Putnam Mortgage Securities Fund

#	Name	Ticker	Since	Shares	Value	% Port	Cat
1	FNMA or FHLMC	01F052680	Jun 2026	121,000,000	$121.2M	32.44%	ABS-MBS
2	FNMA or FHLMC	01F060683	Jun 2026	72,000,000	$73.4M	19.63%	ABS-MBS
3	FNMA or FHLMC	01F062689	Jun 2026	69,000,000	$71.3M	19.08%	ABS-MBS
4	FNMA or FHLMC	01F020687	Jun 2026	74,000,000	$59.1M	15.81%	ABS-MBS
5	FNMA or FHLMC	01F050684	Jun 2026	54,000,000	$53.0M	14.18%	ABS-MBS
6	Putnam Short Term Investment Fund	74676P664	Jun 2026	38,095,946	$38.1M	10.19%	—
7	FNMA or FHLMC	01F022683	Jun 2026	43,000,000	$35.9M	9.61%	ABS-MBS
8	FNMA or FHLMC	01F042681	Jun 2026	32,500,000	$31.1M	8.32%	ABS-MBS
9	FNMA or FHLMC	01F030686	Jun 2026	26,000,000	$22.7M	6.06%	ABS-MBS
10	FNMA or FHLMC	01F032682	Jun 2026	24,000,000	$21.8M	5.82%	ABS-MBS
11	FNMA or FHLMC	01F020489	Jun 2026	18,000,000	$16.4M	4.39%	ABS-MBS
12	GNMA	21H022689	Jun 2026	16,000,000	$13.7M	3.65%	ABS-MBS
13	GNMA	21H032688	Jun 2026	14,000,000	$12.6M	3.36%	ABS-MBS
14	GNMA	21H020683	Jun 2026	15,000,000	$12.3M	3.29%	ABS-MBS
15	GNMA	21H060689	Jun 2026	12,000,000	$12.2M	3.27%	ABS-MBS
16	GNMA	21H040681	Jun 2026	13,000,000	$12.1M	3.23%	ABS-MBS
17	GNMA	21H050680	Jun 2026	10,000,000	$9.8M	2.64%	ABS-MBS
18	FNMA or FHLMC	01F012486	Jun 2026	11,000,000	$9.8M	2.62%	ABS-MBS
19	GNMA	21H030682	Jun 2026	11,000,000	$9.8M	2.61%	ABS-MBS
20	United States of America	912797TN7	Jun 2026	8,500,000	$8.5M	2.27%	STIV
21	FNMA or FHLMC	01F022485	Jun 2026	9,000,000	$8.4M	2.25%	ABS-MBS
22	FNMA or FHLMC	01F040685	Jun 2026	8,000,000	$7.5M	2.00%	ABS-MBS
23	GNMA	21H042687	Jun 2026	7,000,000	$6.7M	1.80%	ABS-MBS
24	FHLMC	35563KBE9	Jun 2026	4,520,000	$5.5M	1.46%	ABS-MBS
25	GNMA	21H062685	Jun 2026	4,000,000	$4.1M	1.11%	ABS-MBS
26	United States of America	912797UL9	Jun 2026	4,100,000	$4.1M	1.08%	STIV
27	GNMA	21H052686	Jun 2026	4,000,000	$4.0M	1.07%	ABS-MBS
28	FNMA	3136BBZN5	Jun 2026	22,338,548	$4.0M	1.06%	ABS-MBS
29	FNMA or FHLMC	01F030488	Jun 2026	4,000,000	$3.8M	1.01%	ABS-MBS
30	FNMA	20753VBT4	Jun 2026	3,455,000	$3.6M	0.96%	ABS-MBS
31	FHLMC	35565XBE9	Jun 2026	2,647,000	$3.5M	0.93%	ABS-MBS
32	N/A	N/A	Jun 2026	431,311,100	$3.3M	0.89%	DIR
33	FNMA	3136BHEL9	Jun 2026	17,031,864	$3.3M	0.87%	ABS-MBS
34	FHLMC	35564PAC2	Jun 2026	2,681,000	$3.2M	0.85%	ABS-MBS
35	GNMA	38382MUK3	Jun 2026	22,108,328	$3.1M	0.84%	ABS-MBS
36	FHLMC	3137F9RB9	Jun 2026	15,437,752	$2.9M	0.76%	ABS-MBS
37	FHLMC	35565EAE2	Jun 2026	2,594,000	$2.8M	0.76%	ABS-MBS
38	FNMA	20754BAB7	Jun 2026	2,788,449	$2.8M	0.75%	ABS-MBS
39	GNMA	38382JX27	Jun 2026	19,615,782	$2.8M	0.74%	ABS-MBS
40	FHLMC	35563XBE1	Jun 2026	2,108,000	$2.5M	0.68%	ABS-MBS
41	FNMA	62547NAB5	Jun 2026	2,436,458	$2.5M	0.66%	ABS-MBS
42	FHLMC Multifamily Structured Credit Risk	35563GAB5	Jun 2026	2,289,000	$2.4M	0.63%	ABS-MBS
43	COMM Mortgage Trust	12626GAT0	Jun 2026	2,439,484	$2.3M	0.61%	ABS-MBS
44	CWABS, Inc.	23246BAE1	Jun 2026	2,357,275	$2.2M	0.60%	ABS-O
45	GNMA	38384ARL9	Jun 2026	2,201,609	$2.1M	0.56%	ABS-MBS
46	FHLMC	3137F7LN3	Jun 2026	12,996,504	$2.0M	0.54%	ABS-MBS
47	GNMA	38383V3H9	Jun 2026	19,999,823	$2.0M	0.54%	ABS-MBS
48	Wells Fargo Commercial Mortgage Trust	94989WBB2	Jun 2026	2,189,000	$2.0M	0.53%	ABS-MBS
49	GNMA	38384MPK7	Jun 2026	29,519,182	$2.0M	0.53%	ABS-MBS
50	Citigroup Commercial Mortgage Trust	17323CAS6	Jun 2026	2,035,000	$1.9M	0.52%	ABS-MBS
51	FNMA	20753VBE7	Jun 2026	1,887,000	$1.9M	0.51%	ABS-MBS
52	Morgan Stanley Capital I Trust	61767FBF7	Jun 2026	1,920,000	$1.9M	0.51%	ABS-MBS
53	FNMA or FHLMC	01F032484	Jun 2026	2,000,000	$1.9M	0.51%	ABS-MBS
54	GNMA	38382HM98	Jun 2026	12,363,380	$1.8M	0.49%	ABS-MBS
55	COMM Mortgage Trust	126192AK9	Jun 2026	2,247,767	$1.8M	0.49%	ABS-MBS
56	COMM Mortgage Trust	12631DAG8	Jun 2026	1,959,000	$1.7M	0.46%	ABS-MBS
57	PRET LLC	740937AA5	Jun 2026	1,720,401	$1.7M	0.46%	ABS-O
58	COMM Mortgage Trust	12591VAK7	Jun 2026	1,741,904	$1.7M	0.46%	ABS-MBS
59	COMM Mortgage Trust	12624QAT0	Jun 2026	1,721,000	$1.7M	0.45%	ABS-MBS
60	MAD Commercial Mortgage Trust	55616AAG2	Jun 2026	1,551,000	$1.6M	0.42%	ABS-MBS
61	GNMA	38382LMM0	Jun 2026	8,337,490	$1.6M	0.42%	ABS-MBS
62	FHLMC	3137HM4N7	Jun 2026	17,861,988	$1.5M	0.41%	ABS-MBS
63	FHLMC	3137F7Q24	Jun 2026	7,947,601	$1.5M	0.41%	ABS-MBS
64	WFRBS Commercial Mortgage Trust	92939FAX7	Jun 2026	1,535,529	$1.5M	0.40%	ABS-MBS
65	GNMA	38381N6U7	Jun 2026	15,023,900	$1.5M	0.40%	ABS-MBS
66	Carrington Mortgage Loan Trust	14453FAD1	Jun 2026	1,516,564	$1.5M	0.40%	ABS-O
67	FHLMC	35564KBE8	Jun 2026	1,330,000	$1.5M	0.40%	ABS-MBS
68	GNMA	38383XS70	Jun 2026	19,978,992	$1.5M	0.39%	ABS-MBS
69	Station Place Securitization Trust	85772UAA8	Jun 2026	1,458,000	$1.5M	0.39%	ABS-MBS
70	Station Place Securitization Trust	85779TAA4	Jun 2026	1,450,000	$1.5M	0.39%	ABS-MBS
71	Station Place Securitization Trust	85779XAA5	Jun 2026	1,448,000	$1.5M	0.39%	ABS-MBS
72	GNMA	38383VGD4	Jun 2026	18,863,076	$1.5M	0.39%	ABS-MBS
73	GNMA	38382RNV6	Jun 2026	8,670,579	$1.4M	0.39%	ABS-MBS
74	PRET LLC	69383QAA2	Jun 2026	1,449,105	$1.4M	0.38%	ABS-O
75	GNMA	38384UYD5	Jun 2026	20,362,563	$1.4M	0.38%	ABS-MBS
76	N/A	N/A	Jun 2026	23,866,000	$1.4M	0.38%	DIR
77	Deutsche Alt-B Securities Mortgage Loan Trust	251513AZ0	Jun 2026	1,641,516	$1.4M	0.38%	ABS-MBS
78	JPMBB Commercial Mortgage Securities Trust	46643PBK5	Jun 2026	1,497,000	$1.4M	0.38%	ABS-MBS
79	MAST Ltd.	57631AAA2	Jun 2026	1,455,500	$1.4M	0.38%	ABS-O
80	GNMA	38381NZ68	Jun 2026	21,868,155	$1.4M	0.38%	ABS-MBS
81	GNMA	38382M4V8	Jun 2026	9,993,854	$1.4M	0.38%	ABS-MBS
82	COLT Mortgage Loan Trust	19688RAA7	Jun 2026	1,407,885	$1.4M	0.38%	ABS-MBS
83	FHLMC	3137H0LW6	Jun 2026	5,826,111	$1.4M	0.38%	ABS-MBS
84	Wells Fargo Commercial Mortgage Trust	94989WAD9	Jun 2026	1,958,000	$1.4M	0.37%	ABS-MBS
85	GNMA	38384JF66	Jun 2026	6,783,391	$1.4M	0.37%	ABS-MBS
86	GNMA	38382QB33	Jun 2026	5,955,464	$1.4M	0.37%	ABS-MBS
87	JPMBB Commercial Mortgage Securities Trust	46640LAN2	Jun 2026	1,732,000	$1.4M	0.37%	ABS-MBS
88	GNMA	38383LQW3	Jun 2026	25,373,771	$1.4M	0.37%	ABS-MBS
89	J.P. Morgan Chase Commercial Mortgage Securities Trust	46639EAN1	Jun 2026	1,408,000	$1.4M	0.37%	ABS-MBS
90	Morgan Stanley Bank of America Merrill Lynch Trust	61690FAS2	Jun 2026	1,616,000	$1.4M	0.37%	ABS-MBS
91	GNMA	38383TWM1	Jun 2026	7,361,372	$1.4M	0.37%	ABS-MBS
92	GNMA	38385M5Q5	Jun 2026	22,971,580	$1.4M	0.37%	ABS-MBS
93	N/A	N/A	Jun 2026	1,531,660,000	$1.4M	0.36%	DIR
94	CD Mortgage Trust	12515DAU8	Jun 2026	1,408,000	$1.3M	0.36%	ABS-MBS
95	Wells Fargo Commercial Mortgage Trust	94989AAA3	Jun 2026	1,394,983	$1.3M	0.36%	ABS-MBS
96	FNMA	3136B9WV5	Jun 2026	7,674,119	$1.3M	0.36%	ABS-MBS
97	GNMA	38384PB66	Jun 2026	15,928,915	$1.3M	0.36%	ABS-MBS
98	JPMBB Commercial Mortgage Securities Trust	46639NAX9	Jun 2026	1,408,000	$1.3M	0.36%	ABS-MBS
99	GS Mortgage Securities Trust	36253GAS1	Jun 2026	1,892,000	$1.3M	0.36%	ABS-MBS
100	J.P. Morgan Mortgage Trust	46658DAA7	Jun 2026	1,334,860	$1.3M	0.36%	ABS-MBS
101	FNMA	3136B8BC2	Jun 2026	12,348,394	$1.3M	0.36%	ABS-MBS
102	COMM Mortgage Trust	200474AG9	Jun 2026	1,436,000	$1.3M	0.36%	ABS-MBS
103	UBS Commercial Mortgage Trust	90276GAY8	Jun 2026	1,405,000	$1.3M	0.35%	ABS-MBS
104	WFRBS Commercial Mortgage Trust	92939FAY5	Jun 2026	1,353,000	$1.3M	0.35%	ABS-MBS
105	Morgan Stanley Bank of America Merrill Lynch Trust	61762DBB6	Jun 2026	1,398,000	$1.3M	0.35%	ABS-MBS
106	GNMA	38382GU91	Jun 2026	11,012,282	$1.3M	0.34%	ABS-MBS
107	GNMA	38382QX21	Jun 2026	10,368,378	$1.3M	0.34%	ABS-MBS
108	J.P. Morgan Mortgage Trust	46593DAX5	Jun 2026	1,239,198	$1.2M	0.33%	ABS-MBS
109	COMM Mortgage Trust	12629NAJ4	Jun 2026	1,285,000	$1.2M	0.33%	ABS-MBS
110	Alternative Loan Trust	12668RAA6	Jun 2026	1,485,210	$1.2M	0.33%	ABS-MBS
111	DBUBS Mortgage Trust	23305YAM1	Jun 2026	1,236,386	$1.2M	0.32%	ABS-MBS
112	A&D Mortgage Trust	00249XAA6	Jun 2026	1,198,336	$1.2M	0.32%	ABS-MBS
113	FHLMC	35565MBE3	Jun 2026	916,000	$1.2M	0.32%	ABS-MBS
114	FHLMC	35565LBE5	Jun 2026	1,000,000	$1.2M	0.32%	ABS-MBS
115	FHLMC	35565ABE9	Jun 2026	1,070,000	$1.2M	0.32%	ABS-MBS
116	WFRBS Commercial Mortgage Trust	92937EAJ3	Jun 2026	1,284,115	$1.2M	0.32%	ABS-MBS
117	Morgan Stanley Capital I Trust	61691QAN8	Jun 2026	1,405,000	$1.2M	0.31%	ABS-MBS
118	COMM Mortgage Trust	200474AE4	Jun 2026	1,240,000	$1.2M	0.31%	ABS-MBS
119	Citigroup Commercial Mortgage Trust	17323CAN7	Jun 2026	1,181,054	$1.2M	0.31%	ABS-MBS
120	Morgan Stanley Bank of America Merrill Lynch Trust	61761DAS1	Jun 2026	1,677,000	$1.1M	0.31%	ABS-MBS
121	UBS Commercial Mortgage Trust	90276XAC9	Jun 2026	1,695,000	$1.1M	0.31%	ABS-MBS
122	COMM Mortgage Trust	12631DBG7	Jun 2026	1,156,000	$1.1M	0.30%	ABS-MBS
123	JPMDB Commercial Mortgage Securities Trust	46590LAE2	Jun 2026	2,330,000	$1.1M	0.30%	ABS-MBS
124	FNMA	3136BDLD8	Jun 2026	6,445,636	$1.1M	0.30%	ABS-MBS
125	GNMA	38383CUQ1	Jun 2026	6,639,514	$1.1M	0.30%	ABS-MBS
126	Barclays Commercial Mortgage Trust	07335CAV6	Jun 2026	2,034,000	$1.1M	0.30%	ABS-MBS
127	COMM Mortgage Trust	12593QBK5	Jun 2026	1,351,375	$1.1M	0.30%	ABS-MBS
128	GNMA	38383HLR8	Jun 2026	15,256,532	$1.1M	0.29%	ABS-MBS
129	GNMA	38383TB77	Jun 2026	13,128,006	$1.1M	0.29%	ABS-MBS
130	UBS Commercial Mortgage Trust	90269GAQ4	Jun 2026	1,132,786	$1.1M	0.29%	ABS-MBS
131	BWAY Mortgage Trust	12429EAN7	Jun 2026	2,305,000	$1.1M	0.29%	ABS-MBS
132	J.P. Morgan Chase Commercial Mortgage Securities Trust	46635TBA9	Jun 2026	1,123,000	$1.1M	0.29%	ABS-MBS
133	Cross Mortgage Trust	22757AAA4	Jun 2026	1,071,128	$1.1M	0.29%	ABS-MBS
134	FHLMC Multifamily Structured Credit Risk	35563FAB7	Jun 2026	1,051,000	$1.1M	0.29%	ABS-MBS
135	JPMBB Commercial Mortgage Securities Trust	46642NBK1	Jun 2026	1,124,000	$1.1M	0.29%	ABS-MBS
136	A&D Mortgage Trust	00039GAA7	Jun 2026	1,045,481	$1.0M	0.28%	ABS-MBS
137	Morgan Stanley Bank of America Merrill Lynch Trust	61762DAG6	Jun 2026	1,122,000	$1.0M	0.27%	ABS-MBS
138	WFRBS Commercial Mortgage Trust	92936CAY5	Jun 2026	1,066,568	$1.0M	0.27%	ABS-MBS
139	GNMA	38384FBY7	Jun 2026	17,396,521	$1.0M	0.27%	ABS-MBS
140	Morgan Stanley Bank of America Merrill Lynch Trust	61762XAE7	Jun 2026	1,232,618	$1.0M	0.27%	ABS-MBS
141	Home RE Ltd.	43730VAE8	Jun 2026	1,000,000	$1.0M	0.27%	ABS-MBS
142	GNMA	38385KS76	Jun 2026	4,731,559	$1.0M	0.27%	ABS-MBS
143	A&D Mortgage Trust	00002MAA7	Jun 2026	993,566	$998K	0.27%	ABS-MBS
144	GNMA	38384JRW6	Jun 2026	16,147,586	$995K	0.27%	ABS-MBS
145	GNMA	38383F3Y7	Jun 2026	6,687,708	$991K	0.27%	ABS-MBS
146	HTAP	40445NAA6	Jun 2026	986,942	$986K	0.26%	ABS-O
147	SF Abs Issuer LLC	784193AA2	Jun 2026	991,000	$976K	0.26%	ABS-O
148	J.P. Morgan Mortgage Trust	46661HAA3	Jun 2026	974,000	$974K	0.26%	ABS-MBS
149	PRET LLC	69385BAA3	Jun 2026	971,000	$974K	0.26%	ABS-O
150	Morgan Stanley Bank of America Merrill Lynch Trust	61762MBZ3	Jun 2026	1,005,949	$957K	0.26%	ABS-MBS
151	CD Mortgage Trust	12515BAR9	Jun 2026	1,450,000	$953K	0.26%	ABS-MBS
152	BX Trust	123915AG5	Jun 2026	943,000	$949K	0.25%	ABS-MBS
153	Benchmark Mortgage Trust	08164EAJ3	Jun 2026	1,110,000	$941K	0.25%	ABS-MBS
154	GNMA	38382KPP2	Jun 2026	6,594,717	$939K	0.25%	ABS-MBS
155	WFRBS Commercial Mortgage Trust	92938CAJ6	Jun 2026	985,000	$918K	0.25%	ABS-MBS
156	JPMBB Commercial Mortgage Securities Trust	46639NAC5	Jun 2026	1,235,000	$918K	0.25%	ABS-MBS
157	FNMA	3136BWVQ6	Jun 2026	16,774,588	$914K	0.24%	ABS-MBS
158	UBS Commercial Mortgage Trust	90276XBA2	Jun 2026	986,000	$908K	0.24%	ABS-MBS
159	GNMA	38383CFG0	Jun 2026	6,036,654	$905K	0.24%	ABS-MBS
160	GNMA	38385JRX3	Jun 2026	7,626,001	$904K	0.24%	ABS-MBS
161	MFA Trust	58004LAA5	Jun 2026	895,930	$892K	0.24%	ABS-MBS
162	FNMA	3136BDYC6	Jun 2026	5,283,770	$888K	0.24%	ABS-MBS
163	Aligned Data Centers Issuer LLC	01627AAF5	Jun 2026	883,000	$887K	0.24%	ABS-O
164	GNMA	38380QQG0	Jun 2026	14,031,650	$882K	0.24%	ABS-MBS
165	N/A	N/A	Jun 2026	1,504,564,000	$881K	0.24%	DIR
166	GNMA	38382TD27	Jun 2026	7,213,322	$878K	0.23%	ABS-MBS
167	FNMA	3136BQKK4	Jun 2026	5,785,729	$877K	0.23%	ABS-MBS
168	GNMA	38384DZX8	Jun 2026	846,680	$866K	0.23%	ABS-MBS
169	GNMA	38381J2J5	Jun 2026	16,438,680	$860K	0.23%	ABS-MBS
170	GNMA	38384ARM7	Jun 2026	11,409,294	$860K	0.23%	ABS-MBS
171	A&D Mortgage Trust	00002DAA7	Jun 2026	855,572	$854K	0.23%	ABS-MBS
172	GNMA	38382YMS9	Jun 2026	17,786,971	$854K	0.23%	ABS-MBS
173	New Economy Assets - Phase 1 Sponsor LLC	643821AA9	Jun 2026	1,026,000	$848K	0.23%	ABS-O
174	BBCMS Mortgage Trust	05555PAD4	Jun 2026	19,198,767	$841K	0.23%	ABS-MBS
175	COMM Mortgage Trust	12630BAE8	Jun 2026	1,479,365	$838K	0.22%	ABS-MBS
176	FHLMC	3137HANZ5	Jun 2026	4,027,523	$837K	0.22%	ABS-MBS
177	Benchmark Mortgage Trust	08162BAJ1	Jun 2026	1,556,000	$835K	0.22%	ABS-MBS
178	FNMA	3136BQKJ7	Jun 2026	6,543,912	$831K	0.22%	ABS-MBS
179	GNMA	38378FJQ4	Jun 2026	4,299,703	$828K	0.22%	ABS-MBS
180	WFRBS Commercial Mortgage Trust	92939HBB0	Jun 2026	842,000	$828K	0.22%	ABS-MBS
181	BANK	06540TAP5	Jun 2026	959,000	$827K	0.22%	ABS-MBS
182	Benchmark Mortgage Trust	08161BAA1	Jun 2026	1,213,000	$824K	0.22%	ABS-MBS
183	Bayview Financial Mortgage Pass-Through Trust	07325DAD6	Jun 2026	816,614	$816K	0.22%	ABS-O
184	CSAIL Commercial Mortgage Trust	12635FAZ7	Jun 2026	838,085	$813K	0.22%	ABS-MBS
185	GNMA	38382VKU2	Jun 2026	7,553,273	$809K	0.22%	ABS-MBS
186	Wells Fargo Commercial Mortgage Trust	95000DAL5	Jun 2026	822,241	$807K	0.22%	ABS-MBS
187	Wells Fargo Commercial Mortgage Trust	95001QAZ4	Jun 2026	868,000	$803K	0.21%	ABS-MBS
188	BBCMS Mortgage Trust	07337AAJ5	Jun 2026	10,460,841	$801K	0.21%	ABS-MBS
189	Morgan Stanley Capital I Trust	61760RAN2	Jun 2026	799,786	$797K	0.21%	ABS-MBS
190	COMM Mortgage Trust	12595EAN5	Jun 2026	882,000	$795K	0.21%	ABS-MBS
191	Towd Point Mortgage Trust	89177JAB4	Jun 2026	862,000	$783K	0.21%	ABS-MBS
192	Castlelake Aircraft Structured Trust	14855XAA2	Jun 2026	784,530	$780K	0.21%	ABS-O
193	FNMA	30711XDB7	Jun 2026	774,920	$780K	0.21%	ABS-MBS
194	GNMA	38383YFW7	Jun 2026	8,594,491	$778K	0.21%	ABS-MBS
195	BX Trust	05619TAE8	Jun 2026	773,000	$772K	0.21%	ABS-MBS
196	FNMA	3136BFDQ3	Jun 2026	3,464,081	$770K	0.21%	ABS-MBS
197	JPMDB Commercial Mortgage Securities Trust	46591ABG9	Jun 2026	835,000	$766K	0.20%	ABS-MBS
198	Morgan Stanley Bank of America Merrill Lynch Trust	61762XAC1	Jun 2026	800,000	$765K	0.20%	ABS-MBS
199	GNMA	38382YCJ0	Jun 2026	37,244,645	$764K	0.20%	ABS-MBS
200	COMM Mortgage Trust	12591KAG0	Jun 2026	793,039	$761K	0.20%	ABS-MBS
201	LSTAR Commercial Mortgage Trust	54910TAJ1	Jun 2026	761,686	$757K	0.20%	ABS-MBS
202	FHLMC	3137FJK99	Jun 2026	6,071,811	$757K	0.20%	ABS-MBS
203	FHLMC	3137HFW50	Jun 2026	3,536,497	$749K	0.20%	ABS-MBS
204	GNMA	38384LQR3	Jun 2026	20,680,786	$748K	0.20%	ABS-MBS
205	FHLMC	35564MBE4	Jun 2026	637,000	$746K	0.20%	ABS-MBS
206	Towd Point Mortgage Trust	89183LAA3	Jun 2026	741,337	$743K	0.20%	ABS-O
207	FHLMC	3137FQZQ9	Jun 2026	3,630,342	$741K	0.20%	ABS-MBS
208	CSAIL	12634NBA5	Jun 2026	838,000	$741K	0.20%	ABS-MBS
209	GNMA	38384HZX9	Jun 2026	3,070,811	$740K	0.20%	ABS-MBS
210	COMM Mortgage Trust	12624XAT5	Jun 2026	765,000	$740K	0.20%	ABS-MBS
211	FNMA	3136BNJK3	Jun 2026	8,697,063	$735K	0.20%	ABS-MBS
212	GGAM Master Trust International Ltd.	36173XAA0	Jun 2026	734,106	$731K	0.20%	ABS-O
213	CSAIL Commercial Mortgage Trust	126281BE3	Jun 2026	743,446	$727K	0.19%	ABS-MBS
214	BANK5	06211HAH7	Jun 2026	724,000	$726K	0.19%	ABS-MBS
215	Sabey Data Center Issuer LLC	78520EAK2	Jun 2026	731,000	$725K	0.19%	ABS-O
216	J.P. Morgan Alternative Loan Trust	466285AA1	Jun 2026	815,062	$718K	0.19%	ABS-MBS
217	Benchmark Mortgage Trust	08162PAG6	Jun 2026	1,800,000	$717K	0.19%	ABS-MBS
218	BANK	06541GAN7	Jun 2026	9,554,739	$715K	0.19%	ABS-MBS
219	Arroyo Mortgage Trust	04285AAD7	Jun 2026	750,000	$713K	0.19%	ABS-MBS
220	Morgan Stanley Residential Mortgage Loan Trust	61776QAH9	Jun 2026	708,824	$711K	0.19%	ABS-MBS
221	BBCMS Mortgage Trust	05557AAR4	Jun 2026	1,000,000	$704K	0.19%	ABS-MBS
222	GNMA	38383VYA0	Jun 2026	8,425,654	$693K	0.19%	ABS-MBS
223	FNMA	3136B9JP3	Jun 2026	4,656,231	$691K	0.18%	ABS-MBS
224	GNMA	38378DRC1	Jun 2026	4,138,470	$689K	0.18%	ABS-MBS
225	FHLMC	3137HKUM4	Jun 2026	3,145,832	$689K	0.18%	ABS-MBS
226	GNMA	38383CAC4	Jun 2026	3,737,519	$688K	0.18%	ABS-MBS
227	GNMA	38384KTQ4	Jun 2026	10,740,359	$685K	0.18%	ABS-MBS
228	Morgan Stanley Bank of America Merrill Lynch Trust	61762DAZ4	Jun 2026	714,959	$683K	0.18%	ABS-MBS
229	Morgan Stanley Bank of America Merrill Lynch Trust	61767EAK0	Jun 2026	751,000	$678K	0.18%	ABS-MBS
230	JPMBB Commercial Mortgage Securities Trust	46643AAG8	Jun 2026	726,000	$674K	0.18%	ABS-MBS
231	Citigroup Commercial Mortgage Trust	29425AAH6	Jun 2026	770,000	$671K	0.18%	ABS-MBS
232	GNMA	38384QWH7	Jun 2026	10,573,518	$667K	0.18%	ABS-MBS
233	GNMA	38384HW38	Jun 2026	8,399,201	$664K	0.18%	ABS-MBS
234	COMM Mortgage Trust	12625FBA3	Jun 2026	672,111	$662K	0.18%	ABS-MBS
235	COMM Mortgage Trust	20048EAG6	Jun 2026	701,000	$661K	0.18%	ABS-MBS
236	GNMA	38382AAJ4	Jun 2026	6,357,601	$661K	0.18%	ABS-MBS
237	GNMA	38382AQY4	Jun 2026	6,546,582	$655K	0.18%	ABS-MBS
238	GNMA	38385FNW7	Jun 2026	6,267,018	$653K	0.17%	ABS-MBS
239	GNMA	38382EFD4	Jun 2026	7,919,055	$653K	0.17%	ABS-MBS
240	FHLMC	3137FVJG8	Jun 2026	5,572,226	$652K	0.17%	ABS-MBS
241	GNMA	38382WEG8	Jun 2026	5,280,626	$651K	0.17%	ABS-MBS
242	JPMCC Commercial Mortgage Securities Trust	465968AM7	Jun 2026	859,000	$649K	0.17%	ABS-MBS
243	BWAY Mortgage Trust	12429EAL1	Jun 2026	1,133,000	$633K	0.17%	ABS-MBS
244	GNMA	38384CCX5	Jun 2026	10,655,994	$631K	0.17%	ABS-MBS
245	GNMA	38384JKZ6	Jun 2026	12,884,277	$629K	0.17%	ABS-MBS
246	N/A	N/A	Jun 2026	17,140,800	$629K	0.17%	DIR
247	VEGAS	92254BAC9	Jun 2026	627,000	$626K	0.17%	ABS-MBS
248	GNMA	38384HZZ4	Jun 2026	11,941,578	$626K	0.17%	ABS-MBS
249	CFCRE Commercial Mortgage Trust	12532BAD9	Jun 2026	624,000	$621K	0.17%	ABS-MBS
250	GNMA	38384EUV5	Jun 2026	626,685	$618K	0.17%	ABS-MBS
251	COMM Mortgage Trust	12624QBA0	Jun 2026	924,000	$615K	0.16%	ABS-MBS
252	CSAIL Commercial Mortgage Trust	126281BF0	Jun 2026	644,000	$613K	0.16%	ABS-MBS
253	COMM Mortgage Trust	12631DBE2	Jun 2026	615,153	$612K	0.16%	ABS-MBS
254	JPMBB Commercial Mortgage Securities Trust	46641JBB1	Jun 2026	614,776	$611K	0.16%	ABS-MBS
255	FHLMC	3137FNKD1	Jun 2026	6,399,050	$609K	0.16%	ABS-MBS
256	FNMA	3136B5P41	Jun 2026	5,234,258	$607K	0.16%	ABS-MBS
257	JPMDB Commercial Mortgage Securities Trust	46591ABF1	Jun 2026	636,000	$603K	0.16%	ABS-MBS
258	Benchmark Mortgage Trust	08162PBB6	Jun 2026	718,000	$594K	0.16%	ABS-MBS
259	Barclays Commercial Mortgage Trust	05492JAE2	Jun 2026	1,001,000	$594K	0.16%	ABS-MBS
260	GS Mortgage Securities Trust	36253GAK8	Jun 2026	600,381	$587K	0.16%	ABS-MBS
261	FHLMC	3137HFZ73	Jun 2026	3,939,858	$587K	0.16%	ABS-MBS
262	FHLMC	31396EU46	Jun 2026	575,459	$584K	0.16%	ABS-MBS
263	Morgan Stanley Capital I Trust	61691AAQ6	Jun 2026	609,000	$579K	0.16%	ABS-MBS
264	FHLMC	3137BABH4	Jun 2026	6,464,822	$574K	0.15%	ABS-MBS
265	Wells Fargo Commercial Mortgage Trust	95000GBE3	Jun 2026	790,000	$573K	0.15%	ABS-MBS
266	CFCRE Commercial Mortgage Trust	12527DAG5	Jun 2026	603,000	$567K	0.15%	ABS-MBS
267	GNMA	38384PBF6	Jun 2026	6,239,498	$552K	0.15%	ABS-MBS
268	CD Mortgage Trust	12515GAG2	Jun 2026	826,000	$550K	0.15%	ABS-MBS
269	Wells Fargo Commercial Mortgage Trust	95000CBJ1	Jun 2026	1,174,000	$546K	0.15%	ABS-MBS
270	PRMI Securitization Trust	74275VAA2	Jun 2026	540,758	$541K	0.14%	ABS-O
271	GNMA	38379XFQ8	Jun 2026	4,937,331	$539K	0.14%	ABS-MBS
272	Morgan Stanley Residential Mortgage Loan Trust	61777BBQ0	Jun 2026	534,391	$536K	0.14%	ABS-MBS
273	PRPM LLC	74449BAA7	Jun 2026	541,963	$536K	0.14%	ABS-MBS
274	GS Mortgage-Backed Securities Trust	362948AA9	Jun 2026	526,468	$514K	0.14%	ABS-MBS
275	FNMA	30711XDY7	Jun 2026	501,086	$513K	0.14%	ABS-MBS
276	CD Mortgage Trust	12515GAH0	Jun 2026	1,638,000	$512K	0.14%	ABS-MBS
277	MFA Trust	58004YAA7	Jun 2026	509,783	$511K	0.14%	ABS-MBS
278	Saluda Grade Alternative Mortgage Trust	79585UAA8	Jun 2026	509,000	$509K	0.14%	ABS-MBS
279	GNMA	38382XWM3	Jun 2026	2,814,442	$495K	0.13%	ABS-MBS
280	BANK5 Trust	06604AAH7	Jun 2026	14,855,961	$492K	0.13%	ABS-MBS
281	BIKE Pass-Through Trust	09000VAG7	Jun 2026	488,000	$490K	0.13%	ABS-MBS
282	GNMA	38377X4D1	Jun 2026	4,000,825	$489K	0.13%	ABS-MBS
283	GNMA	38378JUH3	Jun 2026	3,370,612	$488K	0.13%	ABS-MBS
284	GNMA	38382HLM0	Jun 2026	3,975,016	$485K	0.13%	ABS-MBS
285	GNMA	38378TR36	Jun 2026	4,951,728	$481K	0.13%	ABS-MBS
286	N/A	N/A	Jun 2026	11,892,700	$467K	0.13%	DIR
287	GNMA	38381YWU4	Jun 2026	4,458,284	$466K	0.12%	ABS-MBS
288	CSAIL Commercial Mortgage Trust	12597BAC3	Jun 2026	798,000	$460K	0.12%	ABS-MBS
289	Benchmark Mortgage Trust	08163UAD1	Jun 2026	12,777,405	$458K	0.12%	ABS-MBS
290	GNMA	38379LL46	Jun 2026	2,343,320	$455K	0.12%	ABS-MBS
291	FHLMC	3133Q3H79	Jun 2026	449,323	$454K	0.12%	ABS-MBS
292	GNMA	38379P4V6	Jun 2026	2,667,336	$452K	0.12%	ABS-MBS
293	Wells Fargo Commercial Mortgage Trust	95000TAC0	Jun 2026	991,000	$448K	0.12%	ABS-MBS
294	FNMA	3136A66B5	Jun 2026	4,889,313	$440K	0.12%	ABS-MBS
295	Tricolor Auto Securitization Trust	89616LAA0	Jun 2026	456,614	$436K	0.12%	ABS-O
296	Morgan Stanley Bank of America Merrill Lynch Trust	61764PAN2	Jun 2026	434,155	$429K	0.11%	ABS-MBS
297	FNMA	3136BQQR3	Jun 2026	4,745,034	$422K	0.11%	ABS-MBS
298	FNMA	3136APW65	Jun 2026	2,664,085	$415K	0.11%	ABS-MBS
299	Benchmark Mortgage Trust	08162PAJ0	Jun 2026	1,840,000	$412K	0.11%	ABS-MBS
300	BMO Mortgage Trust	05593QAD6	Jun 2026	11,390,504	$410K	0.11%	ABS-MBS
301	Benchmark Mortgage Trust	081921BA5	Jun 2026	23,287,391	$409K	0.11%	ABS-MBS
302	GNMA	38384GL81	Jun 2026	6,108,098	$406K	0.11%	ABS-MBS
303	Wells Fargo Commercial Mortgage Trust	94988QAS0	Jun 2026	422,889	$402K	0.11%	ABS-MBS
304	GNMA	N/A	Jun 2026	7,112,715	$402K	0.11%	ABS-MBS
305	GNMA	38378A3Y5	Jun 2026	4,200,230	$401K	0.11%	ABS-MBS
306	GNMA	38376R2F2	Jun 2026	4,460,380	$397K	0.11%	ABS-MBS
307	GNMA	38376RS31	Jun 2026	4,575,620	$391K	0.10%	ABS-MBS
308	GNMA	38382RPL6	Jun 2026	3,323,297	$388K	0.10%	ABS-MBS
309	WaMu Mortgage Pass-Through Certificates Trust	92922FS41	Jun 2026	403,305	$388K	0.10%	ABS-MBS
310	Morgan Stanley Bank of America Merrill Lynch Trust	61762MBG5	Jun 2026	2,316,000	$385K	0.10%	ABS-MBS
311	Wells Fargo Commercial Mortgage Trust	95002XBG9	Jun 2026	418,000	$384K	0.10%	ABS-MBS
312	N/A	N/A	Jun 2026	3,640,400	$383K	0.10%	DIR
313	FHLMC	3137HBUJ1	Jun 2026	377,202	$382K	0.10%	ABS-MBS
314	COMM Mortgage Trust	12591YBH7	Jun 2026	409,000	$380K	0.10%	ABS-MBS
315	GNMA	38384G3V0	Jun 2026	6,130,388	$376K	0.10%	ABS-MBS
316	GNMA	38376RK21	Jun 2026	5,399,200	$376K	0.10%	ABS-MBS
317	CFCRE Commercial Mortgage Trust	12532ABC2	Jun 2026	434,000	$375K	0.10%	ABS-MBS
318	N/A	N/A	Jun 2026	17,140,800	$366K	0.10%	DIR
319	N/A	N/A	Jun 2026	3,640,400	$366K	0.10%	DIR
320	GNMA	38384GDP2	Jun 2026	5,414,812	$366K	0.10%	ABS-MBS
321	N/A	N/A	Jun 2026	11,892,700	$359K	0.10%	DIR
322	GNMA	38375ASD7	Jun 2026	2,363,722	$358K	0.10%	ABS-MBS
323	GNMA	38383WDC7	Jun 2026	4,884,918	$354K	0.09%	ABS-MBS
324	FNMA	20754CAF6	Jun 2026	347,000	$351K	0.09%	ABS-MBS
325	COMM Mortgage Trust	12592KBE3	Jun 2026	346,511	$342K	0.09%	ABS-MBS
326	COMM Mortgage Trust	12591QAW2	Jun 2026	397,060	$341K	0.09%	ABS-MBS
327	GNMA	38376RCA2	Jun 2026	6,048,971	$339K	0.09%	ABS-MBS
328	Citigroup Commercial Mortgage Trust	29425AAJ2	Jun 2026	545,000	$335K	0.09%	ABS-MBS
329	PRET Trust	74144HAA2	Jun 2026	325,179	$326K	0.09%	ABS-O
330	N/A	N/A	Jun 2026	9,097,300	$324K	0.09%	DIR
331	N/A	N/A	Jun 2026	9,097,300	$323K	0.09%	DIR
332	J.P. Morgan Chase Commercial Mortgage Securities Trust	46639JAK6	Jun 2026	321,095	$317K	0.08%	ABS-MBS
333	FNMA	20754WAC9	Jun 2026	311,000	$314K	0.08%	ABS-MBS
334	Benchmark Mortgage Trust	08164EAU8	Jun 2026	4,238,000	$309K	0.08%	ABS-MBS
335	Benchmark Mortgage Trust	08160KAH7	Jun 2026	13,400,998	$300K	0.08%	ABS-MBS
336	GNMA	38379B6E3	Jun 2026	1,510,422	$299K	0.08%	ABS-MBS
337	Wells Fargo Commercial Mortgage Trust	95000LAJ2	Jun 2026	302,689	$297K	0.08%	ABS-MBS
338	N/A	N/A	Jun 2026	2,467,800	$296K	0.08%	DIR
339	N/A	N/A	Jun 2026	2,728,900	$291K	0.08%	DIR
340	N/A	N/A	Jun 2026	2,728,900	$290K	0.08%	DIR
341	Morgan Stanley Capital I Trust	61767YAC4	Jun 2026	337,000	$287K	0.08%	ABS-MBS
342	GNMA	38376RJ80	Jun 2026	4,833,305	$287K	0.08%	ABS-MBS
343	MFA Trust	55286MAA8	Jun 2026	278,329	$278K	0.07%	ABS-MBS
344	GNMA	38383KAP7	Jun 2026	8,610,829	$277K	0.07%	ABS-MBS
345	FNMA	3136B07G5	Jun 2026	3,359,026	$276K	0.07%	ABS-MBS
346	CSAIL	12634NAZ1	Jun 2026	276,584	$265K	0.07%	ABS-MBS
347	N/A	N/A	Jun 2026	26,602,700	$259K	0.07%	DIR
348	N/A	N/A	Jun 2026	23,866,000	$251K	0.07%	DIR
349	PRET LLC	69383TAA6	Jun 2026	253,133	$251K	0.07%	ABS-MBS
350	COMM Mortgage Trust	12591QAD4	Jun 2026	757,000	$250K	0.07%	ABS-MBS
351	GNMA	38378PFQ6	Jun 2026	2,031,307	$246K	0.07%	ABS-MBS
352	Wells Fargo Home Equity Asset-Backed Securities Trust	9497EYAC3	Jun 2026	249,255	$246K	0.07%	ABS-O
353	GNMA	38376RA63	Jun 2026	4,840,606	$240K	0.06%	ABS-MBS
354	HarborView Mortgage Loan Trust	41161PLQ4	Jun 2026	948,070	$239K	0.06%	ABS-MBS
355	UBS Commercial Mortgage Trust	90278LAC3	Jun 2026	252,000	$229K	0.06%	ABS-MBS
356	PK Alift Loan Funding 7 LP	69291NAA0	Jun 2026	229,698	$228K	0.06%	ABS-O
357	GNMA	38376RGU4	Jun 2026	3,723,200	$226K	0.06%	ABS-MBS
358	GNMA	38376RRT5	Jun 2026	3,254,271	$226K	0.06%	ABS-MBS
359	FHLMC	3137AWHJ7	Jun 2026	2,328,959	$224K	0.06%	ABS-MBS
360	Bayview Opportunity Master Fund VII Trust	072927AA4	Jun 2026	219,333	$223K	0.06%	ABS-O
361	GNMA	38379YFF0	Jun 2026	1,563,768	$211K	0.06%	ABS-MBS
362	N/A	N/A	Jun 2026	2,615,300	$209K	0.06%	DIR
363	Wells Fargo Commercial Mortgage Trust	95001XAJ5	Jun 2026	258,000	$207K	0.06%	ABS-MBS
364	VCAT LLC	91825GAA4	Jun 2026	206,335	$205K	0.05%	ABS-O
365	BANK	06540WBG7	Jun 2026	268,000	$201K	0.05%	ABS-MBS
366	N/A	N/A	Jun 2026	2,467,800	$201K	0.05%	DIR
367	Bear Stearns ALT-A Trust	07386HWZ0	Jun 2026	242,111	$200K	0.05%	ABS-MBS
368	GNMA	38376RFK7	Jun 2026	3,125,983	$197K	0.05%	ABS-MBS
369	GNMA	38379EAL6	Jun 2026	2,258,447	$189K	0.05%	ABS-MBS
370	RCO IX Mortgage LLC	74940MAA7	Jun 2026	188,858	$189K	0.05%	ABS-O
371	GNMA	38376RCL8	Jun 2026	2,754,376	$184K	0.05%	ABS-MBS
372	GNMA	38376RAQ9	Jun 2026	2,994,860	$177K	0.05%	ABS-MBS
373	United States of America	91282CCY5	Jun 2026	176,000	$176K	0.05%	DBT
374	GNMA	38376RYA8	Jun 2026	2,823,980	$169K	0.05%	ABS-MBS
375	N/A	N/A	Jun 2026	13,681,500	$168K	0.04%	DIR
376	GNMA	38376RX68	Jun 2026	4,003,451	$166K	0.04%	ABS-MBS
377	N/A	N/A	Jun 2026	2,615,300	$163K	0.04%	DIR
378	N/A	N/A	Jun 2026	12,604,500	$163K	0.04%	DIR
379	GNMA	38376RVS2	Jun 2026	1,772,933	$161K	0.04%	ABS-MBS
380	N/A	N/A	Jun 2026	26,602,700	$161K	0.04%	DIR
381	GNMA	38380LMJ9	Jun 2026	4,749,428	$160K	0.04%	ABS-MBS
382	Structured Asset Mortgage Investments II Trust	86361HAB0	Jun 2026	179,257	$160K	0.04%	ABS-MBS
383	GNMA	38376RZM1	Jun 2026	3,877,274	$159K	0.04%	ABS-MBS
384	COMM Mortgage Trust	12595VAN7	Jun 2026	499,000	$158K	0.04%	ABS-MBS
385	GNMA	38375UQB9	Jun 2026	3,083,472	$155K	0.04%	ABS-MBS
386	GNMA	38376RT30	Jun 2026	3,374,850	$149K	0.04%	ABS-MBS
387	GNMA	38378MTJ4	Jun 2026	1,459,588	$142K	0.04%	ABS-MBS
388	Bear Stearns ALT-A Trust	07386HYW5	Jun 2026	142,776	$140K	0.04%	ABS-MBS
389	GNMA	38376RUG9	Jun 2026	4,589,493	$135K	0.04%	ABS-MBS
390	HOMES Trust	40390TAA8	Jun 2026	126,121	$127K	0.03%	ABS-MBS
391	GNMA	38379HRB3	Jun 2026	2,428,654	$120K	0.03%	ABS-MBS
392	GNMA	38378U8K6	Jun 2026	3,176,049	$117K	0.03%	ABS-MBS
393	GNMA	38376RNL6	Jun 2026	2,432,182	$108K	0.03%	ABS-MBS
394	GNMA	38375UT59	Jun 2026	2,958,595	$108K	0.03%	ABS-MBS
395	GNMA	38376R2Q8	Jun 2026	2,642,718	$103K	0.03%	ABS-MBS
396	GNMA	38375UZV5	Jun 2026	3,386,568	$102K	0.03%	ABS-MBS
397	GNMA	38375UB25	Jun 2026	3,552,613	$101K	0.03%	ABS-MBS
398	GNMA	38376RG26	Jun 2026	1,620,281	$101K	0.03%	ABS-MBS
399	GNMA	38376RHK5	Jun 2026	2,258,467	$99K	0.03%	ABS-MBS
400	N/A	N/A	Jun 2026	12,665,000	$97K	0.03%	DIR
401	FHLMC	31397PUB4	Jun 2026	84,565	$96K	0.03%	ABS-MBS
402	GNMA	38376RSF4	Jun 2026	2,380,921	$95K	0.03%	ABS-MBS
403	GNMA	38376REB8	Jun 2026	1,552,000	$87K	0.02%	ABS-MBS
404	BBCMS Mortgage Trust	05557AAM5	Jun 2026	1,000,000	$84K	0.02%	ABS-MBS
405	N/A	N/A	Jun 2026	1,013,000	$77K	0.02%	DCR
406	N/A	N/A	Jun 2026	1,013,000	$74K	0.02%	DCR
407	N/A	N/A	Jun 2026	1,462,000	$72K	0.02%	DCR
408	GNMA	38380L4Z3	Jun 2026	1,587,738	$70K	0.02%	ABS-MBS
409	GS Mortgage Securities Trust	36252HAL5	Jun 2026	1,021,000	$70K	0.02%	ABS-MBS
410	Morgan Stanley Bank of America Merrill Lynch Trust	61761DAW2	Jun 2026	1,288,000	$64K	0.02%	ABS-MBS
411	N/A	N/A	Jun 2026	1,425,000	$62K	0.02%	DCR
412	GNMA	38380QQT2	Jun 2026	1,269,244	$59K	0.02%	ABS-MBS
413	N/A	N/A	Jun 2026	349,000	$54K	0.01%	DCR
414	N/A	N/A	Jun 2026	348,000	$54K	0.01%	DCR
415	CD Mortgage Trust	12515GAM9	Jun 2026	1,585,192	$53K	0.01%	ABS-MBS
416	N/A	N/A	Jun 2026	1,017,000	$50K	0.01%	DCR
417	N/A	N/A	Jun 2026	2,413,000	$46K	0.01%	DCR
418	FNMA	31397LB24	Jun 2026	55,068	$46K	0.01%	ABS-MBS
419	FNMA	3136B2KV3	Jun 2026	1,034,804	$41K	0.01%	ABS-MBS
420	N/A	N/A	Jun 2026	501,000	$40K	0.01%	DCR
421	N/A	N/A	Jun 2026	1,242,000	$34K	0.01%	DCR
422	N/A	N/A	Jun 2026	1,035,000	$33K	0.01%	DCR
423	N/A	N/A	Jun 2026	988,000	$32K	0.01%	DCR
424	GNMA	38376VFR3	Jun 2026	314,287	$28K	0.01%	ABS-MBS
425	FNMA	31393CFC2	Jun 2026	26,596	$25K	0.01%	ABS-MBS
426	N/A	N/A	Jun 2026	1,017,000	$21K	0.01%	DCR
427	Wells Fargo Commercial Mortgage Trust	94989KBC6	Jun 2026	17,796	$17K	0.00%	ABS-MBS
428	N/A	N/A	Jun 2026	2,000,000	$16K	0.00%	DCR
429	N/A	N/A	Jun 2026	31,000	$16K	0.00%	DCR
430	FHLMC	31397P6U9	Jun 2026	16,629	$15K	0.00%	ABS-MBS
431	N/A	N/A	Jun 2026	1,017,000	$14K	0.00%	DCR
432	GNMA	38379LWF9	Jun 2026	546,098	$14K	0.00%	ABS-MBS
433	Morgan Stanley ABS Capital I, Inc. Trust	61744CJU1	Jun 2026	11,866	$12K	0.00%	ABS-O
434	FNMA	31392JYJ2	Jun 2026	10,615	$10K	0.00%	ABS-MBS
435	N/A	N/A	Jun 2026	1,017,000	$10K	0.00%	DCR
436	FNMA	3136A2QG1	Jun 2026	149,939	$8K	0.00%	ABS-MBS
437	FHLMC	31394JDB0	Jun 2026	8,058	$8K	0.00%	ABS-MBS
438	FHLMC	31396HU72	Jun 2026	8,478	$7K	0.00%	ABS-MBS
439	GNMA	38379GV87	Jun 2026	387,595	$7K	0.00%	ABS-MBS
440	Wells Fargo Commercial Mortgage Trust	94989WAZ0	Jun 2026	7,112	$7K	0.00%	ABS-MBS
441	FNMA	31393E6M6	Jun 2026	5,066	$5K	0.00%	ABS-MBS
442	N/A	N/A	Jun 2026	140,000	$5K	0.00%	DCR
443	FHLMC	31394PPV9	Jun 2026	4,068	$4K	0.00%	ABS-MBS
444	N/A	N/A	Jun 2026	69,000	$2K	0.00%	DCR
445	FNMA	31392BMN3	Jun 2026	318,864	$2K	0.00%	ABS-MBS
446	N/A	N/A	Jun 2026	14,000	$2K	0.00%	DCR
447	FNMA	31393YZ99	Jun 2026	1,912	$2K	0.00%	ABS-MBS
448	N/A	N/A	Jun 2026	141,000	$2K	0.00%	DCR
449	FNMA	31393XGT8	Jun 2026	1,755	$2K	0.00%	ABS-MBS
450	N/A	N/A	Jun 2026	31,000	$2K	0.00%	DCR
451	FNMA	31396PG62	Jun 2026	1,556	$1K	0.00%	ABS-MBS
452	FHLMC	31397KMR9	Jun 2026	680	$581	0.00%	ABS-MBS
453	GNMA	38379CU79	Jun 2026	59,908	$547	0.00%	ABS-MBS
454	FNMA	31396K2S0	Jun 2026	578	$487	0.00%	ABS-MBS
455	FNMA	3136A8DU1	Jun 2026	44,333	$273	0.00%	ABS-MBS
456	FNMA	31393C6U2	Jun 2026	187	$189	0.00%	ABS-MBS
457	FHLMC	31325UPS9	Jun 2026	8,139	$98	0.00%	ABS-MBS
458	FHLMC	3137AMVW4	Jun 2026	27,632	$86	0.00%	ABS-MBS
459	GNMA	36292DKQ4	Jun 2026	54	$56	0.00%	ABS-MBS
460	GNMA	36202K3W3	Jun 2026	4	$4	0.00%	ABS-MBS
461	Pound Sterling	N/A	Jun 2026	-1,356	$-1798	-0.00%	STIV
462	N/A	N/A	Jun 2026	65,000	$-3448	-0.00%	DCR
463	N/A	N/A	Jun 2026	130,000	$-3687	-0.00%	DCR
464	N/A	N/A	Jun 2026	1,000,000	$-6876	-0.00%	DCR
465	N/A	N/A	Jun 2026	784,000	$-12922	-0.00%	DCR
466	N/A	N/A	Jun 2026	2,354,000	$-19963	-0.01%	DCR
467	N/A	N/A	Jun 2026	1,017,000	$-21018	-0.01%	DCR
468	N/A	N/A	Jun 2026	1,670,000	$-21258	-0.01%	DCR
469	N/A	N/A	Jun 2026	2,069,000	$-30000	-0.01%	DCR
470	N/A	N/A	Jun 2026	1,274,000	$-37151	-0.01%	DCR
471	N/A	N/A	Jun 2026	1,792,000	$-56053	-0.01%	DCR
472	N/A	N/A	Jun 2026	56,542,000	$-74692	-0.02%	DIR
473	N/A	N/A	Jun 2026	216,000	$-84294	-0.02%	DCR
474	N/A	N/A	Jun 2026	2,165,000	$-128319	-0.03%	DCR
475	N/A	N/A	Jun 2026	360,000	$-172114	-0.05%	DCR
476	N/A	N/A	Jun 2026	4,531,000	$-370220	-0.10%	DCR
477	N/A	N/A	Jun 2026	-431,311,100	$-797514	-0.21%	DIR
478	N/A	N/A	Jun 2026	536,598,000	$-1619996	-0.43%	DIR

1

FNMA or FHLMC

01F052680

Jun 2026

121,000,000

$121.2M

32.44%

ABS-MBS

2

FNMA or FHLMC

01F060683

Jun 2026

72,000,000

$73.4M

19.63%

ABS-MBS

3

FNMA or FHLMC

01F062689

Jun 2026

69,000,000

$71.3M

19.08%

ABS-MBS

4

FNMA or FHLMC

01F020687

Jun 2026

74,000,000

$59.1M

15.81%

ABS-MBS

5

FNMA or FHLMC

01F050684

Jun 2026

54,000,000

$53.0M

14.18%

ABS-MBS

6

Putnam Short Term Investment Fund

74676P664

Jun 2026

38,095,946

$38.1M

10.19%

—

7

FNMA or FHLMC

01F022683

Jun 2026

43,000,000

$35.9M

9.61%

ABS-MBS

8

FNMA or FHLMC

01F042681

Jun 2026

32,500,000

$31.1M

8.32%

ABS-MBS

9

FNMA or FHLMC

01F030686

Jun 2026

26,000,000

$22.7M

6.06%

ABS-MBS

10

FNMA or FHLMC

01F032682

Jun 2026

24,000,000

$21.8M

5.82%

ABS-MBS

11

FNMA or FHLMC

01F020489

Jun 2026

18,000,000

$16.4M

4.39%

ABS-MBS

12

GNMA

21H022689

Jun 2026

16,000,000

$13.7M

3.65%

ABS-MBS

13

GNMA

21H032688

Jun 2026

14,000,000

$12.6M

3.36%

ABS-MBS

14

GNMA

21H020683

Jun 2026

15,000,000

$12.3M

3.29%

ABS-MBS

15

GNMA

21H060689

Jun 2026

12,000,000

$12.2M

3.27%

ABS-MBS

16

GNMA

21H040681

Jun 2026

13,000,000

$12.1M

3.23%

ABS-MBS

17

GNMA

21H050680

Jun 2026

10,000,000

$9.8M

2.64%

ABS-MBS

18

FNMA or FHLMC

01F012486

Jun 2026

11,000,000

$9.8M

2.62%

ABS-MBS

19

GNMA

21H030682

Jun 2026

11,000,000

$9.8M

2.61%

ABS-MBS

20

United States of America

912797TN7

Jun 2026

8,500,000

$8.5M

2.27%

STIV

21

FNMA or FHLMC

01F022485

Jun 2026

9,000,000

$8.4M

2.25%

ABS-MBS

22

FNMA or FHLMC

01F040685

Jun 2026

8,000,000

$7.5M

2.00%

ABS-MBS

23

GNMA

21H042687

Jun 2026

7,000,000

$6.7M

1.80%

ABS-MBS

24

FHLMC

35563KBE9

Jun 2026

4,520,000

$5.5M

1.46%

ABS-MBS

25

GNMA

21H062685

Jun 2026

4,000,000

$4.1M

1.11%

ABS-MBS

26

United States of America

912797UL9

Jun 2026

4,100,000

$4.1M

1.08%

STIV

27

GNMA

21H052686

Jun 2026

4,000,000

$4.0M

1.07%

ABS-MBS

28

FNMA

3136BBZN5

Jun 2026

22,338,548

$4.0M

1.06%

ABS-MBS

29

FNMA or FHLMC

01F030488

Jun 2026

4,000,000

$3.8M

1.01%

ABS-MBS

30

FNMA

20753VBT4

Jun 2026

3,455,000

$3.6M

0.96%

ABS-MBS

31

FHLMC

35565XBE9

Jun 2026

2,647,000

$3.5M

0.93%

ABS-MBS

32

N/A

Jun 2026

431,311,100

$3.3M

0.89%

DIR

33

FNMA

3136BHEL9

Jun 2026

17,031,864

$3.3M

0.87%

ABS-MBS

34

FHLMC

35564PAC2

Jun 2026

2,681,000

$3.2M

0.85%

ABS-MBS

35

GNMA

38382MUK3

Jun 2026

22,108,328

$3.1M

0.84%

ABS-MBS

36

FHLMC

3137F9RB9

Jun 2026

15,437,752

$2.9M

0.76%

ABS-MBS

37

FHLMC

35565EAE2

Jun 2026

2,594,000

$2.8M

0.76%

ABS-MBS

38

FNMA

20754BAB7

Jun 2026

2,788,449

$2.8M

0.75%

ABS-MBS

39

GNMA

38382JX27

Jun 2026

19,615,782

$2.8M

0.74%

ABS-MBS

40

FHLMC

35563XBE1

Jun 2026

2,108,000

$2.5M

0.68%

ABS-MBS

41

FNMA

62547NAB5

Jun 2026

2,436,458

$2.5M

0.66%

ABS-MBS

42

FHLMC Multifamily Structured Credit Risk

35563GAB5

Jun 2026

2,289,000

$2.4M

0.63%

ABS-MBS

43

COMM Mortgage Trust

12626GAT0

Jun 2026

2,439,484

$2.3M

0.61%

ABS-MBS

44

CWABS, Inc.

23246BAE1

Jun 2026

2,357,275

$2.2M

0.60%

ABS-O

45

GNMA

38384ARL9

Jun 2026

2,201,609

$2.1M

0.56%

ABS-MBS

46

FHLMC

3137F7LN3

Jun 2026

12,996,504

$2.0M

0.54%

ABS-MBS

47

GNMA

38383V3H9

Jun 2026

19,999,823

$2.0M

0.54%

ABS-MBS

48

Wells Fargo Commercial Mortgage Trust

94989WBB2

Jun 2026

2,189,000

$2.0M

0.53%

ABS-MBS

49

GNMA

38384MPK7

Jun 2026

29,519,182

$2.0M

0.53%

ABS-MBS

50

Citigroup Commercial Mortgage Trust

17323CAS6

Jun 2026

2,035,000

$1.9M

0.52%

ABS-MBS

51

FNMA

20753VBE7

Jun 2026

1,887,000

$1.9M

0.51%

ABS-MBS

52

Morgan Stanley Capital I Trust

61767FBF7

Jun 2026

1,920,000

$1.9M

0.51%

ABS-MBS

53

FNMA or FHLMC

01F032484

Jun 2026

2,000,000

$1.9M

0.51%

ABS-MBS

54

GNMA

38382HM98

Jun 2026

12,363,380

$1.8M

0.49%

ABS-MBS

55

COMM Mortgage Trust

126192AK9

Jun 2026

2,247,767

$1.8M

0.49%

ABS-MBS

56

COMM Mortgage Trust

12631DAG8

Jun 2026

1,959,000

$1.7M

0.46%

ABS-MBS

57

PRET LLC

740937AA5

Jun 2026

1,720,401

$1.7M

0.46%

ABS-O

58

COMM Mortgage Trust

12591VAK7

Jun 2026

1,741,904

$1.7M

0.46%

ABS-MBS

59

COMM Mortgage Trust

12624QAT0

Jun 2026

1,721,000

$1.7M

0.45%

ABS-MBS

60

MAD Commercial Mortgage Trust

55616AAG2

Jun 2026

1,551,000

$1.6M

0.42%

ABS-MBS

61

GNMA

38382LMM0

Jun 2026

8,337,490

$1.6M

0.42%

ABS-MBS

62

FHLMC

3137HM4N7

Jun 2026

17,861,988

$1.5M

0.41%

ABS-MBS

63

FHLMC

3137F7Q24

Jun 2026

7,947,601

$1.5M

0.41%

ABS-MBS

64

WFRBS Commercial Mortgage Trust

92939FAX7

Jun 2026

1,535,529

$1.5M

0.40%

ABS-MBS

65

GNMA

38381N6U7

Jun 2026

15,023,900

$1.5M

0.40%

ABS-MBS

66

Carrington Mortgage Loan Trust

14453FAD1

Jun 2026

1,516,564

$1.5M

0.40%

ABS-O

67

FHLMC

35564KBE8

Jun 2026

1,330,000

$1.5M

0.40%

ABS-MBS

68

GNMA

38383XS70

Jun 2026

19,978,992

$1.5M

0.39%

ABS-MBS

69

Station Place Securitization Trust

85772UAA8

Jun 2026

1,458,000

$1.5M

0.39%

ABS-MBS

70

Station Place Securitization Trust

85779TAA4

Jun 2026

1,450,000

$1.5M

0.39%

ABS-MBS

71

Station Place Securitization Trust

85779XAA5

Jun 2026

1,448,000

$1.5M

0.39%

ABS-MBS

72

GNMA

38383VGD4

Jun 2026

18,863,076

$1.5M

0.39%

ABS-MBS

73

GNMA

38382RNV6

Jun 2026

8,670,579

$1.4M

0.39%

ABS-MBS

74

PRET LLC

69383QAA2

Jun 2026

1,449,105

$1.4M

0.38%

ABS-O

75

GNMA

38384UYD5

Jun 2026

20,362,563

$1.4M

0.38%

ABS-MBS

76

N/A

Jun 2026

23,866,000

$1.4M

0.38%

DIR

77

Deutsche Alt-B Securities Mortgage Loan Trust

251513AZ0

Jun 2026

1,641,516

$1.4M

0.38%

ABS-MBS

78

JPMBB Commercial Mortgage Securities Trust

46643PBK5

Jun 2026

1,497,000

$1.4M

0.38%

ABS-MBS

79

MAST Ltd.

57631AAA2

Jun 2026

1,455,500

$1.4M

0.38%

ABS-O

80

GNMA

38381NZ68

Jun 2026

21,868,155

$1.4M

0.38%

ABS-MBS

81

GNMA

38382M4V8

Jun 2026

9,993,854

$1.4M

0.38%

ABS-MBS

82

COLT Mortgage Loan Trust

19688RAA7

Jun 2026

1,407,885

$1.4M

0.38%

ABS-MBS

83

FHLMC

3137H0LW6

Jun 2026

5,826,111

$1.4M

0.38%

ABS-MBS

84

Wells Fargo Commercial Mortgage Trust

94989WAD9

Jun 2026

1,958,000

$1.4M

0.37%

ABS-MBS

85

GNMA

38384JF66

Jun 2026

6,783,391

$1.4M

0.37%

ABS-MBS

86

GNMA

38382QB33

Jun 2026

5,955,464

$1.4M

0.37%

ABS-MBS

87

JPMBB Commercial Mortgage Securities Trust

46640LAN2

Jun 2026

1,732,000

$1.4M

0.37%

ABS-MBS

88

GNMA

38383LQW3

Jun 2026

25,373,771

$1.4M

0.37%

ABS-MBS

89

J.P. Morgan Chase Commercial Mortgage Securities Trust

46639EAN1

Jun 2026

1,408,000

$1.4M

0.37%

ABS-MBS

90

Morgan Stanley Bank of America Merrill Lynch Trust

61690FAS2

Jun 2026

1,616,000

$1.4M

0.37%

ABS-MBS

91

GNMA

38383TWM1

Jun 2026

7,361,372

$1.4M

0.37%

ABS-MBS

92

GNMA

38385M5Q5

Jun 2026

22,971,580

$1.4M

0.37%

ABS-MBS

93

N/A

Jun 2026

1,531,660,000

$1.4M

0.36%

DIR

94

CD Mortgage Trust

12515DAU8

Jun 2026

1,408,000

$1.3M

0.36%

ABS-MBS

95

Wells Fargo Commercial Mortgage Trust

94989AAA3

Jun 2026

1,394,983

$1.3M

0.36%

ABS-MBS

96

FNMA

3136B9WV5

Jun 2026

7,674,119

$1.3M

0.36%

ABS-MBS

97

GNMA

38384PB66

Jun 2026

15,928,915

$1.3M

0.36%

ABS-MBS

98

JPMBB Commercial Mortgage Securities Trust

46639NAX9

Jun 2026

1,408,000

$1.3M

0.36%

ABS-MBS

99

GS Mortgage Securities Trust

36253GAS1

Jun 2026

1,892,000

$1.3M

0.36%

ABS-MBS

100

J.P. Morgan Mortgage Trust

46658DAA7

Jun 2026

1,334,860

$1.3M

0.36%

ABS-MBS

101

FNMA

3136B8BC2

Jun 2026

12,348,394

$1.3M

0.36%

ABS-MBS

102

COMM Mortgage Trust

200474AG9

Jun 2026

1,436,000

$1.3M

0.36%

ABS-MBS

103

UBS Commercial Mortgage Trust

90276GAY8

Jun 2026

1,405,000

$1.3M

0.35%

ABS-MBS

104

WFRBS Commercial Mortgage Trust

92939FAY5

Jun 2026

1,353,000

$1.3M

0.35%

ABS-MBS

105

Morgan Stanley Bank of America Merrill Lynch Trust

61762DBB6

Jun 2026

1,398,000

$1.3M

0.35%

ABS-MBS

106

GNMA

38382GU91

Jun 2026

11,012,282

$1.3M

0.34%

ABS-MBS

107

GNMA

38382QX21

Jun 2026

10,368,378

$1.3M

0.34%

ABS-MBS

108

J.P. Morgan Mortgage Trust

46593DAX5

Jun 2026

1,239,198

$1.2M

0.33%

ABS-MBS

109

COMM Mortgage Trust

12629NAJ4

Jun 2026

1,285,000

$1.2M

0.33%

ABS-MBS

110

Alternative Loan Trust

12668RAA6

Jun 2026

1,485,210

$1.2M

0.33%

ABS-MBS

111

DBUBS Mortgage Trust

23305YAM1

Jun 2026

1,236,386

$1.2M

0.32%

ABS-MBS

112

A&D Mortgage Trust

00249XAA6

Jun 2026

1,198,336

$1.2M

0.32%

ABS-MBS

113

FHLMC

35565MBE3

Jun 2026

916,000

$1.2M

0.32%

ABS-MBS

114

FHLMC

35565LBE5

Jun 2026

1,000,000

$1.2M

0.32%

ABS-MBS

115

FHLMC

35565ABE9

Jun 2026

1,070,000

$1.2M

0.32%

ABS-MBS

116

WFRBS Commercial Mortgage Trust

92937EAJ3

Jun 2026

1,284,115

$1.2M

0.32%

ABS-MBS

117

Morgan Stanley Capital I Trust

61691QAN8

Jun 2026

1,405,000

$1.2M

0.31%

ABS-MBS

118

COMM Mortgage Trust

200474AE4

Jun 2026

1,240,000

$1.2M

0.31%

ABS-MBS

119

Citigroup Commercial Mortgage Trust

17323CAN7

Jun 2026

1,181,054

$1.2M

0.31%

ABS-MBS

120

Morgan Stanley Bank of America Merrill Lynch Trust

61761DAS1

Jun 2026

1,677,000

$1.1M

0.31%

ABS-MBS

121

UBS Commercial Mortgage Trust

90276XAC9

Jun 2026

1,695,000

$1.1M

0.31%

ABS-MBS

122

COMM Mortgage Trust

12631DBG7

Jun 2026

1,156,000

$1.1M

0.30%

ABS-MBS

123

JPMDB Commercial Mortgage Securities Trust

46590LAE2

Jun 2026

2,330,000

$1.1M

0.30%

ABS-MBS

124

FNMA

3136BDLD8

Jun 2026

6,445,636

$1.1M

0.30%

ABS-MBS

125

GNMA

38383CUQ1

Jun 2026

6,639,514

$1.1M

0.30%

ABS-MBS

126

Barclays Commercial Mortgage Trust

07335CAV6

Jun 2026

2,034,000

$1.1M

0.30%

ABS-MBS

127

COMM Mortgage Trust

12593QBK5

Jun 2026

1,351,375

$1.1M

0.30%

ABS-MBS

128

GNMA

38383HLR8

Jun 2026

15,256,532

$1.1M

0.29%

ABS-MBS

129

GNMA

38383TB77

Jun 2026

13,128,006

$1.1M

0.29%

ABS-MBS

130

UBS Commercial Mortgage Trust

90269GAQ4

Jun 2026

1,132,786

$1.1M

0.29%

ABS-MBS

131

BWAY Mortgage Trust

12429EAN7

Jun 2026

2,305,000

$1.1M

0.29%

ABS-MBS

132

J.P. Morgan Chase Commercial Mortgage Securities Trust

46635TBA9

Jun 2026

1,123,000

$1.1M

0.29%

ABS-MBS

133

Cross Mortgage Trust

22757AAA4

Jun 2026

1,071,128

$1.1M

0.29%

ABS-MBS

134

FHLMC Multifamily Structured Credit Risk

35563FAB7

Jun 2026

1,051,000

$1.1M

0.29%

ABS-MBS

135

JPMBB Commercial Mortgage Securities Trust

46642NBK1

Jun 2026

1,124,000

$1.1M

0.29%

ABS-MBS

136

A&D Mortgage Trust

00039GAA7

Jun 2026

1,045,481

$1.0M

0.28%

ABS-MBS

137

Morgan Stanley Bank of America Merrill Lynch Trust

61762DAG6

Jun 2026

1,122,000

$1.0M

0.27%

ABS-MBS

138

WFRBS Commercial Mortgage Trust

92936CAY5

Jun 2026

1,066,568

$1.0M

0.27%

ABS-MBS

139

GNMA

38384FBY7

Jun 2026

17,396,521

$1.0M

0.27%

ABS-MBS

140

Morgan Stanley Bank of America Merrill Lynch Trust

61762XAE7

Jun 2026

1,232,618

$1.0M

0.27%

ABS-MBS

141

Home RE Ltd.

43730VAE8

Jun 2026

1,000,000

$1.0M

0.27%

ABS-MBS

142

GNMA

38385KS76

Jun 2026

4,731,559

$1.0M

0.27%

ABS-MBS

143

A&D Mortgage Trust

00002MAA7

Jun 2026

993,566

$998K

0.27%

ABS-MBS

144

GNMA

38384JRW6

Jun 2026

16,147,586

$995K

0.27%

ABS-MBS

145

GNMA

38383F3Y7

Jun 2026

6,687,708

$991K

0.27%

ABS-MBS

146

HTAP

40445NAA6

Jun 2026

986,942

$986K

0.26%

ABS-O

147

SF Abs Issuer LLC

784193AA2

Jun 2026

991,000

$976K

0.26%

ABS-O

148

J.P. Morgan Mortgage Trust

46661HAA3

Jun 2026

974,000

$974K

0.26%

ABS-MBS

149

PRET LLC

69385BAA3

Jun 2026

971,000

$974K

0.26%

ABS-O

150

Morgan Stanley Bank of America Merrill Lynch Trust

61762MBZ3

Jun 2026

1,005,949

$957K

0.26%

ABS-MBS

151

CD Mortgage Trust

12515BAR9

Jun 2026

1,450,000

$953K

0.26%

ABS-MBS

152

BX Trust

123915AG5

Jun 2026

943,000

$949K

0.25%

ABS-MBS

153

Benchmark Mortgage Trust

08164EAJ3

Jun 2026

1,110,000

$941K

0.25%

ABS-MBS

154

GNMA

38382KPP2

Jun 2026

6,594,717

$939K

0.25%

ABS-MBS

155

WFRBS Commercial Mortgage Trust

92938CAJ6

Jun 2026

985,000

$918K

0.25%

ABS-MBS

156

JPMBB Commercial Mortgage Securities Trust

46639NAC5

Jun 2026

1,235,000

$918K

0.25%

ABS-MBS

157

FNMA

3136BWVQ6

Jun 2026

16,774,588

$914K

0.24%

ABS-MBS

158

UBS Commercial Mortgage Trust

90276XBA2

Jun 2026

986,000

$908K

0.24%

ABS-MBS

159

GNMA

38383CFG0

Jun 2026

6,036,654

$905K

0.24%

ABS-MBS

160

GNMA

38385JRX3

Jun 2026

7,626,001

$904K

0.24%

ABS-MBS

161

MFA Trust

58004LAA5

Jun 2026

895,930

$892K

0.24%

ABS-MBS

162

FNMA

3136BDYC6

Jun 2026

5,283,770

$888K

0.24%

ABS-MBS

163

Aligned Data Centers Issuer LLC

01627AAF5

Jun 2026

883,000

$887K

0.24%

ABS-O

164

GNMA

38380QQG0

Jun 2026

14,031,650

$882K

0.24%

ABS-MBS

165

N/A

Jun 2026

1,504,564,000

$881K

0.24%

DIR

166

GNMA

38382TD27

Jun 2026

7,213,322

$878K

0.23%

ABS-MBS

167

FNMA

3136BQKK4

Jun 2026

5,785,729

$877K

0.23%

ABS-MBS

168

GNMA

38384DZX8

Jun 2026

846,680

$866K

0.23%

ABS-MBS

169

GNMA

38381J2J5

Jun 2026

16,438,680

$860K

0.23%

ABS-MBS

170

GNMA

38384ARM7

Jun 2026

11,409,294

$860K

0.23%

ABS-MBS

171

A&D Mortgage Trust

00002DAA7

Jun 2026

855,572

$854K

0.23%

ABS-MBS

172

GNMA

38382YMS9

Jun 2026

17,786,971

$854K

0.23%

ABS-MBS

173

New Economy Assets - Phase 1 Sponsor LLC

643821AA9

Jun 2026

1,026,000

$848K

0.23%

ABS-O

174

BBCMS Mortgage Trust

05555PAD4

Jun 2026

19,198,767

$841K

0.23%

ABS-MBS

175

COMM Mortgage Trust

12630BAE8

Jun 2026

1,479,365

$838K

0.22%

ABS-MBS

176

FHLMC

3137HANZ5

Jun 2026

4,027,523

$837K

0.22%

ABS-MBS

177

Benchmark Mortgage Trust

08162BAJ1

Jun 2026

1,556,000

$835K

0.22%

ABS-MBS

178

FNMA

3136BQKJ7

Jun 2026

6,543,912

$831K

0.22%

ABS-MBS

179

GNMA

38378FJQ4

Jun 2026

4,299,703

$828K

0.22%

ABS-MBS

180

WFRBS Commercial Mortgage Trust

92939HBB0

Jun 2026

842,000

$828K

0.22%

ABS-MBS

181

BANK

06540TAP5

Jun 2026

959,000

$827K

0.22%

ABS-MBS

182

Benchmark Mortgage Trust

08161BAA1

Jun 2026

1,213,000

$824K

0.22%

ABS-MBS

183

Bayview Financial Mortgage Pass-Through Trust

07325DAD6

Jun 2026

816,614

$816K

0.22%

ABS-O

184

CSAIL Commercial Mortgage Trust

12635FAZ7

Jun 2026

838,085

$813K

0.22%

ABS-MBS

185

GNMA

38382VKU2

Jun 2026

7,553,273

$809K

0.22%

ABS-MBS

186

Wells Fargo Commercial Mortgage Trust

95000DAL5

Jun 2026

822,241

$807K

0.22%

ABS-MBS

187

Wells Fargo Commercial Mortgage Trust

95001QAZ4

Jun 2026

868,000

$803K

0.21%

ABS-MBS

188

BBCMS Mortgage Trust

07337AAJ5

Jun 2026

10,460,841

$801K

0.21%

ABS-MBS

189

Morgan Stanley Capital I Trust

61760RAN2

Jun 2026

799,786

$797K

0.21%

ABS-MBS

190

COMM Mortgage Trust

12595EAN5

Jun 2026

882,000

$795K

0.21%

ABS-MBS

191

Towd Point Mortgage Trust

89177JAB4

Jun 2026

862,000

$783K

0.21%

ABS-MBS

192

Castlelake Aircraft Structured Trust

14855XAA2

Jun 2026

784,530

$780K

0.21%

ABS-O

193

FNMA

30711XDB7

Jun 2026

774,920

$780K

0.21%

ABS-MBS

194

GNMA

38383YFW7

Jun 2026

8,594,491

$778K

0.21%

ABS-MBS

195

BX Trust

05619TAE8

Jun 2026

773,000

$772K

0.21%

ABS-MBS

196

FNMA

3136BFDQ3

Jun 2026

3,464,081

$770K

0.21%

ABS-MBS

197

JPMDB Commercial Mortgage Securities Trust

46591ABG9

Jun 2026

835,000

$766K

0.20%

ABS-MBS

198

Morgan Stanley Bank of America Merrill Lynch Trust

61762XAC1

Jun 2026

800,000

$765K

0.20%

ABS-MBS

199

GNMA

38382YCJ0

Jun 2026

37,244,645

$764K

0.20%

ABS-MBS

200

COMM Mortgage Trust

12591KAG0

Jun 2026

793,039

$761K

0.20%

ABS-MBS

201

LSTAR Commercial Mortgage Trust

54910TAJ1

Jun 2026

761,686

$757K

0.20%

ABS-MBS

202

FHLMC

3137FJK99

Jun 2026

6,071,811

$757K

0.20%

ABS-MBS

203

FHLMC

3137HFW50

Jun 2026

3,536,497

$749K

0.20%

ABS-MBS

204

GNMA

38384LQR3

Jun 2026

20,680,786

$748K

0.20%

ABS-MBS

205

FHLMC

35564MBE4

Jun 2026

637,000

$746K

0.20%

ABS-MBS

206

Towd Point Mortgage Trust

89183LAA3

Jun 2026

741,337

$743K

0.20%

ABS-O

207

FHLMC

3137FQZQ9

Jun 2026

3,630,342

$741K

0.20%

ABS-MBS

208

CSAIL

12634NBA5

Jun 2026

838,000

$741K

0.20%

ABS-MBS

209

GNMA

38384HZX9

Jun 2026

3,070,811

$740K

0.20%

ABS-MBS

210

COMM Mortgage Trust

12624XAT5

Jun 2026

765,000

$740K

0.20%

ABS-MBS

211

FNMA

3136BNJK3

Jun 2026

8,697,063

$735K

0.20%

ABS-MBS

212

GGAM Master Trust International Ltd.

36173XAA0

Jun 2026

734,106

$731K

0.20%

ABS-O

213

CSAIL Commercial Mortgage Trust

126281BE3

Jun 2026

743,446

$727K

0.19%

ABS-MBS

214

BANK5

06211HAH7

Jun 2026

724,000

$726K

0.19%

ABS-MBS

215

Sabey Data Center Issuer LLC

78520EAK2

Jun 2026

731,000

$725K

0.19%

ABS-O

216

J.P. Morgan Alternative Loan Trust

466285AA1

Jun 2026

815,062

$718K

0.19%

ABS-MBS

217

Benchmark Mortgage Trust

08162PAG6

Jun 2026

1,800,000

$717K

0.19%

ABS-MBS

218

BANK

06541GAN7

Jun 2026

9,554,739

$715K

0.19%

ABS-MBS

219

Arroyo Mortgage Trust

04285AAD7

Jun 2026

750,000

$713K

0.19%

ABS-MBS

220

Morgan Stanley Residential Mortgage Loan Trust

61776QAH9

Jun 2026

708,824

$711K

0.19%

ABS-MBS

221

BBCMS Mortgage Trust

05557AAR4

Jun 2026

1,000,000

$704K

0.19%

ABS-MBS

222

GNMA

38383VYA0

Jun 2026

8,425,654

$693K

0.19%

ABS-MBS

223

FNMA

3136B9JP3

Jun 2026

4,656,231

$691K

0.18%

ABS-MBS

224

GNMA

38378DRC1

Jun 2026

4,138,470

$689K

0.18%

ABS-MBS

225

FHLMC

3137HKUM4

Jun 2026

3,145,832

$689K

0.18%

ABS-MBS

226

GNMA

38383CAC4

Jun 2026

3,737,519

$688K

0.18%

ABS-MBS

227

GNMA

38384KTQ4

Jun 2026

10,740,359

$685K

0.18%

ABS-MBS

228

Morgan Stanley Bank of America Merrill Lynch Trust

61762DAZ4

Jun 2026

714,959

$683K

0.18%

ABS-MBS

229

Morgan Stanley Bank of America Merrill Lynch Trust

61767EAK0

Jun 2026

751,000

$678K

0.18%

ABS-MBS

230

JPMBB Commercial Mortgage Securities Trust

46643AAG8

Jun 2026

726,000

$674K

0.18%

ABS-MBS

231

Citigroup Commercial Mortgage Trust

29425AAH6

Jun 2026

770,000

$671K

0.18%

ABS-MBS

232

GNMA

38384QWH7

Jun 2026

10,573,518

$667K

0.18%

ABS-MBS

233

GNMA

38384HW38

Jun 2026

8,399,201

$664K

0.18%

ABS-MBS

234

COMM Mortgage Trust

12625FBA3

Jun 2026

672,111

$662K

0.18%

ABS-MBS

235

COMM Mortgage Trust

20048EAG6

Jun 2026

701,000

$661K

0.18%

ABS-MBS

236

GNMA

38382AAJ4

Jun 2026

6,357,601

$661K

0.18%

ABS-MBS

237

GNMA

38382AQY4

Jun 2026

6,546,582

$655K

0.18%

ABS-MBS

238

GNMA

38385FNW7

Jun 2026

6,267,018

$653K

0.17%

ABS-MBS

239

GNMA

38382EFD4

Jun 2026

7,919,055

$653K

0.17%

ABS-MBS

240

FHLMC

3137FVJG8

Jun 2026

5,572,226

$652K

0.17%

ABS-MBS

241

GNMA

38382WEG8

Jun 2026

5,280,626

$651K

0.17%

ABS-MBS

242

JPMCC Commercial Mortgage Securities Trust

465968AM7

Jun 2026

859,000

$649K

0.17%

ABS-MBS

243

BWAY Mortgage Trust

12429EAL1

Jun 2026

1,133,000

$633K

0.17%

ABS-MBS

244

GNMA

38384CCX5

Jun 2026

10,655,994

$631K

0.17%

ABS-MBS

245

GNMA

38384JKZ6

Jun 2026

12,884,277

$629K

0.17%

ABS-MBS

246

N/A

Jun 2026

17,140,800

$629K

0.17%

DIR

247

VEGAS

92254BAC9

Jun 2026

627,000

$626K

0.17%

ABS-MBS

248

GNMA

38384HZZ4

Jun 2026

11,941,578

$626K

0.17%

ABS-MBS

249

CFCRE Commercial Mortgage Trust

12532BAD9

Jun 2026

624,000

$621K

0.17%

ABS-MBS

250

GNMA

38384EUV5

Jun 2026

626,685

$618K

0.17%

ABS-MBS

251

COMM Mortgage Trust

12624QBA0

Jun 2026

924,000

$615K

0.16%

ABS-MBS

252

CSAIL Commercial Mortgage Trust

126281BF0

Jun 2026

644,000

$613K

0.16%

ABS-MBS

253

COMM Mortgage Trust

12631DBE2

Jun 2026

615,153

$612K

0.16%

ABS-MBS

254

JPMBB Commercial Mortgage Securities Trust

46641JBB1

Jun 2026

614,776

$611K

0.16%

ABS-MBS

255

FHLMC

3137FNKD1

Jun 2026

6,399,050

$609K

0.16%

ABS-MBS

256

FNMA

3136B5P41

Jun 2026

5,234,258

$607K

0.16%

ABS-MBS

257

JPMDB Commercial Mortgage Securities Trust

46591ABF1

Jun 2026

636,000

$603K

0.16%

ABS-MBS

258

Benchmark Mortgage Trust

08162PBB6

Jun 2026

718,000

$594K

0.16%

ABS-MBS

259

Barclays Commercial Mortgage Trust

05492JAE2

Jun 2026

1,001,000

$594K

0.16%

ABS-MBS

260

GS Mortgage Securities Trust

36253GAK8

Jun 2026

600,381

$587K

0.16%

ABS-MBS

261

FHLMC

3137HFZ73

Jun 2026

3,939,858

$587K

0.16%

ABS-MBS

262

FHLMC

31396EU46

Jun 2026

575,459

$584K

0.16%

ABS-MBS

263

Morgan Stanley Capital I Trust

61691AAQ6

Jun 2026

609,000

$579K

0.16%

ABS-MBS

264

FHLMC

3137BABH4

Jun 2026

6,464,822

$574K

0.15%

ABS-MBS

265

Wells Fargo Commercial Mortgage Trust

95000GBE3

Jun 2026

790,000

$573K

0.15%

ABS-MBS

266

CFCRE Commercial Mortgage Trust

12527DAG5

Jun 2026

603,000

$567K

0.15%

ABS-MBS

267

GNMA

38384PBF6

Jun 2026

6,239,498

$552K

0.15%

ABS-MBS

268

CD Mortgage Trust

12515GAG2

Jun 2026

826,000

$550K

0.15%

ABS-MBS

269

Wells Fargo Commercial Mortgage Trust

95000CBJ1

Jun 2026

1,174,000

$546K

0.15%

ABS-MBS

270

PRMI Securitization Trust

74275VAA2

Jun 2026

540,758

$541K

0.14%

ABS-O

271

GNMA

38379XFQ8

Jun 2026

4,937,331

$539K

0.14%

ABS-MBS

272

Morgan Stanley Residential Mortgage Loan Trust

61777BBQ0

Jun 2026

534,391

$536K

0.14%

ABS-MBS

273

PRPM LLC

74449BAA7

Jun 2026

541,963

$536K

0.14%

ABS-MBS

274

GS Mortgage-Backed Securities Trust

362948AA9

Jun 2026

526,468

$514K

0.14%

ABS-MBS

275

FNMA

30711XDY7

Jun 2026

501,086

$513K

0.14%

ABS-MBS

276

CD Mortgage Trust

12515GAH0

Jun 2026

1,638,000

$512K

0.14%

ABS-MBS

277

MFA Trust

58004YAA7

Jun 2026

509,783

$511K

0.14%

ABS-MBS

278

Saluda Grade Alternative Mortgage Trust

79585UAA8

Jun 2026

509,000

$509K

0.14%

ABS-MBS

279

GNMA

38382XWM3

Jun 2026

2,814,442

$495K

0.13%

ABS-MBS

280

BANK5 Trust

06604AAH7

Jun 2026

14,855,961

$492K

0.13%

ABS-MBS

281

BIKE Pass-Through Trust

09000VAG7

Jun 2026

488,000

$490K

0.13%

ABS-MBS

282

GNMA

38377X4D1

Jun 2026

4,000,825

$489K

0.13%

ABS-MBS

283

GNMA

38378JUH3

Jun 2026

3,370,612

$488K

0.13%

ABS-MBS

284

GNMA

38382HLM0

Jun 2026

3,975,016

$485K

0.13%

ABS-MBS

285

GNMA

38378TR36

Jun 2026

4,951,728

$481K

0.13%

ABS-MBS

286

N/A

Jun 2026

11,892,700

$467K

0.13%

DIR

287

GNMA

38381YWU4

Jun 2026

4,458,284

$466K

0.12%

ABS-MBS

288

CSAIL Commercial Mortgage Trust

12597BAC3

Jun 2026

798,000

$460K

0.12%

ABS-MBS

289

Benchmark Mortgage Trust

08163UAD1

Jun 2026

12,777,405

$458K

0.12%

ABS-MBS

290

GNMA

38379LL46

Jun 2026

2,343,320

$455K

0.12%

ABS-MBS

291

FHLMC

3133Q3H79

Jun 2026

449,323

$454K

0.12%

ABS-MBS

292

GNMA

38379P4V6

Jun 2026

2,667,336

$452K

0.12%

ABS-MBS

293

Wells Fargo Commercial Mortgage Trust

95000TAC0

Jun 2026

991,000

$448K

0.12%

ABS-MBS

294

FNMA

3136A66B5

Jun 2026

4,889,313

$440K

0.12%

ABS-MBS

295

Tricolor Auto Securitization Trust

89616LAA0

Jun 2026

456,614

$436K

0.12%

ABS-O

296

Morgan Stanley Bank of America Merrill Lynch Trust

61764PAN2

Jun 2026

434,155

$429K

0.11%

ABS-MBS

297

FNMA

3136BQQR3

Jun 2026

4,745,034

$422K

0.11%

ABS-MBS

298

FNMA

3136APW65

Jun 2026

2,664,085

$415K

0.11%

ABS-MBS

299

Benchmark Mortgage Trust

08162PAJ0

Jun 2026

1,840,000

$412K

0.11%

ABS-MBS

300

BMO Mortgage Trust

05593QAD6

Jun 2026

11,390,504

$410K

0.11%

ABS-MBS

301

Benchmark Mortgage Trust

081921BA5

Jun 2026

23,287,391

$409K

0.11%

ABS-MBS

302

GNMA

38384GL81

Jun 2026

6,108,098

$406K

0.11%

ABS-MBS

303

Wells Fargo Commercial Mortgage Trust

94988QAS0

Jun 2026

422,889

$402K

0.11%

ABS-MBS

304

GNMA

N/A

Jun 2026

7,112,715

$402K

0.11%

ABS-MBS

305

GNMA

38378A3Y5

Jun 2026

4,200,230

$401K

0.11%

ABS-MBS

306

GNMA

38376R2F2

Jun 2026

4,460,380

$397K

0.11%

ABS-MBS

307

GNMA

38376RS31

Jun 2026

4,575,620

$391K

0.10%

ABS-MBS

308

GNMA

38382RPL6

Jun 2026

3,323,297

$388K

0.10%

ABS-MBS

309

WaMu Mortgage Pass-Through Certificates Trust

92922FS41

Jun 2026

403,305

$388K

0.10%

ABS-MBS

310

Morgan Stanley Bank of America Merrill Lynch Trust

61762MBG5

Jun 2026

2,316,000

$385K

0.10%

ABS-MBS

311

Wells Fargo Commercial Mortgage Trust

95002XBG9

Jun 2026

418,000

$384K

0.10%

ABS-MBS

312

N/A

Jun 2026

3,640,400

$383K

0.10%

DIR

313

FHLMC

3137HBUJ1

Jun 2026

377,202

$382K

0.10%

ABS-MBS

314

COMM Mortgage Trust

12591YBH7

Jun 2026

409,000

$380K

0.10%

ABS-MBS

315

GNMA

38384G3V0

Jun 2026

6,130,388

$376K

0.10%

ABS-MBS

316

GNMA

38376RK21

Jun 2026

5,399,200

$376K

0.10%

ABS-MBS

317

CFCRE Commercial Mortgage Trust

12532ABC2

Jun 2026

434,000

$375K

0.10%

ABS-MBS

318

N/A

Jun 2026

17,140,800

$366K

0.10%

DIR

319

N/A

Jun 2026

3,640,400

$366K

0.10%

DIR

320

GNMA

38384GDP2

Jun 2026

5,414,812

$366K

0.10%

ABS-MBS

321

N/A

Jun 2026

11,892,700

$359K

0.10%

DIR

322

GNMA

38375ASD7

Jun 2026

2,363,722

$358K

0.10%

ABS-MBS

323

GNMA

38383WDC7

Jun 2026

4,884,918

$354K

0.09%

ABS-MBS

324

FNMA

20754CAF6

Jun 2026

347,000

$351K

0.09%

ABS-MBS

325

COMM Mortgage Trust

12592KBE3

Jun 2026

346,511

$342K

0.09%

ABS-MBS

326

COMM Mortgage Trust

12591QAW2

Jun 2026

397,060

$341K

0.09%

ABS-MBS

327

GNMA

38376RCA2

Jun 2026

6,048,971

$339K

0.09%

ABS-MBS

328

Citigroup Commercial Mortgage Trust

29425AAJ2

Jun 2026

545,000

$335K

0.09%

ABS-MBS

329

PRET Trust

74144HAA2

Jun 2026

325,179

$326K

0.09%

ABS-O

330

N/A

Jun 2026

9,097,300

$324K

0.09%

DIR

331

N/A

Jun 2026

9,097,300

$323K

0.09%

DIR

332

J.P. Morgan Chase Commercial Mortgage Securities Trust

46639JAK6

Jun 2026

321,095

$317K

0.08%

ABS-MBS

333

FNMA

20754WAC9

Jun 2026

311,000

$314K

0.08%

ABS-MBS

334

Benchmark Mortgage Trust

08164EAU8

Jun 2026

4,238,000

$309K

0.08%

ABS-MBS

335

Benchmark Mortgage Trust

08160KAH7

Jun 2026

13,400,998

$300K

0.08%

ABS-MBS

336

GNMA

38379B6E3

Jun 2026

1,510,422

$299K

0.08%

ABS-MBS

337

Wells Fargo Commercial Mortgage Trust

95000LAJ2

Jun 2026

302,689

$297K

0.08%

ABS-MBS

338

N/A

Jun 2026

2,467,800

$296K

0.08%

DIR

339

N/A

Jun 2026

2,728,900

$291K

0.08%

DIR

340

N/A

Jun 2026

2,728,900

$290K

0.08%

DIR

341

Morgan Stanley Capital I Trust

61767YAC4

Jun 2026

337,000

$287K

0.08%

ABS-MBS

342

GNMA

38376RJ80

Jun 2026

4,833,305

$287K

0.08%

ABS-MBS

343

MFA Trust

55286MAA8

Jun 2026

278,329

$278K

0.07%

ABS-MBS

344

GNMA

38383KAP7

Jun 2026

8,610,829

$277K

0.07%

ABS-MBS

345

FNMA

3136B07G5

Jun 2026

3,359,026

$276K

0.07%

ABS-MBS

346

CSAIL

12634NAZ1

Jun 2026

276,584

$265K

0.07%

ABS-MBS

347

N/A

Jun 2026

26,602,700

$259K

0.07%

DIR

348

N/A

Jun 2026

23,866,000

$251K

0.07%

DIR

349

PRET LLC

69383TAA6

Jun 2026

253,133

$251K

0.07%

ABS-MBS

350

COMM Mortgage Trust

12591QAD4

Jun 2026

757,000

$250K

0.07%

ABS-MBS

351

GNMA

38378PFQ6

Jun 2026

2,031,307

$246K

0.07%

ABS-MBS

352

Wells Fargo Home Equity Asset-Backed Securities Trust

9497EYAC3

Jun 2026

249,255

$246K

0.07%

ABS-O

353

GNMA

38376RA63

Jun 2026

4,840,606

$240K

0.06%

ABS-MBS

354

HarborView Mortgage Loan Trust

41161PLQ4

Jun 2026

948,070

$239K

0.06%

ABS-MBS

355

UBS Commercial Mortgage Trust

90278LAC3

Jun 2026

252,000

$229K

0.06%

ABS-MBS

356

PK Alift Loan Funding 7 LP

69291NAA0

Jun 2026

229,698

$228K

0.06%

ABS-O

357

GNMA

38376RGU4

Jun 2026

3,723,200

$226K

0.06%

ABS-MBS

358

GNMA

38376RRT5

Jun 2026

3,254,271

$226K

0.06%

ABS-MBS

359

FHLMC

3137AWHJ7

Jun 2026

2,328,959

$224K

0.06%

ABS-MBS

360

Bayview Opportunity Master Fund VII Trust

072927AA4

Jun 2026

219,333

$223K

0.06%

ABS-O

361

GNMA

38379YFF0

Jun 2026

1,563,768

$211K

0.06%

ABS-MBS

362

N/A

Jun 2026

2,615,300

$209K

0.06%

DIR

363

Wells Fargo Commercial Mortgage Trust

95001XAJ5

Jun 2026

258,000

$207K

0.06%

ABS-MBS

364

VCAT LLC

91825GAA4

Jun 2026

206,335

$205K

0.05%

ABS-O

365

BANK

06540WBG7

Jun 2026

268,000

$201K

0.05%

ABS-MBS

366

N/A

Jun 2026

2,467,800

$201K

0.05%

DIR

367

Bear Stearns ALT-A Trust

07386HWZ0

Jun 2026

242,111

$200K

0.05%

ABS-MBS

368

GNMA

38376RFK7

Jun 2026

3,125,983

$197K

0.05%

ABS-MBS

369

GNMA

38379EAL6

Jun 2026

2,258,447

$189K

0.05%

ABS-MBS

370

RCO IX Mortgage LLC

74940MAA7

Jun 2026

188,858

$189K

0.05%

ABS-O

371

GNMA

38376RCL8

Jun 2026

2,754,376

$184K

0.05%

ABS-MBS

372

GNMA

38376RAQ9

Jun 2026

2,994,860

$177K

0.05%

ABS-MBS

373

United States of America

91282CCY5

Jun 2026

176,000

$176K

0.05%

DBT

374

GNMA

38376RYA8

Jun 2026

2,823,980

$169K

0.05%

ABS-MBS

375

N/A

Jun 2026

13,681,500

$168K

0.04%

DIR

376

GNMA

38376RX68

Jun 2026

4,003,451

$166K

0.04%

ABS-MBS

377

N/A

Jun 2026

2,615,300

$163K

0.04%

DIR

378

N/A

Jun 2026

12,604,500

$163K

0.04%

DIR

379

GNMA

38376RVS2

Jun 2026

1,772,933

$161K

0.04%

ABS-MBS

380

N/A

Jun 2026

26,602,700

$161K

0.04%

DIR

381

GNMA

38380LMJ9

Jun 2026

4,749,428

$160K

0.04%

ABS-MBS

382

Structured Asset Mortgage Investments II Trust

86361HAB0

Jun 2026

179,257

$160K

0.04%

ABS-MBS

383

GNMA

38376RZM1

Jun 2026

3,877,274

$159K

0.04%

ABS-MBS

384

COMM Mortgage Trust

12595VAN7

Jun 2026

499,000

$158K

0.04%

ABS-MBS

385

GNMA

38375UQB9

Jun 2026

3,083,472

$155K

0.04%

ABS-MBS

386

GNMA

38376RT30

Jun 2026

3,374,850

$149K

0.04%

ABS-MBS

387

GNMA

38378MTJ4

Jun 2026

1,459,588

$142K

0.04%

ABS-MBS

388

Bear Stearns ALT-A Trust

07386HYW5

Jun 2026

142,776

$140K

0.04%

ABS-MBS

389

GNMA

38376RUG9

Jun 2026

4,589,493

$135K

0.04%

ABS-MBS

390

HOMES Trust

40390TAA8

Jun 2026

126,121

$127K

0.03%

ABS-MBS

391

GNMA

38379HRB3

Jun 2026

2,428,654

$120K

0.03%

ABS-MBS

392

GNMA

38378U8K6

Jun 2026

3,176,049

$117K

0.03%

ABS-MBS

393

GNMA

38376RNL6

Jun 2026

2,432,182

$108K

0.03%

ABS-MBS

394

GNMA

38375UT59

Jun 2026

2,958,595

$108K

0.03%

ABS-MBS

395

GNMA

38376R2Q8

Jun 2026

2,642,718

$103K

0.03%

ABS-MBS

396

GNMA

38375UZV5

Jun 2026

3,386,568

$102K

0.03%

ABS-MBS

397

GNMA

38375UB25

Jun 2026

3,552,613

$101K

0.03%

ABS-MBS

398

GNMA

38376RG26

Jun 2026

1,620,281

$101K

0.03%

ABS-MBS

399

GNMA

38376RHK5

Jun 2026

2,258,467

$99K

0.03%

ABS-MBS

400

N/A

Jun 2026

12,665,000

$97K

0.03%

DIR

401

FHLMC

31397PUB4

Jun 2026

84,565

$96K

0.03%

ABS-MBS

402

GNMA

38376RSF4

Jun 2026

2,380,921

$95K

0.03%

ABS-MBS

403

GNMA

38376REB8

Jun 2026

1,552,000

$87K

0.02%

ABS-MBS

404

BBCMS Mortgage Trust

05557AAM5

Jun 2026

1,000,000

$84K

0.02%

ABS-MBS

405

N/A

Jun 2026

1,013,000

$77K

0.02%

DCR

406

N/A

Jun 2026

1,013,000

$74K

0.02%

DCR

407

N/A

Jun 2026

1,462,000

$72K

0.02%

DCR

408

GNMA

38380L4Z3

Jun 2026

1,587,738

$70K

0.02%

ABS-MBS

409

GS Mortgage Securities Trust

36252HAL5

Jun 2026

1,021,000

$70K

0.02%

ABS-MBS

410

Morgan Stanley Bank of America Merrill Lynch Trust

61761DAW2

Jun 2026

1,288,000

$64K

0.02%

ABS-MBS

411

N/A

Jun 2026

1,425,000

$62K

0.02%

DCR

412

GNMA

38380QQT2

Jun 2026

1,269,244

$59K

0.02%

ABS-MBS

413

N/A

Jun 2026

349,000

$54K

0.01%

DCR

414

N/A

Jun 2026

348,000

$54K

0.01%

DCR

415

CD Mortgage Trust

12515GAM9

Jun 2026

1,585,192

$53K

0.01%

ABS-MBS

416

N/A

Jun 2026

1,017,000

$50K

0.01%

DCR

417

N/A

Jun 2026

2,413,000

$46K

0.01%

DCR

418

FNMA

31397LB24

Jun 2026

55,068

$46K

0.01%

ABS-MBS

419

FNMA

3136B2KV3

Jun 2026

1,034,804

$41K

0.01%

ABS-MBS

420

N/A

Jun 2026

501,000

$40K

0.01%

DCR

421

N/A

Jun 2026

1,242,000

$34K

0.01%

DCR

422

N/A

Jun 2026

1,035,000

$33K

0.01%

DCR

423

N/A

Jun 2026

988,000

$32K

0.01%

DCR

424

GNMA

38376VFR3

Jun 2026

314,287

$28K

0.01%

ABS-MBS

425

FNMA

31393CFC2

Jun 2026

26,596

$25K

0.01%

ABS-MBS

426

N/A

Jun 2026

1,017,000

$21K

0.01%

DCR

427

Wells Fargo Commercial Mortgage Trust

94989KBC6

Jun 2026

17,796

$17K

0.00%

ABS-MBS

428

N/A

Jun 2026

2,000,000

$16K

0.00%

DCR

429

N/A

Jun 2026

31,000

$16K

0.00%

DCR

430

FHLMC

31397P6U9

Jun 2026

16,629

$15K

0.00%

ABS-MBS

431

N/A

Jun 2026

1,017,000

$14K

0.00%

DCR

432

GNMA

38379LWF9

Jun 2026

546,098

$14K

0.00%

ABS-MBS

433

Morgan Stanley ABS Capital I, Inc. Trust

61744CJU1

Jun 2026

11,866

$12K

0.00%

ABS-O

434

FNMA

31392JYJ2

Jun 2026

10,615

$10K

0.00%

ABS-MBS

435

N/A

Jun 2026

1,017,000

$10K

0.00%

DCR

436

FNMA

3136A2QG1

Jun 2026

149,939

$8K

0.00%

ABS-MBS

437

FHLMC

31394JDB0

Jun 2026

8,058

$8K

0.00%

ABS-MBS

438

FHLMC

31396HU72

Jun 2026

8,478

$7K

0.00%

ABS-MBS

439

GNMA

38379GV87

Jun 2026

387,595

$7K

0.00%

ABS-MBS

440

Wells Fargo Commercial Mortgage Trust

94989WAZ0

Jun 2026

7,112

$7K

0.00%

ABS-MBS

441

FNMA

31393E6M6

Jun 2026

5,066

$5K

0.00%

ABS-MBS

442

N/A

Jun 2026

140,000

$5K

0.00%

DCR

443

FHLMC

31394PPV9

Jun 2026

4,068

$4K

0.00%

ABS-MBS

444

N/A

Jun 2026

69,000

$2K

0.00%

DCR

445

FNMA

31392BMN3

Jun 2026

318,864

$2K

0.00%

ABS-MBS

446

N/A

Jun 2026

14,000

$2K

0.00%

DCR

447

FNMA

31393YZ99

Jun 2026

1,912

$2K

0.00%

ABS-MBS

448

N/A

Jun 2026

141,000

$2K

0.00%

DCR

449

FNMA

31393XGT8

Jun 2026

1,755

$2K

0.00%

ABS-MBS

450

N/A

Jun 2026

31,000

$2K

0.00%

DCR

451

FNMA

31396PG62

Jun 2026

1,556

$1K

0.00%

ABS-MBS

452

FHLMC

31397KMR9

Jun 2026

680

$581

0.00%

ABS-MBS

453

GNMA

38379CU79

Jun 2026

59,908

$547

0.00%

ABS-MBS

454

FNMA

31396K2S0

Jun 2026

578

$487

0.00%

ABS-MBS

455

FNMA

3136A8DU1

Jun 2026

44,333

$273

0.00%

ABS-MBS

456

FNMA

31393C6U2

Jun 2026

187

$189

0.00%

ABS-MBS

457

FHLMC

31325UPS9

Jun 2026

8,139

$98

0.00%

ABS-MBS

458

FHLMC

3137AMVW4

Jun 2026

27,632

$86

0.00%

ABS-MBS

459

GNMA

36292DKQ4

Jun 2026

54

$56

0.00%

ABS-MBS

460

GNMA

36202K3W3

Jun 2026

4

$4

0.00%

ABS-MBS

461

Pound Sterling

N/A

Jun 2026

-1,356

$-1798

-0.00%

STIV

462

N/A

Jun 2026

65,000

$-3448

-0.00%

DCR

463

N/A

Jun 2026

130,000

$-3687

-0.00%

DCR

464

N/A

Jun 2026

1,000,000

$-6876

-0.00%

DCR

465

N/A

Jun 2026

784,000

$-12922

-0.00%

DCR

466

N/A

Jun 2026

2,354,000

$-19963

-0.01%

DCR

467

N/A

Jun 2026

1,017,000

$-21018

-0.01%

DCR

468

N/A

Jun 2026

1,670,000

$-21258

-0.01%

DCR

469

N/A

Jun 2026

2,069,000

$-30000

-0.01%

DCR

470

N/A

Jun 2026

1,274,000

$-37151

-0.01%

DCR

471

N/A

Jun 2026

1,792,000

$-56053

-0.01%

DCR

472

N/A

Jun 2026

56,542,000

$-74692

-0.02%

DIR

473

N/A

Jun 2026

216,000

$-84294

-0.02%

DCR

474

N/A

Jun 2026

2,165,000

$-128319

-0.03%

DCR

475

N/A

Jun 2026

360,000

$-172114

-0.05%

DCR

476

N/A

Jun 2026

4,531,000

$-370220

-0.10%

DCR

477

N/A

Jun 2026

-431,311,100

$-797514

-0.21%

DIR

478

N/A

Jun 2026

536,598,000

$-1619996

-0.43%

DIR