PIMIX Holdings List

As of Sep 30, 2024

No.	Symbol	Name	% Weight	Shares
1	FNCL 6 11.11	Federal National Mortgage Association 6%	14.31%	23,533,756,005
2	n/a	RFR USD SOFR/4.50000 05/22/23-2Y LCH Receive	12.79%	21,464,640,000
3	FNCL 6.5 10.11	Federal National Mortgage Association 6.5%	10.03%	16,349,502,000
4	n/a	5 Year Treasury Note Future Dec 24	8.99%	137,537
5	FNCL 5.5 11.11	Federal National Mortgage Association 5.5%	7.81%	12,975,479,096
6	n/a	RFR USD SOFR/4.90000 06/06/23-2Y LCH Receive	7.55%	12,635,250,000
7	FNCL 5 11.11	Federal National Mortgage Association 5%	7.44%	12,506,958,782
8	n/a	IRS EUR 2.95000 10/27/22-6Y* LCH Receive	6.58%	9,616,100,000
9	n/a	BRITISH POUND STERLING Purchased	6.55%	8,214,748,208
10	n/a	RFRF USD SF+26.161/0.70 12/14/21-3Y LCH Receive	6.09%	10,241,100,000
11	n/a	RFRF USD SF+26.161/0.80 12/14/21-3Y LCH Receive	6.08%	10,221,000,000
12	n/a	RFR USD SOFR/3.75000 12/18/24-5Y LCH Receive	5.78%	9,712,740,000
13	QSDEC2	Low Sulphur Gas Oil Futures Dec24	5.77%	73,493
14	n/a	EUROPEAN MONETARY UNION EURO Purchased	4.72%	7,110,781,766
15	n/a	RFR USD SOFR/3.50000 05/22/23-10Y LCH Receive	4.56%	7,665,070,000
16	n/a	RFR JPY MUT+5.89/0.00000 03/15/21-8Y LCH Receive	4.31%	1,037,000,000,000
17	n/a	RFR USD SOFR/3.75000 06/20/24-7Y CME Receive	3.83%	6,260,230,000
18	n/a	RFR USD SOFR/4.00000 06/20/24-2Y CME Receive	3.73%	6,228,000,000
19	n/a	RFR USD SOFR/3.75000 06/20/24-5Y LCH Receive	3.47%	5,828,130,000
20	n/a	RFR USD SOFR/3.70000 06/06/23-10Y LCH Receive	3.44%	5,784,570,000
21	n/a	10 Year Treasury Note Future Dec 24	3.25%	47,788
22	n/a	Irs Eur -0.26000 03/18/20-5Y Lch Receive	3.17%	4,777,800,000
23	n/a	RFR USD SOFR/3.00000 06/21/23-7Y LCH Receive	3.10%	5,206,670,000
24	n/a	RFRF USD SF+26.161/1.90 05/18/22-10Y LCH Receive	3.06%	5,143,500,000
25	n/a	Pimco Fds	2.99%	516,145,144
26	n/a	RFR USD SOFR/2.45000 12/20/23-1Y LCH Receive	2.96%	4,973,600,000
27	n/a	RFR USD SOFR/3.75000 06/20/24-4Y CME Receive	2.95%	4,886,285,000
28	FNCL 6.5 11.11	Federal National Mortgage Association 6.5%	2.80%	4,562,445,000
29	FNCL 4 11.11	Federal National Mortgage Association 4%	2.78%	4,865,403,013
30	n/a	RFR USD SOFR/3.70000 05/13/24-3Y CME Receive	2.76%	4,602,700,000
31	n/a	RFR USD SOFR/3.75000 06/20/24-7Y LCH Receive	2.70%	4,540,220,000
32	n/a	IRS EUR 0.83000 12/09/42-10Y LCH Receive	2.50%	3,771,700,000
33	n/a	RFRF USD SF+26.161/0.60 12/14/21-3Y LCH Receive	2.37%	3,976,455,000
34	n/a	JAPANESE YEN Purchased	2.29%	544,412,539,048
35	FNCL 5.5 10.11	Federal National Mortgage Association 5.5%	2.18%	3,628,000,000
36	n/a	RFR USD SOFR/1.75000 06/15/22-7Y LCH Receive	2.12%	3,566,550,000
37	n/a	CDX IG43 5Y ICE	2.10%	3,458,700,000
38	n/a	RFRF USD SF+26.161/1.2* 06/16/21-30Y LCH Receive	2.09%	3,516,800,000
39	n/a	RFR JPY MUTK/0.70000 09/18/24-5Y LCH Receive	2.03%	487,930,000,000
40	n/a	RFR USD SOFR/3.55000 05/13/24-7Y CME Receive	2.00%	3,309,700,000
41	TII 1.875 07.15.34	United States Treasury Notes 1.875%	1.91%	3,128,421,369
42	n/a	RFR USD SOFR/3.50000 12/20/23-7Y LCH Receive	1.75%	2,935,110,000
43	n/a	2 Year Treasury Note Future Dec 24	1.74%	14,032
44	n/a	Irs Eur 0.50000 06/17/20-30Y Lch Receive	1.70%	2,557,071,000
45	n/a	IRS EUR 2.95000 10/27/22-7Y* LCH Receive	1.61%	2,341,400,000
46	TII 1.375 07.15.33	United States Treasury Notes 1.375%	1.51%	2,572,410,092
47	n/a	CDX HY43 5Y ICE	1.50%	2,358,300,000
48	n/a	RFR USD SOFR/2.35000 01/17/24-1Y CME Receive	1.48%	2,485,600,000
49	n/a	INDIAN RUPEE-INR-NDF Purchased	1.46%	204,746,923,707
50	n/a	TAIWANESE DOLLAR-NDF Purchased	1.45%	77,524,017,326
51	FNCL 7 10.11	Federal National Mortgage Association 7%	1.40%	2,269,350,000
52	n/a	IRS AUD 4.00000 09/18/24-5Y LCH Receive	1.38%	3,312,400,000
53	n/a	RFR USD SOFR/3.30000 12/03/24-7Y* CME Receive	1.37%	2,306,200,000
54	n/a	BRAZILIAN REAL-NDF Purchased	1.35%	12,765,331,000
55	T 4.5 04.15.27	United States Treasury Notes 4.5%	1.35%	2,225,400,000
56	T 4.5 03.31.26	United States Treasury Notes 4.5%	1.32%	2,204,000,000
57	BLTN 0 04.01.25 LTN	Secretaria Tesouro Nacional 0%	1.32%	12,765,331
58	FNCL 5 10.11	Federal National Mortgage Association 5%	1.31%	2,205,136,218
59	n/a	CHINESE - YUAN RENMINBI (CNH) Purchased	1.22%	14,631,321,023
60	n/a	RFR USD SOFR/2.00000 12/21/22-10Y CME Receive	1.21%	2,041,770,000
61	n/a	RFR USD SOFR/2.64500 07/24/24-2Y LCH Receive	1.16%	1,955,700,000
62	n/a	RFR USD SOFR/1.60000 01/16/24-2Y LCH Receive	1.16%	1,948,100,000
63	n/a	SOUTH KOREA WON-NDF Purchased	1.15%	2,589,523,015,021
64	n/a	RFR JPY MUT+5.89/-0.0200 3/20/21-8Y* LCH Receive	1.14%	275,310,000,000
65	n/a	RFR USD SOFR/2.00000 12/21/22-7Y CME Receive	1.09%	1,833,235,000
66	n/a	OIS CAD CAONREPO/3.75000 12/20/23-2Y LCH Receive	1.07%	2,416,000,000
67	n/a	RFR USD SOFR/2.62000 07/24/24-1Y LCH Receive	1.07%	1,798,800,000
68	n/a	CANADIAN DOLLAR Purchased	1.06%	2,408,275,798
69	n/a	RFR USD SOFR/3.75000 06/20/24-5Y CME Receive	1.05%	1,764,160,000
70	n/a	RFR JPY MUTK/1.00000 09/18/24-10Y LCH Receive	1.04%	251,200,000,000
71	T 4.625 05.15.54	United States Treasury Bonds 4.625%	1.02%	1,587,700,000
72	FNCL 4.5 12.11	Federal National Mortgage Association 4.5%	0.99%	1,695,000,000
73	n/a	RFR USD SOFR/3.50000 12/02/24-4Y* CME Receive	0.99%	1,658,950,000
74	n/a	BRAZILIAN REAL-NDF Purchased	0.98%	8,673,564,792
75	n/a	CDX IG42 5Y ICE	0.97%	1,596,360,000
76	n/a	Ultra 10 Year US Treasury Note Future Dec 24	0.94%	13,373
77	n/a	SWISS FRANCS Purchased	0.91%	1,281,681,779
78	FNCL 6 10.11	Federal National Mortgage Association 6%	0.87%	1,436,018,995
79	TII 0.25 07.15.29	United States Treasury Notes 0.25%	0.87%	1,540,306,546
80	n/a	RFRF USD SF+26.161/0.3* 9/18/23-1Y* CME Receive	0.87%	1,460,000,000
81	LMAT 2024-INV1 PT	Legacy Mtg Asset Tr 2024-Inv1 FRN 4.00956%	0.84%	1,383,762,869
82	TII 0.25 01.15.25	United States Treasury Notes 0.25%	0.83%	1,420,444,664
83	n/a	RFR USD SOFR/2.30000 01/17/24-2Y LCH Receive	0.83%	1,401,600,000
84	n/a	RFRF USD SF+26.161/0.6* 07/15/23-7Y CME Receive	0.83%	1,390,000,000
85	TII 0.125 07.15.30	United States Treasury Notes 0.125%	0.82%	1,473,362,264
86	n/a	RFRF USD SF+26.161/0.9* 9/11/23-27Y* CME Receive	0.80%	1,343,300,000
87	n/a	CDX HY42 5Y ICE	0.78%	1,218,100,000
88	n/a	RFR USD SOFR/1.00000 06/15/22-5Y CME Receive	0.77%	1,292,500,000
89	n/a	RFR USD SOFR/2.59000 07/23/24-2Y LCH Receive	0.76%	1,277,500,000
90	n/a	RFR USD SOFR/2.90000 04/04/22-6Y* LCH Receive	0.76%	1,290,000,000
91	DMFI 2024-1A A	Dutch Mortgage Finance 2024-1 B.V. 0%	0.74%	1,118,108,000
92	FNCL 4.5 11.11	Federal National Mortgage Association 4.5%	0.73%	1,248,434,000
93	DRHM 2024-AA A	Durham Mortgages A PLC 5.76114%	0.73%	907,254,584
94	n/a	IRS AUD 4.50000 09/20/23-10Y LCH Receive	0.71%	1,665,500,000
95	n/a	RFR USD SOFR/3.25000 06/21/23-5Y LCH Receive	0.69%	1,164,891,220
96	n/a	RFR USD SOFR/3.75000 12/20/23-5Y LCH Receive	0.69%	1,157,596,000
97	BAMLL 2024-LB1 A	Bamll 2024-Lb1 3.928969%	0.66%	1,132,877,421
98	CMLTI 2021-RP4 A1	Citigroup Mortgage Loan Trust 2021-Rp4 1.5%	0.66%	1,267,550,477
99	CSMC 2018-RPL6 A1	CSMC TRUST 3.24864%	0.66%	1,168,429,008
100	TII 0.625 07.15.32	United States Treasury Notes 0.625%	0.66%	1,177,511,389
101	n/a	RFR JPY MUT+5.89/0.0000 03/20/22-5Y* CME Receive	0.65%	155,370,000,000
102	n/a	RFRF USD SF+26.161/0.90 9/12/23-26Y* CME Receive	0.65%	1,085,000,000
103	n/a	RFR USD SOFR/3.20000 12/03/24-4Y* CME Receive	0.64%	1,083,800,000
104	DRHM 2024-BA A	Durham Mortgages B PLC 5.86148%	0.64%	795,723,000
105	n/a	CDX EM36 ICE	0.63%	1,050,548,000
106	n/a	IRS AUD 3.00000 03/21/17-10Y LCH Receive	0.62%	1,525,200,000
107	n/a	IRS EUR 2.50000 03/19/25-5Y LCH Receive	0.61%	897,500,000
108	T 2.375 03.31.29	United States Treasury Notes 2.375%	0.59%	1,051,400,000
109	FNCL 3.5 11.11	Federal National Mortgage Association 3.5%	0.59%	1,063,865,000
110	n/a	Irs Eur -0.15000 06/17/20-5Y Lch Receive	0.58%	875,000,000
111	CMLTI 2023-RP1 PT	CITIGROUP MORTGAGE LOAN TRUST 2023-RP1 0%	0.55%	1,136,695,184
112	n/a	IRS AUD 4.50000 03/20/24-10Y LCH Receive	0.55%	1,291,700,000
113	n/a	RFRF USD SF+26.161/1.5* 7/20/23-4Y* CME Receive	0.54%	956,100,000
114	n/a	RFR USD SOFR/3.00000 06/21/23-10Y CME Receive	0.52%	879,650,000
115	n/a	RFR USD SOFR/3.75000 12/18/24-5Y CME Receive	0.52%	878,200,000
116	FR SD8244	Federal Home Loan Mortgage Corp. 4%	0.52%	906,786,163
117	G2SF 4 11.11	Government National Mortgage Association 4%	0.52%	896,636,000
118	n/a	AUSTRALIAN DOLLARS Purchased	0.50%	1,214,649,034
119	n/a	RFR USD SOFR/2.88000 03/30/22-6Y* LCH Receive	0.49%	832,600,000
120	CMLTI 2024-RP3 PT	CITIGROUP MORTGAGE LOAN TRUST 2024-RP3 0%	0.49%	975,941,395
121	n/a	RFRF USD SF+26.161/0.3* 11/05/20-4Y LCH Receive	0.49%	820,000,000
122	n/a	IRS AUD 3.25000 12/17/14-10Y CME Receive	0.49%	1,180,600,000
123	n/a	RFR USD SOFR/3.35000 12/02/24-7Y* CME Receive	0.49%	816,500,000
124	n/a	RFR USD SOFR/3.50000 12/20/23-10Y LCH Receive	0.47%	785,160,000
125	n/a	IRS EUR 1.75000 09/21/22-5Y LCH Receive	0.47%	721,700,000
126	n/a	RFR USD SOFR/3.75000 06/20/24-10Y LCH Receive	0.47%	755,750,000
127	GSMBS 2022-RPL3 PT	Gs Mtg-Backed Secs Tr 2022-Rpl3 FRN 4.113407%	0.47%	828,762,719
128	n/a	CDX HY36 5Y ICE	0.45%	713,856,000
129	n/a	NEW ZEALAND DOLLAR Purchased	0.45%	1,176,115,629
130	n/a	AMSURG 1L LAST OUT TL TSFR3M	0.45%	723,842,121
131	n/a	RFR GBP SONIO/0.75000 09/21/22-10Y LCH Receive	0.44%	556,500,000
132	G2SF 4.5 11.11	Government National Mortgage Association 4.5%	0.44%	754,930,000
133	TPMF 2024-GR6A A1	Towd Point Mortgage Funding 2024-Granite 6 PLC 5.95819%	0.44%	549,909,126
134	BARRO 1A A	Barrow Funding PLC 5.96513%	0.44%	548,689,214
135	n/a	RFR USD SOFR/3.75000 12/18/24-7Y LCH Receive	0.44%	737,500,000
136	n/a	RFR USD SOFR/3.10000 12/05/24-4Y* CME Receive	0.43%	728,500,000
137	TII 0.125 04.15.25	United States Treasury Notes 0.125%	0.43%	737,894,453
138	n/a	RFR USD SOFR/1.75000 12/21/22-30Y CME Receive	0.43%	724,700,000
139	n/a	RFR USD SOFR/1.75000 06/15/22-5Y CME Receive	0.43%	716,600,000
140	n/a	Irs Eur 0.25000 06/17/20-30Y Lch Receive	0.42%	626,000,000
141	T 2.875 08.15.45	United States Treasury Bonds 2.875%	0.41%	858,035,000
142	n/a	MEXICAN NUEVO PESO Purchased	0.41%	14,024,219,576
143	n/a	RFR GBP SONIO/4.00000 09/18/24-5Y LCH Receive	0.41%	510,900,000
144	n/a	RFR USD SOFR/3.25000 06/21/23-5Y CME Receive	0.40%	679,220,000
145	FR SD8385	Federal Home Loan Mortgage Corp. 6.5%	0.40%	658,078,348
146	n/a	RFR GBP SONIO/0.75000 09/21/22-30Y LCH Receive	0.40%	500,150,000
147	n/a	IRS EUR -0.15500 07/27/20-5Y LCH Receive	0.40%	600,000,000
148	CMLTI 2022-RP3 PT	CITIGROUP MORTGAGE LOAN TRUST 2022-RP3 0%	0.39%	791,494,599
149	CMLTI 2021-RP5 A1	Citigroup Mtg Ln Tr 2021-Rp5 2%	0.39%	719,774,224
150	n/a	RFR USD SOFR/3.50000 07/12/24-8Y CME Receive	0.39%	651,050,000
151	n/a	RFR JPY MUTK/0.4000 06/15/22-10Y LCH Receive	0.39%	93,523,200,000
152	n/a	SOUTH AFRICAN RAND Purchased	0.38%	10,547,152,858
153	n/a	IRS NZD 4.75000 06/19/24-5Y LCH Receive	0.38%	954,400,000
154	T 3.375 05.15.44	United States Treasury Bonds 3.375%	0.38%	712,349,000
155	CSMC 2019-SPL1 PT	CSMC TRUST 7.907%	0.37%	605,650,907
156	n/a	RFR USD SOFR/3.50000 07/12/24-5Y CME Receive	0.37%	611,000,000
157	n/a	POLISH ZLOTY Purchased	0.37%	2,341,827,474
158	n/a	RFR USD SOFR/1.00000 06/15/22-7Y LCH Receive	0.37%	614,570,000
159	CMLTI 2022-RP2 PT	Citigroup Mtg Ln Tr 2022-Rp2 FRN 0%	0.37%	747,765,216
160	n/a	RFR USD SOFR/2.24250 08/07/24-2Y LCH Receive	0.36%	605,500,000
161	CSMC 2018-SP2 PT	CSMC TRUST 7.0156%	0.36%	606,708,431
162	CMLTI 2021-RP6 A1	Citigroup Mtg Ln Tr 2021-Rp6 2.125%	0.36%	670,915,225
163	n/a	MEXICAN NUEVO PESO Purchased	0.35%	11,629,428,303
164	CSMC 2018-RP12 A1	CSMC TRUST 3.43168%	0.35%	606,944,831
165	n/a	RFR USD SOFR/3.30000 12/03/24-29Y CME Receive	0.33%	563,000,000
166	SAGB 10.5 12.21.26 R186	South Africa (Republic of) 10.5%	0.33%	9,188,800,000
167	INTEL 6.5 03.15.30 144A	Intelsat Jackson Holdings SA 6.5%	0.33%	579,839,000
168	RNST 2A A	Roundstone Securities No. 2 Designated Activity Co. 4.245%	0.33%	496,903,633
169	GVSQR 2023-1A A	Grosvenor Square RMBS 2023-1 PLC 6.15246%	0.32%	400,706,975
170	FN MA5192	Federal National Mortgage Association 6.5%	0.32%	518,532,089
171	AVON 3A A	Avon Finance No. 3 PLC 6.06114%	0.32%	394,791,407
172	TII 1.75 01.15.34	United States Treasury Notes 1.75%	0.32%	525,750,988
173	n/a	IRS EUR 1.00000 05/13/22-5Y LCH Receive	0.32%	491,000,000
174	CSMC 2018-SP3 PT	CSMC TRUST 4.48659%	0.32%	595,166,207
175	n/a	POLISH ZLOTY Purchased	0.31%	2,013,835,685
176	TII 0.375 07.15.25	United States Treasury Notes 0.375%	0.31%	533,159,623
177	n/a	IRS AUD 3.50000 06/17/15-10Y CME Receive	0.31%	755,720,000
178	T 3 11.15.44	United States Treasury Bonds 3%	0.31%	615,851,000
179	T 4.375 08.15.43	United States Treasury Bonds 4.375%	0.30%	494,700,000
180	n/a	INDONESIAN RUPIAH-NDF Purchased	0.30%	7,598,144,786,213
181	GSMBS 2024-RPL3 PT	Gs Mtg Backed Secs Tr 2024-Rpl FRN 3.533925%	0.30%	593,504,968
182	MUDI 2.75 11.27.31 S	Mexico (United Mexican States) 2.75%	0.30%	111,964,963
183	TII 1 02.15.49	United States Treasury Bonds 1%	0.30%	607,340,282
184	GSMBS 2022-RPL2 PT	Gs Mtg-Backed Secs Tr 2022-Rpl2 FRN 4.223105%	0.29%	572,090,844
185	n/a	RFR USD SOFR/2.92000 10/17/23-1Y LCH Receive	0.29%	491,900,000
186	n/a	SOUTH KOREA WON-NDF Purchased	0.29%	657,856,579,010
187	n/a	INDONESIAN RUPIAH-NDF Purchased	0.29%	7,268,006,477,949
188	n/a	POLISH ZLOTY Purchased	0.29%	1,858,959,864
189	RABOBK 6.5 PERP	Stichting AK Rabobank Certificaten 6.5%	0.28%	373,736,200
190	n/a	RFR USD SOFR/4.25000 03/20/24-7Y CME Receive	0.28%	473,880,000
191	n/a	RFRF USD SF+26.161/0.5* 12/18/20-7Y LCH Receive	0.28%	467,500,000
192	n/a	RFR USD SOFR/3.10000 12/05/24-7Y* CME Receive	0.28%	465,000,000
193	n/a	RFR USD SOFR/2.25000 06/17/22-5Y LCH Receive	0.27%	475,000,000
194	CMLTI 2021-RP3 A1	Citigroup Mtg Ln Tr 2021-Rp3 1.5%	0.27%	505,792,796
195	n/a	Bamll 2024-Lb2 4.252523%	0.27%	467,548,060
196	n/a	IRS EUR 0.65000 05/11/22-5Y LCH Receive	0.27%	428,500,000
197	T 3.625 02.15.44	United States Treasury Bonds 3.625%	0.27%	494,809,000
198	n/a	RFR USD SOFR/1.75000 06/15/22-7Y CME Receive	0.27%	454,990,120
199	n/a	CMBX.NA.AAA.10 SP SAL	0.27%	454,800,000
200	FNCI 3 10.11	Federal National Mortgage Association 3%	0.27%	471,775,000
201	CSMC 2017-RPL2 A1	Csmc Trust 2017 3.06125%	0.27%	470,486,322
202	T 3.625 08.15.43	United States Treasury Bonds 3.625%	0.26%	480,378,000
203	n/a	RFR USD SOFR/3.30000 12/02/24-4Y* CME Receive	0.26%	444,540,000
204	n/a	IRS MXN 6.50000 06/17/20-8Y* CME Receive	0.26%	8,700,000,000
205	n/a	SOFTBANK VISION FUND II	0.26%	448,782,519
206	MBONO 8.5 03.01.29 M	Mexico (United Mexican States) 8.5%	0.26%	88,927,000
207	n/a	SINGAPORE DOLLARS Purchased	0.26%	567,870,892
208	T 2.875 11.15.46	United States Treasury Bonds 2.875%	0.26%	542,700,000
209	n/a	RFRF USD SF+26.161/0.70 12/18/20-10Y LCH Receive	0.26%	432,500,000
210	n/a	RFR USD SOFR/3.40000 12/02/24-29Y* CME Receive	0.26%	431,500,000
211	GSMBS 2024-NQM1 PT	Gs Mtg-Backed Secs Tr 2024-Nqm 6.8513%	0.26%	417,145,451
212	MBONO 7 09.03.26 M	Mexico (United Mexican States) 7%	0.26%	88,020,000
213	n/a	RFR USD SOFR/4.25000 03/20/24-5Y CME Receive	0.26%	429,370,000
214	n/a	RFR USD SOFR/3.75000 06/20/24-10Y CME Receive	0.25%	413,160,000
215	n/a	RFR USD SOFR/1.75000 06/15/22-5Y LCH Receive	0.25%	424,700,000
216	SMB 2023-B A1B	SMB PRIVATE EDUCATION LOAN TRUST 2023-B 7.14207%	0.25%	412,987,524
217	n/a	CDX EM40 ICE	0.25%	425,500,000
218	n/a	IRS EUR -0.13500 07/24/20-5Y LCH Receive	0.25%	375,000,000
219	n/a	IRS AUD 4.50000 09/18/24-10Y LCH Receive	0.25%	578,500,000
220	n/a	IRS MXN 8.41000 02/14/19-7Y* CME Receive	0.25%	8,240,000,000
221	n/a	RFR USD SOFR/1.75000 06/15/22-10Y CME Receive	0.25%	413,273,000
222	T 3.125 08.15.44	United States Treasury Bonds 3.125%	0.24%	478,709,000
223	LMAT 2017-RPL1 B	LEGACY MORTGAGE ASSET TRUST 5.93453%	0.24%	411,596,235
224	n/a	IRS MXN 8.55600 08/03/23-5Y* CME Receive	0.24%	7,914,500,000
225	GSMBS 2024-RPL1 PT	Gs Mtg Backed Secs Tr 2024-Rpl FRN 4.404451%	0.24%	433,032,920
226	n/a	CMBX.NA.AAA.10 SP GST	0.24%	401,450,000
227	n/a	RFRF USD SF+26.161/1.3* 01/04/22-5Y LCH Receive	0.23%	415,700,000
228	GSMBS 2023-NQM1 PT	Gs Mtg-Backed Secs Tr 2023-Nqm1 FRN 6.52395%	0.23%	386,940,226
229	VICI	VICI Properties Inc.	0.23%	11,625,222
230	n/a	RFR USD SOFR/2.00000 12/21/22-5Y CME Receive	0.23%	386,810,000
231	FN MA4783	Federal National Mortgage Association 4%	0.23%	399,632,992
232	n/a	ZCS BRL 10.25622 04/03/24-01/04/27 CME Receive	0.23%	2,718,360,000
233	n/a	ZCS BRL 10.20325 04/02/24-01/04/27 CME Receive	0.22%	2,720,760,000
234	CMLTI 2023-RP2 PT	CITIGROUP MORTGAGE LOAN TRUST 2023-RP2 0%	0.22%	416,264,271
235	PEMEX 6.7 02.16.32	Petroleos Mexicanos 6.7%	0.22%	412,739,000
236	n/a	RFR GBP SONIO/3.75000 09/18/24-10Y LCH Receive	0.22%	275,800,000
237	n/a	CHINESE - YUAN RENMINBI (CNH) Purchased	0.22%	2,725,230,906
238	CMLTI 2024-RP1 PT	CITIGROUP MORTGAGE LOAN TRUST 2024-RP1 0%	0.22%	448,963,507
239	n/a	INF SWAP GB NI 4.25 11/15/21-10Y LCH Receive	0.21%	267,100,000
240	RMS 33A A	Residential Mortgage Securities 33 PLC 5.95336%	0.21%	265,601,238
241	CSMC 2018-RPL6 B1	CSMC TRUST 3.24864%	0.21%	423,158,051
242	n/a	INF SWAP GB NI 4.14 10/15/21-10Y LCH Receive	0.21%	263,700,000
243	TURKGB F 05.17.28 4Y	Turkey (Republic of) 50%	0.21%	12,055,300,000
244	CESTR 1-AA A	Chester A Plc 6.35443%	0.21%	260,339,209
245	CSMC 2019-RPL5 A1	CSMC 2019-RPL5 TRUST 3.5%	0.21%	360,031,187
246	PCG 4.55 07.01.30	Pacific Gas and Electric Company 4.55%	0.20%	346,518,500
247	n/a	RFR USD SOFR/3.30000 06/14/23-10Y LCH Receive	0.20%	340,200,000
248	n/a	RFR USD SOFR/3.50000 06/22/23-7Y LCH Receive	0.20%	335,900,000
249	n/a	RFR USD SOFR/4.09000 04/30/24-10Y LCH Receive	0.20%	319,800,000
250	n/a	IRS EUR -0.23000 07/29/20-5Y LCH Receive	0.20%	300,000,000
251	T 3.75 11.15.43	United States Treasury Bonds 3.75%	0.20%	355,213,000
252	FR SD8447	Federal Home Loan Mortgage Corp. 6%	0.20%	325,787,619
253	TII 0.75 07.15.28	United States Treasury Notes 0.75%	0.20%	339,834,884
254	FN FM0076	Fnma Pass-Thru I 3%	0.20%	360,846,614
255	n/a	IRS MXN 8.24000 02/18/19-6Y* CME Receive	0.20%	6,500,000,000
256	BAMLL 2024-LB1 B	Bamll 2024-Lb1 3.928969%	0.20%	385,418,584
257	n/a	RFR USD SOFR/3.65000 12/05/23-1Y LCH Receive	0.19%	326,000,000
258	n/a	RFRF USD SF+26.161/0.70 9/18/23-7Y* CME Receive	0.19%	325,000,000
259	n/a	RFR USD SOFR/3.75000 12/11/23-1Y LCH Receive	0.19%	325,000,000
260	PERU 6.95 08.12.31 REGS	Peru (Republic Of) 6.95%	0.19%	1,126,000,000
261	n/a	ZCS BRL 10.18249 04/04/24-01/04/27 CME Receive	0.19%	2,331,230,000
262	CMLTI 2022-RP4 PT	CITIGROUP MORTGAGE LOAN TRUST 2022-RP4 0%	0.19%	397,468,967
263	n/a	RFR USD SOFR/3.75000 11/21/23-1Y LCH Receive	0.19%	323,000,000
264	n/a	RFR USD SOFR/3.65000 11/22/23-1Y LCH Receive	0.19%	323,000,000
265	CMLTI 2022-INV2 PT	Citigroup Mtg Ln Tr 2022-Inv2 0%	0.19%	386,344,233
266	n/a	Amsurg Equity	0.19%	5,968,052
267	LMAT 2017-RPL2 A1	Legacy Mortgage Trust 2017 RPL2 2.99123%	0.19%	336,965,595
268	MUDI 3 12.03.26 S	Mexico (United Mexican States) 3%	0.19%	66,577,312
269	n/a	CDX HY41 5Y ICE	0.19%	297,198,000
270	n/a	RFR JPY MUTK/0.5000 03/15/22-20Y LCH Receive	0.19%	45,656,000,000
271	n/a	CMBX.NA.AAA.10 SP JPS	0.19%	319,300,000
272	n/a	RFR USD SOFR/3.30000 12/02/24-7Y* CME Receive	0.19%	318,670,000
273	n/a	RFR USD SOFR/3.94000 02/22/24-5Y LCH Receive	0.19%	310,100,000
274	n/a	ZCS BRL 10.098 03/28/24-01/04/27 CME Receive	0.19%	2,297,450,000
275	n/a	RFR USD SOFR/2.37000 06/21/22-5Y LCH Receive	0.19%	326,200,000
276	n/a	RFR USD SOFR/2.60500 06/28/22-5Y LCH Receive	0.19%	323,400,000
277	n/a	RFR JPY MUTK/0.17625 04/27/22-5Y LCH Receive	0.19%	45,730,000,000
278	n/a	RFR USD SOFR/1.00000 06/15/22-7Y CME Receive	0.19%	316,880,000
279	CVNA 14 06.01.31 144A	Carvana Co 14%	0.19%	267,934,424
280	G2SF 5 11.11	Government National Mortgage Association 5%	0.19%	314,400,000
281	n/a	CDX HY37 5Y ICE	0.19%	292,992,000
282	n/a	RFR USD SOFR/1.92750 03/25/22-5Y LCH Receive	0.19%	324,900,000
283	n/a	RFR USD SOFR/3.00000 06/21/23-10Y LCH Receive	0.19%	312,955,000
284	CSMC 2018-RPL6 B2	CSMC TRUST 3.24864%	0.19%	423,158,051
285	CSMC 2019-RPL7 A1	CSMC 2019-RPL7 TRUST 3.25%	0.19%	324,575,087
286	n/a	MEXICAN NUEVO PESO Purchased	0.19%	6,356,776,651
287	GSMBS 2023-RPL1 PT	Gs Mtg-Backed Secs Tr 2023-Rpl1 FRN 4.120172%	0.19%	353,286,044
288	n/a	ZCS BRL 10.3275 04/05/24-01/04/27 CME Receive	0.18%	2,200,950,000
289	PERU 6.15 08.12.32 144A	Peru (Republic Of) 6.15%	0.18%	1,110,791,000
290	FNCL 3 11.11	Federal National Mortgage Association 3%	0.18%	337,000,000
291	GSMBS 2023-RPL2 PT	Gs Mtg-Backed Secs Tr 2023-Rpl FRN 3.685664%	0.18%	350,603,258
292	TII 1.5 02.15.53	United States Treasury Bonds 1.5%	0.18%	330,142,800
293	n/a	CMBX.NA.AAA.9 SP JPS	0.18%	297,488,647
294	n/a	RFR USD SOFR/3.80000 09/05/23-5Y LCH Receive	0.18%	291,300,000
295	CSMC 2018-RPL1 A1	Csmc 2.5%	0.18%	324,860,320
296	CMLTI 2024-INV1 PT	CITIGROUP MORTGAGE LOAN TRUST 2024-INV1 0%	0.18%	284,588,515
297	n/a	RFR USD SOFR/3.95000 09/13/23-10Y LCH Receive	0.18%	282,100,000
298	n/a	RFR USD SOFR/1.87200 04/06/22-10Y LCH Receive	0.18%	324,550,000
299	TURKEY 4.25 03.13.25 5Y	Turkey (Republic of) 4.25%	0.17%	292,100,000
300	n/a	UPFIELD TL B6 EUR003M	0.17%	261,600,000
301	n/a	RFRF USD SF+26.161/1.5* 8/16/23-4Y* CME Receive	0.17%	301,850,000
302	n/a	IRS EUR 2.54700 03/09/23-10Y LCH Receive	0.17%	252,900,000
303	n/a	RFR USD SOFR/2.78100 04/09/24-1Y LCH Receive	0.17%	287,400,000
304	PERUGB 7.3 08.12.33	Peru (Republic Of) 7.3%	0.17%	967,572,000
305	n/a	OIS CAD CAONREPO/3.0000 03/19/12-15Y CME Receive	0.17%	376,200,000
306	n/a	ROLLS-ROYCE PLC SNR SE ICE	0.16%	244,400,000
307	CMLTI 2020-RP2 A1	CITIGROUP MORTGAGE LOAN TRUST 1.75%	0.16%	296,019,391
308	n/a	RFRF USD SF+26.161/1.4* 7/18/23-4Y* CME Receive	0.16%	287,000,000
309	SMB 2023-B A1A	SMB PRIVATE EDUCATION LOAN TRUST 2023-B 4.99%	0.16%	270,685,968
310	TURKEY 7.625 04.26.29 10Y	Turkey (Republic of) 7.625%	0.16%	253,315,000
311	n/a	ZCS BRL 10.17 04/01/24-01/04/27 CME Receive	0.16%	1,944,090,000
312	n/a	ZCS BRL 10.09012 07/31/23-01/04/27 CME Receive	0.16%	1,963,600,000
313	CMLTI 2023-A PT	CITIGROUP MORTGAGE LOAN TRUST 2023-A 0%	0.16%	344,430,725
314	FN MA5218	Federal National Mortgage Association 7%	0.16%	256,388,616
315	UBS 7.5 02.15.28	UBS AG New York Branch 7.5%	0.16%	242,450,000
316	n/a	IRS MXN 8.44400 08/01/23-5Y* CME Receive	0.16%	5,214,000,000
317	CSMC 2021-RPL8 A1	Csmc 2021-Rpl8 Tr 1.65%	0.16%	299,381,235
318	n/a	Cmbx.Na.Aaa.8 Sp Gst	0.16%	263,408,400
319	n/a	RFR USD SOFR/4.00000 12/20/23-3Y LCH Receive	0.16%	262,500,000
320	FR SD8463	Federal Home Loan Mortgage Corp. 6%	0.15%	253,957,841
321	n/a	RFR USD SOFR/2.68750 04/04/24-1Y LCH Receive	0.15%	260,300,000
322	CVNA 13 06.01.30 144A	Carvana Co 13%	0.15%	235,449,910
323	n/a	MEXICAN NUEVO PESO Purchased	0.15%	5,159,182,980
324	FN BM2002	Federal National Mortgage Association 4%	0.15%	262,856,626
325	MBONO 7.75 05.29.31 M	Mexico (United Mexican States) 7.75%	0.15%	53,929,000
326	n/a	IRS EUR 1.00000 05/18/22-5Y LCH Receive	0.15%	235,750,000
327	TRINI 2021-1A AR	Trinity Square 2021-1 PLC 5.95272%	0.15%	188,837,806
328	n/a	INF SWAP GB NI 4.066 09/15/21-10Y LCH Receive	0.15%	188,200,000
329	n/a	RFR USD SOFR/3.90000 08/30/23-10Y LCH Receive	0.15%	239,500,000
330	TURKEY 5.25 03.13.30 10Y	Turkey (Republic of) 5.25%	0.15%	258,921,000
331	G2SF 4.5 10.11	Government National Mortgage Association 4.5%	0.15%	252,720,000
332	n/a	RFR USD SOFR/2.74750 07/25/23-5Y LCH Receive	0.15%	253,100,000
333	FN FM3241	Fnma Pass-Thru I 3%	0.15%	270,645,868
334	PERFF 1A B	Performer Funding 1 PLC 6.95246%	0.15%	185,225,000
335	TII 1.125 01.15.33	United States Treasury Notes 1.125%	0.15%	256,804,608
336	n/a	RFR USD SOFR/2.69700 04/04/24-1Y LCH Receive	0.15%	246,400,000
337	n/a	IRS EUR 3.30000 10/03/23-10Y LCH Receive	0.15%	202,700,000
338	n/a	IRS EUR 0.70000 04/11/22-5Y LCH Receive	0.14%	226,800,000
339	n/a	RFRF USD SF+26.161/0.75 06/16/21-10Y LCH Receive	0.14%	243,400,000
340	n/a	RFR USD SOFR/3.02000 11/08/23-1Y LCH Receive	0.14%	242,700,000
341	RUSSIA 5.625 04.04.42 REGS	Russian Federation 5.625%	0.14%	350,800,000
342	T 3.125 02.15.43	United States Treasury Bonds 3.125%	0.14%	276,604,000
343	n/a	RFR USD SOFR/2.84500 11/15/23-1Y LCH Receive	0.14%	239,800,000
344	n/a	Intelsat Sa/Luxembourg	0.14%	7,981,591
345	n/a	RFR USD SOFR/4.16500 09/27/23-10Y LCH Receive	0.14%	222,000,000
346	MUDI 4 11.30.28 S	Mexico (United Mexican States) 4%	0.14%	47,910,541
347	n/a	RFRF USD SF+26.161/2.00 8/18/23-9Y* CME Receive	0.14%	262,800,000
348	UBS V6.537 08.12.33 144A	UBS Group AG 6.537%	0.14%	212,800,000
349	n/a	RFRF USD SF+26.161/1.5* 7/11/23-4Y* CME Receive	0.14%	246,000,000
350	n/a	RFR USD SOFR/3.50000 06/21/23-3Y LCH Receive	0.14%	233,830,000
351	n/a	RFR USD SOFR/4.10500 04/24/24-10Y LCH Receive	0.14%	219,100,000
352	SMB 2022-B A1B	SMB PRIVATE EDUCATION LOAN TRUST 2022-B 6.79207%	0.14%	229,342,255
353	n/a	RFR USD SOFR/3.50000 06/21/23-10Y LCH Receive	0.14%	223,900,000
354	SMB 2022-B A1A	SMB PRIVATE EDUCATION LOAN TRUST 2022-B 3.94%	0.13%	232,404,379
355	DISH 5.25 12.01.26 144A	DISH DBS Corporation 5.25%	0.13%	243,097,000
356	CMLTI 2022-RP5 PT	CITIGROUP MORTGAGE LOAN TRUST 2022-RP5 0%	0.13%	269,737,197
357	n/a	RFR USD SOFR/1.78750 05/03/22-5Y LCH Receive	0.13%	230,500,000
358	LMAT 2018-RPL1 B4W	Legacy Mortgage Asset Trust 4.4954%	0.13%	273,713,384
359	FR SD8369	Federal Home Loan Mortgage Corp. 6.5%	0.13%	214,136,645
360	DVSQ 2005-5A A1A	Davis Square Funding V Ltd/Corp 5.49248%	0.13%	583,584,246
361	n/a	RFRF USD SF+26.161/1.00 9/16/23-7Y* CME Receive	0.13%	219,500,000
362	n/a	RFR USD SOFR/3.5815* 03/01/24-7Y* LCH Receive	0.13%	219,000,000
363	NRPL 2019-1A PT	Nrpl Trust 2019-1 3.56021%	0.13%	239,243,786
364	n/a	RFR USD SOFR/3.88000 07/10/24-10Y LCH Receive	0.13%	217,900,000
365	HAROT 2024-3 A2	HONDA AUTO RECEIVABLES 2024-3 OWNER TRUST 4.89%	0.13%	216,500,000
366	CSMC 2018-RPL4 PT	CSMC TRUST 4.87883%	0.13%	233,727,386
367	TII 0.75 02.15.42	United States Treasury Bonds 0.75%	0.13%	259,818,666
368	n/a	CDX EM34 ICE	0.13%	217,028,000
369	n/a	RFR USD SOFR/3.86000 02/21/24-10Y LCH Receive	0.13%	207,200,000
370	PCG 3.15 01.01.26	Pacific Gas and Electric Company 3.15%	0.13%	218,783,000
371	KMR 1A A	Kentmere No.1 Plc 5.81003%	0.13%	158,515,997
372	n/a	RFR USD SOFR/4.03000 10/04/23-10Y LCH Receive	0.13%	200,700,000
373	CSMC 2018-RP12 B1	CSMC TRUST 3.43168%	0.12%	237,521,850
374	BARC 2023-NQM2 PT	BARCLAYS MORTGAGE LOAN TRUST 2023-NQM2 0%	0.12%	205,381,179
375	BARC 2024-NQM2 PT1	Barclays Mtg Ln Tr 2024-Nqm2 6.92133%	0.12%	200,830,657
376	LMAT 2018-RPL2 PT	Legacy Mortgage Asset Trust 0%	0.12%	220,165,356
377	n/a	RFRF USD SF+26.161/1.60 8/15/23-4Y* CME Receive	0.12%	218,900,000
378	STRA 2024-1A A	Stratton Mortgage Funding 2024-1 PLC 6.40078%	0.12%	154,031,052
379	CSMC 2018-RP11 PT	CSMC TRUST 2.76737%	0.12%	221,783,306
380	LON: NBS	Nationwide Building Society	0.12%	1,164,371
381	n/a	RFR USD SOFR/3.60000 08/28/24-10Y LCH Receive	0.12%	206,700,000
382	n/a	RFR USD SOFR/3.28000 09/16/24-10Y LCH Receive	0.12%	206,500,000
383	n/a	ENVALIOR TL B1 1L TSFR1M	0.12%	213,420,493
384	n/a	INGENICO TERMINALS TL B	0.12%	235,200,000
385	DISH 5.75 12.01.28 144A	DISH DBS Corporation 5.75%	0.12%	232,493,000
386	WARW 3A A	Warwick Finance Residential Mortgages Number Three Plc 5.90246%	0.12%	150,370,517
387	n/a	SOUTH AFRICA EM SP MYC	0.12%	200,500,000
388	NSANY 4.81 09.17.30 144A	Nissan Motor Co Ltd. 4.81%	0.12%	212,402,000
389	MBONO 7.5 06.03.27 M	Mexico (United Mexican States) 7.5%	0.12%	40,875,000
390	n/a	IRS MXN 8.51170 07/31/23-5Y* CME Receive	0.12%	3,943,100,000
391	n/a	RFR USD SOFR/3.80000 03/10/23-5Y LCH Receive	0.12%	197,000,000
392	n/a	RFR USD SOFR/2.79000 04/10/24-1Y LCH Receive	0.12%	201,500,000
393	n/a	RFR USD SOFR/2.83500 04/10/24-1Y LCH Receive	0.12%	201,000,000
394	n/a	RFR USD SOFR/2.78500 04/10/24-1Y LCH Receive	0.12%	201,000,000
395	TII 1 02.15.48	United States Treasury Bonds 1%	0.12%	241,966,144
396	n/a	ZCS BRL 10.05205 08/02/23-01/02/26 CME Receive	0.12%	1,282,200,000
397	n/a	ZCS BRL 10.08501 08/01/23-01/02/26 CME Receive	0.12%	1,272,700,000
398	CMLTI 2018-B PT	CITIGROUP MORTGAGE LOAN TRUST 4.14497%	0.12%	224,968,099
399	TII 2.375 01.15.25	United States Treasury Bonds 2.375%	0.12%	198,472,799
400	n/a	ZCS BRL 10.10457 07/28/23-01/02/26 CME Receive	0.12%	1,260,600,000
401	n/a	RFR USD SOFR/3.76000 08/23/23-10Y LCH Receive	0.12%	188,900,000
402	GSMBS 2021-INV2 A3A	Gs Mtg-Backed Secs Tr 2021-Inv2 2.5%	0.12%	231,714,717
403	n/a	CMBX.NA.AAA.9 SP GST	0.12%	195,053,389
404	n/a	RFR USD SOFR/3.20000 12/05/24-29Y CME Receive	0.11%	193,200,000
405	PCG 4.95 07.01.50	Pacific Gas and Electric Company 4.95%	0.11%	210,381,500
406	n/a	CMBX.NA.AAA.8 SP JPS	0.11%	186,838,773
407	SMB 2022-D A1B	SMB PRIVATE EDUCATION LOAN TRUST 2022-D 7.14207%	0.11%	182,351,511
408	CSMC 2018-RP12 B2	CSMC TRUST 3.43168%	0.11%	237,521,850
409	TWRBG 2024-1A A	Tower Bridge Funding 2024-1 PLC 6.13319%	0.11%	136,598,300
410	n/a	INF SWAP GB NI 4.02 10/15/21-10Y LCH Receive	0.11%	136,900,000
411	n/a	RFR USD SOFR/3.68900 03/01/24-7Y* LCH Receive	0.11%	183,100,000
412	PERUGB 7.6 08.12.39	Peru (Republic Of) 7.6%	0.11%	618,871,000
413	NWG V5.076 01.27.30	NatWest Group PLC 5.076%	0.11%	177,653,000
414	SAGB 8.5 01.31.37 2037	South Africa (Republic of) 8.5%	0.11%	3,587,800,000
415	n/a	BRAZILIAN REAL-NDF Purchased	0.11%	977,178,593
416	ROMANI 5.125 09.24.31 144A	Romania (Republic Of) 5.125%	0.11%	159,600,000
417	n/a	Gsmbs 2024-Rpl5 Pt 144A	0.11%	201,736,011
418	n/a	RFRF USD SF+26.161/1.3* 07/20/23-8Y CME Receive	0.11%	178,300,000
419	LMAT 2018-RPL5 B1	LEGACY MORTGAGE ASSET TRUST 4.25%	0.11%	178,636,580
420	ARGENT 0.75 07.09.30	Argentina (Republic Of) 0.75%	0.11%	288,367,188
421	SAGB 8.875 02.28.35 2035	South Africa (Republic of) 8.875%	0.11%	3,301,800,000
422	NRPL 2024-RPL1 PT	Nrpl 2024-Rpl1 Tr FRN 4.43898%	0.11%	195,804,887
423	PLMRS 2023-4A A	PALMER SQUARE CLO 2023-4 LTD 6.83201%	0.10%	176,200,000
424	ARGENT 3.5 07.09.41	Argentina (Republic Of) 3.5%	0.10%	383,591,157
425	CSMC 2018-RPL6 B3	CSMC TRUST 3.24864%	0.10%	411,682,155
426	PERFF 1A C	Performer Funding 1 PLC 7.95246%	0.10%	129,635,000
427	ARGENT 4.125 07.09.35	Argentina (Republic Of) 4.125%	0.10%	362,770,711
428	CLFT 2023-2A A2	CONSUMER LOAN FINANCE 2023-2 ISSUER TRUST 6.4%	0.10%	166,770,000
429	CLFT 2023-3A A2	CONSUMER LOAN FINANCE 2023-3 ISSUER TRUST 6.4%	0.10%	166,770,000
430	CLFT 2023-1A A2	CONSUMER LOAN FINANCE 2023-1 ISSUER TRUST 6.4%	0.10%	166,760,000
431	n/a	RFR USD SOFR/4.20000 05/06/24-10Y LCH Receive	0.10%	162,700,000
432	LMAT 2018-RPL5 B2	LEGACY MORTGAGE ASSET TRUST 4.25%	0.10%	178,636,580
433	n/a	RFR USD SOFR/3.43091 09/03/24-7Y* LCH Receive	0.10%	173,510,000
434	n/a	AMSURG 1L FIRST OUT TL TSFR3M	0.10%	173,078,164
435	BACR V6.224 05.09.34	Barclays PLC 6.224%	0.10%	160,546,000
436	PROTE 1A AR	Proteus Rmbs DAC 4.586%	0.10%	155,414,628
437	PCG 3.75 07.01.28	Pacific Gas and Electric Company 3.75%	0.10%	176,651,500
438	HSBC V6.254 03.09.34	HSBC Holdings PLC 6.254%	0.10%	156,150,000
439	n/a	RFR USD SOFR/2.99250 10/13/23-1Y LCH Receive	0.10%	170,100,000
440	ELM24 2023-3A A1	ELMWOOD CLO 24 LTD 6.98577%	0.10%	169,200,000
441	n/a	RFR USD SOFR/4.15500 10/02/23-10Y LCH Receive	0.10%	159,000,000
442	KIRK 1A A	Kirkby Rmbs Plc 5.8824%	0.10%	127,387,881
443	TII 0.875 02.15.47	United States Treasury Bonds 0.875%	0.10%	210,307,428
444	CESTR 1-AA B	Chester A Plc 7.20443%	0.10%	125,536,000
445	n/a	RFR USD SOFR/4.17000 10/03/23-10Y LCH Receive	0.10%	157,500,000
446	n/a	RFR USD SOFR/3.88500 07/12/24-10Y LCH Receive	0.10%	167,900,000
447	RIPON 1RA B	Ripon Mortgages PLC 5.86114%	0.10%	123,878,000
448	VENLNG 9.5 02.01.29 144A	Venture Global LNG Inc. 9.5%	0.10%	146,900,000
449	n/a	RFR USD SOFR/3.58600 08/19/24-10Y LCH Receive	0.10%	165,300,000
450	n/a	RFR USD SOFR/3.59507 03/01/24-7Y* LCH Receive	0.10%	164,600,000
451	n/a	RFR USD SOFR/3.60243 03/01/24-7Y* LCH Receive	0.10%	164,600,000
452	n/a	RFR USD SOFR/3.55000 08/21/24-10Y LCH Receive	0.10%	164,600,000
453	n/a	RFR USD SOFR/3.60089 03/01/24-7Y* LCH Receive	0.10%	164,400,000
454	n/a	RFR USD SOFR/2.67500 07/24/23-5Y LCH Receive	0.10%	168,000,000
455	n/a	RFR USD SOFR/2.72100 04/10/24-1Y LCH Receive	0.10%	165,700,000
456	GSMBS 2021-RPL2 A1	GS MORTGAGE-BACKED SECURITIES TRUST 2021-RPL2 1.625%	0.10%	178,410,491
457	n/a	RFR USD SOFR/1.65000 02/08/22-10Y LCH Receive	0.10%	182,700,000
458	n/a	RFR USD SOFR/2.91000 11/14/23-1Y LCH Receive	0.10%	163,400,000
459	CSMC 2018-SP1 PT	CSMC TRUST 5.69487%	0.10%	165,532,098
460	NWG V4.445 05.08.30	NatWest Group PLC 4.445%	0.10%	163,400,000
461	CSMC 2018-RP10 A1	CSMC TRUST 4.27099%	0.10%	163,218,349
462	n/a	RFR USD SOFR/2.70000 07/21/23-5Y LCH Receive	0.10%	165,400,000
463	n/a	ZCS BRL 10.16509 04/01/24-01/04/27 CME Receive	0.10%	1,164,990,000
464	n/a	RFR USD SOFR/3.99400 07/02/24-10Y LCH Receive	0.10%	161,600,000
465	n/a	ZCS BRL 10.18313 04/04/24-01/04/27 CME Receive	0.10%	1,160,790,000
466	n/a	INF SWAP GB NI 4.4 10/15/21-10Y LCH Receive	0.10%	119,600,000
467	MRWLN 4.75 11.04.27 REGS	Market Bidco Finco PLC 4.75%	0.10%	149,000,000
468	n/a	RFR USD SOFR/2.46750 07/27/23-5Y LCH Receive	0.10%	164,800,000
469	n/a	RFR USD SOFR/3.01750 10/24/23-1Y LCH Receive	0.09%	159,700,000
470	CSMC 2017-RPL2 B1	Csmc Trust 2017 3.06125%	0.09%	186,005,219
471	n/a	RFR USD SOFR/2.97300 10/27/23-1Y LCH Receive	0.09%	159,500,000
472	n/a	RFR USD SOFR/3.22500 10/25/23-1Y LCH Receive	0.09%	159,400,000
473	n/a	RFR USD SOFR/3.19000 10/25/23-1Y LCH Receive	0.09%	159,400,000
474	n/a	RFR USD SOFR/3.14000 10/25/23-1Y LCH Receive	0.09%	159,400,000
475	PCG 3.3 12.01.27	Pacific Gas and Electric Company 3.3%	0.09%	164,659,000
476	n/a	RFR USD SOFR/2.84100 10/31/23-1Y LCH Receive	0.09%	159,100,000
477	AVGO L 11.20.26 2	Broadcom Tl A3 Tsfr1m	0.09%	159,000,000
478	n/a	PROJECT BRECK TL TSFR3M	0.09%	159,300,000
479	n/a	RFR USD SOFR/3.08750 11/07/23-1Y LCH Receive	0.09%	158,500,000
480	UBS V6.442 08.11.28 144A	UBS Group AG 6.442%	0.09%	149,385,000
481	n/a	CMBX.NA.AAA.9 SP MEI	0.09%	157,074,006
482	CESTR 1-AA C	Chester A Plc 8.10443%	0.09%	116,569,000
483	FR SD8256	Federal Home Loan Mortgage Corp. 4%	0.09%	163,125,060
484	TFINS 2018-1A A1	Trups Financials Note Securiti 6.03528%	0.09%	157,406,108
485	n/a	ZCS BRL 12.17838 03/21/22-01/02/25 CME Receive	0.09%	872,100,000
486	n/a	RFR USD SOFR/1.73000 02/24/22-10Y LCH Receive	0.09%	172,450,000
487	n/a	ZCS BRL 12.09826 03/21/22-01/02/25 CME Receive	0.09%	866,500,000
488	FN FM3952	Fnma Pass-Thru I 3%	0.09%	168,458,858
489	SAT 2020-A A	SOFI ALTERNATIVE TRUST 1.17%	0.09%	166,488,756
490	CESTR 1-AA Z	Chester A Plc 0%	0.09%	116,570,000
491	n/a	RFR USD SOFR/3.54666 03/01/24-7Y* LCH Receive	0.09%	152,700,000
492	PEMEX 5.95 01.28.31	Petroleos Mexicanos 5.95%	0.09%	176,125,000
493	n/a	RFR USD SOFR/3.51453 09/03/24-4Y* LCH Receive	0.09%	152,270,000
494	CHAOT 2024-2A A3	CHASE AUTO OWNER TRUST 2024-2 5.52%	0.09%	148,000,000
495	n/a	IRS MXN 9.32750 07/31/24-7Y* CME Receive	0.09%	2,978,000,000
496	n/a	RFRF USD SF+26.161/0.6* 09/24/23-7Y CME Receive	0.09%	150,000,000
497	n/a	RFRF USD SF+26.161/0.6* 10/01/23-7Y CME Receive	0.09%	150,000,000
498	n/a	RFRF USD SF+26.161/0.7* 09/25/23-7Y CME Receive	0.09%	150,000,000
499	n/a	IRS MXN 5.53500 05/12/20-7Y* CME Receive	0.09%	3,177,000,000
500	LMAT 2018-RPL4 PT	Legacy Mortgage Asset Trust 4.38372%	0.09%	160,998,555

As of Sep 30, 2024

Showing 50 of 9942

Subscribe to see the full list

Asset Allocation

Asset Class	% Weight
Bond	126.33%
Other	5.37%
Stocks	0.99%
Not Classified	0.04%
Cash	-32.74%

Sector Breakdown

Sector	% Weight
Other	99.87%
Real Estate	0.05%
Financials	0.04%
Energy	0.02%
Communication Services	0.02%

Country Breakdown

Sector	% Weight
Other	80.24%
United States	16.78%
XS	2.00%
Germany	0.45%
South Africa	0.18%
XA	0.08%
Argentina	0.07%
United Kingdom	0.06%
Russian Federation	0.04%
Greece	0.03%
Israel	0.03%
Switzerland	0.02%
Canada	0.01%
Peru	0.01%