MTMSX Holdings List

As of Apr 30, 2025

No.	Symbol	Name	% Weight	Shares
1	T.4.375 01.31.32	United States Treasury Notes 4.375%	8.26%	28,965,000
2	T.4.625 02.15.35	United States Treasury Notes 4.625%	3.47%	11,995,000
3	n/a	Pound Sterling	2.41%	6,672,000
4	n/a	Us Dollar	2.32%	8,292,476
5	T.4.25 01.31.30	United States Treasury Notes 4.25%	1.13%	3,995,000
6	T.4.75 02.15.45	United States Treasury Bonds 4.75%	1.00%	3,515,000
7	LLOYDS.4.582 12.10.25	Lloyds Banking Group PLC 4.582%	0.74%	2,643,000
8	CAS.2019-HRP1 B1	CONNECTICUT AVENUE SECURITIES TRUST	0.71%	2,324,000
9	FR.SD8342	Federal Home Loan Mortgage Corp. 5.5%	0.59%	2,114,029
10	FHN.4 05.26.25	First Horizon Corporation 4%	0.59%	2,115,000
11	B.0 05.29.25	United States Treasury Bills	0.58%	2,100,000
12	EART.2021-3A E	EXETER AUTOMOBILE RECEIVABLES TRUST 3.04%	0.57%	2,090,000
13	PEMEX.6.5 03.13.27	Petroleos Mexicanos 6.5%	0.57%	2,075,000
14	MUSXX	Mainstay Funds Trust - Main US Government Liquidity Fund	0.55%	1,971,755
15	ROCC.2024-CNTR E	ROCK TRUST 2024-CNTR 8.81906%	0.54%	1,845,000
16	FCAT.2020-1 E	FLAGSHIP CREDIT AUTO TRUST 3.52%	0.54%	1,950,000
17	STACR.2018-HRP1 B2	Federal Home Loan Mortgage Corp.	0.54%	1,600,683
18	STACR.2021-HQA4 B2	Freddie Mac Stacr Remic Trust	0.54%	1,805,000
19	FN.MA5108	Federal National Mortgage Association 6%	0.53%	1,855,475
20	FLEXIH.3.363 06.30.31 144A	Flex Intermediate Holdco LLC 3.363%	0.52%	2,120,000
21	DAL.4.75 10.20.28 144A	Skymiles IP Ltd. & Delta Air Lines Inc. 4.75%	0.52%	1,855,000
22	STACR.2022-DNA1 B2	Freddie Mac Stacr Remic Trust	0.51%	1,705,000
23	B.0 04.24.25	United States Treasury Bills	0.49%	1,750,000
24	STACR.2020-HQA1 B2	Federal Home Loan Mortgage Corp.	0.48%	1,592,000
25	HUN.4.5 05.01.29	Huntsman International LLC 4.5%	0.47%	1,759,000
26	AVOL.3.25 02.15.27 144A	Avolon Holdings Funding Ltd. 3.25%	0.47%	1,740,000
27	T.4.625 02.15.55	United States Treasury Bonds 4.625%	0.47%	1,665,000
28	FHN.5.75 05.01.30 BKNT	First Horizon Bank 5.75%	0.46%	1,606,000
29	NFG.2.95 03.01.31	National Fuel Gas Company 2.95%	0.45%	1,820,000
30	MS.V2.484 09.16.36	Morgan Stanley 2.484%	0.45%	1,945,000
31	TEVA.3.15 10.01.26	Teva Pharmaceutical Finance Netherlands III B.V. 3.15%	0.45%	1,653,000
32	BACR.V4.375 PERP	Barclays PLC 4.375%	0.44%	1,760,000
33	MCAS.2023-01 M10	Multifamily Connecticut Avenue Securities Trust 2023-01	0.44%	1,415,000
34	FR.SD5184	Federal Home Loan Mortgage Corp. 4%	0.44%	1,692,797
35	MO.2.45 02.04.32	Altria Group, Inc. 2.45%	0.44%	1,850,000
36	USRE.2021-1 A1	NEW ECONOMY ASSETS - PHASE 1 ISSUER, LLC 1.91%	0.43%	1,655,000
37	FN.FP0087	Federal National Mortgage Association 2%	0.43%	1,923,212
38	BANK.2019-BN19 C	BANK 2019-BNK19	0.42%	1,935,000
39	AER.2.45 10.29.26	AerCap Ireland Capital DAC / AerCap Global Aviation Trust 2.45%	0.42%	1,565,000
40	PCG.3.5 08.01.50	Pacific Gas and Electric Company 3.5%	0.42%	2,235,000
41	EART.2022-2A E	EXETER AUTOMOBILE RECEIVABLES TRUST 2022-2 6.34%	0.41%	1,605,000
42	NSANY.1.85 09.16.26 144A	Nissan Motor Acceptance Co LLC 1.85%	0.41%	1,545,000
43	STACR.2019-HQA3 B2	Federal Home Loan Mortgage Corp.	0.40%	1,245,000
44	IAGLN.2.9 03.15.35 144A	British Airways PLC 2.9%	0.40%	1,580,101
45	FR.SD6871	Federal Home Loan Mortgage Corp. 5.5%	0.40%	1,410,387
46	WSTP.V3.02 11.18.36	Westpac Banking Corp. 3.02%	0.39%	1,633,000
47	MCAS.2020-01 CE	MULTIFAMILY CONNECTICUT AVENUE SECURITIES TRUST	0.39%	1,350,000
48	FN.MA4940	Federal National Mortgage Association 5%	0.38%	1,396,079
49	GNR.2023-59 YC	Government National Mortgage Association	0.38%	1,244,169
50	AVOL.2.125 02.21.26 144A	Avolon Holdings Funding Ltd. 2.125%	0.38%	1,385,000
51	WFCM.2016-NXS6 D	Wells Fargo Coml T 3.059%	0.37%	1,590,000
52	FCAT.2022-2 D	Flagship Credit Auto Trust 2022-2 5.8%	0.37%	1,420,000
53	DB.F 11.16.27	Deutsche Bank AG New York Branch	0.37%	1,325,000
54	STACR.2021-HQA3 B2	Freddie Mac Stacr Remic Trust	0.37%	1,270,000
55	UBS.V4.375 PERP 144A	UBS Group AG 4.375%	0.36%	1,520,000
56	ZAYO.2025-1A A2	ZAYO ISSUER LLC 5.648%	0.36%	1,295,000
57	ACGCAP.1.95 01.30.26 144A	Aviation Capital Group LLC 1.95%	0.36%	1,330,000
58	GNR.2025-2 Z	Government National Mortgage Association 3.5%	0.36%	1,664,668
59	CAS.2025-R01 1B1	CONNECTICUT AVENUE SECURITIES TRUST 2025-R01	0.36%	1,285,000
60	PNW.2.2 12.15.31	Arizona Public Service Company 2.2%	0.35%	1,500,000
61	GNR.2021-139 IA	Government National Mortgage Association 3%	0.35%	6,886,859
62	FNR.2021-12 GC	Federal National Mortgage Association 3.5%	0.35%	1,371,612
63	GNR.2023-101 KO	Government National Mortgage Association	0.35%	1,826,248
64	FNR.2021-53 GI	Federal National Mortgage Association 3%	0.34%	7,256,856
65	ALLY.8 11.01.31 *	Ally Financial Inc. 8%	0.34%	1,075,000
66	AAL.3.65 06.15.28 A	American Airlines, Inc. 3.65%	0.33%	1,259,000
67	n/a	Virgin Media Bristol Llc	0.33%	1,220,000
68	FHR.4725 WZ	Federal Home Loan Mortgage Corp. 3.5%	0.33%	1,302,380
69	LIBMUT.6.266 08.15.54	Beacon Funding Trust 6.266%	0.33%	1,185,000
70	GAZPRU.4.95 02.06.28 144A	Gaz Capital S.A. 4.95%	0.33%	1,521,000
71	COLOM.3.25 04.22.32	Colombia (Republic Of) 3.25%	0.32%	1,485,000
72	USRE.2021-1 B1	NEW ECONOMY ASSETS - PHASE 1 ISSUER, LLC 2.41%	0.32%	1,255,000
73	GLPI.4 01.15.30	GLP Capital L.P. and GLP Financing II, Inc. 4%	0.32%	1,205,000
74	GM.2.7 06.10.31	General Motors Financial Company Inc 2.7%	0.32%	1,335,000
75	FR.SD6766	Federal Home Loan Mortgage Corp. 5.5%	0.32%	1,138,920
76	BLAST.2023-1 D	Bridgecrest Lending Auto Securitization Trust 2023-1 7.84%	0.32%	1,070,000
77	CAS.2024-R05 2B1	CONNECTICUT AVENUE SECURITIES TRUST 2024-R05	0.32%	1,125,000
78	FN.MA5009	Federal National Mortgage Association 5%	0.32%	1,146,598
79	WFCM.2016-NXS5 D	Wells Fargo Commercial Mortgage Trust 2012-Lc5	0.32%	1,310,000
80	CAS.2022-R01 1B2	CONNECTICUT AVENUE SECURITIES TRUST 2022-R01	0.32%	1,075,000
81	COMM.2016-DC2 D	Comm 2016-Dc2	0.31%	1,208,000
82	MSCR.2025-MN10 M2	Federal Home Loan Mortgage Corp.	0.31%	1,105,000
83	FN.MA5139	Federal National Mortgage Association 6%	0.31%	1,073,368
84	BBWI.6.625 10.01.30 144A	Bath & Body Works Inc 6.625%	0.30%	1,065,000
85	HILCRP.5.75 02.01.29 144A	Hilcorp Energy I L.P/Hilcorp Finance Co 5.75%	0.30%	1,115,000
86	MRFGBZ.3.95 01.29.31 144A	MARB BondCo PLC 3.95%	0.30%	1,240,000
87	WFCM.2017-C40 D	Wells Fargo Commercial Mortgage Trust 2012-Lc5 2.7%	0.30%	1,275,000
88	BRASKM.4.5 01.10.28 144A	Braskem Netherlands Finance B V 4.5%	0.30%	1,135,000
89	WES.5.25 02.01.50	Western Midstream Operating LP 5.25%	0.30%	1,240,000
90	DTMINC.4.3 04.15.32 144A	DT Midstream Inc 4.3%	0.29%	1,125,000
91	TPMT.2018-2 B5	Towd Point Mortgage Trust 2015-3	0.29%	2,407,605
92	STACR.2019-FTR1 B2	Federal Home Loan Mortgage Corp.	0.29%	870,000
93	FCAT.2021-3 E	FLAGSHIP CREDIT AUTO TRUST 3.32%	0.29%	1,115,000
94	GNR.2023-66 MP	Government National Mortgage Association	0.29%	1,095,936
95	EART.2021-2A E	EXETER AUTOMOBILE RECEIVABLES TRUST 2.9%	0.28%	1,040,000
96	JPMMT.2021-4 B1	JP MORGAN MORTGAGE TRUST	0.28%	1,242,724
97	SOCGEN.V5.375 PERP 144a	Societe Generale S.A. 5.375%	0.28%	1,155,000
98	FN.BS9058	Fnma Pass-Thru I 4.38%	0.28%	1,000,000
99	ARCO.6.375 01.29.32 144A	Arcos Dorados B.V. 6.375%	0.28%	970,000
100	WFCM.2017-RC1 D	WELLS FARGO COMMERCIAL MORTGAGE TRUST 3.25%	0.28%	1,135,000
101	GNR.2022-1 CF	Government National Mortgage Association	0.28%	1,181,703
102	BX.2024-BRBK D	BX TRUST 2024-BRBK	0.27%	980,000
103	CD.2017-CD4 D	CD 2017 Cd3 Mortgage Trust 3.3%	0.27%	1,150,000
104	DQE.3.616 08.01.27 144A	Duquesne Light Holdings, Inc. 3.616%	0.27%	990,000
105	RCKT.2021-5 A1	RCKT MORTGAGE TRUST	0.27%	1,171,275
106	COTY.4.75 01.15.29 144A	Coty Inc. 4.75%	0.27%	985,000
107	UBS.V3.091 05.14.32 144A	UBS Group AG 3.091%	0.27%	1,070,000
108	GNR.2019-97 FG	Government National Mortgage Association	0.27%	1,078,927
109	SFD.4.25 02.01.27 144A	Smithfield Foods Inc 4.25%	0.27%	965,000
110	BMARK.2019-B9 C	BENCHMARK MORTGAGE TRUST	0.26%	1,105,000
111	COF.V6.312 06.08.29	Capital One Financial Corp. 6.312%	0.26%	905,000
112	GNR.2025-2 WZ	Government National Mortgage Association 2%	0.26%	1,474,904
113	GOCAP.2025-78A A1	GOLUB CAPITAL PARTNERS CLO 78M	0.26%	930,000
114	CHCOCH.2.742 12.31.39	Cheniere Corpus Christi Holdings, LLC 2.742%	0.25%	1,135,000
115	GNR.2020-5 FA	Government National Mortgage Association	0.25%	1,011,075
116	GM.4.3 04.06.29	General Motors Financial Company Inc 4.3%	0.25%	940,000
117	HBAN.V5.709 02.02.35	Huntington Bancshares Incorporated 5.709%	0.25%	895,000
118	PNW.3.35 05.15.50	Arizona Public Service Company 3.35%	0.25%	1,320,000
119	NRZT.2020-RPL1 B3	NEW RESIDENTIAL MORTGAGE LOAN TRUST	0.25%	1,190,000
120	AAL.3.15 02.15.32 AA	American Airlines, Inc. 3.15%	0.25%	983,760
121	FN.FS7645	Fnma Pass-Thru I 4.5%	0.25%	940,702
122	NXST.4.75 11.01.28 144A	Nexstar Media Inc. 4.75%	0.25%	960,000
123	FR.SD8407	Federal Home Loan Mortgage Corp. 5%	0.25%	916,696
124	BANK.2018-BN12 D	Bank 2018-Bnk12 3%	0.25%	1,145,000
125	GNR.2023-66 OQ	Government National Mortgage Association	0.25%	1,162,053
126	CAS.2023-R03 2M2	CONNECTICUT AVENUE SECURITIES TRUST 2023-R03	0.25%	845,000
127	BELRON.5.75 10.15.29 144a	Belron U.K Finance PLC 5.75%	0.25%	900,000
128	GSMS.2014-GC22 B	GS MORTGAGE SECURITIES CORP	0.25%	1,040,000
129	UVN.6.625 06.01.27 144A	Univision Communications Inc. 6.625%	0.25%	895,000
130	GNR.2020-166 CA	Government National Mortgage Association 1%	0.25%	1,182,151
131	RAKUTN.9.75 04.15.29 144A	Rakuten Group Inc. 9.75%	0.25%	810,000
132	DBUBS.2011-LC3A PM2	Dbubs 2011 Lc1 Commercial Mortgage Trust	0.25%	1,250,000
133	JBSSBZ.5.75 04.01.33	Jbs Usa Lux SA/Jbs Usa Food Company/Jbs Usa Finance Inc 5.75%	0.24%	860,000
134	GCAR.2024-3A D	GLS AUTO RECEIVABLES ISSUER TRUST 2024-3 5.53%	0.24%	865,000
135	MSBAM.2015-C22 D	MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST	0.24%	1,330,000
136	TXT.V0 02.15.42 144A	Textron Financial Corporation	0.24%	955,000
137	UAL.5.875 10.15.27 20-1	United Airlines Pass Through Trust 2020-1A 5.875%	0.24%	849,446
138	UNIT.10.5 02.15.28 144A	Uniti Group LP/Uniti Fiber Holdings Inc/Uniti Group Finance 2019 Inc/CSL Ca	0.24%	814,000
139	FHR.5326 QO	FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD	0.24%	1,289,016
140	FN.FS3603	Fnma Pass-Thru I 5.5%	0.24%	857,768
141	APID.2018-18A BR2	Apidos Clo Xviii-R / Apidos Clo Xviii-R Llc	0.24%	860,000
142	CAS.2020-SBT1 1B1	CONNECTICUT AVENUE SECURITIES TRUST	0.24%	805,000
143	GNR.2023-60 ES	Government National Mortgage Association	0.24%	897,858
144	SORT.2020-1 A1	CF HIPPOLYTA ISSUER LLC 1.69%	0.24%	861,675
145	FR.SD4268	Federal Home Loan Mortgage Corp. 6%	0.24%	831,842
146	VST.6 04.15.34 144A	Vistra Operations Co LLC 6%	0.24%	840,000
147	DELL.3.375 12.15.41	Dell International L.L.C. and EMC Corporation 3.375%	0.24%	1,145,000
148	ET.5.35 05.15.45	Energy Transfer LP 5.35%	0.24%	940,000
149	TEXAS.2025-TWR D	Texas Commercial Mortgage Trust 2025-Twr	0.24%	845,000
150	AAL.5.75 04.20.29 144A	AAdvantage Loyalty IP Ltd/ American Airlines Inc 5.75%	0.24%	860,000
151	CFCRE.2016-C4 D	CFCRE 2016-C6 Mortgage Trust	0.24%	895,000
152	BSMXB.5.621 12.10.29 144A	Banco Santander (Mx) SA Institucion De Banca Multiple Grupo Financiero Sant	0.24%	830,000
153	FN.FS6542	Fnma Pass-Thru I 6.5%	0.23%	804,109
154	INVH.2 08.15.31	Invitation Homes Operating Partnership Lp 2%	0.23%	990,000
155	SUBWAY.2024-3A A2II	SUBWAY FUNDING LLC 5.566%	0.23%	822,938
156	CE.7.2 11.15.33	Celanese US Holdings Llc	0.23%	780,000
157	UAL.6.5 06.20.27 144A	Mileage Plus Hldgs Llc / Mileage Plus Intellectual Property Assets Ltd 6.5%	0.23%	810,000
158	ANZ.V5.204 09.30.35 144A	Australia & New Zealand Banking Group Ltd. 5.204%	0.22%	830,000
159	FHR.4988 LP	Federal Home Loan Mortgage Corp. 1.25%	0.22%	1,055,119
160	GNR.2023-55 CG	Government National Mortgage Association	0.22%	716,512
161	SYF.V5.45 03.06.31	Synchrony Financial 5.45%	0.22%	805,000
162	SKY1.2025-LINE B	SKY1 TRUST 2025-LINE	0.22%	795,000
163	GRTLK.2019-1A ARR	Great Lakes CLO 2019-1 Ltd. / Great Lakes CLO 2019-1 LLC	0.22%	795,000
164	BACR.V5.367 02.25.31	Barclays PLC 5.367%	0.22%	780,000
165	MCAS.2019-01 B10	Federal National Mortgage Association	0.22%	790,000
166	CMA.V5.982 01.30.30	Comerica Incorporated 5.982%	0.22%	770,000
167	DB.V3.035 05.28.32	Deutsche Bank AG New York Branch 3.035%	0.22%	890,000
168	FORDR.2023-1 D	FORD CREDIT AUTO OWNER TRUST 2023-REV1 6.26%	0.22%	755,000
169	CAS.2021-R03 1B2	CONNECTICUT AVENUE SECURITIES TRUST 2021-R03	0.22%	745,000
170	CAMB.2021-CX2 D	CAMB 2021-CX2 MORTGAGE TRUST	0.21%	1,000,000
171	NGGLN.6.388 09.15.33 144A	The Brooklyn Union Gas Company 6.388%	0.21%	725,000
172	FN.BM4482	Federal National Mortgage Association 4%	0.21%	798,039
173	GNR.2023-55 LB	Government National Mortgage Association	0.21%	667,564
174	WMB.3.5 10.15.51	Williams Companies Inc. (The) 3.5%	0.21%	1,095,000
175	GNR.2021-57 SD	Government National Mortgage Association	0.21%	5,469,213
176	EIX.4 04.01.47	Southern California Edison Company 4%	0.20%	975,000
177	XIFR.7.25 01.15.29 144A	XPLR Infrastructure Operating Partners LP 7.25%	0.20%	740,000
178	STACR.2018-SPI3 B	Federal Home Loan Mortgage Corp.	0.20%	938,308
179	FG.U90490	Federal Home Loan Mortgage Corp. 4%	0.20%	757,597
180	FN.FS5641	Fnma Pass-Thru I 6%	0.20%	703,244
181	F.6.8 05.12.28	Ford Motor Credit Company LLC 6.8%	0.20%	700,000
182	FNR.2021-34 MI	Federal National Mortgage Association 2.5%	0.20%	5,544,343
183	T.4.25 01.15.28	United States Treasury Notes 4.25%	0.20%	710,000
184	CAS.2024-R03 2M2	CONNECTICUT AVENUE SECURITIES TRUST 2024-R03	0.20%	715,000
185	HACLN.2024-2 E	Huntington National Bank of Ohio	0.20%	710,018
186	KBCBB.V4.932 10.16.30 144A	KBC Group NV 4.932%	0.20%	710,000
187	CIM.2025-NR1 A1	Cim Tr 2025-Nr1	0.20%	735,000
188	FCO.2023-21A A1TR	Fortress Cr Opportunities Xxi Clo FRN	0.20%	700,000
189	AIMCO.2018-AA B1R	Aimco CLO Series 2018-A/LLC	0.20%	700,000
190	AVNT.2022-REV1 D	AVANT LOANS FUNDING TRUST 2022-REV1 11.02%	0.20%	690,000
191	STACR.2019-FTR2 B2	Federal Home Loan Mortgage Corp.	0.20%	600,000
192	FNS.440 C46	Federal National Mortgage Association 4%	0.19%	3,138,323
193	REG30.2024-4A B	REGATTA 30 FUNDING LTD	0.19%	700,000
194	FNR.2023-24 OQ	Federal National Mortgage Association	0.19%	850,566
195	GCAR.2022-3A E	GLS AUTO RECEIVABLES ISSUER TRUST 2022-3 8.35%	0.19%	665,000
196	CAS.2022-R03 1B2	CONNECTICUT AVENUE SECURITIES TRUST 2022-R03	0.19%	615,000
197	FUNOTR.8.25 01.23.37 144A	Trust F/1401 (Fibra Uno) 8.25%	0.19%	675,000
198	WFCM.2022-ONL E	WELLS FARGO COMMERCIAL MORTGAGE TRUST 2022-ONL	0.19%	800,000
199	AEP.3.25 11.01.51	Southwestern Electric Power Company 3.25%	0.19%	1,060,000
200	GSMBS.2021-PJ1 A4	GS MORTGAGE-BACKED SECURITIES TRUST	0.19%	846,637
201	SUBWAY.2024-3A A23	SUBWAY FUNDING LLC 5.914%	0.19%	698,250
202	TD.V5.146 09.10.34	The Toronto-Dominion Bank 5.146%	0.19%	695,000
203	FR.SD3392	Federal Home Loan Mortgage Corp. 5.5%	0.19%	681,117
204	MSCR.2024-MN8 M2	Federal Home Loan Mortgage Corp.	0.19%	660,000
205	FN.MA5353	Federal National Mortgage Association 5.5%	0.19%	685,167
206	STCITY.5 01.15.29 144A	Studio City Finance Limited 5%	0.19%	760,000
207	KEY.4.9 08.08.32 BKNT	KeyBank National Association 4.9%	0.19%	715,000
208	COMM.2014-CR20 D	COMM MORTGAGE TRUST 3.222%	0.19%	910,000
209	GNR.2021-96 GP	Government National Mortgage Association 1%	0.19%	891,507
210	BAC.V2.496 02.13.31 MTN	Bank of America Corp. 2.496%	0.19%	755,000
211	GNR.2021-140 GF	Government National Mortgage Association	0.19%	817,406
212	F.6.95 03.06.26	Ford Motor Credit Company LLC 6.95%	0.19%	670,000
213	CFCRE.2016-C3 D	CFCRE 2016-C6 Mortgage Trust	0.19%	730,000
214	MPLX.5.4 04.01.35	MPLX LP 5.4%	0.19%	685,000
215	CANTOR.7.2 12.12.28 144A	Cantor Fitzgerald LP 7.2%	0.19%	635,000
216	WFCM.2019-C51 C	Wells Fargo Commercial Mortgage Trust 2012-Lc5	0.19%	775,000
217	T.4.125 01.31.27	United States Treasury Notes 4.125%	0.19%	660,000
218	FCAT.2024-1 D	FLAGSHIP CREDIT AUTO TRUST 2024-1 6.3%	0.19%	660,000
219	OMF.7.5 05.15.31	OneMain Financial Corporation 7.5%	0.18%	645,000
220	G2.MA7409	Government National Mortgage Association 2%	0.18%	821,529
221	FHS.402 PO	Federal Home Loan Mortgage Corp.	0.18%	783,066
222	SANUSA.V6.499 03.09.29	Santander Holdings USA Inc. 6.499%	0.18%	630,000
223	C.V5.411 09.19.39	Citigroup Inc. 5.411%	0.18%	680,000
224	BNP.V4.625 PERP 144A	BNP Paribas SA 4.625%	0.18%	745,000
225	AAL.3.85 02.15.28 B	American Airlines, Inc. 3.85%	0.18%	666,012
226	FN.FS8275	Fnma Pass-Thru I 5.5%	0.18%	637,102
227	ACAFP.V4.75 PERP 144A	Credit Agricole S.A. 4.75%	0.18%	700,000
228	DTE.5.85 06.01.34	DTE Energy Co. 5.85%	0.18%	610,000
229	DBJPM.2016-C1 C	Deutsche Bank Commercial Mortgage Trust	0.18%	720,000
230	FHS.272 PO	Federal Home Loan Mortgage Corp.	0.18%	820,909
231	WFC.V3.35 03.02.33 MTN	Wells Fargo & Co. 3.35%	0.18%	700,000
232	GS.V1.992 01.27.32	Goldman Sachs Group, Inc. 1.992%	0.18%	740,000
233	STACR.2018-HRP2 B2	Federal Home Loan Mortgage Corp.	0.17%	505,000
234	STACR.2020-DNA2 B2	Federal Home Loan Mortgage Corp.	0.17%	575,000
235	AHTLN.4 05.01.28 144A	Ashtead Capital Inc. 4%	0.17%	640,000
236	CSAIL.2016-C6 D	Csail 2016-C6 Commercial Mortg	0.17%	740,000
237	SDART.2025-1 D	SANTANDER DRIVE AUTO 2025-1 5.43%	0.17%	610,000
238	SANTAN.5.294 08.18.27	Banco Santander, S.A. 5.294%	0.17%	600,000
239	CAS.2022-R02 2B2	CONNECTICUT AVENUE SECURITIES TRUST 2022-R02	0.17%	565,000
240	POST.4.625 04.15.30 144A	Post Holdings Inc. 4.625%	0.17%	650,000
241	ODART.2019-1A D	ONEMAIN DIRECT AUTO RECEIVABLES TRUST 4.68%	0.17%	610,000
242	SRE.5.6 04.01.54	Southern California Gas Co. 5.6%	0.17%	625,000
243	FNS.429 C5	Federal National Mortgage Association 3%	0.17%	3,389,852
244	AAL.5.5 04.20.26 144A	AAdvantage Loyalty IP Ltd/ American Airlines Inc 5.5%	0.17%	602,083
245	AGL.2024-32A A1	AGL CLO 32 LTD	0.17%	600,000
246	JPMDB.2017-C7 C	JPMDB Commercial Mortgage Securities Trust 2017-C7	0.17%	655,000
247	BMARK.2019-B11 A5	Benchmark 2020-B16 Mortgage Trust 3.5421%	0.17%	625,000
248	F.4.125 08.17.27	Ford Motor Credit Company LLC 4.125%	0.17%	610,000
249	BACR.V5.335 09.10.35	Barclays PLC 5.335%	0.16%	600,000
250	BRKHEC.V7.375 09.15.55	PacifiCorp. 7.375%	0.16%	575,000
251	SFD.5.2 04.01.29 144A	Smithfield Foods Inc 5.2%	0.16%	580,000
252	HBAN.V6.141 11.18.39	Huntington Bancshares Incorporated 6.141%	0.16%	575,000
253	FHR.4358 Z	Federal Home Loan Mortgage Corp. 3%	0.16%	641,709
254	FHN.V5.514 03.07.31	First Horizon Corporation 5.514%	0.16%	570,000
255	FHR.5351 DO	FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD	0.16%	680,765
256	EVRG.5.4 04.01.34	Evergy Metro Inc. 5.4%	0.16%	560,000
257	UBSCM.2018-C9 C	UBS Commercial Mortgage Trust	0.16%	710,000
258	CAS.2020-SBT1 1M2	CONNECTICUT AVENUE SECURITIES TRUST	0.16%	540,000
259	SANUSA.V6.342 05.31.35	Santander Holdings USA Inc. 6.342%	0.16%	550,000
260	ES.5.95 07.15.34	Eversource Energy 5.95%	0.16%	535,000
261	DUK.5.05 05.15.52	Piedmont Natural Gas Company, Inc. 5.05%	0.16%	620,000
262	n/a	Trugreen Limited Partnership	0.15%	587,105
263	FNR.2023-45 PO	Federal National Mortgage Association	0.15%	697,771
264	FHR.5328 JY	FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD	0.15%	810,884
265	FN.BM4819	Federal National Mortgage Association 3.5%	0.15%	573,439
266	EIX.V7.875 06.15.54	Edison International 7.875%	0.15%	545,000
267	n/a	Us Dollar	0.15%	523,845
268	JBLU.2.75 05.15.32 2019	JetBlue Airways Corporation 2.75%	0.15%	603,143
269	GNR.2023-38 WT	Government National Mortgage Association	0.15%	492,920
270	FN.FS5758	Fnma Pass-Thru I 6%	0.15%	504,734
271	XIFR.4.5 09.15.27 144A	XPLR Infrastructure Operating Partners LP 4.5%	0.14%	551,000
272	HPEFS.2024-1A D	HPEFS EQUIPMENT TRUST 2024-1 5.82%	0.14%	505,000
273	XIFR.8.375 01.15.31 144A	XPLR Infrastructure Operating Partners LP 8.375%	0.14%	520,000
274	BBCMS.2018-C2 D	BBCMS MORTGAGE TRUST 3%	0.14%	650,000
275	LLOYDS.V4.976 08.11.33	Lloyds Banking Group PLC 4.976%	0.14%	520,000
276	STACR.2024-HQA1 M2	Freddie Mac Stacr Remic Trust	0.14%	505,000
277	REG11.2018-1A AR	Regatta XI funding LTD	0.14%	500,000
278	OCP.2017-14A A1R	OCP Clo 2017-14 Ltd / LLC	0.14%	500,000
279	VEDLN.9.475 07.24.30 144A	Vedanta Resources Finance II PLC 9.475%	0.14%	505,000
280	GCBSL.2024-76A A1	Golub Capital Partners Clo 76 B Ltd./Golub Capital Partners Clo 76 B LLC	0.14%	500,000
281	FHR.5363 PO	FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD	0.14%	580,065
282	PEMEX.6.75 09.21.47	Petroleos Mexicanos 6.75%	0.14%	715,000
283	CPN.5.125 03.15.28 144A	Calpine Corporation 5.125%	0.14%	495,000
284	BMARK.2018-B6 D	Benchmark 2018-B6 Mortgage Trust	0.14%	630,000
285	OKE.5.625 01.15.28 144A	Oneok Inc. 5.625%	0.14%	475,000
286	AN.4.75 06.01.30	AutoNation, Inc. 4.75%	0.14%	491,000
287	MTB.V6.082 03.13.32	M&T Bank Corporation 6.082%	0.13%	465,000
288	BBCMS.2022-C16 D	BBCMS MORTGAGE TRUST 2022-C16	0.13%	765,000
289	STACR.2022-HQA3 M1B	Freddie Mac Stacr Remic Trust	0.13%	455,000
290	FHR.5092 XA	Federal Home Loan Mortgage Corp. 1%	0.13%	554,929
291	TCIFC.2024-2A B	TEXAS DEBT CAPITAL CLO 2024-II LTD	0.13%	475,000
292	FHR.5315 OQ	FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD	0.13%	579,976
293	FHR.5304 UB	FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD 4%	0.13%	502,961
294	OR.2024-20A C	OWL ROCK XX LLC	0.13%	475,000
295	FNR.2023-70 AO	Federal National Mortgage Association	0.13%	582,489
296	UBSCM.2018-C10 D	UBS Commercial Mortgage Trust 3%	0.13%	590,000
297	FNR.2021-85 BI	Federal National Mortgage Association 3%	0.13%	2,729,377
298	VST.6.875 04.15.32 144A	Vistra Operations Co LLC 6.875%	0.13%	455,000
299	FCAT.2021-4 E	Flagship Credit Auto Trust 2021-4 4.03%	0.13%	515,000
300	ENAPCL.3.45 09.16.31 144A	Empresa Nacional del Petroleo 3.45%	0.13%	527,000
301	CPGX.5.962 02.15.55 144A	Columbia Pipelines Operating Co. LLC 5.962%	0.13%	475,000
302	NGGLN.3.757 03.16.32 144A	Boston Gas Company 3.757%	0.13%	505,000
303	CITADL.5.9 02.10.30 144A	Citadel Finance LLC 5.9%	0.13%	460,000
304	TPMT.2017-4 B5	Towd Point Mortgage Trust	0.13%	716,324
305	CBAAU.V5.929 03.14.46 144A	Commonwealth Bank of Australia 5.929%	0.13%	460,000
306	SPEAK.2022-12A A1R	SIGNAL PEAK CLO 12 LTD	0.13%	450,000
307	KEY.V6.401 03.06.35	KeyCorp 6.401%	0.13%	425,000
308	FNS.438 C34	Federal National Mortgage Association 6%	0.12%	1,830,365
309	ISPIM.7 11.21.25 144A	Intesa Sanpaolo S.p.A. 7%	0.12%	435,000
310	AMGN.5.75 03.02.63	Amgen Inc. 5.75%	0.12%	450,000
311	GS.6.75 10.01.37	Goldman Sachs Group, Inc. 6.75%	0.12%	405,000
312	MS.V2.511 10.20.32 MTN	Morgan Stanley 2.511%	0.12%	510,000
313	FHR.5357 OE	FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD	0.12%	522,960
314	GNR.2021-188 IO	Government National Mortgage Association 2.5%	0.12%	2,723,541
315	BPCEGP.V6.714 10.19.29 144A	BPCE SA 6.714%	0.12%	410,000
316	GNR.2021-57 SA	Government National Mortgage Association	0.12%	3,219,108
317	FN.MA4562	Federal National Mortgage Association 2%	0.12%	535,782
318	FN.AK0765	Federal National Mortgage Association 4%	0.12%	439,293
319	GNR.2021-96 NS	Government National Mortgage Association	0.12%	2,910,031
320	HST.5.7 07.01.34	Host Hotels & Resorts, L.P. 5.7%	0.11%	410,000
321	BX.2023-LIFE A	BX TRUST 2023-LIFE 5.0453%	0.11%	410,000
322	FHR.4993 KS	Federal Home Loan Mortgage Corp.	0.11%	2,832,426
323	ARESDL.2024-3A A2	ARES DIRECT LENDING CLO 3 LLC	0.11%	400,000
324	APID.2024-51A B	APIDOS CLO LI LTD	0.11%	390,000
325	GNR.2021-47 IO	Government National Mortgage Association	0.11%	5,614,049
326	GNR.2021-44 IQ	Government National Mortgage Association 3%	0.11%	2,447,499
327	SOCGEN.V4.75 PERP 144A	Societe Generale S.A. 4.75%	0.11%	395,000
328	FR.SD4026	Federal Home Loan Mortgage Corp. 6%	0.11%	368,984
329	CIM.2021-J2 AIOS	CIM TRUST	0.11%	29,037,352
330	GWR.6.25 04.15.32 144A	Genesee & Wyoming Inc 6.25%	0.11%	375,000
331	GNR.2021-96 FG	Government National Mortgage Association	0.10%	418,751
332	F.7.2 06.10.30	Ford Motor Credit Company LLC 7.2%	0.10%	360,000
333	JEF.6.2 04.14.34	Jefferies Financial Group Inc 6.2%	0.10%	365,000
334	VEDLN.9.85 04.24.33 144A	Vedanta Resources Finance II PLC 9.85%	0.10%	365,000
335	FNR.2021-8 ID	Federal National Mortgage Association 3.5%	0.10%	1,632,997
336	AEP.2.9 10.01.51 R	Ohio Power Company 2.9%	0.10%	585,000
337	FHR.4710 WZ	Federal Home Loan Mortgage Corp. 3.5%	0.10%	391,041
338	GNR.2019-128 YF	Government National Mortgage Association	0.10%	399,351
339	GNR.2024-51 SX	Government National Mortgage Association	0.10%	9,493,313
340	OI.6.625 05.13.27 144A	Owens Brockway Glass Container Inc. 6.625%	0.10%	356,000
341	GNR.2016-93 AI	Government National Mortgage Association 4.5%	0.10%	1,437,219
342	BCC.2021-6A DR	BAIN CAPITAL CREDIT CLO 2021-6 LTD	0.10%	350,000
343	SPCSL.2021-1A A2R	SILVER POINT SCF CLO IV LTD	0.10%	350,000
344	MCMLT.2018-3 B4	MILL CITY MORTGAGE LOAN TRUST	0.10%	558,809
345	IVYH.7A AR3	IVY HILL MIDDLE MARKET CREDIT FUND VII LTD	0.10%	350,000
346	GNR.2019-128 KF	Government National Mortgage Association	0.10%	388,313
347	UBS.V4.751 05.12.28 144A	UBS Group AG 4.751%	0.10%	340,000
348	GNR.2023-159 CI	Government National Mortgage Association	0.09%	4,490,611
349	COF.V6.051 02.01.35	Capital One Financial Corp. 6.051%	0.09%	330,000
350	GNR.2021-97 SM	Government National Mortgage Association	0.09%	2,186,821
351	GNR.2019-92 GF	Ginnie Mae (Ze)	0.09%	368,539
352	GNR.2023-53 PO	Government National Mortgage Association	0.09%	418,294
353	CPGX.6.544 11.15.53 144A	Columbia Pipelines Operating Co. LLC 6.544%	0.09%	310,000
354	GNR.2022-69 FA	Government National Mortgage Association	0.09%	345,923
355	MTB.V5.385 01.16.36 MTN	M&T Bank Corporation 5.385%	0.09%	330,000
356	SBH.6.75 03.01.32	Sally Holdings LLC 6.75%	0.09%	320,000
357	GNR.2021-179 SA	Government National Mortgage Association	0.09%	2,283,523
358	GNR.2023-81 LA	Government National Mortgage Association 5%	0.09%	317,060
359	FNS.426 C32	Federal National Mortgage Association 1.5%	0.09%	3,261,679
360	GNR.2021-146 IN	Government National Mortgage Association 3.5%	0.09%	1,752,312
361	SFSBA.2024-1A A2	Stifel SBA IO Trust Series 2024-1	0.08%	8,252,934
362	GNR.2023-172 IO	Government National Mortgage Association	0.08%	3,069,611
363	FHS.397 C61	Federal Home Loan Mortgage Corp. 5.5%	0.08%	1,317,135
364	ALLY.V6.992 06.13.29	Ally Financial Inc. 6.992%	0.08%	270,000
365	F.6.054 11.05.31	Ford Motor Credit Company LLC 6.054%	0.08%	285,000
366	GNR.2021-1 IT	Government National Mortgage Association 3%	0.08%	1,631,873
367	n/a	5 Year Treasury Note Future June 25	0.08%	276
368	DAL.4.5 10.20.25 144A	Skymiles IP Ltd. & Delta Air Lines Inc. 4.5%	0.08%	278,628
369	GNR.2022-137 S	Government National Mortgage Association	0.08%	2,041,442
370	STACR.2022-HQA2 M2	Freddie Mac Stacr Remic Trust	0.07%	243,000
371	WBD.4.279 03.15.32	WarnerMedia Holdings Inc. 4.279%	0.07%	295,000
372	GNR.2021-96 SN	Government National Mortgage Association	0.07%	2,044,370
373	GNR.2022-207 IO	Government National Mortgage Association 3%	0.07%	1,516,594
374	GNR.2020-177 IO	Government National Mortgage Association	0.07%	4,084,379
375	GNR.2021-122 HS	Government National Mortgage Association	0.07%	1,905,332
376	AGL.2024-35A A2	AGL CLO 35 LTD	0.07%	250,000
377	SEMT.2021-4 AIO1	SEQUOIA MORTGAGE TRUST	0.07%	23,977,720
378	FHS.311 S1	Federal Home Loan Mortgage Corp.	0.07%	2,316,177
379	FHR.5070 PI	Federal Home Loan Mortgage Corp. 3%	0.07%	1,334,210
380	GNR.2021-96 JS	Government National Mortgage Association	0.06%	1,587,250
381	GNR.2023-194 CI	Government National Mortgage Association	0.06%	3,442,129
382	FNR.2022-10 SA	Federal National Mortgage Association	0.06%	1,994,371
383	GNR.2022-34 HS	Government National Mortgage Association	0.06%	4,058,820
384	FORDR.2021-2 D	FORD CREDIT AUTO OWNER TRUST 2.6%	0.06%	230,000
385	BANK.2019-BN20 C	BANK 2019-BNK20	0.06%	285,000
386	GNR.2023-86 SE	Government National Mortgage Association	0.06%	1,385,706
387	GNR.2020-146 SA	Government National Mortgage Association	0.06%	1,516,475
388	WFCM.2018-C43 D	Wells Fargo Commercial Mortgage Trust 2012-Lc5 3%	0.06%	250,000
389	GNR.2022-10 IC	Government National Mortgage Association 2%	0.06%	1,783,042
390	FHR.5011 MI	Federal Home Loan Mortgage Corp. 3%	0.05%	1,158,104
391	GNR.2021-67 PI	Government National Mortgage Association 3%	0.05%	1,090,392
392	JPMCC.2019-COR5 D	Jpmcc Commercial Mortgage Securities Trust 2019-COR5 3%	0.05%	240,000
393	FN.CB3155	Fnma Pass-Thru I 2%	0.05%	232,765
394	GNR.2021-98 IN	Government National Mortgage Association 3%	0.05%	1,032,174
395	GNR.2020-168 IA	Government National Mortgage Association	0.05%	2,405,638
396	FNR.2020-70 SD	Federal National Mortgage Association	0.05%	1,344,173
397	FHR.5094 IP	Federal Home Loan Mortgage Corp. 3%	0.05%	1,053,476
398	GNR.2021-46 TS	Government National Mortgage Association	0.04%	1,100,418
399	FHR.4994 TS	Federal Home Loan Mortgage Corp.	0.04%	1,367,512
400	GNR.2022-107 SA	Government National Mortgage Association	0.04%	9,082,938
401	FNR.2021-12 JI	Federal National Mortgage Association 2.5%	0.04%	929,225
402	GNR.2023-80 SA	Government National Mortgage Association	0.04%	4,068,303
403	GNR.2022-185 DI	Government National Mortgage Association	0.04%	2,012,227
404	FNR.2021-40 SI	Federal National Mortgage Association	0.04%	1,505,268
405	GNR.2020-166 IC	Government National Mortgage Association 2%	0.04%	1,130,045
406	n/a	US Treasury Bond Future June 25	0.04%	110
407	FNR.2016-57 SN	Federal National Mortgage Association	0.04%	1,247,152
408	GNR.2021-46 QS	Government National Mortgage Association	0.04%	911,059
409	GM.5.625 04.04.32	General Motors Financial Company Inc 5.625%	0.04%	130,000
410	FHR.5160 IO	Federal Home Loan Mortgage Corp. 3%	0.03%	1,088,842
411	GNR.2020-167 SN	Government National Mortgage Association	0.03%	788,298
412	FHR.5471 SK	FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD	0.03%	2,947,558
413	GNR.2021-1 PI	Government National Mortgage Association 2.5%	0.03%	697,917
414	GNR.2021-158 SB	Government National Mortgage Association	0.03%	2,596,062
415	GNR.2021-205 DS	Government National Mortgage Association	0.03%	5,064,622
416	n/a	Ultra US Treasury Bond Future June 25	0.03%	136
417	GNR.2020-189 SU	Government National Mortgage Association	0.02%	522,626
418	FN.FM5299	Fnma Pass-Thru I 3.5%	0.02%	77,990
419	FHR.5021 SA	Federal Home Loan Mortgage Corp.	0.02%	2,096,615
420	n/a	10 Year Treasury Note Future June 25	0.01%	59
421	FNR.2021-54 HI	Federal National Mortgage Association 2.5%	0.01%	397,717
422	GNR.2021-74 HI	Government National Mortgage Association 3%	0.01%	302,675
423	GNR.2021-97 SA	Government National Mortgage Association	0.01%	4,111,575
424	GNR.2021-29 AS	Government National Mortgage Association	0.01%	3,328,477
425	GNR.2022-87 SA	Government National Mortgage Association	0.01%	3,588,212
426	GNR.2020-129 SB	Government National Mortgage Association	0.01%	3,005,089
427	n/a	Euro	0.01%	32,633
428	GNR.2022-78 S	Government National Mortgage Association	0.01%	1,808,649
429	GNR.2021-16 AS	Government National Mortgage Association	0.01%	3,469,036
430	GNR.2020-1 YS	Government National Mortgage Association	0.01%	2,229,737
431	GNR.2022-101 SB	Government National Mortgage Association	0.01%	1,796,071
432	n/a	Canadian Dollar	0.00%	21,760
433	GNR.2021-226 SA	Government National Mortgage Association	0.00%	2,381,709
434	FHR.5200 SA	FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD	0.00%	293,800
435	CVSPAS.5.789 01.10.26 144A	CVS Health Corp 5.789%	0.00%	6,893
436	FN.256686	Federal National Mortgage Association 6%	0.00%	2,895
437	n/a	Ultra 10 Year US Treasury Note Future June 25	0.00%	1
438	QUAD	Quad/Graphics, Inc.	0.00%	1
439	n/a	Pound Sterling	0.00%	9
440	n/a	2 Year Treasury Note Future June 25	-0.01%	48
441	n/a	5 Year Government of Canada Bond Future June 25	-0.03%	201
442	n/a	Us Dollar	-2.41%	6,672,000
443	n/a	Pound Sterling	-2.42%	8,623,339

As of Apr 30, 2025

Showing 50 of 443

Subscribe to see the full list