GSOIX Holdings List

As of Mar 31, 2025

No.	Symbol	Name	% Weight	Shares
1	n/a	TENN VALLEY AUTHORITY - Tennessee Valley Authority	16.59%	20,150,000
2	T.3.75 05.31.30	United States Treasury - U.S. Treasury Notes	6.62%	8,085,300
3	T.0.625 05.15.30	United States Treasury - U.S. Treasury Notes	4.24%	6,052,800
4	FNCL.5.5 4.11	UMBS, TBA - Uniform Mortgage-Backed Security, TBA	4.13%	5,000,000
5	G2SF.2 4.13	Government National Mortgage Association - Ginnie Mae	4.06%	6,000,000
6	T.4 11.15.52	United States Treasury - U.S. Treasury Bonds	3.63%	4,870,000
7	n/a	UMBS, TBA - Uniform Mortgage-Backed Security, TBA	3.36%	4,000,000
8	T.3.375 05.15.44	United States Treasury - U.S. Treasury Bonds	2.85%	4,100,000
9	FHLB.3.5 06.11.32	Federal Home Loan Banks	2.84%	3,620,000
10	G2SF.2.5 4.13	Government National Mortgage Association - Ginnie Mae	2.82%	4,000,000
11	n/a	Freddie Mac Pool	2.74%	4,136,314
12	FNCL.3 4.11	UMBS, TBA - Uniform Mortgage-Backed Security, TBA	2.15%	3,000,000
13	FN.MA4158	Fannie Mae Pool	1.75%	2,640,052
14	FN.MA4182	Fannie Mae Pool	1.75%	2,638,266
15	n/a	New Jersey Economic Development Authority - NEW JERSEY ST ECON DEV AUTH LEASE REVENUE	1.75%	2,000,000
16	FN.CB2764	Fannie Mae Pool	1.72%	2,608,348
17	FR.SD7540	Freddie Mac Pool	1.69%	2,411,093
18	FN.CA6988	Fannie Mae Pool	1.65%	2,352,369
19	T.4.125 03.31.32	United States Treasury - U.S. Treasury Notes	1.33%	1,600,000
20	T.4 03.31.30	United States Treasury - U.S. Treasury Notes	1.32%	1,590,000
21	G2.MA6283	Government National Mortgage Association - Ginnie Mae II Pool	1.27%	1,722,415
22	n/a	United States Treasury - U.S. Treasury Notes	1.23%	1,470,000
23	S.0 11.15.29	United States Treasury - U.S. Treasury STRIPS Coupon	1.23%	1,791,200
24	FR.SD8129	Freddie Mac Pool	1.18%	1,707,367
25	n/a	United States Treasury - U.S. Treasury Bonds	1.18%	1,770,000
26	T.3.625 02.15.44	United States Treasury - U.S. Treasury Bonds	1.18%	1,630,000
27	FR.SD0294	Freddie Mac Pool	1.17%	1,454,506
28	n/a	United States Treasury - U.S. Treasury Notes	1.13%	1,380,000
29	n/a	UMBS, TBA - Uniform Mortgage-Backed Security, TBA	0.85%	1,000,000
30	T.0.875 06.30.26	United States Treasury - U.S. Treasury Notes	0.84%	1,060,000
31	G2.MA6474	Government National Mortgage Association - Ginnie Mae II Pool	0.81%	1,105,104
32	FR.SD7571	Freddie Mac Pool	0.80%	925,482
33	n/a	Towd Point Mortgage Trust 2017-4	0.79%	1,030,153
34	n/a	Government National Mortgage Association	0.77%	1,133,722
35	FR.RA1411	Freddie Mac Pool	0.73%	1,001,164
36	FR.SD7563	Freddie Mac Pool	0.69%	866,243
37	FNCL.2.5 4.11	UMBS, TBA - Uniform Mortgage-Backed Security, TBA	0.69%	1,000,000
38	FN.CB4693	Fannie Mae Pool	0.69%	819,409
39	n/a	Fannie Mae Pool	0.68%	844,211
40	n/a	United States Treasury - U.S. Treasury Inflation-Indexed Bonds	0.67%	973,367
41	n/a	Scholar Funding Trust 2013-A	0.66%	800,896
42	G2.MA8644	Government National Mortgage Association - Ginnie Mae II Pool	0.64%	837,304
43	FN.FS4481	Fannie Mae Pool	0.62%	883,108
44	n/a	ECMC Group Student Loan Trust 2018-2	0.59%	717,230
45	S.0 11.15.31	United States Treasury - U.S. Treasury STRIPS Coupon	0.57%	900,000
46	n/a	Government National Mortgage Association - Ginnie Mae II Pool	0.54%	739,819
47	FN.BM5538	Fannie Mae Pool	0.54%	654,416
48	FN.CB5090	Fannie Mae Pool	0.54%	630,417
49	n/a	Government National Mortgage Association - Ginnie Mae II Pool	0.52%	654,496
50	n/a	Fannie Mae Pool	0.52%	644,935
51	G2.MA5763	Government National Mortgage Association - Ginnie Mae II Pool	0.51%	652,492
52	FR.SD8146	Freddie Mac Pool	0.50%	757,340
53	T.4.375 05.15.40	United States Treasury - U.S. Treasury Bonds	0.47%	570,000
54	n/a	BANK 2019-BNK24	0.46%	600,000
55	T.3.125 05.15.48	United States Treasury - U.S. Treasury Bonds	0.44%	680,000
56	BANK.2021-BN37 A5	BANK 2021-BNK37	0.43%	600,000
57	G2.MA5712	Government National Mortgage Association - Ginnie Mae II Pool	0.43%	519,402
58	T.3 08.15.48	United States Treasury - U.S. Treasury Bonds	0.43%	680,000
59	BANK.2020-BN29 A4	BANK 2020-BNK29	0.42%	600,000
60	n/a	United States Treasury - U.S. Treasury Bonds	0.39%	720,000
61	FN.BM3280	Fannie Mae Pool	0.38%	477,343
62	ROCC.2024-CNTR A	ROCC Trust - ROCK Trust 2024-CNTR	0.38%	450,000
63	BFLD.2024-UNIV A	BFLD Trust - BFLD Commercial Mortgage Trust 2024-UNIV	0.37%	450,000
64	n/a	Wells Fargo Commercial Mortgage Trust 2021-C59	0.36%	500,000
65	G2.MA5530	Government National Mortgage Association - Ginnie Mae II Pool	0.36%	432,869
66	BX.2024-BIO A	BX Trust 2024-BIO	0.35%	425,000
67	G2.785764	Government National Mortgage Association - Ginnie Mae II Pool	0.35%	499,286
68	IRV.2025-200P A	IRV Trust 2025-200P	0.33%	400,000
69	FN.CA1368	Fannie Mae Pool	0.32%	414,010
70	FN.AL6619	Fannie Mae Pool	0.32%	396,619
71	JPMMT.2021-LTV2 A1	JP Morgan Mortgage Trust - J.P. Morgan Mortgage Trust 2021-LTV2	0.32%	467,233
72	n/a	Government National Mortgage Association - Ginnie Mae II Pool	0.31%	374,149
73	S.0 08.15.31	United States Treasury - U.S. Treasury STRIPS Coupon	0.30%	470,000
74	S.0 08.15.30	United States Treasury - U.S. Treasury STRIPS Coupon	0.29%	440,000
75	S.0 11.15.30	United States Treasury - U.S. Treasury STRIPS Coupon	0.29%	440,000
76	FN.AB9820	Fannie Mae Pool	0.28%	378,610
77	n/a	Fannie Mae Pool	0.28%	339,322
78	G2.MA5819	Government National Mortgage Association - Ginnie Mae II Pool	0.27%	329,933
79	FORDR.2024-1 A	Ford Credit Auto Owner Trust/Ford Credit - Ford Credit Auto Owner Trust 2024-REV1	0.27%	325,000
80	FN.CA1119	Fannie Mae Pool	0.27%	342,760
81	G2.MA6541	Government National Mortgage Association - Ginnie Mae II Pool	0.27%	363,673
82	BMO.2023-C7 A5	BMO Mortgage Trust - BMO 2023-C7 Mortgage Trust	0.27%	300,000
83	n/a	JP Morgan Mortgage Trust Series 2024-3	0.26%	354,830
84	n/a	United States Treasury - U.S. Treasury STRIPS Coupon	0.25%	440,000
85	FR.RA8213	Freddie Mac Pool	0.25%	298,721
86	n/a	Wells Fargo Commercial Mortgage Trust 2024-MGP	0.25%	300,000
87	FNR.2025-11 FB	Fannie Mae REMICS	0.25%	299,058
88	n/a	United States Treasury - U.S. Treasury Notes	0.23%	287,600
89	SDART.2025-1 A3	Santander Drive Auto Receivables Trust 2025-1	0.23%	275,000
90	G2.785788	Government National Mortgage Association - Ginnie Mae II Pool	0.20%	289,563
91	n/a	Government National Mortgage Association - Ginnie Mae I Pool	0.20%	236,855
92	n/a	Government National Mortgage Association - Ginnie Mae II Pool	0.20%	240,507
93	FHR.5502 FG	Freddie Mac REMICS	0.20%	240,972
94	FN.BJ9253	Fannie Mae Pool	0.19%	244,563
95	FR.ZT1778	Freddie Mac Pool	0.19%	236,194
96	S.0 08.15.35	United States Treasury - U.S. Treasury STRIPS Coupon	0.19%	360,000
97	n/a	BMO Mortgage Trust - BMO 2023-C4 Mortgage Trust	0.19%	225,000
98	BX.2024-WPT A	BX Trust - BX Commercial Mortgage Trust 2024-WPT	0.19%	225,000
99	FN.CA1881	Fannie Mae Pool	0.18%	233,421
100	n/a	JP Morgan Mortgage Trust Series 2024-VIS1	0.18%	219,166
101	n/a	BLP Commercial Mortgage Trust 2024-IND2	0.18%	213,486
102	n/a	MSWF Commercial Mortgage Trust 2023-2	0.18%	200,000
103	n/a	BANK 2021-BNK31	0.17%	250,000
104	BANK.2024-BNK47 A5	BANK 2024-BNK47	0.17%	200,000
105	BANK5.2024-5YR11 A3	BANK5 2024-5YR11	0.17%	200,000
106	OBP.2019-OBP A	One Bryant Park Trust 2019-OBP	0.17%	230,000
107	n/a	BANK5 2024-5YR10	0.17%	200,000
108	BX.2024-VLT5 A	BX Trust - BX Commercial Mortgage Trust 2024-VLT5	0.16%	200,000
109	n/a	BX Trust - BX Commercial Mortgage Trust 2024-XL5	0.16%	194,558
110	n/a	Onslow Bay Financial LLC - OBX 2022-J2 Trust	0.15%	211,961
111	FN.AL8964	Fannie Mae Pool	0.15%	182,856
112	FNR.2011-52 GB	Fannie Mae REMICS	0.15%	174,282
113	FN.705194	Fannie Mae Pool	0.14%	167,519
114	FR.SD2040	Freddie Mac Pool	0.14%	164,127
115	FN.AB9021	Fannie Mae Pool	0.14%	185,650
116	FNR.2011-99 DB	Fannie Mae REMICS	0.13%	161,454
117	TYSN.2023-CRNR A	TYSN 2023-CRNR Mortgage Trust	0.13%	155,000
118	FN.BM3211	Fannie Mae Pool	0.13%	166,307
119	n/a	Fannie Mae Pool	0.13%	149,705
120	n/a	Wells Fargo Commercial Mortgage Trust 2024-C63	0.13%	150,000
121	HGMT.2025-HGLR A	Houston Galleria Mall Trust 2025-HGLR	0.13%	150,000
122	BPR.2024-PMDW A	BPR Trust 2024-PMDW	0.12%	150,000
123	n/a	Arroyo Mortgage Trust 2022-1	0.12%	158,452
124	n/a	Exeter Automobile Receivables Trust 2025-1	0.12%	150,000
125	BX.2024-PAT A	BX Trust 2024-PAT	0.12%	150,000
126	FN.MA4642	Fannie Mae Pool	0.12%	154,121
127	FN.CA1008	Fannie Mae Pool	0.12%	155,038
128	FN.AZ7335	Fannie Mae Pool	0.12%	154,344
129	BACM.2017-BNK3 A4	Banc of America Commercial Mortgage Trust - Bank of America Merrill Lynch Commercial Mortgage Trust 2017-BNK3	0.12%	150,000
130	G2.MA2372	Government National Mortgage Association - Ginnie Mae II Pool	0.12%	145,504
131	FN.CA2156	Fannie Mae Pool	0.12%	147,308
132	G2.MA3377	Government National Mortgage Association - Ginnie Mae II Pool	0.11%	145,136
133	n/a	Angel Oak Mortgage Trust 2020-3	0.11%	150,000
134	FN.AB8704	Fannie Mae Pool	0.11%	149,790
135	n/a	Chicago Board of Trade - US 5YR NOTE (CBT) JUN25	0.11%	254
136	BBCMS.2024-C24 AS	Barclays Commercial Mortgage Securities LLC - BBCMS Mortgage Trust 2024-C24	0.11%	125,000
137	n/a	JP Morgan Chase Commercial Mortgage Sec Trust - J.P. Morgan Chase Commercial Mortgage Securities Trust 2024-OMNI	0.10%	125,000
138	JPMMT.2024-4 A5A	JP Morgan Mortgage Trust Series 2024-4	0.10%	125,000
139	G2.MA1225	Government National Mortgage Association - Ginnie Mae II Pool	0.10%	130,503
140	JPMMT.2024-5 A6	JP Morgan Mortgage Trust Series 2024-5	0.10%	121,013
141	FN.BH9288	Fannie Mae Pool	0.10%	123,041
142	n/a	JP Morgan Chase Commercial Mortgage Sec Trust - J.P. Morgan Chase Commercial Mortgage Securities Trust 2022-OPO	0.10%	125,000
143	FN.CA1194	Fannie Mae Pool	0.09%	118,280
144	FNR.2012-153 B	Fannie Mae REMICS	0.09%	102,826
145	n/a	Government National Mortgage Association - Ginnie Mae II Pool	0.09%	116,246
146	BMARK.2022-B37 A5	BENCHMARK Mortgage Trust - Benchmark 2022-B37 Mortgage Trust	0.09%	100,000
147	FN.AD0586	Fannie Mae Pool	0.09%	104,152
148	n/a	Fannie Mae Pool	0.08%	99,550
149	GN.605462	Government National Mortgage Association - Ginnie Mae I Pool	0.08%	97,522
150	G2.MA5021	Government National Mortgage Association - Ginnie Mae II Pool	0.08%	97,534
151	FN.AB9344	Fannie Mae Pool	0.08%	103,571
152	n/a	Freddie Mac Non Gold Pool	0.07%	83,793
153	FN.AB9174	Fannie Mae Pool	0.07%	91,851
154	n/a	LCH Ltd. - Long: SR233222 IRS USD R F 3.85113 2 CCPOIS / Short: SR233222 IRS USD P V 00MSOFR 1 CCPOIS	0.07%	24,570,000
155	FN.888507	Fannie Mae Pool	0.06%	71,113
156	n/a	Government National Mortgage Association - Ginnie Mae I Pool	0.06%	68,821
157	n/a	Fannie Mae Pool	0.06%	65,720
158	FHR.2329 ZA	Freddie Mac REMICS	0.05%	64,484
159	n/a	Freddie Mac Gold Pool	0.05%	62,970
160	FN.AT0654	Fannie Mae Pool	0.05%	68,999
161	GN.605698	Government National Mortgage Association - Ginnie Mae I Pool	0.05%	60,342
162	GN.486670	Government National Mortgage Association - Ginnie Mae I Pool	0.05%	59,886
163	n/a	Fannie Mae Pool	0.05%	61,370
164	FN.AL9252	Fannie Mae Pool	0.05%	59,497
165	VERUS.2021-8 A1	Verus Securitization Trust 2021-8	0.05%	61,745
166	G2.MA5400	Government National Mortgage Association - Ginnie Mae II Pool	0.04%	51,748
167	FN.AT1751	Fannie Mae Pool	0.04%	55,879
168	n/a	Freddie Mac Gold Pool	0.04%	49,991
169	FN.AL7072	Fannie Mae Pool	0.04%	47,463
170	FN.AQ9317	Fannie Mae Pool	0.04%	48,760
171	FN.AS7770	Fannie Mae Pool	0.04%	45,656
172	FN.AB8832	Fannie Mae Pool	0.04%	47,695
173	FR.QA1023	Freddie Mac Pool	0.03%	42,786
174	FHR.4246 PT	Freddie Mac REMICS	0.03%	31,743
175	GN.478800	Government National Mortgage Association - Ginnie Mae I Pool	0.03%	32,399
176	FN.AR5576	Fannie Mae Pool	0.03%	34,339
177	FN.AI8842	Fannie Mae Pool	0.03%	31,484
178	FG.G05548	Freddie Mac Gold Pool	0.02%	29,434
179	n/a	Chicago Board of Trade - US LONG BOND(CBT) JUN25	0.02%	16
180	FN.BC2389	Fannie Mae Pool	0.02%	30,631
181	FN.AQ4055	Fannie Mae Pool	0.02%	31,617
182	n/a	Freddie Mac Gold Pool	0.02%	28,657
183	G2.80428	Government National Mortgage Association - Ginnie Mae II Pool	0.02%	28,107
184	FN.AS7401	Fannie Mae Pool	0.02%	29,377
185	FNR.2012-111 B	Fannie Mae REMICS	0.02%	24,443
186	FN.AT7610	Fannie Mae Pool	0.02%	28,814
187	FN.MA2558	Fannie Mae Pool	0.02%	24,474
188	FN.AT4000	Fannie Mae Pool	0.02%	24,914
189	FN.AQ7146	Fannie Mae Pool	0.02%	24,512
190	FN.AT2009	Fannie Mae Pool	0.02%	24,062
191	MLCC.2004-E A2B	MLCC Mortgage Investors Inc - Merrill Lynch Mortgage Investors Trust Series MLCC 2004-E	0.02%	22,398
192	FG.G07479	Freddie Mac Gold Pool	0.02%	21,126
193	G2.80296	Government National Mortgage Association - Ginnie Mae II Pool	0.02%	20,065
194	n/a	Government National Mortgage Association - Ginnie Mae I Pool	0.02%	19,052
195	G2.80585	Government National Mortgage Association - Ginnie Mae II Pool	0.02%	18,907
196	n/a	Freddie Mac Gold Pool	0.02%	20,861
197	FN.AT8407	Fannie Mae Pool	0.02%	20,635
198	FN.AR9653	Fannie Mae Pool	0.02%	20,186
199	FN.253928	Fannie Mae Pool	0.02%	17,303
200	G2.80408	Government National Mortgage Association - Ginnie Mae II Pool	0.01%	17,263
201	FN.AT0292	Fannie Mae Pool	0.01%	17,825
202	FN.AQ7310	Fannie Mae Pool	0.01%	17,940
203	GN.591851	Government National Mortgage Association - Ginnie Mae I Pool	0.01%	15,441
204	n/a	Fannie Mae Pool	0.01%	15,933
205	FN.AQ8656	Fannie Mae Pool	0.01%	16,685
206	FN.AR2878	Fannie Mae Pool	0.01%	16,762
207	FN.AT7450	Fannie Mae Pool	0.01%	16,249
208	GN.494312	Government National Mortgage Association - Ginnie Mae I Pool	0.01%	14,412
209	n/a	Freddie Mac Gold Pool	0.01%	14,043
210	n/a	Government National Mortgage Association - Ginnie Mae II Pool	0.01%	13,911
211	FN.AT9647	Fannie Mae Pool	0.01%	14,842
212	FN.AQ2895	Fannie Mae Pool	0.01%	14,652
213	FN.AQ9691	Fannie Mae Pool	0.01%	14,154
214	FN.AT0750	Fannie Mae Pool	0.01%	13,715
215	T.4.25 08.15.54	United States Treasury - U.S. Treasury Bonds	0.01%	13,000
216	FN.AQ8330	Fannie Mae Pool	0.01%	13,137
217	n/a	Freddie Mac Gold Pool	0.01%	11,999
218	FN.AR1815	Fannie Mae Pool	0.01%	13,314
219	n/a	Fannie Mae Pool	0.01%	11,524
220	FN.AR6313	Fannie Mae Pool	0.01%	12,861
221	n/a	Government National Mortgage Association - Ginnie Mae I Pool	0.01%	11,159
222	n/a	Government National Mortgage Association - Ginnie Mae I Pool	0.01%	10,469
223	FG.V80552	Freddie Mac Gold Pool	0.01%	10,711
224	n/a	Fannie Mae Pool	0.01%	10,401
225	n/a	Chicago Board of Trade - US 10YR ULTRA FUT JUN25	0.01%	13
226	FN.AT3173	Fannie Mae Pool	0.01%	10,277
227	FN.AR1389	Fannie Mae Pool	0.01%	10,014
228	n/a	Government National Mortgage Association - Ginnie Mae I Pool	0.01%	8,973
229	FN.AR2041	Fannie Mae Pool	0.01%	10,002
230	G2.80060	Government National Mortgage Association - Ginnie Mae II Pool	0.01%	8,645
231	G2.80460	Government National Mortgage Association - Ginnie Mae II Pool	0.01%	8,357
232	n/a	Chicago Board of Trade - US ULTRA BOND CBT JUN25	0.01%	4
233	FN.MA2722	Fannie Mae Pool	0.01%	8,686
234	G2.80395	Government National Mortgage Association - Ginnie Mae II Pool	0.01%	8,146
235	n/a	Government National Mortgage Association - Ginnie Mae II Pool	0.01%	8,105
236	G2.80059	Government National Mortgage Association - Ginnie Mae II Pool	0.01%	8,061
237	GN.628079	Government National Mortgage Association - Ginnie Mae I Pool	0.01%	7,876
238	FN.AO2310	Fannie Mae Pool	0.01%	8,716
239	GN.567909	Government National Mortgage Association - Ginnie Mae I Pool	0.01%	7,821
240	G2.80346	Government National Mortgage Association - Ginnie Mae II Pool	0.01%	7,924
241	FG.P20053	Freddie Mac Gold Pool	0.01%	7,825
242	n/a	Government National Mortgage Association - Ginnie Mae I Pool	0.01%	7,581
243	FN.AB9352	Fannie Mae Pool	0.01%	8,445
244	G2.80385	Government National Mortgage Association - Ginnie Mae II Pool	0.01%	7,060
245	n/a	Government National Mortgage Association - Ginnie Mae II Pool	0.01%	6,921
246	n/a	Government National Mortgage Association - Ginnie Mae I Pool	0.01%	6,633
247	n/a	Government National Mortgage Association - Ginnie Mae I Pool	0.01%	6,528
248	FG.G07306	Freddie Mac Gold Pool	0.01%	7,324
249	FG.G01981	Freddie Mac Gold Pool	0.01%	6,418
250	FN.AR3942	Fannie Mae Pool	0.01%	6,966
251	n/a	Fannie Mae Pool	0.01%	6,382
252	FN.AI1888	Fannie Mae Pool	0.01%	6,311
253	FN.AQ6570	Fannie Mae Pool	0.00%	6,505
254	G2.80329	Government National Mortgage Association - Ginnie Mae II Pool	0.00%	5,863
255	FN.AC2861	Fannie Mae Pool	0.00%	5,860
256	n/a	Fannie Mae Pool	0.00%	5,925
257	n/a	Freddie Mac Gold Pool	0.00%	6,209
258	G2.80455	Government National Mortgage Association - Ginnie Mae II Pool	0.00%	5,447
259	n/a	Government National Mortgage Association - Ginnie Mae I Pool	0.00%	5,196
260	FN.AQ0667	Fannie Mae Pool	0.00%	5,805
261	n/a	LCH Ltd. - Long: SR233226 IRS USD R F 3.85123 2 CCPOIS / Short: SR233226 IRS USD P V 00MSOFR 1 CCPOIS	0.00%	1,540,000
262	G2.80344	Government National Mortgage Association - Ginnie Mae II Pool	0.00%	5,069
263	FN.AQ2101	Fannie Mae Pool	0.00%	5,404
264	FN.AQ9120	Fannie Mae Pool	0.00%	5,371
265	FN.AP3145	Fannie Mae Pool	0.00%	5,234
266	FN.AR3489	Fannie Mae Pool	0.00%	5,214
267	FG.V80553	Freddie Mac Gold Pool	0.00%	4,703
268	FG.A12413	Freddie Mac Gold Pool	0.00%	4,486
269	n/a	Chicago Board of Trade - US 10YR NOTE (CBT)JUN25	0.00%	6
270	FG.Q09949	Freddie Mac Gold Pool	0.00%	4,763
271	G2.80364	Government National Mortgage Association - Ginnie Mae II Pool	0.00%	4,121
272	n/a	Fannie Mae Pool	0.00%	3,964
273	n/a	Government National Mortgage Association - Ginnie Mae II Pool	0.00%	3,635
274	G2.80082	Government National Mortgage Association - Ginnie Mae II Pool	0.00%	3,629
275	FN.AR1272	Fannie Mae Pool	0.00%	3,904
276	G2.80413	Government National Mortgage Association - Ginnie Mae II Pool	0.00%	3,481
277	G2.5233	Government National Mortgage Association - Ginnie Mae II Pool	0.00%	3,572
278	FN.AQ9855	Fannie Mae Pool	0.00%	3,661
279	n/a	Government National Mortgage Association - Ginnie Mae I Pool	0.00%	3,262
280	FG.Q08511	Freddie Mac Gold Pool	0.00%	3,471
281	G2.80141	Government National Mortgage Association - Ginnie Mae II Pool	0.00%	3,155
282	GN.613049	Government National Mortgage Association - Ginnie Mae I Pool	0.00%	3,046
283	FN.AA4666	Fannie Mae Pool	0.00%	3,092
284	G2.80168	Government National Mortgage Association - Ginnie Mae II Pool	0.00%	3,031
285	G2.80031	Government National Mortgage Association - Ginnie Mae II Pool	0.00%	2,972
286	FN.AQ7988	Fannie Mae Pool	0.00%	3,216
287	G2.80178	Government National Mortgage Association - Ginnie Mae II Pool	0.00%	2,858
288	FG.C04530	Freddie Mac Gold Pool	0.00%	2,882
289	GN.446662	Government National Mortgage Association - Ginnie Mae I Pool	0.00%	2,619
290	G2.80393	Government National Mortgage Association - Ginnie Mae II Pool	0.00%	2,596
291	n/a	Freddie Mac Gold Pool	0.00%	2,520
292	FN.888509	Fannie Mae Pool	0.00%	2,340
293	n/a	Government National Mortgage Association - Ginnie Mae II Pool	0.00%	2,221
294	G2.80032	Government National Mortgage Association - Ginnie Mae II Pool	0.00%	2,037
295	G2.MA1920	Government National Mortgage Association - Ginnie Mae II Pool	0.00%	2,096
296	FG.Q01536	Freddie Mac Gold Pool	0.00%	1,979
297	FG.A93463	Freddie Mac Gold Pool	0.00%	1,974
298	G2.80317	Government National Mortgage Association - Ginnie Mae II Pool	0.00%	1,988
299	G2.80354	Government National Mortgage Association - Ginnie Mae II Pool	0.00%	1,920
300	FG.A14237	Freddie Mac Gold Pool	0.00%	1,862
301	G2.MA0023	Government National Mortgage Association - Ginnie Mae II Pool	0.00%	1,923
302	FN.AR3468	Fannie Mae Pool	0.00%	1,920
303	G2.MA1761	Government National Mortgage Association - Ginnie Mae II Pool	0.00%	1,697
304	n/a	Government National Mortgage Association - Ginnie Mae I Pool	0.00%	1,486
305	G2.80044	Government National Mortgage Association - Ginnie Mae II Pool	0.00%	1,370
306	G2.80406	Government National Mortgage Association - Ginnie Mae II Pool	0.00%	1,341
307	G2.80070	Government National Mortgage Association - Ginnie Mae II Pool	0.00%	1,329
308	FN.AC1487	Fannie Mae Pool	0.00%	1,293
309	n/a	Government National Mortgage Association - Ginnie Mae II Pool	0.00%	1,226
310	G2.MA0463	Government National Mortgage Association - Ginnie Mae II Pool	0.00%	1,198
311	G2.80133	Government National Mortgage Association - Ginnie Mae II Pool	0.00%	1,158
312	G2.80376	Government National Mortgage Association - Ginnie Mae II Pool	0.00%	1,126
313	FG.G02540	Freddie Mac Gold Pool	0.00%	1,125
314	FN.252216	Fannie Mae Pool	0.00%	908
315	n/a	Freddie Mac Gold Pool	0.00%	755
316	FG.A13707	Freddie Mac Gold Pool	0.00%	730
317	FN.995672	Fannie Mae Pool	0.00%	645
318	n/a	Fannie Mae Pool	0.00%	600
319	G2.5280	Government National Mortgage Association - Ginnie Mae II Pool	0.00%	599
320	FG.A95090	Freddie Mac Gold Pool	0.00%	541
321	G2.8663	Government National Mortgage Association - Ginnie Mae II Pool	0.00%	505
322	FG.G01838	Freddie Mac Gold Pool	0.00%	381
323	n/a	Freddie Mac Gold Pool	0.00%	267
324	n/a	Government National Mortgage Association - Ginnie Mae I Pool	0.00%	181
325	G2.80356	Government National Mortgage Association - Ginnie Mae II Pool	0.00%	160
326	n/a	Government National Mortgage Association - Ginnie Mae II Pool	0.00%	147
327	G2.8913	Government National Mortgage Association - Ginnie Mae II Pool	0.00%	57
328	n/a	LCH Ltd. - Long: BR219534 IRS USD R V 00MSOFR 1 CCPOIS / Short: BR219534 IRS USD P F 3.49000 2 CCPOIS	0.00%	10,000
329	n/a	Government National Mortgage Association - Ginnie Mae II Pool	0.00%	13
330	n/a	Freddie Mac Gold Pool	0.00%	2
331	n/a	Chicago Board of Trade - US 2YR NOTE (CBT) JUN25	-0.00%	-39
332	n/a	LCH Ltd. - Long: BR233235 IRS USD R V 00MSOFR 1 CCPOIS / Short: BR233235 IRS USD P F 3.86380 2 CCPOIS	-0.01%	1,460,000
333	n/a	LCH Ltd. - Long: BR233223 IRS USD R V 00MSOFR 1 CCPOIS / Short: BR233223 IRS USD P F 3.82248 2 CCPOIS	-0.03%	3,790,000
334	n/a	LCH Ltd. - Long: BR233224 IRS USD R V 00MSOFR 1 CCPOIS / Short: BR233224 IRS USD P F 3.79869 2 CCPOIS	-0.15%	23,700,000
335	FNCL.4 4.11	UMBS, TBA - Uniform Mortgage-Backed Security, TBA	-0.77%	-1,000,000
336	n/a	Government National Mortgage Association - Ginnie Mae	-0.77%	-1,000,000
337	G2SF.5 4.11	Government National Mortgage Association - Ginnie Mae	-0.81%	-1,000,000
338	n/a	Government National Mortgage Association - Ginnie Mae	-2.20%	-3,000,000
339	FNCL.4.5 4.11	UMBS, TBA - Uniform Mortgage-Backed Security, TBA	-3.17%	-4,000,000
340	FNCL.2 4.13	UMBS, TBA - Uniform Mortgage-Backed Security, TBA	-5.92%	-9,000,000

As of Mar 31, 2025

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Asset Class	% Weight
Bond	85.56%
Cash	14.44%

Sector	% Weight
United States	99.37%
Other	0.63%