MBS Holdings List

As of Feb 25, 2025

No.	Symbol	Name	% Weight	Shares
1	FNCL 6 3.12	Federal National Mortgage Association	13.67%	24,000,000
2	FNCL 5.5 3.12	Federal National Mortgage Association	8.41%	15,000,000
3	FGUXX	First American Government Obligations Fund	3.50%	6,228,057
4	COLT 2022-3 A1	COLT 2022-3 MORTGAGE LOAN TRUST 3.9%	3.26%	6,002,937
5	FR SD7182	Federal Home Loan Mortgage Corp. 5%	3.02%	5,484,433
6	n/a	Cash Offset	2.47%	4,407,180
7	FN DC5739	Federal National Mortgage Association 5.5%	2.24%	3,984,251
8	FR QJ7677	Federal Home Loan Mortgage Corp. 5.5%	1.96%	3,485,199
9	FN FS3447	Fnma Pass-Thru I 2%	1.96%	4,368,042
10	FN CB6311	Fnma Pass-Thru I 5%	1.83%	3,328,124
11	FN CB9673	Fnma Pass-Thru I 5.5%	1.65%	2,929,723
12	FR SD5809	Federal Home Loan Mortgage Corp. 6%	1.62%	2,850,510
13	FR SD7356	Federal Home Loan Mortgage Corp. 5.5%	1.59%	2,820,593
14	FR RA4179	Federal Home Loan Mortgage Corp. 2.5%	1.58%	3,391,862
15	FR SD8401	Federal Home Loan Mortgage Corp. 5.5%	1.52%	2,708,699
16	FN MA5072	Federal National Mortgage Association 5.5%	1.46%	2,597,887
17	G2 MA7768	Government National Mortgage Association 3%	1.42%	2,870,511
18	FR QJ9998	Federal Home Loan Mortgage Corp. 5.5%	1.41%	2,484,440
19	FR QJ7063	Federal Home Loan Mortgage Corp. 5.5%	1.40%	2,489,531
20	FN FS7274	Fnma Pass-Thru I 5%	1.40%	2,542,276
21	FR QX1669	Federal Home Loan Mortgage Corp. 5%	1.39%	2,491,934
22	FN BU1842	Fnma Pass-Thru I 2%	1.22%	2,720,855
23	FR SD8409	Federal Home Loan Mortgage Corp. 6%	1.21%	2,118,048
24	FR SD5470	Federal Home Loan Mortgage Corp. 5%	1.18%	2,133,811
25	FR QJ7812	Federal Home Loan Mortgage Corp. 5.5%	1.17%	2,077,430
26	FN DC9709	Federal National Mortgage Association 6%	1.14%	1,995,610
27	FIGRE 2025-HE1 D	FIGRE TRUST 2025-HE1 6.59%	1.14%	2,000,000
28	FN CB1275	Fnma Pass-Thru I 2.5%	1.13%	2,423,140
29	FR QX0791	Federal Home Loan Mortgage Corp. 5.5%	1.12%	1,994,943
30	FN DC5743	Federal National Mortgage Association 5.5%	1.12%	1,991,402
31	FN FS9287	Fnma Pass-Thru I 5.5%	1.11%	1,981,458
32	FN FA0157	Fnma Pass-Thru I 5.5%	1.11%	1,977,803
33	FR QJ7705	Federal Home Loan Mortgage Corp. 5%	1.10%	1,990,375
34	FN DC5656	Federal National Mortgage Association 5%	1.09%	1,990,110
35	FR QJ6482	Federal Home Loan Mortgage Corp. 5%	1.09%	1,990,216
36	FN DC6402	Federal National Mortgage Association 5%	1.09%	1,978,273
37	PRET 2025-RPL1 A1	PRET 2025-RPL1 TRUST 4%	1.09%	2,000,000
38	FR QJ6122	Federal Home Loan Mortgage Corp. 5%	1.08%	1,958,781
39	FR QJ8092	Federal Home Loan Mortgage Corp. 5%	1.07%	1,940,981
40	PRET 2025-RPL1 A2	PRET 2025-RPL1 TRUST 4%	1.04%	2,000,000
41	FR QJ6384	Federal Home Loan Mortgage Corp. 5.5%	1.04%	1,852,809
42	SGR 2021-1 A3	SG RESIDENTIAL MORTGAGE TRUST 1.56%	1.02%	2,192,775
43	COLT 2022-3 B1	COLT 2022-3 MORTGAGE LOAN TRUST 4.22%	0.99%	2,000,000
44	MELLO 2022-INV2 A15	MELLO MORTGAGE CAPITAL ACCEPTANCE 2022-INV2 3%	0.99%	2,087,986
45	FN CB3770	Fnma Pass-Thru I 3.5%	0.98%	1,930,618
46	JPMWM 2020-ATR1 A5	JP MORGAN WEALTH MANAGEMENT MORTGAGE TRUST 3%	0.97%	2,000,000
47	FR SD8160	Federal Home Loan Mortgage Corp. 2%	0.95%	2,114,632
48	VERUS 2022-7 B1	VERUS SECURITIZATION TRUST 2022-7 5.32%	0.88%	1,600,000
49	VERUS 2022-INV1 B2	VERUS SECURITIZATION TRUST 2022-INV1 5.81%	0.84%	1,500,000
50	DRMT 2021-3 M1	DEEPHAVEN RESIDENTIAL MORTGAGE TRUST 2.42%	0.84%	2,000,000
51	FR QJ0145	Federal Home Loan Mortgage Corp. 6.5%	0.83%	1,434,299
52	PRPM 2025-RCF1 A2	PRPM 2025-RCF1 LLC 4.5%	0.81%	1,500,000
53	HOMES 2024-AFC1 A2	HOMES 2024-AFC1 TRUST 5.48%	0.80%	1,428,010
54	PFMT 2024-1 A1	PROVIDENT FUNDING MORTGAGE TRUST 2024-1 5.5%	0.80%	1,444,365
55	FR SD6591	Federal Home Loan Mortgage Corp. 5%	0.79%	1,431,756
56	VERUS 2021-3 B1	VERUS SECURITIZATION TRUST 3.2%	0.74%	1,750,000
57	JPMMT 2021-12 A8	JP MORGAN MORTGAGE TRUST 2.5%	0.67%	1,500,000
58	PRPM 2025-RCF1 A3	PRPM 2025-RCF1 LLC 4.5%	0.67%	1,250,000
59	JPMMT 2021-1 A3	JP MORGAN MORTGAGE TRUST 2.5%	0.65%	1,425,075
60	JPMMT 2024-2 A3	J.P.MORGAN MORTGAGE TRUST 2024-2 6%	0.58%	1,032,858
61	RATE 2021-HB1 A1	RATE MORTGAGE TRUST 2021-HB1 2.5%	0.58%	1,264,054
62	JPMMT 2021-13 A5	J.P. MORGAN MORTGAGE TRUST 2.5%	0.57%	1,500,000
63	OBX 2021-J3 A7	OBX 2021-J3 TRUST 2.5%	0.57%	1,500,000
64	EFMT 2025-NQM1 A3	EFMT 2025-NQM1 TRUST 6.02%	0.56%	990,614
65	IHSFR 2024-SFR1 A	INVITATION HOMES 2024-SFR1 TRUST 4%	0.54%	998,290
66	JPMMT 2024-CCM1 A3	J P MORGAN MORTGAGE TRUST 2024-CCM1 5.5%	0.54%	969,031
67	VERUS 2022-4 B1	VERUS SECURITIZATION TRUST 2022-4 4.77%	0.53%	1,000,000
68	PRPM 2024-RCF2 A2	PRPM 2024-RCF2 LLC 3.75%	0.53%	1,000,000
69	FR QG4208	Federal Home Loan Mortgage Corp. 4.5%	0.52%	971,057
70	GSMBS 2021-PJ9 A13	GS MORTGAGE-BACKED SECURITIES TRUST 2021-PJ9 2%	0.51%	1,500,000
71	FN CB8710	Fnma Pass-Thru I 6%	0.51%	892,291
72	STAR 2022-3 A3	STARWOOD MORTGAGE RESIDENTIAL TRUST 2022-3 4.16%	0.51%	974,973
73	COLT 2021-1 M1	COLT MORTGAGE LOAN TRUST 2.29%	0.49%	1,179,000
74	PRPM 2024-3 A1	PRPM 2024-3 LLC 6.99%	0.49%	865,233
75	JPMMT 2021-6 A4	JP MORGAN MORTGAGE TRUST 2.5%	0.49%	969,054
76	JPMMT 2021-4 A3	JP MORGAN MORTGAGE TRUST 2.5%	0.48%	1,051,218
77	JPMMT 2024-8 A3	J P MORGAN MORTGAGE TRUST 2024-8 5.5%	0.48%	844,835
78	MFRA 2021-RPL1 M2	MFA TRUST 2.85%	0.47%	1,000,000
79	PRPM 2021-RPL1 M1	PRPM LLC 2.68%	0.46%	1,000,000
80	GSMBS 2024-HE1 A1	GS MORTGAGE-BACKED SECURITIES TRUST 2024-HE1 5.95%	0.46%	821,714
81	BRAVO 2023-NQM2 A3	BRAVO RESIDENTIAL FUNDING TRUST 2023-NQM2 4.5%	0.46%	833,245
82	GRADE 2023-FIG4 A	SALUDA GRADE ALTERNATIVE MORTGAGE TRUST 2023-FIG4 6.72%	0.46%	794,230
83	EFMT 2021-3 B2	ELLINGTON FINANCIAL MORTGAGE TRUST 4.29%	0.45%	1,000,000
84	FR QE8504	Federal Home Loan Mortgage Corp. 5%	0.44%	804,253
85	JPMMT 2023-4 1A2	J.P. MORGAN MORTGAGE TRUST 2023-4 6%	0.43%	767,962
86	VERUS 2021-3 M1	VERUS SECURITIZATION TRUST 2.4%	0.43%	1,000,000
87	GRADE 2022-SEQ2 A3	SALUDA GRADE ALTERNATIVE MORTGAGE TRUST 2022-SEQ2 4.5%	0.42%	750,000
88	PRPM 2024-2 A1	PRPM 2024-2 LLC 7.03%	0.39%	689,563
89	FN CB7906	Fnma Pass-Thru I 6%	0.39%	681,693
90	FR SD0803	Federal Home Loan Mortgage Corp. 3%	0.39%	790,956
91	GSMBS 2021-MM1 A2	GS MORTGAGE-BACKED SECURITIES TRUST 2021-MM1 2.5%	0.38%	831,006
92	RCKT 2022-4 A2	RCKT MORTGAGE TRUST 2022-4 3.5%	0.37%	745,109
93	OBX 2021-J2 A1	OBX TRUST 2.5%	0.36%	782,020
94	SGR 2021-2 B2	SG RESIDENTIAL MORTGAGE TRUST 2021-2 4.04%	0.36%	910,000
95	CSMC 2021-AFC1 M1	CSMC TRUST 2.19%	0.35%	1,000,000
96	FN DB4019	Federal National Mortgage Association 6%	0.34%	593,407
97	OBX 2021-NQM1 A1	OBX TRUST 1.07%	0.33%	682,941
98	EFMT 2022-1 B1	ELLINGTON FINANCIAL MORTGAGE TRUST 2022-1 3.88%	0.33%	750,000
99	n/a	US DOLLARS	0.33%	580,288
100	EFMT 2021-1 B2	ELLINGTON FINANCIAL MORTGAGE TRUST 4.14%	0.33%	777,000
101	NRZT 2015-1A B6	New Residential Mortgage Loan 5.19%	0.30%	701,311
102	SEMT 2024-2 A13	SEQUOIA MORTGAGE TRUST 2024-2 6%	0.28%	500,000
103	VCAT 2025-NPL1 A1	VACT 2025-NPL1 LLC 5.88%	0.28%	500,000
104	FR QI2043	Federal Home Loan Mortgage Corp. 6%	0.28%	495,241
105	OBX 2021-NQM2 A3	Obx 2021-Nqm2 Trust 1.56%	0.28%	598,987
106	PMTLT 2024-INV2 A1	PMT LOAN TRUST 2024-INV2 6%	0.28%	493,050
107	VSTA 2024-CES2 A3	VISTA POINT SECURITIZATION TRUST 2024-CES2 5.91%	0.28%	500,000
108	FR SD7029	Federal Home Loan Mortgage Corp. 5%	0.28%	496,295
109	SGR 2021-1 M1	SG RESIDENTIAL MORTGAGE TRUST 2.5%	0.27%	744,000
110	GSMBS 2024-PJ6 B3	GS MORTGAGE BACKED SECURITIES TRUST 2024-PJ6 6.77%	0.27%	495,361
111	ATLX 2024-RPL1 A2	ATLX 2024-RPL1 TRUST 4.29%	0.27%	500,000
112	ATLX 2024-RPL1 M1	ATLX 2024-RPL1 TRUST 4.29%	0.27%	500,000
113	TPMT 2024-4 A2	TOWD POINT MORTGAGE TRUST 2024-4 4.42%	0.26%	500,000
114	FR QI4343	Federal Home Loan Mortgage Corp. 4.5%	0.26%	489,270
115	STACR 2025-DNA1 A1	Freddie Mac Stacr Remic Trust 5.3%	0.26%	462,500
116	PRPM 2024-RCF4 M1	PRPM 2024-RCF4 LLC 4%	0.26%	500,000
117	TPMT 2024-4 M1	TOWD POINT MORTGAGE TRUST 2024-4 4.42%	0.25%	500,000
118	EFMT 2024-INV1 A1A	EFMT 2024-INV1 6.56%	0.25%	437,836
119	TPMT 2020-4 M1	TOWD POINT MORTGAGE TRUST 2.88%	0.25%	565,000
120	FR SD5781	Federal Home Loan Mortgage Corp. 6%	0.24%	425,625
121	MFRA 2021-RPL1 A2	MFA TRUST 2.07%	0.23%	500,000
122	COLT 2022-2 B1	COLT 2022-2 MORTGAGE LOAN TRUST 3.96%	0.23%	500,000
123	FIGRE 2024-HE1 A	FIGRE TRUST 2024-HE1 6.17%	0.23%	406,793
124	JPMMT 2024-5 B4	J.P.MORGAN MORTGAGE TRUST 2024-5 6.96%	0.22%	396,855
125	RATE 2021-J3 A25	RATE MORTGAGE TRUST 2021-J3 2.5%	0.18%	500,000
126	JPMMT 2020-2 B4	JP MORGAN MORTGAGE TRUST 3.83%	0.17%	339,116
127	JPMMT 2020-3 B4	JP MORGAN MORTGAGE TRUST 3.83%	0.17%	337,089
128	FR SD8243	Federal Home Loan Mortgage Corp. 3.5%	0.16%	307,430
129	FR RC1914	Federal Home Loan Mortgage Corp. 2%	0.15%	302,047
130	WFMBS 2021-2 A3	WELLS FARGO MORTGAGE BACKED SECURITIES TRUST 2021-2 2.5%	0.15%	306,818
131	PRPM 2023-NQM3 M1	PRPM 2023-NQM3 TRUST 7.25%	0.14%	250,000
132	CAFL 2020-4 D	COREVEST AMERICAN FINANCE TRUST 2.71%	0.14%	300,000
133	FREMF 2019-KF58 B	FREMF MORTGAGE TRUST 6.79%	0.14%	253,287
134	MSRM 2023-3 B4	MORGAN STANLEY RESIDENTIAL MORTGAGE LOAN TRUST 2023-3 6.57%	0.13%	250,000
135	PRPM 2024-1 A1	PRPM 2024-1 LLC 6.96%	0.13%	220,376
136	NRZT 2019-2A B6	NEW RESIDENTIAL MORTGAGE LOAN TRUST 4.76%	0.12%	290,275
137	FIGRE 2024-HE1 D	FIGRE TRUST 2024-HE1 7.19%	0.12%	203,397
138	VERUS 2022-3 A3	VERUS SECURITIZATION TRUST 2022-3 4.13%	0.11%	216,012
139	STAR 2022-3 A1	STARWOOD MORTGAGE RESIDENTIAL TRUST 2022-3 4.16%	0.11%	194,995
140	IMPRL 2021-NQM1 A3	IMPERIAL FUND MORTGAGE TRUST 1.62%	0.10%	205,820
141	VERUS 2021-5 M1	VERUS SECURITIZATION TRUST 2.33%	0.10%	250,000
142	MCMLT 2017-2 M3	Mill City Mortgage Loan Trust 2015-2 3.25%	0.08%	160,000
143	OBX 2022-INV1 A18	OBX 2022-INV1 TRUST 3%	0.08%	167,738
144	CAFL 2024-RTL1 A1	CAFL 2024-RTL1 ISSUER LLC 6.75%	0.06%	100,000
145	EFMT 2021-2 M1	ELLINGTON FINANCIAL MORTGAGE TRUST 2021-2 2.3%	0.05%	139,000
146	COLT 2021-3 M1	COLT MORTGAGE LOAN TRUST 2.3%	0.05%	135,000
147	JPMMT 2019-6 B3	JP Morgan Mortgage Trust 2019-6 4.27%	0.04%	86,829
148	DRMT 2021-2 M1	DEEPHAVEN RESIDENTIAL MORTGAGE TRUST 2021-2 2.22%	0.04%	100,000
149	CRVNA 2020-N1A E	CARVANA AUTO RECEIVABLES TRUST 5.2%	0.04%	68,919
150	CSMC 2021-NQM2 M1	CSMC 2021-NQM2 TRUST 2.28%	0.02%	50,000
151	n/a	5 Year Treasury Note Future June 25	-2.50%	41
152	n/a	DEPOSITS WITH BROKER FOR SHORT POSITIONS	-21.48%	38,277,931

As of Feb 25, 2025

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