MBS additions & removals
Changes are observation-bounded: an addition is the first retained official snapshot containing a security after an earlier absence; a removal is its first retained absence. Baseline holdings receive no invented addition date.
Additions
| Ticker | Issuer | Observed date | Change |
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| Fannie Mae | Fannie Mae | 2026-04-30 | Added / first present |
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| Fannie Mae | Fannie Mae | 2026-04-30 | Added / first present |
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| Fannie Mae | Fannie Mae | 2026-04-30 | Added / first present |
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| Fannie Mae | Fannie Mae | 2026-04-30 | Added / first present |
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| Freddie Mac | Freddie Mac | 2026-04-30 | Added / first present |
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| Freddie Mac | Freddie Mac | 2026-04-30 | Added / first present |
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| Freddie Mac | Freddie Mac | 2026-04-30 | Added / first present |
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| Fannie Mae | Fannie Mae | 2026-04-30 | Added / first present |
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| Freddie Mac | Freddie Mac | 2026-04-30 | Added / first present |
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| FVM6 | N/A | 2026-04-30 | Added / first present |
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| Saluda Grade Alternative Mortg | Saluda Grade Alternative Mortg | 2026-04-30 | Added / first present |
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| Freddie Mac | Freddie Mac | 2026-04-30 | Added / first present |
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| Credit Suisse Mortgage Trust | Credit Suisse Mortgage Trust | 2026-04-30 | Added / first present |
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| Brean Asset Backed Securities | Brean Asset Backed Securities | 2026-04-30 | Added / first present |
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| Onslow Bay Financial LLC | Onslow Bay Financial LLC | 2026-04-30 | Added / first present |
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| Sequoia Mortgage Trust | Sequoia Mortgage Trust | 2026-04-30 | Added / first present |
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| Freddie Mac | Freddie Mac | 2026-04-30 | Added / first present |
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| Deephaven Residential Mortgage | Deephaven Residential Mortgage | 2026-04-30 | Added / first present |
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| Fannie Mae | Fannie Mae | 2026-01-31 | Added / first present |
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| CIM Trust | CIM Trust | 2026-01-31 | Added / first present |
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| Fannie Mae | Fannie Mae | 2026-01-31 | Added / first present |
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| Freddie Mac | Freddie Mac | 2026-01-31 | Added / first present |
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| Woodward Capital Management | Woodward Capital Management | 2026-01-31 | Added / first present |
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| Freddie Mac | Freddie Mac | 2026-01-31 | Added / first present |
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| New Residential Mortgage Loan | New Residential Mortgage Loan | 2026-01-31 | Added / first present |
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| TYH6 | N/A | 2026-01-31 | Added / first present |
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| FVH6 | N/A | 2026-01-31 | Added / first present |
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| Fannie Mae | Fannie Mae | 2026-01-31 | Added / first present |
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| Freddie Mac | Freddie Mac | 2026-01-31 | Added / first present |
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| Sequoia Mortgage Trust | Sequoia Mortgage Trust | 2026-01-31 | Added / first present |
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| Credit Suisse Mortgage Trust | Credit Suisse Mortgage Trust | 2026-01-31 | Added / first present |
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| Credit Suisse Mortgage Trust | Credit Suisse Mortgage Trust | 2026-01-31 | Added / first present |
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| FIGRE Trust | FIGRE Trust | 2026-01-31 | Added / first present |
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| FIGRE Trust | FIGRE Trust | 2026-01-31 | Added / first present |
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| FIGRE Trust | FIGRE Trust | 2026-01-31 | Added / first present |
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| Onslow Bay Financial LLC | Onslow Bay Financial LLC | 2026-01-31 | Added / first present |
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| Provident Funding Mortgage Tru | Provident Funding Mortgage Tru | 2026-01-31 | Added / first present |
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| GS Mortgage-Backed Securities | GS Mortgage-Backed Securities | 2026-01-31 | Added / first present |
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| Fannie Mae or Freddie Mac | Fannie Mae or Freddie Mac | 2025-10-31 | Added / first present |
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| Fannie Mae | Fannie Mae | 2025-10-31 | Added / first present |
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| Freddie Mac | Freddie Mac | 2025-10-31 | Added / first present |
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| Freddie Mac | Freddie Mac | 2025-10-31 | Added / first present |
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| Fannie Mae | Fannie Mae | 2025-10-31 | Added / first present |
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| Fannie Mae | Fannie Mae | 2025-10-31 | Added / first present |
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| Freddie Mac | Freddie Mac | 2025-10-31 | Added / first present |
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| Freddie Mac | Freddie Mac | 2025-10-31 | Added / first present |
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| Fannie Mae | Fannie Mae | 2025-10-31 | Added / first present |
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| Freddie Mac | Freddie Mac | 2025-10-31 | Added / first present |
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| Fannie Mae | Fannie Mae | 2025-10-31 | Added / first present |
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| JP Morgan Mortgage Trust | JP Morgan Mortgage Trust | 2025-10-31 | Added / first present |
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| FVZ5 | N/A | 2025-10-31 | Added / first present |
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| TYZ5 | N/A | 2025-10-31 | Added / first present |
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| The Huntington National Bank | The Huntington National Bank | 2025-10-31 | Added / first present |
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| Fannie Mae | Fannie Mae | 2025-10-31 | Added / first present |
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| FIGRE Trust | FIGRE Trust | 2025-10-31 | Added / first present |
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| CIM Trust | CIM Trust | 2025-10-31 | Added / first present |
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| Saluda Grade Alternative Mortg | Saluda Grade Alternative Mortg | 2025-10-31 | Added / first present |
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| JP Morgan Mortgage Trust | JP Morgan Mortgage Trust | 2025-10-31 | Added / first present |
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| Fannie Mae | Fannie Mae | 2025-10-31 | Added / first present |
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| FIGRE Trust | FIGRE Trust | 2025-10-31 | Added / first present |
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| New Residential Mortgage Loan | New Residential Mortgage Loan | 2025-10-31 | Added / first present |
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| MFRA Trust | MFRA Trust | 2025-10-31 | Added / first present |
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| Fannie Mae | Fannie Mae | 2025-10-31 | Added / first present |
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| FIGRE Trust | FIGRE Trust | 2025-10-31 | Added / first present |
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| Fannie Mae or Freddie Mac | Fannie Mae or Freddie Mac | 2025-07-31 | Added / first present |
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| Fannie Mae | Fannie Mae | 2025-07-31 | Added / first present |
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| Freddie Mac | Freddie Mac | 2025-07-31 | Added / first present |
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| Ellington Financial Mortgage T | Ellington Financial Mortgage T | 2025-07-31 | Added / first present |
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| FVU5 | N/A | 2025-07-31 | Added / first present |
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| TYU5 | N/A | 2025-07-31 | Added / first present |
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| Verus Securitization Trust | Verus Securitization Trust | 2025-07-31 | Added / first present |
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| COLT Funding LLC | COLT Funding LLC | 2025-07-31 | Added / first present |
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| Credit Suisse Mortgage Trust | Credit Suisse Mortgage Trust | 2025-07-31 | Added / first present |
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| Deephaven Residential Mortgage | Deephaven Residential Mortgage | 2025-07-31 | Added / first present |
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| Verus Securitization Trust | Verus Securitization Trust | 2025-07-31 | Added / first present |
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| Freddie Mac | Freddie Mac | 2025-07-31 | Added / first present |
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| Freddie Mac | Freddie Mac | 2025-07-31 | Added / first present |
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| Starwood Mortgage Residential | Starwood Mortgage Residential | 2025-07-31 | Added / first present |
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Removals
| Ticker | Issuer | Observed date | Change |
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| Fannie Mae | Fannie Mae | 2026-04-30 | Removed / first absent |
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| CIM Trust | CIM Trust | 2026-04-30 | Removed / first absent |
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| TYH6 | N/A | 2026-04-30 | Removed / first absent |
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| FVH6 | N/A | 2026-04-30 | Removed / first absent |
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| Freddie Mac | Freddie Mac | 2026-04-30 | Removed / first absent |
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| FIGRE Trust | FIGRE Trust | 2026-04-30 | Removed / first absent |
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| FIGRE Trust | FIGRE Trust | 2026-04-30 | Removed / first absent |
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| FIGRE Trust | FIGRE Trust | 2026-04-30 | Removed / first absent |
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| Fannie Mae or Freddie Mac | Fannie Mae or Freddie Mac | 2026-01-31 | Removed / first absent |
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| Fannie Mae | Fannie Mae | 2026-04-30 | Removed / first absent |
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| Freddie Mac | Freddie Mac | 2026-04-30 | Removed / first absent |
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| Fannie Mae | Fannie Mae | 2026-04-30 | Removed / first absent |
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| Freddie Mac | Freddie Mac | 2026-04-30 | Removed / first absent |
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| JP Morgan Mortgage Trust | JP Morgan Mortgage Trust | 2026-01-31 | Removed / first absent |
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| FVZ5 | N/A | 2026-01-31 | Removed / first absent |
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| TYZ5 | N/A | 2026-01-31 | Removed / first absent |
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| The Huntington National Bank | The Huntington National Bank | 2026-01-31 | Removed / first absent |
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| Fannie Mae | Fannie Mae | 2026-01-31 | Removed / first absent |
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| FIGRE Trust | FIGRE Trust | 2026-04-30 | Removed / first absent |
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| Fannie Mae | Fannie Mae | 2026-01-31 | Removed / first absent |
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| FIGRE Trust | FIGRE Trust | 2026-04-30 | Removed / first absent |
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| Fannie Mae or Freddie Mac | Fannie Mae or Freddie Mac | 2025-10-31 | Removed / first absent |
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| FVU5 | N/A | 2025-10-31 | Removed / first absent |
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| TYU5 | N/A | 2025-10-31 | Removed / first absent |
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| Fannie Mae or Freddie Mac | Fannie Mae or Freddie Mac | 2025-07-31 | Removed / first absent |
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| FREMF | FREMF Mortgage Trust | 2026-01-31 | Removed / first absent |
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| FNCL | Fannie Mae or Freddie Mac | 2025-10-31 | Removed / first absent |
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| Government National Mortgage A | Government National Mortgage A | 2025-07-31 | Removed / first absent |
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| COLT Funding LLC | COLT Funding LLC | 2026-04-30 | Removed / first absent |
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| Fannie Mae | Fannie Mae | 2026-04-30 | Removed / first absent |
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| Freddie Mac | Freddie Mac | 2026-04-30 | Removed / first absent |
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| Fannie Mae | Fannie Mae | 2025-07-31 | Removed / first absent |
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| Fannie Mae | Fannie Mae | 2026-04-30 | Removed / first absent |
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| Freddie Mac | Freddie Mac | 2025-07-31 | Removed / first absent |
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| Credit Suisse Mortgage Trust | Credit Suisse Mortgage Trust | 2025-10-31 | Removed / first absent |
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| Fannie Mae | Fannie Mae | 2025-07-31 | Removed / first absent |
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| Freddie Mac | Freddie Mac | 2025-07-31 | Removed / first absent |
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| Carvana Auto Receivables Trust | Carvana Auto Receivables Trust | 2026-01-31 | Removed / first absent |
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| Saluda Grade Alternative Mortg | Saluda Grade Alternative Mortg | 2026-04-30 | Removed / first absent |
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| Freddie Mac | Freddie Mac | 2025-07-31 | Removed / first absent |
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| JP Morgan Mortgage Trust | JP Morgan Mortgage Trust | 2025-07-31 | Removed / first absent |
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| PRP Advisors, LLC | PRP Advisors, LLC | 2025-07-31 | Removed / first absent |
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| PRP Advisors, LLC | PRP Advisors, LLC | 2025-10-31 | Removed / first absent |
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| FIGRE Trust | FIGRE Trust | 2026-04-30 | Removed / first absent |
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| Freddie Mac | Freddie Mac | 2025-07-31 | Removed / first absent |
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| Ellington Financial Mortgage T | Ellington Financial Mortgage T | 2025-07-31 | Removed / first absent |
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| PRP Advisors, LLC | PRP Advisors, LLC | 2025-10-31 | Removed / first absent |
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| Verus Securitization Trust | Verus Securitization Trust | 2025-10-31 | Removed / first absent |
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| Freddie Mac | Freddie Mac | 2025-07-31 | Removed / first absent |
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| FIGRE Trust | FIGRE Trust | 2025-07-31 | Removed / first absent |
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| PRP Advisors, LLC | PRP Advisors, LLC | 2025-07-31 | Removed / first absent |
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| GS Mortgage-Backed Securities | GS Mortgage-Backed Securities | 2025-07-31 | Removed / first absent |
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| Verus Securitization Trust | Verus Securitization Trust | 2025-10-31 | Removed / first absent |
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| Freddie Mac | Freddie Mac | 2025-10-31 | Removed / first absent |
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| Freddie Mac | Freddie Mac | 2025-10-31 | Removed / first absent |
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| Invitation Homes Trust | Invitation Homes Trust | 2026-04-30 | Removed / first absent |
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| Vista Point Securitization Tru | Vista Point Securitization Tru | 2026-01-31 | Removed / first absent |
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| Freddie Mac | Freddie Mac | 2025-07-31 | Removed / first absent |
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| JP Morgan Mortgage Trust | JP Morgan Mortgage Trust | 2025-07-31 | Removed / first absent |
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| Fannie Mae | Fannie Mae | 2025-07-31 | Removed / first absent |
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| Provident Funding Mortgage Tru | Provident Funding Mortgage Tru | 2025-07-31 | Removed / first absent |
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| Freddie Mac | Freddie Mac | 2025-10-31 | Removed / first absent |
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| Freddie Mac | Freddie Mac | 2025-10-31 | Removed / first absent |
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| JP Morgan Mortgage Trust | JP Morgan Mortgage Trust | 2025-07-31 | Removed / first absent |
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| Freddie Mac | Freddie Mac | 2025-10-31 | Removed / first absent |
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| Freddie Mac | Freddie Mac | 2026-01-31 | Removed / first absent |
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| PMT Loan Trust | PMT Loan Trust | 2025-07-31 | Removed / first absent |
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| VCAT Asset Securitization, LLC | VCAT Asset Securitization, LLC | 2026-01-31 | Removed / first absent |
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| FVM5 | N/A | 2025-07-31 | Removed / first absent |
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| Freddie Mac - STACR | Freddie Mac - STACR | 2025-07-31 | Removed / first absent |
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| Freddie Mac | Freddie Mac | 2025-10-31 | Removed / first absent |
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| Freddie Mac | Freddie Mac | 2025-10-31 | Removed / first absent |
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| Verus Securitization Trust | Verus Securitization Trust | 2025-10-31 | Removed / first absent |
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| Fannie Mae | Fannie Mae | 2025-07-31 | Removed / first absent |
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| Freddie Mac | Freddie Mac | 2025-07-31 | Removed / first absent |
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| Fannie Mae | Fannie Mae | 2025-07-31 | Removed / first absent |
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| Fannie Mae | Fannie Mae | 2025-07-31 | Removed / first absent |
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| JP Morgan Mortgage Trust | JP Morgan Mortgage Trust | 2025-10-31 | Removed / first absent |
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| Freddie Mac | Freddie Mac | 2025-07-31 | Removed / first absent |
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| Fannie Mae | Fannie Mae | 2025-10-31 | Removed / first absent |
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| Chase Mortgage Finance Corpora | Chase Mortgage Finance Corpora | 2026-04-30 | Removed / first absent |
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| JP Morgan Mortgage Trust | JP Morgan Mortgage Trust | 2025-07-31 | Removed / first absent |
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| Fannie Mae | Fannie Mae | 2025-07-31 | Removed / first absent |
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| Fannie Mae | Fannie Mae | 2026-01-31 | Removed / first absent |
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| Freddie Mac | Freddie Mac | 2025-07-31 | Removed / first absent |
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| Pretium Mortgage Credit Partne | Pretium Mortgage Credit Partne | 2026-04-30 | Removed / first absent |
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| Deephaven Residential Mortgage | Deephaven Residential Mortgage | 2025-07-31 | Removed / first absent |
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| Freddie Mac | Freddie Mac | 2026-01-31 | Removed / first absent |
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| HOMES Trust | HOMES Trust | 2025-07-31 | Removed / first absent |
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| Ellington Financial Mortgage T | Ellington Financial Mortgage T | 2025-07-31 | Removed / first absent |
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| PRP Advisors, LLC | PRP Advisors, LLC | 2025-10-31 | Removed / first absent |
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| SG Capital Partners | SG Capital Partners | 2026-01-31 | Removed / first absent |
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| Fannie Mae | Fannie Mae | 2025-07-31 | Removed / first absent |
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| BRAVO Residential Funding Trus | BRAVO Residential Funding Trus | 2026-01-31 | Removed / first absent |
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| Freddie Mac | Freddie Mac | 2025-10-31 | Removed / first absent |
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| Freddie Mac | Freddie Mac | 2026-04-30 | Removed / first absent |
|---|
| Sequoia Mortgage Trust | Sequoia Mortgage Trust | 2025-07-31 | Removed / first absent |
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| PRP Advisors, LLC | PRP Advisors, LLC | 2025-07-31 | Removed / first absent |
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