| UMBS TBA 30yr 2.5% March Delivery, 2.50%, 03/12/26 | 17.63 | 1,384,437,894.00 |
| GNMA II TBA 30yr 2.5% March Delivery, 2.50%, 03/19/26 | 9.44 | 727,391,414.00 |
| UMBS TBA 30yr 3% March Delivery, 3.00%, 03/12/26 | 6.69 | 502,748,354.00 |
| GNMA II TBA 30yr 5% March Delivery, 5.00%, 03/19/26 | 5.58 | 377,689,194.00 |
| UMBS TBA 30yr 2% March Delivery, 2.00%, 03/12/26 | 4.51 | 369,488,255.00 |
| UMBS TBA 30yr 6% March Delivery, 6.00%, 03/12/26 | 4.26 | 282,272,985.00 |
| FNMA 30yr Pool#CB9430 5.500% 01-Nov-2054, 5.50%, 11/01/54 | 2.74 | 180,319,508.00 |
| GNMA II TBA 30yr 5.5% March Delivery, 5.50%, 03/19/26 | 2.52 | 168,601,000.00 |
| GNMA II TBA 30yr 3% March Delivery, 3.00%, 03/19/26 | 2.52 | 186,578,962.00 |
| UMBS TBA 30yr 3.5% March Delivery, 3.50%, 03/12/26 | 2.26 | 162,615,000.00 |
