FundWatcher
MSMTX
Morgan Stanley Mortgage Securities Trust
MORGAN STANLEY MORTGAGE SECURITIES TRUST

Portfolio moves

Net position changes between two of this fund's N-PORT snapshots. These are differences between point-in-time reports — not a trade log — and share counts can be affected by splits and other corporate actions.

Apr 30, 2025 → Jul 31, 2025

Expand a category to see the positions behind it, ranked by weight.

Security Shares Apr 2025 Shares Jul 2025 Δ shares End % Δ value
UMBS 30YR 5.5% 08/01/2055 #TBA 0 60,000,000 60,000,000 7.96% $59.68M
U.S. Treasury Bills 0 38,000,000 38,000,000 5.00% $37.51M
FNMA TBA 30 YR 3 SINGLE FAMILY MORTGAGE 0 30,000,000 30,000,000 3.42% $25.68M
Uniform Mortgage-Backed Security, TBA 0 20,000,000 20,000,000 2.53% $18.97M
Uniform Mortgage-Backed Security, TBA 0 13,000,000 13,000,000 1.69% $12.65M
Uniform Mortgage-Backed Security, TBA 0 10,000,000 10,000,000 1.35% $10.14M
U.S. Treasury Bills 0 10,000,000 10,000,000 1.33% $9.97M
Government National Mortgage Association, TBA 0 6,900,000 6,900,000 0.93% $7.00M
FANNIE MAE OR FREDDIE MAC MBS 30YR TBA 0 8,000,000 8,000,000 0.87% $6.55M
Su Casita, Series 2007-CB1A, Class A 0 7,611,563 7,611,563 0.83% $6.24M
CFMT LLC, Series 2025-AB3, Class M4 0 7,295,181 7,295,181 0.72% $5.43M
Nykredit Realkredit A/S, Series 01E 0 35,000,000 35,000,000 0.70% $5.29M
loanDepot GMSR Trust, Series 2025-GT1, Class A 0 5,000,000 5,000,000 0.67% $5.01M
Government National Mortgage Association, TBA 0 5,400,000 5,400,000 0.66% $4.97M
Brookfield Corporate Treasury Ltd. 0 5,000,000 5,000,000 0.66% $4.96M
U.S. Treasury Bills 0 5,000,000 5,000,000 0.66% $4.93M
U.S. Treasury Bills 0 5,000,000 5,000,000 0.66% $4.91M
VCC Trust, Series 2025-MC1, Class A1 0 4,445,483 4,445,483 0.59% $4.45M
Saluda Grade Alternative Mortgage Trust, Series 2025-NPL2, Class A1 0 4,291,955 4,291,955 0.57% $4.28M
Government National Mortgage Association, TBA 0 4,000,000 4,000,000 0.55% $4.11M
Uniform Mortgage-Backed Security, TBA 0 5,000,000 5,000,000 0.52% $3.91M
RFT 2023-1 A 0 3,588,554 3,588,554 0.48% $3.61M
Government National Mortgage Association, TBA 0 3,700,000 3,700,000 0.48% $3.61M
STARWOOD MORTGAGE RESIDENTIAL TRUST 2021-4 TSFR1M+450 05/17/2024 144A 0 3,500,000 3,500,000 0.47% $3.51M
EFMT, Series 2025-RM1, Class A1A 0 3,000,000 3,000,000 0.38% $2.87M
LOANDEPOT GMSR Master Trust, Series 2025-GT2, Class A 0 2,700,000 2,700,000 0.36% $2.71M
BX Trust, Series 2023-DELC, Class E 0 1,800,000 1,800,000 0.24% $1.83M
RCO VIII Mortgage LLC, Series 2025-3, Class A1 0 1,810,369 1,810,369 0.24% $1.81M
CFMT LLC, Series 2025-AB3, Class M5 0 2,515,580 2,515,580 0.23% $1.71M
RMF Buyout Issuance Trust, Series 2020-HB1, Class M4 0 1,662,000 1,662,000 0.21% $1.55M
ICAP Trust, Series 2025-RTL1, Class A1 0 1,500,000 1,500,000 0.20% $1.50M
Velocity Commercial Capital Loan Trust, Series 2021-1, Class M3 0 1,519,250 1,519,250 0.15% $1.15M
Bayview Commercial Asset Trust, Series 2007-3, Class M1 0 1,142,575 1,142,575 0.14% $1.08M
Prime Mortgage Trust, Series 2006-CL1, Class M3 0 695,000 695,000 0.08% $609.84K
Tricolor Auto Securitization Trust, Series 2025-2A, Class E 0 500,000 500,000 0.07% $515.97K
ZSCALER INC CFD 0 2 2 0.03% $205.60K
TOTAL RETURN SWAP - INDEX 0 1 1 0.01% $99.22K
ZOETIS INC CFD 0 2 2 0.00% $31.14K
GNMA, Series 2010-H15, Class IF 0 60 60 0.00% $4
PURCHASED USD / SOLD JPY 0 1 1 0.00% -$3.08K
RRP NEW ZEALAND GOVERNMENT OF 0 1 1 0.00% -$7.78K
TBA GOLDMAN SACHS BOC 0 -20,000 -20,000 0.00% -$20.00K
ZSCALER INC 0 1 1 0.00% -$35.49K
Security Shares Apr 2025 Shares Jul 2025 Δ shares End % Δ value
Uniform Mortgage-Backed Security, TBA 52,600,000 0 -52,600,000 0.00% -$52.49M
U.S. Treasury Bills 25,000,000 0 -25,000,000 0.00% -$24.94M
Uniform Mortgage-Backed Security, TBA 20,000,000 0 -20,000,000 0.00% -$20.29M
Uniform Mortgage-Backed Security, TBA 20,000,000 0 -20,000,000 0.00% -$19.14M
WIB 0 05/15/25 17,000,000 0 -17,000,000 0.00% -$16.97M
FNCL 3 5/26 15,000,000 0 -15,000,000 0.00% -$13.02M
Uniform Mortgage-Backed Security, TBA 13,000,000 0 -13,000,000 0.00% -$12.73M
U.S. Treasury Bills 10,000,000 0 -10,000,000 0.00% -$9.93M
U.S. Treasury Bills 8,000,000 0 -8,000,000 0.00% -$7.95M
U.S. Treasury Bills 8,000,000 0 -8,000,000 0.00% -$7.90M
Government National Mortgage Association, TBA 6,900,000 0 -6,900,000 0.00% -$6.98M
HSBC USA, Inc. 6,000,000 0 -6,000,000 0.00% -$5.98M
UST BILLS 0% 05/29/2025 5,000,000 0 -5,000,000 0.00% -$4.98M
PRET LLC, Series 2024-NPL3, Class A1 4,558,186 0 -4,558,186 0.00% -$4.58M
Uniform Mortgage-Backed Security, TBA 5,000,000 0 -5,000,000 0.00% -$4.16M
Government National Mortgage Association, TBA 4,000,000 0 -4,000,000 0.00% -$4.09M
FNCL 2 5/26 5,000,000 0 -5,000,000 0.00% -$3.97M
G2SF 5 5/26 3,700,000 0 -3,700,000 0.00% -$3.63M
MFRA 2024-NPL1 A1 3,466,691 0 -3,466,691 0.00% -$3.48M
NYMT LOAN TRUST SERIES 2025-R1 SER 2025-R1 CL A S/UP REGD 144A P/P 6.38100000 2,962,931 0 -2,962,931 0.00% -$2.97M
Brean Asset-Backed Securities Trust, Series 2025-RM10, Class A1 3,000,000 0 -3,000,000 0.00% -$2.95M
FINANCE OF AMERICA STRUCTURED SECURITIES TRUST 202 2,691,114 0 -2,691,114 0.00% -$2.67M
PRPM LLC, Series 2024-1, Class A1 2,626,654 0 -2,626,654 0.00% -$2.67M
ACM Auto Trust, Series 2023-2A, Class B 2,500,000 0 -2,500,000 0.00% -$2.54M
ACM Auto Trust, Series 2025-1A, Class B 2,500,000 0 -2,500,000 0.00% -$2.53M
EFMT 2024-RM1 2,690,884 0 -2,690,884 0.00% -$2.52M
PRET LLC, Series 2024-RN1, Class A1 2,318,006 0 -2,318,006 0.00% -$2.34M
PNMAC GMSR ISSUER TRUST, Series 2022-GT1, Class A 2,300,000 0 -2,300,000 0.00% -$2.32M
Conn's Receivables Funding LLC, Series 2023-A, Class B 2,212,239 0 -2,212,239 0.00% -$2.22M
CSMC Trust 1,978,360 0 -1,978,360 0.00% -$2.00M
PRET LLC, Series 2025-NPL4, Class A1 2,000,000 0 -2,000,000 0.00% -$2.00M
LOANDEPOT GMSR Master Trust Seres 2018-GT1 2,000,000 0 -2,000,000 0.00% -$1.99M
LOANDEPOT GMSR Master Trust Seres 2018-GT1 1,995,000 0 -1,995,000 0.00% -$1.99M
RCO 2024-1 A1 1,937,801 0 -1,937,801 0.00% -$1.95M
CFMT LLC, Series 2022-HB9, Class A 1,720,848 0 -1,720,848 0.00% -$1.69M
STAR 2024-SFR4 TRUST STAR 2024-SFR4 A 1,498,829 0 -1,498,829 0.00% -$1.51M
ABL, Series 2024-RTL1, Class A1 1,450,000 0 -1,450,000 0.00% -$1.45M
Government National Mortgage Association 920,417 0 -920,417 0.00% -$920.08K
Dowson plc, Series 2022-2, Class D 630,000 0 -630,000 0.00% -$840.99K
Government National Mortgage Association 781,317 0 -781,317 0.00% -$780.63K
THE BAHA TRUST 24-MAR B VAR 12/10/2029 144A 697,857 0 -697,857 0.00% -$715.14K
Lansdowne Mortgage Securities No 2 PLC 591,390 0 -591,390 0.00% -$619.69K
CFMT 2020-ABC1 LLC 548,049 0 -548,049 0.00% -$538.63K
Ginnie Mae II Pool 378,174 0 -378,174 0.00% -$389.32K
Government National Mortgage Association, TBA 400,000 0 -400,000 0.00% -$372.53K
GITST 2024-NPL1 A1 324,125 0 -324,125 0.00% -$324.28K
ARGENT SECURITIES INC. ARSI 2003 W1 M5 130,038 0 -130,038 0.00% -$302.67K
WAVE Trust, Series 2017-1A, Class A 235,524 0 -235,524 0.00% -$219.05K
BANC OF AMERICA FUNDING CORPOR BAFC 2005 5 2A1 173,034 0 -173,034 0.00% -$162.27K
Structured Adjustable Rate Mortgage Loan Trust Series 2005-1 134,130 0 -134,130 0.00% -$130.57K
GSR MORTGAGE LOAN TRUST GSR 2004 14 3A1 140,254 0 -140,254 0.00% -$130.55K
Velocity Commercial Capital Loan Trust 2022-5 114,170 0 -114,170 0.00% -$114.08K
STWH_21-NPB1 106,820 0 -106,820 0.00% -$107.02K
HVMLT 2003-1 A 59,567 0 -59,567 0.00% -$55.28K
MASTR Alternative Loan Trust 2003-3 52,107 0 -52,107 0.00% -$50.07K
MORTGAGE EQUITY CONVERSION ASS MECA 2007 FF2 A 144A 38,784 0 -38,784 0.00% -$38.06K
COOF Securitization Trust 2015-1 616,923 0 -616,923 0.00% -$32.90K
Structured Asset Mortgage Investments II Trust 2005-AR1 33,456 0 -33,456 0.00% -$29.66K
BEAR STEARNS ASSET BACKED SECU BSABS 2006 SD3 21A1 23,609 0 -23,609 0.00% -$23.47K
KGS-Alpha SBA COOF Trust, Series 2015-2, Class A 364,400 0 -364,400 0.00% -$22.05K
KGS-Alpha SBA COOF Trust, Series 2014-2, Class A 165,982 0 -165,982 0.00% -$6.84K
Fannie Mae REMICS 5,326 0 -5,326 0.00% -$5.31K
Freddie Mac Gold Pool 3,373 0 -3,373 0.00% -$3.42K
Banc of America Funding Trust, Series 2007-5, Class 5A1 2,244 0 -2,244 0.00% -$2.15K
SWAP CITIBANK BOC -9,000 0 9,000 0.00% $9.00K
ZTO EXPRESS CAYMAN INC (GS) (CFD) 1 0 -1 0.00% $110.50K
SWAP JP MORGAN BOC -260,000 0 260,000 0.00% $260.00K
SWAPS BONY BOC USD SWAPS CASH COLLATERAL USD -270,000 0 270,000 0.00% $270.00K
ZOOM COMMUNICATIONS INC CLASS A 2 0 -2 0.00% $638.56K
Security Shares Apr 2025 Shares Jul 2025 Δ shares End % Δ value
RMF Buyout Issuance Trust, Series 2020-HB1, Class M5 7,171,267 7,941,136 769,869 0.82% $1.05M
RMF Buyout Issuance Trust, Series 2021-HB1, Class M4 2,000,000 5,250,000 3,250,000 0.66% $3.07M
CSMC Trust, Series 2021-BPNY, Class A 3,849,057 4,522,642 673,585 0.57% $701.99K
PMT Issuer Trust-FMSR, Series 2021-FT1, Class A 2,126,000 4,131,000 2,005,000 0.55% $2.03M
FMC GMSR Issuer Trust, Series 2022-GT1, Class A 2,055,000 3,524,925 1,469,925 0.47% $1.46M
FHLMC Seasoned Credit Risk Transfer Trust, Series 2016-1, Class MT 3,049,327 3,430,208 380,881 0.39% $321.93K
Brean Asset-Backed Securities Trust, Series 2023-SRM1, Class M2 2,928,518 2,957,901 29,383 0.37% $33.01K
RMF Buyout Issuance Trust, Series 2021-HB1, Class M6 2,514,748 2,539,959 25,210 0.30% $96.19K
BOLD 2022-2 A 1,958,959 2,252,802 293,844 0.28% $286.64K
Brean Asset-Backed Securities Trust, Series 2023-SRM1, Class M3 1,597,374 1,613,401 16,027 0.19% $19.03K
RMF Proprietary Issuance Trust, Series 2020-1, Class M1 1,410,920 1,422,414 11,495 0.17% $24.28K
Business Loan Express Business Loan Trust 2007-A 172,542 1,314,681 1,142,140 0.16% $1.06M
FHLMC Seasoned Credit Risk Transfer Trust, Series 2017-1, Class HT 955,807 1,409,802 453,995 0.16% $379.44K
Freddie Mac Seasoned Credit Risk Transfer Trust Series 2018-1 346,065 1,283,657 937,591 0.16% $874.63K
SCRT 2018-1 HT 3.0% 05-25-57 1,138,171 1,363,958 225,787 0.16% $182.68K
SCRT 2017-3 HT 3.25% 07-25-56 965,483 1,187,626 222,143 0.14% $183.70K
Cascade Funding Mortgage Trust, Series 2022-AB2, Class M2 1,065,798 1,071,136 5,338 0.13% $15.70K
Freddie Mac Seasoned Credit Risk Transfer Trust Series 2019-1 859,246 1,138,512 279,266 0.13% $229.95K
RMF Proprietary Issuance Trust, Series 2021-2, Class M1 1,078,857 1,082,681 3,824 0.13% $20.84K
Boston Lending Trust, Series 2021-1, Class M1 1,157,625 1,163,423 5,798 0.13% $21.31K
GNMA II, Other 826,885 832,809 5,924 0.10% $305
Freddie Mac Seasoned Credit Risk Transfer Trust Series 2019-2 234,733 693,859 459,126 0.09% $427.10K
FREDDIE MAC SEASONED CREDIT RISK TRANSFER TRUST SERIES 2019-4 SER 2019-4 CL M55D 4.00000000 429,151 627,211 198,059 0.08% $180.04K
WHEAT SEP 26 979 1,004 25 0.05% -$995.73K
FNMA, REMIC, Series 2020-47, Class GZ 550,702 553,460 2,758 0.04% $13.92K
Residential Asset Securitization Trust, Series 2007-A2, Class 2A4 13,196,943 13,203,545 6,602 0.03% $4.72K
GNMA, Series 2019-H14, Class DI 2,617,843 2,635,201 17,358 0.02% $8.59K
ZIMMER BIOMET HOLDINGS INC 1 2 1 0.01% $137.24K
GNMA, Series 2019-H15, Class CI 1,628,485 1,628,908 423 0.01% $2.88K
GNMA, Series 2014-H11, Class HI 774,975 780,877 5,902 0.01% $3.92K
USD P IDR C @16250.00 EO 1 3 2 0.01% $39.97K
GNMA, Series 2010-H27, Class JI 653,577 654,790 1,213 0.01% -$3.62K
GNMA, Series 2010-H15, Class WI 225,367 228,418 3,051 0.00% $664
GNMA, Series 2012-H11, Class CI 82,794 83,262 468 0.00% $266
GNMA, Series 2010-H13, Class JI 65,406 66,007 601 0.00% $265
GNMA, Series 2012-H28, Class SB 46,614 46,975 360 0.00% $169
GNMA, Series 2012-H08, Class XA 21,026 21,213 187 0.00% $260
GNMA, Series 2012-H11, Class BI 25,714 25,908 194 0.00% $372
GNMA, Series 2013-H04, Class BI 26,864 27,075 210 0.00% $109
GNMA, Series 2010-H17, Class JI 33,533 33,841 308 0.00% $136
GNMA, Series 2012-H08, Class XB 18,584 18,677 93 0.00% $97
GNMA, Series 2015-H30, Class AI 81,643 82,299 656 0.00% $60
GNMA, Series 2015-H13, Class JS 69,872 70,149 277 0.00% $67
GNMA, Series 2012-H20, Class MI 14,981 15,101 120 0.00% $35
GNMA, Series 2012-H21, Class SB 10,532 10,617 85 0.00% $21
GNMA, Series 2012-H28, Class SA 40,894 41,007 113 0.00% $7
GNMA, Series 2013-H07, Class MI 549 553 4 0.00% $3
GNMA, Series 2012-H28, Class SC 97,015 97,783 768 0.00% -$6.11K
Security Shares Apr 2025 Shares Jul 2025 Δ shares End % Δ value
MSILF-GOVT-INS 14,948,232 8,705,558 -6,242,673 1.16% -$6.24M
CWHEQ Revolving Home Equity Loan Trust, Series 2005-F, Class 2A 5,875,853 5,642,380 -233,473 0.73% -$186.24K
NZES 2025-FHT1 A 144A 6.545% 03-25-32 5,600,700 5,358,767 -241,933 0.72% -$253.87K
Champs Trust, Series 2025-1, Class A 4,924,529 4,653,287 -271,242 0.65% -$286.75K
FHLMC Gold Pool, Other 5,318,242 5,273,699 -44,544 0.60% -$99.92K
UMBS, 30 Year 4,792,093 4,399,890 -392,203 0.60% -$399.13K
NZES 2024-FNT1 A 4,004,594 3,782,646 -221,947 0.51% -$214.77K
FNMA, Other 5,064,667 4,981,126 -83,542 0.51% -$127.78K
Freddie Mac Seasoned Credit Risk Transfer Trust Series 2019-3 4,131,005 3,905,272 -225,734 0.51% -$234.91K
RPIT 2019-1 A 3,882,333 3,770,557 -111,776 0.48% -$90.70K
FNMA, Other 4,287,618 4,254,362 -33,256 0.43% -$79.41K
FNMA, Other 4,099,567 4,042,131 -57,436 0.43% -$95.99K
FREDDIE MAC SEASONED CREDIT RISK TRANSFER TRUST SE SCRT 2019-1 M 3,468,110 3,304,172 -163,938 0.43% -$169.85K
PRET LLC, Series 2025-NPL3, Class A1 3,000,000 2,959,252 -40,748 0.40% -$51.55K
Nykredit Realkredit A/S, Series 01E 19,368,995 18,995,878 -373,117 0.39% -$41.69K
FHLMC Gold Pool, Other 3,453,086 3,424,113 -28,973 0.38% -$64.51K
Eurohome Italy Mortgages Srl, Series 2007-1, Class A 2,760,642 2,646,936 -113,706 0.38% -$76.15K
GNMA II, Single Family, 30 Year 2,826,264 2,817,167 -9,097 0.38% -$18.47K
EFMT, Series 2024-RM2, Class A1A 2,934,856 2,857,484 -77,372 0.37% -$57.12K
Rate Mortgage Trust, Series 2024-J4, Class A1 2,824,193 2,720,579 -103,614 0.37% -$104.34K
EFMT, Series 2024-RM3, Class A1A 2,777,130 2,777,091 -38 0.36% $13.70K
GNMA II, Single Family, 30 Year 2,741,412 2,732,145 -9,267 0.36% -$20.89K
Champs Trust, Series 2024-3, Class A 2,764,803 2,537,547 -227,256 0.35% -$229.03K
SCRT 2024-1 MT 3.0% 11-25-63 3,028,238 2,991,702 -36,535 0.33% -$37.82K
U.S. Treasury Bills 5,434,000 2,434,000 -3,000,000 0.32% -$2.94M
Finance of America Structured Securities Trust, Series 2024-S4, Class A1 2,554,908 2,533,713 -21,195 0.32% -$5.13K
Realkredit Danmark A/S, Series 27S 14,985,706 14,978,836 -6,870 0.30% $19.23K
Champs Trust, Series 2024-2, Class A 2,446,537 2,152,924 -293,613 0.30% -$304.52K
Saluda Grade Alternative Mortgage Trust, Series 2025-NPL1, Class A1 2,345,456 2,139,291 -206,165 0.29% -$208.97K
PRKCM Trust, Series 2023-AFC1, Class A1 2,292,143 2,116,843 -175,300 0.28% -$179.26K
Harvest SBA Loan Trust, Series 2024-1, Class A 2,139,266 2,084,006 -55,259 0.28% -$56.06K
RPIT 2022-3 A 2,178,794 2,149,786 -29,009 0.28% -$17.10K
RMF Proprietary Issuance Trust, Series 2022-1, Class A1 2,191,951 2,173,116 -18,835 0.27% -$4.59K
GNMA II, Single Family, 30 Year 2,091,491 1,942,849 -148,643 0.26% -$157.91K
Harvest Commercial Capital Loan Trust, Series 2024-1, Class A 1,962,861 1,912,539 -50,322 0.26% -$103.12K
PRPM LLC, Series 2025-2, Class A1 2,000,000 1,909,286 -90,714 0.26% -$97.06K
CFMT LLC, Series 2024-NR1, Class A1 1,889,504 1,876,215 -13,289 0.25% -$13.28K
SEASONED CREDIT RISK TRANSFER TRUST SERIES 2016-1 3% 10/25/2062 144A 2,235,066 2,203,156 -31,910 0.24% -$31.11K
FHLMC Gold Pool, Other 2,278,919 2,264,292 -14,627 0.24% -$43.71K
GNMA II, Single Family, 30 Year 2,267,050 1,757,524 -509,526 0.24% -$508.61K
FNMA, Other 2,188,953 2,175,954 -12,999 0.23% -$32.94K
CMHAT 2022-MH1 A 144A 4.25% 08-25-54 1,776,294 1,742,198 -34,096 0.23% -$33.39K
GNMA II, Other 1,824,085 1,626,974 -197,110 0.22% -$199.21K
Realkredit Danmark A/S, Series CCS 10,835,331 10,788,863 -46,468 0.22% $4.02K
Newtek Alternative Loan Program Series 2024-1, Class A 1,727,761 1,611,851 -115,910 0.22% -$128.86K
Freddie Mac Non Gold Pool 1,590,621 1,586,031 -4,591 0.21% -$8.61K
FNMA, Other 1,815,380 1,783,799 -31,581 0.21% -$38.56K
ADMT 2023-NQM5 A1 7.049% 11/25/2068 144A 1,651,553 1,562,990 -88,562 0.21% -$95.55K
Brean Asset-Backed Securities Trust, Series 2024-RM8, Class A1 1,698,410 1,608,660 -89,749 0.21% -$87.45K
Bear Stearns Asset-Backed Securities Trust, Series 2005-SD1, Class 1M6 1,590,496 1,348,092 -242,404 0.21% -$221.92K
Harvest SBA Loan Trust, Series 2023-1, Class A 1,602,444 1,512,857 -89,587 0.21% -$87.38K
LSF11 Boson Investments Sarl Compartment 2, Series 2021-NPLA, Class A1 1,543,042 1,392,523 -150,519 0.21% -$141.42K
OBX Trust 1,803,282 1,776,541 -26,741 0.20% -$35.16K
FNMA, Other 1,695,824 1,687,197 -8,628 0.20% -$22.62K
FHLMC Gold Pool, Other 1,848,253 1,832,472 -15,781 0.20% -$30.55K
MASTR Asset Securitization Trust, Series 2002-NC1, Class M3 1,649,207 1,515,955 -133,252 0.19% -$100.11K
RiverView HECM Pass-Through Certificates, Series 2007-4X, Class A 1,827,974 1,662,892 -165,081 0.19% -$152.44K
E-MAC Program BV, Series 2007-1, Class C 1,576,125 1,521,739 -54,386 0.19% -$97.84K
PRKCM Trust, Series 2023-AFC4, Class A1 1,527,328 1,398,256 -129,072 0.19% -$134.57K
European Residential Loan Securitisation DAC, Series 2019-NPL1, Class A 1,293,136 1,211,213 -81,924 0.19% -$69.02K
Bayview Financial Revolving Asset Trust, Series 2005-E, Class M2 418,966 383,258 -35,708 0.18% $197.15K
FNMA, Other 1,676,560 1,627,117 -49,444 0.18% -$60.87K
FHLMC Gold Pool, Other 1,454,817 1,444,894 -9,923 0.18% -$18.78K
RPTOR 2019-1 A 1,516,382 1,458,519 -57,863 0.18% -$30.40K
LSF11 Boson Investments Sarl Compartment 2, Series 2021-NPLX, Class A1 1,297,050 1,170,527 -126,523 0.17% -$118.87K
SEASONED CREDIT RISK TRANSFER TRUST SERIES 2024-2 MT 3.5% 05/25/2064 1,478,004 1,458,871 -19,133 0.17% -$13.33K
JOLAR 2019-1 A 1,292,995 1,252,055 -40,940 0.17% -$27.71K
FHLMC Gold Pool, Other 1,369,301 1,350,256 -19,045 0.16% -$25.95K
FHLMC Seasoned Credit Risk Transfer Trust, Series 2017-2, Class HT 1,458,598 1,438,162 -20,436 0.16% -$31.06K
Boston Lending Trust, Series 2021-1, Class A 1,420,717 1,392,790 -27,927 0.16% -$3.07K
FHLMC Gold Pool, Other 1,383,264 1,375,035 -8,229 0.15% -$20.40K
Champs Trust, Series 2024-1, Class A 1,212,724 1,056,918 -155,806 0.15% -$154.31K
Lehman ABS Manufactured Housing Contract Trust, Series 2002-A, Class C 1,468,427 1,071,848 -396,579 0.14% -$394.16K
FHLMC, REMIC, Series 5020, Class UI 8,213,311 8,093,753 -119,558 0.14% -$32.71K
FNMA, Other 1,314,592 1,307,000 -7,592 0.14% -$19.61K
GNMA II, Single Family, 30 Year 1,080,551 1,075,807 -4,744 0.14% -$12.33K
Bayview Commercial Asset Trust, Series 2007-3, Class A1 1,094,885 1,052,991 -41,894 0.13% -$30.85K
FHLMC Gold Pool, Other 1,151,200 1,144,459 -6,741 0.13% -$19.11K
ACE Securities Corp. Net Interest Margin Trust, Series 2000-1, Class CTFS 1,467,404 1,236,000 -231,404 0.12% -$200.32K
Impac CMB Trust, Series 2005-7, Class A1 1,019,841 976,099 -43,742 0.12% -$22.75K
PRET LLC, Series 2021-RN3, Class A1 874,069 845,224 -28,845 0.11% -$27.68K
GNMA II, Single Family, 30 Year 1,012,894 1,006,131 -6,763 0.11% -$18.22K
Bayview Financial Revolving Asset Trust, Series 2005-E, Class A1 837,932 766,515 -71,416 0.11% -$59.07K
Palatino SPV, Series 1, Class AR 824,594 751,476 -73,118 0.11% -$64.22K
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 6,466,323 6,343,937 -122,386 0.11% $3.01K
Freddie Mac Whole Loan Securities Trust 2017-SC02 953,004 944,876 -8,128 0.11% -$16.94K
RMF Proprietary Issuance Trust, Series 2020-1, Class A 834,012 814,884 -19,129 0.10% -$15.41K
FortiFi, Series 2023-1A, Class A 816,372 794,417 -21,954 0.10% -$34.63K
SCRT 2017-4 HT FRN 06-25-57 892,684 878,650 -14,034 0.10% -$20.14K
NWSB 2022-1 A 848,314 756,040 -92,274 0.10% -$92.96K
PRPM Trust, Series 2022-INV1, Class A1 778,962 755,059 -23,903 0.10% -$19.70K
GNMA, Series 2017-H22, Class GI 10,744,995 9,346,284 -1,398,712 0.10% -$111.67K
SCRT 2019-1 MT 3.5% 07-25-58 837,666 822,359 -15,307 0.10% -$15.37K
GNMA II, Single Family, 30 Year 731,921 661,392 -70,530 0.09% -$70.06K
FHLMC Seasoned Credit Risk Transfer Trust, Series 2019-4, Class MT 822,247 806,452 -15,796 0.09% -$13.88K
NWSB 2023-1 A 663,810 634,830 -28,980 0.09% -$28.80K
GNMA II, Single Family, 30 Year 610,082 608,455 -1,627 0.08% $2.94K
Seasoned Credit Risk Transfer Trust, Series 2025-1, Class MAU 712,336 698,573 -13,763 0.08% -$19.25K
FHLMC Gold Pool, Other 836,392 822,383 -14,009 0.08% -$21.26K
FHLMC Whole Loan Securities Trust, Series 2017-SC02, Class 2A2 742,313 708,506 -33,807 0.08% -$34.67K
WCMT 2015-SBC5 A 701,639 624,996 -76,643 0.08% -$75.92K
Bayview Commercial Asset Trust, Series 2006-3A, Class M3 689,828 651,462 -38,366 0.08% -$30.70K
Brean Asset-Backed Securities Trust, Series 2023-SRM1, Class A 647,205 609,748 -37,456 0.08% -$36.76K
GNMA II, Single Family, 30 Year 741,393 725,595 -15,798 0.08% -$18.79K
Bayview Commercial Asset Trust, Series 2005-3A, Class B1 548,580 524,369 -24,210 0.08% -$7.40K
SHNTN 2015-1A A 617,674 594,236 -23,438 0.08% -$25.50K
GNMA, Series 2016-H13, Class EI 12,661,077 11,251,767 -1,409,310 0.08% -$70.71K
GNMA II, Single Family, 30 Year 535,737 534,086 -1,650 0.07% $1.31K
Prosil Acquisition S.A., Series 2019-1, Class A 589,043 559,383 -29,660 0.07% -$3.76K
UMBS, 30 Year 565,002 557,170 -7,832 0.07% -$12.01K
GNMA II, Single Family, 30 Year 535,104 533,005 -2,099 0.07% -$4.20K
FREDDIE MAC SEASONED CREDIT RISK TRANSFER TRUST SERIES 2020-3 SER 2020-3 CL M5TW 3.00000000 555,681 540,951 -14,731 0.06% -$18.64K
Countrywide Asset-Backed Certificates, Series 2004-SD2, Class M2 470,774 460,624 -10,150 0.06% -$2.37K
Delta Funding Home Equity Loan Trust, Series 1999-3, Class A1A 508,869 493,050 -15,819 0.06% -$21.12K
NRZ FHT Excess LLC, Series 2020-FHT1, Class A 496,412 474,789 -21,623 0.06% -$18.80K
GFMT 2019-1 A22 552,701 494,987 -57,714 0.06% -$56.89K
GNMA II, Single Family, 30 Year 457,328 456,032 -1,296 0.06% -$1.37K
GNMA II, Other 527,650 509,883 -17,768 0.06% -$23.71K
Freddie Mac Seasoned Credit Risk Transfer Trust Series 2018-3 555,641 545,721 -9,920 0.06% -$14.08K
Freddie Mac Whole Loan Securities Trust 552,974 543,629 -9,345 0.06% -$2.25K
FNMA, Other 624,590 604,091 -20,499 0.06% -$23.91K
GNMA, Series 2022-H11, Class IG 8,598,377 8,491,275 -107,102 0.06% $32.39K
Lansdowne Mortgage Securities No. 1 plc, Series 1, Class A2 455,000 400,200 -54,800 0.06% -$54.90K
Tailwind 2019-1 Limited 482,114 463,503 -18,612 0.06% -$11.78K
GNMA II, Single Family, 30 Year 445,732 444,277 -1,454 0.06% -$2.93K
Great Hall Mortgages No. 1 plc, Series 2007-1, Class BB 426,674 389,854 -36,819 0.06% -$36.37K
GNMA II, Other 488,842 485,903 -2,939 0.06% -$6.96K
Freddie Mac Seasoned Credit Risk Transfer Trust Series 2018-4 458,328 443,184 -15,144 0.06% -$14.90K
Conseco Finance Corp., Series 1996-4, Class M1 556,439 404,104 -152,335 0.05% -$154.59K
Bayview Commercial Asset Trust, Series 2006-3A, Class M2 449,852 424,833 -25,019 0.05% -$20.20K
Freddie Mac Seasoned Credit Risk Transfer Trust Series 2018-2 476,174 468,060 -8,114 0.05% -$12.49K
Amortizing Residential Collateral Trust, Series 2001-BC6W, Class A 438,136 407,718 -30,419 0.05% -$27.85K
Freddie Mac Seasoned Credit Risk Transfer Trust Series 2018-1 476,875 469,506 -7,369 0.05% -$6.83K
FNMA, Other 523,941 520,124 -3,817 0.05% -$9.91K
GNMA, Series 2019-H18, Class IE 11,407,111 10,384,973 -1,022,138 0.05% -$49.20K
TDA 27 FTA, Series 27, Class A3 375,151 356,689 -18,463 0.05% -$11.28K
Bayview Commercial Asset Trust, Series 2005-3A, Class M1 387,439 370,340 -17,099 0.05% -$8.90K
Bayview Commercial Asset Trust, Series 2006-3A, Class A2 396,814 374,745 -22,069 0.05% -$18.35K
Quest Trust, Series 2002-X1, Class M2 359,045 321,294 -37,751 0.05% -$28.25K
GNMA, Series 2015-H15, Class AI 13,425,490 10,281,778 -3,143,711 0.05% -$116.01K
GNMA II, Other 406,135 397,479 -8,655 0.05% -$12.17K
FHLMC Gold Pool, Other 448,584 440,818 -7,766 0.05% -$10.50K
GNMA, Series 2016-H13, Class IK 4,163,792 3,696,966 -466,826 0.04% -$30.05K
Freddie Mac Pool 415,249 409,249 -6,000 0.04% -$7.45K
FNMA, Other 391,346 377,119 -14,228 0.04% -$16.49K
FHLMC Gold Pool, Other 644,122 354,300 -289,822 0.04% -$271.98K
GNMA, Series 2016-H20, Class CI 10,045,650 7,366,864 -2,678,786 0.04% -$100.37K
GNMA II POOL MA6210 G2 10/49 FIXED 3.5 365,036 357,262 -7,774 0.04% -$10.63K
GNMA, Series 2016-H17, Class DI 12,239,867 10,002,478 -2,237,389 0.04% -$53.05K
GNMA II, Single Family, 30 Year 449,923 296,118 -153,805 0.04% -$157.84K
GNMA II, Other 339,645 301,181 -38,464 0.04% -$39.11K
Eurosail-NL BV, Series 2007-NL2X, Class M 320,831 262,977 -57,853 0.04% -$62.98K
GNMA, Series 2020-H22, Class NI 5,904,477 5,842,107 -62,369 0.04% $13.62K
ECAF LTD ECAF 2015 1A A2 144A 401,118 324,806 -76,312 0.04% -$46.21K
LoanMe Trust Prime, Series 2018-1, Class B 379,089 289,213 -89,876 0.04% -$85.68K
IMS Ecuadorian Mortgage Trust, Series 2021-1, Class GA 307,133 285,858 -21,275 0.04% -$23.40K
SEASONED CREDIT RISK TRANSFER TRUST SERIES 2016-1 3% 03/25/2058 328,755 323,692 -5,063 0.04% -$7.56K
Resloc UK plc, Series 2007-1X, Class C1A 262,881 252,938 -9,943 0.04% -$5.70K
GNMA II, Other 327,023 318,956 -8,067 0.04% -$10.32K
Amortizing Residential Collateral Trust, Series 2002-BC7, Class A1 293,354 282,506 -10,848 0.04% -$6.78K
MESC 11PA B3 295,901 271,324 -24,577 0.03% -$15.35K
GNMA II, Single Family, 30 Year 375,934 251,351 -124,583 0.03% -$127.85K
FNMA, Other 341,401 336,697 -4,704 0.03% -$7.90K
FHLMC Seasoned Credit Risk Transfer Trust, Series 2019-4, Class HT 310,130 304,759 -5,371 0.03% -$7.71K
Freddie Mac Whole Loan Securities Trust 2016-SC02 302,451 292,990 -9,461 0.03% -$10.52K
GNMA, Series 2021-194, Class NI 1,713,676 1,669,136 -44,540 0.03% -$6.97K
Falcon Aerospace Ltd., Series 2019-1, Class A 265,545 239,102 -26,443 0.03% -$22.05K
NRZ EXCESS SPREAD-COLLATERALIZED NOTES SERIES 2020-PLS1 3.844% 12/25/2025 144A 243,174 225,794 -17,380 0.03% -$16.58K
GSR Mortgage Loan Trust, Series 2005-7F, Class 3A10 239,528 217,155 -22,374 0.03% -$20.23K
ABFC Trust, Series 2004-OPT2, Class A1A 223,837 216,512 -7,325 0.03% -$5.60K
Seasoned Credit Risk Transfer Trust 229,197 223,709 -5,489 0.03% -$5.78K
GNMA, Series 2016-H13, Class CI 7,641,875 6,146,727 -1,495,148 0.03% -$22.82K
GNMA, Series 2017-H09, Class HI 4,234,403 3,675,074 -559,329 0.03% -$27.65K
GNMA II POOL MA6531 G2 03/50 FIXED 3 257,160 247,355 -9,804 0.03% -$11.45K
Credit Suisse First Boston Mortgage Securities Corp., Series 2002-AR2, Class 2B 265,093 219,565 -45,528 0.03% -$45.76K
FNMA, Other 239,686 235,078 -4,608 0.03% -$6.75K
FNMA, Other 255,772 252,372 -3,400 0.03% -$5.84K
FNMA, Other 268,355 252,070 -16,285 0.03% -$15.79K
Terwin Mortgage Trust TMTS, Series 2004-3HE, Class M1 206,813 195,020 -11,793 0.03% -$10.57K
GNMA, Series 2017-H01, Class DI 3,805,289 3,319,539 -485,750 0.03% $12.97K
FNMA, REMIC, Series 2010-68, Class BA 203,311 195,954 -7,357 0.03% -$7.77K
GNMA, Series 2018-H03, Class XI 4,566,090 4,216,289 -349,802 0.02% -$27.21K
FNMA, 30 Year 205,285 203,704 -1,581 0.02% -$2.86K
ASSET BACKED FUNDING CERTIFICA ABFC 2004 OPT4 M1 199,695 181,720 -17,975 0.02% -$16.68K
STARR 2019-1 A 187,669 181,139 -6,531 0.02% -$5.40K
Real Estate Asset Liquidity Trust, Series 2020-1A, Class X 7,497,260 7,289,999 -207,261 0.02% -$4.55K
SEASONED CREDIT RISK TRANSFER TRUST SERIES 2019-3 M55D 4% 10/25/2058 188,581 183,963 -4,618 0.02% -$4.70K
CSFB Mortgage-Backed Pass-Through Certificates Trust, Series 2004-AR4, Class 3A1 180,761 177,804 -2,957 0.02% -$1.67K
GSAA Trust, Series 2004-CW1, Class 2A1 169,125 166,574 -2,551 0.02% $838
FHLMC Gold Pool, Other 180,580 178,414 -2,166 0.02% -$3.42K
CWMBS, Inc. 168,262 166,074 -2,189 0.02% -$1.62K
MASTR Adjustable Rate Mortgages Trust, Series 2004-5, Class 5A1 175,889 172,299 -3,590 0.02% -$974
FHLMC Gold Pool, 30 Year 165,626 163,604 -2,022 0.02% -$2.85K
Shenton Aircraft Investment I Ltd., Series 2015-1A, Class B 193,983 188,873 -5,111 0.02% -$4.32K
GNMA II POOL MA6275 G2 11/49 FIXED 3.5 183,463 179,069 -4,394 0.02% -$5.78K
UBS Commercial Mortgage Trust, Series 2018-C9, Class XA 8,218,030 8,189,275 -28,755 0.02% -$18.31K
FNMA, Other 179,039 178,036 -1,003 0.02% -$2.47K
GNMA, Series 2014-H20, Class MI 3,098,629 2,266,592 -832,037 0.02% -$47.34K
WAMU MORTGAGE PASS THROUGH CER WAMU 2001 AR5 1A 166,851 154,984 -11,867 0.02% -$11.42K
FNMA, Other 184,956 183,726 -1,230 0.02% -$3.34K
GNMA II, Single Family, 30 Year 141,815 141,477 -338 0.02% -$89
FNMA, Other 168,575 167,150 -1,425 0.02% -$3.25K
Eurohome Mortgages plc, Series 2007-1, Class A 141,791 134,541 -7,250 0.02% -$3.99K
KSTRL 2018-1A A 165,949 139,480 -26,469 0.02% -$24.92K
GNMA II, Other 150,393 149,553 -840 0.02% -$2.56K
Financial Asset Securities Corp. AAA Trust, Series 2005-1A, Class 1A3B 140,366 138,015 -2,351 0.02% -$2.99K
FREDDIE MAC POOL FR RE6028 159,253 156,514 -2,740 0.02% -$4.20K
Government National Mortgage Association 158,109 154,671 -3,438 0.02% -$4.07K
UMBS, 30 Year 141,220 140,323 -896 0.02% -$1.81K
Government National Mortgage Association 151,926 146,045 -5,881 0.02% -$6.84K
Bear Stearns Asset-Backed Securities I Trust, Series 2006-AC2, Class 1A2 415,072 413,197 -1,875 0.02% -$9.27K
Structured Adjustable Rate Mortgage Loan Trust, Series 2005-4, Class 6A1 155,984 135,014 -20,971 0.02% -$17.74K
GSMS 2015-GC32 D 500,000 125,529 -374,471 0.02% -$348.87K
SCRT 2017-3 MT 3.0% 07-25-56 144,047 141,920 -2,127 0.02% -$2.35K
FNMA, 30 Year 133,573 132,598 -974 0.02% -$2.10K
GNMA II, Single Family, 30 Year 136,674 133,430 -3,244 0.02% -$3.88K
FNMA, Other 143,080 142,089 -991 0.02% -$2.62K
ReadyCap Lending Small Business Loan Trust, Series 2019-2, Class A 143,737 116,622 -27,115 0.02% -$26.90K
CHL Mortgage Pass-Through Trust, Series 2003-48, Class 1A1 120,736 118,578 -2,158 0.02% -$1.26K
GNMA II, Other 143,329 140,158 -3,170 0.02% -$3.95K
GOVERNMENT NAT MTG ASSN HECM VAR 05/20/2067 3,431,567 3,062,924 -368,643 0.02% -$20.93K
GNMA II, Single Family, 30 Year 738,816 107,073 -631,743 0.01% -$644.40K
E-MAC NL BV, Series NL04-I, Class A 102,014 98,238 -3,776 0.01% -$838
GNMA II, Single Family, 30 Year 131,006 104,361 -26,645 0.01% -$27.35K
GNMA II POOL MA6081 G2 08/49 FIXED 3.5 119,108 116,676 -2,433 0.01% -$3.01K
FHLMC Gold Pool, Other 117,071 114,212 -2,859 0.01% -$3.62K
GNMA, Series 2018-H11, Class AI 3,538,393 3,037,644 -500,750 0.01% -$15.69K
GNMA II, Single Family, 30 Year 99,584 99,237 -347 0.01% -$276
Freddie Mac Seasoned Credit Risk Transfer Trust Series 2019-3 121,652 119,306 -2,346 0.01% -$3.18K
FHLMC Gold Pool, 30 Year 108,038 106,754 -1,283 0.01% -$2.09K
MASTR Alternative Loan Trust 2003-4 113,024 111,680 -1,344 0.01% -$911
TIAA Bank Mortgage Loan Trust, Series 2018-3, Class A1 108,986 107,908 -1,078 0.01% -$1.36K
GNMA II, Single Family, 30 Year 171,349 97,274 -74,076 0.01% -$76.01K
FG G60038 103,273 100,799 -2,474 0.01% -$2.87K
GNMA II POOL MA6465 G2 02/50 FIXED 3.5 105,619 104,980 -639 0.01% -$1.64K
FNMA, Other 111,844 111,007 -837 0.01% -$2.10K
FNMA, 30 Year 102,664 101,492 -1,172 0.01% -$2.00K
GNMA II, Other 90,912 90,647 -266 0.01% -$318
COUNTRYWIDE ALTERNATIVE LOAN T RUST SER 2004-2CB CL 1A9 REGD 5.75000000 93,596 90,969 -2,626 0.01% -$2.35K
GNMA, Series 2012-128, Class IG 569,723 549,206 -20,517 0.01% -$10.44K
GNMA, Series 2019-H15, Class MI 1,748,315 1,728,981 -19,334 0.01% $1.68K
E-MAC De BV, Series DE05-I, Class C 95,425 79,507 -15,917 0.01% -$17.11K
GNMA, Series 2014-H19, Class AI 1,697,705 1,234,738 -462,968 0.01% -$28.29K
FNMA, 30 Year 97,412 96,435 -977 0.01% -$1.78K
GNMA II, Single Family, 30 Year 95,591 94,695 -896 0.01% -$998
RCKT Mortgage Trust, Series 2024-INV1, Class A1 88,620 83,334 -5,286 0.01% -$5.47K
Citigroup Mortgage Loan Trust, Series 2005-11, Class A3 83,389 82,167 -1,222 0.01% -$338
Flagstar Mortgage Trust, Series 2020-1INV, Class A3 103,821 100,680 -3,141 0.01% -$2.97K
FNMA, Other 81,998 81,563 -435 0.01% -$1.07K
GNMA, Series 2014-H22, Class AI 1,565,569 1,411,159 -154,410 0.01% $17.40K
FNMA, Other 83,418 80,538 -2,880 0.01% -$3.26K
GNMA, Series 2019-H18, Class IH 1,288,524 1,265,497 -23,027 0.01% $6.21K
GNMA II, Other 92,755 80,514 -12,241 0.01% -$11.84K
Cendant Mortgage Corp., Series 2003-A, Class A2 72,428 70,901 -1,527 0.01% -$377
FHLMC, REMIC, Series 3995, Class JB 78,664 77,302 -1,362 0.01% -$1.99K
UMBS, 30 Year 68,292 66,446 -1,845 0.01% -$2.54K
FHLMC Gold Pool, 30 Year 73,194 72,133 -1,061 0.01% -$1.40K
FREDDIE MAC POOL FR QU7914 87,226 86,699 -526 0.01% -$1.65K
FNMA, Other 76,857 76,252 -605 0.01% -$1.25K
FNMA, Other 72,934 72,369 -565 0.01% -$1.03K
Government National Mortgage Association 1,298,512 1,250,224 -48,288 0.01% -$7.00K
MASTR Reperforming Loan Trust, Series 2005-2, Class 1A3 94,664 92,259 -2,405 0.01% -$2.20K
GNMA II, Other 68,111 67,771 -340 0.01% -$668
Alternative Loan Trust, Series 2007-11T1, Class A37 70,082 70,080 -2 0.01% -$4.37K
GNMA, Series 2019-H12, Class DI 1,663,910 1,622,279 -41,632 0.01% $6.44K
GNMA II, Single Family, 30 Year 71,099 68,917 -2,182 0.01% -$2.59K
J.P. Morgan Mortgage Trust, Series 2020-INV2, Class A3 82,634 80,357 -2,277 0.01% -$2.22K
COUNTRYWIDE HOME LOANS CWHL 2004 HYB1 2A 68,810 67,452 -1,358 0.01% -$949
Lehman ABS Manufactured Housing Contract Trust, Series 2001-B, Class M1 72,239 59,783 -12,456 0.01% -$12.74K
GNMA, Series 2017-H22, Class KI 1,053,473 1,011,729 -41,744 0.01% -$5.72K
GNMA, Series 2013-71, Class IG 365,121 354,364 -10,757 0.01% -$2.56K
Merrill Lynch Mortgage Investors Trust, Series 2004-FM1, Class B1 65,037 60,797 -4,241 0.01% -$4.04K
FNMA, Other 61,827 61,288 -539 0.01% -$1.01K
E-MAC NL BV, Series NL05-I, Class B 58,581 54,739 -3,842 0.01% -$3.51K
GNMA II, Other 60,554 60,209 -345 0.01% -$804
Structured Asset Mortgage Investments II Trust, Series 2005-AR2, Class 2A1 64,229 62,910 -1,318 0.01% -$801
JP Morgan Mortgage Trust, Series 2008-R2, Class 1A1 61,212 59,112 -2,100 0.01% -$1.44K
FNMA, Other 62,934 60,451 -2,483 0.01% -$2.59K
Adjustable Rate Mortgage Trust, Series 2004-5, Class 5A1 58,275 56,694 -1,581 0.01% -$1.09K
GNMA II, Other 58,414 58,084 -330 0.01% -$998
GNMA, Series 2018-H01, Class XI 912,375 865,762 -46,613 0.01% -$5.47K
CoreVest American Finance Trust, Series 2021-2, Class XA 2,264,859 2,233,191 -31,668 0.01% -$9.21K
National City Mortgage Capital Trust, Series 2008-1, Class 2A1 55,182 54,355 -827 0.01% -$636
GNMA II, Single Family, 30 Year 57,946 53,181 -4,765 0.01% -$5.02K
Oakwood Mortgage Investors, Inc., Series 1999-D, Class A1 54,747 48,803 -5,944 0.01% -$6.24K
Morgan Stanley Mortgage Loan Trust, Series 2004-2AR, Class 4A 52,726 50,438 -2,288 0.01% -$1.91K
UMBS, 30 Year 50,521 49,919 -602 0.01% -$848
FHLMC Gold Pool, Other 53,683 53,197 -486 0.01% -$743
FHLMC Gold Pool, 30 Year 48,420 47,870 -550 0.01% -$905
GNMA, Series 2015-H05, Class BI 1,482,493 1,204,980 -277,513 0.01% -$9.82K
GNMA II, Single Family, 30 Year 1,749,126 43,283 -1,705,843 0.01% -$1.73M
GNMA II, Single Family, 30 Year 43,282 42,703 -579 0.01% -$995
GNMA, Series 2017-H20, Class DI 854,512 787,404 -67,107 0.01% -$4.55K
FNMA, Other 45,391 45,119 -272 0.01% -$646
FNMA, Other 42,450 42,084 -367 0.01% -$689
GOVERNMENT NAT MTG ASSN HECM VAR 06/20/2067 863,317 731,825 -131,492 0.01% -$9.63K
Sequoia Mortgage Trust, Series 2007-4, Class 1A1 52,746 52,360 -387 0.01% -$39
Reperforming Loan Trust, Series 2005-R2, Class 2A4 42,793 38,365 -4,428 0.01% -$4.77K
EMF-NL Prime BV, Series 2008-APRX, Class A2 58,670 33,023 -25,647 0.01% -$28.41K
UMBS, 30 Year 39,970 39,673 -296 0.00% -$531

Top 300 of 472, by weight.

Security Shares Apr 2025 Shares Jul 2025 Δ shares End % Δ value
U.S. Treasury Bills 25,000,000 25,000,000 0 3.30% $244.69K
U.S. Treasury Bills 10,000,000 10,000,000 0 1.32% $98.48K
U.S. Treasury Bills 10,000,000 10,000,000 0 1.31% $84.14K
Finance of America HECM Buyout, Series 2024-HB1, Class M4 6,800,000 6,800,000 0 0.83% $41.19K
ACM Auto Trust, Series 2024-2A, Class B 5,800,000 5,800,000 0 0.80% $39.53K
UST BILLS 0% 08/21/2025 5,000,000 5,000,000 0 0.67% $53.00K
Cascade Funding Mortgage Trust, Series 2025-HB16, Class M4 5,000,000 5,000,000 0 0.59% $106.28K
Prpm Fundido DAC, Series 2025-1A, Class C 4,000,000 4,000,000 0 0.59% $108.41K
PNMSR 2024-GT1 A 4,000,000 4,000,000 0 0.54% -$37.86K
Freddie Mac Seasoned Credit Risk Transfer Trust Series 2019-4 4,247,000 4,247,000 0 0.54% -$24.57K
FMC Issuer Trust-FMSR, Series 2024-FT1, Class A 3,800,000 3,800,000 0 0.51% -$23.46K
Freddie Mac Seasoned Credit Risk Transfer Trust Series 2019-2 3,872,500 3,872,500 0 0.50% -$18.05K
CFMT LLC, Series 2024-HB14, Class M5 4,000,000 4,000,000 0 0.47% $168.16K
Ocwen Loan Investment Trust Series 2023-HB1, Class M2 3,500,000 3,500,000 0 0.45% $75.30K
FMC GMSR Issuer Trust, Series 2022-GT2, Class A 3,200,000 3,200,000 0 0.43% -$18.72K
Banco Santander SA 3,000,000 3,000,000 0 0.39% $32.74K
HSBC USA, Inc. 3,000,000 3,000,000 0 0.39% $29.41K
CFMT LLC, Series 2023-HB12, Class M3 2,900,000 2,900,000 0 0.37% $28.26K
Onity Loan Investment Trust, Series 2024-HB2, Class M4 3,000,000 3,000,000 0 0.37% $33.92K
CFMT LLC, Series 2024-HB14, Class M4 3,000,000 3,000,000 0 0.37% $151.43K
CFMT LLC, Series 2024-HB13, Class M4 3,000,000 3,000,000 0 0.36% $137.09K
FMC GMSR Issuer Trust, Series 2022-GT2, Class B 2,500,000 2,500,000 0 0.34% $6.74K
Saluda Grade Alternative Mortgage Trust, Series 2020-SEQ1, Class M1 2,500,000 2,500,000 0 0.34% $28.85K
CFMT LLC, Series 2023-HB12, Class M4 2,500,000 2,500,000 0 0.31% $52.13K
Pioneer Aircraft Finance Ltd., Series 2019-1, Class B 2,366,072 2,366,072 0 0.30% $98.10K
Saluda Grade Alternative Mortgage Trust, Series 2024-RTL4, Class A1 2,200,000 2,200,000 0 0.30% $4.66K
STAR Trust, Series 2022-SFR3, Class D 2,100,000 2,100,000 0 0.28% $7.81K
CFMT LLC, Series 2023-HB11, Class M2 2,100,000 2,100,000 0 0.27% $8.35K
RMF Proprietary Issuance Trust, Series 2022-2, Class M2 2,250,000 2,250,000 0 0.27% $17.96K
Danske Bank A/S 2,000,000 2,000,000 0 0.26% $22.34K
FMC GMSR Issue Trust Series 2020-GT1, Class A 2,000,000 2,000,000 0 0.26% $564
Onity Loan Investment Trust, Series 2024-HB2, Class M3 2,000,000 2,000,000 0 0.26% $52.36K
RMF Buyout Issuance Trust, Series 2021-HB1, Class M3 2,000,000 2,000,000 0 0.25% $3.20K
STAR Trust, Series 2024-SFR4, Class D 1,850,000 1,850,000 0 0.25% $409
PRPM LLC, Series 2024-RCF3, Class M2 2,000,000 2,000,000 0 0.24% $31.71K
Ocwen Loan Investmetn Trust Series 24-HB1 Class M4 2,000,000 2,000,000 0 0.24% $27.52K
European Residential Loan Securitisation DAC, Series 2019-NPL1, Class C 1,603,504 1,603,504 0 0.24% $22.75K
RMF Proprietary Issuance Trust, Series 2022-2, Class M3 2,000,000 2,000,000 0 0.23% $18.55K
Rain City Mortgage Trust, Series 2024-RTL1, Class A1 1,671,000 1,671,000 0 0.22% -$15.76K
Boston Lending Trust, Series 2022-2, Class M1 1,800,000 1,800,000 0 0.22% $31.36K
CFMT LLC, Series 2024-HB15, Class M4 1,750,000 1,750,000 0 0.21% $72.89K
ATLX Trust, Series 2024-RPL2, Class A2 1,700,000 1,700,000 0 0.21% $8.50K
CFMT LLC, Series 2022-HB9, Class M3 1,650,000 1,650,000 0 0.20% $24.33K
LHOME Mortgage Trust, Series 2023-RTL4, Class A1 1,500,000 1,500,000 0 0.20% -$6.61K
Retained Vantage Data Centers Issuer LLC 2,000,000 2,000,000 0 0.19% -$18.87K
ATLX Trust, Series 2024-RPL1, Class A2 1,500,000 1,500,000 0 0.19% $5.50K
HCCLT 2020-1 M5 1,554,000 1,554,000 0 0.19% -$5.71K
ATLX Trust, Series 2024-RPL1, Class M1 1,500,000 1,500,000 0 0.19% $17.80K
Ocwen Loan Investment Trust, Series 2024-HB1, Class M3 1,500,000 1,500,000 0 0.19% $22.97K
RMF Buyout Issuance Trust, Series 2021-HB1, Class M5 1,500,000 1,500,000 0 0.19% $11.85K
VINE Trust, Series 2023-SFR1, Class E1 1,500,000 1,500,000 0 0.19% $3.20K
Cascade Funding Mortgage Trust, Series 2024-RM5, Class M2 1,500,000 1,500,000 0 0.18% -$2.68K
Harvest Commercial Capital Loan Trust, Series 2019-1, Class M6 1,380,000 1,380,000 0 0.18% -$8.69K
LHOME Mortgage Trust, Series 2023-RTL3, Class A1 1,300,000 1,300,000 0 0.17% -$4.75K
RMF Buyout Issuance Trust, Series 2022-HB1, Class M4 1,500,000 1,500,000 0 0.17% $36.45K
Cascade Funding Mortgage Trust, Series 2022-HB10, Class M2 1,200,000 1,200,000 0 0.16% $10.98K
FREDDIE MAC SEASONED CREDIT RISK TRANSFER TRUST SE SCRT 2020-3 M 1,200,000 1,200,000 0 0.15% -$8.12K
FMC GMSR Issue Trust Series 2021-GT1, Class A 1,200,000 1,200,000 0 0.15% $9.71K
LHOME Mortgage Trust, Series 2023-RTL2, Class A1 1,075,000 1,075,000 0 0.14% -$4.22K
RMF Buyout Issuance Trust, Series 2020-HB1, Class M3 1,200,000 1,200,000 0 0.14% $8.00K
E-MAC De BV, Series DE07-1, Class C 1,500,000 1,500,000 0 0.13% $24.76K
Ocwen Loan Investment Trust, Series 2023-HB1, Class M3 1,000,000 1,000,000 0 0.13% $26.56K
PRPM 2024-RCF2 LLC 1,019,000 1,019,000 0 0.13% $8.09K
FMC GMSR Issuer Trust, Series 2021-GT1, Class B 1,000,000 1,000,000 0 0.13% $5.67K
CFMT LLC, Series 2023-HB11, Class M4 1,000,000 1,000,000 0 0.13% $23.91K
NCMS 2019-10K E VAR 05/15/2039 144A 1,000,000 1,000,000 0 0.12% $12.74K
CSFB Mortgage Securities 1,020,000 1,020,000 0 0.12% $4.77K
TDA 19-Mixto FTA 738,751 738,751 0 0.11% $15.16K
CSMC Trust, Series 2021-BRIT, Class A 815,707 815,707 0 0.11% $2.96K
Eurosail-NL BV, Series 2007-NL2X, Class B 500,000 500,000 0 0.08% $7.31K
Eurosail-NL BV, Series 2007-NL1X, Class C 500,000 500,000 0 0.08% $7.53K
Ocwen Loan Investment Trust, Series 2023-HB1, Class M1 500,000 500,000 0 0.07% $6.12K
RMF Buyout Issuance Trust, Series 2021-HB1, Class M2 500,000 500,000 0 0.06% $1.57K
Mansard Mortgages plc, Series 2006-1X, Class M2 347,749 347,749 0 0.06% $5.45K
Sutherland Commercial Mortgage Trust, Series 2021-SB10, Class B 506,289 506,289 0 0.06% $2.07K
Newgate Funding plc, Series 2007-3X, Class D 333,269 333,269 0 0.06% $3.58K
ABFS Mortgage Loan Trust, Class X 3,324,696 3,324,696 0 0.05% $2.49K
Alba plc, Series 2005-1, Class C 252,175 252,175 0 0.04% -$235
Banna RMBS DAC, Series 2019-1, Class C 200,000 200,000 0 0.04% -$646
RBSSP Resecuritization Trust, Series 2009-8, Class 7A1 34,174 34,174 0 0.03% -$1.33K
Saxon Asset Securities Trust, Series 2002-3, Class M1 266,457 266,457 0 0.03% $3.87K
EMF-NL Prime BV, Series 2008-APRX, Class A3 200,000 200,000 0 0.03% $3.84K
METAL LLC, Series 2017-1, Class A 234,665 234,665 0 0.02% $0
E-MAC Program BV, Series 2008-1, Class B 133,994 133,994 0 0.02% $4.67K
EquiFirst Mortgage Loan Trust, Series 2004-2, Class M7 132,472 132,472 0 0.02% $1.90K
New Century Home Equity Loan Trust, Series 2003-5, Class AII 179,348 179,348 0 0.01% $4.19K
ASSET BACKED FUNDING CERTIFICA ABFC 2005 WF1 M5 108,615 108,615 0 0.01% $140
DP Facilities Data Center Subordinated Pass Through Trust 350,000 350,000 0 0.01% $6.12K
E-MAC Program II BV, Series 2008-NL4, Class B 85,578 85,578 0 0.01% $775
CSFB Mortgage-Backed Pass-Through Certificates Trust, Series 2005-10, Class 4A1 470,334 470,334 0 0.01% $1.27K
Oakwood Mortgage Investors, Inc., Series 2001-C, Class A4 848,508 848,508 0 0.01% -$4.29K
Structured Asset Securities Corp. Mortgage-Backed Pass-Through Certificates Trust, Series 2000-5, Class B1 42,593 42,593 0 0.01% $491
FHLMC, REMIC, Series 4286, Class SC 56,035 56,035 0 0.01% $1.38K
GSR Mortgage Loan Trust, Series 2005-2F, Class 3A1 35,916 35,916 0 0.00% $440
USD P ZAR C @16.70000 EO 1 1 0 0.00% $210.12K

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