PDFAX Holdings List

As of Mar 31, 2025

No.	Symbol	Name	% Weight	Shares
1	T.3.625 05.15.26	UNITED STATES GOVT - US TREASURY N/B 05/26 3.625	14.67%	40,200,000
2	n/a	PIMCO FUNDS - PIMCO SHORT ASSET PORTFOLIO MUTUAL FUND	13.50%	3,763,287
3	n/a	CITIGROUP REPO REPO 5807	12.46%	34,000,000
4	FNCL.6 6.11	UMBS PASS THRU POOLS - FNMA TBA 30 YR 6 SINGLE FAMILY MORTGAGE	7.47%	20,100,000
5	FNCL.5 5.11	UMBS PASS THRU POOLS - FNMA TBA 30 YR 5 SINGLE FAMILY MORTGAGE	5.74%	16,000,000
6	FHLMC.0.68 08.06.25	FEDERAL HOME LOAN MORTGAGE CORPORATION (FREDDIE MAC) - FREDDIE MAC NOTES 08/25 0.68	3.00%	8,300,000
7	FR.SD8237	FHLMC PASS THRU POOLS - FED HM LN PC POOL SD8237 FR 08/52 FIXED 4	2.75%	8,045,008
8	n/a	UNITED STATES GOVT - US TREASURY N/B 01/26 3.875	2.71%	7,400,000
9	FHLMC.0.65 10.22.25	FEDERAL HOME LOAN MORTGAGE CORPORATION (FREDDIE MAC) - FREDDIE MAC NOTES 10/25 0.65	2.23%	6,200,000
10	n/a	PIMCO FUNDS - PIMCO PRV SHORT TERM FLT III MUTUAL FUND	2.00%	560,220
11	FN.BV5376	FNMA PASS THRU POOLS - FNMA POOL BV5376 FN 04/52 FIXED 3	1.81%	5,670,374
12	FHLMC.0.65 10.27.25	FEDERAL HOME LOAN MORTGAGE CORPORATION (FREDDIE MAC) - FREDDIE MAC NOTES 10/25 0.65	1.58%	4,400,000
13	FR.QG7216	FHLMC PASS THRU POOLS - FED HM LN PC POOL QG7216 FR 07/53 FIXED 5	0.99%	2,747,418
14	FHLMC.0.8 10.28.26	FEDERAL HOME LOAN MORTGAGE CORPORATION (FREDDIE MAC) - FREDDIE MAC NOTES 10/26 0.8	0.91%	2,600,000
15	n/a	UNITED STATES GOVT - TSY INFL IX N/B 01/33 1.125	0.79%	2,239,083
16	FNCL.5.5 5.11	UMBS PASS THRU POOLS - FNMA TBA 30 YR 5.5 SINGLE FAMILY MORTGAGE	0.73%	2,000,000
17	T.4.875 04.30.26	UNITED STATES GOVT - UNITED STATES TREASURY NOTE 04/26 4.875	0.70%	1,900,000
18	SFO.2021-555 A	SFO COMMERCIAL MORTGAGE TRUST 2021-555 - SFO COMMERICAL MORTGAGE TRUST SFO 2021 555 A 144A	0.69%	1,900,000
19	FN.CB2894	FNMA PASS THRU POOLS - FNMA POOL CB2894 FN 02/52 FIXED 3	0.65%	2,028,851
20	FN.BM1447	FNMA PASS THRU POOLS - FNMA POOL BM1447 FN 07/47 FIXED VAR	0.65%	1,920,248
21	n/a	GOLDMAN SACHS GROUP INC SR UNSECURED 08/26 VAR	0.59%	1,600,000
22	BBCMS.2022-C15 A5	BBCMS TRUST 2022-C15 - BARCLAYS COMMERCIAL MORTGAGE S BBCMS 2022 C15 A5	0.57%	1,700,000
23	n/a	UNITED STATES GOVT - TSY INFL IX N/B 07/32 0.625	0.52%	1,530,368
24	TII.0.375 07.15.25	UNITED STATES GOVT - TSY INFL IX N/B 07/25 0.375	0.49%	1,339,290
25	n/a	FNMA PASS THRU POOLS - FNMA POOL BV5386 FN 04/52 FIXED 3	0.49%	1,525,272
26	n/a	FNMA PASS THRU POOLS - FNMA POOL CA0694 FN 11/47 FIXED 3.5	0.48%	1,458,510
27	MET.0.95 07.02.25 144A	METROPOLITAN LIFE GLOBAL FUNDING I - MET LIFE GLOB FUNDING I SECURED 144A 07/25 0.95	0.47%	1,300,000
28	CRSNT.2021-MOON A	CRSNT TRUST 2021-MOON - CRSNT TRUST CRSNT 2021 MOON A 144A	0.47%	1,300,000
29	FN.CB3242	FNMA PASS THRU POOLS - FNMA POOL CB3242 FN 04/52 FIXED 3	0.46%	1,453,367
30	FN.CB3278	FNMA PASS THRU POOLS - FNMA POOL CB3278 FN 04/52 FIXED 3	0.46%	1,438,912
31	WBHT.2019-WBM A	WAIKIKI BEACH HOTEL TRUST 2019-WBM - WAIKIKI BEACH HOTEL TRUST WBHT 2019 WBM A 144A	0.46%	1,250,000
32	OMPT.2017-1MKT A	ONE MARKET PLAZA TRUST 2017-1MKT - ONE MARKET PLAZA TRUST OMPT 2017 1MKT A 144A	0.45%	1,314,806
33	BDS.2022-FL11 ATS	BDS 2022-FL11 LLC - BDS LTD BDS 2022 FL11 ATS 144A	0.44%	1,209,108
34	n/a	FNMA PASS THRU POOLS - FNMA POOL CB3277 FN 04/52 FIXED 3	0.43%	1,342,081
35	GNR.2020-H14 FH	GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2020-H14 - GOVERNMENT NATIONAL MORTGAGE A GNR 2020 H14 FH	0.43%	1,141,736
36	FN.CA0384	FNMA PASS THRU POOLS - FNMA POOL CA0384 FN 09/47 FIXED 3.5	0.40%	1,200,627
37	n/a	NIAGARA MOHAWK POWER CORPORATION - NIAGARA MOHAWK POWER SR UNSECURED 144A 12/28 4.278	0.40%	1,100,000
38	n/a	GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2023-H11 - GOVERNMENT NATIONAL MORTGAGE A GNR 2023 H11 FC	0.39%	1,055,236
39	DROP.2021-FILE A	DROP MORTGAGE TRUST 2021-FILE - DROP MORTGAGE TRUST 2021 FILE DROP 2021 FILE A 144A	0.38%	1,100,000
40	GNR.2017-H18 FB	GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2017-H18 - GOVERNMENT NATIONAL MORTGAGE A GNR 2017 H18 FB	0.38%	1,023,554
41	n/a	SYNCHRONY CARD ISSUANCE TRUST 2023-A2 - SYNCHRONY CARD ISSUANCE TRUST SYNIT 2023 A2 A	0.37%	1,000,000
42	n/a	HYUNDAI CAPITAL AMERICA HYUNDAI CAPITAL AMERICA	0.37%	1,000,000
43	n/a	ABBVIE INC ABBVIE INC	0.37%	1,000,000
44	n/a	JP MORGAN CHASE & CO - JPMORGAN CHASE + CO SR UNSECURED 09/27 VAR	0.37%	1,000,000
45	COMET.2022-A3 A	CAPITAL ONE MULTI-ASSET EXECUTION TRUST 2022-A3 - CAPITAL ONE MULTI ASSET EXECUT COMET 2022 A3 A	0.37%	1,000,000
46	n/a	GA GLOBAL FUNDING TRUST SECURED 144A 04/25 3.85	0.37%	1,000,000
47	TUM5	US 2YR NOTE (CBT) JUN25 XCBT 20250630	0.36%	958
48	n/a	GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2023-H12 - GOVERNMENT NATIONAL MORTGAGE A GNR 2023 H12 FA	0.36%	968,777
49	FNR.2024-90 FA	FANNIE MAE REMICS 2024-90 - FANNIE MAE FNR 2024 90 FA	0.34%	908,705
50	C.5.438 04.30.26 BKNT	CITIBANK NA CITIBANK NA	0.33%	900,000
51	EIX.5.35 03.01.26	SOUTHERN CALIFORNIA EDISON COMPANY - SOUTHERN CAL EDISON SOUTHERN CAL EDISON	0.33%	900,000
52	CCCIT.2018-A5 A5	CITIBANK CREDIT CARD ISSUANCE TRUST 2018-A5 - CITIBANK CREDIT CARD ISSUANCE CCCIT 2018 A5 A5	0.33%	900,000
53	PRU.4.2 08.28.25 144A	PRICOA GLOBAL FUNDING I - PRICOA GLOBAL FUNDING 1 SECURED 144A 08/25 4.2	0.33%	900,000
54	n/a	HERTZ VEHICLE FINANCING LLC 2022-4A - HERTZ VEHICLE FINANCING LLC HERTZ 2022 4A A 144A	0.33%	900,000
55	BBCMS.2018-CBM A	BBCMS TRUST 2018-CBM - BARCLAYS COMMERCIAL MORTGAGE S BBCMS 2018 CBM A 144A	0.33%	900,000
56	NOHT.2019-HNLA A	NEW ORLEANS HOTEL TRUST 2019-HNLA - NEW ORLEANS HOTEL TRUST NOHT 2019 HNLA A 144A	0.33%	900,000
57	MF1.2022-FL9 A	MF1 2022-FL9 LLC - MF1 MULTIFAMILY HOUSING MORTGA MF1 2022 FL9 A 144A	0.33%	889,866
58	PRK.2017-280P A	280 PARK AVENUE 2017-280P MORTGAGE TRUST - 280 PARK AVENUE MORTGAGE TRUST PRK 2017 280P A 144A	0.32%	900,000
59	FR.QG8791	FHLMC PASS THRU POOLS - FED HM LN PC POOL QG8791 FR 08/53 FIXED 5	0.32%	882,517
60	AAL.3.575 01.15.28 AA	AMERICAN AIRLINES 2016-1 CLASS AA PASS THROUGH TRUST - AMER AIRLINE 16 1 AA PTT PASS THRU CE 07/29 3.575	0.32%	893,507
61	BAMLL.2021-JACX A	BAMLL COMMERCIAL MORTGAGE SECURITIES TRUST 2021-JACX - BANC OF AMERICA MERRILL LYNCH BAMLL 2021 JACX A 144A	0.31%	900,000
62	n/a	COMM 2019-521F MORTGAGE TRUST - COMM MORTGAGE TRUST COMM 2019 521F A 144A	0.31%	900,000
63	G2.MA5399	GNMA PASS THRU POOLS - GNMA II POOL MA5399 G2 08/48 FIXED 4.5	0.31%	856,960
64	FNR.2012-125 GC	FANNIE MAE REMICS 2012-125 - FANNIE MAE FNR 2012 125 GC	0.30%	883,791
65	CLNY.2019-IKPR A	COLONY MORTGAGE CAPITAL SERIES LTD 2019-IKPR - COLONY MORTGAGE CAPITAL LTD CLNY 2019 IKPR A 144A	0.30%	836,807
66	WFC.V5.707 04.22.28 MTN	WELLS FARGO & COMPANY - WELLS FARGO + COMPANY WELLS FARGO + COMPANY	0.30%	800,000
67	BCP.2021-330N A	BCP TRUST 2021-330N - BCP TRUST BCP 2021 330N A 144A	0.30%	900,000
68	n/a	WELLS FARGO BANK NA WELLS FARGO BANK NA	0.30%	800,000
69	HNDA.5 05.23.25	AMERICAN HONDA FINANCE CORPORATION - AMERICAN HONDA FINANCE SR UNSECURED 05/25 5	0.29%	800,000
70	CRVNA.2023-P2 A3	CARVANA AUTO RECEIVABLES TRUST 2023-P2 - CARVANA AUTO RECEIVABLES TRUST CRVNA 2023 P2 A3 144A	0.29%	795,144
71	GNR.2023-H20 FE	GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2023-H20 - GOVERNMENT NATIONAL MORTGAGE A GNR 2023 H20 FE	0.29%	788,014
72	n/a	GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2023-H11 - GOVERNMENT NATIONAL MORTGAGE A GNR 2023 H11 FD	0.29%	772,167
73	AHPT.2017-ATRM A	ATRIUM HOTEL PORTFOLIO TRUST 2017-ATRM - ATRIUM HOTEL PORTFOLIO TRUST AHPT 2017 ATRM A 144A	0.29%	793,301
74	n/a	EXTENDED STAY AMERICA TRUST 2021-ESH - EXTENDED STAY AMERICA TRUST ESA 2021 ESH A 144A	0.29%	779,535
75	UWM.2021-INV4 A9	UWM-2021-INV4 - UNITED WHOLESALE MORTGAGE LLC UWM 2021 INV4 A9 144A	0.27%	801,837
76	FNCL.2.5 5.11	UMBS PASS THRU POOLS - FNMA TBA 30 YR 2.5 SINGLE FAMILY MORTGAGE	0.27%	900,000
77	OBX.2021-INV2 A11	ONSLOW BAY MORTGAGE LOAN TRUST 2021-INV2 - ONSLOW BAY FINANCIAL LLC OBX 2021 INV2 A11 144A	0.27%	795,702
78	n/a	COMM 2021-2400 MORTGAGE TRUST - COMM MORTGAGE TRUST COMM 2021 2400 A 144A	0.27%	739,870
79	GSMBS.2022-HP1 A2	GS MORTGAGE-BACKED SECURITIES TRUST 2022-HP1 - GS MORTGAGE BACKED SECURITIES GSMBS 2022 HP1 A2 144A	0.27%	849,787
80	ATH.F 07.16.26 144A	ATHENE GLOBAL FUNDING SECURED 144A 07/26 VAR	0.26%	700,000
81	FHR.5442 FB	FREDDIE MAC REMICS 5442 - FREDDIE MAC FHR 5442 FB	0.25%	680,628
82	n/a	GS MORTGAGE-BACKED SECURITIES TRUST 2021-GR3 - GS MORTGAGE BACKED SECURITIES GSMBS 2021 GR3 A2 144A	0.23%	762,706
83	GNR.2015-H08 FD	GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2015-H08 - GOVERNMENT NATIONAL MORTGAGE A GNR 2015 H08 FD	0.23%	625,986
84	OBX.2022-INV2 A1	ONSLOW BAY MORTGAGE LOAN TRUST 2022-INV2 - ONSLOW BAY FINANCIAL LLC OBX 2022 INV2 A1 144A	0.23%	721,059
85	GNR.2022-H24 BF	GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2022-H24 - GOVERNMENT NATIONAL MORTGAGE A GNR 2022 H24 BF	0.22%	600,904
86	n/a	CHESAPEAKE FUNDING II LLC 2024-1A - CHESAPEAKE FUNDING II LLC CFII 2024 1A A1 144A	0.22%	597,734
87	n/a	INTERNATIONAL BUSINESS MACHINES CORPORATION (IBM) - IBM CORP SR UNSECURED 02/28 4.65	0.22%	600,000
88	JPM.F 07.22.28	JP MORGAN CHASE & CO - JPMORGAN CHASE + CO SR UNSECURED 07/28 VAR	0.22%	600,000
89	CFII.2024-1A A2	CHESAPEAKE FUNDING II LLC 2024-1A - CHESAPEAKE FUNDING II LLC CFII 2024 1A A2 144A	0.22%	597,734
90	n/a	J.P. MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2020-MKST - JP MORGAN CHASE COMMERCIAL MOR JPMCC 2020 MKST A 144A	0.22%	900,000
91	FN.BL0449	FNMA PASS THRU POOLS - FNMA POOL BL0449 FN 12/25 FIXED 3.59	0.22%	600,000
92	FN.BL1942	FNMA PASS THRU POOLS - FNMA POOL BL1942 FN 03/26 FIXED 3.15	0.22%	600,000
93	SMB.2023-C A1A	SMB PRIVATE EDUCATION LOAN TRUST 2023-C - SMB PRIVATE EDUCATION LOAN TRU SMB 2023 C A1A 144A	0.21%	559,002
94	n/a	MOSAIC SOLAR LOAN TRUST 2022-1A - MOSAIC SOLAR LOANS LLC MSAIC 2022 1A A 144A	0.20%	624,412
95	n/a	ENTERPRISE FLEET FINANCING LLC 2022-3 - ENTERPRISE FLEET FINANCING LLC EFF 2022 3 A2 144A	0.20%	541,029
96	SDART.2024-4 A2	SANTANDER DRIVE AUTO RECEIVABLES TRUST 2024-4 - SANTANDER DRIVE AUTO RECEIVABL SDART 2024 4 A2	0.20%	537,708
97	n/a	RFR USD SOFR/2.00000 12/21/22-10Y CME	0.20%	1
98	FN.MA3029	FNMA PASS THRU POOLS - FNMA POOL MA3029 FN 06/32 FIXED 3	0.19%	531,247
99	n/a	SFS AUTO RECEIVABLES SECURITIZATION TRUST 2024-2A - SFS AUTO RECEIVABLES SECURITIZ SFAST 2024 2A A2 144A	0.19%	509,595
100	n/a	SMB PRIVATE EDUCATION LOAN TRUST 2022-B - SMB PRIVATE EDUCATION LOAN TRU SMB 2022 B A1B 144A	0.19%	502,289
101	n/a	GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2021-H12 - GOVERNMENT NATIONAL MORTGAGE A GNR 2021 H12 DF	0.19%	495,503
102	n/a	FORD CREDIT AUTO OWNER TRUST 2023-REV1 - FORD CREDIT AUTO OWNER TRUST/F FORDR 2023 1 A 144A	0.19%	500,000
103	GNR.2019-H15 DF	GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2019-H15 - GOVERNMENT NATIONAL MORTGAGE A GNR 2019 H15 DF	0.18%	502,033
104	FN.BS9244	FNMA PASS THRU POOLS - FNMA POOL BS9244 FN 08/28 FIXED 4.43	0.18%	500,000
105	GMALT.2025-1 A3	GM FINANCIAL AUTOMOBILE LEASING TRUST 2025-1 - GM FINANCIAL AUTOMOBILE LEASIN GMALT 2025 1 A3	0.18%	500,000
106	GNR.2022-H24 FD	GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2022-H24 - GOVERNMENT NATIONAL MORTGAGE A GNR 2022 H24 FD	0.18%	492,171
107	VW.4.95 03.25.27 144A	VOLKSWAGEN GROUP OF AMERICA FINANCE LLC - VOLKSWAGEN GROUP AMERICA COMPANY GUAR 144A 03/27 4.95	0.18%	500,000
108	FHMS.Q029 A	FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFICATES Q029 - FHLMC MULTIFAMILY STRUCTURED P FHMS Q029 A	0.18%	500,000
109	FNR.2025-24 FB	FANNIE MAE REMICS 2025-24 - FANNIE MAE FNR 2025 24 FB	0.18%	500,000
110	GNR.2023-H05 JF	GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2023-H05 - GOVERNMENT NATIONAL MORTGAGE A GNR 2023 H05 JF	0.18%	501,868
111	n/a	FANNIE MAE REMICS 2025-19 - FANNIE MAE FNR 2025 19 FC	0.18%	494,160
112	n/a	FREDDIE MAC REMICS 5513 - FREDDIE MAC FHR 5513 MF	0.18%	495,978
113	WFMBS.2019-1 A1	WELLS FARGO MORTGAGE BACKED SECURITIES TRUST 2019-1 - WELLS FARGO MORTGAGE BACKED SE WFMBS 2019 1 A1 144A	0.18%	515,779
114	GNR.2023-H02 FA	GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2023-H02 - GOVERNMENT NATIONAL MORTGAGE A GNR 2023 H02 FA	0.18%	491,141
115	FHR.5517 FE	FREDDIE MAC REMICS 5517 - FREDDIE MAC FHR 5517 FE	0.18%	495,111
116	FHR.5511 FB	FREDDIE MAC REMICS 5511 - FREDDIE MAC FHR 5511 FB	0.18%	488,757
117	n/a	FREDDIE MAC REMICS 5511 - FREDDIE MAC FHR 5511 FG	0.18%	486,296
118	n/a	SMB PRIVATE EDUCATION LOAN TRUST 2022-B - SMB PRIVATE EDUCATION LOAN TRU SMB 2022 B A1A 144A	0.18%	502,289
119	FG.Q58083	FHLMC PASS THRU POOLS - FED HM LN PC POOL Q58083 FG 08/48 FIXED 4	0.17%	498,710
120	FHR.5505 AF	FREDDIE MAC REMICS 5505 - FREDDIE MAC FHR 5505 AF	0.17%	474,348
121	n/a	FANNIE MAE REMICS 2019-9 - FANNIE MAE FNR 2019 9 FA	0.17%	468,396
122	FN.725419	FNMA PASS THRU POOLS - FNMA POOL 725419 FN 10/33 FIXED VAR	0.17%	467,215
123	GNR.2015-H08 FB	GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2015-H08 - GOVERNMENT NATIONAL MORTGAGE A GNR 2015 H08 FB	0.17%	453,759
124	MBGGR.4.75 03.31.28 144A	MERCEDES-BENZ FINANCE NORTH AMERICA LLC - MERCEDES BENZ FIN NA COMPANY GUAR 144A 03/28 4.75	0.17%	450,000
125	FCCU.2024-1A A2	FCCU AUTO RECEIVABLES TRUST 2024-1 - FCCU AUTO RECEIVABLES TRUST FCCU 2024 1A A2 144A	0.16%	436,176
126	FNR.2024-90 ED	FANNIE MAE REMICS 2024-90 - FANNIE MAE FNR 2024 90 ED	0.16%	469,234
127	GMCAR.2024-2 A2B	GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST 2024-2 - GM FINANCIAL SECURITIZED TERM GMCAR 2024 2 A2B	0.16%	428,413
128	FR.SB1240	FHLMC PASS THRU POOLS - FED HM LN PC POOL SB1240 FR 12/32 FIXED 2.5	0.15%	432,908
129	GNR.2016-H11 FE	GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2016-H11 - GOVERNMENT NATIONAL MORTGAGE A GNR 2016 H11 FE	0.15%	404,941
130	FNR.2024-38 FA	FANNIE MAE REMICS 2024-38 - FANNIE MAE FNR 2024 38 FA	0.15%	403,392
131	BMW.5.05 08.11.28 144A	BMW US CAPITAL LLC COMPANY GUAR 144A 08/28 5.05	0.15%	400,000
132	BMW.4.75 03.21.28 144A	BMW US CAPITAL LLC COMPANY GUAR 144A 03/28 4.75	0.15%	400,000
133	PL.F 07.22.26 144A	PROTECTIVE LIFE GLOBAL FUNDING - PROTECTIVE LIFE GLOBAL SECURED 144A 07/26 VAR	0.15%	400,000
134	VW.5.05 03.27.28 144A	VOLKSWAGEN GROUP OF AMERICA FINANCE LLC - VOLKSWAGEN GROUP AMERICA COMPANY GUAR 144A 03/28 5.05	0.15%	400,000
135	GNR.2024-H07 FC	GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2024-H07 - GOVERNMENT NATIONAL MORTGAGE A GNR 2024 H07 FC	0.15%	399,838
136	FG.Q58074	FHLMC PASS THRU POOLS - FED HM LN PC POOL Q58074 FG 08/48 FIXED 4	0.14%	405,911
137	FN.BY4733	FNMA PASS THRU POOLS - FNMA POOL BY4733 FN 06/53 FIXED 5	0.14%	387,765
138	n/a	FS RIALTO 2022-FL4 - FS RIALTO ISSUER LTD FSRIA 2022 FL4 A 144A	0.14%	378,848
139	GNR.2016-H09 FB	GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2016-H09 - GOVERNMENT NATIONAL MORTGAGE A GNR 2016 H09 FB	0.14%	374,873
140	FN.FS7637	FNMA PASS THRU POOLS - FNMA POOL FS7637 FN 09/35 FIXED VAR	0.14%	380,715
141	TII.0.125 04.15.25	UNITED STATES GOVT - TSY INFL IX N/B 04/25 0.125	0.14%	368,877
142	FVM5	US 5YR NOTE (CBT) JUN25 XCBT 20250630	0.13%	287
143	GNR.2016-H22 FA	GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2016-H22 FJ - GOVERNMENT NATIONAL MORTGAGE A GNR 2016 H22 FA	0.13%	358,609
144	BX.2022-FOX2 A2	BX TRUST 2022-FOX2 - BX TRUST BX 2022 FOX2 A2 144A	0.13%	361,047
145	SLST.2023-1 A11	SEASONED LOANS STRUCTURED TRANSACTION TRUST SERIES 2023-1 - FREDDIE MAC SLST SLST 2023 1 A11 144A	0.13%	357,377
146	NAVSL.2015-BA A3	NAVIENT STUDENT LOAN TRUST 2015-BA - NAVIENT STUDENT LOAN TRUST NAVSL 2015 BA A3 144A	0.13%	346,902
147	FN.MA2871	FNMA PASS THRU POOLS - FNMA POOL MA2871 FN 01/32 FIXED 3	0.13%	357,236
148	MTBAT.2024-1A A2	M&T BANK AUTO RECEIVABLES TRUST 2024-1A - M+T BANK AUTO RECEIVABLES TRUS MTBAT 2024 1A A2 144A	0.13%	340,887
149	n/a	READYCAP COMMERCIAL MORTGAGE TRUST 2021-FL7 - READYCAP COMMERCIAL MORTGAGE T RCMT 2021 FL7 A 144A	0.12%	339,973
150	SALTT.2021-1A AA	STONEPEAK 2021-1 ABS - STONEPEAK SALTT 2021 1A AA 144A	0.12%	349,338
151	FHR.5426 CF	FREDDIE MAC REMICS 5426 - FREDDIE MAC FHR 5426 CF	0.12%	334,276
152	CARMX.2024-2 A2A	CARMAX AUTO OWNER TRUST 2024-2 - CARMAX AUTO OWNER TRUST CARMX 2024 2 A2A	0.12%	314,857
153	GNR.2017-H15 FN	GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2017-H15 - GOVERNMENT NATIONAL MORTGAGE A GNR 2017 H15 FN	0.11%	312,456
154	FHR.5345 A	FREDDIE MAC REMICS 5345 - FREDDIE MAC FHR 5345 A	0.11%	310,053
155	CHAOT.2024-1A A2	CHASE AUTO OWNER TRUST 2024-1A - CHASE AUTO OWNER TRUST CHAOT 2024 1A A2 144A	0.11%	308,008
156	MS.V4.968 07.14.28 BKNT	MORGAN STANLEY BANK NA MORGAN STANLEY BANK NA	0.11%	300,000
157	PAID.2024-3 A	PAGAYA AI DEBT TRUST 2024-3 - PAGAYA AI DEBT SELECTION TRUST PAID 2024 3 A 144A	0.11%	299,650
158	C.V4.876 11.19.27	CITIBANK NA SR UNSECURED 11/27 VAR	0.11%	300,000
159	TOYOTA.4.55 08.07.26	TOYOTA MOTOR CREDIT CORPORATION - TOYOTA MOTOR CREDIT CORP TOYOTA MOTOR CREDIT CORP	0.11%	300,000
160	n/a	GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2023-H19 - GOVERNMENT NATIONAL MORTGAGE A GNR 2023 H19 FA	0.11%	297,123
161	n/a	FNMA PASS THRU POOLS - FNMA POOL BK8838 FN 08/48 FIXED 4	0.10%	289,133
162	FHR.4678 AF	FREDDIE MAC REMICS 4678 - FREDDIE MAC FHR 4678 AF	0.10%	271,051
163	FN.310125	FNMA PASS THRU POOLS - FNMA POOL 310125 FN 05/28 FIXED VAR	0.10%	270,608
164	IMM.2005-8 2A	IMPAC CMB TR 2005-8 - IMPAC CMB TRUST IMM 2005 8 2A	0.09%	268,280
165	FHR.3891 BF	FREDDIE MAC-3891 - FREDDIE MAC FHR 3891 BF	0.09%	251,420
166	FSPC.T-57 1A1	FHLMC STRUCTURED PASS THRU SEC T-57 - FHLMC STRUCTURED PASS THROUGH FSPC T 57 1A1	0.09%	239,497
167	TII.0.125 10.15.25	UNITED STATES GOVT - TSY INFL IX N/B 10/25 0.125	0.09%	244,810
168	n/a	ENTERPRISE FLEET FUNDING LLC 2022-4 - ENTERPRISE FLEET FINANCING LLC EFF 2022 4 A2 144A	0.08%	228,592
169	n/a	RFR USD SOFR/5.00000 07/10/25-1Y LCH	0.08%	1
170	CARMX.2022-2 A3	CARMAX AUTO OWNER TRUST 2022-2 - CARMAX AUTO OWNER TRUST CARMX 2022 2 A3	0.08%	219,614
171	SAMI.2004-AR8 A2B	STRUCTURED ASSET MTG INV INC 2004-AR8 - STRUCTURED ASSET MORTGAGE INVE SAMI 2004 AR8 A2B	0.08%	223,168
172	FHR.4779 WF	FREDDIE MAC REMICS 4779 - FREDDIE MAC FHR 4779 WF	0.08%	215,080
173	FHS.332 V1	FREDDIE MAC STRIPS 332 - FREDDIEMAC STRIP FHS 332 V1	0.08%	204,780
174	GNR.2016-H11 F	GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2016-H11 - GOVERNMENT NATIONAL MORTGAGE A GNR 2016 H11 F	0.08%	207,447
175	n/a	MELLON RESIDENTIAL FUND CORP 2002-TBC2 - MELLON RESIDENTIAL FUNDING COR MRFC 2002 TBC2 A	0.08%	212,481
176	FR.ZA2264	FHLMC PASS THRU POOLS - FED HM LN PC POOL ZA2264 FR 05/32 FIXED 3.5	0.07%	206,633
177	NEE.F 02.04.28	NEXTERA ENERGY CAPITAL HOLDINGS INC - NEXTERA ENERGY CAPITAL COMPANY GUAR 02/28 VAR	0.07%	200,000
178	MARS.4.45 03.01.27 144A	MARS INCORPORATED - MARS INC SR UNSECURED 144A 03/27 4.45	0.07%	200,000
179	FN.BL3670	FNMA PASS THRU POOLS - FNMA POOL BL3670 FN 10/26 FIXED 2.08	0.07%	200,000
180	FN.AB6965	FNMA PASS THRU POOLS - FNMA POOL AB6965 FN 11/27 FIXED 2.5	0.06%	179,100
181	FSPC.T-63 1A1	FHLMC STRUCTURED PASS THROUGH SEC T-63 - FHLMC STRUCTURED PASS THROUGH FSPC T 63 1A1	0.06%	170,722
182	FN.AB3968	FNMA PASS THRU POOLS - FNMA POOL AB3968 FN 12/26 FIXED 3	0.06%	153,160
183	FN.735733	FNMA PASS THRU POOLS - FNMA POOL 735733 FN 10/33 FIXED VAR	0.05%	146,382
184	CWHL.2005-HYB9 5A1	COUNTRYWIDE HOME LOANS 2005-HYB9 - COUNTRYWIDE HOME LOANS CWHL 2005 HYB9 5A1	0.05%	153,935
185	MARM.2004-13 3A7	MASTR ADJUSTABLE RATE MTGES TRU 2004-13 - MASTR ADJUSTABLE RATE MORTGAGE MARM 2004 13 3A7	0.05%	134,689
186	GSR.2004-7 1A1	GSR MTGE LOAN TRUST 2004-7 - GSR MORTGAGE LOAN TRUST GSR 2004 7 1A1	0.05%	130,202
187	LADAR.2022-1A A	LAD AUTO RECEIVABLES TRUST 2022-1A - LAD AUTO RECEIVABLES TRUST LADAR 2022 1A A 144A	0.05%	126,940
188	FN.256143	FNMA PASS THRU POOLS - FNMA POOL 256143 FN 01/36 FIXED 4.5	0.04%	123,974
189	n/a	GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2016-H15 - GOVERNMENT NATIONAL MORTGAGE A GNR 2016 H15 FA	0.04%	120,570
190	WAMU.2006-AR1 2A1A	WASHINGTON MUTUAL 2006-AR1 - WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR1 2A1A	0.04%	122,142
191	FHR.3360 FC	FREDDIE MAC 3360 - FREDDIE MAC FHR 3360 FC	0.04%	103,581
192	FN.890541	FNMA PASS THRU POOLS - FNMA POOL 890541 FN 06/28 FIXED VAR	0.04%	98,017
193	CSMC.2021-ADV A	CSMC 2021-ADV TRUST - CREDIT SUISSE MORTGAGE TRUST CSMC 2021 ADV A 144A	0.03%	100,000
194	BAFC.2005-D A1	BANC OF AMERICA FUNDING CORP 2005-D - BANC OF AMERICA FUNDING CORPOR BAFC 2005 D A1	0.03%	94,175
195	FN.AL5548	FNMA PASS THRU POOLS - FNMA POOL AL5548 FN 05/38 FLOATING VAR	0.03%	80,757
196	GSR.2005-AR6 2A1	GSR MORTGAGE LOAN TRUST 2005-AR6 - GSR MORTGAGE LOAN TRUST GSR 2005 AR6 2A1	0.03%	84,905
197	FN.888078	FNMA PASS THRU POOLS - FNMA POOL 888078 FN 05/34 FIXED VAR	0.03%	80,785
198	n/a	317U6RTA4 PIMCO SWAPTION 3.75 CALL USD 2025080	0.03%	30,800,000
199	BALTA.2005-4 23A1	BEAR STEARNS ALT-A TRUST 2005-4 - BEAR STEARNS ALT A TRUST BALTA 2005 4 23A1	0.02%	67,281
200	n/a	GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2015-H17 - GOVERNMENT NATIONAL MORTGAGE A GNR 2015 H17 FL	0.02%	61,179
201	n/a	FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFICATES KBX1 - FHLMC MULTIFAMILY STRUCTURED P FHMS KBX1 A2	0.02%	58,809
202	FN.679708	FNMA PASS THRU POOLS - FNMA POOL 679708 FN 09/41 FLOATING VAR	0.02%	56,533
203	G2.MA2864	GNMA PASS THRU POOLS - GNMA II POOL MA2864 G2 06/30 FIXED 3	0.02%	57,789
204	FN.841068	FNMA PASS THRU POOLS - FNMA POOL 841068 FN 11/34 FLOATING VAR	0.02%	51,310
205	FNR.2009-115 SB	FANNIE MAE REMICS 2009-115 - FANNIE MAE FNR 2009 115 SB	0.02%	545,190
206	FHR.3309 SC	FREDDIE MAC 3309 - FREDDIE MAC FHR 3309 SC	0.02%	481,223
207	FN.835058	FNMA PASS THRU POOLS - FNMA POOL 835058 FN 06/35 FLOATING VAR	0.02%	47,754
208	G2.MA2645	GNMA PASS THRU POOLS - GNMA II POOL MA2645 G2 03/30 FIXED 3	0.02%	47,306
209	MLMI.2005-A2 A2	MERRILL LYNCH MORTGAGE INVS 2005-A2 - MERRILL LYNCH MORTGAGE INVESTO MLMI 2005 A2 A2	0.02%	43,230
210	n/a	RFR USD SOFR/5.00000 10/15/24-1Y LCH	0.01%	1
211	SAMI.2007-AR2 2A1	STRUCTURED ASSET MTG INV INC 2007-AR2 - STRUCTURED ASSET MORTGAGE INVE SAMI 2007 AR2 2A1	0.01%	100,707
212	FHR.4040 PO	FREDDIE MAC REMICS 4040 - FREDDIE MAC FHR 4040 PO	0.01%	42,749
213	FN.736222	FNMA PASS THRU POOLS - FNMA POOL 736222 FN 08/33 FIXED 4.5	0.01%	37,232
214	FG.J32373	FHLMC PASS THRU POOLS - FED HM LN PC POOL J32373 FG 05/29 FIXED 3	0.01%	33,844
215	G2.MA2797	GNMA PASS THRU POOLS - GNMA II POOL MA2797 G2 05/30 FIXED 3	0.01%	32,530
216	n/a	317U7HTA5 PIMCO SWAPTION 3.75 CALL USD 2025103	0.01%	7,800,000
217	FN.AT7754	FNMA PASS THRU POOLS - FNMA POOL AT7754 FN 06/28 FIXED 3	0.01%	27,805
218	FNW.2003-W1 1A1	FANNIEMAE WHOLE LOAN 2003-W1 - FANNIEMAE WHOLE LOAN FNW 2003 W1 1A1	0.01%	25,216
219	FN.AJ8540	FNMA PASS THRU POOLS - FNMA POOL AJ8540 FN 01/27 FIXED 3	0.01%	24,933
220	ABSHE.2002-HE1 M1	ASSET BACK SEC CORP HM EQ LN TR 2002-HE1 - ASSET BACKED SECURITIES CORP H ABSHE 2002 HE1 M1	0.01%	23,642
221	WAMU.2005-AR19 A1A1	WASHINGTON MUTUAL 2005-AR19 - WAMU MORTGAGE PASS THROUGH CER WAMU 2005 AR19 A1A1	0.01%	23,745
222	FN.559824	FNMA PASS THRU POOLS - FNMA POOL 559824 FN 08/30 FLOATING VAR	0.01%	23,517
223	n/a	FNMA PASS THRU POOLS - FNMA POOL MA1449 FN 05/28 FIXED 3	0.01%	23,756
224	WAMU.2005-AR8 1A1A	WASHINGTON MUTUAL 2005-AR8 - WAMU MORTGAGE PASS THROUGH CER WAMU 2005 AR8 1A1A	0.01%	23,033
225	CWHL.2004-22 A3	COUNTRYWIDE HOME LOANS 2004-22 - COUNTRYWIDE HOME LOANS CWHL 2004 22 A3	0.01%	22,872
226	FN.654952	FNMA PASS THRU POOLS - FNMA POOL 654952 FN 07/42 FLOATING VAR	0.01%	20,477
227	n/a	HSI ASSET LOAN OBLIGATION 2007-WF1 - HSI ASSET LOAN OBLIGATION HALO 2007 WF1 A1	0.01%	70,013
228	SAMI.2005-AR5 A3	STRUCTURED ASSET MTG INV INC 2005-AR5 - STRUCTURED ASSET MORTGAGE INVE SAMI 2005 AR5 A3	0.01%	20,788
229	GSAMP.2007-FM1 A2A	GSAMP TRUST 2007-FM1 - GSAMP TRUST GSAMP 2007 FM1 A2A	0.01%	40,734
230	n/a	ENTERPRISE FLEET FINANCING LLC 2022-1 - ENTERPRISE FLEET FINANCING LLC EFF 2022 1 A2 144A	0.01%	18,701
231	SAMI.1999-1 2A	STRUCTURED ASSET MTGE INV 1999-1 - STRUCTURED ASSET MORTGAGE INVE SAMI 1999 1 2A	0.01%	19,050
232	BSARM.2003-8 2A1	BEAR STEARNS ADJUSTABLE RATE MORTGAGE TRUST 2003-8 - BEAR STEARNS ADJUSTABLE RATE M BSARM 2003 8 2A1	0.01%	17,979
233	SABR.2007-HE1 A2A	SECURITIZED ASSET BACKED RECEIVABLES LLC 2007-HE1 - SECURITIZED ASSET BACKED RECEI SABR 2007 HE1 A2A	0.01%	78,649
234	n/a	RFR USD SOFR/4.75000 11/04/24-1Y LCH	0.01%	1
235	JPMMT.2005-A2 5A2	JP MORGAN MORTGAGE TRUST-2005-A2 - JP MORGAN MORTGAGE TRUST JPMMT 2005 A2 5A2	0.01%	15,536
236	WAMU.2005-AR13 A1A1	WASHINGTON MUTUAL 2005-AR13 - WAMU MORTGAGE PASS THROUGH CER WAMU 2005 AR13 A1A1	0.01%	15,233
237	n/a	RFR USD SOFR/3.5815* 03/01/24-7Y* LCH	0.00%	1
238	FN.804850	FNMA PASS THRU POOLS - FNMA POOL 804850 FN 01/35 FLOATING VAR	0.00%	12,326
239	n/a	FNMA PASS THRU POOLS - FNMA POOL 749040 FN 10/33 FIXED 4.5	0.00%	11,469
240	CMLTI.2005-6 A1	CITIGROUP MTGE LOAN TRUST INC 2005-6 - CITIGROUP MORTGAGE LOAN TRUST CMLTI 2005 6 A1	0.00%	10,443
241	n/a	GNMA PASS THRU POOLS - GNMA II POOL 080426 G2 07/30 FLOATING VAR	0.00%	10,207
242	CSFB.2002-P1A A	CREDIT SUISSE FIRST BOSTON MORTGAGE SECURITIES CORP 2002-P1A - CREDIT SUISSE FIRST BOSTON MOR CSFB 2002 P1A A 144A	0.00%	10,311
243	n/a	RFR USD SOFR/3.23100 09/18/24-10Y LCH	0.00%	1
244	FH.1G1727	FHLMC PASS THRU POOLS - FED HM LN PC POOL 1G1727 FH 07/35 FLOATING VAR	0.00%	9,074
245	FN.MA1045	FNMA PASS THRU POOLS - FNMA POOL MA1045 FN 04/27 FIXED 3	0.00%	8,527
246	FG.J17884	FHLMC PASS THRU POOLS - FED HM LN PC POOL J17884 FG 01/27 FIXED 3	0.00%	8,194
247	CMLTI.2005-6 A2	CITIGROUP MTGE LOAN TRUST INC 2005-6 - CITIGROUP MORTGAGE LOAN TRUST CMLTI 2005 6 A2	0.00%	6,634
248	SAMI.2002-AR3 A1	STRUCTURED ASSEET MTGE INV INC 2002-AR3 - STRUCTURED ASSET MORTGAGE INVE SAMI 2002 AR3 A1	0.00%	6,410
249	FNR.2000-34 F	FANNIE MAE 2000-34 - FANNIE MAE FNR 2000 34 F	0.00%	5,897
250	G2.80060	GNMA PASS THRU POOLS - GNMA II POOL 080060 G2 04/27 FLOATING VAR	0.00%	5,013
251	WAMU.2002-AR6 A	WASHINGTON MUTUAL 2002-AR6 - WAMU MORTGAGE PASS THROUGH CER WAMU 2002 AR6 A	0.00%	5,340
252	CBASS.2006-CB9 A1	CREDIT BASED ASSET SRVC & SEC 2006-CB9 - CREDIT BASED ASSET SERVICING A CBASS 2006 CB9 A1	0.00%	10,691
253	n/a	RFR USD SOFR/3.24000 09/16/24-10Y LCH	0.00%	1
254	PRIME.2004-CL1 1A2	PRIME MORTGAGE TRUST 2004-CL1 - PRIME MORTGAGE TRUST PRIME 2004 CL1 1A2	0.00%	5,058
255	n/a	RFR USD SOFR/3.24800 09/18/24-10Y LCH	0.00%	1
256	n/a	RFR USD SOFR/3.27750 09/16/24-10Y LCH	0.00%	1
257	CWHL.2004-HYB9 1A1	COUNTRYWIDE HOME LOANS 2004-HYB9 - COUNTRYWIDE HOME LOANS CWHL 2004 HYB9 1A1	0.00%	4,442
258	FN.65583	FNMA PASS THRU POOLS - FNMA POOL 065583 FN 09/28 FLOATING VAR	0.00%	3,520
259	n/a	RFR USD SOFR/3.41000 09/05/24-10Y LCH	0.00%	1
260	n/a	GNMA PASS THRU POOLS - GNMA II POOL 080076 G2 05/27 FLOATING VAR	0.00%	3,004
261	n/a	RFR USD SOFR/3.62330 03/01/24-7Y* LCH	0.00%	1
262	FHLT.2006-E 2A1	FREMONT HOME LOAN TRUST 2006-E - FREMONT HOME LOAN TRUST FHLT 2006 E 2A1	0.00%	6,140
263	n/a	GNMA PASS THRU POOLS - GNMA II POOL 008710 G2 10/25 FLOATING VAR	0.00%	2,637
264	FN.735813	FNMA PASS THRU POOLS - FNMA POOL 735813 FN 07/35 FLOATING VAR	0.00%	2,542
265	n/a	RFR USD SOFR/3.68900 03/01/24-7Y* LCH	0.00%	1
266	n/a	RFR USD SOFR/3.51400 09/04/24-10Y LCH	0.00%	1
267	n/a	RFR USD SOFR/3.23200 09/10/24-10Y LCH	0.00%	1
268	FN.AB1154	FNMA PASS THRU POOLS - FNMA POOL AB1154 FN 06/25 FIXED 4.5	0.00%	2,434
269	n/a	RFR USD SOFR/3.55500 08/28/24-10Y LCH	0.00%	1
270	n/a	RFR USD SOFR/3.56500 08/28/24-10Y LCH	0.00%	1
271	FN.AD9818	FNMA PASS THRU POOLS - FNMA POOL AD9818 FN 07/25 FIXED 4.5	0.00%	2,138
272	n/a	RFR USD SOFR/3.53200 08/20/24-10Y LCH	0.00%	1
273	FNR.2003-21 OG	FANNIE MAE 2003-21 - FANNIE MAE FNR 2003 21 OG	0.00%	1,573
274	n/a	BEAR STEARNS ARM TRUST 2002-11 - BEAR STEARNS ADJUSTABLE RATE M BSARM 2002 11 1A2	0.00%	1,685
275	n/a	RFR USD SOFR/3.6637* 03/01/24-7Y* LCH	0.00%	1
276	n/a	RFR USD SOFR/3.69100 03/01/24-7Y* LCH	0.00%	1
277	n/a	BEAR STEARNS ADJUSTABLE RATE MORTGAGE TRUST 2005-12 - BEAR STEARNS ADJUSTABLE RATE M BSARM 2005 12 13A1	0.00%	1,260
278	n/a	RFR USD SOFR/3.6766* 03/01/24-7Y* LCH	0.00%	1
279	n/a	317U4UUA7 PIMCO SWAPTION 5.0 PUT USD 20250708	0.00%	37,900,000
280	G2.8717	GNMA PASS THRU POOLS - GNMA II POOL 008717 G2 10/25 FLOATING VAR	0.00%	583
281	n/a	RFR USD SOFR/3.72186 03/01/24-7Y* LCH	0.00%	1
282	n/a	RFR USD SOFR/3.79500 08/06/24-10Y LCH	0.00%	1
283	G2.8660	GNMA PASS THRU POOLS - GNMA II POOL 008660 G2 07/25 FLOATING VAR	0.00%	272
284	BSARM.2002-11 1A1	BEAR STEARNS ARM TRUST 2002-11 - BEAR STEARNS ADJUSTABLE RATE M BSARM 2002 11 1A1	0.00%	84
285	n/a	GNMA PASS THRU POOLS - GNMA II POOL 008638 G2 06/25 FLOATING VAR	0.00%	64
286	n/a	FHLMC PASS THRU POOLS - FED HM LN PC POOL C00404 FG 06/25 FIXED 8.5	0.00%	24
287	n/a	317U8QSA5 PIMCO SWAPTION 4.06 PUT USD 20250414	-0.00%	-100,000
288	n/a	317U8PRA8 PIMCO SWAPTION 4.073 PUT USD 2025041	-0.00%	-200,000
289	n/a	RFR USD SOFR/3.85000 08/05/24-10Y LCH	-0.00%	1
290	n/a	RFR USD SOFR/3.73910 03/01/24-7Y* LCH	-0.00%	1
291	n/a	RFR USD SOFR/3.7351* 03/01/24-7Y* LCH	-0.00%	1
292	n/a	317U8TOA3 PIMCO SWAPTION 4.063 PUT USD 2025042	-0.00%	-200,000
293	n/a	RFR USD SOFR/3.88500 07/12/24-10Y LCH	-0.00%	1
294	n/a	317U8QTA4 PIMCO SWAPTION 3.71 CALL USD 2025041	-0.00%	-100,000
295	n/a	RFR USD SOFR/3.87000 03/05/25-10Y LCH	-0.00%	1
296	n/a	RFR USD SOFR/4.00000 02/26/25-10Y LCH	-0.00%	1
297	n/a	RFR USD SOFR/3.88400 03/25/25-10Y LCH	-0.00%	1
298	n/a	317U8O1A9 PIMCO SWAPTION 3.985 PUT USD 2025041	-0.00%	-1,000,000
299	n/a	317U8PSA7 PIMCO SWAPTION 3.723 CALL USD 202504	-0.00%	-200,000
300	n/a	317U8O2A8 PIMCO SWAPTION 3.535 CALL USD 202504	-0.00%	-1,000,000
301	n/a	317U8TPA2 PIMCO SWAPTION 3.713 CALL USD 202504	-0.00%	-200,000
302	n/a	RFR USD SOFR/3.87400 03/05/25-10Y LCH	-0.00%	1
303	n/a	RFR USD SOFR/3.89900 03/11/25-10Y LCH	-0.00%	1
304	n/a	RFR USD SOFR/3.90500 03/12/25-10Y LCH	-0.00%	1
305	n/a	RFR USD SOFR/3.84200 03/04/25-5Y LCH	-0.00%	1
306	n/a	RFR USD SOFR/3.97500 03/21/25-10Y LCH	-0.00%	1
307	n/a	RFR USD SOFR/3.93000 03/24/25-10Y LCH	-0.00%	1
308	n/a	317U7HVA2 PIMCO SWAPTION 2.83 CALL USD 2025103	-0.00%	-7,800,000
309	n/a	317U6RVA1 PIMCO SWAPTION 2.75 CALL USD 2025080	-0.00%	-30,800,000
310	n/a	317U7HUA3 PIMCO SWAPTION 3.29 CALL USD 2025103	-0.01%	-7,800,000
311	n/a	317U6RUA2 PIMCO SWAPTION 3.25 CALL USD 2025080	-0.01%	-30,800,000
312	TYM5	US 10YR NOTE (CBT)JUN25 XCBT 20250618	-0.02%	-31
313	n/a	RFR USD SOFR/2.69700 04/04/24-1Y LCH	-0.03%	1
314	n/a	RFR USD SOFR/3.79761 06/02/25-7Y* LCH	-0.03%	1
315	n/a	RFR USD SOFR/2.15000 06/15/22-5Y LCH	-0.12%	1
316	UXYM5	US 10YR ULTRA FUT JUN25 XCBT 20250618	-0.13%	-216
317	FNCL.4 5.11	UMBS PASS THRU POOLS - FNMA TBA 30 YR 4 SINGLE FAMILY MORTGAGE	-0.52%	-1,513,000
318	FNCL.4 4.11	UMBS PASS THRU POOLS - FNMA TBA 30 YR 4 SINGLE FAMILY MORTGAGE	-0.82%	-2,387,000
319	FNCL.3.5 5.11	UMBS PASS THRU POOLS - FNMA TBA 30 YR 3.5 SINGLE FAMILY MORTGAGE	-1.72%	-5,200,000
320	FNCL.3 5.11	UMBS PASS THRU POOLS - FNMA TBA 30 YR 3 SINGLE FAMILY MORTGAGE	-4.80%	-15,100,000

As of Mar 31, 2025

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Asset Class	% Weight
Bond	152.45%
Cash	-52.45%

Sector	% Weight
United States	80.81%
Other	19.19%