GMOLX Holdings List

As of Mar 31, 2025

No.	Symbol	Name	% Weight	Shares
1	n/a	Contra Derivatives - Swaps	23.13%	n/a
2	n/a	Repo For R 4.35	13.12%	190,159,200
3	n/a	Contra Derivatives - Swaptions	12.30%	n/a
4	n/a	2 Year Treasury Note Future June 25	9.69%	678
5	TF.0 07.31.26	United States Treasury Notes 4.43218%	7.23%	103,900,000
6	n/a	Cds: (Itraxx.Xo.42.V2 35-100%)	4.19%	47,547,204
7	FNCL.6 5.11	Federal National Mortgage Association 6%	3.68%	52,570,000
8	TF.0 04.30.26	United States Treasury Notes 4.40018%	3.62%	52,000,000
9	FNCL.5.5 5.11	Federal National Mortgage Association 5.5%	3.14%	45,620,000
10	TF.0 01.31.26	United States Treasury Notes 4.49518%	3.13%	45,000,000
11	n/a	10 Year Treasury Note Future June 25	2.68%	349
12	COMM.2018-COR3 A3	Commercial Mortgage Trust 4.228%	1.76%	26,327,712
13	n/a	Cds: (Cmbx.Na.15.Aaa)	1.50%	21,945,000
14	n/a	Ultra 10 Year US Treasury Note Future June 25	1.32%	167
15	SLMA.2008-6 A4	SLM Student Loan Trust 5.91845%	1.20%	17,210,215
16	TPAT.2021-SL1 C	TOWD POINT ASSET TRUST 2021-SL1 5.83385%	1.16%	17,741,000
17	COMM.2024-277P A	COMM 2024-277P MORTGAGE TRUST 6.338%	1.12%	15,516,000
18	BMARK.2019-B9 A5	BENCHMARK MORTGAGE TRUST 4.0156%	1.06%	16,000,000
19	SLMA.2006-A A5	SLM Private Education Loan Trust 2012-E 4.85089%	1.04%	15,441,449
20	BBCMS.2018-TALL A	BBCMS Mortgage Trust 2020-C6 5.23901%	1.01%	15,387,600
21	FNCL.6.5 5.11	Federal National Mortgage Association 6.5%	0.98%	13,850,000
22	HGMT.2025-HGLR A	HOUSTON GALLERIA MALL TRUST 2025-HGLR 5.46185%	0.97%	13,916,000
23	AMXCA.2023-1 A	American Express Credit Account Master Trust 4.87%	0.96%	13,875,000
24	BMAT.2006-1A M1	BRAVO Mortgage Asset Trust 2006-1 5.03459%	0.96%	15,619,400
25	AMXCA.2024-3 A	American Express Credit Account Master Trust 4.65%	0.95%	13,695,000
26	GALL.2017-1A A1R	Gallatin Clo Viii 2017-1 Ltd/Gallatin Clo Viii 2017-1 Llc 5.65359%	0.95%	13,641,800
27	SLMA.2005-A A4	SLM Private Education Loan Trust 2012-E 4.87089%	0.93%	13,668,521
28	BMARK.2022-B34 A5	BENCHMARK 2022-B34 MORTGAGE TRUST 3.786%	0.91%	14,500,000
29	MKT.2020-525M A	MKT 2020-525M MORTGAGE TRUST 2.694%	0.88%	14,600,000
30	GUSTX	GMO U.S. Treasury Fund	0.80%	2,323,242
31	JPMCC.2024-OMNI A	J P MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2024-OMNI 5.79715%	0.80%	11,393,000
32	EQT.2024-EXTR A	EQT TRUST 2024-EXTR 5.3308%	0.76%	10,950,000
33	TAH.2019-SFR1 A	Tricon American Homes 2019-Sfr1 2.75%	0.76%	11,124,264
34	ECMC.2024-1A A	ECMC GROUP STUDENT LOAN TRUST 2024-1 5.48969%	0.72%	10,375,296
35	SLCLT.2008-2 A4	SLC Student Loan Trust 5.54469%	0.71%	10,384,151
36	WMCMS.2007-SL3 J	Washington Mutual Commercial Mortgage Securities Series 2007-Sl3 Trust 6.98	0.70%	11,594,960
37	SLMA.2007-A A4A	SLM Private Credit Student Loan Trust 2007-A 4.80089%	0.70%	10,328,590
38	SLMA.2008-5 A4	SLM Student Loan Trust 6.51845%	0.68%	9,721,356
39	NCSLT.2007-1 A4	National Collegiate Student Loan Trust 4.73959%	0.68%	10,038,294
40	SLMA.2005-B A4	SLM Private Education Loan Trust 2012-E 4.89089%	0.67%	9,997,560
41	TCN.2024-SFR4 A	TRICON RESIDENTIAL 2024-SFR4 TRUST 4.3%	0.67%	9,994,217
42	n/a	Ice: (Itraxx.Eur.43.V1)	0.67%	8,781,000
43	BMARK.2019-B15 A5	BENCHMARK MORTGAGE TRUST 2.928%	0.65%	10,395,000
44	WFRBS.2014-C21 C	WF-RBS Commercial Mortgage Trust 4.234%	0.64%	9,814,966
45	BBCMS.2018-CHRS E	BBCMS MORTGAGE TRUST 4.2665%	0.63%	11,037,000
46	TAH.2020-SFR1 A	TRICON AMERICAN HOMES TRUST 1.499%	0.62%	9,307,941
47	SLMA.2008-4 A4	SLM Student Loan Trust 6.46845%	0.62%	8,809,481
48	ACCSS.2004-2 A4	Access Group Inc 5.15845%	0.60%	8,763,997
49	GLGU.2018-1A A1R	Ecp Clo 2015-7 Ltd/Llc 5.69478%	0.59%	8,519,169
50	n/a	Fx Usd Vs Eur	0.59%	8,534,441
51	BMARK.2022-B32 A5	BENCHMARK 2022-B32 MORTGAGE TRUST 3.0019%	0.57%	9,604,000
52	BMARK.2020-B19 A5	BENCHMARK MORTGAGE TRUST 1.85%	0.57%	9,635,057
53	IHSFR.2024-SFR1 A	INVITATION HOMES 2024-SFR1 TRUST 4%	0.57%	8,485,464
54	BX.2019-OC11 E	BX TRUST 3.94399%	0.56%	9,000,000
55	SLMA.2008-2 A3	SLM Student Loan Trust 5.56845%	0.55%	7,942,420
56	ROCC.2024-CNTR A	ROCK TRUST 2024-CNTR 5.38834%	0.54%	7,775,000
57	n/a	Cds: (Cmbx.Na.10.Aaa)	0.52%	7,540,000
58	BMARK.2018-B8 A5	BENCHMARK MORTGAGE TRUST 4.2317%	0.52%	7,760,120
59	ANCHF.2018-6A A	Anchorage Credit Funding 6 Ltd/LLC 4.3%	0.52%	7,479,290
60	GRACE.2020-GRCE A	GRACE TRUST 2.347%	0.51%	8,625,000
61	DBALT.2007-AR2 A1	Deutsche Alt A Securities Mortgage Loan Trust 4.73459%	0.51%	7,946,668
62	BX.2019-OC11 A	BX TRUST 3.202%	0.51%	8,000,000
63	BX.2020-VIV4 A	BX COMMERCIAL MORTGAGE TRUST 2020-VIV4 2.843%	0.50%	8,000,000
64	BX.2020-VIVA D	Bx Commercial Mortgage Trust 2018-Bioa 3.54875%	0.49%	8,000,000
65	SLMA.2006-B A5	SLM Private Education Loan Trust 2012-E 4.83089%	0.49%	7,320,098
66	n/a	Deriv Usd Balance With R73215 D_jp	0.49%	7,135,363
67	NAROT.2023-B A3	NISSAN AUTO LEASE TRUST 2023-B 5.93%	0.49%	7,000,000
68	HART.2024-A A3	HYUNDAI AUTO RECEIVABLES TRUST 2024-A 4.99%	0.49%	7,000,000
69	WMALT.2007-5 A6	Washington Mutual Mortgage Pass-Through Certificates Wmalt Series 2006-6 Tr	0.49%	7,776,786
70	GMCAR.2021-3 A4	GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST 0.73%	0.48%	7,094,175
71	BMARK.2020-B20 A5	BENCHMARK MORTGAGE TRUST 2.0341%	0.48%	8,167,000
72	CHAOT.2024-4A A3	CHASE AUTO OWNER TRUST 2024-4 4.94%	0.48%	6,847,000
73	ZAIS.2019-13A A1AR	Zais Clo 13 Ltd / Zais Clo 13 FRN 5.60198%	0.44%	6,291,167
74	SLMA.2004-B A4	SLM Private Education Loan Trust 2012-E 4.99089%	0.43%	6,248,590
75	BMARK.2019-B11 A5	Benchmark 2020-B16 Mortgage Trust 3.5421%	0.42%	6,490,722
76	FKH.2021-SFR3 A	FIRSTKEY HOMES 2021-SFR3 TRUST 2.135%	0.42%	6,394,724
77	GSR.2007-OA2 1A1	GSR Mortgage Loan Trust 2007-OA2 3.40763%	0.42%	10,391,017
78	ROCKT.2018-1A B	Rockford Tower Clo 2018-1 Ltd/ Llc 6.30353%	0.42%	6,000,000
79	WOART.2024-C A3	WORLD OMNI AUTO RECEIVABLES TRUST 2024-C 4.43%	0.42%	6,030,000
80	GMCAR.2024-1 A3	GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST 2024-1 4.85%	0.42%	6,000,000
81	INDX.2006-AR2 1A1A	Indymac Indx Mortgage Loan Trust 2004-Ar14 4.87459%	0.41%	6,626,777
82	BAYC.2006-SP2 A	Bayview Commercial Asset Trust 2006-SP2 4.85459%	0.41%	6,218,489
83	BAYC.2007-4A A1	Bayview Commercial Asset Trust 2006-SP2 5.10959%	0.40%	5,986,999
84	OZLM.2018-18A A	Ozlm Xviii Limited 5.58359%	0.40%	5,663,454
85	LBSBC.2007-3A M1	Lehman Brothers Small Balance Commercial Mortgage Pass-Through Certificates	0.39%	5,687,288
86	BLUEM.2013-2A BR	Bluemountain CLO 2013-2 Ltd. 6.1517%	0.38%	5,425,000
87	CNF.2001-3 M1	Conseco Finance Home Equity Loan Trust 2000 A 7.15%	0.38%	5,296,406
88	HVMLT.2007-4 2A1	Harborview Mtg Loan Trust 4.65126%	0.37%	5,689,890
89	CSMC.2022-NQM1 A1	CSMC 2022-NQM1 TRUST 2.265%	0.37%	5,973,409
90	KSLT.2005-A 2C	Keycorp Student Loan Trust 2003-A 5.86442%	0.36%	5,334,522
91	MP14.2018-2A A12R	Marble Point CLO XIV LTD 5.49317%	0.36%	5,155,671
92	UBSCM.2018-C9 A4	UBS Commercial Mortgage Trust 4.117%	0.35%	5,268,100
93	MVW.2015-9A A1R	Mountain View CLO IX Ltd. 5.68359%	0.35%	5,030,930
94	BAAT.2023-2A A3	BANK OF AMERICA AUTO TRUST 2023-2 5.74%	0.35%	5,000,000
95	TAH.2020-SFR2 A	TRICON AMERICAN HOMES TRUST 1.482%	0.35%	5,470,479
96	TPAT.2018-SL1 B	Towd Point Asset Trust 2018 5.48459%	0.34%	4,987,225
97	CNF.2002-2 M2	Conseco Finance Home Equity Loan Trust 2000 A 9.163%	0.34%	4,840,456
98	BMARK.2022-B33 A5	BENCHMARK 2022-B33 MORTGAGE TRUST 3.4582%	0.33%	5,295,000
99	BSMF.2006-AR1 1A1	Bear Stearns Mortgage Funding Trust 2006-Ar1 4.85459%	0.33%	5,164,085
100	HY.2025-SPRL A	HUDSON YARDS 2025-SPRL MORTGAGE TRUST 5.46684%	0.32%	4,620,000
101	BMARK.2018-B2 A5	Benchmark 2020-B16 Mortgage Trust 3.8819%	0.32%	4,848,114
102	SLMA.2007-7 A4	SLM Student Loan Trust 5.14845%	0.32%	4,649,975
103	VERUS.2022-5 A1	VERUS SECURITIZATION TRUST 2022-5 3.8%	0.32%	4,859,722
104	FRESB.2020-SB77 X1	FRESB MORTGAGE TRUST 0.87922%	0.31%	141,205,527
105	BX.2019-OC11 C	BX TRUST 3.856%	0.31%	4,895,000
106	WMCMS.2006-SL1 E	Washington Mutual Commercial Mortgage Securities Series 2006-SL1 Trust 6.49	0.31%	4,550,000
107	BMARK.2021-B27 A5	BENCHMARK MORTGAGE TRUST 2.39%	0.31%	5,266,000
108	NCSLT.2006-1 A5	National Collegiate Student Loan Trust 4.78459%	0.30%	4,443,556
109	KSLT.2004-A 2D	Keycorp Student Loan Trust 2003-A 6.10372%	0.30%	4,477,147
110	ROCC.2024-CNTR E	ROCK TRUST 2024-CNTR 8.81906%	0.29%	4,000,000
111	VCC.2021-4 A	VELOCITY COMMERCIAL CAPITAL LOAN TRUST 2021-4 2.52%	0.29%	4,765,272
112	BX.2019-OC11 D	BX TRUST 3.94399%	0.29%	4,570,000
113	CNF.2002-1 M2	Conseco Finance Home Equity Loan Trust 2000 A 9.546%	0.28%	4,207,669
114	MVW.2013-1A BRR	Mountain View CLO 2013-1 Ltd. 6.22055%	0.28%	4,000,000
115	n/a	Cds: (Cmbx.Na.9.A)	0.27%	4,158,800
116	FNR.2020-5 PC	Federal National Mortgage Association 2.5%	0.27%	4,647,547
117	OAK.2001-B M1	Oakwood Mtg Invest 7.92%	0.27%	4,071,704
118	AHMA.2006-4 1A12	American Home Mortgage Assets Trust 2005-2 4.64459%	0.27%	7,671,414
119	VERUS.2021-8 A1	VERUS SECURITIZATION TRUST 2021-8 1.824%	0.27%	4,279,344
120	FRESB.2019-SB63 X1	FRESB MORTGAGE TRUST 1.26272%	0.26%	100,124,227
121	RAST.2006-A7CB 3A1	Residential Asset Securitization Trust 2006-A15 6.5%	0.26%	15,301,275
122	WOODS.2018-17A A	Northwoods Capital XVII 5.6117%	0.26%	3,732,949
123	n/a	Fx Usd Vs Eur	0.26%	3,433,000
124	BAYC.2007-2A A1	Bayview Commercial Asset Trust 2006-SP2 4.83959%	0.26%	3,953,884
125	FN.BV9808	Fnma Pass-Thru I 4%	0.25%	3,905,204
126	SMB.2015-B B	Sbm Private Education Loan Trsut 2015-B 3.5%	0.25%	3,656,109
127	FRESB.2020-SB76 X1	FRESB MORTGAGE TRUST 1.19897%	0.25%	88,769,382
128	VALET.2024-1 A3	VOLKSWAGEN AUTO LOAN ENHANCED TRUST 4.63%	0.25%	3,526,000
129	NCSLT.2007-2 A4	National Colleg. Stud. 4.72459%	0.24%	3,592,557
130	SMB.2021-A B	SMB Private Education Loan Trust 2021-A 2.31%	0.24%	3,573,927
131	TMTS.2006-7 2A3	Terwin Mtg Tst 4.97459%	0.24%	7,844,152
132	COLT.2021-RPL1 A1	COLT 2021-RPL1 TRUST 1.6654%	0.23%	3,742,804
133	CSMC.2021-RPL2 A1A	CSMC 2021-RPL2 TRUST 1.11456%	0.23%	4,027,333
134	CANYC.2016-1A AR	Canyon CLO 2016-1 Ltd / Canyon CLO 2016-1 LLC 5.63359%	0.23%	3,314,312
135	VENTR.2018-32A A1	Venture 32 Clo Ltd. 5.65478%	0.23%	3,315,109
136	HCCLT.2019-1 M5	HARVEST COMMERCIAL CAPITAL LOAN TRUST 2019-1 5.73%	0.23%	3,500,000
137	SLMA.2004-A A3	SLM Private Education Loan Trust 2012-E 4.96089%	0.23%	3,291,308
138	HCCLT.2020-1 M4	HARVEST COMMERCIAL CAPITAL LOAN TRUST 5.964%	0.22%	3,230,000
139	ACCSS.2004-2 B	Access Group Inc 5.51845%	0.22%	3,463,710
140	SARM.2005-9 2A2A	Structured Adjustable Rate Mortgage Loan Trust 6.03529%	0.22%	3,946,062
141	BMARK.2018-B7 A4	BENCHMARK MORTGAGE TRUST 4.51%	0.22%	3,244,000
142	LABMH.2001-B M2	Lehman Abs Mfg Hsg 7.17%	0.22%	3,352,067
143	MIDO.2016-6A ARRR	Midocean Credit Clo Vi/Llc 5.52317%	0.22%	3,098,383
144	UBSCM.2018-C12 A5	UBS COMMERCIAL MORTGAGE TRUST 4.2962%	0.20%	3,008,000
145	COMM.2015-PC1 B	Commercial Mortgage Trust 2015-PC1 4.33271%	0.20%	3,031,837
146	OAK.1999-E A1	Oakwood Mtg Invest 7.608%	0.19%	6,087,367
147	STCR.2016-1A AR	Steele Creek Clo 2016 1 Ltd 5.68089%	0.19%	2,761,911
148	n/a	Cds: (Cdx.Na.Hy.43 35-100%)	0.19%	2,310,000
149	NAVSL.2022-A A	NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2022-A 2.23%	0.19%	2,999,360
150	SAMI.2007-AR1 1A1	Structured Asset Mortgage Investments II Trust 2007-Ar1 4.75459%	0.19%	3,017,105
151	FMIC.2004-4 M4	Fieldstone Mortgage Investment Trust 2006-2 6.98459%	0.18%	4,183,528
152	AMSR.2020-SFR5 A	AMSR 2020-SFR5 TRUST 1.379%	0.18%	2,682,174
153	n/a	Cds: (Cdx.Na.Hy.43 25-35%)	0.18%	2,310,000
154	n/a	State Str Instl Invt Tr Treas Mmkt	0.18%	2,553,666
155	OAK.1998-D M1	Oakwood Mtg Invest 7.415%	0.18%	2,570,628
156	BCM.1999-A M1	Bombardier Capital Mortgage Securitization Corp. 6.785%	0.17%	2,552,873
157	SLMA.2006-C C	SLM Private Credit Student Loan Trust 2006-C 4.95089%	0.17%	2,672,291
158	WFRBS.2014-C21 B	WF-RBS Commercial Mortgage Trust 4.213%	0.17%	2,587,347
159	WITEH.2018-12A A	Whitehorse Xii Ltd / Whitehorse Xii Llc 5.81359%	0.17%	2,443,425
160	SLMA.2010-C A5	SLM Private Education Loan Trust 2014-A 9.18366%	0.17%	2,333,537
161	GMACM.2004-HE3 A3	GMACM Home Equity Loan Trust 2004-He2 4.93459%	0.17%	2,503,183
162	COELT.2005-B B	Collegiate Fdg Svcs Ed Ln Tr 4.94223%	0.17%	2,701,926
163	RAMP.2005-RS1 MII2	Residential Asset Mortgage Products, Inc. 5.63459%	0.16%	2,447,701
164	BAYC.2006-3A A1	Bayview Commercial Asset Trust 2006-SP2 4.80959%	0.16%	2,356,990
165	LBSBC.2007-1A M1	Lehman Brothers Small Balance Commercial Mortgage Pass-Through Certificates	0.16%	2,449,844
166	OZLM.2018-22A A2	Ozlm Ltd 6.06449%	0.15%	2,190,000
167	BAYC.2005-2A A1	Bayview Commercial Asset Trust 2006-SP2 4.89959%	0.15%	2,193,010
168	NSLT.2021-A APT1	NELNET STUDENT LOAN TRUST 2021-A 1.36%	0.15%	2,286,542
169	WFCM.2019-C51 A4	Wells Fargo Commercial Mortgage Trust 2012-Lc5 3.311%	0.15%	2,285,000
170	OAK.2002-C M1	Oakwood Mtg Invest 6.89%	0.14%	2,136,281
171	CWALT.2005-18CB A8	Cwalt Incorporation 5.5%	0.14%	2,098,458
172	n/a	Ice: (Itraxx.Xo.43.V1)	0.14%	1,753,000
173	HCCLT.2024-1 A	HARVEST COMMERCIAL CAPITAL LOAN TRUST 2024-1 6.5807%	0.14%	1,965,022
174	SLMA.2003-A A3	SLM Private Education Loan Trust 2012-E 4.75%	0.14%	1,989,000
175	CSMC.2007-4 2A1	CSMC Mortgage-Backed Trust Series 2007-4 6%	0.14%	3,673,411
176	GSAA.2006-9 A3	GSAA Home Equity Trust 2004-8 4.75459%	0.14%	10,385,974
177	HEAT.2006-2 M1	Home Equity Asset Trust 5.00459%	0.13%	1,909,547
178	FFML.2006-FF12 A1	First Franklin Mortgage Loan Trust 4.53959%	0.13%	2,049,573
179	ACE.2005-SD3 M2	ACE Securities Corp Home Equity Loan Trust 6.68459%	0.13%	2,161,922
180	AJAXM.2021-A A1	AJAX MORTGAGE LOAN TRUST 2021-A 1.065%	0.13%	2,165,709
181	FNCL.5 5.11	Federal National Mortgage Association 5%	0.13%	1,910,000
182	CMLTI.2006-AR5 2A2A	Citigroup Mortgage Loan Trust Inc. 5.12223%	0.13%	3,302,518
183	OAK.2000-D A4	Oakwood Mtg Invest 7.4%	0.12%	11,752,084
184	n/a	Cash Coll Usd D_jpm	0.12%	1,724,000
185	UCFCM.1998-2 M1	UCFC Funding Corp 1998-3 6.726%	0.12%	1,794,070
186	BAYC.2007-3 A1	Bayview Commercial Asset Trust 2007-3 4.79459%	0.12%	1,794,588
187	BAMH.1998-1 B2	Bankamerica Mhc Tr 8%	0.12%	13,743,281
188	RFMS2.2006-HI4 A4	Home Loan Trust 2006-HI4 6.22%	0.12%	7,749,626
189	BAYC.2006-2A A2	Bayview Commercial Asset Trust 2006-SP2 4.85459%	0.11%	1,686,296
190	NCSLT.2006-4 A4	National Collegiate Student Loan Trust 2006-4 4.74459%	0.11%	1,595,387
191	WMALT.2005-10 4CB3	Washington Mutual Mortgage Securities Corp. 5.03459%	0.11%	1,772,703
192	BALTA.2004-11 1M1	Bear Stearns Alt-A Trust 2004-12 5.33459%	0.11%	1,542,114
193	NAVSL.2023-BA A1B	NAVIENT PRIVATE EDUCATION LOAN TRUST 2023-B 6.04867%	0.10%	1,469,274
194	SHACK.2014-5RA A	Shackleton 2014-V-R Clo Ltd / Llc 5.66352%	0.10%	1,456,012
195	SLMA.2003-C C	SLM Private Education Loan Trust 2012-E 6.16054%	0.10%	5,400,350
196	OAK.2001-E A2	Oakwood Mtg Invest 5.05%	0.10%	1,555,037
197	SNDPT.2013-3RA A	Sound Point CLO XI Ltd 5.70478%	0.10%	1,424,922
198	NCSLT.2005-2 A51	National Collegiate Student Loan Trust 4.80459%	0.10%	1,456,002
199	WMALT.2005-4 CB3	Washington Mutual Mortgage Securities Corp. 4.88459%	0.10%	1,656,070
200	BSABS.2004-AC5 A1	Bear Stearns Asset Backed Securities I Trust 2004 Ac5 5.75%	0.10%	1,506,189
201	SLMA.2006-BW A5	SLM Private Education Loan Trust 2012-E 4.76089%	0.10%	1,459,639
202	BALTA.2007-1 1A1	Bear Stearns Alt-A Trust 2004-12 4.75459%	0.10%	1,675,275
203	GT.1997-6 M1	Conseco Finance Corp. 7.21%	0.09%	1,312,528
204	BAYC.2006-1A A2	Bayview Commercial Asset Trust 2006-SP2 4.97459%	0.09%	1,421,968
205	WMALT.2006-8 A5	Washington Mutual Mortgage Pass-Through Certificates Wmalt Series 2006-6 Tr	0.09%	3,939,064
206	NCFCT.2007-3 A3R4	National Collegiate Commutation Trust 5.292%	0.09%	8,758,011
207	SNDPT.2018-1A A	Sound point clo xix ltd 5.56359%	0.09%	1,312,986
208	RAST.2005-A8CB A6	Indymac Indx Mortgage Loan Trust 2004-Ar14 5%	0.09%	2,505,743
209	VCC.2022-1 A	VELOCITY COMMERCIAL CAPITAL LOAN TRUST 2022-1 3.38%	0.09%	1,452,240
210	PROG.2021-SFR10 A	PROGRESS RESIDENTIAL 2021-SFR10 TRUST 2.393%	0.09%	1,350,894
211	GMACM.2007-HE3 2A1	GMACM Home Equity Loan Trust 2007-He3 7%	0.09%	1,260,870
212	VCC.2021-4 M3	VELOCITY COMMERCIAL CAPITAL LOAN TRUST 2021-4 3.81%	0.08%	1,416,506
213	GT.1998-6 M1	Conseco Finance Corp. 6.63%	0.08%	1,158,500
214	NCMCT.2007-4 A3R7	National Collegiate Student Loan Trust 2007-4 5.33467%	0.08%	7,625,000
215	OAK.2001-D A4	Oakwood Mtg Invest 6.93%	0.08%	2,592,548
216	HCCLT.2019-1 M4	HARVEST COMMERCIAL CAPITAL LOAN TRUST 2019-1 4.64%	0.07%	1,150,000
217	FFMER.2007-H1 2A1	Merrill Lynch First Franklin Mortgage Loan Trust Series 2007 3 7.43459%	0.07%	1,076,485
218	BAYC.2005-4A A2	Bayview Commercial Asset Trust 2006-SP2 5.01959%	0.07%	1,069,734
219	RFMS2.2007-HI1 A4	Home Ln Tr 2007-Hi 6.43%	0.07%	8,570,693
220	BAYC.2008-1 A4	Bayview Commercial Asset Trust 2008-1 5.93459%	0.07%	1,036,271
221	BAYC.2007-1 A1	Bayview Commercial Asset Trust 2006-SP2 4.76459%	0.07%	1,060,444
222	SLMA.2003-C A3	SLM Private Education Loan Trust 2012-E 4.75%	0.07%	950,000
223	FRESB.2020-SB74 X1	FRESB MORTGAGE TRUST 0%	0.06%	36,758,959
224	INDA.2006-AR3 1A1	IndyMac INDA Mortgage Loan Trust 4.36924%	0.06%	1,099,418
225	ACCSS.2005-A B	Access Group Inc 5.36168%	0.06%	848,533
226	NCHET.2003-B M1	New Century Home Equity Loan Trust 2005-1 5.40959%	0.06%	810,909
227	BAYC.2006-2A A1	Bayview Commercial Asset Trust 2006-SP2 4.77959%	0.05%	824,388
228	ABFC.2005-AQ1 A5	Asset Backed Funding Corp 4.18968%	0.05%	789,922
229	OAK.1998-A B1	Oakwood Mtg Invest 7.5%	0.05%	770,750
230	n/a	Cds: (Cmbx.Na.7.Aa)	0.05%	868,925
231	CWHL.2004-HYB6 A2	CWMBS Inc 5.96151%	0.05%	776,196
232	G2SF.4.5 5.11	Government National Mortgage Association 4.5%	0.05%	760,000
233	LXS.2007-15N 2A1	Lehman Xs Trust 4.93459%	0.05%	742,371
234	WAMU.2006-AR19 2A	Washington Mutual Mortgage Pass-Through Certificates 5.88529%	0.05%	788,373
235	SLMA.2003-A C	SLM Private Education Loan Trust 2012-E 6.16089%	0.05%	1,939,289
236	G2SF.5 5.11	Government National Mortgage Association 5%	0.05%	720,000
237	BCM.1999-B A4	Bombardier Capital Mortgage Securitization Corp. 7.3%	0.05%	8,834,023
238	MSM.2006-2 6A	Morgan Stanley Mortgage Loan Trust 6.5%	0.05%	1,602,761
239	SCSLC.2015-A A	SOUTH CAROLINA STUDENT LN CORP 5.93459%	0.05%	669,330
240	BCAP.2014-RR2 11A3	Bcap Llc Trust 3.59803%	0.04%	665,923
241	CAFL.2021-1 A	COREVEST AMERICAN FINANCE TRUST 1.569%	0.04%	668,339
242	CWALT.2006-7CB 1A1	Cwalt Incorporation 5.13459%	0.04%	1,476,606
243	INDA.2007-AR1 1A1	IndyMac INDA Mortgage Loan Trust 4.12595%	0.04%	794,454
244	n/a	Us Ultra Bond Cbt	0.04%	5
245	G2SF.5.5 5.11	Government National Mortgage Association 5.5%	0.04%	610,000
246	CWALT.2006-28CB A1	Alternative Loan Trust 2006-Hy12 5.13459%	0.04%	1,546,339
247	SMB.2023-B R	SMB PRIVATE EDUCATION LOAN TRUST 2023-B 0%	0.04%	1,000
248	AHM.2006-2 4A	American Home Mortgage Investment Trust 2004-2 4.79459%	0.04%	17,663,707
249	WAMU.2005-AR10 1A3	Washington Mutual Mortgage Pass-Through Certificates 5.17774%	0.04%	612,607
250	G2SF.3.5 5.11	Government National Mortgage Association 3.5%	0.04%	600,000
251	BAYC.2006-1A M1	Bayview Commercial Asset Trust 2006-SP2 5.00459%	0.04%	571,599
252	STCR.2017-1A A	Steele Creek Clo 2017 1 Ltd 5.81359%	0.03%	493,392
253	NCHET.2006-S1 A2B	New Century Home Equity Loan Trust 2005-1 4.83459%	0.03%	20,528,281
254	NCSLT.2004-2 B	National Collegiate Student Loan Trust 4.97459%	0.03%	456,773
255	STCR.2014-1RA A	Steele Creek CLO 2014-1 Ltd./LLC 5.62478%	0.03%	396,174
256	G2SF.4 5.11	Government National Mortgage Association 4%	0.03%	400,000
257	CARR.2007-RFC1 A3	Carrington Mortgage Loan Trust 4.57459%	0.03%	373,745
258	BSARM.2005-9 A1	Bear Stearns Arm Trust 7.08%	0.02%	379,528
259	G2SF.3 5.11	Government National Mortgage Association 3%	0.02%	380,000
260	NCHET.2006-S1 A2A	New Century Home Equity Loan Trust 2005-1 4.63459%	0.02%	13,498,310
261	OAK.2001-E A3	Oakwood Mtg Invest 5.69%	0.02%	321,173
262	LBSBC.2007-2A M1	Lehman Brothers Small Balance Commercial Mortgage Pass-Through Certificates	0.02%	291,952
263	NAA.2005-S3 M1	Nomura Asset Acceptance Corp Alt Ln tr 5.33378%	0.02%	10,725
264	BCM.2000-A A4	Bombardier Capital Mortgage Securitization Corp. 8.29%	0.02%	2,928,137
265	n/a	5 Year Treasury Note Future June 25	0.01%	2
266	MASL.2006-1 A	Master 2nd Lien Tr 4.75459%	0.01%	3,507,379
267	NCHET.2006-S1 A1	New Century Home Equity Loan Trust 2005-1 4.77459%	0.01%	7,699,713
268	ZAIS7.2017-2A A	ZAIS CLO 7 LTD 5.85359%	0.01%	166,323
269	CWALT.2004-J11 1CB1	Cwalt Incorporation 5.5%	0.01%	133,708
270	n/a	Sfrz5p 95.625	0.01%	649
271	n/a	Trade Date Cash (Eur)	0.01%	103,200
272	SRANC.2014-3A ALR	Saranac CLO III Ltd/ Saranac CLO III LLC 6.45372%	0.01%	106,645
273	BSMF.2007-SL2 1A	Bear Stearns Mortgage Funding Trust 2007 Sl2 4.75459%	0.01%	84,520
274	MRFC.2004-TBC1 A	Mellon Re-Remic Ptc 2004-Tbc1 4.68614%	0.01%	102,033
275	GSMS.2006-CC1 A	GS Mortgage Securities Corp II 5.332%	0.01%	102,106
276	ACE.2006-ASL1 A	ACE Securities Corp Home Equity Loan Trust 4.71459%	0.00%	748,811
277	NCSLT.2007-4 A3A7	National Collegiate Student Loan Trust 2007-4 7.925%	0.00%	75,000
278	RFMS2.2005-HS1 AI4	Residential Funding Mortgage Securities II Inc. 5.39272%	0.00%	4,328,989
279	JPMRR.2009-10 7A1	JP Morgan Resecuritization Tr Ser 2009-10 6.0537%	0.00%	63,999
280	OZLM.2014-7RA SUB	Ozlm VII Limited 0%	0.00%	1,083,456
281	NCSLT.2007-3 A3A4	Natl Collegiate7-3 7.912%	0.00%	24,944
282	n/a	Etd Usd Margin Balance	0.00%	3,079
283	n/a	ARCap 2005-1 Resecuritization Trust 5.55%	0.00%	8,586,000
284	RFMSI.2005-SA4 2A2	Residential Fdg I 6.22884%	0.00%	508
285	n/a	Contra Derivatives - Options	-0.00%	n/a
286	n/a	Cds: (Cmbx.Na.6.Aa)	-0.03%	500,641
287	n/a	Deriv Eur Balance With R73215 D_jp	-0.05%	734,525
288	n/a	Accrued Expenses	-0.07%	1,039,371
289	n/a	Ice: (Cdx.Na.Hy.44.V1)	-0.10%	1,362,000
290	n/a	Cds: (Cmbx.Na.6.Bbb-)	-0.11%	1,863,755
291	n/a	Cds: (Cmbx.Na.14.A)	-0.17%	2,682,000
292	n/a	Cds: (Cmbx.Na.7.A)	-0.18%	3,370,316
293	n/a	Cds: (Cmbx.Na.7.As)	-0.21%	3,021,833
294	n/a	Fx Usd Vs Eur	-0.25%	3,615,523
295	n/a	Ice: (Cdx.Na.Hy.39.V3)	-0.28%	3,880,000
296	n/a	Cds: (Cmbx.Na.14.Bbb-)	-0.30%	5,293,500
297	n/a	Trswap: Jbbb Us Equity	-0.31%	92,000
298	n/a	Cds: (Cmbx.Na.13.Aa)	-0.34%	5,000,000
299	n/a	Cds: (Cmbx.Na.9.Bbb-)	-0.46%	8,053,000
300	n/a	Cds: (Cmbx.Na.12.Aa)	-0.47%	6,974,000
301	n/a	Cds: (Cmbx.Na.8.Bbb-)	-0.51%	8,922,802
302	n/a	Fx Usd Vs Eur	-0.61%	8,161,000
303	n/a	Cds: (Cmbx.Na.8.A)	-0.66%	9,757,126
304	n/a	Cds: (Cmbx.Na.15.A)	-0.81%	12,560,000
305	n/a	Cds: (Cmbx.Na.15.Bbb-)	-0.86%	15,000,000
306	FNCL.4 5.11	Federal National Mortgage Association 4%	-0.89%	13,850,000
307	FNCL.4.5 5.11	Federal National Mortgage Association 4.5%	-0.91%	13,850,000
308	n/a	Cds: (Cmbx.Na.11.Bbb-)	-0.94%	15,692,000
309	n/a	Cds: (Cmbx.Na.11.Aa)	-1.22%	17,875,000
310	FNCI.5 5.11	Federal National Mortgage Association 5%	-1.39%	20,000,000
311	n/a	Ice: (Itraxx.Xo.42.V2)	-1.74%	21,747,193
312	n/a	Fswp: Usd 3.810000 31-Aug-2029 Sof	-1.81%	26,000,000
313	n/a	Cdx.Na.Ig.43.V1 5Yr Rtp @ 65.00000	-2.26%	32,755,000
314	n/a	Cdx.Na.Ig.43.V1 5Yr Rtp @ 70.00000	-2.26%	32,755,000
315	n/a	Trade Date Cash (Usd)	-2.42%	35,086,248
316	FNCI.2.5 5.12	Federal National Mortgage Association 2.5%	-2.55%	40,000,000
317	n/a	Itraxx.Finsr.42.V1 5yr Rtp @ 70.00	-3.90%	52,212,000
318	n/a	Itraxx.Finsr.43.V1 5yr Rtp @ 80.00	-3.90%	52,212,000
319	n/a	Ice: (Itraxx.Finsr.43.V1)	-7.90%	104,425,000
320	n/a	Ice: (Cdx.Na.Ig.44.V1)	-10.43%	148,468,000
321	n/a	Contra Derivatives - Futures	-13.74%	n/a

As of Mar 31, 2025

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Asset Class	% Weight
Bond	65.84%
Cash	22.19%
Other	11.97%

Sector	% Weight
Other	58.30%
United States	41.70%