PFUPX Holdings List

As of Mar 31, 2025

No.	Symbol	Name	% Weight	Shares
1	FNCL.6.5 6.11	UMBS PASS THRU POOLS - FNMA TBA 30 YR 6.5 SINGLE FAMILY MORTGAGE	17.67%	117,300,000
2	FNCL.5 5.11	UMBS PASS THRU POOLS - FNMA TBA 30 YR 5 SINGLE FAMILY MORTGAGE	12.55%	87,600,000
3	FNCL.6 6.11	UMBS PASS THRU POOLS - FNMA TBA 30 YR 6 SINGLE FAMILY MORTGAGE	4.67%	31,494,000
4	n/a	GNMA PASS THRU POOLS - GNMA II TBA 30 YR 3 JUMBOS	2.38%	18,385,000
5	n/a	FRANCE GOVT - FRANCE (GOVT OF) BONDS 144A REGS 02/30 2.75	2.20%	13,900,000
6	T.4.5 11.15.54	UNITED STATES GOVT - US TREASURY N/B 11/54 4.5	2.13%	14,800,000
7	n/a	PROVINCE OF ONTARIO CANADA - ONTARIO (PROVINCE OF) SR UNSECURED 06/33 3.65	2.00%	19,300,000
8	n/a	SOUTH KOREA GOVT - KOREA TREASURY BOND BONDS 06/28 2.625	1.86%	18,630,300,000
9	n/a	BRAZIL GOVT - LETRA TESOURO NACIONAL BILLS 10/25 0.00000	1.60%	66,900,000
10	n/a	MALAYSIA GOVT - MALAYSIA GOVERNMENT BONDS 04/28 3.519	1.58%	47,830,000
11	n/a	JAPAN GOVT CPI LINKED BONDS 03/28 0.1	1.49%	1,475,811,500
12	FNCL.5.5 4.11	UMBS PASS THRU POOLS - FNMA TBA 30 YR 5.5 SINGLE FAMILY MORTGAGE	1.45%	9,900,000
13	FN.MA5421	FNMA PASS THRU POOLS - FNMA POOL MA5421 FN 07/54 FIXED 6	1.39%	9,362,864
14	n/a	UNITED STATES GOVT - TSY INFL IX N/B 01/28 0.5	1.37%	9,528,166
15	G2.MB0255	GNMA PASS THRU POOLS - GNMA II POOL MB0255 G2 03/55 FIXED 3.5	1.34%	9,999,700
16	n/a	SPAIN GOVT - BONOS Y OBLIG DEL ESTADO SR UNSECURED 144A REGS 10/33 3	1.30%	8,000,000
17	n/a	UNITED STATES GOVT - US TREASURY N/B 02/55 4.625	1.28%	8,700,000
18	n/a	CHINA GOVT - CHINA GOVERNMENT BOND BONDS 10/51 3.53	1.23%	47,500,000
19	n/a	PROVINCE OF QUEBEC SR UNSECURED 09/33 3.6	1.20%	11,700,000
20	n/a	JAPAN GOVT - JAPAN (30 YEAR ISSUE) BONDS 12/54 2.3	0.99%	1,052,000,000
21	KSA.4.75 01.16.30 144A	SAUDI ARABIA GOVT - SAUDI INTERNATIONAL BOND SR UNSECURED 144A 01/30 4.75	0.97%	6,600,000
22	n/a	JP MORGAN MORTGAGE TRUST 2021-INV8 - JP MORGAN MORTGAGE TRUST JPMMT 2021 INV8 A2 144A	0.96%	7,627,633
23	FNCL.3 5.11	UMBS PASS THRU POOLS - FNMA TBA 30 YR 3 SINGLE FAMILY MORTGAGE	0.94%	7,400,000
24	n/a	SPAIN GOVT - BONOS Y OBLIG DEL ESTADO SR UNSECURED 144A REGS 04/35 3	0.90%	5,820,000
25	CBAAU.4.971 01.22.30 144A	COMMONWEALTH BANK OF AUSTRALIA - COMMONWEALTH BANK AUST COVERED 144A 01/30 4.971	0.89%	5,900,000
26	G2.MB0143	GNMA PASS THRU POOLS - GNMA II POOL MB0143 G2 01/55 FIXED 3.5	0.83%	6,199,986
27	n/a	THAILAND GOVT - THAILAND GOVERNMENT BOND SR UNSECURED 11/29 2.5	0.83%	185,290,000
28	n/a	JAPAN GOVT - JAPAN (30 YEAR ISSUE) BONDS 12/48 0.7	0.82%	1,189,000,000
29	FN.CB7197	FNMA PASS THRU POOLS - FNMA POOL CB7197 FN 07/53 FIXED 5.5	0.79%	5,405,133
30	n/a	BOUGHT EUR SOLD USD 20250402	0.78%	1
31	n/a	JAPAN GOVT - JAPAN (30 YEAR ISSUE) BONDS 03/49 0.5	0.77%	1,186,000,000
32	n/a	JP MORGAN MORTGAGE TRUST 2021-LTV4 - JP MORGAN MORTGAGE TRUST JPMMT 2021 INV4 A2 144A	0.74%	5,880,195
33	n/a	SPAIN GOVT - BONOS Y OBLIG DEL ESTADO SR UNSECURED 01/28 0.00000	0.70%	4,700,000
34	n/a	SINGAPORE GOVT - SINGAPORE GOVERNMENT SR UNSECURED REGS 06/54 3.25	0.68%	5,697,000
35	CM.4.876 01.14.30 144A	CANADIAN IMPERIAL BANK OF COMMERCE (CIBC) - CANADIAN IMPERIAL BANK COVERED 144A 01/30 4.876	0.67%	4,500,000
36	CMLTI.2021-INV1 A3A	CITIGROUP MORTGAGE LOAN TRUST INC 2021-INV1 - CITIGROUP MORTGAGE LOAN TRUST CMLTI 2021 INV1 A3A 144A	0.67%	5,546,495
37	n/a	JP MORGAN MORTGAGE TRUST 2022-INV1 - JP MORGAN MORTGAGE TRUST JPMMT 2022 INV1 A3 144A	0.66%	5,290,514
38	G2.MB0201	GNMA PASS THRU POOLS - GNMA II POOL MB0201 G2 02/55 FIXED 3.5	0.66%	4,899,898
39	n/a	FRANCE GOVT - FRANCE (GOVT OF) BONDS REGS 02/28 0.75	0.64%	4,200,000
40	n/a	JP MORGAN MORTGAGE TRUST 2021-LTV6 - JP MORGAN MORTGAGE TRUST JPMMT 2021 INV6 A2 144A	0.62%	4,953,157
41	n/a	JAPAN GOVT - JAPAN (20 YEAR ISSUE) BONDS 09/43 1.5	0.61%	690,000,000
42	n/a	CHINA GOVT - CHINA GOVERNMENT BOND BONDS 04/51 3.72	0.61%	22,800,000
43	n/a	SPAIN GOVT - BONOS Y OBLIG DEL ESTADO SR UNSECURED 05/28 2.4	0.60%	3,800,000
44	n/a	GNMA PASS THRU POOLS - GNMA II TBA 30 YR 6.5 JUMBOS	0.60%	4,000,000
45	n/a	UNITED STATES GOVT - TSY INFL IX N/B 01/33 1.125	0.60%	4,264,920
46	FHR.5511 FB	FREDDIE MAC REMICS 5511 - FREDDIE MAC FHR 5511 FB	0.59%	4,007,807
47	n/a	TOWD POINT MORTGAGE TRUST 2019-4 - TOWD POINT MORTGAGE TRUST TPMT 2019 4 A1 144A	0.59%	4,221,257
48	n/a	SOUTH AFRICA GOVT - REPUBLIC OF SOUTH AFRICA SR UNSECURED 02/35 8.875	0.56%	78,700,000
49	n/a	TPG REAL ESTATE FINANCE ISSUER LTD 2022-FL5 - TPG REAL ESTATE FINANCE TRTX 2022 FL5 A 144A	0.55%	3,765,137
50	n/a	ONE NEW YORK PLAZA TRUST 2020-1NYP - ONE NEW YORK PLAZA TRUST 2020 ONYP 2020 1NYP A 144A	0.52%	3,700,000
51	n/a	JAPAN GOVT - JAPAN (40 YEAR ISSUE) BONDS 03/64 2.2	0.51%	588,000,000
52	BAC.V5.511 01.24.36	BANK OF AMERICA CORPORATION - BANK OF AMERICA CORP SR UNSECURED 01/36 VAR	0.51%	3,400,000
53	n/a	TREASURY CORPORATION OF VICTORIA - TREASURY CORP VICTORIA LOCAL GOVT G REGS 09/33 2.25	0.50%	6,700,000
54	n/a	BANK OF NEW ZEALAND COVERED REGS 12/28 3.7075	0.49%	3,000,000
55	n/a	MORGAN STANLEY 03/35 1	0.49%	3,100,000
56	PERU.6.95 08.12.31 REGS	PERU GOVT - REPUBLIC OF PERU SR UNSECURED REGS 08/31 6.95	0.48%	11,200,000
57	n/a	UNITED KINGDOM GOVT - UNITED KINGDOM GILT BONDS REGS 07/51 1.25	0.47%	5,700,000
58	LNCR.2022-CRE7 A	LOANCORE 2022-CRE7 ISSUER LTD - LOANCORE 2022 CRE7 ISSUER LTD. LNCR 2022 CRE7 A 144A	0.47%	3,216,944
59	n/a	EXTENDED STAY AMERICA TRUST 2021-ESH - EXTENDED STAY AMERICA TRUST ESA 2021 ESH A 144A	0.47%	3,204,756
60	G2SF.3.5 4.11	GNMA PASS THRU POOLS - GNMA II TBA 30 YR 3.5 JUMBOS	0.47%	3,500,000
61	n/a	BIG COMMERCIAL MORTGAGE TRUST 2022-BIG - BIG COMMERCIAL MORTGAGE TRUST BIG 2022 BIG A 144A	0.47%	3,194,517
62	T.3.375 11.15.48	UNITED STATES GOVT - US TREASURY N/B 11/48 3.375	0.46%	3,900,000
63	FNR.2025-24 FB	FANNIE MAE REMICS 2025-24 - FANNIE MAE FNR 2025 24 FB	0.46%	3,166,202
64	T.4.125 08.15.44	UNITED STATES GOVT - US TREASURY N/B 08/44 4.125	0.46%	3,375,000
65	BRCOL.4.15 06.18.34	PROVINCE OF BRITISH COLUMBIA CANADA - BRITISH COLUMBIA PROV 06/34 0	0.46%	4,300,000
66	n/a	UNITED STATES GOVT - TSY INFL IX N/B 01/29 2.5	0.45%	2,958,600
67	CMLTI.2022-INV1 A3B	CITIGROUP MORTGAGE LOAN TRUST INC 2022-INV1 - CITIGROUP MORTGAGE LOAN TRUST CMLTI 2022 INV1 A3B 144A	0.45%	3,629,982
68	MF1.2021-W10 A	MF1 MULTIFAMILY HOUSING MORTGAGE LOAN TRUST 2021-W10 - MF1 MULTIFAMILY HOUSING MORTGA MF1 2021 W10 A 144A	0.45%	3,100,000
69	n/a	ARES EUROPEAN CLO 14A - ARES EURO CLO ARESE 14A AR 144A	0.45%	2,824,311
70	n/a	NYKREDIT REALKREDIT A/S - NYKREDIT REALKREDIT AS COVERED REGS 04/25 1	0.45%	21,000,000
71	n/a	JAPAN GOVT - JAPAN (20 YEAR ISSUE) BONDS 12/44 2	0.44%	470,000,000
72	n/a	STWD 2022-FL3 LTD - STARWOOD COMMERCIAL MORTGAGE T STWD 2022 FL3 A 144A	0.44%	3,026,340
73	G2SF.2.5 4.13	GNMA PASS THRU POOLS - GNMA II TBA 30 YR 2.5 JUMBOS	0.44%	3,500,000
74	G2.MA7988	GNMA PASS THRU POOLS - GNMA II POOL MA7988 G2 04/52 FIXED 3	0.43%	3,344,611
75	NWG.V5.778 03.01.35	NATWEST GROUP PLC NATWEST GROUP PLC	0.43%	2,900,000
76	n/a	UNITED KINGDOM GOVT - UNITED KINGDOM GILT BONDS REGS 12/40 4.25	0.43%	2,500,000
77	n/a	UNITED STATES GOVT - TSY INFL IX N/B 07/31 0.125	0.43%	3,199,500
78	OBX.2022-INV2 A1	ONSLOW BAY MORTGAGE LOAN TRUST 2022-INV2 - ONSLOW BAY FINANCIAL LLC OBX 2022 INV2 A1 144A	0.43%	3,445,061
79	FN.MA5217	FNMA PASS THRU POOLS - FNMA POOL MA5217 FN 12/53 FIXED 6.5	0.42%	2,803,379
80	n/a	JP MORGAN CHASE & CO - JPMORGAN CHASE + CO SR UNSECURED 01/35 VAR	0.41%	2,800,000
81	FR.RA6652	FHLMC PASS THRU POOLS - FED HM LN PC POOL RA6652 FR 01/52 FIXED 2.5	0.41%	3,364,666
82	n/a	NEW SOUTH WALES TREASURY CORPORATION - NEW S WALES TREASURY CRP LOCAL GOVT G REGS 03/34 1.75	0.41%	5,800,000
83	JPM.V6.087 10.23.29	JP MORGAN CHASE & CO - JPMORGAN CHASE + CO SR UNSECURED 10/29 VAR	0.40%	2,600,000
84	C.V5.449 06.11.35	CITIGROUP INC CITIGROUP INC	0.40%	2,700,000
85	n/a	SAUDI ARABIA GOVT - SAUDI INTERNATIONAL BOND SR UNSECURED 144A 01/28 4.75	0.40%	2,700,000
86	n/a	FRANCE GOVT - FRANCE (GOVT OF) BONDS 144A REGS 05/48 2	0.39%	3,500,000
87	n/a	TOWER BRIDGE FUNDING 2024-3 PLC 24-3A - TOWER BRIDGE FUNDING TWRBG 2024 3A A 144A	0.38%	1,999,476
88	n/a	UBS GROUP AG SR UNSECURED 144A 08/33 VAR	0.38%	2,400,000
89	n/a	NISSAN MOTOR ACCEPTANCE COMPANY LLC - NISSAN MOTOR ACCEPTANCE SR UNSECURED 144A 09/26 1.85	0.38%	2,700,000
90	RABOBK.V5.447 03.05.30 144A	COOPERATIEVE RABOBANK UA (AKA: RABOBANK NEDERLAND) - COOPERATIEVE RABOBANK UA COOPERATIEVE RABOBANK UA	0.37%	2,500,000
91	n/a	UNITED STATES GOVT - TSY INFL IX N/B 04/29 3.875	0.37%	2,318,376
92	FR.QG9137	FHLMC PASS THRU POOLS - FED HM LN PC POOL QG9137 FR 08/53 FIXED 5.5	0.37%	2,549,566
93	STANLN.V6.296 07.06.34 144A	STANDARD CHARTERED PLC SR UNSECURED 144A 07/34 VAR	0.37%	2,400,000
94	ARCLO.2022-FL1 A	ARBOR REALTY COLLATERALIZED LOAN OBLIGATION LTD 2022-FL1 - ARBOR REALTY COLLATERALIZED LO ARCLO 2022 FL1 A 144A	0.36%	2,448,433
95	n/a	BPCE SA BPCE SA	0.36%	2,400,000
96	SANUK.V6.534 01.10.29	SANTANDER UK GROUP HOLDINGS PLC - SANTANDER UK GROUP HLDGS SR UNSECURED 01/29 VAR	0.36%	2,350,000
97	STANLN.V6.187 07.06.27 144A	STANDARD CHARTERED PLC SR UNSECURED 144A 07/27 VAR	0.36%	2,400,000
98	n/a	VENTURE 36 CLO LTD - VENTURE CDO LTD VENTR 2019 36A A1AR 144A	0.36%	2,436,622
99	ISRAEL.5.375 02.19.30 5Y	ISRAEL GOVT - STATE OF ISRAEL SR UNSECURED 02/30 5.375	0.35%	2,400,000
100	n/a	JAPAN GOVT - JAPAN (30 YEAR ISSUE) BONDS 03/52 1	0.35%	500,000,000
101	DANBNK.V4.613 10.02.30 144A	DANSKE BANK A/S DANSKE BANK A/S	0.35%	2,400,000
102	ADQABU.4.375 10.02.31 144A	ABU DHABI DEVELOPMENTAL HOLDING COMPANY PJSC - ABU DHABI DEVELOPMENT HO ABU DHABI DEVELOPMENT HO	0.34%	2,400,000
103	n/a	STARWOOD PROPERTY MORTGAGE TRUST 2021-FL2 - STARWOOD COMMERCIAL MORTGAGE T STWD 2021 FL2 A 144A	0.34%	2,352,480
104	n/a	TCI-SYMPHONY CLO LTD 2016-1A - TCI SYMPHONY CLO TSYMP 2016 1A AR2 144A	0.34%	2,322,280
105	n/a	FRANCE GOVT - FRANCE (GOVT OF) BONDS 144A REGS 06/49 3	0.34%	2,500,000
106	n/a	FRANCE GOVT - FRANCE (GOVT OF) BONDS 144A REGS 10/27 2.75	0.34%	2,100,000
107	n/a	FREDDIE MAC REMICS 5513 - FREDDIE MAC FHR 5513 MF	0.33%	2,281,498
108	n/a	GOLDMAN SACHS GROUP INC SR UNSECURED 10/29 VAR	0.32%	2,100,000
109	n/a	MORGAN STANLEY MORGAN STANLEY	0.32%	2,100,000
110	NWG.F 03.21.30 144A	NATWEST MARKETS PLC SR UNSECURED 144A 03/30 VAR	0.32%	2,200,000
111	CHTR.3.5 03.01.42	CHARTER COMMUNICATIONS OPERATING LLC/CHARTER COMMUNICATIONS OPERATING CAPITAL - CHARTER COMM OPT LLC/CAP SR SECURED 03/42 3.5	0.32%	3,200,000
112	n/a	SPAIN GOVT - BONOS Y OBLIG DEL ESTADO SR UNSECURED 144A REGS 01/41 3	0.32%	2,100,000
113	n/a	PSP CAPITAL INC PSP CAPITAL INC	0.32%	3,500,000
114	n/a	JAPAN GOVT - JAPAN (30 YEAR ISSUE) JAPAN (30 YEAR ISSUE)	0.32%	346,000,000
115	n/a	SPAIN GOVT - BONOS Y OBLIG DEL ESTADO SR UNSECURED 144A REGS 07/66 3	0.31%	2,268,000
116	KKR.2022-41A A1	KKR CLO 41 LTD - KKR FINANCIAL CLO LTD KKR 2022 41A A1 144A	0.31%	2,100,000
117	n/a	HSBC HOLDINGS PLC SR UNSECURED REGS 05/33 VAR	0.30%	1,800,000
118	n/a	JAPAN GOVT - JAPAN (5 YEAR ISSUE) BONDS 06/29 0.4	0.30%	320,000,000
119	n/a	SCULPTOR EUROPEAN CLO SCULE 6A AR 144A	0.30%	1,900,000
120	n/a	PNC FINANCIAL SERVICES GROUP INC - PNC FINANCIAL SERVICES SR UNSECURED 01/36 VAR	0.30%	2,000,000
121	n/a	FANNIE MAE REMICS 2025-19 - FANNIE MAE FNR 2025 19 FC	0.29%	1,976,642
122	n/a	SOUTH AFRICA GOVT - REPUBLIC OF SOUTH AFRICA SR UNSECURED 01/30 8	0.29%	38,000,000
123	n/a	KOREA NATIONAL OIL CORP (KNOC) - KOREA NATIONAL OIL CORP SR UNSECURED 144A 09/29 4.25	0.29%	2,000,000
124	n/a	GROSVENOR PLACE CLO 2024-2 DAC 24-2A - GROSVENOR PLACE CLO GROSV 2024 2A A 144A	0.29%	1,800,000
125	n/a	ROCKFORD TOWER EUROPE CLO 2018-1A DAC - ROCKFORD TOWER EUROPE CLO RFTE 2018 1A AR	0.29%	1,800,000
126	WFC.V5.198 01.23.30	WELLS FARGO & COMPANY - WELLS FARGO + COMPANY WELLS FARGO + COMPANY	0.28%	1,900,000
127	GLENLN.5.371 04.04.29 144A	GLENCORE FUNDING LLC GLENCORE FUNDING LLC	0.28%	1,900,000
128	n/a	BANCA MONTE DEI PASCHI DI SIENA SPA - BANCA MONTE DEI PASCHI S COVERED REGS 10/27 0.875	0.28%	1,800,000
129	n/a	POLAND GOVT - REPUBLIC OF POLAND SR UNSECURED REGS 02/33 3.875	0.28%	1,700,000
130	n/a	ROMANIA GOVT - ROMANIA SR UNSECURED 144A 09/31 5.125	0.28%	1,800,000
131	KSA.4.875 07.18.33 144A	SAUDI ARABIA GOVT - SAUDI INTERNATIONAL BOND SR UNSECURED 144A 07/33 4.875	0.27%	1,900,000
132	n/a	DEUTSCHE BANK AG/NEW YORK BRANCH - DEUTSCHE BANK NY 11/26 VAR	0.27%	1,900,000
133	n/a	QUEENSLAND TREASURY CORPORATION - QUEENSLAND TREASURY CORP LOCAL GOVT G 08/33 2	0.27%	3,700,000
134	FN.CA4346	FNMA PASS THRU POOLS - FNMA POOL CA4346 FN 10/49 FIXED 3	0.26%	2,077,692
135	FN.BF0334	FNMA PASS THRU POOLS - FNMA POOL BF0334 FN 01/59 FIXED 3.5	0.26%	2,003,437
136	DBJJP.4 08.28.27 144A	DEVELOPMENT BANK OF JAPAN INC (DBJ) - DEVELOPMENT BK OF JAPAN DEVELOPMENT BK OF JAPAN	0.26%	1,800,000
137	PERU.6.9 08.12.37 144A	PERU GOVT - REPUBLIC OF PERU SR UNSECURED 144A 08/37 6.9	0.26%	6,600,000
138	KSA.5.125 01.13.28 144A	SAUDI ARABIA GOVT - SAUDI INTERNATIONAL BOND SR UNSECURED 144A 01/28 5.125	0.25%	1,700,000
139	n/a	UNITED KINGDOM GOVT - UNITED KINGDOM GILT BONDS REGS 10/50 0.625	0.24%	3,500,000
140	n/a	SMB PRIVATE EDUCATION LOAN TRUST 2022-B - SMB PRIVATE EDUCATION LOAN TRU SMB 2022 B A1B 144A	0.24%	1,618,487
141	n/a	GOLDMAN SACHS GROUP INC SR UNSECURED 01/31 VAR	0.24%	1,600,000
142	n/a	NATWEST GROUP PLC SR UNSECURED 01/30 VAR	0.24%	1,600,000
143	n/a	POLAND GOVT - REPUBLIC OF POLAND REPUBLIC OF POLAND	0.23%	1,600,000
144	n/a	SOUTH KOREA GOVT - KOREA TREASURY BOND BONDS 03/53 3.25	0.23%	2,082,810,000
145	n/a	DEUTSCHE BANK AKTIENGESELLSCHAFT - DEUTSCHE BANK AG REGS 11/30 VAR	0.23%	1,600,000
146	n/a	RFR USD SOFR/3.00000 03/19/25-5Y LCH	0.23%	1
147	n/a	REAL ESTATE ASSET LIQUIDITY TRUST 2020-1A - REAL ESTATE ASSET LIQUIDITY TR REALT 2020 1A A2 144A	0.23%	2,400,000
148	n/a	GOLDMAN SACHS GROUP INC SR UNSECURED 10/35 VAR	0.23%	1,600,000
149	OBX.2023-NQM9 A1	OBX 2023-NQM9 TRUST - ONSLOW BAY FINANCIAL LLC OBX 2023 NQM9 A1 144A	0.23%	1,514,628
150	AVOL.L 06.22.28 11	AVOLON TLB BORROWER 1 (US) LLC - AVOLON TLB BORROWER 1 US LLC 2023 TERM LOAN B6	0.23%	1,540,469
151	n/a	UBS GROUP AG UBS GROUP AG	0.23%	1,500,000
152	FN.DB8974	FNMA PASS THRU POOLS - FNMA POOL DB8974 FN 07/54 FIXED 6	0.22%	1,483,292
153	n/a	PALMER SQUARE EUROPEAN LOAN FUNDING 2025-1 DAC 25-1A - PALMER SQUARE EUROPEAN LOAN FU PSTET 2025 1A A 144A	0.22%	1,400,000
154	SANLTD.5.4 08.08.28	SANDS CHINA LTD SR UNSECURED 08/28 5.65	0.22%	1,500,000
155	FN.DB9539	FNMA PASS THRU POOLS - FNMA POOL DB9539 FN 08/54 FIXED 6	0.22%	1,458,028
156	n/a	PROVINCE OF QUEBEC SR UNSECURED 09/34 4.45	0.22%	2,000,000
157	OOMLT.2005-2 M3	OPTION ONE MORTGAGE LOAN TRUST 2005-2 - OPTION ONE MORTGAGE LOAN TRUST OOMLT 2005 2 M3	0.22%	1,743,000
158	n/a	WELLS FARGO & COMPANY - WELLS FARGO + COMPANY SR UNSECURED 10/29 VAR	0.22%	1,400,000
159	n/a	EXPORT DEVELOPMENT CANADA (EDC) - EXPORT DEVELOPMNT CANADA EXPORT DEVELOPMNT CANADA	0.21%	123,600,000
160	GS.V5.851 04.25.35	GOLDMAN SACHS GROUP INC GOLDMAN SACHS GROUP INC	0.21%	1,400,000
161	REPHUN.6.25 09.22.32 144A	HUNGARY GOVT - HUNGARY SR UNSECURED 144A 09/32 6.25	0.21%	1,400,000
162	FN.BY7552	FNMA PASS THRU POOLS - FNMA POOL BY7552 FN 07/54 FIXED 6	0.21%	1,386,906
163	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	0.21%	1,400,000
164	n/a	DRYDEN XXVII-R EURO CLO BV 2017-27A - DRYDEN LEVERAGED LOAN CDO DRYD 2017 27A AR 144A	0.21%	1,309,400
165	n/a	UNITED KINGDOM GOVT - UNITED KINGDOM GILT BONDS REGS 07/53 1.5	0.21%	2,400,000
166	n/a	BLACKROCK EUROPEAN CLO III DESIGNATED ACTIVITY CO 3A - BLACKROCK EUROPEAN CLO DAC BECLO 3A AR 144A	0.20%	1,300,000
167	n/a	UBS GROUP AG SR UNSECURED 144A 08/28 VAR	0.20%	1,344,000
168	WFC.V5.211 12.03.35	WELLS FARGO & COMPANY - WELLS FARGO + COMPANY SR UNSECURED 12/35 VAR	0.20%	1,400,000
169	n/a	CAIRN CLO X BV 18-10A - CAIRN CLO BV CRNCL 2018 10A AR 144A	0.20%	1,266,333
170	n/a	JUBILEE CLO 2016-XVII BV 16-17A - JUBILEE CDO BV JUBIL 2016 17A A2RR 144A	0.20%	1,264,241
171	T.2.25 08.15.49	UNITED STATES GOVT - US TREASURY N/B 08/49 2.25	0.20%	2,100,000
172	n/a	RFR USD SOFR/1.75000 06/15/22-30Y LCH	0.20%	1
173	T.3.5 02.15.33	UNITED STATES GOVT - US TREASURY N/B 02/33 3.5	0.20%	1,400,000
174	n/a	KOMMUNALBANKEN AS SR UNSECURED REGS 01/27 1.9	0.19%	2,200,000
175	n/a	IRS EUR 2.25000 09/17/25-30Y LCH	0.19%	1
176	n/a	ISRAEL GOVT - STATE OF ISRAEL STATE OF ISRAEL	0.19%	1,300,000
177	n/a	UNITED KINGDOM GOVT - UNITED KINGDOM GILT BONDS REGS 01/49 1.75	0.19%	1,900,000
178	n/a	CDX IG43 5Y ICE	0.19%	1
179	n/a	CVC CORDATUS OPPORTUNITY LOAN FUND DAC 1A - CVC CORDATUS OPPORTUNITY LOAN COLFR 1A AR 144A	0.19%	1,200,000
180	n/a	ISRAEL GOVT - STATE OF ISRAEL STATE OF ISRAEL	0.19%	1,300,000
181	n/a	CVC CORDATUS LOAN FUND XI DAC 21-1 - CORDATUS CLO PLC CORDA 11A AR 144A	0.19%	1,197,006
182	n/a	NEW RESIDENTIAL MORTGAGE LOAN TRUST 2019-RPL3 - NEW RESIDENTIAL MORTGAGE LOAN NRZT 2019 RPL3 A1 144A	0.19%	1,348,278
183	TRNTS.2022-20A A1R	TRINITAS CLO 2022 XXA LTD - TRINITAS CLO LTD TRNTS 2022 20A A1R 144A	0.19%	1,300,000
184	n/a	3175SQ653 OTC EPUT FRTR 0.75 97	0.19%	2,400,000
185	n/a	SAUDI ARABIA GOVT - SAUDI INTERNATIONAL BOND SR UNSECURED 144A 03/32 3.375	0.19%	1,200,000
186	CA.GLDGEN 2.16 06.01.2026	GOLDEN STATE TOBACCO SECURITIZATION - GOLDEN ST TOBACCO SECURITIZATI GLDGEN 06/26 FIXED 2.158	0.18%	1,300,000
187	n/a	FORD MOTOR CREDIT COMPANY LLC - FORD MOTOR CREDIT CO LLC SR UNSECURED 08/27 4.125	0.18%	1,300,000
188	POPLR.2007-A A3	POPULAR ABS MTGE PASS THRU TRUST 2007-A - POPULAR ABS MORTGAGE PASS THRO POPLR 2007 A A3	0.18%	1,342,080
189	MARM.2007-3 22A5	MASTR ASSET SECURIZATION TR 2007-3 - MASTR ADJUSTABLE RATE MORTGAGE MARM 2007 3 22A5	0.18%	1,500,000
190	n/a	CAIXABANK SA (AKA: LA CAIXA) - CAIXABANK SA 144A 09/27 VAR	0.18%	1,200,000
191	n/a	UNITED KINGDOM GOVT - UNITED KINGDOM GILT BONDS REGS 07/54 4.375	0.18%	1,100,000
192	T.3 02.15.48	UNITED STATES GOVT - US TREASURY N/B 02/48 3	0.18%	1,600,000
193	n/a	FRANCE GOVT - FRANCE (GOVT OF) BONDS 144A REGS 05/52 0.75	0.18%	2,400,000
194	MS.V5.466 01.18.35	MORGAN STANLEY MORGAN STANLEY	0.18%	1,200,000
195	n/a	UBS GROUP AG SR UNSECURED 144A 07/26 VAR	0.18%	1,200,000
196	ISRAEL.5.75 03.12.54 30Y	ISRAEL GOVT - STATE OF ISRAEL STATE OF ISRAEL	0.17%	1,300,000
197	n/a	RFR USD SOFR/3.25000 03/19/25-10Y LCH	0.17%	1
198	TPMT.2020-2 A1A	TOWD POINT MORTGAGE TRUST 2020-2 - TOWD POINT MORTGAGE TRUST TPMT 2020 2 A1A 144A	0.17%	1,309,787
199	n/a	ROMANIA GOVT - ROMANIA UNSECURED 144A 04/42 2.875	0.17%	1,800,000
200	FN.DB6394	FNMA PASS THRU POOLS - FNMA POOL DB6394 FN 08/54 FIXED 6	0.17%	1,140,304
201	GNR.2024-H02 FJ	GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2024-H02 - GOVERNMENT NATIONAL MORTGAGE A GNR 2024 H02 FJ	0.17%	1,169,766
202	PCG.4.2 03.01.29	PACIFIC GAS AND ELECTRIC CO - PACIFIC GAS + ELECTRIC 1ST MORTGAGE 03/29 4.2	0.17%	1,200,000
203	n/a	INTESA SANPAOLO SPA SR UNSECURED 144A 11/33 VAR	0.17%	1,000,000
204	n/a	HA SUSTAINABLE INFRASTRUCTURE CAPITAL INC - A SUSTAINABLE INFRASTRUCTURE C 04/25 ZCP	0.17%	1,150,000
205	n/a	NEW RESIDENTIAL MORTGAGE LOAN TRUST 2020-RPL1 - NEW RESIDENTIAL MORTGAGE LOAN NRZT 2020 RPL1 A1 144A	0.17%	1,185,969
206	CANRRB.1.5 12.01.44 CPI	CANADA GOVT - CANADIAN GOVERNMENT RRB BONDS 12/44 1.5	0.16%	1,534,830
207	PERU.6.15 08.12.32 144A	PERU GOVT - REPUBLIC OF PERU SR UNSECURED 144A 08/32 6.15	0.16%	4,000,000
208	n/a	INTER-AMERICAN DEVELOPMENT BANK - INTER AMERICAN DEVEL BK UNSECURED REGS 04/27 2.5	0.16%	1,800,000
209	VERUS.2023-INV3 A1	VERUS SECURITIZATION TRUST 2023-INV3 - VERUS SECURITIZATION TRUST VERUS 2023 INV3 A1 144A	0.16%	1,070,225
210	n/a	BANCA MONTE DEI PASCHI DI SIENA SPA - BANCA MONTE DEI PASCHI S REGS 04/25 2.625	0.16%	1,000,000
211	n/a	ROMANIA GOVT - ROMANIA SR UNSECURED 144A 02/34 3.75	0.16%	1,200,000
212	n/a	RFR JPY MUT+5.89/0.4000 06/19/19-20Y LCH	0.16%	1
213	n/a	AVOLON HOLDINGS FUNDING LIMITED - AVOLON HOLDINGS FNDG LTD COMPANY GUAR 144A 11/27 2.528	0.16%	1,144,000
214	n/a	SERBIA GOVT - REPUBLIC OF SERBIA SR UNSECURED 144A 09/28 1	0.16%	1,100,000
215	n/a	SAUDI ARABIA GOVT - SAUDI INTERNATIONAL BOND SR UNSECURED 144A 01/31 5.375	0.15%	1,000,000
216	n/a	PACIFICORP PACIFICORP	0.15%	1,000,000
217	UBS.V3.091 05.14.32 144A	UBS GROUP AG SR UNSECURED 144A 05/32 VAR	0.14%	1,100,000
218	n/a	NOMURA HOLDINGS INC SR UNSECURED 01/27 2.329	0.14%	1,000,000
219	n/a	FAIRFAX FINANCIAL HOLDINGS LIMITED - FAIRFAX FINL HLDGS LTD SR UNSECURED REGS 03/28 2.75	0.14%	900,000
220	n/a	QUEENSLAND TREASURY CORPORATION - QUEENSLAND TREASURY CORP LOCAL GOVT G 144A REGS 07/34 1	0.14%	2,000,000
221	JPALT.2006-A5 1A4	JP MORGAN ALTERNATIVE LOAN TRUST 2006-A5 - J.P. MORGAN ALTERNATIVE LOAN T JPALT 2006 A5 1A4	0.14%	1,042,327
222	n/a	CHINA GOVT - CHINA GOVERNMENT BOND BONDS 01/55 1.92	0.14%	7,000,000
223	n/a	HARVEST CLO XVI DAC 16A - HARVEST CLO HARVT 16A ARR 144A	0.14%	867,467
224	n/a	GOVERNMENT NATIONAL MTGE ASSOC 2004-68 - GOVERNMENT NATIONAL MORTGAGE A GNR 2004 68 ZC	0.14%	920,027
225	G2.MA9961	GNMA PASS THRU POOLS - GNMA II POOL MA9961 G2 10/54 FIXED 3.5	0.13%	999,901
226	n/a	GNMA PASS THRU POOLS - GNMA II POOL MB0022 G2 11/54 FIXED 3.5	0.13%	999,900
227	BMY.5.2 02.22.34	BRISTOL-MYERS SQUIBB COMPANY - BRISTOL MYERS SQUIBB CO BRISTOL MYERS SQUIBB CO	0.13%	900,000
228	n/a	HSBC HOLDINGS PLC SR UNSECURED 08/27 VAR	0.13%	900,000
229	FN.DA8029	FNMA PASS THRU POOLS - FNMA POOL DA8029 FN 02/54 FIXED 6	0.13%	897,868
230	CWALT.2006-OA12 A1C	COUNTRYWIDE ALTERNATIVE LN TR 2006-OA12 - COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 OA12 A1C	0.13%	1,048,244
231	BFCM.5.088 01.23.27 144A	BANQUE FEDERATIVE DU CREDIT MUTUEL (BFCM) - BANQUE FED CRED MUTUEL 144A 01/27 5.088	0.13%	900,000
232	n/a	TREASURY CORPORATION OF VICTORIA - TREASURY CORP VICTORIA LOCAL GOVT G 12/32 4.25	0.13%	1,500,000
233	TPMT.2020-1 A1	TOWD POINT MORTGAGE TRUST 2020-1 - TOWD POINT MORTGAGE TRUST TPMT 2020 1 A1 144A	0.13%	945,827
234	n/a	JAPAN GOVT - JAPAN (30 YEAR ISSUE) BONDS 06/51 0.7	0.13%	200,000,000
235	FN.MA5138	FNMA PASS THRU POOLS - FNMA POOL MA5138 FN 09/53 FIXED 5.5	0.13%	875,300
236	FN.DA0866	FNMA PASS THRU POOLS - FNMA POOL DA0866 FN 09/53 FIXED 5.5	0.13%	871,690
237	n/a	RFR USD SOFR/3.25000 12/20/23-30Y LCH	0.13%	1
238	n/a	FNMA PASS THRU POOLS - FNMA POOL FM3972 FN 07/50 FIXED VAR	0.13%	951,211
239	n/a	GA GLOBAL FUNDING TRUST SECURED 144A 01/27 2.25	0.13%	900,000
240	FR.QG5960	FHLMC PASS THRU POOLS - FED HM LN PC POOL QG5960 FR 07/53 FIXED 5.5	0.12%	821,370
241	MUNMET.10.1 12.15.43	CREDICORP CAPITAL SOCIEDAD TITULIZADORA SA - CREDICORP CAPITAL SOCIED LOCAL GOVT G 144A 12/43 10.1	0.12%	2,800,000
242	n/a	SAUDI ARABIA GOVT - KSA SUKUK LTD SR UNSECURED 144A 10/28 5.268	0.12%	800,000
243	n/a	PHILIP MORRIS INTERNATIONAL INC - PHILIP MORRIS INTL INC PHILIP MORRIS INTL INC	0.12%	800,000
244	FR.RA4542	FHLMC PASS THRU POOLS - FED HM LN PC POOL RA4542 FR 02/51 FIXED 2.5	0.12%	974,001
245	CHASE.2023-RPL2 A1	CHASE HOME LENDING MORTGAGE TRUST 2023-RPL2 - CHASE MORTGAGE FINANCE CORPORA CHASE 2023 RPL2 A1 144A	0.12%	898,505
246	CHILE.4.85 01.22.29	CHILEAN GOVT - REPUBLIC OF CHILE REPUBLIC OF CHILE	0.12%	800,000
247	GLENLN.5.186 04.01.30 144A	GLENCORE FUNDING LLC COMPANY GUAR 144A 04/30 5.186	0.12%	800,000
248	FN.BF0463	FNMA PASS THRU POOLS - FNMA POOL BF0463 FN 03/60 FIXED 3	0.12%	932,031
249	INTNED.V5.525 03.25.36	ING GROEP NV SR UNSECURED 03/36 VAR	0.12%	800,000
250	FN.DA7768	FNMA PASS THRU POOLS - FNMA POOL DA7768 FN 02/54 FIXED 6	0.12%	787,761
251	n/a	MALAYSIA GOVT - MALAYSIA GOVERNMENT BONDS 04/31 2.632	0.12%	3,700,000
252	CHTR.3.7 04.01.51	CHARTER COMMUNICATIONS OPERATING LLC/CHARTER COMMUNICATIONS OPERATING CAPITAL - CHARTER COMM OPT LLC/CAP SR SECURED 04/51 3.7	0.11%	1,200,000
253	n/a	EURO-BUND FUTURE JUN25 XEUR 20250606	0.11%	-292
254	n/a	RFR USD SOFR/2.96478 10/05/22-4Y* LCH	0.11%	1
255	n/a	ROMANIA GOVT - ROMANIA ROMANIA	0.11%	700,000
256	n/a	UNITED STATES GOVT - TSY INFL IX N/B 01/32 0.125	0.11%	802,025
257	FN.CA6106	FNMA PASS THRU POOLS - FNMA POOL CA6106 FN 06/50 FIXED 4	0.11%	767,355
258	n/a	OPTION ONE MORTGAGE LOAN TRUST 2007-4 - OPTION ONE MORTGAGE LOAN TRUST OOMLT 2007 4 1A1	0.11%	1,022,324
259	BA.6.259 05.01.27	BOEING CO/THE SR UNSECURED 05/27 6.259	0.11%	700,000
260	JPMMT.2005-ALT1 1A1	JP MORGAN MTGE TRUST 2005-ALT1 - JP MORGAN MORTGAGE TRUST JPMMT 2005 ALT1 1A1	0.10%	1,004,270
261	n/a	SERBIA GOVT - REPUBLIC OF SERBIA SR UNSECURED 144A 09/36 2.05	0.10%	900,000
262	n/a	SAUDI ARABIAN OIL COMPANY (SAUDI ARAMCO) - SAUDI ARABIAN OIL CO SR UNSECURED REGS 11/30 2.25	0.10%	800,000
263	ACE.2006-FM1 A1A	ACE SECURITIES CORP 2006-FM1 - ACE SECURITIES CORP. ACE 2006 FM1 A1A	0.10%	2,174,492
264	MS.V4.654 10.18.30	MORGAN STANLEY SR UNSECURED 10/30 VAR	0.10%	700,000
265	n/a	TREASURY CORPORATION OF VICTORIA - TREASURY CORP VICTORIA LOCAL GOVT G 09/35 2	0.10%	1,500,000
266	n/a	ROMANIA GOVT - ROMANIA ROMANIA	0.10%	700,000
267	n/a	GS MORTGAGE-BACKED SECURITIES TRUST 2021-GR3 - GS MORTGAGE BACKED SECURITIES GSMBS 2021 GR3 A2 144A	0.10%	838,976
268	n/a	SMB PRIVATE EDUCATION LOAN TRUST 2020-B - SMB PRIVATE EDUCATION LOAN TRU SMB 2020 B A1A 144A	0.10%	725,566
269	n/a	UBS GROUP AG SR UNSECURED REGS 08/28 VAR	0.10%	656,000
270	JPALT.2005-A2 2A1	JP MORGAN ALTERNATIVE LOAN TR 2005-A2 - J.P. MORGAN ALTERNATIVE LOAN T JPALT 2005 A2 2A1	0.10%	958,802
271	n/a	NATIONWIDE BUILDING SOCIETY - NATIONWIDE BLDG SOCIETY SR UNSECURED 144A 02/28 VAR	0.10%	700,000
272	n/a	SPAIN GOVT - BONOS Y OBLIG DEL ESTADO SR UNSECURED 144A REGS 10/71 1	0.10%	1,370,000
273	n/a	PHILIP MORRIS INTERNATIONAL INC - PHILIP MORRIS INTL INC PHILIP MORRIS INTL INC	0.10%	600,000
274	n/a	MFA 2023-NQM4 TRUST - MFRA TRUST MFRA 2023 NQM4 A1 144A	0.10%	653,183
275	n/a	ROMANIA GOVT - ROMANIA SR UNSECURED 144A 03/30 5.25	0.10%	600,000
276	n/a	AUSTRALIA GOVT - AUSTRALIAN GOVERNMENT BONDS 05/30 2.5	0.09%	1,100,000
277	FR.SD8463	FHLMC PASS THRU POOLS - FED HM LN PC POOL SD8463 FR 09/54 FIXED 6	0.09%	630,787
278	VERUS.2023-8 A1	VERUS SECURITIZATION TRUST 2023-8 - VERUS SECURITIZATION TRUST VERUS 2023 8 A1 144A	0.09%	631,160
279	n/a	FORT CRE 2022-FL3 - FORTRESS CBO INVESTMENTS LTD FORT 2022 FL3 A 144A	0.09%	644,429
280	SASC.2006-RF4 1A1	STRUCTURED ASSET SEC CORP 2006-RF4 - STRUCTURED ASSET SECURITIES CO SASC 2006 RF4 1A1 144A	0.09%	753,879
281	n/a	NYKREDIT REALKREDIT A/S - NYKREDIT REALKREDIT AS COVERED REGS 10/52 1.5	0.09%	5,313,304
282	MUBAUH.5.5 04.28.33 144A	MDGH GMTN (RSC) LTD - MDGH GMTN RSC LTD COMPANY GUAR 144A 04/33 5.5	0.09%	600,000
283	KKR.9 AR2	KKR CLO 9 LTD - KKR FINANCIAL CLO LTD KKR 9 AR2 144A	0.09%	616,699
284	n/a	UNITED STATES GOVT - US TREASURY N/B 05/34 4.375	0.09%	600,000
285	n/a	FORD MOTOR CREDIT COMPANY LLC - FORD MOTOR CREDIT CO LLC SR UNSECURED 08/26 4.542	0.09%	600,000
286	n/a	LEHMAN XS TRUST 2006-16N - LEHMAN XS TRUST LXS 2006 16N A322	0.09%	764,856
287	n/a	GS MORTGAGE-BACKED SECURITIES TRUST 2021-INV1 - GS MORTGAGE BACKED SECURITIES GSMBS 2021 INV1 A2 144A	0.08%	694,919
288	WMALT.2006-AR3 A1A	WASHINGTON MUTUAL MTGE P/T 2006-AR3 - WASHINGTON MUTUAL MORTGAGE PAS WMALT 2006 AR3 A1A	0.08%	650,335
289	ISRAEL.4.5 01.17.33 10Y	ISRAEL GOVT - STATE OF ISRAEL SR UNSECURED 01/33 4.5	0.08%	600,000
290	GSAMP.2006-FM2 A2D	GSAMP TRUST 2006-FM2 - GSAMP TRUST GSAMP 2006 FM2 A2D	0.08%	1,600,049
291	n/a	AUTONOMOUS COMMUNITY OF CATALONIA (AKA: GENERALITAT DE CATALUNYA) - GENERALITAT DE CATALUNYA SR UNSECURED 04/35 4.22	0.08%	500,000
292	n/a	PERU GOVT - REPUBLIC OF PERU SR UNSECURED 12/60 2.78	0.08%	1,000,000
293	n/a	STRUCTURED ASSET MTGE INVEST 2007-AR6 - STRUCTURED ASSET MORTGAGE INVE SAMI 2007 AR6 A1	0.08%	645,188
294	n/a	POLAND GOVT - REPUBLIC OF POLAND SR UNSECURED REGS 02/43 4.25	0.08%	500,000
295	TII.0.375 07.15.25	UNITED STATES GOVT - TSY INFL IX N/B 07/25 0.375	0.08%	535,716
296	MFRA.2020-NQM2 A1	MFA 2020-NQM2 TRUST - MFRA TRUST MFRA 2020 NQM2 A1 144A	0.08%	554,758
297	n/a	RFR USD SOFR/3.00000 03/19/25-2Y LCH	0.08%	1
298	n/a	ROMANIA GOVT - ROMANIA UNSECURED 144A 12/40 2.625	0.08%	800,000
299	PETMK.3.404 04.28.61 144A	PETRONAS CAPITAL LIMITED - PETRONAS CAPITAL LTD COMPANY GUAR 144A 04/61 3.404	0.08%	800,000
300	QPETRO.2.25 07.12.31 144A	QATARENERGY - QATAR ENERGY SR UNSECURED 144A 07/31 2.25	0.08%	600,000
301	n/a	ORGANON & CO / ORGANON FOREIGN DEBT CO-ISSUER BV - ORGANON + CO/ORG SR SECURED REGS 04/28 2.875	0.08%	500,000
302	n/a	ROMANIA GOVT - ROMANIA SR UNSECURED REGS 01/32 2	0.08%	600,000
303	n/a	NEXI SPA SR UNSECURED REGS 04/29 2.125	0.07%	500,000
304	n/a	UNITED STATES GOVT - TSY INFL IX N/B 07/32 0.625	0.07%	546,560
305	n/a	NEW SOUTH WALES TREASURY CORPORATION - NEW S WALES TREASURY CRP LOCAL GOVT G 03/33 2	0.07%	1,000,000
306	HSBC.V5.597 05.17.28	HSBC HOLDINGS PLC HSBC HOLDINGS PLC	0.07%	500,000
307	n/a	FRANCE GOVT - FRANCE (GOVT OF) BONDS 144A REGS 05/72 0.5	0.07%	1,600,000
308	n/a	POLAND GOVT - REPUBLIC OF POLAND BONDS 02/30 4.875	0.07%	500,000
309	GSAMP.2007-NC1 A1	GSAMP TRUST 2007-NC1 - GSAMP TRUST GSAMP 2007 NC1 A1	0.07%	998,695
310	n/a	IRS EUR 0.06350 11/17/22-30Y LCH	0.07%	1
311	FVM5	US 5YR NOTE (CBT) JUN25 XCBT 20250630	0.07%	481
312	n/a	TOWD POINT MORTGAGE TRUST 2019-HY2 - TOWD POINT MORTGAGE TRUST TPMT 2019 HY2 A1 144A	0.07%	477,667
313	n/a	MORGAN STANLEY HOME EQUITY LN 2007-2 - MORGAN STANLEY HOME EQUITY LOA MSHEL 2007 2 A4	0.07%	943,612
314	GPMF.2006-AR7 1A32	GREENPOINT MTGE FUNDING TR 2006-AR7 - GREENPOINT MORTGAGE FUNDING TR GPMF 2006 AR7 1A32	0.07%	502,481
315	n/a	NEW ZEALAND GOVT - NEW ZEALAND GOVERNMENT UNSECURED 05/31 1.5	0.07%	1,000,000
316	n/a	UNITED WHOLESALE MORTGAGE LLC 2021-INV5 - UNITED WHOLESALE MORTGAGE LLC UWM 2021 INV5 A12 144A	0.07%	569,218
317	CWALT.2006-OA8 2A4	COUNTRYWIDE ALTERNATIVE LOAN TR 2006-OA8 - COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 OA8 2A4	0.07%	680,032
318	n/a	REALKREDIT DANMARK A/S - REALKREDIT DANMARK COVERED REGS 10/53 1.5	0.07%	4,102,790
319	CSMC.2021-INV1 A3	CSMC 2021-INV1 TRUST - CREDIT SUISSE MORTGAGE TRUST CSMC 2021 INV1 A3 144A	0.07%	576,352
320	n/a	TEXAS NATURAL GAS SECURITIZATION FINANCE CORP - TEXAS NATURAL GAS SECURITIZTN TNGUTL 04/35 FIXED 5.102	0.07%	463,453
321	REALT.2020-1A A1	REAL ESTATE ASSET LIQUIDITY TRUST 2020-1A - REAL ESTATE ASSET LIQUIDITY TR REALT 2020 1A A1 144A	0.07%	690,748
322	n/a	EUROSAIL PLC 2007-3X - EUROSAIL PLC ESAIL 2007 3X A3A REGS	0.07%	362,033
323	n/a	BOUGHT EUR SOLD USD 20250502	0.07%	1
324	MEX.5 04.27.51	MEXICO GOVT - UNITED MEXICAN STATES SR UNSECURED 04/51 5	0.07%	600,000
325	INDX.2006-AR4 A1A	INDYMAC INDX MORTGAGE LOAN TR 2006-AR4 - INDYMAC INDX MORTGAGE LOAN TRU INDX 2006 AR4 A1A	0.07%	499,647
326	n/a	ACCUNIA EUROPEAN CLO I DAC 1A - ACCUNIA EUROPEAN CLO ACCUN 1A AR 144A	0.07%	418,537
327	BALTA.2006-6 32A1	BEAR STEARNS ALT-A TRUST 2006-6 - BEAR STEARNS ALT A TRUST BALTA 2006 6 32A1	0.06%	840,031
328	n/a	BOUGHT GBP SOLD USD 20250402	0.06%	1
329	INDX.2007-FLX1 A3	INDYMAC INDX MTGE LOAN TRUST 2007-FLX1 - INDYMAC INDX MORTGAGE LOAN TRU INDX 2007 FLX1 A3	0.06%	648,554
330	FR.QJ0287	FHLMC PASS THRU POOLS - FED HM LN PC POOL QJ0287 FR 07/54 FIXED 6	0.06%	412,295
331	G2.MA7828	GNMA PASS THRU POOLS - GNMA II POOL MA7828 G2 01/52 FIXED 3	0.06%	473,123
332	n/a	MALAYSIA GOVT - MALAYSIA GOVERNMENT BONDS 04/37 4.762	0.06%	1,700,000
333	CWALT.2007-OA6 A1B	COUNTRYWIDE ALTERNATIVE LN TR 2007-OA6 - COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2007 OA6 A1B	0.06%	448,738
334	WAMU.2006-AR2 2A1	WASHINGTON MUTUAL 2006-AR2 - WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR2 2A1	0.06%	470,919
335	n/a	FORD MOTOR CREDIT COMPANY LLC - FORD MOTOR CREDIT CO LLC SR UNSECURED 11/25 3.375	0.06%	400,000
336	UBS.V3.869 01.12.29 144A	UBS GROUP AG SR UNSECURED 144A 01/29 VAR	0.06%	400,000
337	CSFB.2004-CF2 2M1	CS FIRST BOSTON MTGE SEC CORP 2004-CF2 - CREDIT SUISSE FIRST BOSTON MOR CSFB 2004 CF2 2M1 144A	0.06%	380,021
338	AHMA.2006-2 2A1	AMERICAN HOME MORTGAGE ASSETS 2006-2 - AMERICAN HOME MORTGAGE ASSETS AHMA 2006 2 2A1	0.06%	414,662
339	n/a	PACIFIC GAS AND ELECTRIC CO - PACIFIC GAS + ELECTRIC 1ST MORTGAGE 07/30 4.55	0.06%	400,000
340	WAMU.2007-HY4 1A1	WAMU MTGE P/T CERTIFICATES 2007-HY4 - WAMU MORTGAGE PASS THROUGH CER WAMU 2007 HY4 1A1	0.06%	423,870
341	ARGENT.0.75 07.09.30	ARGENTINA GOVT - REPUBLIC OF ARGENTINA SR UNSECURED 07/30 VAR	0.06%	519,166
342	POLAND.5.5 04.04.53	POLAND GOVT - REPUBLIC OF POLAND SR UNSECURED 04/53 5.5	0.06%	400,000
343	BALTA.2006-5 2A2	BEAR STEARNS ALT-A TRUST 2006-5 - BEAR STEARNS ALT A TRUST BALTA 2006 5 2A2	0.05%	795,272
344	G2.MB0088	GNMA PASS THRU POOLS - GNMA II POOL MB0088 G2 12/54 FIXED 3.5	0.05%	399,960
345	CMLTI.2005-7 1A2	CITIGROUP MTGE LOAN TRUST INC 2005-7 - CITIGROUP MORTGAGE LOAN TRUST CMLTI 2005 7 1A2	0.05%	403,546
346	UXYM5	US 10YR ULTRA FUT JUN25 XCBT 20250618	0.05%	298
347	n/a	COUNTRYWIDE ALTERNATIVE LN TR 2005-14 - COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 14 2A1	0.05%	379,954
348	CMLTI.2007-AHL3 A3A	CITIGROUP MTGE LOAN TR INC 2007-AHL3 - CITIGROUP MORTGAGE LOAN TRUST CMLTI 2007 AHL3 A3A	0.05%	512,824
349	n/a	CANADIAN NATURAL RESOURCES LIMITED - CANADIAN NATURAL RESOU	0.05%	350,000
350	DOCTOR.4.5 01.18.32 144A	DOCTORS CO/THE - DOCTORS CO INTERINSURANC SUBORDINATED 144A 01/32 4.5	0.05%	400,000
351	PETMK.4.8 04.21.60 144A	PETRONAS CAPITAL LIMITED - PETRONAS CAPITAL LTD COMPANY GUAR 144A 04/60 4.8	0.05%	400,000
352	n/a	JAPAN GOVT - JAPAN (30 YEAR ISSUE) BONDS 09/46 0.5	0.05%	74,000,000
353	CWALT.2006-OA6 1A2	COUNTRYWIDE ALTERNATIVE LOAN TR 2006-OA6 - COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 OA6 1A2	0.05%	381,245
354	GPMF.2006-OH1 A1	GREENPOINT MORTGAGE FUND TRUST 2006-OH1 - GREENPOINT MORTGAGE FUNDING TR GPMF 2006 OH1 A1	0.05%	374,677
355	PETMK.4.55 04.21.50 144A	PETRONAS CAPITAL LIMITED - PETRONAS CAPITAL LTD COMPANY GUAR 144A 04/50 4.55	0.05%	400,000
356	BSARM.2004-8 13A1	BEAR STEARNS ARM TR 2004-8 - BEAR STEARNS ADJUSTABLE RATE M BSARM 2004 8 13A1	0.05%	378,383
357	n/a	IRS EUR 0.05400 05/27/25-25Y LCH	0.05%	1
358	n/a	BANC OF AMERICA FUNDING CORP 2006-I - BANC OF AMERICA FUNDING CORPOR BAFC 2006 I 4A1	0.05%	393,757
359	n/a	AUSTRALIA GOVT - AUSTRALIAN GOVERNMENT SR UNSECURED REGS 06/51 1.75	0.05%	1,000,000
360	n/a	ROMANIA GOVT - ROMANIA UNSECURED 144A 04/41 2.75	0.05%	500,000
361	WAMU.2006-AR4 1A1A	WASHINGTON MUTUAL 2006-AR4 - WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR4 1A1A	0.05%	343,876
362	n/a	STRUCTURED ADJUSTABLE RT MTGE LN 2005-7 - STRUCTURED ADJUSTABLE RATE MOR SARM 2005 7 1A3	0.05%	350,218
363	n/a	SAUDI ARABIA GOVT - SAUDI INTERNATIONAL BOND SR UNSECURED 144A 03/37 3.75	0.05%	300,000
364	n/a	RFR USD SOFR/3.25000 03/19/25-30Y LCH	0.05%	1
365	CWHL.2005-2 1A1	COUNTRYWIDE HOME LOANS 2005-2 - COUNTRYWIDE HOME LOANS CWHL 2005 2 1A1	0.04%	333,119
366	POLAND.5.375 02.12.35	POLAND GOVT - REPUBLIC OF POLAND BONDS 02/35 5.375	0.04%	300,000
367	ISRAEL.5.625 02.19.35 10Y	ISRAEL GOVT - STATE OF ISRAEL SR UNSECURED 02/35 5.625	0.04%	300,000
368	HVMLT.2007-5 A1A	HARBORVIEW MORTGAGE LOAN TR 2007-5 - HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2007 5 A1A	0.04%	344,804
369	FHR.4579 FD	FREDDIE MAC REMICS 4579 - FREDDIE MAC FHR 4579 FD	0.04%	297,902
370	BSABS.2007-SD2 2A1	BEAR STEARNS ASSET BACKED SECURITIES TRUST 2007-SD2 - BEAR STEARNS ASSET BACKED SECU BSABS 2007 SD2 2A1	0.04%	297,864
371	RALI.2007-QH8 A	RESIDENTIAL ACCREDIT LOANS 2007-QH8 - RESIDENTIAL ACCREDIT LOANS, IN RALI 2007 QH8 A	0.04%	351,175
372	n/a	RFR USD SOFR/3.75000 06/20/24-10Y LCH	0.04%	1
373	n/a	EURO-BOBL FUTURE JUN25 XEUR 20250606	0.04%	-275
374	FN.MA5445	FNMA PASS THRU POOLS - FNMA POOL MA5445 FN 08/54 FIXED 6	0.04%	274,038
375	F.2.9 02.16.28	FORD MOTOR CREDIT COMPANY LLC - FORD MOTOR CREDIT CO LLC SR UNSECURED 02/28 2.9	0.04%	300,000
376	SAMI.2006-AR6 2A1	STRUCTURED ASSET MTGE INVEST 2006-AR6 - STRUCTURED ASSET MORTGAGE INVE SAMI 2006 AR6 2A1	0.04%	385,380
377	AREIT.2021-CRE5 A	AREIT TRUST 2021-CRE5 - AREIT CRE TRUST AREIT 2021 CRE5 A 144A	0.04%	275,311
378	n/a	UNITED STATES GOVT - TREASURY BILL 05/25 0.00000	0.04%	273,000
379	n/a	NORDEA KREDIT REALKREDITAKTIESELSKAB - NORDEA KREDIT REALKREDIT COVERED 10/53 1.5	0.04%	2,280,971
380	MSM.2007-1XS 2A3	MORGAN STANLEY MORTGAGE LOAN TRUST 2007-1XS - MORGAN STANLEY MORTGAGE LOAN T MSM 2007 1XS 2A3	0.04%	1,286,655
381	n/a	OIS CAD CAONREPO/3.89750 06/19/25-1Y LCH	0.04%	1
382	n/a	RFR GBP SONIO/3.75000 03/19/25-30Y LCH	0.04%	1
383	FR.RB5012	FHLMC PASS THRU POOLS - FED HM LN PC POOL RB5012 FR 10/39 FIXED 3.5	0.04%	274,466
384	FN.BJ8703	FNMA PASS THRU POOLS - FNMA POOL BJ8703 FN 05/49 FIXED 3.5	0.04%	281,383
385	JPMMT.2008-R2 1A1	JP MORGAN MORTGAGE TRUST 2008-R2 - JP MORGAN MORTGAGE TRUST JPMMT 2008 R2 1A1 144A	0.04%	277,350
386	BAFC.2005-5 2A1	BANC OF AMERICA FUNDING CORP 2005-5 - BANC OF AMERICA FUNDING CORPOR BAFC 2005 5 2A1	0.04%	255,333
387	n/a	SINGAPORE GOVT - SINGAPORE GOVERNMENT BONDS 07/39 2.375	0.04%	355,000
388	n/a	RESIDENTIAL ACCREDIT LOANS 2006-QS6 - RESIDENTIAL ACCREDIT LOANS, IN RALI 2006 QS6 1A1	0.04%	310,067
389	n/a	EVERSOURCE ENERGY	0.04%	250,000
390	CHTR.3.85 04.01.61	CHARTER COMMUNICATIONS OPERATING LLC/CHARTER COMMUNICATIONS OPERATING CAPITAL - CHARTER COMM OPT LLC/CAP SR SECURED 04/61 3.85	0.04%	400,000
391	n/a	BOUGHT EUR SOLD USD 20250402	0.04%	1
392	n/a	RESIDENTIAL ACCREDIT LOANS INC 2007-QO2 - RESIDENTIAL ACCREDIT LOANS, IN RALI 2007 QO2 A1	0.03%	764,801
393	n/a	CDX IG44 5Y ICE	0.03%	1
394	n/a	BOUGHT SEK SOLD USD 20250402	0.03%	1
395	n/a	SOUTH KOREA GOVT - KOREA TREASURY BOND BONDS 12/28 2.375	0.03%	331,640,000
396	n/a	SMB PRIVATE EDUCATION LOAN TRUST 2020-B - SMB PRIVATE EDUCATION LOAN TRU SMB 2020 B A1B 144A	0.03%	223,251
397	WAMU.2006-AR17 2A	WASHINGTON MUTUAL 2006-AR17 - WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR17 2A	0.03%	240,148
398	n/a	ROMANIA GOVT - ROMANIA SR UNSECURED 144A 09/34 6.25	0.03%	200,000
399	n/a	OIS CAD CAONREPO/3.92500 06/19/25-1Y LCH	0.03%	1
400	MFRA.2020-NQM2 A3	MFA 2020-NQM2 TRUST - MFRA TRUST MFRA 2020 NQM2 A3 144A	0.03%	212,462
401	BCAP.2011-RR4 8A1	BCAP LLC TRUST 2011-RR4 - BCAP LLC TRUST BCAP 2011 RR4 8A1 144A	0.03%	506,524
402	WAMU.2004-AR13 A2A	WASHINGTON MUTUAL 2004-AR13 - WAMU MORTGAGE PASS THROUGH CER WAMU 2004 AR13 A2A	0.03%	204,515
403	WMALT.2005-8 3CB1	WMALT MTGE PASS-THRU CERT 2005-8 - WASHINGTON MUTUAL MORTGAGE PAS WMALT 2005 8 3CB1	0.03%	246,463
404	TMST.2007-3 3A1	THORNBURG MORTGAGE SECURITIES TR 2007-3 - THORNBURG MORTGAGE SECURITIES TMST 2007 3 3A1	0.03%	215,867
405	RAST.2006-A8 2A4	RESIDENTIAL ASSET SEC TRUST 2006-A8 - RESIDENTIAL ASSET SECURITIZATI RAST 2006 A8 2A4	0.03%	656,859
406	T.3 02.15.49	UNITED STATES GOVT - US TREASURY N/B 02/49 3	0.03%	250,000
407	WAMU.2005-AR8 2A1A	WASHINGTON MUTUAL 2005-AR8 - WAMU MORTGAGE PASS THROUGH CER WAMU 2005 AR8 2A1A	0.03%	185,323
408	SABR.2007-BR5 A2A	SECURITIZED ASSET BACKED RECEIVABLES LLC 2007-BR5 - SECURITIZED ASSET BACKED RECEI SABR 2007 BR5 A2A	0.03%	238,647
409	n/a	RFR USD SOFR/3.33507 12/30/22-9Y* LCH	0.03%	1
410	n/a	VOYA CLO LTD 2017-1A - VOYA CLO LTD VOYA 2017 1A A1R 144A	0.03%	180,503
411	PCHLT.2005-1 M4	PEOPLES CHOICE HOME LOAN SECURITIES TRUST 2005-1 - PEOPLE S CHOICE HOME LOAN SECU PCHLT 2005 1 M4	0.03%	182,175
412	n/a	ROMANIA GOVT - ROMANIA SR UNSECURED REGS 07/31 2.124	0.03%	200,000
413	n/a	COUNTRYWIDE HOME LOANS 2007-HY4 - COUNTRYWIDE HOME LOANS CWHL 2007 HY4 1A1	0.03%	190,807
414	n/a	SOLD JPY BOUGHT USD 20260105	0.02%	1
415	INDX.2007-FLX3 A1	INDYMAC INDX MTGE LOAN TRUST 2007-FLX3 - INDYMAC INDX MORTGAGE LOAN TRU INDX 2007 FLX3 A1	0.02%	183,492
416	n/a	IRS EUR 2.21300 03/12/40-15Y LCH	0.02%	1
417	CWALT.2005-56 2A3	COUNTRYWIDE ALTERNATIVE LN TR 2005-56 - COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 56 2A3	0.02%	190,652
418	n/a	IRS NZD 4.75000 06/19/24-5Y LCH	0.02%	1
419	n/a	EUROMASTER PLC 2007-1V - EUROMASTR PLC EMAST 2007 1V A2 REGS	0.02%	126,932
420	n/a	WASHINGTON MUTUAL ALTERNATIVE MORTGAGE PASS-THROUGH CERTIFICATES 2006-AR5 - WASHINGTON MUTUAL MORTGAGE PAS WMALT 2006 AR5 3A	0.02%	259,154
421	DBALT.2005-6 2A3	DEUTSCHE ALT-A SEC INC MTGE LO 2005-6 - DEUTSCHE ALT A SECURITIES INC DBALT 2005 6 2A3	0.02%	190,996
422	FHAMS.2005-AA6 3A1	FIRST HORIZON ALT MTG SEC 2005-AA6 - FIRST HORIZON ALTERNATIVE MORT FHAMS 2005 AA6 3A1	0.02%	193,072
423	TMST.2007-3 2A1	THORNBURG MORTGAGE SECURITIES TR 2007-3 - THORNBURG MORTGAGE SECURITIES TMST 2007 3 2A1	0.02%	163,209
424	NAA.2007-1 1A6	NOMURA ASSET ACCEPTANCE CORP 2007-1 - NOMURA ASSET ACCEPTANCE CORPOR NAA 2007 1 1A6	0.02%	168,123
425	n/a	IRS EUR 2.78000 05/02/24-5Y LCH	0.02%	1
426	FN.FM1796	FNMA PASS THRU POOLS - FNMA POOL FM1796 FN 10/34 FIXED VAR	0.02%	160,945
427	n/a	BANC OF AMERICA FUNDING CORP 2004-B - BANC OF AMERICA FUNDING CORPOR BAFC 2004 B 5A1	0.02%	155,730
428	PCG.4 12.01.46	PACIFIC GAS AND ELECTRIC CO - PACIFIC GAS + ELECTRIC 1ST MORTGAGE 12/46 4	0.02%	200,000
429	RALI.2007-QS8 A6	RALI TRUST 2007-QS8 - RESIDENTIAL ACCREDIT LOANS, IN RALI 2007 QS8 A6	0.02%	184,992
430	WAMU.2007-HY1 1A1	WAMU MTGE P/T CERT 2007-HY1 - WAMU MORTGAGE PASS THROUGH CER WAMU 2007 HY1 1A1	0.02%	165,621
431	n/a	IRS AUD 4.50000 03/19/25-10Y LCH	0.02%	1
432	n/a	FHLMC STRUCTURED PASS THRU SEC T-62 - FHLMC STRUCTURED PASS THROUGH FSPC T 62 1A1	0.02%	160,172
433	CWALT.2006-OA22 A1	COUNTRYWIDE ALT LOAN TRUST 2006-OA22 - COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 OA22 A1	0.02%	149,438
434	GPMF.2006-AR3 4A1	GREENPOINT MTGE FUNDING TR 2006-AR3 - GREENPOINT MORTGAGE FUNDING TR GPMF 2006 AR3 4A1	0.02%	159,152
435	CWALT.2007-16CB 5A1	COUNTRYWIDE ALTERNATIVE LN TR 2007-16CB - COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2007 16CB 5A1	0.02%	299,034
436	n/a	INDYMAC INDX MORTGAGE LOAN TR 2006-FLX1 - INDYMAC INDX MORTGAGE LOAN TRU INDX 2006 FLX1 A2	0.02%	150,148
437	FNW.2004-W12 1A1	FANNIEMAE WHOLE LOAN 2004-W12 - FANNIEMAE WHOLE LOAN FNW 2004 W12 1A1	0.02%	133,950
438	n/a	BOUGHT GBP SOLD USD 20250402	0.02%	1
439	NAA.2007-1 1A4	NOMURA ASSET ACCEPTANCE CORP 2007-1 - NOMURA ASSET ACCEPTANCE CORPOR NAA 2007 1 1A4	0.02%	143,779
440	n/a	DEUTSCHE ALT-A SEC INC MTGE LO 2006-AB3 - DEUTSCHE ALT A SECURITIES INC DBALT 2006 AB3 A5B	0.02%	154,455
441	T.3 08.15.48	UNITED STATES GOVT - US TREASURY N/B 08/48 3	0.02%	175,000
442	WAMU.2004-AR13 A1B2	WASHINGTON MUTUAL 2004-AR13 - WAMU MORTGAGE PASS THROUGH CER WAMU 2004 AR13 A1B2	0.02%	138,578
443	BCAP.2011-RR5 7A1	BCAP LLC TRUST 2011-RR5 - BCAP LLC TRUST BCAP 2011 RR5 7A1 144A	0.02%	132,654
444	CSMC.2007-5R A5	CREDIT SUISSE MORTGAGE CAP CERT 2007-5R - CREDIT SUISSE MORTGAGE TRUST CSMC 2007 5R A5	0.02%	584,803
445	CWALT.2007-OA4 A1	COUNTRYWIDE ALTERNATIVE LN TR 2007-OA4 - COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2007 OA4 A1	0.02%	141,809
446	n/a	SOLD BRL BOUGHT USD 20250402	0.02%	1
447	SARM.2007-9 1A1	STRUCTURED ADJUSTABLE RT MTGE LN 2007-9 - STRUCTURED ADJUSTABLE RATE MOR SARM 2007 9 1A1	0.02%	137,414
448	CWALT.2005-56 2A2	COUNTRYWIDE ALTERNATIVE LN TR 2005-56 - COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 56 2A2	0.02%	135,555
449	JPMMT.2006-A1 2A4	JP MORGAN MORTGAGE TRUST 2006-A1 - JP MORGAN MORTGAGE TRUST JPMMT 2006 A1 2A4	0.02%	168,089
450	T.2.875 04.30.25	UNITED STATES GOVT - US TREASURY N/B 04/25 2.875	0.02%	119,000
451	FR.SD3121	FHLMC PASS THRU POOLS - FED HM LN PC POOL SD3121 FR 06/53 FIXED 6	0.02%	115,878
452	n/a	UNITED STATES GOVT - US TREASURY N/B 11/49 2.375	0.02%	175,000
453	CNM5	CAN 10YR BOND FUT JUN25 XMOD 20250619	0.02%	207
454	n/a	IRS KRW 2.75000 03/19/25-10Y LCH	0.02%	1
455	n/a	GNMA PASS THRU POOLS - GNMA II POOL MA7368 G2 05/51 FIXED 3	0.02%	125,815
456	ARSI.2004-W3 A3	ARGENT SECURITIES INC 2004-W3 - ARGENT SECURITIES INC. ARSI 2004 W3 A3	0.02%	107,760
457	n/a	ROMANIA GOVT - ROMANIA SR UNSECURED 144A 09/26 5	0.02%	100,000
458	INDA.2005-AR1 3A1	INDYMAC INDA MORTGAGE LOAN TR 2005-AR1 - INDYMAC INDA MORTGAGE LOAN TRU INDA 2005 AR1 3A1	0.02%	142,711
459	WAMU.2005-AR14 2A1	WASHINGTON MUTUAL 2005-AR14 - WAMU MORTGAGE PASS THROUGH CER WAMU 2005 AR14 2A1	0.02%	116,839
460	n/a	RMAC SECURITIES PLC 2007-NS1X - RMAC SECURITIES PLC RMACS 2007 NS1X A2B REGS	0.02%	110,505
461	MF1.2021-FL5 A	MF1 2021-FL5 LTD - MF1 MULTIFAMILY HOUSING MORTGA MF1 2021 FL5 A 144A	0.02%	106,839
462	BAFC.2005-7 4A3	BANC OF AMERICA FUNDING CORP 2005-7 - BANC OF AMERICA FUNDING CORPOR BAFC 2005 7 4A3	0.02%	109,964
463	BALTA.2006-6 2A1	BEAR STEARNS ALT-A TRUST 2006-6 - BEAR STEARNS ALT A TRUST BALTA 2006 6 2A1	0.02%	230,326
464	WAMU.2006-AR17 1A1A	WASHINGTON MUTUAL 2006-AR17 - WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR17 1A1A	0.02%	118,563
465	n/a	JAPAN GOVT - JAPAN (30 YEAR ISSUE) JAPAN (30 YEAR ISSUE)	0.02%	18,000,000
466	n/a	IRS EUR 3.37000 10/09/23-5Y LCH	0.02%	1
467	GSR.2006-OA1 2A2	GSR MORTGAGE LOAN TRUST 2006-OA1 - GSR MORTGAGE LOAN TRUST GSR 2006 OA1 2A2	0.02%	461,075
468	FN.841068	FNMA PASS THRU POOLS - FNMA POOL 841068 FN 11/34 FLOATING VAR	0.01%	97,955
469	n/a	STRUCTURED ASSET MTG INV INC 2005-AR2 - STRUCTURED ASSET MORTGAGE INVE SAMI 2005 AR2 2A1	0.01%	107,425
470	CWALT.2007-11T1 A12	COUNTRYWIDE ALTERNATIVE LN TR 2007-11T1 - COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2007 11T1 A12	0.01%	327,881
471	CWALT.2005-27 1A2	COUNTRYWIDE ALTERNATIVE LOAN 2005-27 - COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 27 1A2	0.01%	104,134
472	n/a	BOUGHT CNH SOLD USD 20250618	0.01%	1
473	HVMLT.2005-10 2A1A	HARBORVIEW MORTGAGE LOAN TR 2005-10 - HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2005 10 2A1A	0.01%	148,508
474	WAMU.2007-HY1 3A1	WAMU MTGE P/T CERT 2007-HY1 - WAMU MORTGAGE PASS THROUGH CER WAMU 2007 HY1 3A1	0.01%	113,766
475	n/a	RFR USD SOFR/3.75000 06/21/23-2Y LCH	0.01%	1
476	WAMU.2005-AR15 A1A2	WASHINGTON MUTUAL 2005-AR15 - WAMU MORTGAGE PASS THROUGH CER WAMU 2005 AR15 A1A2	0.01%	101,156
477	n/a	BOUGHT CZK SOLD USD 20250417	0.01%	1
478	n/a	FHLMC PASS THRU POOLS - FED HM LN PC POOL SD8385 FR 12/53 FIXED 6.5	0.01%	91,286
479	n/a	PACIFIC GAS AND ELECTRIC CO - PACIFIC GAS + ELECTRIC 1ST MORTGAGE 08/27 2.1	0.01%	100,000
480	n/a	BOUGHT JPY SOLD USD 20250502	0.01%	1
481	HVMLT.2005-13 2A11	HARBORVIEW MORTGAGE LOAN TR 2005-13 - HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2005 13 2A11	0.01%	206,139
482	n/a	OIS THB THORON/2.00000 03/19/25-5Y LCH	0.01%	1
483	n/a	FNMA PASS THRU POOLS - FNMA POOL MA5216 FN 12/53 FIXED 6	0.01%	87,438
484	n/a	NIGERIA GOVT - NIGERIA OMO BILL BILLS 11/25 0.00000	0.01%	150,000,000
485	WAMU.2005-AR3 A2	WASHINGTON MUTUAL 2005-AR3 - WAMU MORTGAGE PASS THROUGH CER WAMU 2005 AR3 A2	0.01%	85,394
486	FN.MA5166	FNMA PASS THRU POOLS - FNMA POOL MA5166 FN 10/53 FIXED 6	0.01%	84,047
487	CSFB.2005-11 8A4	CS FIRST BOSTON MTGE SEC CORP 2005-11 - CREDIT SUISSE FIRST BOSTON MOR CSFB 2005 11 8A4	0.01%	112,486
488	n/a	OIS CAD CAONREPO/3.50000 06/19/25-1Y LCH	0.01%	1
489	n/a	WASHINGTON MUTUAL 2004-AR9 - WAMU MORTGAGE PASS THROUGH CER WAMU 2004 AR9 A1	0.01%	85,508
490	RFMSI.2005-SA4 1A21	RESIDENTIAL FUNDING MTGE SEC 2005-SA4 - RESIDENTIAL FUNDING MTG SEC I RFMSI 2005 SA4 1A21	0.01%	129,274
491	MSM.2007-7AX 2A3	MORGAN STANLEY MTGE LN TR 2007-7AX - MORGAN STANLEY MORTGAGE LOAN T MSM 2007 7AX 2A3	0.01%	312,128
492	n/a	NOMURA ASSET ACCEPTANCE CORP 2005-AR5 - NOMURA ASSET ACCEPTANCE CORPOR NAA 2005 AR5 2A1	0.01%	90,815
493	n/a	ROMANIA GOVT - ROMANIA UNSECURED 144A 04/33 2	0.01%	100,000
494	n/a	COUNTRYWIDE ALTERNATIVE LN TR 2006-14CB - COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 14CB A2	0.01%	189,309
495	PCG.4.25 03.15.46	PACIFIC GAS AND ELECTRIC CO - PACIFIC GAS + ELECTRIC 1ST MORTGAGE 03/46 4.25	0.01%	100,000
496	FHR.3397 FC	FREDDIE MAC 3397 - FREDDIE MAC FHR 3397 FC	0.01%	74,504
497	n/a	GNMA PASS THRU POOLS - GNMA II POOL MA8486 G2 12/52 FIXED 3	0.01%	83,521
498	n/a	SOLD KRW BOUGHT USD 20250612	0.01%	1
499	n/a	PIMCO FUNDS - PIMCO PRV SHORT TERM FLT III MUTUAL FUND	0.01%	7,492
500	n/a	SOLD KRW BOUGHT USD 20250612	0.01%	1

As of Mar 31, 2025

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Asset Allocation

Asset Class	% Weight
Bond	133.36%
Stocks	1.14%
Other	-3.32%
Cash	-31.19%

Sector Breakdown

Sector	% Weight
Other	99.98%
Financials	0.02%

Country Breakdown

Sector	% Weight
United States	56.13%
Other	17.47%
XS	5.74%
Japan	4.81%
China	3.91%
Denmark	1.61%
Canada	1.58%
Israel	1.36%
France	1.32%
Australia	1.24%
Korea	1.20%
United Kingdom	0.96%
Germany	0.86%
Spain	0.77%
EZ	0.72%
Malaysia	0.17%
Italy	0.10%
New Zealand	0.05%