PDMIX Portfolio moves — PIMCO GNMA and Government Securities Fund

PDMIX

PIMCO GNMA and Government Securities Fund

PIMCO Funds

Portfolio moves

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

From To

Dec 31, 2025 → Mar 31, 2026

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

Security	Shares Mar 2026	Δ shares	End %	Δ value
Government National Mortgage Association, TBA	275,000,000	275,000,000	14.61%	$227.10M
FNCL 6 6/24	121,734,995	121,734,995	7.97%	$123.91M
G2SF 5 5/26	123,167,000	123,167,000	7.83%	$121.75M
G2 MB0143	111,155,965	111,155,965	6.57%	$102.06M
Government National Mortgage Association, TBA	109,000,000	109,000,000	6.03%	$93.73M
Government National Mortgage Association, TBA	99,000,000	99,000,000	5.96%	$92.69M
FNCL 6 7/25	88,000,000	88,000,000	5.76%	$89.54M
Uniform Mortgage-Backed Security, TBA	90,750,000	90,750,000	5.75%	$89.40M
Government National Mortgage Association, TBA	70,100,000	70,100,000	4.53%	$70.42M
Government National Mortgage Association, TBA	65,500,000	65,500,000	4.37%	$67.88M
FNCL 3 4/26	72,300,000	72,300,000	4.09%	$63.51M
Government National Mortgage Association, TBA	60,000,000	60,000,000	3.92%	$60.95M
Government National Mortgage Association, TBA	62,701,000	62,701,000	3.89%	$60.51M
FNCL 4.5 4/26	47,300,000	47,300,000	2.94%	$45.66M
FREDDIE MAC FHR 5648 CF	34,400,000	34,400,000	2.20%	$34.23M
G2SF 5 4/26	21,283,000	21,283,000	1.36%	$21.08M
G2SF 4 4/23	17,950,000	17,950,000	1.08%	$16.82M
G2SF 4.5 4/26	12,069,000	12,069,000	0.75%	$11.66M
U.S. Treasury Bills	10,623,000	10,623,000	0.68%	$10.53M
Uniform Mortgage-Backed Security, TBA	9,400,000	9,400,000	0.61%	$9.46M
GNMA II POOL MB0741 G2 11/55 FIXED 3	10,137,211	10,137,211	0.58%	$9.06M
FNCI 4.5 4/25	8,700,000	8,700,000	0.56%	$8.64M
FHR 5609 FC	8,478,076	8,478,076	0.55%	$8.48M
FNMA POOL FA4650 FN 02/56 FIXED VAR	8,421,172	8,421,172	0.54%	$8.40M
FNCI 3.5 4/25	7,400,000	7,400,000	0.46%	$7.12M
GNMA I TBA 30 YR 5 SINGLE FAMILY MORTGAGE	7,000,000	7,000,000	0.45%	$6.94M
GNMA II POOL DN9259 G2 12/55 FIXED 6	6,177,190	6,177,190	0.40%	$6.26M
G2 MA8345	6,249,289	6,249,289	0.37%	$5.78M
GNMA II POOL DP3164 G2 01/56 FIXED 6	5,123,663	5,123,663	0.34%	$5.21M
GNMA II POOL MB0867 G2 01/56 FIXED 3	5,489,771	5,489,771	0.32%	$4.91M
G2 MB0022	4,999,999	4,999,999	0.30%	$4.59M
FANNIE MAE POOL UMBS P#CC2221 5.00000000	4,438,334	4,438,334	0.28%	$4.42M
FED HM LN PC POOL SL4308 FR 02/56 FIXED 5	4,218,398	4,218,398	0.27%	$4.21M
FNMA, Series 2025-92, Class FA	4,044,133	4,044,133	0.26%	$4.08M
FED HM LN PC POOL TA2342 FR 12/55 FIXED 5	3,837,982	3,837,982	0.25%	$3.82M
FED HM LN PC POOL SL3873 FR 12/55 FIXED 5	3,289,559	3,289,559	0.21%	$3.27M
G2 MA8266	3,351,208	3,351,208	0.20%	$3.09M
GOVERNMENT NATIONAL MORTGAGE A GNR 2025 210 QN	2,980,872	2,980,872	0.19%	$2.95M
Ginnie Mae II Pool	2,583,113	2,583,113	0.17%	$2.65M
Government National Mortgage Association	2,796,230	2,796,230	0.17%	$2.57M
FNCL 5 4/26	2,500,000	2,500,000	0.16%	$2.47M
GNII II 5.5% 02/20/2049#MA5766	2,077,294	2,077,294	0.14%	$2.13M
U.S. Treasury Bill	1,949,000	1,949,000	0.12%	$1.93M
Ginnie Mae II Pool	1,996,065	1,996,065	0.11%	$1.78M
PFP Ltd., Series 2026-13, Class A	1,600,000	1,600,000	0.10%	$1.60M
Freddie Mac REMICS	1,584,590	1,584,590	0.10%	$1.59M
GNMA II, 30 Year	1,769,888	1,769,888	0.10%	$1.58M
GNMA II POOL DO7178 G2 01/56 FIXED 6	1,465,283	1,465,283	0.10%	$1.49M
FNMA POOL BW2501 FN 02/56 FIXED 5	1,347,092	1,347,092	0.09%	$1.34M
Government National Mortgage Association	1,276,260	1,276,260	0.08%	$1.32M
FREDDIE MAC POOL UMBS P#SL4307 5.00000000	1,163,995	1,163,995	0.07%	$1.16M
GNMA II POOL DP1074 G2 01/56 FIXED 6	1,093,661	1,093,661	0.07%	$1.11M
SEQUOIA MORTGAGE TRUST SEMT 2026 INV2 A26F 144A	800,000	800,000	0.05%	$801.97K
FED HM LN PC POOL TA5545 FR 01/56 FIXED 5	719,031	719,031	0.05%	$716.95K
U.S. Treasury Bills	635,000	635,000	0.04%	$632.83K
GNMA II POOL DP0990 G2 12/55 FIXED 6	536,839	536,839	0.04%	$545.38K
GNMA II POOL MB0922 G2 02/56 FIXED 3.5	598,212	598,212	0.03%	$536.22K
GNMA II POOL DP1011 G2 12/55 FIXED 6	452,194	452,194	0.03%	$459.47K
GNMA II POOL DN9574 G2 12/55 FIXED 6	405,589	405,589	0.03%	$412.12K
GNMA II, Single Family, 30 Year	447,240	447,240	0.03%	$410.53K
Government National Mortgage Association	438,354	438,354	0.03%	$402.47K
United States Treasury Bill	369,000	369,000	0.02%	$366.46K
United States Treasury Bill	301,000	301,000	0.02%	$299.76K
31750SIS6 PIMCO CDSOPT PUT USD 96.58984375 202	26,000,000	26,000,000	0.01%	$218.04K
317UBKWA9 PIMCO SWAPTION 3.48 CALL USD 2026071	29,900,000	29,900,000	0.01%	$188.22K
GNMA II, 30 Year	122,785	122,785	0.01%	$113.29K
317UC1RA6 PIMCO SWAPTION 4.75 PUT USD 20260904	34,200,000	34,200,000	0.01%	$81.56K
317UC23A0 PIMCO SWAPTION 4.75 PUT USD 20261207	16,400,000	16,400,000	0.00%	$77.10K
U.S. Treasury Bills	44,000	44,000	0.00%	$43.90K
31750SKZ7 PIMCO CDSOPT PUT USD 99.09765625 202	45,500,000	45,500,000	0.00%	$39.42K
317UC3WA6 PIMCO SWAPTION 4.75 PUT USD 20260611	46,800,000	46,800,000	0.00%	$27.31K
GNMA II POOL MA1278 G2 09/43 FIXED 3	28,828	28,828	0.00%	$25.58K
317UCAEA0 PIMCO SWAPTION 4.219 PUT USD 2026060	7,000,000	7,000,000	0.00%	$24.22K
U.S. Treasury Bills	20,000	20,000	0.00%	$19.89K
RFR USD SOFR/2.50000 06/02/26-7Y LCH	3,100,000	3,100,000	0.00%	$16.06K
317UCA3A2 PIMCO SWAPTION 4.75 PUT USD 20260630	12,100,000	12,100,000	0.00%	$10.86K
317UC77A5 PIMCO SWAPTION 4.055 PUT USD 2026040	7,600,000	7,600,000	0.00%	$3.54K
317UC9LA5 PIMCO SWAPTION 4.095 PUT USD 2026040	9,400,000	9,400,000	0.00%	$1.52K
RFR USD SOFR/3.75000 06/17/26-10Y LCH	1	1	0.00%	$1.15K
FNCL 2.5 4/26	0	0	0.00%	$0
31750SLD5 PIMCO CDSOPT CALL USD 99.89062500 20	-14,500,000	-14,500,000	0.00%	-$298
31750SL11 PIMCO CDSOPT CALL USD 103.68750000 2	-21,000,000	-21,000,000	0.00%	-$1.04K
RFR USD SOFR/3.75000 03/18/26-7Y LCH	1	1	0.00%	-$7.76K
317UC24A9 PIMCO SWAPTION 3.45 CALL USD 2026060	-8,800,000	-8,800,000	0.00%	-$22.00K
31750SNE1 PIMCO CDSOPT CALL USD 94.81250000 20	-29,000,000	-29,000,000	0.00%	-$68.21K
31750SKH7 PIMCO CDSOPT CALL USD 102.31250000 2	-46,500,000	-46,500,000	0.00%	-$76.80K
RFR USD SOFR/4.00000 03/18/26-10Y LCH	1	1	-0.01%	-$84.37K
31750SCV5 PIMCO CDSOPT PUT USD 103.53125000 20	-88,000,000	-88,000,000	-0.01%	-$89.24K
31750SOX8 PIMCO CDSOPT PUT USD 96.10156250 202	-53,500,000	-53,500,000	-0.01%	-$99.82K
317UBYBA2 PIMCO SWAPTION 3.967 PUT USD 2026050	-25,900,000	-25,900,000	-0.01%	-$119.39K
31750SNB7 PIMCO CDSOPT PUT USD 101.37500000 20	-49,000,000	-49,000,000	-0.01%	-$189.18K
31750SCO1 PIMCO CDSOPT PUT USD 101.11328125 20	-39,000,000	-39,000,000	-0.02%	-$265.87K
31750SOZ3 PIMCO CDSOPT CALL USD 97.37500000 20	-81,000,000	-81,000,000	-0.02%	-$339.65K
317UBKVA0 PIMCO SWAPTION 3.78 PUT USD 20260714	-32,000,000	-32,000,000	-0.02%	-$350.88K
31750SC52 PIMCO CDSOPT PUT USD 102.32812500 20	-113,500,000	-113,500,000	-0.02%	-$386.89K
Uniform Mortgage-Backed Security, TBA	-1,000,000	-1,000,000	-0.06%	-$899.27K
Uniform Mortgage-Backed Security, TBA	-1,625,000	-1,625,000	-0.10%	-$1.54M
Government National Mortgage Association, TBA	-10,000,000	-10,000,000	-0.57%	-$8.92M
G2SF 3 4/26	-10,000,000	-10,000,000	-0.57%	-$8.93M
FNCI 3 4/24	-10,800,000	-10,800,000	-0.66%	-$10.32M
FNCL 2 5/26	-20,800,000	-20,800,000	-1.08%	-$16.75M
FNMA-15YR	-20,500,000	-20,500,000	-1.21%	-$18.86M
Uniform Mortgage-Backed Security, TBA	-27,500,000	-27,500,000	-1.67%	-$25.93M
Uniform Mortgage-Backed Security, TBA	-36,000,000	-36,000,000	-2.36%	-$36.67M
FNCL 4 6/24	-65,600,000	-65,600,000	-3.97%	-$61.77M
Uniform Mortgage-Backed Security, TBA	-90,950,000	-90,950,000	-4.92%	-$76.44M
FNCL 6.5 6/24	-105,050,000	-105,050,000	-6.99%	-$108.59M
FNCL 3 6/24	-171,300,000	-171,300,000	-9.66%	-$150.23M
Uniform Mortgage-Backed Security, TBA	-178,150,000	-178,150,000	-11.50%	-$178.74M
Uniform Mortgage-Backed Security, TBA	-208,720,000	-208,720,000	-12.94%	-$201.12M
Uniform Mortgage-Backed Security, TBA	-282,800,000	-282,800,000	-16.64%	-$258.70M

Security	Shares Dec 2025	Δ shares	End %	Δ value
Government National Mortgage Association	248,000,000	-248,000,000	0.00%	-$205.40M
FNCL 6 3/24	198,000,000	-198,000,000	0.00%	-$203.22M
Government National Mortgage Association, TBA	184,600,000	-184,600,000	0.00%	-$168.00M
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 30YR TBA FEB	181,400,000	-181,400,000	0.00%	-$162.81M
Government National Mortgage Association, TBA	148,950,000	-148,950,000	0.00%	-$140.68M
Uniform Mortgage-Backed Security, TBA	126,234,995	-126,234,995	0.00%	-$129.55M
Government National Mortgage Association, TBA	94,450,000	-94,450,000	0.00%	-$94.13M
Government National Mortgage Association	106,000,000	-106,000,000	0.00%	-$91.43M
Government National Mortgage Association, TBA	74,000,000	-74,000,000	0.00%	-$72.04M
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION	65,500,000	-65,500,000	0.00%	-$67.64M
TBA GNMA 30 YR 5.50000000	63,100,000	-63,100,000	0.00%	-$63.67M
FN MA5830	31,593,644	-31,593,644	0.00%	-$32.41M
Government National Mortgage Association, TBA	28,000,000	-28,000,000	0.00%	-$28.52M
G2SF 2 1/26	27,000,000	-27,000,000	0.00%	-$22.37M
G2SF 3 1/26	21,950,000	-21,950,000	0.00%	-$19.73M
FNMA POOL MA5631 FN 02/55 FIXED 6.5	12,460,938	-12,460,938	0.00%	-$12.95M
FNMA POOL MA5648 FN 03/55 FIXED 6.5	12,126,616	-12,126,616	0.00%	-$12.61M
Uniform Mortgage-Backed Security, TBA	9,400,000	-9,400,000	0.00%	-$9.52M
FNCI 4.5 1/25	8,700,000	-8,700,000	0.00%	-$8.70M
FNCI 3.5 1/25	7,400,000	-7,400,000	0.00%	-$7.19M
G2SF 5.5 1/25	7,000,000	-7,000,000	0.00%	-$7.07M
GNMA I TBA 30 YR 5 SINGLE FAMILY MORTGAGE	7,000,000	-7,000,000	0.00%	-$6.99M
Palmer Square CLO Ltd., Series 2015-1A, Class A1A5	6,360,000	-6,360,000	0.00%	-$6.36M
Uniform Mortgage-Backed Security, TBA	6,000,000	-6,000,000	0.00%	-$6.32M
ANCHORAGE CAPITAL CLO LTD ANCHC 2024 28A A 144A	3,700,000	-3,700,000	0.00%	-$3.72M
DIAMETER CAPITAL CLO DCLO 2022 4A A1R 144A	3,300,000	-3,300,000	0.00%	-$3.32M
G2 MB0742	3,395,556	-3,395,556	0.00%	-$3.09M
FNMA POOL BS7102 FN 11/32 FIXED 4.5	3,000,000	-3,000,000	0.00%	-$3.03M
RFR USD SOFR/3.25000 03/19/25-1Y CME	1	-1	0.00%	-$2.98M
SYCAMORE TREE CLO LTD STCP 2023 2A AR 144A	2,900,000	-2,900,000	0.00%	-$2.92M
Government National Mortgage Association, TBA	3,000,000	-3,000,000	0.00%	-$2.59M
FED HM LN PC POOL QO4109 FR 07/40 FIXED 5.5	2,097,540	-2,097,540	0.00%	-$2.15M
U.S. Treasury Bills	2,142,000	-2,142,000	0.00%	-$2.12M
FNMA POOL BS8227 FN 06/33 FIXED 4.59	1,843,000	-1,843,000	0.00%	-$1.86M
FR RR0026	1,706,584	-1,706,584	0.00%	-$1.75M
FREDDIE MAC POOL UMBS P#RR0033 5.50000000	1,673,570	-1,673,570	0.00%	-$1.72M
G2 MB0682	1,595,100	-1,595,100	0.00%	-$1.45M
TCW GEM LTD TCW 2024 1A A1 144A	1,200,000	-1,200,000	0.00%	-$1.21M
FNMA POOL BL1296 FN 02/26 FIXED 3.575	1,000,000	-1,000,000	0.00%	-$997.17K
G2SF 4.5 1/26	770,000	-770,000	0.00%	-$750.15K
U.S. Treasury Bills	674,000	-674,000	0.00%	-$669.65K
U.S. Treasury Bills	430,000	-430,000	0.00%	-$426.32K
FN MA5861	198,736	-198,736	0.00%	-$203.86K
317UABBA3 PIMCO SWAPTION 3.9055 PUT USD 202603	33,600,000	-33,600,000	0.00%	-$183.38K
U.S. Treasury Bills	164,000	-164,000	0.00%	-$163.60K
317UAS3A5 PIMCO SWAPTION 4.104 PUT USD 2027101	57,500,000	-57,500,000	0.00%	-$91.71K
317UAUKA1 PIMCO SWAPTION 4.146 PUT USD 2027102	52,100,000	-52,100,000	0.00%	-$80.43K
U.S. Treasury Bills	76,000	-76,000	0.00%	-$75.40K
XIB 0 03/03/26	52,000	-52,000	0.00%	-$51.69K
FED HM LN PC POOL QO3854 FR 07/40 FIXED 5.5	49,413	-49,413	0.00%	-$50.70K
PRETSL FLOAT 07/03/33	45,743	-45,743	0.00%	-$45.74K
GNMA II POOL 894154 G2 04/61 FLOATING VAR	25,365	-25,365	0.00%	-$25.31K
GNMA II POOL 769429 G2 03/36 FIXED 5.5	1,682	-1,682	0.00%	-$1.72K
GNMA II POOL 422327 G2 07/26 FIXED 6.7	824	-824	0.00%	-$823
GNMA POOL 542027 GN 05/32 FIXED 6.5	605	-605	0.00%	-$605
GNMA POOL 465584 GN 04/28 FIXED 7	406	-406	0.00%	-$407
GNMA II POOL 004515 G2 08/39 FIXED 6	154	-154	0.00%	-$158
GN 417333	9	-9	0.00%	-$9
GNMA POOL 434079 GN 01/29 FIXED 6	7	-7	0.00%	-$7
317U8K4A4 PIMCO SWAPTION 5.25 PUT USD 20260303	51,000,000	-51,000,000	0.00%	-$5
RFR USD SOFR/4.44000 06/21/35-10Y LCH	0	0	0.00%	$0
RFR USD SOFR/5.00000 04/01/26-7Y LCH	0	0	0.00%	$0
RFR USD SOFR/4.10400 10/20/27-1Y LCH	0	0	0.00%	$0
RFR USD SOFR/4.52000 05/31/35-10Y LCH	0	0	0.00%	$0
RFR USD SOFR/3.63500 09/16/26-7Y LCH	0	0	0.00%	$0
RFR USD SOFR/4.28500 05/09/35-10Y LCH	0	0	0.00%	$0
RFR USD SOFR/5.00000 04/07/26-7Y LCH	0	0	0.00%	$0
RFR USD SOFR/4.48500 08/09/35-10Y LCH	0	0	0.00%	$0
RFR USD SOFR/5.25000 03/05/26-1Y LCH	0	0	0.00%	$0
RFR USD SOFR/4.18600 02/09/26-10Y LCH	0	0	0.00%	$0
RFR USD SOFR/3.90550 03/06/26-10Y LCH	0	0	0.00%	$0
RFR USD SOFR/4.64000 07/25/35-10Y LCH	0	0	0.00%	$0
RFR USD SOFR/4.31000 04/26/35-10Y LCH	0	0	0.00%	$0
RFR USD SOFR/4.43000 05/18/35-10Y LCH	0	0	0.00%	$0
RFR USD SOFR/4.14600 10/27/27-1Y LCH	0	0	0.00%	$0
RFR USD SOFR/4.63000 05/24/35-10Y LCH	0	0	0.00%	$0
RFR USD SOFR/4.46000 08/08/35-10Y LCH	0	0	0.00%	$0
RFR USD SOFR/4.69300 08/29/35-10Y LCH	0	0	0.00%	$0
RFR USD SOFR/4.24200 11/02/27-1Y LCH	0	0	0.00%	$0
FNCL 6.5 1/26	0	0	0.00%	$0
317UB80A1 PIMCO SWAPTION 4.066 PUT USD 2026020	-31,200,000	31,200,000	0.00%	$12.35K
Uniform Mortgage-Backed Security, TBA	-1,000,000	1,000,000	0.00%	$905.08K
FNCI 2.5 1/24	-1,625,000	1,625,000	0.00%	$1.54M
Uniform Mortgage-Backed Security, TBA	-5,050,000	5,050,000	0.00%	$5.03M
FNCI 3 1/25	-10,800,000	10,800,000	0.00%	$10.39M
FNCI 2 1/26	-20,500,000	20,500,000	0.00%	$18.98M
FNCL 2 1/26	-24,800,000	24,800,000	0.00%	$20.05M
FNCL 4.5 1/26	-41,477,000	41,477,000	0.00%	$40.50M
Uniform Mortgage-Backed Security, TBA	-82,950,000	82,950,000	0.00%	$70.13M
Uniform Mortgage-Backed Security, TBA	-86,000,000	86,000,000	0.00%	$88.18M
Uniform Mortgage-Backed Security, TBA	-125,650,000	125,650,000	0.00%	$130.61M
FNCL 3.5 2/26	-190,800,000	190,800,000	0.00%	$175.81M
Uniform Mortgage-Backed Security, TBA	-188,150,000	188,150,000	0.00%	$190.62M
Uniform Mortgage-Backed Security, TBA	-227,643,000	227,643,000	0.00%	$215.81M
FNCL 3 2/26	-281,900,000	281,900,000	0.00%	$249.18M

Security	Shares Dec 2025	Shares Mar 2026	Δ shares	End %	Δ value
GNMA II TBA 30 YR 3.5 JUMBOS	10,000,000	122,261,646	112,261,646	7.22%	$103.10M
GOVERNMENT NATIONAL MORTGAGE A GNR 2020 H16 HF	19,053,192	19,149,755	96,563	1.25%	$74.15K
G2 MA3244	7,563,405	9,561,929	1,998,524	0.58%	$1.91M
GOVERNMENT NATIONAL MORTGAGE A GNR 2022 22 ZC	9,918,887	9,993,465	74,578	0.42%	-$40.37K
RFR USD SOFR/4.40000 06/27/35-10Y LCH	0	46,800,000	46,800,000	0.16%	$2.48M
RFR USD SOFR/4.52000 08/15/35-10Y LCH	0	25,600,000	25,600,000	0.09%	$1.42M
GOVERNMENT NATIONAL MORTGAGE A GNR 2022 63 ZJ	1,780,452	1,796,077	15,624	0.07%	-$14.31K
RFR USD SOFR/4.55875 07/11/35-10Y LCH	0	19,500,000	19,500,000	0.07%	$1.07M
RFR USD SOFR/4.65600 08/22/35-10Y LCH	0	17,900,000	17,900,000	0.07%	$1.01M
FANNIE MAE FNR 2013 20 YZ	790,763	796,709	5,946	0.04%	$1.40K
GOVERNMENT NATIONAL MORTGAGE A GNR 2022 45 ZQ	1,000,283	1,009,061	8,778	0.04%	-$7.81K
GOVERNMENT NATIONAL MORTGAGE A GNR 2012 128 ZN	557,386	562,978	5,592	0.03%	-$1.91K
RFR USD SOFR/4.47000 06/06/35-10Y LCH	0	7,000,000	7,000,000	0.02%	$386.65K
RFR USD SOFR/4.09800 02/08/35-10Y LCH	0	5,800,000	5,800,000	0.02%	$320.03K
RFR USD SOFR/4.31250 06/10/26-7Y LCH	0	34,000,000	34,000,000	0.00%	$67.78K
RFR USD SOFR/3.15000 06/10/26-7Y LCH	0	17,000,000	17,000,000	0.00%	$26.10K
GOVERNMENT NATIONAL MORTGAGE A GNR 2012 H06 FB	349	350	1	0.00%	$1
GNMA II TBA 30 YR 3 JUMBOS	-10,000,000	0	10,000,000	0.00%	$8.98M

Security	Shares Dec 2025	Shares Mar 2026	Δ shares	End %	Δ value
FR SD8494	91,332,638	85,064,975	-6,267,663	5.50%	-$7.14M
GOVERNMENT NATIONAL MORTGAGE A GNR 2020 H12 FB	62,870,884	62,265,764	-605,120	4.06%	-$561.71K
G2 MA7589	57,752,761	56,582,744	-1,170,017	3.14%	-$1.11M
FR SD8343	37,447,959	34,835,853	-2,612,106	2.30%	-$2.85M
GNMA II POOL 785399 G2 03/51 FIXED 2.5	36,599,222	35,943,277	-655,945	2.00%	-$498.46K
FNMA POOL FS8777 FN 11/53 FIXED VAR	26,641,542	25,642,495	-999,047	1.71%	-$1.20M
FR SB8309	24,908,038	22,585,981	-2,322,056	1.48%	-$2.51M
GOVERNMENT NATIONAL MORTGAGE A GNR 2020 H15 FD	21,592,268	21,486,522	-105,746	1.40%	-$88.31K
GOVERNMENT NATIONAL MORTGAGE A GNR 2023 H27 FA	19,725,839	19,683,966	-41,873	1.28%	$48.29K
FR SD8453	21,165,257	19,647,715	-1,517,542	1.27%	-$1.72M
GNMA II POOL BZ4383 G2 01/52 FIXED 3	22,061,562	21,922,372	-139,190	1.25%	-$247.38K
GOVERNMENT NATIONAL MORTGAGE A GNR 2023 H08 HF	19,315,343	19,049,581	-265,762	1.24%	-$225.32K
FNMA POOL FM9966 FN 08/43 FIXED VAR	20,755,061	20,252,579	-502,482	1.23%	-$728.83K
GOVERNMENT NATIONAL MORTGAGE A GNR 2023 H17 FB	19,241,485	18,780,758	-460,727	1.23%	-$377.01K
FR SD8420	18,784,016	17,551,333	-1,232,683	1.14%	-$1.41M
GNMA II POOL CS4470 G2 08/53 FIXED 6	17,715,047	16,686,771	-1,028,276	1.12%	-$1.09M
GNMA II POOL 787213 G2 06/49 FIXED 3.5	19,431,779	19,056,721	-375,058	1.12%	-$208.38K
FNMA POOL FA1068 FN 02/40 FIXED VAR	17,023,889	14,767,029	-2,256,860	0.97%	-$2.41M
GOVERNMENT NATIONAL MORTGAGE A GNR 2020 H22 FH	13,626,485	13,396,294	-230,191	0.88%	-$223.42K
FR SD7518	14,766,523	14,449,816	-316,707	0.83%	-$376.77K
FED HM LN PC POOL SD0461 FR 11/50 FIXED 3	14,442,023	14,326,995	-115,028	0.82%	-$188.63K
FNR 2024-38 FA	13,051,528	12,495,589	-555,938	0.81%	-$527.91K
FREDDIE MAC REMICS SER 5593 CL FB V/R 4.97180000	11,271,081	10,873,134	-397,947	0.70%	-$387.82K
FNMA POOL FP0132 FN 02/55 FIXED VAR	12,290,296	10,545,009	-1,745,287	0.70%	-$1.87M
UMBS	12,255,390	10,422,947	-1,832,443	0.69%	-$1.96M
FR SD8455	12,029,374	10,111,748	-1,917,626	0.67%	-$2.04M
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2025-H24 CL FA V/R 4.71385000	10,353,469	10,318,781	-34,688	0.67%	-$7.29K
FNMA POOL FM9639 FN 11/36 FIXED VAR	11,528,274	11,186,534	-341,740	0.66%	-$379.93K
FNMA POOL BZ0963 FN 05/34 FIXED 5.41	9,515,777	9,494,684	-21,093	0.64%	-$44.45K
FREDDIE MAC REMICS SER 5573 CL FB V/R 4.77419000	10,909,641	9,855,957	-1,053,683	0.64%	-$1.05M
GNMA II POOL 785707 G2 10/51 FIXED 3.5	10,974,174	10,907,625	-66,549	0.64%	$18.70K
GNMA II POOL CF1730 G2 07/51 FIXED 3.5	11,366,935	10,742,133	-624,803	0.63%	-$484.24K
G2 MA7988	11,091,732	10,851,411	-240,321	0.62%	-$284.73K
FED HM LN PC POOL RA5646 FR 07/51 FIXED 3	11,114,919	10,988,792	-126,127	0.62%	-$176.74K
FR SD8462	10,263,451	9,533,911	-729,540	0.62%	-$827.68K
G2 MA8643	10,856,410	10,545,582	-310,828	0.61%	-$340.50K
Uniform Mortgage-Backed Securities	9,907,361	9,276,583	-630,778	0.60%	-$724.28K
GOVERNMENT NATIONAL MORTGAGE A GNR 2021 H02 FY	8,884,399	8,620,495	-263,904	0.57%	-$260.35K
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2023-H11 CL FC V/R 5.19888000	8,196,639	8,085,439	-111,200	0.53%	-$78.56K
GNMA II POOL CB5074 G2 03/51 FIXED 2.5	9,652,347	9,587,815	-64,532	0.52%	-$27.51K
GNMA II POOL MA8644 G2 02/53 FIXED 3.5	8,712,397	8,525,998	-186,398	0.51%	-$98.04K
GOVERNMENT NATIONAL MORTGAGE A GNR 2020 H17 HF	7,846,052	7,672,732	-173,320	0.50%	-$168.77K
FED HM LN PC POOL SD4884 FR 02/54 FIXED 6	7,606,981	7,365,875	-241,106	0.50%	-$294.28K
G2 MA6599	8,790,058	8,605,984	-184,075	0.50%	-$223.13K
FNMA POOL FS0900 FN 07/43 FIXED VAR	8,151,269	7,909,752	-241,517	0.48%	-$343.50K
GNMA II POOL 787212 G2 10/47 FIXED 3.5	8,284,570	8,095,986	-188,584	0.48%	-$116.34K
GOVERNMENT NATIONAL MORTGAGE A GNR 2014 99 DF	7,852,303	7,425,824	-426,479	0.47%	-$420.01K
FNMA POOL FM2419 FN 02/50 FIXED VAR	8,547,089	8,319,694	-227,395	0.47%	-$251.62K
GOVERNMENT NATIONAL MORTGAGE A GNR 2020 H17 FG	7,247,532	7,162,473	-85,059	0.47%	-$82.65K
FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFI SER Q034 CL APT2 V/R 2.90299700	7,823,803	7,455,636	-368,167	0.47%	-$372.61K
GNMA II POOL BR8755 G2 02/50 FIXED 3	8,119,950	8,021,870	-98,080	0.46%	-$132.67K
FR ZT0789	7,551,513	7,344,732	-206,781	0.45%	-$270.88K
FNMA POOL CA8234 FN 12/50 FIXED 3	7,929,126	7,813,326	-115,800	0.45%	-$179.07K
FNMA POOL BZ2389 FN 11/34 FIXED 5.06	6,506,960	6,484,690	-22,270	0.43%	-$51.56K
G2 MA3310	7,282,229	7,103,069	-179,160	0.43%	-$98.23K
FED HM LN PC POOL SC0086 FR 10/40 FIXED 2.5	7,582,654	7,382,572	-200,082	0.43%	-$199.31K
FNMA POOL MA5847 FN 09/55 FIXED 6.5	6,528,839	6,511,252	-17,588	0.43%	-$39.06K
IMS Ecuadorian Mortgage Trust, Series 2021-1, Class GA	7,186,962	6,622,123	-564,839	0.42%	-$596.36K
GNMA II POOL CN9802 G2 05/48 FIXED 3	7,286,107	7,217,095	-69,012	0.41%	-$102.61K
FED HM LN PC POOL SL2526 FR 09/55 FIXED 6	5,885,382	5,665,321	-220,061	0.38%	-$279.81K
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2023-H19 CL FA V/R 4.99888000	5,856,281	5,810,875	-45,405	0.38%	-$18.93K
FED HM LN PC POOL SL0421 FR 02/55 FIXED 6	5,962,297	5,638,957	-323,340	0.38%	-$387.11K
G2 5140	6,078,264	5,914,029	-164,236	0.38%	-$257.44K
GNMA II POOL MB0303 G2 04/55 FIXED 3	6,397,421	6,322,797	-74,624	0.36%	-$103.24K
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2024-H11 CL FD V/R 4.81765000	5,566,274	5,500,694	-65,580	0.36%	-$38.15K
FNMA POOL FM3241 FN 03/50 FIXED VAR	6,297,334	6,162,683	-134,651	0.35%	-$156.32K
FNMA POOL AS9462 FN 04/47 FIXED 3.5	5,992,938	5,824,872	-168,066	0.35%	-$208.16K
FED HM LN PC POOL SC0050 FR 02/40 FIXED 3	5,944,667	5,794,775	-149,893	0.35%	-$171.90K
FREDDIE MAC FHR 5080 IQ	26,812,142	26,348,365	-463,778	0.34%	-$117.13K
FREDDIE MAC FHR 5104 UB	6,522,554	6,344,696	-177,858	0.34%	-$200.48K
FED HM LN PC POOL RJ0503 FR 12/53 FIXED 6.5	5,422,007	5,000,922	-421,085	0.34%	-$450.64K
GOVERNMENT NATIONAL MORTGAGE A GNR 2014 69 FB	5,513,251	5,279,949	-233,303	0.34%	-$229.44K
JP MORGAN MORTGAGE TRUST JPMMT 2021 INV8 A2 144A	5,949,891	5,848,473	-101,417	0.33%	-$134.99K
FNMA POOL FS2678 FN 01/52 FIXED VAR	5,997,008	5,868,799	-128,209	0.32%	-$128.51K
Uniform Mortgage-Backed Securities	5,991,745	5,894,300	-97,445	0.32%	-$109.12K
UMBS	6,023,472	5,848,153	-175,319	0.32%	-$175.84K
FREDDIE MAC POOL UMBS P#RJ4594 6.50000000	4,929,159	4,642,727	-286,432	0.31%	-$309.13K
G2 MA2756	4,995,593	4,899,815	-95,778	0.31%	-$141.64K
GOVERNMENT NATIONAL MORTGAGE A GNR 2023 H20 FG	4,789,575	4,695,104	-94,471	0.31%	-$77.91K
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2024-H07 CL FC V/R 4.56765000	5,356,283	4,747,543	-608,739	0.31%	-$602.99K
FED HM LN PC POOL SD0056 FR 01/48 FIXED 3.5	5,061,727	4,931,608	-130,119	0.30%	-$164.00K
FN MA4306	5,528,170	5,428,111	-100,059	0.30%	-$114.46K
GNMA II POOL MB0612 G2 09/55 FIXED 6.5	4,503,004	4,491,665	-11,339	0.30%	$11.29K
Freddie Mac Pool	5,054,143	4,918,543	-135,599	0.29%	-$160.13K
FNMA POOL FM3229 FN 02/47 FIXED VAR	4,962,459	4,820,245	-142,214	0.29%	-$192.65K
G2 MA0782	4,983,732	4,853,244	-130,488	0.29%	-$166.22K
FNMA POOL DD6416 FN 04/55 FIXED 6.5	4,453,732	4,293,125	-160,607	0.29%	-$188.19K
GNMA II POOL CH7861 G2 01/52 FIXED 3	4,851,969	4,822,186	-29,783	0.28%	-$54.28K
G2 5017	4,455,556	4,310,620	-144,936	0.28%	-$213.08K
FNMA POOL DB0828 FN 04/54 FIXED 6	4,319,713	4,151,459	-168,254	0.27%	-$195.61K
GNMA II POOL MB0613 G2 09/55 FIXED 7	4,101,751	4,091,689	-10,062	0.27%	-$1.59K
GOVERNMENT NATIONAL MORTGAGE A GNR 2023 H20 FA	4,181,178	4,110,074	-71,105	0.27%	-$53.42K
FREDDIE MAC POOL UMBS P#SD4259 6.50000000	4,251,303	3,925,804	-325,499	0.27%	-$348.15K
GNMA II POOL 784073 G2 11/45 FIXED 4	4,342,271	4,301,263	-41,008	0.26%	-$72.61K
G2 MA9016	4,160,301	4,049,932	-110,368	0.26%	-$139.71K
FNMA POOL FA1296 FN 08/51 FIXED VAR	4,272,131	4,152,019	-120,112	0.26%	-$170.41K
FNMA POOL FM0076 FN 03/50 FIXED VAR	4,517,180	4,417,167	-100,012	0.25%	-$115.05K
FNMA POOL CA3718 FN 06/49 FIXED 4	4,214,444	4,106,127	-108,318	0.25%	-$135.35K
G2 MA5652	4,030,618	3,936,449	-94,169	0.25%	-$120.20K
GNMA II POOL 784551 G2 11/46 FIXED 3	4,193,729	4,110,365	-83,364	0.24%	-$99.17K
FED HM LN PC POOL RE6161 FR 07/55 FIXED 6.5	4,050,774	3,632,238	-418,535	0.24%	-$440.14K
FNMA POOL BL1384 FN 02/29 FIXED 3.75	3,670,409	3,654,707	-15,701	0.23%	-$26.77K
Freddie Mac REMICS	19,769,814	19,525,840	-243,974	0.23%	-$43.02K
FREDDIE MAC REMICS SER 5538 CL AF V/R 5.17419000	4,056,291	3,501,724	-554,566	0.23%	-$556.12K
FNMA POOL FA1195 FN 01/55 FIXED VAR	3,619,532	3,396,633	-222,898	0.23%	-$252.64K
FNMA POOL BF0334 FN 01/59 FIXED 3.5	3,880,502	3,813,669	-66,832	0.22%	-$81.44K
FANNIE MAE REMICS SER 2017-97 CL BF V/R 4.28867000	3,625,798	3,495,327	-130,471	0.22%	-$129.81K
FNMA POOL BM4413 FN 12/47 FIXED VAR	3,547,437	3,438,946	-108,491	0.22%	-$140.61K
FNMA POOL FS2937 FN 04/43 FIXED VAR	3,547,898	3,440,978	-106,920	0.21%	-$147.74K
FNMA POOL FS2338 FN 11/46 FIXED VAR	3,716,743	3,598,931	-117,812	0.21%	-$140.51K
FANNIE MAE REMICS SER 2025-79 CL FA V/R 5.12419000	3,544,405	3,220,030	-324,375	0.21%	-$324.98K
FR RC1860	3,671,384	3,511,872	-159,512	0.21%	-$167.72K
G2 MA3105	3,506,522	3,425,160	-81,362	0.21%	-$42.78K
FREDDIE MAC POOL UMBS P#ZA5434 3.50000000	3,545,642	3,440,384	-105,259	0.21%	-$126.97K
GNMA II POOL MB0302 G2 04/55 FIXED 2.5	3,832,922	3,687,621	-145,301	0.20%	-$133.40K
FREDDIE MAC FHR 4248 ES	3,403,883	3,276,177	-127,706	0.20%	-$204.55K
GOVERNMENT NATIONAL MORTGAGE A GNR 2020 189 IM	20,123,553	19,741,540	-382,013	0.20%	-$77.81K
G2 MA0698	3,509,776	3,422,093	-87,683	0.20%	-$113.93K
GNMA POOL 785747 GN 07/49 FIXED 4.5	3,291,627	3,148,299	-143,328	0.20%	-$165.13K
FN FM3243	3,366,715	3,292,157	-74,557	0.20%	-$95.96K
FREDDIE MAC FHR 4627 PH	3,540,561	3,088,758	-451,803	0.19%	-$435.26K
G2 4697	3,055,256	2,961,229	-94,026	0.19%	-$126.07K
FANNIE MAE REMICS SER 2025-93 CL FA V/R 4.97419000	3,301,988	2,999,798	-302,190	0.19%	-$300.85K
FN MA5353	3,156,204	2,973,157	-183,047	0.19%	-$213.24K
FNMA POOL FS7211 FN 02/54 FIXED VAR	3,014,741	2,823,377	-191,363	0.19%	-$216.94K
FED HM LN PC POOL QO2879 FR 12/39 FIXED 5.5	3,052,506	2,868,087	-184,419	0.19%	-$200.49K
FNMA POOL BM5434 FN 01/48 FLOATING VAR	3,189,375	2,894,317	-295,058	0.19%	-$296.63K
GOVERNMENT NATIONAL MORTGAGE A GNR 2021 9 DI	20,578,690	20,175,895	-402,796	0.19%	-$87.74K
FNMA POOL CA2477 FN 10/48 FIXED 4.5	2,970,711	2,924,902	-45,809	0.18%	-$78.99K
FG G60344	3,041,060	2,966,086	-74,974	0.18%	-$92.99K
FED HM LN PC POOL QX9880 FR 04/55 FIXED 6.5	3,241,643	2,658,451	-583,192	0.18%	-$619.46K
MORTGAGE EQUITY CONVERSION ASS MECA 2007 FF3 A 144A	3,289,904	2,984,101	-305,803	0.18%	-$314.26K
GOVERNMENT NATIONAL MORTGAGE A GNR 2020 160 IG	24,195,467	23,863,072	-332,395	0.17%	-$67.39K
GNMA II POOL BN8360 G2 08/49 FIXED 4	2,883,225	2,865,713	-17,512	0.17%	-$38.67K
Freddie Mac Strips	18,015,309	17,684,542	-330,768	0.17%	-$110.08K
GNMA II POOL CI6409 G2 01/52 FIXED 3	3,028,104	2,954,642	-73,462	0.17%	-$82.85K
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2019-H02 CL JA 3.50000000	2,803,213	2,747,840	-55,373	0.17%	-$71.99K
FNMA POOL BF0102 FN 06/56 FIXED 3.5	2,891,872	2,831,284	-60,588	0.17%	-$77.67K
FNMA POOL FS0909 FN 03/52 FIXED VAR	2,854,805	2,785,371	-69,434	0.17%	-$70.10K
LA HIPOTECARIA SA LHIPO 2019 1A AAA 144A	2,889,161	2,797,452	-91,709	0.16%	-$84.03K
FREDDIE MAC POOL UMBS P#RR0039 5.50000000	2,580,399	2,464,705	-115,694	0.16%	-$132.96K
GNMA II POOL 785314 G2 12/70 FLOATING VAR	2,867,727	2,447,169	-420,557	0.16%	-$425.17K
FNMA POOL CA2444 FN 10/48 FIXED 4.5	2,600,990	2,557,563	-43,427	0.16%	-$72.39K
FNMA POOL CA2730 FN 11/48 FIXED 4.5	2,589,837	2,552,201	-37,636	0.16%	-$66.58K
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2019-H06 CL PT V/R 3.50000000	2,603,716	2,573,565	-30,151	0.16%	-$41.45K
FNMA POOL DA3439 FN 11/53 FIXED 6.5	2,823,741	2,380,799	-442,942	0.16%	-$471.84K
FNMA POOL BK7606 FN 09/48 FIXED 4.5	2,553,441	2,504,579	-48,861	0.16%	-$77.26K
FNMA POOL CA2095 FN 07/48 FIXED 4.5	2,571,678	2,504,544	-67,134	0.16%	-$95.13K
FNMA POOL BF0169 FN 01/57 FIXED 3.5	2,731,716	2,677,949	-53,768	0.16%	-$70.21K
FANNIE MAE FNR 2013 29 CD	3,085,427	2,495,684	-589,742	0.16%	-$577.09K
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2020-H15 CL FH V/R 5.16411000	2,414,251	2,373,026	-41,225	0.16%	-$38.79K
G2 MA4451	2,577,662	2,516,084	-61,578	0.15%	-$29.85K
FED HM LN PC POOL RJ1530 FR 05/54 FIXED 6.5	2,292,048	2,207,195	-84,853	0.15%	-$92.80K
FREDDIE MAC POOL UMBS P#ZA6528 4.00000000	2,474,926	2,400,237	-74,689	0.15%	-$90.74K
FNMA POOL AV2568 FN 11/43 FIXED 4	2,463,244	2,373,643	-89,600	0.15%	-$115.06K
FR SD8447	2,550,533	2,227,236	-323,297	0.15%	-$347.60K
UMBS	2,274,349	2,142,974	-131,375	0.15%	-$147.10K
GNMA II POOL BO7486 G2 08/49 FIXED 3	2,582,330	2,563,108	-19,222	0.15%	-$31.46K
GNMA II POOL CF4589 G2 06/43 FIXED 3	2,568,809	2,482,334	-86,475	0.14%	-$92.33K
GNMA II POOL CA1422 G2 11/50 FIXED 2.5	2,606,710	2,583,625	-23,084	0.14%	-$15.73K
FNMA POOL CB7651 FN 12/53 FIXED 6.5	2,244,923	2,091,801	-153,122	0.14%	-$164.34K
GNMA II POOL 784433 G2 02/48 FIXED 3.5	2,412,685	2,326,131	-86,555	0.14%	-$63.33K
FNMA POOL FM4862 FN 11/50 FIXED VAR	2,553,240	2,515,982	-37,258	0.14%	-$42.89K
FNMA POOL BS9995 FN 04/30 FIXED 6.66	1,981,929	1,978,677	-3,253	0.14%	-$14.49K
FED HM LN PC POOL RJ1436 FR 05/54 FIXED 6.5	2,207,957	1,979,931	-228,026	0.13%	-$243.38K
GNMA II POOL CZ2594 G2 05/62 FIXED 4	2,434,138	2,210,825	-223,313	0.13%	-$228.80K
GOVERNMENT NATIONAL MORTGAGE A GNR 2020 187 FQ	2,222,064	2,209,415	-12,649	0.13%	-$11.11K
FR SB1457	2,243,029	2,002,160	-240,869	0.13%	-$258.70K
GNMA II POOL 784445 G2 02/48 FIXED 3.5	2,244,989	2,184,445	-60,543	0.13%	-$40.35K
G2 MA3521	2,207,121	2,158,865	-48,256	0.13%	-$33.10K
FED HM LN PC POOL RE6164 FR 09/55 FIXED 6.5	2,365,360	1,983,347	-382,013	0.13%	-$400.34K
GNMA II POOL CA1424 G2 11/50 FIXED 2.5	2,479,788	2,346,976	-132,812	0.13%	-$117.42K
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2023-H15 CL FB V/R 4.91765000	1,993,704	1,991,653	-2,051	0.13%	$1.75K
GNMA POOL 779378 GN 06/42 FIXED 3	2,220,363	2,184,516	-35,846	0.13%	-$46.42K
FNMA POOL BM7152 FN 02/28 VARIABLE	1,996,627	1,994,596	-2,030	0.13%	-$11.53K
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2021-H12 CL DF V/R 5.41765000	1,962,865	1,922,786	-40,080	0.13%	-$38.21K
FNMA POOL MA5887 FN 11/40 FIXED 5.5	2,033,933	1,933,003	-100,930	0.13%	-$114.73K
GNMA II POOL BS2505 G2 01/50 FIXED 3	2,174,881	2,160,527	-14,354	0.12%	-$24.89K
Freddie Mac Whole Loan Securities Trust	2,164,137	2,145,162	-18,974	0.12%	-$35.95K
FREDDIE MAC GOLD POOL P#G18641 3.00000000	2,022,316	1,889,940	-132,375	0.12%	-$140.30K
LA HIPOTECARIA SA LHIPO 2014 1A A1 144A	1,948,238	1,890,204	-58,034	0.12%	-$48.15K
FREDDIE MAC POOL UMBS P#SD6727 6.50000000	1,856,251	1,704,619	-151,632	0.12%	-$162.27K
GNMA II POOL CP4990 G2 01/50 FIXED 4.5	1,855,010	1,842,573	-12,437	0.11%	-$26.64K
Freddie Mac REMICS	2,814,450	2,765,937	-48,513	0.11%	-$50.97K
FED HM LN PC POOL SL1741 FR 12/54 FIXED 6.5	1,818,617	1,682,969	-135,648	0.11%	-$145.38K
GNMA II POOL MB0253 G2 02/55 FIXED 2.5	2,029,422	2,015,649	-13,772	0.11%	-$16.33K
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2023-H09 CL FA V/R 4.71765000	1,750,773	1,714,570	-36,203	0.11%	-$28.44K
FED HM LN PC POOL SB8379 FR 04/40 FIXED 5.5	1,863,912	1,685,874	-178,038	0.11%	-$192.42K
GNMA II POOL 784601 G2 03/48 FIXED 3.5	1,879,065	1,845,121	-33,945	0.11%	-$18.11K
Uniform Mortgage-Backed Securities	1,874,475	1,650,087	-224,388	0.11%	-$242.03K
GNMA II POOL MA8639 G2 02/53 FIXED 6	1,892,860	1,673,063	-219,797	0.11%	-$225.47K
GNMA II POOL CA1423 G2 11/50 FIXED 2.5	1,967,940	1,953,825	-14,115	0.11%	-$11.50K
FREDDIE MAC POOL UMBS P#SD7122 6.50000000	1,776,978	1,599,290	-177,688	0.11%	-$189.48K
FN MA2964	1,843,969	1,728,975	-114,994	0.11%	-$121.97K
FHLG 15YR 2% 04/01/2036#RC1932	1,854,504	1,810,944	-43,560	0.11%	-$50.60K
GNMA II POOL BS7499 G2 02/50 FIXED 3	1,898,388	1,886,132	-12,256	0.11%	-$21.48K
GNMA II POOL DM4280 G2 09/55 FIXED 7	1,594,761	1,591,137	-3,624	0.11%	-$695
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2020-H16 CL FN V/R 5.36411000	1,621,122	1,598,761	-22,361	0.10%	-$21.98K
FN MA4256	1,922,275	1,892,127	-30,148	0.10%	-$33.81K
FREDDIE MAC POOL UMBS P#SD4642 6.50000000	1,643,363	1,508,074	-135,289	0.10%	-$144.55K
Freddie Mac Whole Loan Securities Trust	1,867,246	1,831,173	-36,073	0.10%	-$45.17K
FNMA POOL FA2301 FN 05/45 FIXED VAR	1,627,776	1,516,237	-111,538	0.10%	-$126.27K
GNMA II POOL AN5339 G2 02/39 FIXED 6	1,561,329	1,475,771	-85,557	0.10%	-$92.98K
FED HM LN PC POOL QO2928 FR 12/39 FIXED 5.5	1,536,959	1,516,521	-20,438	0.10%	-$27.23K
GNMA II POOL BK7861 G2 02/49 FIXED 4.5	1,607,312	1,597,725	-9,587	0.10%	-$21.86K
FNMA POOL BO1327 FN 08/49 FIXED 3	1,846,923	1,750,215	-96,709	0.10%	-$96.29K
GNMA II POOL MB0418 G2 04/55 FIXED 2.5	1,884,332	1,785,410	-98,922	0.10%	-$89.37K
GNMA II POOL CA1425 G2 11/50 FIXED 2.5	1,770,036	1,756,952	-13,084	0.10%	-$15.06K
FNMA POOL FA0726 FN 01/55 FIXED VAR	1,514,155	1,423,379	-90,776	0.10%	-$99.95K
Freddie Mac REMICS Floating Rate, Due 04/15/2038	1,602,751	1,520,096	-82,655	0.10%	-$80.93K
Uniform Mortgage-Backed Securities	1,686,972	1,647,766	-39,206	0.10%	-$45.87K
GNMA II POOL AK8796 G2 12/45 FIXED 3.75	1,626,989	1,611,788	-15,201	0.10%	-$20.14K
UMBS	1,698,607	1,669,008	-29,599	0.09%	-$34.76K
TPMT 2020-2 A1A	1,680,706	1,605,343	-75,363	0.09%	-$76.82K
GNMA II POOL 627038 G2 10/43 FIXED 3.5	1,681,696	1,580,451	-101,245	0.09%	-$81.88K
G2 MA3663	1,577,790	1,540,891	-36,899	0.09%	-$26.83K
FREDDIE MAC REMICS SER 5534 CL FD V/R 5.12419000	1,635,267	1,420,054	-215,214	0.09%	-$220.62K
FNMA POOL BV7503 FN 04/37 FIXED 2	1,581,469	1,544,712	-36,757	0.09%	-$42.78K
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2023-H11 CL FD V/R 5.06765000	1,408,787	1,396,162	-12,625	0.09%	-$10.06K
FANNIE MAE FNR 2002 33 A3	1,464,985	1,398,371	-66,614	0.09%	-$71.16K
FNMA POOL FS8573 FN 06/54 FIXED VAR	1,408,147	1,335,477	-72,671	0.09%	-$78.51K
FED HM LN PC POOL QO3001 FR 01/40 FIXED 5.5	1,393,215	1,365,098	-28,117	0.09%	-$34.24K
CMLTI 2024-INV2 A3B	1,557,730	1,367,319	-190,411	0.09%	-$200.11K
GNMA II POOL CA1410 G2 11/50 FIXED 3.5	1,479,940	1,469,866	-10,074	0.09%	$1.31K
FED HM LN PC POOL QO3487 FR 04/40 FIXED 5.5	1,447,386	1,303,687	-143,699	0.09%	-$153.82K
GNMA II POOL BT1377 G2 02/50 FIXED 3	1,521,954	1,511,815	-10,139	0.09%	-$17.50K
GNMA II POOL 784295 G2 03/47 FIXED 3.5	1,470,505	1,428,191	-42,314	0.09%	-$28.79K
GNMA II POOL DM6236 G2 09/55 FIXED 7	1,277,757	1,274,811	-2,945	0.08%	-$600
FNMA POOL FS8627 FN 07/54 FIXED VAR	1,358,114	1,243,081	-115,033	0.08%	-$122.89K
GNMA II POOL CH5381 G2 10/51 FIXED 2.5	1,540,995	1,529,028	-11,967	0.08%	-$5.80K
G2 MA2961	1,395,724	1,363,903	-31,821	0.08%	-$16.50K
MF PERMANENT RISK-SHARE PC	1,411,285	1,404,297	-6,988	0.08%	-$18.75K
FG G18666	1,384,873	1,305,973	-78,900	0.08%	-$84.61K
LA HIPOTECARIA SA LHIPO 2016 1A A 144A	1,422,439	1,367,254	-55,184	0.08%	-$48.58K
GOVERNMENT NATIONAL MORTGAGE A GNR 2018 163 GZ	1,368,743	1,357,334	-11,409	0.08%	-$26.32K
FNMA POOL BZ4421 FN 06/31 FIXED 5.26	1,217,044	1,214,163	-2,881	0.08%	-$7.29K
FNMA POOL CB7275 FN 10/53 FIXED 6.5	1,283,488	1,197,824	-85,663	0.08%	-$92.01K
FED HM LN PC POOL QO2737 FR 11/39 FIXED 5.5	1,242,331	1,225,239	-17,091	0.08%	-$22.36K
FREDDIE MAC GOLD POOL P#G18644 3.00000000	1,369,166	1,286,998	-82,169	0.08%	-$87.53K
GNMA II POOL CA1427 G2 11/50 FIXED 2.5	1,549,580	1,469,856	-79,724	0.08%	-$71.14K
FED HM LN PC POOL Q61017 FG 01/49 FIXED 4	1,350,087	1,300,082	-50,004	0.08%	-$58.71K
FREDDIE MAC FHR 4182 YA	1,545,672	1,237,314	-308,358	0.08%	-$302.12K
GNMA II POOL MA8561 G2 01/53 FIXED 6	1,403,525	1,193,342	-210,183	0.08%	-$208.90K
FED HM LN PC POOL QG8492 FR 08/53 FIXED 5	1,214,621	1,207,511	-7,110	0.08%	-$19.58K
FED HM LN PC POOL QO2621 FR 10/39 FIXED 5.5	1,467,234	1,170,727	-296,507	0.08%	-$309.32K
FNMA POOL BS9989 FN 07/28 FIXED 6.01	1,137,360	1,135,218	-2,142	0.08%	-$11.25K
FNMA POOL CA2633 FN 11/48 FIXED 4.5	1,224,888	1,195,360	-29,529	0.08%	-$43.02K
FNMA POOL FS9993 FN 03/54 FIXED VAR	1,230,930	1,110,444	-120,485	0.08%	-$128.33K
GNMA II POOL BH0035 G2 05/48 FIXED 4.5	1,203,846	1,193,450	-10,397	0.07%	-$19.56K
GNMA II POOL BR9006 G2 03/50 FIXED 3	1,314,188	1,298,249	-15,940	0.07%	-$21.66K
FED HM LN PC POOL U90133 FG 08/42 FIXED 4	1,232,215	1,191,307	-40,908	0.07%	-$44.12K
FNMA POOL AL8835 FN 01/42 FIXED VAR	1,204,092	1,155,777	-48,315	0.07%	-$68.66K
FED HM LN PC POOL G67722 FG 03/49 FIXED 5	1,164,352	1,132,266	-32,085	0.07%	-$45.02K
FR SD8384	1,248,423	1,113,998	-134,425	0.07%	-$146.08K
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2021-23 CL GI 2.00000000	9,782,545	9,598,072	-184,473	0.07%	-$34.77K
GNMA II POOL CQ6293 G2 12/62 FIXED 7	1,095,875	1,093,928	-1,947	0.07%	$2.68K
GNMA II POOL CP9288 G2 09/62 FIXED 5	1,137,412	1,134,672	-2,740	0.07%	-$3.67K
GNMA II POOL BA2311 G2 05/47 FIXED 4.5	1,172,718	1,164,783	-7,935	0.07%	-$16.87K
FED HM LN PC POOL SD0063 FR 08/49 FIXED 3.5	1,229,911	1,211,207	-18,704	0.07%	-$26.83K
FREDDIE MAC POOL UMBS P#SD2321 3.00000000	1,292,035	1,272,739	-19,296	0.07%	-$24.47K
GNMA II POOL MA8717 G2 03/53 FIXED 6.5	1,076,212	1,072,609	-3,602	0.07%	$1.60K
G2 MA3597	1,186,184	1,158,690	-27,494	0.07%	-$14.45K
FED HM LN PC POOL SL0427 FR 10/54 FIXED 6.5	1,075,887	1,031,883	-44,004	0.07%	-$49.43K
GNMA II POOL CL2892 G2 09/46 FIXED 3	1,224,902	1,211,281	-13,621	0.07%	-$19.61K
FNMA POOL CB7445 FN 11/53 FIXED 6.5	1,130,804	1,025,831	-104,974	0.07%	-$111.94K
FNMA POOL CA1360 FN 03/48 FIXED 3.5	1,204,719	1,165,868	-38,850	0.07%	-$45.90K
GNMA II POOL CF9201 G2 06/47 FIXED 3.5	1,176,993	1,166,421	-10,571	0.07%	-$1.24K
FED HM LN PC POOL QG7748 FR 08/53 FIXED 5	1,078,373	1,071,679	-6,694	0.07%	-$19.39K
G2 MA5764	1,113,930	1,085,641	-28,289	0.07%	-$36.22K
FED HM LN PC POOL SL0426 FR 07/54 FIXED 6.5	1,059,856	1,008,949	-50,908	0.07%	-$55.69K
GNMA II POOL BE3071 G2 02/48 FIXED 3.5	1,209,229	1,134,111	-75,118	0.07%	-$61.22K
FN MA5166	1,137,696	1,026,409	-111,287	0.07%	-$121.17K
GNMA II POOL CN6483 G2 12/45 FIXED 3	1,176,127	1,163,569	-12,558	0.07%	-$17.94K
GNMA POOL 783007 GN 06/40 FIXED 4.5	1,081,436	1,061,822	-19,614	0.07%	-$27.87K
FED HM LN PC POOL RE6158 FR 02/55 FIXED 6.5	1,128,298	1,025,726	-102,572	0.07%	-$107.77K
GNMA POOL 784208 GN 07/46 FIXED 4	1,079,685	1,061,235	-18,450	0.07%	-$4.46K
G2 MA1447	1,139,616	1,115,775	-23,841	0.07%	-$30.60K
GNMA POOL 738895 GN 10/41 FIXED 4.5	1,041,504	1,027,911	-13,593	0.07%	-$21.75K
GNMA II POOL BH0033 G2 05/48 FIXED 4.5	1,117,186	1,039,724	-77,462	0.07%	-$84.32K
FN MA3060	1,113,842	1,043,124	-70,719	0.07%	-$75.12K
Government National Mortgage Association	7,186,825	7,058,683	-128,142	0.07%	-$29.70K
FN MA4894	1,083,615	988,006	-95,609	0.07%	-$102.72K
FNMA POOL BS8910 FN 03/31 FIXED 4.99	980,393	977,846	-2,547	0.06%	-$8.68K
FREDDIE MAC POOL UMBS P#SD6621 6.00000000	977,882	947,480	-30,402	0.06%	-$37.43K
G2 MA5018	1,109,518	1,085,822	-23,696	0.06%	-$27.36K
GNMA II POOL MA6275 G2 11/49 FIXED 3.5	1,088,731	1,081,661	-7,070	0.06%	$3.67K
GNMA II POOL CM3478 G2 11/45 FIXED 3	1,104,301	1,092,530	-11,771	0.06%	-$16.81K
FNMA POOL BZ0617 FN 08/30 FIXED 5.7	928,265	926,595	-1,670	0.06%	-$6.30K
GNMA II POOL MA4656 G2 08/47 FIXED 5.5	1,015,471	966,197	-49,274	0.06%	-$53.87K
FNMA POOL MA4660 FN 07/42 FIXED 3	1,071,367	1,044,870	-26,497	0.06%	-$31.09K
TPMT 2020-1 A1	1,072,881	1,001,145	-71,735	0.06%	-$70.83K
GNMA II POOL BJ1543 G2 09/48 FIXED 4	985,209	976,204	-9,006	0.06%	-$16.35K
GNMA II POOL MA6081 G2 08/49 FIXED 3.5	1,053,287	1,030,618	-22,668	0.06%	-$13.09K
FNMA POOL BS9610 FN 09/38 FIXED 5.3	907,099	895,680	-11,419	0.06%	-$16.81K
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2024-H07 CL JF V/R 4.88888000	942,848	929,983	-12,864	0.06%	-$8.65K
GNMA II POOL 785944 G2 02/52 FIXED 3	1,079,606	1,054,721	-24,885	0.06%	-$28.16K
FN AE0385	993,509	963,338	-30,171	0.06%	-$43.58K
FNMA POOL AL6924 FN 01/45 FIXED VAR	1,002,839	972,042	-30,797	0.06%	-$39.30K
GNMA POOL AA0398 GN 06/42 FIXED 4	982,149	970,263	-11,887	0.06%	-$17.46K
GNMA POOL 782917 GN 04/40 FIXED 4.5	958,096	932,556	-25,540	0.06%	-$32.98K

Top 300 of 1767, by weight.

Security	Shares Dec 2025	Shares Mar 2026	End %	Δ value
FNMA POOL BZ5550 FN 12/32 FIXED 4.3	27,500,000	27,500,000	1.75%	-$151.62K
FNMA POOL BZ1178 FN 06/31 FIXED 5.81	13,800,000	13,800,000	0.90%	-$316.40K
FNMA POOL BS8743 FN 06/30 FIXED 4.68	11,282,967	11,282,967	0.74%	-$52.34K
FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFI SER KJ50 CL A2 V/R 4.22800000	10,211,920	10,211,920	0.65%	-$100.29K
FNMA POOL BS8678 FN 06/33 FIXED 4.59	8,060,000	8,060,000	0.52%	-$15.26K
KKR FINANCIAL CLO LTD KKR 36A AR 144A	3,400,000	3,400,000	0.22%	$3.02K
Freddie Mac Multifamily Structured Pass Through Certificates	3,300,000	3,300,000	0.21%	-$33.60K
FNMA POOL BZ5856 FN 12/32 FIXED 4.21	2,864,000	2,864,000	0.18%	$71
DIAMETER CAPITAL CLO DCLO 2024 6A A1 144A	2,600,000	2,600,000	0.17%	-$5.60K
FNMA POOL BS9974 FN 11/28 FIXED 5.85	2,303,000	2,303,000	0.15%	-$16.80K
ROCKFORD TOWER CLO LTD ROCKT 2022 1A A1R 144A	2,100,000	2,100,000	0.14%	-$903
Bryant Park Funding Ltd., Series 2024-22A, Class A1	2,000,000	2,000,000	0.13%	-$5.13K
Apex Credit CLO Ltd., Series 2024-1A, Class A1	2,000,000	2,000,000	0.13%	-$7.69K
FNMA POOL BS8659 FN 06/33 FIXED 4.44	2,000,000	2,000,000	0.13%	-$3.04K
FREDDIE MAC POOL UMBS P#WN2175 3.05000000	1,770,805	1,770,805	0.11%	$5.57K
FNMA POOL BS9994 FN 12/33 FIXED 5.87	1,500,000	1,500,000	0.10%	-$5.62K
FNMA POOL BS8216 FN 04/33 FIXED 4.49	1,600,000	1,600,000	0.10%	-$2.27K
RFR USD SOFR/3.50000 12/20/23-10Y LCH	1	1	0.09%	$501.94K
FNMA POOL BS9968 FN 11/33 FIXED 5.82	1,230,000	1,230,000	0.09%	-$4.33K
FNMA POOL BS8096 FN 04/33 FIXED 4.7	1,225,000	1,225,000	0.08%	-$282
FNMA POOL BS9367 FN 08/33 FIXED 4.58	1,000,000	1,000,000	0.07%	-$1.73K
317UA49A2 PIMCO FPPSWAPTION 4.628 PUT USD	17,900,000	17,900,000	0.06%	$709
317U9ZDA0 PIMCO FPPSWAPTION 4.427 PUT USD	16,200,000	16,200,000	0.06%	-$597
RFR USD SOFR/3.25000 06/18/25-10Y LCH	1	1	0.06%	$97.08K
FNMA POOL BS8943 FN 12/31 FIXED 5.41	814,000	814,000	0.05%	-$3.57K
FNMA POOL BS8176 FN 04/33 FIXED 4.385	828,000	828,000	0.05%	-$4.55K
317U9ZEA9 PIMCO FPPSWAPTION 4.427 CALL USD	16,200,000	16,200,000	0.05%	$92.45K
317U9V6A7 PIMCO FPPSWAPTION 4.64 CALL USD	14,000,000	14,000,000	0.05%	$82.22K
RFR USD SOFR/3.75000 09/17/25-10Y LCH	2	2	0.05%	$463.87K
RFR USD SOFR/3.50000 12/20/23-7Y LCH	1	1	0.05%	$980.16K
FNMA POOL BS8097 FN 04/33 FIXED 4.7	740,302	740,302	0.05%	-$169
FNMA POOL BS7386 FN 12/29 FIXED 4.77	674,000	674,000	0.04%	-$3.35K
317UA83A9 PIMCO FPPSWAPTION 4.693 CALL USD	10,200,000	10,200,000	0.04%	$60.34K
317UA82A0 PIMCO FPPSWAPTION 4.693 PUT USD	10,200,000	10,200,000	0.04%	$575
Sound Point CLO XXIII, Series 2019-2A, Class AR	500,000	500,000	0.03%	-$898
FNMA POOL BS9746 FN 10/28 FIXED 5.61	392,000	392,000	0.03%	-$2.38K
317U9V5A8 PIMCO FPPSWAPTION 4.64 PUT USD	7,000,000	7,000,000	0.02%	$1
317UA0VA5 PIMCO FPPSWAPTION 4.485 PUT USD	6,000,000	6,000,000	0.02%	-$136
RFR USD SOFR/3.75000 06/20/24-10Y LCH	1	1	0.02%	$396.42K
317U9M7A6 PIMCO FPPSWAPTION 4.44 PUT USD	5,600,000	5,600,000	0.02%	-$569
Government National Mortgage Association	519,191	519,191	0.02%	-$11.26K
317UA0WA4 PIMCO FPPSWAPTION 4.485 CALL USD	6,000,000	6,000,000	0.02%	$34.45K
317U9M8A5 PIMCO FPPSWAPTION 4.44 CALL USD	5,600,000	5,600,000	0.02%	$31.92K
317UAYTA4 PIMCO FPPSWAPTION 4.242 PUT USD	119,300,000	119,300,000	0.02%	$86.71K
317U98VA0 PIMCO FPPSWAPTION 4.285 PUT USD	3,900,000	3,900,000	0.02%	-$854
RFR USD SOFR/3.25000 03/19/25-10Y LCH	1	1	0.02%	-$21.48K
317U93RA6 PIMCO FPPSWAPTION 4.31 PUT USD	3,900,000	3,900,000	0.02%	-$879
317U9B7A0 PIMCO FPPSWAPTION 4.43 PUT USD	3,800,000	3,800,000	0.01%	-$560
317U9EEA6 PIMCO FPPSWAPTION 4.52 PUT USD	3,900,000	3,900,000	0.01%	-$396
317U9CWA0 PIMCO FPPSWAPTION 4.63 CALL USD	3,800,000	3,800,000	0.01%	$22.29K
317U9CVA1 PIMCO FPPSWAPTION 4.63 PUT USD	3,800,000	3,800,000	0.01%	-$294
317U9EFA5 PIMCO FPPSWAPTION 4.52 CALL USD	3,900,000	3,900,000	0.01%	$22.51K
317UAFAA5 PIMCO SWAPTION 3.635 PUT USD 2026091	10,400,000	10,400,000	0.01%	$26.19K
317U9B8A9 PIMCO FPPSWAPTION 4.43 CALL USD	3,800,000	3,800,000	0.01%	$21.62K
Fannie Mae REMICS	282,532	282,532	0.01%	-$4.23K
317U93SA5 PIMCO FPPSWAPTION 4.31 CALL USD	3,900,000	3,900,000	0.01%	$21.72K
317U98WA9 PIMCO FPPSWAPTION 4.285 CALL USD	3,900,000	3,900,000	0.01%	$21.63K
RFR USD SOFR/3.75000 12/18/24-10Y LCH	1	1	0.01%	$147.89K
FNMA POOL BS8229 FN 06/30 FIXED 4.5	100,000	100,000	0.01%	-$678
FNMA POOL BS8211 FN 05/28 FIXED 4.55	100,000	100,000	0.01%	-$780
FANNIE MAE FNR 2020 28 KS	1,037,160	1,037,160	0.00%	$6.60K
317UAFBA4 PIMCO SWAPTION 3.135 CALL USD 202609	10,400,000	10,400,000	0.00%	-$11.29K
HOME EQUITY ASSET TRUST HEAT 2002 1 A4	2,566	2,566	0.00%	$6
317U8VYA7 PIMCO SWAPTION 5.0 PUT USD 20260403	27,400,000	27,400,000	0.00%	-$337
RFR USD SOFR/3.75000 09/17/25-7Y LCH	1	1	0.00%	$183.40K
RFR USD SOFR/3.75000 12/17/25-7Y LCH	1	1	0.00%	$176.27K
RFR USD SOFR/3.75000 12/20/23-5Y LCH	1	1	-0.01%	$204.58K
RFR USD SOFR/3.00000 03/19/25-2Y LCH	1	1	-0.01%	$212.78K
RFR USD SOFR/3.75000 06/20/24-7Y LCH	1	1	-0.01%	$502.52K
RFR USD SOFR/4.25000 03/20/24-5Y CME	1	1	-0.04%	$239.12K
RFR USD SOFR/3.25000 06/18/25-7Y LCH	1	1	-0.05%	-$163.13K
RFR USD SOFR/3.00000 03/19/25-5Y LCH	1	1	-0.38%	$1.30M

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