MBS (US35564NBX03) | 9,93 | -10,60 | 0,1827 | -0,0470 | |||||
| Alterna Funding III LLC, Series 2024-1A, Class A / ABS-O (US02157JAA34) | 9,89 | -5,43 | 0,1820 | -0,0343 | |||||
| FHLMC STACR REMIC Trust, Series 2024-HQA1, Class M2 / ABS-MBS (US35564NCA90) | 9,87 | -1,34 | 0,1816 | -0,0253 | |||||
| FMCC / Federal Home Loan Mortgage Corporation | 9,77 | 0,12 | 0,1798 | -0,0221 | |||||
| FMCC / Federal Home Loan Mortgage Corporation | 9,76 | 0,46 | 0,1795 | -0,0213 | |||||
| US3140A0A418 / UMBS, 30 Year | 9,74 | 0,05 | 0,1791 | -0,0221 | |||||
| FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) | 9,68 | 0,1781 | 0,1781 | ||||||
| RCKT Mortgage Trust, Series 2024-CES1, Class A1B / ABS-O (US749424AB31) | 9,54 | -8,53 | 0,1754 | -0,0401 | |||||
| FMCC / Federal Home Loan Mortgage Corporation | 9,52 | 0,1751 | 0,1751 | ||||||
| FIGRE Trust, Series 2023-HE3, Class A / ABS-O (US31684CAA99) | 9,42 | 449,53 | 0,1733 | 0,1378 | |||||
| FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) | 9,41 | 0,1730 | 0,1730 | ||||||
| FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) | 9,40 | -5,61 | 0,1730 | -0,0330 | |||||
| LHOME Mortgage Trust, Series 2024-RTL5, Class A2 / ABS-MBS (US50205WAB37) | 9,28 | -0,20 | 0,1707 | -0,0216 | |||||
| RITM.PRD / Rithm Capital Corp. - Preferred Stock | 9,20 | -1,34 | 0,1692 | -0,0236 | |||||
| ACHM Mortgage Trust, Series 2024-HE1, Class A / ABS-O (US00449TAA34) | 8,95 | -6,06 | 0,1647 | -0,0323 | |||||
| US3136BPCQ23 / Fannie Mae REMICS | 8,92 | -3,50 | 0,1640 | -0,0270 | |||||
| FIGRE Trust, Series 2025-PF1, Class A / ABS-MBS (US316922AA11) | 8,89 | 0,1635 | 0,1635 | ||||||
| FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) | 8,64 | 0,1589 | 0,1589 | ||||||
| FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) | 8,52 | -5,87 | 0,1567 | -0,0304 | |||||
| Saluda Grade Alternative Mortgage Trust, Series 2024-RTL5, Class A1 / ABS-MBS (US795935AA37) | 8,32 | -0,34 | 0,1530 | -0,0196 | |||||
| FMCC / Federal Home Loan Mortgage Corporation | 8,14 | -0,61 | 0,1497 | -0,0196 | |||||
| FMCC / Federal Home Loan Mortgage Corporation | 8,12 | -4,79 | 0,1494 | -0,0269 | |||||
| FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) | 8,07 | -5,04 | 0,1484 | -0,0273 | |||||
| Mello Mortgage Capital Acceptance, Series 2024-SD1, Class A1 / ABS-MBS (US58550DAA19) | 7,96 | -5,30 | 0,1465 | -0,0274 | |||||
| Saluda Grade Alternative Mortgage Trust, Series 2023-FIG4, Class A / ABS-O (US79581UAA25) | 7,86 | -4,97 | 0,1446 | -0,0264 | |||||
| Brex Commercial Charge Card Master Trust, Series 2024-1, Class A1 / ABS-O (US05601DAE31) | 7,83 | -0,03 | 0,1441 | -0,0179 | |||||
| Huntington Bank Auto Credit-Linked Notes, Series 2025-1, Class B / ABS-O (US446438SX24) | 7,75 | 0,1426 | 0,1426 | ||||||
| US90357PAV67 / US Bank NA | 7,65 | 7,92 | 0,1406 | -0,0059 | |||||
| FMCC / Federal Home Loan Mortgage Corporation | 7,63 | -4,09 | 0,1404 | -0,0241 | |||||
| US3140NGLT53 / UMBS, 30 Year | 7,60 | -0,12 | 0,1399 | -0,0175 | |||||
| FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) | 7,53 | 0,04 | 0,1385 | -0,0171 | |||||
| US79582AAA51 / Saluda Grade Alternative Mortgage Trust, Series 2023-FIG3, Class A | 7,48 | -5,04 | 0,1376 | -0,0253 | |||||
| Connecticut Avenue Securities, Series 2025-R01, Class 1M2 / ABS-MBS (US20755JAC71) | 7,47 | 0,1374 | 0,1374 | ||||||
| US20754RAF38 / Connecticut Avenue Securities Trust 2021-R01 | 7,44 | -1,17 | 0,1368 | -0,0188 | |||||
| FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) | 7,39 | -0,08 | 0,1360 | -0,0170 | |||||
| FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) | 7,37 | -6,09 | 0,1355 | -0,0267 | |||||
| Connecticut Avenue Securities Trust, Series 2025-R01, Class 1M1 / ABS-MBS (US20755JAB98) | 7,22 | -8,12 | 0,1328 | -0,0296 | |||||
| US00092CAD48 / ACHV ABS TRUST 2023-4CP | 7,13 | -0,96 | 0,1312 | -0,0177 | |||||
| Brean Asset-Backed Securities Trust, Series 2024-RM9, Class A1 / ABS-MBS (US10638DAA81) | 7,05 | 0,00 | 0,1296 | -0,0161 | |||||
| US3133C4KZ67 / UMBS Pool, 30 Year | 6,97 | -0,97 | 0,1283 | -0,0173 | |||||
| RCKT Mortgage Trust, Series 2024-CES8, Class A1A / ABS-MBS (US749421AA19) | 6,86 | -3,88 | 0,1262 | -0,0214 | |||||
| LHOME Mortgage Trust, Series 2024-RTL4, Class A2 / ABS-MBS (US50205PAB85) | 6,86 | -0,45 | 0,1262 | -0,0163 | |||||
| Tricolor Auto Securitization Trust, Series 2024-3A, Class A / ABS-O (US89617AAA34) | 6,84 | -24,59 | 0,1258 | -0,0617 | |||||
| US3133C4WZ30 / UMBS, 30 Year | 6,81 | 0,84 | 0,1252 | -0,0144 | |||||
| PRET Trust, Series 2025-RPL2, Class A1 / ABS-MBS (US69392LAA26) | 6,75 | 0,1242 | 0,1242 | ||||||
| FMCC / Federal Home Loan Mortgage Corporation | 6,75 | -1,80 | 0,1242 | -0,0180 | |||||
| Santander Bank Auto Credit-Linked Notes, Series 2024-A, Class C / ABS-O (US80290CCK80) | 6,73 | -7,99 | 0,1238 | -0,0274 | |||||
| US3140X7ST73 / FANNIE MAE POOL UMBS P#FM4129 4.00000000 | 6,69 | -0,95 | 0,1230 | -0,0166 | |||||
| FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) | 6,65 | 0,68 | 0,1222 | -0,0142 | |||||
| FMCC / Federal Home Loan Mortgage Corporation | 6,64 | -4,50 | 0,1222 | -0,0216 | |||||
| FMCC / Federal Home Loan Mortgage Corporation | 6,64 | 0,08 | 0,1221 | -0,0150 | |||||
| FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) | 6,49 | -3,14 | 0,1193 | -0,0191 | |||||
| FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) | 6,46 | -1,52 | 0,1189 | -0,0168 | |||||
| FIGRE Trust, Series 2025-HE2, Class A / ABS-O (US31684KAA16) | 6,45 | 0,1186 | 0,1186 | ||||||
| PRPM LLC / ABS-MBS (US69392NAA81) | 6,44 | 0,1184 | 0,1184 | ||||||
| LHOME Mortgage Trust, Series 2024-RTL1, Class A1 / ABS-MBS (US50205DAA72) | 6,39 | -0,25 | 0,1175 | -0,0149 | |||||
| US3140XBJZ45 / FN FM7479 | 6,24 | -1,03 | 0,1148 | -0,0156 | |||||
| Connecticut Avenue Securities Trust, Series 2025-R03, Class 2M2 / ABS-MBS (US20754VAC19) | 5,99 | 0,1103 | 0,1103 | ||||||
| US3140XGXG94 / UMBS, 30 Year | 5,98 | -0,63 | 0,1101 | -0,0144 | |||||
| US3140XFC250 / UMBS, 30 Year | 5,95 | -0,12 | 0,1095 | -0,0137 | |||||
| Santander Bank Auto Credit-Linked Notes, Series 2023-B, Class C / ABS-O (US80290CCC64) | 5,91 | -12,33 | 0,1087 | -0,0307 | |||||
| FMCC / Federal Home Loan Mortgage Corporation | 5,91 | -5,11 | 0,1087 | -0,0200 | |||||
| US3132DP3P12 / UMBS, 30 Year | 5,88 | -1,97 | 0,1082 | -0,0158 | |||||
| US38384EFT73 / GNMA, Series 2023-116, Class LF | 5,86 | -7,87 | 0,1079 | -0,0238 | |||||
| RCKT Mortgage Trust, Series 2025-CES1, Class A1A / ABS-MBS (US749427AA88) | 5,81 | -3,07 | 0,1069 | -0,0171 | |||||
| FMCC / Federal Home Loan Mortgage Corporation | 5,80 | 0,43 | 0,1068 | -0,0127 | |||||
| FMCC / Federal Home Loan Mortgage Corporation | 5,74 | 0,03 | 0,1055 | -0,0130 | |||||
| US74935WAA27 / RCKT MORTGAGE TRUST 2023-CES1 | 5,68 | -10,41 | 0,1045 | -0,0266 | |||||
| FMCC / Federal Home Loan Mortgage Corporation | 5,68 | -0,23 | 0,1045 | -0,0132 | |||||
| US3140Q7YC52 / FANNIE MAE POOL FN CA0706 | 5,59 | -0,60 | 0,1029 | -0,0135 | |||||
| FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) | 5,54 | -3,62 | 0,1020 | -0,0170 | |||||
| US3140NGL813 / UMBS, 30 Year | 5,51 | 0,95 | 0,1013 | -0,0115 | |||||
| FMCC / Federal Home Loan Mortgage Corporation | 5,49 | -5,34 | 0,1010 | -0,0189 | |||||
| FMCC / Federal Home Loan Mortgage Corporation | 5,41 | -0,07 | 0,0996 | -0,0124 | |||||
| US12434CAA27 / BX Trust, Series 2021-SDMF, Class A | 5,40 | -0,15 | 0,0993 | -0,0125 | |||||
| Connecticut Avenue Securities Trust, Series 2024-R02, Class 1M1 / ABS-MBS (US20754GAA85) | 5,40 | -10,29 | 0,0993 | -0,0251 | |||||
| RCKT Mortgage Trust, Series 2024-CES6, Class A1B / ABS-O (US749410AB29) | 5,38 | -5,26 | 0,0990 | -0,0185 | |||||
| LHOME Mortgage Trust, Series 2024-RTL2, Class A1 / ABS-MBS (US50205JAA43) | 5,35 | -0,17 | 0,0984 | -0,0124 | |||||
| Santander Bank Auto Credit-Linked Notes, Series 2024-B, Class C / ABS-O (US80280BAC28) | 5,25 | 0,04 | 0,0966 | -0,0119 | |||||
| FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) | 5,23 | -11,55 | 0,0961 | -0,0260 | |||||
| US3140N4PD37 / UMBS, 30 Year | 5,18 | -6,85 | 0,0952 | -0,0197 | |||||
| Fora Financial Asset Securitization LLC, Series 2024-1A, Class A / ABS-O (US34512PAA21) | 5,08 | -0,16 | 0,0934 | -0,0118 | |||||
| US3140NAUL56 / UMBS, 30 Year | 5,06 | 0,54 | 0,0931 | -0,0110 | |||||
| FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) | 5,02 | -3,76 | 0,0923 | -0,0155 | |||||
| Gracie Point International Funding LLC, Series 2024-1A, Class A / ABS-O (US38410KAA79) | 4,98 | -0,70 | 0,0916 | -0,0121 | |||||
| US3133BX5Y31 / UMBS, 30 Year | 4,89 | 0,64 | 0,0900 | -0,0105 | |||||
| ABL, Series 2024-RTL1, Class A2 / ABS-MBS (US00092EAB48) | 4,84 | -0,45 | 0,0890 | -0,0115 | |||||
| US3140XJTC75 / UMBS, 30 Year | 4,80 | -0,81 | 0,0883 | -0,0117 | |||||
| US3133KGGH56 / FED HM LN PC POOL RA1100 FR 07/49 FIXED 4 | 4,72 | -0,78 | 0,0868 | -0,0115 | |||||
| US3140N9J498 / UMBS, 30 Year | 4,65 | 0,74 | 0,0856 | -0,0099 | |||||
| FMCC / Federal Home Loan Mortgage Corporation | 4,57 | -8,53 | 0,0841 | -0,0192 | |||||
| US3140NELG84 / UMBS, 30 Year | 4,53 | 0,58 | 0,0834 | -0,0098 | |||||
| Bayview Opportunity Master Fund VII LLC, Series 2024-CAR1, Class B / ABS-O (US07336QAB86) | 4,49 | -12,59 | 0,0825 | -0,0236 | |||||
| RCKT Mortgage Trust, Series 2025-CES2, Class A1B / ABS-O (US74942BAB71) | 4,43 | 0,0815 | 0,0815 | ||||||
| US3140QNGR76 / FANNIE MAE POOL FN CB2907 | 4,39 | -0,23 | 0,0808 | -0,0102 | |||||
| US3140MYAQ58 / UMBS, 30 Year | 4,35 | -9,30 | 0,0800 | -0,0191 | |||||
| US3133BVCR43 / UMBS, 30 Year | 4,34 | -0,18 | 0,0798 | -0,0101 | |||||
| US3140NGLR97 / UMBS, 30 Year | 4,31 | 0,42 | 0,0793 | -0,0095 | |||||
| FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) | 4,30 | -5,69 | 0,0790 | -0,0152 | |||||
| US3133CC4K97 / UMBS, 30 year | 4,28 | 0,63 | 0,0787 | -0,0092 | |||||
| FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) | 4,26 | -6,99 | 0,0784 | -0,0163 | |||||
| US3140NEPG49 / UMBS, 30 Year | 4,20 | 0,38 | 0,0773 | -0,0093 | |||||
| US78472UAC27 / SREIT Trust 2021-MFP | 4,16 | -9,25 | 0,0766 | -0,0183 | |||||
| US3136BDLE61 / Fannie Mae REMICS | 4,15 | -0,29 | 0,0763 | -0,0097 | |||||
| FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) | 4,15 | 0,05 | 0,0763 | -0,0094 | |||||
| US3133C2Y858 / UMBS, 30 Year | 4,15 | 1,00 | 0,0763 | -0,0086 | |||||
| Connecticut Avenue Securities Trust, Series 2024-R06, Class 1M2 / ABS-MBS (US20755RAC97) | 4,12 | 0,0758 | 0,0758 | ||||||
| LHOME Mortgage Trust, Series 2022-RTL3, Class A1 / ABS-MBS (US50204UAA07) | 4,10 | -56,22 | 0,0753 | -0,1181 | |||||
| EFMT, Series 2025-CES1, Class A1B / ABS-MBS (US26846VAB09) | 4,09 | 0,0752 | 0,0752 | ||||||
| US3140XHLR60 / UMBS, 30 Year | 4,06 | -0,29 | 0,0747 | -0,0095 | |||||
| US3140XHCF24 / UMBS, 30 Year | 4,02 | -1,11 | 0,0740 | -0,0101 | |||||
| RAM LLC, Series 2024-1, Class A / ABS-O (US751313AA57) | 3,98 | -1,87 | 0,0732 | -0,0107 | |||||
| FMCC / Federal Home Loan Mortgage Corporation | 3,90 | 0,62 | 0,0717 | -0,0084 | |||||
| US3140XJAP89 / UMBS, 30 Year | 3,86 | -0,46 | 0,0709 | -0,0092 | |||||
| US3140NDU217 / UMBS, 30 Year | 3,78 | 0,51 | 0,0695 | -0,0082 | |||||
| US3132DNSD65 / UMBS, 30 Year | 3,71 | -0,46 | 0,0682 | -0,0088 | |||||
| US3140XAY552 / Uniform Mortgage-Backed Securities | 3,67 | -0,94 | 0,0675 | -0,0091 | |||||
| Reach ABS Trust, Series 2024-2A, Class A / ABS-O (US75525HAA86) | 3,65 | -22,35 | 0,0671 | -0,0300 | |||||
| US3133CDHV92 / UMBS, 30 year | 3,58 | 0,34 | 0,0658 | -0,0079 | |||||
| FMCC / Federal Home Loan Mortgage Corporation | 3,57 | 0,56 | 0,0657 | -0,0077 | |||||
| US3140X4WA06 / FANNIE MAE POOL FN FM1540 | 3,57 | -1,49 | 0,0657 | -0,0093 | |||||
| Finance of America Structured Securities Trust, Series 2024-S1, Class A1 / ABS-O (US31740RAB69) | 3,57 | -2,14 | 0,0656 | -0,0098 | |||||
| Ally Bank Auto Credit-Linked Notes, Series 2024-A, Class C / ABS-O (US02007GZ635) | 3,56 | -11,18 | 0,0655 | -0,0174 | |||||
| FMCC / Federal Home Loan Mortgage Corporation | 3,48 | 0,64 | 0,0640 | -0,0075 | |||||
| US3133BVVB89 / UMBS, 30 Year | 3,44 | 0,53 | 0,0633 | -0,0075 | |||||
| J.P. Morgan Mortgage Trust, Series 2024-CES1, Class A1B / ABS-MBS (US46658CAB72) | 3,38 | -8,18 | 0,0622 | -0,0139 | |||||
| FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) | 3,37 | -13,07 | 0,0621 | -0,0182 | |||||
| US31418DPL00 / Fannie Mae Pool | 3,37 | -0,27 | 0,0619 | -0,0079 | |||||
| US3133C2ZC51 / UMBS, 30 Year | 3,36 | 0,03 | 0,0619 | -0,0077 | |||||
| US05609RAJ32 / BX TRUST BX 2021 BXMF C 144A | 3,31 | -0,27 | 0,0609 | -0,0077 | |||||
| FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) | 3,30 | 0,30 | 0,0607 | -0,0073 | |||||
| FIGRE Trust, Series 2024-HE4, Class B / ABS-O (US31684UAB70) | 3,25 | -4,35 | 0,0598 | -0,0105 | |||||
| US31418DQJ45 / Fannie Mae Pool | 3,25 | -1,96 | 0,0598 | -0,0088 | |||||
| FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) | 3,24 | 0,40 | 0,0596 | -0,0071 | |||||
| US3132DNGU19 / UMBS, 30 Year | 3,24 | 0,72 | 0,0595 | -0,0069 | |||||
| FHF Issuer Trust, Series 2024-1A, Class A2 / ABS-O (US31568AAB26) | 3,22 | -13,69 | 0,0593 | -0,0179 | |||||
| US3140MJ6R14 / UMBS, 30 Year | 3,18 | -1,49 | 0,0584 | -0,0082 | |||||
| US3133BGDH84 / UMBS, 30 Year | 3,17 | -5,68 | 0,0583 | -0,0112 | |||||
| Connecticut Avenue Securities Trust, Series 2024-R02, Class 1M2 / ABS-MBS (US20754GAE08) | 3,16 | -1,43 | 0,0582 | -0,0082 | |||||
| US20754RAB24 / Connecticut Avenue Securities Trust 2021-R01 | 3,16 | -8,79 | 0,0581 | -0,0135 | |||||
| Connecticut Avenue Securities Trust, Series 2024-R01, Class 1M2 / ABS-MBS (US20753UAB61) | 3,14 | -1,04 | 0,0578 | -0,0078 | |||||
| US3140X8S242 / Fannie Mae Pool | 3,04 | -0,30 | 0,0559 | -0,0071 | |||||
| US31418C3E21 / FNCL UMBS 4.5 MA3496 10-01-48 | 3,03 | 0,0557 | 0,0557 | ||||||
| US3132DQGE08 / UMBS Pool, 30 Year | 3,03 | -3,51 | 0,0557 | -0,0092 | |||||
| Santander Bank Auto Credit-Linked Notes, Series 2024-A, Class B / ABS-O (US80290CCJ18) | 3,01 | -8,06 | 0,0554 | -0,0123 | |||||
| US46591HBX70 / Chase Mortgage Finance Corp | 2,99 | -3,55 | 0,0549 | -0,0091 | |||||
| Gracie Point International Funding LLC, Series 2024-1A, Class B / ABS-O (US38410KAB52) | 2,98 | -1,19 | 0,0548 | -0,0075 | |||||
| US3140MNP671 / Federal National Mortgage Association | 2,97 | -0,07 | 0,0547 | -0,0068 | |||||
| FIGRE Trust, Series 2024-HE3, Class C / ABS-O (US31684GAC69) | 2,97 | -4,75 | 0,0546 | -0,0098 | |||||
| FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) | 2,96 | 0,31 | 0,0544 | -0,0066 | |||||
| US3140MJ7F66 / UMBS, 30 Year | 2,95 | -0,51 | 0,0542 | -0,0070 | |||||
| FMCC / Federal Home Loan Mortgage Corporation | 2,90 | -6,52 | 0,0533 | -0,0108 | |||||
| US3133BJP305 / UMBS, 30 Year | 2,83 | -2,79 | 0,0520 | -0,0081 | |||||
| US3140N9J647 / UMBS, 30 Year | 2,79 | 1,09 | 0,0512 | -0,0057 | |||||
| Saluda Grade Alternative Mortgage Trust, Series 2024-FIG5, Class B / ABS-O (US79582MAB72) | 2,78 | -3,67 | 0,0512 | -0,0085 | |||||
| FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) | 2,78 | 0,58 | 0,0511 | -0,0060 | |||||
| New Residential Mortgage Loan Trust, Series 2024-RTL1, Class A2 / ABS-MBS (US64831PAB13) | 2,78 | -0,29 | 0,0511 | -0,0065 | |||||
| US3140MJ7G40 / UMBS, 30 Year | 2,76 | 0,44 | 0,0508 | -0,0061 | |||||
| US3133C2ZA95 / UMBS, 30 Year | 2,76 | -19,36 | 0,0508 | -0,0200 | |||||
| US3132Y1W792 / FHLMC Gold Pools, 30 Year | 2,73 | 1,11 | 0,0502 | -0,0056 | |||||
| US3133C2DM71 / UMBS, 30 Year | 2,73 | 1,04 | 0,0501 | -0,0056 | |||||
| US3140NGLL28 / UMBS, 30 Year | 2,72 | 1,12 | 0,0500 | -0,0056 | |||||
| US3133BMRH07 / UMBS, 30 Year | 2,72 | -2,51 | 0,0500 | -0,0076 | |||||
| US05609RAS31 / BX 2021-BXMF 1ML+359.02 10/15/2026 144A | 2,71 | -2,90 | 0,0499 | -0,0079 | |||||
| US3140N9KD78 / UMBS, 30 Year | 2,70 | -28,02 | 0,0497 | -0,0279 | |||||
| FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) | 2,68 | 0,53 | 0,0493 | -0,0058 | |||||
| US38380KNA96 / Government National Mortgage Association | 2,67 | -0,15 | 0,0491 | -0,0062 | |||||
| FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) | 2,65 | 0,00 | 0,0487 | -0,0060 | |||||
| ACHV ABS TRUST, Series 2024-1PL, Class B / ABS-O (US00092BAB09) | 2,63 | -18,63 | 0,0484 | -0,0184 | |||||
| FHLMC STACR REMIC Trust, Series 2024-DNA1, Class M2 / ABS-MBS (US35564NBA00) | 2,63 | -0,68 | 0,0484 | -0,0064 | |||||
| US3133BXJV48 / UMBS, 30 Year | 2,62 | 0,65 | 0,0482 | -0,0056 | |||||
| US3140NGLU27 / UMBS, 30 Year | 2,57 | 0,08 | 0,0473 | -0,0058 | |||||
| US3133C4W429 / UMBS, 30 Year | 2,57 | 0,71 | 0,0473 | -0,0055 | |||||
| US3140QPQ675 / Federal National Mortgage Association | 2,56 | -0,27 | 0,0472 | -0,0060 | |||||
| Arivo Acceptance Auto Loan Receivables Trust, Series 2024-1A, Class A / ABS-O (US039943AA30) | 2,56 | -20,48 | 0,0470 | -0,0194 | |||||
| Santander Bank Auto Credit-Linked Notes, Series 2023-B, Class B / ABS-O (US80290CCB81) | 2,55 | -12,24 | 0,0468 | -0,0132 | |||||
| PRPM LLC, Series 2024-RCF2, Class A1 / ABS-MBS (US693987AA72) | 2,54 | -2,75 | 0,0468 | -0,0073 | |||||
| FMCC / Federal Home Loan Mortgage Corporation | 2,50 | 0,64 | 0,0460 | -0,0054 | |||||
| US90355EAC57 / US Auto Funding, Series 2021-1A, Class C | 2,50 | -17,77 | 0,0460 | -0,0169 | |||||
| Tricolor Auto Securitization Trust, Series 2024-2A, Class A / ABS-O (US89616PAA12) | 2,42 | -33,13 | 0,0446 | -0,0304 | |||||
| FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) | 2,42 | -0,45 | 0,0445 | -0,0058 | |||||
| FIGRE Trust, Series 2024-HE1, Class B / ABS-O (US31684HAB69) | 2,39 | -5,08 | 0,0440 | -0,0081 | |||||
| US3140NNSB24 / UMBS, 30 Year | 2,37 | 0,51 | 0,0436 | -0,0052 | |||||
| US3133C2ZG65 / UMBS Pool, 30 Year | 2,35 | -20,16 | 0,0431 | -0,0176 | |||||
| Blue Bridge Funding LLC, Series 2023-1A, Class A / ABS-O (US09531MAA80) | 2,29 | -17,29 | 0,0421 | -0,0151 | |||||
| US3133C2KK33 / UMBS, 30 Year | 2,25 | -1,62 | 0,0414 | -0,0059 | |||||
| Bayview Opportunity Master Fund VII LLC, Series 2024-CAR1, Class C / ABS-O (US07336QAC69) | 2,19 | -12,60 | 0,0402 | -0,0115 | |||||
| US35042RAA41 / 6.53% 15 Jun 2049 | 2,18 | -8,32 | 0,0401 | -0,0091 | |||||
| FIGRE Trust, Series 2024-HE3, Class A / ABS-O (US31684GAA04) | 2,17 | 0,0400 | 0,0400 | ||||||
| US3140XJKP79 / UMBS, 30 Year | 2,17 | -0,73 | 0,0398 | -0,0053 | |||||
| FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) | 2,16 | 0,56 | 0,0398 | -0,0047 | |||||
| US46591HAH30 / Chase Mortgage Reference Notes 2020-CL1 | 2,15 | -3,67 | 0,0396 | -0,0066 | |||||
| US3140XGZE29 / Fannie Mae Pool | 2,15 | -1,69 | 0,0395 | -0,0057 | |||||
| US3140QFWK16 / UMBS, 30 Year | 2,11 | -1,82 | 0,0388 | -0,0056 | |||||
| US3140K8U250 / Fannie Mae Pool | 2,07 | 1,27 | 0,0381 | -0,0042 | |||||
| FMCC / Federal Home Loan Mortgage Corporation | 2,07 | -23,08 | 0,0380 | -0,0175 | |||||
| US3133B9MB78 / Federal Home Loan Mortgage Corp. | 2,06 | 0,24 | 0,0379 | -0,0046 | |||||
| Ally Bank Auto Credit-Linked Notes, Series 2024-A, Class D / ABS-O (US02007GZ718) | 2,02 | -11,35 | 0,0372 | -0,0100 | |||||
| US3133BAFM81 / Federal Home Loan Mortgage Corp. | 2,01 | -0,49 | 0,0370 | -0,0048 | |||||
| US3133USG214 / FHLG 30YR 4% 12/01/2048#SI2017 | 2,00 | 1,06 | 0,0368 | -0,0041 | |||||
| Reach ABS Trust, Series 2024-1A, Class A / ABS-MBS (US75526PAA93) | 1,98 | -32,85 | 0,0364 | -0,0246 | |||||
| FMCC / Federal Home Loan Mortgage Corporation | 1,94 | 0,47 | 0,0358 | -0,0043 | |||||
| US46591HBZ29 / Chase Mortgage Finance Corp | 1,93 | -0,97 | 0,0356 | -0,0048 | |||||
| FMCC / Federal Home Loan Mortgage Corporation | 1,92 | 0,0354 | 0,0354 | ||||||
| US3140MSCJ20 / UMBS, 30 Year | 1,92 | 1,22 | 0,0352 | -0,0039 | |||||
| US3133C2ZD35 / UMBS, 30 Year | 1,91 | 0,00 | 0,0351 | -0,0043 | |||||
| US3140NC6J33 / UMBS, 30 Year | 1,90 | 0,63 | 0,0350 | -0,0041 | |||||
| US3132DNWL36 / UMBS, 30 Year | 1,89 | -1,15 | 0,0348 | -0,0048 | |||||
| US3133C2G442 / UMBS, 30 Year | 1,88 | 0,91 | 0,0345 | -0,0039 | |||||
| US62955MAB28 / NRZ Excess Spread-Collateralized Notes | 1,85 | -4,79 | 0,0340 | -0,0061 | |||||
| US31418C4F86 / Federal National Mortgage Association | 1,81 | -0,39 | 0,0333 | -0,0043 | |||||
| US3140NGMK36 / UMBS, 30 Year | 1,80 | 0,39 | 0,0331 | -0,0040 | |||||
| US3133C4J541 / UMBS, 30 Year | 1,79 | 1,19 | 0,0328 | -0,0036 | |||||
| FMCC / Federal Home Loan Mortgage Corporation | 1,78 | 0,68 | 0,0327 | -0,0038 | |||||
| US3132DNBL64 / Freddie Mac Pool | 1,77 | -0,39 | 0,0325 | -0,0042 | |||||
| US3140X8UA38 / UMBS, 30 Year | 1,74 | -3,75 | 0,0321 | -0,0054 | |||||
| US46591HBY53 / Chase Mortgage Finance Corp | 1,74 | -4,45 | 0,0320 | -0,0056 | |||||
| US3133C2KM98 / UMBS, 30 Year | 1,72 | -27,68 | 0,0317 | -0,0176 | |||||
| US31334YHQ35 / Freddie Mac Pool | 1,72 | 0,47 | 0,0316 | -0,0038 | |||||
| US3140QM6T66 / Fannie Mae Pool | 1,71 | -1,50 | 0,0314 | -0,0044 | |||||
| FMCC / Federal Home Loan Mortgage Corporation | 1,68 | -1,98 | 0,0310 | -0,0045 | |||||
| US3133C4W346 / UMBS, 30 Year | 1,67 | 0,97 | 0,0307 | -0,0035 | |||||
| US3133C4ZD90 / UMBS, 30 Year | 1,61 | 0,06 | 0,0296 | -0,0037 | |||||
| FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) | 1,60 | -5,48 | 0,0295 | -0,0056 | |||||
| US3132Y2M379 / FHLMC Gold Pools, 30 Year | 1,60 | 1,08 | 0,0294 | -0,0033 | |||||
| US3140NGLH16 / UMBS, 30 Year | 1,57 | 0,06 | 0,0290 | -0,0036 | |||||
| US31418CYM09 / FNMA POOL MA3415 FN 07/48 FIXED 4 | 1,54 | -0,13 | 0,0284 | -0,0036 | |||||
| US3140QDFP48 / UMBS, 30 Year | 1,53 | 1,19 | 0,0282 | -0,0031 | |||||
| US3140Q9ED12 / UMBS, 30 Year | 1,47 | 0,83 | 0,0270 | -0,0031 | |||||
| US3140N9MH64 / UMBS, 30 Year | 1,46 | 1,04 | 0,0269 | -0,0030 | |||||
| US3140NGMJ62 / UMBS, 30 Year | 1,44 | 0,70 | 0,0265 | -0,0031 | |||||
| US3140LW5M56 / UMBS, 30 Year | 1,42 | 0,42 | 0,0262 | -0,0031 | |||||
| US3133BPZ277 / UMBS, 30 Year | 1,42 | 0,64 | 0,0261 | -0,0030 | |||||
| US3140NCWW59 / UMBS, 30 Year | 1,41 | -4,94 | 0,0259 | -0,0047 | |||||
| Towd Point Mortgage Trust, Series 2024-CES1, Class A1B / ABS-O (US89183CAB19) | 1,40 | -7,10 | 0,0258 | -0,0054 | |||||
| FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) | 1,40 | 0,58 | 0,0257 | -0,0030 | |||||
| US52608MAB46 / Lendbuzz Securitization Trust 2023-2 | 1,39 | -14,85 | 0,0256 | -0,0082 | |||||
| US3140NJDA93 / UMBS, 30 Year | 1,39 | 0,58 | 0,0255 | -0,0030 | |||||
| US3133C4J624 / UMBS, 30 Year | 1,38 | 0,07 | 0,0253 | -0,0031 | |||||
| US3140NGLN83 / UMBS, 30 Year | 1,38 | 0,73 | 0,0253 | -0,0029 | |||||
| US3133C4AR51 / UMBS, 30 Year | 1,29 | 1,10 | 0,0237 | -0,0027 | |||||
| US3133C04B54 / UMBS, 30 Year | 1,28 | 1,03 | 0,0235 | -0,0027 | |||||
| US3138WGR971 / FNMA UMBS, 30 Year | 1,27 | -1,01 | 0,0234 | -0,0032 | |||||
| US05609CAA53 / BX Commercial Mortgage Trust 2021-21M | 1,26 | -35,11 | 0,0233 | -0,0170 | |||||
| US31418CQB36 / Federal National Mortgage Association | 1,26 | -0,78 | 0,0233 | -0,0031 | |||||
| FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) | 1,26 | 0,24 | 0,0232 | -0,0028 | |||||
| US3140HBFX17 / FNMA POOL BJ9181 FN 05/48 FIXED 5 | 1,26 | -0,94 | 0,0232 | -0,0031 | |||||
| US3140XBSP61 / UMBS, 30 Year | 1,25 | -2,28 | 0,0229 | -0,0034 | |||||
| US3133C2KR85 / UMBS, 30 Year | 1,24 | 0,73 | 0,0228 | -0,0026 | |||||
| US3140FXFH05 / FNMA POOL BF0167 FN 02/57 FIXED 3 | 1,24 | 0,65 | 0,0228 | -0,0027 | |||||
| US3132DV3L71 / Federal Home Loan Mortgage Corp. | 1,23 | -0,24 | 0,0226 | -0,0029 | |||||
| US3140XDEL69 / Uniform Mortgage-Backed Securities | 1,22 | -1,46 | 0,0224 | -0,0032 | |||||
| US3133B7FX16 / UMBS, 30 Year | 1,21 | -3,52 | 0,0222 | -0,0037 | |||||
| US35564KHE29 / FHLMC STACR REMIC Trust, Series 2021-DNA5, Class M2 | 1,19 | -10,63 | 0,0220 | -0,0057 | |||||
| US3132AEJ808 / UMBS, 30 Year | 1,19 | -0,25 | 0,0218 | -0,0028 | |||||
| US20754KAF84 / Fannie Mae Connecticut Avenue Securities | 1,17 | -1,68 | 0,0215 | -0,0031 | |||||
| US3140N43N51 / UMBS, 30 Year | 1,16 | 0,43 | 0,0214 | -0,0026 | |||||
| US3133KGF451 / FREDDIE MAC POOL UMBS P#RA1087 4.50000000 | 1,13 | -4,01 | 0,0207 | -0,0035 | |||||
| US20754AAA16 / Fannie Mae Connecticut Avenue Securities | 1,12 | -6,20 | 0,0206 | -0,0041 | |||||
| US3133C7HP53 / UMBS, 30 Year | 1,12 | 0,72 | 0,0206 | -0,0024 | |||||
| ACHV ABS TRUST, Series 2024-1PL, Class C / ABS-O (US00092BAC81) | 1,09 | -50,16 | 0,0201 | -0,0252 | |||||
| US3133KGJ909 / FREDDIE MAC POOL UMBS P#RA1188 4.50000000 | 1,09 | 1,02 | 0,0201 | -0,0023 | |||||
| US3133C7WH62 / UMBS, 30 Year | 1,08 | 0,00 | 0,0198 | -0,0025 | |||||
| US20754LAA70 / Fannie Mae Connecticut Avenue Securities | 1,06 | -15,84 | 0,0196 | -0,0066 | |||||
| US3138WHKE12 / Fannie Mae Pool | 1,06 | 1,24 | 0,0195 | -0,0022 | |||||
| US3140MHU566 / UMBS, 30 Year | 1,03 | 0,79 | 0,0189 | -0,0022 | |||||
| US3140X4X431 / Fannie Mae Pool | 1,02 | -1,35 | 0,0188 | -0,0026 | |||||
| US3140MNNA05 / UMBS, 30 Year | 0,97 | -0,51 | 0,0179 | -0,0023 | |||||
| US36179TSJ50 / Ginnie Mae II Pool | 0,96 | 0,10 | 0,0177 | -0,0022 | |||||
| US3131Y3DA15 / Freddie Mac Pool | 0,95 | 1,17 | 0,0174 | -0,0019 | |||||
| FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) | 0,94 | 0,75 | 0,0172 | -0,0020 | |||||
| US3140QECU43 / UMBS, 30 Year | 0,91 | 0,89 | 0,0167 | -0,0019 | |||||
| US3140MNNB87 / UMBS, 30 Year | 0,89 | -1,55 | 0,0164 | -0,0023 | |||||
| Tricolor Auto Securitization Trust, Series 2024-1A, Class A / ABS-O (US89616LAA08) | 0,89 | -34,94 | 0,0164 | -0,0119 | |||||
| US31417GLX24 / FNMA 30YR 3.0% 05/01/2043#AB9341 | 0,87 | 0,34 | 0,0161 | -0,0019 | |||||
| US3140QPYS06 / UMBS, 30 Year | 0,86 | -0,35 | 0,0159 | -0,0020 | |||||
| US3140JMBK78 / FNMA POOL BN4541 FN 02/49 FIXED 4 | 0,84 | -0,82 | 0,0155 | -0,0021 | |||||
| US91681NAC83 / Upstart Securitization Trust | 0,84 | -63,15 | 0,0155 | -0,0316 | |||||
| US35564KRE19 / Freddie Mac Structured Agency Credit Risk Debt Notes | 0,84 | -13,43 | 0,0154 | -0,0046 | |||||
| ACHM Mortgage Trust, Series 2024-HE1, Class B / ABS-O (US00449TAB17) | 0,83 | -6,02 | 0,0152 | -0,0030 | |||||
| US38410JAA07 / GRACIE POINT INTERNATIONAL FUNDING 2023-2 | 0,82 | -42,61 | 0,0151 | -0,0144 | |||||
| US3132AED785 / Freddie Mac Pool | 0,77 | 0,65 | 0,0142 | -0,0017 | |||||
| US433674AA63 / NRZ Excess Spread-Collateralized Notes Series 2020-PLS1 | 0,76 | -7,39 | 0,0141 | -0,0030 | |||||
| US3140NG2Q21 / UMBS, 30 Year | 0,75 | 0,67 | 0,0139 | -0,0016 | |||||
| US3133KHGG56 / Freddie Mac Pool | 0,74 | 0,81 | 0,0137 | -0,0016 | |||||
| US36179TZ577 / Ginnie Mae II Pool | 0,73 | -1,22 | 0,0135 | -0,0019 | |||||
| US30298UAJ07 / FREMF Mortgage Trust, Series 2019-KF70, Class C | 0,72 | -3,10 | 0,0133 | -0,0021 | |||||
| US3140NG6C98 / UMBS, 30 Year | 0,72 | 0,28 | 0,0132 | -0,0016 | |||||
| Prosper Marketplace Issuance Trust, Series 2024-1A, Class A / ABS-O (US74363CAA71) | 0,71 | -41,13 | 0,0131 | -0,0119 | |||||
| U.S. Treasury 5 Year Notes / DIR (N/A) | 0,70 | 0,0130 | 0,0130 | ||||||
| US3140MRLZ87 / UMBS, 30 Year | 0,68 | 1,20 | 0,0125 | -0,0014 | |||||
| US3133B4H819 / UMBS, 30 Year | 0,68 | -1,60 | 0,0124 | -0,0018 | |||||
| FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) | 0,63 | -35,70 | 0,0117 | -0,0087 | |||||
| US3138EPS887 / FANNIE MAE POOL FN AL6842 | 0,62 | -0,64 | 0,0114 | -0,0015 | |||||
| US3132DV5G68 / FED HM LN PC POOL SD8047 01/50 4.5 | 0,61 | -3,03 | 0,0112 | -0,0018 | |||||
| US81745AAA51 / SEQUOIA MORTGAGE TRUST 2013-5 SER 2013-5 CL A1 V/R REGD 144A P/P 2.50000000 | 0,60 | -0,98 | 0,0111 | -0,0015 | |||||
| US3133BAFN64 / UMBS, 30 Year | 0,60 | 1,34 | 0,0111 | -0,0012 | |||||
| US3140HPR581 / UMBS, 30 Year | 0,60 | 1,19 | 0,0110 | -0,0012 | |||||
| US55316VAA26 / MHC Commercial Mortgage Trust 2021-MHC | 0,58 | -59,58 | 0,0108 | -0,0191 | |||||
| Towd Point Mortgage Trust, Series 2024-CES2, Class A1B / ABS-O (US89182JAB70) | 0,55 | -8,49 | 0,0101 | -0,0023 | |||||
| US3132CWDV37 / Freddie Mac Pool | 0,55 | -2,67 | 0,0101 | -0,0016 | |||||
| US3133B7F865 / UMBS, 30 Year | 0,52 | -7,76 | 0,0096 | -0,0021 | |||||
| US3138YR6F02 / Fannie Mae Pool | 0,52 | -2,08 | 0,0095 | -0,0014 | |||||
| US3140MMPS12 / UMBS, 30 Year | 0,47 | -6,22 | 0,0086 | -0,0017 | |||||
| US80290CBU71 / Santander Bank Auto Credit-Linked Notes Series 2023-A | 0,44 | -28,52 | 0,0080 | -0,0046 | |||||
| US3140QPY356 / UMBS, 30 Year | 0,43 | -0,70 | 0,0078 | -0,0010 | |||||
| US3132DNSB00 / UMBS, 30 Year | 0,42 | 0,72 | 0,0078 | -0,0009 | |||||
| US46644VBP04 / JP MORGAN MORTGAGE TRUST 2015-4 SER 2015-4 CL AM V/R REGD 144A P/P 3.00000000 | 0,42 | -6,43 | 0,0078 | -0,0016 | |||||
| US3140QCEU68 / Fannie Mae Pool | 0,40 | 0,76 | 0,0073 | -0,0008 | |||||
| US3140MLUD05 / UMBS, 30 Year | 0,39 | -6,87 | 0,0072 | -0,0015 | |||||
| U.S. Treasury Ultra Bond / DIR (N/A) | 0,38 | 0,0070 | 0,0070 | ||||||
| US3140X6ZM64 / UMBS, 30 Year | 0,36 | 0,56 | 0,0066 | -0,0008 | |||||
| US3133A3FP87 / FED HM LN PC POOL QA8274 FR 03/50 FIXED 3.5 | 0,36 | 1,42 | 0,0066 | -0,0007 | |||||
| US3131YDFA79 / Freddie Mac Pool | 0,35 | -4,37 | 0,0064 | -0,0011 | |||||
| US80290CBG87 / SANTANDER BANK AUTO CREDIT LINKED NOTES SERIES 202 | 0,35 | -48,04 | 0,0063 | -0,0074 | |||||
| US30322MAD11 / FREED ABS TRUST 2021-3FP SER 2021-3FP CL D REGD 144A P/P 2.37000000 | 0,33 | -36,59 | 0,0061 | -0,0047 | |||||
| US3138W7HB31 / Fannie Mae Pool | 0,32 | 0,64 | 0,0058 | -0,0007 | |||||
| US3136AVYH62 / FNMA, REMIC, Series 2017-9, Class VL | 0,31 | -6,44 | 0,0056 | -0,0011 | |||||
| US3140XHZN01 / UMBS, 30 Year | 0,30 | -0,33 | 0,0055 | -0,0007 | |||||
| US3132ACNG14 / Freddie Mac Pool | 0,30 | -0,33 | 0,0055 | -0,0007 | |||||
| US31346YWK53 / UMBS, 30 Year | 0,29 | -10,56 | 0,0053 | -0,0013 | |||||
| US3138WJTF51 / Fannie Mae Pool | 0,28 | 0,00 | 0,0052 | -0,0006 | |||||
| US3140JLKM50 / UMBS | 0,27 | -0,36 | 0,0050 | -0,0007 | |||||
| US3140K54D60 / Fannie Mae Pool | 0,27 | 0,74 | 0,0050 | -0,0006 | |||||
| US3131YAV985 / Freddie Mac Pool | 0,27 | 1,12 | 0,0050 | -0,0006 | |||||
| US3132CWBH60 / Freddie Mac Pool | 0,26 | -4,40 | 0,0048 | -0,0008 | |||||
| US31334XYL71 / Freddie Mac Pool | 0,25 | 0,80 | 0,0046 | -0,0005 | |||||
| US31418DKW10 / FNMA 30YR 4.5% 01/01/2050#MA3908 | 0,25 | 0,81 | 0,0046 | -0,0005 | |||||
| US3140ML4S60 / UMBS, 30 Year | 0,24 | 1,24 | 0,0045 | -0,0005 | |||||
| US3136A9ZR21 / Fannie Mae REMICS | 0,24 | 3,85 | 0,0045 | -0,0004 | |||||
| US31418APM44 / Fannie Mae Pool | 0,24 | -2,06 | 0,0044 | -0,0007 | |||||
| US3140FPAS80 / Fannie Mae Pool | 0,23 | -2,93 | 0,0043 | -0,0007 | |||||
| US31418DCZ33 / Fannie Mae Pool | 0,23 | -1,70 | 0,0043 | -0,0006 | |||||
| US3140MRCT29 / UMBS, 30 Year | 0,22 | 1,37 | 0,0041 | -0,0005 | |||||
| US36179TXV24 / Ginnie Mae II Pool | 0,22 | -0,91 | 0,0040 | -0,0005 | |||||
| US3133KGF527 / Freddie Mac Pool | 0,20 | 1,01 | 0,0037 | -0,0004 | |||||
| US31417C6S99 / Fannie Mae Pool | 0,20 | 1,04 | 0,0036 | -0,0004 | |||||
| US3140MRCJ47 / UMBS, 30 Year | 0,19 | 1,04 | 0,0036 | -0,0004 | |||||
| US3132DV4Z58 / FHLG 30YR 4.5% 01/01/2050# | 0,19 | -1,54 | 0,0035 | -0,0005 | |||||
| US3140QBUK20 / Fannie Mae Pool | 0,18 | -0,56 | 0,0033 | -0,0004 | |||||
| US3140QBPV40 / Fannie Mae Pool | 0,18 | 1,14 | 0,0033 | -0,0004 | |||||
| US3140JXJ588 / Fannie Mae Pool | 0,18 | 0,57 | 0,0033 | -0,0004 | |||||
| US3132ADPD48 / Freddie Mac Pool | 0,16 | -0,61 | 0,0030 | -0,0004 | |||||
| US31417EMM02 / FNMA POOL AB7563 FN 01/43 FIXED 3 | 0,16 | 0,63 | 0,0030 | -0,0003 | |||||
| US80290CAS35 / Santander Bank Auto Credit-Linked Notes Series 2022-A | 0,16 | -78,26 | 0,0030 | -0,0123 | |||||
| US31329Q5T47 / FREDDIE MAC POOL UMBS P#ZA7158 4.50000000 | 0,15 | 0,65 | 0,0029 | -0,0003 | |||||
| US3140XHZL45 / UMBS, 30 Year | 0,15 | 0,00 | 0,0028 | -0,0003 | |||||
| US3617J6Q804 / GNMA II POOL BK5879 G2 11/48 FIXED 4.5 | 0,14 | 1,46 | 0,0026 | -0,0003 | |||||
| US31418ALK24 / Fannie Mae Pool | 0,14 | -1,45 | 0,0025 | -0,0003 | |||||
| US36179UMA78 / Ginnie Mae II Pool | 0,14 | 0,00 | 0,0025 | -0,0003 | |||||
| US36179UQT24 / Ginnie Mae II Pool | 0,13 | -4,41 | 0,0024 | -0,0004 | |||||
| US31417GJ569 / Fannie Mae Pool | 0,13 | 0,00 | 0,0023 | -0,0003 | |||||
| US3617GDT772 / Ginnie Mae II Pool | 0,13 | 1,63 | 0,0023 | -0,0003 | |||||
| US3140ML4R87 / UMBS, 30 Year | 0,13 | 1,63 | 0,0023 | -0,0003 | |||||
| US3140J7UG81 / FNMA POOL BM3282 FN 12/47 FIXED VAR | 0,12 | 0,00 | 0,0021 | -0,0003 | |||||
| US3132ADY692 / Freddie Mac Pool | 0,11 | 0,89 | 0,0021 | -0,0002 | |||||
| US3140QBCV86 / Fannie Mae Pool | 0,11 | -1,77 | 0,0021 | -0,0003 | |||||
| US3140Q7DN47 / FNMA POOL CA0108 FN 08/47 FIXED 3.5 | 0,11 | 0,00 | 0,0019 | -0,0002 | |||||
| US3133B9K788 / UMBS, 30 Year | 0,10 | 0,97 | 0,0019 | -0,0002 | |||||
| US3131Y2M214 / Freddie Mac Pool | 0,10 | 1,03 | 0,0018 | -0,0002 | |||||
| US3136AHG535 / Fannie Mae REMICS | 0,10 | -2,97 | 0,0018 | -0,0003 | |||||
| US3140HAMH01 / Fannie Mae Pool | 0,09 | -2,13 | 0,0017 | -0,0003 | |||||
| US3140JYSB35 / Fannie Mae Pool | 0,08 | 0,00 | 0,0015 | -0,0002 | |||||
| US3131Y2YX06 / Freddie Mac Pool | 0,08 | 1,30 | 0,0014 | -0,0002 | |||||
| US81748GBN07 / Sequoia Mortgage Trust 2019-CH3 | 0,08 | -8,43 | 0,0014 | -0,0003 | |||||
| US31418ATD09 / Fannie Mae Pool | 0,07 | -1,35 | 0,0014 | -0,0002 | |||||
| US31334YMG97 / Freddie Mac Pool | 0,07 | 1,39 | 0,0013 | -0,0001 | |||||
| US3138WJP938 / Fannie Mae Pool | 0,06 | 1,59 | 0,0012 | -0,0001 | |||||
| US3140F9WP68 / Fannie Mae Pool | 0,06 | 0,00 | 0,0012 | -0,0002 | |||||
| US3131XC5X18 / Freddie Mac Pool | 0,06 | -3,17 | 0,0011 | -0,0002 | |||||
| US31398NTM64 / Fannie Mae REMICS | 0,06 | 24,49 | 0,0011 | 0,0001 | |||||
| US31395BU433 / Fannie Mae REMICS | 0,06 | -4,84 | 0,0011 | -0,0002 | |||||
| US3132A8GL79 / FED HM LN PC POOL ZS7403 FR 05/31 FIXED 3 | 0,06 | -5,00 | 0,0011 | -0,0002 | |||||
| US31397KTJ06 / Freddie Mac REMICS | 0,05 | -2,13 | 0,0008 | -0,0001 | |||||
| US3137GAD201 / Freddie Mac REMICS | 0,05 | -6,25 | 0,0008 | -0,0002 | |||||
| US3140K1TP12 / Fannie Mae Pool | 0,04 | -2,22 | 0,0008 | -0,0001 | |||||
| US3140K3SF05 / Fannie Mae Pool | 0,04 | -10,64 | 0,0008 | -0,0002 | |||||
| US38375PNL12 / Government National Mortgage Association | 0,04 | -2,33 | 0,0008 | -0,0001 | |||||
| US3140JWB330 / FANNIE MAE POOL FN BO1857 | 0,04 | -2,33 | 0,0008 | -0,0001 | |||||
| US3140EU6G94 / FANNIE MAE POOL UMBS P#BC0870 3.50000000 | 0,04 | 0,00 | 0,0007 | -0,0001 | |||||
| US3131XDFC45 / Freddie Mac Pool | 0,03 | -2,86 | 0,0006 | -0,0001 | |||||
| US38375KZS40 / Government National Mortgage Association | 0,03 | -3,03 | 0,0006 | -0,0001 | |||||
| US38374JAT34 / Government National Mortgage Association | 0,03 | -6,67 | 0,0005 | -0,0001 | |||||
| US38377MHV19 / Government National Mortgage Association | 0,03 | -3,70 | 0,0005 | -0,0001 | |||||
| US3136AB4P59 / Fannie Mae REMICS | 0,03 | -10,71 | 0,0005 | -0,0001 | |||||
| US38375LPU88 / GNR 2007-59 FA 10/37 | 0,03 | -3,85 | 0,0005 | -0,0001 | |||||
| US3131Y8MN22 / Freddie Mac Pool | 0,02 | 0,00 | 0,0004 | -0,0001 | |||||
| US38374HYS39 / Government National Mortgage Association | 0,02 | -9,09 | 0,0004 | -0,0001 | |||||
| US383742FU28 / Government National Mortgage Association | 0,02 | -4,76 | 0,0004 | -0,0001 | |||||
| US38375KNR94 / Government National Mortgage Association | 0,02 | -4,76 | 0,0004 | -0,0001 | |||||
| US31339W7G54 / Freddie Mac REMICS | 0,02 | -4,76 | 0,0004 | -0,0001 | |||||
| US38374LL256 / Government National Mortgage Association | 0,02 | -4,76 | 0,0004 | -0,0001 | |||||
| US31392EHN31 / FANNIE MAE REMICS FNR 2002-53 FK | 0,02 | -10,00 | 0,0003 | -0,0001 | |||||
| US38374LHM63 / Government National Mortgage Association | 0,02 | 0,00 | 0,0003 | -0,0001 | |||||
| US3132ACH525 / Freddie Mac Pool | 0,02 | 0,00 | 0,0003 | -0,0000 | |||||
| US31394FUL74 / FANNIE MAE REMICS SER 2005-83 CL KT V/R 2.00800000 | 0,02 | -6,25 | 0,0003 | -0,0001 | |||||
| US31396XPM01 / Fannie Mae REMICS | 0,02 | -6,25 | 0,0003 | -0,0001 | |||||
| US31393JAZ12 / Freddie Mac REMICS | 0,01 | -7,14 | 0,0003 | -0,0000 | |||||
| US38378EZ559 / Government National Mortgage Association | 0,01 | 0,00 | 0,0002 | -0,0000 | |||||
| US3131XVQW87 / Freddie Mac Pool | 0,01 | -8,33 | 0,0002 | -0,0000 | |||||
| US31339NJN75 / Freddie Mac REMICS | 0,01 | -8,33 | 0,0002 | -0,0000 | |||||
| US38375LLN81 / Government National Mortgage Association | 0,01 | -9,09 | 0,0002 | -0,0000 | |||||
| US31393E4W60 / Fannie Mae REMICS | 0,01 | -23,08 | 0,0002 | -0,0001 | |||||
| US3137GAYQ44 / Freddie Mac REMICS | 0,01 | -16,67 | 0,0002 | -0,0001 | |||||
| US3138WJDM76 / Fannie Mae Pool | 0,01 | 0,00 | 0,0002 | -0,0000 | |||||
| US31398N2W39 / FNMA, REMIC, Series 2010-123, Class FL | 0,01 | 0,00 | 0,0002 | -0,0000 | |||||
| US31396AFB52 / Freddie Mac REMICS | 0,01 | -10,00 | 0,0002 | -0,0000 | |||||
| US3617J6W919 / Ginnie Mae II Pool | 0,01 | 0,00 | 0,0002 | -0,0000 | |||||
| US3140J5EJ49 / UMBS, 15 Year | 0,01 | 0,00 | 0,0002 | -0,0000 | |||||
| US3138WHP551 / Fannie Mae Pool | 0,01 | 0,00 | 0,0002 | -0,0000 | |||||
| US31392CWW09 / Fannie Mae REMICS | 0,01 | -11,11 | 0,0002 | -0,0000 | |||||
| US3136A8QW34 / Fannie Mae REMICS | 0,01 | 0,00 | 0,0002 | -0,0000 | |||||
| US3131XCKS58 / Freddie Mac Pool | 0,01 | -12,50 | 0,0001 | -0,0000 | |||||
| US38375JC868 / Government National Mortgage Association | 0,01 | 0,00 | 0,0001 | -0,0000 | |||||
| US38376TSC70 / Government National Mortgage Association | 0,01 | 0,00 | 0,0001 | -0,0000 | |||||
| US31398NEX84 / Fannie Mae REMICS | 0,01 | 0,00 | 0,0001 | -0,0000 | |||||
| US31418DC833 / FANNIE MAE POOL FN MA3694 | 0,00 | 0,00 | 0,0001 | -0,0000 | |||||
| US3837H2WA36 / Government National Mortgage Association | 0,00 | -20,00 | 0,0001 | -0,0000 | |||||
| US31392RC582 / Freddie Mac REMICS | 0,00 | -33,33 | 0,0001 | -0,0000 | |||||
| US3131Y6WK17 / Freddie Mac Pool | 0,00 | 0,00 | 0,0000 | -0,0000 | |||||
| US38377JYJ68 / Government National Mortgage Association | 0,00 | 0,0000 | -0,0000 | ||||||
| U.S. Treasury 2 Year Notes / DIR (N/A) | -0,13 | -0,0024 | -0,0024 | ||||||
| U.S. Treasury 10 Year Ultra Bond / DIR (N/A) | -0,23 | -0,0043 | -0,0043 | ||||||
| U.S. Treasury 10 Year Notes / DIR (N/A) | -1,75 | -0,0321 | -0,0321 | ||||||
| US21H0626513 / Ginnie Mae | -9,92 | 0,99 | -0,1824 | 0,0687 | |||||
| US01F0506505 / Uniform Mortgage-Backed Security, TBA | -341,87 | 20,30 | -6,2889 | 0,9790 | |||||
| US01F0406516 / Uniform Mortgage-Backed Security, TBA | -536,48 | 10,01 | -9,8688 | 2,6036 | |||||
| US01F0526560 / FNMA TBA 30 YR 5.5 SINGLE FAMILY MORTGAGE | -726,62 | 77,44 | -13,3665 | -2,8936 |
