Fidelity Advisor Mortgage Securities M2024-08-31
Security Name % Net Assets Number Of Shares Market Value (USD)
Fidelity Cash Central Fund 13.85240 84,067,293 84,084,107
Federal National Mortgage Association 2% 7.98071 59,150,000 48,442,921
Federal National Mortgage Association 5.5% 2.72028 16,400,000 16,512,109
Federal National Mortgage Association 6% 2.42016 14,425,000 14,690,397
Government National Mortgage Association 2% 2.40466 17,352,728 14,596,287
Federal National Mortgage Association 2% 2.37822 17,650,000 14,435,769
Federal National Mortgage Association 2.5% 2.26375 16,100,000 13,740,973
Government National Mortgage Association 3% 2.16022 14,500,000 13,112,565
Government National Mortgage Association 3.5% 2.07743 13,550,000 12,609,997
Government National Mortgage Association 5% 1.89610 11,550,000 11,509,349
Government National Mortgage Association 2% 1.87947 13,550,000 11,408,386
Federal Home Loan Mortgage Corp. 3.5% 1.74752 11,411,060 10,607,473
Government National Mortgage Association 6% 1.69641 10,150,000 10,297,194
Federal Home Loan Mortgage Corp. 6% 1.66149 9,799,597 10,085,246
Government National Mortgage Association 2.5% 1.49069 10,357,718 9,048,518
Government National Mortgage Association 2.5% 1.42882 9,927,801 8,672,941
Fnma Pass-Thru I 2% 1.40969 9,397,832 8,556,811
Government National Mortgage Association 6.5% 1.39608 8,300,000 8,474,196
Government National Mortgage Association 5.5% 1.30536 7,875,000 7,923,527
Government National Mortgage Association 6% 1.21121 7,250,000 7,352,024
Government National Mortgage Association 5.5% 1.16473 7,025,000 7,069,936
United States Treasury Bonds 4.25% 1.09487 6,620,000 6,645,859
United States Treasury Notes 4.5% 1.03829 6,200,000 6,302,445
Government National Mortgage Association 3% 0.99895 6,700,000 6,063,620
Federal National Mortgage Association 5% 0.91243 5,500,000 5,538,457
Federal National Mortgage Association 1.5% 0.90750 7,043,964 5,508,537
Federal Home Loan Mortgage Corp. 2% 0.86278 6,348,001 5,237,066
GS Mortgage Securities Trust 2015-GC30 3.382% 0.81189 5,000,000 4,928,177
Fnma Pass-Thru I 6.5% 0.75451 4,372,319 4,579,863
Government National Mortgage Association 2% 0.74942 5,401,034 4,548,999
Sblofi Swap Cy873245 04/17/65 0.74660 4,600,000 4,531,834
Fnma Pass-Thru I 2.5% 0.74152 5,187,265 4,501,038
Sblofi Swap Cy885799 12/15/56 0.71041 4,400,000 4,312,213
Fnma Pass-Thru I 3% 0.67976 4,555,299 4,126,161
Government National Mortgage Association 2.5% 0.67009 4,708,194 4,067,474
Wells Fargo Commercial Mortgage 3.637% 0.64929 4,000,000 3,941,204
Government National Mortgage Association 2% 0.62153 4,479,346 3,772,711
Government National Mortgage Association 4% 0.59821 3,800,000 3,631,132
United States Treasury Bonds 4.125% 0.59809 3,697,000 3,630,425
Federal Home Loan Mortgage Corp. 2.5% 0.58671 4,120,617 3,561,333
Federal Home Loan Mortgage Corp. 5.5% 0.58043 3,438,184 3,523,225
Citigroup Commercial Mortgage Trust 2.902% 0.57550 3,644,000 3,493,265
Federal Home Loan Mortgage Corp. 2% 0.56086 4,103,269 3,404,408
United States Treasury Notes 3.875% 0.55967 3,410,000 3,397,205
Federal National Mortgage Association 2.7% 0.54664 3,642,542 3,318,092
United States Treasury Bonds 4.625% 0.51641 3,010,000 3,134,633
Mscs Swap Cy451600 12/16/72 S 0.50902 3,100,000 3,089,766
BENCHMARK MORTGAGE TRUST 2.205% 0.50666 3,400,000 3,075,457
Fnma Pass-Thru I 2.5% 0.48177 3,377,484 2,924,341
Federal Home Loan Mortgage Corp. 2.5% 0.47675 3,222,476 2,893,854
Federal National Mortgage Association 5% 0.45792 2,800,000 2,779,547
Government National Mortgage Association 2% 0.43204 3,112,493 2,622,458
Fnma Pass-Thru I 3% 0.42145 2,841,651 2,558,188
Federal National Mortgage Association 3.5% 0.41602 2,702,940 2,525,264
Fnma Pass-Thru I 4% 0.40918 2,599,308 2,483,701
Fnma Pass-Thru I 5% 0.40708 2,462,032 2,471,002
United States Treasury Notes 3.75% 0.40483 2,460,000 2,457,309
Federal National Mortgage Association 1.5% 0.39494 2,886,718 2,397,303
Federal Home Loan Mortgage Corp. 2.5% 0.39226 2,745,011 2,381,014
Fnma Pass-Thru I 5.5% 0.39089 2,349,129 2,372,730
Fnma Pass-Thru I 2.5% 0.39021 2,480,712 2,368,556
Fnma Pass-Thru I 2% 0.37898 2,526,507 2,300,408
Federal Home Loan Mortgage Corp. 4% 0.37381 2,372,533 2,269,051
Federal National Mortgage Association 2.5% 0.37182 2,427,907 2,256,944
United States Treasury Notes 4.25% 0.36519 2,160,000 2,216,700
Federal National Mortgage Association 2.5% 0.36419 2,583,962 2,210,636
GS Mortgage Securities Corp 3.89% 0.35175 2,200,000 2,135,127
Fnma Pass-Thru I 2.5% 0.35059 2,468,532 2,128,083
Fnma Pass-Thru I 2% 0.35014 2,557,799 2,125,357
Federal National Mortgage Association 2% 0.34152 2,315,233 2,073,039
Fnma Pass-Thru I 6% 0.34143 2,032,295 2,072,482
Government National Mortgage Association 4.5% 0.34044 2,110,431 2,066,487
Federal National Mortgage Association 3% 0.33439 2,248,592 2,029,733
Government National Mortgage Association 2% 0.33327 2,400,000 2,022,924
Fnma Pass-Thru I 2.5% 0.32826 2,312,128 1,992,527
Federal Home Loan Mortgage Corp. 2.5% 0.32754 2,286,360 1,988,183
Federal Home Loan Mortgage Corp. 1.5% 0.32635 2,532,105 1,980,953
Fnma Pass-Thru I 6% 0.32589 1,939,813 1,978,171
Fnma Pass-Thru I 3% 0.32521 2,185,382 1,974,042
Federal National Mortgage Association 1.5% 0.32420 2,515,439 1,967,915
Government National Mortgage Association 4.5% 0.32251 2,000,000 1,957,659
Federal Home Loan Mortgage Corp. 1.5% 0.32121 2,492,230 1,949,758
Bank 2017-Bnk5 206 3.131% 0.31568 2,000,000 1,916,196
Federal National Mortgage Association 2.5% 0.31193 2,210,733 1,893,403
Fnma Pass-Thru I 2% 0.29381 2,144,702 1,783,442
Federal Home Loan Mortgage Corp. 2% 0.28556 2,089,928 1,733,323
Federal Home Loan Mortgage Corp. 5.5% 0.28420 1,692,206 1,725,072
Federal National Mortgage Association 2% 0.28306 1,900,000 1,718,164
Federal National Mortgage Association 2% 0.26821 1,895,115 1,628,012
Federal Home Loan Mortgage Corp. 2% 0.26684 1,861,105 1,619,732
Government National Mortgage Association 2.5% 0.26643 1,875,397 1,617,252
Federal National Mortgage Association 2.5% 0.26332 1,875,000 1,598,364
Federal National Mortgage Association 1.5% 0.26156 2,029,412 1,587,679
GS Mortgage Securities Corp 7.40148% 0.26135 1,595,124 1,586,404
Fnma Pass-Thru I 1.5% 0.25787 1,759,104 1,565,244
Federal Home Loan Mortgage Corp. 1.5% 0.25439 1,973,792 1,544,166
Federal Home Loan Mortgage Corp. 5% 0.25437 1,537,459 1,544,022
Federal Home Loan Mortgage Corp. 2.5% 0.25427 1,789,072 1,543,449
EQT TRUST 2024-EXTR 5.3308% 0.25316 1,509,000 1,536,708
Fnma Pass-Thru I 5.5% 0.25175 1,495,357 1,528,138
Federal Home Loan Mortgage Corp. 4% 0.25115 1,558,284 1,524,478
Fnma Pass-Thru I 6% 0.25069 1,492,165 1,521,671
AJAX MORTGAGE LOAN TRUST 1.74% 0.25006 1,738,120 1,517,846
Federal Home Loan Mortgage Corp. 5% 0.24723 1,494,298 1,500,676
Federal Home Loan Mortgage Corp. 2.5% 0.24610 1,659,412 1,493,818
Fnma Pass-Thru I 4.5% 0.24558 1,531,326 1,490,685
Fnma Pass-Thru I 2.5% 0.24126 1,570,859 1,464,425
Bank 2017-Bnk5 206 3.39% 0.24109 1,519,217 1,463,431
Fnma Pass-Thru I 2.5% 0.24059 1,694,651 1,460,402
Fnma Pass-Thru I 3% 0.23789 1,601,936 1,444,016
Fnma Pass-Thru I 2.5% 0.23328 1,640,754 1,416,007
Fnma Pass-Thru I 3% 0.23119 1,553,555 1,403,316
Federal National Mortgage Association 3.5% 0.22972 1,469,344 1,394,393
Fnma Pass-Thru I 6% 0.22079 1,314,193 1,340,180
Federal Home Loan Mortgage Corp. 5.5% 0.21853 1,302,015 1,326,489
Federal National Mortgage Association 2.5% 0.21808 1,468,605 1,323,721
United States Treasury Notes 4.25% 0.21634 1,300,000 1,313,203
Federal Home Loan Mortgage Corp. 1.5% 0.21385 1,457,275 1,298,044
Federal National Mortgage Association 2.5% 0.20160 1,379,497 1,223,731
Federal National Mortgage Association 3% 0.20092 1,260,205 1,219,567
Government National Mortgage Association 4% 0.19667 1,237,063 1,193,785
Federal Home Loan Mortgage Corp. 2.5% 0.19571 1,331,541 1,187,939
Federal Home Loan Mortgage Corp. 2.5% 0.19554 1,313,015 1,186,912
Federal Home Loan Mortgage Corp. 6.5% 0.19363 1,124,763 1,175,340
Government National Mortgage Association 4% 0.19354 1,209,562 1,174,806
Fnma Pass-Thru I 6% 0.19313 1,145,012 1,172,306
Federal Home Loan Mortgage Corp. 2% 0.19157 1,339,997 1,162,859
United States Treasury Notes 4.625% 0.19018 1,130,000 1,154,366
American Express Credit Account Master Trust 4.87% 0.18921 1,141,000 1,148,528
Ford Credit Floorplan Master Owner Trust A 5.29% 0.18472 1,100,000 1,121,269
Federal Home Loan Mortgage Corp. 3.5% 0.18419 1,187,405 1,118,049
Federal Home Loan Mortgage Corp. 3% 0.18388 1,244,998 1,116,136
Fnma Pass-Thru I 6% 0.18168 1,081,393 1,102,777
Fnma Pass-Thru I 5% 0.18151 1,094,700 1,101,768
Federal Home Loan Mortgage Corp. 2.5% 0.18127 1,276,766 1,100,281
Discover Card Execution Note Trust 4.31% 0.18060 1,100,000 1,096,214
United States Treasury Notes 4.375% 0.17925 1,050,000 1,088,062
United States Treasury Notes 4.125% 0.17903 1,080,000 1,086,708
Federal National Mortgage Association 2% 0.17815 1,190,483 1,081,342
Fnma Pass-Thru I 6% 0.17722 1,043,330 1,075,698
Federal Home Loan Mortgage Corp. 3% 0.17671 1,203,567 1,072,600
Federal Home Loan Mortgage Corp. 2.5% 0.17655 1,240,399 1,071,654
Fnma Pass-Thru I 3% 0.17593 1,192,840 1,067,886
BPR Trust 2022-OANA 7.23489% 0.17592 1,066,491 1,067,824
BX COMMERCIAL MORTGAGE TRUST 2024-XL5 6.72854% 0.17513 1,066,389 1,063,056
Federal Home Loan Mortgage Corp. 4% 0.17438 1,102,354 1,058,493
Government National Mortgage Association 2.5% 0.17435 1,224,988 1,058,284
Government National Mortgage Association 2.5% 0.17300 1,217,759 1,050,137
Fnma Pass-Thru I 3% 0.17155 1,152,013 1,041,326
Federal National Mortgage Association 1.5% 0.17071 1,168,669 1,036,226
Federal Home Loan Mortgage Corp. 3.5% 0.17048 1,124,196 1,034,840
Federal Home Loan Mortgage Corp. 3.5% 0.17004 1,098,017 1,032,167
Fnma Pass-Thru I 3% 0.16990 1,140,888 1,031,270
Fnma Pass-Thru I 4% 0.16944 1,072,529 1,028,514
Fnma Pass-Thru I 5% 0.16909 1,022,647 1,026,373
GS Mortgage Securities Trust 3.992% 0.16905 1,063,452 1,026,111
Federal Home Loan Mortgage Corp. 2.5% 0.16895 1,183,188 1,025,554
Fnma Pass-Thru I 5.5% 0.16894 1,009,929 1,025,441
WELLS FARGO COMMERICAL MORTGAGE TRUST 2024-MGP 7.04115% 0.16431 1,000,000 997,392
CARMAX AUTO OWNER TRUST 2023-2 5.5% 0.16366 993,251 993,414
Federal Home Loan Mortgage Corp. 3.65% 0.16202 1,000,000 983,446
Federal Home Loan Mortgage Corp. 3.6% 0.16192 1,000,000 982,868
WHEELS FLEET LEASE FUNDING 1 LLC 6.46% 0.16082 969,550 976,196
Bank 2017-Bnk9 3.538% 0.16058 1,012,812 974,751
Fnma Pass-Thru I 2.5% 0.15869 1,117,764 963,258
Fnma Pass-Thru I 1.5% 0.15824 1,084,832 960,533
Federal National Mortgage Association 3% 0.15792 1,071,104 958,568
Federal Home Loan Mortgage Corp. 5.5% 0.15791 943,996 958,495
Federal Home Loan Mortgage Corp. 3% 0.15573 1,047,197 945,272
Federal National Mortgage Association 2% 0.15033 1,055,318 912,515
Fnma Pass-Thru I 2% 0.15024 1,109,611 911,955
Federal Home Loan Mortgage Corp. 3.5% 0.14990 966,330 909,887
United States Treasury Bonds 4.625% 0.14966 850,000 908,438
United States Treasury Notes 4.125% 0.14933 890,000 906,409
Federal Home Loan Mortgage Corp. 2.5% 0.14840 1,014,315 900,776
Fnma Pass-Thru I 6.5% 0.14765 859,447 896,214
STORE MASTER FUNDING I-VII 2.12% 0.14692 996,776 891,790
Gscofi Swap Cy873245 04/17/65 0.14607 900,000 886,663
Fnma Pass-Thru I 6.5% 0.14580 859,012 885,023
Government National Mortgage Association 4.5% 0.14504 900,000 880,416
Fnma Pass-Thru I 2% 0.14483 1,059,207 879,136
Fnma Pass-Thru I 3% 0.14444 973,880 876,733
Fnma Pass-Thru I 6.5% 0.14404 834,701 874,322
Fnma Pass-Thru I 4.5% 0.14257 873,265 865,371
MFA 2022-RPL1 TRUST 3.3% 0.14256 921,845 865,327
Fnma Pass-Thru I 3% 0.14200 956,202 861,939
Fnma Pass-Thru I 2% 0.13832 1,005,552 839,630
Fnma Pass-Thru I 3% 0.13813 933,934 838,436
INTOWN 2022-STAY 7.8256% 0.13812 837,595 838,380
Government National Mortgage Association 3.5% 0.13733 882,641 833,613
Fnma Pass-Thru I 4% 0.13590 860,852 824,918
Government National Mortgage Association 4% 0.13521 840,825 820,751
Fnma Pass-Thru I 6% 0.13519 797,103 820,587
Federal Home Loan Mortgage Corp. 5% 0.13484 818,294 818,462
Federal National Mortgage Association 2% 0.13482 902,804 818,343
Federal Home Loan Mortgage Corp. 1.5% 0.13378 1,037,979 812,047
USAA AUTO OWNER TRUST 2024-A 5.03% 0.13332 800,000 809,227
WHEELS FLEET LEASE FUNDING 1 LLC 5.49% 0.13311 800,000 807,982
Federal National Mortgage Association 4.5% 0.13301 817,536 807,354
NYMT LOAN TRUST 2022-CP1 2.0424% 0.13229 871,802 802,981
Fnma Pass-Thru I 5.5% 0.13219 796,157 802,414
PRPM 2024-RCF3 LLC 4% 0.13164 817,385 799,037
Federal Home Loan Mortgage Corp. 3% 0.12797 804,957 776,806
Federal Home Loan Mortgage Corp. 3% 0.12663 858,597 768,657
Federal National Mortgage Association 2.5% 0.12628 894,361 766,543
Ford Credit Floorplan Master Owner Trust A 4.92% 0.12588 760,000 764,110
Fnma Pass-Thru I 5% 0.12454 752,755 755,968
Blox Tr 2021-Blox 6.20148% 0.12372 772,269 750,994
Federal Home Loan Mortgage Corp. 2% 0.12347 826,831 749,478
Ccubs Coml Mtg Tr 2017-C1 3.462% 0.12323 761,967 748,026
Federal Home Loan Mortgage Corp. 1% 0.12151 780,638 737,593
Fnma Pass-Thru I 2.5% 0.12083 851,074 733,432
Fnma Pass-Thru I 6.5% 0.12075 711,397 732,938
Fnma Pass-Thru I 6.5% 0.12059 701,931 731,959
Government National Mortgage Association 2.5% 0.11976 841,747 726,934
BENCHMARK 2024-V9 MORTGAGE TRUST 5.6019% 0.11885 700,000 721,393
Federal National Mortgage Association 3% 0.11783 786,388 715,254
Fnma Pass-Thru I 3% 0.11757 796,581 713,635
BX COMMERCIAL MORTGAGE TRUST 2024-MDHS 6.97819% 0.11713 712,305 710,970
Federal Home Loan Mortgage Corp. 1.5% 0.11706 843,175 710,570
Federal Home Loan Mortgage Corp. 2.5% 0.11606 770,433 704,504
GM FINANCIAL REVOLVING RECEIVABLES TRUST 2024-1 4.98% 0.11588 691,000 703,363
Federal Home Loan Mortgage Corp. 4% 0.11550 711,364 701,104
BX TRUST 2024-CNYN 6.77877% 0.11502 701,254 698,178
Federal National Mortgage Association 2.55% 0.11456 757,829 695,394
Federal National Mortgage Association 3% 0.11434 719,022 694,036
Federal Home Loan Mortgage Corp. 3.5% 0.11426 736,826 693,558
Federal National Mortgage Association 3% 0.11423 716,356 693,397
Fnma Pass-Thru I 6.5% 0.11375 660,758 690,470
Fnma Pass-Thru I 3.5% 0.11366 743,909 689,894
Federal Home Loan Mortgage Corp. 3% 0.11320 771,389 687,149
Fnma Pass-Thru I 2% 0.11166 782,123 677,754
Federal Home Loan Mortgage Corp. 5% 0.10939 661,192 664,015
Federal Home Loan Mortgage Corp. 4.5% 0.10916 669,352 662,587
Fnma Pass-Thru I 2.5% 0.10902 767,631 661,762
PRMI SECURITIZATION TRUST 2024-CMG1 6.80116% 0.10893 663,244 661,195
Federal Home Loan Mortgage Corp. 3% 0.10828 693,069 657,262
BANK 2020-BNK26 2.313% 0.10794 700,000 655,167
Federal Home Loan Mortgage Corp. 5% 0.10742 647,876 652,059
Fnma Pass-Thru I 3% 0.10707 725,941 649,897
Federal National Mortgage Association 5% 0.10663 638,418 647,241
Federal Home Loan Mortgage Corp. 6% 0.10580 622,907 642,232
SREIT COMMERCIAL MORTGAGE TRUST 2021-MFP 6.18217% 0.10531 647,117 639,230
Federal Home Loan Mortgage Corp. 3.5% 0.10428 664,222 632,952
Fnma Pass-Thru I 2% 0.10426 729,789 632,860
Federal Home Loan Mortgage Corp. 4.5% 0.10349 628,150 628,206
Fnma Pass-Thru I 2% 0.10327 729,660 626,820
Fnma Pass-Thru I 3% 0.10257 697,413 622,613
PRPM 2024-RPL2 LLC 3.5% 0.10116 637,117 614,012
Federal Home Loan Mortgage Corp. 2.5% 0.10099 683,795 612,994
Federal Home Loan Mortgage Corp. 6% 0.09994 590,511 606,617
HONDA AUTO RECEIVABLES 2023-3 OWNER TRUST 5.41% 0.09977 600,000 605,577
Federal Home Loan Mortgage Corp. 3% 0.09971 670,941 605,218
Federal National Mortgage Association 3% 0.09870 649,032 599,112
Federal Home Loan Mortgage Corp. 4% 0.09826 621,367 596,449
Federal Home Loan Mortgage Corp. 2% 0.09775 653,696 593,357
MORGAN STANLEY CAPITAL I TRUST 6.234% 0.09724 723,006 590,226
Federal Home Loan Mortgage Corp. 4% 0.09618 602,029 583,816
Federal Home Loan Mortgage Corp. 3% 0.09531 646,443 578,524
Federal National Mortgage Association 2% 0.09455 668,057 573,899
Federal Home Loan Mortgage Corp. 2.5% 0.09384 611,017 569,617
Federal Home Loan Mortgage Corp. 1.5% 0.09293 636,155 564,060
Fnma Pass-Thru I 5% 0.09217 557,070 559,448
Fnma Pass-Thru I 2% 0.09124 642,379 553,847
Fnma Pass-Thru I 1.5% 0.09121 624,424 553,659
Federal Home Loan Mortgage Corp. 1.5% 0.09119 624,241 553,497
MORGAN STANLEY CAPITAL I TRUST 3.17% 0.09108 577,303 552,850
Federal National Mortgage Association 1.5% 0.09107 623,476 552,818
Federal Home Loan Mortgage Corp. 6% 0.09078 535,247 551,017
Fnma Pass-Thru I 2% 0.09031 660,992 548,206
Fnma Pass-Thru I 2% 0.08974 628,620 544,735
Federal Home Loan Mortgage Corp. 4% 0.08965 556,238 544,161
Federal Home Loan Mortgage Corp. 2.5% 0.08923 599,778 541,613
Boam Swap Rec 4.05 04/23/29 0.08921 10,300,000 541,534
DLLMT 2024-1 LLC 4.84% 0.08918 540,000 541,343
Federal Home Loan Mortgage Corp. 1.5% 0.08892 640,526 539,722
Federal Home Loan Mortgage Corp. 1.5% 0.08869 643,386 538,327
PRET 2024-RPL1 TRUST 3.9% 0.08844 563,605 536,849
Federal Home Loan Mortgage Corp. 3.5% 0.08828 571,366 535,850
Federal Home Loan Mortgage Corp. 4% 0.08799 555,036 534,082
Federal Home Loan Mortgage Corp. 3% 0.08786 553,942 533,286
Federal Home Loan Mortgage Corp. 6% 0.08745 514,878 530,851
Federal Home Loan Mortgage Corp. 2.5% 0.08700 591,991 528,106
Federal Home Loan Mortgage Corp. 4% 0.08669 537,067 526,201
Fnma Pass-Thru I 1.5% 0.08666 592,232 526,040
Federal Home Loan Mortgage Corp. 1.5% 0.08651 591,158 525,087
Fnma Pass-Thru I 3% 0.08635 581,661 524,138
Federal National Mortgage Association 3% 0.08618 584,909 523,089
Federal Home Loan Mortgage Corp. 3.5% 0.08561 564,551 519,678
GS MORTGAGE SECURITIES CORPORATION TRUST 2021-IP 6.40148% 0.08530 525,649 517,774
Fnma Pass-Thru I 3% 0.08398 532,806 509,775
Federal National Mortgage Association 1.5% 0.08390 578,385 509,303
Federal Home Loan Mortgage Corp. 2% 0.08356 586,593 507,216
Fnma Pass-Thru I 2% 0.08328 610,454 505,528
Fnma Pass-Thru I 3% 0.08313 563,232 504,584
Fnma Pass-Thru I 2% 0.08279 604,752 502,508
DLLAD 2023-1 LLC 4.79% 0.08256 500,000 501,145
Federal National Mortgage Association 1.5% 0.08232 638,978 499,695
Fnma Pass-Thru I 3.5% 0.08228 541,843 499,452
Federal Home Loan Mortgage Corp. 4% 0.08228 520,113 499,418
Fnma Pass-Thru I 3.5% 0.08169 524,587 495,873
Fnma Pass-Thru I 2.5% 0.08151 574,965 494,770
Federal National Mortgage Association 4.5% 0.08151 495,263 494,741
Government National Mortgage Association 2% 0.08149 587,304 494,655
Federal National Mortgage Association 3.5% 0.08142 536,873 494,200
Federal Home Loan Mortgage Corp. 3.5% 0.08131 503,775 493,555
Federal National Mortgage Association 5% 0.08119 486,562 492,846
Fnma Pass-Thru I 2.5% 0.08118 571,394 492,768
Federal Home Loan Mortgage Corp. 3% 0.08100 539,940 491,669
Federal National Mortgage Association 3.5% 0.08078 523,808 490,358
Federal Home Loan Mortgage Corp. 3% 0.07979 531,845 484,298
Federal National Mortgage Association 3.5% 0.07965 517,132 483,462
Federal Home Loan Mortgage Corp. 2.5% 0.07957 541,232 482,994
Fnma Pass-Thru I 4.5% 0.07931 487,978 481,432
Federal Home Loan Mortgage Corp. 6% 0.07901 468,397 479,562
Fnma Pass-Thru I 3% 0.07888 504,913 478,827
Federal Home Loan Mortgage Corp. 3.5% 0.07876 503,335 478,085
HYUNDAI AUTO LEASE SECURITIZATION TRUST 2024-B 5.41% 0.07866 471,000 477,468
Federal National Mortgage Association 2% 0.07852 524,720 476,615
Federal Home Loan Mortgage Corp. 3% 0.07850 537,460 476,479
Government National Mortgage Association 2.5% 0.07821 550,537 474,756
Federal Home Loan Mortgage Corp. 3.5% 0.07818 484,358 474,532
Federal Home Loan Mortgage Corp. 6% 0.07712 454,723 468,120
Government National Mortgage Association 2.5% 0.07684 540,078 466,412
Fnma Pass-Thru I 2% 0.07607 555,304 461,767
Fnma Pass-Thru I 6.5% 0.07601 447,683 461,379
Fnma Pass-Thru I 2% 0.07577 507,394 459,926
Federal Home Loan Mortgage Corp. 3.5% 0.07552 489,109 458,401
BX COMMERCIAL MORTGAGE TRUST 2024-XL4 6.77892% 0.07552 458,990 458,416
Fnma Pass-Thru I 5.5% 0.07521 446,745 456,538
WELLS FARGO COMMERCIAL MORTGAGE TRUST 6.65148% 0.07514 468,000 456,077
Federal Home Loan Mortgage Corp. 1.5% 0.07417 506,844 450,196
Federal National Mortgage Association 3% 0.07400 465,032 449,210
Gnma Pass-Thru M Single Family 4% 0.07376 460,950 447,704
Fnma Pass-Thru I 2% 0.07236 504,664 439,212
Government National Mortgage Association 2.5% 0.07173 498,914 435,424
Fnma Pass-Thru I 2.5% 0.07095 496,316 430,658
Federal National Mortgage Association 2% 0.06966 490,396 422,810
Fnma Pass-Thru I 4.5% 0.06962 420,359 422,602
Fnma Pass-Thru I 2.5% 0.06934 473,170 420,924
WHEELS FLEET LEASE FUNDING 1 LLC 4.87% 0.06866 415,000 416,765
J.P. Morgan Chase Commercial Mortgage Securities Trust 4.2475% 0.06853 455,259 415,964
Federal National Mortgage Association 6.5% 0.06785 400,000 411,859
Federal Home Loan Mortgage Corp. 2.5% 0.06726 436,779 408,277
Federal Home Loan Mortgage Corp. 2.5% 0.06720 458,527 407,898
FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD 4.412% 0.06661 400,000 404,304
AFFIRM ASSET SECURITIZATION TRUST 2024-A 5.61% 0.06651 400,000 403,690
Fnma Pass-Thru I 6% 0.06650 395,822 403,649
Government National Mortgage Association 2.5% 0.06646 466,992 403,441
Federal National Mortgage Association 2% 0.06598 439,837 400,475
Federal Home Loan Mortgage Corp. 4% 0.06571 415,359 398,833
BX TRUST 6.25148% 0.06526 400,000 396,125
Federal National Mortgage Association 2% 0.06525 447,895 396,076
Federal Home Loan Mortgage Corp. 5.5% 0.06504 389,205 394,773
Fnma Pass-Thru I 6% 0.06480 384,885 393,338
Federal Home Loan Mortgage Corp. 6% 0.06456 384,286 391,885
Fnma Pass-Thru I 2% 0.06395 447,636 388,182
Government National Mortgage Association 4% 0.06382 397,113 387,374
Federal Home Loan Mortgage Corp. 2% 0.06377 448,985 387,107
Fnma Pass-Thru I 4.5% 0.06360 389,834 386,067
Federal Home Loan Mortgage Corp. 2.5% 0.06328 446,064 384,126
Federal National Mortgage Association 3% 0.06268 409,196 380,498
Government National Mortgage Association 2.5% 0.06178 434,255 375,023
Federal Home Loan Mortgage Corp. 3.5% 0.06122 391,066 371,586
Federal Home Loan Mortgage Corp. 6.5% 0.06104 355,208 370,515
Federal National Mortgage Association 5.5% 0.06102 365,583 370,399
Government National Mortgage Association 3% 0.06098 405,476 370,146
Federal Home Loan Mortgage Corp. 2.5% 0.06094 429,557 369,912
Federal Home Loan Mortgage Corp. 4% 0.06062 382,219 367,966
Federal Home Loan Mortgage Corp. 6.5% 0.06047 351,256 367,052
Federal Home Loan Mortgage Corp. 3.5% 0.06010 383,856 364,811
Fnma Pass-Thru I 3% 0.05968 404,214 362,250
Fnma Pass-Thru I 2.5% 0.05940 384,962 360,563
Fnma Pass-Thru I 3.5% 0.05902 387,229 358,266
NYMT LOAN TRUST 2024-CP1 3.75% 0.05851 378,196 355,161
Federal National Mortgage Association 4% 0.05845 362,511 354,820
Federal National Mortgage Association 4.5% 0.05823 354,045 353,473
Fnma Pass-Thru I 2.5% 0.05800 394,659 352,069
Federal National Mortgage Association 3.5% 0.05774 358,776 350,482
Fnma Pass-Thru I 3.5% 0.05605 366,601 340,211
Federal Home Loan Mortgage Corp. 4% 0.05566 349,299 337,858
MHP COMMERCIAL MORTGAGE TRUST 6.15148% 0.05553 340,811 337,083
Federal Home Loan Mortgage Corp. 3.5% 0.05530 343,492 335,675
Federal Home Loan Mortgage Corp. 4.5% 0.05492 339,036 333,373
Government National Mortgage Association 4% 0.05477 340,554 332,442
VCAT LLC 4.8677% 0.05464 331,938 331,684
Federal Home Loan Mortgage Corp. 2% 0.05394 398,391 327,426
Government National Mortgage Association 2% 0.05383 387,774 326,722
Fnma Pass-Thru I 2% 0.05373 393,124 326,168
Federal National Mortgage Association 2.5% 0.05357 359,237 325,185
Government National Mortgage Association 4% 0.05347 330,457 324,571
ENTERPRISE FLEET FINANCING 2023-3 LLC 6.4% 0.05289 315,197 321,067
Federal National Mortgage Association 3.5% 0.05238 345,412 317,957
Federal National Mortgage Association 2% 0.05207 348,668 316,049
Federal Home Loan Mortgage Corp. 4% 0.05188 322,154 314,916
Government National Mortgage Association 4.5% 0.05160 314,381 313,242
SREIT COMMERCIAL MORTGAGE TRUST 2021-MFP 6.53117% 0.05140 315,934 311,990
Federal Home Loan Mortgage Corp. 2% 0.05127 342,604 311,194
Federal Home Loan Mortgage Corp. 2.5% 0.05108 345,856 310,046
Boam Swap Pay 4.05% 04/23/29 0.05107 10,300,000 309,994
Federal National Mortgage Association 2.5% 0.05102 324,437 309,682
MERCEDES-BENZ AUTO LEASE TRUST 2024-A 5.32% 0.05065 302,000 307,428
NYMT LOAN TRUST 4.6696% 0.05063 316,282 307,345
Federal National Mortgage Association 4% 0.05012 310,775 304,234
Fnma Pass-Thru I 5.5% 0.04983 300,085 302,444
BENCHMARK MORTGAGE TRUST 0.89237% 0.04928 13,084,097 299,110
WORLD OMNI AUTO RECEIVABLES TRUST 2023-B 4.66% 0.04856 295,000 294,741
Government National Mortgage Association 2% 0.04813 346,983 292,136
Federal Home Loan Mortgage Corp. 3% 0.04811 307,622 292,017
Fnma Pass-Thru I 2% 0.04791 335,563 290,785
Fnma Pass-Thru I 1.5% 0.04777 327,015 289,955
Fnma Pass-Thru I 6% 0.04753 281,765 288,482
Government National Mortgage Association 4% 0.04750 297,231 288,319
Federal National Mortgage Association 3.5% 0.04747 308,203 288,136
Federal Home Loan Mortgage Corp. 2.5% 0.04746 308,058 288,052
GS MORTGAGE SECURITIES TRUST 2.8428% 0.04707 300,000 285,725
Federal Home Loan Mortgage Corp. 3.5% 0.04696 299,985 285,030
MFA 2024-RPL1 TRUST 4.25% 0.04646 297,759 282,026
Fnma Pass-Thru I 3% 0.04628 290,190 280,946
TOYOTA LEASE OWNER TRUST 2023-A 4.93% 0.04590 279,000 278,630
Federal Home Loan Mortgage Corp. 3.5% 0.04588 285,986 278,516
Gs Mortgage-Backed Securities Trust 3.75% 0.04568 286,301 277,302
BX TRUST 2021-BXMF 6.08741% 0.04547 279,787 276,027
Federal National Mortgage Association 2.5% 0.04517 308,187 274,159
MERCHANTS FLEET FUNDING LLC 5.82% 0.04488 269,000 272,449
Federal National Mortgage Association 2.5% 0.04483 318,732 272,105
SBNA AUTO LEASE TRUST 2024-B 5.56% 0.04479 268,000 271,868
RMF BUYOUT ISSUANCE TRUST 1.7188% 0.04444 283,827 269,731
Fnma Pass-Thru I 3% 0.04439 281,635 269,461
Federal National Mortgage Association 3% 0.04401 287,291 267,129
Fnma Pass-Thru I 2.5% 0.04380 283,732 265,838
ENTERPRISE FLEET FINANCING 2024-2 LLC 5.74% 0.04373 263,000 265,448
CITIZENS AUTO RECEIVABLES TRUST 2024-2 5.33% 0.04352 261,000 264,187
Fnma Pass-Thru I 2% 0.04351 290,096 264,135
Federal Home Loan Mortgage Corp. 1.5% 0.04330 309,832 262,820
Government National Mortgage Association 4% 0.04250 264,269 257,971
TESLA AUTO LEASE TRUST 2023-A 5.89% 0.04249 257,000 257,886
Federal Home Loan Mortgage Corp. 3.5% 0.04238 270,629 257,231
Federal National Mortgage Association 2% 0.04238 278,590 257,220
Government National Mortgage Association 5% 0.04168 249,136 252,985
Federal National Mortgage Association 3% 0.04168 262,018 252,974
Federal National Mortgage Association 2.5% 0.04164 278,354 252,732
Federal National Mortgage Association 4% 0.04161 260,531 252,551
Fnma Pass-Thru I 3.5% 0.04159 268,001 252,478
Federal Home Loan Mortgage Corp. 4% 0.04156 261,685 252,296
BBCMS MORTGAGE TRUST 2023-C21 6.50641% 0.04120 232,000 250,070
HONDA AUTO RECEIVABLES 2023-2 OWNER TRUST 4.93% 0.04114 249,000 249,732
Federal National Mortgage Association 2.5% 0.04114 280,598 249,708
Federal National Mortgage Association 3% 0.04088 264,592 248,126
Federal National Mortgage Association 3.5% 0.04076 262,620 247,408
BAMLL COMMERCIAL MORTGAGE SECURITIES TRUST 3.112% 0.04075 266,000 247,380
Federal Home Loan Mortgage Corp. 2% 0.04047 264,463 245,681
Federal Home Loan Mortgage Corp. 3% 0.04005 251,078 243,132
Federal Home Loan Mortgage Corp. 3% 0.03998 261,777 242,672
Federal National Mortgage Association 3.5% 0.03962 253,018 240,511
Government National Mortgage Association 5.90016% 0.03962 244,229 240,486
Fnma Pass-Thru I 2% 0.03943 276,426 239,366
Federal Home Loan Mortgage Corp. 5% 0.03932 237,830 238,697
Chesapeake Funding II Llc 5.52% 0.03930 236,255 238,579
Fnma Pass-Thru I 3.5% 0.03924 243,908 238,193
Federal Home Loan Mortgage Corp. 4% 0.03920 247,270 237,972
BANK 2021-BNK33 1.163% 0.03914 4,942,569 237,593
HYUNDAI AUTO RECEIVABLES TRUST 2024-A 4.99% 0.03901 234,000 236,801
Federal National Mortgage Association 5% 0.03899 232,627 236,674
Federal Home Loan Mortgage Corp. 4% 0.03874 237,809 235,143
Federal National Mortgage Association 4.75% 0.03873 234,351 235,120
Federal Home Loan Mortgage Corp. 4% 0.03836 242,593 232,864
Fnma Pass-Thru I 2.5% 0.03831 270,266 232,570
TOYOTA LEASE OWNER TRUST 2024-A 5.25% 0.03825 230,000 232,170
Thornburg Mortgage Securities Trust 6.03243% 0.03786 241,467 229,794
Fnma Pass-Thru I 2.5% 0.03774 247,084 229,107
GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST 2023-3 5.45% 0.03733 224,000 226,593
Federal National Mortgage Association 3.5% 0.03730 245,705 226,421
Fnma Pass-Thru I 2.5% 0.03711 261,576 225,255
ALLY AUTO RECEIVABLES TRUST 2024-1 5.08% 0.03705 223,000 224,888
Federal Home Loan Mortgage Corp. 2% 0.03668 268,486 222,674
Federal National Mortgage Association 3% 0.03652 232,434 221,672
Federal Home Loan Mortgage Corp. 3.5% 0.03627 226,077 220,148
Federal Home Loan Mortgage Corp. 1.5% 0.03582 244,765 217,409
United States Treasury Notes 4.5% 0.03574 210,000 216,932
CARMAX AUTO OWNER TRUST 2023-4 6% 0.03552 211,000 215,623
Federal National Mortgage Association 4% 0.03549 222,059 215,444
CHASE AUTO OWNER TRUST 2024-1 5.13% 0.03491 209,000 211,926
Federal Home Loan Mortgage Corp. 4% 0.03464 214,539 210,287
Government National Mortgage Association 3.5% 0.03455 221,160 209,690
Federal Home Loan Mortgage Corp. 2.5% 0.03455 237,652 209,710
Federal National Mortgage Association 1.5% 0.03433 246,676 208,360
Government National Mortgage Association 4% 0.03426 216,834 207,961
Federal Home Loan Mortgage Corp. 1.5% 0.03417 244,981 207,420
Fnma Pass-Thru I 3.5% 0.03395 223,182 206,070
Fnma Pass-Thru I 3.5% 0.03390 221,966 205,780
Fnma Pass-Thru I 2% 0.03383 247,754 205,324
Federal National Mortgage Association 2.5% 0.03378 234,368 205,042
CFMT 2024-HB13 LLC 3% 0.03353 212,846 203,550
Federal Home Loan Mortgage Corp. 1.5% 0.03345 242,126 203,012
VOLKSWAGEN AUTO LEASE TRUST 2024-A 5.21% 0.03338 200,000 202,623
Federal Home Loan Mortgage Corp. 2.5% 0.03336 227,599 202,469
Government National Mortgage Association 2% 0.03332 240,371 202,226
Federal Home Loan Mortgage Corp. 2.5% 0.03331 226,791 202,215
10 Year Treasury Note Future Dec 24 0.03306 220 200,682
Federal National Mortgage Association 4% 0.03297 204,720 200,105
Fnma Pass-Thru I 2% 0.03291 220,381 199,764
FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD 3% 0.03291 208,104 199,765
Federal Home Loan Mortgage Corp. 3% 0.03290 216,589 199,724
WELLS FARGO COMMERICAL MORTGAGE TRUST 2024-MGP 7.34073% 0.03286 200,000 199,478
Fnma Pass-Thru I 2% 0.03278 219,436 198,976
BLP COMMERCIAL MORTGAGE TRUST 2024-IND2 6.67904% 0.03278 200,000 199,000
Federal Home Loan Mortgage Corp. 2.5% 0.03252 221,111 197,391
FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD 4% 0.03241 201,927 196,747
Federal Home Loan Mortgage Corp. 6% 0.03216 190,730 195,217
Federal Home Loan Mortgage Corp. 3.5% 0.03210 206,756 194,845
Government National Mortgage Association 3% 0.03209 210,425 194,811
Federal Home Loan Mortgage Corp. 3.187% 0.03201 199,614 194,278
Government National Mortgage Association 3.5% 0.03196 203,669 194,017
GS Mortgage Securities Corp 4.155% 0.03185 200,000 193,322
Federal Home Loan Mortgage Corp. 2.5% 0.03185 212,640 193,333
Federal National Mortgage Association 4.5% 0.03184 193,547 193,275
Fnma Pass-Thru I 2% 0.03183 233,282 193,186
Fnma Pass-Thru I 2% 0.03179 233,180 192,955
Government National Mortgage Association 3.5% 0.03156 201,621 191,568
Federal Home Loan Mortgage Corp. 3.5% 0.03145 205,113 190,925
Government National Mortgage Association 4.5% 0.03142 191,402 190,730
Fnma Pass-Thru I 3.5% 0.03119 193,890 189,347
AJAX MORTGAGE LOAN TRUST 2.115% 0.03083 189,397 187,151
Government National Mortgage Association 4% 0.03068 190,782 186,225
Federal National Mortgage Association 4.5% 0.03051 186,308 185,206
Fnma Pass-Thru I 2% 0.03051 225,325 185,188
Federal Home Loan Mortgage Corp. 2.5% 0.03035 202,449 184,248
Federal Home Loan Mortgage Corp. 5% 0.03029 183,181 183,848
Federal Home Loan Mortgage Corp. 3.5% 0.03025 197,942 183,631
ENTERPRISE FLEET FINANCING 2024-2 LLC 5.61% 0.03020 179,000 183,316
Fnma Pass-Thru I 2.5% 0.03018 203,470 183,165
Federal National Mortgage Association 2.5% 0.03003 203,987 182,295
BX COMMERCIAL MORTGAGE TRUST 2024-XL5 7.02812% 0.02976 182,207 180,614
Government National Mortgage Association 5.45% 0.02931 178,781 177,935
Federal Home Loan Mortgage Corp. 1.5% 0.02917 200,504 177,091
CITIGROUP COMMERCIAL MORTGAGE TRUST 1.15992% 0.02914 4,803,834 176,857
Government National Mortgage Association 2.5% 0.02889 179,952 175,349
Fnma Pass-Thru I 2.5% 0.02877 182,820 174,614
Federal National Mortgage Association 2% 0.02870 208,572 174,185
Federal Home Loan Mortgage Corp. 4% 0.02868 178,393 174,065
Federal National Mortgage Association 2.5% 0.02848 181,137 172,898
Federal National Mortgage Association 2.5% 0.02833 180,039 171,964
Wells Fargo Commercial Mortgage Trust 1.00397% 0.02833 7,468,034 171,983
Federal Home Loan Mortgage Corp. 4% 0.02829 178,862 171,746
Federal National Mortgage Association 6.444% 0.02826 166,737 171,530
Federal Home Loan Mortgage Corp. 4% 0.02819 175,231 171,127
Federal Home Loan Mortgage Corp. 3.5% 0.02776 178,986 168,532
Fnma Pass-Thru I 2.5% 0.02756 187,426 167,259
Federal Home Loan Mortgage Corp. 2% 0.02750 202,760 166,896
Fnma Pass-Thru I 3% 0.02736 186,013 166,063
Federal Home Loan Mortgage Corp. 3.5% 0.02723 173,818 165,307
Federal Home Loan Mortgage Corp. 2.5% 0.02718 184,854 165,005
Federal Home Loan Mortgage Corp. 2.5% 0.02718 184,853 165,005
Fnma Pass-Thru I 3.5% 0.02709 177,279 164,462
Federal National Mortgage Association 2% 0.02700 196,264 163,906
Government National Mortgage Association 3% 0.02685 177,088 162,974
AFFIRM ASSET SECURITIZATION TRUST 2024-X1 6.27% 0.02660 161,017 161,452
Federal Home Loan Mortgage Corp. 4% 0.02658 166,701 161,346
CARMAX AUTO OWNER TRUST 2024-2 5.5% 0.02656 158,000 161,240
Federal Home Loan Mortgage Corp. 5% 0.02605 155,270 158,150
Federal Home Loan Mortgage Corp. 2.5% 0.02596 173,009 157,601
Government National Mortgage Association 3.5% 0.02592 165,588 157,353
Federal Home Loan Mortgage Corp. 4% 0.02575 159,728 156,329
SFS AUTO RECEIVABLES SECURITIZATION TRUST 2024-2 5.33% 0.02568 153,000 155,907
Federal National Mortgage Association 2.5% 0.02558 174,233 155,246
Federal Home Loan Mortgage Corp. 4% 0.02547 159,166 154,599
Federal Home Loan Mortgage Corp. 1.5% 0.02545 182,201 154,480
Federal National Mortgage Association 4.5% 0.02544 154,629 154,432
Federal Home Loan Mortgage Corp. 4.5% 0.02525 153,251 153,250
Federal National Mortgage Association 3.5% 0.02517 162,134 152,793
Federal National Mortgage Association 2.5% 0.02517 178,354 152,753
Federal National Mortgage Association 2% 0.02507 183,091 152,198
Federal Home Loan Mortgage Corp. 4.5% 0.02491 151,162 151,193
Federal Home Loan Mortgage Corp. 3.5% 0.02487 154,082 150,956
Fnma Pass-Thru I 2% 0.02470 181,547 149,945
Fnma Pass-Thru I 3% 0.02467 166,213 149,776
Federal Home Loan Mortgage Corp. 4% 0.02448 154,506 148,576
Bank 2020-Bnk25 0.53188% 0.02438 7,140,322 147,957
Government National Mortgage Association 4% 0.02434 151,510 147,738
Federal Home Loan Mortgage Corp. 2.5% 0.02421 161,414 146,926
Federal National Mortgage Association 4% 0.02418 151,305 146,798
Federal Home Loan Mortgage Corp. 2.5% 0.02415 153,492 146,602
Federal Home Loan Mortgage Corp. 3.5% 0.02389 152,771 145,012
Federal Home Loan Mortgage Corp. 2.5% 0.02386 160,796 144,850
Government National Mortgage Association 3.5% 0.02384 152,522 144,735
Federal Home Loan Mortgage Corp. 2% 0.02380 162,077 144,450
Government National Mortgage Association 4.5% 0.02367 143,830 143,671
Fnma Pass-Thru I 2% 0.02342 147,071 142,145
Federal Home Loan Mortgage Corp. 3% 0.02327 158,216 141,247
Federal National Mortgage Association 4% 0.02322 144,168 140,922
Federal National Mortgage Association 2% 0.02321 151,753 140,900
Federal Home Loan Mortgage Corp. 5% 0.02270 135,805 137,763
Fnma Pass-Thru I 2% 0.02263 157,572 137,382
Federal Home Loan Mortgage Corp. 2.5% 0.02263 153,132 137,373
Federal National Mortgage Association 4% 0.02249 139,705 136,501
Fnma Pass-Thru I 3% 0.02236 139,806 135,729
UBS Cml Mtg Tr 1.13245% 0.02234 5,184,206 135,633
Federal Home Loan Mortgage Corp. 3.5% 0.02233 144,638 135,557
Government National Mortgage Association 4.5% 0.02226 135,268 135,105
Federal National Mortgage Association 4% 0.02221 137,739 134,827
Federal National Mortgage Association 4.5% 0.02202 133,797 133,640
Federal National Mortgage Association 3.5% 0.02189 141,840 132,871
Federal Home Loan Mortgage Corp. 5.75% 0.02187 128,070 132,760
Federal Home Loan Mortgage Corp. 3.5% 0.02174 135,500 131,947
Government National Mortgage Association 4.5% 0.02160 131,600 131,095
Chesapeake Funding II Llc 6.16% 0.02143 128,224 130,082
Federal Home Loan Mortgage Corp. 3.5% 0.02121 139,910 128,746
Federal Home Loan Mortgage Corp. 2% 0.02119 155,304 128,610
WORLD OMNI AUTO RECEIVABLES TRUST 2023-C 5.15% 0.02106 127,000 127,864
Federal National Mortgage Association 2.5% 0.02104 137,413 127,737
Federal Home Loan Mortgage Corp. 3.5% 0.02103 135,381 127,624
Federal Home Loan Mortgage Corp. 3% 0.02093 137,128 127,054
US Treasury Bond Future Dec 24 0.02086 52 126,649
Government National Mortgage Association 5% 0.02070 122,934 125,619
Federal National Mortgage Association 3.5% 0.02067 134,002 125,444
Federal Home Loan Mortgage Corp. 4% 0.02061 127,825 125,127
Federal Home Loan Mortgage Corp. 4% 0.02037 127,610 123,670
Federal Home Loan Mortgage Corp. 1.5% 0.02037 147,787 123,654
Government National Mortgage Association 5.95016% 0.02033 125,927 123,431
ARI FLEET LEASE TRUST 2024-B 5.54% 0.02029 122,000 123,132
Federal Home Loan Mortgage Corp. 4% 0.02010 126,905 122,034
Fnma Pass-Thru I 2.5% 0.02001 129,885 121,491
Federal Home Loan Mortgage Corp. 1.5% 0.01998 144,973 121,300
Federal National Mortgage Association 1.5% 0.01998 144,937 121,270
Federal Home Loan Mortgage Corp. 2% 0.01996 146,663 121,134
Fnma Pass-Thru I 3% 0.01994 135,327 121,024
Federal Home Loan Mortgage Corp. 2% 0.01991 145,691 120,832
Fnma Pass-Thru I 3% 0.01985 123,870 120,465
Government National Mortgage Association 3.5% 0.01976 126,232 119,956
Federal Home Loan Mortgage Corp. 1.5% 0.01969 142,874 119,544
Federal National Mortgage Association 1.5% 0.01960 142,201 118,981
Federal National Mortgage Association 3.5% 0.01951 121,885 118,405
Government National Mortgage Association 4.5% 0.01949 118,696 118,287
Federal Home Loan Mortgage Corp. 3.5% 0.01944 126,087 118,013
Fnma Pass-Thru I 2.5% 0.01944 131,392 117,993
Federal Home Loan Mortgage Corp. 3% 0.01932 127,277 117,281
CFMT 2024-HB15 LLC 4% 0.01923 119,000 116,727
Federal National Mortgage Association 1.5% 0.01922 139,436 116,668
CFMT 2023-HB12 LLC 4.25% 0.01915 118,494 116,266
Fnma Pass-Thru I 1.5% 0.01909 146,555 115,846
Federal National Mortgage Association 1.5% 0.01903 138,056 115,512
Federal Home Loan Mortgage Corp. 3.5% 0.01897 118,069 115,120
PRPM LLC 1.319% 0.01888 126,068 114,575
Federal National Mortgage Association 1.5% 0.01874 135,924 113,729
Federal Home Loan Mortgage Corp. 5.5% 0.01873 110,851 113,680
Federal National Mortgage Association 2.5% 0.01852 117,694 112,414
Federal National Mortgage Association 3% 0.01828 125,000 110,933
Federal National Mortgage Association 3% 0.01822 114,374 110,600
Federal Home Loan Mortgage Corp. 2% 0.01816 126,133 110,208
Fnma Pass-Thru I 3% 0.01782 120,929 108,148
Government National Mortgage Association 3% 0.01781 117,482 108,130
Government National Mortgage Association 4.5% 0.01781 108,254 108,129
DLLAA 2023-1 LLC 5.64% 0.01779 106,000 107,981
Fnma Pass-Thru I 2.5% 0.01769 119,602 107,405
Fnma Pass-Thru I 2.5% 0.01760 119,101 106,844
Federal Home Loan Mortgage Corp. 2.5% 0.01757 124,667 106,655
Federal Home Loan Mortgage Corp. 3% 0.01750 110,457 106,212
Federal National Mortgage Association 3.5% 0.01744 111,649 105,865
Federal Home Loan Mortgage Corp. 3.5% 0.01744 108,050 105,858
Fnma Pass-Thru I 2.5% 0.01742 116,944 105,713
BMO 2023-5C1 MORTGAGE TRUST 6.534% 0.01737 100,000 105,428
Federal National Mortgage Association 4% 0.01729 108,170 104,948
Federal National Mortgage Association 4% 0.01727 109,152 104,843
BOFA AUTO TRUST 2024-1 5.35% 0.01708 102,000 103,658
GM FINANCIAL AUTOMOBILE LEASING TRUST 2023-3 5.38% 0.01706 103,000 103,552
Federal National Mortgage Association 4% 0.01705 105,783 103,476
Federal National Mortgage Association 3% 0.01702 115,449 103,320
Government National Mortgage Association 4% 0.01701 105,817 103,247
Federal National Mortgage Association 4% 0.01695 105,223 102,879
Federal National Mortgage Association 4.5% 0.01691 102,751 102,636
Federal Home Loan Mortgage Corp. 4.5% 0.01683 102,780 102,172
BAMLL COMMERCIAL MORTGAGE SECURITIES TRUST 3.465% 0.01677 118,000 101,775
Federal Home Loan Mortgage Corp. 6.5% 0.01650 95,982 100,148
Federal National Mortgage Association 4.5% 0.01642 99,928 99,653
CSMC SERIES 4.18101% 0.01642 101,043 99,641
Fnma Pass-Thru I 2.5% 0.01621 103,001 98,412
Federal Home Loan Mortgage Corp. 3% 0.01611 109,763 97,810
Federal Home Loan Mortgage Corp. 4% 0.01609 101,489 97,673
Federal Home Loan Mortgage Corp. 2.5% 0.01600 104,759 97,104
Fnma Pass-Thru I 2% 0.01596 116,822 96,889
Federal Home Loan Mortgage Corp. 6.5% 0.01589 92,014 96,439
Federal National Mortgage Association 3.5% 0.01583 102,671 96,114
FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD 4% 0.01583 97,282 96,078
Fnma Pass-Thru I 2.5% 0.01580 106,629 95,888
Federal Home Loan Mortgage Corp. 2.5% 0.01568 105,907 95,206
Government National Mortgage Association 4.5% 0.01548 94,268 93,939
Government National Mortgage Association 4.5% 0.01547 94,249 93,919
Federal Home Loan Mortgage Corp. 4.5% 0.01547 93,881 93,876
Government National Mortgage Association 3% 0.01540 99,691 93,459
Fnma Pass-Thru I 2.5% 0.01537 103,227 93,313
Government National Mortgage Association 4.5% 0.01526 92,966 92,646
Federal Home Loan Mortgage Corp. 3% 0.01524 95,707 92,483
TESLA AUTO LEASE TRUST 2024-A 5.37% 0.01524 92,486 92,529
WORLD OMNI AUTOMOBILE LEASE SECURITIZATION TRUST 2023-A 5.47% 0.01518 92,117 92,135
Federal National Mortgage Association 3.5% 0.01516 100,000 92,043
Government National Mortgage Association 4% 0.01515 94,166 91,939
Federal Home Loan Mortgage Corp. 2.5% 0.01512 102,446 91,806
Federal Home Loan Mortgage Corp. 4% 0.01508 92,651 91,530
Government National Mortgage Association 4% 0.01507 93,713 91,445
DLLAA 2023-1 LLC 5.93% 0.01504 90,969 91,282
Federal Home Loan Mortgage Corp. 3.5% 0.01502 97,240 91,195
Federal Home Loan Mortgage Corp. 7.5% 0.01491 85,585 90,484
Government National Mortgage Association 4.5% 0.01486 90,486 90,178
Government National Mortgage Association 4.5% 0.01477 89,994 89,681
Federal Home Loan Mortgage Corp. 3.5% 0.01473 96,401 89,402
Federal Home Loan Mortgage Corp. 3.5% 0.01472 95,477 89,363
Federal Home Loan Mortgage Corp. 3% 0.01467 96,686 89,069
Federal National Mortgage Association 3.5% 0.01460 91,232 88,628
Government National Mortgage Association 2.5% 0.01458 101,301 88,496
Federal Home Loan Mortgage Corp. 5.5% 0.01445 85,299 87,695
Federal National Mortgage Association 3.5% 0.01440 93,494 87,407
Government National Mortgage Association 4.5% 0.01431 87,189 86,873
DLLAD 2024-1 LLC 5.3% 0.01429 85,000 86,759
WELLS FARGO COMMERCIAL MORTGAGE TRUST 1.07819% 0.01429 3,790,102 86,738
Federal National Mortgage Association 5.288% 0.01428 85,780 86,667
Federal Home Loan Mortgage Corp. 3% 0.01418 96,405 86,065
SFS AUTO RECEIVABLES SECURITIZATION TRUST 2023-1 5.89% 0.01418 85,886 86,045
Government National Mortgage Association 4% 0.01411 87,848 85,669
Federal National Mortgage Association 3.5% 0.01388 88,965 84,275
Federal Home Loan Mortgage Corp. 5.5% 0.01383 83,312 83,967
Government National Mortgage Association 5% 0.01378 82,357 83,618
Federal Home Loan Mortgage Corp. 2.5% 0.01366 92,427 82,914
MARLETTE FUNDING TRUST 2024-1 5.95% 0.01363 82,435 82,724
Federal Home Loan Mortgage Corp. 4.5% 0.01359 82,480 82,487
Federal National Mortgage Association 5% 0.01358 83,824 82,413
Federal National Mortgage Association 3.5% 0.01328 84,811 80,596
MORGAN STANLEY CAPITAL I TRUST 3.283% 0.01304 83,557 79,182
Federal Home Loan Mortgage Corp. 5% 0.01302 77,657 79,018
Federal National Mortgage Association 3.5% 0.01296 83,885 78,660
Fnma Pass-Thru I 3% 0.01295 81,884 78,626
Federal National Mortgage Association 3.5% 0.01291 82,654 78,368
Federal Home Loan Mortgage Corp. 3% 0.01275 84,980 77,382
J.P. Morgan Chase Commercial Mortgage Securities Trust 1.29478% 0.01275 3,909,453 77,374
Fnma Pass-Thru I 3.5% 0.01266 82,808 76,873
Federal National Mortgage Association 4% 0.01240 77,663 75,277
RMF BUYOUT ISSUANCE TRUST 2021-HB1 1.2586% 0.01233 75,723 74,862
Government National Mortgage Association 5.85016% 0.01221 74,856 74,116
Fnma Pass-Thru I 1.5% 0.01220 94,717 74,071
Federal National Mortgage Association 4.5% 0.01212 73,637 73,543
Federal Home Loan Mortgage Corp. 4.5% 0.01211 73,536 73,501
Federal Home Loan Mortgage Corp. 4.5% 0.01203 73,018 73,015
Federal Home Loan Mortgage Corp. 6% 0.01203 70,085 73,003
Federal National Mortgage Association 3.5% 0.01193 77,335 72,397
Government National Mortgage Association 4% 0.01185 73,515 71,920
Government National Mortgage Association 4% 0.01179 72,920 71,547
Citi Swap Rec 3.778 02/24/25 0.01179 1,600,000 71,590
Federal Home Loan Mortgage Corp. 2% 0.01165 85,908 70,713
Government National Mortgage Association 4.5% 0.01164 70,890 70,645
Federal Home Loan Mortgage Corp. 4% 0.01157 71,709 70,222
Federal Home Loan Mortgage Corp. 1.5% 0.01154 83,750 70,075
Federal National Mortgage Association 3.5% 0.01135 73,465 68,889
Federal Home Loan Mortgage Corp. 3% 0.01134 76,907 68,827
Fnma Pass-Thru I 3% 0.01103 69,001 66,923
Government National Mortgage Association 3% 0.01102 72,221 66,886
Federal Home Loan Mortgage Corp. 2.5% 0.01092 73,814 66,286
Government National Mortgage Association 4.5% 0.01084 65,995 65,769
Federal National Mortgage Association 4.5% 0.01081 65,767 65,645
Federal Home Loan Mortgage Corp. 4% 0.01081 67,022 65,632
Federal National Mortgage Association 3.5% 0.01075 69,828 65,281
Gnma Pass-Thru M Single Family 4% 0.01073 66,970 65,148
Federal National Mortgage Association 3.5% 0.01073 69,570 65,127
Federal Home Loan Mortgage Corp. 4% 0.01066 65,385 64,711
Federal National Mortgage Association 3.5% 0.01055 65,583 64,047
Government National Mortgage Association 4.5% 0.01054 64,226 64,005
Federal Home Loan Mortgage Corp. 4.5% 0.01050 64,086 63,707
Federal National Mortgage Association 4% 0.01037 65,245 62,955
Government National Mortgage Association 4% 0.01034 64,165 62,780
Fnma Pass-Thru I 1.5% 0.01018 69,316 61,807
Citigroup ComlMtg 0.69195% 0.00999 6,227,511 60,667
Government National Mortgage Association 5.5% 0.00998 58,719 60,555
Federal Home Loan Mortgage Corp. 6% 0.00996 58,788 60,475
Federal National Mortgage Association 4% 0.00982 61,797 59,627
Federal National Mortgage Association 5% 0.00980 58,492 59,477
Government National Mortgage Association 4% 0.00977 60,790 59,303
Federal Home Loan Mortgage Corp. 4.5% 0.00969 60,469 58,822
Government National Mortgage Association 4.5% 0.00969 58,889 58,816
Government National Mortgage Association 4.5% 0.00957 58,324 58,119
Federal National Mortgage Association 5.9% 0.00949 56,484 57,597
Fnma Pass-Thru I 2% 0.00940 69,461 57,088
Federal Home Loan Mortgage Corp. 6% 0.00938 54,425 56,961
Government National Mortgage Association 4% 0.00933 58,058 56,613
Government National Mortgage Association 4% 0.00921 57,287 55,917
Federal Home Loan Mortgage Corp. 5% 0.00920 54,944 55,834
Federal National Mortgage Association 4% 0.00917 57,944 55,657
Government National Mortgage Association 5% 0.00913 55,710 55,435
Federal National Mortgage Association 2.5% 0.00908 57,609 55,115
Federal Home Loan Mortgage Corp. 7.635% 0.00906 53,681 54,982
Federal National Mortgage Association 3.5% 0.00898 57,377 54,506
MORGAN STANLEY CAPITAL I TRUST 1.31482% 0.00890 1,069,510 53,993
Federal National Mortgage Association 5% 0.00887 53,071 53,813
Federal Home Loan Mortgage Corp. 1.5% 0.00882 67,799 53,550
Fnma Pass-Thru I 4% 0.00876 55,275 53,145
FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD 3.01% 0.00871 53,735 52,870
Federal National Mortgage Association 4% 0.00846 52,968 51,340
Government National Mortgage Association 3.5% 0.00840 54,011 50,977
Federal National Mortgage Association 3% 0.00837 54,917 50,787
Federal Home Loan Mortgage Corp. 3.5% 0.00830 53,463 50,367
Fnma Pass-Thru I 4% 0.00830 52,095 50,364
Federal National Mortgage Association 3.5% 0.00829 53,739 50,308
Government National Mortgage Association 4% 0.00827 51,447 50,188
Federal National Mortgage Association 3.5% 0.00824 53,425 50,013
Federal National Mortgage Association 4.5% 0.00818 49,737 49,629
Federal Home Loan Mortgage Corp. 4.5% 0.00810 49,196 49,194
Federal National Mortgage Association 4% 0.00810 50,887 49,180
Federal Home Loan Mortgage Corp. 3.5% 0.00803 51,928 48,749
Federal National Mortgage Association 4.5% 0.00801 48,897 48,607
Federal National Mortgage Association 4% 0.00793 49,878 48,127
Federal National Mortgage Association 4% 0.00787 48,814 47,743
Government National Mortgage Association 4.5% 0.00781 47,548 47,380
Brass No 10 PLC 0.669% 0.00776 47,578 47,096
Federal Home Loan Mortgage Corp. 2% 0.00762 56,290 46,263
Government National Mortgage Association 3% 0.00761 50,182 46,214
Fnma Pass-Thru I 3% 0.00760 47,545 46,123
Federal Home Loan Mortgage Corp. 4% 0.00755 46,818 45,840
Fnma Pass-Thru I 2% 0.00753 52,329 45,722
Federal National Mortgage Association 3.5% 0.00749 48,586 45,483
Federal Home Loan Mortgage Corp. 3% 0.00747 48,972 45,344
Citigroup Commercial Mortgage Trust 1.01815% 0.00737 7,675,157 44,738
Federal National Mortgage Association 4% 0.00734 46,942 44,546
Federal National Mortgage Association 3% 0.00730 47,946 44,330
Government National Mortgage Association 4% 0.00718 44,649 43,581
Federal National Mortgage Association 4% 0.00714 44,249 43,365
Federal Home Loan Mortgage Corp. 3% 0.00709 48,175 43,008
Government National Mortgage Association 3% 0.00706 46,293 42,849
Federal Home Loan Mortgage Corp. 7.5% 0.00705 41,158 42,794
Government National Mortgage Association 3.5% 0.00694 44,665 42,109
Federal Home Loan Mortgage Corp. 4.5% 0.00670 40,682 40,673
Federal Home Loan Mortgage Corp. 6% 0.00663 39,238 40,227
Federal Home Loan Mortgage Corp. 4% 0.00656 41,383 39,827
Government National Mortgage Association 3% 0.00656 43,042 39,795
Federal National Mortgage Association 2.5% 0.00650 41,198 39,428
Government National Mortgage Association 4% 0.00646 40,195 39,229
Federal National Mortgage Association 2.5% 0.00645 40,969 39,145
Federal National Mortgage Association 3.5% 0.00644 41,171 39,103
Federal National Mortgage Association 4.5% 0.00636 38,775 38,630
Federal Home Loan Mortgage Corp. 4% 0.00636 40,133 38,623
Federal Home Loan Mortgage Corp. 1.5% 0.00635 48,774 38,524
Federal Home Loan Mortgage Corp. 4% 0.00633 39,248 38,393
OCWEN LOAN INVESTMENT TRUST 2023-HB1 3% 0.00632 39,389 38,369
Government National Mortgage Association 4.5% 0.00627 38,204 38,074
Federal National Mortgage Association 4% 0.00626 39,246 37,991
Federal National Mortgage Association 3% 0.00626 39,444 37,973
Government National Mortgage Association 5% 0.00625 37,411 37,948
Federal Home Loan Mortgage Corp. 4% 0.00619 38,367 37,600
Federal National Mortgage Association 7.84008% 0.00618 29,715 37,518
Federal National Mortgage Association 4% 0.00617 38,590 37,440
GM FINANCIAL AUTOMOBILE LEASING TRUST 2023-2 5.44% 0.00609 36,944 36,948
Federal Home Loan Mortgage Corp. 5% 0.00608 36,254 36,914
Fnma Pass-Thru I 2% 0.00606 42,268 36,812
Federal National Mortgage Association 4.5% 0.00603 36,683 36,612
Federal Home Loan Mortgage Corp. 2.5% 0.00602 38,165 36,566
Government National Mortgage Association 5.7916% 0.00598 36,413 36,282
Federal Home Loan Mortgage Corp. 6% 0.00597 34,591 36,253
Government National Mortgage Association 4.5% 0.00582 35,446 35,323
Federal National Mortgage Association 4% 0.00581 36,051 35,282
Federal Home Loan Mortgage Corp. 4% 0.00578 36,075 35,074
Government National Mortgage Association 4% 0.00574 35,701 34,860
Government National Mortgage Association 4.5% 0.00574 34,969 34,850
Federal Home Loan Mortgage Corp. 2.5% 0.00571 38,664 34,649
Federal Home Loan Mortgage Corp. 3% 0.00569 37,903 34,515
Federal Home Loan Mortgage Corp. 4.5% 0.00566 34,348 34,354
Government National Mortgage Association 2.5% 0.00564 37,140 34,214
Federal Home Loan Mortgage Corp. 3% 0.00562 35,193 34,117
Federal National Mortgage Association 2.5% 0.00560 39,664 33,971
Federal Home Loan Mortgage Corp. 6.5% 0.00559 32,973 33,950
Federal Home Loan Mortgage Corp. 4% 0.00555 34,500 33,679
Fnma Pass-Thru I 2% 0.00552 38,400 33,516
Federal National Mortgage Association 4% 0.00547 34,467 33,214
Federal Home Loan Mortgage Corp. 3% 0.00544 34,063 33,045
Federal Home Loan Mortgage Corp. 3.5% 0.00534 34,060 32,428
Federal Home Loan Mortgage Corp. 1.5% 0.00529 40,609 32,099
Government National Mortgage Association 3.5% 0.00525 33,713 31,875
Government National Mortgage Association 4% 0.00522 32,514 31,702
Federal Home Loan Mortgage Corp. 3.5% 0.00522 33,292 31,662
Government National Mortgage Association 5.7464% 0.00522 31,852 31,674
GS Mortgage Securities Trust 2015-GC34 1.34575% 0.00520 3,702,771 31,541
Federal Home Loan Mortgage Corp. 4% 0.00516 31,965 31,304
Government National Mortgage Association 3% 0.00513 33,758 31,110
Government National Mortgage Association 5% 0.00508 30,387 30,832
Government National Mortgage Association 3.5% 0.00506 32,372 30,726
Federal National Mortgage Association 4.5% 0.00505 30,688 30,648
Government National Mortgage Association 4.5% 0.00503 30,622 30,514
Wells Fargo Mortgage Backed Secs 7.41279% 0.00503 30,766 30,535
Federal Home Loan Mortgage Corp. 3% 0.00502 32,832 30,491
Federal National Mortgage Association 7% 0.00495 28,959 30,049
Federal National Mortgage Association 6% 0.00494 29,494 30,006
Government National Mortgage Association 5% 0.00489 29,219 29,670
Government National Mortgage Association 5.7464% 0.00489 29,844 29,707
Federal Home Loan Mortgage Corp. 4% 0.00487 30,200 29,559
Federal Home Loan Mortgage Corp. 4% 0.00486 30,114 29,492
Federal National Mortgage Association 5% 0.00483 28,942 29,303
Federal National Mortgage Association 4.5% 0.00482 29,309 29,271
Federal National Mortgage Association 6.723% 0.00479 28,164 29,102
Federal Home Loan Mortgage Corp. 4% 0.00478 29,729 29,022
Federal Home Loan Mortgage Corp. 3.5% 0.00478 30,940 28,997
Fnma Pass-Thru I 2% 0.00477 35,197 28,971
Gnma Pass-Thru M Single Family 4% 0.00477 29,773 28,963
Federal National Mortgage Association 5% 0.00476 28,523 28,900
Federal Home Loan Mortgage Corp. 4% 0.00472 29,338 28,676
Federal National Mortgage Association 1.75% 0.00471 30,874 28,577
Federal Home Loan Mortgage Corp. 6% 0.00469 27,957 28,446
Federal Home Loan Mortgage Corp. 4% 0.00467 28,996 28,377
Government National Mortgage Association 7% 0.00464 27,236 28,157
Federal National Mortgage Association 6% 0.00464 176,420 28,188
Federal National Mortgage Association 3.5% 0.00462 30,083 28,040
Federal Home Loan Mortgage Corp. 3% 0.00458 30,510 27,783
Federal Home Loan Mortgage Corp. 4.5% 0.00458 27,778 27,778
Federal Home Loan Mortgage Corp. 6% 0.00454 26,677 27,573
Federal Home Loan Mortgage Corp. 3.5% 0.00451 28,593 27,354
Federal National Mortgage Association 6% 0.00450 26,729 27,297
Federal National Mortgage Association 4% 0.00445 28,148 27,036
Federal Home Loan Mortgage Corp. 4% 0.00445 27,607 26,985
Federal Home Loan Mortgage Corp. 4% 0.00445 27,267 27,032
Government National Mortgage Association 4% 0.00440 27,563 26,737
WELLS FARGO COMMERCIAL MORTGAGE TRUST 1.09851% 0.00432 3,851,199 26,242
Federal Home Loan Mortgage Corp. 4% 0.00432 26,403 26,239
Federal National Mortgage Association 4% 0.00427 26,541 25,926
Federal Home Loan Mortgage Corp. 6% 0.00426 25,029 25,862
Government National Mortgage Association 4.5% 0.00422 25,733 25,645
Federal Home Loan Mortgage Corp. 4% 0.00422 26,578 25,617
Federal Home Loan Mortgage Corp. 1.5% 0.00420 32,275 25,522
Federal Home Loan Mortgage Corp. 4% 0.00416 25,856 25,260
Federal Home Loan Mortgage Corp. 6.5% 0.00408 23,431 24,762
Government National Mortgage Association 4.5% 0.00405 24,664 24,573
Federal Home Loan Mortgage Corp. 4.5% 0.00405 24,629 24,564
Morgan Stanley BAML Trust 1.17507% 0.00402 4,369,422 24,429
Government National Mortgage Association 5% 0.00399 23,857 24,210
Government National Mortgage Association 4% 0.00398 24,816 24,162
Federal Home Loan Mortgage Corp. 4% 0.00397 24,660 24,071
Federal Home Loan Mortgage Corp. 6.5% 0.00394 23,084 23,938
Government National Mortgage Association 5% 0.00391 23,356 23,720
Federal National Mortgage Association 1.75% 0.00391 25,600 23,745
Federal Home Loan Mortgage Corp. 4.5% 0.00390 23,674 23,674
Fnma Pass-Thru I 1.5% 0.00388 29,752 23,527
Federal National Mortgage Association 4.5% 0.00387 23,179 23,507
Federal Home Loan Mortgage Corp. 4% 0.00386 23,554 23,401
Federal Home Loan Mortgage Corp. 4.5% 0.00383 23,259 23,255
Federal National Mortgage Association 7.5% 0.00383 21,902 23,249
Government National Mortgage Association 3.5% 0.00383 24,607 23,225
Government National Mortgage Association 6.5% 0.00382 22,377 23,203
Federal Home Loan Mortgage Corp. 3.5% 0.00381 24,537 23,124
Government National Mortgage Association 3.5% 0.00375 24,144 22,788
Government National Mortgage Association 4.5% 0.00370 22,544 22,460
Federal Home Loan Mortgage Corp. 4.5% 0.00369 22,422 22,408
Federal Home Loan Mortgage Corp. 6% 0.00369 22,002 22,416
Federal National Mortgage Association 4% 0.00368 22,813 22,362
Federal National Mortgage Association 4% 0.00368 22,895 22,358
Federal National Mortgage Association 4% 0.00368 22,846 22,321
Federal National Mortgage Association 4% 0.00366 22,739 22,238
Federal Home Loan Mortgage Corp. 3% 0.00365 23,913 22,157
Federal Home Loan Mortgage Corp. 1.75% 0.00365 23,797 22,154
Government National Mortgage Association 3% 0.00359 23,768 21,804
Federal National Mortgage Association 6% 0.00359 21,446 21,801
Federal Home Loan Mortgage Corp. 6.5% 0.00359 21,172 21,766
Federal Home Loan Mortgage Corp. 4.5% 0.00356 21,607 21,593
Government National Mortgage Association 4% 0.00351 21,892 21,325
Federal National Mortgage Association 6% 0.00351 20,947 21,307
Government National Mortgage Association 4% 0.00348 21,675 21,136
Federal Home Loan Mortgage Corp. 6% 0.00347 20,390 21,071
Government National Mortgage Association 4% 0.00344 21,504 20,859
Federal Home Loan Mortgage Corp. 4.5% 0.00341 20,701 20,692
Government National Mortgage Association 5% 0.00340 20,321 20,625
Federal National Mortgage Association 3% 0.00338 21,234 20,500
Federal Home Loan Mortgage Corp. 4% 0.00337 21,219 20,444
Federal Home Loan Mortgage Corp. 5.824% 0.00334 19,869 20,282
Federal Home Loan Mortgage Corp. 4.5% 0.00334 20,563 20,274
Federal Home Loan Mortgage Corp. 6% 0.00331 19,502 20,104
Federal Home Loan Mortgage Corp. 4.5% 0.00330 20,058 20,058
Citi Swap Pay 3.778 02/24/25 0.00326 1,600,000 19,781
Federal Home Loan Mortgage Corp. 6% 0.00323 19,080 19,629
Fnma Pass-Thru I 3% 0.00321 21,850 19,507
Federal Home Loan Mortgage Corp. 4% 0.00317 19,640 19,222
Federal Home Loan Mortgage Corp. 4.5% 0.00316 19,201 19,192
Federal National Mortgage Association 3.5% 0.00312 19,893 18,921
Federal National Mortgage Association 4% 0.00311 19,541 18,867
Government National Mortgage Association 4.5% 0.00310 18,906 18,835
Federal Home Loan Mortgage Corp. 3% 0.00309 21,020 18,733
Federal Home Loan Mortgage Corp. 4% 0.00304 18,886 18,451
Federal Home Loan Mortgage Corp. 3% 0.00301 20,459 18,297
Government National Mortgage Association 3.5% 0.00299 19,257 18,176
Federal National Mortgage Association 3.5% 0.00298 19,012 18,086
Federal Home Loan Mortgage Corp. 4% 0.00297 18,164 18,044
Federal Home Loan Mortgage Corp. 4.5% 0.00294 17,875 17,870
Government National Mortgage Association 5% 0.00294 17,585 17,863
Federal National Mortgage Association 3.5% 0.00293 18,764 17,792
Federal National Mortgage Association 4% 0.00292 18,058 17,703
Federal Home Loan Mortgage Corp. 7% 0.00290 16,803 17,632
Federal Home Loan Mortgage Corp. 4% 0.00289 17,970 17,551
FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD 4% 0.00289 17,673 17,551
Federal Home Loan Mortgage Corp. 4% 0.00287 17,570 17,450
Federal Home Loan Mortgage Corp. 4% 0.00286 17,687 17,343
Federal National Mortgage Association 3% 0.00285 18,806 17,293
Federal National Mortgage Association 5.5% 0.00282 106,300 17,123
Federal Home Loan Mortgage Corp. 4.5% 0.00281 17,084 17,081
Government National Mortgage Association 3.5% 0.00281 17,963 17,054
Federal Home Loan Mortgage Corp. 2% 0.00281 19,698 17,033
Federal National Mortgage Association 3.5% 0.00276 17,646 16,727
Federal Home Loan Mortgage Corp. 3% 0.00273 18,514 16,592
Government National Mortgage Association 4% 0.00273 16,998 16,579
Federal National Mortgage Association 7.436% 0.00272 16,062 16,523
Federal National Mortgage Association 2% 0.00271 18,982 16,443
Federal Home Loan Mortgage Corp. 3% 0.00270 16,946 16,395
Fnma Pass-Thru I 2% 0.00269 19,873 16,358
Federal Home Loan Mortgage Corp. 2% 0.00269 18,863 16,340
Federal National Mortgage Association 4% 0.00269 16,657 16,333
Federal National Mortgage Association 9% 0.00268 15,165 16,252
Federal Home Loan Mortgage Corp. 6.5% 0.00266 15,538 16,145
Federal Home Loan Mortgage Corp. 4% 0.00266 16,533 16,130
Federal Home Loan Mortgage Corp. 7.711% 0.00266 15,675 16,126
Government National Mortgage Association 7% 0.00265 119,468 16,099
Federal Home Loan Mortgage Corp. 4% 0.00264 16,413 16,022
Federal National Mortgage Association 2% 0.00263 18,415 15,980
Federal Home Loan Mortgage Corp. 6.45% 0.00262 15,455 15,899
Federal Home Loan Mortgage Corp. 1.5% 0.00261 17,856 15,861
Federal Home Loan Mortgage Corp. 4% 0.00261 16,223 15,821
Federal National Mortgage Association 3.5% 0.00261 16,613 15,815
Federal Home Loan Mortgage Corp. 4% 0.00258 16,098 15,689
Federal Home Loan Mortgage Corp. 4% 0.00258 16,002 15,658
Federal Home Loan Mortgage Corp. 3% 0.00258 16,905 15,655
Federal Home Loan Mortgage Corp. 6% 0.00258 15,239 15,648
Federal Home Loan Mortgage Corp. 3.5% 0.00257 16,556 15,602
Federal Home Loan Mortgage Corp. 4.5% 0.00257 15,606 15,597
Fnma Pass-Thru I 2% 0.00254 18,722 15,434
Federal National Mortgage Association 2% 0.00253 17,728 15,385
Federal National Mortgage Association 4% 0.00253 15,737 15,374
Government National Mortgage Association 3.5% 0.00252 16,230 15,319
Federal Home Loan Mortgage Corp. 6% 0.00250 14,777 15,167
Federal National Mortgage Association 3.5% 0.00249 15,905 15,093
Federal Home Loan Mortgage Corp. 4.5% 0.00248 15,059 15,061
Federal National Mortgage Association 2% 0.00248 17,312 15,024
Federal National Mortgage Association 1.5% 0.00244 16,738 14,821
Federal National Mortgage Association 3.5% 0.00244 15,631 14,814
Government National Mortgage Association 4% 0.00244 15,173 14,813
Federal National Mortgage Association 3.5% 0.00243 15,532 14,771
Federal Home Loan Mortgage Corp. 5% 0.00243 14,513 14,733
Government National Mortgage Association 3.5% 0.00242 15,572 14,697
Government National Mortgage Association 4% 0.00241 14,974 14,603
Federal Home Loan Mortgage Corp. 4% 0.00240 14,899 14,547
Government National Mortgage Association 4% 0.00239 14,869 14,497
Fnma Pass-Thru I 1.5% 0.00239 16,365 14,490
Federal National Mortgage Association 4% 0.00236 14,706 14,350
Government National Mortgage Association 3.5% 0.00235 15,102 14,263
Government National Mortgage Association 4% 0.00235 14,632 14,261
Federal National Mortgage Association 2% 0.00232 16,218 14,100
Federal Home Loan Mortgage Corp. 4.5% 0.00231 14,183 14,044
Government National Mortgage Association 4% 0.00231 14,385 14,043
Federal Home Loan Mortgage Corp. 3% 0.00227 14,267 13,802
Federal National Mortgage Association 2% 0.00226 15,810 13,744
Federal Home Loan Mortgage Corp. 3.5% 0.00224 14,411 13,576
Federal Home Loan Mortgage Corp. 5% 0.00221 13,122 13,417
Government National Mortgage Association 5% 0.00216 12,903 13,106
Government National Mortgage Association 3.5% 0.00215 13,842 13,064
Federal National Mortgage Association 3.5% 0.00213 13,615 12,926
Federal Home Loan Mortgage Corp. 4% 0.00209 13,174 12,693
Federal National Mortgage Association 6.055% 0.00208 12,293 12,647
Federal Home Loan Mortgage Corp. 5% 0.00207 12,440 12,562
Federal National Mortgage Association 4% 0.00204 12,649 12,408
Federal Home Loan Mortgage Corp. 6% 0.00204 12,107 12,387
Government National Mortgage Association 3.5% 0.00203 13,084 12,349
Federal National Mortgage Association 4% 0.00203 12,611 12,349
Federal Home Loan Mortgage Corp. 4% 0.00202 12,539 12,259
Federal Home Loan Mortgage Corp. 6% 0.00202 12,070 12,291
Federal National Mortgage Association 5% 0.00201 12,027 12,222
Federal Home Loan Mortgage Corp. 4.5% 0.00201 12,194 12,189
Federal Home Loan Mortgage Corp. 4% 0.00201 12,263 12,186
Federal National Mortgage Association 4.5% 0.00199 12,101 12,086
Federal National Mortgage Association 4% 0.00199 12,357 12,071
Gnma Pass-Thru M Single Family 4% 0.00199 12,423 12,066
Government National Mortgage Association 3.5% 0.00197 12,584 11,934
Federal Home Loan Mortgage Corp. 4% 0.00196 12,222 11,922
Federal National Mortgage Association 3.5% 0.00194 12,462 11,806
Federal Home Loan Mortgage Corp. 7% 0.00194 11,365 11,793
Federal Home Loan Mortgage Corp. 3% 0.00194 12,187 11,784
Government National Mortgage Association 3.5% 0.00193 12,403 11,707
Government National Mortgage Association 4.5% 0.00192 11,680 11,664
Government National Mortgage Association 3.5% 0.00190 12,233 11,546
Federal National Mortgage Association 6.395% 0.00190 11,334 11,521
Federal National Mortgage Association 4% 0.00189 11,709 11,478
Federal National Mortgage Association 4% 0.00188 11,661 11,423
Federal National Mortgage Association 3.5% 0.00188 12,018 11,419
Government National Mortgage Association 4% 0.00187 11,614 11,321
Federal Home Loan Mortgage Corp. 4% 0.00186 11,552 11,292
Government National Mortgage Association 3.5% 0.00184 11,812 11,148
Government National Mortgage Association 3.5% 0.00183 11,714 11,121
Federal Home Loan Mortgage Corp. 4.5% 0.00181 11,127 11,015
Federal Home Loan Mortgage Corp. 4.5% 0.00179 10,885 10,884
Federal Home Loan Mortgage Corp. 4% 0.00177 11,025 10,771
Government National Mortgage Association 4.5% 0.00176 10,722 10,710
Federal Home Loan Mortgage Corp. 7.91% 0.00174 10,238 10,532
Government National Mortgage Association 5% 0.00173 10,347 10,495
Federal National Mortgage Association 6.5% 0.00173 9,988 10,472
Federal Home Loan Mortgage Corp. 4% 0.00171 10,630 10,373
Government National Mortgage Association 3.5% 0.00171 10,928 10,372
Federal Home Loan Mortgage Corp. 4% 0.00171 10,610 10,363
Federal Home Loan Mortgage Corp. 6.5% 0.00171 10,249 10,361
Federal Home Loan Mortgage Corp. 3.5% 0.00170 10,967 10,327
Federal Home Loan Mortgage Corp. 5% 0.00170 10,299 10,305
Government National Mortgage Association 5.9464% 0.00170 10,346 10,327
Federal Home Loan Mortgage Corp. 4.5% 0.00167 10,126 10,127
Federal Home Loan Mortgage Corp. 4.5% 0.00165 10,013 10,011
Federal National Mortgage Association 6.5% 0.00164 9,814 9,961
Federal Home Loan Mortgage Corp. 4.5% 0.00163 10,007 9,906
Government National Mortgage Association 3% 0.00162 10,669 9,840
Government National Mortgage Association 4.5% 0.00160 9,717 9,706
Government National Mortgage Association 4% 0.00160 9,939 9,698
Federal Home Loan Mortgage Corp. 4.5% 0.00158 9,676 9,578
Government National Mortgage Association 4% 0.00157 9,756 9,527
Federal National Mortgage Association 3.5% 0.00156 9,974 9,463
Government National Mortgage Association 3.5% 0.00156 10,023 9,460
Federal Home Loan Mortgage Corp. 4% 0.00155 9,646 9,417
Federal Home Loan Mortgage Corp. 6% 0.00152 9,079 9,242
Federal Home Loan Mortgage Corp. 4% 0.00148 9,221 8,997
Federal Home Loan Mortgage Corp. 7% 0.00148 8,518 8,963
Federal Home Loan Mortgage Corp. 6.5% 0.00148 8,891 9,007
Government National Mortgage Association 4% 0.00147 9,115 8,893
Federal Home Loan Mortgage Corp. 6.601% 0.00145 8,552 8,798
Federal Home Loan Mortgage Corp. 4% 0.00145 8,985 8,778
Federal National Mortgage Association 4% 0.00144 8,916 8,719
Government National Mortgage Association 4% 0.00143 8,916 8,705
Government National Mortgage Association 4.5% 0.00142 8,658 8,625
Federal National Mortgage Association 4.5% 0.00140 8,530 8,512
Federal National Mortgage Association 7.5% 0.00139 7,945 8,443
Government National Mortgage Association 7% 0.00138 8,117 8,401
GS Mortgage Securities Corp 5.5% 0.00138 10,808 8,370
Federal Home Loan Mortgage Corp. 3.5% 0.00137 8,755 8,314
Government National Mortgage Association 4% 0.00136 8,481 8,281
Government National Mortgage Association 4% 0.00135 8,390 8,184
Government National Mortgage Association 4% 0.00135 8,379 8,175
Federal National Mortgage Association 4.5% 0.00134 8,176 8,133
Government National Mortgage Association 3.5% 0.00134 8,604 8,109
Federal National Mortgage Association 4.5% 0.00134 8,117 8,105
Government National Mortgage Association 4% 0.00133 8,264 8,072
Federal National Mortgage Association 6.434% 0.00131 7,748 7,970
Federal Home Loan Mortgage Corp. 4% 0.00129 8,018 7,844
Federal National Mortgage Association 5% 0.00129 7,648 7,807
Government National Mortgage Association 4% 0.00127 7,932 7,729
Federal Home Loan Mortgage Corp. 4.5% 0.00126 7,627 7,627
Federal Home Loan Mortgage Corp. 4% 0.00124 7,744 7,553
Federal Home Loan Mortgage Corp. 4.5% 0.00123 7,474 7,474
Federal National Mortgage Association 6.5% 0.00123 7,080 7,441
Government National Mortgage Association 4% 0.00120 7,452 7,285
Federal National Mortgage Association 5.945% 0.00120 7,102 7,271
Federal Home Loan Mortgage Corp. 3.5% 0.00119 7,653 7,210
Federal National Mortgage Association 4% 0.00119 7,412 7,195
Federal Home Loan Mortgage Corp. 3% 0.00118 7,386 7,155
Government National Mortgage Association 4% 0.00117 7,270 7,093
Federal National Mortgage Association 4% 0.00117 7,245 7,083
Government National Mortgage Association 4% 0.00116 7,192 7,062
Federal National Mortgage Association 6.5% 0.00116 6,815 7,050
Federal National Mortgage Association 4.5% 0.00115 7,086 7,004
Government National Mortgage Association 4.5% 0.00115 6,976 6,958
Government National Mortgage Association 4% 0.00112 6,969 6,795
Federal Home Loan Mortgage Corp. 4.5% 0.00109 6,655 6,646
Government National Mortgage Association 4% 0.00109 6,808 6,637
Federal Home Loan Mortgage Corp. 7% 0.00109 6,305 6,606
Federal National Mortgage Association 7.5% 0.00108 6,505 6,559
Federal National Mortgage Association 4% 0.00107 6,712 6,525
Government National Mortgage Association 4% 0.00106 6,589 6,433
Government National Mortgage Association 7% 0.00105 6,244 6,355
Federal Home Loan Mortgage Corp. 3.5% 0.00104 6,708 6,321
Federal Home Loan Mortgage Corp. 3% 0.00103 6,443 6,248
Federal National Mortgage Association 5.971% 0.00100 5,926 6,086
Federal National Mortgage Association 6.82008% 0.00100 5,388 6,070
Government National Mortgage Association 4.5% 0.00099 6,025 6,019
Federal National Mortgage Association 6.028% 0.00098 5,779 5,946
Federal Home Loan Mortgage Corp. 4.5% 0.00098 5,944 5,943
Government National Mortgage Association 4% 0.00098 6,095 5,938
Government National Mortgage Association 3.5% 0.00098 6,284 5,931
Federal Home Loan Mortgage Corp. 3.5% 0.00097 6,239 5,879
Federal National Mortgage Association 7.5% 0.00096 5,478 5,830
Federal National Mortgage Association 3.5% 0.00095 6,090 5,783
Federal National Mortgage Association 4.5% 0.00095 5,811 5,744
Government National Mortgage Association 7.5% 0.00095 5,524 5,742
Federal Home Loan Mortgage Corp. 4% 0.00094 5,870 5,728
Federal National Mortgage Association 3.5% 0.00094 5,990 5,683
Government National Mortgage Association 3.5% 0.00091 5,841 5,543
Federal National Mortgage Association 6.297% 0.00090 5,313 5,466
Federal Home Loan Mortgage Corp. 7% 0.00090 5,136 5,450
Federal Home Loan Mortgage Corp. 6% 0.00089 5,291 5,408
Federal Home Loan Mortgage Corp. 4.5% 0.00088 5,350 5,350
Government National Mortgage Association 3.5% 0.00088 5,642 5,329
Government National Mortgage Association 4.5% 0.00087 5,310 5,291
Government National Mortgage Association 4% 0.00087 5,406 5,258
Federal National Mortgage Association 8% 0.00087 4,907 5,252
Federal Home Loan Mortgage Corp. 4% 0.00085 5,386 5,189
Government National Mortgage Association 3.5% 0.00085 5,406 5,156
Government National Mortgage Association 3.5% 0.00084 5,329 5,076
Federal National Mortgage Association 4% 0.00079 4,911 4,811
Federal Home Loan Mortgage Corp. 4.5% 0.00078 4,749 4,732
Federal National Mortgage Association 7.5% 0.00077 4,402 4,647
Government National Mortgage Association 4% 0.00076 4,722 4,601
Federal Home Loan Mortgage Corp. 7% 0.00075 4,353 4,553
Government National Mortgage Association 3.5% 0.00074 4,761 4,518
Federal Home Loan Mortgage Corp. 7% 0.00073 4,363 4,405
Federal Home Loan Mortgage Corp. 4% 0.00073 4,528 4,401
Federal Home Loan Mortgage Corp. 4% 0.00072 4,539 4,374
Federal Home Loan Mortgage Corp. 4% 0.00069 4,291 4,170
Government National Mortgage Association 4% 0.00069 4,288 4,160
Government National Mortgage Association 7% 0.00068 4,014 4,156
Government National Mortgage Association 3.5% 0.00068 4,348 4,126
Government National Mortgage Association 4.5% 0.00066 3,987 3,986
Government National Mortgage Association 4.5% 0.00066 3,979 3,977
Government National Mortgage Association 4% 0.00065 4,027 3,931
Federal National Mortgage Association 5% 0.00065 24,156 3,974
Federal National Mortgage Association 6.5% 0.00064 3,788 3,911
Federal National Mortgage Association 2.63668% 0.00064 26,057 3,906
Federal Home Loan Mortgage Corp. 6% 0.00064 3,822 3,893
Federal Home Loan Mortgage Corp. 1.19199% 0.00064 41,576 3,884
Government National Mortgage Association 4% 0.00063 3,909 3,817
Federal Home Loan Mortgage Corp. 1.11199% 0.00063 31,655 3,821
Government National Mortgage Association 4% 0.00062 3,884 3,784
Federal National Mortgage Association 7.5% 0.00062 3,521 3,738
Federal National Mortgage Association 1.25668% 0.00062 46,730 3,764
Government National Mortgage Association 4% 0.00061 3,785 3,690
Government National Mortgage Association 4% 0.00061 3,763 3,674
Federal Home Loan Mortgage Corp. 4.5% 0.00060 3,646 3,645
Government National Mortgage Association 7% 0.00059 3,521 3,599
Federal National Mortgage Association 6.5% 0.00059 3,403 3,576
Federal National Mortgage Association 3.5% 0.00057 3,689 3,460
Federal Home Loan Mortgage Corp. 4% 0.00056 3,471 3,396
Federal National Mortgage Association 0.58668% 0.00056 30,512 3,427
Federal Home Loan Mortgage Corp. 3.5% 0.00055 75,389 3,349
Government National Mortgage Association 4.5% 0.00054 3,293 3,288
Federal Home Loan Mortgage Corp. 7% 0.00054 3,246 3,277
Federal Home Loan Mortgage Corp. 4% 0.00053 3,298 3,228
Federal Home Loan Mortgage Corp. 4.5% 0.00053 3,224 3,224
Government National Mortgage Association 4% 0.00053 3,312 3,213
Federal Home Loan Mortgage Corp. 6% 0.00053 3,140 3,206
Federal Home Loan Mortgage Corp. 4% 0.00050 3,086 3,014
Government National Mortgage Association 4.5% 0.00047 2,874 2,872
Federal Home Loan Mortgage Corp. 6.5% 0.00046 2,700 2,797
Federal National Mortgage Association 7% 0.00046 2,739 2,766
Federal Home Loan Mortgage Corp. 6% 0.00045 2,689 2,737
Federal Home Loan Mortgage Corp. 4.5% 0.00044 2,687 2,686
Gnma Pass-Thru M Single Family 4.5% 0.00044 2,686 2,685
Government National Mortgage Association 2.5% 0.00044 2,764 2,663
Gnma Pass-Thru M Single Family 4.5% 0.00042 2,564 2,563
Government National Mortgage Association 4% 0.00042 2,605 2,543
Federal National Mortgage Association 6.402% 0.00041 2,462 2,501
Federal Home Loan Mortgage Corp. 6.5% 0.00041 2,393 2,483
Government National Mortgage Association 4% 0.00041 2,542 2,482
Government National Mortgage Association 3.5% 0.00041 2,614 2,478
Government National Mortgage Association 1.04688% 0.00041 34,684 2,506
Government National Mortgage Association 3.5% 0.00040 2,557 2,425
Federal National Mortgage Association 6.5% 0.00040 13,240 2,433
Government National Mortgage Association 4% 0.00039 2,449 2,386
Government National Mortgage Association 5% 0.00039 2,341 2,379
Government National Mortgage Association 3.5% 0.00039 2,467 2,355
Government National Mortgage Association 4.5% 0.00038 2,321 2,313
Gnma Pass-Thru M Single Family 3.5% 0.00037 2,390 2,265
Gnma Pass-Thru M Single Family 4.5% 0.00037 2,236 2,235
Federal National Mortgage Association 6.5% 0.00036 2,096 2,205
Federal Home Loan Mortgage Corp. 4% 0.00036 2,225 2,161
Federal National Mortgage Association 6% 0.00036 12,645 2,195
Federal Home Loan Mortgage Corp. 4.5% 0.00035 2,096 2,095
Government National Mortgage Association 1.23688% 0.00035 19,625 2,125
Government National Mortgage Association 4.5% 0.00034 2,072 2,070
Federal Home Loan Mortgage Corp. 7.5% 0.00034 1,938 2,040
Federal National Mortgage Association 6.5% 0.00034 1,940 2,039
Government National Mortgage Association 4.5% 0.00033 2,025 2,023
Federal Home Loan Mortgage Corp. 4.5% 0.00032 1,945 1,937
Federal Home Loan Mortgage Corp. 7% 0.00032 1,913 1,935
Federal National Mortgage Association 6.085% 0.00032 1,882 1,927
Federal Home Loan Mortgage Corp. 6.5% 0.00031 1,812 1,899
Federal Home Loan Mortgage Corp. 4% 0.00031 1,928 1,882
Federal National Mortgage Association 1.17668% 0.00031 17,382 1,863
Federal National Mortgage Association 4% 0.00030 1,839 1,804
Federal National Mortgage Association 5% 0.00029 1,757 1,789
Government National Mortgage Association 7% 0.00029 1,765 1,782
Federal National Mortgage Association 7.5% 0.00029 1,664 1,767
Federal National Mortgage Association 7% 0.00029 1,739 1,756
Government National Mortgage Association 4.5% 0.00029 1,748 1,745
Government National Mortgage Association 5% 0.00028 1,698 1,724
Government National Mortgage Association 6.0964% 0.00028 1,714 1,709
Government National Mortgage Association 4% 0.00027 1,701 1,659
Government National Mortgage Association 4.5% 0.00027 1,630 1,629
Federal National Mortgage Association 6.837% 0.00027 1,584 1,626
Government National Mortgage Association 8.5% 0.00027 1,572 1,615
Federal National Mortgage Association 3% 0.00027 57,153 1,665
Federal National Mortgage Association 3.34537% 0.00027 1,555 1,622
Federal National Mortgage Association 7.5% 0.00026 1,538 1,603
Federal National Mortgage Association 6.439% 0.00026 1,545 1,587
Federal National Mortgage Association 7% 0.00026 1,560 1,575
Federal Home Loan Mortgage Corp. 6.5% 0.00026 9,973 1,571
Federal National Mortgage Association 7.5% 0.00025 1,452 1,542
Government National Mortgage Association 4.5% 0.00025 1,546 1,540
Federal National Mortgage Association 6.583% 0.00025 1,511 1,534
Federal National Mortgage Association 7.5% 0.00024 1,391 1,468
Federal Home Loan Mortgage Corp. 4% 0.00024 1,477 1,433
Federal Home Loan Mortgage Corp. 7% 0.00024 1,423 1,430
Government National Mortgage Association 7% 0.00024 1,399 1,430
Federal National Mortgage Association 7.428% 0.00024 1,387 1,427
Federal Home Loan Mortgage Corp. 6.5% 0.00023 1,337 1,412
Federal National Mortgage Association 4.5% 0.00023 1,392 1,385
Federal National Mortgage Association 3% 0.00023 29,913 1,396
Federal Home Loan Mortgage Corp. 6.5% 0.00022 1,293 1,344
Government National Mortgage Association 4.5% 0.00022 1,318 1,316
Federal National Mortgage Association 6% 0.00022 7,327 1,332
Federal Home Loan Mortgage Corp. 6% 0.00021 1,271 1,294
Federal Home Loan Mortgage Corp. 7.5% 0.00021 1,239 1,290
Government National Mortgage Association 4.5% 0.00021 1,292 1,289
Government National Mortgage Association 7.5% 0.00021 1,245 1,281
Federal Home Loan Mortgage Corp. 6.5% 0.00021 1,212 1,258
Government National Mortgage Association 7% 0.00021 1,211 1,252
Federal National Mortgage Association 5.5% 0.00021 8,176 1,295
Federal Home Loan Mortgage Corp. 6.5% 0.00020 1,185 1,228
Government National Mortgage Association 5.5% 0.00020 1,174 1,209
Federal Home Loan Mortgage Corp. 3% 0.00020 16,809 1,201
Federal Home Loan Mortgage Corp. 4% 0.00019 1,203 1,183
Federal National Mortgage Association 7.5% 0.00019 1,089 1,154
Federal Home Loan Mortgage Corp. 1.13199% 0.00019 11,953 1,175
Federal National Mortgage Association 7.061% 0.00018 1,057 1,086
Government National Mortgage Association 1.74688% 0.00018 11,515 1,066
Federal Home Loan Mortgage Corp. 6% 0.00017 1,026 1,044
Federal National Mortgage Association 0.97668% 0.00017 8,521 1,013
Government National Mortgage Association 8.5% 0.00016 966 989
Federal National Mortgage Association 7% 0.00016 946 955
Federal National Mortgage Association 6.5% 0.00015 891 940
Government National Mortgage Association 7.5% 0.00015 921 936
Government National Mortgage Association 7.5% 0.00014 818 851
Government National Mortgage Association 8% 0.00013 787 790
Government National Mortgage Association 7.5% 0.00013 770 784
Federal National Mortgage Association 6.5% 0.00013 728 762
Federal Home Loan Mortgage Corp. 2.73199% 0.00013 16,666 763
Federal National Mortgage Association 6.5% 0.00012 717 753
Government National Mortgage Association 7% 0.00012 727 737
Federal Home Loan Mortgage Corp. 6% 0.00012 720 734
Government National Mortgage Association 7.5% 0.00011 650 670
Federal National Mortgage Association 7% 0.00011 638 652
Federal National Mortgage Association 7% 0.00010 591 597
Federal Home Loan Mortgage Corp. 7.5% 0.00009 541 553
Federal National Mortgage Association 7.5% 0.00009 515 546
Federal Home Loan Mortgage Corp. 7% 0.00009 516 523
Federal National Mortgage Association 2.63668% 0.00009 5,155 563
Federal National Mortgage Association 7.5% 0.00008 470 499
Government National Mortgage Association 7% 0.00008 492 499
Federal National Mortgage Association 6.5% 0.00008 464 486
Government National Mortgage Association 7.5% 0.00008 472 474
Government National Mortgage Association 7.5% 0.00007 425 442
Federal Home Loan Mortgage Corp. 8.637% 0.00007 422 434
Government National Mortgage Association 7.5% 0.00007 421 428
Federal Home Loan Mortgage Corp. 7% 0.00007 424 426
Government National Mortgage Association 7.5% 0.00007 392 403
Government National Mortgage Association 6.5% 0.00006 375 392
Federal National Mortgage Association 7.5% 0.00006 365 386
Federal National Mortgage Association 3.5% 0.00006 384 379
Federal National Mortgage Association 6.5% 0.00006 362 375
Government National Mortgage Association 7.5% 0.00006 354 364
Federal National Mortgage Association 7% 0.00006 352 352
Government National Mortgage Association 7% 0.00006 345 348
Federal Home Loan Mortgage Corp. 7.231% 0.00006 333 338
Government National Mortgage Association 4.5% 0.00005 330 329
Federal National Mortgage Association 7.5% 0.00005 304 323
Federal Home Loan Mortgage Corp. 7% 0.00005 314 315
Government National Mortgage Association 7% 0.00005 297 302
Government National Mortgage Association 7% 0.00005 296 300
Government National Mortgage Association 7% 0.00005 287 292
Federal Home Loan Mortgage Corp. 6% 0.00005 280 285
Federal Home Loan Mortgage Corp. 7.5% 0.00005 272 285
Federal Home Loan Mortgage Corp. 7% 0.00005 274 276
Government National Mortgage Association 4.5% 0.00005 5,969 319
Federal Home Loan Mortgage Corp. 7.5% 0.00004 237 245
Federal National Mortgage Association 7.5% 0.00004 207 218
Federal National Mortgage Association 7.5% 0.00003 174 177
Government National Mortgage Association 7% 0.00003 159 161
Federal National Mortgage Association 3% 0.00003 13,656 158
Government National Mortgage Association 7% 0.00002 143 146
Government National Mortgage Association 7% 0.00002 143 145
Government National Mortgage Association 8% 0.00002 125 125
Federal Home Loan Mortgage Corp. 6% 0.00002 115 117
Government National Mortgage Association 7% 0.00002 109 112
Federal National Mortgage Association 7.5% 0.00002 104 109
Government National Mortgage Association 7.5% 0.00001 89 91
Government National Mortgage Association 7% 0.00001 89 91
Government National Mortgage Association 7% 0.00001 76 78
Government National Mortgage Association 7% 0.00001 55 56
Government National Mortgage Association 7% 0.00001 54 54
Federal Home Loan Mortgage Corp. 7.5% 0.00001 52 52
Federal National Mortgage Association 7.5% 0.00001 47 48
Federal Home Loan Mortgage Corp. 6% 0.00001 42 43
Government National Mortgage Association 8% 0.00001 39 39
Government National Mortgage Association 7.5% 0.00001 36 37
Government National Mortgage Association 8% 0.00001 32 32
COMM MORTGAGE TRUST 0.86121% 0.00001 3,019,582 64
COMM 2014-LC17 MORTGAGE TRUST 0.68961% 0.00001 2,758,045 49
WFRBS COMMERCIAL MORTGAGE TRUST 0.95837% 0.00001 1,681,613 42
Federal National Mortgage Association 2.08668% 0.00001 3,433 86
Federal National Mortgage Association 4.5% 0.00001 2,458 32
Government National Mortgage Association 7% 0.00000 30 30
Government National Mortgage Association 7% 0.00000 29 30
Government National Mortgage Association 8% 0.00000 25 25
Federal National Mortgage Association 7.5% 0.00000 24 24
Federal National Mortgage Association 8% 0.00000 21 22
Government National Mortgage Association 7% 0.00000 20 20
Government National Mortgage Association 7.5% 0.00000 19 19
Government National Mortgage Association 7% 0.00000 10 10
Federal National Mortgage Association 7.5% 0.00000 8 8
Federal Home Loan Mortgage Corp. 7.5% 0.00000 1 1
COMM MORTGAGE TRUST 0.89208% 0.00000 967,674 23
Federal Home Loan Mortgage Corp. 5% 0.00000 1,412 18
Federal National Mortgage Association 4% 0.00000 1,166 17
Federal National Mortgage Association 1.08668% 0.00000 2,137 9
Federal Home Loan Mortgage Corp. 3.5% 0.00000 4,049 9
Csmc Series 2014-3R 0% 0.00000 72,121 7
Federal Home Loan Mortgage Corp. 4% 0.00000 727 5
Lch Ois Sofrv3.5% Mac 06/20/54 0.22043 1,311,000 1,337,990
Gscm Swap Rec 3.865 05/15/25 0.04117 4,600,000 249,927
Gscm Swap Rec 3.386 08/18/25 0.03459 6,200,000 209,984
Gscm Swap Pay 3.386 08/18/2025 0.03411 6,200,000 207,073
Gscm Swap Rec 3.53 08/01/29 0.02897 4,400,000 175,868
Gscm Swap Pay 3.53 08/01/2029 0.02800 4,400,000 169,948
Boam Swap Rec 3.7375 02/26/25 0.02168 3,100,000 131,596
Gscm Swap Pay 3.865 05/15/25 0.01085 4,600,000 65,843
Boam Swap Pay 3.7375 02/26/25 0.00685 3,100,000 41,559
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