LMBSX Holdings List

As of Jan 31, 2025

No.	Symbol	Name	% Weight	Shares
1	FNCL 3 2.12	Federal National Mortgage Association 3%	8.11%	35,500,000
2	FNCL 6 2.12	Federal National Mortgage Association 6%	6.74%	24,900,000
3	FNCL 6.5 2.12	Federal National Mortgage Association 6.5%	5.32%	19,300,000
4	FNCL 2.5 2.12	Federal National Mortgage Association 2.5%	5.17%	23,600,000
5	FNCL 5.5 2.12	Federal National Mortgage Association 5.5%	4.88%	18,400,000
6	FN FS8579	Fnma Pass-Thru I 2%	4.61%	20,526,951
7	G2SF 6 2.12	Government National Mortgage Association 6%	3.74%	13,800,000
8	G2SF 6.5 2.12	Government National Mortgage Association 6.5%	3.26%	11,900,000
9	FNCL 2 2.14	Federal National Mortgage Association 2%	2.99%	14,300,000
10	FNCL 3.5 2.12	Federal National Mortgage Association 3.5%	2.40%	10,100,000
11	WACXX	Legg Mason Partners Inst Trust - Western Asset Premier Institutional Government Reserves Fund	2.22%	8,261,548
12	FNCL 5 2.12	Federal National Mortgage Association 5%	2.02%	7,800,000
13	FG G67701	Federal Home Loan Mortgage Corp. 3%	1.89%	8,041,452
14	FNCL 4.5 2.12	Federal National Mortgage Association 4.5%	1.80%	7,100,000
15	n/a	Fnma Pass-Thru I 1.5%	1.38%	6,381,918
16	n/a	Federal National Mortgage Association 1.5%	1.30%	6,869,179
17	n/a	Government National Mortgage Association 2.2%	1.25%	6,500,000
18	n/a	Government National Mortgage Association 2.1%	1.09%	5,872,024
19	G2SF 2.5 2.13	Government National Mortgage Association 2.5%	1.06%	4,700,000
20	n/a	Government National Mortgage Association 2%	1.00%	5,417,124
21	n/a	Federal Home Loan Mortgage Corp. 12.81546%	0.90%	2,810,000
22	n/a	Federal National Mortgage Association 5%	0.87%	3,275,793
23	G2SF 2 2.14	Government National Mortgage Association 2%	0.86%	4,000,000
24	G2SF 5 2.12	Government National Mortgage Association 5%	0.84%	3,200,000
25	G2SF 5.5 2.12	Government National Mortgage Association 5.5%	0.83%	3,100,000
26	n/a	Federal Home Loan Mortgage Corp. 2%	0.82%	4,700,000
27	SMB 2021-A C	SMB Private Education Loan Trust 2021-A 2.99%	0.80%	3,455,696
28	n/a	Federal Home Loan Mortgage Corp. 2%	0.78%	4,400,000
29	G2SF 4.5 2.12	Government National Mortgage Association 4.5%	0.76%	3,000,000
30	n/a	Federal Home Loan Mortgage Corp. 3%	0.74%	3,478,607
31	SOFI 2020-A BFX	SOFI PROFESSIONAL LOAN PROGRAM TRUST 3.12%	0.73%	3,200,000
32	FNCL 4 2.12	Federal National Mortgage Association 4%	0.71%	2,900,000
33	n/a	Federal Home Loan Mortgage Corp. 2.5%	0.70%	16,185,287
34	G2 785944	Government National Mortgage Association 3%	0.68%	2,913,423
35	n/a	Government National Mortgage Association 3.5%	0.68%	2,778,733
36	STACR 2018-HRP1 B2	Federal Home Loan Mortgage Corp. 16.21546%	0.67%	2,048,109
37	n/a	Federal Home Loan Mortgage Corp. 2.5%	0.65%	3,444,233
38	STACR 2021-HQA4 B2	Freddie Mac Stacr Remic Trust 11.35098%	0.65%	2,240,000
39	BXHPP 2021-FILM C	BXHPP LTD 5.52048%	0.65%	2,540,000
40	PRK 2017-280P F	280 Park Avenue Trust 7.42499%	0.64%	2,500,000
41	MCAS 2020-01 CE	MULTIFAMILY CONNECTICUT AVENUE SECURITIES TRUST 11.96546%	0.63%	2,250,000
42	BHMS 2018-ATLS C	BHMS Mortgage Trust 6.50324%	0.60%	2,250,000
43	n/a	Jp Morgan Chase Cmbs 2015-Fl7 8.193%	0.60%	2,873,012
44	n/a	Federal Home Loan Mortgage Corp. 4%	0.59%	2,306,675
45	GNR 2023-92 AH	Government National Mortgage Association 2%	0.58%	2,890,501
46	n/a	Federal Home Loan Mortgage Corp. 2%	0.58%	3,726,113
47	n/a	Federal National Mortgage Association 3%	0.57%	2,364,449
48	GNR 2021-21 AH	Government National Mortgage Association 1.4%	0.56%	2,876,958
49	GSMS 2024-70P E	GS MORTGAGE SECURITIES CORPORATION TRUST 2024-70P 9.26336%	0.55%	2,015,000
50	n/a	Federal Home Loan Mortgage Corp. 3%	0.55%	2,618,038
51	n/a	AQUA FINANCE TRUST 3.97%	0.55%	2,144,299
52	SNVA 2023-GRID1 1A	SUNNOVA HESTIA I ISSUER, LLC 5.75%	0.55%	1,999,971
53	n/a	FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD 3%	0.55%	2,800,000
54	MF1 2024-FL16 A	MF1 2024-FL16 LLC 5.83972%	0.53%	1,980,000
55	n/a	MOSAIC SOLAR LOAN TRUST 2023-4 8.8%	0.53%	2,160,000
56	AGNC V6.125 PERP F	AGNC Investment Corp FXDFR PRF PERPETUAL USD 25 Series F	0.53%	79,062
57	SEB4P 2024-1A A2	SEB FUNDING LLC 2024-1 7.386%	0.52%	1,870,000
58	n/a	Federal National Mortgage Association 2.5%	0.52%	11,367,381
59	n/a	Federal National Mortgage Association 4%	0.51%	2,011,126
60	FR SC0190	Federal Home Loan Mortgage Corp. 2.5%	0.51%	2,200,155
61	MSC 2021-230P B	MORGAN STANLEY CAPITAL I TRUST 2021-230P 5.86962%	0.51%	2,000,000
62	SRFC 2024-2A D	SIERRA TIMESHARE 2024-2 RECEIVABLES FUNDING LLC 7.48%	0.50%	1,858,366
63	HERTZ 2023-4A C	HERTZ VEHICLE FINANCING III LLC 7.51%	0.49%	1,750,000
64	n/a	SMB PRIVATE EDUCATION LOAN TRUST 3%	0.49%	2,000,000
65	FHR 5274 IO	FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD 2.5%	0.47%	10,619,870
66	FORDR 2020-1 C	FORD CREDIT AUTO OWNER TRUST 2.54%	0.46%	1,710,000
67	VERUS 2024-1 M1	VERUS SECURITIZATION TRUST 2024-1 6.668%	0.45%	1,650,000
68	n/a	Federal Home Loan Mortgage Corp. 0%	0.44%	2,236,974
69	n/a	Federal National Mortgage Association 2.75%	0.44%	2,414,972
70	HACLN 2024-2 D	Huntington National Bank of Ohio 8.3731%	0.43%	1,602,406
71	n/a	Federal Home Loan Mortgage Corp. 4%	0.43%	1,698,319
72	n/a	Two Harbors Investment Corp. 6.25%	0.43%	1,600,000
73	CGCMT 2015-GC29 D	Citigroup Commercial Mortgage Trust 2019-Prm 3.11%	0.43%	2,000,000
74	BVCLN 2024-EDU1 D	BAYVIEW OPPORTUNITY MASTER FUND VII 2024-EDU1, LLC 7.10098%	0.42%	1,535,039
75	BSTRM 2024-1A C	BLUE STREAM ISSUER LLC 8.71%	0.42%	1,500,000
76	n/a	Federal Home Loan Mortgage Corp. 2.5%	0.42%	10,440,031
77	n/a	Goodgreen 2020-1 5.53%	0.41%	1,865,020
78	n/a	Government National Mortgage Association 3%	0.40%	10,268,211
79	MFCC 2023-1A A	MERCURY FINANCIAL CREDIT CARD MASTER TRUST 8.04%	0.40%	1,500,000
80	n/a	Government National Mortgage Association 3.5%	0.40%	1,654,366
81	n/a	Federal National Mortgage Association 3.5%	0.39%	1,620,932
82	n/a	BX TRUST 7.9523%	0.39%	1,500,000
83	RENEW 2023-1A A	Renew 2023-1 Ltd. 5.9%	0.39%	1,481,483
84	FHMS K143 X1	Federal Home Loan Mortgage Corp. 0.34245%	0.39%	66,271,197
85	n/a	J.G. Wentworth XLI LLC 4.7%	0.39%	1,670,658
86	n/a	MSWF COMMERCIAL MORTGAGE TRUST 2023-1 4%	0.39%	1,939,000
87	CIM V7.75 PERP C	Chimera Investment Corp Series C	0.38%	61,325
88	BMP 2024-MF23 E	BMP COMMERCIAL MORTGAGE TRUST 2024-MF23 7.69529%	0.38%	1,420,000
89	FH 841076	Federal Home Loan Mortgage Corp. 3.008%	0.37%	1,452,199
90	SESAC 2024-1 A2	SESAC FINANCE LLC 6.421%	0.37%	1,386,000
91	n/a	Federal Home Loan Mortgage Corp. 11.06546%	0.37%	1,240,000
92	n/a	Federal National Mortgage Association 4%	0.37%	1,463,455
93	n/a	COLLEGE AVENUE STUDENT LOANS 2021-C LLC 4.11%	0.37%	1,456,089
94	GSMS 2019-GC39 XA	GS MORTGAGE SECURITIES TRUST 1.08702%	0.37%	34,386,370
95	SMRT 2022-MINI F	SMRT COMMERCIAL MORTGAGE TRUST 2022-MINI 7.657%	0.36%	1,400,000
96	n/a	Government National Mortgage Association 3%	0.36%	7,239,007
97	ESA 2021-ESH F	EXTENDED STAY AMERICA TRUST 2021-ESH 8.12048%	0.36%	1,314,672
98	n/a	Federal Home Loan Mortgage Corp. 4.5%	0.35%	5,261,565
99	MFA V6.5 PERP C	MFA Financial Inc FXDFR PRF PERPETUAL USD 25 Ser C	0.35%	52,662
100	n/a	Federal Home Loan Mortgage Corp. 4.10966%	0.35%	1,809,069
101	n/a	RENEW 2024-1 7.506%	0.34%	1,300,346
102	FN BF0222	Federal National Mortgage Association 4.5%	0.34%	1,336,935
103	n/a	NEW RESIDENTIAL MORTGAGE LOAN TRUST 2024-RTL1 7.101%	0.34%	1,250,000
104	CAS 2021-R01 1B2	CONNECTICUT AVENUE SECURITIES TRUST 10.35098%	0.34%	1,190,000
105	WFCM 2019-C51 A4	Wells Fargo Commercial Mortgage Trust 2012-Lc5 3.311%	0.34%	1,370,000
106	n/a	ONNI COMMERICAL MORTGAGE TRUST 2024-APT 7.23722%	0.33%	1,200,000
107	MNET 2024-1A A2	Metronet Infrastructure Issuer LLC. 6.23%	0.33%	1,200,000
108	FLL 8.25 02.15.28 144A	Full House Resorts Inc. 8.25%	0.33%	1,200,000
109	BX 2024-VLT4 E	BX TRUST 2024-VLT4 7.19564%	0.32%	1,200,000
110	CAUTO 2023-1A A1	Cars Db4 LP 5.75%	0.32%	1,192,800
111	FHMS K-1510 X1	Federal Home Loan Mortgage Corp. 0.48096%	0.32%	39,767,827
112	n/a	GS MORTGAGE-BACKED SECURITIES 2022-NQM1 4.07571%	0.32%	1,456,298
113	NCMS 2019-FAME D	Natixis Commercial Mortgage Securities Trust 2019- Fame 4.3975%	0.32%	1,950,000
114	n/a	Government National Mortgage Association 1.3%	0.32%	19,396,626
115	BFLD 2024-UNIV E	BFLD COMMERCIAL MORTGAGE TRUST 2024-UNIV 7.94577%	0.32%	1,170,000
116	n/a	MFA 2024-RTL3 TRUST 5.913%	0.32%	1,170,000
117	n/a	Csmc 2017-Rpl3 Tr 4.53639%	0.31%	1,238,019
118	n/a	CAFL 2023-RTL1 ISSUER LLC 9.3%	0.31%	1,140,000
119	FNR 2018-74 AB	Federal National Mortgage Association 3.5%	0.31%	1,279,518
120	n/a	Federal National Mortgage Association 2.5%	0.31%	8,158,394
121	SALTT 2021-1A B	SALT 2021-1 TRUST 3.821%	0.31%	1,213,783
122	TCN 2024-SFR4 D	TRICON RESIDENTIAL 2024-SFR4 TRUST 5.35%	0.31%	1,170,000
123	n/a	SALUDA GRADE ALTERNATIVE MORTGAGE TRUST 2024-RTL4 7.5%	0.30%	1,140,000
124	n/a	Federal National Mortgage Association 2.5%	0.29%	7,685,045
125	THRST 2021-1A A	Thrust Engine Leasing 2021 Dac / Thrust Engine Leasing 2021 Statutory Trust	0.29%	1,117,839
126	n/a	Government National Mortgage Association 3%	0.29%	1,240,114
127	n/a	GS Mortgage Securities Corp 9.05324%	0.29%	1,070,000
128	LHIPO 2019-1A AAA	LA HIPOTECARIA MORTGAGE TRUST 4.25%	0.29%	1,122,906
129	BX 2021-ARIA G	BX TRUST 7.56258%	0.28%	1,070,000
130	n/a	Government National Mortgage Association 4%	0.28%	1,200,000
131	n/a	BHMS Mortgage Trust 11.23975%	0.28%	1,070,000
132	n/a	CONNECTICUT AVENUE SECURITIES TRUST 2024-R01 8.35098%	0.28%	1,000,000
133	BVCLN 2024-CAR1 E	BAYVIEW OPPORTUNITY MASTER FUND VII 2024-CAR1 LLC 7.95098%	0.28%	1,022,823
134	EXE 4.75 02.01.32	Expand Energy Corp. 4.75%	0.28%	1,100,000
135	n/a	Government National Mortgage Association 2.5%	0.27%	7,066,682
136	SBIC 2023-10B 1	Small Business Administration 5.688%	0.27%	997,738
137	n/a	MOSAIC SOLAR LOAN TRUST 2024-1 6.25%	0.27%	1,088,571
138	n/a	STARWOOD MORTGAGE RESIDENTIAL TRUST 4.678%	0.27%	1,490,000
139	n/a	Government National Mortgage Association 4%	0.27%	1,101,592
140	n/a	SMB Private Education Loan Trust 0%	0.27%	22,179
141	NYMT 2024-BPL1 A1	NYMT LOAN TRUST SERIES 2024-BPL1 7.154%	0.27%	1,000,000
142	n/a	Federal Home Loan Mortgage Corp. 2.5%	0.27%	7,273,906
143	n/a	BX COMMERCIAL MORTGAGE TRUST 2024-BIO2 7.71271%	0.27%	1,020,000
144	EXTNT 2024-1A B	Extenet Issuer Llc 6.15%	0.27%	1,000,000
145	n/a	Ticp Clo Ltd 7.76359%	0.27%	1,000,000
146	n/a	Federal National Mortgage Association 4.5%	0.27%	4,197,749
147	GNR 2021-29 AG	Government National Mortgage Association 5%	0.27%	1,015,499
148	n/a	Federal National Mortgage Association 5.5%	0.26%	970,220
149	STACR 2019-HQA3 B2	Federal Home Loan Mortgage Corp. 11.96546%	0.26%	860,000
150	n/a	Federal National Mortgage Association 3.5%	0.26%	1,062,018
151	GOOD 2021-5CS C	GOODLEAP SUSTAINABLE HOME SOLUTIONS TRUST 2021-5 3.5%	0.26%	1,372,662
152	n/a	Federal Home Loan Mortgage Corp. 2.5%	0.26%	6,855,522
153	FN BF0301	Federal National Mortgage Association 4.5%	0.26%	1,006,527
154	RENEW 2024-2A B	Renew 2024-2 8.223%	0.25%	962,167
155	CSAIL 2015-C3 C	CSAIL 2017-C8 Commercial Mortgage Trust 4.35731%	0.25%	1,100,000
156	n/a	BOCA COMMERCIAL MORTGAGE TRUST 2024-BOCA 8.74327%	0.25%	920,000
157	n/a	Government National Mortgage Association 4%	0.25%	1,006,402
158	n/a	PROGRESS RESIDENTIAL 2024-SFR1 TRUST 3.75%	0.25%	1,000,000
159	n/a	Government National Mortgage Association 4%	0.25%	995,376
160	LAD 4.375 01.15.31 144A	Lithia Motors Incorporated 4.375%	0.25%	1,000,000
161	NZES 2024-FNT1 A	New Residential Mtg LLC / Nrm Fnt1 Excess LLC 7.398%	0.25%	914,413
162	n/a	Freddie Mac Stacr Remic Trust 5.73548%	0.25%	920,000
163	SRFC 2024-1A D	SIERRA TIMESHARE 2024-1 RECEIVABLES FUNDING LLC 8.02%	0.25%	905,739
164	n/a	OCEAN TRAILS CLO XIV LTD 10.63317%	0.24%	900,000
165	FNS 418 C15	Federal National Mortgage Association 3.5%	0.24%	5,452,008
166	FN BF0145	Federal National Mortgage Association 3.5%	0.24%	1,012,258
167	n/a	Government National Mortgage Association 6.451%	0.24%	878,150
168	n/a	BRAVO RESIDENTIAL FUNDING TRUST 2024-NQM5 6.158%	0.24%	882,978
169	n/a	Federal National Mortgage Association 0.46059%	0.23%	40,318,600
170	n/a	CIM TRUST 0.19%	0.23%	78,475,229
171	GNR 2020-89 IA	Government National Mortgage Association 1.16805%	0.23%	11,683,640
172	n/a	Freddie Mac Seasoned Credit Risk Transfer Trust Series 2017-2 1.63941%	0.23%	7,324,485
173	n/a	Government National Mortgage Association 2.5%	0.23%	5,810,565
174	n/a	Federal Home Loan Mortgage Corp. 2.5%	0.23%	7,137,097
175	VENTGL 4.125 08.15.31 144A	Venture Global Calcasieu Pass LLC 4.125%	0.23%	930,000
176	RCL 6.25 03.15.32 144A	Royal Caribbean Group 6.25%	0.22%	820,000
177	PEAR 2024-1 A	PEAR 2024-1 LLC 6.95%	0.22%	825,739
178	n/a	Natixis Commercial Mortgage Securities Trust 2019- Fame 4.3975%	0.22%	2,077,000
179	n/a	Federal National Mortgage Association 1.21235%	0.22%	17,122,208
180	n/a	Trinitas Clo Xix Ltd / Trinitas Clo FRN 7.24317%	0.22%	830,000
181	GNR 2021-14 AB	Government National Mortgage Association 1.34%	0.22%	1,125,809
182	CCL 6 05.01.29 144A	Carnival Corporation 6%	0.22%	820,000
183	FHR 5200 KQ	FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD 3%	0.22%	908,566
184	n/a	BENCHMARK MORTGAGE TRUST 1.07962%	0.22%	16,664,923
185	n/a	Resrvble For Fut & Opt	0.22%	809,308
186	WFCM 2021-C59 XA	WELLS FARGO COMMERCIAL MORTGAGE TRUST 1.50163%	0.22%	12,258,109
187	n/a	Magnetite XXXIX Ltd. 9.20007%	0.22%	800,000
188	G2 786082	Government National Mortgage Association 3%	0.22%	924,303
189	GSMS 2020-GC47 XA	GS MORTGAGE SECURITIES TRUST 1.12407%	0.21%	16,896,604
190	FN AT2016	Federal National Mortgage Association 3%	0.21%	894,967
191	n/a	BALBOA BAY LOAN FUNDING 2024-2 LTD 10.06571%	0.21%	790,000
192	GNR 2020-H02 FG	Government National Mortgage Association 5.23845%	0.21%	787,547
193	n/a	Raac Ser 07-Sp1 Tr 5.92512%	0.21%	1,027,465
194	n/a	Government National Mortgage Association 2%	0.21%	1,904,855
195	n/a	Federal National Mortgage Association 2.5%	0.21%	5,088,841
196	n/a	Federal Home Loan Mortgage Corp. 2.5%	0.21%	4,669,291
197	GNR 2018-168 PA	Government National Mortgage Association 4%	0.21%	824,315
198	FHMS K-162 X1	FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD 0.36987%	0.21%	25,687,904
199	n/a	Ammc Clo 30 Ltd / Ammc Clo 30 FRN 8.80198%	0.21%	750,000
200	SMB 2015-C R	SMB Private Education Loan Trust 2015-C 0%	0.21%	2,751
201	n/a	Government National Mortgage Association 2.5%	0.21%	4,607,603
202	n/a	Government National Mortgage Association 2.5%	0.21%	4,438,731
203	n/a	Federal Home Loan Mortgage Corp. 0%	0.20%	925,387
204	VINE 2020-1A B	VR FUNDING LLC 4.22%	0.20%	777,196
205	GSMPS 2006-RP2 1AF1	Gsmps Mtg Ln Trust 4.82512%	0.20%	868,738
206	n/a	Government National Mortgage Association 3%	0.20%	3,926,725
207	n/a	Federal National Mortgage Association 2.5%	0.20%	5,045,127
208	n/a	Federal National Mortgage Association 2.5%	0.19%	5,095,590
209	n/a	Federal National Mortgage Association 4%	0.19%	3,593,366
210	FNR 2022-57 BC	Federal National Mortgage Association 4%	0.19%	758,497
211	n/a	Federal Home Loan Mortgage Corp. 2.5%	0.19%	4,908,284
212	PEAR 2021-1 A	PEAR 2021-1, LLC 2.6%	0.19%	705,282
213	n/a	Government National Mortgage Association 4.5%	0.19%	724,197
214	JPMCC 2019-COR5 XA	Jpmcc Commercial Mortgage Securities Trust 2019-COR5 1.45118%	0.19%	14,898,687
215	SOLRR 2021-1 B	SOLRR AIRCRAFT 2021-1 LIMITED 3.432%	0.19%	748,032
216	FNR 2020-47 GZ	Federal National Mortgage Association 2%	0.19%	1,205,507
217	n/a	J.P. MORGAN MORTGAGE TRUST 2024-3 0.33522%	0.18%	35,964,939
218	n/a	Government National Mortgage Association 2.5%	0.18%	4,622,733
219	n/a	Government National Mortgage Association 2.5%	0.18%	4,372,191
220	n/a	Federal Home Loan Mortgage Corp. 2.5%	0.18%	5,304,410
221	n/a	Government National Mortgage Association 5.08845%	0.18%	675,206
222	AOA 2021-1177 A	AOA 2021-1177 MORTGAGE TRUST 5.29588%	0.18%	670,000
223	GNR 2021-8 AQ	Government National Mortgage Association 5%	0.18%	675,319
224	FHMS K141 X1	FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD 0.30459%	0.18%	34,177,134
225	GNR 2022-5 LI	Government National Mortgage Association 3.5%	0.17%	3,487,216
226	n/a	Government National Mortgage Association 5%	0.17%	637,928
227	n/a	VERUS SECURITIZATION TRUST 2024-3 6.845%	0.17%	622,698
228	ZFFNGR 6.875 04.23.32 144A	ZF North America Capital, Inc. 6.875%	0.17%	650,000
229	FR ZT1107	Federal Home Loan Mortgage Corp. 3.5%	0.17%	682,786
230	n/a	Government National Mortgage Association 2.5%	0.17%	3,703,008
231	FN BF0560	Federal National Mortgage Association 2.5%	0.17%	783,218
232	n/a	Federal Home Loan Mortgage Corp. 3%	0.17%	3,087,045
233	n/a	Government National Mortgage Association 1.6868%	0.17%	5,112,578
234	n/a	Dk 2024-Spt1 Nt Backed Tr 7.086%	0.16%	602,487
235	n/a	JP MORGAN MORTGAGE TRUST 2021-14 0.5%	0.16%	21,478,533
236	n/a	Hartwick PK CLO Ltd. / Hartwick PK CLO LLC 9.14317%	0.16%	590,000
237	n/a	Government National Mortgage Association 5%	0.16%	2,975,766
238	G2 MA6157	Government National Mortgage Association 5%	0.16%	590,458
239	n/a	Freddie Mac Seasoned Credit Risk Transfer Trust Series 2017-2 0%	0.16%	4,388,654
240	n/a	Government National Mortgage Association 3%	0.15%	668,864
241	n/a	Federal Home Loan Mortgage Corp. 2%	0.15%	4,217,936
242	n/a	Multifamily Trust 2016-1 14.36949%	0.15%	570,861
243	n/a	Federal Home Loan Mortgage Corp. 2%	0.15%	4,683,674
244	GNR 2021-139 IE	Government National Mortgage Association 3.5%	0.15%	2,950,440
245	FN BF0338	Federal National Mortgage Association 4.5%	0.15%	592,028
246	n/a	Government National Mortgage Association 2.5%	0.15%	3,992,716
247	n/a	Government National Mortgage Association 0.93164%	0.15%	8,829,829
248	n/a	SUNRUN VULCAN ISSUER LLC 2.46%	0.15%	665,303
249	DIV 2019-1 A	DIVIDEND SOLAR LOANS LLC 3.67%	0.15%	616,995
250	n/a	Federal National Mortgage Association 4.5%	0.15%	4,157,646
251	FHMS K-1520 X1	Federal Home Loan Mortgage Corp. 0.4707%	0.14%	14,887,516
252	GNR 2019-18 TP	Government National Mortgage Association 3.5%	0.14%	584,197
253	n/a	Federal National Mortgage Association 5%	0.14%	510,087
254	n/a	Federal Home Loan Mortgage Corp. 1.5%	0.14%	4,938,536
255	n/a	Fnma Pass-Thru I 2.5%	0.14%	580,993
256	n/a	Neuberger Berman Loan Advisers CLO 31 Ltd./ LLC 7.80478%	0.13%	500,000
257	n/a	Government National Mortgage Association 4%	0.13%	529,666
258	n/a	Federal Home Loan Mortgage Corp. 2%	0.13%	3,644,772
259	n/a	Government National Mortgage Association 3%	0.13%	2,699,351
260	PCEPK 2021-1A D	Peace Park Clo Ltd/Llc 7.50478%	0.13%	475,000
261	FHMS K-1516 X1	Federal Home Loan Mortgage Corp. 1.50861%	0.13%	4,321,230
262	n/a	Federal Home Loan Mortgage Corp. 0.24956%	0.12%	25,459,641
263	n/a	Federal National Mortgage Association 2.5%	0.12%	3,293,477
264	G2 786107	Government National Mortgage Association 3%	0.12%	534,244
265	GOODG 2021-1A C	GOODGREEN TRUST 5.74%	0.12%	561,327
266	G2 BM7534	Government National Mortgage Association 3.5%	0.12%	505,995
267	n/a	GS Mortgage Securities Corp 10.854%	0.12%	4,450,678
268	n/a	FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD 0.2646%	0.12%	21,056,621
269	FR RB5125	Federal Home Loan Mortgage Corp. 2%	0.12%	522,366
270	FHR 5482 FC	FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD 5.86879%	0.12%	434,648
271	FN FM7910	Fnma Pass-Thru I 2.5%	0.12%	522,118
272	FN BJ9257	Federal National Mortgage Association 4.5%	0.12%	452,794
273	n/a	Dividend Solar Loans 2018-1 LLC 4.29%	0.12%	476,485
274	FHMS KG06 X1	Federal Home Loan Mortgage Corp. 0.53208%	0.11%	14,669,370
275	n/a	FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD 5.86879%	0.11%	407,464
276	n/a	Federal National Mortgage Association 1.15507%	0.11%	12,870,680
277	n/a	Federal National Mortgage Association 1.5987%	0.11%	5,052,463
278	n/a	Government National Mortgage Association 3.5%	0.11%	435,584
279	n/a	Federal Home Loan Mortgage Corp. 3.097%	0.11%	402,017
280	n/a	Federal National Mortgage Association 3.5%	0.11%	2,302,404
281	G2 MA7184	Government National Mortgage Association 2%	0.10%	498,916
282	n/a	Federal Home Loan Mortgage Corp. 3.5%	0.10%	2,304,413
283	n/a	JPMDB Commercial Mortgage Securities Trust 2017-C7 3.9854%	0.10%	420,000
284	GNR 2020-38 IO	Government National Mortgage Association 0.81912%	0.10%	6,471,689
285	n/a	Government National Mortgage Association 2.25%	0.10%	800,000
286	GSMS 2021-IP A	GS MORTGAGE SECURITIES CORPORATION TRUST 2021-IP 5.37148%	0.10%	360,000
287	G2 BT1888	Government National Mortgage Association 2.5%	0.10%	428,703
288	NRZT 2014-1A A	New Residential Mortgage Loan Trust 2014 1 3.75%	0.10%	372,504
289	GNR 2023-179 IO	Government National Mortgage Association 0.61033%	0.09%	8,059,487
290	G2 MA7303	Government National Mortgage Association 2%	0.09%	439,737
291	n/a	Federal National Mortgage Association 1.53454%	0.09%	3,368,082
292	GNR 2015-167 OI	Government National Mortgage Association 4%	0.09%	1,653,559
293	n/a	Federal National Mortgage Association 1.58454%	0.09%	3,118,973
294	FHMS K142 X1	Federal Home Loan Mortgage Corp. 0.29664%	0.09%	17,068,472
295	G2 BS1728	Government National Mortgage Association 4%	0.08%	340,576
296	n/a	Federal Home Loan Mortgage Corp. 2%	0.08%	394,075
297	FHMS K132 X1	Federal Home Loan Mortgage Corp. 0.50729%	0.08%	11,382,370
298	n/a	Federal Home Loan Mortgage Corp. 1.58454%	0.08%	2,628,180
299	FH 841077	Federal Home Loan Mortgage Corp. 2.871%	0.08%	301,147
300	n/a	Government National Mortgage Association 2.5%	0.08%	2,098,323
301	n/a	Federal National Mortgage Association 3.5%	0.08%	1,592,927
302	G2 BS1742	Government National Mortgage Association 4%	0.08%	322,138
303	n/a	Federal Home Loan Mortgage Corp. 2.5%	0.08%	2,028,349
304	n/a	Applebees's Funding LLC / IHOP Funding LLC 4.723%	0.08%	298,980
305	n/a	Federal National Mortgage Association 1.76659%	0.08%	5,968,225
306	n/a	Federal National Mortgage Association 2%	0.08%	2,237,100
307	n/a	Government National Mortgage Association 0.87323%	0.08%	4,607,619
308	n/a	Federal Home Loan Mortgage Corp. 6%	0.08%	277,651
309	WFCM 2024-C63 A5	WELLS FARGO COMMERCIAL MORTGAGE TRUST 2024-C63 5.309%	0.08%	280,000
310	n/a	Government National Mortgage Association 0.66717%	0.08%	6,935,801
311	GNR 2021-60 IO	Government National Mortgage Association 0.82613%	0.07%	4,574,252
312	n/a	Federal Home Loan Mortgage Corp. 2.5%	0.07%	2,174,648
313	n/a	Federal National Mortgage Association 2.5%	0.07%	1,863,831
314	n/a	Federal Home Loan Mortgage Corp. 2.5%	0.07%	1,962,452
315	GNR 2004-59 FP	Government National Mortgage Association 4.71965%	0.07%	271,819
316	FN FM6184	Fnma Pass-Thru I 2%	0.07%	330,136
317	CLAST 2021-1A A	CASTLELAKE AIRCRAFT STRUCTURED TRUST 3.474%	0.07%	272,446
318	n/a	Government National Mortgage Association 0.8351%	0.07%	4,478,486
319	GNR 2017-21 IO	Government National Mortgage Association 0.61456%	0.07%	7,363,730
320	n/a	Conseco Finance Corp. 7.22%	0.07%	247,111
321	G2 786474	Government National Mortgage Association 5%	0.07%	253,135
322	n/a	Fnma Pass-Thru I 2.5%	0.07%	284,245
323	GNR 2010-H02 FA	Government National Mortgage Association 5.13226%	0.07%	245,821
324	n/a	Federal National Mortgage Association 2.5%	0.07%	1,775,993
325	FHR 4813 CJ	FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD 3%	0.07%	285,028
326	G2 785360	Government National Mortgage Association 2%	0.07%	306,757
327	n/a	Government National Mortgage Association 5.5%	0.06%	239,586
328	n/a	Federal National Mortgage Association 11.92066%	0.06%	187,111
329	n/a	J.P. MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 8.06148%	0.06%	360,000
330	FHR 4980 KI	Federal Home Loan Mortgage Corp. 4.5%	0.06%	967,841
331	n/a	Federal Home Loan Mortgage Corp. 3%	0.06%	1,595,907
332	GN 733627	Government National Mortgage Association 5%	0.06%	213,615
333	n/a	Government National Mortgage Association 1.68035%	0.06%	1,995,535
334	BANK 2021-BN32 XA	BANK 2021-BNK32 0.76576%	0.06%	6,048,989
335	n/a	Government National Mortgage Association 3.5%	0.05%	1,120,576
336	n/a	Federal Home Loan Mortgage Corp. 5%	0.05%	1,192,557
337	n/a	Federal National Mortgage Association 4%	0.05%	1,196,591
338	n/a	Federal National Mortgage Association 4.61583%	0.05%	200,133
339	G2 MA5820	Government National Mortgage Association 5.5%	0.05%	197,812
340	n/a	Government National Mortgage Association 5.5%	0.05%	197,421
341	n/a	Federal National Mortgage Association 5%	0.05%	201,799
342	n/a	Sofi Professional Loan Program 2015-C LLC 0%	0.05%	25,000
343	MARM 2006-OA1 1A1	Mastr Adjustable Rate Mortgages Trust 2002-3 4.63512%	0.05%	218,120
344	n/a	Freddie Mac Seasoned Credit Risk Transfer Trust Series 2017-2 0.075%	0.05%	46,600,242
345	n/a	Federal National Mortgage Association 2%	0.05%	1,524,005
346	n/a	Government National Mortgage Association 4%	0.05%	974,846
347	n/a	Government National Mortgage Association 1.73035%	0.05%	1,960,251
348	n/a	Government National Mortgage Association 1.7868%	0.05%	1,878,439
349	n/a	Federal National Mortgage Association 3%	0.05%	204,198
350	n/a	Government National Mortgage Association 4.5%	0.05%	737,875
351	n/a	Federal National Mortgage Association 1.58454%	0.05%	1,634,715
352	n/a	Federal National Mortgage Association 5%	0.05%	871,071
353	FHR 5059 IB	Federal Home Loan Mortgage Corp. 2.5%	0.04%	1,003,209
354	G2 786340	Government National Mortgage Association 5%	0.04%	169,370
355	n/a	Federal National Mortgage Association 1.58454%	0.04%	1,735,565
356	n/a	Government National Mortgage Association 0%	0.04%	13,447,762
357	IMM 2007-A A	Impac CMB Trust 4.92512%	0.04%	164,260
358	GNR 2021-180 IO	Government National Mortgage Association 0.91383%	0.04%	2,271,648
359	GN 784571	Government National Mortgage Association 3.5%	0.04%	165,557
360	n/a	Federal National Mortgage Association 1.53454%	0.04%	1,587,922
361	n/a	Federal National Mortgage Association 2.5%	0.04%	954,390
362	n/a	Federal National Mortgage Association 2.5%	0.04%	991,177
363	n/a	Federal Home Loan Mortgage Corp. 1.58454%	0.04%	1,375,731
364	n/a	Government National Mortgage Association 0.56918%	0.04%	7,346,541
365	n/a	Federal Home Loan Mortgage Corp. 3%	0.04%	159,706
366	n/a	Federal Home Loan Mortgage Corp. 2.5%	0.04%	916,019
367	n/a	Government National Mortgage Association 1.6368%	0.04%	1,404,165
368	G2 MA5934	Government National Mortgage Association 5.5%	0.04%	134,996
369	FNR 2012-51 B	Federal National Mortgage Association 7%	0.04%	127,335
370	n/a	Government National Mortgage Association 1.8368%	0.04%	1,267,104
371	FNR 2013-9 BC	Federal National Mortgage Association 6.5%	0.03%	124,866
372	n/a	Federal National Mortgage Association 1.48454%	0.03%	1,382,556
373	n/a	Federal Home Loan Mortgage Corp. 1.62898%	0.03%	1,015,701
374	n/a	Government National Mortgage Association 2.5%	0.03%	692,486
375	GN AB9109	Government National Mortgage Association 3%	0.03%	141,001
376	n/a	Government National Mortgage Association 2%	0.03%	1,042,388
377	n/a	Federal National Mortgage Association 2.5%	0.03%	1,574,332
378	n/a	Fnma Pass-Thru I 2.5%	0.03%	144,731
379	n/a	Federal National Mortgage Association 1.53454%	0.03%	1,083,981
380	n/a	Federal National Mortgage Association 2.5%	0.03%	882,709
381	n/a	Fnma Pass-Thru I 2.5%	0.03%	143,833
382	n/a	Federal National Mortgage Association 5.5%	0.03%	114,926
383	n/a	Federal Home Loan Mortgage Corp. 4.5%	0.03%	120,468
384	n/a	Federal Home Loan Mortgage Corp. 1.52898%	0.03%	1,333,541
385	CSFB 2002-10 2A1	Credit Suisse First Boston Mortgage Securities Corp. 7.5%	0.03%	105,203
386	n/a	Government National Mortgage Association 0.61109%	0.03%	1,993,449
387	GN AB9207	Government National Mortgage Association 3%	0.03%	120,478
388	n/a	FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD 1.67898%	0.03%	994,812
389	n/a	First Franklin Mortgage Loan Trust 4.77512%	0.03%	119,188
390	n/a	Federal Home Loan Mortgage Corp. 1.37898%	0.03%	1,259,162
391	n/a	Federal National Mortgage Association 2.5%	0.03%	746,908
392	n/a	Federal Home Loan Mortgage Corporation 1.534%	0.03%	2,400,000
393	FNR 2021-3 NI	Federal National Mortgage Association 2.5%	0.03%	668,725
394	n/a	Federal National Mortgage Association 2.5%	0.03%	775,964
395	GN 733600	Government National Mortgage Association 5%	0.03%	100,062
396	FR SD0573	Federal Home Loan Mortgage Corp. 2%	0.03%	124,896
397	n/a	Government National Mortgage Association 3.5%	0.03%	596,819
398	n/a	Federal Home Loan Mortgage Corp. 3.5%	0.03%	1,159,095
399	n/a	Federal National Mortgage Association 2.13454%	0.03%	852,151
400	n/a	Federal Home Loan Mortgage Corp. 3.5%	0.03%	1,208,389
401	n/a	Government National Mortgage Association 1.7368%	0.02%	767,754
402	FHMS K742 X1	Federal Home Loan Mortgage Corp. 0.77009%	0.02%	6,122,464
403	n/a	EUROS	0.02%	85,452
404	GN AB9108	Government National Mortgage Association 3%	0.02%	98,929
405	FHMS K110 X1	Federal Home Loan Mortgage Corp. 1.69278%	0.02%	1,283,486
406	n/a	Federal Home Loan Mortgage Corp. 1.42898%	0.02%	928,183
407	GNR 2020-47 MI	Government National Mortgage Association 3.5%	0.02%	437,760
408	GN AA5649	Government National Mortgage Association 3%	0.02%	90,049
409	G2 BS1757	Government National Mortgage Association 4%	0.02%	86,556
410	FHMS K115 X1	Federal Home Loan Mortgage Corp. 1.31906%	0.02%	1,285,473
411	GNR 2014-91 SB	Government National Mortgage Association 1.18035%	0.02%	784,062
412	n/a	Government National Mortgage Association 4.5%	0.02%	72,983
413	GNR 2009-H01 FA	Government National Mortgage Association 5.5632%	0.02%	68,892
414	n/a	Government National Mortgage Association 0.62869%	0.02%	2,667,003
415	FHMS K116 X1	Federal Home Loan Mortgage Corp. 1.41767%	0.02%	1,083,486
416	n/a	Fnma Pass-Thru I 2.5%	0.02%	70,610
417	n/a	Government National Mortgage Association 1.8368%	0.02%	1,609,405
418	n/a	Government National Mortgage Association 0.9868%	0.02%	854,170
419	n/a	Federal Home Loan Mortgage Corp. 2.5%	0.02%	66,972
420	SRPT 2014-STAR C	Starwood Retail Property Trust 2014-Star 7.5%	0.02%	2,324,000
421	FR QC0885	Federal Home Loan Mortgage Corp. 2%	0.01%	69,358
422	n/a	Federal Home Loan Mortgage Corp. 2%	0.01%	69,156
423	SAMI 2006-AR6 1A1	Structured Asset M 4.78512%	0.01%	64,500
424	n/a	Government National Mortgage Association 1.68035%	0.01%	657,749
425	n/a	Government National Mortgage Association 3.5%	0.01%	1,427,549
426	G2 CD8312	Government National Mortgage Association 2.5%	0.01%	64,629
427	G2 BS8546	Government National Mortgage Association 2.5%	0.01%	63,657
428	n/a	Federal National Mortgage Association 5%	0.01%	403,007
429	n/a	Federal National Mortgage Association 2.00585%	0.01%	914,502
430	CWALT 2006-OA9 2A1B	Alternative Loan Trust 2006-Hy12 4.6132%	0.01%	62,196
431	n/a	Government National Mortgage Association 0.61852%	0.01%	1,380,684
432	n/a	Federal National Mortgage Association 3.5%	0.01%	592,829
433	GN AB2892	Government National Mortgage Association 3%	0.01%	55,583
434	n/a	Government National Mortgage Association 5.13845%	0.01%	49,045
435	n/a	Government National Mortgage Association 4%	0.01%	51,497
436	G2 784905	Government National Mortgage Association 3%	0.01%	54,968
437	n/a	Federal National Mortgage Association 2.03988%	0.01%	789,821
438	n/a	Government National Mortgage Association 1.7868%	0.01%	439,501
439	n/a	Federal Home Loan Mortgage Corp. 3%	0.01%	736,533
440	n/a	Federal Home Loan Mortgage Corp. 3%	0.01%	821,535
441	GNR 2020-47 NI	Government National Mortgage Association 3.5%	0.01%	187,063
442	n/a	Federal National Mortgage Association 2.09454%	0.01%	459,201
443	FHR 2525 AM	Federal Home Loan Mortgage Corp. 4.5%	0.01%	33,918
444	n/a	Government National Mortgage Association 0.40496%	0.01%	2,663,820
445	n/a	Federal National Mortgage Association 2.06852%	0.01%	501,180
446	GNR 2020-160 VI	Government National Mortgage Association 2.5%	0.01%	207,084
447	n/a	Government National Mortgage Association 0.96951%	0.01%	1,692,591
448	n/a	Federal National Mortgage Association 7.5%	0.01%	26,985
449	n/a	Structured Asset Securities Corp. 4.64512%	0.01%	1,351,000
450	n/a	Federal National Mortgage Association 5.5%	0.01%	186,961
451	FNR 2020-74 EI	Federal National Mortgage Association 2.5%	0.01%	139,805
452	FNR 2012-28 B	Federal National Mortgage Association 6.5%	0.01%	22,150
453	GNR 2013-163 IO	Government National Mortgage Association 1.01221%	0.01%	1,696,471
454	n/a	FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD 2.47898%	0.01%	206,967
455	GNR 2020-129 IE	Government National Mortgage Association 2.5%	0.01%	135,092
456	n/a	Government National Mortgage Association 0.58873%	0.00%	932,895
457	FHR 5040 IB	Federal Home Loan Mortgage Corp. 2.5%	0.00%	127,331
458	n/a	Government National Mortgage Association 7.5%	0.00%	16,774
459	n/a	Government National Mortgage Association 2.1868%	0.00%	288,077
460	WAMU 2003-AR5 A7	Washington Mutual Mortgage Pass-Through Certificates 6.19561%	0.00%	13,681
461	n/a	Federal National Mortgage Association 3%	0.00%	582,016
462	n/a	Government National Mortgage Association 2.2368%	0.00%	157,783
463	n/a	Federal Home Loan Mortgage Corp. 4%	0.00%	257,495
464	n/a	Government National Mortgage Association 1.58035%	0.00%	195,614
465	GNR 2017-41 IO	Government National Mortgage Association 0.56402%	0.00%	424,526
466	FHS 328 S4	Federal Home Loan Mortgage Corp. 2.02052%	0.00%	183,971
467	n/a	Government National Mortgage Association 1.78035%	0.00%	254,737
468	n/a	Federal National Mortgage Association 3%	0.00%	289,458
469	n/a	Federal National Mortgage Association 5.5%	0.00%	43,106
470	n/a	Federal National Mortgage Association 7.5%	0.00%	6,901
471	n/a	Federal National Mortgage Association 7.5%	0.00%	6,258
472	n/a	Morgan Stanley Mortgage Loan Trust 4.56512%	0.00%	29,026
473	n/a	Federal National Mortgage Association 6%	0.00%	35,460
474	FNS 383 20	Federal National Mortgage Association 5.5%	0.00%	32,191
475	n/a	Government National Mortgage Association 1.68035%	0.00%	523,695
476	n/a	Federal National Mortgage Association 6%	0.00%	32,270
477	n/a	Government National Mortgage Association 7.5%	0.00%	3,976
478	n/a	Government National Mortgage Association 7.5%	0.00%	3,048
479	n/a	Federal National Mortgage Association 7.5%	0.00%	2,615
480	n/a	Federal National Mortgage Association 6%	0.00%	16,880
481	n/a	Federal National Mortgage Association 7.5%	0.00%	2,273
482	n/a	Government National Mortgage Association 7.5%	0.00%	2,265
483	n/a	Government National Mortgage Association 7.5%	0.00%	2,255
484	n/a	Federal Home Loan Mortgage Corp. 3%	0.00%	139,521
485	n/a	Government National Mortgage Association 7.5%	0.00%	1,998
486	n/a	Federal National Mortgage Association 8.5%	0.00%	1,842
487	n/a	Government National Mortgage Association 5.463%	0.00%	1,756
488	n/a	Federal National Mortgage Association 7.5%	0.00%	1,687
489	n/a	Federal Home Loan Mortgage Corp. 1.61898%	0.00%	23,802
490	n/a	Government National Mortgage Association 7.5%	0.00%	1,388
491	n/a	Federal National Mortgage Association 7.5%	0.00%	1,311
492	n/a	Government National Mortgage Association 7.5%	0.00%	1,295
493	n/a	Federal Home Loan Mortgage Corp. 3.5%	0.00%	85,930
494	n/a	Federal National Mortgage Association 7.5%	0.00%	1,225
495	n/a	Government National Mortgage Association 7.5%	0.00%	1,157
496	n/a	Federal National Mortgage Association 2.08454%	0.00%	163,964
497	n/a	Federal National Mortgage Association 7.5%	0.00%	1,091
498	n/a	Federal National Mortgage Association 7.5%	0.00%	1,119
499	FN 253673	Federal National Mortgage Association 7.5%	0.00%	1,059
500	n/a	Federal Home Loan Mortgage Corp. 3%	0.00%	50,484

As of Jan 31, 2025

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Asset Class	% Weight
Bond	146.64%
Not Classified	1.69%
Cash	-48.32%

Sector	% Weight
United States	97.96%
Other	2.04%