PGOVX Holdings List

As of Dec 31, 2024

No.	Symbol	Name	% Weight	Shares
1	T.4.375 08.15.43	UNITED STATES GOVT - US TREASURY N/B 08/43 4.375	10.55%	93,600,000
2	T.3.875 02.15.43	UNITED STATES GOVT - US TREASURY N/B 02/43 3.875	9.38%	88,700,000
3	T.4 11.15.42	UNITED STATES GOVT - US TREASURY N/B 11/42 4	7.76%	72,000,000
4	T.4.625 05.15.44	UNITED STATES GOVT - US TREASURY N/B 05/44 4.625	7.29%	62,800,000
5	T.4.5 02.15.44	UNITED STATES GOVT - US TREASURY N/B 02/44 4.5	7.24%	63,300,000
6	T.1.125 08.15.40	UNITED STATES GOVT - US TREASURY N/B 08/40 1.125	7.13%	99,760,000
7	T.3.875 05.15.43	UNITED STATES GOVT - US TREASURY N/B 05/43 3.875	6.37%	60,400,000
8	T.3.875 09.30.29	UNITED STATES GOVT - US TREASURY N/B 09/29 3.875	6.24%	53,200,000
9	T.4 02.15.34	UNITED STATES GOVT - US TREASURY N/B 02/34 4	5.96%	52,000,000
10	T.3 08.15.52	UNITED STATES GOVT - US TREASURY N/B 08/52 3	5.70%	66,300,000
11	T.3 02.15.49	UNITED STATES GOVT - US TREASURY N/B 02/49 3	5.59%	64,143,800
12	T.4 11.15.52	UNITED STATES GOVT - US TREASURY N/B 11/52 4	5.39%	51,650,000
13	T.3.625 02.15.53	UNITED STATES GOVT - US TREASURY N/B 02/53 3.625	5.04%	51,800,000
14	T.1.75 08.15.41	UNITED STATES GOVT - US TREASURY N/B 08/41 1.75	4.69%	60,400,000
15	n/a	PIMCO FUNDS - PIMCO PRV SHORT TERM FLT III MUTUAL FUND	4.67%	4,007,550
16	T.4.25 02.15.54	UNITED STATES GOVT - US TREASURY N/B 02/54 4.25	4.00%	36,600,000
17	T.2.25 08.15.49	UNITED STATES GOVT - US TREASURY N/B 08/49 2.25	3.86%	52,090,000
18	FNCL.5.5 2.12	UMBS PASS THRU POOLS - FNMA TBA 30 YR 5.5 SINGLE FAMILY MORTGAGE	3.84%	32,500,000
19	T.2 11.15.41	UNITED STATES GOVT - US TREASURY N/B 11/41 2	3.64%	45,200,000
20	T.4.375 05.15.41	UNITED STATES GOVT - US TREASURY N/B 05/41 4.375	3.38%	29,580,000
21	WIT.0	UNITED STATES GOVT - US TREASURY N/B 11/44 4.625	3.02%	26,000,000
22	T.2.375 03.31.29	UNITED STATES GOVT - US TREASURY N/B 03/29 2.375	2.71%	24,500,000
23	FNCL.6 2.12	UMBS PASS THRU POOLS - FNMA TBA 30 YR 6 SINGLE FAMILY MORTGAGE	2.59%	21,500,000
24	TII.1.125 01.15.33	UNITED STATES GOVT - TSY INFL IX N/B 01/33 1.125	2.48%	22,529,647
25	T.2.375 02.15.42	UNITED STATES GOVT - US TREASURY N/B 02/42 2.375	2.39%	28,000,000
26	T.3.25 06.30.29	UNITED STATES GOVT - US TREASURY N/B 06/29 3.25	2.38%	20,800,000
27	T.1.5 11.30.28	UNITED STATES GOVT - US TREASURY N/B 11/28 1.5	2.23%	20,700,000
28	T.3.25 05.15.42	UNITED STATES GOVT - US TREASURY N/B 05/42 3.25	2.22%	22,800,000
29	TII.1.75 01.15.34	UNITED STATES GOVT - TSY INFL IX N/B 01/34 1.75	2.04%	17,765,543
30	T.3.625 05.15.53	UNITED STATES GOVT - US TREASURY N/B 05/53 3.625	1.89%	19,400,000
31	T.2.875 05.15.52	UNITED STATES GOVT - US TREASURY N/B 05/52 2.875	1.71%	20,400,000
32	TII.0.625 07.15.32	UNITED STATES GOVT - TSY INFL IX N/B 07/32 0.625	1.65%	15,427,448
33	T.3.625 08.15.43	UNITED STATES GOVT - US TREASURY N/B 08/43 3.625	1.55%	15,300,000
34	T.4.125 08.15.53	UNITED STATES GOVT - US TREASURY N/B 08/53 4.125	1.39%	13,000,000
35	T.4.75 02.15.41	UNITED STATES GOVT - US TREASURY N/B 02/41 4.75	1.28%	10,750,000
36	T.1.875 02.15.51	UNITED STATES GOVT - US TREASURY N/B 02/51 1.875	1.27%	19,100,000
37	FNMAP.0 05.15.30 MTN	FEDERAL NATIONAL MORTGAGE ASSOCIATION (FANNIE MAE) - FANNIE MAE NOTES 05/30 0.00000	1.25%	13,282,000
38	FNCL.4 2.12	UMBS PASS THRU POOLS - FNMA TBA 30 YR 4 SINGLE FAMILY MORTGAGE	1.20%	11,000,000
39	TII.0.125 01.15.32	UNITED STATES GOVT - TSY INFL IX N/B 01/32 0.125	1.19%	11,501,375
40	FHR.4745 CZ	FREDDIE MAC REMICS 4745 - FREDDIE MAC FHR 4745 CZ	1.10%	10,500,228
41	n/a	DEUTSCHE BANK REPO REPO	1.04%	8,688,625
42	T.3.375 11.15.48	UNITED STATES GOVT - US TREASURY N/B 11/48 3.375	0.96%	10,300,000
43	G2SF.4 1.12	GNMA PASS THRU POOLS - GNMA II TBA 30 YR 4 JUMBOS	0.88%	8,000,000
44	T.3.75 06.30.30	UNITED STATES GOVT - US TREASURY N/B 06/30 3.75	0.76%	6,600,000
45	T.1.125 05.15.40	UNITED STATES GOVT - US TREASURY N/B 05/40 1.125	0.76%	10,470,000
46	T.4.125 08.15.44	UNITED STATES GOVT - US TREASURY N/B 08/44 4.125	0.75%	6,900,000
47	FHR.2990 LT	FREDDIE MAC 2990 - FREDDIE MAC FHR 2990 LT	0.72%	5,912,331
48	TVASP.0 05.01.30	TENNESSEE VALLEY AUTHORITY (TVA) - TENN VALLEY AUTH BONDS 05/30 0.00000	0.69%	7,400,000
49	T.1.375 11.15.40	UNITED STATES GOVT - US TREASURY N/B 11/40 1.375	0.67%	9,060,000
50	RFCS.0 10.15.28	RESOLUTION FUNDING CORP - RESOLUTION FUNDING STRIP BONDS 10/28 0.00000	0.65%	6,371,000
51	T.4.375 11.30.30	UNITED STATES GOVT - US TREASURY N/B 11/30 4.375	0.63%	5,300,000
52	FMMHR.2015-R1 A2	FREDDIE MAC MILITARY HOUSING BONDS RESEC TRUST 2015-R1 - FREDDIE MAC MILITARY HOUSING B FMMHR 2015 R1 A2 144A	0.63%	6,396,309
53	T.3 08.15.48	UNITED STATES GOVT - US TREASURY N/B 08/48 3	0.60%	6,800,000
54	FHR.4047 KB	FREDDIE MAC REMICS 4047 - FREDDIE MAC FHR 4047 KB	0.56%	5,490,399
55	FHR.4376 KZ	FREDDIE MAC REMICS 4376 - FREDDIE MAC FHR 4376 KZ	0.56%	4,984,173
56	T.4.625 05.15.54	UNITED STATES GOVT - US TREASURY N/B 05/54 4.625	0.54%	4,600,000
57	FNCL.6.5 2.12	UMBS PASS THRU POOLS - FNMA TBA 30 YR 6.5 SINGLE FAMILY MORTGAGE	0.48%	3,900,000
58	T.4 02.28.30	UNITED STATES GOVT - US TREASURY N/B 02/30 4	0.46%	3,900,000
59	T.3.75 05.31.30	UNITED STATES GOVT - US TREASURY N/B 05/30 3.75	0.45%	3,900,000
60	T.3.625 03.31.30	UNITED STATES GOVT - US TREASURY N/B 03/30 3.625	0.45%	3,900,000
61	FNR.2014-52 AZ	FANNIE MAE REMICS 2014-52 - FANNIE MAE FNR 2014 52 AZ	0.43%	3,818,672
62	BMARK.2019-B9 A5	BENCHMARK MORTGAGE TRUST 2019-B9 - BENCHMARK MORTGAGE TRUST BMARK 2019 B9 A5	0.42%	3,700,000
63	GNR.2014-131 EZ	GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2014-131 - GOVERNMENT NATIONAL MORTGAGE A GNR 2014 131 EZ	0.41%	3,734,677
64	IHSFR.2024-SFR1 A	INVITATION HOMES TRUST 2024-SFR1 - INVITATION HOMES TRUST IHSFR 2024 SFR1 A 144A	0.36%	3,194,528
65	FNR.2014-33 PZ	FANNIE MAE REMICS 2014-33 - FANNIE MAE FNR 2014 33 PZ	0.36%	3,443,658
66	CWLM.3.432 08.15.36	VESSEL MANAGEMENT SERVICES INC - VESSEL MANAGEMENT SERVIC US GOVT GUAR 08/36 3.432	0.35%	3,297,000
67	T.4.875 10.31.30	UNITED STATES GOVT - US TREASURY N/B 10/30 4.875	0.33%	2,700,000
68	T.2.25 02.15.52	UNITED STATES GOVT - US TREASURY N/B 02/52 2.25	0.33%	4,500,000
69	T.4.625 09.30.30	UNITED STATES GOVT - US TREASURY N/B 09/30 4.625	0.33%	2,700,000
70	T.4.125 08.31.30	UNITED STATES GOVT - US TREASURY N/B 08/30 4.125	0.32%	2,700,000
71	GNR.2014-118 PZ	GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2014-118 - GOVERNMENT NATIONAL MORTGAGE A GNR 2014 118 PZ	0.31%	2,740,357
72	UXYH5	US 10YR ULTRA FUT MAR25 XCBT 20250320	0.30%	-1,510
73	USH5	US LONG BOND(CBT) MAR25 XCBT 20250320	0.30%	-874
74	COMM.2016-667M A	COMMERCIAL MORTGAGE PASS THROUGH CERTIFICATES 2016-667M - COMM MORTGAGE TRUST COMM 2016 667M A 144A	0.29%	2,800,000
75	TII.0.125 10.15.25	UNITED STATES GOVT - TSY INFL IX N/B 10/25 0.125	0.29%	2,433,140
76	FNR.2014-66 QZ	FANNIE MAE REMICS 2014-66 - FANNIE MAE FNR 2014 66 QZ	0.28%	2,531,023
77	G2SF.4.5 1.12	GNMA PASS THRU POOLS - GNMA II TBA 30 YR 4.5 JUMBOS	0.28%	2,500,000
78	n/a	OIS USD SOFR/1.75000 10/23/23-30Y CME	0.26%	1
79	HILT.2016-HHV A	HILTON USA TRUST 2016-HHV - HILTON USA TRUST HILT 2016 HHV A 144A	0.25%	2,130,000
80	BMARK.2024-V6 A3	BENCHMARK 2024-V6 MORTGAGE TRUST - BENCHMARK MORTGAGE TRUST BMARK 2024 V6 A3	0.25%	2,000,000
81	BMO.2023-5C2 A3	BMO 2023-5C2 MORTGAGE TRUST - BMO MORTGAGE TRUST BMO 2023 5C2 A3	0.23%	1,800,000
82	n/a	RFRF USD SF+26.161/0.7* 03/30/21-10Y LCH	0.22%	1
83	AESOP.2023-8A A	AVIS BUDGET RENTAL CAR FUNDING AESOP 2023-8A LLC - AVIS BUDGET RENTAL CAR FUNDING AESOP 2023 8A A 144A	0.21%	1,700,000
84	SDART.2024-4 A2	SANTANDER DRIVE AUTO RECEIVABLES TRUST 2024-4 - SANTANDER DRIVE AUTO RECEIVABL SDART 2024 4 A2	0.21%	1,729,198
85	FHR.2990 DZ	FREDDIE MAC 2990 - FREDDIE MAC FHR 2990 DZ	0.18%	1,483,647
86	T.2.375 05.15.51	UNITED STATES GOVT - US TREASURY N/B 05/51 2.375	0.18%	2,400,000
87	ESA.2021-ESH A	EXTENDED STAY AMERICA TRUST 2021-ESH - EXTENDED STAY AMERICA TRUST ESA 2021 ESH A 144A	0.18%	1,497,344
88	T.2.5 05.15.46	UNITED STATES GOVT - US TREASURY N/B 05/46 2.5	0.17%	2,028,000
89	FHR.4677 KT	FREDDIE MAC 4677 - FREDDIE MAC FHR 4677 KT	0.15%	1,670,553
90	FHR.4790 F	FREDDIE MAC 4790 - FREDDIE MAC FHR 4790 F	0.14%	1,217,207
91	n/a	RFRF USD SF+26.161/1.4* 07/21/21-10Y LCH	0.14%	1
92	HERTZ.2022-2A A	HERTZ VEHICLE FINANCING LLC 2022-2A - HERTZ VEHICLE FINANCING LLC HERTZ 2022 2A A 144A	0.14%	1,200,000
93	n/a	RFR USD SOFR/3.67875 03/01/24-4Y* LCH	0.13%	1
94	WPT.2017-WWP A	WORLDWIDE PLAZA TRUST 2017-WWP - WORLDWIDE PLAZA TRUST WPT 2017 WWP A 144A	0.13%	1,600,000
95	n/a	RFR USD SOFR/3.80000 06/03/24-7Y* LCH	0.13%	1
96	n/a	RFRF USD SF+26.161/0.400 03/30/21-5Y LCH	0.10%	1
97	TPMT.2020-1 A2A	TOWD POINT MORTGAGE TRUST 2020-1 - TOWD POINT MORTGAGE TRUST TPMT 2020 1 A2A 144A	0.10%	900,000
98	HERTZ.2022-1A A	HERTZ VEHICLE FINANCING LLC 2022-1A - HERTZ VEHICLE FINANCING LLC HERTZ 2022 1A A 144A	0.10%	800,000
99	BANK.2018-BN11 A3	BANK-2018-BN11 - BANK BANK 2018 BN11 A3	0.09%	800,000
100	PAID.2024-3 A	PAGAYA AI DEBT TRUST 2024-3 - PAGAYA AI DEBT SELECTION TRUST PAID 2024 3 A 144A	0.09%	745,869
101	FFCB.5.125 07.09.29	FEDERAL FARM CREDIT BANKS (AKA: FEDERAL FARM CREDIT BANKS FUNDING CORP) - FEDERAL FARM CREDIT BANK BONDS 07/29 5.125	0.08%	675,000
102	NRZT.2020-RPL1 A1	NEW RESIDENTIAL MORTGAGE LOAN TRUST 2020-RPL1 - NEW RESIDENTIAL MORTGAGE LOAN NRZT 2020 RPL1 A1 144A	0.08%	702,940
103	FSPC.T-62 1A1	FHLMC STRUCTURED PASS THRU SEC T-62 - FHLMC STRUCTURED PASS THROUGH FSPC T 62 1A1	0.08%	705,046
104	MABS.2004-WMC3 M1	MASTR ASSET BACKED SEC TR 2004-WMC3 - MASTR ASSET BACKED SECURITIES MABS 2004 WMC3 M1	0.08%	661,886
105	n/a	RFR USD SOFR/3.66213 03/01/24-4Y* LCH	0.07%	1
106	AHPT.2017-ATRM A	ATRIUM HOTEL PORTFOLIO TRUST 2017-ATRM - ATRIUM HOTEL PORTFOLIO TRUST AHPT 2017 ATRM A 144A	0.07%	617,012
107	n/a	RFR USD SOFR/3.69116 03/01/24-4Y* LCH	0.07%	1
108	n/a	RFR USD SOFR/3.69387 03/01/24-4Y* LCH	0.07%	1
109	IMM.2005-6 1A1	IMPAC CMB TR 2005-6 - IMPAC CMB TRUST IMM 2005 6 1A1	0.07%	640,840
110	RCMT.2022-FL8 A	READY CAPITAL MORTGAGE FINANCING 2022-FL8 LLC - READYCAP COMMERCIAL MORTGAGE T RCMT 2022 FL8 A 144A	0.07%	557,631
111	T.3 11.15.45	UNITED STATES GOVT - US TREASURY N/B 11/45 3	0.06%	680,000
112	T.4.125 10.31.29	UNITED STATES GOVT - US TREASURY N/B 10/29 4.125	0.06%	500,000
113	GNR.2003-65 ZA	GOVERNMENT NATL MTGE ASSOC 2003-65 - GOVERNMENT NATIONAL MORTGAGE A GNR 2003 65 ZA	0.06%	487,983
114	n/a	RFR USD SOFR/3.30000 12/02/24-29Y* CME	0.06%	1
115	MLMI.2004-WMC5 M1	MERRILL LYNCH MORTGAGE INV INC 2004-WMC5 - MERRILL LYNCH MORTGAGE INVESTO MLMI 2004 WMC5 M1	0.05%	453,077
116	ECMC.2018-1A A	ECMC GROUP STUDENT LOAN TRUST 2018-1A - ECMC GROUP STUDENT LOAN TRUST ECMC 2018 1A A 144A	0.05%	427,586
117	n/a	RFR USD SOFR/3.62200 03/03/25-28Y* CME	0.05%	1
118	NAA.2005-AR5 2A1	NOMURA ASSET ACCEPTANCE CORP 2005-AR5 - NOMURA ASSET ACCEPTANCE CORPOR NAA 2005 AR5 2A1	0.05%	483,501
119	n/a	RFR USD SOFR/3.46382 09/03/24-25Y* CME	0.04%	1
120	n/a	STRUCTURED ADJUSTABLE RT MTGE LN 2007-4 - STRUCTURED ADJUSTABLE RATE MOR SARM 2007 4 1A2	0.04%	380,322
121	FNW.2002-W5 A11	FANNIEMAE WHOLE LOAN 2002-W5 - FANNIEMAE WHOLE LOAN FNW 2002 W5 A11	0.04%	308,871
122	FHR.2927 YZ	FREDDIE MAC 2927 - FREDDIE MAC FHR 2927 YZ	0.03%	291,612
123	WAMU.2006-AR3 A1A	WASHINGTON MUTUAL 2006-AR3 - WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR3 A1A	0.03%	295,466
124	AHT1.2018-ASHF A	ASHFORD HOSPITALITY TRUST 2018-ASHF - ASHFORD HOSPITALITY TRUST AHT1 2018 ASHF A 144A	0.03%	247,258
125	n/a	RFR USD SOFR/3.23100 09/18/24-10Y LCH	0.03%	1
126	n/a	RFR USD SOFR/3.41000 09/05/24-10Y LCH	0.03%	1
127	RALI.2006-QS7 A1	RESIDENTIAL ACCREDIT LOANS 2006-QS7 - RESIDENTIAL ACCREDIT LOANS, IN RALI 2006 QS7 A1	0.03%	281,449
128	n/a	RFR USD SOFR/3.51400 09/04/24-10Y LCH	0.03%	1
129	CWHL.2005-2 1A1	COUNTRYWIDE HOME LOANS 2005-2 - COUNTRYWIDE HOME LOANS CWHL 2005 2 1A1	0.03%	231,424
130	T.4.125 11.15.27	UNITED STATES GOVT - US TREASURY N/B 11/27 4.125	0.02%	200,000
131	n/a	RFR USD SOFR/3.36832 09/03/24-25Y* CME	0.02%	1
132	T.2 02.15.50	UNITED STATES GOVT - US TREASURY N/B 02/50 2	0.02%	310,000
133	n/a	RFR USD SOFR/3.75000 12/18/24-5Y LCH	0.02%	1
134	CWALT.2005-14 2A1	COUNTRYWIDE ALTERNATIVE LN TR 2005-14 - COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 14 2A1	0.02%	180,103
135	FSPC.T-61 1A1	FHLMC STRUCTURED PASS THRU SEC T-61 - FHLMC STRUCTURED PASS THROUGH FSPC T 61 1A1	0.02%	168,375
136	WNH5	US ULTRA BOND CBT MAR25 XCBT 20250320	0.02%	-38
137	n/a	RFR USD SOFR/3.67900 08/13/24-10Y LCH	0.02%	1
138	FNR.2007-30 MZ	FANNIE MAE 2007-30 - FANNIE MAE FNR 2007 30 MZ	0.02%	145,812
139	n/a	RFR USD SOFR/3.30000 12/02/24-7Y* CME	0.02%	1
140	VMC.2022-FL5 A	VMC FINANCE 2022-FL5 LLC - VMC FINANCE LLC VMC 2022 FL5 A 144A	0.02%	136,230
141	WAMU.2006-AR9 2A	WASHINGTON MUTUAL 2006-AR9 - WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR9 2A	0.02%	162,644
142	FNR.2001-28 PZ	FANNIE MAE 2001-28 - FANNIE MAE FNR 2001 28 PZ	0.02%	129,735
143	n/a	RFR USD SOFR/3.69000 03/03/25-28Y* CME	0.02%	1
144	n/a	RFR USD SOFR/3.65543 03/01/24-4Y* LCH	0.02%	1
145	HVMLT.2005-2 2A1A	HARBORVIEW MORTGAGE LOAN TR 2005-2 - HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2005 2 2A1A	0.01%	128,415
146	n/a	RFR USD SOFR/3.64750 01/08/24-10Y LCH	0.01%	1
147	n/a	RFR USD SOFR/3.67000 01/08/24-10Y LCH	0.01%	1
148	n/a	RFR USD SOFR/3.59500 08/19/24-10Y LCH	0.01%	1
149	n/a	RFR USD SOFR/3.71000 03/03/25-7Y* LCH	0.01%	1
150	n/a	RFR USD SOFR/3.55000 08/21/24-10Y LCH	0.01%	1
151	n/a	RFR USD SOFR/3.23200 09/10/24-10Y LCH	0.01%	1
152	RALI.2005-QO1 A1	RALI SERIES 2005-QO1 TRUST - RESIDENTIAL ACCREDIT LOANS, IN RALI 2005 QO1 A1	0.01%	135,283
153	BALTA.2005-7 22A1	BEAR STEARNS ALT-A TRUST 2005-7 - BEAR STEARNS ALT A TRUST BALTA 2005 7 22A1	0.01%	170,328
154	NRZT.2019-RPL3 A1	NEW RESIDENTIAL MORTGAGE LOAN TRUST 2019-RPL3 - NEW RESIDENTIAL MORTGAGE LOAN NRZT 2019 RPL3 A1 144A	0.01%	103,386
155	BSABS.2003-1 A1	BEAR STEARNS ASSET BACKED SECURITIES TRUST 2003-1 - BEAR STEARNS ASSET BACKED SECU BSABS 2003 1 A1	0.01%	92,775
156	n/a	RFR USD SOFR/3.81000 01/02/24-10Y LCH	0.01%	1
157	FN.AS8270	FNMA PASS THRU POOLS - FNMA POOL AS8270 FN 11/46 FIXED 2.5	0.01%	106,222
158	n/a	RFR USD SOFR/3.61100 08/28/24-10Y LCH	0.01%	1
159	n/a	RFR USD SOFR/3.28000 09/16/24-10Y LCH	0.01%	1
160	n/a	RFR USD SOFR/3.61000 12/12/22-10Y LCH	0.01%	1
161	n/a	RFR USD SOFR/3.27750 09/16/24-10Y LCH	0.01%	1
162	n/a	RFR USD SOFR/3.61300 08/22/24-10Y LCH	0.01%	1
163	n/a	RFR USD SOFR/3.52738 09/03/24-25Y* CME	0.01%	1
164	FHR.3001 YZ	FREDDIE MAC 3001 - FREDDIE MAC FHR 3001 YZ	0.01%	70,800
165	FHR.3001 BZ	FREDDIE MAC 3001 - FREDDIE MAC FHR 3001 BZ	0.01%	70,800
166	n/a	RFR USD SOFR/3.63761 03/01/24-4Y* LCH	0.01%	1
167	n/a	RFR USD SOFR/3.43091 09/03/24-7Y* LCH	0.01%	1
168	n/a	RFR USD SOFR/3.79500 08/06/24-10Y LCH	0.01%	1
169	n/a	RFR USD SOFR/3.64300 08/28/24-10Y LCH	0.01%	1
170	n/a	RFR USD SOFR/3.53200 08/20/24-10Y LCH	0.01%	1
171	SEMT.2003-4 2A1	SEQUOIA MORTGAGE TRUST 2003-4 - SEQUOIA MORTGAGE TRUST SEMT 2003 4 2A1	0.01%	53,140
172	n/a	RFR USD SOFR/3.59900 08/28/24-10Y LCH	0.01%	1
173	n/a	RFR USD SOFR/3.32826 09/03/24-7Y* CME	0.01%	1
174	FN.775852	FNMA PASS THRU POOLS - FNMA POOL 775852 FN 03/44 FLOATING VAR	0.01%	46,588
175	n/a	RFR USD SOFR/3.88500 07/12/24-10Y LCH	0.01%	1
176	SAMI.2006-AR3 12A1	STRUCTURED ASSET MTG INV INC 2006-AR3 - STRUCTURED ASSET MORTGAGE INVE SAMI 2006 AR3 12A1	0.01%	57,645
177	FN.732218	FNMA PASS THRU POOLS - FNMA POOL 732218 FN 06/43 FLOATING VAR	0.01%	44,672
178	MEFA.2008-1 A1	MASSACHUSETTS EDUC FINANCING AUTH 2008-1 - MASSACHUSETTS EDUCATIONAL FINA MEFA 2008 1 A1	0.00%	36,924
179	n/a	RFR USD SOFR/3.80740 03/01/24-4Y* LCH	0.00%	1
180	n/a	RFR USD SOFR/3.24000 09/16/24-10Y LCH	0.00%	1
181	SVHE.2006-NLC1 A1	SOUNDVIEW HOME EQUITY LN TRUST 2006-NLC1 - SOUNDVIEW HOME EQUITY LOAN TRU SVHE 2006 NLC1 A1 144A	0.00%	129,347
182	FNR.2007-73 A1	FANNIE MAE 2007-73 - FANNIE MAE FNR 2007 73 A1	0.00%	34,962
183	n/a	RFR USD SOFR/3.79000 03/03/25-7Y* LCH	0.00%	1
184	SAMI.2003-AR1 A3	STRUCTURED ASSET MTG INV INC 2003-AR1 - STRUCTURED ASSET MORTGAGE INVE SAMI 2003 AR1 A3	0.00%	34,796
185	FSPC.T-59 1A1	FHLMC STRUCTURED PASS THRU SEC T-59 - FHLMC STRUCTURED PASS THROUGH FSPC T 59 1A1	0.00%	28,108
186	G2.80408	GNMA PASS THRU POOLS - GNMA II POOL 080408 G2 05/30 FLOATING VAR	0.00%	26,207
187	n/a	RFR USD SOFR/3.71500 08/07/24-10Y LCH	0.00%	1
188	JPMMT.2007-A1 5A5	JP MORGAN MORTGAGE TRUST 2007-A1 - JP MORGAN MORTGAGE TRUST JPMMT 2007 A1 5A5	0.00%	25,504
189	n/a	RFR USD SOFR/3.60000 01/17/24-10Y LCH	0.00%	1
190	AHT1.2018-KEYS A	ASHFORD HOSPITALITY TRUST 2018-KEYS - ASHFORD HOSPITALITY TRUST AHT1 2018 KEYS A 144A	0.00%	24,959
191	WMABS.2006-HE5 2A1	WASHINGTON MUTUAL ASSET BACKED 2006-HE5 - WASHINGTON MUTUAL ASSET BACKED WMABS 2006 HE5 2A1	0.00%	71,376
192	n/a	RFR USD SOFR/3.85400 12/29/23-10Y LCH	0.00%	1
193	FN.802467	FNMA PASS THRU POOLS - FNMA POOL 802467 FN 11/34 FLOATING VAR	0.00%	16,116
194	n/a	RFR USD SOFR/3.60500 08/28/24-10Y LCH	0.00%	1
195	CWHL.2005-3 2A1	COUNTRYWIDE HOME LOANS 2005-3 - COUNTRYWIDE HOME LOANS CWHL 2005 3 2A1	0.00%	12,159
196	FNR.2005-54 AY	FANNIE MAE 2005-54 - FANNIE MAE FNR 2005 54 AY	0.00%	11,463
197	FN.902150	FNMA PASS THRU POOLS - FNMA POOL 902150 FN 10/36 FIXED 6.5	0.00%	10,710
198	FHR.2551 FD	FREDDIE MAC 2551 - FREDDIE MAC FHR 2551 FD	0.00%	10,921
199	FNR.1997-38 PH	FANNIE MAE-1997-38 - FANNIE MAE FNR 1997 38 PH	0.00%	10,597
200	WAMU.2005-AR15 A1A1	WASHINGTON MUTUAL 2005-AR15 - WAMU MORTGAGE PASS THROUGH CER WAMU 2005 AR15 A1A1	0.00%	10,379
201	FN.313968	FNMA PASS THRU POOLS - FNMA POOL 313968 FN 12/27 FLOATING VAR	0.00%	7,771
202	n/a	RFR USD SOFR/3.84200 12/26/23-10Y LCH	0.00%	1
203	n/a	GNMA PASS THRU POOLS - GNMA II POOL 080133 G2 11/27 FLOATING VAR	0.00%	6,672
204	FN.826082	FNMA PASS THRU POOLS - FNMA POOL 826082 FN 07/35 FLOATING VAR	0.00%	6,324
205	FN.970372	FNMA PASS THRU POOLS - FNMA POOL 970372 FN 02/38 FIXED 7	0.00%	5,163
206	FHR.2059 C	FREDDIE MAC 2059 - FREDDIE MAC FHR 2059 C	0.00%	5,233
207	FHR.2585 FD	FREDDIE MAC 2585 - FREDDIE MAC FHR 2585 FD	0.00%	5,018
208	G2.80152	GNMA PASS THRU POOLS - GNMA II POOL 080152 G2 01/28 FLOATING VAR	0.00%	4,190
209	CBASS.2006-CB9 A1	CREDIT BASED ASSET SRVC & SEC 2006-CB9 - CREDIT BASED ASSET SERVICING A CBASS 2006 CB9 A1	0.00%	9,263
210	FHR.2477 FZ	FREDDIE MAC 2477 - FREDDIE MAC FHR 2477 FZ	0.00%	4,054
211	FH.786067	FHLMC PASS THRU POOLS - FED HM LN PC POOL 786067 FH 01/28 FLOATING VAR	0.00%	3,678
212	FHR.2469 FV	FREDDIE MAC 2469 - FREDDIE MAC FHR 2469 FV	0.00%	3,628
213	n/a	GNMA PASS THRU POOLS - GNMA II POOL 616624 G2 09/34 FIXED 6.5	0.00%	3,219
214	WAMU.2002-AR6 A	WASHINGTON MUTUAL 2002-AR6 - WAMU MORTGAGE PASS THROUGH CER WAMU 2002 AR6 A	0.00%	3,642
215	G2.8968	GNMA PASS THRU POOLS - GNMA II POOL 008968 G2 09/26 FLOATING VAR	0.00%	3,182
216	FN.624085	FNMA PASS THRU POOLS - FNMA POOL 624085 FN 01/32 FIXED 6.5	0.00%	3,079
217	FNR.1997-55 Z	FANNIE MAE-1997-55 - FANNIE MAE FNR 1997 55 Z	0.00%	2,999
218	FN.851183	FNMA PASS THRU POOLS - FNMA POOL 851183 FN 04/36 FIXED 6.5	0.00%	2,811
219	FN.901457	FNMA PASS THRU POOLS - FNMA POOL 901457 FN 10/36 FIXED 6.5	0.00%	2,647
220	BSARM.2003-1 3A1	BEAR STEARNS ARM 2003-1 - BEAR STEARNS ADJUSTABLE RATE M BSARM 2003 1 3A1	0.00%	2,528
221	G2.80054	GNMA PASS THRU POOLS - GNMA II POOL 080054 G2 03/27 FLOATING VAR	0.00%	2,423
222	HVMLT.2005-4 4A	HARBORVIEW MORTGAGE LOAN TR 2005-4 - HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2005 4 4A	0.00%	2,718
223	FH.786064	FHLMC PASS THRU POOLS - FED HM LN PC POOL 786064 FH 01/28 FLOATING VAR	0.00%	2,404
224	SEMT.5 A	SEQUOIA MORTGAGE TRUST 5 - SEQUOIA MORTGAGE TRUST SEMT 5 A	0.00%	1,910
225	FNR.2002-21 FD	FANNIE MAE 2002-21 - FANNIE MAE FNR 2002 21 FD	0.00%	1,756
226	FN.505597	FNMA PASS THRU POOLS - FNMA POOL 505597 FN 04/28 FLOATING VAR	0.00%	1,501
227	BSARM.2002-11 1A2	BEAR STEARNS ARM TRUST 2002-11 - BEAR STEARNS ADJUSTABLE RATE M BSARM 2002 11 1A2	0.00%	1,630
228	n/a	FNMA PASS THRU POOLS - FNMA POOL 878140 FN 07/36 FIXED 6.5	0.00%	1,196
229	FN.885414	FNMA PASS THRU POOLS - FNMA POOL 885414 FN 06/36 FIXED 6.5	0.00%	1,161
230	G2.80051	GNMA PASS THRU POOLS - GNMA II POOL 080051 G2 03/27 FLOATING VAR	0.00%	966
231	G2.80030	GNMA PASS THRU POOLS - GNMA II POOL 080030 G2 01/27 FLOATING VAR	0.00%	959
232	SAMI.2002-AR3 A1	STRUCTURED ASSEET MTGE INV INC 2002-AR3 - STRUCTURED ASSET MORTGAGE INVE SAMI 2002 AR3 A1	0.00%	974
233	FG.A38713	FHLMC PASS THRU POOLS - FED HM LN PC POOL A38713 FG 01/35 FIXED 6.5	0.00%	848
234	FN.417953	FNMA PASS THRU POOLS - FNMA POOL 417953 FN 06/27 FIXED 9	0.00%	806
235	FHR.2143 FG	FREDDIE MAC 2143 - FREDDIE MAC FHR 2143 FG	0.00%	771
236	G2.8699	GNMA PASS THRU POOLS - GNMA II POOL 008699 G2 09/25 FLOATING VAR	0.00%	734
237	G2.80000	GNMA PASS THRU POOLS - GNMA II POOL 080000 G2 10/26 FLOATING VAR	0.00%	736
238	G2.80123	GNMA PASS THRU POOLS - GNMA II POOL 080123 G2 10/27 FLOATING VAR	0.00%	714
239	FNR.2000-34 F	FANNIE MAE 2000-34 - FANNIE MAE FNR 2000 34 F	0.00%	614
240	TUH5	US 2YR NOTE (CBT) MAR25 XCBT 20250331	0.00%	-11
241	G2.8865	GNMA PASS THRU POOLS - GNMA II POOL 008865 G2 05/26 FLOATING VAR	0.00%	524
242	n/a	GNMA PASS THRU POOLS - GNMA II POOL 616571 G2 08/34 FIXED 6.5	0.00%	472
243	G2.8894	GNMA PASS THRU POOLS - GNMA II POOL 008894 G2 06/26 FLOATING VAR	0.00%	477
244	FN.944027	FNMA PASS THRU POOLS - FNMA POOL 944027 FN 08/37 FIXED 6.5	0.00%	384
245	G2.8959	GNMA PASS THRU POOLS - GNMA II POOL 008959 G2 08/26 FLOATING VAR	0.00%	350
246	G2.8781	GNMA PASS THRU POOLS - GNMA II POOL 008781 G2 01/26 FLOATING VAR	0.00%	333
247	n/a	FNMA PASS THRU POOLS - FNMA POOL 560837 FN 10/30 FIXED 9	0.00%	288
248	G2.80059	GNMA PASS THRU POOLS - GNMA II POOL 080059 G2 04/27 FLOATING VAR	0.00%	260
249	CSFB.2003-8 5A1	CS FIRST BOSTON MTGE SEC CORP 2003-8 - CREDIT SUISSE FIRST BOSTON MOR CSFB 2003 8 5A1	0.00%	241
250	G2.8850	GNMA PASS THRU POOLS - GNMA II POOL 008850 G2 04/26 FLOATING VAR	0.00%	231
251	G2.8830	GNMA PASS THRU POOLS - GNMA II POOL 008830 G2 03/26 FLOATING VAR	0.00%	205
252	G2.8988	GNMA PASS THRU POOLS - GNMA II POOL 008988 G2 10/26 FLOATING VAR	0.00%	172
253	G2.8722	GNMA PASS THRU POOLS - GNMA II POOL 008722 G2 10/25 FLOATING VAR	0.00%	159
254	G2.8971	GNMA PASS THRU POOLS - GNMA II POOL 008971 G2 09/26 FLOATING VAR	0.00%	145
255	G2.8746	GNMA PASS THRU POOLS - GNMA II POOL 008746 G2 11/25 FLOATING VAR	0.00%	135
256	BSMSI.1997-6 3A	BEAR STEARNS MTGE SEC INC 1997-6 - BEAR STEARNS MORTGAGE SECURITI BSMSI 1997 6 3A	0.00%	82
257	G2.8989	GNMA PASS THRU POOLS - GNMA II POOL 008989 G2 10/26 FLOATING VAR	0.00%	66
258	GSR.2003-2F 3A1	GSR MTGE LOAN TRUST 2003-2F - GSR MORTGAGE LOAN TRUST GSR 2003 2F 3A1	0.00%	52
259	G2.8684	GNMA PASS THRU POOLS - GNMA II POOL 008684 G2 08/25 FLOATING VAR	0.00%	52
260	FN.564318	FNMA PASS THRU POOLS - FNMA POOL 564318 FN 11/30 FIXED 9	0.00%	50
261	G2.8611	GNMA PASS THRU POOLS - GNMA II POOL 008611 G2 03/25 FLOATING VAR	0.00%	29
262	n/a	317U7P2A6 PIMCO SWAPTION 3.533 CALL USD 202501	0.00%	-2,200,000
263	n/a	317U7QJA6 PIMCO SWAPTION 3.53 CALL USD 2025010	-0.00%	-3,700,000
264	n/a	317U7RWA9 PIMCO SWAPTION 3.62 CALL USD 2025011	-0.00%	-1,600,000
265	n/a	317U7SPA5 PIMCO SWAPTION 3.69 CALL USD 2025011	-0.00%	-1,000,000
266	n/a	317U7S0A2 PIMCO SWAPTION 3.663 CALL USD 202501	-0.00%	-4,800,000
267	n/a	317U7VZA7 PIMCO SWAPTION 4.286 PUT USD 2025012	-0.00%	-200,000
268	n/a	317U7W0A3 PIMCO SWAPTION 3.886 CALL USD 202501	-0.00%	-200,000
269	n/a	317U7UXA1 PIMCO SWAPTION 4.3 PUT USD 20250123	-0.00%	-500,000
270	n/a	317U7UYA0 PIMCO SWAPTION 3.9 CALL USD 20250123	-0.00%	-500,000
271	n/a	317U7UWA2 PIMCO SWAPTION 3.822 CALL USD 202501	-0.00%	-1,600,000
272	n/a	317U7UDA3 PIMCO SWAPTION 4.275 PUT USD 2025012	-0.00%	-1,400,000
273	n/a	317U7UEA2 PIMCO SWAPTION 3.875 CALL USD 202501	-0.00%	-1,400,000
274	n/a	317U7VKA3 PIMCO SWAPTION 4.308 PUT USD 2025012	-0.00%	-2,100,000
275	n/a	317U7UVA3 PIMCO SWAPTION 4.222 PUT USD 2025012	-0.00%	-1,600,000
276	n/a	317U7SOA6 PIMCO SWAPTION 4.09 PUT USD 20250117	-0.00%	-1,000,000
277	n/a	317U7VJA5 PIMCO SWAPTION 3.908 CALL USD 202501	-0.00%	-2,100,000
278	FVH5	US 5YR NOTE (CBT) MAR25 XCBT 20250331	-0.00%	24
279	n/a	317U7RVA0 PIMCO SWAPTION 3.97 PUT USD 20250113	-0.00%	-1,600,000
280	n/a	317U7P1A7 PIMCO SWAPTION 3.933 PUT USD 2025010	-0.00%	-2,200,000
281	n/a	RFR USD SOFR/3.83000 10/12/23-30Y LCH	-0.00%	1
282	n/a	317U7RZA6 PIMCO SWAPTION 4.013 PUT USD 2025011	-0.00%	-4,800,000
283	n/a	RFR USD SOFR/3.44600 10/23/24-10Y LCH	-0.01%	1
284	n/a	317U7QIA7 PIMCO SWAPTION 3.88 PUT USD 20250109	-0.01%	-3,700,000
285	n/a	RFR USD SOFR/3.43500 11/05/24-10Y LCH	-0.01%	1
286	n/a	RFR USD SOFR/3.86000 11/14/24-10Y LCH	-0.01%	1
287	n/a	RFR USD SOFR/3.79250 11/19/24-10Y LCH	-0.01%	1
288	n/a	RFR USD SOFR/3.51500 11/06/24-10Y LCH	-0.01%	1
289	n/a	RFR USD SOFR/3.47000 11/01/24-10Y LCH	-0.01%	1
290	FNCL.2.5 2.12	UMBS PASS THRU POOLS - FNMA TBA 30 YR 2.5 SINGLE FAMILY MORTGAGE	-0.01%	-100,000
291	n/a	RFR USD SOFR/3.46500 10/30/24-10Y LCH	-0.01%	1
292	n/a	RFR USD SOFR/3.39500 10/17/24-10Y LCH	-0.01%	1
293	n/a	RFR USD SOFR/3.49500 10/30/24-10Y LCH	-0.01%	1
294	n/a	RFR USD SOFR/3.45000 10/11/24-10Y LCH	-0.01%	1
295	n/a	RFR USD SOFR/3.53500 11/06/24-10Y LCH	-0.01%	1
296	n/a	RFR USD SOFR/3.48500 10/30/24-10Y LCH	-0.01%	1
297	n/a	RFR USD SOFR/3.38500 10/17/24-10Y LCH	-0.02%	1
298	n/a	RFR USD SOFR/3.48100 10/29/24-10Y LCH	-0.02%	1
299	TYH5	US 10YR NOTE (CBT)MAR25 XCBT 20250320	-0.04%	215
300	n/a	RFRF USD SOFR/2.39500 10/25/23-5Y CME	-0.33%	1
301	n/a	OIS USD SOFR/1.60000 10/23/23-5Y CME	-0.39%	1
302	n/a	REVERSE REPO BANK OF AMERICA REVERSE REPO	-0.42%	-3,519,000
303	n/a	REVERSE REPO BANK OF AMERICA REVERSE REPO	-0.76%	-6,356,625
304	n/a	REVERSE REPO DEUTSCHE REVERSE REPO	-1.06%	-8,819,625
305	n/a	REVERSE REPO THE BANK OF NOVA REVERSE REPO	-2.06%	-17,196,500
306	n/a	REVERSE REPO BANK OF AMERICA REVERSE REPO	-2.56%	-21,348,600
307	n/a	REVERSE REPO NATEXIS BANQUE REVERSE REPO	-9.96%	-82,987,750
308	n/a	REPU STATE STREET GLOBAL MARKE USD REPU SSB T	-54.25%	-452,789,351

As of Dec 31, 2024

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Asset Class	% Weight
Bond	114.71%
Cash	-14.71%

Sector	% Weight
United States	85.58%
Other	13.65%
EZ	0.77%