PMBS Holdings List

As of Jun 3, 2025

No.	Symbol	Name	% Weight	Shares
1	n/a	Offset: Derivative	14.03%	n/a
2	n/a	Umbs 30Yr 6.5 Tba Take Deliv Jun	10.09%	50,000,000
3	FNCL.6.5 6.11	Federal National Mortgage Association 6.5%	7.91%	39,150,000
4	G2SF.3 7.11	Government National Mortgage Association 3%	7.61%	44,500,000
5	FNCL.4.5 7.11	Federal National Mortgage Association 4.5%	6.86%	37,100,000
6	FNCL.2.5 7.11	Federal National Mortgage Association 2.5%	6.73%	42,100,000
7	G2SF.2 7.13	Government National Mortgage Association 2%	6.45%	40,900,000
8	FR.SD6477	Federal Home Loan Mortgage Corp. 5.5%	5.98%	30,629,770
9	FN.FA0503	Fnma Pass-Thru I 6%	4.73%	23,782,951
10	FNCL.3 7.11	Federal National Mortgage Association 3%	4.37%	26,200,000
11	G2SF.4 7.11	Government National Mortgage Association 4%	4.26%	23,700,000
12	FNR.2025-6 GF	Federal National Mortgage Association 5.722%	4.09%	20,784,408
13	FR.QJ8794	Federal Home Loan Mortgage Corp. 5%	4.03%	21,134,148
14	G2SF.3.5 6.11	Government National Mortgage Association 3.5%	3.49%	20,000,000
15	FNCL.2 7.13	Federal National Mortgage Association 2%	3.16%	20,700,000
16	FN.BZ3141	Fnma Pass-Thru I 5.05%	2.95%	14,677,000
17	FNR.2024-88 FC	Federal National Mortgage Association 5.722%	2.85%	14,451,751
18	FNCI.3 6.11	Federal National Mortgage Association 3%	2.70%	14,600,000
19	G2SF.2.5 7.13	Government National Mortgage Association 2.5%	2.63%	16,000,000
20	G2SF.5 7.11	Government National Mortgage Association 5%	2.36%	12,400,000
21	G2SF.4.5 7.11	Government National Mortgage Association 4.5%	2.31%	12,500,000
22	FNCL.3.5 7.11	Federal National Mortgage Association 3.5%	2.12%	12,200,000
23	FN.BZ3250	Fnma Pass-Thru I 5.16%	2.09%	10,377,000
24	FHR.5430 FD	FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD 5.422%	2.07%	10,537,830
25	FNR.2024-93 FB	Federal National Mortgage Association 5.722%	2.03%	10,320,589
26	FR.QX7108	Federal Home Loan Mortgage Corp. 5.5%	1.99%	10,180,796
27	FR.QJ8954	Federal Home Loan Mortgage Corp. 6%	1.98%	9,872,408
28	FN.DD0825	Federal National Mortgage Association 6%	1.98%	9,939,785
29	FNR.2024-26 FD	Federal National Mortgage Association 5.572%	1.93%	9,864,092
30	n/a	Fn Dus Pool Baml-2393	1.91%	10,000,000
31	FN.FA0517	Fnma Pass-Thru I 5.5%	1.90%	9,732,563
32	FR.QJ5532	Federal Home Loan Mortgage Corp. 5.5%	1.89%	9,674,758
33	FHR.5468 FC	FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD 5.622%	1.87%	9,628,455
34	FHR.5500 FW	FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD 5.522%	1.87%	9,473,260
35	FR.SL0248	Federal Home Loan Mortgage Corp. 5%	1.85%	9,731,555
36	FR.SD7578	Federal Home Loan Mortgage Corp. 6%	1.82%	9,068,063
37	FR.QJ5549	Federal Home Loan Mortgage Corp. 6%	1.76%	8,729,824
38	FR.SD7444	Federal Home Loan Mortgage Corp. 5%	1.69%	8,852,598
39	G2SF.3.5 7.11	Government National Mortgage Association 3.5%	1.66%	9,490,000
40	FN.DC9705	Federal National Mortgage Association 6%	1.55%	7,781,637
41	FN.FA0516	Fnma Pass-Thru I 5%	1.51%	7,945,556
42	FN.DB7379	Federal National Mortgage Association 5.5%	1.51%	7,751,835
43	FR.QX5505	Federal Home Loan Mortgage Corp. 5.5%	1.43%	7,358,142
44	FN.DB8778	Federal National Mortgage Association 5.5%	1.36%	6,970,230
45	FNR.2024-59 FC	Federal National Mortgage Association 5.582%	1.31%	6,685,838
46	G2SF.5.5 7.11	Government National Mortgage Association 5.5%	1.30%	6,700,000
47	FR.QX2595	Federal Home Loan Mortgage Corp. 6%	1.22%	6,114,685
48	FN.FS4805	Fnma Pass-Thru I 5.5%	1.10%	5,644,317
49	FNCI.5.5 6.11	Federal National Mortgage Association 5.5%	1.04%	5,200,000
50	FNCI.5 6.11	Federal National Mortgage Association 5%	1.02%	5,200,000
51	FN.BZ3795	Fnma Pass-Thru I 4.97%	0.95%	4,800,000
52	FN.BZ3392	Fnma Pass-Thru I 4.72%	0.93%	4,707,000
53	BGCLO.19A A1RR	Birch Grove Clo Ltd/Llc 5.8698%	0.93%	4,700,000
54	FR.SD7408	Federal Home Loan Mortgage Corp. 5.5%	0.93%	4,735,877
55	FNCI.2 6.12	Federal National Mortgage Association 2%	0.91%	5,135,000
56	FR.QJ9389	Federal Home Loan Mortgage Corp. 5%	0.89%	4,678,084
57	FN.MA5296	Federal National Mortgage Association 5.5%	0.87%	4,461,488
58	FN.DB6850	Federal National Mortgage Association 5.5%	0.83%	4,240,421
59	FN.DD0855	Federal National Mortgage Association 6.5%	0.81%	3,981,610
60	FNCL.7 7.11	Federal National Mortgage Association 7%	0.80%	3,900,000
61	FN.FM5684	Fnma Pass-Thru I 5%	0.78%	3,997,275
62	FN.BZ4084	Fnma Pass-Thru I 4.98%	0.77%	3,900,000
63	FR.QJ9268	Federal Home Loan Mortgage Corp. 5.5%	0.77%	3,931,949
64	FN.BZ3092	Fnma Pass-Thru I 5.14%	0.70%	3,500,000
65	G2SF.2.5 6.13	Government National Mortgage Association 2.5%	0.66%	4,000,000
66	FR.QJ0893	Federal Home Loan Mortgage Corp. 5%	0.62%	3,234,161
67	FNCI.4.5 6.11	Federal National Mortgage Association 4.5%	0.62%	3,200,000
68	n/a	Offset: Cash	0.61%	n/a
69	G2SF.6 7.11	Government National Mortgage Association 6%	0.61%	3,100,000
70	FNCL.2 6.13	Federal National Mortgage Association 2%	0.61%	4,000,000
71	G2SF.6.5 7.11	Government National Mortgage Association 6.5%	0.60%	3,000,000
72	FR.SD7570	Federal Home Loan Mortgage Corp. 6%	0.60%	2,989,113
73	FN.CB9627	Fnma Pass-Thru I 4.5%	0.60%	3,200,221
74	FN.FM9966	Fnma Pass-Thru I 3.5%	0.59%	3,233,157
75	FN.CB7098	Fnma Pass-Thru I 5%	0.58%	3,057,075
76	FR.SL0897	Federal Home Loan Mortgage Corp. 5%	0.51%	2,686,252
77	n/a	Cash Collateral Cme Bpg Usd	0.50%	2,534,000
78	FN.BZ3793	Fnma Pass-Thru I 5.2%	0.49%	2,450,000
79	FN.CB9976	Fnma Pass-Thru I 5.5%	0.44%	2,260,957
80	FN.FA0822	Fnma Pass-Thru I 6%	0.43%	2,149,789
81	FN.CB9448	Fnma Pass-Thru I 4.5%	0.42%	2,261,909
82	FN.BZ3816	Fnma Pass-Thru I 5.18%	0.40%	1,995,000
83	FN.CB9449	Fnma Pass-Thru I 4.5%	0.40%	2,127,448
84	FN.CB9624	Fnma Pass-Thru I 4.5%	0.39%	2,081,102
85	G2.CN5904	Government National Mortgage Association 4%	0.37%	2,045,233
86	FHR.5499 FX	FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD 5.722%	0.37%	1,854,862
87	G2.CK9490	Government National Mortgage Association 4%	0.35%	1,918,389
88	FN.BZ3504	Fnma Pass-Thru I 5.23%	0.35%	1,716,000
89	FN.BZ1178	Fnma Pass-Thru I 5.81%	0.35%	1,700,000
90	GNR.2020-H14 FE	Government National Mortgage Association 5.4834%	0.34%	1,713,420
91	JPMMT.2021-4 A11	JP MORGAN MORTGAGE TRUST 5%	0.34%	1,856,919
92	FR.QU8229	Federal Home Loan Mortgage Corp. 6%	0.33%	1,688,877
93	FN.MA5097	Federal National Mortgage Association 4.5%	0.32%	1,672,567
94	FR.QJ5541	Federal Home Loan Mortgage Corp. 6.5%	0.31%	1,530,904
95	GNR.2024-126 CF	Government National Mortgage Association 5.2283%	0.29%	1,498,711
96	FN.BS8743	Fnma Pass-Thru I 4.68%	0.29%	1,479,733
97	FN.FS6841	Fnma Pass-Thru I 6%	0.29%	1,456,176
98	FNS.435 C24	Federal National Mortgage Association 2%	0.29%	11,362,690
99	FN.FS4384	Fnma Pass-Thru I 5%	0.29%	1,504,184
100	GNR.2024-H02 FJ	Government National Mortgage Association 5.3283%	0.29%	1,444,596
101	COMM.2021-2400 A	Comm 2021-2400 Mortgage Trust 5.7435%	0.28%	1,438,636
102	FR.SL0793	Federal Home Loan Mortgage Corp. 5%	0.27%	1,419,802
103	GN.785747	Government National Mortgage Association 4.5%	0.25%	1,347,823
104	FN.FA1193	Fnma Pass-Thru I 6%	0.25%	1,232,233
105	FN.CB8298	Fnma Pass-Thru I 6%	0.24%	1,219,327
106	GNR.2018-H01 FA	Government National Mortgage Association 5.0994%	0.24%	1,223,905
107	FN.CB8157	Fnma Pass-Thru I 6%	0.24%	1,206,218
108	FNR.2024-100 FB	Federal National Mortgage Association 5.672%	0.24%	1,218,774
109	FN.BZ3278	Fnma Pass-Thru I 4.74%	0.24%	1,200,000
110	FN.FS0900	Fnma Pass-Thru I 3.5%	0.23%	1,273,602
111	FN.BZ3794	Fnma Pass-Thru I 5.23%	0.22%	1,100,000
112	FN.BZ3791	Fnma Pass-Thru I 5.21%	0.22%	1,100,000
113	FN.CB9151	Fnma Pass-Thru I 6%	0.21%	1,063,003
114	GNR.2023-H13 FJ	Government National Mortgage Association 5.7483%	0.21%	1,047,912
115	FNR.2024-100 FD	Federal National Mortgage Association 5.772%	0.21%	1,062,212
116	GNR.2017-H20 BF	Government National Mortgage Association 5.1628%	0.21%	1,054,757
117	FNCI.3.5 6.11	Federal National Mortgage Association 3.5%	0.21%	1,100,000
118	FN.CC0257	Federal National Mortgage Association 6%	0.20%	1,020,686
119	FN.FA0938	Fnma Pass-Thru I 6%	0.20%	1,017,604
120	FNCI.2.5 6.12	Federal National Mortgage Association 2.5%	0.20%	1,100,000
121	n/a	10 Year Treasury Note Future Sept 25	0.20%	900,000
122	B.0 08.07.25	United States Treasury Bills 0%	0.19%	992,000
123	n/a	5 Year Treasury Note Future Sept 25	0.19%	900,000
124	GN.AJ5422	Government National Mortgage Association 4.07%	0.19%	1,104,329
125	FHR.5508 DF	FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD 5.322%	0.18%	939,927
126	ARCLO.2021-FL4 A	ARBOR REALTY COMMERCIAL REAL ESTATE NOTES 2021-FL4 LTD. 5.7932%	0.18%	917,959
127	FN.MA5588	Federal National Mortgage Association 4%	0.18%	948,406
128	B.0 07.10.25	United States Treasury Bills 0%	0.17%	882,000
129	FN.AL8166	Federal National Mortgage Association 3.5%	0.17%	961,938
130	B.0 08.21.25	United States Treasury Bills 0%	0.17%	876,000
131	GSMS.2018-TWR A	GS MORTGAGE SECURITIES CORPORATION TRUST 5.526%	0.17%	1,100,000
132	GN.AA6089	Government National Mortgage Association 3%	0.16%	895,921
133	FR.RB5162	Federal Home Loan Mortgage Corp. 3%	0.16%	892,234
134	G2.MA1089	Government National Mortgage Association 3%	0.15%	876,581
135	FHMS.KJ50 A2	FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD 4.228%	0.15%	800,000
136	FN.BZ3339	Fnma Pass-Thru I 5.2%	0.15%	757,000
137	GNR.2024-H07 FC	Government National Mortgage Association 4.9783%	0.15%	751,607
138	PRET.2022-RN1 A1	PRET 2022-RN1 LLC 6.721%	0.15%	740,236
139	GNR.2020-H15 FD	Government National Mortgage Association 5.4834%	0.14%	722,824
140	FN.CB6891	Fnma Pass-Thru I 4.5%	0.14%	766,218
141	FN.BS7576	Fnma Pass-Thru I 4.86%	0.14%	709,522
142	NRZT.2021-INV2 A11	NEW RESIDENTIAL MORTGAGE LOAN TRUST 2021-INV2 5%	0.14%	742,743
143	LHIPO.2019-1A AAA	LA HIPOTECARIA MORTGAGE TRUST 4.25%	0.13%	704,556
144	GNR.2022-H09 FA	Government National Mortgage Association 4.9983%	0.13%	675,709
145	GNR.2020-H17 HF	Government National Mortgage Association 5.6834%	0.13%	632,533
146	FHR.5482 FC	FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD 5.622%	0.12%	635,029
147	FN.FM3229	Fnma Pass-Thru I 3.5%	0.12%	669,167
148	FN.MA5059	Federal National Mortgage Association 4.5%	0.12%	624,184
149	JPMMT.2021-INV6 A2	J.P. MORGAN MORTGAGE TRUST 2021-INV6 3%	0.12%	719,036
150	GNR.2024-H11 FD	Government National Mortgage Association 5.2283%	0.12%	592,027
151	IMSVA.2021-1 GA	IMS Ecuadorian Mortgage 2021-1 Trust 3.4%	0.12%	599,739
152	FN.FS2338	Fnma Pass-Thru I 3%	0.11%	653,735
153	FN.AJ1565	Federal National Mortgage Association 4%	0.11%	602,499
154	FN.BF0383	Federal National Mortgage Association 4.5%	0.11%	595,414
155	FR.SL0874	Federal Home Loan Mortgage Corp. 6%	0.11%	539,989
156	FR.RB5248	Federal Home Loan Mortgage Corp. 4%	0.11%	577,008
157	GNR.2018-H07 FD	Government National Mortgage Association 4.7334%	0.10%	513,490
158	GNR.2015-H27 FA	Government National Mortgage Association 5.1834%	0.10%	509,558
159	GN.BQ7186	Government National Mortgage Association 3.5%	0.10%	563,976
160	GNRT.3A A2R	Generate Clo 3 Ltd / Generate FRN 6.0995%	0.10%	500,000
161	DCLO.2024-6A A1	DIAMETER CAPITAL CLO 6 LTD 5.8661%	0.10%	500,000
162	ARES.2015-2A AR3	Ares Xxxiv Clo Ltd 5.5998%	0.10%	500,000
163	APEXC.2024-1A A1	APEX CREDIT CLO 2024-I LTD 6.0695%	0.10%	500,000
164	TCW.2024-1A A1	TCW CLO 2024-1 LTD 5.8605%	0.10%	500,000
165	KKR.28A AR	KKR CLO 28 LTD 5.7005%	0.10%	500,000
166	TRNTS.2020-12A A1R	Trinitas Clo Xii Ltd / Trinitas Clo FRN 5.6518%	0.10%	500,000
167	FN.BL1296	Federal National Mortgage Association 3.575%	0.10%	500,000
168	FN.AB9962	Federal National Mortgage Association 4%	0.10%	522,234
169	GNR.2016-H02 FH	Government National Mortgage Association 5.4334%	0.10%	490,024
170	FHS.389 C40	Federal Home Loan Mortgage Corp. 2.5%	0.10%	3,156,059
171	GNR.2024-H07 JF	Government National Mortgage Association 5.1183%	0.10%	484,477
172	G2.784601	Government National Mortgage Association 3.5%	0.09%	501,967
173	FNR.2013-5 EZ	Federal National Mortgage Association 2%	0.09%	516,705
174	GN.BT0861	Government National Mortgage Association 3%	0.08%	487,690
175	n/a	Vm Cash Ccp Cme Bpg Usd	0.08%	423,447
176	GNR.2023-128 FK	Government National Mortgage Association 5.3783%	0.08%	421,815
177	FR.SC0050	Federal Home Loan Mortgage Corp. 3%	0.08%	457,439
178	FHR.4839 WO	Federal Home Loan Mortgage Corp. 0%	0.08%	658,429
179	LHIPO.2014-1A A1	LA HIPOTECARIA PANAMANIAN MORTGAGE TRUST 3.508%	0.08%	431,776
180	FN.BU4013	Fnma Pass-Thru I 4.5%	0.08%	435,724
181	GN.783007	Government National Mortgage Association 4.5%	0.08%	430,602
182	GNR.2022-H26 DF	Government National Mortgage Association 5.3483%	0.08%	404,230
183	FHR.4020 ZE	Federal Home Loan Mortgage Corp. 4%	0.08%	476,268
184	ANCHC.2024-28A A	ANCHORAGE CAPITAL CLO 28 LTD 5.9695%	0.08%	400,000
185	G2.784295	Government National Mortgage Association 3.5%	0.08%	445,827
186	FN.BZ3872	Fnma Pass-Thru I 4.86%	0.08%	400,000
187	AOMT.2024-2 A1	ANGEL OAK MORTGAGE TRUST 2024-2 5.985%	0.08%	393,936
188	FHR.3325 ZM	Federal Home Loan Mortgage Corp. 7%	0.08%	358,349
189	FR.ZT1858	Federal Home Loan Mortgage Corp. 4.5%	0.07%	395,585
190	FG.U90111	Federal Home Loan Mortgage Corp. 4%	0.07%	390,057
191	LHIPO.2016-1A A	LA HIPOTECARIA EL SALVADORIAN MORTGAGE TRUST 3.3575%	0.07%	379,046
192	FN.CA6424	Fnma Pass-Thru I 3%	0.07%	414,440
193	G2.MA0782	Government National Mortgage Association 3%	0.07%	379,198
194	FN.BS8227	Fnma Pass-Thru I 4.59%	0.07%	335,000
195	CWALT.2006-OA11 A1C	Alternative Loan Trust 2006-Hy12 4.9392%	0.06%	407,150
196	NRZT.2020-RPL1 A1	NEW RESIDENTIAL MORTGAGE LOAN TRUST 2.75%	0.06%	338,161
197	FG.U90133	Federal Home Loan Mortgage Corp. 4%	0.06%	338,600
198	GNR.2013-H10 FS	Government National Mortgage Association 5.4334%	0.06%	313,537
199	FR.ZS8678	Federal Home Loan Mortgage Corp. 2.5%	0.06%	332,360
200	GN.784208	Government National Mortgage Association 4%	0.06%	337,683
201	FG.G67722	Federal Home Loan Mortgage Corp. 5%	0.06%	317,689
202	FNR.2014-11 PL	Federal National Mortgage Association 3.5%	0.06%	324,217
203	B.0 08.14.25	United States Treasury Bills 0%	0.06%	311,000
204	FN.BN8898	Federal National Mortgage Association 3.5%	0.06%	312,528
205	STCP.2023-2A AR	SYCAMORE TREE CLO 2023-2 LTD 5.9495%	0.06%	300,000
206	FR.SL0873	Federal Home Loan Mortgage Corp. 6%	0.06%	291,032
207	FN.AE0715	Federal National Mortgage Association 4%	0.06%	308,974
208	FN.AL8092	Federal National Mortgage Association 4%	0.06%	308,468
209	FNR.2018-85 FE	Federal National Mortgage Association 4.7365%	0.06%	297,228
210	CMLTI.2007-AMC1 A1	Citigroup Mortgage Loan Trust Inc. 4.7592%	0.06%	528,273
211	OBX.2022-INV2 A1	OBX 2022-INV2 TRUST 3%	0.05%	333,842
212	FNR.2006-118 A2	Federal National Mortgage Association 4.5282%	0.05%	278,125
213	FN.AL7079	Federal National Mortgage Association 4%	0.05%	277,974
214	FN.MA3703	Federal National Mortgage Association 3%	0.05%	319,354
215	GNR.2022-H04 F	Government National Mortgage Association 4.6283%	0.05%	262,680
216	GPMF.2006-AR6 A4	Greenpoint Mortgage Funding Trust 2005 Ar4 5.1192%	0.05%	338,724
217	FR.ZA5434	Federal Home Loan Mortgage Corp. 3.5%	0.05%	280,400
218	FN.MA4660	Federal National Mortgage Association 3%	0.05%	280,369
219	GNR.2015-H29 FJ	Government National Mortgage Association 5.1134%	0.05%	243,977
220	GNR.2020-H14 FA	Government National Mortgage Association 4.8534%	0.05%	245,494
221	FN.FM3340	Fnma Pass-Thru I 3.5%	0.05%	245,717
222	FN.831599	Federal National Mortgage Association 6%	0.05%	230,115
223	FNR.2015-81 MZ	Federal National Mortgage Association 4%	0.05%	329,902
224	FN.BK0935	Federal National Mortgage Association 4%	0.05%	237,791
225	FN.931155	Federal National Mortgage Association 4%	0.05%	244,297
226	FG.G06067	Federal Home Loan Mortgage Corp. 5%	0.04%	228,208
227	FG.G18641	Federal Home Loan Mortgage Corp. 3%	0.04%	233,085
228	GNR.2021-H04 FD	Government National Mortgage Association 5.4783%	0.04%	221,135
229	G2.786108	Government National Mortgage Association 3.5%	0.04%	254,447
230	FR.RB5243	Federal Home Loan Mortgage Corp. 4.5%	0.04%	228,400
231	GN.784041	Government National Mortgage Association 4%	0.04%	235,532
232	GNR.2019-H15 JF	Government National Mortgage Association 5.0834%	0.04%	218,614
233	FN.BD6374	Federal National Mortgage Association 3.5%	0.04%	240,830
234	WAMU.2005-AR19 B1	Washington Mutual Mortgage Pass-Through Certificates 5.4892%	0.04%	250,345
235	FN.BF0167	Federal National Mortgage Association 3%	0.04%	252,901
236	FN.CB9626	Fnma Pass-Thru I 4.5%	0.04%	227,258
237	FN.AL7090	Federal National Mortgage Association 7.007%	0.04%	205,505
238	FN.MA2964	Federal National Mortgage Association 3%	0.04%	213,436
239	FNCL.6 7.11	Federal National Mortgage Association 6%	0.04%	200,000
240	FNR.2015-1 SJ	Federal National Mortgage Association 0%	0.04%	328,291
241	FR.WN2175	Federal Home Loan Mortgage Corp. 3.05%	0.04%	221,351
242	FN.BZ3871	Fnma Pass-Thru I 4.87%	0.04%	200,000
243	FN.AL9380	Federal National Mortgage Association 3%	0.04%	204,352
244	FN.BZ3873	Fnma Pass-Thru I 4.7%	0.04%	200,000
245	FNR.2019-10 FA	Federal National Mortgage Association 4.8365%	0.04%	200,246
246	FN.BS8216	Fnma Pass-Thru I 4.49%	0.04%	200,000
247	MSAC.2006-NC5 A2FP	Morgan Stanley ABS Capital I Inc 4.5092%	0.04%	380,575
248	HASC.2007-HE1 1A1	HSI Asset Securitization Corporation Trust 4.5792%	0.04%	259,889
249	FWLS.2017-SC01 2A	Federal Home Loan Mortgage Corp. 3.5%	0.04%	222,896
250	n/a	Oro Fwd Usd 10y P 4.30750 L 05/02/35 Dub	0.04%	2,900,000
251	GSAMP.2007-NC1 A1	GSamp Trust 4.6992%	0.04%	375,998
252	FN.BY4094	Fnma Pass-Thru I 6%	0.04%	184,039
253	FNR.2007-33 MF	Federal National Mortgage Association 5.0965%	0.04%	190,821
254	FN.AT6303	Federal National Mortgage Association 4%	0.04%	196,284
255	FN.BS8096	Fnma Pass-Thru I 4.7%	0.04%	188,000
256	FHR.4248 ES	Federal Home Loan Mortgage Corp. 0%	0.04%	199,056
257	B.0 07.17.25	United States Treasury Bills 0%	0.04%	183,000
258	FHR.4832 FW	Federal Home Loan Mortgage Corp. 4.8002%	0.04%	181,947
259	G2.AD8825	Government National Mortgage Association 3.5%	0.04%	201,115
260	CWALT.2006-OA16 A4C	CWALT Alternative Loan Trust 2006-OA16 5.1192%	0.04%	243,388
261	FN.AU6030	Federal National Mortgage Association 4.5%	0.04%	179,156
262	G2.MA3244	Government National Mortgage Association 3.5%	0.03%	191,571
263	FN.MA3413	Federal National Mortgage Association 4%	0.03%	177,429
264	FNR.2004-53 ZQ	Federal National Mortgage Association 8%	0.03%	161,399
265	FN.AK6957	Federal National Mortgage Association 4%	0.03%	178,703
266	FN.931551	Federal National Mortgage Association 4.5%	0.03%	175,481
267	FWLS.2017-SC01 1A	Federal Home Loan Mortgage Corp. 3%	0.03%	200,853
268	CWHL.2005-11 3A1	CWMBS Inc 3.6609%	0.03%	209,398
269	FG.G01820	Federal Home Loan Mortgage Corp. 5.5%	0.03%	162,995
270	G2.MA3310	Government National Mortgage Association 3.5%	0.03%	183,881
271	FNR.2013-54 SK	Federal National Mortgage Association 0%	0.03%	248,781
272	GN.697924	Government National Mortgage Association 5%	0.03%	167,828
273	FN.BS8176	Fnma Pass-Thru I 4.385%	0.03%	166,000
274	CMLTI.2024-INV2 A3B	CITIGROUP MORTGAGE LOAN TRUST 2024-INV2 6.5%	0.03%	156,104
275	GNR.2017-H23 MA	Government National Mortgage Association 3%	0.03%	163,532
276	n/a	Oro Fwd Usd 10y C 4.30750 L 05/02/35 Dub	0.03%	2,900,000
277	FN.BS8202	Fnma Pass-Thru I 4.14%	0.03%	155,870
278	GNR.2017-77 EZ	Government National Mortgage Association 3%	0.03%	237,652
279	FG.G18644	Federal Home Loan Mortgage Corp. 3%	0.03%	159,135
280	FG.G18666	Federal Home Loan Mortgage Corp. 3%	0.03%	158,537
281	FN.AD0497	Federal National Mortgage Association 5.5%	0.03%	150,920
282	FN.AB6244	Federal National Mortgage Association 4%	0.03%	159,448
283	PLMRS.2022-1A A	PALMER SQUARE CLO 2022-1 LTD 5.5924%	0.03%	150,000
284	FH.848812	Federal Home Loan Mortgage Corp. 6.864%	0.03%	144,888
285	FR.QG8492	Federal Home Loan Mortgage Corp. 5%	0.03%	153,186
286	FN.AL5548	Federal National Mortgage Association 7.018%	0.03%	141,998
287	FNR.2006-63 FD	Federal National Mortgage Association 4.8865%	0.03%	146,929
288	FHR.4068 UF	Federal Home Loan Mortgage Corp. 4.9468%	0.03%	146,350
289	FHR.3514 ZQ	Federal Home Loan Mortgage Corp. 6.5%	0.03%	142,597
290	FN.BE9075	Federal National Mortgage Association 4%	0.03%	146,675
291	GPMF.2006-AR7 1A32	Greenpoint Mortgage Funding Trust 2005 Ar4 4.8392%	0.03%	148,054
292	GNR.2016-H07 FK	Government National Mortgage Association 5.4334%	0.03%	141,998
293	FN.FM3493	Fnma Pass-Thru I 3.5%	0.03%	146,080
294	G2.BC1920	Government National Mortgage Association 3.5%	0.03%	157,358
295	GN.AR3716	Government National Mortgage Association 3.5%	0.03%	155,244
296	FN.MA4643	Federal National Mortgage Association 3%	0.03%	157,698
297	FR.RB5166	Federal Home Loan Mortgage Corp. 3%	0.03%	155,894
298	FN.AB4049	Federal National Mortgage Association 4%	0.03%	145,004
299	FR.QG7748	Federal Home Loan Mortgage Corp. 5%	0.03%	140,936
300	G2.BE5659	Government National Mortgage Association 4%	0.03%	148,576
301	FN.MA4632	Federal National Mortgage Association 3%	0.03%	150,654
302	FN.CA1988	Fnma Pass-Thru I 4.5%	0.03%	139,427
303	SAST.2007-4 A2	Saxon Asset Securities Trust 2004-2 6.1892%	0.03%	150,879
304	CWALT.2005-14 2A1	Cwalt Incorporation 4.8592%	0.03%	136,314
305	FG.T62068	Federal Home Loan Mortgage Corp. 2.5%	0.03%	156,158
306	FHR.3031 BZ	Federal Home Loan Mortgage Corp. 5.5%	0.03%	132,404
307	n/a	Oro Usd 7Y P 4.11600 L 11/19/25 Boa	0.02%	15,000,000
308	GN.BA0244	Government National Mortgage Association 4%	0.02%	135,973
309	MSM.2007-7AX 2A3	Morgan Stanley Mortgage Loan Trust 5.1592%	0.02%	479,053
310	FHR.4836 PO	Federal Home Loan Mortgage Corp. 0%	0.02%	209,989
311	FN.MA3060	Federal National Mortgage Association 3%	0.02%	128,580
312	FN.BS8097	Fnma Pass-Thru I 4.7%	0.02%	125,000
313	FN.BK3180	Federal National Mortgage Association 3.5%	0.02%	136,756
314	G2.CM2620	Government National Mortgage Association 3%	0.02%	140,159
315	FN.890362	Federal National Mortgage Association 4.5%	0.02%	124,155
316	TPMT.2019-HY2 A1	TOWD POINT MORTGAGE TRUST 5.4392%	0.02%	117,708
317	G2.AR0791	Government National Mortgage Association 3.5%	0.02%	135,656
318	G2.AA6149	Government National Mortgage Association 3%	0.02%	133,451
319	FN.BH2718	Federal National Mortgage Association 4%	0.02%	128,136
320	GN.784010	Government National Mortgage Association 4%	0.02%	125,114
321	FHR.4534 PZ	Federal Home Loan Mortgage Corp. 3%	0.02%	182,465
322	FN.AS7610	Federal National Mortgage Association 2.5%	0.02%	142,061
323	FN.BH0299	Federal National Mortgage Association 4%	0.02%	122,175
324	CSMC.2021-INV1 A3	CSMC 2021-INV1 TRUST 2.5%	0.02%	141,986
325	GNR.2016-H21 AF	Government National Mortgage Association 5.2334%	0.02%	113,212
326	FN.AW9166	Federal National Mortgage Association 4%	0.02%	115,271
327	FN.FS0406	Fnma Pass-Thru I 3%	0.02%	126,639
328	GN.678950	Government National Mortgage Association 6.5%	0.02%	106,756
329	FHR.4462 KG	Federal Home Loan Mortgage Corp. 2.5%	0.02%	121,204
330	FG.T62071	Federal Home Loan Mortgage Corp. 3%	0.02%	129,367
331	FN.MA3188	Federal National Mortgage Association 3%	0.02%	112,438
332	FN.BM5989	Federal National Mortgage Association 6.719%	0.02%	104,378
333	n/a	Oro Fwd Usd 10y P 4.28500 L 05/07/35 Jpm	0.02%	1,600,000
334	FN.BJ3862	Federal National Mortgage Association 3%	0.02%	114,686
335	G2.MA5018	Government National Mortgage Association 3%	0.02%	120,741
336	G2.MA5653	Government National Mortgage Association 5%	0.02%	106,991
337	FNA.2016-M11 AL	Federal National Mortgage Association 2.944%	0.02%	116,499
338	G2.CM2479	Government National Mortgage Association 3%	0.02%	118,684
339	G2.MA5764	Government National Mortgage Association 4.5%	0.02%	108,187
340	GPMF.2006-AR5 A3A2	Greenpoint 06-Ar5 4.8392%	0.02%	113,062
341	G2.MB0310	Government National Mortgage Association 6.5%	0.02%	99,711
342	n/a	Oro Fwd Usd 10y C 4.63000 L 05/22/35 Dub	0.02%	1,600,000
343	MFRA.2020-NQM2 A1	MFA 2020-NQM2 TRUST 1.381%	0.02%	104,794
344	FNA.2020-M33 X2	Federal National Mortgage Association 2.2422%	0.02%	1,700,727
345	FNR.2020-54 WF	Federal National Mortgage Association 4.2692%	0.02%	103,305
346	n/a	Oro Fwd Usd 10y P 4.31000 L 04/24/35 Glm	0.02%	1,500,000
347	n/a	Oro Fwd Usd 10y P 4.52000 L 05/29/35 Dub	0.02%	1,600,000
348	FN.BX4147	Fnma Pass-Thru I 6%	0.02%	95,734
349	FNCI.4 6.11	Federal National Mortgage Association 4%	0.02%	100,000
350	INDX.2006-AR14 1A3A	Indymac Indx Mortgage Loan Trust 2006 Ar19 4.8392%	0.02%	102,012
351	n/a	Oro Fwd Usd 10y C 4.52000 L 05/29/35 Dub	0.02%	1,600,000
352	FWLS.2015-SC02 1A	Federal Home Loan Mortgage Corp. 3%	0.02%	111,221
353	n/a	Oro Fwd Usd 10y P 4.43000 L 05/16/35 Glm	0.02%	1,500,000
354	n/a	Oro Fwd Usd 10y P 4.26500 L 05/01/35 Boa	0.02%	1,400,000
355	FHR.4255 SN	Federal Home Loan Mortgage Corp. 0.3614%	0.02%	98,210
356	n/a	Oro Fwd Usd 10y P 4.63000 L 05/22/35 Dub	0.02%	1,600,000
357	FNR.2011-18 ZK	Federal National Mortgage Association 4%	0.02%	97,303
358	FNR.2021-3 TI	Federal National Mortgage Association 2.5%	0.02%	553,853
359	FHR.4150 SB	Federal Home Loan Mortgage Corp. 1.7532%	0.02%	851,848
360	FR.QG2194	Federal Home Loan Mortgage Corp. 6%	0.02%	90,961
361	G2.5261	Government National Mortgage Association 5%	0.02%	93,221
362	FN.AS3324	Federal National Mortgage Association 4%	0.02%	95,180
363	G2.CM8603	Government National Mortgage Association 3%	0.02%	105,441
364	FN.BH4379	Federal National Mortgage Association 4%	0.02%	98,262
365	FN.AK2411	Federal National Mortgage Association 4%	0.02%	96,319
366	MALT.2006-2 2A1	MASTR Alternative Loan Trust 4.8392%	0.02%	958,091
367	FR.ZN2458	Federal Home Loan Mortgage Corp. 3.5%	0.02%	93,303
368	FN.BS7386	Fnma Pass-Thru I 4.77%	0.02%	89,867
369	FN.AS4009	Federal National Mortgage Association 3.5%	0.02%	97,467
370	FR.QG8338	Federal Home Loan Mortgage Corp. 5%	0.02%	92,521
371	AABST.2005-1 M4	Aegis Asset Backed Securities Trust Mortgage Pass Through Certificates Seri	0.02%	90,538
372	FN.AC4389	Federal National Mortgage Association 4%	0.02%	92,487
373	G2.MA9961	Government National Mortgage Association 3.5%	0.02%	99,626
374	FN.847959	Federal National Mortgage Association 5.675%	0.02%	87,425
375	FG.G03911	Federal Home Loan Mortgage Corp. 6%	0.02%	84,886
376	FNR.2012-3 PE	Federal National Mortgage Association 4%	0.02%	90,762
377	FG.Q53756	Federal Home Loan Mortgage Corp. 4%	0.02%	93,562
378	FG.G18663	Federal Home Loan Mortgage Corp. 3%	0.02%	89,825
379	G2.MA5597	Government National Mortgage Association 5%	0.02%	87,858
380	FG.G05122	Federal Home Loan Mortgage Corp. 5.5%	0.02%	84,729
381	n/a	Oro Fwd Usd 10y C 4.43000 L 05/16/35 Glm	0.02%	1,500,000
382	FHR.4091 VS	Federal Home Loan Mortgage Corp. 0.2678%	0.02%	113,737
383	GN.AZ1638	Government National Mortgage Association 4%	0.02%	92,847
384	FHR.4588 PI	Federal Home Loan Mortgage Corp. 4%	0.02%	608,589
385	FG.A85470	Federal Home Loan Mortgage Corp. 4.5%	0.02%	86,968
386	n/a	Oro Fwd Usd 10y C 4.28500 L 05/07/35 Jpm	0.02%	1,600,000
387	FG.G18652	Federal Home Loan Mortgage Corp. 3%	0.02%	86,044
388	G2.BB9690	Government National Mortgage Association 3.5%	0.02%	92,131
389	GNR.2015-126 GS	Government National Mortgage Association 0%	0.02%	138,451
390	FN.BM4645	Federal National Mortgage Association 3%	0.02%	88,443
391	PRETSL.F 07.03.33 **	Preferred Term Securities X, Ltd. 5.4244%	0.02%	82,337
392	FR.WN2384	Federal Home Loan Mortgage Corp. 4.4%	0.02%	82,367
393	FN.AS2580	Federal National Mortgage Association 3%	0.02%	83,303
394	FN.AL4287	Federal National Mortgage Association 6%	0.02%	77,587
395	FN.BY8301	Fnma Pass-Thru I 5%	0.02%	82,822
396	n/a	Oro Fwd Usd 10y C 4.31000 L 04/24/35 Glm	0.02%	1,500,000
397	GNR.2013-88 PZ	Government National Mortgage Association 4.5%	0.02%	86,748
398	WMALT.2007-OA1 2A	Washington Mutual Mortgage Pass-Through Certificates Wmalt Series 2007-Oc2	0.02%	99,976
399	FN.BE7840	Federal National Mortgage Association 4%	0.02%	86,006
400	FN.AE4350	Federal National Mortgage Association 4%	0.02%	83,213
401	G2.MA1227	Government National Mortgage Association 5%	0.02%	76,697
402	FN.BM3638	Federal National Mortgage Association 4%	0.02%	80,365
403	G2.784433	Government National Mortgage Association 3.5%	0.02%	84,575
404	FG.G06872	Federal Home Loan Mortgage Corp. 5.5%	0.02%	74,767
405	FNR.2015-81 NZ	Federal National Mortgage Association 3%	0.01%	99,946
406	FN.668910	Federal National Mortgage Association 6.88%	0.01%	73,212
407	FG.G08525	Federal Home Loan Mortgage Corp. 3%	0.01%	82,756
408	n/a	Oro Fwd Usd 10y C 4.26500 L 05/01/35 Boa	0.01%	1,400,000
409	BAFC.2006-J 4A1	Banc Americ 2006-J 5.1053%	0.01%	84,375
410	FN.BJ4616	Federal National Mortgage Association 4%	0.01%	77,627
411	G2.784445	Government National Mortgage Association 3.5%	0.01%	79,402
412	FN.735642	Federal National Mortgage Association 5.697%	0.01%	71,136
413	G2.MA1447	Government National Mortgage Association 3%	0.01%	79,119
414	GN.AZ8592	Government National Mortgage Association 4%	0.01%	75,812
415	FNR.2013-47 MS	Federal National Mortgage Association 0%	0.01%	78,847
416	FN.735643	Federal National Mortgage Association 5.697%	0.01%	68,818
417	GNR.2015-159 TE	Government National Mortgage Association 0%	0.01%	84,877
418	GN.BC1138	Government National Mortgage Association 4%	0.01%	74,033
419	RALI.2006-QO9 1A3A	Rali Series 2006 Qs9 Trust 4.8392%	0.01%	82,087
420	GSAA.2007-4 A3A	GSAA Home Equity Trust 2004-8 5.0392%	0.01%	170,437
421	GN.783579	Government National Mortgage Association 3.5%	0.01%	73,427
422	GNR.2006-69 PO	Government National Mortgage Association 0%	0.01%	82,446
423	FG.U91696	Federal Home Loan Mortgage Corp. 4%	0.01%	70,002
424	FN.AW6683	Federal National Mortgage Association 4%	0.01%	69,821
425	FH.781923	Federal Home Loan Mortgage Corp. 7.342%	0.01%	61,558
426	GN.626938	Government National Mortgage Association 4%	0.01%	66,436
427	FN.MA2997	Federal National Mortgage Association 3%	0.01%	64,104
428	FN.775852	Federal National Mortgage Association 5.697%	0.01%	60,515
429	FG.Q25853	Federal Home Loan Mortgage Corp. 4.5%	0.01%	62,936
430	CWL.2006-20 1A	CWABS Asset-Backed Certificates Trust 2006-20 4.7192%	0.01%	62,015
431	G2.CM4724	Government National Mortgage Association 3%	0.01%	69,198
432	GN.521288	Government National Mortgage Association 5%	0.01%	60,755
433	FSPC.T-63 1A1	Federal Home Loan Mortgage Corp. 5.6972%	0.01%	61,465
434	FH.1Q0184	Federal Home Loan Mortgage Corp. 7.212%	0.01%	56,919
435	G2.MA5711	Government National Mortgage Association 4.5%	0.01%	62,134
436	FN.AB9931	Federal National Mortgage Association 2.5%	0.01%	60,050
437	CMLTI.2005-12 2A1	Citigroup Mortgage Loan Trust Inc. 5.2392%	0.01%	60,164
438	G2.MA2151	Gnma Pass-Thru M Single Family 5%	0.01%	58,140
439	FG.G05132	Federal Home Loan Mortgage Corp. 5%	0.01%	56,678
440	GNR.2015-84 IB	Government National Mortgage Association 4%	0.01%	288,398
441	FN.MA3465	Federal National Mortgage Association 4%	0.01%	57,560
442	FG.A95501	Federal Home Loan Mortgage Corp. 5%	0.01%	56,468
443	FN.MA2950	Federal National Mortgage Association 2.5%	0.01%	64,932
444	FN.AX7940	Federal National Mortgage Association 4%	0.01%	58,439
445	FN.BN1152	Federal National Mortgage Association 4.5%	0.01%	56,953
446	FN.MA3090	Federal National Mortgage Association 3%	0.01%	55,999
447	FN.AL2059	Federal National Mortgage Association 4%	0.01%	56,461
448	FN.BH9315	Fnma Pass-Thru I 3.5%	0.01%	58,981
449	FN.BM4521	Federal National Mortgage Association 4%	0.01%	54,691
450	FHR.5034 MI	Federal Home Loan Mortgage Corp. 2%	0.01%	388,943
451	FN.MA4766	Federal National Mortgage Association 4.5%	0.01%	54,433
452	GNR.2016-H07 FE	Government National Mortgage Association 5.5834%	0.01%	51,945
453	FN.AL7183	Federal National Mortgage Association 6.679%	0.01%	49,459
454	FG.Q53034	Federal Home Loan Mortgage Corp. 3.5%	0.01%	56,448
455	RALI.2005-QA9 NB21	Residential Accredit Loans Inc 4.3476%	0.01%	145,923
456	B.0 07.03.25	United States Treasury Bills 0%	0.01%	51,000
457	FN.AD0586	Federal National Mortgage Association 4.5%	0.01%	51,353
458	FG.G01818	Federal Home Loan Mortgage Corp. 5%	0.01%	50,369
459	FG.A74896	Federal Home Loan Mortgage Corp. 5%	0.01%	50,335
460	RALI.2006-QO5 3A4	Rali Series 2006-Qs17 Trust 4.9792%	0.01%	62,069
461	FG.Q25852	Federal Home Loan Mortgage Corp. 4.5%	0.01%	51,869
462	GN.683380	Government National Mortgage Association 6.5%	0.01%	46,516
463	FG.G08035	Federal Home Loan Mortgage Corp. 5%	0.01%	48,050
464	FG.Q34007	Federal Home Loan Mortgage Corp. 3%	0.01%	54,589
465	FR.RB5173	Federal Home Loan Mortgage Corp. 3%	0.01%	52,578
466	G2.MA5193	Government National Mortgage Association 4.5%	0.01%	49,125
467	G2.MA1372	Government National Mortgage Association 2%	0.01%	57,864
468	G2.675733	Government National Mortgage Association 3.5%	0.01%	51,885
469	GN.BA7886	Government National Mortgage Association 4%	0.01%	50,279
470	FG.G08789	Federal Home Loan Mortgage Corp. 4%	0.01%	49,266
471	FHS.330 F4	Federal Home Loan Mortgage Corp. 4.8002%	0.01%	46,437
472	FNR.2009-88 WZ	Federal National Mortgage Association 4.5%	0.01%	50,341
473	FG.G18632	Federal Home Loan Mortgage Corp. 3%	0.01%	45,250
474	FNR.2015-73 ES	Federal National Mortgage Association 0%	0.01%	73,407
475	GNR.2013-H20 FB	Government National Mortgage Association 5.4334%	0.01%	42,840
476	FN.MA2903	Federal National Mortgage Association 3%	0.01%	44,650
477	FG.Q13410	Federal Home Loan Mortgage Corp. 3%	0.01%	47,884
478	FN.MA2931	Federal National Mortgage Association 3%	0.01%	43,808
479	n/a	Cash Collateral Fut Jps Usd	0.01%	42,000
480	FG.G04503	Federal Home Loan Mortgage Corp. 5.5%	0.01%	40,930
481	FN.AU2890	Federal National Mortgage Association 2.5%	0.01%	42,719
482	GN.BC1102	Government National Mortgage Association 4%	0.01%	44,676
483	FG.E03003	Federal Home Loan Mortgage Corp. 3%	0.01%	41,848
484	FN.AE9251	Federal National Mortgage Association 4%	0.01%	42,670
485	FG.G06931	Federal Home Loan Mortgage Corp. 6%	0.01%	38,787
486	FG.G61254	Federal Home Loan Mortgage Corp. 4%	0.01%	43,342
487	GNR.2016-H04 FB	Government National Mortgage Association 5.2334%	0.01%	40,173
488	n/a	Oro Usd 7Y P 5.00000 L 09/30/25 Myc	0.01%	69,900,000
489	JPMMT.2019-5 A11	JP MORGAN MORTGAGE TRUST 5.3392%	0.01%	41,704
490	FN.AS4556	Federal National Mortgage Association 3.5%	0.01%	42,890
491	FN.BH5368	Federal National Mortgage Association 3.5%	0.01%	43,669
492	FG.A64440	Federal Home Loan Mortgage Corp. 6%	0.01%	37,289
493	INDX.2006-AR6 2A1A	Indymac Indx Mortgage Loan Trust 2006 Ar19 4.8392%	0.01%	44,557
494	GSR.2006-OA1 2A2	GSR Mtg Loan Trust 4.9592%	0.01%	172,903
495	FG.G07203	Federal Home Loan Mortgage Corp. 4.5%	0.01%	38,897
496	FN.879522	Federal National Mortgage Association 6%	0.01%	35,682
497	CWL.2006-19 2A3	CWABS Asset-Backed Certificates Trust 2006-19 4.9392%	0.01%	37,129
498	FH.1B2432	Federal Home Loan Mortgage Corp. 7.52%	0.01%	35,848
499	GN.429790	Government National Mortgage Association 6.5%	0.01%	35,235
500	FN.BK8736	Federal National Mortgage Association 4.5%	0.01%	37,815

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