PIMCO Low Duration ESG Fund Institutional Class (PLDIX)

PLDIX Holdings List

As of Dec 31, 2024

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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	11.91%	37,300,000
2	n/a	REPO BANK AMERICA REPO	7.50%	23,300,000
3	FNMA 0.7 07.30.25	FEDERAL NATIONAL MORTGAGE ASSOCIATION (FANNIE MAE) - FANNIE MAE NOTES 07/25 0.7	2.58%	8,200,000
4	FHLMC 0.68 08.06.25	FEDERAL HOME LOAN MORTGAGE CORPORATION (FREDDIE MAC) - FREDDIE MAC NOTES 08/25 0.68	2.58%	8,200,000
5	FN CB6830	FNMA PASS THRU POOLS - FNMA POOL CB6830 FN 07/53 FIXED 4.5	1.73%	5,690,532
6	n/a	GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2022-H24 - GOVERNMENT NATIONAL MORTGAGE A GNR 2022 H24 BF	1.38%	4,192,360
7	FR RJ0048	FHLMC PASS THRU POOLS - FED HM LN PC POOL RJ0048 FR 10/53 FIXED 4.5	1.35%	4,452,964
8	FHLMC 0.65 10.22.25	FEDERAL HOME LOAN MORTGAGE CORPORATION (FREDDIE MAC) - FREDDIE MAC NOTES 10/25 0.65	1.28%	4,100,000
9	FHLMC 0.65 10.27.25	FEDERAL HOME LOAN MORTGAGE CORPORATION (FREDDIE MAC) - FREDDIE MAC NOTES 10/25 0.65	1.28%	4,100,000
10	FN CB3364	FNMA PASS THRU POOLS - FNMA POOL CB3364 FN 04/52 FIXED 3	1.22%	4,466,103
11	FNCL 4 3.12	UMBS PASS THRU POOLS - FNMA TBA 30 YR 4 SINGLE FAMILY MORTGAGE	1.21%	4,100,000
12	GNR 2022-H24 FD	GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2022-H24 - GOVERNMENT NATIONAL MORTGAGE A GNR 2022 H24 FD	1.20%	3,650,921
13	FN CB2786	FNMA PASS THRU POOLS - FNMA POOL CB2786 FN 01/52 FIXED 3	1.15%	4,185,101
14	BSREP 2021-DC A	BSREP COMMERCIAL MORTGAGE TRUST 2021-DC - BSREP COMMERCIAL MORTGAGE TRUS BSREP 2021 DC A 144A	1.05%	3,506,513
15	FN BV5376	FNMA PASS THRU POOLS - FNMA POOL BV5376 FN 04/52 FIXED 3	0.99%	3,604,021
16	INTNED V1.4 07.01.26 144A	ING GROEP NV SR UNSECURED 144A 07/26 VAR	0.98%	3,100,000
17	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
18	n/a	FNMA PASS THRU POOLS - FNMA POOL CB7218 FN 10/53 FIXED 5	0.89%	2,859,404
19	VASA 2021-VASA A	VASA TRUST 2021-VASA - VASA TRUST VASA 2021 VASA A 144A	0.89%	2,900,000
20	FR RA8481	FHLMC PASS THRU POOLS - FED HM LN PC POOL RA8481 FR 07/53 FIXED 4.5	0.87%	2,871,780
21	FR RA9796	FHLMC PASS THRU POOLS - FED HM LN PC POOL RA9796 FR 09/53 FIXED 4.5	0.85%	2,787,888
22	WEIRLN 2.2 05.13.26 144A	WEIR GROUP PLC (THE) SR UNSECURED 144A 05/26 2.2	0.77%	2,500,000
23	RABOBK V1.004 09.24.26 144A	COOPERATIEVE RABOBANK UA (AKA: RABOBANK NEDERLAND) - COOPERATIEVE RABOBANK UA 144A 09/26 VAR	0.75%	2,400,000
24	FHMR 2020-P003 A1	FREDDIE MAC MULTICLASS CERTIFICATES SERIES 2020-P003 - FREDDIE MAC MULTICLASS CERTIFI FHMR 2020 P003 A1	0.74%	2,647,726
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	SUNRN 2021-2A A	SUNRUN DEMETER ISSUER 2021-2A - SUNRUN DEMETER ISSUER LLC SUNRN 2021 2A A 144A	0.71%	2,615,510
27	JPMCC 2021-NYAH A	JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES CORP 2021-NYAH - JP MORGAN CHASE COMMERCIAL MOR JPMCC 2021 NYAH A 144A	0.70%	2,200,000
28	SFO 2021-555 A	SFO COMMERCIAL MORTGAGE TRUST 2021-555 - SFO COMMERICAL MORTGAGE TRUST SFO 2021 555 A 144A	0.69%	2,200,000
29	FR RA8480	FHLMC PASS THRU POOLS - FED HM LN PC POOL RA8480 FR 07/53 FIXED 4	0.69%	2,343,132
30	BBCCR 2015-GTP A	BBCCRE TRUST 2015-GTP - BBCCRE TRUST BBCCR 2015 GTP A 144A	0.69%	2,200,000
31	ONYP 2020-1NYP A	ONE NEW YORK PLAZA TRUST 2020-1NYP - ONE NEW YORK PLAZA TRUST 2020 ONYP 2020 1NYP A 144A	0.68%	2,200,000
32	DROP 2021-FILE A	DROP MORTGAGE TRUST 2021-FILE - DROP MORTGAGE TRUST 2021 FILE DROP 2021 FILE A 144A	0.67%	2,200,000
33	NORBK 1.284 09.22.26 144A	NORINCHUKIN BANK LTD - NORINCHUKIN BANK SR UNSECURED 144A 09/26 1.284	0.66%	2,200,000
34	n/a	DIGITAL DUTCH FINCO BV COMPANY GUAR REGS 07/25 0.625	0.66%	2,000,000
35	BCP 2021-330N A	BCP TRUST 2021-330N - BCP TRUST BCP 2021 330N A 144A	0.66%	2,200,000
36	TII 0.625 07.15.32	UNITED STATES GOVT - TSY INFL IX N/B 07/32 0.625	0.66%	2,281,524
37	ESA 2021-ESH A	EXTENDED STAY AMERICA TRUST 2021-ESH - EXTENDED STAY AMERICA TRUST ESA 2021 ESH A 144A	0.65%	2,025,819
38	T 4.875 04.30.26	UNITED STATES GOVT - US TREASURY N/B 04/26 4.875	0.65%	2,000,000
39	MET 0.95 07.02.25 144A	METROPOLITAN LIFE GLOBAL FUNDING I - MET LIFE GLOB FUNDING I SECURED 144A 07/25 0.95	0.63%	2,000,000
40	TII 1.125 01.15.33	UNITED STATES GOVT - TSY INFL IX N/B 01/33 1.125	0.63%	2,119,440
41	FHMS KG01 A7	FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFICATES KG01 - FHLMC MULTIFAMILY STRUCTURED P FHMS KG01 A7	0.60%	1,900,000
42	STWD 2021-LIH A	STARWOOD PROPERTY MORTGAGE TRUST 2021-LIH - STARWOOD COMMERCIAL MORTGAGE T STWD 2021 LIH A 144A	0.59%	1,840,000
43	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
44	SNVA 2022-A A	SUNNOVA HELIOS VIII ISSUER 2022-A - (SUNNOVA) AURORA I ISSUER, LLC SNVA 2022 A A 144A	0.58%	2,057,566
45	FNCL 5.5 2.12	UMBS PASS THRU POOLS - FNMA TBA 30 YR 5.5 SINGLE FAMILY MORTGAGE	0.57%	1,800,000
46	FHMS KG01 A10	FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFICATES KG01 - FHLMC MULTIFAMILY STRUCTURED P FHMS KG01 A10	0.57%	1,900,000
47	TII 0.375 07.15.25	UNITED STATES GOVT - TSY INFL IX N/B 07/25 0.375	0.55%	1,730,443
48	FN MA5106	FNMA PASS THRU POOLS - FNMA POOL MA5106 FN 08/53 FIXED 5	0.55%	1,769,557
49	n/a	ASIAN DEVELOPMENT BANK SR UNSECURED 01/25 6.55	0.55%	32,000,000
50	CASL 2018-A A1	COLLEGE AVE STUDENT LOANS LLC 2018-A - COLLEGE AVE STUDENT LOANS CASL 2018 A A1 144A	0.54%	1,680,008
51	FN MA5137	FNMA PASS THRU POOLS - FNMA POOL MA5137 FN 09/53 FIXED 5	0.53%	1,718,581
52	n/a	ASIAN DEVELOPMENT BANK SR UNSECURED 02/26 6	0.53%	11,000,000
53	FN BY4128	FNMA PASS THRU POOLS - FNMA POOL BY4128 FN 06/53 FIXED 5	0.52%	1,675,432
54	MS V6.138 10.16.26	MORGAN STANLEY SR UNSECURED 10/26 VAR	0.52%	1,600,000
55	EQH 1.3 07.12.26 144A	EQUITABLE FINANCIAL LIFE GLOBAL FUNDING - EQUITABLE FINANCIAL LIFE SECURED 144A 07/26 1.3	0.52%	1,700,000
56	FHLMC 0.8 10.28.26	FEDERAL HOME LOAN MORTGAGE CORPORATION (FREDDIE MAC) - FREDDIE MAC NOTES 10/26 0.8	0.51%	1,700,000
57	n/a	SUMIT 2022-BVUE MORTGAGE TRUST - SUMIT 2022 BVUE MORTGAGE TRUST SUMMT 2022 BVUE A 144A	0.50%	1,800,000
58	KEBHNB 5.375 04.23.27 144A	KEB HANA BANK (AKA: KOREA EXCHANGE BANK) - HANA BANK SR UNSECURED 144A 04/27 5.375	0.49%	1,500,000
59	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
60	PUTNM 2022-1A A1R	37 CAPITAL CLO II 2022-1A - 37 CAPITAL CLO LTD PUTNM 2022 1A A1R 144A	0.48%	1,500,000
61	OCTR 2020-8A ARR	OCEAN TRAILS CLO 8 2020-8A - OCEAN TRAILS CLO OCTR 2020 8A ARR 144A	0.48%	1,500,000
62	EQIX 1 09.15.25	EQUINIX INC SR UNSECURED 09/25 1	0.47%	1,500,000
63	FN MA5189	FNMA PASS THRU POOLS - FNMA POOL MA5189 FN 11/53 FIXED 5	0.47%	1,501,561
64	FR QH2697	FHLMC PASS THRU POOLS - FED HM LN PC POOL QH2697 FR 10/53 FIXED 5	0.47%	1,497,669
65	ENELIM 1.625 07.12.26 144A	ENEL FINANCE INTERNATIONAL NV - ENEL FINANCE INTL NV COMPANY GUAR 144A 07/26 1.625	0.46%	1,500,000
66	FN CB6829	FNMA PASS THRU POOLS - FNMA POOL CB6829 FN 07/53 FIXED 4	0.46%	1,550,780
67	MSAIC 2022-1A A	MOSAIC SOLAR LOAN TRUST 2022-1A - MOSAIC SOLAR LOANS LLC MSAIC 2022 1A A 144A	0.43%	1,564,826
68	BSST 2021-1818 A	BSST 2021-1818 MORTGAGE TRUST - BSST MORTGAGE TRUST BSST 2021 1818 A 144A	0.43%	1,500,000
69	FR QH2700	FHLMC PASS THRU POOLS - FED HM LN PC POOL QH2700 FR 10/53 FIXED 5	0.43%	1,380,885
70	n/a	WORLD BANK (INTERNATIONAL BANK FOR RECONSTRUCTION AND DEVELOPMENT: IBRD) - INTL BK RECON + DEVELOP SR UNSECURED 02/26 5.31	0.43%	26,000,000
71	ESA 2021-ESH A1	EXTENDED STAY AMERICA TRUST 2021-ESH - EXTENDED STAY AMERICA TRUST ESA 2021 ESH A1 144A	0.43%	1,321,186
72	UBS V5.711 01.12.27 144A	UBS GROUP AG SR UNSECURED 144A 01/27 VAR	0.42%	1,300,000
73	n/a	FHLMC PASS THRU POOLS - FED HM LN PC POOL RA2970 FR 07/50 FIXED 2.5	0.42%	1,578,055
74	FR QH1419	FHLMC PASS THRU POOLS - FED HM LN PC POOL QH1419 FR 08/53 FIXED 5	0.42%	1,339,639
75	GOOD 2021-3CS A	GOODLEAP SUSTAINABLE HOME SOLUTIONS TRUST 2021-3CS - GOODLEAP SUSTAINABLE HOME IMPR GOOD 2021 3CS A 144A	0.41%	1,644,343
76	MF1 2021-FL7 A	MF1 2021-FL7 LTD - MF1 MULTIFAMILY HOUSING MORTGA MF1 2021 FL7 A 144A	0.40%	1,253,997
77	FN DA0936	FNMA PASS THRU POOLS - FNMA POOL DA0936 FN 10/53 FIXED 5	0.40%	1,278,859
78	FR QH2698	FHLMC PASS THRU POOLS - FED HM LN PC POOL QH2698 FR 09/53 FIXED 5	0.40%	1,279,269
79	FN DA2947	FNMA PASS THRU POOLS - FNMA POOL DA2947 FN 10/53 FIXED 5	0.40%	1,276,278
80	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
81	TD 5.264 12.11.26	TORONTO-DOMINION BANK - TORONTO DOMINION BANK SR UNSECURED 12/26 5.264	0.39%	1,200,000
82	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
83	FR SD8329	FHLMC PASS THRU POOLS - FED HM LN PC POOL SD8329 FR 06/53 FIXED 5	0.39%	1,248,959
84	ARCLO 2021-FL4 A	ARBOR REALTY COLLATERALIZED LOAN OBLIGATION LTD 2021-FL4 - ARBOR REALTY COLLATERALIZED LO ARCLO 2021 FL4 A 144A	0.39%	1,203,436
85	FN BY5850	FNMA PASS THRU POOLS - FNMA POOL BY5850 FN 07/53 FIXED 5	0.37%	1,198,760
86	FN BX3483	FNMA PASS THRU POOLS - FNMA POOL BX3483 FN 10/53 FIXED 5	0.37%	1,193,081
87	C 5.438 04.30.26 BKNT	CITIBANK NA SR UNSECURED 04/26 5.438	0.36%	1,100,000
88	FN BY9171	FNMA PASS THRU POOLS - FNMA POOL BY9171 FN 09/53 FIXED 5	0.36%	1,142,019
89	TRNTS 2022-19A A1R	TRINITAS CLO XIX LTD - TRINITAS CLO LTD TRNTS 2022 19A A1R 144A	0.35%	1,100,000
90	n/a	CTP BV - CTP NV SR UNSECURED REGS 09/26 0.625	0.35%	1,100,000
91	FN DA0566	FNMA PASS THRU POOLS - FNMA POOL DA0566 FN 09/53 FIXED 5	0.35%	1,125,574
92	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
93	JPM V6.07 10.22.27	JP MORGAN CHASE & CO - JPMORGAN CHASE + CO SR UNSECURED 10/27 VAR	0.33%	1,000,000
94	CDEP 5.875 04.30.29 144A	CASSA DEPOSITI E PRESTITI SOCIETA PER AZIONI - CASSA DEPOSITI E PRESTIT SR UNSECURED 144A 04/29 5.875	0.33%	1,000,000
95	FR QH2457	FHLMC PASS THRU POOLS - FED HM LN PC POOL QH2457 FR 10/53 FIXED 5	0.33%	1,052,353
96	AXP V5.645 04.23.27	AMERICAN EXPRESS COMPANY - AMERICAN EXPRESS CO SR UNSECURED 04/27 VAR	0.33%	1,000,000
97	HERTZ 2023-2A A	HERTZ VEHICLE FINANCING III LLC 2023-2A - HERTZ VEHICLE FINANCING LLC HERTZ 2023 2A A 144A	0.32%	1,000,000
98	HERTZ 2023-1A A	HERTZ VEHICLE FINANCING III LLC 2023-1A - HERTZ VEHICLE FINANCING LLC HERTZ 2023 1A A 144A	0.32%	1,000,000
99	AES 5.45 06.01.28	AES CORPORATION - AES CORP/THE SR UNSECURED 06/28 5.45	0.32%	1,000,000
100	n/a	RFR USD SOFR/2.00000 12/21/22-10Y CME	0.32%	1
101	PUTNM 2021-1A AR	37 CAPITAL CLO I 2021-1A - 37 CAPITAL CLO LTD PUTNM 2021 1A AR 144A	0.32%	1,000,000
102	OCTR 2020-10A AR2	OCEAN TRAILS CLO X 2020-10A - OCEAN TRAILS CLO OCTR 2020 10A AR2 144A	0.32%	1,000,000
103	REG16 2019-2A A1R	REGATTA XVI FUNDING LTD 2019-2A - REGATTA XVI FUNDING LTD. REG16 2019 2A A1R 144A	0.32%	1,000,000
104	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
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	SO 0.9 01.15.26	SOUTHERN POWER COMPANY - SOUTHERN POWER CO SR UNSECURED 01/26 0.9	0.31%	1,000,000
107	n/a	CALIFORNIA HEALTH FACILITIES FINANCING AUTHORITY - CALIFORNIA ST HLTH FACS FING A CASMED 06/26 FIXED 1.168	0.31%	1,000,000
108	n/a	ARBOUR CLO VII DAC 7A - ARBOUR CLO ARBR 7A AR 144A	0.30%	900,000
109	FR RJ0046	FHLMC PASS THRU POOLS - FED HM LN PC POOL RJ0046 FR 10/53 FIXED 4	0.30%	1,006,656
110	TSET 2024-1A A2	TESLA SUSTAINABLE ENERGY TRUST 2024-1A - TESLA SUSTAINABLE ENERGY TRUST TSET 2024 1A A2 144A	0.29%	900,000
111	BACR V2.852 05.07.26	BARCLAYS PLC SR UNSECURED 05/26 VAR	0.29%	900,000
112	AMSI 2005-R1 M4	AMERIQUEST MORTGAGE SEC 2005-R1 - AMERIQUEST MORTGAGE SECURITIES AMSI 2005 R1 M4	0.27%	848,914
113	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
114	BPCEGP V6.612 10.19.27 144A	BPCE SA 144A 10/27 VAR	0.26%	800,000
115	BACR V7.325 11.02.26	BARCLAYS PLC SR UNSECURED 11/26 VAR	0.26%	800,000
116	MS F 04.13.28 MTN	MORGAN STANLEY SR UNSECURED 04/28 VAR	0.26%	800,000
117	n/a	SMURFIT KAPPA TREASURY UNLIMITED COMPANY - SMURFIT KAPPA TREASURY COMPANY GUAR REGS 09/27 1.5	0.26%	800,000
118	GS F 05.21.27	GOLDMAN SACHS BANK USA/NEW YORK BRANCH - GOLDMAN SACHS BANK USA SR UNSECURED 05/27 VAR	0.26%	800,000
119	HNDA F 01.10.25 MTN	AMERICAN HONDA FINANCE CORPORATION - AMERICAN HONDA FINANCE SR UNSECURED 01/25 VAR	0.26%	800,000
120	FR RA9128	FHLMC PASS THRU POOLS - FED HM LN PC POOL RA9128 FR 08/53 FIXED 5.5	0.26%	805,756
121	CWL 2004-6 1A2	COUNTRYWIDE ASSET-BACKED CERT 2004-6 - COUNTRYWIDE ASSET BACKED CERTI CWL 2004 6 1A2	0.25%	784,731
122	OMF 3.5 01.15.27	ONEMAIN FINANCE CORPORATION (AKA: SPRINGLEAF FINANCE CORPORATION) - ONEMAIN FINANCE CORP COMPANY GUAR 01/27 3.5	0.25%	800,000
123	n/a	JSW HYDRO ENERGY LIMITED - JSW HYDRO ENERGY LTD SR SECURED REGS 05/31 4.125	0.24%	811,250
124	n/a	UBS GROUP AG SR UNSECURED REGS 03/29 VAR	0.23%	600,000
125	GNR 2023-H23 FA	GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2023-H23 - GOVERNMENT NATIONAL MORTGAGE A GNR 2023 H23 FA	0.23%	692,328
126	n/a	AMMC CLO 24 LTD - AMERICAN MONEY MANAGEMENT CORP AMMC 2021 24A AR 144A	0.23%	700,000
127	FHF 2024-1A A2	FHF ISSUER TRUST 2024-1A - FIRST HELP FINANCIAL LLC FHF 2024 1A A2 144A	0.22%	691,090
128	n/a	DEVELOPMENT BANK OF JAPAN INC (DBJ) - DEVELOPMENT BK OF JAPAN SR UNSECURED REGS 10/25 0.875	0.22%	680,000
129	FHMS KSG1 X1	FHLMC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFICATES KSJ1 - FHLMC MULTIFAMILY STRUCTURED P FHMS KSG1 X1	0.22%	13,770,245
130	FR RA9795	FHLMC PASS THRU POOLS - FED HM LN PC POOL RA9795 FR 09/53 FIXED 4	0.21%	726,306
131	FN MA5164	FNMA PASS THRU POOLS - FNMA POOL MA5164 FN 10/53 FIXED 5	0.21%	672,510
132	n/a	ATHENE GLOBAL FUNDING SECURED REGS 02/27 VAR	0.20%	600,000
133	n/a	ARES EUROPEAN CLO 14A - ARES EURO CLO ARESE 14A AR 144A	0.20%	600,000
134	NY NYCMFH 1.02 05.01.2026	NEW YORK CITY HOUSING DEVELOPMENT CORP - NEW YORK CITY NY HSG DEV CORP NYCMFH 05/26 FIXED 1.023	0.20%	650,000
135	NORBK 5.43 03.09.28 144A	NORINCHUKIN BANK LTD - NORINCHUKIN BANK SR UNSECURED 144A 03/28 5.43	0.19%	600,000
136	HYNMTR 5.8 06.26.25 144A	HYUNDAI CAPITAL AMERICA SR UNSECURED 144A 06/25 5.8	0.19%	600,000
137	TII 0.125 10.15.25	UNITED STATES GOVT - TSY INFL IX N/B 10/25 0.125	0.19%	608,285
138	C V4.876 11.19.27	CITIBANK NA SR UNSECURED 11/27 VAR	0.19%	600,000
139	LPSLT 2021-2GS A	LOANPAL SOLAR LOAN 2021-2GS LTD - LOANPAL SOLAR LOAN LTD. LPSLT 2021 2GS A 144A	0.19%	766,872
140	DB V4.999 09.11.30	DEUTSCHE BANK AG/NEW YORK BRANCH - DEUTSCHE BANK NY 09/30 VAR	0.19%	600,000
141	FN BX9727	FNMA PASS THRU POOLS - FNMA POOL BX9727 FN 04/53 FIXED 5	0.18%	586,704
142	FN MA3029	FNMA PASS THRU POOLS - FNMA POOL MA3029 FN 06/32 FIXED 3	0.18%	589,583
143	FR QG8791	FHLMC PASS THRU POOLS - FED HM LN PC POOL QG8791 FR 08/53 FIXED 5	0.18%	574,671
144	BX 2022-FOX2 A2	BX TRUST 2022-FOX2 - BX TRUST BX 2022 FOX2 A2 144A	0.18%	550,601
145	SE 2021-1A A	SERVICE EXPERTS ISSUER 2021-1A LLC - SERVICE EXPERTS ISSUER SE 2021 1A A 144A	0.17%	557,766
146	GNR 2015-H08 FB	GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2015-H08 - GOVERNMENT NATIONAL MORTGAGE A GNR 2015 H08 FB	0.17%	525,779
147	G2 BE4276	GNMA PASS THRU POOLS - GNMA II POOL BE4276 G2 06/48 FIXED 4	0.17%	560,615
148	n/a	AVOCA STATIC CLO I DAC 1A - AVOCA STATIC CLO AVOST 1A AR 144A	0.17%	500,000
149	JPM V5.571 04.22.28	JP MORGAN CHASE & CO - JPMORGAN CHASE + CO SR UNSECURED 04/28 VAR	0.16%	500,000
150	C 4.929 08.06.26	CITIBANK NA SR UNSECURED 08/26 4.929	0.16%	500,000
151	GWOLF 2020-3RA A1R2	GREYWOLF CLO III LTD 2020-3RA - GREYWOLF CLO LTD GWOLF 2020 3RA A1R2 144A	0.16%	500,000
152	RABOBK F 08.28.26	COOPERATIEVE RABOBANK UA/NEW YORK BRANCH - COOPERAT RABOBANK UA/NY 08/26 VAR	0.16%	500,000
153	NORBK 5.094 10.16.29 144A	NORINCHUKIN BANK LTD - NORINCHUKIN BANK SR UNSECURED 144A 10/29 5.094	0.16%	500,000
154	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
155	NIPDES 4.42 09.11.29 144A	DENSO CORPORATION - DENSO CORP SR UNSECURED 144A 09/29 4.42	0.16%	500,000
156	FHF 2023-1A A2	FHF TRUST 2023-1A - FIRST HELP FINANCIAL LLC FHF 2023 1A A2 144A	0.15%	469,736
157	FN BY4733	FNMA PASS THRU POOLS - FNMA POOL BY4733 FN 06/53 FIXED 5	0.15%	489,668
158	n/a	EUROSAIL-UK 2007-4BL PLC 4X - EUROSAIL PLC ESAIL 2007 4X A3 REGS	0.15%	378,560
159	SNVA 2023-1A A	SUNNOVA SOL V ISSUER LLC 2023-1A - SUNNOVA SOL V ISSUER, LLC SNVA 2023 1A A 144A	0.15%	482,348
160	UXYH5	US 10YR ULTRA FUT MAR25 XCBT 20250320	0.15%	-267
161	FHF 2022-1A A	FHF TRUST 2022-1A - FIRST HELP FINANCIAL LLC FHF 2022 1A A 144A	0.15%	456,689
162	G2 BP1523	GNMA PASS THRU POOLS - GNMA II POOL BP1523 G2 08/49 FIXED 3.5	0.14%	495,538
163	SUMITR 5.5 03.09.28 144A	SUMITOMO MITSUI TRUST BANK LIMITED - SUMITOMO MITSUI TR BK LT SR UNSECURED 144A 03/28 5.5	0.13%	400,000
164	STWD 2021-HTS A	STWD 2021-HTS MORTGAGE TRUST 2021-HTS - STARWOOD COMMERCIAL MORTGAGE T STWD 2021 HTS A 144A	0.13%	407,716
165	BPCEGP V5.975 01.18.27 144A	BPCE SA SR UNSECURED 144A 01/27 VAR	0.13%	400,000
166	n/a	KOREA HOUSING FINANCE CORP (KHFC) - KOREA HOUSING FINANCE CO SR UNSECURED 144A 08/27 4.875	0.13%	400,000
167	BFCM 5.194 02.16.28 144A	BANQUE FEDERATIVE DU CREDIT MUTUEL (BFCM) - BANQUE FED CRED MUTUEL 144A 02/28 5.194	0.13%	400,000
168	n/a	GEMGARTO 2021-1 PLC 21 -1A - GEMGARTO GMG 2021 1A A 144A	0.13%	312,365
169	EFF 2022-4 A2	ENTERPRISE FLEET FUNDING LLC 2022-4 - ENTERPRISE FLEET FINANCING LLC EFF 2022 4 A2 144A	0.12%	375,255
170	FN MA2871	FNMA PASS THRU POOLS - FNMA POOL MA2871 FN 01/32 FIXED 3	0.12%	394,897
171	FR QG6858	FHLMC PASS THRU POOLS - FED HM LN PC POOL QG6858 FR 07/53 FIXED 5	0.12%	379,927
172	TII 0.125 04.15.25	UNITED STATES GOVT - TSY INFL IX N/B 04/25 0.125	0.12%	366,624
173	FG Q56466	FHLMC PASS THRU POOLS - FED HM LN PC POOL Q56466 FG 06/48 FIXED 4	0.11%	368,368
174	GNR 2017-H14 FG	GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2017-H14 - GOVERNMENT NATIONAL MORTGAGE A GNR 2017 H14 FG	0.11%	332,176
175	FHR 4678 AF	FREDDIE MAC REMICS 4678 - FREDDIE MAC FHR 4678 AF	0.10%	324,209
176	BMWLT 2024-1 A2B	BMW VEHICLE LEASE TRUST 2024-1 - BMW VEHICLE LEASE TRUST BMWLT 2024 1 A2B	0.10%	316,431
177	FN CA0241	FNMA PASS THRU POOLS - FNMA POOL CA0241 FN 08/47 FIXED 4	0.10%	340,457
178	TYH5	US 10YR NOTE (CBT)MAR25 XCBT 20250320	0.10%	-289
179	GNR 2016-H22 FA	GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2016-H22 FJ - GOVERNMENT NATIONAL MORTGAGE A GNR 2016 H22 FA	0.10%	301,891
180	NBNAUS 4 10.01.27 144A	NBN CO LIMITED - NBN CO LTD SR UNSECURED 144A 10/27 4	0.09%	300,000
181	FN MA5071	FNMA PASS THRU POOLS - FNMA POOL MA5071 FN 07/53 FIXED 5	0.09%	292,495
182	G2 BO7890	GNMA PASS THRU POOLS - GNMA II POOL BO7890 G2 07/49 FIXED 3.5	0.08%	285,516
183	n/a	NEW YORK CITY HOUSING DEVELOPMENT CORP - NEW YORK CITY NY HSG DEV CORP NYCMFH 11/25 FIXED 0.923	0.08%	250,000
184	n/a	GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2015-H10 - GOVERNMENT NATIONAL MORTGAGE A GNR 2015 H10 FH	0.08%	243,323
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 1.12 11.01.2026	NEW YORK CITY HOUSING DEVELOPMENT CORP - NEW YORK CITY NY HSG DEV CORP NYCMFH 11/26 FIXED 1.123	0.08%	250,000
187	GNR 2018-38 WF	GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2018-38 - GOVERNMENT NATIONAL MORTGAGE A GNR 2018 38 WF	0.07%	241,202
188	G2 BM1356	GNMA PASS THRU POOLS - GNMA II POOL BM1356 G2 07/49 FIXED 3.5	0.07%	249,597
189	GNR 2017-H14 FE	GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2017-H14 - GOVERNMENT NATIONAL MORTGAGE A GNR 2017 H14 FE	0.07%	220,868
190	n/a	NEW YORK CITY HOUSING DEVELOPMENT CORP - NEW YORK CITY NY HSG DEV CORP NYCMFH 05/25 FIXED 0.823	0.07%	225,000
191	TOYOTA 4.55 08.07.26	TOYOTA MOTOR CREDIT CORPORATION - TOYOTA MOTOR CREDIT CORP SR UNSECURED 08/26 4.55	0.06%	200,000
192	n/a	SOLD ZAR BOUGHT USD 20250117	0.06%	1
193	FN AB3968	FNMA PASS THRU POOLS - FNMA POOL AB3968 FN 12/26 FIXED 3	0.06%	194,466
194	G2 BM8966	GNMA PASS THRU POOLS - GNMA II POOL BM8966 G2 06/49 FIXED 3.5	0.06%	208,598
195	n/a	SOLD BRL BOUGHT USD 20250103	0.06%	1
196	GNR 2017-H15 FN	GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2017-H15 - GOVERNMENT NATIONAL MORTGAGE A GNR 2017 H15 FN	0.05%	166,665
197	n/a	SOLD EUR BOUGHT USD 20250115	0.05%	1
198	FR QG2351	FHLMC PASS THRU POOLS - FED HM LN PC POOL QG2351 FR 05/53 FIXED 5	0.05%	156,813
199	G2 BM1355	GNMA PASS THRU POOLS - GNMA II POOL BM1355 G2 07/49 FIXED 3.5	0.05%	157,669
200	FN BK8838	FNMA PASS THRU POOLS - FNMA POOL BK8838 FN 08/48 FIXED 4	0.05%	150,895
201	GNR 2017-H07 FG	GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2017-H07 - GOVERNMENT NATIONAL MORTGAGE A GNR 2017 H07 FG	0.04%	116,902
202	G2 BM9250	GNMA PASS THRU POOLS - GNMA II POOL BM9250 G2 05/49 FIXED 3.5	0.03%	115,668
203	FHS 332 V1	FREDDIE MAC STRIPS 332 - FREDDIEMAC STRIP FHS 332 V1	0.03%	98,229
204	FN BY5837	FNMA PASS THRU POOLS - FNMA POOL BY5837 FN 07/53 FIXED 5	0.02%	78,386
205	n/a	317U6RTA4 PIMCO SWAPTION 3.75 CALL USD 2025080	0.02%	32,200,000
206	NHEL 2006-1 A1A	NOVASTAR HOME EQUITY LOAN 2006-1 - NOVASTAR HOME EQUITY LOAN NHEL 2006 1 A1A	0.02%	63,429
207	BOAMS 2003-B 2A2	BANK OF AMERICA MTGE SEC 2003-B - BANC OF AMERICA MORTGAGE SECUR BOAMS 2003 B 2A2	0.02%	54,008
208	n/a	RFR USD SOFR/3.75000 12/18/24-5Y CME	0.02%	1
209	n/a	FIRST HORIZON ALTERNATIVE MORTGAGE SECURITIES 2004-AA6 - FIRST HORIZON ALTERNATIVE MORT FHAMS 2004 AA6 A1	0.01%	46,575
210	FNR 2010-78 PE	FANNIE MAE REMICS 2010-78 - FANNIE MAE FNR 2010 78 PE	0.01%	41,972
211	BAFC 2005-D A1	BANC OF AMERICA FUNDING CORP 2005-D - BANC OF AMERICA FUNDING CORPOR BAFC 2005 D A1	0.01%	43,934
212	n/a	FANNIE MAE 2009-111 - FANNIE MAE FNR 2009 111 EZ	0.01%	38,533
213	n/a	STRUCTURED ASSET INVESTMENT LN TR 2004-2 - STRUCTURED ASSET INVESTMENT LO SAIL 2004 2 A4	0.01%	37,209
214	GNR 2015-H17 FL	GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2015-H17 - GOVERNMENT NATIONAL MORTGAGE A GNR 2015 H17 FL	0.01%	34,320
215	FN AJ8540	FNMA PASS THRU POOLS - FNMA POOL AJ8540 FN 01/27 FIXED 3	0.01%	31,032
216	FSPC T-57 1A1	FHLMC STRUCTURED PASS THRU SEC T-57 - FHLMC STRUCTURED PASS THROUGH FSPC T 57 1A1	0.01%	30,024
217	GNR 2015-H10 FM	GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2015-H10 - GOVERNMENT NATIONAL MORTGAGE A GNR 2015 H10 FM	0.01%	28,756
218	n/a	RFR USD SOFR/3.50000 12/18/24-1Y LCH	0.01%	1
219	GNR 2015-H31 FT	GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2015-H31 - GOVERNMENT NATIONAL MORTGAGE A GNR 2015 H31 FT	0.01%	26,492
220	WAMU 2005-AR13 A1A1	WASHINGTON MUTUAL 2005-AR13 - WAMU MORTGAGE PASS THROUGH CER WAMU 2005 AR13 A1A1	0.01%	26,768
221	GNR 2016-H08 FT	GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2016-H08 - GOVERNMENT NATIONAL MORTGAGE A GNR 2016 H08 FT	0.01%	25,114
222	n/a	317U7HTA5 PIMCO SWAPTION 3.75 CALL USD 2025103	0.01%	8,900,000
223	n/a	SOLD NZD BOUGHT USD 20250115	0.01%	1
224	CWHL 2005-HYB9 5A1	COUNTRYWIDE HOME LOANS 2005-HYB9 - COUNTRYWIDE HOME LOANS CWHL 2005 HYB9 5A1	0.01%	24,524
225	FNW 2003-W6 F	FANNIEMAE WHOLE LOAN 2003-W6 - FANNIEMAE WHOLE LOAN FNW 2003 W6 F	0.01%	22,030
226	FHR 3376 FD	FREDDIE MAC REMICS 3376 - FREDDIE MAC FHR 3376 FD	0.01%	19,399
227	SARM 2004-19 2A1	STRUCTURED ADJ RATE MTG LN 2004-19 - STRUCTURED ADJUSTABLE RATE MOR SARM 2004 19 2A1	0.01%	21,098
228	n/a	SOLD CAD BOUGHT USD 20250115	0.01%	1
229	OPMAC 2005-5 1APT	OPTEUM MORTGAGE ACCEPTANCE CORP 2005-5 - OPTEUM MORTGAGE ACCEPTANCE COR OPMAC 2005 5 1APT	0.01%	18,532
230	n/a	SOLD GBP BOUGHT USD 20250115	0.01%	1
231	CMLTI 2008-RR1 A1A1	CITIGROUP MTGE LOAN TR INC 2008-RR1 - CITIGROUP MORTGAGE LOAN TRUST CMLTI 2008 RR1 A1A1 144A	0.01%	19,590
232	WAMU 2004-AR13 A2A	WASHINGTON MUTUAL 2004-AR13 - WAMU MORTGAGE PASS THROUGH CER WAMU 2004 AR13 A2A	0.01%	17,498
233	n/a	RFR USD SOFR/3.68900 03/01/24-7Y* LCH	0.01%	1
234	SAMI 2007-AR2 2A1	STRUCTURED ASSET MTG INV INC 2007-AR2 - STRUCTURED ASSET MORTGAGE INVE SAMI 2007 AR2 2A1	0.00%	36,621
235	n/a	RFR USD SOFR/3.24800 09/18/24-10Y LCH	0.00%	1
236	n/a	RFR USD SOFR/3.27750 09/16/24-10Y LCH	0.00%	1
237	FN 255884	FNMA PASS THRU POOLS - FNMA POOL 255884 FN 08/35 FLOATING VAR	0.00%	13,150
238	n/a	RFR USD SOFR/3.72186 03/01/24-7Y* LCH	0.00%	1
239	GSR 2005-AR6 2A1	GSR MORTGAGE LOAN TRUST 2005-AR6 - GSR MORTGAGE LOAN TRUST GSR 2005 AR6 2A1	0.00%	13,452
240	n/a	RFR USD SOFR/3.61300 08/22/24-10Y LCH	0.00%	1
241	GSR 2005-AR7 6A1	GSR MORTGAGE LOAN TRUST 2005-AR7 - GSR MORTGAGE LOAN TRUST GSR 2005 AR7 6A1	0.00%	13,957
242	BALTA 2005-4 23A1	BEAR STEARNS ALT-A TRUST 2005-4 - BEAR STEARNS ALT A TRUST BALTA 2005 4 23A1	0.00%	12,459
243	n/a	SOLD EUR BOUGHT USD 20250115	0.00%	1
244	FN 679708	FNMA PASS THRU POOLS - FNMA POOL 679708 FN 09/41 FLOATING VAR	0.00%	10,797
245	BOAMS 2004-G 2A7	BANC OF AMERICA MTGE SEC 2004-G - BANC OF AMERICA MORTGAGE SECUR BOAMS 2004 G 2A7	0.00%	10,616
246	FG J17884	FHLMC PASS THRU POOLS - FED HM LN PC POOL J17884 FG 01/27 FIXED 3	0.00%	10,627
247	FSPC T-63 1A1	FHLMC STRUCTURED PASS THROUGH SEC T-63 - FHLMC STRUCTURED PASS THROUGH FSPC T 63 1A1	0.00%	10,383
248	n/a	317U4UUA7 PIMCO SWAPTION 5.0 PUT USD 20250708	0.00%	37,100,000
249	FHMS K730 A2	FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFICATES K730 - FHLMC MULTIFAMILY STRUCTURED P FHMS K730 A2	0.00%	9,233
250	n/a	RFR USD SOFR/3.55500 08/28/24-10Y LCH	0.00%	1
251	JPMMT 2005-S3 1A2	JP MORGAN MORTGAGE TRUST 2005-S3 - JP MORGAN MORTGAGE TRUST JPMMT 2005 S3 1A2	0.00%	20,837
252	n/a	RFR USD SOFR/3.56500 08/28/24-10Y LCH	0.00%	1
253	CWHL 2004-22 A3	COUNTRYWIDE HOME LOANS 2004-22 - COUNTRYWIDE HOME LOANS CWHL 2004 22 A3	0.00%	9,475
254	FH 847415	FHLMC PASS THRU POOLS - FED HM LN PC POOL 847415 FH 06/35 FLOATING VAR	0.00%	8,392
255	n/a	SOLD BRL BOUGHT USD 20250204	0.00%	1
256	SABR 2007-HE1 A2A	SECURITIZED ASSET BACKED RECEIVABLES LLC 2007-HE1 - SECURITIZED ASSET BACKED RECEI SABR 2007 HE1 A2A	0.00%	39,540
257	n/a	RFR USD SOFR/3.60000 08/28/24-10Y LCH	0.00%	1
258	GNR 2016-H13 FT	GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2016-H13 - GOVERNMENT NATIONAL MORTGAGE A GNR 2016 H13 FT	0.00%	8,380
259	n/a	RFR USD SOFR/3.79500 08/06/24-10Y LCH	0.00%	1
260	SARM 2004-1 4A2	STRUCTURED ADJUSTABLE RATE MTG LN 2004-1 - STRUCTURED ADJUSTABLE RATE MOR SARM 2004 1 4A2	0.00%	8,222
261	n/a	RFR USD SOFR/3.64500 08/07/24-10Y LCH	0.00%	1
262	n/a	RFR USD SOFR/3.67900 08/13/24-10Y LCH	0.00%	1
263	n/a	RFR USD SOFR/3.23100 09/18/24-10Y LCH	0.00%	1
264	FNR 2013-31 HI	FANNIE MAE REMICS 2013-31 - FANNIE MAE FNR 2013 31 HI	0.00%	158,016
265	n/a	RFR USD SOFR/3.62330 03/01/24-7Y* LCH	0.00%	1
266	n/a	RFR USD SOFR/3.7351* 03/01/24-7Y* LCH	0.00%	1
267	n/a	RFR USD SOFR/3.69100 03/01/24-7Y* LCH	0.00%	1
268	n/a	RFR USD SOFR/3.40750 09/05/24-10Y LCH	0.00%	1
269	n/a	RFR USD SOFR/3.41000 09/05/24-10Y LCH	0.00%	1
270	n/a	GREAT HALL MORTGAGES PLC 2007-2X - GREAT HALL MORTGAGES PLC GHM 2007 2X AC REGS	0.00%	5,619
271	SAMI 2005-AR8 A1A	STRUCTURED ASSET MTG INV INC 2005-AR8 - STRUCTURED ASSET MORTGAGE INVE SAMI 2005 AR8 A1A	0.00%	6,680
272	n/a	RFR USD SOFR/3.59900 08/28/24-10Y LCH	0.00%	1
273	FH 1L0174	FHLMC PASS THRU POOLS - FED HM LN PC POOL 1L0174 FH 08/35 FLOATING VAR	0.00%	4,840
274	n/a	RFR USD SOFR/3.51400 09/04/24-10Y LCH	0.00%	1
275	MEFA 2008-1 A1	MASSACHUSETTS EDUC FINANCING AUTH 2008-1 - MASSACHUSETTS EDUCATIONAL FINA MEFA 2008 1 A1	0.00%	4,747
276	GSR 2004-7 1A1	GSR MTGE LOAN TRUST 2004-7 - GSR MORTGAGE LOAN TRUST GSR 2004 7 1A1	0.00%	4,635
277	WAMU 2005-AR19 A1A1	WASHINGTON MUTUAL 2005-AR19 - WAMU MORTGAGE PASS THROUGH CER WAMU 2005 AR19 A1A1	0.00%	4,432
278	n/a	RFR USD SOFR/3.6637* 03/01/24-7Y* LCH	0.00%	1
279	FN 654952	FNMA PASS THRU POOLS - FNMA POOL 654952 FN 07/42 FLOATING VAR	0.00%	4,166
280	n/a	RFR USD SOFR/3.60500 08/28/24-10Y LCH	0.00%	1
281	FN 845052	FNMA PASS THRU POOLS - FNMA POOL 845052 FN 11/35 FLOATING VAR	0.00%	4,063
282	n/a	RFR USD SOFR/3.88500 07/12/24-10Y LCH	0.00%	1
283	n/a	317U6VZA8 PIMCO SWAPTION 2.05 CALL EUR 2025021	0.00%	5,700,000
284	n/a	RFR USD SOFR/3.73910 03/01/24-7Y* LCH	0.00%	1
285	G2 80409	GNMA PASS THRU POOLS - GNMA II POOL 080409 G2 05/30 FLOATING VAR	0.00%	3,344
286	BALTA 2005-7 22A1	BEAR STEARNS ALT-A TRUST 2005-7 - BEAR STEARNS ALT A TRUST BALTA 2005 7 22A1	0.00%	5,678
287	GMACM 2005-AR6 1A1	GMAC MORTGAGE CORP LOAN TRUST 2005-AR6 - GMAC MORTGAGE CORPORATION LOAN GMACM 2005 AR6 1A1	0.00%	3,565
288	G2 80579	GNMA PASS THRU POOLS - GNMA II POOL 080579 G2 02/32 FLOATING VAR	0.00%	2,962
289	FNR 2012-146 QA	FANNIE MAE REMICS 2012-146 - FANNIE MAE FNR 2012 146 QA	0.00%	3,452
290	MSAC 2006-WMC2 A2FP	MORGAN STANLEY ABS CAPITAL I 2006-WMC2 - MORGAN STANLEY CAPITAL INC MSAC 2006 WMC2 A2FP	0.00%	7,912
291	BSARM 2003-8 2A1	BEAR STEARNS ADJUSTABLE RATE MORTGAGE TRUST 2003-8 - BEAR STEARNS ADJUSTABLE RATE M BSARM 2003 8 2A1	0.00%	2,827
292	SAMI 2005-AR5 A2	STRUCTURED ASSET MTG INV INC 2005-AR5 - STRUCTURED ASSET MORTGAGE INVE SAMI 2005 AR5 A2	0.00%	2,545
293	WAMU 2002-AR6 A	WASHINGTON MUTUAL 2002-AR6 - WAMU MORTGAGE PASS THROUGH CER WAMU 2002 AR6 A	0.00%	2,618
294	FNR 2005-84 XM	FANNIE MAE 2005-84 - FANNIE MAE FNR 2005 84 XM	0.00%	2,336
295	FN 844532	FNMA PASS THRU POOLS - FNMA POOL 844532 FN 11/35 FLOATING VAR	0.00%	2,298
296	FNW 2003-W1 1A1	FANNIEMAE WHOLE LOAN 2003-W1 - FANNIEMAE WHOLE LOAN FNW 2003 W1 1A1	0.00%	2,361
297	n/a	RFR USD SOFR/3.85000 08/05/24-10Y LCH	0.00%	1
298	n/a	RFR USD SOFR/3.6766* 03/01/24-7Y* LCH	0.00%	1
299	FH 1G1727	FHLMC PASS THRU POOLS - FED HM LN PC POOL 1G1727 FH 07/35 FLOATING VAR	0.00%	1,980
300	FG A14613	FHLMC PASS THRU POOLS - FED HM LN PC POOL A14613 FG 10/33 FIXED 5	0.00%	1,934
301	CWHL 2004-HYB9 1A1	COUNTRYWIDE HOME LOANS 2004-HYB9 - COUNTRYWIDE HOME LOANS CWHL 2004 HYB9 1A1	0.00%	1,681
302	CMLTI 2005-11 A2A	CITIGROUP MTGE LOAN TRUST INC 2005-11 - CITIGROUP MORTGAGE LOAN TRUST CMLTI 2005 11 A2A	0.00%	1,591
303	FN 799940	FNMA PASS THRU POOLS - FNMA POOL 799940 FN 11/34 FLOATING VAR	0.00%	1,562
304	FN 303742	FNMA PASS THRU POOLS - FNMA POOL 303742 FN 08/29 FLOATING VAR	0.00%	1,556
305	n/a	BARCLAYS BANK PLC SNR SE ICE	0.00%	1
306	G2 80086	GNMA PASS THRU POOLS - GNMA II POOL 080086 G2 06/27 FLOATING VAR	0.00%	1,411
307	FN 128776	FNMA PASS THRU POOLS - FNMA POOL 128776 FN 02/31 FLOATING VAR	0.00%	1,374
308	CMLTI 2005-11 A1A	CITIGROUP MTGE LOAN TRUST INC 2005-11 - CITIGROUP MORTGAGE LOAN TRUST CMLTI 2005 11 A1A	0.00%	1,221
309	n/a	SOLD EUR BOUGHT USD 20250115	0.00%	1
310	n/a	SOLD IDR BOUGHT USD 20250122	0.00%	1
311	FN 815195	FNMA PASS THRU POOLS - FNMA POOL 815195 FN 05/35 FLOATING VAR	0.00%	791
312	GEWMC 2006-1 A2A	GE-WMC MORTGAGE SECURITIES LLC 2006-1 - GE WMC MORTGAGE SECURITIES LLC GEWMC 2006 1 A2A	0.00%	1,601
313	PRIME 2004-CL1 1A2	PRIME MORTGAGE TRUST 2004-CL1 - PRIME MORTGAGE TRUST PRIME 2004 CL1 1A2	0.00%	613
314	n/a	SOLD IDR BOUGHT USD 20250108	0.00%	1
315	FN 735813	FNMA PASS THRU POOLS - FNMA POOL 735813 FN 07/35 FLOATING VAR	0.00%	481
316	n/a	BOUGHT IDR SOLD USD 20250108	0.00%	1
317	n/a	SOLD IDR BOUGHT USD 20250108	0.00%	1
318	n/a	317U74RA6 PIMCO SWAPTION 3.25 CALL GBP 2025031	0.00%	9,100,000
319	FN 918103	FNMA PASS THRU POOLS - FNMA POOL 918103 FN 05/37 FIXED 6	0.00%	354
320	n/a	317U73VA3 PIMCO SWAPTION 3.25 CALL GBP 2025031	0.00%	9,100,000
321	n/a	SOLD CNH BOUGHT USD 20250115	0.00%	1
322	n/a	317U72BA7 PIMCO SWAPTION 3.25 CALL GBP 2025031	0.00%	8,200,000
323	FN 813586	FNMA PASS THRU POOLS - FNMA POOL 813586 FN 03/35 FLOATING VAR	0.00%	251
324	n/a	317U72TA8 PIMCO SWAPTION 3.25 CALL GBP 2025031	0.00%	6,100,000
325	n/a	317U71LA8 PIMCO SWAPTION 3.25 CALL GBP 2025030	0.00%	5,400,000
326	BSARM 2002-11 1A2	BEAR STEARNS ARM TRUST 2002-11 - BEAR STEARNS ADJUSTABLE RATE M BSARM 2002 11 1A2	0.00%	163
327	n/a	SOLD IDR BOUGHT USD 20250115	0.00%	1
328	n/a	IRS EUR 2.30000 09/25/24-5Y LCH	0.00%	1
329	n/a	SOLD CNH BOUGHT USD 20250512	0.00%	1
330	BSARM 2002-11 1A1	BEAR STEARNS ARM TRUST 2002-11 - BEAR STEARNS ADJUSTABLE RATE M BSARM 2002 11 1A1	0.00%	8
331	FHR 2266 F	FREDDIE MAC 2266 - FREDDIE MAC FHR 2266 F	0.00%	6
332	n/a	317U7PTA7 PIMCO SWAPTION 3.496 CALL USD 202501	0.00%	-200,000
333	n/a	317U7Q9A7 PIMCO SWAPTION 3.64 CALL GBP 2025010	0.00%	-100,000
334	n/a	317U7QBA4 PIMCO SWAPTION 3.49 CALL USD 2025010	0.00%	-300,000
335	n/a	317U7P2A6 PIMCO SWAPTION 3.533 CALL USD 202501	0.00%	-100,000
336	n/a	317U7QJA6 PIMCO SWAPTION 3.53 CALL USD 2025010	-0.00%	-300,000
337	n/a	BOUGHT CNH SOLD USD 20250115	-0.00%	1
338	RXWG25C2 138.5	EURO-BUND WEEK OPTFEB25C 138.5 EXP 01/10/2025	-0.00%	-1
339	n/a	317U7S0A2 PIMCO SWAPTION 3.663 CALL USD 202501	-0.00%	-200,000
340	n/a	IRS EUR 2.39000 10/01/24-10Y LCH	-0.00%	1
341	OEG5C 119.25	EURO-BOBL OPTION FEB25C 119.2 EXP 01/24/2025	-0.00%	-1
342	n/a	317U7SPA5 PIMCO SWAPTION 3.69 CALL USD 2025011	-0.00%	-200,000
343	n/a	BOUGHT MXN SOLD USD 20250213	-0.00%	1
344	n/a	317U7UXA1 PIMCO SWAPTION 4.3 PUT USD 20250123	-0.00%	-100,000
345	n/a	317U7VKA3 PIMCO SWAPTION 4.308 PUT USD 2025012	-0.00%	-100,000
346	n/a	SOLD IDR BOUGHT USD 20250305	-0.00%	1
347	n/a	317U7UWA2 PIMCO SWAPTION 3.822 CALL USD 202501	-0.00%	-200,000
348	OEG5P 117.5	EURO-BOBL OPTION FEB25P 117.5 EXP 01/24/2025	-0.00%	-1
349	n/a	317U7UYA0 PIMCO SWAPTION 3.9 CALL USD 20250123	-0.00%	-100,000
350	n/a	317U71MA7 PIMCO SWAPTION 3.243 CALL GBP 202503	-0.00%	-600,000
351	n/a	317U7VJA5 PIMCO SWAPTION 3.908 CALL USD 202501	-0.00%	-100,000
352	n/a	317U72UA6 PIMCO SWAPTION 3.25 CALL GBP 2025031	-0.00%	-700,000
353	n/a	RFR USD SOFR/4.01500 12/30/24-10Y LCH	-0.00%	1
354	n/a	317U72CA6 PIMCO SWAPTION 3.255 CALL GBP 202503	-0.00%	-900,000
355	n/a	317U7UVA3 PIMCO SWAPTION 4.222 PUT USD 2025012	-0.00%	-200,000
356	n/a	317U7UDA3 PIMCO SWAPTION 4.275 PUT USD 2025012	-0.00%	-300,000
357	n/a	317U7UEA2 PIMCO SWAPTION 3.875 CALL USD 202501	-0.00%	-300,000
358	n/a	317U73WA2 PIMCO SWAPTION 3.245 CALL GBP 202503	-0.00%	-1,000,000
359	n/a	317U74SA5 PIMCO SWAPTION 3.25 CALL GBP 2025031	-0.00%	-1,000,000
360	n/a	317U6W0A4 PIMCO SWAPTION 2.05 CALL EUR 2025021	-0.00%	-600,000
361	n/a	317U7P1A7 PIMCO SWAPTION 3.933 PUT USD 2025010	-0.00%	-100,000
362	n/a	317U7SOA6 PIMCO SWAPTION 4.09 PUT USD 20250117	-0.00%	-200,000
363	n/a	317U7Q8A8 PIMCO SWAPTION 3.93 PUT GBP 20250106	-0.00%	-100,000
364	n/a	IRS EUR 2.65000 08/14/24-5Y LCH	-0.00%	1
365	n/a	317U7RZA6 PIMCO SWAPTION 4.013 PUT USD 2025011	-0.00%	-200,000
366	RXWG25P2 135.5	EURO-BUND WEEK OPTFEB25P 135.5 EXP 01/10/2025	-0.00%	-1
367	n/a	IRS EUR 2.68000 08/07/24-10Y LCH	-0.00%	1
368	n/a	317U7PSA8 PIMCO SWAPTION 3.896 PUT USD 2025010	-0.00%	-200,000
369	n/a	IRS EUR 2.70000 08/13/24-5Y LCH	-0.00%	1
370	n/a	317U7QIA7 PIMCO SWAPTION 3.88 PUT USD 20250109	-0.00%	-300,000
371	n/a	317U7QAA5 PIMCO SWAPTION 3.84 PUT USD 20250106	-0.00%	-300,000
372	n/a	BOUGHT BRL SOLD USD 20250103	-0.00%	1
373	n/a	317U7HVA2 PIMCO SWAPTION 2.83 CALL USD 2025103	-0.00%	-8,900,000
374	n/a	317U6RVA1 PIMCO SWAPTION 2.75 CALL USD 2025080	-0.00%	-32,200,000
375	n/a	317U7HUA3 PIMCO SWAPTION 3.29 CALL USD 2025103	-0.00%	-8,900,000
376	n/a	317U6RUA2 PIMCO SWAPTION 3.25 CALL USD 2025080	-0.01%	-32,200,000
377	n/a	BOUGHT EUR SOLD USD 20250115	-0.01%	1
378	TUH5	US 2YR NOTE (CBT) MAR25 XCBT 20250331	-0.02%	1,111
379	n/a	RFR GBP SONIO/4.00000 09/18/24-5Y LCH	-0.02%	1
380	FVH5	US 5YR NOTE (CBT) MAR25 XCBT 20250331	-0.05%	254
381	n/a	RFR USD SOFR/2.15000 06/15/22-5Y LCH	-0.14%	1
382	FNCL 2.5 2.12	UMBS PASS THRU POOLS - FNMA TBA 30 YR 2.5 SINGLE FAMILY MORTGAGE	-0.16%	-600,000
383	FNCL 5 2.12	UMBS PASS THRU POOLS - FNMA TBA 30 YR 5 SINGLE FAMILY MORTGAGE	-0.22%	-700,000
384	FNCL 3 2.12	UMBS PASS THRU POOLS - FNMA TBA 30 YR 3 SINGLE FAMILY MORTGAGE	-3.88%	-14,200,000

As of Dec 31, 2024

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Asset Allocation

Asset Class	% Weight
Bond	161.15%
Stocks	-0.00%
Other	-0.00%
Cash	-61.15%

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%