Putnam VT Mortgage Securities Fund

Putnam Variable Trust

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
FNCL 5.5 4/26	6,600,000	6,600,000	11.29%	$6.63M
FNCL 2 4/26	5,000,000	5,000,000	6.86%	$4.03M
FNCL 6 4/26	3,000,000	3,000,000	5.21%	$3.06M
FNCL 2.5 4/26	3,000,000	3,000,000	4.30%	$2.52M
FNCL 3.5 4/26	2,300,000	2,300,000	3.59%	$2.11M
FNCL 3 4/26	1,400,000	1,400,000	2.09%	$1.23M
G2SF 6.5 4/25	1,000,000	1,000,000	1.77%	$1.04M
G2SF 6 4/25	1,000,000	1,000,000	1.73%	$1.02M
G2SF 5.5 4/25	1,000,000	1,000,000	1.71%	$1.01M
G2SF 5 4/26	1,000,000	1,000,000	1.69%	$990.54K
FNCL 5 4/26	1,000,000	1,000,000	1.68%	$986.36K
Uniform Mortgage-Backed Security, TBA	1,000,000	1,000,000	1.61%	$944.95K
FNCL 4 4/26	1,000,000	1,000,000	1.61%	$943.76K
G2SF 4 4/23	1,000,000	1,000,000	1.60%	$936.89K
FNMA-15YR	1,000,000	1,000,000	1.57%	$920.13K
G2SF 3.5 4/24	1,000,000	1,000,000	1.56%	$917.37K
Uniform Mortgage-Backed Security, TBA	1,000,000	1,000,000	1.53%	$899.27K
G2SF 2.5 4/24	1,000,000	1,000,000	1.47%	$860.47K
G2SF 2 4/26	1,000,000	1,000,000	1.41%	$826.33K
G2SF 3 4/26	800,000	800,000	1.22%	$714.32K
U.S. Treasury Bills	600,000	600,000	1.01%	$593.68K
FNCL 6.5 4/26	500,000	500,000	0.88%	$517.33K
FNCL 4.5 4/26	300,000	300,000	0.49%	$289.57K
GNMA, Series 2024-96, Class SC	1,758,453	1,758,453	0.25%	$143.93K
FREDDIE MAC REMICS	700,880	700,880	0.24%	$141.08K
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2022-30 IG	863,925	863,925	0.22%	$130.26K
FREDDIE MAC REMICS	784,898	784,898	0.18%	$108.50K
FANNIE MAE REMICS SER 2022-51 CL PS V/R 2.07581000	1,138,596	1,138,596	0.18%	$106.97K
MAD COMMERCIAL MORTGAGE TRUST MAD 2025 11MD D 144A	104,000	104,000	0.18%	$105.78K
BX Trust, Series 2025-ARIA, Class C	100,000	100,000	0.17%	$99.81K
SDCP 2026-1 A2	100,000	100,000	0.17%	$99.40K
PRET LLC, Series 2026-NPL3, Class A1	99,962	99,962	0.17%	$99.22K
PRET LLC, Series 2026-NPL1, Class A1	98,429	98,429	0.17%	$97.71K
COMM 2013-CR6 C	100,000	100,000	0.17%	$97.41K
PRPM LLC, Series 2026-1, Class A1	98,049	98,049	0.17%	$97.09K
GNMA, Series 2025-62, Class HS	801,664	801,664	0.16%	$95.20K
VCAT LLC, Series 2026-NPL1, Class A1	94,318	94,318	0.16%	$93.86K
VEGAS Trust, Series 2024-GCS, Class D	75,000	75,000	0.13%	$74.76K
Morgan Stanley Bank of America Merrill Lynch Trust, Series 2015-C26, Class D	67,871	67,871	0.11%	$65.23K
GNMA, Series 2024-110, Class HS	841,113	841,113	0.11%	$64.28K
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-117	391,553	391,553	0.10%	$56.36K
GNR 2025-214 KI	234,703	234,703	0.08%	$49.44K
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2025-120 SD	449,688	449,688	0.08%	$49.22K
Benchmark Mortgage Trust, Series 2018-B1, Class D	105,000	105,000	0.07%	$41.31K

Security	Shares Dec 2025	Δ shares	End %	Δ value
FNCL 5.5 1/26	7,000,000	-7,000,000	0.00%	-$7.10M
FNCL 2 1/26	7,000,000	-7,000,000	0.00%	-$5.66M
FNCL 6 1/26	3,000,000	-3,000,000	0.00%	-$3.08M
FNCL 3.5 1/26	3,000,000	-3,000,000	0.00%	-$2.77M
FNCL 2.5 1/26	3,000,000	-3,000,000	0.00%	-$2.54M
FNCL 4 1/26	2,000,000	-2,000,000	0.00%	-$1.90M
FNCL 3 1/26	2,000,000	-2,000,000	0.00%	-$1.77M
Government National Mortgage Association, TBA	2,000,000	-2,000,000	0.00%	-$1.73M
G2SF 6.5 1/24	1,000,000	-1,000,000	0.00%	-$1.03M
G2SF 6 1/25	1,000,000	-1,000,000	0.00%	-$1.02M
G2SF 5.5 1/25	1,000,000	-1,000,000	0.00%	-$1.01M
G2SF 5 1/26	1,000,000	-1,000,000	0.00%	-$997.87K
FNCL 5 1/26	1,000,000	-1,000,000	0.00%	-$997.42K
G2SF 4.5 1/26	1,000,000	-1,000,000	0.00%	-$974.22K
FNCI 2.5 1/24	1,000,000	-1,000,000	0.00%	-$946.29K
G2SF 4 1/26	1,000,000	-1,000,000	0.00%	-$944.80K
FNCI 2 1/26	1,000,000	-1,000,000	0.00%	-$926.09K
G2SF 3.5 1/26	1,000,000	-1,000,000	0.00%	-$910.19K
Uniform Mortgage-Backed Security, TBA	1,000,000	-1,000,000	0.00%	-$905.08K
G2SF 2 1/26	1,000,000	-1,000,000	0.00%	-$828.43K
FNCL 6.5 1/26	500,000	-500,000	0.00%	-$519.70K
Saluda Grade Alternative Mortgage Trust, Series 2024-RTL5, Class A1	170,000	-170,000	0.00%	-$171.34K
U.S. Treasury Bills	142,000	-142,000	0.00%	-$141.75K
Morgan Stanley Bank of America Merrill Lynch Trust, Series 2015-C24, Class E	82,000	-82,000	0.00%	-$79.67K
WFRBS Commercial Mortgage Trust, Series 2013-C11, Class C	74,000	-74,000	0.00%	-$71.81K
Morgan Stanley Bank of America Merrill Lynch Trust, Series 2015-C24, Class D	63,000	-63,000	0.00%	-$61.94K
Morgan Stanley Bank of America Merrill Lynch Trust, Series 2015-C25, Class C	51,539	-51,539	0.00%	-$51.42K
Morgan Stanley Bank of America Merrill Lynch Trust, Series 2015-C23, Class D	36,497	-36,497	0.00%	-$35.57K
Morgan Stanley Bank of America Merrill Lynch Trust, Series 2015-C24, Class C	22,969	-22,969	0.00%	-$22.86K

Security	Shares Dec 2025	Shares Mar 2026	Δ shares	End %	Δ value
US ULTRA BOND CBT Sep25	55,870,369	61,030,076	5,159,707	1.55%	$444.93K
GNMA, Series 2020-H18, Class AI	1,709,704	1,720,119	10,415	0.19%	-$5.39K

Security	Shares Dec 2025	Shares Mar 2026	Δ shares	End %	Δ value
Putnam Short Term Investment Fund, Class P	4,299,487	2,979,999	-1,319,488	5.07%	-$1.32M
FNMA Connecticut Avenue Securities Trust, Series 2022-R02, Class 2M2	292,000	281,828	-10,172	0.49%	-$12.48K
Structured Asset Mortgage Investments II Trust, Series 2007-AR7, Class 1A1	338,452	335,857	-2,595	0.48%	-$2.09K
GNMA, Series 2020-175, Class JI	1,227,918	1,191,390	-36,528	0.38%	-$8.92K
GNMA, Series 2022-209, Class SG	3,855,454	3,662,721	-192,732	0.38%	-$9.76K
CARRINGTON MTG LN TR 06 NC2 A4 TSFR1M+59.448 06/25/2036	246,210	223,105	-23,104	0.37%	-$20.09K
American Home Mortgage Investment Trust, Series 2007-1, Class GA1C	347,305	345,211	-2,094	0.36%	-$2.16K
GNMA, Series 2023-101, Class HS	3,304,875	3,056,812	-248,063	0.35%	-$8.80K
FNMA Connecticut Avenue Securities Trust, Series 2016-C04, Class 1B	195,485	195,294	-191	0.34%	-$4.05K
MULTIFAMILY CONNECTICUT AVENUE SECUR SER 2019-01 CL M10 V/R REGD 144A P/P 7.43628000	201,932	197,050	-4,882	0.34%	-$5.29K
GNMA, Series 2021-214, Class AI	1,017,078	999,402	-17,676	0.34%	-$6.70K
GNMA, Series 2023-19, Class S	1,702,705	1,656,440	-46,265	0.31%	-$10.25K
GNMA, Series 2024-4, Class IG	957,665	929,804	-27,861	0.30%	-$10.90K
Government National Mortgage Association	1,006,290	985,149	-21,141	0.28%	$2.85K
FNMA, Series 2020-31	903,231	880,565	-22,666	0.27%	-$7.18K
FNMA, Series 2020-62, Class MI	893,465	870,120	-23,345	0.27%	-$6.19K
FNMA Connecticut Avenue Securities Trust, Series 2016-C03, Class 1B	153,720	153,645	-75	0.26%	-$3.73K
GNMA, Series 2023-66, Class PS	162,265	157,216	-5,049	0.26%	-$6.99K
GNMA, Series 2023-56, Class AS	2,650,900	2,423,957	-226,942	0.26%	-$39.41K
ADMT 2023-NQM4 A1	161,551	151,279	-10,272	0.26%	-$11.17K
Ginnie Mae	1,162,265	1,135,623	-26,642	0.26%	-$11.43K
GNMA, Series 2021-8, Class IP	1,059,586	1,043,320	-16,267	0.26%	-$4.95K
FHLMC, Series 5071, Class IV	917,592	890,346	-27,246	0.25%	-$16.57K
CWABS, Inc. Asset-Backed Certificates Trust, Series 2007-10, Class 1A1	143,080	139,152	-3,927	0.23%	-$3.80K
GNMA, Series 2021-89, Class IL	548,507	544,658	-3,848	0.22%	-$2.31K
GNMA, Series 2020-138, Class IB	913,425	886,622	-26,803	0.22%	-$5.42K
GNMA, Series 2023-20, Class SP	1,847,513	1,672,294	-175,219	0.21%	-$11.92K
Government National Mortgage Association	867,581	852,404	-15,177	0.21%	-$4.05K
MSRM 2024-NQM2 A1 144A 6.386% 05-25-69	139,802	124,392	-15,411	0.21%	-$16.12K
GNMA, Series 2011-156, Class SK	1,202,617	1,173,844	-28,774	0.21%	-$10.14K
GNMA, Series 2021-H12, Class IY	5,656,190	5,604,937	-51,252	0.20%	$9.20K
Cross Mortgage Trust, Series 2024-H1, Class A1	139,741	118,465	-21,277	0.20%	-$21.90K
GNMA, Series 2023-181, Class DS	2,454,663	2,188,122	-266,541	0.20%	-$38.43K
GNMA, Series 2022-153, Class S	1,240,448	1,194,887	-45,560	0.20%	-$15.01K
FNMA, Series 2020-96	682,214	668,290	-13,924	0.20%	$2.67K
FHLMC, Series 4953, Class AI	582,357	571,704	-10,653	0.19%	-$3.53K
GNMA, Series 2024-4, Class ES	1,835,770	1,624,095	-211,674	0.19%	-$41.00K
GNMA, Series 2020-162, Class UI	790,200	774,411	-15,789	0.19%	-$3.26K
GNMA, Series 2024-11, Class S	1,939,533	1,751,794	-187,739	0.19%	-$9.60K
PRMI Securitization Trust, Series 2024-CMG1, Class A1	118,062	111,211	-6,850	0.19%	-$7.25K
GNMA, Series 2022-H04, Class JI	2,283,010	2,271,477	-11,533	0.19%	-$156
COLT Mortgage Loan Trust, Series 2023-3, Class A1	118,201	107,816	-10,385	0.18%	-$11.08K
DBUBS Mortgage Trust, Series 2011-LC3A, Class D	113,939	110,284	-3,655	0.18%	-$2.43K
COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 OA19 A1	133,772	129,614	-4,158	0.18%	-$3.85K
FNMA, Series 2021-12, Class NI	625,725	617,665	-8,060	0.18%	-$1.75K
FNMA, Series 2021-3, Class IB	628,063	618,610	-9,453	0.18%	-$2.09K
Government National Mortgage Association	694,040	679,173	-14,867	0.17%	-$3.95K
COMM Mortgage Trust, Series 2014-CR17, Class C	148,000	108,000	-40,000	0.17%	-$35.57K
GNMA, Series 2023-7, Class AS	1,546,402	1,402,615	-143,786	0.17%	-$9.51K
Government National Mortgage Association	503,498	488,087	-15,412	0.16%	-$4.69K
Citigroup Commercial Mortgage Trust, Series 2015-GC27, Class D	102,393	94,056	-8,338	0.16%	-$7.54K
MFRA TRUST MFRA 2025 NQM3 A1 144A	96,541	91,934	-4,607	0.16%	-$4.95K
Chevy Chase Funding LLC, Series 2006-4A, Class A2	105,941	103,615	-2,326	0.16%	-$4.91K
GNMA, Series 2021-98, Class SK	699,830	683,348	-16,482	0.16%	-$4.01K
JP Morgan Mortgage Trust, Series 2024-9, Class A11	107,624	89,493	-18,132	0.15%	-$18.18K
ADMT 2023-NQM5 A1 7.049% 11/25/2068 144A	96,513	86,531	-9,982	0.15%	-$10.46K
FHLMC, Series 5050, Class IM	442,217	427,022	-15,195	0.14%	-$3.73K
Government National Mortgage Association	501,756	494,290	-7,466	0.14%	-$2.40K
WFRBS Commercial Mortgage Trust, Series 2014-C21, Class B	84,482	83,814	-668	0.14%	-$33
GNMA, Series 2023-173, Class ES	1,234,961	1,077,114	-157,846	0.14%	-$9.12K
BBCMS Mortgage Trust, Series 2025-C32, Class XA	998,676	998,231	-445	0.14%	-$1.95K
GNMA, Series 2012-38, Class MI	472,835	461,363	-11,472	0.13%	-$3.30K
Government National Mortgage Association	529,440	518,098	-11,342	0.13%	-$545
A&D Mortgage Trust, Series 2024-NQM1, Class A1	85,887	77,621	-8,266	0.13%	-$8.56K
GNMA, Series 2025-H14, Class IA	3,026,681	2,547,144	-479,537	0.13%	-$14.05K
BRAVO Residential Funding Trust, Series 2024-NQM2, Class A1	86,342	75,031	-11,311	0.13%	-$11.67K
FNMA, Series 2023-49, Class IB	483,095	471,520	-11,574	0.12%	-$2.75K
Wells Fargo & Company	75,000	72,837	-2,163	0.12%	$2.42K
FNMA, Series 2021-25, Class IJ	370,337	362,141	-8,196	0.12%	-$1.94K
BBCMS Mortgage Trust, Series 2024-5C29, Class XA	1,466,604	1,456,173	-10,431	0.12%	-$6.17K
COMM 2013-CR12 AM	103,809	70,163	-33,645	0.11%	-$31.33K
Morgan Stanley Bank of America Merrill Lynch Trust, Series 2013-C9, Class B	73,151	69,741	-3,410	0.11%	-$4.67K
Bayview Financial Mortgage Pass-Through Trust, Series 2006-C, Class 1A3	74,295	66,898	-7,397	0.11%	-$7.03K
MSBAM 2013-C10 B	69,119	68,837	-282	0.11%	-$572
ADMT 2023-NQM2 A1	72,149	64,494	-7,655	0.11%	-$7.84K
FREDDIE MAC FHR 5003 DS	500,772	490,185	-10,587	0.11%	-$2.94K
GNMA, Series 2023-13, Class SL	916,606	866,172	-50,434	0.10%	-$4.70K
CSAIL 2015-C1 B	62,874	61,393	-1,482	0.10%	-$1.00K
BANK, Series 2024-BNK48, Class XA	774,897	762,241	-12,656	0.10%	-$3.11K
GNMA, Series 2019-125, Class SG	528,553	517,489	-11,064	0.10%	-$3.45K
Freddie Mac Strips	61,180	55,512	-5,667	0.10%	-$5.51K
GNMA, Series 2019-110, Class SQ	518,957	506,255	-12,703	0.10%	-$3.17K
FNMA Connecticut Avenue Securities Trust, Series 2019-R05, Class 1B1	55,704	53,954	-1,749	0.09%	-$2.12K
GNMA, Series 2013-39, Class IJ	359,315	349,010	-10,306	0.09%	-$2.75K
Freddie Mac REMICS	386,882	380,213	-6,669	0.09%	-$3.04K
FNMA, Series 2023-49, Class IA	419,440	401,444	-17,995	0.09%	-$3.68K
FHLMC, Series 5349, Class IB	246,789	240,042	-6,747	0.09%	-$3.75K
GNMA, Series 2013-87, Class SA	439,208	426,168	-13,040	0.08%	-$4.70K
WaMu Mortgage Pass-Through Certificates Trust, Series 2005-AR8, Class 2AC2	48,710	47,162	-1,548	0.08%	-$1.43K
MSRM 2024-4 AF	57,425	45,366	-12,059	0.08%	-$11.92K
BMARK 2024-V10 XA	1,157,901	1,157,877	-25	0.08%	-$3.71K
Morgan Stanley Re-REMIC Trust, Series 2010-R4, Class 4B	47,694	46,806	-888	0.08%	-$1.38K
CSAIL Commercial Mortgage Trust, Series 2015-C3, Class C	56,000	45,617	-10,383	0.08%	-$7.08K
BANK5 Trust, Series 2024-5YR10, Class XA	1,180,087	1,179,149	-939	0.07%	-$3.44K
JPMBB 2014-C18 B	46,893	42,033	-4,860	0.07%	-$4.23K
Government National Mortgage Association	805,635	800,635	-5,000	0.07%	-$296
J.P. Morgan Alternative Loan Trust, Series 2006-A6, Class 1A1	48,840	46,504	-2,336	0.07%	-$1.50K
Freddie Mac REMICS	41,377	38,530	-2,847	0.07%	-$3.52K
GSMS 2014-GC24 B	100,000	40,190	-59,810	0.07%	-$57.61K
GNMA II, Single-family, 30 Year	38,193	36,940	-1,252	0.06%	-$1.45K
GNMA, Series 2015-89, Class LI	214,080	206,797	-7,283	0.06%	-$2.12K
GNMA, Series 2020-47, Class SA	355,631	344,578	-11,053	0.06%	-$3.19K
FHLMC, Series 4915, Class SD	341,667	329,056	-12,610	0.06%	-$4.04K
FNMA, 30 Year	33,404	32,473	-931	0.06%	-$979
BANK, Series 2020-BN26, Class XA	963,293	960,738	-2,554	0.06%	-$2.69K
GNMA II, Single-family, 30 Year	34,828	32,363	-2,465	0.05%	-$2.68K
FNMA, Series 2015-58, Class KI	192,539	183,118	-9,421	0.05%	-$2.38K
GNMA, Series 2015-53, Class MI	148,629	144,593	-4,036	0.05%	-$1.23K
COMM Mortgage Trust, Series 2014-UBS5, Class AM	30,349	27,809	-2,540	0.05%	-$2.45K
Freddie Mac REMICS Floating Rate, Due 03/25/2054	28,598	26,813	-1,785	0.05%	-$1.74K
GNMA, Series 2009-121, Class CI	171,270	167,024	-4,246	0.04%	-$1.37K
GNMA, Series 2016-H24, Class BI	666,406	541,672	-124,734	0.04%	-$5.21K
MSC 2011-C3 E CSTR 7/15/49 144A	35,633	25,038	-10,596	0.04%	-$10.37K
Benchmark Mortgage Trust, Series 2019-B15, Class XA	1,077,598	1,075,152	-2,445	0.04%	-$1.82K
GNMA, Series 2019-121, Class SD	211,842	208,255	-3,588	0.04%	-$1.49K
GNMA, Series 2017-H03, Class KI	345,554	275,775	-69,779	0.04%	-$4.28K
GNMA, Series 2017-H08, Class GI	320,649	265,020	-55,629	0.04%	-$4.43K
GNMA, Series 2012-136	189,804	186,223	-3,582	0.04%	-$1.08K
GNMA, Series 2014-76	118,805	114,946	-3,858	0.04%	-$1.30K
GNMA, Series 2016-H27, Class GI	413,740	365,296	-48,445	0.04%	-$2.87K
FNMA, Series 2018-20, Class SB	252,694	244,820	-7,874	0.04%	-$1.96K
J.P. Morgan Chase Commercial Mortgage Securities Trust, Series 2013-C10, Class C	22,802	22,693	-108	0.04%	-$106
Morgan Stanley Bank of America Merrill Lynch Trust, Series 2012-C5, Class E	52,152	21,954	-30,199	0.04%	-$29.35K
GNMA II, Single-family, 30 Year	20,843	20,390	-453	0.04%	-$514
CSAIL Commercial Mortgage Trust, Series 2015-C2, Class C	25,572	19,650	-5,922	0.03%	-$5.80K
FREDDIE MAC MSCR TRUST MN1 MSCR 2021-MN1 M1	22,048	18,751	-3,298	0.03%	-$3.28K
GNMA, Series 2016-H07, Class PI	333,917	243,659	-90,259	0.03%	-$4.71K
Structured Asset Mortgage Investments II Trust, Series 2006-AR7, Class A1BG	18,564	18,062	-502	0.03%	-$573
GNMA II, Single-family, 30 Year	15,983	15,879	-104	0.03%	-$228
GNMA, Series 2016-H24	297,526	254,716	-42,810	0.03%	-$3.11K
GNMA, Series 2015-H10, Class HI	369,469	259,729	-109,740	0.03%	-$4.57K
FHLMC, Series 4136, Class IQ	149,633	144,654	-4,979	0.02%	-$809
FHLMC Pool, 30 Year	13,853	13,418	-435	0.02%	-$457
GNMA, Series 2015-H22, Class AI	328,982	245,303	-83,679	0.02%	-$2.85K
GNMA, Series 2016-H23, Class NI	319,799	271,687	-48,112	0.02%	-$2.40K
GNMA, Series 2016-75, Class LI	101,047	94,373	-6,674	0.02%	-$1.22K
GNMA, Series 2013-182, Class SP	94,070	91,260	-2,810	0.02%	-$1.06K
GNMA, Series 2015-H14, Class AI	268,469	219,582	-48,888	0.02%	-$2.49K
GNMA, Series 2017-H06, Class MI	329,193	292,166	-37,027	0.02%	-$2.32K
GNMA, Series 2015-H20, Class CI	264,569	218,212	-46,357	0.02%	-$2.37K
GNMA, Series 2016-H13, Class IK	216,489	124,276	-92,213	0.02%	-$7.85K
GNMA, Series 2016-H18, Class QI	245,562	182,609	-62,953	0.02%	-$2.36K
GNMA, Series 2014-H21, Class AI	265,334	205,506	-59,828	0.02%	-$1.87K
MSBAM 2013-C12 C	11,447	10,161	-1,286	0.02%	-$1.05K
GNMA, Series 2015-H13, Class AI	211,191	183,992	-27,199	0.02%	-$1.78K
GNMA, Series 2016-H03, Class AI	267,205	228,323	-38,882	0.02%	-$2.06K
GNMA II, Single-family, 30 Year	8,686	8,504	-182	0.02%	-$158
GNMA, Series 2016-H19, Class AI	280,684	205,159	-75,524	0.01%	-$4.01K
GNMA, Series 2017-H04, Class BI	237,220	193,198	-44,022	0.01%	-$1.77K
Wells Fargo Commercial Mortgage Trust, Series 2015-C29, Class D	24,147	8,217	-15,930	0.01%	-$15.50K
FHLMC, Series 3408, Class EK	7,092	6,709	-382	0.01%	-$656
GNMA, Series 2014-182, Class BI	153,471	142,680	-10,791	0.01%	-$973
GNMA, Series 2013-6, Class OI	38,482	37,253	-1,228	0.01%	-$382
FNMA, Series 2008-53, Class DO	8,929	8,370	-559	0.01%	-$490
GNMA, Series 2013-51, Class QI	74,163	66,842	-7,321	0.01%	-$1.00K
GNMA, Series 2016-H24, Class JI	120,859	103,185	-17,674	0.01%	-$972
GNMA, Series 2017-H08, Class NI	218,738	175,111	-43,628	0.01%	-$539
GNMA, Series 2015-H16, Class XI	123,419	103,968	-19,451	0.01%	-$1.05K
GNMA, Series 2017-H09	258,464	215,179	-43,285	0.01%	-$1.31K
GNMA, Series 2017-H10, Class MI	264,430	221,894	-42,535	0.01%	-$1.72K
GNMA, Series 2015-H04, Class AI	225,119	188,948	-36,171	0.01%	-$1.10K
CD Mortgage Trust, Series 2017-CD3, Class D	128,299	95,933	-32,366	0.01%	-$1.59K
GNMA, Series 2015-H23, Class TI	155,638	134,828	-20,810	0.01%	-$772
GNMA, Series 2016-H06, Class DI	174,807	148,363	-26,443	0.01%	-$1.68K
GNMA, Series 2016-H10, Class AI	220,844	186,411	-34,433	0.01%	-$1.31K
FHLMC Pool, 30 Year	5,268	4,901	-366	0.01%	-$385
GNMA II, Single-family, 30 Year	5,078	4,999	-79	0.01%	-$94
FNMA POOL 900135 FN 09/36 FIXED 6.5	5,034	4,919	-115	0.01%	-$211
JPMCC 2013-LC11 B	21,103	4,439	-16,664	0.01%	-$15.18K
FNMA, Series 2018-51, Class BI	101,400	86,725	-14,675	0.01%	-$1.13K
FHLMC Pool, 30 Year	3,044	2,910	-134	0.01%	-$150
FNMA, 30 Year	1,794	1,734	-61	0.00%	-$64
FHLMC, Series 3391	1,812	1,754	-59	0.00%	-$57
GNMA, Series 2015-52, Class KI	49,868	44,954	-4,913	0.00%	-$378
FNMA, Series 2003-W8, Class 3F2	1,184	1,145	-39	0.00%	-$39
FNMA POOL 190308 FN 09/30 FIXED VAR	1,060	976	-84	0.00%	-$93
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION	993	874	-118	0.00%	-$124
GNMA, Series 2014-174, Class AI	50,407	42,658	-7,749	0.00%	-$282
FHLMC Pool, 30 Year	907	801	-105	0.00%	-$113
FNMA, Series 2011-123, Class KS	10,102	9,547	-555	0.00%	-$119
GNMA I, Single-family, 30 Year	574	505	-68	0.00%	-$69
FNMA, 30 Year	473	395	-79	0.00%	-$80
GNMA I, Single-family, 30 Year	340	328	-12	0.00%	-$13
JP MORGAN CH CMS 13-LC11 D CSTR 04/15/2046	187,000	39,939	-147,061	0.00%	-$11.48K
GNMA I, Single-family, 30 Year	275	262	-14	0.00%	-$16
FHLMC Pool, 30 Year	443	229	-213	0.00%	-$224
GNMA I, Single-family, 30 Year	170	163	-8	0.00%	-$9
GNMA I, Single-family, 30 Year	155	150	-5	0.00%	-$5
FHLMC, Series 4018, Class DI	9,814	6,808	-3,005	0.00%	-$51
GNMA, Series 2014-102, Class IG	8,212	5,237	-2,975	0.00%	-$58
FNMA, Series 2012-104, Class HI	10,247	6,131	-4,116	0.00%	-$75
Freddie Mac Strips	3,183	2,126	-1,057	0.00%	-$21
GNMA I, 30 Year	19	16	-3	0.00%	-$3
GNMA I, Single-family, 30 Year	11	10	-1	0.00%	-$1

Security	Shares Dec 2025	Shares Mar 2026	End %	Δ value
Freddie Mac STACR Trust 2018-HQA2	413,000	413,000	0.86%	-$10.92K
STACR 2018-DNA3 B2 144A FRN 09-25-48	431,000	431,000	0.84%	-$3.03K
FREDDIE MAC STACR TRUST 2019-HQA1 SER 2019-HQA1 CL B2 V/R REGD 144A P/P 16.43628000	222,000	222,000	0.45%	-$7.05K
FREDDIE MAC STACR TRUST 2019-FTR1 SER 2019-FTR1 CL B2 V/R REGD 144A P/P 12.53628000	200,000	200,000	0.40%	-$1.13K
MSCR 2021-MN3 M2 144A FRN 11-25-51	148,000	148,000	0.26%	-$302
J.P. Morgan Chase Commercial Mortgage Securities Trust, Series 2011-C3, Class D	145,000	145,000	0.23%	$3.17K
Morgan Stanley Capital I Trust, Series 2016-UB11, Class C	126,000	126,000	0.21%	$570
Wells Fargo Commercial Mortgage Trust, Series 2015-C31, Class D	135,000	135,000	0.21%	$2.88K
COMM Mortgage Trust, Series 2014-CR17, Class D	144,000	144,000	0.21%	$1.44K
CSAIL Commercial Mortgage Trust, Series 2015-C1, Class C	124,000	124,000	0.20%	$2.78K
COMM Mortgage Trust, Series 2014-CR16, Class C	119,000	119,000	0.19%	$846
COMM Mortgage Trust, Series 2015-LC19, Class E	115,000	115,000	0.18%	$1.96K
COMM Mortgage Trust, Series 2012-CR4, Class AM	106,000	106,000	0.18%	$4.43K
COMM Mortgage Trust, Series 2017-COR2, Class D	113,000	113,000	0.17%	$222
COMMERCIAL MORTGAGE CD 2017-CD4 MTG TR 3.947% 05/10/2050	109,000	109,000	0.17%	-$4.39K
J.P. Morgan Chase Commercial Mortgage Securities Trust, Series 2012-LC9, Class D	100,000	100,000	0.17%	$2.46K
Wells Fargo Commercial Mortgage Trust, Series 2014-LC18, Class D	101,000	101,000	0.17%	$3.20K
JPMBB Commercial Mortgage Securities Trust, Series 2013-C14, Class D	116,000	116,000	0.16%	$2.04K
TPMT 2019-2 A2 144A FRN 12-25-58	102,000	102,000	0.16%	-$1.39K
JPMBB Commercial Mortgage Securities Trust, Series 2014-C23, Class D	100,000	100,000	0.16%	-$993
UBS Commercial Mortgage Trust, Series 2018-C11, Class D	136,000	136,000	0.15%	$2.69K
COMM Mortgage Trust, Series 2013-LC13, Class D	96,774	96,774	0.15%	-$5
UBS Commercial Mortgage Trust, Series 2018-C13, Class C	98,000	98,000	0.15%	-$422
JPMBB Commercial Mortgage Securities Trust, Series 2014-C25, Class B	95,000	95,000	0.15%	-$6
UBS Commercial Mortgage Trust, Series 2017-C3, Class C	94,000	94,000	0.15%	$371
MSCR 2021-MN1 M2 144A FRN 01-25-51	85,000	85,000	0.15%	$410
STACR 2020-DNA4 B2 144A FRN 08-25-50	65,000	65,000	0.15%	-$802
WFRBS Commercial Mortgage Trust, Series 2014-C21, Class C	90,000	90,000	0.15%	$964
Morgan Stanley Bank of America Merrill Lynch Trust, Series 2015-C22, Class C	98,000	98,000	0.15%	-$1.17K
GS Mortgage Securities Trust, Series 2014-GC24, Class D	123,000	123,000	0.15%	$7.38K
MSC 2015-MS1 C VAR/CSTR 5/48	94,000	94,000	0.14%	-$790
Morgan Stanley Bank of America Merrill Lynch Trust, Series 2012-C6, Class E	124,000	124,000	0.14%	$15.43K
Morgan Stanley Capital I Trust, Series 2018-H3, Class C	88,000	88,000	0.14%	$2.07K
STACR 2020-HQA3 B2 144A FRN 07-25-50	64,000	64,000	0.14%	-$430
USRE 2021-1 A1	100,000	100,000	0.14%	$359
JPMBB Commercial Mortgage Securities Trust, Series 2013-C12, Class D	87,000	87,000	0.14%	$1.54K
COMM Mortgage Trust, Series 2015-DC1, Class B	85,000	85,000	0.14%	$0
FNMA Connecticut Avenue Securities Trust, Series 2020-SBT1, Class 1M2	79,000	79,000	0.14%	-$643
GS Mortgage Securities Trust, Series 2013-GC13, Class D	105,000	105,000	0.14%	$1.37K
GSMS 2014-GC22 AS	83,000	83,000	0.13%	$1.39K
STACR 2020-DNA5 B2 144A FRN 10-25-50	56,000	56,000	0.13%	-$639
JPMDB Commercial Mortgage Securities Trust, Series 2016-C2, Class D	157,000	157,000	0.13%	-$703
Wells Fargo Commercial Mortgage Trust, Series 2015-C31, Class E	118,000	118,000	0.13%	$7.01K
Citigroup Commercial Mortgage Trust, Series 2015-GC33, Class C	83,000	83,000	0.12%	-$295
UBS Commercial Mortgage Trust, Series 2012-C1, Class E	74,969	74,969	0.12%	$3.29K
Wells Fargo Commercial Mortgage Trust, Series 2020-C55, Class D	100,000	100,000	0.12%	$1.48K
JPMBB Commercial Mortgage Securities Trust, Series 2014-C22, Class C	73,000	73,000	0.12%	$722
COMM Mortgage Trust, Series 2015-CR26, Class D	85,000	85,000	0.12%	-$268
BWAY Mortgage Trust, Series 2022-26BW, Class F	138,000	138,000	0.12%	$381
Benchmark Mortgage Trust, Series 2019-B11, Class D	115,000	115,000	0.11%	$1.88K
Benchmark Mortgage Trust, Series 2019-B13, Class D	105,000	105,000	0.11%	$1.24K
SFARM 2025-1A A2	65,000	65,000	0.11%	$4
Barclays Commercial Mortgage Trust, Series 2019-C4, Class E	111,000	111,000	0.11%	$1.49K
UBS Commercial Mortgage Trust, Series 2018-C11, Class C	66,000	66,000	0.10%	-$216
LSTAR Commercial Mortgage Trust, Series 2017-5, Class A5	60,000	60,000	0.10%	$214
WFRBS Commercial Mortgage Trust, Series 2013-C15, Class C	61,000	61,000	0.10%	$891
BWAY Mortgage Trust, Series 2022-26BW, Class E	100,000	100,000	0.09%	$88
CD Mortgage Trust, Series 2019-CD8, Class D	84,000	84,000	0.09%	$753
BMARK 2018-B3 D 4/51	77,000	77,000	0.09%	-$1.32K
MSBAM 2013 - C9 C 4.2117% 5/46	58,000	58,000	0.09%	-$767
Morgan Stanley Bank of America Merrill Lynch Trust, Series 2017-C34, Class C	60,000	60,000	0.09%	$674
COMM 2014-CR17 B	53,394	53,394	0.09%	$936
Barclays Commercial Mortgage Trust, Series 2019-C5, Class F	80,000	80,000	0.09%	$936
BANK, Series 2018-BN11, Class D	59,000	59,000	0.09%	$82
CD Mortgage Trust, Series 2017-CD3, Class C	134,000	134,000	0.08%	$365
WFRBS Commercial Mortgage Trust, Series 2012-C10, Class C	57,000	57,000	0.08%	-$1.76K
JPMDB Commercial Mortgage Securities Trust, Series 2018-C8, Class C	53,000	53,000	0.08%	$359
CSAIL Commercial Mortgage Trust, Series 2015-C2, Class D	55,000	55,000	0.08%	$4.08K
WFRBS Commercial Mortgage Trust, Series 2014-C23, Class B	50,000	50,000	0.08%	$23
Wells Fargo Commercial Mortgage Trust, Series 2018-C46, Class C	51,000	51,000	0.08%	-$236
Wells Fargo Commercial Mortgage Trust, Series 2016-BNK1, Class C	65,000	65,000	0.08%	$288
COMM Mortgage Trust, Series 2012-CR4, Class B	61,000	61,000	0.07%	-$2.25K
CD Mortgage Trust, Series 2017-CD3, Class B	60,000	60,000	0.07%	$169
Benchmark Mortgage Trust, Series 2018-B1, Class C	49,000	49,000	0.07%	-$791
FHLMC STACR Trust, Series 2019-DNA1, Class B2	32,000	32,000	0.07%	-$175
FNMA Connecticut Avenue Securities Trust, Series 2022-R02, Class 2B1	35,000	35,000	0.06%	-$270
FNMA Connecticut Avenue Securities Trust, Series 2020-R02, Class 2B1	35,000	35,000	0.06%	-$151
Benchmark Mortgage Trust, Series 2018-B1, Class E	108,000	108,000	0.06%	-$22.57K
Tricolor Auto Securitization Trust, Series 2024-1A, Class A	29,572	29,572	0.05%	$388
CSAIL Commercial Mortgage Trust, Series 2019-C17, Class D	50,000	50,000	0.05%	$873
Wells Fargo Commercial Mortgage Trust, Series 2017-RB1, Class D	61,000	61,000	0.05%	$300
HYPER 2025-1A A2	28,000	28,000	0.05%	-$419
Wells Fargo Commercial Mortgage Trust, Series 2016-NXS5, Class D	51,000	51,000	0.05%	-$12.78K
Morgan Stanley Bank of America Merrill Lynch Trust, Series 2013-C10, Class F	141,000	141,000	0.04%	$4.36K
Wells Fargo Commercial Mortgage Trust, Series 2020-C57, Class C	23,000	23,000	0.04%	-$64
COMM Mortgage Trust, Series 2018-COR3, Class D	40,000	40,000	0.03%	-$874
Citigroup Commercial Mortgage Trust, Series 2015-GC33, Class D	16,000	16,000	0.02%	-$60
GS Mortgage Securities Trust, Series 2017-GS5, Class D	61,000	61,000	0.01%	-$1.57K
MORGAN STANLEY CAPITAL INC MSAC 2004 HE9 M2	578	578	0.00%	-$1

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