PIMCO Low Duration ESG Fund Institutional Class (PLDIX)

PLDIX Holdings List

As of Mar 31, 2025

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No.	Symbol	Name	% Weight	Shares
1	T.3.625 05.15.26	UNITED STATES GOVT - US TREASURY N/B 05/26 3.625	11.97%	37,300,000
2	n/a	REPO BANK AMERICA REPO	7.54%	23,400,000
3	FNMA.0.7 07.30.25	FEDERAL NATIONAL MORTGAGE ASSOCIATION (FANNIE MAE) - FANNIE MAE NOTES 07/25 0.7	2.61%	8,200,000
4	FHLMC.0.68 08.06.25	FEDERAL HOME LOAN MORTGAGE CORPORATION (FREDDIE MAC) - FREDDIE MAC NOTES 08/25 0.68	2.61%	8,200,000
5	FN.CB6830	FNMA PASS THRU POOLS - FNMA POOL CB6830 FN 07/53 FIXED 4.5	1.74%	5,642,141
6	FR.RJ0048	FHLMC PASS THRU POOLS - FED HM LN PC POOL RJ0048 FR 10/53 FIXED 4.5	1.37%	4,431,469
7	GNR.2022-H24 BF	GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2022-H24 - GOVERNMENT NATIONAL MORTGAGE A GNR 2022 H24 BF	1.37%	4,174,994
8	FHLMC.0.65 10.22.25	FEDERAL HOME LOAN MORTGAGE CORPORATION (FREDDIE MAC) - FREDDIE MAC NOTES 10/25 0.65	1.30%	4,100,000
9	FHLMC.0.65 10.27.25	FEDERAL HOME LOAN MORTGAGE CORPORATION (FREDDIE MAC) - FREDDIE MAC NOTES 10/25 0.65	1.29%	4,100,000
10	FNCL.4 5.11	UMBS PASS THRU POOLS - FNMA TBA 30 YR 4 SINGLE FAMILY MORTGAGE	1.23%	4,100,000
11	FN.CB3364	FNMA PASS THRU POOLS - FNMA POOL CB3364 FN 04/52 FIXED 3	1.23%	4,375,078
12	GNR.2022-H24 FD	GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2022-H24 - GOVERNMENT NATIONAL MORTGAGE A GNR 2022 H24 FD	1.20%	3,642,065
13	n/a	FNMA PASS THRU POOLS - FNMA POOL CB2786 FN 01/52 FIXED 3	1.16%	4,135,256
14	FN.BV5376	FNMA PASS THRU POOLS - FNMA POOL BV5376 FN 04/52 FIXED 3	1.00%	3,564,235
15	INTNED.V1.4 07.01.26 144A	ING GROEP NV SR UNSECURED 144A 07/26 VAR	0.99%	3,100,000
16	BKIR.V6.253 09.16.26 144A	BANK OF IRELAND GROUP PLC - BANK OF IRELAND GROUP SR UNSECURED 144A 09/26 VAR	0.97%	3,000,000
17	BSREP.2021-DC A	BSREP COMMERCIAL MORTGAGE TRUST 2021-DC - BSREP COMMERCIAL MORTGAGE TRUS BSREP 2021 DC A 144A	0.97%	3,152,845
18	VASA.2021-VASA A	VASA TRUST 2021-VASA - VASA TRUST VASA 2021 VASA A 144A	0.91%	2,900,000
19	FN.CB7218	FNMA PASS THRU POOLS - FNMA POOL CB7218 FN 10/53 FIXED 5	0.90%	2,836,312
20	n/a	FHLMC PASS THRU POOLS - FED HM LN PC POOL RA8481 FR 07/53 FIXED 4.5	0.87%	2,832,253
21	FR.RA9796	FHLMC PASS THRU POOLS - FED HM LN PC POOL RA9796 FR 09/53 FIXED 4.5	0.86%	2,774,353
22	n/a	WEIR GROUP PLC (THE) SR UNSECURED 144A 05/26 2.2	0.78%	2,500,000
23	RABOBK.V1.004 09.24.26 144A	COOPERATIEVE RABOBANK UA (AKA: RABOBANK NEDERLAND) - COOPERATIEVE RABOBANK UA SR UNSECURED 144A 09/26 VAR	0.76%	2,400,000
24	n/a	FREDDIE MAC MULTICLASS CERTIFICATES SERIES 2020-P003 - FREDDIE MAC MULTICLASS CERTIFI FHMR 2020 P003 A1	0.73%	2,577,854
25	JPMCC.2021-MHC A	JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2021-MHC - JP MORGAN CHASE COMMERCIAL MOR JPMCC 2021 MHC A 144A	0.73%	2,267,752
26	n/a	SUNRUN DEMETER ISSUER 2021-2A - SUNRUN DEMETER ISSUER LLC SUNRN 2021 2A A 144A	0.72%	2,574,910
27	n/a	FHLMC PASS THRU POOLS - FED HM LN PC POOL RA8480 FR 07/53 FIXED 4	0.70%	2,330,050
28	SFO.2021-555 A	SFO COMMERCIAL MORTGAGE TRUST 2021-555 - SFO COMMERICAL MORTGAGE TRUST SFO 2021 555 A 144A	0.70%	2,200,000
29	JPMCC.2021-NYAH A	JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES CORP 2021-NYAH - JP MORGAN CHASE COMMERCIAL MOR JPMCC 2021 NYAH A 144A	0.69%	2,200,000
30	n/a	DIGITAL DUTCH FINCO BV COMPANY GUAR REGS 07/25 0.625	0.69%	2,000,000
31	n/a	UNITED STATES GOVT - TSY INFL IX N/B 07/32 0.625	0.69%	2,295,552
32	n/a	ONE NEW YORK PLAZA TRUST 2020-1NYP - ONE NEW YORK PLAZA TRUST 2020 ONYP 2020 1NYP A 144A	0.68%	2,200,000
33	DROP.2021-FILE A	DROP MORTGAGE TRUST 2021-FILE - DROP MORTGAGE TRUST 2021 FILE DROP 2021 FILE A 144A	0.67%	2,200,000
34	NORBK.1.284 09.22.26 144A	NORINCHUKIN BANK LTD - NORINCHUKIN BANK SR UNSECURED 144A 09/26 1.284	0.67%	2,200,000
35	BBCCR.2015-GTP A	BBCCRE TRUST 2015-GTP - BBCCRE TRUST BBCCR 2015 GTP A 144A	0.66%	2,200,000
36	n/a	UNITED STATES GOVT - TSY INFL IX N/B 01/33 1.125	0.66%	2,132,460
37	T.4.875 04.30.26	UNITED STATES GOVT - UNITED STATES TREASURY NOTE 04/26 4.875	0.65%	2,000,000
38	BCP.2021-330N A	BCP TRUST 2021-330N - BCP TRUST BCP 2021 330N A 144A	0.64%	2,200,000
39	n/a	EXTENDED STAY AMERICA TRUST 2021-ESH - EXTENDED STAY AMERICA TRUST ESA 2021 ESH A 144A	0.64%	1,992,146
40	MET.0.95 07.02.25 144A	METROPOLITAN LIFE GLOBAL FUNDING I - MET LIFE GLOB FUNDING I SECURED 144A 07/25 0.95	0.64%	2,000,000
41	n/a	FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFICATES KG01 - FHLMC MULTIFAMILY STRUCTURED P FHMS KG01 A7	0.60%	1,900,000
42	PACLIF.1.375 04.14.26 144A	PACIFIC LIFE GLOBAL FUNDING II - PACIFIC LIFE GF II SECURED 144A 04/26 1.375	0.59%	1,900,000
43	STWD.2021-LIH A	STARWOOD PROPERTY MORTGAGE TRUST 2021-LIH - STARWOOD COMMERCIAL MORTGAGE T STWD 2021 LIH A 144A	0.59%	1,840,000
44	FHMS.KG01 A10	FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFICATES KG01 - FHLMC MULTIFAMILY STRUCTURED P FHMS KG01 A10	0.58%	1,900,000
45	n/a	ASIAN DEVELOPMENT BANK SR UNSECURED 02/26 6	0.58%	11,000,000
46	n/a	SUNNOVA HELIOS VIII ISSUER 2022-A - (SUNNOVA) AURORA I ISSUER, LLC SNVA 2022 A A 144A	0.58%	2,023,094
47	FNCL.5.5 5.11	UMBS PASS THRU POOLS - FNMA TBA 30 YR 5.5 SINGLE FAMILY MORTGAGE	0.58%	1,800,000
48	TII.0.375 07.15.25	UNITED STATES GOVT - TSY INFL IX N/B 07/25 0.375	0.56%	1,741,077
49	FN.MA5106	FNMA PASS THRU POOLS - FNMA POOL MA5106 FN 08/53 FIXED 5	0.55%	1,740,680
50	FN.MA5137	FNMA PASS THRU POOLS - FNMA POOL MA5137 FN 09/53 FIXED 5	0.54%	1,694,462
51	EQH.1.3 07.12.26 144A	EQUITABLE FINANCIAL LIFE GLOBAL FUNDING - EQUITABLE FINANCIAL LIFE SECURED 144A 07/26 1.3	0.53%	1,700,000
52	FN.BY4128	FNMA PASS THRU POOLS - FNMA POOL BY4128 FN 06/53 FIXED 5	0.52%	1,652,807
53	FHLMC.0.8 10.28.26	FEDERAL HOME LOAN MORTGAGE CORPORATION (FREDDIE MAC) - FREDDIE MAC NOTES 10/26 0.8	0.52%	1,700,000
54	n/a	MORGAN STANLEY SR UNSECURED 10/26 VAR	0.52%	1,600,000
55	CASL.2018-A A1	COLLEGE AVE STUDENT LOANS LLC 2018-A - COLLEGE AVE STUDENT LOANS CASL 2018 A A1 144A	0.51%	1,585,070
56	SUMMT.2022-BVUE A	SUMIT 2022-BVUE MORTGAGE TRUST - SUMIT 2022 BVUE MORTGAGE TRUST SUMMT 2022 BVUE A 144A	0.51%	1,800,000
57	KEBHNB.5.375 04.23.27 144A	KEB HANA BANK (AKA: KOREA EXCHANGE BANK) - HANA BANK HANA BANK	0.49%	1,500,000
58	COMET.2022-A3 A	CAPITAL ONE MULTI-ASSET EXECUTION TRUST 2022-A3 - CAPITAL ONE MULTI ASSET EXECUT COMET 2022 A3 A	0.48%	1,500,000
59	PUTNM.2022-1A A1R	37 CAPITAL CLO II 2022-1A - 37 CAPITAL CLO LTD PUTNM 2022 1A A1R 144A	0.48%	1,500,000
60	OCTR.2020-8A ARR	OCEAN TRAILS CLO 8 2020-8A - OCEAN TRAILS CLO OCTR 2020 8A ARR	0.48%	1,500,000
61	EQIX.1 09.15.25	EQUINIX INC SR UNSECURED 09/25 1	0.48%	1,500,000
62	FR.QH2697	FHLMC PASS THRU POOLS - FED HM LN PC POOL QH2697 FR 10/53 FIXED 5	0.47%	1,490,391
63	FN.MA5189	FNMA PASS THRU POOLS - FNMA POOL MA5189 FN 11/53 FIXED 5	0.47%	1,484,069
64	ENELIM.1.625 07.12.26 144A	ENEL FINANCE INTERNATIONAL NV - ENEL FINANCE INTL NV COMPANY GUAR 144A 07/26 1.375	0.47%	1,500,000
65	FN.CB6829	FNMA PASS THRU POOLS - FNMA POOL CB6829 FN 07/53 FIXED 4	0.45%	1,501,632
66	n/a	WORLD BANK (INTERNATIONAL BANK FOR RECONSTRUCTION AND DEVELOPMENT: IBRD) - INTL BK RECON + DEVELOP SR UNSECURED 02/26 5.31	0.45%	26,000,000
67	BSST.2021-1818 A	BSST 2021-1818 MORTGAGE TRUST - BSST MORTGAGE TRUST BSST 2021 1818 A 144A	0.44%	1,500,000
68	FR.QH2700	FHLMC PASS THRU POOLS - FED HM LN PC POOL QH2700 FR 10/53 FIXED 5	0.44%	1,375,979
69	n/a	MOSAIC SOLAR LOAN TRUST 2022-1A - MOSAIC SOLAR LOANS LLC MSAIC 2022 1A A 144A	0.43%	1,526,341
70	n/a	UBS GROUP AG SR UNSECURED 144A 01/27 VAR	0.42%	1,300,000
71	ESA.2021-ESH A1	EXTENDED STAY AMERICA TRUST 2021-ESH - EXTENDED STAY AMERICA TRUST ESA 2021 ESH A1 144A	0.42%	1,299,226
72	FR.RA2970	FHLMC PASS THRU POOLS - FED HM LN PC POOL RA2970 FR 07/50 FIXED 2.5	0.42%	1,545,108
73	FR.QH1419	FHLMC PASS THRU POOLS - FED HM LN PC POOL QH1419 FR 08/53 FIXED 5	0.41%	1,286,910
74	GOOD.2021-3CS A	GOODLEAP SUSTAINABLE HOME SOLUTIONS TRUST 2021-3CS - GOODLEAP SUSTAINABLE HOME IMPR GOOD 2021 3CS A 144A	0.40%	1,604,270
75	FN.DA2947	FNMA PASS THRU POOLS - FNMA POOL DA2947 FN 10/53 FIXED 5	0.40%	1,270,243
76	FR.QH2698	FHLMC PASS THRU POOLS - FED HM LN PC POOL QH2698 FR 09/53 FIXED 5	0.40%	1,269,985
77	FN.DA0936	FNMA PASS THRU POOLS - FNMA POOL DA0936 FN 10/53 FIXED 5	0.40%	1,267,529
78	TD.5.264 12.11.26	TORONTO-DOMINION BANK - TORONTO DOMINION BANK SR UNSECURED 12/26 5.264	0.39%	1,200,000
79	SANUK.V6.833 11.21.26	SANTANDER UK GROUP HOLDINGS PLC - SANTANDER UK GROUP HLDGS SR UNSECURED 11/26 VAR	0.39%	1,200,000
80	SUMIBK.5.464 01.13.26	SUMITOMO MITSUI FINANCIAL GROUP INC - SUMITOMO MITSUI FINL GRP SR UNSECURED 01/26 5.464	0.39%	1,200,000
81	FR.SD8329	FHLMC PASS THRU POOLS - FED HM LN PC POOL SD8329 FR 06/53 FIXED 5	0.39%	1,229,361
82	TUM5	US 2YR NOTE (CBT) JUN25 XCBT 20250630	0.39%	1,137
83	FN.BX3483	FNMA PASS THRU POOLS - FNMA POOL BX3483 FN 10/53 FIXED 5	0.38%	1,187,186
84	FN.BY5850	FNMA PASS THRU POOLS - FNMA POOL BY5850 FN 07/53 FIXED 5	0.37%	1,177,484
85	n/a	CTP NV SR UNSECURED REGS 09/26 0.625	0.37%	1,100,000
86	C.5.438 04.30.26 BKNT	CITIBANK NA CITIBANK NA	0.36%	1,100,000
87	n/a	ARBOR REALTY COLLATERALIZED LOAN OBLIGATION LTD 2021-FL4 - ARBOR REALTY COLLATERALIZED LO ARCLO 2021 FL4 A 144A	0.36%	1,108,677
88	FN.DA0566	FNMA PASS THRU POOLS - FNMA POOL DA0566 FN 09/53 FIXED 5	0.36%	1,120,978
89	GALC.2025-1 A2	GREATAMERICA LEASING RECEIVABLES FUNDING LLC 2025-1 - GREAT AMERICA LEASING RECEIVAB GALC 2025 1 A2 144A	0.35%	1,100,000
90	TRNTS.2022-19A A1R	TRINITAS CLO XIX LTD - TRINITAS CLO LTD TRNTS 2022 19A A1R 144A	0.35%	1,100,000
91	MF1.2021-FL7 A	MF1 2021-FL7 LTD - MF1 MULTIFAMILY HOUSING MORTGA MF1 2021 FL7 A 144A	0.35%	1,094,567
92	FN.BY9171	FNMA PASS THRU POOLS - FNMA POOL BY9171 FN 09/53 FIXED 5	0.35%	1,111,117
93	n/a	PALMER SQUARE EUROPEAN LOAN FUNDING 2024-1 DAC 24-1A - PALMER SQUARE EUROPEAN LOAN FU PSTET 2024 1A AR	0.35%	1,000,000
94	MSC.2021-230P A	MORGAN STANLEY CAPITAL I INC 2021-230P - MORGAN STANLEY CAPITAL I TRUST MSC 2021 230P A 144A	0.34%	1,100,000
95	CDEP.5.875 04.30.29 144A	CASSA DEPOSITI E PRESTITI SOCIETA PER AZIONI - CASSA DEPOSITI E PRESTIT CASSA DEPOSITI E PRESTIT	0.34%	1,000,000
96	n/a	JP MORGAN CHASE & CO - JPMORGAN CHASE + CO SR UNSECURED 10/27 VAR	0.33%	1,000,000
97	n/a	HERTZ VEHICLE FINANCING III LLC 2023-2A - HERTZ VEHICLE FINANCING LLC HERTZ 2023 2A A 144A	0.33%	1,000,000
98	AES.5.45 06.01.28	AES CORPORATION - AES CORP/THE SR UNSECURED 06/28 5.45	0.33%	1,000,000
99	n/a	AMERICAN EXPRESS COMPANY - AMERICAN EXPRESS CO SR UNSECURED 04/27 VAR	0.33%	1,000,000
100	n/a	HERTZ VEHICLE FINANCING III LLC 2023-1A - HERTZ VEHICLE FINANCING LLC HERTZ 2023 1A A 144A	0.32%	1,000,000
101	MCCT.2023-2A A	MASTER CREDIT CARD TRUST II 2023-2A - MASTER CREDIT CARD TRUST MCCT 2023 2A A 144A	0.32%	1,000,000
102	n/a	REGATTA XVI FUNDING LTD 2019-2A - REGATTA XVI FUNDING LTD. REG16 2019 2A A1R 144A	0.32%	1,000,000
103	PUTNM.2021-1A AR	37 CAPITAL CLO I 2021-1A - 37 CAPITAL CLO LTD PUTNM 2021 1A AR 144A	0.32%	1,000,000
104	OCTR.2020-10A AR2	OCEAN TRAILS CLO X 2020-10A - OCEAN TRAILS CLO OCTR 2020 10A AR2 144A	0.32%	1,000,000
105	ANCHC.2021-20A A1R	ANCHORAGE CAPITAL CLO 2021-20A LTD - ANCHORAGE CAPITAL CLO LTD ANCHC 2021 20A A1R 144A	0.32%	1,000,000
106	PUTNM.2023-2A AR	37 CAPITAL CLO 4 LTD 2023-2A - 37 CAPITAL CLO LTD PUTNM 2023 2A AR 144A	0.32%	1,000,000
107	FR.QH2457	FHLMC PASS THRU POOLS - FED HM LN PC POOL QH2457 FR 10/53 FIXED 5	0.32%	999,433
108	n/a	ARBOUR CLO VII DAC 7A - ARBOUR CLO ARBR 7A AR 144A	0.31%	900,000
109	SO.0.9 01.15.26	SOUTHERN POWER COMPANY - SOUTHERN POWER CO SR UNSECURED 01/26 0.9	0.31%	1,000,000
110	CA.CASMED 1.17 06.01.2026	CALIFORNIA HEALTH FACILITIES FINANCING AUTHORITY - CALIFORNIA ST HLTH FACS FING A CASMED 06/26 FIXED 1.168	0.31%	1,000,000
111	FR.RJ0046	FHLMC PASS THRU POOLS - FED HM LN PC POOL RJ0046 FR 10/53 FIXED 4	0.30%	1,002,270
112	n/a	TESLA SUSTAINABLE ENERGY TRUST 2024-1A - TESLA SUSTAINABLE ENERGY TRUST TSET 2024 1A A2 144A	0.29%	900,000
113	BACR.V2.852 05.07.26	BARCLAYS PLC SR UNSECURED 05/26 VAR	0.29%	900,000
114	n/a	RFR USD SOFR/2.00000 12/21/22-10Y CME	0.28%	1
115	n/a	SMURFIT KAPPA TREASURY UNLIMITED COMPANY - SMURFIT KAPPA TREASURY COMPANY GUAR REGS 09/27 1.5	0.27%	800,000
116	HASI.3.375 06.15.26 144A	HANNON ARMSTRONG (HAT HOLDINGS I LLC / HAT HOLDINGS II LLC) - HAT HOLDINGS I LLC/HAT COMPANY GUAR 144A 06/26 3.375	0.27%	850,000
117	BPCEGP.V6.612 10.19.27 144A	BPCE SA 144A 10/27 VAR	0.26%	800,000
118	BACR.V7.325 11.02.26	BARCLAYS PLC SR UNSECURED 11/26 VAR	0.26%	800,000
119	MS.V5.016 01.12.29	MORGAN STANLEY BANK NA SR UNSECURED 01/29 VAR	0.26%	800,000
120	MS.F 04.13.28 MTN	MORGAN STANLEY MORGAN STANLEY	0.26%	800,000
121	n/a	GOLDMAN SACHS BANK USA/NEW YORK BRANCH - GOLDMAN SACHS BANK USA GOLDMAN SACHS BANK USA	0.26%	800,000
122	FR.RA9128	FHLMC PASS THRU POOLS - FED HM LN PC POOL RA9128 FR 08/53 FIXED 5.5	0.26%	801,561
123	AMSI.2005-R1 M4	AMERIQUEST MORTGAGE SEC 2005-R1 - AMERIQUEST MORTGAGE SECURITIES AMSI 2005 R1 M4	0.25%	788,678
124	n/a	ONEMAIN FINANCE CORPORATION (AKA: SPRINGLEAF FINANCE CORPORATION) - ONEMAIN FINANCE CORP COMPANY GUAR 01/27 3.5	0.25%	800,000
125	n/a	COUNTRYWIDE ASSET-BACKED CERT 2004-6 - COUNTRYWIDE ASSET BACKED CERTI CWL 2004 6 1A2	0.24%	749,854
126	n/a	UBS GROUP AG SR UNSECURED REGS 03/29 VAR	0.24%	600,000
127	n/a	DEVELOPMENT BANK OF JAPAN INC (DBJ) - DEVELOPMENT BK OF JAPAN SR UNSECURED REGS 10/25 0.875	0.24%	680,000
128	n/a	JSW HYDRO ENERGY LIMITED - JSW HYDRO ENERGY LTD SR SECURED REGS 05/31 4.125	0.23%	811,250
129	AMMC.2021-24A AR	AMMC CLO 24 LTD - AMERICAN MONEY MANAGEMENT CORP AMMC 2021 24A AR 144A	0.22%	700,000
130	GNR.2023-H23 FA	GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2023-H23 - GOVERNMENT NATIONAL MORTGAGE A GNR 2023 H23 FA	0.22%	674,604
131	BMW.5.05 08.11.28 144A	BMW US CAPITAL LLC COMPANY GUAR 144A 08/28 5.05	0.22%	670,000
132	FR.RA9795	FHLMC PASS THRU POOLS - FED HM LN PC POOL RA9795 FR 09/53 FIXED 4	0.22%	722,358
133	FHMS.KSG1 X1	FHLMC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFICATES KSJ1 - FHLMC MULTIFAMILY STRUCTURED P FHMS KSG1 X1	0.21%	13,741,179
134	n/a	ATHENE GLOBAL FUNDING SECURED REGS 02/27 VAR	0.21%	600,000
135	FN.MA5164	FNMA PASS THRU POOLS - FNMA POOL MA5164 FN 10/53 FIXED 5	0.21%	662,813
136	n/a	NEW YORK CITY HOUSING DEVELOPMENT CORP - NEW YORK CITY NY HSG DEV CORP NYCMFH 05/26 FIXED 1.023	0.20%	650,000
137	TII.0.125 10.15.25	UNITED STATES GOVT - TSY INFL IX N/B 10/25 0.125	0.20%	612,025
138	NORBK.5.43 03.09.28 144A	NORINCHUKIN BANK LTD - NORINCHUKIN BANK SR UNSECURED 144A 03/28 5.43	0.20%	600,000
139	n/a	FHF ISSUER TRUST 2024-1A - FIRST HELP FINANCIAL LLC FHF 2024 1A A2 144A	0.19%	598,336
140	C.V4.876 11.19.27	CITIBANK NA SR UNSECURED 11/27 VAR	0.19%	600,000
141	HYNMTR.5.8 06.26.25 144A	HYUNDAI CAPITAL AMERICA SR UNSECURED 144A 06/25 5.8	0.19%	600,000
142	DB.V4.999 09.11.30	DEUTSCHE BANK AG/NEW YORK BRANCH - DEUTSCHE BANK NY DEUTSCHE BANK NY	0.19%	600,000
143	n/a	ARES EUROPEAN CLO 14A - ARES EURO CLO ARESE 14A AR 144A	0.19%	546,641
144	n/a	LOANPAL SOLAR LOAN 2021-2GS LTD - LOANPAL SOLAR LOAN LTD. LPSLT 2021 2GS A 144A	0.19%	749,816
145	FR.QG8791	FHLMC PASS THRU POOLS - FED HM LN PC POOL QG8791 FR 08/53 FIXED 5	0.18%	572,566
146	n/a	FNMA PASS THRU POOLS - FNMA POOL BX9727 FN 04/53 FIXED 5	0.18%	563,781
147	n/a	AVOCA STATIC CLO I DAC 1A - AVOCA STATIC CLO AVOST 1A AR 144A	0.17%	500,000
148	FN.MA3029	FNMA PASS THRU POOLS - FNMA POOL MA3029 FN 06/32 FIXED 3	0.17%	557,161
149	BX.2022-FOX2 A2	BX TRUST 2022-FOX2 - BX TRUST BX 2022 FOX2 A2 144A	0.17%	541,571
150	n/a	JP MORGAN CHASE & CO - JPMORGAN CHASE + CO SR UNSECURED 04/28 VAR	0.16%	500,000
151	NORBK.5.094 10.16.29 144A	NORINCHUKIN BANK LTD - NORINCHUKIN BANK SR UNSECURED 144A 10/29 5.094	0.16%	500,000
152	C.4.929 08.06.26	CITIBANK NA CITIBANK NA	0.16%	500,000
153	RABOBK.F 08.28.26	COOPERATIEVE RABOBANK UA/NEW YORK BRANCH - COOPERAT RABOBANK UA/NY COOPERAT RABOBANK UA/NY	0.16%	500,000
154	n/a	GREYWOLF CLO III LTD 2020-3RA - GREYWOLF CLO LTD GWOLF 2020 3RA A1R2 144A	0.16%	500,000
155	NIPDES.4.42 09.11.29 144A	DENSO CORPORATION - DENSO CORP SR UNSECURED 144A 09/29 4.42	0.16%	500,000
156	EDF.3.625 10.13.25 144A	ELECTRICITE DE FRANCE SA (EDF) - ELECTRICITE DE FRANCE SA SR UNSECURED 144A 10/25 3.625	0.16%	500,000
157	n/a	GNMA PASS THRU POOLS - GNMA II POOL BE4276 G2 06/48 FIXED 4	0.16%	523,527
158	SE.2021-1A A	SERVICE EXPERTS ISSUER 2021-1A LLC - SERVICE EXPERTS ISSUER SE 2021 1A A 144A	0.16%	495,744
159	FN.BY4733	FNMA PASS THRU POOLS - FNMA POOL BY4733 FN 06/53 FIXED 5	0.15%	484,707
160	n/a	SUNNOVA SOL V ISSUER LLC 2023-1A - SUNNOVA SOL V ISSUER, LLC SNVA 2023 1A A 144A	0.15%	478,226
161	n/a	GNMA PASS THRU POOLS - GNMA II POOL BP1523 G2 08/49 FIXED 3.5	0.14%	474,091
162	GNR.2015-H08 FB	GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2015-H08 - GOVERNMENT NATIONAL MORTGAGE A GNR 2015 H08 FB	0.14%	434,031
163	n/a	EUROSAIL-UK 2007-4BL PLC 4X - EUROSAIL PLC ESAIL 2007 4X A3 REGS	0.14%	329,459
164	n/a	SUMITOMO MITSUI TRUST BANK LIMITED - SUMITOMO MITSUI TR BK LT SR UNSECURED 144A 03/28 5.5	0.13%	400,000
165	BFCM.5.194 02.16.28 144A	BANQUE FEDERATIVE DU CREDIT MUTUEL (BFCM) - BANQUE FED CRED MUTUEL BANQUE FED CRED MUTUEL	0.13%	400,000
166	KHFC.4.875 08.27.27 144A	KOREA HOUSING FINANCE CORP (KHFC) - KOREA HOUSING FINANCE CO 08/27 4.875	0.13%	400,000
167	BPCEGP.V5.975 01.18.27 144A	BPCE SA SR UNSECURED 144A 01/27 VAR	0.13%	400,000
168	n/a	FHF TRUST 2023-1A - FIRST HELP FINANCIAL LLC FHF 2023 1A A2 144A	0.13%	385,526
169	FR.QG6858	FHLMC PASS THRU POOLS - FED HM LN PC POOL QG6858 FR 07/53 FIXED 5	0.12%	378,086
170	FVM5	US 5YR NOTE (CBT) JUN25 XCBT 20250630	0.12%	301
171	TII.0.125 04.15.25	UNITED STATES GOVT - TSY INFL IX N/B 04/25 0.125	0.12%	368,877
172	FN.MA2871	FNMA PASS THRU POOLS - FNMA POOL MA2871 FN 01/32 FIXED 3	0.12%	370,467
173	n/a	FHF TRUST 2022-1A - FIRST HELP FINANCIAL LLC FHF 2022 1A A 144A	0.11%	351,725
174	FG.Q56466	FHLMC PASS THRU POOLS - FED HM LN PC POOL Q56466 FG 06/48 FIXED 4	0.11%	365,555
175	BMW.4.75 03.21.28 144A	BMW US CAPITAL LLC COMPANY GUAR 144A 03/28 4.75	0.11%	330,000
176	FN.CA0241	FNMA PASS THRU POOLS - FNMA POOL CA0241 FN 08/47 FIXED 4	0.10%	337,966
177	n/a	GEMGARTO PLC 2021-1A - GEMGARTO GMG 2021 1A A 144A	0.10%	245,812
178	GNR.2017-H14 FG	GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2017-H14 - GOVERNMENT NATIONAL MORTGAGE A GNR 2017 H14 FG	0.10%	313,675
179	FHR.4678 AF	FREDDIE MAC REMICS 4678 - FREDDIE MAC FHR 4678 AF	0.10%	312,751
180	n/a	ENTERPRISE FLEET FUNDING LLC 2022-4 - ENTERPRISE FLEET FINANCING LLC EFF 2022 4 A2 144A	0.10%	304,789
181	NBNAUS.4 10.01.27 144A	NBN CO LIMITED - NBN CO LTD NBN CO LTD	0.10%	300,000
182	n/a	FNMA PASS THRU POOLS - FNMA POOL MA5071 FN 07/53 FIXED 5	0.09%	287,624
183	GNR.2016-H22 FA	GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2016-H22 FJ - GOVERNMENT NATIONAL MORTGAGE A GNR 2016 H22 FA	0.09%	275,853
184	n/a	GNMA PASS THRU POOLS - GNMA II POOL BO7890 G2 07/49 FIXED 3.5	0.08%	283,700
185	SUMMT.2022-BVUE B	SUMIT 2022-BVUE MORTGAGE TRUST - SUMIT 2022 BVUE MORTGAGE TRUST SUMMT 2022 BVUE B 144A	0.08%	300,000
186	NY.NYCMFH 0.923 11.01.2025	NEW YORK CITY HOUSING DEVELOPMENT CORP - NEW YORK CITY NY HSG DEV CORP NYCMFH 11/25 FIXED 0.923	0.08%	250,000
187	n/a	NEW YORK CITY HOUSING DEVELOPMENT CORP - NEW YORK CITY NY HSG DEV CORP NYCMFH 11/26 FIXED 1.123	0.08%	250,000
188	GNR.2018-38 WF	GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2018-38 - GOVERNMENT NATIONAL MORTGAGE A GNR 2018 38 WF	0.07%	234,319
189	NY.NYCMFH 0.823 05.01.2025	NEW YORK CITY HOUSING DEVELOPMENT CORP - NEW YORK CITY NY HSG DEV CORP NYCMFH 05/25 FIXED 0.823	0.07%	225,000
190	GNR.2015-H10 FH	GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2015-H10 - GOVERNMENT NATIONAL MORTGAGE A GNR 2015 H10 FH	0.07%	214,021
191	n/a	GNMA PASS THRU POOLS - GNMA II POOL BM1356 G2 07/49 FIXED 3.5	0.07%	226,883
192	GNR.2017-H14 FE	GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2017-H14 - GOVERNMENT NATIONAL MORTGAGE A GNR 2017 H14 FE	0.07%	200,904
193	TOYOTA.4.55 08.07.26	TOYOTA MOTOR CREDIT CORPORATION - TOYOTA MOTOR CREDIT CORP TOYOTA MOTOR CREDIT CORP	0.06%	200,000
194	MARS.4.45 03.01.27 144A	MARS INCORPORATED - MARS INC SR UNSECURED 144A 03/27 4.45	0.06%	200,000
195	BMWLT.2024-1 A2B	BMW VEHICLE LEASE TRUST 2024-1 - BMW VEHICLE LEASE TRUST BMWLT 2024 1 A2B	0.06%	197,141
196	n/a	GNMA PASS THRU POOLS - GNMA II POOL BM8966 G2 06/49 FIXED 3.5	0.06%	205,504
197	FN.AB3968	FNMA PASS THRU POOLS - FNMA POOL AB3968 FN 12/26 FIXED 3	0.05%	161,394
198	FR.QG2351	FHLMC PASS THRU POOLS - FED HM LN PC POOL QG2351 FR 05/53 FIXED 5	0.05%	154,770
199	GNR.2017-H15 FN	GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2017-H15 - GOVERNMENT NATIONAL MORTGAGE A GNR 2017 H15 FN	0.05%	147,548
200	n/a	GNMA PASS THRU POOLS - GNMA II POOL BM1355 G2 07/49 FIXED 3.5	0.05%	156,654
201	n/a	FNMA PASS THRU POOLS - FNMA POOL BK8838 FN 08/48 FIXED 4	0.04%	144,566
202	G2.BM9250	GNMA PASS THRU POOLS - GNMA II POOL BM9250 G2 05/49 FIXED 3.5	0.03%	114,949
203	GNR.2017-H07 FG	GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2017-H07 - GOVERNMENT NATIONAL MORTGAGE A GNR 2017 H07 FG	0.03%	104,088
204	FHS.332 V1	FREDDIE MAC STRIPS 332 - FREDDIEMAC STRIP FHS 332 V1	0.03%	96,367
205	n/a	317U6RTA4 PIMCO SWAPTION 3.75 CALL USD 2025080	0.02%	32,200,000
206	FN.BY5837	FNMA PASS THRU POOLS - FNMA POOL BY5837 FN 07/53 FIXED 5	0.02%	76,780
207	NHEL.2006-1 A1A	NOVASTAR HOME EQUITY LOAN 2006-1 - NOVASTAR HOME EQUITY LOAN NHEL 2006 1 A1A	0.02%	58,608
208	BOAMS.2003-B 2A2	BANK OF AMERICA MTGE SEC 2003-B - BANC OF AMERICA MORTGAGE SECUR BOAMS 2003 B 2A2	0.02%	54,008
209	FHAMS.2004-AA6 A1	FIRST HORIZON ALTERNATIVE MORTGAGE SECURITIES 2004-AA6 - FIRST HORIZON ALTERNATIVE MORT FHAMS 2004 AA6 A1	0.01%	43,743
210	FNR.2010-78 PE	FANNIE MAE REMICS 2010-78 - FANNIE MAE FNR 2010 78 PE	0.01%	40,869
211	BAFC.2005-D A1	BANC OF AMERICA FUNDING CORP 2005-D - BANC OF AMERICA FUNDING CORPOR BAFC 2005 D A1	0.01%	41,855
212	FNR.2009-111 EZ	FANNIE MAE 2009-111 - FANNIE MAE FNR 2009 111 EZ	0.01%	37,951
213	n/a	STRUCTURED ASSET INVESTMENT LN TR 2004-2 - STRUCTURED ASSET INVESTMENT LO SAIL 2004 2 A4	0.01%	35,153
214	n/a	317U7HTA5 PIMCO SWAPTION 3.75 CALL USD 2025103	0.01%	8,900,000
215	n/a	GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2015-H17 - GOVERNMENT NATIONAL MORTGAGE A GNR 2015 H17 FL	0.01%	30,589
216	FSPC.T-57 1A1	FHLMC STRUCTURED PASS THRU SEC T-57 - FHLMC STRUCTURED PASS THROUGH FSPC T 57 1A1	0.01%	29,412
217	n/a	RFR USD SOFR/3.50000 12/18/24-1Y LCH	0.01%	1
218	n/a	SOLD TWD BOUGHT USD 20250716	0.01%	1
219	WAMU.2005-AR13 A1A1	WASHINGTON MUTUAL 2005-AR13 - WAMU MORTGAGE PASS THROUGH CER WAMU 2005 AR13 A1A1	0.01%	26,114
220	FN.AJ8540	FNMA PASS THRU POOLS - FNMA POOL AJ8540 FN 01/27 FIXED 3	0.01%	26,120
221	n/a	GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2015-H10 - GOVERNMENT NATIONAL MORTGAGE A GNR 2015 H10 FM	0.01%	25,774
222	GNR.2015-H31 FT	GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2015-H31 - GOVERNMENT NATIONAL MORTGAGE A GNR 2015 H31 FT	0.01%	22,762
223	CWHL.2005-HYB9 5A1	COUNTRYWIDE HOME LOANS 2005-HYB9 - COUNTRYWIDE HOME LOANS CWHL 2005 HYB9 5A1	0.01%	24,305
224	n/a	BOUGHT EUR SOLD USD 20250402	0.01%	1
225	FNW.2003-W6 F	FANNIEMAE WHOLE LOAN 2003-W6 - FANNIEMAE WHOLE LOAN FNW 2003 W6 F	0.01%	21,407
226	n/a	STRUCTURED ADJ RATE MTG LN 2004-19 - STRUCTURED ADJUSTABLE RATE MOR SARM 2004 19 2A1	0.01%	20,911
227	n/a	SOLD CAD BOUGHT USD 20250402	0.01%	1
228	FHR.3376 FD	FREDDIE MAC REMICS 3376 - FREDDIE MAC FHR 3376 FD	0.01%	18,516
229	n/a	SOLD CAD BOUGHT USD 20250502	0.01%	1
230	OPMAC.2005-5 1APT	OPTEUM MORTGAGE ACCEPTANCE CORP 2005-5 - OPTEUM MORTGAGE ACCEPTANCE COR OPMAC 2005 5 1APT	0.01%	17,966
231	GNR.2016-H08 FT	GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2016-H08 - GOVERNMENT NATIONAL MORTGAGE A GNR 2016 H08 FT	0.01%	17,345
232	n/a	SOLD AUD BOUGHT USD 20250402	0.01%	1
233	n/a	CITIGROUP MTGE LOAN TR INC 2008-RR1 - CITIGROUP MORTGAGE LOAN TRUST CMLTI 2008 RR1 A1A1 144A	0.01%	19,150
234	WAMU.2004-AR13 A2A	WASHINGTON MUTUAL 2004-AR13 - WAMU MORTGAGE PASS THROUGH CER WAMU 2004 AR13 A2A	0.01%	16,361
235	n/a	SOLD AUD BOUGHT USD 20250502	0.00%	1
236	SAMI.2007-AR2 2A1	STRUCTURED ASSET MTG INV INC 2007-AR2 - STRUCTURED ASSET MORTGAGE INVE SAMI 2007 AR2 2A1	0.00%	36,621
237	FN.255884	FNMA PASS THRU POOLS - FNMA POOL 255884 FN 08/35 FLOATING VAR	0.00%	12,949
238	GSR.2005-AR6 2A1	GSR MORTGAGE LOAN TRUST 2005-AR6 - GSR MORTGAGE LOAN TRUST GSR 2005 AR6 2A1	0.00%	12,736
239	GSR.2005-AR7 6A1	GSR MORTGAGE LOAN TRUST 2005-AR7 - GSR MORTGAGE LOAN TRUST GSR 2005 AR7 6A1	0.00%	13,789
240	BALTA.2005-4 23A1	BEAR STEARNS ALT-A TRUST 2005-4 - BEAR STEARNS ALT A TRUST BALTA 2005 4 23A1	0.00%	12,014
241	FN.679708	FNMA PASS THRU POOLS - FNMA POOL 679708 FN 09/41 FLOATING VAR	0.00%	10,279
242	BOAMS.2004-G 2A7	BANC OF AMERICA MTGE SEC 2004-G - BANC OF AMERICA MORTGAGE SECUR BOAMS 2004 G 2A7	0.00%	10,287
243	FSPC.T-63 1A1	FHLMC STRUCTURED PASS THROUGH SEC T-63 - FHLMC STRUCTURED PASS THROUGH FSPC T 63 1A1	0.00%	10,072
244	n/a	RFR USD SOFR/3.24800 09/18/24-10Y LCH	0.00%	1
245	n/a	SOLD KRW BOUGHT USD 20250618	0.00%	1
246	JPMMT.2005-S3 1A2	JP MORGAN MORTGAGE TRUST 2005-S3 - JP MORGAN MORTGAGE TRUST JPMMT 2005 S3 1A2	0.00%	20,837
247	n/a	RFR USD SOFR/3.27750 09/16/24-10Y LCH	0.00%	1
248	SABR.2007-HE1 A2A	SECURITIZED ASSET BACKED RECEIVABLES LLC 2007-HE1 - SECURITIZED ASSET BACKED RECEI SABR 2007 HE1 A2A	0.00%	39,324
249	CWHL.2004-22 A3	COUNTRYWIDE HOME LOANS 2004-22 - COUNTRYWIDE HOME LOANS CWHL 2004 22 A3	0.00%	8,797
250	FH.847415	FHLMC PASS THRU POOLS - FED HM LN PC POOL 847415 FH 06/35 FLOATING VAR	0.00%	7,976
251	FG.J17884	FHLMC PASS THRU POOLS - FED HM LN PC POOL J17884 FG 01/27 FIXED 3	0.00%	8,194
252	GNR.2016-H13 FT	GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2016-H13 - GOVERNMENT NATIONAL MORTGAGE A GNR 2016 H13 FT	0.00%	7,506
253	SARM.2004-1 4A2	STRUCTURED ADJUSTABLE RATE MTG LN 2004-1 - STRUCTURED ADJUSTABLE RATE MOR SARM 2004 1 4A2	0.00%	7,576
254	n/a	SOLD SGD BOUGHT USD 20250402	0.00%	1
255	n/a	SOLD KRW BOUGHT USD 20250618	0.00%	1
256	FNR.2013-31 HI	FANNIE MAE REMICS 2013-31 - FANNIE MAE FNR 2013 31 HI	0.00%	145,188
257	n/a	SOLD KRW BOUGHT USD 20250618	0.00%	1
258	n/a	STRUCTURED ASSET MTG INV INC 2005-AR8 - STRUCTURED ASSET MORTGAGE INVE SAMI 2005 AR8 A1A	0.00%	6,470
259	n/a	SOLD NZD BOUGHT USD 20250502	0.00%	1
260	n/a	IRS EUR 2.39000 10/01/24-10Y LCH	0.00%	1
261	n/a	SOLD KRW BOUGHT USD 20250618	0.00%	1
262	n/a	RFR USD SOFR/3.23100 09/18/24-10Y LCH	0.00%	1
263	n/a	SOLD KRW BOUGHT USD 20250618	0.00%	1
264	n/a	MASSACHUSETTS EDUC FINANCING AUTH 2008-1 - MASSACHUSETTS EDUCATIONAL FINA MEFA 2008 1 A1	0.00%	4,486
265	GSR.2004-7 1A1	GSR MTGE LOAN TRUST 2004-7 - GSR MORTGAGE LOAN TRUST GSR 2004 7 1A1	0.00%	4,553
266	WAMU.2005-AR19 A1A1	WASHINGTON MUTUAL 2005-AR19 - WAMU MORTGAGE PASS THROUGH CER WAMU 2005 AR19 A1A1	0.00%	4,317
267	n/a	SOLD KRW BOUGHT USD 20250618	0.00%	1
268	n/a	SOLD SGD BOUGHT USD 20250502	0.00%	1
269	FN.845052	FNMA PASS THRU POOLS - FNMA POOL 845052 FN 11/35 FLOATING VAR	0.00%	4,001
270	n/a	FHLMC PASS THRU POOLS - FED HM LN PC POOL 1L0174 FH 08/35 FLOATING VAR	0.00%	3,857
271	FN.654952	FNMA PASS THRU POOLS - FNMA POOL 654952 FN 07/42 FLOATING VAR	0.00%	3,761
272	n/a	BOUGHT BRL SOLD USD 20250402	0.00%	1
273	n/a	RFR USD SOFR/3.40750 09/05/24-10Y LCH	0.00%	1
274	n/a	RFR USD SOFR/3.41000 09/05/24-10Y LCH	0.00%	1
275	BALTA.2005-7 22A1	BEAR STEARNS ALT-A TRUST 2005-7 - BEAR STEARNS ALT A TRUST BALTA 2005 7 22A1	0.00%	5,597
276	n/a	BOUGHT BRL SOLD USD 20250402	0.00%	1
277	n/a	GNMA PASS THRU POOLS - GNMA II POOL 080409 G2 05/30 FLOATING VAR	0.00%	3,194
278	n/a	RFR USD SOFR/3.55500 08/28/24-10Y LCH	0.00%	1
279	GMACM.2005-AR6 1A1	GMAC MORTGAGE CORP LOAN TRUST 2005-AR6 - GMAC MORTGAGE CORPORATION LOAN GMACM 2005 AR6 1A1	0.00%	3,541
280	n/a	RFR USD SOFR/3.64500 08/07/24-10Y LCH	0.00%	1
281	FNR.2012-146 QA	FANNIE MAE REMICS 2012-146 - FANNIE MAE FNR 2012 146 QA	0.00%	3,390
282	n/a	MORGAN STANLEY ABS CAPITAL I 2006-WMC2 - MORGAN STANLEY CAPITAL INC MSAC 2006 WMC2 A2FP	0.00%	7,854
283	n/a	GNMA PASS THRU POOLS - GNMA II POOL 080579 G2 02/32 FLOATING VAR	0.00%	2,706
284	n/a	SOLD NZD BOUGHT USD 20250402	0.00%	1
285	BSARM.2003-8 2A1	BEAR STEARNS ADJUSTABLE RATE MORTGAGE TRUST 2003-8 - BEAR STEARNS ADJUSTABLE RATE M BSARM 2003 8 2A1	0.00%	2,766
286	n/a	RFR USD SOFR/3.51400 09/04/24-10Y LCH	0.00%	1
287	WAMU.2002-AR6 A	WASHINGTON MUTUAL 2002-AR6 - WAMU MORTGAGE PASS THROUGH CER WAMU 2002 AR6 A	0.00%	2,559
288	n/a	IRS EUR 2.40000 02/12/25-10Y LCH	0.00%	1
289	FN.844532	FNMA PASS THRU POOLS - FNMA POOL 844532 FN 11/35 FLOATING VAR	0.00%	2,263
290	FNW.2003-W1 1A1	FANNIEMAE WHOLE LOAN 2003-W1 - FANNIEMAE WHOLE LOAN FNW 2003 W1 1A1	0.00%	2,292
291	SAMI.2005-AR5 A2	STRUCTURED ASSET MTG INV INC 2005-AR5 - STRUCTURED ASSET MORTGAGE INVE SAMI 2005 AR5 A2	0.00%	2,302
292	n/a	RFR USD SOFR/3.59900 08/28/24-10Y LCH	0.00%	1
293	FNR.2005-84 XM	FANNIE MAE 2005-84 - FANNIE MAE FNR 2005 84 XM	0.00%	2,150
294	FH.1G1727	FHLMC PASS THRU POOLS - FED HM LN PC POOL 1G1727 FH 07/35 FLOATING VAR	0.00%	1,944
295	FG.A14613	FHLMC PASS THRU POOLS - FED HM LN PC POOL A14613 FG 10/33 FIXED 5	0.00%	1,887
296	n/a	RFR USD SOFR/3.60500 08/28/24-10Y LCH	0.00%	1
297	n/a	SOLD SGD BOUGHT USD 20250402	0.00%	1
298	n/a	RFR USD SOFR/3.62330 03/01/24-7Y* LCH	0.00%	1
299	n/a	RFR USD SOFR/3.68900 03/01/24-7Y* LCH	0.00%	1
300	CWHL.2004-HYB9 1A1	COUNTRYWIDE HOME LOANS 2004-HYB9 - COUNTRYWIDE HOME LOANS CWHL 2004 HYB9 1A1	0.00%	1,637
301	n/a	SOLD CHF BOUGHT USD 20250502	0.00%	1
302	CMLTI.2005-11 A2A	CITIGROUP MTGE LOAN TRUST INC 2005-11 - CITIGROUP MORTGAGE LOAN TRUST CMLTI 2005 11 A2A	0.00%	1,502
303	FN.799940	FNMA PASS THRU POOLS - FNMA POOL 799940 FN 11/34 FLOATING VAR	0.00%	1,529
304	n/a	SOLD SGD BOUGHT USD 20250502	0.00%	1
305	n/a	SOLD SGD BOUGHT USD 20250502	0.00%	1
306	n/a	FNMA PASS THRU POOLS - FNMA POOL 128776 FN 02/31 FLOATING VAR	0.00%	1,302
307	FN.303742	FNMA PASS THRU POOLS - FNMA POOL 303742 FN 08/29 FLOATING VAR	0.00%	1,338
308	G2.80086	GNMA PASS THRU POOLS - GNMA II POOL 080086 G2 06/27 FLOATING VAR	0.00%	1,257
309	CMLTI.2005-11 A1A	CITIGROUP MTGE LOAN TRUST INC 2005-11 - CITIGROUP MORTGAGE LOAN TRUST CMLTI 2005 11 A1A	0.00%	1,193
310	n/a	BARCLAYS BANK PLC SNR SE ICE	0.00%	1
311	n/a	BOUGHT BRL SOLD USD 20250402	0.00%	1
312	n/a	BOUGHT JPY SOLD USD 20250502	0.00%	1
313	n/a	GREAT HALL MORTGAGES PLC 2007-2X - GREAT HALL MORTGAGES PLC GHM 2007 2X AC REGS	0.00%	829
314	n/a	SOLD TWD BOUGHT USD 20250425	0.00%	1
315	n/a	FNMA PASS THRU POOLS - FNMA POOL 815195 FN 05/35 FLOATING VAR	0.00%	779
316	n/a	SOLD SGD BOUGHT USD 20250402	0.00%	1
317	n/a	RFR USD SOFR/3.6637* 03/01/24-7Y* LCH	0.00%	1
318	n/a	317U4UUA7 PIMCO SWAPTION 5.0 PUT USD 20250708	0.00%	37,100,000
319	GEWMC.2006-1 A2A	GE-WMC MORTGAGE SECURITIES LLC 2006-1 - GE WMC MORTGAGE SECURITIES LLC GEWMC 2006 1 A2A	0.00%	1,592
320	n/a	RFR USD SOFR/3.69100 03/01/24-7Y* LCH	0.00%	1
321	PRIME.2004-CL1 1A2	PRIME MORTGAGE TRUST 2004-CL1 - PRIME MORTGAGE TRUST PRIME 2004 CL1 1A2	0.00%	562
322	n/a	SOLD GBP BOUGHT USD 20250502	0.00%	1
323	FN.735813	FNMA PASS THRU POOLS - FNMA POOL 735813 FN 07/35 FLOATING VAR	0.00%	462
324	n/a	SOLD ZAR BOUGHT USD 20250416	0.00%	1
325	n/a	BOUGHT JPY SOLD USD 20250502	0.00%	1
326	n/a	SOLD ZAR BOUGHT USD 20250416	0.00%	1
327	n/a	BOUGHT JPY SOLD USD 20250502	0.00%	1
328	FN.918103	FNMA PASS THRU POOLS - FNMA POOL 918103 FN 05/37 FIXED 6	0.00%	348
329	n/a	SOLD IDR BOUGHT USD 20250409	0.00%	1
330	n/a	SOLD SGD BOUGHT USD 20250402	0.00%	1
331	n/a	SOLD IDR BOUGHT USD 20250416	0.00%	1
332	n/a	SOLD IDR BOUGHT USD 20250409	0.00%	1
333	n/a	RFR USD SOFR/3.6766* 03/01/24-7Y* LCH	0.00%	1
334	FN.813586	FNMA PASS THRU POOLS - FNMA POOL 813586 FN 03/35 FLOATING VAR	0.00%	246
335	n/a	RFR USD SOFR/3.72186 03/01/24-7Y* LCH	0.00%	1
336	n/a	SOLD ZAR BOUGHT USD 20250416	0.00%	1
337	n/a	BOUGHT JPY SOLD USD 20250502	0.00%	1
338	n/a	BOUGHT INR SOLD USD 20250430	0.00%	1
339	n/a	BOUGHT INR SOLD USD 20250430	0.00%	1
340	n/a	BOUGHT INR SOLD USD 20250502	0.00%	1
341	n/a	BOUGHT INR SOLD USD 20250430	0.00%	1
342	n/a	SOLD SGD BOUGHT USD 20250402	0.00%	1
343	n/a	BEAR STEARNS ARM TRUST 2002-11 - BEAR STEARNS ADJUSTABLE RATE M BSARM 2002 11 1A2	0.00%	163
344	n/a	SOLD IDR BOUGHT USD 20250416	0.00%	1
345	n/a	SOLD IDR BOUGHT USD 20250507	0.00%	1
346	n/a	BOUGHT JPY SOLD USD 20250502	0.00%	1
347	n/a	BOUGHT INR SOLD USD 20250428	0.00%	1
348	n/a	SOLD IDR BOUGHT USD 20250507	0.00%	1
349	n/a	SOLD TWD BOUGHT USD 20250716	0.00%	1
350	n/a	SOLD IDR BOUGHT USD 20250416	0.00%	1
351	n/a	SOLD TWD BOUGHT USD 20250716	0.00%	1
352	n/a	SOLD TWD BOUGHT USD 20250716	0.00%	1
353	n/a	SOLD IDR BOUGHT USD 20250508	0.00%	1
354	n/a	SOLD TWD BOUGHT USD 20250716	0.00%	1
355	n/a	SOLD TWD BOUGHT USD 20250820	0.00%	1
356	n/a	BOUGHT INR SOLD USD 20250502	0.00%	1
357	n/a	SOLD IDR BOUGHT USD 20250507	0.00%	1
358	n/a	BOUGHT INR SOLD USD 20250430	0.00%	1
359	n/a	BOUGHT INR SOLD USD 20250428	0.00%	1
360	n/a	BOUGHT INR SOLD USD 20250428	0.00%	1
361	n/a	SOLD TWD BOUGHT USD 20250820	0.00%	1
362	n/a	SOLD IDR BOUGHT USD 20250430	0.00%	1
363	n/a	SOLD IDR BOUGHT USD 20250430	0.00%	1
364	n/a	BOUGHT INR SOLD USD 20250428	0.00%	1
365	n/a	SOLD TWD BOUGHT USD 20250820	0.00%	1
366	n/a	SOLD IDR BOUGHT USD 20250430	0.00%	1
367	n/a	SOLD TWD BOUGHT USD 20250820	0.00%	1
368	n/a	SOLD IDR BOUGHT USD 20250430	0.00%	1
369	n/a	BOUGHT INR SOLD USD 20250505	0.00%	1
370	n/a	BOUGHT JPY SOLD USD 20250502	0.00%	1
371	n/a	SOLD TWD BOUGHT USD 20250820	0.00%	1
372	n/a	SOLD IDR BOUGHT USD 20250508	0.00%	1
373	n/a	BOUGHT INR SOLD USD 20250428	0.00%	1
374	n/a	SOLD TWD BOUGHT USD 20250820	0.00%	1
375	n/a	SOLD IDR BOUGHT USD 20250508	0.00%	1
376	n/a	SOLD IDR BOUGHT USD 20250409	0.00%	1
377	n/a	SOLD IDR BOUGHT USD 20250430	0.00%	1
378	n/a	SOLD IDR BOUGHT USD 20250508	0.00%	1
379	n/a	SOLD IDR BOUGHT USD 20250508	0.00%	1
380	n/a	SOLD IDR BOUGHT USD 20250409	0.00%	1
381	BSARM.2002-11 1A1	BEAR STEARNS ARM TRUST 2002-11 - BEAR STEARNS ADJUSTABLE RATE M BSARM 2002 11 1A1	0.00%	8
382	FHR.2266 F	FREDDIE MAC 2266 - FREDDIE MAC FHR 2266 F	0.00%	6
383	n/a	BOUGHT INR SOLD USD 20250505	0.00%	1
384	n/a	317U8M9A5 PIMCO SWAPTION 2.75 PUT EUR 20250407	-0.00%	-200,000
385	n/a	BOUGHT IDR SOLD USD 20250409	-0.00%	1
386	n/a	SOLD CNH BOUGHT USD 20250512	-0.00%	1
387	n/a	317U8M7A7 PIMCO SWAPTION 2.89 PUT EUR 20250407	-0.00%	-100,000
388	n/a	BOUGHT IDR SOLD USD 20250409	-0.00%	1
389	n/a	BOUGHT TWD SOLD USD 20250425	-0.00%	1
390	n/a	SOLD JPY BOUGHT USD 20250402	-0.00%	1
391	n/a	BOUGHT TWD SOLD USD 20250425	-0.00%	1
392	n/a	BOUGHT TWD SOLD USD 20250425	-0.00%	1
393	n/a	BOUGHT TWD SOLD USD 20250425	-0.00%	1
394	n/a	BOUGHT IDR SOLD USD 20250416	-0.00%	1
395	n/a	BOUGHT TWD SOLD USD 20250425	-0.00%	1
396	n/a	317U8O5A5 PIMCO SWAPTION 2.9 PUT EUR 20250411	-0.00%	-100,000
397	n/a	BOUGHT TWD SOLD USD 20250425	-0.00%	1
398	n/a	BOUGHT TWD SOLD USD 20250425	-0.00%	1
399	n/a	BOUGHT IDR SOLD USD 20250409	-0.00%	1
400	n/a	BOUGHT TWD SOLD USD 20250425	-0.00%	1
401	n/a	BOUGHT TWD SOLD USD 20250425	-0.00%	1
402	n/a	BOUGHT PLN SOLD USD 20250606	-0.00%	1
403	n/a	BOUGHT TWD SOLD USD 20250425	-0.00%	1
404	n/a	317U8PRA8 PIMCO SWAPTION 4.073 PUT USD 2025041	-0.00%	-100,000
405	n/a	SOLD CNH BOUGHT USD 20250618	-0.00%	1
406	n/a	317U8QSA5 PIMCO SWAPTION 4.06 PUT USD 20250414	-0.00%	-100,000
407	n/a	BOUGHT IDR SOLD USD 20250409	-0.00%	1
408	n/a	BOUGHT JPY SOLD USD 20250402	-0.00%	1
409	n/a	317U8M8A6 PIMCO SWAPTION 2.52 CALL EUR 2025040	-0.00%	-100,000
410	n/a	SOLD SGD BOUGHT USD 20250402	-0.00%	1
411	n/a	SOLD JPY BOUGHT USD 20250402	-0.00%	1
412	n/a	317U8QWA0 PIMCO SWAPTION 2.89 PUT EUR 20250417	-0.00%	-100,000
413	n/a	RFR USD SOFR/3.73910 03/01/24-7Y* LCH	-0.00%	1
414	n/a	SOLD INR BOUGHT USD 20250404	-0.00%	1
415	n/a	RFR USD SOFR/3.7351* 03/01/24-7Y* LCH	-0.00%	1
416	n/a	RFR USD SOFR/3.85000 08/05/24-10Y LCH	-0.00%	1
417	n/a	SOLD CNH BOUGHT USD 20250618	-0.00%	1
418	n/a	SOLD JPY BOUGHT USD 20250402	-0.00%	1
419	n/a	317U8O6A4 PIMCO SWAPTION 2.55 CALL EUR 2025041	-0.00%	-100,000
420	n/a	317U8QXA9 PIMCO SWAPTION 2.53 CALL EUR 2025041	-0.00%	-100,000
421	n/a	SOLD INR BOUGHT USD 20250428	-0.00%	1
422	n/a	IRS EUR 2.61000 03/24/25-10Y LCH	-0.00%	1
423	n/a	SOLD INR BOUGHT USD 20250428	-0.00%	1
424	n/a	SOLD JPY BOUGHT USD 20250402	-0.00%	1
425	n/a	SOLD JPY BOUGHT USD 20250402	-0.00%	1
426	n/a	BOUGHT PLN SOLD USD 20250613	-0.00%	1
427	n/a	317U8TOA3 PIMCO SWAPTION 4.063 PUT USD 2025042	-0.00%	-300,000
428	n/a	317U8MAA3 PIMCO SWAPTION 2.4 CALL EUR 20250407	-0.00%	-200,000
429	n/a	317U8QTA4 PIMCO SWAPTION 3.71 CALL USD 2025041	-0.00%	-100,000
430	n/a	BOUGHT GBP SOLD USD 20250402	-0.00%	1
431	n/a	317U8PSA7 PIMCO SWAPTION 3.723 CALL USD 202504	-0.00%	-100,000
432	n/a	BOUGHT JPY SOLD USD 20250402	-0.00%	1
433	n/a	RFR USD SOFR/3.87000 03/05/25-10Y LCH	-0.00%	1
434	n/a	SOLD JPY BOUGHT USD 20250402	-0.00%	1
435	n/a	IRS EUR 2.30000 09/25/24-5Y LCH	-0.00%	1
436	n/a	SOLD BRL BOUGHT USD 20250402	-0.00%	1
437	n/a	BOUGHT PLN SOLD USD 20250606	-0.00%	1
438	n/a	RFR USD SOFR/4.00000 02/26/25-10Y LCH	-0.00%	1
439	n/a	BOUGHT JPY SOLD USD 20250402	-0.00%	1
440	n/a	EURO-BOBL FUTURE JUN25 XEUR 20250606	-0.00%	1
441	n/a	BOUGHT PLN SOLD USD 20250613	-0.00%	1
442	n/a	RFR USD SOFR/3.90500 03/12/25-10Y LCH	-0.00%	1
443	n/a	BOUGHT JPY SOLD USD 20250402	-0.00%	1
444	n/a	BOUGHT IDR SOLD USD 20250423	-0.00%	1
445	n/a	BOUGHT JPY SOLD USD 20250402	-0.00%	1
446	n/a	317U8O1A9 PIMCO SWAPTION 3.985 PUT USD 2025041	-0.00%	-1,200,000
447	n/a	BOUGHT SGD SOLD USD 20250402	-0.00%	1
448	n/a	BOUGHT PLN SOLD USD 20250613	-0.00%	1
449	n/a	317U8O2A8 PIMCO SWAPTION 3.535 CALL USD 202504	-0.00%	-1,200,000
450	n/a	BOUGHT SGD SOLD USD 20250402	-0.00%	1
451	n/a	BOUGHT CHF SOLD USD 20250402	-0.00%	1
452	n/a	BOUGHT PLN SOLD USD 20250613	-0.00%	1
453	n/a	IRS EUR 2.46000 03/13/25-10Y LCH	-0.00%	1
454	n/a	IRS EUR 2.46000 04/01/25-10Y LCH	-0.00%	1
455	n/a	RFR USD SOFR/3.88400 03/25/25-10Y LCH	-0.00%	1
456	n/a	IRS EUR 2.68000 08/07/24-10Y LCH	-0.00%	1
457	n/a	IRS EUR 2.42000 03/07/25-10Y LCH	-0.00%	1
458	n/a	RFR USD SOFR/3.89900 03/11/25-10Y LCH	-0.00%	1
459	n/a	317U8TPA2 PIMCO SWAPTION 3.713 CALL USD 202504	-0.00%	-300,000
460	n/a	SOLD BRL BOUGHT USD 20250402	-0.00%	1
461	n/a	RFR USD SOFR/3.90750 03/04/25-10Y LCH	-0.00%	1
462	n/a	RFR GBP SONIO/3.93000 01/06/25-10Y LCH	-0.00%	1
463	n/a	RFR USD SOFR/3.87400 03/05/25-10Y LCH	-0.00%	1
464	n/a	IRS EUR 2.65000 08/14/24-5Y LCH	-0.00%	1
465	n/a	EURO-BUND FUTURE JUN25 XEUR 20250606	-0.00%	1
466	n/a	RFR USD SOFR/3.84200 03/04/25-5Y LCH	-0.00%	1
467	n/a	SOLD BRL BOUGHT USD 20250603	-0.00%	1
468	n/a	BOUGHT IDR SOLD USD 20250423	-0.00%	1
469	n/a	BOUGHT SGD SOLD USD 20250402	-0.00%	1
470	n/a	BOUGHT IDR SOLD USD 20250423	-0.00%	1
471	n/a	RFR USD SOFR/3.97500 03/21/25-10Y LCH	-0.00%	1
472	n/a	BOUGHT NZD SOLD USD 20250402	-0.00%	1
473	n/a	BOUGHT IDR SOLD USD 20250423	-0.00%	1
474	n/a	IRS EUR 2.70000 08/13/24-5Y LCH	-0.00%	1
475	n/a	RFR USD SOFR/3.93000 03/24/25-10Y LCH	-0.00%	1
476	n/a	BOUGHT IDR SOLD USD 20250423	-0.00%	1
477	n/a	SOLD CHF BOUGHT USD 20250402	-0.00%	1
478	n/a	RFR USD SOFR/3.75000 12/18/24-5Y CME	-0.00%	1
479	n/a	317U7HVA2 PIMCO SWAPTION 2.83 CALL USD 2025103	-0.00%	-8,900,000
480	n/a	SOLD GBP BOUGHT USD 20250402	-0.00%	1
481	n/a	317U6RVA1 PIMCO SWAPTION 2.75 CALL USD 2025080	-0.00%	-32,200,000
482	n/a	BOUGHT AUD SOLD USD 20250402	-0.00%	1
483	n/a	BOUGHT CAD SOLD USD 20250402	-0.01%	1
484	n/a	317U7HUA3 PIMCO SWAPTION 3.29 CALL USD 2025103	-0.01%	-8,900,000
485	n/a	SOLD EUR BOUGHT USD 20250502	-0.01%	1
486	n/a	317U6RUA2 PIMCO SWAPTION 3.25 CALL USD 2025080	-0.01%	-32,200,000
487	n/a	RFR USD SOFR/3.79761 06/02/25-7Y* LCH	-0.03%	1
488	TYM5	US 10YR NOTE (CBT)JUN25 XCBT 20250618	-0.08%	-165
489	n/a	SOLD EUR BOUGHT USD 20250402	-0.08%	1
490	n/a	RFR GBP SONIO/3.50000 03/19/25-5Y LCH	-0.10%	1
491	n/a	RFR USD SOFR/2.15000 06/15/22-5Y LCH	-0.13%	1
492	UXYM5	US 10YR ULTRA FUT JUN25 XCBT 20250618	-0.13%	-242
493	FNCL.2.5 4.11	UMBS PASS THRU POOLS - FNMA TBA 30 YR 2.5 SINGLE FAMILY MORTGAGE	-0.16%	-600,000
494	FNCL.5 5.11	UMBS PASS THRU POOLS - FNMA TBA 30 YR 5 SINGLE FAMILY MORTGAGE	-0.22%	-700,000
495	FNCL.3 5.11	UMBS PASS THRU POOLS - FNMA TBA 30 YR 3 SINGLE FAMILY MORTGAGE	-3.97%	-14,200,000

As of Mar 31, 2025

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Asset Allocation

Asset Class	% Weight
Bond	152.45%
Cash	-52.45%

Country Breakdown

Sector	% Weight
United States	74.06%
Other	17.96%
XS	5.27%
Israel	1.71%
Canada	0.83%
Australia	0.12%
Germany	0.05%