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PIMCO Real Return Fund Institutional Class (PRRIX)
NASDAQ · Mutual Fund · Delayed Price · Currency is USD
9.82
-0.02 (-0.20%)
Sep 15, 2023, 8:01 PM EDT

PRRIX Holdings List

Mar 31, 2025
No.SymbolName WeightShares
1FNCL.4.5 6.11UMBS PASS THRU POOLS - FNMA TBA 30 YR 4.5 SINGLE FAMILY MORTGAGE4.61%371,000,000
2n/aUNITED STATES GOVT - TSY INFL IX N/B 07/32 0.6254.57%377,017,088
3n/aUNITED STATES GOVT - TSY INFL IX N/B 07/30 0.1254.46%366,149,725
4n/aUNITED STATES GOVT - TSY INFL IX N/B 07/29 0.254.15%333,420,072
5TII.3.625 04.15.28UNITED STATES GOVT - TSY INFL IX N/B 04/28 3.6254.08%292,716,432
6n/aUNITED STATES GOVT - TSY INFL IX N/B 07/33 1.3754.05%319,584,256
7n/aUNITED STATES GOVT - TSY INFL IX N/B 01/28 0.54.00%313,234,594
8n/aUNITED STATES GOVT - TSY INFL IX N/B 04/29 3.8753.95%276,460,928
9n/aUNITED STATES GOVT - TSY INFL IX N/B 07/34 1.8753.92%298,815,780
10n/aUNITED STATES GOVT - TSY INFL IX N/B 01/31 0.1253.90%324,924,162
11n/aITALY GOVT - BUONI POLIENNALI DEL TES SR UNSECURED 144A REGS 05/25 13.87%274,608,929
12n/aUNITED STATES GOVT - TSY INFL IX N/B 01/28 1.753.82%289,651,570
13n/aUNITED STATES GOVT - TSY INFL IX N/B 07/26 0.1253.49%269,922,375
14n/aUNITED STATES GOVT - TSY INFL IX N/B 07/28 0.753.24%252,323,939
15n/aUNITED STATES GOVT - TSY INFL IX N/B 02/44 1.3753.02%266,554,493
16n/aUNITED STATES GOVT - TSY INFL IX N/B 07/31 0.1252.90%242,901,300
17G2SF.3.5 4.11GNMA PASS THRU POOLS - GNMA II TBA 30 YR 3.5 JUMBOS2.78%233,500,000
18FNCL.6 5.11UMBS PASS THRU POOLS - FNMA TBA 30 YR 6 SINGLE FAMILY MORTGAGE2.38%180,695,000
19n/aUNITED STATES GOVT - TSY INFL IX N/B 01/30 0.1252.35%192,327,310
20n/aUNITED STATES GOVT - TSY INFL IX N/B 02/46 12.16%210,802,492
21n/aUNITED STATES GOVT - TSY INFL IX N/B 10/26 0.1252.14%165,858,783
22n/aUNITED STATES GOVT - TSY INFL IX N/B 02/47 0.8751.83%186,195,432
23FNCL.4 5.11UMBS PASS THRU POOLS - FNMA TBA 30 YR 4 SINGLE FAMILY MORTGAGE1.63%135,130,000
24n/aUNITED STATES GOVT - TSY INFL IX N/B 01/32 0.1251.63%138,234,738
25n/aUNITED STATES GOVT - TSY INFL IX N/B 02/45 0.751.62%164,141,658
26n/aUNITED STATES GOVT - TSY INFL IX N/B 02/42 0.751.60%152,747,509
27TII.0.625 01.15.26UNITED STATES GOVT - TSY INFL IX N/B 01/26 0.6251.56%120,299,400
28n/aUNITED STATES GOVT - TSY INFL IX N/B 01/29 2.51.40%103,071,707
29n/aUNITED STATES GOVT - TSY INFL IX N/B 04/29 2.1251.33%99,088,130
30n/aUNITED STATES GOVT - TSY INFL IX N/B 01/35 2.1251.31%98,424,942
31n/aUNITED STATES GOVT - TSY INFL IX N/B 01/33 1.1251.20%96,280,569
32n/aJAPAN GOVT CPI LINKED BONDS 03/29 0.11.20%13,381,960,740
33n/aUNITED STATES GOVT - TSY INFL IX N/B 04/28 1.251.17%90,214,872
34n/aFRANCE GOVT - FRANCE (GOVT OF) BONDS 144A REGS 03/26 0.11.16%82,298,048
35n/aUNITED STATES GOVT - TSY INFL IX N/B 10/29 1.6251.13%85,897,387
36TII.2.125 02.15.40UNITED STATES GOVT - TSY INFL IX N/B 02/40 2.1251.12%85,315,686
37n/aUNITED STATES GOVT - TSY INFL IX N/B 04/26 0.1251.10%84,995,315
38n/aUNITED STATES GOVT - TSY INFL IX N/B 01/29 0.8751.02%80,089,810
39n/aUNITED STATES GOVT - TSY INFL IX N/B 10/27 1.6250.96%72,370,800
40n/aUNITED STATES GOVT - TSY INFL IX N/B 02/41 2.1250.93%71,171,063
41n/aJAPAN GOVT CPI LINKED BONDS 03/28 0.10.89%9,928,480,098
42FNCL.6.5 6.11UMBS PASS THRU POOLS - FNMA TBA 30 YR 6.5 SINGLE FAMILY MORTGAGE0.85%63,600,000
43n/aUNITED STATES GOVT - TSY INFL IX N/B 04/27 0.1250.85%66,367,330
44n/aUNITED STATES GOVT - TSY INFL IX N/B 01/34 1.750.85%65,196,813
45FNCL.5.5 5.11UMBS PASS THRU POOLS - FNMA TBA 30 YR 5.5 SINGLE FAMILY MORTGAGE0.83%64,300,000
46n/aUNITED STATES GOVT - TSY INFL IX N/B 02/50 0.250.81%102,127,211
47n/aUNITED STATES GOVT - TSY INFL IX N/B 02/43 0.6250.79%79,042,090
48n/aUNITED STATES GOVT - TSY INFL IX N/B 02/54 2.1250.78%62,195,687
49n/aUNITED STATES GOVT - TSY INFL IX N/B 07/27 0.3750.70%54,583,475
50n/aUNITED STATES GOVT - TSY INFL IX N/B 02/48 10.65%65,157,391
51TII.2.375 02.15.55UNITED STATES GOVT - TSY INFL IX N/B 02/55 2.3750.64%48,312,480
52n/aFREDDIE MAC REMICS 5513 - FREDDIE MAC FHR 5513 MF0.59%44,985,196
53n/aUNITED STATES GOVT - TSY INFL IX N/B 02/51 0.1250.46%61,368,183
54n/aUNITED STATES GOVT - TSY INFL IX N/B 02/49 10.44%44,756,067
55n/aUNITED STATES GOVT - TSY INFL IX N/B 02/52 0.1250.41%55,790,988
56n/aUNITED STATES GOVT - TSY INFL IX N/B 10/28 2.3750.37%27,686,031
57n/aIRS EUR 0.19700 11/08/22-30Y LCH0.37%1
58n/aCANADA GOVT - CANADIAN GOVERNMENT RRB BONDS 12/26 4.250.37%38,567,760
59n/aRFR USD SOFR/2.86500 02/13/24-30Y LCH0.31%1
60n/aBOPHO-6A - BOSPHORUS CLO BOPHO 6A A 144A0.30%21,600,000
61n/aIRS EUR 2.25000 09/17/25-30Y LCH0.29%1
62n/aITALY GOVT - BUONI POLIENNALI DEL TES SR UNSECURED 144A REGS 05/30 00.27%20,235,631
63FR.ZM5146FHLMC PASS THRU POOLS - FED HM LN PC POOL ZM5146 FR 12/47 FIXED 40.26%20,903,642
64n/aIRS EUR 0.19500 11/04/22-30Y LCH0.23%1
65GNR.2022-H22 FGOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2022-H22 - GOVERNMENT NATIONAL MORTGAGE A GNR 2022 H22 F0.22%17,158,647
66CMLTI.2006-WFH3 M3CITIGROUP MORTGAGE LOAN TRUST 2006-WFH3 - CITIGROUP MORTGAGE LOAN TRUST CMLTI 2006 WFH3 M30.22%17,188,000
67n/aFRANCE GOVT - FRANCE (GOVT OF) BONDS 144A REGS 07/31 0.10.22%16,340,944
68n/aIRS EUR 0.19000 11/04/22-30Y LCH0.21%1
69n/aUNITED STATES GOVT - TSY INFL IX N/B 04/32 3.3750.20%13,956,696
70SASC.2006-OPT1 M1STRUCTURED ASSET SECUR CORP 2006-OPT1 - STRUCTURED ASSET SECURITIES CO SASC 2006 OPT1 M10.20%18,309,979
71MF1.2022-FL9 AMF1 2022-FL9 LLC - MF1 MULTIFAMILY HOUSING MORTGA MF1 2022 FL9 A 144A0.17%13,347,986
72n/aRFRF USD SOFR/2.28500 11/15/23-30Y LCH0.17%1
73BABSN.2018-1A A1BARINGS CLO LTD 2018-I - BABSON CLO LTD BABSN 2018 1A A1 144A0.17%12,807,072
74n/aMADISON PARK EURO FUNDING VIII DAC - MADISON PARK EURO FUNDING CADOG 8A ARR 144A0.17%11,879,325
75n/aDRYDEN XXVII-R EURO CLO BV 2017-27A - DRYDEN LEVERAGED LOAN CDO DRYD 2017 27A AR 144A0.16%11,399,482
76RAMC.2007-3 AF1RENAISSANCE HOME EQUITY LOAN TR 2007-3 - RENAISSANCE HOME EQUITY LOAN T RAMC 2007 3 AF10.16%30,107,642
77n/aNEW RESIDENTIAL MORTGAGE LOAN TRUST 2019-RPL3 - NEW RESIDENTIAL MORTGAGE LOAN NRZT 2019 RPL3 A1 144A0.16%12,693,544
78n/aCVC CORDATUS LOAN FUND XI DAC 21-1 - CORDATUS CLO PLC CORDA 11A AR 144A0.16%11,221,929
79n/aUNITED STATES GOVT - TSY INFL IX N/B 02/53 1.50.15%13,462,596
80n/aPIMCO FUNDS - PIMCO PRV SHORT TERM FLT III MUTUAL FUND0.15%1,149,214
81n/aCVC CORDATUS OPPORTUNITY LOAN FUND DAC 1A - CVC CORDATUS OPPORTUNITY LOAN COLFR 1A AR 144A0.14%10,320,000
82n/aJYSKE REALKREDIT A/S COVERED 10/53 1.50.14%97,752,003
83n/aHARVEST CLO XX DAC 20A - HARVEST CLO HARVT 20A AR 144A0.14%10,244,541
84n/aRFRF USD SOFR/2.23650 11/21/23-30Y LCH0.14%1
85FFML.2005-FF12 M2FIRST FRANKLIN MTG LOAN 2005-FF12 - FIRST FRANKLIN MTG LOAN ASSET FFML 2005 FF12 M20.13%10,451,282
86LNCR.2022-CRE7 ALOANCORE 2022-CRE7 ISSUER LTD - LOANCORE 2022 CRE7 ISSUER LTD. LNCR 2022 CRE7 A 144A0.13%10,085,553
87n/aINF SWAP US IT 2.41875 03/05/21-5Y LCH0.13%1
88n/aCIT MTGE LOAN TRUST 2007-1 - CIT MORTGAGE LOAN TRUST CITM 2007 1 1M1 144A0.12%9,131,106
89FNCL.6 6.11UMBS PASS THRU POOLS - FNMA TBA 30 YR 6 SINGLE FAMILY MORTGAGE0.12%8,905,000
90n/aTPG REAL ESTATE FINANCE ISSUER LTD 2022-FL5 - TPG REAL ESTATE FINANCE TRTX 2022 FL5 A 144A0.12%8,978,403
91n/aITALY GOVT - BUONI POLIENNALI DEL TES SR UNSECURED 144A REGS 05/36 10.12%8,452,554
92n/aINF SWAP US IT 2.31375 02/26/21-5Y LCH0.11%1
93n/aGOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2018-H15 - GOVERNMENT NATIONAL MORTGAGE A GNR 2018 H15 FG0.11%8,550,888
94JPALT.2006-A7 1A4JP MORGAN ALTERNATIVE LN TRUST 2006-A7 - J.P. MORGAN ALTERNATIVE LOAN T JPALT 2006 A7 1A40.11%9,178,867
95n/aLEHMAN XS TRUST SERIES 2007-20N - LEHMAN XS TRUST LXS 2007 20N A10.10%8,218,279
96B.0 06.05.25UNITED STATES GOVT - TREASURY BILL 06/25 0.000000.10%7,933,000
97PPSI.2005-WHQ2 M4PARK PLACE SEC INC 2005-WHQ2 - PARK PLACE SECURITIES INC PPSI 2005 WHQ2 M40.10%8,391,000
98n/aDRYDEN 52 EURO CLO 2017 17-52A - DRYDEN EURO CLO DRYD 2017 52A AR 144A0.10%7,212,658
99n/aCOUNTRYWIDE HOME LOANS 2005-HYB6 - COUNTRYWIDE HOME LOANS CWHL 2005 HYB6 2A10.09%7,504,684
100SNDPT.2015-2A ARRRSOUND POINT CLO IX LTD 2015-2A - SOUND POINT CLO LTD SNDPT 2015 2A ARRR 144A0.09%6,888,667
101UXYM5US 10YR ULTRA FUT JUN25 XCBT 202506180.09%7,503
102n/aJUBILEE CLO 2016-XVII BV 16-17A - JUBILEE CDO BV JUBIL 2016 17A A1RR 144A0.09%6,321,206
103n/aBLACKROCK EUROPEAN CLO VII DAC 7A - BLACKROCK EUROPEAN CLO DAC BECLO 7A AR 144A0.09%6,255,858
104n/aBANK OF AMERICA CORPORATION - BANK OF AMERICA CORP JR SUBORDINA 12/99 VAR0.09%6,580,000
105n/aOAK HILL EUROPEAN CREDIT PARTNERS VII DAC 18-7A - OAK HILL EUROPEAN CREDIT PARTN OHECP 2018 7A AR 144A0.08%5,953,273
106HEAT.2005-8 M2HOME EQUITY PASS-THRU CERTS 2005-8 - HOME EQUITY ASSET TRUST HEAT 2005 8 M20.08%6,386,738
107n/aHAYFIN EMERALD CLO XIV DAC 14A - HAYFIN EMERALD CLO HAYEM 14A A 144A0.08%5,700,000
108n/aCSMC 2021-NQM8 - CREDIT SUISSE MORTGAGE TRUST CSMC 2021 NQM8 A1 144A0.08%6,755,423
109n/aPALMER SQUARE EUROPEAN LOAN FUNDING 2024-2 DESIGNATED ACTIVITY CO 24-2A - PALMER SQUARE EUROPEAN LOAN FU PSTET 2024 2A A 144A0.08%5,539,983
110n/aTRS R 4.49/91282CCM1 MYC0.08%1
111MSAC.2005-WMC5 M6MORGAN STANLEY ABS CAPITAL I 2005-WMC5 - MORGAN STANLEY CAPITAL INC MSAC 2005 WMC5 M60.08%6,500,000
112C4US.2022-1A ARCAPITAL FOUR US CLO 2022-1A - CAPITAL FOUR US CLO C4US 2022 1A AR 144A0.08%5,800,000
113n/aMAN GLG EURO CLO V DAC 5A - MAN GLG EURO CLO GLGE 5A A1R 144A0.07%5,285,690
114n/aCOUNTRYWIDE ASSET-BACKED CERTIFICATES 2007-8 - COUNTRYWIDE ASSET BACKED CERTI CWL 2007 8 1A10.07%5,823,154
115n/aPALMER SQUARE EUROPEAN LOAN FUNDING 2024-1 DAC 24-1A - PALMER SQUARE EUROPEAN LOAN FU PSTET 2024 1A AR0.07%5,000,000
116WELF.2021-4A A1TRALEE CLO VII LTD - TRALEE CDO LTD TRAL 2021 7A A1 144A0.07%5,100,000
117n/aINVESCO EURO CLO III DAC 3A - INVESCO EURO CLO INVSC 3A AR0.07%4,700,000
118n/aCIFC FUNDING LTD 2017-4A - CIFC FUNDING LTD CIFC 2017 4A A1R 144A0.07%5,067,563
119GALL.2017-1A A1RGALLATIN FUNDING LTD, GALLATIN CLO VII LLC 2017-1A - GALLATIN LOAN MANAGEMENT, LLC GALL 2017 1A A1R 144A0.07%5,041,203
120n/aIRS EUR 2.91510 06/12/23-9Y* LCH0.06%1
121n/aTIKEHAU CLO IV BV 4A - TIKEHAU TIKEH 4A A1 144A0.06%4,540,831
122n/aANCHORAGE CAPITAL CLO LTD 2015-6A - ANCHORAGE CAPITAL CLO LTD ANCHC 2015 6A AR3 144A0.06%4,800,000
123ARES.2013-2A AR3ARES XXVII CLO LTD 2013-2A - ARES CLO LTD ARES 2013 2A AR3 144A0.06%4,800,000
124FNCL.4.5 5.11UMBS PASS THRU POOLS - FNMA TBA 30 YR 4.5 SINGLE FAMILY MORTGAGE0.06%5,000,000
125MCCP.2024-3A AATLANTIC AVENUE 2024-3A LTD - ATLANTIC AVENUE LTD MCCP 2024 3A A 144A0.06%4,750,000
126n/aEURO-OAT FUTURE JUN25 XEUR 202506060.06%-1,658
127MDPK.2020-46A ARRMADISON PARK FUNDING XLVI LTD 2020-46A - MADISON PARK FUNDING LTD MDPK 2020 46A ARR 144A0.06%4,600,000
128n/aINF SWAP US IT 2.7675 05/13/21-5Y LCH0.06%1
129n/aARBOUR CLO VII DAC 7A - ARBOUR CLO ARBR 7A AR 144A0.06%4,200,000
130GNR.2022-H24 FDGOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2022-H24 - GOVERNMENT NATIONAL MORTGAGE A GNR 2022 H24 FD0.06%4,429,538
131CAPST.2024-1 ACAPITAL STREET MASTER TRUST 2024-1 - CAPITAL STREET MASTER TRUST CAPST 2024 1 A 144A0.06%4,500,000
132n/aPALMER SQUARE EUROPEAN LOAN FUNDING 2024-1 DAC 24-1A - PALMER SQUARE EUROPEAN LOAN FU PSTET 2024 1A A 144A0.06%4,165,218
133n/aCARLYLE GLOBAL MARKET STRATEGIES EURO CLO 2014-2 LTD 14-2A - CARLYLE GLOBAL MARKET STRATEGI CGMSE 2014 2A AR1 144A0.06%4,102,096
134n/aINF SWAP US IT 2.31125 02/24/21-10Y LCH0.06%1
135BCC.2021-4A A1RBAIN CAPITAL CREDIT CLO 2021-4 LTD - BAIN CAPITAL CREDIT CLO, LIMIT BCC 2021 4A A1R 144A0.06%4,400,000
136BDS.2022-FL11 ATSBDS 2022-FL11 LLC - BDS LTD BDS 2022 FL11 ATS 144A0.06%4,338,563
137n/aHAYFIN EMERALD CLO V DAC 5A - HAYFIN EMERALD CLO HAYEM 5A AR 144A0.06%4,000,000
138n/aSPAUL-11A - ST PAULS CLO SPAUL 11A AR 144A0.05%3,912,807
139PIPK.2018-2A ARRPIKES PEAK CLO 2018-2A - PIKES PEAK CLO PIPK 2018 2A ARR 144A0.05%4,200,000
140n/aUNITED STATES GOVT - TREASURY BILL 05/25 0.000000.05%4,144,000
141n/aCONTEGO CLO IV DAC 4A - CONTEGO CLO DAC CONTE 4A AR 144A0.05%3,779,150
142FNCL.4.5 4.11UMBS PASS THRU POOLS - FNMA TBA 30 YR 4.5 SINGLE FAMILY MORTGAGE0.05%4,200,000
143n/aST PAUL'S CLO X DAC 10A - ST PAULS CLO SPAUL 10A AR 144A0.05%3,690,000
144ARCLO.2022-FL1 AARBOR REALTY COLLATERALIZED LOAN OBLIGATION LTD 2022-FL1 - ARBOR REALTY COLLATERALIZED LO ARCLO 2022 FL1 A 144A0.05%3,930,380
145n/aCAIRN CLO X BV 18-10A - CAIRN CLO BV CRNCL 2018 10A AR 144A0.05%3,630,154
146n/aST PAULS CLO 4A - ST PAULS CLO SPAUL 4A ARR1 144A0.05%3,611,640
147n/aSEGOVIA EUROPEAN CLO 6-2019 DAC 19-6A - SEGOVIA EUROPEAN CLO 6 2019 SEGOV 2019 6A AR 144A0.05%3,540,494
148JTWN.2022-18A A1RJAMESTOWN CLO 2022 XVIIIA LTD - JAMESTOWN CLO LTD JTWN 2022 18A AR 144A0.05%3,800,000
149CWL.2006-19 2A3COUNTRYWIDE ASSET-BACKED CERTI 2006-19 - COUNTRYWIDE ASSET BACKED CERTI CWL 2006 19 2A30.05%3,965,714
150n/aEURO-BUND FUTURE JUN25 XEUR 202506060.05%-2,288
151CARVL.2018-1A ARCARVAL CLO LTD 2018-1A - CARVAL CLO LTD CARVL 2018 1A AR 144A0.05%3,622,142
152OZLM.2019-24A A1AROZLM XXIV LTD 2019-24A - OZLM LTD OZLM 2019 24A A1AR 144A0.05%3,567,466
153n/aARES EUROPEAN CLO X BV 10A - ARES EUROPEAN CLO ARESE 10A AR 144A0.05%3,295,210
154n/aCUMULUS STATIC CLO 2024-1 DAC 24-1A - CUMULUS STATIC CLO CMLST 2024 1A A 144A0.05%3,283,194
155MORGN.2018-3A AR522 FUNDING CLO I LTD 2018-3A - 522 FUNDING CLO LTD MORGN 2018 3A AR 144A0.05%3,496,948
156n/aTRS R FEDL01+14/91282CJH5 SOG0.05%1
157MVEW.2022-1A A1RMOUNTAIN VIEW CLO XVI LTD 2022-1A - MOUNTAIN VIEW CLO MVEW 2022 1A A1R 144A0.04%3,400,000
158n/aLEHMAN ABS MANUFACTURED HOUSING 2001-B - LEHMAN ABS MANUFACTURED HOUSIN LABMH 2001 B M20.04%3,599,603
159GOST.2024-1A A1GOLUB CAPITAL PARTNERS STATIC 2024-1 LTD - GOLUB CAPITAL PARTNERS STATIC GOST 2024 1A A1 144A0.04%3,385,247
160n/aHENLEY CLO VI DAC 6A - HENLEY FUNDING LTD. HNLY 6A A 144A0.04%3,100,000
161n/aGREYWOLF CLO III LTD 2020-3RA - GREYWOLF CLO LTD GWOLF 2020 3RA A1R2 144A0.04%3,300,000
162NEUB.2021-45A ARNEUBERGER BERMAN LOAN ADVISERS CLO 45 LTD 2021-45A - NEUBERGER BERMAN CLO LTD NEUB 2021 45A AR 144A0.04%3,200,000
163SAND.2021-1A A1RSANDSTONE PEAK LTD 2021-1A - SANDSTONE PEAK LTD. SAND 2021 1A A1R 144A0.04%3,100,000
164DRSLF.2021-95A ARDRYDEN 95 CLO LTD - DRYDEN SENIOR LOAN FUND DRSLF 2021 95A AR 144A0.04%3,100,000
165CARR.2006-NC2 A4CARRINGTON MORTGAGE LOAN TRUST SERIES 2006-NC2 2006-NC2 - CARRINGTON MORTGAGE LOAN TRUST CARR 2006 NC2 A40.04%3,185,953
166OOMLT.2007-3 2A3OPTION ONE MORTGAGE LOAN TRUST 2007-3 - OPTION ONE MORTGAGE LOAN TRUST OOMLT 2007 3 2A30.04%6,335,032
167n/aRFR USD SOFR/3.50000 06/20/24-30Y CME0.04%1
168n/aPALMER SQUARE EUROPEAN CLO DAC 2021-2A - PALMER SQUARE EUROPEAN CLO PLMER 2021 2A A1 144A0.04%2,800,000
169ICG.2015-2RA A1RICG US CLO LTD 2015-2RA - ICG US CLO LTD ICG 2015 2RA A1R 144A0.04%3,000,000
170RASC.2006-EMX7 A4RESIDENTIAL ASSET SEC CORP 2006-EMX7 - RESIDENTIAL ASSET SECURITIES C RASC 2006 EMX7 A40.04%3,375,205
171n/aFANNIE MAE REMICS 2025-16 - FANNIE MAE FNR 2025 16 FN0.04%2,975,727
172n/aWASHINGTON MUTUAL ALTERNATIVE MORTGAGE PASS-THROUGH CERTIFICATES 2007-4 - WASHINGTON MUTUAL MORTGAGE PAS WMALT 2007 4 1A30.04%3,788,207
173MLMI.2006-HE6 A2BMERRILL LYNCH MORTGAGE INVS 2006-HE6 - MERRILL LYNCH MORTGAGE INVESTO MLMI 2006 HE6 A2B0.04%9,058,746
174BCC.2021-2A A1RBAIN CAPITAL CREDIT CLO 2021-2 LTD - BAIN CAPITAL CREDIT CLO, LIMIT BCC 2021 2A A1R 144A0.04%2,900,000
175BLUEM.2018-22A A1BLUEMOUNTAIN CLO XXII LTD 2018-22A - BLUEMOUNTAIN CLO LTD BLUEM 2018 22A A1 144A0.04%2,863,574
176BSST.2022-1700 ABEAST MORTGAGE TRUST 2022-1700 - BSST MORTGAGE TRUST BSST 2022 1700 A 144A0.04%3,200,000
177n/aHENLEY CLO VII DAC 7A - HENLEY FUNDING LTD. HNLY 7A AR0.04%2,600,000
178OCT40.2019-1A A1RROCTAGON INVESTMENT PARTNERS 40 LTD 2019-1A - OCTAGON INVESTMENT PARTNERS 40 OCT40 2019 1A A1RR 144A0.04%2,800,000
179TII.2.375 01.15.27UNITED STATES GOVT - TSY INFL IX N/B 01/27 2.3750.04%2,719,082
180SLMA.2008-7 A4SLM STUDENT LOAN TRUST 2008-7 - SLM STUDENT LOAN TRUST SLMA 2008 7 A40.04%2,780,720
181n/aTRS R FEDL01+14/912828Z37 SOG0.04%1
182n/aCVC CORDATUS LOAN FUND XXI DAC 21A - CORDATUS CLO PLC CORDA 21A A1E 144A0.04%2,500,000
183NEUB.2021-43A ARNEUBERGER BERMAN LOAN ADVISERS CLO 43 LTD 2021-43A - NEUBERGER BERMAN CLO LTD NEUB 2021 43A AR 144A0.04%2,700,000
184n/aVOYA EURO CLO IV DAC 4A - VOYA EURO CLO VOYE 4A AR 144A0.03%2,500,000
185n/aPALMER SQUARE EUROPEAN LOAN FUNDING 2023-2 DAC 24-3A - PALMER SQUARE EUROPEAN LOAN FU PSTET 2024 3A A 144A0.03%2,400,000
186n/aDRSLF-2017-54A - DRYDEN SENIOR LOAN FUND DRSLF 2017 54A AR 144A0.03%2,552,274
187LXS.2006-8 3A4LEHMAN XS TRUST 2006-8 - LEHMAN XS TRUST LXS 2006 8 3A40.03%2,599,716
188FN.BK7608FNMA PASS THRU POOLS - FNMA POOL BK7608 FN 09/48 FIXED 40.03%2,675,334
189ALBT.2007-OA1 A1ALLIANCE BANCORP TRUST 2007-OA1 - ALLIANCE BANCORP TRUST ALBT 2007 OA1 A10.03%2,856,183
190n/aAIMCO CLO SERIES 2015-AA - AIMCO AIMCO 2015 AA AR3 144A0.03%2,500,000
191VENTR.2021-44A A1NRVENTURE 44 CLO LTD - VENTURE CDO LTD VENTR 2021 44A A1NR 144A0.03%2,500,000
192n/aCIFC EUROPEAN FUNDING CLO 3A - CIFC EUROPEAN FUNDING CLO CIFCE 3A A 144A0.03%2,300,000
193RMRK.2017-1A A1RROMARK CLO LTD 2017-1A - ROMARK CLO LTD RMRK 2017 1A A1R 144A0.03%2,448,388
194RAST.2005-A5 A3RESIDENTIAL ASSET SEC TRUST 2005-A5 - RESIDENTIAL ASSET SECURITIZATI RAST 2005 A5 A30.03%3,910,819
195OCTR.2020-8A ARROCEAN TRAILS CLO 8 2020-8A - OCEAN TRAILS CLO OCTR 2020 8A ARR0.03%2,400,000
196BLUEM.2018-3A A1RBLUEMOUNTAIN CLO LTD 2018-3A - BLUEMOUNTAIN CLO LTD BLUEM 2018 3A A1R 144A0.03%2,387,061
197n/aRFR JPY MUTK/0.50000 12/15/21-10Y LCH0.03%1
198ATCLO.2019-15A A1RATLAS SENIOR LOAN FUND XV LTD - ATLAS SENIOR LOAN FUND LTD ATCLO 2019 15A A1R 144A0.03%2,312,989
199LCM.35A A1RLCM 35 LTD 35A - LCM LTD PARTNERSHIP LCM 35A A1R 144A0.03%2,300,000
200PUTNM.2023-2A AR37 CAPITAL CLO 4 LTD 2023-2A - 37 CAPITAL CLO LTD PUTNM 2023 2A AR 144A0.03%2,300,000
201GSAMP.2007-HE2 A2DGSAMP TRUST 2007-HE2 - GSAMP TRUST GSAMP 2007 HE2 A2D0.03%2,886,312
202AWPT.2022-16A A1ARELEVATION CLO 2022-16A LTD - ELEVATION CLO LTD AWPT 2022 16A A1AR 144A0.03%2,300,000
203n/aCOUNTRYWIDE ASSET-BACKED CERT 2004-7 - COUNTRYWIDE ASSET BACKED CERTI CWL 2004 7 MV50.03%2,533,188
204n/aBOSPHORUS CLO V DAC 5A - BOSPHORUS CLO BOPHO 5A A1 144A0.03%2,085,846
205RALI.2007-QH8 ARESIDENTIAL ACCREDIT LOANS 2007-QH8 - RESIDENTIAL ACCREDIT LOANS, IN RALI 2007 QH8 A0.03%2,753,030
206n/aSOUNDVIEW HOME EQUITY LOAN TR 2007-OPT2 - SOUNDVIEW HOME EQUITY LOAN TRU SVHE 2007 OPT2 2A30.03%2,436,814
207n/aBLACKROCK EUROPEAN CLO IX DAC 9A - BLACKROCK EUROPEAN CLO DAC BECLO 9A A 144A0.03%1,987,492
208FHR.4687 FGFREDDIE MAC REMICS 4687 - FREDDIE MAC FHR 4687 FG0.03%2,196,079
209n/aREALKREDIT DANMARK A/S - REALKREDIT DANMARK COVERED REGS 10/53 1.50.03%18,320,977
210ARSI.2006-M1 A1ARGENT SECURITIES INC 2006-M1 - ARGENT SECURITIES INC. ARSI 2006 M1 A10.03%2,407,133
211n/aTRS R 4.45/91282CFR7 BPS0.03%1
212n/aGOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2023-H11 - GOVERNMENT NATIONAL MORTGAGE A GNR 2023 H11 FC0.03%2,070,209
213n/aINF SWAP US IT 2.703 05/25/21-5Y LCH0.03%1
214n/aINF SWAP US IT 2.69 06/01/21-5Y LCH0.03%1
215PUTNM.2022-1A A1R37 CAPITAL CLO II 2022-1A - 37 CAPITAL CLO LTD PUTNM 2022 1A A1R 144A0.03%2,100,000
216AHMA.2006-4 1A12AMERICAN HOME MORTGAGE ASSETS 2006-4 - AMERICAN HOME MORTGAGE ASSETS AHMA 2006 4 1A120.03%4,056,343
217n/aTRS R 4.49/9128282L3 MYC0.03%1
218n/aVENTURE XXIX CLO LTD 2017-29A - VENTURE CDO LTD VENTR 2017 29A AR 144A0.03%2,037,904
219n/aADAGIO CLO VIII DAC VIII-A - ADAGIO CLO ADAGI VIII A AN 144A0.03%1,875,970
220GSAMP.2005-HE2 M2GSAMP TRUST 2005-HE2 - GSAMP TRUST GSAMP 2005 HE2 M20.03%2,100,526
221TRAL.2018-5A A1RRTRALEE CLO V LTD 2018-5A - TRALEE CLO LTD TRAL 2018 5A A1RR 144A0.03%2,000,000
222n/aGOVERNMENT NATL MTGE ASSOC 2010-H01 - GOVERNMENT NATIONAL MORTGAGE A GNR 2010 H01 FA0.03%1,971,340
223CRMN.2014-1A A1ARCATAMARAN CLO LTD 2014-1A - CATAMARAN CLO LTD CRMN 2014 1A A1AR 144A0.03%1,961,423
224BAFC.2006-J 2A1BANC OF AMERICA FUNDING CORP 2006-J - BANC OF AMERICA FUNDING CORPOR BAFC 2006 J 2A10.03%2,268,263
225ARES.2018-50A ARARES L CLO LTD 2018-50A - ARES CLO LTD ARES 2018 50A AR 144A0.02%1,918,699
226MDPK.2021-39A ARMDPK-2021-39A - MADISON PARK FUNDING LTD MDPK 2021 39A AR 144A0.02%1,900,000
227n/aJUBILEE CLO 2016-XVII BV 16-17A - JUBILEE CDO BV JUBIL 2016 17A A2RR 144A0.02%1,750,488
228CWALT.2006-OA17 1A1ACOUNTRYWIDE ALT LOAN TRUST 2006-OA17 - COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 OA17 1A1A0.02%2,163,220
229n/aRFR USD SOFR/3.25000 06/18/25-9Y LCH0.02%1
230n/aFANNIE MAE REMICS 2025-16 - FANNIE MAE FNR 2025 16 FA0.02%1,885,764
231CGMS.2015-4A A1RRCARLYLE GLOBAL MARKET STRATEGIES CLO LTD 2015-4A - CARLYLE GLOBAL MARKET STRATEGI CGMS 2015 4A A1RR 144A0.02%1,888,464
232VMW.3.9 08.21.27VMWARE LLC SR UNSECURED 08/27 3.90.02%1,900,000
233NRZT.2018-3A A1NEW RESIDENTIAL MORTGAGE LOAN TRUST 2018-3A - NEW RESIDENTIAL MORTGAGE LOAN NRZT 2018 3A A1 144A0.02%1,893,855
234n/aINF SWAP US IT 2.813 05/14/21-5Y LCH0.02%1
235CMLTI.2006-HE3 A2DCITIGROUP MTGE LOAN TR INC 2006-HE3 - CITIGROUP MORTGAGE LOAN TRUST CMLTI 2006 HE3 A2D0.02%2,689,179
236n/aTRS R FEDL01+14/9128283R9 SOG0.02%1
237RAD.2019-5A ARRAD CLO LTD 2019-5A - RAD CLO LTD RAD 2019 5A AR 144A0.02%1,814,348
238LXS.2006-7 1A1ALEHMAN XS TRUST 2006-7 - LEHMAN XS TRUST LXS 2006 7 1A1A0.02%2,074,792
239n/aNORTHWOODS CAPITAL XII-B LTD 2018-12BA - NORTHWOODS CAPITAL LTD WOODS 2018 12BA AR 144A0.02%1,782,289
240n/aJYSKE REALKREDIT A/S COVERED REGS 10/50 10.02%15,822,319
241ABFC.2004-OPT5 A1ASSET BACKED FUNDING CERTS 2004-OPT5 - ASSET BACKED FUNDING CERTIFICA ABFC 2004 OPT5 A10.02%1,762,670
242MORGN.2020-6A A1R2522 FUNDING CLO 2020-6 LTD - 522 FUNDING CLO LTD MORGN 2020 6A A1R2 144A0.02%1,750,000
243n/aHARVEST CLO XXI DAC 21A - HARVEST CLO HARVT 21A A1R 144A0.02%1,595,573
244n/aEURO-GALAXY III CLO BV 13-3A - EURO GALAXY CLO DAC EGLXY 2013 3A ARRR 144A0.02%1,594,933
245n/aBOUGHT EUR SOLD USD 202504020.02%1
246n/aTRS R 4.49/912828V49 MYC0.02%1
247n/aJ.P. MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2019-FL12 - JP MORGAN CHASE COMMERCIAL MOR JPMCC 2019 FL12 A 144A0.02%1,743,738
248PUTNM.2021-1A AR37 CAPITAL CLO I 2021-1A - 37 CAPITAL CLO LTD PUTNM 2021 1A AR 144A0.02%1,700,000
249n/aCEDAR FUNDING V CLO LTD 2016-5A - CEDAR FUNDING LTD CEDF 2016 5A A1R 144A0.02%1,673,667
250n/aWASHINGTON MUTUAL 2007-OA2 - WAMU MORTGAGE PASS THROUGH CER WAMU 2007 OA2 1A0.02%1,929,995
251AABST.2005-5 M1AEGIS ASSET BACKED SECURITIES TR 2005-5 - AEGIS ASSET BACKED SECURITIES AABST 2005 5 M10.02%1,765,295
252SAST.2005-4 M3SAXON ASSET SECURITIES TRUST 2005-4 - SAXON ASSET SECURITIES TRUST SAST 2005 4 M30.02%1,915,000
253PARL.2021-1A ARPARALLEL 2021-1 LTD - PARALLEL LTD PARL 2021 1A AR 144A0.02%1,600,000
254n/aGOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2023-H20 - GOVERNMENT NATIONAL MORTGAGE A GNR 2023 H20 FA0.02%1,574,646
255CWALT.2006-OA9 2A1ACOUNTRYWIDE ALTERNATIVE LOAN 2006-OA9 - COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 OA9 2A1A0.02%1,853,832
256FHLT.2006-C 1A1FREMONT HOME LOAN TRUST 2006-C - FREMONT HOME LOAN TRUST FHLT 2006 C 1A10.02%1,714,605
257n/aCOUNTRYWIDE HOME LOANS 2007-1 - COUNTRYWIDE HOME LOANS CWHL 2007 1 A10.02%3,352,750
258n/aINF SWAP EM NI 2.7 04/15/23-30Y LCH0.02%1
259PPSI.2004-WHQ2 M5PARK PLACE SECURITIES INC 2004-WHQ2 - PARK PLACE SECURITIES INC PPSI 2004 WHQ2 M50.02%1,635,737
260PPSI.2004-WCW2 M3PARK PLACE SECURITIES INC 2004-WCW2 - PARK PLACE SECURITIES INC PPSI 2004 WCW2 M30.02%1,506,921
261LXS.2007-15N 2A1LEHMAN XS TRUST 2007-15N - LEHMAN XS TRUST LXS 2007 15N 2A10.02%1,495,457
262n/aCOUNTRYWIDE ALT LOAN TRUST 2006-41CB - COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 41CB 1A90.02%2,841,426
263MF1.2021-FL7 AMF1 2021-FL7 LTD - MF1 MULTIFAMILY HOUSING MORTGA MF1 2021 FL7 A 144A0.02%1,438,574
264n/aMADISON PARK EURO FUNDING IX DAC 9A - MADISON PARK EURO FUNDING CADOG 9A AR 144A0.02%1,331,000
265n/aINF SWAP EM NI 2.59 12/15/22-30Y LCH0.02%1
266MCLO.2019-1A AAR2MARATHON CLO XIII LTD 2019-1A - MARATHON CLO LTD MCLO 2019 1A AAR2 144A0.02%1,396,640
267BABSN.2015-IA ARBABSON CLO LTD 2015-IA - BABSON CLO LTD BABSN 2015 IA AR 144A0.02%1,379,015
268SNDPT.2013-3RA ASOUNDS POINT CLO IV-R LTD 2013-3RA - SOUND POINT CLO LTD SNDPT 2013 3RA A 144A0.02%1,335,846
269n/aBOUGHT JPY SOLD USD 202504300.02%1
270n/aINF SWAP EM NI 2.736 10/15/23-30Y LCH0.02%1
271BSAAT.2007-1 1A1BEAR STEARNS ALT-A TRUST II 2007-1 - BEAR STEARNS ALT A TRUST II BSAAT 2007 1 1A10.02%2,630,475
272n/aGOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2022-H17 - GOVERNMENT NATIONAL MORTGAGE A GNR 2022 H17 CF0.02%1,276,045
273n/aCITIGROUP MTGE LOAN TR INC 2007-WFH2 - CITIGROUP MORTGAGE LOAN TRUST CMLTI 2007 WFH2 M20.02%1,277,627
274n/aFHLMC PASS THRU POOLS - FED HM LN PC POOL SD8245 FR 09/52 FIXED 4.50.02%1,301,678
275FN.FS4437FNMA PASS THRU POOLS - FNMA POOL FS4437 FN 10/52 FIXED VAR0.02%1,288,979
276DRSLF.2018-64A ADRYDEN CLO LTD 2018-64A - DRYDEN SENIOR LOAN FUND DRSLF 2018 64A A 144A0.02%1,224,334
277n/aUBS GROUP AG SR UNSECURED REGS 03/29 VAR0.02%1,000,000
278n/aCARRINGTON MTGE LOAN TRUST 2006-NC1 - CARRINGTON MORTGAGE LOAN TRUST CARR 2006 NC1 M10.02%1,234,102
279KKR.9 AR2KKR CLO 9 LTD - KKR FINANCIAL CLO LTD KKR 9 AR2 144A0.02%1,199,138
280n/aROCKFORD TOWER EUROPE CLO 2018-1A DAC - ROCKFORD TOWER EUROPE CLO RFTE 2018 1A AR0.02%1,100,000
281INDB.2006-1 A1INDYMAC INDB MORTGAGE LOAN TR 2006-1 - INDYMAC INDB MORTGAGE LOAN TRU INDB 2006 1 A10.02%3,680,125
282B.0 06.26.25UNITED STATES GOVT - TREASURY BILL 06/25 0.000000.02%1,170,000
283PPSI.2005-WHQ4 M2PARK PLACE SEC INC 2005-WHQ4 - PARK PLACE SECURITIES INC PPSI 2005 WHQ4 M20.01%1,171,661
284n/aGOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2019-H14 - GOVERNMENT NATIONAL MORTGAGE A GNR 2019 H14 FA0.01%1,100,347
285SASC.2006-GEL4 M1STRUCTURED ASSET SEC CORP 2006-GEL4 - STRUCTURED ASSET SECURITIES CO SASC 2006 GEL4 M1 144A0.01%1,092,712
286n/aHARVEST CLO XVI DAC 16A - HARVEST CLO HARVT 16A ARR 144A0.01%1,000,923
287FR.SD0250FHLMC PASS THRU POOLS - FED HM LN PC POOL SD0250 FR 06/48 FIXED 40.01%1,145,572
288n/aNORDEA KREDIT REALKREDITAKTIESELSKAB - NORDEA KREDIT REALKREDIT COVERED 10/53 1.50.01%10,700,000
289n/aALBACORE EURO CLO IV DAC 4A - ALBACORE EURO CLO ALBAC 4A AR 144A0.01%1,000,000
290n/aBBAM EUROPEAN CLO I DAC 1A - BBAM EUROPEAN CLO BBAME 1A AR 144A0.01%1,000,000
291CBAM.2019-10A A1RCBAM 2018-6 LTD 2019-10A - CBAM CLO MANAGEMENT CBAM 2019 10A A1R 144A0.01%1,074,843
292n/aBLACKROCK EUROPEAN CLO III DESIGNATED ACTIVITY CO 3A - BLACKROCK EUROPEAN CLO DAC BECLO 3A AR 144A0.01%1,000,000
293n/aNORDEA KREDIT REALKREDITAKTIESELSKAB - NORDEA KREDIT REALKREDIT COVERED 144A REGS 10/53 20.01%8,888,960
294n/aFIRST FRANKLIN MTG LOAN 2006-FF14 - FIRST FRANKLIN MTG LOAN ASSET FFML 2006 FF14 A10.01%1,173,564
295ARMORE.F 01.07.28 AARMOR RE II LTD UNSECURED 144A 01/32 VAR0.01%1,050,000
296n/aDRYDEN EURO CLO 20-74A - DRYDEN LEVERAGED LOAN CDO DRYD 2020 74A A 144A0.01%981,253
297B.0 04.17.25UNITED STATES GOVT - TREASURY BILL 04/25 0.000000.01%1,039,000
298n/aGOLDENTREE LOAN MANAGEMENT US CLO 8 LTD - GOLDENTREE LOAN MANAGEMENT US GLM 2020 8A ARR 144A0.01%1,000,000
299n/aCANYON CLO 2020-1 LTD - CANYON CAPITAL CLO LTD CANYC 2020 1A AR2 144A0.01%1,000,000
300OPMAC.2005-2 M7OPTEUM MORTGAGE ACCEPTANCE CORP 2005-2 - OPTEUM MORTGAGE ACCEPTANCE COR OPMAC 2005 2 M70.01%1,000,000
301CIFC.2018-3A ACIFC FUNDING 2018-III LTD 2018-3A - CIFC FUNDING LTD CIFC 2018 3A A 144A0.01%981,734
302n/aINF SWAP US IT 2.645 09/10/21-7Y LCH0.01%1
303n/aNORDEA KREDIT REALKREDITAKTIESELSKAB - NORDEA KREDIT REALKREDIT COVERED 10/53 1.50.01%8,593,641
304KKR.11 ARKKR CLO 11 LTD - KKR FINANCIAL CLO LTD KKR 11 AR 144A0.01%972,761
305n/aBLUEMOUNTAIN EUR CLO 5A - BLUEMOUNTAIN EUR CLO BLUME 5A A 144A0.01%899,481
306ARSI.2005-W1 A1ARGENT SECURITIES INC 2005-W1 - ARGENT SECURITIES INC. ARSI 2005 W1 A10.01%1,093,453
307n/aST PAULS CLO II DAC 2A - ST PAULS CLO SPAUL 2A AR4 144A0.01%900,000
308n/aDRYDEN 44 EURO CLO 2015 BV 15-44A - DRYDEN EURO CLO DRYD 2015 44A A1RR 144A0.01%900,000
309n/aSOLD CAD BOUGHT USD 202504020.01%1
310SABR.2006-HE1 A2CSECURITIZED ASSET BACKED REC 2006-HE1 - SECURITIZED ASSET BACKED RECEI SABR 2006 HE1 A2C0.01%2,926,302
311WFMBS.2007-AR7 A1WELLS FARGO MORTGAGE BACKED SECURITIES TRUST 2007-AR7 - WELLS FARGO MORTGAGE BACKED SE WFMBS 2007 AR7 A10.01%1,064,693
312n/aDRYDEN 35 EURO CLO 2014 BV 14-35A - DRYDEN LEVERAGED LOAN CDO DRYD 2014 35A ARR 144A0.01%874,427
313n/aSTRUCTURED ASSET MTGE INVEST 2006-AR5 - STRUCTURED ASSET MORTGAGE INVE SAMI 2006 AR5 1A10.01%1,298,726
314BCAP.2011-RR5 10A6BCAP LLC TRUST 2011-RR5 - BCAP LLC TRUST BCAP 2011 RR5 10A6 144A0.01%1,042,400
315FN.BJ0639FNMA PASS THRU POOLS - FNMA POOL BJ0639 FN 03/48 FIXED 40.01%969,278
316n/aCOUNTRYWIDE ALTERNATIVE LOAN TRUST 2007-4CB - COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2007 4CB 1A350.01%1,073,978
317n/aSOLD CAD BOUGHT USD 202505020.01%1
318PSTAT.2021-3A A1PALMER SQUARE LOAN FUNDING 2021-3 - PALMER SQUARE LOAN FUNDING LTD PSTAT 2021 3A A1 144A0.01%891,764
319FN.MA4733FNMA PASS THRU POOLS - FNMA POOL MA4733 FN 09/52 FIXED 4.50.01%920,672
320n/aINVESCO EURO CLO I DAC 1A - INVESCO EURO CLO INVSC 1A A1R 144A0.01%810,127
321n/aARBOUR CLO VI DAC 6A - ARBOUR CLO ARBR 6A AR 144A0.01%800,000
322GSAMP.2007-FM1 A1GSAMP TRUST 2007-FM1 - GSAMP TRUST GSAMP 2007 FM1 A10.01%1,623,918
323n/aRFR JPY MUTK/0.55000 09/14/23-5Y LCH0.01%1
324n/aSOLD JPY BOUGHT USD 202504020.01%1
325CWALT.2006-HY13 4A1COUNTRYWIDE ALTERNATIVE LOAN 2006-HY13 - COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 HY13 4A10.01%941,136
326DRSLF.2018-60A ADRYDEN 60 CLO LTD - DRYDEN SENIOR LOAN FUND DRSLF 2018 60A A 144A0.01%814,197
327n/aINF SWAP EM NI 2.763 09/15/23-30Y LCH0.01%1
328CWHL.2007-HY7 A1COUNTRYWIDE HOME LOANS 2007-HY7 - COUNTRYWIDE HOME LOANS CWHL 2007 HY7 A10.01%841,478
329n/aINF SWAP US IT 2.573 08/26/21-7Y LCH0.01%1
330NHELI.2006-WF1 M2NOMURA HOME EQUITY LOAN INC 2006-WF1 - NOMURA HOME EQUITY LOAN INC NHELI 2006 WF1 M20.01%773,428
331n/aTRS R 4.45/91282CDC2 BPS0.01%1
332WAMU.2006-AR17 1AWASHINGTON MUTUAL 2006-AR17 - WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR17 1A0.01%908,194
333VENTR.2018-33A A1LRVENTURE CLO LTD 2018-33A - VENTURE CDO LTD VENTR 2018 33A A1LR 144A0.01%765,854
334n/aBOUGHT BRL SOLD USD 202504020.01%1
335n/aLLOYDS BANKING GROUP PLC JR SUBORDINA REGS 12/49 VAR0.01%700,000
336NCHET.2004-4 M1NEW CENTURY HOME EQUITY LOAN TR 2004-4 - NEW CENTURY HOME EQUITY LOAN T NCHET 2004 4 M10.01%766,427
337n/aMEXICO GOVT - MEXICAN UDIBONOS BONDS 08/34 40.01%16,498,569
338SAST.2006-2 M1SAXON ASSET SECURITIES TRUST-2006-2 - SAXON ASSET SECURITIES TRUST SAST 2006 2 M10.01%789,246
339n/aINF SWAP EM NI 2.682 10/15/23-30Y LCH0.01%1
340n/aSOLD AUD BOUGHT USD 202504020.01%1
341INDX.2006-AR6 2A1AINDYMAC INDX MORTGAGE LOAN TR 2006-AR6 - INDYMAC INDX MORTGAGE LOAN TRU INDX 2006 AR6 2A1A0.01%813,995
342B.0 05.15.25UNITED STATES GOVT - TREASURY BILL 05/25 0.000000.01%712,000
343HASC.2006-OPT3 3A4HSI ASSET SEC CORP TRUST 2006-OPT3 - HSI ASSET SECURITIZATION CORPO HASC 2006 OPT3 3A40.01%698,462
344WAMU.2005-AR14 1A2WASHINGTON MUTUAL 2005-AR14 - WAMU MORTGAGE PASS THROUGH CER WAMU 2005 AR14 1A20.01%728,808
345WAMU.2007-HY1 1A1WAMU MTGE P/T CERT 2007-HY1 - WAMU MORTGAGE PASS THROUGH CER WAMU 2007 HY1 1A10.01%742,655
346n/aSOLD AUD BOUGHT USD 202505020.01%1
347SNDPT.2017-2A ARSOUND POINT CLO XVI LTD 2017-2A - SOUND POINT CLO LTD SNDPT 2017 2A AR 144A0.01%658,003
348LXS.2006-18N A3LEHMAN XS TRUST 2006-18N - LEHMAN XS TRUST LXS 2006 18N A30.01%679,303
349n/aJP MORGAN ALTERNATIVE LN TRUST 2006-A1 - J.P. MORGAN ALTERNATIVE LOAN T JPALT 2006 A1 1A10.01%698,299
350MSAC.2006-HE8 A2DMORGAN STANLEY ABS CAPITAL I 2006-HE8 - MORGAN STANLEY CAPITAL INC MSAC 2006 HE8 A2D0.01%1,462,188
351n/aUNITED STATES GOVT - TREASURY BILL 05/25 0.000000.01%640,000
352n/aUBS GROUP AG SR UNSECURED REGS 01/28 VAR0.01%600,000
353APID.2016-24A A1ALAPIDOS CLO XXIV 2016-24A - APIDOS CLO LTD APID 2016 24A A1AL 144A0.01%620,646
354BCAP.2006-AA2 A1BCAP LLC TRUST 2006-AA2 - BCAP LLC TRUST BCAP 2006 AA2 A10.01%670,399
355n/aCVC CORDATUS LOAN FUND VII DAC 7A - CORDATUS CLO PLC CORDA 7A ARR 144A0.01%558,321
356n/aREGATTA XVI FUNDING LTD 2019-2A - REGATTA XVI FUNDING LTD. REG16 2019 2A A1R 144A0.01%600,000
357INGIM.2013-1A A1ARVOYA CLO LTD 2013-1A - VOYA CLO LTD INGIM 2013 1A A1AR 144A0.01%598,730
358HVMLT.2005-16 3A1AHARBORVIEW MORTGAGE LOAN TRUST 2005-16 - HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2005 16 3A1A0.01%903,512
359WAMU.2007-HY5 2A1WAMU MTGE P/T CERT 2007-HY5 - WAMU MORTGAGE PASS THROUGH CER WAMU 2007 HY5 2A10.01%731,010
360n/aSOLD KRW BOUGHT USD 202506120.01%1
361n/aGSAA HOME EQUITY TRUST 2006-7 - GSAA HOME EQUITY TRUST GSAA 2006 7 AF4A0.01%1,089,288
362WMALT.2006-AR3 A1AWASHINGTON MUTUAL MTGE P/T 2006-AR3 - WASHINGTON MUTUAL MORTGAGE PAS WMALT 2006 AR3 A1A0.01%665,143
363n/aSOLD KRW BOUGHT USD 202506120.01%1
364CGMS.2014-3RA A1ACARLYLE GLOBAL MARKET STRATEGIES CLO 2014-3R LTD 2014-3RA - CARLYLE GLOBAL MARKET STRATEGI CGMS 2014 3RA A1A 144A0.01%572,789
365n/aMF1 2021-FL6 LTD - MF1 MULTIFAMILY HOUSING MORTGA MF1 2021 FL6 A 144A0.01%572,443
366n/aBOUGHT BRL SOLD USD 202504020.01%1
367CGMS.2017-4A A1CARLYLE US CLO LTD 2017-4 - CARLYLE GLOBAL MARKET STRATEGI CGMS 2017 4A A1 144A0.01%564,047
368SRANC.2018-6A A1RSARANAC CLO LTD 2018-6A - SARANAC CLO LTD SRANC 2018 6A A1R 144A0.01%563,427
369MARM.2006-OA1 1A1MASTR ADJUSTABLE RATE MORTGAGES TRUST 2006-OA1 - MASTR ADJUSTABLE RATE MORTGAGE MARM 2006 OA1 1A10.01%624,930
370CWL.2007-12 1A1COUNTRYWIDE ASSET-BACKED CERT 2007-12 - COUNTRYWIDE ASSET BACKED CERTI CWL 2007 12 1A10.01%570,218
371RALI.2006-QO6 A1RESIDENTIAL ACCREDIT LOANS 2006-QO6 - RESIDENTIAL ACCREDIT LOANS, IN RALI 2006 QO6 A10.01%2,475,739
372n/aCOUNTRYWIDE HOME LOANS 2006-6 - COUNTRYWIDE HOME LOANS CWHL 2006 6 A40.01%1,118,836
373n/aUBS GROUP AG SR UNSECURED REGS 06/27 VAR0.01%500,000
374FR.ZM3037FHLMC PASS THRU POOLS - FED HM LN PC POOL ZM3037 FR 04/47 FIXED 40.01%539,754
375n/aWASHINGTON MUTUAL 2006-AR18 - WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR18 1A10.01%580,259
376ANCHC.2021-20A A1RANCHORAGE CAPITAL CLO 2021-20A LTD - ANCHORAGE CAPITAL CLO LTD ANCHC 2021 20A A1R 144A0.01%500,000
377BCC.2021-5A A1RBCC-2021-5A - BAIN CAPITAL CREDIT CLO, LIMIT BCC 2021 5A A1R 144A0.01%500,000
378RAD.2019-4A ARRAD CLO LTD 2019 4A - RAD CLO LTD RAD 2019 4A AR 144A0.01%490,703
379n/aFREDDIE MAC REMICS 5511 - FREDDIE MAC FHR 5511 FG0.01%486,296
380VOYA.2019-2A ARVOYA CLO 2019-2A LTD - VOYA CLO LTD VOYA 2019 2A AR 144A0.01%457,871
381ACE.2003-OP1 M1ACE SECURITIES CORP 2003-OP1 - ACE SECURITIES CORP. ACE 2003 OP1 M10.01%443,117
382n/aUNITED STATES GOVT - TSY INFL IX N/B 01/27 0.3750.01%453,609
383INDX.2006-AR15 A1INDYMAC INDX MTGE LOAN TRUST 2006-AR15 - INDYMAC INDX MORTGAGE LOAN TRU INDX 2006 AR15 A10.01%460,108
384HEAT.2005-9 M1HOME EQUITY ASSET TRUST 2005-9 - HOME EQUITY ASSET TRUST HEAT 2005 9 M10.01%442,972
385n/aUNITED STATES GOVT - TREASURY BILL 05/25 0.000000.01%435,000
386n/aIRS EUR 2.87880 06/12/23-9Y* LCH0.01%1
387CBAM.2018-5A ACBAM 2018-5 LTD 5A - CBAM CLO MANAGEMENT CBAM 2018 5A A 144A0.01%424,547
388n/aSOLD TWD BOUGHT USD 202504250.01%1
389M360.2021-CRE3 AM360 2021-CRE3 LLC - M360 LTD. M360 2021 CRE3 A 144A0.01%407,397
390CWL.2007-9 2A4COUNTRYWIDE ASSET-BACKED CERT 2007-9 - COUNTRYWIDE ASSET BACKED CERTI CWL 2007 9 2A40.01%414,945
391n/aUBS GROUP AG SR UNSECURED REGS 09/27 VAR0.01%300,000
392n/aSOLD KRW BOUGHT USD 202506120.01%1
393GNR.2022-H06 FLGOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2022-H06 - GOVERNMENT NATIONAL MORTGAGE A GNR 2022 H06 FL0.01%396,136
394n/aINF SWAP GB NI 3.5 08/15/24-10Y LCH0.01%1
395WAMU.2007-HY4 1A1WAMU MTGE P/T CERTIFICATES 2007-HY4 - WAMU MORTGAGE PASS THROUGH CER WAMU 2007 HY4 1A10.01%423,161
396HEAT.2004-3 M1HOME EQUITY ASSET TRUST 2004-3 - HOME EQUITY ASSET TRUST HEAT 2004 3 M10.01%388,473
397n/aGOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2022-H20 - GOVERNMENT NATIONAL MORTGAGE A GNR 2022 H20 FA0.00%374,963
398n/aWASHINGTON MUTUAL 2004-AR10 - WAMU MORTGAGE PASS THROUGH CER WAMU 2004 AR10 A30.00%386,730
399n/aWIND RIVER CLO LTD 2014-1A - WIND RIVER CLO LTD WINDR 2014 1A ARR 144A0.00%371,073
400n/aSTRUCTURED ASSET SEC CORP 2005-WF1 - STRUCTURED ASSET SECURITIES CO SASC 2005 WF1 M20.00%365,525
401n/aNOVASTAR HOME EQUITY LOAN 2006-5 - NOVASTAR HOME EQUITY LOAN NHEL 2006 5 A2C0.00%1,209,356
402RALI.2005-QO4 2A1RESIDENTIAL ACCREDIT LOANS INC 2005-QO4 - RESIDENTIAL ACCREDIT LOANS, IN RALI 2005 QO4 2A10.00%624,809
403WAMU.2006-AR16 1A1WASHINGTON MUTUAL 2006-AR16 - WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR16 1A10.00%396,194
404NCHET.2003-2 M1NEW CENTURY HOME EQUITY LOAN TRUST 2003-2 - NEW CENTURY HOME EQUITY LOAN T NCHET 2003 2 M10.00%374,906
405RAST.2007-A6 2A1RESIDENTIAL ASSET SECURITIZATION TRUST 2007-A6 - RESIDENTIAL ASSET SECURITIZATI RAST 2007 A6 2A10.00%1,786,460
406n/aCREDIT-BASED ASSET SERVC SEC 2005-CB3 - CREDIT BASED ASSET SERVICING A CBASS 2005 CB3 M40.00%362,161
407CWALT.2006-6CB 2A4COUNTRYWIDE ALTERNATIVE LN TR 2006-6CB - COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 6CB 2A40.00%947,511
408n/aRFR JPY MUT+5.89/0.4500 03/20/19-10Y LCH0.00%1
409HMBT.2006-1 3A2HOMEBANC MORTGAGE TRUST 2006-1 - HOMEBANC MORTGAGE TRUST HMBT 2006 1 3A20.00%371,221
410n/aTRS R 4.46/912828N71 GLM0.00%1
411WFHET.2005-2 M9WELLS FARGO HOME EQUITY TRUST 2005-2 - WELLS FARGO HOME EQUITY TRUST WFHET 2005 2 M90.00%330,627
412LCM.15A AR2LCM XV LP 15A - LCM LTD PARTNERSHIP LCM 15A AR2 144A0.00%331,800
413BSARM.2006-2 3A2BEAR STEARNS ADJ RATE MTGE TR 2006-2 - BEAR STEARNS ADJUSTABLE RATE M BSARM 2006 2 3A20.00%384,810
414TIA.2018-1A A1ARTIAA CLO IV LTD 2018-1A - TIAA CLO LTD TIA 2018 1A A1AR 144A0.00%321,437
415NEUB.2013-14A AR2NEUBERGER BERMAN CLO XIV LTD 2013-14A - NEUBERGER BERMAN CLO LTD NEUB 2013 14A AR2 144A0.00%320,767
416WAMU.2005-AR1 A2A1WASHINGTON MUTUAL 2005-AR1 - WAMU MORTGAGE PASS THROUGH CER WAMU 2005 AR1 A2A10.00%311,622
417n/aBOUGHT BRL SOLD USD 202504020.00%1
418BSARM.2007-3 1A1BEAR STEARNS ADJ RATE MTGE TR 2007-3 - BEAR STEARNS ADJUSTABLE RATE M BSARM 2007 3 1A10.00%339,591
419n/a3MO EURO EURIBOR SEP26 IFLL 202609140.00%5,672
420CGMS.2014-1A A1R2CARLYLE GLOBAL MARKET STRATEGIES CLO LTD 2014-1A - CARLYLE GLOBAL MARKET STRATEGI CGMS 2014 1A A1R2 144A0.00%301,608
421CMLTI.2006-AR7 1A3ACITIGROUP MTGE LOAN TR INC 2006-AR7 - CITIGROUP MORTGAGE LOAN TRUST CMLTI 2006 AR7 1A3A0.00%320,015
422SEMT.2007-3 1A1SEQUOIA MORTGAGE TRUST 2007-3 - SEQUOIA MORTGAGE TRUST SEMT 2007 3 1A10.00%344,052
423HVMLT.2006-1 2A1AHARBORVIEW MORTGAGE LOAN TR 2006-1 - HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2006 1 2A1A0.00%324,719
424ATCLO.2018-10A AATLAS SENIOR LOAN FUND LTD 2018-10A - ATLAS SENIOR LOAN FUND LTD ATCLO 2018 10A A 144A0.00%294,043
425BALTA.2006-6 31A1BEAR STEARNS ALT-A TRUST 2006-6 - BEAR STEARNS ALT A TRUST BALTA 2006 6 31A10.00%498,428
426LCM.25A ARLCM XXV LTD 25A - LCM LTD PARTNERSHIP LCM 25A AR 144A0.00%288,453
427n/aCOUNTRYWIDE ASSET-BACKED CERTS 2005-13 - COUNTRYWIDE ASSET BACKED CERTI CWL 2005 13 AF40.00%317,368
428CWALT.2005-62 2A1COUNTRYWIDE ALTERNATIVE LN TR 2005-62 - COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 62 2A10.00%335,125
429WAMU.2007-OA4 1AWASHINGTON MUTUAL 2007-OA4 - WAMU MORTGAGE PASS THROUGH CER WAMU 2007 OA4 1A0.00%324,908
430n/aSOLD EUR BOUGHT USD 202504020.00%1
431FN.MA3993FNMA PASS THRU POOLS - FNMA POOL MA3993 FN 04/50 FIXED 40.00%291,220
432FN.BJ4340FNMA PASS THRU POOLS - FNMA POOL BJ4340 FN 12/47 FIXED 40.00%288,459
433WFMBS.2006-AR4 2A4WELLS FARGO MTGE BK SEC TR 2006-AR4 - WELLS FARGO MORTGAGE BACKED SE WFMBS 2006 AR4 2A40.00%271,682
434ARSI.2006-W4 A2CARGENT SECURITIES INC 2006-W4 - ARGENT SECURITIES INC. ARSI 2006 W4 A2C0.00%1,089,666
435DEN15.2017-1A ARCRESTLINE DENALI CLO XV 2017-1A - CRESTLINE DENALI CLO XV, LTD. DEN15 2017 1A AR 144A0.00%261,849
436MLMI.2004-A1 2A2MERRILL LYNCH MTGE INVESTORS 2004-A1 - MERRILL LYNCH MORTGAGE INVESTO MLMI 2004 A1 2A20.00%272,267
437n/aFREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFICATES KBX1 - FHLMC MULTIFAMILY STRUCTURED P FHMS KBX1 A20.00%258,758
438SAST.2005-1 M2SAXON ASSET SECURITIES TRUST 2005-1 - SAXON ASSET SECURITIES TRUST SAST 2005 1 M20.00%264,814
439n/aCVC CORDATUS LOAN FUND III LTD CORDA-A - CORDATUS CLO PLC CORDA 3A A1RR 144A0.00%234,107
440ACE.2004-OP1 M1ACE SECURITIES CORP 2004-OP1 - ACE SECURITIES CORP. ACE 2004 OP1 M10.00%267,583
441n/aNYKREDIT REALKREDIT A/S - NYKREDIT REALKREDIT AS COVERED REGS 10/53 1.50.00%2,490,098
442n/aINF SWAP EM NI 2.59 03/15/22-30Y LCH0.00%1
443FR.ZA6946FHLMC PASS THRU POOLS - FED HM LN PC POOL ZA6946 FR 05/49 FIXED 40.00%265,413
444n/aFNMA PASS THRU POOLS - FNMA POOL BP2373 FN 04/50 FIXED 40.00%262,443
445FHAMS.2006-FA8 1A7FIRST HORIZON ALT MTG SEC 2006-FA8 - FIRST HORIZON ALTERNATIVE MORT FHAMS 2006 FA8 1A70.00%646,982
446CWL.2004-6 2A5COUNTRYWIDE ASSET-BACKED CERT 2004-6 - COUNTRYWIDE ASSET BACKED CERTI CWL 2004 6 2A50.00%254,961
447WAMU.2006-AR3 A1AWASHINGTON MUTUAL 2006-AR3 - WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR3 A1A0.00%261,652
448SARM.2005-19XS 1A1STRUCTURED ARM LOAN TRUST 2005-19XS - STRUCTURED ADJUSTABLE RATE MOR SARM 2005 19XS 1A10.00%248,008
449MSAC.2004-WMC2 M1MORGAN STANLEY ABS CAPITAL I 2004-WMC2 - MORGAN STANLEY CAPITAL INC MSAC 2004 WMC2 M10.00%224,456
450n/aSOLD JPY BOUGHT USD 202504020.00%1
451FSPC.T-63 1A1FHLMC STRUCTURED PASS THROUGH SEC T-63 - FHLMC STRUCTURED PASS THROUGH FSPC T 63 1A10.00%235,058
452n/aSOLD JPY BOUGHT USD 202504020.00%1
453n/aBOUGHT GBP SOLD USD 202504020.00%1
454BALTA.2006-R1 2E21BEAR STEARNS ALT-A TRUST 2006-R1 - BEAR STEARNS ALT A TRUST BALTA 2006 R1 2E210.00%314,289
455BSARM.2003-8 4A1BEAR STEARNS ADJUSTABLE RATE MORTGAGE TRUST 2003-8 - BEAR STEARNS ADJUSTABLE RATE M BSARM 2003 8 4A10.00%210,329
456n/aBOUGHT BRL SOLD USD 202504020.00%1
457n/aEURO-SCHATZ FUT JUN25 XEUR 202506060.00%-1,708
458n/aMERRILL LYNCH MORTGAGE INVESTORS 2003-A2 - MERRILL LYNCH MORTGAGE INVESTO MLMI 2003 A2 1A10.00%209,817
459n/aSOLD JPY BOUGHT USD 202504020.00%1
460MSDWC.2003-NC2 M1MORGAN STANLEY DEAN WITT CAP I 2003-NC2 - MORGAN STANLEY DEAN WITTER CAP MSDWC 2003 NC2 M10.00%183,831
461INDA.2006-AR1 A3INDYMAC INDA MTGE LOAN TRUST 2006-AR1 - INDYMAC INDA MORTGAGE LOAN TRU INDA 2006 AR1 A30.00%241,157
462ICG.2018-1A A1ICG US CLO 2018-1 LTD - ICG US CLO LTD ICG 2018 1A A1 144A0.00%187,763
463FR.QA1406FHLMC PASS THRU POOLS - FED HM LN PC POOL QA1406 FR 07/49 FIXED 40.00%196,290
464SARM.2006-8 1A2STRUCTURED ADJ RATE MTGE LOAN 2006-8 - STRUCTURED ADJUSTABLE RATE MOR SARM 2006 8 1A20.00%271,234
465B.0 05.01.25UNITED STATES GOVT - TREASURY BILL 05/25 0.000000.00%185,000
466n/aBOUGHT TRY SOLD USD 202504210.00%1
467AHMA.2006-1 2A1AMERICAN HOME MORTGAGE ASSETS 2006-1 - AMERICAN HOME MORTGAGE ASSETS AHMA 2006 1 2A10.00%203,748
468LCM5LIVE CATTLE FUTR JUN25 XCME 202506300.00%36
469n/aMMIFS RE LTD SECURED 144A 01/33 VAR0.00%250,000
470INDX.2004-AR6 5A1INDYMAC INDX MTGE LOAN TR 2004-AR6 - INDYMAC INDX MORTGAGE LOAN TRU INDX 2004 AR6 5A10.00%179,909
471MSAC.2007-HE5 A2DMORGAN STANLEY ABS CAPITAL I 2007-HE5 - MORGAN STANLEY CAPITAL INC MSAC 2007 HE5 A2D0.00%404,248
472CWALT.2005-51 1A1COUNTRYWIDE ALTERNATIVE LN TR 2005-51 - COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 51 1A10.00%177,483
473n/aBOUGHT JPY SOLD USD 202504020.00%1
474n/aBLACK DIAMOND CLO 2017-2 DAC - BLACK DIAMOND CLO BLACK 2017 2A A1 144A0.00%157,213
475WAMU.2002-AR2 AWASHINGTON MUTUAL 2002 AR2 - WAMU MORTGAGE PASS THROUGH CER WAMU 2002 AR2 A0.00%173,345
476n/aSOLD ILS BOUGHT USD 202504160.00%1
477MSAC.2005-WMC1 M3MORGAN STANLEY ABS CAPITAL I 2005-WMC1 - MORGAN STANLEY CAPITAL INC MSAC 2005 WMC1 M30.00%166,407
478n/aINF SWAP EM NI 3.13 05/15/22-5Y LCH0.00%1
479INDX.2005-AR12 2A1AINDYMAC INDX MTGE LOAN TRUST 2005-AR12 - INDYMAC INDX MORTGAGE LOAN TRU INDX 2005 AR12 2A1A0.00%180,544
480n/aVOYA CLO 2017-2A - VOYA CLO LTD VOYA 2017 2A A1R 144A0.00%165,407
481WAMU.2005-AR8 2A1AWASHINGTON MUTUAL 2005-AR8 - WAMU MORTGAGE PASS THROUGH CER WAMU 2005 AR8 2A1A0.00%167,052
482LHM5LEAN HOGS FUTURE JUN25 XCME 202506130.00%-63
483n/aINF SWAP EM NI 2.58 03/15/22-30Y LCH0.00%1
484GPMF.2005-AR1 A2GREENPOINT MTGE FUNDING TR 2005-AR1 - GREENPOINT MORTGAGE FUNDING TR GPMF 2005 AR1 A20.00%175,751
485BOAMS.2005-J 2A4BANK OF AMERICA MTGE SECS-2005-J - BANC OF AMERICA MORTGAGE SECUR BOAMS 2005 J 2A40.00%181,060
486n/aOCTAGON LOAN FUNDING LTD 2014-1A - OCTAGON LOAN FUNDING LTD OCTLF 2014 1A ARR 144A0.00%153,998
487n/aRFR JPY MUT+5.89/0.3000 03/20/18-10Y LCH0.00%1
488FN.BM2007FNMA PASS THRU POOLS - FNMA POOL BM2007 FN 09/48 FIXED VAR0.00%162,594
489CWHL.2005-3 1A2COUNTRYWIDE HOME LOANS 2005-3 - COUNTRYWIDE HOME LOANS CWHL 2005 3 1A20.00%160,134
490GSR.2005-AR7 5A1GSR MORTGAGE LOAN TRUST 2005-AR7 - GSR MORTGAGE LOAN TRUST GSR 2005 AR7 5A10.00%180,074
491n/aSOLD JPY BOUGHT USD 202504020.00%1
492BSARM.2003-9 2A1BEAR STEARNS ADJ RATE MTGE 2003-9 - BEAR STEARNS ADJUSTABLE RATE M BSARM 2003 9 2A10.00%157,430
493n/aSOLD ILS BOUGHT USD 202504160.00%1
494NAA.2007-1 1A6NOMURA ASSET ACCEPTANCE CORP 2007-1 - NOMURA ASSET ACCEPTANCE CORPOR NAA 2007 1 1A60.00%155,190
495NHEL.2005-1 M5NOVASTAR HOME EQUITY LOAN 2005-1 - NOVASTAR HOME EQUITY LOAN NHEL 2005 1 M50.00%142,840
496FHASI.2005-AR3 2A1FIRST HORIZON MTGE PASS-THRU TR 2005-AR3 - FIRST HORIZON MORTGAGE PASS TH FHASI 2005 AR3 2A10.00%197,037
497INDX.2005-AR14 1A1AINDYMAC INDX MORTGAGE LOAN TR 2005-AR14 - INDYMAC INDX MORTGAGE LOAN TRU INDX 2005 AR14 1A1A0.00%195,496
498HVMLT.2005-10 2A1AHARBORVIEW MORTGAGE LOAN TR 2005-10 - HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2005 10 2A1A0.00%215,482
499BSARM.2005-10 A3BEAR STEARNS ADJUSTABLE RATE MORTGAGE TRUST 2005-10 - BEAR STEARNS ADJUSTABLE RATE M BSARM 2005 10 A30.00%142,434
500n/aSOLD ILS BOUGHT USD 202504160.00%1
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