PAIIX Holdings List

As of Dec 31, 2024

No.	Symbol	Name	% Weight	Shares
1	FR SD8447	FHLMC PASS THRU POOLS - FED HM LN PC POOL SD8447 FR 07/54 FIXED 6	7.90%	100,296,906
2	n/a	JAPAN GOVT - JAPAN TREASURY DISC BILL BILLS 02/25 0.00000	6.95%	13,980,000,000
3	FN MA5421	FNMA PASS THRU POOLS - FNMA POOL MA5421 FN 07/54 FIXED 6	6.89%	87,502,426
4	FNCL 4.5 3.12	UMBS PASS THRU POOLS - FNMA TBA 30 YR 4.5 SINGLE FAMILY MORTGAGE	4.62%	62,818,000
5	FNCL 6.5 2.12	UMBS PASS THRU POOLS - FNMA TBA 30 YR 6.5 SINGLE FAMILY MORTGAGE	3.95%	49,500,000
6	T 4.125 08.15.44	UNITED STATES GOVT - US TREASURY N/B 08/44 4.125	2.80%	39,575,000
7	FR SD8439	FHLMC PASS THRU POOLS - FED HM LN PC POOL SD8439 FR 06/54 FIXED 6	2.67%	33,875,183
8	G2SF 3 2.12	GNMA PASS THRU POOLS - GNMA II TBA 30 YR 3 JUMBOS	2.54%	37,400,000
9	FNCL 3 2.12	UMBS PASS THRU POOLS - FNMA TBA 30 YR 3 SINGLE FAMILY MORTGAGE	2.23%	33,500,000
10	n/a	CDX IG43 5Y ICE	1.95%	1
11	PERU 6.95 08.12.31 REGS	PERU GOVT - REPUBLIC OF PERU SR UNSECURED REGS 08/31 6.95	1.33%	60,700,000
12	FR SD8384	FHLMC PASS THRU POOLS - FED HM LN PC POOL SD8384 FR 12/53 FIXED 6	1.21%	15,355,695
13	n/a	PIMCO FUNDS - PIMCO PRV SHORT TERM FLT III MUTUAL FUND	1.19%	1,561,283
14	n/a	BRAZIL GOVT - LETRA TESOURO NACIONAL BILLS 10/25 0.00000	1.14%	100,100,000
15	n/a	JAPAN GOVT - JAPAN TREASURY DISC BILL BILLS 02/25 0.00000	1.14%	2,290,000,000
16	FNCL 4.5 2.12	UMBS PASS THRU POOLS - FNMA TBA 30 YR 4.5 SINGLE FAMILY MORTGAGE	1.11%	15,082,000
17	CAN 4 03.01.29	CANADA GOVT - CANADIAN GOVERNMENT BONDS 03/29 4	1.06%	18,700,000
18	T 3.375 11.15.48	UNITED STATES GOVT - US TREASURY N/B 11/48 3.375	0.89%	14,500,000
19	FN MA5471	FNMA PASS THRU POOLS - FNMA POOL MA5471 FN 09/54 FIXED 6	0.88%	11,146,797
20	FR RJ0140	FHLMC PASS THRU POOLS - FED HM LN PC POOL RJ0140 FR 12/53 FIXED 6.5	0.84%	10,512,446
21	FN CB7606	FNMA PASS THRU POOLS - FNMA POOL CB7606 FN 12/53 FIXED 6.5	0.82%	10,230,216
22	FN MA5217	FNMA PASS THRU POOLS - FNMA POOL MA5217 FN 12/53 FIXED 6.5	0.80%	10,023,835
23	CAN 3.25 12.01.33	CANADA GOVT - CANADIAN GOVERNMENT BONDS 12/33 3.25	0.79%	14,500,000
24	FN DA1608	FNMA PASS THRU POOLS - FNMA POOL DA1608 FN 11/53 FIXED 6.5	0.79%	9,842,051
25	n/a	BRAZIL GOVT - LETRA TESOURO NACIONAL BILLS 04/25 0.00000	0.78%	63,500,000
26	T 4 02.15.34	UNITED STATES GOVT - US TREASURY N/B 02/34 4	0.76%	10,100,000
27	KSA 4.75 01.16.30 144A	SAUDI ARABIA GOVT - SAUDI INTERNATIONAL BOND SR UNSECURED 144A 01/30 4.75	0.68%	8,900,000
28	ONT 3.65 06.02.33	PROVINCE OF ONTARIO CANADA - ONTARIO (PROVINCE OF) SR UNSECURED 06/33 3.65	0.67%	12,400,000
29	FR SD8385	FHLMC PASS THRU POOLS - FED HM LN PC POOL SD8385 FR 12/53 FIXED 6.5	0.65%	8,144,586
30	TII 0.125 04.15.25	UNITED STATES GOVT - TSY INFL IX N/B 04/25 0.125	0.63%	8,126,832
31	n/a	ITALY GOVT - BUONI POLIENNALI DEL TES SR UNSECURED REGS 04/26 0.0000	0.63%	8,000,000
32	n/a	JAPAN GOVT CPI LINKED BONDS 03/28 0.1	0.61%	1,180,841,760
33	n/a	SINGAPORE GOVT - SINGAPORE GOVERNMENT SR UNSECURED REGS 06/54 3.25	0.59%	9,460,000
34	n/a	SOUTH AFRICA GOVT - REPUBLIC OF SOUTH AFRICA SR UNSECURED 02/35 8.875	0.59%	156,100,000
35	n/a	STRATTON MORTGAGE FUNDING 2024-1 PLC 24-1A - STRATTON MORTGAGE FUNDING PLC STRA 2024 1A A 144A	0.57%	5,792,419
36	TII 1.125 01.15.33	UNITED STATES GOVT - TSY INFL IX N/B 01/33 1.125	0.56%	7,841,928
37	n/a	DEVELOPMENT BANK OF JAPAN INC (DBJ) - DEVELOPMENT BK OF JAPAN SR UNSECURED REGS 09/25 0.01	0.55%	6,961,000
38	n/a	HAYFIN EMERALD CLO XIV DAC 14A - HAYFIN EMERALD CLO HAYEM 14A A	0.50%	6,200,000
39	n/a	REALKREDIT DANMARK A/S - REALKREDIT DANMARK COVERED REGS 01/25 1	0.49%	45,200,000
40	n/a	SOUTH AFRICA GOVT - REPUBLIC OF SOUTH AFRICA SR UNSECURED 01/30 8	0.47%	118,000,000
41	n/a	JAPAN GOVT - JAPAN TREASURY DISC BILL BILLS 04/25 0.00000	0.47%	940,000,000
42	n/a	CITIGROUP INC SR UNSECURED REGS 09/26 2.125	0.45%	5,600,000
43	TII 0.375 07.15.25	UNITED STATES GOVT - TSY INFL IX N/B 07/25 0.375	0.44%	5,590,662
44	FN CB7197	FNMA PASS THRU POOLS - FNMA POOL CB7197 FN 07/53 FIXED 5.5	0.43%	5,507,655
45	ATCLO 2019-15A A1R	ATLAS SENIOR LOAN FUND XV LTD - ATLAS SENIOR LOAN FUND LTD ATCLO 2019 15A A1R 144A	0.42%	5,300,000
46	n/a	JAPAN GOVT - JAPAN (20 YEAR ISSUE) BONDS 09/43 1.5	0.41%	870,000,000
47	n/a	SOUTH AFRICA GOVT - REPUBLIC OF SOUTH AFRICA BONDS 03/33 10	0.40%	95,600,000
48	STANLN V6.75 02.08.28 144A	STANDARD CHARTERED PLC SR UNSECURED 144A 02/28 VAR	0.40%	4,900,000
49	TII 0.5 01.15.28	UNITED STATES GOVT - TSY INFL IX N/B 01/28 0.5	0.39%	5,246,852
50	n/a	SCULPTOR EUROPEAN CLO SCULE 6A AR 144A	0.38%	4,700,000
51	n/a	RIPON MORTGAGES PLC 1RA - RIPON MORTGAGES PLC RIPON 1RA A 144A	0.38%	3,851,395
52	TD 4.701 06.05.26 144A	TORONTO-DOMINION BANK - TORONTO DOMINION BANK COVERED 144A 06/26 4.701	0.38%	4,800,000
53	SANUK 4.496 12.12.27 144A	SANTANDER UK PLC COVERED 144A 12/27 4.496	0.37%	4,800,000
54	TD 4.814 07.16.27 144A	TORONTO-DOMINION BANK - TORONTO DOMINION BANK COVERED 144A 07/27 4.814	0.36%	4,600,000
55	TII 0.375 07.15.27	UNITED STATES GOVT - TSY INFL IX N/B 07/27 0.375	0.36%	4,774,591
56	n/a	ARES EUROPEAN CLO 14A - ARES EURO CLO ARESE 14A AR 144A	0.36%	4,400,000
57	MS 5.882 10.30.26 BKNT	MORGAN STANLEY BANK NATIONAL ASSOCIATION - MORGAN STANLEY BANK NA SR UNSECURED 10/26 5.882	0.34%	4,300,000
58	MS F 04.13.28 MTN	MORGAN STANLEY SR UNSECURED 04/28 VAR	0.34%	4,300,000
59	n/a	MORGAN STANLEY SR UNSECURED 10/27 VAR	0.33%	4,300,000
60	G2SF 2.5 2.13	GNMA PASS THRU POOLS - GNMA II TBA 30 YR 2.5 JUMBOS	0.33%	5,100,000
61	Q 3.6 09.01.33	PROVINCE OF QUEBEC SR UNSECURED 09/33 3.6	0.33%	6,100,000
62	JFM 0.625 09.02.25 144A	JAPAN FINANCE ORGANIZATION FOR MUNICIPALITIES (JFM) - JAPAN FIN ORG MUNICIPAL SR UNSECURED 144A 09/25 0.625	0.33%	4,300,000
63	GOST 2024-1A A1	GOLUB CAPITAL PARTNERS STATIC 2024-1 LTD - GOLUB CAP PARTNERS STATIC 2024 04/33 1	0.32%	4,132,452
64	TCW 2019-1A ASNR	TCW CLO AMR LTD 2019-1A - TCW CLO 2019 1 AMR, LTD. TCW 2019 1A ASNR 144A	0.31%	4,000,000
65	n/a	TORONTO-DOMINION BANK - TORONTO DOMINION BANK COVERED 09/28 VAR	0.31%	6,300,000
66	FN FS5611	FNMA PASS THRU POOLS - FNMA POOL FS5611 FN 07/53 FIXED VAR	0.31%	4,283,553
67	n/a	ATLANTIC AVENUE 2024-3A LTD - ATLANTIC AVENUE LTD MCCP 2024 3A A 144A	0.31%	3,900,000
68	n/a	JAPAN GOVT - JAPAN (2 YEAR ISSUE) BONDS 01/26 0.1	0.30%	610,000,000
69	WFC F 01.15.26	WELLS FARGO BANK NA SR UNSECURED 01/26 VAR	0.30%	3,800,000
70	JPMMT 2021-INV8 A2	JP MORGAN MORTGAGE TRUST 2021-INV8 - JP MORGAN MORTGAGE TRUST JPMMT 2021 INV8 A2 144A	0.28%	4,363,645
71	ISRAEL 5.5 03.12.34 10Y	ISRAEL GOVT - STATE OF ISRAEL SR UNSECURED 03/34 5.5	0.28%	3,700,000
72	n/a	PALMER SQUARE EUROPEAN LOAN FUNDING 2023-3 DAC 23-3A - PALMER SQUARE EUROPEAN LOAN FU PSTET 2023 3A AR 144A	0.28%	3,500,000
73	ANZ 4.675 06.15.26 144A	AUSTRALIA AND NEW ZEALAND BANKING GROUP LIMITED - AUST + NZ BANKING GROUP COVERED 144A 06/26 4.675	0.28%	3,600,000
74	TII 2.5 01.15.29	UNITED STATES GOVT - TSY INFL IX N/B 01/29 2.5	0.28%	3,528,624
75	CABKSM V6.208 01.18.29 144A	CAIXABANK SA (AKA: LA CAIXA) - CAIXABANK SA 144A 01/29 VAR	0.28%	3,500,000
76	UBS V6.537 08.12.33 144A	UBS GROUP AG SR UNSECURED 144A 08/33 VAR	0.28%	3,350,000
77	RASC 2006-KS9 AI4	RESIDENTIAL ASSET SEC CORP 2006-KS9 - RESIDENTIAL ASSET SECURITIES C RASC 2006 KS9 AI4	0.28%	3,994,515
78	n/a	SPAIN GOVT - BONOS Y OBLIG DEL ESTADO SR UNSECURED 05/27 2.5	0.28%	3,400,000
79	FN MA5192	FNMA PASS THRU POOLS - FNMA POOL MA5192 FN 11/53 FIXED 6.5	0.28%	3,456,357
80	BCC 2020-2A ARR	BAIN CAPITAL CREDIT CLO 2020-2 LTD - BAIN CAPITAL CREDIT CLO, LIMIT BCC 2020 2A ARR 144A	0.27%	3,500,000
81	FR SD8364	FHLMC PASS THRU POOLS - FED HM LN PC POOL SD8364 FR 09/53 FIXED 6.5	0.27%	3,365,782
82	TII 0.125 07.15.31	UNITED STATES GOVT - TSY INFL IX N/B 07/31 0.125	0.26%	3,768,832
83	G2 MA7828	GNMA PASS THRU POOLS - GNMA II POOL MA7828 G2 01/52 FIXED 3	0.26%	3,814,410
84	n/a	MALAYSIA GOVT - MALAYSIA GOVERNMENT BONDS 04/39 4.054	0.26%	14,600,000
85	TPMT 2019-4 A1	TOWD POINT MORTGAGE TRUST 2019-4 - TOWD POINT MORTGAGE TRUST TPMT 2019 4 A1 144A	0.25%	3,409,061
86	n/a	ABU DHABI GOVT INT L SR UNSECURED 144A 04/54 5.5	0.25%	3,300,000
87	NWIDE 5.264 11.10.26 144A	NATIONWIDE BUILDING SOCIETY - NATIONWIDE BLDG SOCIETY COVERED 144A 11/26 5.264	0.25%	3,200,000
88	WFC 5.254 12.11.26	WELLS FARGO BANK NA SR UNSECURED 12/26 5.254	0.25%	3,200,000
89	n/a	JAPAN GOVT - JAPAN (40 YEAR ISSUE) BONDS 03/64 2.2	0.25%	550,000,000
90	n/a	TOWER BRIDGE FUNDING 2024-2 PLC - TOWER BRIDGE FUNDING TWRBG 2024 2A A 144A	0.25%	2,553,878
91	POLAND 5.125 09.18.34	POLAND GOVT - REPUBLIC OF POLAND SR UNSECURED 09/34 5.125	0.25%	3,300,000
92	n/a	FRANCE GOVT - FRANCE (GOVT OF) BONDS 144A REGS 05/52 0.75	0.25%	6,050,000
93	JPM V4.505 10.22.28	JP MORGAN CHASE & CO - JPMORGAN CHASE + CO SR UNSECURED 10/28 VAR	0.25%	3,200,000
94	GSMBS 2022-HP1 A2	GS MORTGAGE-BACKED SECURITIES TRUST 2022-HP1 - GS MORTGAGE BACKED SECURITIES GSMBS 2022 HP1 A2 144A	0.24%	3,710,967
95	n/a	SEGOVIA EUROPEAN CLO 3-2017 DAC - SEGOVIA EUROPEAN CLO 3 2017 SEGOV 2017 3A AR 144A	0.24%	3,000,000
96	TII 3.875 04.15.29	UNITED STATES GOVT - TSY INFL IX N/B 04/29 3.875	0.24%	2,880,270
97	n/a	JAPAN GOVT - JAPAN (30 YEAR ISSUE) BONDS 06/54 2.2	0.24%	489,000,000
98	n/a	MACKAY SHIELDS EURO CLO 1 DAC 1A - MACKAY SHIELDS EURO CLO MKSE 1A A 144A	0.24%	2,965,635
99	MLMI 2005-HE3 A1B	MERRILL LYNCH MORTG INV TRUST 2005-HE3 - MERRILL LYNCH MORTGAGE INVESTO MLMI 2005 HE3 A1B	0.24%	3,280,332
100	n/a	FRANCE GOVT - FRANCE (GOVT OF) BONDS 144A REGS 05/50 1.5	0.24%	4,500,000
101	n/a	FRANCE GOVT - FRANCE (GOVT OF) BONDS 144A REGS 05/48 2	0.24%	3,900,000
102	WFC V5.211 12.03.35	WELLS FARGO & COMPANY - WELLS FARGO + COMPANY SR UNSECURED 12/35 VAR	0.24%	3,100,000
103	CROSS 2024-H8 A1	CROSS 2024-H8 MORTGAGE TRUST - CROSS MORTGAGE TRUST CROSS 2024 H8 A1 144A	0.24%	3,000,000
104	n/a	ROCKFORD TOWER EUROPE CLO 2021-2 DAC - ROCKFORD TOWER EUROPE CLO RFTE 2021 2A A 144A	0.23%	2,900,000
105	n/a	KOREA NATIONAL OIL CORP (KNOC) - KOREA NATIONAL OIL CORP SR UNSECURED REGS 03/25 2.99	0.23%	3,000,000
106	BFCM F 02.16.28 144A	BANQUE FEDERATIVE DU CREDIT MUTUEL (BFCM) - BANQUE FED CRED MUTUEL 144A 02/28 VAR	0.23%	2,900,000
107	JPM V5.04 01.23.28	JP MORGAN CHASE & CO - JPMORGAN CHASE + CO SR UNSECURED 01/28 VAR	0.23%	2,900,000
108	TRNTS 2017-6A ARRR	TRINITAS CLO VI LTD 2017-6A - TRINITAS CLO LTD TRNTS 2017 6A ARRR 144A	0.23%	2,900,000
109	n/a	ROMANIA GOVT - ROMANIA SR UNSECURED 144A 09/29 6.625	0.23%	2,600,000
110	NWIDE V6.557 10.18.27 144A	NATIONWIDE BUILDING SOCIETY - NATIONWIDE BLDG SOCIETY 144A 10/27 VAR	0.22%	2,800,000
111	JPMMT 2021-INV4 A2	JP MORGAN MORTGAGE TRUST 2021-LTV4 - JP MORGAN MORTGAGE TRUST JPMMT 2021 INV4 A2 144A	0.22%	3,384,075
112	n/a	JAPAN GOVT - JAPAN (5 YEAR ISSUE) BONDS 06/29 0.4	0.22%	450,000,000
113	JPSMT 2024-1 A3	JP MORGAN SEASONED MORTGAGE TRUST 2024-1 - JP MORGAN SEASONED MORTGAGE TR JPSMT 2024 1 A3	0.22%	3,000,000
114	T 3 02.15.48	UNITED STATES GOVT - US TREASURY N/B 02/48 3	0.22%	3,800,000
115	JPMMT 2022-INV1 A3	JP MORGAN MORTGAGE TRUST 2022-INV1 - JP MORGAN MORTGAGE TRUST JPMMT 2022 INV1 A3 144A	0.21%	3,292,440
116	T 2.25 08.15.49	UNITED STATES GOVT - US TREASURY N/B 08/49 2.25	0.21%	4,425,000
117	n/a	ABN AMRO BANK NV 144A 12/35 VAR	0.21%	2,800,000
118	JPMMT 2021-INV6 A2	JP MORGAN MORTGAGE TRUST 2021-LTV6 - JP MORGAN MORTGAGE TRUST JPMMT 2021 INV6 A2 144A	0.21%	3,265,053
119	KHFC 5.375 11.15.26 144A	KOREA HOUSING FINANCE CORP (KHFC) - KOREA HOUSING FINANCE CO SR UNSECURED 144A 11/26 5.375	0.21%	2,700,000
120	FR SD8374	FHLMC PASS THRU POOLS - FED HM LN PC POOL SD8374 FR 11/53 FIXED 6.5	0.21%	2,677,889
121	JPM 5.11 12.08.26	JPMORGAN CHASE BANK NA - JP MORGAN CHASE BANK NA SR UNSECURED 12/26 5.11	0.21%	2,700,000
122	n/a	SAUDI ARABIA GOVT - SAUDI INTERNATIONAL BOND SR UNSECURED REGS 07/33 4.875	0.21%	2,800,000
123	PERU 6.9 08.12.37 144A	PERU GOVT - REPUBLIC OF PERU SR UNSECURED 144A 08/37 6.9	0.21%	10,200,000
124	UBS V6.246 09.22.29 144A	UBS GROUP AG SR UNSECURED 144A 09/29 VAR	0.21%	2,600,000
125	n/a	CAPITAL FOUR CLO I DAC 3A - CAPITAL FOUR CLO CFOUR 3A A 144A	0.21%	2,600,000
126	NHEL 2006-1 A2D	NOVASTAR HOME EQUITY LOAN 2006-1 - NOVASTAR HOME EQUITY LOAN NHEL 2006 1 A2D	0.21%	2,800,000
127	DBJJP 4 08.28.27 144A	DEVELOPMENT BANK OF JAPAN INC (DBJ) - DEVELOPMENT BK OF JAPAN SR UNSECURED 144A 08/27 4	0.21%	2,700,000
128	PERU 6.15 08.12.32 144A	PERU GOVT - REPUBLIC OF PERU SR UNSECURED 144A 08/32 6.15	0.21%	10,000,000
129	RABOBK 5.5 10.05.26	COOPERATIEVE RABOBANK UA/NEW YORK BRANCH - COOPERAT RABOBANK UA/NY 10/26 5.5	0.21%	2,600,000
130	NAB 5.134 11.28.28 144A	NATIONAL AUSTRALIA BANK LIMITED - NATIONAL AUSTRALIA BANK COVERED 144A 11/28 5.134	0.21%	2,600,000
131	SUMIBK 5.52 01.13.28	SUMITOMO MITSUI FINANCIAL GROUP INC - SUMITOMO MITSUI FINL GRP SR UNSECURED 01/28 5.52	0.21%	2,600,000
132	CBAAU 5.071 09.14.28 144A	COMMONWEALTH BANK OF AUSTRALIA - COMMONWEALTH BANK AUST COVERED 144A 09/28 5.071	0.21%	2,600,000
133	ABNANV V6.575 10.13.26 144A	ABN AMRO BANK NV 144A 10/26 VAR	0.21%	2,600,000
134	KSA 4.875 07.18.33 144A	SAUDI ARABIA GOVT - SAUDI INTERNATIONAL BOND SR UNSECURED 144A 07/33 4.875	0.20%	2,700,000
135	MSAC 2005-WMC2 M4	MORGAN STANLEY ABS CAPITAL I 2005-WMC2 - MORGAN STANLEY CAPITAL INC MSAC 2005 WMC2 M4	0.20%	2,866,157
136	n/a	HUNGARY GOVT - NATIONAL BK HUNGARY BILL BILLS 01/25 0.00000	0.20%	1,018,000,000
137	n/a	FHLMC PASS THRU POOLS - FED HM LN PC POOL QG9137 FR 08/53 FIXED 5.5	0.20%	2,581,269
138	n/a	JAPAN GOVT CPI LINKED BONDS 03/29 0.1	0.20%	383,232,500
139	KDB 5.375 10.23.26	KOREA DEVELOPMENT BANK SR UNSECURED 10/26 5.375	0.20%	2,500,000
140	n/a	BCC-2021-5A - BAIN CAPITAL CREDIT CLO, LIMIT BCC 2021 5A A1R 144A	0.20%	2,500,000
141	n/a	KOREA HOUSING FINANCE CORP (KHFC) - KOREA HOUSING FINANCE CO SR UNSECURED 144A 08/27 4.875	0.19%	2,400,000
142	RY 4.851 12.14.26 144A	ROYAL BANK OF CANADA COVERED 144A 12/26 4.851	0.19%	2,400,000
143	KSA 4.75 01.18.28 144A	SAUDI ARABIA GOVT - SAUDI INTERNATIONAL BOND SR UNSECURED 144A 01/28 4.75	0.19%	2,400,000
144	SANUK V6.534 01.10.29	SANTANDER UK GROUP HOLDINGS PLC - SANTANDER UK GROUP HLDGS SR UNSECURED 01/29 VAR	0.19%	2,300,000
145	n/a	FRANCE GOVT - FRANCE (GOVT OF) BONDS 144A REGS 06/49 3	0.18%	2,500,000
146	n/a	ITALY GOVT - BUONI POLIENNALI DEL TES SR UNSECURED REGS 09/26 3.85	0.18%	2,200,000
147	KRA 5 07.15.27 144A	KRATON CORP (AKA: KRATON PERFORMANCE POLYMERS INC) - KRATON CORP COMPANY GUAR 144A 07/27 5	0.18%	2,300,000
148	MDPK 2021-39A AR	MDPK-2021-39A - MADISON PARK FUNDING LTD MDPK 2021 39A AR 144A	0.18%	2,300,000
149	MS V5.164 04.20.29 MTN	MORGAN STANLEY SR UNSECURED 04/29 VAR	0.18%	2,300,000
150	n/a	AMMC CLO 24 LTD - AMERICAN MONEY MANAGEMENT CORP AMMC 2021 24A AR 144A	0.18%	2,300,000
151	CMLTI 2005-OPT4 M6	CITIGROUP MTGE LOAN TRUST INC 2005-OPT4 - CITIGROUP MORTGAGE LOAN TRUST CMLTI 2005 OPT4 M6	0.18%	2,400,000
152	n/a	IRS EUR 2.50000 03/19/25-10Y LCH	0.18%	1
153	NYO 2021-1290 A	NYO COMMERCIAL MORTGAGE TRUST 2021-1290 - NYO COMMERCIAL MORTGAGE TRUST NYO 2021 1290 A 144A	0.18%	2,300,000
154	BPCEGP V6.612 10.19.27 144A	BPCE SA 144A 10/27 VAR	0.18%	2,200,000
155	SASC 2005-NC1 M4	STRUCTURED ASSET SEC CORP 2005-NC1 - STRUCTURED ASSET SECURITIES CO SASC 2005 NC1 M4	0.17%	2,152,675
156	HSBC F 09.12.26	HSBC HOLDINGS PLC SR UNSECURED 09/26 VAR	0.17%	2,200,000
157	FN MA5167	FNMA PASS THRU POOLS - FNMA POOL MA5167 FN 10/53 FIXED 6.5	0.17%	2,148,455
158	HSBC V4.292 09.12.26	HSBC HOLDINGS PLC SR UNSECURED 09/26 VAR	0.17%	2,200,000
159	n/a	ROCKFORD TOWER EUROPE CLO 2018-1A DAC - ROCKFORD TOWER EUROPE CLO RFTE 2018 1A AR 144A	0.17%	2,100,000
160	n/a	ROYAL BANK OF CANADA/SYDNEY BRANCH - ROYAL BANK OF CANADA/SYD COVERED 06/26 VAR	0.17%	3,500,000
161	TRTX 2022-FL5 A	TPG REAL ESTATE FINANCE ISSUER LTD 2022-FL5 - TPG REAL ESTATE FINANCE TRTX 2022 FL5 A 144A	0.17%	2,129,477
162	n/a	DEUTSCHE BANK AKTIENGESELLSCHAFT - DEUTSCHE BANK AG REGS 01/27 1.625	0.17%	2,100,000
163	BCC 2021-2A A1R	BAIN CAPITAL CREDIT CLO 2021-2 LTD - BAIN CAPITAL CREDIT CLO, LIMIT BCC 2021 2A A1R 144A	0.16%	2,100,000
164	n/a	FRANCE GOVT - FRANCE (GOVT OF) BONDS 144A REGS 05/45 3.25	0.16%	2,100,000
165	CMLTI 2014-11 2A2	CITIGROUP MORTGAGE LOAN TRUST 2014-11 - CITIGROUP MORTGAGE LOAN TRUST CMLTI 2014 11 2A2 144A	0.16%	5,002,029
166	n/a	CANADIAN IMPERIAL BANK OF COMMERCE/SYDNEY BRANCH - CIBC SYDNEY COVERED 09/26 VAR	0.15%	3,200,000
167	OBX 2023-NQM9 A1	OBX 2023-NQM9 TRUST - ONSLOW BAY FINANCIAL LLC OBX 2023 NQM9 A1 144A	0.15%	1,907,677
168	OKE 4.25 09.24.27	ONEOK INC COMPANY GUAR 09/27 4.25	0.15%	1,900,000
169	ACAFP V6.316 10.03.29 144A	CREDIT AGRICOLE SA 144A 10/29 VAR	0.15%	1,800,000
170	ESA 2021-ESH A	EXTENDED STAY AMERICA TRUST 2021-ESH - EXTENDED STAY AMERICA TRUST ESA 2021 ESH A 144A	0.14%	1,849,661
171	n/a	UNITED KINGDOM GOVT - UNITED KINGDOM GILT BONDS REGS 07/51 1.25	0.14%	3,300,000
172	OMW 2020-1MW A	MANHATTAN WEST 2020-1MW - MANHATTAN WEST OMW 2020 1MW A 144A	0.14%	2,000,000
173	n/a	SOLD EUR BOUGHT USD 20250115	0.14%	1
174	DANBNK V6.259 09.22.26 144A	DANSKE BANK A/S 144A 09/26 VAR	0.14%	1,800,000
175	HSBC V3.973 05.22.30	HSBC HOLDINGS PLC SR UNSECURED 05/30 VAR	0.14%	1,900,000
176	n/a	NEW SOUTH WALES TREASURY CORPORATION - NEW S WALES TREASURY CRP LOCAL GOVT G REGS 03/34 1.75	0.14%	3,800,000
177	STANLN V2.678 06.29.32 144A	STANDARD CHARTERED PLC SR UNSECURED 144A 06/32 VAR	0.14%	2,100,000
178	B 0 02.27.25	UNITED STATES GOVT - TREASURY BILL 02/25 0.00000	0.14%	1,765,000
179	WNH5	US ULTRA BOND CBT MAR25 XCBT 20250320	0.14%	-394
180	ICG 2021-1A A1R	ICG US CLO LTD 2021-1A - ICG US CLO LTD ICG 2021 1A A1R 144A	0.14%	1,726,000
181	PANIRP 0 04.05.32 144A	PANAMA INFRASTRUCTURE RECEIVABLE PURCHASER PLC - PANAMA INFRASTRUCTURE SR SECURED 144A 04/32 0.00000	0.13%	2,500,000
182	WFC V5.499 01.23.35	WELLS FARGO & COMPANY - WELLS FARGO + COMPANY SR UNSECURED 01/35 VAR	0.13%	1,700,000
183	NWG V5.076 01.27.30	NATWEST GROUP PLC SR UNSECURED 01/30 VAR	0.13%	1,700,000
184	n/a	HUNGARY GOVT - NATIONAL BK HUNGARY BILL BILLS 01/25 0.00000	0.13%	669,000,000
185	TII 0.125 01.15.32	UNITED STATES GOVT - TSY INFL IX N/B 01/32 0.125	0.13%	1,935,875
186	RXH5	EURO-BUND FUTURE MAR25 XEUR 20250306	0.13%	-546
187	OBX 2023-NQM10 A1	OBX 2023-NQM10 TRUST - ONSLOW BAY FINANCIAL LLC OBX 2023 NQM10 A1 144A	0.13%	1,650,039
188	ARCLO 2022-FL1 A	ARBOR REALTY COLLATERALIZED LOAN OBLIGATION LTD 2022-FL1 - ARBOR REALTY COLLATERALIZED LO ARCLO 2022 FL1 A 144A	0.13%	1,661,717
189	DB V5.706 02.08.28	DEUTSCHE BANK AG/NEW YORK BRANCH - DEUTSCHE BANK NY 02/28 VAR	0.13%	1,600,000
190	AVOL 2.528 11.18.27 144A	AVOLON HOLDINGS FUNDING LIMITED - AVOLON HOLDINGS FNDG LTD COMPANY GUAR 144A 11/27 2.528	0.13%	1,726,000
191	n/a	STRATTON MORTGAGE FUNDING 2024-2 PLC 24-2A - STRATTON MORTGAGE FUNDING PLC STRA 2024 2A A 144A	0.12%	1,271,597
192	n/a	RFR USD SOFR/3.25000 12/20/23-30Y LCH	0.12%	1
193	n/a	QUEENSLAND TREASURY CORPORATION - QUEENSLAND TREASURY CORP LOCAL GOVT G 144A REGS 07/34 1	0.12%	3,400,000
194	MF1 2021-FL7 A	MF1 2021-FL7 LTD - MF1 MULTIFAMILY HOUSING MORTGA MF1 2021 FL7 A 144A	0.12%	1,576,454
195	CRNPT 2018-7A AR	CROWN POINT CLO 7 LTD - CROWN POINT CLO 7, LTD CRNPT 2018 7A AR 144A	0.12%	1,561,319
196	SANUK V4.858 09.11.30	SANTANDER UK GROUP HOLDINGS PLC - SANTANDER UK GROUP HLDGS SR UNSECURED 09/30 VAR	0.12%	1,600,000
197	GSAMP 2006-HE3 A2D	GSAMP TRUST 2006-HE3 - GSAMP TRUST GSAMP 2006 HE3 A2D	0.12%	1,627,915
198	n/a	RFR JPY MUT+5.89/0.4000 06/19/19-20Y LCH	0.12%	1
199	FNCL 6.5 1.12	UMBS PASS THRU POOLS - FNMA TBA 30 YR 6.5 SINGLE FAMILY MORTGAGE	0.12%	1,500,000
200	GPMT 2021-FL4 A	GPMT LTD 2021-FL4 - GPMT LTD. GPMT 2021 FL4 A 144A	0.11%	1,478,577
201	FN DB2414	FNMA PASS THRU POOLS - FNMA POOL DB2414 FN 06/54 FIXED 6	0.11%	1,452,484
202	SVHE 2006-3 A4	SOUNDVIEW HOME EQUITY LN TR 2006-3 - SOUNDVIEW HOME EQUITY LOAN TRU SVHE 2006 3 A4	0.11%	1,563,512
203	n/a	FNMA PASS THRU POOLS - FNMA POOL CA4346 FN 10/49 FIXED 3	0.11%	1,674,745
204	OZLM 2014-9A A1A4	OZLM IX LTD 2014-9A - OZLM LTD OZLM 2014 9A A1A4 144A	0.11%	1,421,656
205	n/a	ROMANIA GOVT - ROMANIA SR UNSECURED 144A 09/31 5.125	0.11%	1,400,000
206	BVINV 2021-5 A1	BAYVIEW MSR OPPORTUNITY MASTER FUND TRUST 2021-INV5 - BAYVIEW OPPORTUNITY MASTER FUN BVINV 2021 5 A1 144A	0.11%	1,689,578
207	CDEP 5.75 05.05.26 144a	CASSA DEPOSITI E PRESTITI SOCIETA PER AZIONI - CASSA DEPOSITI E PRESTIT SR UNSECURED 144A 05/26 5.75	0.11%	1,400,000
208	n/a	POLAND GOVT - REPUBLIC OF POLAND SR UNSECURED REGS 02/33 3.875	0.11%	1,300,000
209	PMTLT 2021-INV1 A3	PMT LOAN TRUST 2021-INV1 - PMT LOAN TRUST 2021 INV1 PMTLT 2021 INV1 A3 144A	0.11%	1,738,248
210	n/a	RFR GBP SONIO/3.75000 09/18/24-30Y LCH	0.11%	1
211	FN BF0334	FNMA PASS THRU POOLS - FNMA POOL BF0334 FN 01/59 FIXED 3.5	0.11%	1,577,964
212	POLAND 4.625 03.18.29	POLAND GOVT - REPUBLIC OF POLAND SR UNSECURED 03/29 4.625	0.11%	1,400,000
213	n/a	GACI FIRST INVESTMENT COMPANY GUAR REGS 01/34 5.25	0.11%	1,400,000
214	n/a	CCS USD R USSOFR/JPYMUTKCALM -61 GST	0.11%	1
215	VERUS 2023-7 A1	VERUS SECURITIZATION TRUST 2023-7 - VERUS SECURITIZATION TRUST VERUS 2023 7 A1 144A	0.11%	1,335,867
216	BACR V6.224 05.09.34	BARCLAYS PLC SR UNSECURED 05/34 VAR	0.10%	1,300,000
217	n/a	CCS USD R USSOFR/JPYMUTKCALM -60 CBK	0.10%	1
218	n/a	AUSTRALIA GOVT - AUSTRALIAN GOVERNMENT BONDS REGS 05/30 2.5	0.10%	2,300,000
219	GALL 2017-1A A1R	GALLATIN FUNDING LTD, GALLATIN CLO VII LLC 2017-1A - GALLATIN LOAN MANAGEMENT, LLC GALL 2017 1A A1R 144A	0.10%	1,315,320
220	n/a	KOMMUNALBANKEN AS SR UNSECURED REGS 01/27 1.9	0.10%	2,200,000
221	C V3.29 03.17.26	CITIGROUP INC SR UNSECURED 03/26 VAR	0.10%	1,300,000
222	IAGLN 3.35 06.15.29 144A	BRITISH AIRWAYS 2019-1 CLASS A PASS THROUGH TRUST - BRITISH AIR 19 1 A PTT PASS THRU CE 144A 12/30 3.35	0.10%	1,360,264
223	n/a	COUNTRYWIDE ASSET BACKED CERT 2007-BC2 - COUNTRYWIDE ASSET BACKED CERTI CWL 2007 BC2 1A	0.10%	1,258,573
224	n/a	MALAYSIA GOVT - MALAYSIA GOVERNMENT BONDS 04/31 2.632	0.10%	6,000,000
225	DB V3.547 09.18.31	DEUTSCHE BANK AG/NEW YORK BRANCH - DEUTSCHE BANK NY 09/31 VAR	0.10%	1,400,000
226	LCCM 2021-FL3 A	LCCM 2021-FL3 TRUST - LADDER CAPITAL COMMERCIAL MORT LCCM 2021 FL3 A 144A	0.10%	1,238,922
227	n/a	RFR GBP SONIO/3.00000 06/17/25-10Y LCH	0.10%	1
228	n/a	IRS EUR 2.50000 03/19/25-2Y LCH	0.10%	1
229	UBS V6.373 07.15.26 144A	UBS GROUP AG SR UNSECURED 144A 07/26 VAR	0.09%	1,200,000
230	NCMS 2022-RRI A	NATIXIS COMMERCIAL MORTGAGE SECURITIES TRUST 2022-RRI - NATIXIS COMMERCIAL MORTGAGE SE NCMS 2022 RRI A 144A	0.09%	1,203,871
231	n/a	BANCA MONTE DEI PASCHI DI SIENA SPA - BANCA MONTE DEI PASCHI S COVERED REGS 10/27 0.875	0.09%	1,200,000
232	CHTR L 12.15.31 33	CHARTER COMMUNICATIONS OPERATING LLC - CHARTER COMM OPETING LLC 2024 TERM LOAN B5	0.09%	1,195,187
233	n/a	CAIRN CLO VII BV 16-7A - CAIRN CLO BV CRNCL 2016 7A A1R 144A	0.09%	1,146,995
234	n/a	SOLD CAD BOUGHT USD 20250115	0.09%	1
235	n/a	UBS GROUP AG SR UNSECURED REGS 03/29 VAR	0.09%	1,000,000
236	TOKYO 0.75 07.16.25 144A	METROPOLIS OF TOKYO JAPAN - TOKYO METROPOLITAN GOVT SR UNSECURED 144A 07/25 0.75	0.09%	1,200,000
237	n/a	SOLD AUD BOUGHT USD 20250115	0.09%	1
238	n/a	JAPAN GOVT - JAPAN (30 YEAR ISSUE) BONDS 12/48 0.7	0.09%	247,000,000
239	VENTR 2017-29A AR	VENTURE XXIX CLO LTD 2017-29A - VENTURE CDO LTD VENTR 2017 29A AR 144A	0.09%	1,162,423
240	CMLTI 2007-AMC2 A3B	CITIGROUP MTGE LOAN TR INC 2007-AMC2 - CITIGROUP MORTGAGE LOAN TRUST CMLTI 2007 AMC2 A3B	0.09%	1,586,834
241	SMB 2022-B A1B	SMB PRIVATE EDUCATION LOAN TRUST 2022-B - SMB PRIVATE EDUCATION LOAN TRU SMB 2022 B A1B 144A	0.09%	1,114,051
242	REPHUN 6.25 09.22.32 144A	HUNGARY GOVT - HUNGARY SR UNSECURED 144A 09/32 6.25	0.09%	1,100,000
243	n/a	ACE SECURITIES CORP 2005-HE5 - ACE SECURITIES CORP. ACE 2005 HE5 M4	0.09%	1,149,273
244	MORGN 2018-3A AR	522 FUNDING CLO I LTD 2018-3A - 522 FUNDING CLO LTD MORGN 2018 3A AR 144A	0.09%	1,115,822
245	JPM F 12.08.26	JPMORGAN CHASE BANK NA - JP MORGAN CHASE BANK NA SR UNSECURED 12/26 VAR	0.09%	1,100,000
246	BRKHEC 5.1 02.15.29	PACIFICORP 1ST MORTGAGE 02/29 5.1	0.09%	1,100,000
247	n/a	CVC CORDATUS OPPORTUNITY LOAN FUND DAC 1A - CVC CORDATUS OPPORTUNITY LOAN COLFR 1A A 144A	0.09%	1,065,926
248	BNP V5.738 02.20.35 REGS	BNP PARIBAS REGS 02/35 VAR	0.09%	1,100,000
249	GLM 2022-16A AR	GOLDENTREE LOAN MANAGEMENT US CLO 16A LTD - GOLDENTREE LOAN MANAGEMENT US GLM 2022 16A AR 144A	0.09%	1,100,000
250	GSMPS 2006-RP1 1AF1	GSMPS MORTGAGE LOAN TRUST 2006-RP1 - GSMPS MORTGAGE LOAN TRUST GSMPS 2006 RP1 1AF1 144A	0.09%	1,360,453
251	n/a	ROMANIA GOVT - ROMANIA SR UNSECURED 144A 02/36 5.625	0.09%	1,100,000
252	GSAMP 2006-FM2 A2D	GSAMP TRUST 2006-FM2 - GSAMP TRUST GSAMP 2006 FM2 A2D	0.09%	3,159,671
253	SERBIA 6 06.12.34 144A	SERBIA GOVT - REPUBLIC OF SERBIA SR UNSECURED 144A 06/34 6	0.08%	1,100,000
254	GNR 2016-H24 F	GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2016-H24 - GOVERNMENT NATIONAL MORTGAGE A GNR 2016 H24 F	0.08%	1,081,335
255	n/a	INTER-AMERICAN DEVELOPMENT BANK - INTER AMERICAN DEVEL BK UNSECURED REGS 04/27 2.5	0.08%	1,800,000
256	CMLTI 2021-INV3 A3A	CITIGROUP MORTGAGE LOAN TRUST INC 2021-INV3 - CITIGROUP MORTGAGE LOAN TRUST CMLTI 2021 INV3 A3A 144A	0.08%	1,337,739
257	n/a	BNP PARIBAS REGS 02/34 4.095	0.08%	1,000,000
258	n/a	SOLD JPY BOUGHT USD 20250225	0.08%	1
259	NRZT 2019-RPL3 A1	NEW RESIDENTIAL MORTGAGE LOAN TRUST 2019-RPL3 - NEW RESIDENTIAL MORTGAGE LOAN NRZT 2019 RPL3 A1 144A	0.08%	1,102,786
260	BA 6.298 05.01.29	BOEING CO/THE SR UNSECURED 05/29 6.298	0.08%	1,000,000
261	n/a	QUEENSLAND TREASURY CORPORATION - QUEENSLAND TREASURY CORP LOCAL GOVT G 144A REGS 08/32 1	0.08%	2,100,000
262	MABS 2006-HE2 A4	MASTR ASSET BACKED SEC TR 2006-HE2 - MASTR ASSET BACKED SECURITIES MABS 2006 HE2 A4	0.08%	2,915,499
263	n/a	FAIRFAX FINANCIAL HOLDINGS LIMITED - FAIRFAX FINL HLDGS LTD SR UNSECURED REGS 03/28 2.75	0.08%	1,000,000
264	MSAC 2004-HE8 M1	MORGAN STANLEY CAPITAL INC 2004-HE8 - MORGAN STANLEY CAPITAL INC MSAC 2004 HE8 M1	0.08%	1,010,136
265	SRANC 2018-6A A1R	SARANAC CLO LTD 2018-6A - SARANAC CLO LTD SRANC 2018 6A A1R 144A	0.08%	1,016,856
266	CIFC 2017-4A A1R	CIFC FUNDING LTD 2017-4A - CIFC FUNDING LTD CIFC 2017 4A A1R 144A	0.08%	1,011,123
267	n/a	BARCLAYS PLC SR UNSECURED REGS 03/35 VAR	0.08%	800,000
268	T 2.375 11.15.49	UNITED STATES GOVT - US TREASURY N/B 11/49 2.375	0.08%	1,575,000
269	PM 5.125 02.13.31	PHILIP MORRIS INTERNATIONAL INC - PHILIP MORRIS INTL INC SR UNSECURED 02/31 5.125	0.08%	1,000,000
270	PM 4.875 02.13.29	PHILIP MORRIS INTERNATIONAL INC - PHILIP MORRIS INTL INC SR UNSECURED 02/29 4.875	0.08%	1,000,000
271	CHILE 4.85 01.22.29	CHILEAN GOVT - REPUBLIC OF CHILE SR UNSECURED 01/29 4.85	0.08%	1,000,000
272	n/a	NYKREDIT REALKREDIT A/S - NYKREDIT REALKREDIT AS COVERED REGS 10/52 1.5	0.08%	8,526,382
273	F 3.375 11.13.25	FORD MOTOR CREDIT COMPANY LLC - FORD MOTOR CREDIT CO LLC SR UNSECURED 11/25 3.375	0.08%	1,000,000
274	T 3 08.15.48	UNITED STATES GOVT - US TREASURY N/B 08/48 3	0.08%	1,325,000
275	n/a	CVC CORDATUS LOAN FUND XXIV DAC 24A - CORDATUS CLO PLC CORDA 24A A 144A	0.08%	932,145
276	UBS V3.091 05.14.32 144A	UBS GROUP AG SR UNSECURED 144A 05/32 VAR	0.07%	1,100,000
277	n/a	ROMANIA GOVT - ROMANIA SR UNSECURED REGS 04/33 2	0.07%	1,200,000
278	LXS 2006-GP4 1A1	LEHMAN XS TRUST 2006 GP4 - LEHMAN XS TRUST LXS 2006 GP4 1A1	0.07%	1,070,013
279	FR QG4720	FHLMC PASS THRU POOLS - FED HM LN PC POOL QG4720 FR 06/53 FIXED 5.5	0.07%	950,613
280	MSAC 2007-NC3 A2B	MORGAN STANLEY ABS CAPITAL I 2007-NC3 - MORGAN STANLEY CAPITAL INC MSAC 2007 NC3 A2B	0.07%	1,235,551
281	CWALT 2006-36T2 2A1	COUNTRYWIDE ALT LOAN TRUST 2006-36T2 - COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 36T2 2A1	0.07%	2,223,140
282	UBS V5.617 09.13.30 144A	UBS GROUP AG SR UNSECURED 144A 09/30 VAR	0.07%	900,000
283	n/a	IRS EUR 2.50000 03/19/25-5Y LCH	0.07%	1
284	CWHL 2006-OA4 A2	COUNTRYWIDE HOME LOANS 2006-OA4 - COUNTRYWIDE HOME LOANS CWHL 2006 OA4 A2	0.07%	3,245,933
285	CHASE 2023-RPL2 A1	CHASE HOME LENDING MORTGAGE TRUST 2023-RPL2 - CHASE MORTGAGE FINANCE CORPORA CHASE 2023 RPL2 A1 144A	0.07%	1,013,375
286	n/a	TREASURY CORPORATION OF VICTORIA - TREASURY CORP VICTORIA LOCAL GOVT G REGS 09/33 2.25	0.07%	1,800,000
287	CHASE 2023-RPL3 A1	CHASE HOME LENDING MORTGAGE TRUST 2023-RPL3 - CHASE MORTGAGE FINANCE CORPORA CHASE 2023 RPL3 A1 144A	0.07%	1,006,272
288	FR SD8331	FHLMC PASS THRU POOLS - FED HM LN PC POOL SD8331 FR 06/53 FIXED 5.5	0.07%	901,624
289	CA GLDGEN 1.96 06.01.2025	GOLDEN STATE TOBACCO SECURITIZATION - GOLDEN ST TOBACCO SECURITIZATI GLDGEN 06/25 FIXED 1.958	0.07%	900,000
290	RALI 2007-QS3 A3	RESIDENTIAL ACCREDIT LOANS INC 2007-QS3 - RESIDENTIAL ACCREDIT LOANS, IN RALI 2007 QS3 A3	0.07%	1,102,431
291	n/a	RESLOC UK PLC 2007-1X - RESLOC UK PLC RLOC 2007 1X A3B REGS	0.07%	721,324
292	HSBC V4.041 03.13.28	HSBC HOLDINGS PLC SR UNSECURED 03/28 VAR	0.07%	900,000
293	SVHE 2007-OPT5 2A2	SOUNDVIEW HOME EQUITY LOAN TR 2007-OPT5 - SOUNDVIEW HOME EQUITY LOAN TRU SVHE 2007 OPT5 2A2	0.07%	1,146,074
294	FN CB6989	FNMA PASS THRU POOLS - FNMA POOL CB6989 FN 06/53 FIXED 5.5	0.07%	867,768
295	STANLN V2.608 01.12.28 144A	STANDARD CHARTERED PLC 01/28 1	0.07%	900,000
296	n/a	WASHINGTON MUTUAL ALTERNATIVE MORTGAGE PASS-THROUGH CERTIFICATES 2006-2 - WASHINGTON MUTUAL MORTGAGE PAS WMALT 2006 2 2CB	0.07%	1,296,221
297	FN MA5445	FNMA PASS THRU POOLS - FNMA POOL MA5445 FN 08/54 FIXED 6	0.07%	847,075
298	n/a	STRUCTURED ASSET SEC CORP 2006-RF1 - STRUCTURED ASSET SECURITIES CO SASC 2006 RF1 1A 144A	0.07%	1,015,726
299	n/a	TREASURY CORPORATION OF VICTORIA - TREASURY CORP VICTORIA LOCAL GOVT G REGS 09/33 2.25	0.07%	1,700,000
300	NRZT 2020-RPL1 A1	NEW RESIDENTIAL MORTGAGE LOAN TRUST 2020-RPL1 - NEW RESIDENTIAL MORTGAGE LOAN NRZT 2020 RPL1 A1 144A	0.07%	887,924
301	TPMT 2020-2 A1A	TOWD POINT MORTGAGE TRUST 2020-2 - TOWD POINT MORTGAGE TRUST TPMT 2020 2 A1A 144A	0.07%	930,166
302	LUM 2006-4 A1A	LUMINENT MORTGAGE TRUST 2006-4 - LUMINENT MORTGAGE TRUST LUM 2006 4 A1A	0.06%	974,233
303	n/a	BANCA MONTE DEI PASCHI DI SIENA SPA - BANCA MONTE DEI PASCHI S REGS 04/25 2.625	0.06%	800,000
304	n/a	OIS CAD CAONREPO/3.5000 06/19/24-10Y LCH	0.06%	1
305	OATH5	EURO-OAT FUTURE MAR25 XEUR 20250306	0.06%	-363
306	SANLTD 5.4 08.08.28	SANDS CHINA LTD SR UNSECURED 08/28 5.4	0.06%	800,000
307	GPMT 2021-FL3 A	GPMT LLC 2021-FL3 - GPMT LTD. GPMT 2021 FL3 A 144A	0.06%	793,270
308	n/a	SOLD CHF BOUGHT USD 20250115	0.06%	1
309	SNDPT 2017-3A A1R	SOUND POINT CLO XVII 2017-3A - SOUND POINT CLO LTD SNDPT 2017 3A A1R 144A	0.06%	776,072
310	n/a	ITALY GOVT - ITALY GOV T INT BOND SR UNSECURED REGS 08/28 6	0.06%	600,000
311	T 3.5 02.15.33	UNITED STATES GOVT - US TREASURY N/B 02/33 3.5	0.06%	800,000
312	n/a	SINGAPORE GOVT - SINGAPORE GOVERNMENT BONDS 07/39 2.375	0.06%	1,067,000
313	n/a	DRYDEN XXVII-R EURO CLO BV 2017-27A - DRYDEN LEVERAGED LOAN CDO DRYD 2017 27A AR 144A	0.06%	707,738
314	MSAC 2007-HE2 A2C	MORGAN STANLEY ABS CAPITAL I 2007-HE2 - MORGAN STANLEY CAPITAL INC MSAC 2007 HE2 A2C	0.06%	1,603,971
315	n/a	ISRAEL GOVT - ISRAEL FIXED BOND BONDS 03/27 2	0.06%	2,700,000
316	n/a	SOLD BRL BOUGHT USD 20251002	0.06%	1
317	GSCC 2006-2 A1	GSC CAPITAL CORP MORTGAGE TRUST 2006-2 - GSC CAPITAL CORP MORTGAGE TRUS GSCC 2006 2 A1	0.06%	746,714
318	SAST 2007-3 1A	SAXON ASSET SECURITIES TRUST 2007-3 - SAXON ASSET SECURITIES TRUST SAST 2007 3 1A	0.05%	734,545
319	GLPI 5.3 01.15.29	GLP CAPITAL LP / GLP FINANCING II INC - GLP CAPITAL LP / FIN II COMPANY GUAR 01/29 5.3	0.05%	700,000
320	XMH5	AUST 10Y BOND FUT MAR25 XSFE 20250317	0.05%	-751
321	n/a	ROMANIA GOVT - ROMANIA SR UNSECURED 144A 07/30 1.75	0.05%	800,000
322	FFML 2006-FF10 A1	FIRST FRANKLIN MTG LOAN ABS 2006-FF10 - FIRST FRANKLIN MTG LOAN ASSET FFML 2006 FF10 A1	0.05%	711,692
323	n/a	IRS EUR 3.00000 03/19/25-2Y LCH	0.05%	1
324	n/a	ROMANIA GOVT - ROMANIA SR UNSECURED 144A 04/42 2.875	0.05%	1,000,000
325	MABS 2005-FRE1 M1	MASTR ASSET BACKED SECUR TR 2005-FRE1 - MASTR ASSET BACKED SECURITIES MABS 2005 FRE1 M1	0.05%	701,903
326	n/a	3175SQ653 OTC EPUT FRTR 0.75 97	0.05%	1,400,000
327	RAMC 2006-3 AF6	RENAISSANCE HOME EQUITY LOAN TR 2006-3 - RENAISSANCE HOME EQUITY LOAN T RAMC 2006 3 AF6	0.05%	1,934,397
328	n/a	SERBIA GOVT - REPUBLIC OF SERBIA SR UNSECURED 144A 09/28 1	0.05%	700,000
329	CBASS 2006-CB3 AV4	CREDIT BASED ASSET SRVC & SEC 2006-CB3 - CREDIT BASED ASSET SERVICING A CBASS 2006 CB3 AV4	0.05%	713,623
330	n/a	RFR JPY MUTK/0.8000 06/15/22-30Y LCH	0.05%	1
331	ARSI 2005-W4 A2D	ARGENT SECURITIES INC 2005-W4 - ARGENT SECURITIES INC. ARSI 2005 W4 A2D	0.05%	812,967
332	MSAC 2006-HE4 A4	MORGAN STANLEY ABS CAPITAL I 2006-HE4 - MORGAN STANLEY CAPITAL INC MSAC 2006 HE4 A4	0.05%	1,244,872
333	TPMT 2020-1 A1	TOWD POINT MORTGAGE TRUST 2020-1 - TOWD POINT MORTGAGE TRUST TPMT 2020 1 A1 144A	0.05%	664,975
334	n/a	RFR USD SOFR/2.96478 10/05/22-4Y* LCH	0.05%	1
335	n/a	ROMANIA GOVT - ROMANIA UNSECURED 144A 04/33 2	0.05%	800,000
336	PRETSL F 09.22.37 144A	PREFERRED TERM SECURITIES XXVI LTD / PREFERRED TERM SECURITIES XXVI INC - PREFERRED TERM SECS XXVI SR SECURED 144A 09/37 VAR	0.05%	693,367
337	CNH5	CAN 10YR BOND FUT MAR25 XMOD 20250320	0.05%	-1,225
338	FN FM3972	FNMA PASS THRU POOLS - FNMA POOL FM3972 FN 07/50 FIXED VAR	0.05%	690,064
339	CWALT 2006-OA6 1A1A	COUNTRYWIDE ALTERNATIVE LOAN TR 2006-OA6 - COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 OA6 1A1A	0.05%	698,708
340	n/a	WEST STREET GLOBAL GROWTH PARTNERS LP - PROJECT HUDSON II FIXED TERM LOAN	0.05%	600,000
341	FORT 2022-FL3 A	FORT CRE 2022-FL3 - FORTRESS CBO INVESTMENTS LTD FORT 2022 FL3 A 144A	0.05%	612,179
342	GNR 2016-H17 FK	GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2016-H17 - GOVERNMENT NATIONAL MORTGAGE A GNR 2016 H17 FK	0.05%	601,465
343	n/a	OIS CAD CAONREPO/3.25000 06/21/23-5Y LCH	0.05%	1
344	n/a	CVC CORDATUS LOAN FUND XI DAC 21-1 - CORDATUS CLO PLC CORDA 11A AR 144A	0.05%	579,677
345	n/a	ENBRIDGE (US) INC	0.05%	600,000
346	AHM 2007-2 13A1	AMERICAN HOME MORTGAGE INVESTMENT TRUST 2007-2 - AMERICAN HOME MORTGAGE INVESTM AHM 2007 2 13A1	0.05%	884,838
347	n/a	CCS USD R USSOFR/JPYMUTKCALM -59 BRC	0.05%	1
348	MSHEL 2007-2 A3	MORGAN STANLEY HOME EQUITY LN 2007-2 - MORGAN STANLEY HOME EQUITY LOA MSHEL 2007 2 A3	0.05%	1,146,089
349	STCR 2017-1A A	STEELE CREEK CLO LTD 2017-1 - STEELE CREEK CLO LTD STCR 2017 1A A 144A	0.05%	586,464
350	NHEL 2007-1 A1A	NOVASTAR HOME EQUITY LOAN 2007-1 - NOVASTAR HOME EQUITY LOAN NHEL 2007 1 A1A	0.05%	931,125
351	n/a	ROMANIA GOVT - ROMANIA SR UNSECURED 144A 03/28 2.125	0.05%	600,000
352	n/a	SOLD BRL BOUGHT USD 20250402	0.05%	1
353	NOMURA 2.329 01.22.27	NOMURA HOLDINGS INC SR UNSECURED 01/27 2.329	0.04%	600,000
354	GBLATL 2.25 01.06.27 144A	GA GLOBAL FUNDING TRUST SECURED 144A 01/27 2.25	0.04%	600,000
355	JBH5	JPN 10Y BOND(OSE) MAR25 XOSE 20250313	0.04%	-180
356	n/a	CCS USD R USSOFR/JPYMUTKCALM-60.5 JPM	0.04%	1
357	ISRAEL 4.5 01.17.33 10Y	ISRAEL GOVT - STATE OF ISRAEL SR UNSECURED 01/33 4.5	0.04%	600,000
358	n/a	MARLAY PARK CLO DAC 1A - MARLAY PARK CLO MRLPK 1A A1A 144A	0.04%	509,914
359	SAMI 2006-AR7 A1BG	STRUCTURED ASSET MTG INV INC 2006-AR7 - STRUCTURED ASSET MORTGAGE INVE SAMI 2006 AR7 A1BG	0.04%	607,728
360	RAST 2005-A15 3A1	RESIDENTIAL ASSET SECUR TRUST 2005-A15 - RESIDENTIAL ASSET SECURITIZATI RAST 2005 A15 3A1	0.04%	737,232
361	SAIL 2006-4 A1	STRUCTURED ASSET INVST LN TR 2006-4 - STRUCTURED ASSET INVESTMENT LO SAIL 2006 4 A1	0.04%	896,436
362	AER 3 10.29.28	AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST - AERCAP IRELAND CAP/GLOBA COMPANY GUAR 10/28 3	0.04%	550,000
363	FN CA6106	FNMA PASS THRU POOLS - FNMA POOL CA6106 FN 06/50 FIXED 4	0.04%	549,829
364	n/a	JAPAN GOVT - JAPAN TREASURY DISC BILL BILLS 05/25 0.00000	0.04%	80,000,000
365	n/a	SAUDI ARABIA GOVT - KSA SUKUK LTD SR UNSECURED 144A 10/28 5.268	0.04%	500,000
366	n/a	ORGANON & CO / ORGANON FOREIGN DEBT CO-ISSUER BV - ORGANON + CO/ORG SR SECURED REGS 04/28 2.875	0.04%	500,000
367	JPMMT 2007-S2 1A11	JP MORGAN MORTGAGE TRUST 2007-S2 - JP MORGAN MORTGAGE TRUST JPMMT 2007 S2 1A11	0.04%	1,394,467
368	FN BF0463	FNMA PASS THRU POOLS - FNMA POOL BF0463 FN 03/60 FIXED 3	0.04%	599,407
369	n/a	RFR USD SOFR/3.75000 06/21/23-2Y LCH	0.04%	1
370	SMB 2020-B A1A	SMB PRIVATE EDUCATION LOAN TRUST 2020-B - SMB PRIVATE EDUCATION LOAN TRU SMB 2020 B A1A 144A	0.04%	540,270
371	PFG 1.375 01.10.25 144A	PRINCIPAL LIFE GLOBAL FUNDING II - PRINCIPAL LFE GLB FND II SECURED 144A 01/25 1.375	0.04%	500,000
372	n/a	NEXI SPA SR UNSECURED REGS 04/29 2.125	0.04%	500,000
373	n/a	SOLD JPY BOUGHT USD 20250218	0.04%	1
374	G2 MA7988	GNMA PASS THRU POOLS - GNMA II POOL MA7988 G2 04/52 FIXED 3	0.04%	561,519
375	TII 0.625 07.15.32	UNITED STATES GOVT - TSY INFL IX N/B 07/32 0.625	0.04%	543,220
376	PCG 4.55 07.01.30	PACIFIC GAS AND ELECTRIC CO - PACIFIC GAS + ELECTRIC 1ST MORTGAGE 07/30 4.55	0.04%	500,000
377	NBCLO 2017-1A A1R	NEWARK BSL CLO 2 LTD 2017 1A - NEWARK BSL CLO 2 LTD. NBCLO 2017 1A A1R 144A	0.04%	483,397
378	n/a	SERBIA GOVT - REPUBLIC OF SERBIA SR UNSECURED 144A 09/36 2.05	0.04%	600,000
379	B 0 03.13.25	UNITED STATES GOVT - TREASURY BILL 03/25 0.00000	0.04%	475,000
380	TX TNGUTL 5.1 04.01.2035	TEXAS NATURAL GAS SECURITIZATION FINANCE CORP - TEXAS NATURAL GAS SECURITIZTN TNGUTL 04/35 FIXED 5.102	0.04%	463,453
381	CWL 2006-12 1A	COUNTRYWIDE ASSET-BACKED CERT 2006-12 - COUNTRYWIDE ASSET BACKED CERTI CWL 2006 12 1A	0.04%	510,150
382	FR RA4542	FHLMC PASS THRU POOLS - FED HM LN PC POOL RA4542 FR 02/51 FIXED 2.5	0.04%	560,488
383	SASC 2006-RF4 1A1	STRUCTURED ASSET SEC CORP 2006-RF4 - STRUCTURED ASSET SECURITIES CO SASC 2006 RF4 1A1 144A	0.03%	531,554
384	n/a	POLAND GOVT - REPUBLIC OF POLAND SR UNSECURED REGS 02/43 4.25	0.03%	400,000
385	FFML 2005-FF2 M5	FIRST FRANKLIN MTG LN ASST BKD 2005-FF2 - FIRST FRANKLIN MTG LOAN ASSET FFML 2005 FF2 M5	0.03%	416,088
386	OEH5	EURO-BOBL FUTURE MAR25 XEUR 20250306	0.03%	-527
387	FR QG5960	FHLMC PASS THRU POOLS - FED HM LN PC POOL QG5960 FR 07/53 FIXED 5.5	0.03%	424,203
388	n/a	RFR USD SOFR/3.15000 05/13/24-1Y LCH	0.03%	1
389	n/a	SOLD BRL BOUGHT USD 20250402	0.03%	1
390	n/a	SOLD JPY BOUGHT USD 20250115	0.03%	1
391	OBX 2022-INV2 A1	ONSLOW BAY MORTGAGE LOAN TRUST 2022-INV2 - ONSLOW BAY FINANCIAL LLC OBX 2022 INV2 A1 144A	0.03%	489,294
392	n/a	OIS CAD CAONREPO/3.50000 12/18/24-1Y LCH	0.03%	1
393	GA MELPWR 6.66 04.01.2057	MUNICIPAL ELECTRIC AUTHORITY OF GEORGIA - MUNI ELEC AUTH OF GEORGIA MELPWR 04/57 FIXED 6.655	0.03%	374,000
394	n/a	SOLD DKK BOUGHT USD 20250102	0.03%	1
395	BAYNGR 4.25 12.15.25 144A	BAYER US FINANCE II LLC COMPANY GUAR 144A 12/25 4.25	0.03%	400,000
396	DB V2.129 11.24.26	DEUTSCHE BANK AG/NEW YORK BRANCH - DEUTSCHE BANK NY 11/26 VAR	0.03%	400,000
397	SNDPT 2017-4A A1	SOUND POINT CLO XVIII LTD 2017-4A - SOUND POINT CLO LTD SNDPT 2017 4A A1 144A	0.03%	388,150
398	CANRRB 1.5 12.01.44 CPI	CANADA GOVT - CANADIAN GOVERNMENT RRB BONDS 12/44 1.5	0.03%	559,860
399	F 3.815 11.02.27	FORD MOTOR CREDIT COMPANY LLC - FORD MOTOR CREDIT CO LLC SR UNSECURED 11/27 3.815	0.03%	400,000
400	SAIL 2003-BC1 A2	STRUCTURED ASSET INVESTMENT LOAN TRUST 2003-BC1 - STRUCTURED ASSET INVESTMENT LO SAIL 2003 BC1 A2	0.03%	383,309
401	MEX 5 04.27.51	MEXICO GOVT - UNITED MEXICAN STATES SR UNSECURED 04/51 5	0.03%	500,000
402	FN FM3243	FNMA PASS THRU POOLS - FNMA POOL FM3243 FN 02/50 FIXED VAR	0.03%	413,303
403	CWL 2006-24 1A	COUNTRYWIDE ASSET-BACKED CERT 2006-24 - COUNTRYWIDE ASSET BACKED CERTI CWL 2006 24 1A	0.03%	410,064
404	CCMFC 2005-1A A1	CHEVY CHASE MORTGAGE FUND CORP 2005-1A - CHEVY CHASE MORTGAGE FUNDING C CCMFC 2005 1A A1 144A	0.03%	393,784
405	n/a	OIS CAD CAONREPO/3.92500 06/19/25-1Y LCH	0.03%	1
406	TII 0.125 10.15.25	UNITED STATES GOVT - TSY INFL IX N/B 10/25 0.125	0.03%	364,971
407	NHELI 2006-WF1 M2	NOMURA HOME EQUITY LOAN INC 2006-WF1 - NOMURA HOME EQUITY LOAN INC NHELI 2006 WF1 M2	0.03%	356,741
408	CWL 2006-26 1A	COUNTRYWIDE ASSET-BACKED CERT 2006-26 - COUNTRYWIDE ASSET BACKED CERTI CWL 2006 26 1A	0.03%	377,465
409	CWHL 2006-12 A1	CHL MORTGAGE PASS-THROUGH TRUST 2006-12 - COUNTRYWIDE HOME LOANS CWHL 2006 12 A1	0.03%	711,588
410	KKR 18 AR	KKR CLO LTD 18 - KKR FINANCIAL CLO LTD KKR 18 AR 144A	0.03%	347,248
411	n/a	RFR USD SOFR/4.00000 06/20/24-2Y LCH	0.03%	1
412	MASD 2007-1 A	MASTR SPECIALIZED LOAN TRUST 2007-1 - MASTR SPECIALIZED LOAN TRUST MASD 2007 1 A 144A	0.03%	846,331
413	SVHE 2006-OPT2 A4	SOUNDVIEW HOME EQUITY LOAN TR 2006-OPT2 - SOUNDVIEW HOME EQUITY LOAN TRU SVHE 2006 OPT2 A4	0.03%	349,271
414	MSM 2007-1XS 2A3	MORGAN STANLEY MORTGAGE LOAN TRUST 2007-1XS - MORGAN STANLEY MORTGAGE LOAN T MSM 2007 1XS 2A3	0.03%	1,595,876
415	n/a	WASHINGTON MUTUAL 2005-AR13 - WAMU MORTGAGE PASS THROUGH CER WAMU 2005 AR13 A1B3	0.03%	341,294
416	n/a	NEWGATE FUNDING PLC 2007-3X - NEWGATE FUNDING PLC NGATE 2007 3X A3 REGS	0.03%	266,615
417	SNDPT 2017-2A AR	SOUND POINT CLO XVI LTD 2017-2A - SOUND POINT CLO LTD SNDPT 2017 2A AR 144A	0.03%	320,747
418	n/a	AUTONOMOUS COMMUNITY OF CATALONIA (AKA: GENERALITAT DE CATALUNYA) - GENERALITAT DE CATALUNYA SR UNSECURED 04/35 4.22	0.03%	300,000
419	n/a	RFR USD SOFR/3.24000 09/16/24-10Y LCH	0.02%	1
420	n/a	JAPAN GOVT - JAPAN TREASURY DISC BILL BILLS 06/25 0.00000	0.02%	50,000,000
421	n/a	GS MORTGAGE-BACKED SECURITIES TRUST 2021-INV1 - GS MORTGAGE BACKED SECURITIES GSMBS 2021 INV1 A2 144A	0.02%	391,682
422	n/a	INVESTINDUSTRIAL VIII SCSP - PROJECT ALFA INVESTNDSTRL VIII EUR TERM LOAN	0.02%	300,000
423	T 1.375 11.15.40	UNITED STATES GOVT - US TREASURY N/B 11/40 1.375	0.02%	500,000
424	n/a	EUROSAIL PLC 2007-3X - EUROSAIL PLC ESAIL 2007 3X A3A REGS	0.02%	240,760
425	BACR 4.375 01.12.26	BARCLAYS PLC SR UNSECURED 01/26 4.375	0.02%	300,000
426	AWPT 2017-8A A1R2	ELEVATION CLO LTD 2017-8A - ELEVATION CLO LTD AWPT 2017 8A A1R2 144A	0.02%	295,888
427	n/a	SOLD KRW BOUGHT USD 20250122	0.02%	1
428	POLAND 4.875 10.04.33	POLAND GOVT - REPUBLIC OF POLAND SR UNSECURED 10/33 4.875	0.02%	300,000
429	n/a	SOLD BRL BOUGHT USD 20251002	0.02%	1
430	n/a	SOLD JPY BOUGHT USD 20250115	0.02%	1
431	n/a	SOLD EUR BOUGHT USD 20250117	0.02%	1
432	n/a	31750PJZ5 PIMCO FXVAN CALL USD CNH 7.30000000	0.02%	17,400,000
433	n/a	SOLD ZAR BOUGHT USD 20250117	0.02%	1
434	n/a	EUROHOME UK MORTGAGES 2007-1 A - EUROHOME UK MORTGAGES PLC EHMU 2007 1 A REGS	0.02%	218,713
435	n/a	IRS CNY 1.50000 03/19/25-5Y LCH	0.02%	1
436	n/a	SOLD JPY BOUGHT USD 20260105	0.02%	1
437	n/a	ROMANIA GOVT - ROMANIA SR UNSECURED 144A 04/41 2.75	0.02%	400,000
438	CMLTI 2005-5 1A4	CITIGROUP MTGE LOAN TRUST INC 2005-5 - CITIGROUP MORTGAGE LOAN TRUST CMLTI 2005 5 1A4	0.02%	295,287
439	n/a	SOLD KRW BOUGHT USD 20250108	0.02%	1
440	WAMU 2005-AR8 2A1A	WASHINGTON MUTUAL 2005-AR8 - WAMU MORTGAGE PASS THROUGH CER WAMU 2005 AR8 2A1A	0.02%	269,744
441	n/a	JAPAN GOVT - JAPAN (30 YEAR ISSUE) BONDS 06/52 1.3	0.02%	50,000,000
442	PETMK 4.8 04.21.60 144A	PETRONAS CAPITAL LIMITED - PETRONAS CAPITAL LTD COMPANY GUAR 144A 04/60 4.8	0.02%	300,000
443	n/a	IRS EUR 2.55000 06/28/27-5Y LCH	0.02%	1
444	PETMK 4.55 04.21.50 144A	PETRONAS CAPITAL LIMITED - PETRONAS CAPITAL LTD COMPANY GUAR 144A 04/50 4.55	0.02%	300,000
445	n/a	IRS NZD 4.75000 06/19/24-5Y LCH	0.02%	1
446	n/a	SOLD KRW BOUGHT USD 20250122	0.02%	1
447	QPETRO 2.25 07.12.31 144A	QATARENERGY - QATAR ENERGY SR UNSECURED 144A 07/31 2.25	0.02%	300,000
448	n/a	JABIL INC	0.02%	250,000
449	n/a	RFR USD SOFR/3.81340 03/03/25-7Y* LCH	0.02%	1
450	n/a	ACCUNIA EUROPEAN CLO I DAC 1A - ACCUNIA EUROPEAN CLO ACCUN 1A AR 144A	0.02%	233,051
451	CWALT 2005-41 1A1	COUNTRYWIDE ALTERNATIVE LN TRUST 2005-41 - COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 41 1A1	0.02%	324,740
452	n/a	SOLD KRW BOUGHT USD 20250122	0.02%	1
453	n/a	SOLD JPY BOUGHT USD 20250115	0.02%	1
454	WAMU 2006-AR16 1A1	WASHINGTON MUTUAL 2006-AR16 - WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR16 1A1	0.02%	263,268
455	CWALT 2007-OA11 A1B	COUNTRYWIDE ALTERNATIVE LOAN 2007-OA11 - COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2007 OA11 A1B	0.02%	276,326
456	CSMC 2021-INV1 A3	CSMC 2021-INV1 TRUST - CREDIT SUISSE MORTGAGE TRUST CSMC 2021 INV1 A3 144A	0.02%	293,535
457	FN BM2007	FNMA PASS THRU POOLS - FNMA POOL BM2007 FN 09/48 FIXED VAR	0.02%	248,699
458	n/a	SOLD JPY BOUGHT USD 20250421	0.02%	1
459	RALI 2007-QH8 A	RESIDENTIAL ACCREDIT LOANS 2007-QH8 - RESIDENTIAL ACCREDIT LOANS, IN RALI 2007 QH8 A	0.02%	271,743
460	DBALT 2007-OA3 A1	DEUTSCHE ALT-A SEC INC MTGE LO 2007-OA3 - DEUTSCHE ALT A SECURITIES INC DBALT 2007 OA3 A1	0.02%	247,551
461	MALT 2006-1 A1	MASTR ALTERNATIVE LOAN TRUST 2006-1 - MASTR ALTERNATIVE LOANS TRUST MALT 2006 1 A1	0.02%	501,823
462	n/a	IRS ILS 4.40000 09/25/24-5Y LCH	0.02%	1
463	n/a	IRS EUR 2.78000 05/02/24-5Y LCH	0.02%	1
464	OBX 2018-1 A2	OBX TRUST 2018-1 - ONSLOW BAY FINANCIAL LLC OBX 2018 1 A2 144A	0.02%	220,831
465	n/a	FNMA PASS THRU POOLS - FNMA POOL BJ8703 FN 05/49 FIXED 3.5	0.02%	231,674
466	CWL 2007-12 1A1	COUNTRYWIDE ASSET-BACKED CERT 2007-12 - COUNTRYWIDE ASSET BACKED CERTI CWL 2007 12 1A1	0.02%	213,679
467	CWL 2005-AB3 1A1	COUNTRYWIDE ASSET-BACKED CERTS 2005-AB3 - COUNTRYWIDE ASSET BACKED CERTI CWL 2005 AB3 1A1	0.02%	209,155
468	n/a	BOUGHT TRY SOLD USD 20250212	0.02%	1
469	CMLTI 2007-AMC1 A1	CITIGROUP MTGE LOAN TR INC 2007-AMC1 - CITIGROUP MORTGAGE LOAN TRUST CMLTI 2007 AMC1 A1 144A	0.02%	375,893
470	n/a	SOLD CNH BOUGHT USD 20250515	0.02%	1
471	n/a	RFR USD SOFR/3.75000 12/18/24-2Y LCH	0.02%	1
472	FN BH4169	FNMA PASS THRU POOLS - FNMA POOL BH4169 FN 12/47 FIXED 3.5	0.02%	215,380
473	n/a	SOLD KRW BOUGHT USD 20250108	0.02%	1
474	SANTAN 1.849 03.25.26	BANCO SANTANDER SA SR UNSECURED 03/26 1.849	0.02%	200,000
475	GSAMP 2004-OPT M1	GSAMP TRUST 2004-OPT - GSAMP TRUST GSAMP 2004 OPT M1	0.01%	201,811
476	n/a	RFR USD SOFR/3.83993 12/02/24-7Y* LCH	0.01%	1
477	n/a	317U6E8A6 PIMCO SWAPTION 3.96 PUT USD 20250625	0.01%	4,700,000
478	n/a	IRS EUR 2.34250 01/10/25-5Y LCH	0.01%	1
479	POLAND 5.5 04.04.53	POLAND GOVT - REPUBLIC OF POLAND SR UNSECURED 04/53 5.5	0.01%	200,000
480	SURF 2006-BC3 A2C	SPECIALTY UNDERWRT& RES FIN 2006-BC3 - SPECIALTY UNDERWRITING + RESID SURF 2006 BC3 A2C	0.01%	320,952
481	n/a	317U6E2A2 PIMCO SWAPTION 3.93 PUT USD 20250623	0.01%	4,300,000
482	n/a	REALKREDIT DANMARK A/S - REALKREDIT DANMARK COVERED REGS 10/53 1.5	0.01%	1,561,820
483	n/a	SAUDI ARABIA GOVT - SAUDI INTERNATIONAL BOND SR UNSECURED REGS 10/30 3.25	0.01%	200,000
484	n/a	SOLD JPY BOUGHT USD 20250115	0.01%	1
485	n/a	RFR JPY MUTK/1.50000 09/18/24-30Y LCH	0.01%	1
486	n/a	RFR JPY MUTK/0.4500 12/15/21-30Y LCH	0.01%	1
487	n/a	SAUDI ARABIAN OIL COMPANY (SAUDI ARAMCO) - SAUDI ARABIAN OIL CO SR UNSECURED REGS 11/30 2.25	0.01%	200,000
488	n/a	NORDEA KREDIT REALKREDITAKTIESELSKAB - NORDEA KREDIT REALKREDIT COVERED 10/53 1.5	0.01%	1,471,027
489	n/a	SOLD BRL BOUGHT USD 20251002	0.01%	1
490	n/a	IRS EUR 0.05400 05/27/25-25Y LCH	0.01%	1
491	DOCTOR 4.5 01.18.32 144A	DOCTORS CO/THE - DOCTORS CO INTERINSURANC SUBORDINATED 144A 01/32 4.5	0.01%	200,000
492	FR RB5012	FHLMC PASS THRU POOLS - FED HM LN PC POOL RB5012 FR 10/39 FIXED 3.5	0.01%	180,875
493	n/a	SOLD CNH BOUGHT USD 20250115	0.01%	1
494	RAMC 2006-4 AF3	RENAISSANCE HOME EQUITY LOAN TR 2006-4 - RENAISSANCE HOME EQUITY LOAN T RAMC 2006 4 AF3	0.01%	544,629
495	XQH5	CAN 5YR BOND FUT MAR25 XMOD 20250320	0.01%	155
496	n/a	CS AT1 CLAIMS US225401AL29 CREDIT SUISSE GROUP AG	0.01%	1,300,000
497	n/a	NEWGATE FUNDING PLC 2007-3X - NEWGATE FUNDING PLC NGATE 2007 3X BA REGS	0.01%	133,307
498	n/a	RFR USD SOFR/3.50000 06/20/24-30Y LCH	0.01%	1
499	B 0 02.06.25	UNITED STATES GOVT - TREASURY BILL 02/25 0.00000	0.01%	159,000
500	FHR 4579 FD	FREDDIE MAC REMICS 4579 - FREDDIE MAC FHR 4579 FD	0.01%	157,895

As of Dec 31, 2024

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Asset Allocation

Asset Class	% Weight
Bond	190.03%
Stocks	0.02%
Other	-5.10%
Cash	-84.95%

Sector Breakdown

Sector	% Weight
Other	99.98%
Financials	0.02%

Country Breakdown

Sector	% Weight
United States	57.26%
Japan	17.35%
Other	12.60%
XS	3.63%
Germany	1.30%
Australia	1.26%
Denmark	1.25%
France	1.25%
Israel	1.20%
Canada	1.08%
EZ	0.71%
United Kingdom	0.60%
Spain	0.39%
Italy	0.07%
New Zealand	0.05%