PIMCO Total Return ESG Fund Class I-2 (PRAPX)

PRAPX Holdings List

As of Dec 31, 2024

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No.	Symbol	Name	% Weight	Shares
1	FNCL.3 2.12	UMBS PASS THRU POOLS - FNMA TBA 30 YR 3 SINGLE FAMILY MORTGAGE	8.17%	151,400,000
2	T.3.25 05.15.42	UNITED STATES GOVT - US TREASURY N/B 05/42 3.25	5.06%	97,900,000
3	FNCL.6 2.12	UMBS PASS THRU POOLS - FNMA TBA 30 YR 6 SINGLE FAMILY MORTGAGE	4.95%	77,700,000
4	FNCL.4 3.12	UMBS PASS THRU POOLS - FNMA TBA 30 YR 4 SINGLE FAMILY MORTGAGE	2.50%	43,000,000
5	FN.CB7589	FNMA PASS THRU POOLS - FNMA POOL CB7589 FN 11/53 FIXED 5.5	2.01%	32,096,068
6	T.1.375 11.15.40	UNITED STATES GOVT - US TREASURY N/B 11/40 1.375	1.88%	47,800,000
7	FN.CB5223	FNMA PASS THRU POOLS - FNMA POOL CB5223 FN 11/52 FIXED 4	1.33%	22,805,885
8	FN.CB7216	FNMA PASS THRU POOLS - FNMA POOL CB7216 FN 09/53 FIXED 4	1.29%	22,266,016
9	T.3.375 08.15.42	UNITED STATES GOVT - US TREASURY N/B 08/42 3.375	1.25%	23,900,000
10	FN.CB7217	FNMA PASS THRU POOLS - FNMA POOL CB7217 FN 09/53 FIXED 4.5	1.18%	19,754,526
11	FNCL.4 2.12	UMBS PASS THRU POOLS - FNMA TBA 30 YR 4 SINGLE FAMILY MORTGAGE	1.18%	20,300,000
12	WEIRLN.2.2 05.13.26 144A	WEIR GROUP PLC (THE) SR UNSECURED 144A 05/26 2.2	1.16%	19,000,000
13	FR.RA8481	FHLMC PASS THRU POOLS - FED HM LN PC POOL RA8481 FR 07/53 FIXED 4.5	1.14%	19,145,197
14	FR.RA8573	FHLMC PASS THRU POOLS - FED HM LN PC POOL RA8573 FR 06/53 FIXED 5	1.05%	17,158,091
15	ONT.4.1 03.04.33	PROVINCE OF ONTARIO CANADA - ONTARIO (PROVINCE OF) SR UNSECURED 03/33 4.1	1.03%	22,700,000
16	n/a	RFR USD SOFR/1.75000 12/21/22-30Y CME	1.01%	1
17	T.1.75 08.15.41	UNITED STATES GOVT - US TREASURY N/B 08/41 1.75	1.00%	24,400,000
18	BNCN.2.724 04.15.31	BROOKFIELD FINANCE INC COMPANY GUAR 04/31 2.724	0.99%	17,900,000
19	T.2.375 02.15.42	UNITED STATES GOVT - US TREASURY N/B 02/42 2.375	0.98%	21,700,000
20	FN.CB8271	FNMA PASS THRU POOLS - FNMA POOL CB8271 FN 04/54 FIXED 5	0.97%	15,743,933
21	TII.0.125 07.15.31	UNITED STATES GOVT - TSY INFL IX N/B 07/31 0.125	0.94%	16,841,968
22	FR.RJ0050	FHLMC PASS THRU POOLS - FED HM LN PC POOL RJ0050 FR 10/53 FIXED 5.5	0.93%	14,851,361
23	FN.CB2786	FNMA PASS THRU POOLS - FNMA POOL CB2786 FN 01/52 FIXED 3	0.93%	17,138,534
24	n/a	FHLMC PASS THRU POOLS - FED HM LN PC POOL RJ1108 FR 03/54 FIXED 5	0.91%	14,791,765
25	T.4.375 08.15.43	UNITED STATES GOVT - US TREASURY N/B 08/43 4.375	0.90%	15,100,000
26	FNCL.4.5 3.12	UMBS PASS THRU POOLS - FNMA TBA 30 YR 4.5 SINGLE FAMILY MORTGAGE	0.90%	15,100,000
27	FR.RA8482	FHLMC PASS THRU POOLS - FED HM LN PC POOL RA8482 FR 07/53 FIXED 5	0.87%	14,194,145
28	FN.CB6830	FNMA PASS THRU POOLS - FNMA POOL CB6830 FN 07/53 FIXED 4.5	0.87%	14,531,716
29	FR.RA9046	FHLMC PASS THRU POOLS - FED HM LN PC POOL RA9046 FR 08/53 FIXED 4.5	0.86%	14,437,997
30	FR.RJ0138	FHLMC PASS THRU POOLS - FED HM LN PC POOL RJ0138 FR 12/53 FIXED 5.5	0.86%	13,732,993
31	TII.0.125 02.15.51	UNITED STATES GOVT - TSY INFL IX N/B 02/51 0.125	0.84%	24,127,755
32	THECPC.2.867 02.01.30 2020	COMMUNITY PRESERVATION CORP - COMMUNITY PRESERVATION C SR UNSECURED 02/30 2.867	0.84%	15,000,000
33	n/a	FNMA PASS THRU POOLS - FNMA POOL CB7218 FN 10/53 FIXED 5	0.83%	13,531,723
34	FN.CB7588	FNMA PASS THRU POOLS - FNMA POOL CB7588 FN 11/53 FIXED 5	0.82%	13,374,965
35	SUMITR.2.8 03.10.27 144A	SUMITOMO MITSUI TRUST BANK LIMITED - SUMITOMO MITSUI TR BK LT SR UNSECURED 144A 03/27 2.8	0.79%	13,000,000
36	n/a	SWEDEN GOVT - KINGDOM OF SWEDEN SR UNSECURED 144A 09/30 0.125	0.79%	155,000,000
37	FR.RA8572	FHLMC PASS THRU POOLS - FED HM LN PC POOL RA8572 FR 06/53 FIXED 4.5	0.76%	12,665,820
38	SUNRN.2021-2A A	SUNRUN DEMETER ISSUER 2021-2A - SUNRUN DEMETER ISSUER LLC SUNRN 2021 2A A 144A	0.76%	14,174,378
39	FN.CB6832	FNMA PASS THRU POOLS - FNMA POOL CB6832 FN 07/53 FIXED 5	0.75%	12,142,666
40	n/a	FREDDIE MAC MULTICLASS CERTIFICATES SERIES 2020-P003 - FREDDIE MAC MULTICLASS CERTIFI FHMR 2020 P003 A2	0.74%	15,000,000
41	AQNCN.2.05 09.15.30 144A	LIBERTY UTILITIES FINANCE GP1 - LIBERTY UTILITIES FIN COMPANY GUAR 144A 09/30 2.05	0.73%	13,600,000
42	FN.CB6418	FNMA PASS THRU POOLS - FNMA POOL CB6418 FN 05/53 FIXED 5	0.71%	11,471,478
43	FN.CB5401	FNMA PASS THRU POOLS - FNMA POOL CB5401 FN 12/52 FIXED 4.5	0.69%	11,543,959
44	JPMCC.2021-MHC A	JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2021-MHC - JP MORGAN CHASE COMMERCIAL MOR JPMCC 2021 MHC A 144A	0.68%	10,771,824
45	SFO.2021-555 A	SFO COMMERCIAL MORTGAGE TRUST 2021-555 - SFO COMMERICAL MORTGAGE TRUST SFO 2021 555 A 144A	0.68%	11,000,000
46	NEDWBK.2.375 03.24.26 144A	NEDERLANDSE WATERSCHAPSBANK NV (NWB BANK) - NEDER WATERSCHAPSBANK SR UNSECURED 144A 03/26 2.375	0.68%	11,000,000
47	n/a	JOHN D AND CATHERINE T MACARTHUR FOUNDATION - MACARTHUR FOUNDATION UNSECURED 12/30 1.299	0.68%	13,400,000
48	FN.CB6609	FNMA PASS THRU POOLS - FNMA POOL CB6609 FN 06/53 FIXED 4.5	0.68%	11,282,527
49	T.3 05.15.45	UNITED STATES GOVT - US TREASURY N/B 05/45 3	0.67%	14,000,000
50	EIB.2.875 06.13.25 144A	EUROPEAN INVESTMENT BANK (EIB) - EUROPEAN INVESTMENT BANK SR UNSECURED 144A 06/25 2.875	0.66%	10,500,000
51	DCOT.2019-MTC A	DC OFFICE TRUST 2019-MTC - DC OFFICE TRUST DCOT 2019 MTC A 144A	0.66%	11,900,000
52	VASA.2021-VASA A	VASA TRUST 2021-VASA - VASA TRUST VASA 2021 VASA A 144A	0.65%	10,730,000
53	n/a	ASIAN DEVELOPMENT BANK SR UNSECURED 01/25 6.55	0.65%	192,000,000
54	ESA.2021-ESH A	EXTENDED STAY AMERICA TRUST 2021-ESH - EXTENDED STAY AMERICA TRUST ESA 2021 ESH A 144A	0.64%	10,129,094
55	SNVA.2022-A A	SUNNOVA HELIOS VIII ISSUER 2022-A - (SUNNOVA) AURORA I ISSUER, LLC SNVA 2022 A A 144A	0.64%	11,589,558
56	FN.CB6417	FNMA PASS THRU POOLS - FNMA POOL CB6417 FN 05/53 FIXED 4.5	0.63%	10,563,164
57	SO.0.9 01.15.26	SOUTHERN POWER COMPANY - SOUTHERN POWER CO SR UNSECURED 01/26 0.9	0.61%	10,000,000
58	T.3.125 02.15.43	UNITED STATES GOVT - US TREASURY N/B 02/43 3.125	0.61%	12,100,000
59	T.3.875 08.15.34	UNITED STATES GOVT - US TREASURY N/B 08/34 3.875	0.61%	10,100,000
60	EIB.2.375 05.24.27	EUROPEAN INVESTMENT BANK (EIB) - EUROPEAN INVESTMENT BANK SR UNSECURED 05/27 2.375	0.61%	10,000,000
61	PCG.6.7 04.01.53	PACIFIC GAS AND ELECTRIC CO - PACIFIC GAS + ELECTRIC 1ST MORTGAGE 04/53 6.7	0.59%	8,600,000
62	BSREP.2021-DC A	BSREP COMMERCIAL MORTGAGE TRUST 2021-DC - BSREP COMMERCIAL MORTGAGE TRUS BSREP 2021 DC A 144A	0.58%	9,851,405
63	FNCL.6.5 2.12	UMBS PASS THRU POOLS - FNMA TBA 30 YR 6.5 SINGLE FAMILY MORTGAGE	0.58%	9,000,000
64	FR.RJ0639	FHLMC PASS THRU POOLS - FED HM LN PC POOL RJ0639 FR 01/54 FIXED 5.5	0.58%	9,287,338
65	FR.RA8520	FHLMC PASS THRU POOLS - FED HM LN PC POOL RA8520 FR 02/53 FIXED 4.5	0.58%	9,651,187
66	TII.0.75 02.15.45	UNITED STATES GOVT - TSY INFL IX N/B 02/45 0.75	0.56%	12,064,500
67	n/a	SUMIT 2022-BVUE MORTGAGE TRUST - SUMIT 2022 BVUE MORTGAGE TRUST SUMMT 2022 BVUE A 144A	0.55%	10,200,000
68	VESTA.3.625 05.13.31 144A	CORPORACION INMOBILIARIA VESTA SAB DE CV - CORPORACION INMOBILIARIA COMPANY GUAR 144A 05/31 3.625	0.55%	10,000,000
69	HASI.8 06.15.27 144A	HANNON ARMSTRONG (HAT HOLDINGS I LLC / HAT HOLDINGS II LLC) - HAT HOLDINGS I LLC/HAT COMPANY GUAR 144A 06/27 8	0.54%	8,100,000
70	FR.RA8480	FHLMC PASS THRU POOLS - FED HM LN PC POOL RA8480 FR 07/53 FIXED 4	0.52%	9,011,337
71	n/a	ASIAN DEVELOPMENT BANK SR UNSECURED 02/26 6	0.52%	54,800,000
72	EDPPL.1.71 01.24.28 144A	EDP FINANCE BV SR UNSECURED 144A 01/28 1.71	0.52%	9,000,000
73	MATHER.2.675 10.01.31 2021	MATHER FOUNDATION UNSECURED 10/31 2.675	0.52%	9,600,000
74	n/a	EUROPEAN UNION (EU) - EUROPEAN UNION SR UNSECURED REGS 02/37 0.4	0.51%	10,500,000
75	JPMCC.2021-NYAH A	JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES CORP 2021-NYAH - JP MORGAN CHASE COMMERCIAL MOR JPMCC 2021 NYAH A 144A	0.51%	8,105,000
76	FN.CB6829	FNMA PASS THRU POOLS - FNMA POOL CB6829 FN 07/53 FIXED 4	0.51%	8,723,308
77	T.3.875 05.15.43	UNITED STATES GOVT - US TREASURY N/B 05/43 3.875	0.50%	9,000,000
78	AES.2.45 01.15.31	AES CORPORATION - AES CORP/THE SR UNSECURED 01/31 2.45	0.50%	9,500,000
79	T.4 11.15.42	UNITED STATES GOVT - US TREASURY N/B 11/42 4	0.50%	8,800,000
80	LPSLT.2021-2GS A	LOANPAL SOLAR LOAN 2021-2GS LTD - LOANPAL SOLAR LOAN LTD. LPSLT 2021 2GS A 144A	0.49%	10,001,293
81	MSAIC.2022-1A A	MOSAIC SOLAR LOAN TRUST 2022-1A - MOSAIC SOLAR LOANS LLC MSAIC 2022 1A A 144A	0.49%	8,891,058
82	ESA.2021-ESH A1	EXTENDED STAY AMERICA TRUST 2021-ESH - EXTENDED STAY AMERICA TRUST ESA 2021 ESH A1 144A	0.48%	7,574,801
83	BCP.2021-330N A	BCP TRUST 2021-330N - BCP TRUST BCP 2021 330N A 144A	0.48%	8,120,913
84	FN.BL1004	FNMA PASS THRU POOLS - FNMA POOL BL1004 FN 12/28 FIXED 4.01	0.48%	7,719,610
85	T.4.625 05.15.54	UNITED STATES GOVT - US TREASURY N/B 05/54 4.625	0.48%	7,700,000
86	n/a	FHLMC PASS THRU POOLS - FED HM LN PC POOL G61409 FG 05/48 FIXED 3.5	0.47%	8,223,870
87	DOLP.2021-NYC A	DOLP TRUST 2021-NYC - DOLP TRUST DOLP 2021 NYC A 144A	0.47%	8,600,000
88	NEE.1.9 06.15.28	NEXTERA ENERGY CAPITAL HOLDINGS INC - NEXTERA ENERGY CAPITAL COMPANY GUAR 06/28 1.9	0.47%	8,100,000
89	GS.V5.727 04.25.30	GOLDMAN SACHS GROUP INC SR UNSECURED 04/30 VAR	0.46%	7,100,000
90	DDCFDN.2.345 07.01.50 2020	DORIS DUKE CHARITABLE FOUNDATION - DORIS DUKE CHARITABLE UNSECURED 07/50 2.345	0.46%	12,500,000
91	C.V4.876 11.19.27	CITIBANK NA SR UNSECURED 11/27 VAR	0.46%	7,200,000
92	MF1.2022-FL8 A	MF1 2022-FL8 LTD - MF1 MULTIFAMILY HOUSING MORTGA MF1 2022 FL8 A 144A	0.45%	7,111,480
93	n/a	EUROPEAN UNION (EU) - EUROPEAN UNION SR UNSECURED REGS 10/29 2.875	0.43%	6,500,000
94	BSST.2021-1818 A	BSST 2021-1818 MORTGAGE TRUST - BSST MORTGAGE TRUST BSST 2021 1818 A 144A	0.42%	7,500,000
95	TII.1.25 04.15.28	UNITED STATES GOVT - TSY INFL IX N/B 04/28 1.25	0.42%	6,840,535
96	T.3.75 11.15.43	UNITED STATES GOVT - US TREASURY N/B 11/43 3.75	0.42%	7,600,000
97	CHILE.4.85 01.22.29	CHILEAN GOVT - REPUBLIC OF CHILE SR UNSECURED 01/29 4.85	0.42%	6,600,000
98	DROP.2021-FILE A	DROP MORTGAGE TRUST 2021-FILE - DROP MORTGAGE TRUST 2021 FILE DROP 2021 FILE A 144A	0.41%	6,850,000
99	n/a	CTP BV - CTP NV SR UNSECURED REGS 09/26 0.625	0.41%	6,500,000
100	n/a	WORLD BANK (INTERNATIONAL BANK FOR RECONSTRUCTION AND DEVELOPMENT: IBRD) - INTL BK RECON + DEVELOP SR UNSECURED 02/26 5.31	0.41%	126,000,000
101	MFCCN.3.703 03.16.32	MANULIFE FINANCIAL CORPORATION - MANULIFE FINANCIAL CORP SR UNSECURED 03/32 3.703	0.41%	7,000,000
102	TVA.1.5 09.15.31	TENNESSEE VALLEY AUTHORITY (TVA) - TENN VALLEY AUTHORITY SR UNSECURED 09/31 1.5	0.41%	7,800,000
103	F.4.125 08.17.27	FORD MOTOR CREDIT COMPANY LLC - FORD MOTOR CREDIT CO LLC SR UNSECURED 08/27 4.125	0.41%	6,600,000
104	n/a	FHLMC PASS THRU POOLS - FED HM LN PC POOL RA2970 FR 07/50 FIXED 2.5	0.40%	7,693,018
105	WPC.2.45 02.01.32	WP CAREY INC SR UNSECURED 02/32 2.45	0.40%	7,600,000
106	INTNED.V1.4 07.01.26 144A	ING GROEP NV SR UNSECURED 144A 07/26 VAR	0.39%	6,300,000
107	NIPDES.4.42 09.11.29 144A	DENSO CORPORATION - DENSO CORP SR UNSECURED 144A 09/29 4.42	0.39%	6,300,000
108	GOOD.2021-3CS A	GOODLEAP SUSTAINABLE HOME SOLUTIONS TRUST 2021-3CS - GOODLEAP SUSTAINABLE HOME IMPR GOOD 2021 3CS A 144A	0.39%	7,879,146
109	n/a	NEXTERA ENERGY CAPITAL HOLDINGS INC - NEXTERA ENERGY CAPITAL COMPANY GUAR 12/26 2.2	0.39%	10,300,000
110	KRC.2.65 11.15.33	KILROY REALTY LP COMPANY GUAR 11/33 2.65	0.38%	7,900,000
111	n/a	UNITED KINGDOM GOVT - UNITED KINGDOM GILT BONDS REGS 07/54 4.375	0.38%	5,435,000
112	n/a	ITALY GOVT - BUONI POLIENNALI DEL TES SR UNSECURED 144A REGS 05/28 1	0.38%	5,672,610
113	T.2.875 05.15.49	UNITED STATES GOVT - US TREASURY N/B 05/49 2.875	0.37%	8,300,000
114	REG16.2019-2A A1R	REGATTA XVI FUNDING LTD 2019-2A - REGATTA XVI FUNDING LTD. REG16 2019 2A A1R 144A	0.37%	5,800,000
115	HST.2.9 12.15.31 J	HOST HOTELS & RESORTS LP - HOST HOTELS + RESORTS LP SR UNSECURED 12/31 2.9	0.37%	6,800,000
116	BAMLL.2021-JACX A	BAMLL COMMERCIAL MORTGAGE SECURITIES TRUST 2021-JACX - BANC OF AMERICA MERRILL LYNCH BAMLL 2021 JACX A 144A	0.36%	6,000,000
117	n/a	RFR USD SOFR/2.00000 12/21/22-10Y CME	0.36%	1
118	FR.RA9128	FHLMC PASS THRU POOLS - FED HM LN PC POOL RA9128 FR 08/53 FIXED 5.5	0.36%	5,720,302
119	FR.RJ0046	FHLMC PASS THRU POOLS - FED HM LN PC POOL RJ0046 FR 10/53 FIXED 4	0.36%	6,151,785
120	T.3 02.15.49	UNITED STATES GOVT - US TREASURY N/B 02/49 3	0.36%	7,700,000
121	T.2.25 08.15.49	UNITED STATES GOVT - US TREASURY N/B 08/49 2.25	0.35%	9,000,000
122	SAND.2021-1A A1R	SANDSTONE PEAK LTD 2021-1A - SANDSTONE PEAK LTD. SAND 2021 1A A1R 144A	0.35%	5,500,000
123	FNCL.5.5 2.12	UMBS PASS THRU POOLS - FNMA TBA 30 YR 5.5 SINGLE FAMILY MORTGAGE	0.35%	5,596,000
124	PFG.1.25 08.16.26 144A	PRINCIPAL LIFE GLOBAL FUNDING II - PRINCIPAL LFE GLB FND II SR SECURED 144A 08/26 1.25	0.35%	5,800,000
125	FR.RJ1109	FHLMC PASS THRU POOLS - FED HM LN PC POOL RJ1109 FR 03/54 FIXED 5.5	0.34%	5,449,813
126	n/a	CPI PROPERTY GROUP SA SR UNSECURED REGS 01/28 VAR	0.34%	4,700,000
127	GOOD.2022-2CS A	GOODLEAP SUSTAINABLE HOME SOLUTIONS TRUST 2022-2CS - GOODLEAP SUSTAINABLE HOME IMPR GOOD 2022 2CS A 144A	0.34%	6,072,887
128	TII.0.125 01.15.32	UNITED STATES GOVT - TSY INFL IX N/B 01/32 0.125	0.32%	5,807,625
129	HERTZ.2023-1A A	HERTZ VEHICLE FINANCING III LLC 2023-1A - HERTZ VEHICLE FINANCING LLC HERTZ 2023 1A A 144A	0.32%	5,000,000
130	EIB.1.625 10.09.29	EUROPEAN INVESTMENT BANK (EIB) - EUROPEAN INVESTMENT BANK SR UNSECURED 10/29 1.625	0.32%	5,650,000
131	KHFC.4.625 02.24.28 144A	KOREA HOUSING FINANCE CORP (KHFC) - KOREA HOUSING FINANCE CO SR UNSECURED 144A 02/28 4.625	0.31%	5,000,000
132	FR.RJ0048	FHLMC PASS THRU POOLS - FED HM LN PC POOL RJ0048 FR 10/53 FIXED 4.5	0.31%	5,258,533
133	T.4.625 05.15.44	UNITED STATES GOVT - US TREASURY N/B 05/44 4.625	0.31%	5,100,000
134	n/a	ARROWMARK COLORADO HOLDINGS 2018-3A - ELEVATION CLO LTD AWPT 2018 3A A1R2 144A	0.31%	4,900,000
135	GWOLF.2020-3RA A1R2	GREYWOLF CLO III LTD 2020-3RA - GREYWOLF CLO LTD GWOLF 2020 3RA A1R2 144A	0.31%	4,900,000
136	n/a	ARES XXVII CLO LTD 2013-2A - ARES CLO LTD ARES 2013 2A AR3 144A	0.31%	4,900,000
137	PIPK.2019-4A ARR	PIKES PEAK CLO 2019-4A - PIKES PEAK CLO PIPK 2019 4A ARR 144A	0.31%	4,900,000
138	n/a	LOCAL INITIATIVES SUPPORT CORPORATION - LOCAL INITIATIVES SUPPOR UNSECURED 03/27 3.782	0.31%	5,000,000
139	NXPI.5 01.15.33	NXP BV / NXP FUNDING LLC / NXP USA INC - NXP BV/NXP FDG/NXP USA COMPANY GUAR 01/33 5	0.31%	5,000,000
140	FARMCB.V5.7 PERP 4	FARM CREDIT BANK OF TEXAS - FARM CREDIT BK OF TEXAS JR SUBORDINA 144A 12/99 VAR	0.31%	4,900,000
141	FG.Q53208	FHLMC PASS THRU POOLS - FED HM LN PC POOL Q53208 FG 12/47 FIXED 3.5	0.31%	5,405,283
142	T.2.25 02.15.52	UNITED STATES GOVT - US TREASURY N/B 02/52 2.25	0.31%	8,000,000
143	CQS.2021-1A AR	CQS US CLO 2021-1 LTD - CQS US CLO LTD CQS 2021 1A AR 144A	0.31%	4,800,000
144	TRNTS.2022-19A A1R	TRINITAS CLO XIX LTD - TRINITAS CLO LTD TRNTS 2022 19A A1R 144A	0.30%	4,800,000
145	AEE.4.85 10.01.39 A-1	AMEREN MISSOURI SECURITIZATION FUNDING I LLC - AMEREN MISSOURI SEC FU I SR SECURED 10/41 4.85	0.30%	4,900,000
146	ONYP.2020-1NYP A	ONE NEW YORK PLAZA TRUST 2020-1NYP - ONE NEW YORK PLAZA TRUST 2020 ONYP 2020 1NYP A 144A	0.30%	5,000,000
147	FN.CB6608	FNMA PASS THRU POOLS - FNMA POOL CB6608 FN 07/53 FIXED 4	0.30%	5,209,444
148	AWPT.2022-16A A1AR	ELEVATION CLO 2022-16A LTD - ELEVATION CLO LTD AWPT 2022 16A A1AR 144A	0.30%	4,700,000
149	n/a	ARES EUROPEAN CLO 14A - ARES EURO CLO ARESE 14A AR 144A	0.30%	4,500,000
150	BRKHEC.5.375 06.30.35 144A	SOLAR STAR FUNDING LLC SR SECURED 144A 06/35 5.375	0.30%	4,677,295
151	FN.CB6416	FNMA PASS THRU POOLS - FNMA POOL CB6416 FN 05/53 FIXED 4	0.29%	5,015,910
152	SUMIBK.2.472 01.14.29	SUMITOMO MITSUI FINANCIAL GROUP INC - SUMITOMO MITSUI FINL GRP SR UNSECURED 01/29 2.472	0.29%	5,000,000
153	REG15.2018-4A A1R	REGATTA XV FUNDING LLC 2018 4A - REGATTA XV FUNDING LTD. REG15 2018 4A A1R 144A	0.29%	4,508,288
154	n/a	JSW HYDRO ENERGY LIMITED - JSW HYDRO ENERGY LTD SR SECURED REGS 05/31 4.125	0.28%	4,941,250
155	CRNPT.2018-7A AR	CROWN POINT CLO 7 LTD - CROWN POINT CLO 7, LTD CRNPT 2018 7A AR 144A	0.28%	4,437,432
156	EIX.2.75 02.01.32	SOUTHERN CALIFORNIA EDISON COMPANY - SOUTHERN CAL EDISON 1ST MORTGAGE 02/32 2.75	0.28%	5,200,000
157	KREST.2021-CHIP A	KREST COMMERCIAL MORTGAGE SECURITIES TRUST 2021-CHIP - KREST COMMERCIAL MORTGAGE SECU KREST 2021 CHIP A 144A	0.28%	5,800,000
158	NORBK.5.43 03.09.28 144A	NORINCHUKIN BANK LTD - NORINCHUKIN BANK SR UNSECURED 144A 03/28 5.43	0.28%	4,400,000
159	n/a	RFR USD SOFR/3.50000 06/20/24-30Y LCH	0.28%	1
160	DUK.2.5 12.01.29	DUKE ENERGY FLORIDA LLC (AKA: PROGRESS ENERGY FLORIDA INC; FLORIDA POWER CORP) - DUKE ENERGY FLORIDA LLC 1ST MORTGAGE 12/29 2.5	0.28%	4,900,000
161	n/a	CITIGROUP REPO REPO 5807	0.28%	4,400,000
162	SRE.4.95 08.15.28	SAN DIEGO GAS & ELECTRIC COMPANY - SAN DIEGO G + E 1ST MORTGAGE 08/28 4.95	0.27%	4,300,000
163	JICA.2.75 04.27.27	JAPAN INTERNATIONAL COOPERATION AGENCY - JAPAN INT L COOP AGENCY GOVT GUARANT 04/27 2.75	0.27%	4,500,000
164	CEG.6 02.28.33 144A	CONTINENTAL WIND LLC - CONTINENTAL WIND SR SECURED 144A 02/33 6	0.27%	4,252,451
165	TII.2.125 02.15.54	UNITED STATES GOVT - TSY INFL IX N/B 02/54 2.125	0.27%	4,628,430
166	n/a	FHLMC PASS THRU POOLS - FED HM LN PC POOL RA9049 FR 05/53 FIXED 4	0.27%	4,619,345
167	FN.CB4806	FNMA PASS THRU POOLS - FNMA POOL CB4806 FN 07/52 FIXED 3	0.27%	4,954,338
168	ADSK.2.4 12.15.31	AUTODESK INC SR UNSECURED 12/31 2.4	0.27%	5,000,000
169	RPVIN.4.5 07.14.28 144A	RENEW WIND ENERGY AP2 / RENEW POWER PVT LTD OTHER 9 SUBSIDIARIES - 10 RENEW POWER SUBSIDIAR SR SECURED 144A 07/28 4.5	0.27%	4,500,000
170	NGGLN.1.96 06.27.30 144A	NIAGARA MOHAWK POWER CORPORATION - NIAGARA MOHAWK POWER SR UNSECURED 144A 06/30 1.96	0.26%	4,900,000
171	T.3.375 11.15.48	UNITED STATES GOVT - US TREASURY N/B 11/48 3.375	0.26%	5,300,000
172	SW.5.2 01.15.30 144A	SMURFIT KAPPA TREASURY UNLIMITED COMPANY - SMURFIT KAPPA TREASURY COMPANY GUAR 144A 01/30 5.2	0.26%	4,100,000
173	CAENDW.2.498 04.01.51 2021	CALIFORNIA ENDOWMENT/THE UNSECURED 04/51 2.498	0.26%	6,900,000
174	n/a	DIGITAL DUTCH FINCO BV COMPANY GUAR REGS 03/30 1.5	0.26%	4,300,000
175	FR.RA9795	FHLMC PASS THRU POOLS - FED HM LN PC POOL RA9795 FR 09/53 FIXED 4	0.26%	4,438,538
176	GBDC.7.05 12.05.28	GOLUB CAPITAL BDC INC - GOLUB CAPITAL BDC SR UNSECURED 12/28 7.05	0.26%	3,900,000
177	BMWLT.2024-1 A3	BMW VEHICLE LEASE TRUST 2024-1 - BMW VEHICLE LEASE TRUST BMWLT 2024 1 A3	0.26%	4,000,000
178	VZ.2.85 09.03.41	VERIZON COMMUNICATIONS INC - VERIZON COMMUNICATIONS SR UNSECURED 09/41 2.85	0.25%	5,800,000
179	n/a	FNMA PASS THRU POOLS - FNMA POOL AS7736 FN 08/46 FIXED 3	0.25%	4,598,252
180	n/a	ROMANIA GOVT - ROMANIA SR UNSECURED 144A 02/36 5.625	0.25%	4,000,000
181	LOWINF.3.711 07.01.29 2019	LOW INCOME INVESTMENT FUND - LOW INCOME INVESTMENT UNSECURED 07/29 3.711	0.25%	4,300,000
182	BPCEGP.V6.714 10.19.29 144A	BPCE SA 144A 10/29 VAR	0.25%	3,800,000
183	FHF.2024-2A A2	FHF ISSUER TRUST 2024-2A - FIRST HELP FINANCIAL LLC FHF 2024 2A A2 144A	0.25%	3,854,174
184	DUK.3.95 11.15.28	DUKE ENERGY CAROLINAS LLC - DUKE ENERGY CAROLINAS 1ST MORTGAGE 11/28 3.95	0.25%	4,000,000
185	BNG.3.5 05.19.28 144A	BNG BANK NV SR UNSECURED 144A 05/28 3.5	0.25%	4,000,000
186	TD.5.264 12.11.26	TORONTO-DOMINION BANK - TORONTO DOMINION BANK SR UNSECURED 12/26 5.264	0.24%	3,800,000
187	GSMS.2017-GPTX A	GS MORTGAGE SECURITIES CORP TRUST 2017-GPTX - GS MORTGAGE SECURITIES TRUST GSMS 2017 GPTX A 144A	0.24%	4,497,266
188	JLL.6.875 12.01.28	JONES LANG LASALLE INCORPORATED - JONES LANG LASALLE INC SR UNSECURED 12/28 6.875	0.24%	3,600,000
189	MS.V5.656 04.18.30	MORGAN STANLEY SR UNSECURED 04/30 VAR	0.24%	3,700,000
190	EIB.3.75 02.14.33	EUROPEAN INVESTMENT BANK (EIB) - EUROPEAN INVESTMENT BANK SR UNSECURED 02/33 3.75	0.24%	4,000,000
191	MS.V5.652 04.13.28 MTN	MORGAN STANLEY SR UNSECURED 04/28 VAR	0.24%	3,700,000
192	RCMT.2022-FL10 A	READY CAPITAL MORTGAGE FINANCING 2022-FL10 LLC - READYCAP COMMERCIAL MORTGAGE T RCMT 2022 FL10 A 144A	0.24%	3,677,730
193	n/a	REPO BANK AMERICA REPO	0.23%	3,700,000
194	n/a	MASSACHUSSETTS HIGHER EDUCATION ASSISTANCE CORPORATION - MASSACHUSETTS HIGHER EDU UNSECURED 07/31 2.673	0.23%	4,400,000
195	RPVIN.5.875 03.05.27 144A	RENEW PRIVATE LIMITED - RENEW POWER PVT LTD SR SECURED 144A 03/27 5.875	0.23%	3,754,000
196	n/a	MEXICO GOVT - UNITED MEXICAN STATES SR UNSECURED 05/32 4.4899	0.23%	3,500,000
197	SUMITR.5.5 03.09.28 144A	SUMITOMO MITSUI TRUST BANK LIMITED - SUMITOMO MITSUI TR BK LT SR UNSECURED 144A 03/28 5.5	0.23%	3,600,000
198	MS.V5.504 05.26.28 BKNT	MORGAN STANLEY BANK NATIONAL ASSOCIATION - MORGAN STANLEY BANK NA SR UNSECURED 05/28 VAR	0.23%	3,600,000
199	MIZUHO.V5.382 07.10.30	MIZUHO FINANCIAL GROUP INC - MIZUHO FINANCIAL GROUP SR UNSECURED 07/30 VAR	0.23%	3,600,000
200	JPM.V4.979 07.22.28	JP MORGAN CHASE & CO - JPMORGAN CHASE + CO SR UNSECURED 07/28 VAR	0.23%	3,600,000
201	MDLZ.4.625 07.03.31 MPLE	MONDELEZ INTERNATIONAL INC - MONDELEZ INTERNATIONAL SR UNSECURED 07/31 4.625	0.23%	5,000,000
202	EDF.3.625 10.13.25 144A	ELECTRICITE DE FRANCE SA (EDF) - ELECTRICITE DE FRANCE SA SR UNSECURED 144A 10/25 3.625	0.23%	3,600,000
203	UBS.V3.126 08.13.30 144A	UBS GROUP AG SR UNSECURED 144A 08/30 VAR	0.23%	3,900,000
204	G2SF.2 1.14	GNMA PASS THRU POOLS - GNMA II TBA 30 YR 2 JUMBOS	0.22%	4,400,000
205	PUTNM.2022-1A A1R	37 CAPITAL CLO II 2022-1A - 37 CAPITAL CLO LTD PUTNM 2022 1A A1R 144A	0.22%	3,500,000
206	TSET.2024-1A A2	TESLA SUSTAINABLE ENERGY TRUST 2024-1A - TESLA SUSTAINABLE ENERGY TRUST TSET 2024 1A A2 144A	0.22%	3,500,000
207	n/a	ABU DHABI NATIONAL ENERGY COMPANY PJSC (TAQA) - ABU DHABI NATIONAL ENERG SR UNSECURED 144A 03/37 4.75	0.22%	3,700,000
208	FR.RA8200	FHLMC PASS THRU POOLS - FED HM LN PC POOL RA8200 FR 12/52 FIXED 4	0.22%	3,780,981
209	GLM.2020-8A ARR	GOLDENTREE LOAN MANAGEMENT US CLO 8 LTD - GOLDENTREE LOAN MANAGEMENT US GLM 2020 8A ARR 144A	0.22%	3,420,000
210	NTT.4.239 07.25.25 144A	NTT FINANCE CORPORATION - NTT FINANCE CORP SR UNSECURED 144A 07/25 4.239	0.22%	3,400,000
211	NEDWBK.4 06.01.28 144A	NEDERLANDSE WATERSCHAPSBANK NV (NWB BANK) - NEDER WATERSCHAPSBANK SR UNSECURED 144A 06/28 4	0.21%	3,400,000
212	FHF.2024-1A A2	FHF ISSUER TRUST 2024-1A - FIRST HELP FINANCIAL LLC FHF 2024 1A A2 144A	0.21%	3,282,677
213	TII.0.25 02.15.50	UNITED STATES GOVT - TSY INFL IX N/B 02/50 0.25	0.21%	5,647,926
214	GS.V4.692 10.23.30	GOLDMAN SACHS GROUP INC SR UNSECURED 10/30 VAR	0.21%	3,300,000
215	MS.V4.654 10.18.30	MORGAN STANLEY SR UNSECURED 10/30 VAR	0.21%	3,300,000
216	NORBK.5.094 10.16.29 144A	NORINCHUKIN BANK LTD - NORINCHUKIN BANK SR UNSECURED 144A 10/29 5.094	0.20%	3,200,000
217	COLOM.8 11.14.35	COLOMBIAN GOVT - REPUBLIC OF COLOMBIA SR UNSECURED 11/35 8	0.20%	3,100,000
218	BLULNF.3.099 01.01.30 2020	BLUEHUB LOAN FUND INC - BLUEHUB LOAN FUND SR UNSECURED 01/30 3.099	0.20%	3,400,000
219	GOOD.2022-1GS A	GOODLEAP SUSTAINABLE HOME SOLUTIONS TRUST 2022-1GS - GOODLEAP SUSTAINABLE HOME IMPR GOOD 2022 1GS A 144A	0.20%	3,700,285
220	SE.2021-1A A	SERVICE EXPERTS ISSUER 2021-1A LLC - SERVICE EXPERTS ISSUER SE 2021 1A A 144A	0.19%	3,160,671
221	HERTZ.2023-2A A	HERTZ VEHICLE FINANCING III LLC 2023-2A - HERTZ VEHICLE FINANCING LLC HERTZ 2023 2A A 144A	0.19%	3,000,000
222	FHMS.KSG1 X1	FHLMC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFICATES KSJ1 - FHLMC MULTIFAMILY STRUCTURED P FHMS KSG1 X1	0.19%	60,294,003
223	MAERSK.5.875 09.14.33 144A	AP MOLLER - MAERSK A/S - AP MOLLER MAERSK A/S SR UNSECURED 144A 09/33 5.875	0.19%	2,914,000
224	T.2.875 05.15.43	UNITED STATES GOVT - US TREASURY N/B 05/43 2.875	0.19%	3,900,000
225	GNSF.5 1.12	GNMA PASS THRU POOLS - GNMA I TBA 30 YR 5 SINGLE FAMILY MORTGAGE	0.18%	3,000,000
226	FN.CB5400	FNMA PASS THRU POOLS - FNMA POOL CB5400 FN 12/52 FIXED 4	0.18%	3,173,225
227	n/a	JAMESTOWN CLO XVI LTD 2021-16A - JAMESTOWN CLO LTD JTWN 2021 16A AR 144A	0.18%	2,900,000
228	Q.3.6 09.01.33	PROVINCE OF QUEBEC SR UNSECURED 09/33 3.6	0.18%	4,200,000
229	n/a	COTY INC SR SECURED 144A 05/27 4.5	0.18%	2,700,000
230	FNA.2020-M33 X2	FANNIE MAE-ACES 2020-M33 - FANNIEMAE ACES FNA 2020 M33 X2	0.18%	44,898,790
231	G2.BF3083	GNMA PASS THRU POOLS - GNMA II POOL BF3083 G2 07/48 FIXED 4	0.18%	3,048,076
232	PEGI.4.5 08.15.28 144A	PATTERN ENERGY OPERATIONS LP / PATTERN ENERGY OPERATIONS INC - PATTERN ENERGY OP LP/PAT COMPANY GUAR 144A 08/28 4.5	0.18%	3,000,000
233	HST.3.5 09.15.30 I	HOST HOTELS & RESORTS LP - HOST HOTELS + RESORTS LP SR UNSECURED 09/30 3.5	0.18%	3,100,000
234	n/a	AVOCA STATIC CLO I DAC 1A - AVOCA STATIC CLO AVOST 1A AR 144A	0.18%	2,700,000
235	KEBHNB.5.375 04.23.27 144A	KEB HANA BANK (AKA: KOREA EXCHANGE BANK) - HANA BANK SR UNSECURED 144A 04/27 5.375	0.17%	2,700,000
236	FR.RJ0135	FHLMC PASS THRU POOLS - FED HM LN PC POOL RJ0135 FR 11/53 FIXED 4	0.17%	2,991,919
237	n/a	KODIT GLOBAL 2024-1 COLTD - KODIT GLOBAL 2024 1 COMPANY GUAR 144A 05/27 5.357	0.17%	2,700,000
238	GOOD.2023-1GS A	GOODLEAP SUSTAINABLE HOME SOLUTIONS TRUST 2023-1GS - GOODLEAP SUSTAINABLE HOME IMPR GOOD 2023 1GS A 144A	0.17%	2,852,813
239	FN.FS8865	FNMA PASS THRU POOLS - FNMA POOL FS8865 FN 02/35 FIXED VAR	0.17%	2,832,067
240	T.2 11.15.41	UNITED STATES GOVT - US TREASURY N/B 11/41 2	0.17%	4,000,000
241	TII.0.875 02.15.47	UNITED STATES GOVT - TSY INFL IX N/B 02/47 0.875	0.17%	3,661,504
242	GN.784544	GNMA PASS THRU POOLS - GNMA POOL 784544 GN 09/47 FIXED 3.5	0.17%	2,847,784
243	n/a	IRS EUR 0.25000 09/15/21-15Y LCH	0.16%	1
244	n/a	FHLMC PASS THRU POOLS - FED HM LN PC POOL RA8571 FR 06/53 FIXED 4	0.16%	2,823,072
245	FG.G61453	FHLMC PASS THRU POOLS - FED HM LN PC POOL G61453 FG 05/48 FIXED 3.5	0.16%	2,845,541
246	BCC.2021-3A AR	BAIN CAPITAL CREDIT CLO 2021-3 LTD - BAIN CAPITAL CREDIT CLO, LIMIT BCC 2021 3A AR 144A	0.16%	2,550,000
247	BAC.V3.593 07.21.28 GMTN	BANK OF AMERICA CORPORATION - BANK OF AMERICA CORP SR UNSECURED 07/28 VAR	0.16%	2,600,000
248	T.3.125 08.15.44	UNITED STATES GOVT - US TREASURY N/B 08/44 3.125	0.16%	3,200,000
249	FHF.2022-1A A	FHF TRUST 2022-1A - FIRST HELP FINANCIAL LLC FHF 2022 1A A 144A	0.16%	2,491,029
250	MSIX.2006-2 A3	MORGAN STANLEY IXIS RE CAP TR 2006-2 - MORGAN STANLEY IXIS REAL ESTAT MSIX 2006 2 A3	0.16%	7,747,169
251	JPM.V6.07 10.22.27	JP MORGAN CHASE & CO - JPMORGAN CHASE + CO SR UNSECURED 10/27 VAR	0.16%	2,400,000
252	PRPM.2023-NQM2 A1	PRPM 2023-NQM2 TRUST - PRP ADVISORS, LLC PRPM 2023 NQM2 A1 144A	0.15%	2,399,747
253	TII.1.375 02.15.44	UNITED STATES GOVT - TSY INFL IX N/B 02/44 1.375	0.15%	2,844,324
254	G2.BP1523	GNMA PASS THRU POOLS - GNMA II POOL BP1523 G2 08/49 FIXED 3.5	0.15%	2,612,587
255	NORBK.2.08 09.22.31 144A	NORINCHUKIN BANK LTD - NORINCHUKIN BANK SR UNSECURED 144A 09/31 2.08	0.15%	2,900,000
256	n/a	ONCOR ELECTRIC DELIVERY COMPANY LLC - ONCOR ELECTRIC DELIVERY SR SECURED 144A 05/31 3.5	0.15%	2,200,000
257	PDM.3.15 08.15.30	PIEDMONT OPERATING PARTNERSHIP LP - PIEDMONT OPERATING PARTN COMPANY GUAR 08/30 3.15	0.15%	2,700,000
258	ANCHC.2021-20A A1R	ANCHORAGE CAPITAL CLO 2021-20A LTD - ANCHORAGE CAPITAL CLO LTD ANCHC 2021 20A A1R 144A	0.15%	2,300,000
259	ONT.3.65 06.02.33	PROVINCE OF ONTARIO CANADA - ONTARIO (PROVINCE OF) SR UNSECURED 06/33 3.65	0.15%	3,300,000
260	MI.UNVHGR 3.5 04.01.2052	UNIVERSITY OF MICHIGAN - UNIV OF MICHIGAN MI UNVHGR 04/52 FIXED 3.504	0.15%	3,100,000
261	GS.F 05.21.27	GOLDMAN SACHS BANK USA/NEW YORK BRANCH - GOLDMAN SACHS BANK USA SR UNSECURED 05/27 VAR	0.14%	2,200,000
262	G2.BG6247	GNMA PASS THRU POOLS - GNMA II POOL BG6247 G2 05/48 FIXED 4	0.14%	2,344,745
263	LXS.2005-10 2A4A	LEHMAN XS TRUST 2005-10 - LEHMAN XS TRUST LXS 2005 10 2A4A	0.13%	2,466,292
264	FN.CB6395	FNMA PASS THRU POOLS - FNMA POOL CB6395 FN 02/53 FIXED 5	0.13%	2,193,408
265	FHR.4678 AF	FREDDIE MAC REMICS 4678 - FREDDIE MAC FHR 4678 AF	0.13%	2,144,326
266	GNR.2017-H14 FG	GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2017-H14 - GOVERNMENT NATIONAL MORTGAGE A GNR 2017 H14 FG	0.13%	2,076,100
267	T.4.5 11.15.54	UNITED STATES GOVT - US TREASURY N/B 11/54 4.5	0.13%	2,200,000
268	SW.5.418 01.15.35 144A	SMURFIT WESTROCK FINANCING DESIGNATED ACTIVITY COMPANY - SMURFIT WESTROCK FIN COMPANY GUAR 144A 01/35 5.418	0.13%	2,100,000
269	SANTAN.V6.527 11.07.27	BANCO SANTANDER SA 11/27 VAR	0.13%	2,000,000
270	n/a	EUROPEAN INVESTMENT BANK (EIB) - EUROPEAN INVESTMENT BANK SR UNSECURED 02/28 3.3	0.13%	3,400,000
271	n/a	SLG OFFICE TRUST 2021-OVA - SLG OFFICE TRUST SLG 2021 OVA X 144A	0.13%	156,136,500
272	SPGI.2.7 03.01.29	S&P GLOBAL INC (AKA: MCGRAW HILL FINANCIAL INC) - S+P GLOBAL INC COMPANY GUAR 03/29 2.7	0.13%	2,200,000
273	STWD.2021-HTS A	STWD 2021-HTS MORTGAGE TRUST 2021-HTS - STARWOOD COMMERCIAL MORTGAGE T STWD 2021 HTS A 144A	0.13%	2,038,582
274	TALNT.2023-1A A	TOYOTA AUTO LOAN EXTENDED NOTE TRUST 2023-1A - TOYOTA AUTO LOAN EXTENDED NOTE TALNT 2023 1A A 144A	0.13%	2,000,000
275	EIX.4.697 06.15.40 A-1	SCE RECOVERY FUNDING LLC SR SECURED 06/42 4.697	0.12%	2,029,598
276	RABOBK.V1.004 09.24.26 144A	COOPERATIEVE RABOBANK UA (AKA: RABOBANK NEDERLAND) - COOPERATIEVE RABOBANK UA 144A 09/26 VAR	0.12%	2,000,000
277	SNVA.2023-A A	SUNNOVA HELIOS XI ISSUER LLC 2023-A - (SUNNOVA) AURORA I ISSUER, LLC SNVA 2023 A A 144A	0.12%	1,996,094
278	CWENA.4.75 03.15.28 144A	CLEARWAY ENERGY OPERATING LLC - CLEARWAY ENERGY OP LLC COMPANY GUAR 144A 03/28 4.75	0.12%	2,000,000
279	CANYC.2020-1A AR2	CANYON CLO 2020-1 LTD - CANYON CAPITAL CLO LTD CANYC 2020 1A AR2 144A	0.12%	1,900,000
280	CNP.5.3 04.01.53	CENTERPOINT ENERGY HOUSTON ELECTRIC LLC - CENTERPOINT ENER HOUSTON GENL REF MOR 04/53 5.3	0.12%	2,000,000
281	n/a	WABTEC TRANSPORTATION NETHERLANDS BV - WABTEC TRANSPORTATION COMPANY GUAR 12/27 1.25	0.12%	1,900,000
282	FN.CA3437	FNMA PASS THRU POOLS - FNMA POOL CA3437 FN 04/34 FIXED 3	0.12%	1,991,795
283	n/a	GEMGARTO 2021-1 PLC 21 -1A - GEMGARTO GMG 2021 1A A 144A	0.12%	1,492,408
284	T.3.625 02.15.44	UNITED STATES GOVT - US TREASURY N/B 02/44 3.625	0.12%	2,200,000
285	SNVA.2023-1A A	SUNNOVA SOL V ISSUER LLC 2023-1A - SUNNOVA SOL V ISSUER, LLC SNVA 2023 1A A 144A	0.12%	1,929,392
286	GN.AI7205	GNMA PASS THRU POOLS - GNMA POOL AI7205 GN 08/45 FIXED 3.5	0.12%	1,989,084
287	CA.CASMED 4.19 06.01.2037	CALIFORNIA HEALTH FACILITIES FINANCING AUTHORITY - CALIFORNIA ST HLTH FACS FING A CASMED 06/37 FIXED 4.19	0.12%	2,000,000
288	GNR.2016-H21 AF	GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2016-H21 - GOVERNMENT NATIONAL MORTGAGE A GNR 2016 H21 AF	0.11%	1,805,360
289	MSC.2021-230P A	MORGAN STANLEY CAPITAL I INC 2021-230P - MORGAN STANLEY CAPITAL I TRUST MSC 2021 230P A 144A	0.11%	1,800,000
290	G2.BH9386	GNMA PASS THRU POOLS - GNMA II POOL BH9386 G2 06/48 FIXED 4	0.10%	1,778,325
291	LOWINF.3.386 07.01.26 2019	LOW INCOME INVESTMENT FUND - LOW INCOME INVESTMENT UNSECURED 07/26 3.386	0.10%	1,700,000
292	CA.CASFIN 2.88 11.01.2035	CALIFORNIA MUNICIPAL FINANCE AUTHORITY - CALIFORNIA ST MUNI FIN AUTH RE CASFIN 11/35 FIXED 2.877	0.10%	2,100,000
293	T.3 11.15.44	UNITED STATES GOVT - US TREASURY N/B 11/44 3	0.10%	2,100,000
294	TII.1.875 07.15.34	UNITED STATES GOVT - TSY INFL IX N/B 07/34 1.875	0.10%	1,609,584
295	ENELIM.5 06.15.32 144A	ENEL FINANCE INTERNATIONAL NV - ENEL FINANCE INTL NV SR UNSECURED 144A 06/32 5	0.10%	1,600,000
296	TII.0.625 07.15.32	UNITED STATES GOVT - TSY INFL IX N/B 07/32 0.625	0.10%	1,738,304
297	n/a	TIKEHAU CLO IX DAC 9A - TIKEHAU CLO IX DAC TIKEH 9A AR 144A	0.10%	1,500,000
298	FN.985616	FNMA PASS THRU POOLS - FNMA POOL 985616 FN 04/34 FIXED 5.5	0.10%	1,520,970
299	GOOD.2023-3C A	GOODLEAP SUSTAINABLE HOME IMPROVEMENT LOAN TRUST 2023-3C - GOODLEAP SUSTAINABLE HOME IMPR GOOD 2023 3C A 144A	0.10%	1,529,097
300	FHF.2023-1A A2	FHF TRUST 2023-1A - FIRST HELP FINANCIAL LLC FHF 2023 1A A2 144A	0.10%	1,503,155
301	OOMLT.2006-3 2A4	OPTION ONE MORTGAGE LOAN TRUST 2006-3 - OPTION ONE MORTGAGE LOAN TRUST OOMLT 2006 3 2A4	0.10%	3,244,171
302	FN.CA0241	FNMA PASS THRU POOLS - FNMA POOL CA0241 FN 08/47 FIXED 4	0.10%	1,630,609
303	CWL.2006-21 2A4	COUNTRYWIDE ASSET BACKED CERTS 2006-21 - COUNTRYWIDE ASSET BACKED CERTI CWL 2006 21 2A4	0.10%	1,642,446
304	MSAIC.2023-3A A	MOSAIC SOLAR LOAN TRUST 2023-3A - MOSAIC SOLAR LOANS LLC MSAIC 2023 3A A 144A	0.09%	1,501,332
305	TESLA.2024-A A2A	TESLA AUTO LEASE TRUST 2024-A - TESLA AUTO LEASE TRUST TESLA 2024 A A2A 144A	0.09%	1,482,988
306	G2.BH6692	GNMA PASS THRU POOLS - GNMA II POOL BH6692 G2 06/48 FIXED 4	0.09%	1,579,255
307	UXYH5	US 10YR ULTRA FUT MAR25 XCBT 20250320	0.09%	-869
308	G2.AX3359	GNMA PASS THRU POOLS - GNMA II POOL AX3359 G2 07/48 FIXED 4	0.09%	1,527,108
309	ANCHC.2018-10A A1AR	ANCHORAGE CAPITAL CLO LTD 2018-10A - ANCHORAGE CAPITAL CLO LTD ANCHC 2018 10A A1AR 144A	0.09%	1,408,424
310	SUMMT.2022-BVUE B	SUMIT 2022-BVUE MORTGAGE TRUST - SUMIT 2022 BVUE MORTGAGE TRUST SUMMT 2022 BVUE B 144A	0.09%	1,700,000
311	G2.BE6839	GNMA PASS THRU POOLS - GNMA II POOL BE6839 G2 03/48 FIXED 4	0.09%	1,471,533
312	G2.BO7890	GNMA PASS THRU POOLS - GNMA II POOL BO7890 G2 07/49 FIXED 3.5	0.09%	1,505,307
313	EIX.3.65 06.01.51 H	SOUTHERN CALIFORNIA EDISON COMPANY - SOUTHERN CAL EDISON 1ST MORTGAGE 06/51 3.65	0.09%	1,900,000
314	T.3.125 05.15.48	UNITED STATES GOVT - US TREASURY N/B 05/48 3.125	0.09%	1,800,000
315	GNR.2017-H14 FE	GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2017-H14 - GOVERNMENT NATIONAL MORTGAGE A GNR 2017 H14 FE	0.09%	1,325,208
316	T.2.5 02.15.45	UNITED STATES GOVT - US TREASURY N/B 02/45 2.5	0.08%	1,900,000
317	n/a	RFR USD SOFR/3.50000 12/18/24-30Y LCH	0.08%	1
318	n/a	RFR GBP SONIO/0.90000 03/15/22-30Y LCH	0.08%	1
319	T.2.375 11.15.49	UNITED STATES GOVT - US TREASURY N/B 11/49 2.375	0.08%	2,000,000
320	n/a	BLUEHUB LOAN FUND INC - BLUEHUB LOAN FUND SR UNSECURED 01/27 2.89	0.08%	1,300,000
321	GNR.2017-H25 FB	GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2017-H25 - GOVERNMENT NATIONAL MORTGAGE A GNR 2017 H25 FB	0.08%	1,208,199
322	T.3.375 05.15.44	UNITED STATES GOVT - US TREASURY N/B 05/44 3.375	0.08%	1,500,000
323	S.0 08.15.42	UNITED STATES GOVT - STRIPS 08/42 0.00000	0.08%	2,900,000
324	G2.BM1356	GNMA PASS THRU POOLS - GNMA II POOL BM1356 G2 07/49 FIXED 3.5	0.08%	1,315,934
325	G2.BD3919	GNMA PASS THRU POOLS - GNMA II POOL BD3919 G2 05/48 FIXED 4	0.07%	1,223,799
326	MSAC.2007-HE2 A2C	MORGAN STANLEY ABS CAPITAL I 2007-HE2 - MORGAN STANLEY CAPITAL INC MSAC 2007 HE2 A2C	0.07%	2,474,698
327	TII.1.5 02.15.53	UNITED STATES GOVT - TSY INFL IX N/B 02/53 1.5	0.07%	1,380,509
328	PERU.6.95 08.12.31 REGS	PERU GOVT - REPUBLIC OF PERU SR UNSECURED REGS 08/31 6.95	0.07%	3,900,000
329	n/a	SOLD EUR BOUGHT USD 20250115	0.07%	1
330	n/a	SOLD ZAR BOUGHT USD 20250117	0.07%	1
331	G2.BH3888	GNMA PASS THRU POOLS - GNMA II POOL BH3888 G2 05/48 FIXED 4	0.07%	1,126,278
332	G2.BG3076	GNMA PASS THRU POOLS - GNMA II POOL BG3076 G2 05/48 FIXED 4	0.07%	1,107,152
333	n/a	TRS SOFRINDX/IBOXIG INDX 03/20/25 JPM	0.07%	1
334	RAMC.2006-4 AF2	RENAISSANCE HOME EQUITY LOAN TR 2006-4 - RENAISSANCE HOME EQUITY LOAN T RAMC 2006 4 AF2	0.06%	3,358,543
335	TII.1 02.15.49	UNITED STATES GOVT - TSY INFL IX N/B 02/49 1	0.06%	1,379,895
336	PERU.6.15 08.12.32 144A	PERU GOVT - REPUBLIC OF PERU SR UNSECURED 144A 08/32 6.15	0.06%	3,800,000
337	G2.BM8966	GNMA PASS THRU POOLS - GNMA II POOL BM8966 G2 06/49 FIXED 3.5	0.06%	1,099,775
338	n/a	RFR USD SOFR/3.65517 03/01/24-4Y* LCH	0.06%	1
339	G2.BG6260	GNMA PASS THRU POOLS - GNMA II POOL BG6260 G2 06/48 FIXED 4	0.06%	1,046,733
340	S.0 02.15.42	UNITED STATES GOVT - STRIPS 02/42 0.00000	0.06%	2,300,000
341	n/a	GNMA PASS THRU POOLS - GNMA II POOL 784346 G2 07/47 FIXED 3.5	0.06%	1,031,309
342	GNR.2017-H10 FB	GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2017-H10 - GOVERNMENT NATIONAL MORTGAGE A GNR 2017 H10 FB	0.06%	918,590
343	GNSF.4 1.12	GNMA PASS THRU POOLS - GNMA I TBA 30 YR 4 SINGLE FAMILY MORTGAGE	0.06%	1,000,000
344	G2SF.4 2.12	GNMA PASS THRU POOLS - GNMA II TBA 30 YR 4 JUMBOS	0.06%	1,000,000
345	n/a	IRS EUR 2.50000 03/19/25-10Y LCH	0.06%	1
346	FHMR.2020-P003 A1	FREDDIE MAC MULTICLASS CERTIFICATES SERIES 2020-P003 - FREDDIE MAC MULTICLASS CERTIFI FHMR 2020 P003 A1	0.06%	1,036,582
347	BXP.2.55 04.01.32	BOSTON PROPERTIES LP SR UNSECURED 04/32 2.55	0.06%	1,100,000
348	GNR.2018-38 WF	GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2018-38 - GOVERNMENT NATIONAL MORTGAGE A GNR 2018 38 WF	0.06%	915,353
349	FHMS.KG02 X1	FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFICATES KG02 - FHLMC MULTIFAMILY STRUCTURED P FHMS KG02 X1	0.06%	24,426,312
350	BOAMS.2007-2 A13	BANK OF AMERICA MTGE SECS-2007-2 - BANC OF AMERICA MORTGAGE SECUR BOAMS 2007 2 A13	0.05%	1,120,046
351	RXH5	EURO-BUND FUTURE MAR25 XEUR 20250306	0.05%	-364
352	FN.AL0520	FNMA PASS THRU POOLS - FNMA POOL AL0520 FN 07/41 FIXED VAR	0.05%	831,983
353	TII.0.125 02.15.52	UNITED STATES GOVT - TSY INFL IX N/B 02/52 0.125	0.05%	1,474,135
354	GSMPS.2006-RP2 1AF1	GSMPS MORTGAGE LOAN TRUST 2006-RP2 - GSMPS MORTGAGE LOAN TRUST GSMPS 2006 RP2 1AF1 144A	0.05%	933,084
355	NY.NYCMFH 1.68 11.01.2028	NEW YORK CITY HOUSING DEVELOPMENT CORP - NEW YORK CITY NY HSG DEV CORP NYCMFH 11/28 FIXED 1.677	0.05%	875,000
356	G2.BM1355	GNMA PASS THRU POOLS - GNMA II POOL BM1355 G2 07/49 FIXED 3.5	0.05%	831,270
357	n/a	FNMA PASS THRU POOLS - FNMA POOL AL3799 FN 05/28 FIXED VAR	0.05%	725,058
358	TII.0.625 02.15.43	UNITED STATES GOVT - TSY INFL IX N/B 02/43 0.625	0.04%	961,086
359	FN.BE5205	FNMA PASS THRU POOLS - FNMA POOL BE5205 FN 03/47 FIXED 3.5	0.04%	777,006
360	JPMAC.2005-FRE1 M1	JP MORGAN MTGE ACQUIS CORP 2005-FRE1 - JP MORGAN MORTGAGE ACQUISITION JPMAC 2005 FRE1 M1	0.04%	713,265
361	ENELIM.4.625 06.15.27 144A	ENEL FINANCE INTERNATIONAL NV - ENEL FINANCE INTL NV SR UNSECURED 144A 06/27 4.625	0.04%	700,000
362	T.1.375 08.15.50	UNITED STATES GOVT - US TREASURY N/B 08/50 1.375	0.04%	1,400,000
363	CASL.2018-A A1	COLLEGE AVE STUDENT LOANS LLC 2018-A - COLLEGE AVE STUDENT LOANS CASL 2018 A A1 144A	0.04%	677,898
364	n/a	CDX ITRAXX XOV42 5Y 35-100% SP JPM	0.04%	1
365	JPMMT.2006-S2 3A10	JP MORGAN MORTGAGE TRUST 2006-S2 - JP MORGAN MORTGAGE TRUST JPMMT 2006 S2 3A10	0.04%	2,031,754
366	RALI.2006-QA6 A1	RESIDENTIAL ACCREDIT LOANS 2006-QA6 - RESIDENTIAL ACCREDIT LOANS, IN RALI 2006 QA6 A1	0.04%	731,734
367	n/a	SOLD CAD BOUGHT USD 20250115	0.04%	1
368	HASI.3.75 09.15.30 144A	HANNON ARMSTRONG (HAT HOLDINGS I LLC / HAT HOLDINGS II LLC) - HAT HOLDINGS I LLC/HAT COMPANY GUAR 144A 09/30 3.75	0.04%	675,000
369	TII.1.75 01.15.34	UNITED STATES GOVT - TSY INFL IX N/B 01/34 1.75	0.04%	616,146
370	CSMC.2007-3 2A4	CREDIT SUISSE MORTGAGE CAP CERT 2007-3 - CREDIT SUISSE MORTGAGE TRUST CSMC 2007 3 2A4	0.04%	2,282,838
371	GSR.2007-AR1 2A1	GSR MORTGAGE LOAN TRUST 2007-AR1 - GSR MORTGAGE LOAN TRUST GSR 2007 AR1 2A1	0.04%	935,269
372	G2.BM9250	GNMA PASS THRU POOLS - GNMA II POOL BM9250 G2 05/49 FIXED 3.5	0.04%	609,830
373	T.3 05.15.42	UNITED STATES GOVT - US TREASURY N/B 05/42 3	0.03%	700,000
374	FN.CB4615	FNMA PASS THRU POOLS - FNMA POOL CB4615 FN 07/52 FIXED 4.5	0.03%	580,591
375	AHMA.2007-3 21A1	AMERICAN HOME MORTGAGE ASSETS 2007-3 - AMERICAN HOME MORTGAGE ASSETS AHMA 2007 3 21A1	0.03%	633,435
376	G2.679639	GNMA PASS THRU POOLS - GNMA II POOL 679639 G2 06/48 FIXED 4	0.03%	541,819
377	FN.AD0570	FNMA PASS THRU POOLS - FNMA POOL AD0570 FN 08/37 FIXED VAR	0.03%	496,787
378	n/a	FANNIE MAE REMICS 2015-38 - FANNIE MAE FNR 2015 38 DF	0.03%	483,318
379	n/a	RENEW WIND ENERGY AP2 / RENEW POWER PVT LTD OTHER 9 SUBSIDIARIES - 10 RENEW POWER SUBSIDIAR SR SECURED REGS 07/28 4.5	0.03%	500,000
380	FHR.2449 ZA	FREDDIE MAC 2449 - FREDDIE MAC FHR 2449 ZA	0.03%	455,427
381	MHL.2006-1 1A1	MORTGAGEIT TRUST 2006-1 - MORTGAGEIT TRUST MHL 2006 1 1A1	0.03%	494,564
382	n/a	NEW YORK CITY HOUSING DEVELOPMENT CORP - NEW YORK CITY NY HSG DEV CORP NYCMFH 05/28 FIXED 1.577	0.03%	500,000
383	FN.CB7220	FNMA PASS THRU POOLS - FNMA POOL CB7220 FN 09/53 FIXED 5.5	0.03%	456,687
384	n/a	SOLD AUD BOUGHT USD 20250115	0.03%	1
385	ENELIM.2.25 07.12.31 144A	ENEL FINANCE INTERNATIONAL NV - ENEL FINANCE INTL NV COMPANY GUAR 144A 07/31 2.5	0.03%	500,000
386	FG.Q56466	FHLMC PASS THRU POOLS - FED HM LN PC POOL Q56466 FG 06/48 FIXED 4	0.03%	450,228
387	MSAC.2006-NC4 A2C	MORGAN STANLEY ABS CAPITAL I 2006-NC4 - MORGAN STANLEY CAPITAL INC MSAC 2006 NC4 A2C	0.03%	495,361
388	n/a	INVESTINDUSTRIAL VIII SCSP - PROJECT ALFA INVESTNDSTRL VIII EUR TERM LOAN	0.03%	400,000
389	NCHET.2003-2 M2	NEW CENTURY HOME EQUITY LOAN TRUST 2003-2 - NEW CENTURY HOME EQUITY LOAN T NCHET 2003 2 M2	0.03%	490,088
390	n/a	RFR USD SOFR/3.75000 12/18/24-5Y LCH	0.03%	1
391	WAMU.2007-HY3 4A1	WAMU MTGE P/T CERT 2007-HY3 - WAMU MORTGAGE PASS THROUGH CER WAMU 2007 HY3 4A1	0.02%	422,003
392	FN.BX6672	FNMA PASS THRU POOLS - FNMA POOL BX6672 FN 02/53 FIXED 5	0.02%	391,880
393	WAMU.2006-AR16 3A3	WASHINGTON MUTUAL 2006-AR16 - WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR16 3A3	0.02%	430,295
394	G2.BH0394	GNMA PASS THRU POOLS - GNMA II POOL BH0394 G2 06/48 FIXED 4	0.02%	392,582
395	GNR.2015-H12 FB	GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2015-H12 - GOVERNMENT NATIONAL MORTGAGE A GNR 2015 H12 FB	0.02%	356,462
396	INDX.2005-AR31 1A1	INDYMAC INDX MORTGAGE LOAN TR 2005-AR31 - INDYMAC INDX MORTGAGE LOAN TRU INDX 2005 AR31 1A1	0.02%	392,312
397	MSAC.2007-HE7 A2C	MORGAN STANLEY ABS CAPITAL I 2007-HE7 - MORGAN STANLEY CAPITAL INC MSAC 2007 HE7 A2C	0.02%	400,000
398	n/a	CDX IG43 5Y ICE	0.02%	1
399	LMT.2007-8 1A1	LEHMAN MORTGAGE TRUST 2007-8 - LEHMAN MORTGAGE TRUST LMT 2007 8 1A1	0.02%	352,483
400	SNVA.2023-GRID1 1A	SUNNOVA HESTIA I ISSUER LLC 2023-GRID1 - SUNNOVA HESTIA I ISSUER, LLC SNVA 2023 GRID1 1A 144A	0.02%	322,193
401	FR.SD8403	FHLMC PASS THRU POOLS - FED HM LN PC POOL SD8403 FR 02/54 FIXED 6.5	0.02%	313,878
402	FN.AD0847	FNMA PASS THRU POOLS - FNMA POOL AD0847 FN 06/39 FIXED VAR	0.02%	308,015
403	n/a	FHLMC PASS THRU POOLS - FED HM LN PC POOL QI1132 FR 03/54 FIXED 5	0.02%	313,302
404	GNR.2017-182 FW	GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2017-182 - GOVERNMENT NATIONAL MORTGAGE A GNR 2017 182 FW	0.02%	293,951
405	NY.NYCMFH 1.48 11.01.2027	NEW YORK CITY HOUSING DEVELOPMENT CORP - NEW YORK CITY NY HSG DEV CORP NYCMFH 11/27 FIXED 1.477	0.02%	300,000
406	TMST.2006-5 A1	THORNBURG MORTGAGE SECURITIES TR 2006-5 - THORNBURG MORTGAGE SECURITIES TMST 2006 5 A1	0.02%	270,547
407	FG.C03475	FHLMC PASS THRU POOLS - FED HM LN PC POOL C03475 FG 04/40 FIXED 6	0.02%	239,573
408	n/a	SOLD BRL BOUGHT USD 20250103	0.01%	1
409	n/a	SOLD SEK BOUGHT USD 20250115	0.01%	1
410	FN.AD0643	FNMA PASS THRU POOLS - FNMA POOL AD0643 FN 06/39 FIXED VAR	0.01%	205,358
411	SAMI.2007-AR2 2A1	STRUCTURED ASSET MTG INV INC 2007-AR2 - STRUCTURED ASSET MORTGAGE INVE SAMI 2007 AR2 2A1	0.01%	512,691
412	BSSP.2007-R6 2A1	BEAR STEARNS STRUC PROD INC 2007-R6 - BEAR STEARNS STRUCTURED PRODUC BSSP 2007 R6 2A1	0.01%	244,389
413	FN.813110	FNMA PASS THRU POOLS - FNMA POOL 813110 FN 02/35 FIXED 5.5	0.01%	184,884
414	n/a	NEW YORK CITY HOUSING DEVELOPMENT CORP - NEW YORK CITY NY HSG DEV CORP NYCMFH 05/27 FIXED 1.377	0.01%	200,000
415	USH5	US LONG BOND(CBT) MAR25 XCBT 20250320	0.01%	-54
416	n/a	FNMA PASS THRU POOLS - FNMA POOL AC2754 FN 08/39 FIXED 5.5	0.01%	176,075
417	BSABS.2006-HE7 2A2	BEAR STEARNS ASSETBACK SEC 2006-HE7 - BEAR STEARNS ASSET BACKED SECU BSABS 2006 HE7 2A2	0.01%	177,944
418	FN.AE0728	FNMA PASS THRU POOLS - FNMA POOL AE0728 FN 09/39 FIXED VAR	0.01%	149,438
419	n/a	AT&T INC SNR S* ICE	0.01%	1
420	FN.794277	FNMA PASS THRU POOLS - FNMA POOL 794277 FN 09/34 FIXED 5.5	0.01%	140,808
421	n/a	FNMA PASS THRU POOLS - FNMA POOL 674952 FN 12/32 FIXED 5.5	0.01%	130,012
422	GN.782468	GNMA PASS THRU POOLS - GNMA POOL 782468 GN 11/38 FIXED 5	0.01%	123,958
423	n/a	RFR USD SOFR/3.50000 12/18/24-1Y LCH	0.01%	1
424	n/a	IRS AUD 4.50000 09/20/23-10Y LCH	0.01%	1
425	FG.G05956	FHLMC PASS THRU POOLS - FED HM LN PC POOL G05956 FG 07/38 FIXED 5.5	0.01%	115,523
426	GSAMP.2007-FM1 A2A	GSAMP TRUST 2007-FM1 - GSAMP TRUST GSAMP 2007 FM1 A2A	0.01%	236,128
427	n/a	RFR USD SOFR/3.28000 09/16/24-10Y LCH	0.01%	1
428	n/a	SOLD GBP BOUGHT USD 20250115	0.01%	1
429	n/a	FNMA PASS THRU POOLS - FNMA POOL 735886 FN 08/35 FLOATING VAR	0.01%	114,272
430	n/a	RFR USD SOFR/3.55500 08/28/24-10Y LCH	0.01%	1
431	TII.1 02.15.46	UNITED STATES GOVT - TSY INFL IX N/B 02/46 1	0.01%	133,223
432	FN.735227	FNMA PASS THRU POOLS - FNMA POOL 735227 FN 02/35 FIXED VAR	0.01%	96,980
433	n/a	SOLD BRL BOUGHT USD 20250204	0.01%	1
434	FN.735502	FNMA PASS THRU POOLS - FNMA POOL 735502 FN 04/35 FIXED VAR	0.01%	84,423
435	FN.AD8695	FNMA PASS THRU POOLS - FNMA POOL AD8695 FN 06/40 FIXED 5	0.01%	85,380
436	n/a	IRS AUD 4.50000 09/18/24-10Y LCH	0.01%	1
437	FN.357937	FNMA PASS THRU POOLS - FNMA POOL 357937 FN 07/35 FIXED 6	0.01%	77,657
438	FG.G02826	FHLMC PASS THRU POOLS - FED HM LN PC POOL G02826 FG 05/37 FIXED 6	0.00%	74,341
439	FG.G03581	FHLMC PASS THRU POOLS - FED HM LN PC POOL G03581 FG 11/37 FIXED 6	0.00%	73,352
440	FN.790746	FNMA PASS THRU POOLS - FNMA POOL 790746 FN 09/34 FIXED 5.5	0.00%	73,694
441	FNR.2007-73 A1	FANNIE MAE 2007-73 - FANNIE MAE FNR 2007 73 A1	0.00%	75,952
442	FN.889176	FNMA PASS THRU POOLS - FNMA POOL 889176 FN 03/38 FIXED VAR	0.00%	72,126
443	FG.G08200	FHLMC PASS THRU POOLS - FED HM LN PC POOL G08200 FG 05/37 FIXED 6	0.00%	69,506
444	MSM.2007-7AX 2A3	MORGAN STANLEY MTGE LN TR 2007-7AX - MORGAN STANLEY MORTGAGE LOAN T MSM 2007 7AX 2A3	0.00%	258,272
445	FG.G06849	FHLMC PASS THRU POOLS - FED HM LN PC POOL G06849 FG 09/35 FIXED 4	0.00%	71,735
446	n/a	RFR USD SOFR/3.73910 03/01/24-7Y* LCH	0.00%	1
447	n/a	RFR USD SOFR/3.72680 03/01/24-7Y* LCH	0.00%	1
448	G2.80578	GNMA PASS THRU POOLS - GNMA II POOL 080578 G2 02/32 FLOATING VAR	0.00%	63,209
449	n/a	RFR USD SOFR/3.76473 12/17/24-30Y LCH	0.00%	1
450	HALO.2007-WF1 A1	HSI ASSET LOAN OBLIGATION 2007-WF1 - HSI ASSET LOAN OBLIGATION HALO 2007 WF1 A1	0.00%	195,050
451	n/a	IRS AUD 4.50000 03/20/24-10Y LCH	0.00%	1
452	n/a	317U7UHA9 PIMCO SWAPTION 3.57 CALL USD 2025062	0.00%	48,500,000
453	FN.745418	FNMA PASS THRU POOLS - FNMA POOL 745418 FN 04/36 FIXED VAR	0.00%	55,383
454	GNR.2016-H08 FT	GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2016-H08 - GOVERNMENT NATIONAL MORTGAGE A GNR 2016 H08 FT	0.00%	55,809
455	n/a	317U7VRA6 PIMCO SWAPTION 3.6 CALL USD 20250626	0.00%	42,600,000
456	XMH5	AUST 10Y BOND FUT MAR25 XSFE 20250317	0.00%	-60
457	BCAP.2011-RR5 12A1	BCAP LLC TRUST 2011-RR5 - BCAP LLC TRUST BCAP 2011 RR5 12A1 144A	0.00%	52,172
458	FG.C91236	FHLMC PASS THRU POOLS - FED HM LN PC POOL C91236 FG 02/29 FIXED 4.5	0.00%	50,447
459	FG.G03392	FHLMC PASS THRU POOLS - FED HM LN PC POOL G03392 FG 10/37 FIXED 6	0.00%	47,849
460	FN.832446	FNMA PASS THRU POOLS - FNMA POOL 832446 FN 08/35 FLOATING VAR	0.00%	49,151
461	GN.783677	GNMA PASS THRU POOLS - GNMA POOL 783677 GN 09/40 FIXED 5	0.00%	47,373
462	FG.C91302	FHLMC PASS THRU POOLS - FED HM LN PC POOL C91302 FG 05/30 FIXED 4.5	0.00%	47,100
463	n/a	FHLMC PASS THRU POOLS - FED HM LN PC POOL G03931 FG 02/38 FIXED 6	0.00%	40,765
464	FN.745933	FNMA PASS THRU POOLS - FNMA POOL 745933 FN 09/36 FIXED VAR	0.00%	40,540
465	FN.790907	FNMA PASS THRU POOLS - FNMA POOL 790907 FN 09/34 FIXED 5.5	0.00%	41,758
466	n/a	FNMA PASS THRU POOLS - FNMA POOL 878201 FN 09/36 FIXED 6	0.00%	37,450
467	n/a	SOLD EUR BOUGHT USD 20250115	0.00%	1
468	FN.762626	FNMA PASS THRU POOLS - FNMA POOL 762626 FN 01/34 FIXED 5.5	0.00%	36,513
469	FN.AB0194	FNMA PASS THRU POOLS - FNMA POOL AB0194 FN 01/39 FIXED 5.5	0.00%	35,868
470	n/a	SOLD SGD BOUGHT USD 20250115	0.00%	1
471	n/a	RFR USD SOFR/3.72186 03/01/24-7Y* LCH	0.00%	1
472	FN.755505	FNMA PASS THRU POOLS - FNMA POOL 755505 FN 12/33 FIXED 5.5	0.00%	32,131
473	FN.256436	FNMA PASS THRU POOLS - FNMA POOL 256436 FN 10/36 FIXED 6	0.00%	31,079
474	FG.G04576	FHLMC PASS THRU POOLS - FED HM LN PC POOL G04576 FG 09/38 FIXED 6	0.00%	30,259
475	FN.735805	FNMA PASS THRU POOLS - FNMA POOL 735805 FN 07/35 FLOATING VAR	0.00%	30,930
476	n/a	FNMA PASS THRU POOLS - FNMA POOL 797443 FN 01/35 FIXED 5.5	0.00%	30,518
477	n/a	SOLD SGD BOUGHT USD 20250115	0.00%	1
478	FN.888967	FNMA PASS THRU POOLS - FNMA POOL 888967 FN 12/37 FIXED VAR	0.00%	29,392
479	FN.829907	FNMA PASS THRU POOLS - FNMA POOL 829907 FN 07/35 FIXED 6	0.00%	29,706
480	n/a	317U7TAA9 PIMCO SWAPTION 3.6 CALL USD 20250618	0.00%	24,700,000
481	GN.647668	GNMA PASS THRU POOLS - GNMA POOL 647668 GN 04/37 FIXED 6	0.00%	28,414
482	FN.804565	FNMA PASS THRU POOLS - FNMA POOL 804565 FN 01/35 FLOATING VAR	0.00%	27,943
483	n/a	FREDDIE MAC 1935 - FREDDIE MAC FHR 1935 JZ	0.00%	27,893
484	FN.897160	FNMA PASS THRU POOLS - FNMA POOL 897160 FN 09/36 FIXED 6	0.00%	27,096
485	GN.774311	GNMA PASS THRU POOLS - GNMA POOL 774311 GN 05/42 FIXED 5	0.00%	27,886
486	FN.AO8051	FNMA PASS THRU POOLS - FNMA POOL AO8051 FN 06/42 FIXED 4.5	0.00%	27,672
487	FN.992944	FNMA PASS THRU POOLS - FNMA POOL 992944 FN 12/38 FIXED 5.5	0.00%	26,436
488	n/a	SOLD CAD BOUGHT USD 20250115	0.00%	1
489	n/a	SOLD SGD BOUGHT USD 20250115	0.00%	1
490	GNR.2016-H13 FT	GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2016-H13 - GOVERNMENT NATIONAL MORTGAGE A GNR 2016 H13 FT	0.00%	24,094
491	n/a	FNMA PASS THRU POOLS - FNMA POOL AH5585 FN 02/41 FIXED 5	0.00%	24,038
492	FG.G04731	FHLMC PASS THRU POOLS - FED HM LN PC POOL G04731 FG 04/38 FIXED 5.5	0.00%	23,100
493	FG.G04625	FHLMC PASS THRU POOLS - FED HM LN PC POOL G04625 FG 06/36 FIXED 6	0.00%	22,090
494	CNH5	CAN 10YR BOND FUT MAR25 XMOD 20250320	0.00%	16
495	n/a	317U7SCA9 PIMCO SWAPTION 3.46 CALL USD 2025061	0.00%	23,800,000
496	FN.894881	FNMA PASS THRU POOLS - FNMA POOL 894881 FN 09/36 FIXED 6	0.00%	21,098
497	FG.G02744	FHLMC PASS THRU POOLS - FED HM LN PC POOL G02744 FG 03/37 FIXED 6	0.00%	20,372
498	FN.972952	FNMA PASS THRU POOLS - FNMA POOL 972952 FN 02/38 FIXED 5	0.00%	19,985
499	FN.AA4236	FNMA PASS THRU POOLS - FNMA POOL AA4236 FN 04/39 FIXED 4.5	0.00%	20,266
500	FN.797491	FNMA PASS THRU POOLS - FNMA POOL 797491 FN 03/35 FIXED 5.5	0.00%	18,732

As of Dec 31, 2024

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Asset Allocation

Asset Class	% Weight
Bond	135.83%
Other	-1.45%
Cash	-34.38%

Country Breakdown

Sector	% Weight
United States	83.28%
Other	7.29%
XS	5.69%
Canada	2.63%
Australia	0.33%
Germany	0.25%
EU	0.24%
France	0.21%
United Kingdom	0.08%