PIMCO Real Return Fund Class I-2 (PRLPX)

PRLPX Holdings List

As of Dec 31, 2024

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No.	Symbol	Name	% Weight	Shares
1	FNCL 4.5 3.12	UMBS PASS THRU POOLS - FNMA TBA 30 YR 4.5 SINGLE FAMILY MORTGAGE	4.59%	364,000,000
2	TII 0.625 07.15.32	UNITED STATES GOVT - TSY INFL IX N/B 07/32 0.625	4.50%	374,713,156
3	TII 0.125 07.15.30	UNITED STATES GOVT - TSY INFL IX N/B 07/30 0.125	4.40%	363,912,184
4	TII 0.25 07.15.29	UNITED STATES GOVT - TSY INFL IX N/B 07/29 0.25	4.12%	331,384,600
5	TII 3.625 04.15.28	UNITED STATES GOVT - TSY INFL IX N/B 04/28 3.625	4.10%	290,929,131
6	TII 0.5 01.15.28	UNITED STATES GOVT - TSY INFL IX N/B 01/28 0.5	4.00%	311,320,044
7	TII 1.375 07.15.33	UNITED STATES GOVT - TSY INFL IX N/B 07/33 1.375	3.99%	317,631,472
8	TII 3.875 04.15.29	UNITED STATES GOVT - TSY INFL IX N/B 04/29 3.875	3.96%	274,772,382
9	TII 0.125 01.15.31	UNITED STATES GOVT - TSY INFL IX N/B 01/31 0.125	3.85%	322,940,108
10	TII 1.75 01.15.28	UNITED STATES GOVT - TSY INFL IX N/B 01/28 1.75	3.84%	287,880,463
11	n/a	ITALY GOVT - BUONI POLIENNALI DEL TES SR UNSECURED 144A REGS 05/25 1	3.79%	272,842,131
12	TII 0.125 07.15.26	UNITED STATES GOVT - TSY INFL IX N/B 07/26 0.125	3.52%	268,274,321
13	TII 1.875 07.15.34	UNITED STATES GOVT - TSY INFL IX N/B 07/34 1.875	3.43%	263,488,901
14	TII 0.75 07.15.28	UNITED STATES GOVT - TSY INFL IX N/B 07/28 0.75	3.23%	250,782,399
15	TII 1.375 02.15.44	UNITED STATES GOVT - TSY INFL IX N/B 02/44 1.375	2.96%	264,927,110
16	TII 0.125 07.15.31	UNITED STATES GOVT - TSY INFL IX N/B 07/31 0.125	2.85%	241,417,245
17	G2SF 3.5 1.12	GNMA PASS THRU POOLS - GNMA II TBA 30 YR 3.5 JUMBOS	2.80%	233,500,000
18	FNCL 6 2.12	UMBS PASS THRU POOLS - FNMA TBA 30 YR 6 SINGLE FAMILY MORTGAGE	2.55%	189,600,000
19	TII 0.125 01.15.30	UNITED STATES GOVT - TSY INFL IX N/B 01/30 0.125	2.33%	191,152,578
20	TII 0.125 10.15.26	UNITED STATES GOVT - TSY INFL IX N/B 10/26 0.125	2.15%	164,845,613
21	TII 1 02.15.46	UNITED STATES GOVT - TSY INFL IX N/B 02/46 1	2.12%	209,514,483
22	TII 0.75 02.15.42	UNITED STATES GOVT - TSY INFL IX N/B 02/42 0.75	1.94%	188,136,834
23	TII 0.875 02.15.47	UNITED STATES GOVT - TSY INFL IX N/B 02/47 0.875	1.80%	185,057,643
24	FNCL 4 3.12	UMBS PASS THRU POOLS - FNMA TBA 30 YR 4 SINGLE FAMILY MORTGAGE	1.66%	135,130,000
25	TII 0.125 01.15.32	UNITED STATES GOVT - TSY INFL IX N/B 01/32 0.125	1.60%	137,390,188
26	TII 0.75 02.15.45	UNITED STATES GOVT - TSY INFL IX N/B 02/45 0.75	1.59%	163,138,850
27	TII 2.5 01.15.29	UNITED STATES GOVT - TSY INFL IX N/B 01/29 2.5	1.40%	102,441,836
28	TII 2.125 04.15.29	UNITED STATES GOVT - TSY INFL IX N/B 04/29 2.125	1.32%	98,483,075
29	TII 1.125 01.15.33	UNITED STATES GOVT - TSY INFL IX N/B 01/33 1.125	1.18%	95,692,716
30	n/a	JAPAN GOVT CPI LINKED BONDS 03/29 0.1	1.18%	13,246,705,100
31	TII 1.25 04.15.28	UNITED STATES GOVT - TSY INFL IX N/B 04/28 1.25	1.17%	89,663,628
32	n/a	FRANCE GOVT - FRANCE (GOVT OF) BONDS 144A REGS 03/26 0.1	1.14%	82,525,114
33	TII 1.625 10.15.29	UNITED STATES GOVT - TSY INFL IX N/B 10/29 1.625	1.13%	85,372,320
34	TII 0.125 04.15.26	UNITED STATES GOVT - TSY INFL IX N/B 04/26 0.125	1.11%	84,475,968
35	TII 2.125 02.15.40	UNITED STATES GOVT - TSY INFL IX N/B 02/40 2.125	1.10%	84,794,308
36	TII 0.875 01.15.29	UNITED STATES GOVT - TSY INFL IX N/B 01/29 0.875	1.02%	79,600,164
37	TII 1.625 10.15.27	UNITED STATES GOVT - TSY INFL IX N/B 10/27 1.625	0.96%	71,928,675
38	TII 0.375 01.15.27	UNITED STATES GOVT - TSY INFL IX N/B 01/27 0.375	0.94%	72,323,739
39	n/a	JAPAN GOVT CPI LINKED BONDS 03/28 0.1	0.87%	9,828,109,584
40	FNCL 6.5 2.12	UMBS PASS THRU POOLS - FNMA TBA 30 YR 6.5 SINGLE FAMILY MORTGAGE	0.87%	63,600,000
41	TII 2.125 02.15.41	UNITED STATES GOVT - TSY INFL IX N/B 02/41 2.125	0.86%	66,411,926
42	FNCL 5.5 2.12	UMBS PASS THRU POOLS - FNMA TBA 30 YR 5.5 SINGLE FAMILY MORTGAGE	0.85%	64,300,000
43	TII 0.125 04.15.27	UNITED STATES GOVT - TSY INFL IX N/B 04/27 0.125	0.85%	65,962,000
44	n/a	PIMCO FUNDS - PIMCO PRV SHORT TERM FLT III MUTUAL FUND	0.84%	6,454,575
45	TII 1.75 01.15.34	UNITED STATES GOVT - TSY INFL IX N/B 01/34 1.75	0.83%	64,798,021
46	TII 0.25 02.15.50	UNITED STATES GOVT - TSY INFL IX N/B 02/50 0.25	0.80%	101,503,053
47	TII 0.625 02.15.43	UNITED STATES GOVT - TSY INFL IX N/B 02/43 0.625	0.77%	78,559,170
48	TII 2.125 02.15.54	UNITED STATES GOVT - TSY INFL IX N/B 02/54 2.125	0.77%	61,815,254
49	TII 0.375 07.15.27	UNITED STATES GOVT - TSY INFL IX N/B 07/27 0.375	0.70%	54,249,677
50	TII 1 02.15.48	UNITED STATES GOVT - TSY INFL IX N/B 02/48 1	0.64%	64,759,247
51	TII 0.125 02.15.51	UNITED STATES GOVT - TSY INFL IX N/B 02/51 0.125	0.45%	60,992,903
52	TII 1 02.15.49	UNITED STATES GOVT - TSY INFL IX N/B 02/49 1	0.44%	44,482,672
53	TII 0.125 02.15.52	UNITED STATES GOVT - TSY INFL IX N/B 02/52 0.125	0.40%	55,450,155
54	n/a	RFR USD SOFR/2.86500 02/13/24-30Y LCH	0.40%	1
55	CANRRB 4.25 12.01.26 CPI	CANADA GOVT - CANADIAN GOVERNMENT RRB BONDS 12/26 4.25	0.38%	38,688,090
56	TII 2.375 10.15.28	UNITED STATES GOVT - TSY INFL IX N/B 10/28 2.375	0.38%	27,516,753
57	n/a	IRS EUR 0.19700 11/08/22-30Y LCH	0.31%	1
58	n/a	ITALY GOVT - BUONI POLIENNALI DEL TES SR UNSECURED 144A REGS 05/30 0	0.27%	20,291,440
59	FR ZM5146	FHLMC PASS THRU POOLS - FED HM LN PC POOL ZM5146 FR 12/47 FIXED 4	0.27%	21,504,654
60	GNR 2022-H22 F	GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2022-H22 - GOVERNMENT NATIONAL MORTGAGE A GNR 2022 H22 F	0.23%	17,162,261
61	CMLTI 2006-WFH3 M3	CITIGROUP MORTGAGE LOAN TRUST 2006-WFH3 - CITIGROUP MORTGAGE LOAN TRUST CMLTI 2006 WFH3 M3	0.23%	17,188,000
62	BABSN 2018-1A A1	BARINGS CLO LTD 2018-I - BABSON CLO LTD BABSN 2018 1A A1 144A	0.22%	16,076,715
63	n/a	FRANCE GOVT - FRANCE (GOVT OF) BONDS 144A REGS 07/31 0.1	0.22%	16,385,960
64	SASC 2006-OPT1 M1	STRUCTURED ASSET SECUR CORP 2006-OPT1 - STRUCTURED ASSET SECURITIES CO SASC 2006 OPT1 M1	0.21%	18,706,848
65	FNCL 4.5 1.12	UMBS PASS THRU POOLS - FNMA TBA 30 YR 4.5 SINGLE FAMILY MORTGAGE	0.20%	16,200,000
66	TII 3.375 04.15.32	UNITED STATES GOVT - TSY INFL IX N/B 04/32 3.375	0.20%	13,871,442
67	n/a	IRS EUR 0.19500 11/04/22-30Y LCH	0.20%	1
68	n/a	RFRF USD SOFR/2.28500 11/15/23-30Y LCH	0.19%	1
69	n/a	DRYDEN XXVII-R EURO CLO BV 2017-27A - DRYDEN LEVERAGED LOAN CDO DRYD 2017 27A AR 144A	0.18%	13,093,148
70	MF1 2022-FL9 A	MF1 2022-FL9 LLC - MF1 MULTIFAMILY HOUSING MORTGA MF1 2022 FL9 A 144A	0.18%	13,382,801
71	n/a	IRS EUR 0.19000 11/04/22-30Y LCH	0.18%	1
72	n/a	CVC CORDATUS LOAN FUND XI DAC 21-1 - CORDATUS CLO PLC CORDA 11A AR 144A	0.17%	12,421,651
73	USH5	US LONG BOND(CBT) MAR25 XCBT 20250320	0.17%	-4,421
74	NRZT 2019-RPL3 A1	NEW RESIDENTIAL MORTGAGE LOAN TRUST 2019-RPL3 - NEW RESIDENTIAL MORTGAGE LOAN NRZT 2019 RPL3 A1 144A	0.17%	13,302,360
75	RAMC 2007-3 AF1	RENAISSANCE HOME EQUITY LOAN TR 2007-3 - RENAISSANCE HOME EQUITY LOAN T RAMC 2007 3 AF1	0.17%	30,145,596
76	n/a	MADISON PARK EURO FUNDING VIII DAC - MADISON PARK EURO FUNDING CADOG 8A ARR 144A	0.16%	11,888,207
77	n/a	IRS EUR 2.50000 03/19/25-10Y LCH	0.16%	1
78	n/a	HARVEST CLO XX DAC 20A - HARVEST CLO HARVT 20A AR 144A	0.16%	11,542,656
79	n/a	SOLD EUR BOUGHT USD 20250115	0.15%	1
80	n/a	RFRF USD SOFR/2.23650 11/21/23-30Y LCH	0.15%	1
81	n/a	JYSKE REALKREDIT A/S COVERED 10/53 1.5	0.15%	97,806,983
82	TII 1.5 02.15.53	UNITED STATES GOVT - TSY INFL IX N/B 02/53 1.5	0.14%	13,380,318
83	FFML 2005-FF12 M2	FIRST FRANKLIN MTG LOAN 2005-FF12 - FIRST FRANKLIN MTG LOAN ASSET FFML 2005 FF12 M2	0.14%	10,670,029
84	LNCR 2022-CRE7 A	LOANCORE 2022-CRE7 ISSUER LTD - LOANCORE 2022 CRE7 ISSUER LTD. LNCR 2022 CRE7 A 144A	0.14%	10,139,401
85	CITM 2007-1 1M1	CIT MTGE LOAN TRUST 2007-1 - CIT MORTGAGE LOAN TRUST CITM 2007 1 1M1 144A	0.13%	9,592,952
86	TRTX 2022-FL5 A	TPG REAL ESTATE FINANCE ISSUER LTD 2022-FL5 - TPG REAL ESTATE FINANCE TRTX 2022 FL5 A 144A	0.12%	9,001,879
87	n/a	ITALY GOVT - BUONI POLIENNALI DEL TES SR UNSECURED 144A REGS 05/36 1	0.12%	8,475,794
88	n/a	INF SWAP US IT 2.41875 03/05/21-5Y LCH	0.12%	1
89	n/a	DRYDEN 52 EURO CLO 2017 17-52A - DRYDEN EURO CLO DRYD 2017 52A AR 144A	0.12%	8,326,791
90	JPALT 2006-A7 1A4	JP MORGAN ALTERNATIVE LN TRUST 2006-A7 - J.P. MORGAN ALTERNATIVE LOAN T JPALT 2006 A7 1A4	0.12%	9,423,629
91	GNR 2018-H15 FG	GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2018-H15 - GOVERNMENT NATIONAL MORTGAGE A GNR 2018 H15 FG	0.12%	8,637,638
92	n/a	OAK HILL EUROPEAN CREDIT PARTNERS VII DAC 18-7A - OAK HILL EUROPEAN CREDIT PARTN OHECP 2018 7A AR 144A	0.11%	7,671,972
93	LXS 2007-20N A1	LEHMAN XS TRUST SERIES 2007-20N - LEHMAN XS TRUST LXS 2007 20N A1	0.11%	8,393,454
94	n/a	INF SWAP US IT 2.31375 02/26/21-5Y LCH	0.10%	1
95	PPSI 2005-WHQ2 M4	PARK PLACE SEC INC 2005-WHQ2 - PARK PLACE SECURITIES INC PPSI 2005 WHQ2 M4	0.10%	8,391,000
96	n/a	BLACKROCK EUROPEAN CLO VII DAC 7A - BLACKROCK EUROPEAN CLO DAC BECLO 7A AR 144A	0.10%	7,419,493
97	CQS 2022-2A A1R	CQS US CLO 2022-2A LTD - CQS US CLO LTD CQS 2022 2A A1R 144A	0.10%	7,460,029
98	n/a	COUNTRYWIDE HOME LOANS 2005-HYB6 - COUNTRYWIDE HOME LOANS CWHL 2005 HYB6 2A1	0.10%	7,700,605
99	SNDPT 2015-2A ARRR	SOUND POINT CLO IX LTD 2015-2A - SOUND POINT CLO LTD SNDPT 2015 2A ARRR 144A	0.10%	7,200,000
100	n/a	MAN GLG EURO CLO V DAC 5A - MAN GLG EURO CLO GLGE 5A A1R 144A	0.09%	6,576,736
101	n/a	JUBILEE CLO 2016-XVII BV 16-17A - JUBILEE CDO BV JUBIL 2016 17A A1RR 144A	0.09%	6,500,000
102	BAC V5.875 PERP FF	BANK OF AMERICA CORPORATION - BANK OF AMERICA CORP JR SUBORDINA 12/99 VAR	0.09%	6,580,000
103	HEAT 2005-8 M2	HOME EQUITY PASS-THRU CERTS 2005-8 - HOME EQUITY ASSET TRUST HEAT 2005 8 M2	0.09%	6,678,587
104	CSMC 2021-NQM8 A1	CSMC 2021-NQM8 - CREDIT SUISSE MORTGAGE TRUST CSMC 2021 NQM8 A1 144A	0.08%	6,966,582
105	CIFC 2017-4A A1R	CIFC FUNDING LTD 2017-4A - CIFC FUNDING LTD CIFC 2017 4A A1R 144A	0.08%	6,066,736
106	n/a	PALMER SQUARE EUROPEAN LOAN FUNDING 2024-2 DESIGNATED ACTIVITY CO 24-2A - PALMER SQUARE EUROPEAN LOAN FU PSTET 2024 2A A 144A	0.08%	5,800,000
107	n/a	HAYFIN EMERALD CLO XIV DAC 14A - HAYFIN EMERALD CLO HAYEM 14A A	0.08%	5,700,000
108	MSAC 2005-WMC5 M6	MORGAN STANLEY ABS CAPITAL I 2005-WMC5 - MORGAN STANLEY CAPITAL INC MSAC 2005 WMC5 M6	0.08%	6,500,000
109	C4US 2022-1A AR	CAPITAL FOUR US CLO 2022-1A - CAPITAL FOUR US CLO C4US 2022 1A AR 144A	0.08%	5,800,000
110	GALL 2017-1A A1R	GALLATIN FUNDING LTD, GALLATIN CLO VII LLC 2017-1A - GALLATIN LOAN MANAGEMENT, LLC GALL 2017 1A A1R 144A	0.08%	5,787,408
111	BDS 2022-FL11 ATS	BDS 2022-FL11 LLC - BDS LTD BDS 2022 FL11 ATS 144A	0.08%	5,761,979
112	FVH5	US 5YR NOTE (CBT) MAR25 XCBT 20250331	0.08%	-8,023
113	CWL 2007-8 1A1	COUNTRYWIDE ASSET-BACKED CERTIFICATES 2007-8 - COUNTRYWIDE ASSET BACKED CERTI CWL 2007 8 1A1	0.08%	6,050,994
114	n/a	CARLYLE GLOBAL MARKET STRATEGIES EURO CLO 2014-2 LTD 14-2A - CARLYLE GLOBAL MARKET STRATEGI CGMSE 2014 2A AR1 144A	0.07%	5,124,247
115	n/a	MEXICO GOVT - MEXICAN UDIBONOS BONDS 08/34 4	0.07%	120,988,375
116	TRAL 2021-7A A1	TRALEE CLO VII LTD - TRALEE CDO LTD TRAL 2021 7A A1 144A	0.07%	5,100,000
117	n/a	TIKEHAU CLO IV BV 4A - TIKEHAU TIKEH 4A A1 144A	0.07%	4,769,692
118	n/a	INVESCO EURO CLO III DAC 3A - INVESCO EURO CLO INVSC 3A AR 144A	0.07%	4,700,000
119	n/a	CVC CORDATUS OPPORTUNITY LOAN FUND DAC 1A - CVC CORDATUS OPPORTUNITY LOAN COLFR 1A A 144A	0.06%	4,651,315
120	n/a	ARES XXVII CLO LTD 2013-2A - ARES CLO LTD ARES 2013 2A AR3 144A	0.06%	4,800,000
121	ANCHC 2015-6A AR3	ANCHORAGE CAPITAL CLO LTD 2015-6A - ANCHORAGE CAPITAL CLO LTD ANCHC 2015 6A AR3 144A	0.06%	4,800,000
122	n/a	PALMER SQUARE EUROPEAN LOAN FUNDING 2024-1 DAC 24-1A - PALMER SQUARE EUROPEAN LOAN FU PSTET 2024 1A A 144A	0.06%	4,617,907
123	n/a	ATLANTIC AVENUE 2024-3A LTD - ATLANTIC AVENUE LTD MCCP 2024 3A A 144A	0.06%	4,750,000
124	TYH5	US 10YR NOTE (CBT)MAR25 XCBT 20250320	0.06%	-3,891
125	n/a	IRS EUR 2.91510 06/12/23-9Y* LCH	0.06%	1
126	GNR 2022-H24 FD	GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2022-H24 - GOVERNMENT NATIONAL MORTGAGE A GNR 2022 H24 FD	0.06%	4,440,309
127	CAPST 2024-1 A	CAPITAL STREET MASTER TRUST 2024-1 - CAPITAL STREET MASTER TRUST CAPST 2024 1 A 144A	0.06%	4,500,000
128	OATH5	EURO-OAT FUTURE MAR25 XEUR 20250306	0.06%	-1,828
129	MORGN 2018-3A AR	522 FUNDING CLO I LTD 2018-3A - 522 FUNDING CLO LTD MORGN 2018 3A AR 144A	0.06%	4,410,154
130	ARCLO 2022-FL1 A	ARBOR REALTY COLLATERALIZED LOAN OBLIGATION LTD 2022-FL1 - ARBOR REALTY COLLATERALIZED LO ARCLO 2022 FL1 A 144A	0.06%	4,407,162
131	n/a	BAIN CAPITAL CREDIT CLO 2021-4 LTD - BAIN CAPITAL CREDIT CLO, LIMIT BCC 2021 4A A1R 144A	0.06%	4,400,000
132	n/a	ARBOUR CLO VII DAC 7A - ARBOUR CLO ARBR 7A AR 144A	0.06%	4,200,000
133	n/a	CAIRN CLO X BV 18-10A - CAIRN CLO BV CRNCL 2018 10A AR 144A	0.06%	4,081,451
134	PIPK 2018-2A ARR	PIKES PEAK CLO 2018-2A - PIKES PEAK CLO PIPK 2018 2A ARR 144A	0.06%	4,200,000
135	n/a	HAYFIN EMERALD CLO V DAC 5A - HAYFIN EMERALD CLO HAYEM 5A AR 144A	0.06%	4,000,000
136	OZLM 2019-24A A1AR	OZLM XXIV LTD 2019-24A - OZLM LTD OZLM 2019 24A A1AR 144A	0.06%	4,134,929
137	n/a	SPAUL-11A - ST PAULS CLO SPAUL 11A AR 144A	0.05%	3,945,761
138	n/a	RFR USD SOFR/3.50000 06/20/24-30Y CME	0.05%	1
139	n/a	INF SWAP US IT 2.7675 05/13/21-5Y LCH	0.05%	1
140	GOST 2024-1A A1	GOLUB CAPITAL PARTNERS STATIC 2024-1 LTD - GOLUB CAP PARTNERS STATIC 2024 04/33 1	0.05%	3,898,540
141	n/a	CONTEGO CLO IV DAC 4A - CONTEGO CLO DAC CONTE 4A AR 144A	0.05%	3,780,799
142	n/a	ARES EUROPEAN CLO X BV 10A - ARES EUROPEAN CLO ARESE 10A AR 144A	0.05%	3,760,227
143	n/a	INF SWAP US IT 2.31125 02/24/21-10Y LCH	0.05%	1
144	CWL 2006-19 2A3	COUNTRYWIDE ASSET-BACKED CERTI 2006-19 - COUNTRYWIDE ASSET BACKED CERTI CWL 2006 19 2A3	0.05%	4,066,243
145	n/a	ST PAUL'S CLO X DAC 10A - ST PAULS CLO SPAUL 10A AR 144A	0.05%	3,690,000
146	JTWN 2022-18A A1R	JAMESTOWN CLO 2022 XVIIIA LTD - JAMESTOWN CLO LTD JTWN 2022 18A A1R 144A	0.05%	3,800,000
147	n/a	ST PAULS CLO 4A - ST PAULS CLO SPAUL 4A ARR1 144A	0.05%	3,614,068
148	DRSLF 2014-36A AR3	DRYDEN 36 SENIOR LOAN FUND 2014-36A - DRYDEN SENIOR LOAN FUND DRSLF 2014 36A AR3 144A	0.05%	3,733,117
149	CARVL 2018-1A AR	CARVAL CLO LTD 2018-1A - CARVAL CLO LTD CARVL 2018 1A AR 144A	0.05%	3,729,762
150	n/a	SEGOVIA EUROPEAN CLO 6-2019 DAC 19-6A - SEGOVIA EUROPEAN CLO 6 2019 SEGOV 2019 6A AR 144A	0.05%	3,543,929
151	n/a	CUMULUS STATIC CLO 2024-1 DAC 24-1A - CUMULUS STATIC CLO CMLST 2024 1A A 144A	0.05%	3,436,243
152	RXH5	EURO-BUND FUTURE MAR25 XEUR 20250306	0.05%	-1,353
153	BLUEM 2018-22A A1	BLUEMOUNTAIN CLO XXII LTD 2018-22A - BLUEMOUNTAIN CLO LTD BLUEM 2018 22A A1 144A	0.05%	3,450,540
154	MVEW 2022-1A A1R	MOUNTAIN VIEW CLO XVI LTD 2022-1A - MOUNTAIN VIEW CLO MVEW 2022 1A A1R 144A	0.05%	3,400,000
155	LABMH 2001-B M2	LEHMAN ABS MANUFACTURED HOUSING 2001-B - LEHMAN ABS MANUFACTURED HOUSIN LABMH 2001 B M2	0.05%	3,636,441
156	DRSLF 2017-54A AR	DRSLF-2017-54A - DRYDEN SENIOR LOAN FUND DRSLF 2017 54A AR 144A	0.04%	3,339,399
157	GWOLF 2020-3RA A1R2	GREYWOLF CLO III LTD 2020-3RA - GREYWOLF CLO LTD GWOLF 2020 3RA A1R2 144A	0.04%	3,300,000
158	n/a	HENLEY CLO VI DAC 6A - HENLEY FUNDING LTD. HNLY 6A A 144A	0.04%	3,100,000
159	n/a	CARRINGTON MORTGAGE LOAN TRUST SERIES 2006-NC2 2006-NC2 - CARRINGTON MORTGAGE LOAN TRUST CARR 2006 NC2 A4	0.04%	3,288,755
160	OCT21 2014-1A AAR3	OCTAGON INVESTMENT PARTNERS XXI LTD 2014-1A - OCTAGON INVESTMENT PARTNERS XX OCT21 2014 1A AAR3 144A	0.04%	3,129,121
161	SAND 2021-1A A1R	SANDSTONE PEAK LTD 2021-1A - SANDSTONE PEAK LTD. SAND 2021 1A A1R 144A	0.04%	3,100,000
162	OOMLT 2007-3 2A3	OPTION ONE MORTGAGE LOAN TRUST 2007-3 - OPTION ONE MORTGAGE LOAN TRUST OOMLT 2007 3 2A3	0.04%	6,365,247
163	RASC 2006-EMX7 A4	RESIDENTIAL ASSET SEC CORP 2006-EMX7 - RESIDENTIAL ASSET SECURITIES C RASC 2006 EMX7 A4	0.04%	3,451,869
164	MLMI 2006-HE6 A2B	MERRILL LYNCH MORTGAGE INVS 2006-HE6 - MERRILL LYNCH MORTGAGE INVESTO MLMI 2006 HE6 A2B	0.04%	9,155,762
165	WMALT 2007-4 1A3	WASHINGTON MUTUAL ALTERNATIVE MORTGAGE PASS-THROUGH CERTIFICATES 2007-4 - WASHINGTON MUTUAL MORTGAGE PAS WMALT 2007 4 1A3	0.04%	3,919,880
166	BCC 2021-2A A1R	BAIN CAPITAL CREDIT CLO 2021-2 LTD - BAIN CAPITAL CREDIT CLO, LIMIT BCC 2021 2A A1R 144A	0.04%	2,900,000
167	RMRK 2017-1A A1R	ROMARK CLO LTD 2017-1A - ROMARK CLO LTD RMRK 2017 1A A1R 144A	0.04%	2,899,627
168	SLMA 2008-7 A4	SLM STUDENT LOAN TRUST 2008-7 - SLM STUDENT LOAN TRUST SLMA 2008 7 A4	0.04%	2,907,144
169	BSST 2022-1700 A	BEAST MORTGAGE TRUST 2022-1700 - BSST MORTGAGE TRUST BSST 2022 1700 A 144A	0.04%	3,200,000
170	VENTR 2017-29A AR	VENTURE XXIX CLO LTD 2017-29A - VENTURE CDO LTD VENTR 2017 29A AR 144A	0.04%	2,800,383
171	BLUEM 2018-3A A1R	BLUEMOUNTAIN CLO LTD 2018-3A - BLUEMOUNTAIN CLO LTD BLUEM 2018 3A A1R 144A	0.04%	2,774,962
172	TII 2.375 01.15.27	UNITED STATES GOVT - TSY INFL IX N/B 01/27 2.375	0.04%	2,702,473
173	n/a	HENLEY CLO VII DAC 7A - HENLEY FUNDING LTD. HNLY 7A AR 144A	0.04%	2,600,000
174	CRMN 2014-1A A1AR	CATAMARAN CLO LTD 2014-1A - CATAMARAN CLO LTD CRMN 2014 1A A1AR 144A	0.04%	2,608,214
175	n/a	CVC CORDATUS LOAN FUND XXI DAC 21A - CORDATUS CLO PLC CORDA 21A A1E 144A	0.03%	2,500,000
176	ALBT 2007-OA1 A1	ALLIANCE BANCORP TRUST 2007-OA1 - ALLIANCE BANCORP TRUST ALBT 2007 OA1 A1	0.03%	2,981,217
177	MIDO 2018-8A A1R	MIDOCEAN CREDIT CLO VIII 2018-8A - MIDOCEAN CREDIT CLO MIDO 2018 8A A1R 144A	0.03%	2,540,938
178	FN BK7608	FNMA PASS THRU POOLS - FNMA POOL BK7608 FN 09/48 FIXED 4	0.03%	2,743,737
179	ARES 2018-50A AR	ARES L CLO LTD 2018-50A - ARES CLO LTD ARES 2018 50A AR 144A	0.03%	2,522,556
180	LXS 2006-8 3A4	LEHMAN XS TRUST 2006-8 - LEHMAN XS TRUST LXS 2006 8 3A4	0.03%	2,636,953
181	AIMCO 2015-AA AR3	AIMCO CLO SERIES 2015-AA - AIMCO AIMCO 2015 AA AR3 144A	0.03%	2,500,000
182	ATCLO 2019-15A A1R	ATLAS SENIOR LOAN FUND XV LTD - ATLAS SENIOR LOAN FUND LTD ATCLO 2019 15A A1R 144A	0.03%	2,500,000
183	VENTR 2021-44A A1NR	VENTURE 44 CLO LTD - VENTURE CDO LTD VENTR 2021 44A A1NR 144A	0.03%	2,500,000
184	n/a	PALMER SQUARE EUROPEAN LOAN FUNDING 2023-2 DAC 24-3A - PALMER SQUARE EUROPEAN LOAN FU PSTET 2024 3A A 144A	0.03%	2,400,000
185	RAST 2005-A5 A3	RESIDENTIAL ASSET SEC TRUST 2005-A5 - RESIDENTIAL ASSET SECURITIZATI RAST 2005 A5 A3	0.03%	3,963,530
186	B 0 02.06.25	UNITED STATES GOVT - TREASURY BILL 02/25 0.00000	0.03%	2,456,000
187	n/a	BOSPHORUS CLO V DAC 5A - BOSPHORUS CLO BOPHO 5A A1 144A	0.03%	2,348,130
188	OCTR 2020-8A ARR	OCEAN TRAILS CLO 8 2020-8A - OCEAN TRAILS CLO OCTR 2020 8A ARR 144A	0.03%	2,400,000
189	n/a	SOLD JPY BOUGHT USD 20250115	0.03%	1
190	n/a	CIFC EUROPEAN FUNDING CLO 3A - CIFC EUROPEAN FUNDING CLO CIFCE 3A A 144A	0.03%	2,300,000
191	n/a	ADAGIO CLO VIII DAC VIII-A - ADAGIO CLO ADAGI VIII A AN 144A	0.03%	2,300,814
192	RALI 2007-QH8 A	RESIDENTIAL ACCREDIT LOANS 2007-QH8 - RESIDENTIAL ACCREDIT LOANS, IN RALI 2007 QH8 A	0.03%	2,791,456
193	n/a	GOVERNMENT NATL MTGE ASSOC 2010-H01 - GOVERNMENT NATIONAL MORTGAGE A GNR 2010 H01 FA	0.03%	2,300,479
194	n/a	BLACKROCK EUROPEAN CLO IV DAC 4A - BLACKROCK EUROPEAN CLO DAC BECLO 4A A 144A	0.03%	2,221,483
195	AWPT 2022-16A A1AR	ELEVATION CLO 2022-16A LTD - ELEVATION CLO LTD AWPT 2022 16A A1AR 144A	0.03%	2,300,000
196	GSAMP 2007-HE2 A2D	GSAMP TRUST 2007-HE2 - GSAMP TRUST GSAMP 2007 HE2 A2D	0.03%	2,924,436
197	CGMS 2015-4A A1RR	CARLYLE GLOBAL MARKET STRATEGIES CLO LTD 2015-4A - CARLYLE GLOBAL MARKET STRATEGI CGMS 2015 4A A1RR 144A	0.03%	2,280,330
198	SVHE 2007-OPT2 2A3	SOUNDVIEW HOME EQUITY LOAN TR 2007-OPT2 - SOUNDVIEW HOME EQUITY LOAN TRU SVHE 2007 OPT2 2A3	0.03%	2,510,273
199	CWL 2004-7 MV5	COUNTRYWIDE ASSET-BACKED CERT 2004-7 - COUNTRYWIDE ASSET BACKED CERTI CWL 2004 7 MV5	0.03%	2,533,188
200	FHR 4687 FG	FREDDIE MAC REMICS 4687 - FREDDIE MAC FHR 4687 FG	0.03%	2,248,969
201	AHMA 2006-4 1A12	AMERICAN HOME MORTGAGE ASSETS 2006-4 - AMERICAN HOME MORTGAGE ASSETS AHMA 2006 4 1A12	0.03%	4,094,345
202	WOODS 2018-12BA AR	NORTHWOODS CAPITAL XII-B LTD 2018-12BA - NORTHWOODS CAPITAL LTD WOODS 2018 12BA AR 144A	0.03%	2,169,995
203	MDPK 2018-29A AR	MADISON PARK FUNDING XXIX LTD 2018-29A - MADISON PARK FUNDING LTD MDPK 2018 29A AR 144A	0.03%	2,166,989
204	ARSI 2006-M1 A1	ARGENT SECURITIES INC 2006-M1 - ARGENT SECURITIES INC. ARSI 2006 M1 A1	0.03%	2,465,310
205	B 0 03.20.25	UNITED STATES GOVT - TREASURY BILL 03/25 0.00000	0.03%	2,161,000
206	n/a	BLACKROCK EUROPEAN CLO IX DAC 9A - BLACKROCK EUROPEAN CLO DAC BECLO 9A A 144A	0.03%	2,068,039
207	GNR 2023-H11 FC	GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2023-H11 - GOVERNMENT NATIONAL MORTGAGE A GNR 2023 H11 FC	0.03%	2,093,459
208	n/a	REALKREDIT DANMARK A/S - REALKREDIT DANMARK COVERED REGS 10/53 1.5	0.03%	18,461,366
209	n/a	RAD CLO LTD 2019-5A - RAD CLO LTD RAD 2019 5A AR 144A	0.03%	2,116,120
210	PUTNM 2022-1A A1R	37 CAPITAL CLO II 2022-1A - 37 CAPITAL CLO LTD PUTNM 2022 1A A1R 144A	0.03%	2,100,000
211	PSTAT 2021-3A A1	PALMER SQUARE LOAN FUNDING 2021-3 - PALMER SQUARE LOAN FUNDING LTD PSTAT 2021 3A A1 144A	0.03%	2,104,277
212	KKR 9 AR2	KKR CLO 9 LTD - KKR FINANCIAL CLO LTD KKR 9 AR2 144A	0.03%	2,066,308
213	GSAMP 2005-HE2 M2	GSAMP TRUST 2005-HE2 - GSAMP TRUST GSAMP 2005 HE2 M2	0.03%	2,135,436
214	BAFC 2006-J 2A1	BANC OF AMERICA FUNDING CORP 2006-J - BANC OF AMERICA FUNDING CORPOR BAFC 2006 J 2A1	0.03%	2,315,408
215	n/a	AQUEDUCT EUROPEAN CLO DAC 2019-4A - AQUEDUCT EUROPEAN CLO AQUE 2019 4A AR 144A	0.03%	1,868,217
216	CEDF 2016-5A A1R	CEDAR FUNDING V CLO LTD 2016-5A - CEDAR FUNDING LTD CEDF 2016 5A A1R 144A	0.03%	1,908,429
217	MDPK 2021-39A AR	MDPK-2021-39A - MADISON PARK FUNDING LTD MDPK 2021 39A AR 144A	0.03%	1,900,000
218	NRZT 2018-3A A1	NEW RESIDENTIAL MORTGAGE LOAN TRUST 2018-3A - NEW RESIDENTIAL MORTGAGE LOAN NRZT 2018 3A A1 144A	0.03%	1,963,281
219	n/a	HARVEST CLO XXI DAC 21A - HARVEST CLO HARVT 21A A1R 144A	0.03%	1,828,391
220	CWALT 2006-OA17 1A1A	COUNTRYWIDE ALT LOAN TRUST 2006-OA17 - COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 OA17 1A1A	0.03%	2,184,464
221	VMW 3.9 08.21.27	VMWARE LLC SR UNSECURED 08/27 3.9	0.02%	1,900,000
222	n/a	CONTEGO CLO V DAC - CONTEGO CLO DAC CONTE 5A A 144A	0.02%	1,790,573
223	n/a	JUBILEE CLO 2016-XVII BV 16-17A - JUBILEE CDO BV JUBIL 2016 17A A2RR 144A	0.02%	1,800,000
224	CMLTI 2006-HE3 A2D	CITIGROUP MTGE LOAN TR INC 2006-HE3 - CITIGROUP MORTGAGE LOAN TRUST CMLTI 2006 HE3 A2D	0.02%	2,719,514
225	n/a	INF SWAP US IT 2.703 05/25/21-5Y LCH	0.02%	1
226	n/a	INF SWAP US IT 2.69 06/01/21-5Y LCH	0.02%	1
227	ABFC 2004-OPT5 A1	ASSET BACKED FUNDING CERTS 2004-OPT5 - ASSET BACKED FUNDING CERTIFICA ABFC 2004 OPT5 A1	0.02%	1,828,396
228	n/a	INF SWAP EM NI 2.7 04/15/23-30Y LCH	0.02%	1
229	n/a	INF SWAP EM NI 2.59 12/15/22-30Y LCH	0.02%	1
230	n/a	JYSKE REALKREDIT A/S COVERED REGS 10/50 1	0.02%	15,965,539
231	LXS 2006-7 1A1A	LEHMAN XS TRUST 2006-7 - LEHMAN XS TRUST LXS 2006 7 1A1A	0.02%	2,091,808
232	n/a	522 FUNDING CLO 2020-6 LTD - 522 FUNDING CLO LTD MORGN 2020 6A A1R2 144A	0.02%	1,750,000
233	AABST 2005-5 M1	AEGIS ASSET BACKED SECURITIES TR 2005-5 - AEGIS ASSET BACKED SECURITIES AABST 2005 5 M1	0.02%	1,835,274
234	PUTNM 2021-1A AR	37 CAPITAL CLO I 2021-1A - 37 CAPITAL CLO LTD PUTNM 2021 1A AR 144A	0.02%	1,700,000
235	n/a	SOLD JPY BOUGHT USD 20250115	0.02%	1
236	BABSN 2015-IA AR	BABSON CLO LTD 2015-IA - BABSON CLO LTD BABSN 2015 IA AR 144A	0.02%	1,660,340
237	n/a	ADAGIO V CLO DAC V-A - ADAGIO CLO ADAGI V A ARR 144A	0.02%	1,612,989
238	JPMCC 2019-FL12 A	J.P. MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2019-FL12 - JP MORGAN CHASE COMMERCIAL MOR JPMCC 2019 FL12 A 144A	0.02%	1,743,738
239	n/a	EURO-GALAXY III CLO BV 13-3A - EURO GALAXY CLO DAC EGLXY 2013 3A ARRR 144A	0.02%	1,595,499
240	MF1 2021-FL7 A	MF1 2021-FL7 LTD - MF1 MULTIFAMILY HOUSING MORTGA MF1 2021 FL7 A 144A	0.02%	1,648,111
241	WAMU 2007-OA2 1A	WASHINGTON MUTUAL 2007-OA2 - WAMU MORTGAGE PASS THROUGH CER WAMU 2007 OA2 1A	0.02%	1,956,741
242	SNDPT 2013-3RA A	SOUNDS POINT CLO IV-R LTD 2013-3RA - SOUND POINT CLO LTD SNDPT 2013 3RA A 144A	0.02%	1,626,085
243	PPSI 2004-WCW2 M3	PARK PLACE SECURITIES INC 2004-WCW2 - PARK PLACE SECURITIES INC PPSI 2004 WCW2 M3	0.02%	1,637,622
244	MCLO 2019-1A AAR2	MARATHON CLO XIII LTD 2019-1A - MARATHON CLO LTD MCLO 2019 1A AAR2 144A	0.02%	1,596,891
245	GNR 2023-H20 FA	GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2023-H20 - GOVERNMENT NATIONAL MORTGAGE A GNR 2023 H20 FA	0.02%	1,580,124
246	SAST 2005-4 M3	SAXON ASSET SECURITIES TRUST 2005-4 - SAXON ASSET SECURITIES TRUST SAST 2005 4 M3	0.02%	1,915,000
247	n/a	INF SWAP US IT 2.813 05/14/21-5Y LCH	0.02%	1
248	FHLT 2006-C 1A1	FREMONT HOME LOAN TRUST 2006-C - FREMONT HOME LOAN TRUST FHLT 2006 C 1A1	0.02%	1,759,358
249	CWALT 2006-OA9 2A1A	COUNTRYWIDE ALTERNATIVE LOAN 2006-OA9 - COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 OA9 2A1A	0.02%	1,888,138
250	n/a	INF SWAP EM NI 2.736 10/15/23-30Y LCH	0.02%	1
251	DRSLF 2018-64A A	DRYDEN CLO LTD 2018-64A - DRYDEN SENIOR LOAN FUND DRSLF 2018 64A A 144A	0.02%	1,520,695
252	LXS 2007-15N 2A1	LEHMAN XS TRUST 2007-15N - LEHMAN XS TRUST LXS 2007 15N 2A1	0.02%	1,571,873
253	n/a	RFR JPY MUTK/0.50000 12/15/21-10Y LCH	0.02%	1
254	PPSI 2004-WHQ2 M5	PARK PLACE SECURITIES INC 2004-WHQ2 - PARK PLACE SECURITIES INC PPSI 2004 WHQ2 M5	0.02%	1,635,737
255	n/a	COUNTRYWIDE ALT LOAN TRUST 2006-41CB - COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 41CB 1A9	0.02%	2,856,689
256	CWHL 2007-1 A1	COUNTRYWIDE HOME LOANS 2007-1 - COUNTRYWIDE HOME LOANS CWHL 2007 1 A1	0.02%	3,352,752
257	SNDPT 2017-2A AR	SOUND POINT CLO XVI LTD 2017-2A - SOUND POINT CLO LTD SNDPT 2017 2A AR 144A	0.02%	1,399,625
258	ARES 2019-52A A1R	ARES LII CLO LTD 2019-52A - ARES CLO LTD ARES 2019 52A A1R 144A	0.02%	1,388,459
259	n/a	SOLD JPY BOUGHT USD 20250115	0.02%	1
260	n/a	MADISON PARK EURO FUNDING IX DAC 9A - MADISON PARK EURO FUNDING CADOG 9A AR 144A	0.02%	1,331,000
261	CMLTI 2007-WFH2 M2	CITIGROUP MTGE LOAN TR INC 2007-WFH2 - CITIGROUP MORTGAGE LOAN TRUST CMLTI 2007 WFH2 M2	0.02%	1,336,533
262	n/a	HARVEST CLO XVI DAC 16A - HARVEST CLO HARVT 16A ARR 144A	0.02%	1,274,226
263	GNR 2022-H17 CF	GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2022-H17 - GOVERNMENT NATIONAL MORTGAGE A GNR 2022 H17 CF	0.02%	1,284,335
264	BSAAT 2007-1 1A1	BEAR STEARNS ALT-A TRUST II 2007-1 - BEAR STEARNS ALT A TRUST II BSAAT 2007 1 1A1	0.02%	2,636,708
265	KKR 11 AR	KKR CLO 11 LTD - KKR FINANCIAL CLO LTD KKR 11 AR 144A	0.02%	1,282,267
266	n/a	UBS GROUP AG SR UNSECURED REGS 01/26 VAR	0.02%	1,240,000
267	n/a	ARES EUROPEAN CLO VI BV 2013-6A - ARES EURO CLO ARESE 2013 6A ARR 144A	0.02%	1,235,252
268	PPSI 2005-WHQ4 M2	PARK PLACE SEC INC 2005-WHQ4 - PARK PLACE SECURITIES INC PPSI 2005 WHQ4 M2	0.02%	1,315,703
269	CBAM 2019-10A A1R	CBAM 2018-6 LTD 2019-10A - CBAM CLO MANAGEMENT CBAM 2019 10A A1R 144A	0.02%	1,270,282
270	FR SD8245	FHLMC PASS THRU POOLS - FED HM LN PC POOL SD8245 FR 09/52 FIXED 4.5	0.02%	1,325,629
271	FN FS4437	FNMA PASS THRU POOLS - FNMA POOL FS4437 FN 10/52 FIXED VAR	0.02%	1,307,968
272	CARR 2006-NC1 M1	CARRINGTON MTGE LOAN TRUST 2006-NC1 - CARRINGTON MORTGAGE LOAN TRUST CARR 2006 NC1 M1	0.02%	1,271,589
273	n/a	SOLD CAD BOUGHT USD 20250115	0.02%	1
274	OSD 2021-23A A	OSD CLO 2021-23A LTD - OSD CLO LTD OSD 2021 23A A 144A	0.02%	1,204,853
275	INDB 2006-1 A1	INDYMAC INDB MORTGAGE LOAN TR 2006-1 - INDYMAC INDB MORTGAGE LOAN TRU INDB 2006 1 A1	0.02%	3,696,727
276	n/a	UBS GROUP AG SR UNSECURED REGS 03/29 VAR	0.02%	1,000,000
277	n/a	SOLD KRW BOUGHT USD 20250121	0.02%	1
278	n/a	ROCKFORD TOWER EUROPE CLO 2018-1A DAC - ROCKFORD TOWER EUROPE CLO RFTE 2018 1A AR 144A	0.02%	1,100,000
279	SASC 2006-GEL4 M1	STRUCTURED ASSET SEC CORP 2006-GEL4 - STRUCTURED ASSET SECURITIES CO SASC 2006 GEL4 M1 144A	0.02%	1,150,161
280	GNR 2019-H14 FA	GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2019-H14 - GOVERNMENT NATIONAL MORTGAGE A GNR 2019 H14 FA	0.01%	1,100,719
281	FR SD0250	FHLMC PASS THRU POOLS - FED HM LN PC POOL SD0250 FR 06/48 FIXED 4	0.01%	1,183,025
282	n/a	DRYDEN 35 EURO CLO 2014 BV 14-35A - DRYDEN LEVERAGED LOAN CDO DRYD 2014 35A ARR 144A	0.01%	1,042,974
283	n/a	NORDEA KREDIT REALKREDITAKTIESELSKAB - NORDEA KREDIT REALKREDIT COVERED 10/53 1.5	0.01%	10,700,000
284	CIFC 2018-3A A	CIFC FUNDING 2018-III LTD 2018-3A - CIFC FUNDING LTD CIFC 2018 3A A 144A	0.01%	1,067,055
285	n/a	RFR EUR ESTRON/3.47500 02/26/24-1Y LCH	0.01%	1
286	FFML 2006-FF14 A1	FIRST FRANKLIN MTG LOAN 2006-FF14 - FIRST FRANKLIN MTG LOAN ASSET FFML 2006 FF14 A1	0.01%	1,186,190
287	n/a	NORDEA KREDIT REALKREDITAKTIESELSKAB - NORDEA KREDIT REALKREDIT COVERED 144A REGS 10/53 2	0.01%	8,890,040
288	n/a	ARMOR RE II LTD UNSECURED 144A 01/32 VAR	0.01%	1,050,000
289	n/a	SOLD JPY BOUGHT USD 20250115	0.01%	1
290	n/a	DRYDEN EURO CLO 20-74A - DRYDEN LEVERAGED LOAN CDO DRYD 2020 74A A 144A	0.01%	1,000,000
291	n/a	ALBACORE EURO CLO IV DAC 4A - ALBACORE EURO CLO ALBAC 4A AR 144A	0.01%	1,000,000
292	n/a	INVESCO EURO CLO I DAC 1A - INVESCO EURO CLO INVSC 1A A1R 144A	0.01%	1,000,000
293	n/a	BBAM EUROPEAN CLO I DAC 1A - BBAM EUROPEAN CLO BBAME 1A AR 144A	0.01%	1,000,000
294	n/a	SOLD AUD BOUGHT USD 20250115	0.01%	1
295	WFMBS 2007-AR7 A1	WELLS FARGO MORTGAGE BACKED SECURITIES TRUST 2007-AR7 - WELLS FARGO MORTGAGE BACKED SE WFMBS 2007 AR7 A1	0.01%	1,159,614
296	SABR 2006-HE1 A2C	SECURITIZED ASSET BACKED REC 2006-HE1 - SECURITIZED ASSET BACKED RECEI SABR 2006 HE1 A2C	0.01%	2,935,295
297	DRSLF 2018-60A A	DRYDEN 60 CLO LTD - DRYDEN SENIOR LOAN FUND DRSLF 2018 60A A 144A	0.01%	1,007,467
298	n/a	SOLD CHF BOUGHT USD 20250115	0.01%	1
299	GLM 2020-8A ARR	GOLDENTREE LOAN MANAGEMENT US CLO 8 LTD - GOLDENTREE LOAN MANAGEMENT US GLM 2020 8A ARR 144A	0.01%	1,000,000
300	CANYC 2020-1A AR2	CANYON CLO 2020-1 LTD - CANYON CAPITAL CLO LTD CANYC 2020 1A AR2 144A	0.01%	1,000,000
301	ARSI 2005-W1 A1	ARGENT SECURITIES INC 2005-W1 - ARGENT SECURITIES INC. ARSI 2005 W1 A1	0.01%	1,127,170
302	CGMS 2013-1A A1RR	CARLYLE GLOBAL MARKET STRATEGIES CLO LTD 2013-1A - CARLYLE GLOBAL MARKET STRATEGI CGMS 2013 1A A1RR 144A	0.01%	982,516
303	OPMAC 2005-2 M7	OPTEUM MORTGAGE ACCEPTANCE CORP 2005-2 - OPTEUM MORTGAGE ACCEPTANCE COR OPMAC 2005 2 M7	0.01%	1,000,000
304	n/a	NORDEA KREDIT REALKREDITAKTIESELSKAB - NORDEA KREDIT REALKREDIT COVERED 10/53 1.5	0.01%	8,594,932
305	VENTR 2018-33A A1LR	VENTURE CLO LTD 2018-33A - VENTURE CDO LTD VENTR 2018 33A A1LR 144A	0.01%	960,860
306	n/a	INF SWAP EM NI 2.763 09/15/23-30Y LCH	0.01%	1
307	n/a	BLUEMOUNTAIN EUR CLO 5A - BLUEMOUNTAIN EUR CLO BLUME 5A A 144A	0.01%	899,732
308	n/a	DRYDEN 44 EURO CLO 2015 BV 15-44A - DRYDEN EURO CLO DRYD 2015 44A A1RR 144A	0.01%	900,000
309	CWALT 2007-4CB 1A35	COUNTRYWIDE ALTERNATIVE LOAN TRUST 2007-4CB - COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2007 4CB 1A35	0.01%	1,107,633
310	BCAP 2011-RR5 10A6	BCAP LLC TRUST 2011-RR5 - BCAP LLC TRUST BCAP 2011 RR5 10A6 144A	0.01%	1,053,828
311	FN BJ0639	FNMA PASS THRU POOLS - FNMA POOL BJ0639 FN 03/48 FIXED 4	0.01%	984,370
312	FHMS KBX1 A2	FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFICATES KBX1 - FHLMC MULTIFAMILY STRUCTURED P FHMS KBX1 A2	0.01%	917,853
313	CGMS 2017-4A A1	CARLYLE US CLO LTD 2017-4 - CARLYLE GLOBAL MARKET STRATEGI CGMS 2017 4A A1 144A	0.01%	906,553
314	n/a	INF SWAP EM NI 2.682 10/15/23-30Y LCH	0.01%	1
315	GCG5	GOLD 100 OZ FUTR FEB25 XCEC 20250226	0.01%	-115
316	FN MA4733	FNMA PASS THRU POOLS - FNMA POOL MA4733 FN 09/52 FIXED 4.5	0.01%	938,156
317	SAMI 2006-AR5 1A1	STRUCTURED ASSET MTGE INVEST 2006-AR5 - STRUCTURED ASSET MORTGAGE INVE SAMI 2006 AR5 1A1	0.01%	1,298,726
318	GSAMP 2007-FM1 A1	GSAMP TRUST 2007-FM1 - GSAMP TRUST GSAMP 2007 FM1 A1	0.01%	1,637,143
319	NHELI 2006-WF1 M2	NOMURA HOME EQUITY LOAN INC 2006-WF1 - NOMURA HOME EQUITY LOAN INC NHELI 2006 WF1 M2	0.01%	860,376
320	MF1 2021-FL6 A	MF1 2021-FL6 LTD - MF1 MULTIFAMILY HOUSING MORTGA MF1 2021 FL6 A 144A	0.01%	856,145
321	INGIM 2013-1A A1AR	VOYA CLO LTD 2013-1A - VOYA CLO LTD INGIM 2013 1A A1AR 144A	0.01%	851,197
322	CGMS 2014-3RA A1A	CARLYLE GLOBAL MARKET STRATEGIES CLO 2014-3R LTD 2014-3RA - CARLYLE GLOBAL MARKET STRATEGI CGMS 2014 3RA A1A 144A	0.01%	842,818
323	CWALT 2006-HY13 4A1	COUNTRYWIDE ALTERNATIVE LOAN 2006-HY13 - COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 HY13 4A1	0.01%	969,927
324	n/a	ARBOUR CLO VI DAC 6A - ARBOUR CLO ARBR 6A AR 144A	0.01%	800,000
325	CWHL 2007-HY7 A1	COUNTRYWIDE HOME LOANS 2007-HY7 - COUNTRYWIDE HOME LOANS CWHL 2007 HY7 A1	0.01%	867,657
326	n/a	INF SWAP US IT 2.645 09/10/21-7Y LCH	0.01%	1
327	APID 2016-24A A1AL	APIDOS CLO XXIV 2016-24A - APIDOS CLO LTD APID 2016 24A A1AL 144A	0.01%	783,123
328	M360 2021-CRE3 A	M360 2021-CRE3 LLC - M360 LTD. M360 2021 CRE3 A 144A	0.01%	797,351
329	SAST 2006-2 M1	SAXON ASSET SECURITIES TRUST-2006-2 - SAXON ASSET SECURITIES TRUST SAST 2006 2 M1	0.01%	818,171
330	NCHET 2004-4 M1	NEW CENTURY HOME EQUITY LOAN TR 2004-4 - NEW CENTURY HOME EQUITY LOAN T NCHET 2004 4 M1	0.01%	785,436
331	WAMU 2006-AR17 1A	WASHINGTON MUTUAL 2006-AR17 - WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR17 1A	0.01%	915,512
332	HASC 2006-OPT3 3A4	HSI ASSET SEC CORP TRUST 2006-OPT3 - HSI ASSET SECURITIZATION CORPO HASC 2006 OPT3 3A4	0.01%	758,292
333	n/a	LLOYDS BANKING GROUP PLC JR SUBORDINA REGS 12/49 VAR	0.01%	700,000
334	DEN12 2016-1A A1R	DENALI CAPITAL CLO XII LTD 2016-1A - DENALI CAPITAL CLO XII LTD DEN12 2016 1A A1R 144A	0.01%	714,501
335	MP10 2017-1A AR	MARBLE POINT CLO X LTD 2017-1A - MARBLE POINT CLO X LTD MP10 2017 1A AR 144A	0.01%	707,726
336	INDX 2006-AR6 2A1A	INDYMAC INDX MORTGAGE LOAN TR 2006-AR6 - INDYMAC INDX MORTGAGE LOAN TRU INDX 2006 AR6 2A1A	0.01%	833,563
337	SRANC 2018-6A A1R	SARANAC CLO LTD 2018-6A - SARANAC CLO LTD SRANC 2018 6A A1R 144A	0.01%	693,311
338	WAMU 2005-AR14 1A2	WASHINGTON MUTUAL 2005-AR14 - WAMU MORTGAGE PASS THROUGH CER WAMU 2005 AR14 1A2	0.01%	741,695
339	LXS 2006-18N A3	LEHMAN XS TRUST 2006-18N - LEHMAN XS TRUST LXS 2006 18N A3	0.01%	712,472
340	JPALT 2006-A1 1A1	JP MORGAN ALTERNATIVE LN TRUST 2006-A1 - J.P. MORGAN ALTERNATIVE LOAN T JPALT 2006 A1 1A1	0.01%	725,489
341	WAMU 2007-HY1 1A1	WAMU MTGE P/T CERT 2007-HY1 - WAMU MORTGAGE PASS THROUGH CER WAMU 2007 HY1 1A1	0.01%	774,296
342	n/a	INF SWAP US IT 2.573 08/26/21-7Y LCH	0.01%	1
343	MSAC 2006-HE8 A2D	MORGAN STANLEY ABS CAPITAL I 2006-HE8 - MORGAN STANLEY CAPITAL INC MSAC 2006 HE8 A2D	0.01%	1,476,185
344	n/a	CVC CORDATUS LOAN FUND VII DAC 7A - CORDATUS CLO PLC CORDA 7A ARR 144A	0.01%	598,761
345	BCAP 2006-AA2 A1	BCAP LLC TRUST 2006-AA2 - BCAP LLC TRUST BCAP 2006 AA2 A1	0.01%	680,984
346	REG16 2019-2A A1R	REGATTA XVI FUNDING LTD 2019-2A - REGATTA XVI FUNDING LTD. REG16 2019 2A A1R 144A	0.01%	600,000
347	AMMC 2013-12A AR2	AMMC CLO XII LTD 2013-12A - AMERICAN MONEY MANAGEMENT CORP AMMC 2013 12A AR2 144A	0.01%	592,344
348	n/a	UBS GROUP AG SR UNSECURED REGS 01/28 VAR	0.01%	600,000
349	GSAA 2006-7 AF4A	GSAA HOME EQUITY TRUST 2006-7 - GSAA HOME EQUITY TRUST GSAA 2006 7 AF4A	0.01%	1,110,417
350	WMALT 2006-AR3 A1A	WASHINGTON MUTUAL MTGE P/T 2006-AR3 - WASHINGTON MUTUAL MORTGAGE PAS WMALT 2006 AR3 A1A	0.01%	676,926
351	WAMU 2007-HY5 2A1	WAMU MTGE P/T CERT 2007-HY5 - WAMU MORTGAGE PASS THROUGH CER WAMU 2007 HY5 2A1	0.01%	734,979
352	WINDR 2014-1A ARR	WIND RIVER CLO LTD 2014-1A - WIND RIVER CLO LTD WINDR 2014 1A ARR 144A	0.01%	574,947
353	CWL 2007-12 1A1	COUNTRYWIDE ASSET-BACKED CERT 2007-12 - COUNTRYWIDE ASSET BACKED CERTI CWL 2007 12 1A1	0.01%	585,838
354	RAD 2019-4A AR	RAD CLO LTD 2019 4A - RAD CLO LTD RAD 2019 4A AR 144A	0.01%	562,022
355	MARM 2006-OA1 1A1	MASTR ADJUSTABLE RATE MORTGAGES TRUST 2006-OA1 - MASTR ADJUSTABLE RATE MORTGAGE MARM 2006 OA1 1A1	0.01%	628,957
356	LCM 15A AR2	LCM XV LP 15A - LCM LTD PARTNERSHIP LCM 15A AR2 144A	0.01%	550,830
357	CBAM 2018-5A A	CBAM 2018-5 LTD 5A - CBAM CLO MANAGEMENT CBAM 2018 5A A 144A	0.01%	550,455
358	HVMLT 2005-16 3A1A	HARBORVIEW MORTGAGE LOAN TRUST 2005-16 - HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2005 16 3A1A	0.01%	905,200
359	RALI 2006-QO6 A1	RESIDENTIAL ACCREDIT LOANS 2006-QO6 - RESIDENTIAL ACCREDIT LOANS, IN RALI 2006 QO6 A1	0.01%	2,475,739
360	CWHL 2006-6 A4	COUNTRYWIDE HOME LOANS 2006-6 - COUNTRYWIDE HOME LOANS CWHL 2006 6 A4	0.01%	1,118,836
361	n/a	SOLD CHF BOUGHT USD 20250115	0.01%	1
362	FR ZM3037	FHLMC PASS THRU POOLS - FED HM LN PC POOL ZM3037 FR 04/47 FIXED 4	0.01%	554,042
363	WAMU 2006-AR18 1A1	WASHINGTON MUTUAL 2006-AR18 - WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR18 1A1	0.01%	597,166
364	n/a	UBS GROUP AG SR UNSECURED REGS 06/27 VAR	0.01%	500,000
365	n/a	BCC-2021-5A - BAIN CAPITAL CREDIT CLO, LIMIT BCC 2021 5A A1R 144A	0.01%	500,000
366	VOYA 2019-2A AR	VOYA CLO 2019-2A LTD - VOYA CLO LTD VOYA 2019 2A AR 144A	0.01%	500,000
367	ANCHC 2021-20A A1R	ANCHORAGE CAPITAL CLO 2021-20A LTD - ANCHORAGE CAPITAL CLO LTD ANCHC 2021 20A A1R 144A	0.01%	500,000
368	LCM 25A AR	LCM XXV LTD 25A - LCM LTD PARTNERSHIP LCM 25A AR 144A	0.01%	497,254
369	MP7 2015-1A AR3	MP CLO VII LTD 2015-1A - MP CLO VII, LTD MP7 2015 1A AR3 144A	0.01%	489,833
370	HEAT 2005-9 M1	HOME EQUITY ASSET TRUST 2005-9 - HOME EQUITY ASSET TRUST HEAT 2005 9 M1	0.01%	487,850
371	ACE 2003-OP1 M1	ACE SECURITIES CORP 2003-OP1 - ACE SECURITIES CORP. ACE 2003 OP1 M1	0.01%	467,117
372	TUH5	US 2YR NOTE (CBT) MAR25 XCBT 20250331	0.01%	-6,468
373	DEN14 2016-1A AR2	CRESTLINE DENALI CLO XIV LTD 2016-1A - CRESTLINE DENALI CLO XIV, LTD DEN14 2016 1A AR2 144A	0.01%	464,318
374	FN BP2373	FNMA PASS THRU POOLS - FNMA POOL BP2373 FN 04/50 FIXED 4	0.01%	484,039
375	VENTR 2017-26A AR	VENTURE XXVI CLO LTD 2017-26A - VENTURE CDO LTD VENTR 2017 26A AR 144A	0.01%	446,194
376	INDX 2006-AR15 A1	INDYMAC INDX MTGE LOAN TRUST 2006-AR15 - INDYMAC INDX MORTGAGE LOAN TRU INDX 2006 AR15 A1	0.01%	467,279
377	DUH5	EURO-SCHATZ FUT MAR25 XEUR 20250306	0.01%	-1,942
378	CGMS 2014-1A A1R2	CARLYLE GLOBAL MARKET STRATEGIES CLO LTD 2014-1A - CARLYLE GLOBAL MARKET STRATEGI CGMS 2014 1A A1R2 144A	0.01%	441,543
379	ERU6	3MO EURO EURIBOR SEP26 IFLL 20260914	0.01%	5,672
380	GNR 2022-H06 FL	GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2022-H06 - GOVERNMENT NATIONAL MORTGAGE A GNR 2022 H06 FL	0.01%	435,774
381	SASC 2005-WF1 M2	STRUCTURED ASSET SEC CORP 2005-WF1 - STRUCTURED ASSET SECURITIES CO SASC 2005 WF1 M2	0.01%	423,336
382	B 0 03.13.25	UNITED STATES GOVT - TREASURY BILL 03/25 0.00000	0.01%	429,000
383	GNR 2022-H20 FA	GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2022-H20 - GOVERNMENT NATIONAL MORTGAGE A GNR 2022 H20 FA	0.01%	420,900
384	ATCLO 2018-10A A	ATLAS SENIOR LOAN FUND LTD 2018-10A - ATLAS SENIOR LOAN FUND LTD ATCLO 2018 10A A 144A	0.01%	419,629
385	n/a	INF SWAP EM NI 2.59 03/15/22-30Y LCH	0.01%	1
386	n/a	RFR JPY MUTK/0.55000 09/14/23-5Y LCH	0.01%	1
387	DEN15 2017-1A AR	CRESTLINE DENALI CLO XV 2017-1A - CRESTLINE DENALI CLO XV, LTD. DEN15 2017 1A AR 144A	0.01%	410,119
388	CWL 2007-9 2A4	COUNTRYWIDE ASSET-BACKED CERT 2007-9 - COUNTRYWIDE ASSET BACKED CERTI CWL 2007 9 2A4	0.01%	429,875
389	HEAT 2004-3 M1	HOME EQUITY ASSET TRUST 2004-3 - HOME EQUITY ASSET TRUST HEAT 2004 3 M1	0.01%	408,357
390	n/a	SOLD AUD BOUGHT USD 20250115	0.01%	1
391	n/a	IRS EUR 2.87880 06/12/23-9Y* LCH	0.01%	1
392	n/a	UBS GROUP AG SR UNSECURED REGS 09/27 VAR	0.01%	300,000
393	WAMU 2007-HY4 1A1	WAMU MTGE P/T CERTIFICATES 2007-HY4 - WAMU MORTGAGE PASS THROUGH CER WAMU 2007 HY4 1A1	0.01%	423,217
394	n/a	WASHINGTON MUTUAL 2004-AR10 - WAMU MORTGAGE PASS THROUGH CER WAMU 2004 AR10 A3	0.01%	396,765
395	NEUB 2013-14A AR2	NEUBERGER BERMAN CLO XIV LTD 2013-14A - NEUBERGER BERMAN CLO LTD NEUB 2013 14A AR2 144A	0.01%	376,954
396	BSARM 2006-2 3A2	BEAR STEARNS ADJ RATE MTGE TR 2006-2 - BEAR STEARNS ADJUSTABLE RATE M BSARM 2006 2 3A2	0.01%	437,394
397	TIA 2018-1A A1AR	TIAA CLO IV LTD 2018-1A - TIAA CLO LTD TIA 2018 1A A1AR 144A	0.00%	371,935
398	RAST 2007-A6 2A1	RESIDENTIAL ASSET SECURITIZATION TRUST 2007-A6 - RESIDENTIAL ASSET SECURITIZATI RAST 2007 A6 2A1	0.00%	1,800,609
399	NHEL 2006-5 A2C	NOVASTAR HOME EQUITY LOAN 2006-5 - NOVASTAR HOME EQUITY LOAN NHEL 2006 5 A2C	0.00%	1,216,008
400	CBASS 2005-CB3 M4	CREDIT-BASED ASSET SERVC SEC 2005-CB3 - CREDIT BASED ASSET SERVICING A CBASS 2005 CB3 M4	0.00%	373,685
401	n/a	SOLD KRW BOUGHT USD 20250122	0.00%	1
402	WAMU 2006-AR16 1A1	WASHINGTON MUTUAL 2006-AR16 - WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR16 1A1	0.00%	399,655
403	NCHET 2003-2 M1	NEW CENTURY HOME EQUITY LOAN TRUST 2003-2 - NEW CENTURY HOME EQUITY LOAN T NCHET 2003 2 M1	0.00%	374,906
404	RALI 2005-QO4 2A1	RESIDENTIAL ACCREDIT LOANS INC 2005-QO4 - RESIDENTIAL ACCREDIT LOANS, IN RALI 2005 QO4 2A1	0.00%	624,809
405	WFHET 2005-2 M9	WELLS FARGO HOME EQUITY TRUST 2005-2 - WELLS FARGO HOME EQUITY TRUST WFHET 2005 2 M9	0.00%	355,309
406	B 0 01.30.25	UNITED STATES GOVT - TREASURY BILL 01/25 0.00000	0.00%	344,000
407	CWALT 2006-6CB 2A4	COUNTRYWIDE ALTERNATIVE LN TR 2006-6CB - COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 6CB 2A4	0.00%	947,345
408	n/a	SOLD CNH BOUGHT USD 20250214	0.00%	1
409	HMBT 2006-1 3A2	HOMEBANC MORTGAGE TRUST 2006-1 - HOMEBANC MORTGAGE TRUST HMBT 2006 1 3A2	0.00%	378,910
410	n/a	CVC CORDATUS LOAN FUND III LTD CORDA-A - CORDATUS CLO PLC CORDA 3A A1RR 144A	0.00%	324,135
411	n/a	SOLD KRW BOUGHT USD 20250122	0.00%	1
412	SEMT 2007-3 1A1	SEQUOIA MORTGAGE TRUST 2007-3 - SEQUOIA MORTGAGE TRUST SEMT 2007 3 1A1	0.00%	361,026
413	WAMU 2005-AR1 A2A1	WASHINGTON MUTUAL 2005-AR1 - WAMU MORTGAGE PASS THROUGH CER WAMU 2005 AR1 A2A1	0.00%	320,845
414	BSARM 2007-3 1A1	BEAR STEARNS ADJ RATE MTGE TR 2007-3 - BEAR STEARNS ADJUSTABLE RATE M BSARM 2007 3 1A1	0.00%	345,056
415	CWL 2005-13 AF4	COUNTRYWIDE ASSET-BACKED CERTS 2005-13 - COUNTRYWIDE ASSET BACKED CERTI CWL 2005 13 AF4	0.00%	344,576
416	CMLTI 2006-AR7 1A3A	CITIGROUP MTGE LOAN TR INC 2006-AR7 - CITIGROUP MORTGAGE LOAN TRUST CMLTI 2006 AR7 1A3A	0.00%	324,274
417	n/a	SOLD MXN BOUGHT USD 20250319	0.00%	1
418	HVMLT 2006-1 2A1A	HARBORVIEW MORTGAGE LOAN TR 2006-1 - HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2006 1 2A1A	0.00%	333,004
419	n/a	SOLD KRW BOUGHT USD 20250122	0.00%	1
420	CWALT 2005-62 2A1	COUNTRYWIDE ALTERNATIVE LN TR 2005-62 - COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 62 2A1	0.00%	351,801
421	n/a	SOLD KRW BOUGHT USD 20250115	0.00%	1
422	n/a	SOLD KRW BOUGHT USD 20250115	0.00%	1
423	BALTA 2006-6 31A1	BEAR STEARNS ALT-A TRUST 2006-6 - BEAR STEARNS ALT A TRUST BALTA 2006 6 31A1	0.00%	500,338
424	n/a	INF SWAP EM NI 2.58 03/15/22-30Y LCH	0.00%	1
425	WAMU 2007-OA4 1A	WASHINGTON MUTUAL 2007-OA4 - WAMU MORTGAGE PASS THROUGH CER WAMU 2007 OA4 1A	0.00%	332,085
426	FN MA3993	FNMA PASS THRU POOLS - FNMA POOL MA3993 FN 04/50 FIXED 4	0.00%	296,999
427	FN BJ4340	FNMA PASS THRU POOLS - FNMA POOL BJ4340 FN 12/47 FIXED 4	0.00%	290,453
428	WFMBS 2006-AR4 2A4	WELLS FARGO MTGE BK SEC TR 2006-AR4 - WELLS FARGO MORTGAGE BACKED SE WFMBS 2006 AR4 2A4	0.00%	275,407
429	MLMI 2004-A1 2A2	MERRILL LYNCH MTGE INVESTORS 2004-A1 - MERRILL LYNCH MORTGAGE INVESTO MLMI 2004 A1 2A2	0.00%	283,285
430	n/a	SOLD DKK BOUGHT USD 20250115	0.00%	1
431	n/a	SAXON ASSET SECURITIES TRUST 2005-1 - SAXON ASSET SECURITIES TRUST SAST 2005 1 M2	0.00%	277,692
432	ICG 2018-1A A1	ICG US CLO 2018-1 LTD - ICG US CLO LTD ICG 2018 1A A1 144A	0.00%	262,300
433	ARSI 2006-W4 A2C	ARGENT SECURITIES INC 2006-W4 - ARGENT SECURITIES INC. ARSI 2006 W4 A2C	0.00%	1,091,970
434	VOYA 2017-2A A1R	VOYA CLO 2017-2A - VOYA CLO LTD VOYA 2017 2A A1R 144A	0.00%	257,302
435	ACE 2004-OP1 M1	ACE SECURITIES CORP 2004-OP1 - ACE SECURITIES CORP. ACE 2004 OP1 M1	0.00%	271,118
436	n/a	NYKREDIT REALKREDIT A/S - NYKREDIT REALKREDIT AS COVERED REGS 10/53 1.5	0.00%	2,490,502
437	n/a	SOLD KRW BOUGHT USD 20250115	0.00%	1
438	FR ZA6946	FHLMC PASS THRU POOLS - FED HM LN PC POOL ZA6946 FR 05/49 FIXED 4	0.00%	267,257
439	FHAMS 2006-FA8 1A7	FIRST HORIZON ALT MTG SEC 2006-FA8 - FIRST HORIZON ALTERNATIVE MORT FHAMS 2006 FA8 1A7	0.00%	647,305
440	CWL 2004-6 2A5	COUNTRYWIDE ASSET-BACKED CERT 2004-6 - COUNTRYWIDE ASSET BACKED CERTI CWL 2004 6 2A5	0.00%	254,961
441	SARM 2005-19XS 1A1	STRUCTURED ARM LOAN TRUST 2005-19XS - STRUCTURED ADJUSTABLE RATE MOR SARM 2005 19XS 1A1	0.00%	257,838
442	MSAC 2004-WMC2 M1	MORGAN STANLEY ABS CAPITAL I 2004-WMC2 - MORGAN STANLEY CAPITAL INC MSAC 2004 WMC2 M1	0.00%	230,675
443	n/a	BLACK DIAMOND CLO 2017-2 DAC - BLACK DIAMOND CLO BLACK 2017 2A A1 144A	0.00%	226,962
444	WAMU 2006-AR3 A1A	WASHINGTON MUTUAL 2006-AR3 - WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR3 A1A	0.00%	263,233
445	n/a	SOLD KRW BOUGHT USD 20250108	0.00%	1
446	FSPC T-63 1A1	FHLMC STRUCTURED PASS THROUGH SEC T-63 - FHLMC STRUCTURED PASS THROUGH FSPC T 63 1A1	0.00%	242,324
447	NHEL 2005-1 M5	NOVASTAR HOME EQUITY LOAN 2005-1 - NOVASTAR HOME EQUITY LOAN NHEL 2005 1 M5	0.00%	224,840
448	n/a	RFR JPY MUT+5.89/0.4500 03/20/19-10Y LCH	0.00%	1
449	AMSI 2005-R3 M4	AMERIQUEST MORTGAGE SEC 2005-R3 - AMERIQUEST MORTGAGE SECURITIES AMSI 2005 R3 M4	0.00%	215,914
450	BSARM 2003-8 4A1	BEAR STEARNS ADJUSTABLE RATE MORTGAGE TRUST 2003-8 - BEAR STEARNS ADJUSTABLE RATE M BSARM 2003 8 4A1	0.00%	214,729
451	BALTA 2006-R1 2E21	BEAR STEARNS ALT-A TRUST 2006-R1 - BEAR STEARNS ALT A TRUST BALTA 2006 R1 2E21	0.00%	315,417
452	MLMI 2003-A2 1A1	MERRILL LYNCH MORTGAGE INVESTORS 2003-A2 - MERRILL LYNCH MORTGAGE INVESTO MLMI 2003 A2 1A1	0.00%	218,775
453	MSDWC 2003-NC2 M1	MORGAN STANLEY DEAN WITT CAP I 2003-NC2 - MORGAN STANLEY DEAN WITTER CAP MSDWC 2003 NC2 M1	0.00%	194,702
454	OCTLF 2014-1A ARR	OCTAGON LOAN FUNDING LTD 2014-1A - OCTAGON LOAN FUNDING LTD OCTLF 2014 1A ARR 144A	0.00%	195,286
455	SARM 2006-8 1A2	STRUCTURED ADJ RATE MTGE LOAN 2006-8 - STRUCTURED ADJUSTABLE RATE MOR SARM 2006 8 1A2	0.00%	280,766
456	n/a	SOLD KRW BOUGHT USD 20250115	0.00%	1
457	INDA 2006-AR1 A3	INDYMAC INDA MTGE LOAN TRUST 2006-AR1 - INDYMAC INDA MORTGAGE LOAN TRU INDA 2006 AR1 A3	0.00%	241,801
458	BTSH5	SHORT EURO-BTP FU MAR25 XEUR 20250306	0.00%	-1,450
459	FR QA1406	FHLMC PASS THRU POOLS - FED HM LN PC POOL QA1406 FR 07/49 FIXED 4	0.00%	197,414
460	n/a	SOLD TWD BOUGHT USD 20250121	0.00%	1
461	INDX 2004-AR6 5A1	INDYMAC INDX MTGE LOAN TR 2004-AR6 - INDYMAC INDX MORTGAGE LOAN TRU INDX 2004 AR6 5A1	0.00%	190,250
462	BSARM 2003-9 2A1	BEAR STEARNS ADJ RATE MTGE 2003-9 - BEAR STEARNS ADJUSTABLE RATE M BSARM 2003 9 2A1	0.00%	195,115
463	WAMU 2002-AR2 A	WASHINGTON MUTUAL 2002 AR2 - WAMU MORTGAGE PASS THROUGH CER WAMU 2002 AR2 A	0.00%	186,244
464	AHMA 2006-1 2A1	AMERICAN HOME MORTGAGE ASSETS 2006-1 - AMERICAN HOME MORTGAGE ASSETS AHMA 2006 1 2A1	0.00%	208,712
465	CWALT 2005-51 1A1	COUNTRYWIDE ALTERNATIVE LN TR 2005-51 - COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 51 1A1	0.00%	183,355
466	n/a	SOLD JPY BOUGHT USD 20250115	0.00%	1
467	MSAC 2007-HE5 A2D	MORGAN STANLEY ABS CAPITAL I 2007-HE5 - MORGAN STANLEY CAPITAL INC MSAC 2007 HE5 A2D	0.00%	407,579
468	VMC 2022-FL5 A	VMC FINANCE 2022-FL5 LLC - VMC FINANCE LLC VMC 2022 FL5 A 144A	0.00%	170,287
469	n/a	SOLD KRW BOUGHT USD 20250108	0.00%	1
470	BOAMS 2005-J 2A4	BANK OF AMERICA MTGE SECS-2005-J - BANC OF AMERICA MORTGAGE SECUR BOAMS 2005 J 2A4	0.00%	194,036
471	n/a	SOLD TWD BOUGHT USD 20250121	0.00%	1
472	MSAC 2005-WMC1 M3	MORGAN STANLEY ABS CAPITAL I 2005-WMC1 - MORGAN STANLEY CAPITAL INC MSAC 2005 WMC1 M3	0.00%	169,035
473	n/a	SOLD EUR BOUGHT USD 20250115	0.00%	1
474	INDX 2005-AR12 2A1A	INDYMAC INDX MTGE LOAN TRUST 2005-AR12 - INDYMAC INDX MORTGAGE LOAN TRU INDX 2005 AR12 2A1A	0.00%	181,916
475	n/a	SOLD TWD BOUGHT USD 20250121	0.00%	1
476	WAMU 2005-AR8 2A1A	WASHINGTON MUTUAL 2005-AR8 - WAMU MORTGAGE PASS THROUGH CER WAMU 2005 AR8 2A1A	0.00%	169,251
477	GPMF 2005-AR1 A2	GREENPOINT MTGE FUNDING TR 2005-AR1 - GREENPOINT MORTGAGE FUNDING TR GPMF 2005 AR1 A2	0.00%	177,342
478	CWHL 2005-3 1A2	COUNTRYWIDE HOME LOANS 2005-3 - COUNTRYWIDE HOME LOANS CWHL 2005 3 1A2	0.00%	165,083
479	FN BM2007	FNMA PASS THRU POOLS - FNMA POOL BM2007 FN 09/48 FIXED VAR	0.00%	165,965
480	n/a	SOLD KRW BOUGHT USD 20250108	0.00%	1
481	GSR 2005-AR7 5A1	GSR MORTGAGE LOAN TRUST 2005-AR7 - GSR MORTGAGE LOAN TRUST GSR 2005 AR7 5A1	0.00%	182,723
482	n/a	TORO EUROPEAN CLO 5 DAC 5A - TORO EUROPEAN CLO TCLO 5A ANV 144A	0.00%	144,032
483	SAMI 2005-AR5 A3	STRUCTURED ASSET MTG INV INC 2005-AR5 - STRUCTURED ASSET MORTGAGE INVE SAMI 2005 AR5 A3	0.00%	156,951
484	NAA 2007-1 1A6	NOMURA ASSET ACCEPTANCE CORP 2007-1 - NOMURA ASSET ACCEPTANCE CORPOR NAA 2007 1 1A6	0.00%	160,086
485	FHASI 2005-AR3 2A1	FIRST HORIZON MTGE PASS-THRU TR 2005-AR3 - FIRST HORIZON MORTGAGE PASS TH FHASI 2005 AR3 2A1	0.00%	198,148
486	n/a	SOLD TWD BOUGHT USD 20250122	0.00%	1
487	NHEL 2005-3 M2	NOVASTAR HOME EQUITY LOAN 2005-3 - NOVASTAR HOME EQUITY LOAN NHEL 2005 3 M2	0.00%	143,646
488	INDX 2005-AR14 1A1A	INDYMAC INDX MORTGAGE LOAN TR 2005-AR14 - INDYMAC INDX MORTGAGE LOAN TRU INDX 2005 AR14 1A1A	0.00%	197,546
489	SAMI 2006-AR3 11A1	STRUCTURED ASSET MTG INV INC 2006-AR3 - STRUCTURED ASSET MORTGAGE INVE SAMI 2006 AR3 11A1	0.00%	158,204
490	BSARM 2005-10 A3	BEAR STEARNS ADJUSTABLE RATE MORTGAGE TRUST 2005-10 - BEAR STEARNS ADJUSTABLE RATE M BSARM 2005 10 A3	0.00%	145,390
491	HVMLT 2005-10 2A1A	HARBORVIEW MORTGAGE LOAN TR 2005-10 - HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2005 10 2A1A	0.00%	216,272
492	WAMU 2007-HY1 3A2	WAMU MTGE P/T CERT 2007-HY1 - WAMU MORTGAGE PASS THROUGH CER WAMU 2007 HY1 3A2	0.00%	166,143
493	n/a	SOLD TWD BOUGHT USD 20250122	0.00%	1
494	NAA 2007-1 1A4	NOMURA ASSET ACCEPTANCE CORP 2007-1 - NOMURA ASSET ACCEPTANCE CORPOR NAA 2007 1 1A4	0.00%	148,316
495	n/a	SOLD CNH BOUGHT USD 20250115	0.00%	1
496	LUM 2006-7 1A1	LUMINENT MORTGAGE TRUST 2006-7 - LUMINENT MORTGAGE TRUST LUM 2006 7 1A1	0.00%	142,011
497	AVOL 2.528 11.18.27 144A	AVOLON HOLDINGS FUNDING LIMITED - AVOLON HOLDINGS FNDG LTD COMPANY GUAR 144A 11/27 2.528	0.00%	143,000
498	CWL 2007-2 1A	COUNTRYWIDE ASSET-BACKED CERT 2007-2 - COUNTRYWIDE ASSET BACKED CERTI CWL 2007 2 1A	0.00%	145,811
499	G2 81557	GNMA PASS THRU POOLS - GNMA II POOL 081557 G2 12/35 FLOATING VAR	0.00%	127,635
500	FR RA2231	FHLMC PASS THRU POOLS - FED HM LN PC POOL RA2231 FR 01/49 FIXED 4	0.00%	138,898

As of Dec 31, 2024

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Asset Allocation

Asset Class	% Weight
Bond	64.67%
Other	30.37%
Cash	4.88%
Not Classified	0.09%
Stocks	-0.00%

Country Breakdown

Sector	% Weight
United States	75.68%
Other	11.89%
Denmark	2.57%
Italy	2.28%
XS	1.99%
United Kingdom	1.85%
France	1.39%
EZ	1.06%
Japan	0.53%
Germany	0.31%
Canada	0.22%
New Zealand	0.08%
Australia	0.07%
Mexico	0.07%
Spain	0.01%