PIMCO Short-Term Portfolio

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
FNCL 6 6/24	22,000,000	22,000,000	6.95%	$22.39M
Uniform Mortgage-Backed Security, TBA	14,000,000	14,000,000	4.49%	$14.47M
G2SF 4.5 4/26	13,500,000	13,500,000	4.05%	$13.04M
Uniform Mortgage-Backed Security, TBA	12,760,000	12,760,000	3.90%	$12.57M
FNCI 3 4/24	13,100,000	13,100,000	3.88%	$12.51M
Uniform Mortgage-Backed Security, TBA	12,200,000	12,200,000	3.80%	$12.24M
FNCL 4 4/26	10,800,000	10,800,000	3.16%	$10.19M
FNCL 3 6/24	7,000,000	7,000,000	1.90%	$6.14M
G2SF 3 4/26	2,900,000	2,900,000	0.80%	$2.59M
VERUS 2026-R1 A1	2,057,803	2,057,803	0.63%	$2.04M
ACORE 2026-FL1 ISSUER LLC SER 2026-FL1 CL A V/R REGD 144A P/P 5.15000000	1,800,000	1,800,000	0.56%	$1.80M
Government National Mortgage Association, TBA	1,700,000	1,700,000	0.54%	$1.73M
FNCL 4 6/24	1,800,000	1,800,000	0.53%	$1.70M
GNMA	1,799,999	1,799,999	0.51%	$1.65M
FNCL 5 4/26	1,550,000	1,550,000	0.47%	$1.53M
BRSP 2026-FL3 LTD SER 2026-FL3 CL A V/R REGD 144A P/P 5.15000000	1,450,000	1,450,000	0.45%	$1.45M
FS Rialto Issuer LLC, Series 2026-FL11, Class A	1,300,000	1,300,000	0.40%	$1.30M
FORDO 2023-A A4	1,100,000	1,100,000	0.34%	$1.10M
CITZN 2023-1 A4	1,040,000	1,040,000	0.33%	$1.05M
Boyce Park Clo Ltd	1,050,000	1,050,000	0.33%	$1.05M
LCM 39 LTD A1R2 TSFR3M+104 10/15/2034 144A	1,050,000	1,050,000	0.33%	$1.05M
NAVESINK CLO, LIMITED NAVS 2026 6A A1 144A	1,050,000	1,050,000	0.33%	$1.05M
Santander Drive Auto Receivables Trust, Series 2026-1, Class A2	1,050,000	1,050,000	0.33%	$1.05M
Sycamore Tree CLO 2023-2 Ltd	1,050,000	1,050,000	0.33%	$1.05M
SFS AUTO RECEIVABLES SECURITIZATION TRUST 2026-1 4.05% 08/20/2029 144A	1,050,000	1,050,000	0.33%	$1.05M
Nissan Auto Lease Trust 2026-A	1,050,000	1,050,000	0.33%	$1.05M
SANDSTONE PEAK LTD. SAND 2021 1A A1R2 144A	1,050,000	1,050,000	0.32%	$1.05M
LAD AUTO RECEIVABLES TRUST 2026-1 4.16% 05/15/2029 144A	1,050,000	1,050,000	0.32%	$1.05M
BMARK 2024-V7 A3 FRN 05-15-56	1,000,000	1,000,000	0.32%	$1.04M
GSREFT 2026-FL1 A	1,040,000	1,040,000	0.32%	$1.04M
SMB Private Education Loan Trust 2026-B	1,040,000	1,040,000	0.32%	$1.04M
Volkswagen Auto Lease Trust 2026-A	1,040,000	1,040,000	0.32%	$1.04M
Ford Credit Auto Owner Trust 2026-A	1,040,000	1,040,000	0.32%	$1.04M
CARVANA AUTO RECEIVABLES TRUST 2026-P1 SER 2026-P1 CL A2 REGD 4.10000000	1,040,000	1,040,000	0.32%	$1.04M
SEMT 2026-HYB1 A1A	1,040,000	1,040,000	0.32%	$1.02M
PRET 2026-RPL1 A1	1,041,456	1,041,456	0.31%	$1.01M
BAAT 2023-1A A4	1,000,000	1,000,000	0.31%	$1.01M
NAROT 2022-B A4	1,000,000	1,000,000	0.31%	$1.00M
MARBLE POINT CLO XXIV LTD A1R TSFR3M+109 04/20/2035 144A	1,000,000	1,000,000	0.31%	$1.00M
Trimaran Cavu 2021-2 Ltd	1,000,000	1,000,000	0.31%	$999.79K
Sculptor CLO XXVII Ltd	1,000,000	1,000,000	0.31%	$999.19K
KKR FINANCIAL CLO LTD KKR 38A A1R 144A	1,000,000	1,000,000	0.31%	$999.13K
NELNET STUDENT LOAN TRUST 2026-A SER 2026-A CL A1A REGD 144A P/P 4.61000000	1,007,019	1,007,019	0.31%	$994.82K
VBTEL 2026-1A C2	1,000,000	1,000,000	0.31%	$983.82K
TOWD POINT MORTGAGE TRUST	978,470	978,470	0.30%	$965.98K
MORGAN STANLEY RESIDENTIAL MOR MSRM 2026 RPL1 A1 144A	995,825	995,825	0.30%	$962.83K
Government National Mortgage Association, TBA	900,000	900,000	0.29%	$932.74K
WESTLAKE AUTOMOBILE RECEIVABLES TRUST 2026-1 SER 2026-1A CL A1 REGD 144A P/P 4.15200000	766,553	766,553	0.24%	$766.48K
GS Mortgage-Backed Securities Trust, Series 2026-CES1, Class A1	764,334	764,334	0.24%	$758.22K
TOYOTA AUTO RECEIVABLES 2022-D TAOT 2022 D A4	600,000	600,000	0.19%	$606.55K
Uniform Mortgage-Backed Security, TBA	700,000	700,000	0.18%	$588.36K
BANK5 2026-5YR20 A3 5.244% 02/15/2057	520,000	520,000	0.16%	$528.00K
CarMax Select Receivables Trust 2026-A	525,000	525,000	0.16%	$524.83K
FCCU Auto Receivables Trust 2026-1	525,000	525,000	0.16%	$523.97K
WLAKE 2026-P1 A2 144A 3.84% 01-16-29	520,000	520,000	0.16%	$518.97K
BANK5 2026-5YR20	520,000	520,000	0.16%	$517.98K
Government National Mortgage Association, TBA	600,000	600,000	0.16%	$515.95K
Enterprise Fleet Financing LLC, Series 2026-1, Class A2	500,000	500,000	0.15%	$498.94K
G2SF 5 5/26	500,000	500,000	0.15%	$494.23K
CARMAX SELECT RECEIVABLES TRUST 2026-A SER 2026-A CL A1 REGD 3.91100000	430,598	430,598	0.13%	$430.60K
Uniform Mortgage-Backed Security, TBA	420,000	420,000	0.13%	$404.71K
WESTLAKE AUTOMOBILE RECEIVABLES TRUST SER 2026-P1 CL A1 REGD 144A P/P 3.87400000	396,800	396,800	0.12%	$396.78K
Government National Mortgage Association, TBA	300,000	300,000	0.09%	$301.35K
FCCU AUTO RECEIVABLES TRUST___ 2026-1 SER 2026-1A CL A1 REGD 144A P/P 3.89300000	264,337	264,337	0.08%	$264.34K
ENTERPRISE FLEET FINANCING 2026-1 LLC EFF 2026-1 A1	263,659	263,659	0.08%	$263.62K
FNCL 4.5 4/26	270,000	270,000	0.08%	$260.61K
G2SF 4 4/23	200,000	200,000	0.06%	$187.38K
ARI FLEET LEASE TRUST 2026-A ARIFL 2026-A A1	151,131	151,131	0.05%	$151.10K
ARI Fleet Lease Trust, Series 2026-A, Class A2	100,000	100,000	0.03%	$99.71K
Uniform Mortgage-Backed Security, TBA	100,000	100,000	0.03%	$94.50K
G2SF 3.5 4/24	100,000	100,000	0.03%	$91.74K
RFR USD SOFR/3.50000 06/17/26-7Y LCH	1	1	0.00%	$6.66K
RFR USD SOFR/3.75000 03/18/26-7Y LCH	2	2	-0.01%	-$29.15K
Uniform Mortgage-Backed Security, TBA	-2,150,000	-2,150,000	-0.61%	-$1.97M
FNCL 2 5/26	-6,700,000	-6,700,000	-1.67%	-$5.40M

Security	Shares Dec 2025	Δ shares	End %	Δ value
Uniform Mortgage-Backed Security, TBA	26,200,000	-26,200,000	0.00%	-$26.89M
Uniform Mortgage-Backed Security, TBA	15,000,000	-15,000,000	0.00%	-$15.61M
Government National Mortgage Association, TBA	13,500,000	-13,500,000	0.00%	-$13.14M
FNCI 3 1/25	13,100,000	-13,100,000	0.00%	-$12.60M
Uniform Mortgage-Backed Security, TBA	12,200,000	-12,200,000	0.00%	-$12.36M
Uniform Mortgage-Backed Security, TBA	7,000,000	-7,000,000	0.00%	-$6.97M
FNCL 3 2/26	7,000,000	-7,000,000	0.00%	-$6.19M
TCW GEM LTD TCW 2024 1A A1 144A	4,000,000	-4,000,000	0.00%	-$4.02M
G2SF 3 1/26	2,900,000	-2,900,000	0.00%	-$2.61M
G2SF 6 1/25	1,700,000	-1,700,000	0.00%	-$1.73M
MADISON PARK FUNDING XXXV LTD SER 2019-35A CL A1R V/R REGD 144A P/P 5.13605000	1,379,188	-1,379,188	0.00%	-$1.38M
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION	900,000	-900,000	0.00%	-$929.43K
ANCHORAGE CREDIT FUNDING LTD. ANCHF 2015 1A ARE 144A	918,752	-918,752	0.00%	-$911.96K
G2 MB0088	985,653	-985,653	0.00%	-$897.98K
PARALLEL LTD PARL 2021 1A AR 144A	800,000	-800,000	0.00%	-$798.53K
G2 MB0143	744,260	-744,260	0.00%	-$678.40K
FNCL 2.5 1/26	700,000	-700,000	0.00%	-$591.88K
Government National Mortgage Association	600,000	-600,000	0.00%	-$517.52K
G2SF 5 1/26	500,000	-500,000	0.00%	-$498.94K
AG TRUST AG 2024 NLP A 144A	427,649	-427,649	0.00%	-$430.52K
Uniform Mortgage-Backed Security, TBA	400,000	-400,000	0.00%	-$415.81K
G2SF 5.5 1/25	300,000	-300,000	0.00%	-$302.96K
Government National Mortgage Association, TBA	200,000	-200,000	0.00%	-$188.89K
TESLA AUTO LEASE TS 4.79%	118,593	-118,593	0.00%	-$118.68K
FNCI 2.5 1/24	100,000	-100,000	0.00%	-$94.63K
GNMA II POOL MB0304 G2 04/55 FIXED 3.5	98,764	-98,764	0.00%	-$89.98K
G2 MB0255	86,890	-86,890	0.00%	-$79.16K
LCM LOAN INCOME FUND LTD LCMLF 1A A 144A	57,009	-57,009	0.00%	-$57.08K
BridgeCrest Lending Auto Securitization Trust 2024-4	52,272	-52,272	0.00%	-$52.28K
RFR USD SOFR/2.30000 01/17/24-2Y LCH	1	-1	0.00%	-$20.51K
CPS AUTO TRUST CPS 2024 C A 144A	7,638	-7,638	0.00%	-$7.65K
Soundview Home Loan Trust, Series 2003-2, Class A2	582	-582	0.00%	-$1.02K
FNMA POOL 670932 FN 01/33 FLOATING VAR	459	-459	0.00%	-$471
FNMA POOL 863741 FN 12/35 FLOATING VAR	345	-345	0.00%	-$354
FNCL 4.5 1/26	-100,000	100,000	0.00%	$97.64K
Uniform Mortgage-Backed Security, TBA	-200,000	200,000	0.00%	$189.61K
FNCL 3.5 2/26	-2,150,000	2,150,000	0.00%	$1.98M
FNCL 2 1/26	-6,700,000	6,700,000	0.00%	$5.42M

Security	Shares Dec 2025	Shares Mar 2026	Δ shares	End %	Δ value
PIMCO PRV SHORT TERM FLT III MUTUAL FUND	2,119,965	2,518,136	398,171	7.61%	$3.87M
US ULTRA BOND CBT Sep25	-694	-689	5	0.52%	$1.02M
CMBX.NA.AAA.6 SP SAL	1	2	1	0.00%	$0

Security	Shares Dec 2025	Shares Mar 2026	Δ shares	End %	Δ value
CWL 2004-6 1A1	2,591,278	2,539,976	-51,302	0.77%	-$48.13K
Bank of America Corporation	2,948,133	2,584,537	-363,596	0.77%	-$284.33K
TPMT 2019-HY2 A1 144A FRN 05-25-58	2,459,682	2,224,317	-235,365	0.70%	-$241.39K
LMAT 2021-GS3 A1 144A 4.75% 07-25-61	2,215,174	2,150,176	-64,998	0.67%	-$64.50K
WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR11 2A	2,242,233	2,201,853	-40,380	0.65%	-$34.22K
GS Mortgage-Backed Securities Trust, Series 2024-RPL4, Class A1	2,166,447	2,117,315	-49,133	0.64%	-$68.53K
ONSLOW BAY FINANCIAL LLC OBX 2021 NQM1 A1 144A	2,194,644	2,087,423	-107,221	0.58%	-$78.82K
NRZT 2020-RPL1 A1 144A FRN 11-25-59	1,991,954	1,883,140	-108,813	0.56%	-$116.07K
FREDDIE MAC GOLD POOL FG G08799	1,987,800	1,943,471	-44,329	0.54%	-$51.59K
GS MORTGAGE BACKED SECURITIES GSMBS 2021 RPL1 A1 144A	1,859,552	1,750,474	-109,078	0.51%	-$103.22K
SLM STUDENT LOAN TRUST SLMA 2006 A A5	1,731,765	1,636,274	-95,491	0.50%	-$74.00K
G2 MA8266	1,594,078	1,560,180	-33,897	0.45%	-$32.63K
Mercedes-Benz Auto Lease Trust, Series 2025-A, Class A2A	1,600,000	1,423,956	-176,044	0.44%	-$180.95K
NRZT 2019-RPL3 A1 144A FRN 07-25-59	1,518,098	1,418,227	-99,871	0.43%	-$97.64K
TPMT 2024-5 A1A	1,389,240	1,332,225	-57,014	0.41%	-$73.46K
PRPM 2023-RCF1 LLC SER 2023-RCF1 CL A1 V/R REGD 144A P/P 4.00000000	1,294,120	1,241,116	-53,003	0.38%	-$56.23K
RENAISSANCE HOME EQUITY LOAN T RAMC 2007 3 AF1	3,102,151	3,089,744	-12,407	0.38%	-$21.73K
NISSAN AUTO RECEIVABLES OWNER NAROT 2025 A A2A	1,500,000	1,172,669	-327,331	0.36%	-$329.97K
NOVASTAR HOME EQUITY LOAN NHEL 2003 4 A1	1,222,136	1,119,743	-102,394	0.35%	-$103.09K
GSR Mortgage Loan Trust, Series 2005-AR6, Class 2A1	1,184,630	1,162,427	-22,202	0.35%	-$14.79K
STELLANTIS FINANCIAL UNDERWRITTEN ENHANCED LEASE T SFUEL 2025-BA A2	1,100,000	1,079,686	-20,314	0.34%	-$22.20K
COUNTRYWIDE ASSET BACKED CERTI CWL 2004 3 1A	1,080,494	1,027,945	-52,549	0.31%	-$48.68K
NSLT 2021-BA AFX 144A 1.42% 04-20-62	1,039,804	950,752	-89,052	0.28%	-$85.32K
SPACE COAST CREDIT UNION SCCU 2024 1A A3 144A	1,000,000	887,650	-112,350	0.28%	-$115.09K
STRUCTURED ASSET MORTGAGE INVE SAMI 2004 AR6 A2	938,802	923,737	-15,065	0.28%	-$13.54K
G2 MA8044	967,497	946,811	-20,686	0.27%	-$15.46K
ATLX TRUST ATLX 2024 RPL2 A1 144A	903,453	886,572	-16,881	0.27%	-$21.87K
WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR9 2A	958,162	952,565	-5,597	0.26%	-$2.62K
PRETIUM MORTGAGE CREDIT PARTNE PRET 2025 RPL4 A1 144A	880,848	858,938	-21,910	0.26%	-$33.01K
NSLT 2025-CA A1B	860,088	807,114	-52,974	0.25%	-$53.40K
WAMU MORTGAGE PASS THROUGH CER WAMU 2005 AR17 A1A1	898,076	873,268	-24,808	0.25%	-$23.36K
Long Beach Mortgage Loan Trust, Series 2004-3, Class M1	809,282	796,894	-12,388	0.25%	-$10.66K
CSMC Trust, Series 2022-RPL4, Class A1	852,073	826,375	-25,699	0.25%	-$30.02K
MFRA TRUST VAR 02/25/2066 144A	846,627	826,483	-20,144	0.24%	-$26.33K
GSR MORTGAGE LOAN TRUST GSR 2004 11 1A1	787,196	771,892	-15,304	0.24%	-$11.42K
BMARK 2018-B7 A2	869,100	778,206	-90,894	0.24%	-$91.30K
CHASE MORTGAGE FINANCE CORPORA CHASE 2024 RPL3 A1A 144A	891,994	872,072	-19,922	0.24%	-$22.81K
ANCHORAGE CREDIT FUNDING LTD. ANCHF 2020 10A AV 144A	852,979	792,976	-60,003	0.24%	-$64.90K
FSPC T-61 1A1	811,308	781,583	-29,724	0.24%	-$26.83K
CARVANA AUTO RECEIVABLES TRUST CRVNA 2025 P3 A2	900,000	756,852	-143,148	0.23%	-$143.96K
TPMT 2019-1 A1 144A FRN 03-25-58	809,539	775,452	-34,087	0.23%	-$39.04K
WLAKE 2025-2A A2A 144A 4.66% 09-15-28	900,000	743,937	-156,063	0.23%	-$157.59K
SMB PRIVATE EDUCATION LOAN TRUST 2022-B SER 2022-B CL A1B V/R REGD 144A P/P 5.59202000	774,093	733,224	-40,869	0.23%	-$41.38K
Washington Mutual Mortgage Pass-Through Certificates Series 2003-AR9 Trust	750,419	736,396	-14,023	0.22%	-$12.77K
CARMX 2025-3 4.42% 08/15/2028	880,000	714,935	-165,065	0.22%	-$166.39K
NMLT TRUST NLT 2023 1 A1 144A	786,594	761,155	-25,439	0.22%	-$23.18K
COLLEGE AVE STUDENT LOANS CASL 2019 A A2 144A	760,915	721,814	-39,101	0.22%	-$39.40K
Pagaya AI Debt Trust 2025-4	799,972	679,725	-120,247	0.21%	-$124.22K
FN MA3305	707,865	695,543	-12,322	0.20%	-$18.81K
Fortress Credit Bsl X Ltd	900,000	640,070	-259,930	0.20%	-$260.59K
SMB PRIVATE EDUCATION LOAN TRUST 2022-B SER 2022-B CL A1A REGD 144A P/P 3.94000000	677,331	641,571	-35,760	0.19%	-$41.57K
PRPM 2024-RCF4, LLC	676,923	622,452	-54,471	0.19%	-$58.16K
VERUS SECURITIZATION TRUST VERUS 2024 6 A1 144A	682,052	605,353	-76,699	0.19%	-$79.15K
SLM STUDENT LOAN TRUST SLMA 2005 B A4	665,554	620,295	-45,258	0.19%	-$41.41K
Verdelite Static CLO Ltd., Series 2024-1A, Class A	695,203	601,275	-93,928	0.19%	-$93.50K
COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 27 1A3	685,188	619,673	-65,515	0.19%	-$54.52K
LONG BEACH MORTGAGE LOAN TRUST LBMLT 2004 4 1A1	618,062	602,346	-15,716	0.18%	-$15.03K
PRPM 2024-RCF5 LLC PRPM 2024-RCF5 A1	651,002	593,533	-57,470	0.18%	-$59.94K
TSET 2024-1A A2	633,988	577,808	-56,180	0.18%	-$58.89K
LAD Auto Receivables Trust, Series 2025-2A, Class A2	800,000	566,800	-233,200	0.18%	-$233.92K
BRIDGECREST LENDING AUTO SECURITIZATION TRUST 2024 BLAST 2024-4 A3	800,000	563,367	-236,633	0.18%	-$237.52K
WAMU MORTGAGE PASS THROUGH CER WAMU 2005 AR19 A1A2	575,465	555,496	-19,970	0.17%	-$17.93K
NAVIENT STUDENT LOAN TRUST NAVSL 2019 D A2A 144A	611,119	559,123	-51,996	0.17%	-$52.91K
COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2007 OA6 A1B	591,384	579,255	-12,129	0.17%	-$10.10K
FHLMC STRUCTURED PASS THROUGH FSPC T 56 2AF	559,982	552,293	-7,689	0.16%	-$8.82K
FNMA POOL FA1839 FN 03/45 FIXED VAR	544,306	490,805	-53,500	0.16%	-$56.64K
Exeter Automobile Receivables Trust 2025-4	868,015	514,721	-353,294	0.16%	-$354.22K
SMB PRIVATE EDUCATION LOAN TRUST 2020-B 1.29% 07/15/2053 144A	591,313	525,141	-66,172	0.16%	-$63.50K
GOVERNMENT NATIONAL MORTGAGE A GNR 2019 H11 FM	574,494	498,902	-75,592	0.15%	-$75.87K
SDART 2024-5 A3 4.62% 11-15-28	774,647	483,192	-291,455	0.15%	-$292.27K
SFS AUTO RECEIVABLES SECURITIZ SFAST 2025 2A A2 144A	676,494	480,627	-195,867	0.15%	-$196.54K
CWMBS, Inc.	501,632	492,978	-8,654	0.15%	-$5.19K
Octane Receivables Trust, Series 2024-3A, Class A2	536,186	438,798	-97,389	0.14%	-$99.05K
FIRST HELP FINANCIAL LLC FHF 2024 3A A2 144A	516,995	436,648	-80,347	0.14%	-$80.33K
G2 MA8149	479,488	469,908	-9,580	0.13%	-$6.37K
FNMA POOL AS3724 FN 11/44 FIXED 3.5	470,680	458,746	-11,934	0.13%	-$16.77K
COLLEGE AVE STUDENT LOANS CASL 2021 A A2 144A	479,424	454,176	-25,248	0.13%	-$21.90K
Santander Drive Auto Receivables Trust 2025-1	822,645	408,296	-414,348	0.13%	-$415.44K
FNMA POOL AM5447 FN 03/30 FIXED 4.06	406,192	404,278	-1,914	0.12%	-$4.21K
Porsche Innovative Lease Owner Trust, Series 2025-1A, Class A2A	567,339	385,088	-182,251	0.12%	-$183.17K
SMB Private Education Loan Trust, Series 2020-PTA, Class A2A	439,963	405,076	-34,887	0.12%	-$34.28K
CHASE MORTGAGE FINANCE CORPORA CHASE 2024 9 A11 144A	442,806	372,461	-70,345	0.12%	-$68.88K
M&T BANK AUTO RECEIVABLES TRUST 2025-1 MTBAT 2025-1A A2A	529,935	371,838	-158,097	0.12%	-$158.76K
FNMA POOL 468927 FN 08/26 FIXED 4.766	363,093	359,535	-3,558	0.11%	-$4.54K
COLLEGE AVE STUDENT LOANS CASL 2018 A A2 144A	382,318	360,909	-21,408	0.11%	-$23.43K
WAMU MORTGAGE PASS THROUGH CER WAMU 2005 AR1 A2A3	352,280	338,263	-14,018	0.10%	-$14.16K
Morgan Stanley Mortgage Loan Trust 2004-11AR	340,400	328,239	-12,161	0.10%	-$11.28K
NAVIENT STUDENT LOAN TRUST NAVSL 2020 GA A 144A	364,313	335,272	-29,041	0.10%	-$29.46K
Impac CMB Trust, Series 2005-5, Class A1	345,777	327,390	-18,387	0.10%	-$16.61K
COMMONBOND STUDENT LOAN TRUST CBSLT 2020 AGS A 144A	345,209	327,202	-18,006	0.09%	-$16.98K
FNMA POOL BM5099 FN 07/48 FIXED VAR	319,692	313,324	-6,367	0.09%	-$8.72K
FNMA POOL BV8509 FN 05/52 FIXED 3	321,517	315,629	-5,888	0.09%	-$7.09K
SoFi Consumer Loan Program Trust, Series 2025-1, Class A	384,733	272,857	-111,876	0.08%	-$112.75K
MILL CITY MORTGAGE TRUST MCMLT 2019 GS2 A1 144A	304,572	274,875	-29,697	0.08%	-$29.32K
COLLEGE AVE STUDENT LOANS CASL 2018 A A1 144A	278,049	262,480	-15,570	0.08%	-$15.55K
FNMA POOL 938953 FN 08/37 FLOATING VAR	254,259	250,740	-3,519	0.08%	-$4.52K
COLLEGE AVE STUDENT LOANS CASL 2021 A A1 144A	273,956	259,529	-14,427	0.08%	-$14.38K
FN FM3243	282,646	276,386	-6,259	0.08%	-$8.06K
WAMU MORTGAGE PASS THROUGH CER WAMU 2005 AR12 1A5	279,432	266,561	-12,871	0.08%	-$10.80K
Bridgecrest Lending Auto Securitization Trust 2025-2	490,528	246,426	-244,102	0.08%	-$244.78K
HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2006 BU1 2A1A	280,111	257,625	-22,485	0.08%	-$20.44K
Accredited Mortgage Loan Trust, Series 2004-4, Class M1	261,370	246,327	-15,043	0.08%	-$14.28K
CREDIT BASED ASSET SERVICING A CBASS 2004 CB4 A5	268,506	259,050	-9,457	0.07%	-$8.70K
MFRA TRUST MFRA 2020 NQM3 A1 144A	281,348	246,443	-34,905	0.07%	-$32.35K
GSAR 2024-3A A2	276,845	231,459	-45,386	0.07%	-$46.40K
PAGAYA AI DEBT SELECTION TRUST PAID 2024 10 A 144A	259,481	210,380	-49,101	0.07%	-$49.76K
SoFi Consumer Loan Program Trust, Series 2025-2, Class A	242,787	184,138	-58,649	0.06%	-$59.47K
IndyMac INDX Mortgage Loan Trust 2006-AR12	193,517	191,743	-1,774	0.06%	-$515
CREDIT SUISSE FIRST BOSTON MOR CSFB 2003 AR18 3A1	181,923	177,043	-4,880	0.05%	-$3.68K
FED HM LN PC POOL 1J2948 FH 09/37 FLOATING VAR	176,005	172,641	-3,364	0.05%	-$3.82K
INDYMAC HOME EQUITY LOAN ASSET INHEL 2002 A AF4	178,600	174,118	-4,481	0.05%	-$5.40K
BEAR STEARNS ASSET BACKED SECU BSABS 2007 SD1 21A1	350,080	347,396	-2,684	0.05%	-$2.99K
FED HM LN PC POOL QE1988 FR 05/52 FIXED 3	195,470	192,315	-3,156	0.05%	-$3.94K
FED HM LN PC POOL QE1302 FR 05/52 FIXED 3	187,609	185,155	-2,454	0.05%	-$3.27K
FNMA POOL 764394 FN 03/34 FLOATING VAR	159,427	155,674	-3,752	0.05%	-$4.13K
MASTR ADJUSTABLE RATE MORTGAGE MARM 2004 7 2A1	159,559	156,233	-3,326	0.05%	-$2.58K
BCAP LLC TRUST BCAP 2010 RR3 4A5 144A	378,049	374,554	-3,496	0.05%	-$3.98K
FSPC T-62 1A1 V/R 10/25/44 5.27810000	171,565	164,934	-6,631	0.05%	-$5.87K
Flagship Credit Auto Trust, Series 2024-3, Class A	206,200	148,182	-58,018	0.05%	-$57.76K
FNMA POOL 912687 FN 05/37 FLOATING VAR	138,583	136,124	-2,458	0.04%	-$3.14K
SMB PRIVATE EDUCATION LOAN TRUST 2020-A SMB 2020-A A2A	162,646	143,797	-18,849	0.04%	-$18.42K
TPMT 2017-4 A1 144A FRN 06-25-57	160,762	140,810	-19,952	0.04%	-$19.50K
Drive Auto Receivables Trust 2025-2	200,000	136,820	-63,180	0.04%	-$63.31K
FNMA POOL BM5807 FN 04/48 FIXED VAR	149,375	146,574	-2,800	0.04%	-$3.89K
FNMA POOL 879385 FN 12/35 FLOATING VAR	130,800	128,457	-2,343	0.04%	-$2.82K
WAMU MORTGAGE PASS THROUGH CER WAMU 2003 AR8 B2	141,833	134,371	-7,462	0.04%	-$6.54K
RESIDENTIAL ASSET MORTGAGE PRO RAMP 2004 SL3 A4	292,951	282,896	-10,054	0.04%	-$6.72K
Woodward Capital Management Series 2024-CES5, Class A1A	132,459	118,785	-13,675	0.04%	-$14.38K
SMB PRIVATE EDUCATION LOAN TRUST 2019-B SER 2019-B CL A2A REGD 144A P/P 2.84000000	139,132	120,560	-18,572	0.04%	-$18.32K
Washington Mutual Mortgage Pass-Through Certificates Series 2003-AR9 Trust	123,604	122,956	-648	0.04%	-$372
FNMA POOL 462406 FN 09/37 FLOATING VAR	116,171	114,220	-1,952	0.04%	-$2.23K
PAGAYA AI DEBT SELECTION TRUST PAID 2024 7 A 144A	140,041	112,675	-27,366	0.04%	-$27.92K
SLM STUDENT LOAN TRUST SLMA 2006 B A5	121,601	114,338	-7,263	0.03%	-$6.67K
G2 MB0149	130,651	106,765	-23,885	0.03%	-$24.24K
BSARM 2003-8 4A1	116,024	114,139	-1,885	0.03%	-$4.58K
MASTR Adjustable Rate Mortgages Trust 2004-10	132,571	119,561	-13,010	0.03%	-$10.13K
NISSAN AUTO RECEIVABLES OWNER NAROT 2024 B A2A	290,928	108,746	-182,181	0.03%	-$182.50K
FNMA POOL 897600 FN 11/36 FLOATING VAR	108,549	106,800	-1,749	0.03%	-$1.89K
BEAR STEARNS ALT A TRUST BALTA 2006 6 32A1	215,581	212,312	-3,269	0.03%	-$2.43K
FNMA, Grantor Trust, Whole Loan, Series 2004-T1, Class 1A2	107,177	102,688	-4,489	0.03%	-$5.63K
JP MORGAN MORTGAGE TRUST JPMMT 2005 A7 2A3	111,154	109,888	-1,266	0.03%	-$517
STRUCTURED ASSET SECURITIES CO SASC 2003 22A 2A1	107,510	105,453	-2,057	0.03%	-$1.58K
FNMA POOL 959744 FN 11/47 FLOATING VAR	100,615	100,027	-588	0.03%	-$914
FED HM LN PC POOL 1B7432 FH 11/34 FLOATING VAR	96,521	94,401	-2,119	0.03%	-$2.53K
BEAR STEARNS ADJUSTABLE RATE M BSARM 2003 9 1A2	102,560	100,788	-1,772	0.03%	-$926
WOSAT 2025-A A2A 4.14% 05-15-30	100,000	93,896	-6,104	0.03%	-$6.29K
MLCC MORTGAGE INVESTORS INC MLCC 2005 1 2A2	99,677	97,763	-1,915	0.03%	-$1.29K
LAD AUTO RECEIVABLES TRUST LADAR 2025 1A A2 144A	317,794	85,412	-232,381	0.03%	-$232.69K
MFRA TRUST MFRA 2020 NQM3 A3 144A	100,641	88,155	-12,486	0.03%	-$11.71K
MFRA TRUST MFRA 2020 NQM3 A2 144A	100,641	88,155	-12,486	0.03%	-$11.58K
Bear Stearns ALT-A Trust, Series 2006-8, Class 3A1	97,070	86,836	-10,234	0.03%	-$9.66K
FSPC T-32 A1	89,642	81,974	-7,668	0.03%	-$7.25K
FED HM LN PC POOL QE2230 FR 05/52 FIXED 3	96,844	93,308	-3,536	0.03%	-$3.67K
JP Morgan Mortgage Trust, Series 2007-A1, Class 3A3	88,685	82,622	-6,063	0.02%	-$5.64K
NAVSL 2019-CA A2	96,468	78,662	-17,806	0.02%	-$17.60K
Starwood Mortgage Residential Trust, Series 2020-INV1, Class A1	90,458	78,856	-11,602	0.02%	-$10.93K
MASTR ADJUSTABLE RATE MORTGAGE MARM 2003 3 1A1	76,543	74,591	-1,952	0.02%	-$1.60K
FED HM LN PC POOL 1B7053 FH 04/36 FLOATING VAR	73,884	72,662	-1,222	0.02%	-$1.45K
FNMA POOL 828735 FN 11/33 FLOATING VAR	73,204	71,380	-1,823	0.02%	-$2.12K
FED HM LN PC POOL 1B7435 FH 08/35 FLOATING VAR	71,651	70,342	-1,309	0.02%	-$1.59K
MFRA TRUST MFRA 2020 NQM1 A1 144A	87,263	73,114	-14,150	0.02%	-$13.71K
TPMT 2019-HY3 A1A 144A FRN 10-25-59	81,159	70,674	-10,486	0.02%	-$10.57K
Freddie Mac Structured Pass-Through Certificates	73,691	71,388	-2,303	0.02%	-$2.12K
GNMA II POOL 080327 G2 10/29 FLOATING VAR	75,507	69,215	-6,292	0.02%	-$6.48K
FANNIEMAE WHOLE LOAN FNW 2003 W6 F	71,763	68,831	-2,932	0.02%	-$2.91K
MLCC MORTGAGE INVESTORS INC MLCC 2003 D A	79,518	71,692	-7,826	0.02%	-$7.89K
CREDIT SUISSE FIRST BOSTON MOR CSFB 2003 AR30 2A1	77,226	65,668	-11,558	0.02%	-$10.83K
FREDDIE MAC FHR 2525 AM	67,244	63,803	-3,441	0.02%	-$3.92K
GNMA II POOL MA3333 G2 12/45 FLOATING VAR	60,550	59,956	-595	0.02%	-$928
GNMA II POOL MA3128 G2 09/45 FLOATING VAR	63,870	59,924	-3,946	0.02%	-$4.30K
NAVSL 2020-A A2B	65,104	59,325	-5,779	0.02%	-$5.76K
G2 MB0207	67,949	56,552	-11,398	0.02%	-$11.52K
FNMA POOL 940325 FN 02/35 FLOATING VAR	58,600	57,366	-1,234	0.02%	-$1.51K
FNMA POOL 725013 FN 04/33 FLOATING VAR	57,380	55,776	-1,605	0.02%	-$1.75K
STRUCTURED ADJUSTABLE RATE MOR SARM 2004 13 A3	61,025	59,784	-1,241	0.02%	-$1.00K
Freddie Mac Pool	59,993	57,401	-2,593	0.02%	-$2.92K
JP MORGAN MORTGAGE TRUST JPMMT 2007 A1 5A6	57,519	56,254	-1,265	0.02%	-$1.03K
FREDDIE MAC POOL UMBS P#SC0376 4.00000000	57,852	55,636	-2,215	0.02%	-$2.53K
GNMA II POOL 080524 G2 07/31 FLOATING VAR	56,733	54,367	-2,366	0.02%	-$2.56K
MASTR Adjustable Rate Mortgages Trust 2004-6	60,767	55,002	-5,764	0.02%	-$5.37K
NRZT 2020-1A A1B	59,342	57,029	-2,313	0.02%	-$2.60K
STRUCTURED ASSET SECURITIES CO SASC 2003 6A 2A1	59,149	53,333	-5,816	0.02%	-$5.50K
Starwood Mortgage Residential Trust, Series 2020-3, Class A1	67,931	53,423	-14,508	0.02%	-$14.07K
FNMA POOL 795297 FN 07/44 FLOATING VAR	53,752	51,477	-2,275	0.02%	-$2.42K
Chase Mortgage Finance Trust Series 2007-A1	58,332	50,985	-7,347	0.02%	-$7.22K
STRUCTURED ASSET MORTGAGE INVE SAMI 2004 AR8 A1	53,209	52,176	-1,033	0.02%	-$998
CARMAX SELECT RECEIVABLES TRUST 2025-B SER 2025-B CL A1 REGD 4.16600000	219,099	49,947	-169,152	0.02%	-$169.23K
FNMA POOL 462300 FN 10/35 FLOATING VAR	50,141	48,843	-1,299	0.02%	-$1.42K
GNMA II POOL MA2983 G2 07/45 FLOATING VAR	52,560	47,998	-4,562	0.02%	-$4.88K
FED HM LN PC POOL 1G0778 FH 03/36 FLOATING VAR	52,977	47,058	-5,918	0.02%	-$6.37K
FNMA POOL 870116 FN 09/35 FLOATING VAR	47,891	46,871	-1,020	0.02%	-$1.19K
RFMSI 2006-SA1 2A1	52,170	51,561	-609	0.01%	-$246
FED HM LN PC POOL 781498 FH 01/34 FLOATING VAR	46,208	45,046	-1,162	0.01%	-$1.32K
ADJUSTABLE RATE MORTGAGE TRUST ARMT 2005 8 3A21	66,183	65,542	-641	0.01%	-$359
FNMA POOL MA4697 FN 08/42 FIXED 4	48,201	46,627	-1,574	0.01%	-$1.85K
FNMA POOL 555255 FN 04/40 FLOATING VAR	45,915	44,295	-1,620	0.01%	-$1.78K
BEAR STEARNS ASSET BACKED SECU BSABS 2003 1 A1	50,013	45,245	-4,768	0.01%	-$5.44K
Honda Auto Receivables Owner Trust, Series 2024-4, Class A2	239,671	44,452	-195,218	0.01%	-$195.46K
WaMu Mortgage Pass-Through Ctfs. Trust, Series 2003-AR10, Class A7	47,495	45,590	-1,904	0.01%	-$1.64K
JP MORGAN MORTGAGE TRUST JPMMT 2005 A8 2A6	54,891	54,045	-846	0.01%	-$632
FNMA, REMIC Trust, Whole Loan, Series 2003-W1, Class 1A1	45,843	43,583	-2,259	0.01%	-$2.84K
FIRST HORIZON MORTGAGE PASS TH FHASI 2004 FL1 2A1	45,026	44,708	-318	0.01%	-$227
GREENSKY HOME IMPROVEMENT TRUST 2024-2 5.25% 10/27/2059 144A	96,692	42,090	-54,603	0.01%	-$54.82K
FED HM LN PC POOL 1B3482 FH 07/37 FLOATING VAR	40,432	39,866	-566	0.01%	-$721
Freddie Mac Pool	42,815	41,297	-1,518	0.01%	-$1.76K
FED HM LN PC POOL QE1435 FR 05/52 FIXED 3	45,963	45,676	-287	0.01%	-$525
BANC OF AMERICA MORTGAGE SECUR BOAMS 2003 H 3A1	43,310	42,394	-916	0.01%	-$663
FNMA POOL 824153 FN 06/34 FLOATING VAR	40,962	38,451	-2,511	0.01%	-$2.68K
STARWOOD MORTGAGE RESIDENTIAL TRUST 2020-INV	45,296	39,486	-5,810	0.01%	-$5.51K
Starwood Mortgage Residential Trust 2020-INV	45,296	39,486	-5,810	0.01%	-$5.50K
Freddie Mac Structured Pass-Through Certificates	36,016	35,272	-744	0.01%	-$828
FNMA POOL 833479 FN 09/35 FLOATING VAR	37,619	32,160	-5,459	0.01%	-$5.89K
FNMA POOL 772734 FN 03/34 FLOATING VAR	33,534	32,788	-746	0.01%	-$917
BSARM 2003-8 2A1	35,423	34,619	-805	0.01%	-$660
FNMA POOL MA4662 FN 07/42 FIXED 4	34,845	33,877	-967	0.01%	-$1.18K
FSPC T-35 A V/R 9/25/31 4.46628000	38,621	32,891	-5,730	0.01%	-$5.57K
Washington Mutual Mortgage Pass-Through Certificates Series 2002-AR17 Trust	35,609	32,787	-2,822	0.01%	-$2.70K
FNMA POOL AY1114 FN 04/30 FIXED 3	34,395	32,242	-2,153	0.01%	-$2.23K
FNMA POOL MA4864 FN 01/43 FIXED 4	33,153	31,166	-1,986	0.01%	-$2.16K
FNMA POOL 793025 FN 07/34 FLOATING VAR	30,382	29,671	-711	0.01%	-$768
MORGAN STANLEY DEAN WITTER CAP MSDWC 2003 NC2 M1	30,376	27,686	-2,690	0.01%	-$2.56K
COUNTRYWIDE HOME LOANS CWHL 2005 25 A11	66,751	66,750	-1	0.01%	-$455
UPSTART PASS THROUGH TRUST UPSPT 2022 SB1 A 144A	48,532	29,416	-19,116	0.01%	-$19.46K
FIRST HORIZON ALTERNATIVE MORT FHAMS 2005 AA5 1A1	58,402	57,885	-517	0.01%	-$658
STRUCTURED ADJUSTABLE RATE MOR SARM 2005 4 6A3	33,904	33,405	-499	0.01%	-$464
GreenSky Home Improvement Trust, Series 2024-1, Class A2	57,254	28,146	-29,108	0.01%	-$29.29K
MERRILL LYNCH MORTGAGE INVESTO MLMI 2005 A2 A2	30,615	29,136	-1,479	0.01%	-$1.26K
FNMA POOL 813599 FN 01/36 FLOATING VAR	27,668	27,052	-616	0.01%	-$697
FIRST HORIZON ALTERNATIVE MORT FHAMS 2004 AA2 2A1	28,108	27,721	-387	0.01%	-$352
Sequoia Mortgage Trust, Series 2005-2, Class A2	30,700	29,488	-1,212	0.01%	-$1.12K
FNMA POOL 629132 FN 05/32 FLOATING VAR	28,048	27,145	-903	0.01%	-$1.03K
COUNTRYWIDE HOME LOANS CWHL 2005 HYB3 2A1A	28,732	28,263	-469	0.01%	-$270
FNMA POOL FS4580 FN 02/43 FIXED VAR	27,866	27,432	-434	0.01%	-$616
FNMA POOL 745061 FN 03/35 FLOATING VAR	26,762	26,204	-557	0.01%	-$645
FNMA POOL 735834 FN 10/34 FLOATING VAR	26,956	26,379	-577	0.01%	-$630
FNMA POOL 776887 FN 02/34 FLOATING VAR	26,433	25,820	-613	0.01%	-$661
FED HM LN PC POOL 782422 FH 09/34 FLOATING VAR	26,748	25,228	-1,520	0.01%	-$1.63K
FED HM LN PC POOL 1L0096 FH 02/35 FLOATING VAR	25,691	25,220	-472	0.01%	-$559
FED HM LN PC POOL 789333 FH 04/32 FLOATING VAR	26,091	24,877	-1,214	0.01%	-$1.32K
FNMA POOL 750809 FN 11/33 FLOATING VAR	25,624	25,005	-619	0.01%	-$693
FNMA POOL 828860 FN 05/35 FLOATING VAR	25,114	24,427	-687	0.01%	-$742
NAVSL 2018-EA A2	124,150	23,914	-100,235	0.01%	-$100.21K
Freddie Mac Non Gold Pool	23,446	22,780	-666	0.01%	-$754
FNMA POOL 870906 FN 12/36 FLOATING VAR	23,813	22,394	-1,420	0.01%	-$1.55K
FNMA, Series 2006-118, Class A2	24,923	23,705	-1,218	0.01%	-$1.20K
FNMA POOL 708329 FN 07/33 FLOATING VAR	23,087	22,496	-591	0.01%	-$633
Citigroup Mortgage Loan Trust, Series 2005-12, Class 2A1	24,843	23,363	-1,479	0.01%	-$1.41K
GSR Mortgage Loan Trust, Series 2005-AR3, Class 6A1	31,607	30,616	-991	0.01%	-$840
FNMA POOL 775852 FN 03/44 FLOATING VAR	22,609	21,989	-619	0.01%	-$632
FED HM LN PC POOL 765160 FH 09/30 FLOATING VAR	22,773	21,499	-1,274	0.01%	-$1.30K
FNMA POOL 753923 FN 11/33 FLOATING VAR	21,350	20,816	-535	0.01%	-$619
FNMA POOL BJ2526 FN 12/47 FIXED 3.5	23,926	22,915	-1,010	0.01%	-$1.16K
EQUIFIRST MORTGAGE LOAN TRUST EMLT 2003 2 3A3	21,733	21,038	-695	0.01%	-$717
TERWIN MORTGAGE TRUST TMTS 2005 6HE M5	81,318	20,879	-60,439	0.01%	-$60.48K
FNMA POOL 766079 FN 02/34 FLOATING VAR	20,859	20,379	-481	0.01%	-$583
FNMA POOL 806770 FN 11/34 FLOATING VAR	20,464	20,038	-426	0.01%	-$494
FNMA POOL 737652 FN 09/33 FLOATING VAR	20,000	19,508	-492	0.01%	-$565
FNMA POOL 688561 FN 03/33 FLOATING VAR	19,373	18,832	-542	0.01%	-$585
FIRST HORIZON MORTGAGE PASS TH FHASI 2004 FL1 1A1	20,817	20,378	-439	0.01%	-$334
Citigroup Mortgage Loan Trust, Inc., Series 2005-6, Class A1	19,048	18,479	-568	0.01%	-$573
FNMA POOL 804437 FN 12/34 FLOATING VAR	18,747	18,356	-391	0.01%	-$458
FED HM LN PC POOL 847038 FH 01/30 FLOATING VAR	19,935	18,246	-1,688	0.01%	-$1.76K
FED HM LN PC POOL 972146 FH 04/34 FLOATING VAR	21,037	18,027	-3,010	0.01%	-$3.18K
FNMA POOL 793028 FN 07/34 FLOATING VAR	17,927	17,412	-515	0.01%	-$562
GMAC MORTGAGE CORPORATION LOAN TRUST	20,441	19,767	-674	0.01%	-$327
Bear Stearns ARM Trust, Series 2003-9, Class 3A3	20,963	19,199	-1,764	0.01%	-$1.74K
FNMA POOL 743449 FN 10/33 FLOATING VAR	17,513	17,077	-436	0.01%	-$510
Citigroup Mortgage Loan Trust, Series 2005-11, Class A3	21,002	17,443	-3,559	0.01%	-$3.51K
Chase Mortgage Finance Trust, Series 2005-A1, Class 3A1	19,942	19,643	-299	0.01%	-$148
Washington Mutual Mortgage Pass-Through Certificates, Series 2006-AR9 Trust	18,342	18,207	-135	0.01%	$158
COUNTRYWIDE HOME LOANS CWHL 2003 56 5A1	18,654	16,525	-2,130	0.01%	-$2.15K
FED HM LN PC POOL 1H1289 FH 09/35 FLOATING VAR	31,435	15,334	-16,101	0.00%	-$16.77K
MASTR ADJUSTABLE RATE MORTGAGES TRUST 2004-13 MARM 2004-13 3A7A	16,248	15,691	-556	0.00%	-$495
FNMA POOL 256159 FN 02/36 FLOATING VAR	15,581	15,309	-272	0.00%	-$322
MERRILL LYNCH MORTGAGE INVESTO MLMI 2004 A1 1A	17,584	17,506	-77	0.00%	$108
BANC OF AMERICA MORTGAGE SECUR BOAMS 2004 A 3A1	16,570	15,149	-1,421	0.00%	-$1.42K
HarborView Mortgage Loan Trust, Series 2005-2, Class 2A1A	15,850	15,714	-136	0.00%	-$165
Chase Mortgage Finance Trust Series 2005-A1	16,135	15,936	-199	0.00%	-$89
BSARM 2004-10 12A5	15,139	14,953	-186	0.00%	-$68
Freddie Mac Non Gold Pool	32,589	13,930	-18,659	0.00%	-$19.21K
COUNTRYWIDE HOME LOANS CWHL 2005 HYB9 5A1	15,237	15,061	-175	0.00%	-$122
FNMA POOL 788974 FN 04/34 FLOATING VAR	14,247	13,929	-318	0.00%	-$360
FNMA POOL 654952 FN 07/42 FLOATING VAR	14,757	14,216	-542	0.00%	-$545
FNMA POOL 725805 FN 09/34 FLOATING VAR	16,553	13,896	-2,657	0.00%	-$2.75K
Freddie Mac REMICS	14,684	14,085	-599	0.00%	-$597
GSR MORTGAGE LOAN TRUST GSR 2004 2F 4A1	16,268	14,117	-2,151	0.00%	-$2.17K
GNMA II POOL 080635 G2 09/32 FLOATING VAR	14,594	13,721	-873	0.00%	-$933
FNMA POOL AS0061 FN 08/28 FIXED 3	15,667	13,541	-2,126	0.00%	-$2.11K
MLCC MORTGAGE INVESTORS INC MLCC 2003 C A1	15,977	13,891	-2,087	0.00%	-$2.04K
BANC OF AMERICA MORTGAGE SECUR BOAMS 2003 J 2A2	14,626	14,318	-309	0.00%	-$224
STRUCTURED ASSET SECURITIES CO SASC 2003 26A 2A	13,321	13,237	-84	0.00%	$42
Bear Stearns ARM Trust, Series 2004-10, Class 22A1	13,562	13,504	-58	0.00%	$122
IndyMac INDX Mortgage Loan Trust, Series 2004-AR10, Class 2A2A	13,008	12,925	-83	0.00%	-$89
CMLTI 2004-HYB2 1A	12,498	12,242	-256	0.00%	-$190
FNMA POOL 817290 FN 06/35 FLOATING VAR	12,180	11,943	-237	0.00%	-$254
FNMA POOL 824886 FN 11/33 FLOATING VAR	12,019	11,725	-294	0.00%	-$339
Freddie Mac Pool	12,506	12,173	-333	0.00%	-$410
GNMA II POOL 080685 G2 04/33 FLOATING VAR	11,999	11,660	-339	0.00%	-$384
FNMA POOL 748643 FN 09/33 FLOATING VAR	11,245	10,908	-337	0.00%	-$372
MLCC MORTGAGE INVESTORS INC MLCC 2003 A 2A2	13,373	11,996	-1,377	0.00%	-$673

Top 300 of 531, by weight.

Security	Shares Dec 2025	Shares Mar 2026	End %	Δ value
RFR USD SOFR/1.75000 06/15/22-30Y LCH	1	1	1.71%	-$8.20K
US TREASURY N/B	4,730,000	4,730,000	1.18%	-$38.25K
US TREASURY N/B	3,100,000	3,100,000	0.87%	-$36.33K
RFRF USD SF+26.161/0.50 9/16/23-5Y* CME	1	1	0.85%	-$99.45K
RFRF USD SF+26.161/1.2* 9/17/23-7Y* CME	1	1	0.76%	-$61.67K
US TREASURY N/B	2,300,000	2,300,000	0.61%	-$18.91K
Madison Park Funding XLVI Ltd., Series 2020-46A, Class ARR	1,700,000	1,700,000	0.53%	$51
MSC 2020-CNP A	1,800,000	1,800,000	0.50%	-$2.61K
GS MORTGAGE SECURITIES TRUST GSMS 2017 GPTX B 144A	2,100,000	2,100,000	0.49%	$199.64K
RFR USD SOFR/3.25000 06/18/25-10Y LCH	1	1	0.35%	$120.57K
Arbor Multifamily Mortgage Securities Trust, Series 2020-MF1, Class A5	1,200,000	1,200,000	0.35%	-$8.99K
Lendmark Funding Trust, Series 2024-1A, Class A	1,000,000	1,000,000	0.31%	-$5.84K
Bryant Park Funding Ltd., Series 2024-22A, Class A1	1,000,000	1,000,000	0.31%	-$2.57K
LCM LTD PARTNERSHIP LCM 31A AR 144A	1,000,000	1,000,000	0.31%	-$317
VENTURE CDO LTD VENTR 2021 44A A1NR 144A	1,000,000	1,000,000	0.31%	$708
LCM Ltd., Series 36A, Class A1R	1,000,000	1,000,000	0.31%	$1.63K
Atlas Senior Loan Fund XVII Ltd., Series 2021-17A, Class AR	1,000,000	1,000,000	0.31%	$2.11K
CENTERBRIDGE CREDIT FUNDING LT CBCF 2021 1A A 144A	1,000,000	1,000,000	0.30%	-$3.50K
ANCHORAGE CR FDG 4 LTD / LLC AR 2.723% 04/27/2039 144A	1,000,000	1,000,000	0.30%	-$899
SPACE COAST CREDIT UNION SCCU 2025 1A A3 144A	900,000	900,000	0.28%	-$5.49K
Enterprise Fleet Financing LLC, Series 2025-3, Class A2	900,000	900,000	0.28%	-$2.51K
ATLANTIC AVENUE LTD MCCP 2025 4A A 144A	900,000	900,000	0.28%	-$841
ARES XLIV CLO Ltd. Floating Rate, Due 04/15/2034	900,000	900,000	0.28%	$672
ROMARK CLO LTD RMRK 2021 4A A1R 144A	900,000	900,000	0.28%	$560
POST CLO LTD POST 2021 1A AR 144A	900,000	900,000	0.28%	$836
STWD 2025-FL4 LLC	900,000	900,000	0.28%	-$1.56K
WELLS FARGO COMMERCIAL MORTGAG WFCM 2025 AURA A 144A	900,000	900,000	0.28%	-$3.38K
WELLS FARGO COMMERCIAL MORTGAG WFCM 2025 AGLN A 144A	900,000	900,000	0.28%	-$3.38K
LRECS 2025 CRE1 LLC LRECS 2025 CRE1 A 144A	900,000	900,000	0.28%	-$3.26K
Guggenheim CLO Ltd., Series 2022-2A, Class A1R	850,000	850,000	0.26%	$1.35K
Bain Capital Credit CLO Ltd., Series 2019-4A, Class A1RR	850,000	850,000	0.26%	$516
BDS LTD BDS 2025 FL14 A 144A	850,000	850,000	0.26%	-$1.88K
WIND RIVER CLO LTD WINDR 2016 1KRA A1R3 144A	845,438	845,438	0.26%	$2.48K
AFRMT 2025-1A A	800,000	800,000	0.25%	-$3.18K
SFS AUTO RECEIVABLES SECURITIZ SFAST 2024 3A A3 144A	800,000	800,000	0.25%	-$2.44K
HAROT 2024-4 A3	800,000	800,000	0.25%	-$2.92K
NAROT 2024-B A3	800,000	800,000	0.25%	-$2.75K
Ares XXVII CLO Ltd., Series 2013-2A, Class AR3	800,000	800,000	0.25%	$715
WPT 2017-WWP A	1,000,000	1,000,000	0.25%	-$4.91K
ANCHORAGE CREDIT FUNDING LTD. ANCHF 2019 9A AV 144A	699,309	699,309	0.21%	-$2.94K
WFCM 2020-C55 A5	600,000	600,000	0.17%	-$2.21K
WSTN TRUST WSTN 2023 MAUI A 144A	500,000	500,000	0.16%	-$3.97K
CMXS 2025-B A3	500,000	500,000	0.15%	-$2.91K
RFRF USD SF+26.161/1.7* 7/15/23-7Y* CME	1	1	0.15%	$33.67K
Madison Park Funding XLIX Ltd., Series 2021-49A, Class AR	450,000	450,000	0.14%	$189
CD 2017-CD5 A4	400,000	400,000	0.12%	-$883
WFCM 2019-C49 A5	300,000	300,000	0.09%	-$2.29K
RFRF USD SF+26.161/2.00 8/12/23-7Y* CME	1	1	0.08%	$26.31K
JP MORGAN CHASE COMMERCIAL MOR JPMCC 2020 MKST A 144A	500,000	500,000	0.07%	-$17.26K
TCW CLO 2019 1 AMR, LTD. TCW 2019 1A ASNR 144A	200,000	200,000	0.06%	$100
CSAIL 2019-C16 A3	200,000	200,000	0.06%	-$1.43K
RFRF USD SF+26.161/1.7* 12/21/16-10Y LCH	1	1	0.04%	-$77.69K
RFRF USD SF+26.161/2.00 9/10/23-6Y* CME	1	1	0.04%	$13.26K
RFRF USD SF+26.161/2.00 9/10/23-6Y* CME	1	1	0.04%	-$4.89K
RFRF USD SF+26.161/1.50 9/18/23-6Y* CME	1	1	0.03%	-$3.51K
CMXS 2024-A A3	100,000	100,000	0.03%	-$311
RFRF USD SF+26.161/1.4* 09/07/23-8Y CME	1	1	0.03%	$3.51K
Drive Auto Receivables Trust, Series 2025-2, Class A3	100,000	100,000	0.03%	-$334
RFRF USD SF+26.161/1.00 9/16/23-7Y* CME	1	1	0.03%	-$1.74K
RFR USD SOFR/3.75000 06/20/24-7Y LCH	2	2	0.03%	-$192.40K
RFR USD SOFR/3.25000 12/20/23-30Y LCH	1	1	0.02%	-$1.24K
RFR USD SOFR/3.75000 12/20/23-5Y LCH	1	1	0.02%	-$85.88K
RFR USD SOFR/3.25000 03/19/25-7Y LCH	1	1	0.01%	-$4.08K
RFRF USD SF+26.161/1.3* 9/22/23-5Y* CME	1	1	0.01%	-$1.56K
RFR USD SOFR/3.00000 03/19/25-5Y LCH	1	1	0.01%	-$7.13K
RFRF USD SF+26.161/2.0* 8/09/23-9Y* CME	1	1	0.01%	$2.07K
CMBX.NA.AAA.12 SP SAL	1	1	0.01%	-$27.25K
RFRF USD SF+26.161/1.9* 02/09/22-10Y LCH	1	1	0.01%	$1.37K
LONG BEACH MORTGAGE LOAN TRUST LBMLT 2001 4 2A1	15,726	15,726	0.00%	-$125
RENAISSANCE HOME EQUITY LOAN T RAMC 2002 2 A	9,528	9,528	0.00%	-$6
RFR USD SOFR/3.25000 06/18/25-7Y LCH	1	1	0.00%	$1.86K
HOME EQUITY ASSET TRUST HEAT 2002 1 A4	7,954	7,954	0.00%	$17
RFRF USD SF+26.161/0.9* 8/06/23-3Y* CME	1	1	0.00%	-$9.21K
RFRF USD SF+26.161/1.2* 9/15/23-3Y* CME	1	1	0.00%	-$1.48K
LEHMAN BRTH HLDH PROD	2,000,000	2,000,000	0.00%	$0
BSARM 2002-11 1A1	159	159	0.00%	-$9
RFR USD SOFR/3.75000 09/17/25-7Y LCH	1	1	0.00%	-$70
CMBX.NA.AAA.8 SP MEI	1	1	0.00%	-$1
NATIONSTAR NIM TRUST NSTRN 2007 C A 144A	23,958	23,958	0.00%	$0
RFR USD SOFR/3.43000 02/27/23-10Y LCH	1	1	0.00%	$11
RFR USD SOFR/3.52500 03/02/23-7Y LCH	1	1	0.00%	-$22
RFR USD SOFR/3.75000 12/18/24-10Y LCH	1	1	0.00%	-$631
RFR USD SOFR/3.75000 12/17/25-5Y LCH	1	1	0.00%	$1.15K
RFR USD SOFR/3.47000 02/22/23-7Y LCH	1	1	0.00%	$142
RFR USD SOFR/3.75000 12/17/25-7Y LCH	1	1	0.00%	$3.81K
RFR USD SOFR/3.34000 02/23/23-7Y LCH	1	1	0.00%	$354
RFR USD SOFR/3.6942* 09/02/25-7Y* LCH	1	1	0.00%	-$44.58K
RFR USD SOFR/3.75000 12/18/24-2Y LCH	1	1	0.00%	$29.04K
RFR USD SOFR/3.40000 02/23/23-10Y LCH	1	1	0.00%	$295
RFR USD SOFR/3.42500 03/01/23-10Y LCH	1	1	0.00%	$327
RFR USD SOFR/3.45000 03/07/23-10Y LCH	1	1	0.00%	$240
RFR USD SOFR/3.10000 09/09/22-7Y LCH	1	1	0.00%	-$2.93K
RFR USD SOFR/3.05000 09/08/22-7Y LCH	1	1	0.00%	-$2.93K
RFR USD SOFR/1.76500 03/16/22-10Y LCH	1	1	0.00%	$1.71K
RFR USD SOFR/3.75000 06/20/24-10Y LCH	2	2	0.00%	-$14.89K
RFRF USD SF+26.161/1.6* 7/20/23-6Y* CME	1	1	0.00%	-$852
RFR USD SOFR/3.50000 06/21/23-10Y LCH	2	2	-0.01%	-$2.10K
RFR USD SOFR/3.08000 02/23/23-30Y LCH	1	1	-0.01%	$1.42K
RFR USD SOFR/3.05000 09/06/22-10Y LCH	1	1	-0.01%	-$4.27K
RFRF USD SF+26.161/1.6* 7/26/23-6Y* CME	1	1	-0.01%	-$1.99K
RFR USD SOFR/3.79114 09/02/25-7Y* LCH	4	4	-0.01%	-$178.01K
RFR USD SOFR/3.62000 09/02/25-4Y* LCH	2	2	-0.01%	-$205.43K
RFR USD SOFR/1.88750 03/22/22-7Y LCH	1	1	-0.01%	$9.39K
RFR USD SOFR/2.18500 04/21/22-7Y LCH	1	1	-0.01%	-$3.74K
RFR USD SOFR/3.83400 03/01/24-7Y* LCH	24	24	-0.01%	$414.60K
RFR USD SOFR/3.50000 12/20/23-10Y LCH	2	2	-0.01%	-$12.04K
RFRF USD SF+26.161/1.7* 02/02/22-10Y LCH	1	1	-0.01%	-$1.73K
RFRF USD SF+26.161/1.7* 7/12/23-9Y* CME	1	1	-0.01%	-$1.60K
RFRF USD SF+26.161/1.5* 7/26/23-8Y* CME	1	1	-0.01%	$934
RFRF USD SF+26.161/1.5* 7/22/23-8Y* CME	1	1	-0.01%	$991
RFRF USD SF+26.161/1.2* 09/28/23-5Y CME	1	1	-0.01%	-$2.20K
RFR USD SOFR/1.77000 02/14/22-10Y LCH	1	1	-0.01%	$7.15K
RFRF USD SF+26.161/1.8* 7/26/23-29Y* CME	1	1	-0.01%	$151
RFR USD SOFR/1.73000 02/24/22-10Y LCH	1	1	-0.01%	$7.16K
RFRF USD SF+26.161/1.8* 7/24/23-29Y* CME	1	1	-0.01%	$188
RFR USD SOFR/1.65000 02/08/22-10Y LCH	1	1	-0.01%	$7.58K
RFRF USD SF+26.161/1.6* 7/24/23-9Y* CME	1	1	-0.02%	-$1.95K
RFR USD SOFR/2.69000 07/11/22-10Y LCH	2	2	-0.02%	-$5.79K
RFR USD SOFR/3.25000 06/21/23-5Y LCH	1	1	-0.02%	-$29.96K
RFRF USD SF+26.161/1.5* 7/15/23-8Y* CME	1	1	-0.02%	$1.71K
RFRF USD SF+26.161/1.50 7/05/23-8Y* CME	1	1	-0.02%	$1.72K
RFRF USD SF+26.161/0.7* 9/16/23-8Y* CME	1	1	-0.02%	$1.22K
RFR USD SOFR/1.87200 04/06/22-10Y LCH	1	1	-0.03%	-$5.98K
RFRF USD SF+26.161/3.00 9/19/23-3Y* CME	1	1	-0.04%	-$238.70K
RFR USD SOFR/1.75000 06/15/22-7Y LCH	2	2	-0.04%	-$11.35K
RFRF USD SF+26.161/1.50 9/15/23-5Y* CME	1	1	-0.05%	$7.74K
RFR USD SOFR/1.81700 04/05/22-10Y LCH	1	1	-0.06%	-$11.98K
RFR USD SOFR/3.25000 06/18/25-5Y LCH	1	1	-0.06%	-$71.92K
RFR USD SOFR/1.61750 02/09/22-7Y LCH	1	1	-0.12%	$136.63K
RFR USD SOFR/1.75000 06/15/22-10Y LCH	4	4	-0.27%	-$45.18K
RFRF USD SF+26.161/1.5* 7/19/23-28Y* CME	1	1	-0.44%	$8.51K
RFR USD SOFR/3.25000 06/18/25-30Y LCH	1	1	-0.50%	$35.90K

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