PMRPX Holdings List

As of Dec 2, 2024

No.	Symbol	Name	% Weight	Shares
1	n/a	Federal Home Loan Mortgage Corp. 5.5%	13.75%	30,880,336
2	n/a	Offset: Derivative	10.65%	n/a
3	FNCL 6.5 1.12	Federal National Mortgage Association 6.5%	9.02%	19,850,000
4	FNCL 3 2.12	Federal National Mortgage Association 3%	6.51%	16,800,000
5	n/a	FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD 5.834%	6.08%	13,662,385
6	n/a	Federal National Mortgage Association 6.1889%	5.37%	12,000,000
7	FNCL 2 1.14	Federal National Mortgage Association 2%	5.17%	14,500,000
8	FNCL 3.5 1.12	Federal National Mortgage Association 3.5%	5.03%	12,500,000
9	n/a	Federal Home Loan Mortgage Corp. 6%	4.66%	10,279,317
10	FNCL 2.5 1.12	Federal National Mortgage Association 2.5%	4.65%	12,500,000
11	n/a	FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD 6%	4.38%	9,943,937
12	G2SF 3 12.11	Government National Mortgage Association 3%	4.33%	11,000,000
13	n/a	U S Treasury Repo	4.04%	9,100,000
14	n/a	Federal Home Loan Mortgage Corp. 6%	3.97%	8,793,060
15	G2SF 4.5 12.11	Government National Mortgage Association 4.5%	3.00%	7,000,000
16	FNCL 4.5 1.12	Federal National Mortgage Association 4.5%	2.90%	6,800,000
17	G2SF 2.5 1.13	Government National Mortgage Association 2.5%	2.66%	7,000,000
18	FN FS4805	Fnma Pass-Thru I 5.5%	2.59%	5,837,348
19	G2SF 2 12.13	Government National Mortgage Association 2%	2.55%	7,000,000
20	FNCI 3 12.11	Federal National Mortgage Association 3%	2.51%	6,000,000
21	FNCL 7 12.11	Federal National Mortgage Association 7%	2.30%	5,000,000
22	FNCL 4 12.11	Federal National Mortgage Association 4%	2.28%	5,500,000
23	G2SF 5 12.11	Government National Mortgage Association 5%	2.19%	5,000,000
24	BGCLO 19A A1RR	Birch Grove Clo Ltd/Llc 6.2375%	2.10%	4,700,000
25	n/a	Federal Home Loan Mortgage Corp. 5%	2.08%	4,763,317
26	G2SF 3.5 1.12	Government National Mortgage Association 3.5%	2.03%	5,000,000
27	G2SF 3 1.12	Government National Mortgage Association 3%	1.97%	5,000,000
28	FNCI 2 12.12	Federal National Mortgage Association 2%	1.96%	4,935,000
29	G2SF 2.5 12.12	Government National Mortgage Association 2.5%	1.90%	5,000,000
30	G2SF 2 1.14	Government National Mortgage Association 2%	1.83%	5,000,000
31	n/a	Federal Home Loan Mortgage Corp. 5.5%	1.78%	4,000,000
32	n/a	Federal Home Loan Mortgage Corp. 5%	1.59%	3,612,087
33	FN FM9966	Fnma Pass-Thru I 3.5%	1.41%	3,406,331
34	n/a	Fnma Pass-Thru I 5%	1.38%	3,143,025
35	G2SF 5.5 12.11	Government National Mortgage Association 5.5%	1.33%	3,000,000
36	FNCI 4.5 12.11	Federal National Mortgage Association 4.5%	1.32%	3,000,000
37	n/a	Government National Mortgage Association 4%	0.93%	2,218,907
38	G2SF 5 1.12	Government National Mortgage Association 5%	0.87%	2,000,000
39	G2SF 4 12.11	Government National Mortgage Association 4%	0.83%	2,000,000
40	n/a	Government National Mortgage Association 4%	0.83%	1,976,449
41	n/a	JP MORGAN MORTGAGE TRUST 5%	0.78%	1,924,188
42	FN BZ1178	Fnma Pass-Thru I 5.81%	0.78%	1,700,000
43	FN MA5097	Federal National Mortgage Association 4.5%	0.76%	1,751,366
44	n/a	Federal Home Loan Mortgage Corp. 6%	0.76%	1,697,250
45	n/a	Government National Mortgage Association 6.021%	0.75%	1,673,335
46	n/a	Federal Home Loan Mortgage Corp. 6.5%	0.71%	1,541,043
47	n/a	Government National Mortgage Association 5.6608%	0.67%	1,504,882
48	G2SF 5.5 1.12	Government National Mortgage Association 5.5%	0.67%	1,500,000
49	FN BS8743	Fnma Pass-Thru I 4.68%	0.66%	1,479,733
50	GNR 2024-H02 FJ	Government National Mortgage Association 5.7608%	0.66%	1,474,083
51	COMM 2021-2400 A	Comm 2021-2400 Mortgage Trust 6.0245%	0.61%	1,438,636
52	FN FS0900	Fnma Pass-Thru I 3.5%	0.56%	1,341,839
53	n/a	Government National Mortgage Association 5.1628%	0.55%	1,235,549
54	ARCLO 2021-FL4 A	ARBOR REALTY COMMERCIAL REAL ESTATE NOTES 2021-FL4 LTD. 6.0738%	0.50%	1,136,488
55	n/a	Government National Mortgage Association 4.07%	0.49%	1,116,747
56	n/a	Government National Mortgage Association 6.1808%	0.47%	1,053,526
57	G2SF 6.5 12.11	Government National Mortgage Association 6.5%	0.45%	1,000,000
58	G2SF 6 12.11	Government National Mortgage Association 6%	0.45%	1,000,000
59	n/a	10 Year Treasury Note Future Mar 25	0.44%	900,000
60	FNCI 4 12.11	Federal National Mortgage Association 4%	0.43%	1,000,000
61	n/a	5 Year Treasury Note Future Mar 25	0.43%	900,000
62	FNCI 3.5 12.11	Federal National Mortgage Association 3.5%	0.42%	1,000,000
63	G2SF 4 1.12	Government National Mortgage Association 4%	0.42%	1,000,000
64	n/a	Federal National Mortgage Association 3.5%	0.42%	1,006,753
65	GSMS 2018-TWR A	GS MORTGAGE SECURITIES CORPORATION TRUST 5.807%	0.41%	1,100,000
66	FNCI 2.5 12.11	Federal National Mortgage Association 2.5%	0.41%	1,000,000
67	GNR 2024-H07 FC	Government National Mortgage Association 5.4108%	0.39%	884,186
68	GN AA6089	Government National Mortgage Association 3%	0.39%	956,344
69	FR RB5162	Federal Home Loan Mortgage Corp. 3%	0.38%	934,470
70	PRET 2022-RN1 A1	PRET 2022-RN1 LLC 3.721%	0.35%	783,034
71	n/a	FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD 4.228%	0.34%	800,000
72	n/a	Fnma Pass-Thru I 4.5%	0.34%	777,543
73	GNR 2020-H15 FD	Government National Mortgage Association 6.021%	0.33%	737,421
74	LHIPO 2019-1A AAA	LA HIPOTECARIA MORTGAGE TRUST 4.25%	0.32%	743,684
75	n/a	Government National Mortgage Association 5.721%	0.31%	703,356
76	GNR 2020-H17 HF	Government National Mortgage Association 6.221%	0.30%	660,657
77	IMSVA 2021-1 GA	IMS Ecuadorian Mortgage 2021-1 Trust 3.4%	0.30%	677,802
78	n/a	Government National Mortgage Association 5.4308%	0.29%	668,231
79	GNR 2018-H07 FD	Government National Mortgage Association 5.271%	0.29%	658,066
80	FN FM3229	Fnma Pass-Thru I 3.5%	0.29%	702,362
81	GNR 2016-H02 FH	Government National Mortgage Association 5.971%	0.29%	642,874
82	n/a	Federal National Mortgage Association 4.5%	0.29%	653,785
83	JPMMT 2021-INV6 A2	J.P. MORGAN MORTGAGE TRUST 2021-INV6 3%	0.28%	745,461
84	FN FS2338	Fnma Pass-Thru I 3%	0.28%	687,907
85	n/a	Federal National Mortgage Association 4.5%	0.27%	627,461
86	n/a	Government National Mortgage Association 5.6608%	0.27%	601,151
87	FN AJ1565	Federal National Mortgage Association 4%	0.26%	617,648
88	n/a	Federal Home Loan Mortgage Corp. 4%	0.26%	617,849
89	n/a	Government National Mortgage Association 3.5%	0.23%	572,089
90	n/a	Federal National Mortgage Association 4%	0.23%	541,069
91	FHS 389 C40	Federal Home Loan Mortgage Corp. 2.5%	0.23%	3,277,734
92	APEXC 2024-1A A1	APEX CREDIT CLO 2024-I LTD 6.4174%	0.22%	500,000
93	DCLO 2024-6A A1	DIAMETER CAPITAL CLO 6 LTD 6.2659%	0.22%	500,000
94	GNRT 3A A2R	Generate Clo 3 Ltd / Generate FRN 6.4474%	0.22%	500,000
95	GNR 2024-H07 JF	Government National Mortgage Association 5.5508%	0.22%	500,561
96	TCW 2024-1A A1	TCW CLO 2024-1 LTD 6.2473%	0.22%	500,000
97	ARES 2015-2A AR3	Ares Xxxiv Clo Ltd 5.9675%	0.22%	500,000
98	KKR 28A AR	KKR CLO 28 LTD 6.0873%	0.22%	500,000
99	TRNTS 2020-12A A1R	Trinitas Clo Xii Ltd / Trinitas Clo FRN 5.9959%	0.22%	500,000
100	G2 784601	Government National Mortgage Association 3.5%	0.22%	529,504
101	FN BL1296	Federal National Mortgage Association 3.575%	0.22%	500,000
102	n/a	Fnma Pass-Thru I 4.5%	0.21%	486,346
103	GN BT0861	Government National Mortgage Association 3%	0.21%	525,103
104	n/a	Government National Mortgage Association 5.8108%	0.20%	450,627
105	n/a	Federal National Mortgage Association 2%	0.20%	532,381
106	FHR 4839 WO	Federal Home Loan Mortgage Corp. 0%	0.20%	680,743
107	FR SC0050	Federal Home Loan Mortgage Corp. 3%	0.20%	484,823
108	GN 783007	Government National Mortgage Association 4.5%	0.20%	454,767
109	AOMT 2024-2 A1	ANGEL OAK MORTGAGE TRUST 2024-2 5.985%	0.19%	435,998
110	LHIPO 2014-1A A1	LA HIPOTECARIA PANAMANIAN MORTGAGE TRUST 3.508%	0.19%	450,198
111	FNCL 3 1.12	Federal National Mortgage Association 3%	0.19%	500,000
112	G2 784295	Government National Mortgage Association 3.5%	0.19%	467,967
113	n/a	Federal Home Loan Mortgage Corp. 4%	0.19%	466,853
114	B 0 12.17.24	United States Treasury Bills 0%	0.18%	417,000
115	n/a	Government National Mortgage Association 5.971%	0.18%	412,140
116	GNR 2022-H26 DF	Government National Mortgage Association 5.7808%	0.18%	404,840
117	n/a	Federal Home Loan Mortgage Corp. 7%	0.18%	384,296
118	FR ZT1858	Federal Home Loan Mortgage Corp. 4.5%	0.18%	414,962
119	ANCHC 2024-28A A	ANCHORAGE CAPITAL CLO 28 LTD 6.3174%	0.18%	400,000
120	n/a	Cash Collateral Cme Bpg Usd	0.17%	388,000
121	n/a	Federal Home Loan Mortgage Corp. 4%	0.17%	399,256
122	FN CA6424	Fnma Pass-Thru I 3%	0.17%	431,899
123	LHIPO 2016-1A A	LA HIPOTECARIA EL SALVADORIAN MORTGAGE TRUST 3.3575%	0.17%	400,362
124	n/a	Federal National Mortgage Association 3.5%	0.16%	375,075
125	G2 MA0782	Government National Mortgage Association 3%	0.16%	398,886
126	NRZT 2020-RPL1 A1	NEW RESIDENTIAL MORTGAGE LOAN TRUST 2.75%	0.16%	376,967
127	FG U90133	Federal Home Loan Mortgage Corp. 4%	0.15%	361,993
128	FR ZS8678	Federal Home Loan Mortgage Corp. 2.5%	0.15%	369,177
129	n/a	Government National Mortgage Association 5.651%	0.15%	340,115
130	GN 784208	Government National Mortgage Association 4%	0.15%	347,015
131	FG G67722	Federal Home Loan Mortgage Corp. 5%	0.15%	335,871
132	FN BS8227	Fnma Pass-Thru I 4.59%	0.15%	335,000
133	CWALT 2006-OA11 A1C	Alternative Loan Trust 5.2022%	0.14%	406,864
134	n/a	Federal National Mortgage Association 3.5%	0.14%	334,926
135	FN AL8092	Federal National Mortgage Association 4%	0.14%	329,965
136	B 0 02.06.25	United States Treasury Bills 0%	0.14%	320,000
137	FN AE0715	Federal National Mortgage Association 4%	0.14%	325,071
138	n/a	Federal National Mortgage Association 5.1485%	0.14%	318,074
139	STCP 2023-2A AR	SYCAMORE TREE CLO 2023-2 LTD 6.2974%	0.13%	300,000
140	MCLO 2019-2A A1AR	Marathon Clo 14 Ltd / Marathon Clo 1 FRN 5.9974%	0.13%	300,000
141	CMLTI 2007-AMC1 A1	Citigroup Mortgage Loan Trust Inc. 5.0222%	0.13%	538,437
142	OBX 2022-INV2 A1	OBX 2022-INV2 TRUST 3%	0.13%	344,766
143	FN AL7079	Federal National Mortgage Association 4%	0.13%	302,550
144	n/a	Government National Mortgage Association 5.0608%	0.13%	290,088
145	FNR 2006-118 A2	Federal National Mortgage Association 5.0313%	0.13%	290,365
146	n/a	Federal National Mortgage Association 3%	0.12%	323,923
147	FN FM3340	Fnma Pass-Thru I 3.5%	0.12%	283,092
148	FN MA4660	Federal National Mortgage Association 3%	0.12%	294,555
149	FN BK0935	Federal National Mortgage Association 4%	0.12%	269,547
150	FR ZA5434	Federal Home Loan Mortgage Corp. 3.5%	0.12%	287,790
151	GPMF 2006-AR6 A4	Greenpoint Mortgage Funding Trust 2005 Ar4 5.3822%	0.11%	338,724
152	FG G18641	Federal Home Loan Mortgage Corp. 3%	0.11%	263,004
153	FN 831599	Federal National Mortgage Association 6%	0.11%	239,169
154	n/a	Federal National Mortgage Association 4%	0.11%	323,380
155	FG G06067	Federal Home Loan Mortgage Corp. 5%	0.11%	244,534
156	n/a	Government National Mortgage Association 5.391%	0.11%	250,309
157	n/a	Federal National Mortgage Association 4%	0.11%	251,479
158	n/a	Government National Mortgage Association 3.5%	0.11%	267,648
159	n/a	Federal Home Loan Mortgage Corp. 4.5%	0.11%	241,820
160	GN 784041	Government National Mortgage Association 4%	0.11%	243,807
161	FN AL9380	Federal National Mortgage Association 3%	0.10%	238,598
162	FN MA2964	Federal National Mortgage Association 3%	0.10%	240,785
163	n/a	Federal National Mortgage Association 3.5%	0.10%	248,278
164	FN AL7090	Federal National Mortgage Association 7.102%	0.10%	221,058
165	FN BF0167	Federal National Mortgage Association 3%	0.10%	262,661
166	n/a	Government National Mortgage Association 5.9108%	0.10%	220,946
167	n/a	Government National Mortgage Association 5.621%	0.10%	221,663
168	n/a	Wamu Mortgage Pass-Through CTFS TR 5.7522%	0.10%	254,127
169	n/a	Fnma Pass-Thru I 6%	0.09%	207,519
170	n/a	Federal National Mortgage Association 0%	0.09%	328,291
171	n/a	Federal National Mortgage Association 5.2485%	0.09%	215,686
172	n/a	Federal National Mortgage Association 5.5085%	0.09%	212,262
173	FHR 4832 FW	Federal Home Loan Mortgage Corp. 5.6774%	0.09%	206,734
174	n/a	Morgan Stanley ABS Capital I Inc 4.7722%	0.09%	390,722
175	GSAMP 2007-NC1 A1	GSamp Trust 4.9622%	0.09%	385,819
176	FR WN2175	Federal Home Loan Mortgage Corp. 3.05%	0.09%	221,351
177	HASC 2007-HE1 1A1	HSI Asset Securitization Corporation Trust 4.8422%	0.09%	266,728
178	FN BS8216	Fnma Pass-Thru I 4.49%	0.09%	200,000
179	FWLS 2017-SC01 2A	Federal Home Loan Mortgage Corp. 3.5%	0.09%	226,397
180	n/a	Federal National Mortgage Association 4%	0.09%	204,711
181	n/a	Federal National Mortgage Association 8%	0.09%	179,623
182	n/a	CWALT Alternative Loan Trust 2006-OA16 5.3822%	0.08%	258,909
183	FN BS8096	Fnma Pass-Thru I 4.7%	0.08%	188,000
184	n/a	Federal National Mortgage Association 4.5%	0.08%	189,448
185	GN 697924	Government National Mortgage Association 5%	0.08%	183,592
186	G2 MA3244	Government National Mortgage Association 3.5%	0.08%	200,205
187	n/a	Federal National Mortgage Association 4.5%	0.08%	187,753
188	FN MA3413	Federal National Mortgage Association 4%	0.08%	190,765
189	GNR 2016-H07 FK	Government National Mortgage Association 5.971%	0.08%	184,004
190	FHR 4248 ES	Federal Home Loan Mortgage Corp. 0%	0.08%	199,056
191	FG G01820	Federal Home Loan Mortgage Corp. 5.5%	0.08%	176,551
192	n/a	Federal National Mortgage Association 4%	0.08%	185,599
193	G2 MA3310	Government National Mortgage Association 3.5%	0.08%	193,234
194	FWLS 2017-SC01 1A	Federal Home Loan Mortgage Corp. 3%	0.08%	208,730
195	CMLTI 2024-INV2 A3B	CITIGROUP MORTGAGE LOAN TRUST 2024-INV2 6.5%	0.08%	173,618
196	n/a	Government National Mortgage Association 3%	0.08%	180,384
197	n/a	Government National Mortgage Association 3.5%	0.08%	182,016
198	FG G18644	Federal Home Loan Mortgage Corp. 3%	0.08%	177,233
199	FG G18666	Federal Home Loan Mortgage Corp. 3%	0.07%	175,883
200	FN AB6244	Federal National Mortgage Association 4%	0.07%	171,018
201	FN BS8176	Fnma Pass-Thru I 4.385%	0.07%	166,000
202	FN AL5548	Federal National Mortgage Association 7.086%	0.07%	157,532
203	FH 848812	Federal Home Loan Mortgage Corp. 6.698%	0.07%	157,945
204	FN AD0497	Federal National Mortgage Association 5.5%	0.07%	159,858
205	n/a	Federal National Mortgage Association 0%	0.07%	248,781
206	CWHL 2005-11 3A1	CWMBS Inc 3.7955%	0.07%	215,157
207	n/a	Federal National Mortgage Association 5.2985%	0.07%	161,602
208	n/a	Government National Mortgage Association 3%	0.07%	234,119
209	FHR 4836 PO	Federal Home Loan Mortgage Corp. 0%	0.07%	217,637
210	GNR 2016-H21 AF	Government National Mortgage Association 5.771%	0.07%	158,025
211	n/a	Federal National Mortgage Association 4%	0.07%	162,361
212	CWALT 2005-14 2A1	Cwalt Incorporation 5.1222%	0.07%	169,719
213	FN FM3493	Fnma Pass-Thru I 3.5%	0.07%	160,866
214	AABST 2005-1 M4	Aegis Asset Backed Securities Trust Mortgage Pass Through Certificates Seri	0.07%	159,136
215	FN BS8202	Fnma Pass-Thru I 4.14%	0.07%	156,000
216	G2 BC1920	Government National Mortgage Association 3.5%	0.07%	166,690
217	FHR 4068 UF	Federal Home Loan Mortgage Corp. 5.4201%	0.07%	156,238
218	FR QG8492	Federal Home Loan Mortgage Corp. 5%	0.07%	154,494
219	G2 BE5659	Government National Mortgage Association 4%	0.07%	160,559
220	PLMRS 2022-1A A	PALMER SQUARE CLO 2022-1 LTD 5.9374%	0.07%	150,000
221	FN AB4049	Federal National Mortgage Association 4%	0.07%	155,057
222	FN MA4643	Federal National Mortgage Association 3%	0.07%	165,461
223	FR RB5166	Federal Home Loan Mortgage Corp. 3%	0.06%	162,135
224	GPMF 2006-AR7 1A32	Greenpoint Mortgage Funding Trust 2005 Ar4 5.1022%	0.06%	154,865
225	FN CA1988	Fnma Pass-Thru I 4.5%	0.06%	147,164
226	TPMT 2019-HY2 A1	TOWD POINT MORTGAGE TRUST 5.7022%	0.06%	137,959
227	FN MA4632	Federal National Mortgage Association 3%	0.06%	156,970
228	FR QG7748	Federal Home Loan Mortgage Corp. 5%	0.06%	142,312
229	n/a	Federal Home Loan Mortgage Corp. 6.5%	0.06%	138,049
230	FN MA3060	Federal National Mortgage Association 3%	0.06%	143,475
231	SAST 2007-4 A2	Saxon Asset Securities Trust 6.4522%	0.06%	157,268
232	n/a	Federal Home Loan Mortgage Corp. 2.5%	0.06%	158,951
233	MSM 2007-7AX 2A3	Morgan Stanley ML 5.4222%	0.06%	488,395
234	FN 890362	Federal National Mortgage Association 4.5%	0.06%	132,956
235	GN BA0244	Government National Mortgage Association 4%	0.06%	137,902
236	G2 AA6149	Government National Mortgage Association 3%	0.06%	140,866
237	n/a	Federal National Mortgage Association 3.5%	0.06%	139,227
238	n/a	Government National Mortgage Association 3%	0.06%	143,353
239	G2 AR0791	Government National Mortgage Association 3.5%	0.06%	137,942
240	GN 784010	Government National Mortgage Association 4%	0.06%	129,326
241	n/a	Federal Home Loan Mortgage Corp. 5.5%	0.06%	128,821
242	FN BS8097	Fnma Pass-Thru I 4.7%	0.06%	125,000
243	n/a	Federal Home Loan Mortgage Corp. 3%	0.05%	179,751
244	FN BH0299	Federal National Mortgage Association 4%	0.05%	130,235
245	MFRA 2020-NQM2 A1	MFA 2020-NQM2 TRUST 1.381%	0.05%	128,766
246	FN BH2718	Federal National Mortgage Association 4%	0.05%	130,114
247	n/a	Federal National Mortgage Association 2.5%	0.05%	144,478
248	CSMC 2021-INV1 A3	CSMC 2021-INV1 TRUST 2.5%	0.05%	148,314
249	FN MA3188	Federal National Mortgage Association 3%	0.05%	125,432
250	n/a	Federal National Mortgage Association 4%	0.05%	123,608
251	FN FS0406	Fnma Pass-Thru I 3%	0.05%	132,200
252	n/a	Federal Home Loan Mortgage Corp. 2.5%	0.05%	129,548
253	FNR 2020-54 WF	Federal National Mortgage Association 4.1897%	0.05%	120,959
254	FG T62071	Federal Home Loan Mortgage Corp. 3%	0.05%	131,362
255	n/a	Government National Mortgage Association 6.5%	0.05%	110,837
256	n/a	Fnma Pass-Thru I 6%	0.05%	110,733
257	G2 MA5018	Government National Mortgage Association 3%	0.05%	126,550
258	G2 MA5653	Government National Mortgage Association 5%	0.05%	112,813
259	FN BJ3862	Federal National Mortgage Association 3%	0.05%	120,694
260	G2 MA5764	Government National Mortgage Association 4.5%	0.05%	113,582
261	FNA 2020-M33 X2	Federal National Mortgage Association 2.3491%	0.05%	1,705,141
262	n/a	Federal National Mortgage Association 6.714%	0.05%	106,770
263	n/a	Federal National Mortgage Association 2.944%	0.05%	122,761
264	n/a	Government National Mortgage Association 3%	0.05%	122,653
265	n/a	Federal Home Loan Mortgage Corp. 6%	0.05%	106,119
266	n/a	Government National Mortgage Association 5%	0.05%	105,625
267	GPMF 2006-AR5 A3A2	Greenpoint 06-Ar5 5.1022%	0.05%	116,709
268	FWLS 2015-SC02 1A	Federal Home Loan Mortgage Corp. 3%	0.05%	116,961
269	FN BH4379	Federal National Mortgage Association 4%	0.05%	107,141
270	n/a	Federal National Mortgage Association 4%	0.04%	103,826
271	n/a	Federal Home Loan Mortgage Corp. 1.2799%	0.04%	880,531
272	n/a	Federal National Mortgage Association 3%	0.04%	103,326
273	FHR 4255 SN	Federal Home Loan Mortgage Corp. 0%	0.04%	103,472
274	FNR 2021-3 TI	Federal National Mortgage Association 2.5%	0.04%	570,684
275	n/a	Federal Home Loan Mortgage Corp. 3.5%	0.04%	101,806
276	FN AK2411	Federal National Mortgage Association 4%	0.04%	101,411
277	INDX 2006-AR14 1A3A	Indymac Indx Mortgage Loan Trust 2006 Ar19 5.1022%	0.04%	108,906
278	n/a	Federal Home Loan Mortgage Corp. 4.5%	0.04%	97,915
279	n/a	Federal National Mortgage Association 4%	0.04%	99,556
280	FG G18663	Federal Home Loan Mortgage Corp. 3%	0.04%	100,442
281	GN AZ1638	Government National Mortgage Association 4%	0.04%	100,572
282	n/a	Government National Mortgage Association 3%	0.04%	107,363
283	FR QG8338	Federal Home Loan Mortgage Corp. 5%	0.04%	96,139
284	FN AS4009	Federal National Mortgage Association 3.5%	0.04%	100,842
285	n/a	Federal National Mortgage Association 4%	0.04%	96,859
286	G2 MA5597	Government National Mortgage Association 5%	0.04%	93,150
287	FG G05122	Federal Home Loan Mortgage Corp. 5.5%	0.04%	91,138
288	n/a	Federal National Mortgage Association 4%	0.04%	95,974
289	n/a	Federal Home Loan Mortgage Corp. 4%	0.04%	654,036
290	FG Q53756	Federal Home Loan Mortgage Corp. 4%	0.04%	97,247
291	MALT 2006-2 2A1	MASTR Alternative Loan Trust 5.1022%	0.04%	958,091
292	FG G18652	Federal Home Loan Mortgage Corp. 3%	0.04%	95,862
293	n/a	Federal Home Loan Mortgage Corp. 6%	0.04%	87,610
294	n/a	Federal National Mortgage Association 5.175%	0.04%	90,124
295	FN BS7386	Fnma Pass-Thru I 4.77%	0.04%	89,867
296	n/a	Federal National Mortgage Association 3%	0.04%	95,951
297	G2 BB9690	Government National Mortgage Association 3.5%	0.04%	95,873
298	GNR 2015-126 GS	Government National Mortgage Association 0%	0.04%	138,451
299	n/a	Federal Home Loan Mortgage Corp. 0.0155%	0.04%	115,921
300	FN AE4350	Federal National Mortgage Association 4%	0.04%	89,856
301	FN BY8301	Fnma Pass-Thru I 5%	0.04%	87,252
302	FN AL4287	Federal National Mortgage Association 6%	0.04%	83,211
303	n/a	Government National Mortgage Association 0%	0.04%	88,308
304	FN BM3638	Federal National Mortgage Association 4%	0.04%	86,252
305	FN BE7840	Federal National Mortgage Association 4%	0.04%	87,322
306	G2 784433	Government National Mortgage Association 3.5%	0.04%	88,781
307	PRETSL F 07.03.33 **	Preferred Term Securities X, Ltd. 5.7804%	0.04%	82,337
308	FR WN2384	Federal Home Loan Mortgage Corp. 4.4%	0.04%	82,367
309	G2 MA1227	Government National Mortgage Association 5%	0.04%	80,674
310	CMLTI 2005-12 2A1	Citigroup Mortgage Loan Trust Inc. 5.5022%	0.04%	85,332
311	WMALT 2007-OA1 2A	Washington Mut Pas 5.6473%	0.04%	101,767
312	n/a	Federal Home Loan Mortgage Corp. 5.5%	0.04%	78,509
313	n/a	Government National Mortgage Association 4.5%	0.04%	84,821
314	FG G08525	Federal Home Loan Mortgage Corp. 3%	0.03%	86,639
315	FN 735642	Federal National Mortgage Association 6.128%	0.03%	77,812
316	G2 784445	Government National Mortgage Association 3.5%	0.03%	84,165
317	n/a	Offset: Cash	0.03%	n/a
318	n/a	Vm Cash Ccp Cme Bpg Usd	0.03%	78,008
319	n/a	Federal National Mortgage Association 7.755%	0.03%	76,824
320	BAFC 2006-J 4A1	Banc Americ 2006-J 5.0352%	0.03%	88,981
321	n/a	Federal National Mortgage Association 3%	0.03%	98,460
322	FN BJ4616	Federal National Mortgage Association 4%	0.03%	78,711
323	n/a	Federal National Mortgage Association 0%	0.03%	85,725
324	G2 MA1447	Government National Mortgage Association 3%	0.03%	81,939
325	FH 781923	Federal Home Loan Mortgage Corp. 7.345%	0.03%	71,133
326	FN 735643	Federal National Mortgage Association 6.128%	0.03%	72,863
327	GN AZ8592	Government National Mortgage Association 4%	0.03%	76,845
328	n/a	Government National Mortgage Association 3.5%	0.03%	77,154
329	n/a	Federal National Mortgage Association 2.5%	0.03%	73,929
330	GN BC1138	Government National Mortgage Association 4%	0.03%	75,013
331	GSAA 2007-4 A3A	GSAA Home Equity Trust 5.3022%	0.03%	174,951
332	RALI 2006-QO9 1A3A	Rali Series 2006 Qs9 Trust 5.1022%	0.03%	84,923
333	FN MA2997	Federal National Mortgage Association 3%	0.03%	72,556
334	n/a	Federal National Mortgage Association 4%	0.03%	72,567
335	n/a	Federal Home Loan Mortgage Corp. 4%	0.03%	71,417
336	n/a	Government National Mortgage Association 0%	0.03%	84,877
337	n/a	Government National Mortgage Association 5%	0.03%	66,513
338	GNR 2013-H20 FB	Government National Mortgage Association 5.971%	0.03%	66,765
339	FN 775852	Federal National Mortgage Association 6.128%	0.03%	66,316
340	GN 626938	Government National Mortgage Association 4%	0.03%	68,596
341	CWL 2006-20 1A	CWABS Asset-Backed Certificates Trust 2006-20 4.9822%	0.03%	68,349
342	GNR 2016-H07 FE	Government National Mortgage Association 6.121%	0.03%	63,784
343	n/a	Government National Mortgage Association 3%	0.03%	72,171
344	G2 MA5711	Government National Mortgage Association 4.5%	0.03%	65,050
345	n/a	Federal Home Loan Mortgage Corp. 4.5%	0.03%	64,284
346	FSPC T-63 1A1	Federal Home Loan Mortgage Corp. 6.1273%	0.03%	65,473
347	FG G05132	Federal Home Loan Mortgage Corp. 5%	0.03%	60,619
348	G2 MA2151	Gnma Pass-Thru M Single Family 5%	0.03%	60,481
349	FH 1Q0184	Federal Home Loan Mortgage Corp. 7.164%	0.03%	58,629
350	FG E03003	Federal Home Loan Mortgage Corp. 3%	0.03%	61,087
351	FN AL2059	Federal National Mortgage Association 4%	0.03%	62,182
352	FN MA3090	Federal National Mortgage Association 3%	0.03%	62,441
353	FN MA3465	Federal National Mortgage Association 4%	0.03%	61,148
354	n/a	Government National Mortgage Association 4%	0.03%	303,166
355	n/a	Federal National Mortgage Association 2.5%	0.03%	67,280
356	FN MA4766	Federal National Mortgage Association 4.5%	0.03%	59,167
357	n/a	Government National Mortgage Association 5.691%	0.03%	57,858
358	n/a	Federal Home Loan Mortgage Corp. 5%	0.03%	57,574
359	RALI 2005-QA9 NB21	Residential Accredit Loans Inc 4.4007%	0.03%	146,635
360	FN AL7183	Federal National Mortgage Association 7.014%	0.03%	54,623
361	n/a	Federal National Mortgage Association 4%	0.03%	59,317
362	FN BN1152	Federal National Mortgage Association 4.5%	0.03%	57,935
363	FN BM4521	Federal National Mortgage Association 4%	0.02%	57,440
364	FN BH9315	Fnma Pass-Thru I 3.5%	0.02%	60,033
365	FG G01818	Federal Home Loan Mortgage Corp. 5%	0.02%	55,034
366	GNR 2016-H04 FB	Government National Mortgage Association 5.771%	0.02%	54,845
367	FG Q53034	Federal Home Loan Mortgage Corp. 3.5%	0.02%	59,278
368	n/a	Federal National Mortgage Association 4%	0.02%	56,643
369	n/a	Federal National Mortgage Association 4.5%	0.02%	55,216
370	GN BA7886	Government National Mortgage Association 4%	0.02%	56,162
371	n/a	Federal Home Loan Mortgage Corp. 5%	0.02%	52,117
372	n/a	Federal Home Loan Mortgage Corp. 5%	0.02%	51,764
373	n/a	Federal Home Loan Mortgage Corp. 4.5%	0.02%	52,952
374	RALI 2006-QO5 3A4	RALI Series Trust 5.2422%	0.02%	63,985
375	FHR 5034 MI	Federal Home Loan Mortgage Corp. 2%	0.02%	399,774
376	n/a	Federal Home Loan Mortgage Corp. 3%	0.02%	57,440
377	G2 675733	Government National Mortgage Association 3.5%	0.02%	55,289
378	FHS 330 F4	Federal Home Loan Mortgage Corp. 5.6774%	0.02%	51,880
379	G2 MA5193	Government National Mortgage Association 4.5%	0.02%	51,381
380	n/a	Government National Mortgage Association 6.5%	0.02%	48,311
381	FR RB5173	Federal Home Loan Mortgage Corp. 3%	0.02%	54,747
382	FG G08789	Federal Home Loan Mortgage Corp. 4%	0.02%	51,455
383	FN AB3899	Federal National Mortgage Association 3%	0.02%	49,799
384	n/a	Government National Mortgage Association 2%	0.02%	59,320
385	FG G18632	Federal Home Loan Mortgage Corp. 3%	0.02%	50,658
386	n/a	Federal National Mortgage Association 2.5%	0.02%	50,270
387	FN MA2903	Federal National Mortgage Association 3%	0.02%	49,846
388	FN AB4276	Federal National Mortgage Association 3%	0.02%	48,357
389	GN BC1102	Government National Mortgage Association 4%	0.02%	49,505
390	FN MA2931	Federal National Mortgage Association 3%	0.02%	48,685
391	FN AB4275	Federal National Mortgage Association 3%	0.02%	46,673
392	FNR 2015-73 ES	Federal National Mortgage Association 0%	0.02%	73,407
393	JPMMT 2019-5 A11	JP MORGAN MORTGAGE TRUST 5.6022%	0.02%	47,627
394	n/a	Federal Home Loan Mortgage Corp. 5.5%	0.02%	44,562
395	n/a	Federal Home Loan Mortgage Corp. 3%	0.02%	48,955
396	FN AS4556	Federal National Mortgage Association 3.5%	0.02%	47,447
397	n/a	Federal National Mortgage Association 4.5%	0.02%	45,639
398	n/a	Federal Home Loan Mortgage Corp. 6%	0.02%	41,736
399	FG G61254	Federal Home Loan Mortgage Corp. 4%	0.02%	45,701
400	n/a	Federal National Mortgage Association 4.5%	0.02%	49,223
401	FN BH5368	Federal National Mortgage Association 3.5%	0.02%	46,126
402	n/a	Federal National Mortgage Association 4%	0.02%	43,841
403	n/a	Cash Collateral Fut Jps Usd	0.02%	42,000
404	FN AB4280	Federal National Mortgage Association 3%	0.02%	42,036
405	n/a	Federal Home Loan Mortgage Corp. 6%	0.02%	38,309
406	FG G07203	Federal Home Loan Mortgage Corp. 4.5%	0.02%	40,279
407	INDX 2006-AR6 2A1A	Indymac Indx Mortgage Loan Trust 2006 Ar19 5.1022%	0.02%	46,247
408	GSR 2006-OA1 2A2	GSR Mtg Loan Trust 5.2222%	0.02%	172,903
409	FN BK8736	Federal National Mortgage Association 4.5%	0.02%	40,368
410	n/a	Federal National Mortgage Association 3%	0.02%	40,107
411	n/a	Federal National Mortgage Association 6%	0.02%	37,035
412	GN 429790	Government National Mortgage Association 6.5%	0.02%	36,961
413	FN AB3898	Federal National Mortgage Association 3%	0.02%	38,992
414	n/a	Federal National Mortgage Association 5.3485%	0.02%	38,116
415	n/a	Federal National Mortgage Association 3%	0.02%	39,063
416	n/a	Federal Home Loan Mortgage Corp. 7.52%	0.02%	36,982
417	CWL 2006-19 2A3	CWABS Asset-Backed Certificates Trust 2006-19 5.2022%	0.02%	39,478
418	n/a	Government National Mortgage Association 4%	0.02%	39,249
419	GNR 2013-H23 FA	Government National Mortgage Association 6.271%	0.02%	35,858
420	n/a	CWMBS Inc 5.6222%	0.02%	40,998
421	FN FS1910	Fnma Pass-Thru I 3.5%	0.02%	37,801
422	n/a	Government National Mortgage Association 5%	0.02%	33,703
423	n/a	Federal Home Loan Mortgage Corp. 6%	0.02%	32,537
424	FG J17826	Federal Home Loan Mortgage Corp. 3%	0.02%	34,438
425	FN MA4695	Federal National Mortgage Association 3%	0.01%	36,916
426	FHS 345 C13	Federal Home Loan Mortgage Corp. 3.5%	0.01%	213,782
427	FN AL7271	Federal National Mortgage Association 6.564%	0.01%	31,799
428	n/a	Federal Home Loan Mortgage Corp. 3%	0.01%	36,039
429	n/a	Federal National Mortgage Association 4.9785%	0.01%	33,299
430	FN AB4487	Federal National Mortgage Association 3%	0.01%	33,160
431	n/a	Federal National Mortgage Association 6.5%	0.01%	31,374
432	FN AT8451	Federal National Mortgage Association 2.5%	0.01%	33,618
433	n/a	Federal National Mortgage Association 6.5%	0.01%	30,903
434	n/a	Federal Home Loan Mortgage Corp. 5%	0.01%	31,536
435	FN AA1741	Federal National Mortgage Association 5.5%	0.01%	31,438
436	n/a	Government National Mortgage Association 5.5%	0.01%	31,074
437	n/a	Government National Mortgage Association 5.5%	0.01%	31,346
438	FG J17232	Federal Home Loan Mortgage Corp. 3%	0.01%	31,982
439	n/a	Federal Home Loan Mortgage Corp. 5.5%	0.01%	30,032
440	FN CA1314	Fnma Pass-Thru I 4%	0.01%	31,968
441	FN CA2234	Fnma Pass-Thru I 4%	0.01%	30,096
442	GN 698386	Government National Mortgage Association 4.5%	0.01%	29,146
443	FG J17813	Federal Home Loan Mortgage Corp. 3%	0.01%	29,098
444	n/a	Federal National Mortgage Association 4%	0.01%	29,821
445	n/a	Wamu Mortgage Pass-Through CTFS TR 5.7022%	0.01%	29,564
446	FG J17743	Federal Home Loan Mortgage Corp. 3%	0.01%	28,628
447	n/a	Federal National Mortgage Association 6.5%	0.01%	26,473
448	CWALT 2006-OA9 2A1B	Alternative Loan Trust 4.9207%	0.01%	32,908
449	n/a	Federal Home Loan Mortgage Corp. 6%	0.01%	26,236
450	n/a	EMC Mortgage Loan Trust 6.2022%	0.01%	27,114
451	FHR 2064 ZA	Federal Home Loan Mortgage Corp. 6.5%	0.01%	27,168
452	n/a	Government National Mortgage Association 5.611%	0.01%	27,461
453	n/a	Government National Mortgage Association 5.5%	0.01%	26,208
454	GPMF 2006-AR3 4A2	Greenpoint Mortgage Funding Trust 2005 Ar4 5.2422%	0.01%	31,058
455	FHS 303 C19	Federal Home Loan Mortgage Corp. 3.5%	0.01%	159,680
456	TMST 2006-5 A1	Thornburg Mtg Se 5 5.3668%	0.01%	28,587
457	n/a	Federal Home Loan Mortgage Corp. 4%	0.01%	138,952
458	FN BM4583	Federal National Mortgage Association 3.5%	0.01%	28,058
459	CWALT 2006-OA16 A3	CWALT Alternative Loan Trust 2006-OA16 5.2022%	0.01%	34,071
460	FN BK1962	Federal National Mortgage Association 4%	0.01%	26,927
461	n/a	Federal National Mortgage Association 6.5%	0.01%	24,332
462	FN 794277	Federal National Mortgage Association 5.5%	0.01%	25,235
463	GNR 2013-23 IP	Government National Mortgage Association 3.5%	0.01%	207,637
464	n/a	Federal National Mortgage Association 6.536%	0.01%	24,178
465	FN AB4277	Federal National Mortgage Association 3%	0.01%	25,083
466	n/a	Government National Mortgage Association 3%	0.01%	27,327
467	GN BA7937	Government National Mortgage Association 4%	0.01%	25,165
468	CWHL 2005-3 2A1	CWMBS Inc 5.2822%	0.01%	24,967
469	FNR 2004-11 A	Federal National Mortgage Association 5.0913%	0.01%	23,772
470	G2 MA5265	Government National Mortgage Association 4.5%	0.01%	24,209
471	FN AL2815	Federal National Mortgage Association 6.674%	0.01%	22,774
472	FNR 2006-5 3A2	Federal National Mortgage Association 6.6563%	0.01%	22,880
473	n/a	Government National Mortgage Association 6%	0.01%	22,318
474	n/a	Oro Usd 1Y P 4.70000 L 09/25/25 Glm	0.01%	22,100,000
475	n/a	Federal Home Loan Mortgage Corp. 6%	0.01%	22,206
476	n/a	Federal Home Loan Mortgage Corp. 5.5%	0.01%	22,376
477	n/a	Federal National Mortgage Association 6.5%	0.01%	21,690
478	FN BF0102	Federal National Mortgage Association 3.5%	0.01%	25,114
479	FN 810896	Federal National Mortgage Association 6.74%	0.01%	22,058
480	n/a	Federal National Mortgage Association 1.7365%	0.01%	313,334
481	n/a	Federal Home Loan Mortgage Corp. 5%	0.01%	21,682
482	FN BF0169	Federal National Mortgage Association 3.5%	0.01%	23,164
483	n/a	Federal National Mortgage Association 5.8485%	0.01%	20,677
484	G2 MA4718	Government National Mortgage Association 3%	0.01%	23,022
485	GN AY8218	Government National Mortgage Association 4%	0.01%	21,393
486	FN 802714	Federal National Mortgage Association 6.925%	0.01%	19,899
487	FG G03781	Federal Home Loan Mortgage Corp. 6%	0.01%	18,899
488	FN AS3285	Federal National Mortgage Association 3.5%	0.01%	20,752
489	FN MA3359	Federal National Mortgage Association 3%	0.01%	20,914
490	n/a	Government National Mortgage Association 3.5%	0.01%	20,187
491	FHR 2395 FT	Federal Home Loan Mortgage Corp. 5.3701%	0.01%	18,751
492	n/a	Federal National Mortgage Association 0.7515%	0.01%	199,139
493	G2 MA5138	Government National Mortgage Association 4.5%	0.01%	18,283
494	n/a	Federal Home Loan Mortgage Corp. 6%	0.01%	17,086
495	FG G03400	Federal Home Loan Mortgage Corp. 5.5%	0.01%	17,745
496	n/a	Federal National Mortgage Association 6.5%	0.01%	17,015
497	BAFC 2005-E 1A1	Banc of America Funding Corporation 5.3007%	0.01%	19,031
498	FG G04591	Federal Home Loan Mortgage Corp. 5.5%	0.01%	16,832
499	n/a	Government National Mortgage Association 3.5%	0.01%	18,420
500	n/a	Federal National Mortgage Association 6%	0.01%	16,734

As of Dec 2, 2024

Showing 50 of 801

Subscribe to see the full list

Asset Class	% Weight
Bond	132.92%
Cash	-32.92%

Sector	% Weight
United States	84.38%
Other	15.62%