PANNX Holdings List

As of Dec 31, 2024

No.	Symbol	Name	% Weight	Shares
1	G2SF.3 2.12	GNMA PASS THRU POOLS - GNMA II TBA 30 YR 3 JUMBOS	19.50%	300,750,000
2	FNCL.6 2.12	UMBS PASS THRU POOLS - FNMA TBA 30 YR 6 SINGLE FAMILY MORTGAGE	13.19%	175,734,995
3	G2SF.2 2.14	GNMA PASS THRU POOLS - GNMA II TBA 30 YR 2 JUMBOS	10.63%	177,730,000
4	n/a	FHLMC PASS THRU POOLS - FED HM LN PC POOL SD8494 FR 01/55 FIXED 5.5	7.65%	103,631,561
5	n/a	GNMA PASS THRU POOLS - GNMA II TBA 30 YR 5 JUMBOS	7.28%	100,450,000
6	G2SF.4 1.12	GNMA PASS THRU POOLS - GNMA II TBA 30 YR 4 JUMBOS	6.61%	95,950,000
7	G2SF.2 1.14	GNMA PASS THRU POOLS - GNMA II TBA 30 YR 2 JUMBOS	6.09%	101,770,000
8	G2SF.2.5 2.13	GNMA PASS THRU POOLS - GNMA II TBA 30 YR 2.5 JUMBOS	5.99%	96,000,000
9	FNCL.6.5 2.12	UMBS PASS THRU POOLS - FNMA TBA 30 YR 6.5 SINGLE FAMILY MORTGAGE	5.60%	73,400,000
10	G2.MA8644	GNMA PASS THRU POOLS - GNMA II POOL MA8644 G2 02/53 FIXED 3.5	5.41%	80,459,253
11	GNR.2020-H12 FB	GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2020-H12 - GOVERNMENT NATIONAL MORTGAGE A GNR 2020 H12 FB	4.89%	64,345,896
12	FR.SD8439	FHLMC PASS THRU POOLS - FED HM LN PC POOL SD8439 FR 06/54 FIXED 6	4.20%	55,833,866
13	G2.MA7589	GNMA PASS THRU POOLS - GNMA II POOL MA7589 G2 09/51 FIXED 2.5	3.97%	63,532,456
14	G2SF.4 2.12	GNMA PASS THRU POOLS - GNMA II TBA 30 YR 4 JUMBOS	3.44%	50,000,000
15	FR.SD8343	FHLMC PASS THRU POOLS - FED HM LN PC POOL SD8343 FR 07/53 FIXED 6	3.35%	44,559,313
16	G2SF.4.5 1.12	GNMA PASS THRU POOLS - GNMA II TBA 30 YR 4.5 JUMBOS	2.85%	40,270,000
17	G2SF.6.5 1.12	GNMA PASS THRU POOLS - GNMA II TBA 30 YR 6.5 JUMBOS	2.74%	36,000,000
18	G2SF.3.5 1.12	GNMA PASS THRU POOLS - GNMA II TBA 30 YR 3.5 JUMBOS	2.72%	40,650,000
19	G2SF.5.5 2.12	GNMA PASS THRU POOLS - GNMA II TBA 30 YR 5.5 JUMBOS	2.59%	35,000,000
20	G2.785399	GNMA PASS THRU POOLS - GNMA II POOL 785399 G2 03/51 FIXED 2.5	2.51%	40,189,794
21	G2SF.4.5 2.12	GNMA PASS THRU POOLS - GNMA II TBA 30 YR 4.5 JUMBOS	2.40%	34,000,000
22	G2SF.5.5 1.12	GNMA PASS THRU POOLS - GNMA II TBA 30 YR 5.5 JUMBOS	2.38%	32,100,000
23	FR.SD8453	FHLMC PASS THRU POOLS - FED HM LN PC POOL SD8453 FR 08/54 FIXED 5.5	1.82%	24,618,084
24	GNR.2020-H15 FD	GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2020-H15 - GOVERNMENT NATIONAL MORTGAGE A GNR 2020 H15 FD	1.67%	21,971,257
25	FN.FM9966	FNMA PASS THRU POOLS - FNMA POOL FM9966 FN 08/43 FIXED VAR	1.57%	23,099,479
26	GNR.2023-H27 FA	GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2023-H27 - GOVERNMENT NATIONAL MORTGAGE A GNR 2023 H27 FA	1.53%	20,246,240
27	G2.CS4470	GNMA PASS THRU POOLS - GNMA II POOL CS4470 G2 08/53 FIXED 6	1.51%	19,890,098
28	G2.BZ4383	GNMA PASS THRU POOLS - GNMA II POOL BZ4383 G2 01/52 FIXED 3	1.50%	23,403,135
29	GNR.2020-H16 HF	GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2020-H16 - GOVERNMENT NATIONAL MORTGAGE A GNR 2020 H16 HF	1.50%	19,571,631
30	GNR.2023-H08 HF	GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2023-H08 - GOVERNMENT NATIONAL MORTGAGE A GNR 2023 H08 HF	1.48%	19,576,121
31	GNR.2023-H17 FB	GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2023-H17 - GOVERNMENT NATIONAL MORTGAGE A GNR 2023 H17 FB	1.46%	19,353,206
32	n/a	GNMA PASS THRU POOLS - GNMA II POOL 787213 G2 06/49 FIXED 3.5	1.44%	21,670,792
33	FNR.2024-38 FA	FANNIE MAE REMICS 2024-38 - FANNIE MAE FNR 2024 38 FA	1.22%	16,223,870
34	FN.CB4820	FNMA PASS THRU POOLS - FNMA POOL CB4820 FN 10/52 FIXED 4.5	1.19%	16,897,050
35	GNR.2020-H22 FH	GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2020-H22 - GOVERNMENT NATIONAL MORTGAGE A GNR 2020 H22 FH	1.12%	14,585,423
36	FN.BZ1178	FNMA PASS THRU POOLS - FNMA POOL BZ1178 FN 06/31 FIXED 5.81	1.06%	13,800,000
37	FR.SD7518	FHLMC PASS THRU POOLS - FED HM LN PC POOL SD7518 FR 06/50 FIXED 3	1.05%	16,223,049
38	FR.SD0461	FHLMC PASS THRU POOLS - FED HM LN PC POOL SD0461 FR 11/50 FIXED 3	1.01%	15,683,072
39	FNCL.7 1.12	UMBS PASS THRU POOLS - FNMA TBA 30 YR 7 SINGLE FAMILY MORTGAGE	1.01%	13,000,000
40	FN.FM9639	FNMA PASS THRU POOLS - FNMA POOL FM9639 FN 11/36 FIXED VAR	0.90%	13,587,288
41	FR.SD8462	FHLMC PASS THRU POOLS - FED HM LN PC POOL SD8462 FR 09/54 FIXED 5.5	0.87%	11,793,784
42	G2.CF1730	GNMA PASS THRU POOLS - GNMA II POOL CF1730 G2 07/51 FIXED 3.5	0.86%	13,082,578
43	FN.BS8743	FNMA PASS THRU POOLS - FNMA POOL BS8743 FN 06/30 FIXED 4.68	0.84%	11,282,967
44	FN.MA5166	FNMA PASS THRU POOLS - FNMA POOL MA5166 FN 10/53 FIXED 6	0.83%	11,074,337
45	G2.MA8643	GNMA PASS THRU POOLS - GNMA II POOL MA8643 G2 02/53 FIXED 3	0.80%	12,209,548
46	G2.785707	GNMA PASS THRU POOLS - GNMA II POOL 785707 G2 10/51 FIXED 3.5	0.78%	11,808,079
47	GNR.2021-H02 FY	GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2021-H02 - GOVERNMENT NATIONAL MORTGAGE A GNR 2021 H02 FY	0.77%	10,008,263
48	FR.RA5646	FHLMC PASS THRU POOLS - FED HM LN PC POOL RA5646 FR 07/51 FIXED 3	0.76%	11,969,417
49	G2SF.3 1.12	GNMA PASS THRU POOLS - GNMA II TBA 30 YR 3 JUMBOS	0.75%	11,600,000
50	FHMS.KJ50 A2	FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFICATES KJ50 - FHLMC MULTIFAMILY STRUCTURED P FHMS KJ50 A2	0.72%	10,211,920
51	FNCI.5 1.12	UMBS PASS THRU POOLS - FNMA TBA 15 YR 5 SINGLE FAMILY MORTGAGE	0.70%	9,400,000
52	GNR.2014-99 DF	GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2014-99 - GOVERNMENT NATIONAL MORTGAGE A GNR 2014 99 DF	0.70%	9,460,428
53	GNR.2023-H11 FC	GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2023-H11 - GOVERNMENT NATIONAL MORTGAGE A GNR 2023 H11 FC	0.65%	8,565,810
54	GNR.2020-H17 HF	GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2020-H17 - GOVERNMENT NATIONAL MORTGAGE A GNR 2020 H17 HF	0.65%	8,604,225
55	FR.SD4884	FHLMC PASS THRU POOLS - FED HM LN PC POOL SD4884 FR 02/54 FIXED 6	0.64%	8,384,272
56	FNCI.4.5 1.12	UMBS PASS THRU POOLS - FNMA TBA 15 YR 4.5 SINGLE FAMILY MORTGAGE	0.64%	8,700,000
57	G2.MA6599	GNMA PASS THRU POOLS - GNMA II POOL MA6599 G2 04/50 FIXED 3	0.63%	9,734,237
58	FN.FS0900	FNMA PASS THRU POOLS - FNMA POOL FS0900 FN 07/43 FIXED VAR	0.62%	9,092,569
59	G2.787212	GNMA PASS THRU POOLS - GNMA II POOL 787212 G2 10/47 FIXED 3.5	0.61%	9,192,746
60	GNR.2023-H07 FA	GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2023-H07 - GOVERNMENT NATIONAL MORTGAGE A GNR 2023 H07 FA	0.61%	8,088,597
61	G2.CB5074	GNMA PASS THRU POOLS - GNMA II POOL CB5074 G2 03/51 FIXED 2.5	0.60%	9,905,709
62	FN.BS8678	FNMA PASS THRU POOLS - FNMA POOL BS8678 FN 06/33 FIXED 4.59	0.59%	8,060,000
63	FN.FM2419	FNMA PASS THRU POOLS - FNMA POOL FM2419 FN 02/50 FIXED VAR	0.58%	9,181,624
64	GNR.2024-H07 FC	GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2024-H07 - GOVERNMENT NATIONAL MORTGAGE A GNR 2024 H07 FC	0.58%	7,813,810
65	FR.ZT0789	FHLMC PASS THRU POOLS - FED HM LN PC POOL ZT0789 FR 10/48 FIXED 4	0.58%	8,321,292
66	GNR.2020-H17 FG	GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2020-H17 - GOVERNMENT NATIONAL MORTGAGE A GNR 2020 H17 FG	0.57%	7,465,561
67	G2.MA3244	GNMA PASS THRU POOLS - GNMA II POOL MA3244 G2 11/45 FIXED 3.5	0.57%	8,342,934
68	FN.CA8234	FNMA PASS THRU POOLS - FNMA POOL CA8234 FN 12/50 FIXED 3	0.56%	8,703,794
69	FR.SC0086	FHLMC PASS THRU POOLS - FED HM LN PC POOL SC0086 FR 10/40 FIXED 2.5	0.56%	8,608,098
70	n/a	GNMA PASS THRU POOLS - GNMA II POOL BR8755 G2 02/50 FIXED 3	0.55%	8,617,682
71	G2.MA3310	GNMA PASS THRU POOLS - GNMA II POOL MA3310 G2 12/45 FIXED 3.5	0.55%	8,056,578
72	n/a	UMBS PASS THRU POOLS - FNMA TBA 15 YR 3.5 SINGLE FAMILY MORTGAGE	0.52%	7,400,000
73	GNSF.5 1.12	GNMA PASS THRU POOLS - GNMA I TBA 30 YR 5 SINGLE FAMILY MORTGAGE	0.51%	7,000,000
74	FN.BZ2389	FNMA PASS THRU POOLS - FNMA POOL BZ2389 FN 11/34 FIXED 5.06	0.50%	6,588,022
75	GNR.2014-69 FB	GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2014-69 - GOVERNMENT NATIONAL MORTGAGE A GNR 2014 69 FB	0.50%	6,713,431
76	G2.5140	GNMA PASS THRU POOLS - GNMA II POOL 005140 G2 08/41 FIXED 4.5	0.49%	6,812,835
77	G2.CN9802	GNMA PASS THRU POOLS - GNMA II POOL CN9802 G2 05/48 FIXED 3	0.49%	7,538,265
78	FR.SD8402	FHLMC PASS THRU POOLS - FED HM LN PC POOL SD8402 FR 02/54 FIXED 6	0.49%	6,459,403
79	GNR.2023-H19 FA	GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2023-H19 - GOVERNMENT NATIONAL MORTGAGE A GNR 2023 H19 FA	0.46%	6,116,468
80	GNR.2022-22 ZC	GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2022-22 - GOVERNMENT NATIONAL MORTGAGE A GNR 2022 22 ZC	0.46%	9,626,100
81	FHR.5080 IQ	FREDDIE MAC REMICS 5080 - FREDDIE MAC FHR 5080 IQ	0.46%	28,667,021
82	FR.SC0050	FHLMC PASS THRU POOLS - FED HM LN PC POOL SC0050 FR 02/40 FIXED 3	0.46%	6,735,741
83	FHR.5104 UB	FREDDIE MAC REMICS 5104 - FREDDIE MAC FHR 5104 UB	0.45%	7,376,019
84	FNCL.3 1.12	UMBS PASS THRU POOLS - FNMA TBA 30 YR 3 SINGLE FAMILY MORTGAGE	0.44%	7,000,000
85	FN.FM3241	FNMA PASS THRU POOLS - FNMA POOL FM3241 FN 03/50 FIXED VAR	0.44%	6,900,117
86	n/a	FNMA PASS THRU POOLS - FNMA POOL AS9462 FN 04/47 FIXED 3.5	0.44%	6,569,846
87	GNR.2024-H11 FD	GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2024-H11 - GOVERNMENT NATIONAL MORTGAGE A GNR 2024 H11 FD	0.44%	5,788,697
88	FN.DB0828	FNMA PASS THRU POOLS - FNMA POOL DB0828 FN 04/54 FIXED 6	0.42%	5,522,232
89	FNR.2013-29 CD	FANNIE MAE REMICS 2013-29 - FANNIE MAE FNR 2013 29 CD	0.41%	5,721,391
90	G2.MA2756	GNMA PASS THRU POOLS - GNMA II POOL MA2756 G2 04/45 FIXED 4.5	0.41%	5,677,185
91	JPMMT.2021-INV8 A2	JP MORGAN MORTGAGE TRUST 2021-INV8 - JP MORGAN MORTGAGE TRUST JPMMT 2021 INV8 A2 144A	0.41%	6,545,468
92	FN.FS2678	FNMA PASS THRU POOLS - FNMA POOL FS2678 FN 01/52 FIXED VAR	0.40%	6,441,460
93	FR.RA4216	FHLMC PASS THRU POOLS - FED HM LN PC POOL RA4216 FR 12/50 FIXED 2.5	0.39%	6,364,249
94	FN.CA8528	FNMA PASS THRU POOLS - FNMA POOL CA8528 FN 01/51 FIXED 2.5	0.39%	6,326,216
95	FR.SD0056	FHLMC PASS THRU POOLS - FED HM LN PC POOL SD0056 FR 01/48 FIXED 3.5	0.38%	5,630,786
96	FN.FM3229	FNMA PASS THRU POOLS - FNMA POOL FM3229 FN 02/47 FIXED VAR	0.38%	5,569,880
97	G2.DB8068	GNMA PASS THRU POOLS - GNMA II POOL DB8068 G2 07/54 FIXED 6.5	0.38%	4,898,317
98	FNCI.5.5 1.12	UMBS PASS THRU POOLS - FNMA TBA 15 YR 5.5 SINGLE FAMILY MORTGAGE	0.38%	5,000,000
99	GNR.2023-H20 FG	GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2023-H20 - GOVERNMENT NATIONAL MORTGAGE A GNR 2023 H20 FG	0.37%	4,921,252
100	FHR.4627 PH	FREDDIE MAC REMICS 4627 - FREDDIE MAC FHR 4627 PH	0.37%	5,152,248
101	FR.RB5162	FHLMC PASS THRU POOLS - FED HM LN PC POOL RB5162 FR 06/42 FIXED 3	0.37%	5,571,321
102	G2.MA0782	GNMA PASS THRU POOLS - GNMA II POOL MA0782 G2 02/43 FIXED 3	0.37%	5,546,727
103	FN.MA4306	FNMA PASS THRU POOLS - FNMA POOL MA4306 FN 04/51 FIXED 2.5	0.37%	5,976,877
104	G2.5017	GNMA PASS THRU POOLS - GNMA II POOL 005017 G2 04/41 FIXED 4.5	0.37%	5,055,525
105	G2.785314	GNMA PASS THRU POOLS - GNMA II POOL 785314 G2 12/70 FLOATING VAR	0.36%	4,672,271
106	MECA.2007-FF3 A	MORTGAGE EQUITY CONVER ASSET TR 2007-FF3 - MORTGAGE EQUITY CONVERSION ASS MECA 2007 FF3 A 144A	0.35%	4,759,664
107	G2.CH7861	GNMA PASS THRU POOLS - GNMA II POOL CH7861 G2 01/52 FIXED 3	0.34%	5,108,248
108	G2.MA9016	GNMA PASS THRU POOLS - GNMA II POOL MA9016 G2 07/53 FIXED 5	0.33%	4,604,590
109	G2.784073	GNMA PASS THRU POOLS - GNMA II POOL 784073 G2 11/45 FIXED 4	0.33%	4,724,667
110	FNCL.3.5 1.12	UMBS PASS THRU POOLS - FNMA TBA 30 YR 3.5 SINGLE FAMILY MORTGAGE	0.33%	5,000,000
111	GNR.2023-H20 FA	GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2023-H20 - GOVERNMENT NATIONAL MORTGAGE A GNR 2023 H20 FA	0.33%	4,346,319
112	FN.CA3718	FNMA PASS THRU POOLS - FNMA POOL CA3718 FN 06/49 FIXED 4	0.32%	4,674,586
113	G2.MA5652	GNMA PASS THRU POOLS - GNMA II POOL MA5652 G2 12/48 FIXED 4.5	0.32%	4,491,232
114	FN.FM0076	FNMA PASS THRU POOLS - FNMA POOL FM0076 FN 03/50 FIXED VAR	0.32%	4,916,131
115	n/a	GNMA PASS THRU POOLS - GNMA II POOL 784551 G2 11/46 FIXED 3	0.31%	4,647,596
116	FN.MA5295	FNMA PASS THRU POOLS - FNMA POOL MA5295 FN 03/54 FIXED 6	0.31%	4,061,036
117	n/a	RFR USD SOFR/3.50000 12/20/23-7Y CME	0.30%	1
118	BSP.2014-IVA AR4	BENEFIT STREET PARTNERS CLO IV LTD 2014-IVA - BENEFIT STREET PARTNERS CLO LT BSP 2014 IVA AR4 144A	0.30%	4,000,000
119	FNR.2017-97 BF	FANNIE MAE REMICS 2017-97 - FANNIE MAE FNR 2017 97 BF	0.30%	4,059,210
120	FR.RC1860	FHLMC PASS THRU POOLS - FED HM LN PC POOL RC1860 FR 04/36 FIXED 2	0.29%	4,303,329
121	FN.BF0334	FNMA PASS THRU POOLS - FNMA POOL BF0334 FN 01/59 FIXED 3.5	0.28%	4,305,773
122	FN.BM4413	FNMA PASS THRU POOLS - FNMA POOL BM4413 FN 12/47 FIXED VAR	0.28%	3,927,819
123	ANCHC.2024-28A A	ANCHORAGE CAPITAL CLO 28 LTD - ANCHORAGE CAPITAL CLO LTD ANCHC 2024 28A A 144A	0.28%	3,700,000
124	FHR.4988 IL	FREDDIE MAC REMICS 4988 - FREDDIE MAC FHR 4988 IL	0.28%	21,310,567
125	IMSVA.2021-1 GA	IMS ECUADORIAN MORTGAGE 2021-1 TRUST - IMS ECUADORIAN MORTAGAGE TRUST IMSVA 2021 1 GA 144A	0.28%	3,795,016
126	FR.SD8384	FHLMC PASS THRU POOLS - FED HM LN PC POOL SD8384 FR 12/53 FIXED 6	0.27%	3,613,105
127	FN.FS2338	FNMA PASS THRU POOLS - FNMA POOL FS2338 FN 11/46 FIXED VAR	0.27%	4,081,376
128	FN.BL1384	FNMA PASS THRU POOLS - FNMA POOL BL1384 FN 02/29 FIXED 3.75	0.27%	3,729,093
129	FN.MA4894	FNMA PASS THRU POOLS - FNMA POOL MA4894 FN 01/53 FIXED 6	0.27%	3,561,449
130	FN.BM5434	FNMA PASS THRU POOLS - FNMA POOL BM5434 FN 01/48 FLOATING VAR	0.26%	3,672,738
131	G2.MA3105	GNMA PASS THRU POOLS - GNMA II POOL MA3105 G2 09/45 FIXED 3.5	0.26%	3,871,886
132	ARES.2015-2A AR3	ARES XXXIV CLO LTD 2015-2A - ARES CLO LTD ARES 2015 2A AR3 144A	0.26%	3,500,000
133	FR.ZA5434	FHLMC PASS THRU POOLS - FED HM LN PC POOL ZA5434 FR 05/48 FIXED 3.5	0.26%	3,881,503
134	G2.MA0698	GNMA PASS THRU POOLS - GNMA II POOL MA0698 G2 01/43 FIXED 3	0.26%	3,909,138
135	G2.4697	GNMA PASS THRU POOLS - GNMA II POOL 004697 G2 05/40 FIXED 5	0.26%	3,451,401
136	GNR.2020-189 IM	GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2020-189 - GOVERNMENT NATIONAL MORTGAGE A GNR 2020 189 IM	0.26%	22,176,267
137	FR.SD8447	FHLMC PASS THRU POOLS - FED HM LN PC POOL SD8447 FR 07/54 FIXED 6	0.25%	3,343,535
138	n/a	RFR USD SOFR/3.50000 12/20/23-10Y CME	0.25%	1
139	DCLO.2022-4A A1R	DIAMETER CAPITAL CLO 4 LTD - DIAMETER CAPITAL CLO DCLO 2022 4A A1R 144A	0.25%	3,300,000
140	FN.FM3243	FNMA PASS THRU POOLS - FNMA POOL FM3243 FN 02/50 FIXED VAR	0.25%	3,692,272
141	FN.FS7211	FNMA PASS THRU POOLS - FNMA POOL FS7211 FN 02/54 FIXED VAR	0.25%	3,223,263
142	FHMS.KJ45 A2	FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFICATES KJ45 - FHLMC MULTIFAMILY STRUCTURED P FHMS KJ45 A2	0.24%	3,300,000
143	DRSLF.2017-54A AR	DRSLF-2017-54A - DRYDEN SENIOR LOAN FUND DRSLF 2017 54A AR 144A	0.24%	3,172,429
144	FG.G60344	FHLMC PASS THRU POOLS - FED HM LN PC POOL G60344 FG 12/45 FIXED 4	0.24%	3,387,201
145	FHR.4248 ES	FREDDIE MAC REMICS 4248 - FREDDIE MAC FHR 4248 ES	0.23%	3,526,607
146	GLM.2019-4A ARR	GOLDENTREE LOAN MANAGEMENT US CLO 4 LTD - GOLDENTREE LOAN MANAGEMENT US GLM 2019 4A ARR 144A	0.23%	3,119,583
147	LHIPO.2019-1A AAA	LA HIPOTECARIA SA 2019-1A - LA HIPOTECARIA SA LHIPO 2019 1A AAA 144A	0.23%	3,234,774
148	B.0 03.13.25	UNITED STATES GOVT - TREASURY BILL 03/25 0.00000	0.23%	3,060,000
149	FHS.389 C40	FREDDIE MAC STRIPS 389 - FREDDIEMAC STRIP FHS 389 C40	0.22%	19,546,887
150	G2.CI6409	GNMA PASS THRU POOLS - GNMA II POOL CI6409 G2 01/52 FIXED 3	0.22%	3,451,809
151	GNR.2019-H02 JA	GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2019-H02 - GOVERNMENT NATIONAL MORTGAGE A GNR 2019 H02 JA	0.22%	3,177,038
152	STCP.2023-2A AR	SYCAMORE TREE CLO 2023-2A LTD - SYCAMORE TREE CLO LTD STCP 2023 2A AR 144A	0.22%	2,900,000
153	FN.BS7102	FNMA PASS THRU POOLS - FNMA POOL BS7102 FN 11/32 FIXED 4.5	0.22%	3,000,000
154	TRNTS.2020-12A A1R	TRINITAS CLO XII LTD - TRINITAS CLO LTD TRNTS 2020 12A A1R 144A	0.22%	2,900,000
155	FN.FS0909	FNMA PASS THRU POOLS - FNMA POOL FS0909 FN 03/52 FIXED VAR	0.22%	3,219,596
156	GNR.2021-9 DI	GNR-2021-9 - GOVERNMENT NATIONAL MORTGAGE A GNR 2021 9 DI	0.21%	22,290,966
157	G2.CZ2594	GNMA PASS THRU POOLS - GNMA II POOL CZ2594 G2 05/62 FIXED 4	0.21%	3,154,320
158	FN.BF0102	FNMA PASS THRU POOLS - FNMA POOL BF0102 FN 06/56 FIXED 3.5	0.21%	3,163,457
159	G2.BN8360	GNMA PASS THRU POOLS - GNMA II POOL BN8360 G2 08/49 FIXED 4	0.20%	2,951,382
160	FHR.4182 YA	FREDDIE MAC REMICS 4182 - FREDDIE MAC FHR 4182 YA	0.20%	2,827,294
161	GNR.2019-H06 PT	GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2019-H06 - GOVERNMENT NATIONAL MORTGAGE A GNR 2019 H06 PT	0.20%	2,854,280
162	LHIPO.2010-1GA A	LA HIPOTECARIA PANAMANIAN MORTGAGE TRUST 2010-1GA - LA HIPOTECARIA SA LHIPO 2010 1GA A 144A	0.20%	2,663,634
163	G2.DC7008	GNMA PASS THRU POOLS - GNMA II POOL DC7008 G2 07/54 FIXED 6.5	0.20%	2,554,959
164	BLUEM.2018-3A A1R	BLUEMOUNTAIN CLO LTD 2018-3A - BLUEMOUNTAIN CLO LTD BLUEM 2018 3A A1R 144A	0.20%	2,624,964
165	FN.BF0169	FNMA PASS THRU POOLS - FNMA POOL BF0169 FN 01/57 FIXED 3.5	0.20%	2,958,410
166	DCLO.2024-6A A1	DIAMETER CAPITAL CLO 2024-6A - DIAMETER CAPITAL CLO DCLO 2024 6A A1 144A	0.19%	2,600,000
167	GNR.2020-H15 FH	GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2020-H15 - GOVERNMENT NATIONAL MORTGAGE A GNR 2020 H15 FH	0.19%	2,579,366
168	G2.MA4451	GNMA PASS THRU POOLS - GNMA II POOL MA4451 G2 05/47 FIXED 3.5	0.19%	2,850,764
169	FR.ZA6528	FHLMC PASS THRU POOLS - FED HM LN PC POOL ZA6528 FR 04/49 FIXED 4	0.19%	2,730,812
170	G2.CF4589	GNMA PASS THRU POOLS - GNMA II POOL CF4589 G2 06/43 FIXED 3	0.19%	2,870,144
171	B.0 03.20.25	UNITED STATES GOVT - TREASURY BILL 03/25 0.00000	0.19%	2,512,000
172	FN.AV2568	FNMA PASS THRU POOLS - FNMA POOL AV2568 FN 11/43 FIXED 4	0.19%	2,652,759
173	GNR.2020-160 IG	GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2020-160 - GOVERNMENT NATIONAL MORTGAGE A GNR 2020 160 IG	0.18%	26,208,326
174	FG.G18641	FHLMC PASS THRU POOLS - FED HM LN PC POOL G18641 FG 04/32 FIXED 3	0.18%	2,578,463
175	G2SF.2.5 1.13	GNMA PASS THRU POOLS - GNMA II TBA 30 YR 2.5 JUMBOS	0.18%	2,900,000
176	G2.MA8639	GNMA PASS THRU POOLS - GNMA II POOL MA8639 G2 02/53 FIXED 6	0.18%	2,397,233
177	MCLO.2019-2A A1AR	MARATHON CLO 14 LTD - MARATHON CLO LTD MCLO 2019 2A A1AR 144A	0.18%	2,400,000
178	G2.784433	GNMA PASS THRU POOLS - GNMA II POOL 784433 G2 02/48 FIXED 3.5	0.18%	2,636,817
179	FN.BS9974	FNMA PASS THRU POOLS - FNMA POOL BS9974 FN 11/28 FIXED 5.85	0.18%	2,303,000
180	n/a	GNMA PASS THRU POOLS - GNMA II POOL CA1422 G2 11/50 FIXED 2.5	0.18%	2,857,732
181	DRSLF.2015-38A ARR	DRYDEN 38 SENIOR LOAN FUND 2015-38A - DRYDEN SENIOR LOAN FUND DRSLF 2015 38A ARR 144A	0.17%	2,294,842
182	G2.784445	GNMA PASS THRU POOLS - GNMA II POOL 784445 G2 02/48 FIXED 3.5	0.17%	2,500,834
183	G2.BO7486	GNMA PASS THRU POOLS - GNMA II POOL BO7486 G2 08/49 FIXED 3	0.17%	2,666,492
184	FN.MA2964	FNMA PASS THRU POOLS - FNMA POOL MA2964 FN 04/32 FIXED 3	0.17%	2,367,298
185	FN.FM4862	FNMA PASS THRU POOLS - FNMA POOL FM4862 FN 11/50 FIXED VAR	0.17%	2,727,125
186	G2.MA3521	GNMA PASS THRU POOLS - GNMA II POOL MA3521 G2 03/46 FIXED 3.5	0.17%	2,444,603
187	LHIPO.2014-1A A1	LA HIPOTECARIA PANAMANIAN MORTGAGE TRUST 2014-1A - LA HIPOTECARIA SA LHIPO 2014 1A A1 144A	0.16%	2,226,779
188	G2.CA1424	GNMA PASS THRU POOLS - GNMA II POOL CA1424 G2 11/50 FIXED 2.5	0.16%	2,558,139
189	n/a	RFR USD SOFR/3.75000 06/20/24-10Y CME	0.16%	1
190	n/a	RFR USD SOFR/3.25000 12/20/23-30Y CME	0.16%	1
191	FN.BS9995	FNMA PASS THRU POOLS - FNMA POOL BS9995 FN 04/30 FIXED 6.66	0.16%	1,991,686
192	GN.779378	GNMA PASS THRU POOLS - GNMA POOL 779378 GN 06/42 FIXED 3	0.16%	2,363,490
193	GNR.2020-187 FQ	GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2020-187 - GOVERNMENT NATIONAL MORTGAGE A GNR 2020 187 FQ	0.16%	2,270,944
194	CMLTI.2024-INV2 A3B	CITIGROUP MORTGAGE LOAN TRUST 2024-INV2 - CITIGROUP MORTGAGE LOAN TRUST CMLTI 2024 INV2 A3B 144A	0.16%	2,056,237
195	GNR.2023-H15 FB	GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2023-H15 - GOVERNMENT NATIONAL MORTGAGE A GNR 2023 H15 FB	0.15%	2,035,894
196	GNR.2021-H12 DF	GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2021-H12 - GOVERNMENT NATIONAL MORTGAGE A GNR 2021 H12 DF	0.15%	1,980,560
197	APEXC.2024-1A A1	APEX CREDIT CLO 2024-1A LTD - APEX CREDIT CLO LLC APEXC 2024 1A A1 144A	0.15%	2,000,000
198	BRYPK.2024-22A A1	BRYANT PARK FUNDING 2024-22A LTD - BRYANT PARK FUNDING LTD BRYPK 2024 22A A1 144A	0.15%	2,000,000
199	FHR.4832 FW	FREDDIE MAC-4832 - FREDDIE MAC FHR 4832 FW	0.15%	2,011,546
200	FN.BM7152	FNMA PASS THRU POOLS - FNMA POOL BM7152 FN 02/28 VARIABLE	0.15%	1,999,342
201	G2.MA8561	GNMA PASS THRU POOLS - GNMA II POOL MA8561 G2 01/53 FIXED 6	0.14%	1,930,484
202	FN.BS8659	FNMA PASS THRU POOLS - FNMA POOL BS8659 FN 06/33 FIXED 4.44	0.14%	2,000,000
203	FHR.4839 WO	FREDDIE MAC 4839 - FREDDIE MAC FHR 4839 WO	0.14%	3,025,093
204	G2.784601	GNMA PASS THRU POOLS - GNMA II POOL 784601 G2 03/48 FIXED 3.5	0.14%	2,092,841
205	FWLS.2017-SC01 2A	FREDDIE MAC WHOLE LOAN SECURITIES TRUST 2017-SC01 - FREDDIE MAC WHOLE LOAN SECURIT FWLS 2017 SC01 2A	0.14%	2,287,370
206	G2.BS2505	GNMA PASS THRU POOLS - GNMA II POOL BS2505 G2 01/50 FIXED 3	0.14%	2,231,025
207	G2.AN5339	GNMA PASS THRU POOLS - GNMA II POOL AN5339 G2 02/39 FIXED 6	0.14%	1,787,951
208	FN.BO1327	FNMA PASS THRU POOLS - FNMA POOL BO1327 FN 08/49 FIXED 3	0.14%	2,187,772
209	GNR.2023-H09 FA	GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2023-H09 - GOVERNMENT NATIONAL MORTGAGE A GNR 2023 H09 FA	0.14%	1,851,352
210	FR.RC1932	FHLMC PASS THRU POOLS - FED HM LN PC POOL RC1932 FR 04/36 FIXED 2	0.14%	2,090,620
211	G2.CR2133	GNMA PASS THRU POOLS - GNMA II POOL CR2133 G2 05/61 FIXED 4	0.14%	1,997,699
212	KKR.28A AR	KKR CLO 28 LTD 28A - KKR FINANCIAL CLO LTD KKR 28A AR 144A	0.14%	1,800,000
213	FN.BS8227	FNMA PASS THRU POOLS - FNMA POOL BS8227 FN 06/33 FIXED 4.59	0.13%	1,843,000
214	GNR.2020-H16 FN	GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2020-H16 - GOVERNMENT NATIONAL MORTGAGE A GNR 2020 H16 FN	0.13%	1,753,323
215	MFRA.2020-NQM2 A1	MFA 2020-NQM2 TRUST - MFRA TRUST MFRA 2020 NQM2 A1 144A	0.13%	1,841,281
216	TPMT.2020-2 A1A	TOWD POINT MORTGAGE TRUST 2020-2 - TOWD POINT MORTGAGE TRUST TPMT 2020 2 A1A 144A	0.13%	1,937,846
217	FNR.2002-33 A3	FANNIE MAE 2002-33 - FANNIE MAE FNR 2002 33 A3	0.13%	1,727,021
218	n/a	RFR USD SOFR/3.75000 06/20/24-7Y CME	0.13%	1
219	FWLS.2017-SC01 1A	FREDDIE MAC WHOLE LOAN SECURITIES TRUST 2017-SC01 - FREDDIE MAC WHOLE LOAN SECURIT FWLS 2017 SC01 1A	0.13%	2,060,587
220	FN.MA4256	FNMA PASS THRU POOLS - FNMA POOL MA4256 FN 02/51 FIXED 2.5	0.13%	2,073,250
221	G2.CR3172	GNMA PASS THRU POOLS - GNMA II POOL CR3172 G2 12/62 FIXED 7	0.13%	1,661,174
222	G2.CA1423	GNMA PASS THRU POOLS - GNMA II POOL CA1423 G2 11/50 FIXED 2.5	0.13%	2,023,770
223	G2.MA8717	GNMA PASS THRU POOLS - GNMA II POOL MA8717 G2 03/53 FIXED 6.5	0.13%	1,661,749
224	G2.627038	GNMA PASS THRU POOLS - GNMA II POOL 627038 G2 10/43 FIXED 3.5	0.12%	1,843,152
225	FG.G18644	FHLMC PASS THRU POOLS - FED HM LN PC POOL G18644 FG 05/32 FIXED 3	0.12%	1,743,331
226	G2.BS7499	GNMA PASS THRU POOLS - GNMA II POOL BS7499 G2 02/50 FIXED 3	0.12%	1,946,321
227	FG.G18666	FHLMC PASS THRU POOLS - FED HM LN PC POOL G18666 FG 11/32 FIXED 3	0.12%	1,725,155
228	G2.DC7032	GNMA PASS THRU POOLS - GNMA II POOL DC7032 G2 07/54 FIXED 6.5	0.12%	1,582,345
229	FN.AS8509	FNMA PASS THRU POOLS - FNMA POOL AS8509 FN 12/46 FIXED 3	0.12%	1,853,765
230	n/a	GNMA PASS THRU POOLS - GNMA II POOL AK8796 G2 12/45 FIXED 3.75	0.12%	1,768,709
231	n/a	FNMA PASS THRU POOLS - FNMA POOL BV7503 FN 04/37 FIXED 2	0.12%	1,801,234
232	FN.BS9994	FNMA PASS THRU POOLS - FNMA POOL BS9994 FN 12/33 FIXED 5.87	0.12%	1,500,000
233	G2.MA3663	GNMA PASS THRU POOLS - GNMA II POOL MA3663 G2 05/46 FIXED 3.5	0.12%	1,745,383
234	FR.WN2175	FHLMC PASS THRU POOLS - FED HM LN PC POOL WN2175 FR 03/32 FIXED 3.05	0.12%	1,770,805
235	FN.BS8216	FNMA PASS THRU POOLS - FNMA POOL BS8216 FN 04/33 FIXED 4.49	0.12%	1,600,000
236	G2.BK7861	GNMA PASS THRU POOLS - GNMA II POOL BK7861 G2 02/49 FIXED 4.5	0.12%	1,644,512
237	FN.FS3885	FNMA PASS THRU POOLS - FNMA POOL FS3885 FN 11/51 FIXED VAR	0.12%	1,828,646
238	G2.CQ6293	GNMA PASS THRU POOLS - GNMA II POOL CQ6293 G2 12/62 FIXED 7	0.11%	1,508,051
239	GNR.2016-H10 FA	GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2016-H10 - GOVERNMENT NATIONAL MORTGAGE A GNR 2016 H10 FA	0.11%	1,526,858
240	n/a	GNMA PASS THRU POOLS - GNMA II POOL CA1425 G2 11/50 FIXED 2.5	0.11%	1,822,357
241	LHIPO.2016-1A A	BANCO LA HIPOTECARIA SA 2016-1A - LA HIPOTECARIA SA LHIPO 2016 1A A 144A	0.11%	1,584,772
242	GNR.2023-H11 FD	GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2023-H11 - GOVERNMENT NATIONAL MORTGAGE A GNR 2023 H11 FD	0.11%	1,444,425
243	G2.784295	GNMA PASS THRU POOLS - GNMA II POOL 784295 G2 03/47 FIXED 3.5	0.11%	1,621,896
244	G2.CA1427	GNMA PASS THRU POOLS - GNMA II POOL CA1427 G2 11/50 FIXED 2.5	0.11%	1,777,012
245	GNR.2018-163 GZ	GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2018-163 - GOVERNMENT NATIONAL MORTGAGE A GNR 2018 163 GZ	0.11%	1,562,930
246	G2.MA2961	GNMA PASS THRU POOLS - GNMA II POOL MA2961 G2 07/45 FIXED 3.5	0.10%	1,550,051
247	FG.Q61017	FHLMC PASS THRU POOLS - FED HM LN PC POOL Q61017 FG 01/49 FIXED 4	0.10%	1,505,366
248	n/a	RFR USD SOFR/4.10000 02/05/24-1Y LCH	0.10%	1
249	MAGNE.2015-12A AR4	MAGNETITE XII LTD 2015-12A - MAGNETITE CLO LTD MAGNE 2015 12A AR4 144A	0.10%	1,367,592
250	G2.CA1410	GNMA PASS THRU POOLS - GNMA II POOL CA1410 G2 11/50 FIXED 3.5	0.10%	1,519,381
251	FN.MA3060	FNMA PASS THRU POOLS - FNMA POOL MA3060 FN 07/32 FIXED 3	0.10%	1,409,733
252	FG.U90133	FHLMC PASS THRU POOLS - FED HM LN PC POOL U90133 FG 08/42 FIXED 4	0.10%	1,417,846
253	G2.BT1377	GNMA PASS THRU POOLS - GNMA II POOL BT1377 G2 02/50 FIXED 3	0.10%	1,562,156
254	FN.AL8835	FNMA PASS THRU POOLS - FNMA POOL AL8835 FN 01/42 FIXED VAR	0.10%	1,358,265
255	TPMT.2020-1 A1	TOWD POINT MORTGAGE TRUST 2020-1 - TOWD POINT MORTGAGE TRUST TPMT 2020 1 A1 144A	0.10%	1,385,364
256	GNRT.3A A2R	GNRT-3A - GENERATE CLO LTD. GNRT 3A A2R 144A	0.10%	1,300,000
257	FG.G67722	FHLMC PASS THRU POOLS - FED HM LN PC POOL G67722 FG 03/49 FIXED 5	0.10%	1,320,840
258	FN.BS9968	FNMA PASS THRU POOLS - FNMA POOL BS9968 FN 11/33 FIXED 5.82	0.10%	1,230,000
259	G2.CL2892	GNMA PASS THRU POOLS - GNMA II POOL CL2892 G2 09/46 FIXED 3	0.10%	1,469,393
260	G2.BH0035	GNMA PASS THRU POOLS - GNMA II POOL BH0035 G2 05/48 FIXED 4.5	0.09%	1,326,396
261	GNR.2021-23 GI	GNR-2021-23 - GOVERNMENT NATIONAL MORTGAGE A GNR 2021 23 GI	0.09%	10,575,000
262	G2.CN6483	GNMA PASS THRU POOLS - GNMA II POOL CN6483 G2 12/45 FIXED 3	0.09%	1,410,046
263	G2.BH0033	GNMA PASS THRU POOLS - GNMA II POOL BH0033 G2 05/48 FIXED 4.5	0.09%	1,280,850
264	TCW.2024-1A A1	TCW CLO 2024-1 LTD - TCW GEM LTD TCW 2024 1A A1 144A	0.09%	1,200,000
265	GN.783007	GNMA PASS THRU POOLS - GNMA POOL 783007 GN 06/40 FIXED 4.5	0.09%	1,259,013
266	GNSF.4 1.12	GNMA PASS THRU POOLS - GNMA I TBA 30 YR 4 SINGLE FAMILY MORTGAGE	0.09%	1,300,000
267	FR.QG8492	FHLMC PASS THRU POOLS - FED HM LN PC POOL QG8492 FR 08/53 FIXED 5	0.09%	1,234,475
268	G2.BR9006	GNMA PASS THRU POOLS - GNMA II POOL BR9006 G2 03/50 FIXED 3	0.09%	1,380,411
269	FN.BS8096	FNMA PASS THRU POOLS - FNMA POOL BS8096 FN 04/33 FIXED 4.7	0.09%	1,225,000
270	FR.SD0063	FHLMC PASS THRU POOLS - FED HM LN PC POOL SD0063 FR 08/49 FIXED 3.5	0.09%	1,327,355
271	G2.MA5764	GNMA PASS THRU POOLS - GNMA II POOL MA5764 G2 02/49 FIXED 4.5	0.09%	1,241,549
272	FN.BS9989	FNMA PASS THRU POOLS - FNMA POOL BS9989 FN 07/28 FIXED 6.01	0.09%	1,144,119
273	G2.MA3597	GNMA PASS THRU POOLS - GNMA II POOL MA3597 G2 04/46 FIXED 3.5	0.09%	1,312,425
274	FN.MA3188	FNMA PASS THRU POOLS - FNMA POOL MA3188 FN 11/32 FIXED 3	0.09%	1,234,249
275	FR.SD2321	FHLMC PASS THRU POOLS - FED HM LN PC POOL SD2321 FR 02/52 FIXED 3	0.09%	1,379,428
276	FN.AL7079	FNMA PASS THRU POOLS - FNMA POOL AL7079 FN 07/35 FIXED VAR	0.09%	1,193,374
277	G2.CP9288	GNMA PASS THRU POOLS - GNMA II POOL CP9288 G2 09/62 FIXED 5	0.09%	1,194,563
278	n/a	GNR-2021-158 - GOVERNMENT NATIONAL MORTGAGE A GNR 2021 158 IV	0.09%	7,899,282
279	G2.BA2311	GNMA PASS THRU POOLS - GNMA II POOL BA2311 G2 05/47 FIXED 4.5	0.09%	1,203,577
280	FN.CA1360	FNMA PASS THRU POOLS - FNMA POOL CA1360 FN 03/48 FIXED 3.5	0.09%	1,278,568
281	G2.BE3071	GNMA PASS THRU POOLS - GNMA II POOL BE3071 G2 02/48 FIXED 3.5	0.08%	1,251,875
282	GN.738895	GNMA PASS THRU POOLS - GNMA POOL 738895 GN 10/41 FIXED 4.5	0.08%	1,173,498
283	FN.AL7090	FNMA PASS THRU POOLS - FNMA POOL AL7090 FN 10/37 FLOATING VAR	0.08%	1,075,323
284	G2.MA4656	GNMA PASS THRU POOLS - GNMA II POOL MA4656 G2 08/47 FIXED 5.5	0.08%	1,126,747
285	CSMC.2013-MH1 A	CREDIT SUISSE MORTGAGE TRUST 2013-MH1 - CREDIT SUISSE MORTGAGE TRUST CSMC 2013 MH1 A 144A	0.08%	1,438,431
286	FR.QG7748	FHLMC PASS THRU POOLS - FED HM LN PC POOL QG7748 FR 08/53 FIXED 5	0.08%	1,137,018
287	PLMRS.2022-1A A	PALMER SQUARE CLO 2022-1 LTD - PALMER SQUARE CLO LTD PLMRS 2022 1A A 144A	0.08%	1,100,000
288	GN.784208	GNMA PASS THRU POOLS - GNMA POOL 784208 GN 07/46 FIXED 4	0.08%	1,150,333
289	GNR.2022-63 ZJ	GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2022-63 - GOVERNMENT NATIONAL MORTGAGE A GNR 2022 63 ZJ	0.08%	1,719,302
290	G2.MA1447	GNMA PASS THRU POOLS - GNMA II POOL MA1447 G2 11/43 FIXED 3	0.08%	1,222,843
291	G2.MA5018	GNMA PASS THRU POOLS - GNMA II POOL MA5018 G2 02/48 FIXED 3	0.08%	1,227,476
292	FN.AE0385	FNMA PASS THRU POOLS - FNMA POOL AE0385 FN 09/40 FIXED VAR	0.08%	1,141,766
293	FG.Q50235	FHLMC PASS THRU POOLS - FED HM LN PC POOL Q50235 FG 08/47 FIXED 4	0.08%	1,137,077
294	FN.FM3493	FNMA PASS THRU POOLS - FNMA POOL FM3493 FN 05/35 FIXED VAR	0.08%	1,109,587
295	n/a	GNMA PASS THRU POOLS - GNMA POOL 782917 GN 04/40 FIXED 4.5	0.08%	1,083,367
296	n/a	FNMA PASS THRU POOLS - FNMA POOL BY8507 FN 08/53 FIXED 5.5	0.08%	1,045,911
297	G2.MA6531	GNMA PASS THRU POOLS - GNMA II POOL MA6531 G2 03/50 FIXED 3	0.08%	1,207,969
298	G2.MA6275	GNMA PASS THRU POOLS - GNMA II POOL MA6275 G2 11/49 FIXED 3.5	0.08%	1,184,213
299	FN.MA4660	FNMA PASS THRU POOLS - FNMA POOL MA4660 FN 07/42 FIXED 3	0.08%	1,169,795
300	G2.MA6081	GNMA PASS THRU POOLS - GNMA II POOL MA6081 G2 08/49 FIXED 3.5	0.08%	1,172,955
301	G2.785944	GNMA PASS THRU POOLS - GNMA II POOL 785944 G2 02/52 FIXED 3	0.08%	1,189,203
302	G2.CN1092	GNMA PASS THRU POOLS - GNMA II POOL CN1092 G2 07/62 FIXED 4.5	0.08%	1,079,535
303	MECA.2007-FF2 A	MORTGAGE EQUITY CONVER ASSET TR 2007-FF2 - MORTGAGE EQUITY CONVERSION ASS MECA 2007 FF2 A 144A	0.08%	1,026,768
304	G2.CM3478	GNMA PASS THRU POOLS - GNMA II POOL CM3478 G2 11/45 FIXED 3	0.08%	1,151,584
305	FWLS.2015-SC02 1A	FREDDIE MAC WHOLE LOAN SECURITIES TRUST 2015-SC02 - FREDDIE MAC WHOLE LOAN SECURIT FWLS 2015 SC02 1A	0.08%	1,147,953
306	CATLK.2021-8A A1	CATHEDRAL LAKE VIII LTD - CATHEDRAL LAKE LTD CATLK 2021 8A A1 144A	0.07%	1,000,000
307	G2.BD9974	GNMA PASS THRU POOLS - GNMA II POOL BD9974 G2 11/47 FIXED 3.5	0.07%	1,104,493
308	VOYA.2019-2A AR	VOYA CLO 2019-2A LTD - VOYA CLO LTD VOYA 2019 2A AR 144A	0.07%	1,000,000
309	GNR.2024-H07 JF	GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2024-H07 - GOVERNMENT NATIONAL MORTGAGE A GNR 2024 H07 JF	0.07%	996,021
310	n/a	FNMA PASS THRU POOLS - FNMA POOL BY8503 FN 08/53 FIXED 5.5	0.07%	1,004,299
311	FN.890407	FNMA PASS THRU POOLS - FNMA POOL 890407 FN 02/42 FIXED VAR	0.07%	1,059,404
312	FN.BS8910	FNMA PASS THRU POOLS - FNMA POOL BS8910 FN 03/31 FIXED 4.99	0.07%	989,126
313	FN.BL1296	FNMA PASS THRU POOLS - FNMA POOL BL1296 FN 02/26 FIXED 3.575	0.07%	1,000,000
314	FN.BY9962	FNMA PASS THRU POOLS - FNMA POOL BY9962 FN 08/53 FIXED 5.5	0.07%	985,364
315	FN.BJ2755	FNMA PASS THRU POOLS - FNMA POOL BJ2755 FN 05/48 FIXED 3.5	0.07%	1,097,466
316	FN.BS9367	FNMA PASS THRU POOLS - FNMA POOL BS9367 FN 08/33 FIXED 4.58	0.07%	1,000,000
317	G2.CQ6096	GNMA PASS THRU POOLS - GNMA II POOL CQ6096 G2 10/62 FIXED 5	0.07%	1,010,043
318	FN.CA1827	FNMA PASS THRU POOLS - FNMA POOL CA1827 FN 05/33 FIXED 4	0.07%	992,692
319	FN.BS9610	FNMA PASS THRU POOLS - FNMA POOL BS9610 FN 09/38 FIXED 5.3	0.07%	950,161
320	G2.BJ1543	GNMA PASS THRU POOLS - GNMA II POOL BJ1543 G2 09/48 FIXED 4	0.07%	1,017,075
321	FN.BZ0617	FNMA PASS THRU POOLS - FNMA POOL BZ0617 FN 08/30 FIXED 5.7	0.07%	930,000
322	GN.AA0398	GNMA PASS THRU POOLS - GNMA POOL AA0398 GN 06/42 FIXED 4	0.07%	1,038,205
323	G2.CR3245	GNMA PASS THRU POOLS - GNMA II POOL CR3245 G2 12/62 FIXED 7	0.07%	926,174
324	FG.G18663	FHLMC PASS THRU POOLS - FED HM LN PC POOL G18663 FG 10/32 FIXED 3	0.07%	985,803
325	n/a	FANNIEMAE WHOLE LOAN 2002-W6 - FANNIEMAE WHOLE LOAN FNW 2002 W6 3A	0.07%	974,935
326	FN.BY5374	FNMA PASS THRU POOLS - FNMA POOL BY5374 FN 07/53 FIXED 6	0.07%	913,693
327	G2.MA3736	GNMA PASS THRU POOLS - GNMA II POOL MA3736 G2 06/46 FIXED 3.5	0.07%	1,019,986
328	G2.CN1108	GNMA PASS THRU POOLS - GNMA II POOL CN1108 G2 06/62 FIXED 4.5	0.07%	987,004
329	n/a	RFR USD SOFR/3.01250 04/09/24-7Y LCH	0.07%	1
330	G2.784894	GNMA PASS THRU POOLS - GNMA II POOL 784894 G2 02/48 FIXED 3.5	0.07%	1,024,781
331	FN.BF0262	FNMA PASS THRU POOLS - FNMA POOL BF0262 FN 05/58 FIXED 3	0.07%	1,087,182
332	FG.G18652	FHLMC PASS THRU POOLS - FED HM LN PC POOL G18652 FG 07/32 FIXED 3	0.07%	942,582
333	FG.U91486	FHLMC PASS THRU POOLS - FED HM LN PC POOL U91486 FG 05/43 FIXED 4	0.07%	942,571
334	G2.BA5594	GNMA PASS THRU POOLS - GNMA II POOL BA5594 G2 08/47 FIXED 3.5	0.07%	977,987
335	FN.BF0167	FNMA PASS THRU POOLS - FNMA POOL BF0167 FN 02/57 FIXED 3	0.07%	1,046,872
336	FN.MA4867	FNMA PASS THRU POOLS - FNMA POOL MA4867 FN 01/53 FIXED 4.5	0.07%	937,222
337	CSMC.2021-INV1 A3	CSMC 2021-INV1 TRUST - CREDIT SUISSE MORTGAGE TRUST CSMC 2021 INV1 A3 144A	0.07%	1,100,756
338	FN.BM6188	FNMA PASS THRU POOLS - FNMA POOL BM6188 FN 08/49 FLOATING VAR	0.07%	859,292
339	FR.QG9019	FHLMC PASS THRU POOLS - FED HM LN PC POOL QG9019 FR 08/53 FIXED 5	0.07%	902,321
340	G2.BD2836	GNMA PASS THRU POOLS - GNMA II POOL BD2836 G2 01/48 FIXED 4	0.06%	935,703
341	G2.BH0034	GNMA PASS THRU POOLS - GNMA II POOL BH0034 G2 05/48 FIXED 4.5	0.06%	907,553
342	G2.MA3802	GNMA PASS THRU POOLS - GNMA II POOL MA3802 G2 07/46 FIXED 3	0.06%	976,581
343	G2.BD0549	GNMA PASS THRU POOLS - GNMA II POOL BD0549 G2 08/48 FIXED 5	0.06%	893,041
344	FN.MA5126	FNMA PASS THRU POOLS - FNMA POOL MA5126 FN 08/43 FIXED 4.5	0.06%	883,334
345	FN.BL2205	FNMA PASS THRU POOLS - FNMA POOL BL2205 FN 04/29 FIXED 3.045	0.06%	902,351
346	G2.CS5127	GNMA PASS THRU POOLS - GNMA II POOL CS5127 G2 01/62 FIXED 3.5	0.06%	958,631
347	FN.BS9441	FNMA PASS THRU POOLS - FNMA POOL BS9441 FN 09/33 FIXED 5.07	0.06%	831,932
348	FN.BS8943	FNMA PASS THRU POOLS - FNMA POOL BS8943 FN 12/31 FIXED 5.41	0.06%	814,000
349	n/a	GNMA PASS THRU POOLS - GNMA II POOL MA4267 G2 02/47 FIXED 6	0.06%	803,096
350	G2.MA4830	GNMA PASS THRU POOLS - GNMA II POOL MA4830 G2 11/47 FIXED 4.5	0.06%	890,423
351	n/a	GNMA PASS THRU POOLS - GNMA II POOL BB6965 G2 07/47 FIXED 3.5	0.06%	919,652
352	FHR.4836 PO	FREDDIE MAC 4836 - FREDDIE MAC FHR 4836 PO	0.06%	1,379,128
353	G2.784896	GNMA PASS THRU POOLS - GNMA II POOL 784896 G2 11/34 FIXED 3.5	0.06%	845,315
354	FH.841056	FHLMC PASS THRU POOLS - FED HM LN PC POOL 841056 FH 01/50 FLOATING VAR	0.06%	851,950
355	G2.BM8878	GNMA PASS THRU POOLS - GNMA II POOL BM8878 G2 07/49 FIXED 4.5	0.06%	873,725
356	G2.BD9140	GNMA PASS THRU POOLS - GNMA II POOL BD9140 G2 01/48 FIXED 3.5	0.06%	911,135
357	GNR.2019-H11 FM	GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR-2019-H11 - GOVERNMENT NATIONAL MORTGAGE A GNR 2019 H11 FM	0.06%	825,072
358	G2.783352	GNMA PASS THRU POOLS - GNMA II POOL 783352 G2 03/41 FIXED 4.5	0.06%	855,295
359	G2.BQ7066	GNMA PASS THRU POOLS - GNMA II POOL BQ7066 G2 04/50 FIXED 3.5	0.06%	924,822
360	G2.MA7650	GNMA PASS THRU POOLS - GNMA II POOL MA7650 G2 10/51 FIXED 3	0.06%	944,685
361	G2.AY5148	GNMA PASS THRU POOLS - GNMA II POOL AY5148 G2 09/38 FIXED 4	0.06%	857,703
362	FN.AO6778	FNMA PASS THRU POOLS - FNMA POOL AO6778 FN 06/42 FIXED 4	0.06%	861,359
363	G2.BC1290	GNMA PASS THRU POOLS - GNMA II POOL BC1290 G2 08/47 FIXED 3.5	0.06%	887,660
364	FNW.2002-W4 A6	FANNIEMAE WHOLE LOAN-2002-W4 - FANNIEMAE WHOLE LOAN FNW 2002 W4 A6	0.06%	816,004
365	n/a	FNMA PASS THRU POOLS - FNMA POOL BE7131 FN 02/47 FIXED 3.5	0.06%	886,637
366	FN.BS8176	FNMA PASS THRU POOLS - FNMA POOL BS8176 FN 04/33 FIXED 4.385	0.06%	828,000
367	G2.BD9595	GNMA PASS THRU POOLS - GNMA II POOL BD9595 G2 11/47 FIXED 3.5	0.06%	879,663
368	G2.AK8789	GNMA PASS THRU POOLS - GNMA II POOL AK8789 G2 06/45 FIXED 3.75	0.06%	870,107
369	FN.AS0645	FNMA PASS THRU POOLS - FNMA POOL AS0645 FN 10/43 FIXED 3.5	0.06%	873,276
370	G2.BA9528	GNMA PASS THRU POOLS - GNMA II POOL BA9528 G2 07/47 FIXED 3.5	0.06%	877,260
371	G2.BD2806	GNMA PASS THRU POOLS - GNMA II POOL BD2806 G2 01/48 FIXED 4	0.06%	857,126
372	FN.BS8097	FNMA PASS THRU POOLS - FNMA POOL BS8097 FN 04/33 FIXED 4.7	0.06%	812,000
373	FN.BY0131	FNMA PASS THRU POOLS - FNMA POOL BY0131 FN 05/53 FIXED 5.5	0.06%	799,223
374	G2.BQ7068	GNMA PASS THRU POOLS - GNMA II POOL BQ7068 G2 04/50 FIXED 3	0.06%	894,119
375	n/a	GNMA PASS THRU POOLS - GNMA II POOL 784346 G2 07/47 FIXED 3.5	0.06%	861,604
376	G2.BE5651	GNMA PASS THRU POOLS - GNMA II POOL BE5651 G2 07/48 FIXED 4.5	0.06%	815,496
377	G2.MA2151	GNMA PASS THRU POOLS - GNMA II POOL MA2151 G2 08/44 FIXED 5	0.06%	783,097
378	G2.BT1994	GNMA PASS THRU POOLS - GNMA II POOL BT1994 G2 03/50 FIXED 3.5	0.06%	866,877
379	FN.BS8202	FNMA PASS THRU POOLS - FNMA POOL BS8202 FN 04/28 FIXED 4.14	0.06%	781,000
380	GN.BA0244	GNMA PASS THRU POOLS - GNMA POOL BA0244 GN 04/47 FIXED 4	0.06%	825,481
381	G2.635198	GNMA PASS THRU POOLS - GNMA II POOL 635198 G2 05/47 FIXED 3	0.06%	883,384
382	FG.Q59983	FHLMC PASS THRU POOLS - FED HM LN PC POOL Q59983 FG 11/48 FIXED 4.5	0.06%	801,389
383	G2.MA2436	GNMA PASS THRU POOLS - GNMA II POOL MA2436 G2 12/44 FIXED 4	0.06%	824,152
384	GNR.2021-155 ID	GNR-2021-155 - GOVERNMENT NATIONAL MORTGAGE A GNR 2021 155 ID	0.06%	4,686,902
385	GN.784041	GNMA PASS THRU POOLS - GNMA POOL 784041 GN 08/45 FIXED 4	0.06%	809,947
386	G2.CG8355	GNMA PASS THRU POOLS - GNMA II POOL CG8355 G2 08/51 FIXED 3	0.06%	884,039
387	G2.BB0208	GNMA PASS THRU POOLS - GNMA II POOL BB0208 G2 06/47 FIXED 3.5	0.06%	828,727
388	FR.QG8338	FHLMC PASS THRU POOLS - FED HM LN PC POOL QG8338 FR 08/53 FIXED 5	0.06%	768,189
389	FN.CA5561	FNMA PASS THRU POOLS - FNMA POOL CA5561 FN 04/50 FIXED 3.5	0.05%	810,683
390	FR.QG6226	FHLMC PASS THRU POOLS - FED HM LN PC POOL QG6226 FR 06/53 FIXED 4.5	0.05%	766,882
391	FN.BL1389	FNMA PASS THRU POOLS - FNMA POOL BL1389 FN 01/29 FIXED 3.82	0.05%	743,928
392	FN.FS1907	FNMA PASS THRU POOLS - FNMA POOL FS1907 FN 07/47 FIXED VAR	0.05%	789,160
393	G2.AS6888	GNMA PASS THRU POOLS - GNMA II POOL AS6888 G2 03/46 FIXED 3.5	0.05%	788,094
394	FH.840291	FHLMC PASS THRU POOLS - FED HM LN PC POOL 840291 FH 11/41 FLOATING VAR	0.05%	686,248
395	G2.CA1412	GNMA PASS THRU POOLS - GNMA II POOL CA1412 G2 11/50 FIXED 3.5	0.05%	789,227
396	n/a	GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2018-72 - GOVERNMENT NATIONAL MORTGAGE A GNR 2018 72 ID	0.05%	3,723,307
397	n/a	RFR USD SOFR/3.50000 06/20/24-30Y CME	0.05%	1
398	FG.U63001	FHLMC PASS THRU POOLS - FED HM LN PC POOL U63001 FG 07/43 FIXED 3	0.05%	809,763
399	G2.CK7653	GNMA PASS THRU POOLS - GNMA II POOL CK7653 G2 02/52 FIXED 3	0.05%	824,640
400	G2.BO4867	GNMA PASS THRU POOLS - GNMA II POOL BO4867 G2 04/49 FIXED 4.5	0.05%	744,187
401	n/a	RFR USD SOFR/3.75000 12/18/24-10Y CME	0.05%	1
402	FH.848812	FHLMC PASS THRU POOLS - FED HM LN PC POOL 848812 FH 10/39 FLOATING VAR	0.05%	673,793
403	FN.FS0406	FNMA PASS THRU POOLS - FNMA POOL FS0406 FN 02/47 FIXED VAR	0.05%	788,425
404	G2.BI8200	GNMA PASS THRU POOLS - GNMA II POOL BI8200 G2 09/48 FIXED 4.5	0.05%	733,764
405	n/a	RFR USD SOFR/4.60000 02/06/24-1Y LCH	0.05%	1
406	FN.BM3927	FNMA PASS THRU POOLS - FNMA POOL BM3927 FN 03/38 FIXED VAR	0.05%	721,072
407	n/a	FNMA PASS THRU POOLS - FNMA POOL BM1497 FN 07/37 FIXED VAR	0.05%	723,822
408	FN.CB7107	FNMA PASS THRU POOLS - FNMA POOL CB7107 FN 09/53 FIXED 5.5	0.05%	682,700
409	n/a	RFR USD SOFR/3.17000 04/15/24-7Y LCH	0.05%	1
410	G2.MA5711	GNMA PASS THRU POOLS - GNMA II POOL MA5711 G2 01/49 FIXED 4.5	0.05%	709,181
411	G2.BC1920	GNMA PASS THRU POOLS - GNMA II POOL BC1920 G2 09/47 FIXED 3.5	0.05%	746,453
412	FN.MA2997	FNMA PASS THRU POOLS - FNMA POOL MA2997 FN 05/32 FIXED 3	0.05%	708,299
413	FN.BS7386	FNMA PASS THRU POOLS - FNMA POOL BS7386 FN 12/29 FIXED 4.77	0.05%	674,000
414	FN.BY9525	FNMA PASS THRU POOLS - FNMA POOL BY9525 FN 08/53 FIXED 5	0.05%	689,096
415	FN.BC9026	FNMA PASS THRU POOLS - FNMA POOL BC9026 FN 11/46 FIXED 3	0.05%	770,603
416	G2.BL2178	GNMA PASS THRU POOLS - GNMA II POOL BL2178 G2 02/49 FIXED 4.5	0.05%	699,014
417	n/a	FNMA PASS THRU POOLS - FNMA POOL BY5041 FN 07/53 FIXED 4.5	0.05%	696,977
418	G2.BT1991	GNMA PASS THRU POOLS - GNMA II POOL BT1991 G2 03/50 FIXED 3.5	0.05%	728,983
419	n/a	FHLMC PASS THRU POOLS - FED HM LN PC POOL RB5212 FR 02/43 FIXED 4.5	0.05%	675,464
420	FR.RA2134	FHLMC PASS THRU POOLS - FED HM LN PC POOL RA2134 FR 02/50 FIXED 3.5	0.05%	717,883
421	GN.BR9416	GNMA PASS THRU POOLS - GNMA POOL BR9416 GN 02/50 FIXED 3.5	0.05%	723,503
422	FN.BY8301	FNMA PASS THRU POOLS - FNMA POOL BY8301 FN 08/53 FIXED 5	0.05%	666,352
423	FN.AL5548	FNMA PASS THRU POOLS - FNMA POOL AL5548 FN 05/38 FLOATING VAR	0.05%	621,168
424	FR.ZS3768	FHLMC PASS THRU POOLS - FED HM LN PC POOL ZS3768 FR 06/43 FIXED 3.5	0.05%	708,386
425	FN.FM1631	FNMA PASS THRU POOLS - FNMA POOL FM1631 FN 09/49 FIXED VAR	0.05%	754,417
426	G2.BO0365	GNMA PASS THRU POOLS - GNMA II POOL BO0365 G2 08/49 FIXED 4.5	0.05%	671,580
427	GN.784283	GNMA PASS THRU POOLS - GNMA POOL 784283 GN 09/45 FIXED 3.5	0.05%	683,876
428	G2.AL5360	GNMA PASS THRU POOLS - GNMA II POOL AL5360 G2 03/45 FIXED 3.5	0.05%	690,466
429	FNR.2007-96 BF	FANNIE MAE 2007-96 - FANNIE MAE FNR 2007 96 BF	0.05%	622,903
430	n/a	RFR USD SOFR/3.50000 12/18/24-30Y LCH	0.05%	1
431	G2.784674	GNMA PASS THRU POOLS - GNMA II POOL 784674 G2 04/48 FIXED 3.5	0.05%	676,777
432	G2.AR0791	GNMA PASS THRU POOLS - GNMA II POOL AR0791 G2 05/46 FIXED 3.5	0.05%	687,822
433	MP10.2017-1A AR	MARBLE POINT CLO X LTD 2017-1A - MARBLE POINT CLO X LTD MP10 2017 1A AR 144A	0.05%	612,658
434	FNR.2013-20 YZ	FANNIE MAE REMICS 2013-20 - FANNIE MAE FNR 2013 20 YZ	0.05%	767,421
435	FR.WN2384	FHLMC PASS THRU POOLS - FED HM LN PC POOL WN2384 FR 06/30 FIXED 4.4	0.05%	617,750
436	GNR.2022-45 ZQ	GOVERNMENT NATIONAL MTG ASSOC 2022-45 - GOVERNMENT NATIONAL MORTGAGE A GNR 2022 45 ZQ	0.05%	965,928
437	G2.798851	GNMA PASS THRU POOLS - GNMA II POOL 798851 G2 01/43 FIXED 3.5	0.05%	670,319
438	JPMMT.2019-6 A11	JP MORGAN MORTGAGE TRUST 2019-6 - JP MORGAN MORTGAGE TRUST JPMMT 2019 6 A11 144A	0.04%	623,631
439	G2.CA1411	GNMA PASS THRU POOLS - GNMA II POOL CA1411 G2 11/50 FIXED 3.5	0.04%	652,762
440	FN.MA3090	FNMA PASS THRU POOLS - FNMA POOL MA3090 FN 08/32 FIXED 3	0.04%	613,838
441	G2.MA3803	GNMA PASS THRU POOLS - GNMA II POOL MA3803 G2 07/46 FIXED 3.5	0.04%	643,945
442	G2.CP8745	GNMA PASS THRU POOLS - GNMA II POOL CP8745 G2 07/62 FIXED 4.5	0.04%	621,859
443	FN.MA4643	FNMA PASS THRU POOLS - FNMA POOL MA4643 FN 05/42 FIXED 3	0.04%	657,066
444	FN.BS9990	FNMA PASS THRU POOLS - FNMA POOL BS9990 FN 11/33 FIXED 5.96	0.04%	541,093
445	FR.RB5166	FHLMC PASS THRU POOLS - FED HM LN PC POOL RB5166 FR 07/42 FIXED 3	0.04%	642,191
446	G2.759339	GNMA PASS THRU POOLS - GNMA II POOL 759339 G2 02/41 FIXED 4.5	0.04%	590,505
447	GN.BT0861	GNMA PASS THRU POOLS - GNMA POOL BT0861 GN 03/50 FIXED 3	0.04%	645,539
448	GN.AZ1638	GNMA PASS THRU POOLS - GNMA POOL AZ1638 GN 02/47 FIXED 4	0.04%	602,035
449	GN.706773	GNMA PASS THRU POOLS - GNMA POOL 706773 GN 11/39 FIXED 4.5	0.04%	570,388
450	FHR.4068 UF	FREDDIE MAC REMICS 4068 - FREDDIE MAC FHR 4068 UF	0.04%	567,074
451	FN.CA1988	FNMA PASS THRU POOLS - FNMA POOL CA1988 FN 07/48 FIXED 4.5	0.04%	587,064
452	G2.AT7573	GNMA PASS THRU POOLS - GNMA II POOL AT7573 G2 06/46 FIXED 3.5	0.04%	619,714
453	FN.MA4632	FNMA PASS THRU POOLS - FNMA POOL MA4632 FN 06/42 FIXED 3	0.04%	621,932
454	G2.BD9048	GNMA PASS THRU POOLS - GNMA II POOL BD9048 G2 11/47 FIXED 3.5	0.04%	602,494
455	FNR.2021-3 TI	FANNIE MAE REMICS 2021-3 - FANNIE MAE FNR 2021 3 TI	0.04%	3,325,242
456	FR.ZS8678	FHLMC PASS THRU POOLS - FED HM LN PC POOL ZS8678 FR 12/32 FIXED 2.5	0.04%	581,758
457	n/a	GNMA PASS THRU POOLS - GNMA POOL AN5750 GN 07/45 FIXED 3	0.04%	622,459
458	FN.BJ1665	FNMA PASS THRU POOLS - FNMA POOL BJ1665 FN 12/47 FIXED 4	0.04%	577,813
459	G2.CQ3955	GNMA PASS THRU POOLS - GNMA II POOL CQ3955 G2 09/62 FIXED 5	0.04%	546,129
460	FN.AE0715	FNMA PASS THRU POOLS - FNMA POOL AE0715 FN 12/40 FIXED VAR	0.04%	554,334
461	n/a	RFR USD SOFR/3.23200 04/26/24-7Y LCH	0.04%	1
462	FN.MA5272	FNMA PASS THRU POOLS - FNMA POOL MA5272 FN 02/54 FIXED 6	0.04%	519,444
463	G2.CT4217	GNMA PASS THRU POOLS - GNMA II POOL CT4217 G2 08/61 FIXED 3.5	0.04%	587,453
464	G2.785791	GNMA PASS THRU POOLS - GNMA II POOL 785791 G2 12/51 FIXED 2.5	0.04%	623,297
465	GNR.2006-22 JO	GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2006-22 - GOVERNMENT NATIONAL MORTGAGE A GNR 2006 22 JO	0.04%	548,313
466	G2.MA6209	GNMA PASS THRU POOLS - GNMA II POOL MA6209 G2 10/49 FIXED 3	0.04%	595,877
467	GNR.2012-128 ZN	GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2012-128 - GOVERNMENT NATIONAL MORTGAGE A GNR 2012 128 ZN	0.04%	535,566
468	FN.MA5097	FNMA PASS THRU POOLS - FNMA POOL MA5097 FN 07/43 FIXED 4.5	0.04%	522,288
469	FN.BS9731	FNMA PASS THRU POOLS - FNMA POOL BS9731 FN 10/28 FIXED 5.61	0.04%	491,000
470	SNDPT.2019-2A AR	SOUND POINT CLO XXIII 2019-2A - SOUND POINT CLO LTD SNDPT 2019 2A AR 144A	0.04%	500,000
471	RCKT.2024-CES1 A1A	RCKT MORTGAGE TRUST 2024-CES1 - WOODWARD CAPITAL MANAGEMENT RCKT 2024 CES1 A1A 144A	0.04%	496,023
472	FR.QB7854	FHLMC PASS THRU POOLS - FED HM LN PC POOL QB7854 FR 01/51 FIXED 2.5	0.04%	595,555
473	G2.BE9367	GNMA PASS THRU POOLS - GNMA II POOL BE9367 G2 12/47 FIXED 3.5	0.04%	541,042
474	G2.MA7818	GNMA PASS THRU POOLS - GNMA II POOL MA7818 G2 01/52 FIXED 3.5	0.04%	555,490
475	G2.BE2334	GNMA PASS THRU POOLS - GNMA II POOL BE2334 G2 11/47 FIXED 4.5	0.04%	506,716
476	FN.FM7616	FNMA PASS THRU POOLS - FNMA POOL FM7616 FN 06/36 FIXED VAR	0.04%	544,946
477	GN.AU0736	GNMA PASS THRU POOLS - GNMA POOL AU0736 GN 05/46 FIXED 3.5	0.04%	526,619
478	FN.BY9999	FNMA PASS THRU POOLS - FNMA POOL BY9999 FN 09/53 FIXED 5	0.04%	492,887
479	FG.G18632	FHLMC PASS THRU POOLS - FED HM LN PC POOL G18632 FG 02/32 FIXED 3	0.04%	499,501
480	FN.FS1548	FNMA PASS THRU POOLS - FNMA POOL FS1548 FN 04/52 FIXED VAR	0.04%	580,698
481	FNR.2003-7 A2	FANNIE MAE 2003-7 - FANNIE MAE FNR 2003 7 A2	0.04%	474,791
482	FN.MA2903	FNMA PASS THRU POOLS - FNMA POOL MA2903 FN 02/32 FIXED 3	0.04%	490,533
483	G2.CG8392	GNMA PASS THRU POOLS - GNMA II POOL CG8392 G2 09/51 FIXED 3	0.03%	542,945
484	n/a	FHLMC STRUCTURED PASS THROUGH SECURITIES T-48 - FHLMC STRUCTURED PASS THROUGH FSPC T 48 2A	0.03%	490,914
485	SFRZ5	3 MONTH SOFR FUT DEC25 XCME 20260317	0.03%	-171
486	G2.784673	GNMA PASS THRU POOLS - GNMA II POOL 784673 G2 01/49 FIXED 5.5	0.03%	450,176
487	FN.MA2931	FNMA PASS THRU POOLS - FNMA POOL MA2931 FN 03/32 FIXED 3	0.03%	478,383
488	G2.BB0228	GNMA PASS THRU POOLS - GNMA II POOL BB0228 G2 06/47 FIXED 3.5	0.03%	501,403
489	G2.5082	GNMA PASS THRU POOLS - GNMA II POOL 005082 G2 06/41 FIXED 4.5	0.03%	469,941
490	GN.AN5764	GNMA PASS THRU POOLS - GNMA POOL AN5764 GN 07/45 FIXED 4	0.03%	482,329
491	G2.MA6030	GNMA PASS THRU POOLS - GNMA II POOL MA6030 G2 07/49 FIXED 3.5	0.03%	514,291
492	FN.BY0044	FNMA PASS THRU POOLS - FNMA POOL BY0044 FN 05/53 FIXED 4.5	0.03%	475,706
493	G2.CO9464	GNMA PASS THRU POOLS - GNMA II POOL CO9464 G2 01/47 FIXED 3	0.03%	513,773
494	MP14.2018-2A A12R	MARBLE POINT CLO XIV LTD 2018-2 - MARBLE POINT CLO LTD. MP14 2018 2A A12R 144A	0.03%	446,597
495	G2.BE4503	GNMA PASS THRU POOLS - GNMA II POOL BE4503 G2 12/47 FIXED 3.5	0.03%	492,350
496	FHR.4255 SN	FREDDIE MAC REMICS 4255 - FREDDIE MAC FHR 4255 SN	0.03%	479,293
497	FN.BS9683	FNMA PASS THRU POOLS - FNMA POOL BS9683 FN 10/28 FIXED 5.57	0.03%	434,305
498	FN.AX3590	FNMA PASS THRU POOLS - FNMA POOL AX3590 FN 06/41 FIXED 4.5	0.03%	468,438
499	n/a	GNMA PASS THRU POOLS - GNMA POOL 704624 GN 07/39 FIXED 4.5	0.03%	449,665
500	G2.MA5976	GNMA PASS THRU POOLS - GNMA II POOL MA5976 G2 06/49 FIXED 3.5	0.03%	495,329

As of Dec 31, 2024

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Asset Class	% Weight
Bond	91.70%
Cash	8.30%

Sector	% Weight
United States	85.63%
Other	14.37%