PONPX Holdings List

As of Dec 31, 2024

No.	Symbol	Name	% Weight	Shares
1	FNCL.6 2.12	Federal National Mortgage Association 6%	14.92%	25,584,038,000
2	n/a	RFR USD SOFR/4.50000 05/22/23-2Y LCH Receive	12.47%	21,464,640,000
3	FNCL.6.5 2.12	Federal National Mortgage Association 6.5%	12.07%	20,355,377,000
4	FNCL.5.5 2.12	Federal National Mortgage Association 5.5%	8.36%	14,591,056,140
5	n/a	5 Year Treasury Note Future Mar 25	8.13%	131,658
6	n/a	RFR USD SOFR/4.90000 06/06/23-2Y LCH Receive	7.36%	12,635,250,000
7	FNCL.5 2.12	Federal National Mortgage Association 5%	7.21%	12,866,058,782
8	n/a	BRITISH POUND STERLING Purchased	6.11%	8,288,729,208
9	QSMAR3	Low Sulphur Gas Oil Futures Mar25	5.98%	88,897
10	n/a	IRS EUR 2.95000 10/27/22-6Y* LCH Receive	5.95%	9,616,100,000
11	n/a	RFR USD SOFR/3.75000 12/18/24-5Y LCH Receive	5.64%	9,712,740,000
12	n/a	10 Year Treasury Note Future Mar 25	4.83%	76,472
13	n/a	EUROPEAN MONETARY UNION EURO Purchased	4.82%	7,826,998,766
14	n/a	RFR USD SOFR/3.50000 05/22/23-10Y LCH Receive	4.45%	7,665,070,000
15	n/a	Pimco Fds	3.90%	689,745,499
16	n/a	RFR JPY MUT+5.89/0.00000 03/15/21-8Y LCH Receive	3.83%	1,037,000,000,000
17	n/a	RFR USD SOFR/4.00000 06/20/24-2Y CME Receive	3.61%	6,228,000,000
18	n/a	RFR USD SOFR/3.75000 06/20/24-7Y CME Receive	3.57%	6,260,230,000
19	n/a	RFR USD SOFR/3.75000 06/20/24-5Y LCH Receive	3.39%	5,828,130,000
20	n/a	RFR USD SOFR/3.70000 06/06/23-10Y LCH Receive	3.36%	5,784,570,000
21	n/a	RFR USD SOFR/3.00000 06/21/23-7Y LCH Receive	3.02%	5,206,670,000
22	n/a	RFRF USD SF+26.161/1.90 05/18/22-10Y LCH Receive	2.99%	5,143,500,000
23	n/a	CDX IG43 5Y ICE	2.92%	4,918,000,000
24	n/a	Irs Eur -0.26000 03/18/20-5Y Lch Receive	2.87%	4,777,800,000
25	n/a	RFR USD SOFR/3.75000 06/20/24-4Y CME Receive	2.81%	4,886,285,000
26	n/a	RFR USD SOFR/3.70000 05/13/24-3Y CME Receive	2.65%	4,602,700,000
27	n/a	RFR USD SOFR/3.75000 06/20/24-7Y LCH Receive	2.64%	4,540,220,000
28	TII.1.875 07.15.34	United States Treasury Notes 1.875%	2.51%	4,456,390,802
29	n/a	CDX HY43 5Y ICE	2.33%	3,721,200,000
30	n/a	IRS EUR 0.83000 12/09/42-10Y LCH Receive	2.27%	3,771,700,000
31	n/a	JAPANESE YEN Purchased	2.15%	605,518,653,731
32	n/a	RFR USD SOFR/1.75000 06/15/22-7Y LCH Receive	2.07%	3,566,550,000
33	n/a	RFRF USD SF+26.161/1.2* 06/16/21-30Y LCH Receive	2.04%	3,516,800,000
34	n/a	RFR USD SOFR/3.55000 05/13/24-7Y CME Receive	1.87%	3,309,700,000
35	FNCL.4 2.12	Federal National Mortgage Association 4%	1.86%	3,497,121,904
36	n/a	RFR JPY MUTK/0.70000 09/18/24-5Y LCH Receive	1.80%	487,930,000,000
37	n/a	RFR USD SOFR/3.50000 12/20/23-7Y LCH Receive	1.70%	2,935,110,000
38	n/a	2 Year Treasury Note Future Mar 25	1.68%	14,033
39	n/a	RFR USD SOFR/3.71000 03/03/25-7Y* LCH Receive	1.60%	2,754,360,000
40	n/a	Irs Eur 0.50000 06/17/20-30Y Lch Receive	1.54%	2,557,071,000
41	FNCL.4 3.12	Federal National Mortgage Association 4%	1.47%	2,761,381,109
42	n/a	IRS EUR 2.95000 10/27/22-7Y* LCH Receive	1.46%	2,341,400,000
43	n/a	RFR USD SOFR/2.35000 01/17/24-1Y CME Receive	1.44%	2,485,600,000
44	TII.1.375 07.15.33	United States Treasury Notes 1.375%	1.40%	2,581,550,522
45	n/a	BRAZILIAN REAL-NDF Purchased	1.32%	12,765,331,000
46	T.4.5 04.15.27	United States Treasury Notes 4.5%	1.30%	2,225,400,000
47	T.4.5 03.31.26	United States Treasury Notes 4.5%	1.28%	2,204,000,000
48	n/a	RFR USD SOFR/3.74000 03/03/25-4Y* LCH Receive	1.22%	2,097,300,000
49	n/a	TAIWANESE DOLLAR-NDF Purchased	1.22%	66,560,678,816
50	n/a	IRS AUD 4.00000 09/18/24-5Y LCH Receive	1.19%	3,312,400,000
51	n/a	RFR USD SOFR/2.00000 12/21/22-10Y CME Receive	1.19%	2,041,770,000
52	BLTN.0 04.01.25 LTN	Secretaria Tesouro Nacional 0%	1.17%	12,765,331
53	n/a	CANADIAN DOLLAR Purchased	1.16%	2,796,580,738
54	FNCL.5.5 1.12	Federal National Mortgage Association 5.5%	1.15%	2,012,422,956
55	n/a	RFR USD SOFR/2.64500 07/24/24-2Y LCH Receive	1.14%	1,955,700,000
56	n/a	RFR USD SOFR/1.60000 01/16/24-2Y LCH Receive	1.13%	1,948,100,000
57	n/a	RFR USD SOFR/2.00000 12/21/22-7Y CME Receive	1.06%	1,833,235,000
58	T.4.5 11.15.54	United States Treasury Bonds 4.5%	1.06%	1,910,600,000
59	n/a	RFR USD SOFR/2.62000 07/24/24-1Y LCH Receive	1.04%	1,798,800,000
60	FNCL.5 1.12	Federal National Mortgage Association 5%	1.03%	1,846,036,218
61	FNCL.4.5 3.12	Federal National Mortgage Association 4.5%	1.03%	1,892,400,000
62	n/a	RFR USD SOFR/3.75000 06/20/24-5Y CME Receive	1.02%	1,764,160,000
63	n/a	RFR JPY MUT+5.89/-0.0200 3/20/21-8Y* LCH Receive	1.02%	275,310,000,000
64	n/a	OIS CAD CAONREPO/3.75000 12/20/23-2Y LCH Receive	0.98%	2,416,000,000
65	n/a	SWISS FRANCS Purchased	0.96%	1,449,892,541
66	n/a	RFR JPY MUTK/1.00000 09/18/24-10Y LCH Receive	0.93%	251,200,000,000
67	T.4.625 05.15.54	United States Treasury Bonds 4.625%	0.90%	1,587,700,000
68	n/a	INDIAN RUPEE-INR-NDF Purchased	0.89%	133,025,725,854
69	n/a	BRAZILIAN REAL-NDF Purchased	0.87%	9,782,652,440
70	n/a	Ultra 10 Year US Treasury Note Future Mar 25	0.86%	13,373
71	G2SF.4.5 2.12	Government National Mortgage Association 4.5%	0.86%	1,573,450,000
72	TII.0.25 07.15.29	United States Treasury Notes 0.25%	0.83%	1,545,793,057
73	n/a	RFR USD SOFR/2.30000 01/17/24-2Y LCH Receive	0.81%	1,401,600,000
74	n/a	RFRF USD SF+26.161/0.6* 07/15/23-7Y CME Receive	0.81%	1,390,000,000
75	n/a	CDX ITRAXX MAIN42 5Y ICE	0.79%	1,290,600,000
76	n/a	RFR USD SOFR/3.83000 03/03/25-4Y* LCH Receive	0.79%	1,358,600,000
77	LMAT.2024-INV1 PT	LEGACY MORTGAGE ASSET TRUST 2024-INV1 5.82246%	0.78%	1,348,938,332
78	n/a	RFRF USD SF+26.161/0.9* 9/11/23-27Y* CME Receive	0.78%	1,343,300,000
79	TII.0.125 07.15.30	United States Treasury Notes 0.125%	0.77%	1,478,598,537
80	n/a	RFR USD SOFR/1.00000 06/15/22-5Y CME Receive	0.75%	1,292,500,000
81	BAMLL.2024-LB1 AE	Bamll 2024-Lb1 FRN 4.110136%	0.75%	1,325,541,005
82	n/a	RFR USD SOFR/2.59000 07/23/24-2Y LCH Receive	0.74%	1,277,500,000
83	n/a	RFR USD SOFR/2.90000 04/04/22-6Y* LCH Receive	0.73%	1,290,000,000
84	n/a	CHINESE - YUAN RENMINBI (CNH) Purchased	0.72%	8,960,441,767
85	n/a	RFR USD SOFR/3.25000 06/21/23-5Y LCH Receive	0.68%	1,164,891,220
86	n/a	RFR USD SOFR/3.75000 12/20/23-5Y LCH Receive	0.67%	1,157,596,000
87	n/a	AUSTRALIAN DOLLARS Purchased	0.66%	1,755,320,034
88	n/a	RFRF USD SF+26.161/0.90 9/12/23-26Y* CME Receive	0.63%	1,085,000,000
89	DRHM.2024-AA A	Durham Mortgages A PLC 5.51029%	0.63%	863,241,714
90	CSMC.2018-RPL6 A1	CSMC TRUST 3.23622%	0.61%	1,135,800,302
91	TII.0.625 07.15.32	United States Treasury Notes 0.625%	0.61%	1,181,699,034
92	n/a	CDX EM36 ICE	0.61%	1,050,548,000
93	CMLTI.2021-RP4 A1	Citigroup Mortgage Loan Trust 2021-Rp4 1.5%	0.61%	1,232,810,951
94	n/a	IRS AUD 4.50000 09/20/23-10Y LCH Receive	0.61%	1,665,500,000
95	DMFI.2024-1A A	Dutch Mortgage Finance 2024-1 B.V. 3.75%	0.61%	1,005,098,313
96	n/a	SOUTH KOREA WON-NDF Purchased	0.59%	1,417,479,727,025
97	n/a	INDIAN RUPEE-INR-NDF Purchased	0.59%	89,140,278,329
98	n/a	RFR JPY MUT+5.89/0.0000 03/20/22-5Y* CME Receive	0.57%	155,370,000,000
99	T.2.375 03.31.29	United States Treasury Notes 2.375%	0.56%	1,051,400,000
100	n/a	IRS EUR 2.50000 03/19/25-5Y LCH Receive	0.55%	897,500,000
101	DRHM.2024-BA A	Durham Mortgages B PLC 5.61029%	0.55%	749,907,621
102	FNCL.3.5 2.12	Federal National Mortgage Association 3.5%	0.55%	1,063,865,000
103	n/a	IRS AUD 3.00000 03/21/17-10Y LCH Receive	0.54%	1,525,200,000
104	n/a	Irs Eur -0.15000 06/17/20-5Y Lch Receive	0.53%	875,000,000
105	n/a	RFRF USD SF+26.161/1.5* 7/20/23-4Y* CME Receive	0.52%	956,100,000
106	n/a	RFR USD SOFR/3.62200 03/03/25-28Y* CME Receive	0.52%	892,240,000
107	n/a	CHINESE - YUAN RENMINBI (CNH) Purchased	0.52%	6,455,692,761
108	CMLTI.2023-RP1 PT	CITIGROUP MORTGAGE LOAN TRUST 2023-RP1 0%	0.51%	1,121,292,503
109	n/a	RFR USD SOFR/3.00000 06/21/23-10Y CME Receive	0.51%	879,650,000
110	n/a	RFR USD SOFR/3.75000 12/18/24-5Y CME Receive	0.51%	878,200,000
111	FN.MA5297	Federal National Mortgage Association 6.5%	0.50%	844,331,335
112	n/a	POLISH ZLOTY Purchased	0.49%	3,534,525,222
113	n/a	IRS AUD 4.50000 03/20/24-10Y LCH Receive	0.47%	1,291,700,000
114	n/a	RFR USD SOFR/2.88000 03/30/22-6Y* LCH Receive	0.47%	832,600,000
115	CMLTI.2024-RP3 PT	CITIGROUP MORTGAGE LOAN TRUST 2024-RP3 0%	0.45%	964,002,291
116	G2SF.4 2.12	Government National Mortgage Association 4%	0.44%	824,000,000
117	n/a	INDONESIAN RUPIAH-NDF Purchased	0.44%	12,500,651,074,502
118	n/a	CDX HY36 5Y ICE	0.44%	713,856,000
119	n/a	RFR USD SOFR/3.50000 12/20/23-10Y LCH Receive	0.44%	785,160,000
120	n/a	IRS EUR 1.75000 09/21/22-5Y LCH Receive	0.43%	721,700,000
121	n/a	RFR USD SOFR/3.75000 12/18/24-7Y LCH Receive	0.43%	737,500,000
122	n/a	RFR USD SOFR/3.75000 06/20/24-10Y LCH Receive	0.43%	755,750,000
123	TII.0.125 04.15.25	United States Treasury Notes 0.125%	0.43%	740,518,256
124	n/a	AMSURG 1L LAST OUT TL TSFR3M	0.43%	723,842,121
125	n/a	SOUTH KOREA WON-NDF Purchased	0.43%	1,026,268,646,733
126	n/a	Gs Mtg-Backed Secs Tr 2022-Rpl3 FRN 4.118847%	0.42%	801,456,307
127	n/a	RFR USD SOFR/3.79000 03/03/25-7Y* LCH Receive	0.42%	730,400,000
128	n/a	RFR USD SOFR/1.75000 12/21/22-30Y CME Receive	0.42%	724,700,000
129	n/a	RFR USD SOFR/1.75000 06/15/22-5Y CME Receive	0.42%	716,600,000
130	n/a	RFR GBP SONIO/0.75000 09/21/22-10Y LCH Receive	0.40%	556,500,000
131	n/a	MEXICAN NUEVO PESO Purchased	0.40%	14,024,219,576
132	n/a	RFR USD SOFR/3.25000 06/21/23-5Y CME Receive	0.39%	679,220,000
133	n/a	SOUTH AFRICAN RAND Purchased	0.39%	13,537,382,417
134	n/a	INDONESIAN RUPIAH-NDF Purchased	0.38%	10,779,055,734,247
135	TPMF.2024-GR6A A1	Towd Point Mortgage Funding 2024-Granite 6 PLC 5.72872%	0.38%	517,867,918
136	n/a	Irs Eur 0.25000 06/17/20-30Y Lch Receive	0.38%	626,000,000
137	BARRO.1A A	Barrow Funding PLC 5.71335%	0.37%	513,541,660
138	n/a	RFR GBP SONIO/4.00000 09/18/24-5Y LCH Receive	0.37%	510,900,000
139	T.2.875 08.15.45	United States Treasury Bonds 2.875%	0.37%	858,035,000
140	n/a	RFR USD SOFR/3.50000 07/12/24-8Y CME Receive	0.36%	651,050,000
141	n/a	RFR GBP SONIO/0.75000 09/21/22-30Y LCH Receive	0.36%	500,150,000
142	n/a	Citigroup Mtg Ln Tr 2021-Rp5 2%	0.36%	692,036,898
143	CMLTI.2022-RP3 PT	CITIGROUP MORTGAGE LOAN TRUST 2022-RP3 0%	0.36%	770,929,419
144	n/a	IRS EUR -0.15500 07/27/20-5Y LCH Receive	0.36%	600,000,000
145	n/a	RFR USD SOFR/1.00000 06/15/22-7Y LCH Receive	0.36%	614,570,000
146	FNCL.6.5 1.12	Federal National Mortgage Association 6.5%	0.35%	595,298,000
147	n/a	RFR USD SOFR/2.24250 08/07/24-2Y LCH Receive	0.35%	605,500,000
148	n/a	RFR USD SOFR/3.50000 07/12/24-5Y CME Receive	0.35%	611,000,000
149	n/a	RFR JPY MUTK/0.4000 06/15/22-10Y LCH Receive	0.35%	93,523,200,000
150	FR.SD8385	Federal Home Loan Mortgage Corp. 6.5%	0.34%	580,146,540
151	n/a	Citigroup Mtg Ln Tr 2022-Rp2 FRN 0%	0.34%	733,368,731
152	T.3.375 05.15.44	United States Treasury Bonds 3.375%	0.34%	712,349,000
153	CSMC.2019-SPL1 PT	CSMC TRUST 7.85761%	0.34%	571,039,353
154	n/a	Citigroup Mtg Ln Tr 2021-Rp6 2.125%	0.33%	653,570,546
155	CSMC.2018-SP2 PT	CSMC TRUST 7.15258%	0.33%	572,110,025
156	n/a	IRS NZD 4.75000 06/19/24-5Y LCH Receive	0.33%	954,400,000
157	CSMC.2018-RP12 A1	CSMC TRUST 3.43267%	0.32%	585,707,673
158	n/a	TAIWANESE DOLLAR-NDF Purchased	0.32%	17,864,762,795
159	TII.0.375 07.15.25	United States Treasury Notes 0.375%	0.31%	535,056,916
160	n/a	MEXICAN NUEVO PESO Purchased	0.31%	10,776,549,557
161	INTEL.6.5 03.15.30 144A	Intelsat Jackson Holdings SA 6.5%	0.30%	562,314,000
162	TII.1.75 01.15.34	United States Treasury Notes 1.75%	0.29%	527,621,220
163	G2SF.4 1.12	Government National Mortgage Association 4%	0.29%	547,936,000
164	G2SF.4.5 1.12	Government National Mortgage Association 4.5%	0.29%	532,000,000
165	CSMC.2018-SP3 PT	CSMC TRUST 4.51296%	0.29%	579,385,374
166	n/a	IRS EUR 1.00000 05/13/22-5Y LCH Receive	0.29%	491,000,000
167	n/a	CHINESE - YUAN RENMINBI (CNH) Purchased	0.28%	3,553,526,469
168	RNST.2A A	Roundstone Securities No. 2 Designated Activity Co. 3.631%	0.28%	466,773,396
169	n/a	POLISH ZLOTY Purchased	0.28%	2,019,971,337
170	n/a	Gs Mtg Backed Secs Tr 2024-Rpl FRN 3.403911%	0.28%	583,562,784
171	n/a	RFR USD SOFR/4.25000 03/20/24-7Y CME Receive	0.28%	473,880,000
172	AVON.3A A	Avon Finance No. 3 PLC 5.81029%	0.27%	375,449,576
173	VFUND.1A A	Valley Funding PLC 5.70416%	0.27%	375,494,000
174	T.3 11.15.44	United States Treasury Bonds 3%	0.27%	615,851,000
175	n/a	RFRF USD SF+26.161/0.5* 12/18/20-7Y LCH Receive	0.27%	467,500,000
176	n/a	PROJECT BRECK TL TSFR3M	0.27%	468,600,000
177	T.4.375 08.15.43	United States Treasury Bonds 4.375%	0.27%	494,700,000
178	n/a	Gs Mtg-Backed Secs Tr 2022-Rpl2 FRN 2.751673%	0.27%	560,461,894
179	n/a	IRS AUD 3.50000 06/17/15-10Y CME Receive	0.27%	755,720,000
180	MUDI.2.75 11.27.31 S	Mexico (United Mexican States) 2.75%	0.27%	113,284,167
181	n/a	CMBX.NA.AAA.10 SP SAL	0.26%	454,800,000
182	n/a	RFR USD SOFR/1.75000 06/15/22-7Y CME Receive	0.26%	454,990,120
183	n/a	RFR USD SOFR/2.25000 06/17/22-5Y LCH Receive	0.26%	475,000,000
184	n/a	SOUTH KOREA WON-NDF Purchased	0.26%	583,064,252,944
185	CMLTI.2024-RP4 PT	CITIGROUP MORTGAGE LOAN TRUST 2024-RP4 3.672%	0.26%	527,841,079
186	TII.1 02.15.49	United States Treasury Bonds 1%	0.26%	609,502,448
187	n/a	RFR USD SOFR/3.30000 12/02/24-4Y* CME Receive	0.26%	444,540,000
188	n/a	Bamll 2024-Lb2 4.465253%	0.26%	451,802,032
189	FNCI.3 1.12	Federal National Mortgage Association 3%	0.25%	471,775,000
190	n/a	Citigroup Mtg Ln Tr 2021-Rp3 1.5%	0.25%	486,602,784
191	n/a	RFRF USD SF+26.161/0.70 12/18/20-10Y LCH Receive	0.25%	432,500,000
192	n/a	SOFTBANK VISION FUND II	0.25%	435,364,465
193	n/a	RFR USD SOFR/4.25000 03/20/24-5Y CME Receive	0.25%	429,370,000
194	CSMC.2017-RPL2 A1	Csmc Trust 2017 3.06176%	0.25%	457,144,526
195	n/a	IRS EUR 0.65000 05/11/22-5Y LCH Receive	0.25%	428,500,000
196	n/a	RFR USD SOFR/1.75000 06/15/22-5Y LCH Receive	0.25%	424,700,000
197	T.3.625 02.15.44	United States Treasury Bonds 3.625%	0.24%	494,809,000
198	PERU.6.95 08.12.31 REGS	Peru (Republic Of) 6.95%	0.24%	1,481,600,000
199	n/a	RFR USD SOFR/1.75000 06/15/22-10Y CME Receive	0.24%	413,273,000
200	RABOBK.6.5 PERP	Stichting AK Rabobank Certificaten 6.5%	0.24%	359,036,200
201	PERU.6.15 08.12.32 144A	Peru (Republic Of) 6.15%	0.24%	1,541,291,000
202	T.3.625 08.15.43	United States Treasury Bonds 3.625%	0.24%	480,378,000
203	MBONO.8.5 03.01.29 M	Mexico (United Mexican States) 8.5%	0.24%	88,927,000
204	SMB.2023-B A1B	SMB PRIVATE EDUCATION LOAN TRUST 2023-B 6.39757%	0.24%	394,918,520
205	MBONO.7 09.03.26 M	Mexico (United Mexican States) 7%	0.24%	88,020,000
206	n/a	RFR USD SOFR/3.75000 06/20/24-10Y CME Receive	0.23%	413,160,000
207	n/a	CMBX.NA.AAA.10 SP GST	0.23%	401,450,000
208	n/a	Gs Mtg-Backed Secs Tr 2024-Nqm 6.85217%	0.23%	390,896,382
209	n/a	OIS MXN TIIE1+24/8.41* 12/11/25-0Y* CME Receive	0.23%	8,240,000,000
210	T.2.875 11.15.46	United States Treasury Bonds 2.875%	0.23%	542,700,000
211	n/a	RFRF USD SF+26.161/1.3* 01/04/22-5Y LCH Receive	0.23%	415,700,000
212	n/a	IRS MXN 8.41000 11/14/24-1Y* (WHT) CME Receive	0.23%	8,240,000,000
213	LMAT.2017-RPL1 B	LEGACY MORTGAGE ASSET TRUST 5.47824%	0.23%	397,124,178
214	n/a	IRS EUR -0.13500 07/24/20-5Y LCH Receive	0.23%	375,000,000
215	n/a	RFR USD SOFR/2.00000 12/21/22-5Y CME Receive	0.22%	386,810,000
216	n/a	Gs Mtg Backed Secs Tr 2024-Rpl FRN 4.050664%	0.22%	421,122,572
217	n/a	Gs Mtg-Backed Secs Tr 2023-Nqm1 FRN 6.52419%	0.22%	376,300,840
218	GVSQR.2023-1A A	Grosvenor Square RMBS 2023-1 PLC 5.90264%	0.22%	296,692,821
219	T.3.125 08.15.44	United States Treasury Bonds 3.125%	0.22%	478,709,000
220	n/a	RFR USD SOFR/3.53500 11/06/24-10Y LCH Receive	0.21%	385,500,000
221	n/a	IRS AUD 4.50000 09/18/24-10Y LCH Receive	0.21%	578,500,000
222	SAGB.10.5 12.21.26 R186	South Africa (Republic of) 10.5%	0.21%	6,526,500,000
223	PEMEX.6.7 02.16.32	Petroleos Mexicanos 6.7%	0.21%	412,739,000
224	CMLTI.2023-RP2 PT	CITIGROUP MORTGAGE LOAN TRUST 2023-RP2 0%	0.21%	407,976,756
225	CMLTI.2024-RP1 PT	CITIGROUP MORTGAGE LOAN TRUST 2024-RP1 0%	0.20%	439,098,956
226	n/a	RFR GBP SONIO/3.75000 09/18/24-10Y LCH Receive	0.20%	275,800,000
227	CSMC.2018-RPL6 B1	CSMC TRUST 3.23622%	0.20%	423,158,051
228	VICI	VICI Properties Inc.	0.20%	11,625,222
229	TURKGB.F 05.17.28 4Y	Turkey (Republic of) 52.76%	0.20%	12,055,300,000
230	PCG.4.55 07.01.30	Pacific Gas and Electric Company 4.55%	0.19%	346,518,500
231	n/a	INF SWAP GB NI 4.25 11/15/21-10Y LCH Receive	0.19%	267,100,000
232	CSMC.2019-RPL5 A1	CSMC 2019-RPL5 TRUST 3.5%	0.19%	347,807,759
233	n/a	INF SWAP GB NI 4.14 10/15/21-10Y LCH Receive	0.19%	263,700,000
234	TII.0.75 07.15.28	United States Treasury Notes 0.75%	0.19%	341,044,454
235	n/a	RFR USD SOFR/3.50000 06/22/23-7Y LCH Receive	0.19%	335,900,000
236	n/a	RFRF USD SF+26.161/0.70 9/18/23-7Y* CME Receive	0.19%	325,000,000
237	MSRM.2024-NQM4 PT	MORGAN STANLEY RESIDENTIAL MORTGAGE LOAN TRUST 2024-NQM4 8.06336%	0.19%	317,666,118
238	n/a	RFR USD SOFR/3.30000 06/14/23-10Y LCH Receive	0.19%	340,200,000
239	CVNA.9 06.01.31 144A	Carvana Co 14%	0.19%	267,934,424
240	n/a	RFR USD SOFR/4.09000 04/30/24-10Y LCH Receive	0.19%	319,800,000
241	n/a	CMBX.NA.AAA.10 SP JPS	0.19%	319,300,000
242	n/a	CDX EM40 ICE	0.19%	324,300,000
243	n/a	RFR USD SOFR/3.30000 12/02/24-7Y* CME Receive	0.19%	318,670,000
244	RMS.33A A	Residential Mortgage Securities 33 PLC 5.7035%	0.18%	252,845,630
245	n/a	RFR USD SOFR/1.00000 06/15/22-7Y CME Receive	0.18%	316,880,000
246	FR.SD8447	Federal Home Loan Mortgage Corp. 6%	0.18%	311,223,260
247	n/a	RFR USD SOFR/2.37000 06/21/22-5Y LCH Receive	0.18%	326,200,000
248	n/a	RFR USD SOFR/3.00000 06/21/23-10Y LCH Receive	0.18%	312,955,000
249	n/a	CDX HY37 5Y ICE	0.18%	292,992,000
250	n/a	MEXICAN NUEVO PESO Purchased	0.18%	6,356,776,651
251	n/a	RFR USD SOFR/2.60500 06/28/22-5Y LCH Receive	0.18%	323,400,000
252	n/a	IRS EUR -0.23000 07/29/20-5Y LCH Receive	0.18%	300,000,000
253	n/a	RFR USD SOFR/1.92750 03/25/22-5Y LCH Receive	0.18%	324,900,000
254	T.4.25 08.15.54	United States Treasury Bonds 4.25%	0.18%	338,200,000
255	n/a	RFR USD SOFR/3.94000 02/22/24-5Y LCH Receive	0.18%	310,100,000
256	FNCL.3 2.12	Federal National Mortgage Association 3%	0.18%	363,181,518
257	CMLTI.2022-RP4 PT	CITIGROUP MORTGAGE LOAN TRUST 2022-RP4 0%	0.18%	392,425,369
258	LMAT.2017-RPL2 A1	Legacy Mortgage Trust 2017 RPL2 2.97553%	0.18%	327,249,689
259	T.3.75 11.15.43	United States Treasury Bonds 3.75%	0.18%	355,213,000
260	MUDI.3 12.03.26 S	Mexico (United Mexican States) 3%	0.18%	67,361,746
261	FN.FM0076	Fnma Pass-Thru I 3%	0.18%	353,174,855
262	n/a	ZCS BRL 10.25622 04/03/24-01/04/27 CME Receive	0.18%	2,718,360,000
263	n/a	ZCS BRL 10.20325 04/02/24-01/04/27 CME Receive	0.18%	2,720,760,000
264	n/a	Citigroup Mtg Ln Tr 2022-Inv2 0%	0.18%	380,540,674
265	CSMC.2018-RPL6 B2	CSMC TRUST 3.23622%	0.17%	423,158,051
266	n/a	SOUTH KOREA WON-NDF Purchased	0.17%	442,043,892,323
267	PERUGB.7.3 08.12.33	Peru (Republic Of) 7.3%	0.17%	1,068,672,000
268	n/a	CMBX.NA.AAA.9 SP JPS	0.17%	297,161,965
269	CSMC.2019-RPL7 A1	CSMC 2019-RPL7 TRUST 3.25%	0.17%	310,723,316
270	n/a	Gs Mtg-Backed Secs Tr 2023-Rpl1 FRN 3.543645%	0.17%	346,210,785
271	n/a	RFR USD SOFR/3.69000 03/03/25-28Y* CME Receive	0.17%	293,500,000
272	FN.MA5273	Federal National Mortgage Association 6.5%	0.17%	286,782,589
273	n/a	RFR JPY MUTK/0.5000 03/15/22-20Y LCH Receive	0.17%	45,656,000,000
274	n/a	RFR USD SOFR/3.80000 09/05/23-5Y LCH Receive	0.17%	291,300,000
275	CESTR.1-AA A	Chester A Plc 6.10449%	0.17%	229,329,484
276	n/a	RFR JPY MUTK/0.17625 04/27/22-5Y LCH Receive	0.17%	45,730,000,000
277	n/a	RFR USD SOFR/2.78100 04/09/24-1Y LCH Receive	0.17%	287,400,000
278	n/a	Gs Mtg-Backed Secs Tr 2023-Rpl FRN 3.386109%	0.17%	345,518,520
279	n/a	RFRF USD SF+26.161/1.5* 8/16/23-4Y* CME Receive	0.17%	301,850,000
280	CSMC.2018-RPL1 A1	Csmc 2.5%	0.16%	313,258,049
281	FR.SD8286	Federal Home Loan Mortgage Corp. 4%	0.16%	307,101,051
282	n/a	RFR USD SOFR/1.87200 04/06/22-10Y LCH Receive	0.16%	324,550,000
283	n/a	RFR USD SOFR/3.95000 09/13/23-10Y LCH Receive	0.16%	282,100,000
284	n/a	POLISH ZLOTY Purchased	0.16%	1,155,015,990
285	CMLTI.2024-INV1 PT	CITIGROUP MORTGAGE LOAN TRUST 2024-INV1 0%	0.16%	273,121,919
286	n/a	Amsurg Equity	0.16%	5,968,052
287	ARGENT.4.125 07.09.35	Argentina (Republic Of) 4.125%	0.16%	408,470,711
288	n/a	RFRF USD SF+26.161/1.4* 7/18/23-4Y* CME Receive	0.16%	287,000,000
289	n/a	IRS EUR 2.54700 03/09/23-10Y LCH Receive	0.15%	252,900,000
290	TII.1.5 02.15.53	United States Treasury Bonds 1.5%	0.15%	331,315,920
291	KMR.3A A	Kentmere No.3 PLC 5.59271%	0.15%	210,336,000
292	n/a	Intelsat Sa/Luxembourg	0.15%	7,981,591
293	n/a	OIS CAD CAONREPO/3.0000 03/19/12-15Y CME Receive	0.15%	376,200,000
294	TURKEY.7.625 04.26.29 10Y	Turkey (Republic of) 7.625%	0.15%	253,315,000
295	n/a	RFR USD SOFR/4.00000 12/20/23-3Y LCH Receive	0.15%	262,500,000
296	CMLTI.2020-RP2 A1	CITIGROUP MORTGAGE LOAN TRUST 1.75%	0.15%	282,381,308
297	UBS.7.5 02.15.28	UBS AG New York Branch 7.5%	0.15%	242,450,000
298	n/a	ZCS BRL 10.18249 04/04/24-01/04/27 CME Receive	0.15%	2,331,230,000
299	n/a	RFR USD SOFR/2.68750 04/04/24-1Y LCH Receive	0.15%	260,300,000
300	CVNA.9 06.01.30 144A	Carvana Co 13%	0.15%	235,449,910
301	n/a	ROLLS-ROYCE PLC SNR SE ICE	0.15%	244,400,000
302	SMB.2023-B A1A	SMB PRIVATE EDUCATION LOAN TRUST 2023-B 4.99%	0.15%	258,842,933
303	n/a	ZCS BRL 10.098 03/28/24-01/04/27 CME Receive	0.15%	2,297,450,000
304	CMLTI.2023-A PT	CITIGROUP MORTGAGE LOAN TRUST 2023-A 0%	0.15%	338,643,042
305	n/a	UPFIELD TL B6 EUR003M	0.15%	241,600,000
306	n/a	MEXICAN NUEVO PESO Purchased	0.15%	5,159,774,000
307	n/a	Csmc 2021-Rpl8 Tr 1.65%	0.14%	289,033,090
308	n/a	ZCS BRL 10.3275 04/05/24-01/04/27 CME Receive	0.14%	2,200,950,000
309	FR.SD8463	Federal Home Loan Mortgage Corp. 6%	0.14%	243,675,247
310	n/a	RFR USD SOFR/2.69700 04/04/24-1Y LCH Receive	0.14%	246,400,000
311	n/a	RFRF USD SF+26.161/0.75 06/16/21-10Y LCH Receive	0.14%	243,400,000
312	TURKEY.5.25 03.13.30 10Y	Turkey (Republic of) 5.25%	0.14%	258,921,000
313	n/a	RFR USD SOFR/2.74750 07/25/23-5Y LCH Receive	0.14%	253,100,000
314	ARGENT.3.5 07.09.41	Argentina (Republic Of) 3.5%	0.14%	383,591,157
315	RUSSIA.5.625 04.04.42 REGS	Russian Federation 5.625%	0.14%	350,800,000
316	n/a	CDX EM42 ICE	0.14%	246,300,000
317	FN.BM2002	Federal National Mortgage Association 4%	0.14%	256,692,105
318	n/a	IRS EUR 1.00000 05/18/22-5Y LCH Receive	0.14%	235,750,000
319	TII.1.125 01.15.33	United States Treasury Notes 1.125%	0.14%	257,719,040
320	n/a	RFR USD SOFR/3.90000 08/30/23-10Y LCH Receive	0.14%	239,500,000
321	n/a	INF SWAP GB NI 4.066 09/15/21-10Y LCH Receive	0.14%	188,200,000
322	n/a	RFR USD SOFR/3.50000 06/21/23-3Y LCH Receive	0.14%	233,830,000
323	n/a	PERUVIAN SOL-NDF Purchased	0.14%	881,751,635
324	n/a	RFRF USD SF+26.161/1.5* 7/11/23-4Y* CME Receive	0.14%	246,000,000
325	MBONO.7.75 05.29.31 M	Mexico (United Mexican States) 7.75%	0.13%	53,929,000
326	PERFF.1A B	Performer Funding 1 PLC 6.70264%	0.13%	185,225,000
327	TURKEY.4.25 03.13.25 5Y	Turkey (Republic of) 4.25%	0.13%	228,900,000
328	G2SF.5 2.12	Government National Mortgage Association 5%	0.13%	235,400,000
329	FN.FM3241	Fnma Pass-Thru I 3%	0.13%	264,597,965
330	n/a	IRS EUR 0.70000 04/11/22-5Y LCH Receive	0.13%	226,800,000
331	UBS.V6.537 08.12.33 144A	UBS Group AG 6.537%	0.13%	212,800,000
332	n/a	IRS EUR 3.30000 10/03/23-10Y LCH Receive	0.13%	202,700,000
333	n/a	RFRF USD SF+26.161/2.00 8/18/23-9Y* CME Receive	0.13%	262,800,000
334	FN.MA5217	Federal National Mortgage Association 6.5%	0.13%	219,683,753
335	TRINI.2021-1A AR	Trinity Square 2021-1 PLC 5.71841%	0.13%	178,099,270
336	n/a	RFR USD SOFR/4.16500 09/27/23-10Y LCH Receive	0.13%	222,000,000
337	ARGENT.0.75 07.09.30	Argentina (Republic Of) 0.75%	0.13%	288,367,188
338	SMB.2022-B A1B	SMB PRIVATE EDUCATION LOAN TRUST 2022-B 6.04757%	0.13%	219,574,872
339	DISH.5.25 12.01.26 144A	DISH DBS Corporation 5.25%	0.13%	243,097,000
340	MUDI.4 11.30.28 S	Mexico (United Mexican States) 4%	0.13%	48,475,037
341	n/a	RFR USD SOFR/4.10500 04/24/24-10Y LCH Receive	0.13%	219,100,000
342	n/a	RFRF USD SF+26.161/1.00 9/16/23-7Y* CME Receive	0.13%	219,500,000
343	n/a	RFR USD SOFR/3.46500 10/30/24-10Y LCH Receive	0.13%	230,500,000
344	n/a	RFR USD SOFR/3.5815* 03/01/24-7Y* LCH Receive	0.13%	219,000,000
345	T.3.125 02.15.43	United States Treasury Bonds 3.125%	0.13%	276,604,000
346	n/a	RFR USD SOFR/1.78750 05/03/22-5Y LCH Receive	0.13%	230,500,000
347	n/a	RFR USD SOFR/3.88000 07/10/24-10Y LCH Receive	0.13%	217,900,000
348	HAROT.2024-3 A2	HONDA AUTO RECEIVABLES 2024-3 OWNER TRUST 4.89%	0.13%	216,500,000
349	n/a	CDX EM34 ICE	0.13%	217,028,000
350	DVSQ.2005-5A A1A	Davis Square Funding V Ltd/Corp 5.22018%	0.13%	583,584,246
351	n/a	ZCS BRL 10.17 04/01/24-01/04/27 CME Receive	0.13%	1,944,090,000
352	n/a	DATABRICKS LAST OUT TL TSFR3M	0.13%	216,975,983
353	PCG.3.15 01.01.26	Pacific Gas and Electric Company 3.15%	0.12%	218,783,000
354	n/a	RFR USD SOFR/3.50000 06/21/23-10Y LCH Receive	0.12%	223,900,000
355	n/a	ZCS BRL 10.09012 07/31/23-01/04/27 CME Receive	0.12%	1,963,600,000
356	LMAT.2018-RPL1 B4W	Legacy Mortgage Trust 2018-Rpl5 4.34376%	0.12%	273,692,615
357	SMB.2022-B A1A	SMB PRIVATE EDUCATION LOAN TRUST 2022-B 3.94%	0.12%	222,506,584
358	CMLTI.2022-RP5 PT	CITIGROUP MORTGAGE LOAN TRUST 2022-RP5 0%	0.12%	264,679,693
359	GCCT.2022-1A A	Golden Credit Card Trust 1.97%	0.12%	220,500,000
360	VENLNG.9.5 02.01.29 144A	Venture Global LNG Inc. 9.5%	0.12%	187,900,000
361	n/a	RFR USD SOFR/3.60000 08/28/24-10Y LCH Receive	0.12%	206,700,000
362	n/a	RFRF USD SF+26.161/1.60 8/15/23-4Y* CME Receive	0.12%	218,900,000
363	NRPL.2019-1A PT	Nrpl Trust 2019-1 0%	0.12%	234,642,801
364	n/a	RFR USD SOFR/3.28000 09/16/24-10Y LCH Receive	0.12%	206,500,000
365	CSMC.2018-RPL4 PT	CSMC TRUST 4.88859%	0.12%	226,476,407
366	n/a	RFR USD SOFR/3.86000 02/21/24-10Y LCH Receive	0.12%	207,200,000
367	n/a	ENVALIOR TL B1 1L TSFR1M	0.12%	212,886,942
368	SAGB.8.875 02.28.35 2035	South Africa (Republic of) 8.875%	0.12%	4,212,800,000
369	n/a	ISRAELI SHEKEL Purchased	0.12%	723,873,105
370	CSMC.2018-RP12 B1	CSMC TRUST 3.43267%	0.12%	237,521,850
371	MUDI.4 08.24.34 S	Mexico (United Mexican States) 4%	0.12%	47,169,390
372	n/a	SOUTH AFRICA EM SP MYC	0.12%	200,500,000
373	n/a	RFR USD SOFR/2.79000 04/10/24-1Y LCH Receive	0.12%	201,500,000
374	PERUGB.7.6 08.12.39	Peru (Republic Of) 7.6%	0.12%	715,171,000
375	n/a	RFR USD SOFR/2.83500 04/10/24-1Y LCH Receive	0.12%	201,000,000
376	n/a	RFR USD SOFR/4.03000 10/04/23-10Y LCH Receive	0.12%	200,700,000
377	n/a	RFR USD SOFR/2.78500 04/10/24-1Y LCH Receive	0.12%	201,000,000
378	TII.0.75 02.15.42	United States Treasury Bonds 0.75%	0.12%	260,742,584
379	BARC.2023-NQM2 PT	BARCLAYS MORTGAGE LOAN TRUST 2023-NQM2 0%	0.12%	196,920,634
380	NSANY.4.81 09.17.30 144A	Nissan Motor Co Ltd. 4.81%	0.12%	212,402,000
381	DISH.5.75 12.01.28 144A	DISH DBS Corporation 5.75%	0.12%	232,493,000
382	n/a	TURKISH LIRA Purchased	0.12%	6,989,897,982
383	LMAT.2018-RPL2 PT	Legacy Mortgage Trust 2018-Rpl5 0%	0.11%	213,701,030
384	LUGO.2024-1A A	Lugo Funding DAC 3.99225%	0.11%	190,200,000
385	CSMC.2018-RP11 PT	CSMC TRUST 2.72474%	0.11%	217,514,826
386	n/a	RFR USD SOFR/3.80000 03/10/23-5Y LCH Receive	0.11%	197,000,000
387	FR.SD8369	Federal Home Loan Mortgage Corp. 6.5%	0.11%	191,154,620
388	n/a	CMBX.NA.AAA.9 SP GST	0.11%	194,839,195
389	n/a	ORO USD 10Y P 3.88000 L 01/09/25 NGF	0.11%	209,600,000
390	n/a	RFR USD SOFR/3.86000 11/14/24-10Y LCH Receive	0.11%	195,000,000
391	n/a	RFR USD SOFR/3.79250 11/19/24-10Y LCH Receive	0.11%	195,100,000
392	n/a	INDONESIAN RUPIAH-NDF Purchased	0.11%	3,093,119,382,635
393	CMLTI.2018-B PT	CITIGROUP MORTGAGE LOAN TRUST 4.14497%	0.11%	220,356,594
394	BARC.2024-NQM2 PT1	Barclays Mtg Ln Tr 2024-Nqm2 7.067646%	0.11%	181,764,908
395	MBONO.7.5 06.03.27 M	Mexico (United Mexican States) 7.5%	0.11%	40,875,000
396	FN.CB7739	Fnma Pass-Thru I 6.5%	0.11%	182,510,121
397	n/a	RFR USD SOFR/3.76000 08/23/23-10Y LCH Receive	0.11%	188,900,000
398	LON: NBS	Nationwide Building Society	0.11%	1,127,371
399	STRA.2024-1A A	Stratton Mortgage Funding 2024-1 PLC 5.85076%	0.11%	146,134,467
400	n/a	RFR USD SOFR/3.68900 03/01/24-7Y* LCH Receive	0.11%	183,100,000
401	n/a	RFR USD SOFR/3.48500 10/30/24-10Y LCH Receive	0.11%	192,200,000
402	n/a	RFR USD SOFR/3.47000 11/01/24-10Y LCH Receive	0.11%	192,200,000
403	n/a	RFR USD SOFR/3.43500 11/05/24-10Y LCH Receive	0.11%	192,700,000
404	n/a	Gs Mtg-Backed Secs Tr 2021-Inv2 2.5%	0.11%	226,874,696
405	n/a	RFR USD SOFR/3.45500 11/01/24-10Y LCH Receive	0.11%	192,200,000
406	TII.1 02.15.48	United States Treasury Bonds 1%	0.10%	242,827,382
407	TPMT.2024-5 A1A	TOWD POINT MORTGAGE TRUST 2024-5 4.48008%	0.10%	182,352,457
408	n/a	RFRF USD SF+26.161/1.3* 07/20/23-8Y CME Receive	0.10%	178,300,000
409	SMB.2022-D A1B	SMB PRIVATE EDUCATION LOAN TRUST 2022-D 6.39757%	0.10%	174,579,096
410	CSMC.2018-RP12 B2	CSMC TRUST 3.43267%	0.10%	237,521,850
411	LMAT.2018-RPL5 B1	LEGACY MORTGAGE ASSET TRUST 4.25%	0.10%	178,636,580
412	G2SF.3.5 2.12	Government National Mortgage Association 3.5%	0.10%	197,000,000
413	NWG.V5.076 01.27.30	NatWest Group PLC 5.076%	0.10%	177,653,000
414	FNCL.4.5 2.12	Federal National Mortgage Association 4.5%	0.10%	187,000,000
415	FN.MA5192	Federal National Mortgage Association 6.5%	0.10%	171,452,450
416	n/a	Project Panama SPV LLC 0%	0.10%	174,657,000
417	FN.CB7738	Fnma Pass-Thru I 6.5%	0.10%	169,992,210
418	n/a	RFR USD SOFR/3.43091 09/03/24-7Y* LCH Receive	0.10%	173,510,000
419	WARW.3A A	Warwick Finance Residential Mortgages Number Three Plc 5.65264%	0.10%	137,685,423
420	n/a	AMSURG 1L FIRST OUT TL TSFR3M	0.10%	173,078,164
421	n/a	INF SWAP GB NI 4.02 10/15/21-10Y LCH Receive	0.10%	136,900,000
422	CLFT.2023-2A A2	CONSUMER LOAN FINANCE 2023-2 ISSUER TRUST 6.4%	0.10%	166,770,000
423	CLFT.2023-3A A2	CONSUMER LOAN FINANCE 2023-3 ISSUER TRUST 6.4%	0.10%	166,770,000
424	CLFT.2023-1A A2	CONSUMER LOAN FINANCE 2023-1 ISSUER TRUST 6.4%	0.10%	166,760,000
425	n/a	ZCS BRL 10.05205 08/02/23-01/02/26 CME Receive	0.10%	1,282,200,000
426	GCCT.2021-1A A	Golden Credit Card Trust 1.14%	0.10%	179,500,000
427	n/a	ZCS BRL 10.08501 08/01/23-01/02/26 CME Receive	0.10%	1,272,700,000
428	LMAT.2018-RPL5 B2	LEGACY MORTGAGE ASSET TRUST 4.25%	0.10%	178,636,580
429	PCG.3.75 07.01.28	Pacific Gas and Electric Company 3.75%	0.10%	176,651,500
430	n/a	NEW ZEALAND DOLLAR Purchased	0.10%	317,174,940
431	n/a	ZCS BRL 10.10457 07/28/23-01/02/26 CME Receive	0.10%	1,260,600,000
432	n/a	RFR USD SOFR/3.88500 07/12/24-10Y LCH Receive	0.10%	167,900,000
433	TWRBG.2024-1A A	Tower Bridge Funding 2024-1 PLC 5.90372%	0.10%	133,399,396
434	n/a	RFR USD SOFR/3.58600 08/19/24-10Y LCH Receive	0.10%	165,300,000
435	n/a	RFR USD SOFR/2.72100 04/10/24-1Y LCH Receive	0.10%	165,700,000
436	CSMC.2018-RPL6 B3	CSMC TRUST 3.23622%	0.10%	411,378,460
437	n/a	RFR USD SOFR/3.55000 08/21/24-10Y LCH Receive	0.10%	164,600,000
438	n/a	RFR USD SOFR/3.59507 03/01/24-7Y* LCH Receive	0.10%	164,600,000
439	n/a	RFR USD SOFR/3.60243 03/01/24-7Y* LCH Receive	0.10%	164,600,000
440	n/a	RFR USD SOFR/3.60089 03/01/24-7Y* LCH Receive	0.10%	164,400,000
441	n/a	RFR USD SOFR/4.20000 05/06/24-10Y LCH Receive	0.10%	162,700,000
442	n/a	Gs Mtg Backed Secs Tr 2024-Rpl FRN 2.672447%	0.10%	193,172,007
443	n/a	Nrpl 2024-Rpl1 Tr FRN 4.43898%	0.10%	188,946,661
444	PERFF.1A C	Performer Funding 1 PLC 7.70264%	0.09%	129,635,000
445	n/a	RFR USD SOFR/3.39500 10/17/24-10Y LCH Receive	0.09%	172,400,000
446	ROMANI.5.125 09.24.31 144A	Romania (Republic Of) 5.125%	0.09%	159,600,000
447	n/a	RFR USD SOFR/3.99400 07/02/24-10Y LCH Receive	0.09%	161,600,000
448	SAGB.8.5 01.31.37 2037	South Africa (Republic of) 8.5%	0.09%	3,587,800,000
449	JPMMT.2024-CES2 PT	J P MORGAN MORTGAGE TRUST 2024-CES2 9.60335%	0.09%	149,855,846
450	n/a	RFR USD SOFR/2.67500 07/24/23-5Y LCH Receive	0.09%	168,000,000
451	n/a	RFR USD SOFR/4.15500 10/02/23-10Y LCH Receive	0.09%	159,000,000
452	FR.SD8397	Federal Home Loan Mortgage Corp. 6.5%	0.09%	156,079,386
453	n/a	TURKISH LIRA Purchased	0.09%	5,789,258,738
454	n/a	INGENICO TERMINALS TL B	0.09%	235,200,000
455	n/a	RFR USD SOFR/4.17000 10/03/23-10Y LCH Receive	0.09%	157,500,000
456	n/a	RFR USD SOFR/2.70000 07/21/23-5Y LCH Receive	0.09%	165,400,000
457	NWG.V4.445 05.08.30	NatWest Group PLC 4.445%	0.09%	163,400,000
458	CESTR.1-AA B	Chester A Plc 6.95449%	0.09%	125,536,000
459	PCG.3.3 12.01.27	Pacific Gas and Electric Company 3.3%	0.09%	164,659,000
460	n/a	CMBX.NA.AAA.9 SP MEI	0.09%	156,901,517
461	n/a	RFR USD SOFR/2.46750 07/27/23-5Y LCH Receive	0.09%	164,800,000
462	n/a	RFR USD SOFR/1.65000 02/08/22-10Y LCH Receive	0.09%	182,700,000
463	RIPON.1RA B	Ripon Mortgages PLC 5.61029%	0.09%	123,878,000
464	GSMBS.2021-RPL2 A1	GS MORTGAGE-BACKED SECURITIES TRUST 2021-RPL2 1.625%	0.09%	171,348,538
465	UBS.V6.442 08.11.28 144A	UBS Group AG 6.442%	0.09%	149,385,000
466	TFINS.2018-1A A1	Trups Financials Note Securiti 5.75627%	0.09%	157,406,108
467	CSMC.2017-RPL2 B1	Csmc Trust 2017 3.06176%	0.09%	186,005,219
468	n/a	TURKISH LIRA Purchased	0.09%	5,595,197,066
469	TII.0.875 02.15.47	United States Treasury Bonds 0.875%	0.09%	211,056,324
470	CSMC.2018-RP10 A1	CSMC TRUST 4.26902%	0.09%	155,031,158
471	n/a	RFR USD SOFR/3.54666 03/01/24-7Y* LCH Receive	0.09%	152,700,000
472	n/a	TURKISH LIRA Purchased	0.09%	5,537,460,346
473	n/a	RFR USD SOFR/3.51453 09/03/24-4Y* LCH Receive	0.09%	152,270,000
474	ARGBON.0.75 07.09.30	Argentina (Republic Of) 0.75%	0.09%	206,506,953
475	CHAOT.2024-2A A3	CHASE AUTO OWNER TRUST 2024-2 5.52%	0.09%	148,000,000
476	n/a	RFRF USD SF+26.161/0.6* 09/24/23-7Y CME Receive	0.09%	150,000,000
477	n/a	RFRF USD SF+26.161/0.6* 10/01/23-7Y CME Receive	0.09%	150,000,000
478	n/a	RFRF USD SF+26.161/0.7* 09/25/23-7Y CME Receive	0.09%	150,000,000
479	n/a	INF SWAP GB NI 4.4 10/15/21-10Y LCH Receive	0.09%	119,600,000
480	PEMEX.5.95 01.28.31	Petroleos Mexicanos 5.95%	0.09%	176,125,000
481	n/a	Central Plains LLC 8.29671%	0.09%	148,000,000
482	n/a	RFR USD SOFR/1.73000 02/24/22-10Y LCH Receive	0.09%	172,450,000
483	KIRK.1A A	Kirkby Rmbs Plc 5.6314%	0.09%	117,948,737
484	CESTR.1-AA C	Chester A Plc 7.85449%	0.09%	116,569,000
485	HAROT.2024-4 A2	HONDA AUTO RECEIVABLES 2024-4 OWNER TRUST 4.56%	0.08%	145,500,000
486	n/a	RFRF USD SF+26.161/1.5* 7/12/23-4Y* CME Receive	0.08%	152,500,000
487	n/a	IRS MXN 9.32750 11/21/24-1Y* (WHT) CME Receive	0.08%	2,978,000,000
488	n/a	OIS MXN TIIE1+24/9.32* 12/18/25-5Y* CME Receive	0.08%	2,978,000,000
489	FN.FM3952	Fnma Pass-Thru I 3%	0.08%	165,648,027
490	G2SF.3 2.12	Government National Mortgage Association 3%	0.08%	164,300,000
491	CSMC.2018-SP1 PT	CSMC TRUST 6.13122%	0.08%	150,354,215
492	BACR.V6.224 05.09.34	Barclays PLC 6.224%	0.08%	138,162,000
493	SAT.2020-A A	SOFI ALTERNATIVE TRUST 1.17%	0.08%	153,914,228
494	LMAT.2018-RPL4 PT	Legacy Mortgage Trust 2018-Rpl5 4.46627%	0.08%	157,552,918
495	n/a	ZCS BRL 12.17838 03/21/22-01/02/25 CME Receive	0.08%	872,100,000
496	FASST.2024-S4 A1	FINANCE OF AMERICA STRUCTURED SECURITIES TRUST, SERIES 2024-S4 3.5%	0.08%	150,000,000
497	NRPL.2023-RPL1 PT	NRPL 2023-RPL1 TRUST 4.55469%	0.08%	165,104,875
498	n/a	COLOMBIA LA SP BRC	0.08%	140,500,000
499	CESTR.1-AA Z	Chester A Plc 0%	0.08%	116,570,000
500	n/a	ZCS BRL 12.09826 03/21/22-01/02/25 CME Receive	0.08%	866,500,000

As of Dec 31, 2024

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Asset Allocation

Asset Class	% Weight
Bond	146.27%
Stocks	0.98%
Not Classified	0.04%
Other	-0.61%
Cash	-46.67%

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%
Israel	0.03%
Greece	0.03%
Switzerland	0.02%
Peru	0.01%
Canada	0.01%