PGSIX Holdings List

As of Jan 31, 2025

No.	Symbol	Name	% Weight	Shares
1	FNCL 2 2.14	Federal National Mortgage Association 2%	20.66%	103,000,000
2	FNCL 5.5 2.12	Federal National Mortgage Association 5.5%	13.74%	54,000,000
3	FNCL 2.5 2.12	Federal National Mortgage Association 2.5%	13.02%	62,000,000
4	G2SF 5 2.12	Government National Mortgage Association 5%	12.52%	50,000,000
5	FNCL 4.5 2.12	Federal National Mortgage Association 4.5%	8.49%	35,000,000
6	FNCL 3.5 2.12	Federal National Mortgage Association 3.5%	7.52%	33,000,000
7	FNCL 3 2.12	Federal National Mortgage Association 3%	7.23%	33,000,000
8	G2SF 2.5 2.13	Government National Mortgage Association 2.5%	5.17%	24,000,000
9	G2SF 2 2.14	Government National Mortgage Association 2%	4.75%	23,000,000
10	FNCL 4 2.12	Federal National Mortgage Association 4%	4.71%	20,000,000
11	G2SF 3 2.12	Government National Mortgage Association 3%	4.26%	19,000,000
12	FNCI 2 2.13	Federal National Mortgage Association 2%	4.12%	18,000,000
13	G2SF 4 2.12	Government National Mortgage Association 4%	4.03%	17,000,000
14	WIB 0 04.22.25	United States Treasury Bills 0%	3.42%	13,400,000
15	G2SF 3.5 2.12	Government National Mortgage Association 3.5%	3.23%	14,000,000
16	G2SF 5.5 2.12	Government National Mortgage Association 5.5%	3.07%	12,000,000
17	G2SF 4.5 2.12	Government National Mortgage Association 4.5%	2.92%	12,000,000
18	FNCI 1.5 2.14	Federal National Mortgage Association 1.5%	2.45%	11,000,000
19	B 0 04.08.25	United States Treasury Bills 0%	2.15%	8,400,000
20	FNCI 2.5 2.12	Federal National Mortgage Association 2.5%	2.11%	9,000,000
21	FNCL 6 2.12	Federal National Mortgage Association 6%	1.82%	7,000,000
22	STACR 2019-DNA1 B2	Federal Home Loan Mortgage Corp. 15.21546%	1.46%	4,520,000
23	FNR 2020-62 MI	Federal National Mortgage Association 3.5%	1.28%	25,851,140
24	FNR 2021-25 IJ	Federal National Mortgage Association 3.5%	0.97%	19,482,913
25	CAS 2020-SBT1 1B1	CONNECTICUT AVENUE SECURITIES TRUST 11.21546%	0.96%	3,455,000
26	FNCI 3 2.12	Federal National Mortgage Association 3%	0.96%	4,000,000
27	STACR 2020-DNA4 B2	Federal Home Loan Mortgage Corp. 14.46546%	0.94%	2,647,000
28	GNR 2021-8 IP	Government National Mortgage Association 2.5%	0.93%	24,989,394
29	GNR 2020-138 IB	Government National Mortgage Association 2.5%	0.84%	22,856,277
30	STACR 2019-FTR1 B2	Federal Home Loan Mortgage Corp. 12.81546%	0.83%	2,681,000
31	CAS 2016-C03 1B	Federal National Mortgage Association 16.21546%	0.81%	2,813,788
32	CAS 2022-R02 2M2	CONNECTICUT AVENUE SECURITIES TRUST 2022-R02 7.35098%	0.81%	3,048,000
33	MCAS 2019-01 M10	Federal National Mortgage Association 7.71546%	0.80%	3,061,734
34	G2SF 6 2.12	Government National Mortgage Association 6%	0.78%	3,000,000
35	JPMMT 2024-9 A11	JP MORGAN MORTGAGE TRUST 2024-9 5.70098%	0.76%	2,930,266
36	CWL 2007-10 1A1	CWABS Asset-Backed Certificates Trust 2007-10 4.60512%	0.75%	3,147,607
37	AHM 2007-1 GA1C	American Mtg 2007 4.61512%	0.74%	4,898,869
38	STACR 2015-HQA1 B	Federal Home Loan Mortgage Corp. 13.26546%	0.71%	2,701,612
39	FHR 5071 IV	Federal Home Loan Mortgage Corp. 3%	0.71%	17,098,084
40	GNR 2024-64 QS	Government National Mortgage Association 1.6269%	0.71%	41,335,761
41	STACR 2018-HQA2 B2	Federal Home Loan Mortgage Corp. 15.46546%	0.69%	2,108,000
42	GRADE 2024-RTL5 A1	SALUDA GRADE ALTERNATIVE MORTGAGE TRUST 2024-RTL5 7.762%	0.68%	2,609,000
43	GNR 2023-66 PS	Government National Mortgage Association 4.44225%	0.67%	2,597,086
44	GNR 2023-19 S	Government National Mortgage Association 1.6368%	0.64%	23,614,525
45	MSCR 2021-MN3 M2	Federal Home Loan Mortgage Corp. 8.35098%	0.61%	2,289,000
46	COLT 2023-3 A1	COLT 2023-3 MORTGAGE LOAN TRUST 7.18%	0.61%	2,339,108
47	FNR 2023-58 SP	Federal National Mortgage Association 2.54902%	0.58%	30,584,101
48	GNR 2023-7 AS	Government National Mortgage Association 2.5269%	0.57%	32,027,591
49	MSC 2011-C3 E	Morgan Stanley Capital I Trust 2011-C3 4.94206%	0.57%	2,245,490
50	FNR 2024-105 FC	Federal National Mortgage Association 5.35098%	0.57%	2,181,052
51	COMM 2013-LC13 D	Commercial Mortgage Trust 2013-Lc13 5.40894%	0.56%	2,546,000
52	CARR 2006-NC2 A4	Carrington Mortgage Loan Trust 4.90512%	0.56%	2,268,876
53	GNR 2024-126 LS	Government National Mortgage Association 2.2769%	0.56%	31,965,779
54	CROSS 2024-H1 A1	CROSS 2024-H1 MORTGAGE TRUST 6.085%	0.56%	2,148,129
55	BAYV 2006-C 1A3	Bayview Financial Trust 2007 A 6.528%	0.55%	2,216,519
56	GNR 2021-177 IG	Government National Mortgage Association 3.5%	0.55%	13,625,535
57	GNR 2020-123 NI	Government National Mortgage Association 2.5%	0.52%	14,162,532
58	CAS 2020-SBT1 1M2	CONNECTICUT AVENUE SECURITIES TRUST 8.11546%	0.51%	1,887,000
59	SCRT 2019-4 M	Freddie Mac Seasoned Credit Risk Transfer Trust Series 2017-2 4.5%	0.50%	2,085,000
60	FNCI 3.5 2.12	Federal National Mortgage Association 3.5%	0.49%	2,000,000
61	GSMS 2013-GC10 D	GS Mortgage Securities Trust 4.55246%	0.48%	1,880,000
62	GNR 2020-175 JI	Government National Mortgage Association 3.5%	0.48%	10,209,840
63	GNR 2023-56 AS	Government National Mortgage Association 1.7869%	0.48%	31,922,930
64	MSRM 2024-4 AF	MORGAN STANLEY RESIDENTIAL MORTGAGE LOAN TRUST 2024-4 5.70098%	0.48%	1,846,835
65	FHR 5050 IM	Federal Home Loan Mortgage Corp. 3.5%	0.48%	9,390,878
66	MSC 2016-UB11 C	Morgan Stanley Capital I Trust 2016-Ubs11 3.691%	0.47%	1,920,000
67	GNR 2022-125 CI	Government National Mortgage Association 5%	0.47%	8,939,886
68	ADMT 2023-NQM5 A1	A&D MORTGAGE TRUST 2023-NQM5 7.049%	0.45%	1,733,630
69	FNR 2020-31 IO	Federal National Mortgage Association 4.5%	0.45%	9,101,911
70	GNR 2023-181 DS	Government National Mortgage Association 1.6269%	0.44%	33,307,003
71	JPMMT 2024-VIS2 A1	J.P. MORGAN MORTGAGE TRUST 2024-VIS2 5.853%	0.44%	1,712,043
72	MSBAM 2015-C25 C	Morgan Stanley Bank Of America Merrill Lynch Trust 4.51566%	0.44%	1,824,000
73	ADMT 2024-NQM1 A1	A&D MORTGAGE TRUST 2024-NQM1 6.195%	0.44%	1,696,979
74	GNR 2021-76 NI	Government National Mortgage Association 3%	0.43%	9,951,844
75	COMM 2014-CR16 C	Commercial Mortgage Trust 4.78583%	0.42%	1,741,904
76	GNR 2021-7 MI	Government National Mortgage Association 2.5%	0.42%	11,249,160
77	COMM 2014-CR17 D	Comm 2014-Ccre17 Mortgage Trust 4.87108%	0.41%	1,959,000
78	DBALT 2006-AB4 A4B	Deutsche Alt-B Sec Mtg Ln 2006-Ab4 6.5%	0.41%	1,894,531
79	ADMT 2023-NQM2 A1	A&D MORTGAGE TRUST 2023-NQM2 6.132%	0.41%	1,581,379
80	FNR 2019-83 QS	Federal National Mortgage Association 1.48454%	0.41%	13,578,183
81	GNR 2022-209 SG	Government National Mortgage Association 1.2269%	0.41%	32,801,134
82	COMM 2013-CR13 D	Commercial Mortgage Trust 5.09296%	0.40%	2,536,000
83	FHR 5121 KI	Federal Home Loan Mortgage Corp. 4%	0.40%	6,632,315
84	GNR 2021-89 IL	Government National Mortgage Association 4.5%	0.39%	6,619,924
85	SPST 2024-5 A	Station Place Securitization Trust Series 2024-5 5.20483%	0.39%	1,510,000
86	SPST 2024-10 A	Station Pl Securitization Tr S 144A FRN 5.23654%	0.39%	1,500,000
87	STACR 2021-DNA1 B2	Freddie Mac Stacr Remic Trust 9.10098%	0.38%	1,330,000
88	MSRM 2024-3 AF	MORGAN STANLEY RESIDENTIAL MORTGAGE LOAN TRUST 2024-3 5.70098%	0.38%	1,473,371
89	SPST 2024-2 A	Station Place Securitization Trust Series 2024-2 5.64333%	0.38%	1,460,000
90	GNR 2021-77 SM	Government National Mortgage Association 1.8868%	0.37%	11,900,526
91	ADMT 2023-NQM4 A1	A&D MORTGAGE TRUST 2023-NQM4 7.472%	0.36%	1,378,409
92	MSBAM 2015-C22 C	MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST 4.1927%	0.36%	1,616,000
93	JPMBB 2014-C25 B	JPMBB Commercial Mortgage Securities Trust 2014-C25 4.3472%	0.36%	1,497,000
94	CWALT 2006-OA19 A1	Cwalt Inc Mortgage Pass-Through Certificates Series 2005-2 4.5932%	0.35%	1,703,778
95	WFCM 2015-C31 D	WELLS FARGO COMMERCIAL MORTGAGE TRUST 3.852%	0.35%	1,554,000
96	JPMBB 2013-C14 D	Jpmbb Commercial Mortgage Securities Trust 2013-C12 4.09004%	0.34%	1,732,000
97	COMM 2013-CR12 AM	Commercial Mortgage Trust 2013-CR 4.3%	0.34%	1,425,983
98	JPMCC 2012-LC9 D	JP Morgan Chase Commercial Mortgage Securities Trust 2012-LC9 3.56733%	0.34%	1,408,000
99	WFCM 2015-C31 C	WELLS FARGO COMMERCIAL MORTGAGE TRUST 4.59034%	0.34%	1,373,000
100	COMM 2012-CR4 B	Commercial Mortgage Trust 3.703%	0.34%	1,848,000
101	GNR 2023-82 ES	Government National Mortgage Association 1.6269%	0.34%	27,217,095
102	GNR 2021-197 BI	Government National Mortgage Association 3.5%	0.34%	10,204,140
103	BWAY 2022-26BW F	BWAY COMMERCIAL MORTGAGE TRUST 2022-26BW 4.86636%	0.34%	2,305,000
104	UBSCM 2017-C3 C	UBS Commercial Mortgage Trust 4.38068%	0.34%	1,405,000
105	WFCM 2015-C29 D	Wells Fargo Commercial Mortgage 4.21124%	0.33%	1,407,000
106	WFCM 2016-C33 D	Wells Fargo Commercial Mortgage Trust 2016-C33 3.123%	0.33%	1,498,000
107	WFRBS 2014-C21 C	WF-RBS Commercial Mortgage Trust 4.234%	0.33%	1,353,000
108	CD 2017-CD4 B	CD 2017 Cd3 Mortgage Trust 3.947%	0.33%	1,363,000
109	CGCMT 2012-GC8 C	CITIGROUP COMMERCIAL MORTGAGE TRUST 5.10711%	0.33%	1,387,488
110	DBUBS 2011-LC3A D	Dbubs 2011 Lc1 Commercial Mortgage Trust 5.38521%	0.32%	1,302,541
111	COMM 2014-CR17 C	Comm 2014-Ccre17 Mortgage Trust 4.80733%	0.32%	1,360,000
112	COMM 2015-DC1 B	Commercial Mortgage Trust 2015-Dc1 4.035%	0.32%	1,285,000
113	STACR 2020-HQA3 B2	Federal Home Loan Mortgage Corp. 14.46546%	0.32%	916,000
114	BBCMS 2024-5C29 XA	BBCMS MORTGAGE TRUST 2024-5C29 1.59996%	0.32%	19,374,164
115	CSAIL 2015-C2 B	CSAIL 2017-C8 Commercial Mortgage Trust 4.2079%	0.31%	1,269,000
116	FNR 2020-96 IO	Federal National Mortgage Association 3%	0.31%	7,381,637
117	STACR 2020-HQA2 B2	Federal Home Loan Mortgage Corp. 12.06546%	0.31%	1,000,000
118	GNR 2024-30 SU	Government National Mortgage Association 1.4769%	0.31%	21,260,182
119	SCRT 2019-1 M	Freddie Mac Seasoned Credit Risk Transfer Trust Series 2017-2 4.75%	0.31%	1,254,631
120	STACR 2019-DNA4 B2	Freddie Mac Stacr Remic Trust 2019-Dna4 10.71546%	0.31%	1,070,000
121	WFRBS 2013-C11 D	WF-RBS Commercial Mortgage Trust 4.06364%	0.31%	1,406,000
122	GNR 2023-43 S	Government National Mortgage Association 1.2269%	0.30%	34,323,042
123	GNR 2021-188 IW	Government National Mortgage Association 3%	0.30%	7,530,928
124	WFRBS 2014-C21 B	WF-RBS Commercial Mortgage Trust 4.213%	0.29%	1,181,813
125	COMM 2015-LC19 D	Commercial Mortgage Trust 2015-Lc19 2.867%	0.29%	1,240,000
126	COMM 2015-LC19 E	Commercial Mortgage Trust 2015-Lc19 4.14588%	0.29%	1,436,000
127	GNR 2021-97 NI	Government National Mortgage Association 2.5%	0.28%	8,934,251
128	GNR 2021-98 SK	Government National Mortgage Association 1.8868%	0.28%	8,357,102
129	GRADE 2024-RTL4 A1	SALUDA GRADE ALTERNATIVE MORTGAGE TRUST 2024-RTL4 7.5%	0.28%	1,074,000
130	COMM 2015-CR26 D	Comm 2015-Ccre26 Mortgage Trust 3.46263%	0.28%	1,351,375
131	GNR 2021-176 GI	Government National Mortgage Association 3%	0.28%	6,996,172
132	GNR 2023-20 SP	Government National Mortgage Association 2.6269%	0.28%	14,841,980
133	MSCR 2021-MN1 M2	Federal Home Loan Mortgage Corp. 8.10098%	0.28%	1,051,000
134	GNR 2020-162 UI	Government National Mortgage Association 2.5%	0.28%	7,344,104
135	UBSCM 2012-C1 E	Ubs Commercial Mort Trust 2012-C1 5%	0.28%	1,132,786
136	GSMS 2014-GC24 B	GS MORTGAGE SECURITIES TRUST 4.4196%	0.27%	1,177,000
137	MSBAM 2013-C9 B	Morgan Stanley Bank Of America Merrill Lynch Trust 3.708%	0.27%	1,125,947
138	CSAIL 2015-C1 B	CSAIL 2017-C8 Commercial Mortgage Trust 4.01801%	0.27%	1,109,000
139	FNR 2023-49 IB	Federal National Mortgage Association 3.5%	0.27%	6,662,158
140	WFRBS 2013-C11 C	WF-RBS Commercial Mortgage Trust 4.00764%	0.27%	1,104,500
141	FNR 2023-49 IA	Federal National Mortgage Association 3%	0.27%	8,281,426
142	GNR 2023-140 JS	Government National Mortgage Association 5.1681%	0.27%	1,069,815
143	GNR 2013-6 OI	Government National Mortgage Association 5%	0.27%	5,121,773
144	GNR 2024-30 WS	Government National Mortgage Association 1.4269%	0.27%	20,738,825
145	HTAP 2024-1 A	HTAP 2024-1 7%	0.27%	1,045,802
146	JPMDB 2016-C2 D	Jpmdb Commercial Mortgage Secu 3.32209%	0.27%	2,330,000
147	JPMBB 2014-C22 C	Jpmbb Commercial Mortgage Securities Trust 2013-C12 4.50931%	0.26%	1,124,000
148	WFCM 2015-C31 E	WELLS FARGO COMMERCIAL MORTGAGE TRUST 4.59034%	0.26%	1,550,000
149	WFCM 2015-SG1 B	WELLS FARGO COMMERCIAL MORTGAGE TRUST 4.44264%	0.26%	1,072,000
150	HMIR 2021-2 B1	HOME RE LIMITED 8.50098%	0.26%	1,000,000
151	WFRBS 2013-C15 C	WF-RBS Commercial Mortgage Trust 4.18588%	0.26%	1,230,000
152	GSMS 2014-GC24 D	GS MORTGAGE SECURITIES TRUST 4.4406%	0.26%	1,819,000
153	GNR 2023-13 SL	Government National Mortgage Association 1.8769%	0.26%	16,547,638
154	GNR 2023-152 FB	Government National Mortgage Association 5.5231%	0.26%	971,795
155	GNR 2023-40 SP	Government National Mortgage Association 1.2769%	0.25%	25,308,702
156	BBCMS 2019-C4 E	BBCMS MORTGAGE TRUST 3.25%	0.25%	2,034,000
157	MSBAM 2013-C9 D	Morgan Stanley Bank Of America Merrill Lynch Trust 3.80566%	0.25%	1,122,000
158	WFCM 2016-NXS5 D	Wells Fargo Commercial Mortgage Trust 2012-Lc5 4.97425%	0.25%	1,174,000
159	COMM 2014-UBS3 AM	COMM MORTGAGE TRUST 4.012%	0.25%	1,025,282
160	GNR 2024-4 ES	Government National Mortgage Association 2.5769%	0.25%	14,979,329
161	MSBAM 2015-C24 E	Morgan Stanley Bank Of America Merrill Lynch Trust 4.3182%	0.25%	1,239,000
162	CGCMT 2015-GC27 D	Citigroup Commercial Mortgage Trust 4.38491%	0.25%	1,018,000
163	WFRBS 2011-C4 E	WF-RBS Commercial Mortgage Trust 4.99451%	0.25%	1,066,568
164	GNR 2024-4 IG	Government National Mortgage Association 5%	0.25%	5,431,432
165	GNR 2021-116 EI	Government National Mortgage Association 3%	0.25%	8,092,365
166	JPMCC 2011-C3 D	JP Morgan Chase Commercial Mortgage Securities Corp. 5.52483%	0.25%	1,123,000
167	GNR 2024-4 NS	Government National Mortgage Association 1.3769%	0.25%	16,599,697
168	FHR 4953 AI	Federal Home Loan Mortgage Corp. 4%	0.24%	4,153,993
169	FNR 2021-3 IB	Federal National Mortgage Association 2.5%	0.24%	5,797,878
170	GNR 2024-51 HS	Government National Mortgage Association 1.6269%	0.24%	15,559,712
171	UBSCM 2018-C11 D	UBS Commercial Mortgage Trust 3%	0.24%	1,695,000
172	MSBAM 2013-C12 E	Morgan Stanley Bank Of America Merrill Lynch Trust 4.80287%	0.24%	1,232,618
173	n/a	Swptn Sofr 8yx20y P 1.945 Usd 06/09/2031 Bc	0.24%	12,539,500
174	CGCMT 2015-P1 C	Citigroup Commercial Mortgage Trust 4.36886%	0.24%	973,000
175	n/a	3.30 P Iswp Fwd Sofr R 09/21/2027 Ms	0.24%	50,000,000
176	FHR 5349 IB	FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD 4%	0.23%	4,509,614
177	CGCMT 2013-GC17 D	CITIGROUP COMMERCIAL MORTGAGE TRUST 5.0757%	0.23%	940,488
178	GNR 2023-107 SA	Government National Mortgage Association 1.5769%	0.23%	19,311,957
179	JPMCC 2013-C16 D	J.P. Morgan Chase Commercial Mortgage Securities Trust 5.04675%	0.23%	951,974
180	CSAIL 2015-C3 C	CSAIL 2017-C8 Commercial Mortgage Trust 4.35731%	0.23%	1,033,000
181	MSBAM 2013-C10 B	Morgan Stanley Bank of America Merrill Lynch Trust 2013-C10 3.98086%	0.23%	953,401
182	MSBAM 2015-C23 D	Morgan Stanley Bank of America Merrill Lynch Trust,2015-C23 4.13531%	0.23%	924,000
183	UBSCM 2018-C11 C	UBS Commercial Mortgage Trust 4.8807%	0.23%	986,000
184	GNR 2023-82 CS	Government National Mortgage Association 1.6269%	0.23%	16,956,094
185	FHR 3065 DC	Federal Home Loan Mortgage Corp. 6.29694%	0.23%	869,224
186	CSAIL 2019-C17 D	Csail Commercial Mortgage Trust 2019-C17 2.5%	0.22%	1,828,000
187	JPALT 2006-A6 1A1	JP Morgan Alt 6-A6 4.74512%	0.22%	1,025,564
188	GNR 2024-32 IO	Government National Mortgage Association 0.70631%	0.22%	17,149,939
189	JPMCC 2013-C10 C	JP Morgan Chase Commercial Mortgage Securities Trust 2013-C10 4.07461%	0.22%	920,078
190	CAS 2016-C04 1B	Federal National Mortgage Association 14.71546%	0.22%	777,673
191	BMARK 2018-B1 E	Benchmark 2020-B16 Mortgage Trust 3%	0.22%	1,840,000
192	GNR 2024-4 GI	Government National Mortgage Association 5%	0.22%	3,522,245
193	GNR 2012-38 MI	Government National Mortgage Association 4%	0.22%	4,895,080
194	GNR 2023-103 SK	Government National Mortgage Association 1.6269%	0.22%	15,471,056
195	FNR 2020-20 IK	Federal National Mortgage Association 3.5%	0.22%	5,819,045
196	JPMBB 2013-C12 E	Jpmbb Commercial Mortgage Securities Trust 2013-C12 3.97908%	0.22%	1,235,000
197	GNR 2021-182 TI	Government National Mortgage Association 3.5%	0.22%	4,333,777
198	MSBAM 2013-C9 C	Morgan Stanley Bank Of America Merrill Lynch Trust 3.71766%	0.22%	946,000
199	GNR 2015-H14 AI	Government National Mortgage Association 2.67578%	0.22%	19,837,058
200	SCRT 2018-3 M	Freddie Mac Seasoned Credit Risk Transfer Trust Series 2017-2 4.75%	0.22%	876,000
201	CD 2019-CD8 D	Cd 2019-Cd8 Mortgage Trust 3%	0.21%	1,450,000
202	BANK 2024-BNK48 XA	BANK 2024-BNK48 1.14787%	0.21%	9,778,123
203	GNR 2020-47 SA	Government National Mortgage Association 1.5868%	0.21%	9,438,410
204	MSBAM 2014-C19 D	Morgan Stanley Bank of America Merrill Lynch Trust Series 2014-C19 3.25%	0.21%	954,000
205	BBCMS 2025-C32 XA	BBCMS MORTGAGE TRUST 2025-C32 1.12959%	0.21%	9,300,000
206	CAS 2019-R03 1B1	Federal National Mortgage Association 8.56546%	0.21%	754,310
207	MSBAM 2015-C24 D	Morgan Stanley Bank Of America Merrill Lynch Trust 3.257%	0.21%	903,000
208	LHOME 2023-RTL4 A1	LHOME MORTGAGE TRUST 2023-RTL4 7.628%	0.20%	781,000
209	WFCM 2018-C46 C	WELLS FARGO COMMERCIAL MORTGAGE TRUST 4.96787%	0.20%	868,000
210	JPMBB 2014-C18 B	JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 4.51035%	0.20%	807,991
211	WFRBS 2014-C23 B	WFRBS COMMERCIAL MORTGAGE TRUST 4.29403%	0.20%	842,000
212	GNR 2017-H03 KI	Government National Mortgage Association 2.00756%	0.20%	10,748,630
213	TPMT 2019-2 A2	TOWD POINT MORTGAGE TRUST 3.75%	0.20%	862,000
214	STACR 2019-HQA2 B2	Federal Home Loan Mortgage Corp. 15.71546%	0.20%	637,000
215	GNR 2019-125 SG	Government National Mortgage Association 1.6368%	0.20%	7,357,578
216	LNSTR 2017-5 A5	Lstar Commercial Mortgage Trust 2017-5 3.549%	0.20%	796,000
217	COMM 2017-COR2 D	Commercial Mortgage Trust 2017 3%	0.19%	882,000
218	GNR 2016-H27 GI	Government National Mortgage Association 2.382%	0.19%	13,895,300
219	GNR 2016-H07 PI	Government National Mortgage Association 2.26141%	0.19%	12,953,301
220	GNR 2023-173 ES	Government National Mortgage Association 2.5769%	0.19%	11,602,562
221	MSC 2012-C4 E	Morgan Stanley Capital I Trust 2011-C2 5.33593%	0.19%	1,938,000
222	GNR 2024-11 S	Government National Mortgage Association 2.0269%	0.19%	12,609,655
223	BMARK 2018-B3 D	Benchmark 2018-B3 Commercial M 3.05333%	0.19%	1,141,000
224	BMARK 2019-B11 D	Benchmark 2020-B16 Mortgage Trust 3%	0.19%	1,556,000
225	FHR 4915 SD	Federal Home Loan Mortgage Corp. 1.58454%	0.19%	7,811,831
226	FHR 5003 DS	Federal Home Loan Mortgage Corp. 1.63454%	0.19%	6,408,934
227	MSBAM 2013-C12 D	Morgan Stanley Bank Of America Merrill Lynch Trust 4.80287%	0.19%	800,000
228	NYMT 2022-BPL1 A1	NYMT LOAN TRUST SERIES 2022-BPL1 3.967%	0.19%	724,742
229	JPMDB 2018-C8 C	Jpmdb Commercial Mortgage Secu 4.75642%	0.19%	835,000
230	WFRBS 2012-C9 E	WFRBS Commercial Mortgage Trust 2011-C2 4.87614%	0.18%	735,174
231	FHS 406 F30	Federal Home Loan Mortgage Corp. 5.50098%	0.18%	705,254
232	BANK5 2024-5YR10 XA	BANK5 2024-5YR10 1.19085%	0.18%	14,918,186
233	CGCMT 2015-GC27 E	Citigroup Commercial Mortgage Trust 3%	0.18%	883,000
234	GSMS 2010-C1 D	Gs Mortgage Securities Trust 2010-C1 6.36256%	0.18%	742,000
235	GNR 2017-H08 GI	Government National Mortgage Association 1.51855%	0.18%	7,975,151
236	FNR 2019-51 SA	Federal National Mortgage Association 1.58454%	0.18%	6,444,425
237	CSAIL 2015-C2 C	CSAIL 2017-C8 Commercial Mortgage Trust 4.16685%	0.18%	763,000
238	PFP 2022-9 AS	PFP 2022-9 LTD 7.08847%	0.18%	687,000
239	PRMI 2024-CMG1 A1	PRMI SECURITIZATION TRUST 2024-CMG1 5.985%	0.18%	687,187
240	FHR 4326 GS	Federal Home Loan Mortgage Corp. 1.52898%	0.18%	7,706,325
241	GNR 2019-121 SD	Government National Mortgage Association 1.5868%	0.18%	7,186,452
242	COMM 2013-CR7 D	Commercial Mortgage Trust 4.24278%	0.17%	722,705
243	MSBAM 2012-C6 E	Morgan Stanley Bank of America Merrill Lynch Trust 2012-C6 4.49562%	0.17%	1,677,000
244	BMARK 2024-V10 XA	BENCHMARK 2024-V10 MORTGAGE TRUST 1.30553%	0.17%	12,778,791
245	GNR 2015-H22 AI	Government National Mortgage Association 2.47202%	0.17%	14,166,962
246	ARRW 2019-3 M1	Arroyo Mortgage Trust 2019-3 4.204%	0.17%	750,000
247	CD 2017-CD3 C	CD 2017 Cd3 Mortgage Trust 4.536%	0.17%	1,638,000
248	CSAIL 2015-C2 D	CSAIL 2017-C8 Commercial Mortgage Trust 4.16685%	0.17%	838,000
249	LHOME 2023-RTL2 A1	LHOME MORTGAGE TRUST 2023-RTL2 8%	0.17%	641,000
250	GNR 2012-136 IO	Government National Mortgage Association 3.5%	0.16%	4,720,068
251	GNR 2013-39 IJ	Government National Mortgage Association 4.5%	0.16%	3,969,339
252	MFRA 2024-NPL1 A1	MFA 2024-NPL1 LLC 6.33%	0.16%	626,997
253	COMM 2013-LC6 E	Commercial Mortgage Trust 3.5%	0.16%	701,000
254	GNR 2011-156 SK	Government National Mortgage Association 2.1868%	0.16%	5,078,131
255	MSBAM 2017-C34 C	Morgan Stanley Bank Of America Merrill Lynch Trust 4.17078%	0.16%	751,000
256	GNR 2016-80 SD	Government National Mortgage Association 1.6868%	0.16%	5,759,939
257	BMARK 2018-B1 C	Benchmark 2020-B16 Mortgage Trust 4.20425%	0.16%	718,000
258	GNR 2016-H24 IO	Government National Mortgage Association 2.13311%	0.16%	9,433,371
259	BANK 2018-BN11 D	Bank 2018-Bnk12 3%	0.16%	839,000
260	FNR 2015-58 KI	Federal National Mortgage Association 6%	0.16%	3,555,182
261	CFCRE 2016-C7 A3	Cfcre 2016 C7 Mortgage Trust 3.8385%	0.16%	624,000
262	COMM 2014-UBS5 AM	COMM MORTGAGE TRUST 4.193%	0.16%	619,728
263	COMM 2014-CR17 B	Comm 2014-Ccre17 Mortgage Trust 4.377%	0.16%	620,434
264	GNR 2015-89 LI	Government National Mortgage Association 5%	0.15%	3,181,483
265	BMO 2024-5C6 XA	BMO 2024-5C6 MORTGAGE TRUST 1.3533%	0.15%	11,399,161
266	WFCM 2015-C31 A4	WELLS FARGO COMMERCIAL MORTGAGE TRUST 3.695%	0.15%	603,000
267	GSMBS 2024-RPL4 A1	GS MORTGAGE-BACKED SECURITIES TRUST 2024-RPL4 3.9%	0.15%	610,683
268	n/a	Swptn Sofr 3yx10y P 3.428 Usd 08/13/2027 Ba	0.15%	23,866,000
269	CSAIL 2015-C1 C	CSAIL 2017-C8 Commercial Mortgage Trust 4.01801%	0.15%	644,000
270	GNR 2015-H20 CI	Government National Mortgage Association 2.67785%	0.15%	11,839,450
271	JPMDB 2018-C8 B	Jpmdb Commercial Mortgage Secu 4.5216%	0.15%	636,000
272	BMARK 2024-V11 XA	BENCHMARK 2024-V11 MORTGAGE TRUST 0.56026%	0.15%	23,289,000
273	GNR 2016-H13 IK	Government National Mortgage Association 2.67412%	0.15%	6,624,798
274	GNR 2020-112 MS	Government National Mortgage Association 1.8868%	0.15%	4,593,153
275	CAS 2016-C06 1B	Federal National Mortgage Association 13.71546%	0.14%	502,991
276	GNR 2016-H23 NI	Government National Mortgage Association 2.71296%	0.14%	13,693,025
277	GNR 2016-H19 AI	Government National Mortgage Association 2.95048%	0.14%	12,892,642
278	GNR 2013-87 SA	Government National Mortgage Association 1.7868%	0.14%	5,890,456
279	BBCMS 2019-C5 F	BBCMS MORTGAGE TRUST 2.5742%	0.14%	1,001,000
280	GNR 2019-110 SQ	Government National Mortgage Association 1.6368%	0.14%	5,188,167
281	WFCM 2016-BNK1 C	Wells Fargo Commercial Mortgage Trust 2012-Lc5 3.071%	0.14%	790,000
282	GNR 2013-34 HI	Government National Mortgage Association 4.5%	0.14%	3,022,359
283	CD 2017-CD3 B	CD 2017 Cd3 Mortgage Trust 3.984%	0.14%	826,000
284	FHR 5391 FC	FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD 5.45098%	0.14%	523,799
285	CAS 2016-C03 2B	Federal National Mortgage Association 17.21546%	0.14%	466,104
286	FNR 2023-57 SC	Federal National Mortgage Association 1.53454%	0.13%	5,685,124
287	GNR 2015-53 MI	Government National Mortgage Association 4%	0.13%	2,759,007
288	GRADE 2024-RTL6 A1	SALUDA GRADE ALTERNATIVE MORTGAGE TRUST 2024-RTL6 7.439%	0.13%	509,000
289	PFP 2023-10 AS	PFP 2023-10 Ltd / PFP 2023-10 LLC 7.32566%	0.13%	507,000
290	WFCM 2015-C30 D	Wells Fargo Commercial Mortgage Trust 2015-C30 4.48846%	0.13%	522,500
291	WFCM 2015-NXS3 A4	Wells Fargo Commercial Mortgage Trust 2015-Nxs3 3.617%	0.13%	508,000
292	WFCM 2017-RB1 D	Wells Fargo Commercial Mortgage Trust 2017-RB1 3.401%	0.13%	991,000
293	GNR 2009-121 CI	Government National Mortgage Association 4.5%	0.13%	2,856,513
294	JPMCC 2017-JP7 D	JPMCC Commercial Mortgage Securities Trust 2015-Jp1 4.42499%	0.13%	859,000
295	BDS 2021-FL9 A	BDS 2021-FL9 LTD 5.4832%	0.13%	485,405
296	CD 2017-CD3 D	CD 2017 Cd3 Mortgage Trust 3.25%	0.13%	2,287,000
297	COMM 2014-CR19 D	Commercial Mortgage Trust 4.51148%	0.12%	506,415
298	JPMCC 2013-LC11 B	JP Morgan Commercial Mortgage Finance Corp 3.4986%	0.12%	578,000
299	GNR 2021-59 SM	Government National Mortgage Association 1.8868%	0.12%	3,854,242
300	WAMU 2005-AR8 2AC2	Washington Mutual Mortgage Pass-Through Certificates 5.34512%	0.12%	480,782
301	GNR 2023-128 ES	Government National Mortgage Association 1.5269%	0.11%	7,612,477
302	JPMBB 2013-C12 D	Jpmbb Commercial Mortgage Securities Trust 2013-C12 3.97908%	0.11%	478,000
303	GNR 2023-24 SQ	Government National Mortgage Association 1.8769%	0.11%	7,141,386
304	WFHET 2007-2 A3	Wells Fargo Home Equity Asset Backed Securities 4.88512%	0.11%	432,121
305	GNR 2017-H06 MI	Government National Mortgage Association 1.30408%	0.11%	10,233,408
306	GNR 2019-158 AS	Government National Mortgage Association 1.73035%	0.11%	4,675,690
307	CAS 2021-R02 2M2	CONNECTICUT AVENUE SECURITIES TRUST 6.35098%	0.10%	400,000
308	STACR 2019-FTR3 B2	Federal Home Loan Mortgage Corp. 9.48327%	0.10%	371,000
309	BMARK 2019-B15 XA	BENCHMARK MORTGAGE TRUST 0.80207%	0.10%	13,564,444
310	MFRA 2023-NQM3 A1	MFA 2023-NQM3 TRUST 6.617%	0.10%	397,383
311	STACR 2022-DNA3 B2	Freddie Mac Stacr Remic Trust 14.10098%	0.10%	350,000
312	JPMDB 2017-C5 C	JPMDB COMMERCIAL MORTGAGE SECURITIES TRUST 4.5122%	0.10%	590,000
313	RCMT 2022-FL9 A	Ready Capital Mortgage Financing 2022-FL9 LLC 6.77764%	0.10%	394,256
314	GNR 2016-H18 QI	Government National Mortgage Association 3.29589%	0.10%	7,619,105
315	BPACE 2023-1A A	Bayview Opportunity Master Fund VII 2023-CPACE1 LLC 6.93%	0.10%	388,763
316	GNR 2015-H10 HI	Government National Mortgage Association 1.65736%	0.10%	7,935,722
317	GNR 2014-76 IO	Government National Mortgage Association 5%	0.10%	1,798,498
318	SGCP 2022-FL4 A	SHELTER GROWTH CRE 2022-FL4 ISSUER LTD 6.5964%	0.10%	374,960
319	WFCM 2020-C57 C	WELLS FARGO COMMERCIAL MORTGAGE TRUST 4.02302%	0.10%	418,000
320	GNR 2018-H19 JI	Government National Mortgage Association 2.66236%	0.09%	9,855,447
321	GNR 2014-H21 AI	Government National Mortgage Association 1.87333%	0.09%	10,232,066
322	CAS 2020-R01 1B1	CONNECTICUT AVENUE SECURITIES TRUST 7.71546%	0.09%	347,000
323	GNR 2015-H13 AI	Government National Mortgage Association 2.33443%	0.09%	7,436,380
324	GNR 2016-75 LI	Government National Mortgage Association 6%	0.09%	2,244,902
325	STACR 2015-DNA3 B	Federal Home Loan Mortgage Corp. 13.81546%	0.09%	328,285
326	STACR 2019-DNA2 B2	Federal Home Loan Mortgage Corp. 14.96546%	0.09%	282,000
327	FNR 2018-20 SB	Federal National Mortgage Association 1.78454%	0.09%	4,049,768
328	GNR 2016-H10 AI	Government National Mortgage Association 1.3168%	0.08%	14,488,696
329	GSMS 2017-GS5 D	SG Mortgage Securities Trust 2006-FRE1 3.509%	0.08%	1,021,000
330	CAS 2020-R02 2B1	CONNECTICUT AVENUE SECURITIES TRUST 7.46546%	0.08%	311,000
331	COMM 2014-UBS4 C	Comm 2014-UBS4 Mortgage Trust 4.71619%	0.08%	397,060
332	FHR 4136 IQ	Federal Home Loan Mortgage Corp. 3.5%	0.08%	2,795,394
333	GNR 2017-H04 BI	Government National Mortgage Association 1.49537%	0.08%	7,212,359
334	COMM 2014-UBS3 C	COMM MORTGAGE TRUST 4.65642%	0.08%	409,000
335	HVMLT 2005-2 1A	Harborview Mtg Loan Trust 4.9332%	0.07%	950,271
336	GNR 2013-182 SP	Government National Mortgage Association 2.2868%	0.07%	2,413,128
337	MSBAM 2014-C16 B	Morgan Stanley Bank Of America Merrill Lynch Trust 4.30472%	0.07%	272,134
338	GNR 2015-H04 AI	Government National Mortgage Association 1.27883%	0.07%	8,644,182
339	GNR 2016-H03 AI	Government National Mortgage Association 1.42997%	0.07%	7,342,671
340	COMM 2014-UBS4 D	Comm 2014-UBS4 Mortgage Trust 4.77869%	0.07%	757,000
341	GNR 2015-H23 TI	Government National Mortgage Association 1.99845%	0.07%	8,719,561
342	JPMCC 2013-LC11 D	JP Morgan Commercial Mortgage Finance Corp 4.41697%	0.06%	933,000
343	GNR 2013-51 QI	Government National Mortgage Association 5%	0.06%	2,141,526
344	BALTA 2005-8 21A1	Bear Stearns Alt-A Trust 2004-12 5.66805%	0.06%	284,391
345	COMM 2013-CR13 C	Commercial Mortgage Trust 5.09296%	0.06%	248,766
346	GNR 2015-H16 XI	Government National Mortgage Association 2.66124%	0.06%	4,246,122
347	GNR 2014-182 BI	Government National Mortgage Association 4%	0.06%	3,529,122
348	GNR 2017-H08 NI	Government National Mortgage Association 1.41287%	0.06%	6,848,410
349	GNR 2017-H10 MI	Government National Mortgage Association 1.16222%	0.06%	7,714,073
350	GNR 2017-H09 IO	Government National Mortgage Association 1.21135%	0.05%	7,364,747
351	GNR 2017-H23 BI	Government National Mortgage Association 1.94849%	0.05%	5,789,298
352	GNR 2016-H24 JI	Government National Mortgage Association 2.45969%	0.05%	3,718,456
353	GNR 2014-119 SA	Government National Mortgage Association 1.1868%	0.05%	2,683,093
354	HOMES 2024-NQM1 A1	HOMES 2024-NQM1 TRUST 5.915%	0.05%	194,969
355	GNR 2016-H06 DI	Government National Mortgage Association 2.06579%	0.05%	6,801,770
356	SAMI 2006-AR7 A1BG	Structured Asset Mortgage Investments Inc 4.54512%	0.05%	200,038
357	COMM 2018-COR3 D	Commercial Mortgage Trust 2.81381%	0.04%	499,000
358	n/a	Swptn Sofr 5Yx5y P 3.61 Usd 10/09/2029 Ba	0.04%	17,140,800
359	BALTA 2005-10 11A1	Bear Stearns Alt-A Trust 2004-12 4.92512%	0.04%	173,274
360	FNR 2018-51 BI	Federal National Mortgage Association 5.5%	0.04%	2,418,259
361	MSBAM 2013-C10 F	Morgan Stanley Bank of America Merrill Lynch Trust 2013-C10 3.98086%	0.04%	2,316,000
362	CGCMT 2015-GC27 C	Citigroup Commercial Mortgage Trust 4.38491%	0.04%	142,349
363	GNR 2020-H05 BI	Government National Mortgage Association 2.31039%	0.04%	2,874,932
364	n/a	Swptn Sofr 1Yx5y P 4.0 Usd 12/08/2025 Ci	0.03%	21,637,500
365	FHR 3408 EK	FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD 7.60104%	0.03%	108,873
366	GNR 2020-H18 DI	Government National Mortgage Association 2.34707%	0.03%	2,064,967
367	FNR 2008-24 SP	Federal National Mortgage Association 6.90998%	0.02%	94,684
368	VMC 2021-FL4 A	VMC FINANCE LLC 5.5132%	0.02%	89,195
369	MSBAM 2012-C6 G	Morgan Stanley Bank of America Merrill Lynch Trust 2012-C6 4.5%	0.02%	1,288,000
370	FNR 2008-53 DO	Federal National Mortgage Association 0%	0.02%	69,622
371	GNR 2015-52 KI	Government National Mortgage Association 3.5%	0.01%	868,472
372	GNR 2010-20 SC	Government National Mortgage Association 1.7368%	0.01%	374,481
373	GNR 2014-174 AI	Government National Mortgage Association 3%	0.01%	926,494
374	FNR 2003-34 P1	Federal National Mortgage Association 0%	0.01%	31,184
375	MSAC 2004-HE9 M2	Morgan Stanley ABS Capital I Inc. Trust 2004-NC1 5.35512%	0.01%	27,058
376	WFCM 2020-C56 A2	WELLS FARGO COMMERCIAL MORTGAGE TRUST 2.498%	0.01%	24,638
377	FHR 3391 PO	FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD 0%	0.00%	20,114
378	FNR 2011-123 KS	Federal National Mortgage Association 2.13454%	0.00%	197,760
379	FNW 2003-W3 1A4	Federal National Mortgage Association 4.74578%	0.00%	13,830
380	FNR 2012-104 HI	Federal National Mortgage Association 4%	0.00%	501,561
381	GNR 2014-102 IG	Government National Mortgage Association 3.5%	0.00%	356,643
382	FHR 3117 AF	Federal Home Loan Mortgage Corp. 0%	0.00%	10,596
383	FSPC T-57 2A1	Federal Home Loan Mortgage Corp. 4.87559%	0.00%	9,255
384	FHR 4018 DI	Federal Home Loan Mortgage Corp. 4.5%	0.00%	265,882
385	FNW 2003-W14 2A	Federal National Mortgage Association 4.83181%	0.00%	5,893
386	FSPC T-59 2A1	FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD 3.95905%	0.00%	4,770
387	FNR 2001-79 BI	Federal National Mortgage Association 0.24689%	0.00%	488,517
388	FNW 2004-W2 4A	Federal National Mortgage Association 4.7079%	0.00%	2,488
389	FNW 2004-W7 A2	Federal National Mortgage Association 8.39674%	0.00%	2,177
390	FHS 304 C37	Federal Home Loan Mortgage Corp. 3.5%	0.00%	88,254
391	FNR 2007-14 KO	Federal National Mortgage Association 0%	0.00%	2,119
392	FHR 3369 BO	Federal Home Loan Mortgage Corp. 0%	0.00%	1,139
393	G2 8913	Government National Mortgage Association 4.625%	0.00%	750
394	FNR 2006-84 OT	Federal National Mortgage Association 0%	0.00%	733
395	FNW 2003-W11 A1	Federal National Mortgage Association 7.891%	0.00%	213
396	GN 645703	Government National Mortgage Association 5.5%	0.00%	83
397	n/a	Swptn Sofr 9yx10y R 3.1 Usd 12/02/2032 Bc	-0.00%	1,161,400
398	n/a	Cmb Cmbx.Na.Bb.6 2063-05-11 500.0 05/11/2063 Gs	-0.00%	18,916
399	n/a	Cmb Cmbx.Na.Bb.10 2059-11-17 500.0 11/17/2059 Cg	-0.00%	14,000
400	n/a	Cmb Cmbx.Na.Bbb-.16 2065-04-17 300.0 04/17/2065 Ms	-0.00%	69,000
401	n/a	Cmb Cmbx.Na.Bb.10 2059-11-17 500.0 11/17/2059 Ml	-0.00%	31,000
402	n/a	Cmb Cmbx.Na.Bbb-.16 2065-04-17 300.0 04/17/2065 Cg	-0.00%	140,000
403	n/a	Cmb Cmbx.Na.Bbb-.16 2065-04-17 300.0 04/17/2065 Gs	-0.00%	141,000
404	n/a	Cmb Cmbx.Na.Bb.6 2063-05-11 500.0 05/11/2063 Jp	-0.01%	110,431
405	n/a	Cmb Cmbx.Na.Bb.8 2057-10-17 500.0 10/17/2057 Cg	-0.01%	60,578
406	n/a	Swptn Sofr 6Mx10y R 3.15 Usd 07/03/2025 Gs	-0.01%	31,456,700
407	n/a	Cmb Cmbx.Na.Bb.8 2057-10-17 500.0 10/17/2057 Gs	-0.01%	121,156
408	n/a	Cmb Cmbx.Na.A.13 2072-12-16 200.0 12/16/2072 Ml	-0.02%	1,013,000
409	n/a	Cmb Cmbx.Na.A.13 2072-12-16 200.0 12/16/2072 Ml	-0.02%	1,013,000
410	n/a	Cmb Cmbx.Na.Bbb-.8 2057-10-17 300.0 10/17/2057 Cg	-0.02%	644,786
411	n/a	Swptn Sofr 6mx10y R 3.1 Usd 06/13/2025 Ba	-0.02%	31,456,700
412	n/a	Swptn Sofr 1Yx5y P 4.5 Usd 12/08/2025 Ci	-0.03%	43,275,000
413	n/a	Swptn Sofr 6Mx10y R 3.85 Usd 07/03/2025 Gs	-0.03%	31,456,700
414	n/a	Swptn Sofr 6mx10y R 3.0 Usd 05/27/2025 Ba	-0.03%	31,456,700
415	n/a	Cmb Cmbx.Na.Bbb-.8 2057-10-17 300.0 10/17/2057 Ms	-0.04%	1,047,778
416	n/a	Cmb Cmbx.Na.Bb.10 2059-11-17 500.0 11/17/2059 Cg	-0.04%	348,000
417	n/a	Cmb Cmbx.Na.Bb.10 2059-11-17 500.0 11/17/2059 Cg	-0.04%	349,000
418	n/a	Cmb Cmbx.Na.Bb.10 2059-11-17 500.0 11/17/2059 Jp	-0.04%	360,000
419	n/a	Cmb Cmbx.Na.Bb.6 2063-05-11 500.0 05/11/2063 Cg	-0.04%	747,454
420	n/a	Swptn Sofr 5Yx5y R 3.61 Usd 10/09/2029 Ba	-0.05%	17,140,800
421	n/a	Cmb Cmbx.Na.Bb.6 2063-05-11 500.0 05/11/2063 Ml	-0.05%	853,795
422	n/a	Swptn Sofr 6Mx10y R 3.7 Usd 07/03/2025 Gs	-0.06%	62,913,400
423	n/a	Cmb Cmbx.Na.Bb.13 2072-12-16 500.0 12/16/2072 Ms	-0.07%	822,000
424	n/a	Swptn Sofr 3yx10y P 4.225 Usd 11/23/2026 Ba	-0.07%	26,602,700
425	n/a	Cmb Cmbx.Na.Bbb-.10 2059-11-17 300.0 11/17/2059 Ms	-0.08%	1,792,000
426	n/a	Swptn Sofr 8yx20y R 1.945 Usd 06/09/2031 Bc	-0.08%	12,539,500
427	n/a	Swptn Sofr 5yx30y R 2.35 Usd 03/12/2029 Gs	-0.09%	13,681,500
428	n/a	Swptn Sofr 6mx10y R 3.8 Usd 06/13/2025 Ba	-0.09%	31,456,700
429	n/a	Cmb Cmbx.Na.Bbb-.10 2059-11-17 300.0 11/17/2059 Cg	-0.10%	2,354,000
430	n/a	Swptn Sofr 6mx10y R 3.7 Usd 05/27/2025 Ba	-0.12%	31,456,700
431	n/a	3.75 R Iswp Fwd Sofr P 03/19/2030	-0.13%	40,284,000
432	n/a	3.55 R Iswp Fwd Sofr P 03/19/2055	-0.14%	6,918,000
433	n/a	Swptn Sofr 3yx10y R 3.725 Usd 11/23/2026 Ba	-0.14%	26,602,700
434	n/a	Swptn Sofr 6mx10y R 3.65 Usd 06/13/2025 Ba	-0.14%	62,913,400
435	n/a	Swptn Sofr 3yx10y R 3.428 Usd 08/13/2027 Ba	-0.18%	23,866,000
436	n/a	Cmb Cmbx.Na.Bbb-.12 2061-08-17 300.0 08/17/2061 Cg	-0.18%	4,531,000
437	n/a	Swptn Sofr 6mx10y R 3.55 Usd 05/27/2025 Ba	-0.20%	62,913,400
438	n/a	Cmb Cmbx.Na.Bb.8 2057-10-17 500.0 10/17/2057 Ms	-0.22%	2,017,705
439	n/a	Cmb Cmbx.Na.Bb.13 2072-12-16 500.0 12/16/2072 Cg	-0.32%	3,893,000
440	n/a	3.85 R Iswp Fwd Sofr P 03/19/2027	-0.56%	636,843,000
441	n/a	3.75 R Iswp Fwd Sofr P 03/19/2035	-0.95%	131,974,000
442	n/a	Future on 2 Year Treasury Note	-17.75%	335
443	n/a	Net Cash	-102.17%	396,623,647

As of Jan 31, 2025

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Asset Class	% Weight
Bond	199.06%
Other	-2.46%
Cash	-96.61%

Sector	% Weight
United States	53.75%
Other	46.25%