MSPZX Holdings List

As of Mar 31, 2025

No.	Symbol	Name	% Weight	Shares
1	XIT.4.75 02.15.45	US TREASURY N/B - 02/45 4.75	6.28%	28,120,000
2	n/a	US TREASURY N/B - 02/55 4.625	4.86%	22,015,000
3	T.4.625 02.15.35	US TREASURY N/B - 02/35 4.625	4.81%	21,240,000
4	B.0 05.15.25	TREASURY BILL - 05/25 0.00000	4.18%	19,145,000
5	B.0 07.24.25	TREASURY BILL - 07/25 0.00000	2.57%	11,885,000
6	B.0 04.24.25	TREASURY BILL - 04/25 0.00000	2.55%	11,640,000
7	n/a	Repurchase Agreement - FIXED INC CLEARING CORP.REPO	2.15%	9,799,940
8	B.0 05.06.25	TREASURY BILL - 05/25 0.00000	1.86%	8,510,000
9	B.0 04.29.25	TREASURY BILL - 04/25 0.00000	1.51%	6,925,000
10	n/a	FNMA POOL MA4563 - FN 03/52 FIXED 2.5	1.47%	8,030,252
11	n/a	TSY INFL IX N/B - 01/35 2.125	1.30%	5,781,711
12	G2SF.5 4.11	GNMA II TBA 30 YR 5 - JUMBOS	1.23%	5,675,000
13	G2SF.2.5 4.13	GNMA II TBA 30 YR 2.5 - JUMBOS	1.14%	6,100,000
14	FR.SD8199	FED HM LN PC POOL SD8199 - FR 03/52 FIXED 2	1.12%	6,421,989
15	n/a	TREASURY BILL - 05/25 0.00000	1.12%	5,120,000
16	FNCL.3.5 5.11	FNMA TBA 30 YR 3.5 - SINGLE FAMILY MORTGAGE	1.04%	5,275,000
17	FNCL.5 4.11	FNMA TBA 30 YR 5 - SINGLE FAMILY MORTGAGE	1.03%	4,800,000
18	FR.SD8257	FED HM LN PC POOL SD8257 - FR 10/52 FIXED 4.5	1.01%	4,802,963
19	n/a	TREASURY BILL - 07/25 0.00000	0.99%	4,585,000
20	FNCL.4.5 4.11	FNMA TBA 30 YR 4.5 - SINGLE FAMILY MORTGAGE	0.86%	4,100,000
21	SLMA.2008-5 B	SLM STUDENT LOAN TRUST - SLMA 2008 5 B	0.84%	3,735,000
22	FN.BT9728	FNMA POOL BT9728 - FN 10/51 FIXED 2	0.79%	4,514,413
23	n/a	GNMA II TBA 30 YR 4 - JUMBOS	0.78%	3,800,000
24	G2.MA8347	GNMA II POOL MA8347 - G2 10/52 FIXED 4.5	0.77%	3,649,115
25	FN.MA5107	FNMA POOL MA5107 - FN 08/53 FIXED 5.5	0.77%	3,512,252
26	n/a	GNMA II TBA 30 YR 5.5 - JUMBOS	0.76%	3,450,000
27	FN.BV8526	FNMA POOL BV8526 - FN 05/52 FIXED 3	0.74%	3,912,938
28	FR.SD3246	FED HM LN PC POOL SD3246 - FR 08/52 FIXED 4	0.73%	3,572,762
29	T.4 03.31.30	US TREASURY N/B - 03/30 4	0.73%	3,320,000
30	FR.SD5202	FED HM LN PC POOL SD5202 - FR 10/52 FIXED 4	0.72%	3,507,734
31	n/a	ROCKFORD TOWER CLO LTD - ROCKT 2019 2A AR2 144A	0.72%	3,273,637
32	FNCL.5.5 4.11	FNMA TBA 30 YR 5.5 - SINGLE FAMILY MORTGAGE	0.71%	3,225,000
33	FN.CB4121	FNMA POOL CB4121 - FN 07/52 FIXED 4	0.70%	3,413,890
34	FN.FS7252	FNMA POOL FS7252 - FN 11/53 FIXED VAR	0.69%	3,207,544
35	n/a	FED HM LN PC POOL G07848 - FG 04/44 FIXED 3.5	0.68%	3,325,627
36	OBX.2021-J3 A1	ONSLOW BAY FINANCIAL LLC - OBX 2021 J3 A1 144A	0.67%	3,759,242
37	FN.CB2767	FNMA POOL CB2767 - FN 01/52 FIXED 2	0.66%	3,753,011
38	FN.MA4840	FNMA POOL MA4840 - FN 12/52 FIXED 4.5	0.64%	3,064,642
39	FNCL.3 4.11	FNMA TBA 30 YR 3 - SINGLE FAMILY MORTGAGE	0.64%	3,350,000
40	WAMU.2006-AR12 1A4	WAMU MORTGAGE PASS THROUGH CER - WAMU 2006 AR12 1A4	0.63%	3,213,336
41	FN.MA4548	FNMA POOL MA4548 - FN 02/52 FIXED 2.5	0.62%	3,383,650
42	PRPM.2022-1 A1	PRP ADVISORS, LLC - PRPM 2022 1 A1 144A	0.61%	2,799,545
43	FR.SD8194	FED HM LN PC POOL SD8194 - FR 02/52 FIXED 2.5	0.61%	3,357,458
44	OBX.2021-NQM4 A1	ONSLOW BAY FINANCIAL LLC - OBX 2021 NQM4 A1 144A	0.60%	3,278,912
45	CIM.2021-J3 A1	CIM TRUST - CIM 2021 J3 A1 144A	0.57%	3,196,497
46	n/a	BANK OF AMERICA CORP - SR UNSECURED 01/28 VAR	0.56%	2,564,000
47	G2SF.4.5 4.11	GNMA II TBA 30 YR 4.5 - JUMBOS	0.55%	2,625,000
48	ROCKT.2019-1A AR	ROCKFORD TOWER CLO LTD - ROCKT 2019 1A AR 144A	0.53%	2,435,000
49	AMMC.2024-30A A1	AMERICAN MONEY MANAGEMENT CORP - AMMC 2024 30A A1 144A	0.53%	2,400,000
50	GS.V1.431 03.09.27	GOLDMAN SACHS GROUP INC - SR UNSECURED 03/27 VAR	0.53%	2,475,000
51	FR.SD8147	FED HM LN PC POOL SD8147 - FR 05/51 FIXED 2.5	0.53%	2,870,569
52	PROG.2021-SFR8 C	PROGRESS RESIDENTIAL TRUST - PROG 2021 SFR8 C 144A	0.52%	2,500,000
53	FN.CB6854	FNMA POOL CB6854 - FN 08/53 FIXED 4.5	0.51%	2,429,132
54	FARMER.V5.454 10.15.54 144A	FARMERS EXCHANGE CAP III - SUBORDINATED 144A 10/54 VAR	0.50%	2,540,000
55	n/a	BANK OF AMERICA CORP - SR UNSECURED 02/28 VAR	0.49%	2,311,000
56	FN.BO2259	FNMA POOL BO2259 - FN 10/49 FIXED 3	0.49%	2,529,423
57	n/a	CYRUSONE DATA CENTERS ISSUER I - CYRUS 2024 1A A2 144A	0.49%	2,270,000
58	DBALT.2007-OA3 A2	DEUTSCHE ALT A SECURITIES INC - DBALT 2007 OA3 A2	0.49%	2,573,417
59	FNCL.2.5 4.11	FNMA TBA 30 YR 2.5 - SINGLE FAMILY MORTGAGE	0.48%	2,650,000
60	HVMLT.2007-3 2A1A	HARBORVIEW MORTGAGE LOAN TRUST - HVMLT 2007 3 2A1A	0.46%	2,320,759
61	n/a	AJAX MORTGAGE LOAN TRUST - AJAXM 2022 B A1 144A	0.45%	2,151,261
62	FN.MA4158	FNMA POOL MA4158 - FN 10/50 FIXED 2	0.45%	2,575,654
63	n/a	CREDIT SUISSE MORTGAGE TRUST - CSMC 2021 NQM6 A1 144A	0.45%	2,394,050
64	n/a	FNMA POOL CB2766 - FN 02/52 FIXED 2	0.44%	2,492,571
65	n/a	LCM LTD PARTNERSHIP - LCM 37A A1R 144A	0.44%	2,000,000
66	OOMLT.2006-3 1A1	OPTION ONE MORTGAGE LOAN TRUST - OOMLT 2006 3 1A1	0.43%	3,220,036
67	FN.BQ6913	FNMA POOL BQ6913 - FN 12/51 FIXED 2	0.43%	2,432,836
68	n/a	BINOM SECURITIZATION TRUST - BINOM 2022 RPL1 A1 144A	0.43%	2,109,303
69	FNCL.2 4.13	FNMA TBA 30 YR 2 - SINGLE FAMILY MORTGAGE	0.41%	2,325,000
70	n/a	DRYDEN SENIOR LOAN FUND - DRSLF 2016 45A BRR 144A	0.40%	1,850,000
71	HVMLT.2006-10 1A1A	HARBORVIEW MORTGAGE LOAN TRUST - HVMLT 2006 10 1A1A	0.40%	2,352,078
72	BABSN.2019-3A A1RR	BABSON CLO LTD - BABSN 2019 3A A1RR 144A	0.39%	1,800,000
73	n/a	FED HM LN PC POOL G60138 - FG 08/45 FIXED 3.5	0.39%	1,919,119
74	FN.FS8274	FNMA POOL FS8274 - FN 04/52 FIXED VAR	0.39%	2,217,113
75	FR.SD8265	FED HM LN PC POOL SD8265 - FR 11/52 FIXED 4	0.39%	1,884,779
76	FN.BW9897	FNMA POOL BW9897 - FN 10/52 FIXED 4.5	0.39%	1,832,172
77	HVMLT.2007-6 1A1A	HARBORVIEW MORTGAGE LOAN TRUST - HVMLT 2007 6 1A1A	0.38%	2,082,441
78	FN.MA1148	FNMA POOL MA1148 - FN 08/42 FIXED 3.5	0.38%	1,845,915
79	n/a	FED HM LN PC POOL SD8204 - FR 04/52 FIXED 2	0.37%	2,136,064
80	n/a	FED HM LN PC POOL SD8189 - FR 01/52 FIXED 2.5	0.37%	2,038,055
81	n/a	FED HM LN PC POOL SD3016 - FR 06/52 FIXED 3	0.36%	1,896,191
82	FG.G08726	FED HM LN PC POOL G08726 - FG 10/46 FIXED 3	0.36%	1,833,689
83	WMALT.2005-7 4CB	WASHINGTON MUTUAL MORTGAGE PAS - WMALT 2005 7 4CB	0.36%	1,999,488
84	GNR.2024-97 FW	GOVERNMENT NATIONAL MORTGAGE A - GNR 2024 97 FW	0.35%	1,614,203
85	APID.2016-25A A1R3	APIDOS CLO LTD - APID 2016 25A A1R3 144A	0.35%	1,580,000
86	FN.MA4176	FNMA POOL MA4176 - FN 11/40 FIXED 2	0.35%	1,831,922
87	n/a	GREAT WOLF TRUST - GWT 2024 WLF2 B 144A	0.34%	1,532,000
88	GS.V1.948 10.21.27	GOLDMAN SACHS GROUP INC - SR UNSECURED 10/27 VAR	0.33%	1,550,000
89	HSBC.V2.099 06.04.26	HSBC HOLDINGS PLC - SR UNSECURED 06/26 VAR	0.32%	1,480,000
90	n/a	ALLEGRO CLO LTD - ALLEG 2019 1A ARR 144A	0.31%	1,424,117
91	MSAC.2006-HE1 A4	MORGAN STANLEY CAPITAL INC - MSAC 2006 HE1 A4	0.29%	1,400,700
92	n/a	FIRSTENERGY TRANSMISSION - SR UNSECURED 144A 09/28 2.866	0.29%	1,401,000
93	NGGLN.5.819 04.01.41 144A	KEYSPAN GAS EAST CORP - SR UNSECURED 144A 04/41 5.819	0.29%	1,337,000
94	NSLT.2005-4 A4	NELNET STUDENT LOAN TRUST - NSLT 2005 4 A4	0.28%	1,316,482
95	n/a	JPMORGAN CHASE + CO - SR UNSECURED 04/27 VAR	0.28%	1,320,000
96	FN.BN7755	FNMA POOL BN7755 - FN 09/49 FIXED 3	0.28%	1,436,281
97	FN.MA1607	FNMA POOL MA1607 - FN 10/33 FIXED 3	0.27%	1,287,936
98	BAMLL.2018-PARK A	BANC OF AMERICA MERRILL LYNCH - BAMLL 2018 PARK A 144A	0.27%	1,280,000
99	RAST.2006-A14C 1A1	RESIDENTIAL ASSET SECURITIZATI - RAST 2006 A14C 1A1	0.27%	1,772,029
100	RAD.2019-4A AR	RAD CLO LTD - RAD 2019 4A AR 144A	0.27%	1,226,757
101	n/a	WELLS FARGO + COMPANY - SR UNSECURED 06/28 VAR	0.27%	1,280,000
102	SPRNTS.5.152 03.20.28 144A	SPRINT SPECTRUM / SPEC I - SR SECURED 144A 09/29 5.152	0.27%	1,209,000
103	BX.2024-KING B	BX TRUST - BX 2024 KING B 144A	0.26%	1,183,420
104	n/a	BANK OF AMERICA CORP - SR UNSECURED 06/29 VAR	0.26%	1,275,000
105	n/a	FED HM LN PC POOL G67714 - FG 07/48 FIXED 4	0.26%	1,236,391
106	n/a	FED HM LN PC POOL G67707 - FG 01/48 FIXED 3.5	0.26%	1,264,814
107	WBD.5.05 03.15.42	WARNERMEDIA HOLDINGS INC - COMPANY GUAR 03/42 5.05	0.26%	1,460,000
108	FG.G08732	FED HM LN PC POOL G08732 - FG 11/46 FIXED 3	0.25%	1,299,599
109	SEE.1.573 10.15.26 144A	SEALED AIR CORP - SR SECURED 144A 10/26 1.573	0.25%	1,200,000
110	BAYNGR.4.625 06.25.38 144A	BAYER US FINANCE II LLC - COMPANY GUAR 144A 06/38 4.625	0.25%	1,310,000
111	HMBT.2005-5 A1	HOMEBANC MORTGAGE TRUST - HMBT 2005 5 A1	0.24%	1,139,548
112	AJAXM.2019-F A1	AJAX MORTGAGE LOAN TRUST - AJAXM 2019 F A1 144A	0.24%	1,135,994
113	AHM.2006-1 12A1	AMERICAN HOME MORTGAGE INVESTM - AHM 2006 1 12A1	0.24%	1,206,582
114	G2.MA4719	GNMA II POOL MA4719 - G2 09/47 FIXED 3.5	0.24%	1,168,487
115	T.3.875 03.31.27	WI TREASURY SEC - 03/27 3.875	0.23%	1,070,000
116	COLO.2021-2A A2	DATABANK ISSUER LLC - COLO 2021 2A A2 144A	0.23%	1,100,000
117	NY.NYCGEN 5.13 02.01.2035	NEW YORK CITY NY TRANSITIONAL - NYCGEN 02/35 FIXED 5.13	0.23%	1,033,000
118	NY.NYCGEN 5.15 02.01.2036	NEW YORK CITY NY TRANSITIONAL - NYCGEN 02/36 FIXED OID 5.15	0.23%	1,033,000
119	BX.2022-VAMF C	BX TRUST - BX 2022 VAMF C 144A	0.23%	1,057,000
120	FG.G67717	FED HM LN PC POOL G67717 - FG 11/48 FIXED 4	0.23%	1,098,809
121	G2.MA4126	GNMA II POOL MA4126 - G2 12/46 FIXED 3	0.23%	1,162,054
122	TTN.2021-MHC E	TTAN - TTN 2021 MHC E 144A	0.23%	1,038,210
123	WFC.V5.574 07.25.29 MTN	WELLS FARGO + COMPANY - SR UNSECURED 07/29 VAR	0.23%	1,000,000
124	BX.2019-OC11 B	BX TRUST 2019 OC11 - BX 2019 OC11 B 144A	0.23%	1,110,000
125	FG.G08716	FED HM LN PC POOL G08716 - FG 08/46 FIXED 3.5	0.22%	1,107,266
126	n/a	GNMA II POOL MA4512 - G2 06/47 FIXED 4.5	0.22%	1,029,445
127	LNT.4.95 04.01.33	WISCONSIN POWER + LIGHT - SR UNSECURED 04/33 4.95	0.22%	1,000,000
128	n/a	State Street Navigator Securities Lending Trust - Prime Portfolio	0.22%	991,860
129	PROG.2021-SFR10 F	PROGRESS RESIDENTIAL TRUST - PROG 2021 SFR10 F 144A	0.21%	1,017,373
130	OBP.2019-OBP A	ONE BRYANT PARK TRUST - OBP 2019 OBP A 144A	0.21%	1,085,000
131	SAMI.2006-AR1 3A1	STRUCTURED ASSET MORTGAGE INVE - SAMI 2006 AR1 3A1	0.21%	1,203,519
132	BX.2022-PSB D	BX TRUST - BX 2022 PSB D 144A	0.20%	938,000
133	BAC.V3.97 03.05.29 MTN	BANK OF AMERICA CORP - SR UNSECURED 03/29 VAR	0.20%	920,000
134	FG.G08715	FED HM LN PC POOL G08715 - FG 08/46 FIXED 3	0.20%	1,013,008
135	WBD.5.141 03.15.52	WARNERMEDIA HOLDINGS INC - COMPANY GUAR 03/52 5.141	0.20%	1,236,000
136	FN.FS4233	FNMA POOL FS4233 - FN 12/52 FIXED VAR	0.20%	932,782
137	MS.V1.593 05.04.27	MORGAN STANLEY - SR UNSECURED 05/27 VAR	0.19%	910,000
138	n/a	NEW YORK ST DORM AUTH ST PERSO - NYSHGR 03/39 FIXED 5.628	0.19%	860,000
139	CPTS.2019-CPT B	CPT MORTGAGE TRUST - CPTS 2019 CPT B 144A	0.19%	1,000,000
140	FG.G08792	FED HM LN PC POOL G08792 - FG 12/47 FIXED 3.5	0.19%	938,604
141	FG.G07924	FED HM LN PC POOL G07924 - FG 01/45 FIXED 3.5	0.19%	921,244
142	n/a	FED HM LN PC POOL G67713 - FG 06/48 FIXED 4	0.19%	901,768
143	JPMCC.2019-OSB A	JP MORGAN CHASE COMMERCIAL MOR - JPMCC 2019 OSB A 144A	0.18%	900,000
144	JPM.V2.069 06.01.29	JPMORGAN CHASE + CO - SR UNSECURED 06/29 VAR	0.18%	885,000
145	HY.2019-30HY A	HUDSON YARDS - HY 2019 30HY A 144A	0.18%	880,000
146	n/a	AVOLON HOLDINGS FNDG LTD - COMPANY GUAR 144A 11/27 2.528	0.18%	859,000
147	FHAMS.2005-AA9 2A1	FIRST HORIZON ALTERNATIVE MORT - FHAMS 2005 AA9 2A1	0.17%	918,636
148	n/a	FED HM LN PC POOL G08741 - FG 01/47 FIXED 3	0.17%	882,331
149	n/a	AMERICAN HOMES 4 RENT - SR UNSECURED 04/32 3.625	0.17%	862,000
150	DCOT.2019-MTC A	DC OFFICE TRUST - DCOT 2019 MTC A 144A	0.17%	860,000
151	FNCL.4 5.11	FNMA TBA 30 YR 4 - SINGLE FAMILY MORTGAGE	0.17%	825,000
152	n/a	AMERICAN ASSETS TRUST LP - COMPANY GUAR 02/31 3.375	0.17%	865,000
153	n/a	PROLOGIS EURO FINANCE - COMPANY GUAR 01/43 4.25	0.16%	710,000
154	IFF.2.3 11.01.30 144A	INTL FLAVOR + FRAGRANCES - SR UNSECURED 144A 11/30 2.3	0.16%	860,000
155	ES.4.6 07.01.27	EVERSOURCE ENERGY - SR UNSECURED 07/27 4.6	0.16%	735,000
156	n/a	GNMA II POOL MA4836 - G2 11/47 FIXED 3	0.16%	818,891
157	n/a	GNMA II POOL MA4127 - G2 12/46 FIXED 3.5	0.16%	789,500
158	n/a	FNMA POOL BY0545 - FN 05/53 FIXED 5	0.16%	740,706
159	n/a	CPT MORTGAGE TRUST - CPTS 2019 CPT A 144A	0.16%	805,000
160	FN.AB4262	FNMA POOL AB4262 - FN 01/32 FIXED 3.5	0.16%	733,849
161	n/a	WELLS FARGO + COMPANY - SR UNSECURED 03/33 VAR	0.16%	800,000
162	GLPI.5.375 04.15.26	GLP CAPITAL LP / FIN II - COMPANY GUAR 04/26 5.375	0.16%	715,000
163	IMBLN.6.125 07.27.27 144A	IMPERIAL BRANDS FIN PLC - COMPANY GUAR 144A 07/27 6.125	0.16%	690,000
164	FG.G08711	FED HM LN PC POOL G08711 - FG 06/46 FIXED 3.5	0.15%	767,954
165	n/a	PRP ADVISORS, LLC - PRPM 2022 4 A1 144A	0.15%	703,035
166	TMUS.5.125 05.15.32	T MOBILE USA INC - COMPANY GUAR 05/32 5.125	0.15%	690,000
167	FN.CA1710	FNMA POOL CA1710 - FN 05/48 FIXED 4.5	0.15%	713,663
168	CHTR.5.5 09.01.41	TIME WARNER CABLE LLC - SR SECURED 09/41 5.5	0.15%	780,000
169	JBSSBZ.6.5 12.01.52	JBS USA HOLD/FOOD/LUX CO - COMPANY GUAR 12/52 6.5	0.15%	650,000
170	n/a	ARGENT SECURITIES INC. - ARSI 2005 W2 M1	0.15%	680,982
171	FR.QE0312	FED HM LN PC POOL QE0312 - FR 04/52 FIXED 2	0.15%	834,947
172	BAYNGR.4.375 12.15.28 144A	BAYER US FINANCE II LLC - COMPANY GUAR 144A 12/28 4.375	0.15%	681,000
173	GNR.2015-8 LZ	GOVERNMENT NATIONAL MORTGAGE A - GNR 2015 8 LZ	0.14%	745,860
174	n/a	CROWN CASTLE INC - SR UNSECURED 04/31 2.1	0.14%	777,000
175	EXR.3.9 04.01.29	EXTRA SPACE STORAGE LP - COMPANY GUAR 04/29 3.9	0.14%	670,000
176	n/a	JBS USA HOLD/FOOD/LUX CO - COMPANY GUAR 03/34 6.75	0.14%	598,000
177	HCA.5.25 04.15.25	HCA INC - COMPANY GUAR 04/25 5.25	0.14%	644,000
178	BX.2019-OC11 E	BX TRUST 2019 OC11 - BX 2019 OC11 E 144A	0.14%	700,000
179	INVH.L 09.11.28 4	INVITATION HOMS OPRTNG PSHP LP - 2024 TERM LOAN	0.14%	628,736
180	n/a	INTELSAT EMERGENCE SA - COMMON STOCK	0.13%	16,791
181	AVOL.4.375 05.01.26 144A	AVOLON HOLDINGS FNDG LTD - COMPANY GUAR 144A 05/26 4.375	0.13%	615,000
182	CGCMT.2020-420K D	CITIGROUP COMMERCIAL MORTGAGE - CGCMT 2020 420K D 144A	0.13%	700,000
183	FN.MA4093	FNMA POOL MA4093 - FN 08/40 FIXED 2	0.13%	693,253
184	G2.MA5528	GNMA II POOL MA5528 - G2 10/48 FIXED 4	0.13%	619,688
185	n/a	ICAHN ENTERPRISES/FIN - SR SECURED 06/30 9	0.13%	620,000
186	HPP.4.65 04.01.29	HUDSON PACIFIC PROPERTIE - COMPANY GUAR 04/29 4.65	0.12%	750,000
187	PEMEX.6.625 06.15.35	PETROLEOS MEXICANOS - COMPANY GUAR 06/35 6.625	0.12%	700,000
188	n/a	CHARTER COMM OPT LLC/CAP - SR SECURED 06/52 3.9	0.12%	864,000
189	G2.MA4454	GNMA II POOL MA4454 - G2 05/47 FIXED 5	0.12%	551,870
190	n/a	AMERICAN MEDICAL SYST EU - COMPANY GUAR 03/31 3	0.12%	520,000
191	WFC.V4.897 07.25.33 MTN	WELLS FARGO + COMPANY - SR UNSECURED 07/33 VAR	0.12%	545,000
192	n/a	VOLKSWAGEN FINANCIAL SER - SR UNSECURED REGS 11/31 3.875	0.12%	500,000
193	n/a	NATL GAS TRANSMISSION - SR UNSECURED REGS 04/30 4.25	0.12%	475,000
194	CHTR.3.7 04.01.51	CHARTER COMM OPT LLC/CAP - SR SECURED 04/51 3.7	0.12%	835,000
195	MSAC.2006-NC2 A2D	MORGAN STANLEY CAPITAL INC - MSAC 2006 NC2 A2D	0.11%	524,425
196	AL.5.85 12.15.27	AIR LEASE CORP - SR UNSECURED 12/27 5.85	0.11%	505,000
197	USB.V4.839 02.01.34	US BANCORP - SR UNSECURED 02/34 VAR	0.11%	525,000
198	G2.MA5019	GNMA II POOL MA5019 - G2 02/48 FIXED 3.5	0.11%	546,501
199	FN.CA3633	FNMA POOL CA3633 - FN 06/49 FIXED 3.5	0.11%	546,585
200	JPM.V2.739 10.15.30	JPMORGAN CHASE + CO - SR UNSECURED 10/30 VAR	0.11%	540,000
201	n/a	MKT 2020 525M MORTGAGE TRUST - MKT 2020 525M A 144A	0.11%	570,000
202	n/a	FNMA POOL MA4333 - FN 05/41 FIXED 2	0.11%	569,535
203	AMMC.2014-15A AR3	AMERICAN MONEY MANAGEMENT CORP - AMMC 2014 15A AR3 144A	0.11%	485,376
204	FN.CA2208	FNMA POOL CA2208 - FN 08/48 FIXED 4.5	0.11%	499,923
205	GS.V1.542 09.10.27	GOLDMAN SACHS GROUP INC - SR UNSECURED 09/27 VAR	0.10%	485,000
206	C.V2.976 11.05.30	CITIGROUP INC - SR UNSECURED 11/30 VAR	0.10%	500,000
207	n/a	REALTY INCOME CORP - SR UNSECURED 07/34 5.125	0.10%	395,000
208	BA.6.528 05.01.34	BOEING CO/THE - SR UNSECURED 05/34 6.528	0.10%	425,000
209	DOC.L 03.01.29 3	HEALTHPEAK PROPERTIES INC - 2024 TERM LOAN A3	0.10%	460,173
210	WFMBS.2007-AR3 A4	WELLS FARGO MORTGAGE BACKED SE - WFMBS 2007 AR3 A4	0.10%	509,236
211	n/a	FNMA POOL MA3305 - FN 03/48 FIXED 3.5	0.10%	489,863
212	PPC.3.5 03.01.32	PILGRIM S PRIDE CORP - COMPANY GUAR 03/32 3.5	0.10%	500,000
213	n/a	AMCOR UK FINANCE PLC - COMPANY GUAR 05/32 3.95	0.10%	400,000
214	n/a	MSD NETHERLANDS CAPITAL - COMPANY GUAR 05/44 3.7	0.09%	420,000
215	FNR.2018-38 PA	FANNIE MAE - FNR 2018 38 PA	0.09%	444,182
216	ATH.3.205 03.08.27 144A	ATHENE GLOBAL FUNDING - SR SECURED 144A 03/27 3.205	0.09%	445,000
217	MIK.5.25 05.01.28 144A	MICHAELS COS INC/THE - SR SECURED 144A 05/28 5.25	0.09%	623,000
218	BALTA.2005-4 25A1	BEAR STEARNS ALT A TRUST - BALTA 2005 4 25A1	0.09%	447,472
219	C.V3.057 01.25.33	CITIGROUP INC - SR UNSECURED 01/33 VAR	0.09%	470,000
220	FG.G60038	FED HM LN PC POOL G60038 - FG 01/44 FIXED 3.5	0.09%	439,679
221	n/a	MEDTRONIC GLOBAL HLDINGS - COMPANY GUAR 10/34 3.375	0.09%	385,000
222	BAYNGR.4.4 07.15.44 144A	BAYER US FINANCE II LLC - COMPANY GUAR 144A 07/44 4.4	0.09%	536,000
223	FNR.2018-43 CT	FANNIE MAE - FNR 2018 43 CT	0.09%	452,813
224	GNR.2019-15 GT	GOVERNMENT NATIONAL MORTGAGE A - GNR 2019 15 GT	0.09%	441,846
225	n/a	FLORIDA POWER + LIGHT CO - 1ST MORTGAGE 03/55 5.7	0.09%	390,000
226	n/a	CVS HEALTH CORP - JR SUBORDINA 03/55 VAR	0.09%	395,000
227	n/a	SUEZ - SR UNSECURED REGS 05/34 2.875	0.09%	400,000
228	FG.G08843	FED HM LN PC POOL G08843 - FG 10/48 FIXED 4.5	0.09%	402,859
229	n/a	WORLDLINE SA/FRANCE - SR UNSECURED REGS 07/26 0.0000	0.09%	370,000
230	ORCL.4.8 08.03.28	ORACLE CORP - SR UNSECURED 08/28 4.8	0.09%	385,000
231	MARM.2004-3 4A1	MASTR ADJUSTABLE RATE MORTGAGE - MARM 2004 3 4A1	0.08%	421,736
232	FN.MA2995	FNMA POOL MA2995 - FN 05/47 FIXED 4	0.08%	397,362
233	GNR.2018-124 NW	GOVERNMENT NATIONAL MORTGAGE A - GNR 2018 124 NW	0.08%	413,752
234	RALI.2006-QA7 2A1	RESIDENTIAL ACCREDIT LOANS, IN - RALI 2006 QA7 2A1	0.08%	428,626
235	BERY.L 07.02.29 25	BERRY GLOBAL INC - 2023 TERM LOAN AA	0.08%	367,704
236	G2.MA4962	GNMA II POOL MA4962 - G2 01/48 FIXED 3.5	0.08%	397,081
237	FN.MA3811	FNMA POOL MA3811 - FN 10/49 FIXED 3	0.08%	412,141
238	AVOL.L 06.22.28 11	AVOLON TLB BORROWER 1 US LLC - 2023 TERM LOAN B6	0.08%	356,905
239	GLPI.4 01.15.31	GLP CAPITAL LP / FIN II - COMPANY GUAR 01/31 4	0.08%	380,000
240	n/a	FNMA POOL MA3027 - FN 06/47 FIXED 4	0.08%	372,251
241	ISRAEL.5.375 02.19.30 5Y	STATE OF ISRAEL - SR UNSECURED 02/30 5.375	0.08%	340,000
242	MODV60	MODIVCARE INC - SECURED 144A 10/29 5	0.07%	853,000
243	PERTIJ.3.1 08.27.30 144A	PT PERTAMINA (PERSERO) - SR UNSECURED 144A 08/30 3.1	0.07%	375,000
244	n/a	FARMERS EXCHANGE CAP II - SUBORDINATED 144A 11/53 VAR	0.07%	350,000
245	CHTR.5.875 11.15.40	TIME WARNER CABLE LLC - SR SECURED 11/40 5.875	0.07%	360,000
246	FG.G67711	FED HM LN PC POOL G67711 - FG 03/48 FIXED 4	0.07%	345,281
247	CVS.5.875 06.01.53	CVS HEALTH CORP - SR UNSECURED 06/53 5.875	0.07%	345,000
248	n/a	BERRY GLOBAL INC - SR SECURED 01/34 5.65	0.07%	320,000
249	WAMU.2005-AR2 2A1A	WAMU MORTGAGE PASS THROUGH CER - WAMU 2005 AR2 2A1A	0.07%	330,997
250	n/a	RTE RESEAU DE TRANSPORT - SR UNSECURED REGS 04/33 3.5	0.07%	300,000
251	n/a	MIAMI DADE CNTY FL AVIATION RE - MIATRN 10/33 FIXED 2.707	0.07%	375,000
252	n/a	JPMORGAN CHASE + CO - SR UNSECURED 01/30 VAR	0.07%	315,000
253	BERY.5.5 04.15.28	BERRY GLOBAL INC - SR SECURED 04/28 5.5	0.07%	310,000
254	n/a	GNMA II POOL MA4838 - G2 11/47 FIXED 4	0.07%	331,892
255	n/a	ANHEUSER BUSCH INBEV SA/ - COMPANY GUAR REGS 03/44 3.95	0.07%	300,000
256	ELV.5.2 02.15.35	ELEVANCE HEALTH INC - SR UNSECURED 02/35 5.2	0.07%	310,000
257	n/a	JOHNSON + JOHNSON - SR UNSECURED 02/33 3.05	0.07%	290,000
258	n/a	GNMA II POOL MA6209 - G2 10/49 FIXED 3	0.07%	356,115
259	n/a	COSTA RICA GOVERNMENT - SR UNSECURED REGS 04/34 6.55	0.07%	300,000
260	OXY.4.5 07.15.44	OCCIDENTAL PETROLEUM COR - SR UNSECURED 07/44 4.5	0.07%	400,000
261	n/a	ELO SACA - SR UNSECURED REGS 03/29 6	0.06%	300,000
262	SANUK.V1.532 08.21.26	SANTANDER UK GROUP HLDGS - SR UNSECURED 08/26 VAR	0.06%	295,000
263	AMH.2.375 07.15.31	AMERICAN HOMES 4 RENT - SR UNSECURED 07/31 2.375	0.06%	330,000
264	n/a	FERRELLGAS LP/FERRELLGAS - SR UNSECURED 144A 04/29 5.875	0.06%	310,000
265	BAYNGR.6.875 11.21.53 144A	BAYER US FINANCE LLC - COMPANY GUAR 144A 11/53 6.875	0.06%	270,000
266	ARGID.5.25 08.15.27 144A	ARDAGH PKG FIN/HLDGS USA - COMPANY GUAR 144A 08/27 5.25	0.06%	600,000
267	BERY.4.875 07.15.26 144A	BERRY GLOBAL INC - SR SECURED 144A 07/26 4.875	0.06%	273,000
268	ZAYO.L 03.09.27 1	ZAYO GROUP HOLDINGS INC - USD TERM LOAN	0.06%	283,790
269	n/a	EUROGRID GMBH - COMPANY GUAR REGS 04/33 0.741	0.06%	300,000
270	EAGTEC.L 08.14.25 1	EAGLEVIEW TECHNOLOGY CORP - TERM LOAN B 1	0.06%	268,233
271	n/a	BANK OF AMERICA CORP - SR UNSECURED 04/31 VAR	0.06%	290,000
272	G2.MA4901	GNMA II POOL MA4901 - G2 12/47 FIXED 4	0.06%	273,391
273	n/a	CSC HOLDINGS LLC - COMPANY GUAR 144A 02/29 6.5	0.06%	312,000
274	n/a	MVM ENERGETIKA ZRT - SR UNSECURED REGS 03/31 6.5	0.06%	250,000
275	n/a	CHARTER COMM OPT LLC/CAP - SR SECURED 07/25 4.908	0.06%	255,000
276	n/a	REPUBLIC OF GUATEMALA - SR UNSECURED REGS 10/33 3.7	0.05%	300,000
277	n/a	CVS HEALTH CORP - JR SUBORDINA 12/54 VAR	0.05%	250,000
278	LXP.6.75 11.15.28	LXP INDUSTRIAL TRUST - SR UNSECURED 11/28 6.75	0.05%	230,000
279	n/a	GLOBAL SWITCH FINANCE - COMPANY GUAR REGS 10/30 1.375	0.05%	240,000
280	n/a	VOLKSWAGEN INTL FIN NV - COMPANY GUAR REGS 12/99 VAR	0.05%	200,000
281	HUM.5.55 05.01.35	HUMANA INC - SR UNSECURED 05/35 5.55	0.05%	240,000
282	n/a	MODIVCARE INC - 2024 TERM LOAN B	0.05%	322,150
283	n/a	CSC HOLDINGS LLC - COMPANY GUAR 144A 05/28 11.25	0.05%	244,000
284	BAYNGR.4.875 06.25.48 144A	BAYER US FINANCE II LLC - COMPANY GUAR 144A 06/48 4.875	0.05%	284,000
285	n/a	CVS HEALTH CORP - SR UNSECURED 07/45 5.125	0.05%	260,000
286	n/a	ROMANIA - SR UNSECURED REGS 02/31 3	0.05%	270,000
287	n/a	HEATHROW FUNDING LTD - SR SECURED REGS 10/32 1.125	0.05%	235,000
288	BA.5.805 05.01.50	BOEING CO - SR UNSECURED 05/50 5.805	0.05%	235,000
289	BRAZIL.6.125 03.15.34	FED REPUBLIC OF BRAZIL - SR UNSECURED 03/34 6.125	0.05%	230,000
290	DOC.L 08.20.27 1	HEALTHPEAK PROPERTIES INC - TERM LOAN A1	0.05%	228,010
291	DOC.L 02.22.27 2	HEALTHPEAK PROPERTIES INC - TERM LOAN A2	0.05%	228,010
292	FNR.2018-54 KA	FANNIE MAE - FNR 2018 54 KA	0.05%	225,199
293	n/a	TENNET HOLDING BV - SR UNSECURED REGS 05/42 2.75	0.05%	230,000
294	n/a	DIGITAL INTREPID HOLDING - COMPANY GUAR REGS 07/31 0.625	0.05%	245,000
295	n/a	ELIA GROUP SA/NV - SR UNSECURED REGS 06/31 3.875	0.05%	200,000
296	ACRISU.L 02.16.27 25	ACRISURE LLC - 2024 1ST LIEN TERM LOAN B1	0.05%	217,074
297	n/a	FNMA POOL AS9830 - FN 06/47 FIXED 4	0.05%	227,807
298	ASUCOR.L 12.23.26 20	ASURION LLC - 2020 TERM LOAN B8	0.05%	215,103
299	n/a	CSC HOLDINGS LLC - COMPANY GUAR 144A 01/29 11.75	0.05%	217,000
300	n/a	GNMA II POOL MA5078 - G2 03/48 FIXED 4	0.05%	221,468
301	n/a	STRYKER CORP - SR UNSECURED 09/32 3.375	0.05%	195,000
302	n/a	OMAN GOV INTERNTL BOND - SR UNSECURED REGS 10/27 6.75	0.05%	200,000
303	n/a	JOHNSON + JOHNSON - SR UNSECURED 06/44 3.55	0.05%	200,000
304	n/a	AMPRION GMBH - SR UNSECURED REGS 05/44 4	0.05%	200,000
305	n/a	TENNET HOLDING BV - SR UNSECURED REGS 10/34 4.5	0.04%	175,000
306	MILACQ.L 10.01.27 1	GAINWELL ACQUISITION CORP. - TERM LOAN B	0.04%	217,614
307	n/a	DAVIDE CAMPARI MILANO SP - SR UNSECURED REGS 01/29 2.375	0.04%	200,000
308	FN.AS9972	FNMA POOL AS9972 - FN 07/47 FIXED 4	0.04%	208,281
309	n/a	REPUBLIC OF PANAMA - SR UNSECURED 01/30 3.16	0.04%	225,000
310	n/a	REPUBLIC OF PARAGUAY - SR UNSECURED REGS 04/31 4.95	0.04%	200,000
311	ELV.5.375 06.15.34	ELEVANCE HEALTH INC - SR UNSECURED 06/34 5.375	0.04%	190,000
312	DRY.L 03.06.28 1	SPIN HOLDCO INC - 2021 TERM LOAN	0.04%	225,678
313	SOAF.5.875 04.20.32	REPUBLIC OF SOUTH AFRICA - SR UNSECURED 04/32 5.875	0.04%	200,000
314	n/a	KEDRION SPA - SR SECURED 144A 09/29 6.5	0.04%	200,000
315	SANUK.V2.469 01.11.28	SANTANDER UK GROUP HLDGS - SR UNSECURED 01/28 VAR	0.04%	195,000
316	n/a	UNITED MEXICAN STATES - SR UNSECURED 05/33 4.875	0.04%	200,000
317	C.V2.561 05.01.32	CITIGROUP INC - SR UNSECURED 05/32 VAR	0.04%	210,000
318	n/a	JAZZ FINANCING LUX SARL - 2024 1ST LIEN TERM LOAN B	0.04%	182,418
319	n/a	VICI PROPERTIES / NOTE - COMPANY GUAR 144A 02/29 3.875	0.04%	190,000
320	n/a	INDONESIA GOVT SUKUK - SR UNSECURED REGS 06/30 2.8	0.04%	200,000
321	MEX.2.659 05.24.31	UNITED MEXICAN STATES - SR UNSECURED 05/31 2.659	0.04%	213,000
322	HR.3.1 02.15.30	HEALTHCARE RLTY HLDGS LP - COMPANY GUAR 02/30 3.1	0.04%	195,000
323	n/a	AA BOND CO LTD - SR SECURED REGS 07/50 8.45	0.04%	130,000
324	FN.AL9106	FNMA POOL AL9106 - FN 02/46 FIXED VAR	0.04%	180,668
325	n/a	VIRGIN MEDIA BRISTOL LLC - TERM LOAN N	0.04%	171,605
326	n/a	GNMA II POOL MA4264 - G2 02/47 FIXED 4.5	0.04%	169,902
327	JPM.V2.545 11.08.32	JPMORGAN CHASE + CO - SR UNSECURED 11/32 VAR	0.04%	190,000
328	NAKJUI.L 01.24.29 1	NAKED JUICE LLC - TERM LOAN	0.03%	308,438
329	n/a	HLDNG D INFRA METIERS - SR UNSECURED REGS 10/29 4.875	0.03%	140,000
330	G2.MA3806	GNMA II POOL MA3806 - G2 07/46 FIXED 5	0.03%	151,313
331	n/a	BAUSCH + LOMB CORPORATION - TERM LOAN	0.03%	152,557
332	n/a	HEALTHCARE RLTY HLDGS LP - COMPANY GUAR 01/28 3.625	0.03%	157,000
333	G2.MA4837	GNMA II POOL MA4837 - G2 11/47 FIXED 3.5	0.03%	160,039
334	G2.MA5466	GNMA II POOL MA5466 - G2 09/48 FIXED 4	0.03%	154,486
335	n/a	BLACKROCK INC - COMPANY GUAR 07/35 3.75	0.03%	135,000
336	UNFI.L 05.01.31 5	UNITED NATURAL FOODS INC - 2024 TERM LOAN	0.03%	140,248
337	n/a	1011778 BC UNLIMITED LBLTY CO - 2024 TERM LOAN B6	0.03%	139,581
338	n/a	NATL GRID ELECT TRANS - SR UNSECURED REGS 07/32 0.823	0.03%	150,000
339	CVS.4.78 03.25.38	CVS HEALTH CORP - SR UNSECURED 03/38 4.78	0.03%	150,000
340	FG.G08826	FED HM LN PC POOL G08826 - FG 06/48 FIXED 5	0.03%	133,908
341	FN.MA3276	FNMA POOL MA3276 - FN 02/48 FIXED 3.5	0.03%	145,899
342	DUFPHE.L 04.09.27 1	DEERFIELD DAKOTA HOLDING LLC - 2020 USD TERM LOAN B	0.03%	137,702
343	OTEXCN.6.9 12.01.27 144A	OPEN TEXT CORP - SR SECURED 144A 12/27 6.9	0.03%	125,000
344	ASUCOR.L 08.21.28 23	ASURION LLC - 2022 TERM LOAN B10	0.03%	129,421
345	n/a	BLACKSTONE PP EUR HOLD - SR UNSECURED REGS 05/28 1	0.03%	125,000
346	n/a	GNMA II POOL MA4382 - G2 04/47 FIXED 3.5	0.03%	134,351
347	FG.G08721	FED HM LN PC POOL G08721 - FG 09/46 FIXED 3	0.03%	135,787
348	SHOACQ.L 08.18.31 1	SHOWTIME ACQUISITION LLC - 2024 1ST LIEN TERM LOAN	0.03%	120,281
349	G2.MA9963	GNMA II POOL MA9963 - G2 10/54 FIXED 4.5	0.03%	123,786
350	n/a	COMMSCOPE LLC - SR SECURED 144A 09/29 4.75	0.03%	133,000
351	ALPGEN.L 09.30.31 1	ALPHA GENERATION LLC - TERM LOAN B	0.03%	114,812
352	n/a	SOUTHWESTERN ELEC POWER - SR UNSECURED 11/51 3.25	0.02%	175,000
353	n/a	GRIFOLS SA - SR SECURED REGS 05/30 7.5	0.02%	100,000
354	n/a	SARTORIUS FINANCE BV - COMPANY GUAR REGS 09/32 4.5	0.02%	100,000
355	ARGID.4.125 08.15.26 144A	ARDAGH PKG FIN/HLDGS USA - SR SECURED 144A 08/26 4.125	0.02%	120,000
356	n/a	E.ON SE - SR UNSECURED REGS 09/38 3.875	0.02%	100,000
357	CSCHLD.L 04.15.27 9	CSC HOLDINGS, LLC - 2019 TERM LOAN B5	0.02%	111,314
358	n/a	ECOPETROL SA - SR UNSECURED 01/33 8.875	0.02%	100,000
359	n/a	VONOVIA SE - SR UNSECURED REGS 04/30 2.25	0.02%	100,000
360	BAC.V1.922 10.24.31 MTN	BANK OF AMERICA CORP - SR UNSECURED 10/31 VAR	0.02%	120,000
361	n/a	INTEL CORP - SR UNSECURED 02/54 5.6	0.02%	112,000
362	n/a	INTEL CORP - SR UNSECURED 02/53 5.7	0.02%	110,000
363	n/a	INTEL CORP - SR UNSECURED 12/47 3.734	0.02%	145,000
364	INET.L 12.31.31 20	MH SUB I LLC - 2024 TERM LOAN B4	0.02%	109,011
365	YUM.L 03.15.28 7	YUM BRANDS TERM LOAN B 03/15/ - 2021 TERM LOAN B	0.02%	99,318
366	n/a	VENTURE GLOBAL LNG INC - SR SECURED 144A 02/32 9.875	0.02%	90,000
367	INTC.3.05 08.12.51	INTEL CORP - SR UNSECURED 08/51 3.05	0.02%	158,000
368	n/a	FOUNDRY JV HOLDCO LLC - SR SECURED 144A 01/31 5.5	0.02%	90,000
369	VST.L 12.20.30 13	VISTRA OPERATIONS COMPANY LLC - TERM LOAN B	0.02%	88,414
370	n/a	ARTERA SERVICES LLC - 2024 TERM LOAN	0.02%	92,042
371	IQV.L 01.02.31 30	IQVIA INC - 2025 REPRICED TERM LOAN B	0.02%	86,973
372	n/a	LEG IMMOBILIEN SE - SR UNSECURED REGS 01/34 1.5	0.02%	100,000
373	TDG.L 08.24.28 32	TRANSDIGM INC - 2024 TERM LOAN I	0.02%	86,832
374	JANEST.L 12.15.31 19	JANE STREET GROUP LLC - 2024 TERM LOAN B1	0.02%	87,413
375	n/a	AMPRION GMBH - SR UNSECURED REGS 09/33 0.625	0.02%	100,000
376	SYNH.L 09.30.30 1	STAR PARENT INC - TERM LOAN B	0.02%	84,977
377	BERY.1.65 01.15.27	BERRY GLOBAL INC - SR SECURED 01/27 1.65	0.02%	85,000
378	n/a	CCI BUYER INC - TERM LOAN	0.02%	80,410
379	IFF.1.832 10.15.27 144A	INTL FLAVOR + FRAGRANCES - SR UNSECURED 144A 10/27 1.832	0.02%	85,000
380	n/a	DELIVERY HERO SE - 2024 USD TERM LOAN B	0.02%	79,034
381	RLRN.L 04.08.30 7	RENAISSANCE HOLDING CORP - 2024 1ST LIEN TERM LOAN	0.02%	79,435
382	n/a	OREGON TOOL INC - 2025 2ND LIEN TERM LOAN	0.02%	104,625
383	n/a	WORLDLINE SA/FRANCE - SR UNSECURED REGS 07/25 0.0000	0.02%	60,000
384	TRICGR.L 03.30.27 5	FIRST BRANDS - 2021 TERM LOAN	0.02%	81,878
385	n/a	ALTICE FRANCE SA - 2023 USD TERM LOAN B14	0.02%	84,425
386	TCPSUN.L 10.24.31 5	TCP SUNBELT ACQUISITION CO - 2024 TERM LOAN B	0.02%	75,000
387	n/a	SWTN450JP 1YR5YR SWAPTION - JAN26 4.517 PUT	0.02%	11,315,000
388	CC.L 08.18.28 9	CHEMOURS COMPANY THE - 2023 TERM LOAN B	0.02%	72,100
389	n/a	HELIOS SOFT/ION CORP SOL - SR SECURED 144A 05/29 8.75	0.02%	70,000
390	MGNI.L 02.06.31 4	MAGNITE INC - 2025 REPRICED TERM LOAN B	0.01%	67,477
391	n/a	EFS COGEN HOLDINGS I LLC - 2020 TERM LOAN B	0.01%	66,943
392	n/a	PNC FINANCIAL SERVICES - SR UNSECURED 10/34 VAR	0.01%	60,000
393	n/a	CSC HOLDINGS LLC - SR UNSECURED 144A 01/30 5.75	0.01%	124,000
394	n/a	SWTN451MS 1YR2YR SWAPTION - JAN26 4.4575 PUT	0.01%	26,570,000
395	BCPENO.L 06.12.28 1	BCPE NORTH STAR US HOLDCO 2 - TERM LOAN	0.01%	67,082
396	WECHOL.L 01.27.31 7	WEC US HOLDINGS LTD. - 2024 TERM LOAN	0.01%	64,285
397	n/a	TELENET FINANCING USD LLC - 2020 USD TERM LOAN AR	0.01%	65,220
398	n/a	ARCHES BUYER INC - 2021 TERM LOAN B	0.01%	63,427
399	FN.CA0996	FNMA POOL CA0996 - FN 01/48 FIXED 3.5	0.01%	65,516
400	BLT.7.875 10.15.29 144a	OREGON TOOL LUX LP - SECURED 144A 10/29 7.875	0.01%	99,450
401	n/a	BALCAN INNOVATIONS INC - TERM LOAN B	0.01%	58,855
402	PLAY.L 10.31.31 5	DAVE + BUSTERS INC - 2024 1ST LIEN TERM LOAN B	0.01%	66,358
403	n/a	CSC HOLDINGS LLC - SR UNSECURED 144A 04/28 7.5	0.01%	80,000
404	JPMMT.2005-A5 1A2	JP MORGAN MORTGAGE TRUST - JPMMT 2005 A5 1A2	0.01%	55,056
405	n/a	MICHAELS COS INC/THE - SR UNSECURED 144A 05/29 7.875	0.01%	99,000
406	n/a	TRUGREEN LIMITED PARTNERSHIP - 2020 TERM LOAN	0.01%	55,880
407	TRPCN.5.85 03.15.36	TRANSCANADA PIPELINES - SR UNSECURED 03/36 5.85	0.01%	50,000
408	ALTICE.5.75 08.15.29 144a	ALTICE FINANCING SA - SR SECURED 144A 08/29 5.75	0.01%	69,000
409	n/a	JPMORGAN CHASE + CO - SR UNSECURED 02/27 VAR	0.01%	50,000
410	BELRON.L 10.16.31 13	BELRON FINANCE US LLC - 2024 USD TERM LOAN B	0.01%	48,167
411	IMBLN.3.875 07.26.29 144A	IMPERIAL BRANDS FIN PLC - COMPANY GUAR 144A 07/29 3.875	0.01%	50,000
412	n/a	VICI PROPERTIES / NOTE - COMPANY GUAR 144A 08/30 4.125	0.01%	50,000
413	FG.G08844	FED HM LN PC POOL G08844 - FG 10/48 FIXED 5	0.01%	46,237
414	n/a	XEROX HOLDINGS CORP - 2023 TERM LOAN B	0.01%	48,315
415	EREWDS.L 10.16.28 2	RESEARCH NOW GROUP INC - 2024 FIRST LIEN SECOND OUT TL	0.01%	49,131
416	MATV.L 05.06.27 5	MATIV HOLDINGS INC - DELAYED DRAW TERM LOAN A	0.01%	44,374
417	SFAVE.2015-5AVE A2B	SFAVE COMMERCIAL MORTGAGE SECU - SFAVE 2015 5AVE A2B 144A	0.01%	50,000
418	n/a	TRIPADVISOR INC - TERM LOAN	0.01%	44,558
419	n/a	NEP GROUP INC - 2023 TERM LOAN B	0.01%	46,190
420	n/a	ALTICE FINANCING SA - SR SECURED 144A 07/27 9.625	0.01%	50,000
421	n/a	POTOMAC ENERGY CENTER LLC - TERM LOAN	0.01%	42,558
422	CULLHO.L 07.31.28 12	AI AQUA MERGER SUB INC - 2024 1ST LIEN TERM LOAN B	0.01%	42,424
423	FG.G08710	FED HM LN PC POOL G08710 - FG 06/46 FIXED 3	0.01%	47,138
424	n/a	KESTREL ACQUISITION LLC - 2024 TERM LOAN B	0.01%	40,124
425	PUGLLC.L 03.15.30 6	PUG LLC - 2024 EXTENDED TERM LOAN B	0.01%	40,312
426	VICI.4.625 06.15.25 144A	VICI PROPERTIES / NOTE - COMPANY GUAR 144A 06/25 4.625	0.01%	40,000
427	n/a	AMERIGAS PART/FIN CORP - SR UNSECURED 144A 06/28 9.375	0.01%	40,000
428	n/a	TWITTER INC - TERM LOAN	0.01%	39,081
429	n/a	GUGGENHEIM PARTNERS LLC - 2024 TERM LOAN B	0.01%	37,932
430	n/a	BARRACUDA NETWORKS INC - 2022 TERM LOAN	0.01%	42,688
431	n/a	SABRE GLBL INC. - 2022 1ST LIEN TERM LOAN B	0.01%	34,956
432	n/a	SOUTH FIELD LLC - 2025 TERM LOAN B	0.01%	32,813
433	G2.MA4072	GNMA II POOL MA4072 - G2 11/46 FIXED 5	0.01%	30,187
434	CASCRE.L 12.29.28 5	CAST CREW LLC - 2021 INCREMENTAL TERM LOAN	0.01%	31,735
435	n/a	CALPINE CORPORATION - 2024 TERM LOAN B10	0.01%	29,557
436	INHEAL.L 03.06.28 4	CCRR PARENT INC - US ACQUISITION FACILITY	0.01%	77,096
437	n/a	PLAYA RESORTS HOLDING B.V. - 2022 TERM LOAN B	0.01%	27,681
438	ALTICE.5 01.15.28 144A	ALTICE FINANCING SA - SR SECURED 144A 01/28 5	0.01%	35,000
439	HLT.L 11.08.30 13	HILTON DOMESTIC OPERATING CO. - 2023 TERM LOAN B4	0.01%	25,942
440	n/a	AMSPEC PARENT LLC - 2024 TERM LOAN	0.01%	25,396
441	n/a	MH SUB I LLC - 2023 TERM LOAN	0.01%	26,091
442	n/a	Currency Forward Contract - FX Forward	0.01%	655,578
443	n/a	GNMA II POOL MA3666 - G2 05/46 FIXED 5	0.01%	22,610
444	CENT.5.125 02.01.28	CENTRAL GARDEN + PET CO - COMPANY GUAR 02/28 5.125	0.00%	22,000
445	OPALBD.6.5 03.31.32 144A	OPAL BIDCO - SR SECURED 144A 03/32 6.5	0.00%	20,000
446	ABEGET.L 02.21.30 6	GETTY IMAGES INC - 2025 USD TERM LOAN B	0.00%	19,779
447	LAENCE.L 08.06.29 1	LACKAWANNA ENERGY CENTER LLC - TERM LOAN B2	0.00%	18,312
448	n/a	FNMA POOL MA3332 - FN 04/48 FIXED 3.5	0.00%	19,698
449	n/a	Currency Forward Contract - FX Forward	0.00%	10,132,255
450	n/a	Currency Forward Contract - FX Forward	0.00%	451,116
451	n/a	8TH AVE FOOD PROVISIONS INC - TERM LOAN	0.00%	17,042
452	n/a	Currency Forward Contract - FX Forward	0.00%	589,588
453	NAKJUI.L 01.24.30 1	NAKED JUICE LLC - 2ND LIEN TERM LOAN	0.00%	68,440
454	n/a	Currency Forward Contract - FX Forward	0.00%	338,607
455	HPP.5.95 02.15.28	HUDSON PACIFIC PROPERTIE - COMPANY GUAR 02/28 5.95	0.00%	15,000
456	FN.CA1711	FNMA POOL CA1711 - FN 05/48 FIXED 4.5	0.00%	12,819
457	INHEAL.L 03.06.28 1	CCRR PARENT INC - TERM LOAN B	0.00%	27,430
458	n/a	VICI PROPERTIES / NOTE - COMPANY GUAR 144A 02/27 5.75	0.00%	10,000
459	CWL.2004-5 M1	COUNTRYWIDE ASSET BACKED CERTI - CWL 2004 5 M1	0.00%	9,490
460	CHTR.5.375 04.01.38	CHARTER COMM OPT LLC/CAP - SR SECURED 04/38 5.375	0.00%	5,000
461	LAENCE.L 08.06.29 2	LACKAWANNA ENERGY CENTER LLC - TERM LOAN C	0.00%	4,012
462	AMSPEC.L 12.22.31 2	AMSPEC PARENT LLC - 2024 DELAYED DRAW TERM LOAN	0.00%	3,907
463	n/a	Currency Forward Contract - FX Forward	0.00%	445,707
464	n/a	Currency Forward Contract - FX Forward	0.00%	225,017
465	n/a	SOUTH FIELD LLC - 2025 TERM LOAN C	0.00%	2,046
466	n/a	Currency Forward Contract - FX Forward	0.00%	125,490
467	n/a	Currency Forward Contract - FX Forward	0.00%	320,216
468	n/a	Currency Forward Contract - FX Forward	0.00%	180,826
469	n/a	Currency Forward Contract - FX Forward	0.00%	15,145
470	n/a	Currency Forward Contract - FX Forward	0.00%	101,690
471	n/a	CITY BREWING COMPANY LLC - 2024 1ST LIEN 2ND OUT PIK TL	0.00%	639
472	OEM5	EURO-BOBL FUTURE JUN25 - XEUR 20250606	0.00%	-19
473	RXM5	EURO-BUND FUTURE JUN25 - XEUR 20250606	0.00%	-31
474	UBM5	EURO-BUXL 30Y BND JUN25 - XEUR 20250606	0.00%	-9
475	UXYM5	US 10YR ULTRA FUT JUN25 - XCBT 20250618	0.00%	-55
476	TUM5	US 2YR NOTE (CBT) JUN25 - XCBT 20250630	0.00%	693
477	FVM5	US 5YR NOTE (CBT) JUN25 - XCBT 20250630	0.00%	918
478	WNM5	US ULTRA BOND CBT JUN25 - XCBT 20250618	0.00%	-37
479	n/a	Currency Forward Contract - FX Forward	-0.00%	180,841
480	n/a	Currency Forward Contract - FX Forward	-0.00%	109,263
481	n/a	Currency Forward Contract - FX Forward	-0.00%	146,045
482	n/a	Currency Forward Contract - FX Forward	-0.00%	131,981
483	n/a	Currency Forward Contract - FX Forward	-0.00%	180,841
484	n/a	Currency Forward Contract - FX Forward	-0.00%	86,545
485	n/a	Currency Forward Contract - FX Forward	-0.00%	281,271
486	n/a	Currency Forward Contract - FX Forward	-0.00%	320,216
487	n/a	Currency Forward Contract - FX Forward	-0.00%	260,717
488	n/a	Currency Forward Contract - FX Forward	-0.00%	1,036,376
489	n/a	Currency Forward Contract - FX Forward	-0.00%	112,508
490	n/a	Currency Forward Contract - FX Forward	-0.00%	110,345
491	n/a	Currency Forward Contract - FX Forward	-0.00%	110,345
492	n/a	Currency Forward Contract - FX Forward	-0.00%	113,590
493	n/a	Currency Forward Contract - FX Forward	-0.00%	470,588
494	n/a	Currency Forward Contract - FX Forward	-0.00%	156,863
495	n/a	Currency Forward Contract - FX Forward	-0.00%	219,608
496	n/a	Currency Forward Contract - FX Forward	-0.00%	312,644
497	n/a	Currency Forward Contract - FX Forward	-0.00%	562,542
498	n/a	Currency Forward Contract - FX Forward	-0.00%	10,184,623
499	n/a	Currency Forward Contract - FX Forward	-0.14%	12,441,924

As of Mar 31, 2025

Showing 50 of 499

Subscribe to see the full list

Asset Allocation

Asset Class	% Weight
Bond	91.40%
Cash	8.45%
Stocks	0.08%
Not Classified	0.06%

Country Breakdown

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