FSEC FIDELITY INVESTMENT GRADE SECURITIZED ETF

Name: FIDELITY INVESTMENT GRADE SECURITIZED ETF (FSEC) research data
Creator: Financial Modeling Prep

41.86 0.1 (+0.24%)

Quote as of Oct 09, 2026 20:00 UTC · Market data delayed approximately 15–20 minutes unless otherwise indicated.

Previous Close	41.76	Day Range	41.66 – 41.91
52-Week Range	41.45 – 44.99	Volume	917.56K
Avg Volume	401.91K	AUM	$4.46B (Oct 12, 2026)
Expense Ratio	0.36%	Yield (TTM)	4.65%
NAV	41.87	Premium/Discount	-0.02% indicative
Inception	Mar 02, 2021	Holdings	117
Issuer	Fidelity	Exchange	AMEX
Category	International Bonds	Index Tracked	Not stated in source data
CUSIP	316188705	ISIN	US3161887050
Management	Not stated in source data

About this ETF

Fidelity Merrimack Street Trust - Fidelity Investment Grade Securitized ETF is an exchange traded fund launched and managed by Fidelity Management & Research Company LLC. The fund is co-managed by Fidelity Management & Research (Hong Kong) Limited, Fidelity Management & Research (Japan) Limited, Fidelity Management & Research (U.K.) Limited. It invests in fixed income markets of global region. The fund primarily invests in investment-grade securitized debt securities issued by U.S. government and its agencies or instrumentalities, foreign governments, and corporations of varying maturities. The fund seeks to benchmark the performance of its portfolio against the Bloomberg U.S. Securitized Index and the Bloomberg U.S. Aggregate Bond Index. Fidelity Merrimack Street Trust - Fidelity Investment Grade Securitized ETF was formed on March 2, 2021 and is domiciled in the United States.

Description from the fund data provider · profile as of Oct 12, 2026.

Price Chart

Compare:

Daily closing prices (price return, not total return). Comparison lines are normalized to percent change from the range start. Source: Financial Modeling Prep.

Performance

	1M	3M	6M	YTD	1Y	3Y*	5Y*	10Y*	Incep.*
Price return	-2.70%	-4.14%	-4.97%	-5.14%	-5.47%	+1.35%	-3.35%	—	-3.14%
Total return	-2.70%	-3.84%	-3.75%	-3.03%	-1.83%	+4.97%	-0.29%	—	-0.29%

* Annualized. Total return uses the dividend-adjusted price series (distributions reinvested); price return uses unadjusted closes. Performance through Oct 09, 2026. Past performance does not guarantee future results.

Fees

Net expense ratio

0.36%

Annual cost of a $10,000 investment

$36.00

Illustrative calculation only: expense ratio × $10,000. It excludes trading costs, bid/ask spreads, taxes and changes in investment value. Gross vs. net expense details and any fee waivers are in the prospectus.

Holdings

Holdings as of Oct 10, 2026 · portfolio reporting date from the data provider; holdings are not live positions. 1198 rows in database.

#	Holding	Ticker	Weight	Shares	Market Value
1	GNII II 5.5% 11/56 #TBA	—	3.90%	183.48M	$175.9M
2	UMBS 30YR 2% 11/56 #TBA	—	3.68%	221.72M	$165.6M
3	UMBS 30YR 5% 11/56 #TBA	—	3.54%	171.92M	$159.6M
4	GNII II 6% 11/56 #TBA	—	2.84%	129.93M	$127.8M
5	GNII II 5.5% 10/56 #TBA	—	2.73%	128.35M	$123.2M
6	UMBS 30YR 3.5% 11/56 #TBA	—	2.11%	112.10M	$95.2M
7	CASH CF	—	2.02%	90.80M	$90.8M
8	GNII II 5% 11/56 #TBA	—	1.69%	81.70M	$76.0M
9	GNII II 2.5% 10/56 #TBA	—	1.64%	92.00M	$73.9M
10	GNII II 4.5% 10/56 #TBA	—	1.62%	81.30M	$72.9M
11	FHLG 30YR 2.5% 11/51#SD7548	—	1.37%	77.21M	$61.8M
12	GNII II 6% 10/56 #TBA	—	1.16%	52.88M	$52.1M
13	FNR 2021-13 BE 1.25% 02/50	—	1.15%	71.11M	$51.9M
14	FNMA 30YR 5.5% 04/55#CC0241	—	1.13%	52.56M	$50.9M
15	GNMA II 5% 07/56#MB1284	—	1.07%	51.47M	$48.0M
16	FHLG 30YR 2.5% 04/52#SL1958	—	1.04%	58.57M	$46.9M
17	GNII II 3% 04/52#MA7988	—	0.92%	49.47M	$41.3M
18	FNMA 30YR 2.5% 09/50#CA6947	—	0.89%	49.95M	$40.2M
19	GNII II 5% 10/56 #TBA	—	0.88%	42.75M	$39.8M
20	GNII II 2% 07/51#MA7471	—	0.86%	50.45M	$38.8M
21	FHLG 30YR 2% 08/50#SD8097	—	0.84%	50.00M	$37.9M
22	FNMA 30YR 2.5% 08/50#CA6709	—	0.82%	46.14M	$37.1M
23	GNII II 2.5% 05/52#MA8042	—	0.81%	45.70M	$36.7M
24	FNMA 30YR 2.5% 09/51#CB1547	—	0.81%	45.33M	$36.3M
25	FHLG 15YR 1.5% 05/36#RC1950	—	0.77%	40.11M	$34.9M
26	FHLG 30YR 2% 11/50#SD8106	—	0.77%	45.47M	$34.5M
27	FHMS 2026-K564 AS VAR 05/31	—	0.75%	33.50M	$33.6M
28	GNII II 2% 01/52#MA7826	—	0.70%	40.75M	$31.3M
29	USTB 4.625% 11/15/44	—	0.68%	34.87M	$30.8M
30	UMBS 30YR 2.5% 11/56 #TBA	—	0.68%	39.10M	$30.5M
31	FNMA 30YR 2.5% 12/51#FM9695	—	0.66%	37.24M	$29.8M
32	GNII II 3% 05/52#MA8043	—	0.65%	34.95M	$29.2M
33	USTN 3.5% 01/15/29	—	0.62%	28.91M	$28.1M
34	GNII II 4.5% 11/54#MB0024	—	0.62%	30.86M	$28.0M
35	OMFIT 19-2A A 3.14% 10/36	—	0.61%	27.80M	$27.5M
36	FEDER 25-K551 AS 4.54% 10/30	—	0.60%	27.28M	$27.2M
37	FHLG 30YR 6% 03/56#SL5162	—	0.59%	26.94M	$26.8M
38	FHLG 30YR 5% 08/52#SD1482	—	0.54%	25.63M	$24.1M
39	UMBS 30YR 3% 11/56 #TBA	—	0.51%	28.00M	$22.9M
40	FNMA 30YR 6% 11/54#FA2958	—	0.50%	22.44M	$22.3M
41	FHLG 20YR 1.5% 02/41#RB5099	—	0.49%	27.57M	$22.2M
42	FNMA 20YR 1.5% 12/40#MA4202	—	0.48%	26.77M	$21.6M
43	FHMS K561 AS SOFR30A+50 03/31	—	0.47%	21.20M	$21.3M
44	FHMS 2025-K546 AS VAR 03/30	—	0.46%	20.74M	$20.7M
45	FHLB VFAC SOFR+19 09/24/29	—	0.46%	20.70M	$20.7M
46	FHLG 30YR 2% 03/51#SD2903	—	0.45%	26.71M	$20.3M
47	FNMA 15YR 1.5% 04/36#FM6100	—	0.42%	22.02M	$19.1M
48	FHMS K563 AS SOFR30A+50 04/31	—	0.42%	19.10M	$19.1M
49	TLOT 26-A A2A 4.09% 02/28	—	0.42%	19.06M	$19.0M
50	FHMS 26-K556 SOFR30A+50 12/30	—	0.42%	19.00M	$19.0M
51	USTB 4.75% 02/15/45	—	0.42%	20.99M	$18.8M
52	FNMA 30YR 3% 05/51#FS3080	—	0.41%	21.90M	$18.4M
53	FHLG 30YR 2% 06/50#SD8080	—	0.41%	24.16M	$18.3M
54	FHLG 30YR 5.5% 03/56#SL4518	—	0.40%	18.80M	$18.2M
55	FHLG 30YR 6.5% 06/54#SD7571	—	0.40%	17.67M	$18.0M
56	ALA 2 25-OANA A VAR 06/40	—	0.40%	17.95M	$18.0M
57	FHMS K555 AS SOFR30A+50 11/30	—	0.39%	17.70M	$17.7M
58	FNR 22-67 FA SOFR30A+80 10/52	—	0.39%	18.39M	$17.6M
59	FNMA 30YR 6% 07/55#CC0718	—	0.39%	17.65M	$17.6M
60	FHMS K554 AS SOFR30A+52 11/30	—	0.39%	17.39M	$17.4M
61	FNR PA 16-3 2.5% 02/46	—	0.38%	20.63M	$17.0M
62	FHLM 30YR 2.5% 04/52#SL0916	—	0.37%	20.94M	$16.8M
63	FHLG 30YR 2.5% 04/52#SD7554	—	0.37%	20.87M	$16.7M
64	FNMA 30YR 2.5% 05/51#CB0443	—	0.37%	20.84M	$16.7M
65	FNMA 30YR 2.5% 07/51#FM8159	—	0.37%	20.78M	$16.7M
66	USTN 4.375% 09/15/29	—	0.36%	16.63M	$16.4M
67	FNMA 15YR 1.5% 05/36#MA4328	—	0.36%	18.88M	$16.4M
68	FNMA 30YR 5% 04/55#CC0225	—	0.36%	17.34M	$16.3M
69	USTN 3.875% 04/15/29	—	0.36%	16.66M	$16.3M
70	FHMS 2025-K552 AS VAR 10/30	—	0.36%	16.28M	$16.3M
71	FHR 5517 HF SOFR30A+135 03/55	—	0.35%	16.11M	$15.9M
72	FHMS 2022-K141 A2 2.25% 02/32	—	0.35%	18.40M	$15.8M
73	FHMS 26-K558 AS 4.16889% 12/30	—	0.35%	15.79M	$15.8M
74	FHLG 30YR 3.5% 02/53#SL4855	—	0.35%	18.37M	$15.8M
75	FNA 2025-M2 A2 4.62% 04/30	—	0.35%	15.90M	$15.6M
76	FHR 2022-5201 MN 3% 04/48	—	0.34%	16.96M	$15.4M
77	FHLG 30YR 4.5% 09/52#SD8245	—	0.34%	16.82M	$15.4M
78	FHLG 30YR 6.5% 07/55#SL2500	—	0.34%	14.99M	$15.3M
79	FNMA 30YR 4% 10/50#FS1578	—	0.33%	16.86M	$15.1M
80	FNMA 30YR 2% 03/52#FS1112	—	0.33%	19.46M	$14.9M
81	FHLG 30YR 4% 05/52#RA7407	—	0.33%	16.83M	$14.9M
82	FHLG 30YR 2.5% 11/50#RA3913	—	0.33%	18.38M	$14.8M
83	FNMA 30YR 3% 09/51#FM8747	—	0.33%	17.70M	$14.7M
84	FHLG 30YR 6% 02/55#SL0430	—	0.31%	14.13M	$14.1M
85	FNMA 30YR 6.5% 08/54#FA4066	—	0.31%	13.71M	$14.0M
86	FHLG 30YR 5.5% 01/55#SL0307	—	0.31%	14.29M	$13.9M
87	FNMA 30YR 3.5% 04/48#SD4470	—	0.30%	15.79M	$13.7M
88	FANNIEMAE 30YR 2% 03/52#FA0834	—	0.30%	17.88M	$13.5M
89	FNMA 30YR 2.5% 02/52#FA2064	—	0.30%	16.83M	$13.5M
90	FHLG 30YR 3% 03/52#SD7553	—	0.30%	16.10M	$13.4M
91	FHMS K557 AS 4.19% 12/30	—	0.30%	13.40M	$13.4M
92	USTN TII 2.375% 02/15/56	—	0.29%	15.64M	$13.2M
93	FNMA 30YR 3.5% 08/49#FS4660	—	0.29%	15.19M	$13.2M
94	FANNIEMAE 30YR 3% 12/51#FA0145	—	0.29%	15.89M	$13.2M
95	JPMDB 19-COR6 A4 3.0565% 11/52	—	0.29%	14.48M	$13.0M
96	FNMA 30YR 5% 08/52#CB4354	—	0.28%	13.57M	$12.8M
97	FHLG 30YR 4% 02/53#SD6527	—	0.28%	14.29M	$12.7M
98	FNMA 30YR 2.5% 04/52#FA0903	—	0.28%	15.70M	$12.6M
99	FHLM 30YR 2% 03/52#SL1485	—	0.28%	16.49M	$12.6M
100	GNII II 3.5% 08/52#788182	—	0.28%	14.80M	$12.5M
101	UMBS 30YR 4% 11/56 #TBA	—	0.28%	14.20M	$12.4M
102	FHLG 30YR 4.5%12/52#SD7557	—	0.28%	13.52M	$12.4M
103	PRET 25-RPL2 A1 4% 08/64	—	0.27%	13.06M	$12.3M
104	USTN TII 2.375% 02/15/55	—	0.27%	14.00M	$12.2M
105	FNR 22-56 FJ SOFR30A+80 09/52	—	0.27%	12.64M	$12.1M
106	FNMA 30YR 3% 08/49#MA3744	—	0.27%	14.58M	$12.1M
107	FNMA 30YR 6.5% 07/54#FS8542	—	0.27%	11.75M	$12.1M
108	FHLG 30YR 3.5% 05/52#SL5539	—	0.27%	13.79M	$12.0M
109	FNMA 30YR 2.5% 06/52#FS9613	—	0.27%	14.88M	$11.9M
110	FANNIEM 2.5% 04/01/2052#FA0351	—	0.26%	14.90M	$11.9M
111	FNMA 30YR 2.5% 11/51#FS9614	—	0.26%	14.67M	$11.8M
112	OMFIT 25-1A A 4.82% 07/38 144A	—	0.26%	11.90M	$11.7M
113	FHMS K559 AS SOFR30A+52 12/30	—	0.26%	11.69M	$11.7M
114	FHLG 30YR 2.5% 05/52#SL0225	—	0.26%	14.50M	$11.6M
115	SCG 25-FLWR A 5.65% 08/30	—	0.25%	11.50M	$11.5M
116	GNMA II 3.5% 07/52#MA8149	—	0.25%	13.38M	$11.5M
117	FHLG 20YR 1.5% 04/41#RB5107	—	0.25%	14.25M	$11.4M
118	FHLG 30YR 2% 09/50#SD8090	—	0.25%	14.81M	$11.2M
119	FNMA 30YR 3.5% 08/01/50#FM7147	—	0.25%	12.94M	$11.2M
120	AESOP 24-2A A 5.13% 10/28	—	0.25%	11.10M	$11.1M
121	FNMA 30YR 2.5% 04/52#FA2214	—	0.24%	13.72M	$11.0M
122	FHLG 30YR 6.5% 09/54#SD6617	—	0.24%	10.69M	$11.0M
123	FNMA 30YR 3.5% 10/48#FS9071	—	0.24%	12.41M	$11.0M
124	FNMA 30YR 6% 04/56 #CC2354	—	0.24%	10.99M	$10.9M
125	FNMA 30YR 3.5% 09/52#FA4924	—	0.24%	12.52M	$10.8M
126	FHLG 15YR 5.5% 06/40#RR0003	—	0.24%	10.74M	$10.7M
127	FNMA 30YR 3% 03/52#CB3114	—	0.23%	12.71M	$10.6M
128	FHLMC K560 AS 4.16221% 2/31	—	0.23%	10.60M	$10.6M
129	EART 2025-5A A3 4.44% 11/29	—	0.23%	10.60M	$10.6M
130	FHLG 30YR 5% 07/01/2052#RA7676	—	0.23%	11.15M	$10.5M
131	DEFT 2025-2 A2 4.1% 02/28 144A	—	0.23%	10.55M	$10.5M
132	FFCB VFAC SOFR+20 10/09/29	—	0.23%	10.50M	$10.5M
133	BMARK 19-B12 A5 3.1156% 08/52	—	0.23%	10.89M	$10.2M
134	FNMA 30YR 6% 07/55#FA3806	—	0.23%	10.23M	$10.2M
135	FHLG 30YR 6.5% 12/54#SL0365	—	0.23%	9.92M	$10.2M
136	FNR 25-3 NF SOFR30A+110 02/55	—	0.22%	10.19M	$10.1M
137	FNMA 30YR 2% 04/52#FS8195	—	0.22%	13.09M	$9.9M
138	FHLG 30YR 5% 08/52#RA7786	—	0.22%	10.47M	$9.9M
139	FHLM 30YR 6% 06/54#RJ1709	—	0.22%	9.89M	$9.9M
140	FHLG 15YR 4.5% 04/41#RR0075	—	0.22%	10.30M	$9.8M
141	VERUS 25-4 A1 5.448% 5/70	—	0.22%	9.86M	$9.7M
142	FHMS 2017-K068 A2 3.244% 08/27	—	0.21%	9.80M	$9.7M
143	AFRMT 25-3A A 4.45% 10/34	—	0.21%	9.80M	$9.6M
144	MMAF 25-A A2 4.64% 10/28 144A	—	0.21%	9.57M	$9.6M
145	USTN TII 1.875% 01/15/36	—	0.21%	10.04M	$9.5M
146	FHLG 30YR 6% 04/54#SD7569	—	0.21%	9.46M	$9.4M
147	USTN 3.5% 02/28/31	—	0.21%	10.01M	$9.4M
148	FNMA 30YR 6% 10/55#FA3812	—	0.21%	9.40M	$9.3M
149	FANNIEMAE 30YR 2.5% 04/52#FA00	—	0.21%	11.62M	$9.3M
150	TCO DPM A TSFR1M+139.27 12/39	—	0.20%	9.23M	$9.2M
151	FHR 2020-5002 TJ 2% 07/50	—	0.20%	11.56M	$9.2M
152	FNMA 30YR 4% 09/53#FS9322	—	0.20%	10.30M	$9.1M
153	FANNIEMAE 30YR 5.5% 02/55#FA06	—	0.20%	9.42M	$9.1M
154	FNMA 30YR 6.5% 07/54#FS8587	—	0.20%	8.85M	$9.0M
155	FNMA 30YR 3% 04/52#CB3239	—	0.20%	10.76M	$9.0M
156	OMFIT 23-1A A 5.5% 06/38	—	0.20%	8.86M	$8.9M
157	FHLG 30YR 3.5% 04/52#SL0592	—	0.20%	10.35M	$8.9M
158	FHLG 30YR 6% 08/55#RJ4643	—	0.20%	8.90M	$8.9M
159	FHM 24-K521 AS SOFR30A+52 3/29	—	0.19%	8.74M	$8.7M
160	FNR 23-53 FD SOFR30A+150 11/53	—	0.19%	8.55M	$8.6M
161	FHLG 30YR 3% 08/52#SD7555	—	0.19%	10.27M	$8.6M
162	FHLG 30YR 5.5% 10/54#RJ2653	—	0.19%	8.70M	$8.4M
163	FHMS K548 A2 VAR 09/30	—	0.19%	8.70M	$8.4M
164	CENT 25-CITY A VAR 07/40	—	0.18%	8.53M	$8.3M
165	OBX 2026-R3 A1FC STEP 07/63	—	0.18%	8.29M	$8.2M
166	FNMA 30YR 2% 01/51#MA4237	—	0.18%	10.88M	$8.2M
167	FNMA 15YR 1.5% 10/36#FS9362	—	0.18%	9.45M	$8.2M
168	VERUS 6 A1FC STEP 5.535% 7/71	—	0.18%	8.27M	$8.2M
169	ESA 26-ESH2 A TSFR1M+130 02/43	—	0.18%	8.18M	$8.2M
170	FNMA 30YR 2% 07/50#MA4077	—	0.18%	10.50M	$8.0M
171	FHMS K565 AS SOFR30A+48 06/31	—	0.17%	7.89M	$7.9M
172	FHLG 30YR 5.5% 11/54#SD6971	—	0.17%	8.09M	$7.9M
173	FNMA 30YR 2% 03/52#FA2169	—	0.17%	10.28M	$7.8M
174	SCLP 26-26-1 A 4.37% 12/35 144	—	0.17%	7.87M	$7.8M
175	FHLG 30YR 2% 09/50#RA3580	—	0.17%	10.17M	$7.8M
176	FHLG 30YR 3% 06/52#SD5351	—	0.17%	9.26M	$7.7M
177	VERUS 2026-R6 A1FC VAR 7/25/68	—	0.17%	7.78M	$7.7M
178	FNR 25-12 CF SOFR30A+140 03/55	—	0.17%	7.78M	$7.7M
179	FNMA 15YR 2.5% 09/36#FA6420	—	0.17%	8.39M	$7.7M
180	FNMA 30YR 7% 01/54#CB7813	—	0.17%	7.30M	$7.6M
181	BX 24-XL4 A TSFR1M+144.2 02/39	—	0.17%	7.57M	$7.6M
182	FNMA 30YR 3% 06/52#FS9376	—	0.17%	9.12M	$7.6M
183	USTN 4.125% 04/30/33	—	0.17%	7.97M	$7.5M
184	BX 2025-ROIC A VAR 03/30	—	0.17%	7.53M	$7.5M
185	CGCMT 2017-CA A4 3.471% 10/50	—	0.17%	7.61M	$7.5M
186	FNMA 30YR 2% 03/52#FA0995	—	0.16%	9.71M	$7.4M
187	WFLF 25-1A A1 4.57% 01/40 144A	—	0.16%	7.44M	$7.4M
188	FHLG 30YR 3% 08/52#SD5573	—	0.16%	8.84M	$7.4M
189	FNR 23-54 FD SOFR30A+145 11/53	—	0.16%	7.19M	$7.3M
190	FHMS 2021-K746 A2 2.031% 09/28	—	0.16%	7.60M	$7.2M
191	FHLG 30YR 2% 03/51#SD8134	—	0.16%	9.43M	$7.1M
192	FHLG 30YR 2% 01/51#SD8121	—	0.16%	9.40M	$7.1M
193	FHLG 15YR 1.5% 02/37#SB1503	—	0.16%	8.15M	$7.1M
194	BMO 2025-5C13 A2 4.8342% 12/58	—	0.16%	7.30M	$7.0M
195	FHLG 30YR 6.5% 11/54#SL3775	—	0.16%	6.85M	$7.0M
196	TPMT 2026-2 A1A VAR 07/66 144A	—	0.15%	7.23M	$7.0M
197	ACRA 26-NQM1 A1FC 5.578% 06/66	—	0.15%	7.04M	$7.0M
198	AFRMT 26-1A A 4.33% 02/34	—	0.15%	7.02M	$7.0M
199	GNII II 3% 11/46#MA4126	—	0.15%	8.18M	$7.0M
200	FHLG 30YR 6% 09/56#RJ7468	—	0.15%	6.98M	$6.9M
201	PFDR 26-DLVR A TSFR1M+140 6/31	—	0.15%	6.90M	$6.9M
202	FH 26-K553 AS SOFR30A+54 10/30	—	0.15%	6.90M	$6.9M
203	FHR 22-5256 FA SOFR30A+65 09/5	—	0.15%	7.02M	$6.8M
204	FNR 22-64 GF SOFR30A+80 10/52	—	0.15%	7.04M	$6.8M
205	FNR 24-90 FD SOFR30A+120 12/54	—	0.15%	6.84M	$6.8M
206	GNMA II 3.5% 08/52#MA8199	—	0.15%	7.93M	$6.8M
207	FHLG 30YR 5.5% 08/55#SL2271	—	0.15%	6.99M	$6.8M
208	OPTN 2025-D A 4.53% 02/33	—	0.15%	6.80M	$6.7M
209	FNMA 15YR 1.5% 06/36#FS9109	—	0.15%	7.71M	$6.7M
210	FHLM 30YR 5.5% 04/55#SL1111	—	0.15%	6.89M	$6.7M
211	FNMA 30YR 6% 03/55#CC0116	—	0.15%	6.64M	$6.6M
212	MSC 2021-L5 A3 2.438% 05/54	—	0.15%	7.43M	$6.6M
213	FNMA 30YR 5% 07/52#CB4168	—	0.15%	6.96M	$6.6M
214	FHLG 30YR 3% 04/50#SD0516	—	0.15%	7.90M	$6.6M
215	FHLM 30YR 6.5% 01/55#RJ3308	—	0.14%	6.29M	$6.4M
216	BCMT1 26-MF A TSFR1M+125 06/39	—	0.14%	6.40M	$6.4M
217	FNMA 15YR 2.5% 12/36#FS4058	—	0.14%	6.99M	$6.4M
218	FHLG 30YR 5.5% 01/55#SL0002	—	0.14%	6.60M	$6.4M
219	FHLG 30YR 3% 10/51#SD8174	—	0.14%	7.74M	$6.4M
220	PLYM 2026-IND A 4.9% 03/43	—	0.14%	6.36M	$6.3M
221	GNII II 3% 05/51#MA7368	—	0.14%	7.60M	$6.3M
222	FNMA 30YR 6% 01/56#CC1868	—	0.14%	6.36M	$6.3M
223	FHLG 30YR 7% 01/54#SD4982	—	0.14%	6.08M	$6.3M
224	FNMA 30YR 3% 04/47#FP0111	—	0.14%	7.24M	$6.3M
225	FNMA 30YR 6% 05/55#FA4286	—	0.14%	6.32M	$6.3M
226	GNII II 2% 10/50#MA6930	—	0.14%	8.10M	$6.2M
227	FHLG 30YR 6.5% 09/54#SD6620	—	0.14%	6.05M	$6.2M
228	FNMA 30YR 3% 05/52#FS5868	—	0.14%	7.38M	$6.2M
229	WFLF 24-1A A1 5.49% 02/39	—	0.14%	6.10M	$6.1M
230	FNMA 30 YR 6% 08/55 #FA3608	—	0.14%	6.11M	$6.1M
231	FNMA 30YR 3.5% 05/52#FA3152	—	0.13%	7.05M	$6.1M
232	FNMA 30YR 6.5% 01/55#CB9828	—	0.13%	5.93M	$6.1M
233	FHLG 30YR 2% 04/52#SD6932	—	0.13%	7.96M	$6.1M
234	FHLG 30YR 6% 09/54#SD6419	—	0.13%	6.05M	$6.1M
235	FNR 22-53 FG SOFR30A+80 08/52	—	0.13%	6.29M	$6.0M
236	FHLG 30YR 2% 02/51#SD8128	—	0.13%	7.90M	$6.0M
237	FNMA 30YR 6.5% 04/55#FA1994	—	0.13%	5.86M	$6.0M
238	AESOP 22-1A A 3.83% 08/28	—	0.13%	6.00M	$6.0M
239	CROSS 25-H4 A1 VAR 06/70	—	0.13%	5.97M	$5.9M
240	GNII II 2% 09/50#MA6864	—	0.13%	7.66M	$5.9M
241	FNMA 30YR 6.5% 07/55#CC0736	—	0.13%	5.74M	$5.9M
242	FHLG 30YR 6% 05/54#SD7570	—	0.13%	5.85M	$5.8M
243	FHLG 30YR 6% 09/54#SD7574	—	0.13%	5.85M	$5.8M
244	DLLAA 25-1A A3 4.95% 9/29 144A	—	0.13%	5.80M	$5.8M
245	FHLMC FR 6% 03/55 #RJ3645	—	0.13%	5.80M	$5.8M
246	CIM 2025-R1 A1 5% 02/99	—	0.13%	5.84M	$5.7M
247	AFRMT 26-2A A 4.75% 04/35	—	0.13%	5.78M	$5.7M
248	FHR 25-5499 NF SOFR30A+115 02/	—	0.13%	5.70M	$5.7M
249	LIFE 22-A1 TSFR1M+129.52 05/39	—	0.12%	6.10M	$5.6M
250	FNR 2020-54 DA 2% 06/44	—	0.12%	5.97M	$5.6M
251	BX 25-DIME A TSFR1M+115 02/35	—	0.12%	5.62M	$5.6M
252	FHLG 15YR 5% 07/38#SB0894	—	0.12%	5.68M	$5.6M
253	BX 24-XL5 A TSFR1M+139.16 3/41	—	0.12%	5.51M	$5.5M
254	FHLM 30YR 5.5% 07/53#RA9373	—	0.12%	5.68M	$5.5M
255	BRAVO 25-NQM4 A1 STEP 02/65 14	—	0.12%	5.52M	$5.5M
256	TPMT 2017-6 A2 3% 10/57	—	0.12%	5.70M	$5.5M
257	FNMA 30YR 6% 01/01/2056#FA4441	—	0.12%	5.48M	$5.5M
258	FHLG 15YR 6% 09/39#SB1239	—	0.12%	5.39M	$5.4M
259	FNMA 30YR 2.5% 03/52#FA2410	—	0.12%	6.80M	$5.4M
260	FHLG 30YR 2% 06/52#SL5025	—	0.12%	7.14M	$5.4M
261	FNMA 30YR 3% 08/52#FS8710	—	0.12%	6.49M	$5.4M
262	BMARK 2024-V9 A3 5.6019% 08/57	—	0.12%	5.40M	$5.4M
263	FNMA 20YR 1.5% 01/41#MA4231	—	0.12%	6.66M	$5.4M
264	ESA 2025-ESH A VAR 10/42 144A	—	0.12%	5.36M	$5.4M
265	FNA 2025-M4 A2 4.389% 04/35	—	0.12%	5.80M	$5.3M
266	GNMA II 3.5% 09/52#MA8266	—	0.12%	6.19M	$5.3M
267	FNMA 30YR 2.5% 01/51#FM7484	—	0.12%	6.59M	$5.3M
268	FHLG 30YR 3% 08/50#SD0499	—	0.12%	6.33M	$5.3M
269	NYMT 25-CP1 A1 3.75% 11/69	—	0.12%	5.52M	$5.2M
270	FHLG 15YR 4.5% 02/41#RR0061	—	0.11%	5.44M	$5.2M
271	FHLG 30YR 6.5% 06/54#SD5521	—	0.11%	5.05M	$5.2M
272	FNMA 30YR 2.5% 07/49#SD3738	—	0.11%	6.29M	$5.1M
273	FHLG 30YR 5.5% 11/54#QJ8006	—	0.11%	5.30M	$5.1M
274	MSBAM 2017-C34 A4 3.536% 11/52	—	0.11%	5.21M	$5.1M
275	GNMA II 2.5% 10/51#785657	—	0.11%	6.36M	$5.1M
276	FHMS 2025-K547 A2 4.421% 05/30	—	0.11%	5.20M	$5.1M
277	FNMA 30YR 2.5% 04/52#FA2409	—	0.11%	6.34M	$5.1M
278	FHLG 30YR 3% 07/52#SD5726	—	0.11%	6.09M	$5.0M
279	OMFIT 2026-2A A 4.98% 01/38	—	0.11%	5.10M	$5.0M
280	FANNIEMAE 30YR 6% 10/54#BU5135	—	0.11%	5.03M	$5.0M
281	FNMA 30YR 1.5% 04/36#MA4321	—	0.11%	5.79M	$5.0M
282	RCO MT LLC 1 A1 CSTR 03/25/31	—	0.11%	5.07M	$5.0M
283	USTB 4.875% 08/15/45	—	0.11%	5.44M	$4.9M
284	FHMS 2018-K085 A2 4.06% 10/28	—	0.11%	5.00M	$4.9M
285	FNMA 30YR 6% 05/55#CC0404	—	0.11%	4.89M	$4.9M
286	FNMA 30YR 2% 03/51#MA4281	—	0.11%	6.36M	$4.8M
287	FNMA 30YR 6% 11/54#CB9502	—	0.11%	4.81M	$4.8M
288	FNMA 15YR 1.5% 10/36#FA2627	—	0.11%	5.53M	$4.8M
289	FHLG 15YR 2.5% 04/37#SB1889	—	0.11%	5.22M	$4.8M
290	FHLG 15YR 6% 04/40#SB1452	—	0.11%	4.74M	$4.8M
291	FHLG 30YR 6.5% 01/54#SD4623	—	0.11%	4.69M	$4.8M
292	FHR 2021-5148 D 1.75% 10/51	—	0.10%	6.24M	$4.7M
293	FHR 5509 FB SOFR30A+115 02/55	—	0.10%	4.70M	$4.7M
294	FHMS 2025-K546 A2 VAR 05/30	—	0.10%	4.80M	$4.7M
295	FNMA 30YR 2% 04/52#FA5085	—	0.10%	6.07M	$4.7M
296	FNMA 15YR 2.5% 12/31#MA2868	—	0.10%	4.92M	$4.6M
297	FANNIEMAE 30YR 3% 06/52#FA0115	—	0.10%	5.52M	$4.6M
298	EFF 2026-1 A3 4.42% 03/30	—	0.10%	4.70M	$4.6M
299	FNMA 30YR 6% 04/56#CC2392	—	0.10%	4.61M	$4.6M
300	FHR 2022-5196 ME 1.75% 02/52	—	0.10%	5.34M	$4.6M
301	FHMS 2025-K543 A2 VAR 06/30	—	0.10%	4.70M	$4.6M
302	BMARK 21-B25 ASB 2.271% 04/54	—	0.10%	4.87M	$4.5M
303	FNMA 30YR 7% 01/54#FS6966	—	0.10%	4.37M	$4.5M
304	ARIFL 25-B A2 4.59% 03/34 144A	—	0.10%	4.48M	$4.5M
305	BX 24-GPA3 A TSFR1M+149. 12/29	—	0.10%	4.47M	$4.5M
306	SCLP 26-4 A 4.688763% 08/25/35	—	0.10%	4.47M	$4.5M
307	EQS 2024-2M A 5.7% 12/32 144A	—	0.10%	4.54M	$4.5M
308	WESTF 25-B A 5.159% 12/50	—	0.10%	4.58M	$4.4M
309	FNMA 15YR 6% 07/40#FA2309	—	0.10%	4.41M	$4.4M
310	VWMT 26-1A A 4.83% 05/31	—	0.10%	4.50M	$4.4M
311	FNMA 30YR 2% 04/51#MA4305	—	0.10%	5.85M	$4.4M
312	FNMA 30YR 6% 04/56#CC2353	—	0.10%	4.40M	$4.4M
313	TSET 2026-1A A 5.31% 05/52	—	0.10%	4.43M	$4.3M
314	FHR 2014-4383 BD 2% 09/44	—	0.10%	5.09M	$4.3M
315	FNMA 30YR 2% 07/51#FS4654	—	0.10%	5.65M	$4.3M
316	UPGHI 2025-2 A 5% 09/47	—	0.09%	4.32M	$4.3M
317	FHLG 30YR 7% 01/54#RJ0718	—	0.09%	4.11M	$4.3M
318	FANNIEMAE 30YR 2.5% 06/52#FA05	—	0.09%	5.30M	$4.2M
319	FNMA 30YR 7% 11/53#FS6420	—	0.09%	4.06M	$4.2M
320	MFF 2025-1A A 4.66% 01/39	—	0.09%	4.25M	$4.2M
321	FNMA 30YR 3% 11/51#FS9709	—	0.09%	4.97M	$4.2M
322	PRET 2026-RN4 A1 VAR 08/56	—	0.09%	4.22M	$4.2M
323	GNII II 5% 12/54#787773	—	0.09%	4.44M	$4.1M
324	BBCMS 2020-C7 A5 2.037% 04/53	—	0.09%	4.67M	$4.1M
325	FNMA 30YR 2.5% 04/52#FA2411	—	0.09%	5.16M	$4.1M
326	PRPM 25-RCF1 A1 VAR 01/56	—	0.09%	4.24M	$4.1M
327	FHLG 30YR 2% 05/52#SD7328	—	0.09%	5.38M	$4.1M
328	FNMA 15YR 2.5% 6/1/31#AS7347	—	0.09%	4.31M	$4.1M
329	FHLG 30YR 2.5% 04/52#SL0413	—	0.09%	5.11M	$4.1M
330	FHLG 30YR 3.5% 07/48#SD6922	—	0.09%	4.69M	$4.1M
331	FHLG 30YR 3.5% 08/49#SD7503	—	0.09%	4.71M	$4.1M
332	FHLG 30YR 7% 06/54#SD5670	—	0.09%	3.92M	$4.1M
333	BX 2026-LP3 A 5.05% 04/43	—	0.09%	4.07M	$4.1M
334	BX 2024-CNYN A TSFR1M+144 4/29	—	0.09%	4.04M	$4.0M
335	FNMA 30YR 5.5% 10/54#CB9365	—	0.09%	4.20M	$4.0M
336	FHLG 30YR 7% 01/54#SD7218	—	0.09%	3.87M	$4.0M
337	FHLG 30YR 6.5% 01/54#SD4622	—	0.09%	3.93M	$4.0M
338	FHLG 30YR 2% 08/51#SD0698	—	0.09%	5.19M	$4.0M
339	FNMA 30YR 2% 02/52#FS8764	—	0.09%	5.22M	$4.0M
340	USTN 4.125% 02/15/36	—	0.09%	4.33M	$4.0M
341	SCMS 25-BNC1 A2 4.6047% 04/28	—	0.09%	4.02M	$4.0M
342	FANNIEMAE 30YR 2% 11/51#FA0376	—	0.09%	5.19M	$3.9M
343	TPMT 2015-6 B1 CSTR 04/55	—	0.09%	4.10M	$3.9M
344	FNMA 30YR 6% 05/56 #FA6101	—	0.09%	3.93M	$3.9M
345	OMFIT 20-2A A 1.75% 09/35	—	0.09%	3.92M	$3.9M
346	FNMA 30YR 6.5% 12/53#FS6526	—	0.09%	3.79M	$3.9M
347	FHLG 30YR 7% 01/54#SD4983	—	0.08%	3.68M	$3.8M
348	FHMS 2017-K070 A2 3.303% 11/27	—	0.08%	3.85M	$3.8M
349	FNMA 30YR 3.5% 09/52#FA4899	—	0.08%	4.39M	$3.8M
350	FHLG 30YR 2.5% 01/52#SD8189	—	0.08%	4.71M	$3.7M
351	D2NXS M1 XA .916138%/VAR 8/59	—	0.08%	125.92M	$3.7M
352	FNR 25-33 FC SOFR30A+160 08/54	—	0.08%	3.75M	$3.7M
353	FNMA 30YR 2.5% 03/50#MA3964	—	0.08%	4.62M	$3.7M
354	CNSL 26-1A A2 5.764% 03/56	—	0.08%	3.82M	$3.7M
355	FHLG 30YR 2.5% 10/50#SD7525	—	0.08%	4.54M	$3.6M
356	OBX 25-NQM10 A1 STEP 05/56	—	0.08%	3.64M	$3.6M
357	FHLG 30YR 5% 07/52#SD1296	—	0.08%	3.80M	$3.6M
358	FHMS 2018-K074 A2 3.6% 01/28	—	0.08%	3.63M	$3.6M
359	FHLG 30YR 7% 06/54#SD7219	—	0.08%	3.45M	$3.6M
360	FHLG 30YR 3% 10/49#SD8016	—	0.08%	4.29M	$3.6M
361	FNMA 30YR 6% 07/53#FS5067	—	0.08%	3.56M	$3.5M
362	JPMDB 19-COR6 A3 2.7946% 11/52	—	0.08%	3.80M	$3.5M
363	PRPM 2026-RCF2 A1 VAR 3/56	—	0.08%	3.56M	$3.5M
364	FHLG 30YR 6% 12/54#QX0359	—	0.08%	3.52M	$3.5M
365	UMBS 30YR 4.5% 11/56 #TBA	—	0.08%	3.88M	$3.5M
366	FHLG 30YR 5.5% 09/53#SD7565	—	0.08%	3.58M	$3.5M
367	FNMA 30YR 2.5% 01/52#FS8108	—	0.08%	4.36M	$3.5M
368	UMBS 30YR 6% 11/56 #TBA	—	0.08%	3.50M	$3.4M
369	FHR 25-5500 SOFR30A+125 10/54	—	0.07%	3.39M	$3.4M
370	FNMA 30YR 6% 08/55#FA2563	—	0.07%	3.39M	$3.4M
371	FNMA 15YR 1.5% 03/37#FS9361	—	0.07%	3.89M	$3.4M
372	FNMA 30YR 5.5% 10/53#CB7297	—	0.07%	3.46M	$3.4M
373	FNMA 30YR 2.5% 06/51#FM7673	—	0.07%	4.22M	$3.4M
374	FHLG 15YR 2% 10/36#QN7918	—	0.07%	3.77M	$3.4M
375	FHR 22-5254 FG SOFR30A+75 09/5	—	0.07%	3.48M	$3.3M
376	FNMA 15YR 2.5% 05/31#AS7126	—	0.07%	3.50M	$3.3M
377	FNMA 30YR 2.5% 04/52#FS5385	—	0.07%	4.17M	$3.3M
378	FNMA 30YR 2.5% 03/52#FS7149	—	0.07%	4.16M	$3.3M
379	FNMA 30YR 2.5% 12/51#FM9732	—	0.07%	4.16M	$3.3M
380	FNMA 30YR 5.5% 10/54#CB9320	—	0.07%	3.40M	$3.3M
381	MSC 2018-H4 A4 4.31% 12/51	—	0.07%	3.40M	$3.3M
382	FHLMC REMI 30YR 6% 04/55#RJ402	—	0.07%	3.32M	$3.3M
383	GNII II 6% 12/54#MB0093	—	0.07%	3.33M	$3.3M
384	FHLG 30YR 2.5% 04/52#SD5596	—	0.07%	4.10M	$3.3M
385	FHLG 30YR 5.5% 09/54#RJ2412	—	0.07%	3.38M	$3.3M
386	FNMA 30YR 6.5% 08/54#FS8620	—	0.07%	3.18M	$3.3M
387	FNMA 15YR 2.5% 05/31#AS7111	—	0.07%	3.40M	$3.2M
388	FHLG 15YR 6% 07/39#SB1215	—	0.07%	3.18M	$3.2M
389	FNMA 30YR 2% 03/52#FS7234	—	0.07%	4.21M	$3.2M
390	PSA 2026-STOR A 5.669% 8/15/31	—	0.07%	3.27M	$3.2M
391	OPTN 2025-B A 4.88% 05/33 144A	—	0.07%	3.20M	$3.2M
392	FNMA 30YR 6% 02/55#CB9985	—	0.07%	3.19M	$3.2M
393	OBX 26-NQM4 A1FC 02/66	—	0.07%	3.21M	$3.2M
394	FNMA 30YR 3% 08/51#FS2097	—	0.07%	3.81M	$3.2M
395	FNR 25-7 DF SOFR30A+140 09/54	—	0.07%	3.17M	$3.1M
396	FNMA 30YR 2% 05/51#MA4325	—	0.07%	4.15M	$3.1M
397	FNR 2013-41 DA 1.75% 02/43	—	0.07%	3.57M	$3.1M
398	FHLG 30YR 6.5% 07/55#SL2505	—	0.07%	3.05M	$3.1M
399	FNMA 30YR 7% 01/54#FS6771	—	0.07%	3.00M	$3.1M
400	FNMA 15YR 1.5% 11/37#FA3000	—	0.07%	3.58M	$3.1M
401	FHMS 2025-K544 A2 VAR 07/30	—	0.07%	3.20M	$3.1M
402	FHLG 30YR 2% 01/51#SD0700	—	0.07%	4.00M	$3.1M
403	BAR 26-SBP A 4.753% 02/59	—	0.07%	3.15M	$3.1M
404	VCAT 26-NPL2 A1 STEP 02/56	—	0.07%	3.16M	$3.1M
405	REACH 2026-1A B 4.37% 02/33	—	0.07%	3.10M	$3.1M
406	PRET-RPL3 A1 STEP 4.15% 04/65	—	0.07%	3.24M	$3.1M
407	FNMA 30YR 7% 02/54#FS7546	—	0.07%	2.94M	$3.1M
408	MFF 2024-1A A 5.82% 04/37 144A	—	0.07%	3.04M	$3.0M
409	FHR 2021-5181 TA 2.5% 06/48	—	0.07%	3.59M	$3.0M
410	FHLG 30YR 3.5% 06/52#SD2383	—	0.07%	3.52M	$3.0M
411	JPMDB 20-COR7 A4 1.9152% 05/53	—	0.07%	3.40M	$3.0M
412	PRPM 2026-RCF4 A1 STEP 06/56	—	0.07%	3.11M	$3.0M
413	GNII II 5.5% 12/54#787741	—	0.07%	3.13M	$3.0M
414	CIM 21-R3 A1A 1.951% 6/57 1444	—	0.07%	3.26M	$3.0M
415	HGMT 25-HGLR A VAR 02/45	—	0.07%	3.12M	$3.0M
416	FNMA 30YR 4% 11/50#FS7615	—	0.07%	3.34M	$3.0M
417	FNMA 30YR 3% 04/52#CB3233	—	0.07%	3.60M	$3.0M
418	MSC 21-L6 A4 CSTR 2.444% 06/54	—	0.07%	3.44M	$3.0M
419	SHOPS 2026-CSTL A 4%/VAR 5/39	—	0.07%	3.07M	$3.0M
420	GNMA II 5.5% 03/54#787292	—	0.07%	3.04M	$2.9M
421	FNMA 30YR 2.5% 05/52#FS9743	—	0.06%	3.67M	$2.9M
422	FNMA 30YR 3.5% 05/49#MA3663	—	0.06%	3.38M	$2.9M
423	HOMES 26-NQM4 A1FC STEP 6/61	—	0.06%	2.94M	$2.9M
424	SDART 2026-1 A3 4.18% 07/30	—	0.06%	2.92M	$2.9M
425	LCH OIS SOFRV4.0% MAC 12/16/28	—	0.06%	-673.38M	$2.9M
426	VCAT 2026-NPL3 A1 5.774% 05/56	—	0.06%	2.93M	$2.9M
427	GNII II 2% 08/50#MA6818	—	0.06%	3.73M	$2.9M
428	PREF 26-1A A2 4.9% 01/33	—	0.06%	2.90M	$2.9M
429	FNMA 15YR 2.5% 05/31#AS7145	—	0.06%	3.02M	$2.9M
430	GNMA II 2.5% 08/51#785568	—	0.06%	3.56M	$2.9M
431	EQT 26-IND1 A TSFR1M+130 07/41	—	0.06%	2.85M	$2.8M
432	FNMA 15YR 2.5% 05/31#AS7110	—	0.06%	2.99M	$2.8M
433	FNR 2016-39 GD 2% 11/44	—	0.06%	3.12M	$2.8M
434	REACH 25-1A A 4.96% 08/32 144A	—	0.06%	2.82M	$2.8M
435	FHLG 30YR 7% 08/54#SD6166	—	0.06%	2.68M	$2.8M
436	VERUS 26-R2 A1FC 4.989% 10/67	—	0.06%	2.84M	$2.8M
437	FNMA 30YR 2% 04/52#FS7142	—	0.06%	3.64M	$2.8M
438	FNR 2022-12 EA 2.25% 09/46	—	0.06%	3.12M	$2.8M
439	CRVNA 25-P1 B 4.98% 05/31	—	0.06%	2.80M	$2.8M
440	FNMA 30YR 4.5% 10/53#FA4966	—	0.06%	3.00M	$2.7M
441	WOLS 2025-A B 4.68% 05/30 REGS	—	0.06%	2.75M	$2.7M
442	PEAC 26-1A A2 4.49% 10/28	—	0.06%	2.76M	$2.7M
443	FNMA 15YR 2.5% 05/31#AS7140	—	0.06%	2.88M	$2.7M
444	BRAVO 2026-NQM3A1FC 4.92 11/65	—	0.06%	2.77M	$2.7M
445	FHLG 30YR 6% 12/55#SL3475	—	0.06%	2.71M	$2.7M
446	FHLG 30YR 2% 01/52#SD7549	—	0.06%	3.54M	$2.7M
447	GSCM SWAP PAY 4.06 06/21/27	—	0.06%	38.80M	$2.7M
448	FNMA 30YR 6% 07/55#FA3377	—	0.06%	2.71M	$2.7M
449	FNMA 15YR 2% 10/36#BQ6603	—	0.06%	3.02M	$2.7M
450	ARIFL 24-B A3 5.26% 04/33 144A	—	0.06%	2.67M	$2.7M
451	BX 26-XL6 A TSFR1M+130 03/43	—	0.06%	2.68M	$2.7M
452	USTB 4.625% 11/15/55	—	0.06%	3.11M	$2.7M
453	FNMA 15YR 6% 03/39#FS7558	—	0.06%	2.63M	$2.7M
454	FNR 2021-28 NC 1% 05/41	—	0.06%	3.12M	$2.7M
455	FNMA 15YR 2.5% 06/31#AS7325	—	0.06%	2.80M	$2.7M
456	CROSS 26-NQM2 A1FC VAR 03/61 1	—	0.06%	2.71M	$2.6M
457	FNMA 30YR 6.5% 03/55#CC0136	—	0.06%	2.58M	$2.6M
458	FHMS 2018-K086 A2 3.859% 11/28	—	0.06%	2.70M	$2.6M
459	FNR 25-7 AF SOFR30A+140 02/55	—	0.06%	2.64M	$2.6M
460	FHMS 2017-K066 A2 3.117% 06/27	—	0.06%	2.65M	$2.6M
461	GSMS 20-GSA2 A5 2.012% 12/53	—	0.06%	3.02M	$2.6M
462	FNMA 30YR 7% 01/54#CB7812	—	0.06%	2.49M	$2.6M
463	WFLF 2025-3A A1 0% 09/40	—	0.06%	2.62M	$2.6M
464	CFMT 2024-R1 A1 4% 10/54	—	0.06%	2.67M	$2.6M
465	OBX 26-NQM11 A1FC VAR 6/66	—	0.06%	2.61M	$2.6M
466	FNMA 15YR 2.5% 04/31#AS6933	—	0.06%	2.72M	$2.6M
467	FHLG 30YR 3.5% 01/48#ZS4751	—	0.06%	2.97M	$2.6M
468	FNMA 30YR 6.5% 01/53#CB5494	—	0.06%	2.53M	$2.6M
469	CGCMT 2017-P8 A3 3.203% 09/50	—	0.06%	2.60M	$2.6M
470	GALC 25-1 A2 4.52% 10/27 144A	—	0.06%	2.56M	$2.6M
471	OMFIT 2026-1A A 4.98% 07/39	—	0.06%	2.60M	$2.6M
472	GNII II 3% 08/51#MA7535	—	0.06%	3.02M	$2.5M
473	FHMS 2025-K549 A2 VAR 09/30	—	0.06%	2.60M	$2.5M
474	NRZT 25-NQM7 A1FC VAR 10/65	—	0.06%	2.56M	$2.5M
475	FNMA 30YR 7% 09/53#FS5897	—	0.06%	2.43M	$2.5M
476	FNMA 30YR 2% 04/51#FM6834	—	0.06%	3.30M	$2.5M
477	MHP 25-MHIL2 A VAR 09/30 144A	—	0.06%	2.51M	$2.5M
478	FNR 25-7 FE SOFR30A+115 02/55	—	0.06%	2.51M	$2.5M
479	OPTN 2025-C A 4.49% 07/33 144A	—	0.06%	2.51M	$2.5M
480	VERUS 2025-5 A1 VAR 06/70	—	0.06%	2.52M	$2.5M
481	GNII II 5.5% 01/55#787767	—	0.06%	2.58M	$2.5M
482	FNMA 30YR 7% 06/54#FS8247	—	0.06%	2.37M	$2.5M
483	FNMA 15YR 2.5% 6/1/31#AS7346	—	0.05%	2.60M	$2.5M
484	FHLG 30YR 2.5% 02/51#SD7535	—	0.05%	3.07M	$2.5M
485	BANK 2017-BNK8 A3 3.229% 11/50	—	0.05%	2.51M	$2.5M
486	FHLG 30YR 3% 06/52#SD1042	—	0.05%	2.92M	$2.4M
487	OBX 25-NQM19 A1 VAR 10/65	—	0.05%	2.49M	$2.4M
488	FORDF 24-1 A2 SOFR30A+75 04/29	—	0.05%	2.40M	$2.4M
489	DTP 2023-STE2 A CSTR 01/41	—	0.05%	2.42M	$2.4M
490	GNMA II 2.5% 10/51#785667	—	0.05%	2.99M	$2.4M
491	FNMA 30YR 5.5% 08/54#CB8984	—	0.05%	2.45M	$2.4M
492	DRVPNK 26-1A A3 4.23% 08/30	—	0.05%	2.40M	$2.4M
493	VERUS 2026-5 A1FC VAR 05/25/71	—	0.05%	2.40M	$2.4M
494	FNMA 30YR 2% 03/51#FM6624	—	0.05%	3.11M	$2.4M
495	FNMA 30YR 2% 03/52#FS4314	—	0.05%	3.08M	$2.3M
496	DEXT 25-1 A3 4.77% 08/35 144A	—	0.05%	2.34M	$2.3M
497	FNMA 15YR 2.5% 5/1/31#BC8289	—	0.05%	2.45M	$2.3M
498	FNMA 30YR 2% 03/52#FS3863	—	0.05%	3.05M	$2.3M
499	FNMA 15YR 1.5% 04/36#MA4302	—	0.05%	2.69M	$2.3M
500	ARES1 26-RTL A VAR 08/43	—	0.05%	2.34M	$2.3M
501	FNR 25-7 FB SOFR30A+120 02/55	—	0.05%	2.31M	$2.3M
502	BHG 25-1CON A 4.82% 04/36 144A	—	0.05%	2.36M	$2.3M
503	FNMA 30YR 2.5% 03/52#CB3109	—	0.05%	2.88M	$2.3M
504	FNR 24-93 FG SOFR30A+110 12/54	—	0.05%	2.31M	$2.3M
505	FHLG 30YR 3.5% 07/49#SD7502	—	0.05%	2.63M	$2.3M
506	CGCMT 2019-C7 A4 3.102% 12/72	—	0.05%	2.45M	$2.3M
507	FANNIEMAE 30YR 6.5% 07/54#FA00	—	0.05%	2.21M	$2.3M
508	FNMA 30YR 3.5% 06/52#CB3837	—	0.05%	2.60M	$2.2M
509	FHLG 30YR 7% 01/54#SD4777	—	0.05%	2.15M	$2.2M
510	GNMA II 2.5% 10/51#785663	—	0.05%	2.78M	$2.2M
511	FNMA 30YR 3.5% 05/52#CB3588	—	0.05%	2.58M	$2.2M
512	LBA 2026-LBA6 A SFR1M+120 7/43	—	0.05%	2.21M	$2.2M
513	FNR 25-4 FH SOFR30A+120 09/54	—	0.05%	2.22M	$2.2M
514	GNMA II 3.5% 10/52#MA8345	—	0.05%	2.57M	$2.2M
515	FHMS 2018-K083 A2 4.05% 09/28	—	0.05%	2.20M	$2.2M
516	FHR 22-5255 FA SOFR30A+70 09/5	—	0.05%	2.21M	$2.1M
517	FHLG 30YR 6% 12/52#RA8306	—	0.05%	2.15M	$2.1M
518	FHLG 30YR 2.5% 08/50#SD7523	—	0.05%	2.67M	$2.1M
519	FNR 2022-18 DL 3.25% 07/46	—	0.05%	2.32M	$2.1M
520	GNII II 3% 07/51#MA7473	—	0.05%	2.54M	$2.1M
521	FNMA 30YR 6% 04/56#CC2391	—	0.05%	2.12M	$2.1M
522	USTB 4.625% 11/15/45	—	0.05%	2.39M	$2.1M
523	BX 26-LBTY A TSFR1M+130 08/31	—	0.05%	2.10M	$2.1M
524	FNMA 30YR 2% 03/52#FS9368	—	0.05%	2.74M	$2.1M
525	TPMT 18-1 A2 3.25% 01/58	—	0.05%	2.13M	$2.1M
526	FHR 2012-4116 AP 1.35% 08/42	—	0.05%	2.43M	$2.1M
527	GMCAR 2024-1 A3 4.85% 12/28	—	0.05%	2.08M	$2.1M
528	FNMA 30YR 2% 05/51#CB0489	—	0.05%	2.70M	$2.1M
529	FNMA 30YR 2% 11/51#CB2138	—	0.05%	2.70M	$2.1M
530	WESTF 25-A A 5.582% 06/50 144A	—	0.05%	2.11M	$2.1M
531	FNMA 30YR 3.5% 07/52#FS5486	—	0.05%	2.40M	$2.1M
532	FNMA 30YR 7% 01/54#FS6965	—	0.05%	1.98M	$2.1M
533	DEFT 26-2A A2 5.2% 09/32	—	0.05%	2.05M	$2.0M
534	WFCM GRP B TSFR1M+229.06 10/41	—	0.05%	2.06M	$2.0M
535	FHR 22-5250 FA SOFR30A+67 8/52	—	0.05%	2.08M	$2.0M
536	FNMA 30YR 2.5% 03/52#FS0880	—	0.05%	2.55M	$2.0M
537	FHLG 30YR 7% 02/54#SD5671	—	0.04%	1.95M	$2.0M
538	FNMA 30YR 7% 09/54#CB9174	—	0.04%	1.94M	$2.0M
539	FNMA 30YR 2.5% 03/52#FS5420	—	0.04%	2.51M	$2.0M
540	FHLG 30YR 7% 09/54#SD6996	—	0.04%	1.94M	$2.0M
541	D2NXS 2026-M1 A2 5.3155% 08/59	—	0.04%	2.06M	$2.0M
542	GFORT 25-1A B 4.79% 03/29 144A	—	0.04%	2.00M	$2.0M
543	FNMA 30YR 7% 12/53#CB7656	—	0.04%	1.91M	$2.0M
544	FNMA 30YR 7% 02/54#FS6962	—	0.04%	1.92M	$2.0M
545	FHLG 30YR 2.5% 09/51#SD2991	—	0.04%	2.47M	$2.0M
546	JPMMT 25-NQM2 A1 VAR 09/65	—	0.04%	1.98M	$2.0M
547	FNMA 30YR 2.5% 04/52#FS8930	—	0.04%	2.43M	$2.0M
548	FNMA 30YR 3.5% 06/49#FM4216	—	0.04%	2.24M	$1.9M
549	VERUS 26-R3 A1FC 5.374% 02/68	—	0.04%	1.96M	$1.9M
550	CSTL 26-GATE3 A 4.7579% 02/43	—	0.04%	2.00M	$1.9M
551	JPSW SWAP PAY 3.40 04/17/28	—	0.04%	133.54M	$1.9M
552	FHR 2022-5188 GA 2% 01/52	—	0.04%	2.15M	$1.9M
553	VFET 25-1A A2 4.41% 11/27 144A	—	0.04%	1.88M	$1.9M
554	GNMA II 2.5% 06/51#785565	—	0.04%	2.34M	$1.9M
555	FNMA 30YR 2% 04/51#CB0148	—	0.04%	2.43M	$1.9M
556	FHLG 30YR 2% 05/51#SD8146	—	0.04%	2.47M	$1.9M
557	CMXS 2026-A A2A 4.37% 12/29	—	0.04%	1.88M	$1.9M
558	DBJPM 20-C9 A4 1.644% 08/53	—	0.04%	2.10M	$1.9M
559	BHG 2026-1CON A 4.89% 06/36	—	0.04%	1.91M	$1.9M
560	FNMA 30YR 2.5% 01/52#CB2629	—	0.04%	2.34M	$1.9M
561	FNMA 30YR 6% 11/54#CB9501	—	0.04%	1.83M	$1.8M
562	FNMA 30YR 2% 02/52#CB2838	—	0.04%	2.39M	$1.8M
563	FNMA 30YR 7% 12/53#FS6922	—	0.04%	1.76M	$1.8M
564	SCLP 2025-1 A 4.8% 02/34 144A	—	0.04%	1.81M	$1.8M
565	FHR 25-5499 WF SOFR30A+120 02/	—	0.04%	1.84M	$1.8M
566	GSKY 25-3A A3 4.52% 12/60	—	0.04%	1.84M	$1.8M
567	JPSW SWAP PAY 3.94 03/21/30	—	0.04%	33.20M	$1.8M
568	FHLG 30YR 2% 11/50#SD7528	—	0.04%	2.33M	$1.8M
569	BMARK 2018-B4 ASB 4.059% 07/51	—	0.04%	1.80M	$1.8M
570	GNMA II 2.5% 12/51#785821	—	0.04%	2.22M	$1.8M
571	RKTL 26-3A A 4.82% 08/35	—	0.04%	1.78M	$1.8M
572	FNR 2022-20 IO 4.5% 04/48	—	0.04%	9.74M	$1.8M
573	SCLP 2026- 4.81% 12/35	—	0.04%	1.80M	$1.8M
574	FHLG 30YR 7% 08/54#SD6167	—	0.04%	1.70M	$1.8M
575	FHR 24-5459 FD SOFR30A+100 10/	—	0.04%	1.79M	$1.8M
576	FNMA 20YR 2% 08/42#FS8799	—	0.04%	2.13M	$1.8M
577	DBJPM 2020-C9 A5 1.926% 08/53	—	0.04%	2.00M	$1.8M
578	GNII II 5.5% 12/54#MB0092	—	0.04%	1.81M	$1.7M
579	FNR 24-100 EF SOFR30A+120 06/5	—	0.04%	1.74M	$1.7M
580	FNMA 30YR 6.5% 12/53#FS6525	—	0.04%	1.68M	$1.7M
581	FNMA 30YR 3% 02/52#FS0898	—	0.04%	2.07M	$1.7M
582	VERUS 26-26-7 A1FC 5.80% 09/71	—	0.04%	1.70M	$1.7M
583	FHLG 30YR 6.5% 12/53#SD4621	—	0.04%	1.65M	$1.7M
584	GNII II 3% 06/51#MA7419	—	0.04%	2.01M	$1.7M
585	PLYM IND B TSFR1M+155 3/43	—	0.04%	1.68M	$1.7M
586	FHR 2022-5209 EA 3% 08/50	—	0.04%	1.91M	$1.7M
587	FHR 2022-5209 EJ 3% 08/50	—	0.04%	1.91M	$1.7M
588	FHLG 30YR 3.5% 04/52#RA7127	—	0.04%	1.93M	$1.7M
589	FNMA 30YR 7% 01/54#FS6964	—	0.04%	1.59M	$1.7M
590	FNMA 30YR 2.5% 02/52#FS8908	—	0.04%	2.05M	$1.6M
591	SCLP 2025-2 A 4.82% 06/34 144A	—	0.04%	1.64M	$1.6M
592	PRPM 25-RCF3 A1 VAR 07/55	—	0.04%	1.65M	$1.6M
593	CRVNA 2026-P3 A3 4.88% 08/31	—	0.04%	1.65M	$1.6M
594	FNMA 30YR 2.5% 07/50#FM3742	—	0.04%	2.03M	$1.6M
595	FNMA 30YR 5% 06/52#CB3881	—	0.04%	1.68M	$1.6M
596	INT 2 25-PLAZA A VAR 11/37	—	0.04%	1.64M	$1.6M
597	UBSCM 19-C18 A4 3.0352% 12/52	—	0.03%	1.70M	$1.6M
598	FHLM 30YR 6.5% 02/55#RJ3572	—	0.03%	1.53M	$1.6M
599	FNMA 30YR 2% 06/51#CB0821	—	0.03%	2.03M	$1.6M
600	FHLG 30YR 3.5% 03/48#G67710	—	0.03%	1.76M	$1.5M
601	FHLG 30YR 3.5% 11/51#SL3220	—	0.03%	1.77M	$1.5M
602	FHLG 15YR 6% 04/39#SB1117	—	0.03%	1.50M	$1.5M
603	WHEELS 26-2A A2A 5.42% 10/39	—	0.03%	1.50M	$1.5M
604	FNMA 30YR 2% 02/51#CA8931	—	0.03%	1.95M	$1.5M
605	GNII II 2.5% 06/51#MA7418	—	0.03%	1.86M	$1.5M
606	MSRM 26-NQM3 A1FC VAR 03/71	—	0.03%	1.52M	$1.5M
607	ARES1 GCP A TSFR1M+135 02/43	—	0.03%	1.49M	$1.5M
608	FHLG 15YR 5% 04/41#SB1872	—	0.03%	1.53M	$1.5M
609	FNMA 30YR 2.5% 03/52#FS9729	—	0.03%	1.83M	$1.5M
610	US ULTRA BO CBT FUT DEC26 WNZ6	—	0.03%	-41.80M	$1.5M
611	HILT 2016-HHV B CSTR 11/38	—	0.03%	1.46M	$1.5M
612	OLIT 2024-HB2 A 5% 08/37	—	0.03%	1.44M	$1.4M
613	MSRM 2025-NQM3 VAR 05/70	—	0.03%	1.45M	$1.4M
614	FNMA 30YR 2% 10/51#CB1890	—	0.03%	1.86M	$1.4M
615	CMXS 2025-A A3 4.77% 09/29	—	0.03%	1.43M	$1.4M
616	FNMA 30YR 3% 03/48#FS8330	—	0.03%	1.68M	$1.4M
617	FHLG 30YR 4% 02/53#SD7561	—	0.03%	1.58M	$1.4M
618	JPSW SWAP PAY 3.96 01/26/27	—	0.03%	19.70M	$1.4M
619	FNMA 30YR 3.5% 11/48#FS6649	—	0.03%	1.60M	$1.4M
620	CITI SWAP PAY 3.47 04/08/27	—	0.03%	56.20M	$1.4M
621	FNMA 30YR 4% 09/52#CB4669	—	0.03%	1.55M	$1.4M
622	FNMA 30YR 3% 02/52#FS3884	—	0.03%	1.68M	$1.4M
623	FNMA 30YR 6.5% 02/54#FS7160	—	0.03%	1.35M	$1.4M
624	OLIT 2026-HB2 A VAR 05/39 144A	—	0.03%	1.40M	$1.4M
625	FNMA 30YR 2% 03/51#FM6550	—	0.03%	1.77M	$1.4M
626	FNMA 20YR 2% 02/42#MA4540	—	0.03%	1.63M	$1.3M
627	FHLM 30YR 6.5% 01/55#RJ3341	—	0.03%	1.31M	$1.3M
628	FNMA 30YR 2% 07/51#CB1011	—	0.03%	1.75M	$1.3M
629	FNMA 30YR 2.5% 03/50#FM2629	—	0.03%	1.67M	$1.3M
630	DLLMT 26-1A A3 4.44% 12/29	—	0.03%	1.35M	$1.3M
631	FNMA 30YR 2.5% 04/52#FS7948	—	0.03%	1.66M	$1.3M
632	FNA 2023-M8 A2 VAR 03/33	—	0.03%	1.40M	$1.3M
633	GNII II 5% 11/54#MB0025	—	0.03%	1.41M	$1.3M
634	3650R 21-PF1 ASB 2.372% 11/54	—	0.03%	1.40M	$1.3M
635	FNMA 30YR 2% 03/52#FS7871	—	0.03%	1.70M	$1.3M
636	PRPM 24-RPL1 A1 4.2% 12/64	—	0.03%	1.33M	$1.3M
637	FHLG 30YR 3.5% 07/52#SL4488	—	0.03%	1.49M	$1.3M
638	UPST 26-3 A2 4.77% 07/36	—	0.03%	1.28M	$1.3M
639	FHLG 30YR 5% 03/54#SL3872	—	0.03%	1.36M	$1.3M
640	FHLG 15YR 2% 08/36#RC2193	—	0.03%	1.43M	$1.3M
641	FNMA 30YR 7% 10/53#CB7313	—	0.03%	1.22M	$1.3M
642	BMARK 2018-B6 A3 3.995% 11/51	—	0.03%	1.30M	$1.3M
643	FHR 2020-5059 GA 1% 01/51	—	0.03%	1.71M	$1.2M
644	SPG 2026-PGM A CSTR 10/43	—	0.03%	1.21M	$1.2M
645	FNMA 30YR 2% 02/51#CA9270	—	0.03%	1.57M	$1.2M
646	WFCM 2025-VTT A VAR 03/38	—	0.03%	1.23M	$1.2M
647	GNMA II 2.5% 12/51#785789	—	0.03%	1.51M	$1.2M
648	FNMA 30YR 3.5% 09/50#CA7061	—	0.03%	1.39M	$1.2M
649	EVGRN 25-CR B 5.24% 5/29 144A	—	0.03%	1.20M	$1.2M
650	BLP 24-IND2 A TSFR1M+139. 3/41	—	0.03%	1.20M	$1.2M
651	WFCM 2021-C60 XB VAR 08/54	—	0.03%	25.75M	$1.2M
652	FNR 2022-9 DJ 3.25% 03/49	—	0.03%	1.34M	$1.2M
653	RKTL 2026-1A B 4.7% 02/35	—	0.03%	1.20M	$1.2M
654	EART 2025-2A A3 4.74% 01/29	—	0.03%	1.18M	$1.2M
655	PRPM 24-RCF6 A1 VAR 10/54	—	0.03%	1.21M	$1.2M
656	FNMA 30YR 2.5% 10/51#FM9068	—	0.03%	1.45M	$1.2M
657	UPGHI 2026-1 A 5.24% 02/48	—	0.03%	1.17M	$1.2M
658	FHR 23-5354 FC SF30A+145 10/53	—	0.02%	1.11M	$1.1M
659	FNR 24-41 FB SOFR30A+153 07/54	—	0.02%	1.11M	$1.1M
660	ARIFL 2025-A B 4.7% 01/34	—	0.02%	1.10M	$1.1M
661	HAROT 2024-1 A3 5.21% 08/28	—	0.02%	1.08M	$1.1M
662	GNMA II 2.5% 11/51#785762	—	0.02%	1.34M	$1.1M
663	FNMA 30YR 2% 01/52#CB2599	—	0.02%	1.38M	$1.1M
664	FNMA 30YR 4% 11/51#CB2189	—	0.02%	1.18M	$1.1M
665	FNMA 30YR 7% 12/53#SD4486	—	0.02%	1.01M	$1.0M
666	FNA 2023-M1S A2 VAR 04/33	—	0.02%	1.10M	$1.0M
667	FNMA 30YR 7% 09/54#CB9172	—	0.02%	994.45K	$1.0M
668	FHMS 2019-K087 A2 3.771% 12/28	—	0.02%	1.06M	$1.0M
669	BX 2025-TAIL A VAR 06/35	—	0.02%	1.03M	$1.0M
670	WFCM 2025-5C4 XB CSTR 05/58	—	0.02%	57.04M	$1.0M
671	FNMA 30YR 5% 08/52#BW6305	—	0.02%	1.08M	$1.0M
672	FHLG 30YR 2% 12/51#SD0785	—	0.02%	1.33M	$1.0M
673	REACH 25-2A A 4.93% 08/32 144A	—	0.02%	1.02M	$1.0M
674	GNII II 3% 03/50#MA6541	—	0.02%	1.21M	$1.0M
675	BMO 24-5C5 A3 5.8574% 2/15/57	—	0.02%	1.00M	$1.0M
676	TCO DPM B TSFR1M+179.21 12/29	—	0.02%	1.00M	$998.1K
677	FNMA 30YR 6.5% 05/54#FS7963	—	0.02%	978.65K	$997.3K
678	CCG 2025-1 B 4.69% 10/32 144A	—	0.02%	1.00M	$989.2K
679	FNMA 30YR 2% 04/51#BR6516	—	0.02%	1.28M	$984.0K
680	OPTN 2026-A A 4.32% 01/34	—	0.02%	985.00K	$969.1K
681	FHLG 30YR 7% 11/53#QH4141	—	0.02%	932.57K	$969.1K
682	FHLG 15YR 2.5% 12/35#SB0760	—	0.02%	1.06M	$967.6K
683	ESA 25-ESH B TSFR1M+160 10/42	—	0.02%	950.97K	$950.7K
684	BMARK 2018-B8 A5 4.2317% 01/52	—	0.02%	970.00K	$940.2K
685	JPMDB 20-COR7 A5 2.1798% 05/53	—	0.02%	1.10M	$933.6K
686	EART 2026-1A A3 4.03% 03/30	—	0.02%	930.00K	$925.3K
687	FNMA 30YR 2.5% 02/51#FM8768	—	0.02%	1.16M	$924.4K
688	ARIFL 24-A A2 5.3% 11/32 144A	—	0.02%	918.90K	$920.0K
689	FANNIEMAE 30YR 2% 02/52#FA0353	—	0.02%	1.20M	$918.4K
690	GNMA II 2% 10/52#MA9958	—	0.02%	1.19M	$916.6K
691	FHLG 30YR 2% 07/51#SD0716	—	0.02%	1.19M	$913.8K
692	FHLG 15YR 6% 09/39#SB1399	—	0.02%	902.76K	$911.7K
693	PRPM 25-RCF5 A1 VAR 10/55	—	0.02%	918.06K	$908.1K
694	FHLG 30YR 2% 07/50#RA3167	—	0.02%	1.16M	$891.7K
695	BANK5 2026-5YR21 AS 5.76% 4/59	—	0.02%	900.00K	$891.3K
696	BX 25-25-ROIC C TSFR1M+169 03/	—	0.02%	884.91K	$881.6K
697	BANK5 2025-5YR14 XA CSTR 04/58	—	0.02%	29.73M	$880.2K
698	FNA 2018-M13 A2 CSTR 09/30	—	0.02%	913.29K	$867.1K
699	ESA 26-ESH B TSFR1M+155 02/43	—	0.02%	861.03K	$860.2K
700	FHR 22-5237 FP SOFR30A+55 07/5	—	0.02%	884.20K	$857.9K
701	FNMA 30YR 7% 12/53#DA5759	—	0.02%	826.71K	$855.1K
702	FNMA 15YR 2% 07/36#FM7881	—	0.02%	948.64K	$849.1K
703	WFCM 2019-C50 ASB 3.635% 05/52	—	0.02%	858.16K	$845.8K
704	BBCMS 25-5C38 XB VAR 11/58	—	0.02%	24.90M	$839.1K
705	MSC 2024-NSTB A VAR 07/32	—	0.02%	853.54K	$836.9K
706	FHLG 30YR 3.5% 04/50#SL4949	—	0.02%	958.99K	$835.3K
707	BMO 2025-5C11 XB CSTR 07/58	—	0.02%	39.40M	$826.0K
708	FNMA 30YR 2% 12/50#MA4208	—	0.02%	1.08M	$815.6K
709	RKTL 2026-3A B 5.38% 8/35	—	0.02%	820.00K	$812.5K
710	BMWOT 2024-A A3 5.18% 02/29	—	0.02%	806.15K	$808.1K
711	FHLG 30YR 3.5% 02/52#SD0865	—	0.02%	944.24K	$807.0K
712	FNMA 30YR 4% 09/51#CB1703	—	0.02%	902.93K	$806.1K
713	FHLG 30YR 5% 04/53#RA8694	—	0.02%	852.66K	$804.6K
714	FHLG 30YR 5.5% 10/54#SD8469	—	0.02%	833.81K	$802.7K
715	FNMA 30YR 2% 03/52#FS9607	—	0.02%	1.05M	$801.4K
716	FNMA 30YR 2% 12/50#FM5027	—	0.02%	1.04M	$798.1K
717	REACH 26-2A B 4.8% 02/35	—	0.02%	800.00K	$795.0K
718	FNMA 30YR 2% 05/51#CB0564	—	0.02%	1.03M	$792.7K
719	FNMA 30YR 5% 11/54#DC4986	—	0.02%	843.64K	$787.5K
720	BANK5 2025-5YR14 XB CSTR 04/58	—	0.02%	74.20M	$783.0K
721	FNMA 30YR 5.5% 07/54#FS8456	—	0.02%	807.47K	$781.1K
722	FNMA 30YR 4% 01/52#CB2695	—	0.02%	873.72K	$779.7K
723	FNMA 30YR 2% 02/51#FM5970	—	0.02%	1.01M	$776.8K
724	OLIT 2026-HB3 A 3% 06/25/39	—	0.02%	794.33K	$776.0K
725	FHLMC 30YR 6.5% 03/55#RJ3704	—	0.02%	759.03K	$773.3K
726	FNR 2020-55 A 2% 05/43	—	0.02%	843.40K	$772.3K
727	FNMA 30YR 2.5% 11/51#CB2276	—	0.02%	970.31K	$768.6K
728	FNMA 30YR 6% 10/54#CB9336	—	0.02%	755.21K	$754.4K
729	FNMA 30YR 7% 09/54#CB9173	—	0.02%	719.01K	$749.6K
730	FNMA 30YR 6% 11/54#CB9500	—	0.02%	749.89K	$749.5K
731	FNMA 30YR 2.5% 04/52#FS8772	—	0.02%	937.03K	$745.2K
732	FNMA 30YR 2.5% 10/51#FM8864	—	0.02%	917.44K	$733.9K
733	FNMA 30YR 2% 03/51#FM6184	—	0.02%	951.83K	$731.7K
734	FHLG 30YR 6.5% 04/54#SD5901	—	0.02%	717.48K	$731.2K
735	WFCM 2025-5C4 XA VAR 05/58	—	0.02%	21.29M	$728.9K
736	EART 2026-4A A2 4.63% 12/28	—	0.02%	725.00K	$724.0K
737	FNMA 30YR 6.5% 07/53#BY5321	—	0.02%	709.88K	$723.2K
738	BMARK 2019-B10 A4 3.717% 03/62	—	0.02%	750.00K	$717.8K
739	FNMA 15YR 1.5% 12/36#FS9575	—	0.02%	810.18K	$705.0K
740	DEFT 26-2A A3 5.51% 09/32	—	0.02%	705.00K	$704.9K
741	FHLG 30YR 2% 02/52#SD2298	—	0.02%	919.24K	$704.1K
742	CMXS 2026-A A3 3.99% 05/32	—	0.02%	715.00K	$702.6K
743	FNMA 30YR 6% 09/54#CB9149	—	0.02%	702.12K	$702.0K
744	FNMA 30YR 2% 04/51#FM6983	—	0.02%	906.66K	$697.3K
745	FHLMC 30YR 6.5% 03/55#RJ3703	—	0.02%	675.13K	$689.3K
746	BX 24-MDHS A 6.8415% 05/41	—	0.01%	667.74K	$667.7K
747	JDOT 25-A A2A 4.23% 03/28 REGS	—	0.01%	664.26K	$664.3K
748	DEXT 25-2 A2 4.28% 04/28	—	0.01%	663.47K	$661.8K
749	FNMA 30YR 5.5% 09/54#CB9209	—	0.01%	683.40K	$658.7K
750	FHLG 30YR 2% 05/51#SD7541	—	0.01%	858.74K	$658.5K
751	FNR 2022-35 CK 4% 03/47	—	0.01%	692.41K	$653.8K
752	FHR 2020-4954 KE 1.5% 02/50	—	0.01%	861.59K	$652.9K
753	FNMA 30YR 2% 03/52#CB3100	—	0.01%	847.47K	$649.6K
754	HPEFS 24-2 5.36% 10/20/31 144A	—	0.01%	644.19K	$644.6K
755	FHLM 30YR 6% 11/54#RJ2748	—	0.01%	645.16K	$642.8K
756	FHLG 30YR 6% 10/54#RJ2642	—	0.01%	642.88K	$642.2K
757	DLLAD 23-1A A3 4.79% 01/28	—	0.01%	641.47K	$642.1K
758	RCO 2025-3 A1 VAR 05/30	—	0.01%	636.37K	$638.0K
759	FNMA 30YR 5% 07/53#FS5275	—	0.01%	676.83K	$636.1K
760	FNMA 30YR 4% 12/51#CB2460	—	0.01%	711.43K	$634.9K
761	FHR 2020-4994 TA 2% 01/44	—	0.01%	666.51K	$630.1K
762	FHLG 30YR 2% 05/51#BR1005	—	0.01%	816.93K	$628.3K
763	BX 2025-ROIC B TSFR1M+149 3/30	—	0.01%	627.53K	$625.2K
764	MTLRF 2026-1A A3 4.89% 11/30	—	0.01%	625.00K	$614.0K
765	FNMA 30YR 2% 11/46#CB2127	—	0.01%	800.86K	$612.6K
766	FNMA 30YR 5% 05/55#FA1801	—	0.01%	648.03K	$608.7K
767	PEAC 26-1A A3 4.65% 07/33	—	0.01%	620.00K	$607.4K
768	HAVN 25-MOB A TSFR1M+175 10/27	—	0.01%	605.00K	$603.1K
769	FHLM 30YR 6.5% 11/54#RJ2828	—	0.01%	583.35K	$597.3K
770	FNMA 30YR 2% 10/50#FM4630	—	0.01%	775.22K	$597.1K
771	FNMA 30YR 2% 10/50#MA4158	—	0.01%	787.11K	$597.0K
772	UPXHI 25-1 B 6.22% 01/47	—	0.01%	600.00K	$589.8K
773	FNMA 30YR 2% 03/52#FS7822	—	0.01%	764.59K	$585.9K
774	FHLG 30YR 2% 10/50#SD8098	—	0.01%	767.85K	$582.4K
775	FNMA 30YR 2.5% 11/51#FS9599	—	0.01%	714.49K	$574.7K
776	BOAM SWAP PAY 3.94 06/29/27	—	0.01%	63.20M	$573.2K
777	DEFT 24-1 A3 5.39% 03/30 144A	—	0.01%	572.38K	$573.2K
778	FNMA 30YR 4% 02/52#CB2924	—	0.01%	641.96K	$572.9K
779	UMPT 26-ST4 A 4.59% 10/35	—	0.01%	562.00K	$560.4K
780	BMARK 25-V16 XD VAR 08/57	—	0.01%	9.70M	$559.9K
781	BBCMS 22-C14 ASB 2.901% 02/55	—	0.01%	600.00K	$559.1K
782	FHLG 30YR 2.5% 12/50#RA4142	—	0.01%	684.63K	$550.7K
783	CMXS 2026-C A2 4.81% 06/30	—	0.01%	550.00K	$550.0K
784	BMARK 25-V16 XB VAR 08/57	—	0.01%	45.40M	$549.7K
785	FNMA 30YR 7% 12/53#DA5755	—	0.01%	525.49K	$543.6K
786	FNMA 30YR 2% 03/52#FS8336	—	0.01%	693.67K	$525.2K
787	FHLG 30YR 2% 05/51#QC2057	—	0.01%	639.56K	$491.9K
788	WFCM 24-GRP A TSFR1M+179 10/41	—	0.01%	496.12K	$491.4K
789	CMXS 2026-C A3 5.19% 07/15/31	—	0.01%	490.00K	$489.6K
790	FNMA 30YR 5% 09/52#CB4765	—	0.01%	522.20K	$489.3K
791	GMREV 2025-1 B 4.8% 12/37 144A	—	0.01%	500.00K	$488.5K
792	FNMA 30YR 7% 12/53#DA5761	—	0.01%	470.49K	$487.2K
793	FNMA 30YR 5% 06/52#FS2248	—	0.01%	509.72K	$482.2K
794	USTN 4.25% 03/31/33	—	0.01%	500.00K	$477.0K
795	FNMA 30YR 3.5% 11/48#FS5059	—	0.01%	532.89K	$468.8K
796	OLIT 25-HB2 A VAR 11/25/38	—	0.01%	474.93K	$463.2K
797	BX 21-ACNT A TSFR1M+96 11/26	—	0.01%	459.05K	$458.9K
798	FHLG 30YR 7% 12/53#QH7568	—	0.01%	441.85K	$457.0K
799	MSCS SWAP CZ030007 12/17/57 B	—	0.01%	2.20M	$440.6K
800	MSC 19-NU TSFR1M+106 4 12/21 1	—	0.01%	700.00K	$435.7K
801	RCKTL 2025-2A A 4.48% 11/34	—	0.01%	433.31K	$433.2K
802	FNMA 30YR 2% 01/51#FM5544	—	0.01%	559.72K	$430.8K
803	FHLG 30YR 2% 06/52#SD4958	—	0.01%	566.54K	$428.3K
804	FNA 2021-M2S A2 VAR 10/31	—	0.01%	500.00K	$426.9K
805	PEAC 25-1A A2 4.94% 10/28 144A	—	0.01%	425.20K	$425.5K
806	FHLG 30YR 5% 09/52#SD1631	—	0.01%	450.32K	$423.9K
807	SBLOFI SWAP CY885802 12/15/56	—	0.01%	2.15M	$420.3K
808	FNMA 30YR 2% 04/51#FM6945	—	0.01%	540.11K	$415.7K
809	FNR 2020-63 DA 2% 09/45	—	0.01%	439.41K	$398.1K
810	FNMA 30YR 6.5% 06/55#DE1640	—	0.01%	387.01K	$395.2K
811	GSMS 2018-GS10 A5 4.155% 07/51	—	0.01%	400.00K	$392.6K
812	FHLG 30YR 3.5% 01/48#ZT2430	—	0.01%	449.40K	$391.0K
813	CITI SWAP PAY 4.01 12/20/29	—	0.01%	7.40M	$382.4K
814	FNMA 15YR 4.5% 02/41#MA5977	—	0.01%	396.07K	$376.6K
815	FNMA 30YR 2% 03/52#FS9872	—	0.01%	491.85K	$376.4K
816	GSCOFI SWAP CZ030008 12/17/57	—	0.01%	2.90M	$374.3K
817	FNMA 30YR 2% 08/50#BQ0233	—	0.01%	487.47K	$370.2K
818	FHLG 30YR 2% 09/50#QB3577	—	0.01%	483.84K	$367.0K
819	FHLG 30YR 6% 04/54#SD5219	—	0.01%	368.65K	$365.9K
820	FNR 2021-77 CH 1.5% 08/50	—	0.01%	461.20K	$362.2K
821	FHLG 30YR 7% 11/55#RJ5266	—	0.01%	338.49K	$353.0K
822	FHLG 30YR 2% 04/51#SD8140	—	0.01%	465.98K	$352.8K
823	FNR 23-56 FC SOFR30A+150 11/53	—	0.01%	349.58K	$352.8K
824	FHLG 30YR 7% 12/53#QH7580	—	0.01%	340.01K	$351.7K
825	FHLG 30YR 2% 08/51#SD2230	—	0.01%	458.01K	$347.4K
826	FNMA 30YR 6.5% 02/55#DD0441	—	0.01%	338.37K	$345.4K
827	BANK 2017-BNK5 A4 3.131% 06/60	—	0.01%	345.69K	$342.6K
828	JPSW SWAP PAY 3.99 06/08/28	—	0.01%	33.60M	$339.0K
829	FNMA 30YR 2% 03/51#FM6270	—	0.01%	441.07K	$337.1K
830	FNMA 30YR 2% 02/51#FM6018	—	0.01%	433.22K	$333.4K
831	BANK 17 BNK7 ASB 3.265% 09/60	—	0.01%	332.91K	$331.2K
832	FNMA 30YR 6.5% 09/54#DB9458	—	0.01%	325.38K	$330.7K
833	FHLG 30YR 2% 09/50#RA3524	—	0.01%	431.86K	$330.4K
834	FHLG 15YR 1.5% 11/35#QN4212	—	0.01%	368.35K	$320.1K
835	MBALT 2024-B A3 4.89% 02/28	—	0.01%	312.31K	$312.1K
836	FHLG 30YR 2% 07/50#RA2958	—	0.01%	402.50K	$308.3K
837	FNMA 30YR 2% 02/52#FS5131	—	0.01%	406.44K	$307.7K
838	VALET 2023-2 A3 5.48% 12/28	—	0.01%	303.80K	$305.2K
839	FNMA 30YR 2% 09/51#FS5803	—	0.01%	402.14K	$304.0K
840	ESART 2025-2 A3 4.43% 08/30	—	0.01%	305.00K	$303.8K
841	FHLG 30YR 7% 11/55#RJ5265	—	0.01%	289.98K	$302.5K
842	WFLF 23-1A A 5.8% 04/38	—	0.01%	300.51K	$300.8K
843	BMARK 19-B15 AAB 2.859% 12/72	—	0.01%	310.74K	$300.7K
844	ARES1 26-RTL D VAR 08/15/43	—	0.01%	300.00K	$298.5K
845	FHLG 30YR 2.5% 11/50#SD7530	—	0.01%	372.24K	$298.4K
846	FNMA 30YR 7% 01/55#CB9850	—	0.01%	286.83K	$297.3K
847	FNMA 30YR 6.5% 12/54#DC7824	—	0.01%	290.65K	$295.4K
848	WFCM 2019-C54 ASB 3.063% 12/52	—	0.01%	303.40K	$294.5K
849	BANK5 2025-5YR19 XB VAR 12/30	—	0.01%	12.20M	$293.7K
850	FNMA 30YR 7% 12/53#DA5760	—	0.01%	280.63K	$290.8K
851	ESART 2025-1 A3 4.69% 04/30	—	0.01%	289.72K	$289.5K
852	FNMA 30YR 7% 11/53#DA3197	—	0.01%	275.49K	$285.6K
853	FNMA 30YR 2% 01/51#BR0212	—	0.01%	369.43K	$284.3K
854	FNMA 30YR 2.5% 01/52#FS0191	—	0.01%	353.19K	$282.5K
855	BMO 2025-5C9 XA VAR 12/57	—	0.01%	12.99M	$279.9K
856	DBGS 2018-C1 ASB 4.302% 10/51	—	0.01%	278.23K	$276.7K
857	FNMA 30YR 7% 11/53#DA5020	—	0.01%	266.73K	$275.9K
858	GSCOFI SWAP CY885802 12/15/56	—	0.01%	1.40M	$273.7K
859	FNMA 15YR 2.5% 08/35#CA6620	—	0.01%	298.49K	$272.8K
860	SFS 2024-2 5.33% 11/20/29 144A	—	0.01%	270.44K	$271.2K
861	FHLG 30YR 2% 04/51#QC0960	—	0.01%	350.68K	$269.7K
862	FHLG 30YR 3.5% 06/47#ZM3532	—	0.01%	302.35K	$263.4K
863	FNMA 30YR 2% 03/51#BR5633	—	0.01%	340.10K	$260.0K
864	CFMT 2025-HB16 A VAR 03/35	—	0.01%	260.22K	$257.7K
865	BOAM SWAP PAY 3.85 06/16/28	—	0.01%	23.40M	$257.4K
866	FHLG 30YR 4% 09/51#QC7480	—	0.01%	286.18K	$255.5K
867	FNMA 30YR 2% 02/52#FS3219	—	0.01%	330.75K	$254.2K
868	FNMA 30YR 2% 03/51#FM6416	—	0.01%	328.56K	$252.0K
869	FHLG 30YR 2% 02/51#QB8686	—	0.01%	326.98K	$251.7K
870	ARIFL 25-A A2 4.38% 01/34 144A	—	0.01%	251.57K	$251.3K
871	BANK 18-BN10 ASB 3.641% 02/61	—	0.01%	250.39K	$248.3K
872	FNMA 30YR 6.5% 02/55#DD0114	—	0.01%	241.27K	$245.9K
873	FHLG 30YR 7% 11/55#RJ5264	—	0.01%	235.11K	$245.6K
874	FHLG 30YR 2% 01/52#SD0856	—	0.01%	320.23K	$241.7K
875	FNMA 30YR 3.5% 01/48#BH9215	—	0.01%	277.68K	$241.6K
876	FHLG 30YR 4% 04/52#QE0889	—	0.01%	270.53K	$241.4K
877	FNMA 30YR 5% 08/52#CB4306	—	0.01%	252.96K	$239.3K
878	FNMA 30YR 6.5% 02/55#DD0407	—	0.01%	234.49K	$238.8K
879	FANNIEMAE 30YR 7% 08/54#BU4941	—	0.01%	221.56K	$230.2K
880	PREF 25-1A A2 4.9% 05/31 144A	—	0.01%	229.09K	$229.1K
881	FHLG 30YR 2% 01/51#QB7279	—	0.01%	297.40K	$228.9K
882	FHLG 30YR 2% 11/50#QB5666	—	0.01%	296.61K	$228.5K
883	FHLG 30YR 4% 11/51#QD1244	—	0.01%	253.71K	$226.4K
884	FNMA 30YR 7% 10/53#BY6665	—	0.00%	213.05K	$222.0K
885	FHLG 30YR 2% 12/50#QB7035	—	0.00%	287.37K	$221.1K
886	FNMA 30YR 2.5% 05/52#FS7943	—	0.00%	273.99K	$218.6K
887	BANK 2017-BNK9 ASB 3.47% 11/54	—	0.00%	217.79K	$215.7K
888	SDART 2025-1 A3 4.74% 01/29	—	0.00%	213.50K	$213.6K
889	SSTRT 25-A B 5.67% 07/31 144A	—	0.00%	211.98K	$212.3K
890	FHLMC REMI 30YR 6.5% 03/55#RJ3	—	0.00%	206.46K	$211.5K
891	FHLG 30YR 4% 07/52#QE5493	—	0.00%	235.31K	$210.0K
892	EFF 2023-3 A2 6.4% 03/30 144A	—	0.00%	208.16K	$208.9K
893	FHLG 30YR 2% 11/51#RA6239	—	0.00%	273.87K	$208.9K
894	FHLG 30YR 2% 07/51#QC4203	—	0.00%	271.39K	$208.5K
895	FNMA 30YR 2% 03/52#CB3101	—	0.00%	271.43K	$207.5K
896	FNMA 30YR 7% 01/55#CB9848	—	0.00%	198.13K	$205.8K
897	FHR 2020-4994 CA 2% 03/44	—	0.00%	210.35K	$199.2K
898	FNMA 30YR 2% 05/51#BR8776	—	0.00%	253.64K	$195.2K
899	FNMA 30YR 2% 11/51#CB2054	—	0.00%	253.76K	$194.2K
900	SBLOFI SWAP CZ030008 12/17/57	—	0.00%	1.50M	$193.6K
901	FNMA 30YR 5% 08/52#FS2616	—	0.00%	197.57K	$186.7K
902	LCH OIS SOFRV4.25% MAC 12/46	—	0.00%	-4.95M	$180.9K
903	MNGT SWAP CZ030007 12/17/57 B	—	0.00%	900.00K	$180.2K
904	LCH OIS SOFRV4.25% MAC 12/41	—	0.00%	-29.30M	$176.0K
905	FHLG 30YR 2% 12/50#QB6967	—	0.00%	227.59K	$175.2K
906	FHLG 30YR 2% 03/51#QB9961	—	0.00%	228.46K	$174.6K
907	FHLG 30YR 4% 04/52#QE0547	—	0.00%	193.99K	$173.1K
908	FNMA 30YR 7% 11/53#DA4061	—	0.00%	163.86K	$169.6K
909	BANK 19-BN19 ASB 3.071% 08/61	—	0.00%	171.57K	$166.9K
910	FHLG 30YR 2% 01/52#SD0892	—	0.00%	214.84K	$164.5K
911	FNMA 30YR 2% 08/51#FS2041	—	0.00%	212.41K	$160.6K
912	FNMA 30YR 7% 08/54#DB9573	—	0.00%	152.99K	$158.8K
913	FNMA 30YR 7% 08/54#DB9800	—	0.00%	148.84K	$155.5K
914	FNMA 30YR 7% 01/55#CB9849	—	0.00%	148.63K	$154.1K
915	EFF 2024-1 A2 5.23% 03/30	—	0.00%	153.70K	$154.0K
916	FANNIEMAE 30YR 7% 06/54#BU4772	—	0.00%	147.58K	$153.8K
917	FHLG 30YR 5% 12/52#SD2008	—	0.00%	162.66K	$153.8K
918	FHLM 30YR 7% 11/55#QZ7974	—	0.00%	147.75K	$152.8K
919	MSC 2019-H6 ASB 3.224% 06/52	—	0.00%	152.70K	$149.4K
920	FNMA 30YR 7% 04/55#QX9261	—	0.00%	144.27K	$149.3K
921	FHLG 30YR 7% 11/55#RJ5273	—	0.00%	142.44K	$148.9K
922	FANNIEMAE 30YR 7% 07/54#BU4763	—	0.00%	141.86K	$148.1K
923	FNMA 30YR 7% 08/54#DC1886	—	0.00%	140.59K	$146.5K
924	FNMA 30YR 2% 10/51#CB1899	—	0.00%	189.90K	$146.1K
925	MNGT SWAP CZ039900 12/17/58 B	—	0.00%	1.30M	$146.0K
926	FNMA 30YR 2% 10/50#FM4629	—	0.00%	188.26K	$145.0K
927	FNMA 30YR 4% 04/52#BV3829	—	0.00%	161.89K	$144.5K
928	FNMA 30YR 7% 12/53#DA7964	—	0.00%	139.65K	$144.4K
929	FNMA 30YR 4% 07/52#BW3397	—	0.00%	160.70K	$143.4K
930	FNMA 30YR 3.5% 10/47#MA3148	—	0.00%	163.98K	$142.7K
931	FNMA 30YR 2% 01/51#BR0209	—	0.00%	185.13K	$142.6K
932	GNII II 2% 08/53#MB0019	—	0.00%	184.37K	$141.7K
933	FNMA 30YR 2% 03/52#CB3105	—	0.00%	183.36K	$140.3K
934	GSCOFI SWAP CZ030007 12/17/57	—	0.00%	700.00K	$140.2K
935	GNII II 2% 07/54#MA9844	—	0.00%	181.54K	$139.5K
936	FHLG 30YR 2% 03/51#QB9482	—	0.00%	181.81K	$139.0K
937	FHLG 30YR 2% 11/50#QB5777	—	0.00%	177.65K	$136.8K
938	FNMA 30YR 4% 11/51#BU3339	—	0.00%	152.77K	$136.3K
939	US 10YR NO FUT (CBT)DEC26 TYZ6	—	0.00%	41.00M	$135.7K
940	FNMA 30YR 2% 11/51#FM9538	—	0.00%	175.28K	$134.2K
941	FHLG 30YR 2% 09/51#QC6303	—	0.00%	175.79K	$134.1K
942	FNMA 30YR 5% 01/53#BX4894	—	0.00%	141.12K	$133.0K
943	FNMA 30YR 2% 01/51#BK8494	—	0.00%	172.35K	$132.7K
944	FHLG 30YR 2% 09/51#QC7127	—	0.00%	171.24K	$130.6K
945	MNGT SWAP CZ030008 12/17/57 B	—	0.00%	1.00M	$129.1K
946	FNMA 30YR 7% 11/53#DA3194	—	0.00%	124.15K	$128.6K
947	FHLG 30YR 4% 06/52#QE5393	—	0.00%	143.87K	$128.4K
948	FHLG 30YR 6.5% 07/54#QI9129	—	0.00%	123.00K	$126.0K
949	FHLG 30YR 4% 08/52#QE8192	—	0.00%	139.81K	$124.7K
950	SBLOFI SWAP CZ039900 12/17/58	—	0.00%	1.10M	$123.6K
951	FHLG 30YR 4% 02/52#QD6619	—	0.00%	135.08K	$120.5K
952	DEXT 25-1 A2 4.59% 08/27 144A	—	0.00%	116.21K	$116.2K
953	FNMA 30YR 7% 08/54#DB7695	—	0.00%	110.17K	$115.1K
954	GNII II 2% 06/54#MA9772	—	0.00%	147.61K	$113.5K
955	FNMA 30YR 2.5% 07/50#CA6328	—	0.00%	140.90K	$113.4K
956	FNMA 30YR 5% 07/52#CB4105	—	0.00%	116.65K	$110.4K
957	FHLG 30YR 2% 11/50#QB5568	—	0.00%	140.12K	$107.9K
958	FHLG 30YR 2% 09/50#SI2075	—	0.00%	141.76K	$107.5K
959	FNMA 30YR 5% 08/53#CB6901	—	0.00%	113.92K	$107.5K
960	FNMA 30YR 3% 11/51#FM9292	—	0.00%	128.28K	$106.9K
961	FNMA 30YR 7% 01/54#DA8899	—	0.00%	100.49K	$104.1K
962	GSKY 25-2A A2 4.93% 06/60 144A	—	0.00%	102.92K	$103.0K
963	FHLG 30YR 4% 02/52#QD7533	—	0.00%	115.02K	$102.6K
964	FHLG 30YR 7% 07/54#QJ3375	—	0.00%	98.57K	$102.5K
965	FHLG 20YR 7% 09/43#QK1661	—	0.00%	98.48K	$102.0K
966	FNMA 30YR 7% 11/55#DF0895	—	0.00%	96.00K	$99.1K
967	FNMA 30YR 2% 04/51#BR8478	—	0.00%	127.66K	$98.1K
968	FNMA 30YR 7% 07/54#DC0787	—	0.00%	93.36K	$97.4K
969	FHMS 2020-K740 A2 1.47% 09/27	—	0.00%	100.00K	$97.1K
970	GNMA II 2% 09/52#MA8263	—	0.00%	124.48K	$95.7K
971	FHLG 30YR 2.5% 01/52#SD7552	—	0.00%	117.63K	$94.0K
972	FNMA 30YR 2% 04/51#FM6863	—	0.00%	122.07K	$93.7K
973	FNMA 30YR 2% 02/52#CB2837	—	0.00%	121.26K	$92.8K
974	GSMS 19-GSA1 A4 3.0479% 11/52	—	0.00%	100.00K	$92.7K
975	FNMA 30YR 2% 12/50#BK8659	—	0.00%	117.69K	$90.6K
976	FNMA 30YR 7% 08/54#DC2009	—	0.00%	86.54K	$89.9K
977	FHLM 30YR 7% 03/55#QX8717	—	0.00%	86.57K	$89.5K
978	FNMA 30YR 7% 09/53#BX4447	—	0.00%	86.28K	$89.4K
979	FHLG 30YR 5% 10/53#SD4107	—	0.00%	94.56K	$89.3K
980	FNMA 30YR 2% 03/51#FM6343	—	0.00%	116.74K	$89.2K
981	RCKTL 25-1A A 4.9% 07/34	—	0.00%	88.66K	$88.7K
982	FNMA 30YR 5% 09/53#DA1435	—	0.00%	94.09K	$88.6K
983	FNMA 30YR 2% 10/51#FM9080	—	0.00%	114.42K	$87.3K
984	FHLG 30YR 5% 07/53#QG7629	—	0.00%	92.07K	$86.7K
985	FNMA 30YR 2% 04/51#BR7744	—	0.00%	112.30K	$86.3K
986	FNMA 30YR 2% 11/51#BU5836	—	0.00%	108.97K	$83.1K
987	FNMA 30YR 7% 10/55#DD8742	—	0.00%	78.55K	$81.6K
988	FNMA 30YR 4% 09/51#BT0253	—	0.00%	90.38K	$80.7K
989	FNMA 30YR 5% 07/52#FS2458	—	0.00%	85.27K	$80.7K
990	WFCM 2019-C51 ASB 3.16% 06/52	—	0.00%	81.40K	$79.4K
991	FNMA 30YR 2% 08/51#FM8309	—	0.00%	102.24K	$78.0K
992	FNMA 30YR 3% 11/51#FM9464	—	0.00%	92.36K	$77.0K
993	FHLG 30YR 5% 08/53#QH0120	—	0.00%	79.26K	$74.6K
994	FHLG 30YR 7% 11/55#QZ8261	—	0.00%	69.47K	$72.0K
995	FNMA 30YR 5% 10/53#DA1491	—	0.00%	76.28K	$71.8K
996	FHLG 30YR 7% 08/54#QJ0866	—	0.00%	69.23K	$71.8K
997	FNMA 30YR 7% 10/55#DF1302	—	0.00%	68.21K	$70.9K
998	FHLG 30YR 7% 11/55#QZ8601	—	0.00%	68.29K	$70.7K
999	FNMA 30YR 7% 02/54#DA8692	—	0.00%	67.59K	$70.1K
1000	FNMA 30YR 7% 04/54#DB2710	—	0.00%	67.52K	$69.8K
1001	FNMA 15YR 5% 07/41#CC3095	—	0.00%	71.27K	$69.4K
1002	FHLG 30YR 7% 10/55#QZ5921	—	0.00%	66.69K	$69.2K
1003	FNMA 30YR 3.5% 10/47#CA0607	—	0.00%	78.15K	$68.0K
1004	FNMA 30YR 7% 12/55#DF5921	—	0.00%	64.85K	$67.1K
1005	FHLG 30YR 3% 09/49#RA1293	—	0.00%	78.22K	$65.9K
1006	MSCS SWAP CZ030008 12/17/57 B	—	0.00%	500.00K	$64.5K
1007	FNMA 30YR 7% 11/54#DC6582	—	0.00%	61.94K	$64.4K
1008	FNMA 30YR 7% 01/53#CB5719	—	0.00%	60.86K	$63.5K
1009	FHMS 2017-K069 A2 3.187% 09/27	—	0.00%	62.10K	$61.1K
1010	FNMA 30YR 7% 11/55#DE6887	—	0.00%	58.77K	$61.1K
1011	FNMA 30YR 7% 12/55#DF5910	—	0.00%	58.49K	$60.7K
1012	FNMA 30YR 7% 01/54#DA7191	—	0.00%	58.63K	$60.5K
1013	FNMA 15YR 1.5% 05/36#FM7544	—	0.00%	69.17K	$60.3K
1014	FNMA 30YR 5% 07/52#FS2409	—	0.00%	63.24K	$59.8K
1015	FHLG 30YR 2% 12/01/51#SD0786	—	0.00%	77.96K	$59.7K
1016	FNMA 30YR 7% 02/53#CB5720	—	0.00%	57.00K	$59.4K
1017	FHLG 30YR 7% 01/54#QH9288	—	0.00%	56.97K	$59.2K
1018	FHLM 30YR 7% 12/53#QH6575	—	0.00%	56.91K	$59.1K
1019	FHLG 20YR 2% 03/41#SC0136	—	0.00%	68.66K	$57.8K
1020	FHLG 30YR 7% 03/54#QI3065	—	0.00%	53.95K	$56.2K
1021	FNMA 30YR 7% 11/55#DF3887	—	0.00%	52.85K	$54.7K
1022	FNMA 30YR 5% 08/52#BW6304	—	0.00%	57.01K	$53.8K
1023	FHLG 15YR 2% 06/35#QN2431	—	0.00%	59.75K	$53.6K
1024	FHLG 30YR 7% 11/55#QZ8386	—	0.00%	51.31K	$53.1K
1025	FNMA 30YR 7% 08/55#DE6720	—	0.00%	51.00K	$52.8K
1026	GNII II 3% 06/50#MA6710	—	0.00%	62.94K	$52.6K
1027	FNMA 30YR 7% 08/55#DE6368	—	0.00%	49.98K	$52.0K
1028	FHLG 30YR 7% 05/55#QY2286	—	0.00%	49.73K	$51.5K
1029	FHLG 30YR 5% 08/53#QH0132	—	0.00%	54.72K	$51.5K
1030	FNMA 30YR 7% 08/55#DE6664	—	0.00%	49.44K	$51.2K
1031	FHLM 30YR 7% 01/55#QX3612	—	0.00%	49.00K	$50.9K
1032	FHLG 30YR 2% 11/50#QB5148	—	0.00%	65.33K	$49.5K
1033	FHLG 30YR 7% 10/55#QZ5362	—	0.00%	47.06K	$48.8K
1034	GNII II 2.5% 07/51#MA7472	—	0.00%	60.10K	$48.3K
1035	FHLG 30YR 3.5% 06/46#ZT2237	—	0.00%	54.42K	$47.7K
1036	GNMA II 2.5% 04/51#785433	—	0.00%	58.68K	$47.0K
1037	FHLG 20YR 7% 07/43#QK1658	—	0.00%	45.16K	$46.9K
1038	FNMA 30YR 7% 08/55#DE6367	—	0.00%	44.49K	$46.4K
1039	FNMA 30YR 7% 03/54#DB0160	—	0.00%	44.18K	$45.9K
1040	FHLG 30YR 7% 09/55#QZ5363	—	0.00%	43.72K	$45.5K
1041	AJAXM 21-E A1 1.74% 12/60 144A	—	0.00%	53.10K	$45.4K
1042	FNMA 30YR 7% 11/55#DF4148	—	0.00%	43.48K	$45.1K
1043	FNMA 30YR 7% 01/56#DF8575	—	0.00%	42.93K	$44.5K
1044	FHLMC 30YR 7% 01/55#QX3484	—	0.00%	42.81K	$44.4K
1045	FHLG 30YR 5% 08/52#SD1571	—	0.00%	46.40K	$43.9K
1046	FHLG 30YR 7% 12/55#TA0011	—	0.00%	40.64K	$41.9K
1047	FNMA 30YR 7% 12/55#DF5909	—	0.00%	40.26K	$41.9K
1048	FNMA 30YR 2% 01/51#CA8440	—	0.00%	54.34K	$41.6K
1049	FHLG 30YR 7% 11/55#TA0012	—	0.00%	40.27K	$41.5K
1050	FNMA 30YR 5% 07/52#FS2433	—	0.00%	43.79K	$41.4K
1051	FHLG 30YR 7% 03/54#QI2259	—	0.00%	39.88K	$41.2K
1052	FHLG 30YR 7% 12/54#QX0164	—	0.00%	39.78K	$41.0K
1053	FNMA 30YR 7% 12/55#DF6132	—	0.00%	39.75K	$41.0K
1054	FNMA 30YR 2% 05/51#BR6340	—	0.00%	52.76K	$40.3K
1055	FNMA 30YR 5% 11/52#BX0414	—	0.00%	42.70K	$40.3K
1056	FHLG 30YR 2% 04/51#QC0883	—	0.00%	52.36K	$40.3K
1057	FHLG 30YR 2% 02/51#QB8773	—	0.00%	52.33K	$40.2K
1058	FHLG 30YR 2% 02/51#QB8604	—	0.00%	50.84K	$39.1K
1059	CFMT 24-HB15 A VAR 08/34	—	0.00%	39.03K	$38.9K
1060	FANNIEMAE 30YR 5.5% 09/54#BU50	—	0.00%	40.28K	$38.8K
1061	FHLM 30YR 7% 07/55#QY8637	—	0.00%	36.84K	$38.4K
1062	FNMA 30YR 5.5% 04/54#CB8330	—	0.00%	39.78K	$38.4K
1063	FNMA 30YR 2% 10/51#FS4269	—	0.00%	50.10K	$38.3K
1064	FNMA 20YR 2% 11/40#MA4176	—	0.00%	44.93K	$37.6K
1065	FHLG 30YR 2.5% 07/43#ZS3792	—	0.00%	44.59K	$37.5K
1066	FNMA 30YR 7% 11/55#DF0894	—	0.00%	36.27K	$37.5K
1067	FHLM 30YR 7% 12/54#QX2122	—	0.00%	35.45K	$36.9K
1068	FNMA 30YR 7% 04/53#CB6113	—	0.00%	35.14K	$36.6K
1069	FNMA 30YR 7% 11/55#DF0893	—	0.00%	35.30K	$36.5K
1070	FHLM 30YR 7% 10/55#QZ7349	—	0.00%	34.85K	$36.3K
1071	FHLG 30YR 7% 10/53#QH2619	—	0.00%	34.24K	$35.3K
1072	FHLG 30YR 7% 11/55#QZ8377	—	0.00%	33.87K	$35.1K
1073	FNMA 30YR 7% 09/54#DC1697	—	0.00%	33.78K	$35.1K
1074	FNMA 30YR 7% 03/55#DD6252	—	0.00%	33.83K	$35.1K
1075	FNMA 30YR 7% 08/54#DC0024	—	0.00%	33.57K	$35.0K
1076	FHLG 30YR 5% 08/52#SD1495	—	0.00%	36.62K	$34.6K
1077	FNMA 30YR 5% 11/52#BX0579	—	0.00%	36.61K	$34.6K
1078	FNMA 30YR 6% 07/54#CB8821	—	0.00%	34.44K	$34.1K
1079	FNMA 30YR 2% 12/50#FM5305	—	0.00%	44.26K	$34.0K
1080	FHLG 30YR 3.5% 04/47#ZS4713	—	0.00%	38.79K	$33.8K
1081	FNMA 30YR 7% 11/54#DC5974	—	0.00%	32.41K	$33.7K
1082	FNMA 30YR 7% 09/55#DE5292	—	0.00%	32.56K	$33.6K
1083	FNMA 30YR 5% 10/52#CB4893	—	0.00%	35.41K	$33.4K
1084	FNMA 30YR 7% 11/55#DF0897	—	0.00%	32.30K	$33.3K
1085	FHLG 30YR 2% 11/50#RA4055	—	0.00%	43.52K	$33.0K
1086	FHLG 30YR 7% 10/55#QZ9174	—	0.00%	31.49K	$32.7K
1087	FNMA 30YR 4.5% 07/47#FM3371	—	0.00%	33.96K	$32.5K
1088	FNMA 30YR 7% 04/54#DB1392	—	0.00%	31.25K	$32.4K
1089	FNMA 30YR 7% 10/55#DF0828	—	0.00%	31.28K	$32.3K
1090	SBLOFI SWAP CY562349 11/18/64	—	0.00%	200.00K	$32.2K
1091	FHLG 30YR 5.5% 03/01/53#SD7559	—	0.00%	32.91K	$32.1K
1092	FNMA 30YR 7% 02/54#DA8952	—	0.00%	29.86K	$31.1K
1093	GNII II 3% 09/51#MA7590	—	0.00%	36.56K	$30.5K
1094	FHLG 30YR 7% 03/54#QI0954	—	0.00%	29.17K	$30.2K
1095	FHLG 30YR 5% 09/52#SD1716	—	0.00%	31.70K	$29.9K
1096	FNMA 30YR 2.5% 01/52#MA4512	—	0.00%	37.82K	$29.9K
1097	FHLG 30YR 2% 07/50#SD8079	—	0.00%	38.85K	$29.5K
1098	FHLG 30YR 1.5% 04/51#SD8139	—	0.00%	39.88K	$28.8K
1099	FHLM 30YR 7% 09/55#QZ2154	—	0.00%	27.81K	$28.7K
1100	FHLG 30YR 7% 03/54#QI2089	—	0.00%	27.60K	$28.6K
1101	FHLM 30YR 7% 01/55#QX3613	—	0.00%	27.37K	$28.3K
1102	FNMA 15YR 2.5% 12/32#FM1681	—	0.00%	29.82K	$28.2K
1103	FNMA 30YR 2.5% 06/46#BM5168	—	0.00%	32.62K	$27.4K
1104	FHLG 30YR 7% 12/53#QH5712	—	0.00%	26.22K	$27.3K
1105	FHLG 30YR 3.5% 08/51#RA5746	—	0.00%	31.63K	$27.2K
1106	FHLG 30YR 7% 07/54#QI8711	—	0.00%	26.01K	$27.0K
1107	FHLG 30YR 2% 11/51#RA6302	—	0.00%	34.75K	$26.4K
1108	FNMA 30YR 2% 10/51#MA4437	—	0.00%	34.97K	$26.4K
1109	FNMA 15YR 1.5% 01/37#FS2747	—	0.00%	30.32K	$26.3K
1110	FHLG 30YR 2% 02/51#SD7532	—	0.00%	32.64K	$25.1K
1111	FHLG 30YR 2% 02/51#SD2068	—	0.00%	33.00K	$25.0K
1112	ACHV 24-3AL A 5.01% 12/31 144A	—	0.00%	25.03K	$25.0K
1113	FHLG 30YR 2% 04/52#SD1090	—	0.00%	30.39K	$23.2K
1114	FHLG 30YR 2% 09/51#RA5931	—	0.00%	29.89K	$22.8K
1115	FNMA 30YR 7% 12/53#DA6500	—	0.00%	21.95K	$22.8K
1116	FNMA 30YR 7% 03/53#CB5869	—	0.00%	21.74K	$22.7K
1117	FHLG 30YR 2% 10/50#QB3878	—	0.00%	28.86K	$21.9K
1118	FHLG 30YR 5% 08/53#SD3588	—	0.00%	23.01K	$21.7K
1119	FHLG 30YR 2% 07/50#SI2038	—	0.00%	28.19K	$21.4K
1120	FHLG 30YR 7% 12/53#QH5691	—	0.00%	20.02K	$20.8K
1121	JPMDB 17-C5 ASB 3.4919% 03/50	—	0.00%	20.71K	$20.6K
1122	FNMA 30YR 5% 08/52#CB4307	—	0.00%	21.59K	$20.4K
1123	FNMA 30YR 2% 08/51#MA4398	—	0.00%	26.45K	$20.0K
1124	FNMA 30YR 5% 04/53#FS4075	—	0.00%	20.97K	$19.8K
1125	FHLG 30YR 1.5% 02/51#SD8127	—	0.00%	27.21K	$19.6K
1126	FNMA 30YR 1.5% 01/51#MA4236	—	0.00%	27.09K	$19.6K
1127	FHLG 30YR 7% 07/54#QI9291	—	0.00%	18.81K	$19.5K
1128	FHLG 30YR 2% 03/51#QC0161	—	0.00%	25.47K	$19.5K
1129	FHLG 30YR 1.5% 01/51#SD8120	—	0.00%	26.75K	$19.3K
1130	FHLG 30YR 2% 06/51#SD8150	—	0.00%	24.57K	$18.6K
1131	FNMA 30YR 2% 02/51#FM5997	—	0.00%	24.17K	$18.5K
1132	FNMA 30YR 2% 03/51#BR4756	—	0.00%	23.83K	$18.2K
1133	FNMA 30YR 3.5% 03/45#AY1306	—	0.00%	20.54K	$18.2K
1134	FNMA 30YR 2% 04/51#FS0599	—	0.00%	23.36K	$17.9K
1135	GNMA II 4.5% 04/53#MA8799	—	0.00%	19.22K	$17.5K
1136	FNMA 30YR 7% 05/53#BX9939	—	0.00%	16.76K	$17.4K
1137	FNMA 30YR 6% 05/54#CB8496	—	0.00%	17.51K	$17.3K
1138	FNMA 30YR 6.5% 07/54#CB8867	—	0.00%	16.81K	$17.1K
1139	FNMA 30YR 5% 06/53#FS4621	—	0.00%	17.80K	$16.8K
1140	FNMA 30YR 5% 09/53#SD3958	—	0.00%	17.49K	$16.4K
1141	FNMA 30YR 5% 02/53#FS3909	—	0.00%	17.14K	$16.2K
1142	FHLG 30YR 5% 10/52#SD1626	—	0.00%	16.89K	$15.9K
1143	GNMA II 2.5% 01/51#785283	—	0.00%	19.91K	$15.9K
1144	FNMA 30YR 4.5% 04/48#FS3717	—	0.00%	16.49K	$15.8K
1145	FHLG 30YR 2% 08/52#SD4527	—	0.00%	20.72K	$15.6K
1146	FNMA 30YR 2% 11/51#FS1334	—	0.00%	20.60K	$15.6K
1147	GNMA II 2.5% 12/51#785805	—	0.00%	19.44K	$15.5K
1148	FNMA 30YR 6.5% 09/53	—	0.00%	15.20K	$15.5K
1149	FHLG 20YR 2.5% 11/41#SC0210	—	0.00%	17.95K	$15.4K
1150	FNMA 30YR 2% 10/50#BQ1905	—	0.00%	20.07K	$15.4K
1151	FHLG 30YR 2% 09/50#QB3199	—	0.00%	20.17K	$15.3K
1152	FNMA 30YR 5% 12/52#FS3396	—	0.00%	16.17K	$15.3K
1153	FNMA 30YR 4% 05/52#CB3508	—	0.00%	17.15K	$15.3K
1154	FHLG 30YR 5% 08/52#SD1540	—	0.00%	16.08K	$15.2K
1155	FNMA 20YR 2% 11/41#CB2110	—	0.00%	17.85K	$14.8K
1156	FNMA 30YR 3% 06/51#FM7510	—	0.00%	17.88K	$14.8K
1157	FHLG 20YR 2% 07/41#SC0162	—	0.00%	17.42K	$14.5K
1158	FHLG 30YR 3% 06/52#SD1082	—	0.00%	17.34K	$14.3K
1159	FNMA 30YR 2% 03/51#BR4722	—	0.00%	18.64K	$14.2K
1160	FHR 2022-5198 BA 2.5% 11/47	—	0.00%	16.04K	$14.2K
1161	FNMA 30YR 3.5% 07/51#CB1157	—	0.00%	16.07K	$13.8K
1162	FNR 2022-3 N 2% 10/47	—	0.00%	16.05K	$13.8K
1163	FNMA 30YR 2% 02/51#BR2644	—	0.00%	17.71K	$13.5K
1164	FNMA 30YR 3% 03/52#FS0840	—	0.00%	16.06K	$13.2K
1165	FNMA 30YR 5% 07/52#BW0044	—	0.00%	13.60K	$12.8K
1166	FNMA 30YR 3% 12/51#FS0002	—	0.00%	15.03K	$12.4K
1167	FNMA 15YR 2.5% 03/36#CA9439	—	0.00%	13.34K	$12.2K
1168	FNMA 20YR 4% 05/40#FS0198	—	0.00%	13.00K	$12.0K
1169	FHLG 30YR 2% 03/51#QB8975	—	0.00%	15.51K	$11.9K
1170	FNMA 30YR 2% 03/51#BR5487	—	0.00%	14.72K	$11.3K
1171	FNMA 30YR 4.5% 12/48#CA2797	—	0.00%	10.04K	$9.3K
1172	FNMA 30YR 2% 10/50#BQ0552	—	0.00%	11.42K	$8.8K
1173	JPMCC 17-JP6 ASB 3.2829% 07/50	—	0.00%	5.95K	$5.9K
1174	USTN 4.25% 06/30/29	—	0.00%	5.00K	$4.9K
1175	CITZN 24-2 A3 5.33% 08/28 144A	—	0.00%	561	$562.49
1176	WOART 2023-B A3 4.66% 05/28	—	0.00%	108	$108.17
1177	MSCS SWAP CY885799 12/15/56 S	—	0.00%	900.00K	-$8.8K
1178	LCH OIS SOFRV4.0% MAC 12/16/33	—	0.00%	-2.52M	-$12.9K
1179	GSCOFI SWAP CZ039897 12/17/58	—	0.00%	8.50M	-$21.6K
1180	SBLOFI SWAP CZ039897 12/17/58	—	0.00%	11.30M	-$28.7K
1181	GSCOFI SWAP CZ030005 12/17/57	—	0.00%	12.48M	-$37.5K
1182	MSCS SWAP CZ039897 12/17/58 B	—	0.00%	32.10M	-$81.5K
1183	SBLOFI SWAP CZ030005 12/17/57	—	0.00%	30.24M	-$90.8K
1184	GSCOFI SWAP CY885799 12/15/56	—	0.00%	9.80M	-$95.8K
1185	GSCOFI SWAP CY885801 12/15/56	—	0.00%	350.00K	-$104.9K
1186	LCH OIS SOFRV4.0% MAC 12/16/30	—	0.00%	17.48M	-$164.8K
1187	GSCOFI SWAP CY873248 04/17/65	—	0.00%	784.00K	-$185.1K
1188	SBLOFI SWAP CY885801 12/15/56	—	0.00%	700.00K	-$209.8K
1189	SBLOFI SWAP CY885799 12/15/56	—	0.00%	22.30M	-$218.1K
1190	MSCS SWAP CY562348 11/18/64 S	—	0.00%	900.00K	-$222.2K
1191	LCH OIS SOFRV4.25% MAC 12/56	—	-0.01%	20.18M	-$502.9K
1192	BOAM SWAP REC 4.87 09/27/27	—	-0.02%	-23.30M	-$680.8K
1193	LCH OIS SOFRV4.25% MAC 12/36	—	-0.02%	66.91M	-$981.4K
1194	CITI SWAP REC 4.85 09/27/27	—	-0.02%	-38.00M	-$1.1M
1195	US 2YR NO (CBT) FUT DEC26 TUZ6	—	-0.03%	342.20M	-$1.4M
1196	JPSW SWAP REC 4.74 09/22/31	—	-0.03%	-26.50M	-$1.4M
1197	US DOLLAR	—	-0.27%	-12.11M	-$12.1M
1198	NET OTHER ASSETS	—	-27.99%	0	-$1.26B

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Sector Exposure

Securitized 94.43%

Government 3.78%

Cash & Others 1.73%

Corporate 0.06%

Geographic Exposure

Other 95.58%

United States (developed) 4.43%

Country weights as reported by the data provider. Developed/emerging/frontier labels follow the classification on the Methodology page. Currency hedged: No hedging indicated in the fund name.

Distributions

Yield (TTM)	4.65%	Paid (last 12 months)	$1.9460
Frequency	Monthly	SEC yield	Not provided by our data source; see the issuer page
Last ex-date	Sep 29, 2026	Last payment	$0.1360 (Oct 01, 2026)
Growth 1Y	+25.63%	Growth 3Y / 5Y (ann.)	+11.34% / —

Ex-date	Record	Pay date	Amount
Sep 29, 2026	Sep 29, 2026	Oct 01, 2026	$0.1360
Aug 28, 2026	Aug 28, 2026	Sep 01, 2026	$0.1360
Jul 30, 2026	Jul 30, 2026	Aug 03, 2026	$0.1400
Jun 29, 2026	Jun 29, 2026	Jul 01, 2026	$0.1370
May 28, 2026	May 28, 2026	Jun 01, 2026	$0.1380
Apr 29, 2026	Apr 29, 2026	May 01, 2026	$0.1420
Mar 30, 2026	Mar 30, 2026	Apr 01, 2026	$0.1400
Feb 26, 2026	Feb 26, 2026	Mar 02, 2026	$0.1360
Jan 29, 2026	Jan 29, 2026	Feb 02, 2026	$0.1320
Dec 30, 2025	Dec 30, 2025	Jan 02, 2026	$0.3970
Dec 05, 2025	Dec 05, 2025	Dec 09, 2025	$0.0400
Nov 26, 2025	Nov 26, 2025	Dec 01, 2025	$0.1370

Trailing distribution yield = last 12 months of cash ÷ current price. It is NOT the SEC 30-day yield and distributions are not guaranteed to continue. The difference explained →

Risk Statistics

Volatility 1Y / 3Y	4.91% / 6.99%	Sharpe 1Y / 3Y	-1.20 / 0.154
Max drawdown 1Y / 3Y	-5.60% / -5.60%	Sortino 1Y	-1.58
Beta vs S&P 500 (3Y)	0.057	Correlation vs S&P 500 (1Y)	0.323
Downside deviation 1Y	3.70%	Risk-free rate used	4.05% (3M T-bill, FRED)

Computed by ETF Explorer from daily dividend-adjusted closes; volatility and drawdown are annualized/period figures; S&P 500 exposure proxied by SPY. As of Oct 11, 2026. Formulas →

Liquidity

Volume today	917.56K	Average volume	401.91K
AUM	$4.46B	Premium/Discount	-0.02%
Bid/Ask spread	Not provided by our data source. Check your broker's quote screen; spreads are widest at the open and close.

Premium/discount compares the delayed market price with the last reported NAV: an indicative figure, not the official closing premium/discount. How ETF liquidity works →

Fund Flows (estimated)

Period	Est. net flow	% of starting AUM	AUM start → end
1 Day	$0.00	0.00%	$4.46B → $4.46B
1 Month	-$88.7M	-1.91%	$4.64B → $4.46B
1 Week	-$198.9M	-4.29%	$4.64B → $4.46B

ETF Explorer estimate: change in reported AUM minus the market-move effect, from our own daily snapshots. Not official issuer creation/redemption data.

Official Fund Resources

Official Fund Page ↗ ETF Issuer Website (Fidelity) ↗ Prospectus filings (SEC EDGAR) ↗ Annual / Semiannual reports (SEC EDGAR) ↗ All SEC filings ↗

External links open the issuer's site or SEC EDGAR in a new tab. The prospectus and official documents are always the authoritative source; review them before investing.

Latest News for FSEC

No articles mention this fund directly in the last 7 days; showing general ETF coverage.

Why DGRO Beats HDV for Any Retiree Who Won't Touch the Money for 10 Years ↗ Choosing between two dividend ETFs with the same expense ratio sounds simple until you realize the one generating far less quarterly income might… 24/7 Wall Street · Oct 11, 21:22 UTC Why China is importing a record amount of gold — and what it means for prices ↗ Central-bank diversification and a weak property and stock market are driving China's institutional and retail gold buying. The gold rush would help… CNBC · Oct 11, 20:51 UTC Gold Rises as Markets Weigh Oil Pullback ↗ Gold rose in early Asian trade, as markets weighed a pullback in oil prices. WSJ · Oct 11, 20:43 UTC 3 Dividend ETFs to Buy at 40 and Never Sell Through Retirement ↗ Buying a dividend ETF at 40 and holding it until 80 sounds simple, but the fund that leads over one year consistently trails over ten, and the one… 24/7 Wall Street · Oct 11, 16:03 UTC Should You Buy Bitcoin or XRP Right Now? The Case for Each ↗ Bitcoin and XRP have both taken hits lately, but the size of each coin's drop tells two very different stories about risk, recovery potential, and… 247 Wallst · Oct 11, 12:30 UTC Same Age, Same Savings: Why One 59-Year-Old Collects $5,550 a Month for Life and the Other Doesn’t ↗ Two 59-year-olds hold the exact same six income funds at the exact same weights, yet one pays a federal penalty on every withdrawal while the other… 247 Wallst · Oct 11, 12:12 UTC

All news for FSEC →

Guided help: AUM is fund size. The expense ratio is the yearly cost baked into returns. NAV is the value of what the fund owns per share; the market price can sit slightly above (premium) or below (discount) it. Total return assumes distributions were reinvested. Every dataset shows its own as-of date because holdings, assets and quotes update on different schedules.

FSEC FIDELITY INVESTMENT GRADE SECURITIZED ETF

About this ETF

Price Chart

Performance

Fees

Holdings

Sector Exposure

Geographic Exposure

Distributions

Risk Statistics

Liquidity

Fund Flows (estimated)

Official Fund Resources

Latest News for FSEC

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