CLMZX Holdings List

As of Mar 31, 2025

No.	Symbol	Name	% Weight	Shares
1	FNCL.4.5 4.11	Federal National Mortgage Association 4.5%	13.71%	633,000,000
2	FNCL.4 4.11	Federal National Mortgage Association 4%	11.98%	567,500,000
3	FNCL.3.5 4.11	Federal National Mortgage Association 3.5%	8.24%	403,420,484
4	FNCL.6 4.11	Federal National Mortgage Association 6%	5.98%	260,000,000
5	FNCL.5 4.11	Federal National Mortgage Association 5%	5.79%	261,000,000
6	G2SF.4.5 4.11	Government National Mortgage Association 4.5%	5.21%	240,000,000
7	FNCL.3 4.11	Federal National Mortgage Association 3%	2.30%	117,000,000
8	n/a	Columbia Short-Term Cash	2.13%	93,724,038
9	FHR.5513 MU	FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD 5.33969%	0.80%	34,678,510
10	n/a	Fnma Pass-Thru I 4%	0.75%	35,038,935
11	n/a	Fnma Pass-Thru I 5.5%	0.70%	30,688,144
12	n/a	Fnma Pass-Thru I 5.5%	0.69%	29,983,856
13	STACR.2021-DNA5 B2	Freddie Mac Stacr Remic Trust 9.83969%	0.61%	23,300,000
14	FNR.2025-12 LF	Federal National Mortgage Association 8.13093%	0.55%	23,844,264
15	n/a	Federal Home Loan Mortgage Corp. 5.5%	0.51%	22,244,393
16	FR.SD1966	Federal Home Loan Mortgage Corp. 4%	0.51%	23,741,346
17	FR.SD3657	Federal Home Loan Mortgage Corp. 5%	0.47%	20,507,209
18	FHR.5513 MQ	FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD 5.33969%	0.46%	19,850,796
19	n/a	Uatsp_25-1Gs	0.41%	49,723
20	MFRA.2024-NPL1 A1	MFA 2024-NPL1 LLC 6.33%	0.40%	17,502,499
21	STACR.2020-DNA6 B2	Federal Home Loan Mortgage Corp. 9.98969%	0.40%	15,500,000
22	FN.CB4625	Fnma Pass-Thru I 5%	0.40%	17,586,769
23	n/a	PRPM LLC 3.721%	0.39%	17,193,442
24	STACR.2020-HQA5 B2	Federal Home Loan Mortgage Corp. 11.73969%	0.39%	14,200,000
25	n/a	CDS: (CMBX.NA.10.BBB-)	0.36%	20,000,000
26	n/a	RCO VIII MORTGAGE LLC 2024-1 9.5748%	0.36%	15,873,000
27	n/a	CDS: (CMBX.NA.16.BBB-)	0.35%	19,000,000
28	STACR.2021-DNA1 B2	Freddie Mac Stacr Remic Trust 9.08969%	0.35%	14,000,000
29	STWH.2021-NPB1 A2	STANWICH MORTGAGE LOAN COMPANY LLC 4.375%	0.34%	15,500,000
30	n/a	Atlas Receivables Asset Invt T 6.66186%	0.34%	15,000,000
31	n/a	NYMT 2024-RR1 7.375%	0.32%	14,089,029
32	TMIR.2021-3 M1B	TRIANGLE RE 2021-3 LTD 7.23969%	0.32%	14,095,632
33	HTAP.2024-2 A	HTAP 2024-2 6.5%	0.32%	14,151,427
34	n/a	Federal National Mortgage Association 5.53969%	0.31%	13,820,340
35	GRADE.2023-FIG4 CE	SALUDA GRADE ALTERNATIVE MORTGAGE TRUST 2023-FIG4 49.38116%	0.31%	8,168,628
36	n/a	FHLMC FRN 4.45417%	0.30%	16,988,156
37	n/a	CDS: (CMBX.NA.10.BBB-)	0.30%	16,500,000
38	n/a	UPSTART SECURITIZATION TRUST 2024-1 8.68%	0.29%	12,250,000
39	CAS.2021-R02 2B2	CONNECTICUT AVENUE SECURITIES TRUST 10.53969%	0.27%	11,350,000
40	n/a	PAGAYA AI DEBT GRANTOR TRUST 2024-9 6.174%	0.26%	11,548,234
41	n/a	WELLS FARGO COMMERCIAL MORTGAGE TRUST 8.93366%	0.26%	11,600,000
42	n/a	PAGAYA AI DEBT TRUST 2023-6 9%	0.25%	10,909,752
43	CGMS.2013-3A BR	Carlyle Global Market Strategies Clo 2013-3 LLC 6.26359%	0.25%	11,000,000
44	n/a	PRET 2024-NPL6 LLC 8.7156%	0.25%	10,875,000
45	n/a	BXP TRUST 2021-601L 2.77546%	0.25%	15,400,000
46	CAS.2022-R01 1B2	CONNECTICUT AVENUE SECURITIES TRUST 2022-R01 10.33969%	0.25%	10,350,000
47	n/a	Federal National Mortgage Association 5.18969%	0.24%	10,827,760
48	n/a	PRPM 2021-8 LLC 4.743%	0.24%	10,701,947
49	n/a	CDS: (CMBX.NA.10.BBB-)	0.24%	13,000,000
50	PRET.2022-NPL1 A1	PRET 2022-NPL1 LLC 5.9814%	0.23%	10,361,602
51	PAID.2023-5 C	PAGAYA AI DEBT TRUST 2023-5 9.099%	0.23%	10,149,914
52	n/a	CDS: (CMBX.NA.17.BBB-)	0.23%	12,000,000
53	n/a	TRIANGLE RE LTD 9.93459%	0.23%	10,000,000
54	PRET.2024-NPL5 A1	PRET 2024-NPL5 LLC 5.963%	0.23%	10,164,478
55	n/a	PRET 2024-NPL7 LLC 8.9559%	0.23%	10,000,000
56	FHR.5532 MB	FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD 8.09697%	0.23%	10,000,000
57	GNR.2025-39 M	Government National Mortgage Association 6.26188%	0.22%	9,820,000
58	n/a	PRPM 2024-RCF2 LLC 3.75%	0.22%	11,150,000
59	n/a	Citigroup Mortgage Loan Trust Inc. 4.25%	0.22%	13,205,608
60	n/a	SALUDA GRADE ALTERNATIVE MORTGAGE TRUST 2023-FIG3 3.30101%	0.21%	6,825,561
61	PAID.2024-3 C	PAGAYA AI DEBT TRUST 2024-3 7.297%	0.21%	9,109,546
62	PAID.2023-6 C	PAGAYA AI DEBT TRUST 2023-6 8.491%	0.21%	9,047,680
63	n/a	CHNGE MORTGAGE TRUST 2023-3 8.27078%	0.21%	8,900,000
64	n/a	PRET 2024-NPL9 LLC 8.5949%	0.21%	9,050,000
65	n/a	RCO X MORTGAGE LLC 2025-1 5.875%	0.20%	8,963,656
66	PNT.2021-1 A1	POINT SECURITIZATION TRUST 3.2282%	0.20%	9,043,580
67	FMMSR.2020-GT1 A	FMC GMSR ISSUER TRUST 4.45%	0.20%	9,050,000
68	VCAT.2025-NPL2 A1	VCAT 2025-NPL2 LLC 5.977%	0.20%	8,747,498
69	n/a	Government National Mortgage Association 2.5%	0.20%	62,925,924
70	n/a	Angel Oak Mortgage Trust 2019-6 3.941%	0.20%	9,450,000
71	n/a	PRPM 2024-RCF1 LLC 4%	0.20%	9,750,000
72	PRET.2024-NPL4 A2	PRET 2024-NPL4 LLC 9.4373%	0.19%	8,500,000
73	n/a	LHOME MORTGAGE TRUST 2023-RTL3 9%	0.19%	8,400,000
74	n/a	Government National Mortgage Association 1.86615%	0.19%	58,711,835
75	PRET.2024-RN1 A1	PRET 2024-RN1 LLC 7.1428%	0.19%	8,255,309
76	PRPM.2024-7 A1	PRPM 2024-7 LLC 5.87%	0.19%	8,286,106
77	n/a	FIGRE TRUST 2024-HE2 9.79%	0.19%	7,575,000
78	n/a	FHLMC FRN 0.125%	0.19%	2,034,882,224
79	n/a	CDS: (CMBX.NA.10.BBB-)	0.18%	10,000,000
80	n/a	Freddie Mac Stacr Remic Trust 11.83969%	0.18%	7,450,000
81	n/a	PRPM 2025-RPL1 LLC 4%	0.18%	9,500,000
82	NYMT.2025-R1 A	NYMT LOAN TRUST SERIES 2025-R1Q & NYMT LOAN TRUST SERIES 2025-R1T 6.381%	0.18%	7,823,017
83	n/a	Government National Mortgage Association 1.86615%	0.18%	56,409,934
84	n/a	TRIANGLE RE 2021-3 LTD 9.28969%	0.17%	7,500,000
85	n/a	CITIGROUP MORTGAGE LOAN TRUST 3.25%	0.17%	10,497,650
86	n/a	Carlyle Global Market Strategies CLO 2015-4 Ltd. 8.25478%	0.17%	7,500,000
87	n/a	LOANDEPOT GMSR MASTER TRUST 6.11366%	0.17%	7,580,000
88	STACR.2020-HQA5 B1	Federal Home Loan Mortgage Corp. 8.33969%	0.17%	6,750,000
89	n/a	RCO X MORTGAGE LLC 2025-1 8.353%	0.17%	7,500,000
90	FNR.2021-3 TI	Federal National Mortgage Association 2.5%	0.17%	43,802,738
91	n/a	TRIANGLE RE LTD 11.93459%	0.17%	7,100,000
92	n/a	Government National Mortgage Association 1.86615%	0.17%	57,117,459
93	CAS.2021-R03 1B2	CONNECTICUT AVENUE SECURITIES TRUST 2021-R03 9.83969%	0.17%	7,059,000
94	CSMC.2014-USA F	CSMC TRUST 4.3733%	0.17%	18,400,000
95	n/a	Federal Home Loan Mortgage Corp. 4.45417%	0.17%	8,000,000
96	n/a	HTAP 2024-1 7%	0.16%	7,142,723
97	n/a	PRPM 2023-RCF1 LLC 4%	0.16%	7,802,000
98	n/a	CHNGE MORTGAGE TRUST 2022-1 4.54762%	0.16%	8,350,000
99	n/a	CDS: (CMBX.NA.10.BBB-)	0.16%	8,800,000
100	n/a	VERUS SECURITIZATION TRUST 2023-1 6.88677%	0.16%	7,000,000
101	n/a	HTAP ISSUER TRUST 2025-1 6.5%	0.16%	7,000,000
102	n/a	NYMT LOAN TRUST SERIES 2024-BPL1 7.154%	0.16%	6,850,000
103	n/a	NEW RESIDENTIAL MORTGAGE LOAN TRUST 2019-RPL3 3.99118%	0.15%	9,250,000
104	n/a	OAKTOWN RE VI LTD 8.28969%	0.15%	6,500,000
105	n/a	BRAVO RESIDENTIAL FUNDING TRUST 7.73969%	0.15%	6,570,000
106	n/a	Government National Mortgage Association 3%	0.15%	28,361,309
107	n/a	GITSIT MORTGAGE LOAN TRUST 2024-NPL1 6.2025%	0.15%	6,490,223
108	n/a	BRAVO RESIDENTIAL FUNDING TRUST 6.85201%	0.15%	6,708,000
109	GNR.2023-113 HS	Government National Mortgage Association 1.61615%	0.15%	51,335,563
110	CSMC.2014-USA E	CSMC TRUST 4.3733%	0.14%	11,275,000
111	VERUS.2021-4 A1	VERUS SECURITIZATION TRUST 0.938%	0.14%	7,658,159
112	n/a	Federal National Mortgage Association 1.54583%	0.14%	60,245,659
113	PAID.2024-3 B	PAGAYA AI DEBT TRUST 2024-3 6.571%	0.14%	6,076,854
114	PRPM.2024-8 A2	PRPM 2024-8 LLC 8.836%	0.14%	6,100,000
115	n/a	Government National Mortgage Association 1.86615%	0.14%	43,495,787
116	MPOWR.2024-A B	Mpower Ed Tr 2024-A 8.35%	0.14%	6,000,000
117	n/a	BRAVO RESIDENTIAL FUNDING TRUST 6.73969%	0.14%	6,000,000
118	FHR.5105 ID	Federal Home Loan Mortgage Corp. 3%	0.13%	34,800,316
119	n/a	Government National Mortgage Association 1.86615%	0.13%	41,844,204
120	n/a	Bravo Residential Funding Trust 2021-NMQ2 3.044%	0.13%	6,626,000
121	n/a	5Y Rtr 4.000000 07-May-2025	0.13%	367,000,000
122	n/a	IMPERIAL FUND MORTGAGE TRUST 2021-NQM3 4.12876%	0.13%	7,384,000
123	n/a	CHNGE MORTGAGE TRUST 2023-1 8.23654%	0.13%	5,829,000
124	PRKCM.2022-AFC1 A3	PRKCM 2022-AFC1 TRUST 4.1%	0.13%	6,075,092
125	OBX.2021-NQM2 A1	Obx 2021-Nqm2 Trust 1.101%	0.13%	6,990,362
126	n/a	PRPM LLC 3.474%	0.13%	5,692,633
127	n/a	Government National Mortgage Association 1.65564%	0.13%	84,271,106
128	n/a	Verus Securitization Trust 2019-Inv3 3.624%	0.13%	6,000,000
129	n/a	PRET 2024-NPL3 LLC 10.0375%	0.13%	5,600,000
130	n/a	Federal Home Loan Mortgage Corp. 3%	0.13%	36,482,226
131	n/a	CHNGE MORTGAGE TRUST 2022-1 4.54787%	0.13%	7,431,000
132	n/a	Government National Mortgage Association 1.86615%	0.13%	36,315,178
133	n/a	PAGAYA AI DEBT TRUST 2023-7 7.95255%	0.12%	5,375,858
134	MFRA.2020-NQM3 B1	MFA 2020-NQM3 TRUST 3.661%	0.12%	6,250,000
135	n/a	PAGAYA AI DEBT GRANTOR TRUST 2024-5 7.27%	0.12%	5,339,543
136	n/a	CHNGE MORTGAGE TRUST 2023-1 8.23654%	0.12%	5,373,000
137	n/a	TOORAK MORTGAGE TRUST 2024-RRTL2 7.257%	0.12%	5,375,000
138	n/a	LHOME MORTGAGE TRUST 2025-RTL1 7.023%	0.12%	5,368,000
139	n/a	Ares XLIV CLO Ltd. 11.43359%	0.12%	5,275,000
140	n/a	Government National Mortgage Association 1.86615%	0.12%	36,255,566
141	n/a	Government National Mortgage Association 1.65564%	0.12%	56,231,080
142	n/a	LHOME MORTGAGE TRUST 2024-RTL1 9.165%	0.12%	5,200,000
143	n/a	FHLMC FRN 0.08%	0.12%	2,034,882,221
144	n/a	FHLMC 0.27%	0.12%	636,501,175
145	n/a	PRPM LLC 2.61%	0.12%	5,183,930
146	n/a	GCAT LLC 3.45%	0.12%	5,650,000
147	n/a	PAGAYA AI DEBT TRUST 2023-3 9.57%	0.12%	5,130,527
148	n/a	Federal Home Loan Mortgage Corp. 1.96031%	0.12%	34,894,327
149	PRPM.2024-5 A1	PRPM 2024-5 LLC 5.689%	0.12%	5,130,453
150	n/a	Government National Mortgage Association 1.55402%	0.12%	49,018,036
151	n/a	ARES LX CLO LTD 10.80478%	0.11%	5,000,000
152	PRPM.2024-8 A1	PRPM 2024-8 LLC 5.897%	0.11%	5,035,178
153	n/a	COLT MORTGAGE LOAN TRUST 1.419%	0.11%	6,010,857
154	n/a	MELLO MORTGAGE CAPITAL ACCEPTANCE 2024-SD1 4%	0.11%	5,802,000
155	n/a	PRET 2024-NPL5 LLC 8.835%	0.11%	5,000,000
156	n/a	Government National Mortgage Association 1.30564%	0.11%	65,506,673
157	n/a	CHNGE MORTGAGE TRUST 2023-2 8.18195%	0.11%	4,942,000
158	n/a	OSAT TRUST 6.967%	0.11%	5,267,413
159	GNR.2021-158 VI	Government National Mortgage Association 3%	0.11%	30,401,864
160	AOMT.2019-2 B2	ANGEL OAK MORTGAGE TRUST I LLC 6.286%	0.11%	4,800,000
161	n/a	Federal Home Loan Mortgage Corp. 4.45417%	0.11%	4,890,510
162	AFFRM.2024-X2 CERT	AFFIRM ASSET SECURITIZATION TRUST 2024-X2 0%	0.11%	70,500
163	n/a	DEEPHAVEN RESIDENTIAL MORTGAGE TRUST 6.32927%	0.11%	4,911,000
164	n/a	Federal National Mortgage Association 1.62976%	0.11%	39,590,034
165	n/a	AJAX MORTGAGE LOAN TRUST 3.8099%	0.11%	8,617,660
166	n/a	RADNOR RE LTD 8.33969%	0.11%	4,750,000
167	n/a	VISTA POINT SECURITIZATION TRUST 2024-CES3 7.833%	0.11%	4,700,000
168	PAID.2022-3 B	PAGAYA AI DEBT TRUST 2022-3 8.05%	0.11%	4,652,759
169	n/a	Government National Mortgage Association 1.86615%	0.10%	30,540,605
170	RUN.2022-NQM1 M1	RUN 2022-NQM1 TRUST 4.03827%	0.10%	5,595,000
171	n/a	FHLMC FRN 4.45417%	0.10%	5,650,000
172	VOLT.2021-NPL6 A1	VOLT XCVII LLC 6.2395%	0.10%	4,539,646
173	n/a	COLT MORTGAGE LOAN TRUST 3.764%	0.10%	5,969,000
174	n/a	COLT 2022-4 MORTGAGE LOAN TRUST 4.71166%	0.10%	4,993,000
175	n/a	HTAP 2024-2 7.5%	0.10%	4,700,000
176	n/a	Government National Mortgage Association 3.5%	0.10%	27,816,789
177	GNR.2024-97 KS	Government National Mortgage Association 2.95564%	0.10%	28,335,746
178	n/a	PRPM 2022-NQM1 TRUST 5.43188%	0.10%	4,608,000
179	n/a	STARWOOD MORTGAGE RESIDENTIAL TRUST 4.75%	0.10%	4,750,000
180	n/a	LHOME MORTGAGE TRUST 2024-RTL5 6.823%	0.10%	4,358,000
181	n/a	NEW RESIDENTIAL MORTGAGE LOAN TRUST 2024-RPL1 3.87923%	0.10%	6,748,000
182	GNR.2021-117 ES	Government National Mortgage Association 1.86615%	0.10%	30,027,323
183	n/a	Government National Mortgage Association 1.86615%	0.10%	31,158,426
184	n/a	PAGAYA AI DEBT TRUST 2022-5 10.31%	0.10%	4,057,914
185	n/a	VERUS SECURITIZATION TRUST 2023-INV1 7.51141%	0.10%	4,198,000
186	n/a	PRPM 2024-RPL4 LLC 4%	0.10%	4,700,000
187	n/a	NYMT LOAN TRUST 2024-CP1 3.96766%	0.09%	5,295,000
188	n/a	OBX TRUST 1.054%	0.09%	5,120,466
189	n/a	Government National Mortgage Association 1.86615%	0.09%	29,691,863
190	n/a	CHNGE MORTGAGE TRUST 2022-1 3.99%	0.09%	4,650,000
191	n/a	Federal Home Loan Mortgage Corp. 1.53685%	0.09%	38,490,420
192	n/a	Federal National Mortgage Association 1.59583%	0.09%	30,593,078
193	n/a	Government National Mortgage Association 3%	0.09%	22,509,998
194	n/a	Federal National Mortgage Association 1.64583%	0.09%	30,358,662
195	n/a	SALUDA GRADE ALTERNATIVE MORTGAGE TRUST 2022-INV1 4.96511%	0.09%	5,198,000
196	n/a	FIGRE TRUST 2024-HE5 7.01%	0.09%	3,950,000
197	n/a	VISTA POINT SECURITIZATION TRUST 2025-CES1 7.621%	0.09%	3,929,000
198	n/a	BRAVO RESIDENTIAL FUNDING TRUST 7.35201%	0.09%	4,129,000
199	n/a	Federal National Mortgage Association 2.26031%	0.09%	28,984,477
200	GNR.2020-191 UC	Government National Mortgage Association 4%	0.09%	18,714,086
201	n/a	TOORAK MORTGAGE TRUST 2025-RRTL1 8.342%	0.09%	3,800,000
202	n/a	RR 16 LTD 10.81359%	0.09%	3,733,333
203	n/a	HOMEWARD OPPORTUNITIES FUND I TRUST 5.45%	0.09%	3,750,000
204	VOLT.2021-NPL5 A1	VOLT XCVI LLC 6.1157%	0.09%	3,782,351
205	n/a	LHOME MORTGAGE TRUST 2024-RTL1 11.949%	0.09%	3,700,000
206	ADMT.2024-NQM1 A1	A&D MORTGAGE TRUST 2024-NQM1 6.195%	0.08%	3,708,430
207	n/a	Government National Mortgage Association 3.5%	0.08%	19,022,891
208	n/a	CHNGE MORTGAGE TRUST 2023-3 8.27078%	0.08%	3,700,000
209	RMLT.2020-1 B1	RESIDENTIAL MORTGAGE LOAN TRUST 3.946%	0.08%	3,938,000
210	RPM.2021-2A A	RESEARCH-DRIVEN PAGAYA MOTOR ASSET TRUST IV 2.65%	0.08%	3,811,402
211	n/a	PRPM 2024-RPL4 LLC 4%	0.08%	4,408,000
212	n/a	PRET 2024-NPL3 LLC 7.52%	0.08%	3,680,119
213	GNR.2023-141 SQ	Government National Mortgage Association 1.61615%	0.08%	33,604,244
214	n/a	CHNGE MORTGAGE TRUST 2022-2 4.62081%	0.08%	4,569,000
215	n/a	IMPERIAL FUND MORTGAGE TRUST 2022-NQM3 4.43208%	0.08%	4,489,000
216	n/a	Government National Mortgage Association 2.16634%	0.08%	27,889,933
217	n/a	TOORAK MORTGAGE TRUST 2024-RRTL1 9.768%	0.08%	3,500,000
218	n/a	COLT MORTGAGE LOAN TRUST 5.25%	0.08%	3,716,000
219	n/a	VERUS SECURITIZATION TRUST 2022-2 4.27838%	0.08%	4,493,200
220	n/a	SALUDA GRADE ALTERNATIVE MORTGAGE TRUST 2022-INV1 4.96511%	0.08%	4,958,000
221	AJAXM.2021-C A	AJAX MORTGAGE LOAN TRUST 5.115%	0.08%	3,564,798
222	n/a	BARCLAYS MORTGAGE TRUST 2021-NPL1 4.625%	0.08%	3,521,073
223	n/a	Government National Mortgage Association 1.66615%	0.08%	27,348,529
224	n/a	PRPM 2024-RCF6 LLC 4%	0.08%	4,088,000
225	n/a	FIGRE TRUST 2024-HE1 10.029%	0.08%	3,250,000
226	n/a	Government National Mortgage Association 1.86615%	0.08%	25,553,456
227	n/a	Bravo Residential Funding Trust 2021-NMQ2 4.099%	0.08%	4,100,000
228	n/a	Government National Mortgage Association 1.61615%	0.08%	31,658,447
229	n/a	PAGAYA AI DEBT TRUST 2024-1 7.109%	0.08%	3,401,761
230	n/a	Government National Mortgage Association 1.86615%	0.08%	24,252,842
231	n/a	PAGAYA AI DEBT TRUST 2024-2 7.573%	0.08%	3,368,867
232	GNR.2024-79 SH	Government National Mortgage Association 2.90564%	0.08%	22,157,979
233	STAR.2021-3 A1	STARWOOD MORTGAGE RESIDENTIAL TRUST 2021-3 1.127%	0.07%	3,828,702
234	n/a	PRPM 2023-RCF2 LLC 4%	0.07%	3,688,000
235	n/a	ANGEL OAK MORTGAGE TRUST 1.311%	0.07%	3,739,853
236	n/a	CHNGE MORTGAGE TRUST 2022-NQM1 5.82%	0.07%	3,150,000
237	n/a	Government National Mortgage Association 1.86615%	0.07%	21,410,943
238	n/a	MFA 2020-NQM3 TRUST 2.654%	0.07%	3,500,000
239	n/a	Federal Home Loan Mortgage Corp. 1.64583%	0.07%	25,612,011
240	n/a	VERUS SECURITIZATION TRUST 2.244%	0.07%	3,781,000
241	PAID.2022-3 AB	PAGAYA AI DEBT TRUST 2022-3 7.57548%	0.07%	3,037,917
242	n/a	LENDINGPOINT 2021-1 ASSET SECURITIZATION TRUST 7.226%	0.07%	3,040,228
243	n/a	VISTA POINT SECURITIZATION TRUST 2024-CES3 9.492%	0.07%	2,900,000
244	n/a	Federal National Mortgage Association 1.74583%	0.07%	24,084,041
245	n/a	Government National Mortgage Association 1.71615%	0.07%	22,770,030
246	n/a	FIGRE TRUST 2024-HE5 8.63%	0.07%	2,900,000
247	n/a	NEW RESIDENTIAL MORTGAGE LOAN TRUST 2024-RPL1 3.87923%	0.07%	5,287,000
248	n/a	HOMEWARD OPPORTUNITIES FUND TRUST 2022-1 5.03106%	0.07%	3,000,000
249	n/a	Government National Mortgage Association 1.71615%	0.07%	22,643,621
250	n/a	Federal National Mortgage Association 1.64583%	0.07%	30,664,659
251	n/a	IMPERIAL FUND MORTGAGE TRUST 2022-NQM5 6.25%	0.07%	3,000,000
252	n/a	GOLDMAN SACHS INTL CASH COLLATERAL	0.07%	2,900,000
253	GNR.2024-64 DS	Government National Mortgage Association 1.05564%	0.06%	50,242,648
254	VERUS.2021-5 B1	VERUS SECURITIZATION TRUST 3.037%	0.06%	3,800,000
255	n/a	Government National Mortgage Association 1.55564%	0.06%	50,135,057
256	n/a	PRPM 2024-5 LLC 9.076%	0.06%	2,800,000
257	n/a	Government National Mortgage Association 1.00564%	0.06%	41,165,835
258	FHR.4979 YS	Federal Home Loan Mortgage Corp. 1.59583%	0.06%	20,182,193
259	n/a	STARWOOD MORTGAGE RESIDENTIAL TRUST 3.257%	0.06%	3,200,000
260	n/a	TOORAK MORTGAGE TRUST 2024-RRTL2 8.178%	0.06%	2,750,000
261	n/a	Government National Mortgage Association 1.61615%	0.06%	19,930,778
262	n/a	BRAVO RESIDENTIAL FUNDING TRUST 5.80522%	0.06%	2,800,000
263	n/a	Federal National Mortgage Association 1.69583%	0.06%	21,164,530
264	n/a	PRET 2021-RN2, LLC 4.7436%	0.06%	2,704,133
265	n/a	Government National Mortgage Association 1.05564%	0.06%	60,496,510
266	FNR.2018-64 SE	Federal National Mortgage Association 1.74583%	0.06%	21,470,451
267	n/a	Federal National Mortgage Association 1.69583%	0.06%	21,307,126
268	n/a	PRPM 2023-NQM1 TRUST 6.32808%	0.06%	2,700,000
269	n/a	Federal Home Loan Mortgage Corporation 4.45417%	0.06%	2,950,000
270	n/a	Home Partners Of America Trust 2019-2 3.866%	0.06%	2,747,554
271	VERUS.2021-5 B2	VERUS SECURITIZATION TRUST 3.941%	0.06%	3,500,000
272	n/a	PRPM 2024-RCF2 LLC 3.75%	0.06%	2,800,000
273	n/a	Government National Mortgage Association 3%	0.06%	14,875,901
274	n/a	VISTA POINT SECURITIZATION TRUST 2025-CES1 8.956%	0.06%	2,546,000
275	n/a	PRPM 2020-6 LLC 4.703%	0.06%	2,566,414
276	n/a	PAGAYA AI DEBT TRUST 2024-1 8.344%	0.06%	2,473,539
277	n/a	Government National Mortgage Association 1.86615%	0.06%	18,508,179
278	n/a	VISTA POINT SECURITIZATION TRUST 2024-CES2 7.498%	0.06%	2,500,000
279	n/a	Government National Mortgage Association 2.5%	0.06%	16,525,921
280	n/a	VOLT XCV LLC 2.2396%	0.06%	2,513,732
281	FHR.4993 MS	Federal Home Loan Mortgage Corp. 1.59583%	0.06%	16,963,495
282	n/a	FIGRE TRUST 2024-HE1 8.323%	0.06%	2,350,000
283	n/a	10Y Rtr 3.700000 12-Jun-2025	0.06%	212,000,000
284	n/a	VOLT XCIV LLC 6.2395%	0.06%	2,480,530
285	n/a	OAKTOWN RE VI LTD 9.83969%	0.06%	2,373,000
286	n/a	Government National Mortgage Association 3%	0.06%	15,311,187
287	n/a	Government National Mortgage Association 1.86615%	0.06%	16,662,687
288	n/a	Government National Mortgage Association 3.5%	0.05%	11,459,504
289	n/a	Government National Mortgage Association 3.5%	0.05%	12,753,116
290	n/a	PAGAYA AI DEBT TRUST 2023-7 7.549%	0.05%	2,363,562
291	n/a	Octagon Investment Partners XXVII Ltd. 10.81359%	0.05%	2,500,000
292	n/a	MS-CS OTC CASH COLLATERAL	0.05%	2,327,000
293	n/a	Government National Mortgage Association 3%	0.05%	14,887,620
294	PMIT.2024-1A A	PROSPER MARKETPLACE ISSUANCE TRUST SERIES 2024-1 6.12%	0.05%	2,275,870
295	n/a	Government National Mortgage Association 1.70564%	0.05%	19,923,945
296	n/a	PRPM 2024-RCF4 LLC 4%	0.05%	2,335,000
297	n/a	Federal Home Loan Mortgage Corporation 4.45417%	0.05%	2,300,000
298	n/a	PRPM 2024-RCF6 LLC 4%	0.05%	2,350,000
299	n/a	10Y Rtr 3.800000 12-Sep-2025	0.05%	95,000,000
300	n/a	BRAVO RESIDENTIAL FUNDING TRUST 5.086%	0.05%	2,200,000
301	n/a	Government National Mortgage Association 1.05564%	0.05%	35,826,383
302	n/a	FIGRE TRUST 2025-HE1 9.083%	0.05%	2,110,000
303	GNR.2023-47 AS	Government National Mortgage Association 2.00564%	0.05%	26,771,841
304	n/a	Government National Mortgage Association 1.80564%	0.05%	22,995,359
305	n/a	Government National Mortgage Association 1.51615%	0.05%	17,447,833
306	n/a	Federal Home Loan Mortgage Corp. 3%	0.05%	21,550,743
307	n/a	NEW RESIDENTIAL MORTGAGE LOAN TRUST 2022-NQM2 3.85925%	0.05%	2,887,000
308	n/a	PRPM 2023-NQM3 TRUST 7.44314%	0.05%	2,043,000
309	n/a	FIGRE TRUST 2023-HE3 7.747%	0.05%	1,935,470
310	n/a	VERUS SECURITIZATION TRUST 5.6%	0.05%	2,000,000
311	n/a	PRPM 2024-RCF3 LLC 4%	0.04%	2,250,000
312	n/a	5Y Rtr 3.900000 02-Jul-2025	0.04%	118,000,000
313	n/a	VISTA POINT SECURITIZATION TRUST 5.375%	0.04%	2,000,000
314	n/a	Government National Mortgage Association 1.61615%	0.04%	17,527,520
315	n/a	CDS: (CMBX.NA.7.BBB-)	0.04%	2,209,869
316	n/a	Federal Home Loan Mortgage Corporation 0.27%	0.04%	259,083,309
317	n/a	FIGRE TRUST 2024-HE4 6.809%	0.04%	1,900,000
318	n/a	Government National Mortgage Association 2.5%	0.04%	12,437,333
319	n/a	FIGRE TRUST 2024-HE3 7.551%	0.04%	1,850,000
320	n/a	Government National Mortgage Association 2.5%	0.04%	11,983,297
321	n/a	CDS: (CMBX.NA.8.BBB-)	0.04%	2,193,412
322	n/a	Federal Home Loan Mortgage Corporation 0.115%	0.04%	471,278,761
323	OPTN.2024-3 C	OPORTUN FUNDING TR 2024-3 6.25%	0.04%	1,800,000
324	n/a	Federal Home Loan Mortgage Corp. 3.5%	0.04%	10,389,865
325	n/a	NYMT LOAN TRUST 2024-CP1 3.96766%	0.04%	2,350,000
326	n/a	Government National Mortgage Association 1.61615%	0.04%	12,750,073
327	n/a	Government National Mortgage Association 2.5%	0.04%	13,388,977
328	n/a	HLSS HOLDINGS LLC 3.844%	0.04%	1,759,405
329	n/a	PRPM 2024-RCF1 LLC 4%	0.04%	1,850,000
330	COLT.2021-3 B1	COLT MORTGAGE LOAN TRUST 3.059%	0.04%	2,502,000
331	n/a	PRPM 2024-RCF4 LLC 4%	0.04%	1,910,000
332	ENVA.2023-A A	NETCREDIT COMBINED RECEIVABLES 2023 LLC 7.78%	0.04%	1,612,824
333	n/a	Federal National Mortgage Association 0.54583%	0.04%	19,906,084
334	n/a	PRPM 2023-RCF2 LLC 4%	0.04%	1,724,000
335	n/a	FIGRE TRUST 2024-HE3 9.261%	0.04%	1,550,000
336	n/a	Federal Home Loan Mortgage Corp. 4.5%	0.04%	8,845,418
337	THRM.2022-3A A	THEOREM FUNDING TRUST 2022-3 7.6%	0.03%	1,451,559
338	n/a	COLT MORTGAGE LOAN TRUST 5.25%	0.03%	1,463,000
339	n/a	Federal Home Loan Mortgage Corporation 0.09%	0.03%	471,278,761
340	n/a	FIGRE TRUST 2024-HE4 8.482%	0.03%	1,300,000
341	n/a	PAGAYA AI DEBT TRUST 2022-2 6.63%	0.03%	1,313,559
342	VISIO.2019-2 M1	Visio Trust 2019-2 3.26%	0.03%	1,400,000
343	n/a	Government National Mortgage Association 1.76615%	0.03%	8,290,654
344	n/a	Federal National Mortgage Association 2.04583%	0.03%	9,278,826
345	PAID.2021-2 NOTE	PAGAYA AI DEBT SELECTION TRUST 3%	0.03%	1,264,256
346	FHR.4987 KS	Federal Home Loan Mortgage Corp. 1.62583%	0.03%	8,686,693
347	STAR.2020-INV1 B2	STARWOOD MORTGAGE RESIDENTIAL TRUST 4.261%	0.03%	1,400,000
348	GNR.2021-175 IJ	Government National Mortgage Association 3%	0.03%	6,647,254
349	GNR.2023-113 CS	Government National Mortgage Association 1.38564%	0.03%	15,261,281
350	GNR.2020-104 SA	Government National Mortgage Association 1.76615%	0.03%	8,959,581
351	VISIO.2019-2 B1	Visio Trust 2019-2 3.91%	0.03%	1,200,000
352	n/a	Citigroup Mortgage Loan Trust Inc. 1.186%	0.03%	34,731,096
353	n/a	Government National Mortgage Association 1.71615%	0.03%	8,705,565
354	PAID.2023-3 A	PAGAYA AI DEBT TRUST 2023-3 7.6%	0.02%	1,088,356
355	n/a	Government National Mortgage Association 0.57329%	0.02%	40,697,088
356	n/a	10Y Rtr 3.800000 10-Apr-2025	0.02%	180,000,000
357	n/a	Government National Mortgage Association 1.76615%	0.02%	8,207,245
358	n/a	5Y Rtp 4.050000 05-Sep-2025	0.02%	190,000,000
359	STWH.2021-NPB1 A1	STANWICH MORTGAGE LOAN COMPANY LLC 6.235%	0.02%	982,538
360	n/a	CDS: (CMBX.NA.7.BBB-)	0.02%	1,127,033
361	n/a	Federal Home Loan Mortgage Corp. 1.73685%	0.02%	8,013,330
362	FHR.4704 SK	FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD 1.68685%	0.02%	7,554,594
363	n/a	ALPHAFLOW TRANSITIONAL MORTGAGE TRUST 2021-WL1 3.28%	0.02%	952,433
364	n/a	Government National Mortgage Association 0%	0.02%	42,502,873
365	GNR.2018-63 HS	Government National Mortgage Association 1.76615%	0.02%	7,209,481
366	GNR.2021-193 ES	Government National Mortgage Association 0%	0.02%	256,566,597
367	n/a	Government National Mortgage Association 1.66615%	0.02%	8,033,354
368	n/a	Government National Mortgage Association 4%	0.02%	5,489,618
369	FNR.2017-90 SP	Federal National Mortgage Association 1.69583%	0.02%	6,722,978
370	GNR.2020-19 IO	Government National Mortgage Association 0.71862%	0.02%	17,373,359
371	n/a	Government National Mortgage Association 0%	0.02%	75,168,852
372	n/a	Government National Mortgage Association 1.76615%	0.02%	6,074,825
373	GNR.2018-94 SA	Government National Mortgage Association 1.76615%	0.02%	5,629,272
374	GNR.2018-155 LS	Government National Mortgage Association 1.71615%	0.02%	6,860,966
375	n/a	Federal National Mortgage Association 1.64583%	0.02%	6,593,640
376	n/a	10Y Rtr 3.600000 08-May-2025	0.02%	150,000,000
377	n/a	Government National Mortgage Association 1.76615%	0.02%	6,735,582
378	GNR.2020-3 IO	Government National Mortgage Association 0.61544%	0.02%	17,589,147
379	n/a	Federal National Mortgage Association 1.19583%	0.02%	7,966,047
380	n/a	ANTLR MORTGAGE TRUST 2024-RTL1 9.48663%	0.01%	656,687
381	GNR.2018-40 SC	Government National Mortgage Association 1.76615%	0.01%	5,361,487
382	FNR.2017-72 S	Federal National Mortgage Association 0%	0.01%	17,241,297
383	GNR.2019-102 IB	Government National Mortgage Association 0.83486%	0.01%	12,062,692
384	n/a	10Y Rtr 3.250000 19-Aug-2025	0.01%	100,000,000
385	n/a	Federal National Mortgage Association 1.59583%	0.01%	4,929,020
386	n/a	MS TBA CASH COLLATERAL	0.01%	586,000
387	n/a	Government National Mortgage Association 0%	0.01%	55,145,100
388	n/a	Pagaya Ai Debt Selection Trust 2020-3 0%	0.01%	23,803,550
389	n/a	Citigroup Mortgage Loan Trust Inc. 0%	0.01%	1,340,368
390	n/a	Government National Mortgage Association 3.5%	0.01%	4,138,210
391	n/a	PAGAYA AI DEBT SELECTION TRUST 2021-5 0%	0.01%	12,321,273
392	n/a	Government National Mortgage Association 0%	0.01%	23,765,448
393	n/a	PAGAYA AI DEBT TRUST 2022-2 5.7166%	0.01%	383,944
394	n/a	Federal Home Loan Mortgage Corp. 1.61685%	0.01%	5,708,778
395	MFT.2021-1A D	MARLETTE FUNDING TRUST 2.47%	0.01%	291,964
396	n/a	Government National Mortgage Association 0%	0.01%	13,318,852
397	n/a	Government National Mortgage Association 0%	0.00%	33,948,128
398	n/a	Federal National Mortgage Association 1.44583%	0.00%	1,782,802
399	n/a	Federal Home Loan Mortgage Corp. 4.5%	0.00%	1,279,295
400	n/a	LENDINGCLUB RECEIVABLES TRUST 0%	0.00%	865,000
401	FHS.309 S4	Federal Home Loan Mortgage Corp. 1.50685%	0.00%	1,560,662
402	n/a	Federal Home Loan Mortgage Corp. 1.43685%	0.00%	1,883,816
403	NRZT.2014-1A AIO	New Residential Mortgage Loan Trust 2014 1 2.17615%	0.00%	3,123,101
404	n/a	US AUTO FUNDING TRUST 2021-1 4.36%	0.00%	2,375,000
405	UPSPT.2021-ST1 A	UPSTART PASS-THROUGH TRUST 2.75%	0.00%	138,811
406	n/a	PAGAYA AI DEBT SELECTION TRUST 0%	0.00%	12,925,852
407	n/a	Federal National Mortgage Association 1.54583%	0.00%	1,080,036
408	FNR.2014-93 ES	Federal National Mortgage Association 1.69583%	0.00%	987,954
409	FHR.4286 NS	Federal Home Loan Mortgage Corp. 1.43685%	0.00%	854,147
410	n/a	Federal Home Loan Mortgage Corp. 1.58685%	0.00%	699,539
411	FHR.4620 AS	Federal Home Loan Mortgage Corp. 2.08289%	0.00%	911,050
412	PAID.2023-5 AB	PAGAYA AI DEBT TRUST 2023-5 7.625%	0.00%	80,230
413	HILT.2016-SFP F	Hilton USA Trust 2013-HLT 0%	0.00%	27,400,000
414	n/a	10Y Rtp 4.500000 28-Apr-2025	0.00%	100,000,000
415	n/a	10Y Rtp 4.500000 16-Apr-2025	0.00%	207,000,000
416	n/a	10Y Rtp 4.500000 25-Apr-2025	0.00%	60,000,000
417	FHR.4215 IL	Federal Home Loan Mortgage Corp. 3.5%	0.00%	145,527
418	n/a	Federal National Mortgage Association 3%	0.00%	187,022
419	n/a	CURRENCY	0.00%	2,343,087,645
420	FNR.2013-97 SB	Federal National Mortgage Association 1.64583%	0.00%	1,527
421	n/a	PAGAYA AI DEBT SELECTION TRUST 2021-1 0%	0.00%	1,901,904
422	n/a	5 Year Treasury Note Future June 25	0.00%	4,981
423	n/a	2 Year Treasury Note Future June 25	0.00%	3,700
424	n/a	10 Year Treasury Note Future June 25	0.00%	16,021
425	n/a	US LONG BOND JUN 25	0.00%	3,217
426	n/a	Ultra US Treasury Bond Future June 25	0.00%	106
427	n/a	Three-Month Sofr Future Mar 25	0.00%	4,962
428	n/a	3 Month SOFR Future Mar 26	0.00%	4,962
429	n/a	Cash Offset	-0.10%	4,330,315
430	n/a	CDS: (CMBX.NA.11.BBB-)	-0.20%	10,000,000
431	n/a	CDS: (CMBX.NA.11.BBB-)	-0.20%	10,000,000
432	n/a	CDS: (CMBX.NA.11.BBB-)	-0.20%	10,000,000
433	n/a	CDS: (CMBX.NA.11.BBB-)	-0.40%	20,500,000
434	n/a	CDS: (CMBX.NA.11.BBB-)	-0.98%	50,000,000

As of Mar 31, 2025

Showing 50 of 434

Subscribe to see the full list

Sector	% Weight
United States	93.27%
Other	6.73%