SECR Holdings List

As of May 13, 2025

No.	Symbol	Name	% Weight	Shares
1	n/a	10 Year Treasury Note Future June 25	15.94%	262
2	n/a	5 Year Treasury Note Future June 25	3.33%	56
3	FN.FS8105	Fnma Pass-Thru I 2%	2.33%	5,435,380
4	RCKT.2021-5 A1	RCKT MORTGAGE TRUST 2.5%	1.97%	4,477,843
5	FR.SD4958	Federal Home Loan Mortgage Corp. 2%	1.58%	3,677,229
6	FN.MA4438	Federal National Mortgage Association 2.5%	1.26%	2,789,282
7	FN.MA5139	Federal National Mortgage Association 6%	1.22%	2,190,427
8	FN.MA4624	Federal National Mortgage Association 3%	1.19%	2,542,588
9	FN.MA5009	Federal National Mortgage Association 5%	1.14%	2,128,809
10	FN.MA4492	Federal National Mortgage Association 2%	1.11%	2,581,547
11	FN.MA4626	Federal National Mortgage Association 4%	1.10%	2,165,215
12	FR.SD8243	Federal Home Loan Mortgage Corp. 3.5%	1.08%	2,202,131
13	FN.MA5353	Federal National Mortgage Association 5.5%	0.94%	1,724,906
14	FN.MA4919	Federal National Mortgage Association 5.5%	0.88%	1,615,132
15	FN.MA4940	Federal National Mortgage Association 5%	0.84%	1,567,885
16	FN.MA4918	Federal National Mortgage Association 5%	0.80%	1,493,414
17	FR.SD8266	Federal Home Loan Mortgage Corp. 4.5%	0.80%	1,530,033
18	FHR.5527 FA	FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD 5.35369%	0.78%	1,425,853
19	FR.SD8342	Federal Home Loan Mortgage Corp. 5.5%	0.76%	1,388,181
20	GSMBS.2022-PJ4 A4	GS MORTGAGE-BACKED SECURITIES 2022-PJ4 2.5%	0.72%	1,641,270
21	DTAOT.2021-2A E	DT AUTO OWNER TRUST 2.97%	0.71%	1,300,000
22	SCRT.2025-1 MTU	Freddie Mac Seasoned Credit Risk Transfer Trust Series 2017-2 3.25%	0.69%	1,468,184
23	FR.SD6766	Federal Home Loan Mortgage Corp. 5.5%	0.68%	1,246,293
24	JPMMT.2021-11 A3	J P MORGAN MORTGAGE TRUST 2021-11 2.5%	0.63%	1,427,533
25	FR.SL0927	Federal National Mortgage Association 6%	0.61%	1,091,367
26	STACR.2021-HQA3 B2	Freddie Mac Stacr Remic Trust 10.60369%	0.61%	1,070,000
27	G2.787246	Government National Mortgage Association 3%	0.61%	1,297,994
28	FR.SD8290	Federal Home Loan Mortgage Corp. 6%	0.59%	1,062,732
29	FR.SD8199	Federal Home Loan Mortgage Corp. 2%	0.54%	1,262,543
30	FSMT.2021-9INV A7	FLAGSTAR MORTGAGE TRUST 2.5%	0.54%	1,107,202
31	FR.SD8325	Federal Home Loan Mortgage Corp. 6%	0.52%	937,644
32	FHMS.K758 A2	FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD 4.68%	0.52%	945,000
33	JPMMT.2021-12 A3	JP MORGAN MORTGAGE TRUST 2.5%	0.51%	1,159,286
34	FCAT.2024-1 D	FLAGSHIP CREDIT AUTO TRUST 2024-1 6.3%	0.50%	900,000
35	BANK.2019-BN19 C	BANK 2019-BNK19 4.16063%	0.49%	1,215,000
36	ROCC.2024-CNTR E	ROCK TRUST 2024-CNTR 8.81906%	0.45%	790,000
37	CGCMT.2018-B2 D	Citigroup Commercial Mortgage Trust 3.1455%	0.44%	1,070,000
38	BLAST.2024-1 D	Bridgecrest Lending Auto Securitization Trust 2024-1 6.03%	0.43%	780,000
39	EART.2022-5A E	EXETER AUTOMOBILE RECEIVABLES TRUST 2022-5 10.45%	0.42%	735,000
40	G2.MA7706	Government National Mortgage Association 3%	0.42%	875,638
41	JPMMT.2021-4 B1	JP MORGAN MORTGAGE TRUST 2.88015%	0.42%	960,259
42	CAS.2020-SBT1 1B1	CONNECTICUT AVENUE SECURITIES TRUST 11.21817%	0.42%	715,000
43	STACR.2022-HQA3 M2	Freddie Mac Stacr Remic Trust 9.70369%	0.42%	705,000
44	STACR.2021-HQA4 B2	Freddie Mac Stacr Remic Trust 11.35369%	0.42%	713,000
45	FR.SD6871	Federal Home Loan Mortgage Corp. 5.5%	0.42%	758,466
46	CAS.2022-R02 2B2	CONNECTICUT AVENUE SECURITIES TRUST 2022-R02 12.00369%	0.41%	685,000
47	FN.MA5020	Federal National Mortgage Association 5%	0.40%	735,825
48	JPMCC.2016-JP3 C	Jpmcc 2016-Jp3 3.55662%	0.40%	810,000
49	GCAR.2024-2A D	GLS AUTO RECEIVABLES ISSUER TRUST 2024-2 6.19%	0.39%	700,000
50	STACR.2022-HQA3 M1B	Freddie Mac Stacr Remic Trust 7.90369%	0.39%	680,000
51	n/a	Dreyfus Trsy Oblig Cash Mgmt Cl Ins	0.39%	709,135
52	COMM.2016-DC2 D	Comm 2016-Dc2 3.93227%	0.39%	760,000
53	T.3.75 04.30.27	United States Treasury Notes 3.75%	0.39%	700,000
54	JPMMT.2024-INV1 A4	J P MORGAN MORTGAGE TRUST 2024-INV1 6%	0.38%	693,607
55	BMARK.2020-B17 C	BENCHMARK MORTGAGE TRUST 3.3707%	0.38%	910,000
56	FR.RA7122	Federal Home Loan Mortgage Corp. 3.5%	0.37%	741,901
57	EART.2022-2A E	EXETER AUTOMOBILE RECEIVABLES TRUST 2022-2 6.34%	0.36%	710,000
58	CAS.2020-SBT1 2M2	CONNECTICUT AVENUE SECURITIES TRUST 8.11817%	0.36%	620,000
59	ABCLN.2024-B G	Ally Bank Sandy (Utah) 11.395%	0.35%	644,350
60	STACR.2018-HRP1 B2	Federal Home Loan Mortgage Corp. 16.21817%	0.35%	525,885
61	MCAS.2023-01 M10	Multifamily Connecticut Avenue Securities Trust 2023-01 10.85369%	0.35%	560,000
62	GNR.2021-195 B	Government National Mortgage Association 1.5%	0.34%	1,520,000
63	GCAR.2025-1A D	GLS AUTO RECEIVABLES ISSUER TRUST 2025-1 5.61%	0.34%	610,000
64	BANK.2022-BNK39 AS	BANK 2022-BNK39 3.181%	0.34%	705,000
65	CAS.2022-R03 1B2	CONNECTICUT AVENUE SECURITIES TRUST 2022-R03 14.20369%	0.34%	550,000
66	BACM.2016-UB10 D	Bank Of America Merrill Lynch Commercial Mortgage Trust 2016-Ubs10 3%	0.34%	700,000
67	JPMMT.2022-1 A3	J.P. MORGAN MORTGAGE TRUST 2022-1 2.5%	0.34%	769,605
68	STACR.2021-DNA1 B1	Freddie Mac Stacr Remic Trust 7.00369%	0.34%	580,000
69	TPMT.2019-1 B2	TOWD POINT MORTGAGE TRUST 3.46275%	0.33%	815,000
70	FCAT.2021-3 E	FLAGSHIP CREDIT AUTO TRUST 3.32%	0.33%	650,000
71	FR.SD8146	Federal Home Loan Mortgage Corp. 2%	0.32%	742,677
72	FCAT.2022-2 D	Flagship Credit Auto Trust 2022-2 5.8%	0.32%	615,000
73	FR.SD8277	Federal Home Loan Mortgage Corp. 5.5%	0.32%	578,662
74	LADAR.2024-3A D	LAD AUTO RECEIVABLES TRUST 2024-3 5.18%	0.31%	565,000
75	FN.FS8206	Fnma Pass-Thru I 5.5%	0.31%	559,818
76	GNR.2019-97 FG	Government National Mortgage Association 3.5%	0.30%	621,613
77	n/a	Citi Futures Initial Margin - Usd	0.30%	544,415
78	STACR.2019-FTR3 B2	Federal Home Loan Mortgage Corp. 9.25417%	0.30%	500,000
79	T.3.75 04.15.28	United States Treasury Notes 3.75%	0.30%	545,000
80	WFCM.2018-C44 D	Wells Fargo Commercial Mortgage Trust 2012-Lc5 3%	0.30%	710,000
81	BMARK.2018-B1 C	Benchmark 2020-B16 Mortgage Trust 4.34375%	0.30%	649,000
82	STACR.2018-SPI3 B	Federal Home Loan Mortgage Corp. 4.15445%	0.30%	698,275
83	CMLTI.2014-C B3	Citigroup Mortgage Loan trust 2014-C 4.25%	0.29%	640,000
84	CAS.2022-R01 1B2	CONNECTICUT AVENUE SECURITIES TRUST 2022-R01 10.35369%	0.29%	500,000
85	SORT.2020-1 A1	CF HIPPOLYTA ISSUER LLC 1.69%	0.29%	521,682
86	TPMT.2018-2 B5	Towd Point Mortgage Trust 2015-3 3.76606%	0.28%	1,216,969
87	CAS.2024-R05 2B1	CONNECTICUT AVENUE SECURITIES TRUST 2024-R05 6.35369%	0.28%	500,000
88	BBCMS.2022-C16 D	BBCMS MORTGAGE TRUST 2022-C16 2.5%	0.28%	815,000
89	FR.SD8256	Federal Home Loan Mortgage Corp. 4%	0.27%	543,167
90	CONE.2024-DFW1 E	CONE 2024-DWF1 8.21034%	0.27%	500,000
91	BMO.2022-C1 111A	BMO 2022-C1 MORTGAGE TRUST 3.37761%	0.27%	550,000
92	FCAT.2021-3 D	FLAGSHIP CREDIT AUTO TRUST 1.65%	0.27%	514,000
93	CARMX.2024-3 C	CARMAX AUTO OWNER TRUST 2024-3 5.28%	0.27%	485,000
94	PFMT.2021-INV1 B2	PROVIDENT FUNDING MORTGAGE TRUST 2.77968%	0.27%	607,390
95	WFCM.2016-NXS6 D	Wells Fargo Coml T 3.059%	0.27%	555,000
96	USRE.2021-1 B1	NEW ECONOMY ASSETS - PHASE 1 ISSUER, LLC 2.41%	0.26%	525,000
97	CSMC.2017-RPL1 B3	CSMC TRUST 2.9803%	0.26%	945,000
98	ZAYO.2025-1A B	ZAYO ISSUER LLC 6.088%	0.26%	470,000
99	CAMB.2021-CX2 D	CAMB 2021-CX2 MORTGAGE TRUST 2.7712%	0.26%	600,000
100	UBSBB.2013-C5 B	UBS-Barclays Commercial Mortgage Trust 2012-C4 3.6487%	0.26%	490,061
101	COMM.2015-CR22 C	Comm 2015-Ccre22 Mortgage Trust 3.8865%	0.26%	520,000
102	USRE.2021-1 A1	NEW ECONOMY ASSETS - PHASE 1 ISSUER, LLC 1.91%	0.26%	495,000
103	BX.2019-OC11 D	BX TRUST 3.94399%	0.25%	500,000
104	BMARK.2018-B6 D	Benchmark 2018-B6 Mortgage Trust 3.08733%	0.25%	605,000
105	DBUBS.2011-LC3A PM2	Dbubs 2011 Lc1 Commercial Mortgage Trust 5.0976%	0.25%	650,000
106	STACR.2019-FTR1 B2	Federal Home Loan Mortgage Corp. 12.81817%	0.25%	385,000
107	CD.2017-CD4 C	CD 2017 Cd3 Mortgage Trust 4.3497%	0.25%	495,000
108	MSC.2016-UBS9 C	Ms Cap I Tr 2016-Ubs9 4.74534%	0.25%	500,000
109	BMARK.2019-B14 C	BENCHMARK MORTGAGE TRUST 3.88819%	0.25%	585,000
110	MSCR.2024-MN8 M2	Federal Home Loan Mortgage Corp. 8.60369%	0.25%	430,000
111	TAH.2020-SFR1 D	TRICON AMERICAN HOMES TRUST 2.548%	0.25%	460,000
112	FNR.2024-78 EV	Federal National Mortgage Association 5.5%	0.25%	446,419
113	DTAOT.2021-4A D	DT AUTO OWNER TRUST 2021-4 1.99%	0.24%	450,000
114	FR.SD3770	Federal Home Loan Mortgage Corp. 2.5%	0.24%	537,429
115	LADAR.2024-2A D	LAD AUTO RECEIVABLES TRUST 2024-2 6.37%	0.24%	430,000
116	JPMDB.2017-C5 B	JPMDB COMMERCIAL MORTGAGE SECURITIES TRUST 4.0088%	0.24%	535,000
117	MSCR.2025-MN10 B1	Federal Home Loan Mortgage Corp. 9.30369%	0.24%	445,000
118	MCAS.2019-01 B10	Federal National Mortgage Association 9.96817%	0.24%	435,000
119	WFCM.2017-RC1 D	WELLS FARGO COMMERCIAL MORTGAGE TRUST 3.25%	0.24%	505,000
120	MCAS.2024-01 B1	MULTIFAMILY CONNECTICUT AVENUE SECURITIES TRUST 2024-01 11.10369%	0.24%	400,000
121	FN.MA4806	Federal National Mortgage Association 5%	0.23%	431,487
122	SORT.2021-1A B1	CF HIPPOLYTA ISSUER LLC 1.98%	0.23%	438,238
123	SORT.2020-1 B1	CF HIPPOLYTA ISSUER LLC 2.28%	0.23%	422,742
124	WFCM.2016-NXS5 D	Wells Fargo Commercial Mortgage Trust 2012-Lc5 5.12225%	0.23%	469,000
125	NYT.2019-NYT E	Nyt Mortgage Trust 7.119%	0.23%	465,000
126	CAS.2025-R01 1B1	CONNECTICUT AVENUE SECURITIES TRUST 2025-R01 6.05269%	0.23%	410,000
127	MSCR.2024-MN9 B1	Federal Home Loan Mortgage Corp. 10.35269%	0.22%	405,000
128	JPMDB.2015-WPG C	Wp Glimcher Mall Trust 2015-Wp 3.516%	0.22%	450,000
129	WLAKE.2024-3A D	WESTLAKE AUTOMOBILE RECEIVABLES TRUST 2024-3 5.21%	0.22%	400,000
130	CAS.2024-R03 2M2	CONNECTICUT AVENUE SECURITIES TRUST 2024-R03 6.30269%	0.22%	395,000
131	GOCAP.2025-78A A1	GOLUB CAPITAL PARTNERS CLO 78M 5.69082%	0.22%	400,000
132	CNSL.2025-1A A2	Consolid Comms Ll 144A 6%	0.22%	400,000
133	FR.SD8220	Federal Home Loan Mortgage Corp. 3%	0.22%	460,723
134	SEMT.2023-2 B2	SEQUOIA MORTGAGE TRUST 2023-2 5.02065%	0.22%	427,595
135	FCAT.2021-2 E	FLAGSHIP CREDIT AUTO TRUST 2021-2 3.16%	0.22%	410,000
136	EVGRN.2025-CRT5 C	Evergreen Credit Card Trust 5.53%	0.22%	390,000
137	BMARK.2020-B16 D	Benchmark 2020-B16 Mortgage Trust 2.5%	0.22%	545,000
138	GRACE.2020-GRCE A	GRACE TRUST 2.347%	0.21%	452,000
139	STACR.2024-HQA1 M2	Freddie Mac Stacr Remic Trust 6.35369%	0.21%	385,000
140	BANK.2017-BNK7 C	Bank 2017 - Bnk7 4.11441%	0.21%	440,000
141	COMM.2016-DC2 C	Comm 2016-Dc2 4.68226%	0.21%	395,000
142	WFCM.2019-C51 C	Wells Fargo Commercial Mortgage Trust 2012-Lc5 4.289%	0.21%	445,000
143	APID.2018-18A BR2	Apidos Clo Xviii-R / Apidos Clo Xviii-R Llc 5.97238%	0.21%	380,000
144	BANK.2017-BNK6 D	Bank 2017-Bnk6 3.1%	0.21%	470,000
145	GNR.2021-140 GF	Government National Mortgage Association 2.5%	0.21%	460,632
146	CAS.2023-R03 2M2	CONNECTICUT AVENUE SECURITIES TRUST 2023-R03 8.25369%	0.21%	350,000
147	CMXS.2024-A D	CARMAX SELECT RECIEVABLES TRUST 2024-A 6.27%	0.20%	365,000
148	GNR.2020-5 FA	Government National Mortgage Association 3.5%	0.20%	407,777
149	SORT.2020-1 A2	CF HIPPOLYTA ISSUER LLC 1.99%	0.20%	395,633
150	STACR.2021-HQA1 B2	Freddie Mac Stacr Remic Trust 9.35369%	0.20%	325,000
151	LNSTR.2017-5 D	Lstar Commercial Mortgage Trust 2017-5 4.66657%	0.20%	440,000
152	SUBWAY.2024-1A A2I	SUBWAY FUNDING LLC 6.028%	0.20%	353,225
153	GNR.2021-96 FG	Government National Mortgage Association 3.5%	0.19%	393,521
154	FCAT.2024-1 C	FLAGSHIP CREDIT AUTO TRUST 2024-1 5.79%	0.19%	345,000
155	BX.2024-BRBK D	BX TRUST 2024-BRBK 10.29145%	0.19%	345,000
156	GRTLK.2019-1A ARR	Great Lakes CLO 2019-1 Ltd. / Great Lakes CLO 2019-1 LLC 5.79221%	0.19%	340,000
157	FN.MA5711	Federal National Mortgage Association 5%	0.19%	337,675
158	GSMS.2018-GS10 D	GS Mortgage Securities Corp 3%	0.19%	500,000
159	TAH.2020-SFR1 C	TRICON AMERICAN HOMES TRUST 2.249%	0.18%	335,000
160	FCAT.2022-1 D	FLAGSHIP CREDIT AUTO TRUST 2022-1 3.64%	0.18%	335,000
161	JPMCC.2022-NLP G	JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2022-NLP 8.84666%	0.18%	361,223
162	SWCH.2025-DATA A	Swch Commercial Mortgage Trust 2025-Data 5.76476%	0.17%	320,000
163	GNR.2021-57 SD	Government National Mortgage Association 1.86693%	0.17%	2,465,259
164	T.3.875 04.30.30	United States Treasury Notes 3.875%	0.17%	315,000
165	STACR.2025-HQA1 M2	Freddie Mac Stacr Remic Trust 6.00369%	0.17%	310,000
166	FNS.440 C46	Federal National Mortgage Association 4%	0.17%	1,358,704
167	WFCM.2022-ONL E	WELLS FARGO COMMERCIAL MORTGAGE TRUST 2022-ONL 5.09192%	0.17%	350,000
168	CAS.2023-R07 2M2	CONNECTICUT AVENUE SECURITIES TRUST 2023-R07 7.60269%	0.17%	290,000
169	FCO.2023-21A A1TR	Fortress Cr Opportunities Xxi Clo FRN 5.83947%	0.17%	300,000
170	CMXS.2025-A D	CARMAX SELECT RECIEVABLES TRUST 202 5.86%	0.17%	305,000
171	REG30.2024-4A B	REGATTA 30 FUNDING LTD 5.96296%	0.17%	300,000
172	FIAOT.2023-1A D	FIRST INVESTORS AUTO OWNER TRUST 2023-1 7.74%	0.17%	285,000
173	AIMCO.2018-AA B1R	Aimco CLO Series 2018-A 5.92979%	0.17%	300,000
174	CCCIT.2018-A7 A7	Citibank Credit Card Issuance Trust 3.96%	0.16%	300,000
175	DEXT.2025-1 D	DEXT ABS 2025-1 LLC 5.65%	0.16%	295,000
176	BANK.2020-BN25 D	Bank 2020-Bnk25 2.5%	0.16%	395,000
177	FR.SD3960	Federal Home Loan Mortgage Corp. 6%	0.16%	287,003
178	CIM.2025-NR1 A1	CIM TRUST 2025-NR1 5%	0.16%	300,441
179	GSMS.2015-GC30 D	GS Mortgage Securities Trust 2015-GC30 3.384%	0.16%	395,000
180	GSMBS.2020-PJ1 A1	GS MORTGAGE-BACKED SECURITIES TRUST 3.5%	0.16%	323,350
181	WFCM.2017-C38 C	Wells Fargo Commercial Mortgage Trust 2012-Lc5 3.903%	0.16%	320,000
182	FHR.5326 QO	FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD 0%	0.16%	439,102
183	GNR.2021-96 GP	Government National Mortgage Association 1%	0.15%	371,839
184	FN.FS9453	Fnma Pass-Thru I 4.5%	0.15%	291,533
185	STACR.2022-DNA1 B1	Freddie Mac Stacr Remic Trust 7.75369%	0.15%	265,000
186	TPMT.2024-CES6 A2	TOWD POINT MORTGAGE TRUST 2024-CES6 6.002%	0.15%	265,000
187	GNR.2010-151 KO	Government National Mortgage Association 0%	0.15%	286,762
188	UBSCM.2018-C9 C	UBS Commercial Mortgage Trust 5.10967%	0.15%	330,000
189	BWAY.2013-1515 C	Bway Corporation 3.4462%	0.14%	285,000
190	BMARK.2019-B9 C	BENCHMARK MORTGAGE TRUST 4.9706%	0.14%	300,000
191	SPCSL.2021-1A A2R	SILVER POINT SCF CLO IV LTD 6.2061%	0.14%	250,000
192	BLAST.2024-1 C	Bridgecrest Lending Auto Securitization Trust 2024-1 5.65%	0.14%	250,000
193	BCC.2021-6A DR	BAIN CAPITAL CREDIT CLO 2021-6 LTD 7.21947%	0.14%	250,000
194	SPEAK.2022-12A A1R	SIGNAL PEAK CLO 12 LTD 5.66947%	0.14%	250,000
195	AGL.2024-32A A1	AGL CLO 32 LTD 5.64947%	0.14%	250,000
196	REG11.2018-1A AR	Regatta XI funding LTD 5.67979%	0.14%	250,000
197	TCIFC.2024-2A B	TEXAS DEBT CAPITAL CLO 2024-II LTD 5.97518%	0.14%	250,000
198	MCMLT.2018-4 B4	MILL CITY MORTGAGE LOAN TRUST 3.07153%	0.14%	414,516
199	GCBSL.2024-76A A1	Golub Capital Partners Clo 76 B Ltd./Golub Capital Partners Clo 76 B LLC 5.	0.14%	250,000
200	OCP.2017-14A A1R	OCP Clo 2017-14 Ltd / LLC 5.63947%	0.14%	250,000
201	AGL.2024-35A A2	AGL CLO 35 LTD 5.81947%	0.14%	250,000
202	APID.2024-51A B	APIDOS CLO LI LTD 5.84674%	0.14%	250,000
203	ARESDL.2024-3A A2	ARES DIRECT LENDING CLO 3 LLC 6.01947%	0.14%	250,000
204	BLKMM.2021-6A A1R	BLACKROCK RAINIER CLO VI LTD 5.81947%	0.14%	250,000
205	OR.2024-20A C	OWL ROCK XX LLC 6.37518%	0.14%	250,000
206	AESOP.2023-5A D	Avis Budget Rental Car Funding AESOP LLC 7.35%	0.14%	245,000
207	STACR.2022-HQA1 M2	Freddie Mac Stacr Remic Trust 9.60369%	0.13%	225,000
208	STACR.2022-DNA3 M2	Freddie Mac Stacr Remic Trust 8.70369%	0.13%	225,000
209	GNR.2020-166 CA	Government National Mortgage Association 1%	0.13%	329,996
210	CSAIL.2018-C14 C	CSAIL 2017-Cx10 Commercial Mortgage Trust 5.0392%	0.13%	260,000
211	GNR.2023-53 PO	Government National Mortgage Association 0%	0.12%	280,578
212	GNR.2023-172 IO	Government National Mortgage Association 1.38107%	0.12%	2,262,623
213	GNR.2021-57 SA	Government National Mortgage Association 1.86693%	0.12%	1,739,847
214	HART.2024-B C	HYUNDAI AUTO RECEIVABLES TRUST 2024-B 5.29%	0.12%	210,000
215	CSAIL.2015-C1 C	CSAIL 2017-C8 Commercial Mortgage Trust 3.95792%	0.12%	233,000
216	BMARK.2019-B11 A5	Benchmark 2020-B16 Mortgage Trust 3.5421%	0.12%	225,000
217	FNR.2021-8 ID	Federal National Mortgage Association 3.5%	0.12%	946,598
218	FR.SD8407	Federal Home Loan Mortgage Corp. 5%	0.11%	214,036
219	GNR.2021-188 IO	Government National Mortgage Association 2.5%	0.11%	1,222,675
220	GNR.2022-1 CF	Government National Mortgage Association 2.5%	0.11%	246,677
221	CAS.2021-R03 1B2	CONNECTICUT AVENUE SECURITIES TRUST 2021-R03 9.85369%	0.11%	195,000
222	n/a	Cash	0.11%	199,948
223	FNS.438 C34	Federal National Mortgage Association 6%	0.11%	793,962
224	GNR.2024-29 B	Government National Mortgage Association 2.5%	0.11%	265,000
225	STACR.2021-DNA5 M2	Freddie Mac Stacr Remic Trust 6.00369%	0.10%	185,888
226	FHR.4994 TS	Federal Home Loan Mortgage Corp. 1.63183%	0.10%	1,498,429
227	FNR.2021-3 TI	Federal National Mortgage Association 2.5%	0.10%	1,095,837
228	FCAT.2021-1 D	FLAGSHIP CREDIT AUTO TRUST 2021-1 1.27%	0.10%	179,504
229	FHR.5167 GI	Federal Home Loan Mortgage Corp. 3%	0.09%	986,219
230	FR.RA6622	Federal Home Loan Mortgage Corp. 2.5%	0.09%	205,065
231	FHR.5328 JY	FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD 0.25%	0.09%	249,628
232	GNR.2023-63 MA	Government National Mortgage Association 3.5%	0.09%	180,205
233	GNR.2022-137 S	Government National Mortgage Association 1.86693%	0.09%	1,276,043
234	GNR.2023-1 HD	Government National Mortgage Association 3.5%	0.09%	181,815
235	GNR.2021-96 JS	Government National Mortgage Association 1.91693%	0.09%	1,170,870
236	FNR.2019-77 LZ	Federal National Mortgage Association 3%	0.09%	185,558
237	GNR.2024-51 SX	Government National Mortgage Association 0.84994%	0.09%	4,114,611
238	SFSBA.2024-1A A2	Stifel SBA IO Trust Series 2024-1 1.2676%	0.09%	4,289,077
239	GNR.2020-168 IA	Government National Mortgage Association 0.97939%	0.09%	2,104,155
240	TPMT.2017-4 B5	Towd Point Mortgage Trust 3.65452%	0.09%	249,771
241	STACR.2021-DNA6 B2	Freddie Mac Stacr Remic Trust 11.85369%	0.09%	145,000
242	FHR.5472 SB	FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD 0.99631%	0.08%	3,851,726
243	GNR.2016-93 AI	Government National Mortgage Association 4.5%	0.08%	610,606
244	FHR.5036 IO	Federal Home Loan Mortgage Corp. 3.5%	0.08%	718,094
245	GNR.2021-1 IT	Government National Mortgage Association 3%	0.08%	873,112
246	FHS.397 C61	Federal Home Loan Mortgage Corp. 5.5%	0.08%	631,646
247	FNR.2024-48 SB	Federal National Mortgage Association 1.54631%	0.08%	2,462,172
248	JPMMT.2021-11 AX1	J P MORGAN MORTGAGE TRUST 2021-11 0.22089%	0.08%	11,166,147
249	COMM.2014-UBS2 D	Comm Mortgage Trust 2014-UBS2 4.75284%	0.08%	203,388
250	GNR.2023-159 CI	Government National Mortgage Association 0.95261%	0.08%	1,916,669
251	GNR.2024-48 JI	Government National Mortgage Association 3%	0.08%	826,384
252	GNR.2021-179 SA	Government National Mortgage Association 1.86693%	0.08%	1,067,056
253	FN.FS6211	Fnma Pass-Thru I 6%	0.07%	130,689
254	FR.SD4268	Federal Home Loan Mortgage Corp. 6%	0.07%	130,409
255	GNR.2023-26 L	Government National Mortgage Association 3.8%	0.07%	180,000
256	GNR.2023-66 OQ	Government National Mortgage Association 0%	0.07%	163,168
257	GNR.2022-10 IC	Government National Mortgage Association 2%	0.07%	1,107,453
258	GNR.2020-188 GI	Government National Mortgage Association 2%	0.07%	1,049,486
259	CWALT.2005-IM1 A1	Cwalt Incorporation 5.04109%	0.07%	138,824
260	GNR.2021-122 HS	Government National Mortgage Association 1.86693%	0.07%	1,024,102
261	STACR.2021-HQA4 M2	Freddie Mac Stacr Remic Trust 6.70369%	0.07%	120,000
262	MCAS.2020-01 CE	MULTIFAMILY CONNECTICUT AVENUE SECURITIES TRUST 11.96817%	0.07%	115,000
263	FHS.311 S1	Federal Home Loan Mortgage Corp. 1.49081%	0.07%	1,250,801
264	FHS.272 PO	Federal Home Loan Mortgage Corp. 0%	0.06%	153,642
265	FSMT.2021-6INV A18	FLAGSTAR MORTGAGE TRUST 2.5%	0.06%	146,035
266	CSMC.2021-NQM2 A1	CSMC 2021-NQM2 TRUST 1.179%	0.06%	128,516
267	FNR.2021-34 MI	Federal National Mortgage Association 2.5%	0.06%	834,638
268	GNR.2021-205 GA	Government National Mortgage Association 2%	0.06%	139,775
269	FN.FM7418	Fnma Pass-Thru I 2.5%	0.06%	135,614
270	FHR.5471 SK	FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD 0.99631%	0.06%	2,963,620
271	MSC.2018-H3 D	Morgan Stanley Cap I Tst 2018-H3 3%	0.06%	135,000
272	GNR.2023-86 SE	Government National Mortgage Association 2.29994%	0.06%	740,530
273	MSBAM.2015-C22 AS	MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST 3.561%	0.06%	110,000
274	WFCM.2019-C51 AS	Wells Fargo Commercial Mortgage Trust 2012-Lc5 3.584%	0.06%	116,000
275	FN.FS5641	Fnma Pass-Thru I 6%	0.06%	103,352
276	JPMCC.2019-COR4 AS	JPMCC Commercial Mortgage Securities Trust 2015-Jp1 4.29%	0.06%	115,000
277	CAS.2022-R08 1B1	CONNECTICUT AVENUE SECURITIES TRUST 2022-R08 9.95369%	0.06%	95,000
278	GFORT.2023-2 A	Gmf Floorplan Owner Revolving Trust 5.34%	0.06%	100,000
279	LADAR.2024-1A D	LAD AUTO RECEIVABLES TRUST 2024-1 6.15%	0.06%	100,000
280	GNR.2021-44 IQ	Government National Mortgage Association 3%	0.06%	642,508
281	TALNT.2023-1A A	TOYOTA AUTO LOAN EXTENDED NOTE TRUST 2023-1 4.93%	0.06%	100,000
282	LBMLT.2004-3 M1	Long Beach Mortgage Loan Trust 5.29609%	0.06%	103,120
283	BX.2022-CSMO D	BX Commercial Mortgage Trust 2022-CSMO 8.65916%	0.06%	100,000
284	SAIL.2004-8 A6	Structured Asset Investment Loan Trust 2006-Bnc3 5.24109%	0.06%	104,024
285	HILT.2024-ORL D	HILT COMEMRCIAL MORTGAGE TRUST 2024-ORL 7.51073%	0.05%	100,000
286	GNR.2023-194 CI	Government National Mortgage Association 0.81504%	0.05%	1,505,648
287	FCAT.2021-2 D	FLAGSHIP CREDIT AUTO TRUST 2021-2 1.59%	0.05%	100,000
288	NCMS.2021-APPL A	NATIXIS COMMERCIAL MORTGAGE SECURITIES TRUST 5.53648%	0.05%	100,000
289	FORDR.2021-2 C	FORD CREDIT AUTO OWNER TRUST 2.11%	0.05%	100,000
290	FHR.5351 DO	FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD 0%	0.05%	116,540
291	CIM.2021-J3 A31	CIM TRUST 2.5%	0.05%	117,522
292	BX.2020-VIVA D	Bx Commercial Mortgage Trust 2018-Bioa 3.54875%	0.05%	100,000
293	FHR.5092 XA	Federal Home Loan Mortgage Corp. 1%	0.05%	103,616
294	MELLO.2021-MTG1 A19	MELLO MORTGAGE CAPITAL ACCEPTANCE 2.5%	0.05%	110,787
295	FR.SD4026	Federal Home Loan Mortgage Corp. 6%	0.05%	86,234
296	GNR.2023-37 IB	Government National Mortgage Association 2.5%	0.05%	660,890
297	FN.BU1417	Fnma Pass-Thru I 3%	0.05%	101,067
298	BX.2021-RISE C	BX TRUST 2021-RISE 5.88648%	0.05%	84,533
299	WAMU.2004-AR8 A1	Washington Mutual Mortgage Pass-Through Certificates 5.28109%	0.05%	86,027
300	FHR.5094 IP	Federal Home Loan Mortgage Corp. 3%	0.05%	508,146
301	FR.SD8343	Federal Home Loan Mortgage Corp. 6%	0.05%	80,998
302	CARMX.2024-1 C	CARMAX AUTO OWNER TRUST 2024-1 5.47%	0.04%	80,000
303	MSWF.2023-2 AS	MSWF COMMERCIAL MORTGAGE TRUST 2023-2 6.491%	0.04%	75,000
304	BANK.2017-BNK4 C	Bank 2017-Bnk4 4.372%	0.04%	90,000
305	FHS.402 PO	Federal Home Loan Mortgage Corp. 0%	0.04%	96,433
306	RALI.2007-QO3 A1	Rali Series 2006-Qs17 Trust 4.76109%	0.04%	86,401
307	JPMDB.2017-C7 D	JPMDB Commercial Mortgage Securities Trust 2017-C7 3%	0.04%	100,000
308	BANK.2019-BN20 C	BANK 2019-BNK20 3.76882%	0.04%	100,000
309	GNR.2023-80 SA	Government National Mortgage Association 0.89994%	0.04%	2,338,906
310	DRIVE.2024-1 C	DRIVE AUTO RECEIVABLES TRUST 2024-1 5.43%	0.04%	75,000
311	FNR.2021-12 GC	Federal National Mortgage Association 3.5%	0.04%	83,307
312	FN.FM3129	Fnma Pass-Thru I 3%	0.04%	86,132
313	GNR.2023-59 YC	Government National Mortgage Association 7.02653%	0.04%	67,289
314	FN.FS7587	Fnma Pass-Thru I 5.5%	0.04%	73,071
315	BBCMS.2024-C24 AS	BBCMS MORTGAGE TRUST 2024-C24 5.867%	0.04%	70,000
316	FR.QD8143	Federal Home Loan Mortgage Corp. 2%	0.04%	89,935
317	FNR.2022-10 SA	Federal National Mortgage Association 1.39631%	0.04%	646,510
318	BANK.2019-BN19 B	BANK 2019-BNK19 3.647%	0.04%	80,000
319	OBX.2022-J1 A14	OBX 2022-J1 TRUST 2.5%	0.04%	84,734
320	CAS.2024-R02 1B1	CONNECTICUT AVENUE SECURITIES TRUST 2024-R02 6.85369%	0.04%	65,000
321	RALI.2005-QO3 A1	Residential Accredit Loans Inc 5.24109%	0.04%	92,885
322	INDX.2005-AR12 2A1A	Indymac Indx Mortgage Loan Trust 2004-Ar14 4.92109%	0.04%	73,175
323	FR.SD5040	Federal Home Loan Mortgage Corp. 5.5%	0.04%	65,441
324	GNR.2022-107 SA	Government National Mortgage Association 0.00001%	0.04%	5,736,477
325	BVCLN.2024-EDU1 D	BAYVIEW OPPORTUNITY MASTER FUND VII 2024-EDU1, LLC 7.10369%	0.04%	62,778
326	FHR.5041 JE	Federal Home Loan Mortgage Corp. 1.25%	0.04%	79,835
327	HVMLT.2005-2 2A1A	Harborview Mtg Loan Trust 4.87442%	0.04%	67,089
328	GNR.2022-185 DI	Government National Mortgage Association 1.02241%	0.03%	880,845
329	GNR.2020-167 SN	Government National Mortgage Association 1.86693%	0.03%	466,646
330	GNR.2021-177 SB	Government National Mortgage Association 0.00001%	0.03%	4,910,270
331	GNR.2023-60 ES	Government National Mortgage Association 2.49988%	0.03%	63,514
332	CWHL.2005-9 1A1	CWMBS Inc 5.04109%	0.03%	68,570
333	WAMU.2005-AR16 1A1	Washington Mutual Mortgage Pass-Through Certificates 4.71544%	0.03%	64,422
334	WAMU.2005-AR6 2A1A	Washington Mutual Mortgage Pass-Through Certificates 4.90109%	0.03%	56,481
335	FNR.2021-85 BI	Federal National Mortgage Association 3%	0.03%	310,576
336	FN.FS5758	Fnma Pass-Thru I 6%	0.03%	54,698
337	FN.CA2056	Fnma Pass-Thru I 4.5%	0.03%	57,469
338	BMARK.2019-B15 C	BENCHMARK MORTGAGE TRUST 3.83059%	0.03%	70,000
339	WAMU.2004-AR12 A2B	Washington Mutual Mortgage Pass-Through Certificates 5.36109%	0.03%	55,444
340	MLCC.2004-F B1	Merrill Lynch Mortgage Investors, Inc. 5.42816%	0.03%	62,072
341	GNR.2020-189 SU	Government National Mortgage Association 1.86693%	0.03%	384,659
342	NAVSL.2021-BA A	NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2021-B 0.94%	0.03%	56,129
343	FN.FS3603	Fnma Pass-Thru I 5.5%	0.03%	48,740
344	SEMT.2021-4 AIO1	SEQUOIA MORTGAGE TRUST 0.16429%	0.03%	4,986,520
345	FCAT.2020-3 D	Flagship Credit Auto Trust 2020-3 2.5%	0.03%	47,498
346	SLST.2018-1 A1	Federal Home Loan Mortgage Corp. 3.5%	0.03%	48,955
347	FHR.4710 WZ	Federal Home Loan Mortgage Corp. 3.5%	0.03%	51,798
348	GNR.2022-182 IO	Government National Mortgage Association 3%	0.02%	321,517
349	FHS.246 PO	Federal Home Loan Mortgage Corp. 0%	0.02%	51,084
350	FCAT.2021-4 C	Flagship Credit Auto Trust 2021-4 1.96%	0.02%	40,000
351	FR.SD3392	Federal Home Loan Mortgage Corp. 5.5%	0.02%	39,718
352	GNR.2022-190 HS	Government National Mortgage Association 1.61693%	0.02%	328,445
353	BOAA.2005-11 1CB5	Banc Of America Alternative Loan Trust 5.5%	0.02%	40,227
354	CHASE.2005-S3 A14	Chase Mortgage Finance Trust 5.5%	0.02%	49,567
355	FR.RA1780	Federal Home Loan Mortgage Corp. 4.5%	0.02%	34,256
356	FR.SD8369	Federal Home Loan Mortgage Corp. 6.5%	0.02%	31,958
357	GFMT.2018-2 A51	Galton Funding Mortgage Trust 2019-H1 4.5%	0.02%	34,488
358	OBX.2019-INV2 A5	Obx 2019-Inv2 Trust 4%	0.02%	34,613
359	WMALT.2005-8 2CB3	Washington Mutual Mortgage Securities Corp. 4.85109%	0.02%	33,651
360	FHS.240 PO	Federal Home Loan Mortgage Corp. 0%	0.02%	34,968
361	BAFC.2006-I 6A1	Banc Of America Funding 2006-I Trust 4.81442%	0.02%	32,319
362	HGVT.2019-AA B	HILTON GRAND VACATIONS TRUST 2019-A 2.54%	0.02%	28,605
363	FN.CA2960	Fnma Pass-Thru I 4.5%	0.02%	29,084
364	ABMT.2015-5 B3	Agate Bay Mortgage Trust 2015-5 3.57404%	0.02%	34,214
365	GNR.2020-96 CS	Government National Mortgage Association 1.66693%	0.01%	236,881
366	GNR.2019-128 YF	Government National Mortgage Association 3.5%	0.01%	28,475
367	GNR.2019-128 KF	Government National Mortgage Association 3.5%	0.01%	28,054
368	FN.FM3889	Fnma Pass-Thru I 3%	0.01%	28,783
369	GNR.2021-47 IO	Government National Mortgage Association 0.99231%	0.01%	362,850
370	NAVSL.2021-A A	NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 0.84%	0.01%	27,377
371	CCMFC.2005-AA A2	Chevy Chase Funding Llc 4.69109%	0.01%	25,847
372	GNR.2019-92 GF	Ginnie Mae (Ze) 3.5%	0.01%	27,212
373	FN.FS3904	Fnma Pass-Thru I 5%	0.01%	23,322
374	GNR.2021-30 HI	Government National Mortgage Association 2%	0.01%	198,186
375	FN.BK4772	Federal National Mortgage Association 4%	0.01%	23,522
376	WAMU.2002-AR17 1A	Washington Mutual Mortgage Pass-Through Certificates 5.7746%	0.01%	22,438
377	GNR.2021-50 KI	Government National Mortgage Association 2.5%	0.01%	180,439
378	GNR.2020-149 IQ	Government National Mortgage Association 2.5%	0.01%	141,658
379	FN.FM5299	Fnma Pass-Thru I 3.5%	0.01%	22,793
380	FHR.5021 SA	Federal Home Loan Mortgage Corp. 0.00001%	0.01%	930,176
381	CIM.2021-J2 AIOS	CIM TRUST 0.21%	0.01%	1,573,729
382	GNR.2022-113 Z	Government National Mortgage Association 2%	0.01%	42,330
383	GNR.2021-16 AS	Government National Mortgage Association 0.00001%	0.01%	2,198,338
384	GNR.2021-56 FE	Government National Mortgage Association 2.5%	0.01%	127,923
385	GNR.2020-189 NS	Government National Mortgage Association 1.86693%	0.01%	127,793
386	GNR.2021-96 SN	Government National Mortgage Association 1.86693%	0.01%	161,381
387	GNR.2020-146 SA	Government National Mortgage Association 1.86693%	0.01%	135,839
388	FHR.4993 KS	Federal Home Loan Mortgage Corp. 1.58183%	0.01%	143,645
389	GNR.2021-177 IM	Government National Mortgage Association 3%	0.01%	101,744
390	FNS.426 C32	Federal National Mortgage Association 1.5%	0.01%	177,961
391	GNR.2022-87 SA	Government National Mortgage Association 0.00001%	0.01%	2,265,985
392	GNR.2021-96 NS	Government National Mortgage Association 1.86693%	0.01%	131,907
393	BOAMS.2005-A 2A3	Banc Of America Mortgage Securities Inc. 5.12286%	0.01%	16,595
394	GNR.2021-97 SM	Government National Mortgage Association 1.86693%	0.01%	113,833
395	FHR.5152 BI	Federal Home Loan Mortgage Corp. 3%	0.01%	88,058
396	GNR.2020-177 IO	Government National Mortgage Association 0.81979%	0.01%	239,322
397	GNR.2021-67 PI	Government National Mortgage Association 3%	0.01%	85,454
398	GNR.2020-183 HT	Government National Mortgage Association 1.41994%	0.01%	122,354
399	GNR.2021-98 IN	Government National Mortgage Association 3%	0.01%	80,072
400	GNS.1 1	Government National Mortgage Association 0%	0.01%	15,902
401	GNR.2022-207 IO	Government National Mortgage Association 3%	0.01%	79,325
402	FHR.5191 IO	Federal Home Loan Mortgage Corp. 3.5%	0.01%	69,345
403	FNR.2021-91 HI	Federal National Mortgage Association 3%	0.01%	105,736
404	FN.BN0340	Federal National Mortgage Association 4.5%	0.01%	12,736
405	FR.QA1451	Federal Home Loan Mortgage Corp. 3%	0.01%	13,885
406	FHR.5070 PI	Federal Home Loan Mortgage Corp. 3%	0.01%	64,191
407	JPMMT.2019-8 A11	JP MORGAN MORTGAGE TRUST 5.29109%	0.01%	12,070
408	FG.G08831	Federal Home Loan Mortgage Corp. 4%	0.01%	11,891
409	GNR.2021-1 PI	Government National Mortgage Association 2.5%	0.01%	71,781
410	FNR.2016-19 SD	Federal National Mortgage Association 1.63183%	0.01%	131,636
411	FHR.5040 IO	Federal Home Loan Mortgage Corp. 3.5%	0.01%	55,001
412	GNR.2020-188 IO	Government National Mortgage Association 2%	0.01%	91,646
413	GNR.2020-34 SC	Government National Mortgage Association 1.61693%	0.01%	83,493
414	GNR.2022-101 SB	Government National Mortgage Association 0.00001%	0.00%	1,137,500
415	FNR.2020-23 PS	Federal National Mortgage Association 1.58183%	0.00%	69,923
416	GNR.2020-166 IC	Government National Mortgage Association 2%	0.00%	64,705
417	FNR.2021-40 SI	Federal National Mortgage Association 1.48183%	0.00%	85,142
418	FHR.5205 KI	FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD 3%	0.00%	62,384
419	FNR.2016-57 SN	Federal National Mortgage Association 1.58183%	0.00%	63,817
420	FNR.2020-63 B	Federal National Mortgage Association 1.25%	0.00%	8,078
421	FNR.2019-32 SB	Federal National Mortgage Association 1.58183%	0.00%	53,038
422	AMCAR.2021-1 C	AMERICREDIT AUTOMOBILE RECEIVABLES TRUST 0.89%	0.00%	5,523
423	GNR.2021-226 SA	Government National Mortgage Association 0.00001%	0.00%	1,499,161
424	GNR.2021-97 SD	Government National Mortgage Association 0.00001%	0.00%	379,666
425	FCAT.2020-1 D	FLAGSHIP CREDIT AUTO TRUST 2.48%	0.00%	3,380
426	COMM.2014-UBS4 A5	Comm 2014-UBS4 Mortgage Trust 3.694%	0.00%	3,154
427	GNR.2022-78 S	Government National Mortgage Association 0.00001%	0.00%	136,947
428	GNR.2021-29 AS	Government National Mortgage Association 0.00001%	0.00%	249,088
429	GNR.2020-1 YS	Government National Mortgage Association 0.00001%	0.00%	124,121
430	GNR.2020-129 SB	Government National Mortgage Association 0.00001%	0.00%	166,923
431	n/a	Citi Futures Cash Balance - Usd	-0.22%	402,903
432	n/a	US Treasury Bond Future June 25	-0.44%	7

As of May 13, 2025

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