NWXEX Holdings List

As of Apr 30, 2025

No.	Symbol	Name	% Weight	Shares
1	n/a	Buy Protection on CDX.NA.HY.44-V1.Jun.2030	18.43%	213,200,000
2	n/a	Cash Offset	15.28%	169,635,165
3	n/a	CASH	2.89%	32,042,959
4	n/a	CURRENCY CONTRACT - USD Purchased	2.37%	26,370,382
5	FNCL.6 5.11	Federal National Mortgage Association 6%	1.67%	18,300,000
6	FNCL.6.5 5.11	Federal National Mortgage Association 6.5%	1.67%	18,000,000
7	FNCL.5.5 5.11	Federal National Mortgage Association 5.5%	1.65%	18,400,000
8	FNCL.2.5 5.11	Federal National Mortgage Association 2.5%	1.65%	22,000,000
9	n/a	2 Year Treasury Note Future June 25	1.58%	84
10	n/a	U.S. DOLLAR FOR FUTURES	1.26%	13,997,103
11	n/a	USD IM FOR CENTRAL CLEARING BROKER JPM	1.04%	11,497,018
12	TOTALP.11.125 12.31.32 144A	Total Play Telecomunicaciones S.A.P.I.De.C.V. 11.125%	0.96%	11,681,750
13	DAIL.V6.2 PERP 144A	Dai-ichi Life Insurance Co. Ltd. (The) 6.2%	0.89%	9,760,000
14	BNP.V5.085 05.09.31 144A	BNP Paribas SA 5.085%	0.85%	9,500,000
15	n/a	USD CCP COLL VM JPM	0.85%	9,427,433
16	G2SF.6.5 5.11	Government National Mortgage Association 6.5%	0.83%	9,000,000
17	FNCL.5 5.11	Federal National Mortgage Association 5%	0.82%	9,300,000
18	G2SF.6 5.11	Government National Mortgage Association 6%	0.82%	9,000,000
19	FNCL.3.5 5.11	Federal National Mortgage Association 3.5%	0.81%	10,000,000
20	MYLIFE.V6.1 06.11.55 144A	Meiji Yasuda Life Insurance Co. 6.1%	0.81%	9,025,000
21	USACUT.9.75 05.15.29 144A	U S Acute Care Solutions LLC 9.75%	0.78%	8,205,000
22	MIZUHO.V5.422 05.13.36	Mizuho Financial Group Inc. 5.422%	0.77%	8,390,000
23	APA.6.75 02.15.55 144A	APA Corp. 6.75%	0.75%	9,300,000
24	QATAR.4.875 02.27.35 144A	Qatar (State of) 4.875%	0.72%	7,760,000
25	BPLN.V6.125 PERP	BP Capital Markets PLC 6.125%	0.68%	7,605,000
26	CE.7.2 11.15.33	Celanese US Holdings Llc 6.95%	0.68%	7,300,000
27	C.V6.02 01.24.36	Citigroup Inc. 6.02%	0.67%	7,250,000
28	MEX.5.125 05.04.37	Mexico (United Mexican States) 5.125%	0.64%	6,420,000
29	UNIT.6 01.15.30 144A	Uniti Group LP/Uniti Fiber Holdings Inc/Uniti Group Finance 2019 Inc/CSL Ca	0.61%	7,400,000
30	MBGGR.5.45 04.01.35 144A	Mercedes-Benz Finance North America LLC 5.45%	0.61%	6,755,000
31	GM.5.9 01.07.35	General Motors Financial Company Inc 5.9%	0.59%	6,510,000
32	SANTAN.5.439 07.15.31	Banco Santander, S.A. 5.439%	0.59%	6,200,000
33	WILDFI.7.5 10.15.29 144A	WildFire Intermediate Holdings LLC 7.5%	0.58%	6,970,000
34	CVS.5.55 06.01.31	CVS Health Corp 5.55%	0.57%	6,060,000
35	BPCEGP.V6.293 01.14.36 144A	BPCE SA 6.293%	0.56%	5,895,000
36	AEROMX.8.625 11.15.31 144A	Grupo Aeromexico S. A. B. De C. V. 8.625%	0.56%	6,400,000
37	n/a	1261229 BC LTD	0.55%	6,435,000
38	DKL.8.625 03.15.29 144A	Delek Logistics Partners Lp 8.625%	0.55%	5,840,000
39	GWCN.8.375 11.15.32 144A	Garda World Security Corporation 8.375%	0.54%	5,820,000
40	TMUS.3.5 02.11.37	T-Mobile USA, Inc. 3.5%	0.53%	5,440,000
41	D.5.15 03.15.35	Virginia Electric and Power Company 5.15%	0.53%	5,915,000
42	AVIAGP.9.625 02.14.30 144A	Avianca Midco 2 PLC 9.625%	0.52%	6,450,000
43	EFNCN.5.037 03.25.30 144A	Element Fleet Management Corp 5.037%	0.51%	5,705,000
44	MOHEGN.8.25 04.15.30 144A	Mohegan Escrow Issuer LLC 8.25%	0.51%	5,625,000
45	HNDA.4.85 10.23.31 GMTN	American Honda Finance Corporation 4.85%	0.50%	5,575,000
46	FREMOR.9.125 05.15.31 144A	Freedom Mortgage Holdings LLC 9.125%	0.49%	5,180,000
47	SANUSA.V6.342 05.31.35	Santander Holdings USA Inc. 6.342%	0.49%	5,160,000
48	AKERBP.5.125 10.01.34 144A	Aker BP ASA 5.125%	0.48%	5,720,000
49	BA.6.858 05.01.54	The Boeing Company 6.858%	0.47%	4,780,000
50	HSBC.V5.286 11.19.30	HSBC Holdings PLC 5.286%	0.47%	5,045,000
51	NSANY.2.75 03.09.28 144A	Nissan Motor Acceptance Co LLC 2.75%	0.47%	5,700,000
52	MF1.2024-FL16 A	MF1 2024-FL16 LLC 5.8609%	0.46%	5,150,000
53	KSA.5.625 01.13.35 144A	Saudi Arabia (Kingdom of) 5.625%	0.45%	4,785,000
54	SRE.V6.55 04.01.55	Sempra 6.55%	0.45%	5,480,000
55	LTMCIM.4.875 01.31.31 144A	Lottomatica Group SpA 4.875%	0.45%	4,355,000
56	HSBC.V6.95 PERP *	HSBC Holdings PLC 6.95%	0.45%	4,985,000
57	HYNMTR.5.3 01.08.30 144A	Hyundai Capital America 5.3%	0.44%	4,780,000
58	MERNAR.F 07.07.25 3	Merna Reinsurance II Ltd. 11.806%	0.44%	4,750,000
59	GS.V5.207 01.28.31 -	Goldman Sachs Group, Inc. 5.207%	0.44%	4,690,000
60	MXCN.6.25 03.15.32 144A	Methanex US Operations Inc. 6.25%	0.43%	4,948,000
61	ABRAGF.14 10.22.29 144A	Abra Global Finance 6%	0.42%	6,735,763
62	CBAAU.F 03.14.30 144A	Commonwealth Bank of Australia 5.1947%	0.42%	4,670,000
63	KOS.7.75 05.01.27 144A	Kosmos Energy Ltd 7.75%	0.42%	5,000,000
64	TEVA.4.375 05.09.30	Teva Pharmaceutical Finance Netherlands II B.V 4.375%	0.42%	4,007,000
65	SOCGEN.5.25 02.19.27 144a	Societe Generale S.A. 5.25%	0.42%	4,600,000
66	FNCI.5.5 5.11	Federal National Mortgage Association 5.5%	0.41%	4,500,000
67	SUMMPL.8.625 10.31.29 144A	Summit Midstream Holdings, LLC / Summit Midstream Finance Corp. 8.625%	0.40%	4,395,000
68	KEY.V5.121 04.04.31 GMTN	KeyCorp 5.121%	0.39%	4,365,000
69	HILCRP.7.25 02.15.35 144A	Hilcorp Energy I L.P/Hilcorp Finance Co 7.25%	0.39%	4,895,000
70	MPOWR.2025-A B	MPOWER EDUCATION TRUST 2025-A 8.47%	0.39%	4,330,000
71	STACR.2019-FTR3 B2	Federal Home Loan Mortgage Corp. 9.2682%	0.39%	4,089,000
72	CAS.2022-R02 2B2	CONNECTICUT AVENUE SECURITIES TRUST 2022-R02 12.0037%	0.38%	3,990,000
73	CSCHLD.11.75 01.31.29 144A	CSC Holdings, LLC 11.75%	0.38%	4,300,000
74	n/a	LEVEL 3 FINANCING INC	0.38%	4,184,375
75	BAC.V5.744 02.12.36	Bank of America Corp. 5.744%	0.37%	4,065,000
76	PEMEX.6.7 02.16.32	Petroleos Mexicanos 6.7%	0.37%	4,686,000
77	COLOM.8.5 04.25.35	Colombia (Republic Of) 8.5%	0.37%	4,000,000
78	STACR.2019-FTR1 B2	Federal Home Loan Mortgage Corp. 12.8182%	0.37%	3,516,000
79	EDF.6.375 01.13.55 144A	Electricite de France SA 6.375%	0.36%	3,980,000
80	ESA.2021-ESH F	EXTENDED STAY AMERICA TRUST 2021-ESH 8.1365%	0.36%	3,979,396
81	VW.5.8 03.27.35 144A	Volkswagen Group of America Finance LLC 5.8%	0.35%	3,930,000
82	KSA.3.375 03.05.32 144A	Saudi Arabia (Kingdom of) 3.375%	0.35%	3,455,000
83	KEYS.5.35 07.30.30	Keysight Technologies, Inc. 5.35%	0.35%	3,820,000
84	RIG.6.8 03.15.38	Transocean Inc. 6.8%	0.35%	6,200,000
85	F.6.054 11.05.31	Ford Motor Credit Company LLC 6.054%	0.35%	3,875,000
86	ILOGIC.9 08.01.29 144A	Acuris Finance US Inc / Acuris Finance S.a r.l. 9%	0.34%	3,905,000
87	SUI.5.5 01.15.29	Sun Communities Operating Limited Partnership 5.5%	0.34%	3,630,000
88	COLT.2024-5 B1	COLT 2024-5 MORTGAGE LOAN TRUST 7.297%	0.34%	3,792,000
89	PSX.5.25 06.15.31	Phillips 66 Co. 5.25%	0.33%	3,530,000
90	CAS.2021-R01 1B2	CONNECTICUT AVENUE SECURITIES TRUST 10.3537%	0.32%	3,401,143
91	AVOL.5.15 01.15.30 144A	Avolon Holdings Funding Ltd. 5.15%	0.32%	3,500,000
92	ALVGR.V5.6 09.03.54 144A	Allianz SE 5.6%	0.32%	3,600,000
93	EART.2025-1A E	EXETER AUTOMOBILE RECEIVABLES TRUST 2025-1 7.48%	0.32%	3,500,000
94	NWIDE.5.127 07.29.29 144A	Nationwide Building Society 5.127%	0.32%	3,405,000
95	CHTR.6.65 02.01.34	Charter Communications Operating, LLC/Charter Communications Operating Capi	0.31%	3,290,000
96	MU.6.05 11.01.35	Micron Technology Inc. 6.05%	0.31%	3,355,000
97	FSRIA.2024-FL9 A	FS Rialto 2024-Fl9 Issuer LLC 5.9492%	0.30%	3,320,000
98	BNP.V5.786 01.13.33 144A	BNP Paribas SA 5.786%	0.30%	3,170,000
99	RWNYNY.7.25 10.01.29 144A	Genting New York LLC / Genny Cap Inc. 7.25%	0.30%	3,280,000
100	BEEFBZ.4.375 03.18.31 144A	Minerva Luxembourg S.A. 4.375%	0.30%	3,725,000
101	NMEF.2025-A D	NMEF FUNDING 2025-A LLC 8.07%	0.29%	3,180,000
102	MSRM.2023-NQM1 B2	MORGAN STANLEY RESIDENTIAL MORTGAGE LOAN TRUST 2023-NQM1 7.4153%	0.29%	3,264,000
103	PNC.V5.575 01.29.36	PNC Financial Services Group Inc. 5.575%	0.29%	3,085,000
104	HNDA.5.05 07.10.31 GMTN	American Honda Finance Corporation 5.05%	0.28%	3,065,000
105	PRPM.2025-NQM1 B1	PRPM 2025-NQM1 TRUST 7.782%	0.28%	3,094,000
106	JPM.V5.103 04.22.31	JPMorgan Chase & Co. 5.103%	0.28%	3,075,000
107	CRASHC.L 02.23.29 1	Champions Financing Inc	0.28%	3,374,500
108	GCAR.2024-3A D	GLS AUTO RECEIVABLES ISSUER TRUST 2024-3 5.53%	0.28%	3,050,000
109	IMPRL.2022-NQM5 B1	IMPERIAL FUND MORTGAGE TRUST 2022-NQM5 6.25%	0.28%	3,106,000
110	SOCGEN.V6.1 04.13.33 144A	Societe Generale S.A. 6.1%	0.27%	2,935,000
111	FARMER.V5.454 10.15.54 144A	Farmers Exchange Capital Iii 5.454%	0.27%	3,270,000
112	HTL.2024-T53 D	HTL COMMERCIAL MORTGAGE TRUST 2024-T53 8.4709%	0.27%	2,880,000
113	MPW.3.5 03.15.31	MPT Operating Partnership LP / MPT Finance Corporation 3.5%	0.25%	4,186,000
114	CNO.6.45 06.15.34	CNO Financial Group, Inc. 6.45%	0.25%	2,640,000
115	DRI.6.3 10.10.33	Darden Restaurants, Inc. 6.3%	0.25%	2,610,000
116	HILCRP.6.875 05.15.34 144A	Hilcorp Energy I L.P/Hilcorp Finance Co 6.875%	0.25%	3,145,000
117	SDART.2024-5 D	SANTANDER DRIVE AUTO RECEIVABLES TRUST 2024-5 5.14%	0.25%	2,760,000
118	WEIRLN.5.35 05.06.30 144A	Weir Group Inc. 5.35%	0.25%	2,720,000
119	MCHP.5.05 02.15.30	Microchip Technology Incorporated 5.05%	0.25%	2,715,000
120	CMHAT.2022-MH1 B1	CASCADE MH ASSET TRUST 2022-MH1 8%	0.25%	3,137,278
121	STANLN.V6.228 01.21.36 144A	Standard Chartered PLC 6.228%	0.24%	2,550,000
122	CCL.6 05.01.29 144A	Carnival Corporation 6%	0.24%	2,595,000
123	MCR.2024-TWA D	MCR 2024-TWA MORTGAGE TRUST 7.402%	0.24%	2,600,000
124	PRPM.2024-NQM3 B1	PRPM 2024-NQM3 TRUST 7.4751%	0.24%	2,610,000
125	NIPLIF.V6.5 04.30.55 144a	Nippon Life Insurance Co. 6.5%	0.23%	2,565,000
126	ASCNT.2024-1A A	ASCENT CAREER FUNDING TRUST 2024-1 6.77%	0.23%	2,591,856
127	FABSJV.6.3 01.25.39	Foundry JV Holdco LLC. 6.3%	0.23%	2,470,000
128	GCAR.2024-3A C	GLS AUTO RECEIVABLES ISSUER TRUST 2024-3 5.21%	0.23%	2,560,000
129	KAMOT.2024-1A A	KINETIC ADVANTAGE MASTER OWNER TRUST 6.9947%	0.23%	2,550,000
130	CAS.2021-R03 1B2	CONNECTICUT AVENUE SECURITIES TRUST 2021-R03 9.8537%	0.23%	2,470,000
131	VERUS.2023-4 B1	VERUS SECURITIZATION TRUST 2023-4 8.0888%	0.23%	2,530,000
132	BRAVO.2023-NQM7 B1	BRAVO RESIDENTIAL FUNDING TRUST 2023-NQM7 7.9279%	0.23%	2,535,000
133	HYNMTR.5.35 03.19.29 144A	Hyundai Capital America 5.35%	0.23%	2,500,000
134	STACR.2018-HQA2 B2	Federal Home Loan Mortgage Corp. 15.4682%	0.22%	2,050,000
135	GALCLD.8.75 09.01.27 144A	Global Aircraft Leasing Co Ltd 8.75%	0.22%	2,465,000
136	ARIVO.2024-1A B	ARIVO ACCEPTANCE AUTO LOAN RECEIVABLES TRUST 2024-1 6.87%	0.22%	2,410,000
137	CAS.2020-R02 2B1	CONNECTICUT AVENUE SECURITIES TRUST 7.4682%	0.22%	2,445,000
138	F.6.5 02.07.35	Ford Motor Credit Company LLC 6.5%	0.22%	2,470,000
139	BHCCN.10 04.15.32 144A	1261229 Bc Ltd. 10%	0.21%	2,400,000
140	WLAKE.2024-2A D	WESTLAKE AUTOMOBILE RECEIVABLES TRUST 2024-2 5.91%	0.21%	2,320,000
141	ALLY.V5.543 01.17.31	Ally Financial Inc. 5.543%	0.21%	2,335,000
142	COLT.2024-6 B1	COLT 2024-6 MORTGAGE LOAN TRUST 7.495%	0.21%	2,337,000
143	MEX.6.875 05.13.37	Mexico (United Mexican States) 6.875%	0.21%	2,250,000
144	UCGIM.V5.861 06.19.32 144A	UniCredit S.p.A. 5.861%	0.21%	2,260,000
145	VERUS.2024-2 B1	VERUS SECURITIZATION TRUST 2024-2 7.864%	0.21%	2,290,000
146	GCAR.2021-4A E	GLS AUTO RECEIVABLES ISSUER TRUST 2021-4 4.43%	0.21%	2,360,000
147	IMPRL.2023-NQM1 B1	IMPERIAL FUND MORTGAGE TRUST 2023-NQM1 8.1142%	0.21%	2,270,000
148	SDART.2024-4 D	SANTANDER DRIVE AUTO RECEIVABLES TRUST 2024-4 5.32%	0.20%	2,270,000
149	SANDRE.F 04.07.29 B	Sanders RE II Ltd Acting N Respect Segregated Account 2024-3 9.5359%	0.20%	2,250,000
150	MF1.2021-FL7 A	MF1 2021-FL7 LTD 5.5144%	0.20%	2,265,457
151	EART.2024-4A E	EXETER AUTOMOBILE RECEIVABLES TRUST 2024-4 7.65%	0.20%	2,230,000
152	MPOWR.2025-A C	MPOWER EDUCATION TRUST 2025-A 10.84%	0.20%	2,240,000
153	GRADE.2023-FIG4 A	SALUDA GRADE ALTERNATIVE MORTGAGE TRUST 2023-FIG4 6.718%	0.20%	2,152,698
154	SANDRE.F 04.07.29 A	Sanders RE II Ltd Acting N Respect Segregated Account 2024-3 8.2859%	0.20%	2,250,000
155	TRTX.2022-FL5 A	TRTX 2022-FL5 ISSUER, LTD 5.9781%	0.20%	2,215,638
156	CFG.V5.253 03.05.31	Citizens Financial Group Inc 5.253%	0.20%	2,185,000
157	TFC.V4.916 07.28.33 MTN	Truist Financial Corp. 4.916%	0.20%	2,255,000
158	MF1.2024-FL14 A	MFI 2024-FL14 LLC 6.0569%	0.20%	2,175,000
159	CHILE.3.75 01.14.32	Chile (Republic Of) 3.75%	0.20%	1,870,000
160	VERUS.2024-3 B1	VERUS SECURITIZATION TRUST 2024-3 8.028%	0.19%	2,125,000
161	AVOL.6.375 05.04.28 144A	Avolon Holdings Funding Ltd. 6.375%	0.19%	2,025,000
162	ACAR.2023-4 C	AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST 2023-4 6.99%	0.19%	2,110,000
163	FIGRE.2024-HE3 A	FIGRE TRUST 2024-HE3 5.937%	0.19%	2,120,907
164	GSAR.2024-1A D	GLS AUTO SELECT RECEIVABLES TRUST 2024-1 6.43%	0.19%	2,060,000
165	PSDO.L 06.27.31 1	Fortress Intermediate 3 Inc	0.19%	2,178,055
166	H.5.75 03.30.32	Hyatt Hotels Corporation 5.75%	0.19%	2,110,000
167	EMIR.2023-1 M1B	EAGLE RE 2023-1 LTD 8.3037%	0.19%	2,060,000
168	MF1.2022-FL8 A	MF1 2022-FL8 LTD 5.6686%	0.19%	2,117,703
169	BX.2021-ARIA D	BX TRUST 6.3319%	0.19%	2,118,000
170	COLT.2024-4 B1	COLT 2024-4 MORTGAGE LOAN TRUST 7.8408%	0.19%	2,080,000
171	TCN.2025-SFR1 D	TRICON RESIDENTIAL 2025-SFR1 TRUST 6.3281%	0.19%	2,100,000
172	STANLN.V6.097 01.11.35 144A	Standard Chartered PLC 6.097%	0.19%	2,000,000
173	BAMLL.2024-NASH B	BAMLL COMMERCIAL MORTGAGE SECURITIES TRUST 2024-NASH 7.072%	0.19%	2,130,000
174	VEGLPL.7.5 05.01.33 144A	Venture Global Plaquemines Lng LLC 7.5%	0.19%	2,030,000
175	CABKSM.V3.625 PERP	Caixabank S.A. 3.625%	0.19%	2,000,000
176	GCAR.2025-1A E	GLS AUTO RECEIVABLES ISSUER TRUST 2025-1 7.19%	0.19%	2,100,000
177	CAS.2024-R04 1A1	CONNECTICUT AVENUE SECURITIES TRUST 2024-R04 5.3537%	0.19%	2,068,952
178	BX.2021-ARIA G	BX TRUST 7.5786%	0.18%	2,070,000
179	MCR.2024-TWA F	MCR 2024-TWA MORTGAGE TRUST 10.382%	0.18%	1,960,000
180	CAS.2024-R06 1M2	CONNECTICUT AVENUE SECURITIES TRUST 2024-R06 5.9537%	0.18%	1,990,000
181	VERUS.2023-INV3 B1	VERUS SECURITIZATION TRUST 2023-INV3 8.2118%	0.18%	1,955,000
182	BRAVO.2024-NQM2 B1	BRAVO RESIDENTIAL FUNDING TRUST 2024-NQM2 7.91%	0.18%	1,960,000
183	COLD.5.6 05.15.32	Americold Realty Operating Partnership LP 5.6%	0.18%	1,960,000
184	BSPRT.2024-FL11 A	BSPRT 2024-FL11 ISSUER LLC 5.9599%	0.17%	1,930,000
185	ENELIM.5 06.15.32 144A	ENEL Finance International N.V. 5%	0.17%	1,915,000
186	VST.5.7 12.30.34 144A	Vistra Operations Co LLC 5.7%	0.17%	1,845,000
187	F.5.875 11.07.29	Ford Motor Credit Company LLC 5.875%	0.17%	1,870,000
188	EART.2025-2A E	EXETER AUTOMOBILE RECEIVABLES TRUST 2025-2 7.81%	0.17%	1,830,000
189	n/a	Block Inc 6.5%	0.17%	1,770,000
190	MFRA.2023-RTL2 A1	MFA 2023-RTL2 TRUST 8.498%	0.17%	1,826,000
191	CCL.5.75 01.15.30 144A	Carnival Corporation 5.75%	0.17%	1,530,000
192	JEF.6.2 04.14.34	Jefferies Financial Group Inc 6.2%	0.17%	1,815,000
193	KREF.2022-FL3 A	KREF 2022-FL3 LTD 5.7686%	0.17%	1,839,691
194	ADMT.2024-NQM5 B1A	A&D MORTGAGE TRUST 2024-NQM5 7.7213%	0.16%	1,756,000
195	GS.V5.218 04.23.31	Goldman Sachs Group, Inc. 5.218%	0.16%	1,775,000
196	MF1.2024-FL15 A	MF1 2024-FL15 LLC 6.0079%	0.16%	1,800,000
197	JANEST.6.75 05.01.33 144A	Jane Street Group LLC / JSG Finance Inc. 6.75%	0.16%	1,790,000
198	VCC.2025-1 A	VELOCITY COMMERCIAL CAPITAL LOAN TRUST 2025-1 6.03%	0.16%	1,745,726
199	RF.V5.502 09.06.35	Regions Financial Corporation 5.502%	0.16%	1,780,000
200	TMIR.2023-1 M1B	TRIANGLE RE 2023-1 LTD 9.6037%	0.16%	1,640,000
201	EFNCN.6.319 12.04.28 144A	Element Fleet Management Corp 6.319%	0.16%	1,605,000
202	CAS.2024-R02 1B1	CONNECTICUT AVENUE SECURITIES TRUST 2024-R02 6.8537%	0.16%	1,720,000
203	CBAAU.V5.929 03.14.46 144A	Commonwealth Bank of Australia 5.929%	0.15%	1,740,000
204	STACR.2018-HRP2 B2	Federal Home Loan Mortgage Corp. 14.9682%	0.15%	1,380,000
205	TPMT.2022-SJ1 B1	TOWD POINT MORTGAGE TRUST 2022-SJ1 5.25%	0.15%	1,820,000
206	MFRA.2024-NQM2 B1A	MFA 2024-NQM2 TRUST 6.783%	0.15%	1,664,000
207	MS.V5.297 04.20.37	Morgan Stanley 5.297%	0.15%	1,690,000
208	AVOL.5.375 05.30.30 144A	Avolon Holdings Funding Ltd. 5.375%	0.15%	1,650,000
209	SLG.2021-OVA E	SLG OFFICE TRUST 2.8506%	0.15%	1,975,000
210	RMIR.2024-1 M1B	RADNOR RE 2024-1 LTD 7.2537%	0.15%	1,620,000
211	EART.2024-3A E	EXETER AUTOMOBILE RECEIVABLES TRUST 2024-3 7.84%	0.15%	1,600,000
212	NDAFH.V3.75 PERP 144A	Nordea Bank ABP 3.75%	0.15%	1,840,000
213	INTNED.V4.25 PERP NC10	ING Groep N.V. 4.25%	0.15%	1,960,000
214	FSRIA.2021-FL3 A	FS RIALTO ISSUER LTD 5.6854%	0.14%	1,610,695
215	NMEF.2024-A D	NMEF FUNDING 2024-A LLC 8.75%	0.14%	1,570,000
216	KSA.5.75 01.16.54 144A	Saudi Arabia (Kingdom of) 5.75%	0.14%	1,665,000
217	STANLN.V5.005 10.15.30 144A	Standard Chartered PLC 5.005%	0.14%	1,590,000
218	MBGGR.5.05 08.03.33 144A	Mercedes-Benz Finance North America LLC 5.05%	0.14%	1,610,000
219	SHEARE.9.625 09.15.32 144A	Fiesta Purchaser Inc. 9.625%	0.14%	1,510,000
220	STACR.2017-HRP1 B1D	Federal Home Loan Mortgage Corp. 6.9682%	0.14%	1,560,000
221	ADMT.2023-NQM4 B1	A&D MORTGAGE TRUST 2023-NQM4 8.0697%	0.14%	1,570,000
222	SCFET.2022-1A E	SCF Equip Leasing 2022-1 LLC / SCF Equip Leasing CDA 2022-1 Ltd Partners 5.	0.14%	1,600,000
223	ALPGEN.L 09.30.31 1	Alpha Generation, Llc	0.14%	1,572,100
224	VEGLPL.7.75 05.01.35 144A	Venture Global Plaquemines Lng LLC 7.75%	0.14%	1,525,000
225	OCTL.2023-1A D	OCTANE RECEIVABLES TRUST 2023-1 7.76%	0.14%	1,500,000
226	HSLT.2024-1 A	HARVEST SBA LOAN TRUST 2024-1 6.6846%	0.14%	1,540,271
227	CFMT.2024-HB14 M3	CFMT 2024-HB14 LLC 3%	0.14%	1,660,000
228	UBS.V7.75 PERP 144A	UBS Group AG 7.75%	0.14%	1,500,000
229	STACR.2023-DNA2 M1A	Freddie Mac Stacr Remic Trust 6.4527%	0.14%	1,519,712
230	CMA.V5.332 08.25.33	Comerica Bank (Texas) 5.332%	0.14%	1,610,000
231	VERUS.2023-6 B1	VERUS SECURITIZATION TRUST 2023-6 7.8022%	0.14%	1,529,000
232	EFNCN.5.643 03.13.27 144A	Element Fleet Management Corp 5.643%	0.14%	1,500,000
233	BHG.2023-B C	BHG SECURITIZATION TRUST 2023-B 8.15%	0.14%	1,440,000
234	CDP.2.9 12.01.33	Corporate Office Properties LP 2.9%	0.14%	1,850,000
235	ISATLN.9 09.15.29 144A	Connect Finco SARL/Connect US Finco LLC 9%	0.13%	1,580,000
236	AREIT.2024-CRE9 A	AREIT 2024-CRE9 LTD 6.0083%	0.13%	1,490,000
237	GM.6.1 01.07.34	General Motors Financial Company Inc 6.1%	0.13%	1,455,000
238	GCAR.2024-2A E	GLS AUTO RECEIVABLES ISSUER TRUST 2024-2 7.98%	0.13%	1,453,000
239	B.6.75 02.01.32 144A	Goat Holdco LLC 6.75%	0.13%	1,470,000
240	ALLY.V6.184 07.26.35	Ally Financial Inc. 6.184%	0.13%	1,455,000
241	SOCGEN.V6.221 06.15.33 144A	Societe Generale S.A. 6.221%	0.13%	1,400,000
242	FREMOR.9.25 02.01.29 144A	Freedom Mortgage Holdings LLC 9.25%	0.13%	1,395,000
243	RCMT.2023-FL11 B	READY CAPITAL MORTGAGE FINANCING 2023-FL11 LLC 7.8586%	0.13%	1,440,000
244	NWG.V6.475 06.01.34	NatWest Group PLC 6.475%	0.13%	1,355,000
245	FORDL.2023-B C	FORD CREDIT AUTO LEASE TRUST 2023-B 6.43%	0.13%	1,420,000
246	GM.6.4 01.09.33	General Motors Financial Company Inc 6.4%	0.13%	1,365,000
247	STACR.2023-DNA1 M1A	Freddie Mac Stacr Remic Trust 6.4527%	0.13%	1,412,007
248	BPCEGP.V5.936 05.30.35 144A	BPCE SA 5.936%	0.13%	1,375,000
249	BMIR.2021-3A B1	BELLEMEADE RE 2021-3 LTD 8.2037%	0.13%	1,380,000
250	LNCR.2022-CRE7 A	LOANCORE 2022-CRE7 ISSUER LTD 5.8984%	0.13%	1,410,693
251	EMIR.2021-2 M2	EAGLE RE 2021-2 LTD 8.6037%	0.13%	1,370,000
252	STACR.2019-FTR4 B2	Federal Home Loan Mortgage Corp. 9.4682%	0.13%	1,280,000
253	NOMURA.5.783 07.03.34	Nomura Holdings Inc. 5.783%	0.12%	1,335,000
254	BDS.2024-FL13 A	BDS 2024-FL13 LLC 5.8961%	0.12%	1,370,000
255	UBS.V5.699 02.08.35 144A	UBS Group AG 5.699%	0.12%	1,310,000
256	SNDPT.2014-1RA B	Sound Point CLO V Limited 6.2811%	0.12%	1,350,000
257	ARCLO.2022-FL1 A	Arbor Realty Commercial Real Estate Notes 2022-FL1 Ltd/LLC 5.7947%	0.12%	1,345,387
258	FABSJV.5.875 01.25.34	Foundry JV Holdco LLC. 5.875%	0.12%	1,321,000
259	NMEF.2024-A C	NMEF FUNDING 2024-A LLC 6.33%	0.12%	1,330,000
260	VSTA.2024-CES1 A1	VISTA POINT SECURITIZATION TRUST 2024-CES1 6.676%	0.12%	1,319,025
261	ET.6.55 12.01.33	Energy Transfer LP 6.55%	0.12%	1,240,000
262	BMIR.2024-1 M1B	BELLEMEADE RE 2024-1 LTD 7.5537%	0.12%	1,320,000
263	GM.5.6 06.18.31	General Motors Financial Company Inc 5.6%	0.12%	1,300,000
264	OCTL.2022-2A D	OCTANE RECEIVABLES TRUST 2022-2 7.7%	0.12%	1,275,000
265	FARMER.V7 10.15.64 144A	Farmers Insurance Exchange Inc. 7%	0.12%	1,300,000
266	F.3.625 06.17.31	Ford Motor Credit Company LLC 3.625%	0.12%	1,500,000
267	SANDRE.F 04.07.28 A	Sanders Re III Ltd Segregated Account 2024-1 10.0359%	0.12%	1,250,000
268	FABSJV.6.15 01.25.32	Foundry JV Holdco LLC. 6.15%	0.12%	1,225,000
269	SBCLN.2024-A F	Santander Bank National Association 10.171%	0.12%	1,253,960
270	MERNAR.F 07.07.25 2	Merna Reinsurance II Ltd. 11.7764%	0.11%	1,250,000
271	AKERBP.6 06.13.33 144A	Aker BP ASA 6%	0.11%	1,235,000
272	ALALTD.F 06.07.25 A	Alamo Re Ltd 11.8079%	0.11%	1,250,000
273	SBCLN.2022-A D	Santander Bank National Association 9.965%	0.11%	1,240,000
274	VSTA.2020-2 M1	VISTA POINT SECURITIZATION TRUST 3.401%	0.11%	1,325,000
275	RMIR.2021-1 M2	RADNOR RE LTD 7.5037%	0.11%	1,230,000
276	CAS.2024-R05 2B1	CONNECTICUT AVENUE SECURITIES TRUST 2024-R05 6.3537%	0.11%	1,260,000
277	FHF.2024-3A C	FIRST HELP FINANCIAL LLC 2024-3 5.43%	0.11%	1,250,000
278	F.5.85 05.17.27	Ford Motor Credit Company LLC 5.85%	0.11%	1,215,000
279	AEROMX.8.25 11.15.29 144A	Grupo Aeromexico S. A. B. De C. V. 8.25%	0.11%	1,275,000
280	VERUS.2023-5 B2	VERUS SECURITIZATION TRUST 2023-5 8.0443%	0.11%	1,240,000
281	PRPM.2023-NQM2 B1	PRPM 2023-NQM2 TRUST 6.9565%	0.11%	1,240,000
282	STACR.2025-HQA1 M2	Freddie Mac Stacr Remic Trust 6.0037%	0.11%	1,240,000
283	GRADE.2024-RTL4 A1	SALUDA GRADE ALTERNATIVE MORTGAGE TRUST 2024-RTL4 7.5%	0.11%	1,210,000
284	VCC.2024-6 A	VELOCITY COMMERCIAL CAPITAL LOAN TRUST 2024-6 5.81%	0.11%	1,202,217
285	CRYACU.11.875 07.05.28	Cruise Yacht Upper Holdco Ltd. 11.875%	0.11%	1,200,000
286	EQFY.2024-1A A	EQUIFY ABS 2024-1 LLC 5.43%	0.11%	1,200,341
287	GRADE.2024-RTL5 A1	SALUDA GRADE ALTERNATIVE MORTGAGE TRUST 2024-RTL5 7.762%	0.11%	1,190,000
288	UBS.V5.959 01.12.34 144A	UBS Group AG 5.959%	0.11%	1,110,000
289	BHG.2024-1CON C	BHG SECURITIZATION TRUST 2024-1CON 6.86%	0.10%	1,130,000
290	RCMT.2021-FL7 B	READY CAPITAL MORTGAGE FINANCING LLC 6.2411%	0.10%	1,150,000
291	MS.V5.942 02.07.39	Morgan Stanley 5.942%	0.10%	1,110,000
292	CABKSM.V6.84 09.13.34 144A	Caixabank S.A. 6.84%	0.10%	1,015,000
293	VERUS.2023-7 B1	VERUS SECURITIZATION TRUST 2023-7 7.8909%	0.10%	1,090,000
294	CAS.2024-R03 2M2	CONNECTICUT AVENUE SECURITIES TRUST 2024-R03 6.3027%	0.10%	1,090,000
295	COMM.2015-CR26 D	Comm 2015-Ccre26 Mortgage Trust 3.6363%	0.10%	1,350,000
296	OMIR.2021-2 B1	OAKTOWN RE VII LTD 8.7537%	0.10%	1,050,000
297	ARCLO.2021-FL4 A	ARBOR REALTY COMMERCIAL REAL ESTATE NOTES 2021-FL4 LTD. 5.7863%	0.10%	1,074,292
298	PART.2023-2A D	PRESTIGE AUTO RECEIVABLES TRUST 2023-2 7.71%	0.10%	1,020,000
299	NGGLN.5.994 03.06.33 144A	KeySpan Gas East Corporation 5.994%	0.10%	1,035,000
300	GSMS.2016-GS4 D	GS Mortgage Securities Trust 2016-GS4 3.233%	0.10%	1,340,000
301	TPR.5.5 03.11.35	Tapestry Inc 5.5%	0.10%	1,060,000
302	MIZUHO.V5.579 05.26.35	Mizuho Financial Group Inc. 5.579%	0.09%	1,010,000
303	CATREL.F 01.08.27 A	2001 CAT Re Limited 17.316%	0.09%	1,000,000
304	ITC.5.65 05.09.34 144A	ITC Holdings Corporation 5.65%	0.09%	1,010,000
305	LIGTTO.F 03.31.26 A	Lightning Re Ltd. Series 2023-1 15.2864%	0.09%	1,000,000
306	HYNMTR.6.2 09.21.30 144A	Hyundai Capital America 6.2%	0.09%	995,000
307	AMNTEC.L 09.29.31 3	Amentum Holdings, Inc.	0.09%	1,047,375
308	FLOREL.F 03.12.27 A	Floodsmart Re Ltd 18.2859%	0.09%	1,000,000
309	CAPLKT.F 04.28.26 A	Cape Lookout Re Ltd. 12.7064%	0.09%	1,000,000
310	ENBCN.V8.5 01.15.84	Enbridge Inc. 8.5%	0.09%	928,000
311	BLAKIT.F 06.09.25 A	Black Kite Re Ltd. 11.1012%	0.09%	1,000,000
312	BACR.V7.625 PERP	Barclays PLC 7.625%	0.09%	1,040,000
313	NTHSHR.F 04.07.28 A	Northshore Re II Ltd. 9.2859%	0.09%	1,000,000
314	ET.5.6 09.01.34	Energy Transfer LP 5.6%	0.09%	1,005,000
315	BRDGST.F 01.07.28 A	Bridge STR RE Ltd. 8.276%	0.09%	1,000,000
316	PROG.2021-SFR8 G	PROGRESS RESIDENTIAL TRUST 4.005%	0.09%	1,020,000
317	ACREC.2021-FL1 A	ACREC 2021-FL1 LTD 5.5844%	0.09%	991,806
318	SPG.6.25 01.15.34	Simon Property Group LP 6.25%	0.09%	892,000
319	ABCLN.2024-B F	Ally Bank Sandy (Utah) 8.036%	0.09%	966,525
320	RMIR.2024-1 M1A	RADNOR RE 2024-1 LTD 6.3537%	0.09%	964,762
321	NWG.V8.125 PERP	NatWest Group PLC 8.125%	0.09%	925,000
322	DUK.5 08.15.52	Duke Energy Corp 5%	0.09%	1,105,000
323	FIGRE.2023-HE3 A	FIGRE TRUST 2023-HE3 6.436%	0.09%	929,580
324	BBIRD.2021-1A B	BLACKBIRD CAPITAL II AIRCRAFT LEASE LTD 3.446%	0.08%	987,609
325	ARCLO.2021-FL4 B	ARBOR REALTY COMMERCIAL REAL ESTATE NOTES 2021-FL4 LTD. 6.4363%	0.08%	920,000
326	ISPIM.V8.248 11.21.33 144A	Intesa Sanpaolo S.p.A. 8.248%	0.08%	760,000
327	STACR.2020-DNA6 B2	Federal Home Loan Mortgage Corp. 10.0037%	0.08%	790,000
328	ET.V7.125 PERP G	Energy Transfer LP 7.125%	0.08%	859,000
329	PRKCM.2023-AFC3 B1	PRKCM 2023-AFC3 TRUST 7.8022%	0.08%	870,000
330	MSCR.2021-MN3 M2	Federal Home Loan Mortgage Corp. 8.3537%	0.08%	815,000
331	MCAS.2019-01 M10	Federal National Mortgage Association 7.7182%	0.08%	841,136
332	SDART.2024-1 C	SANTANDER DRIVE AUTO RECEIVABLES TRUST 2024-1 5.45%	0.08%	830,000
333	RMIR.2023-1 M1A	RADNOR RE 2023-1 LTD 7.0537%	0.07%	818,564
334	COF.V6.377 06.08.34	Capital One Financial Corp. 6.377%	0.07%	770,000
335	BVCLN.2024-EDU1 D	BAYVIEW OPPORTUNITY MASTER FUND VII 2024-EDU1, LLC 7.1037%	0.07%	803,555
336	STACR.2019-DNA3 B2	Federal Home Loan Mortgage Corp. 12.6182%	0.07%	720,000
337	CDW.5.55 08.22.34	CDW LLC / CDW Finance Corp 5.55%	0.07%	815,000
338	SOBOCN.V7.5 03.01.55 144A	South Bow Canadian Infrastructure Holdings Ltd. 7.5%	0.07%	805,000
339	APLP.6.625 09.01.32 144A	Archrock Partners LP/Archrock Partners Finance Corp 6.625%	0.07%	790,000
340	MCBRAC.7.25 06.30.31 144A	Mc Brazil Downstream Trading Sarl 7.25%	0.07%	994,298
341	MYSTRE.F 01.08.27 A	Mystic Re IV Limited 16.2864%	0.07%	750,000
342	STENOR.L 05.30.31 3	Sotera Health Holdings Llc	0.07%	787,919
343	PROG.2021-SFR7 F	Progress Residential Trust 3.834%	0.07%	840,000
344	n/a	SWAP CASH COLLATERAL USD	0.07%	771,987
345	RESID.F 12.06.28 3	Residential Reinsurance 2024 Ltd. 11.2735%	0.07%	750,000
346	FOURLK.F 01.07.27 A	Four Lakes Re Limited 10.0235%	0.07%	750,000
347	RESID.F 12.06.28 4	Residential Reinsurance 2024 Ltd. 9.526%	0.07%	750,000
348	INTEGR.F 06.06.25 A	Integrity Re Ltd 17.1459%	0.07%	750,000
349	QUEEST.F 12.08.25 A	Queen Street 2023 Re DAC 11.7812%	0.07%	750,000
350	SFRFP.5.125 07.15.29 144A	Altice France S.A 5.125%	0.07%	930,000
351	NAKPTE.F 04.04.29 1	Nakama Re Pte Limited 6.6312%	0.07%	750,000
352	MS.V5.948 01.19.38	Morgan Stanley 5.948%	0.07%	740,000
353	METCAT.F 05.08.26 A	Metrocat Re Ltd 5.75%	0.07%	750,000
354	OCELRE.F 02.26.29 A	Ocelot Re Ltd. 8.7864%	0.07%	750,000
355	CFCC.2024-A A	CONTINENTAL FINANCE CREDIT CARD ABS MASTER TRUST 5.78%	0.07%	740,000
356	STACR.2020-HQA5 B2	Federal Home Loan Mortgage Corp. 11.7537%	0.07%	630,000
357	ENBCN.5.625 04.05.34	Enbridge Inc. 5.625%	0.07%	730,000
358	HYNMTR.6.5 01.16.29 144A	Hyundai Capital America 6.5%	0.07%	695,000
359	UBSCM.2017-C4 C	Ubs Commercial Mortgage Trust 2017 C1 4.6835%	0.07%	810,000
360	HPA.2019-1 F	Home Partners Of America Trust 2019-1 4.101%	0.07%	778,187
361	MSCR.2021-MN1 M2	Federal Home Loan Mortgage Corp. 8.1037%	0.07%	700,000
362	C.V6.174 05.25.34	Citigroup Inc. 6.174%	0.07%	690,000
363	THPT.2023-THL C	THPT 2023-THL MORTGAGE TRUST 8.8182%	0.06%	700,000
364	CAS.2023-R03 2M1	CONNECTICUT AVENUE SECURITIES TRUST 2023-R03 6.8537%	0.06%	702,562
365	FHF.2024-3A D	FIRST HELP FINANCIAL LLC 2024-3 6.01%	0.06%	710,000
366	FNR.2018-42 SB	Federal National Mortgage Association 1.7318%	0.06%	5,376,923
367	KEY.V6.401 03.06.35	KeyCorp 6.401%	0.06%	650,000
368	BA.7.008 05.01.64	The Boeing Company 7.008%	0.06%	620,000
369	ALLY.V6.992 06.13.29	Ally Financial Inc. 6.992%	0.06%	640,000
370	BNP.V7.375 PERP 144A	BNP Paribas SA 7.375%	0.06%	682,000
371	AQNCN.V4.75 01.18.82	Algonquin Power & Utilities Corporation 4.75%	0.06%	705,000
372	VERUS.2024-1 B1	VERUS SECURITIZATION TRUST 2024-1 7.909%	0.06%	655,000
373	CRASHC.8.75 02.15.29 144A	Champions Financing Inc. 8.75%	0.06%	735,000
374	WOMCHH.5 04.01.32 144A	Wom Chile Holdco S.p.A. 0%	0.06%	629,927
375	NMEF.2023-A C	NMEF FUNDING 2023-A LLC 8.04%	0.06%	610,000
376	AESOP.2024-1A C	Avis Budget Rental Car Funding AESOP LLC 6.48%	0.06%	610,000
377	GCAT.2024-NQM1 B1	GCAT 2024-NQM1 TRUST 7.9209%	0.05%	595,000
378	KMI.5.85 06.01.35	Kinder Morgan, Inc. 5.85%	0.05%	590,000
379	FSRIA.2022-FL4 A	FS RIALTO 2022-FL4 ISSUER LLC 6.2501%	0.05%	576,630
380	ATLCAD.F 06.08.27 2024	Atlas Capital DAC 16.8604%	0.05%	500,000
381	CABKSM.V6.037 06.15.35 144A	Caixabank S.A. 6.037%	0.05%	540,000
382	TAH.2020-SFR1 F	TRICON AMERICAN HOMES TRUST 4.882%	0.05%	570,000
383	KW.4.75 02.01.30	Kennedy Wilson Inc 4.75%	0.05%	635,000
384	CACLN.2021-3 F	JPMorgan Chase Bank, National Association 3.694%	0.05%	550,000
385	TLWLN.10.25 05.15.26 144A	Tullow Oil PLC 10.25%	0.05%	654,000
386	HYNMTR.5.68 06.26.28 144A	Hyundai Capital America 5.68%	0.05%	515,000
387	KNDLRE.F 04.30.27 A	Kendall Re Ltd 10.5235%	0.05%	500,000
388	HILT.2024-ORL D	HILT COMEMRCIAL MORTGAGE TRUST 2024-ORL 7.5107%	0.05%	540,000
389	GALIRE.F 01.07.28 A	Galileo Re Ltd. 11.276%	0.05%	500,000
390	KILREL.F 06.30.28 B	Kilimanjaro II Re Ltd. 11.5359%	0.05%	500,000
391	HMIR.2023-1 M1B	HOME RE 2023-1 LTD 8.9537%	0.05%	510,000
392	KILREL.F 06.30.28 A	Kilimanjaro II Re Ltd. 10.526%	0.05%	500,000
393	LONGLE.F 05.25.27 1	Longleaf Pine Re Ltd. 21.776%	0.05%	500,000
394	SANDRE.F 06.05.26 A	Sanders RE III Ltd Series 2023-2 12.4264%	0.05%	500,000
395	n/a	CURRENCY CONTRACT - USD Purchased	0.05%	518,213
396	ALALTD.F 06.07.27 A	Alamo Re Ltd 10.2735%	0.05%	500,000
397	SOLMRE.F 06.08.26 A	Solomon Re Ltd. 9.8059%	0.05%	500,000
398	PURLTD.F 06.07.27 A	Purple RE Ltd. 13.276%	0.05%	500,000
399	VITALI.F 01.05.27 A	Vitality Re XIV Ltd. 7.7864%	0.05%	500,000
400	VERAIS.F 03.08.27 A	Veraison Re Ltd. 9.0244%	0.05%	500,000
401	ALALTD.F 06.07.26 A	Alamo Re Ltd 12.668%	0.05%	500,000
402	URSARE.F 02.22.28 F	Ursa Re Ltd 11.7864%	0.05%	500,000
403	EASTOR.F 01.08.27 A	Easton Re Ltd. 11.776%	0.05%	500,000
404	MERNAR.F 07.07.27 C	Merna Reinsurance II Ltd. 12.776%	0.05%	500,000
405	MAYFLL.F 07.08.26 B	Mayflower Re Ltd. 10.3014%	0.05%	500,000
406	WINSTR.F 02.21.28 A	Winston RE Ltd. 10.7859%	0.05%	500,000
407	MAYFLL.F 07.08.27 A	Mayflower Re Ltd. 4.5%	0.05%	500,000
408	SCRT.2020-2 M	Freddie Mac Seasoned Credit Risk Transfer Trust Series 2017-2 4.25%	0.05%	528,703
409	LOGSRE.F 12.21.27 A	Logistics Re Limited 10.2781%	0.05%	500,000
410	BONZRE.F 12.19.27 C	Bonanza Re Ltd. 9.7859%	0.05%	500,000
411	LOCKET.F 04.09.26 A	Locke Tavern Re Ltd. 9.0684%	0.05%	500,000
412	FIRCIV.F 03.10.28 A	First Coast Re IV Ltd. 10.7735%	0.05%	500,000
413	ARMORE.F 01.07.28 A	Armor Re Ltd. 12.7735%	0.05%	500,000
414	CAS.2024-R06 1M1	CONNECTICUT AVENUE SECURITIES TRUST 2024-R06 5.4037%	0.05%	506,672
415	ACORNR.F 11.05.27 A	Acorn Re Limited 7.3781%	0.05%	500,000
416	MONLIS.F 07.08.25 A	Mona Lisa Re Ltd. 11.2859%	0.05%	500,000
417	FUCHSI.F 04.06.28 A	London Bridge 2 PCC Ltd. 9.2859%	0.05%	500,000
418	CITREL.F 06.07.28 A	Citrus Re Ltd 12.0235%	0.05%	500,000
419	HERBIE.F 01.08.29 A	Herbie RE Ltd 11.5364%	0.05%	500,000
420	FOURLK.F 01.07.28 B	Four Lakes Re Limited 12.5235%	0.05%	500,000
421	PALMRE.F 06.07.28 A	Palm RE Ltd. 12.0235%	0.05%	500,000
422	CAPLKT.F 03.13.28 A	Cape Lookout Re Ltd. 11.176%	0.05%	500,000
423	GATERE.F 05.12.25 A	Gateway Re Ltd. 13.556%	0.05%	500,000
424	RAMBLE.F 03.05.27 A	Ramble RE Ltd. 10.5235%	0.05%	500,000
425	GATERE.F 07.08.26 A	Gateway Re Ltd. 14.2864%	0.05%	500,000
426	FOURLK.F 01.07.28 A	Four Lakes Re Limited 9.7859%	0.05%	500,000
427	ATLCAD.F 06.07.28 2025	Atlas Capital DAC 4.8094%	0.05%	500,000
428	BLAKIT.F 05.08.28 A	Black Kite Re Ltd. 12.276%	0.05%	500,000
429	TORPNE.F 06.07.28 A	Torrey Pines Re Limited 8.0359%	0.05%	500,000
430	GENEST.F 04.07.28 2025	Genesee Str Re Ltd. 1%	0.05%	500,000
431	FLOREL.F 03.11.26 A	Floodsmart Re Ltd 21.4364%	0.04%	500,000
432	ENBCN.V7.2 06.27.54	Enbridge Inc. 7.2%	0.04%	490,000
433	INRIII.F 06.06.28 A-2	Integrity RE III Ltd. 12.276%	0.04%	500,000
434	INRIII.F 06.06.28 B-2	Integrity RE III Ltd. 14.0235%	0.04%	500,000
435	ENBCN.V7.375 03.15.55	Enbridge Inc. 7.375%	0.04%	490,000
436	MONTOY.F 04.07.28 A	Montoya Re Ltd. 10.0281%	0.04%	500,000
437	SANDRE.F 04.07.26 A	Sanders RE III Ltd. 7.6959%	0.04%	500,000
438	GATERE.F 07.07.28 AAA	Gateway Re Ltd. 8.5359%	0.04%	500,000
439	RESID.F 12.06.25 3	Residential Reinsurance 2021 Limited 10.3235%	0.04%	500,000
440	FSMT.2021-4 AX1	FLAGSTAR MORTGAGE TRUST 0.2049%	0.04%	39,325,983
441	COLO.2024-1A A2	Databank Issuer LLC / Databank Co-Issuer LLC 5.3%	0.04%	495,000
442	HERBIE.F 01.07.28 A	Herbie RE Ltd 10.2838%	0.04%	500,000
443	FABSJV.6.4 01.25.38	Foundry JV Holdco LLC. 6.4%	0.04%	450,000
444	ALLY.V6.848 01.03.30	Ally Financial Inc. 6.848%	0.04%	445,000
445	HGI.2021-FL2 A	Hgi Cre Clo 2021-Fl2 Ltd / Llc 5.4354%	0.04%	473,482
446	LIBMUT.7.697 10.15.97 144A	Liberty Mutual Insurance Co. 7.697%	0.04%	420,000
447	CFG.V5.841 01.23.30	Citizens Financial Group Inc 5.841%	0.04%	445,000
448	COF.V5.884 07.26.35	Capital One Financial Corp. 5.884%	0.04%	450,000
449	GCAT.2021-CM1 M1	GCAT TRUST 3.276%	0.04%	530,000
450	DTV.L 08.02.29 3	Directv Financing Llc	0.04%	470,375
451	n/a	Buy Protection on Darden Restaurants Inc. SENIOR_UNSECURED/Pay: USD 1.00000	0.04%	462,712
452	UBS.V7 PERP 144a	UBS Group AG 7%	0.04%	440,000
453	UBS.V9.25 PERP 144A	UBS Group AG 9.25%	0.04%	365,000
454	UBS.V7.125 PERP 144a	UBS Group AG 7.125%	0.04%	430,000
455	SANDRE.F 04.08.30 B-2	Sanders RE II Ltd Segregated Acct 2025-1 9.026%	0.04%	400,000
456	SANDRE.F 04.07.28 B-1	Sanders RE II Ltd Segregated Acct 2025-1 8.776%	0.04%	400,000
457	SANDRE.F 04.08.30 A-2	Sanders RE II Ltd Segregated Acct 2025-1 8.526%	0.04%	400,000
458	SANDRE.F 04.07.28 A-1	Sanders RE II Ltd Segregated Acct 2025-1 8.3098%	0.04%	400,000
459	UBS.V6.301 09.22.34 144A	UBS Group AG 6.301%	0.04%	365,000
460	TOPREL.F 01.08.26 A	Topanga Re Limited 9.326%	0.04%	400,000
461	CAS.2023-R06 1M1	CONNECTICUT AVENUE SECURITIES TRUST 2023-R06 6.0537%	0.03%	375,204
462	PROG.2021-SFR9 F	PROGRESS RESIDENTIAL TRUST 4.053%	0.03%	390,000
463	VOYA.5 09.20.34	Voya Financial Inc 5%	0.03%	389,000
464	ABCLN.2024-A E	Ally Bank Sandy (Utah) 7.917%	0.03%	368,161
465	MMIFSR.F 01.10.28	MMIFS Re Ltd. 5.5742%	0.03%	500,000
466	OMIR.2021-1A B1	OAKTOWN RE VI LTD 9.8537%	0.03%	350,000
467	VST.6.95 10.15.33 144A	Vistra Operations Co LLC 6.95%	0.03%	336,000
468	TCN.2022-SFR2 E	TRICON RESIDENTIAL 2022-SFR2 7.507%	0.03%	345,000
469	AEROMEX.MX	Grupo Aeromexico SAB de CV	0.03%	21,107
470	n/a	CURRENCY CONTRACT - USD Purchased	0.03%	356,227
471	GLNG.7 10.20.25	Golar LNG Limited 7%	0.03%	346,055
472	GSMS.2021-IP D	GS MORTGAGE SECURITIES CORPORATION TRUST 2021-IP 6.5365%	0.03%	350,000
473	RMIR.2023-1 M1B	RADNOR RE 2023-1 LTD 8.7037%	0.03%	330,000
474	LIGTBZ.4.375 06.18.26	Light Energia Sa 4.375%	0.03%	360,727
475	n/a	CURRENCY CONTRACT - USD Purchased	0.03%	297,619
476	CAS.2022-R02 2M2	CONNECTICUT AVENUE SECURITIES TRUST 2022-R02 7.3537%	0.03%	330,000
477	COF.V5.7 02.01.30	Capital One Financial Corp. 5.7%	0.03%	320,000
478	WOMMOB.11 04.01.31 144A	Wom Mobile S.p.A. 0%	0.03%	328,809
479	MSC.2016-UBS9 D	Ms Cap I Tr 2016-Ubs9 3%	0.03%	420,000
480	BORRNO.10 11.15.28 144A	Borr IHC Ltd / Borr Finance LLC/ Borr Natt Inc/ Borr West Africa Assets Inc	0.03%	356,829
481	HACLN.2024-1 D	Huntington National Bank of Ohio 9.6004%	0.03%	309,080
482	VITALI.F 01.06.26 B	Vitality Re XIII Ltd 7.0235%	0.03%	300,000
483	RIG.8.75 02.15.30 144A	Transocean Inc. 8.75%	0.03%	284,000
484	COF.V5.817 02.01.34	Capital One Financial Corp. 5.817%	0.03%	275,000
485	URSARE.F 12.07.26 E	Ursa Re Ltd 13.5364%	0.02%	250,000
486	WINSTR.F 02.26.27 A	Winston RE Ltd. 14.5338%	0.02%	250,000
487	WINSTR.F 02.26.27 B	Winston RE Ltd. 16.0235%	0.02%	250,000
488	TWSFRL.F 07.08.27 A	3264 Re Ltd 11.2859%	0.02%	250,000
489	IBRD.F 04.24.28 D	International Bank for Reconstruction & Development 16.5231%	0.02%	250,000
490	PALMRE.F 06.07.27 A	Palm RE Ltd. 13.7838%	0.02%	250,000
491	CITREL.F 06.07.27 A	Citrus Re Ltd 13.526%	0.02%	250,000
492	MERNAR.F 07.07.26 B	Merna Reinsurance II Ltd. 14.526%	0.02%	250,000
493	RESID.F 12.06.27 3	Residential Reinsurance 2023 Ltd. 12.7064%	0.02%	250,000
494	TORPNE.F 06.07.27 B	Torrey Pines Re Limited 11.5359%	0.02%	250,000
495	KNDLRE.F 04.30.27 B	Kendall Re Ltd 12.0235%	0.02%	250,000
496	ATLCAD.F 06.05.26 A	Atlas Capital DAC 12.0406%	0.02%	250,000
497	GATERE.F 02.24.26 A	Gateway Re Ltd. 18.2459%	0.02%	250,000
498	MERNAR.F 07.07.27 A	Merna Reinsurance II Ltd. 11.526%	0.02%	250,000
499	AQULRE.F 06.08.26 C-1	Aquila RE I Ltd 2023-1 13.4659%	0.02%	250,000
500	FOURLK.F 01.07.27 B	Four Lakes Re Limited 13.7735%	0.02%	250,000

As of Apr 30, 2025

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Asset Allocation

Asset Class	% Weight
Bond	77.40%
Cash	22.28%
Not Classified	0.29%
Stocks	0.04%

Sector Breakdown

Sector	% Weight
Other	99.93%
Industrials	0.07%

Country Breakdown

Sector	% Weight
Other	60.49%
United States	35.08%
XS	1.99%
Germany	1.42%
Norway	0.60%
Portugal	0.35%
Mexico	0.07%