PIMCO Mortgage and Short-Term Investments 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 3 6/24	331,400,000	331,400,000	11.21%	$290.64M
Uniform Mortgage-Backed Security, TBA	270,058,000	270,058,000	10.05%	$260.39M
Uniform Mortgage-Backed Security, TBA	220,662,564	220,662,564	8.39%	$217.37M
Uniform Mortgage-Backed Security, TBA	184,000,000	184,000,000	7.12%	$184.42M
Uniform Mortgage-Backed Security, TBA	161,000,000	161,000,000	6.23%	$161.53M
FNCL 5 4/26	143,841,218	143,841,218	5.47%	$141.88M
FNCL 3 4/26	145,805,078	145,805,078	4.94%	$128.09M
FNCL 6 6/24	101,000,000	101,000,000	3.97%	$102.81M
FNCI 3.5 4/25	97,900,000	97,900,000	3.64%	$94.26M
Government National Mortgage Association, TBA	99,165,000	99,165,000	3.16%	$81.89M
Government National Mortgage Association, TBA	94,850,000	94,850,000	3.15%	$81.56M
FNCL 6 7/25	73,000,000	73,000,000	2.87%	$74.28M
G2SF 5 5/26	54,800,000	54,800,000	2.09%	$54.17M
FNCI 3 4/24	53,675,000	53,675,000	1.98%	$51.27M
Government National Mortgage Association, TBA	42,900,000	42,900,000	1.60%	$41.40M
Ginnie Mae II Pool	42,801,226	42,801,226	1.48%	$38.26M
Government National Mortgage Association, TBA	33,500,000	33,500,000	1.30%	$33.65M
Government National Mortgage Association, TBA	33,000,000	33,000,000	1.29%	$33.52M
Uniform Mortgage-Backed Security, TBA	31,800,000	31,800,000	1.25%	$32.38M
G2SF 4 4/23	32,650,000	32,650,000	1.18%	$30.59M
Ginnie Mae II Pool	25,580,809	25,580,809	0.88%	$22.87M
FNCL 3 5/26	24,999,922	24,999,922	0.85%	$21.94M
GNMA II TBA 30 YR 3.5 JUMBOS	21,882,000	21,882,000	0.77%	$20.08M
FNCI 2 5/26	18,600,000	18,600,000	0.66%	$17.12M
GNMA II POOL MB0681 G2 10/55 FIXED 3	17,701,988	17,701,988	0.61%	$15.83M
Uniform Mortgage-Backed Security, TBA	14,400,000	14,400,000	0.43%	$11.11M
FNCL 2.5 4/26	10,930,000	10,930,000	0.35%	$9.19M
GNMA II POOL MB0741 G2 11/55 FIXED 3	9,857,379	9,857,379	0.34%	$8.81M
FNCL 6 4/26	3,800,000	3,800,000	0.15%	$3.87M
FNCL 4.5 4/26	3,300,000	3,300,000	0.12%	$3.19M
G2 MB0088	1,999,800	1,999,800	0.07%	$1.84M
FNCI 4.5 4/25	1,500,000	1,500,000	0.06%	$1.49M
SEQUOIA MORTGAGE TRUST SEMT 2026 INV2 A26F 144A	700,000	700,000	0.03%	$701.72K
FNCI 5 4/21	400,000	400,000	0.02%	$402.98K
SAIL 2004-10 M3 SP GST	1	1	0.00%	$7
FNCL 3.5 5/26	0	0	0.00%	$0
FNCL 2 4/26	-14,507,548	-14,507,548	-0.45%	-$11.69M
G2SF 3 4/26	-35,000,000	-35,000,000	-1.21%	-$31.25M
FNCL 2 5/26	-231,792,452	-231,792,452	-7.20%	-$186.66M
Uniform Mortgage-Backed Security, TBA	-264,600,000	-264,600,000	-9.34%	-$242.05M
FNCL 6.5 6/24	-299,700,000	-299,700,000	-11.95%	-$309.79M

Security	Shares Dec 2025	Δ shares	End %	Δ value
Uniform Mortgage-Backed Security, TBA	439,718,000	-439,718,000	0.00%	-$428.92M
Uniform Mortgage-Backed Security, TBA	352,300,000	-352,300,000	0.00%	-$356.92M
Uniform Mortgage-Backed Security, TBA	286,603,782	-286,603,782	0.00%	-$285.56M
FNCL 3 2/26	318,405,000	-318,405,000	0.00%	-$281.45M
G2SF 3 1/26	253,350,000	-253,350,000	0.00%	-$227.69M
Uniform Mortgage-Backed Security, TBA	109,800,000	-109,800,000	0.00%	-$112.69M
FNCL 6 3/24	99,000,000	-99,000,000	0.00%	-$101.61M
FNCI 3.5 1/25	97,900,000	-97,900,000	0.00%	-$95.19M
G2SF 2 1/26	99,165,000	-99,165,000	0.00%	-$82.15M
FNCL 5 1/26	64,400,000	-64,400,000	0.00%	-$64.23M
Government National Mortgage Association	66,900,000	-66,900,000	0.00%	-$57.70M
G2SF 5 1/26	54,800,000	-54,800,000	0.00%	-$54.68M
FNCI 3 1/25	53,675,000	-53,675,000	0.00%	-$51.64M
Government National Mortgage Association, TBA	39,925,000	-39,925,000	0.00%	-$38.87M
G2SF 4 1/26	38,650,000	-38,650,000	0.00%	-$36.52M
G2SF 5.5 1/25	33,500,000	-33,500,000	0.00%	-$33.83M
G2SF 6 1/25	33,000,000	-33,000,000	0.00%	-$33.63M
Government National Mortgage Association, TBA	27,950,000	-27,950,000	0.00%	-$24.11M
FNCI 2 1/26	18,600,000	-18,600,000	0.00%	-$17.23M
G2SF 3.5 1/26	17,882,000	-17,882,000	0.00%	-$16.28M
Uniform Mortgage-Backed Security, TBA	14,400,000	-14,400,000	0.00%	-$11.11M
FNCL 7 1/24	9,000,000	-9,000,000	0.00%	-$9.47M
FNCL 2.5 1/26	10,930,000	-10,930,000	0.00%	-$9.24M
FNMA POOL BL1296 FN 02/26 FIXED 3.575	9,000,000	-9,000,000	0.00%	-$8.97M
FNMA POOL BS7102 FN 11/32 FIXED 4.5	7,000,000	-7,000,000	0.00%	-$7.06M
FR SD8525	4,355,515	-4,355,515	0.00%	-$4.48M
FNCL 3 1/26	4,700,000	-4,700,000	0.00%	-$4.16M
G2SF 4.5 1/26	2,975,000	-2,975,000	0.00%	-$2.90M
FNMA POOL CB3278 FN 04/52 FIXED 3	3,167,197	-3,167,197	0.00%	-$2.81M
FNCI 4.5 1/25	1,500,000	-1,500,000	0.00%	-$1.50M
Newark BSL CLO Ltd., Series 2017-1A, Class A1R	1,255,792	-1,255,792	0.00%	-$1.26M
Romark CLO Ltd., Series 2017-1A, Class A1R	948,662	-948,662	0.00%	-$949.82K
FNMA POOL BS8667 FN 06/33 FIXED 4.44	643,654	-643,654	0.00%	-$643.86K
Dryden Senior Loan Fund, Series 2015-41A, Class AR	437,609	-437,609	0.00%	-$438.15K
MAGNETITE XXV LTD SER 2020-25A CL A V/R REGD 144A P/P 5.31959000	424,442	-424,442	0.00%	-$424.89K
Uniform Mortgage-Backed Security, TBA	400,000	-400,000	0.00%	-$405.15K
FREDDIE MAC POOL UMBS P#QD9433 3.00000000	428,079	-428,079	0.00%	-$379.58K
Atlas Senior Loan Fund XII Ltd	199,539	-199,539	0.00%	-$199.65K
317UAUKA1 PIMCO SWAPTION 4.146 PUT USD 2027102	90,700,000	-90,700,000	0.00%	-$140.02K
MOUNTAIN VIEW CLO LTD MVW 2015 9A A1R 144A	121,291	-121,291	0.00%	-$121.44K
TIAA CLO III Ltd	11,405	-11,405	0.00%	-$11.41K
FNMA POOL 494522 FN 04/29 FIXED 5.5	3,244	-3,244	0.00%	-$3.29K
FNMA POOL AH4551 FN 02/26 FIXED 3.5	2,038	-2,038	0.00%	-$2.03K
GNMA POOL 686314 GN 05/38 FIXED 6	1,446	-1,446	0.00%	-$1.50K
FED HM LN PC POOL A98016 FG 06/39 FIXED 4.5	1,308	-1,308	0.00%	-$1.31K
FED HM LN PC POOL 865591 FH 03/29 FLOATING VAR	654	-654	0.00%	-$649
GNMA II POOL 008830 G2 03/26 FLOATING VAR	573	-573	0.00%	-$572
FNMA POOL AH4090 FN 02/26 FIXED 3.5	535	-535	0.00%	-$534
FNMA POOL AH9863 FN 04/26 FIXED 4	351	-351	0.00%	-$350
GNMA POOL 509444 GN 12/29 FIXED 8.5	268	-268	0.00%	-$269
GNMA POOL 477534 GN 11/28 FIXED 6.5	228	-228	0.00%	-$236
FED HM LN PC POOL A37999 FG 10/35 FIXED 4.5	234	-234	0.00%	-$234
Freddie Mac Non Gold Pool	140	-140	0.00%	-$140
FNMA POOL 256170 FN 03/26 FIXED 5	127	-127	0.00%	-$126
GNMA POOL 562346 GN 01/34 FIXED 5	87	-87	0.00%	-$87
FNMA, REMIC, Series 1996-48, Class Z	77	-77	0.00%	-$77
FNMA POOL 256175 FN 02/26 FIXED 6.5	65	-65	0.00%	-$68
GNMA II POOL 008814 G2 02/26 FLOATING VAR	61	-61	0.00%	-$61
GNMA II POOL 008793 G2 01/26 FLOATING VAR	51	-51	0.00%	-$51
GNMA II POOL 008844 G2 03/26 FLOATING VAR	45	-45	0.00%	-$45
FNMA POOL 408204 FN 01/28 FIXED 6.5	27	-27	0.00%	-$28
GNMA II POOL 008815 G2 02/26 FLOATING VAR	23	-23	0.00%	-$22
FNMA POOL 256253 FN 05/26 FIXED 5	15	-15	0.00%	-$15
GNMA II POOL 008842 G2 03/26 FLOATING VAR	10	-10	0.00%	-$10
GNMA II POOL 008788 G2 01/26 FLOATING VAR	7	-7	0.00%	-$7
GNMA II POOL 008781 G2 01/26 FLOATING VAR	7	-7	0.00%	-$7
FNMA POOL 503004 FN 06/29 FIXED 6.5	4	-4	0.00%	-$5
FED HM LN PC POOL 847040 FH 02/29 FLOATING VAR	4	-4	0.00%	-$4
FNCL 4.5 1/26	0	0	0.00%	$0
RFR USD SOFR/4.14600 10/27/27-1Y LCH	0	0	0.00%	$0
FNCL 2 1/26	-121,300,000	121,300,000	0.00%	$98.08M
Uniform Mortgage-Backed Security, TBA	-125,000,000	125,000,000	0.00%	$101.05M
Uniform Mortgage-Backed Security, TBA	-169,660,000	169,660,000	0.00%	$160.84M
FNCL 3.5 2/26	-264,600,000	264,600,000	0.00%	$243.81M
Uniform Mortgage-Backed Security, TBA	-299,700,000	299,700,000	0.00%	$311.54M

Security	Shares Dec 2025	Shares Mar 2026	Δ shares	End %	Δ value
COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 OA12 A1C	5,455,431	5,462,326	6,894	0.19%	$21.67K
COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 OA8 2A4	1,478,726	1,478,968	242	0.04%	$11.36K
CWALT 2008-2R 2A1	80,386	80,482	96	0.00%	-$717
US ULTRA BOND CBT Sep25	-2,590,999	5,349	2,596,348	-0.07%	-$2.44M

Security	Shares Dec 2025	Shares Mar 2026	Δ shares	End %	Δ value
PIMCO PRV SHORT TERM FLT III MUTUAL FUND	4,875,583	3,609,688	-1,265,895	1.36%	-$12.34M
G2 MA7589	32,408,025	31,751,469	-656,557	1.06%	-$624.87K
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2021-H16 CL F V/R 5.41765000	24,561,430	24,303,478	-257,952	0.96%	-$241.79K
FNMA POOL FM9966 FN 08/43 FIXED VAR	24,298,608	23,710,337	-588,272	0.86%	-$853.27K
FED HM LN PC POOL RA5646 FR 07/51 FIXED 3	18,495,226	18,285,350	-209,876	0.62%	-$294.09K
FNMA POOL FM2419 FN 02/50 FIXED VAR	18,748,450	18,249,649	-498,801	0.62%	-$551.94K
Freddie Mac REMICS	21,803,586	21,427,756	-375,830	0.53%	-$394.86K
GS MORTGAGE BACKED SECURITIES GSMBS 2022 HP1 A2 144A	13,886,676	13,601,259	-285,417	0.46%	-$366.59K
FNMA POOL FM3241 FN 03/50 FIXED VAR	13,274,842	12,990,998	-283,845	0.45%	-$329.53K
FR SD7518	12,722,197	12,449,336	-272,861	0.43%	-$324.61K
FNMA POOL CA3718 FN 06/49 FIXED 4	11,821,002	11,517,185	-303,818	0.43%	-$379.63K
G2 MA7883	10,896,323	10,653,212	-243,111	0.38%	-$134.41K
FNMA POOL CB0200 FN 04/51 FIXED 3	11,336,238	11,065,245	-270,993	0.38%	-$302.27K
FNMA POOL CA9306 FN 02/51 FIXED 3	11,025,838	10,872,667	-153,170	0.37%	-$204.19K
Fannie Mae REMICS	9,856,894	9,660,778	-196,116	0.37%	-$207.25K
FNMA POOL FS0900 FN 07/43 FIXED VAR	9,542,948	9,260,197	-282,752	0.34%	-$402.15K
FNMA POOL BF0383 FN 04/59 FIXED 4.5	8,225,003	7,967,011	-257,992	0.30%	-$339.58K
GOVERNMENT NATIONAL MORTGAGE A GNR 2020 H15 FD	7,595,762	7,558,562	-37,200	0.30%	-$31.07K
FNMA POOL BF0334 FN 01/59 FIXED 3.5	8,426,232	8,281,111	-145,121	0.29%	-$176.85K
FNMA POOL CA1360 FN 03/48 FIXED 3.5	8,155,016	7,892,031	-262,985	0.28%	-$310.69K
GOVERNMENT NATIONAL MORTGAGE A GNR 2020 H17 HF	6,597,566	6,451,825	-145,741	0.25%	-$141.91K
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2020-H15 CL FH V/R 5.16411000	6,310,650	6,202,891	-107,759	0.24%	-$101.39K
STRUCTURED ASSET INVESTMENT LO SAIL 2005 5 M4	6,797,309	6,393,947	-403,361	0.24%	-$382.76K
FNMA POOL BM7152 FN 02/28 VARIABLE	5,989,880	5,983,789	-6,090	0.23%	-$34.58K
FNMA POOL FS2678 FN 01/52 FIXED VAR	7,036,443	6,886,012	-150,431	0.23%	-$150.79K
FR RC1860	6,556,043	6,271,200	-284,843	0.22%	-$299.51K
FED HM LN PC POOL RA5057 FR 04/51 FIXED 3	6,594,054	6,513,648	-80,406	0.22%	-$108.86K
G2 MA7829	6,301,736	6,160,109	-141,628	0.22%	-$97.13K
FNMA POOL BF0102 FN 06/56 FIXED 3.5	6,325,970	6,193,433	-132,537	0.22%	-$169.91K
Freddie Mac Strips	37,926,967	37,230,614	-696,353	0.22%	-$231.74K
FN MA4306	6,633,778	6,513,708	-120,070	0.21%	-$137.35K
FREDDIE MAC FHR 4836 PO	8,785,446	8,630,716	-154,730	0.21%	$44.60K
FNMA POOL BF0169 FN 01/57 FIXED 3.5	5,975,629	5,858,012	-117,617	0.21%	-$153.59K
IndyMac INDX Mortgage Loan Trust 2006-AR19	6,313,770	6,276,777	-36,994	0.21%	$29.46K
Freddie Mac Pool	5,896,500	5,738,301	-158,199	0.21%	-$186.82K
FNMA POOL CB0356 FN 05/51 FIXED 3	5,968,693	5,832,879	-135,814	0.20%	-$149.53K
GNMA II POOL 784295 G2 03/47 FIXED 3.5	5,671,949	5,508,738	-163,211	0.20%	-$111.04K
FNMA POOL FM3229 FN 02/47 FIXED VAR	5,582,766	5,422,776	-159,991	0.20%	-$216.74K
JP MORGAN MORTGAGE TRUST JPMMT 2021 INV8 A2 144A	5,879,059	5,778,849	-100,210	0.19%	-$133.38K
GNMA II POOL 784433 G2 02/48 FIXED 3.5	5,112,964	4,929,537	-183,427	0.18%	-$134.20K
JP MORGAN MORTGAGE TRUST JPMMT 2021 INV6 A2 144A	5,077,084	4,991,842	-85,242	0.17%	-$120.59K
FNMA POOL BH9316 FN 09/47 FIXED 3.5	4,706,889	4,590,090	-116,800	0.17%	-$151.49K
TPMT 2019-4 A1	4,650,511	4,402,399	-248,112	0.16%	-$255.16K
Uniform Mortgage-Backed Securities	4,723,521	4,613,745	-109,776	0.16%	-$128.44K
G2 MA5399	4,294,423	4,201,875	-92,548	0.16%	-$124.64K
MF PERMANENT RISK-SHARE PC	4,281,681	4,260,481	-21,200	0.15%	-$56.87K
FED HM LN PC POOL SC0050 FR 02/40 FIXED 3	4,246,191	4,139,125	-107,066	0.15%	-$122.79K
FNMA POOL FS2338 FN 11/46 FIXED VAR	4,336,200	4,198,753	-137,447	0.15%	-$163.93K
FNMA POOL FM7070 FN 04/51 FIXED VAR	4,233,898	4,138,487	-95,411	0.14%	-$113.89K
FNMA POOL AL8092 FN 07/42 FIXED VAR	3,866,944	3,722,571	-144,373	0.14%	-$191.01K
Uniform Mortgage-Backed Securities	4,327,371	4,256,994	-70,377	0.14%	-$78.81K
FNMA POOL CA6424 FN 07/50 FIXED 3	4,166,256	4,034,949	-131,307	0.14%	-$140.76K
FNMA POOL AE0715 FN 12/40 FIXED VAR	3,824,161	3,641,620	-182,540	0.14%	-$229.14K
GNMA POOL 784208 GN 07/46 FIXED 4	3,670,929	3,608,200	-62,729	0.14%	-$15.17K
FNMA POOL BS8724 FN 07/33 FIXED 4.63	3,446,296	3,439,548	-6,748	0.13%	-$6.73K
FNMDI4 3.0 BF0262 05-01-58	4,060,933	3,963,582	-97,351	0.13%	-$109.12K
NRZT 2019-RPL3 A1 144A FRN 07-25-59	3,795,246	3,545,567	-249,679	0.13%	-$244.11K
UMBS	4,121,323	4,001,368	-119,955	0.13%	-$120.31K
FNMDI4 3.0 BF0167 02-01-57	3,860,398	3,818,768	-41,630	0.13%	-$59.56K
G2 MA3244	3,601,621	3,514,898	-86,723	0.13%	-$62.19K
FNMA POOL CB0613 FN 05/51 FIXED 3	3,771,664	3,695,616	-76,048	0.13%	-$89.17K
FNMA POOL FM1631 FN 09/49 FIXED VAR	3,690,939	3,634,271	-56,669	0.12%	-$72.05K
G2 MA3310	3,467,986	3,382,666	-85,321	0.12%	-$46.78K
FNMA POOL BO9008 FN 02/50 FIXED 3	3,696,733	3,581,991	-114,742	0.12%	-$123.27K
FNMA POOL CB2301 FN 12/51 FIXED 3	3,618,330	3,554,018	-64,312	0.12%	-$77.99K
COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 OA11 A1C	3,653,940	3,653,469	-471	0.12%	$18.01K
GNMA POOL BT0861 GN 03/50 FIXED 3	3,518,012	3,448,032	-69,980	0.12%	-$82.67K
FREDDIE MAC FHR 4262 SB	3,324,642	3,233,054	-91,588	0.12%	-$140.26K
FREDDIE MAC FHR 4094 BZ	3,184,292	2,959,505	-224,787	0.11%	-$235.16K
UMBS	3,261,528	3,218,286	-43,241	0.11%	-$57.42K
FNMA POOL FM8662 FN 08/51 FIXED VAR	3,278,538	3,213,643	-64,895	0.11%	-$76.44K
FREDDIE MAC FHR 4265 LS	3,158,929	3,048,942	-109,987	0.11%	-$161.18K
FNMA POOL 890362 FN 08/41 FIXED VAR	2,877,833	2,815,839	-61,994	0.11%	-$109.54K
FED HM LN PC POOL U90133 FG 08/42 FIXED 4	2,884,195	2,788,444	-95,751	0.10%	-$103.26K
FNMA POOL FM0076 FN 03/50 FIXED VAR	3,071,682	3,003,674	-68,008	0.10%	-$78.24K
FNMA POOL FM1514 FN 09/49 FIXED VAR	3,046,625	3,013,736	-32,889	0.10%	-$47.23K
FNMA POOL AB3273 FN 07/41 FIXED 4.5	2,809,230	2,664,994	-144,236	0.10%	-$188.68K
UMBS	2,697,209	2,646,645	-50,564	0.10%	-$78.53K
FNMA POOL FM7441 FN 05/51 FIXED VAR	3,007,853	2,965,059	-42,794	0.10%	-$53.03K
FNMA POOL CB0198 FN 04/51 FIXED 3	3,002,343	2,957,926	-44,416	0.10%	-$54.41K
Government National Mortgage Association	2,958,336	2,648,904	-309,432	0.10%	-$303.49K
G2 MA0782	2,848,683	2,774,097	-74,587	0.10%	-$95.01K
MASTR Adjustable Rate Mortgages Trust 2007-3	3,039,263	2,972,021	-67,241	0.10%	-$70.88K
FNMA POOL CB3277 FN 04/52 FIXED 3	2,908,147	2,831,483	-76,664	0.10%	-$84.72K
FNMA POOL BJ3862 FN 01/38 FIXED 3	2,685,500	2,621,721	-63,778	0.10%	-$71.04K
FREDDIE MAC FHR 4255 SN	2,547,038	2,444,976	-102,063	0.09%	-$151.77K
GNMA POOL 784041 GN 08/45 FIXED 4	2,530,621	2,486,774	-43,846	0.09%	-$11.06K
FNMA POOL AS9646 FN 05/37 FIXED 4	2,493,589	2,438,115	-55,474	0.09%	-$74.34K
G2 MA5711	2,478,202	2,421,171	-57,031	0.09%	-$72.44K
FNMA POOL AL7772 FN 11/35 FIXED VAR	2,491,177	2,378,507	-112,670	0.09%	-$131.20K
FED HM LN PC POOL QA4115 FR 11/49 FIXED 3	2,590,165	2,570,417	-19,749	0.09%	-$36.05K
FNMA POOL MA3359 FN 04/38 FIXED 3	2,428,911	2,360,263	-68,649	0.09%	-$74.18K
GNMA POOL CL6189 GN 03/52 FIXED 4	2,250,206	2,216,148	-34,058	0.08%	-$52.29K
ONSLOW BAY FINANCIAL LLC OBX 2022 INV2 A1 144A	2,435,650	2,395,827	-39,822	0.08%	-$53.90K
FNMA POOL BD8968 FN 11/46 FIXED 3.5	2,330,408	2,200,577	-129,831	0.08%	-$140.46K
FREDDIE MAC POOL UMBS P#RA5502 3.00000000	2,375,553	2,319,373	-56,180	0.08%	-$63.49K
GNMA POOL AE7017 GN 06/43 FIXED 3.5	2,206,701	2,173,203	-33,497	0.08%	-$17.20K
Freddie Mac REMICS Floating Rate, Due 08/15/2040	2,086,796	1,986,946	-99,850	0.08%	-$99.60K
G2 MA2756	1,993,562	1,955,341	-38,221	0.07%	-$56.53K
FN MA4256	2,306,740	2,270,563	-36,177	0.07%	-$40.58K
GALLATIN LOAN MANAGEMENT, LLC GALL 2017 1A A1R 144A	2,303,735	1,904,459	-399,276	0.07%	-$398.54K
FNMA POOL BN0932 FN 12/48 FIXED 4	1,985,137	1,971,104	-14,033	0.07%	-$28.36K
G2 MA0698	2,105,866	2,053,256	-52,610	0.07%	-$68.36K
G2 MA5018	2,076,790	2,032,436	-44,354	0.07%	-$51.21K
FNMA POOL BK7974 FN 11/33 FIXED 4	1,911,857	1,836,352	-75,506	0.07%	-$87.71K
MF1 MULTIFAMILY HOUSING MORTGA MF1 2022 FL9 A 144A	2,482,008	1,815,091	-666,917	0.07%	-$667.68K
COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 OA11 A4	1,916,653	1,885,744	-30,909	0.07%	-$24.61K
FNMA POOL FM9166 FN 10/51 FIXED VAR	2,053,695	2,014,532	-39,163	0.07%	-$45.96K
Freddie Mac REMICS	1,904,271	1,803,675	-100,595	0.07%	-$99.99K
FNMA POOL AL4213 FN 09/43 FIXED VAR	1,848,198	1,828,020	-20,179	0.07%	-$40.03K
FNMA POOL AS9302 FN 03/37 FIXED 4	1,837,287	1,784,853	-52,434	0.07%	-$65.48K
FREMONT HOME LOAN TRUST FHLT 2006 B 2A4	5,714,676	5,687,579	-27,098	0.07%	-$21.87K
GNMA II POOL BD9140 G2 01/48 FIXED 3.5	1,857,497	1,800,159	-57,338	0.06%	-$40.01K
FNMA POOL FM3493 FN 05/35 FIXED VAR	1,784,264	1,690,915	-93,349	0.06%	-$103.35K
Venture CLO Ltd., Series 2019-36A, Class A1AR	2,226,009	1,643,219	-582,790	0.06%	-$582.31K
FNMA POOL AL4287 FN 11/40 FIXED VAR	1,630,025	1,548,117	-81,907	0.06%	-$99.99K
G2 MA3105	1,753,261	1,712,580	-40,681	0.06%	-$21.39K
FNMA POOL BR8465 FN 04/51 FIXED 2.5	1,846,960	1,833,648	-13,312	0.06%	-$19.18K
FANNIE MAE FNR 2021 1 IY	33,868,735	32,607,263	-1,261,472	0.06%	-$109.65K
FREDDIE MAC FHR 4839 UO	2,504,416	2,448,581	-55,835	0.06%	-$63.37K
FNMA POOL FM4862 FN 11/50 FIXED VAR	1,823,743	1,797,130	-26,613	0.06%	-$30.64K
FNMA POOL BS8910 FN 03/31 FIXED 4.99	1,470,589	1,466,769	-3,821	0.06%	-$13.03K
FG A92269	1,561,171	1,510,313	-50,859	0.06%	-$75.68K
STRUCTURED ASSET MORTGAGE INVE SAMI 2006 AR7 A11	1,851,848	1,808,753	-43,095	0.06%	$101.50K
FNMA POOL BM5034 FN 12/33 FIXED VAR	1,537,031	1,481,772	-55,260	0.06%	-$65.10K
FNMA POOL AS5671 FN 08/45 FIXED 4	1,545,491	1,531,388	-14,103	0.06%	-$22.25K
Freddie Mac REMICS Floating Rate, Due 12/15/2048	1,555,788	1,488,356	-67,433	0.06%	-$67.24K
FNMA POOL MA4660 FN 07/42 FIXED 3	1,604,327	1,564,650	-39,678	0.06%	-$46.56K
MORTGAGE EQUITY CONVERSION ASS MECA 2007 FF3 A 144A	1,737,736	1,576,210	-161,526	0.06%	-$165.99K
ENCORE CREDIT RECEIVABLES TRUS ECR 2005 1 M2	1,561,888	1,456,046	-105,842	0.06%	-$101.46K
FNMA POOL AL9380 FN 04/31 FIXED VAR	1,609,440	1,463,575	-145,865	0.06%	-$149.46K
FNMA POOL BA4544 FN 11/35 FIXED 4	1,558,414	1,452,543	-105,871	0.06%	-$115.89K
GNMA II POOL MA1227 G2 08/43 FIXED 5	1,408,130	1,382,270	-25,860	0.05%	-$40.28K
FNMA POOL MA5097 FN 07/43 FIXED 4.5	1,498,379	1,415,212	-83,167	0.05%	-$94.87K
GNMA POOL 784010 GN 03/45 FIXED 4	1,367,801	1,332,968	-34,833	0.05%	-$41.13K
FNMA POOL CA4543 FN 11/49 FIXED 3	1,460,287	1,435,314	-24,974	0.05%	-$30.62K
GNMA II POOL BE1642 G2 01/48 FIXED 4	1,340,106	1,330,725	-9,380	0.05%	-$19.46K
FED HM LN PC POOL RB5249 FR 07/43 FIXED 4.5	1,331,775	1,288,960	-42,814	0.05%	-$52.91K
GNMA POOL 779385 GN 06/42 FIXED 3.5	1,396,689	1,358,322	-38,367	0.05%	-$27.19K
CMLTI 2024-INV2 A3B	1,427,919	1,253,376	-174,543	0.05%	-$183.43K
FNMA POOL BJ4616 FN 02/48 FIXED 4	1,330,887	1,320,218	-10,669	0.05%	-$21.66K
LCM LTD PARTNERSHIP LCM 30A AR 144A	1,864,629	1,260,141	-604,488	0.05%	-$604.33K
FED HM LN PC POOL Q60520 FG 12/48 FIXED 4	1,431,662	1,284,924	-146,738	0.05%	-$153.42K
FNMA POOL BM3638 FN 08/44 FIXED VAR	1,320,879	1,270,068	-50,811	0.05%	-$64.63K
Freddie Mac REMICS Floating Rate, Due 01/25/2050	1,263,302	1,226,436	-36,866	0.05%	-$35.94K
FNMA, Series 2021-3, Class TI	7,189,839	7,070,708	-119,131	0.05%	-$19.64K
FNMA POOL AB7673 FN 01/33 FIXED 2.5	1,326,589	1,253,360	-73,229	0.05%	-$75.81K
Freddie Mac Gold Pool	1,204,039	1,153,878	-50,161	0.05%	-$57.09K
FNMA POOL BH7500 FN 11/47 FIXED 3.5	1,291,880	1,279,796	-12,084	0.05%	-$21.20K
Freddie Mac Gold Pool	1,206,502	1,172,949	-33,553	0.04%	-$56.10K
FNMA POOL AT8165 FN 06/43 FIXED 4	1,225,508	1,174,621	-50,888	0.04%	-$62.02K
RESIDENTIAL ASSET MORTGAGE PRO RAMP 2005 EFC4 M5	1,285,636	1,134,290	-151,346	0.04%	-$149.30K
Freddie Mac Gold Pool	1,091,035	1,065,635	-25,400	0.04%	-$35.87K
GNMA II POOL 005282 G2 01/42 FIXED 5	1,135,602	1,087,550	-48,052	0.04%	-$60.24K
FNMA POOL AS4009 FN 12/39 FIXED 3.5	1,164,238	1,132,295	-31,943	0.04%	-$47.42K
GNMA II POOL BD9048 G2 11/47 FIXED 3.5	1,152,424	1,138,849	-13,575	0.04%	-$4.35K
FG G01820	1,058,715	1,003,252	-55,463	0.04%	-$71.70K
FANNIE MAE FNR 2007 96 BF	1,118,633	1,032,528	-86,105	0.04%	-$86.64K
FNMA POOL BS9610 FN 09/38 FIXED 5.3	997,809	985,247	-12,561	0.04%	-$18.49K
GREENPOINT MORTGAGE FUNDING TR GPMF 2006 AR7 1A32	1,033,857	1,015,140	-18,717	0.04%	-$7.42K
FNMA POOL BM6156 FN 01/49 FLOATING VAR	1,083,272	985,732	-97,540	0.04%	-$103.92K
FNMA POOL BM4521 FN 08/38 FIXED VAR	1,071,876	1,037,955	-33,921	0.04%	-$41.04K
FNMA POOL AD0497 FN 11/39 FIXED VAR	1,034,200	985,366	-48,834	0.04%	-$64.87K
JP MORGAN MORTGAGE TRUST JPMMT 2019 6 A11 144A	1,075,223	1,023,856	-51,367	0.04%	-$27.87K
COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 OA16 A4C	1,173,395	1,155,305	-18,090	0.04%	$110.93K
FREDDIE MAC POOL UMBS P#SD0941 3.00000000	1,152,822	1,127,204	-25,618	0.04%	-$30.15K
GNMA POOL 783007 GN 06/40 FIXED 4.5	1,016,437	998,002	-18,436	0.04%	-$26.20K
FNMA POOL BO5356 FN 12/49 FIXED 3	1,096,558	1,087,419	-9,139	0.04%	-$14.40K
GNMA POOL BG5674 GN 07/48 FIXED 4	1,000,499	992,318	-8,180	0.04%	-$13.25K
FREDDIEMAC STRIP FHS 322 V1	1,073,002	1,046,973	-26,029	0.04%	-$33.90K
GNMA II POOL AS6886 G2 03/46 FIXED 3.5	1,031,132	1,021,644	-9,488	0.04%	-$1.42K
G2 MA3036	976,166	956,921	-19,245	0.04%	-$26.69K
OPTION ONE MORTGAGE LOAN TRUST OOMLT 2005 1 M1	998,612	977,308	-21,304	0.04%	-$19.95K
SLM STUDENT LOAN TRUST SLMA 2003 7A A5A 144A	974,144	936,582	-37,562	0.04%	-$37.17K
FN MA5861	960,483	897,584	-62,899	0.04%	-$69.54K
DRYDEN SENIOR LOAN FUND DRSLF 2018 64A A 144A	1,252,018	910,176	-341,842	0.04%	-$341.56K
FNMA POOL BY4799 FN 06/53 FIXED 5	1,054,372	911,296	-143,076	0.04%	-$153.46K
MF1 MULTIFAMILY HOUSING MORTGA MF1 2021 FL7 A 144A	1,302,396	905,976	-396,420	0.03%	-$394.83K
FN MA5830	957,290	880,080	-77,210	0.03%	-$84.12K
FR SD8533	952,173	891,286	-60,887	0.03%	-$69.95K
Freddie Mac REMICS Floating Rate, Due 06/15/2048	935,942	917,969	-17,973	0.03%	-$17.14K
FREDDIE MAC POOL UMBS P#RR0033 5.50000000	953,614	875,988	-77,627	0.03%	-$84.74K
FHLG 15YR 2.5% 12/01/2032#ZS8678	974,400	921,661	-52,739	0.03%	-$55.88K
FN MA5700	944,192	876,765	-67,427	0.03%	-$76.45K
FNMA POOL BY4800 FN 06/53 FIXED 5	880,829	874,886	-5,943	0.03%	-$15.47K
FNMA POOL BS9683 FN 10/28 FIXED 5.57	858,781	856,286	-2,495	0.03%	-$7.65K
FED HM LN PC POOL SB8379 FR 04/40 FIXED 5.5	931,862	842,852	-89,010	0.03%	-$96.20K
GNMA II POOL BE5659 G2 04/48 FIXED 4	910,624	904,449	-6,176	0.03%	-$12.89K
FED HM LN PC POOL QC8831 FR 10/51 FIXED 3	970,158	950,836	-19,322	0.03%	-$25.39K
FREDDIEMAC STRIP FHS 329 C5	5,463,911	5,322,593	-141,318	0.03%	-$25.02K
NovaStar Mortgage Funding Trust Series 2007-1	1,312,303	1,281,660	-30,643	0.03%	-$22.66K
FNMA POOL FA1073 FN 11/39 FIXED VAR	917,545	812,990	-104,555	0.03%	-$111.96K
GNMA II POOL 080802 G2 01/34 FLOATING VAR	812,168	790,223	-21,945	0.03%	-$26.16K
FN MA4643	892,379	872,207	-20,172	0.03%	-$25.60K
Freddie Mac Gold Pool	859,202	817,385	-41,817	0.03%	-$45.02K
Freddie Mac Gold Pool	810,439	778,101	-32,337	0.03%	-$46.77K
FNMA POOL FS1548 FN 04/52 FIXED VAR	934,262	921,612	-12,650	0.03%	-$14.78K
FNMA POOL AL3670 FN 02/43 FIXED VAR	839,629	813,584	-26,045	0.03%	-$35.65K
CSMC 2021-INV1TRUST SER 2021-INV1 CL A3 V/R REGD 144A P/P 2.50000000	946,740	921,760	-24,979	0.03%	-$25.59K
G2 4715	765,073	742,222	-22,851	0.03%	-$30.93K
GNMA II POOL BT6314 G2 05/50 FIXED 3	861,961	856,353	-5,609	0.03%	-$9.79K
GNMA II POOL AY8034 G2 03/47 FIXED 3.5	822,753	805,931	-16,822	0.03%	-$9.74K
FNMA POOL BM4434 FN 06/48 FIXED VAR	739,693	734,308	-5,384	0.03%	-$13.17K
FREDDIE MAC STRIPS FHS 326 F2	771,721	746,316	-25,405	0.03%	-$31.09K
FNMA POOL MA1248 FN 11/42 FIXED 3	822,702	807,458	-15,244	0.03%	-$15.72K
FNMA POOL FS0406 FN 02/47 FIXED VAR	832,329	800,733	-31,597	0.03%	-$36.08K
FREDDIE MAC REMICS SER 5034 CL MI 2.00000000	5,469,196	5,387,096	-82,100	0.03%	-$13.30K
FNMA POOL BS9690 FN 10/28 FIXED 4.9	707,701	705,551	-2,150	0.03%	-$7.91K
FED HM LN PC POOL U63001 FG 07/43 FIXED 3	794,481	770,103	-24,377	0.03%	-$27.04K
GNMA II POOL BB8154 G2 09/47 FIXED 3.5	765,982	754,441	-11,541	0.03%	-$5.23K
FNMA POOL BJ4826 FN 02/48 FIXED 3.5	749,678	744,104	-5,574	0.03%	-$10.88K
FNMA POOL CA2835 FN 12/38 FIXED 4.5	695,212	682,063	-13,149	0.03%	-$18.06K
FNMA POOL BE5523 FN 02/37 FIXED 4	722,705	704,690	-18,016	0.03%	-$22.54K
FNMA POOL CA5561 FN 04/50 FIXED 3.5	749,314	731,807	-17,507	0.03%	-$22.01K
FNMA POOL MA0185 FN 08/39 FIXED 5.5	679,765	671,437	-8,328	0.03%	-$14.63K
FREDDIE MAC POOL UMBS P#RA7000 2.50000000	804,142	786,880	-17,262	0.03%	-$18.15K
GNMA II POOL BF4034 G2 02/48 FIXED 3.5	753,086	737,089	-15,996	0.03%	-$9.10K
GNMA POOL 626938 GN 04/45 FIXED 4	690,207	682,983	-7,224	0.03%	-$10.68K
FREDDIE MAC POOL UMBS P#RA7001 2.50000000	792,921	779,424	-13,497	0.03%	-$14.90K
FNMA POOL AL8084 FN 01/36 FIXED VAR	721,039	678,055	-42,984	0.03%	-$47.14K
COUNTRYWIDE ASSET BACKED CERTI CWL 2003 SD2 A1 144A	654,079	637,252	-16,827	0.03%	-$13.47K
FNMA POOL BH9315 FN 09/47 FIXED 3.5	721,636	702,630	-19,006	0.03%	-$24.19K
GNMA POOL 703036 GN 07/39 FIXED 4.5	682,652	653,895	-28,757	0.03%	-$34.47K
FNMA POOL FS1907 FN 07/47 FIXED VAR	708,335	694,602	-13,733	0.03%	-$21.87K
Freddie Mac Gold Pool	681,591	644,071	-37,520	0.03%	-$49.87K
FED HM LN PC POOL G03832 FG 01/38 FIXED 5.5	641,421	630,390	-11,031	0.03%	-$20.39K
FED HM LN PC POOL Q56464 FG 06/48 FIXED 4	689,630	672,401	-17,229	0.02%	-$22.67K
G2 MA2961	697,862	681,952	-15,911	0.02%	-$8.25K
FNMA POOL CA2833 FN 12/38 FIXED 4.5	654,750	639,955	-14,795	0.02%	-$19.10K
FNMA POOL AI0141 FN 04/41 FIXED 4	693,449	662,806	-30,643	0.02%	-$39.17K
GN 783473	683,027	668,342	-14,685	0.02%	-$9.53K
CHASE MORTGAGE FINANCE CORPORA CHASE 2007 S5 1A22	1,496,736	1,493,197	-3,539	0.02%	-$17.24K
FNMA POOL BH9574 FN 09/47 FIXED 3.5	675,565	669,917	-5,648	0.02%	-$10.37K
FNMA POOL BK8736 FN 01/49 FIXED 4.5	634,157	630,382	-3,775	0.02%	-$10.66K
GN 698386	649,262	621,712	-27,550	0.02%	-$37.69K
FNMA POOL AT8403 FN 06/43 FIXED 4	688,799	633,473	-55,327	0.02%	-$60.04K
FED HM LN PC POOL RA2134 FR 02/50 FIXED 3.5	668,737	655,546	-13,191	0.02%	-$17.42K
G2 MA1447	683,769	669,465	-14,304	0.02%	-$18.36K
GNMA II POOL BA5882 G2 07/47 FIXED 3.5	662,577	657,563	-5,014	0.02%	$98
Fannie Mae REMICS	634,701	615,146	-19,555	0.02%	-$15.43K
ELLINGTON LOAN ACQUISITION TRUST 2007-2 SER 2007-2 CL A1 V/R REGD 144A P/P 5.11876000	674,898	614,476	-60,421	0.02%	-$60.91K
GNMA II POOL BF9539 G2 04/48 FIXED 3.5	653,949	649,040	-4,909	0.02%	$135
WAMU MORTGAGE PASS THROUGH CER WAMU 2005 AR19 B1	679,469	672,088	-7,381	0.02%	-$3.77K
FNMA POOL BM6158 FN 12/48 FLOATING VAR	581,024	578,324	-2,699	0.02%	-$4.58K
FNMA POOL BN4325 FN 01/49 FIXED 4.5	610,715	605,566	-5,149	0.02%	-$11.08K
FNMA POOL CA2682 FN 03/33 FIXED 2	663,689	619,543	-44,147	0.02%	-$45.25K
CWABS ASSET-BACKED CERTIFICATES TRUST 2007-13 CWL 2007-13 2A1	646,383	629,095	-17,288	0.02%	-$14.69K
CWABS Asset-Backed Certificates Trust, Series 2007-1, Class 1A	639,860	624,818	-15,043	0.02%	-$13.29K
GNMA II POOL BB8813 G2 04/48 FIXED 4	626,270	618,294	-7,977	0.02%	-$12.31K
GNMA II POOL BE6330 G2 01/48 FIXED 3.5	638,416	614,726	-23,690	0.02%	-$17.43K
FNMA POOL AV1885 FN 12/33 FIXED 4	594,563	575,270	-19,293	0.02%	-$22.78K
FED HM LN PC POOL T62071 FG 08/46 FIXED 3	634,916	629,702	-5,214	0.02%	-$8.02K
G2 5261	565,693	546,831	-18,862	0.02%	-$24.97K
FNMA POOL AT6745 FN 05/43 FIXED 4	577,002	569,044	-7,958	0.02%	-$14.54K
GNMA II POOL BB8329 G2 08/47 FIXED 3.5	593,846	589,424	-4,421	0.02%	$157
FNMA POOL AE8073 FN 12/40 FIXED 4	597,509	565,483	-32,026	0.02%	-$38.72K
Structured Adjustable Rate Mortgage Loan Trust, Series 2007-9, Class 1A1	605,952	588,534	-17,418	0.02%	-$15.94K
FNMA POOL AS6513 FN 01/36 FIXED 4	565,843	552,777	-13,066	0.02%	-$16.63K
FNMA POOL CB3046 FN 03/52 FIXED 2.5	638,478	624,448	-14,030	0.02%	-$14.71K
FNMA POOL CA2234 FN 08/38 FIXED 4	551,194	539,807	-11,387	0.02%	-$15.35K
FNMA POOL AU0485 FN 06/43 FIXED 4	557,233	548,990	-8,243	0.02%	-$13.23K
FREDDIE MAC POOL UMBS P#RB5166 3.00000000	585,551	571,729	-13,822	0.02%	-$16.37K
GNMA II POOL AZ3519 G2 06/47 FIXED 3.5	572,688	567,262	-5,426	0.02%	-$930
BAYVIEW FINANCIAL ACQUISITION BAYV 2007 A 2A	550,376	543,254	-7,122	0.02%	-$6.58K
FG G05179	520,486	504,591	-15,895	0.02%	-$23.53K
GNMA II POOL BB3485 G2 08/47 FIXED 3.5	563,407	557,509	-5,898	0.02%	-$1.44K
JP MORGAN MORTGAGE TRUST JPMMT 2019 2 A11 144A	534,344	527,480	-6,863	0.02%	$6.80K
FNMA POOL MA4632 FN 06/42 FIXED 3	571,743	559,345	-12,398	0.02%	-$15.39K
GNMA II POOL BI6280 G2 11/48 FIXED 5	514,388	511,441	-2,947	0.02%	-$6.00K
FNMA POOL BJ6388 FN 02/48 FIXED 4	587,546	526,458	-61,088	0.02%	-$63.11K
GNMA POOL 782294 GN 03/38 FIXED 5.5	501,940	484,479	-17,461	0.02%	-$23.63K
GNMA II POOL BE1638 G2 12/47 FIXED 4	520,343	515,897	-4,446	0.02%	-$8.34K
FNMA, Series 2006-118, Class A2	532,769	506,732	-26,038	0.02%	-$25.60K
FNMA POOL CA2837 FN 12/38 FIXED 4.5	508,619	499,031	-9,589	0.02%	-$13.09K
FREDDIE MAC POOL UMBS P#QD8810 3.00000000	576,385	559,346	-17,038	0.02%	-$18.42K
GNMA II POOL BJ4187 G2 09/48 FIXED 4.5	509,874	506,843	-3,031	0.02%	-$6.93K
GNMA II POOL BC9901 G2 11/47 FIXED 3.5	532,979	527,397	-5,583	0.02%	-$1.36K
GNMA II POOL BF4029 G2 02/48 FIXED 3.5	530,445	524,703	-5,743	0.02%	-$1.53K
FREDDIE MAC FHR 4544 IP	2,913,079	2,841,022	-72,057	0.02%	-$18.66K
FNMA POOL BH5368 FN 08/47 FIXED 3.5	523,681	518,176	-5,504	0.02%	-$9.68K
G2 MA5193	504,739	493,815	-10,924	0.02%	-$14.69K
GNMA II POOL BC0302 G2 08/47 FIXED 3.5	525,604	520,117	-5,487	0.02%	-$1.33K
GNMA II POOL AX8328 G2 06/47 FIXED 3.5	519,375	515,168	-4,206	0.02%	-$179
FNCL UMBS 2.5 QB7854 01-01-51	560,520	556,662	-3,858	0.02%	-$5.67K
GNMA II POOL BE6527 G2 02/48 FIXED 3.5	533,755	508,532	-25,222	0.02%	-$19.60K
TBW Mortgage-Backed Trust 2007-2	1,303,351	1,289,906	-13,445	0.02%	-$10.41K
CREDIT SUISSE MORTGAGE TRUST CSMC 2007 3 1A6A	1,707,898	1,697,168	-10,729	0.02%	-$8.43K
GNMA POOL BP6203 GN 11/49 FIXED 3.5	497,187	492,976	-4,211	0.02%	-$683
GNMA II POOL BC0600 G2 08/47 FIXED 3.5	492,200	487,130	-5,070	0.02%	-$1.18K
FNMA POOL AI2052 FN 05/41 FIXED 4	468,639	461,431	-7,208	0.02%	-$13.02K
GNMA II POOL BD5435 G2 12/47 FIXED 3.5	484,185	478,986	-5,199	0.02%	-$1.36K
GNMA POOL 783213 GN 09/40 FIXED 5.5	442,175	427,646	-14,529	0.02%	-$19.95K
G2 MB0309	599,941	435,570	-164,370	0.02%	-$169.23K
FNMA POOL CA2020 FN 05/48 FIXED 3	500,190	496,470	-3,721	0.02%	-$6.32K
FED HM LN PC POOL Q56894 FG 06/48 FIXED 4	463,102	459,752	-3,349	0.02%	-$7.12K
GSAMP TRUST GSAMP 2007 FM1 A1	828,296	819,945	-8,351	0.02%	-$8.30K
FNMA POOL AS8686 FN 01/47 FIXED 3	488,423	482,463	-5,960	0.02%	-$8.18K
GNMA II POOL BC0616 G2 08/47 FIXED 3.5	470,111	464,079	-6,032	0.02%	-$2.23K
WASHINGTON MUTUAL MORTGAGE PAS WMALT 2006 5 3A6	2,100,540	2,085,840	-14,700	0.02%	-$14.17K
FNMA POOL AS4556 FN 03/40 FIXED 3.5	454,233	446,817	-7,416	0.02%	-$13.64K

Top 300 of 2298, by weight.

Security	Shares Dec 2025	Shares Mar 2026	End %	Δ value
US TREASURY N/B	131,600,000	131,600,000	4.95%	-$1.15M
US TREASURY N/B	69,800,000	69,800,000	2.44%	-$737.54K
RPLDCI 6.581 05/30/49 144A	16,460,000	16,460,000	0.65%	-$468.75K
Freddie Mac Multifamily Structured Pass Through Certificates	6,100,000	6,100,000	0.24%	-$62.10K
CIFC Funding Ltd., Series 2017-5A, Class AR	5,000,000	5,000,000	0.19%	-$11.16K
ENNIS TX ECON DEV CORP ENNDEV 08/34 ZEROCPNOID 0	6,860,000	6,860,000	0.15%	$25.05K
OIS USD SOFR/1.84000 07/15/22-10Y LCH	1	1	0.12%	$196.90K
FNMA POOL BS8781 FN 07/33 FIXED 4.86	2,500,000	2,500,000	0.10%	-$640
FNMA POOL BS8096 FN 04/33 FIXED 4.7	2,215,000	2,215,000	0.09%	-$510
RFR USD SOFR/4.19200 11/08/23-7Y LCH	3	3	0.08%	-$664.57K
FNMA POOL BS8216 FN 04/33 FIXED 4.49	2,000,000	2,000,000	0.08%	-$2.84K
GS MORTGAGE SECURITIES TRUST GSMS 2018 TWR A 144A	2,000,000	2,000,000	0.06%	-$4.79K
RFR USD SOFR/3.25000 06/18/25-10Y LCH	1	1	0.05%	$147.82K
FNMA POOL BS8097 FN 04/33 FIXED 4.7	1,337,467	1,337,467	0.05%	-$306
RFR USD SOFR/3.00000 06/21/23-7Y LCH	1	1	0.05%	$283.91K
LEHMAN XS TRUST LXS 2006 16N A322	1,567,954	1,567,954	0.05%	-$267
FNMA POOL BS9178 FN 10/28 FIXED 5.73	1,122,000	1,122,000	0.04%	-$8.01K
RFR USD SOFR/4.18500 10/10/23-7Y LCH	5	5	0.04%	-$391.70K
Government National Mortgage Association	1,736,402	1,736,402	0.04%	-$37.67K
FNMA POOL BS9367 FN 08/33 FIXED 4.58	1,000,000	1,000,000	0.04%	-$1.73K
STRUCTURED ASSET INVESTMENT LO SAIL 2004 BNC2 M1	975,526	975,526	0.04%	$1.37K
US TREASURY N/B	830,000	830,000	0.03%	-$9.08K
US TREASURY N/B	743,000	743,000	0.03%	-$9.69K
RFR USD SOFR/3.75000 09/17/25-10Y LCH	1	1	0.02%	$372.70K
Fannie Mae REMICS	891,419	891,419	0.02%	-$13.36K
RFR USD SOFR/3.01250 04/09/24-7Y LCH	1	1	0.02%	$102.45K
RFR USD SOFR/2.99750 09/16/22-10Y LCH	1	1	0.02%	$78.30K
RFR USD SOFR/3.27500 10/06/22-10Y LCH	1	1	0.02%	$115.76K
GSR MORTGAGE LOAN TRUST GSR 2006 OA1 2A2	2,055,626	2,055,626	0.02%	-$14.28K
RFR USD SOFR/3.17000 04/15/24-7Y LCH	1	1	0.02%	$100.56K
FNMA POOL BS9746 FN 10/28 FIXED 5.61	392,000	392,000	0.02%	-$2.38K
RFR USD SOFR/3.26000 06/08/23-10Y LCH	1	1	0.01%	$60.27K
FANNIE MAE FNR 2012 57 SC	378,504	378,504	0.01%	-$15.81K
RFR USD SOFR/3.23200 04/26/24-7Y LCH	1	1	0.01%	$76.34K
RFR USD SOFR/3.45250 03/08/23-10Y LCH	1	1	0.01%	-$10.02K
RFR USD SOFR/3.48000 02/07/25-7Y LCH	1	1	0.01%	-$18.20K
TBW Mortgage-Backed Trust Series 2006-4	9,084,981	9,084,981	0.01%	-$6.86K
United States Small Business Administration	210,054	210,054	0.01%	-$825
UNITED STATES SMALL BUSINESS ADMINISTRATION SBAP 2008-20E 1	207,155	207,155	0.01%	-$616
FNMA POOL BS8229 FN 06/30 FIXED 4.5	200,000	200,000	0.01%	-$1.36K
FNMA POOL BS8211 FN 05/28 FIXED 4.55	200,000	200,000	0.01%	-$1.56K
RFR USD SOFR/3.70500 01/10/24-7Y LCH	1	1	0.01%	-$45.10K
RFR USD SOFR/3.75000 06/20/24-10Y LCH	1	1	0.01%	$205.57K
ASSET BACKED SECURITIES CORP H ABSHE 2001 HE2 A1	183,479	183,479	0.01%	-$734
Centex Home Equity Loan Trust, Series 2002-A, Class MV1	159,675	159,675	0.01%	$761
HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2006 4 3A1A	510,171	510,171	0.01%	-$4.64K
RFR USD SOFR/3.50000 06/21/23-3Y LCH	1	1	0.00%	$11.21K
RFR USD SOFR/3.36750 11/28/22-10Y LCH	1	1	0.00%	$37.09K
INDYMAC INDX MORTGAGE LOAN TRU INDX 2007 AR7 1A1	285,083	285,083	0.00%	-$4.31K
RFR USD SOFR/3.55000 12/22/23-7Y LCH	1	1	0.00%	$147.44K
BEAR STEARNS ALT A TRUST BALTA 2006 6 2A1	142,802	142,802	0.00%	-$221
AMBAC ASSURANCE CORP SUBORDINATED 144A 12/99 5.1	37,598	37,598	0.00%	$752
INDYMAC INDX MORTGAGE LOAN TRU INDX 2005 AR2 2A1A	51,975	51,975	0.00%	$234
INDYMAC INDB MORTGAGE LOAN TRU INDB 2005 1 A1	77,461	77,461	0.00%	-$242
United States Small Business Administration	34,743	34,743	0.00%	-$248
Structured Asset Mortgage Investments II Trust 2007-AR2	56,871	56,871	0.00%	$394
LONG BEACH MORTGAGE LOAN TRUST LBMLT 2004 4 M3	24,154	24,154	0.00%	-$298
SMALL BUSINESS ADMINISTRATION SBAP 2006 20E 1	5,731	5,731	0.00%	-$1
STRUCTURED ASSET MORTGAGE INVE SAMI 1998 2 A5	48,745	48,745	0.00%	$0
RFR USD SOFR/3.50000 06/21/23-10Y LCH	1	1	0.00%	-$34
RFR USD SOFR/3.71000 03/12/24-7Y LCH	1	1	0.00%	$15.32K
RFR USD SOFR/3.56000 05/08/23-7Y LCH	1	1	-0.01%	-$165.47K
RFR USD SOFR/3.75000 06/20/24-7Y LCH	1	1	-0.01%	$425.86K
RFR USD SOFR/3.56000 04/10/23-7Y LCH	1	1	-0.01%	-$223.43K

Machine-readable: JSON · Markdown. Programmatic access via the agent surface.