MSPHX Holdings List

As of Dec 31, 2024

No.	Symbol	Name	% Weight	Shares
1	T 4.25 12.31.26	US TREASURY N/B - 12/26 4.25	8.81%	55,015,000
2	n/a	US TREASURY N/B - 12/29 4.375	5.96%	37,230,000
3	T 4.25 11.15.34	US TREASURY N/B - 11/34 4.25	5.08%	32,581,000
4	T 4.5 11.15.54	US TREASURY N/B - 11/54 4.5	4.98%	32,592,000
5	WIT 0	US TREASURY N/B - 11/44 4.625	4.41%	28,370,000
6	n/a	Repurchase Agreement - FIXED INC CLEARING CORP.REPO	2.40%	14,961,276
7	B 0 01.23.25	TREASURY BILL - 01/25 0.00000	1.99%	12,435,000
8	T 4.25 11.30.26	US TREASURY N/B - 11/26 4.25	1.94%	12,124,000
9	FNCL 3.5 1.12	FNMA TBA 30 YR 3.5 - SINGLE FAMILY MORTGAGE	1.92%	13,575,000
10	G2SF 2.5 1.13	GNMA II TBA 30 YR 2.5 - JUMBOS	1.45%	10,875,000
11	G2SF 5 1.12	GNMA II TBA 30 YR 5 - JUMBOS	1.39%	8,975,000
12	FNCL 5 1.12	FNMA TBA 30 YR 5 - SINGLE FAMILY MORTGAGE	1.26%	8,175,000
13	T 4.125 11.30.29	US TREASURY N/B - 11/29 4.125	1.14%	7,198,000
14	T 4.125 08.15.44	US TREASURY N/B - 08/44 4.125	1.12%	7,695,000
15	FR SD8199	FED HM LN PC POOL SD8199 - FR 03/52 FIXED 2	1.12%	8,956,329
16	FN MA4563	FNMA POOL MA4563 - FN 03/52 FIXED 2.5	1.07%	8,164,747
17	G2SF 4 1.12	GNMA II TBA 30 YR 4 - JUMBOS	1.06%	7,225,000
18	G2SF 4.5 1.12	GNMA II TBA 30 YR 4.5 - JUMBOS	0.94%	6,225,000
19	FN MA4577	FNMA POOL MA4577 - FN 04/52 FIXED 2	0.94%	7,558,830
20	FN MA4840	FNMA POOL MA4840 - FN 12/52 FIXED 4.5	0.88%	5,861,861
21	FNCL 4.5 1.12	FNMA TBA 30 YR 4.5 - SINGLE FAMILY MORTGAGE	0.84%	5,575,000
22	G2SF 5.5 1.12	GNMA II TBA 30 YR 5.5 - JUMBOS	0.81%	5,125,000
23	FNCL 5.5 1.12	FNMA TBA 30 YR 5.5 - SINGLE FAMILY MORTGAGE	0.79%	5,000,000
24	FN MA5107	FNMA POOL MA5107 - FN 08/53 FIXED 5.5	0.76%	4,796,288
25	FR SD8257	FED HM LN PC POOL SD8257 - FR 10/52 FIXED 4.5	0.74%	4,892,847
26	FN MA4917	FNMA POOL MA4917 - FN 02/53 FIXED 4.5	0.70%	4,638,860
27	G2 MA8347	GNMA II POOL MA8347 - G2 10/52 FIXED 4.5	0.64%	4,236,396
28	FN CB4121	FNMA POOL CB4121 - FN 07/52 FIXED 4	0.63%	4,278,663
29	CIM 2021-J3 A1	CIM TRUST - CIM 2021 J3 A1 144A	0.62%	4,802,184
30	SLMA 2008-5 B	SLM STUDENT LOAN TRUST - SLMA 2008 5 B	0.62%	3,735,000
31	ROCKT 2019-2A AR2	ROCKFORD TOWER CLO LTD - ROCKT 2019 2A AR2 144A	0.58%	3,616,323
32	FN BT9728	FNMA POOL BT9728 - FN 10/51 FIXED 2	0.58%	4,631,078
33	FR SD8265	FED HM LN PC POOL SD8265 - FR 11/52 FIXED 4	0.56%	3,815,299
34	B 0 01.14.25	TREASURY BILL - 01/25 0.00000	0.55%	3,430,000
35	FN BV8526	FNMA POOL BV8526 - FN 05/52 FIXED 3	0.54%	3,989,542
36	FR SD3246	FED HM LN PC POOL SD3246 - FR 08/52 FIXED 4	0.54%	3,663,140
37	FR SD5202	FED HM LN PC POOL SD5202 - FR 10/52 FIXED 4	0.53%	3,589,023
38	FN FS7252	FNMA POOL FS7252 - FN 11/53 FIXED VAR	0.50%	3,260,710
39	FG G07848	FED HM LN PC POOL G07848 - FG 04/44 FIXED 3.5	0.50%	3,423,565
40	OBX 2021-J3 A1	ONSLOW BAY FINANCIAL LLC - OBX 2021 J3 A1 144A	0.49%	3,804,634
41	FN BQ6913	FNMA POOL BQ6913 - FN 12/51 FIXED 2	0.49%	3,900,387
42	FR SD8220	FED HM LN PC POOL SD8220 - FR 06/52 FIXED 3	0.48%	3,520,079
43	WAMU 2006-AR12 1A4	WAMU MORTGAGE PASS THROUGH CER - WAMU 2006 AR12 1A4	0.48%	3,352,545
44	FN CB2767	FNMA POOL CB2767 - FN 01/52 FIXED 2	0.48%	3,806,675
45	FARMER V5.454 10.15.54 144A	FARMERS EXCHANGE CAP III - SUBORDINATED 144A 10/54 VAR	0.47%	3,290,000
46	FN FS1598	FNMA POOL FS1598 - FN 04/52 FIXED VAR	0.47%	3,784,075
47	FR SD8212	FED HM LN PC POOL SD8212 - FR 05/52 FIXED 2.5	0.47%	3,609,527
48	FN MA4579	FNMA POOL MA4579 - FN 04/52 FIXED 3	0.47%	3,424,046
49	PRPM 2022-1 A1	PRP ADVISORS, LLC - PRPM 2022 1 A1 144A	0.47%	2,918,964
50	FNCL 3 1.12	FNMA TBA 30 YR 3 - SINGLE FAMILY MORTGAGE	0.45%	3,350,000
51	FN MA4548	FNMA POOL MA4548 - FN 02/52 FIXED 2.5	0.45%	3,441,180
52	FR SD8194	FED HM LN PC POOL SD8194 - FR 02/52 FIXED 2.5	0.45%	3,415,375
53	PRPM 2021-5 A1	PRP ADVISORS, LLC - PRPM 2021 5 A1 144A	0.44%	2,799,179
54	OBX 2021-NQM4 A1	ONSLOW BAY FINANCIAL LLC - OBX 2021 NQM4 A1 144A	0.44%	3,331,851
55	FNCL 2.5 1.12	FNMA TBA 30 YR 2.5 - SINGLE FAMILY MORTGAGE	0.42%	3,200,000
56	CIM 2023-NR1 A1	CIM TRUST - CIM 2023 NR1 A1 144A	0.41%	2,565,263
57	BX 2020-VIV4 A	BX TRUST - BX 2020 VIV4 A 144A	0.40%	2,870,000
58	CAS 2022-R03 1M2	FANNIE MAE CAS - CAS 2022 R03 1M2 144A	0.40%	2,400,000
59	BAC V3.824 01.20.28 MTN	BANK OF AMERICA CORP - SR UNSECURED 01/28 VAR	0.40%	2,564,000
60	T 4 12.15.27	US TREASURY N/B - 12/27 4	0.40%	2,515,000
61	ROCKT 2019-1A AR	ROCKFORD TOWER CLO LTD - ROCKT 2019 1A AR 144A	0.39%	2,435,000
62	AMMC 2024-30A A1	AMERICAN MONEY MANAGEMENT CORP - AMMC 2024 30A A1 144A	0.39%	2,400,000
63	CLVR 2019-2A BR	CLOVER CLO - CLVR 2019 2A BR 144A	0.38%	2,400,000
64	FR SD8147	FED HM LN PC POOL SD8147 - FR 05/51 FIXED 2.5	0.38%	2,918,732
65	GS V1.431 03.09.27	GOLDMAN SACHS GROUP INC - SR UNSECURED 03/27 VAR	0.38%	2,475,000
66	PROG 2021-SFR8 C	PROGRESS RESIDENTIAL TRUST - PROG 2021 SFR8 C 144A	0.38%	2,500,000
67	FN CB6854	FNMA POOL CB6854 - FN 08/53 FIXED 4.5	0.37%	2,441,011
68	DBALT 2007-OA3 A2	DEUTSCHE ALT A SECURITIES INC - DBALT 2007 OA3 A2	0.36%	2,646,508
69	FN BO2259	FNMA POOL BO2259 - FN 10/49 FIXED 3	0.35%	2,566,117
70	BAC V2.551 02.04.28 MTN	BANK OF AMERICA CORP - SR UNSECURED 02/28 VAR	0.35%	2,311,000
71	CYRUS 2024-1A A2	CYRUSONE DATA CENTERS ISSUER I - CYRUS 2024 1A A2 144A	0.35%	2,270,000
72	HVMLT 2007-3 2A1A	HARBORVIEW MORTGAGE LOAN TRUST - HVMLT 2007 3 2A1A	0.35%	2,380,114
73	AJAXM 2022-B A1	AJAX MORTGAGE LOAN TRUST - AJAXM 2022 B A1 144A	0.34%	2,250,270
74	CWL 2007-7 1A	COUNTRYWIDE ASSET BACKED CERTI - CWL 2007 7 1A	0.33%	2,202,058
75	FN MA4158	FNMA POOL MA4158 - FN 10/50 FIXED 2	0.33%	2,612,698
76	CSMC 2021-NQM6 A1	CREDIT SUISSE MORTGAGE TRUST - CSMC 2021 NQM6 A1 144A	0.33%	2,444,754
77	COLT 2023-1 A1	COLT FUNDING LLC - COLT 2023 1 A1 144A	0.32%	2,019,874
78	LCM 37A A1R	LCM LTD PARTNERSHIP - LCM 37A A1R 144A	0.32%	2,000,000
79	BINOM 2022-RPL1 A1	BINOM SECURITIZATION TRUST - BINOM 2022 RPL1 A1 144A	0.32%	2,189,192
80	FN CB2766	FNMA POOL CB2766 - FN 02/52 FIXED 2	0.32%	2,519,410
81	OOMLT 2006-3 1A1	OPTION ONE MORTGAGE LOAN TRUST - OOMLT 2006 3 1A1	0.32%	3,249,615
82	BABSN 2018-4A A1R	BABSON CLO LTD - BABSN 2018 4A A1R 144A	0.31%	1,965,145
83	FN FS6925	FNMA POOL FS6925 - FN 12/51 FIXED VAR	0.31%	2,360,310
84	FHMS K155 A3	FHLMC MULTIFAMILY STRUCTURED P - FHMS K155 A3	0.31%	2,115,000
85	FN FS4701	FNMA POOL FS4701 - FN 04/53 FIXED VAR	0.31%	2,029,731
86	DRSLF 2016-45A BRR	DRYDEN SENIOR LOAN FUND - DRSLF 2016 45A BRR 144A	0.30%	1,850,000
87	HVMLT 2006-10 1A1A	HARBORVIEW MORTGAGE LOAN TRUST - HVMLT 2006 10 1A1A	0.30%	2,399,744
88	FNCL 2 1.14	FNMA TBA 30 YR 2 - SINGLE FAMILY MORTGAGE	0.29%	2,325,000
89	BABSN 2019-3A A1RR	BABSON CLO LTD - BABSN 2019 3A A1RR 144A	0.29%	1,800,000
90	FG G60138	FED HM LN PC POOL G60138 - FG 08/45 FIXED 3.5	0.29%	1,973,630
91	WFC V5.574 07.25.29 MTN	WELLS FARGO + COMPANY - SR UNSECURED 07/29 VAR	0.29%	1,755,000
92	GNR 2024-97 FW	GOVERNMENT NATIONAL MORTGAGE A - GNR 2024 97 FW	0.28%	1,781,218
93	FN BW9897	FNMA POOL BW9897 - FN 10/52 FIXED 4.5	0.28%	1,880,054
94	HVMLT 2007-6 1A1A	HARBORVIEW MORTGAGE LOAN TRUST - HVMLT 2007 6 1A1A	0.28%	2,132,662
95	FN FS8274	FNMA POOL FS8274 - FN 04/52 FIXED VAR	0.28%	2,248,262
96	WBD 5.141 03.15.52	WARNERMEDIA HOLDINGS INC - COMPANY GUAR 03/52 5.141	0.28%	2,336,000
97	FN MA1148	FNMA POOL MA1148 - FN 08/42 FIXED 3.5	0.28%	1,897,807
98	FR SD8189	FED HM LN PC POOL SD8189 - FR 01/52 FIXED 2.5	0.27%	2,074,734
99	FR SD8204	FED HM LN PC POOL SD8204 - FR 04/52 FIXED 2	0.27%	2,165,729
100	FR SD8200	FED HM LN PC POOL SD8200 - FR 03/52 FIXED 2.5	0.27%	2,046,989
101	FR SD3016	FED HM LN PC POOL SD3016 - FR 06/52 FIXED 3	0.27%	1,948,706
102	VOLT 2021-CF1 A1	VERICREST OPPORTUNITY LOAN TRA - VOLT 2021 CF1 A1 144A	0.26%	1,647,476
103	FG G08726	FED HM LN PC POOL G08726 - FG 10/46 FIXED 3	0.26%	1,866,569
104	ALLEG 2019-1A ARR	ALLEGRO CLO LTD - ALLEG 2019 1A ARR 144A	0.26%	1,617,611
105	WMALT 2005-7 4CB	WASHINGTON MUTUAL MORTGAGE PAS - WMALT 2005 7 4CB	0.26%	2,016,683
106	FR RA4179	FED HM LN PC POOL RA4179 - FR 12/50 FIXED 2.5	0.26%	1,964,419
107	n/a	State Street Navigator Securities Lending Trust - Prime Portfolio	0.26%	1,594,598
108	n/a	APIDOS CLO LTD - APID 2016 25A A1R3 144A	0.25%	1,580,000
109	IFF 2.3 11.01.30 144A	INTL FLAVOR + FRAGRANCES - SR UNSECURED 144A 11/30 2.3	0.25%	1,860,000
110	FN MA4176	FNMA POOL MA4176 - FN 11/40 FIXED 2	0.25%	1,871,556
111	GWT 2024-WLF2 B	GREAT WOLF TRUST - GWT 2024 WLF2 B 144A	0.25%	1,532,000
112	LNT 4.95 04.01.33	WISCONSIN POWER + LIGHT - SR UNSECURED 04/33 4.95	0.24%	1,535,000
113	GS V1.948 10.21.27	GOLDMAN SACHS GROUP INC - SR UNSECURED 10/27 VAR	0.24%	1,550,000
114	GDLP 2024-1A A	GOODLEAP HOME IMPROVEMENT SOLU - GDLP 2024 1A A 144A	0.24%	1,475,302
115	HSBC V2.099 06.04.26	HSBC HOLDINGS PLC - SR UNSECURED 06/26 VAR	0.23%	1,480,000
116	FN BY0545	FNMA POOL BY0545 - FN 05/53 FIXED 5	0.23%	1,471,667
117	WBD 5.05 03.15.42	WARNERMEDIA HOLDINGS INC - COMPANY GUAR 03/42 5.05	0.23%	1,760,000
118	RAD 2019-4A AR	RAD CLO LTD - RAD 2019 4A AR 144A	0.23%	1,405,055
119	FR QE0312	FED HM LN PC POOL QE0312 - FR 04/52 FIXED 2	0.22%	1,791,026
120	MSAC 2006-HE1 A4	MORGAN STANLEY CAPITAL INC - MSAC 2006 HE1 A4	0.22%	1,468,386
121	NSLT 2005-4 A4	NELNET STUDENT LOAN TRUST - NSLT 2005 4 A4	0.21%	1,379,665
122	FN FS4233	FNMA POOL FS4233 - FN 12/52 FIXED VAR	0.21%	1,415,653
123	SPRNTS 5.152 03.20.28 144A	SPRINT SPECTRUM / SPEC I - SR SECURED 144A 09/29 5.152	0.21%	1,309,750
124	FE 2.866 09.15.28 144A	FIRSTENERGY TRANSMISSION - SR UNSECURED 144A 09/28 2.866	0.21%	1,401,000
125	NGGLN 5.819 04.01.41 144A	KEYSPAN GAS EAST CORP - SR UNSECURED 144A 04/41 5.819	0.21%	1,337,000
126	FN BN7755	FNMA POOL BN7755 - FN 09/49 FIXED 3	0.20%	1,467,216
127	JPM V1.578 04.22.27	JPMORGAN CHASE + CO - SR UNSECURED 04/27 VAR	0.20%	1,320,000
128	FN MA1607	FNMA POOL MA1607 - FN 10/33 FIXED 3	0.20%	1,334,807
129	ETR413	ENTERGY LOUISIANA LLC - 1ST MORTGAGE 04/25 3.78	0.20%	1,250,000
130	TWC 5.5 09.01.41	TIME WARNER CABLE LLC - SR SECURED 09/41 5.5	0.20%	1,465,000
131	RAST 2006-A14C 1A1	RESIDENTIAL ASSET SECURITIZATI - RAST 2006 A14C 1A1	0.20%	1,772,029
132	BAMLL 2018-PARK A	BANC OF AMERICA MERRILL LYNCH - BAMLL 2018 PARK A 144A	0.19%	1,280,000
133	WFC V2.393 06.02.28 MTN	WELLS FARGO + COMPANY - SR UNSECURED 06/28 VAR	0.19%	1,280,000
134	CSMC 2018-RPL9 A	CREDIT SUISSE MORTGAGE TRUST - CSMC 2018 RPL9 A 144A	0.19%	1,274,544
135	AJAXM 2019-F A1	AJAX MORTGAGE LOAN TRUST - AJAXM 2019 F A1 144A	0.19%	1,237,547
136	FG G67714	FED HM LN PC POOL G67714 - FG 07/48 FIXED 4	0.19%	1,269,548
137	BX 2024-KING B	BX TRUST - BX 2024 KING B 144A	0.19%	1,183,420
138	FG G67707	FED HM LN PC POOL G67707 - FG 01/48 FIXED 3.5	0.19%	1,295,152
139	BAC V2.087 06.14.29 MTN	BANK OF AMERICA CORP - SR UNSECURED 06/29 VAR	0.19%	1,275,000
140	FG G08732	FED HM LN PC POOL G08732 - FG 11/46 FIXED 3	0.18%	1,323,396
141	HMBT 2005-5 A1	HOMEBANC MORTGAGE TRUST - HMBT 2005 5 A1	0.18%	1,178,307
142	AMMC 2014-15A AR3	AMERICAN MONEY MANAGEMENT CORP - AMMC 2014 15A AR3 144A	0.18%	1,142,131
143	BAYNGR 4.375 12.15.28 144A	BAYER US FINANCE II LLC - COMPANY GUAR 144A 12/28 4.375	0.18%	1,181,000
144	SEE 1.573 10.15.26 144A	SEALED AIR CORP - SR SECURED 144A 10/26 1.573	0.18%	1,200,000
145	AHM 2006-1 12A1	AMERICAN HOME MORTGAGE INVESTM - AHM 2006 1 12A1	0.18%	1,234,492
146	BAYNGR 4.625 06.25.38 144A	BAYER US FINANCE II LLC - COMPANY GUAR 144A 06/38 4.625	0.17%	1,310,000
147	n/a	DUKE ENERGY CORP - SR UNSECURED 04/31 3.75	0.17%	1,030,000
148	G2 MA4719	GNMA II POOL MA4719 - G2 09/47 FIXED 3.5	0.17%	1,194,506
149	UBER 4.8 09.15.34	UBER TECHNOLOGIES INC - SR UNSECURED 09/34 4.8	0.17%	1,105,000
150	PRPM 2021-6 A1	PRP ADVISORS, LLC - PRPM 2021 6 A1 144A	0.17%	1,062,481
151	BX 2022-VAMF C	BX TRUST - BX 2022 VAMF C 144A	0.17%	1,057,000
152	FG G67717	FED HM LN PC POOL G67717 - FG 11/48 FIXED 4	0.17%	1,127,987
153	G2 MA4126	GNMA II POOL MA4126 - G2 12/46 FIXED 3	0.17%	1,188,781
154	COLO 2021-2A A2	DATABANK ISSUER LLC - COLO 2021 2A A2 144A	0.17%	1,100,000
155	TTN 2021-MHC E	TTAN - TTN 2021 MHC E 144A	0.17%	1,038,210
156	VDC 2020-1A A2	VANTAGE DATA CENTERS LLC - VDC 2020 1A A2 144A	0.17%	1,062,000
157	NY NYCGEN 5.13 02.01.2035	NEW YORK CITY NY TRANSITIONAL - NYCGEN 02/35 FIXED 5.13	0.16%	1,033,000
158	SAMI 2006-AR1 3A1	STRUCTURED ASSET MORTGAGE INVE - SAMI 2006 AR1 3A1	0.16%	1,235,975
159	FG G08716	FED HM LN PC POOL G08716 - FG 08/46 FIXED 3.5	0.16%	1,128,757
160	NY NYCGEN 5.15 02.01.2036	NEW YORK CITY NY TRANSITIONAL - NYCGEN 02/36 FIXED OID 5.15	0.16%	1,033,000
161	BX 2019-OC11 B	BX TRUST 2019 OC11 - BX 2019 OC11 B 144A	0.16%	1,110,000
162	G2 MA4512	GNMA II POOL MA4512 - G2 06/47 FIXED 4.5	0.16%	1,052,261
163	AEP 5.3 04.01.33	SOUTHWESTERN ELEC POWER - SR UNSECURED 04/33 5.3	0.16%	1,000,000
164	FN MA4731	FNMA POOL MA4731 - FN 09/52 FIXED 3.5	0.16%	1,113,766
165	PROG 2021-SFR10 F	PROGRESS RESIDENTIAL TRUST - PROG 2021 SFR10 F 144A	0.16%	1,056,520
166	OBP 2019-OBP A	ONE BRYANT PARK TRUST - OBP 2019 OBP A 144A	0.15%	1,085,000
167	AL 3.25 03.01.25	AIR LEASE CORP - SR UNSECURED 03/25 3.25	0.15%	950,000
168	BX 2022-PSB D	BX TRUST - BX 2022 PSB D 144A	0.15%	938,000
169	JBSSBZ 6.5 12.01.52	JBS USA HOLD/FOOD/LUX CO - COMPANY GUAR 12/52 6.5	0.15%	900,000
170	OCP 2014-6A A1R2	OCP CLO LTD - OCP 2014 6A A1R2 144A	0.15%	908,284
171	n/a	DIGITAL INTREPID HOLDING - COMPANY GUAR REGS 07/31 0.625	0.15%	1,050,000
172	FG G08715	FED HM LN PC POOL G08715 - FG 08/46 FIXED 3	0.14%	1,032,050
173	CSCHLD 6.5 02.01.29 144A	CSC HOLDINGS LLC - COMPANY GUAR 144A 02/29 6.5	0.14%	1,067,000
174	BAC V3.97 03.05.29 MTN	BANK OF AMERICA CORP - SR UNSECURED 03/29 VAR	0.14%	920,000
175	AMT 2.3 09.15.31	AMERICAN TOWER CORP - SR UNSECURED 09/31 2.3	0.14%	1,050,000
176	MS V1.593 05.04.27	MORGAN STANLEY - SR UNSECURED 05/27 VAR	0.14%	910,000
177	BAYNGR 6.875 11.21.53 144A	BAYER US FINANCE LLC - COMPANY GUAR 144A 11/53 6.875	0.14%	865,000
178	HPP 4.65 04.01.29	HUDSON PACIFIC PROPERTIE - COMPANY GUAR 04/29 4.65	0.14%	1,150,000
179	FG G07924	FED HM LN PC POOL G07924 - FG 01/45 FIXED 3.5	0.14%	948,396
180	FG G67713	FED HM LN PC POOL G67713 - FG 06/48 FIXED 4	0.14%	924,781
181	NY NYSHGR 5.63 03.15.2039	NEW YORK ST DORM AUTH ST PERSO - NYSHGR 03/39 FIXED 5.628	0.14%	860,000
182	ES 5.95 02.01.29	EVERSOURCE ENERGY - SR UNSECURED 02/29 5.95	0.14%	835,000
183	FG G08792	FED HM LN PC POOL G08792 - FG 12/47 FIXED 3.5	0.14%	955,479
184	CPTS 2019-CPT B	CPT MORTGAGE TRUST - CPTS 2019 CPT B 144A	0.13%	1,000,000
185	CHTR 3.7 04.01.51	CHARTER COMM OPT LLC/CAP - SR SECURED 04/51 3.7	0.13%	1,335,000
186	CHTR 3.9 06.01.52	CHARTER COMM OPT LLC/CAP - SR SECURED 06/52 3.9	0.13%	1,289,000
187	FHAMS 2005-AA9 2A1	FIRST HORIZON ALTERNATIVE MORT - FHAMS 2005 AA9 2A1	0.13%	950,707
188	JPMCC 2019-OSB A	JP MORGAN CHASE COMMERCIAL MOR - JPMCC 2019 OSB A 144A	0.13%	900,000
189	AVOL 4.375 05.01.26 144A	AVOLON HOLDINGS FNDG LTD - COMPANY GUAR 144A 05/26 4.375	0.13%	815,000
190	JPM V2.069 06.01.29	JPMORGAN CHASE + CO - SR UNSECURED 06/29 VAR	0.13%	885,000
191	HY 2019-30HY A	HUDSON YARDS - HY 2019 30HY A 144A	0.13%	880,000
192	BA 5.805 05.01.50	BOEING CO - SR UNSECURED 05/50 5.805	0.13%	860,000
193	AVOL 2.528 11.18.27 144A	AVOLON HOLDINGS FNDG LTD - COMPANY GUAR 144A 11/27 2.528	0.13%	859,000
194	NY NYC 3 08.01.2034	NEW YORK NY - NYC 08/34 FIXED 3	0.13%	945,000
195	TMUS 4.7 01.15.35	T MOBILE USA INC - COMPANY GUAR 01/35 4.7	0.13%	840,000
196	ARSI 2005-W2 M1	ARGENT SECURITIES INC. - ARSI 2005 W2 M1	0.13%	792,284
197	FG G08741	FED HM LN PC POOL G08741 - FG 01/47 FIXED 3	0.12%	899,190
198	AMH 3.625 04.15.32	AMERICAN HOMES 4 RENT - SR UNSECURED 04/32 3.625	0.12%	862,000
199	FN AB4262	FNMA POOL AB4262 - FN 01/32 FIXED 3.5	0.12%	799,206
200	HY 2019-55HY A	HUDSON YARDS - HY 2019 55HY A 144A	0.12%	860,000
201	n/a	PROLOGIS EURO FINANCE - COMPANY GUAR 01/43 4.25	0.12%	710,000
202	n/a	Currency Forward Contract - FX Forward	0.12%	11,747,916
203	FNCL 4 1.12	FNMA TBA 30 YR 4 - SINGLE FAMILY MORTGAGE	0.12%	825,000
204	AAT 3.375 02.01.31	AMERICAN ASSETS TRUST LP - COMPANY GUAR 02/31 3.375	0.12%	865,000
205	DCOT 2019-MTC A	DC OFFICE TRUST - DCOT 2019 MTC A 144A	0.12%	860,000
206	G2 MA4836	GNMA II POOL MA4836 - G2 11/47 FIXED 3	0.12%	836,615
207	G2 MA4127	GNMA II POOL MA4127 - G2 12/46 FIXED 3.5	0.12%	807,756
208	ES 4.6 07.01.27	EVERSOURCE ENERGY - SR UNSECURED 07/27 4.6	0.12%	735,000
209	GLPI 5.375 04.15.26	GLP CAPITAL LP / FIN II - COMPANY GUAR 04/26 5.375	0.11%	715,000
210	PRPM 2022-4 A1	PRP ADVISORS, LLC - PRPM 2022 4 A1 144A	0.11%	720,583
211	IMBLN 6.125 07.27.27 144A	IMPERIAL BRANDS FIN PLC - COMPANY GUAR 144A 07/27 6.125	0.11%	690,000
212	FG G08711	FED HM LN PC POOL G08711 - FG 06/46 FIXED 3.5	0.11%	785,210
213	FN CA1710	FNMA POOL CA1710 - FN 05/48 FIXED 4.5	0.11%	741,705
214	WFC V3.35 03.02.33 MTN	WELLS FARGO + COMPANY - SR UNSECURED 03/33 VAR	0.11%	800,000
215	CPTS 2019-CPT A	CPT MORTGAGE TRUST - CPTS 2019 CPT A 144A	0.11%	805,000
216	ARCLO 2021-FL3 A	ARBOR REALTY COLLATERALIZED LO - ARCLO 2021 FL3 A 144A	0.11%	697,299
217	HCA 5.25 04.15.25	HCA INC - COMPANY GUAR 04/25 5.25	0.10%	644,000
218	CCI 2.1 04.01.31	CROWN CASTLE INC - SR UNSECURED 04/31 2.1	0.10%	777,000
219	EXR 3.9 04.01.29	EXTRA SPACE STORAGE LP - COMPANY GUAR 04/29 3.9	0.10%	670,000
220	JBSSBZ 6.75 03.15.34	JBS USA HOLD/FOOD/LUX CO - COMPANY GUAR 03/34 6.75	0.10%	598,000
221	n/a	GOVERNMENT NATIONAL MORTGAGE A - GNR 2015 8 LZ	0.10%	740,294
222	BX 2019-OC11 E	BX TRUST 2019 OC11 - BX 2019 OC11 E 144A	0.10%	700,000
223	n/a	ANHEUSER BUSCH INBEV SA/ - COMPANY GUAR REGS 03/44 3.95	0.10%	590,000
224	n/a	INVITATION HOMS OPRTNG PSHP LP - 2024 TERM LOAN	0.10%	628,736
225	n/a	REALTY INCOME CORP - SR UNSECURED 07/34 5.125	0.10%	540,000
226	MSAC 2006-NC2 A2D	MORGAN STANLEY CAPITAL INC - MSAC 2006 NC2 A2D	0.10%	614,805
227	PERTIJ 3.1 08.27.30 144A	PT PERTAMINA (PERSERO) - SR UNSECURED 144A 08/30 3.1	0.10%	675,000
228	CGCMT 2020-420K D	CITIGROUP COMMERCIAL MORTGAGE - CGCMT 2020 420K D 144A	0.10%	700,000
229	FN MA4093	FNMA POOL MA4093 - FN 08/40 FIXED 2	0.10%	707,722
230	IEP 9 06.15.30	ICAHN ENTERPRISES/FIN - SR SECURED 06/30 9	0.10%	620,000
231	AER 3 10.29.28	AERCAP IRELAND CAP/GLOBA - COMPANY GUAR 10/28 3	0.09%	640,000
232	n/a	GRIFOLS SA - COMPANY GUAR REGS 10/28 3.875	0.09%	630,000
233	G2 MA5528	GNMA II POOL MA5528 - G2 10/48 FIXED 4	0.09%	633,830
234	BERY 5.65 01.15.34 144A	BERRY GLOBAL INC - SR SECURED 144A 01/34 5.65	0.09%	570,000
235	G2 MA4454	GNMA II POOL MA4454 - G2 05/47 FIXED 5	0.09%	561,838
236	PEMEX 6.625 06.15.35	PETROLEOS MEXICANOS - COMPANY GUAR 06/35 6.625	0.09%	700,000
237	BCLTDH 9 01.30.28 144A	1375209 BC LTD - SR SECURED 144A 01/28 9	0.09%	551,000
238	BERY L 07.02.29 25	BERRY GLOBAL INC - 2023 TERM LOAN AA	0.08%	530,388
239	n/a	ELO SACA - SR UNSECURED REGS 03/29 6	0.08%	600,000
240	WFC V4.897 07.25.33 MTN	WELLS FARGO + COMPANY - SR UNSECURED 07/33 VAR	0.08%	545,000
241	AL 5.85 12.15.27	AIR LEASE CORP - SR UNSECURED 12/27 5.85	0.08%	505,000
242	n/a	NATL GAS TRANSMISSION - SR UNSECURED REGS 04/30 4.25	0.08%	475,000
243	ARGID 5.25 08.15.27 144A	ARDAGH PKG FIN/HLDGS USA - COMPANY GUAR 144A 08/27 5.25	0.08%	900,000
244	G2 MA5019	GNMA II POOL MA5019 - G2 02/48 FIXED 3.5	0.08%	559,998
245	FN CA3633	FNMA POOL CA3633 - FN 06/49 FIXED 3.5	0.08%	559,869
246	CHTR 5.75 04.01.48	CHARTER COMM OPT LLC/CAP - SR SECURED 04/48 5.75	0.08%	588,000
247	USB V4.839 02.01.34	US BANCORP - SR UNSECURED 02/34 VAR	0.08%	525,000
248	MODV 5 10.01.29 144A	MODIVCARE INC - SR UNSECURED 144A 10/29 5	0.08%	853,000
249	n/a	INTELSAT EMERGENCE SA - COMMON STOCK	0.08%	16,791
250	JPM V2.739 10.15.30	JPMORGAN CHASE + CO - SR UNSECURED 10/30 VAR	0.08%	540,000
251	FN CA2208	FNMA POOL CA2208 - FN 08/48 FIXED 4.5	0.08%	509,021
252	FN MA4333	FNMA POOL MA4333 - FN 05/41 FIXED 2	0.08%	580,101
253	CHTR 3.75 02.15.28	CHARTER COMM OPT LLC/CAP - SR SECURED 02/28 3.75	0.08%	500,000
254	MKT 2020-525M A	MKT 2020 525M MORTGAGE TRUST - MKT 2020 525M A 144A	0.08%	570,000
255	KEDRIM 6.5 09.01.29 144A	KEDRION SPA - SR SECURED 144A 09/29 6.5	0.08%	500,000
256	FGP 5.875 04.01.29 144A	FERRELLGAS LP/FERRELLGAS - SR UNSECURED 144A 04/29 5.875	0.07%	510,000
257	WFMBS 2007-AR3 A4	WELLS FARGO MORTGAGE BACKED SE - WFMBS 2007 AR3 A4	0.07%	521,451
258	GS V1.542 09.10.27	GOLDMAN SACHS GROUP INC - SR UNSECURED 09/27 VAR	0.07%	485,000
259	C V2.976 11.05.30	CITIGROUP INC - SR UNSECURED 11/30 VAR	0.07%	500,000
260	FN MA3305	FNMA POOL MA3305 - FN 03/48 FIXED 3.5	0.07%	500,334
261	BRAZIL 6.125 03.15.34	FED REPUBLIC OF BRAZIL - SR UNSECURED 03/34 6.125	0.07%	480,000
262	DOC L 03.01.29 3	HEALTHPEAK PROPERTIES INC - 2024 TERM LOAN A3	0.07%	460,173
263	FNR 2018-38 PA	FANNIE MAE - FNR 2018 38 PA	0.07%	464,739
264	n/a	MSD NETHERLANDS CAPITAL - COMPANY GUAR 05/44 3.7	0.07%	420,000
265	PPC 3.5 03.01.32	PILGRIM S PRIDE CORP - COMPANY GUAR 03/32 3.5	0.07%	500,000
266	BRKHEC 4.4 10.15.44	MIDAMERICAN ENERGY CO - 1ST MORTGAGE 10/44 4.4	0.07%	500,000
267	ATH 3.205 03.08.27 144A	ATHENE GLOBAL FUNDING - SR SECURED 144A 03/27 3.205	0.07%	445,000
268	ENBCN 2 06.15.30 144A	EAST OHIO GAS CO/THE - SR UNSECURED 144A 06/30 2	0.07%	495,000
269	BALTA 2005-4 25A1	BEAR STEARNS ALT A TRUST - BALTA 2005 4 25A1	0.07%	454,543
270	MIK 5.25 05.01.28 144A	MICHAELS COS INC/THE - SR SECURED 144A 05/28 5.25	0.07%	556,000
271	FG G60038	FED HM LN PC POOL G60038 - FG 01/44 FIXED 3.5	0.07%	451,694
272	GNR 2019-15 GT	GOVERNMENT NATIONAL MORTGAGE A - GNR 2019 15 GT	0.07%	464,072
273	C V3.057 01.25.33	CITIGROUP INC - SR UNSECURED 01/33 VAR	0.06%	470,000
274	FNR 2018-43 CT	FANNIE MAE - FNR 2018 43 CT	0.06%	461,260
275	DUK 3.7 12.01.47	DUKE ENERGY CAROLINAS - 1ST MORTGAGE 12/47 3.7	0.06%	538,000
276	JPM V4.005 04.23.29	JPMORGAN CHASE + CO - SR UNSECURED 04/29 VAR	0.06%	410,000
277	CVS V7 03.10.55	CVS HEALTH CORP - JR SUBORDINA 03/55 VAR	0.06%	395,000
278	PNC V6.037 10.28.33	PNC FINANCIAL SERVICES - SR UNSECURED 10/33 VAR	0.06%	380,000
279	FG G08843	FED HM LN PC POOL G08843 - FG 10/48 FIXED 4.5	0.06%	410,915
280	n/a	SUEZ - SR UNSECURED REGS 05/34 2.875	0.06%	400,000
281	MARM 2004-3 4A1	MASTR ADJUSTABLE RATE MORTGAGE - MARM 2004 3 4A1	0.06%	427,303
282	RALI 2006-QA7 2A1	RESIDENTIAL ACCREDIT LOANS, IN - RALI 2006 QA7 2A1	0.06%	444,261
283	FN MA2995	FNMA POOL MA2995 - FN 05/47 FIXED 4	0.06%	409,510
284	BX 2019-OC11 A	BX TRUST 2019 OC11 - BX 2019 OC11 A 144A	0.06%	420,000
285	GNR 2018-124 NW	GOVERNMENT NATIONAL MORTGAGE A - GNR 2018 124 NW	0.06%	426,031
286	FYBR 8.625 03.15.31 144A	FRONTIER COMMUNICATIONS - SR SECURED 144A 03/31 8.625	0.06%	355,000
287	SOAF 5.875 04.20.32	REPUBLIC OF SOUTH AFRICA - SR UNSECURED 04/32 5.875	0.06%	400,000
288	n/a	WORLDLINE SA/FRANCE - SR UNSECURED REGS 07/26 0.0000	0.06%	370,000
289	G2 MA4962	GNMA II POOL MA4962 - G2 01/48 FIXED 3.5	0.06%	406,413
290	SPB 3.875 03.15.31 144A	SPECTRUM BRANDS INC - COMPANY GUAR 144A 03/31 3.875	0.06%	421,000
291	AVOL L 06.22.28 10	AVOLON TLB BORROWER 1 US LLC - 2023 TERM LOAN B6	0.06%	356,905
292	n/a	ANNINGTON FUNDING PLC - COMPANY GUAR REGS 10/32 2.308	0.06%	335,000
293	FN MA3811	FNMA POOL MA3811 - FN 10/49 FIXED 3	0.06%	417,850
294	n/a	BWFCME046 IRS USD R V 12MSOFR - 1% 20 Dec 2053	0.06%	4,836,000
295	FN MA3027	FNMA POOL MA3027 - FN 06/47 FIXED 4	0.06%	381,807
296	GLPI 4 01.15.31	GLP CAPITAL LP / FIN II - COMPANY GUAR 01/31 4	0.06%	380,000
297	n/a	LONZA FINANCE INTL NV - COMPANY GUAR REGS 04/36 3.875	0.06%	325,000
298	XEL 5.25 04.01.53	PUBLIC SERVICE COLORADO - 1ST MORTGAGE 04/53 5.25	0.06%	370,000
299	FARMER V6.151 11.01.53 144A	FARMERS EXCHANGE CAP II - SUBORDINATED 144A 11/53 VAR	0.05%	350,000
300	n/a	VONOVIA SE - SR UNSECURED REGS 09/32 0.75	0.05%	400,000
301	WAMU 2005-AR2 2A1A	WAMU MORTGAGE PASS THROUGH CER - WAMU 2005 AR2 2A1A	0.05%	342,599
302	FG G67711	FED HM LN PC POOL G67711 - FG 03/48 FIXED 4	0.05%	353,993
303	TWC 5.875 11.15.40	TIME WARNER CABLE LLC - SR SECURED 11/40 5.875	0.05%	360,000
304	CVS 5.875 06.01.53	CVS HEALTH CORP - SR UNSECURED 06/53 5.875	0.05%	345,000
305	G2 MA4838	GNMA II POOL MA4838 - G2 11/47 FIXED 4	0.05%	339,569
306	JPM V5.012 01.23.30	JPMORGAN CHASE + CO - SR UNSECURED 01/30 VAR	0.05%	315,000
307	BERY 5.5 04.15.28	BERRY GLOBAL INC - SR SECURED 04/28 5.5	0.05%	310,000
308	n/a	RTE RESEAU DE TRANSPORT - SR UNSECURED REGS 04/33 3.5	0.05%	300,000
309	n/a	PERNOD RICARD SA - SR UNSECURED REGS 05/34 3.625	0.05%	300,000
310	FL MIATRN 2.71 10.01.2033	MIAMI DADE CNTY FL AVIATION RE - MIATRN 10/33 FIXED 2.707	0.05%	375,000
311	n/a	MEDTRONIC GLOBAL HLDINGS - COMPANY GUAR 10/34 3.375	0.05%	300,000
312	G2 MA6209	GNMA II POOL MA6209 - G2 10/49 FIXED 3	0.05%	365,242
313	n/a	MONDELEZ INTERNATIONAL - SR UNSECURED 03/33 0.75	0.05%	365,000
314	n/a	COSTA RICA GOVERNMENT - SR UNSECURED REGS 04/34 6.55	0.05%	300,000
315	ELV 5.2 02.15.35	ELEVANCE HEALTH INC - SR UNSECURED 02/35 5.2	0.05%	310,000
316	MODV L 07.01.31 2	MODIVCARE INC - 2024 TERM LOAN B	0.05%	320,548
317	OXY 4.5 07.15.44	OCCIDENTAL PETROLEUM COR - SR UNSECURED 07/44 4.5	0.05%	400,000
318	FGP 5.375 04.01.26 144A	FERRELLGAS LP/FERRELLGAS - SR UNSECURED 144A 04/26 5.375	0.05%	295,000
319	DUK 5.1 02.15.35	PIEDMONT NATURAL GAS CO - SR UNSECURED 02/35 5.1	0.05%	300,000
320	SANUK V1.532 08.21.26	SANTANDER UK GROUP HLDGS - SR UNSECURED 08/26 VAR	0.05%	295,000
321	EAGTEC L 08.14.25 1	EAGLEVIEW TECHNOLOGY CORP - TERM LOAN B 1	0.05%	298,102
322	AMH 2.375 07.15.31	AMERICAN HOMES 4 RENT - SR UNSECURED 07/31 2.375	0.04%	330,000
323	C V2.561 05.01.32	CITIGROUP INC - SR UNSECURED 05/32 VAR	0.04%	325,000
324	AMH 4.3 04.15.52	AMERICAN HOMES 4 RENT - SR UNSECURED 04/52 4.3	0.04%	350,000
325	BERY 4.875 07.15.26 144A	BERRY GLOBAL INC - SR SECURED 144A 07/26 4.875	0.04%	273,000
326	ZAYO L 03.09.27 1	ZAYO GROUP HOLDINGS INC - USD TERM LOAN	0.04%	283,790
327	G2 MA4901	GNMA II POOL MA4901 - G2 12/47 FIXED 4	0.04%	279,774
328	BAC V2.592 04.29.31	BANK OF AMERICA CORP - SR UNSECURED 04/31 VAR	0.04%	290,000
329	CHTR 4.908 07.23.25	CHARTER COMM OPT LLC/CAP - SR SECURED 07/25 4.908	0.04%	255,000
330	n/a	JAZZ FINANCING LUX SARL - 2024 1ST LIEN TERM LOAN B	0.04%	253,900
331	n/a	EUROGRID GMBH - COMPANY GUAR REGS 04/33 0.741	0.04%	300,000
332	n/a	MVM ENERGETIKA ZRT - SR UNSECURED REGS 03/31 6.5	0.04%	250,000
333	NAKJUI L 01.24.29 1	NAKED JUICE LLC - TERM LOAN	0.04%	384,230
334	IFF 3.268 11.15.40 144A	INTL FLAVOR + FRAGRANCES - SR UNSECURED 144A 11/40 3.268	0.04%	350,000
335	AMWINS L 02.22.28 1	AMWINS GROUP INC TERM LOAN B	0.04%	248,895
336	CVS V6.75 12.10.54	CVS HEALTH CORP - JR SUBORDINA 12/54 VAR	0.04%	250,000
337	n/a	REPUBLIC OF GUATEMALA - SR UNSECURED REGS 10/33 3.7	0.04%	300,000
338	LXP 6.75 11.15.28	LXP INDUSTRIAL TRUST - SR UNSECURED 11/28 6.75	0.04%	230,000
339	CSCHLD 11.25 05.15.28 144A	CSC HOLDINGS LLC - COMPANY GUAR 144A 05/28 11.25	0.04%	244,000
340	FNR 2018-54 KA	FANNIE MAE - FNR 2018 54 KA	0.04%	244,052
341	ASUCOR L 12.23.26 20	ASURION LLC - 2020 TERM LOAN B8	0.04%	236,195
342	n/a	GLOBAL SWITCH FINANCE - COMPANY GUAR REGS 10/30 1.375	0.04%	240,000
343	DOC L 02.22.27 2	HEALTHPEAK PROPERTIES INC - TERM LOAN A2	0.04%	228,010
344	DOC L 08.20.27 1	HEALTHPEAK PROPERTIES INC - TERM LOAN A1	0.04%	228,010
345	INVH 5.5 08.15.33	INVITATION HOMES OP - COMPANY GUAR 08/33 5.5	0.04%	221,000
346	JPM V2.58 04.22.32	JPMORGAN CHASE + CO - SR UNSECURED 04/32 VAR	0.04%	255,000
347	CVS 5.125 07.20.45	CVS HEALTH CORP - SR UNSECURED 07/45 5.125	0.03%	260,000
348	n/a	ROMANIA - SR UNSECURED REGS 02/31 3	0.03%	270,000
349	ACRISU L 02.16.27 24	ACRISURE LLC - 2024 TERM LOAN B1	0.03%	217,274
350	FN AS9830	FNMA POOL AS9830 - FN 06/47 FIXED 4	0.03%	233,179
351	WMMORR L 05.19.25 6	WILLIAM MORRIS ENDEAVOR ENTMT - TERM LOAN B 1	0.03%	214,585
352	n/a	JOHNSON + JOHNSON - SR UNSECURED 06/44 3.55	0.03%	200,000
353	G2 MA5078	GNMA II POOL MA5078 - G2 03/48 FIXED 4	0.03%	226,726
354	MILACQ L 10.01.27 1	GAINWELL ACQUISITION CORP. - TERM LOAN B	0.03%	218,182
355	n/a	TENNET HOLDING BV - SR UNSECURED REGS 05/42 2.75	0.03%	230,000
356	n/a	ELIA TRANSMISSION BE - SR UNSECURED REGS 01/36 3.75	0.03%	200,000
357	n/a	ELIA GROUP SA/NV - SR UNSECURED REGS 06/31 3.875	0.03%	200,000
358	CSCHLD 11.75 01.31.29 144A	CSC HOLDINGS LLC - COMPANY GUAR 144A 01/29 11.75	0.03%	212,000
359	n/a	AMPRION GMBH - SR UNSECURED REGS 05/44 4	0.03%	200,000
360	n/a	OMAN GOV INTERNTL BOND - SR UNSECURED REGS 10/27 6.75	0.03%	200,000
361	MIK 7.875 05.01.29 144A	MICHAELS COS INC/THE - SR UNSECURED 144A 05/29 7.875	0.03%	339,000
362	n/a	STRYKER CORP - SR UNSECURED 09/32 3.375	0.03%	195,000
363	n/a	TENNET HOLDING BV - SR UNSECURED REGS 10/34 4.5	0.03%	175,000
364	FN AS9972	FNMA POOL AS9972 - FN 07/47 FIXED 4	0.03%	211,638
365	n/a	REPUBLIC OF PARAGUAY - SR UNSECURED REGS 04/31 4.95	0.03%	200,000
366	DRY L 03.06.28 1	SPIN HOLDCO INC - 2021 TERM LOAN	0.03%	226,266
367	n/a	CODELCO INC - SR UNSECURED REGS 02/33 5.125	0.03%	200,000
368	PANAMA 3.16 01.23.30	REPUBLIC OF PANAMA - SR UNSECURED 01/30 3.16	0.03%	225,000
369	SANUK V2.469 01.11.28	SANTANDER UK GROUP HLDGS - SR UNSECURED 01/28 VAR	0.03%	195,000
370	PANAMA 6.4 02.14.35	REPUBLIC OF PANAMA - SR UNSECURED 02/35 6.4	0.03%	200,000
371	MEX 4.75 04.27.32	UNITED MEXICAN STATES - SR UNSECURED 04/32 4.75	0.03%	200,000
372	VICI 3.875 02.15.29 144A	VICI PROPERTIES / NOTE - COMPANY GUAR 144A 02/29 3.875	0.03%	190,000
373	MEX 4.875 05.19.33	UNITED MEXICAN STATES - SR UNSECURED 05/33 4.875	0.03%	200,000
374	FN AL9106	FNMA POOL AL9106 - FN 02/46 FIXED VAR	0.03%	183,954
375	INDOIS 2.8 06.23.30 REGS	INDONESIA GOVT SUKUK - SR UNSECURED REGS 06/30 2.8	0.03%	200,000
376	HR 3.1 02.15.30	HEALTHCARE RLTY HLDGS LP - COMPANY GUAR 02/30 3.1	0.03%	195,000
377	MEX 2.659 05.24.31	UNITED MEXICAN STATES - SR UNSECURED 05/31 2.659	0.03%	213,000
378	n/a	VIRGIN MEDIA BRISTOL LLC - TERM LOAN N	0.03%	171,605
379	G2 MA4264	GNMA II POOL MA4264 - G2 02/47 FIXED 4.5	0.03%	175,373
380	JPM V2.545 11.08.32	JPMORGAN CHASE + CO - SR UNSECURED 11/32 VAR	0.03%	190,000
381	G2 MA3806	GNMA II POOL MA3806 - G2 07/46 FIXED 5	0.03%	156,491
382	COMM 4.75 09.01.29 144A	COMMSCOPE LLC - SR SECURED 144A 09/29 4.75	0.02%	175,000
383	n/a	BAUSCH + LOMB CORPORATION - TERM LOAN	0.02%	152,949
384	HR 3.625 01.15.28	HEALTHCARE RLTY HLDGS LP - COMPANY GUAR 01/28 3.625	0.02%	157,000
385	n/a	ANNINGTON FUNDING PLC - COMPANY GUAR REGS 10/51 2.924	0.02%	175,000
386	G2 MA4837	GNMA II POOL MA4837 - G2 11/47 FIXED 3.5	0.02%	163,593
387	CHTR 5.375 05.01.47	CHARTER COMM OPT LLC/CAP - SR SECURED 05/47 5.375	0.02%	180,000
388	G2 MA5466	GNMA II POOL MA5466 - G2 09/48 FIXED 4	0.02%	158,540
389	HPP 3.25 01.15.30	HUDSON PACIFIC PROPERTIE - COMPANY GUAR 01/30 3.25	0.02%	210,000
390	UNFI L 05.01.31 5	UNITED NATURAL FOODS INC - 2024 TERM LOAN	0.02%	140,601
391	n/a	1011778 BC UNLIMITED LBLTY CO - 2024 TERM LOAN B6	0.02%	139,933
392	DUFPHE L 04.09.27 1	DEERFIELD DAKOTA HOLDING LLC - 2020 USD TERM LOAN B	0.02%	138,063
393	FN MA3276	FNMA POOL MA3276 - FN 02/48 FIXED 3.5	0.02%	149,288
394	FG G08826	FED HM LN PC POOL G08826 - FG 06/48 FIXED 5	0.02%	135,767
395	n/a	NATL GRID ELECT TRANS - SR UNSECURED REGS 07/32 0.823	0.02%	150,000
396	CVS 4.78 03.25.38	CVS HEALTH CORP - SR UNSECURED 03/38 4.78	0.02%	150,000
397	ASUCOR L 08.21.28 23	ASURION LLC - 2022 TERM LOAN B10	0.02%	129,753
398	OTEXCN 6.9 12.01.27 144A	OPEN TEXT CORP - SR SECURED 144A 12/27 6.9	0.02%	125,000
399	n/a	BLACKSTONE PP EUR HOLD - SR UNSECURED REGS 04/30 1.625	0.02%	135,000
400	G2 MA4382	GNMA II POOL MA4382 - G2 04/47 FIXED 3.5	0.02%	137,168
401	SHOACQ L 08.13.31 1	SHOWTIME ACQUISITION LLC - 2024 1ST LIEN TERM LOAN	0.02%	120,281
402	FG G08721	FED HM LN PC POOL G08721 - FG 09/46 FIXED 3	0.02%	138,550
403	n/a	BLACKSTONE PP EUR HOLD - SR UNSECURED REGS 05/28 1	0.02%	125,000
404	ALPGEN L 09.30.31 1	ALPHA GENERATION LLC - TERM LOAN B	0.02%	115,101
405	PZZA 3.875 09.15.29 144A	PAPA JOHN S INTERNATIONA - COMPANY GUAR 144A 09/29 3.875	0.02%	125,000
406	AEP 3.25 11.01.51	SOUTHWESTERN ELEC POWER - SR UNSECURED 11/51 3.25	0.02%	175,000
407	SFRFP 8.125 02.01.27 144A	ALTICE FRANCE SA - SR SECURED 144A 02/27 8.125	0.02%	135,000
408	n/a	GRIFOLS SA - SR SECURED REGS 05/30 7.5	0.02%	100,000
409	BLT 7.875 10.15.29 144A	OT MERGER CORP - SR UNSECURED 144A 10/29 7.875	0.02%	250,000
410	ARGID 4.125 08.15.26 144A	ARDAGH PKG FIN/HLDGS USA - SR SECURED 144A 08/26 4.125	0.02%	120,000
411	CSCHLD L 04.15.27 9	CSC HOLDINGS, LLC - 2019 TERM LOAN B5	0.02%	111,607
412	n/a	E.ON SE - SR UNSECURED 10/37 3.5	0.02%	100,000
413	ECOPET 8.875 01.13.33	ECOPETROL SA - SR UNSECURED 01/33 8.875	0.02%	100,000
414	BAC V1.922 10.24.31 MTN	BANK OF AMERICA CORP - SR UNSECURED 10/31 VAR	0.02%	120,000
415	YUM L 03.15.28 7	YUM BRANDS TERM LOAN B 03/15/ - 2021 TERM LOAN B	0.02%	99,576
416	n/a	VONOVIA SE - SR UNSECURED REGS 04/30 2.25	0.02%	100,000
417	n/a	BLACKSTONE PP EUR HOLD - COMPANY GUAR REGS 03/29 1.75	0.02%	100,000
418	POWBUY L 02.10.31 2	ARTERA SERVICES LLC - 2024 TERM LOAN	0.01%	92,506
419	VST L 12.31.25 9	VISTRA OPERATIONS COMPANY LLC - TERM LOAN B	0.01%	88,638
420	JANEST L 01.26.28 17	JANE STREET GROUP LLC - 2024 1ST LIEN TERM LOAN B	0.01%	87,870
421	TDG L 08.24.28 32	TRANSDIGM INC - 2024 TERM LOAN I	0.01%	87,051
422	n/a	LEG IMMOBILIEN SE - SR UNSECURED REGS 01/34 1.5	0.01%	100,000
423	SYNH L 09.30.30 1	STAR PARENT, INC. - TERM LOAN B	0.01%	84,977
424	n/a	AMPRION GMBH - SR UNSECURED REGS 09/33 0.625	0.01%	100,000
425	ALH L 08.19.31 2	ALLIANCE LAUNDRY SYSTEMS LLC - 2024 TERM LOAN B	0.01%	80,234
426	BERY 1.65 01.15.27	BERRY GLOBAL INC - SR SECURED 01/27 1.65	0.01%	85,000
427	RLRN L 04.08.30 7	RENAISSANCE HOLDING CORP - 2024 1ST LIEN TERM LOAN	0.01%	79,636
428	SBAC L 01.27.31 12	SBA SENIOR FINANCE II LLC - 2024 TERM LOAN B	0.01%	78,266
429	IFF 1.832 10.15.27 144A	INTL FLAVOR + FRAGRANCES - SR UNSECURED 144A 10/27 1.832	0.01%	85,000
430	TRICGR L 03.30.27 5	FIRST BRANDS - 2021 TERM LOAN	0.01%	82,091
431	MS 0 09.06.19 DNUR	TCP SUNBELT ACQUISITION CO - 2024 TERM LOAN B	0.01%	75,000
432	CONCEL L 12.17.27 1	CCI BUYER INC - TERM LOAN	0.01%	74,041
433	CHTR 4.75 03.01.30 144A	CCO HLDGS LLC/CAP CORP - SR UNSECURED 144A 03/30 4.75	0.01%	80,000
434	CC L 08.18.28 7	CHEMOURS COMPANY THE - 2023 TERM LOAN B	0.01%	72,283
435	n/a	WORLDLINE SA/FRANCE - SR UNSECURED REGS 07/25 0.0000	0.01%	60,000
436	IONCOR 8.75 05.01.29 144a	HELIOS SOFT/ION CORP SOL - SR SECURED 144A 05/29 8.75	0.01%	70,000
437	CSCHLD 5.75 01.15.30 144A	CSC HOLDINGS LLC - SR UNSECURED 144A 01/30 5.75	0.01%	124,000
438	VICI 5.625 05.15.52	VICI PROPERTIES LP - SR UNSECURED 05/52 5.625	0.01%	73,000
439	n/a	ALTICE FRANCE SA - 2023 USD TERM LOAN B14	0.01%	84,640
440	PNC V6.875 10.20.34	PNC FINANCIAL SERVICES - SR UNSECURED 10/34 VAR	0.01%	60,000
441	JPMMT 2005-A5 1A2	JP MORGAN MORTGAGE TRUST - JPMMT 2005 A5 1A2	0.01%	67,146
442	n/a	TELENET FINANCING USD LLC - 2020 USD TERM LOAN AR	0.01%	65,220
443	ACOM L 12.06.27 3	ARCHES BUYER INC - 2021 TERM LOAN B	0.01%	63,592
444	n/a	CITY BREWING COMPANY LLC - 2024 1ST LIEN 2ND OUT PIK TL	0.01%	166,128
445	CATMED 3.347 10.01.29	COMMONSPIRIT HEALTH - SR SECURED 10/29 3.347	0.01%	65,000
446	FN CA0996	FNMA POOL CA0996 - FN 01/48 FIXED 3.5	0.01%	66,764
447	n/a	BALCAN INNOVATIONS INC - TERM LOAN B	0.01%	58,855
448	POWBUY 8.5 02.15.31 144A	ARTERA SERVICES LLC - SR SECURED 144A 02/31 8.5	0.01%	60,000
449	CTYBRW L 04.05.28 5	CITY BREWING COMPANY LLC - 2024 FLFO ROLL UP TERM LOAN	0.01%	82,882
450	n/a	PEER HOLDING III BV - 2024 USD TERM LOAN B5	0.01%	56,528
451	CSCHLD 7.5 04.01.28 144a	CSC HOLDINGS LLC - SR UNSECURED 144A 04/28 7.5	0.01%	80,000
452	SVMSTR L 11.02.27 5	TRUGREEN LIMITED PARTNERSHIP - 2020 TERM LOAN	0.01%	56,026
453	WECHOL L 01.27.31 7	WEC US HOLDINGS LTD. - 2024 TERM LOAN	0.01%	53,823
454	n/a	SOUTH FIELD LLC - TERM LOAN B	0.01%	52,580
455	CULLHO L 07.31.28 2	AI AQUA MERGER SUB INC - 2021 1ST LIEN TERM LOAN B	0.01%	52,789
456	PENN L 05.03.29 13	PENN ENTERTAINMENT, INC. - 2022 TERM LOAN B	0.01%	52,003
457	TRPCN 5.85 03.15.36	TRANSCANADA PIPELINES - SR UNSECURED 03/36 5.85	0.01%	50,000
458	SPRNTS 4.738 03.20.25 144A	SPRINT SPECTRUM / SPEC I - SR SECURED 144A 03/25 4.738	0.01%	49,688
459	XRXCRP L 11.19.29 2	XEROX HOLDINGS CORP - 2023 TERM LOAN B	0.01%	48,959
460	n/a	BELRON FINANCE US LLC - 2024 USD TERM LOAN B	0.01%	48,409
461	JPM V1.04 02.04.27	JPMORGAN CHASE + CO - SR UNSECURED 02/27 VAR	0.01%	50,000
462	INHEAL L 03.06.28 4	CCRR PARENT INC - US ACQUISITION FACILITY	0.01%	77,490
463	IMBLN 3.875 07.26.29 144A	IMPERIAL BRANDS FIN PLC - COMPANY GUAR 144A 07/29 3.875	0.01%	50,000
464	FG G08844	FED HM LN PC POOL G08844 - FG 10/48 FIXED 5	0.01%	47,502
465	VICI 4.125 08.15.30 144A	VICI PROPERTIES / NOTE - COMPANY GUAR 144A 08/30 4.125	0.01%	50,000
466	EREWDS L 10.16.28 2	RESEARCH NOW GROUP INC - 2024 FIRST LIEN SECOND OUT TL	0.01%	49,254
467	AVOL 2.875 02.15.25 144A	AVOLON HOLDINGS FNDG LTD - COMPANY GUAR 144A 02/25 2.875	0.01%	45,000
468	MATV L 05.06.27 5	MATIV HOLDINGS INC - DELAYED DRAW TERM LOAN A	0.01%	44,374
469	INET L 05.03.28 18	MH SUB I LLC - 2023 TERM LOAN	0.01%	43,815
470	SFAVE 2015-5AVE A2B	SFAVE COMMERCIAL MORTGAGE SECU - SFAVE 2015 5AVE A2B 144A	0.01%	50,000
471	n/a	AI AQUA MERGER SUB INC - 2024 1ST LIEN TERM LOAN B	0.01%	42,424
472	FG G08710	FED HM LN PC POOL G08710 - FG 06/46 FIXED 3	0.01%	48,078
473	n/a	KESTREL ACQUISITION LLC - 2024 TERM LOAN B	0.01%	40,225
474	PUGLLC L 03.15.30 6	PUG LLC - 2024 EXTENDED TERM LOAN B	0.01%	40,415
475	VICI 4.625 06.15.25 144A	VICI PROPERTIES / NOTE - COMPANY GUAR 144A 06/25 4.625	0.01%	40,000
476	WRLDPY L 01.31.31 4	BOOST NEWCO BORROWER, LLC - 2024 USD TERM LOAN B	0.01%	37,783
477	INDYUS L 03.06.28 11	INDY US BIDCO LLC - 2024 USD TERM LOAN	0.01%	37,256
478	SABHLD L 06.30.28 19	SABRE GLBL INC. - 2022 1ST LIEN TERM LOAN B	0.01%	34,956
479	G2 MA4072	GNMA II POOL MA4072 - G2 11/46 FIXED 5	0.00%	31,034
480	CASCRE L 12.29.28 5	CAST CREW LLC - 2021 INCREMENTAL TERM LOAN	0.00%	31,817
481	n/a	Currency Forward Contract - FX Forward	0.00%	670,937
482	COHR L 07.02.29 3	II VI INCORPORATED - 2024 TERM LOAN B	0.00%	27,949
483	MTCHII L 02.16.27 4	MATCH GROUP, INC - 2020 TERM LOAN B	0.00%	27,175
484	HLT L 11.08.30 11	HILTON DOMESTIC OPERATING CO. - 2023 TERM LOAN B4	0.00%	25,942
485	CWL 2004-5 M1	COUNTRYWIDE ASSET BACKED CERTI - CWL 2004 5 M1	0.00%	25,402
486	G2 MA3666	GNMA II POOL MA3666 - G2 05/46 FIXED 5	0.00%	23,598
487	DTIHOL L 04.26.29 4	DTI HOLDCO, INC. - 2022 TERM LOAN	0.00%	22,561
488	NAKJUI L 01.24.30 1	NAKED JUICE LLC - 2ND LIEN TERM LOAN	0.00%	68,440
489	CENT 5.125 02.01.28	CENTRAL GARDEN + PET CO - COMPANY GUAR 02/28 5.125	0.00%	22,000
490	CPVFAI L 08.14.31 6	CPV FAIRVIEW LLC - TERM LOAN B	0.00%	20,133
491	LAENCE L 08.06.29 1	LACKAWANNA ENERGY CENTER LLC - TERM LOAN B2	0.00%	18,312
492	FN MA3332	FNMA POOL MA3332 - FN 04/48 FIXED 3.5	0.00%	20,071
493	AVFOPO L 10.01.25 1	8TH AVE FOOD PROVISIONS INC - TERM LOAN	0.00%	17,088
494	INHEAL L 03.06.28 1	CCRR PARENT INC - TERM LOAN B	0.00%	27,502
495	HPP 5.95 02.15.28	HUDSON PACIFIC PROPERTIE - COMPANY GUAR 02/28 5.95	0.00%	15,000
496	FN CA1711	FNMA POOL CA1711 - FN 05/48 FIXED 4.5	0.00%	13,014
497	n/a	Currency Forward Contract - FX Forward	0.00%	212,468
498	n/a	Currency Forward Contract - FX Forward	0.00%	195,885
499	VICI 5.75 02.01.27 144A	VICI PROPERTIES / NOTE - COMPANY GUAR 144A 02/27 5.75	0.00%	10,000
500	n/a	Currency Forward Contract - FX Forward	0.00%	129,554

As of Dec 31, 2024

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Asset Allocation

Asset Class	% Weight
Bond	96.12%
Cash	3.78%
Stocks	0.05%
Not Classified	0.05%

Country Breakdown

Sector	% Weight
United States	98.23%
Other	1.06%
XS	0.42%
XA	0.23%
Luxembourg	0.05%
Germany	0.01%